<PAGE>
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter ended: December 31, 1999
Check here if Amendment ( ); Amendment Number:
This Amendment (Check only one.):
( ) is a restatement.
( ) adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: American General Corporation
Address: 2929 Allen Parkway
Houston, TX 77019
13F File Number: 28-609
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Richard W. Scott
Title: Vice Chairman and Group Executive - Investment Management
Phone: 713-522-1111
Signature, Place, and Date of Signing:
/s/ RICHARD W. SCOTT Houston, Texas February 11, 2000
- -------------------- -------------- -----------------
Richard W. Scott City, State Date
Vice Chairman and Group
Executive - Investment Management
Report Type (check only one.):
(X) 13F Holdings Report.
( ) 13F Notice.
( ) 13F Combination Report.
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
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FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 3
Form 13F Information Table Entry Total: 2756
Form 13F Information Table Value Total: $12,306,222 (thousands)
List of Other Included Managers:
No. 13F File Number Name
01 28-1213 AGC Life Insurance Company
02 28-612 American General Life Insurance Company
03 28-87 The Variable Annuity Life Insurance Company
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<TABLE>
<CAPTION>
FORM 13F INFORMATION TABLE
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ALPHA CORP COM 015385107 101 6200 SH DEFINED 6200
CONTINENTAL AIRLS INC CL B 210795308 25 566 SH DEFINED 01 02 566
DENALI INC COM 248221103 467 149408 SH DEFINED 01 149408
DENALI INC COM 248221103 700 224112 SH DEFINED 01 02 03 224112
MATTEL INC COM 577081102 86 6562 SH DEFINED 01 02 6562
RF MONOLITHICS INC COM 74955F106 30 4973 SH DEFINED 01 02 4973
SECURITY CAP GROUP INC CL A 81413P105 297 479 SH DEFINED 01 479
TYCO INTL LTD NEW COM 902124106 1 15 SH DEFINED 03 15
USLIFE INCOME FD INC COM 917324105 67 8400 SH DEFINED 8400
AAR CORP COM 000361105 130 7250 SH DEFINED 01 02 03 7250
ABC-NACO INC COM 000752105 3 400 SH DEFINED 01 02 03 400
A D C TELECOMMUNICATIONS COM 000886101 5885 81100 SH DEFINED 01 02 03 81100
ACTV INC COM 00088E104 311 6800 SH DEFINED 01 02 03 6800
ABM INDS INC COM 000957100 96 4700 SH DEFINED 01 02 03 4700
ACT NETWORKS INC COM 000975102 37 4000 SH DEFINED 01 02 03 4000
AFLAC INC COM 001055102 7124 150971 SH DEFINED 01 02 03 150971
AGCO CORP COM 001084102 995 74050 SH DEFINED 01 02 03 74050
AGL RES INC COM 001204106 4154 244330 SH DEFINED 01 02 03 244330
AHL SVCS INC COM 001296102 40 1900 SH DEFINED 01 02 03 1900
AES CORP COM 00130H105 7303 97700 SH DEFINED 01 02 03 97700
AK STL HLDG CORP COM 001547108 2373 125748 SH DEFINED 01 02 03 125748
AMC ENTMT INC COM 001669100 32 3700 SH DEFINED 01 02 03 3700
AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 111 5500 SH DEFINED 01 02 03 5500
AMR CORP COM 001765106 17899 267152 SH DEFINED 01 02 03 267152
AT&T CORP COM 001957109 111009 2187366 SH DEFINED 01 02 03 2187366
AT&T CORP COM LIB GRP A 001957208 28454 501400 SH DEFINED 01 02 03 501400
ATMI INC COM 00207R101 641 19400 SH DEFINED 01 02 03 19400
AVT CORP COM 002420107 291 6200 SH DEFINED 01 02 03 6200
AVX CORP NEW COM 002444107 360 7200 SH DEFINED 01 02 03 7200
AXA FINL INC COM 002451102 352 10400 SH DEFINED 01 02 03 10400
AARON RENTS INC COM 002535201 114 6400 SH DEFINED 01 02 03 6400
AAVID THERMAL TECHNOLOGIES INC COM 002539104 59 2400 SH DEFINED 01 02 03 2400
ABBOTT LABS COM 002824100 42013 1156978 SH DEFINED 01 02 03 1156978
ABERCROMBIE & FITCH CO CL A 002896207 2631 98602 SH DEFINED 01 02 03 98602
ABGENIX INC COM 00339B107 451 3400 SH DEFINED 01 02 03 3400
ACCEPTANCE INS COS INC COM 004308102 25 4300 SH DEFINED 01 02 03 4300
ACCLAIM ENTMT INC COM PAR $0.02 004325205 69 13500 SH DEFINED 01 02 03 13500
ACCREDO HEALTH INC COM 00437V104 71 2300 SH DEFINED 01 02 03 2300
ACKERLEY GROUP INC COM 004527107 102 5600 SH DEFINED 01 02 03 5600
ACNIELSEN CORP COM 004833109 1364 55374 SH DEFINED 01 02 03 55374
ACTIVISION INC NEW COM NEW 004930202 51 3300 SH DEFINED 01 02 03 3300
ACTION PERFORMANCE COS INC COM 004933107 44 3800 SH DEFINED 01 02 03 3800
ACTEL CORP COM 004934105 221 9200 SH DEFINED 01 02 03 9200
ACTUATE CORP COM 00508B102 566 13200 SH DEFINED 01 02 03 13200
ACUSON CORP COM 005113105 396 31535 SH DEFINED 01 02 03 31535
ACX TECHNOLOGIES INC COM 005123104 63 5900 SH DEFINED 01 02 03 5900
ACXIOM CORP COM 005125109 2458 102400 SH DEFINED 01 02 03 102400
ADAPTIVE BROADBAND CORP COM 00650M104 354 4800 SH DEFINED 01 02 03 4800
ADAPTEC INC COM 00651F108 2805 56250 SH DEFINED 01 02 03 56250
ADELPHIA COMMUNICATIONS CORP CL A 006848105 92 1400 SH DEFINED 01 02 03 1400
</TABLE>
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<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ADFORCE INC COM 006867105 200 2800 SH DEFINED 01 02 03 2800
ADMINISTAFF INC COM 007094105 76 2500 SH DEFINED 01 02 03 2500
ADOBE SYS INC COM 00724F101 3864 57450 SH DEFINED 01 02 03 57450
ADTRAN INC COM 00738A106 2196 42700 SH DEFINED 01 02 03 42700
ADVANCE PARADIGM INC COM 007491103 104 4800 SH DEFINED 01 02 03 4800
ADVANCED COMMUNICATIONS GROUP COM 00751B106 74 5400 SH DEFINED 01 02 03 5400
ADVANCED DIGITAL INFORMATION COM 007525108 185 3800 SH DEFINED 01 02 03 3800
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 1343 30050 SH DEFINED 01 02 03 30050
ADVEST GROUP INC COM 007566102 86 4700 SH DEFINED 01 02 03 4700
ADVANTAGE LEARNING SYSTEMS COM 00757K100 26 2300 SH DEFINED 01 02 03 2300
ADVO INC COM 007585102 160 6725 SH DEFINED 01 02 03 6725
ADVANTICA RESTAURANT GROUP INC COM 00758B109 13 7500 SH DEFINED 01 02 03 7500
AERIAL COMMUNICATIONS INC COM 007655103 219 3600 SH DEFINED 01 02 03 3600
ADVANCED MICRO DEVICES INC COM 007903107 2888 99787 SH DEFINED 01 02 03 99787
AEGON N V ORD AMER REG 007924103 591 6193 SH DEFINED 01 02 03 6193
ADVANTA CORP CL A 007942105 89 4900 SH DEFINED 01 02 03 4900
ADVANCED ENERGY INDS COM 007973100 89 1800 SH DEFINED 01 02 03 1800
ADVENT SOFTWARE INC COM 007974108 677 10500 SH DEFINED 01 02 03 10500
AETHER SYS INC COM 00808V105 18 250 SH DEFINED 01 02 03 250
AETNA INC COM 008117103 4362 78150 SH DEFINED 01 02 03 78150
AFFILIATED COMPUTER SERVICES CL A 008190100 2171 47200 SH DEFINED 01 02 03 47200
AFFILIATED MANAGERS GROUP COM 008252108 218 5400 SH DEFINED 01 02 03 5400
AFFYMETRIX INC COM 00826T108 976 5750 SH DEFINED 01 02 03 5750
AFTERMARKET TECHNOLOGY CORP COM 008318107 66 5500 SH DEFINED 01 02 03 5500
AGENCY COM LTD COM 008447104 57 1125 SH DEFINED 01 02 03 1125
AGILENT TECHNOLOGIES INC COM 00846U101 93 1200 SH DEFINED 01 02 03 1200
AGRIBIOTECH INC NEV COM 008494106 24 10100 SH DEFINED 01 02 03 10100
AGRIBRANDS INTL INC COM 00849R105 138 3000 SH DEFINED 01 02 03 3000
AIR EXPRESS INTL CORP COM 009104100 260 8050 SH DEFINED 01 02 03 8050
AIR PRODS & CHEMS INC COM 009158106 3518 104822 SH DEFINED 01 02 03 104822
AIRBORNE FGHT CORP COM 009266107 1277 58046 SH DEFINED 01 02 03 58046
AIRGAS INC COM 009363102 793 83500 SH DEFINED 01 02 03 83500
AIRTRAN HLDGS INC COM 00949P108 67 14700 SH DEFINED 01 02 03 14700
AKAMAI TECHNOLOGIES INC COM 00971T101 254 775 SH DEFINED 01 02 03 775
AKZO NOBEL NV SPONSORED ADR 010199305 507 10200 SH DEFINED 01 02 03 10200
ALABAMA NATL BANCORP DELA COM 010317105 34 1800 SH DEFINED 01 02 03 1800
ALARIS MED INC COM 011637105 19 10100 SH DEFINED 01 02 03 10100
ALASKA AIR GROUP INC COM 011659109 1118 31821 SH DEFINED 01 02 03 31821
ALBANY INTL CORP CL A 012348108 532 34313 SH DEFINED 01 02 03 34313
ALBANY MOLECULAR RESH INC COM 012423109 101 3300 SH DEFINED 01 02 03 3300
ALBEMARLE CORP COM 012653101 1212 63180 SH DEFINED 01 02 03 63180
ALBERTO CULVER CO CL B CONV 013068101 658 25499 SH DEFINED 01 02 03 25499
ALBERTSONS INC COM 013104104 6706 207934 SH DEFINED 01 02 03 207934
ALCAN ALUMINIUM LTD NEW COM 013716105 10136 246093 SH DEFINED 01 02 03 246093
ALCOA INC COM 013817101 29829 359380 SH DEFINED 01 02 03 359380
ALEXANDER & BALDWIN INC COM 014482103 2087 91498 SH DEFINED 01 02 03 91498
ALEXANDERS INC COM 014752109 79 1000 SH DEFINED 01 02 03 1000
ALEXANDRIA REAL ESTATE EQ INC COM 015271109 92 2900 SH DEFINED 01 02 03 2900
ALFA CORP COM 015385107 126 7750 SH DEFINED 01 02 03 7750
ALGOS PHARMACEUTICAL CORP COM 015869100 34 3100 SH DEFINED 01 02 03 3100
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ALKERMES INC COM 01642T108 285 5800 SH DEFINED 01 02 03 5800
ALLAIRE CORP COM 016714107 319 2200 SH DEFINED 01 02 03 2200
ALLEGHANY CORP DEL COM 017175100 130 700 SH DEFINED 01 02 03 700
ALLEGHENY ENERGY INC COM 017361106 2953 109614 SH DEFINED 01 02 03 109614
ALLEGHENY TECHNOLOGIES INC COM 01741R102 960 42801 SH DEFINED 01 02 03 42801
ALLEGIANCE TELECOM INC COM 01747T102 766 8300 SH DEFINED 01 02 03 8300
ALLEN TELECOM INC COM 018091108 131 11300 SH DEFINED 01 02 03 11300
ALLERGAN INC COM 018490102 3515 70650 SH DEFINED 01 02 03 70650
ALLIANCE BANCORP COM 01852J105 4 200 SH DEFINED 01 02 03 200
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 150 9000 SH DEFINED 01 02 03 9000
ALLIANT CORP COM 018802108 3212 116816 SH DEFINED 01 02 03 116816
ALLIANT TECHSYSTEMS INC COM 018804104 154 2465 SH DEFINED 01 02 03 2465
ALLIED CAP CORP NEW COM 01903Q108 362 19750 SH DEFINED 01 02 03 19750
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 761 86400 SH DEFINED 01 02 03 86400
ALLMERICA FINL CORP COM 019754100 4278 76900 SH DEFINED 01 02 03 76900
ALLSCRIPTS INC COM 019886100 332 7550 SH DEFINED 01 02 03 7550
ALLSTATE CORP COM 020002101 12496 520682 SH DEFINED 01 02 03 520682
ALLTEL CORP COM 020039103 13216 159834 SH DEFINED 01 02 03 159834
ALLTRISTA CORP COM 020040101 77 3500 SH DEFINED 01 02 03 3500
ALPHA INDS INC COM 020753109 206 3600 SH DEFINED 01 02 03 3600
ALPHARMA INC CL A 020813101 151 4900 SH DEFINED 01 02 03 4900
ALPINE GROUP INC COM 020825105 54 4200 SH DEFINED 01 02 03 4200
ALTERA CORP COM 021441100 79026 1594480 SH DEFINED 01 02 03 1594480
ALTEON WEBSYSTEMS INC COM 02145A109 37 425 SH DEFINED 01 02 03 425
ALTERRA HEALTHCARE CORP COM 02146C104 47 5700 SH DEFINED 01 02 03 5700
ALZA CORP DEL COM 022615108 1617 46714 SH DEFINED 01 02 03 46714
AMAZON COM INC COM 023135106 563 7400 SH DEFINED 01 02 03 7400
AMBAC FINL GROUP INC COM 023139108 3846 73700 SH DEFINED 01 02 03 73700
AMCOL INTL CORP COM 02341W103 114 7100 SH DEFINED 01 02 03 7100
AMERADA HESS CORP COM 023551104 2472 43564 SH DEFINED 01 02 03 43564
AMERCO COM 023586100 65 2600 SH DEFINED 01 02 03 2600
AMEREN CORP COM 023608102 2074 63325 SH DEFINED 01 02 03 63325
AMERICA ONLINE INC DEL COM 02364J104 211312 2801148 SH DEFINED 01 02 03 2801148
AMERICA WEST HLDG CORP CL B 023657208 178 8600 SH DEFINED 01 02 03 8600
AMERICAN ANNUITY GROUP INC COM 023840101 68 3778 SH DEFINED 01 02 03 3778
AMCORE FINL INC COM 023912108 209 8725 SH DEFINED 01 02 03 8725
AMERICAN BUSINESS PRODS GA COM 024763104 51 4400 SH DEFINED 01 02 03 4400
AMERICAN CLASSIC VOYAGES CO COM 024928103 109 3125 SH DEFINED 01 02 03 3125
AMERICAN ELEC PWR INC COM 025537101 2941 91549 SH DEFINED 01 02 03 91549
AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 2007 44600 SH DEFINED 01 02 03 44600
AMERICAN EXPRESS CO COM 025816109 43095 259221 SH DEFINED 01 02 03 259221
AMERICAN FINL GROUP INC OHIO COM 025932104 1473 55833 SH DEFINED 01 02 03 55833
AMERICAN FREIGHTWAYS CORP COM 02629V108 96 5900 SH DEFINED 01 02 03 5900
AMERICAN GENERAL CORP COM 026351106 8581 113100 SH DEFINED 01 02 03 113100
AMERICAN GREETINGS CORP CL A 026375105 760 32189 SH DEFINED 01 02 03 32189
AMERICAN HOME PRODS CORP COM 026609107 46857 1188124 SH DEFINED 01 02 03 1188124
AMERICAN INDL PPTYS REIT COM NEW 026791202 2 200 SH DEFINED 01 02 03 200
AMERICAN INTL GROUP INC COM 026874107 117065 1082678 SH DEFINED 01 02 03 1082678
AMERICAN ITALIAN PASTA CO CL A 027070101 208 6775 SH DEFINED 01 02 03 6775
AMERICAN MGMT SYS INC COM 027352103 395 12600 SH DEFINED 01 02 03 12600
</TABLE>
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<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMERICAN MOBILE SATELLITE CORP COM 02755R103 366 17375 SH DEFINED 01 02 03 17375
AMERICAN NATL CAN GROUP INC COM 027714104 91 7000 SH DEFINED 01 02 03 7000
AMERICAN PWR CONVERSION CORP COM 029066107 4860 184272 SH DEFINED 01 02 03 184272
AMERICAN STD COS INC DEL COM 029712106 3106 67700 SH DEFINED 01 02 03 67700
AMERICAN STS WTR CO COM 029899101 7 200 SH DEFINED 01 02 03 200
AMERICAN TOWER CORP CL A 029912201 312 10200 SH DEFINED 01 02 03 10200
AMERICAN WTR WKS INC COM 030411102 1972 92800 SH DEFINED 01 02 03 92800
AMERICAN XTAL TECHNOLOGY INC COM 030514103 52 3000 SH DEFINED 01 02 03 3000
AMERICREDIT CORP COM 03060R101 292 15800 SH DEFINED 01 02 03 15800
AMERIPATH INC COM 03071D109 2 300 SH DEFINED 01 02 03 300
AMERISOURCE HEALTH CORP CL A 03071P102 164 10800 SH DEFINED 01 02 03 10800
AMERITRADE HLDG CORP CL A 03072H109 134 6200 SH DEFINED 01 02 03 6200
AMERUS LIFE HLDGS INC COM 030732101 107 4653 SH DEFINED 01 02 03 4653
AMES DEPT STORES INC COM NEW 030789507 301 10450 SH DEFINED 01 02 03 10450
AMETEK INC NEW COM 031100100 744 39031 SH DEFINED 01 02 03 39031
AMF BOWLING INC COM 03113V109 54 17200 SH DEFINED 01 02 03 17200
AMGEN INC COM 031162100 35256 586988 SH DEFINED 01 02 03 586988
AMKOR TECHNOLOGY INC COM 031652100 568 20100 SH DEFINED 01 02 03 20100
AMRESCO INC COM 031909104 1 600 SH DEFINED 01 02 03 600
AMPEX CORP DEL CL A 032092108 91 16700 SH DEFINED 01 02 03 16700
AMPHENOL CORP NEW CL A 032095101 266 4000 SH DEFINED 01 02 03 4000
AMSOUTH BANCORPORATION COM 032165102 3750 194150 SH DEFINED 01 02 03 194150
AMTRAN INC COM 03234G106 45 2300 SH DEFINED 01 02 03 2300
ANACOMP INC DEL COM 032371106 45 2500 SH DEFINED 01 02 03 2500
ANADARKO PETE CORP COM 032511107 2283 66900 SH DEFINED 01 02 03 66900
ANADIGICS INC COM 032515108 146 3100 SH DEFINED 01 02 03 3100
ANALOG DEVICES INC COM 032654105 145001 1559150 SH DEFINED 01 02 03 1559150
ANALOGIC CORP COM PAR $0.05 032657207 61 1850 SH DEFINED 01 02 03 1850
ANALYSTS INTL CORP COM 032681108 71 5700 SH DEFINED 01 02 03 5700
ANCHOR BANCORP WIS INC COM 032839102 126 8300 SH DEFINED 01 02 03 8300
ANCHOR GAMING COM 033037102 299 6875 SH DEFINED 01 02 03 6875
ANCOR COMMUNICATIONS INC COM 03332K108 373 5500 SH DEFINED 01 02 03 5500
ANDOVER BANCORP INC DEL COM 034258103 8 300 SH DEFINED 01 02 03 300
ANDREW CORP COM 034425108 1171 61859 SH DEFINED 01 02 03 61859
ANDRX CORP COM 034551101 17 400 SH DEFINED 01 02 03 400
ANESTA CORP COM 034603100 2 100 SH DEFINED 01 02 03 100
ANHEUSER BUSCH COS INC COM 035229103 15160 213896 SH DEFINED 01 02 03 213896
ANICOM INC COM 035250109 14 3300 SH DEFINED 01 02 03 3300
ANIXTER INTL INC COM 035290105 173 8400 SH DEFINED 01 02 03 8400
ANNTAYLOR STORES CORP COM 036115103 384 11150 SH DEFINED 01 02 03 11150
ANTEC CORP COM 03664P105 299 8200 SH DEFINED 01 02 03 8200
ANSWERTHINK CONSULTING GROUP COM 036916104 192 5600 SH DEFINED 01 02 03 5600
AON CORP COM 037389103 5310 132753 SH DEFINED 01 02 03 132753
APACHE CORP COM 037411105 2283 61800 SH DEFINED 01 02 03 61800
APEX INC COM 037548104 150 4650 SH DEFINED 01 02 03 4650
APOGEE ENTERPRISES INC COM 037598109 38 7500 SH DEFINED 01 02 03 7500
APOLLO GROUP INC CL A 037604105 1483 73900 SH DEFINED 01 02 03 73900
APPLE COMPUTER INC COM 037833100 9812 95433 SH DEFINED 01 02 03 95433
APPLEBEES INTL INC COM 037899101 333 11300 SH DEFINED 01 02 03 11300
APRIA HEALTHCARE GROUP INC COM 037933108 1141 63600 SH DEFINED 01 02 03 63600
</TABLE>
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<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
APPLIED GRAPHICS TECHNOLOGIES COM 037937109 57 6620 SH DEFINED 01 02 03 6620
APPLIED ANALYTICAL INDS INC COM 037939105 43 4700 SH DEFINED 01 02 03 4700
APPLIED INDL TECHNOLOGIES INC COM 03820C105 103 6175 SH DEFINED 01 02 03 6175
APPLIED MATLS INC COM 038222105 86683 684224 SH DEFINED 01 02 03 684224
APPLIED PWR INC CL A 038225108 359 9780 SH DEFINED 01 02 03 9780
APPLIED MICRO CIRCUITS CORP COM 03822W109 15232 119700 SH DEFINED 01 02 03 119700
APPLIEDTHEORY CORP COM 03828R104 133 4800 SH DEFINED 01 02 03 4800
APPNET INC COM 03831Q101 258 5900 SH DEFINED 01 02 03 5900
APTARGROUP INC COM 038336103 206 8200 SH DEFINED 01 02 03 8200
AQUARION CO COM 03838W101 104 2800 SH DEFINED 01 02 03 2800
ARCADIA FINL LTD COM 039101100 49 11100 SH DEFINED 01 02 03 11100
ARCH CHEMICALS INC COM 03937R102 73 3500 SH DEFINED 01 02 03 3500
ARCH COAL INC COM 039380100 54 4800 SH DEFINED 01 02 03 4800
ARCHER DANIELS MIDLAND CO COM 039483102 5218 428132 SH DEFINED 01 02 03 428132
ARCTIC CAT INC COM 039670104 55 5518 SH DEFINED 01 02 03 5518
ARDENT SOFTWARE INC COM 039794102 195 5000 SH DEFINED 01 02 03 5000
AREA BANCSHARES CORP NEW COM 039872106 51 2100 SH DEFINED 01 02 03 2100
ARGONAUT GROUP INC COM 040157109 95 4800 SH DEFINED 01 02 03 4800
ARGOSY GAMING CO COM 040228108 118 7600 SH DEFINED 01 02 03 7600
ARGUSS HLDGS INC COM 040282105 57 4400 SH DEFINED 01 02 03 4400
ARMSTRONG WORLD INDS INC COM 042476101 614 18405 SH DEFINED 01 02 03 18405
ARNOLD INDS INC COM 042595108 412 29264 SH DEFINED 01 02 03 29264
ARROW ELECTRS INC COM 042735100 2370 93402 SH DEFINED 01 02 03 93402
ARROW INTL INC COM 042764100 107 3700 SH DEFINED 01 02 03 3700
ART TECHNOLOGY GROUP INC COM 04289L107 260 2000 SH DEFINED 01 02 03 2000
ARTESYN TECHNOLOGIES INC COM 043127109 280 13344 SH DEFINED 01 02 03 13344
ARVIN INDS INC COM 043339100 880 31025 SH DEFINED 01 02 03 31025
ASCENT ENTMT GROUP INC COM 043628106 105 8300 SH DEFINED 01 02 03 8300
ASHLAND INC COM 044204105 1906 57878 SH DEFINED 01 02 03 57878
ASHTON TECHNOLOGY GROUP INC COM 045084100 37 5700 SH DEFINED 01 02 03 5700
ASPECT DEV INC COM 045234101 411 6000 SH DEFINED 01 02 03 6000
ASPECT COMMUNICATIONS CORP COM 04523Q102 485 12400 SH DEFINED 01 02 03 12400
ASPEN TECHNOLOGY INC COM 045327103 518 19600 SH DEFINED 01 02 03 19600
ASSISTED LIVING CONCEPTS INC COM 04543L109 0 100 SH DEFINED 01 02 03 100
ASSOCIATED BANC CORP COM 045487105 2096 61200 SH DEFINED 01 02 03 61200
ASSOCIATED ESTATES RLTY CORP COM 045604105 37 4700 SH DEFINED 01 02 03 4700
AT HOME CORP COM SER A 045919107 599 13978 SH DEFINED 01 02 03 13978
ASSOCIATES FIRST CAP CORP CL A 046008108 25129 915878 SH DEFINED 01 02 03 915878
ASTEC INDS INC COM 046224101 70 3700 SH DEFINED 01 02 03 3700
ASTORIA FINL CORP COM 046265104 1586 52100 SH DEFINED 01 02 03 52100
ASTRAZENECA PLC SPONSORED ADR 046353108 335 8016 SH DEFINED 01 02 03 8016
ASTRAZENECA PLC SPONSORED ADR 046353108 873 20900 SH DEFINED 01 02 03 20900
ASYST TECHNOLOGY CORP COM 04648X107 408 6225 SH DEFINED 01 02 03 6225
ATLANTIC COAST AIRLINES HLDGS COM 048396105 76 3200 SH DEFINED 01 02 03 3200
ATLANTIC RICHFIELD CO COM 048825103 12768 147608 SH DEFINED 01 02 03 147608
ATLAS AIR INC COM 049164106 118 4300 SH DEFINED 01 02 03 4300
ATMEL CORP COM 049513104 5706 193000 SH DEFINED 01 02 03 193000
ATMOS ENERGY CORP COM 049560105 165 8050 SH DEFINED 01 02 03 8050
ATWOOD OCEANICS INC COM 050095108 216 5600 SH DEFINED 01 02 03 5600
AURORA FOODS INC COM 05164B106 3 300 SH DEFINED 01 02 03 300
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AUSPEX SYS INC COM 052116100 4 400 SH DEFINED 01 02 03 400
AUTODESK INC COM 052769106 1253 37135 SH DEFINED 01 02 03 37135
AUTOMATIC DATA PROCESSING INC COM 053015103 32991 612358 SH DEFINED 01 02 03 612358
AUTONATION INC COM 05329W102 84 9100 SH DEFINED 01 02 03 9100
AUTOZONE INC COM 053332102 2133 66008 SH DEFINED 01 02 03 66008
AVADO BRANDS INC COM 05336P108 46 10862 SH DEFINED 01 02 03 10862
AVANT CORP COM 053487104 6434 428908 SH DEFINED 01 02 03 428908
AVERY DENNISON CORP COM 053611109 5198 71322 SH DEFINED 01 02 03 71322
AVIALL INC NEW COM 05366B102 61 7500 SH DEFINED 01 02 03 7500
AVIATION SALES CO COM 053672101 43 2600 SH DEFINED 01 02 03 2600
AVID TECHNOLOGY INC COM 05367P100 81 6200 SH DEFINED 01 02 03 6200
AVIRON COM 053762100 60 3800 SH DEFINED 01 02 03 3800
AVIS RENT A CAR INC COM 053790101 153 6000 SH DEFINED 01 02 03 6000
AVISTA CORP COM 05379B107 153 9900 SH DEFINED 01 02 03 9900
AVNET INC COM 053807103 2525 41742 SH DEFINED 01 02 03 41742
AVON PRODS INC COM 054303102 4091 123964 SH DEFINED 01 02 03 123964
AWARE INC MASS COM 05453N100 127 3500 SH DEFINED 01 02 03 3500
AXENT TECHNOLOGIES INC COM 05459C108 187 8900 SH DEFINED 01 02 03 8900
AZTAR CORP COM 054802103 176 16175 SH DEFINED 01 02 03 16175
BB&T CORP COM 054937107 4194 153214 SH DEFINED 01 02 03 153214
BCE INC COM 05534B109 18 200 SH DEFINED 01 02 03 200
BISYS GROUP INC COM 055472104 529 8100 SH DEFINED 01 02 03 8100
BJ SVCS CO COM 055482103 2832 67742 SH DEFINED 01 02 03 67742
BJS WHOLESALE CLUB INC COM 05548J106 2656 72772 SH DEFINED 01 02 03 72772
BMC INDS INC MINN COM 055607105 50 10300 SH DEFINED 01 02 03 10300
BOK FINL CORP COM NEW 05561Q201 58 2869 SH DEFINED 01 02 03 2869
BP AMOCO P L C SPONSORED ADR 055622104 0 0 SH DEFINED 01 02 03 0
BP AMOCO P L C SPONSORED ADR 055622104 3332 56178 SH DEFINED 01 02 03 56178
BRE PROPERTIES INC CL A 05564E106 271 11930 SH DEFINED 01 02 03 11930
BSB BANCORP COM 055652101 35 1800 SH DEFINED 01 02 03 1800
BT FINL CORP COM 055763106 81 3675 SH DEFINED 01 02 03 3675
BMC SOFTWARE INC COM 055921100 82739 1035050 SH DEFINED 01 02 03 1035050
BACOU USA INC COM 056439102 20 1300 SH DEFINED 01 02 03 1300
BAKER HUGHES INC COM 057224107 4115 195380 SH DEFINED 01 02 03 195380
BALDOR ELEC CO COM 057741100 137 7573 SH DEFINED 01 02 03 7573
BALDWIN & LYONS INC CL B 057755209 69 3100 SH DEFINED 01 02 03 3100
BALL CORP COM 058498106 719 18250 SH DEFINED 01 02 03 18250
BALLY TOTAL FITNESS HLDG CORP COM 05873K108 284 10650 SH DEFINED 01 02 03 10650
BANCFIRST CORP ZANESVILLE OHIO COM 059450106 2 100 SH DEFINED 01 02 03 100
BANCFIRST CORP COM 05945F103 1 36 SH DEFINED 01 02 03 36
BANCO SANTANDER P R SAN JUAN COM 059646109 86 5600 SH DEFINED 01 02 03 5600
BANCORPSOUTH INC COM 059692103 197 12100 SH DEFINED 01 02 03 12100
BANCWEST CORP NEW COM 059790105 230 11800 SH DEFINED 01 02 03 11800
BANDAG INC COM 059815100 670 26800 SH DEFINED 01 02 03 26800
BANK OF AMERICA CORPORATION COM 060505104 48980 975943 SH DEFINED 01 02 03 975943
BANK OF GRANITE CORP COM 062401104 63 2931 SH DEFINED 01 02 03 2931
BANK NEW YORK INC COM 064057102 14979 374466 SH DEFINED 01 02 03 374466
BANK ONE CORP COM 06423A103 19183 598298 SH DEFINED 01 02 03 598298
BANK UTD CORP CL A 065412108 332 12200 SH DEFINED 01 02 03 12200
BANKATLANTIC BANCORP CL B 065908105 51 9900 SH DEFINED 01 02 03 9900
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BANKATLANTIC BANCORP CL A 065908501 6 1500 SH DEFINED 01 02 03 1500
BANKNORTH GROUP INC DEL COM 06646L100 163 6090 SH DEFINED 01 02 03 6090
BANTA CORP COM 066821109 732 32436 SH DEFINED 01 02 03 32436
BANYAN SYS INC COM 066908104 152 7600 SH DEFINED 01 02 03 7600
BARD C R INC COM 067383109 4898 92419 SH DEFINED 01 02 03 92419
BARNES & NOBLE INC COM 067774109 1425 69100 SH DEFINED 01 02 03 69100
BARNES GROUP INC COM 067806109 69 4200 SH DEFINED 01 02 03 4200
BARNESANDNOBLE COM INC CL A 067846105 61 4300 SH DEFINED 01 02 03 4300
BARRICK GOLD CORP COM 067901108 3923 221783 SH DEFINED 01 02 03 221783
BARR LABS INC COM 068306109 75 2400 SH DEFINED 01 02 03 2400
BARRA INC COM 068313105 94 2950 SH DEFINED 01 02 03 2950
BARRETT RES CORP COM PAR $0.01 068480201 208 7050 SH DEFINED 01 02 03 7050
BASSETT FURNITURE INDS INC COM 070203104 66 4150 SH DEFINED 01 02 03 4150
BATTLE MTN GOLD CO COM 071593107 69 33500 SH DEFINED 01 02 03 33500
BAUSCH & LOMB INC COM 071707103 1871 27342 SH DEFINED 01 02 03 27342
BAXTER INTL INC COM 071813109 18647 296860 SH DEFINED 01 02 03 296860
BAY VIEW CAP CORP DEL COM 07262L101 126 8910 SH DEFINED 01 02 03 8910
BE AEROSPACE INC COM 073302101 55 6500 SH DEFINED 01 02 03 6500
BEAR STEARNS COS INC COM 073902108 2348 54932 SH DEFINED 01 02 03 54932
BEBE STORES INC COM 075571109 199 7375 SH DEFINED 01 02 03 7375
BECKMAN COULTER INC COM 075811109 1416 27833 SH DEFINED 01 02 03 27833
BECTON DICKINSON & CO COM 075887109 3512 131294 SH DEFINED 01 02 03 131294
BED BATH & BEYOND INC COM 075896100 2222 63950 SH DEFINED 01 02 03 63950
BEDFORD PPTY INVS INC COM PAR $0.02 076446301 73 4300 SH DEFINED 01 02 03 4300
BELCO OIL & GAS CORP COM 077410108 15 2700 SH DEFINED 01 02 03 2700
BELDEN INC COM 077459105 137 6500 SH DEFINED 01 02 03 6500
BELL & HOWELL CO NEW COM 077852101 118 3700 SH DEFINED 01 02 03 3700
BELL ATLANTIC CORP COM 077853109 69713 1132400 SH DEFINED 01 02 03 1132400
BELLSOUTH CORP COM 079860102 48578 1037704 SH DEFINED 01 02 03 1037704
BELO A H CORP DEL COM SER A 080555105 2569 134756 SH DEFINED 01 02 03 134756
BEMIS INC COM 081437105 971 27850 SH DEFINED 01 02 03 27850
BENCHMARK ELECTRS INC COM 08160H101 62 2700 SH DEFINED 01 02 03 2700
BERGEN BRUNSWIG CORP CL A 083739102 1068 128460 SH DEFINED 01 02 03 128460
BERINGER WINE ESTATES HOLDINGS CL B 084102102 179 4500 SH DEFINED 01 02 03 4500
BERKLEY W R CORP COM 084423102 118 5650 SH DEFINED 01 02 03 5650
BERKSHIRE HATHAWAY INC DEL CL A 084670108 112 2 SH DEFINED 01 02 03 2
BERKSHIRE HATHAWAY INC DEL CL B 084670207 13 7 SH DEFINED 01 02 03 7
BERLITZ INTL INC NEW COM 08520F100 74 4300 SH DEFINED 01 02 03 4300
BERRY PETE CO CL A 085789105 70 4600 SH DEFINED 01 02 03 4600
BEST BUY INC COM 086516101 5553 110650 SH DEFINED 01 02 03 110650
BESTFOODS COM 08658U101 8065 153427 SH DEFINED 01 02 03 153427
BETHLEHEM STL CORP COM 087509105 1007 120290 SH DEFINED 01 02 03 120290
BEVERLY ENTERPRISES INC COM NEW 087851309 518 118400 SH DEFINED 01 02 03 118400
BEYOND COM CORP COM 08860E101 33 4200 SH DEFINED 01 02 03 4200
BILLING CONCEPTS CORP COM 090063108 86 13300 SH DEFINED 01 02 03 13300
BINDLEY WESTN INDS INC COM 090324104 133 8832 SH DEFINED 01 02 03 8832
BINDVIEW DEV CORP COM 090327107 154 3100 SH DEFINED 01 02 03 3100
BIO RAD LABS INC CL A 090572207 58 2500 SH DEFINED 01 02 03 2500
BIO TECHNOLOGY GEN CORP COM 090578105 349 22900 SH DEFINED 01 02 03 22900
BIOCRYST PHARMACEUTICALS COM 09058V103 84 2850 SH DEFINED 01 02 03 2850
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BIOGEN INC COM 090597105 12371 146404 SH DEFINED 01 02 03 146404
BIOMATRIX INC COM 09060P102 90 4700 SH DEFINED 01 02 03 4700
BIOMET INC COM 090613100 2064 51600 SH DEFINED 01 02 03 51600
BLACK & DECKER CORP COM 091797100 2141 40984 SH DEFINED 01 02 03 40984
BLACK BOX CORP DEL COM 091826107 302 4500 SH DEFINED 01 02 03 4500
BLACK HILLS CORP COM 092113109 581 26179 SH DEFINED 01 02 03 26179
BLACKROCK INC CL A 09247X101 46 2700 SH DEFINED 01 02 03 2700
BLANCH E W HLDGS INC COM 093210102 190 3100 SH DEFINED 01 02 03 3100
BLOCK DRUG INC CL A 093644102 122 3932 SH DEFINED 01 02 03 3932
BLOCK H & R INC COM 093671105 2271 51909 SH DEFINED 01 02 03 51909
BLOCKBUSTER INC CL A 093679108 27 2000 SH DEFINED 01 02 03 2000
BLOUNT INTL INC NEW COM 095180105 8 491 SH DEFINED 01 02 03 491
BLYTH INDS INC COM 09643P108 1140 46400 SH DEFINED 01 02 03 46400
BOB EVANS FARMS INC COM 096761101 745 48233 SH DEFINED 01 02 03 48233
BOCA RESORTS INC CL A 09688T106 76 7800 SH DEFINED 01 02 03 7800
BOEING CO COM 097023105 18051 434319 SH DEFINED 01 02 03 34319
BOISE CASCADE CORP COM 097383103 1176 29032 SH DEFINED 01 02 03 29032
BOISE CASCADE OFFICE PRODS COM 097403109 51 3400 SH DEFINED 01 02 03 3400
BOMBAY CO INC COM 097924104 2 400 SH DEFINED 01 02 03 400
BORDERS GROUP INC COM 099709107 1584 98600 SH DEFINED 01 02 03 98600
BORG-WARNER AUTOMOTIVE INC COM 099724106 1120 27651 SH DEFINED 01 02 03 27651
BOSTON SCIENTIFIC CORP COM 101137107 4487 205100 SH DEFINED 01 02 03 205100
BOTTOMLINE TECH DEL INC COM 101388106 94 2600 SH DEFINED 01 02 03 2600
BOWATER INC COM 102183100 3065 56439 SH DEFINED 01 02 03 56439
BOWNE & CO INC COM 103043105 139 10300 SH DEFINED 01 02 03 10300
BOYD GAMING CORP COM 103304101 57 9800 SH DEFINED 01 02 03 9800
BOYDS COLLECTION LTD COM 103354106 97 14000 SH DEFINED 01 02 03 14000
BOYKIN LODGING CO COM 103430104 51 4700 SH DEFINED 01 02 03 4700
BRADLEY REAL ESTATE INC COM 104580105 115 6573 SH DEFINED 01 02 03 6573
BRADY CORP CL A 104674106 178 5250 SH DEFINED 01 02 03 5250
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 220 13450 SH DEFINED 01 02 03 13450
BRENTON BKS INC COM 107211104 21 2120 SH DEFINED 01 02 03 2120
BRIGGS & STRATTON CORP COM 109043109 568 10600 SH DEFINED 01 02 03 10600
BRIGHTPOINT INC COM 109473108 184 14050 SH DEFINED 01 02 03 14050
BRINKER INTL INC COM 109641100 1504 62655 SH DEFINED 01 02 03 62655
BRIO TECHNOLOGY INC COM 109704106 160 3800 SH DEFINED 01 02 03 3800
BRISTOL MYERS SQUIBB CO COM 110122108 87018 1355678 SH DEFINED 01 02 03 1355678
BRITESMILE INC COM 110415106 41 5100 SH DEFINED 01 02 03 5100
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 102 9908 SH DEFINED 01 02 03 9908
BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST 111021408 2708 11379 SH DEFINED 01 02 03 11379
BROADCOM CORP CL A 111320107 18385 67500 SH DEFINED 01 02 03 67500
BROADVISION INC COM 111412102 3163 18600 SH DEFINED 01 02 03 18600
BROADWING INC COM 111620100 8190 222102 SH DEFINED 01 02 03 222102
BROKEN HILL PROPRIETARY LTD SPONSORED ADR 112169602 27 1000 SH DEFINED 01 02 03 1000
BROKEN HILL PROPRIETARY LTD SPONSORED ADR 112169602 183 6890 SH DEFINED 01 02 03 6890
BROOKE GROUP LTD COM 112525100 3 210 SH DEFINED 01 02 03 210
BROOKLINE BANCORP INC COM 113739106 2 200 SH DEFINED 01 02 03 200
BROOKS AUTOMATION INC COM 11434A100 151 4650 SH DEFINED 01 02 03 4650
BROWN & BROWN INC COM 115236101 145 3787 SH DEFINED 01 02 03 3787
BROWN FORMAN CORP CL B 115637209 1795 31348 SH DEFINED 01 02 03 31348
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BROWN TOM INC COM NEW 115660201 102 7600 SH DEFINED 01 02 03 7600
BROWN SHOE INC NEW COM 115736100 85 6000 SH DEFINED 01 02 03 6000
BRUNSWICK CORP COM 117043109 935 42043 SH DEFINED 01 02 03 42043
BRUSH WELLMAN INC COM 117421107 77 4600 SH DEFINED 01 02 03 4600
BUCKEYE TECHNOLOGIES INC COM 118255108 101 6800 SH DEFINED 01 02 03 6800
BUCKLE INC COM 118440106 31 2100 SH DEFINED 01 02 03 2100
BUDGET GROUP INC CL A 119003101 64 7100 SH DEFINED 01 02 03 7100
BUFFETS INC COM 119882108 526 52612 SH DEFINED 01 02 03 52612
BUILDING ONE SVCS CORP COM 120114103 31 3244 SH DEFINED 01 02 03 3244
BURLINGTON COAT FACTORY COM 121579106 84 6080 SH DEFINED 01 02 03 6080
BURLINGTON INDS INC COM 121693105 264 66000 SH DEFINED 01 02 03 66000
BURLINGTON NORTHN SANTA FE CP COM 12189T104 6850 282488 SH DEFINED 01 02 03 282488
BURLINGTON RES INC COM 122014103 3287 99430 SH DEFINED 01 02 03 99430
BURNHAM PAC PPTYS INC COM 12232C108 83 8800 SH DEFINED 01 02 03 8800
BURNS INTL SVCS CORP COM 122374101 51 4700 SH DEFINED 01 02 03 4700
BURR BROWN CORP COM 122574106 347 9600 SH DEFINED 01 02 03 9600
BUSH BOAKE ALLEN INC COM 123162109 76 3100 SH DEFINED 01 02 03 3100
BUSH INDS INC CL A 123164105 15 900 SH DEFINED 01 02 03 900
BUSINESS OBJECTS S A SPONSORED ADR 12328X107 80 600 SH DEFINED 01 02 03 600
BUTLER MFG CO DEL COM 123655102 32 1450 SH DEFINED 01 02 03 1450
C&D TECHNOLOGIES INC COM 124661109 94 2200 SH DEFINED 01 02 03 2200
CAIS INTERNET INC COM 12476Q102 153 4300 SH DEFINED 01 02 03 4300
CBL & ASSOC PPTYS INC COM 124830100 210 10200 SH DEFINED 01 02 03 10200
CBT GROUP PUB LTD SPON ADR NEW 124853300 109 3250 SH DEFINED 01 02 03 3250
CCB FINL CORP COM 124875105 1747 40100 SH DEFINED 01 02 03 40100
CCC INFORMATION SVCS GROUP INC COM 12487Q109 108 6300 SH DEFINED 01 02 03 6300
CB RICHARD ELLIS SVCS INC COM 12489L108 69 5600 SH DEFINED 01 02 03 5600
CBRL GROUP INC COM 12489V106 670 69066 SH DEFINED 01 02 03 69066
CBS CORP COM 12490K107 42862 670371 SH DEFINED 01 02 03 670371
CFW COMMUNICATION CO COM 124923103 115 3300 SH DEFINED 01 02 03 3300
C-CUBE MICROSYSTEMS INC COM 125015107 921 14800 SH DEFINED 01 02 03 14800
C D I CORP COM 125071100 89 3700 SH DEFINED 01 02 03 3700
CDNOW INC NEW COM 125086108 53 5384 SH DEFINED 01 02 03 5384
CDW COMPUTER CTRS INC COM 125129106 3255 41400 SH DEFINED 01 02 03 41400
CEC ENTMT INC COM 125137109 192 6750 SH DEFINED 01 02 03 6750
CFS BANCORP INC COM 12525D102 7 700 SH DEFINED 01 02 03 700
CH ENERGY GROUP INC COM 12541M102 149 4500 SH DEFINED 01 02 03 4500
C H ROBINSON WORLDWIDE INC COM 12541W100 405 10200 SH DEFINED 01 02 03 10200
CHS ELECTRONICS INC COM NEW 12542A206 21 18650 SH DEFINED 01 02 03 18650
CIGNA CORP COM 125509109 8014 99479 SH DEFINED 01 02 03 99479
CKE RESTAURANTS INC COM 12561E105 63 10700 SH DEFINED 01 02 03 10700
CLECO CORP NEW COM 12561W105 887 27659 SH DEFINED 01 02 03 27659
CK WITCO CORP COM 12562C108 2115 158131 SH DEFINED 01 02 03 158131
CMGI INC COM 125750109 1467 5300 SH DEFINED 01 02 03 5300
CMI CORP CL A 125761304 66 9300 SH DEFINED 01 02 03 9300
CMP GROUP INC COM 125887109 1095 39716 SH DEFINED 01 02 03 39716
CMS ENERGY CORP COM 125896100 1650 52900 SH DEFINED 01 02 03 52900
CPI CORP COM 125902106 55 2420 SH DEFINED 01 02 03 2420
CPB INC COM 125903104 6 200 SH DEFINED 01 02 03 200
CSS INDS INC COM 125906107 43 2000 SH DEFINED 01 02 03 2000
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CNET INC COM 125945105 738 13000 SH DEFINED 01 02 03 13000
CTG RES INC COM 125957100 7 200 SH DEFINED 01 02 03 200
CSK AUTO CORP COM 125965103 70 4000 SH DEFINED 01 02 03 4000
CNA FINL CORP COM 126117100 115 2950 SH DEFINED 01 02 03 2950
CNA SURETY CORP COM 12612L108 61 4700 SH DEFINED 01 02 03 4700
CNF TRANSN INC COM 12612W104 2132 61800 SH DEFINED 01 02 03 61800
CSG SYS INTL INC COM 126349109 419 10500 SH DEFINED 01 02 03 10500
CSX CORP COM 126408103 9955 317276 SH DEFINED 01 02 03 317276
CTC COMMUNICATIONS GROUP INC COM 126419100 121 3100 SH DEFINED 01 02 03 3100
CT COMMUNICATIONS INC COM NEW 126426402 84 1500 SH DEFINED 01 02 03 1500
CTS CORP COM 126501105 528 7000 SH DEFINED 01 02 03 7000
CUNO INC COM 126583103 134 6450 SH DEFINED 01 02 03 6450
CVS CORP COM 126650100 19726 493928 SH DEFINED 01 02 03 493928
CABLE & WIRELESS HKT SPONSORED ADR 126828102 340 11683 SH DEFINED 01 02 03 11683
CABLEVISION SYS CORP CL A 12686C109 196 2600 SH DEFINED 01 02 03 2600
CABLETRON SYS INC COM 126920107 2616 100634 SH DEFINED 01 02 03 100634
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 170 7400 SH DEFINED 01 02 03 7400
CACHEFLOW INC COM 126946102 75 575 SH DEFINED 01 02 03 575
CABOT CORP COM 127055101 1289 63280 SH DEFINED 01 02 03 63280
CABOT INDUSTRIAL TRUST COM 127072106 134 7300 SH DEFINED 01 02 03 7300
CABOT OIL & GAS CORP CL A 127097103 122 7600 SH DEFINED 01 02 03 7600
CACI INTL INC CL A 127190304 115 5100 SH DEFINED 01 02 03 5100
CADBURY SCHWEPPES PLC ADR 127209302 190 7858 SH DEFINED 01 02 03 7858
CADENCE DESIGN SYSTEM INC COM 127387108 6299 262456 SH DEFINED 01 02 03 262456
CADIZ INC COM 127537108 67 7100 SH DEFINED 01 02 03 7100
CALGON CARBON CORP COM 129603106 57 9600 SH DEFINED 01 02 03 9600
CALIFORNIA WTR SVC GROUP COM 130788102 97 3200 SH DEFINED 01 02 03 3200
CALIPER TECHNOLOGIES CORP COM 130876105 40 600 SH DEFINED 01 02 03 600
CALLAWAY GOLF CO COM 131193104 1636 92500 SH DEFINED 01 02 03 92500
CALPINE CORP COM 131347106 3968 62000 SH DEFINED 01 02 03 62000
CAMBREX CORP COM 132011107 214 6200 SH DEFINED 01 02 03 6200
CAMBRIDGE TECH PARTNERS MASS COM 132524109 1793 68300 SH DEFINED 01 02 03 68300
CAMDEN PPTY TR SH BEN INT 133131102 327 11941 SH DEFINED 01 02 03 11941
CAMPBELL SOUP CO COM 134429109 9351 241710 SH DEFINED 01 02 03 241710
CANANDAIGUA BRANDS INC CL A 137219200 214 4200 SH DEFINED 01 02 03 4200
CANON INC ADR 138006309 811 20000 SH DEFINED 01 02 03 20000
CAPITAL CITY BK GROUP INC COM 139674105 29 1350 SH DEFINED 01 02 03 1350
CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 74 6100 SH DEFINED 01 02 03 6100
CAPITAL ONE FINL CORP COM 14040H105 4898 101650 SH DEFINED 01 02 03 101650
CAPITAL RE CORP COM 140432105 89 6200 SH DEFINED 01 02 03 6200
CAPITAL SR LIVING CORP COM 140475104 31 6200 SH DEFINED 01 02 03 6200
CAPITOL FED FINL COM 14057C106 198 20300 SH DEFINED 01 02 03 20300
CAPROCK COMMUNICATIONS CORP COM 140667106 635 19575 SH DEFINED 01 02 03 19575
CAPSTEAD MTG CORP COM 14067E100 71 17050 SH DEFINED 01 02 03 17050
CARAUSTAR INDS INC COM 140909102 161 6700 SH DEFINED 01 02 03 6700
CARDINAL HEALTH INC COM 14149Y108 16955 354150 SH DEFINED 01 02 03 354150
CAREERBUILDER INC COM 141684100 29 4500 SH DEFINED 01 02 03 4500
CAREMARK RX INC COM 141705103 231 45700 SH DEFINED 01 02 03 45700
CAREMATRIX CORP COM 141706101 9 3600 SH DEFINED 01 02 03 3600
CAREINSITE INC COM 14170M106 193 2400 SH DEFINED 01 02 03 2400
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CARLISLE COS INC COM 142339100 1040 28900 SH DEFINED 01 02 03 28900
CARMIKE CINEMAS INC CL A 143436103 21 2700 SH DEFINED 01 02 03 2700
CARNIVAL CORP COM 143658102 16003 334700 SH DEFINED 01 02 03 334700
CAROLINA FIRST CORP COM 143877108 110 6000 SH DEFINED 01 02 03 6000
CARRIAGE SVCS INC CL A 143905107 1 100 SH DEFINED 01 02 03 100
CAROLINA PWR & LT CO COM 144141108 2225 73086 SH DEFINED 01 02 03 73086
CARPENTER TECHNOLOGY CORP COM 144285103 836 30460 SH DEFINED 01 02 03 30460
CARRAMERICA RLTY CORP COM 144418100 362 17150 SH DEFINED 01 02 03 17150
CARRIER ACCESS CORP COM 144460102 135 2000 SH DEFINED 01 02 03 2000
CARTER WALLACE INC COM 146285101 894 49846 SH DEFINED 01 02 03 49846
CASCADE NAT GAS CORP COM 147339105 3 200 SH DEFINED 01 02 03 200
CASEYS GEN STORES INC COM 147528103 140 13400 SH DEFINED 01 02 03 13400
CASH AMER INTL INC COM 14754D100 102 10467 SH DEFINED 01 02 03 10467
CASTLE A M & CO COM 148411101 41 3437 SH DEFINED 01 02 03 3437
CASTLE & COOKE INC NEW COM 148433105 45 3530 SH DEFINED 01 02 03 3530
CATALINA MARKETING CORP COM 148867104 1733 14975 SH DEFINED 01 02 03 14975
CATALYTICA INC COM 148885106 164 12100 SH DEFINED 01 02 03 12100
CATAPULT COMMUNICATIONS CORP COM 149016107 34 3400 SH DEFINED 01 02 03 3400
CATERPILLAR INC DEL COM 149123101 13817 293590 SH DEFINED 01 02 03 293590
CATHAY BANCORP INC COM 149150104 103 2500 SH DEFINED 01 02 03 2500
CATO CORP NEW CL A 149205106 3 200 SH DEFINED 01 02 03 200
CELLSTAR CORP COM 150925105 85 8600 SH DEFINED 01 02 03 8600
CELLNET DATA SYS INC COM 15115M101 13 11200 SH DEFINED 01 02 03 11200
CEMEX S A SPON ADR 5 ORD 151290889 59 2120 SH DEFINED 01 02 03 2120
CENDANT CORP COM 151313103 9335 351424 SH DEFINED 01 02 03 351424
CENTENNIAL BANCORP COM 15133T104 1 126 SH DEFINED 01 02 03 126
CENTER TR INC CENTER TR INC 151845104 4 400 SH DEFINED 01 02 03 400
CENTERPOINT PPTYS TR SH BEN INT 151895109 187 5200 SH DEFINED 01 02 03 5200
CENTEX CORP COM 152312104 670 27132 SH DEFINED 01 02 03 27132
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 117 3000 SH DEFINED 01 02 03 3000
CENTRAL & SOUTH WEST CORP COM 152357109 3599 179942 SH DEFINED 01 02 03 179942
CENTRAL GARDEN & PET CO COM 153527106 82 7900 SH DEFINED 01 02 03 7900
CENTRAL PKG CORP COM 154785109 77 4050 SH DEFINED 01 02 03 4050
CENTURA BKS INC COM 15640T100 75 1700 SH DEFINED 01 02 03 1700
CENTURY BUSINESS SVCS INC COM 156490104 122 14500 SH DEFINED 01 02 03 14500
CENTURY SOUTH BKS INC COM 156683104 4 200 SH DEFINED 01 02 03 200
CENTURYTEL INC COM 156700106 3101 65450 SH DEFINED 01 02 03 65450
CEPHALON INC COM 156708109 235 6800 SH DEFINED 01 02 03 6800
CERIDIAN CORP COM 15677T106 1884 87368 SH DEFINED 01 02 03 87368
CERNER CORP COM 156782104 122 6200 SH DEFINED 01 02 03 6200
CHAMPION ENTERPRISES INC COM 158496109 91 10652 SH DEFINED 01 02 03 10652
CHAMPION INTL CORP COM 158525105 4962 80107 SH DEFINED 01 02 03 80107
CHAMPIONSHIP AUTO RACING TEAM COM 158711101 60 2600 SH DEFINED 01 02 03 2600
CHARLES RIVER ASSOCIATES COM 159852102 131 3900 SH DEFINED 01 02 03 3900
CHARTER ONE FINL INC COM 160903100 4166 217855 SH DEFINED 01 02 03 217855
CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 7 600 SH DEFINED 01 02 03 600
CHARMING SHOPPES INC COM 161133103 172 26000 SH DEFINED 01 02 03 26000
CHART INDS INC COM 16115Q100 1 200 SH DEFINED 01 02 03 200
CHARTER COMMUNICATIONS INC DEL CL A 16117M107 48 2200 SH DEFINED 01 02 03 2200
CHASE MANHATTAN CORP NEW COM 16161A108 37088 477400 SH DEFINED 01 02 03 477400
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CHATEAU CMNTYS INC COM 161726104 140 5400 SH DEFINED 01 02 03 5400
CHATTEM INC COM 162456107 46 2400 SH DEFINED 01 02 03 2400
CHECKFREE HLDGS CORP COM 162816102 5664 54200 SH DEFINED 01 02 03 54200
CHECKPOINT SYS INC COM 162825103 99 9700 SH DEFINED 01 02 03 9700
CHEESECAKE FACTORY INC COM 163072101 151 4300 SH DEFINED 01 02 03 4300
CHELSEA GCA RLTY INC COM 163262108 125 4200 SH DEFINED 01 02 03 4200
CHEMED CORP COM 163596109 74 2600 SH DEFINED 01 02 03 2600
CHEMFIRST INC COM 16361A106 127 5800 SH DEFINED 01 02 03 5800
CHEMICAL FINL CORP COM 163731102 125 3912 SH DEFINED 01 02 03 3912
CHESAPEAKE CORP COM 165159104 684 22414 SH DEFINED 01 02 03 22414
CHESAPEAKE ENERGY CORP COM 165167107 49 20816 SH DEFINED 01 02 03 20816
CHEVRON CORPORATION COM 166751107 26097 301259 SH DEFINED 01 02 03 301259
CHICAGO TITLE CORP COM 168228104 171 3700 SH DEFINED 01 02 03 3700
CHILDRENS PL RETAIL STORES INC COM 168905107 72 4400 SH DEFINED 01 02 03 4400
CHOICE HOTELS INTL INC COM 169905106 194 11300 SH DEFINED 01 02 03 11300
CHIQUITA BRANDS INTL INC COM 170032106 79 16600 SH DEFINED 01 02 03 16600
CHIREX INC COM 170038103 34 2300 SH DEFINED 01 02 03 2300
CHIRON CORP COM 170040109 7461 176080 SH DEFINED 01 02 03 176080
CHITTENDEN CORP COM 170228100 311 10495 SH DEFINED 01 02 03 10495
CHOICEPOINT INC COM 170388102 306 7400 SH DEFINED 01 02 03 7400
CHRIS CRAFT INDS INC COM 170520100 2322 32189 SH DEFINED 01 02 03 32189
CHUBB CORP COM 171232101 5244 93126 SH DEFINED 01 02 03 93126
CHURCH & DWIGHT INC COM 171340102 1312 49178 SH DEFINED 01 02 03 49178
CHURCHILL DOWNS INC COM 171484108 36 1600 SH DEFINED 01 02 03 1600
CIBER INC COM 17163B102 253 9200 SH DEFINED 01 02 03 9200
CIENA CORP COM 171779101 52 900 SH DEFINED 01 02 03 900
CINAR CORP SUB VTG SHS B 171905300 265 10800 SH DEFINED 01 02 03 10800
CINCINNATI FINL CORP COM 172062101 2465 79050 SH DEFINED 01 02 03 79050
CINERGY CORP COM 172474108 1913 79282 SH DEFINED 01 02 03 79282
CIRCLE INTL GROUP INC COM 172574105 136 6100 SH DEFINED 01 02 03 6100
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 4822 107002 SH DEFINED 01 02 03 107002
CIRCOR INTL INC COM 17273K109 31 3000 SH DEFINED 01 02 03 3000
CIRRUS LOGIC CORP COM 172755100 1189 89286 SH DEFINED 01 02 03 89286
CISCO SYS INC COM 17275R102 361676 3376208 SH DEFINED 01 02 03 3376208
CITADEL COMMUNICATIONS CORP COM 172853202 253 3900 SH DEFINED 01 02 03 3900
CINTAS CORP COM 172908105 6083 114506 SH DEFINED 01 02 03 114506
CITIGROUP INC COM 172967101 120199 2163313 SH DEFINED 01 02 03 2163313
CITIZENS BKG CORP MICH COM 174420109 241 10767 SH DEFINED 01 02 03 10767
CITRIX SYS INC COM 177376100 5043 41000 SH DEFINED 01 02 03 41000
CITY HLDG CO COM 177835105 39 2799 SH DEFINED 01 02 03 2799
CITY NATL CORP COM 178566105 1505 45705 SH DEFINED 01 02 03 45705
CLAIRES STORES INC COM 179584107 1096 48971 SH DEFINED 01 02 03 48971
CLARCOR INC COM 179895107 123 6850 SH DEFINED 01 02 03 6850
CLARIFY INC COM 180492100 668 5300 SH DEFINED 01 02 03 5300
CLAYTON HOMES INC COM 184190106 1231 133981 SH DEFINED 01 02 03 133981
CLEAR CHANNEL COMMUNICATIONS COM 184502102 14351 160800 SH DEFINED 01 02 03 160800
CLEVELAND CLIFFS INC COM 185896107 430 13807 SH DEFINED 01 02 03 13807
CLOROX CO DEL COM 189054109 6327 125596 SH DEFINED 01 02 03 125596
CLOSURE MED CORP COM 189093107 32 2500 SH DEFINED 01 02 03 2500
COACHMEN INDS INC COM 189873102 70 4600 SH DEFINED 01 02 03 4600
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COAST FEDERAL LITIGATION TR RT 19034Q110 8 5200 SH DEFINED 01 02 03 5200
COASTAL CORP COM 190441105 3819 107762 SH DEFINED 01 02 03 107762
COBALT NETWORKS INC COM 19074R101 46 425 SH DEFINED 01 02 03 425
COCA COLA BOTTLING CO CONS COM 191098102 66 1400 SH DEFINED 01 02 03 1400
COCA COLA CO COM 191216100 79811 1370149 SH DEFINED 01 02 03 1370149
COCA COLA ENTERPRISES INC COM 191219104 4291 213200 SH DEFINED 01 02 03 213200
COGNEX CORP COM 192422103 24902 638500 SH DEFINED 01 02 03 638500
COHERENT INC COM 192479103 174 6500 SH DEFINED 01 02 03 6500
COHU INC COM 192576106 217 7000 SH DEFINED 01 02 03 7000
COINSTAR INC COM 19259P300 73 5200 SH DEFINED 01 02 03 5200
COLDWATER CREEK INC COM 193068103 55 2700 SH DEFINED 01 02 03 2700
COLE KENNETH PRODTNS INC CL A 193294105 170 3725 SH DEFINED 01 02 03 3725
COLEMAN INC NEW COM 193559101 1 100 SH DEFINED 01 02 03 100
COLGATE PALMOLIVE CO COM 194162103 20705 318532 SH DEFINED 01 02 03 318532
COLLINS & AIKMAN CORP NEW COM 194830105 95 16600 SH DEFINED 01 02 03 16600
COLONIAL BANCGROUP INC COM 195493309 15 1475 SH DEFINED 01 02 03 1475
COLONIAL PPTYS TR COM SH BEN INT 195872106 160 6900 SH DEFINED 01 02 03 6900
COLUMBIA BKG SYS INC COM 197236102 14 1100 SH DEFINED 01 02 03 1100
COLUMBIA ENERGY GROUP COM 197648108 2475 39130 SH DEFINED 01 02 03 39130
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 11072 377721 SH DEFINED 01 02 03 377721
COLUMBIA LABS INC COM 197779101 67 8900 SH DEFINED 01 02 03 8900
COLUMBIA SPORTSWEAR CO COM 198516106 97 4500 SH DEFINED 01 02 03 4500
COLUMBUS MCKINNON CORP N Y COM 199333105 33 3300 SH DEFINED 01 02 03 3300
COMFORT SYS USA INC COM 199908104 73 9900 SH DEFINED 01 02 03 9900
COMCAST CORP CL A SPL 200300200 19289 383868 SH DEFINED 01 02 03 383868
COMDISCO INC COM 200336105 6143 164916 SH DEFINED 01 02 03 164916
COMERICA INC COM 200340107 3412 73080 SH DEFINED 01 02 03 73080
COMMERCE BANCORP INC NJ COM 200519106 317 7829 SH DEFINED 01 02 03 7829
COMMERCE GROUP INC MASS COM 200641108 178 6800 SH DEFINED 01 02 03 6800
COMMERCIAL FEDERAL CORPORATION COM 201647104 61 3400 SH DEFINED 01 02 03 3400
COMMERCIAL INTERTECH CORP COM 201709102 47 3650 SH DEFINED 01 02 03 3650
COMMERCIAL METALS CO COM 201723103 147 4333 SH DEFINED 01 02 03 4333
COMMERCIAL NET LEASE RLTY INC COM 202218103 96 9700 SH DEFINED 01 02 03 9700
COMMNET CELLULAR INC COM 202604203 183 5700 SH DEFINED 01 02 03 5700
COMMONWEALTH BANCORP INC COM 20268X102 138 8300 SH DEFINED 01 02 03 8300
COMMONWEALTH TEL ENTERPRISES COM 203349105 204 3866 SH DEFINED 01 02 03 3866
COMMSCOPE INC COM 203372107 544 13501 SH DEFINED 01 02 03 13501
COMMUNITY FIRST BANKSHARES INC COM 203902101 191 12100 SH DEFINED 01 02 03 12100
COMMUNITY TR BANCORP INC COM 204149108 59 2966 SH DEFINED 01 02 03 2966
COMPANHIA BRASILEIRA DE DISTRB ADR 20440T201 194 6000 SH DEFINED 01 02 03 6000
COMPAQ COMPUTER CORP COM 204493100 24425 902550 SH DEFINED 01 02 03 902550
COMPASS BANCSHARES INC COM 20449H109 2425 108700 SH DEFINED 01 02 03 108700
COMPLETE BUSINESS SOLUTIONS COM 20452F107 106 4200 SH DEFINED 01 02 03 4200
COMPUCOM SYS INC COM 204780100 90 21700 SH DEFINED 01 02 03 21700
COMPUTER ASSOC INTL INC COM 204912109 61446 878584 SH DEFINED 01 02 03 878584
COMPUTER NETWORK TECHNOLOGY CP COM 204925101 163 7100 SH DEFINED 01 02 03 7100
COMPUSA INC COM 204932107 560 109200 SH DEFINED 01 02 03 109200
COMPUTER SCIENCES CORP COM 205363104 22601 238845 SH DEFINED 01 02 03 238845
COMPUTER TASK GROUP INC COM 205477102 90 6100 SH DEFINED 01 02 03 6100
COMPUWARE CORP COM 205638109 7407 198852 SH DEFINED 01 02 03 198852
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COMSAT CORP COM SER 1 20564D107 1010 50802 SH DEFINED 01 02 03 50802
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 4762 32900 SH DEFINED 01 02 03 32900
CONAGRA INC COM 205887102 6391 283258 SH DEFINED 01 02 03 283258
CONCENTRIC NETWORK CORP COM 20589R107 781 25350 SH DEFINED 01 02 03 25350
COMPUTER HORIZONS CORP COM 205908106 141 8725 SH DEFINED 01 02 03 8725
CONCORD COMMUNICATIONS INC COM 206186108 146 3300 SH DEFINED 01 02 03 3300
CONCORD EFS INC COM 206197105 5070 196900 SH DEFINED 01 02 03 196900
CONCUR TECHNOLOGIES INC COM 206708109 49 1700 SH DEFINED 01 02 03 1700
CONCURRENT COMPUTER CORP NEW COM 206710204 303 16200 SH DEFINED 01 02 03 16200
CONECTIV INC COM 206829103 1495 88928 SH DEFINED 01 02 03 88928
CONEXANT SYSTEMS INC COM 207142100 30917 465800 SH DEFINED 01 02 03 465800
CONMED CORP COM 207410101 125 4850 SH DEFINED 01 02 03 4850
CONNECTICUT ENERGY CORP COM 207567108 109 2800 SH DEFINED 01 02 03 2800
CONNING CORP COM 208215103 30 3600 SH DEFINED 01 02 03 3600
CONOCO INC CL B 208251405 7122 286316 SH DEFINED 01 02 03 286316
CONSECO INC COM 208464107 2673 149545 SH DEFINED 01 02 03 149545
CONSOL ENERGY INC COM 20854P109 2 200 SH DEFINED 01 02 03 200
CONSOLIDATED EDISON INC COM 209115104 3488 101099 SH DEFINED 01 02 03 101099
CONSOLIDATED FREIGHTWAYS CORP COM 209232107 65 8200 SH DEFINED 01 02 03 8200
CONSOLIDATED GRAPHICS INC COM 209341106 43 2900 SH DEFINED 01 02 03 2900
CONSOLIDATED NAT GAS CO COM 209615103 4827 74336 SH DEFINED 01 02 03 74336
CONSOLIDATED PAPERS INC COM 209759109 2764 86870 SH DEFINED 01 02 03 86870
CONSOLIDATED PRODS INC COM 209798107 98 9680 SH DEFINED 01 02 03 9680
CONSOLIDATED STORES CORP COM 210149100 1172 72100 SH DEFINED 01 02 03 72100
CONSTELLATION ENERGY CORP COM 210371100 5368 185098 SH DEFINED 01 02 03 185098
CONTIFINANCIAL CORP COM 21075V107 2 8100 SH DEFINED 01 02 03 8100
CONTINENTAL AIRLS INC CL B 210795308 337 7600 SH DEFINED 01 02 03 7600
CONVERGYS CORP COM 212485106 4802 156150 SH DEFINED 01 02 03 156150
COOPER CAMERON CORP COM 216640102 714 14600 SH DEFINED 01 02 03 14600
COOPER COS INC COM NEW 216648402 157 5200 SH DEFINED 01 02 03 5200
COOPER INDS INC COM 216669101 2712 67058 SH DEFINED 01 02 03 67058
COOPER TIRE & RUBR CO COM 216831107 538 34600 SH DEFINED 01 02 03 34600
COORS ADOLPH CO CL B 217016104 886 16878 SH DEFINED 01 02 03 16878
COPART INC COM 217204106 204 4700 SH DEFINED 01 02 03 4700
COPPER MTN NETWORKS INC COM 217510106 137 2800 SH DEFINED 01 02 03 2800
COR THERAPEUTICS INC COM 217753102 145 5400 SH DEFINED 01 02 03 5400
CORDANT TECHNOLOGIES INC COM 218412104 1159 35122 SH DEFINED 01 02 03 35122
CORN PRODS INTL INC COM 219023108 328 10000 SH DEFINED 01 02 03 10000
CORNELL CORRECTIONS INC COM 219141108 39 4600 SH DEFINED 01 02 03 4600
CORNERSTONE RLTY INCOME TR INC COM 21922V102 104 10700 SH DEFINED 01 02 03 10700
CORNING INC COM 219350105 34515 267685 SH DEFINED 01 02 03 267685
CORT BUSINESS SVCS CORP COM 220493100 66 3800 SH DEFINED 01 02 03 3800
CORUS BANKSHARES INC COM 220873103 64 2650 SH DEFINED 01 02 03 2650
CORUS GROUP PLC SPONSORED ADR 22087M101 52 2000 SH DEFINED 01 02 03 2000
COST PLUS INC CALIF COM 221485105 335 9412 SH DEFINED 01 02 03 9412
COSTCO WHSL CORP NEW COM 22160K105 10435 114358 SH DEFINED 01 02 03 114358
COTELLIGENT INC COM 221630106 42 7900 SH DEFINED 01 02 03 7900
COULTER PHARMACEUTICAL INC COM 222116105 102 4500 SH DEFINED 01 02 03 4500
COUNTRYWIDE CR INDS INC DEL COM 222372104 1596 63200 SH DEFINED 01 02 03 63200
COUSINS PPTYS INC COM 222795106 206 6075 SH DEFINED 01 02 03 6075
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COVAD COMMUNICATIONS GROUP INC COM 222814204 267 4775 SH DEFINED 01 02 03 4775
COVANCE INC COM 222816100 986 91225 SH DEFINED 01 02 03 91225
COVENTRY HEALTH CARE INC COM 222862104 106 15700 SH DEFINED 01 02 03 15700
CRANE CO COM 224399105 598 30081 SH DEFINED 01 02 03 30081
CRAWFORD & CO CL B 224633107 128 9400 SH DEFINED 01 02 03 9400
CREATIVE COMPUTERS INC COM 22527E107 37 5000 SH DEFINED 01 02 03 5000
CREDENCE SYS CORP COM 225302108 463 5350 SH DEFINED 01 02 03 5350
CREDIT ACCEP CORP MICH COM 225310101 45 12200 SH DEFINED 01 02 03 12200
CREE RESH INC COM 225447101 470 5500 SH DEFINED 01 02 03 5500
CRESTLINE CAP CORP COM 226153104 47 2300 SH DEFINED 01 02 03 2300
CRITICAL PATH INC COM 22674V100 425 4500 SH DEFINED 01 02 03 4500
CROSS TIMBERS OIL CO COM 227573102 88 9675 SH DEFINED 01 02 03 9675
CROWN AMERN RLTY TR SH BEN INT 228186102 36 6500 SH DEFINED 01 02 03 6500
CROWN CORK & SEAL INC COM 228255105 1449 64743 SH DEFINED 01 02 03 64743
CUBIC CORP COM 229669106 46 2100 SH DEFINED 01 02 03 2100
CULLEN FROST BANKERS INC COM 229899109 125 4850 SH DEFINED 01 02 03 4850
CUMMINS ENGINE INC COM 231021106 1048 21700 SH DEFINED 01 02 03 21700
CUMULUS MEDIA INC CL A 231082108 152 3000 SH DEFINED 01 02 03 3000
CYBERCASH INC COM 232462101 57 6200 SH DEFINED 01 02 03 6200
CYBERONICS INC COM 23251P102 194 12175 SH DEFINED 01 02 03 12175
CYMER INC COM 232572107 601 13075 SH DEFINED 01 02 03 13075
CYPRESS SEMICONDUCTOR CORP COM 232806109 4773 147432 SH DEFINED 01 02 03 147432
CYTEC INDS INC COM 232820100 2108 91150 SH DEFINED 01 02 03 91150
CYTYC CORP COM 232946103 293 4800 SH DEFINED 01 02 03 4800
DII GROUP INC COM 232949107 518 7300 SH DEFINED 01 02 03 7300
DBT ONLINE INC COM 233044106 61 2500 SH DEFINED 01 02 03 2500
DPL INC COM 233293109 3239 187100 SH DEFINED 01 02 03 187100
DQE INC COM 23329J104 2496 72100 SH DEFINED 01 02 03 72100
D R HORTON INC COM 23331A109 181 13105 SH DEFINED 01 02 03 13105
DST SYS INC DEL COM 233326107 5128 67200 SH DEFINED 01 02 03 67200
DSP GROUP INC COM 23332B106 363 3900 SH DEFINED 01 02 03 3900
DTE ENERGY CO COM 233331107 2168 69093 SH DEFINED 01 02 03 69093
DVI INC COM 233343102 5 300 SH DEFINED 01 02 03 300
DAI EI INC ADR 233798206 87 11500 SH DEFINED 01 02 03 11500
DAIN RAUSCHER CORP COM 233856103 153 3300 SH DEFINED 01 02 03 3300
DAISYTEK INTL CORP COM 234053106 177 7600 SH DEFINED 01 02 03 7600
DAL-TILE INTL INC COM 23426R108 135 13300 SH DEFINED 01 02 03 13300
DALLAS SEMICONDUCTOR CORP COM 235204104 535 8300 SH DEFINED 01 02 03 8300
DAN RIV INC GA CL A 235774106 26 5000 SH DEFINED 01 02 03 5000
DANA CORP COM 235811106 2250 75141 SH DEFINED 01 02 03 75141
DANAHER CORP DEL COM 235851102 3431 71100 SH DEFINED 01 02 03 71100
DARDEN RESTAURANTS INC COM 237194105 2638 145557 SH DEFINED 01 02 03 145557
DATA TRANSMISSION NETWORK CORP COM 238017107 71 4100 SH DEFINED 01 02 03 4100
DATASCOPE CORP COM 238113104 200 5000 SH DEFINED 01 02 03 5000
DATASTREAM SYS INC COM 238124101 155 6300 SH DEFINED 01 02 03 6300
DAYTON HUDSON CORP COM 239753106 16935 230598 SH DEFINED 01 02 03 230598
DE BEERS CONS MINES LTD ADR DEFD 240253302 61 2100 SH DEFINED 01 02 03 2100
DEAN FOODS CO COM 242361103 1756 44182 SH DEFINED 01 02 03 44182
DEERE & CO COM 244199105 5624 129670 SH DEFINED 01 02 03 129670
DEL MONTE FOODS CO COM 24522P103 128 10400 SH DEFINED 01 02 03 10400
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DELL COMPUTER CORP COM 247025109 159085 3119312 SH DEFINED 01 02 03 3119312
DELPHI AUTOMOTIVE SYS CORP COM 247126105 4356 276554 SH DEFINED 01 02 03 276554
DELPHI FINL GROUP INC CL A 247131105 121 4021 SH DEFINED 01 02 03 4021
DELTA & PINE LD CO COM 247357106 167 9600 SH DEFINED 01 02 03 9600
DELTA AIR LINES INC DEL COM 247361108 4050 81314 SH DEFINED 01 02 03 81314
DELTIC TIMBER CORP COM 247850100 96 4400 SH DEFINED 01 02 03 4400
DELUXE CORP COM 248019101 919 33500 SH DEFINED 01 02 03 33500
DENDRITE INTL INC COM 248239105 234 6900 SH DEFINED 01 02 03 6900
DENTSPLY INTL INC NEW COM 249030107 1195 50600 SH DEFINED 01 02 03 50600
DEPARTMENT 56 INC COM 249509100 111 4900 SH DEFINED 01 02 03 4900
DETROIT DIESEL CORP COM 250837101 48 2500 SH DEFINED 01 02 03 2500
DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 210 16300 SH DEFINED 01 02 03 16300
DEVON ENERGY CORP NEW COM 25179M103 2987 90857 SH DEFINED 01 02 03 90857
DEVRY INC DEL COM 251893103 1479 79425 SH DEFINED 01 02 03 79425
DEXTER CORP COM 252165105 1112 27968 SH DEFINED 01 02 03 27968
DIAGNOSTIC PRODS CORP COM 252450101 78 3200 SH DEFINED 01 02 03 3200
DIAL CORP NEW COM 25247D101 2849 117200 SH DEFINED 01 02 03 117200
DIAMOND OFFSHORE DRILLING INC COM 25271C102 8 250 SH DEFINED 01 02 03 250
DIAMOND TECHNOLOGY PARTNERS CL A 252762109 473 5500 SH DEFINED 01 02 03 5500
DIEBOLD INC COM 253651103 1550 65951 SH DEFINED 01 02 03 65951
DIGITAL MICROWAVE CORP COM 253859102 373 15900 SH DEFINED 01 02 03 15900
DIGITAL IMPACT INC DEL COM 25385G106 45 900 SH DEFINED 01 02 03 900
DIGITAL RIV INC COM 25388B104 80 2400 SH DEFINED 01 02 03 2400
DIME CMNTY BANCSHARES COM 253922108 100 5400 SH DEFINED 01 02 03 5400
DILLARDS INC CL A 254067101 992 49130 SH DEFINED 01 02 03 49130
DIME BANCORP INC NEW COM 25429Q102 2778 183700 SH DEFINED 01 02 03 183700
DIMON INC COM 254394109 40 12300 SH DEFINED 01 02 03 12300
DIONEX CORP COM 254546104 231 5600 SH DEFINED 01 02 03 5600
DISCOUNT AUTO PTS INC COM 254642101 90 5000 SH DEFINED 01 02 03 5000
DISNEY WALT CO COM DISNEY 254687106 31530 1077948 SH DEFINED 01 02 03 1077948
DIRECT FOCUS INC COM 254931108 136 4900 SH DEFINED 01 02 03 4900
DOCUMENTUM INC COM 256159104 353 5900 SH DEFINED 01 02 03 5900
DOLE FOOD INC COM 256605106 868 53409 SH DEFINED 01 02 03 53409
DOLLAR GEN CORP COM 256669102 3342 146905 SH DEFINED 01 02 03 146905
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 122 5100 SH DEFINED 01 02 03 5100
DOLLAR TREE STORES INC COM 256747106 3633 75000 SH DEFINED 01 02 03 75000
DOMINION RES INC VA COM 257470104 3425 87258 SH DEFINED 01 02 03 87258
DONALDSON INC COM 257651109 1310 54436 SH DEFINED 01 02 03 54436
DONALDSON LUFKIN & JENRETTE NW COM DLJ 257661108 39 800 SH DEFINED 01 02 03 800
DONNA KARAN INTL INC COM 257826107 51 7800 SH DEFINED 01 02 03 7800
DONNELLEY R R & SONS CO COM 257867101 2017 81296 SH DEFINED 01 02 03 81296
DORAL FINL CORP COM 25811P100 103 8400 SH DEFINED 01 02 03 8400
DOUBLECLICK INC COM 258609304 1838 7265 SH DEFINED 01 02 03 7265
DOVER CORP COM 260003108 7705 169815 SH DEFINED 01 02 03 169815
DOVER DOWNS ENTMT INC COM 260086103 2 100 SH DEFINED 01 02 03 100
DOW CHEM CO COM 260543103 13779 103119 SH DEFINED 01 02 03 103119
DOW JONES & CO INC COM 260561105 3429 50427 SH DEFINED 01 02 03 50427
DOWNEY FINL CORP COM 261018105 112 5555 SH DEFINED 01 02 03 5555
DRESS BARN INC COM 261570105 91 5500 SH DEFINED 01 02 03 5500
DREYERS GRAND ICE CREAM INC COM 261878102 562 33036 SH DEFINED 01 02 03 33036
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DRIL-QUIP INC COM 262037104 76 2500 SH DEFINED 01 02 03 2500
DU PONT E I DE NEMOURS & CO COM 263534109 43761 664309 SH DEFINED 01 02 03 664309
DUANE READE INC COM 263578106 107 3900 SH DEFINED 01 02 03 3900
DUFF & PHELPS CR RATING CO COM 26432F109 36 400 SH DEFINED 01 02 03 400
DUKE ENERGY CORP COM 264399106 8384 167255 SH DEFINED 01 02 03 167255
DUKE WEEKS REALTY CORP COM NEW 264411505 2 114 SH DEFINED 01 02 03 114
DUN & BRADSTREET CORP DEL COM 26483B106 6470 219308 SH DEFINED 01 02 03 219308
DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 49 2800 SH DEFINED 01 02 03 2800
DURA PHARMACEUTICALS INC COM 26632S109 292 20950 SH DEFINED 01 02 03 20950
DYCOM INDS INC COM 267475101 448 10175 SH DEFINED 01 02 03 10175
DYNEGY INC COM 26816L102 297 12200 SH DEFINED 01 02 03 12200
ECI TELECOM LTD ORD 268258100 212 6695 SH DEFINED 01 02 03 6695
EEX CORP COM NEW 26842V207 44 15033 SH DEFINED 01 02 03 15033
E4L INC COM 268452109 18 7200 SH DEFINED 01 02 03 7200
E M C CORP MASS COM 268648102 92999 851248 SH DEFINED 01 02 03 851248
ENSCO INTL INC COM 26874Q100 3424 149700 SH DEFINED 01 02 03 149700
EOG RES INC COM 26875P101 834 47500 SH DEFINED 01 02 03 47500
E PIPHANY INC COM 26881V100 56 250 SH DEFINED 01 02 03 250
ESS TECHNOLOGY INC COM 269151106 202 9100 SH DEFINED 01 02 03 9100
E SPIRE COMMUNICATIONS INC COM 269153102 88 15200 SH DEFINED 01 02 03 15200
ETEC SYS INC COM 26922C103 247 5500 SH DEFINED 01 02 03 5500
E-TEK DYNAMICS INC COM 269240107 498 3700 SH DEFINED 01 02 03 3700
E TOWN COM 269242103 137 2200 SH DEFINED 01 02 03 2200
E TRADE GROUP INC COM 269246104 42565 1629300 SH DEFINED 01 02 03 1629300
EAGLE USA AIRFREIGHT INC COM 270018104 181 4200 SH DEFINED 01 02 03 4200
EARTHGRAINS CO COM 270319106 267 16550 SH DEFINED 01 02 03 16550
EARTHLINK NETWORK INC COM 270322100 204 4800 SH DEFINED 01 02 03 4800
EARTHSHELL CORP COM 27032B100 31 7500 SH DEFINED 01 02 03 7500
EARTHWEB INC COM 27032C108 126 2500 SH DEFINED 01 02 03 2500
EAST WEST BANCORP INC COM 27579R104 2 200 SH DEFINED 01 02 03 200
EASTERN ENTERPRISES COM 27637F100 1157 20150 SH DEFINED 01 02 03 20150
EASTERN UTILS ASSOC COM 277173100 164 5400 SH DEFINED 01 02 03 5400
EASTGROUP PPTY INC COM 277276101 85 4600 SH DEFINED 01 02 03 4600
EASTMAN CHEM CO COM 277432100 1704 35725 SH DEFINED 01 02 03 35725
EASTMAN KODAK CO COM 277461109 15574 235084 SH DEFINED 01 02 03 235084
EATON CORP COM 278058102 6324 87078 SH DEFINED 01 02 03 87078
EATON VANCE CORP COM NON VTG 278265103 289 7600 SH DEFINED 01 02 03 7600
EBAY INC COM 278642103 538 4300 SH DEFINED 01 02 03 4300
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 283 2900 SH DEFINED 01 02 03 2900
ECLIPSE SURGICAL TECHNOLOGIES COM 278849104 79 10700 SH DEFINED 01 02 03 10700
ECLIPSYS CORP COM 278856109 159 6200 SH DEFINED 01 02 03 6200
ECOLAB INC COM 278865100 3398 86840 SH DEFINED 01 02 03
EDISON INTL COM 281020107 8247 314917 SH DEFINED 01 02 03 314917
EDUCATION MGMT CORP COM 28139T101 99 7100 SH DEFINED 01 02 03 7100
EDWARDS AG INC COM 281760108 3043 94914 SH DEFINED 01 02 03 94914
EGGHEAD COM INC NEW COM 282329101 50 3100 SH DEFINED 01 02 03 3100
EL PASO ELEC CO COM NEW 283677854 156 15900 SH DEFINED 01 02 03 15900
EL PASO ENERGY CORP DEL COM 283905107 6136 158091 SH DEFINED 01 02 03 158091
ELCOR CORP COM 284443108 156 5175 SH DEFINED 01 02 03 5175
ELECTRIC LIGHTWAVE INC CL A 284895109 88 4700 SH DEFINED 01 02 03 4700
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ELECTRO RENT CORP COM 285218103 77 6650 SH DEFINED 01 02 03 6650
ELECTRO SCIENTIFIC INDS COM 285229100 447 6125 SH DEFINED 01 02 03 6125
ELECTROGLAS INC COM 285324109 160 6300 SH DEFINED 01 02 03 6300
ELECTRONIC ARTS INC COM 285512109 52122 620500 SH DEFINED 01 02 03 620500
ELECTRONIC DATA SYS NEW COM 285661104 32035 478585 SH DEFINED 01 02 03 478585
ELECTRONICS BOUTIQUE HLDGS CP COM 286045109 54 3000 SH DEFINED 01 02 03 3000
ELECTRONICS FOR IMAGING INC COM 286082102 32550 560000 SH DEFINED 01 02 03 560000
EMCORE CORP COM 290846104 112 3300 SH DEFINED 01 02 03 3300
EMCOR GROUP INC COM 29084Q100 4 200 SH DEFINED 01 02 03 200
EMERSON ELEC CO COM 291011104 13764 239888 SH DEFINED 01 02 03 239888
EMMIS COMMUNICATIONS CORP CL A 291525103 499 4000 SH DEFINED 01 02 03 4000
EMPIRE DIST ELEC CO COM 291641108 104 4600 SH DEFINED 01 02 03 4600
EMULEX CORP COM NEW 292475209 855 7600 SH DEFINED 01 02 03 7600
ENDESA S A SPONSORED ADR 29258N107 202 10000 SH DEFINED 01 02 03 10000
ENERGEN CORP COM 29265N108 132 7300 SH DEFINED 01 02 03 7300
ENERGY EAST CORP COM 29266M109 4224 202942 SH DEFINED 01 02 03 202942
ENGELHARD CORP COM 292845104 1301 68949 SH DEFINED 01 02 03 68949
ENGINEERING ANIMATION INC COM 292872108 38 4300 SH DEFINED 01 02 03 4300
ENESCO GROUP INC COM 292973104 50 4500 SH DEFINED 01 02 03 4500
ENHANCE FINL SVCS GROUP INC COM 293310108 115 7100 SH DEFINED 01 02 03 7100
ENRON CORP COM 293561106 14519 327194 SH DEFINED 01 02 03 327194
ENTERCOM COMMUNICATIONS CORP CL A 293639100 503 7625 SH DEFINED 01 02 03 7625
ENTERGY CORP NEW COM 29364G103 2905 112827 SH DEFINED 01 02 03 112827
ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 5 400 SH DEFINED 01 02 03 400
ENTRUST TECHNOLOGIES INC COM 293848107 156 2600 SH DEFINED 01 02 03 2600
ENZON INC COM 293904108 351 8100 SH DEFINED 01 02 03 8100
ENZO BIOCHEM INC COM 294100102 278 6175 SH DEFINED 01 02 03 6175
EPICOR SOFTWARE CORP COM 29426L108 33 6458 SH DEFINED 01 02 03 6458
EQUIFAX INC COM 294429105 1901 80700 SH DEFINED 01 02 03 80700
EQUITABLE RES INC COM 294549100 370 11100 SH DEFINED 01 02 03 11100
EQUITY INNS INC COM 294703103 90 13400 SH DEFINED 01 02 03 13400
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 384 9000 SH DEFINED 01 02 03 9000
ERICSSON L M TEL CO ADR CL B SEK10 294821400 407 6200 SH DEFINED 01 02 03 6200
ERICSSON L M TEL CO ADR CL B SEK10 294821400 683 10400 SH DEFINED 01 02 03 10400
ESHARE TECHNOLOGIES INC GA COM 296428105 61 3600 SH DEFINED 01 02 03 3600
ESPEED INC CL A 296643109 71 2000 SH DEFINED 01 02 03 2000
ESSEX PPTY TR INC COM 297178105 139 4100 SH DEFINED 01 02 03 4100
ESTERLINE TECHNOLOGIES CORP COM 297425100 80 6900 SH DEFINED 01 02 03 6900
ETHAN ALLEN INTERIORS INC COM 297602104 289 9000 SH DEFINED 01 02 03 9000
ETHYL CORP COM 297659104 352 89300 SH DEFINED 01 02 03 89300
ETOYS INC COM 297862104 41 1575 SH DEFINED 01 02 03 1575
EVEREST REINS HLDGS INC COM 299808105 1089 48800 SH DEFINED 01 02 03 48800
EXAR CORP COM 300645108 418 7100 SH DEFINED 01 02 03 7100
EXCALIBUR TECHNOLOGIES CORP COM NEW 300651205 97 4700 SH DEFINED 01 02 03 4700
EXCHANGE APPLICATIONS COM 300867108 346 6200 SH DEFINED 01 02 03 6200
EXIDE CORP COM 302051107 43 5200 SH DEFINED 01 02 03 5200
EXODUS COMMUNICATIONS INC COM 302088109 711 8000 SH DEFINED 01 02 03 8000
EXPEDIA INC COM 302125109 32 925 SH DEFINED 01 02 03 925
EXPRESS SCRIPTS INC CL A 302182100 2355 36800 SH DEFINED 01 02 03 36800
EXTENDED STAY AMER INC COM 30224P101 142 18600 SH DEFINED 01 02 03 18600
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EXXON MOBIL CORP COM 30231G102 163680 2031713 SH DEFINED 01 02 03 2031713
F&M BANCORP MD COM 302367107 6 315 SH DEFINED 01 02 03 315
F & M NATL CORP COM 302374103 163 5914 SH DEFINED 01 02 03 5914
FBL FINL GROUP INC CL A 30239F106 140 7000 SH DEFINED 01 02 03 7000
F M C CORP COM NEW 302491303 837 14600 SH DEFINED 01 02 03 14600
FNB CORP PA COM 302520101 113 5100 SH DEFINED 01 02 03 5100
FPIC INS GROUP INC COM 302563101 37 2200 SH DEFINED 01 02 03 2200
FPL GROUP INC COM 302571104 7362 171970 SH DEFINED 01 02 03 171970
FSI INTL INC COM 302633102 109 9500 SH DEFINED 01 02 03 9500
F Y I INC COM 302712104 51 1500 SH DEFINED 01 02 03 1500
FCNB CORP COM 302920103 3 200 SH DEFINED 01 02 03 200
FACTORY 2-U INC COM 303072102 114 4000 SH DEFINED 01 02 03 4000
FACTSET RESH SYS INC COM 303075105 199 2500 SH DEFINED 01 02 03 2500
FAIR ISAAC & CO INC COM 303250104 143 2700 SH DEFINED 01 02 03 2700
FAIRCHILD CORP CL A 303698104 54 6002 SH DEFINED 01 02 03 6002
FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 254 8525 SH DEFINED 01 02 03 8525
FAIRFIELD CMNTYS INC COM PAR $0.01 304231301 119 11100 SH DEFINED 01 02 03 11100
FAMILY DLR STORES INC COM 307000109 2700 165520 SH DEFINED 01 02 03 165520
FAMILY GOLF CTRS INC COM 30701A106 8 6000 SH DEFINED 01 02 03 6000
FARMER BROS CO COM 307675108 28 175 SH DEFINED 01 02 03 175
FARMERS CAP BK CORP COM 309562106 75 2500 SH DEFINED 01 02 03 2500
FATBRAIN COM INC COM 311889109 78 3100 SH DEFINED 01 02 03 3100
FASTENAL CO COM 311900104 2287 50900 SH DEFINED 01 02 03 50900
FDX CORP COM 31304N107 5831 142428 SH DEFINED 01 02 03 142428
FEDDERS CORP COM 313135105 94 17100 SH DEFINED 01 02 03 17100
FEDERAL HOME LN MTG CORP COM 313400301 17861 379527 SH DEFINED 01 02 03 379527
FEDERAL MOGUL CORP COM 313549107 1632 81070 SH DEFINED 01 02 03 81070
FEDERAL NATL MTG ASSN COM 313586109 46145 739059 SH DEFINED 01 02 03 739059
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 198 10500 SH DEFINED 01 02 03 10500
FEDERAL SIGNAL CORP COM 313855108 892 55504 SH DEFINED 01 02 03 55504
FEDERATED DEPT STORES INC DEL COM 31410H101 5339 105589 SH DEFINED 01 02 03 105589
FERRO CORP COM 315405100 940 42720 SH DEFINED 01 02 03 42720
FIDELITY HLDGS INC COM 31617J108 45 2400 SH DEFINED 01 02 03 2400
FIDELITY NATL FINL INC COM 316326107 104 7260 SH DEFINED 01 02 03 7260
FIFTH THIRD BANCORP COM 316773100 11557 157505 SH DEFINED 01 02 03 157505
FILENET CORP COM 316869106 232 9100 SH DEFINED 01 02 03 9100
FINANCIAL FED CORP COM 317492106 170 7450 SH DEFINED 01 02 03 7450
FINISAR COM 31787A101 52 575 SH DEFINED 01 02 03 575
FINET COM INC COM PAR $0.01 317922300 22 16600 SH DEFINED 01 02 03 16600
FINISH LINE INC CL A 317923100 33 6100 SH DEFINED 01 02 03 6100
FINOVA GROUP INC COM 317928109 2460 69300 SH DEFINED 01 02 03 69300
FIRST AMERN FINL CORP COM 318522307 175 14058 SH DEFINED 01 02 03 14058
FIRST BANCORP P R COM 318672102 135 6500 SH DEFINED 01 02 03 6500
FIRST BUSEY CORP COM 319383105 5 200 SH DEFINED 01 02 03 200
FIRST CHARTER CORP COM 319439105 39 2600 SH DEFINED 01 02 03 2600
FIRST CTZNS BANCSHARES INC N C CL A 31946M103 129 1850 SH DEFINED 01 02 03 1850
FIRST COMMERCE BANCSHARES INC CL B 319777207 83 4200 SH DEFINED 01 02 03 4200
FIRST COMWLTH FINL CORP PA COM 319829107 140 11672 SH DEFINED 01 02 03 11672
FIRST CONSULTING GROUP INC COM 31986R103 64 4100 SH DEFINED 01 02 03 4100
FIRST FED CAP CORP COM 319960100 3 200 SH DEFINED 01 02 03 200
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FIRST DATA CORP COM 319963104 80992 1642430 SH DEFINED 01 02 03 1642430
FIRST FINL BANCORP OH COM 320209109 175 8171 SH DEFINED 01 02 03 8171
FIRST FINL BANKSHARES COM 32020R109 74 2420 SH DEFINED 01 02 03 2420
FIRST FINL CORP IND COM 320218100 97 2331 SH DEFINED 01 02 03 2331
FIRST FINL HLDGS INC COM 320239106 101 6300 SH DEFINED 01 02 03 6300
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 277 10100 SH DEFINED 01 02 03 10100
FIRST IND CORP COM 32054R108 91 4200 SH DEFINED 01 02 03 4200
FIRST MERCHANTS CORP COM 320817109 91 3450 SH DEFINED 01 02 03 3450
FIRST MIDWEST BANCORP DEL COM 320867104 265 10002 SH DEFINED 01 02 03 10002
FIRST HEALTH GROUP CORP COM 320960107 1550 57672 SH DEFINED 01 02 03 57672
FIRST SIERRA FINANCIAL INC COM 335944104 69 4000 SH DEFINED 01 02 03 4000
FIRST REP BK SAN FRANCISCO COM 336158100 7 300 SH DEFINED 01 02 03 300
FIRST SEC CORP DEL COM 336294103 4785 187411 SH DEFINED 01 02 03 187411
FIRST SENTINEL BANCORP INC COM 33640T103 70 9013 SH DEFINED 01 02 03 9013
1ST SOURCE CORP COM 336901103 132 5280 SH DEFINED 01 02 03 5280
FIRST TENN NATL CORP COM 337162101 3557 124804 SH DEFINED 01 02 03 124804
FIRST UN CORP COM 337358105 16809 512285 SH DEFINED 01 02 03 512285
FIRST UTD BANCSHARES INC ARK COM 33741E104 86 6400 SH DEFINED 01 02 03 6400
FIRST VA BANKS INC COM 337477103 2041 47462 SH DEFINED 01 02 03 47462
FIRST WASH RLTY TR INC COM 337489504 4 200 SH DEFINED 01 02 03 200
FIRST WASH BANCORP INC WASH COM 33748T104 6 400 SH DEFINED 01 02 03 400
FIRSTAR CORP NEW WIS COM 33763V109 10653 504292 SH DEFINED 01 02 03 504292
FISERV INC COM 337738108 5099 133094 SH DEFINED 01 02 03 133094
FIRSTFED FINL CORP COM 337907109 84 6000 SH DEFINED 01 02 03 6000
FIRSTMERIT CORP COM 337915102 1976 85900 SH DEFINED 01 02 03 85900
FIRSTENERGY CORP COM 337932107 2533 111626 SH DEFINED 01 02 03 111626
FISHER SCIENTIFIC INTL INC COM NEW 338032204 372 10300 SH DEFINED 01 02 03 10300
FLEETBOSTON FINL CORP COM 339030108 17892 513950 SH DEFINED 01 02 03 513950
FLEETWOOD ENTERPRISES INC COM 339099103 458 22200 SH DEFINED 01 02 03 22200
FLEMING COS INC COM 339130106 110 10700 SH DEFINED 01 02 03 10700
FLETCHER CHALLENGE BLDG DIV SPONSORED ADR 339317109 35 2505 SH DEFINED 01 02 03 2505
FLETCHER CHALLENGE ENERGY DIV SPONSORED ADR 339318107 65 2505 SH DEFINED 01 02 03 2505
FLETCHER CHALLENGE LTD SP ADR FST DIV 339324402 16 4326 SH DEFINED 01 02 03 4326
FLETCHER CHALLENGE PAPER DIV SPONSORED ADR 339325102 34 5010 SH DEFINED 01 02 03 5010
FLORIDA EAST COAST INDS COM 340632108 284 6800 SH DEFINED 01 02 03 6800
FLORIDA PROGRESS CORP COM 341109106 1900 44900 SH DEFINED 01 02 03 44900
FLORIDA ROCK INDS INC COM 341140101 162 4700 SH DEFINED 01 02 03 4700
FLOWERS INDS INC COM 343496105 1530 96004 SH DEFINED 01 02 03 96004
FLOWSERVE CORP COM 34354P105 776 45618 SH DEFINED 01 02 03 45618
FLUOR CORP COM 343861100 1594 34753 SH DEFINED 01 02 03 34753
FLYCAST COMMUNICATIONS CORP COM 344067103 325 2500 SH DEFINED 01 02 03 2500
FOOTSTAR INC COM 344912100 159 5200 SH DEFINED 01 02 03 5200
FORD MTR CO DEL COM 345370100 34144 638956 SH DEFINED 01 02 03 638956
FOREMOST CORP OF AMER COM 345469100 139 4900 SH DEFINED 01 02 03 4900
FOREST CITY ENTERPRISES INC CL A 345550107 118 4200 SH DEFINED 01 02 03 4200
FOREST LABS INC COM 345838106 5074 82582 SH DEFINED 01 02 03 82582
FOREST OIL CORP COM NEW 346091606 102 7700 SH DEFINED 01 02 03 7700
FORRESTER RESH INC COM 346563109 117 1700 SH DEFINED 01 02 03 1700
FORT JAMES CORP COM 347471104 3514 128357 SH DEFINED 01 02 03 128357
FORTUNE BRANDS INC COM 349631101 2541 76857 SH DEFINED 01 02 03 76857
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FOSSIL INC COM 349882100 106 4575 SH DEFINED 01 02 03 4575
FOSTER WHEELER CORP COM 350244109 297 33426 SH DEFINED 01 02 03 33426
FOUNDATION HEALTH SYS INC COM 350404109 1162 116949 SH DEFINED 01 02 03 116949
FOUNDRY NETWORKS INC COM 35063R100 211 700 SH DEFINED 01 02 03 700
FOX ENTMT GROUP INC CL A 35138T107 222 8900 SH DEFINED 01 02 03 8900
FRANKLIN COVEY CO COM 353469109 88 11700 SH DEFINED 01 02 03 11700
FRANKLIN ELEC INC COM 353514102 77 1100 SH DEFINED 01 02 03 1100
FRANKLIN RES INC COM 354613101 16331 509350 SH DEFINED 01 02 03 509350
FREEDOM SECS CORP COM 35644K103 3 300 SH DEFINED 01 02 03 300
FREEMARKETS INC COM 356602102 85 250 SH DEFINED 01 02 03 250
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 2493 118003 SH DEFINED 01 02 03 118003
FREMONT GEN CORP COM 357288109 45 6050 SH DEFINED 01 02 03 6050
FRIEDE GOLDMAN HALTER INC COM 358430106 65 9389 SH DEFINED 01 02 03 9389
FRIEDMAN BILLINGS RAMSEY GROUP CL A 358433100 64 8100 SH DEFINED 01 02 03 8100
FRITZ COS INC COM 358846103 6 600 SH DEFINED 01 02 03 600
FRONTIER AIRLINES INC NEW COM 359065109 28 2500 SH DEFINED 01 02 03 2500
FRONTIER FINL CORP WASH COM 35907K105 74 3700 SH DEFINED 01 02 03 3700
FRONTIER INS GROUP INC NEW COM 359081106 31 9017 SH DEFINED 01 02 03 9017
FULLER H B CO COM 359694106 938 16764 SH DEFINED 01 02 03 16764
FURNITURE BRANDS INTL INC COM 360921100 1351 61400 SH DEFINED 01 02 03 61400
G & K SVCS INC CL A 361268105 387 11950 SH DEFINED 01 02 03 11950
GATX CORP COM 361448103 3359 99524 SH DEFINED 01 02 03 99524
GBC BANCORP CALIF COM 361475106 102 5270 SH DEFINED 01 02 03 5270
GC COS INC COM 36155Q109 49 1900 SH DEFINED 01 02 03 1900
GPU INC COM 36225X100 3543 118354 SH DEFINED 01 02 03 118354
GTE CORP COM 362320103 37327 528987 SH DEFINED 01 02 03 528987
GT INTERACTIVE SOFTWARE CORP COM 36236E109 16 9700 SH DEFINED 01 02 03 9700
GABELLI ASSET MGMT INC CL A 36239Y102 83 5100 SH DEFINED 01 02 03 5100
GABLES RESIDENTIAL TR SH BEN INT 362418105 166 6900 SH DEFINED 01 02 03 6900
GALILEO INTERNATIONAL INC COM 363547100 445 14850 SH DEFINED 01 02 03 14850
GALLAGHER ARTHUR J & CO COM 363576109 414 6400 SH DEFINED 01 02 03 6400
GANNETT INC COM 364730101 36192 443738 SH DEFINED 01 02 03 443738
GAP INC DEL COM 364760108 20861 453511 SH DEFINED 01 02 03 453511
GARDNER DENVER INC COM 365558105 90 5400 SH DEFINED 01 02 03 5400
GARTNER GROUP INC NEW CL B 366651206 1163 84200 SH DEFINED 01 02 03 84200
GASONICS INTL CORP COM 367278108 196 9900 SH DEFINED 01 02 03 9900
GATEWAY INC COM 367626108 12138 168440 SH DEFINED 01 02 03 168440
GAYLORD ENTMT CO NEW COM 367905106 949 31700 SH DEFINED 01 02 03 31700
GAYLORD CONTAINER CORP CL A 368145108 96 14100 SH DEFINED 01 02 03 14100
GELTEX PHARMACEUTICALS INC COM 368538104 65 5100 SH DEFINED 01 02 03 5100
GENCORP INC COM 368682100 88 8900 SH DEFINED 01 02 03 8900
GENERAL BINDING CORP COM 369154109 15 1275 SH DEFINED 01 02 03 1275
GENERAL CABLE CORP DEL NEW COM 369300108 80 10600 SH DEFINED 01 02 03 10600
GENERAL CHEM GROUP INC COM 369332101 22 9500 SH DEFINED 01 02 03 9500
GENERAL CIGAR HLDGS INC CL A 36933P100 60 7201 SH DEFINED 01 02 03 7201
GENERAL COMMUNICATION INC CL A 369385109 60 13600 SH DEFINED 01 02 03 13600
GENERAL DYNAMICS CORP COM 369550108 5313 100714 SH DEFINED 01 02 03 100714
GENERAL ELEC CO COM 369604103 294764 1904773 SH DEFINED 01 02 03 1904773
GENERAL INSTR CORP DEL COM 370120107 8283 97450 SH DEFINED 01 02 03 97450
GENERAL MLS INC COM 370334104 5340 149368 SH DEFINED 01 02 03 149368
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GENERAL MTRS CORP COM 370442105 28710 394978 SH DEFINED 01 02 03 394978
GENERAL MTRS CORP CL H NEW 370442832 739 7700 SH DEFINED 01 02 03 7700
GENERAL SEMICONDUCTOR INC COM 370787103 4 300 SH DEFINED 01 02 03 300
GENESCO INC COM 371532102 83 6400 SH DEFINED 01 02 03 6400
GENLYTE GROUP INC COM 372302109 4 200 SH DEFINED 01 02 03 200
GENRAD INC COM 372447102 116 7200 SH DEFINED 01 02 03 7200
GENTEK INC COM 37245X104 231 22125 SH DEFINED 01 02 03 22125
GENUINE PARTS CO COM 372460105 2017 81276 SH DEFINED 01 02 03 81276
GEON CO COM 37246W105 388 11925 SH DEFINED 01 02 03 11925
GENZYME CORP COM GENL DIV 372917104 4065 90342 SH DEFINED 01 02 03 90342
GENZYME CORP COM-MOLECULAR 372917500 0 0 SH DEFINED 01 02 03 0
GEORGIA GULF CORP COM PAR $0.01 373200203 1562 51333 SH DEFINED 01 02 03 51333
GEORGIA PAC CORP COM GA PAC GRP 373298108 9245 182166 SH DEFINED 01 02 03 182166
GEORGIA PAC CORP COM-TIMBER GRP 373298702 1952 79250 SH DEFINED 01 02 03 79250
GERBER SCIENTIFIC INC COM 373730100 151 6900 SH DEFINED 01 02 03 6900
GETTY IMAGES INC COM 374276103 323 6600 SH DEFINED 01 02 03 6600
GETTY RLTY CORP NEW COM 374297109 65 5800 SH DEFINED 01 02 03 5800
GIBRALTAR STL CORP COM 37476F103 169 7250 SH DEFINED 01 02 03 7250
GILEAD SCIENCES INC COM 375558103 2901 53602 SH DEFINED 01 02 03 53602
GILLETTE CO COM 375766102 29620 719142 SH DEFINED 01 02 03 719142
GLATFELTER P H CO COM 377316104 693 47600 SH DEFINED 01 02 03 47600
GLAXO WELLCOME PLC SPONSORED ADR 37733W105 2509 44900 SH DEFINED 01 02 03 44900
GLENAYRE TECHNOLOGIES INC COM 377899109 193 17100 SH DEFINED 01 02 03 17100
GLENBOROUGH RLTY TR INC COM 37803P105 111 8300 SH DEFINED 01 02 03 8300
GLIATECH INC COM 37929C103 68 4100 SH DEFINED 01 02 03 4100
GLIMCHER RLTY TR SH BEN INT 379302102 86 6700 SH DEFINED 01 02 03 6700
GLOBAL INDS LTD COM 379336100 116 13400 SH DEFINED 01 02 03 13400
GLOBAL IMAGING SYSTEMS COM 37934A100 44 3600 SH DEFINED 01 02 03 3600
GLOBAL MARINE INC COM 379352404 2918 175515 SH DEFINED 01 02 03 175515
GLOBAL TELESYSTEMS GROUP COM 37936U104 412 11900 SH DEFINED 01 02 03 11900
GLOBIX CORP COM 37957F101 180 3000 SH DEFINED 01 02 03 3000
GOLDEN ST BANCORP INC COM 381197102 90 5200 SH DEFINED 01 02 03 5200
GOLDEN WEST FINL CORP DEL COM 381317106 2475 73875 SH DEFINED 01 02 03 73875
GOLDMAN SACHS GROUP INC COM 38141G104 659 7000 SH DEFINED 01 02 03 7000
GOLF TR AMER INC COM 38168B103 5 300 SH DEFINED 01 02 03 300
GOODRICH B F CO COM 382388106 1391 50590 SH DEFINED 01 02 03 50590
GOODYEAR TIRE & RUBR CO COM 382550101 3066 108776 SH DEFINED 01 02 03 108776
GOODYS FAMILY CLOTHING INC COM 382588101 43 8000 SH DEFINED 01 02 03 8000
GO2NET INC COM 383486107 674 7750 SH DEFINED 01 02 03 7750
GRACE W R & CO DEL NEW COM 38388F108 1101 79350 SH DEFINED 01 02 03 79350
GRACO INC COM 384109104 188 5250 SH DEFINED 01 02 03 5250
GRAINGER W W INC COM 384802104 2271 47496 SH DEFINED 01 02 03 47496
GRAND PREMIER FINL INC COM 386174106 5 330 SH DEFINED 01 02 03 330
GRAND UN CO COM 386532402 42 4100 SH DEFINED 01 02 03 4100
GRANITE CONSTR INC COM 387328107 572 31006 SH DEFINED 01 02 03 31006
GRAY COMMUNICATIONS SYS INC COM 389190109 4 200 SH DEFINED 01 02 03 200
GREAT ATLANTIC & PAC TEA INC COM 390064103 1468 52650 SH DEFINED 01 02 03 52650
GREAT LAKES CHEM CORP COM 390568103 1007 26381 SH DEFINED 01 02 03 26381
GREAT LAKES REIT INC COM 390752103 26 1800 SH DEFINED 01 02 03 1800
GREAT PLAINS SOFTWARE COM 39119E105 187 2500 SH DEFINED 01 02 03 2500
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GREATER BAY BANCORP COM 391648102 343 8000 SH DEFINED 01 02 03 8000
GREENPOINT FINL CORP COM 395384100 2457 103200 SH DEFINED 01 02 03 103200
GREIF BROS CORP CL A 397624107 158 5300 SH DEFINED 01 02 03 5300
GREY ADVERTISING INC COM 397838103 120 300 SH DEFINED 01 02 03 300
GREY WOLF INC COM 397888108 131 45600 SH DEFINED 01 02 03 45600
GRIFFON CORP COM 398433102 76 9697 SH DEFINED 01 02 03 9697
GROUP 1 AUTOMOTIVE INC COM 398905109 52 3700 SH DEFINED 01 02 03 3700
GROUP MAINTENANCE AMERICA CORP COM 39943E107 52 4900 SH DEFINED 01 02 03 4900
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 232 3400 SH DEFINED 01 02 03 3400
GTECH HLDGS CORP COM 400518106 953 43300 SH DEFINED 01 02 03 43300
GUESS INC COM 401617105 111 5100 SH DEFINED 01 02 03 5100
GUIDANT CORP COM 401698105 18965 403520 SH DEFINED 01 02 03 403520
GUILFORD MLS INC COM 401794102 66 9150 SH DEFINED 01 02 03 9150
GUILFORD PHARMACEUTICALS INC COM 401829106 92 5400 SH DEFINED 01 02 03 5400
GUITAR CTR MGMT INC COM 402040109 52 5200 SH DEFINED 01 02 03 5200
GYMBOREE CORP COM 403777105 52 9300 SH DEFINED 01 02 03 9300
HCC INS HLDGS INC COM 404132102 140 10600 SH DEFINED 01 02 03 10600
HNC SOFTWARE INC COM 40425P107 677 6400 SH DEFINED 01 02 03 6400
HSBC HLDGS PLC SPON ADR NEW 404280406 505 7080 SH DEFINED 01 02 03 7080
HSB GROUP INC COM 40428N109 2287 67649 SH DEFINED 01 02 03 67649
HS RES INC COM 404297103 7 400 SH DEFINED 01 02 03 400
HA-LO INDS INC COM 404429102 81 10737 SH DEFINED 01 02 03 10737
HADCO CORP COM 404681108 189 3700 SH DEFINED 01 02 03 3700
HAEMONETICS CORP COM 405024100 167 7000 SH DEFINED 01 02 03 7000
HAIN FOOD GROUP INC COM 405219106 47 2100 SH DEFINED 01 02 03 2100
HALLIBURTON CO COM 406216101 9883 245541 SH DEFINED 01 02 03 245541
HAMILTON BANCORP INC FLA COM 407013101 30 1700 SH DEFINED 01 02 03 1700
HANCOCK HLDG CO COM 410120109 101 2605 SH DEFINED 01 02 03 2605
HANDLEMAN CO DEL COM 410252100 123 9200 SH DEFINED 01 02 03 9200
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 48 4800 SH DEFINED 01 02 03 4800
HANNA M A CO COM 410522106 651 59536 SH DEFINED 01 02 03 59536
HANNAFORD BROS CO COM 410550107 2807 40500 SH DEFINED 01 02 03 40500
HANOVER COMPRESSOR CO COM 410768105 1310 34700 SH DEFINED 01 02 03 34700
HANOVER DIRECT INC COM 410783104 82 22700 SH DEFINED 01 02 03 22700
HARBINGER CORP COM 41145C103 261 8200 SH DEFINED 01 02 03 8200
HARCOURT GEN INC COM 41163G101 1549 38488 SH DEFINED 01 02 03 38488
HARBOR FLA BANCSHARES INC COM 411901101 76 5900 SH DEFINED 01 02 03 5900
HARKEN ENERGY CORP COM 412552101 28 36900 SH DEFINED 01 02 03 36900
HARLAND JOHN H CO COM 412693103 150 8200 SH DEFINED 01 02 03 8200
HARLEY DAVIDSON INC COM 412822108 10089 157490 SH DEFINED 01 02 03 157490
HARLEYSVILLE GROUP INC COM 412824104 50 3500 SH DEFINED 01 02 03 3500
HARLEYSVILLE NATL CORP PA COM 412850109 94 2883 SH DEFINED 01 02 03 2883
HARMAN INTL INDS INC COM 413086109 246 4375 SH DEFINED 01 02 03 4375
HARMON INDS INC NEW COM 413136102 67 5500 SH DEFINED 01 02 03 5500
HARMONIC INC COM 413160102 2288 24100 SH DEFINED 01 02 03 24100
HARRAHS ENTMT INC COM 413619107 1553 58739 SH DEFINED 01 02 03 58739
HARRIS CORP DEL COM 413875105 2031 76100 SH DEFINED 01 02 03 76100
HARRIS FINL INC COM 414541102 35 4700 SH DEFINED 01 02 03 4700
HARSCO CORP COM 415864107 1644 51792 SH DEFINED 01 02 03 51792
HARTE-HANKS INC COM 416196103 1429 65700 SH DEFINED 01 02 03 65700
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HARTFORD FINL SVCS GROUP INC COM 416515104 5259 111006 SH DEFINED 01 02 03 111006
HARTFORD LIFE INC CL A 416592103 79 1800 SH DEFINED 01 02 03 1800
HASBRO INC COM 418056107 1844 96711 SH DEFINED 01 02 03 96711
HAVERTY FURNITURE INC COM 419596101 98 7800 SH DEFINED 01 02 03 7800
HAWAIIAN ELEC INDUSTRIES COM 419870100 1140 39466 SH DEFINED 01 02 03 39466
HAYES LEMMERZ INTL INC COM 420781106 108 6200 SH DEFINED 01 02 03 6200
HEALTH CARE PPTY INVS INC COM 421915109 310 12992 SH DEFINED 01 02 03 12992
HEALTHSOUTH CORP COM 421924101 949 176568 SH DEFINED 01 02 03 176568
HEALTH MGMT ASSOC INC NEW CL A 421933102 3872 289500 SH DEFINED 01 02 03 289500
HEALTHCARE RLTY TR COM 421946104 164 10495 SH DEFINED 01 02 03 10495
HEALTH CARE REIT INC COM 42217K106 112 7400 SH DEFINED 01 02 03 7400
HEALTHEON WEBMD CORP COM 422209106 59 1572 SH DEFINED 01 02 03 1572
HEARTLAND EXPRESS INC COM 422347104 131 8332 SH DEFINED 01 02 03 8332
HEICO CORP NEW COM 422806109 55 2500 SH DEFINED 01 02 03 2500
HEILIG MEYERS CO COM 422893107 203 73659 SH DEFINED 01 02 03 73659
HEINZ H J CO COM 423074103 7289 183084 SH DEFINED 01 02 03 183084
HELIX TECHNOLOGY CORP COM 423319102 211 4700 SH DEFINED 01 02 03 4700
HELLER FINANCIAL INC CL A 423328103 127 6343 SH DEFINED 01 02 03 6343
HELMERICH & PAYNE INC COM 423452101 3035 139150 SH DEFINED 01 02 03 139150
HENRY JACK & ASSOC INC COM 426281101 180 3350 SH DEFINED 01 02 03 3350
HERBALIFE INTL INC CL A 426908208 50 3500 SH DEFINED 01 02 03 3500
HERCULES INC COM 427056106 1353 48553 SH DEFINED 01 02 03 48553
HERSHEY FOODS CORP COM 427866108 3339 70294 SH DEFINED 01 02 03 70294
HERTZ CORP CL A 428040109 431 8600 SH DEFINED 01 02 03 8600
HEWLETT PACKARD CO COM 428236103 64809 568808 SH DEFINED 01 02 03 568808
HEXCEL CORP NEW COM 428291108 35 6209 SH DEFINED 01 02 03 6209
HI / FN INC COM 428358105 93 2400 SH DEFINED 01 02 03 2400
HIBERNIA CORP CL A 428656102 1630 153400 SH DEFINED 01 02 03 153400
HILLENBRAND INDS INC COM 431573104 1987 62700 SH DEFINED 01 02 03 62700
HILTON HOTELS CORP COM 432848109 1622 168550 SH DEFINED 01 02 03 168550
HITACHI LIMITED ADR 10 COM 433578507 817 5050 SH DEFINED 01 02 03 5050
HISPANIC BROADCASTING CORP CL A 43357B104 4795 52000 SH DEFINED 01 02 03 52000
HOLLYWOOD ENTMT CORP COM 436141105 125 8600 SH DEFINED 01 02 03 8600
HOLLYWOOD PK INC NEW COM 436255103 144 6400 SH DEFINED 01 02 03 6400
HOME DEPOT INC COM 437076102 112216 1636700 SH DEFINED 01 02 03 1636700
HOME PPTYS N Y INC COM 437306103 198 7200 SH DEFINED 01 02 03 7200
HOMEBASE INC COM 43738E108 48 15700 SH DEFINED 01 02 03 15700
HOMESTAKE MNG CO COM 437614100 1431 183121 SH DEFINED 01 02 03 183121
HON INDS INC COM 438092108 1267 57750 SH DEFINED 01 02 03 57750
HONEYWELL INTL INC COM 438516106 20950 363156 SH DEFINED 01 02 03 363156
HOOPER HOLMES INC COM 439104100 144 5600 SH DEFINED 01 02 03 5600
HORACE MANN EDUCATORS CORP NEW COM 440327104 1114 56750 SH DEFINED 01 02 03 56750
HORMEL FOODS CORP COM 440452100 2970 73100 SH DEFINED 01 02 03 73100
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 202 10600 SH DEFINED 01 02 03 10600
HOUGHTON MIFFLIN CO COM 441560109 1254 29732 SH DEFINED 01 02 03 29732
HOUSEHOLD INTL INC COM 441815107 9790 262827 SH DEFINED 01 02 03 262827
HOUSTON EXPL CO COM 442120101 85 4300 SH DEFINED 01 02 03 4300
HOWMET INTERNATIONAL COM 443208103 469 25950 SH DEFINED 01 02 03 25950
HUB GROUP INC CL A 443320106 42 2100 SH DEFINED 01 02 03 2100
HUBBELL INC CL B 443510201 1730 63470 SH DEFINED 01 02 03 63470
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HUDSON RIV BANCORP INC COM 444128102 2 200 SH DEFINED 01 02 03 200
HUDSON UNITED BANCORP COM 444165104 388 15180 SH DEFINED 01 02 03 15180
HUGHES SUPPLY INC COM 444482103 134 6200 SH DEFINED 01 02 03 6200
HUMANA INC COM 444859102 627 76569 SH DEFINED 01 02 03 76569
HUMAN GENOME SCIENCES INC COM 444903108 1877 12300 SH DEFINED 01 02 03 12300
HUNT J B TRANS SVCS INC COM 445658107 588 42500 SH DEFINED 01 02 03 42500
HUNTINGTON BANCSHARES INC COM 446150104 2723 114038 SH DEFINED 01 02 03 114038
HUSSMANN INTL INC COM 448110106 203 13500 SH DEFINED 01 02 03 13500
HUTCHINSON TECHNOLOGY INC COM 448407106 115 5400 SH DEFINED 01 02 03 5400
HUTTIG BLDG PRODS INC COM 448451104 0 1 SH DEFINED 01 02 03 1
ICN PHARMACEUTICALS INC NEW COM 448924100 1898 75000 SH DEFINED 01 02 03 75000
IDT CORP COM 448947101 94 5000 SH DEFINED 01 02 03 5000
HYPERCOM CORP COM 44913M105 66 6600 SH DEFINED 01 02 03 6600
HYPERION SOLUTIONS CORP COM 44914M104 331 7610 SH DEFINED 01 02 03 7610
IBP INC COM 449223106 2493 138500 SH DEFINED 01 02 03 138500
ICG COMMUNICATIONS INC COM 449246107 218 11600 SH DEFINED 01 02 03 11600
IDEC PHARMACEUTICALS CORP COM 449370105 1385 14100 SH DEFINED 01 02 03 14100
IDG BOOKS WORLDWIDE INC CL A 449384106 34 2900 SH DEFINED 01 02 03 2900
IDX SYS CORP COM 449491109 150 4800 SH DEFINED 01 02 03 4800
IGEN INC COM 449536101 74 2500 SH DEFINED 01 02 03 2500
IHOP CORP COM 449623107 100 6000 SH DEFINED 01 02 03 6000
IMC GLOBAL INC COM 449669100 1851 113046 SH DEFINED 01 02 03 113046
IMCO RECYCLING INC COM 449681105 61 4800 SH DEFINED 01 02 03 4800
IPC COMMUNICATIONS INC COM NEW 44980K206 163 2300 SH DEFINED 01 02 03 2300
IMS HEALTH INC COM 449934108 4815 177106 SH DEFINED 01 02 03 177106
IRI INTL CORP COM 45004F107 1 200 SH DEFINED 01 02 03 200
IRT PPTY CO COM 450058102 78 10000 SH DEFINED 01 02 03 10000
ISS GROUP INC COM 450306105 370 5200 SH DEFINED 01 02 03 5200
ITC DELTACOM INC COM 45031T104 332 12000 SH DEFINED 01 02 03 12000
ITI TECHNOLOGIES INC COM 450564109 9 300 SH DEFINED 01 02 03 300
ITT EDUCATIONAL SERVICES INC COM 45068B109 83 5375 SH DEFINED 01 02 03 5375
ITT INDS INC IND COM 450911102 1595 47700 SH DEFINED 01 02 03 47700
IDACORP INC COM 451107106 1507 56223 SH DEFINED 01 02 03 56223
IDEX CORP COM 45167R104 235 7750 SH DEFINED 01 02 03 7750
IDEXX LABS INC COM 45168D104 253 15700 SH DEFINED 01 02 03 15700
IKON OFFICE SOLUTIONS INC COM 451713101 465 68206 SH DEFINED 01 02 03 68206
IDENTIX INC COM 451906101 81 8900 SH DEFINED 01 02 03 8900
ILEX ONCOLOGY INC COM 451923106 41 1700 SH DEFINED 01 02 03 1700
ILLINOIS TOOL WKS INC COM 452308109 21133 312799 SH DEFINED 01 02 03 312799
ILLINOVA CORP COM 452317100 2325 66900 SH DEFINED 01 02 03 66900
ILLUMINET HLDGS INC COM 452334105 63 1150 SH DEFINED 01 02 03 1150
IMATION CORP COM 45245A107 2672 79600 SH DEFINED 01 02 03 79600
IMCLONE SYS INC COM 45245W109 250 6300 SH DEFINED 01 02 03 6300
IMPERIAL BANCORP COM 452556103 399 16524 SH DEFINED 01 02 03 16524
IMPERIAL CHEM INDS PLC ADR NEW 452704505 255 6000 SH DEFINED 01 02 03 6000
IMPERIAL CR INDS INC COM 452729106 55 8734 SH DEFINED 01 02 03 8734
IMPERIAL CREDIT COMM MRTG INVS COM 45272T102 98 8600 SH DEFINED 01 02 03 8600
IN FOCUS SYS INC COM 452919103 155 6700 SH DEFINED 01 02 03 6700
IMPERIAL SUGAR CO NEW COM 453096109 2 700 SH DEFINED 01 02 03 700
IMRGLOBAL CORPORATION COM 45321W106 50 4000 SH DEFINED 01 02 03 4000
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INACOM CORP COM 45323G109 84 11424 SH DEFINED 01 02 03 11424
INCO LTD COM 453258402 2390 101707 SH DEFINED 01 02 03 101707
INCYTE PHARMACEUTICALS INC COM 45337C102 354 5900 SH DEFINED 01 02 03 5900
INDEPENDENCE CMNTY BK CORP COM 453414104 253 20200 SH DEFINED 01 02 03 20200
INDEPENDENT BANK CORP MASS COM 453836108 4 300 SH DEFINED 01 02 03 300
INDEPENDENT BANK CORP MICH COM 453838104 47 3200 SH DEFINED 01 02 03 3200
INDIANA ENERGY INC COM 454707100 2378 133958 SH DEFINED 01 02 03 133958
INDYMAC MTG HLDGS INC COM 456607100 646 50650 SH DEFINED 01 02 03 50650
INFINITY BROADCASTING CP NEW CL A 45662S102 498 13750 SH DEFINED 01 02 03 13750
INET TECHNOLOGIES INC COM 45662V105 210 3000 SH DEFINED 01 02 03 3000
INFOCURE CORP COM 45665A108 209 6700 SH DEFINED 01 02 03 6700
INFORMATICA CORP COM 45666Q102 138 1300 SH DEFINED 01 02 03 1300
INFORMIX CORP COM 456779107 2785 244800 SH DEFINED 01 02 03 244800
INFOSPACE COM INC COM 45678T102 899 4200 SH DEFINED 01 02 03 4200
INFOUSA INC NEW COM 456818301 67 4800 SH DEFINED 01 02 03 4800
INGERSOLL-RAND CO COM 456866102 4308 78234 SH DEFINED 01 02 03 78234
INFORMATION RES INC COM 456905108 75 8100 SH DEFINED 01 02 03 8100
INGLES MKTS INC CL A 457030104 91 8200 SH DEFINED 01 02 03 8200
INHALE THERAPEUTIC SYS INC COM 457191104 179 4200 SH DEFINED 01 02 03 4200
INKTOMI CORP COM 457277101 408 2300 SH DEFINED 01 02 03 2300
INNOVEX INC COM 457647105 62 6600 SH DEFINED 01 02 03 6600
INPUT/OUTPUT INC COM 457652105 68 13400 SH DEFINED 01 02 03 13400
INSIGHT ENTERPRISES INC COM 45765U103 207 5100 SH DEFINED 01 02 03 5100
INSITUFORM TECHNOLOGIES INC CL A 457667103 212 7500 SH DEFINED 01 02 03 7500
INSIGNIA FINL GROUP INC NEW COM 45767A105 47 5400 SH DEFINED 01 02 03 5400
INSIGHT COMMUNICATIONS INC CL A 45768V108 176 5950 SH DEFINED 01 02 03 5950
INNKEEPERS USA TR COM 4576J0104 43 5300 SH DEFINED 01 02 03 5300
INSPIRE INS SOLUTIONS INC COM 457732105 14 3000 SH DEFINED 01 02 03 3000
INTEGRATED DEVICE TECHNOLOGY COM 458118106 3580 123438 SH DEFINED 01 02 03 123438
INTEGRATED ELECTRICAL SVC COM 45811E103 68 6800 SH DEFINED 01 02 03 6800
INTEGRATED HEALTH SVCS INC COM 45812C106 1 10900 SH DEFINED 01 02 03 10900
INTEGRATED SYS INC COM 45812M104 262 7800 SH DEFINED 01 02 03 7800
INTEL CORP COM 458140100 228718 2778654 SH DEFINED 01 02 03 2778654
INTER TEL INC COM 458372109 135 5400 SH DEFINED 01 02 03 5400
INTERFACE INC CL A 458665106 74 12900 SH DEFINED 01 02 03 12900
INTERDIGITAL COMMUNICATIONS CP COM 45866A105 953 12700 SH DEFINED 01 02 03 12700
INTERGRAPH CORP COM 458683109 56 12000 SH DEFINED 01 02 03 12000
INTERIM SVCS INC COM 45868P100 768 31040 SH DEFINED 01 02 03 31040
INTERLEAF INC COM NEW 458729209 24 700 SH DEFINED 01 02 03 700
INTERMEDIA COMMUNICATIONS INC COM 458801107 479 12333 SH DEFINED 01 02 03 12333
INTERMET CORP COM 45881K104 77 6600 SH DEFINED 01 02 03 6600
INTERNATIONAL BANCSHARES CORP COM 459044103 139 3150 SH DEFINED 01 02 03 3150
INTERNATIONAL BUSINESS MACHS COM 459200101 129513 1199198 SH DEFINED 01 02 03 1199198
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 1815 48071 SH DEFINED 01 02 03 48071
INTERNATIONAL HOME FOODS INC COM 459655106 71 4100 SH DEFINED 01 02 03 4100
INTERNATIONAL GAME TECHNOLOGY COM 459902102 1751 86202 SH DEFINED 01 02 03 86202
INTERNATIONAL MULTIFOODS CORP COM 460043102 301 22712 SH DEFINED 01 02 03 22712
INTL PAPER CO COM 460146103 10685 189331 SH DEFINED 01 02 03 189331
INTERNATIONAL RECTIFIER CORP COM 460254105 411 15800 SH DEFINED 01 02 03 15800
INTERNATIONAL SPEEDWAY CORP CL A 460335201 2564 50900 SH DEFINED 01 02 03 50900
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INTL SPECIALTY PRODS INC NEW COM 460337108 2 200 SH DEFINED 01 02 03 200
INTERNET CAP GROUP INC COM 46059C106 51685 304030 SH DEFINED 01 02 03 304030
INTERPOOL INC COM 46062R108 28 3800 SH DEFINED 01 02 03 3800
INTERPUBLIC GROUP COS INC COM 460690100 8096 140340 SH DEFINED 01 02 03 140340
INTERSTATE BAKERIES CORP DEL COM 46072H108 1216 67100 SH DEFINED 01 02 03 67100
INTERWEST BANCORP INC COM 460931108 81 4200 SH DEFINED 01 02 03 4200
INTERTAN INC COM 461120107 78 2975 SH DEFINED 01 02 03 2975
INTERVOICE-BRITE INC COM 461142101 121 5100 SH DEFINED 01 02 03 5100
INTEVAC INC COM 461148108 3 900 SH DEFINED 01 02 03 900
INTERVU INC COM 46114R106 168 1600 SH DEFINED 01 02 03 1600
INTIMATE BRANDS INC CL A 461156101 56 1300 SH DEFINED 01 02 03 1300
INTRAWARE INC COM 46118M103 419 5300 SH DEFINED 01 02 03 5300
INTUIT COM 461202103 112362 1874650 SH DEFINED 01 02 03 1874650
INVACARE CORP COM 461203101 276 13750 SH DEFINED 01 02 03 13750
INVESTMENT TECHNOLOGY GRP NEW COM 46145F105 854 29700 SH DEFINED 01 02 03 29700
INVITROGEN CORP COM 46185R100 210 3500 SH DEFINED 01 02 03 3500
INVESTORS FINL SERVICES CORP COM 461915100 290 6298 SH DEFINED 01 02 03 6298
IOMEGA CORP COM 462030107 229 67900 SH DEFINED 01 02 03 67900
IONICS INC COM 462218108 127 4500 SH DEFINED 01 02 03 4500
IPALCO ENTERPRISES INC COM 462613100 1400 82028 SH DEFINED 01 02 03 82028
IRON MTN INC DEL COM 46284P104 240 6100 SH DEFINED 01 02 03 6100
IRWIN FINL CORP COM 464119106 55 3100 SH DEFINED 01 02 03 3100
ISIS PHARMACEUTICALS INC COM 464330109 50 8000 SH DEFINED 01 02 03 8000
ISPAT INTL N V NY REG SH CL A 464899103 337 20900 SH DEFINED 01 02 03 20900
IT GROUP INC COM 465266104 28 3100 SH DEFINED 01 02 03 3100
ITO YOKADO LTD ADR NEW 465714301 1067 10200 SH DEFINED 01 02 03 10200
IVAX CORP COM 465823102 2602 101036 SH DEFINED 01 02 03 101036
IVEX PACKAGING CORP DEL COM 465855104 38 3800 SH DEFINED 01 02 03 3800
IVILLAGE INC COM 46588H105 53 2600 SH DEFINED 01 02 03 2600
JDN RLTY CORP COM 465917102 145 9000 SH DEFINED 01 02 03 9000
J & J SNACK FOODS CORP COM 466032109 90 4400 SH DEFINED 01 02 03 4400
JDS UNIPHASE CORP COM 46612J101 10614 65800 SH DEFINED 01 02 03 65800
JDA SOFTWARE GROUP INC COM 46612K108 107 6550 SH DEFINED 01 02 03 6550
JLG INDS INC COM 466210101 176 11100 SH DEFINED 01 02 03 11100
JLK DIRECT DISTRIBUTION INC CL A 46621C105 46 4500 SH DEFINED 01 02 03 4500
JNI CORP COM 46622G105 79 1200 SH DEFINED 01 02 03 1200
JP REALTY INC COM 46624A106 56 3600 SH DEFINED 01 02 03 3600
JSB FINANCIAL INC COM 46624M100 140 2700 SH DEFINED 01 02 03 2700
JABIL CIRCUIT INC COM 466313103 6628 90800 SH DEFINED 01 02 03 90800
JACK IN THE BOX INC COM 466367109 211 10200 SH DEFINED 01 02 03 10200
JACOBS ENGR GROUP INC DEL COM 469814107 990 30468 SH DEFINED 01 02 03 30468
JAKKS PAC INC COM 47012E106 81 4350 SH DEFINED 01 02 03 4350
JEFFERIES GROUP INC NEW COM 472319102 125 5700 SH DEFINED 01 02 03 5700
JEFFERSON PILOT CORP COM 475070108 3365 49308 SH DEFINED 01 02 03 49308
JO-ANN STORES INC CL A 47758P109 60 5300 SH DEFINED 01 02 03 5300
JOHNSON & JOHNSON COM 478160104 95373 1024137 SH DEFINED 01 02 03 1024137
JOHNSON CTLS INC COM 478366107 2217 38987 SH DEFINED 01 02 03 38987
JONES APPAREL GROUP INC COM 480074103 3275 120731 SH DEFINED 01 02 03 120731
JONES INTERCABLE INC CL A 480206200 88 1275 SH DEFINED 01 02 03 1275
JONES LANG LASALLE INC COM 48020Q107 97 8200 SH DEFINED 01 02 03 8200
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
JONES PHARMA INC COM 480236108 397 9150 SH DEFINED 01 02 03 9150
JOSTENS INC COM 481088102 580 23864 SH DEFINED 01 02 03 23864
JOURNAL REGISTER CO COM 481138105 153 9900 SH DEFINED 01 02 03 9900
JUNO LTG INC COM NEW 482047206 0 15 SH DEFINED 01 02 03 15
JUNO ONLINE SVCS INC COM 482048105 126 3500 SH DEFINED 01 02 03 3500
JUST FOR FEET INC COM 48213P106 13 12350 SH DEFINED 01 02 03 12350
JUSTIN INDS INC COM 482171105 65 4400 SH DEFINED 01 02 03 4400
KLA-TENCORP CORP COM 482480100 36525 327950 SH DEFINED 01 02 03 327950
K MART CORP COM 482584109 2372 235776 SH DEFINED 01 02 03 235776
K V PHARMACEUTICAL CO CL B CONV 482740107 2 100 SH DEFINED 01 02 03 100
KAISER ALUMINUM CORP COM 483007100 56 7300 SH DEFINED 01 02 03 7300
KAMAN CORP CL A 483548103 84 6500 SH DEFINED 01 02 03 6500
KANSAS CITY LIFE INS CO COM 484836101 61 1800 SH DEFINED 01 02 03 1800
KANSAS CITY PWR & LT CO COM 485134100 1313 59519 SH DEFINED 01 02 03 59519
KANSAS CITY SOUTHN INDS INC COM 485170104 4612 61800 SH DEFINED 01 02 03 61800
KAUFMAN & BROAD HOME CORP COM 486168107 833 34456 SH DEFINED 01 02 03 34456
KAYDON CORP COM 486587108 1009 37642 SH DEFINED 01 02 03 37642
KEANE INC COM 486665102 2711 85400 SH DEFINED 01 02 03 85400
KEEBLER FOODS CO COM 487256109 114 4050 SH DEFINED 01 02 03 4050
KELLOGG CO COM 487836108 6955 225720 SH DEFINED 01 02 03 225720
KELLSTROM INDS INC COM 488035106 1 100 SH DEFINED 01 02 03 100
KELLWOOD CO COM 488044108 120 6150 SH DEFINED 01 02 03 6150
KELLY SVCS INC CL A 488152208 937 37303 SH DEFINED 01 02 03 37303
KEMET CORP COM 488360108 460 10200 SH DEFINED 01 02 03 10200
KENNAMETAL INC COM 489170100 1291 38406 SH DEFINED 01 02 03 38406
KENT ELECTRS CORP COM 490553104 309 13600 SH DEFINED 01 02 03 13600
KERR MCGEE CORP COM 492386107 2455 39602 SH DEFINED 01 02 03 39602
KEY ENERGY SVCS INC COM 492914106 104 20000 SH DEFINED 01 02 03 20000
KEYCORP NEW COM 493267108 4529 204720 SH DEFINED 01 02 03 204720
KEYSPAN CORP COM 49337W100 2975 128305 SH DEFINED 01 02 03 128305
KEYSTONE AUTOMOTIVE INDS INC COM 49338N109 26 4500 SH DEFINED 01 02 03 4500
KEYSTONE FINANCIAL INC COM 493482103 982 46600 SH DEFINED 01 02 03 46600
KIMBALL INTL INC CL B 494274103 139 8400 SH DEFINED 01 02 03 8400
KILROY RLTY CORP COM 49427F108 161 7300 SH DEFINED 01 02 03 7300
KIMBERLY CLARK CORP COM 494368103 20228 310003 SH DEFINED 01 02 03 310003
KINDER MORGAN INC KANS COM 49455P101 2949 146100 SH DEFINED 01 02 03 146100
KING PHARMACEUTICALS INC COM 495582108 395 7050 SH DEFINED 01 02 03 7050
KIRBY CORP COM 497266106 177 8612 SH DEFINED 01 02 03 8612
KNIGHT RIDDER INC COM 499040103 2594 43596 SH DEFINED 01 02 03 43596
KNIGHT TRANSN INC COM 499064103 76 4450 SH DEFINED 01 02 03 4450
KNIGHT/TRIMARK GROUP INC CL A 499067106 161 3500 SH DEFINED 01 02 03 3500
KOGER EQUITY INC COM 500228101 125 7400 SH DEFINED 01 02 03 7400
KOHLS CORP COM 500255104 5822 80656 SH DEFINED 01 02 03 80656
KOMAG INC COM 500453105 47 15100 SH DEFINED 01 02 03 15100
KONOVER PPTY TR INC COM 50047R100 3 400 SH DEFINED 01 02 03 400
KOPIN CORP COM 500600101 176 4200 SH DEFINED 01 02 03 4200
KOREA ELECTRIC PWR SPONSORED ADR 500631106 161 9600 SH DEFINED 01 02 03 9600
KOREA TELECOM SPONSORED ADR 50063P103 292 3900 SH DEFINED 01 02 03 3900
KORN FERRY INTL COM NEW 500643200 244 6700 SH DEFINED 01 02 03 6700
KROGER CO COM 501044101 7972 422376 SH DEFINED 01 02 03 422376
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KROLL O GARA CO COM 501050108 43 2600 SH DEFINED 01 02 03 2600
KRONOS INC COM 501052104 189 3150 SH DEFINED 01 02 03 3150
KUBOTA CORP ADR 501173207 105 1350 SH DEFINED 01 02 03 1350
KULICKE & SOFFA INDS INC COM 501242101 272 6400 SH DEFINED 01 02 03 6400
LG&E ENERGY CORP COM 501917108 2255 129342 SH DEFINED 01 02 03 129342
LTV CORP NEW COM 501921100 109 26500 SH DEFINED 01 02 03 26500
LNR PPTY CORP COM 501940100 153 7700 SH DEFINED 01 02 03 7700
LSI LOGIC CORP COM 502161102 5027 74476 SH DEFINED 01 02 03 74476
LTC PPTYS INC COM 502175102 53 6300 SH DEFINED 01 02 03 6300
LTC HEALTHCARE INC COM 50217R104 1 600 SH DEFINED 01 02 03 600
LTX CORP COM 502392103 322 14400 SH DEFINED 01 02 03 14400
L-3 COMMUNICATIONS HLDGS INC COM 502424104 348 8350 SH DEFINED 01 02 03 8350
LA Z BOY INC COM 505336107 230 13700 SH DEFINED 01 02 03 13700
LABOR READY INC COM NEW 505401208 107 8850 SH DEFINED 01 02 03 8850
LABORATORY CORP AMER HLDGS COM 50540R102 74 20000 SH DEFINED 01 02 03 20000
LACLEDE GAS CO COM 505588103 102 4700 SH DEFINED 01 02 03 4700
LAM RESEARCH CORP COM 512807108 1791 16050 SH DEFINED 01 02 03 16050
LANCASTER COLONY CORP COM 513847103 1322 39901 SH DEFINED 01 02 03 39901
LANCE INC COM 514606102 352 35171 SH DEFINED 01 02 03 35171
LANDAUER INC COM 51476K103 42 1900 SH DEFINED 01 02 03 1900
LANDAMERICA FINL GROUP INC COM 514936103 81 4400 SH DEFINED 01 02 03 4400
LANDS END INC COM 515086106 1165 33524 SH DEFINED 01 02 03 33524
LANDRYS SEAFOOD RESTAURANTS COM 51508L103 103 11800 SH DEFINED 01 02 03 11800
LANDSTAR SYS INC COM 515098101 141 3300 SH DEFINED 01 02 03 3300
LASERSIGHT INC COM 517924106 58 5800 SH DEFINED 01 02 03 5800
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 2 200 SH DEFINED 01 02 03 200
LASER VISION CTRS INC COM 51807H100 50 4700 SH DEFINED 01 02 03 4700
LASON INC COM 51808R107 43 3900 SH DEFINED 01 02 03 3900
LATITUDE COMMUNICATIONS INC COM 518292107 99 3800 SH DEFINED 01 02 03 3800
LATTICE SEMICONDUCTOR CORP COM 518415104 528 11200 SH DEFINED 01 02 03 11200
LAWSON PRODS INC COM 520776105 46 2000 SH DEFINED 01 02 03 2000
LEAP WIRELESS INTL INC COM 521863100 204 2600 SH DEFINED 01 02 03 2600
LEAR CORP COM 521865105 2477 77400 SH DEFINED 01 02 03 77400
LEARN2 COM INC COM 522002104 39 11900 SH DEFINED 01 02 03 11900
LEARNING TREE INTL INC COM 522015106 162 5800 SH DEFINED 01 02 03 5800
LEE ENTERPRISES INC COM 523768109 1808 56600 SH DEFINED 01 02 03 56600
LEGATO SYS INC COM 524651106 5601 81400 SH DEFINED 01 02 03 81400
LEGGETT & PLATT INC COM 524660107 1925 89800 SH DEFINED 01 02 03 89800
LEGG MASON INC COM 524901105 2632 72600 SH DEFINED 01 02 03 72600
LEHMAN BROS HLDGS INC COM 524908100 11793 139254 SH DEFINED 01 02 03 139254
LENNAR CORP COM 526057104 206 12700 SH DEFINED 01 02 03 12700
LEUCADIA NATL CORP COM 527288104 1015 43900 SH DEFINED 01 02 03 43900
LEVEL 3 COMMUNICATIONS INC COM 52729N100 1032 12600 SH DEFINED 01 02 03 12600
LEXINGTON CORP PPTYS TR COM 529043101 4 400 SH DEFINED 01 02 03 400
LEXMARK INTL GROUP INC CL A 529771107 6647 73450 SH DEFINED 01 02 03 73450
LIBBEY INC COM 529898108 181 6300 SH DEFINED 01 02 03 6300
LIBERATE TECHNOLOGIES COM 530129105 610 2375 SH DEFINED 01 02 03 2375
LIBERTY CORP S C COM 530370105 129 3047 SH DEFINED 01 02 03 3047
LIBERTY FINL COS INC COM 530512102 34 1500 SH DEFINED 01 02 03 1500
LIFEPOINT HOSPITALS INC COM 53219L109 52 4400 SH DEFINED 01 02 03 4400
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LIGAND PHARMACEUTICALS INC CL B 53220K207 314 24358 SH DEFINED 01 02 03 24358
LILLY ELI & CO COM 532457108 40274 605628 SH DEFINED 01 02 03 605628
LILLY INDS INC CL A 532491107 87 6450 SH DEFINED 01 02 03 6450
LIMITED INC COM 532716107 4424 102142 SH DEFINED 01 02 03 102142
LINCARE HLDGS INC COM 532791100 1793 51700 SH DEFINED 01 02 03 51700
LINCOLN ELEC HLDGS INC COM 533900106 202 9800 SH DEFINED 01 02 03 9800
LINCOLN NATL CORP IND COM 534187109 4005 100130 SH DEFINED 01 02 03 100130
LINDSAY MFG CO COM 535555106 69 3800 SH DEFINED 01 02 03 3800
LINEAR TECHNOLOGY CORP COM 535678106 10570 147708 SH DEFINED 01 02 03 147708
LINENS N THINGS INC COM 535679104 95 3200 SH DEFINED 01 02 03 3200
LIPOSOME CO INC COM 536310105 118 9700 SH DEFINED 01 02 03 9700
LITHIA MTRS INC CL A 536797103 73 4100 SH DEFINED 01 02 03 4100
LITTELFUSE INC COM 537008104 129 5300 SH DEFINED 01 02 03 5300
LITTON INDS INC COM 538021106 2175 43600 SH DEFINED 01 02 03 43600
LIZ CLAIBORNE INC COM 539320101 1016 27010 SH DEFINED 01 02 03 27010
LOCAL FINL CORP COM 539553107 59 5700 SH DEFINED 01 02 03 5700
LOCKHEED MARTIN CORP COM 539830109 5134 234718 SH DEFINED 01 02 03 234718
LODGIAN INC COM 54021P106 2 400 SH DEFINED 01 02 03 400
LOEWS CINEPLEX ENTMT CORP COM 540423100 1 200 SH DEFINED 01 02 03 200
LOEWS CORP COM 540424108 2942 48481 SH DEFINED 01 02 03 48481
LONE STAR STEAKHOUSE SALOON COM 542307103 373 41800 SH DEFINED 01 02 03 41800
LONE STAR TECHNOLOGIES INC COM 542312103 241 8650 SH DEFINED 01 02 03 8650
LONGS DRUG STORES CORP COM 543162101 465 17997 SH DEFINED 01 02 03 17997
LONGVIEW FIBRE CO COM 543213102 900 63139 SH DEFINED 01 02 03 63139
LOUIS DREYFUS NAT GAS CORP COM 546011107 98 5400 SH DEFINED 01 02 03 5400
LOUISIANA PAC CORP COM 546347105 693 48643 SH DEFINED 01 02 03 48643
LOWES COS INC COM 548661107 12168 203650 SH DEFINED 01 02 03 203650
LUBRIZOL CORP COM 549271104 2265 73369 SH DEFINED 01 02 03 73369
LUBYS INC COM 549282101 73 6400 SH DEFINED 01 02 03 6400
LUCENT TECHNOLOGIES INC COM 549463107 189188 2528827 SH DEFINED 01 02 03 2528827
LYCOS INC COM 550818108 318 4000 SH DEFINED 01 02 03 4000
LYDALL INC DEL COM 550819106 44 6600 SH DEFINED 01 02 03 6600
LYONDELL CHEMICAL CO COM 552078107 1509 118378 SH DEFINED 01 02 03 118378
MAF BANCORP INC COM 55261R108 222 10598 SH DEFINED 01 02 03 10598
MBIA INC COM 55262C100 2405 45544 SH DEFINED 01 02 03 45544
MBNA CORP COM 55262L100 11994 440165 SH DEFINED 01 02 03 440165
M D C HLDGS INC COM 552676108 96 6100 SH DEFINED 01 02 03 6100
MCN ENERGY GROUP INC COM 55267J100 2521 106168 SH DEFINED 01 02 03 106168
MCI WORLDCOM INC COM 55268B106 226772 4273683 SH DEFINED 01 02 03 4273683
MDU RES GROUP INC COM 552690109 402 20075 SH DEFINED 01 02 03 20075
MEMC ELECTR MATLS INC COM 552715104 96 7800 SH DEFINED 01 02 03 7800
MGC COMMUNICATIONS INC COM 552763302 178 3500 SH DEFINED 01 02 03 3500
MGIC INVT CORP WIS COM 552848103 3136 52106 SH DEFINED 01 02 03 52106
MGI PPTYS INC COM 552885105 20 3800 SH DEFINED 01 02 03 3800
MGM GRAND INC COM 552953101 6 121 SH DEFINED 01 02 03 121
MKS INSTRUMENT INC COM 55306N104 388 10750 SH DEFINED 01 02 03 10750
MMI COS INC COM 553087107 76 8800 SH DEFINED 01 02 03 8800
MMC NETWORKS INC COM 55308N102 261 7600 SH DEFINED 01 02 03 7600
MRV COMMUNICATIONS INC COM 553477100 409 6500 SH DEFINED 01 02 03 6500
MSC INDL DIRECT INC CL A 553530106 90 6800 SH DEFINED 01 02 03 6800
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
M S CARRIERS INC COM 553533100 62 2600 SH DEFINED 01 02 03 2600
MTS SYS CORP COM 553777103 50 6400 SH DEFINED 01 02 03 6400
MTI TECHNOLOGY CORP COM 553903105 266 7200 SH DEFINED 01 02 03 7200
MACDERMID INC COM 554273102 156 3800 SH DEFINED 01 02 03 3800
MACERICH CO COM 554382101 162 7800 SH DEFINED 01 02 03 7800
MACROVISION CORP COM 555904101 296 4000 SH DEFINED 01 02 03 4000
MACROMEDIA INC COM 556100105 22 300 SH DEFINED 01 02 03 300
MADDEN STEVEN LTD COM 556269108 226 11875 SH DEFINED 01 02 03 11875
MADISON GAS & ELEC CO COM 557497104 85 4225 SH DEFINED 01 02 03 4225
MAGELLAN HEALTH SVCS INC COM 559079108 54 8500 SH DEFINED 01 02 03 8500
MAGNETEK INC COM 559424106 240 31221 SH DEFINED 01 02 03 31221
MAIL-WELL INC COM 560321200 134 9900 SH DEFINED 01 02 03 9900
MAKER COMMUNICATIONS INC COM 560875106 98 2300 SH DEFINED 01 02 03 2300
MAKITA CORP ADR NEW 560877300 138 16000 SH DEFINED 01 02 03 16000
MALLINCKRODT INC NEW COM 561232109 1009 31722 SH DEFINED 01 02 03 31722
MANAGEMENT NETWORK GROUP INC COM 561693102 65 2000 SH DEFINED 01 02 03 2000
MANDALAY RESORT GROUP MANDALAY 562567107 1745 86725 SH DEFINED 01 02 03 86725
MANITOWOC INC COM 563571108 221 6512 SH DEFINED 01 02 03 6512
MANNATECH INC COM 563771104 25 4800 SH DEFINED 01 02 03 4800
MANOR CARE INC NEW COM 564055101 1072 67000 SH DEFINED 01 02 03 67000
MANPOWER INC COM 56418H100 2844 75600 SH DEFINED 01 02 03 75600
MANUFACTURED HOME CMNTYS INC COM 564682102 139 5700 SH DEFINED 01 02 03 5700
MAPICS INC COM 564910107 111 8800 SH DEFINED 01 02 03 8800
MANUGISTICS GROUP INC COM 565011103 375 11600 SH DEFINED 01 02 03 11600
MAPQUEST COM INC COM 565644101 93 4100 SH DEFINED 01 02 03 4100
MARCUS CORP COM 566330106 88 6539 SH DEFINED 01 02 03 6539
MARINE DRILLING COS INC COM PAR $0.01 568240204 471 21000 SH DEFINED 01 02 03 21000
MARK IV INDS INC COM 570387100 1020 57645 SH DEFINED 01 02 03 57645
MARKEL CORP COM 570535104 163 1050 SH DEFINED 01 02 03 1050
MARKETING SVCS GROUP INC COM 570907105 44 2600 SH DEFINED 01 02 03 2600
MARSH & MCLENNAN COS INC COM 571748102 41493 433626 SH DEFINED 01 02 03 433626
MARSHALL & ILSLEY CORP COM 571834100 6404 101948 SH DEFINED 01 02 03 101948
MARRIOTT INTL INC NEW CL A 571903202 3767 119338 SH DEFINED 01 02 03 119338
MARTIN MARIETTA MATLS INC COM 573284106 1833 44700 SH DEFINED 01 02 03 44700
MARVEL ENTERPRISES INC COM 57383M108 34 6100 SH DEFINED 01 02 03 6100
MASCO CORP COM 574599106 5860 230934 SH DEFINED 01 02 03 230934
MASCOTECH INC COM 574670105 122 9600 SH DEFINED 01 02 03 9600
MASTEC INC COM 576323109 287 6450 SH DEFINED 01 02 03 6450
MASTECH CORP COM 57632N105 218 8800 SH DEFINED 01 02 03 8800
MATRIA HEALTHCARE INC COM 576817100 2 600 SH DEFINED 01 02 03 600
MATSUSHITA ELEC INDL ADR 576879209 1172 4200 SH DEFINED 01 02 03 4200
MATTEL INC COM 577081102 2833 215850 SH DEFINED 01 02 03 215850
MATTHEWS INTL CORP CL A 577128101 110 4000 SH DEFINED 01 02 03 4000
MAXTOR CORP COM NEW 577729205 68 9400 SH DEFINED 01 02 03 9400
MAXIM INTEGRATED PRODS INC COM 57772K101 88948 1885000 SH DEFINED 01 02 03 1885000
MAXWELL TECHNOLOGIES INC COM 577767106 41 4100 SH DEFINED 01 02 03 4100
MAY DEPT STORES CO COM 577778103 4928 152801 SH DEFINED 01 02 03 152801
MAXXAM INC COM 577913106 339 7900 SH DEFINED 01 02 03 7900
MAVERICK TUBE CORP COM 577914104 106 4300 SH DEFINED 01 02 03 4300
MAXIMUS INC COM 577933104 54 1600 SH DEFINED 01 02 03 1600
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MAYTAG CORP COM 578592107 2267 47229 SH DEFINED 01 02 03 47229
MCCLATCHY CO CL A 579489105 143 3300 SH DEFINED 01 02 03 3300
MCCORMICK & CO INC COM NON VTG 579780206 2052 68978 SH DEFINED 01 02 03 68978
MCDERMOTT INTL INC COM 580037109 246 27181 SH DEFINED 01 02 03 27181
MCDONALDS CORP COM 580135101 44163 1095522 SH DEFINED 01 02 03 1095522
MCGRATH RENTCORP COM 580589109 98 5600 SH DEFINED 01 02 03 5600
MCGRAW HILL COS INC COM 580645109 6616 107356 SH DEFINED 01 02 03 107356
MCKESSON HBOC INC COM 58155Q103 2908 128907 SH DEFINED 01 02 03 128907
MCMORAN EXPLORATION CO COM 582411104 135 6400 SH DEFINED 01 02 03 6400
MEAD CORP COM 582834107 4169 95968 SH DEFINED 01 02 03 95968
MEDALLION FINL CORP COM 583928106 95 5300 SH DEFINED 01 02 03 5300
MEDIA GEN INC CL A 584404107 2429 46718 SH DEFINED 01 02 03 46718
MEDIAONE GROUP INC COM 58440J104 24820 323122 SH DEFINED 01 02 03 323122
MEDIA METRIX INC COM 58440X103 172 4800 SH DEFINED 01 02 03 4800
MEDIAPLEX INC COM 58446B105 94 1500 SH DEFINED 01 02 03 1500
MEDICAL ASSURN INC COM 58449U100 131 6170 SH DEFINED 01 02 03 6170
MEDICAL MANAGER CORP NEW COM 58461U103 5 62 SH DEFINED 01 02 03 62
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 300 7050 SH DEFINED 01 02 03 7050
MEDIMMUNE INC COM 584699102 11136 67135 SH DEFINED 01 02 03 67135
MEDICONSULT COM INC COM 58469J100 29 4700 SH DEFINED 01 02 03 4700
MEDQUIST INC COM 584949101 506 19600 SH DEFINED 01 02 03 19600
MEDTRONIC INC COM 585055106 22996 631114 SH DEFINED 01 02 03 631114
MELLON FINL CORP COM 58551A108 8445 247926 SH DEFINED 01 02 03 247926
MEMBERWORKS INC COM 586002107 106 3200 SH DEFINED 01 02 03 3200
MENS WEARHOUSE INC COM 587118100 181 6169 SH DEFINED 01 02 03 6169
MENTOR CORP MINN COM 587188103 165 6400 SH DEFINED 01 02 03 6400
MENTOR GRAPHICS CORP COM 587200106 1033 78307 SH DEFINED 01 02 03 78307
MERCANTILE BANKSHARES CORP COM 587405101 2106 65934 SH DEFINED 01 02 03 65934
MERCHANTS N Y BANCORP INC COM 589167105 17 1000 SH DEFINED 01 02 03 1000
MERCK & CO INC COM 589331107 105345 1570848 SH DEFINED 01 02 03 1570848
MERCURY INTERACTIVE CORP COM 589405109 1079 10000 SH DEFINED 01 02 03 10000
MEREDITH CORP COM 589433101 984 23602 SH DEFINED 01 02 03 23602
MERISEL INC COM 589849108 45 34600 SH DEFINED 01 02 03 34600
MERISTAR HOSPITALITY CORP COM 58984Y103 206 12880 SH DEFINED 01 02 03 12880
MERITOR AUTOMOTIVE INC COM 59000G100 1333 68800 SH DEFINED 01 02 03 68800
MERRILL LYNCH & CO INC COM 590188108 26808 321048 SH DEFINED 01 02 03 321048
MESA AIR GROUP INC COM 590479101 33 7000 SH DEFINED 01 02 03 7000
MESABA HLDGS INC COM 59066B102 21 1850 SH DEFINED 01 02 03 1850
MESSAGEMEDIA INC COM 590787107 70 5000 SH DEFINED 01 02 03 5000
MESTEK INC COM 590829107 79 3900 SH DEFINED 01 02 03 3900
METALS USA INC COM 591324108 79 9300 SH DEFINED 01 02 03 9300
METAMOR WORLDWIDE INC COM 59133P100 242 8300 SH DEFINED 01 02 03 8300
METASOLV SOFTWARE INC COM 591393103 49 600 SH DEFINED 01 02 03 600
METHODE ELECTRS INC CL A 591520200 288 8950 SH DEFINED 01 02 03 8950
METRICOM INC COM 591596101 259 3300 SH DEFINED 01 02 03 3300
METRIS COS INC COM 591598107 455 12744 SH DEFINED 01 02 03 12744
METRO GOLDWYN MAYER INC COM 591610100 29 1250 SH DEFINED 01 02 03 1250
METRO INFORMATION SERVICES INC COM 59162P104 101 4200 SH DEFINED 01 02 03 4200
METROMEDIA FIBER NETWORK INC CL A 591689104 483 10085 SH DEFINED 01 02 03 10085
METROMEDIA INTL GROUP INC COM 591695101 68 14285 SH DEFINED 01 02 03 14285
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
METTLER TOLEDO INTERNATIONAL COM 592688105 370 9700 SH DEFINED 01 02 03 9700
MICHAEL FOOD INC NEW COM 594079105 101 4100 SH DEFINED 01 02 03 4100
MICHAELS STORES INC COM 594087108 318 11150 SH DEFINED 01 02 03 11150
MICREL INC COM 594793101 399 7000 SH DEFINED 01 02 03 7000
MICROS SYS INC COM 594901100 296 4000 SH DEFINED 01 02 03 4000
MICROSOFT CORP COM 594918104 501598 4296344 SH DEFINED 01 02 03 4296344
MICROSTRATEGY INC CL A 594972101 2625 12500 SH DEFINED 01 02 03 12500
MICROCHIP TECHNOLOGY INC COM 595017104 3473 50750 SH DEFINED 01 02 03 50750
MICRO WHSE INC COM 59501B105 812 43900 SH DEFINED 01 02 03 43900
MICROMUSE INC COM 595094103 357 2100 SH DEFINED 01 02 03 2100
MICRON ELECTRONICS INC COM 595100108 141 12700 SH DEFINED 01 02 03 12700
MICRON TECHNOLOGY INC COM 595112103 11202 144078 SH DEFINED 01 02 03 144078
MID-AMER APT CMNTYS INC COM 59522J103 120 5300 SH DEFINED 01 02 03 5300
MID ATLANTIC MED SVCS INC COM 59523C107 116 14000 SH DEFINED 01 02 03 14000
MID-STATE BANCSHARES COM 595440108 6 200 SH DEFINED 01 02 03 200
MIDAS GROUP INC COM 595626102 94 4300 SH DEFINED 01 02 03 4300
MIDAMERICAN ENERGY HLDGS NEW COM 59562V107 1930 57300 SH DEFINED 01 02 03 57300
MID AMER BANCORP COM 595915109 18 618 SH DEFINED 01 02 03 618
MIDLAND CO COM 597486109 56 2700 SH DEFINED 01 02 03 2700
MIDWEST EXPRESS HLDGS INC COM 597911106 241 7550 SH DEFINED 01 02 03 7550
MIDWAY GAMES INC COM 598148104 171 7146 SH DEFINED 01 02 03 7146
MIDWEST BANC HOLDINGS INC COM 598251106 63 4600 SH DEFINED 01 02 03 4600
MIKASA INC COM 59862T109 4 400 SH DEFINED 01 02 03 400
MILACRON INC COM 598709103 410 26644 SH DEFINED 01 02 03 26644
MILLENNIUM PHARMACEUTICALS INC COM 599902103 6698 54900 SH DEFINED 01 02 03 54900
MILLER HERMAN INC COM 600544100 1761 76556 SH DEFINED 01 02 03 76556
MILLER INDS INC TENN COM 600551105 44 15350 SH DEFINED 01 02 03 15350
MILLIPORE CORP COM 601073109 800 20701 SH DEFINED 01 02 03 20701
MILLS CORP COM 601148109 98 5500 SH DEFINED 01 02 03 5500
MINE SAFETY APPLIANCES CO COM 602720104 53 825 SH DEFINED 01 02 03 825
MINERALS TECHNOLOGIES INC COM 603158106 1014 25300 SH DEFINED 01 02 03 25300
MINIMED INC COM 60365K108 2183 29800 SH DEFINED 01 02 03 29800
MINNESOTA MNG & MFG CO COM 604059105 17994 183843 SH DEFINED 01 02 03 183843
MINNESOTA PWR INC COM 604110106 1191 70336 SH DEFINED 01 02 03 70336
MIPS TECHNOLOGIES INC CL A 604567107 5591 107525 SH DEFINED 01 02 03 107525
MIRAGE RESORTS INC COM 60462E104 1395 91100 SH DEFINED 01 02 03 91100
MISSION CRITICAL SOFTWARE INC COM 605047109 257 3675 SH DEFINED 01 02 03 3675
MISSISSIPPI CHEM CORP COM NEW 605288208 44 7104 SH DEFINED 01 02 03 7104
MISSISSIPPI VY BANCSHARES INC COM 605720101 65 2400 SH DEFINED 01 02 03 2400
MITCHELL ENERGY & DEV CORP CL A 606592202 126 5700 SH DEFINED 01 02 03 5700
MODEM MEDIA POPPE TYSON INC CL A 607533106 155 2200 SH DEFINED 01 02 03 2200
MODINE MFG CO COM 607828100 853 34128 SH DEFINED 01 02 03 34128
MODIS PROFESSIONAL SVCS INC COM 607830106 1310 91900 SH DEFINED 01 02 03 91900
MOHAWK INDS INC COM 608190104 1530 58000 SH DEFINED 01 02 03 58000
MOLECULAR DEVICES CORP COM 60851C107 73 1400 SH DEFINED 01 02 03 1400
MOLEX INC COM 608554101 5164 91100 SH DEFINED 01 02 03 91100
MONACO COACH CORP COM 60886R103 114 4450 SH DEFINED 01 02 03 4450
MONDAVI ROBERT CORP CL A 609200100 279 8025 SH DEFINED 01 02 03 8025
MONSANTO CO COM 611662107 16420 460908 SH DEFINED 01 02 03 460908
MONTANA POWER CO COM 612085100 3805 105514 SH DEFINED 01 02 03 105514
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MONY GROUP INC COM 615337102 432 14800 SH DEFINED 01 02 03 14800
MOOG INC CL A 615394202 73 2700 SH DEFINED 01 02 03 2700
MORGAN J P & CO INC COM 616880100 12160 96034 SH DEFINED 01 02 03 96034
MORGAN KEEGAN INC COM 617410105 127 7550 SH DEFINED 01 02 03 7550
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 57833 405133 SH DEFINED 01 02 03 405133
MORRISON KNUDSEN CORP NEW COM 61844A109 53 6722 SH DEFINED 01 02 03 6722
MOTOROLA INC COM 620076109 82775 562140 SH DEFINED 01 02 03 562140
MOVADO GROUP INC COM 624580106 94 4300 SH DEFINED 01 02 03 4300
MPATH INTERACTIVE INC COM 62473C101 3 100 SH DEFINED 01 02 03 100
MUELLER INDS INC COM 624756102 529 14600 SH DEFINED 01 02 03 14600
MULTEX COM INC COM 625367107 139 3700 SH DEFINED 01 02 03 3700
MURPHY OIL CORP COM 626717102 2470 43046 SH DEFINED 01 02 03 43046
MUSICLAND STORES CORP COM 62758B109 68 8000 SH DEFINED 01 02 03 8000
MYERS INDS INC COM 628464109 88 5562 SH DEFINED 01 02 03 5562
MYLAN LABS INC COM 628530107 3117 123734 SH DEFINED 01 02 03 123734
NBT BANCORP INC COM 628778102 99 6419 SH DEFINED 01 02 03 6419
NBTY INC COM 628782104 194 16800 SH DEFINED 01 02 03 16800
NCH CORP COM 628850109 283 6355 SH DEFINED 01 02 03 6355
NCI BUILDING SYS INC COM 628852105 102 5500 SH DEFINED 01 02 03 5500
NCO GROUP INC COM 628858102 834 27700 SH DEFINED 01 02 03 27700
NCR CORP NEW COM 62886E108 4298 113473 SH DEFINED 01 02 03 113473
NCS HEALTHCARE INC CL A 628874109 22 9000 SH DEFINED 01 02 03 9000
NFO WORLDWIDE INC COM 62910N108 168 7500 SH DEFINED 01 02 03 7500
NL INDS INC COM NEW 629156407 87 5800 SH DEFINED 01 02 03 5800
NPC INTERNATIONAL INC COM 629360306 43 5500 SH DEFINED 01 02 03 5500
NUI CORP COM 629430109 53 2000 SH DEFINED 01 02 03 2000
NVR INC COM 62944T105 119 2500 SH DEFINED 01 02 03 2500
NABISCO HLDGS CORP CL A 629526104 66 2100 SH DEFINED 01 02 03 2100
NABISCO GROUP HLDG CORP COM 62952P102 1773 166850 SH DEFINED 01 02 03 166850
NABORS INDS INC COM 629568106 4473 144586 SH DEFINED 01 02 03 144586
NACCO INDS INC CL A 629579103 307 5534 SH DEFINED 01 02 03 5534
NATIONAL AUSTRALIA BK LTD SPONSORED ADR 632525408 711 9319 SH DEFINED 01 02 03 9319
NATIONAL BANCORP ALASKA COM 632587101 121 4300 SH DEFINED 01 02 03 4300
NATIONAL CITY BANCSHARES INC COM 635313109 128 5099 SH DEFINED 01 02 03 5099
NATIONAL CITY CORP COM 635405103 6682 282094 SH DEFINED 01 02 03 282094
NATIONAL COMM BANCORP COM 635449101 2475 109100 SH DEFINED 01 02 03 109100
NATIONAL COMPUTER SYS INC COM 635519101 372 9900 SH DEFINED 01 02 03 9900
NATIONAL DISC BROKERS GROUP COM 635646102 79 3000 SH DEFINED 01 02 03 3000
NATIONAL EQUIP SVCS INC COM 635847106 1 200 SH DEFINED 01 02 03 200
NATIONAL FUEL GAS CO N J COM 636180101 4694 100947 SH DEFINED 01 02 03 100947
NATIONAL GOLF PPTYS INC COM 63623G109 85 4300 SH DEFINED 01 02 03 4300
NATIONAL HEALTH INVS INC COM 63633D104 91 6100 SH DEFINED 01 02 03 6100
NATIONAL INFO CONSORTIUM INC COM 636491102 235 7350 SH DEFINED 01 02 03 7350
NATIONAL INSTRS CORP COM 636518102 227 5925 SH DEFINED 01 02 03 5925
NATIONAL-OILWELL INC COM 637071101 323 20600 SH DEFINED 01 02 03 20600
NATIONAL PENN BANCSHARES INC COM 637138108 105 4175 SH DEFINED 01 02 03 4175
NATIONAL PRESTO INDS INC COM 637215104 135 3800 SH DEFINED 01 02 03 3800
NATIONAL PROCESSING INC COM 637229105 2 200 SH DEFINED 01 02 03 200
NATIONAL R V HLDGS INC COM 637277104 73 3800 SH DEFINED 01 02 03 3800
NATIONAL SEMICONDUCTOR CORP COM 637640103 4657 108788 SH DEFINED 01 02 03 108788
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NATIONAL SVC INDS INC COM 637657107 1316 44610 SH DEFINED 01 02 03 44610
NATIONAL STL CORP CL B 637844309 45 6000 SH DEFINED 01 02 03 6000
NATIONAL WESTN LIFE INS CO CL A 638522102 34 500 SH DEFINED 01 02 03 500
NATIONSRENT INC COM 638588103 2 400 SH DEFINED 01 02 03 400
NATIONWIDE HEALTH PPTYS INC COM 638620104 168 12200 SH DEFINED 01 02 03 12200
NATURES SUNSHINE PRODUCTS INC COM 639027101 59 7330 SH DEFINED 01 02 03 7330
NAUTICA ENTERPRISES INC COM 639089101 97 8600 SH DEFINED 01 02 03 8600
NAVARRE CORP COM 639208107 32 5500 SH DEFINED 01 02 03 5500
NAVISTAR INTL CORP NEW COM 63934E108 1613 34037 SH DEFINED 01 02 03 34037
NAVIGANT CONSULTING INC COM 63935N107 527 48500 SH DEFINED 01 02 03 48500
NEIMAN MARCUS GROUP INC CL A 640204202 1310 46900 SH DEFINED 01 02 03 46900
NEOMAGIC CORP COM 640497103 42 3800 SH DEFINED 01 02 03 3800
NETWORK EVENT THEATER INC COM 640924106 128 4300 SH DEFINED 01 02 03 4300
NETBANK INC COM 640933107 83 4500 SH DEFINED 01 02 03 4500
NETWORKS ASSOCS INC COM 640938106 4303 161250 SH DEFINED 01 02 03 161250
NET PERCEPTIONS INC COM 64107U101 319 7600 SH DEFINED 01 02 03 7600
NET2PHONE COM 64108N106 169 3675 SH DEFINED 01 02 03 3675
NETOPIA INC COM 64114K104 141 2600 SH DEFINED 01 02 03 2600
NETRATINGS INC COM 64116M108 85 1775 SH DEFINED 01 02 03 1775
NETWORK EQUIP TECHNOLOGIES COM 641208103 91 7700 SH DEFINED 01 02 03 7700
NETWORK APPLIANCE INC COM 64120L104 5673 68300 SH DEFINED 01 02 03 68300
NETWORK SOLUTIONS INC DEL COM 64121Q102 348 1600 SH DEFINED 01 02 03 1600
NETZERO INC COM 64122R109 96 3550 SH DEFINED 01 02 03 3550
NEUROGEN CORP COM 64124E106 56 3400 SH DEFINED 01 02 03 3400
NEW CENTURY FINANCIAL CORP COM 64352D101 76 4800 SH DEFINED 01 02 03 4800
NEW CENTURY ENERGIES INC COM 64352U103 2909 95779 SH DEFINED 01 02 03 95779
NEW ENGLAND BUSINESS SVC INC COM 643872104 103 4200 SH DEFINED 01 02 03 4200
NEW ENGLAND ELEC SYS COM 644001109 2925 56517 SH DEFINED 01 02 03 56517
NEW JERSEY RES COM 646025106 180 4600 SH DEFINED 01 02 03 4600
NEW YORK TIMES CO CL A 650111107 4412 89808 SH DEFINED 01 02 03 89808
NEWBRIDGE NETWORKS CORP COM 650901101 187 8300 SH DEFINED 01 02 03 8300
NEWELL RUBBERMAID INC COM 651229106 4652 160403 SH DEFINED 01 02 03 160403
NEWFIELD EXPL CO COM 651290108 249 9300 SH DEFINED 01 02 03 9300
NEWMONT MINING CORP COM 651639106 2170 88554 SH DEFINED 01 02 03 88554
NEWPARK RES INC COM PAR $.01NEW 651718504 107 17400 SH DEFINED 01 02 03 17400
NEWPORT NEWS SHIPBUILDING INC COM 652228107 1103 40100 SH DEFINED 01 02 03 40100
NEWS CORP LTD ADR NEW 652487703 67 1750 SH DEFINED 01 02 03 1750
NEWS CORP LTD ADR NEW 652487703 861 22500 SH DEFINED 01 02 03 22500
NEWS CORP LTD SP ADR PFD 652487802 271 8100 SH DEFINED 01 02 03 8100
NIAGARA BANCORP INC COM 652914102 2 200 SH DEFINED 01 02 03 200
NEXTCARD INC COM 65332K107 64 2200 SH DEFINED 01 02 03 2200
NEXTEL COMMUNICATIONS INC CL A 65332V103 20202 195903 SH DEFINED 01 02 03 195903
NEXTLINK COMMUNICATIONS INC CL A 65333H707 17651 212500 SH DEFINED 01 02 03 212500
NIAGARA MOHAWK HLDGS INC COM 653520106 1769 126900 SH DEFINED 01 02 03 126900
NICOR INC COM 654086107 703 21640 SH DEFINED 01 02 03 21640
NIKE INC CL B 654106103 7565 152634 SH DEFINED 01 02 03 152634
99 CENTS ONLY STORES COM 65440K106 38 1000 SH DEFINED 01 02 03 1000
NISOURCE INC COM 65473P105 2139 119644 SH DEFINED 01 02 03 119644
NOBLE AFFILIATES INC COM 654894104 1169 54535 SH DEFINED 01 02 03 54535
NOKIA CORP SPONSORED ADR 654902204 123519 650100 SH DEFINED 01 02 03 650100
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NOBLE DRILLING CORP COM 655042109 5351 163400 SH DEFINED 01 02 03 163400
NORDSON CORP COM 655663102 937 19414 SH DEFINED 01 02 03 19414
NORDSTROM INC COM 655664100 1659 63366 SH DEFINED 01 02 03 63366
NORFOLK SOUTHERN CORP COM 655844108 4420 215605 SH DEFINED 01 02 03 215605
NORTEK INC COM 656559101 8 300 SH DEFINED 01 02 03 300
NORTEL NETWORKS CORP COM 656569100 139905 1385196 SH DEFINED 01 02 03 1385196
NORTH FORK BANCORPORATION NY COM 659424105 2185 124850 SH DEFINED 01 02 03 124850
NORTH PITTSBURGH SYS INC COM 661562108 30 2000 SH DEFINED 01 02 03 2000
NORTHEAST OPTIC NETWORK INC COM 664334109 194 3100 SH DEFINED 01 02 03 3100
NORTHEAST UTILS COM 664397106 2744 133433 SH DEFINED 01 02 03 133433
NORTHN STS PWR CO MINN COM 665772109 1774 90968 SH DEFINED 01 02 03 90968
NORTHERN TR CORP COM 665859104 5401 101900 SH DEFINED 01 02 03 101900
NORTHROP GRUMMAN CORP COM 666807102 3819 70632 SH DEFINED 01 02 03 70632
NORTHWEST BANCORP INC PA COM 667328108 86 12400 SH DEFINED 01 02 03 12400
NORTHWEST NAT GAS CO COM 667655104 147 6700 SH DEFINED 01 02 03 6700
NORTHWESTERN CORP COM 668074107 208 9450 SH DEFINED 01 02 03 9450
NOVA CORP GA COM 669784100 2225 70500 SH DEFINED 01 02 03 70500
NOVELL INC COM 670006105 117297 2946234 SH DEFINED 01 02 03 2946234
NOVELLUS SYS INC COM 670008101 4724 38550 SH DEFINED 01 02 03 38550
NSTAR COM 67019E107 2533 62531 SH DEFINED 01 02 03 62531
NUCOR CORP COM 670346105 4438 80967 SH DEFINED 01 02 03 80967
NUEVO ENERGY CO COM 670509108 200 10650 SH DEFINED 01 02 03 10650
NVIDIA CORP COM 67066G104 291 6200 SH DEFINED 01 02 03 6200
O CHARLEYS INC COM 670823103 34 2600 SH DEFINED 01 02 03 2600
OEA INC COM 670826106 30 6100 SH DEFINED 01 02 03 6100
OGE ENERGY CORP COM 670837103 2318 121999 SH DEFINED 01 02 03 121999
OM GROUP INC COM 670872100 220 6400 SH DEFINED 01 02 03 6400
OAK INDS INC COM NEW 671400505 439 4140 SH DEFINED 01 02 03 4140
OAKLEY INC COM 673662102 42 7500 SH DEFINED 01 02 03 7500
OAKWOOD HOMES CORP COM 674098108 52 16300 SH DEFINED 01 02 03 16300
OCCIDENTAL PETE CORP DEL COM 674599105 8587 397107 SH DEFINED 01 02 03 397107
OCEAN ENERGY INC TEX COM 67481E106 1319 170202 SH DEFINED 01 02 03 170202
OCEANEERING INTL INC COM 675232102 102 6800 SH DEFINED 01 02 03 6800
OCEANFIRST FINL CORP COM 675234108 68 3900 SH DEFINED 01 02 03 3900
OCTEL CORP COM 675727101 3 300 SH DEFINED 01 02 03 300
OCULAR SCIENCES INC COM 675744106 28 1475 SH DEFINED 01 02 03 1475
OCWEN FINL CORP COM 675746101 3 500 SH DEFINED 01 02 03 500
OFFICE DEPOT INC COM 676220106 1695 155000 SH DEFINED 01 02 03 155000
OFFICEMAX INC COM 67622M108 760 138100 SH DEFINED 01 02 03 138100
OFFSHORE LOGISTICS INC COM 676255102 60 6400 SH DEFINED 01 02 03 6400
OGDEN CORP COM 676346109 684 57300 SH DEFINED 01 02 03 57300
OHIO CAS CORP COM 677240103 1193 74300 SH DEFINED 01 02 03 74300
OLD KENT FINL CORP COM 679833103 1905 53850 SH DEFINED 01 02 03 53850
OLD REP INTL CORP COM 680223104 1646 120800 SH DEFINED 01 02 03 120800
OLIN CORP COM PAR $1 680665205 1202 60692 SH DEFINED 01 02 03 60692
OLSTEN CORP COM 681385100 1089 96250 SH DEFINED 01 02 03 96250
OMNICARE INC COM 681904108 1250 104200 SH DEFINED 01 02 03 104200
OMNICOM GROUP INC COM 681919106 9010 90100 SH DEFINED 01 02 03 90100
OMEGA HEALTHCARE INVS INC COM 681936100 105 8286 SH DEFINED 01 02 03 8286
OMEGA FINL CORP COM 682092101 78 2700 SH DEFINED 01 02 03 2700
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OMNOVA SOLUTIONS INC COM 682129101 69 8900 SH DEFINED 01 02 03 8900
OMNIPOINT CORP COM 68212D102 1110 9200 SH DEFINED 01 02 03 9200
ON ASSIGNMENT INC COM 682159108 87 2900 SH DEFINED 01 02 03 2900
ON COMMAND CORP COM 682160106 4 200 SH DEFINED 01 02 03 200
ONE VALLEY BANCORP INC COM 682419106 284 9258 SH DEFINED 01 02 03 9258
ONEIDA LTD COM 682505102 103 4750 SH DEFINED 01 02 03 4750
ONEMAIN COM INC COM 68267P109 45 3000 SH DEFINED 01 02 03 3000
ONEOK INC NEW COM 682680103 3007 119686 SH DEFINED 01 02 03 119686
ONHEALTH NETWORK CO COM 68272W107 54 6000 SH DEFINED 01 02 03 6000
ONYX SOFTWARE CORP COM 683402101 137 3700 SH DEFINED 01 02 03 3700
OPEN MKT INC COM 68370M100 320 7100 SH DEFINED 01 02 03 7100
OPTICAL CABLE CORP COM 683827109 48 2400 SH DEFINED 01 02 03 2400
OPTICAL COATING LAB INC COM 683829105 829 2800 SH DEFINED 01 02 03 2800
ORACLE CORP COM 68389X105 255350 2278635 SH DEFINED 01 02 03 2278635
ORBITAL SCIENCES CORP COM 685564106 150 8100 SH DEFINED 01 02 03 8100
ORGANOGENESIS INC COM 685906109 75 8618 SH DEFINED 01 02 03 8618
OREGON STL MLS INC COM 686079104 251 31623 SH DEFINED 01 02 03 31623
O REILLY AUTOMOTIVE INC COM 686091109 133 6200 SH DEFINED 01 02 03 6200
ORIENTAL FINL GROUP INC COM 68618W100 63 2866 SH DEFINED 01 02 03 2866
ORTHODONTIC CTRS AMER INC COM 68750P103 121 10100 SH DEFINED 01 02 03 10100
OSHKOSH B GOSH INC CL A 688222207 103 4900 SH DEFINED 01 02 03 4900
OSHKOSH TRUCK CORP COM 688239201 31 1050 SH DEFINED 01 02 03 1050
OSTEOTECH INC COM 688582105 31 2300 SH DEFINED 01 02 03 2300
OTTER TAIL PWR CO COM 689648103 119 3175 SH DEFINED 01 02 03 3175
OUTBACK STEAKHOUSE INC COM 689899102 1861 71750 SH DEFINED 01 02 03 71750
OVERSEAS SHIPHOLDING GROUP INC COM 690368105 594 40071 SH DEFINED 01 02 03 40071
OWENS & MINOR INC NEW COM 690732102 80 8950 SH DEFINED 01 02 03 8950
OWENS CORNING COM 69073F103 485 25100 SH DEFINED 01 02 03 25100
OWENS ILL INC COM NEW 690768403 2145 85600 SH DEFINED 01 02 03 85600
OXFORD HEALTH PLANS INC COM 691471106 990 78000 SH DEFINED 01 02 03 78000
OXFORD INDS INC COM 691497309 34 1700 SH DEFINED 01 02 03 1700
PC-TEL INC COM 69325Q105 118 2250 SH DEFINED 01 02 03 2250
P-COM INC COM 693262107 143 16200 SH DEFINED 01 02 03 16200
PECO ENERGY CO COM 693304107 3071 88377 SH DEFINED 01 02 03 88377
PG&E CORP COM 69331C108 3598 175535 SH DEFINED 01 02 03 175535
PFF BANCORP INC COM 69331W104 130 6700 SH DEFINED 01 02 03 6700
PE CORP COM PE BIO GRP 69332S102 7996 66462 SH DEFINED 01 02 03 66462
PE CORP CELERA GEN GRP 69332S201 805 5400 SH DEFINED 01 02 03 5400
PICO HLDGS INC COM NEW 693366205 58 4700 SH DEFINED 01 02 03 4700
PLX TECHNOLOGY INC COM 693417107 116 6100 SH DEFINED 01 02 03 6100
PMA CAP CORP CL A 693419202 30 1500 SH DEFINED 01 02 03 1500
PMC-SIERRA INC COM 69344F106 9667 60300 SH DEFINED 01 02 03 60300
PMI GROUP INC COM 69344M101 2485 50900 SH DEFINED 01 02 03 50900
PNC BK CORP COM 693475105 7814 175597 SH DEFINED 01 02 03 175597
P P & L RES INC COM 693499105 1503 65710 SH DEFINED 01 02 03 65710
PPG INDS INC COM 693506107 10907 174335 SH DEFINED 01 02 03 174335
PRI AUTOMATION INC COM 69357H106 302 4500 SH DEFINED 01 02 03 4500
PS BUSINESS PKS INC CALIF COM 69360J107 91 4000 SH DEFINED 01 02 03 4000
PSS WORLD MED INC COM 69366A100 808 85575 SH DEFINED 01 02 03 85575
PACCAR INC COM 693718108 1648 37198 SH DEFINED 01 02 03 37198
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PACIFIC CAP BANCORP NEW COM 69404P101 166 5400 SH DEFINED 01 02 03 5400
PACIFIC CENTY FINL CORP COM 694058108 1606 85943 SH DEFINED 01 02 03 85943
PACIFIC GATEWAY EXCHANGE INC COM 694327107 48 2800 SH DEFINED 01 02 03 2800
PACIFIC GULF PPTYS INC COM 694396102 95 4700 SH DEFINED 01 02 03 4700
PACIFIC SUNWEAR CALIF INC COM 694873100 215 6687 SH DEFINED 01 02 03 6687
PACIFICARE HEALTH SYS DEL COM 695112102 2272 42874 SH DEFINED 01 02 03 42874
PACTIV CORP COM 695257105 832 78351 SH DEFINED 01 02 03 78351
PAGING NETWORK INC COM 695542100 15 17900 SH DEFINED 01 02 03 17900
PAINE WEBBER GROUP INC COM 695629105 2550 65700 SH DEFINED 01 02 03 65700
PAIRGAIN TECHNOLOGIES INC COM 695934109 231 16300 SH DEFINED 01 02 03 16300
PALL CORP COM 696429307 1575 73028 SH DEFINED 01 02 03 73028
PALM HARBOR HOMES COM 696639103 88 4881 SH DEFINED 01 02 03 4881
PANAMSAT CORP NEW COM 697933109 16744 282000 SH DEFINED 01 02 03 282000
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 3 200 SH DEFINED 01 02 03 200
PAPA JOHNS INTL INC COM 698813102 905 34725 SH DEFINED 01 02 03 34725
PARADYNE NETWORKS INC COM 69911G107 49 1800 SH DEFINED 01 02 03 1800
PARAMETRIC TECHNOLOGY CORP COM 699173100 117461 4340356 SH DEFINED 01 02 03 4340356
PAREXEL INTL CORP COM 699462107 76 6400 SH DEFINED 01 02 03 6400
PARK ELECTROCHEMICAL CORP COM 700416209 74 2800 SH DEFINED 01 02 03 2800
PARK NATL CORP COM 700658107 202 2100 SH DEFINED 01 02 03 2100
PARK PL ENTMT CORP COM 700690100 3648 291800 SH DEFINED 01 02 03 291800
PARKER DRILLING CO COM 701081101 56 17700 SH DEFINED 01 02 03 17700
PARKER HANNIFIN CORP COM 701094104 3108 60579 SH DEFINED 01 02 03 60579
PARKWAY PPTYS INC COM 70159Q104 81 2800 SH DEFINED 01 02 03 2800
PATHOGENESIS CORP COM 70321E104 99 4600 SH DEFINED 01 02 03 4600
PATTERSON DENTAL CO COM 703412106 259 6075 SH DEFINED 01 02 03 6075
PATTERSON ENERGY INC COM 703414102 117 9000 SH DEFINED 01 02 03 9000
PAXAR CORP COM 704227107 97 11545 SH DEFINED 01 02 03 11545
PAXSON COMMUNICATIONS CORP COM 704231109 91 7600 SH DEFINED 01 02 03 7600
PAYCHEX INC COM 704326107 6113 152823 SH DEFINED 01 02 03 152823
PAYLESS SHOESOURCE INC COM 704379106 1396 29700 SH DEFINED 01 02 03 29700
PCORDER COM INC CL A 70453H107 247 4850 SH DEFINED 01 02 03 4850
PEDIATRIX MED GROUP COM 705324101 28 4000 SH DEFINED 01 02 03 4000
PEGASYSTEMS INC COM 705573103 56 5000 SH DEFINED 01 02 03 5000
PEGASUS COMMUNICATIONS CORP CL A 705904100 274 2800 SH DEFINED 01 02 03 2800
PEGASUS SYSTEMS INC COM 705906105 133 2200 SH DEFINED 01 02 03 2200
PENN TREATY AMERN CORP COM 707874103 2 100 SH DEFINED 01 02 03 100
PENNEY J C INC COM 708160106 2430 121898 SH DEFINED 01 02 03 121898
PENNSYLVANIA RL ESTATE INVT TR SH BEN INT 709102107 70 4800 SH DEFINED 01 02 03 4800
PENNZOIL-QUAKER STATE COMPANY COM 709323109 1008 98975 SH DEFINED 01 02 03 98975
PENTAIR INC COM 709631105 1774 46076 SH DEFINED 01 02 03 46076
PENTON MEDIA INC COM 709668107 72 3000 SH DEFINED 01 02 03 3000
PEOPLES ENERGY CORP COM 711030106 3771 112574 SH DEFINED 01 02 03 112574
PEOPLES HLDG CO COM 711148106 113 3900 SH DEFINED 01 02 03 3900
PEOPLESOFT INC COM 712713106 3249 152427 SH DEFINED 01 02 03 152427
PEP BOYS MANNY MOE & JACK COM 713278109 332 36382 SH DEFINED 01 02 03 36382
PEPSICO INC COM 713448108 45799 1299261 SH DEFINED 01 02 03 1299261
PER SE TECHNOLOGIES INC COM NEW 713569309 71 8466 SH DEFINED 01 02 03 8466
PEREGRINE SYSTEMS INC COM 71366Q101 512 6200 SH DEFINED 01 02 03 6200
PERFORMANCE FOOD GROUP CO COM 713755106 225 9250 SH DEFINED 01 02 03 9250
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PERKINELMER INC COM 714046109 1328 31858 SH DEFINED 01 02 03 31858
PERRIGO CO COM 714290103 709 88600 SH DEFINED 01 02 03 88600
PERSONNEL GROUP AMER INC COM 715338109 85 8400 SH DEFINED 01 02 03 8400
PERVASIVE SOFTWARE INC COM 715710109 44 2600 SH DEFINED 01 02 03 2600
PETCO ANIMAL SUPPLIES COM 716016100 86 5800 SH DEFINED 01 02 03 5800
PETSMART INC COM 716768106 170 29600 SH DEFINED 01 02 03 29600
PHARMACYCLICS INC COM 716933106 87 2100 SH DEFINED 01 02 03 2100
PHARMACIA & UPJOHN INC COM 716941109 10896 242141 SH DEFINED 01 02 03 242141
PFIZER INC COM 717081103 80044 2467626 SH DEFINED 01 02 03 2467626
PFSWEB INC COM 717098107 16 425 SH DEFINED 01 02 03 425
PHARMACEUTICAL PROD DEV INC COM 717124101 58 4899 SH DEFINED 01 02 03 4899
PHELPS DODGE CORP COM 717265102 3296 49109 SH DEFINED 01 02 03 49109
PHILADELPHIA CONS HLDG CORP COM 717528103 4 300 SH DEFINED 01 02 03 300
PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 194 9400 SH DEFINED 01 02 03 9400
PHILIP MORRIS COS INC COM 718154107 26353 1136529 SH DEFINED 01 02 03 1136529
PHILLIPS PETE CO COM 718507106 9559 203384 SH DEFINED 01 02 03 203384
PHILLIPS VAN HEUSEN CORP COM 718592108 53 6400 SH DEFINED 01 02 03 6400
PHOENIX INVT PARTNERS LTD COM 719085102 114 14000 SH DEFINED 01 02 03 14000
PHOENIX TECHNOLOGY LTD COM 719153108 150 9500 SH DEFINED 01 02 03 9500
PHOTRONICS INC COM 719405102 318 11100 SH DEFINED 01 02 03 11100
PHYCOR INC COM 71940F100 32 17300 SH DEFINED 01 02 03 17300
PICTURETEL CORP COM NEW 720035302 48 11100 SH DEFINED 01 02 03 11100
PIEDMONT NAT GAS INC COM 720186105 248 8200 SH DEFINED 01 02 03 8200
PIER 1 IMPORTS INC COM 720279108 156 24400 SH DEFINED 01 02 03 24400
PILGRIMS PRIDE CORP CL B 721467108 27 3200 SH DEFINED 01 02 03 3200
PILGRIMS PRIDE CORP CL A 721467207 10 1600 SH DEFINED 01 02 03 1600
PILLOWTEX CORP COM 721501104 1 200 SH DEFINED 01 02 03 200
PINNACLE HLDGS INC COM 72346N101 229 5400 SH DEFINED 01 02 03 5400
PINNACLE SYS INC COM 723481107 356 8750 SH DEFINED 01 02 03 8750
PINNACLE WEST CAP CORP COM 723484101 1186 38800 SH DEFINED 01 02 03 38800
PIONEER GROUP INC COM 723684106 106 6700 SH DEFINED 01 02 03 6700
PIONEER NAT RES CO COM 723787107 1152 128900 SH DEFINED 01 02 03 128900
PIONEER STD ELECTRS INC COM 723877106 110 7637 SH DEFINED 01 02 03 7637
PITNEY BOWES INC COM 724479100 7515 155541 SH DEFINED 01 02 03 155541
PITTSTON CO COM BRINKS GRP 725701106 1045 47500 SH DEFINED 01 02 03 47500
PITTSTON CO COM BAX GROUP 725701882 95 8900 SH DEFINED 01 02 03 8900
PITTWAY CORP DEL CL A 725790208 282 6300 SH DEFINED 01 02 03 6300
PLACER DOME INC COM 725906101 1953 181679 SH DEFINED 01 02 03 181679
PLAINS RES INC COM PAR $0.10 726540503 66 5300 SH DEFINED 01 02 03 5300
PLANTRONICS INC NEW COM 727493108 301 4200 SH DEFINED 01 02 03 4200
PLAYERS INTL INC COM 727903106 3 400 SH DEFINED 01 02 03 400
PLAYBOY ENTERPRISES INC CL B 728117300 122 5000 SH DEFINED 01 02 03 5000
PLAYTEX PRODS INC COM 72813P100 135 8800 SH DEFINED 01 02 03 8800
PLEXUS CORP COM 729132100 295 6700 SH DEFINED 01 02 03 6700
POGO PRODUCING CO COM 730448107 205 10000 SH DEFINED 01 02 03 10000
POHANG IRON & STL LTD SPONSORED ADR 730450103 396 11300 SH DEFINED 01 02 03 11300
POLARIS INDS INC COM 731068102 225 6200 SH DEFINED 01 02 03 6200
POLAROID CORP COM 731095105 633 33646 SH DEFINED 01 02 03 33646
POLICY MGMT SYS CORP COM 731108106 1133 44336 SH DEFINED 01 02 03 44336
POLYCOM INC COM 73172K104 2740 43025 SH DEFINED 01 02 03 43025
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
POLYMER GROUP INC COM 731745105 133 7300 SH DEFINED 01 02 03 7300
POTLATCH CORP COM 737628107 1594 35715 SH DEFINED 01 02 03 35715
POTOMAC ELEC PWR CO COM 737679100 3588 156406 SH DEFINED 01 02 03 156406
POWER INTEGRATIONS INC COM 739276103 249 5200 SH DEFINED 01 02 03 5200
POWER-ONE INC COM 739308104 5 100 SH DEFINED 01 02 03 100
POWERWAVE TECHNOLOGIES INC COM 739363109 216 3700 SH DEFINED 01 02 03 3700
POWERTEL INC COM 73936C109 572 5700 SH DEFINED 01 02 03 5700
PREMIER BANCSHARES INC GA COM 739909109 89 6500 SH DEFINED 01 02 03 6500
PRAXAIR INC COM 74005P104 18079 359326 SH DEFINED 01 02 03 359326
PRE PAID LEGAL SVCS INC COM 740065107 118 4900 SH DEFINED 01 02 03 4900
PRECISION CASTPARTS CORP COM 740189105 786 29950 SH DEFINED 01 02 03 29950
PREDICTIVE SYS INC COM 74036W102 97 1475 SH DEFINED 01 02 03 1475
PREMIER NATL BANCORP INC COM 74053F107 4 200 SH DEFINED 01 02 03 200
PREMIER PKS INC COM NEW 740540208 2475 85725 SH DEFINED 01 02 03 85725
PREMIERE TECHNOLOGIES INC COM 74058F102 83 11900 SH DEFINED 01 02 03 11900
PRENTISS PPTYS TR SH BEN INT 740706106 208 9900 SH DEFINED 01 02 03 9900
PRESIDENTIAL LIFE CORP COM 740884101 119 6500 SH DEFINED 01 02 03 6500
PRESSTEK INC COM 741113104 92 6600 SH DEFINED 01 02 03 6600
PREVIEW SYS INC COM 741379101 29 450 SH DEFINED 01 02 03 450
PREVIEW TRAVEL INC COM 74137R101 240 4600 SH DEFINED 01 02 03 4600
PRICE COMMUNICATIONS CORP COM NEW 741437305 248 8905 SH DEFINED 01 02 03 8905
PRICE T ROWE & ASSOCIATES COM 741477103 2785 75400 SH DEFINED 01 02 03 75400
PRICELINE COM INC COM 741503106 313 6600 SH DEFINED 01 02 03 6600
PRIME RETAIL INC COM 741570105 67 11823 SH DEFINED 01 02 03 11823
PRIME RETAIL INC PFD CONV SER B 741570303 9 778 SH DEFINED 01 02 03 778
PRIME GROUP REALTY TRUST SH BEN INT 74158J103 3 200 SH DEFINED 01 02 03 200
PRIMEX TECHNOLOGIES INC COM 741597108 4 200 SH DEFINED 01 02 03 200
PRIMARK CORP COM 741903108 158 5685 SH DEFINED 01 02 03 5685
PRIME HOSPITALITY CORP COM 741917108 123 14000 SH DEFINED 01 02 03 14000
PRIMUS TELECOMMUNICATIONS GRP COM 741929103 214 5600 SH DEFINED 01 02 03 5600
PRIDE INTL INC COM 741932107 205 14000 SH DEFINED 01 02 03 14000
PRISM FINL CORP COM 74264Q108 17 3000 SH DEFINED 01 02 03 3000
PRIORITY HEALTHCARE CORP CL B 74264T102 67 2304 SH DEFINED 01 02 03 2304
PROBUSINESS SERVICES INC COM 742674104 83 2300 SH DEFINED 01 02 03 2300
PRIVATE BUSINESS INC COM 74267D104 27 5700 SH DEFINED 01 02 03 5700
PROCTER & GAMBLE CO COM 742718109 101152 923240 SH DEFINED 01 02 03 923240
PROFESSIONALS GROUP INC COM 742954100 106 4510 SH DEFINED 01 02 03 4510
PROFESSIONAL DETAILING INC COM 74312N107 60 2000 SH DEFINED 01 02 03 2000
PROFIT RECOVERY GROUP INTL INC COM 743168106 173 6500 SH DEFINED 01 02 03 6500
PROGRESS SOFTWARE CORP COM 743312100 298 5250 SH DEFINED 01 02 03 5250
PROGRESSIVE CORP OHIO COM 743315103 2534 34650 SH DEFINED 01 02 03 34650
PROJECT SOFTWARE & DEV INC COM 74339P101 255 4600 SH DEFINED 01 02 03 4600
PROTECTION ONE INC COM 743663304 15 7900 SH DEFINED 01 02 03 7900
PROTECTIVE LIFE CORP COM 743674103 1963 61700 SH DEFINED 01 02 03 61700
PROTEIN DESIGN LABS INC COM 74369L103 441 6300 SH DEFINED 01 02 03 6300
PROVIDENT AMER CORP COM 743832107 113 3200 SH DEFINED 01 02 03 3200
PROVIDENT BANKSHARES CORP COM 743859100 270 15586 SH DEFINED 01 02 03 15586
PROVIDENT FINL GROUP INC COM 743866105 1510 42100 SH DEFINED 01 02 03 42100
PROVINCE HEALTHCARE CO COM 743977100 59 3100 SH DEFINED 01 02 03 3100
PROVIDIAN FINL CORP COM 74406A102 7017 77061 SH DEFINED 01 02 03 77061
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PROXICOM INC COM 744282104 211 1700 SH DEFINED 01 02 03 1700
PROXIM INC COM 744284100 352 3200 SH DEFINED 01 02 03 3200
PROXYMED PHARMACY INC COM 744290107 68 7000 SH DEFINED 01 02 03 7000
PSINET INC COM 74437C101 30688 496974 SH DEFINED 01 02 03 496974
PUBLIC SVC CO N MEX COM 744499104 792 48737 SH DEFINED 01 02 03 48737
PUBLIC SVC CO N C INC COM 744516105 181 5600 SH DEFINED 01 02 03 5600
PUBLIC SVC ENTERPRISE GROUP COM 744573106 3583 102931 SH DEFINED 01 02 03 102931
PUBLIC STORAGE INC COM 74460D109 76 3350 SH DEFINED 01 02 03 3350
PUBLICARD INC COM 744627100 50 7600 SH DEFINED 01 02 03 7600
PUGET SOUND ENERGY INC COM 745332106 2147 110830 SH DEFINED 01 02 03 110830
PULITZER INC COM 745769109 8 200 SH DEFINED 01 02 03 200
PULTE CORP COM 745867101 614 27300 SH DEFINED 01 02 03 27300
QRS CORP COM 74726X105 268 2550 SH DEFINED 01 02 03 2550
QLOGIC CORP COM 747277101 5580 34900 SH DEFINED 01 02 03 34900
QUADRAMED CORP COM 74730W101 66 7600 SH DEFINED 01 02 03 7600
QUAKER OATS CO COM 747402105 4683 71365 SH DEFINED 01 02 03 71365
QUALCOMM INC COM 747525103 63838 362200 SH DEFINED 01 02 03 362200
QUANEX CORP COM 747620102 110 4300 SH DEFINED 01 02 03 4300
QUANTA SVCS INC COM 74762E102 164 5800 SH DEFINED 01 02 03 5800
QUANTUM CORP COM DSSG 747906204 2385 157692 SH DEFINED 01 02 03 157692
QUEBECOR PRINTING INC SUB VTG 747922102 291 13063 SH DEFINED 01 02 03 13063
QUEENS CNTY BANCORP INC COM 748242104 199 7322 SH DEFINED 01 02 03 7322
QUEST DIAGNOSTICS INC COM 74834L100 232 7600 SH DEFINED 01 02 03 7600
QUEST SOFTWARE INC COM 74834T103 26 250 SH DEFINED 01 02 03 250
QUESTAR CORP COM 748356102 1260 83986 SH DEFINED 01 02 03 83986
QUIKSILVER INC COM 74838C106 82 5300 SH DEFINED 01 02 03 5300
QUINTILES TRANSNATIONAL CORP COM 748767100 1502 80400 SH DEFINED 01 02 03 80400
QUINTUS CORP COM 748798105 53 1150 SH DEFINED 01 02 03 1150
QUORUM HEALTH GROUP INC COM 749084109 808 86800 SH DEFINED 01 02 03 86800
QWEST COMMUNICATIONS INTL INC COM 749121109 224 5200 SH DEFINED 01 02 03 5200
RCN CORP COM 749361101 19 400 SH DEFINED 01 02 03 400
RFS HOTEL INVS INC COM 74955J108 94 9000 SH DEFINED 01 02 03 9000
R H DONNELLEY CORP COM NEW 74955W307 91 4800 SH DEFINED 01 02 03 4800
R G S ENERGY GROUP INC COM 74956K104 204 9900 SH DEFINED 01 02 03 9900
RLI CORP COM 749607107 82 2400 SH DEFINED 01 02 03 2400
RPC INC COM 749660106 1 200 SH DEFINED 01 02 03 200
RPM INC OHIO COM 749685103 1053 103356 SH DEFINED 01 02 03 103356
RSA SEC INC COM 749719100 713 9200 SH DEFINED 01 02 03 9200
RTI INTL METALS INC COM 74973W107 32 4200 SH DEFINED 01 02 03 4200
RWD TECHNOLOGIES INC COM 74975B101 53 5100 SH DEFINED 01 02 03 5100
RF MICRODEVICES INC COM 749941100 103 1500 SH DEFINED 01 02 03 1500
RACING CHAMPIONS CORP COM 750069106 24 5400 SH DEFINED 01 02 03 5400
RADIAN GROUP INC COM 750236101 506 10605 SH DEFINED 01 02 03 10605
RADIANT SYSTEMS INC COM 75025N102 418 10400 SH DEFINED 01 02 03 10400
RADIO UNICA COMMUNICATIONS CP COM 75040Q106 36 1250 SH DEFINED 01 02 03 1250
RADISYS CORP COM 750459109 0 1 SH DEFINED 01 02 03 1
RALCORP HLDGS INC NEW COM 751028101 172 8635 SH DEFINED 01 02 03 8635
RALSTON PURINA CO COM RAL-PUR GP 751277302 4708 168900 SH DEFINED 01 02 03 168900
RARE MEDIUM GROUP INC COM 75382N109 201 5900 SH DEFINED 01 02 03 5900
RATIONAL SOFTWARE CORP COM NEW 75409P202 4107 83600 SH DEFINED 01 02 03 83600
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RAYMOND JAMES FINANCIAL INC COM 754730109 159 8500 SH DEFINED 01 02 03 8500
RAYONIER INC COM 754907103 1954 40450 SH DEFINED 01 02 03 40450
RAYOVAC CORP COM 755081106 128 6800 SH DEFINED 01 02 03 6800
RAYTHEON CO CL B 755111408 4150 156218 SH DEFINED 01 02 03 156218
RAZORFISH INC CL A 755236106 408 4287 SH DEFINED 01 02 03 4287
READ-RITE CORP COM 755246105 64 13500 SH DEFINED 01 02 03 13500
READERS DIGEST ASSN INC CL A NON VTG 755267101 2981 101900 SH DEFINED 01 02 03 101900
REALNETWORKS INC COM 75605L104 388 3200 SH DEFINED 01 02 03 3200
REALTY INCOME CORP COM 756109104 146 7100 SH DEFINED 01 02 03 7100
RECKSON SVC INDS INC COM 75621J109 42 675 SH DEFINED 01 02 03 675
RECKSON ASSOCS RLTY CORP COM 75621K106 219 10700 SH DEFINED 01 02 03 10700
RECKSON ASSOCS RLTY CORP CL B 75621K304 0 0 SH DEFINED 01 02 03 0
REDWOOD TR INC COM 758075402 65 5200 SH DEFINED 01 02 03 5200
REEBOK INTL LTD COM 758110100 287 35100 SH DEFINED 01 02 03 35100
REGAL BELOIT CORP COM 758750103 122 5900 SH DEFINED 01 02 03 5900
REGENERON PHARMACEUTICALS COM 75886F107 65 5100 SH DEFINED 01 02 03 5100
REGIS CORP MINN COM 758932107 132 7000 SH DEFINED 01 02 03 7000
REGENCY RLTY CORP COM 758939102 188 9400 SH DEFINED 01 02 03 9400
REGIONS FINL CORP COM 758940100 2510 99900 SH DEFINED 01 02 03 99900
RELIANCE BANCORP INC COM 759451107 93 2700 SH DEFINED 01 02 03 2700
RELIANCE GROUP HOLDINGS INC COM 759464100 69 10300 SH DEFINED 01 02 03 10300
RELIANCE STEEL & ALUMINUM CO COM 759509102 98 4200 SH DEFINED 01 02 03 4200
RELIANT ENERGY INC COM 75952J108 3177 138868 SH DEFINED 01 02 03 138868
RELIASTAR FINL CORP COM 75952U103 3327 84900 SH DEFINED 01 02 03 84900
REMEC INC COM 759543101 143 5600 SH DEFINED 01 02 03 5600
REMEDY CORP COM 759548100 280 5900 SH DEFINED 01 02 03 5900
RENAISSANCE WORLDWIDE INC COM 75968A109 30 4020 SH DEFINED 01 02 03 4020
REPUBLIC BANCSHARES INC COM 759929102 39 3100 SH DEFINED 01 02 03 3100
RENAL CARE GROUP INC COM 759930100 261 11175 SH DEFINED 01 02 03 11175
RENT A CTR INC NEW COM 76009N100 97 4900 SH DEFINED 01 02 03 4900
RENT WAY INC COM 76009U104 121 6500 SH DEFINED 01 02 03 6500
REPSOL S A SPONSORED ADR 76026T205 698 30000 SH DEFINED 01 02 03 30000
REPUBLIC BANCORP KY CL A 760281204 53 6200 SH DEFINED 01 02 03 6200
REPUBLIC BANCORP INC COM 760282103 158 13024 SH DEFINED 01 02 03 13024
REPUBLIC N Y CORP COM 760719104 3561 49460 SH DEFINED 01 02 03 49460
REPUBLIC SECURITY FINL CORP COM 760758102 87 12200 SH DEFINED 01 02 03 12200
REPUBLIC SVCS INC COM 760759100 132 9200 SH DEFINED 01 02 03 9200
RES-CARE INC COM 760943100 1 100 SH DEFINED 01 02 03 100
RESMED INC COM 761152107 159 3800 SH DEFINED 01 02 03 3800
RESOURCE AMERICA INC CL A 761195205 49 6200 SH DEFINED 01 02 03 6200
RESOURCE BANCSHARES MTG GROUP COM 761197102 3 700 SH DEFINED 01 02 03 700
RESPIRONICS INC COM 761230101 84 10521 SH DEFINED 01 02 03 10521
RETEK INC COM 76128Q109 135 1800 SH DEFINED 01 02 03 1800
REXALL SUNDOWN INC COM 761648104 120 11600 SH DEFINED 01 02 03 11600
REYNOLDS & REYNOLDS CO CL A 761695105 1663 73908 SH DEFINED 01 02 03 73908
REYNOLDS METALS CO COM 761763101 4233 55242 SH DEFINED 01 02 03 55242
REYNOLDS R J TOB HLDGS INC COM 76182K105 1849 104900 SH DEFINED 01 02 03 104900
RHYTHMS NETCONNECTIONS INC COM 762430205 6 200 SH DEFINED 01 02 03 200
RICHMOND CNTY FINL CORP COM 764556106 237 13100 SH DEFINED 01 02 03 13100
RIGGS NATL CORP WASH DC COM 766570105 90 6800 SH DEFINED 01 02 03 6800
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RIO TINTO PLC SPONSORED ADR 767204100 635 6700 SH DEFINED 01 02 03 6700
RISK CAP HLDGS INC COM 767711104 77 6100 SH DEFINED 01 02 03 6100
RITE AID CORP COM 767754104 1324 118362 SH DEFINED 01 02 03 118362
RIVIANA FOODS INC COM 769536103 76 4300 SH DEFINED 01 02 03 4300
ROADWAY EXPRESS INC DEL COM 769742107 95 4400 SH DEFINED 01 02 03 4400
ROBBINS & MYERS INC COM 770196103 52 2300 SH DEFINED 01 02 03 2300
ROBERT HALF INTL INC COM 770323103 2776 97200 SH DEFINED 01 02 03 97200
ROCK-TENN CO CL A 772739207 74 4990 SH DEFINED 01 02 03 4990
ROCKWELL INTL CORP NEW COM 773903109 4965 103717 SH DEFINED 01 02 03 103717
ROGERS CORP COM 775133101 11 300 SH DEFINED 01 02 03 300
ROHM & HAAS CO COM 775371107 5641 138641 SH DEFINED 01 02 03 138641
ROLLINS INC COM 775711104 528 35225 SH DEFINED 01 02 03 35225
ROLLINS TRUCK LEASING CORP COM 775741101 149 12462 SH DEFINED 01 02 03 12462
ROMAC INTL INC COM 775835101 103 7700 SH DEFINED 01 02 03 7700
ROPER INDS INC NEW COM 776696106 287 7600 SH DEFINED 01 02 03 7600
ROSLYN BANCORP INC COM 778162107 0 5 SH DEFINED 01 02 03 5
ROSS STORES INC COM 778296103 1605 89500 SH DEFINED 01 02 03 89500
ROUGE INDS INC DEL CL A 779088103 2 200 SH DEFINED 01 02 03 200
ROWAN COS INC COM 779382100 1591 73379 SH DEFINED 01 02 03 73379
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 59258 980492 SH DEFINED 01 02 03 980492
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 628 10392 SH DEFINED 01 02 03 10392
RUBY TUESDAY INC COM 781182100 147 8100 SH DEFINED 01 02 03 8100
RUDDICK CORP COM 781258108 812 52400 SH DEFINED 01 02 03 52400
RUDOLPH TECHNOLOGIES INC COM 781270103 20 600 SH DEFINED 01 02 03 600
RUSS BERRIE & CO COM 782233100 79 3000 SH DEFINED 01 02 03 3000
RUSSELL CORP COM 782352108 379 22600 SH DEFINED 01 02 03 22600
RYANS FAMILY STEAK HOUSE INC COM 783519101 96 11300 SH DEFINED 01 02 03 11300
RYDER SYS INC COM 783549108 718 29363 SH DEFINED 01 02 03 29363
RYERSON TULL INC NEW COM 78375P107 582 29940 SH DEFINED 01 02 03 29940
RYLAND GROUP INC COM 783764103 118 5100 SH DEFINED 01 02 03 5100
S & T BANCORP INC COM 783859101 155 6680 SH DEFINED 01 02 03 6680
SBC COMMUNICATIONS INC COM 78387G103 114209 2342753 SH DEFINED 01 02 03 2342753
SCI SYS INC COM 783890106 97368 1184700 SH DEFINED 01 02 03 1184700
SCM MICROSYSTEMS INC COM 784018103 205 3200 SH DEFINED 01 02 03 3200
SCPIE HLDGS INC COM 78402P104 103 3200 SH DEFINED 01 02 03 3200
SEMCO ENERGY INC COM 78412D109 5 400 SH DEFINED 01 02 03 400
SK TELECOM LTD SPONSORED ADR 78440P108 498 12978 SH DEFINED 01 02 03 12978
SL GREEN RLTY CORP COM 78440X101 85 3900 SH DEFINED 01 02 03 3900
SLM HLDG CORP COM 78442A109 4252 100650 SH DEFINED 01 02 03 100650
SLI INC COM 78442T108 52 3850 SH DEFINED 01 02 03 3850
SPS TECHNOLOGIES INC COM 784626103 109 3400 SH DEFINED 01 02 03 3400
SPX CORP COM 784635104 2764 34200 SH DEFINED 01 02 03 34200
S1 CORPORATION COM 78463B101 637 8151 SH DEFINED 01 02 03 8151
S3 INC COM 784849101 156 13500 SH DEFINED 01 02 03 13500
SABRE HLDGS CORP CL A 785905100 113 2200 SH DEFINED 01 02 03 2200
SAFECO CORP COM 786429100 1476 59353 SH DEFINED 01 02 03 59353
SAFEGUARD SCIENTIFICS INC COM 786449108 276 1700 SH DEFINED 01 02 03 1700
SAFESCIENCE INC COM 786452102 37 3200 SH DEFINED 01 02 03 3200
SAFESKIN CORP COM 786454108 116 9600 SH DEFINED 01 02 03 9600
SAFEWAY INC COM NEW 786514208 25399 714200 SH DEFINED 01 02 03 714200
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SAGA SYS INC COM 786610105 146 7300 SH DEFINED 01 02 03 7300
SAGENT TECHNOLOGY INC COM 786693101 225 7500 SH DEFINED 01 02 03 7500
ST FRANCIS CAP CORP COM 789374105 4 200 SH DEFINED 01 02 03 200
ST JUDE MED INC COM 790849103 1184 38580 SH DEFINED 01 02 03 38580
ST MARY LD & EXPL CO COM 792228108 92 3700 SH DEFINED 01 02 03 3700
ST PAUL COS INC COM 792860108 3568 105910 SH DEFINED 01 02 03 105910
SAKS INC COM 79377W108 2157 138604 SH DEFINED 01 02 03 138604
SALESLOGIX CORP COM 79466P105 252 6125 SH DEFINED 01 02 03 6125
SAN PAOLO-IMI S P A SPONSORED ADR 799175104 579 21160 SH DEFINED 01 02 03 21160
SANCHEZ COMPUTER ASSOCS INC COM 799702105 124 3000 SH DEFINED 01 02 03 3000
SANDERSON FARMS INC COM 800013104 43 5000 SH DEFINED 01 02 03 5000
SANDISK CORP COM 80004C101 501 5200 SH DEFINED 01 02 03 5200
SANDY SPRING BANCORP INC COM 800363103 3 100 SH DEFINED 01 02 03 100
SANMINA CORP COM 800907107 39551 396000 SH DEFINED 01 02 03 396000
SANGSTAT MED CORP COM 801003104 384 12900 SH DEFINED 01 02 03 12900
SANTA CRUZ OPERATION INC COM 801833104 264 8700 SH DEFINED 01 02 03 8700
SANTA FE SNYDER CORP COM 80218K105 2310 288710 SH DEFINED 01 02 03 288710
SANYO ELEC LTD ADR 5 COM 803038306 70 3400 SH DEFINED 01 02 03 3400
SARA LEE CORP COM 803111103 10519 476792 SH DEFINED 01 02 03 476792
SAUER INC COM 804137107 53 5800 SH DEFINED 01 02 03 5800
SAUL CTRS INC COM 804395101 3 200 SH DEFINED 01 02 03 200
SAWTEK INC COM 805468105 373 5600 SH DEFINED 01 02 03 5600
SCANA CORP COM 805898103 2663 99088 SH DEFINED 01 02 03 99088
SCHEIN HENRY INC COM 806407102 80 6000 SH DEFINED 01 02 03 6000
SCHEIN PHARMACEUTICAL INC COM 806416103 29 2400 SH DEFINED 01 02 03 2400
SCHERING PLOUGH CORP COM 806605101 34404 815508 SH DEFINED 01 02 03 815508
SCHLUMBERGER LTD COM 806857108 31905 567202 SH DEFINED 01 02 03 567202
SCHOLASTIC CORP COM 807066105 1385 22275 SH DEFINED 01 02 03 22275
SCHULMAN A INC COM 808194104 622 38123 SH DEFINED 01 02 03 38123
SCHWAB CHARLES CORP NEW COM 808513105 15956 415800 SH DEFINED 01 02 03 415800
SCHWEITZER-MAUDUIT INTL INC COM 808541106 59 4400 SH DEFINED 01 02 03 4400
SCIENT CORP COM 80864H109 190 2200 SH DEFINED 01 02 03 2200
SCIENTIFIC ATLANTA INC COM 808655104 2354 42313 SH DEFINED 01 02 03 42313
SCIENTIFIC GAMES HLDGS CORP COM 808747109 51 3100 SH DEFINED 01 02 03 3100
SCOTT TECHNOLOGIES INC COM 810022301 132 7000 SH DEFINED 01 02 03 7000
SCOTTISH PWR PLC SPON ADR FINAL 81013T705 877 31305 SH DEFINED 01 02 03 31305
SCOTTS CO CL A 810186106 185 4600 SH DEFINED 01 02 03 4600
SCRIPPS E W CO OHIO CL A 811054204 193 4300 SH DEFINED 01 02 03 4300
SEABOARD CORP COM 811543107 58 300 SH DEFINED 01 02 03 300
SEACOAST FINL SVCS CORP COM 81170Q106 153 15000 SH DEFINED 01 02 03 15000
SEAGATE TECHNOLOGY COM 811804103 7007 150485 SH DEFINED 01 02 03 150485
SEAGRAM LTD COM 811850106 9002 200325 SH DEFINED 01 02 03 200325
SEACOR SMIT INC COM 811904101 166 3200 SH DEFINED 01 02 03 3200
SEALED AIR CORP NEW COM 81211K100 2352 45396 SH DEFINED 01 02 03 45396
SEARS ROEBUCK & CO COM 812387108 7357 241724 SH DEFINED 01 02 03 241724
SECOND BANCORP INC COM 813114105 4 200 SH DEFINED 01 02 03 200
SECURITY CAP GROUP INC CL B 81413P204 128 10200 SH DEFINED 01 02 03 10200
SEITEL INC COM NEW 816074306 48 7100 SH DEFINED 01 02 03 7100
SELECT COMFORT CORP COM 81616X103 1 200 SH DEFINED 01 02 03 200
SELECTIVE INS GROUP INC COM 816300107 179 10400 SH DEFINED 01 02 03 10400
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SEMTECH CORP COM 816850101 396 7600 SH DEFINED 01 02 03 7600
SEMPRA ENERGY COM 816851109 1909 109896 SH DEFINED 01 02 03 109896
SENSORMATIC ELECTRS CORP COM 817265101 1934 110929 SH DEFINED 01 02 03 110929
SEPRACOR INC COM 817315104 3144 31700 SH DEFINED 01 02 03 31700
SEQUA CORPORATION CL A 817320104 717 13300 SH DEFINED 01 02 03 13300
SEROLOGICALS CORP COM 817523103 53 8875 SH DEFINED 01 02 03 8875
SERVICE CORP INTL COM 817565104 925 133345 SH DEFINED 01 02 03 133345
SERVICE EXPERTS INC COM 817567100 26 4500 SH DEFINED 01 02 03 4500
7-ELEVEN INC COM 817826100 71 40100 SH DEFINED 01 02 03 40100
SHARED MED SYS CORP COM 819486101 627 12300 SH DEFINED 01 02 03 12300
SHAW INDS INC COM 820286102 2151 139323 SH DEFINED 01 02 03 139323
SHELL TRANS & TRADING PLC NEW YRK SH NEW 822703609 182 3700 SH DEFINED 01 02 03 3700
SHERWIN WILLIAMS CO COM 824348106 1973 93968 SH DEFINED 01 02 03 93968
SHIRE PHARMACEUTICALS GRP PLC SPONSORED ADR 82481R106 246 8446 SH DEFINED 01 02 03 8446
SHOE CARNIVAL INC COM 824889109 47 4700 SH DEFINED 01 02 03 4700
SHOPKO STORES INC COM 824911101 161 7000 SH DEFINED 01 02 03 7000
SHORELINE FINL CORP COM 825190101 2 125 SH DEFINED 01 02 03 125
SHOREWOOD PACKAGING CORP COM 825229107 174 9200 SH DEFINED 01 02 03 9200
SHURGARD STORAGE CTRS INC COM 82567D104 176 7600 SH DEFINED 01 02 03 7600
SICOR INC COM 825846108 226 29200 SH DEFINED 01 02 03 29200
SIEBEL SYS INC COM 826170102 15658 186400 SH DEFINED 01 02 03 186400
SIEBERT FINL CORP COM 826176109 16 1100 SH DEFINED 01 02 03 1100
SIERRA HEALTH SVCS INC COM 826322109 49 7400 SH DEFINED 01 02 03 7400
SIERRA PAC RES NEW COM 826428104 1611 93058 SH DEFINED 01 02 03 93058
SIGMA ALDRICH CORP COM 826552101 1387 46136 SH DEFINED 01 02 03 46136
SIGCORP INC COM 826912107 142 6250 SH DEFINED 01 02 03 6250
SILGAN HOLDINGS INC COM 827048109 51 3800 SH DEFINED 01 02 03 3800
SILICON GRAPHICS INC COM 827056102 1011 102999 SH DEFINED 01 02 03 102999
SILICON IMAGE INC COM 82705T102 229 3275 SH DEFINED 01 02 03 3275
SILICON VY BANCSHARES COM 827064106 267 5400 SH DEFINED 01 02 03 5400
SILICON VY GROUP INC COM 827066101 181 10200 SH DEFINED 01 02 03 10200
SILICONIX INC COM NEW 827079203 171 1300 SH DEFINED 01 02 03 1300
SILKNET SOFTWARE INC COM 827094103 315 1900 SH DEFINED 01 02 03 1900
SIMMONS 1ST NATL CORP CL A $5 PAR 828730200 5 200 SH DEFINED 01 02 03 200
SIMPSON INDS INC COM 829060102 58 5150 SH DEFINED 01 02 03 5150
SIMPSON MANUFACTURING CO INC COM 829073105 39 900 SH DEFINED 01 02 03 900
SINCLAIR BROADCAST GROUP INC CL A 829226109 55 4500 SH DEFINED 01 02 03 4500
SIRIUS SATELLITE RADIO INC COM 82966U103 160 3600 SH DEFINED 01 02 03 3600
SITEL CORP COM 82980K107 1 200 SH DEFINED 01 02 03 200
SIPEX CORP COM 829909100 150 6100 SH DEFINED 01 02 03 6100
SKY FINL GROUP INC COM 83080P103 416 20692 SH DEFINED 01 02 03 20692
SKYLINE CORP COM 830830105 82 3500 SH DEFINED 01 02 03 3500
SKYWEST INC COM 830879102 151 5400 SH DEFINED 01 02 03 5400
SMART & FINAL INC COM 831683107 49 6700 SH DEFINED 01 02 03 6700
SMITH A O COM 831865209 125 5700 SH DEFINED 01 02 03 5700
SMITH INTL INC COM 832110100 2616 52646 SH DEFINED 01 02 03 52646
SMITH CHARLES E RESDNTL RLTY COM 832197107 166 4700 SH DEFINED 01 02 03 4700
SMITHFIELD FOODS INC COM 832248108 247 10300 SH DEFINED 01 02 03 10300
SMUCKER J M CO CL A 832696108 674 34571 SH DEFINED 01 02 03 34571
SMURFIT-STONE CONTAINER CORP COM 832727101 304 12400 SH DEFINED 01 02 03 12400
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SNAP ON INC COM 833034101 710 26734 SH DEFINED 01 02 03 26734
SOLA INTL INC COM 834092108 126 9100 SH DEFINED 01 02 03 9100
SOLECTRON CORP COM 834182107 108011 1135469 SH DEFINED 01 02 03 1135469
SOLUTIA INC COM 834376105 1741 112800 SH DEFINED 01 02 03 112800
SONERA GROUP PLC SPONSORED ADR 835433202 97 1400 SH DEFINED 01 02 03 1400
SONIC CORP COM 835451105 132 4625 SH DEFINED 01 02 03 4625
SONOCO PRODS CO COM 835495102 2222 97679 SH DEFINED 01 02 03 97679
SONY CORP ADR NEW 835699307 256 900 SH DEFINED 01 02 03 900
SOTHEBYS HLDGS INC CL A 835898107 1686 56211 SH DEFINED 01 02 03 56211
SOURCE INFORMATION MGMT CO COM NEW 836151209 69 4100 SH DEFINED 01 02 03 4100
SOURCE MEDIA INC COM NEW 836153304 104 5600 SH DEFINED 01 02 03 5600
SOUTH JERSEY INDS INC COM 838518108 60 2114 SH DEFINED 01 02 03 2114
SOUTHDOWN INC COM 841297104 1771 34300 SH DEFINED 01 02 03 34300
SOUTHERN CO COM 842587107 7231 307708 SH DEFINED 01 02 03 307708
SOUTHERN PERU COPPER CORP COM 843611104 63 4100 SH DEFINED 01 02 03 4100
SOUTHERN UN CO NEW COM 844030106 178 9328 SH DEFINED 01 02 03 9328
SOUTHTRUST CORP COM 844730101 3278 86700 SH DEFINED 01 02 03 86700
SOUTHWEST AIRLS CO COM 844741108 3735 230721 SH DEFINED 01 02 03 230721
SOUTHWEST BANCORPORATION TEX COM 84476R109 155 7800 SH DEFINED 01 02 03 7800
SOUTHWEST GAS CORP COM 844895102 179 7800 SH DEFINED 01 02 03 7800
SOUTHWEST SECS GROUP INC COM 845224104 99 3630 SH DEFINED 01 02 03 3630
SOUTHWESTERN ENERGY CO COM 845467109 46 7000 SH DEFINED 01 02 03 7000
SOVEREIGN BANCORP INC COM 845905108 1564 209900 SH DEFINED 01 02 03 209900
SOVRAN SELF STORAGE INC COM 84610H108 64 3400 SH DEFINED 01 02 03 3400
SPANISH BROADCASTING SYS INC CL A 846425882 137 3400 SH DEFINED 01 02 03 3400
SPARTECH CORP COM NEW 847220209 65 2000 SH DEFINED 01 02 03 2000
SPECIALTY EQUIP COS INC COM NEW 847497203 108 4500 SH DEFINED 01 02 03 4500
SPECTRASITE HLDGS INC COM 84760T100 51 4706 SH DEFINED 01 02 03 4706
SPEEDFAM-IPEC INC COM 847705100 93 7179 SH DEFINED 01 02 03 7179
SPIEGEL INC CL A 848457107 364 51800 SH DEFINED 01 02 03 51800
SPINNAKER EXPL CO COM 84855W109 86 6075 SH DEFINED 01 02 03 6075
SPLITROCK SVCS INC COM 848636304 259 13025 SH DEFINED 01 02 03 13025
SPORTSLINE COM INC COM 848934105 231 4600 SH DEFINED 01 02 03 4600
SPRINGS INDS INC CL A 851783100 443 11100 SH DEFINED 01 02 03 11100
SPRINT CORP COM FON GROUP 852061100 32794 487190 SH DEFINED 01 02 03 487190
SPRINT CORP PCS COM SER 1 852061506 39202 382460 SH DEFINED 01 02 03 382460
SPYGLASS INC COM 852192103 205 5400 SH DEFINED 01 02 03 5400
SS&C TECHNOLOGIES INC COM 85227Q100 43 6600 SH DEFINED 01 02 03 6600
STAFF LEASING INC COM 852381102 67 7100 SH DEFINED 01 02 03 7100
STAFFMARK INC COM 852389105 83 11000 SH DEFINED 01 02 03 11000
STAMPS COM INC COM 852857101 85 2050 SH DEFINED 01 02 03 2050
STANCORP FINL GROUP INC COM 852891100 173 6850 SH DEFINED 01 02 03 6850
STANDARD MTR PRODS INC COM 853666105 55 3400 SH DEFINED 01 02 03 3400
STANDARD PAC CORP NEW COM 85375C101 95 8600 SH DEFINED 01 02 03 8600
STANDARD REGISTER CO COM 853887107 594 30670 SH DEFINED 01 02 03 30670
STANDEX INTL CORP COM 854231107 90 4300 SH DEFINED 01 02 03 4300
STANLEY WKS COM 854616109 1592 52834 SH DEFINED 01 02 03 52834
STAR TELECOMMUNICATIONS INC COM 854923109 68 8600 SH DEFINED 01 02 03 8600
STAPLES INC COM 855030102 4995 24074 SH DEFINED 01 02 03 240744
STARBUCKS CORP COM 855244109 4275 176300 SH DEFINED 01 02 03 176300
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STARRETT L S CO CL A 855668109 7 300 SH DEFINED 01 02 03 300
STARTEK INC COM 85569C107 98 2700 SH DEFINED 01 02 03 2700
STARWOOD FINL INC COM 85569R104 117 6914 SH DEFINED 01 02 03 6914
STATE AUTO FINL CORP COM 855707105 3 300 SH DEFINED 01 02 03 300
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 253 10766 SH DEFINED 01 02 03 10766
STATE STR CORP COM 857477103 19869 271950 SH DEFINED 01 02 03 271950
STATEN IS BANCORP INC COM 857550107 191 10600 SH DEFINED 01 02 03 10600
STATION CASINOS INC COM 857689103 117 5200 SH DEFINED 01 02 03 5200
STEEL DYNAMICS INC COM 858119100 171 10700 SH DEFINED 01 02 03 10700
STEIN MART INC COM 858375108 45 7900 SH DEFINED 01 02 03 7900
STEPAN CO COM 858586100 49 2100 SH DEFINED 01 02 03 2100
STERLING BANCSHARES INC COM 858907108 141 12600 SH DEFINED 01 02 03 12600
STERICYCLE INC COM 858912108 122 6500 SH DEFINED 01 02 03 6500
STERIS CORP COM 859152100 825 80000 SH DEFINED 01 02 03 80000
STERLING COMM INC COM 859205106 3299 96852 SH DEFINED 01 02 03 96852
STERLING FINL CORP COM 859317109 58 1875 SH DEFINED 01 02 03 1875
STERLING SOFTWARE INC COM 859547101 3137 99600 SH DEFINED 01 02 03 99600
STEWART & STEVENSON SVCS INC COM 860342104 410 34633 SH DEFINED 01 02 03 34633
STEWART ENTERPRISES INC CL A 860370105 494 103900 SH DEFINED 01 02 03 103900
STEWART INFORMATION SVCS CORP COM 860372101 41 3100 SH DEFINED 01 02 03 3100
STILLWATER MNG CO COM 86074Q102 405 12700 SH DEFINED 01 02 03 12700
STONE & WEBSTER INC COM 861572105 42 2500 SH DEFINED 01 02 03 2500
STONE ENERGY CORP COM 861642106 157 4400 SH DEFINED 01 02 03 4400
STONERIDGE INC COM 86183P102 3 200 SH DEFINED 01 02 03 200
STORAGE USA INC COM 861907103 212 7000 SH DEFINED 01 02 03 7000
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 1814 98380 SH DEFINED 01 02 03 98380
STRIDE RITE CORP COM 863314100 83 12700 SH DEFINED 01 02 03 12700
STRUCTURAL DYNAMICS RESH CORP COM 863555108 549 43095 SH DEFINED 01 02 03 43095
STRYKER CORP COM 863667101 6467 92882 SH DEFINED 01 02 03 92882
STUDENT LN CORP COM 863902102 120 2400 SH DEFINED 01 02 03 2400
STURM RUGER & CO INC COM 864159108 93 10500 SH DEFINED 01 02 03 10500
SUIZA FOODS CORP COM 865077101 1541 38900 SH DEFINED 01 02 03 38900
SUMMIT BANCORP COM 866005101 2449 79967 SH DEFINED 01 02 03 79967
SUMMIT PPTYS INC COM 866239106 111 6200 SH DEFINED 01 02 03 6200
SUMMIT TECHNOLOGY INC COM 86627E101 200 17100 SH DEFINED 01 02 03 17100
SUN COMMUNITIES INC COM 866674104 145 4500 SH DEFINED 01 02 03 4500
SUN MICROSYSTEMS INC COM 866810104 149765 1934008 SH DEFINED 01 02 03 1934008
SUNBEAM CORP COM 867071102 82 19500 SH DEFINED 01 02 03 19500
SUNGARD DATA SYS INC COM 867363103 2917 122800 SH DEFINED 01 02 03 122800
SUNGLASS HUT INTL INC COM 86736F106 119 10600 SH DEFINED 01 02 03 10600
SUNOCO INC COM 86764P109 971 41320 SH DEFINED 01 02 03 41320
SUNQUEST INFORMATION SYS INC COM 867654105 49 3600 SH DEFINED 01 02 03 3600
SUNRISE ASSISTED LIVING INC COM 86768K106 58 4200 SH DEFINED 01 02 03 4200
SUNRISE TECHNOLOGIES INTL INC COM 86769L103 112 9500 SH DEFINED 01 02 03 9500
SUNTERRA CORP COM 86787D109 207 18000 SH DEFINED 01 02 03 18000
SUNRISE MED INC COM 867910101 55 8900 SH DEFINED 01 02 03 8900
SUNTRUST BKS INC COM 867914103 12576 182753 SH DEFINED 01 02 03 182753
SUPERGEN INC COM 868059106 3 100 SH DEFINED 01 02 03 100
SUPERIOR CONSULTANT HLDGS CORP COM 868146101 34 2400 SH DEFINED 01 02 03 2400
SUPERIOR INDS INTL INC COM 868168105 829 30900 SH DEFINED 01 02 03 30900
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SUPERIOR NATL INS GROUP DEL COM 868224106 23 3000 SH DEFINED 01 02 03 3000
SUPERIOR TELECOM INC COM 868365107 39 2525 SH DEFINED 01 02 03 2525
SUPERIOR TR I PFD CV 8.50% 86836P202 24 711 SH DEFINED 01 02 03 711
SUPERVALU INC COM 868536103 2500 125004 SH DEFINED 01 02 03 125004
SUSQUEHANNA BANCSHARES INC PA COM 869099101 154 9718 SH DEFINED 01 02 03 9718
SWIFT ENERGY CO COM 870738101 67 5810 SH DEFINED 01 02 03 5810
SWIFT TRANSN CO COM 870756103 1246 70700 SH DEFINED 01 02 03 70700
SYBASE INC COM 871130100 374 22000 SH DEFINED 01 02 03 22000
SYBRON INTL CORP COM 87114F106 2451 99300 SH DEFINED 01 02 03 99300
SYCAMORE NETWORKS INC COM 871206108 316 1025 SH DEFINED 01 02 03 1025
SYKES ENTERPRISES INC COM 871237103 1974 45000 SH DEFINED 01 02 03 45000
SYLVAN LEARNING SYS INC COM 871399101 634 48800 SH DEFINED 01 02 03 48800
SYMANTEC CORP COM 871503108 3319 56612 SH DEFINED 01 02 03 56612
SYMBOL TECHNOLOGIES INC COM 871508107 5490 86369 SH DEFINED 01 02 03 86369
SYMYX TECHNOLOGIES COM 87155S108 60 2000 SH DEFINED 01 02 03 2000
SYNCOR INTL CORP DEL COM 87157J106 38 1300 SH DEFINED 01 02 03 1300
SYNOPSYS INC COM 871607107 79332 1188500 SH DEFINED 01 02 03 1188500
SYNOVUS FINL CORP COM 87161C105 2543 127950 SH DEFINED 01 02 03 127950
SYNTEL INC COM 87162H103 70 4300 SH DEFINED 01 02 03 4300
SYSCO CORP COM 871829107 6809 172103 SH DEFINED 01 02 03 172103
SYSTEMAX INC COM 871851101 85 10000 SH DEFINED 01 02 03 10000
SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 153 9400 SH DEFINED 01 02 03 9400
TCF FINL CORP COM 872275102 1975 79400 SH DEFINED 01 02 03 79400
TECO ENERGY INC COM 872375100 2300 123920 SH DEFINED 01 02 03 123920
THQ INC COM NEW 872443403 143 6150 SH DEFINED 01 02 03 6150
TJ INTL INC COM 872534102 185 4400 SH DEFINED 01 02 03 4400
TJX COS INC NEW COM 872540109 3535 172974 SH DEFINED 01 02 03 172974
TNP ENTERPRISES INC COM 872594106 136 3300 SH DEFINED 01 02 03 3300
TRW INC COM 872649108 2887 55578 SH DEFINED 01 02 03 55578
TSI INTERNATIONAL SOFTWARE LTD COM 872879101 266 4700 SH DEFINED 01 02 03 4700
TMP WORLDWIDE INC COM 872941109 753 5300 SH DEFINED 01 02 03 5300
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 323 7188 SH DEFINED 01 02 03 7188
TALBOTS INC COM 874161102 377 8450 SH DEFINED 01 02 03 8450
TALK COM INC COM 874264104 303 17075 SH DEFINED 01 02 03 17075
TANDY CORP COM 875382103 4959 100818 SH DEFINED 01 02 03 100818
TAUBMAN CTRS INC COM 876664103 103 9600 SH DEFINED 01 02 03 9600
TECH DATA CORP COM 878237106 1351 49800 SH DEFINED 01 02 03 49800
TECHNE CORP COM 878377100 270 4900 SH DEFINED 01 02 03 4900
TECHNITROL INC COM 878555101 160 3600 SH DEFINED 01 02 03 3600
TECHNOLOGY SOLUTIONS CO COM 87872T108 486 14825 SH DEFINED 01 02 03 14825
TECUMSEH PRODS CO CL A 878895200 948 20100 SH DEFINED 01 02 03 20100
TEJON RANCH CO DEL COM 879080109 78 3300 SH DEFINED 01 02 03 3300
TEKELEC COM 879101103 207 9200 SH DEFINED 01 02 03 9200
TEKTRONIX INC COM 879131100 1293 33250 SH DEFINED 01 02 03 33250
TELE NORTE LESTE PART S A SPON ADR PFD 879246106 543 21300 SH DEFINED 01 02 03 21300
TELEBANC FINANCIAL CORP COM 87925R109 187 7200 SH DEFINED 01 02 03 7200
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 100 2600 SH DEFINED 01 02 03 2600
TELECORP PCS INC CL A 879299105 46 1200 SH DEFINED 01 02 03 1200
TELEFLEX INC COM 879369106 1137 36320 SH DEFINED 01 02 03 36320
TELEFONICA S A SPONSORED ADR 879382208 1578 20021 SH DEFINED 01 02 03 20021
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 371 3300 SH DEFINED 01 02 03 3300
TELEGLOBE INC COM 87941V100 102 4500 SH DEFINED 01 02 03 4500
TELEPHONE & DATA SYS INC COM 879433100 7458 59191 SH DEFINED 01 02 03 59191
TELESCAN INC COM 879516102 99 4000 SH DEFINED 01 02 03 4000
TELLABS INC COM 879664100 12938 201558 SH DEFINED 01 02 03 201558
TEMPLE INLAND INC COM 879868107 1754 26600 SH DEFINED 01 02 03 26600
TENFOLD CORP COM 88033A103 104 2600 SH DEFINED 01 02 03 2600
TENET HEALTHCARE CORP COM 88033G100 3580 152331 SH DEFINED 01 02 03 152331
TENNANT CO COM 880345103 75 2300 SH DEFINED 01 02 03 2300
TERADYNE INC COM 880770102 5976 90550 SH DEFINED 01 02 03 90550
TERAYON COMMUNICATION SYS COM 880775101 220 3500 SH DEFINED 01 02 03 3500
TEREX CORP NEW COM 880779103 230 8300 SH DEFINED 01 02 03 8300
TERRA INDS INC COM 880915103 15 9000 SH DEFINED 01 02 03 9000
TESORO PETE CORP COM 881609101 109 9400 SH DEFINED 01 02 03 9400
TETRA TECH INC NEW COM 88162G103 129 8362 SH DEFINED 01 02 03 8362
TEXACO INC COM 881694103 23369 430274 SH DEFINED 01 02 03 430274
TEXAS INDS INC COM 882491103 389 9150 SH DEFINED 01 02 03 9150
TEXAS INSTRS INC COM 882508104 118855 1226890 SH DEFINED 01 02 03 1226890
TEXAS REGL BANCSHARES INC CL A VTG 882673106 165 5700 SH DEFINED 01 02 03 5700
TEXAS UTILS CO COM 882848104 4492 126314 SH DEFINED 01 02 03 126314
TEXTRON INC COM 883203101 6952 90656 SH DEFINED 01 02 03 90656
THERAGENICS CORP COM 883375107 92 10100 SH DEFINED 01 02 03 10100
THERMO ELECTRON CORP COM 883556102 1086 72376 SH DEFINED 01 02 03 72376
THERMO BIOANALYSIS CORP COM 88355H108 46 2500 SH DEFINED 01 02 03 2500
THERMO CARDIOSYSTEMS INC COM NONREDEEM 88355K200 29 4400 SH DEFINED 01 02 03 4400
THERMO ECOTEK CORP COM 88355R106 6 1200 SH DEFINED 01 02 03 1200
THERMO FIBERTEK INC COM 88355W105 55 7700 SH DEFINED 01 02 03 7700
THERMO OPTEK CORP COM 883582108 65 5700 SH DEFINED 01 02 03 5700
THERMOQUEST CORP COM 883655102 58 5600 SH DEFINED 01 02 03 5600
THESTREET COM COM 88368Q103 56 2900 SH DEFINED 01 02 03 2900
THERMEDICS INC COM 883901100 52 9600 SH DEFINED 01 02 03 9600
THOMAS & BETTS CORP COM 884315102 840 26350 SH DEFINED 01 02 03 26350
THOMAS INDS INC COM 884425109 124 6050 SH DEFINED 01 02 03 6050
THOR INDS INC COM 885160101 100 3275 SH DEFINED 01 02 03 3275
THORNBURG MTG ASSET CORP COM 885218107 49 5900 SH DEFINED 01 02 03 5900
3COM CORP COM 885535104 85178 1812294 SH DEFINED 01 02 03 1812294
3DO CO COM 88553W105 110 12100 SH DEFINED 01 02 03 12100
3DFX INTERACTIVE INC COM 88553X103 1 100 SH DEFINED 01 02 03 100
TICKETMASTER ONLINE-CITYSEARCH CL B 88633P203 158 4100 SH DEFINED 01 02 03 4100
TIDEWATER INC COM 886423102 3936 109342 SH DEFINED 01 02 03 109342
TIFFANY & CO NEW COM 886547108 6602 73972 SH DEFINED 01 02 03 73972
TIMBERLAND CO CL A 887100105 169 3200 SH DEFINED 01 02 03 3200
TIME WARNER INC COM 887315109 50823 701610 SH DEFINED 01 02 03 701610
TIMES MIRROR CO NEW COM SER A 887364107 1842 27499 SH DEFINED 01 02 03 27499
TIMKEN CO COM 887389104 920 45000 SH DEFINED 01 02 03 45000
TITAN CORP COM 888266103 292 6200 SH DEFINED 01 02 03 6200
TITAN INTL INC ILL COM 88830M102 56 8600 SH DEFINED 01 02 03 8600
TITANIUM METALS CORP COM 888339108 27 6100 SH DEFINED 01 02 03 6100
TOLL BROTHERS INC COM 889478103 127 6800 SH DEFINED 01 02 03 6800
TOPPS INC COM 890786106 68 6600 SH DEFINED 01 02 03 6600
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TORCHMARK CORP COM 891027104 1746 60070 SH DEFINED 01 02 03 60070
TORO CO COM 891092108 142 3800 SH DEFINED 01 02 03 3800
TOSCO CORP COM NEW 891490302 2099 77200 SH DEFINED 01 02 03 77200
TOTAL RENAL CARE HLDGS INC COM 89151A107 633 94700 SH DEFINED 01 02 03 94700
TOTAL FINA S A SPONSORED ADR 89151E109 1714 24757 SH DEFINED 01 02 03 24757
TOWER AUTOMOTIVE INC COM 891707101 165 10700 SH DEFINED 01 02 03 10700
TRACK DATA CORP COM 891918104 118 11600 SH DEFINED 01 02 03 11600
TOWN & CTRY TR SH BEN INT 892081100 127 7100 SH DEFINED 01 02 03 7100
TOYS R US INC COM 892335100 1816 126885 SH DEFINED 01 02 03 126885
TRAMMELL CROW CO COM 89288R106 74 6400 SH DEFINED 01 02 03 6400
TRANS WORLD AIRLS INC COM PAR$.01NEW 893349837 47 16800 SH DEFINED 01 02 03 16800
TRANS WORLD ENTMT CORP COM 89336Q100 117 11100 SH DEFINED 01 02 03 11100
TRANSACTION SYS ARCHITECTS CL A 893416107 1302 46500 SH DEFINED 01 02 03 46500
TRANSKARYOTIC THERAPIES INC COM 893735100 162 4200 SH DEFINED 01 02 03 4200
TRANSMONTAIGNE INC COM 893934109 49 7000 SH DEFINED 01 02 03 7000
TRAVELERS PPTY CAS CORP CL A 893939108 21 600 SH DEFINED 01 02 03 600
TRANSWITCH CORP COM 894065101 421 5800 SH DEFINED 01 02 03 5800
TREDEGAR CORP COM 894650100 159 7700 SH DEFINED 01 02 03 7700
TRENDWEST RESORTS INC COM 894917103 50 2200 SH DEFINED 01 02 03 2200
TRENWICK GROUP INC COM 895290104 60 3550 SH DEFINED 01 02 03 3550
TREX MED CORP COM 89531R101 24 8400 SH DEFINED 01 02 03 8400
TRIAD HOSPITALS INC COM 89579K109 57 3800 SH DEFINED 01 02 03 3800
TRIANGLE BANCORP INC COM 895835106 191 9850 SH DEFINED 01 02 03 9850
TRIANGLE PHARMACEUTICALS INC COM 89589H104 140 10900 SH DEFINED 01 02 03 10900
TRIAD GTY INC COM 895925105 59 2600 SH DEFINED 01 02 03 2600
TRIARC COS INC CL A 895927101 95 5150 SH DEFINED 01 02 03 5150
TRICON GLOBAL RESTAURANTS COM 895953107 2794 72346 SH DEFINED 01 02 03 72346
TRIBUNE CO NEW COM 896047107 6387 116002 SH DEFINED 01 02 03 116002
TRIGON HEALTHCARE INC COM 89618L100 1212 41100 SH DEFINED 01 02 03 41100
TRIMBLE NAVIGATION LTD COM 896239100 136 6300 SH DEFINED 01 02 03 6300
TRINITY INDS INC COM 896522109 1442 50721 SH DEFINED 01 02 03 50721
TRIQUINT SEMICONDUCTOR INC COM 89674K103 378 3400 SH DEFINED 01 02 03 3400
TRITEL INC CL A 89675X104 43 1350 SH DEFINED 01 02 03 1350
TRIUMPH GROUP INC NEW COM 896818101 121 5000 SH DEFINED 01 02 03 5000
TROPICAL SPORTSWEAR INTL CORP COM 89708P102 40 2500 SH DEFINED 01 02 03 2500
TRUE NORTH COMMUNICATIONS INC COM 897844106 407 9100 SH DEFINED 01 02 03 9100
TRUST CO NJ JERSEY CITY NEW COM 898304100 135 5900 SH DEFINED 01 02 03 5900
TRUSTCO BK CORP N Y COM 898349105 230 17380 SH DEFINED 01 02 03 17380
TUBOSCOPE INC COM 898600101 168 10600 SH DEFINED 01 02 03 10600
TUPPERWARE CORP COM 899896104 1067 63000 SH DEFINED 01 02 03 63000
TUT SYSTEMS COM 901103101 113 2100 SH DEFINED 01 02 03 2100
24 / 7 MEDIA INC COM 901314104 629 11175 SH DEFINED 01 02 03 11175
TWINLAB CORP COM 901774109 83 10400 SH DEFINED 01 02 03 10400
TYCO INTL LTD NEW COM 902124106 48515 1247962 SH DEFINED 01 02 03 1247962
TYLER TECHNOLOGIES INC COM 902252105 2 300 SH DEFINED 01 02 03 300
TYSON FOODS INC CL A 902494103 3572 219786 SH DEFINED 01 02 03 219786
UAL CORP COM PAR $0.01 902549500 1086 14000 SH DEFINED 01 02 03 14000
UCAR INTL INC COM 90262K109 1698 95300 SH DEFINED 01 02 03 95300
UGI CORP NEW COM 902681105 176 8600 SH DEFINED 01 02 03 8600
UICI COM 902737105 107 10100 SH DEFINED 01 02 03 10100
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UMB FINL CORP COM 902788108 170 4501 SH DEFINED 01 02 03 4501
UST CORP COM 902900109 435 13700 SH DEFINED 01 02 03 13700
USX MARATHON GROUP COM NEW 902905827 3891 157611 SH DEFINED 01 02 03 157611
U S B HLDG INC COM 902910108 104 6520 SH DEFINED 01 02 03 6520
UST INC COM 902911106 1990 79027 SH DEFINED 01 02 03 79027
U S RESTAURANT PPTYS INC COM 902971100 50 3500 SH DEFINED 01 02 03 3500
US BANCORP DEL COM 902973106 8693 365055 SH DEFINED 01 02 03 365055
U S LIQUIDS INC COM 902974104 2 200 SH DEFINED 01 02 03 200
URS CORP NEW COM 903236107 7 300 SH DEFINED 01 02 03 300
U S CAN CORP COM 90328W105 2 100 SH DEFINED 01 02 03 100
U S G CORP COM NEW 903293405 2229 47300 SH DEFINED 01 02 03 47300
U S FOODSERVICE COM 90331R101 1626 97100 SH DEFINED 01 02 03 97100
US LEC CORP CL A 90331S109 68 2100 SH DEFINED 01 02 03 2100
USEC INC COM 90333E108 178 25400 SH DEFINED 01 02 03 25400
USX-U S STL COM 90337T101 1722 52185 SH DEFINED 01 02 03 52185
UTI ENERGY CORP COM 903387108 83 3600 SH DEFINED 01 02 03 3600
U S XPRESS ENTERPRISES INC CL A 90338N103 1 200 SH DEFINED 01 02 03 200
US ONCOLOGY INC COM 90338W103 70 14082 SH DEFINED 01 02 03 14082
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 1883 82980 SH DEFINED 01 02 03 82980
ULTRATECH STEPPER INC COM 904034105 94 5800 SH DEFINED 01 02 03 5800
UNICAPITAL CORP NEW COM 90459D108 69 18700 SH DEFINED 01 02 03 18700
UNIFI INC COM 904677101 863 70129 SH DEFINED 01 02 03 70129
UNIFIRST CORP MASS COM 904708104 38 3000 SH DEFINED 01 02 03 3000
UNILEVER N V N Y SHS NEW 904784709 17185 315678 SH DEFINED 01 02 03 315678
UNILEVER N V N Y SHS NEW 904784709 797 14642 SH DEFINED 01 02 03 14642
UNICOM CORP COM 904911104 3611 107800 SH DEFINED 01 02 03 107800
UNIGRAPHICS SOLUTIONS INC CL A 904928108 65 2400 SH DEFINED 01 02 03 2400
UNION CARBIDE CORP COM 905581104 4080 61120 SH DEFINED 01 02 03 61120
UNION PAC CORP COM 907818108 6749 154696 SH DEFINED 01 02 03 154696
UNION PAC RES GROUP INC COM 907834105 2974 233253 SH DEFINED 01 02 03 233253
UNION PLANTERS CORP COM 908068109 2544 64500 SH DEFINED 01 02 03 64500
UNIONBANCAL CORP COM 908906100 185 4700 SH DEFINED 01 02 03 4700
UNISOURCE ENERGY CORP COM 909205106 99 8820 SH DEFINED 01 02 03 8820
UNISYS CORP COM 909214108 5147 161150 SH DEFINED 01 02 03 161150
UNITED ASSET MGMT CORP COM 909420101 1240 66800 SH DEFINED 01 02 03 66800
UNITED AUTO GROUP INC COM 909440109 41 4600 SH DEFINED 01 02 03 4600
UNITED CMNTY FINL CORP OHIO COM 909839102 56 5600 SH DEFINED 01 02 03 5600
UNITED BANKSHARES INC WEST VA COM 909907107 260 10900 SH DEFINED 01 02 03 10900
UNITED DOMINION REALTY TR INC COM 910197102 358 36300 SH DEFINED 01 02 03 36300
UNITED FIRE & CAS CO COM 910331107 48 2105 SH DEFINED 01 02 03 2105
UNITED HEALTHCARE CORP COM 910581107 5076 95555 SH DEFINED 01 02 03 95555
UNITED ILLUM CO COM 910637107 195 3800 SH DEFINED 01 02 03 3800
UNITED NATL BANCORP N J COM 910909100 5 222 SH DEFINED 01 02 03 222
UNITED NAT FOODS INC COM 911163103 50 4200 SH DEFINED 01 02 03 4200
UNITED PAYORS&UTD PROVIDERS COM 911319101 96 5800 SH DEFINED 01 02 03 5800
UNITED RETAIL GROUP INC COM 911380103 2 300 SH DEFINED 01 02 03 300
US AIRWAYS GROUP INC COM 911905107 1046 32613 SH DEFINED 01 02 03 32613
U S HOME CORP NEW COM 911920106 96 3770 SH DEFINED 01 02 03 3770
U S OFFICE PRODS CO COM NEW 912325305 49 15800 SH DEFINED 01 02 03 15800
U S WEST INC NEW COM 91273H101 18810 261252 SH DEFINED 01 02 03 261252
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
U S TR CORP NEW COM 91288L105 136 1700 SH DEFINED 01 02 03 1700
UNITED STATIONERS INC COM 913004107 243 8500 SH DEFINED 01 02 03 8500
UNITED TECHNOLOGIES CORP COM 913017109 27863 428668 SH DEFINED 01 02 03 428668
UNITED TELEVISION INC COM 913066106 176 1300 SH DEFINED 01 02 03 1300
UNITED WTR RES INC COM 913190104 253 7400 SH DEFINED 01 02 03 7400
UNITRIN INC COM 913275103 2607 69300 SH DEFINED 01 02 03 69300
UNIVERSAL CORP VA COM 913456109 877 38435 SH DEFINED 01 02 03 38435
UNIVERSAL FOODS CORP COM 913538104 1238 60758 SH DEFINED 01 02 03 60758
UNIVERSAL FST PRODS INC COM 913543104 148 10000 SH DEFINED 01 02 03 10000
UNIVISION COMMUNICATIONS INC CL A 914906102 10403 101800 SH DEFINED 01 02 03 101800
UNOCAL CORP COM 915289102 17028 507360 SH DEFINED 01 02 03 507360
UNOVA INC COM 91529B106 131 10100 SH DEFINED 01 02 03 10100
UNUMPROVIDENT CORP COM 91529Y106 3523 109890 SH DEFINED 01 02 03 109890
USFREIGHTWAYS CORP COM 916906100 397 8300 SH DEFINED 01 02 03 8300
URBAN OUTFITTERS INC COM 917047102 76 2600 SH DEFINED 01 02 03 2600
URBAN SHOPPING CTRS INC COM 917060105 103 3800 SH DEFINED 01 02 03 3800
USBANCORP INC PA COM 917292104 47 4000 SH DEFINED 01 02 03 4000
USINTERNETWORKING INC COM 917311805 356 5100 SH DEFINED 01 02 03 5100
USWEB CORP COM 917327108 111 2500 SH DEFINED 01 02 03 2500
UTILICORP UTD INC COM 918005109 1728 88882 SH DEFINED 01 02 03 88882
VA LINUX SYSTEMS INC COM 91819B105 155 750 SH DEFINED 01 02 03 750
V F CORP COM 918204108 3029 100963 SH DEFINED 01 02 03 100963
VAIL RESORTS INC COM 91879Q109 172 9600 SH DEFINED 01 02 03 9600
VALASSIS COMMUNICATIONS INC COM 918866104 51 1200 SH DEFINED 01 02 03 1200
VALHI INC NEW COM 918905100 1 50 SH DEFINED 01 02 03 50
VALENCE TECHNOLOGY INC COM 918914102 188 9900 SH DEFINED 01 02 03 9900
VALERO ENERGY CORP NEW COM 91913Y100 1375 69191 SH DEFINED 01 02 03 69191
VALLEY NATL BANCORP COM 919794107 207 7375 SH DEFINED 01 02 03 7375
VALMONT INDS INC COM 920253101 95 5900 SH DEFINED 01 02 03 5900
VALSPAR CORP COM 920355104 2 50 SH DEFINED 01 02 03 50
VALUE CITY DEPT STORES INC COM 920387107 57 3800 SH DEFINED 01 02 03 3800
VALUE LINE INC COM 920437100 76 2100 SH DEFINED 01 02 03 2100
VALUEVISION INTL INC CL A 92047K107 367 6400 SH DEFINED 01 02 03 6400
VANS INC COM 921930103 53 4350 SH DEFINED 01 02 03 4350
VANTIVE CORP COM 922091103 143 7900 SH DEFINED 01 02 03 7900
VARCO INTL INC COM 922126107 841 82572 SH DEFINED 01 02 03 82572
VARIAN INC COM 922206107 110 4900 SH DEFINED 01 02 03 4900
VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 204 6000 SH DEFINED 01 02 03 6000
VARIAN MED SYS INC COM 92220P105 298 10000 SH DEFINED 01 02 03 10000
VASTAR RES INC COM 922380100 3039 51500 SH DEFINED 01 02 03 51500
VEECO INSTRS INC DEL COM 922417100 206 4400 SH DEFINED 01 02 03 4400
VENTAS INC COM 92276F100 60 14400 SH DEFINED 01 02 03 14400
VENTANA MED SYS INC COM 92276H106 87 3500 SH DEFINED 01 02 03 3500
VENATOR GROUP INC COM 922944103 872 124500 SH DEFINED 01 02 03 124500
VERIO INC COM 923433106 693 15000 SH DEFINED 01 02 03 15000
VERITAS SOFTWARE CO COM 923436109 86548 604700 SH DEFINED 01 02 03 604700
VERITY INC COM 92343C106 264 6200 SH DEFINED 01 02 03 6200
VERISIGN INC COM 92343E102 1221 6400 SH DEFINED 01 02 03 6400
VERITAS DGC INC COM 92343P107 90 6400 SH DEFINED 01 02 03 6400
VERTEX PHARMACEUTICALS INC COM 92532F100 422 12050 SH DEFINED 01 02 03 12050
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VERTICALNET INC COM 92532L107 1369 8350 SH DEFINED 01 02 03 8350
VETERINARY CTRS AMER INC COM 925514101 73 5700 SH DEFINED 01 02 03 5700
VIACOM INC CL B 925524308 22595 373850 SH DEFINED 01 02 03 373850
VIATEL INC COM 925529208 240 4480 SH DEFINED 01 02 03 4480
VIAD CORP COM 92552R109 2534 90900 SH DEFINED 01 02 03 90900
VICAL INC COM 925602104 117 3900 SH DEFINED 01 02 03 3900
VICOR CORP COM 925815102 284 7000 SH DEFINED 01 02 03 7000
VIGNETTE CORP COM 926734104 65 400 SH DEFINED 01 02 03 400
VINTAGE PETE INC COM 927460105 134 11100 SH DEFINED 01 02 03 11100
VISIO CORP COM 927914101 314 6600 SH DEFINED 01 02 03 6600
VISHAY INTERTECHNOLOGY INC COM 928298108 2838 89753 SH DEFINED 01 02 03 89753
VISUAL NETWORKS INC COM 928444108 404 5100 SH DEFINED 01 02 03 5100
VISX INC DEL COM 92844S105 3229 62400 SH DEFINED 01 02 03 62400
VITAL SIGNS INC COM 928469105 39 1700 SH DEFINED 01 02 03 1700
VITESSE SEMICONDUCTOR CORP COM 928497106 7703 146900 SH DEFINED 01 02 03 146900
VLASIC FOODS INTL INC COM 928559103 292 51400 SH DEFINED 01 02 03 51400
VODAFONE AIRTOUCH PLC SPONSORED ADR 92857T107 111425 2251001 SH DEFINED 01 02 03 2251001
VODAFONE AIRTOUCH PLC SPONSORED ADR 92857T107 2970 60000 SH DEFINED 01 02 03 60000
VOLT INFORMATION SCIENCES INC COM 928703107 67 2800 SH DEFINED 01 02 03 2800
VULCAN MATLS CO COM 929160109 2256 56500 SH DEFINED 01 02 03 56500
WD-40 CO COM 929236107 131 5900 SH DEFINED 01 02 03 5900
WFS FINL INC COM 92923B106 61 2900 SH DEFINED 01 02 03 2900
W HLDG CO INC COM 929251106 113 10900 SH DEFINED 01 02 03 10900
WICOR INC COM 929253102 292 10000 SH DEFINED 01 02 03 10000
WMS INDS INC COM 929297109 108 8200 SH DEFINED 01 02 03 8200
WPS RESOURCES CORP COM 92931B106 178 7100 SH DEFINED 01 02 03 7100
WABASH NATL CORP COM 929566107 163 10850 SH DEFINED 01 02 03 10850
WACHOVIA CORP COM 929771103 7567 111278 SH DEFINED 01 02 03 111278
WACKENHUT CORP COM SER A 929794105 55 3700 SH DEFINED 01 02 03 3700
WACKENHUT CORRECTIONS CORP COM 929798106 32 2700 SH DEFINED 01 02 03 2700
WADDELL & REED FINL INC CL A 930059100 0 1 SH DEFINED 01 02 03 1
WADDELL & REED FINL INC CL B 930059209 0 0 SH DEFINED 01 02 03 0
WAL MART STORES INC COM 931142103 200392 2898986 SH DEFINED 01 02 03 2898986
WALDEN RESIDENTIAL PPTYS INC COM 931210108 145 6700 SH DEFINED 01 02 03 6700
WALGREEN CO COM 931422109 15206 519858 SH DEFINED 01 02 03 519858
WALLACE COMPUTER SERVICES INC COM 932270101 837 50328 SH DEFINED 01 02 03 50328
WALTER INDS INC COM 93317Q105 124 11500 SH DEFINED 01 02 03 11500
WARNACO GROUP INC CL A 934390105 655 53200 SH DEFINED 01 02 03 53200
WARNER LAMBERT CO COM 934488107 46643 569254 SH DEFINED 01 02 03 569254
WASHINGTON FED INC COM 938824109 367 18600 SH DEFINED 01 02 03 18600
WASHINGTON GAS LT CO COM 938837101 1563 56824 SH DEFINED 01 02 03 56824
WASHINGTON MUT INC COM 939322103 7935 305189 SH DEFINED 01 02 03 305189
WASHINGTON POST CO CL B 939640108 4981 8961 SH DEFINED 01 02 03 8961
WASHINGTON REAL ESTATE INVT TR SH BEN INT 939653101 132 8800 SH DEFINED 01 02 03 8800
WASTE CONNECTIONS INC COM 941053100 23 1600 SH DEFINED 01 02 03 1600
WASTE MGMT INC DEL COM 94106L109 4893 284712 SH DEFINED 01 02 03 284712
WATERS CORP COM 941848103 3339 63000 SH DEFINED 01 02 03 63000
WATSCO INC COM 942622200 72 6200 SH DEFINED 01 02 03 6200
WATSON PHARMACEUTICALS INC COM 942683103 1576 44000 SH DEFINED 01 02 03 44000
WATTS INDS INC CL A 942749102 89 6000 SH DEFINED 01 02 03 6000
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WAUSAU-MOSINEE PAPER CORP COM 943315101 733 62695 SH DEFINED 01 02 03 62695
WAVE SYSTEMS CORP CL A 943526103 121 10100 SH DEFINED 01 02 03 10100
WEATHERFORD INTL INC COM 947074100 4132 103467 SH DEFINED 01 02 03 103467
WEBB DEL CORP COM 947423109 142 5700 SH DEFINED 01 02 03 5700
WEBSTAKES COM INC COM 94768K100 55 2775 SH DEFINED 01 02 03 2775
WEBLINK WIRELESS INC CL A 94769A101 203 13100 SH DEFINED 01 02 03 13100
WEBSTER FINL CORP CONN COM 947890109 1275 54100 SH DEFINED 01 02 03 54100
WEBTRENDS CORP COM 94844D104 138 1700 SH DEFINED 01 02 03 1700
WEBVAN GROUP INC COM 94845V103 64 3900 SH DEFINED 01 02 03 3900
WEINGARTEN RLTY INVS SH BEN INT 948741103 276 7100 SH DEFINED 01 02 03 7100
WELLMAN INC COM 949702104 1106 59384 SH DEFINED 01 02 03 59384
WELLPOINT HEALTH NETWORK NEW COM 94973H108 2440 37000 SH DEFINED 01 02 03 37000
WELLS FARGO & CO NEW COM 949746101 37255 921304 SH DEFINED 01 02 03 921304
WELLSFORD REAL PPTYS INC COM 950240101 48 5700 SH DEFINED 01 02 03 5700
WENDYS INTL INC COM 950590109 1126 54600 SH DEFINED 01 02 03 54600
WERNER ENTERPRISES INC COM 950755108 183 12987 SH DEFINED 01 02 03 12987
WESBANCO INC COM 950810101 152 5850 SH DEFINED 01 02 03 5850
WESCO INTL INC COM 95082P105 43 4800 SH DEFINED 01 02 03 4800
WESLEY JESSEN VISIONCARE INC COM 951018100 159 4200 SH DEFINED 01 02 03 4200
WEST COAST BANCORP ORE NEW COM 952145100 121 8986 SH DEFINED 01 02 03 8986
WEST MARINE INC COM 954235107 40 4800 SH DEFINED 01 02 03 4800
WEST PHARMACEUTICAL SVSC INC COM 955306105 116 3763 SH DEFINED 01 02 03 3763
WEST TELESERVICES CORP COM 956188106 152 6200 SH DEFINED 01 02 03 6200
WESTAMERICA BANCORPORATION COM 957090103 1003 35900 SH DEFINED 01 02 03 35900
WESTELL TECHNOLOGIES INC CL A 957541105 81 7500 SH DEFINED 01 02 03 7500
WESTCORP INC COM 957907108 101 6994 SH DEFINED 01 02 03 6994
WESTERN DIGITAL CORP COM 958102105 78 18600 SH DEFINED 01 02 03 18600
WESTERN GAS RES INC COM 958259103 83 6300 SH DEFINED 01 02 03 6300
WESTERN PPTYS TR SH BEN INT 959261108 46 4800 SH DEFINED 01 02 03 4800
WESTFIELD AMER INC COM 959910100 57 4600 SH DEFINED 01 02 03 4600
WESTINGHOUSE AIR BRAKE CO NEW COM 960386100 181 10185 SH DEFINED 01 02 03 10185
WESTPAC BKG CORP SPONSORED ADR 961214301 457 13300 SH DEFINED 01 02 03 13300
WESTPOINT STEVENS INC COM 961238102 894 51100 SH DEFINED 01 02 03 51100
WESTVACO CORP COM 961548104 1497 45871 SH DEFINED 01 02 03 45871
WESTWOOD ONE INC COM 961815107 4416 58100 SH DEFINED 01 02 03 58100
WET SEAL INC CL A 961840105 49 4000 SH DEFINED 01 02 03 4000
WEYERHAEUSER CO COM 962166104 20326 283044 SH DEFINED 01 02 03 283044
WHIRLPOOL CORP COM 963320106 2357 36229 SH DEFINED 01 02 03 36229
WHITMAN CORP NEW COM 96647R107 1815 135100 SH DEFINED 01 02 03 135100
WHITNEY HLDG CORP COM 966612103 237 6400 SH DEFINED 01 02 03 6400
WHOLE FOODS MKT INC COM 966837106 264 5700 SH DEFINED 01 02 03 5700
WILD OATS MARKETS INC COM 96808B107 93 4200 SH DEFINED 01 02 03 4200
WILLAMETTE INDS INC COM 969133107 2746 59128 SH DEFINED 01 02 03 59128
WILLIAMS COMMUNICATIONS GROUP CL A 969455104 70 2425 SH DEFINED 01 02 03 2425
WILLIAMS COS INC DEL COM 969457100 6512 213076 SH DEFINED 01 02 03 213076
WILLIAMS SONOMA INC COM 969904101 2599 56500 SH DEFINED 01 02 03 56500
WILMINGTON TRUST CORP COM 971807102 1504 31178 SH DEFINED 01 02 03 31178
WIND RIVER SYSTEMS INC COM 973149107 308 8375 SH DEFINED 01 02 03 8375
WINDMERE-DURABLE HLDGS INC COM 973411101 119 7000 SH DEFINED 01 02 03 7000
WINN DIXIE STORES INC COM 974280109 1627 67979 SH DEFINED 01 02 03 67979
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WINNEBAGO INDS INC COM 974637100 116 5800 SH DEFINED 01 02 03 5800
WINSTAR COMMUNICATIONS INC COM 975515107 397 5300 SH DEFINED 01 02 03 5300
WIRELESS FACILITIES INC COM 97653A103 87 2000 SH DEFINED 01 02 03 2000
WISCONSIN CENT TRANSN CORP COM 976592105 894 66520 SH DEFINED 01 02 03 66520
WISCONSIN ENERGY CORP COM 976657106 2172 112852 SH DEFINED 01 02 03 112852
WIT CAP GROUP INC COM 97737K309 63 3700 SH DEFINED 01 02 03 3700
WOLVERINE TUBE INC COM 978093102 72 5100 SH DEFINED 01 02 03 5100
WOLVERINE WORLD WIDE INC COM 978097103 124 11300 SH DEFINED 01 02 03 11300
WOODWARD GOVERNOR CO COM 980745103 69 2500 SH DEFINED 01 02 03 2500
WORLD ACCESS INC COM 98141A101 177 9200 SH DEFINED 01 02 03 9200
WORLDGATE COMMUNICATIONS INC COM 98156L307 86 1800 SH DEFINED 01 02 03 1800
WORLD WRESTLING FEDN ENTMT INC CL A 98156Q108 59 3400 SH DEFINED 01 02 03 3400
WORTHINGTON INDS INC COM 981811102 1122 67725 SH DEFINED 01 02 03 67725
WRIGLEY WM JR CO COM 982526105 5169 62326 SH DEFINED 01 02 03 62326
WYNDHAM INTL INC CL A 983101106 129 43900 SH DEFINED 01 02 03 43900
WYNNS INTL INC COM 983195108 80 5668 SH DEFINED 01 02 03 5668
XCEED INC COM 98388N105 178 4300 SH DEFINED 01 02 03 4300
XILINX INC COM 983919101 100854 2218100 SH DEFINED 01 02 03 2218100
XIRCOM INC COM 983922105 458 6100 SH DEFINED 01 02 03 6100
XEROX CORP COM 984121103 14732 649366 SH DEFINED 01 02 03 649366
XTRA CORP COM 984138107 149 3500 SH DEFINED 01 02 03 3500
YAHOO INC COM 984332106 203017 469200 SH DEFINED 01 02 03 469200
YANKEE ENERGY SYS INC COM 984779108 130 2950 SH DEFINED 01 02 03 2950
YELLOW CORP COM 985509108 118 7000 SH DEFINED 01 02 03 7000
YORK INTL CORP NEW COM 986670107 1084 39500 SH DEFINED 01 02 03 39500
YOUNG & RUBICAM INC COM 987425105 163 2300 SH DEFINED 01 02 03 2300
YOUNG BROADCASTING INC CL A 987434107 117 2300 SH DEFINED 01 02 03 2300
Z TEL TECHNOLOGIES INC COM 988792107 69 1700 SH DEFINED 01 02 03 1700
ZALE CORP NEW COM 988858106 29 600 SH DEFINED 01 02 03 600
ZAPATA CORP COM NEW 989070503 35 7502 SH DEFINED 01 02 03 7502
ZEBRA TECHNOLOGIES CORP CL A 989207105 351 6000 SH DEFINED 01 02 03 6000
ZENITH NATL INS CORP COM 989390109 56 2700 SH DEFINED 01 02 03 2700
ZIFF-DAVIS INC COM ZD 989511100 81 5100 SH DEFINED 01 02 03 5100
ZIONS BANCORPORATION COM 989701107 4847 81900 SH DEFINED 01 02 03 81900
ZIXIT CORP COM 98974P100 135 3400 SH DEFINED 01 02 03 3400
DAIMLERCHRYSLER AG ORD D1668R123 0 0 SH DEFINED 01 02 03 0
ACE LTD ORD G0070K103 245 14700 SH DEFINED 01 02 03 14700
AMDOCS LTD ORD G02602103 313 9078 SH DEFINED 01 02 03 9078
CORECOMM LTD ORD G2422R109 285 4800 SH DEFINED 01 02 03 4800
GEMSTAR INTL GROUP LTD ORD G3788V106 1071 15032 SH DEFINED 01 02 03 15032
GLOBAL CROSSING LTD COM G3921A100 28508 570159 SH DEFINED 01 02 03 570159
OPENTV CORP CL A G67543101 36 450 SH DEFINED 01 02 03 450
PXRE GROUP LTD COM G73018106 61 4678 SH DEFINED 01 02 03 4678
RENAISSANCE RE HLDGS LTD COM G7496G103 147 3600 SH DEFINED 01 02 03 3600
HILFIGER TOMMY CORP ORD G8915Z102 128 5500 SH DEFINED 01 02 03 5500
TRANSOCEAN OFFSHORE INC CAYMON ORD G90076103 2442 72500 SH DEFINED 01 02 03 72500
WHITE MTNS INS GROUP LTD COM G9618E107 127 1050 SH DEFINED 01 02 03 1050
XL CAP LTD CL A G98255105 374 7200 SH DEFINED 01 02 03 7200
MILLICOM INTL CELLULAR S A ORD L6388F102 174 2794 SH DEFINED 01 02 03 2794
GALILEO TECHNOLOGY LTD ORD M47298100 172 7125 SH DEFINED 01 02 03 7125
</TABLE>
<PAGE>
<TABLE>
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ARCADIS N V ORD N0605M105 4 560 SH DEFINED 01 02 03 560
ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 31850 280000 SH DEFINED 01 02 03 280000
BAAN CO NV COM N08044104 41 2918 SH DEFINED 01 02 03 2918
CNH GLOBAL N V ORD N20935107 145 10875 SH DEFINED 01 02 03 10875
METRON TECHNOLOGY N V ORD N5665B105 84 5200 SH DEFINED 01 02 03 5200
SUN INTL HOTELS LTD ORD P8797T133 37 1900 SH DEFINED 01 02 03 1900
Grand Total: 12306222
</TABLE>
