<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: March 31, 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 May 12, 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. 28-00869
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: 2,820
Form 13F Information Table Value Total: $13,293,187 (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 110 6200 SH DEFINED 6200
AON CORP COM 037389103 11 337 SH DEFINED 337
BERKSHIRE HATHAWAY INC DEL CL A 084670108 0 1 SH DEFINED 1
CONSECO INC COM 208464107 5 400 SH DEFINED 400
CONTINENTAL AIRLS INC CL B 210795308 23 566 SH DEFINED 01 02 566
FIRST DATA CORP COM 319963104 3 60 SH DEFINED 60
MATTEL INC COM 577081102 69 6562 SH DEFINED 01 02 6562
MUTUAL RISK MGMT LTD COM 628351108 8 400 SH DEFINED 400
PER SE TECHNOLOGIES INC COM NEW 713569309 2 377 SH DEFINED 01 02 377
RF MONOLITHICS INC COM 74955F106 75 4973 SH DEFINED 01 02 4973
SECURITY CAP GROUP INC CL A 81413P105 287 479 SH DEFINED 01 479
TORCHMARK CORP COM 891027104 5 200 SH DEFINED 200
USLIFE INCOME FD INC COM 917324105 74 8400 SH DEFINED 8400
AAR CORP COM 000361105 121 7250 SH DEFINED 01 02 03 7250
ABC-NACO INC COM 000752105 4 500 SH DEFINED 01 02 03 500
A D C TELECOMMUNICATIONS COM 000886101 9094 168800 SH DEFINED 01 02 03 168800
ACTV INC COM 00088E104 250 7133 SH DEFINED 01 02 03 7133
ABM INDS INC COM 000957100 108 4605 SH DEFINED 01 02 03 4605
ACT NETWORKS INC COM 000975102 41 4000 SH DEFINED 01 02 03 4000
AFLAC INC COM 001055102 6887 151150 SH DEFINED 01 02 03 151150
AGCO CORP COM 001084102 784 68900 SH DEFINED 01 02 03 68900
AGL RES INC COM 001204106 5475 297972 SH DEFINED 01 02 03 297972
AHL SVCS INC COM 001296102 20 2000 SH DEFINED 01 02 03 2000
AES CORP COM 00130H105 8403 106700 SH DEFINED 01 02 03 106700
AK STL HLDG CORP COM 001547108 1190 114680 SH DEFINED 01 02 03 114680
AMC ENTMT INC COM 001669100 19 3700 SH DEFINED 01 02 03 3700
AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 113 5500 SH DEFINED 01 02 03 5500
AMR CORP COM 001765106 8418 264100 SH DEFINED 01 02 03 264100
AT&T CORP COM 001957109 120898 2149296 SH DEFINED 01 02 03 2149296
AT&T CORP COM LIB GRP A 001957208 27445 463200 SH DEFINED 01 02 03 463200
A S V INC COM 001963107 2 100 SH DEFINED 01 02 03 100
ATMI INC COM 00207R101 1136 23800 SH DEFINED 01 02 03 23800
AVT CORP COM 002420107 99 8400 SH DEFINED 01 02 03 8400
AVX CORP NEW COM 002444107 569 7500 SH DEFINED 01 02 03 7500
AXA FINL INC COM 002451102 373 10400 SH DEFINED 01 02 03 10400
AARON RENTS INC COM 002535201 98 6500 SH DEFINED 01 02 03 6500
ABBOTT LABS COM 002824100 40150 1141030 SH DEFINED 01 02 03 1141030
ABERCROMBIE & FITCH CO CL A 002896207 1538 96102 SH DEFINED 01 02 03 96102
ABGENIX INC COM 00339B107 670 4850 SH DEFINED 01 02 03 4850
ACCEPTANCE INS COS INC COM 004308102 23 4300 SH DEFINED 01 02 03 4300
ACCLAIM ENTMT INC COM PAR $0.02 004325205 44 13400 SH DEFINED 01 02 03 13400
</TABLE>
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<TABLE>
<CAPTION>
FORM 13F INFORMATION TABLE
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ACCREDO HEALTH INC COM 00437V104 176 5300 SH DEFINED 01 02 03 5300
ACCRUE SOFTWARE INC COM 00437W102 275 6000 SH DEFINED 01 02 03 6000
ACKERLEY GROUP INC COM 004527107 83 5500 SH DEFINED 01 02 03 5500
ACNIELSEN CORP COM 004833109 1214 53947 SH DEFINED 01 02 03 53947
ACTIVISION INC NEW COM NEW 004930202 42 3500 SH DEFINED 01 02 03 3500
ACTION PERFORMANCE COS INC COM 004933107 51 3800 SH DEFINED 01 02 03 3800
ACTEL CORP COM 004934105 328 9200 SH DEFINED 01 02 03 9200
ACTUATE CORP COM 00508B102 883 16400 SH DEFINED 01 02 03 16400
ACUSON CORP COM 005113105 460 31070 SH DEFINED 01 02 03 31070
ACX TECHNOLOGIES INC COM 005123104 24 5900 SH DEFINED 01 02 03 5900
ACXIOM CORP COM 005125109 3382 101700 SH DEFINED 01 02 03 101700
ADAPTIVE BROADBAND CORP COM 00650M104 514 9600 SH DEFINED 01 02 03 9600
ADAPTEC INC COM 00651F108 2151 55700 SH DEFINED 01 02 03 55700
ADECCO SA SPONSORED ADR 006754105 116 1311 SH DEFINED 01 02 03 1311
ADELPHIA BUSINESS SOLUTIONS CL A 006847107 6 100 SH DEFINED 01 02 03 100
ADELPHIA COMMUNICATIONS CORP CL A 006848105 157 3200 SH DEFINED 01 02 03 3200
ADMINISTAFF INC COM 007094105 102 2600 SH DEFINED 01 02 03 2600
ADOBE SYS INC COM 00724F101 6295 56550 SH DEFINED 01 02 03 56550
ADTRAN INC COM 00738A106 2479 41700 SH DEFINED 01 02 03 41700
ADVANCE PARADIGM INC COM 007491103 56 4722 SH DEFINED 01 02 03 4722
ADVANCED DIGITAL INFORMATION COM 007525108 267 7800 SH DEFINED 01 02 03 7800
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 2172 34650 SH DEFINED 01 02 03 34650
ADVANCED RADIO TELECOM CORP COM 00754U101 113 3400 SH DEFINED 01 02 03 3400
ADVEST GROUP INC COM 007566102 88 4648 SH DEFINED 01 02 03 4648
ADVANTAGE LEARNING SYSTEMS COM 00757K100 40 2400 SH DEFINED 01 02 03 2400
ADVO INC COM 007585102 168 6725 SH DEFINED 01 02 03 6725
ADVANTICA RESTAURANT GROUP INCCOM 00758B109 12 7700 SH DEFINED 01 02 03 7700
AERIAL COMMUNICATIONS INC COM 007655103 205 3600 SH DEFINED 01 02 03 3600
AEROFLEX INC COM 007768104 114 2300 SH DEFINED 01 02 03 2300
ADVANCED MICRO DEVICES INC COM 007903107 6511 114100 SH DEFINED 01 02 03 114100
AEGON N V ORD AMER REG 007924103 499 6193 SH DEFINED 01 02 03 6193
ADVANTA CORP CL A 007942105 102 5000 SH DEFINED 01 02 03 5000
ADVANCED ENERGY INDS COM 007973100 92 1800 SH DEFINED 01 02 03 1800
ADVENT SOFTWARE INC COM 007974108 957 20860 SH DEFINED 01 02 03 20860
AETHER SYS INC COM 00808V105 154 850 SH DEFINED 01 02 03 850
AETNA INC COM 008117103 4152 74561 SH DEFINED 01 02 03 74561
AFFILIATED COMPUTER SERVICES CL A 008190100 1756 46200 SH DEFINED 01 02 03 46200
AFFILIATED MANAGERS GROUP COM 008252108 257 5400 SH DEFINED 01 02 03 5400
AFFYMETRIX INC COM 00826T108 972 6550 SH DEFINED 01 02 03 6550
AFTERMARKET TECHNOLOGY CORP COM 008318107 69 5500 SH DEFINED 01 02 03 5500
AGILENT TECHNOLOGIES INC COM 00846U101 146 1400 SH DEFINED 01 02 03 1400
</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>
AGILE SOFTWARE CORP DEL COM 00846X105 463 7400 SH DEFINED 01 02 03 7400
AGRIBRANDS INTL INC COM 00849R105 118 3000 SH DEFINED 01 02 03 3000
AIR PRODS & CHEMS INC COM 009158106 3014 106000 SH DEFINED 01 02 03 106000
AIRBORNE FGHT CORP COM 009266107 1370 57092 SH DEFINED 01 02 03 57092
AIRGAS INC COM 009363102 681 81900 SH DEFINED 01 02 03 81900
AIRTRAN HLDGS INC COM 00949P108 64 14600 SH DEFINED 01 02 03 14600
AKZO NOBEL NV SPONSORED ADR 010199305 439 10200 SH DEFINED 01 02 03 10200
ALABAMA NATL BANCORP DELA COM 010317105 36 1900 SH DEFINED 01 02 03 1900
ALAMOSA PCS HOLDINGS COM 011593100 63 1659 SH DEFINED 01 02 03 1659
ALARIS MED INC COM 011637105 21 9800 SH DEFINED 01 02 03 9800
ALASKA AIR GROUP INC COM 011659109 1065 35442 SH DEFINED 01 02 03 35442
ALBANY INTL CORP CL A 012348108 498 33591 SH DEFINED 01 02 03 33591
ALBANY MOLECULAR RESH INC COM 012423109 193 3300 SH DEFINED 01 02 03 3300
ALBEMARLE CORP COM 012653101 1368 65925 SH DEFINED 01 02 03 65925
ALBERTO CULVER CO CL B CONV 013068101 602 25299 SH DEFINED 01 02 03 25299
ALBERTSONS INC COM 013104104 6405 206626 SH DEFINED 01 02 03 206626
ALCAN ALUMINIUM LTD NEW COM 013716105 7803 230350 SH DEFINED 01 02 03 230350
ALCOA INC COM 013817101 23794 338700 SH DEFINED 01 02 03 338700
ALEXANDER & BALDWIN INC COM 014482103 1866 90496 SH DEFINED 01 02 03 90496
ALEXANDERS INC COM 014752109 64 1000 SH DEFINED 01 02 03 1000
ALEXANDRIA REAL ESTATE EQ INC COM 015271109 87 2900 SH DEFINED 01 02 03 2900
ALFA CORP COM 015385107 139 7850 SH DEFINED 01 02 03 7850
ALGOS PHARMACEUTICAL CORP COM 015869100 45 3100 SH DEFINED 01 02 03 3100
ALKERMES INC COM 01642T108 537 5800 SH DEFINED 01 02 03 5800
ALLAIRE CORP COM 016714107 333 4400 SH DEFINED 01 02 03 4400
ALLEGHANY CORP DEL COM 017175100 134 714 SH DEFINED 01 02 03 714
ALLEGHENY ENERGY INC COM 017361106 2842 103128 SH DEFINED 01 02 03 103128
ALLEGHENY TECHNOLOGIES INC COM 01741R102 903 45000 SH DEFINED 01 02 03 45000
ALLEGIANCE TELECOM INC COM 01747T102 1084 13450 SH DEFINED 01 02 03 13450
ALLEN TELECOM INC COM 018091108 179 11200 SH DEFINED 01 02 03 11200
ALLERGAN INC COM 018490102 3585 71700 SH DEFINED 01 02 03 71700
ALLIANCE BANCORP COM 01852J105 5 300 SH DEFINED 01 02 03 300
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 191 8900 SH DEFINED 01 02 03 8900
ALLIANT CORP COM 018802108 2235 73432 SH DEFINED 01 02 03 73432
ALLIANT TECHSYSTEMS INC COM 018804104 151 2565 SH DEFINED 01 02 03 2565
ALLIED CAP CORP NEW COM 01903Q108 456 26150 SH DEFINED 01 02 03 26150
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 562 85700 SH DEFINED 01 02 03 85700
ALLMERICA FINL CORP COM 019754100 4111 80600 SH DEFINED 01 02 03 80600
ALLSCRIPTS INC COM 019886100 586 9750 SH DEFINED 01 02 03 9750
ALLSTATE CORP COM 020002101 12559 527432 SH DEFINED 01 02 03 527432
ALLTEL CORP COM 020039103 10478 166150 SH DEFINED 01 02 03 166150
</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 79 3500 SH DEFINED 01 02 03 3500
ALPHA INDS INC COM 020753109 342 3600 SH DEFINED 01 02 03 3600
ALPHARMA INC CL A 020813101 177 4824 SH DEFINED 01 02 03 4824
ALPINE GROUP INC COM 020825105 38 4200 SH DEFINED 01 02 03 4200
ALTERA CORP COM 021441100 137472 1540300 SH DEFINED 01 02 03 1540300
ALTEON WEBSYSTEMS INC COM 02145A109 533 6500 SH DEFINED 01 02 03 6500
ALTERRA HEALTHCARE CORP COM 02146C104 23 5700 SH DEFINED 01 02 03 5700
ALZA CORP DEL COM 022615108 2242 59700 SH DEFINED 01 02 03 59700
AMAZON COM INC COM 023135106 74 1100 SH DEFINED 01 02 03 1100
AMBAC FINL GROUP INC COM 023139108 3954 78500 SH DEFINED 01 02 03 78500
AMCOL INTL CORP COM 02341W103 109 7100 SH DEFINED 01 02 03 7100
AMERADA HESS CORP COM 023551104 4091 63300 SH DEFINED 01 02 03 63300
AMERCO COM 023586100 48 2600 SH DEFINED 01 02 03 2600
AMEREN CORP COM 023608102 1995 64500 SH DEFINED 01 02 03 64500
AMERICA ONLINE INC DEL COM 02364J104 165512 2461150 SH DEFINED 01 02 03 2461150
AMERICA WEST HLDG CORP CL B 023657208 132 8513 SH DEFINED 01 02 03 8513
AMERICAN ANNUITY GROUP INC COM 023840101 59 3878 SH DEFINED 01 02 03 3878
AMCORE FINL INC COM 023912108 133 7450 SH DEFINED 01 02 03 7450
AMERICAN AXLE & MFG HLDGS INC COM 024061103 1 100 SH DEFINED 01 02 03 100
AMERICAN CLASSIC VOYAGES CO COM 024928103 216 8575 SH DEFINED 01 02 03 8575
AMERICAN ELEC PWR INC COM 025537101 2707 90800 SH DEFINED 01 02 03 90800
AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 1654 43600 SH DEFINED 01 02 03 43600
AMERICAN EXPRESS CO COM 025816109 38694 259800 SH DEFINED 01 02 03 259800
AMERICAN FINL GROUP INC OHIO COM 025932104 2990 104466 SH DEFINED 01 02 03 104466
AMERICAN FREIGHTWAYS CORP COM 02629V108 87 5840 SH DEFINED 01 02 03 5840
AMERICAN GENERAL CORP COM 026351106 6292 112100 SH DEFINED 01 02 03 112100
AMERICAN GREETINGS CORP CL A 026375105 584 32000 SH DEFINED 01 02 03 32000
AMERICAN HOME PRODS CORP COM 026609107 62875 1172500 SH DEFINED 01 02 03 1172500
AMERICAN INDL PPTYS REIT COM NEW 026791202 4 300 SH DEFINED 01 02 03 300
AMERICAN INTL GROUP INC COM 026874107 110810 1011963 SH DEFINED 01 02 03 1011963
AMERICAN ITALIAN PASTA CO CL A 027070101 111 4500 SH DEFINED 01 02 03 4500
AMERICAN MGMT SYS INC COM 027352103 552 12600 SH DEFINED 01 02 03 12600
AMERICAN MOBILE SATELLITE CORPCOM 02755R103 467 19475 SH DEFINED 01 02 03 19475
AMERICAN RETIREMENT CORP COM 028913101 1 100 SH DEFINED 01 02 03 100
AMERICAN PWR CONVERSION CORP COM 029066107 7808 182100 SH DEFINED 01 02 03 182100
AMERICAN STD COS INC DEL COM 029712106 2805 75800 SH DEFINED 01 02 03 75800
AMERICAN STS WTR CO COM 029899101 9 300 SH DEFINED 01 02 03 300
AMERICAN TOWER CORP CL A 029912201 573 11600 SH DEFINED 01 02 03 11600
AMERICAN SUPERCONDUCTOR CORP COM 030111108 62 1400 SH DEFINED 01 02 03 1400
AMERICAN WTR WKS INC COM 030411102 2149 90500 SH DEFINED 01 02 03 90500
AMERICAN XTAL TECHNOLOGY INC COM 030514103 97 3000 SH DEFINED 01 02 03 3000
</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>
AMERICREDIT CORP COM 03060R101 259 15900 SH DEFINED 01 02 03 15900
AMERIPATH INC COM 03071D109 2 300 SH DEFINED 01 02 03 300
AMERISOURCE HEALTH CORP CL A 03071P102 164 10900 SH DEFINED 01 02 03 10900
AMERITRADE HLDG CORP CL A 03072H109 4 200 SH DEFINED 01 02 03 200
AMERUS LIFE HLDGS INC COM 030732101 84 4653 SH DEFINED 01 02 03 4653
AMES DEPT STORES INC COM NEW 030789507 157 6400 SH DEFINED 01 02 03 6400
AMETEK INC NEW COM 031100100 735 38169 SH DEFINED 01 02 03 38169
AMF BOWLING INC COM 03113V109 37 17200 SH DEFINED 01 02 03 17200
AMGEN INC COM 031162100 34763 566400 SH DEFINED 01 02 03 566400
AMKOR TECHNOLOGY INC COM 031652100 1072 20200 SH DEFINED 01 02 03 20200
AMRESCO INC COM 031909104 1 900 SH DEFINED 01 02 03 900
AMPEX CORP DEL CL A 032092108 52 16600 SH DEFINED 01 02 03 16600
AMPHENOL CORP NEW CL A 032095101 409 4000 SH DEFINED 01 02 03 4000
AMSOUTH BANCORPORATION COM 032165102 2763 185000 SH DEFINED 01 02 03 185000
AMTRAN INC COM 03234G106 41 2300 SH DEFINED 01 02 03 2300
ANACOMP INC DEL COM 032371106 39 2500 SH DEFINED 01 02 03 2500
ANADARKO PETE CORP COM 032511107 2600 67200 SH DEFINED 01 02 03 67200
ANADIGICS INC COM 032515108 366 5550 SH DEFINED 01 02 03 5550
ANALOG DEVICES INC COM 032654105 187082 2322200 SH DEFINED 01 02 03 2322200
ANALOGIC CORP COM PAR $0.05 032657207 68 1850 SH DEFINED 01 02 03 1850
ANALYSTS INTL CORP COM 032681108 56 5638 SH DEFINED 01 02 03 5638
ANAREN MICROWAVE INC COM 032744104 211 2200 SH DEFINED 01 02 03 2200
ANCHOR BANCORP WIS INC COM 032839102 132 8300 SH DEFINED 01 02 03 8300
ANCHOR FINL CORP S C COM 033036104 3 100 SH DEFINED 01 02 03 100
ANCHOR GAMING COM 033037102 310 8175 SH DEFINED 01 02 03 8175
ANCOR COMMUNICATIONS INC COM 03332K108 271 6600 SH DEFINED 01 02 03 6600
ANDOVER BANCORP INC DEL COM 034258103 7 242 SH DEFINED 01 02 03 242
ANDREW CORP COM 034425108 1391 60829 SH DEFINED 01 02 03 60829
ANDRX CORP COM 034551101 46 400 SH DEFINED 01 02 03 400
ANESTA CORP COM 034603100 1 100 SH DEFINED 01 02 03 100
ANHEUSER BUSCH COS INC COM 035229103 13141 211100 SH DEFINED 01 02 03 211100
ANICOM INC COM 035250109 20 3300 SH DEFINED 01 02 03 3300
ANIXTER INTL INC COM 035290105 232 8337 SH DEFINED 01 02 03 8337
ANNTAYLOR STORES CORP COM 036115103 104 4500 SH DEFINED 01 02 03 4500
ANTEC CORP COM 03664P105 408 9100 SH DEFINED 01 02 03 9100
ANSWERTHINK CONSULTING GROUP COM 036916104 137 5600 SH DEFINED 01 02 03 5600
AON CORP COM 037389103 4409 136725 SH DEFINED 01 02 03 136725
APACHE CORP COM 037411105 2995 60200 SH DEFINED 01 02 03 60200
APEX INC COM 037548104 173 4650 SH DEFINED 01 02 03 4650
APOGEE ENTERPRISES INC COM 037598109 29 7400 SH DEFINED 01 02 03 7400
APOLLO GROUP INC CL A 037604105 2013 71400 SH DEFINED 01 02 03 71400
</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>
APPLE COMPUTER INC COM 037833100 12773 94050 SH DEFINED 01 02 03 94050
APPLEBEES INTL INC COM 037899101 340 12100 SH DEFINED 01 02 03 12100
APRIA HEALTHCARE GROUP INC COM 037933108 1692 117200 SH DEFINED 01 02 03 117200
APPLIED GRAPHICS TECHNOLOGIES COM 037937109 39 6525 SH DEFINED 01 02 03 6525
APPLIED ANALYTICAL INDS INC COM 037939105 50 4800 SH DEFINED 01 02 03 4800
APPLIED INDL TECHNOLOGIES INC COM 03820C105 98 6110 SH DEFINED 01 02 03 6110
APPLIED MATLS INC COM 038222105 140547 1491216 SH DEFINED 01 02 03 1491216
APPLIED PWR INC CL A 038225108 282 9880 SH DEFINED 01 02 03 9880
APPLIED MICRO CIRCUITS CORP COM 03822W109 1471 9800 SH DEFINED 01 02 03 9800
APPLIEDTHEORY CORP COM 03828R104 90 4330 SH DEFINED 01 02 03 4330
APTARGROUP INC COM 038336103 219 8200 SH DEFINED 01 02 03 8200
ARCADIA FINL LTD COM 039101100 55 11000 SH DEFINED 01 02 03 11000
ARCH CHEMICALS INC COM 03937R102 70 3500 SH DEFINED 01 02 03 3500
ARCH COAL INC COM 039380100 33 4708 SH DEFINED 01 02 03 4708
ARCHER DANIELS MIDLAND CO COM 039483102 4414 425400 SH DEFINED 01 02 03 425400
ARCTIC CAT INC COM 039670104 57 5518 SH DEFINED 01 02 03 5518
AREA BANCSHARES CORP NEW COM 039872106 44 2200 SH DEFINED 01 02 03 2200
ARGONAUT GROUP INC COM 040157109 94 4708 SH DEFINED 01 02 03 4708
ARGOSY GAMING CO COM 040228108 105 7400 SH DEFINED 01 02 03 7400
ARGUSS HLDGS INC COM 040282105 98 4400 SH DEFINED 01 02 03 4400
ARIBA INC COM 04033V104 19946 95150 SH DEFINED 01 02 03 95150
ARMSTRONG WORLD INDS INC COM 042476101 325 18200 SH DEFINED 01 02 03 18200
ARNOLD INDS INC COM 042595108 368 28700 SH DEFINED 01 02 03 28700
ARROW ELECTRS INC COM 042735100 3315 94054 SH DEFINED 01 02 03 94054
ARROW INTL INC COM 042764100 116 3700 SH DEFINED 01 02 03 3700
ART TECHNOLOGY GROUP INC COM 04289L107 657 10000 SH DEFINED 01 02 03 10000
ARTESYN TECHNOLOGIES INC COM 043127109 157 8309 SH DEFINED 01 02 03 8309
ARVIN INDS INC COM 043339100 691 30550 SH DEFINED 01 02 03 30550
ASCENT ENTMT GROUP INC COM 043628106 125 8200 SH DEFINED 01 02 03 8200
ASHLAND INC COM 044204105 2380 71172 SH DEFINED 01 02 03 71172
ASHTON TECHNOLOGY GROUP INC COM 045084100 50 5900 SH DEFINED 01 02 03 5900
ASPECT DEV INC COM 045234101 773 12000 SH DEFINED 01 02 03 12000
ASPECT COMMUNICATIONS CORP COM 04523Q102 475 12806 SH DEFINED 01 02 03 12806
ASPEN TECHNOLOGY INC COM 045327103 630 15600 SH DEFINED 01 02 03 15600
ASSISTED LIVING CONCEPTS INC COM 04543L109 0 100 SH DEFINED 01 02 03 100
ASSOCIATED BANC CORP COM 045487105 1781 59600 SH DEFINED 01 02 03 59600
ASSOCIATED ESTATES RLTY CORP COM 045604105 39 4800 SH DEFINED 01 02 03 4800
AT HOME CORP COM SER A 045919107 263 7978 SH DEFINED 01 02 03 7978
ASSOCIATES FIRST CAP CORP CL A 046008108 19027 887550 SH DEFINED 01 02 03 887550
ASTEC INDS INC COM 046224101 98 3700 SH DEFINED 01 02 03 3700
ASTORIA FINL CORP COM 046265104 1441 50800 SH DEFINED 01 02 03 50800
</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>
ASTRAZENECA PLC SPONSORED ADR 046353108 434 10716 SH DEFINED 01 02 03 10716
ASTRAZENECA PLC SPONSORED ADR 046353108 441 10900 SH DEFINED 01 02 03 10900
ASYST TECHNOLOGY CORP COM 04648X107 363 6200 SH DEFINED 01 02 03 6200
ATLANTIC COAST AIRLINES HLDGS COM 048396105 83 3200 SH DEFINED 01 02 03 3200
ATLANTIC RICHFIELD CO COM 048825103 12453 146500 SH DEFINED 01 02 03 146500
ATLAS AIR INC COM 049164106 116 4241 SH DEFINED 01 02 03 4241
ATMEL CORP COM 049513104 10702 207300 SH DEFINED 01 02 03 207300
ATMOS ENERGY CORP COM 049560105 132 8050 SH DEFINED 01 02 03 8050
ATWOOD OCEANICS INC COM 050095108 338 5100 SH DEFINED 01 02 03 5100
AURORA FOODS INC COM 05164B106 1 300 SH DEFINED 01 02 03 300
AUSPEX SYS INC COM 052116100 42 3800 SH DEFINED 01 02 03 3800
AUTOBYTEL COM INC COM 05275N106 1 100 SH DEFINED 01 02 03 100
AUTODESK INC COM 052769106 1697 37300 SH DEFINED 01 02 03 37300
AUTOMATIC DATA PROCESSING INC COM 053015103 29447 610300 SH DEFINED 01 02 03 610300
AUTONATION INC COM 05329W102 88 11100 SH DEFINED 01 02 03 11100
AUTOZONE INC COM 053332102 1740 62700 SH DEFINED 01 02 03 62700
AVADO BRANDS INC COM 05336P108 31 10962 SH DEFINED 01 02 03 10962
AVANT CORP COM 053487104 2337 186957 SH DEFINED 01 02 03 186957
AVANEX CORP COM 05348W109 80 525 SH DEFINED 01 02 03 525
AVANT IMMUNOTHERAPEUTICS INC COM 053491106 59 6200 SH DEFINED 01 02 03 6200
AVERY DENNISON CORP COM 053611109 4131 67650 SH DEFINED 01 02 03 67650
AVIALL INC NEW COM 05366B102 63 7418 SH DEFINED 01 02 03 7418
AVIATION SALES CO COM 053672101 16 2600 SH DEFINED 01 02 03 2600
AVID TECHNOLOGY INC COM 05367P100 110 6144 SH DEFINED 01 02 03 6144
AVIRON COM 053762100 106 3800 SH DEFINED 01 02 03 3800
AVIS RENT A CAR INC COM 053790101 105 5942 SH DEFINED 01 02 03 5942
AVISTA CORP COM 05379B107 401 9837 SH DEFINED 01 02 03 9837
AVNET INC COM 053807103 2696 42787 SH DEFINED 01 02 03 42787
AVON PRODS INC COM 054303102 3637 125150 SH DEFINED 01 02 03 125150
AWARE INC MASS COM 05453N100 140 3500 SH DEFINED 01 02 03 3500
AXENT TECHNOLOGIES INC COM 05459C108 167 8900 SH DEFINED 01 02 03 8900
AZTAR CORP COM 054802103 122 12800 SH DEFINED 01 02 03 12800
BB&T CORP COM 054937107 4568 162764 SH DEFINED 01 02 03 162764
BCE INC COM 05534B109 88 700 SH DEFINED 01 02 03 700
BISYS GROUP INC COM 055472104 539 8100 SH DEFINED 01 02 03 8100
BJ SVCS CO COM 055482103 5467 74000 SH DEFINED 01 02 03 74000
BJS WHOLESALE CLUB INC COM 05548J106 2663 68944 SH DEFINED 01 02 03 68944
BMC INDS INC MINN COM 055607105 58 10200 SH DEFINED 01 02 03 10200
BOK FINL CORP COM NEW 05561Q201 55 2969 SH DEFINED 01 02 03 2969
BP AMOCO P L C SPONSORED ADR 055622104 2981 56178 SH DEFINED 01 02 03 56178
BRE PROPERTIES INC CL A 05564E106 308 11930 SH DEFINED 01 02 03 11930
</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>
BSB BANCORP COM 055652101 38 1800 SH DEFINED 01 02 03 1800
BT FINL CORP COM 055763106 57 3675 SH DEFINED 01 02 03 3675
BMC SOFTWARE INC COM 055921100 123983 2511050 SH DEFINED 01 02 03 2511050
BACOU USA INC COM 056439102 20 1300 SH DEFINED 01 02 03 1300
BAKER HUGHES INC COM 057224107 5870 194050 SH DEFINED 01 02 03 194050
BALDOR ELEC CO COM 057741100 135 7481 SH DEFINED 01 02 03 7481
BALDWIN & LYONS INC CL B 057755209 62 3200 SH DEFINED 01 02 03 3200
BALL CORP COM 058498106 686 19850 SH DEFINED 01 02 03 19850
BALLY TOTAL FITNESS HLDG CORP COM 05873K108 261 10650 SH DEFINED 01 02 03 10650
BANCFIRST CORP ZANESVILLE OHIOCOM 059450106 1 43 SH DEFINED 01 02 03 43
BANCFIRST CORP COM 05945F103 1 36 SH DEFINED 01 02 03 36
BANCO SANTANDER P R SAN JUAN COM 059646109 71 5960 SH DEFINED 01 02 03 5960
BANCORPSOUTH INC COM 059692103 200 12200 SH DEFINED 01 02 03 12200
BANCWEST CORP NEW COM 059790105 232 11725 SH DEFINED 01 02 03 11725
BANDAG INC COM 059815100 605 26300 SH DEFINED 01 02 03 26300
BANK OF AMERICA CORPORATION COM 060505104 50500 963050 SH DEFINED 01 02 03 963050
BANK OF GRANITE CORP COM 062401104 60 3031 SH DEFINED 01 02 03 3031
BANK NEW YORK INC COM 064057102 15584 374950 SH DEFINED 01 02 03 374950
BANK ONE CORP COM 06423A103 20197 587543 SH DEFINED 01 02 03 587543
BANK UTD CORP CL A 065412108 628 19900 SH DEFINED 01 02 03 19900
BANKATLANTIC BANCORP CL B 065908105 59 9900 SH DEFINED 01 02 03 9900
BANKATLANTIC BANCORP CL A 065908501 6 1500 SH DEFINED 01 02 03 1500
BANKNORTH GROUP INC DEL COM 06646L100 166 6190 SH DEFINED 01 02 03 6190
BANTA CORP COM 066821109 588 32022 SH DEFINED 01 02 03 32022
BANYAN SYS INC COM 066908104 133 7600 SH DEFINED 01 02 03 7600
BARD C R INC COM 067383109 1729 44700 SH DEFINED 01 02 03 44700
BARNES & NOBLE INC COM 067774109 1488 64700 SH DEFINED 01 02 03 64700
BARNES GROUP INC COM 067806109 61 4200 SH DEFINED 01 02 03 4200
BARNESANDNOBLE COM INC CL A 067846105 41 4300 SH DEFINED 01 02 03 4300
BARRICK GOLD CORP COM 067901108 3617 230550 SH DEFINED 01 02 03 230550
BARR LABS INC COM 068306109 101 2400 SH DEFINED 01 02 03 2400
BARRA INC COM 068313105 100 2950 SH DEFINED 01 02 03 2950
BARRETT RES CORP COM PAR $0.01 068480201 210 7050 SH DEFINED 01 02 03 7050
BASIN EXPL INC COM 070107107 1 100 SH DEFINED 01 02 03 100
BASSETT FURNITURE INDS INC COM 070203104 58 4150 SH DEFINED 01 02 03 4150
BATTLE MTN GOLD CO COM 071593107 65 33445 SH DEFINED 01 02 03 33445
BAUSCH & LOMB INC COM 071707103 1490 28550 SH DEFINED 01 02 03 28550
BAXTER INTL INC COM 071813109 9682 154450 SH DEFINED 01 02 03 154450
BAY VIEW CAP CORP DEL COM 07262L101 66 8810 SH DEFINED 01 02 03 8810
BE AEROSPACE INC COM 073302101 38 6450 SH DEFINED 01 02 03 6450
BEA SYS INC COM 073325102 95 1300 SH DEFINED 01 02 03 1300
</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>
BEAR STEARNS COS INC COM 073902108 2710 59400 SH DEFINED 01 02 03 59400
BEBE STORES INC COM 075571109 24 1900 SH DEFINED 01 02 03 1900
BECKMAN COULTER INC COM 075811109 1750 27266 SH DEFINED 01 02 03 27266
BECTON DICKINSON & CO COM 075887109 3460 131500 SH DEFINED 01 02 03 131500
BED BATH & BEYOND INC COM 075896100 2508 63700 SH DEFINED 01 02 03 63700
BEDFORD PPTY INVS INC COM PAR $0.02 076446301 69 4300 SH DEFINED 01 02 03 4300
BELCO OIL & GAS CORP COM 077410108 28 2700 SH DEFINED 01 02 03 2700
BELDEN INC COM 077459105 179 6500 SH DEFINED 01 02 03 6500
BELL & HOWELL CO NEW COM 077852101 116 3700 SH DEFINED 01 02 03 3700
BELL ATLANTIC CORP COM 077853109 68876 1126800 SH DEFINED 01 02 03 1126800
BELLSOUTH CORP COM 079860102 48685 1035850 SH DEFINED 01 02 03 1035850
BELO A H CORP DEL COM SER A 080555105 2510 140400 SH DEFINED 01 02 03 140400
BEMIS INC COM 081437105 1123 30450 SH DEFINED 01 02 03 30450
BENCHMARK ELECTRS INC COM 08160H101 100 2700 SH DEFINED 01 02 03 2700
BERGEN BRUNSWIG CORP CL A 083739102 855 126600 SH DEFINED 01 02 03 126600
BERINGER WINE ESTATES HOLDINGSCL B 084102102 161 4500 SH DEFINED 01 02 03 4500
BERKLEY W R CORP COM 084423102 130 5650 SH DEFINED 01 02 03 5650
BERKSHIRE HATHAWAY INC DEL CL A 084670108 172 3 SH DEFINED 01 02 03 3
BERKSHIRE HATHAWAY INC DEL CL B 084670207 13 7 SH DEFINED 01 02 03 7
BERLITZ INTL INC NEW COM 08520F100 48 4217 SH DEFINED 01 02 03 4217
BERRY PETE CO CL A 085789105 81 4700 SH DEFINED 01 02 03 4700
BEST BUY INC COM 086516101 9499 110450 SH DEFINED 01 02 03 110450
BESTFOODS COM 08658U101 7223 154289 SH DEFINED 01 02 03 154289
BETHLEHEM STL CORP COM 087509105 609 101495 SH DEFINED 01 02 03 101495
BEVERLY ENTERPRISES INC COM NEW 087851309 428 116100 SH DEFINED 01 02 03 116100
BEYOND COM CORP COM 08860E101 18 4300 SH DEFINED 01 02 03 4300
BILLING CONCEPTS CORP COM 090063108 92 13100 SH DEFINED 01 02 03 13100
BINDLEY WESTN INDS INC COM 090324104 120 8832 SH DEFINED 01 02 03 8832
BINDVIEW DEV CORP COM 090327107 339 10900 SH DEFINED 01 02 03 10900
BIO RAD LABS INC CL A 090572207 71 2600 SH DEFINED 01 02 03 2600
BIO TECHNOLOGY GEN CORP COM 090578105 304 19600 SH DEFINED 01 02 03 19600
BIOGEN INC COM 090597105 5639 80700 SH DEFINED 01 02 03 80700
BIOMATRIX INC COM 09060P102 120 4700 SH DEFINED 01 02 03 4700
BIOMET INC COM 090613100 1935 53200 SH DEFINED 01 02 03 53200
BLACK & DECKER CORP COM 091797100 1525 40600 SH DEFINED 01 02 03 40600
BLACK BOX CORP DEL COM 091826107 312 4500 SH DEFINED 01 02 03 4500
BLACK HILLS CORP COM 092113109 568 25738 SH DEFINED 01 02 03 25738
BLACKROCK INC CL A 09247X101 63 3100 SH DEFINED 01 02 03 3100
BLANCH E W HLDGS INC COM 093210102 64 3200 SH DEFINED 01 02 03 3200
BLOCK DRUG INC CL A 093644102 108 3931 SH DEFINED 01 02 03 3931
BLOCK H & R INC COM 093671105 2012 44950 SH DEFINED 01 02 03 44950
</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>
BLOCKBUSTER INC CL A 093679108 10 1000 SH DEFINED 01 02 03 1000
BLOUNT INTL INC NEW COM 095180105 9 691 SH DEFINED 01 02 03 691
BLYTH INDS INC COM 09643P108 1237 45300 SH DEFINED 01 02 03 45300
BOB EVANS FARMS INC COM 096761101 583 46600 SH DEFINED 01 02 03 46600
BOCA RESORTS INC CL A 09688T106 67 7800 SH DEFINED 01 02 03 7800
BOEING CO COM 097023105 15410 406200 SH DEFINED 01 02 03 406200
BOISE CASCADE CORP COM 097383103 1022 29400 SH DEFINED 01 02 03 29400
BOISE CASCADE OFFICE PRODS COM 097403109 56 3400 SH DEFINED 01 02 03 3400
BOMBAY CO INC COM 097924104 2 600 SH DEFINED 01 02 03 600
BORDERS GROUP INC COM 099709107 1557 90600 SH DEFINED 01 02 03 90600
BORG-WARNER AUTOMOTIVE INC COM 099724106 1108 28151 SH DEFINED 01 02 03 28151
BOSTON SCIENTIFIC CORP COM 101137107 4020 188600 SH DEFINED 01 02 03 188600
BOTTOMLINE TECH DEL INC COM 101388106 95 2600 SH DEFINED 01 02 03 2600
BOWATER INC COM 102183100 3068 57478 SH DEFINED 01 02 03 57478
BOWNE & CO INC COM 103043105 132 10238 SH DEFINED 01 02 03 10238
BOYD GAMING CORP COM 103304101 49 10000 SH DEFINED 01 02 03 10000
BOYDS COLLECTION LTD COM 103354106 85 13946 SH DEFINED 01 02 03 13946
BOYKIN LODGING CO COM 103430104 54 4611 SH DEFINED 01 02 03 4611
BRADLEY REAL ESTATE INC COM 104580105 114 6673 SH DEFINED 01 02 03 6673
BRADY CORP CL A 104674106 162 5184 SH DEFINED 01 02 03 5184
BRANDYWINE RLTY TR SH BEN INT NE 105368203 271 15827 SH DEFINED 01 02 03 15827
BRENTON BKS INC COM 107211104 18 2120 SH DEFINED 01 02 03 2120
BRIGGS & STRATTON CORP COM 109043109 424 10300 SH DEFINED 01 02 03 10300
BRIGHT HORIZON FAMILY SOLUTIONCOM 109195107 2 100 SH DEFINED 01 02 03 100
BRIGHTPOINT INC COM 109473108 172 14050 SH DEFINED 01 02 03 14050
BRINKER INTL INC COM 109641100 1820 61300 SH DEFINED 01 02 03 61300
BRIO TECHNOLOGY INC COM 109704106 143 3800 SH DEFINED 01 02 03 3800
BRISTOL MYERS SQUIBB CO COM 110122108 75826 1313000 SH DEFINED 01 02 03 1313000
BRITESMILE INC COM 110415106 49 5100 SH DEFINED 01 02 03 5100
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 105 9908 SH DEFINED 01 02 03 9908
BRITISH TELECOMMUNICATIONS PLCADR FINAL INS 111021408 2141 11379 SH DEFINED 01 02 03 11379
BROADCOM CORP CL A 111320107 10905 44900 SH DEFINED 01 02 03 44900
BROADVISION INC COM 111412102 2782 62000 SH DEFINED 01 02 03 62000
BROADWING INC COM 111620100 7798 209702 SH DEFINED 01 02 03 209702
BROKEN HILL PROPRIETARY LTD SPONSORED ADR 112169602 22 1000 SH DEFINED 01 02 03 1000
BROKEN HILL PROPRIETARY LTD SPONSORED ADR 112169602 150 6890 SH DEFINED 01 02 03 6890
BROOKE GROUP LTD COM 112525100 4 310 SH DEFINED 01 02 03 310
BROOKLINE BANCORP INC COM 113739106 3 300 SH DEFINED 01 02 03 300
BROOKS AUTOMATION INC COM 11434A100 341 5450 SH DEFINED 01 02 03 5450
BROOKTROUT INC COM 114580103 23 800 SH DEFINED 01 02 03 800
BROWN & BROWN INC COM 115236101 147 3787 SH DEFINED 01 02 03 3787
</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>
BROWN FORMAN CORP CL B 115637209 1688 31000 SH DEFINED 01 02 03 31000
BROWN TOM INC COM NEW 115660201 140 7600 SH DEFINED 01 02 03 7600
BROWN SHOE INC NEW COM 115736100 71 5918 SH DEFINED 01 02 03 5918
BRUNSWICK CORP COM 117043109 913 48200 SH DEFINED 01 02 03 48200
BRUSH WELLMAN INC COM 117421107 79 4505 SH DEFINED 01 02 03 4505
BUCKEYE TECHNOLOGIES INC COM 118255108 122 6900 SH DEFINED 01 02 03 6900
BUCKLE INC COM 118440106 35 2200 SH DEFINED 01 02 03 2200
BUDGET GROUP INC CL A 119003101 35 7100 SH DEFINED 01 02 03 7100
BUFFETS INC COM 119882108 466 51544 SH DEFINED 01 02 03 51544
BURLINGTON COAT FACTORY COM 121579106 103 5997 SH DEFINED 01 02 03 5997
BURLINGTON INDS INC COM 121693105 281 64300 SH DEFINED 01 02 03 64300
BURLINGTON NORTHN SANTA FE CP COM 12189T104 5904 266849 SH DEFINED 01 02 03 266849
BURLINGTON RES INC COM 122014103 3818 103200 SH DEFINED 01 02 03 103200
BURNHAM PAC PPTYS INC COM 12232C108 62 8800 SH DEFINED 01 02 03 8800
BURNS INTL SVCS CORP COM 122374101 50 4800 SH DEFINED 01 02 03 4800
BURR BROWN CORP COM 122574106 535 9848 SH DEFINED 01 02 03 9848
BUSH BOAKE ALLEN INC COM 123162109 50 1800 SH DEFINED 01 02 03 1800
BUSH INDS INC CL A 123164105 14 1000 SH DEFINED 01 02 03 1000
BUSINESS OBJECTS S A SPONSORED ADR 12328X107 308 3100 SH DEFINED 01 02 03 3100
BUTLER MFG CO DEL COM 123655102 35 1450 SH DEFINED 01 02 03 1450
C&D TECHNOLOGIES INC COM 124661109 130 2200 SH DEFINED 01 02 03 2200
CAIS INTERNET INC COM 12476Q102 103 4246 SH DEFINED 01 02 03 4246
CBL & ASSOC PPTYS INC COM 124830100 232 11346 SH DEFINED 01 02 03 11346
CCB FINL CORP COM 124875105 1677 37900 SH DEFINED 01 02 03 37900
CCC INFORMATION SVCS GROUP INCCOM 12487Q109 135 6300 SH DEFINED 01 02 03 6300
CB RICHARD ELLIS SVCS INC COM 12489L108 61 5600 SH DEFINED 01 02 03 5600
CBRL GROUP INC COM 12489V106 678 67832 SH DEFINED 01 02 03 67832
CBS CORP COM 12490K107 37735 666400 SH DEFINED 01 02 03 666400
CFW COMMUNICATION CO COM 124923103 134 3400 SH DEFINED 01 02 03 3400
C COR NET CORP COM 125010108 225 4600 SH DEFINED 01 02 03 4600
C-CUBE MICROSYSTEMS INC COM 125015107 1405 19300 SH DEFINED 01 02 03 19300
C D I CORP COM 125071100 70 3700 SH DEFINED 01 02 03 3700
CDNOW INC NEW COM 125086108 20 5384 SH DEFINED 01 02 03 5384
CDW COMPUTER CTRS INC COM 125129106 3420 40500 SH DEFINED 01 02 03 40500
CEC ENTMT INC COM 125137109 183 6750 SH DEFINED 01 02 03 6750
CFS BANCORP INC COM 12525D102 5 500 SH DEFINED 01 02 03 500
CH ENERGY GROUP INC COM 12541M102 134 4409 SH DEFINED 01 02 03 4409
C H ROBINSON WORLDWIDE INC COM 12541W100 1829 49100 SH DEFINED 01 02 03 49100
CHS ELECTRONICS INC COM NEW 12542A206 13 18450 SH DEFINED 01 02 03 18450
CIGNA CORP COM 125509109 6874 90750 SH DEFINED 01 02 03 90750
CIT GROUP INC CL A 125577106 138 7100 SH DEFINED 01 02 03 7100
</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>
CKE RESTAURANTS INC COM 12561E105 68 10700 SH DEFINED 01 02 03 10700
CLECO CORP NEW COM 12561W105 903 27163 SH DEFINED 01 02 03 27163
CK WITCO CORP COM 12562C108 1591 156194 SH DEFINED 01 02 03 156194
CMGI INC COM 125750109 1126 9936 SH DEFINED 01 02 03 9936
CMI CORP CL A 125761304 42 9220 SH DEFINED 01 02 03 9220
CMP GROUP INC COM 125887109 1131 38832 SH DEFINED 01 02 03 38832
CMS ENERGY CORP COM 125896100 952 52500 SH DEFINED 01 02 03 52500
CPI CORP COM 125902106 59 2520 SH DEFINED 01 02 03 2520
CPB INC COM 125903104 7 300 SH DEFINED 01 02 03 300
CSS INDS INC COM 125906107 38 2000 SH DEFINED 01 02 03 2000
CTG RES INC COM 125957100 11 300 SH DEFINED 01 02 03 300
CSK AUTO CORP COM 125965103 55 3922 SH DEFINED 01 02 03 3922
CNA FINL CORP COM 126117100 212 6550 SH DEFINED 01 02 03 6550
CNA SURETY CORP COM 12612L108 64 4607 SH DEFINED 01 02 03 4607
CNF TRANSN INC COM 12612W104 1701 61300 SH DEFINED 01 02 03 61300
CNET NETWORKS INC COM 12613R104 248 4900 SH DEFINED 01 02 03 4900
CSG SYS INTL INC COM 126349109 2780 56950 SH DEFINED 01 02 03 56950
CSX CORP COM 126408103 5060 215300 SH DEFINED 01 02 03 215300
CTC COMMUNICATIONS GROUP INC COM 126419100 205 4800 SH DEFINED 01 02 03 4800
CT COMMUNICATIONS INC COM NEW 126426402 96 1600 SH DEFINED 01 02 03 1600
CTS CORP COM 126501105 399 7000 SH DEFINED 01 02 03 7000
CUNO INC COM 126583103 175 6450 SH DEFINED 01 02 03 6450
CVB FINL CORP COM 126600105 1 100 SH DEFINED 01 02 03 100
CVS CORP COM 126650100 13498 359350 SH DEFINED 01 02 03 359350
CABLEVISION SYS CORP CL A 12686C109 188 3100 SH DEFINED 01 02 03 3100
CABLETRON SYS INC COM 126920107 2974 101450 SH DEFINED 01 02 03 101450
CABLE DESIGN TECHNOLOGIES CORPCOM 126924109 251 7400 SH DEFINED 01 02 03 7400
CABOT CORP COM 127055101 1928 63200 SH DEFINED 01 02 03 63200
CABOT INDUSTRIAL TRUST COM 127072106 138 7400 SH DEFINED 01 02 03 7400
CABOT OIL & GAS CORP CL A 127097103 136 7548 SH DEFINED 01 02 03 7548
CACI INTL INC CL A 127190304 153 5100 SH DEFINED 01 02 03 5100
CADBURY SCHWEPPES PLC ADR 127209302 223 7858 SH DEFINED 01 02 03 7858
CADENCE DESIGN SYSTEM INC COM 127387108 5293 255100 SH DEFINED 01 02 03 255100
CADIZ INC COM 127537108 60 7100 SH DEFINED 01 02 03 7100
CALGON CARBON CORP COM 129603106 62 9520 SH DEFINED 01 02 03 9520
CALIFORNIA WTR SVC GROUP COM 130788102 73 3200 SH DEFINED 01 02 03 3200
CALLAWAY GOLF CO COM 131193104 1406 90700 SH DEFINED 01 02 03 90700
CALPINE CORP COM 131347106 5565 59200 SH DEFINED 01 02 03 59200
CAMBREX CORP COM 132011107 268 6150 SH DEFINED 01 02 03 6150
CAMBRIDGE TECH PARTNERS MASS COM 132524109 909 67000 SH DEFINED 01 02 03 67000
CAMDEN PPTY TR SH BEN INT 133131102 326 12041 SH DEFINED 01 02 03 12041
</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>
CAMPBELL SOUP CO COM 134429109 7283 236850 SH DEFINED 01 02 03 236850
CANADIAN NATL RY CO COM 136375102 48 1800 SH DEFINED 01 02 03 1800
CANANDAIGUA BRANDS INC CL A 137219200 214 4200 SH DEFINED 01 02 03 4200
CANON INC ADR 138006309 431 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 IN 139733109 71 5900 SH DEFINED 01 02 03 5900
CAPITAL ONE FINL CORP COM 14040H105 4834 100850 SH DEFINED 01 02 03 100850
CAPITAL SR LIVING CORP COM 140475104 19 6200 SH DEFINED 01 02 03 6200
CAPITOL FED FINL COM 14057C106 193 20400 SH DEFINED 01 02 03 20400
CAPROCK COMMUNICATIONS CORP COM 140667106 1106 22575 SH DEFINED 01 02 03 22575
CAPSTEAD MTG CORP COM 14067E100 66 16950 SH DEFINED 01 02 03 16950
CARAUSTAR INDS INC COM 140909102 95 6700 SH DEFINED 01 02 03 6700
CARDINAL HEALTH INC COM 14149Y108 16354 356500 SH DEFINED 01 02 03 356500
CAREERBUILDER INC COM 141684100 19 4500 SH DEFINED 01 02 03 4500
CAREMARK RX INC COM 141705103 192 45800 SH DEFINED 01 02 03 45800
CAREMATRIX CORP COM 141706101 5 3500 SH DEFINED 01 02 03 3500
CAREINSITE INC COM 14170M106 23 1000 SH DEFINED 01 02 03 1000
CAREY INTERNATIONAL INC COM 141750109 2 100 SH DEFINED 01 02 03 100
CARLISLE COS INC COM 142339100 1136 28400 SH DEFINED 01 02 03 28400
CARMIKE CINEMAS INC CL A 143436103 15 2700 SH DEFINED 01 02 03 2700
CARNIVAL CORP COM 143658102 8975 361700 SH DEFINED 01 02 03 361700
CAROLINA FIRST CORP COM 143877108 79 6000 SH DEFINED 01 02 03 6000
CARRIAGE SVCS INC CL A 143905107 0 100 SH DEFINED 01 02 03 100
CAROLINA PWR & LT CO COM 144141108 2348 72400 SH DEFINED 01 02 03 72400
CARPENTER TECHNOLOGY CORP COM 144285103 667 32070 SH DEFINED 01 02 03 32070
CARRIER ACCESS CORP COM 144460102 107 2000 SH DEFINED 01 02 03 2000
CARTER WALLACE INC COM 146285101 913 48692 SH DEFINED 01 02 03 48692
CASCADE NAT GAS CORP COM 147339105 5 300 SH DEFINED 01 02 03 300
CASELLA WASTE SYS INC CL A 147448104 1 100 SH DEFINED 01 02 03 100
CASEYS GEN STORES INC COM 147528103 146 13400 SH DEFINED 01 02 03 13400
CASH AMER INTL INC COM 14754D100 129 10367 SH DEFINED 01 02 03 10367
CASTLE A M & CO COM 148411101 43 3437 SH DEFINED 01 02 03 3437
CASTLE & COOKE INC NEW COM 148433105 61 3630 SH DEFINED 01 02 03 3630
CATALINA MARKETING CORP COM 148867104 1516 14975 SH DEFINED 01 02 03 14975
CATALYTICA INC COM 148885106 178 12200 SH DEFINED 01 02 03 12200
CATAPULT COMMUNICATIONS CORP COM 149016107 34 3331 SH DEFINED 01 02 03 3331
CATERPILLAR INC DEL COM 149123101 11470 290850 SH DEFINED 01 02 03 290850
CATHAY BANCORP INC COM 149150104 120 2600 SH DEFINED 01 02 03 2600
CATO CORP NEW CL A 149205106 4 300 SH DEFINED 01 02 03 300
CELLSTAR CORP COM 150925105 69 8600 SH DEFINED 01 02 03 8600
CELGENE CORP COM 151020104 358 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>
CELL PATHWAYS INC NEW COM 15114R101 124 3600 SH DEFINED 01 02 03 3600
CELLNET DATA SYS INC COM 15115M101 3 11200 SH DEFINED 01 02 03 11200
CEMEX S A SPON ADR 5 OR 151290889 30 1316 SH DEFINED 01 02 03 1316
CENDANT CORP COM 151313103 6488 350700 SH DEFINED 01 02 03 350700
CENTENNIAL BANCORP COM 15133T104 1 138 SH DEFINED 01 02 03 138
CENTER TR INC CENTER TR INC 151845104 4 600 SH DEFINED 01 02 03 600
CENTERPOINT PPTYS TR SH BEN INT 151895109 187 5133 SH DEFINED 01 02 03 5133
CENTEX CORP COM 152312104 641 26900 SH DEFINED 01 02 03 26900
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 81 3100 SH DEFINED 01 02 03 3100
CENTRAL & SOUTH WEST CORP COM 152357109 1647 96500 SH DEFINED 01 02 03 96500
CENTRAL GARDEN & PET CO COM 153527106 77 7831 SH DEFINED 01 02 03 7831
CENTRAL PKG CORP COM 154785109 81 4050 SH DEFINED 01 02 03 4050
CENTURA BKS INC COM 15640T100 198 4332 SH DEFINED 01 02 03 4332
CENTURY BUSINESS SVCS INC COM 156490104 42 14600 SH DEFINED 01 02 03 14600
CENTURY SOUTH BKS INC COM 156683104 6 300 SH DEFINED 01 02 03 300
CENTURYTEL INC COM 156700106 2862 77100 SH DEFINED 01 02 03 77100
CEPHALON INC COM 156708109 255 6800 SH DEFINED 01 02 03 6800
CERIDIAN CORP COM 15677T106 1585 82600 SH DEFINED 01 02 03 82600
CERNER CORP COM 156782104 167 6200 SH DEFINED 01 02 03 6200
CHAMPION ENTERPRISES INC COM 158496109 61 10652 SH DEFINED 01 02 03 10652
CHAMPION INTL CORP COM 158525105 4239 79600 SH DEFINED 01 02 03 79600
CHAMPIONSHIP AUTO RACING TEAM COM 158711101 57 2600 SH DEFINED 01 02 03 2600
CHARLES RIVER ASSOCIATES COM 159852102 75 3847 SH DEFINED 01 02 03 3847
CHARTER ONE FINL INC COM 160903100 4555 216924 SH DEFINED 01 02 03 216924
CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 6 533 SH DEFINED 01 02 03 533
CHARMING SHOPPES INC COM 161133103 148 26000 SH DEFINED 01 02 03 26000
CHART INDS INC COM 16115Q100 0 104 SH DEFINED 01 02 03 104
CHARTER COMMUNICATIONS INC DELCL A 16117M107 32 2200 SH DEFINED 01 02 03 2200
CHASE MANHATTAN CORP NEW COM 16161A108 41456 475478 SH DEFINED 01 02 03 475478
CHATEAU CMNTYS INC COM 161726104 138 5400 SH DEFINED 01 02 03 5400
CHATTEM INC COM 162456107 35 2500 SH DEFINED 01 02 03 2500
CHECKFREE HLDGS CORP COM 162816102 3962 56200 SH DEFINED 01 02 03 56200
CHECKPOINT SYS INC COM 162825103 81 9700 SH DEFINED 01 02 03 9700
CHEESECAKE FACTORY INC COM 163072101 179 4300 SH DEFINED 01 02 03 4300
CHELSEA GCA RLTY INC COM 163262108 119 4102 SH DEFINED 01 02 03 4102
CHEMED CORP COM 163596109 81 2700 SH DEFINED 01 02 03 2700
CHEMFIRST INC COM 16361A106 111 5717 SH DEFINED 01 02 03 5717
CHEMICAL FINL CORP COM 163731102 91 4106 SH DEFINED 01 02 03 4106
CHESAPEAKE CORP COM 165159104 653 22100 SH DEFINED 01 02 03 22100
CHESAPEAKE ENERGY CORP COM 165167107 69 21316 SH DEFINED 01 02 03 21316
CHEVRON CORPORATION COM 166751107 27704 299700 SH DEFINED 01 02 03 299700
</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>
CHICAGO TITLE CORP COM 168228104 204 3700 SH DEFINED 01 02 03 3700
CHICOS FAS INC COM 168615102 2 100 SH DEFINED 01 02 03 100
CHILDRENS PL RETAIL STORES INCCOM 168905107 63 4400 SH DEFINED 01 02 03 4400
CHOICE HOTELS INTL INC COM 169905106 165 11400 SH DEFINED 01 02 03 11400
CHIQUITA BRANDS INTL INC COM 170032106 78 16500 SH DEFINED 01 02 03 16500
CHIREX INC COM 170038103 44 2300 SH DEFINED 01 02 03 2300
CHIRON CORP COM 170040109 8648 173400 SH DEFINED 01 02 03 173400
CHITTENDEN CORP COM 170228100 414 13945 SH DEFINED 01 02 03 13945
CHOICEPOINT INC COM 170388102 277 7400 SH DEFINED 01 02 03 7400
CHOICE ONE COMMUNICATION INC COM 17038P104 204 5750 SH DEFINED 01 02 03 5750
CHORDIANT SOFTWARE INC COM 170404107 34 2075 SH DEFINED 01 02 03 2075
CHRIS CRAFT INDS INC COM 170520100 2059 32325 SH DEFINED 01 02 03 32325
CHUBB CORP COM 171232101 6437 95273 SH DEFINED 01 02 03 95273
CHURCH & DWIGHT INC COM 171340102 793 46156 SH DEFINED 01 02 03 46156
CHURCHILL DOWNS INC COM 171484108 45 1700 SH DEFINED 01 02 03 1700
CIBER INC COM 17163B102 189 9200 SH DEFINED 01 02 03 9200
CIENA CORP COM 171779101 55766 442150 SH DEFINED 01 02 03 442150
CINCINNATI FINL CORP COM 172062101 2952 78450 SH DEFINED 01 02 03 78450
CINERGY CORP COM 172474108 1593 74100 SH DEFINED 01 02 03 74100
CIRCLE INTL GROUP INC COM 172574105 156 6000 SH DEFINED 01 02 03 6000
CIRCUIT CITY STORE INC CIRCT CITY GR 172737108 5966 98000 SH DEFINED 01 02 03 98000
CIRCOR INTL INC COM 17273K109 39 2900 SH DEFINED 01 02 03 2900
CIRRUS LOGIC CORP COM 172755100 1724 94473 SH DEFINED 01 02 03 94473
CISCO SYS INC COM 17275R102 543561 7030700 SH DEFINED 01 02 03 7030700
CITADEL COMMUNICATIONS CORP COM 172853202 165 3900 SH DEFINED 01 02 03 3900
CINTAS CORP COM 172908105 6662 170000 SH DEFINED 01 02 03 170000
CITIGROUP INC COM 172967101 131389 2215194 SH DEFINED 01 02 03 2215194
CITIZENS BKG CORP MICH COM 174420109 209 10698 SH DEFINED 01 02 03 10698
CITRIX SYS INC COM 177376100 5691 85900 SH DEFINED 01 02 03 85900
CITY HLDG CO COM 177835105 32 2699 SH DEFINED 01 02 03 2699
CITY NATL CORP COM 178566105 1609 47750 SH DEFINED 01 02 03 47750
CLAIRES STORES INC COM 179584107 954 47542 SH DEFINED 01 02 03 47542
CLARCOR INC COM 179895107 122 6850 SH DEFINED 01 02 03 6850
CLARENT CORP DEL COM 180461105 298 3300 SH DEFINED 01 02 03 3300
CLAYTON HOMES INC COM 184190106 1325 130862 SH DEFINED 01 02 03 130862
CLEAR CHANNEL COMMUNICATIONS COM 184502102 11306 163700 SH DEFINED 01 02 03 163700
CLEVELAND CLIFFS INC COM 185896107 323 13564 SH DEFINED 01 02 03 13564
CLOROX CO DEL COM 189054109 4137 127300 SH DEFINED 01 02 03 127300
CLOSURE MED CORP COM 189093107 66 2500 SH DEFINED 01 02 03 2500
COACHMEN INDS INC COM 189873102 64 4600 SH DEFINED 01 02 03 4600
</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>
COAST FEDERAL LITIGATION TR RT 19034Q110 7 5200 SH DEFINED 01 02 03 5200
COASTAL CORP COM 190441105 4913 106800 SH DEFINED 01 02 03 106800
COBALT NETWORKS INC COM 19074R101 100 2125 SH DEFINED 01 02 03 2125
COCA COLA BOTTLING CO CONS COM 191098102 74 1400 SH DEFINED 01 02 03 1400
COCA COLA CO COM 191216100 62561 1332850 SH DEFINED 01 02 03 1332850
COCA COLA ENTERPRISES INC COM 191219104 4660 216100 SH DEFINED 01 02 03 216100
COGNEX CORP COM 192422103 39781 689600 SH DEFINED 01 02 03 689600
COGNIZANT TECHNOLOGY SOLUTIONSCL A 192446102 63 1000 SH DEFINED 01 02 03 1000
COHERENT INC COM 192479103 343 6600 SH DEFINED 01 02 03 6600
COHU INC COM 192576106 296 7100 SH DEFINED 01 02 03 7100
COINSTAR INC COM 19259P300 66 5200 SH DEFINED 01 02 03 5200
COLDWATER CREEK INC COM 193068103 46 2700 SH DEFINED 01 02 03 2700
COLE KENNETH PRODTNS INC CL A 193294105 100 2550 SH DEFINED 01 02 03 2550
COLGATE PALMOLIVE CO COM 194162103 18006 319400 SH DEFINED 01 02 03 319400
COLLINS & AIKMAN CORP NEW COM 194830105 94 16500 SH DEFINED 01 02 03 16500
COLONIAL PPTYS TR COM SH BEN IN 195872106 164 6900 SH DEFINED 01 02 03 6900
COLUMBIA ENERGY GROUP COM 197648108 2186 36900 SH DEFINED 01 02 03 36900
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 7719 304950 SH DEFINED 01 02 03 304950
COLUMBIA LABS INC COM 197779101 104 8848 SH DEFINED 01 02 03 8848
COLUMBIA SPORTSWEAR CO COM 198516106 110 4500 SH DEFINED 01 02 03 4500
COLUMBUS MCKINNON CORP N Y COM 199333105 43 3300 SH DEFINED 01 02 03 3300
COMFORT SYS USA INC COM 199908104 63 9900 SH DEFINED 01 02 03 9900
COMCAST CORP CL A SPL 200300200 21549 496800 SH DEFINED 01 02 03 496800
COMDISCO INC COM 200336105 7282 165032 SH DEFINED 01 02 03 165032
COMERICA INC COM 200340107 3044 72700 SH DEFINED 01 02 03 72700
COMMERCE BANCORP INC NJ COM 200519106 308 8320 SH DEFINED 01 02 03 8320
COMMERCE GROUP INC MASS COM 200641108 201 6800 SH DEFINED 01 02 03 6800
COMMERCE ONE INC DEL COM 200693109 15694 105150 SH DEFINED 01 02 03 105150
COMMERCIAL INTERTECH CORP COM 201709102 74 3750 SH DEFINED 01 02 03 3750
COMMERCIAL METALS CO COM 201723103 120 4333 SH DEFINED 01 02 03 4333
COMMERCIAL NET LEASE RLTY INC COM 202218103 102 9800 SH DEFINED 01 02 03 9800
COMMONWEALTH BANCORP INC COM 20268X102 104 8200 SH DEFINED 01 02 03 8200
COMMONWEALTH TEL ENTERPRISES COM 203349105 181 3866 SH DEFINED 01 02 03 3866
COMMSCOPE INC COM 203372107 616 13501 SH DEFINED 01 02 03 13501
COMMUNITY FIRST BANKSHARES INCCOM 203902101 192 12003 SH DEFINED 01 02 03 12003
COMMUNITY TR BANCORP INC COM 204149108 61 3373 SH DEFINED 01 02 03 3373
COMPANHIA BRASILEIRA DE DISTRBADR 20440T201 215 6000 SH DEFINED 01 02 03 6000
COMPAQ COMPUTER CORP COM 204493100 23664 888800 SH DEFINED 01 02 03 888800
COMPASS BANCSHARES INC COM 20449H109 2133 107000 SH DEFINED 01 02 03 107000
COMPLETE BUSINESS SOLUTIONS COM 20452F107 197 8800 SH DEFINED 01 02 03 8800
COMPUCOM SYS INC COM 204780100 113 21500 SH DEFINED 01 02 03 21500
</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>
COMPUCREDIT CORP COM 20478N100 4 100 SH DEFINED 01 02 03 100
COMPUTER ASSOC INTL INC COM 204912109 17537 296300 SH DEFINED 01 02 03 296300
COMPUTER NETWORK TECHNOLOGY CPCOM 204925101 124 7100 SH DEFINED 01 02 03 7100
COMPUTER SCIENCES CORP COM 205363104 16496 208475 SH DEFINED 01 02 03 208475
COMPUTER TASK GROUP INC COM 205477102 66 6005 SH DEFINED 01 02 03 6005
COMPUWARE CORP COM 205638109 4264 202450 SH DEFINED 01 02 03 202450
COMSAT CORP COM SER 1 20564D107 1021 49504 SH DEFINED 01 02 03 49504
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 11302 59800 SH DEFINED 01 02 03 59800
CONAGRA INC COM 205887102 5572 307400 SH DEFINED 01 02 03 307400
CONCENTRIC NETWORK CORP COM 20589R107 611 11100 SH DEFINED 01 02 03 11100
COMPUTER HORIZONS CORP COM 205908106 148 8626 SH DEFINED 01 02 03 8626
COM21 INC COM 205937105 150 3200 SH DEFINED 01 02 03 3200
CONCORD COMMUNICATIONS INC COM 206186108 117 3300 SH DEFINED 01 02 03 3300
CONCORD EFS INC COM 206197105 4445 193800 SH DEFINED 01 02 03 193800
CONCUR TECHNOLOGIES INC COM 206708109 33 2200 SH DEFINED 01 02 03 2200
CONCURRENT COMPUTER CORP NEW COM 206710204 205 16135 SH DEFINED 01 02 03 16135
CONECTIV INC COM 206829103 1518 86756 SH DEFINED 01 02 03 86756
CONEXANT SYSTEMS INC COM 207142100 7321 103118 SH DEFINED 01 02 03 103118
CONMED CORP COM 207410101 98 3900 SH DEFINED 01 02 03 3900
CONNING CORP COM 208215103 45 3600 SH DEFINED 01 02 03 3600
CONOCO INC CL B 208251405 7283 284200 SH DEFINED 01 02 03 284200
CONSECO INC COM 208464107 1754 153350 SH DEFINED 01 02 03 153350
CONSOL ENERGY INC COM 20854P109 3 300 SH DEFINED 01 02 03 300
CONSOLIDATED EDISON INC COM 209115104 2909 100299 SH DEFINED 01 02 03 100299
CONSOLIDATED FREIGHTWAYS CORP COM 209232107 48 8128 SH DEFINED 01 02 03 8128
CONSOLIDATED GRAPHICS INC COM 209341106 37 2900 SH DEFINED 01 02 03 2900
CONSOLIDATED PAPERS INC COM 209759109 3261 84840 SH DEFINED 01 02 03 84840
CONSOLIDATED PRODS INC COM 209798107 90 9580 SH DEFINED 01 02 03 9580
CONSOLIDATED STORES CORP COM 210149100 817 71800 SH DEFINED 01 02 03 71800
CONSTELLATION ENERGY CORP COM 210371100 2161 67800 SH DEFINED 01 02 03 67800
CONTINENTAL AIRLS INC CL B 210795308 311 7600 SH DEFINED 01 02 03 7600
CONVERGYS CORP COM 212485106 5944 153900 SH DEFINED 01 02 03 153900
COOPER CAMERON CORP COM 216640102 1130 16900 SH DEFINED 01 02 03 16900
COOPER COS INC COM NEW 216648402 164 5100 SH DEFINED 01 02 03 5100
COOPER INDS INC COM 216669101 2336 66750 SH DEFINED 01 02 03 66750
COOPER TIRE & RUBR CO COM 216831107 432 34400 SH DEFINED 01 02 03 34400
COORS ADOLPH CO CL B 217016104 803 16800 SH DEFINED 01 02 03 16800
COORSTEK INC COM 217020106 59 1475 SH DEFINED 01 02 03 1475
COPART INC COM 217204106 161 9200 SH DEFINED 01 02 03 9200
COPPER MTN NETWORKS INC COM 217510106 295 3600 SH DEFINED 01 02 03 3600
COR THERAPEUTICS INC COM 217753102 363 5500 SH DEFINED 01 02 03 5500
</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>
CORDANT TECHNOLOGIES INC COM 218412104 1948 34444 SH DEFINED 01 02 03 34444
CORIXA CORP COM 21887F100 182 4400 SH DEFINED 01 02 03 4400
CORN PRODS INTL INC COM 219023108 241 10000 SH DEFINED 01 02 03 10000
CORNELL CORRECTIONS INC COM 219141108 49 4600 SH DEFINED 01 02 03 4600
CORNERSTONE RLTY INCOME TR INCCOM 21922V102 117 10800 SH DEFINED 01 02 03 10800
CORNING INC COM 219350105 41866 215803 SH DEFINED 01 02 03 215803
CORPORATE EXECUTIVE BRD CO COM 21988R102 5 100 SH DEFINED 01 02 03 100
CORUS BANKSHARES INC COM 220873103 65 2750 SH DEFINED 01 02 03 2750
CORUS GROUP PLC SPONSORED ADR 22087M101 34 2000 SH DEFINED 01 02 03 2000
COST PLUS INC CALIF COM 221485105 359 10612 SH DEFINED 01 02 03 10612
COSTCO WHSL CORP NEW COM 22160K105 12079 229800 SH DEFINED 01 02 03 229800
COTELLIGENT INC COM 221630106 45 7800 SH DEFINED 01 02 03 7800
COULTER PHARMACEUTICAL INC COM 222116105 134 4409 SH DEFINED 01 02 03 4409
COUNTRYWIDE CR INDS INC DEL COM 222372104 1758 64500 SH DEFINED 01 02 03 64500
COUSINS PPTYS INC COM 222795106 224 6075 SH DEFINED 01 02 03 6075
COVAD COMMUNICATIONS GROUP INCCOM 222814204 19907 274575 SH DEFINED 01 02 03 274575
COVANCE INC COM 222816100 1056 98200 SH DEFINED 01 02 03 98200
COVENANT TRANS INC CL A 22284P105 2 100 SH DEFINED 01 02 03 100
COVENTRY HEALTH CARE INC COM 222862104 133 15600 SH DEFINED 01 02 03 15600
CRANE CO COM 224399105 705 29900 SH DEFINED 01 02 03 29900
CRAWFORD & CO CL B 224633107 118 9200 SH DEFINED 01 02 03 9200
CREATIVE COMPUTERS INC COM 22527E107 50 4532 SH DEFINED 01 02 03 4532
CREDENCE SYS CORP COM 225302108 669 5350 SH DEFINED 01 02 03 5350
CREDIT ACCEP CORP MICH COM 225310101 65 12000 SH DEFINED 01 02 03 12000
CREE INC COM 225447101 621 5500 SH DEFINED 01 02 03 5500
CRESTLINE CAP CORP COM 226153104 42 2400 SH DEFINED 01 02 03 2400
CRITICAL PATH INC COM 22674V100 867 10200 SH DEFINED 01 02 03 10200
CROSS TIMBERS OIL CO COM 227573102 125 9590 SH DEFINED 01 02 03 9590
CROWN AMERN RLTY TR SH BEN INT 228186102 35 6600 SH DEFINED 01 02 03 6600
CROWN CORK & SEAL INC COM 228255105 1058 66150 SH DEFINED 01 02 03 66150
CUBIC CORP COM 229669106 47 2100 SH DEFINED 01 02 03 2100
CULLEN FROST BANKERS INC COM 229899109 172 6500 SH DEFINED 01 02 03 6500
CUMMINS ENGINE INC COM 231021106 819 21800 SH DEFINED 01 02 03 21800
CUMULUS MEDIA INC CL A 231082108 43 3000 SH DEFINED 01 02 03 3000
CYBERIAN OUTPOST INC COM 231914102 1 100 SH DEFINED 01 02 03 100
CYBERCASH INC COM 232462101 83 6114 SH DEFINED 01 02 03 6114
CYBERONICS INC COM 23251P102 170 9090 SH DEFINED 01 02 03 9090
CYBEX COMPUTER PRODS CORP COM 232522102 49 1300 SH DEFINED 01 02 03 1300
CYGNUS INC COM 232560102 36 2500 SH DEFINED 01 02 03 2500
CYMER INC COM 232572107 345 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>
CYPRESS SEMICONDUCTOR CORP COM 232806109 7079 143550 SH DEFINED 01 02 03 143550
CYTEC INDS INC COM 232820100 2747 89700 SH DEFINED 01 02 03 89700
CYTYC CORP COM 232946103 676 14000 SH DEFINED 01 02 03 14000
DII GROUP INC COM 232949107 871 7700 SH DEFINED 01 02 03 7700
DBT ONLINE INC COM 233044106 48 2600 SH DEFINED 01 02 03 2600
DPL INC COM 233293109 2888 130182 SH DEFINED 01 02 03 130182
DQE INC COM 23329J104 3194 70200 SH DEFINED 01 02 03 70200
D R HORTON INC COM 23331A109 171 13105 SH DEFINED 01 02 03 13105
DST SYS INC DEL COM 233326107 4130 63600 SH DEFINED 01 02 03 63600
DSP GROUP INC COM 23332B106 515 7800 SH DEFINED 01 02 03 7800
DTE ENERGY CO COM 233331107 1911 65900 SH DEFINED 01 02 03 65900
DVI INC COM 233343102 4 300 SH DEFINED 01 02 03 300
DAI EI INC ADR 233798206 76 11500 SH DEFINED 01 02 03 11500
DAIN RAUSCHER CORP COM 233856103 218 3300 SH DEFINED 01 02 03 3300
DAISYTEK INTL CORP COM 234053106 119 7512 SH DEFINED 01 02 03 7512
DAL-TILE INTL INC COM 23426R108 106 13400 SH DEFINED 01 02 03 13400
DALLAS SEMICONDUCTOR CORP COM 235204104 583 16600 SH DEFINED 01 02 03 16600
DAN RIV INC GA CL A 235774106 32 4900 SH DEFINED 01 02 03 4900
DANA CORP COM 235811106 2103 74600 SH DEFINED 01 02 03 74600
DANAHER CORP DEL COM 235851102 3953 77500 SH DEFINED 01 02 03 77500
DARDEN RESTAURANTS INC COM 237194105 2560 143700 SH DEFINED 01 02 03 143700
DATA BROADCASTING CORP COM 237596101 24 3200 SH DEFINED 01 02 03 3200
DATA TRANSMISSION NETWORK CORPCOM 238017107 117 4100 SH DEFINED 01 02 03 4100
DATASCOPE CORP COM 238113104 159 5000 SH DEFINED 01 02 03 5000
DATASTREAM SYS INC COM 238124101 180 6203 SH DEFINED 01 02 03 6203
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 925 34564 SH DEFINED 01 02 03 34564
DEERE & CO COM 244199105 4906 129100 SH DEFINED 01 02 03 129100
DEL MONTE FOODS CO COM 24522P103 109 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 214472 3976300 SH DEFINED 01 02 03 3976300
DELPHI AUTOMOTIVE SYS CORP COM 247126105 4464 279000 SH DEFINED 01 02 03 279000
DELPHI FINL GROUP INC CL A 247131105 122 4021 SH DEFINED 01 02 03 4021
DELTA & PINE LD CO COM 247357106 190 9600 SH DEFINED 01 02 03 9600
DELTA AIR LINES INC DEL COM 247361108 4319 81100 SH DEFINED 01 02 03 81100
DELTIC TIMBER CORP COM 247850100 104 4400 SH DEFINED 01 02 03 4400
DELUXE CORP COM 248019101 882 33300 SH DEFINED 01 02 03 33300
DENDRITE INTL INC COM 248239105 142 6800 SH DEFINED 01 02 03 6800
DENTSPLY INTL INC NEW COM 249030107 1399 49300 SH DEFINED 01 02 03 49300
DEPARTMENT 56 INC COM 249509100 71 4808 SH DEFINED 01 02 03 4808
</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>
DETROIT DIESEL CORP COM 250837101 48 2500 SH DEFINED 01 02 03 2500
DEVELOPERS DIVERSIFIED RLTY COCOM 251591103 225 16200 SH DEFINED 01 02 03 16200
DEVON ENERGY CORP NEW COM 25179M103 4393 90468 SH DEFINED 01 02 03 90468
DEVRY INC DEL COM 251893103 1970 64600 SH DEFINED 01 02 03 64600
DEXTER CORP COM 252165105 1459 27536 SH DEFINED 01 02 03 27536
DIAGNOSTIC PRODS CORP COM 252450101 78 3200 SH DEFINED 01 02 03 3200
DIAL CORP NEW COM 25247D101 1579 114800 SH DEFINED 01 02 03 114800
DIAMOND OFFSHORE DRILLING INC COM 25271C102 150 3750 SH DEFINED 01 02 03 3750
DIAMOND TECHNOLOGY PARTNERS CL A 252762109 618 9400 SH DEFINED 01 02 03 9400
DIEBOLD INC COM 253651103 1810 65802 SH DEFINED 01 02 03 65802
DIGITAL MICROWAVE CORP COM 253859102 539 15900 SH DEFINED 01 02 03 15900
DIGITAL IMPACT INC DEL COM 25385G106 231 6500 SH DEFINED 01 02 03 6500
DIGITAL RIV INC COM 25388B104 67 3100 SH DEFINED 01 02 03 3100
DIGITAS INC COM 25388K104 58 2350 SH DEFINED 01 02 03 2350
DIGITALTHINK INC COM 25388M100 31 775 SH DEFINED 01 02 03 775
DIME CMNTY BANCSHARES COM 253922108 85 5400 SH DEFINED 01 02 03 5400
DILLARDS INC CL A 254067101 782 47600 SH DEFINED 01 02 03 47600
DIME BANCORP INC NEW COM 25429Q102 3258 176100 SH DEFINED 01 02 03 176100
DIMON INC COM 254394109 29 12300 SH DEFINED 01 02 03 12300
DIONEX CORP COM 254546104 183 5542 SH DEFINED 01 02 03 5542
DISCOUNT AUTO PTS INC COM 254642101 45 5000 SH DEFINED 01 02 03 5000
DISNEY WALT CO COM DISNEY 254687106 44302 1070750 SH DEFINED 01 02 03 1070750
DISNEY WALT CO COM GO COM 254687205 1 30 SH DEFINED 01 02 03 30
DIRECT FOCUS INC COM 254931108 136 4900 SH DEFINED 01 02 03 4900
DITECH COMMUNICATIONS CORP COM 25500M103 159 1500 SH DEFINED 01 02 03 1500
DIVERSA CORP COM 255064107 100 2125 SH DEFINED 01 02 03 2125
DOCUMENTUM INC COM 256159104 406 5200 SH DEFINED 01 02 03 5200
DOLE FOOD INC COM 256605106 1015 52218 SH DEFINED 01 02 03 52218
DOLLAR GEN CORP COM 256669102 3901 145162 SH DEFINED 01 02 03 145162
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 88 5100 SH DEFINED 01 02 03 5100
DOLLAR TREE STORES INC COM 256747106 3836 73600 SH DEFINED 01 02 03 73600
DOMINION RES INC VA NEW COM 25746U109 4147 107900 SH DEFINED 01 02 03 107900
DONALDSON INC COM 257651109 1206 53472 SH DEFINED 01 02 03 53472
DONNA KARAN INTL INC COM 257826107 59 7700 SH DEFINED 01 02 03 7700
DONNELLEY R R & SONS CO COM 257867101 1696 81000 SH DEFINED 01 02 03 81000
DORAL FINL CORP COM 25811P100 95 8400 SH DEFINED 01 02 03 8400
DOUBLECLICK INC COM 258609304 13413 143264 SH DEFINED 01 02 03 143264
DOVER CORP COM 260003108 8151 170250 SH DEFINED 01 02 03 170250
DOVER DOWNS ENTMT INC COM 260086103 1 100 SH DEFINED 01 02 03 100
DOW CHEM CO COM 260543103 17260 151400 SH DEFINED 01 02 03 151400
DOW JONES & CO INC COM 260561105 3738 52050 SH DEFINED 01 02 03 52050
</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>
DOWNEY FINL CORP COM 261018105 117 5486 SH DEFINED 01 02 03 5486
DRESS BARN INC COM 261570105 104 5401 SH DEFINED 01 02 03 5401
DREYERS GRAND ICE CREAM INC COM 261878102 834 32372 SH DEFINED 01 02 03 32372
DRIL-QUIP INC COM 262037104 118 2500 SH DEFINED 01 02 03 2500
DSL NET INC COM 262506108 97 4400 SH DEFINED 01 02 03 4400
DU PONT E I DE NEMOURS & CO COM 263534109 34890 659866 SH DEFINED 01 02 03 659866
DUANE READE INC COM 263578106 91 3900 SH DEFINED 01 02 03 3900
DUFF & PHELPS CR RATING CO COM 26432F109 40 400 SH DEFINED 01 02 03 400
DUKE ENERGY CORP COM 264399106 8846 168500 SH DEFINED 01 02 03 168500
DUKE WEEKS REALTY CORP COM NEW 264411505 2 114 SH DEFINED 01 02 03 114
DUN & BRADSTREET CORP DEL COM 26483B106 6372 222600 SH DEFINED 01 02 03 222600
DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 46 2700 SH DEFINED 01 02 03 2700
DURA PHARMACEUTICALS INC COM 26632S109 139 11300 SH DEFINED 01 02 03 11300
DURAMED PHARMACEUTICALS INC COM 266354109 1 100 SH DEFINED 01 02 03 100
DYCOM INDS INC COM 267475101 815 16712 SH DEFINED 01 02 03 16712
DYNEGY INC NEW CL A 26816Q101 8902 141857 SH DEFINED 01 02 03 141857
EEX CORP COM NEW 26842V207 50 14833 SH DEFINED 01 02 03 14833
E4L INC COM 268452109 15 7109 SH DEFINED 01 02 03 7109
EGL INC COM 268484102 101 4300 SH DEFINED 01 02 03 4300
E M C CORP MASS COM 268648102 120299 962393 SH DEFINED 01 02 03 962393
ENSCO INTL INC COM 26874Q100 5469 151400 SH DEFINED 01 02 03 151400
EOG RES INC COM 26875P101 1006 47500 SH DEFINED 01 02 03 47500
E PIPHANY INC COM 26881V100 234 1750 SH DEFINED 01 02 03 1750
ESS TECHNOLOGY INC COM 269151106 159 9100 SH DEFINED 01 02 03 9100
E SPIRE COMMUNICATIONS INC COM 269153102 106 15130 SH DEFINED 01 02 03 15130
ETEC SYS INC COM 26922C103 678 5439 SH DEFINED 01 02 03 5439
E-TEK DYNAMICS INC COM 269240107 10974 46650 SH DEFINED 01 02 03 46650
E TOWN COM 269242103 145 2300 SH DEFINED 01 02 03 2300
E TRADE GROUP INC COM 269246104 56658 1880760 SH DEFINED 01 02 03 1880760
EARTHGRAINS CO COM 270319106 170 11400 SH DEFINED 01 02 03 11400
EARTHLINK INC COM 270321102 332 17074 SH DEFINED 01 02 03 17074
EARTHSHELL CORP COM 27032B100 31 7400 SH DEFINED 01 02 03 7400
EARTHWEB INC COM 27032C108 62 2500 SH DEFINED 01 02 03 2500
EAST WEST BANCORP INC COM 27579R104 3 300 SH DEFINED 01 02 03 300
EASTERN ENTERPRISES COM 27637F100 1530 25550 SH DEFINED 01 02 03 25550
EASTERN UTILS ASSOC COM 277173100 169 5400 SH DEFINED 01 02 03 5400
EASTGROUP PPTY INC COM 277276101 97 4503 SH DEFINED 01 02 03 4503
EASTMAN CHEM CO COM 277432100 1615 35500 SH DEFINED 01 02 03 35500
EASTMAN KODAK CO COM 277461109 11509 211900 SH DEFINED 01 02 03 211900
EATON CORP COM 278058102 5218 66900 SH DEFINED 01 02 03 66900
EATON VANCE CORP COM NON VTG 278265103 326 7600 SH DEFINED 01 02 03 7600
</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>
EBAY INC COM 278642103 757 4300 SH DEFINED 01 02 03 4300
ECHELON CORP COM 27874N105 262 4000 SH DEFINED 01 02 03 4000
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 585 7400 SH DEFINED 01 02 03 7400
ECLIPSE SURGICAL TECHNOLOGIES COM 278849104 144 19322 SH DEFINED 01 02 03 19322
ECLIPSYS CORP COM 278856109 223 11500 SH DEFINED 01 02 03 11500
ECOLAB INC COM 278865100 3219 87734 SH DEFINED 01 02 03 87734
EDISON INTL COM 281020107 4315 260500 SH DEFINED 01 02 03 260500
EDUCATION MGMT CORP COM 28139T101 101 7023 SH DEFINED 01 02 03 7023
EDWARDS AG INC COM 281760108 3608 90200 SH DEFINED 01 02 03 90200
EFAX COM COM 282012103 1 100 SH DEFINED 01 02 03 100
EGGHEAD COM INC NEW COM 282329101 27 3800 SH DEFINED 01 02 03 3800
EL PASO ELEC CO COM NEW 283677854 165 15900 SH DEFINED 01 02 03 15900
EL PASO ENERGY CORP DEL COM 283905107 5986 148250 SH DEFINED 01 02 03 148250
ELCOR CORP COM 284443108 179 5175 SH DEFINED 01 02 03 5175
ELECTRIC LIGHTWAVE INC CL A 284895109 112 4700 SH DEFINED 01 02 03 4700
ELECTRO RENT CORP COM 285218103 78 6750 SH DEFINED 01 02 03 6750
ELECTRO SCIENTIFIC INDS COM 285229100 856 14750 SH DEFINED 01 02 03 14750
ELECTROGLAS INC COM 285324109 213 6229 SH DEFINED 01 02 03 6229
ELECTRONIC ARTS INC COM 285512109 69557 977100 SH DEFINED 01 02 03 977100
ELECTRONIC DATA SYS NEW COM 285661104 30203 470550 SH DEFINED 01 02 03 470550
ELECTRONICS BOUTIQUE HLDGS CP COM 286045109 57 3000 SH DEFINED 01 02 03 3000
ELECTRONICS FOR IMAGING INC COM 286082102 41772 696200 SH DEFINED 01 02 03 696200
ELOT INC COM 290143106 65 11100 SH DEFINED 01 02 03 11100
ELOYALTY CORP COM 290151109 380 15925 SH DEFINED 01 02 03 15925
EMCORE CORP COM 290846104 380 3300 SH DEFINED 01 02 03 3300
EMCOR GROUP INC COM 29084Q100 6 300 SH DEFINED 01 02 03 300
EMERSON ELEC CO COM 291011104 12479 236000 SH DEFINED 01 02 03 236000
EMMIS COMMUNICATIONS CORP CL A 291525103 377 8100 SH DEFINED 01 02 03 8100
EMPIRE DIST ELEC CO COM 291641108 89 4512 SH DEFINED 01 02 03 4512
EMULEX CORP COM NEW 292475209 1004 9200 SH DEFINED 01 02 03 9200
ENCOMPASS SVCS CORP COM 29255U104 53 9154 SH DEFINED 01 02 03 9154
ENDESA S A SPONSORED ADR 29258N107 234 10000 SH DEFINED 01 02 03 10000
ENERGEN CORP COM 29265N108 116 7300 SH DEFINED 01 02 03 7300
ENERGY EAST CORP COM 29266M109 4264 215196 SH DEFINED 01 02 03 215196
ENGELHARD CORP COM 292845104 1142 75500 SH DEFINED 01 02 03 75500
ENGINEERING ANIMATION INC COM 292872108 57 4300 SH DEFINED 01 02 03 4300
ENESCO GROUP INC COM 292973104 32 4600 SH DEFINED 01 02 03 4600
ENHANCE FINL SVCS GROUP INC COM 293310108 100 7100 SH DEFINED 01 02 03 7100
ENRON CORP COM 293561106 24574 328200 SH DEFINED 01 02 03 328200
ENTERCOM COMMUNICATIONS CORP CL A 293639100 455 8925 SH DEFINED 01 02 03 8925
</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>
ENTERGY CORP NEW COM 29364G103 2259 111900 SH DEFINED 01 02 03 111900
ENTERTAINMENT PPTYS TR COM SH BEN IN 29380T105 4 300 SH DEFINED 01 02 03 300
ENTREMED INC COM 29382F103 130 2200 SH DEFINED 01 02 03 2200
ENTRUST TECHNOLOGIES INC COM 293848107 255 3003 SH DEFINED 01 02 03 3003
ENZON INC COM 293904108 305 8100 SH DEFINED 01 02 03 8100
ENZO BIOCHEM INC COM 294100102 442 6275 SH DEFINED 01 02 03 6275
EPICOR SOFTWARE CORP COM 29426L108 56 6558 SH DEFINED 01 02 03 6558
EQUIFAX INC COM 294429105 2240 88700 SH DEFINED 01 02 03 88700
EQUITABLE RES INC COM 294549100 650 14513 SH DEFINED 01 02 03 14513
EQUITY INNS INC COM 294703103 90 13200 SH DEFINED 01 02 03 13200
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 510 12700 SH DEFINED 01 02 03 12700
ERICSSON L M TEL CO ADR CL B SEK1 294821400 11342 120900 SH DEFINED 01 02 03 120900
ERICSSON L M TEL CO ADR CL B SEK1 294821400 976 10400 SH DEFINED 01 02 03 10400
ESHARE TECHNOLOGIES INC GA COM 296428105 38 3100 SH DEFINED 01 02 03 3100
ESPEED INC CL A 296643109 414 7900 SH DEFINED 01 02 03 7900
ESSEX PPTY TR INC COM 297178105 148 4100 SH DEFINED 01 02 03 4100
ESTERLINE TECHNOLOGIES CORP COM 297425100 89 6812 SH DEFINED 01 02 03 6812
ETHAN ALLEN INTERIORS INC COM 297602104 228 9100 SH DEFINED 01 02 03 9100
ETHYL CORP COM 297659104 268 87400 SH DEFINED 01 02 03 87400
EVERGREEN RES INC COM NO PAR 299900308 2 100 SH DEFINED 01 02 03 100
EXAR CORP COM 300645108 1041 14550 SH DEFINED 01 02 03 14550
EXCALIBUR TECHNOLOGIES CORP COM NEW 300651205 186 4700 SH DEFINED 01 02 03 4700
EXCHANGE APPLICATIONS COM 300867108 863 16300 SH DEFINED 01 02 03 16300
EXIDE CORP COM 302051107 63 5300 SH DEFINED 01 02 03 5300
EXODUS COMMUNICATIONS INC COM 302088109 39129 278500 SH DEFINED 01 02 03 278500
EXPRESS SCRIPTS INC CL A 302182100 1508 35900 SH DEFINED 01 02 03 35900
EXTENDED STAY AMER INC COM 30224P101 140 18600 SH DEFINED 01 02 03 18600
EXTREME NETWORKS INC COM 30226D106 16 200 SH DEFINED 01 02 03 200
EXXON MOBIL CORP COM 30231G102 156849 2015728 SH DEFINED 01 02 03 2015728
F&M BANCORP MD COM 302367107 6 315 SH DEFINED 01 02 03 315
F & M NATL CORP COM 302374103 130 5914 SH DEFINED 01 02 03 5914
FBL FINL GROUP INC CL A 30239F106 104 6900 SH DEFINED 01 02 03 6900
F M C CORP COM NEW 302491303 881 15600 SH DEFINED 01 02 03 15600
FNB CORP PA COM 302520101 94 5100 SH DEFINED 01 02 03 5100
FPIC INS GROUP INC COM 302563101 39 2200 SH DEFINED 01 02 03 2200
FPL GROUP INC COM 302571104 7891 171300 SH DEFINED 01 02 03 171300
FSI INTL INC COM 302633102 193 9400 SH DEFINED 01 02 03 9400
F Y I INC COM 302712104 41 1500 SH DEFINED 01 02 03 1500
FCNB CORP COM 302920103 4 300 SH DEFINED 01 02 03 300
FACTORY 2-U INC COM 303072102 103 4100 SH DEFINED 01 02 03 4100
FACTSET RESH SYS INC COM 303075105 133 4925 SH DEFINED 01 02 03 4925
</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>
FAIR ISAAC & CO INC COM 303250104 105 2700 SH DEFINED 01 02 03 2700
FAIRCHILD CORP CL A 303698104 40 5904 SH DEFINED 01 02 03 5904
FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 377 10325 SH DEFINED 01 02 03 10325
FAIRFIELD CMNTYS INC COM PAR $0.01 304231301 88 11100 SH DEFINED 01 02 03 11100
FAMILY DLR STORES INC COM 307000109 3386 162700 SH DEFINED 01 02 03 162700
FAMILY GOLF CTRS INC COM 30701A106 6 5800 SH DEFINED 01 02 03 5800
FARMER BROS CO COM 307675108 31 175 SH DEFINED 01 02 03 175
FARMERS CAP BK CORP COM 309562106 85 2500 SH DEFINED 01 02 03 2500
FASTNET CORP COM 311877104 89 7325 SH DEFINED 01 02 03 7325
FATBRAIN COM INC COM 311889109 26 2400 SH DEFINED 01 02 03 2400
FASTENAL CO COM 311900104 2533 52900 SH DEFINED 01 02 03 52900
FEDDERS CORP COM 313135105 94 16900 SH DEFINED 01 02 03 16900
FEDERAL AGRIC MTG CORP CL C 313148306 2 100 SH DEFINED 01 02 03 100
FEDERAL HOME LN MTG CORP COM 313400301 16486 373100 SH DEFINED 01 02 03 373100
FEDERAL MOGUL CORP COM 313549107 1352 81040 SH DEFINED 01 02 03 81040
FEDERAL NATL MTG ASSN COM 313586109 30513 540650 SH DEFINED 01 02 03 540650
FEDERAL REALTY INVT TR SH BEN INT NE 313747206 205 10600 SH DEFINED 01 02 03 10600
FEDERAL SIGNAL CORP COM 313855108 986 54608 SH DEFINED 01 02 03 54608
FEDERATED DEPT STORES INC DEL COM 31410H101 4668 111800 SH DEFINED 01 02 03 111800
FEDERATED INVS INC PA CL B 314211103 169 6200 SH DEFINED 01 02 03 6200
FEDEX CORP COM 31428X106 5144 131900 SH DEFINED 01 02 03 131900
FERRO CORP COM 315405100 775 43490 SH DEFINED 01 02 03 43490
FIDELITY HLDGS INC COM NEW 31617J306 77 3600 SH DEFINED 01 02 03 3600
FIDELITY NATL FINL INC COM 316326107 100 7260 SH DEFINED 01 02 03 7260
FIFTH THIRD BANCORP COM 316773100 9989 158550 SH DEFINED 01 02 03 158550
FILENET CORP COM 316869106 268 9009 SH DEFINED 01 02 03 9009
FINANCIAL FED CORP COM 317492106 146 8050 SH DEFINED 01 02 03 8050
FINET COM INC COM PAR $0.01 317922300 21 16600 SH DEFINED 01 02 03 16600
FINISH LINE INC CL A 317923100 59 6012 SH DEFINED 01 02 03 6012
FINOVA GROUP INC COM 317928109 1100 65400 SH DEFINED 01 02 03 65400
FIREPOND INC COM 318224102 20 500 SH DEFINED 01 02 03 500
FIRST AMERN FINL CORP COM 318522307 201 14158 SH DEFINED 01 02 03 14158
FIRST BANCORP P R COM 318672102 116 6600 SH DEFINED 01 02 03 6600
FIRST BUSEY CORP COM 319383105 6 300 SH DEFINED 01 02 03 300
FIRST CHARTER CORP COM 319439105 34 2600 SH DEFINED 01 02 03 2600
FIRST CTZNS BANCSHARES INC N CCL A 31946M103 101 1785 SH DEFINED 01 02 03 1785
FIRST COMMERCE BANCSHARES INC CL B 319777207 144 4137 SH DEFINED 01 02 03 4137
FIRST COMWLTH FINL CORP PA COM 319829107 101 11672 SH DEFINED 01 02 03 11672
FIRST CONSULTING GROUP INC COM 31986R103 68 4200 SH DEFINED 01 02 03 4200
FIRST FED CAP CORP COM 319960100 4 300 SH DEFINED 01 02 03 300
FIRST DATA CORP COM 319963104 10934 247100 SH DEFINED 01 02 03 247100
</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 FINL BANCORP OH COM 320209109 145 8070 SH DEFINED 01 02 03 8070
FIRST FINL BANKSHARES COM 32020R109 66 2520 SH DEFINED 01 02 03 2520
FIRST FINL CORP IND COM 320218100 81 2331 SH DEFINED 01 02 03 2331
FIRST FINL HLDGS INC COM 320239106 52 3700 SH DEFINED 01 02 03 3700
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 275 10100 SH DEFINED 01 02 03 10100
FIRST IND CORP COM 32054R108 80 4300 SH DEFINED 01 02 03 4300
FIRST MERCHANTS CORP COM 320817109 71 3550 SH DEFINED 01 02 03 3550
FIRST MIDWEST BANCORP DEL COM 320867104 245 10102 SH DEFINED 01 02 03 10102
FIRST HEALTH GROUP CORP COM 320960107 1791 56644 SH DEFINED 01 02 03 56644
FIRST REP BK SAN FRANCISCO COM 336158100 6 300 SH DEFINED 01 02 03 300
FIRST SEC CORP DEL COM 336294103 2280 190000 SH DEFINED 01 02 03 190000
FIRST SENTINEL BANCORP INC COM 33640T103 69 9013 SH DEFINED 01 02 03 9013
1ST SOURCE CORP COM 336901103 105 5380 SH DEFINED 01 02 03 5380
FIRST TENN NATL CORP COM 337162101 2474 121808 SH DEFINED 01 02 03 121808
FIRST UN CORP COM 337358105 18971 509293 SH DEFINED 01 02 03 509293
FIRST UTD BANCSHARES INC ARK COM 33741E104 66 6400 SH DEFINED 01 02 03 6400
FIRST VA BANKS INC COM 337477103 1744 46424 SH DEFINED 01 02 03 46424
FIRST WASH RLTY TR INC COM 337489504 6 300 SH DEFINED 01 02 03 300
FIRST WASH BANCORP INC WASH COM 33748T104 5 300 SH DEFINED 01 02 03 300
FIRSTAR CORP NEW WIS COM 33763V109 11447 499033 SH DEFINED 01 02 03 499033
FISERV INC COM 337738108 5050 135800 SH DEFINED 01 02 03 135800
FIRSTFED FINL CORP COM 337907109 78 5918 SH DEFINED 01 02 03 5918
FIRSTMERIT CORP COM 337915102 1619 87800 SH DEFINED 01 02 03 87800
FIRSTENERGY CORP COM 337932107 2294 111200 SH DEFINED 01 02 03 111200
FISHER SCIENTIFIC INTL INC COM NEW 338032204 458 10300 SH DEFINED 01 02 03 10300
FLASHNET COMMUNICATIONS INC COM 338527104 1 100 SH DEFINED 01 02 03 100
FLEETBOSTON FINL CORP COM 339030108 18655 511086 SH DEFINED 01 02 03 511086
FLEETWOOD ENTERPRISES INC COM 339099103 106 7200 SH DEFINED 01 02 03 7200
FLEMING COS INC COM 339130106 160 10650 SH DEFINED 01 02 03 10650
FLETCHER CHALLENGE BLDG DIV SPONSORED ADR 339317109 27 2505 SH DEFINED 01 02 03 2505
FLETCHER CHALLENGE ENERGY DIV SPONSORED ADR 339318107 57 2505 SH DEFINED 01 02 03 2505
FLETCHER CHALLENGE LTD SP ADR FST DI 339324402 12 4326 SH DEFINED 01 02 03 4326
FLETCHER CHALLENGE PAPER DIV SPONSORED ADR 339325102 35 5010 SH DEFINED 01 02 03 5010
FLORIDA EAST COAST INDS COM 340632108 330 6800 SH DEFINED 01 02 03 6800
FLORIDA PROGRESS CORP COM 341109106 2046 44600 SH DEFINED 01 02 03 44600
FLORIDA ROCK INDS INC COM 341140101 132 4700 SH DEFINED 01 02 03 4700
FLOWERS INDS INC COM 343496105 1420 93508 SH DEFINED 01 02 03 93508
FLOWSERVE CORP COM 34354P105 578 44877 SH DEFINED 01 02 03 44877
FLUOR CORP COM 343861100 1118 36050 SH DEFINED 01 02 03 36050
FOOTSTAR INC COM 344912100 145 5126 SH DEFINED 01 02 03 5126
</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>
FORD MTR CO DEL COM 345370100 29189 635400 SH DEFINED 01 02 03 635400
FOREST CITY ENTERPRISES INC CL A 345550107 120 4102 SH DEFINED 01 02 03 4102
FOREST LABS INC COM 345838106 7098 84000 SH DEFINED 01 02 03 84000
FOREST OIL CORP COM NEW 346091606 81 7610 SH DEFINED 01 02 03 7610
FORRESTER RESH INC COM 346563109 184 3400 SH DEFINED 01 02 03 3400
FORT JAMES CORP COM 347471104 2480 112719 SH DEFINED 01 02 03 112719
FORTUNE BRANDS INC COM 349631101 1863 74500 SH DEFINED 01 02 03 74500
FORWARD AIR CORP COM 349853101 2 100 SH DEFINED 01 02 03 100
FOSSIL INC COM 349882100 110 4675 SH DEFINED 01 02 03 4675
FOSTER WHEELER CORP COM 350244109 99 14700 SH DEFINED 01 02 03 14700
FOUNDATION HEALTH SYS INC COM 350404109 921 115100 SH DEFINED 01 02 03 115100
FOX ENTMT GROUP INC CL A 35138T107 266 8900 SH DEFINED 01 02 03 8900
FRANKLIN COVEY CO COM 353469109 83 11500 SH DEFINED 01 02 03 11500
FRANKLIN ELEC INC COM 353514102 70 1100 SH DEFINED 01 02 03 1100
FRANKLIN RES INC COM 354613101 5027 150350 SH DEFINED 01 02 03 150350
FREEDOM SECS CORP COM 35644K103 5 300 SH DEFINED 01 02 03 300
FREEPORT-MCMORAN COPPER & GOLDCL B 35671D857 2273 188450 SH DEFINED 01 02 03 188450
FRIEDE GOLDMAN HALTER INC COM 358430106 65 9489 SH DEFINED 01 02 03 9489
FRIEDMAN BILLINGS RAMSEY GROUPCL A 358433100 88 8049 SH DEFINED 01 02 03 8049
FRITZ COS INC COM 358846103 133 13129 SH DEFINED 01 02 03 13129
FRONTIER AIRLINES INC NEW COM 359065109 30 2500 SH DEFINED 01 02 03 2500
FRONTIER FINL CORP WASH COM 35907K105 70 3800 SH DEFINED 01 02 03 3800
FRONTIER INS GROUP INC NEW COM 359081106 9 8917 SH DEFINED 01 02 03 8917
FULLER H B CO COM 359694106 656 16428 SH DEFINED 01 02 03 16428
FURNITURE BRANDS INTL INC COM 360921100 1074 57100 SH DEFINED 01 02 03 57100
G & K SVCS INC CL A 361268105 234 11950 SH DEFINED 01 02 03 11950
GATX CORP COM 361448103 2890 76048 SH DEFINED 01 02 03 76048
GBC BANCORP CALIF COM 361475106 122 5270 SH DEFINED 01 02 03 5270
GC COS INC COM 36155Q109 66 1900 SH DEFINED 01 02 03 1900
GPU INC COM 36225X100 3233 118100 SH DEFINED 01 02 03 118100
GTE CORP COM 362320103 37573 529200 SH DEFINED 01 02 03 529200
GT INTERACTIVE SOFTWARE CORP COM 36236E109 30 9632 SH DEFINED 01 02 03 9632
GABELLI ASSET MGMT INC CL A 36239Y102 110 6400 SH DEFINED 01 02 03 6400
GABLES RESIDENTIAL TR SH BEN INT 362418105 155 6900 SH DEFINED 01 02 03 6900
GALILEO INTERNATIONAL INC COM 363547100 316 13150 SH DEFINED 01 02 03 13150
GALLAGHER ARTHUR J & CO COM 363576109 419 12900 SH DEFINED 01 02 03 12900
GANNETT INC COM 364730101 30859 438500 SH DEFINED 01 02 03 438500
GAP INC DEL COM 364760108 22344 448556 SH DEFINED 01 02 03 448556
GARDNER DENVER INC COM 365558105 103 5500 SH DEFINED 01 02 03 5500
GARTNER GROUP INC NEW COM 366651107 135 8600 SH DEFINED 01 02 03 8600
GARTNER GROUP INC NEW CL B 366651206 1110 83400 SH DEFINED 01 02 03 83400
</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>
GASONICS INTL CORP COM 367278108 496 12500 SH DEFINED 01 02 03 12500
GATEWAY INC COM 367626108 8906 168040 SH DEFINED 01 02 03 168040
GAYLORD ENTMT CO NEW COM 367905106 860 31700 SH DEFINED 01 02 03 31700
GAYLORD CONTAINER CORP CL A 368145108 90 14100 SH DEFINED 01 02 03 14100
GELTEX PHARMACEUTICALS INC COM 368538104 85 5100 SH DEFINED 01 02 03 5100
GENCORP INC COM 368682100 69 8900 SH DEFINED 01 02 03 8900
GENE LOGIC INC COM 368689105 52 1225 SH DEFINED 01 02 03 1225
GENENTECH INC COM NEW 368710406 61 400 SH DEFINED 01 02 03 400
GENERAL BINDING CORP COM 369154109 12 1275 SH DEFINED 01 02 03 1275
GENERAL CABLE CORP DEL NEW COM 369300108 82 10500 SH DEFINED 01 02 03 10500
GENERAL CHEM GROUP INC COM 369332101 20 9500 SH DEFINED 01 02 03 9500
GENERAL CIGAR HLDGS INC CL A 36933P100 106 7001 SH DEFINED 01 02 03 7001
GENERAL COMMUNICATION INC CL A 369385109 74 13800 SH DEFINED 01 02 03 13800
GENERAL DYNAMICS CORP COM 369550108 5278 106100 SH DEFINED 01 02 03 106100
GENERAL ELEC CO COM 369604103 290367 1871071 SH DEFINED 01 02 03 1871071
GENERAL MLS INC COM 370334104 5504 152100 SH DEFINED 01 02 03 152100
GENERAL MTRS CORP COM 370442105 30798 371900 SH DEFINED 01 02 03 371900
GENERAL MTRS CORP CL H NEW 370442832 12002 96400 SH DEFINED 01 02 03 96400
GENERAL SEMICONDUCTOR INC COM 370787103 124 7200 SH DEFINED 01 02 03 7200
GENESCO INC COM 371532102 83 6346 SH DEFINED 01 02 03 6346
GENLYTE GROUP INC COM 372302109 6 300 SH DEFINED 01 02 03 300
GENRAD INC COM 372447102 89 7200 SH DEFINED 01 02 03 7200
GENTEK INC COM 37245X104 338 24125 SH DEFINED 01 02 03 24125
GENUINE PARTS CO COM 372460105 1928 80750 SH DEFINED 01 02 03 80750
GEON CO COM 37246W105 294 13660 SH DEFINED 01 02 03 13660
GENZYME CORP COM GENL DIV 372917104 4395 87684 SH DEFINED 01 02 03 87684
GENZYME CORP COM-MOLECULAR 372917500 0 0 SH DEFINED 01 02 03 0
GEORGIA GULF CORP COM PAR $0.01 373200203 1414 54366 SH DEFINED 01 02 03 54366
GEORGIA PAC CORP COM GA PAC GR 373298108 5907 149300 SH DEFINED 01 02 03 149300
GEORGIA PAC CORP COM-TIMBER GR 373298702 2241 87450 SH DEFINED 01 02 03 87450
GERBER SCIENTIFIC INC COM 373730100 132 6827 SH DEFINED 01 02 03 6827
GETTY IMAGES INC COM 374276103 237 6600 SH DEFINED 01 02 03 6600
GETTY RLTY CORP NEW COM 374297109 66 5900 SH DEFINED 01 02 03 5900
GIBRALTAR STL CORP COM 37476F103 139 8450 SH DEFINED 01 02 03 8450
GILEAD SCIENCES INC COM 375558103 3720 58702 SH DEFINED 01 02 03 58702
GILLETTE CO COM 375766102 26877 713150 SH DEFINED 01 02 03 713150
GLACIER BANCORP INC NEW COM 37637Q105 1 100 SH DEFINED 01 02 03 100
GLATFELTER P H CO COM 377316104 495 46600 SH DEFINED 01 02 03 46600
GLAXO WELLCOME PLC SPONSORED ADR 37733W105 2287 39900 SH DEFINED 01 02 03 39900
GLENAYRE TECHNOLOGIES INC COM 377899109 300 17100 SH DEFINED 01 02 03 17100
GLENBOROUGH RLTY TR INC COM 37803P105 119 8200 SH DEFINED 01 02 03 8200
</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>
GLIATECH INC COM 37929C103 71 4100 SH DEFINED 01 02 03 4100
GLIMCHER RLTY TR SH BEN INT 379302102 90 6700 SH DEFINED 01 02 03 6700
GLOBAL INDS LTD COM 379336100 197 13500 SH DEFINED 01 02 03 13500
GLOBAL IMAGING SYSTEMS COM 37934A100 28 3600 SH DEFINED 01 02 03 3600
GLOBAL MARINE INC COM 379352404 4337 170900 SH DEFINED 01 02 03 170900
GLOBAL TELESYSTEMS GROUP COM 37936U104 328 16000 SH DEFINED 01 02 03 16000
GLOBIX CORP COM 37957F101 233 6100 SH DEFINED 01 02 03 6100
GOLDEN WEST FINL CORP DEL COM 381317106 2286 73300 SH DEFINED 01 02 03 73300
GOLDMAN SACHS GROUP INC COM 38141G104 862 8200 SH DEFINED 01 02 03 8200
GOLF TR AMER INC COM 38168B103 4 250 SH DEFINED 01 02 03 250
GOODRICH B F CO COM 382388106 1436 50048 SH DEFINED 01 02 03 50048
GOODYEAR TIRE & RUBR CO COM 382550101 2704 116000 SH DEFINED 01 02 03 116000
GOODYS FAMILY CLOTHING INC COM 382588101 48 7922 SH DEFINED 01 02 03 7922
GO2NET INC COM 383486107 463 5750 SH DEFINED 01 02 03 5750
GRACE W R & CO DEL NEW COM 38388F108 750 59150 SH DEFINED 01 02 03 59150
GRACO INC COM 384109104 152 5250 SH DEFINED 01 02 03 5250
GRAINGER W W INC COM 384802104 2430 44800 SH DEFINED 01 02 03 44800
GRAND PREMIER FINL INC COM 386174106 5 330 SH DEFINED 01 02 03 330
GRAND UN CO COM 386532402 13 4300 SH DEFINED 01 02 03 4300
GRANITE CONSTR INC COM 387328107 823 30483 SH DEFINED 01 02 03 30483
GRAY COMMUNICATIONS SYS INC COM 389190109 4 300 SH DEFINED 01 02 03 300
GREAT ATLANTIC & PAC TEA INC COM 390064103 954 48900 SH DEFINED 01 02 03 48900
GREAT LAKES CHEM CORP COM 390568103 889 26150 SH DEFINED 01 02 03 26150
GREAT LAKES REIT INC COM 390752103 26 1707 SH DEFINED 01 02 03 1707
GREAT PLAINS SOFTWARE COM 39119E105 139 2600 SH DEFINED 01 02 03 2600
GREATER BAY BANCORP COM 391648102 386 9600 SH DEFINED 01 02 03 9600
GREENPOINT FINL CORP COM 395384100 1974 100600 SH DEFINED 01 02 03 100600
GREIF BROS CORP CL A 397624107 169 5300 SH DEFINED 01 02 03 5300
GREY ADVERTISING INC COM 397838103 123 300 SH DEFINED 01 02 03 300
GREY WOLF INC COM 397888108 180 45800 SH DEFINED 01 02 03 45800
GRIFFON CORP COM 398433102 75 9597 SH DEFINED 01 02 03 9597
GROUP 1 AUTOMOTIVE INC COM 398905109 44 3800 SH DEFINED 01 02 03 3800
GRUPO TELEVISA SA DE CV SP ADR REP OR 40049J206 231 3400 SH DEFINED 01 02 03 3400
GTECH HLDGS CORP COM 400518106 790 42543 SH DEFINED 01 02 03 42543
GUESS INC COM 401617105 162 5047 SH DEFINED 01 02 03 5047
GUIDANT CORP COM 401698105 22690 385808 SH DEFINED 01 02 03 385808
GUILFORD MLS INC COM 401794102 70 9052 SH DEFINED 01 02 03 9052
GUILFORD PHARMACEUTICALS INC COM 401829106 128 5500 SH DEFINED 01 02 03 5500
GUITAR CTR MGMT INC COM 402040109 61 5300 SH DEFINED 01 02 03 5300
GYMBOREE CORP COM 403777105 38 9237 SH DEFINED 01 02 03 9237
HCC INS HLDGS INC COM 404132102 142 10700 SH DEFINED 01 02 03 10700
</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>
HNC SOFTWARE INC COM 40425P107 461 6400 SH DEFINED 01 02 03 6400
HSBC HLDGS PLC SPON ADR NEW 404280406 431 7080 SH DEFINED 01 02 03 7080
HSB GROUP INC COM 40428N109 1055 36448 SH DEFINED 01 02 03 36448
HS RES INC COM 404297103 7 308 SH DEFINED 01 02 03 308
HA-LO INDS INC COM 404429102 84 10654 SH DEFINED 01 02 03 10654
HADCO CORP COM 404681108 239 3700 SH DEFINED 01 02 03 3700
HAEMONETICS CORP COM 405024100 160 7100 SH DEFINED 01 02 03 7100
HAIN FOOD GROUP INC COM 405219106 62 2200 SH DEFINED 01 02 03 2200
HALLIBURTON CO COM 406216101 10104 246450 SH DEFINED 01 02 03 246450
HAMILTON BANCORP INC FLA COM 407013101 27 1700 SH DEFINED 01 02 03 1700
HANCOCK HLDG CO COM 410120109 80 2605 SH DEFINED 01 02 03 2605
HANDLEMAN CO DEL COM 410252100 81 9100 SH DEFINED 01 02 03 9100
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 26 4800 SH DEFINED 01 02 03 4800
HANNA M A CO COM 410522106 663 58572 SH DEFINED 01 02 03 58572
HANNAFORD BROS CO COM 410550107 2921 39600 SH DEFINED 01 02 03 39600
HANOVER COMPRESSOR CO COM 410768105 1939 34100 SH DEFINED 01 02 03 34100
HANOVER DIRECT INC COM 410783104 54 22700 SH DEFINED 01 02 03 22700
HARBINGER CORP COM 41145C103 237 8150 SH DEFINED 01 02 03 8150
HARCOURT GEN INC COM 41163G101 1203 32300 SH DEFINED 01 02 03 32300
HARBOR FLA BANCSHARES INC COM 411901101 68 6000 SH DEFINED 01 02 03 6000
HARKEN ENERGY CORP COM 412552101 37 37000 SH DEFINED 01 02 03 37000
HARLAND JOHN H CO COM 412693103 109 8100 SH DEFINED 01 02 03 8100
HARLEY DAVIDSON INC COM 412822108 7084 89250 SH DEFINED 01 02 03 89250
HARLEYSVILLE GROUP INC COM 412824104 51 3500 SH DEFINED 01 02 03 3500
HARLEYSVILLE NATL CORP PA COM 412850109 81 2983 SH DEFINED 01 02 03 2983
HARMAN INTL INDS INC COM 413086109 257 4279 SH DEFINED 01 02 03 4279
HARMON INDS INC NEW COM 413136102 98 5400 SH DEFINED 01 02 03 5400
HARMONIC INC COM 413160102 2023 24300 SH DEFINED 01 02 03 24300
HARRAHS ENTMT INC COM 413619107 1084 58400 SH DEFINED 01 02 03 58400
HARRIS CORP DEL COM 413875105 2226 64400 SH DEFINED 01 02 03 64400
HARRIS FINL INC COM 414541102 35 4800 SH DEFINED 01 02 03 4800
HARSCO CORP COM 415864107 1587 54834 SH DEFINED 01 02 03 54834
HARTE-HANKS INC COM 416196103 1454 64100 SH DEFINED 01 02 03 64100
HARTFORD FINL SVCS GROUP INC COM 416515104 5887 111600 SH DEFINED 01 02 03 111600
HARTFORD LIFE INC CL A 416592103 84 1800 SH DEFINED 01 02 03 1800
HASBRO INC COM 418056107 1423 86250 SH DEFINED 01 02 03 86250
HAVERTY FURNITURE INC COM 419596101 82 7716 SH DEFINED 01 02 03 7716
HAWAIIAN ELEC INDUSTRIES COM 419870100 1226 38540 SH DEFINED 01 02 03 38540
HAYES LEMMERZ INTL INC COM 420781106 117 6115 SH DEFINED 01 02 03 6115
HEARME INC COM 421903105 3 100 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>
HEALTH CARE PPTY INVS INC COM 421915109 330 12992 SH DEFINED 01 02 03 12992
HEALTHSOUTH CORP COM 421924101 975 175200 SH DEFINED 01 02 03 175200
HEALTH MGMT ASSOC INC NEW CL A 421933102 3905 274000 SH DEFINED 01 02 03 274000
HEALTHCARE RLTY TR COM 421946104 177 10595 SH DEFINED 01 02 03 10595
HEALTH CARE REIT INC COM 42217K106 104 7400 SH DEFINED 01 02 03 7400
HEALTHAXIS INC COM 42219D100 60 4200 SH DEFINED 01 02 03 4200
HEALTHEON WEBMD CORP COM 422209106 90 3898 SH DEFINED 01 02 03 3898
HEALTHGATE DATA CORP COM 42222H106 49 8650 SH DEFINED 01 02 03 8650
HEARTLAND EXPRESS INC COM 422347104 116 8244 SH DEFINED 01 02 03 8244
HEICO CORP NEW COM 422806109 36 2500 SH DEFINED 01 02 03 2500
HEIDRICK & STRUGGLES INTL INC COM 422819102 4 100 SH DEFINED 01 02 03 100
HEILIG MEYERS CO COM 422893107 290 73600 SH DEFINED 01 02 03 73600
HEINZ H J CO COM 423074103 6288 180300 SH DEFINED 01 02 03 180300
HELIX TECHNOLOGY CORP COM 423319102 279 4644 SH DEFINED 01 02 03 4644
HELLER FINANCIAL INC CL A 423328103 191 8243 SH DEFINED 01 02 03 8243
HELMERICH & PAYNE INC COM 423452101 4501 145200 SH DEFINED 01 02 03 145200
HEMISPHERX BIOPHARMA INC COM 42366C103 2 200 SH DEFINED 01 02 03 200
HENRY JACK & ASSOC INC COM 426281101 247 6700 SH DEFINED 01 02 03 6700
HERBALIFE INTL INC CL A 426908208 49 3500 SH DEFINED 01 02 03 3500
HERCULES INC COM 427056106 777 48200 SH DEFINED 01 02 03 48200
HERSHEY FOODS CORP COM 427866108 3464 71050 SH DEFINED 01 02 03 71050
HERTZ CORP CL A 428040109 191 5600 SH DEFINED 01 02 03 5600
HEWLETT PACKARD CO COM 428236103 85794 647200 SH DEFINED 01 02 03 647200
HEXCEL CORP NEW COM 428291108 32 6309 SH DEFINED 01 02 03 6309
HI / FN INC COM 428358105 78 1200 SH DEFINED 01 02 03 1200
HIBERNIA CORP CL A 428656102 1586 151000 SH DEFINED 01 02 03 151000
HILB ROGAL & HAMILTON CO COM 431294107 3 100 SH DEFINED 01 02 03 100
HILLENBRAND INDS INC COM 431573104 2016 59300 SH DEFINED 01 02 03 59300
HILTON HOTELS CORP COM 432848109 1296 167200 SH DEFINED 01 02 03 167200
HINES HORTICULTURE INC COM 433245107 1 100 SH DEFINED 01 02 03 100
HISPANIC BROADCASTING CORP CL A 43357B104 5742 50700 SH DEFINED 01 02 03 50700
HOLLYWOOD ENTMT CORP COM 436141105 69 8600 SH DEFINED 01 02 03 8600
HOME DEPOT INC COM 437076102 102223 1584850 SH DEFINED 01 02 03 1584850
HOME PPTYS N Y INC COM 437306103 251 9400 SH DEFINED 01 02 03 9400
HOMEBASE INC COM 43738E108 32 15900 SH DEFINED 01 02 03 15900
HOMESTAKE MNG CO COM 437614100 1118 186350 SH DEFINED 01 02 03 186350
HON INDS INC COM 438092108 1455 56500 SH DEFINED 01 02 03 56500
HONEYWELL INTL INC COM 438516106 18925 359200 SH DEFINED 01 02 03 359200
HOOPER HOLMES INC COM 439104100 341 9950 SH DEFINED 01 02 03 9950
HORACE MANN EDUCATORS CORP NEWCOM 440327104 1032 55950 SH DEFINED 01 02 03 55950
HORMEL FOODS CORP COM 440452100 2331 141800 SH DEFINED 01 02 03 141800
</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>
HOSPITALITY PPTYS TR COM SH BEN IN 44106M102 217 10700 SH DEFINED 01 02 03 10700
HOUGHTON MIFFLIN CO COM 441560109 1233 29064 SH DEFINED 01 02 03 29064
HOUSEHOLD INTL INC COM 441815107 9742 261086 SH DEFINED 01 02 03 261086
HOUSTON EXPL CO COM 442120101 77 4300 SH DEFINED 01 02 03 4300
HOWMET INTERNATIONAL COM 443208103 731 36200 SH DEFINED 01 02 03 36200
HUB GROUP INC CL A 443320106 32 2100 SH DEFINED 01 02 03 2100
HUBBELL INC CL B 443510201 1652 60340 SH DEFINED 01 02 03 60340
HUDSON RIV BANCORP INC COM 444128102 3 300 SH DEFINED 01 02 03 300
HUDSON UNITED BANCORP COM 444165104 327 15099 SH DEFINED 01 02 03 15099
HUGHES SUPPLY INC COM 444482103 98 6300 SH DEFINED 01 02 03 6300
HUMANA INC COM 444859102 556 76000 SH DEFINED 01 02 03 76000
HUMAN GENOME SCIENCES INC COM 444903108 1802 21700 SH DEFINED 01 02 03 21700
HUNT J B TRANS SVCS INC COM 445658107 571 41738 SH DEFINED 01 02 03 41738
HUNTINGTON BANCSHARES INC COM 446150104 2524 112800 SH DEFINED 01 02 03 112800
HUSSMANN INTL INC COM 448110106 171 13500 SH DEFINED 01 02 03 13500
HUTCHINSON TECHNOLOGY INC COM 448407106 95 5400 SH DEFINED 01 02 03 5400
HUTTIG BLDG PRODS INC COM 448451104 0 1 SH DEFINED 01 02 03 1
ICN PHARMACEUTICALS INC NEW COM 448924100 1995 73200 SH DEFINED 01 02 03 73200
IDT CORP COM 448947101 205 4929 SH DEFINED 01 02 03 4929
HYPERCOM CORP COM 44913M105 111 6500 SH DEFINED 01 02 03 6500
HYPERION SOLUTIONS CORP COM 44914M104 247 7610 SH DEFINED 01 02 03 7610
IBP INC COM 449223106 2378 151000 SH DEFINED 01 02 03 151000
ICG COMMUNICATIONS INC COM 449246107 419 11600 SH DEFINED 01 02 03 11600
IDEC PHARMACEUTICALS CORP COM 449370105 1277 13000 SH DEFINED 01 02 03 13000
IDG BOOKS WORLDWIDE INC CL A 449384106 33 2900 SH DEFINED 01 02 03 2900
IDX SYS CORP COM 449491109 131 4800 SH DEFINED 01 02 03 4800
IGEN INC COM 449536101 65 2600 SH DEFINED 01 02 03 2600
IHOP CORP COM 449623107 84 6000 SH DEFINED 01 02 03 6000
IMC GLOBAL INC COM 449669100 1635 111300 SH DEFINED 01 02 03 111300
IMCO RECYCLING INC COM 449681105 52 4700 SH DEFINED 01 02 03 4700
IPC COMMUNICATIONS INC COM NEW 44980K206 494 2400 SH DEFINED 01 02 03 2400
IMS HEALTH INC COM 449934108 2962 174850 SH DEFINED 01 02 03 174850
IRI INTL CORP COM 45004F107 3 300 SH DEFINED 01 02 03 300
IRT PPTY CO COM 450058102 82 10200 SH DEFINED 01 02 03 10200
ISS GROUP INC COM 450306105 16601 142500 SH DEFINED 01 02 03 142500
ITC DELTACOM INC COM 45031T104 428 12000 SH DEFINED 01 02 03 12000
ITI TECHNOLOGIES INC COM 450564109 9 300 SH DEFINED 01 02 03 300
ITT EDUCATIONAL SERVICES INC COM 45068B109 84 5275 SH DEFINED 01 02 03 5275
IBASIS INC COM 450732102 115 2800 SH DEFINED 01 02 03 2800
ITT INDS INC IND COM 450911102 1420 45700 SH DEFINED 01 02 03 45700
IDACORP INC COM 451107106 1923 55346 SH DEFINED 01 02 03 55346
</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>
IDEX CORP COM 45167R104 211 7750 SH DEFINED 01 02 03 7750
IDEXX LABS INC COM 45168D104 224 9600 SH DEFINED 01 02 03 9600
IGATE CAPITAL CORP COM 45169U105 397 8800 SH DEFINED 01 02 03 8800
IKON OFFICE SOLUTIONS INC COM 451713101 421 68000 SH DEFINED 01 02 03 68000
IDENTIX INC COM 451906101 247 8847 SH DEFINED 01 02 03 8847
ILEX ONCOLOGY INC COM 451923106 97 2300 SH DEFINED 01 02 03 2300
ILLINOIS TOOL WKS INC COM 452308109 17119 309850 SH DEFINED 01 02 03 309850
ILLUMINET HLDGS INC COM 452334105 96 1950 SH DEFINED 01 02 03 1950
IMATION CORP COM 45245A107 2212 82885 SH DEFINED 01 02 03 82885
IMCLONE SYS INC COM 45245W109 484 6300 SH DEFINED 01 02 03 6300
IMMUNEX CORP NEW COM 452528102 146 2300 SH DEFINED 01 02 03 2300
IMPERIAL BANCORP COM 452556103 547 17645 SH DEFINED 01 02 03 17645
IMPATH INC COM 45255G101 4 100 SH DEFINED 01 02 03 100
IMPERIAL CHEM INDS PLC ADR NEW 452704505 194 6000 SH DEFINED 01 02 03 6000
IMPERIAL CR INDS INC COM 452729106 39 8634 SH DEFINED 01 02 03 8634
IMPERIAL CREDIT COMM MRTG INVSCOM 45272T102 0 0 SH DEFINED 01 02 03 0
IN FOCUS SYS INC COM 452919103 158 4400 SH DEFINED 01 02 03 4400
IMPERIAL SUGAR CO NEW COM 453096109 1 700 SH DEFINED 01 02 03 700
IMRGLOBAL CORPORATION COM 45321W106 58 4000 SH DEFINED 01 02 03 4000
INACOM CORP COM 45323G109 31 11347 SH DEFINED 01 02 03 11347
INCO LTD COM 453258402 1870 102100 SH DEFINED 01 02 03 102100
INCYTE PHARMACEUTICALS INC COM 45337C102 522 6000 SH DEFINED 01 02 03 6000
INDEPENDENCE CMNTY BK CORP COM 453414104 225 20200 SH DEFINED 01 02 03 20200
INDEPENDENT BANK CORP MASS COM 453836108 4 300 SH DEFINED 01 02 03 300
INDIANA ENERGY INC COM 454707100 2616 134136 SH DEFINED 01 02 03 134136
INDYMAC MTG HLDGS INC COM 456607100 772 51700 SH DEFINED 01 02 03 51700
INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N103 126 2200 SH DEFINED 01 02 03 2200
INFINITY BROADCASTING CP NEW CL A 45662S102 11 350 SH DEFINED 01 02 03 350
INET TECHNOLOGIES INC COM 45662V105 156 2938 SH DEFINED 01 02 03 2938
INFOCURE CORP COM 45665A108 116 6700 SH DEFINED 01 02 03 6700
INFORMATICA CORP COM 45666Q102 515 6700 SH DEFINED 01 02 03 6700
INFORMIX CORP COM 456779107 5689 335900 SH DEFINED 01 02 03 335900
INFORTE CORP COM 45677R107 20 400 SH DEFINED 01 02 03 400
INFOSPACE COM INC COM 45678T102 814 5600 SH DEFINED 01 02 03 5600
INFOUSA INC NEW COM 456818301 45 4900 SH DEFINED 01 02 03 4900
INGERSOLL-RAND CO COM 456866102 3491 78900 SH DEFINED 01 02 03 78900
INFORMATION RES INC COM 456905108 64 8000 SH DEFINED 01 02 03 8000
INGLES MKTS INC CL A 457030104 85 8100 SH DEFINED 01 02 03 8100
INHALE THERAPEUTIC SYS INC COM 457191104 313 4200 SH DEFINED 01 02 03 4200
INKTOMI CORP COM 457277101 14879 76300 SH DEFINED 01 02 03 76300
INNOVEX INC COM 457647105 64 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>
INPUT/OUTPUT INC COM 457652105 82 13400 SH DEFINED 01 02 03 13400
INSIGHT ENTERPRISES INC COM 45765U103 186 5100 SH DEFINED 01 02 03 5100
INSITUFORM TECHNOLOGIES INC CL A 457667103 228 7429 SH DEFINED 01 02 03 7429
INSIGNIA FINL GROUP INC NEW COM 45767A105 77 5500 SH DEFINED 01 02 03 5500
INSIGHT COMMUNICATIONS INC CL A 45768V108 158 7650 SH DEFINED 01 02 03 7650
INNKEEPERS USA TR COM 4576J0104 44 5400 SH DEFINED 01 02 03 5400
INSPIRE INS SOLUTIONS INC COM 457732105 10 3000 SH DEFINED 01 02 03 3000
INTEGRATED DEVICE TECHNOLOGY COM 458118106 4622 116650 SH DEFINED 01 02 03 116650
INTEGRATED ELECTRICAL SVC COM 45811E103 36 6900 SH DEFINED 01 02 03 6900
INTEL CORP COM 458140100 266764 2021900 SH DEFINED 01 02 03 2021900
INTER TEL INC COM 458372109 233 8525 SH DEFINED 01 02 03 8525
INTERFACE INC CL A 458665106 54 12800 SH DEFINED 01 02 03 12800
INTERDIGITAL COMMUNICATIONS CPCOM 45866A105 318 12613 SH DEFINED 01 02 03 12613
INTERGRAPH CORP COM 458683109 107 12000 SH DEFINED 01 02 03 12000
INTERIM SVCS INC COM 45868P100 572 30840 SH DEFINED 01 02 03 30840
INTERLEAF INC COM NEW 458729209 33 700 SH DEFINED 01 02 03 700
INTERMEDIA COMMUNICATIONS INC COM 458801107 673 13933 SH DEFINED 01 02 03 13933
INTERMET CORP COM 45881K104 58 6400 SH DEFINED 01 02 03 6400
INTERNATIONAL BANCSHARES CORP COM 459044103 128 3150 SH DEFINED 01 02 03 3150
INTERNATIONAL BUSINESS MACHS COM 459200101 137429 1164650 SH DEFINED 01 02 03 1164650
INTERNATIONAL FLAVORS&FRAGRANCCOM 459506101 1669 47600 SH DEFINED 01 02 03 47600
INTERNATIONAL FIBERCOM INC COM 45950T101 81 3400 SH DEFINED 01 02 03 3400
INTERNATIONAL HOME FOODS INC COM 459655106 67 4200 SH DEFINED 01 02 03 4200
INTERNATIONAL GAME TECHNOLOGY COM 459902102 1531 70600 SH DEFINED 01 02 03 70600
INTERNATIONAL MULTIFOODS CORP COM 460043102 297 22224 SH DEFINED 01 02 03 22224
INTL PAPER CO COM 460146103 8028 187800 SH DEFINED 01 02 03 187800
INTERNATIONAL RECTIFIER CORP COM 460254105 599 15723 SH DEFINED 01 02 03 15723
INTERNATIONAL SPEEDWAY CORP CL A 460335201 2229 49600 SH DEFINED 01 02 03 49600
INTL SPECIALTY PRODS INC NEW COM 460337108 2 300 SH DEFINED 01 02 03 300
INTERNET CAP GROUP INC COM 46059C106 47593 526980 SH DEFINED 01 02 03 526980
INTERPOOL INC COM 46062R108 26 3900 SH DEFINED 01 02 03 3900
INTERPUBLIC GROUP COS INC COM 460690100 6849 144950 SH DEFINED 01 02 03 144950
INTERSIL HLDG CORP CL A 46069S109 149 2875 SH DEFINED 01 02 03 2875
INTERSTATE BAKERIES CORP DEL COM 46072H108 918 64400 SH DEFINED 01 02 03 64400
INTERWEST BANCORP INC COM 460931108 58 4200 SH DEFINED 01 02 03 4200
INTERTAN INC COM 461120107 7 500 SH DEFINED 01 02 03 500
INTERVOICE-BRITE INC COM 461142101 150 5207 SH DEFINED 01 02 03 5207
INTERVU INC COM 46114R106 180 2000 SH DEFINED 01 02 03 2000
INTIMATE BRANDS INC CL A 461156101 86 2100 SH DEFINED 01 02 03 2100
INTRAWARE INC COM 46118M103 198 4800 SH DEFINED 01 02 03 4800
INTUIT COM 461202103 112293 2065150 SH DEFINED 01 02 03 2065150
</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>
INVACARE CORP COM 461203101 447 16300 SH DEFINED 01 02 03 16300
INVESTMENT TECHNOLOGY GRP NEW COM 46145F105 1022 29000 SH DEFINED 01 02 03 29000
INVITROGEN CORP COM 46185R100 171 2942 SH DEFINED 01 02 03 2942
INVESTORS FINL SERVICES CORP COM 461915100 365 6198 SH DEFINED 01 02 03 6198
IOMEGA CORP COM 462030107 258 67600 SH DEFINED 01 02 03 67600
IONICS INC COM 462218108 113 4404 SH DEFINED 01 02 03 4404
IPALCO ENTERPRISES INC COM 462613100 1561 80056 SH DEFINED 01 02 03 80056
IRON MTN INC PA COM 462846106 208 6100 SH DEFINED 01 02 03 6100
IRWIN FINL CORP COM 464119106 47 3100 SH DEFINED 01 02 03 3100
ISIS PHARMACEUTICALS INC COM 464330109 114 8100 SH DEFINED 01 02 03 8100
ISPAT INTL N V NY REG SH CL 464899103 311 20900 SH DEFINED 01 02 03 20900
IT GROUP INC COM 465266104 23 3100 SH DEFINED 01 02 03 3100
I2 TECHNOLOGIES INC COM 465754109 61 500 SH DEFINED 01 02 03 500
IVAX CORP COM 465823102 4224 155000 SH DEFINED 01 02 03 155000
IVEX PACKAGING CORP DEL COM 465855104 28 3735 SH DEFINED 01 02 03 3735
IVILLAGE INC COM 46588H105 41 2600 SH DEFINED 01 02 03 2600
JDN RLTY CORP COM 465917102 93 8919 SH DEFINED 01 02 03 8919
J & J SNACK FOODS CORP COM 466032109 86 4340 SH DEFINED 01 02 03 4340
JDS UNIPHASE CORP COM 46612J101 37367 309942 SH DEFINED 01 02 03 309942
JDA SOFTWARE GROUP INC COM 46612K108 95 6483 SH DEFINED 01 02 03 6483
JLG INDS INC COM 466210101 101 11100 SH DEFINED 01 02 03 11100
JLK DIRECT DISTRIBUTION INC CL A 46621C105 41 4500 SH DEFINED 01 02 03 4500
JNI CORP COM 46622G105 107 2100 SH DEFINED 01 02 03 2100
JP REALTY INC COM 46624A106 64 3600 SH DEFINED 01 02 03 3600
JABIL CIRCUIT INC COM 466313103 7681 177600 SH DEFINED 01 02 03 177600
JACK IN THE BOX INC COM 466367109 220 10300 SH DEFINED 01 02 03 10300
JACOBS ENGR GROUP INC DEL COM 469814107 964 29878 SH DEFINED 01 02 03 29878
JAKKS PAC INC COM 47012E106 96 4450 SH DEFINED 01 02 03 4450
JEFFERIES GROUP INC NEW COM 472319102 129 5637 SH DEFINED 01 02 03 5637
JEFFERSON PILOT CORP COM 475070108 3255 48900 SH DEFINED 01 02 03 48900
JO-ANN STORES INC CL A 47758P109 44 5204 SH DEFINED 01 02 03 5204
JOHNSON & JOHNSON COM 478160104 70399 1004800 SH DEFINED 01 02 03 1004800
JOHNSON CTLS INC COM 478366107 2098 38800 SH DEFINED 01 02 03 38800
JONES APPAREL GROUP INC COM 480074103 3678 115400 SH DEFINED 01 02 03 115400
JONES LANG LASALLE INC COM 48020Q107 127 8200 SH DEFINED 01 02 03 8200
JONES PHARMA INC COM 480236108 514 16929 SH DEFINED 01 02 03 16929
JOSTENS INC COM 481088102 580 23800 SH DEFINED 01 02 03 23800
JOURNAL REGISTER CO COM 481138105 146 9900 SH DEFINED 01 02 03 9900
JUNO LTG INC COM NEW 482047206 0 15 SH DEFINED 01 02 03 15
JUNO ONLINE SVCS INC COM 482048105 55 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>
JUSTIN INDS INC COM 482171105 81 4500 SH DEFINED 01 02 03 4500
KLA-TENCOR CORP COM 482480100 52960 628600 SH DEFINED 01 02 03 628600
K MART CORP COM 482584109 2721 280900 SH DEFINED 01 02 03 280900
K V PHARMACEUTICAL CO CL B CONV 482740107 3 100 SH DEFINED 01 02 03 100
KAISER ALUMINUM CORP COM 483007100 33 7300 SH DEFINED 01 02 03 7300
KAMAN CORP CL A 483548103 63 6446 SH DEFINED 01 02 03 6446
KANSAS CITY LIFE INS CO COM 484836101 43 1800 SH DEFINED 01 02 03 1800
KANSAS CITY PWR & LT CO COM 485134100 1680 57938 SH DEFINED 01 02 03 57938
KANSAS CITY SOUTHN INDS INC COM 485170104 5105 59400 SH DEFINED 01 02 03 59400
KAUFMAN & BROAD HOME CORP COM 486168107 733 34200 SH DEFINED 01 02 03 34200
KAYDON CORP COM 486587108 1010 36984 SH DEFINED 01 02 03 36984
KEANE INC COM 486665102 2113 83700 SH DEFINED 01 02 03 83700
KEEBLER FOODS CO COM 487256109 237 8250 SH DEFINED 01 02 03 8250
KELLOGG CO COM 487836108 5764 224950 SH DEFINED 01 02 03 224950
KELLSTROM INDS INC COM 488035106 1 200 SH DEFINED 01 02 03 200
KELLWOOD CO COM 488044108 108 6150 SH DEFINED 01 02 03 6150
KELLY SVCS INC CL A 488152208 874 36521 SH DEFINED 01 02 03 36521
KEMET CORP COM 488360108 642 10147 SH DEFINED 01 02 03 10147
KENNAMETAL INC COM 489170100 1022 34012 SH DEFINED 01 02 03 34012
KENT ELECTRS CORP COM 490553104 382 13100 SH DEFINED 01 02 03 13100
KERR MCGEE CORP COM 492386107 2501 43300 SH DEFINED 01 02 03 43300
KEY ENERGY SVCS INC COM 492914106 233 20000 SH DEFINED 01 02 03 20000
KEYCORP NEW COM 493267108 3855 202900 SH DEFINED 01 02 03 202900
KEYNOTE SYS INC COM 493308100 9944 97250 SH DEFINED 01 02 03 97250
KEYSPAN CORP COM 49337W100 3481 126000 SH DEFINED 01 02 03 126000
KEYSTONE AUTOMOTIVE INDS INC COM 49338N109 26 4500 SH DEFINED 01 02 03 4500
KEYSTONE FINANCIAL INC COM 493482103 840 45700 SH DEFINED 01 02 03 45700
KIMBALL INTL INC CL B 494274103 92 8400 SH DEFINED 01 02 03 8400
KILROY RLTY CORP COM 49427F108 154 7300 SH DEFINED 01 02 03 7300
KIMBERLY CLARK CORP COM 494368103 20188 360498 SH DEFINED 01 02 03 360498
KINDER MORGAN INC KANS COM 49455P101 5361 155400 SH DEFINED 01 02 03 155400
KING PHARMACEUTICALS INC COM 495582108 222 7050 SH DEFINED 01 02 03 7050
KIRBY CORP COM 497266106 170 8612 SH DEFINED 01 02 03 8612
KNIGHT RIDDER INC COM 499040103 2287 44900 SH DEFINED 01 02 03 44900
KNIGHT TRANSN INC COM 499064103 77 4393 SH DEFINED 01 02 03 4393
KOGER EQUITY INC COM 500228101 128 7400 SH DEFINED 01 02 03 7400
KOHLS CORP COM 500255104 7852 76600 SH DEFINED 01 02 03 76600
KOMAG INC COM 500453105 57 15100 SH DEFINED 01 02 03 15100
KONOVER PPTY TR INC COM 50047R100 3 600 SH DEFINED 01 02 03 600
KOPIN CORP COM 500600101 461 6700 SH DEFINED 01 02 03 6700
KOREA ELECTRIC PWR SPONSORED ADR 500631106 203 13300 SH DEFINED 01 02 03 13300
KOREA TELECOM SPONSORED ADR 50063P103 171 3900 SH DEFINED 01 02 03 3900
</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>
KORN FERRY INTL COM NEW 500643200 161 5400 SH DEFINED 01 02 03 5400
KROGER CO COM 501044101 7309 416150 SH DEFINED 01 02 03 416150
KROLL O GARA CO COM 501050108 30 2700 SH DEFINED 01 02 03 2700
KRONOS INC COM 501052104 93 3150 SH DEFINED 01 02 03 3150
KUBOTA CORP ADR 501173207 94 1350 SH DEFINED 01 02 03 1350
KULICKE & SOFFA INDS INC COM 501242101 410 6400 SH DEFINED 01 02 03 6400
LCA-VISION INC COM NEW 501803209 20 3900 SH DEFINED 01 02 03 3900
LG&E ENERGY CORP COM 501917108 2795 122200 SH DEFINED 01 02 03 122200
LTV CORP NEW COM 501921100 93 26200 SH DEFINED 01 02 03 26200
LNR PPTY CORP COM 501940100 147 7700 SH DEFINED 01 02 03 7700
LSI LOGIC CORP COM 502161102 11330 156000 SH DEFINED 01 02 03 156000
LSI INDS INC COM 50216C108 2 100 SH DEFINED 01 02 03 100
LTC PPTYS INC COM 502175102 34 6400 SH DEFINED 01 02 03 6400
LTC HEALTHCARE INC COM 50217R104 1 600 SH DEFINED 01 02 03 600
LTX CORP COM 502392103 800 17700 SH DEFINED 01 02 03 17700
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1849 35550 SH DEFINED 01 02 03 35550
LA Z BOY INC COM 505336107 211 13700 SH DEFINED 01 02 03 13700
LABOR READY INC COM NEW 505401208 87 8780 SH DEFINED 01 02 03 8780
LABORATORY CORP AMER HLDGS COM 50540R102 88 20400 SH DEFINED 01 02 03 20400
LACLEDE GAS CO COM 505588103 92 4622 SH DEFINED 01 02 03 4622
LAM RESEARCH CORP COM 512807108 2174 48250 SH DEFINED 01 02 03 48250
LANCASTER COLONY CORP COM 513847103 1317 43100 SH DEFINED 01 02 03 43100
LANCE INC COM 514606102 366 34442 SH DEFINED 01 02 03 34442
LANDAUER INC COM 51476K103 37 2000 SH DEFINED 01 02 03 2000
LANDAMERICA FINL GROUP INC COM 514936103 85 4400 SH DEFINED 01 02 03 4400
LANDS END INC COM 515086106 1950 31700 SH DEFINED 01 02 03 31700
LANDRYS SEAFOOD RESTAURANTS COM 51508L103 75 11700 SH DEFINED 01 02 03 11700
LANDSTAR SYS INC COM 515098101 181 3300 SH DEFINED 01 02 03 3300
LASERSIGHT INC COM 517924106 38 5715 SH DEFINED 01 02 03 5715
LASALLE HOTEL PPTYS COM SH BEN IN 517942108 4 300 SH DEFINED 01 02 03 300
LASER VISION CTRS INC COM 51807H100 34 4900 SH DEFINED 01 02 03 4900
LASON INC COM 51808R107 26 3900 SH DEFINED 01 02 03 3900
LATITUDE COMMUNICATIONS INC COM 518292107 98 3720 SH DEFINED 01 02 03 3720
LATTICE SEMICONDUCTOR CORP COM 518415104 893 13200 SH DEFINED 01 02 03 13200
LAUDER ESTEE COS INC CL A 518439104 130 2600 SH DEFINED 01 02 03 2600
LAUNCH MEDIA INC COM 518567102 13 800 SH DEFINED 01 02 03 800
LAWSON PRODS INC COM 520776105 48 2000 SH DEFINED 01 02 03 2000
LEAP WIRELESS INTL INC COM 521863100 444 4500 SH DEFINED 01 02 03 4500
LEAR CORP COM 521865105 2278 81000 SH DEFINED 01 02 03 81000
LEARN2 COM INC COM 522002104 49 11900 SH DEFINED 01 02 03 11900
LEARNING TREE INTL INC COM 522015106 206 5800 SH DEFINED 01 02 03 5800
LEE ENTERPRISES INC COM 523768109 1455 55700 SH DEFINED 01 02 03 55700
</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>
LEGATO SYS INC COM 524651106 3543 79400 SH DEFINED 01 02 03 79400
LEGGETT & PLATT INC COM 524660107 1916 89100 SH DEFINED 01 02 03 89100
LEGG MASON INC COM 524901105 3045 70400 SH DEFINED 01 02 03 70400
LEHMAN BROS HLDGS INC COM 524908100 13197 136054 SH DEFINED 01 02 03 136054
LENDINGTREE INC COM 52602Q105 10 750 SH DEFINED 01 02 03 750
LENNAR CORP COM 526057104 273 12602 SH DEFINED 01 02 03 12602
LENNOX INTL INC COM 526107107 26 2948 SH DEFINED 01 02 03 2948
LEUCADIA NATL CORP COM 527288104 1045 44000 SH DEFINED 01 02 03 44000
LEVEL 3 COMMUNICATIONS INC COM 52729N100 1079 10200 SH DEFINED 01 02 03 10200
LEXINGTON CORP PPTYS TR COM 529043101 3 312 SH DEFINED 01 02 03 312
LEXMARK INTL GROUP INC CL A 529771107 7323 69250 SH DEFINED 01 02 03 69250
LIBBEY INC COM 529898108 172 6300 SH DEFINED 01 02 03 6300
LIBERATE TECHNOLOGIES COM 530129105 17303 275750 SH DEFINED 01 02 03 275750
LIBERTY CORP S C COM 530370105 114 3047 SH DEFINED 01 02 03 3047
LIBERTY FINL COS INC COM 530512102 30 1500 SH DEFINED 01 02 03 1500
LIFEMINDERS COM INC COM 53219H108 114 1675 SH DEFINED 01 02 03 1675
LIFEPOINT HOSPITALS INC COM 53219L109 75 4500 SH DEFINED 01 02 03 4500
LIGAND PHARMACEUTICALS INC CL B 53220K207 560 31558 SH DEFINED 01 02 03 31558
LIGHTSPAN PARTNERSHIP INC COM 532262102 43 2450 SH DEFINED 01 02 03 2450
LILLY ELI & CO COM 532457108 37861 600968 SH DEFINED 01 02 03 600968
LILLY INDS INC CL A 532491107 79 6397 SH DEFINED 01 02 03 6397
LIMITED INC COM 532716107 4410 104700 SH DEFINED 01 02 03 104700
LINCARE HLDGS INC COM 532791100 1430 50400 SH DEFINED 01 02 03 50400
LINCOLN ELEC HLDGS INC COM 533900106 236 9741 SH DEFINED 01 02 03 9741
LINCOLN NATL CORP IND COM 534187109 3372 100650 SH DEFINED 01 02 03 100650
LINDSAY MFG CO COM 535555106 67 3900 SH DEFINED 01 02 03 3900
LINEAR TECHNOLOGY CORP COM 535678106 16121 293100 SH DEFINED 01 02 03 293100
LIPOSOME CO INC COM 536310105 169 9700 SH DEFINED 01 02 03 9700
LITHIA MTRS INC CL A 536797103 62 4046 SH DEFINED 01 02 03 4046
LITTELFUSE INC COM 537008104 192 5226 SH DEFINED 01 02 03 5226
LITTON INDS INC COM 538021106 1882 42600 SH DEFINED 01 02 03 42600
LIZ CLAIBORNE INC COM 539320101 1228 26800 SH DEFINED 01 02 03 26800
LOCAL FINL CORP COM 539553107 50 5800 SH DEFINED 01 02 03 5800
LOCKHEED MARTIN CORP COM 539830109 4833 236500 SH DEFINED 01 02 03 236500
LODGIAN INC COM 54021P106 2 600 SH DEFINED 01 02 03 600
LOEWS CINEPLEX ENTMT CORP COM 540423100 1 300 SH DEFINED 01 02 03 300
LOEWS CORP COM 540424108 2635 52700 SH DEFINED 01 02 03 52700
LONE STAR STEAKHOUSE SALOON COM 542307103 417 40914 SH DEFINED 01 02 03 40914
LONE STAR TECHNOLOGIES INC COM 542312103 454 9746 SH DEFINED 01 02 03 9746
LONGS DRUG STORES CORP COM 543162101 407 17900 SH DEFINED 01 02 03 17900
</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>
LONGVIEW FIBRE CO COM 543213102 1353 91711 SH DEFINED 01 02 03 91711
LOUIS DREYFUS NAT GAS CORP COM 546011107 181 5326 SH DEFINED 01 02 03 5326
LOUISIANA PAC CORP COM 546347105 813 58600 SH DEFINED 01 02 03 58600
LOWES COS INC COM 548661107 11866 203266 SH DEFINED 01 02 03 203266
LUBRIZOL CORP COM 549271104 2074 71988 SH DEFINED 01 02 03 71988
LUBYS INC COM 549282101 59 6200 SH DEFINED 01 02 03 6200
LUCENT TECHNOLOGIES INC COM 549463107 120718 1987121 SH DEFINED 01 02 03 1987121
LYCOS INC COM 550818108 56 800 SH DEFINED 01 02 03 800
LYDALL INC DEL COM 550819106 59 6700 SH DEFINED 01 02 03 6700
LYONDELL CHEMICAL CO COM 552078107 1720 116600 SH DEFINED 01 02 03 116600
MAF BANCORP INC COM 55261R108 170 10498 SH DEFINED 01 02 03 10498
MBIA INC COM 55262C100 2353 45200 SH DEFINED 01 02 03 45200
MBNA CORP COM 55262L100 11238 440725 SH DEFINED 01 02 03 440725
M D C HLDGS INC COM 552676108 109 6100 SH DEFINED 01 02 03 6100
MCN ENERGY GROUP INC COM 55267J100 2756 110236 SH DEFINED 01 02 03 110236
MCI WORLDCOM INC COM 55268B106 218858 4829969 SH DEFINED 01 02 03 4829969
MDU RES GROUP INC COM 552690109 460 22175 SH DEFINED 01 02 03 22175
MEMC ELECTR MATLS INC COM 552715104 157 7800 SH DEFINED 01 02 03 7800
MGC COMMUNICATIONS INC COM 552763302 379 5300 SH DEFINED 01 02 03 5300
MGIC INVT CORP WIS COM 552848103 2273 52100 SH DEFINED 01 02 03 52100
MGI PPTYS INC COM 552885105 20 3800 SH DEFINED 01 02 03 3800
MGM GRAND INC COM 552953101 59 2442 SH DEFINED 01 02 03 2442
MKS INSTRUMENT INC COM 55306N104 432 8550 SH DEFINED 01 02 03 8550
MMI COS INC COM 553087107 86 8717 SH DEFINED 01 02 03 8717
MMC NETWORKS INC COM 55308N102 251 7600 SH DEFINED 01 02 03 7600
MRV COMMUNICATIONS INC COM 553477100 596 6500 SH DEFINED 01 02 03 6500
MSC INDL DIRECT INC CL A 553530106 22 1200 SH DEFINED 01 02 03 1200
M S CARRIERS INC COM 553533100 61 2600 SH DEFINED 01 02 03 2600
MTS SYS CORP COM 553777103 50 6500 SH DEFINED 01 02 03 6500
MTI TECHNOLOGY CORP COM 553903105 190 7200 SH DEFINED 01 02 03 7200
MACDERMID INC COM 554273102 101 3800 SH DEFINED 01 02 03 3800
MACERICH CO COM 554382101 163 7900 SH DEFINED 01 02 03 7900
MACROCHEM CORP DEL COM 555903103 1 100 SH DEFINED 01 02 03 100
MACROVISION CORP COM 555904101 706 8200 SH DEFINED 01 02 03 8200
MACROMEDIA INC COM 556100105 4362 48300 SH DEFINED 01 02 03 48300
MADISON GAS & ELEC CO COM 557497104 77 4325 SH DEFINED 01 02 03 4325
MAGELLAN HEALTH SVCS INC COM 559079108 42 8700 SH DEFINED 01 02 03 8700
MAGNETEK INC COM 559424106 295 32300 SH DEFINED 01 02 03 32300
MAIL-WELL INC COM 560321200 86 9900 SH DEFINED 01 02 03 9900
MAKITA CORP ADR NEW 560877300 144 16000 SH DEFINED 01 02 03 16000
MALLINCKRODT INC NEW COM 561232109 891 31000 SH DEFINED 01 02 03 31000
</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>
MANDALAY RESORT GROUP MANDALAY 562567107 1427 84550 SH DEFINED 01 02 03 84550
MANITOWOC INC COM 563571108 176 6512 SH DEFINED 01 02 03 6512
MANNATECH INC COM 563771104 18 4741 SH DEFINED 01 02 03 4741
MANOR CARE INC NEW COM 564055101 899 66600 SH DEFINED 01 02 03 66600
MANPOWER INC COM 56418H100 2510 70700 SH DEFINED 01 02 03 70700
MANUFACTURED HOME CMNTYS INC COM 564682102 130 5630 SH DEFINED 01 02 03 5630
MAPICS INC COM 564910107 139 8714 SH DEFINED 01 02 03 8714
MANUGISTICS GROUP INC COM 565011103 615 12232 SH DEFINED 01 02 03 12232
MAPQUEST COM INC COM 565644101 84 4031 SH DEFINED 01 02 03 4031
MARCUS CORP COM 566330106 85 6539 SH DEFINED 01 02 03 6539
MARINE DRILLING COS INC COM PAR $0.01 568240204 579 21100 SH DEFINED 01 02 03 21100
MARK IV INDS INC COM 570387100 1981 89800 SH DEFINED 01 02 03 89800
MARKEL CORP COM 570535104 153 1050 SH DEFINED 01 02 03 1050
MARKETING SVCS GROUP INC COM 570907105 57 3200 SH DEFINED 01 02 03 3200
MARSH & MCLENNAN COS INC COM 571748102 41329 374650 SH DEFINED 01 02 03 374650
MARSHALL & ILSLEY CORP COM 571834100 5798 100400 SH DEFINED 01 02 03 100400
MARRIOTT INTL INC NEW CL A 571903202 3728 118350 SH DEFINED 01 02 03 118350
MARTIN MARIETTA MATLS INC COM 573284106 2076 43700 SH DEFINED 01 02 03 43700
MARVEL ENTERPRISES INC COM 57383M108 36 6000 SH DEFINED 01 02 03 6000
MASCO CORP COM 574599106 4586 223700 SH DEFINED 01 02 03 223700
MASCOTECH INC COM 574670105 112 9538 SH DEFINED 01 02 03 9538
MASTEC INC COM 576323109 414 4650 SH DEFINED 01 02 03 4650
MATRIA HEALTHCARE INC COM 576817100 4 800 SH DEFINED 01 02 03 800
MATSUSHITA ELEC INDL ADR 576879209 1273 4200 SH DEFINED 01 02 03 4200
MATTEL INC COM 577081102 2000 191650 SH DEFINED 01 02 03 191650
MATTHEWS INTL CORP CL A 577128101 88 3900 SH DEFINED 01 02 03 3900
MAXTOR CORP COM NEW 577729205 127 9800 SH DEFINED 01 02 03 9800
MAXIM INTEGRATED PRODS INC COM 57772K101 171047 2407000 SH DEFINED 01 02 03 2407000
MAXWELL TECHNOLOGIES INC COM 577767106 56 4100 SH DEFINED 01 02 03 4100
MAXYGEN INC COM 577776107 78 1200 SH DEFINED 01 02 03 1200
MAY DEPT STORES CO COM 577778103 4358 152916 SH DEFINED 01 02 03 152916
MAXXAM INC COM 577913106 219 7700 SH DEFINED 01 02 03 7700
MAVERICK TUBE CORP COM 577914104 137 4215 SH DEFINED 01 02 03 4215
MAXIMUS INC COM 577933104 49 1600 SH DEFINED 01 02 03 1600
MAYTAG CORP COM 578592107 1703 51400 SH DEFINED 01 02 03 51400
MCCLATCHY CO CL A 579489105 75 2300 SH DEFINED 01 02 03 2300
MCCORMICK & CO INC COM NON VTG 579780206 2169 67256 SH DEFINED 01 02 03 67256
MCDERMOTT INTL INC COM 580037109 248 27000 SH DEFINED 01 02 03 27000
MCDONALDS CORP COM 580135101 40658 1082400 SH DEFINED 01 02 03 1082400
MCGRATH RENTCORP COM 580589109 87 5500 SH DEFINED 01 02 03 5500
MCGRAW HILL COS INC COM 580645109 5064 111300 SH DEFINED 01 02 03 111300
MCKESSON HBOC INC COM 58155Q103 2686 127911 SH DEFINED 01 02 03 127911
</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>
MCMORAN EXPLORATION CO COM 582411104 119 6300 SH DEFINED 01 02 03 6300
MEAD CORP COM 582834107 3724 106600 SH DEFINED 01 02 03 106600
MECHANICAL TECHNOLOGY INC COM 583538103 85 1200 SH DEFINED 01 02 03 1200
MEDALLION FINL CORP COM 583928106 89 5300 SH DEFINED 01 02 03 5300
MEDIA GEN INC CL A 584404107 1489 28436 SH DEFINED 01 02 03 28436
MEDIAONE GROUP INC COM 58440J104 26139 322700 SH DEFINED 01 02 03 322700
MEDIA METRIX INC COM 58440X103 298 7100 SH DEFINED 01 02 03 7100
MEDIAPLEX INC COM 58446B105 322 6200 SH DEFINED 01 02 03 6200
MEDICAL ASSURN INC COM 58449U100 122 6409 SH DEFINED 01 02 03 6409
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 282 7050 SH DEFINED 01 02 03 7050
MEDIMMUNE INC COM 584699102 11385 65385 SH DEFINED 01 02 03 65385
MEDICONSULT COM INC COM 58469J100 14 4700 SH DEFINED 01 02 03 4700
MEDQUIST INC COM 584949101 265 9732 SH DEFINED 01 02 03 9732
MEDTRONIC INC COM 585055106 32214 626276 SH DEFINED 01 02 03 626276
MELLON FINL CORP COM 58551A108 7294 247250 SH DEFINED 01 02 03 247250
MEMBERWORKS INC COM 586002107 128 3200 SH DEFINED 01 02 03 3200
MENS WEARHOUSE INC COM 587118100 183 6169 SH DEFINED 01 02 03 6169
MENTOR CORP MINN COM 587188103 171 6334 SH DEFINED 01 02 03 6334
MENTOR GRAPHICS CORP COM 587200106 1162 76814 SH DEFINED 01 02 03 76814
MERCANTILE BANKSHARES CORP COM 587405101 1964 64268 SH DEFINED 01 02 03 64268
MERCHANTS N Y BANCORP INC COM 589167105 15 924 SH DEFINED 01 02 03 924
MERCK & CO INC COM 589331107 92091 1482350 SH DEFINED 01 02 03 1482350
MERCURY COMPUTER SYS COM 589378108 152 3100 SH DEFINED 01 02 03 3100
MERCURY INTERACTIVE CORP COM 589405109 2076 26200 SH DEFINED 01 02 03 26200
MEREDITH CORP COM 589433101 648 23400 SH DEFINED 01 02 03 23400
MERIDIAN RESOURCE CORP COM 58977Q109 1 200 SH DEFINED 01 02 03 200
MERISEL INC COM 589849108 58 34200 SH DEFINED 01 02 03 34200
MERISTAR HOSPITALITY CORP COM 58984Y103 223 12788 SH DEFINED 01 02 03 12788
MERITOR AUTOMOTIVE INC COM 59000G100 974 61600 SH DEFINED 01 02 03 61600
MERRILL LYNCH & CO INC COM 590188108 31553 300500 SH DEFINED 01 02 03 300500
MESA AIR GROUP INC COM 590479101 45 7200 SH DEFINED 01 02 03 7200
MESABA HLDGS INC COM 59066B102 22 1950 SH DEFINED 01 02 03 1950
MESSAGEMEDIA INC COM 590787107 67 5300 SH DEFINED 01 02 03 5300
MESTEK INC COM 590829107 64 3819 SH DEFINED 01 02 03 3819
METALS USA INC COM 591324108 61 9200 SH DEFINED 01 02 03 9200
METAMOR WORLDWIDE INC COM 59133P100 235 8300 SH DEFINED 01 02 03 8300
METASOLV SOFTWARE INC COM 591393103 35 600 SH DEFINED 01 02 03 600
METHODE ELECTRS INC CL A 591520200 452 8950 SH DEFINED 01 02 03 8950
METRICOM INC COM 591596101 158 3400 SH DEFINED 01 02 03 3400
METRIS COS INC COM 591598107 589 15144 SH DEFINED 01 02 03 15144
METRO GOLDWYN MAYER INC COM 591610100 156 6150 SH DEFINED 01 02 03 6150
</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>
METRO INFORMATION SERVICES INCCOM 59162P104 60 4142 SH DEFINED 01 02 03 4142
METROMEDIA FIBER NETWORK INC CL A 591689104 240 2485 SH DEFINED 01 02 03 2485
METROMEDIA INTL GROUP INC COM 591695101 80 14285 SH DEFINED 01 02 03 14285
METTLER TOLEDO INTERNATIONAL COM 592688105 395 9649 SH DEFINED 01 02 03 9649
MIAMI COMPUTER SUPPLY CORP COM 593261100 3 100 SH DEFINED 01 02 03 100
MICHAEL FOOD INC NEW COM 594079105 86 4100 SH DEFINED 01 02 03 4100
MICHAELS STORES INC COM 594087108 430 10550 SH DEFINED 01 02 03 10550
MICREL INC COM 594793101 672 7000 SH DEFINED 01 02 03 7000
MICROS SYS INC COM 594901100 252 4000 SH DEFINED 01 02 03 4000
MICROSOFT CORP COM 594918104 495309 4661730 SH DEFINED 01 02 03 4661730
MICROSTRATEGY INC CL A 594972101 1672 19200 SH DEFINED 01 02 03 19200
MICROCHIP TECHNOLOGY INC COM 595017104 5015 76275 SH DEFINED 01 02 03 76275
MICROMUSE INC COM 595094103 727 5235 SH DEFINED 01 02 03 5235
MICRON ELECTRONICS INC COM 595100108 177 12626 SH DEFINED 01 02 03 12626
MICRON TECHNOLOGY INC COM 595112103 32720 259684 SH DEFINED 01 02 03 259684
MID-AMER APT CMNTYS INC COM 59522J103 117 5219 SH DEFINED 01 02 03 5219
MID ATLANTIC MED SVCS INC COM 59523C107 129 13900 SH DEFINED 01 02 03 13900
MID-STATE BANCSHARES COM 595440108 8 300 SH DEFINED 01 02 03 300
MIDAS GROUP INC COM 595626102 103 4300 SH DEFINED 01 02 03 4300
MID AMER BANCORP COM 595915109 19 718 SH DEFINED 01 02 03 718
MIDLAND CO COM 597486109 63 2700 SH DEFINED 01 02 03 2700
MIDWEST EXPRESS HLDGS INC COM 597911106 119 4650 SH DEFINED 01 02 03 4650
MIDWAY GAMES INC COM 598148104 95 7146 SH DEFINED 01 02 03 7146
MIDWEST BANC HOLDINGS INC COM 598251106 62 4600 SH DEFINED 01 02 03 4600
MIKASA INC COM 59862T109 1 200 SH DEFINED 01 02 03 200
MILACRON INC COM 598709103 383 26500 SH DEFINED 01 02 03 26500
MILLENNIUM PHARMACEUTICALS INCCOM 599902103 6992 53839 SH DEFINED 01 02 03 53839
MILLER HERMAN INC COM 600544100 2086 74500 SH DEFINED 01 02 03 74500
MILLER INDS INC TENN COM 600551105 58 15250 SH DEFINED 01 02 03 15250
MILLIPORE CORP COM 601073109 1163 20600 SH DEFINED 01 02 03 20600
MILLS CORP COM 601148109 101 5600 SH DEFINED 01 02 03 5600
MINE SAFETY APPLIANCES CO COM 602720104 57 825 SH DEFINED 01 02 03 825
MINERALS TECHNOLOGIES INC COM 603158106 1328 29800 SH DEFINED 01 02 03 29800
MINIMED INC COM 60365K108 3781 29200 SH DEFINED 01 02 03 29200
MINNESOTA MNG & MFG CO COM 604059105 16083 181600 SH DEFINED 01 02 03 181600
MINNESOTA PWR INC COM 604110106 1140 68572 SH DEFINED 01 02 03 68572
MIPS TECHNOLOGIES INC CL A 604567107 195 3500 SH DEFINED 01 02 03 3500
MIRAGE RESORTS INC COM 60462E104 1699 87700 SH DEFINED 01 02 03 87700
MISSION CRITICAL SOFTWARE INC COM 605047109 12590 205975 SH DEFINED 01 02 03 205975
MISSISSIPPI CHEM CORP COM NEW 605288208 49 7204 SH DEFINED 01 02 03 7204
MISSISSIPPI VY BANCSHARES INC COM 605720101 57 2400 SH DEFINED 01 02 03 2400
</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>
MITCHELL ENERGY & DEV CORP CL A 606592202 125 5700 SH DEFINED 01 02 03 5700
MODEM MEDIA POPPE TYSON INC CL A 607533106 117 3600 SH DEFINED 01 02 03 3600
MODINE MFG CO COM 607828100 840 33444 SH DEFINED 01 02 03 33444
MODIS PROFESSIONAL SVCS INC COM 607830106 1108 89500 SH DEFINED 01 02 03 89500
MOHAWK INDS INC COM 608190104 1269 56700 SH DEFINED 01 02 03 56700
MOLECULAR DEVICES CORP COM 60851C107 115 1500 SH DEFINED 01 02 03 1500
MOLEX INC COM 608554101 6815 115999 SH DEFINED 01 02 03 115999
MONACO COACH CORP COM 60886R103 85 4450 SH DEFINED 01 02 03 4450
MONDAVI ROBERT CORP CL A 609200100 343 9825 SH DEFINED 01 02 03 9825
MONSANTO CO COM 611662107 28567 554700 SH DEFINED 01 02 03 554700
MONTANA POWER CO COM 612085100 6594 103028 SH DEFINED 01 02 03 103028
MONY GROUP INC COM 615337102 478 14800 SH DEFINED 01 02 03 14800
MOOG INC CL A 615394202 50 2700 SH DEFINED 01 02 03 2700
MORGAN J P & CO INC COM 616880100 12707 96450 SH DEFINED 01 02 03 96450
MORGAN KEEGAN INC COM 617410105 134 7650 SH DEFINED 01 02 03 7650
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 51923 636600 SH DEFINED 01 02 03 636600
MORRISON KNUDSEN CORP NEW COM 61844A109 49 6628 SH DEFINED 01 02 03 6628
MORRISON MGMT SPECIALISTS INC COM 618459101 3 100 SH DEFINED 01 02 03 100
MOTOROLA INC COM 620076109 154378 1084308 SH DEFINED 01 02 03 1084308
MOVADO GROUP INC COM 624580106 43 4300 SH DEFINED 01 02 03 4300
MUELLER INDS INC COM 624756102 335 11025 SH DEFINED 01 02 03 11025
MULTEX COM INC COM 625367107 52 1400 SH DEFINED 01 02 03 1400
MURPHY OIL CORP COM 626717102 2420 41992 SH DEFINED 01 02 03 41992
MUSICLAND STORES CORP COM 62758B109 50 7900 SH DEFINED 01 02 03 7900
MYERS INDS INC COM 628464109 66 5462 SH DEFINED 01 02 03 5462
MYLAN LABS INC COM 628530107 3352 121900 SH DEFINED 01 02 03 121900
NBC INTERNET INC CL A 62873D105 82 1900 SH DEFINED 01 02 03 1900
NBT BANCORP INC COM 628778102 93 6419 SH DEFINED 01 02 03 6419
NBTY INC COM 628782104 231 16900 SH DEFINED 01 02 03 16900
NCH CORP COM 628850109 335 7400 SH DEFINED 01 02 03 7400
NCI BUILDING SYS INC COM 628852105 102 5419 SH DEFINED 01 02 03 5419
NCO GROUP INC COM 628858102 872 27300 SH DEFINED 01 02 03 27300
NCR CORP NEW COM 62886E108 1958 48800 SH DEFINED 01 02 03 48800
NCS HEALTHCARE INC CL A 628874109 16 9100 SH DEFINED 01 02 03 9100
NFO WORLDWIDE INC COM 62910N108 163 7416 SH DEFINED 01 02 03 7416
NL INDS INC COM NEW 629156407 77 5900 SH DEFINED 01 02 03 5900
NPC INTERNATIONAL INC COM 629360306 42 5500 SH DEFINED 01 02 03 5500
NUI CORP COM 629430109 52 2000 SH DEFINED 01 02 03 2000
NVR INC COM 62944T105 135 2500 SH DEFINED 01 02 03 2500
NABISCO HLDGS CORP CL A 629526104 68 2100 SH DEFINED 01 02 03 2100
NABISCO GROUP HLDG CORP COM 62952P102 1969 164100 SH DEFINED 01 02 03 164100
</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>
NABORS INDS INC COM 629568106 5665 145947 SH DEFINED 01 02 03 145947
NACCO INDS INC CL A 629579103 265 5534 SH DEFINED 01 02 03 5534
NATIONAL AUSTRALIA BK LTD SPONSORED ADR 632525408 603 9319 SH DEFINED 01 02 03 9319
NATIONAL BANCORP ALASKA COM 632587101 162 4300 SH DEFINED 01 02 03 4300
NATIONAL CITY BANCSHARES INC COM 635313109 97 5099 SH DEFINED 01 02 03 5099
NATIONAL CITY CORP COM 635405103 5770 279750 SH DEFINED 01 02 03 279750
NATIONAL COMM BANCORP COM 635449101 2054 111000 SH DEFINED 01 02 03 111000
NATIONAL COMPUTER SYS INC COM 635519101 502 9900 SH DEFINED 01 02 03 9900
NATIONAL DISC BROKERS GROUP COM 635646102 153 3100 SH DEFINED 01 02 03 3100
NATIONAL EQUIP SVCS INC COM 635847106 3 400 SH DEFINED 01 02 03 400
NATIONAL FUEL GAS CO N J COM 636180101 4773 107106 SH DEFINED 01 02 03 107106
NATIONAL GOLF PPTYS INC COM 63623G109 93 4400 SH DEFINED 01 02 03 4400
NATIONAL HEALTH INVS INC COM 63633D104 74 6200 SH DEFINED 01 02 03 6200
NATIONAL INFO CONSORTIUM INC COM 636491102 363 10450 SH DEFINED 01 02 03 10450
NATIONAL INSTRS CORP COM 636518102 278 5925 SH DEFINED 01 02 03 5925
NATIONAL-OILWELL INC COM 637071101 722 23400 SH DEFINED 01 02 03 23400
NATIONAL PENN BANCSHARES INC COM 637138108 83 4079 SH DEFINED 01 02 03 4079
NATIONAL PRESTO INDS INC COM 637215104 122 3747 SH DEFINED 01 02 03 3747
NATIONAL PROCESSING INC COM 637229105 2 200 SH DEFINED 01 02 03 200
NATIONAL R V HLDGS INC COM 637277104 62 3900 SH DEFINED 01 02 03 3900
NATIONAL SEMICONDUCTOR CORP COM 637640103 6199 102251 SH DEFINED 01 02 03 102251
NATIONAL SVC INDS INC COM 637657107 935 44400 SH DEFINED 01 02 03 44400
NATIONAL STL CORP CL B 637844309 44 5930 SH DEFINED 01 02 03 5930
NATIONAL WESTN LIFE INS CO CL A 638522102 41 500 SH DEFINED 01 02 03 500
NATIONSRENT INC COM 638588103 4 700 SH DEFINED 01 02 03 700
NATIONWIDE HEALTH PPTYS INC COM 638620104 127 12200 SH DEFINED 01 02 03 12200
NATURES SUNSHINE PRODUCTS INC COM 639027101 58 7230 SH DEFINED 01 02 03 7230
NAUTICA ENTERPRISES INC COM 639089101 100 8501 SH DEFINED 01 02 03 8501
NAVARRE CORP COM 639208107 21 5400 SH DEFINED 01 02 03 5400
NAVISTAR INTL CORP NEW COM 63934E108 1152 28700 SH DEFINED 01 02 03 28700
NAVIGANT CONSULTING INC COM 63935N107 524 47600 SH DEFINED 01 02 03 47600
NEFF CORP CL A 640094108 1 100 SH DEFINED 01 02 03 100
NEIMAN MARCUS GROUP INC CL A 640204202 1274 45800 SH DEFINED 01 02 03 45800
NEOMAGIC CORP COM 640497103 19 3800 SH DEFINED 01 02 03 3800
NETBANK INC COM 640933107 60 4600 SH DEFINED 01 02 03 4600
NETWORKS ASSOCS INC COM 640938106 4644 144000 SH DEFINED 01 02 03 144000
NET PERCEPTIONS INC COM 64107U101 421 11400 SH DEFINED 01 02 03 11400
NET2PHONE COM 64108N106 276 4675 SH DEFINED 01 02 03 4675
NETOPIA INC COM 64114K104 194 2700 SH DEFINED 01 02 03 2700
NETRO CORP COM 64114R109 137 2100 SH DEFINED 01 02 03 2100
NETIQ CORP COM 64115P102 7363 110200 SH DEFINED 01 02 03 110200
</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>
NETRATINGS INC COM 64116M108 171 6875 SH DEFINED 01 02 03 6875
NETWORK EQUIP TECHNOLOGIES COM 641208103 76 7638 SH DEFINED 01 02 03 7638
NETWORK APPLIANCE INC COM 64120L104 12611 152400 SH DEFINED 01 02 03 152400
NETWORK SOLUTIONS INC DEL COM 64121Q102 8646 56250 SH DEFINED 01 02 03 56250
NETWORK PERIPHERALS INC COM 64121R100 78 2200 SH DEFINED 01 02 03 2200
NETZERO INC COM 64122R109 43 2850 SH DEFINED 01 02 03 2850
NEUROGEN CORP COM 64124E106 105 3400 SH DEFINED 01 02 03 3400
NEW CENTURY FINANCIAL CORP COM 64352D101 48 4800 SH DEFINED 01 02 03 4800
NEW CENTURY ENERGIES INC COM 64352U103 3087 102700 SH DEFINED 01 02 03 102700
NEW ENGLAND BUSINESS SVC INC COM 643872104 71 4100 SH DEFINED 01 02 03 4100
NEW JERSEY RES COM 646025106 197 4600 SH DEFINED 01 02 03 4600
NEW YORK TIMES CO CL A 650111107 4287 99850 SH DEFINED 01 02 03 99850
NEWBRIDGE NETWORKS CORP COM 650901101 331 10200 SH DEFINED 01 02 03 10200
NEWELL RUBBERMAID INC COM 651229106 4009 161578 SH DEFINED 01 02 03 161578
NEWFIELD EXPL CO COM 651290108 446 12639 SH DEFINED 01 02 03 12639
NEWMONT MINING CORP COM 651639106 2007 89450 SH DEFINED 01 02 03 89450
NEWPARK RES INC COM PAR $.01N 651718504 139 17345 SH DEFINED 01 02 03 17345
NEWPORT NEWS SHIPBUILDING INC COM 652228107 1186 39200 SH DEFINED 01 02 03 39200
NEWS CORP LTD ADR NEW 652487703 98 1750 SH DEFINED 01 02 03 1750
NEWS CORP LTD ADR NEW 652487703 844 15000 SH DEFINED 01 02 03 15000
NEWS CORP LTD SP ADR PFD 652487802 325 6800 SH DEFINED 01 02 03 6800
NIAGARA BANCORP INC COM 652914102 3 300 SH DEFINED 01 02 03 300
NEXTERA ENTERPRISES INC CL A 65332E101 1 100 SH DEFINED 01 02 03 100
NEXTCARD INC COM 65332K107 34 2200 SH DEFINED 01 02 03 2200
NEXTEL COMMUNICATIONS INC CL A 65332V103 29043 195903 SH DEFINED 01 02 03 195903
NEXTLINK COMMUNICATIONS INC CL A 65333H707 49636 401300 SH DEFINED 01 02 03 401300
NIAGARA MOHAWK HLDGS INC COM 653520106 1512 112000 SH DEFINED 01 02 03 112000
NICOR INC COM 654086107 703 21350 SH DEFINED 01 02 03 21350
NIKE INC CL B 654106103 5956 150303 SH DEFINED 01 02 03 150303
NIKU CORP COM 654113109 52 1100 SH DEFINED 01 02 03 1100
99 CENTS ONLY STORES COM 65440K106 56 1433 SH DEFINED 01 02 03 1433
NISOURCE INC COM 65473P105 1988 117800 SH DEFINED 01 02 03 117800
NOBLE AFFILIATES INC COM 654894104 1745 53170 SH DEFINED 01 02 03 53170
NOKIA CORP SPONSORED ADR 654902204 139735 643200 SH DEFINED 01 02 03 643200
NOBLE DRILLING CORP COM 655042109 6700 161700 SH DEFINED 01 02 03 161700
NORDSON CORP COM 655663102 884 19200 SH DEFINED 01 02 03 19200
NORDSTROM INC COM 655664100 1802 61100 SH DEFINED 01 02 03 61100
NORFOLK SOUTHERN CORP COM 655844108 2767 192500 SH DEFINED 01 02 03 192500
NORTEK INC COM 656559101 7 300 SH DEFINED 01 02 03 300
NORTEL NETWORKS CORP COM 656569100 222675 1767258 SH DEFINED 01 02 03 1767258
</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>
NORTH FORK BANCORPORATION NY COM 659424105 3210 179600 SH DEFINED 01 02 03 179600
NORTH PITTSBURGH SYS INC COM 661562108 28 2100 SH DEFINED 01 02 03 2100
NORTHEAST OPTIC NETWORK INC COM 664334109 163 1933 SH DEFINED 01 02 03 1933
NORTHEAST UTILS COM 664397106 2978 138500 SH DEFINED 01 02 03 138500
NORTHN STS PWR CO MINN COM 665772109 1397 70300 SH DEFINED 01 02 03 70300
NORTHERN TR CORP COM 665859104 7310 108200 SH DEFINED 01 02 03 108200
NORTHROP GRUMMAN CORP COM 666807102 3864 73000 SH DEFINED 01 02 03 73000
NORTHWEST BANCORP INC PA COM 667328108 82 12200 SH DEFINED 01 02 03 12200
NORTHWEST NAT GAS CO COM 667655104 131 6700 SH DEFINED 01 02 03 6700
NORTHWESTERN CORP COM 668074107 217 10500 SH DEFINED 01 02 03 10500
NOVA CORP GA COM 669784100 2001 68700 SH DEFINED 01 02 03 68700
NOVELL INC COM 670006105 85556 2988850 SH DEFINED 01 02 03 2988850
NOVELLUS SYS INC COM 670008101 6429 114550 SH DEFINED 01 02 03 114550
NOVOSTE CORP COM 67010C100 20 500 SH DEFINED 01 02 03 500
NSTAR COM 67019E107 2569 61164 SH DEFINED 01 02 03 61164
NUCOR CORP COM 670346105 4030 80600 SH DEFINED 01 02 03 80600
NUEVO ENERGY CO COM 670509108 151 7000 SH DEFINED 01 02 03 7000
NVIDIA CORP COM 67066G104 2958 35009 SH DEFINED 01 02 03 35009
O CHARLEYS INC COM 670823103 34 2600 SH DEFINED 01 02 03 2600
OEA INC COM 670826106 58 6033 SH DEFINED 01 02 03 6033
OGE ENERGY CORP COM 670837103 2441 127234 SH DEFINED 01 02 03 127234
OM GROUP INC COM 670872100 291 6400 SH DEFINED 01 02 03 6400
OAKLEY INC COM 673662102 80 7500 SH DEFINED 01 02 03 7500
OAKWOOD HOMES CORP COM 674098108 62 16205 SH DEFINED 01 02 03 16205
OCCIDENTAL PETE CORP DEL COM 674599105 6943 334600 SH DEFINED 01 02 03 334600
OCEAN ENERGY INC TEX COM 67481E106 2418 168200 SH DEFINED 01 02 03 168200
OCEANEERING INTL INC COM 675232102 128 6800 SH DEFINED 01 02 03 6800
OCEANFIRST FINL CORP COM 675234108 61 3900 SH DEFINED 01 02 03 3900
OCTEL CORP COM 675727101 3 300 SH DEFINED 01 02 03 300
OCULAR SCIENCES INC COM 675744106 2 100 SH DEFINED 01 02 03 100
OCWEN FINL CORP COM 675746101 5 700 SH DEFINED 01 02 03 700
OFFICE DEPOT INC COM 676220106 1730 149600 SH DEFINED 01 02 03 149600
OFFICEMAX INC COM 67622M108 891 137000 SH DEFINED 01 02 03 137000
OFFSHORE LOGISTICS INC COM 676255102 86 6200 SH DEFINED 01 02 03 6200
OGDEN CORP COM 676346109 673 56400 SH DEFINED 01 02 03 56400
OHIO CAS CORP COM 677240103 1301 72800 SH DEFINED 01 02 03 72800
OLD KENT FINL CORP COM 679833103 1787 55300 SH DEFINED 01 02 03 55300
OLD REP INTL CORP COM 680223104 1636 119000 SH DEFINED 01 02 03 119000
OLIN CORP COM PAR $1 680665205 1469 82784 SH DEFINED 01 02 03 82784
OMNICARE INC COM 681904108 1230 102000 SH DEFINED 01 02 03 102000
OMNICOM GROUP INC COM 681919106 8708 93200 SH DEFINED 01 02 03 93200
</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>
OMEGA HEALTHCARE INVS INC COM 681936100 52 8215 SH DEFINED 01 02 03 8215
OMEGA FINL CORP COM 682092101 70 2700 SH DEFINED 01 02 03 2700
OMNOVA SOLUTIONS INC COM 682129101 50 8900 SH DEFINED 01 02 03 8900
ON ASSIGNMENT INC COM 682159108 131 2900 SH DEFINED 01 02 03 2900
ON COMMAND CORP COM 682160106 5 300 SH DEFINED 01 02 03 300
ONE VALLEY BANCORP INC COM 682419106 321 9258 SH DEFINED 01 02 03 9258
ONEIDA LTD COM 682505102 92 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 3138 125500 SH DEFINED 01 02 03 125500
ONHEALTH NETWORK CO COM 68272W107 25 5900 SH DEFINED 01 02 03 5900
ONYX SOFTWARE CORP COM 683402101 194 6100 SH DEFINED 01 02 03 6100
OPEN MKT INC COM 68370M100 193 7500 SH DEFINED 01 02 03 7500
OPTICAL CABLE CORP COM 683827109 68 2200 SH DEFINED 01 02 03 2200
ORACLE CORP COM 68389X105 327468 4194950 SH DEFINED 01 02 03 4194950
ORBITAL SCIENCES CORP COM 685564106 122 8100 SH DEFINED 01 02 03 8100
ORGANOGENESIS INC COM 685906109 103 8518 SH DEFINED 01 02 03 8518
OREGON STL MLS INC COM 686079104 121 31246 SH DEFINED 01 02 03 31246
O REILLY AUTOMOTIVE INC COM 686091109 88 6200 SH DEFINED 01 02 03 6200
ORIENTAL FINL GROUP INC COM 68618W100 54 2866 SH DEFINED 01 02 03 2866
ORTHODONTIC CTRS AMER INC COM 68750P103 189 10100 SH DEFINED 01 02 03 10100
OSHKOSH B GOSH INC CL A 688222207 90 5000 SH DEFINED 01 02 03 5000
OSHKOSH TRUCK CORP COM 688239201 36 1150 SH DEFINED 01 02 03 1150
OSTEOTECH INC COM 688582105 32 2400 SH DEFINED 01 02 03 2400
OTTER TAIL PWR CO COM 689648103 127 6350 SH DEFINED 01 02 03 6350
OUTBACK STEAKHOUSE INC COM 689899102 2235 69700 SH DEFINED 01 02 03 69700
OVERSEAS SHIPHOLDING GROUP INCCOM 690368105 912 39742 SH DEFINED 01 02 03 39742
OWENS & MINOR INC NEW COM 690732102 95 8950 SH DEFINED 01 02 03 8950
OWENS CORNING COM 69073F103 482 24900 SH DEFINED 01 02 03 24900
OWENS ILL INC COM NEW 690768403 1369 81100 SH DEFINED 01 02 03 81100
OXFORD HEALTH PLANS INC COM 691471106 1159 76000 SH DEFINED 01 02 03 76000
OXFORD INDS INC COM 691497309 31 1700 SH DEFINED 01 02 03 1700
PC-TEL INC COM 69325Q105 214 2850 SH DEFINED 01 02 03 2850
P-COM INC COM 693262107 300 16200 SH DEFINED 01 02 03 16200
PECO ENERGY CO COM 693304107 3109 84300 SH DEFINED 01 02 03 84300
PG&E CORP COM 69331C108 3791 180500 SH DEFINED 01 02 03 180500
PFF BANCORP INC COM 69331W104 102 6600 SH DEFINED 01 02 03 6600
PE CORP COM PE BIO GR 69332S102 11030 114300 SH DEFINED 01 02 03 114300
PE CORP CELERA GEN GR 69332S201 1145 12500 SH DEFINED 01 02 03 12500
PICO HLDGS INC COM NEW 693366205 52 4700 SH DEFINED 01 02 03 4700
PLX TECHNOLOGY INC COM 693417107 82 2200 SH DEFINED 01 02 03 2200
PMA CAP CORP CL A 693419202 28 1600 SH DEFINED 01 02 03 1600
</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>
PMC-SIERRA INC COM 69344F106 7720 37900 SH DEFINED 01 02 03 37900
PMI GROUP INC COM 69344M101 2334 49200 SH DEFINED 01 02 03 49200
PNC BK CORP COM 693475105 7798 173050 SH DEFINED 01 02 03 173050
PPG INDS INC COM 693506107 7413 141700 SH DEFINED 01 02 03 141700
PPL CORP COM 69351T106 1472 70300 SH DEFINED 01 02 03 70300
PRI AUTOMATION INC COM 69357H106 452 7400 SH DEFINED 01 02 03 7400
PS BUSINESS PKS INC CALIF COM 69360J107 82 4000 SH DEFINED 01 02 03 4000
PSS WORLD MED INC COM 69366A100 568 83775 SH DEFINED 01 02 03 83775
PTEK HLDGS INC COM 69366M104 79 11900 SH DEFINED 01 02 03 11900
PACCAR INC COM 693718108 1775 35500 SH DEFINED 01 02 03 35500
PACIFIC CAP BANCORP NEW COM 69404P101 131 5400 SH DEFINED 01 02 03 5400
PACIFIC CENTY FINL CORP COM 694058108 1625 80011 SH DEFINED 01 02 03 80011
PACIFIC GATEWAY EXCHANGE INC COM 694327107 41 2800 SH DEFINED 01 02 03 2800
PACIFIC GULF PPTYS INC COM 694396102 94 4800 SH DEFINED 01 02 03 4800
PACIFIC SUNWEAR CALIF INC COM 694873100 257 6687 SH DEFINED 01 02 03 6687
PACIFICARE HEALTH SYS DEL COM 695112102 2277 45648 SH DEFINED 01 02 03 45648
PACKETEER INC COM 695210104 175 5000 SH DEFINED 01 02 03 5000
PACTIV CORP COM 695257105 680 77700 SH DEFINED 01 02 03 77700
PAGING NETWORK INC COM 695542100 47 18000 SH DEFINED 01 02 03 18000
PAINE WEBBER GROUP INC COM 695629105 2992 68000 SH DEFINED 01 02 03 68000
PAIRGAIN TECHNOLOGIES INC COM 695934109 305 16300 SH DEFINED 01 02 03 16300
PALL CORP COM 696429307 1840 82000 SH DEFINED 01 02 03 82000
PALM HARBOR HOMES COM 696639103 75 4881 SH DEFINED 01 02 03 4881
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 6 300 SH DEFINED 01 02 03 300
PAPA JOHNS INTL INC COM 698813102 1126 34125 SH DEFINED 01 02 03 34125
PARAMETRIC TECHNOLOGY CORP COM 699173100 81141 3852400 SH DEFINED 01 02 03 3852400
PAREXEL INTL CORP COM 699462107 60 6400 SH DEFINED 01 02 03 6400
PARK ELECTROCHEMICAL CORP COM 700416209 71 2900 SH DEFINED 01 02 03 2900
PARK NATL CORP COM 700658107 194 2200 SH DEFINED 01 02 03 2200
PARK PL ENTMT CORP COM 700690100 3320 287100 SH DEFINED 01 02 03 287100
PARKER DRILLING CO COM 701081101 91 18100 SH DEFINED 01 02 03 18100
PARKER HANNIFIN CORP COM 701094104 2549 61700 SH DEFINED 01 02 03 61700
PARKWAY PPTYS INC COM 70159Q104 82 2800 SH DEFINED 01 02 03 2800
PATHOGENESIS CORP COM 70321E104 103 4506 SH DEFINED 01 02 03 4506
PATTERSON DENTAL CO COM 703412106 232 6075 SH DEFINED 01 02 03 6075
PATTERSON ENERGY INC COM 703414102 283 8911 SH DEFINED 01 02 03 8911
PAXAR CORP COM 704227107 112 11645 SH DEFINED 01 02 03 11645
PAXSON COMMUNICATIONS CORP COM 704231109 59 7600 SH DEFINED 01 02 03 7600
PAYCHEX INC COM 704326107 8034 153400 SH DEFINED 01 02 03 153400
PAYLESS SHOESOURCE INC COM 704379106 1480 28500 SH DEFINED 01 02 03 28500
PCORDER COM INC CL A 70453H107 38 1700 SH DEFINED 01 02 03 1700
</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>
PEDIATRIX MED GROUP COM 705324101 29 4000 SH DEFINED 01 02 03 4000
PEGASYSTEMS INC COM 705573103 62 5200 SH DEFINED 01 02 03 5200
PEGASUS COMMUNICATIONS CORP CL A 705904100 408 2900 SH DEFINED 01 02 03 2900
PEGASUS SYSTEMS INC COM 705906105 52 3300 SH DEFINED 01 02 03 3300
PENN TREATY AMERN CORP COM 707874103 2 100 SH DEFINED 01 02 03 100
PENNEY J C INC COM 708160106 1759 118250 SH DEFINED 01 02 03 118250
PENNSYLVANIA RL ESTATE INVT TRSH BEN INT 709102107 78 4800 SH DEFINED 01 02 03 4800
PENNZOIL-QUAKER STATE COMPANY COM 709323109 1018 97550 SH DEFINED 01 02 03 97550
PENTAIR INC COM 709631105 1673 45152 SH DEFINED 01 02 03 45152
PENTON MEDIA INC COM 709668107 76 2937 SH DEFINED 01 02 03 2937
PEOPLES ENERGY CORP COM 711030106 3320 121000 SH DEFINED 01 02 03 121000
PEOPLES HLDG CO COM 711148106 94 3840 SH DEFINED 01 02 03 3840
PEOPLESOFT INC COM 712713106 3151 157544 SH DEFINED 01 02 03 157544
PEP BOYS MANNY MOE & JACK COM 713278109 217 36500 SH DEFINED 01 02 03 36500
PEPSI BOTTLING GROUP INC COM 713409100 72 3600 SH DEFINED 01 02 03 3600
PEPSICO INC COM 713448108 44714 1293700 SH DEFINED 01 02 03 1293700
PER SE TECHNOLOGIES INC COM NEW 713569309 49 8414 SH DEFINED 01 02 03 8414
PEREGRINE SYSTEMS INC COM 71366Q101 827 12333 SH DEFINED 01 02 03 12333
PERFORMANCE FOOD GROUP CO COM 713755106 248 11350 SH DEFINED 01 02 03 11350
PERKINELMER INC COM 714046109 2115 31800 SH DEFINED 01 02 03 31800
PERRIGO CO COM 714290103 658 86700 SH DEFINED 01 02 03 86700
PERSONNEL GROUP AMER INC COM 715338109 51 8300 SH DEFINED 01 02 03 8300
PERVASIVE SOFTWARE INC COM 715710109 35 2700 SH DEFINED 01 02 03 2700
PETCO ANIMAL SUPPLIES COM 716016100 70 5900 SH DEFINED 01 02 03 5900
PETSMART INC COM 716768106 88 29400 SH DEFINED 01 02 03 29400
PHARMACYCLICS INC COM 716933106 139 2500 SH DEFINED 01 02 03 2500
PHARMACIA & UPJOHN INC COM 716941109 14113 238200 SH DEFINED 01 02 03 238200
PFIZER INC COM 717081103 88529 2421300 SH DEFINED 01 02 03 2421300
PFSWEB INC COM 717098107 77 4825 SH DEFINED 01 02 03 4825
PHARMACEUTICAL PROD DEV INC COM 717124101 162 9568 SH DEFINED 01 02 03 9568
PHARMACEUTICAL RES INC COM 717125108 1 100 SH DEFINED 01 02 03 100
PHELPS DODGE CORP COM 717265102 2042 42987 SH DEFINED 01 02 03 42987
PHILADELPHIA CONS HLDG CORP COM 717528103 4 300 SH DEFINED 01 02 03 300
PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 170 9400 SH DEFINED 01 02 03 9400
PHILIP MORRIS COS INC COM 718154107 23907 1131700 SH DEFINED 01 02 03 1131700
PHILLIPS PETE CO COM 718507106 9361 202400 SH DEFINED 01 02 03 202400
PHILLIPS VAN HEUSEN CORP COM 718592108 50 6500 SH DEFINED 01 02 03 6500
PHOENIX INVT PARTNERS LTD COM 719085102 109 14000 SH DEFINED 01 02 03 14000
PHOENIX TECHNOLOGY LTD COM 719153108 201 9500 SH DEFINED 01 02 03 9500
PHONE COM INC COM 71920Q100 4372 26800 SH DEFINED 01 02 03 26800
PHOTRONICS INC COM 719405102 189 5339 SH DEFINED 01 02 03 5339
</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>
PHYCOR INC COM 71940F100 18 17200 SH DEFINED 01 02 03 17200
PICTURETEL CORP COM NEW 720035302 97 11100 SH DEFINED 01 02 03 11100
PIEDMONT NAT GAS INC COM 720186105 214 8200 SH DEFINED 01 02 03 8200
PIER 1 IMPORTS INC COM 720279108 250 24400 SH DEFINED 01 02 03 24400
PILGRIMS PRIDE CORP CL B 721467108 21 3300 SH DEFINED 01 02 03 3300
PILGRIMS PRIDE CORP CL A 721467207 8 1600 SH DEFINED 01 02 03 1600
PILLOWTEX CORP COM 721501104 1 300 SH DEFINED 01 02 03 300
PINNACLE ENTMT INC COM 723456109 132 6500 SH DEFINED 01 02 03 6500
PINNACLE HLDGS INC COM 72346N101 304 5500 SH DEFINED 01 02 03 5500
PINNACLE SYS INC COM 723481107 648 19500 SH DEFINED 01 02 03 19500
PINNACLE WEST CAP CORP COM 723484101 1085 38500 SH DEFINED 01 02 03 38500
PIONEER GROUP INC COM 723684106 158 6800 SH DEFINED 01 02 03 6800
PIONEER NAT RES CO COM 723787107 1343 126400 SH DEFINED 01 02 03 126400
PIONEER STD ELECTRS INC COM 723877106 117 7437 SH DEFINED 01 02 03 7437
PITNEY BOWES INC COM 724479100 6801 152200 SH DEFINED 01 02 03 152200
PITTSTON CO COM BRINKS GR 725701106 1010 59412 SH DEFINED 01 02 03 59412
PLACER DOME INC COM 725906101 1499 184500 SH DEFINED 01 02 03 184500
PLAINS RES INC COM PAR $0.10 726540503 65 5203 SH DEFINED 01 02 03 5203
PLANTRONICS INC NEW COM 727493108 391 4200 SH DEFINED 01 02 03 4200
PLAYBOY ENTERPRISES INC CL B 728117300 98 4928 SH DEFINED 01 02 03 4928
PLAYTEX PRODS INC COM 72813P100 114 8800 SH DEFINED 01 02 03 8800
PLEXUS CORP COM 729132100 267 4000 SH DEFINED 01 02 03 4000
POGO PRODUCING CO COM 730448107 286 10000 SH DEFINED 01 02 03 10000
POHANG IRON & STL LTD SPONSORED ADR 730450103 407 14800 SH DEFINED 01 02 03 14800
POLARIS INDS INC COM 731068102 187 6200 SH DEFINED 01 02 03 6200
POLAROID CORP COM 731095105 796 33500 SH DEFINED 01 02 03 33500
POLICY MGMT SYS CORP COM 731108106 524 43672 SH DEFINED 01 02 03 43672
POLYCOM INC COM 73172K104 3494 44125 SH DEFINED 01 02 03 44125
POLYMER GROUP INC COM 731745105 94 7400 SH DEFINED 01 02 03 7400
POTLATCH CORP COM 737628107 1660 38600 SH DEFINED 01 02 03 38600
POTOMAC ELEC PWR CO COM 737679100 3530 156028 SH DEFINED 01 02 03 156028
POWER INTEGRATIONS INC COM 739276103 133 5300 SH DEFINED 01 02 03 5300
POWER-ONE INC COM 739308104 133 2200 SH DEFINED 01 02 03 2200
POWERWAVE TECHNOLOGIES INC COM 739363109 463 3700 SH DEFINED 01 02 03 3700
POWERTEL INC COM 73936C109 401 5800 SH DEFINED 01 02 03 5800
PRAXAIR INC COM 74005P104 13882 333500 SH DEFINED 01 02 03 333500
PRE PAID LEGAL SVCS INC COM 740065107 143 4824 SH DEFINED 01 02 03 4824
PRECISION CASTPARTS CORP COM 740189105 1073 29400 SH DEFINED 01 02 03 29400
PREMIER NATL BANCORP INC COM 74053F107 5 320 SH DEFINED 01 02 03 320
PREMIER PKS INC COM NEW 740540208 1535 73100 SH DEFINED 01 02 03 73100
</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>
PRENTISS PPTYS TR SH BEN INT 740706106 221 9900 SH DEFINED 01 02 03 9900
PRESIDENTIAL LIFE CORP COM 740884101 91 6600 SH DEFINED 01 02 03 6600
PRESSTEK INC COM 741113104 157 6600 SH DEFINED 01 02 03 6600
PREVIEW SYS INC COM 741379101 128 2700 SH DEFINED 01 02 03 2700
PRICE COMMUNICATIONS CORP COM NEW 741437305 209 9105 SH DEFINED 01 02 03 9105
PRICE T ROWE & ASSOCIATES COM 741477103 2966 75100 SH DEFINED 01 02 03 75100
PRICELINE COM INC COM 741503106 527 6800 SH DEFINED 01 02 03 6800
PRIME RETAIL INC COM 741570105 26 11823 SH DEFINED 01 02 03 11823
PRIME RETAIL INC PFD CONV SER 741570303 6 778 SH DEFINED 01 02 03 778
PRIME GROUP REALTY TRUST SH BEN INT 74158J103 4 300 SH DEFINED 01 02 03 300
PRIMEX TECHNOLOGIES INC COM 741597108 6 300 SH DEFINED 01 02 03 300
PRIMARK CORP COM 741903108 140 5785 SH DEFINED 01 02 03 5785
PRIME HOSPITALITY CORP COM 741917108 101 13915 SH DEFINED 01 02 03 13915
PRIMUS TELECOMMUNICATIONS GRP COM 741929103 289 5600 SH DEFINED 01 02 03 5600
PRIDE INTL INC COM 741932107 319 14000 SH DEFINED 01 02 03 14000
PRISM FINL CORP COM 74264Q108 21 2900 SH DEFINED 01 02 03 2900
PRIORITY HEALTHCARE CORP CL B 74264T102 116 2304 SH DEFINED 01 02 03 2304
PROBUSINESS SERVICES INC COM 742674104 59 2300 SH DEFINED 01 02 03 2300
PRIVATE BUSINESS INC COM 74267D104 17 5500 SH DEFINED 01 02 03 5500
PROCTER & GAMBLE CO COM 742718109 48170 856350 SH DEFINED 01 02 03 856350
PROFESSIONALS GROUP INC COM 742954100 86 4459 SH DEFINED 01 02 03 4459
PROFESSIONAL DETAILING INC COM 74312N107 50 2000 SH DEFINED 01 02 03 2000
PROFIT RECOVERY GROUP INTL INCCOM 743168106 122 6600 SH DEFINED 01 02 03 6600
PROGRESS SOFTWARE CORP COM 743312100 241 10300 SH DEFINED 01 02 03 10300
PROGRESSIVE CORP OHIO COM 743315103 2521 33150 SH DEFINED 01 02 03 33150
PROJECT SOFTWARE & DEV INC COM 74339P101 266 4700 SH DEFINED 01 02 03 4700
PROTECTION ONE INC COM 743663304 17 8000 SH DEFINED 01 02 03 8000
PROTECTIVE LIFE CORP COM 743674103 1908 60100 SH DEFINED 01 02 03 60100
PROTEIN DESIGN LABS INC COM 74369L103 479 6021 SH DEFINED 01 02 03 6021
PROVANT INC COM 743724106 1 100 SH DEFINED 01 02 03 100
PROVIDENT BANKSHARES CORP COM 743859100 166 10536 SH DEFINED 01 02 03 10536
PROVIDENT FINL GROUP INC COM 743866105 1540 45200 SH DEFINED 01 02 03 45200
PROVINCE HEALTHCARE CO COM 743977100 92 3200 SH DEFINED 01 02 03 3200
PROVIDIAN FINL CORP COM 74406A102 6618 76400 SH DEFINED 01 02 03 76400
PROXICOM INC COM 744282104 155 3500 SH DEFINED 01 02 03 3500
PROXIM INC COM 744284100 395 3300 SH DEFINED 01 02 03 3300
PROXYMED PHARMACY INC COM 744290107 59 6918 SH DEFINED 01 02 03 6918
PSINET INC COM 74437C101 71912 2114098 SH DEFINED 01 02 03 2114098
PUBLIC SVC CO N MEX COM 744499104 749 47574 SH DEFINED 01 02 03 47574
PUBLIC SVC ENTERPRISE GROUP COM 744573106 3087 104200 SH DEFINED 01 02 03 104200
PUBLIC STORAGE INC COM 74460D109 234 11150 SH DEFINED 01 02 03 11150
</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>
PUBLICARD INC COM 744627100 74 7540 SH DEFINED 01 02 03 7540
PUGET SOUND ENERGY INC COM 745332106 2506 112924 SH DEFINED 01 02 03 112924
PULITZER INC COM 745769109 8 200 SH DEFINED 01 02 03 200
PULTE CORP COM 745867101 568 27200 SH DEFINED 01 02 03 27200
PURCHASEPRO COM COM 746144104 136 1875 SH DEFINED 01 02 03 1875
QRS CORP COM 74726X105 199 2650 SH DEFINED 01 02 03 2650
QLOGIC CORP COM 747277101 9431 69600 SH DEFINED 01 02 03 69600
QUADRAMED CORP COM 74730W101 44 7600 SH DEFINED 01 02 03 7600
QUAKER OATS CO COM 747402105 4459 73550 SH DEFINED 01 02 03 73550
QUALCOMM INC COM 747525103 109073 730500 SH DEFINED 01 02 03 730500
QUANEX CORP COM 747620102 77 4300 SH DEFINED 01 02 03 4300
QUANTA SVCS INC COM 74762E102 352 5800 SH DEFINED 01 02 03 5800
QUANTUM CORP COM DSSG 747906204 1806 151300 SH DEFINED 01 02 03 151300
QUEBECOR PRINTING INC SUB VTG 747922102 235 12683 SH DEFINED 01 02 03 12683
QUEENS CNTY BANCORP INC COM 748242104 131 7230 SH DEFINED 01 02 03 7230
QUEST DIAGNOSTICS INC COM 74834L100 302 7600 SH DEFINED 01 02 03 7600
QUEST SOFTWARE INC COM 74834T103 355 3150 SH DEFINED 01 02 03 3150
QUESTAR CORP COM 748356102 1523 82072 SH DEFINED 01 02 03 82072
QUIKSILVER INC COM 74838C106 93 5300 SH DEFINED 01 02 03 5300
QUINTILES TRANSNATIONAL CORP COM 748767100 1338 78400 SH DEFINED 01 02 03 78400
QUORUM HEALTH GROUP INC COM 749084109 857 85200 SH DEFINED 01 02 03 85200
R & G FINANCIAL CORP CL B 749136107 1 100 SH DEFINED 01 02 03 100
RCN CORP COM 749361101 11 200 SH DEFINED 01 02 03 200
RFS HOTEL INVS INC COM 74955J108 97 9000 SH DEFINED 01 02 03 9000
R H DONNELLEY CORP COM NEW 74955W307 83 4900 SH DEFINED 01 02 03 4900
R G S ENERGY GROUP INC COM 74956K104 209 9834 SH DEFINED 01 02 03 9834
RLI CORP COM 749607107 80 2400 SH DEFINED 01 02 03 2400
RPC INC COM 749660106 3 300 SH DEFINED 01 02 03 300
RPM INC OHIO COM 749685103 1104 100400 SH DEFINED 01 02 03 100400
RSA SEC INC COM 749719100 473 9133 SH DEFINED 01 02 03 9133
RTI INTL METALS INC COM 74973W107 37 4200 SH DEFINED 01 02 03 4200
RWD TECHNOLOGIES INC COM 74975B101 42 5029 SH DEFINED 01 02 03 5029
RF MICRODEVICES INC COM 749941100 40 300 SH DEFINED 01 02 03 300
RACING CHAMPIONS CORP COM 750069106 20 5300 SH DEFINED 01 02 03 5300
RADIAN GROUP INC COM 750236101 586 12305 SH DEFINED 01 02 03 12305
RADIANT SYSTEMS INC COM 75025N102 270 4300 SH DEFINED 01 02 03 4300
RADIO ONE INC CL A 75040P108 7 100 SH DEFINED 01 02 03 100
RADISYS CORP COM 750459109 138 2301 SH DEFINED 01 02 03 2301
RALCORP HLDGS INC NEW COM 751028101 124 8565 SH DEFINED 01 02 03 8565
RALSTON PURINA CO COM RAL-PUR G 751277302 4602 168100 SH DEFINED 01 02 03 168100
RARE HOSPITALITY INTL INC COM 753820109 2 100 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>
RARE MEDIUM GROUP INC COM 75382N109 340 7700 SH DEFINED 01 02 03 7700
RATIONAL SOFTWARE CORP COM NEW 75409P202 6395 83600 SH DEFINED 01 02 03 83600
RAYMOND JAMES FINANCIAL INC COM 754730109 176 8500 SH DEFINED 01 02 03 8500
RAYONIER INC COM 754907103 1948 39950 SH DEFINED 01 02 03 39950
RAYOVAC CORP COM 755081106 286 12300 SH DEFINED 01 02 03 12300
RAYTHEON CO CL B 755111408 2762 155600 SH DEFINED 01 02 03 155600
RAZORFISH INC CL A 755236106 156 5674 SH DEFINED 01 02 03 5674
READ-RITE CORP COM 755246105 63 13500 SH DEFINED 01 02 03 13500
READERS DIGEST ASSN INC CL A NON VTG 755267101 3665 103600 SH DEFINED 01 02 03 103600
REALNETWORKS INC COM 75605L104 15476 271800 SH DEFINED 01 02 03 271800
REALTY INCOME CORP COM 756109104 137 7100 SH DEFINED 01 02 03 7100
RECKSON ASSOCS RLTY CORP COM 75621K106 203 10800 SH DEFINED 01 02 03 10800
RECKSON ASSOCS RLTY CORP CL B 75621K304 0 0 SH DEFINED 01 02 03 0
REDBACK NETWORKS INC COM 757209101 510 1700 SH DEFINED 01 02 03 1700
REDWOOD TR INC COM 758075402 76 5149 SH DEFINED 01 02 03 5149
REEBOK INTL LTD COM 758110100 324 35000 SH DEFINED 01 02 03 35000
REGAL BELOIT CORP COM 758750103 102 5835 SH DEFINED 01 02 03 5835
REGENERON PHARMACEUTICALS COM 75886F107 154 5200 SH DEFINED 01 02 03 5200
REGIS CORP MINN COM 758932107 104 7000 SH DEFINED 01 02 03 7000
REGENCY RLTY CORP COM 758939102 186 9400 SH DEFINED 01 02 03 9400
REGIONS FINL CORP COM 758940100 2261 99100 SH DEFINED 01 02 03 99100
RELIANCE GROUP HOLDINGS INC COM 759464100 37 10500 SH DEFINED 01 02 03 10500
RELIANCE STEEL & ALUMINUM CO COM 759509102 94 4200 SH DEFINED 01 02 03 4200
RELIANT ENERGY INC COM 75952J108 3277 139800 SH DEFINED 01 02 03 139800
RELIASTAR FINL CORP COM 75952U103 2805 82800 SH DEFINED 01 02 03 82800
REMEC INC COM 759543101 283 5600 SH DEFINED 01 02 03 5600
REMEDY CORP COM 759548100 249 5900 SH DEFINED 01 02 03 5900
RENAISSANCE WORLDWIDE INC COM 75968A109 22 4220 SH DEFINED 01 02 03 4220
REPUBLIC BANCSHARES INC COM 759929102 38 3037 SH DEFINED 01 02 03 3037
RENAL CARE GROUP INC COM 759930100 242 11175 SH DEFINED 01 02 03 11175
RENT A CTR INC NEW COM 76009N100 72 4813 SH DEFINED 01 02 03 4813
RENT WAY INC COM 76009U104 125 6408 SH DEFINED 01 02 03 6408
REPSOL S A SPONSORED ADR 76026T205 639 30000 SH DEFINED 01 02 03 30000
REPUBLIC BANCORP KY CL A 760281204 49 6000 SH DEFINED 01 02 03 6000
REPUBLIC BANCORP INC COM 760282103 123 13123 SH DEFINED 01 02 03 13123
REPUBLIC GROUP INC COM 760473108 1 100 SH DEFINED 01 02 03 100
REPUBLIC SECURITY FINL CORP COM 760758102 81 12300 SH DEFINED 01 02 03 12300
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 271 3800 SH DEFINED 01 02 03 3800
RESOURCE AMERICA INC CL A 761195205 45 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>
RESOURCE BANCSHARES MTG GROUP COM 761197102 2 500 SH DEFINED 01 02 03 500
RESPIRONICS INC COM 761230101 121 8409 SH DEFINED 01 02 03 8409
RETEK INC COM 76128Q109 264 6400 SH DEFINED 01 02 03 6400
REXALL SUNDOWN INC COM 761648104 163 11519 SH DEFINED 01 02 03 11519
REYNOLDS & REYNOLDS CO CL A 761695105 1941 71900 SH DEFINED 01 02 03 71900
REYNOLDS METALS CO COM 761763101 3725 55700 SH DEFINED 01 02 03 55700
REYNOLDS R J TOB HLDGS INC COM 76182K105 1739 102300 SH DEFINED 01 02 03 102300
RHYTHMS NETCONNECTIONS INC COM 762430205 21579 586200 SH DEFINED 01 02 03 586200
RICHMOND CNTY FINL CORP COM 764556106 129 8000 SH DEFINED 01 02 03 8000
RIGGS NATL CORP WASH DC COM 766570105 82 6723 SH DEFINED 01 02 03 6723
RIO TINTO PLC SPONSORED ADR 767204100 477 6700 SH DEFINED 01 02 03 6700
RISK CAP HLDGS INC COM 767711104 102 6200 SH DEFINED 01 02 03 6200
RITE AID CORP COM 767754104 646 117500 SH DEFINED 01 02 03 117500
RIVIANA FOODS INC COM 769536103 67 4247 SH DEFINED 01 02 03 4247
ROADWAY EXPRESS INC DEL COM 769742107 91 4500 SH DEFINED 01 02 03 4500
ROBBINS & MYERS INC COM 770196103 57 2400 SH DEFINED 01 02 03 2400
ROBERT HALF INTL INC COM 770323103 4606 97100 SH DEFINED 01 02 03 97100
ROCK-TENN CO CL A 772739207 50 5090 SH DEFINED 01 02 03 5090
ROCKWELL INTL CORP NEW COM 773903109 4445 106300 SH DEFINED 01 02 03 106300
ROGERS CORP COM 775133101 16 249 SH DEFINED 01 02 03 249
ROHM & HAAS CO COM 775371107 6239 139800 SH DEFINED 01 02 03 139800
ROLLINS INC COM 775711104 514 34560 SH DEFINED 01 02 03 34560
ROLLINS TRUCK LEASING CORP COM 775741101 104 12363 SH DEFINED 01 02 03 12363
ROMAC INTL INC COM 775835101 71 7800 SH DEFINED 01 02 03 7800
ROPER INDS INC NEW COM 776696106 258 7600 SH DEFINED 01 02 03 7600
ROSLYN BANCORP INC COM 778162107 0 5 SH DEFINED 01 02 03 5
ROSS STORES INC COM 778296103 2009 83500 SH DEFINED 01 02 03 83500
ROUGE INDS INC DEL CL A 779088103 2 300 SH DEFINED 01 02 03 300
ROWAN COS INC COM 779382100 2233 75850 SH DEFINED 01 02 03 75850
ROYAL DUTCH PETE CO NY REG GLD1.2 780257804 55997 972800 SH DEFINED 01 02 03 972800
ROYAL DUTCH PETE CO NY REG GLD1.2 780257804 771 13392 SH DEFINED 01 02 03 13392
RUBY TUESDAY INC COM 781182100 140 8000 SH DEFINED 01 02 03 8000
RUDDICK CORP COM 781258108 562 51400 SH DEFINED 01 02 03 51400
RUSS BERRIE & CO COM 782233100 56 3000 SH DEFINED 01 02 03 3000
RUSSELL CORP COM 782352108 322 22500 SH DEFINED 01 02 03 22500
RYANS FAMILY STEAK HOUSE INC COM 783519101 106 11100 SH DEFINED 01 02 03 11100
RYDER SYS INC COM 783549108 660 29100 SH DEFINED 01 02 03 29100
RYERSON TULL INC NEW COM 78375P107 457 29455 SH DEFINED 01 02 03 29455
RYLAND GROUP INC COM 783764103 96 5100 SH DEFINED 01 02 03 5100
S & T BANCORP INC COM 783859101 116 6780 SH DEFINED 01 02 03 6780
</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>
SBC COMMUNICATIONS INC COM 78387G103 97304 2316769 SH DEFINED 01 02 03 2316769
SCI SYS INC COM 783890106 54232 1007800 SH DEFINED 01 02 03 1007800
SCM MICROSYSTEMS INC COM 784018103 310 3200 SH DEFINED 01 02 03 3200
SCP POOL CORP COM 784028102 3 100 SH DEFINED 01 02 03 100
SCPIE HLDGS INC COM 78402P104 98 3200 SH DEFINED 01 02 03 3200
SDL INC COM 784076101 362 1700 SH DEFINED 01 02 03 1700
SEI INVESTMENTS CO COM 784117103 284 2500 SH DEFINED 01 02 03 2500
SEMCO ENERGY INC COM 78412D109 4 315 SH DEFINED 01 02 03 315
SK TELECOM LTD SPONSORED ADR 78440P108 491 12600 SH DEFINED 01 02 03 12600
SL GREEN RLTY CORP COM 78440X101 91 3840 SH DEFINED 01 02 03 3840
SLM HLDG CORP COM 78442A109 3639 109250 SH DEFINED 01 02 03 109250
SLI INC COM 78442T108 65 3850 SH DEFINED 01 02 03 3850
SPS TECHNOLOGIES INC COM 784626103 104 3400 SH DEFINED 01 02 03 3400
SPDR TR UNIT SER 1 78462F103 662 4400 SH DEFINED 01 02 03 4400
SPSS INC COM 78462K102 3 100 SH DEFINED 01 02 03 100
SPX CORP COM 784635104 3840 33700 SH DEFINED 01 02 03 33700
S1 CORPORATION COM 78463B101 733 8550 SH DEFINED 01 02 03 8550
S3 INC COM 784849101 288 13700 SH DEFINED 01 02 03 13700
SVI HLDGS INC COM 784872103 24 2400 SH DEFINED 01 02 03 2400
SABRE HLDGS CORP CL A 785905100 7535 203986 SH DEFINED 01 02 03 203986
SAFECO CORP COM 786429100 1567 59000 SH DEFINED 01 02 03 59000
SAFEGUARD SCIENTIFICS INC COM 786449108 443 6300 SH DEFINED 01 02 03 6300
SAFESCIENCE INC COM 786452102 43 3300 SH DEFINED 01 02 03 3300
SAFEWAY INC COM NEW 786514208 32042 708100 SH DEFINED 01 02 03 708100
SAGA COMMUNICATIONS CL A 786598102 2 100 SH DEFINED 01 02 03 100
SAGA SYS INC COM 786610105 261 7300 SH DEFINED 01 02 03 7300
SAGE INC COM 786632109 44 2000 SH DEFINED 01 02 03 2000
SAGENT TECHNOLOGY INC COM 786693101 190 6600 SH DEFINED 01 02 03 6600
ST FRANCIS CAP CORP COM 789374105 4 300 SH DEFINED 01 02 03 300
ST JUDE MED INC COM 790849103 986 38200 SH DEFINED 01 02 03 38200
ST MARY LD & EXPL CO COM 792228108 111 3700 SH DEFINED 01 02 03 3700
ST PAUL COS INC COM 792860108 3709 108700 SH DEFINED 01 02 03 108700
SAKS INC COM 79377W108 1963 135400 SH DEFINED 01 02 03 135400
SALTON INC COM 795757103 39 900 SH DEFINED 01 02 03 900
SAN PAOLO-IMI S P A SPONSORED ADR 799175104 603 21160 SH DEFINED 01 02 03 21160
SANCHEZ COMPUTER ASSOCS INC COM 799702105 109 3100 SH DEFINED 01 02 03 3100
SANDERSON FARMS INC COM 800013104 40 4939 SH DEFINED 01 02 03 4939
SANDISK CORP COM 80004C101 1705 13916 SH DEFINED 01 02 03 13916
SANDY SPRING BANCORP INC COM 800363103 2 100 SH DEFINED 01 02 03 100
SANMINA CORP COM 800907107 45436 672500 SH DEFINED 01 02 03 672500
</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>
SANGSTAT MED CORP COM 801003104 208 7500 SH DEFINED 01 02 03 7500
SANTA CRUZ OPERATION INC COM 801833104 76 8100 SH DEFINED 01 02 03 8100
SANTA FE SNYDER CORP COM 80218K105 2756 286360 SH DEFINED 01 02 03 286360
SANYO ELEC LTD ADR 5 COM 803038306 103 3400 SH DEFINED 01 02 03 3400
SAPIENT CORP COM 803062108 17 200 SH DEFINED 01 02 03 200
SARA LEE CORP COM 803111103 8228 457100 SH DEFINED 01 02 03 457100
SAUER INC COM 804137107 55 5700 SH DEFINED 01 02 03 5700
SAUL CTRS INC COM 804395101 5 300 SH DEFINED 01 02 03 300
SAWTEK INC COM 805468105 2444 46500 SH DEFINED 01 02 03 46500
SCANA CORP NEW COM 80589M102 2536 103252 SH DEFINED 01 02 03 103252
SCHAWK INC CL A 806373106 1 100 SH DEFINED 01 02 03 100
SCHEIN HENRY INC COM 806407102 99 6100 SH DEFINED 01 02 03 6100
SCHEIN PHARMACEUTICAL INC COM 806416103 39 2400 SH DEFINED 01 02 03 2400
SCHERING PLOUGH CORP COM 806605101 29654 806900 SH DEFINED 01 02 03 806900
SCHLUMBERGER LTD COM 806857108 38567 504150 SH DEFINED 01 02 03 504150
SCHOLASTIC CORP COM 807066105 1164 21575 SH DEFINED 01 02 03 21575
SCHOOL SPECIALTY INC COM 807863105 2 100 SH DEFINED 01 02 03 100
SCHULMAN A INC COM 808194104 494 37250 SH DEFINED 01 02 03 37250
SCHWAB CHARLES CORP NEW COM 808513105 23506 413750 SH DEFINED 01 02 03 413750
SCHWEITZER-MAUDUIT INTL INC COM 808541106 56 4300 SH DEFINED 01 02 03 4300
SCIENT CORP COM 80864H109 200 2200 SH DEFINED 01 02 03 2200
SCIENTIFIC ATLANTA INC COM 808655104 5225 82364 SH DEFINED 01 02 03 82364
SCIENTIFIC GAMES HLDGS CORP COM 808747109 51 3100 SH DEFINED 01 02 03 3100
SCOTT TECHNOLOGIES INC COM 810022301 130 6900 SH DEFINED 01 02 03 6900
SCOTTISH PWR PLC SPON ADR FINA 81013T705 992 31305 SH DEFINED 01 02 03 31305
SCOTTS CO CL A 810186106 193 4600 SH DEFINED 01 02 03 4600
SCRIPPS E W CO OHIO CL A 811054204 369 7600 SH DEFINED 01 02 03 7600
SEABOARD CORP COM 811543107 53 300 SH DEFINED 01 02 03 300
SEACOAST FINL SVCS CORP COM 81170Q106 146 14800 SH DEFINED 01 02 03 14800
SEAGATE TECHNOLOGY COM 811804103 10574 175500 SH DEFINED 01 02 03 175500
SEAGRAM LTD COM 811850106 11829 198800 SH DEFINED 01 02 03 198800
SEACOR SMIT INC COM 811904101 278 4600 SH DEFINED 01 02 03 4600
SEALED AIR CORP NEW COM 81211K100 2645 48700 SH DEFINED 01 02 03 48700
SEARS ROEBUCK & CO COM 812387108 8130 263328 SH DEFINED 01 02 03 263328
SECOND BANCORP INC COM 813114105 5 300 SH DEFINED 01 02 03 300
SECURITY CAP GROUP INC CL B 81413P204 147 10200 SH DEFINED 01 02 03 10200
SEITEL INC COM NEW 816074306 56 7100 SH DEFINED 01 02 03 7100
SELECT COMFORT CORP COM 81616X103 2 300 SH DEFINED 01 02 03 300
SELECTICA INC COM 816288104 15 175 SH DEFINED 01 02 03 175
SELECTIVE INS GROUP INC COM 816300107 176 10300 SH DEFINED 01 02 03 10300
SEMTECH CORP COM 816850101 500 7800 SH DEFINED 01 02 03 7800
</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>
SEMPRA ENERGY COM 816851109 1553 92700 SH DEFINED 01 02 03 92700
SENSORMATIC ELECTRS CORP COM 817265101 2529 112700 SH DEFINED 01 02 03 112700
SEPRACOR INC COM 817315104 4507 61900 SH DEFINED 01 02 03 61900
SEQUA CORPORATION CL A 817320104 519 13100 SH DEFINED 01 02 03 13100
SERENA SOFTWARE INC COM 817492101 5 150 SH DEFINED 01 02 03 150
SEROLOGICALS CORP COM 817523103 48 8799 SH DEFINED 01 02 03 8799
SERVICE CORP INTL COM 817565104 27 9000 SH DEFINED 01 02 03 9000
7-ELEVEN INC COM 817826100 154 41000 SH DEFINED 01 02 03 41000
SHARED MED SYS CORP COM 819486101 638 12300 SH DEFINED 01 02 03 12300
SHAW INDS INC COM 820286102 2152 141700 SH DEFINED 01 02 03 141700
SHELL TRANS & TRADING PLC NEW YRK SH NE 822703609 157 3200 SH DEFINED 01 02 03 3200
SHERWIN WILLIAMS CO COM 824348106 1891 86200 SH DEFINED 01 02 03 86200
SHIRE PHARMACEUTICALS GRP PLC SPONSORED ADR 82481R106 315 6144 SH DEFINED 01 02 03 6144
SHOE CARNIVAL INC COM 824889109 43 4700 SH DEFINED 01 02 03 4700
SHOPKO STORES INC COM 824911101 124 7000 SH DEFINED 01 02 03 7000
SHOP AT HOME INC COM NEW 825066301 32 3700 SH DEFINED 01 02 03 3700
SHORELINE FINL CORP COM 825190101 1 63 SH DEFINED 01 02 03 63
SHOREWOOD PACKAGING CORP COM 825229107 196 9136 SH DEFINED 01 02 03 9136
SHURGARD STORAGE CTRS INC COM 82567D104 199 7600 SH DEFINED 01 02 03 7600
SICOR INC COM 825846108 302 29100 SH DEFINED 01 02 03 29100
SIEBEL SYS INC COM 826170102 22526 188600 SH DEFINED 01 02 03 188600
SIEBERT FINL CORP COM 826176109 14 1100 SH DEFINED 01 02 03 1100
SIERRA HEALTH SVCS INC COM 826322109 37 7400 SH DEFINED 01 02 03 7400
SIERRA PAC RES NEW COM 826428104 1236 98916 SH DEFINED 01 02 03 98916
SIERRACITIES COM INC COM 826521106 54 4000 SH DEFINED 01 02 03 4000
SIGMA ALDRICH CORP COM 826552101 1231 45800 SH DEFINED 01 02 03 45800
SIGCORP INC COM 826912107 159 6350 SH DEFINED 01 02 03 6350
SILGAN HOLDINGS INC COM 827048109 46 3800 SH DEFINED 01 02 03 3800
SILICON GRAPHICS INC COM 827056102 1306 123600 SH DEFINED 01 02 03 123600
SILICON IMAGE INC COM 82705T102 363 5075 SH DEFINED 01 02 03 5075
SILICON VY BANCSHARES COM 827064106 383 5326 SH DEFINED 01 02 03 5326
SILICON VY GROUP INC COM 827066101 278 10115 SH DEFINED 01 02 03 10115
SILICONIX INC COM NEW 827079203 371 3900 SH DEFINED 01 02 03 3900
SILKNET SOFTWARE INC COM 827094103 146 1400 SH DEFINED 01 02 03 1400
SILVERSTREAM SOFTWARE INC COM 827907106 199 2700 SH DEFINED 01 02 03 2700
SIMIONE CENTRAL HOLDINGS INC COM PAR $01 828654301 3 665 SH DEFINED 01 02 03 665
SIMMONS 1ST NATL CORP CL A $5 PAR 828730200 5 200 SH DEFINED 01 02 03 200
SIMPSON INDS INC COM 829060102 52 5250 SH DEFINED 01 02 03 5250
SIMPSON MANUFACTURING CO INC COM 829073105 40 1000 SH DEFINED 01 02 03 1000
SINCLAIR BROADCAST GROUP INC CL A 829226109 41 4600 SH DEFINED 01 02 03 4600
SIRIUS SATELLITE RADIO INC COM 82966U103 205 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>
SITEL CORP COM 82980K107 22 3200 SH DEFINED 01 02 03 3200
SIPEX CORP COM 829909100 212 6017 SH DEFINED 01 02 03 6017
SKY FINL GROUP INC COM 83080P103 335 20601 SH DEFINED 01 02 03 20601
SKYLINE CORP COM 830830105 76 3500 SH DEFINED 01 02 03 3500
SKYWEST INC COM 830879102 209 5334 SH DEFINED 01 02 03 5334
SMART & FINAL INC COM 831683107 50 6700 SH DEFINED 01 02 03 6700
SMARTFORCE PUB LTD CO SPONSORED ADR 83170A206 567 12350 SH DEFINED 01 02 03 12350
SMITH A O COM 831865209 101 5636 SH DEFINED 01 02 03 5636
SMITH INTL INC COM 832110100 4053 52292 SH DEFINED 01 02 03 52292
SMITH CHARLES E RESDNTL RLTY COM 832197107 167 4627 SH DEFINED 01 02 03 4627
SMITHFIELD FOODS INC COM 832248108 206 10300 SH DEFINED 01 02 03 10300
SMUCKER J M CO CL A 832696108 624 33942 SH DEFINED 01 02 03 33942
SMURFIT-STONE CONTAINER CORP COM 832727101 398 23500 SH DEFINED 01 02 03 23500
SNAP ON INC COM 833034101 694 26500 SH DEFINED 01 02 03 26500
SOFTNET SYS INC COM 833964109 199 6800 SH DEFINED 01 02 03 6800
SOFTWARE COM INC COM 83402P104 464 3600 SH DEFINED 01 02 03 3600
SOLA INTL INC COM 834092108 56 9100 SH DEFINED 01 02 03 9100
SOLECTRON CORP COM 834182107 67499 1684838 SH DEFINED 01 02 03 1684838
SOLUTIA INC COM 834376105 1424 106500 SH DEFINED 01 02 03 106500
SONERA GROUP PLC SPONSORED ADR 835433202 166 2500 SH DEFINED 01 02 03 2500
SONIC CORP COM 835451105 126 4625 SH DEFINED 01 02 03 4625
SONICWALL INC COM 835470105 193 2900 SH DEFINED 01 02 03 2900
SONOCO PRODS CO COM 835495102 2239 95258 SH DEFINED 01 02 03 95258
SONY CORP ADR NEW 835699307 224 800 SH DEFINED 01 02 03 800
SOTHEBYS HLDGS INC CL A 835898107 1011 54822 SH DEFINED 01 02 03 54822
SOURCE INFORMATION MGMT CO COM NEW 836151209 72 4100 SH DEFINED 01 02 03 4100
SOURCE MEDIA INC COM NEW 836153304 77 5600 SH DEFINED 01 02 03 5600
SOUTH JERSEY INDS INC COM 838518108 62 2214 SH DEFINED 01 02 03 2214
SOUTHDOWN INC COM 841297104 1982 33600 SH DEFINED 01 02 03 33600
SOUTHERN CO COM 842587107 6642 305400 SH DEFINED 01 02 03 305400
SOUTHERN PERU COPPER CORP COM 843611104 55 4200 SH DEFINED 01 02 03 4200
SOUTHERN UN CO NEW COM 844030106 170 9428 SH DEFINED 01 02 03 9428
SOUTHTRUST CORP COM 844730101 2045 80400 SH DEFINED 01 02 03 80400
SOUTHWEST AIRLS CO COM 844741108 4858 233400 SH DEFINED 01 02 03 233400
SOUTHWEST BANCORPORATION TEX COM 84476R109 152 7800 SH DEFINED 01 02 03 7800
SOUTHWEST GAS CORP COM 844895102 149 7800 SH DEFINED 01 02 03 7800
SOUTHWEST SECS GROUP INC COM 845224104 301 6930 SH DEFINED 01 02 03 6930
SOUTHWESTERN ENERGY CO COM 845467109 47 7100 SH DEFINED 01 02 03 7100
SOVEREIGN BANCORP INC COM 845905108 1562 206500 SH DEFINED 01 02 03 206500
SOVRAN SELF STORAGE INC COM 84610H108 69 3400 SH DEFINED 01 02 03 3400
SPANISH BROADCASTING SYS INC CL A 846425882 218 9300 SH DEFINED 01 02 03 9300
</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>
SPARTECH CORP COM NEW 847220209 69 2000 SH DEFINED 01 02 03 2000
SPECIALTY EQUIP COS INC COM NEW 847497203 93 4500 SH DEFINED 01 02 03 4500
SPECTRASITE HLDGS INC COM 84760T100 133 4706 SH DEFINED 01 02 03 4706
SPEEDFAM-IPEC INC COM 847705100 145 7279 SH DEFINED 01 02 03 7279
SPIEGEL INC CL A 848457107 414 51705 SH DEFINED 01 02 03 51705
SPINNAKER EXPL CO COM 84855W109 177 7775 SH DEFINED 01 02 03 7775
SPORTSLINE COM INC COM 848934105 135 4600 SH DEFINED 01 02 03 4600
SPRINGS INDS INC CL A 851783100 422 11100 SH DEFINED 01 02 03 11100
SPRINT CORP COM FON GROUP 852061100 30848 489650 SH DEFINED 01 02 03 489650
SPRINT CORP PCS COM SER 1 852061506 49794 762399 SH DEFINED 01 02 03 762399
SPYGLASS INC COM 852192103 412 5310 SH DEFINED 01 02 03 5310
SS&C TECHNOLOGIES INC COM 85227Q100 38 6600 SH DEFINED 01 02 03 6600
STAFF LEASING INC COM 852381102 41 7011 SH DEFINED 01 02 03 7011
STAFFMARK INC COM 852389105 87 10900 SH DEFINED 01 02 03 10900
STAMPS COM INC COM 852857101 51 2650 SH DEFINED 01 02 03 2650
STANCORP FINL GROUP INC COM 852891100 238 8700 SH DEFINED 01 02 03 8700
STANDARD MTR PRODS INC COM 853666105 51 3400 SH DEFINED 01 02 03 3400
STANDARD PAC CORP NEW COM 85375C101 86 8600 SH DEFINED 01 02 03 8600
STANDARD REGISTER CO COM 853887107 387 30040 SH DEFINED 01 02 03 30040
STANDEX INTL CORP COM 854231107 67 4300 SH DEFINED 01 02 03 4300
STANLEY WKS COM 854616109 1386 52546 SH DEFINED 01 02 03 52546
STAR TELECOMMUNICATIONS INC COM 854923109 53 8800 SH DEFINED 01 02 03 8800
STAPLES INC COM 855030102 4866 243300 SH DEFINED 01 02 03 243300
STARBUCKS CORP COM 855244109 7945 177300 SH DEFINED 01 02 03 177300
STARRETT L S CO CL A 855668109 6 243 SH DEFINED 01 02 03 243
STARTEK INC COM 85569C107 199 2700 SH DEFINED 01 02 03 2700
STARWOOD FINL INC COM 85569R104 116 6585 SH DEFINED 01 02 03 6585
STATE AUTO FINL CORP COM 855707105 2 300 SH DEFINED 01 02 03 300
STARWOOD HOTELS&RESORTS WRLDWDPAIRED CTF 85590A203 472 17973 SH DEFINED 01 02 03 17973
STATE STR CORP COM 857477103 22305 230250 SH DEFINED 01 02 03 230250
STATEN IS BANCORP INC COM 857550107 183 10700 SH DEFINED 01 02 03 10700
STATION CASINOS INC COM 857689103 116 5300 SH DEFINED 01 02 03 5300
STEEL DYNAMICS INC COM 858119100 221 19150 SH DEFINED 01 02 03 19150
STEIN MART INC COM 858375108 65 7900 SH DEFINED 01 02 03 7900
STEINWAY MUSICAL INSTRS INC COM ORD 858495104 2 100 SH DEFINED 01 02 03 100
STEPAN CO COM 858586100 44 2037 SH DEFINED 01 02 03 2037
STERLING BANCSHARES INC COM 858907108 129 13500 SH DEFINED 01 02 03 13500
STERICYCLE INC COM 858912108 160 6400 SH DEFINED 01 02 03 6400
STERIS CORP COM 859152100 806 78600 SH DEFINED 01 02 03 78600
STERLING FINL CORP COM 859317109 37 1975 SH DEFINED 01 02 03 1975
STERLING SOFTWARE INC COM 859547101 2800 91800 SH DEFINED 01 02 03 91800
</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>
STEWART & STEVENSON SVCS INC COM 860342104 382 33966 SH DEFINED 01 02 03 33966
STEWART ENTERPRISES INC CL A 860370105 494 100100 SH DEFINED 01 02 03 100100
STEWART INFORMATION SVCS CORP COM 860372101 51 3200 SH DEFINED 01 02 03 3200
STILLWATER MNG CO COM 86074Q102 462 11550 SH DEFINED 01 02 03 11550
STONE & WEBSTER INC COM 861572105 38 2600 SH DEFINED 01 02 03 2600
STONE ENERGY CORP COM 861642106 217 4400 SH DEFINED 01 02 03 4400
STONERIDGE INC COM 86183P102 3 300 SH DEFINED 01 02 03 300
STORAGE USA INC COM 861907103 214 7000 SH DEFINED 01 02 03 7000
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 1524 95600 SH DEFINED 01 02 03 95600
STRIDE RITE CORP COM 863314100 102 12600 SH DEFINED 01 02 03 12600
STRUCTURAL DYNAMICS RESH CORP COM 863555108 571 42321 SH DEFINED 01 02 03 42321
STRYKER CORP COM 863667101 6387 91564 SH DEFINED 01 02 03 91564
STUDENT LN CORP COM 863902102 98 2400 SH DEFINED 01 02 03 2400
STURM RUGER & CO INC COM 864159108 90 10300 SH DEFINED 01 02 03 10300
SUIZA FOODS CORP COM 865077101 1642 40800 SH DEFINED 01 02 03 40800
SUMMIT BANCORP COM 866005101 2084 79400 SH DEFINED 01 02 03 79400
SUMMIT PPTYS INC COM 866239106 118 6147 SH DEFINED 01 02 03 6147
SUMMIT TECHNOLOGY INC COM 86627E101 99 10800 SH DEFINED 01 02 03 10800
SUN COMMUNITIES INC COM 866674104 130 4500 SH DEFINED 01 02 03 4500
SUN MICROSYSTEMS INC COM 866810104 212800 2271000 SH DEFINED 01 02 03 2271000
SUNBEAM CORP COM 867071102 82 19556 SH DEFINED 01 02 03 19556
SUNGARD DATA SYS INC COM 867363103 4991 132200 SH DEFINED 01 02 03 132200
SUNGLASS HUT INTL INC COM 86736F106 83 10600 SH DEFINED 01 02 03 10600
SUNOCO INC COM 86764P109 1122 41000 SH DEFINED 01 02 03 41000
SUNQUEST INFORMATION SYS INC COM 867654105 41 3600 SH DEFINED 01 02 03 3600
SUNRISE ASSISTED LIVING INC COM 86768K106 56 4200 SH DEFINED 01 02 03 4200
SUNRISE TECHNOLOGIES INTL INC COM 86769L103 66 9400 SH DEFINED 01 02 03 9400
SUNTERRA CORP COM 86787D109 15 7383 SH DEFINED 01 02 03 7383
SUNRISE MED INC COM 867910101 55 8844 SH DEFINED 01 02 03 8844
SUNTRUST BKS INC COM 867914103 10480 181468 SH DEFINED 01 02 03 181468
SUPERGEN INC COM 868059106 125 2600 SH DEFINED 01 02 03 2600
SUPERIOR CONSULTANT HLDGS CORPCOM 868146101 40 2400 SH DEFINED 01 02 03 2400
SUPERIOR INDS INTL INC COM 868168105 961 30327 SH DEFINED 01 02 03 30327
SUPERIOR NATL INS GROUP DEL COM 868224106 5 3000 SH DEFINED 01 02 03 3000
SUPERIOR TELECOM INC COM 868365107 35 2700 SH DEFINED 01 02 03 2700
SUPERIOR TR I PFD CV 8.50% 86836P202 22 711 SH DEFINED 01 02 03 711
SUPERVALU INC COM 868536103 2140 113012 SH DEFINED 01 02 03 113012
SUSQUEHANNA BANCSHARES INC PA COM 869099101 134 9718 SH DEFINED 01 02 03 9718
SWIFT ENERGY CO COM 870738101 106 5910 SH DEFINED 01 02 03 5910
SWIFT TRANSN CO COM 870756103 1419 69200 SH DEFINED 01 02 03 69200
SYBASE INC COM 871130100 2005 98726 SH DEFINED 01 02 03 98726
SYBRON INTL CORP COM 87114F106 2842 98000 SH DEFINED 01 02 03 98000
</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>
SYCAMORE NETWORKS INC COM 871206108 255 1975 SH DEFINED 01 02 03 1975
SYKES ENTERPRISES INC COM 871237103 840 44043 SH DEFINED 01 02 03 44043
SYLVAN LEARNING SYS INC COM 871399101 757 47500 SH DEFINED 01 02 03 47500
SYMANTEC CORP COM 871503108 4275 56900 SH DEFINED 01 02 03 56900
SYMBOL TECHNOLOGIES INC COM 871508107 7021 85300 SH DEFINED 01 02 03 85300
SYMYX TECHNOLOGIES COM 87155S108 190 4400 SH DEFINED 01 02 03 4400
SYNCOR INTL CORP DEL COM 87157J106 46 1400 SH DEFINED 01 02 03 1400
SYNOPSYS INC COM 871607107 42257 866800 SH DEFINED 01 02 03 866800
SYNOVUS FINL CORP COM 87161C105 2397 127000 SH DEFINED 01 02 03 127000
SYNTEL INC COM 87162H103 63 4233 SH DEFINED 01 02 03 4233
SYNTROLEUM CORP COM 871630109 77 3300 SH DEFINED 01 02 03 3300
SYSCO CORP COM 871829107 6313 176900 SH DEFINED 01 02 03 176900
SYSTEMAX INC COM 871851101 91 9931 SH DEFINED 01 02 03 9931
SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 218 9308 SH DEFINED 01 02 03 9308
TCF FINL CORP COM 872275102 1841 77300 SH DEFINED 01 02 03 77300
TECO ENERGY INC COM 872375100 2371 122000 SH DEFINED 01 02 03 122000
THQ INC COM NEW 872443403 110 6150 SH DEFINED 01 02 03 6150
TJX COS INC NEW COM 872540109 3671 165450 SH DEFINED 01 02 03 165450
TNP ENTERPRISES INC COM 872594106 149 3400 SH DEFINED 01 02 03 3400
TRW INC COM 872649108 3223 55100 SH DEFINED 01 02 03 55100
TSI INTERNATIONAL SOFTWARE LTDCOM 872879101 390 4700 SH DEFINED 01 02 03 4700
TMP WORLDWIDE INC COM 872941109 2418 31100 SH DEFINED 01 02 03 31100
TV GUIDE INC CL A 87307Q109 72 1500 SH DEFINED 01 02 03 1500
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 410 7188 SH DEFINED 01 02 03 7188
TALBOTS INC COM 874161102 259 4400 SH DEFINED 01 02 03 4400
TALK COM INC COM 874264104 200 12500 SH DEFINED 01 02 03 12500
TANDY CORP COM 875382103 4971 97954 SH DEFINED 01 02 03 97954
TARGET CORP COM 87612E106 17215 230300 SH DEFINED 01 02 03 230300
TAUBMAN CTRS INC COM 876664103 107 9600 SH DEFINED 01 02 03 9600
TECH DATA CORP COM 878237106 1591 48400 SH DEFINED 01 02 03 48400
TECHNE CORP COM 878377100 338 4900 SH DEFINED 01 02 03 4900
TECHNITROL INC COM 878555101 210 3600 SH DEFINED 01 02 03 3600
TECHNOLOGY SOLUTIONS CO COM 87872T108 94 10325 SH DEFINED 01 02 03 10325
TECUMSEH PRODS CO CL A 878895200 1258 28600 SH DEFINED 01 02 03 28600
TEJON RANCH CO DEL COM 879080109 75 3300 SH DEFINED 01 02 03 3300
TEKELEC COM 879101103 338 9100 SH DEFINED 01 02 03 9100
TEKTRONIX INC COM 879131100 1910 34100 SH DEFINED 01 02 03 34100
TELE NORTE LESTE PART S A SPON ADR PFD 879246106 490 18400 SH DEFINED 01 02 03 18400
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 95 2600 SH DEFINED 01 02 03 2600
TELECORP PCS INC CL A 879299105 83 1600 SH DEFINED 01 02 03 1600
TELECOMUNICACOES DE SAO PAULO SPON ADR PFD 87929A102 56 1900 SH DEFINED 01 02 03 1900
</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>
TELEFLEX INC COM 879369106 1258 35440 SH DEFINED 01 02 03 35440
TELEFONICA S A SPONSORED ADR 879382208 1121 15021 SH DEFINED 01 02 03 15021
TELEFONOS DE MEXICO S A SPON ADR ORD 879403780 469 7000 SH DEFINED 01 02 03 7000
TELEGLOBE INC COM 87941V100 71 2600 SH DEFINED 01 02 03 2600
TELEPHONE & DATA SYS INC COM 879433100 6469 58282 SH DEFINED 01 02 03 58282
TELESCAN INC COM 879516102 95 4000 SH DEFINED 01 02 03 4000
TELLABS INC COM 879664100 12632 200550 SH DEFINED 01 02 03 200550
TEMPLE INLAND INC COM 879868107 1375 27600 SH DEFINED 01 02 03 27600
TELETECH HOLDINGS INC COM 879939106 66 1900 SH DEFINED 01 02 03 1900
TENFOLD CORP COM 88033A103 157 2600 SH DEFINED 01 02 03 2600
TENET HEALTHCARE CORP COM 88033G100 3539 153850 SH DEFINED 01 02 03 153850
TENNANT CO COM 880345103 74 2400 SH DEFINED 01 02 03 2400
TERADYNE INC COM 880770102 21200 257750 SH DEFINED 01 02 03 257750
TERAYON COMMUNICATION SYS COM 880775101 759 3700 SH DEFINED 01 02 03 3700
TEREX CORP NEW COM 880779103 70 4900 SH DEFINED 01 02 03 4900
TERRA INDS INC COM 880915103 21 9200 SH DEFINED 01 02 03 9200
TESORO PETE CORP COM 881609101 107 9309 SH DEFINED 01 02 03 9309
TETRA TECH INC NEW COM 88162G103 197 8309 SH DEFINED 01 02 03 8309
TEXACO INC COM 881694103 31027 578600 SH DEFINED 01 02 03 578600
TEXAS INDS INC COM 882491103 301 9686 SH DEFINED 01 02 03 9686
TEXAS INSTRS INC COM 882508104 224235 1401468 SH DEFINED 01 02 03 1401468
TEXAS REGL BANCSHARES INC CL A VTG 882673106 145 5700 SH DEFINED 01 02 03 5700
TEXAS UTILS CO COM 882848104 3726 125500 SH DEFINED 01 02 03 125500
TEXTRON INC COM 883203101 4237 69600 SH DEFINED 01 02 03 69600
THEGLOBE COM INC COM 88335R101 1 100 SH DEFINED 01 02 03 100
THERAGENICS CORP COM 883375107 134 10000 SH DEFINED 01 02 03 10000
THERMA-WAVE INC COM 88343A108 45 1325 SH DEFINED 01 02 03 1325
THERMO ELECTRON CORP COM 883556102 1463 71800 SH DEFINED 01 02 03 71800
THERMO BIOANALYSIS CORP COM 88355H108 69 2500 SH DEFINED 01 02 03 2500
THERMO CARDIOSYSTEMS INC COM NONREDEEM 88355K200 60 4301 SH DEFINED 01 02 03 4301
THERMO ECOTEK CORP COM 88355R106 10 1200 SH DEFINED 01 02 03 1200
THERMO FIBERTEK INC COM 88355W105 52 7500 SH DEFINED 01 02 03 7500
THERMO OPTEK CORP COM 883582108 82 5500 SH DEFINED 01 02 03 5500
THERMOQUEST CORP COM 883655102 90 5400 SH DEFINED 01 02 03 5400
THESTREET COM COM 88368Q103 27 2900 SH DEFINED 01 02 03 2900
THERMEDICS INC COM 883901100 77 9400 SH DEFINED 01 02 03 9400
THOMAS & BETTS CORP COM 884315102 740 26200 SH DEFINED 01 02 03 26200
THOMAS INDS INC COM 884425109 115 6150 SH DEFINED 01 02 03 6150
THOR INDS INC COM 885160101 78 3220 SH DEFINED 01 02 03 3220
THORNBURG MTG ASSET CORP COM 885218107 44 6000 SH DEFINED 01 02 03 6000
3COM CORP COM 885535104 117113 2105400 SH DEFINED 01 02 03 2105400
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
FORM 13F INFORMATION TABLE
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3DO CO COM 88553W105 142 14700 SH DEFINED 01 02 03 14700
3DFX INTERACTIVE INC COM 88553X103 1 100 SH DEFINED 01 02 03 100
TICKETMASTER ONLINE-CITYSEARCHCL B 88633P203 188 7500 SH DEFINED 01 02 03 7500
TIDEWATER INC COM 886423102 3348 105234 SH DEFINED 01 02 03 105234
TIFFANY & CO NEW COM 886547108 6071 72600 SH DEFINED 01 02 03 72600
TIMBERLAND CO CL A 887100105 168 3300 SH DEFINED 01 02 03 3300
TIME WARNER INC COM 887315109 69420 694200 SH DEFINED 01 02 03 694200
TIMES MIRROR CO NEW COM SER A 887364107 2714 29200 SH DEFINED 01 02 03 29200
TIMKEN CO COM 887389104 759 46700 SH DEFINED 01 02 03 46700
TITAN CORP COM 888266103 479 9400 SH DEFINED 01 02 03 9400
TITAN INTL INC ILL COM 88830M102 61 8503 SH DEFINED 01 02 03 8503
TITANIUM METALS CORP COM 888339108 27 6200 SH DEFINED 01 02 03 6200
TOLL BROTHERS INC COM 889478103 135 6734 SH DEFINED 01 02 03 6734
TOPPS INC COM 890786106 54 6500 SH DEFINED 01 02 03 6500
TORCHMARK CORP COM 891027104 1381 59700 SH DEFINED 01 02 03 59700
TORO CO COM 891092108 114 3800 SH DEFINED 01 02 03 3800
TOSCO CORP COM NEW 891490302 2341 76900 SH DEFINED 01 02 03 76900
TOTAL RENAL CARE HLDGS INC COM 89151A107 290 92800 SH DEFINED 01 02 03 92800
TOTAL FINA S A SPONSORED ADR 89151E109 1823 24757 SH DEFINED 01 02 03 24757
TOWER AUTOMOTIVE INC COM 891707101 175 10700 SH DEFINED 01 02 03 10700
TRACK DATA CORP COM 891918104 78 10600 SH DEFINED 01 02 03 10600
TOWN & CTRY TR SH BEN INT 892081100 121 7200 SH DEFINED 01 02 03 7200
TOYS R US INC COM 892335100 1617 109150 SH DEFINED 01 02 03 109150
TRAMMELL CROW CO COM 89288R106 71 6400 SH DEFINED 01 02 03 6400
TRANS WORLD AIRLS INC COM PAR$.01NE 893349837 39 16800 SH DEFINED 01 02 03 16800
TRANS WORLD ENTMT CORP COM 89336Q100 110 11009 SH DEFINED 01 02 03 11009
TRANSACTION SYS ARCHITECTS CL A 893416107 1314 45511 SH DEFINED 01 02 03 45511
TRANSKARYOTIC THERAPIES INC COM 893735100 234 4200 SH DEFINED 01 02 03 4200
TRANSMONTAIGNE INC COM 893934109 48 7000 SH DEFINED 01 02 03 7000
TRAVELOCITY COM INC COM 893953109 135 4600 SH DEFINED 01 02 03 4600
TRANSWITCH CORP COM 894065101 4619 48049 SH DEFINED 01 02 03 48049
TREDEGAR CORP COM 894650100 206 7630 SH DEFINED 01 02 03 7630
TRENDWEST RESORTS INC COM 894917103 52 2200 SH DEFINED 01 02 03 2200
TRENWICK GROUP INC COM 895290104 52 3650 SH DEFINED 01 02 03 3650
TREX MED CORP COM 89531R101 25 8300 SH DEFINED 01 02 03 8300
TRIAD HOSPITALS INC COM 89579K109 65 3900 SH DEFINED 01 02 03 3900
TRIANGLE PHARMACEUTICALS INC COM 89589H104 194 12300 SH DEFINED 01 02 03 12300
TRIAD GTY INC COM 895925105 55 2700 SH DEFINED 01 02 03 2700
TRIARC COS INC CL A 895927101 103 5150 SH DEFINED 01 02 03 5150
TRICON GLOBAL RESTAURANTS COM 895953107 3058 98450 SH DEFINED 01 02 03 98450
TRIBUNE CO NEW COM 896047107 4117 112600 SH DEFINED 01 02 03 112600
</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 1441 40300 SH DEFINED 01 02 03 40300
TRIMBLE NAVIGATION LTD COM 896239100 161 6237 SH DEFINED 01 02 03 6237
TRINITY INDS INC COM 896522109 1182 49900 SH DEFINED 01 02 03 49900
TRIQUINT SEMICONDUCTOR INC COM 89674K103 3175 43200 SH DEFINED 01 02 03 43200
TRIUMPH GROUP INC NEW COM 896818101 146 5000 SH DEFINED 01 02 03 5000
TROPICAL SPORTSWEAR INTL CORP COM 89708P102 31 2500 SH DEFINED 01 02 03 2500
TRUE NORTH COMMUNICATIONS INC COM 897844106 362 9200 SH DEFINED 01 02 03 9200
TRUST CO NJ JERSEY CITY NEW COM 898304100 112 5805 SH DEFINED 01 02 03 5805
TRUSTCO BK CORP N Y COM 898349105 200 17080 SH DEFINED 01 02 03 17080
TUBOSCOPE INC COM 898600101 179 10500 SH DEFINED 01 02 03 10500
TUESDAY MORNING CORP COM NEW 899035505 1 100 SH DEFINED 01 02 03 100
TUPPERWARE CORP COM 899896104 1078 68200 SH DEFINED 01 02 03 68200
TURNSTONE SYSTEMS INC COM 900423104 230 2000 SH DEFINED 01 02 03 2000
TUT SYSTEMS COM 901103101 125 2100 SH DEFINED 01 02 03 2100
TWEETER HOME ENTMT GROUP INC COM 901167106 13 300 SH DEFINED 01 02 03 300
24 / 7 MEDIA INC COM 901314104 95 2400 SH DEFINED 01 02 03 2400
TWINLAB CORP COM 901774109 73 10200 SH DEFINED 01 02 03 10200
TYCO INTL LTD NEW COM 902124106 61655 1236200 SH DEFINED 01 02 03 1236200
TYLER TECHNOLOGIES INC COM 902252105 2 300 SH DEFINED 01 02 03 300
TYSON FOODS INC CL A 902494103 2373 213300 SH DEFINED 01 02 03 213300
UAL CORP COM PAR $0.01 902549500 838 14000 SH DEFINED 01 02 03 14000
UCAR INTL INC COM 90262K109 1215 92100 SH DEFINED 01 02 03 92100
UGI CORP NEW COM 902681105 184 8505 SH DEFINED 01 02 03 8505
UICI COM 902737105 67 10100 SH DEFINED 01 02 03 10100
UMB FINL CORP COM 902788108 165 4501 SH DEFINED 01 02 03 4501
USX MARATHON GROUP COM NEW 902905827 4178 160300 SH DEFINED 01 02 03 160300
U S B HLDG INC COM 902910108 96 6420 SH DEFINED 01 02 03 6420
UST INC COM 902911106 1211 77500 SH DEFINED 01 02 03 77500
U S PLASTIC LMBR CORP COM 902948108 2 200 SH DEFINED 01 02 03 200
U S FRANCHISE SYS INC CL A NEW 902956309 1 100 SH DEFINED 01 02 03 100
U S RESTAURANT PPTYS INC COM 902971100 46 3500 SH DEFINED 01 02 03 3500
US BANCORP DEL COM 902973106 7840 358386 SH DEFINED 01 02 03 358386
U S LIQUIDS INC COM 902974104 2 300 SH DEFINED 01 02 03 300
URS CORP NEW COM 903236107 4 300 SH DEFINED 01 02 03 300
U S CAN CORP COM 90328W105 2 100 SH DEFINED 01 02 03 100
U S G CORP COM NEW 903293405 1946 46400 SH DEFINED 01 02 03 46400
U S FOODSERVICE COM 90331R101 2469 95900 SH DEFINED 01 02 03 95900
US LEC CORP CL A 90331S109 83 2100 SH DEFINED 01 02 03 2100
USEC INC COM 90333E108 117 25400 SH DEFINED 01 02 03 25400
USX-U S STL COM 90337T101 3570 142800 SH DEFINED 01 02 03 142800
UTI ENERGY CORP COM 903387108 140 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>
U S XPRESS ENTERPRISES INC CL A 90338N103 2 200 SH DEFINED 01 02 03 200
US ONCOLOGY INC COM 90338W103 63 14082 SH DEFINED 01 02 03 14082
ULTRAMAR DIAMOND SHAMROCK CORPCOM 904000106 2057 81060 SH DEFINED 01 02 03 81060
ULTRATECH STEPPER INC COM 904034105 82 5738 SH DEFINED 01 02 03 5738
UNICAPITAL CORP NEW COM 90459D108 44 18500 SH DEFINED 01 02 03 18500
UNIFI INC COM 904677101 616 68958 SH DEFINED 01 02 03 68958
UNIFIRST CORP MASS COM 904708104 35 3100 SH DEFINED 01 02 03 3100
UNILEVER N V N Y SHS NEW 904784709 14936 310364 SH DEFINED 01 02 03 310364
UNILEVER N V N Y SHS NEW 904784709 705 14642 SH DEFINED 01 02 03 14642
UNICOM CORP COM 904911104 3916 107300 SH DEFINED 01 02 03 107300
UNIGRAPHICS SOLUTIONS INC CL A 904928108 71 2400 SH DEFINED 01 02 03 2400
UNION CARBIDE CORP COM 905581104 3540 60700 SH DEFINED 01 02 03 60700
UNION PAC CORP COM 907818108 6035 154250 SH DEFINED 01 02 03 154250
UNION PAC RES GROUP INC COM 907834105 3832 264300 SH DEFINED 01 02 03 264300
UNION PLANTERS CORP COM 908068109 1972 64000 SH DEFINED 01 02 03 64000
UNIONBANCAL CORP COM 908906100 168 6100 SH DEFINED 01 02 03 6100
UNISOURCE ENERGY CORP COM 909205106 130 8820 SH DEFINED 01 02 03 8820
UNISYS CORP COM 909214108 4028 157950 SH DEFINED 01 02 03 157950
UNITED ASSET MGMT CORP COM 909420101 1156 66800 SH DEFINED 01 02 03 66800
UNITED AUTO GROUP INC COM 909440109 40 4538 SH DEFINED 01 02 03 4538
UNITED CMNTY FINL CORP OHIO COM 909839102 39 5600 SH DEFINED 01 02 03 5600
UNITED BANKSHARES INC WEST VA COM 909907107 240 10900 SH DEFINED 01 02 03 10900
UNITED DOMINION REALTY TR INC COM 910197102 363 36100 SH DEFINED 01 02 03 36100
UNITED FIRE & CAS CO COM 910331107 39 2049 SH DEFINED 01 02 03 2049
UNITED HEALTHCARE CORP COM 910581107 5453 91450 SH DEFINED 01 02 03 91450
UNITED ILLUM CO COM 910637107 149 3800 SH DEFINED 01 02 03 3800
UNITED NATL BANCORP N J COM 910909100 7 322 SH DEFINED 01 02 03 322
UNITED NAT FOODS INC COM 911163103 63 4200 SH DEFINED 01 02 03 4200
UNITED RETAIL GROUP INC COM 911380103 3 300 SH DEFINED 01 02 03 300
US AIRWAYS GROUP INC COM 911905107 901 32400 SH DEFINED 01 02 03 32400
U S HOME CORP NEW COM 911920106 143 3770 SH DEFINED 01 02 03 3770
U S OFFICE PRODS CO COM NEW 912325305 39 15600 SH DEFINED 01 02 03 15600
U S WEST INC NEW COM 91273H101 19002 261650 SH DEFINED 01 02 03 261650
UNITED STATIONERS INC COM 913004107 303 8500 SH DEFINED 01 02 03 8500
UNITED TECHNOLOGIES CORP COM 913017109 23695 375000 SH DEFINED 01 02 03 375000
UNITED TELEVISION INC COM 913066106 172 1300 SH DEFINED 01 02 03 1300
UNITED WTR RES INC COM 913190104 257 7400 SH DEFINED 01 02 03 7400
UNITRIN INC COM 913275103 2655 66800 SH DEFINED 01 02 03 66800
UNIVERSAL CORP VA COM 913456109 559 37100 SH DEFINED 01 02 03 37100
UNIVERSAL FOODS CORP COM 913538104 1270 59403 SH DEFINED 01 02 03 59403
UNIVERSAL FST PRODS INC COM 913543104 50 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>
UNIVISION COMMUNICATIONS INC CL A 914906102 11176 98900 SH DEFINED 01 02 03 98900
UNOCAL CORP COM 915289102 12873 432700 SH DEFINED 01 02 03 432700
UNOVA INC COM 91529B106 138 10200 SH DEFINED 01 02 03 10200
UNUMPROVIDENT CORP COM 91529Y106 1854 109050 SH DEFINED 01 02 03 109050
USFREIGHTWAYS CORP COM 916906100 311 8300 SH DEFINED 01 02 03 8300
URBAN OUTFITTERS INC COM 917047102 38 2600 SH DEFINED 01 02 03 2600
URBAN SHOPPING CTRS INC COM 917060105 110 3800 SH DEFINED 01 02 03 3800
USBANCORP INC PA COM 917292104 44 3900 SH DEFINED 01 02 03 3900
USINTERNETWORKING INC COM 917311805 10771 277950 SH DEFINED 01 02 03 277950
UTILICORP UTD INC COM 918005109 1565 86664 SH DEFINED 01 02 03 86664
UTSTARCOM INC COM 918076100 80 1025 SH DEFINED 01 02 03 1025
VA LINUX SYSTEMS INC COM 91819B105 130 2150 SH DEFINED 01 02 03 2150
V F CORP COM 918204108 2032 84450 SH DEFINED 01 02 03 84450
VAIL RESORTS INC COM 91879Q109 115 7144 SH DEFINED 01 02 03 7144
VALASSIS COMMUNICATIONS INC COM 918866104 1766 53000 SH DEFINED 01 02 03 53000
VALHI INC NEW COM 918905100 115 10250 SH DEFINED 01 02 03 10250
VALENCE TECHNOLOGY INC COM 918914102 196 8300 SH DEFINED 01 02 03 8300
VALERO ENERGY CORP NEW COM 91913Y100 1953 63782 SH DEFINED 01 02 03 63782
VALLEY NATL BANCORP COM 919794107 204 7575 SH DEFINED 01 02 03 7575
VALMONT INDS INC COM 920253101 100 5812 SH DEFINED 01 02 03 5812
VALSPAR CORP COM 920355104 117 3050 SH DEFINED 01 02 03 3050
VALUE CITY DEPT STORES INC COM 920387107 54 3900 SH DEFINED 01 02 03 3900
VALUE AMER INC COM 92038N102 0 100 SH DEFINED 01 02 03 100
VALUE LINE INC COM 920437100 78 2100 SH DEFINED 01 02 03 2100
VALUEVISION INTL INC CL A 92047K107 269 6500 SH DEFINED 01 02 03 6500
VANS INC COM 921930103 85 5250 SH DEFINED 01 02 03 5250
VARCO INTL INC COM 922126107 1120 88744 SH DEFINED 01 02 03 88744
VARIAN INC COM 922206107 192 5000 SH DEFINED 01 02 03 5000
VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 388 6100 SH DEFINED 01 02 03 6100
VARIAN MED SYS INC COM 92220P105 392 8600 SH DEFINED 01 02 03 8600
VASTAR RES INC COM 922380100 3827 51500 SH DEFINED 01 02 03 51500
VEECO INSTRS INC DEL COM 922417100 178 2400 SH DEFINED 01 02 03 2400
VENTAS INC COM 92276F100 48 14500 SH DEFINED 01 02 03 14500
VENTANA MED SYS INC COM 92276H106 151 3500 SH DEFINED 01 02 03 3500
VENTRO CORP COM 922815105 51 900 SH DEFINED 01 02 03 900
VENATOR GROUP INC COM 922944103 1113 124500 SH DEFINED 01 02 03 124500
VERIO INC COM 923433106 658 14600 SH DEFINED 01 02 03 14600
VERITAS SOFTWARE CO COM 923436109 85461 652375 SH DEFINED 01 02 03 652375
VERITY INC COM 92343C106 253 6200 SH DEFINED 01 02 03 6200
VERISIGN INC COM 92343E102 13365 89400 SH DEFINED 01 02 03 89400
</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>
VERITAS DGC INC COM 92343P107 180 6400 SH DEFINED 01 02 03 6400
VERTEX PHARMACEUTICALS INC COM 92532F100 756 16150 SH DEFINED 01 02 03 16150
VERTICALNET INC COM 92532L107 1204 8850 SH DEFINED 01 02 03 8850
VETERINARY CTRS AMER INC COM 925514101 78 5639 SH DEFINED 01 02 03 5639
VIACOM INC CL B 925524308 19430 368350 SH DEFINED 01 02 03 368350
VIATEL INC COM 925529208 225 4480 SH DEFINED 01 02 03 4480
VIAD CORP COM 92552R109 2022 88400 SH DEFINED 01 02 03 88400
VICAL INC COM 925602104 441 13150 SH DEFINED 01 02 03 13150
VICINITY CORP COM 925653107 38 1100 SH DEFINED 01 02 03 1100
VICOR CORP COM 925815102 125 6920 SH DEFINED 01 02 03 6920
VIA NET WRKS INC COM 925912107 114 4300 SH DEFINED 01 02 03 4300
VIGNETTE CORP COM 926734104 32 200 SH DEFINED 01 02 03 200
VINTAGE PETE INC COM 927460105 223 11100 SH DEFINED 01 02 03 11100
VISHAY INTERTECHNOLOGY INC COM 928298108 5050 90782 SH DEFINED 01 02 03 90782
VISUAL NETWORKS INC COM 928444108 289 5100 SH DEFINED 01 02 03 5100
VISX INC DEL COM 92844S105 1095 60000 SH DEFINED 01 02 03 60000
VITAL SIGNS INC COM 928469105 38 1642 SH DEFINED 01 02 03 1642
VITESSE SEMICONDUCTOR CORP COM 928497106 14274 148300 SH DEFINED 01 02 03 148300
VLASIC FOODS INTL INC COM 928559103 19 7900 SH DEFINED 01 02 03 7900
VODAFONE AIRTOUCH PLC SPONSORED ADR 92857T107 120826 2174601 SH DEFINED 01 02 03 2174601
VODAFONE AIRTOUCH PLC SPONSORED ADR 92857T107 3389 61000 SH DEFINED 01 02 03 61000
VOICESTREAM WIRELESS CORP COM 928615103 757 5873 SH DEFINED 01 02 03 5873
VOLT INFORMATION SCIENCES INC COM 928703107 101 2800 SH DEFINED 01 02 03 2800
VULCAN MATLS CO COM 929160109 2785 60800 SH DEFINED 01 02 03 60800
WD-40 CO COM 929236107 124 5900 SH DEFINED 01 02 03 5900
WFS FINL INC COM 92923B106 55 2827 SH DEFINED 01 02 03 2827
W HLDG CO INC COM 929251106 105 10900 SH DEFINED 01 02 03 10900
WICOR INC COM 929253102 310 10000 SH DEFINED 01 02 03 10000
WMS INDS INC COM 929297109 80 8148 SH DEFINED 01 02 03 8148
WPS RESOURCES CORP COM 92931B106 184 7100 SH DEFINED 01 02 03 7100
WABASH NATL CORP COM 929566107 165 11838 SH DEFINED 01 02 03 11838
WACHOVIA CORP COM 929771103 7467 110513 SH DEFINED 01 02 03 110513
WACKENHUT CORP COM SER A 929794105 52 3700 SH DEFINED 01 02 03 3700
WACKENHUT CORRECTIONS CORP COM 929798106 27 2800 SH DEFINED 01 02 03 2800
WADDELL & REED FINL INC CL A 930059100 0 1 SH DEFINED 01 02 03 1
WADDELL & REED FINL INC CL B 930059209 0 0 SH DEFINED 01 02 03 0
WAL MART STORES INC COM 931142103 157445 2836850 SH DEFINED 01 02 03 2836850
WALGREEN CO COM 931422109 13368 519150 SH DEFINED 01 02 03 519150
WALLACE COMPUTER SERVICES INC COM 932270101 585 49556 SH DEFINED 01 02 03 49556
WALTER INDS INC COM 93317Q105 88 11400 SH DEFINED 01 02 03 11400
WARNACO GROUP INC CL A 934390105 614 52000 SH DEFINED 01 02 03 52000
</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>
WARNER LAMBERT CO COM 934488107 47765 489900 SH DEFINED 01 02 03 489900
WASHINGTON FED INC COM 938824109 356 18700 SH DEFINED 01 02 03 18700
WASHINGTON GAS LT CO COM 938837101 1518 55848 SH DEFINED 01 02 03 55848
WASHINGTON MUT INC COM 939322103 7901 298158 SH DEFINED 01 02 03 298158
WASHINGTON POST CO CL B 939640108 4773 8822 SH DEFINED 01 02 03 8822
WASHINGTON REAL ESTATE INVT TRSH BEN INT 939653101 132 8800 SH DEFINED 01 02 03 8800
WASTE CONNECTIONS INC COM 941053100 18 1501 SH DEFINED 01 02 03 1501
WASTE MGMT INC DEL COM 94106L109 3850 281300 SH DEFINED 01 02 03 281300
WATERS CORP COM 941848103 5867 61600 SH DEFINED 01 02 03 61600
WATSCO INC COM 942622200 64 6111 SH DEFINED 01 02 03 6111
WATSON PHARMACEUTICALS INC COM 942683103 1726 43500 SH DEFINED 01 02 03 43500
WATTS INDS INC CL A 942749102 73 5908 SH DEFINED 01 02 03 5908
WAUSAU-MOSINEE PAPER CORP COM 943315101 793 61288 SH DEFINED 01 02 03 61288
WAVE SYSTEMS CORP CL A 943526103 407 10200 SH DEFINED 01 02 03 10200
WAVO CORP COM 944027101 0 100 SH DEFINED 01 02 03 100
WEATHERFORD INTL INC COM 947074100 6006 101900 SH DEFINED 01 02 03 101900
WEBB DEL CORP COM 947423109 84 5700 SH DEFINED 01 02 03 5700
WEBMETHODS INC COM 94768C108 205 850 SH DEFINED 01 02 03 850
WEBLINK WIRELESS INC CL A 94769A101 174 13037 SH DEFINED 01 02 03 13037
WEBSTER FINL CORP CONN COM 947890109 1194 51900 SH DEFINED 01 02 03 51900
WEBTRENDS CORP COM 94844D104 10418 144700 SH DEFINED 01 02 03 144700
WEINGARTEN RLTY INVS SH BEN INT 948741103 261 7100 SH DEFINED 01 02 03 7100
WELLMAN INC COM 949702104 1424 71887 SH DEFINED 01 02 03 71887
WELLPOINT HEALTH NETWORK NEW COM 94973H108 2872 41100 SH DEFINED 01 02 03 41100
WELLS FARGO & CO NEW COM 949746101 37568 917700 SH DEFINED 01 02 03 917700
WELLSFORD REAL PPTYS INC COM 950240101 50 5800 SH DEFINED 01 02 03 5800
WENDYS INTL INC COM 950590109 1094 54200 SH DEFINED 01 02 03 54200
WERNER ENTERPRISES INC COM 950755108 264 15537 SH DEFINED 01 02 03 15537
WESBANCO INC COM 950810101 112 5779 SH DEFINED 01 02 03 5779
WESCO INTL INC COM 95082P105 38 4900 SH DEFINED 01 02 03 4900
WESLEY JESSEN VISIONCARE INC COM 951018100 151 4200 SH DEFINED 01 02 03 4200
WEST COAST BANCORP ORE NEW COM 952145100 78 7941 SH DEFINED 01 02 03 7941
WEST MARINE INC COM 954235107 48 4800 SH DEFINED 01 02 03 4800
WEST PHARMACEUTICAL SVSC INC COM 955306105 95 3763 SH DEFINED 01 02 03 3763
WEST TELESERVICES CORP COM 956188106 157 6100 SH DEFINED 01 02 03 6100
WESTAMERICA BANCORPORATION COM 957090103 971 35000 SH DEFINED 01 02 03 35000
WESTELL TECHNOLOGIES INC CL A 957541105 236 7410 SH DEFINED 01 02 03 7410
WESTCORP INC COM 957907108 99 7094 SH DEFINED 01 02 03 7094
WESTERN DIGITAL CORP COM 958102105 149 20000 SH DEFINED 01 02 03 20000
WESTERN GAS RES INC COM 958259103 102 6400 SH DEFINED 01 02 03 6400
WESTERN PPTYS TR SH BEN INT 959261108 48 4711 SH DEFINED 01 02 03 4711
</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 64 4700 SH DEFINED 01 02 03 4700
WESTINGHOUSE AIR BRAKE CO NEW COM 960386100 109 10285 SH DEFINED 01 02 03 10285
WESTPAC BKG CORP SPONSORED ADR 961214301 428 13300 SH DEFINED 01 02 03 13300
WESTPOINT STEVENS INC COM 961238102 946 49800 SH DEFINED 01 02 03 49800
WESTVACO CORP COM 961548104 1519 45500 SH DEFINED 01 02 03 45500
WESTWOOD ONE INC COM 961815107 4136 114100 SH DEFINED 01 02 03 114100
WET SEAL INC CL A 961840105 63 4000 SH DEFINED 01 02 03 4000
WEYERHAEUSER CO COM 962166104 15840 277900 SH DEFINED 01 02 03 277900
WHIRLPOOL CORP COM 963320106 2368 40400 SH DEFINED 01 02 03 40400
WHITEHALL JEWELLERS INC COM 965063100 2 100 SH DEFINED 01 02 03 100
WHITMAN CORP NEW COM 96647R107 1852 132900 SH DEFINED 01 02 03 132900
WHITNEY HLDG CORP COM 966612103 207 6345 SH DEFINED 01 02 03 6345
WHOLE FOODS MKT INC COM 966837106 236 5700 SH DEFINED 01 02 03 5700
WILD OATS MARKETS INC COM 96808B107 86 4200 SH DEFINED 01 02 03 4200
WILLAMETTE INDS INC COM 969133107 2430 60550 SH DEFINED 01 02 03 60550
WILLIAMS COMMUNICATIONS GROUP CL A 969455104 141 2725 SH DEFINED 01 02 03 2725
WILLIAMS COS INC DEL COM 969457100 9398 213900 SH DEFINED 01 02 03 213900
WILLIAMS SONOMA INC COM 969904101 1711 55200 SH DEFINED 01 02 03 55200
WILMINGTON TRUST CORP COM 971807102 1476 30356 SH DEFINED 01 02 03 30356
WIND RIVER SYSTEMS INC COM 973149107 540 14899 SH DEFINED 01 02 03 14899
WINDMERE-DURABLE HLDGS INC COM 973411101 102 6946 SH DEFINED 01 02 03 6946
WINN DIXIE STORES INC COM 974280109 1291 66400 SH DEFINED 01 02 03 66400
WINNEBAGO INDS INC COM 974637100 107 5900 SH DEFINED 01 02 03 5900
WINSTAR COMMUNICATIONS INC COM 975515107 78 1300 SH DEFINED 01 02 03 1300
WIRELESS FACILITIES INC COM 97653A103 368 3500 SH DEFINED 01 02 03 3500
WISCONSIN CENT TRANSN CORP COM 976592105 747 61000 SH DEFINED 01 02 03 61000
WISCONSIN ENERGY CORP COM 976657106 2195 110104 SH DEFINED 01 02 03 110104
WITNESS SYS INC COM 977424100 121 3975 SH DEFINED 01 02 03 3975
WOLVERINE TUBE INC COM 978093102 65 5100 SH DEFINED 01 02 03 5100
WOLVERINE WORLD WIDE INC COM 978097103 124 11300 SH DEFINED 01 02 03 11300
WOODWARD GOVERNOR CO COM 980745103 58 2500 SH DEFINED 01 02 03 2500
WORLD ACCESS INC COM 98141A101 176 9200 SH DEFINED 01 02 03 9200
WORLDGATE COMMUNICATIONS INC COM 98156L307 57 1900 SH DEFINED 01 02 03 1900
WORTHINGTON INDS INC COM 981811102 913 73800 SH DEFINED 01 02 03 73800
WORLDPAGES COM INC COM 981922107 51 5300 SH DEFINED 01 02 03 5300
WRIGLEY WM JR CO COM 982526105 4928 64150 SH DEFINED 01 02 03 64150
WYNDHAM INTL INC CL A 983101106 82 43700 SH DEFINED 01 02 03 43700
WYNNS INTL INC COM 983195108 78 5668 SH DEFINED 01 02 03 5668
XCEED INC COM 98388N105 103 4300 SH DEFINED 01 02 03 4300
XILINX INC COM 983919101 157137 1897500 SH DEFINED 01 02 03 1897500
</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>
XIRCOM INC COM 983922105 20052 541950 SH DEFINED 01 02 03 541950
XEROX CORP COM 984121103 8372 322000 SH DEFINED 01 02 03 322000
XTRA CORP COM 984138107 133 3500 SH DEFINED 01 02 03 3500
XPEDIOR INC COM 98413B100 214 9500 SH DEFINED 01 02 03 9500
YAHOO INC COM 984332106 94196 549650 SH DEFINED 01 02 03 549650
YELLOW CORP COM 985509108 131 7100 SH DEFINED 01 02 03 7100
YORK INTL CORP NEW COM 986670107 849 36300 SH DEFINED 01 02 03 36300
YOUNG & RUBICAM INC COM 987425105 1481 31500 SH DEFINED 01 02 03 31500
YOUNG BROADCASTING INC CL A 987434107 46 2400 SH DEFINED 01 02 03 2400
YOUTHSTREAM MEDIA NETWORKS INCCOM 987819109 56 4300 SH DEFINED 01 02 03 4300
ZALE CORP NEW COM 988858106 170 3600 SH DEFINED 01 02 03 3600
ZAPATA CORP COM NEW 989070503 36 7600 SH DEFINED 01 02 03 7600
ZEBRA TECHNOLOGIES CORP CL A 989207105 305 6100 SH DEFINED 01 02 03 6100
ZENITH NATL INS CORP COM 989390109 60 2700 SH DEFINED 01 02 03 2700
ZIFF-DAVIS INC COM ZD 989511100 81 5200 SH DEFINED 01 02 03 5200
ZIFF-DAVIS INC COM ZDNET 989511209 2 100 SH DEFINED 01 02 03 100
ZIONS BANCORPORATION COM 989701107 3330 80000 SH DEFINED 01 02 03 80000
ZIXIT CORP COM 98974P100 248 3400 SH DEFINED 01 02 03 3400
ZOMAX INC MINN COM 989929104 42 700 SH DEFINED 01 02 03 700
ACE LTD ORD G0070K103 543 23730 SH DEFINED 01 02 03 23730
AMDOCS LTD ORD G02602103 663 9004 SH DEFINED 01 02 03 9004
CORECOMM LTD ORD G2422R109 189 4300 SH DEFINED 01 02 03 4300
EVEREST RE GROUP LTD COM G3223R108 1432 43900 SH DEFINED 01 02 03 43900
FLAG TELECOM HOLDINGS LTD ORD G3529L102 89 3925 SH DEFINED 01 02 03 3925
GEMSTAR INTL GROUP LTD ORD G3788V106 287 3332 SH DEFINED 01 02 03 3332
GLOBAL CROSSING LTD COM G3921A100 23195 566605 SH DEFINED 01 02 03 566605
INTERWAVE COMMUNCTNS INTL LTD ORD G4911N102 27 900 SH DEFINED 01 02 03 900
OPENTV CORP CL A G67543101 207 1750 SH DEFINED 01 02 03 1750
PXRE GROUP LTD COM G73018106 78 4578 SH DEFINED 01 02 03 4578
RENAISSANCE RE HLDGS LTD COM G7496G103 188 4600 SH DEFINED 01 02 03 4600
HILFIGER TOMMY CORP ORD G8915Z102 44 3000 SH DEFINED 01 02 03 3000
TRANSOCEAN SEDCO FOREX INC ORD G90078109 9989 194676 SH DEFINED 01 02 03 194676
WHITE MTNS INS GROUP LTD COM G9618E107 141 1050 SH DEFINED 01 02 03 1050
XL CAP LTD CL A G98255105 543 9800 SH DEFINED 01 02 03 9800
MILLICOM INTL CELLULAR S A ORD L6388F102 159 2794 SH DEFINED 01 02 03 2794
M SYS FLASH DISK PIONEERS LTD ORD M7061C100 273 5150 SH DEFINED 01 02 03 5150
ARCADIS N V ORD N0605M105 4 560 SH DEFINED 01 02 03 560
ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 30217 270400 SH DEFINED 01 02 03 270400
BAAN CO NV COM N08044104 17 2918 SH DEFINED 01 02 03 2918
METRON TECHNOLOGY N V ORD N5665B105 149 7100 SH DEFINED 01 02 03 7100
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 48 1700 SH DEFINED 01 02 03 1700
GRAND TOTAL 13,293,187
</TABLE>
