<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: June 30, 2000
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 August 11, 2000
-------------------- -------------- ---------------
Richard W. Scott City, State Date
Vice Chairman and Group
Executive - Investment Management
Report Type (check only one.):
( ) 13F Holdings Report.
( ) 13F Notice.
(X) 13F Combination Report.
List of Other Managers Reporting for this Manager:
Name 13F File No.
----------------------------------------------------- ------------
Founders Asset Management, LLC 28-00620
Fred Alger Management, Inc. 28-869
Manufacturers Adviser Corporation 28-4934
Morgan Stanley Dean Witter 28-01061
Investment Management Inc.
Salomon Brothers Asset Management Inc. 28-2568
Standish, Ayer & Wood, Inc. 28-04303
Credit Suisse Asset Management, LLC 28-3702
Wellington Management Company, LLP 28-517
INVESCO Funds Group, Inc. 28-2871
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 3
Form 13F Information Table Entry Total: 2,745
Form 13F Information Table Value Total: $12,653,726 (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
<PAGE>
<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>
ALFA CORP COM 015385107 109 6200 SH DEFINED 6200
CONTINENTAL AIRLS INC CL B 210795308 27 566 SH DEFINED 01 02 566
LAMAR ADVERTISING CO CL A 512815101 1038 23970 SH DEFINED 23970
LAMAR ADVERTISING CO CL A 512815101 11707 270294 SH DEFINED 01 02 03 270294
LAMAR ADVERTISING CO CL A 512815101 1038 23970 SH DEFINED 23970
MATRIXONE INC COM 57685P304 11 267 SH DEFINED 01 02 267
MATTEL INC COM 577081102 87 6562 SH DEFINED 01 02 6562
MUTUAL RISK MGMT LTD COM 628351108 0 0 SH DEFINED
PER SE TECHNOLOGIES INC COM NEW 713569309 4 377 SH DEFINED 01 02 377
RF MONOLITHICS INC COM 74955F106 80 4973 SH DEFINED 01 02 4973
SECURITY CAP GROUP INC CL A 81413P105 396 479 SH DEFINED 01 479
US BANCORP DEL COM 902973106 1506 78247 SH DEFINED 01 78247
USLIFE INCOME FD INC COM 917324105 69 8400 SH DEFINED 8400
AAR CORP COM 000361105 85 7050 SH DEFINED 01 02 03 7050
ABC-NACO INC COM 000752105 2 200 SH DEFINED 01 02 03 200
A D C TELECOMMUNICATIONS COM 000886101 14515 173052 SH DEFINED 01 02 03 173052
ACTV INC COM 00088E104 108 7233 SH DEFINED 01 02 03 7233
ABM INDS INC COM 000957100 106 4605 SH DEFINED 01 02 03 4605
ACT NETWORKS INC COM 000975102 61 4000 SH DEFINED 01 02 03 4000
AFLAC INC COM 001055102 6916 150550 SH DEFINED 01 02 03 150550
AGCO CORP COM 001084102 914 74600 SH DEFINED 01 02 03 74600
AGL RES INC COM 001204106 4807 301620 SH DEFINED 01 02 03 301620
AHL SVCS INC COM 001296102 12 2000 SH DEFINED 01 02 03 2000
AES CORP COM 00130H105 10311 226000 SH DEFINED 01 02 03 226000
AK STL HLDG CORP COM 001547108 995 124410 SH DEFINED 01 02 03 124410
AMC ENTMT INC COM 001669100 18 3700 SH DEFINED 01 02 03 3700
AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 127 5400 SH DEFINED 01 02 03 5400
AMR CORP COM 001765106 2598 98260 SH DEFINED 01 02 03 98260
AT&T CORP COM 001957109 55123 1743016 SH DEFINED 01 02 03 1743016
AT&T CORP COM LIB GRP A 001957208 22082 910600 SH DEFINED 01 02 03 910600
A S V INC COM 001963107 1 100 SH DEFINED 01 02 03 100
ATMI INC COM 00207R101 1183 25450 SH DEFINED 01 02 03 25450
AVT CORP COM 002420107 62 8400 SH DEFINED 01 02 03 8400
AVX CORP NEW COM 002444107 509 22200 SH DEFINED 01 02 03 22200
AXA FINL INC COM 002451102 133 3900 SH DEFINED 01 02 03 3900
AARON RENTS INC COM 002535201 82 6500 SH DEFINED 01 02 03 6500
ABBOTT LABS COM 002824100 51724 1160710 SH DEFINED 01 02 03 1160710
ABERCROMBIE & FITCH CO CL A 002896207 1285 105400 SH DEFINED 01 02 03 105400
ABGENIX INC COM 00339B107 1312 10950 SH DEFINED 01 02 03 10950
ACCEPTANCE INS COS INC COM 004308102 21 4200 SH DEFINED 01 02 03 4200
ACCLAIM ENTMT INC COM PAR $0.02 004325205 19 13500 SH DEFINED 01 02 03 13500
</TABLE>
<PAGE>
<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>
ACCREDO HEALTH INC COM 00437V104 283 8200 SH DEFINED 01 02 03 8200
ACCRUE SOFTWARE INC COM 00437W102 281 7925 SH DEFINED 01 02 03 7925
ACKERLEY GROUP INC COM 004527107 65 5500 SH DEFINED 01 02 03 5500
ACLARA BIOSCIENCES INC COM 00461P106 61 1200 SH DEFINED 01 02 03 1200
ACNIELSEN CORP COM 004833109 1309 59501 SH DEFINED 01 02 03 59501
ACTIVISION INC NEW COM NEW 004930202 23 3500 SH DEFINED 01 02 03 3500
ACTION PERFORMANCE COS INC COM 004933107 28 3800 SH DEFINED 01 02 03 3800
ACTEL CORP COM 004934105 397 8700 SH DEFINED 01 02 03 8700
ACTUATE CORP COM 00508B102 933 17475 SH DEFINED 01 02 03 17475
ACUSON CORP COM 005113105 464 34400 SH DEFINED 01 02 03 34400
ACXIOM CORP COM 005125109 2872 105400 SH DEFINED 01 02 03 105400
ADAPTIVE BROADBAND CORP COM 00650M104 356 9700 SH DEFINED 01 02 03 9700
ADAPTEC INC COM 00651F108 1069 47000 SH DEFINED 01 02 03 47000
ADECCO SA SPONSORED ADR 006754105 135 1276 SH DEFINED 01 02 03 1276
ADELPHIA BUSINESS SOLUTIONS CL A 006847107 2 100 SH DEFINED 01 02 03 100
ADELPHIA COMMUNICATIONS CORP CL A 006848105 197 4200 SH DEFINED 01 02 03 4200
ADMINISTAFF INC COM 007094105 165 2600 SH DEFINED 01 02 03 2600
ADOBE SYS INC COM 00724F101 7813 60100 SH DEFINED 01 02 03 60100
ADTRAN INC COM 00738A106 2742 45800 SH DEFINED 01 02 03 45800
ADVANCE PARADIGM INC COM 007491103 97 4722 SH DEFINED 01 02 03 4722
ADVANCED DIGITAL INFORMATION COM 007525108 126 7900 SH DEFINED 01 02 03 7900
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 1672 36900 SH DEFINED 01 02 03 36900
ADVANCED RADIO TELECOM CORP COM 00754U101 50 3400 SH DEFINED 01 02 03 3400
ADVEST GROUP INC COM 007566102 95 4548 SH DEFINED 01 02 03 4548
ADVANTAGE LEARNING SYSTEMS COM 00757K100 37 2400 SH DEFINED 01 02 03 2400
ADVO INC COM 007585102 282 6725 SH DEFINED 01 02 03 6725
ADVANTICA RESTAURANT GROUP INCCOM 00758B109 7 7500 SH DEFINED 01 02 03 7500
AEROFLEX INC COM 007768104 114 2300 SH DEFINED 01 02 03 2300
ADVANCED MICRO DEVICES INC COM 007903107 9000 116500 SH DEFINED 01 02 03 116500
ADVANTA CORP CL A 007942105 60 4900 SH DEFINED 01 02 03 4900
ADVANCED ENERGY INDS COM 007973100 106 1800 SH DEFINED 01 02 03 1800
ADVENT SOFTWARE INC COM 007974108 1345 20860 SH DEFINED 01 02 03 20860
AETHER SYS INC COM 00808V105 154 750 SH DEFINED 01 02 03 750
AETNA INC COM 008117103 4089 63700 SH DEFINED 01 02 03 63700
AFFILIATED COMPUTER SERVICES CL A 008190100 1689 51100 SH DEFINED 01 02 03 51100
AFFILIATED MANAGERS GROUP COM 008252108 246 5400 SH DEFINED 01 02 03 5400
AFFYMETRIX INC COM 00826T108 1226 7425 SH DEFINED 01 02 03 7425
AFTERMARKET TECHNOLOGY CORP COM 008318107 45 5300 SH DEFINED 01 02 03 5300
AGILENT TECHNOLOGIES INC COM 00846U101 18131 245843 SH DEFINED 01 02 03 245843
AGILE SOFTWARE CORP DEL COM 00846X105 689 9750 SH DEFINED 01 02 03 9750
AGRIBRANDS INTL INC COM 00849R105 122 2900 SH DEFINED 01 02 03 2900
</TABLE>
<PAGE>
<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>
AIR PRODS & CHEMS INC COM 009158106 3195 103700 SH DEFINED 01 02 03 103700
AIRBORNE FGHT CORP COM 009266107 1170 61800 SH DEFINED 01 02 03 61800
AIRGAS INC COM 009363102 500 87900 SH DEFINED 01 02 03 87900
AIRTRAN HLDGS INC COM 00949P108 61 14600 SH DEFINED 01 02 03 14600
AKAMAI TECHNOLOGIES INC COM 00971T101 141 1190 SH DEFINED 01 02 03 1190
AKORN INC COM 009728106 105 13200 SH DEFINED 01 02 03 13200
AKZO NOBEL NV SPONSORED ADR 010199305 429 10200 SH DEFINED 01 02 03 10200
ALABAMA NATL BANCORP DELA COM 010317105 36 1800 SH DEFINED 01 02 03 1800
ALARIS MED INC COM 011637105 17 9800 SH DEFINED 01 02 03 9800
ALASKA AIR GROUP INC COM 011659109 1004 37000 SH DEFINED 01 02 03 37000
ALBANY INTL CORP CL A 012348108 530 36555 SH DEFINED 01 02 03 36555
ALBANY MOLECULAR RESH INC COM 012423109 180 3300 SH DEFINED 01 02 03 3300
ALBEMARLE CORP COM 012653101 1365 69135 SH DEFINED 01 02 03 69135
ALBERTO CULVER CO CL B CONV 013068101 770 25199 SH DEFINED 01 02 03 25199
ALBERTSONS INC COM 013104104 6377 191800 SH DEFINED 01 02 03 191800
ALCAN ALUMINIUM LTD NEW COM 013716105 6646 214380 SH DEFINED 01 02 03 214380
ALCOA INC COM 013817101 26287 906460 SH DEFINED 01 02 03 906460
ALCATEL SPONSORED ADR 013904305 549 8262 SH DEFINED 01 02 03 8262
ALEXANDER & BALDWIN INC COM 014482103 2050 92900 SH DEFINED 01 02 03 92900
ALEXANDERS INC COM 014752109 73 1000 SH DEFINED 01 02 03 1000
ALEXANDRIA REAL ESTATE EQ INC COM 015271109 96 2800 SH DEFINED 01 02 03 2800
ALFA CORP COM 015385107 134 7650 SH DEFINED 01 02 03 7650
ALGOS PHARMACEUTICAL CORP COM 015869100 47 3100 SH DEFINED 01 02 03 3100
ALKERMES INC COM 01642T108 551 11700 SH DEFINED 01 02 03 11700
ALLAIRE CORP COM 016714107 343 9325 SH DEFINED 01 02 03 9325
ALLEGHANY CORP DEL COM 017175100 118 700 SH DEFINED 01 02 03 700
ALLEGHENY ENERGY INC COM 017361106 4544 166000 SH DEFINED 01 02 03 166000
ALLEGHENY TECHNOLOGIES INC COM 01741R102 679 37700 SH DEFINED 01 02 03 37700
ALLEGIANCE TELECOM INC COM 01747T102 746 11650 SH DEFINED 01 02 03 11650
ALLEN TELECOM INC COM 018091108 195 11000 SH DEFINED 01 02 03 11000
ALLERGAN INC COM 018490102 4783 64200 SH DEFINED 01 02 03 64200
ALLIANCE BANCORP COM 01852J105 3 200 SH DEFINED 01 02 03 200
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 214 8700 SH DEFINED 01 02 03 8700
ALLIANT CORP COM 018802108 2122 81600 SH DEFINED 01 02 03 81600
ALLIANT TECHSYSTEMS INC COM 018804104 173 2565 SH DEFINED 01 02 03 2565
ALLIED CAP CORP NEW COM 01903Q108 505 29725 SH DEFINED 01 02 03 29725
ALLIED WASTE INDS INC COM PAR$.01NEW019589308 854 85400 SH DEFINED 01 02 03 85400
ALLMERICA FINL CORP COM 019754100 4505 86020 SH DEFINED 01 02 03 86020
ALLSCRIPTS INC COM 019886100 231 10050 SH DEFINED 01 02 03 10050
ALLSTATE CORP COM 020002101 9645 433464 SH DEFINED 01 02 03 433464
ALLTEL CORP COM 020039103 10303 166350 SH DEFINED 01 02 03 166350
</TABLE>
<PAGE>
<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>
ALLTRISTA CORP COM 020040101 73 3400 SH DEFINED 01 02 03 3400
ALPHA INDS INC COM 020753109 322 7300 SH DEFINED 01 02 03 7300
ALPHARMA INC CL A 020813101 412 6624 SH DEFINED 01 02 03 6624
ALPINE GROUP INC COM 020825105 28 4200 SH DEFINED 01 02 03 4200
ALTERA CORP COM 021441100 145179 1424200 SH DEFINED 01 02 03 1424200
ALTEON WEBSYSTEMS INC COM 02145A109 425 4250 SH DEFINED 01 02 03 4250
ALTERRA HEALTHCARE CORP COM 02146C104 11 5600 SH DEFINED 01 02 03 5600
ALZA CORP DEL COM 022615108 3536 59800 SH DEFINED 01 02 03 59800
AMAZON COM INC COM 023135106 51 1400 SH DEFINED 01 02 03 1400
AMBAC FINL GROUP INC COM 023139108 4352 79400 SH DEFINED 01 02 03 79400
AMCOL INTL CORP COM 02341W103 116 7000 SH DEFINED 01 02 03 7000
AMERADA HESS CORP COM 023551104 3896 63100 SH DEFINED 01 02 03 63100
AMERCO COM 023586100 50 2500 SH DEFINED 01 02 03 2500
AMEREN CORP COM 023608102 2096 62100 SH DEFINED 01 02 03 62100
AMERICA ONLINE INC DEL COM 02364J104 84102 1594350 SH DEFINED 01 02 03 1594350
AMERICA WEST HLDG CORP CL B 023657208 144 8413 SH DEFINED 01 02 03 8413
AMCORE FINL INC COM 023912108 133 7250 SH DEFINED 01 02 03 7250
AMERICAN AXLE & MFG HLDGS INC COM 024061103 3 200 SH DEFINED 01 02 03 200
AMERICAN CLASSIC VOYAGES CO COM 024928103 232 11225 SH DEFINED 01 02 03 11225
AMERICAN ELEC PWR INC COM 025537101 4437 149780 SH DEFINED 01 02 03 149780
AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 675 48200 SH DEFINED 01 02 03 48200
AMERICAN EXPRESS CO COM 025816109 40171 770660 SH DEFINED 01 02 03 770660
AMERICAN FINL GROUP INC OHIO COM 025932104 2762 111310 SH DEFINED 01 02 03 111310
AMERICAN FINL HLDGS INC COM 026075101 122 7700 SH DEFINED 01 02 03 7700
AMERICAN FREIGHTWAYS CORP COM 02629V108 83 5740 SH DEFINED 01 02 03 5740
AMERICAN GENERAL CORP COM 026351106 6850 112300 SH DEFINED 01 02 03 112300
AMERICAN GREETINGS CORP CL A 026375105 606 31900 SH DEFINED 01 02 03 31900
AMERICAN HOME PRODS CORP COM 026609107 61053 1039200 SH DEFINED 01 02 03 1039200
AMERICAN INDL PPTYS REIT COM NEW 026791202 3 200 SH DEFINED 01 02 03 200
AMERICAN INTL GROUP INC COM 026874107 118154 1005563 SH DEFINED 01 02 03 1005563
AMERICAN ITALIAN PASTA CO CL A 027070101 93 4500 SH DEFINED 01 02 03 4500
AMERICAN MGMT SYS INC COM 027352103 417 12700 SH DEFINED 01 02 03 12700
AMERICAN RETIREMENT CORP COM 028913101 1 100 SH DEFINED 01 02 03 100
AMERICAN PWR CONVERSION CORP COM 029066107 3612 88500 SH DEFINED 01 02 03 88500
AMERICAN STD COS INC DEL COM 029712106 3301 80500 SH DEFINED 01 02 03 80500
AMERICAN STS WTR CO COM 029899101 6 200 SH DEFINED 01 02 03 200
AMERICAN TOWER CORP CL A 029912201 396 9500 SH DEFINED 01 02 03 9500
AMERICAN SUPERCONDUCTOR CORP COM 030111108 68 1400 SH DEFINED 01 02 03 1400
AMERICAN WTR WKS INC COM 030411102 2525 101000 SH DEFINED 01 02 03 101000
AMERICAN XTAL TECHNOLOGY INC COM 030514103 130 3000 SH DEFINED 01 02 03 3000
AMERICREDIT CORP COM 03060R101 350 20600 SH DEFINED 01 02 03 20600
</TABLE>
<PAGE>
<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>
AMERIPATH INC COM 03071D109 2 200 SH DEFINED 01 02 03 200
AMERISOURCE HEALTH CORP CL A 03071P102 341 11000 SH DEFINED 01 02 03 11000
AMERUS LIFE HLDGS INC COM 030732101 94 4553 SH DEFINED 01 02 03 4553
AMES DEPT STORES INC COM NEW 030789507 50 6400 SH DEFINED 01 02 03 6400
AMETEK INC NEW COM 031100100 723 41307 SH DEFINED 01 02 03 41307
AMF BOWLING INC COM 03113V109 3 16700 SH DEFINED 01 02 03 16700
AMGEN INC COM 031162100 39846 567200 SH DEFINED 01 02 03 567200
AMKOR TECHNOLOGY INC COM 031652100 717 20300 SH DEFINED 01 02 03 20300
AMRESCO INC COM 031909104 0 700 SH DEFINED 01 02 03 700
AMPEX CORP DEL CL A 032092108 28 16500 SH DEFINED 01 02 03 16500
AMPHENOL CORP NEW CL A 032095101 536 8100 SH DEFINED 01 02 03 8100
AMSOUTH BANCORPORATION COM 032165102 2799 177700 SH DEFINED 01 02 03 177700
AMTRAN INC COM 03234G106 29 2300 SH DEFINED 01 02 03 2300
ANACOMP INC DEL COM 032371106 8 2500 SH DEFINED 01 02 03 2500
ANADARKO PETE CORP COM 032511107 3235 65600 SH DEFINED 01 02 03 65600
ANADIGICS INC COM 032515108 189 5550 SH DEFINED 01 02 03 5550
ANALOG DEVICES INC COM 032654105 175028 2303003 SH DEFINED 01 02 03 2303003
ANALOGIC CORP COM PAR $0.05 032657207 66 1650 SH DEFINED 01 02 03 1650
ANALYSTS INTL CORP COM 032681108 53 5638 SH DEFINED 01 02 03 5638
ANAREN MICROWAVE INC COM 032744104 600 4575 SH DEFINED 01 02 03 4575
ANCHOR BANCORP WIS INC COM 032839102 124 8100 SH DEFINED 01 02 03 8100
ANCHOR GAMING COM 033037102 493 10275 SH DEFINED 01 02 03 10275
ANCOR COMMUNICATIONS INC COM 03332K108 240 6700 SH DEFINED 01 02 03 6700
ANDOVER BANCORP INC DEL COM 034258103 4 142 SH DEFINED 01 02 03 142
ANDREW CORP COM 034425108 2028 60429 SH DEFINED 01 02 03 60429
ANDRX CORP COM 034551101 51 800 SH DEFINED 01 02 03 800
ANESTA CORP COM 034603100 2 100 SH DEFINED 01 02 03 100
ANHEUSER BUSCH COS INC COM 035229103 15259 204300 SH DEFINED 01 02 03 204300
ANICOM INC COM 035250109 12 3200 SH DEFINED 01 02 03 3200
ANIXTER INTL INC COM 035290105 216 8137 SH DEFINED 01 02 03 8137
ANNTAYLOR STORES CORP COM 036115103 275 8300 SH DEFINED 01 02 03 8300
ANTEC CORP COM 03664P105 1891 45500 SH DEFINED 01 02 03 45500
ANSWERTHINK CONSULTING GROUP COM 036916104 93 5600 SH DEFINED 01 02 03 5600
AON CORP COM 037389103 3964 127600 SH DEFINED 01 02 03 127600
APACHE CORP COM 037411105 3370 57300 SH DEFINED 01 02 03 57300
APEX INC COM 037548104 203 4650 SH DEFINED 01 02 03 4650
APOGEE ENTERPRISES INC COM 037598109 26 7400 SH DEFINED 01 02 03 7400
APOLLO GROUP INC CL A 037604105 2176 77700 SH DEFINED 01 02 03 77700
APPLE COMPUTER INC COM 037833100 10737 205000 SH DEFINED 01 02 03 205000
APPLEBEES INTL INC COM 037899101 309 10200 SH DEFINED 01 02 03 10200
APRIA HEALTHCARE GROUP INC COM 037933108 1747 142600 SH DEFINED 01 02 03 142600
</TABLE>
<PAGE>
<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>
APPLIED GRAPHICS TECHNOLOGIES COM 037937109 27 6425 SH DEFINED 01 02 03 6425
APPLIED ANALYTICAL INDS INC COM 037939105 46 4800 SH DEFINED 01 02 03 4800
APPLICA INC COM 03815A106 76 6746 SH DEFINED 01 02 03 6746
APPLIED INDL TECHNOLOGIES INC COM 03820C105 97 5910 SH DEFINED 01 02 03 5910
APPLIED MATLS INC COM 038222105 135758 1498015 SH DEFINED 01 02 03 1498015
APPLIED PWR INC CL A 038225108 334 9980 SH DEFINED 01 02 03 9980
APPLIED MICRO CIRCUITS CORP COM 03822W109 79138 801400 SH DEFINED 01 02 03 801400
APPLIEDTHEORY CORP COM 03828R104 65 4330 SH DEFINED 01 02 03 4330
APTARGROUP INC COM 038336103 219 8100 SH DEFINED 01 02 03 8100
ARCH CAP GROUP LTD COM 03937L105 91 6100 SH DEFINED 01 02 03 6100
ARCH CHEMICALS INC COM 03937R102 74 3400 SH DEFINED 01 02 03 3400
ARCH COAL INC COM 039380100 38 4908 SH DEFINED 01 02 03 4908
ARCHER DANIELS MIDLAND CO COM 039483102 4144 422300 SH DEFINED 01 02 03 422300
ARCTIC CAT INC COM 039670104 62 5218 SH DEFINED 01 02 03 5218
AREA BANCSHARES CORP NEW COM 039872106 47 2100 SH DEFINED 01 02 03 2100
ARGONAUT GROUP INC COM 040157109 79 4608 SH DEFINED 01 02 03 4608
ARGOSY GAMING CO COM 040228108 106 7400 SH DEFINED 01 02 03 7400
ARGUSS COMMUNICATIONS INC COM 040282105 83 4400 SH DEFINED 01 02 03 4400
ARIBA INC COM 04033V104 141060 1438700 SH DEFINED 01 02 03 1438700
ARMSTRONG HLDGS INC COM 042384107 279 18200 SH DEFINED 01 02 03 18200
ARNOLD INDS INC COM 042595108 371 30772 SH DEFINED 01 02 03 30772
ARROW ELECTRS INC COM 042735100 3091 99700 SH DEFINED 01 02 03 99700
ARROW INTL INC COM 042764100 121 3600 SH DEFINED 01 02 03 3600
ART TECHNOLOGY GROUP INC COM 04289L107 946 9375 SH DEFINED 01 02 03 9375
ARTESYN TECHNOLOGIES INC COM 043127109 328 11809 SH DEFINED 01 02 03 11809
ARVIN INDS INC COM 043339100 566 32600 SH DEFINED 01 02 03 32600
ASHLAND INC COM 044204105 2868 81786 SH DEFINED 01 02 03 81786
ASHTON TECHNOLOGY GROUP INC COM 045084100 16 5800 SH DEFINED 01 02 03 5800
ASPECT COMMUNICATIONS CORP COM 04523Q102 484 12306 SH DEFINED 01 02 03 12306
ASPEN TECHNOLOGY INC COM 045327103 562 14600 SH DEFINED 01 02 03 14600
ASSOCIATED BANC CORP COM 045487105 1558 71440 SH DEFINED 01 02 03 71440
ASSOCIATED ESTATES RLTY CORP COM 045604105 33 4700 SH DEFINED 01 02 03 4700
AT HOME CORP COM SER A 045919107 60 2878 SH DEFINED 01 02 03 2878
ASSOCIATES FIRST CAP CORP CL A 046008108 21695 972340 SH DEFINED 01 02 03 972340
ASTEC INDS INC COM 046224101 94 3700 SH DEFINED 01 02 03 3700
ASTORIA FINL CORP COM 046265104 1367 53100 SH DEFINED 01 02 03 53100
ASTRAZENECA PLC SPONSORED ADR 046353108 498 10716 SH DEFINED 01 02 03 10716
ASTRAZENECA PLC SPONSORED ADR 046353108 507 10900 SH DEFINED 01 02 03 10900
ASYST TECHNOLOGY CORP COM 04648X107 219 6400 SH DEFINED 01 02 03 6400
ATLANTIC COAST AIRLINES HLDGS COM 048396105 102 3200 SH DEFINED 01 02 03 3200
ATLAS AIR INC COM 049164106 152 4241 SH DEFINED 01 02 03 4241
</TABLE>
<PAGE>
<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>
ATMEL CORP COM 049513104 8559 232100 SH DEFINED 01 02 03 232100
ATMOS ENERGY CORP COM 049560105 139 7950 SH DEFINED 01 02 03 7950
ATWOOD OCEANICS INC COM 050095108 207 4650 SH DEFINED 01 02 03 4650
AUGUST TECHNOLOGY CORP COM 05106U105 32 1950 SH DEFINED 01 02 03 1950
AURORA FOODS INC COM 05164B106 1 200 SH DEFINED 01 02 03 200
AUSPEX SYS INC COM 052116100 18 3700 SH DEFINED 01 02 03 3700
AUTOBYTEL COM INC COM 05275N106 1 100 SH DEFINED 01 02 03 100
AUTODESK INC COM 052769106 1030 29700 SH DEFINED 01 02 03 29700
AUTOMATIC DATA PROCESSING INC COM 053015103 35061 654590 SH DEFINED 01 02 03 654590
AUTONATION INC COM 05329W102 78 11100 SH DEFINED 01 02 03 11100
AUTOZONE INC COM 053332102 1331 60500 SH DEFINED 01 02 03 60500
AVADO BRANDS INC COM 05336P108 16 10862 SH DEFINED 01 02 03 10862
AVANT CORP COM 053487104 166 8857 SH DEFINED 01 02 03 8857
AVERY DENNISON CORP COM 053611109 4514 67250 SH DEFINED 01 02 03 67250
AVIALL INC NEW COM 05366B102 36 7318 SH DEFINED 01 02 03 7318
AVIATION SALES CO COM 053672101 16 2600 SH DEFINED 01 02 03 2600
AVID TECHNOLOGY INC COM 05367P100 73 6044 SH DEFINED 01 02 03 6044
AVIRON COM 053762100 117 3800 SH DEFINED 01 02 03 3800
AVIS GROUP HLDGS INC COM 053790101 108 5742 SH DEFINED 01 02 03 5742
AVISTA CORP COM 05379B107 170 9737 SH DEFINED 01 02 03 9737
AVNET INC COM 053807103 2788 47054 SH DEFINED 01 02 03 47054
AVON PRODS INC COM 054303102 4980 111900 SH DEFINED 01 02 03 111900
AWARE INC MASS COM 05453N100 179 3500 SH DEFINED 01 02 03 3500
AXENT TECHNOLOGIES INC COM 05459C108 223 9000 SH DEFINED 01 02 03 9000
AZTAR CORP COM 054802103 175 11300 SH DEFINED 01 02 03 11300
BB&T CORP COM 054937107 3884 162677 SH DEFINED 01 02 03 162677
BCE INC COM 05534B109 300 12600 SH DEFINED 01 02 03 12600
BISYS GROUP INC COM 055472104 652 10600 SH DEFINED 01 02 03 10600
BJ SVCS CO COM 055482103 5475 87600 SH DEFINED 01 02 03 87600
BJS WHOLESALE CLUB INC COM 05548J106 2653 80400 SH DEFINED 01 02 03 80400
BMC INDS INC MINN COM 055607105 40 9900 SH DEFINED 01 02 03 9900
BOK FINL CORP COM NEW 05561Q201 50 2866 SH DEFINED 01 02 03 2866
BP AMOCO P L C SPONSORED ADR 055622104 3178 56178 SH DEFINED 01 02 03 56178
BRE PROPERTIES INC CL A 05564E106 333 11530 SH DEFINED 01 02 03 11530
BSB BANCORP COM 055652101 34 1700 SH DEFINED 01 02 03 1700
BT FINL CORP COM 055763106 62 3570 SH DEFINED 01 02 03 3570
BMC SOFTWARE INC COM 055921100 100536 2755600 SH DEFINED 01 02 03 2755600
BACOU USA INC COM 056439102 26 1300 SH DEFINED 01 02 03 1300
BAKER HUGHES INC COM 057224107 6210 194050 SH DEFINED 01 02 03 194050
BALDOR ELEC CO COM 057741100 137 7381 SH DEFINED 01 02 03 7381
BALDWIN & LYONS INC CL B 057755209 53 3100 SH DEFINED 01 02 03 3100
</TABLE>
<PAGE>
<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>
BALL CORP COM 058498106 435 13500 SH DEFINED 01 02 03 13500
BALLY TOTAL FITNESS HLDG CORP COM 05873K108 249 9800 SH DEFINED 01 02 03 9800
BANCFIRST CORP ZANESVILLE OHIOCOM 059450106 1 43 SH DEFINED 01 02 03 43
BANCFIRST CORP COM 05945F103 1 34 SH DEFINED 01 02 03 34
BANCORPSOUTH INC COM 059692103 165 11700 SH DEFINED 01 02 03 11700
BANCWEST CORP NEW COM 059790105 188 11425 SH DEFINED 01 02 03 11425
BANDAG INC COM 059815100 657 27100 SH DEFINED 01 02 03 27100
BANK OF AMERICA CORPORATION COM 060505104 40590 943950 SH DEFINED 01 02 03 943950
BANK OF GRANITE CORP COM 062401104 69 3031 SH DEFINED 01 02 03 3031
BANK NEW YORK INC COM 064057102 17454 375350 SH DEFINED 01 02 03 375350
BANK ONE CORP COM 06423A103 15567 586044 SH DEFINED 01 02 03 586044
BANK UTD CORP CL A 065412108 891 25325 SH DEFINED 01 02 03 25325
BANKATLANTIC BANCORP CL B 065908105 57 9700 SH DEFINED 01 02 03 9700
BANKATLANTIC BANCORP CL A 065908501 5 1455 SH DEFINED 01 02 03 1455
BANKNORTH GROUP INC NEW COM 06646R107 2530 165250 SH DEFINED 01 02 03 165250
BANTA CORP COM 066821109 624 32950 SH DEFINED 01 02 03 32950
BARD C R INC COM 067383109 2517 52300 SH DEFINED 01 02 03 52300
BARNES & NOBLE INC COM 067774109 1506 67700 SH DEFINED 01 02 03 67700
BARNES GROUP INC COM 067806109 67 4100 SH DEFINED 01 02 03 4100
BARNESANDNOBLE COM INC CL A 067846105 28 4300 SH DEFINED 01 02 03 4300
BARRICK GOLD CORP COM 067901108 4199 230870 SH DEFINED 01 02 03 230870
BARR LABS INC COM 068306109 161 3600 SH DEFINED 01 02 03 3600
BARRA INC COM 068313105 146 2950 SH DEFINED 01 02 03 2950
BARRETT RES CORP COM PAR $0.01 068480201 218 7150 SH DEFINED 01 02 03 7150
BASIN EXPL INC COM 070107107 2 100 SH DEFINED 01 02 03 100
BASSETT FURNITURE INDS INC COM 070203104 51 4050 SH DEFINED 01 02 03 4050
BATTLE MTN GOLD CO COM 071593107 74 33645 SH DEFINED 01 02 03 33645
BAUSCH & LOMB INC COM 071707103 1919 24800 SH DEFINED 01 02 03 24800
BAXTER INTL INC COM 071813109 11145 158500 SH DEFINED 01 02 03 158500
BAY VIEW CAP CORP DEL COM 07262L101 85 8656 SH DEFINED 01 02 03 8656
BE AEROSPACE INC COM 073302101 44 6450 SH DEFINED 01 02 03 6450
BEA SYS INC COM 073325102 133 2700 SH DEFINED 01 02 03 2700
BEAR STEARNS COS INC COM 073902108 2448 58800 SH DEFINED 01 02 03 58800
BEBE STORES INC COM 075571109 16 1900 SH DEFINED 01 02 03 1900
BECKMAN COULTER INC COM 075811109 1769 30300 SH DEFINED 01 02 03 30300
BECTON DICKINSON & CO COM 075887109 3646 127100 SH DEFINED 01 02 03 127100
BED BATH & BEYOND INC COM 075896100 2302 63500 SH DEFINED 01 02 03 63500
BEDFORD PPTY INVS INC COM PAR $0.02 076446301 76 4100 SH DEFINED 01 02 03 4100
BELCO OIL & GAS CORP COM 077410108 22 2600 SH DEFINED 01 02 03 2600
BELDEN INC COM 077459105 161 6300 SH DEFINED 01 02 03 6300
BELL & HOWELL CO NEW COM 077852101 90 3700 SH DEFINED 01 02 03 3700
</TABLE>
<PAGE>
<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>
BELL ATLANTIC CORP COM 077853109 57779 1137110 SH DEFINED 01 02 03 1137110
BELLSOUTH CORP COM 079860102 44736 1049530 SH DEFINED 01 02 03 1049530
BELO A H CORP DEL COM SER A 080555105 2702 156100 SH DEFINED 01 02 03 156100
BEMIS INC COM 081437105 810 24100 SH DEFINED 01 02 03 24100
BENCHMARK ELECTRS INC COM 08160H101 99 2700 SH DEFINED 01 02 03 2700
BERGEN BRUNSWIG CORP CL A 083739102 765 139000 SH DEFINED 01 02 03 139000
BERINGER WINE ESTATES HOLDINGSCL B 084102102 159 4500 SH DEFINED 01 02 03 4500
BERKLEY W R CORP COM 084423102 104 5550 SH DEFINED 01 02 03 5550
BERKSHIRE HATHAWAY INC DEL CL A 084670108 269 5 SH DEFINED 01 02 03 5
BERLITZ INTL INC NEW COM 08520F100 38 4217 SH DEFINED 01 02 03 4217
BERRY PETE CO CL A 085789105 80 4700 SH DEFINED 01 02 03 4700
BEST BUY INC COM 086516101 6961 110050 SH DEFINED 01 02 03 110050
BESTFOODS COM 08658U101 10518 151889 SH DEFINED 01 02 03 151889
BETHLEHEM STL CORP COM 087509105 333 93595 SH DEFINED 01 02 03 93595
BEVERLY ENTERPRISES INC COM NEW 087851309 182 64600 SH DEFINED 01 02 03 64600
BEYOND COM CORP COM 08860E101 6 4300 SH DEFINED 01 02 03 4300
BILLING CONCEPTS CORP COM 090063108 59 13200 SH DEFINED 01 02 03 13200
BINDLEY WESTN INDS INC COM 090324104 450 17007 SH DEFINED 01 02 03 17007
BINDVIEW DEV CORP COM 090327107 73 6100 SH DEFINED 01 02 03 6100
BIO RAD LABS INC CL A 090572207 63 2500 SH DEFINED 01 02 03 2500
BIO TECHNOLOGY GEN CORP COM 090578105 229 17400 SH DEFINED 01 02 03 17400
BIOGEN INC COM 090597105 4334 67200 SH DEFINED 01 02 03 67200
BIOMATRIX INC COM 09060P102 106 4700 SH DEFINED 01 02 03 4700
BIOMET INC COM 090613100 2056 53500 SH DEFINED 01 02 03 53500
BLACK & DECKER CORP COM 091797100 1514 38500 SH DEFINED 01 02 03 38500
BLACK BOX CORP DEL COM 091826107 356 4500 SH DEFINED 01 02 03 4500
BLACK HILLS CORP COM 092113109 621 27538 SH DEFINED 01 02 03 27538
BLANCH E W HLDGS INC COM 093210102 65 3200 SH DEFINED 01 02 03 3200
BLOCK DRUG INC CL A 093644102 162 3828 SH DEFINED 01 02 03 3828
BLOCK H & R INC COM 093671105 1437 44400 SH DEFINED 01 02 03 44400
BLOCKBUSTER INC CL A 093679108 3 300 SH DEFINED 01 02 03 300
BLOUNT INTL INC NEW COM 095180105 5 688 SH DEFINED 01 02 03 688
BLYTH INC COM 09643P108 1478 50100 SH DEFINED 01 02 03 50100
BOB EVANS FARMS INC COM 096761101 721 48300 SH DEFINED 01 02 03 48300
BOCA RESORTS INC CL A 09688T106 74 7500 SH DEFINED 01 02 03 7500
BOEING CO COM 097023105 17540 419500 SH DEFINED 01 02 03 419500
BOISE CASCADE CORP COM 097383103 670 25900 SH DEFINED 01 02 03 25900
BOMBAY CO INC COM 097924104 1 500 SH DEFINED 01 02 03 500
BORDERS GROUP INC COM 099709107 1524 97900 SH DEFINED 01 02 03 97900
BORG WARNER INC COM 099724106 1012 28801 SH DEFINED 01 02 03 28801
BOSTON PROPERTIES INC COM 101121101 429 11100 SH DEFINED 01 02 03 11100
</TABLE>
<PAGE>
<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>
BOSTON SCIENTIFIC CORP COM 101137107 4043 184300 SH DEFINED 01 02 03 184300
BOTTOMLINE TECH DEL INC COM 101388106 89 2600 SH DEFINED 01 02 03 2600
BOWATER INC COM 102183100 2586 58600 SH DEFINED 01 02 03 58600
BOWNE & CO INC COM 103043105 101 10038 SH DEFINED 01 02 03 10038
BOYD GAMING CORP COM 103304101 55 9800 SH DEFINED 01 02 03 9800
BOYDS COLLECTION LTD COM 103354106 118 13846 SH DEFINED 01 02 03 13846
BOYKIN LODGING CO COM 103430104 61 4511 SH DEFINED 01 02 03 4511
BRADLEY REAL ESTATE INC COM 104580105 138 6473 SH DEFINED 01 02 03 6473
BRADY CORP CL A 104674106 168 5184 SH DEFINED 01 02 03 5184
BRANDYWINE RLTY TR SH BEN INT NEW105368203 283 14777 SH DEFINED 01 02 03 14777
BRENTON BKS INC COM 107211104 29 2120 SH DEFINED 01 02 03 2120
BRIGGS & STRATTON CORP COM 109043109 343 10000 SH DEFINED 01 02 03 10000
BRIGHT HORIZON FAMILY SOLUTIONCOM 109195107 2 100 SH DEFINED 01 02 03 100
BRIGHTPOINT INC COM 109473108 121 13950 SH DEFINED 01 02 03 13950
BRINKER INTL INC COM 109641100 1992 68100 SH DEFINED 01 02 03 68100
BRIO TECHNOLOGY INC COM 109704106 81 3800 SH DEFINED 01 02 03 3800
BRISTOL MYERS SQUIBB CO COM 110122108 75638 1298510 SH DEFINED 01 02 03 1298510
BRITESMILE INC COM 110415106 23 5100 SH DEFINED 01 02 03 5100
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 133 9908 SH DEFINED 01 02 03 9908
BRITISH TELECOMMUNICATIONS PLCADR FINAL INST111021408 1505 11379 SH DEFINED 01 02 03 11379
BROADCOM CORP CL A 111320107 21554 98450 SH DEFINED 01 02 03 98450
BROADVISION INC COM 111412102 2180 42900 SH DEFINED 01 02 03 42900
BROADWING INC COM 111620100 5932 228702 SH DEFINED 01 02 03 228702
BROCADE COMMUNICATIONS SYS INCCOM 111621108 37 200 SH DEFINED 01 02 03 200
BROKEN HILL PROPRIETARY LTD SPONSORED ADR 112169602 24 1000 SH DEFINED 01 02 03 1000
BROKEN HILL PROPRIETARY LTD SPONSORED ADR 112169602 164 6890 SH DEFINED 01 02 03 6890
BROOKLINE BANCORP INC COM 113739106 2 200 SH DEFINED 01 02 03 200
BROOKS AUTOMATION INC COM 11434A100 342 5350 SH DEFINED 01 02 03 5350
BROOKTROUT INC COM 114580103 17 800 SH DEFINED 01 02 03 800
BROWN & BROWN INC COM 115236101 197 3787 SH DEFINED 01 02 03 3787
BROWN FORMAN CORP CL B 115637209 1661 30900 SH DEFINED 01 02 03 30900
BROWN TOM INC COM NEW 115660201 175 7600 SH DEFINED 01 02 03 7600
BROWN SHOE INC NEW COM 115736100 74 5718 SH DEFINED 01 02 03 5718
BRUNSWICK CORP COM 117043109 717 43300 SH DEFINED 01 02 03 43300
BRUSH ENGINEERED MATLS INC COM 117421107 69 4405 SH DEFINED 01 02 03 4405
BUCKEYE TECHNOLOGIES INC COM 118255108 149 6800 SH DEFINED 01 02 03 6800
BUCKLE INC COM 118440106 26 2200 SH DEFINED 01 02 03 2200
BUDGET GROUP INC CL A 119003101 28 6900 SH DEFINED 01 02 03 6900
BUFFETS INC COM 119882108 700 55180 SH DEFINED 01 02 03 55180
BURLINGTON COAT FACTORY COM 121579106 64 5897 SH DEFINED 01 02 03 5897
BURLINGTON INDS INC COM 121693105 117 69300 SH DEFINED 01 02 03 69300
</TABLE>
<PAGE>
<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>
BURLINGTON NORTHN SANTA FE CP COM 12189T104 5816 253570 SH DEFINED 01 02 03 253570
BURLINGTON RES INC COM 122014103 3722 97300 SH DEFINED 01 02 03 97300
BURNHAM PAC PPTYS INC COM 12232C108 60 8700 SH DEFINED 01 02 03 8700
BURNS INTL SVCS CORP COM 122374101 60 4800 SH DEFINED 01 02 03 4800
BURR BROWN CORP COM 122574106 6003 69248 SH DEFINED 01 02 03 69248
BUSH BOAKE ALLEN INC COM 123162109 70 1600 SH DEFINED 01 02 03 1600
BUSH INDS INC CL A 123164105 14 900 SH DEFINED 01 02 03 900
BUTLER MFG CO DEL COM 123655102 25 1450 SH DEFINED 01 02 03 1450
C&D TECHNOLOGIES INC COM 124661109 249 4400 SH DEFINED 01 02 03 4400
CAIS INTERNET INC COM 12476Q102 60 4246 SH DEFINED 01 02 03 4246
CBL & ASSOC PPTYS INC COM 124830100 258 10346 SH DEFINED 01 02 03 10346
CCB FINL CORP COM 124875105 1499 40500 SH DEFINED 01 02 03 40500
CCC INFORMATION SVCS GROUP INCCOM 12487Q109 67 6300 SH DEFINED 01 02 03 6300
CB RICHARD ELLIS SVCS INC COM 12489L108 50 5500 SH DEFINED 01 02 03 5500
CBRL GROUP INC COM 12489V106 1084 73800 SH DEFINED 01 02 03 73800
CFW COMMUNICATION CO COM 124923103 128 3400 SH DEFINED 01 02 03 3400
C COR NET CORP COM 125010108 124 4600 SH DEFINED 01 02 03 4600
C-CUBE MICROSYSTEMS INC NEW COM 12501N108 629 32050 SH DEFINED 01 02 03 32050
C D I CORP COM 125071100 73 3600 SH DEFINED 01 02 03 3600
CDNOW INC NEW COM 125086108 17 5384 SH DEFINED 01 02 03 5384
CDW COMPUTER CTRS INC COM 125129106 5663 90600 SH DEFINED 01 02 03 90600
CEC ENTMT INC COM 125137109 173 6750 SH DEFINED 01 02 03 6750
CFS BANCORP INC COM 12525D102 3 300 SH DEFINED 01 02 03 300
CH ENERGY GROUP INC COM 12541M102 146 4309 SH DEFINED 01 02 03 4309
C H ROBINSON WORLDWIDE INC COM 12541W100 2698 54500 SH DEFINED 01 02 03 54500
CIGNA CORP COM 125509109 8139 87050 SH DEFINED 01 02 03 87050
CKE RESTAURANTS INC COM 12561E105 32 10700 SH DEFINED 01 02 03 10700
CLECO CORP NEW COM 12561W105 980 29245 SH DEFINED 01 02 03 29245
CMGI INC COM 125750109 130 2836 SH DEFINED 01 02 03 2836
CMI CORP CL A 125761304 32 9220 SH DEFINED 01 02 03 9220
CMP GROUP INC COM 125887109 1240 42300 SH DEFINED 01 02 03 42300
CMS ENERGY CORP COM 125896100 1097 49600 SH DEFINED 01 02 03 49600
CPI CORP COM 125902106 53 2520 SH DEFINED 01 02 03 2520
CPB INC COM 125903104 5 200 SH DEFINED 01 02 03 200
CSS INDS INC COM 125906107 37 1800 SH DEFINED 01 02 03 1800
CTG RES INC COM 125957100 7 200 SH DEFINED 01 02 03 200
CSK AUTO CORP COM 125965103 30 3922 SH DEFINED 01 02 03 3922
CNA SURETY CORP COM 12612L108 54 4507 SH DEFINED 01 02 03 4507
CNF TRANSN INC COM 12612W104 1151 50600 SH DEFINED 01 02 03 50600
CNET NETWORKS INC COM 12613R104 5 200 SH DEFINED 01 02 03 200
CSG SYS INTL INC COM 126349109 3050 54400 SH DEFINED 01 02 03 54400
</TABLE>
<PAGE>
<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>
CSX CORP COM 126408103 2091 98700 SH DEFINED 01 02 03 98700
CTC COMMUNICATIONS GROUP INC COM 126419100 173 4800 SH DEFINED 01 02 03 4800
CT COMMUNICATIONS INC COM NEW 126426402 85 3000 SH DEFINED 01 02 03 3000
CTS CORP COM 126501105 315 7000 SH DEFINED 01 02 03 7000
CUNO INC COM 126583103 145 6250 SH DEFINED 01 02 03 6250
CVB FINL CORP COM 126600105 2 100 SH DEFINED 01 02 03 100
CVS CORP COM 126650100 14088 352200 SH DEFINED 01 02 03 352200
CABLEVISION SYS CORP CL A 12686C109 292 4300 SH DEFINED 01 02 03 4300
CABLETRON SYS INC COM 126920107 2131 84400 SH DEFINED 01 02 03 84400
CABLE DESIGN TECHNOLOGIES CORPCOM 126924109 245 7300 SH DEFINED 01 02 03 7300
CABOT CORP COM 127055101 1905 69900 SH DEFINED 01 02 03 69900
CABOT INDUSTRIAL TRUST COM 127072106 142 7200 SH DEFINED 01 02 03 7200
CABOT OIL & GAS CORP CL A 127097103 156 7348 SH DEFINED 01 02 03 7348
CACI INTL INC CL A 127190304 99 5100 SH DEFINED 01 02 03 5100
CADBURY SCHWEPPES PLC ADR 127209302 206 7858 SH DEFINED 01 02 03 7858
CADENCE DESIGN SYSTEM INC COM 127387108 5365 263300 SH DEFINED 01 02 03 263300
CADIZ INC COM 127537108 58 7200 SH DEFINED 01 02 03 7200
CALGON CARBON CORP COM 129603106 72 9320 SH DEFINED 01 02 03 9320
CALIFORNIA WTR SVC GROUP COM 130788102 75 3100 SH DEFINED 01 02 03 3100
CALLAWAY GOLF CO COM 131193104 1626 99700 SH DEFINED 01 02 03 99700
CALPINE CORP COM 131347106 8843 134500 SH DEFINED 01 02 03 134500
CAMBREX CORP COM 132011107 268 5950 SH DEFINED 01 02 03 5950
CAMBRIDGE TECH PARTNERS MASS COM 132524109 660 75700 SH DEFINED 01 02 03 75700
CAMDEN PPTY TR SH BEN INT 133131102 348 11841 SH DEFINED 01 02 03 11841
CAMPBELL SOUP CO COM 134429109 6841 234900 SH DEFINED 01 02 03 234900
CANADIAN NATL RY CO COM 136375102 53 1800 SH DEFINED 01 02 03 1800
CANANDAIGUA BRANDS INC CL A 137219200 207 4100 SH DEFINED 01 02 03 4100
CANON INC ADR 138006309 504 10000 SH DEFINED 01 02 03 10000
CAPITAL CITY BK GROUP INC COM 139674105 26 1350 SH DEFINED 01 02 03 1350
CAPITAL AUTOMOTIVE REIT COM SH BEN INT139733109 82 5800 SH DEFINED 01 02 03 5800
CAPITAL ONE FINL CORP COM 14040H105 3954 88600 SH DEFINED 01 02 03 88600
CAPITAL SR LIVING CORP COM 140475104 18 6200 SH DEFINED 01 02 03 6200
CAPITOL FED FINL COM 14057C106 221 20000 SH DEFINED 01 02 03 20000
CAPROCK COMMUNICATIONS CORP COM 140667106 479 24575 SH DEFINED 01 02 03 24575
CAPSTEAD MTG CORP COM NEW 14067E407 69 8225 SH DEFINED 01 02 03 8225
CARBO CERAMICS INC COM 140781105 84 2400 SH DEFINED 01 02 03 2400
CARAUSTAR INDS INC COM 140909102 98 6500 SH DEFINED 01 02 03 6500
CARDINAL HEALTH INC COM 14149Y108 23243 314100 SH DEFINED 01 02 03 314100
CAREERBUILDER INC COM 141684100 15 4500 SH DEFINED 01 02 03 4500
CAREMARK RX INC COM 141705103 314 46100 SH DEFINED 01 02 03 46100
CAREMATRIX CORP COM 141706101 2 3500 SH DEFINED 01 02 03 3500
</TABLE>
<PAGE>
<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>
CAREY INTERNATIONAL INC COM 141750109 1 100 SH DEFINED 01 02 03 100
CARLISLE COS INC COM 142339100 1422 31600 SH DEFINED 01 02 03 31600
CARMIKE CINEMAS INC CL A 143436103 10 2600 SH DEFINED 01 02 03 2600
CARNIVAL CORP COM 143658102 6784 347875 SH DEFINED 01 02 03 347875
CARRIAGE SVCS INC CL A 143905107 0 100 SH DEFINED 01 02 03 100
CARPENTER TECHNOLOGY CORP COM 144285103 585 27700 SH DEFINED 01 02 03 27700
CARRIER ACCESS CORP COM 144460102 106 2000 SH DEFINED 01 02 03 2000
CARTER WALLACE INC COM 146285101 1079 53600 SH DEFINED 01 02 03 53600
CASCADE NAT GAS CORP COM 147339105 3 200 SH DEFINED 01 02 03 200
CASELLA WASTE SYS INC CL A 147448104 1 100 SH DEFINED 01 02 03 100
CASEYS GEN STORES INC COM 147528103 139 13400 SH DEFINED 01 02 03 13400
CASH AMER INTL INC COM 14754D100 75 10167 SH DEFINED 01 02 03 10167
CASTLE A M & CO COM 148411101 28 3337 SH DEFINED 01 02 03 3337
CASTLE & COOKE INC NEW COM 148433105 68 3530 SH DEFINED 01 02 03 3530
CATALINA MARKETING CORP COM 148867104 1148 11250 SH DEFINED 01 02 03 11250
CATALYTICA INC COM 148885106 135 12300 SH DEFINED 01 02 03 12300
CATAPULT COMMUNICATIONS CORP COM 149016107 34 3331 SH DEFINED 01 02 03 3331
CATERPILLAR INC DEL COM 149123101 6439 190090 SH DEFINED 01 02 03 190090
CATHAY BANCORP INC COM 149150104 116 2500 SH DEFINED 01 02 03 2500
CATO CORP NEW CL A 149205106 2 200 SH DEFINED 01 02 03 200
CELLSTAR CORP COM 150925105 24 8700 SH DEFINED 01 02 03 8700
CELGENE CORP COM 151020104 642 10900 SH DEFINED 01 02 03 10900
CELL PATHWAYS INC NEW COM 15114R101 85 3600 SH DEFINED 01 02 03 3600
CEMEX S A SPON ADR 5 ORD151290889 32 1377 SH DEFINED 01 02 03 1377
CENDANT CORP COM 151313103 4565 326100 SH DEFINED 01 02 03 326100
CENTENNIAL BANCORP COM 15133T104 1 138 SH DEFINED 01 02 03 138
CENTER TR INC COM 151845104 2 400 SH DEFINED 01 02 03 400
CENTERPOINT PPTYS TR SH BEN INT 151895109 201 4933 SH DEFINED 01 02 03 4933
CENTEX CORP COM 152312104 630 26800 SH DEFINED 01 02 03 26800
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 70 3100 SH DEFINED 01 02 03 3100
CENTRAL GARDEN & PET CO COM 153527106 69 7731 SH DEFINED 01 02 03 7731
CENTRAL PKG CORP COM 154785109 96 4050 SH DEFINED 01 02 03 4050
CENTURA BKS INC COM 15640T100 147 4332 SH DEFINED 01 02 03 4332
CENTURY BUSINESS SVCS INC COM 156490104 28 14700 SH DEFINED 01 02 03 14700
CENTURY SOUTH BKS INC COM 156683104 4 200 SH DEFINED 01 02 03 200
CENTURYTEL INC COM 156700106 2217 77100 SH DEFINED 01 02 03 77100
CEPHALON INC COM 156708109 413 6900 SH DEFINED 01 02 03 6900
CERIDIAN CORP COM 15677T106 1901 79000 SH DEFINED 01 02 03 79000
CERNER CORP COM 156782104 169 6200 SH DEFINED 01 02 03 6200
CERTICOM CORP COM 156915100 705 10300 SH DEFINED 01 02 03 10300
CHAMPION ENTERPRISES INC COM 158496109 52 10652 SH DEFINED 01 02 03 10652
</TABLE>
<PAGE>
<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>
CHAMPION INTL CORP COM 158525105 0 0 SH DEFINED 01 02 03 0
CHAMPIONSHIP AUTO RACING TEAM COM 158711101 66 2600 SH DEFINED 01 02 03 2600
CHARLES RIVER ASSOCIATES COM 159852102 68 3847 SH DEFINED 01 02 03 3847
CHARTER ONE FINL INC COM 160903100 2398 104275 SH DEFINED 01 02 03 104275
CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 4 333 SH DEFINED 01 02 03 333
CHARMING SHOPPES INC COM 161133103 129 25400 SH DEFINED 01 02 03 25400
CHART INDS INC COM 16115Q100 1 104 SH DEFINED 01 02 03 104
CHARTER COMMUNICATIONS INC DELCL A 16117M107 58 3500 SH DEFINED 01 02 03 3500
CHASE MANHATTAN CORP NEW COM 16161A108 35716 775387 SH DEFINED 01 02 03 775387
CHATEAU CMNTYS INC COM 161726104 150 5300 SH DEFINED 01 02 03 5300
CHATTEM INC COM 162456107 34 2500 SH DEFINED 01 02 03 2500
CHECKFREE HLDGS CORP COM 162816102 3466 67225 SH DEFINED 01 02 03 67225
CHECKPOINT SYS INC COM 162825103 72 9600 SH DEFINED 01 02 03 9600
CHEESECAKE FACTORY INC COM 163072101 177 6450 SH DEFINED 01 02 03 6450
CHELSEA GCA RLTY INC COM 163262108 138 4002 SH DEFINED 01 02 03 4002
CHEMED CORP COM 163596109 73 2600 SH DEFINED 01 02 03 2600
CHEMFIRST INC COM 16361A106 133 5517 SH DEFINED 01 02 03 5517
CHEMICAL FINL CORP COM 163731102 103 3975 SH DEFINED 01 02 03 3975
CHESAPEAKE CORP COM 165159104 655 22100 SH DEFINED 01 02 03 22100
CHESAPEAKE ENERGY CORP COM 165167107 162 20916 SH DEFINED 01 02 03 20916
CHEVRON CORPORATION COM 166751107 25435 299900 SH DEFINED 01 02 03 299900
CHICOS FAS INC COM 168615102 2 100 SH DEFINED 01 02 03 100
CHILDRENS PL RETAIL STORES INCCOM 168905107 90 4400 SH DEFINED 01 02 03 4400
CHOICE HOTELS INTL INC COM 169905106 114 11500 SH DEFINED 01 02 03 11500
CHIQUITA BRANDS INTL INC COM 170032106 64 16300 SH DEFINED 01 02 03 16300
CHIREX INC COM 170038103 46 2300 SH DEFINED 01 02 03 2300
CHIRON CORP COM 170040109 9030 190100 SH DEFINED 01 02 03 190100
CHITTENDEN CORP COM 170228100 305 12488 SH DEFINED 01 02 03 12488
CHOICEPOINT INC COM 170388102 746 16764 SH DEFINED 01 02 03 16764
CHOICE ONE COMMUNICATION INC COM 17038P104 413 10125 SH DEFINED 01 02 03 10125
CHRIS CRAFT INDS INC COM 170520100 2398 36303 SH DEFINED 01 02 03 36303
CHUBB CORP COM 171232101 5816 94573 SH DEFINED 01 02 03 94573
CHURCH & DWIGHT INC COM 171340102 896 49800 SH DEFINED 01 02 03 49800
CHURCHILL DOWNS INC COM 171484108 40 1700 SH DEFINED 01 02 03 1700
CIBER INC COM 17163B102 123 9300 SH DEFINED 01 02 03 9300
CIENA CORP COM 171779101 132400 794300 SH DEFINED 01 02 03 794300
CINCINNATI FINL CORP COM 172062101 2399 76300 SH DEFINED 01 02 03 76300
CINERGY CORP COM 172474108 1913 75200 SH DEFINED 01 02 03 75200
CIRCLE INTL GROUP INC COM 172574105 148 5900 SH DEFINED 01 02 03 5900
CIRCUIT CITY STORE INC CIRCT CITY GRP172737108 3432 103400 SH DEFINED 01 02 03 103400
CIRCOR INTL INC COM 17273K109 23 2850 SH DEFINED 01 02 03 2850
</TABLE>
<PAGE>
<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>
CIRRUS LOGIC CORP COM 172755100 1498 93648 SH DEFINED 01 02 03 93648
CISCO SYS INC COM 17275R102 455775 7170500 SH DEFINED 01 02 03 7170500
CITADEL COMMUNICATIONS CORP COM 172853202 136 3900 SH DEFINED 01 02 03 3900
CINTAS CORP COM 172908105 6861 187000 SH DEFINED 01 02 03 187000
CITIGROUP INC COM 172967101 133676 2218694 SH DEFINED 01 02 03 2218694
CITIZENS BKG CORP MICH COM 174420109 172 10598 SH DEFINED 01 02 03 10598
CITRIX SYS INC COM 177376100 1598 84400 SH DEFINED 01 02 03 84400
CITY HLDG CO COM 177835105 15 2599 SH DEFINED 01 02 03 2599
CITY NATL CORP COM 178566105 1889 53225 SH DEFINED 01 02 03 53225
CLAIRES STORES INC COM 179584107 1028 53400 SH DEFINED 01 02 03 53400
CLARCOR INC COM 179895107 132 6650 SH DEFINED 01 02 03 6650
CLARENT CORP DEL COM 180461105 499 6975 SH DEFINED 01 02 03 6975
CLAYTON HOMES INC COM 184190106 1151 143900 SH DEFINED 01 02 03 143900
CLEAR CHANNEL COMMUNICATIONS COM 184502102 12243 163240 SH DEFINED 01 02 03 163240
CLEVELAND CLIFFS INC COM 185896107 369 14300 SH DEFINED 01 02 03 14300
CLOROX CO DEL COM 189054109 4943 110300 SH DEFINED 01 02 03 110300
CLOSURE MED CORP COM 189093107 58 2500 SH DEFINED 01 02 03 2500
COACHMEN INDS INC COM 189873102 52 4500 SH DEFINED 01 02 03 4500
COASTAL CORP COM 190441105 10848 178200 SH DEFINED 01 02 03 178200
COCA COLA BOTTLING CO CONS COM 191098102 64 1400 SH DEFINED 01 02 03 1400
COCA COLA CO COM 191216100 82719 1440150 SH DEFINED 01 02 03 1440150
COCA COLA ENTERPRISES INC COM 191219104 3103 190200 SH DEFINED 01 02 03 190200
COGNEX CORP COM 192422103 35873 693200 SH DEFINED 01 02 03 693200
COGNIZANT TECHNOLOGY SOLUTIONSCL A 192446102 33 1000 SH DEFINED 01 02 03 1000
COHERENT INC COM 192479103 537 6400 SH DEFINED 01 02 03 6400
COHU INC COM 192576106 183 6800 SH DEFINED 01 02 03 6800
COINSTAR INC COM 19259P300 52 5200 SH DEFINED 01 02 03 5200
COLDWATER CREEK INC COM 193068103 81 2700 SH DEFINED 01 02 03 2700
COLE KENNETH PRODTNS INC CL A 193294105 102 2550 SH DEFINED 01 02 03 2550
COLGATE PALMOLIVE CO COM 194162103 19034 317900 SH DEFINED 01 02 03 317900
COLLINS & AIKMAN CORP NEW COM 194830105 84 16100 SH DEFINED 01 02 03 16100
COLONIAL PPTYS TR COM SH BEN INT195872106 183 6700 SH DEFINED 01 02 03 6700
COLUMBIA ENERGY GROUP COM 197648108 2402 36600 SH DEFINED 01 02 03 36600
COLUMBIA LABS INC COM 197779101 51 8848 SH DEFINED 01 02 03 8848
COLUMBIA SPORTSWEAR CO COM 198516106 121 4500 SH DEFINED 01 02 03 4500
COLUMBUS MCKINNON CORP N Y COM 199333105 44 3200 SH DEFINED 01 02 03 3200
COMFORT SYS USA INC COM 199908104 40 9900 SH DEFINED 01 02 03 9900
COMCAST CORP CL A SPL 200300200 19537 482400 SH DEFINED 01 02 03 482400
COMDISCO INC COM 200336105 3914 175400 SH DEFINED 01 02 03 175400
COMERICA INC COM 200340107 3177 70800 SH DEFINED 01 02 03 70800
COMMERCE BANCORP INC NJ COM 200519106 382 8315 SH DEFINED 01 02 03 8315
</TABLE>
<PAGE>
<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>
COMMERCE GROUP INC MASS COM 200641108 195 6600 SH DEFINED 01 02 03 6600
COMMERCIAL METALS CO COM 201723103 116 4233 SH DEFINED 01 02 03 4233
COMMERCIAL NET LEASE RLTY INC COM 202218103 102 9700 SH DEFINED 01 02 03 9700
COMMONWEALTH BANCORP INC COM 20268X102 96 8100 SH DEFINED 01 02 03 8100
COMMONWEALTH TEL ENTERPRISES COM 203349105 182 3866 SH DEFINED 01 02 03 3866
COMMSCOPE INC COM 203372107 2735 66701 SH DEFINED 01 02 03 66701
COMMUNITY HEALTH SYS INC NEWCOCOM 203668108 42 2625 SH DEFINED 01 02 03 2625
COMMUNITY FIRST BANKSHARES INCCOM 203902101 196 12003 SH DEFINED 01 02 03 12003
COMMUNITY TR BANCORP INC COM 204149108 58 3262 SH DEFINED 01 02 03 3262
COMPANHIA BRASILEIRA DE DISTRBADR 20440T201 193 6000 SH DEFINED 01 02 03 6000
COMPAQ COMPUTER CORP COM 204493100 22804 892089 SH DEFINED 01 02 03 892089
COMPASS BANCSHARES INC COM 20449H109 2146 125800 SH DEFINED 01 02 03 125800
COMPLETE BUSINESS SOLUTIONS COM 20452F107 159 9050 SH DEFINED 01 02 03 9050
COMPUCOM SYS INC COM 204780100 34 21200 SH DEFINED 01 02 03 21200
COMPUCREDIT CORP COM 20478N100 3 100 SH DEFINED 01 02 03 100
COMPUTER ASSOC INTL INC COM 204912109 16171 315910 SH DEFINED 01 02 03 315910
COMPUTER NETWORK TECHNOLOGY CPCOM 204925101 123 7100 SH DEFINED 01 02 03 7100
COMPUTER SCIENCES CORP COM 205363104 15642 209433 SH DEFINED 01 02 03 209433
COMPUTER TASK GROUP INC COM 205477102 30 6005 SH DEFINED 01 02 03 6005
COMPUWARE CORP COM 205638109 2209 212900 SH DEFINED 01 02 03 212900
COMSAT CORP COM SER 1 20564D107 1373 55600 SH DEFINED 01 02 03 55600
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 6454 69400 SH DEFINED 01 02 03 69400
CONAGRA INC COM 205887102 6384 334900 SH DEFINED 01 02 03 334900
COMPUTER HORIZONS CORP COM 205908106 117 8726 SH DEFINED 01 02 03 8726
COM21 INC COM 205937105 80 3200 SH DEFINED 01 02 03 3200
CONCORD COMMUNICATIONS INC COM 206186108 132 3300 SH DEFINED 01 02 03 3300
CONCORD EFS INC COM 206197105 5759 221500 SH DEFINED 01 02 03 221500
CONCUR TECHNOLOGIES INC COM 206708109 9 2200 SH DEFINED 01 02 03 2200
CONCURRENT COMPUTER CORP NEW COM 206710204 213 16235 SH DEFINED 01 02 03 16235
CONECTIV INC COM 206829103 1469 94400 SH DEFINED 01 02 03 94400
CONEXANT SYSTEMS INC COM 207142100 5000 102818 SH DEFINED 01 02 03 102818
CONMED CORP COM 207410101 101 3900 SH DEFINED 01 02 03 3900
CONOCO INC CL B 208251405 18616 757900 SH DEFINED 01 02 03 757900
CONSECO INC COM 208464107 1435 147200 SH DEFINED 01 02 03 147200
CONSOL ENERGY INC COM 20854P109 3 200 SH DEFINED 01 02 03 200
CONSOLIDATED EDISON INC COM 209115104 2977 100500 SH DEFINED 01 02 03 100500
CONSOLIDATED FREIGHTWAYS CORP COM 209232107 32 7928 SH DEFINED 01 02 03 7928
CONSOLIDATED GRAPHICS INC COM 209341106 27 2900 SH DEFINED 01 02 03 2900
CONSOLIDATED PAPERS INC COM 209759109 3477 95100 SH DEFINED 01 02 03 95100
CONSOLIDATED PRODS INC COM 209798107 86 9580 SH DEFINED 01 02 03 9580
CONSOLIDATED STORES CORP COM 210149100 798 66500 SH DEFINED 01 02 03 66500
</TABLE>
<PAGE>
<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>
CONSTELLATION ENERGY CORP COM 210371100 2204 67700 SH DEFINED 01 02 03 67700
CONTINENTAL AIRLS INC CL B 210795308 367 7800 SH DEFINED 01 02 03 7800
CONVERGYS CORP COM 212485106 3631 70000 SH DEFINED 01 02 03 70000
COOPER CAMERON CORP COM 216640102 1253 18980 SH DEFINED 01 02 03 18980
COOPER COS INC COM NEW 216648402 186 5100 SH DEFINED 01 02 03 5100
COOPER INDS INC COM 216669101 2858 87760 SH DEFINED 01 02 03 87760
COOPER TIRE & RUBR CO COM 216831107 370 33300 SH DEFINED 01 02 03 33300
COORS ADOLPH CO CL B 217016104 1004 16600 SH DEFINED 01 02 03 16600
COORSTEK INC COM 217020106 67 1450 SH DEFINED 01 02 03 1450
COPART INC COM 217204106 149 9300 SH DEFINED 01 02 03 9300
COR THERAPEUTICS INC COM 217753102 469 5500 SH DEFINED 01 02 03 5500
CORILLIAN CORP COM 218725109 94 5650 SH DEFINED 01 02 03 5650
CORIXA CORP COM 21887F100 315 7325 SH DEFINED 01 02 03 7325
CORN PRODS INTL INC COM 219023108 260 9800 SH DEFINED 01 02 03 9800
CORNELL COMPANIES INC COM 219141108 37 4600 SH DEFINED 01 02 03 4600
CORNERSTONE RLTY INCOME TR INCCOM 21922V102 106 10600 SH DEFINED 01 02 03 10600
CORNING INC COM 219350105 40611 150479 SH DEFINED 01 02 03 150479
CORPORATE EXECUTIVE BRD CO COM 21988R102 6 100 SH DEFINED 01 02 03 100
CORUS BANKSHARES INC COM 220873103 70 2650 SH DEFINED 01 02 03 2650
CORUS GROUP PLC SPONSORED ADR 22087M101 29 2000 SH DEFINED 01 02 03 2000
COST PLUS INC CALIF COM 221485105 417 14537 SH DEFINED 01 02 03 14537
COSTCO WHSL CORP NEW COM 22160K105 7471 226400 SH DEFINED 01 02 03 226400
COTELLIGENT INC COM 221630106 44 7800 SH DEFINED 01 02 03 7800
COULTER PHARMACEUTICAL INC COM 222116105 90 4409 SH DEFINED 01 02 03 4409
COUNTRYWIDE CR INDS INC DEL COM 222372104 1913 63100 SH DEFINED 01 02 03 63100
COUSINS PPTYS INC COM 222795106 234 6075 SH DEFINED 01 02 03 6075
COVAD COMMUNICATIONS GROUP INCCOM 222814204 12 750 SH DEFINED 01 02 03 750
COVANCE INC COM 222816100 918 104200 SH DEFINED 01 02 03 104200
COVENANT TRANS INC CL A 22284P105 1 100 SH DEFINED 01 02 03 100
COVENTRY HEALTH CARE INC COM 222862104 204 15300 SH DEFINED 01 02 03 15300
CRANE CO COM 224399105 926 38100 SH DEFINED 01 02 03 38100
CRAWFORD & CO CL B 224633107 102 9300 SH DEFINED 01 02 03 9300
CREDENCE SYS CORP COM 225302108 591 10700 SH DEFINED 01 02 03 10700
CREDIT ACCEP CORP MICH COM 225310101 66 11800 SH DEFINED 01 02 03 11800
CREE INC COM 225447101 774 5800 SH DEFINED 01 02 03 5800
CRESTLINE CAP CORP COM 226153104 39 2300 SH DEFINED 01 02 03 2300
CROMPTON CORP COM 227116100 1995 162825 SH DEFINED 01 02 03 162825
CROSS TIMBERS OIL CO COM 227573102 212 9590 SH DEFINED 01 02 03 9590
CROWN AMERN RLTY TR SH BEN INT 228186102 34 6400 SH DEFINED 01 02 03 6400
CROWN CORK & SEAL INC COM 228255105 870 58000 SH DEFINED 01 02 03 58000
CUBIC CORP COM 229669106 39 2100 SH DEFINED 01 02 03 2100
</TABLE>
<PAGE>
<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>
CULLEN FROST BANKERS INC COM 229899109 159 6050 SH DEFINED 01 02 03 6050
CUMMINS ENGINE INC COM 231021106 510 18700 SH DEFINED 01 02 03 18700
CUMULUS MEDIA INC CL A 231082108 28 3100 SH DEFINED 01 02 03 3100
CYBERIAN OUTPOST INC COM 231914102 0 100 SH DEFINED 01 02 03 100
CYBERCASH INC COM 232462101 29 6114 SH DEFINED 01 02 03 6114
CYBERONICS INC COM 23251P102 99 8215 SH DEFINED 01 02 03 8215
CYBEX COMPUTER PRODS CORP COM 232522102 56 1300 SH DEFINED 01 02 03 1300
CYGNUS INC COM 232560102 36 2500 SH DEFINED 01 02 03 2500
CYMER INC COM 232572107 334 7000 SH DEFINED 01 02 03 7000
CYPRESS SEMICONDUCTOR CORP COM 232806109 6838 161850 SH DEFINED 01 02 03 161850
CYTEC INDS INC COM 232820100 2206 89350 SH DEFINED 01 02 03 89350
CYTYC CORP COM 232946103 568 10650 SH DEFINED 01 02 03 10650
DDI CORP COM 233162106 261 9150 SH DEFINED 01 02 03 9150
DPL INC COM 233293109 4405 200812 SH DEFINED 01 02 03 200812
DQE INC COM 23329J104 2793 70600 SH DEFINED 01 02 03 70600
D R HORTON INC COM 23331A109 175 12905 SH DEFINED 01 02 03 12905
DST SYS INC DEL COM 233326107 5260 69100 SH DEFINED 01 02 03 69100
DSP GROUP INC COM 23332B106 437 7800 SH DEFINED 01 02 03 7800
DTE ENERGY CO COM 233331107 1971 64500 SH DEFINED 01 02 03 64500
DVI INC COM 233343102 3 200 SH DEFINED 01 02 03 200
DAI EI INC ADR 233798206 81 11500 SH DEFINED 01 02 03 11500
DAIN RAUSCHER CORP COM 233856103 211 3200 SH DEFINED 01 02 03 3200
DAISYTEK INTL CORP COM 234053106 70 7412 SH DEFINED 01 02 03 7412
DAL-TILE INTL INC COM 23426R108 111 13400 SH DEFINED 01 02 03 13400
DALLAS SEMICONDUCTOR CORP COM 235204104 681 16700 SH DEFINED 01 02 03 16700
DAN RIV INC GA CL A 235774106 23 4800 SH DEFINED 01 02 03 4800
DANA CORP COM 235811106 1460 68900 SH DEFINED 01 02 03 68900
DANAHER CORP DEL COM 235851102 3851 77900 SH DEFINED 01 02 03 77900
DARDEN RESTAURANTS INC COM 237194105 2298 141400 SH DEFINED 01 02 03 141400
DATA BROADCASTING CORP COM 237596101 21 3300 SH DEFINED 01 02 03 3300
DATASCOPE CORP COM 238113104 176 4900 SH DEFINED 01 02 03 4900
DATASTREAM SYS INC COM 238124101 101 8053 SH DEFINED 01 02 03 8053
DAVE & BUSTERS INC COM 23833N104 1 100 SH DEFINED 01 02 03 100
DAVIDS BRIDAL INC COM 238576102 1 100 SH DEFINED 01 02 03 100
DEAN FOODS CO COM 242361103 1188 37500 SH DEFINED 01 02 03 37500
DEERE & CO COM 244199105 4777 129120 SH DEFINED 01 02 03 129120
DEL MONTE FOODS CO COM 24522P103 69 10200 SH DEFINED 01 02 03 10200
DELCO REMY INTL INC CL A 246626105 1 100 SH DEFINED 01 02 03 100
DELL COMPUTER CORP COM 247025109 157682 3197600 SH DEFINED 01 02 03 3197600
DELPHI AUTOMOTIVE SYS CORP COM 247126105 4029 276700 SH DEFINED 01 02 03 276700
DELPHI FINL GROUP INC CL A 247131105 133 3919 SH DEFINED 01 02 03 3919
</TABLE>
<PAGE>
<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>
DELTA & PINE LD CO COM 247357106 243 9700 SH DEFINED 01 02 03 9700
DELTA AIR LINES INC DEL COM 247361108 4992 98730 SH DEFINED 01 02 03 98730
DELTIC TIMBER CORP COM 247850100 92 4300 SH DEFINED 01 02 03 4300
DELUXE CORP COM 248019101 770 32700 SH DEFINED 01 02 03 32700
DENDRITE INTL INC COM 248239105 230 6900 SH DEFINED 01 02 03 6900
DENTSPLY INTL INC NEW COM 249030107 1667 54100 SH DEFINED 01 02 03 54100
DEPARTMENT 56 INC COM 249509100 52 4708 SH DEFINED 01 02 03 4708
DETROIT DIESEL CORP COM 250837101 35 2400 SH DEFINED 01 02 03 2400
DEVELOPERS DIVERSIFIED RLTY COCOM 251591103 236 15800 SH DEFINED 01 02 03 15800
DEVON ENERGY CORP NEW COM 25179M103 5281 93984 SH DEFINED 01 02 03 93984
DEVRY INC DEL COM 251893103 1919 72600 SH DEFINED 01 02 03 72600
DEXTER CORP COM 252165105 1435 29900 SH DEFINED 01 02 03 29900
DIAGNOSTIC PRODS CORP COM 252450101 99 3100 SH DEFINED 01 02 03 3100
DIAL CORP NEW COM 25247D101 1136 109500 SH DEFINED 01 02 03 109500
DIAMOND TECHNOLOGY PARTNERS CL A 252762109 1047 11900 SH DEFINED 01 02 03 11900
DIEBOLD INC COM 253651103 2068 74200 SH DEFINED 01 02 03 74200
DIGITAL MICROWAVE CORP COM 253859102 610 16000 SH DEFINED 01 02 03 16000
DIGITAL IS INC DEL COM 25385N101 258 5300 SH DEFINED 01 02 03 5300
DIGITAL RIV INC COM 25388B104 24 3100 SH DEFINED 01 02 03 3100
DIGITAS INC COM 25388K104 101 6200 SH DEFINED 01 02 03 6200
DIME CMNTY BANCSHARES COM 253922108 86 5300 SH DEFINED 01 02 03 5300
DILLARDS INC CL A 254067101 518 42300 SH DEFINED 01 02 03 42300
DIME BANCORP INC NEW COM 25429Q102 2977 189000 SH DEFINED 01 02 03 189000
DIMON INC COM 254394109 26 12100 SH DEFINED 01 02 03 12100
DIONEX CORP COM 254546104 148 5542 SH DEFINED 01 02 03 5542
DISCOUNT AUTO PTS INC COM 254642101 49 4900 SH DEFINED 01 02 03 4900
DISNEY WALT CO COM DISNEY 254687106 43606 1123500 SH DEFINED 01 02 03 1123500
DIRECT FOCUS INC COM 254931108 240 4900 SH DEFINED 01 02 03 4900
DITECH COMMUNICATIONS CORP COM 25500M103 182 1925 SH DEFINED 01 02 03 1925
DIVERSA CORP COM 255064107 97 2925 SH DEFINED 01 02 03 2925
DOCUMENTUM INC COM 256159104 465 5200 SH DEFINED 01 02 03 5200
DOLE FOOD INC COM 256605106 955 58300 SH DEFINED 01 02 03 58300
DOLLAR GEN CORP COM 256669102 3405 174602 SH DEFINED 01 02 03 174602
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 90 4900 SH DEFINED 01 02 03 4900
DOLLAR TREE STORES INC COM 256747106 5020 126900 SH DEFINED 01 02 03 126900
DOMINION RES INC VA NEW COM 25746U109 4613 107600 SH DEFINED 01 02 03 107600
DONALDSON INC COM 257651109 1147 58100 SH DEFINED 01 02 03 58100
DONALDSON LUFKIN & JENRETTE NWCOM DLJ 257661108 236 5550 SH DEFINED 01 02 03 5550
DONNA KARAN INTL INC COM 257826107 48 7600 SH DEFINED 01 02 03 7600
DONNELLEY R R & SONS CO COM 257867101 1773 78600 SH DEFINED 01 02 03 78600
DORAL FINL CORP COM 25811P100 96 8400 SH DEFINED 01 02 03 8400
</TABLE>
<PAGE>
<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>
DOUBLECLICK INC COM 258609304 54205 1421764 SH DEFINED 01 02 03 1421764
DOVER CORP COM 260003108 6296 155210 SH DEFINED 01 02 03 155210
DOVER DOWNS ENTMT INC COM 260086103 1 100 SH DEFINED 01 02 03 100
DOW CHEM CO COM 260543103 18765 621600 SH DEFINED 01 02 03 621600
DOW JONES & CO INC COM 260561105 4414 60260 SH DEFINED 01 02 03 60260
DOWNEY FINL CORP COM 261018105 159 5486 SH DEFINED 01 02 03 5486
DRESS BARN INC COM 261570105 117 5301 SH DEFINED 01 02 03 5301
DREYERS GRAND ICE CREAM INC COM 261878102 752 35800 SH DEFINED 01 02 03 35800
DRIL-QUIP INC COM 262037104 117 2500 SH DEFINED 01 02 03 2500
DSET CORP COM 262504103 225 7400 SH DEFINED 01 02 03 7400
DU PONT E I DE NEMOURS & CO COM 263534109 20902 477766 SH DEFINED 01 02 03 477766
DUANE READE INC COM 263578106 100 3900 SH DEFINED 01 02 03 3900
DUKE ENERGY CORP COM 264399106 9364 166100 SH DEFINED 01 02 03 166100
DUKE WEEKS REALTY CORP COM NEW 264411505 2 76 SH DEFINED 01 02 03 76
DUN & BRADSTREET CORP DEL COM 26483B106 6042 211062 SH DEFINED 01 02 03 211062
DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 28 2600 SH DEFINED 01 02 03 2600
DURA PHARMACEUTICALS INC COM 26632S109 161 11200 SH DEFINED 01 02 03 11200
DURAMED PHARMACEUTICALS INC COM 266354109 1 100 SH DEFINED 01 02 03 100
DYCOM INDS INC COM 267475101 686 14912 SH DEFINED 01 02 03 14912
DYNEGY INC NEW CL A 26816Q101 11255 164757 SH DEFINED 01 02 03 164757
EEX CORP COM NEW 26842V207 85 14633 SH DEFINED 01 02 03 14633
E4L INC COM 268452109 6 7109 SH DEFINED 01 02 03 7109
EGL INC COM 268484102 132 4300 SH DEFINED 01 02 03 4300
E M C CORP MASS COM 268648102 176186 2289986 SH DEFINED 01 02 03 2289986
ENSCO INTL INC COM 26874Q100 5150 143800 SH DEFINED 01 02 03 143800
EOG RES INC COM 26875P101 3266 97500 SH DEFINED 01 02 03 97500
E PIPHANY INC COM 26881V100 236 2200 SH DEFINED 01 02 03 2200
ESS TECHNOLOGY INC COM 269151106 129 8900 SH DEFINED 01 02 03 8900
E SPIRE COMMUNICATIONS INC COM 269153102 103 15230 SH DEFINED 01 02 03 15230
E-TEK DYNAMICS INC COM 269240107 34533 130900 SH DEFINED 01 02 03 130900
E TOWN COM 269242103 146 2200 SH DEFINED 01 02 03 2200
E TRADE GROUP INC COM 269246104 5118 310160 SH DEFINED 01 02 03 310160
EARTHGRAINS CO COM 270319106 218 11200 SH DEFINED 01 02 03 11200
EARTHLINK INC COM 270321102 3 200 SH DEFINED 01 02 03 200
EARTHSHELL CORP COM 27032B100 22 7300 SH DEFINED 01 02 03 7300
EARTHWEB INC COM 27032C108 35 2500 SH DEFINED 01 02 03 2500
EAST WEST BANCORP INC COM 27579R104 3 200 SH DEFINED 01 02 03 200
EASTERN ENTERPRISES COM 27637F100 1147 18200 SH DEFINED 01 02 03 18200
EASTGROUP PPTY INC COM 277276101 93 4403 SH DEFINED 01 02 03 4403
EASTMAN CHEM CO COM 277432100 1920 40200 SH DEFINED 01 02 03 40200
EASTMAN KODAK CO COM 277461109 12352 207600 SH DEFINED 01 02 03 207600
</TABLE>
<PAGE>
<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>
EATON CORP COM 278058102 4596 68600 SH DEFINED 01 02 03 68600
EATON VANCE CORP COM NON VTG 278265103 356 7700 SH DEFINED 01 02 03 7700
EBAY INC COM 278642103 22 400 SH DEFINED 01 02 03 400
ECHELON CORP COM 27874N105 232 4000 SH DEFINED 01 02 03 4000
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 17 500 SH DEFINED 01 02 03 500
ECLIPSE SURGICAL TECHNOLOGIES COM 278849104 89 20422 SH DEFINED 01 02 03 20422
ECLIPSYS CORP COM 278856109 52 6900 SH DEFINED 01 02 03 6900
ECOLAB INC COM 278865100 2395 61300 SH DEFINED 01 02 03 61300
EDISON INTL COM 281020107 5193 253300 SH DEFINED 01 02 03 253300
EDUCATION MGMT CORP COM 28139T101 127 7023 SH DEFINED 01 02 03 7023
EDWARDS AG INC COM 281760108 3842 98500 SH DEFINED 01 02 03 98500
EDWARDS LIFESCIENCES CORP COM 28176E108 1148 60000 SH DEFINED 01 02 03 60000
EFAX COM COM 282012103 0 100 SH DEFINED 01 02 03 100
EGGHEAD COM INC NEW COM 282329101 11 3800 SH DEFINED 01 02 03 3800
EL PASO ELEC CO COM NEW 283677854 172 15400 SH DEFINED 01 02 03 15400
EL PASO ENERGY CORP DEL COM 283905107 13955 273956 SH DEFINED 01 02 03 273956
ELAN PLC ADR 284131208 181 3734 SH DEFINED 01 02 03 3734
ELCOR CORP COM 284443108 119 5175 SH DEFINED 01 02 03 5175
ELECTRIC LIGHTWAVE INC CL A 284895109 88 4700 SH DEFINED 01 02 03 4700
ELECTRO RENT CORP COM 285218103 81 6650 SH DEFINED 01 02 03 6650
ELECTRO SCIENTIFIC INDS COM 285229100 764 17350 SH DEFINED 01 02 03 17350
ELECTROGLAS INC COM 285324109 132 6129 SH DEFINED 01 02 03 6129
ELECTRONIC ARTS INC COM 285512109 81770 1121100 SH DEFINED 01 02 03 1121100
ELECTRONIC DATA SYS NEW COM 285661104 19745 478670 SH DEFINED 01 02 03 478670
ELECTRONICS BOUTIQUE HLDGS CP COM 286045109 49 3000 SH DEFINED 01 02 03 3000
ELECTRONICS FOR IMAGING INC COM 286082102 16770 662500 SH DEFINED 01 02 03 662500
ELOT INC COM 290143106 21 11200 SH DEFINED 01 02 03 11200
ELOYALTY CORP COM 290151109 133 10425 SH DEFINED 01 02 03 10425
EMBRATEL PARTICIPACOES S A SPON ADR PFD 29081N100 250 10600 SH DEFINED 01 02 03 10600
EMCORE CORP COM 290846104 396 3300 SH DEFINED 01 02 03 3300
EMCOR GROUP INC COM 29084Q100 5 200 SH DEFINED 01 02 03 200
EMERSON ELEC CO COM 291011104 14085 233300 SH DEFINED 01 02 03 233300
EMMIS COMMUNICATIONS CORP CL A 291525103 476 11500 SH DEFINED 01 02 03 11500
EMPIRE DIST ELEC CO COM 291641108 97 4412 SH DEFINED 01 02 03 4412
EMULEX CORP COM NEW 292475209 506 7700 SH DEFINED 01 02 03 7700
ENCOMPASS SVCS CORP COM 29255U104 52 9103 SH DEFINED 01 02 03 9103
ENDESA S A SPONSORED ADR 29258N107 195 10000 SH DEFINED 01 02 03 10000
ENERGEN CORP COM 29265N108 155 7100 SH DEFINED 01 02 03 7100
ENERGY EAST CORP COM 29266M109 4335 227432 SH DEFINED 01 02 03 227432
ENERGIZER HLDGS INC COM 29266R108 2174 119102 SH DEFINED 01 02 03 119102
ENGELHARD CORP COM 292845104 1469 86100 SH DEFINED 01 02 03 86100
</TABLE>
<PAGE>
<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>
ENGINEERING ANIMATION INC COM 292872108 40 4300 SH DEFINED 01 02 03 4300
ENESCO GROUP INC COM 292973104 22 4600 SH DEFINED 01 02 03 4600
ENHANCE FINL SVCS GROUP INC COM 293310108 99 6900 SH DEFINED 01 02 03 6900
ENRON CORP COM 293561106 21549 334100 SH DEFINED 01 02 03 334100
ENTERCOM COMMUNICATIONS CORP CL A 293639100 516 10575 SH DEFINED 01 02 03 10575
ENTERGY CORP NEW COM 29364G103 2972 109300 SH DEFINED 01 02 03 109300
ENTERTAINMENT PPTYS TR COM SH BEN INT29380T105 3 200 SH DEFINED 01 02 03 200
ENTREMED INC COM 29382F103 66 2200 SH DEFINED 01 02 03 2200
ENTRUST TECHNOLOGIES INC COM 293848107 248 3003 SH DEFINED 01 02 03 3003
ENZON INC COM 293904108 463 10900 SH DEFINED 01 02 03 10900
ENZO BIOCHEM INC COM 294100102 433 6275 SH DEFINED 01 02 03 6275
EPICOR SOFTWARE CORP COM 29426L108 17 6658 SH DEFINED 01 02 03 6658
EPRESENCE INC COM 294348107 55 7600 SH DEFINED 01 02 03 7600
EQUIFAX INC COM 294429105 2281 86900 SH DEFINED 01 02 03 86900
EQUITABLE RES INC COM 294549100 621 12863 SH DEFINED 01 02 03 12863
EQUITY INNS INC COM 294703103 80 13000 SH DEFINED 01 02 03 13000
ERICSSON L M TEL CO ADR CL B SEK10294821400 58732 2936600 SH DEFINED 01 02 03 2936600
ERICSSON L M TEL CO ADR CL B SEK10294821400 1692 84600 SH DEFINED 01 02 03 84600
ESHARE TECHNOLOGIES INC GA COM 296428105 22 3100 SH DEFINED 01 02 03 3100
ESPEED INC CL A 296643109 515 11850 SH DEFINED 01 02 03 11850
ESSEX PPTY TR INC COM 297178105 168 4000 SH DEFINED 01 02 03 4000
ESTERLINE TECHNOLOGIES CORP COM 297425100 100 6712 SH DEFINED 01 02 03 6712
ETHAN ALLEN INTERIORS INC COM 297602104 221 9200 SH DEFINED 01 02 03 9200
ETHYL CORP COM 297659104 241 96300 SH DEFINED 01 02 03 96300
EVERGREEN RES INC COM NO PAR 299900308 3 100 SH DEFINED 01 02 03 100
EXAR CORP COM 300645108 1264 14500 SH DEFINED 01 02 03 14500
EXCALIBUR TECHNOLOGIES CORP COM NEW 300651205 188 4700 SH DEFINED 01 02 03 4700
EXCHANGE APPLICATIONS COM 300867108 133 5000 SH DEFINED 01 02 03 5000
EXELIXIS INC COM 30161Q104 134 4025 SH DEFINED 01 02 03 4025
EXIDE CORP COM 302051107 40 5000 SH DEFINED 01 02 03 5000
EXODUS COMMUNICATIONS INC COM 302088109 51935 1127500 SH DEFINED 01 02 03 1127500
EXPRESS SCRIPTS INC CL A 302182100 2454 39500 SH DEFINED 01 02 03 39500
EXTENDED STAY AMER INC COM 30224P101 170 18400 SH DEFINED 01 02 03 18400
EXTREME NETWORKS INC COM 30226D106 11 100 SH DEFINED 01 02 03 100
EXXON MOBIL CORP COM 30231G102 160017 2038428 SH DEFINED 01 02 03 2038428
F&M BANCORP MD COM 302367107 4 210 SH DEFINED 01 02 03 210
F & M NATL CORP COM 302374103 122 5811 SH DEFINED 01 02 03 5811
FBL FINL GROUP INC CL A 30239F106 107 6800 SH DEFINED 01 02 03 6800
F M C CORP COM NEW 302491303 1247 21500 SH DEFINED 01 02 03 21500
FNB CORP PA COM 302520101 108 5239 SH DEFINED 01 02 03 5239
FPIC INS GROUP INC COM 302563101 35 2200 SH DEFINED 01 02 03 2200
</TABLE>
<PAGE>
<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>
FPL GROUP INC COM 302571104 7455 150600 SH DEFINED 01 02 03 150600
FSI INTL INC COM 302633102 202 9300 SH DEFINED 01 02 03 9300
F Y I INC COM 302712104 51 1500 SH DEFINED 01 02 03 1500
FCNB CORP COM 302920103 4 200 SH DEFINED 01 02 03 200
FACTORY 2-U INC COM 303072102 155 4100 SH DEFINED 01 02 03 4100
FACTSET RESH SYS INC COM 303075105 139 4925 SH DEFINED 01 02 03 4925
FAIR ISAAC & CO INC COM 303250104 119 2700 SH DEFINED 01 02 03 2700
FAIRCHILD CORP CL A 303698104 27 5604 SH DEFINED 01 02 03 5604
FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 410 10125 SH DEFINED 01 02 03 10125
FAIRFIELD CMNTYS INC COM PAR $0.01 304231301 88 11200 SH DEFINED 01 02 03 11200
FAMILY DLR STORES INC COM 307000109 3492 178500 SH DEFINED 01 02 03 178500
FARMER BROS CO COM 307675108 31 175 SH DEFINED 01 02 03 175
FARMERS CAP BK CORP COM 309562106 76 2500 SH DEFINED 01 02 03 2500
FASTNET CORP COM 311877104 19 5125 SH DEFINED 01 02 03 5125
FATBRAIN COM INC COM 311889109 16 2400 SH DEFINED 01 02 03 2400
FASTENAL CO COM 311900104 2749 54300 SH DEFINED 01 02 03 54300
FEDDERS CORP COM 313135105 98 16800 SH DEFINED 01 02 03 16800
FEDERAL AGRIC MTG CORP CL C 313148306 1 100 SH DEFINED 01 02 03 100
FEDERAL HOME LN MTG CORP COM 313400301 15147 374000 SH DEFINED 01 02 03 374000
FEDERAL MOGUL CORP COM 313549107 741 77500 SH DEFINED 01 02 03 77500
FEDERAL NATL MTG ASSN COM 313586109 28536 546790 SH DEFINED 01 02 03 546790
FEDERAL REALTY INVT TR SH BEN INT NEW313747206 210 10500 SH DEFINED 01 02 03 10500
FEDERAL SIGNAL CORP COM 313855108 972 58900 SH DEFINED 01 02 03 58900
FEDERATED DEPT STORES INC DEL COM 31410H101 3804 112700 SH DEFINED 01 02 03 112700
FEDERATED INVS INC PA CL B 314211103 7 200 SH DEFINED 01 02 03 200
FEDEX CORP COM 31428X106 4986 131200 SH DEFINED 01 02 03 131200
FERRO CORP COM 315405100 947 45100 SH DEFINED 01 02 03 45100
FIDELITY HLDGS INC COM NEW 31617J306 5 3600 SH DEFINED 01 02 03 3600
FIDELITY NATL FINL INC COM 316326107 131 7160 SH DEFINED 01 02 03 7160
FIFTH THIRD BANCORP COM 316773100 9646 152499 SH DEFINED 01 02 03 152499
FILENET CORP COM 316869106 167 9109 SH DEFINED 01 02 03 9109
FINANCIAL FED CORP COM 317492106 158 9100 SH DEFINED 01 02 03 9100
FINET COM INC COM PAR $0.01 317922300 11 16700 SH DEFINED 01 02 03 16700
FINISH LINE INC CL A 317923100 48 5912 SH DEFINED 01 02 03 5912
FINOVA GROUP INC COM 317928109 831 63900 SH DEFINED 01 02 03 63900
FIRST AMERN CORP CALIF COM 318522307 198 13858 SH DEFINED 01 02 03 13858
FIRST BANCORP P R COM 318672102 123 6600 SH DEFINED 01 02 03 6600
FIRST BUSEY CORP COM 319383105 3 200 SH DEFINED 01 02 03 200
FIRST CHARTER CORP COM 319439105 39 2500 SH DEFINED 01 02 03 2500
FIRST CTZNS BANCSHARES INC N CCL A 31946M103 106 1785 SH DEFINED 01 02 03 1785
FIRST COMWLTH FINL CORP PA COM 319829107 104 11472 SH DEFINED 01 02 03 11472
</TABLE>
<PAGE>
<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>
FIRST CONSULTING GROUP INC COM 31986R103 23 4200 SH DEFINED 01 02 03 4200
FIRST FED CAP CORP COM 319960100 2 200 SH DEFINED 01 02 03 200
FIRST DATA CORP COM 319963104 12067 243170 SH DEFINED 01 02 03 243170
FIRST FINL BANCORP OH COM 320209109 161 8170 SH DEFINED 01 02 03 8170
FIRST FINL BANKSHARES COM 32020R109 66 2410 SH DEFINED 01 02 03 2410
FIRST FINL CORP IND COM 320218100 65 2131 SH DEFINED 01 02 03 2131
FIRST FINL HLDGS INC COM 320239106 50 3600 SH DEFINED 01 02 03 3600
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 292 9900 SH DEFINED 01 02 03 9900
FIRST IND CORP COM 32054R108 83 4200 SH DEFINED 01 02 03 4200
FIRST MERCHANTS CORP COM 320817109 73 3450 SH DEFINED 01 02 03 3450
FIRST MIDWEST BANCORP DEL COM 320867104 230 9902 SH DEFINED 01 02 03 9902
FIRST HEALTH GROUP CORP COM 320960107 1988 60600 SH DEFINED 01 02 03 60600
FIRST NIAGARA FINL GROUP INC COM 33582U100 2 200 SH DEFINED 01 02 03 200
FIRST REP BK SAN FRANCISCO COM 336158100 4 200 SH DEFINED 01 02 03 200
FIRST SEC CORP DEL COM 336294103 2778 204800 SH DEFINED 01 02 03 204800
FIRST SENTINEL BANCORP INC COM 33640T103 72 8813 SH DEFINED 01 02 03 8813
1ST SOURCE CORP COM 336901103 84 5380 SH DEFINED 01 02 03 5380
FIRST TENN NATL CORP COM 337162101 2246 135600 SH DEFINED 01 02 03 135600
FIRST UN CORP COM 337358105 12959 522273 SH DEFINED 01 02 03 522273
FIRST UTD BANCSHARES INC ARK COM 33741E104 94 6200 SH DEFINED 01 02 03 6200
FIRST VA BANKS INC COM 337477103 1723 49500 SH DEFINED 01 02 03 49500
FIRST WASH RLTY TR INC COM 337489504 4 200 SH DEFINED 01 02 03 200
FIRST WASH BANCORP INC WASH COM 33748T104 3 200 SH DEFINED 01 02 03 200
FIRSTAR CORP NEW WIS COM 33763V109 9935 471674 SH DEFINED 01 02 03 471674
FISERV INC COM 337738108 6276 145100 SH DEFINED 01 02 03 145100
FIRSTFED FINL CORP COM 337907109 189 13368 SH DEFINED 01 02 03 13368
FIRSTMERIT CORP COM 337915102 1971 92200 SH DEFINED 01 02 03 92200
FLAGSTAR BANCORP INC COM 337930101 1 100 SH DEFINED 01 02 03 100
FIRSTENERGY CORP COM 337932107 2581 110400 SH DEFINED 01 02 03 110400
FISHER SCIENTIFIC INTL INC COM NEW 338032204 255 10300 SH DEFINED 01 02 03 10300
FLEETBOSTON FINL CORP COM 339030108 26644 783656 SH DEFINED 01 02 03 783656
FLEETWOOD ENTERPRISES INC COM 339099103 101 7100 SH DEFINED 01 02 03 7100
FLEMING COS INC COM 339130106 137 10450 SH DEFINED 01 02 03 10450
FLORIDA EAST COAST INDS COM 340632108 268 6700 SH DEFINED 01 02 03 6700
FLORIDA PROGRESS CORP COM 341109106 2091 44600 SH DEFINED 01 02 03 44600
FLORIDA ROCK INDS INC COM 341140101 167 4700 SH DEFINED 01 02 03 4700
FLOWERS INDS INC COM 343496105 2145 107600 SH DEFINED 01 02 03 107600
FLOWSERVE CORP COM 34354P105 733 48641 SH DEFINED 01 02 03 48641
FLUOR CORP COM 343861100 1142 36100 SH DEFINED 01 02 03 36100
FOOTSTAR INC COM 344912100 167 5026 SH DEFINED 01 02 03 5026
FORD MTR CO DEL COM 345370100 26875 625000 SH DEFINED 01 02 03 625000
</TABLE>
<PAGE>
<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>
FOREST CITY ENTERPRISES INC CL A 345550107 137 4102 SH DEFINED 01 02 03 4102
FOREST LABS INC COM 345838106 9373 92800 SH DEFINED 01 02 03 92800
FOREST OIL CORP COM NEW 346091606 123 7710 SH DEFINED 01 02 03 7710
FORRESTER RESH INC COM 346563109 248 3400 SH DEFINED 01 02 03 3400
FORT JAMES CORP COM 347471104 2153 93100 SH DEFINED 01 02 03 93100
FORTUNE BRANDS INC COM 349631101 1651 71600 SH DEFINED 01 02 03 71600
FORWARD AIR CORP COM 349853101 4 100 SH DEFINED 01 02 03 100
FOSSIL INC COM 349882100 91 4675 SH DEFINED 01 02 03 4675
FOSTER WHEELER CORP COM 350244109 125 14500 SH DEFINED 01 02 03 14500
FOUNDATION HEALTH SYS INC COM 350404109 1658 127500 SH DEFINED 01 02 03 127500
FOX ENTMT GROUP INC CL A 35138T107 316 10400 SH DEFINED 01 02 03 10400
FRANKLIN COVEY CO COM 353469109 80 11500 SH DEFINED 01 02 03 11500
FRANKLIN ELEC INC COM 353514102 75 1100 SH DEFINED 01 02 03 1100
FRANKLIN RES INC COM 354613101 4149 136600 SH DEFINED 01 02 03 136600
FREEPORT-MCMORAN COPPER & GOLDCL B 35671D857 1412 152600 SH DEFINED 01 02 03 152600
FRIEDE GOLDMAN HALTER INC COM 358430106 85 9532 SH DEFINED 01 02 03 9532
FRIEDMAN BILLINGS RAMSEY GROUPCL A 358433100 65 8049 SH DEFINED 01 02 03 8049
FRITZ COS INC COM 358846103 133 12929 SH DEFINED 01 02 03 12929
FRONTIER AIRLINES INC NEW COM 359065109 34 2400 SH DEFINED 01 02 03 2400
FRONTIER FINL CORP WASH COM 35907K105 70 3800 SH DEFINED 01 02 03 3800
FRONTIER INS GROUP INC NEW COM 359081106 7 8717 SH DEFINED 01 02 03 8717
FULLER H B CO COM 359694106 825 18100 SH DEFINED 01 02 03 18100
FURNITURE BRANDS INTL INC COM 360921100 942 62300 SH DEFINED 01 02 03 62300
G & K SVCS INC CL A 361268105 299 11950 SH DEFINED 01 02 03 11950
GATX CORP COM 361448103 2710 79700 SH DEFINED 01 02 03 79700
GBC BANCORP CALIF COM 361475106 152 5185 SH DEFINED 01 02 03 5185
GC COS INC COM 36155Q109 43 1900 SH DEFINED 01 02 03 1900
GPU INC COM 36225X100 2428 89700 SH DEFINED 01 02 03 89700
GTE CORP COM 362320103 33380 536230 SH DEFINED 01 02 03 536230
GABELLI ASSET MGMT INC CL A 36239Y102 165 6600 SH DEFINED 01 02 03 6600
GABLES RESIDENTIAL TR SH BEN INT 362418105 173 6700 SH DEFINED 01 02 03 6700
GALILEO INTERNATIONAL INC COM 363547100 2054 98400 SH DEFINED 01 02 03 98400
GALLAGHER ARTHUR J & CO COM 363576109 441 10500 SH DEFINED 01 02 03 10500
GANNETT INC COM 364730101 27336 457020 SH DEFINED 01 02 03 457020
GAP INC DEL COM 364760108 13978 447294 SH DEFINED 01 02 03 447294
GARDNER DENVER INC COM 365558105 97 5400 SH DEFINED 01 02 03 5400
GARTNER GROUP INC NEW COM 366651107 118 9800 SH DEFINED 01 02 03 9800
GARTNER GROUP INC NEW CL B 366651206 899 91000 SH DEFINED 01 02 03 91000
GASONICS INTL CORP COM 367278108 562 14250 SH DEFINED 01 02 03 14250
GATEWAY INC COM 367626108 9911 174640 SH DEFINED 01 02 03 174640
GAYLORD ENTMT CO NEW COM 367905106 677 31500 SH DEFINED 01 02 03 31500
</TABLE>
<PAGE>
<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>
GAYLORD CONTAINER CORP CL A 368145108 38 14000 SH DEFINED 01 02 03 14000
GELTEX PHARMACEUTICALS INC COM 368538104 104 5100 SH DEFINED 01 02 03 5100
GENCORP INC COM 368682100 70 8700 SH DEFINED 01 02 03 8700
GENE LOGIC INC COM 368689105 59 1650 SH DEFINED 01 02 03 1650
GENENTECH INC COM NEW 368710406 172 1000 SH DEFINED 01 02 03 1000
GENERAL BINDING CORP COM 369154109 9 1275 SH DEFINED 01 02 03 1275
GENERAL CABLE CORP DEL NEW COM 369300108 85 10500 SH DEFINED 01 02 03 10500
GENERAL CHEM GROUP INC COM 369332101 7 9500 SH DEFINED 01 02 03 9500
GENERAL COMMUNICATION INC CL A 369385109 70 13600 SH DEFINED 01 02 03 13600
GENERAL DYNAMICS CORP COM 369550108 5387 103100 SH DEFINED 01 02 03 103100
GENERAL ELEC CO COM 369604103 296949 5602813 SH DEFINED 01 02 03 5602813
GENERAL MLS INC COM 370334104 5208 136150 SH DEFINED 01 02 03 136150
GENERAL MTRS CORP COM 370442105 18777 323400 SH DEFINED 01 02 03 323400
GENERAL MTRS CORP CL H NEW 370442832 11943 136100 SH DEFINED 01 02 03 136100
GENERAL SEMICONDUCTOR INC COM 370787103 89 6000 SH DEFINED 01 02 03 6000
GENESCO INC COM 371532102 102 6346 SH DEFINED 01 02 03 6346
GENESIS MICROCHIP INC COM 371933102 95 5300 SH DEFINED 01 02 03 5300
GENLYTE GROUP INC COM 372302109 4 200 SH DEFINED 01 02 03 200
GENRAD INC COM 372447102 65 7200 SH DEFINED 01 02 03 7200
GENTEK INC COM 37245X104 281 25125 SH DEFINED 01 02 03 25125
GENUINE PARTS CO COM 372460105 1600 80000 SH DEFINED 01 02 03 80000
GEON CO COM 37246W105 298 16085 SH DEFINED 01 02 03 16085
GENTIVA HEALTH SERVICES INC COM 37247A102 35 4350 SH DEFINED 01 02 03 4350
GENZYME CORP COM GENL DIV 372917104 5866 98700 SH DEFINED 01 02 03 98700
GENZYME CORP COM-MOLECULAR 372917500 0 0 SH DEFINED 01 02 03 0
GEORGIA GULF CORP COM PAR $0.01 373200203 1137 54650 SH DEFINED 01 02 03 54650
GEORGIA PAC CORP COM GA PAC GRP373298108 3835 146100 SH DEFINED 01 02 03 146100
GEORGIA PAC CORP COM-TIMBER GRP373298702 2035 94100 SH DEFINED 01 02 03 94100
GERBER SCIENTIFIC INC COM 373730100 77 6727 SH DEFINED 01 02 03 6727
GETTY IMAGES INC COM 374276103 248 6700 SH DEFINED 01 02 03 6700
GETTY RLTY CORP NEW COM 374297109 64 5900 SH DEFINED 01 02 03 5900
GIBRALTAR STL CORP COM 37476F103 77 5500 SH DEFINED 01 02 03 5500
GILEAD SCIENCES INC COM 375558103 4746 66727 SH DEFINED 01 02 03 66727
GILLETTE CO COM 375766102 30607 876050 SH DEFINED 01 02 03 876050
GLACIER BANCORP INC NEW COM 37637Q105 1 110 SH DEFINED 01 02 03 110
GLATFELTER P H CO COM 377316104 521 51100 SH DEFINED 01 02 03 51100
GLAXO WELLCOME PLC SPONSORED ADR 37733W105 2307 39900 SH DEFINED 01 02 03 39900
GLENAYRE TECHNOLOGIES INC COM 377899109 176 16700 SH DEFINED 01 02 03 16700
GLENBOROUGH RLTY TR INC COM 37803P105 141 8100 SH DEFINED 01 02 03 8100
GLIATECH INC COM 37929C103 83 4100 SH DEFINED 01 02 03 4100
GLIMCHER RLTY TR SH BEN INT 379302102 93 6500 SH DEFINED 01 02 03 6500
</TABLE>
<PAGE>
<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>
GLOBAL INDS LTD COM 379336100 468 24800 SH DEFINED 01 02 03 24800
GLOBAL IMAGING SYSTEMS COM 37934A100 38 3600 SH DEFINED 01 02 03 3600
GLOBAL MARINE INC COM 379352404 5398 191500 SH DEFINED 01 02 03 191500
GLOBAL TELESYSTEMS INC COM 37936U104 375 31100 SH DEFINED 01 02 03 31100
GLOBIX CORP COM 37957F101 179 6100 SH DEFINED 01 02 03 6100
GOAMERICA INC COM 38020R106 60 3900 SH DEFINED 01 02 03 3900
GOLDEN WEST FINL CORP DEL COM 381317106 2918 71500 SH DEFINED 01 02 03 71500
GOLDMAN SACHS GROUP INC COM 38141G104 12049 127000 SH DEFINED 01 02 03 127000
GOLF TR AMER INC COM 38168B103 2 150 SH DEFINED 01 02 03 150
GOODRICH B F CO COM 382388106 1654 48548 SH DEFINED 01 02 03 48548
GOODYEAR TIRE & RUBR CO COM 382550101 2014 100700 SH DEFINED 01 02 03 100700
GOODYS FAMILY CLOTHING INC COM 382588101 43 7822 SH DEFINED 01 02 03 7822
GO2NET INC COM 383486107 257 5100 SH DEFINED 01 02 03 5100
GRACE W R & CO DEL NEW COM 38388F108 606 50000 SH DEFINED 01 02 03 50000
GRACO INC COM 384109104 171 5250 SH DEFINED 01 02 03 5250
GRAINGER W W INC COM 384802104 1362 44200 SH DEFINED 01 02 03 44200
GRAND UN CO COM 386532402 2 4300 SH DEFINED 01 02 03 4300
GRANITE CONSTR INC COM 387328107 820 33471 SH DEFINED 01 02 03 33471
GRANT PRIDECO INC COM 38821G101 2828 113100 SH DEFINED 01 02 03 113100
GRAPHIC PACKAGING INTL CORP COM 388690109 12 5800 SH DEFINED 01 02 03 5800
GRAY COMMUNICATIONS SYS INC COM 389190109 2 200 SH DEFINED 01 02 03 200
GREAT ATLANTIC & PAC TEA INC COM 390064103 811 48800 SH DEFINED 01 02 03 48800
GREAT LAKES CHEM CORP COM 390568103 775 24600 SH DEFINED 01 02 03 24600
GREAT LAKES REIT INC COM 390752103 27 1607 SH DEFINED 01 02 03 1607
GREAT PLAINS SOFTWARE COM 39119E105 51 2600 SH DEFINED 01 02 03 2600
GREATER BAY BANCORP COM 391648102 339 7250 SH DEFINED 01 02 03 7250
GREENPOINT FINL CORP COM 395384100 2018 107600 SH DEFINED 01 02 03 107600
GREIF BROS CORP CL A 397624107 160 5200 SH DEFINED 01 02 03 5200
GREY ADVERTISING INC COM 397838103 156 300 SH DEFINED 01 02 03 300
GREY WOLF INC COM 397888108 225 44900 SH DEFINED 01 02 03 44900
GRIFFON CORP COM 398433102 52 9297 SH DEFINED 01 02 03 9297
GROUP 1 AUTOMOTIVE INC COM 398905109 46 3800 SH DEFINED 01 02 03 3800
GRUPO TELEVISA SA DE CV SP ADR REP ORD40049J206 234 3400 SH DEFINED 01 02 03 3400
GTECH HLDGS CORP COM 400518106 1042 45943 SH DEFINED 01 02 03 45943
GUESS INC COM 401617105 71 5047 SH DEFINED 01 02 03 5047
GUIDANT CORP COM 401698105 19050 384858 SH DEFINED 01 02 03 384858
GUILFORD MLS INC COM 401794102 38 8952 SH DEFINED 01 02 03 8952
GUILFORD PHARMACEUTICALS INC COM 401829106 80 5300 SH DEFINED 01 02 03 5300
GUITAR CTR MGMT INC COM 402040109 56 5300 SH DEFINED 01 02 03 5300
GULF ISLAND FABRICATION INC COM 402307102 46 2700 SH DEFINED 01 02 03 2700
GYMBOREE CORP COM 403777105 27 8937 SH DEFINED 01 02 03 8937
</TABLE>
<PAGE>
<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>
HCA-HEALTHCARE CO COM 404119109 9541 314110 SH DEFINED 01 02 03 314110
HCC INS HLDGS INC COM 404132102 198 10500 SH DEFINED 01 02 03 10500
HNC SOFTWARE INC COM 40425P107 395 6400 SH DEFINED 01 02 03 6400
HSBC HLDGS PLC SPON ADR NEW 404280406 410 7080 SH DEFINED 01 02 03 7080
HSB GROUP INC COM 40428N109 1225 39350 SH DEFINED 01 02 03 39350
HS RES INC COM 404297103 6 208 SH DEFINED 01 02 03 208
HA-LO INDS INC COM 404429102 60 10754 SH DEFINED 01 02 03 10754
HAEMONETICS CORP COM 405024100 147 7000 SH DEFINED 01 02 03 7000
HALLIBURTON CO COM 406216101 11609 246016 SH DEFINED 01 02 03 246016
HAMILTON BANCORP INC FLA COM 407013101 2 100 SH DEFINED 01 02 03 100
HANCOCK HLDG CO COM 410120109 85 2505 SH DEFINED 01 02 03 2505
HANCOCK JOHN FINL SVCS INC COM 41014S106 92 3900 SH DEFINED 01 02 03 3900
HANDLEMAN CO DEL COM 410252100 111 8900 SH DEFINED 01 02 03 8900
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 24 4800 SH DEFINED 01 02 03 4800
HANNA M A CO COM 410522106 572 63600 SH DEFINED 01 02 03 63600
HANNAFORD BROS CO COM 410550107 3234 45000 SH DEFINED 01 02 03 45000
HANOVER COMPRESSOR CO COM 410768105 2842 74800 SH DEFINED 01 02 03 74800
HANOVER DIRECT INC COM 410783104 36 22900 SH DEFINED 01 02 03 22900
HARCOURT GEN INC COM 41163G101 1762 32400 SH DEFINED 01 02 03 32400
HARBOR FLA BANCSHARES INC COM 411901101 62 5900 SH DEFINED 01 02 03 5900
HARKEN ENERGY CORP COM 412552101 23 36200 SH DEFINED 01 02 03 36200
HARLAND JOHN H CO COM 412693103 117 7800 SH DEFINED 01 02 03 7800
HARLEY DAVIDSON INC COM 412822108 6845 177800 SH DEFINED 01 02 03 177800
HARLEYSVILLE GROUP INC COM 412824104 57 3400 SH DEFINED 01 02 03 3400
HARLEYSVILLE NATL CORP PA COM 412850109 94 2878 SH DEFINED 01 02 03 2878
HARMAN INTL INDS INC COM 413086109 255 4179 SH DEFINED 01 02 03 4179
HARMON INDS INC NEW COM 413136102 72 5400 SH DEFINED 01 02 03 5400
HARMONIC INC COM 413160102 320 12923 SH DEFINED 01 02 03 12923
HARRAHS ENTMT INC COM 413619107 1156 55200 SH DEFINED 01 02 03 55200
HARRIS CORP DEL COM 413875105 2365 72200 SH DEFINED 01 02 03 72200
HARRIS FINL INC COM 414541102 29 4700 SH DEFINED 01 02 03 4700
HARSCO CORP COM 415864107 1412 55390 SH DEFINED 01 02 03 55390
HARTE-HANKS INC COM 416196103 1783 71300 SH DEFINED 01 02 03 71300
HARTFORD FINL SVCS GROUP INC COM 416515104 18283 326840 SH DEFINED 01 02 03 326840
HARTFORD LIFE INC CL A 416592103 0 0 SH DEFINED 01 02 03 0
HASBRO INC COM 418056107 1265 84000 SH DEFINED 01 02 03 84000
HAVERTY FURNITURE INC COM 419596101 65 7616 SH DEFINED 01 02 03 7616
HAWAIIAN ELEC INDUSTRIES COM 419870100 1385 42208 SH DEFINED 01 02 03 42208
HAYES LEMMERZ INTL INC COM 420781106 74 6115 SH DEFINED 01 02 03 6115
HEARME COM 421903105 0 100 SH DEFINED 01 02 03 100
HEALTH CARE PPTY INVS INC COM 421915109 350 12836 SH DEFINED 01 02 03 12836
</TABLE>
<PAGE>
<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>
HEALTHSOUTH CORP COM 421924101 1530 212900 SH DEFINED 01 02 03 212900
HEALTH MGMT ASSOC INC NEW CL A 421933102 4011 307100 SH DEFINED 01 02 03 307100
HEALTHCARE RLTY TR COM 421946104 177 10395 SH DEFINED 01 02 03 10395
HEALTH CARE REIT INC COM 42217K106 119 7300 SH DEFINED 01 02 03 7300
HEALTHAXIS INC COM 42219D100 16 4200 SH DEFINED 01 02 03 4200
HEALTHEON WEBMD CORP COM 422209106 22 1498 SH DEFINED 01 02 03 1498
HEALTHGATE DATA CORP COM 42222H106 12 7200 SH DEFINED 01 02 03 7200
HEARTLAND EXPRESS INC COM 422347104 136 8144 SH DEFINED 01 02 03 8144
HEICO CORP NEW COM 422806109 36 2500 SH DEFINED 01 02 03 2500
HEIDRICK & STRUGGLES INTL INC COM 422819102 6 100 SH DEFINED 01 02 03 100
HEILIG MEYERS CO COM 422893107 19 16200 SH DEFINED 01 02 03 16200
HEINZ H J CO COM 423074103 7055 161250 SH DEFINED 01 02 03 161250
HELIX TECHNOLOGY CORP COM 423319102 181 4644 SH DEFINED 01 02 03 4644
HELLER FINANCIAL INC CL A 423328103 222 10818 SH DEFINED 01 02 03 10818
HELMERICH & PAYNE INC COM 423452101 5392 144258 SH DEFINED 01 02 03 144258
HEMISPHERX BIOPHARMA INC COM 42366C103 1 200 SH DEFINED 01 02 03 200
HENRY JACK & ASSOC INC COM 426281101 336 6700 SH DEFINED 01 02 03 6700
HERBALIFE INTL INC CL A 426908208 30 3400 SH DEFINED 01 02 03 3400
HERCULES INC COM 427056106 681 48400 SH DEFINED 01 02 03 48400
HERSHEY FOODS CORP COM 427866108 4327 88880 SH DEFINED 01 02 03 88880
HERTZ CORP CL A 428040109 157 5600 SH DEFINED 01 02 03 5600
HEWLETT PACKARD CO COM 428236103 89173 714100 SH DEFINED 01 02 03 714100
HEXCEL CORP NEW COM 428291108 59 6209 SH DEFINED 01 02 03 6209
HI / FN INC COM 428358105 53 1200 SH DEFINED 01 02 03 1200
HIBERNIA CORP CL A 428656102 1969 181100 SH DEFINED 01 02 03 181100
HILB ROGAL & HAMILTON CO COM 431294107 3 100 SH DEFINED 01 02 03 100
HILLENBRAND INDS INC COM 431573104 2048 65400 SH DEFINED 01 02 03 65400
HILTON HOTELS CORP COM 432848109 1561 166500 SH DEFINED 01 02 03 166500
HINES HORTICULTURE INC COM 433245107 1 100 SH DEFINED 01 02 03 100
HISPANIC BROADCASTING CORP CL A 43357B104 3693 111500 SH DEFINED 01 02 03 111500
HOLLYWOOD ENTMT CORP COM 436141105 69 8700 SH DEFINED 01 02 03 8700
HOME DEPOT INC COM 437076102 77353 1549000 SH DEFINED 01 02 03 1549000
HOME PPTYS N Y INC COM 437306103 267 8900 SH DEFINED 01 02 03 8900
HOMEBASE INC COM 43738E108 25 15700 SH DEFINED 01 02 03 15700
HOMESTAKE MNG CO COM 437614100 1117 162400 SH DEFINED 01 02 03 162400
HON INDS INC COM 438092108 1473 62700 SH DEFINED 01 02 03 62700
HONEYWELL INTL INC COM 438516106 12158 360900 SH DEFINED 01 02 03 360900
HOOPER HOLMES INC COM 439104100 191 23900 SH DEFINED 01 02 03 23900
HORACE MANN EDUCATORS CORP NEWCOM 440327104 884 58900 SH DEFINED 01 02 03 58900
HORMEL FOODS CORP COM 440452100 2606 155000 SH DEFINED 01 02 03 155000
HOSPITALITY PPTYS TR COM SH BEN INT44106M102 235 10400 SH DEFINED 01 02 03 10400
</TABLE>
<PAGE>
<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>
HOUGHTON MIFFLIN CO COM 441560109 1536 32900 SH DEFINED 01 02 03 32900
HOUSEHOLD INTL INC COM 441815107 11279 271386 SH DEFINED 01 02 03 271386
HOUSTON EXPL CO COM 442120101 106 4200 SH DEFINED 01 02 03 4200
HUB GROUP INC CL A 443320106 28 1900 SH DEFINED 01 02 03 1900
HUBBELL INC CL B 443510201 1665 65300 SH DEFINED 01 02 03 65300
HUDSON RIV BANCORP INC COM 444128102 2 200 SH DEFINED 01 02 03 200
HUDSON UNITED BANCORP COM 444165104 339 15102 SH DEFINED 01 02 03 15102
HUGHES SUPPLY INC COM 444482103 120 6100 SH DEFINED 01 02 03 6100
HUMANA INC COM 444859102 370 75800 SH DEFINED 01 02 03 75800
HUMAN GENOME SCIENCES INC COM 444903108 3041 22800 SH DEFINED 01 02 03 22800
HUNT J B TRANS SVCS INC COM 445658107 695 45038 SH DEFINED 01 02 03 45038
HUNTINGTON BANCSHARES INC COM 446150104 1588 100400 SH DEFINED 01 02 03 100400
HUTCHINSON TECHNOLOGY INC COM 448407106 76 5300 SH DEFINED 01 02 03 5300
ICN PHARMACEUTICALS INC NEW COM 448924100 2306 82900 SH DEFINED 01 02 03 82900
IDT CORP COM 448947101 167 4929 SH DEFINED 01 02 03 4929
HYPERCOM CORP COM 44913M105 92 6400 SH DEFINED 01 02 03 6400
HYPERION SOLUTIONS CORP COM 44914M104 250 7710 SH DEFINED 01 02 03 7710
IBP INC COM 449223106 2319 150200 SH DEFINED 01 02 03 150200
ICG COMMUNICATIONS INC COM 449246107 258 11700 SH DEFINED 01 02 03 11700
IDEC PHARMACEUTICALS CORP COM 449370105 7212 61475 SH DEFINED 01 02 03 61475
IDG BOOKS WORLDWIDE INC CL A 449384106 26 2900 SH DEFINED 01 02 03 2900
IDX SYS CORP COM 449491109 68 4800 SH DEFINED 01 02 03 4800
IGEN INC COM 449536101 43 2600 SH DEFINED 01 02 03 2600
IHOP CORP COM 449623107 101 6000 SH DEFINED 01 02 03 6000
IMC GLOBAL INC COM 449669100 1598 122900 SH DEFINED 01 02 03 122900
IMCO RECYCLING INC COM 449681105 25 4600 SH DEFINED 01 02 03 4600
IMS HEALTH INC COM 449934108 2419 134400 SH DEFINED 01 02 03 134400
IRT PPTY CO COM 450058102 85 10000 SH DEFINED 01 02 03 10000
ISS GROUP INC COM 450306105 19288 195350 SH DEFINED 01 02 03 195350
ITC DELTACOM INC COM 45031T104 366 16400 SH DEFINED 01 02 03 16400
ISTAR FINL INC COM 45031U101 128 6125 SH DEFINED 01 02 03 6125
ITT EDUCATIONAL SERVICES INC COM 45068B109 93 5275 SH DEFINED 01 02 03 5275
IBASIS INC COM 450732102 816 18950 SH DEFINED 01 02 03 18950
IBEAM BROADCASTING CORP COM 45073P101 234 13000 SH DEFINED 01 02 03 13000
ITT INDS INC IND COM 450911102 1206 39700 SH DEFINED 01 02 03 39700
IDACORP INC COM 451107106 1597 49510 SH DEFINED 01 02 03 49510
IDEAMALL INC COM 451662100 22 4532 SH DEFINED 01 02 03 4532
IDEX CORP COM 45167R104 238 7550 SH DEFINED 01 02 03 7550
IDEXX LABS INC COM 45168D104 222 9700 SH DEFINED 01 02 03 9700
IGATE CAPITAL CORP COM 45169U105 122 8900 SH DEFINED 01 02 03 8900
IDENTIX INC COM 451906101 139 8847 SH DEFINED 01 02 03 8847
</TABLE>
<PAGE>
<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>
ILEX ONCOLOGY INC COM 451923106 111 3150 SH DEFINED 01 02 03 3150
ILLINOIS TOOL WKS INC COM 452308109 17061 299317 SH DEFINED 01 02 03 299317
ILLUMINET HLDGS INC COM 452334105 122 2400 SH DEFINED 01 02 03 2400
IMATION CORP COM 45245A107 1978 67335 SH DEFINED 01 02 03 67335
IMCLONE SYS INC COM 45245W109 489 6400 SH DEFINED 01 02 03 6400
IMMUNEX CORP NEW COM 452528102 10763 217700 SH DEFINED 01 02 03 217700
IMPERIAL BANCORP COM 452556103 269 17203 SH DEFINED 01 02 03 17203
IMPATH INC COM 45255G101 5 100 SH DEFINED 01 02 03 100
IMPERIAL CHEM INDS PLC ADR NEW 452704505 185 6000 SH DEFINED 01 02 03 6000
IMPERIAL CR INDS INC COM 452729106 36 8434 SH DEFINED 01 02 03 8434
IMPERIAL SUGAR CO NEW COM 453096109 1 500 SH DEFINED 01 02 03 500
IMRGLOBAL CORPORATION COM 45321W106 78 6000 SH DEFINED 01 02 03 6000
INCO LTD COM 453258402 1264 82200 SH DEFINED 01 02 03 82200
INCYTE GENOMICS INC COM 45337C102 3222 39200 SH DEFINED 01 02 03 39200
INDEPENDENCE CMNTY BK CORP COM 453414104 260 19600 SH DEFINED 01 02 03 19600
INDEPENDENT BANK CORP MASS COM 453836108 2 200 SH DEFINED 01 02 03 200
INDYMAC MTG HLDGS INC COM 456607100 739 54500 SH DEFINED 01 02 03 54500
INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N103 230 2900 SH DEFINED 01 02 03 2900
INFINITY BROADCASTING CP NEW CL A 45662S102 40 1100 SH DEFINED 01 02 03 1100
INET TECHNOLOGIES INC COM 45662V105 159 2938 SH DEFINED 01 02 03 2938
INFOCURE CORP COM 45665A108 38 6800 SH DEFINED 01 02 03 6800
INFOCUS CORP COM 45665B106 135 4200 SH DEFINED 01 02 03 4200
INFORMATICA CORP COM 45666Q102 789 9625 SH DEFINED 01 02 03 9625
INFORMIX CORP COM 456779107 2699 362900 SH DEFINED 01 02 03 362900
INFOSPACE INC COM 45678T102 61 1100 SH DEFINED 01 02 03 1100
INFOUSA INC NEW COM 456818301 32 4900 SH DEFINED 01 02 03 4900
INGERSOLL-RAND CO COM 456866102 3208 79700 SH DEFINED 01 02 03 79700
INFORMATION RES INC COM 456905108 31 7900 SH DEFINED 01 02 03 7900
INGLES MKTS INC CL A 457030104 84 8000 SH DEFINED 01 02 03 8000
INHALE THERAPEUTIC SYS INC COM 457191104 426 4200 SH DEFINED 01 02 03 4200
INKTOMI CORP COM 457277101 83 700 SH DEFINED 01 02 03 700
INNOVEX INC COM 457647105 62 6400 SH DEFINED 01 02 03 6400
INPUT/OUTPUT INC COM 457652105 111 13100 SH DEFINED 01 02 03 13100
INSIGHT ENTERPRISES INC COM 45765U103 670 11300 SH DEFINED 01 02 03 11300
INSITUFORM TECHNOLOGIES INC CL A 457667103 202 7429 SH DEFINED 01 02 03 7429
INSIGNIA FINL GROUP INC NEW COM 45767A105 54 5400 SH DEFINED 01 02 03 5400
INSIGHT COMMUNICATIONS INC CL A 45768V108 158 10125 SH DEFINED 01 02 03 10125
INNKEEPERS USA TR COM 4576J0104 47 5200 SH DEFINED 01 02 03 5200
INSPIRE INS SOLUTIONS INC COM 457732105 9 3000 SH DEFINED 01 02 03 3000
INTEGRATED DEVICE TECHNOLOGY COM 458118106 7571 126450 SH DEFINED 01 02 03 126450
INTEGRATED ELECTRICAL SVC COM 45811E103 35 6900 SH DEFINED 01 02 03 6900
</TABLE>
<PAGE>
<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>
INTEGRATED CIRCUIT SYS INC COM 45811K208 112 6550 SH DEFINED 01 02 03 6550
INTEL CORP COM 458140100 284877 2130920 SH DEFINED 01 02 03 2130920
INTEGRA BK CORP COM 45814P105 85 4994 SH DEFINED 01 02 03 4994
INTER TEL INC COM 458372109 87 5400 SH DEFINED 01 02 03 5400
INTERFACE INC CL A 458665106 48 12600 SH DEFINED 01 02 03 12600
INTERDIGITAL COMMUNICATIONS CPCOM 45866A105 211 12713 SH DEFINED 01 02 03 12713
INTERGRAPH CORP COM 458683109 88 11600 SH DEFINED 01 02 03 11600
INTERIM SVCS INC COM 45868P100 544 30650 SH DEFINED 01 02 03 30650
INTERLOGIX INC COM 458763109 1 92 SH DEFINED 01 02 03 92
INTERMEDIA COMMUNICATIONS INC COM 458801107 318 10700 SH DEFINED 01 02 03 10700
INTERMET CORP COM 45881K104 43 6200 SH DEFINED 01 02 03 6200
INTERNATIONAL BANCSHARES CORP COM 459044103 124 3812 SH DEFINED 01 02 03 3812
INTERNATIONAL BUSINESS MACHS COM 459200101 127878 1167170 SH DEFINED 01 02 03 1167170
INTERNATIONAL FLAVORS&FRAGRANCCOM 459506101 1404 46500 SH DEFINED 01 02 03 46500
INTERNATIONAL FIBERCOM INC COM 45950T101 87 3400 SH DEFINED 01 02 03 3400
INTERNATIONAL HOME FOODS INC COM 459655106 84 4000 SH DEFINED 01 02 03 4000
INTERNATIONAL GAME TECHNOLOGY COM 459902102 1995 75300 SH DEFINED 01 02 03 75300
INTERNATIONAL MULTIFOODS CORP COM 460043102 417 24100 SH DEFINED 01 02 03 24100
INTL PAPER CO COM 460146103 6589 221000 SH DEFINED 01 02 03 221000
INTERNATIONAL RECTIFIER CORP COM 460254105 869 15523 SH DEFINED 01 02 03 15523
INTERNATIONAL SPEEDWAY CORP CL A 460335201 2292 55400 SH DEFINED 01 02 03 55400
INTL SPECIALTY PRODS INC NEW COM 460337108 1 200 SH DEFINED 01 02 03 200
INTERNET CAP GROUP INC COM 46059C106 16142 436080 SH DEFINED 01 02 03 436080
INTERPOOL INC COM 46062R108 37 3800 SH DEFINED 01 02 03 3800
INTERPUBLIC GROUP COS INC COM 460690100 6109 142080 SH DEFINED 01 02 03 142080
INTERSTATE BAKERIES CORP DEL COM 46072H108 963 68800 SH DEFINED 01 02 03 68800
INTERWEST BANCORP INC COM 460931108 57 4100 SH DEFINED 01 02 03 4100
INTERTAN INC COM 461120107 4 350 SH DEFINED 01 02 03 350
INTERVOICE-BRITE INC COM 461142101 35 5307 SH DEFINED 01 02 03 5307
INTIMATE BRANDS INC CL A 461156101 55 2800 SH DEFINED 01 02 03 2800
INTRAWARE INC COM 46118M103 77 4800 SH DEFINED 01 02 03 4800
INTUIT COM 461202103 74943 1811300 SH DEFINED 01 02 03 1811300
INVACARE CORP COM 461203101 391 14900 SH DEFINED 01 02 03 14900
INVESTMENT TECHNOLOGY GRP NEW COM 46145F105 1375 32300 SH DEFINED 01 02 03 32300
INVITROGEN CORP COM 46185R100 221 2942 SH DEFINED 01 02 03 2942
INVESTORS FINL SERVICES CORP COM 461915100 345 8696 SH DEFINED 01 02 03 8696
IOMEGA CORP COM 462030107 272 68100 SH DEFINED 01 02 03 68100
IONICS INC COM 462218108 132 4304 SH DEFINED 01 02 03 4304
IPALCO ENTERPRISES INC COM 462613100 1799 89400 SH DEFINED 01 02 03 89400
IRON MTN INC PA COM 462846106 541 15900 SH DEFINED 01 02 03 15900
IRWIN FINL CORP COM 464119106 45 3100 SH DEFINED 01 02 03 3100
</TABLE>
<PAGE>
<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>
ISIS PHARMACEUTICALS INC COM 464330109 119 8200 SH DEFINED 01 02 03 8200
IT GROUP INC COM 465266104 14 2900 SH DEFINED 01 02 03 2900
I2 TECHNOLOGIES INC COM 465754109 767 7355 SH DEFINED 01 02 03 7355
IVAX CORP COM 465823102 7030 169400 SH DEFINED 01 02 03 169400
IVEX PACKAGING CORP DEL COM 465855104 39 3535 SH DEFINED 01 02 03 3535
IVILLAGE INC COM 46588H105 22 2600 SH DEFINED 01 02 03 2600
JDN RLTY CORP COM 465917102 89 8719 SH DEFINED 01 02 03 8719
J & J SNACK FOODS CORP COM 466032109 74 4140 SH DEFINED 01 02 03 4140
JDS UNIPHASE CORP COM 46612J101 57731 481592 SH DEFINED 01 02 03 481592
JDA SOFTWARE GROUP INC COM 46612K108 122 6383 SH DEFINED 01 02 03 6383
JLG INDS INC COM 466210101 132 11100 SH DEFINED 01 02 03 11100
JLK DIRECT DISTRIBUTION INC CL A 46621C105 23 4500 SH DEFINED 01 02 03 4500
JNI CORP COM 46622G105 228 7200 SH DEFINED 01 02 03 7200
JP REALTY INC COM 46624A106 62 3500 SH DEFINED 01 02 03 3500
JABIL CIRCUIT INC COM 466313103 10506 211700 SH DEFINED 01 02 03 211700
JACK IN THE BOX INC COM 466367109 256 10400 SH DEFINED 01 02 03 10400
JACOBS ENGR GROUP INC DEL COM 469814107 1077 32942 SH DEFINED 01 02 03 32942
JAKKS PAC INC COM 47012E106 66 4450 SH DEFINED 01 02 03 4450
JEFFERIES GROUP INC NEW COM 472319102 110 5437 SH DEFINED 01 02 03 5437
JEFFERSON PILOT CORP COM 475070108 2723 48240 SH DEFINED 01 02 03 48240
JO-ANN STORES INC CL A 47758P109 36 5104 SH DEFINED 01 02 03 5104
JOHNSON & JOHNSON COM 478160104 102350 1004660 SH DEFINED 01 02 03 1004660
JOHNSON CTLS INC COM 478366107 1991 38800 SH DEFINED 01 02 03 38800
JONES APPAREL GROUP INC COM 480074103 2902 123500 SH DEFINED 01 02 03 123500
JONES LANG LASALLE INC COM 48020Q107 111 8300 SH DEFINED 01 02 03 8300
JONES PHARMA INC COM 480236108 656 16429 SH DEFINED 01 02 03 16429
JOURNAL REGISTER CO COM 481138105 181 9900 SH DEFINED 01 02 03 9900
JUNO LTG INC COM NEW 482047206 0 10 SH DEFINED 01 02 03 10
JUNO ONLINE SVCS INC COM 482048105 38 3500 SH DEFINED 01 02 03 3500
JUSTIN INDS INC COM 482171105 96 4400 SH DEFINED 01 02 03 4400
KLA-TENCOR CORP COM 482480100 44250 755600 SH DEFINED 01 02 03 755600
K MART CORP COM 482584109 1890 277500 SH DEFINED 01 02 03 277500
K V PHARMACEUTICAL CO CL B CONV 482740107 3 100 SH DEFINED 01 02 03 100
KAISER ALUMINUM CORP COM 483007100 29 7200 SH DEFINED 01 02 03 7200
KAMAN CORP CL A 483548103 67 6246 SH DEFINED 01 02 03 6246
KANA COMMUNICATIONS COM 483600102 144 2324 SH DEFINED 01 02 03 2324
KANSAS CITY LIFE INS CO COM 484836101 46 1700 SH DEFINED 01 02 03 1700
KANSAS CITY PWR & LT CO COM 485134100 1454 64600 SH DEFINED 01 02 03 64600
KANSAS CITY SOUTHN INDS INC COM 485170104 4904 55300 SH DEFINED 01 02 03 55300
KAUFMAN & BROAD HOME CORP COM 486168107 678 34200 SH DEFINED 01 02 03 34200
KAYDON CORP COM 486587108 832 39600 SH DEFINED 01 02 03 39600
</TABLE>
<PAGE>
<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>
KEANE INC COM 486665102 1970 91100 SH DEFINED 01 02 03 91100
KEEBLER FOODS CO COM 487256109 308 8300 SH DEFINED 01 02 03 8300
KELLOGG CO COM 487836108 6698 225150 SH DEFINED 01 02 03 225150
KELLSTROM INDS INC COM 488035106 0 100 SH DEFINED 01 02 03 100
KELLWOOD CO COM 488044108 126 5950 SH DEFINED 01 02 03 5950
KELLY SVCS INC CL A 488152208 928 40115 SH DEFINED 01 02 03 40115
KEMET CORP COM 488360108 499 19894 SH DEFINED 01 02 03 19894
KENNAMETAL INC COM 489170100 802 37400 SH DEFINED 01 02 03 37400
KENSEY NASH CORP COM 490057106 98 8775 SH DEFINED 01 02 03 8775
KENT ELECTRS CORP COM 490553104 319 10700 SH DEFINED 01 02 03 10700
KERR MCGEE CORP COM 492386107 2770 47000 SH DEFINED 01 02 03 47000
KEY ENERGY SVCS INC COM 492914106 188 19500 SH DEFINED 01 02 03 19500
KEYCORP NEW COM 493267108 3465 196600 SH DEFINED 01 02 03 196600
KEYNOTE SYS INC COM 493308100 565 8000 SH DEFINED 01 02 03 8000
KEYSPAN CORP COM 49337W100 4379 142400 SH DEFINED 01 02 03 142400
KEYSTONE AUTOMOTIVE INDS INC COM 49338N109 31 4500 SH DEFINED 01 02 03 4500
KEYSTONE FINANCIAL INC COM 493482103 1084 51000 SH DEFINED 01 02 03 51000
KFORCE COM INC COM 493732101 55 7900 SH DEFINED 01 02 03 7900
KIMBALL INTL INC CL B 494274103 119 8100 SH DEFINED 01 02 03 8100
KILROY RLTY CORP COM 49427F108 184 7100 SH DEFINED 01 02 03 7100
KIMBERLY CLARK CORP COM 494368103 29732 518198 SH DEFINED 01 02 03 518198
KINDER MORGAN INC KANS COM 49455P101 4360 126150 SH DEFINED 01 02 03 126150
KING PHARMACEUTICALS INC COM 495582108 471 10725 SH DEFINED 01 02 03 10725
KIRBY CORP COM 497266106 183 8612 SH DEFINED 01 02 03 8612
KNIGHT RIDDER INC COM 499040103 1867 35100 SH DEFINED 01 02 03 35100
KNIGHT TRANSN INC COM 499064103 64 4393 SH DEFINED 01 02 03 4393
KOGER EQUITY INC COM 500228101 122 7200 SH DEFINED 01 02 03 7200
KOHLS CORP COM 500255104 8627 155100 SH DEFINED 01 02 03 155100
KOMAG INC COM 500453105 26 14700 SH DEFINED 01 02 03 14700
KONOVER PPTY TR INC COM 50047R100 2 500 SH DEFINED 01 02 03 500
KOPIN CORP COM 500600101 471 6800 SH DEFINED 01 02 03 6800
KORN FERRY INTL COM NEW 500643200 152 4800 SH DEFINED 01 02 03 4800
KROGER CO COM 501044101 8760 397050 SH DEFINED 01 02 03 397050
KROLL O GARA CO COM 501050108 18 2700 SH DEFINED 01 02 03 2700
KRONOS INC COM 501052104 82 3150 SH DEFINED 01 02 03 3150
KUBOTA CORP ADR 501173207 96 1350 SH DEFINED 01 02 03 1350
KULICKE & SOFFA INDS INC COM 501242101 368 6200 SH DEFINED 01 02 03 6200
LCA-VISION INC COM NEW 501803209 10 4000 SH DEFINED 01 02 03 4000
LG&E ENERGY CORP COM 501917108 3230 135300 SH DEFINED 01 02 03 135300
LTV CORP NEW COM 501921100 74 25700 SH DEFINED 01 02 03 25700
LNR PPTY CORP COM 501940100 146 7500 SH DEFINED 01 02 03 7500
</TABLE>
<PAGE>
<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>
LSI LOGIC CORP COM 502161102 8600 158900 SH DEFINED 01 02 03 158900
LSI INDS INC COM 50216C108 2 100 SH DEFINED 01 02 03 100
LTC PPTYS INC COM 502175102 37 6200 SH DEFINED 01 02 03 6200
LTC HEALTHCARE INC COM 50217R104 1 600 SH DEFINED 01 02 03 600
LTX CORP COM 502392103 533 15250 SH DEFINED 01 02 03 15250
L-3 COMMUNICATIONS HLDGS INC COM 502424104 2057 36050 SH DEFINED 01 02 03 36050
LA Z BOY INC COM 505336107 189 13500 SH DEFINED 01 02 03 13500
LABOR READY INC COM NEW 505401208 59 8880 SH DEFINED 01 02 03 8880
LABORATORY CORP AMER HLDGS COM NEW 50540R409 153 1990 SH DEFINED 01 02 03 1990
LACLEDE GAS CO COM 505588103 87 4522 SH DEFINED 01 02 03 4522
LAM RESEARCH CORP COM 512807108 1836 48950 SH DEFINED 01 02 03 48950
LANCASTER COLONY CORP COM 513847103 815 42500 SH DEFINED 01 02 03 42500
LANCE INC COM 514606102 329 36500 SH DEFINED 01 02 03 36500
LANDAUER INC COM 51476K103 31 2000 SH DEFINED 01 02 03 2000
LANDAMERICA FINL GROUP INC COM 514936103 99 4300 SH DEFINED 01 02 03 4300
LANDS END INC COM 515086106 1161 34800 SH DEFINED 01 02 03 34800
LANDRYS SEAFOOD RESTAURANTS COM 51508L103 98 11500 SH DEFINED 01 02 03 11500
LANDSTAR SYS INC COM 515098101 197 3300 SH DEFINED 01 02 03 3300
LASERSIGHT INC COM 517924106 22 5715 SH DEFINED 01 02 03 5715
LASALLE HOTEL PPTYS COM SH BEN INT517942108 3 200 SH DEFINED 01 02 03 200
LASER VISION CTRS INC COM 51807H100 30 4900 SH DEFINED 01 02 03 4900
LASON INC COM 51808R107 10 3900 SH DEFINED 01 02 03 3900
LATITUDE COMMUNICATIONS INC COM 518292107 42 3720 SH DEFINED 01 02 03 3720
LATTICE SEMICONDUCTOR CORP COM 518415104 1281 18525 SH DEFINED 01 02 03 18525
LAUDER ESTEE COS INC CL A 518439104 109 2200 SH DEFINED 01 02 03 2200
LAUNCH MEDIA INC COM 518567102 7 800 SH DEFINED 01 02 03 800
LAWSON PRODS INC COM 520776105 47 1900 SH DEFINED 01 02 03 1900
LEAP WIRELESS INTL INC COM 521863100 212 4500 SH DEFINED 01 02 03 4500
LEAR CORP COM 521865105 1712 85600 SH DEFINED 01 02 03 85600
LEARN2 COM INC COM 522002104 23 11900 SH DEFINED 01 02 03 11900
LEARNING TREE INTL INC COM 522015106 355 5800 SH DEFINED 01 02 03 5800
LEE ENTERPRISES INC COM 523768109 1403 60200 SH DEFINED 01 02 03 60200
LEGATO SYS INC COM 524651106 1369 90500 SH DEFINED 01 02 03 90500
LEGGETT & PLATT INC COM 524660107 1467 88900 SH DEFINED 01 02 03 88900
LEGG MASON INC COM 524901105 3975 79500 SH DEFINED 01 02 03 79500
LEHMAN BROS HLDGS INC COM 524908100 12009 126994 SH DEFINED 01 02 03 126994
LENDINGTREE INC COM 52602Q105 8 1075 SH DEFINED 01 02 03 1075
LENNAR CORP COM 526057104 247 12202 SH DEFINED 01 02 03 12202
LENNOX INTL INC COM 526107107 39 2948 SH DEFINED 01 02 03 2948
LEUCADIA NATL CORP COM 527288104 997 43700 SH DEFINED 01 02 03 43700
LEVEL 3 COMMUNICATIONS INC COM 52729N100 202 2300 SH DEFINED 01 02 03 2300
</TABLE>
<PAGE>
<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>
LEXINGTON CORP PPTYS TR COM 529043101 2 212 SH DEFINED 01 02 03 212
LEXMARK INTL GROUP INC CL A 529771107 4611 68560 SH DEFINED 01 02 03 68560
LIBBEY INC COM 529898108 199 6200 SH DEFINED 01 02 03 6200
LIBERATE TECHNOLOGIES COM 530129105 15706 535800 SH DEFINED 01 02 03 535800
LIBERTY CORP S C COM 530370105 124 2947 SH DEFINED 01 02 03 2947
LIBERTY FINL COS INC COM 530512102 31 1400 SH DEFINED 01 02 03 1400
LIFEPOINT HOSPITALS INC COM 53219L109 100 4500 SH DEFINED 01 02 03 4500
LIGAND PHARMACEUTICALS INC CL B 53220K207 502 38033 SH DEFINED 01 02 03 38033
LIFEMINDERS INC COM 53220Q105 78 2650 SH DEFINED 01 02 03 2650
LIGHTSPAN INC COM 53226T103 1 200 SH DEFINED 01 02 03 200
LILLY ELI & CO COM 532457108 60510 605858 SH DEFINED 01 02 03 605858
LILLY INDS INC CL A 532491107 186 6197 SH DEFINED 01 02 03 6197
LIMITED INC COM 532716107 4567 211200 SH DEFINED 01 02 03 211200
LINCARE HLDGS INC COM 532791100 1369 55600 SH DEFINED 01 02 03 55600
LINCOLN ELEC HLDGS INC COM 533900106 137 9641 SH DEFINED 01 02 03 9641
LINCOLN NATL CORP IND COM 534187109 3154 87300 SH DEFINED 01 02 03 87300
LINDSAY MFG CO COM 535555106 77 3900 SH DEFINED 01 02 03 3900
LINEAR TECHNOLOGY CORP COM 535678106 8990 140600 SH DEFINED 01 02 03 140600
LITHIA MTRS INC CL A 536797103 54 4046 SH DEFINED 01 02 03 4046
LITTELFUSE INC COM 537008104 256 5226 SH DEFINED 01 02 03 5226
LITTON INDS INC COM 538021106 1995 47500 SH DEFINED 01 02 03 47500
LIZ CLAIBORNE INC COM 539320101 1103 31300 SH DEFINED 01 02 03 31300
LOCAL FINL CORP COM 539553107 47 5600 SH DEFINED 01 02 03 5600
LOCKHEED MARTIN CORP COM 539830109 5930 239000 SH DEFINED 01 02 03 239000
LODGIAN INC COM 54021P106 1 400 SH DEFINED 01 02 03 400
LOEWS CINEPLEX ENTMT CORP COM 540423100 1 200 SH DEFINED 01 02 03 200
LOEWS CORP COM 540424108 2928 48800 SH DEFINED 01 02 03 48800
LONE STAR STEAKHOUSE SALOON COM 542307103 377 37214 SH DEFINED 01 02 03 37214
LONE STAR TECHNOLOGIES INC COM 542312103 379 8196 SH DEFINED 01 02 03 8196
LONGS DRUG STORES CORP COM 543162101 387 17800 SH DEFINED 01 02 03 17800
LONGVIEW FIBRE CO COM 543213102 744 67233 SH DEFINED 01 02 03 67233
LOUIS DREYFUS NAT GAS CORP COM 546011107 161 5126 SH DEFINED 01 02 03 5126
LOUISIANA PAC CORP COM 546347105 613 56400 SH DEFINED 01 02 03 56400
LOWES COS INC COM 548661107 8404 204666 SH DEFINED 01 02 03 204666
LUBRIZOL CORP COM 549271104 1324 63050 SH DEFINED 01 02 03 63050
LUBYS INC COM 549282101 48 6000 SH DEFINED 01 02 03 6000
LUCENT TECHNOLOGIES INC COM 549463107 123789 2089271 SH DEFINED 01 02 03 2089271
LYCOS INC COM 550818108 32 600 SH DEFINED 01 02 03 600
LYDALL INC DEL COM 550819106 70 6600 SH DEFINED 01 02 03 6600
LYONDELL CHEMICAL CO COM 552078107 2054 122600 SH DEFINED 01 02 03 122600
M & T BK CORP COM 55261F104 270 600 SH DEFINED 01 02 03 600
</TABLE>
<PAGE>
<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>
MAF BANCORP INC COM 55261R108 187 10298 SH DEFINED 01 02 03 10298
MBIA INC COM 55262C100 2140 44400 SH DEFINED 01 02 03 44400
MBNA CORP COM 55262L100 11906 438925 SH DEFINED 01 02 03 438925
M D C HLDGS INC COM 552676108 110 5900 SH DEFINED 01 02 03 5900
MCN ENERGY GROUP INC COM 55267J100 2539 118800 SH DEFINED 01 02 03 118800
MDU RES GROUP INC COM 552690109 409 18925 SH DEFINED 01 02 03 18925
MEMC ELECTR MATLS INC COM 552715104 137 7600 SH DEFINED 01 02 03 7600
MGC COMMUNICATIONS INC COM 552763302 517 8625 SH DEFINED 01 02 03 8625
MGIC INVT CORP WIS COM 552848103 2452 53900 SH DEFINED 01 02 03 53900
MGI PPTYS INC COM 552885105 9 3700 SH DEFINED 01 02 03 3700
MGM GRAND INC COM 552953101 78 2442 SH DEFINED 01 02 03 2442
MKS INSTRUMENT INC COM 55306N104 374 9550 SH DEFINED 01 02 03 9550
MMC NETWORKS INC COM 55308N102 561 10500 SH DEFINED 01 02 03 10500
MRV COMMUNICATIONS INC COM 553477100 847 12600 SH DEFINED 01 02 03 12600
MSC INDL DIRECT INC CL A 553530106 25 1200 SH DEFINED 01 02 03 1200
M S CARRIERS INC COM 553533100 44 2500 SH DEFINED 01 02 03 2500
MTS SYS CORP COM 553777103 39 6300 SH DEFINED 01 02 03 6300
MTI TECHNOLOGY CORP COM 553903105 58 7300 SH DEFINED 01 02 03 7300
MACDERMID INC COM 554273102 89 3800 SH DEFINED 01 02 03 3800
MACERICH CO COM 554382101 172 7800 SH DEFINED 01 02 03 7800
MACROCHEM CORP DEL COM 555903103 0 100 SH DEFINED 01 02 03 100
MACROVISION CORP COM 555904101 531 8300 SH DEFINED 01 02 03 8300
MACROMEDIA INC COM 556100105 5086 52600 SH DEFINED 01 02 03 52600
MADISON GAS & ELEC CO COM 557497104 83 4225 SH DEFINED 01 02 03 4225
MAGELLAN HEALTH SVCS INC COM 559079108 11 8400 SH DEFINED 01 02 03 8400
MAGNETEK INC COM 559424106 259 32400 SH DEFINED 01 02 03 32400
MAIL-WELL INC COM 560321200 86 10000 SH DEFINED 01 02 03 10000
MAKITA CORP ADR NEW 560877300 150 16000 SH DEFINED 01 02 03 16000
MALLINCKRODT INC NEW COM 561232109 1316 30300 SH DEFINED 01 02 03 30300
MANDALAY RESORT GROUP COM 562567107 1892 94600 SH DEFINED 01 02 03 94600
MANITOWOC INC COM 563571108 174 6512 SH DEFINED 01 02 03 6512
MANNATECH INC COM 563771104 11 4741 SH DEFINED 01 02 03 4741
MANOR CARE INC NEW COM 564055101 463 66200 SH DEFINED 01 02 03 66200
MANPOWER INC COM 56418H100 2534 79200 SH DEFINED 01 02 03 79200
MANUFACTURED HOME CMNTYS INC COM 564682102 132 5530 SH DEFINED 01 02 03 5530
MAPICS INC COM 564910107 50 8714 SH DEFINED 01 02 03 8714
MANUGISTICS GROUP INC COM 565011103 319 6832 SH DEFINED 01 02 03 6832
MAPQUEST COM INC COM 565644101 67 4031 SH DEFINED 01 02 03 4031
MARCHFIRST INC COM 566244109 2820 154546 SH DEFINED 01 02 03 154546
MARCUS CORP COM 566330106 77 6339 SH DEFINED 01 02 03 6339
MARINE DRILLING COS INC COM PAR $0.01 568240204 549 19600 SH DEFINED 01 02 03 19600
</TABLE>
<PAGE>
<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>
MARK IV INDS INC COM 570387100 1962 94000 SH DEFINED 01 02 03 94000
MARKEL CORP COM 570535104 149 1050 SH DEFINED 01 02 03 1050
MARKETING SVCS GROUP INC COM 570907105 14 3200 SH DEFINED 01 02 03 3200
MARSH & MCLENNAN COS INC COM 571748102 39148 374850 SH DEFINED 01 02 03 374850
MARSHALL & ILSLEY CORP COM 571834100 4503 108500 SH DEFINED 01 02 03 108500
MARRIOTT INTL INC NEW CL A 571903202 4028 111700 SH DEFINED 01 02 03 111700
MARTIN MARIETTA MATLS INC COM 573284106 1973 48800 SH DEFINED 01 02 03 48800
MARVEL ENTERPRISES INC COM 57383M108 37 6000 SH DEFINED 01 02 03 6000
MASCO CORP COM 574599106 4026 222900 SH DEFINED 01 02 03 222900
MASCOTECH INC COM 574670105 102 9438 SH DEFINED 01 02 03 9438
MASTEC INC COM 576323109 266 6975 SH DEFINED 01 02 03 6975
MATRIA HEALTHCARE INC COM 576817100 3 600 SH DEFINED 01 02 03 600
MATSUSHITA ELEC INDL ADR 576879209 1079 4200 SH DEFINED 01 02 03 4200
MATTEL INC COM 577081102 2539 192500 SH DEFINED 01 02 03 192500
MATTHEWS INTL CORP CL A 577128101 113 3900 SH DEFINED 01 02 03 3900
MAXTOR CORP COM NEW 577729205 105 9900 SH DEFINED 01 02 03 9900
MAXIM INTEGRATED PRODS INC COM 57772K101 152656 2247000 SH DEFINED 01 02 03 2247000
MAXWELL TECHNOLOGIES INC COM 577767106 55 4100 SH DEFINED 01 02 03 4100
MAXYGEN INC COM 577776107 122 2150 SH DEFINED 01 02 03 2150
MAY DEPT STORES CO COM 577778103 3658 152416 SH DEFINED 01 02 03 152416
MAXXAM INC COM 577913106 149 8400 SH DEFINED 01 02 03 8400
MAVERICK TUBE CORP COM 577914104 120 4115 SH DEFINED 01 02 03 4115
MAXIMUS INC COM 577933104 35 1600 SH DEFINED 01 02 03 1600
MAYTAG CORP COM 578592107 1309 35500 SH DEFINED 01 02 03 35500
MCCORMICK & CO INC COM NON VTG 579780206 2425 74600 SH DEFINED 01 02 03 74600
MCDERMOTT INTL INC COM 580037109 239 27100 SH DEFINED 01 02 03 27100
MCDONALDS CORP COM 580135101 40930 1242650 SH DEFINED 01 02 03 1242650
MCGRATH RENTCORP COM 580589109 94 5500 SH DEFINED 01 02 03 5500
MCGRAW HILL COS INC COM 580645109 5810 107600 SH DEFINED 01 02 03 107600
MCKESSON HBOC INC COM 58155Q103 2667 127400 SH DEFINED 01 02 03 127400
MCMORAN EXPLORATION CO COM 582411104 102 6200 SH DEFINED 01 02 03 6200
MEAD CORP COM 582834107 2717 107600 SH DEFINED 01 02 03 107600
MEADE INSTRUMENTS CORP COM 583062104 20 800 SH DEFINED 01 02 03 800
MECHANICAL TECHNOLOGY INC COM 583538103 54 3600 SH DEFINED 01 02 03 3600
MEDALLION FINL CORP COM 583928106 82 5300 SH DEFINED 01 02 03 5300
MEDIA GEN INC CL A 584404107 1384 28500 SH DEFINED 01 02 03 28500
MEDIAONE GROUP INC COM 58440J104 21380 320900 SH DEFINED 01 02 03 320900
MEDIA METRIX INC COM 58440X103 198 7800 SH DEFINED 01 02 03 7800
MEDIAPLEX INC COM 58446B105 211 10950 SH DEFINED 01 02 03 10950
MEDICAL ASSURN INC COM 58449U100 70 6189 SH DEFINED 01 02 03 6189
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 402 7050 SH DEFINED 01 02 03 7050
</TABLE>
<PAGE>
<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>
MEDIMMUNE INC COM 584699102 7552 102055 SH DEFINED 01 02 03 102055
MEDICONSULT COM INC COM 58469J100 7 4700 SH DEFINED 01 02 03 4700
MEDQUIST INC COM 584949101 334 9832 SH DEFINED 01 02 03 9832
MEDTRONIC INC COM 585055106 31196 626276 SH DEFINED 01 02 03 626276
MELLON FINL CORP COM 58551A108 8093 222100 SH DEFINED 01 02 03 222100
MEMBERWORKS INC COM 586002107 108 3200 SH DEFINED 01 02 03 3200
MENS WEARHOUSE INC COM 587118100 138 6169 SH DEFINED 01 02 03 6169
MENTOR CORP MINN COM 587188103 172 6334 SH DEFINED 01 02 03 6334
MENTOR GRAPHICS CORP COM 587200106 1640 82500 SH DEFINED 01 02 03 82500
MERCANTILE BANKSHARES CORP COM 587405101 2117 71000 SH DEFINED 01 02 03 71000
MERCATOR SOFTWARE INC COM 587587106 323 4700 SH DEFINED 01 02 03 4700
MERCHANTS N Y BANCORP INC COM 589167105 16 924 SH DEFINED 01 02 03 924
MERCK & CO INC COM 589331107 113323 1478930 SH DEFINED 01 02 03 1478930
MERCURY COMPUTER SYS COM 589378108 100 3100 SH DEFINED 01 02 03 3100
MERCURY INTERACTIVE CORP COM 589405109 6349 65625 SH DEFINED 01 02 03 65625
MEREDITH CORP COM 589433101 773 22900 SH DEFINED 01 02 03 22900
MERIDIAN RESOURCE CORP COM 58977Q109 1 200 SH DEFINED 01 02 03 200
MERISEL INC COM 589849108 25 33500 SH DEFINED 01 02 03 33500
MERISTAR HOSPITALITY CORP COM 58984Y103 262 12488 SH DEFINED 01 02 03 12488
MERITOR AUTOMOTIVE INC COM 59000G100 715 65000 SH DEFINED 01 02 03 65000
MERRILL LYNCH & CO INC COM 590188108 35801 311310 SH DEFINED 01 02 03 311310
MESA AIR GROUP INC COM 590479101 39 7000 SH DEFINED 01 02 03 7000
MESABA HLDGS INC COM 59066B102 19 1950 SH DEFINED 01 02 03 1950
MESSAGEMEDIA INC COM 590787107 19 5400 SH DEFINED 01 02 03 5400
MESTEK INC COM 590829107 67 3819 SH DEFINED 01 02 03 3819
METALS USA INC COM 591324108 42 9000 SH DEFINED 01 02 03 9000
METASOLV SOFTWARE INC COM 591393103 55 1250 SH DEFINED 01 02 03 1250
METAWAVE COMMUNICATIONS CP COM 591409107 102 3825 SH DEFINED 01 02 03 3825
METHODE ELECTRS INC CL A 591520200 346 8950 SH DEFINED 01 02 03 8950
METLIFE INC COM 59156R108 750 35600 SH DEFINED 01 02 03 35600
METRICOM INC COM 591596101 95 3400 SH DEFINED 01 02 03 3400
METRIS COS INC COM 591598107 524 20841 SH DEFINED 01 02 03 20841
METRO INFORMATION SERVICES INC COM 59162P104 41 4142 SH DEFINED 01 02 03 4142
METROMEDIA FIBER NETWORK INC CL A 591689104 179 4500 SH DEFINED 01 02 03 4500
METROMEDIA INTL GROUP INC COM 591695101 66 13985 SH DEFINED 01 02 03 13985
METTLER TOLEDO INTERNATIONAL COM 592688105 390 9749 SH DEFINED 01 02 03 9749
MIAMI COMPUTER SUPPLY CORP COM 593261100 3 100 SH DEFINED 01 02 03 100
MICHAEL FOOD INC NEW COM 594079105 98 4000 SH DEFINED 01 02 03 4000
MICHAELS STORES INC COM 594087108 408 8900 SH DEFINED 01 02 03 8900
MICREL INC COM 594793101 4422 101800 SH DEFINED 01 02 03 101800
MICROS SYS INC COM 594901100 74 4000 SH DEFINED 01 02 03 4000
</TABLE>
<PAGE>
<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>
MICROSOFT CORP COM 594918104 263982 3299780 SH DEFINED 01 02 03 3299780
MICROSTRATEGY INC CL A 594972101 579 19300 SH DEFINED 01 02 03 19300
MICROCHIP TECHNOLOGY INC COM 595017104 5027 86275 SH DEFINED 01 02 03 86275
MICROMUSE INC COM 595094103 817 4935 SH DEFINED 01 02 03 4935
MICRON ELECTRONICS INC COM 595100108 159 12726 SH DEFINED 01 02 03 12726
MICRON TECHNOLOGY INC COM 595112103 47355 537742 SH DEFINED 01 02 03 537742
MID-AMER APT CMNTYS INC COM 59522J103 123 5119 SH DEFINED 01 02 03 5119
MID ATLANTIC MED SVCS INC COM 59523C107 186 13800 SH DEFINED 01 02 03 13800
MID-STATE BANCSHARES COM 595440108 5 200 SH DEFINED 01 02 03 200
MIDAS GROUP INC COM 595626102 86 4300 SH DEFINED 01 02 03 4300
MID AMER BANCORP COM 595915109 15 615 SH DEFINED 01 02 03 615
MIDLAND CO COM 597486109 66 2700 SH DEFINED 01 02 03 2700
MIDWEST EXPRESS HLDGS INC COM 597911106 96 4450 SH DEFINED 01 02 03 4450
MIDWAY GAMES INC COM 598148104 58 7246 SH DEFINED 01 02 03 7246
MIDWEST BANC HOLDINGS INC COM 598251106 64 4600 SH DEFINED 01 02 03 4600
MIKASA INC COM 59862T109 1 100 SH DEFINED 01 02 03 100
MILACRON INC COM 598709103 138 9500 SH DEFINED 01 02 03 9500
MILLENNIUM PHARMACEUTICALS INC COM 599902103 13630 121828 SH DEFINED 01 02 03 121828
MILLER HERMAN INC COM 600544100 2124 82100 SH DEFINED 01 02 03 82100
MILLER INDS INC TENN COM 600551105 27 15150 SH DEFINED 01 02 03 15150
MILLIPORE CORP COM 601073109 1575 20900 SH DEFINED 01 02 03 20900
MILLS CORP COM 601148109 105 5600 SH DEFINED 01 02 03 5600
MINE SAFETY APPLIANCES CO COM 602720104 59 2475 SH DEFINED 01 02 03 2475
MINERALS TECHNOLOGIES INC COM 603158106 1562 33950 SH DEFINED 01 02 03 33950
MINIMED INC COM 60365K108 3953 33500 SH DEFINED 01 02 03 33500
MINNESOTA MNG & MFG CO COM 604059105 14809 179500 SH DEFINED 01 02 03 179500
MINNESOTA PWR INC COM 604110106 1337 77200 SH DEFINED 01 02 03 77200
MIPS TECHNOLOGIES INC CL A 604567107 149 3500 SH DEFINED 01 02 03 3500
MISSISSIPPI CHEM CORP COM NEW 605288208 33 7004 SH DEFINED 01 02 03 7004
MISSISSIPPI VY BANCSHARES INC COM 605720101 58 2400 SH DEFINED 01 02 03 2400
MITCHELL ENERGY & DEV CORP CL A 606592202 177 5500 SH DEFINED 01 02 03 5500
MODEM MEDIA INC CL A 607533106 45 3600 SH DEFINED 01 02 03 3600
MODINE MFG CO COM 607828100 979 36244 SH DEFINED 01 02 03 36244
MODIS PROFESSIONAL SVCS INC COM 607830106 893 100600 SH DEFINED 01 02 03 100600
MOHAWK INDS INC COM 608190104 1229 56500 SH DEFINED 01 02 03 56500
MOLECULAR DEVICES CORP COM 60851C107 142 2050 SH DEFINED 01 02 03 2050
MOLEX INC COM 608554101 5394 112075 SH DEFINED 01 02 03 112075
MONACO COACH CORP COM 60886R103 61 4450 SH DEFINED 01 02 03 4450
MONDAVI ROBERT CORP CL A 609200100 326 10625 SH DEFINED 01 02 03 10625
MONTANA POWER CO COM 612085100 3888 110100 SH DEFINED 01 02 03 110100
MONY GROUP INC COM 615337102 490 14500 SH DEFINED 01 02 03 14500
</TABLE>
<PAGE>
<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>
MOOG INC CL A 615394202 71 2700 SH DEFINED 01 02 03 2700
MORGAN J P & CO INC COM 616880100 13127 119200 SH DEFINED 01 02 03 119200
MORGAN KEEGAN INC COM 617410105 111 7550 SH DEFINED 01 02 03 7550
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 52764 633800 SH DEFINED 01 02 03 633800
MORRISON KNUDSEN CORP NEW COM 61844A109 46 6328 SH DEFINED 01 02 03 6328
MORRISON MGMT SPECIALISTS INC COM 618459101 3 110 SH DEFINED 01 02 03 110
MOTIENT CORP COM 619908106 294 18725 SH DEFINED 01 02 03 18725
MOTOROLA INC COM 620076109 34503 1187215 SH DEFINED 01 02 03 1187215
MOVADO GROUP INC COM 624580106 52 4300 SH DEFINED 01 02 03 4300
MUELLER INDS INC COM 624756102 303 10825 SH DEFINED 01 02 03 10825
MULTEX COM INC COM 625367107 35 1400 SH DEFINED 01 02 03 1400
MURPHY OIL CORP COM 626717102 2794 47000 SH DEFINED 01 02 03 47000
MUSICLAND STORES CORP COM 62758B109 59 7900 SH DEFINED 01 02 03 7900
MYERS INDS INC COM 628464109 58 5352 SH DEFINED 01 02 03 5352
MYLAN LABS INC COM 628530107 2462 134900 SH DEFINED 01 02 03 134900
NBC INTERNET INC CL A 62873D105 201 16100 SH DEFINED 01 02 03 16100
NBT BANCORP INC COM 628778102 67 6309 SH DEFINED 01 02 03 6309
NBTY INC COM 628782104 105 16500 SH DEFINED 01 02 03 16500
NCH CORP COM 628850109 246 6800 SH DEFINED 01 02 03 6800
NCI BUILDING SYS INC COM 628852105 108 5319 SH DEFINED 01 02 03 5319
NCO GROUP INC COM 628858102 698 30200 SH DEFINED 01 02 03 30200
NCR CORP NEW COM 62886E108 1674 43000 SH DEFINED 01 02 03 43000
NCS HEALTHCARE INC CL A 628874109 7 9000 SH DEFINED 01 02 03 9000
NL INDS INC COM NEW 629156407 88 5800 SH DEFINED 01 02 03 5800
NPC INTERNATIONAL INC COM 629360306 49 5500 SH DEFINED 01 02 03 5500
NUI CORP COM 629430109 51 1900 SH DEFINED 01 02 03 1900
NVR INC COM 62944T105 143 2500 SH DEFINED 01 02 03 2500
NABISCO HLDGS CORP CL A 629526104 515 9800 SH DEFINED 01 02 03 9800
NABISCO GROUP HLDG CORP COM 62952P102 4192 161600 SH DEFINED 01 02 03 161600
NABORS INDS INC COM 629568106 6543 157437 SH DEFINED 01 02 03 157437
NACCO INDS INC CL A 629579103 61 1734 SH DEFINED 01 02 03 1734
NATIONAL AUSTRALIA BK LTD SPONSORED ADR 632525408 771 9319 SH DEFINED 01 02 03 9319
NATIONAL BANCORP ALASKA COM 632587101 151 4200 SH DEFINED 01 02 03 4200
NATIONAL CITY CORP COM 635405103 4679 274200 SH DEFINED 01 02 03 274200
NATIONAL COMM BANCORP COM 635449101 1922 119650 SH DEFINED 01 02 03 119650
NATIONAL COMPUTER SYS INC COM 635519101 731 14850 SH DEFINED 01 02 03 14850
NATIONAL DISC BROKERS GROUP COM 635646102 99 3100 SH DEFINED 01 02 03 3100
NATIONAL EQUIP SVCS INC COM 635847106 2 300 SH DEFINED 01 02 03 300
NATIONAL FUEL GAS CO N J COM 636180101 5462 112050 SH DEFINED 01 02 03 112050
NATIONAL GOLF PPTYS INC COM 63623G109 93 4400 SH DEFINED 01 02 03 4400
NATIONAL HEALTH INVS INC COM 63633D104 66 6000 SH DEFINED 01 02 03 6000
</TABLE>
<PAGE>
<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>
NATIONAL INSTRS CORP COM 636518102 258 5925 SH DEFINED 01 02 03 5925
NATIONAL-OILWELL INC COM 637071101 888 27018 SH DEFINED 01 02 03 27018
NATIONAL PENN BANCSHARES INC COM 637138108 82 3974 SH DEFINED 01 02 03 3974
NATIONAL PRESTO INDS INC COM 637215104 112 3647 SH DEFINED 01 02 03 3647
NATIONAL PROCESSING INC COM 637229105 1 100 SH DEFINED 01 02 03 100
NATIONAL R V HLDGS INC COM 637277104 41 3900 SH DEFINED 01 02 03 3900
NATIONAL SEMICONDUCTOR CORP COM 637640103 5615 98951 SH DEFINED 01 02 03 98951
NATIONAL SVC INDS INC COM 637657107 866 44400 SH DEFINED 01 02 03 44400
NATIONAL STL CORP CL B 637844309 25 5930 SH DEFINED 01 02 03 5930
NATIONAL WESTN LIFE INS CO CL A 638522102 36 500 SH DEFINED 01 02 03 500
NATIONSRENT INC COM 638588103 2 600 SH DEFINED 01 02 03 600
NATIONWIDE FINL SVCS INC CL A 638612101 477 14500 SH DEFINED 01 02 03 14500
NATIONWIDE HEALTH PPTYS INC COM 638620104 169 12100 SH DEFINED 01 02 03 12100
NATURES SUNSHINE PRODUCTS INC COM 639027101 51 7230 SH DEFINED 01 02 03 7230
NAUTICA ENTERPRISES INC COM 639089101 90 8401 SH DEFINED 01 02 03 8401
NAVARRE CORP COM 639208107 7 5400 SH DEFINED 01 02 03 5400
NAVISTAR INTL CORP NEW COM 63934E108 870 28000 SH DEFINED 01 02 03 28000
NAVIGANT CONSULTING INC COM 63935N107 220 51800 SH DEFINED 01 02 03 51800
NEFF CORP CL A 640094108 0 100 SH DEFINED 01 02 03 100
NEIMAN MARCUS GROUP INC CL A 640204202 1540 51000 SH DEFINED 01 02 03 51000
NEOMAGIC CORP COM 640497103 12 3800 SH DEFINED 01 02 03 3800
NETBANK INC COM 640933107 57 4600 SH DEFINED 01 02 03 4600
NETWORKS ASSOCS INC COM 640938106 3211 157600 SH DEFINED 01 02 03 157600
NET PERCEPTIONS INC COM 64107U101 258 16275 SH DEFINED 01 02 03 16275
NET2PHONE COM 64108N106 219 6125 SH DEFINED 01 02 03 6125
NETEGRITY INC COM 64110P107 761 10100 SH DEFINED 01 02 03 10100
NETOPIA INC COM 64114K104 109 2700 SH DEFINED 01 02 03 2700
NETRO CORP COM 64114R109 337 5875 SH DEFINED 01 02 03 5875
NETIQ CORP COM 64115P102 26936 451750 SH DEFINED 01 02 03 451750
NETRATINGS INC COM 64116M108 199 7775 SH DEFINED 01 02 03 7775
NETWORK EQUIP TECHNOLOGIES COM 641208103 74 7338 SH DEFINED 01 02 03 7338
NETWORK APPLIANCE INC COM 64120L104 12204 151600 SH DEFINED 01 02 03 151600
NETWORK PERIPHERALS INC COM 64121R100 37 2200 SH DEFINED 01 02 03 2200
NEUROGEN CORP COM 64124E106 95 3300 SH DEFINED 01 02 03 3300
NEUROCRINE BIOSCIENCES INC COM 64125C109 234 6575 SH DEFINED 01 02 03 6575
NEW CENTURY FINANCIAL CORP COM 64352D101 41 4700 SH DEFINED 01 02 03 4700
NEW CENTURY ENERGIES INC COM 64352U103 3115 103840 SH DEFINED 01 02 03 103840
NEW ENGLAND BUSINESS SVC INC COM 643872104 67 4100 SH DEFINED 01 02 03 4100
NEW FOCUS INC COM 644383101 162 1975 SH DEFINED 01 02 03 1975
NEW JERSEY RES COM 646025106 171 4500 SH DEFINED 01 02 03 4500
NEW YORK TIMES CO CL A 650111107 3547 89800 SH DEFINED 01 02 03 89800
</TABLE>
<PAGE>
<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>
NEWELL RUBBERMAID INC COM 651229106 3463 134500 SH DEFINED 01 02 03 134500
NEWFIELD EXPL CO COM 651290108 426 10889 SH DEFINED 01 02 03 10889
NEWMONT MINING CORP COM 651639106 1641 75900 SH DEFINED 01 02 03 75900
NEWPARK RES INC COM PAR $.01NEW 651718504 165 17445 SH DEFINED 01 02 03 17445
NEWPORT NEWS SHIPBUILDING INC COM 652228107 1544 42000 SH DEFINED 01 02 03 42000
NEWS CORP LTD ADR NEW 652487703 95 1750 SH DEFINED 01 02 03 1750
NEWS CORP LTD ADR NEW 652487703 818 15000 SH DEFINED 01 02 03 15000
NEXTERA ENTERPRISES INC CL A 65332E101 0 100 SH DEFINED 01 02 03 100
NEXTCARD INC COM 65332K107 19 2200 SH DEFINED 01 02 03 2200
NEXTEL COMMUNICATIONS INC CL A 65332V103 24677 403306 SH DEFINED 01 02 03 403306
NEXTLINK COMMUNICATIONS INC CL A 65333H707 74297 1958412 SH DEFINED 01 02 03 1958412
NIAGARA MOHAWK HLDGS INC COM 653520106 1086 77900 SH DEFINED 01 02 03 77900
NICOR INC COM 654086107 1510 46280 SH DEFINED 01 02 03 46280
NIKE INC CL B 654106103 5904 148303 SH DEFINED 01 02 03 148303
99 CENTS ONLY STORES COM 65440K106 57 1433 SH DEFINED 01 02 03 1433
NISOURCE INC COM 65473P105 2352 126300 SH DEFINED 01 02 03 126300
NOBLE AFFILIATES INC COM 654894104 2164 58100 SH DEFINED 01 02 03 58100
NOKIA CORP SPONSORED ADR 654902204 132639 2656100 SH DEFINED 01 02 03 2656100
NOBLE DRILLING CORP COM 655042109 5931 144000 SH DEFINED 01 02 03 144000
NORDSON CORP COM 655663102 1038 20500 SH DEFINED 01 02 03 20500
NORDSTROM INC COM 655664100 1469 60900 SH DEFINED 01 02 03 60900
NORFOLK SOUTHERN CORP COM 655844108 2578 173300 SH DEFINED 01 02 03 173300
NORTEK INC COM 656559101 4 200 SH DEFINED 01 02 03 200
NORTEL NETWORKS CORP NEW COM 656568102 256800 3762636 SH DEFINED 01 02 03 3762636
NORTH FORK BANCORPORATION NY COM 659424105 2930 193700 SH DEFINED 01 02 03 193700
NORTH PITTSBURGH SYS INC COM 661562108 31 2100 SH DEFINED 01 02 03 2100
NORTHEAST OPTIC NETWORK INC COM 664334109 119 1933 SH DEFINED 01 02 03 1933
NORTHEAST UTILS COM 664397106 3369 154900 SH DEFINED 01 02 03 154900
NORTHN STS PWR CO MINN COM 665772109 1435 71100 SH DEFINED 01 02 03 71100
NORTHERN TR CORP COM 665859104 6549 100650 SH DEFINED 01 02 03 100650
NORTHROP GRUMMAN CORP COM 666807102 5022 75800 SH DEFINED 01 02 03 75800
NORTHWEST BANCORP INC PA COM 667328108 83 12100 SH DEFINED 01 02 03 12100
NORTHWEST NAT GAS CO COM 667655104 145 6500 SH DEFINED 01 02 03 6500
NORTHWESTERN CORP COM 668074107 219 9450 SH DEFINED 01 02 03 9450
NOVA CORP GA COM 669784100 2028 72600 SH DEFINED 01 02 03 72600
NUANCE COMMUNICATIONS INC COM 669967101 52 625 SH DEFINED 01 02 03 625
NOVELL INC COM 670006105 1378 149000 SH DEFINED 01 02 03 149000
NOVELLUS SYS INC COM 670008101 3524 62300 SH DEFINED 01 02 03 62300
NOVOSTE CORP COM 67010C100 31 500 SH DEFINED 01 02 03 500
NSTAR COM 67019E107 2551 62697 SH DEFINED 01 02 03 62697
NUCOR CORP COM 670346105 2638 79500 SH DEFINED 01 02 03 79500
</TABLE>
<PAGE>
<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>
NUEVO ENERGY CO COM 670509108 130 6900 SH DEFINED 01 02 03 6900
NUMERICAL TECHNOLOGIES INC COM 67053T101 21 425 SH DEFINED 01 02 03 425
NVIDIA CORP COM 67066G104 4895 77018 SH DEFINED 01 02 03 77018
O CHARLEYS INC COM 670823103 34 2500 SH DEFINED 01 02 03 2500
OGE ENERGY CORP COM 670837103 2516 136010 SH DEFINED 01 02 03 136010
OM GROUP INC COM 670872100 471 10700 SH DEFINED 01 02 03 10700
OAKLEY INC COM 673662102 86 7500 SH DEFINED 01 02 03 7500
OAKWOOD HOMES CORP COM 674098108 29 16005 SH DEFINED 01 02 03 16005
OCCIDENTAL PETE CORP DEL COM 674599105 7045 334500 SH DEFINED 01 02 03 334500
OCEAN ENERGY INC TEX COM 67481E106 2454 173000 SH DEFINED 01 02 03 173000
OCEANEERING INTL INC COM 675232102 127 6700 SH DEFINED 01 02 03 6700
OCEANFIRST FINL CORP COM 675234108 70 3800 SH DEFINED 01 02 03 3800
OCTEL CORP COM 675727101 2 200 SH DEFINED 01 02 03 200
OCULAR SCIENCES INC COM 675744106 1 100 SH DEFINED 01 02 03 100
OCWEN FINL CORP COM 675746101 3 600 SH DEFINED 01 02 03 600
OFFICE DEPOT INC COM 676220106 894 143000 SH DEFINED 01 02 03 143000
OFFICEMAX INC COM 67622M108 733 146600 SH DEFINED 01 02 03 146600
OFFSHORE LOGISTICS INC COM 676255102 86 6000 SH DEFINED 01 02 03 6000
OGDEN CORP COM 676346109 554 61600 SH DEFINED 01 02 03 61600
OHIO CAS CORP COM 677240103 838 78900 SH DEFINED 01 02 03 78900
OLD KENT FINL CORP COM 679833103 1665 62259 SH DEFINED 01 02 03 62259
OLD REP INTL CORP COM 680223104 2039 123600 SH DEFINED 01 02 03 123600
OLIN CORP COM PAR $1 680665205 1429 86600 SH DEFINED 01 02 03 86600
OMNICARE INC COM 681904108 1000 110300 SH DEFINED 01 02 03 110300
OMNICOM GROUP INC COM 681919106 8390 94200 SH DEFINED 01 02 03 94200
OMEGA HEALTHCARE INVS INC COM 681936100 37 8215 SH DEFINED 01 02 03 8215
OMEGA FINL CORP COM 682092101 66 2600 SH DEFINED 01 02 03 2600
OMNOVA SOLUTIONS INC COM 682129101 54 8600 SH DEFINED 01 02 03 8600
ON ASSIGNMENT INC COM 682159108 177 5800 SH DEFINED 01 02 03 5800
ON COMMAND CORP COM 682160106 1 100 SH DEFINED 01 02 03 100
ONE VALLEY BANCORP INC COM 682419106 283 9058 SH DEFINED 01 02 03 9058
ONEIDA LTD COM 682505102 84 4750 SH DEFINED 01 02 03 4750
ONEMAIN COM INC COM 68267P109 33 2923 SH DEFINED 01 02 03 2923
ONEOK INC NEW COM 682680103 2633 101501 SH DEFINED 01 02 03 101501
ONHEALTH NETWORK CO COM 68272W107 14 6000 SH DEFINED 01 02 03 6000
ONI SYSTEMS CORP COM 68273F103 138 1175 SH DEFINED 01 02 03 1175
ONYX SOFTWARE CORP COM 683402101 181 6100 SH DEFINED 01 02 03 6100
OPEN MKT INC COM 68370M100 105 7600 SH DEFINED 01 02 03 7600
OPTICAL CABLE CORP COM 683827109 67 2200 SH DEFINED 01 02 03 2200
OPTIMAL ROBOTICS CORP CL A NEW 68388R208 99 2575 SH DEFINED 01 02 03 2575
ORACLE CORP COM 68389X105 328764 3910950 SH DEFINED 01 02 03 3910950
</TABLE>
<PAGE>
<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>
ORATEC INTERVENTIONS INC COM 68554M108 128 3825 SH DEFINED 01 02 03 3825
ORBITAL SCIENCES CORP COM 685564106 99 8100 SH DEFINED 01 02 03 8100
ORCHID BIOSCIENCES INC COM 68571P100 451 11875 SH DEFINED 01 02 03 11875
ORGANOGENESIS INC COM 685906109 99 8618 SH DEFINED 01 02 03 8618
OREGON STL MLS INC COM 686079104 13 6900 SH DEFINED 01 02 03 6900
O REILLY AUTOMOTIVE INC COM 686091109 87 6300 SH DEFINED 01 02 03 6300
ORIENTAL FINL GROUP INC COM 68618W100 41 2866 SH DEFINED 01 02 03 2866
ORTHODONTIC CTRS AMER INC COM 68750P103 231 10200 SH DEFINED 01 02 03 10200
OSHKOSH B GOSH INC CL A 688222207 82 5000 SH DEFINED 01 02 03 5000
OSHKOSH TRUCK CORP COM 688239201 41 1150 SH DEFINED 01 02 03 1150
OSTEOTECH INC COM 688582105 25 2400 SH DEFINED 01 02 03 2400
OTTER TAIL PWR CO COM 689648103 129 6150 SH DEFINED 01 02 03 6150
OUTBACK STEAKHOUSE INC COM 689899102 2378 81300 SH DEFINED 01 02 03 81300
OVERSEAS SHIPHOLDING GROUP INCCOM 690368105 1059 43000 SH DEFINED 01 02 03 43000
OWENS & MINOR INC NEW COM 690732102 152 8850 SH DEFINED 01 02 03 8850
OWENS CORNING COM 69073F103 232 25100 SH DEFINED 01 02 03 25100
OWENS ILL INC COM NEW 690768403 775 66300 SH DEFINED 01 02 03 66300
OXFORD HEALTH PLANS INC COM 691471106 2041 85700 SH DEFINED 01 02 03 85700
OXFORD INDS INC COM 691497309 29 1600 SH DEFINED 01 02 03 1600
P-COM INC COM 693262107 92 16200 SH DEFINED 01 02 03 16200
PECO ENERGY CO COM 693304107 3088 76600 SH DEFINED 01 02 03 76600
PG&E CORP COM 69331C108 4452 180800 SH DEFINED 01 02 03 180800
PFF BANCORP INC COM 69331W104 119 6500 SH DEFINED 01 02 03 6500
PE CORP COM PE BIO GRP 69332S102 6699 101700 SH DEFINED 01 02 03 101700
PE CORP CELERA GEN GRP 69332S201 1197 12800 SH DEFINED 01 02 03 12800
PICO HLDGS INC COM NEW 693366205 65 4600 SH DEFINED 01 02 03 4600
PLX TECHNOLOGY INC COM 693417107 91 2200 SH DEFINED 01 02 03 2200
PMA CAP CORP CL A 693419202 29 1500 SH DEFINED 01 02 03 1500
PMC-SIERRA INC COM 69344F106 373 2100 SH DEFINED 01 02 03 2100
PMI GROUP INC COM 69344M101 2579 54300 SH DEFINED 01 02 03 54300
PNC FINL SVCS GROUP INC COM 693475105 7821 166850 SH DEFINED 01 02 03 166850
PPG INDS INC COM 693506107 6275 141600 SH DEFINED 01 02 03 141600
PPL CORP COM 69351T106 1547 70500 SH DEFINED 01 02 03 70500
PRI AUTOMATION INC COM 69357H106 830 12700 SH DEFINED 01 02 03 12700
PS BUSINESS PKS INC CALIF COM 69360J107 91 3800 SH DEFINED 01 02 03 3800
PSS WORLD MED INC COM 69366A100 617 91875 SH DEFINED 01 02 03 91875
PTEK HLDGS INC COM 69366M104 39 11900 SH DEFINED 01 02 03 11900
PACCAR INC COM 693718108 1373 34600 SH DEFINED 01 02 03 34600
PACIFIC CAP BANCORP NEW COM 69404P101 135 5400 SH DEFINED 01 02 03 5400
PACIFIC CENTY FINL CORP COM 694058108 1306 89325 SH DEFINED 01 02 03 89325
PACIFIC GATEWAY EXCHANGE INC COM 694327107 10 2800 SH DEFINED 01 02 03 2800
</TABLE>
<PAGE>
<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>
PACIFIC GULF PPTYS INC COM 694396102 118 4700 SH DEFINED 01 02 03 4700
PACIFIC SUNWEAR CALIF INC COM 694873100 226 12037 SH DEFINED 01 02 03 12037
PACIFICARE HEALTH SYS DEL COM 695112102 2534 42100 SH DEFINED 01 02 03 42100
PACKETEER INC COM 695210104 303 10400 SH DEFINED 01 02 03 10400
PACTIV CORP COM 695257105 602 76400 SH DEFINED 01 02 03 76400
PAGING NETWORK INC COM 695542100 13 18100 SH DEFINED 01 02 03 18100
PAINE WEBBER GROUP INC COM 695629105 4044 88870 SH DEFINED 01 02 03 88870
PALL CORP COM 696429307 1275 68900 SH DEFINED 01 02 03 68900
PALM HARBOR HOMES COM 696639103 71 4881 SH DEFINED 01 02 03 4881
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 4 200 SH DEFINED 01 02 03 200
PAPA JOHNS INTL INC COM 698813102 780 31825 SH DEFINED 01 02 03 31825
PARAMETRIC TECHNOLOGY CORP COM 699173100 1484 134900 SH DEFINED 01 02 03 134900
PAREXEL INTL CORP COM 699462107 61 6400 SH DEFINED 01 02 03 6400
PARK ELECTROCHEMICAL CORP COM 700416209 101 2800 SH DEFINED 01 02 03 2800
PARK NATL CORP COM 700658107 200 2200 SH DEFINED 01 02 03 2200
PARK PL ENTMT CORP COM 700690100 3863 317000 SH DEFINED 01 02 03 317000
PARKER DRILLING CO COM 701081101 110 17700 SH DEFINED 01 02 03 17700
PARKER HANNIFIN CORP COM 701094104 1811 52882 SH DEFINED 01 02 03 52882
PARKWAY PPTYS INC COM 70159Q104 82 2700 SH DEFINED 01 02 03 2700
PATHOGENESIS CORP COM 70321E104 117 4506 SH DEFINED 01 02 03 4506
PATTERSON DENTAL CO COM 703412106 310 6075 SH DEFINED 01 02 03 6075
PATTERSON ENERGY INC COM 703414102 248 8711 SH DEFINED 01 02 03 8711
PAXAR CORP COM 704227107 135 11345 SH DEFINED 01 02 03 11345
PAXSON COMMUNICATIONS CORP COM 704231109 65 7700 SH DEFINED 01 02 03 7700
PAYCHEX INC COM 704326107 9099 216650 SH DEFINED 01 02 03 216650
PAYLESS SHOESOURCE INC COM 704379106 1237 23700 SH DEFINED 01 02 03 23700
PCORDER COM INC CL A 70453H107 13 1700 SH DEFINED 01 02 03 1700
PEDIATRIX MED GROUP COM 705324101 47 4000 SH DEFINED 01 02 03 4000
PEGASYSTEMS INC COM 705573103 26 5100 SH DEFINED 01 02 03 5100
PEGASUS COMMUNICATIONS CORP CL A 705904100 285 5800 SH DEFINED 01 02 03 5800
PEGASUS SOLUTIONS INC COM 705906105 36 3300 SH DEFINED 01 02 03 3300
PENNEY J C INC COM 708160106 2176 118000 SH DEFINED 01 02 03 118000
PENNSYLVANIA RL ESTATE INVT TR SH BEN INT 709102107 80 4700 SH DEFINED 01 02 03 4700
PENNZOIL-QUAKER STATE COMPANY COM 709323109 1197 99200 SH DEFINED 01 02 03 99200
PENTAIR INC COM 709631105 1796 50600 SH DEFINED 01 02 03 50600
PENTON MEDIA INC COM 709668107 103 2937 SH DEFINED 01 02 03 2937
PEOPLES ENERGY CORP COM 711030106 2596 80177 SH DEFINED 01 02 03 80177
PEOPLES HLDG CO COM 711148106 73 3640 SH DEFINED 01 02 03 3640
PEOPLESOFT INC COM 712713106 2308 137817 SH DEFINED 01 02 03 137817
PEP BOYS MANNY MOE & JACK COM 713278109 73 12100 SH DEFINED 01 02 03 12100
PEPSI BOTTLING GROUP INC COM 713409100 143 4900 SH DEFINED 01 02 03 4900
</TABLE>
<PAGE>
<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>
PEPSICO INC COM 713448108 47457 1067960 SH DEFINED 01 02 03 1067960
PER SE TECHNOLOGIES INC COM NEW 713569309 79 8414 SH DEFINED 01 02 03 8414
PEREGRINE SYSTEMS INC COM 71366Q101 852 24570 SH DEFINED 01 02 03 24570
PERFORMANCE FOOD GROUP CO COM 713755106 238 7450 SH DEFINED 01 02 03 7450
PERKINELMER INC COM 714046109 2129 32200 SH DEFINED 01 02 03 32200
PERRIGO CO COM 714290103 596 94400 SH DEFINED 01 02 03 94400
PERSONNEL GROUP AMER INC COM 715338109 24 8100 SH DEFINED 01 02 03 8100
PERVASIVE SOFTWARE INC COM 715710109 15 2700 SH DEFINED 01 02 03 2700
PETCO ANIMAL SUPPLIES COM 716016100 112 5700 SH DEFINED 01 02 03 5700
PETSMART INC COM 716768106 100 29600 SH DEFINED 01 02 03 29600
PHARMACYCLICS INC COM 716933106 153 2500 SH DEFINED 01 02 03 2500
PFIZER INC COM 717081103 174214 3629450 SH DEFINED 01 02 03 3629450
PHARMACEUTICAL PROD DEV INC COM 717124101 201 9568 SH DEFINED 01 02 03 9568
PHARMACEUTICAL RES INC COM 717125108 1 100 SH DEFINED 01 02 03 100
PHARMACIA CORP COM 71713U102 47527 919509 SH DEFINED 01 02 03 919509
PHELPS DODGE CORP COM 717265102 1425 38315 SH DEFINED 01 02 03 38315
PHILADELPHIA CONS HLDG CORP COM 717528103 3 200 SH DEFINED 01 02 03 200
PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 187 9100 SH DEFINED 01 02 03 9100
PHILIP MORRIS COS INC COM 718154107 29166 1098000 SH DEFINED 01 02 03 1098000
PHILLIPS PETE CO COM 718507106 9920 195700 SH DEFINED 01 02 03 195700
PHILLIPS VAN HEUSEN CORP COM 718592108 60 6300 SH DEFINED 01 02 03 6300
PHOENIX INVT PARTNERS LTD COM 719085102 143 13600 SH DEFINED 01 02 03 13600
PHOENIX TECHNOLOGY LTD COM 719153108 153 9400 SH DEFINED 01 02 03 9400
PHOTRONICS INC COM 719405102 234 8239 SH DEFINED 01 02 03 8239
PHYCOR INC COM 71940F100 11 16800 SH DEFINED 01 02 03 16800
PICTURETEL CORP COM NEW 720035302 29 10900 SH DEFINED 01 02 03 10900
PIEDMONT NAT GAS INC COM 720186105 215 8100 SH DEFINED 01 02 03 8100
PIER 1 IMPORTS INC COM 720279108 354 36300 SH DEFINED 01 02 03 36300
PILGRIMS PRIDE CORP CL B 721467108 24 3300 SH DEFINED 01 02 03 3300
PILGRIMS PRIDE CORP CL A 721467207 9 1600 SH DEFINED 01 02 03 1600
PILLOWTEX CORP COM 721501104 1 200 SH DEFINED 01 02 03 200
PINNACLE ENTMT INC COM 723456109 122 6300 SH DEFINED 01 02 03 6300
PINNACLE HLDGS INC COM 72346N101 292 5400 SH DEFINED 01 02 03 5400
PINNACLE SYS INC COM 723481107 169 7500 SH DEFINED 01 02 03 7500
PINNACLE WEST CAP CORP COM 723484101 1297 38300 SH DEFINED 01 02 03 38300
PIONEER GROUP INC COM 723684106 288 6800 SH DEFINED 01 02 03 6800
PIONEER NAT RES CO COM 723787107 1739 136400 SH DEFINED 01 02 03 136400
PIONEER STD ELECTRS INC COM 723877106 107 7237 SH DEFINED 01 02 03 7237
PITNEY BOWES INC COM 724479100 5946 148660 SH DEFINED 01 02 03 148660
PITTSTON CO COM BRINKS GRP 725701106 910 66464 SH DEFINED 01 02 03 66464
PLACER DOME INC COM 725906101 1417 148200 SH DEFINED 01 02 03 148200
</TABLE>
<PAGE>
<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>
PLAINS RES INC COM PAR $0.10 726540503 83 5203 SH DEFINED 01 02 03 5203
PLANTRONICS INC NEW COM 727493108 485 4200 SH DEFINED 01 02 03 4200
PLAYBOY ENTERPRISES INC CL B 728117300 63 4928 SH DEFINED 01 02 03 4928
PLAYTEX PRODS INC COM 72813P100 100 8800 SH DEFINED 01 02 03 8800
PLEXUS CORP COM 729132100 452 4000 SH DEFINED 01 02 03 4000
POGO PRODUCING CO COM 730448107 223 10100 SH DEFINED 01 02 03 10100
POHANG IRON & STL LTD SPONSORED ADR 730450103 355 14800 SH DEFINED 01 02 03 14800
POLARIS INDS INC COM 731068102 198 6200 SH DEFINED 01 02 03 6200
POLAROID CORP COM 731095105 603 33400 SH DEFINED 01 02 03 33400
POLICY MGMT SYS CORP COM 731108106 687 44700 SH DEFINED 01 02 03 44700
POLYCOM INC COM 73172K104 4992 53050 SH DEFINED 01 02 03 53050
POLYMER GROUP INC COM 731745105 67 7200 SH DEFINED 01 02 03 7200
PORTUGAL TELECOM S A SPONSORED ADR 737273102 6 500 SH DEFINED 01 02 03 500
POTLATCH CORP COM 737628107 1226 37000 SH DEFINED 01 02 03 37000
POTOMAC ELEC PWR CO COM 737679100 4223 168900 SH DEFINED 01 02 03 168900
POWER INTEGRATIONS INC COM 739276103 125 5300 SH DEFINED 01 02 03 5300
POWER-ONE INC COM 739308104 376 3300 SH DEFINED 01 02 03 3300
POWERWAVE TECHNOLOGIES INC COM 739363109 3304 75100 SH DEFINED 01 02 03 75100
POWERTEL INC COM 73936C109 411 5800 SH DEFINED 01 02 03 5800
PRAXAIR INC COM 74005P104 3705 98978 SH DEFINED 01 02 03 98978
PRE PAID LEGAL SVCS INC COM 740065107 144 4824 SH DEFINED 01 02 03 4824
PRECISION CASTPARTS CORP COM 740189105 1448 32000 SH DEFINED 01 02 03 32000
PREMIER NATL BANCORP INC COM 74053F107 3 210 SH DEFINED 01 02 03 210
PREMIER PKS INC COM NEW 740540208 1868 82100 SH DEFINED 01 02 03 82100
PRENTISS PPTYS TR SH BEN INT 740706106 233 9700 SH DEFINED 01 02 03 9700
PRESIDENTIAL LIFE CORP COM 740884101 89 6400 SH DEFINED 01 02 03 6400
PRESSTEK INC COM 741113104 108 6600 SH DEFINED 01 02 03 6600
PRICE COMMUNICATIONS CORP COM NEW 741437305 217 9205 SH DEFINED 01 02 03 9205
PRICE T ROWE & ASSOCIATES COM 741477103 3035 71400 SH DEFINED 01 02 03 71400
PRICELINE COM INC COM 741503106 8 200 SH DEFINED 01 02 03 200
PRIME RETAIL INC COM 741570105 15 11623 SH DEFINED 01 02 03 11623
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 208 5585 SH DEFINED 01 02 03 5585
PRIME HOSPITALITY CORP COM 741917108 128 13615 SH DEFINED 01 02 03 13615
PRIMUS TELECOMMUNICATIONS GRP COM 741929103 142 5700 SH DEFINED 01 02 03 5700
PRIDE INTL INC COM 741932107 339 13700 SH DEFINED 01 02 03 13700
PRIORITY HEALTHCARE CORP CL B 74264T102 171 2304 SH DEFINED 01 02 03 2304
PROBUSINESS SERVICES INC COM 742674104 61 2300 SH DEFINED 01 02 03 2300
PRIVATE BUSINESS INC COM 74267D104 14 5500 SH DEFINED 01 02 03 5500
PROCTER & GAMBLE CO COM 742718109 49507 864750 SH DEFINED 01 02 03 864750
</TABLE>
<PAGE>
<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>
PROFESSIONALS GROUP INC COM 742954100 106 4349 SH DEFINED 01 02 03 4349
PROFESSIONAL DETAILING INC COM 74312N107 68 2000 SH DEFINED 01 02 03 2000
PROFIT RECOVERY GROUP INTL INC COM 743168106 111 6700 SH DEFINED 01 02 03 6700
PROGRESS SOFTWARE CORP COM 743312100 187 10400 SH DEFINED 01 02 03 10400
PROGRESSIVE CORP OHIO COM 743315103 2442 33000 SH DEFINED 01 02 03 33000
PROJECT SOFTWARE & DEV INC COM 74339P101 85 4700 SH DEFINED 01 02 03 4700
PROTECTION ONE INC COM 743663304 18 8000 SH DEFINED 01 02 03 8000
PROTECTIVE LIFE CORP COM 743674103 1792 67300 SH DEFINED 01 02 03 67300
PROTEIN DESIGN LABS INC COM 74369L103 977 5921 SH DEFINED 01 02 03 5921
PROVANT INC COM 743724106 1 100 SH DEFINED 01 02 03 100
PROVIDENT BANKSHARES CORP COM 743859100 146 10841 SH DEFINED 01 02 03 10841
PROVIDENT FINL GROUP INC COM 743866105 1326 55700 SH DEFINED 01 02 03 55700
PROVINCE HEALTHCARE CO COM 743977100 116 3200 SH DEFINED 01 02 03 3200
PROVIDIAN FINL CORP COM 74406A102 7193 79920 SH DEFINED 01 02 03 79920
PROXICOM INC COM 744282104 168 3500 SH DEFINED 01 02 03 3500
PROXIM INC COM 744284100 327 3300 SH DEFINED 01 02 03 3300
PROXYMED PHARMACY INC COM 744290107 12 6918 SH DEFINED 01 02 03 6918
PSINET INC COM 74437C101 46821 1863508 SH DEFINED 01 02 03 1863508
PUBLIC SVC CO N MEX COM 744499104 780 50500 SH DEFINED 01 02 03 50500
PUBLIC SVC ENTERPRISE GROUP COM 744573106 3549 102500 SH DEFINED 01 02 03 102500
PUBLICARD INC COM 744627100 25 7540 SH DEFINED 01 02 03 7540
PUGET SOUND ENERGY INC COM 745332106 3055 143360 SH DEFINED 01 02 03 143360
PULTE CORP COM 745867101 564 26100 SH DEFINED 01 02 03 26100
QRS CORP COM 74726X105 65 2650 SH DEFINED 01 02 03 2650
QLOGIC CORP COM 747277101 5093 77100 SH DEFINED 01 02 03 77100
QUADRAMED CORP COM 74730W101 19 7600 SH DEFINED 01 02 03 7600
QUAKER OATS CO COM 747402105 5519 73460 SH DEFINED 01 02 03 73460
QUALCOMM INC COM 747525103 92082 1534700 SH DEFINED 01 02 03 1534700
QUANEX CORP COM 747620102 62 4200 SH DEFINED 01 02 03 4200
QUANTA SVCS INC COM 74762E102 3762 68400 SH DEFINED 01 02 03 68400
QUANTUM CORP COM DSSG 747906204 1623 167500 SH DEFINED 01 02 03 167500
QUEBECOR WORLD INC COM NON-VTG 748203106 289 11923 SH DEFINED 01 02 03 11923
QUEENS CNTY BANCORP INC COM 748242104 130 7030 SH DEFINED 01 02 03 7030
QUEST DIAGNOSTICS INC COM 74834L100 3979 55600 SH DEFINED 01 02 03 55600
QUEST SOFTWARE INC COM 74834T103 594 10725 SH DEFINED 01 02 03 10725
QUESTAR CORP COM 748356102 1701 87800 SH DEFINED 01 02 03 87800
QUIKSILVER INC COM 74838C106 82 5300 SH DEFINED 01 02 03 5300
QUINTILES TRANSNATIONAL CORP COM 748767100 1106 78300 SH DEFINED 01 02 03 78300
QUORUM HEALTH GROUP INC COM 749084109 960 93100 SH DEFINED 01 02 03 93100
QWEST COMMUNICATIONS INTL INC COM 749121109 50 1000 SH DEFINED 01 02 03 1000
R & G FINANCIAL CORP CL B 749136107 1 100 SH DEFINED 01 02 03 100
</TABLE>
<PAGE>
<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>
RCN CORP COM 749361101 5 200 SH DEFINED 01 02 03 200
RFS HOTEL INVS INC COM 74955J108 103 8800 SH DEFINED 01 02 03 8800
R H DONNELLEY CORP COM NEW 74955W307 97 5000 SH DEFINED 01 02 03 5000
R G S ENERGY GROUP INC COM 74956K104 217 9734 SH DEFINED 01 02 03 9734
RLI CORP COM 749607107 80 2300 SH DEFINED 01 02 03 2300
RPC INC COM 749660106 2 200 SH DEFINED 01 02 03 200
RPM INC OHIO COM 749685103 1111 109700 SH DEFINED 01 02 03 109700
RSA SEC INC COM 749719100 639 9233 SH DEFINED 01 02 03 9233
RTI INTL METALS INC COM 74973W107 47 4100 SH DEFINED 01 02 03 4100
RWD TECHNOLOGIES INC COM 74975B101 29 5029 SH DEFINED 01 02 03 5029
RF MICRODEVICES INC COM 749941100 35 400 SH DEFINED 01 02 03 400
RACING CHAMPIONS CORP COM 750069106 9 5300 SH DEFINED 01 02 03 5300
RADIAN GROUP INC COM 750236101 647 12505 SH DEFINED 01 02 03 12505
RADIANT SYSTEMS INC COM 75025N102 155 6450 SH DEFINED 01 02 03 6450
RADIO ONE INC CL A 75040P108 3 100 SH DEFINED 01 02 03 100
RADIOSHACK CORP COM 750438103 4499 94964 SH DEFINED 01 02 03 94964
RADISYS CORP COM 750459109 145 2551 SH DEFINED 01 02 03 2551
RALCORP HLDGS INC NEW COM 751028101 103 8395 SH DEFINED 01 02 03 8395
RALSTON PURINA CO COM RAL-PUR GP 751277302 5359 268780 SH DEFINED 01 02 03 268780
RARE HOSPITALITY INTL INC COM 753820109 3 100 SH DEFINED 01 02 03 100
RARE MEDIUM GROUP INC COM 75382N109 122 7700 SH DEFINED 01 02 03 7700
RATIONAL SOFTWARE CORP COM NEW 75409P202 8783 94500 SH DEFINED 01 02 03 94500
RAYMOND JAMES FINANCIAL INC COM 754730109 191 8500 SH DEFINED 01 02 03 8500
RAYONIER INC COM 754907103 2054 57260 SH DEFINED 01 02 03 57260
RAYOVAC CORP COM 755081106 313 13975 SH DEFINED 01 02 03 13975
RAYTHEON CO CL B 755111408 3020 156900 SH DEFINED 01 02 03 156900
RAZORFISH INC CL A 755236106 91 5674 SH DEFINED 01 02 03 5674
READ-RITE CORP COM 755246105 30 13300 SH DEFINED 01 02 03 13300
READERS DIGEST ASSN INC CL A NON VTG 755267101 4365 109800 SH DEFINED 01 02 03 109800
REALNETWORKS INC COM 75605L104 20670 408800 SH DEFINED 01 02 03 408800
REALTY INCOME CORP COM 756109104 163 6900 SH DEFINED 01 02 03 6900
RECKSON ASSOCS RLTY CORP COM 75621K106 252 10600 SH DEFINED 01 02 03 10600
REDBACK NETWORKS INC COM 757209101 730 4100 SH DEFINED 01 02 03 4100
REDWOOD TR INC COM 758075402 71 5049 SH DEFINED 01 02 03 5049
REEBOK INTL LTD COM 758110100 556 34900 SH DEFINED 01 02 03 34900
REGAL BELOIT CORP COM 758750103 90 5635 SH DEFINED 01 02 03 5635
REGENERON PHARMACEUTICALS COM 75886F107 152 5100 SH DEFINED 01 02 03 5100
REGIS CORP MINN COM 758932107 89 7100 SH DEFINED 01 02 03 7100
REGENCY RLTY CORP COM 758939102 219 9200 SH DEFINED 01 02 03 9200
REGIONS FINL CORP COM 758940100 1984 99800 SH DEFINED 01 02 03 99800
RELIANCE GROUP HOLDINGS INC COM 759464100 8 10200 SH DEFINED 01 02 03 10200
</TABLE>
<PAGE>
<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>
RELIANCE STEEL & ALUMINUM CO COM 759509102 77 4050 SH DEFINED 01 02 03 4050
RELIANT ENERGY INC COM 75952J108 3955 133800 SH DEFINED 01 02 03 133800
RELIASTAR FINL CORP COM 75952U103 4898 93400 SH DEFINED 01 02 03 93400
REMEC INC COM 759543101 226 5400 SH DEFINED 01 02 03 5400
REMEDY CORP COM 759548100 329 5900 SH DEFINED 01 02 03 5900
RENAISSANCE WORLDWIDE INC COM 75968A109 7 4320 SH DEFINED 01 02 03 4320
REPUBLIC BANCSHARES INC COM 759929102 36 3037 SH DEFINED 01 02 03 3037
RENAL CARE GROUP INC COM 759930100 276 11275 SH DEFINED 01 02 03 11275
RENT A CTR INC NEW COM 76009N100 108 4813 SH DEFINED 01 02 03 4813
RENT WAY INC COM 76009U104 187 6408 SH DEFINED 01 02 03 6408
REPSOL S A SPONSORED ADR 76026T205 594 30000 SH DEFINED 01 02 03 30000
REPUBLIC BANCORP KY CL A 760281204 60 6000 SH DEFINED 01 02 03 6000
REPUBLIC BANCORP INC COM 760282103 115 12893 SH DEFINED 01 02 03 12893
REPUBLIC GROUP INC COM 760473108 1 100 SH DEFINED 01 02 03 100
REPUBLIC SECURITY FINL CORP COM 760758102 60 12000 SH DEFINED 01 02 03 12000
RES-CARE INC COM 760943100 1 100 SH DEFINED 01 02 03 100
RESTORATION HARDWARE INC DEL COM 760981100 1 100 SH DEFINED 01 02 03 100
RESMED INC COM 761152107 206 7700 SH DEFINED 01 02 03 7700
RESOURCE AMERICA INC CL A 761195205 39 6000 SH DEFINED 01 02 03 6000
RESOURCE BANCSHARES MTG GROUP COM 761197102 1 300 SH DEFINED 01 02 03 300
RESPIRONICS INC COM 761230101 153 8509 SH DEFINED 01 02 03 8509
RETEK INC COM 76128Q109 302 9425 SH DEFINED 01 02 03 9425
REXALL SUNDOWN INC COM 761648104 279 11619 SH DEFINED 01 02 03 11619
REYNOLDS & REYNOLDS CO CL A 761695105 1458 79900 SH DEFINED 01 02 03 79900
REYNOLDS R J TOB HLDGS INC COM 76182K105 3012 107800 SH DEFINED 01 02 03 107800
RHYTHMS NETCONNECTIONS INC COM 762430205 3 200 SH DEFINED 01 02 03 200
RICHMOND CNTY FINL CORP COM 764556106 128 6700 SH DEFINED 01 02 03 6700
RIGGS NATL CORP WASH DC COM 766570105 81 6423 SH DEFINED 01 02 03 6423
RIO TINTO PLC SPONSORED ADR 767204100 437 6700 SH DEFINED 01 02 03 6700
RITE AID CORP COM 767754104 768 117100 SH DEFINED 01 02 03 117100
RIVIANA FOODS INC COM 769536103 74 4247 SH DEFINED 01 02 03 4247
ROADWAY EXPRESS INC DEL COM 769742107 103 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 5774 202600 SH DEFINED 01 02 03 202600
ROCK-TENN CO CL A 772739207 43 4990 SH DEFINED 01 02 03 4990
ROCKWELL INTL CORP NEW COM 773903109 3535 112230 SH DEFINED 01 02 03 112230
ROGERS CORP COM 775133101 10 298 SH DEFINED 01 02 03 298
ROHM & HAAS CO COM 775371107 4079 118246 SH DEFINED 01 02 03 118246
ROLLINS INC COM 775711104 559 37610 SH DEFINED 01 02 03 37610
ROLLINS TRUCK LEASING CORP COM 775741101 84 12063 SH DEFINED 01 02 03 12063
ROPER INDS INC NEW COM 776696106 197 7700 SH DEFINED 01 02 03 7700
</TABLE>
<PAGE>
<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>
ROSLYN BANCORP INC COM 778162107 0 5 SH DEFINED 01 02 03 5
ROSS STORES INC COM 778296103 1580 92600 SH DEFINED 01 02 03 92600
ROUGE INDS INC DEL CL A 779088103 1 200 SH DEFINED 01 02 03 200
ROWAN COS INC COM 779382100 2164 71228 SH DEFINED 01 02 03 71228
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 59703 969800 SH DEFINED 01 02 03 969800
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 1563 25392 SH DEFINED 01 02 03 25392
RUBY TUESDAY INC COM 781182100 204 16200 SH DEFINED 01 02 03 16200
RUDDICK CORP COM 781258108 662 56000 SH DEFINED 01 02 03 56000
RUSS BERRIE & CO COM 782233100 56 2900 SH DEFINED 01 02 03 2900
RUSSELL CORP COM 782352108 438 21900 SH DEFINED 01 02 03 21900
RYANS FAMILY STEAK HOUSE INC COM 783519101 92 10900 SH DEFINED 01 02 03 10900
RYDER SYS INC COM 783549108 508 26800 SH DEFINED 01 02 03 26800
RYERSON TULL INC NEW COM 78375P107 331 31894 SH DEFINED 01 02 03 31894
RYLAND GROUP INC COM 783764103 111 5000 SH DEFINED 01 02 03 5000
S & T BANCORP INC COM 783859101 124 6780 SH DEFINED 01 02 03 6780
SBC COMMUNICATIONS INC COM 78387G103 98457 2276469 SH DEFINED 01 02 03 2276469
SBA COMMUNICATIONS CORP COM 78388J106 151 2900 SH DEFINED 01 02 03 2900
SCI SYS INC COM 783890106 5945 151700 SH DEFINED 01 02 03 151700
SCM MICROSYSTEMS INC COM 784018103 194 3200 SH DEFINED 01 02 03 3200
SCP POOL CORP COM 784028102 4 150 SH DEFINED 01 02 03 150
SCPIE HLDGS INC COM 78402P104 64 3100 SH DEFINED 01 02 03 3100
SDL INC COM 784076101 428 1500 SH DEFINED 01 02 03 1500
SEMCO ENERGY INC COM 78412D109 3 215 SH DEFINED 01 02 03 215
SK TELECOM LTD SPONSORED ADR 78440P108 501 13800 SH DEFINED 01 02 03 13800
SL GREEN RLTY CORP COM 78440X101 97 3640 SH DEFINED 01 02 03 3640
SLM HLDG CORP COM 78442A109 3935 105100 SH DEFINED 01 02 03 105100
SLI INC COM 78442T108 47 3850 SH DEFINED 01 02 03 3850
SPS TECHNOLOGIES INC COM 784626103 136 3300 SH DEFINED 01 02 03 3300
SPDR TR UNIT SER 1 78462F103 639 4400 SH DEFINED 01 02 03 4400
SPSS INC COM 78462K102 3 100 SH DEFINED 01 02 03 100
SPX CORP COM 784635104 4499 37200 SH DEFINED 01 02 03 37200
S1 CORPORATION COM 78463B101 202 8650 SH DEFINED 01 02 03 8650
S3 INC COM 784849101 204 13800 SH DEFINED 01 02 03 13800
SVI HLDGS INC COM 784872103 12 2400 SH DEFINED 01 02 03 2400
SABRE HLDGS CORP CL A 785905100 2193 76941 SH DEFINED 01 02 03 76941
SAFECO CORP COM 786429100 1149 57800 SH DEFINED 01 02 03 57800
SAFEGUARD SCIENTIFICS INC COM 786449108 255 7950 SH DEFINED 01 02 03 7950
SAFESCIENCE INC COM 786452102 17 3300 SH DEFINED 01 02 03 3300
SAFEWAY INC COM NEW 786514208 25369 562200 SH DEFINED 01 02 03 562200
SAGA COMMUNICATIONS CL A 786598102 2 100 SH DEFINED 01 02 03 100
SAGA SYS INC COM 786610105 92 7400 SH DEFINED 01 02 03 7400
</TABLE>
<PAGE>
<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>
SAGENT TECHNOLOGY INC COM 786693101 94 6600 SH DEFINED 01 02 03 6600
ST FRANCIS CAP CORP COM 789374105 3 200 SH DEFINED 01 02 03 200
ST JUDE MED INC COM 790849103 2019 44000 SH DEFINED 01 02 03 44000
ST MARY LD & EXPL CO COM 792228108 151 3600 SH DEFINED 01 02 03 3600
ST PAUL COS INC COM 792860108 3273 95900 SH DEFINED 01 02 03 95900
SAKS INC COM 79377W108 1567 149200 SH DEFINED 01 02 03 149200
SALTON INC COM 795757103 33 900 SH DEFINED 01 02 03 900
SAN PAOLO-IMI S P A SPONSORED ADR 799175104 749 21160 SH DEFINED 01 02 03 21160
SANCHEZ COMPUTER ASSOCS INC COM 799702105 74 3100 SH DEFINED 01 02 03 3100
SANDERSON FARMS INC COM 800013104 38 4739 SH DEFINED 01 02 03 4739
SANDISK CORP COM 80004C101 803 13116 SH DEFINED 01 02 03 13116
SANDY SPRING BANCORP INC COM 800363103 2 100 SH DEFINED 01 02 03 100
SANMINA CORP COM 800907107 53697 628040 SH DEFINED 01 02 03 628040
SANGSTAT MED CORP COM 801003104 176 6100 SH DEFINED 01 02 03 6100
SANTA CRUZ OPERATION INC COM 801833104 52 8100 SH DEFINED 01 02 03 8100
SANTA FE SNYDER CORP COM 80218K105 3347 294210 SH DEFINED 01 02 03 294210
SANTANDER BANCORP COM 802809103 76 5960 SH DEFINED 01 02 03 5960
SANYO ELEC LTD ADR 5 COM 803038306 156 3400 SH DEFINED 01 02 03 3400
SAPIENT CORP COM 803062108 2887 27000 SH DEFINED 01 02 03 27000
SARA LEE CORP COM 803111103 8481 439150 SH DEFINED 01 02 03 439150
SAUER-DANFOSS INC COM 804137107 55 5600 SH DEFINED 01 02 03 5600
SAUL CTRS INC COM 804395101 3 200 SH DEFINED 01 02 03 200
SAWTEK INC COM 805468105 2913 50600 SH DEFINED 01 02 03 50600
SCANA CORP NEW COM 80589M102 2781 115292 SH DEFINED 01 02 03 115292
SCHAWK INC CL A 806373106 1 100 SH DEFINED 01 02 03 100
SCHEIN HENRY INC COM 806407102 105 6100 SH DEFINED 01 02 03 6100
SCHEIN PHARMACEUTICAL INC COM 806416103 52 2400 SH DEFINED 01 02 03 2400
SCHERING PLOUGH CORP COM 806605101 40819 808300 SH DEFINED 01 02 03 808300
SCHLUMBERGER LTD COM 806857108 33444 448160 SH DEFINED 01 02 03 448160
SCHOLASTIC CORP COM 807066105 1296 21200 SH DEFINED 01 02 03 21200
SCHOOL SPECIALTY INC COM 807863105 2 100 SH DEFINED 01 02 03 100
SCHULMAN A INC COM 808194104 474 39300 SH DEFINED 01 02 03 39300
SCHWAB CHARLES CORP NEW COM 808513105 22864 679975 SH DEFINED 01 02 03 679975
SCHWEITZER-MAUDUIT INTL INC COM 808541106 53 4200 SH DEFINED 01 02 03 4200
SCIENTIFIC ATLANTA INC COM 808655104 5576 74850 SH DEFINED 01 02 03 74850
SCIENTIFIC GAMES HLDGS CORP COM 808747109 74 3000 SH DEFINED 01 02 03 3000
SCOTT TECHNOLOGIES INC COM 810022301 119 6900 SH DEFINED 01 02 03 6900
SCOTTISH PWR PLC SPON ADR FINAL 81013T705 1047 31305 SH DEFINED 01 02 03 31305
SCOTTS CO CL A 810186106 168 4600 SH DEFINED 01 02 03 4600
SCRIPPS E W CO OHIO CL A 811054204 330 6700 SH DEFINED 01 02 03 6700
SEABOARD CORP COM 811543107 52 300 SH DEFINED 01 02 03 300
</TABLE>
<PAGE>
<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>
SEACOAST FINL SVCS CORP COM 81170Q106 139 14600 SH DEFINED 01 02 03 14600
SEAGATE TECHNOLOGY COM 811804103 9714 176621 SH DEFINED 01 02 03 176621
SEAGRAM LTD COM 811850106 11542 199000 SH DEFINED 01 02 03 199000
SEACOR SMIT INC COM 811904101 287 7425 SH DEFINED 01 02 03 7425
SEALED AIR CORP NEW COM 81211K100 2273 43400 SH DEFINED 01 02 03 43400
SEARS ROEBUCK & CO COM 812387108 8242 252618 SH DEFINED 01 02 03 252618
SECOND BANCORP INC COM 813114105 3 200 SH DEFINED 01 02 03 200
SECURITY CAP GROUP INC CL B 81413P204 170 10000 SH DEFINED 01 02 03 10000
SEITEL INC COM NEW 816074306 56 6900 SH DEFINED 01 02 03 6900
SELECT COMFORT CORP COM 81616X103 1 200 SH DEFINED 01 02 03 200
SELECTIVE INS GROUP INC COM 816300107 192 10100 SH DEFINED 01 02 03 10100
SEMTECH CORP COM 816850101 3205 41900 SH DEFINED 01 02 03 41900
SEMPRA ENERGY COM 816851109 1697 99800 SH DEFINED 01 02 03 99800
SENSORMATIC ELECTRS CORP COM 817265101 1907 120590 SH DEFINED 01 02 03 120590
SEPRACOR INC COM 817315104 9180 76100 SH DEFINED 01 02 03 76100
SEQUA CORPORATION CL A 817320104 485 12700 SH DEFINED 01 02 03 12700
SEQUOIA SOFTWARE CORP COM 817439102 73 4475 SH DEFINED 01 02 03 4475
SERENA SOFTWARE INC COM 817492101 7 150 SH DEFINED 01 02 03 150
SEROLOGICALS CORP COM 817523103 42 8499 SH DEFINED 01 02 03 8499
SERVICE CORP INTL COM 817565104 29 9000 SH DEFINED 01 02 03 9000
7-ELEVEN INC COM NEW 817826209 112 8180 SH DEFINED 01 02 03 8180
SHAW INDS INC COM 820286102 1888 151000 SH DEFINED 01 02 03 151000
SHELL TRANS & TRADING PLC NEW YRK SH NEW 822703609 160 3200 SH DEFINED 01 02 03 3200
SHERWIN WILLIAMS CO COM 824348106 1568 74000 SH DEFINED 01 02 03 74000
SHIRE PHARMACEUTICALS GRP PLC SPONSORED ADR 82481R106 308 5936 SH DEFINED 01 02 03 5936
SHOE CARNIVAL INC COM 824889109 29 4700 SH DEFINED 01 02 03 4700
SHOPKO STORES INC COM 824911101 106 6900 SH DEFINED 01 02 03 6900
SHOP AT HOME INC COM NEW 825066301 17 3700 SH DEFINED 01 02 03 3700
SHORELINE FINL CORP COM 825190101 1 66 SH DEFINED 01 02 03 66
SHURGARD STORAGE CTRS INC COM 82567D104 169 7500 SH DEFINED 01 02 03 7500
SICOR INC COM 825846108 231 28900 SH DEFINED 01 02 03 28900
SIEBEL SYS INC COM 826170102 15931 97400 SH DEFINED 01 02 03 97400
SIEBERT FINL CORP COM 826176109 8 1100 SH DEFINED 01 02 03 1100
SIERRA HEALTH SVCS INC COM 826322109 23 7200 SH DEFINED 01 02 03 7200
SIERRA PAC RES NEW COM 826428104 1249 99462 SH DEFINED 01 02 03 99462
SIERRACITIES COM INC COM 826521106 15 4000 SH DEFINED 01 02 03 4000
SIGMA ALDRICH CORP COM 826552101 1269 43400 SH DEFINED 01 02 03 43400
SILICON LABORATORIES INC COM 826919102 142 2665 SH DEFINED 01 02 03 2665
SILGAN HOLDINGS INC COM 827048109 36 3700 SH DEFINED 01 02 03 3700
SILICON GRAPHICS INC COM 827056102 150 40000 SH DEFINED 01 02 03 40000
SILICON IMAGE INC COM 82705T102 454 9100 SH DEFINED 01 02 03 9100
</TABLE>
<PAGE>
<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>
SILICON VY BANCSHARES COM 827064106 450 10552 SH DEFINED 01 02 03 10552
SILICON VY GROUP INC COM 827066101 259 10015 SH DEFINED 01 02 03 10015
SILICONIX INC COM NEW 827079203 263 3900 SH DEFINED 01 02 03 3900
SIMIONE CENTRAL HOLDINGS INC COM PAR $01 828654301 2 651 SH DEFINED 01 02 03 651
SIMMONS 1ST NATL CORP CL A $5 PAR 828730200 2 100 SH DEFINED 01 02 03 100
SIMPSON INDS INC COM 829060102 38 5050 SH DEFINED 01 02 03 5050
SIMPSON MANUFACTURING CO INC COM 829073105 48 1000 SH DEFINED 01 02 03 1000
SINCLAIR BROADCAST GROUP INC CL A 829226109 48 4400 SH DEFINED 01 02 03 4400
SIRIUS SATELLITE RADIO INC COM 82966U103 160 3600 SH DEFINED 01 02 03 3600
SITEL CORP COM 82980K107 16 3200 SH DEFINED 01 02 03 3200
SIPEX CORP COM 829909100 167 6017 SH DEFINED 01 02 03 6017
SKECHERS U S A INC CL A 830566105 85 5400 SH DEFINED 01 02 03 5400
SKY FINL GROUP INC COM 83080P103 332 20801 SH DEFINED 01 02 03 20801
SKYLINE CORP COM 830830105 73 3400 SH DEFINED 01 02 03 3400
SKYWEST INC COM 830879102 198 5334 SH DEFINED 01 02 03 5334
SMART & FINAL INC COM 831683107 51 6600 SH DEFINED 01 02 03 6600
SMARTFORCE PUB LTD CO SPONSORED ADR 83170A206 780 16250 SH DEFINED 01 02 03 16250
SMITH A O COM 831865209 114 5436 SH DEFINED 01 02 03 5436
SMITH INTL INC COM 832110100 4165 57200 SH DEFINED 01 02 03 57200
SMITH CHARLES E RESDNTL RLTY COM 832197107 176 4627 SH DEFINED 01 02 03 4627
SMITHFIELD FOODS INC COM 832248108 289 10300 SH DEFINED 01 02 03 10300
SMUCKER J M CO CL A 832696108 697 36200 SH DEFINED 01 02 03 36200
SNAP ON INC COM 833034101 703 26400 SH DEFINED 01 02 03 26400
SOFTNET SYS INC COM 833964109 33 3400 SH DEFINED 01 02 03 3400
SOFTWARE COM INC COM 83402P104 633 4875 SH DEFINED 01 02 03 4875
SOFTWARE TECHNOLOGIES CORP COM 834040107 203 6600 SH DEFINED 01 02 03 6600
SOLA INTL INC COM 834092108 43 8900 SH DEFINED 01 02 03 8900
SOLECTRON CORP COM 834182107 107009 2555438 SH DEFINED 01 02 03 2555438
SOLUTIA INC COM 834376105 1632 118675 SH DEFINED 01 02 03 118675
SONIC CORP COM 835451105 136 4625 SH DEFINED 01 02 03 4625
SONIC INNOVATIONS INC COM 83545M109 24 1275 SH DEFINED 01 02 03 1275
SONIC FDRY INC COM 83545R108 127 6325 SH DEFINED 01 02 03 6325
SONOCO PRODS CO COM 835495102 2132 103700 SH DEFINED 01 02 03 103700
SONY CORP ADR NEW 835699307 151 1600 SH DEFINED 01 02 03 1600
SOTHEBYS HLDGS INC CL A 835898107 1075 61400 SH DEFINED 01 02 03 61400
SOURCE INFORMATION MGMT CO COM NEW 836151209 63 4100 SH DEFINED 01 02 03 4100
SOURCE MEDIA INC COM NEW 836153304 22 5600 SH DEFINED 01 02 03 5600
SOUTH FINL GROUP INC COM 837841105 87 6018 SH DEFINED 01 02 03 6018
SOUTH JERSEY INDS INC COM 838518108 56 2114 SH DEFINED 01 02 03 2114
SOUTHDOWN INC COM 841297104 2166 37500 SH DEFINED 01 02 03 37500
SOUTHERN CO COM 842587107 6838 293300 SH DEFINED 01 02 03 293300
</TABLE>
<PAGE>
<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>
SOUTHERN PERU COPPER CORP COM 843611104 49 4000 SH DEFINED 01 02 03 4000
SOUTHERN UN CO NEW COM 844030106 157 9899 SH DEFINED 01 02 03 9899
SOUTHTRUST CORP COM 844730101 1720 76000 SH DEFINED 01 02 03 76000
SOUTHWEST AIRLS CO COM 844741108 4520 238700 SH DEFINED 01 02 03 238700
SOUTHWEST BANCORPORATION TEX COM 84476R109 162 7800 SH DEFINED 01 02 03 7800
SOUTHWEST GAS CORP COM 844895102 135 7700 SH DEFINED 01 02 03 7700
SOUTHWEST SECS GROUP INC COM 845224104 384 10305 SH DEFINED 01 02 03 10305
SOUTHWESTERN ENERGY CO COM 845467109 43 6900 SH DEFINED 01 02 03 6900
SOVEREIGN BANCORP INC COM 845905108 1656 235500 SH DEFINED 01 02 03 235500
SOVRAN SELF STORAGE INC COM 84610H108 71 3300 SH DEFINED 01 02 03 3300
SPANISH BROADCASTING SYS INC CL A 846425882 320 15575 SH DEFINED 01 02 03 15575
SPARTECH CORP COM NEW 847220209 54 2000 SH DEFINED 01 02 03 2000
SPECIALTY EQUIP COS INC COM NEW 847497203 122 4500 SH DEFINED 01 02 03 4500
SPECTRASITE HLDGS INC COM 84760T100 134 4706 SH DEFINED 01 02 03 4706
SPEEDFAM-IPEC INC COM 847705100 131 7208 SH DEFINED 01 02 03 7208
SPIEGEL INC CL A 848457107 439 51605 SH DEFINED 01 02 03 51605
SPIEKER PPTYS INC COM 848497103 359 7600 SH DEFINED 01 02 03 7600
SPINNAKER EXPL CO COM 84855W109 263 10250 SH DEFINED 01 02 03 10250
SPORTSLINE COM INC COM 848934105 78 4600 SH DEFINED 01 02 03 4600
SPRINGS INDS INC CL A 851783100 354 11000 SH DEFINED 01 02 03 11000
SPRINT CORP COM FON GROUP 852061100 25648 502910 SH DEFINED 01 02 03 502910
SPRINT CORP PCS COM SER 1 852061506 39746 667999 SH DEFINED 01 02 03 667999
SPYGLASS INC COM 852192103 166 5310 SH DEFINED 01 02 03 5310
SS&C TECHNOLOGIES INC COM 85227Q100 28 6600 SH DEFINED 01 02 03 6600
STAFF LEASING INC COM 852381102 25 7011 SH DEFINED 01 02 03 7011
STAFFMARK INC COM 852389105 72 10800 SH DEFINED 01 02 03 10800
STAMPS COM INC COM 852857101 11 1525 SH DEFINED 01 02 03 1525
STANCORP FINL GROUP INC COM 852891100 190 5900 SH DEFINED 01 02 03 5900
STANDARD MTR PRODS INC COM 853666105 28 3300 SH DEFINED 01 02 03 3300
STANDARD PAC CORP NEW COM 85375C101 85 8500 SH DEFINED 01 02 03 8500
STANDARD REGISTER CO COM 853887107 462 32400 SH DEFINED 01 02 03 32400
STANDEX INTL CORP COM 854231107 68 4300 SH DEFINED 01 02 03 4300
STANLEY WKS COM 854616109 1692 71230 SH DEFINED 01 02 03 71230
STAR TELECOMMUNICATIONS INC COM 854923109 23 8900 SH DEFINED 01 02 03 8900
STAPLES INC COM 855030102 3900 253650 SH DEFINED 01 02 03 253650
STARBUCKS CORP COM 855244109 3242 84900 SH DEFINED 01 02 03 84900
STARRETT L S CO CL A 855668109 3 143 SH DEFINED 01 02 03 143
STARTEK INC COM 85569C107 136 2700 SH DEFINED 01 02 03 2700
STATE AUTO FINL CORP COM 855707105 2 200 SH DEFINED 01 02 03 200
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 639 19773 SH DEFINED 01 02 03 19773
STATE STR CORP COM 857477103 23731 223750 SH DEFINED 01 02 03 223750
</TABLE>
<PAGE>
<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>
STATEN IS BANCORP INC COM 857550107 185 10500 SH DEFINED 01 02 03 10500
STATION CASINOS INC COM 857689103 133 5300 SH DEFINED 01 02 03 5300
STEEL DYNAMICS INC COM 858119100 97 10700 SH DEFINED 01 02 03 10700
STEIN MART INC COM 858375108 79 7700 SH DEFINED 01 02 03 7700
STEINWAY MUSICAL INSTRS INC COM ORD 858495104 2 100 SH DEFINED 01 02 03 100
STEPAN CO COM 858586100 47 2037 SH DEFINED 01 02 03 2037
STERLING BANCSHARES INC COM 858907108 95 8800 SH DEFINED 01 02 03 8800
STERICYCLE INC COM 858912108 154 6400 SH DEFINED 01 02 03 6400
STERIS CORP COM 859152100 762 85900 SH DEFINED 01 02 03 85900
STERLING FINL CORP COM 859317109 39 1975 SH DEFINED 01 02 03 1975
STEWART & STEVENSON SVCS INC COM 860342104 553 36700 SH DEFINED 01 02 03 36700
STEWART ENTERPRISES INC CL A 860370105 393 111300 SH DEFINED 01 02 03 111300
STEWART INFORMATION SVCS CORP COM 860372101 45 3100 SH DEFINED 01 02 03 3100
STILLWATER MNG CO COM 86074Q102 302 10850 SH DEFINED 01 02 03 10850
STONE ENERGY CORP COM 861642106 263 4400 SH DEFINED 01 02 03 4400
STONERIDGE INC COM 86183P102 2 200 SH DEFINED 01 02 03 200
STORAGE USA INC COM 861907103 201 6800 SH DEFINED 01 02 03 6800
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 1150 105100 SH DEFINED 01 02 03 105100
STRIDE RITE CORP COM 863314100 77 12600 SH DEFINED 01 02 03 12600
STRUCTURAL DYNAMICS RESH CORP COM 863555108 701 46531 SH DEFINED 01 02 03 46531
STRYKER CORP COM 863667101 8982 205300 SH DEFINED 01 02 03 205300
STUDENT LN CORP COM 863902102 101 2400 SH DEFINED 01 02 03 2400
STURM RUGER & CO INC COM 864159108 90 10100 SH DEFINED 01 02 03 10100
SUIZA FOODS CORP COM 865077101 2165 44300 SH DEFINED 01 02 03 44300
SUMMIT BANCORP COM 866005101 1960 79600 SH DEFINED 01 02 03 79600
SUMMIT PPTYS INC COM 866239106 125 5947 SH DEFINED 01 02 03 5947
SUMMIT TECHNOLOGY INC COM 86627E101 206 10900 SH DEFINED 01 02 03 10900
SUN COMMUNITIES INC COM 866674104 147 4400 SH DEFINED 01 02 03 4400
SUN MICROSYSTEMS INC COM 866810104 201925 2220482 SH DEFINED 01 02 03 2220482
SUNBEAM CORP COM 867071102 65 18956 SH DEFINED 01 02 03 18956
SUNGARD DATA SYS INC COM 867363103 4470 144200 SH DEFINED 01 02 03 144200
SUNGLASS HUT INTL INC COM 86736F106 88 10700 SH DEFINED 01 02 03 10700
SUNOCO INC COM 86764P109 1178 40000 SH DEFINED 01 02 03 40000
SUNQUEST INFORMATION SYS INC COM 867654105 39 3600 SH DEFINED 01 02 03 3600
SUNRISE ASSISTED LIVING INC COM 86768K106 78 4200 SH DEFINED 01 02 03 4200
SUNRISE TECHNOLOGIES INTL INC COM 86769L103 95 9500 SH DEFINED 01 02 03 9500
SUNRISE MED INC COM 867910101 42 8644 SH DEFINED 01 02 03 8644
SUNTRUST BKS INC COM 867914103 7702 168581 SH DEFINED 01 02 03 168581
SUPERGEN INC COM 868059106 94 2600 SH DEFINED 01 02 03 2600
SUPERIOR CONSULTANT HLDGS CORP COM 868146101 11 2400 SH DEFINED 01 02 03 2400
SUPERIOR INDS INTL INC COM 868168105 835 32427 SH DEFINED 01 02 03 32427
</TABLE>
<PAGE>
<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>
SUPERIOR TELECOM INC COM 868365107 27 2700 SH DEFINED 01 02 03 2700
SUPERIOR TR I PFD CV 8.50% 86836P202 19 711 SH DEFINED 01 02 03 711
SUPERVALU INC COM 868536103 2145 112510 SH DEFINED 01 02 03 112510
SUSQUEHANNA BANCSHARES INC PA COM 869099101 136 9518 SH DEFINED 01 02 03 9518
SWIFT ENERGY CO COM 870738101 239 8410 SH DEFINED 01 02 03 8410
SWIFT TRANSN CO COM 870756103 1051 75100 SH DEFINED 01 02 03 75100
SYBASE INC COM 871130100 2646 115026 SH DEFINED 01 02 03 115026
SYBRON INTL CORP COM 87114F106 2162 109100 SH DEFINED 01 02 03 109100
SYKES ENTERPRISES INC COM 871237103 630 48943 SH DEFINED 01 02 03 48943
SYLVAN LEARNING SYS INC COM 871399101 601 43700 SH DEFINED 01 02 03 43700
SYMANTEC CORP COM 871503108 3398 63000 SH DEFINED 01 02 03 63000
SYMBOL TECHNOLOGIES INC COM 871508107 7695 142500 SH DEFINED 01 02 03 142500
SYMYX TECHNOLOGIES COM 87155S108 245 5750 SH DEFINED 01 02 03 5750
SYNCOR INTL CORP DEL COM 87157J106 101 1400 SH DEFINED 01 02 03 1400
SYNOPSYS INC COM 871607107 19645 568400 SH DEFINED 01 02 03 568400
SYNOVUS FINL CORP COM 87161C105 2251 127700 SH DEFINED 01 02 03 127700
SYNTEL INC COM 87162H103 42 4233 SH DEFINED 01 02 03 4233
SYNTROLEUM CORP COM 871630109 57 3300 SH DEFINED 01 02 03 3300
SYSCO CORP COM 871829107 8901 211300 SH DEFINED 01 02 03 211300
SYSTEMAX INC COM 871851101 38 9731 SH DEFINED 01 02 03 9731
SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 188 9408 SH DEFINED 01 02 03 9408
TCF FINL CORP COM 872275102 2168 84400 SH DEFINED 01 02 03 84400
TECO ENERGY INC COM 872375100 2622 130700 SH DEFINED 01 02 03 130700
THQ INC COM NEW 872443403 75 6150 SH DEFINED 01 02 03 6150
TJX COS INC NEW COM 872540109 3006 160300 SH DEFINED 01 02 03 160300
TRW INC COM 872649108 2416 55700 SH DEFINED 01 02 03 55700
TMP WORLDWIDE INC COM 872941109 44 600 SH DEFINED 01 02 03 600
TV GUIDE INC CL A 87307Q109 79 2300 SH DEFINED 01 02 03 2300
TXU CORP COM 873168108 3664 124200 SH DEFINED 01 02 03 124200
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 477 12299 SH DEFINED 01 02 03 12299
TALBOTS INC COM 874161102 236 4300 SH DEFINED 01 02 03 4300
TALK COM INC COM 874264104 73 12600 SH DEFINED 01 02 03 12600
TARGET CORP COM 87612E106 13909 239810 SH DEFINED 01 02 03 239810
TAUBMAN CTRS INC COM 876664103 103 9400 SH DEFINED 01 02 03 9400
TECH DATA CORP COM 878237106 2370 54400 SH DEFINED 01 02 03 54400
TECHNE CORP COM 878377100 637 4900 SH DEFINED 01 02 03 4900
TECHNITROL INC COM 878555101 349 3600 SH DEFINED 01 02 03 3600
TECHNOLOGY SOLUTIONS CO COM 87872T108 65 10425 SH DEFINED 01 02 03 10425
TECUMSEH PRODS CO CL A 878895200 1157 30300 SH DEFINED 01 02 03 30300
TEJON RANCH CO DEL COM 879080109 74 3300 SH DEFINED 01 02 03 3300
TEKELEC COM 879101103 439 9100 SH DEFINED 01 02 03 9100
</TABLE>
<PAGE>
<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>
TEKTRONIX INC COM 879131100 2642 35700 SH DEFINED 01 02 03 35700
TELE NORTE LESTE PART S A SPON ADR PFD 879246106 457 19324 SH DEFINED 01 02 03 19324
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 73 2600 SH DEFINED 01 02 03 2600
TELECORP PCS INC CL A 879299105 93 2300 SH DEFINED 01 02 03 2300
TELECOMUNICACOES DE SAO PAULO SPON ADR PFD 87929A102 35 1900 SH DEFINED 01 02 03 1900
TELEFLEX INC COM 879369106 1475 39800 SH DEFINED 01 02 03 39800
TELEFONICA S A SPONSORED ADR 879382208 51 800 SH DEFINED 01 02 03 800
TELEFONICA S A SPONSORED ADR 879382208 971 15149 SH DEFINED 01 02 03 15149
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 417 7300 SH DEFINED 01 02 03 7300
TELEPHONE & DATA SYS INC COM 879433100 6326 63100 SH DEFINED 01 02 03 63100
TELESCAN INC COM 879516102 29 4000 SH DEFINED 01 02 03 4000
TELLABS INC COM 879664100 25818 377250 SH DEFINED 01 02 03 377250
TEMPLE INLAND INC COM 879868107 1033 24600 SH DEFINED 01 02 03 24600
TELETECH HOLDINGS INC COM 879939106 59 1900 SH DEFINED 01 02 03 1900
TENFOLD CORP COM 88033A103 43 2600 SH DEFINED 01 02 03 2600
TENET HEALTHCARE CORP COM 88033G100 5381 199280 SH DEFINED 01 02 03 199280
TENNANT CO COM 880345103 90 2400 SH DEFINED 01 02 03 2400
TERADYNE INC COM 880770102 21260 289250 SH DEFINED 01 02 03 289250
TERAYON COMMUNICATION SYS COM 880775101 482 7500 SH DEFINED 01 02 03 7500
TEREX CORP NEW COM 880779103 69 4900 SH DEFINED 01 02 03 4900
TERRA INDS INC COM 880915103 10 9000 SH DEFINED 01 02 03 9000
TESORO PETE CORP COM 881609101 91 9009 SH DEFINED 01 02 03 9009
TETRA TECH INC NEW COM 88162G103 192 8409 SH DEFINED 01 02 03 8409
TEXACO INC COM 881694103 13387 251400 SH DEFINED 01 02 03 251400
TEXAS INDS INC COM 882491103 213 7386 SH DEFINED 01 02 03 7386
TEXAS INSTRS INC COM 882508104 183675 2674072 SH DEFINED 01 02 03 2674072
TEXAS REGL BANCSHARES INC CL A VTG 882673106 239 9400 SH DEFINED 01 02 03 9400
TEXTRON INC COM 883203101 3715 68400 SH DEFINED 01 02 03 68400
THEGLOBE COM INC COM 88335R101 0 100 SH DEFINED 01 02 03 100
THERAGENICS CORP COM 883375107 86 10000 SH DEFINED 01 02 03 10000
THERMA-WAVE INC COM 88343A108 26 1150 SH DEFINED 01 02 03 1150
THERMO ELECTRON CORP COM 883556102 1485 70500 SH DEFINED 01 02 03 70500
THERMO CARDIOSYSTEMS INC COM NONREDEEM 88355K200 43 4301 SH DEFINED 01 02 03 4301
THERMO ECOTEK CORP COM 88355R106 11 1200 SH DEFINED 01 02 03 1200
THERMO FIBERTEK INC COM 88355W105 36 7500 SH DEFINED 01 02 03 7500
THESTREET COM COM 88368Q103 17 2900 SH DEFINED 01 02 03 2900
THERMEDICS INC COM 883901100 91 9200 SH DEFINED 01 02 03 9200
THOMAS & BETTS CORP COM 884315102 501 26200 SH DEFINED 01 02 03 26200
THOMAS INDS INC COM 884425109 107 6050 SH DEFINED 01 02 03 6050
THOR INDS INC COM 885160101 68 3220 SH DEFINED 01 02 03 3220
THORNBURG MTG INC COM 885218107 42 5800 SH DEFINED 01 02 03 5800
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
FORM 13F INFORMATION TABLE
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3COM CORP COM 885535104 9261 160720 SH DEFINED 01 02 03 160720
3DFX INTERACTIVE INC COM 88553X103 1 100 SH DEFINED 01 02 03 100
THREE RIVS BANCORP INC COM 88562Q107 0 50 SH DEFINED 01 02 03 50
TICKETMASTER ONLINE-CITYSEARCH CL B 88633P203 149 9325 SH DEFINED 01 02 03 9325
TIDEWATER INC COM 886423102 4091 113640 SH DEFINED 01 02 03 113640
TIFFANY & CO NEW COM 886547108 2666 39500 SH DEFINED 01 02 03 39500
TIMBERLAND CO CL A 887100105 234 3300 SH DEFINED 01 02 03 3300
TIME WARNER INC COM 887315109 52152 686216 SH DEFINED 01 02 03 686216
TIMKEN CO COM 887389104 1595 85650 SH DEFINED 01 02 03 85650
TITAN CORP COM 888266103 2940 65700 SH DEFINED 01 02 03 65700
TITAN INTL INC ILL COM 88830M102 45 8403 SH DEFINED 01 02 03 8403
TITANIUM METALS CORP COM 888339108 29 6100 SH DEFINED 01 02 03 6100
TOLL BROTHERS INC COM 889478103 132 6434 SH DEFINED 01 02 03 6434
TOPPS INC COM 890786106 76 6600 SH DEFINED 01 02 03 6600
TORCHMARK CORP COM 891027104 1432 58000 SH DEFINED 01 02 03 58000
TORO CO COM 891092108 122 3700 SH DEFINED 01 02 03 3700
TOSCO CORP COM NEW 891490302 1973 69700 SH DEFINED 01 02 03 69700
TOTAL RENAL CARE HLDGS INC COM 89151A107 103 17200 SH DEFINED 01 02 03 17200
TOTAL FINA ELF S A SPONSORED ADR 89151E109 365 4757 SH DEFINED 01 02 03 4757
TOWER AUTOMOTIVE INC COM 891707101 131 10500 SH DEFINED 01 02 03 10500
TRACK DATA CORP COM 891918104 14 10600 SH DEFINED 01 02 03 10600
TOWN & CTRY TR SH BEN INT 892081100 124 7200 SH DEFINED 01 02 03 7200
TOYS R US INC COM 892335100 1423 97700 SH DEFINED 01 02 03 97700
TRAMMELL CROW CO COM 89288R106 69 6400 SH DEFINED 01 02 03 6400
TRANS WORLD AIRLS INC COM PAR$.01NEW 893349837 36 16400 SH DEFINED 01 02 03 16400
TRANS WORLD ENTMT CORP COM 89336Q100 133 11009 SH DEFINED 01 02 03 11009
TRANSACTION SYS ARCHITECTS CL A 893416107 945 55211 SH DEFINED 01 02 03 55211
TRANSKARYOTIC THERAPIES INC COM 893735100 154 4200 SH DEFINED 01 02 03 4200
TRANSMONTAIGNE INC COM 893934109 42 6900 SH DEFINED 01 02 03 6900
TRAVELOCITY COM INC COM 893953109 75 4600 SH DEFINED 01 02 03 4600
TRANSWITCH CORP COM 894065101 4162 53924 SH DEFINED 01 02 03 53924
TREDEGAR CORP COM 894650100 145 7630 SH DEFINED 01 02 03 7630
TRENDWEST RESORTS INC COM 894917103 35 2200 SH DEFINED 01 02 03 2200
TRENWICK GROUP INC COM 895290104 52 3550 SH DEFINED 01 02 03 3550
TREX MED CORP COM 89531R101 17 8300 SH DEFINED 01 02 03 8300
TRIAD HOSPITALS INC COM 89579K109 94 3900 SH DEFINED 01 02 03 3900
TRIANGLE PHARMACEUTICALS INC COM 89589H104 60 6600 SH DEFINED 01 02 03 6600
TRIAD GTY INC COM 895925105 60 2600 SH DEFINED 01 02 03 2600
TRIARC COS INC CL A 895927101 106 5150 SH DEFINED 01 02 03 5150
TRICON GLOBAL RESTAURANTS COM 895953107 3195 113100 SH DEFINED 01 02 03 113100
TRIBUNE CO NEW COM 896047107 4879 139400 SH DEFINED 01 02 03 139400
</TABLE>
<PAGE>
<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>
TRIGON HEALTHCARE INC COM 89618L100 2119 41100 SH DEFINED 01 02 03 41100
TRIMBLE NAVIGATION LTD COM 896239100 304 6237 SH DEFINED 01 02 03 6237
TRINITY INDS INC COM 896522109 992 53600 SH DEFINED 01 02 03 53600
TRIQUINT SEMICONDUCTOR INC COM 89674K103 4526 47300 SH DEFINED 01 02 03 47300
TRIUMPH GROUP INC NEW COM 896818101 137 4900 SH DEFINED 01 02 03 4900
TROPICAL SPORTSWEAR INTL CORP COM 89708P102 44 2500 SH DEFINED 01 02 03 2500
TRUE NORTH COMMUNICATIONS INC COM 897844106 405 9200 SH DEFINED 01 02 03 9200
TRUST CO NJ JERSEY CITY NEW COM 898304100 106 5805 SH DEFINED 01 02 03 5805
TRUSTCO BK CORP N Y COM 898349105 215 17180 SH DEFINED 01 02 03 17180
TUCKER ANTHONY SUTRO COM 898647102 4 200 SH DEFINED 01 02 03 200
TUESDAY MORNING CORP COM NEW 899035505 1 100 SH DEFINED 01 02 03 100
TUMBLEWEED COMMUNICATIONS CORP COM 899690101 300 5900 SH DEFINED 01 02 03 5900
TUPPERWARE CORP COM 899896104 1619 73600 SH DEFINED 01 02 03 73600
TURNSTONE SYSTEMS INC COM 900423104 663 4000 SH DEFINED 01 02 03 4000
TUT SYSTEMS COM 901103101 120 2100 SH DEFINED 01 02 03 2100
TWEETER HOME ENTMT GROUP INC COM 901167106 9 300 SH DEFINED 01 02 03 300
24 / 7 MEDIA INC COM 901314104 38 2400 SH DEFINED 01 02 03 2400
TWINLAB CORP COM 901774109 64 10000 SH DEFINED 01 02 03 10000
TYCO INTL LTD NEW COM 902124106 57775 1219523 SH DEFINED 01 02 03 1219523
TYLER TECHNOLOGIES INC COM 902252105 1 400 SH DEFINED 01 02 03 400
TYSON FOODS INC CL A 902494103 2058 235200 SH DEFINED 01 02 03 235200
UAL CORP COM PAR $0.01 902549500 815 14000 SH DEFINED 01 02 03 14000
UCAR INTL INC COM 90262K109 1108 84800 SH DEFINED 01 02 03 84800
UGI CORP NEW COM 902681105 168 8205 SH DEFINED 01 02 03 8205
UICI COM 902737105 65 9900 SH DEFINED 01 02 03 9900
UMB FINL CORP COM 902788108 144 4391 SH DEFINED 01 02 03 4391
USX MARATHON GROUP COM NEW 902905827 3987 159100 SH DEFINED 01 02 03 159100
U S B HLDG INC COM 902910108 95 6741 SH DEFINED 01 02 03 6741
UST INC COM 902911106 1077 73300 SH DEFINED 01 02 03 73300
U S PLASTIC LMBR CORP COM 902948108 1 300 SH DEFINED 01 02 03 300
U S FRANCHISE SYS INC CL A NEW 902956309 0 100 SH DEFINED 01 02 03 100
U S RESTAURANT PPTYS INC COM 902971100 30 3400 SH DEFINED 01 02 03 3400
US BANCORP DEL COM 902973106 6672 346586 SH DEFINED 01 02 03 346586
U S LIQUIDS INC COM 902974104 1 200 SH DEFINED 01 02 03 200
URS CORP NEW COM 903236107 3 200 SH DEFINED 01 02 03 200
U S CAN CORP COM 90328W105 2 100 SH DEFINED 01 02 03 100
U S G CORP COM NEW 903293405 1482 48800 SH DEFINED 01 02 03 48800
US LEC CORP CL A 90331S109 36 2100 SH DEFINED 01 02 03 2100
USEC INC COM 90333E108 115 24900 SH DEFINED 01 02 03 24900
USX-U S STL COM 90337T101 2248 121090 SH DEFINED 01 02 03 121090
UTI ENERGY CORP COM 903387108 144 3600 SH DEFINED 01 02 03 3600
</TABLE>
<PAGE>
<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>
US ONCOLOGY INC COM 90338W103 70 13982 SH DEFINED 01 02 03 13982
U S WIRELESS CORP COM 90339C106 6 300 SH DEFINED 01 02 03 300
ULTICOM INC COM 903844108 29 1225 SH DEFINED 01 02 03 1225
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 2317 93400 SH DEFINED 01 02 03 93400
ULTRATECH STEPPER INC COM 904034105 84 5638 SH DEFINED 01 02 03 5638
UNICAPITAL CORP NEW COM 90459D108 9 18500 SH DEFINED 01 02 03 18500
UNIFI INC COM 904677101 898 72600 SH DEFINED 01 02 03 72600
UNIFIRST CORP MASS COM 904708104 24 3000 SH DEFINED 01 02 03 3000
UNILEVER N V N Y SHS NEW 904784709 13432 312364 SH DEFINED 01 02 03 312364
UNILEVER N V N Y SHS NEW 904784709 630 14642 SH DEFINED 01 02 03 14642
UNICOM CORP COM 904911104 3447 89100 SH DEFINED 01 02 03 89100
UNIGRAPHICS SOLUTIONS INC CL A 904928108 47 2400 SH DEFINED 01 02 03 2400
UNION CARBIDE CORP COM 905581104 3015 60900 SH DEFINED 01 02 03 60900
UNION PAC CORP COM 907818108 5654 152050 SH DEFINED 01 02 03 152050
UNION PAC RES GROUP INC COM 907834105 3819 173600 SH DEFINED 01 02 03 173600
UNION PLANTERS CORP COM 908068109 1710 61200 SH DEFINED 01 02 03 61200
UNIONBANCAL CORP COM 908906100 130 7000 SH DEFINED 01 02 03 7000
UNISOURCE ENERGY CORP COM 909205106 129 8620 SH DEFINED 01 02 03 8620
UNISYS CORP COM 909214108 2052 140900 SH DEFINED 01 02 03 140900
UNITED ASSET MGMT CORP COM 909420101 1559 66700 SH DEFINED 01 02 03 66700
UNITED AUTO GROUP INC COM 909440109 40 4338 SH DEFINED 01 02 03 4338
UNITED CMNTY FINL CORP OHIO COM 909839102 37 5500 SH DEFINED 01 02 03 5500
UNITED BANKSHARES INC WEST VA COM 909907107 200 11000 SH DEFINED 01 02 03 11000
UNITED DOMINION REALTY TR INC COM 910197102 391 35500 SH DEFINED 01 02 03 35500
UNITED FIRE & CAS CO COM 910331107 30 1949 SH DEFINED 01 02 03 1949
UNITED ILLUM CO COM 910637107 162 3700 SH DEFINED 01 02 03 3700
UNITED NATL BANCORP N J COM 910909100 4 216 SH DEFINED 01 02 03 216
UNITED NAT FOODS INC COM 911163103 58 4200 SH DEFINED 01 02 03 4200
UNITED RETAIL GROUP INC COM 911380103 2 200 SH DEFINED 01 02 03 200
US AIRWAYS GROUP INC COM 911905107 1174 30100 SH DEFINED 01 02 03 30100
U S OFFICE PRODS CO COM NEW 912325305 6 15400 SH DEFINED 01 02 03 15400
U S WEST INC NEW COM 91273H101 22394 261150 SH DEFINED 01 02 03 261150
UNITED STATIONERS INC COM 913004107 272 8400 SH DEFINED 01 02 03 8400
UNITED TECHNOLOGIES CORP COM 913017109 21978 373300 SH DEFINED 01 02 03 373300
UNITED TELEVISION INC COM 913066106 167 1300 SH DEFINED 01 02 03 1300
UNITED WTR RES INC COM 913190104 251 7200 SH DEFINED 01 02 03 7200
UNITEDHEALTH GROUP INC COM 91324P102 6911 80600 SH DEFINED 01 02 03 80600
UNITRIN INC COM 913275103 2115 72000 SH DEFINED 01 02 03 72000
UNIVERSAL COMPRESSION HLDGS COM 913431102 83 2475 SH DEFINED 01 02 03 2475
UNIVERSAL CORP VA COM 913456109 805 38100 SH DEFINED 01 02 03 38100
UNIVERSAL FOODS CORP COM 913538104 1186 64103 SH DEFINED 01 02 03 64103
</TABLE>
<PAGE>
<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>
UNIVERSAL FST PRODS INC COM 913543104 54 3900 SH DEFINED 01 02 03 3900
UNIVISION COMMUNICATIONS INC CL A 914906102 11556 111650 SH DEFINED 01 02 03 111650
UNOCAL CORP COM 915289102 5943 179400 SH DEFINED 01 02 03 179400
UNOVA INC COM 91529B106 73 10000 SH DEFINED 01 02 03 10000
UNUMPROVIDENT CORP COM 91529Y106 2560 127600 SH DEFINED 01 02 03 127600
USFREIGHTWAYS CORP COM 916906100 199 8100 SH DEFINED 01 02 03 8100
URBAN OUTFITTERS INC COM 917047102 23 2600 SH DEFINED 01 02 03 2600
URBAN SHOPPING CTRS INC COM 917060105 125 3700 SH DEFINED 01 02 03 3700
USBANCORP INC PA COM 917292104 14 3800 SH DEFINED 01 02 03 3800
USINTERNETWORKING INC COM 917311805 8359 409000 SH DEFINED 01 02 03 409000
UTILICORP UTD INC COM 918005109 1940 97600 SH DEFINED 01 02 03 97600
V F CORP COM 918204108 1900 79800 SH DEFINED 01 02 03 79800
VYYO INC COM 918458100 161 5950 SH DEFINED 01 02 03 5950
VAIL RESORTS INC COM 91879Q109 115 7044 SH DEFINED 01 02 03 7044
VALASSIS COMMUNICATIONS INC COM 918866104 2435 63875 SH DEFINED 01 02 03 63875
VALENCE TECHNOLOGY INC COM 918914102 153 8300 SH DEFINED 01 02 03 8300
VALERO ENERGY CORP NEW COM 91913Y100 2334 73500 SH DEFINED 01 02 03 73500
VALLEY NATL BANCORP COM 919794107 193 7953 SH DEFINED 01 02 03 7953
VALMONT INDS INC COM 920253101 114 5712 SH DEFINED 01 02 03 5712
VALSPAR CORP COM 920355104 1505 44600 SH DEFINED 01 02 03 44600
VALUE CITY DEPT STORES INC COM 920387107 36 3800 SH DEFINED 01 02 03 3800
VALUE AMER INC COM 92038N102 0 100 SH DEFINED 01 02 03 100
VALUE LINE INC COM 920437100 81 2100 SH DEFINED 01 02 03 2100
VALUEVISION INTL INC CL A 92047K107 158 6600 SH DEFINED 01 02 03 6600
VANS INC COM 921930103 101 6900 SH DEFINED 01 02 03 6900
VARCO INTL INC DEL COM 922122106 2676 115090 SH DEFINED 01 02 03 115090
VARIAN INC COM 922206107 231 5000 SH DEFINED 01 02 03 5000
VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 383 6100 SH DEFINED 01 02 03 6100
VARIAN MED SYS INC COM 92220P105 313 8000 SH DEFINED 01 02 03 8000
VASTAR RES INC COM 922380100 3499 42600 SH DEFINED 01 02 03 42600
VECTREN CORP COM 92240G101 2383 138145 SH DEFINED 01 02 03 138145
VECTOR GROUP LTD COM 92240M108 3 205 SH DEFINED 01 02 03 205
VEECO INSTRS INC DEL COM 922417100 176 2400 SH DEFINED 01 02 03 2400
VENTAS INC COM 92276F100 45 14200 SH DEFINED 01 02 03 14200
VENTANA MED SYS INC COM 92276H106 82 3500 SH DEFINED 01 02 03 3500
VENATOR GROUP INC COM 922944103 1276 124500 SH DEFINED 01 02 03 124500
VERIO INC COM 923433106 130 2350 SH DEFINED 01 02 03 2350
VERITAS SOFTWARE CO COM 923436109 83431 738225 SH DEFINED 01 02 03 738225
VERITY INC COM 92343C106 239 6300 SH DEFINED 01 02 03 6300
VERISIGN INC COM 92343E102 91811 520175 SH DEFINED 01 02 03 520175
VERITAS DGC INC COM 92343P107 161 6200 SH DEFINED 01 02 03 6200
</TABLE>
<PAGE>
<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>
VERTEX PHARMACEUTICALS INC COM 92532F100 1728 16400 SH DEFINED 01 02 03 16400
VERTICALNET INC COM 92532L107 602 16300 SH DEFINED 01 02 03 16300
VETERINARY CTRS AMER INC COM 925514101 76 5539 SH DEFINED 01 02 03 5539
VIACOM INC CL B 925524308 70028 1026991 SH DEFINED 01 02 03 1026991
VIATEL INC COM 925529208 128 4480 SH DEFINED 01 02 03 4480
VIAD CORP COM 92552R109 2662 97700 SH DEFINED 01 02 03 97700
VICAL INC COM 925602104 117 6100 SH DEFINED 01 02 03 6100
VICINITY CORP COM 925653107 96 4875 SH DEFINED 01 02 03 4875
VICOR CORP COM 925815102 241 6920 SH DEFINED 01 02 03 6920
VIGNETTE CORP COM 926734104 42 800 SH DEFINED 01 02 03 800
VINTAGE PETE INC COM 927460105 379 16800 SH DEFINED 01 02 03 16800
VIRATA CORP COM 927646109 352 5900 SH DEFINED 01 02 03 5900
VISHAY INTERTECHNOLOGY INC COM 928298108 6440 169750 SH DEFINED 01 02 03 169750
VISTEON CORP COM 92839U107 877 72341 SH DEFINED 01 02 03 72341
VISUAL NETWORKS INC COM 928444108 384 13475 SH DEFINED 01 02 03 13475
VISX INC DEL COM 92844S105 1779 63400 SH DEFINED 01 02 03 63400
VITAL SIGNS INC COM 928469105 30 1642 SH DEFINED 01 02 03 1642
VITESSE SEMICONDUCTOR CORP COM 928497106 19612 266600 SH DEFINED 01 02 03 266600
VLASIC FOODS INTL INC COM 928559103 13 7700 SH DEFINED 01 02 03 7700
VODAFONE AIRTOUCH PLC SPONSORED ADR 92857T107 110891 2676100 SH DEFINED 01 02 03 2676100
VODAFONE AIRTOUCH PLC SPONSORED ADR 92857T107 1699 41000 SH DEFINED 01 02 03 41000
VOICESTREAM WIRELESS CORP COM 928615103 990 8510 SH DEFINED 01 02 03 8510
VOLT INFORMATION SCIENCES INC COM 928703107 89 2700 SH DEFINED 01 02 03 2700
VORNADO RLTY TR SH BEN INT 929042109 386 11100 SH DEFINED 01 02 03 11100
VULCAN MATLS CO COM 929160109 1947 45600 SH DEFINED 01 02 03 45600
WD-40 CO COM 929236107 122 5900 SH DEFINED 01 02 03 5900
WFS FINL INC COM 92923B106 49 2827 SH DEFINED 01 02 03 2827
W HLDG CO INC COM 929251106 91 11000 SH DEFINED 01 02 03 11000
WMS INDS INC COM 929297109 126 8148 SH DEFINED 01 02 03 8148
WPS RESOURCES CORP COM 92931B106 207 6900 SH DEFINED 01 02 03 6900
WABASH NATL CORP COM 929566107 126 10588 SH DEFINED 01 02 03 10588
WABTEC CORP COM 929740108 105 10119 SH DEFINED 01 02 03 10119
WACHOVIA CORP COM 929771103 5974 110113 SH DEFINED 01 02 03 110113
WACKENHUT CORP COM SER A 929794105 48 3700 SH DEFINED 01 02 03 3700
WACKENHUT CORRECTIONS CORP COM 929798106 21 2800 SH DEFINED 01 02 03 2800
WADDELL & REED FINL INC CL A 930059100 2812 85701 SH DEFINED 01 02 03 85701
WADDELL & REED FINL INC CL B 930059209 0 0 SH DEFINED 01 02 03 0
WAL MART STORES INC COM 931142103 163309 2834000 SH DEFINED 01 02 03 2834000
WALGREEN CO COM 931422109 16261 505200 SH DEFINED 01 02 03 505200
WALLACE COMPUTER SERVICES INC COM 932270101 515 52200 SH DEFINED 01 02 03 52200
WALTER INDS INC COM 93317Q105 127 11100 SH DEFINED 01 02 03 11100
</TABLE>
<PAGE>
<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>
WARNACO GROUP INC CL A 934390105 430 55500 SH DEFINED 01 02 03 55500
WASHINGTON FED INC COM 938824109 434 23800 SH DEFINED 01 02 03 23800
WASHINGTON GAS LT CO COM 938837101 1461 60700 SH DEFINED 01 02 03 60700
WASHINGTON MUT INC COM 939322103 7287 252358 SH DEFINED 01 02 03 252358
WASHINGTON POST CO CL B 939640108 4684 9800 SH DEFINED 01 02 03 9800
WASHINGTON REAL ESTATE INVT TR SH BEN INT 939653101 159 8900 SH DEFINED 01 02 03 8900
WASTE CONNECTIONS INC COM 941053100 30 1501 SH DEFINED 01 02 03 1501
WASTE MGMT INC DEL COM 94106L109 5337 280900 SH DEFINED 01 02 03 280900
WATERS CORP COM 941848103 8462 67800 SH DEFINED 01 02 03 67800
WATSCO INC COM 942622200 76 6111 SH DEFINED 01 02 03 6111
WATSON PHARMACEUTICALS INC COM 942683103 2344 43600 SH DEFINED 01 02 03 43600
WATTS INDS INC CL A 942749102 73 5808 SH DEFINED 01 02 03 5808
WAUSAU-MOSINEE PAPER CORP COM 943315101 572 66766 SH DEFINED 01 02 03 66766
WAVE SYSTEMS CORP CL A 943526103 161 10200 SH DEFINED 01 02 03 10200
WAVO CORP COM 944027101 0 100 SH DEFINED 01 02 03 100
WEATHERFORD INTL INC COM 947074100 4507 113200 SH DEFINED 01 02 03 113200
WEBB DEL CORP COM 947423109 86 5600 SH DEFINED 01 02 03 5600
WEBSENSE INC COM 947684106 79 3150 SH DEFINED 01 02 03 3150
WEBLINK WIRELESS INC CL A 94769A101 174 13137 SH DEFINED 01 02 03 13137
WEBSTER FINL CORP CONN COM 947890109 1416 63800 SH DEFINED 01 02 03 63800
WEBTRENDS CORP COM 94844D104 5650 146050 SH DEFINED 01 02 03 146050
WEINGARTEN RLTY INVS SH BEN INT 948741103 279 6900 SH DEFINED 01 02 03 6900
WELLMAN INC COM 949702104 1237 76419 SH DEFINED 01 02 03 76419
WELLPOINT HEALTH NETWORK NEW COM 94973H108 2543 35100 SH DEFINED 01 02 03 35100
WELLS FARGO & CO NEW COM 949746101 34861 899648 SH DEFINED 01 02 03 899648
WELLSFORD REAL PPTYS INC COM NEW 950240200 42 2800 SH DEFINED 01 02 03 2800
WENDYS INTL INC COM 950590109 916 51400 SH DEFINED 01 02 03 51400
WERNER ENTERPRISES INC COM 950755108 160 13837 SH DEFINED 01 02 03 13837
WESBANCO INC COM 950810101 135 5579 SH DEFINED 01 02 03 5579
WESCO INTL INC COM 95082P105 47 4900 SH DEFINED 01 02 03 4900
WESLEY JESSEN VISIONCARE INC COM 951018100 158 4200 SH DEFINED 01 02 03 4200
WEST COAST BANCORP ORE NEW COM 952145100 78 7831 SH DEFINED 01 02 03 7831
WEST MARINE INC COM 954235107 32 4700 SH DEFINED 01 02 03 4700
WEST PHARMACEUTICAL SVSC INC COM 955306105 79 3663 SH DEFINED 01 02 03 3663
WEST TELESERVICES CORP COM 956188106 154 6100 SH DEFINED 01 02 03 6100
WESTAMERICA BANCORPORATION COM 957090103 988 37800 SH DEFINED 01 02 03 37800
WESTELL TECHNOLOGIES INC CL A 957541105 111 7410 SH DEFINED 01 02 03 7410
WESTCORP INC COM 957907108 83 6994 SH DEFINED 01 02 03 6994
WESTERN DIGITAL CORP COM 958102105 100 19900 SH DEFINED 01 02 03 19900
WESTERN GAS RES INC COM 958259103 132 6300 SH DEFINED 01 02 03 6300
WESTERN PPTYS TR SH BEN INT 959261108 55 4611 SH DEFINED 01 02 03 4611
</TABLE>
<PAGE>
<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>
WESTFIELD AMER INC COM 959910100 62 4600 SH DEFINED 01 02 03 4600
WESTPAC BKG CORP SPONSORED ADR 961214301 475 13300 SH DEFINED 01 02 03 13300
WESTPOINT STEVENS INC COM 961238102 574 51600 SH DEFINED 01 02 03 51600
WESTVACO CORP COM 961548104 1253 50500 SH DEFINED 01 02 03 50500
WESTWOOD ONE INC COM 961815107 4348 127400 SH DEFINED 01 02 03 127400
WET SEAL INC CL A 961840105 53 4000 SH DEFINED 01 02 03 4000
WEYERHAEUSER CO COM 962166104 11898 276700 SH DEFINED 01 02 03 276700
WHIRLPOOL CORP COM 963320106 1837 39400 SH DEFINED 01 02 03 39400
WHITEHALL JEWELLERS INC COM 965063100 2 100 SH DEFINED 01 02 03 100
WHITMAN CORP NEW COM 96647R107 1760 142200 SH DEFINED 01 02 03 142200
WHITNEY HLDG CORP COM 966612103 210 6145 SH DEFINED 01 02 03 6145
WHOLE FOODS MKT INC COM 966837106 235 5700 SH DEFINED 01 02 03 5700
WILD OATS MARKETS INC COM 96808B107 53 4200 SH DEFINED 01 02 03 4200
WILLAMETTE INDS INC COM 969133107 1365 50100 SH DEFINED 01 02 03 50100
WILLIAMS COMMUNICATIONS GROUP CL A 969455104 120 3625 SH DEFINED 01 02 03 3625
WILLIAMS COS INC DEL COM 969457100 8950 214700 SH DEFINED 01 02 03 214700
WILLIAMS SONOMA INC COM 969904101 1972 60800 SH DEFINED 01 02 03 60800
WILMINGTON TRUST CORP COM 971807102 1436 33600 SH DEFINED 01 02 03 33600
WIND RIVER SYSTEMS INC COM 973149107 568 14999 SH DEFINED 01 02 03 14999
WINN DIXIE STORES INC COM 974280109 935 65300 SH DEFINED 01 02 03 65300
WINNEBAGO INDS INC COM 974637100 77 5900 SH DEFINED 01 02 03 5900
WINSTAR COMMUNICATIONS INC COM 975515107 58 1725 SH DEFINED 01 02 03 1725
WIRELESS FACILITIES INC COM 97653A103 265 5200 SH DEFINED 01 02 03 5200
WISCONSIN CENT TRANSN CORP COM 976592105 840 64600 SH DEFINED 01 02 03 64600
WISCONSIN ENERGY CORP COM 976657106 2488 125600 SH DEFINED 01 02 03 125600
WITNESS SYS INC COM 977424100 185 7600 SH DEFINED 01 02 03 7600
WOLVERINE TUBE INC COM 978093102 85 5000 SH DEFINED 01 02 03 5000
WOLVERINE WORLD WIDE INC COM 978097103 110 11100 SH DEFINED 01 02 03 11100
WOODWARD GOVERNOR CO COM 980745103 68 2400 SH DEFINED 01 02 03 2400
WORLD ACCESS INC COM 98141A101 103 9300 SH DEFINED 01 02 03 9300
WORLDGATE COMMUNICATIONS INC COM 98156L307 34 1900 SH DEFINED 01 02 03 1900
WORLDCOM INC GA NEW COM 98157D106 184748 4027194 SH DEFINED 01 02 03 4027194
WORTHINGTON INDS INC COM 981811102 575 54800 SH DEFINED 01 02 03 54800
WORLDPAGES COM INC COM 981922107 32 5300 SH DEFINED 01 02 03 5300
WRIGLEY WM JR CO COM 982526105 5060 63100 SH DEFINED 01 02 03 63100
WYNDHAM INTL INC CL A 983101106 107 42900 SH DEFINED 01 02 03 42900
WYNNS INTL INC COM 983195108 129 5668 SH DEFINED 01 02 03 5668
XCEED INC COM 98388N105 39 4300 SH DEFINED 01 02 03 4300
XILINX INC COM 983919101 155142 1879080 SH DEFINED 01 02 03 1879080
XIRCOM INC COM 983922105 25802 543200 SH DEFINED 01 02 03 543200
XEROX CORP COM 984121103 7067 340580 SH DEFINED 01 02 03 340580
</TABLE>
<PAGE>
<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>
XTRA CORP COM 984138107 134 3400 SH DEFINED 01 02 03 3400
YAHOO INC COM 984332106 35782 288854 SH DEFINED 01 02 03 288854
YELLOW CORP COM 985509108 102 6900 SH DEFINED 01 02 03 6900
YORK INTL CORP NEW COM 986670107 1037 39700 SH DEFINED 01 02 03 39700
YOUNG & RUBICAM INC COM 987425105 1864 32600 SH DEFINED 01 02 03 32600
YOUNG BROADCASTING INC CL A 987434107 62 2400 SH DEFINED 01 02 03 2400
YOUTHSTREAM MEDIA NETWORKS INC COM 987819109 24 4300 SH DEFINED 01 02 03 4300
ZALE CORP NEW COM 988858106 245 6700 SH DEFINED 01 02 03 6700
ZAPATA CORP COM NEW 989070503 23 7500 SH DEFINED 01 02 03 7500
ZEBRA TECHNOLOGIES CORP CL A 989207105 270 6100 SH DEFINED 01 02 03 6100
ZENITH NATL INS CORP COM 989390109 55 2600 SH DEFINED 01 02 03 2600
ZIFF-DAVIS INC COM ZD 989511100 45 5000 SH DEFINED 01 02 03 5000
ZIFF-DAVIS INC COM ZDNET 989511209 1 100 SH DEFINED 01 02 03 100
ZIONS BANCORPORATION COM 989701107 4103 89400 SH DEFINED 01 02 03 89400
ZIXIT CORP COM 98974P100 157 3400 SH DEFINED 01 02 03 3400
ZOMAX INC MINN COM 989929104 18 1400 SH DEFINED 01 02 03 1400
ACE LTD ORD G0070K103 615 21970 SH DEFINED 01 02 03 21970
AMDOCS LTD ORD G02602103 691 9004 SH DEFINED 01 02 03 9004
CORECOMM LTD ORD G2422R109 84 4300 SH DEFINED 01 02 03 4300
EVEREST RE GROUP LTD COM G3223R108 1571 47800 SH DEFINED 01 02 03 47800
FLAG TELECOM HOLDINGS LTD ORD G3529L102 47 3175 SH DEFINED 01 02 03 3175
GEMSTAR INTL GROUP LTD ORD G3788V106 389 6332 SH DEFINED 01 02 03 6332
GLOBAL CROSSING LTD COM G3921A100 21450 815205 SH DEFINED 01 02 03 815205
GLOBAL SOURCES LTD ORD G39300101 7 273 SH DEFINED 01 02 03 273
LORAL SPACE & COMMUNICATIONS COM G56462107 351 50600 SH DEFINED 01 02 03 50600
PXRE GROUP LTD COM G73018106 59 4378 SH DEFINED 01 02 03 4378
RENAISSANCE RE HLDGS LTD COM G7496G103 265 6075 SH DEFINED 01 02 03 6075
SANTA FE INTL CORP ORD G7805C108 224 6400 SH DEFINED 01 02 03 6400
HILFIGER TOMMY CORP ORD G8915Z102 12 1600 SH DEFINED 01 02 03 1600
TRANSOCEAN SEDCO FOREX INC ORD G90078109 7325 137067 SH DEFINED 01 02 03 137067
WHITE MTNS INS GROUP LTD COM G9618E107 168 1050 SH DEFINED 01 02 03 1050
XL CAP LTD CL A G98255105 622 11500 SH DEFINED 01 02 03 11500
MILLICOM INTL CELLULAR S A ORD L6388F102 98 2794 SH DEFINED 01 02 03 2794
M SYS FLASH DISK PIONEERS LTD ORD M7061C100 580 7450 SH DEFINED 01 02 03 7450
ARCADIS N V ORD N0605M105 4 560 SH DEFINED 01 02 03 560
ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 40754 923600 SH DEFINED 01 02 03 923600
BAAN CO NV COM N08044104 8 2918 SH DEFINED 01 02 03 2918
CORE LABORATORIES N V COM N22717107 143 4925 SH DEFINED 01 02 03 4925
FLEXTRONICS INTL LTD ORD Y2573F102 58755 855400 SH DEFINED 01 02 03 855400
GRAND TOTAL 12,653,726
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