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Previous: PHILIP MORRIS COMPANIES INC, 10-Q, 1999-08-13 |
Next: INSTEEL INDUSTRIES INC, 10-Q, 1999-08-13 |
REPORT FOR THE CALENDAR YEAR
or Quarter Ended:
June 30, 1999
If amended report check here: ___
Name of Institutional Investment Manager: GEEWAX, TERKER & COMPANY
Business Address: 99 Starr Street
City: Phoenixville State: PA Zip: 19460
Name, Phone No., and Title of Person Duly Authorized to Submit This Report:
John J. Geewax, General Partner
(610) 935-3000
ATTENTION: Intentional misstatements or omissions of facts constitute Federal
Criminal Violations. See 18 U.S.C. 1001 and 15 U.S.C. 78ff(a).
The institutional investment manager submitting this Form and its
attachments and the person by whom it is signed represent hereby that all
information contained therein is true, correct and complete. It is understood
that all required items, statements and schedules are considered integral parts
of this Form and that the submission of any amendment represents that all
unamended items, statements and schedules remain true, correct and complete as
previously submitted.
Pursuant to the requirements of Securities Exchange Act of 1934, the
undersigned institutional investment manager has caused this report to be signed
on its behalf in the City of Phoenixville and State of Pennsylvania on the 12th
of August, 1999.
GEEWAX, TERKER & COMPANY (Name of Institutional Investment Manager)
Name and 13F file numbers of all Institutional Investment Managers with respect
to which this schedule is filed (other than the one filing this report)
(list in alphabetical order).
Geewax, Terker & Company: File No. 16965
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: 0
Form 13F Information Table Entry Total: 1145
Form 13F Information Table Value Total: $5,627,021
List of Other Included Managers:
<PAGE>
<TABLE> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FORM 13F INFORMATION TABLE
NAME OF ISSUER TITLE CUSIP VALUE SHARES / SH / PUT / INVSTMT OTHER VOTING AUTHORITY
OF CLASS (x $1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- --------------------- ------- ----------- -------------------------- ------ ----------------- ------- ------- ------
1ST SOURCE COR COMMON 336901103 608 19000 SH SOLE 19000
3DFX INTERACTI COMMON 88553X103 700 44800 SH SOLE 44800
99 CENTS ONLY COMMON 65440K106 75 1500 SH SOLE 1500
AAR CORP COMMON 000361105 395 17400 SH SOLE 17400
ABACUS DIRECT COMMON 002553105 8098 88500 SH SOLE 88500
ABBOTT LABS COMMON 002824100 56023 1234670 SH SOLE ######
ABERCROMBIE & COMMON 002896207 16964 353408 SH SOLE 353408
ABM INDS INC COMMON 000957100 1544 50300 SH SOLE 50300
ACCLAIM ENTMT COMMON 004325205 1181 185226 SH SOLE 185226
ACKERLEY INC COMMON 004527107 849 46700 SH SOLE 46700
ACNIELSEN CORP COMMON 004833109 64 2120 SH SOLE 2120
ACTION PERFORM COMMON 004933107 1139 34500 SH SOLE 34500
ACUSON CORP COMMON 005113105 815 47399 SH SOLE 47399
ACXIOM CORP COMMON 005125109 7351 294780 SH SOLE 294780
ADAPTEC INC COMMON 00651F108 157 4450 SH SOLE 4450
ADC TELECOMMUN COMMON 000886101 12432 272850 SH SOLE 272850
ADELPHIA COMMU COMMON 006848105 2545 40000 SH SOLE 40000
ADOBE SYS INC COMMON 00724F101 81 980 SH SOLE 980
ADTRAN INC COMMON 00738A106 2294 63076 SH SOLE 63076
ADVANCE PARADI COMMON 007491103 1171 19200 SH SOLE 19200
ADVANCED RADIO COMMON 00754U101 687 47800 SH SOLE 47800
ADVANTA CORP COMMON 007942105 193 10700 SH SOLE 10700
ADVANTAGE LEAR COMMON 00757K100 1664 75200 SH SOLE 75200
ADVENT SOFTWAR COMMON 007974108 7357 109800 SH SOLE 109800
ADVO SYSTEM IN COMMON 007585102 616 29700 SH SOLE 29700
AETNA INC COMMON 008117103 429 4800 SH SOLE 4800
AFC CABLE SYS COMMON 000950105 272 7700 SH SOLE 7700
AFFILIATED COM COMMON 008190100 6810 134520 SH SOLE 134520
AFFILIATED MAN COMMON 008252108 1277 42300 SH SOLE 42300
AFLAC INC COMMON 001055102 8793 183670 SH SOLE 183670
AGL RES INC COMMON 001204106 401 21749 SH SOLE 21749
AGRIBRANDS INT COMMON 00849R105 223 5627 SH SOLE 5627
AHL SVCS INC COMMON 001296102 2467 98938 SH SOLE 98938
AIR EXPRESS IN COMMON 009104100 2185 86096 SH SOLE 86096
AIRGAS INC COMMON 009363102 221 18000 SH SOLE 18000
AIRTRAN HLDGS COMMON 00949P108 275 47800 SH SOLE 47800
AK STEEL HOLDI COMMON 001547108 907 40300 SH SOLE 40300
ALABAMA NATL B COMMON 010317105 53 2100 SH SOLE 2100
ALBEMARLE CORP COMMON 012653101 548 23689 SH SOLE 23689
ALBERTO CULVER COMMON 013068101 42 1580 SH SOLE 1580
ALBERTSONS INC COMMON 013104104 325 6310 SH SOLE 6310
ALCOA INC COMMON 013817101 463 7480 SH SOLE 7480
ALEXANDER & BA COMMON 014482103 441 19800 SH SOLE 19800
ALEXANDRIA REA REIT 015271109 394 12600 SH SOLE 12600
ALIANT COMMUNI COMMON 016090102 3085 66800 SH SOLE 66800
ALLEGHENY ENER COMMON 017361106 134 4180 SH SOLE 4180
ALLEGHENY TELE COMMON 017415100 116 5140 SH SOLE 5140
ALLIANCE CAP M LPTR 018548107 105 3250 SH SOLE 3250
ALLIANT TECHSY COMMON 018804104 1341 15503 SH SOLE 15503
ALLIED SIGNAL COMMON 019512102 465 7380 SH SOLE 7380
ALLMERICA FINL COMMON 019754100 124 2040 SH SOLE 2040
ALLSTATE CORP COMMON 020002101 784 21840 SH SOLE 21840
ALLTEL CORP COMMON 020039103 25459 356070 SH SOLE 356070
ALPHARMA INC COMMON 020813101 6402 180023 SH SOLE 180023
AMAZON COM INC COMMON 023135106 20825 166430 SH SOLE 166430
AMBAC INC COMMON 023139108 185 3230 SH SOLE 3230
AMCOL INTL COR COMMON 02341W103 252 17500 SH SOLE 17500
AMCORE FINL IN COMMON 023912108 416 18031 SH SOLE 18031
AMEREN CORP COMMON 023608102 177 4610 SH SOLE 4610
AMERICA ONLINE COMMON 02364J104 178637 1623970 SH SOLE ######
AMERICAN ANNUI COMMON 023840101 906 37359 SH SOLE 37359
AMERICAN EAGLE COMMON 02553E106 209 4600 SH SOLE 4600
AMERICAN ELEC COMMON 025537101 193 5150 SH SOLE 5150
AMERICAN EXPRE COMMON 025816109 3090 23750 SH SOLE 23750
AMERICAN FREIG COMMON 02629V108 528 27000 SH SOLE 27000
AMERICAN GENER COMMON 026351106 387 5130 SH SOLE 5130
AMERICAN HOME COMMON 026609107 308 5360 SH SOLE 5360
AMERICAN INTL COMMON 026874107 48425 413010 SH SOLE 413010
AMERICAN MGMT COMMON 027352103 5072 158200 SH SOLE 158200
AMERICAN POWER COMMON 029066107 9182 456260 SH SOLE 456260
AMERICAN RETIR COMMON 028913101 983 78600 SH SOLE 78600
AMERICAN WTR W COMMON 030411102 79 2570 SH SOLE 2570
AMERICREDIT CO COMMON 03060R101 2794 174600 SH SOLE 174600
AMERISOURCE HE COMMON 03071P102 7727 303000 SH SOLE 303000
AMERITECH CORP COMMON 030954101 16548 225145 SH SOLE 225145
AMETEK INC NEW COMMON 031100100 1776 77237 SH SOLE 77237
AMGEN COMMON 031162100 6 100 SH SOLE 100
AMPHENOL CORP COMMON 032095101 1252 31500 SH SOLE 31500
AMSOUTH BANCOR COMMON 032165102 674 29050 SH SOLE 29050
AMTRAN INC COMMON 03234G106 180 7300 SH SOLE 7300
ANALOG DEVICES COMMON 032654105 32 630 SH SOLE 630
ANALOGIC CORP COMMON 032657207 142 4563 SH SOLE 4563
ANALYSTS INTL COMMON 032681108 411 28600 SH SOLE 28600
ANCHOR BANCORP COMMON 032839102 153 8600 SH SOLE 8600
ANHEUSER BUSCH COMMON 035229103 34823 490900 SH SOLE 490900
ANN TAYLOR STO COMMON 036115103 2876 63900 SH SOLE 63900
AON CORP COMMON 037389103 231 5610 SH SOLE 5610
APOGEE ENTERPR COMMON 037598109 267 19834 SH SOLE 19834
APPLEBEES INTL COMMON 037899101 1853 61500 SH SOLE 61500
APPLIED MATERI COMMON 038222105 35745 483860 SH SOLE 483860
APPLIED MICRO COMMON 03822W109 436 5300 SH SOLE 5300
APRIA HEALTHCA COMMON 037933108 1451 85362 SH SOLE 85362
APTARGROUP INC COMMON 038336103 4161 138700 SH SOLE 138700
ARCHER DANIELS COMMON 039483102 204 13220 SH SOLE 13220
ARM FINL GROUP COMMON 001944107 201 23700 SH SOLE 23700
ARMSTRONG WORL COMMON 042476101 24 420 SH SOLE 420
ARNOLD INDS IN COMMON 042595108 155 10059 SH SOLE 10059
ARTESYN TECHNO COMMON 043127109 1080 48664 SH SOLE 48664
ARVIN INDS INC COMMON 043339100 601 15876 SH SOLE 15876
ASHLAND INC COMMON 044204105 99 2470 SH SOLE 2470
ASSOCIATED GRO COMMON 045651106 65 1000 SH SOLE 1000
ASSOCIATES FIR COMMON 046008108 31971 724566 SH SOLE 724566
ASTEC INDS INC COMMON 046224101 4120 101100 SH SOLE 101100
AT HOME CORP COMMON 045919107 32644 605211 SH SOLE 605211
AT&T CORP COMMON 001957109 63212 1132582 SH SOLE ######
ATLAS AIR INC COMMON 049164106 3620 112250 SH SOLE 112250
ATMEL CORP COMMON 049513104 45 1730 SH SOLE 1730
ATMI INC COMMON 00207R101 1502 50500 SH SOLE 50500
ATMOS ENERGY C COMMON 049560105 180 7200 SH SOLE 7200
AUTHENTIC FITN COMMON 052661105 537 30677 SH SOLE 30677
AUTONATION INC COMMON 05329W102 102 5700 SH SOLE 5700
AVIRON COMMON 053762100 431 15000 SH SOLE 15000
AVIS RENT A CA COMMON 053790101 810 27800 SH SOLE 27800
AVNET INC COMMON 053807103 65 1390 SH SOLE 1390
AVT CORP COMMON 002420107 436 11500 SH SOLE 11500
AWARE INC MASS COMMON 05453N100 2357 51100 SH SOLE 51100
AZTAR CORP COMMON 054802103 224 24400 SH SOLE 24400
BACOU USA INC COMMON 056439102 495 28999 SH SOLE 28999
BAKER HUGHES I COMMON 057224107 107 3200 SH SOLE 3200
BALDOR ELEC CO COMMON 057741100 266 13362 SH SOLE 13362
BALL CORP COMMON 058498106 968 22900 SH SOLE 22900
BANCTEC INC COMMON 059784108 109 6053 SH SOLE 6053
BANCWEST CORP COMMON 059790105 869 23400 SH SOLE 23400
BANDAG INC COMMON 059815100 267 7686 SH SOLE 7686
BANK AMER CORP COMMON 060505104 2661 36290 SH SOLE 36290
BANK NEW YORK COMMON 064057102 909 24790 SH SOLE 24790
BANK ONE CORP COMMON 06423A103 1368 22960 SH SOLE 22960
BANK UTD CORP COMMON 065412108 51 1280 SH SOLE 1280
BANKNORTH GRP COMMON 06646L100 409 12400 SH SOLE 12400
BANTA GEORGE I COMMON 066821109 343 16311 SH SOLE 16311
BARR LABS INC COMMON 068306109 40 1000 SH SOLE 1000
BARRETT RES CO COMMON 068480201 2352 61300 SH SOLE 61300
BAY VIEW CAP C COMMON 07262L101 248 12100 SH SOLE 12100
BE AEROSPACE I COMMON 073302101 896 47963 SH SOLE 47963
BEAR STEARNS C COMMON 073902108 189 4050 SH SOLE 4050
BEC ENERGY COMMON 05538M101 71 1710 SH SOLE 1710
BED BATH & BEY COMMON 075896100 9159 237890 SH SOLE 237890
BEDFORD PPTY I IS 076446301 458 25600 SH SOLE 25600
BELDEN INC COMMON 077459105 287 12002 SH SOLE 12002
BELL & HOWELL COMMON 077852101 1320 34900 SH SOLE 34900
BELL ATLANTIC COMMON 077853109 1948 29802 SH SOLE 29802
BELLSOUTH CORP COMMON 079860102 5708 123760 SH SOLE 123760
BELO A H CORP COMMON 080555105 71 3630 SH SOLE 3630
BEMIS INC COMMON 081437105 56 1400 SH SOLE 1400
BENCHMARK ELEC COMMON 08160H101 1366 38000 SH SOLE 38000
BERINGER WINE COMMON 084102102 226 5400 SH SOLE 5400
BERKSHIRE HATH COMMON 084670207 53872 24050 SH SOLE 24050
BEST FOODS COMMON 08658U101 127 2570 SH SOLE 2570
BIG FLOWER HLD COMMON 089159107 928 29100 SH SOLE 29100
BIOGEN N V COMMON 090597105 10461 162660 SH SOLE 162660
BIOMET INC COMMON 090613100 3896 98000 SH SOLE 98000
BISYS GROUP IN COMMON 055472104 8020 137100 SH SOLE 137100
BJS WHOLESALE COMMON 05548J106 12694 422250 SH SOLE 422250
BLACK BOX CORP COMMON 091826107 241 4800 SH SOLE 4800
BLANCH E W HOL COMMON 093210102 4596 67400 SH SOLE 67400
BLOCK H & R IN COMMON 093671105 14 280 SH SOLE 280
BLOUNT INTL IN COMMON 095177101 1444 53100 SH SOLE 53100
BMC INDS INC M COMMON 055607105 161 15600 SH SOLE 15600
BOB EVANS FARM COMMON 096761101 490 24644 SH SOLE 24644
BOEING CO COMMON 097023105 343 7800 SH SOLE 7800
BOK FINL CORP COMMON 05561Q201 371 14700 SH SOLE 14700
BORG WARNER SE COMMON 099733107 873 43000 SH SOLE 43000
BORG-WARNER AU COMMON 099724106 946 17200 SH SOLE 17200
BOWNE & CO INC COMMON 103043105 316 23600 SH SOLE 23600
BRIGGS & STRAT COMMON 109043109 873 15122 SH SOLE 15122
BRINKER INTL I COMMON 109641100 50 1800 SH SOLE 1800
BRISTOL MYERS COMMON 110122108 144313 2048810 SH SOLE ######
BROADVISION IN COMMON 111412102 7051 95600 SH SOLE 95600
BROWN & BROWN COMMON 115236101 969 25500 SH SOLE 25500
BROWN FORMAN D COMMON 115637209 119 1830 SH SOLE 1830
BROWNING FERRI COMMON 115885105 180 4176 SH SOLE 4176
BRUNSWICK CORP COMMON 117043109 89 3190 SH SOLE 3190
BUCKEYE PARTNE LPTR 118230101 87 3170 SH SOLE 3170
BUCKLE INC COMMON 118440106 952 33100 SH SOLE 33100
BURLINGTON COA COMMON 121579106 346 17900 SH SOLE 17900
BURLINGTON NOR COMMON 12189T104 485 15640 SH SOLE 15640
BURLINGTON RES COMMON 122014103 218 5030 SH SOLE 5030
BUSH BOAKE ALL COMMON 123162109 187 6400 SH SOLE 6400
C D I CORP COMMON 125071100 941 27619 SH SOLE 27619
C H ROBINSON W COMMON 12541W100 1966 53500 SH SOLE 53500
C&D TECHNOLOGI COMMON 124661109 1185 38700 SH SOLE 38700
C-CUBE MICROSY COMMON 125015107 2738 86405 SH SOLE 86405
CABLEVISION SY COMMON 12686C109 9541 136300 SH SOLE 136300
CABOT INDUSTRI REIT 127072106 470 22100 SH SOLE 22100
CABOT OIL & GA COMMON 127097103 656 35200 SH SOLE 35200
CALLAWAY GOLF COMMON 131193104 3565 243790 SH SOLE 243790
CAMBREX CORP COMMON 132011107 1250 47600 SH SOLE 47600
CANANDAIGUA WI COMMON 137219200 1096 20900 SH SOLE 20900
CAPITAL ONE FI COMMON 14040H105 37106 666330 SH SOLE 666330
CARAUSTAR INDS COMMON 140909102 383 15526 SH SOLE 15526
CARBO CERAMICS COMMON 140781105 837 27500 SH SOLE 27500
CARDINAL HEALT COMMON 14149Y108 27792 433403 SH SOLE 433403
CARLISLE CORP COMMON 142339100 6464 134310 SH SOLE 134310
CAROLINA PWR & COMMON 144141108 224 5230 SH SOLE 5230
CASE EQUIPMENT COMMON 14743R103 114 2360 SH SOLE 2360
CASELLA WASTE COMMON 147448104 289 11100 SH SOLE 11100
CASEYS GEN STO COMMON 147528103 1134 75590 SH SOLE 75590
CATALINA MARKE COMMON 148867104 9467 102900 SH SOLE 102900
CATALYTICA INC COMMON 148885106 2843 203100 SH SOLE 203100
CATHAY BANCORP COMMON 149150104 174 4100 SH SOLE 4100
CB RICHARD ELL COMMON 12489L108 784 31500 SH SOLE 31500
CBS CORP COMMON 12490K107 210 4810 SH SOLE 4810
CCB FINL CORP COMMON 124875105 85 1600 SH SOLE 1600
CEC ENTMT INC COMMON 125137109 1284 30400 SH SOLE 30400
CELLSTAR CORP COMMON 150925105 139 17672 SH SOLE 17672
CELLULAR COMMU COMMON 15116N108 288 10100 SH SOLE 10100
CENTEX CONSTRU COMMON 15231R109 1268 37155 SH SOLE 37155
CENTEX CORP COMMON 152312104 88 2350 SH SOLE 2350
CENTRAL & SO W COMMON 152357109 185 7900 SH SOLE 7900
CENTRAL NEWSPA COMMON 154647101 5260 140260 SH SOLE 140260
CENTURY BUSINE COMMON 156490104 1834 126500 SH SOLE 126500
CENTURYTEL INC COMMON 156700106 369 9275 SH SOLE 9275
CHAMPION ENTER COMMON 158496109 1931 103676 SH SOLE 103676
CHAMPION INTL COMMON 158525105 143 2990 SH SOLE 2990
CHAMPIONSHIP A COMMON 158711101 180 6000 SH SOLE 6000
CHASE MANHATTA COMMON 16161A108 4552 52630 SH SOLE 52630
CHEESECAKE FAC COMMON 163072101 753 24700 SH SOLE 24700
CHELSEA GCA RL REIT 163262108 449 12100 SH SOLE 12100
CHEMFIRST INC COMMON 16361A106 163 6711 SH SOLE 6711
CHESAPEAKE COR COMMON 165159104 535 14300 SH SOLE 14300
CHIREX INC COMMON 170038103 315 9800 SH SOLE 9800
CHIRON CORP COMMON 170040109 15 710 SH SOLE 710
CHITTENDEN COR COMMON 170228100 253 8095 SH SOLE 8095
CHOICE HOTELS COMMON 169905106 1432 72500 SH SOLE 72500
CHUBB CORP COMMON 171232101 379 5460 SH SOLE 5460
CHURCH & DWIGH COMMON 171340102 2841 65300 SH SOLE 65300
CIGNA CORP COMMON 125509109 409 4600 SH SOLE 4600
CINERGY CORP COMMON 172474108 175 5460 SH SOLE 5460
CINTAS CORP COMMON 172908105 6927 103100 SH SOLE 103100
CISCO SYSTEMS COMMON 17275R102 270495 4197785 SH SOLE ######
CITIGROUP INC COMMON 172967101 70365 1481360 SH SOLE ######
CITIZENS UTILS COMMON 177342201 98 8830 SH SOLE 8830
CITRIX SYS INC COMMON 177376100 684 12100 SH SOLE 12100
CITY NATL CORP COMMON 178566105 56 1500 SH SOLE 1500
CKE RESTAURANT COMMON 12561E105 1 40 SH SOLE 40
CLAIRES STORES COMMON 179584107 538 20900 SH SOLE 20900
CLARCOR INC COMMON 179895107 1220 63587 SH SOLE 63587
CLEVELAND CLIF COMMON 185896107 217 6700 SH SOLE 6700
CLOROX CO COMMON 189054109 6978 65334 SH SOLE 65334
CMS ENERGY COR COMMON 125896100 186 4430 SH SOLE 4430
CNA SURETY COR COMMON 12612L108 998 65186 SH SOLE 65186
CNB BANCSHARES COMMON 126126101 6258 109785 SH SOLE 109785
CNF TRANSN INC COMMON 12612W104 45 1180 SH SOLE 1180
COACH USA INC COMMON 18975L106 1279 30500 SH SOLE 30500
COASTAL CORP COMMON 190441105 237 5890 SH SOLE 5890
COCA COLA CO COMMON 191216100 86123 1389080 SH SOLE ######
COGNEX CORP COMMON 192422103 1757 55680 SH SOLE 55680
COLE KENNETH P COMMON 193294105 485 17400 SH SOLE 17400
COLUMBIA/HCA H COMMON 197677107 167 7300 SH SOLE 7300
COMCAST CORP COMMON 200300200 59191 1539920 SH SOLE ######
COMDISCO INC COMMON 200336105 73 2860 SH SOLE 2860
COMMERCE BANCO COMMON 200519106 2513 58790 SH SOLE 58790
COMMERCE BANCS COMMON 200525103 78 1930 SH SOLE 1930
COMMERCIAL FED COMMON 201647104 890 38400 SH SOLE 38400
COMMERCIAL MET COMMON 201723103 257 9000 SH SOLE 9000
COMMONWEALTH T COMMON 203349105 372 9200 SH SOLE 9200
COMMSCOPE INC COMMON 203372107 3612 117452 SH SOLE 117452
COMPASS BANCSH COMMON 20449H109 87 3210 SH SOLE 3210
COMPUTER SCIEN COMMON 205363104 1594 23040 SH SOLE 23040
COMVERSE TECHN COMMON 205862402 22085 292515 SH SOLE 292515
CONAGRA INC COMMON 205887102 162 6100 SH SOLE 6100
CONCORD COMMUN COMMON 206186108 1242 27600 SH SOLE 27600
CONCORD EFS IN COMMON 206197105 347 8200 SH SOLE 8200
CONECTIV INC COMMON 206829103 91 3740 SH SOLE 3740
CONMED CORP COMMON 207410101 1078 35200 SH SOLE 35200
CONSOLIDATED E COMMON 209115104 256 5660 SH SOLE 5660
CONSOLIDATED G COMMON 209341106 4107 82141 SH SOLE 82141
CONSOLIDATED N COMMON 209615103 241 3970 SH SOLE 3970
CONSOLIDATED P COMMON 209759109 60 2240 SH SOLE 2240
CONTINENTAL AI COMMON 210795308 61 1610 SH SOLE 1610
COOPER TIRE & COMMON 216831107 65 2750 SH SOLE 2750
COPART INC COMMON 217204106 429 20200 SH SOLE 20200
CORDANT TECHNO COMMON 218412104 43 960 SH SOLE 960
CORUS BANKSHAR COMMON 220873103 289 9100 SH SOLE 9100
COSTCO COMPANI COMMON 22160Q102 42721 533590 SH SOLE 533590
COUNTRYWIDE CR COMMON 222372104 3872 90570 SH SOLE 90570
COVENTRY HEALT COMMON 222862104 1222 111700 SH SOLE 111700
COX COMMUNICAT COMMON 224044107 11873 322530 SH SOLE 322530
COX RADIO INC COMMON 224051102 635 11700 SH SOLE 11700
CRANE CO COMMON 224399105 57 1810 SH SOLE 1810
CREE RESH INC COMMON 225447101 2451 31862 SH SOLE 31862
CROMPTON & KNO COMMON 227111101 1783 90300 SH SOLE 90300
CROSS TIMBERS COMMON 227573102 994 66800 SH SOLE 66800
CROSSMANN CMNT COMMON 22764E109 718 24700 SH SOLE 24700
CROWN CORK & S COMMON 228255105 122 4270 SH SOLE 4270
CSS INDS INC COMMON 125906107 186 6600 SH SOLE 6600
CULLEN FROST B COMMON 229899109 1786 64800 SH SOLE 64800
CUMMINS ENGINE COMMON 231021106 67 1180 SH SOLE 1180
CVB FINL CORP COMMON 126600105 585 22500 SH SOLE 22500
CVS CORP COMMON 126650100 16523 325570 SH SOLE 325570
CYMER INC COMMON 232572107 1074 42976 SH SOLE 42976
CYPRESS SEMICO COMMON 232806109 2628 153437 SH SOLE 153437
CYPRUS AMAX MI COMMON 232809103 499 32700 SH SOLE 32700
CYTEC INDS INC COMMON 232820100 2678 85000 SH SOLE 85000
CYTYC CORP COMMON 232946103 53 2700 SH SOLE 2700
D R HORTON INC COMMON 23331A109 612 36800 SH SOLE 36800
DAISYTEK INTL COMMON 234053106 118 7247 SH SOLE 7247
DAL-TILE INTL COMMON 23426R108 793 69674 SH SOLE 69674
DALLAS SEMICON COMMON 235204104 4854 95645 SH SOLE 95645
DANA CORP COMMON 235811106 275 5980 SH SOLE 5980
DANAHER CORP COMMON 235851102 23072 396940 SH SOLE 396940
DATASCOPE CORP COMMON 238113104 472 14700 SH SOLE 14700
DAVE & BUSTERS COMMON 23833N104 566 19500 SH SOLE 19500
DE LUXE CHECK COMMON 248019101 105 2700 SH SOLE 2700
DEERE & CO COMMON 244199105 219 5600 SH SOLE 5600
DELL COMPUTER COMMON 247025109 523 14140 SH SOLE 14140
DELPHI AUTOMOT COMMON 247126105 166 8974 SH SOLE 8974
DELTA AIR LINE COMMON 247361108 258 4470 SH SOLE 4470
DENDRITE INTL COMMON 248239105 2449 67800 SH SOLE 67800
DEPARTMENT 56 COMMON 249509100 705 26231 SH SOLE 26231
DEVELOPERS DIV REIT 251591103 726 43000 SH SOLE 43000
DEVON ENERGY C COMMON 251799102 2317 64700 SH SOLE 64700
DEVRY INC DEL COMMON 251893103 7836 350200 SH SOLE 350200
DEXTER CORP COMMON 252165105 1684 41256 SH SOLE 41256
DIEBOLD INC COMMON 253651103 74 2560 SH SOLE 2560
DII GROUP INC COMMON 232949107 2732 73211 SH SOLE 73211
DILLARDS INC COMMON 254067101 102 2890 SH SOLE 2890
DIME BANCORP I COMMON 25429Q102 77 3850 SH SOLE 3850
DIME CMNTY BAN COMMON 253922108 993 42700 SH SOLE 42700
DIONEX CORP COMMON 254546104 8546 211000 SH SOLE 211000
DISCOUNT AUTO COMMON 254642101 282 11700 SH SOLE 11700
DISNEY WALT PR COMMON 254687106 324 10500 SH SOLE 10500
DOLE FOOD INC COMMON 256605106 28 960 SH SOLE 960
DOLLAR TREE ST COMMON 256747106 13598 309035 SH SOLE 309035
DONALDSON INC COMMON 257651109 2119 86500 SH SOLE 86500
DONNELLEY R R COMMON 257867101 147 3970 SH SOLE 3970
DOUBLECLICK IN COMMON 258609304 26129 284790 SH SOLE 284790
DOVER CORP COMMON 260003108 116 3310 SH SOLE 3310
DOW CHEMICAL C COMMON 260543103 448 3530 SH SOLE 3530
DOWNEY FINL CO COMMON 261018105 369 16800 SH SOLE 16800
DPL INC COMMON 233293109 103 5560 SH SOLE 5560
DQE INC COMMON 23329J104 120 2980 SH SOLE 2980
DSP COMMUNICAT COMMON 23332K106 3586 124184 SH SOLE 124184
DST SYS INC DE COMMON 233326107 489 7770 SH SOLE 7770
DTE ENERGY CO COMMON 233331107 192 4700 SH SOLE 4700
DU PONT E I DE COMMON 263534109 687 10060 SH SOLE 10060
DUANE READE IN COMMON 263578106 381 12500 SH SOLE 12500
DUFF & PHELPS COMMON 26432F109 522 7800 SH SOLE 7800
DUKE POWER CO COMMON 264399106 760 13970 SH SOLE 13970
DURA AUTOMOTIV COMMON 265903104 918 27600 SH SOLE 27600
DYCOM INDS INC COMMON 267475101 8463 151119 SH SOLE 151119
DYNEGY INC COMMON 26816L102 26 1280 SH SOLE 1280
E M C CORP MAS COMMON 268648102 60976 1108660 SH SOLE ######
E TRADE GROUP COMMON 269246104 42621 1067200 SH SOLE ######
EAGLE GEOPHYSI COMMON 269524104 1 1702 SH SOLE 1702
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EATON CORP COMMON 278058102 236 2560 SH SOLE 2560
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EDISON INTL COMMON 281020107 361 13480 SH SOLE 13480
EDWARD A G INC COMMON 281760108 100 3110 SH SOLE 3110
EG & G INC COMMON 268457108 64 1810 SH SOLE 1810
EL PASO ENERGY COMMON 283905107 88 2500 SH SOLE 2500
ELCOR CORP COMMON 284443108 1105 25300 SH SOLE 25300
ELECTRO SCIENT COMMON 285229100 1153 27600 SH SOLE 27600
ELECTRONICS FO COMMON 286082102 10013 194900 SH SOLE 194900
EMERSON ELECTR COMMON 291011104 577 9160 SH SOLE 9160
ENGELHARD CORP COMMON 292845104 45 2010 SH SOLE 2010
ENRON CORP COMMON 293561106 515 6300 SH SOLE 6300
ENRON OIL & GA COMMON 293562104 39 1940 SH SOLE 1940
ENTERGY CORP N COMMON 29364G103 270 8650 SH SOLE 8650
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ERIE INDTY CO COMMON 29530P102 19 660 SH SOLE 660
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F & M NATL COR COMMON 302374103 438 13200 SH SOLE 13200
F M C CORP COMMON 302491303 73 1070 SH SOLE 1070
F Y I INC COMMON 302712104 455 14500 SH SOLE 14500
F&M BANCORPORA COMMON 302371109 643 17038 SH SOLE 17038
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FERRO CORP COMMON 315405100 732 26600 SH SOLE 26600
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FIFTH THIRD BA COMMON 316773100 12809 192440 SH SOLE 192440
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FIRST DATA COR COMMON 319963104 288 5890 SH SOLE 5890
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FIRST FINL BAN COMMON 320209109 267 11800 SH SOLE 11800
FIRST LIBERTY COMMON 320691108 88 2800 SH SOLE 2800
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FIRST UTD BANC COMMON 33741E104 274 14700 SH SOLE 14700
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FIRSTAR CORP N COMMON 33763V109 23873 852600 SH SOLE 852600
FIRSTMERIT COR COMMON 337915102 57 2040 SH SOLE 2040
FISERV INC COMMON 337738108 9854 314687 SH SOLE 314687
FLAGSTAR BANCO COMMON 337930101 1545 61200 SH SOLE 61200
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FLEETWOOD ENTE COMMON 339099103 7 270 SH SOLE 270
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FLORIDA PROGRE COMMON 341109106 133 3210 SH SOLE 3210
FLUOR CORP COMMON 343861100 61 1500 SH SOLE 1500
FOOTSTAR INC COMMON 344912100 201 5412 SH SOLE 5412
FORD MOTOR CO COMMON 345370100 1460 25870 SH SOLE 25870
FOREMOST CORP COMMON 345469100 1070 48658 SH SOLE 48658
FOREST CITY EN COMMON 345550107 532 19000 SH SOLE 19000
FOREST OIL COR COMMON 346091606 764 60800 SH SOLE 60800
FORRESTER RESH COMMON 346563109 1080 43200 SH SOLE 43200
FORTUNE BRANDS COMMON 349631101 266 6430 SH SOLE 6430
FPIC INS GROUP COMMON 302563101 1969 40600 SH SOLE 40600
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FULLER H B CO COMMON 359694106 103 1500 SH SOLE 1500
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FURON CO COMMON 361106107 441 23202 SH SOLE 23202
G & K SERVICES COMMON 361268105 335 6400 SH SOLE 6400
GALILEO INTERN COMMON 363547100 374 7000 SH SOLE 7000
GANNETT INC COMMON 364730101 6265 87780 SH SOLE 87780
GAP INC COMMON 364760108 34941 693623 SH SOLE 693623
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GENCORP INC COMMON 368682100 657 26000 SH SOLE 26000
GENENTECH INC COMMON 368710307 674 8200 SH SOLE 8200
GENERAL DYNAMI COMMON 369550108 360 5230 SH SOLE 5230
GENERAL ELECTR COMMON 369604103 306018 2708120 SH SOLE ######
GENERAL MILLS COMMON 370334104 579 7200 SH SOLE 7200
GENERAL MTRS C COMMON 370442105 847 12840 SH SOLE 12840
GENERAL NUTRIT COMMON 37047F103 3187 136700 SH SOLE 136700
GENERAL SEMICO COMMON 370787103 462 50668 SH SOLE 50668
GENESCO INC COMMON 371532102 2252 154653 SH SOLE 154653
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GENUINE PARTS COMMON 372460105 210 5990 SH SOLE 5990
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GLATFELTER P H COMMON 377316104 393 26861 SH SOLE 26861
GLENBOROUGH RL REIT 37803P105 522 29800 SH SOLE 29800
GLOBAL INDS LT COMMON 379336100 332 25900 SH SOLE 25900
GO2NET INC COMMON 383486107 3464 37700 SH SOLE 37700
GOLDEN WEST FI COMMON 381317106 168 1710 SH SOLE 1710
GOODRICH B F C COMMON 382388106 63 1490 SH SOLE 1490
GOODYEAR TIRE COMMON 382550101 309 5250 SH SOLE 5250
GPU INC COMMON 36225X100 207 4910 SH SOLE 4910
GRACE W R & CO COMMON 38388F108 2124 111790 SH SOLE 111790
GRACO INC COMMON 384109104 388 13213 SH SOLE 13213
GRAINGER W W I COMMON 384802104 138 2560 SH SOLE 2560
GRANITE CONSTR COMMON 387328107 1685 57500 SH SOLE 57500
GREAT ATL & PA COMMON 390064103 1217 35985 SH SOLE 35985
GREAT LAKES CH COMMON 390568103 74 1610 SH SOLE 1610
GREAT PLAINS S COMMON 39119E105 434 9200 SH SOLE 9200
GREATER BAY BA COMMON 391648102 113 3400 SH SOLE 3400
GREENPOINT FIN COMMON 395384100 102 3100 SH SOLE 3100
GROUP 1 AUTOMO COMMON 398905109 908 43000 SH SOLE 43000
GROUP MAINTENA COMMON 39943E107 237 18300 SH SOLE 18300
GTE CORP COMMON 362320103 1348 17860 SH SOLE 17860
GTECH HOLDINGS COMMON 400518106 1800 76400 SH SOLE 76400
GUIDANT CORP COMMON 401698105 25392 496670 SH SOLE 496670
GUITAR CTR MGM COMMON 402040109 99 9500 SH SOLE 9500
GYMBOREE CORP COMMON 403777105 706 67200 SH SOLE 67200
HADCO CORP COMMON 404681108 803 20196 SH SOLE 20196
HAEMONETICS CO COMMON 405024100 310 15433 SH SOLE 15433
HAMBRECHT & QU COMMON 406545103 1309 35500 SH SOLE 35500
HAMILTON BANCO COMMON 407013101 149 6200 SH SOLE 6200
HANDLEMAN CO D COMMON 410252100 515 43600 SH SOLE 43600
HANGER ORHOPED COMMON 41043F208 465 32800 SH SOLE 32800
HANNA M A CO COMMON 410522106 158 9623 SH SOLE 9623
HANNAFORD BROS COMMON 410550107 58 1080 SH SOLE 1080
HARBOR FLA BAN COMMON 411901101 434 35392 SH SOLE 35392
HARCOURT GEN I COMMON 41163G101 85 1640 SH SOLE 1640
HARLAND JOHN H COMMON 412693103 189 9470 SH SOLE 9470
HARLEY DAVIDSO COMMON 412822108 20886 384110 SH SOLE 384110
HARMAN INTL IN COMMON 413086109 407 9244 SH SOLE 9244
HARRAHS ENTMT COMMON 413619107 42 1920 SH SOLE 1920
HARSCO CORP COMMON 415864107 41 1280 SH SOLE 1280
HARTE-HANKS CO COMMON 416196103 16 580 SH SOLE 580
HARTFORD LIFE COMMON 416592103 5726 108800 SH SOLE 108800
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HCC INS HLDGS COMMON 404132102 3560 156936 SH SOLE 156936
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HEINZ H J CO COMMON 423074103 353 7050 SH SOLE 7050
HELEN OF TROY COMMON G4388N106 784 43700 SH SOLE 43700
HENRY JACK & A COMMON 426281101 5519 140600 SH SOLE 140600
HERCULES INC COMMON 427056106 93 2360 SH SOLE 2360
HEWLETT PACKAR COMMON 428236103 698 6950 SH SOLE 6950
HIBERNIA CORP COMMON 428656102 6 400 SH SOLE 400
HILB ROGAL & H COMMON 431294107 512 22900 SH SOLE 22900
HILTON HOTELS COMMON 432848109 64 4500 SH SOLE 4500
HOLLINGER INTL COMMON 435569108 1340 112800 SH SOLE 112800
HOLLYWOOD ENTM COMMON 436141105 2766 141397 SH SOLE 141397
HOLLYWOOD PK I IU 436255103 1114 65516 SH SOLE 65516
HOME DEPOT INC COMMON 437076102 117783 1827860 SH SOLE ######
HONEYWELL INC COMMON 438506107 311 2680 SH SOLE 2680
HORACE MANN ED COMMON 440327104 11 390 SH SOLE 390
HORMEL GEO A & COMMON 440452100 56 1390 SH SOLE 1390
HOST MARRIOTT REIT 44107P104 18 1510 SH SOLE 1510
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HOUSEHOLD INTL COMMON 441815107 352 7422 SH SOLE 7422
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HSB GROUP INC COMMON 40428N109 2369 57525 SH SOLE 57525
HUBBELL HARVEY COMMON 443510201 73 1600 SH SOLE 1600
HUDSON UNITED COMMON 444165104 2511 80046 SH SOLE 80046
HUGHES SUPPLY COMMON 444482103 238 8000 SH SOLE 8000
HUMANA INC COMMON 444859102 4 300 SH SOLE 300
HUTCHINSON TEC COMMON 448407106 1116 40199 SH SOLE 40199
IBP INC COMMON 449223106 68 2880 SH SOLE 2880
IDACORP INC COMMON 451107106 709 22500 SH SOLE 22500
IDEC PHARMACEU COMMON 449370105 4840 62800 SH SOLE 62800
IDEX CORP COMMON 45167R104 358 10900 SH SOLE 10900
IDEXX LABS COR COMMON 45168D104 6405 274737 SH SOLE 274737
IHOP CORP COMMON 449623107 957 39774 SH SOLE 39774
IMATION CORP COMMON 45245A107 645 26000 SH SOLE 26000
IMCLONE SYS IN COMMON 45245W109 306 12057 SH SOLE 12057
IMCO RECYCLING COMMON 449681105 81 4709 SH SOLE 4709
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INFOSEEK CORP COMMON 45678M107 5594 116700 SH SOLE 116700
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INTEGRATED ELE COMMON 45811E103 303 18800 SH SOLE 18800
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INTEL CORP COMMON 458140100 178765 3004450 SH SOLE ######
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INTERIM SERVIC COMMON 45868P100 5490 266200 SH SOLE 266200
INTERMET CORP COMMON 45881K104 260 17200 SH SOLE 17200
INTERNATIONAL COMMON 459200101 105514 816354 SH SOLE 816354
INTERNATIONAL COMMON 459506101 66 1500 SH SOLE 1500
INTERNATIONAL COMMON 459655106 1934 104900 SH SOLE 104900
INTERNATIONAL COMMON 460146103 236 4700 SH SOLE 4700
INTERNATIONAL COMMON 460254105 971 72950 SH SOLE 72950
INTERPOOL INC COMMON 46062R108 244 18800 SH SOLE 18800
INTERPUBLIC GR COMMON 460690100 20807 240200 SH SOLE 240200
INTERVOICE INC COMMON 461142101 431 29831 SH SOLE 29831
INTERVU INC COMMON 46114R106 927 24200 SH SOLE 24200
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INTUIT COMMON 461202103 7688 85300 SH SOLE 85300
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INVESTORS FINA COMMON 461915100 5976 149400 SH SOLE 149400
IOMEGA CORP COMMON 462030107 12 2400 SH SOLE 2400
IONICS INC COMMON 462218108 350 9579 SH SOLE 9579
IPALCO ENTERPR COMMON 462613100 102 4800 SH SOLE 4800
IRWIN FINL COR COMMON 464119106 445 22800 SH SOLE 22800
ITI TECHNOLOGI COMMON 450564109 692 30600 SH SOLE 30600
ITT INDS INC I COMMON 450911102 135 3530 SH SOLE 3530
IVEX PACKAGING COMMON 465855104 286 13000 SH SOLE 13000
IXC COMMUNICAT COMMON 450713102 1136 28900 SH SOLE 28900
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JACOBS ENGINEE COMMON 469814107 2356 62000 SH SOLE 62000
JEFFERIES GROU COMMON 472319102 136 4700 SH SOLE 4700
JEFFERSON PILO COMMON 475070108 276 4170 SH SOLE 4170
JLG INDS INC COMMON 466210101 1761 86437 SH SOLE 86437
JOHNS MANVILLE COMMON 478129109 15 1070 SH SOLE 1070
JOHNSON & JOHN COMMON 478160104 54021 551230 SH SOLE 551230
JOHNSON CTLS I COMMON 478366107 214 3090 SH SOLE 3090
JONES APPAREL COMMON 480074103 841 24502 SH SOLE 24502
JONES INTERCAB COMMON 480206200 1294 26400 SH SOLE 26400
JSB FINANCIAL COMMON 46624M100 319 6280 SH SOLE 6280
JUNO LTG INC COMMON 482047107 1220 49800 SH SOLE 49800
JUSTIN INDS IN COMMON 482171105 126 9044 SH SOLE 9044
KANSAS CITY PW COMMON 485134100 66 2580 SH SOLE 2580
KAUFMAN&BROAD COMMON 486168107 2440 98090 SH SOLE 98090
KAYDON CORP COMMON 486587108 2900 86245 SH SOLE 86245
KELLOGG CO COMMON 487836108 104 3160 SH SOLE 3160
KELLWOOD CO COMMON 488044108 243 8956 SH SOLE 8956
KELLY SVCS INC COMMON 488152208 707 22000 SH SOLE 22000
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KENT ELECTRS C COMMON 490553104 293 14800 SH SOLE 14800
KERR MCGEE COR COMMON 492386107 81 1610 SH SOLE 1610
KEYCORP COMMON 493267108 300 9330 SH SOLE 9330
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KIMBERLY CLARK COMMON 494368103 121 2130 SH SOLE 2130
KING WORLD PRO COMMON 495667107 69 1970 SH SOLE 1970
KNIGHT RIDDER COMMON 499040103 632 11480 SH SOLE 11480
KOHLS CORP COMMON 500255104 17385 226150 SH SOLE 226150
KROGER CO COMMON 501044101 15868 567980 SH SOLE 567980
KRONOS INC COMMON 501052104 8866 194850 SH SOLE 194850
LA Z BOY CHAIR COMMON 505336107 1967 85523 SH SOLE 85523
LABOR READY IN COMMON 505401208 1387 42670 SH SOLE 42670
LACLEDE GAS CO COMMON 505588103 18 781 SH SOLE 781
LAKEHEAD PIPE UNIT 511557100 88 2010 SH SOLE 2010
LANCASTER COLO COMMON 513847103 7 190 SH SOLE 190
LANCE INC COMMON 514606102 192 12285 SH SOLE 12285
LANDS END INC COMMON 515086106 442 9180 SH SOLE 9180
LANDSTAR SYS I COMMON 515098101 1202 33300 SH SOLE 33300
LASER VISION C COMMON 51807H100 1203 19100 SH SOLE 19100
LASON INC COMMON 51808R107 2015 40600 SH SOLE 40600
LATTICE SEMICO COMMON 518415104 896 14400 SH SOLE 14400
LEAR CORP COMMON 521865105 117 2350 SH SOLE 2350
LEGATO SYS INC COMMON 524651106 9875 171000 SH SOLE 171000
LEGG MASON INC COMMON 524901105 90 2350 SH SOLE 2350
LEGGETT & PLAT COMMON 524660107 164 5900 SH SOLE 5900
LEHMAN BROS HL COMMON 524908100 226 3640 SH SOLE 3640
LENNAR CORP COMMON 526057104 2746 114400 SH SOLE 114400
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LEVEL 3 COMMUN COMMON 52729N100 649 10800 SH SOLE 10800
LEVEL ONE COMM COMMON 527295109 5731 117100 SH SOLE 117100
LEXMARK INTL G COMMON 529771107 20883 318820 SH SOLE 318820
LG&E ENERGY CO COMMON 501917108 103 4910 SH SOLE 4910
LIBBEY INC COMMON 529898108 783 27000 SH SOLE 27000
LIBERTY FINL C COMMON 530512102 606 20800 SH SOLE 20800
LILLY ELI & CO COMMON 532457108 11915 166350 SH SOLE 166350
LILLY INDUSTRI COMMON 532491107 868 46750 SH SOLE 46750
LINCOLN ELEC H COMMON 533900106 414 20200 SH SOLE 20200
LINENS N THING COMMON 535679104 8190 187200 SH SOLE 187200
LIPOSOME CO IN COMMON 536310105 4539 237344 SH SOLE 237344
LITTELFUSE INC COMMON 537008104 672 34900 SH SOLE 34900
LITTON INDS IN COMMON 538021106 78 1080 SH SOLE 1080
LIZ CLAIBORNE COMMON 539320101 74 2030 SH SOLE 2030
LOCKHEED MARTI COMMON 539830109 275 7370 SH SOLE 7370
LONE STAR STEA COMMON 542307103 213 21920 SH SOLE 21920
LONGS DRUG STO COMMON 543162101 383 11092 SH SOLE 11092
LONGVIEW FIBRE COMMON 543213102 445 28500 SH SOLE 28500
LOUIS DREYFUS COMMON 546011107 556 25800 SH SOLE 25800
LOWES COS INC COMMON 548661107 3164 55820 SH SOLE 55820
LSI LOGIC CORP COMMON 502161102 134 2900 SH SOLE 2900
LUBYS CAFETERI COMMON 549282101 192 12830 SH SOLE 12830
LUCENT TECHNOL COMMON 549463107 603 8940 SH SOLE 8940
LYCOS INC COMMON 550818108 19110 208000 SH SOLE 208000
M & T BK CORP COMMON 55261F104 83 150 SH SOLE 150
M S CARRIERS I COMMON 553533100 1163 39200 SH SOLE 39200
MACROMEDIA INC COMMON 556100105 4586 130100 SH SOLE 130100
MALLINCKRODT G COMMON 561232109 101 2780 SH SOLE 2780
MANDALAY RESOR COMMON 562567107 75 3550 SH SOLE 3550
MANITOWOC INC COMMON 563571108 5825 139929 SH SOLE 139929
MARINE DRILLIN COMMON 568240204 404 29536 SH SOLE 29536
MARK IV INDS I COMMON 570387100 357 16885 SH SOLE 16885
MARSH & MCLENN COMMON 571748102 581 7680 SH SOLE 7680
MARSHALL & ILS COMMON 571834100 234 3640 SH SOLE 3640
MARTIN MARIETT COMMON 573284106 101 1710 SH SOLE 1710
MASCO CORP COMMON 574599106 198 6850 SH SOLE 6850
MASCOTECH INC COMMON 574670105 1177 69474 SH SOLE 69474
MASTECH CORP COMMON 57632N105 3914 210150 SH SOLE 210150
MAXIMUS INC COMMON 577933104 1147 39900 SH SOLE 39900
MAY DEPT STORE COMMON 577778103 467 11430 SH SOLE 11430
MBIA INC COMMON 55262C100 160 2470 SH SOLE 2470
MBNA CORP COMMON 55262L100 14312 467335 SH SOLE 467335
MCCORMICK & CO COMMON 579780206 145 4600 SH SOLE 4600
MCDONALDS CORP COMMON 580135101 417 10150 SH SOLE 10150
MCGRATH RENTCO COMMON 580589109 216 10800 SH SOLE 10800
MCGRAW HILL IN COMMON 580645109 4040 74900 SH SOLE 74900
MCI WORLDCOM I COMMON 55268B106 147477 1713600 SH SOLE ######
MCN CORP COMMON 55267J100 47 2280 SH SOLE 2280
MEAD CORP COMMON 582834107 147 3530 SH SOLE 3530
MEDIA GEN INC COMMON 584404107 4473 87700 SH SOLE 87700
MEDIAONE GROUP COMMON 58440J104 494 6640 SH SOLE 6640
MEDICAL ASSURN COMMON 58449U100 1332 47136 SH SOLE 47136
MEDIMMUNE INC COMMON 584699102 15826 233590 SH SOLE 233590
MENS WEARHOUSE COMMON 587118100 5433 213059 SH SOLE 213059
MENTOR GRAPHIC COMMON 587200106 329 25686 SH SOLE 25686
MERCANTILE BAN COMMON 587342106 281 4920 SH SOLE 4920
MERCANTILE BAN COMMON 587405101 76 2140 SH SOLE 2140
MERCK & CO INC COMMON 589331107 171639 2331260 SH SOLE ######
MERCURY INTERA COMMON 589405109 8996 254300 SH SOLE 254300
MERISTAR HOSPI REIT 58984Y103 2208 98398 SH SOLE 98398
MESABA HLDGS I COMMON 59066B102 297 23300 SH SOLE 23300
MESSAGEMEDIA I COMMON 590787107 713 37500 SH SOLE 37500
METALS USA INC COMMON 591324108 1043 81800 SH SOLE 81800
METHODE ELECTR COMMON 591520200 994 43451 SH SOLE 43451
METRO INFORMAT COMMON 59162P104 589 35400 SH SOLE 35400
METRO NETWORKS COMMON 591918107 459 8600 SH SOLE 8600
METTLER TOLEDO COMMON 592688105 2991 117288 SH SOLE 117288
METZLER GROUP COMMON 592903108 1983 71800 SH SOLE 71800
MGI PROPERTIES IS 552885105 240 8500 SH SOLE 8500
MGM GRAND INC COMMON 552953101 23 460 SH SOLE 460
MICHAEL'S STOR COMMON 594087108 263 8600 SH SOLE 8600
MICRO WHSE INC COMMON 59501B105 409 22873 SH SOLE 22873
MICROMUSE INC COMMON 595094103 2544 51000 SH SOLE 51000
MICRON TECHNOL COMMON 595112103 254 6270 SH SOLE 6270
MICROS SYSTEM COMMON 594901100 8864 260700 SH SOLE 260700
MICROSOFT CORP COMMON 594918104 268893 2981490 SH SOLE ######
MID AMER BANCO COMMON 595915109 163 6600 SH SOLE 6600
MID ATLANTIC M COMMON 59523C107 179 18100 SH SOLE 18100
MIDCAP SPDR TR SHBI 595635103 33097 421952 SH SOLE 421952
MIDWEST EXPRES COMMON 597911106 6850 201465 SH SOLE 201465
MILACRON INC COMMON 598709103 245 13226 SH SOLE 13226
MILLENNIUM PHA COMMON 599902103 2102 58400 SH SOLE 58400
MINERALS TECHN COMMON 603158106 2541 45527 SH SOLE 45527
MINNESOTA POWE COMMON 604110106 1447 72800 SH SOLE 72800
MISSISSIPPI VY COMMON 605720101 537 16200 SH SOLE 16200
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MOBIL CORP COMMON 607059102 1541 15600 SH SOLE 15600
MOLEX INC COMMON 608554101 63 1710 SH SOLE 1710
MONACO COACH C COMMON 60886R103 6554 154893 SH SOLE 154893
MONDAVI ROBERT COMMON 609200100 196 5400 SH SOLE 5400
MORGAN J P & C COMMON 616880100 542 3860 SH SOLE 3860
MORGAN KEEGAN COMMON 617410105 941 49700 SH SOLE 49700
MORGAN STANLEY COMMON 617446448 1446 14090 SH SOLE 14090
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MOTIVEPOWER IN COMMON 61980K101 2747 148500 SH SOLE 148500
MSC INDL DIREC COMMON 553530106 2 240 SH SOLE 240
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MUSICLAND STOR COMMON 62758B109 495 52100 SH SOLE 52100
MYERS INDS INC COMMON 628464109 438 21900 SH SOLE 21900
NATIONAL CITY COMMON 635313109 281 8800 SH SOLE 8800
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PAYCHEX INC COMMON 704326107 38158 1197106 SH SOLE ######
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VERTEX PHARMAC COMMON 92532F100 475 19700 SH SOLE 19700
VETERINARY CTR COMMON 925514101 911 67200 SH SOLE 67200
VIACOM INC COMMON 925524308 412 9360 SH SOLE 9360
VIAD CORP COMMON 92552R109 2580 83400 SH SOLE 83400
VICOR CORP COMMON 925815102 280 13217 SH SOLE 13217
VINTAGE PETROL COMMON 927460105 157 14569 SH SOLE 14569
VISHAY INTERTE COMMON 928298108 711 33875 SH SOLE 33875
VISTANA INC COMMON 92839P108 117 7400 SH SOLE 7400
VISX INC DEL COMMON 92844S107 4591 57980 SH SOLE 57980
VITAL SIGNS IN COMMON 928469105 353 17700 SH SOLE 17700
VLSI TECHNOLOG COMMON 918270109 248 11900 SH SOLE 11900
VOICESTREAM WI COMMON 928615103 128 4500 SH SOLE 4500
VULCAN MATLS C COMMON 929160109 77 1600 SH SOLE 1600
WABASH NATL CO COMMON 929566107 295 15200 SH SOLE 15200
WACHOVIA CORP COMMON 929771103 340 3970 SH SOLE 3970
WAL MART STORE COMMON 931142103 200688 4159340 SH SOLE ######
WALDEN RESIDEN REIT 931210108 427 19859 SH SOLE 19859
WALLACE COMPUT COMMON 932270101 753 30100 SH SOLE 30100
WARNACO GROUP COMMON 934390105 49 1820 SH SOLE 1820
WASHINGTON FED COMMON 938824109 727 32420 SH SOLE 32420
WASHINGTON GAS COMMON 938837101 645 24792 SH SOLE 24792
WASHINGTON POS COMMON 939640108 151 280 SH SOLE 280
WASTE MGMT INC COMMON 94106L109 262 4877 SH SOLE 4877
WATERS CORP COMMON 941848103 7691 144780 SH SOLE 144780
WATSCO INC COMMON 942622200 1176 71800 SH SOLE 71800
WATSON PHARMAC COMMON 942683103 815 23250 SH SOLE 23250
WAUSAU-MOSINEE COMMON 943315101 632 35100 SH SOLE 35100
WD 40 CO COMMON 929236107 258 10313 SH SOLE 10313
WEBB DEL E COR COMMON 947423109 282 11800 SH SOLE 11800
WELLS FARGO & COMMON 949746101 1257 29400 SH SOLE 29400
WENDYS INTL IN COMMON 950590109 82 2890 SH SOLE 2890
WERNER ENTERPR COMMON 950755108 721 34750 SH SOLE 34750
WESLEY JESSEN COMMON 951018100 1260 38904 SH SOLE 38904
WEST PHARMACEU COMMON 955306105 349 8900 SH SOLE 8900
WESTAMERICA BA COMMON 957090103 153 4200 SH SOLE 4200
WESTERN BANCOR COMMON 957683105 2384 54800 SH SOLE 54800
WESTERN WIRELE COMMON 95988E204 16727 619500 SH SOLE 619500
WET SEAL INC COMMON 961840105 756 26400 SH SOLE 26400
WHITTMAN-HART COMMON 966834103 619 19500 SH SOLE 19500
WILEY JOHN & S COMMON 968223206 3756 213100 SH SOLE 213100
WILLIAMS COS COMMON 969457100 338 7930 SH SOLE 7930
WILLIAMS SONOM COMMON 969904101 1744 50100 SH SOLE 50100
WILMINGTON TRU COMMON 971807102 1704 29700 SH SOLE 29700
WISCONSIN CENT COMMON 976592105 610 32316 SH SOLE 32316
WISCONSIN ENER COMMON 976657106 97 3860 SH SOLE 3860
WITCO CHEM COR COMMON 977385103 519 26300 SH SOLE 26300
WMS INDUSTRIES COMMON 929297109 1208 71056 SH SOLE 71056
WOLVERINE WORL COMMON 978097103 1084 77400 SH SOLE 77400
WOODWARD GOVER COMMON 980745103 182 7000 SH SOLE 7000
WORLD COLOR PR COMMON 981443104 2297 83521 SH SOLE 83521
WORTHINGTON IN COMMON 981811102 713 43400 SH SOLE 43400
WRIGLEY WM JR COMMON 982526105 3106 34820 SH SOLE 34820
XIRCOM INC COMMON 983922105 1944 64655 SH SOLE 64655
YAHOO INC COMMON 984332106 77607 450550 SH SOLE 450550
YORK INTL CORP COMMON 986670107 55 1290 SH SOLE 1290
ZEBRA TECHNOLO COMMON 989207105 437 11374 SH SOLE 11374
ZIONS BANCORP COMMON 989701107 5417 85300 SH SOLE 85300
</TABLE>
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