REPORT FOR THE CALENDAR YEAR
or Quarter Ended:
September 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
11th of November, 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: 1022
Form 13F Information Table Value Total: $5,825,791
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 MANAGERSSOLE SHARED NONE
- ------------ ------ ------ ---------------- ------------------------------------ -------------
3DFX INTERACTI COMMON 88553X10 2,185 264,800 SH SOLE 264,800
99 CENTS ONLY COMMON 65440K10 4,417 122,283 SH SOLE 122,283
AAR CORP COMMON 00036110 315 17,500 SH SOLE 17,500
AARON RENTS IN COMMON 00253520 3,315 192,160 SH SOLE 192,160
ABBOTT LABS COMMON 00282410 36,243 987,880 SH SOLE 987,880
ABC-NACO INC COMMON 00075210 387 27,400 SH SOLE 27,400
ABERCROMBIE & COMMON 00289620 8,585 252,048 SH SOLE 252,048
ABM INDS INC COMMON 00095710 332 13,071 SH SOLE 13,071
ACCLAIM ENTMT COMMON 00432520 3,961 521,577 SH SOLE 521,577
ACCLAIM ENTMT WARR 00432515 3 1,026 SH SOLE 1,026
ACNIELSEN CORP COMMON 00483310 2,219 97,810 SH SOLE 97,810
ACTEL CORP COMMON 00493410 2,782 146,400 SH SOLE 146,400
ACTIVISION INC COMMON 00493020 5,724 324,750 SH SOLE 324,750
ADAPTEC INC COMMON 00651F10 7,168 180,620 SH SOLE 180,620
ADC TELECOMMUN COMMON 00088610 6,216 148,220 SH SOLE 148,220
ADELPHIA COMMU COMMON 00684810 18 300 SH SOLE 300
ADOBE SYS INC COMMON 00724F10 7,972 70,240 SH SOLE 70,240
ADTRAN INC COMMON 00738A10 5,945 155,176 SH SOLE 155,176
ADVANCE PARADI COMMON 00749110 7,391 134,990 SH SOLE 134,990
ADVANTA CORP COMMON 00794210 156 10,700 SH SOLE 10,700
AES CORP COMMON 00130H10 7,666 129,940 SH SOLE 129,940
AFC CABLE SYS COMMON 00095010 332 7,800 SH SOLE 7,800
AFFILIATED COM COMMON 00819010 3,474 85,510 SH SOLE 85,510
AFLAC INC COMMON 00105510 108 2,570 SH SOLE 2,570
AGL RES INC COMMON 00120410 357 21,949 SH SOLE 21,949
AGRIBRANDS INT COMMON 00849R10 279 5,627 SH SOLE 5,627
AHL SVCS INC COMMON 00129610 3,828 146,871 SH SOLE 146,871
AIR EXPRESS IN COMMON 00910410 445 19,600 SH SOLE 19,600
AIRBORNE FGHT COMMON 00926610 352 16,700 SH SOLE 16,700
AIRGAS INC COMMON 00936310 530 45,600 SH SOLE 45,600
AIRTRAN HLDGS COMMON 00949P10 3,206 637,130 SH SOLE 637,130
AK STEEL HOLDI COMMON 00154710 763 41,800 SH SOLE 41,800
ALASKA AIRGROU COMMON 01165910 753 18,500 SH SOLE 18,500
ALBERTO CULVER COMMON 01306810 46 1,980 SH SOLE 1,980
ALBERTSONS INC COMMON 01310410 333 8,410 SH SOLE 8,410
ALCOA INC COMMON 01381710 638 10,280 SH SOLE 10,280
ALEXANDER & BA COMMON 01448210 478 20,000 SH SOLE 20,000
ALEXANDRIA REA REIT 01527110 374 12,700 SH SOLE 12,700
ALLEGHENY ENER COMMON 01736110 216 6,780 SH SOLE 6,780
ALLEGIANCE TEL COMMON 01747T10 3,694 70,190 SH SOLE 70,190
ALLIANCE CAP M LPTR 01854810 103 3,740 SH SOLE 3,740
ALLIANT TECHSY COMMON 01880410 1,116 16,103 SH SOLE 16,103
ALLIED SIGNAL COMMON 01951210 35,739 596,270 SH SOLE 596,270
ALLMERICA FINL COMMON 01975410 121 2,540 SH SOLE 2,540
ALLSTATE CORP COMMON 02000210 749 30,040 SH SOLE 30,040
ALLTEL CORP COMMON 02003910 29,838 423,981 SH SOLE 423,981
ALPHARMA INC COMMON 02081310 11,196 317,053 SH SOLE 317,053
ALTERA CORP COMMON 02144110 2,755 63,520 SH SOLE 63,520
AMAZON COM INC COMMON 02313510 22 280 SH SOLE 280
AMBAC FINL GRO COMMON 02313910 158 3,330 SH SOLE 3,330
AMCOL INTL COR COMMON 02341W10 3,847 260,820 SH SOLE 260,820
AMCORE FINL IN COMMON 02391210 374 18,131 SH SOLE 18,131
AMEREN CORP COMMON 02360810 201 5,310 SH SOLE 5,310
AMERICA ONLINE COMMON 02364J10 107,423 1,032,290 SH SOLE 1,032,290
AMERICAN ANNUI COMMON 02384010 832 38,459 SH SOLE 38,459
AMERICAN EXPRE COMMON 02581610 54,840 406,220 SH SOLE 406,220
AMERICAN FREIG COMMON 02629V10 3,280 180,335 SH SOLE 180,335
AMERICAN GENER COMMON 02635110 432 6,830 SH SOLE 6,830
AMERICAN HOME COMMON 02660910 953 22,960 SH SOLE 22,960
AMERICAN INTL COMMON 02687410 47,622 547,767 SH SOLE 547,767
AMERICAN MGMT COMMON 02735210 7,386 287,880 SH SOLE 287,880
AMERICAN PWR C COMMON 02906610 4,943 260,180 SH SOLE 260,180
AMERICAN RETIR COMMON 02891310 189 19,300 SH SOLE 19,300
AMERICAN WTR W COMMON 03041110 158 5,470 SH SOLE 5,470
AMERICREDIT CO COMMON 03060R10 6,980 467,310 SH SOLE 467,310
AMERISOURCE HE COMMON 03071P10 6,530 275,690 SH SOLE 275,690
AMERITECH CORP COMMON 03095410 13,418 201,025 SH SOLE 201,025
AMETEK INC NEW COMMON 03110010 5,169 260,877 SH SOLE 260,877
AMGEN COMMON 03116210 12,236 150,140 SH SOLE 150,140
AMPHENOL CORP COMMON 03209510 473 9,550 SH SOLE 9,550
AMTRAN INC COMMON 03234G10 1,819 97,000 SH SOLE 97,000
ANALOG DEVICES COMMON 03265410 13,824 269,730 SH SOLE 269,730
ANCHOR BANCORP COMMON 03283910 141 8,700 SH SOLE 8,700
ANDREW CORP COMMON 03442510 4,568 262,890 SH SOLE 262,890
ANHEUSER BUSCH COMMON 03522910 9,470 135,160 SH SOLE 135,160
ANN TAYLOR STO COMMON 03611510 10,272 251,313 SH SOLE 251,313
AON CORP COMMON 03738910 266 9,010 SH SOLE 9,010
APACHE CORP COMMON 03741110 2,534 58,680 SH SOLE 58,680
APEX INC COMMON 03754810 2,414 129,200 SH SOLE 129,200
APOGEE ENTERPR COMMON 03759810 2,783 395,764 SH SOLE 395,764
APPLEBEES INTL COMMON 03789910 5,997 178,010 SH SOLE 178,010
APPLIED INDL T COMMON 03820C10 482 26,800 SH SOLE 26,800
APPLIED MATERI COMMON 03822210 43,298 557,330 SH SOLE 557,330
APTARGROUP INC COMMON 03833610 1,370 51,200 SH SOLE 51,200
ARNOLD INDS IN COMMON 04259510 128 10,159 SH SOLE 10,159
ARTESYN TECHNO COMMON 04312710 6,698 353,104 SH SOLE 353,104
ARVIN INDS INC COMMON 04333910 494 15,976 SH SOLE 15,976
ASSOCIATES FIR COMMON 04600810 463 12,866 SH SOLE 12,866
AT HOME CORP COMMON 04591910 90 2,180 SH SOLE 2,180
AT&T CORP COMMON 00195710 24,937 573,271 SH SOLE 573,271
ATLAS AIR INC COMMON 04916410 5,289 241,780 SH SOLE 241,780
ATMEL CORP COMMON 04951310 2,273 67,230 SH SOLE 67,230
ATMOS ENERGY C COMMON 04956010 176 7,300 SH SOLE 7,300
AURORA FOODS I COMMON 05164B10 1,933 120,800 SH SOLE 120,800
AUTHENTIC FITN COMMON 05266110 4,134 235,367 SH SOLE 235,367
AUTOLIV INC COMMON 05280010 87 2,300 SH SOLE 2,300
AVERY DENNISON COMMON 05361110 6,895 130,710 SH SOLE 130,710
AVIATION SALES COMMON 05367210 2,060 108,447 SH SOLE 108,447
AVIS RENT A CA COMMON 05379010 2,006 96,103 SH SOLE 96,103
AVNET INC COMMON 05380710 75 1,790 SH SOLE 1,790
AVON PRODS INC COMMON 05430310 4,642 187,100 SH SOLE 187,100
AZTAR CORP COMMON 05480210 252 24,600 SH SOLE 24,600
BACOU USA INC COMMON 05643910 42 2,494 SH SOLE 2,494
BAKER HUGHES I COMMON 05722410 119 4,100 SH SOLE 4,100
BALDOR ELEC CO COMMON 05774110 255 13,462 SH SOLE 13,462
BALL CORP COMMON 05849810 894 20,300 SH SOLE 20,300
BANCWEST CORP COMMON 05979010 959 23,600 SH SOLE 23,600
BANK AMER CORP COMMON 06050510 2,723 48,890 SH SOLE 48,890
BANK NEW YORK COMMON 06405710 622 18,590 SH SOLE 18,590
BANK ONE CORP COMMON 06423A10 502 14,410 SH SOLE 14,410
BANK UTD CORP COMMON 06541210 453 14,000 SH SOLE 14,000
BANTA CORP COMMON 06682110 480 21,511 SH SOLE 21,511
BARNES & NOBLE COMMON 06777410 2,016 77,520 SH SOLE 77,520
BARRETT RES CO COMMON 06848020 6,513 176,330 SH SOLE 176,330
BAXTER INTL IN COMMON 07181310 470 7,800 SH SOLE 7,800
BAY VIEW CAP C COMMON 07262L10 162 12,200 SH SOLE 12,200
BEAR STEARNS C COMMON 07390210 206 5,350 SH SOLE 5,350
BEBE STORES IN COMMON 07557110 1,710 70,900 SH SOLE 70,900
BED BATH & BEY COMMON 07589610 9,020 258,180 SH SOLE 258,180
BEDFORD PPTY I IS 07644630 435 25,800 SH SOLE 25,800
BELDEN INC COMMON 07745910 2,016 98,327 SH SOLE 98,327
BELL ATLANTIC COMMON 07785310 1,181 17,542 SH SOLE 17,542
BELLSOUTH CORP COMMON 07986010 9,764 216,980 SH SOLE 216,980
BELO A H CORP COMMON 08055510 66 3,430 SH SOLE 3,430
BEMIS INC COMMON 08143710 61 1,800 SH SOLE 1,800
BERKSHIRE HATH COMMON 08467020 48,850 26,320 SH SOLE 26,320
BEST FOODS COMMON 08658U10 169 3,470 SH SOLE 3,470
BIG FLOWER HLD COMMON 08915910 1,690 59,700 SH SOLE 59,700
BINDLY WESTN I COMMON 09032410 418 29,200 SH SOLE 29,200
BIOGEN N V COMMON 09059710 17,273 219,160 SH SOLE 219,160
BIOMATRIX INC COMMON 09060P10 3,766 167,833 SH SOLE 167,833
BIOMET INC COMMON 09061310 3,597 136,690 SH SOLE 136,690
BISYS GROUP IN COMMON 05547210 8,810 187,830 SH SOLE 187,830
BJS WHOLESALE COMMON 05548J10 2,825 95,560 SH SOLE 95,560
BLACK & DECKER COMMON 09179710 4,482 98,110 SH SOLE 98,110
BLACK HILLS PW COMMON 09211310 261 11,200 SH SOLE 11,200
BLANCH E W HOL COMMON 09321010 7,054 108,320 SH SOLE 108,320
BLOCK H & R IN COMMON 09367110 1,840 42,360 SH SOLE 42,360
BMC INDS INC M COMMON 05560710 2,501 203,087 SH SOLE 203,087
BMC SOFTWARE I COMMON 05592110 12,337 172,400 SH SOLE 172,400
BOB EVANS FARM COMMON 09676110 506 24,844 SH SOLE 24,844
BOEING CO COMMON 09702310 431 10,100 SH SOLE 10,100
BOK FINL CORP COMMON 05561Q20 2,361 121,100 SH SOLE 121,100
BORDERS GROUP COMMON 09970910 5,294 360,450 SH SOLE 360,450
BORG-WARNER AU COMMON 09972410 774 18,000 SH SOLE 18,000
BOSTON SCIENTI COMMON 10113710 3,818 154,250 SH SOLE 154,250
BOWNE & CO INC COMMON 10304310 289 23,800 SH SOLE 23,800
BRADY CORPORAT COMMON 10467410 4,966 155,190 SH SOLE 155,190
BRIGGS & STRAT COMMON 10904310 772 13,222 SH SOLE 13,222
BRINKER INTL I COMMON 10964110 73 2,700 SH SOLE 2,700
BRISTOL MYERS COMMON 11012210 162,758 2,411,230 SH SOLE 2,411,230
BROWN FORMAN D COMMON 11563720 139 2,230 SH SOLE 2,230
BRUNSWICK CORP COMMON 11704310 102 4,090 SH SOLE 4,090
BUCKEYE PARTNE LPTR 11823010 4 130 SH SOLE 130
BUCKLE INC COMMON 11844010 2,346 135,980 SH SOLE 135,980
BURLINGTON COA COMMON 12157910 4,425 224,070 SH SOLE 224,070
BURLINGTON RES COMMON 12201410 192 5,230 SH SOLE 5,230
BURNS INTL SVC COMMON 12237410 3,252 201,670 SH SOLE 201,670
BUSH BOAKE ALL COMMON 12316210 169 6,400 SH SOLE 6,400
C H ROBINSON W COMMON 12541W10 10,669 316,718 SH SOLE 316,718
CABLE DESIGN T COMMON 12692410 568 24,900 SH SOLE 24,900
CABLEVISION SY COMMON 12686C10 58 800 SH SOLE 800
CABOT INDUSTRI REIT 12707210 429 22,300 SH SOLE 22,300
CABOT OIL & GA COMMON 12709710 2,010 116,537 SH SOLE 116,537
CAL DIVE INTL COMMON 12791410 3,587 104,730 SH SOLE 104,730
CALLAWAY GOLF COMMON 13119310 559 45,900 SH SOLE 45,900
CAMBREX CORP COMMON 13201110 484 18,300 SH SOLE 18,300
CANANDAIGUA WI COMMON 13721920 2,814 47,100 SH SOLE 47,100
CAPITAL ONE FI COMMON 14040H10 242 6,200 SH SOLE 6,200
CARAUSTAR INDS COMMON 14090910 398 15,626 SH SOLE 15,626
CARDINAL HEALT COMMON 14149Y10 20,294 372,363 SH SOLE 372,363
CAREMARK RX IN COMMON 14170510 7,465 1,298,320 SH SOLE 1,298,320
CAREMATRIX COR COMMON 14170610 1,035 199,587 SH SOLE 199,587
CARLISLE CORP COMMON 14233910 133 3,360 SH SOLE 3,360
CAROLINA PWR & COMMON 14414110 121 3,430 SH SOLE 3,430
CASE EQUIPMENT COMMON 14743R10 83 1,660 SH SOLE 1,660
CASEYS GEN STO COMMON 14752810 512 38,212 SH SOLE 38,212
CATALINA MARKE COMMON 14886710 6,012 70,890 SH SOLE 70,890
CATHAY BANCORP COMMON 14915010 146 4,100 SH SOLE 4,100
CATO CORP NEW COMMON 14920510 2,443 173,350 SH SOLE 173,350
CB RICHARD ELL COMMON 12489L10 4,164 275,290 SH SOLE 275,290
CBS CORP COMMON 12490K10 306 6,610 SH SOLE 6,610
CCB FINL CORP COMMON 12487510 167 4,000 SH SOLE 4,000
CDW COMPUTER C COMMON 12512910 2,301 47,080 SH SOLE 47,080
CEC ENTMT INC COMMON 12513710 9,661 269,289 SH SOLE 269,289
CENTEX CONSTRU COMMON 15231R10 3,721 100,235 SH SOLE 100,235
CENTEX CORP COMMON 15231210 2,018 68,260 SH SOLE 68,260
CENTRAL NEWSPA COMMON 15464710 3,669 82,450 SH SOLE 82,450
CENTURYTEL INC COMMON 15670010 264 6,500 SH SOLE 6,500
CHAMPION ENTER COMMON 15849610 2,374 263,786 SH SOLE 263,786
CHARTER ONE FI COMMON 16090310 155 6,720 SH SOLE 6,720
CHASE MANHATTA COMMON 16161A10 2,128 28,230 SH SOLE 28,230
CHEESECAKE FAC COMMON 16307210 4,382 157,910 SH SOLE 157,910
CHELSEA GCA RL REIT 16326210 405 12,800 SH SOLE 12,800
CHEMFIRST INC COMMON 16361A10 183 6,711 SH SOLE 6,711
CHEVRON CORP COMMON 16675110 1,926 21,700 SH SOLE 21,700
CHIREX INC COMMON 17003810 5,813 225,200 SH SOLE 225,200
CHIRON CORP COMMON 17004010 25 910 SH SOLE 910
CHITTENDEN COR COMMON 17022810 234 8,195 SH SOLE 8,195
CHUBB CORP COMMON 17123210 197 3,960 SH SOLE 3,960
CHURCH & DWIGH COMMON 17134010 8,354 334,140 SH SOLE 334,140
CIGNA CORP COMMON 12550910 443 5,700 SH SOLE 5,700
CINERGY CORP COMMON 17247410 203 7,160 SH SOLE 7,160
CINTAS CORP COMMON 17290810 3,303 57,140 SH SOLE 57,140
CIRCUIT CITY S COMMON 17273710 7,506 177,920 SH SOLE 177,920
CISCO SYSTEMS COMMON 17275R10 242,673 3,539,447 SH SOLE 3,539,447
CITIGROUP INC COMMON 17296710 19,638 446,307 SH SOLE 446,307
CITIZENS UTILS COMMON 17734220 135 11,930 SH SOLE 11,930
CITRIX SYS INC COMMON 17737610 6,739 108,810 SH SOLE 108,810
CITY NATL CORP COMMON 17856610 64 1,900 SH SOLE 1,900
CK WITCO CORP COMMON 12562C10 338 22,735 SH SOLE 22,735
CLAIRES STORES COMMON 17958410 1,346 81,290 SH SOLE 81,290
CLARCOR INC COMMON 17989510 289 17,180 SH SOLE 17,180
CLECO CORP NEW COMMON 12561W10 558 17,200 SH SOLE 17,200
CLEVELAND CLIF COMMON 18589610 212 6,800 SH SOLE 6,800
CLOROX CO COMMON 18905410 6 160 SH SOLE 160
CMS ENERGY COR COMMON 12589610 164 4,830 SH SOLE 4,830
CNF TRANSN INC COMMON 12612W10 59 1,580 SH SOLE 1,580
COASTAL CORP COMMON 19044110 331 8,090 SH SOLE 8,090
COCA COLA CO COMMON 19121610 457 9,470 SH SOLE 9,470
COHERENT INC COMMON 19247910 718 32,200 SH SOLE 32,200
COLGATE PALMOL COMMON 19416210 17,654 385,880 SH SOLE 385,880
COLUMBIA/HCA H COMMON 19767710 273 12,900 SH SOLE 12,900
COM21 INC COMMON 20593710 2,036 156,600 SH SOLE 156,600
COMAIR CORP COMMON 19978910 20 1,200 SH SOLE 1,200
COMCAST CORP COMMON 20030020 66,768 1,674,430 SH SOLE 1,674,430
COMDISCO INC COMMON 20033610 73 3,760 SH SOLE 3,760
COMMERCE BANCO COMMON 20051910 7,388 178,017 SH SOLE 178,017
COMMERCE BANCS COMMON 20052510 79 2,230 SH SOLE 2,230
COMMERCIAL MET COMMON 20172310 262 9,100 SH SOLE 9,100
COMMONWEALTH T COMMON 20334910 3,886 88,320 SH SOLE 88,320
COMMSCOPE INC COMMON 20337210 11,098 341,462 SH SOLE 341,462
COMPAQ COMPUTE COMMON 20449310 345 15,100 SH SOLE 15,100
COMPASS BANCSH COMMON 20449H10 65 2,610 SH SOLE 2,610
COMPUTER ASSOC COMMON 20491210 12,077 197,580 SH SOLE 197,580
COMVERSE TECHN COMMON 20586240 22,643 240,085 SH SOLE 240,085
CONAGRA INC COMMON 20588710 262 11,600 SH SOLE 11,600
CONCORD COMMUN COMMON 20618610 9,152 230,247 SH SOLE 230,247
CONCORD EFS IN COMMON 20619710 4,177 202,500 SH SOLE 202,500
CONECTIV INC COMMON 20682910 99 5,040 SH SOLE 5,040
CONMED CORP COMMON 20741010 681 27,800 SH SOLE 27,800
CONSOLIDATED E COMMON 20911510 326 7,860 SH SOLE 7,860
CONSOLIDATED N COMMON 20961510 329 5,270 SH SOLE 5,270
CONSOLIDATED P COMMON 20975910 71 2,640 SH SOLE 2,640
CONSTELLATION COMMON 21037110 124 4,400 SH SOLE 4,400
COOPER TIRE & COMMON 21683110 73 4,150 SH SOLE 4,150
COPART INC COMMON 21720410 3,635 197,153 SH SOLE 197,153
CORDANT TECHNO COMMON 21841210 29 960 SH SOLE 960
CORN PRODS INT COMMON 21902310 734 24,100 SH SOLE 24,100
CORNING INC COMMON 21935010 22,568 329,160 SH SOLE 329,160
CORUS BANKSHAR COMMON 22087310 236 9,200 SH SOLE 9,200
COSTCO WHSL CO COMMON 22160K10 22,939 318,600 SH SOLE 318,600
COUNTRYWIDE CR COMMON 22237210 186 5,770 SH SOLE 5,770
COVENTRY HEALT COMMON 22286210 366 38,500 SH SOLE 38,500
COX COMMUNICAT COMMON 22404410 93 2,230 SH SOLE 2,230
CROSS TIMBERS COMMON 22757310 5,143 380,960 SH SOLE 380,960
CROSSMANN CMNT COMMON 22764E10 1,300 79,700 SH SOLE 79,700
CSK AUTO CORP COMMON 12596510 3,831 175,630 SH SOLE 175,630
CSS INDS INC COMMON 12590610 117 5,100 SH SOLE 5,100
CULLEN FROST B COMMON 22989910 1,710 68,400 SH SOLE 68,400
CVB FINL CORP COMMON 12660010 4,015 151,500 SH SOLE 151,500
CVS CORP COMMON 12665010 22,901 561,130 SH SOLE 561,130
CYBEX CORP COMMON 23252210 4,993 149,610 SH SOLE 149,610
CYPRESS SEMICO COMMON 23280610 8,368 389,210 SH SOLE 389,210
CYTEC INDS INC COMMON 23282010 693 29,500 SH SOLE 29,500
D R HORTON INC COMMON 23331A10 2,267 175,200 SH SOLE 175,200
DAISYTEK INTL COMMON 23405310 103 7,347 SH SOLE 7,347
DAL-TILE INTL COMMON 23426R10 2,997 377,534 SH SOLE 377,534
DALLAS SEMICON COMMON 23520410 307 5,750 SH SOLE 5,750
DANA CORP COMMON 23581110 304 8,180 SH SOLE 8,180
DANAHER CORP COMMON 23585110 8,333 158,160 SH SOLE 158,160
DATASCOPE CORP COMMON 23811310 520 14,800 SH SOLE 14,800
DE LUXE CHECK COMMON 24801910 129 3,800 SH SOLE 3,800
DELL COMPUTER COMMON 24702510 78,021 1,865,980 SH SOLE 1,865,980
DELPHI AUTOMOT COMMON 24712610 144 8,972 SH SOLE 8,972
DELTA AIR LINE COMMON 24736110 188 3,870 SH SOLE 3,870
DEVELOPERS DIV REIT 25159110 606 43,300 SH SOLE 43,300
DEVON ENERGY C COMMON 25179M10 2,806 67,710 SH SOLE 67,710
DEVRY INC DEL COMMON 25189310 2,142 107,090 SH SOLE 107,090
DEXTER CORP COMMON 25216510 7,649 204,996 SH SOLE 204,996
DIEBOLD INC COMMON 25365110 78 3,360 SH SOLE 3,360
DII GROUP INC COMMON 23294910 267 7,582 SH SOLE 7,582
DIME CMNTY BAN COMMON 25392210 647 31,200 SH SOLE 31,200
DOLLAR TREE ST COMMON 25674710 5,103 127,765 SH SOLE 127,765
DOMINION RES I COMMON 25747010 338 7,500 SH SOLE 7,500
DONALDSON INC COMMON 25765110 5,107 220,257 SH SOLE 220,257
DONNELLEY R R COMMON 25786710 152 5,270 SH SOLE 5,270
DORAL FINL COR COMMON 25811P10 4,783 357,640 SH SOLE 357,640
DOUBLECLICK IN COMMON 25860930 83 700 SH SOLE 700
DOVER CORP COMMON 26000310 319 7,810 SH SOLE 7,810
DOW CHEMICAL C COMMON 26054310 1,208 10,630 SH SOLE 10,630
DOW JONES & CO COMMON 26056110 2,180 40,850 SH SOLE 40,850
DOWNEY FINL CO COMMON 26101810 340 16,900 SH SOLE 16,900
DPL INC COMMON 23329310 130 7,360 SH SOLE 7,360
DQE INC COMMON 23329J10 199 5,080 SH SOLE 5,080
DSP COMMUNICAT COMMON 23332K10 6,405 337,089 SH SOLE 337,089
DST SYS INC DE COMMON 23332610 2,463 43,310 SH SOLE 43,310
DTE ENERGY CO COMMON 23333110 236 6,500 SH SOLE 6,500
DU PONT E I DE COMMON 26353410 427 7,060 SH SOLE 7,060
DUKE POWER CO COMMON 26439910 687 12,470 SH SOLE 12,470
DURA AUTOMOTIV COMMON 26590310 120 5,000 SH SOLE 5,000
DURA PHARMACEU COMMON 26632S10 610 43,800 SH SOLE 43,800
DYNEGY INC COMMON 26816L10 35 1,680 SH SOLE 1,680
E M C CORP COMMON 26864810 34,734 486,640 SH SOLE 486,640
E TOWN COMMON 26924210 690 13,900 SH SOLE 13,900
EAGLE USA AIRF COMMON 27001810 5,006 167,203 SH SOLE 167,203
EASTGROUP PPTY IS 27727610 279 15,400 SH SOLE 15,400
EASTMAN CHEM C COMMON 27743210 98 2,460 SH SOLE 2,460
EATON CORP COMMON 27805810 299 3,460 SH SOLE 3,460
ECOLAB INC COMMON 27886510 7,640 223,880 SH SOLE 223,880
EDISON INTL COMMON 28102010 201 8,280 SH SOLE 8,280
EG & G INC COMMON 26845710 1,280 32,200 SH SOLE 32,200
EL PASO ENERGY COMMON 28390510 209 5,200 SH SOLE 5,200
ELECTRO SCIENT COMMON 28522910 368 6,900 SH SOLE 6,900
ELECTRONIC ART COMMON 28551210 5,788 79,970 SH SOLE 79,970
ELECTRONIC DAT COMMON 28566110 482 9,100 SH SOLE 9,100
ELECTRONICS FO COMMON 28608210 12,713 247,310 SH SOLE 247,310
EMERSON ELECTR COMMON 29101110 1,204 19,060 SH SOLE 19,060
ENERGEN CORP COMMON 29265N10 585 28,900 SH SOLE 28,900
ENGELHARD CORP COMMON 29284510 44 2,410 SH SOLE 2,410
ENRON CORP COMMON 29356110 4,758 115,860 SH SOLE 115,860
ENSCO INTL INC COMMON 26874Q10 51 2,800 SH SOLE 2,800
ENTERGY CORP N COMMON 29364G10 166 5,750 SH SOLE 5,750
ETHAN ALLEN IN COMMON 29760210 7,741 243,320 SH SOLE 243,320
EVEREST REINS COMMON 29980810 45 1,900 SH SOLE 1,900
EVERGREEN RES COMMON 29990030 3,662 152,200 SH SOLE 152,200
EXCEL SWITCHIN COMMON 30067V10 4,681 130,480 SH SOLE 130,480
EXPEDITORS INT COMMON 30213010 2,306 71,860 SH SOLE 71,860
EXPRESS SCRIPT COMMON 30218210 13,830 176,740 SH SOLE 176,740
EXTENDED STAY COMMON 30224P10 4,417 490,830 SH SOLE 490,830
EXXON CORP COMMON 30229010 4,717 62,060 SH SOLE 62,060
F & M NATL COR COMMON 30237410 346 13,300 SH SOLE 13,300
F M C CORP COMMON 30249130 66 1,370 SH SOLE 1,370
F&M BANCORPORA COMMON 30237110 348 10,025 SH SOLE 10,025
FAIRFIELD CMNT COMMON 30423130 3,874 354,180 SH SOLE 354,180
FAMILY DOLLAR COMMON 30700010 7,972 377,360 SH SOLE 377,360
FEDERAL NATL M COMMON 31358610 1,294 20,640 SH SOLE 20,640
FEDERATED DEPT COMMON 31410H10 473 10,820 SH SOLE 10,820
FEDERATED INVS COMMON 31421110 1,942 112,570 SH SOLE 112,570
FERRO CORP COMMON 31540510 592 27,800 SH SOLE 27,800
FIDELITY NAT F COMMON 31632610 224 14,720 SH SOLE 14,720
FIFTH THIRD BA COMMON 31677310 17,003 279,450 SH SOLE 279,450
FINANCIAL FED COMMON 31749210 3,338 178,020 SH SOLE 178,020
FINANCIAL SEC COMMON 31769P10 86 1,660 SH SOLE 1,660
FINOVA GROUP I COMMON 31792810 83 2,280 SH SOLE 2,280
FIRST AMERN FI COMMON 31852230 542 40,501 SH SOLE 40,501
FIRST CHARTER COMMON 31943910 222 12,700 SH SOLE 12,700
FIRST CITIZENS COMMON 31946M10 215 2,800 SH SOLE 2,800
FIRST DATA COR COMMON 31996310 359 8,190 SH SOLE 8,190
FIRST FED CAP COMMON 31996010 2,315 149,333 SH SOLE 149,333
FIRST SEC CORP COMMON 33629410 205 8,600 SH SOLE 8,600
FIRST SENTINEL COMMON 33640T10 354 45,300 SH SOLE 45,300
FIRST TENN NAT COMMON 33716210 7,078 251,650 SH SOLE 251,650
FIRST UTD BANC COMMON 33741E10 263 14,800 SH SOLE 14,800
FIRST VA BANKS COMMON 33747710 53 1,220 SH SOLE 1,220
FIRST WASH BAN COMMON 33748T10 167 9,530 SH SOLE 9,530
FIRSTAR CORP N COMMON 33763V10 22,675 884,864 SH SOLE 884,864
FIRSTMERIT COR COMMON 33791510 62 2,440 SH SOLE 2,440
FLAGSTAR BANCO COMMON 33793010 146 9,527 SH SOLE 9,527
FLEET FINANCIA COMMON 33891510 591 16,150 SH SOLE 16,150
FLORIDA EAST C COMMON 34063210 2,467 78,800 SH SOLE 78,800
FLORIDA PROGRE COMMON 34110910 190 4,110 SH SOLE 4,110
FOOTSTAR INC COMMON 34491210 191 5,412 SH SOLE 5,412
FORD MOTOR CO COMMON 34537010 2,059 40,970 SH SOLE 40,970
FOREST CITY EN COMMON 34555010 426 19,100 SH SOLE 19,100
FOREST LABS IN COMMON 34583810 6,026 143,060 SH SOLE 143,060
FOREST OIL COR COMMON 34609160 4,746 278,180 SH SOLE 278,180
FORTUNE BRANDS COMMON 34963110 240 7,430 SH SOLE 7,430
FPL GROUP INC COMMON 30257110 391 7,760 SH SOLE 7,760
FRANKLIN ELEC COMMON 35351410 3,774 57,180 SH SOLE 57,180
FRANKLIN RESOU COMMON 35461310 55 1,800 SH SOLE 1,800
FREDDIE MAC COMMON 31340030 37,469 720,560 SH SOLE 720,560
FRITZ COS INC COMMON 35884610 148 14,300 SH SOLE 14,300
FURNITURE BRAN COMMON 36092110 5,348 271,640 SH SOLE 271,640
GANNETT INC COMMON 36473010 575 8,310 SH SOLE 8,310
GAP INC COMMON 36476010 151 4,726 SH SOLE 4,726
GELTEX PHARMAC COMMON 36853810 85 7,600 SH SOLE 7,600
GENCORP INC COMMON 36868210 646 35,300 SH SOLE 35,300
GENERAL DYNAMI COMMON 36955010 433 6,930 SH SOLE 6,930
GENERAL ELECTR COMMON 36960410 324,142 2,733,930 SH SOLE 2,733,930
GENERAL INSTR COMMON 37012010 6,766 140,950 SH SOLE 140,950
GENERAL MILLS COMMON 37033410 7,588 93,530 SH SOLE 93,530
GENERAL MTRS C COMMON 37044210 1,054 16,740 SH SOLE 16,740
GENERAL SEMICO COMMON 37078710 5,124 496,858 SH SOLE 496,858
GENTEX CORP COMMON 37190110 8,269 400,300 SH SOLE 400,300
GENUINE PARTS COMMON 37246010 194 7,290 SH SOLE 7,290
GENZYME CORP COMMON 37291710 1,658 36,790 SH SOLE 36,790
GEON CO COMMON 37246W10 346 13,450 SH SOLE 13,450
GEORGIA PAC CO COMMON 37329810 186 4,600 SH SOLE 4,600
GERBER SCIENTI COMMON 37373010 199 8,900 SH SOLE 8,900
GIBRALTAR STL COMMON 37476F10 2,085 99,000 SH SOLE 99,000
GILEAD SCIENCE COMMON 37555810 9,942 154,890 SH SOLE 154,890
GILLETTE COMPA COMMON 37576610 131 3,850 SH SOLE 3,850
GLATFELTER P H COMMON 37731610 466 28,361 SH SOLE 28,361
GLENBOROUGH RL REIT 37803P10 495 30,000 SH SOLE 30,000
GLIATECH INC COMMON 37929C10 3,747 218,810 SH SOLE 218,810
GLOBAL INDS LT COMMON 37933610 226 27,800 SH SOLE 27,800
GLOBAL MARINE COMMON 37935240 39 2,400 SH SOLE 2,400
GO2NET INC COMMON 38348610 9,097 140,500 SH SOLE 140,500
GOLDEN WEST FI COMMON 38131710 217 2,210 SH SOLE 2,210
GOODRICH B F C COMMON 38238810 122 4,190 SH SOLE 4,190
GOODYS FAMILY COMMON 38258810 1,636 202,900 SH SOLE 202,900
GPU INC COMMON 36225X10 190 5,810 SH SOLE 5,810
GRACE W R & CO COMMON 38388F10 5,789 353,527 SH SOLE 353,527
GRANITE CONSTR COMMON 38732810 2,579 98,950 SH SOLE 98,950
GREAT ATL & PA COMMON 39006410 1,127 37,185 SH SOLE 37,185
GREAT LAKES CH COMMON 39056810 77 2,010 SH SOLE 2,010
GREATER BAY BA COMMON 39164810 3,691 108,950 SH SOLE 108,950
GROUP 1 AUTOMO COMMON 39890510 3,242 177,053 SH SOLE 177,053
GROUP MAINTENA COMMON 39943E10 3,691 295,270 SH SOLE 295,270
GTE CORP COMMON 36232010 1,950 25,360 SH SOLE 25,360
GTECH HOLDINGS COMMON 40051810 223 10,400 SH SOLE 10,400
GUIDANT CORP COMMON 40169810 16,697 311,360 SH SOLE 311,360
GUITAR CTR MGM COMMON 40204010 2,860 303,020 SH SOLE 303,020
GYMBOREE CORP COMMON 40377710 1,488 216,500 SH SOLE 216,500
HADCO CORP COMMON 40468110 5,036 116,443 SH SOLE 116,443
HAEMONETICS CO COMMON 40502410 306 15,533 SH SOLE 15,533
HALLIBURTON CO COMMON 40621610 246 6,000 SH SOLE 6,000
HAMBRECHT & QU COMMON 40654510 6,688 137,180 SH SOLE 137,180
HAMILTON BANCO COMMON 40701310 132 6,200 SH SOLE 6,200
HANGER ORTHOPE COMMON 41043F20 2,622 180,800 SH SOLE 180,800
HANNA M A CO COMMON 41052210 111 9,723 SH SOLE 9,723
HANNAFORD BROS COMMON 41055010 111 1,580 SH SOLE 1,580
HARBOR FLA BAN COMMON 41190110 435 35,692 SH SOLE 35,692
HARCOURT GEN I COMMON 41163G10 89 2,140 SH SOLE 2,140
HARLAND JOHN H COMMON 41269310 186 9,570 SH SOLE 9,570
HARLEY DAVIDSO COMMON 41282210 9,395 187,660 SH SOLE 187,660
HARMAN INTL IN COMMON 41308610 696 16,544 SH SOLE 16,544
HARRAHS ENTMT COMMON 41361910 78 2,820 SH SOLE 2,820
HARSCO CORP COMMON 41586410 597 21,600 SH SOLE 21,600
HARTFORD LIFE COMMON 41659210 4,184 84,950 SH SOLE 84,950
HASBRO BRADLEY COMMON 41805610 118 5,500 SH SOLE 5,500
HAVERTY FURNIT COMMON 41959610 1,826 125,900 SH SOLE 125,900
HAWAIIAN ELEC COMMON 41987010 852 24,200 SH SOLE 24,200
HCC INS HLDGS COMMON 40413210 536 31,900 SH SOLE 31,900
HEALTH CARE RE REIT 42217K10 532 26,600 SH SOLE 26,600
HEALTHCARE RLT REIT 42194610 550 29,328 SH SOLE 29,328
HEINZ H J CO COMMON 42307410 419 9,750 SH SOLE 9,750
HELLER FINANCI COMMON 42332810 0 1 SH SOLE 1
HELMERICH & PA COMMON 42345210 630 24,900 SH SOLE 24,900
HENRY JACK & A COMMON 42628110 4,701 127,270 SH SOLE 127,270
HERTZ CORP COMMON 42804010 1,166 26,500 SH SOLE 26,500
HEWLETT PACKAR COMMON 42823610 26,887 296,270 SH SOLE 296,270
HOLLYWOOD ENTM COMMON 43614110 4,772 318,140 SH SOLE 318,140
HOLLYWOOD PK I IU 43625510 3,502 227,786 SH SOLE 227,786
HOME DEPOT INC COMMON 43707610 128,126 1,867,050 SH SOLE 1,867,050
HONEYWELL INC COMMON 43850610 398 3,580 SH SOLE 3,580
HORACE MANN ED COMMON 44032710 627 24,300 SH SOLE 24,300
HORMEL GEO A & COMMON 44045210 95 2,290 SH SOLE 2,290
HOUGHTON MIFFL COMMON 44156010 5,586 137,500 SH SOLE 137,500
HOUSTON EXPL C COMMON 44212010 2,201 101,500 SH SOLE 101,500
HOWMET INTERNA COMMON 44320810 1,064 75,970 SH SOLE 75,970
HSB GROUP INC COMMON 40428N10 7,182 204,116 SH SOLE 204,116
HUGHES SUPPLY COMMON 44448210 254 11,700 SH SOLE 11,700
HUNTINGTON BAN COMMON 44615010 138 5,200 SH SOLE 5,200
HUSSMANN INTL COMMON 44811010 491 28,900 SH SOLE 28,900
HUTCHINSON TEC COMMON 44840710 302 11,199 SH SOLE 11,199
IBP INC COMMON 44922310 93 3,780 SH SOLE 3,780
IDACORP INC COMMON 45110710 708 23,500 SH SOLE 23,500
IDEC PHARMACEU COMMON 44937010 11,562 122,960 SH SOLE 122,960
IDEX CORP COMMON 45167R10 4,550 160,710 SH SOLE 160,710
IHOP CORP COMMON 44962310 683 33,737 SH SOLE 33,737
IMATION CORP COMMON 45245A10 812 26,200 SH SOLE 26,200
IMCO RECYCLING COMMON 44968110 71 4,709 SH SOLE 4,709
IMRGLOBAL CORP COMMON 45321W10 1,908 231,223 SH SOLE 231,223
INDEPENDENCE C COMMON 45341410 553 46,300 SH SOLE 46,300
INDYMAC MTG HL REIT 45660710 534 35,600 SH SOLE 35,600
INFORMIX CORP COMMON 45677910 2,069 260,700 SH SOLE 260,700
INGERSOLL RAND COMMON 45686610 305 5,550 SH SOLE 5,550
INGRAM MICRO I COMMON 45715310 1,623 126,090 SH SOLE 126,090
INNKEEPERS USA REIT 4576J010 354 42,600 SH SOLE 42,600
INSIGHT ENTERP COMMON 45765U10 4,774 146,890 SH SOLE 146,890
INTEGRATED DEV COMMON 45811810 808 43,700 SH SOLE 43,700
INTEGRATED ELE COMMON 45811E10 299 18,900 SH SOLE 18,900
INTEL CORP COMMON 45814010 202,352 2,722,990 SH SOLE 2,722,990
INTERIM SERVIC COMMON 45868P10 3,891 237,610 SH SOLE 237,610
INTERMEDIA COM COMMON 45880110 7,362 338,470 SH SOLE 338,470
INTERMET CORP COMMON 45881K10 147 17,300 SH SOLE 17,300
INTERNATIONAL COMMON 45920010 116,632 963,904 SH SOLE 963,904
INTERNATIONAL COMMON 45965510 4,032 230,390 SH SOLE 230,390
INTERNATIONAL COMMON 45969810 3,301 100,800 SH SOLE 100,800
INTERNATIONAL COMMON 46005310 2,198 40,420 SH SOLE 40,420
INTERNATIONAL COMMON 46014610 303 6,300 SH SOLE 6,300
INTERPOOL INC COMMON 46062R10 145 19,000 SH SOLE 19,000
INTERPUBLIC GR COMMON 46069010 13,283 322,980 SH SOLE 322,980
INTERVOICE-BRI COMMON 46114210 3,376 305,151 SH SOLE 305,151
INTERWEST BANC COMMON 46093110 249 12,000 SH SOLE 12,000
INTUIT COMMON 46120210 9,053 103,280 SH SOLE 103,280
INVACARE CORP COMMON 46120310 291 14,900 SH SOLE 14,900
INVESTORS FINA COMMON 46191510 7,931 230,710 SH SOLE 230,710
IRWIN FINL COR COMMON 46411910 3,586 178,730 SH SOLE 178,730
ITT INDS INC I COMMON 45091110 49 1,530 SH SOLE 1,530
IVEX PACKAGING COMMON 46585510 131 13,100 SH SOLE 13,100
JACOBS ENGINEE COMMON 46981410 518 15,941 SH SOLE 15,941
JAKKS PAC INC COMMON 47012E10 4,476 119,350 SH SOLE 119,350
JEFFERSON PILO COMMON 47507010 371 5,870 SH SOLE 5,870
JLG INDS INC COMMON 46621010 3,896 256,527 SH SOLE 256,527
JOHN NUVEEN CO COMMON 47803510 2,885 77,050 SH SOLE 77,050
JOHNSON & JOHN COMMON 47816010 88,112 959,040 SH SOLE 959,040
JOHNSON CTLS I COMMON 47836610 265 3,990 SH SOLE 3,990
JONES APPAREL COMMON 48007410 3,703 128,800 SH SOLE 128,800
JONES INTERCAB COMMON 48020620 1,427 26,400 SH SOLE 26,400
JSB FINANCIAL COMMON 46624M10 365 6,380 SH SOLE 6,380
JUSTIN INDS IN COMMON 48217110 130 9,144 SH SOLE 9,144
KANSAS CITY LI COMMON 48483610 193 5,300 SH SOLE 5,300
KANSAS CITY PW COMMON 48513410 84 3,480 SH SOLE 3,480
KAUFMAN&BROAD COMMON 48616810 2,730 132,340 SH SOLE 132,340
KELLWOOD CO COMMON 48804410 199 9,056 SH SOLE 9,056
KELLY SVCS INC COMMON 48815220 669 22,200 SH SOLE 22,200
KEMET CORP COMMON 48836010 5,444 170,290 SH SOLE 170,290
KENNAMETAL INC COMMON 48917010 411 15,900 SH SOLE 15,900
KENT ELECTRS C COMMON 49055310 4,347 234,980 SH SOLE 234,980
KIMBALL INTL I COMMON 49427410 375 19,460 SH SOLE 19,460
KIMBERLY CLARK COMMON 49436810 534 10,130 SH SOLE 10,130
KING PHARMACEU COMMON 49558210 4,914 140,390 SH SOLE 140,390
KING WORLD PRO COMMON 49566710 93 2,470 SH SOLE 2,470
KNIGHT RIDDER COMMON 49904010 197 3,580 SH SOLE 3,580
KOHLS CORP COMMON 50025510 15,172 229,450 SH SOLE 229,450
KROGER CO COMMON 50104410 37,570 1,702,870 SH SOLE 1,702,870
KRONOS INC COMMON 50105210 6,871 187,290 SH SOLE 187,290
LA Z BOY INC COMMON 50533610 3,678 192,940 SH SOLE 192,940
LACLEDE GAS CO COMMON 50558810 411 18,081 SH SOLE 18,081
LAKEHEAD PIPE UNIT 51155710 4 90 SH SOLE 90
LANCE INC COMMON 51460610 162 12,385 SH SOLE 12,385
LANDS END INC COMMON 51508610 639 9,680 SH SOLE 9,680
LANDSTAR SYS I COMMON 51509810 667 19,200 SH SOLE 19,200
LASER VISION C COMMON 51807H10 1,908 135,950 SH SOLE 135,950
LASON INC COMMON 51808R10 5,498 123,460 SH SOLE 123,460
LAUDER ESTEE C COMMON 51843910 4,304 110,170 SH SOLE 110,170
LEAR CORP COMMON 52186510 114 3,250 SH SOLE 3,250
LEGATO SYS INC COMMON 52465110 8,655 198,530 SH SOLE 198,530
LEGG MASON INC COMMON 52490110 125 3,250 SH SOLE 3,250
LEGGETT & PLAT COMMON 52466010 158 8,000 SH SOLE 8,000
LEHMAN BROS HL COMMON 52490810 201 3,440 SH SOLE 3,440
LENNAR CORP COMMON 52605710 486 30,500 SH SOLE 30,500
LEUCADIA NATL COMMON 52728810 517 24,600 SH SOLE 24,600
LEVEL 3 COMMUN COMMON 52729N10 292 5,600 SH SOLE 5,600
LEXMARK INTL G COMMON 52977110 22,968 285,320 SH SOLE 285,320
LG&E ENERGY CO COMMON 50191710 130 6,110 SH SOLE 6,110
LIBBEY INC COMMON 52989810 3,854 130,360 SH SOLE 130,360
LIBERTY FINL C COMMON 53051210 483 22,000 SH SOLE 22,000
LIFEPOINT HOSP COMMON 53219L10 3 382 SH SOLE 382
LILLY ELI & CO COMMON 53245710 12,506 194,840 SH SOLE 194,840
LILLY INDUSTRI COMMON 53249110 1,886 138,450 SH SOLE 138,450
LIMITED INC COMMON 53271610 2,322 60,700 SH SOLE 60,700
LINCOLN ELEC H COMMON 53390010 426 20,400 SH SOLE 20,400
LINEAR TECHNOL COMMON 53567810 7,224 122,900 SH SOLE 122,900
LINENS N THING COMMON 53567910 8,068 239,065 SH SOLE 239,065
LIPOSOME CO IN COMMON 53631010 2,912 382,624 SH SOLE 382,624
LITTON INDS IN COMMON 53802110 81 1,480 SH SOLE 1,480
LIZ CLAIBORNE COMMON 53932010 91 2,930 SH SOLE 2,930
LNR PPTY CORP COMMON 50194010 2,289 112,350 SH SOLE 112,350
LONE STAR STEA COMMON 54230710 170 22,120 SH SOLE 22,120
LONGVIEW FIBRE COMMON 54321310 455 36,600 SH SOLE 36,600
LOUIS DREYFUS COMMON 54601110 587 27,400 SH SOLE 27,400
LOWES COS INC COMMON 54866110 27,077 555,420 SH SOLE 555,420
LSI LOGIC CORP COMMON 50216110 3,412 65,620 SH SOLE 65,620
LUBYS INC COMMON 54928210 149 12,930 SH SOLE 12,930
LUCENT TECHNOL COMMON 54946310 592 9,130 SH SOLE 9,130
LYCOS INC COMMON 55081810 7,719 154,000 SH SOLE 154,000
M & T BK CORP COMMON 55261F10 69 150 SH SOLE 150
M S CARRIERS I COMMON 55353310 437 18,200 SH SOLE 18,200
MACROMEDIA INC COMMON 55610010 2,598 63,550 SH SOLE 63,550
MALLINCKRODT G COMMON 56123210 111 3,680 SH SOLE 3,680
MANITOWOC INC COMMON 56357110 8,044 235,709 SH SOLE 235,709
MARK IV INDS I COMMON 57038710 553 27,985 SH SOLE 27,985
MARSH & MCLENN COMMON 57174810 540 7,880 SH SOLE 7,880
MARSHALL & ILS COMMON 57183410 259 4,540 SH SOLE 4,540
MASCO CORP COMMON 57459910 296 9,550 SH SOLE 9,550
MASTEC INC COMMON 57632310 4,664 158,430 SH SOLE 158,430
MASTECH CORP COMMON 57632N10 4,380 324,470 SH SOLE 324,470
MATTEL INC COMMON 57708110 3,402 179,030 SH SOLE 179,030
MATTHEWS INTL COMMON 57712810 4,709 156,300 SH SOLE 156,300
MAXIMUS INC COMMON 57793310 3,774 126,060 SH SOLE 126,060
MAY DEPT STORE COMMON 57777810 420 11,530 SH SOLE 11,530
MAYTAG CO COMMON 57859210 3,814 114,490 SH SOLE 114,490
MBIA INC COMMON 55262C10 157 3,370 SH SOLE 3,370
MBNA CORP COMMON 55262L10 11,365 498,210 SH SOLE 498,210
MCCLATCHY NEWS COMMON 57948910 25 700 SH SOLE 700
MCCORMICK & CO COMMON 57978020 152 4,600 SH SOLE 4,600
MCDONALDS CORP COMMON 58013510 1,114 25,750 SH SOLE 25,750
MCGRATH RENTCO COMMON 58058910 196 10,900 SH SOLE 10,900
MCGRAW HILL IN COMMON 58064510 4,526 93,560 SH SOLE 93,560
MCI WORLDCOM I COMMON 55268B10 112,499 1,565,200 SH SOLE 1,565,200
MCLEOD INC COMMON 58226610 5,558 130,580 SH SOLE 130,580
MDU RES GROUP COMMON 55269010 4,032 179,183 SH SOLE 179,183
MEAD CORP COMMON 58283410 166 4,830 SH SOLE 4,830
MEDIA GEN INC COMMON 58440410 958 18,700 SH SOLE 18,700
MEDIAONE GROUP COMMON 58440J10 618 9,040 SH SOLE 9,040
MEDICAL ASSURN COMMON 58449U10 445 17,736 SH SOLE 17,736
MEDIMMUNE INC COMMON 58469910 22,216 222,930 SH SOLE 222,930
MELLON BK CORP COMMON 58550910 578 17,200 SH SOLE 17,200
MEMBERWORKS IN COMMON 58600210 4,042 121,100 SH SOLE 121,100
MENS WEARHOUSE COMMON 58711810 7,116 330,999 SH SOLE 330,999
MENTOR GRAPHIC COMMON 58720010 222 25,886 SH SOLE 25,886
MERCANTILE BAN COMMON 58740510 51 1,640 SH SOLE 1,640
MERCK & CO INC COMMON 58933110 168,953 2,606,800 SH SOLE 2,606,800
MERCURY INTERA COMMON 58940510 19,427 300,900 SH SOLE 300,900
MEREDITH CORP COMMON 58943310 2,632 72,470 SH SOLE 72,470
MERISTAR HOSPI REIT 58984Y10 952 61,900 SH SOLE 61,900
MERITOR AUTOMO COMMON 59000G10 980 46,950 SH SOLE 46,950
MERRILL LYNCH COMMON 59018810 593 8,800 SH SOLE 8,800
MESABA HLDGS I COMMON 59066B10 3,110 264,650 SH SOLE 264,650
METALS USA INC COMMON 59132410 268 26,300 SH SOLE 26,300
METHODE ELECTR COMMON 59152020 431 22,851 SH SOLE 22,851
METRIS COS INC COMMON 59159810 7,302 247,520 SH SOLE 247,520
METTLER TOLEDO COMMON 59268810 9,154 308,998 SH SOLE 308,998
MGIC INVESTMEN COMMON 55284810 110 2,300 SH SOLE 2,300
MGM GRAND INC COMMON 55295310 1,523 29,790 SH SOLE 29,790
MICHAEL'S STOR COMMON 59408710 4,546 154,110 SH SOLE 154,110
MICRO WHSE INC COMMON 59501B10 597 49,473 SH SOLE 49,473
MICROCHIP TECH COMMON 59501710 2,317 45,100 SH SOLE 45,100
MICROMUSE INC COMMON 59509410 12,533 195,060 SH SOLE 195,060
MICRON TECHNOL COMMON 59511210 231 3,470 SH SOLE 3,470
MICROS SYSTEM COMMON 59490110 6,379 157,500 SH SOLE 157,500
MICROSOFT CORP COMMON 59491810 276,546 3,053,650 SH SOLE 3,053,650
MID AMER BANCO COMMON 59591510 162 6,700 SH SOLE 6,700
MID ATLANTIC M COMMON 59523C10 162 18,100 SH SOLE 18,100
MIDAMERICAN EN COMMON 59562V10 47 1,600 SH SOLE 1,600
MIDCAP SPDR TR SHBI 59563510 100,112 1,394,077 SH SOLE 1,394,077
MIDWEST EXPRES COMMON 59791110 3,628 138,525 SH SOLE 138,525
MILACRON INC COMMON 59870910 237 13,326 SH SOLE 13,326
MILLENNIUM PHA COMMON 59990210 11,045 169,930 SH SOLE 169,930
MILLER HERMAN COMMON 60054410 2,605 108,970 SH SOLE 108,970
MILLIPORE CORP COMMON 60107310 2,538 67,570 SH SOLE 67,570
MINERALS TECHN COMMON 60315810 2,677 55,127 SH SOLE 55,127
MINNESOTA PWR COMMON 60411010 1,291 73,500 SH SOLE 73,500
MMC NETWORKS I COMMON 55308N10 7,301 234,093 SH SOLE 234,093
MOBIL CORP COMMON 60705910 2,217 22,000 SH SOLE 22,000
MODIS PROFESSI COMMON 60783010 29 2,200 SH SOLE 2,200
MOHAWK INDS IN COMMON 60819010 1,151 57,750 SH SOLE 57,750
MOLEX INC COMMON 60855410 113 3,110 SH SOLE 3,110
MONACO COACH C COMMON 60886R10 187 7,675 SH SOLE 7,675
MONDAVI ROBERT COMMON 60920010 492 13,100 SH SOLE 13,100
MONSANTO CO COMMON 61166210 8,878 248,760 SH SOLE 248,760
MONY GROUP INC COMMON 61533710 771 26,700 SH SOLE 26,700
MORGAN J P & C COMMON 61688010 612 5,360 SH SOLE 5,360
MORGAN KEEGAN COMMON 61741010 4,093 239,900 SH SOLE 239,900
MORGAN ST D WI COMMON 61744644 1,212 13,590 SH SOLE 13,590
MORRISON KNUDS COMMON 61844A10 385 37,353 SH SOLE 37,353
MOTOROLA INC COMMON 62007610 25,036 284,500 SH SOLE 284,500
MUELLER INDS I COMMON 62475610 4,071 137,140 SH SOLE 137,140
MUSICLAND STOR COMMON 62758B10 3,420 385,350 SH SOLE 385,350
MYERS INDS INC COMMON 62846410 414 23,320 SH SOLE 23,320
NACCO INDS INC COMMON 62957910 377 5,400 SH SOLE 5,400
NATIONAL CITY COMMON 63531310 271 8,900 SH SOLE 8,900
NATIONAL COMM COMMON 63544910 2,144 97,610 SH SOLE 97,610
NATIONAL FUEL COMMON 63618010 64 1,360 SH SOLE 1,360
NATIONAL HEALT REIT 63633D10 29 1,786 SH SOLE 1,786
NATIONAL SEMIC COMMON 63764010 165 5,400 SH SOLE 5,400
NATIONWIDE HEA IS 63862010 584 35,100 SH SOLE 35,100
NATL PENN BANC COMMON 63713810 316 11,500 SH SOLE 11,500
NAVIGANT CONSU COMMON 63935N10 7,972 171,900 SH SOLE 171,900
NCI BUILDING S COMMON 62885210 1,986 119,900 SH SOLE 119,900
NCO GROUP INC COMMON 62885810 5,525 117,560 SH SOLE 117,560
NETGRAVITY INC COMMON 64111410 6,519 197,170 SH SOLE 197,170
NETWORK APPLIA COMMON 64120L10 18,674 260,717 SH SOLE 260,717
NEW ENGLAND EL COMMON 64400110 121 2,340 SH SOLE 2,340
NEW JERSEY RES COMMON 64602510 536 13,400 SH SOLE 13,400
NEW PLAN EXCEL REIT 64805310 2 140 SH SOLE 140
NEWFIELD EXPL COMMON 65129010 7,008 212,765 SH SOLE 212,765
NEWPORT NEWS S COMMON 65222810 9,260 286,590 SH SOLE 286,590
NEXTEL COMMUNI COMMON 65332V10 16,978 250,360 SH SOLE 250,360
NEXTLINK COMMU COMMON 65333H70 10 200 SH SOLE 200
NICHOLS RESH C COMMON 65381810 249 9,339 SH SOLE 9,339
NOBLE AFFILIAT COMMON 65489410 49 1,680 SH SOLE 1,680
NOBLE DRILLING COMMON 65504210 3,197 146,170 SH SOLE 146,170
NORDSON CORP COMMON 65566310 3,314 67,637 SH SOLE 67,637
NORDSTROM INC COMMON 65566410 1,540 57,030 SH SOLE 57,030
NORTEK INC COMMON 65655910 266 7,800 SH SOLE 7,800
NORTH FORK BAN COMMON 65942410 119 6,080 SH SOLE 6,080
NORTHERN TRUST COMMON 66585910 8,431 100,970 SH SOLE 100,970
NORTHROP CORP COMMON 66680710 107 1,680 SH SOLE 1,680
NORTHWEST NAT COMMON 66765510 420 16,274 SH SOLE 16,274
NORTHWESTERN C COMMON 66807410 507 22,300 SH SOLE 22,300
NOVELLUS SYS I COMMON 67000810 3,745 55,540 SH SOLE 55,540
NPC INTERNATIO COMMON 62936030 1,601 142,341 SH SOLE 142,341
NSTAR COMMON 67019E10 101 2,610 SH SOLE 2,610
NUCOR CORP COMMON 67034610 91 1,910 SH SOLE 1,910
NUI CORP COMMON 62943010 205 8,296 SH SOLE 8,296
NVR INC COMMON 62944T10 4,323 85,610 SH SOLE 85,610
O REILLY AUTOM COMMON 68609110 6,270 131,570 SH SOLE 131,570
O'SULLIVAN IND COMMON 68860910 288 19,207 SH SOLE 19,207
OCEAN ENERGY I COMMON 67481E10 395 38,804 SH SOLE 38,804
OCEANEERING IN COMMON 67523210 236 14,055 SH SOLE 14,055
OCEANFIRST FIN COMMON 67523410 149 9,100 SH SOLE 9,100
OEC-MEDICAL SY COMMON 67082810 4,455 126,820 SH SOLE 126,820
OFFICEMAX INC COMMON 67622M10 2,863 492,600 SH SOLE 492,600
OGE ENERGY COR COMMON 67083710 38 1,700 SH SOLE 1,700
OHIO CAS CORP COMMON 67724010 6 380 SH SOLE 380
OM GROUP INC COMMON 67087210 760 19,800 SH SOLE 19,800
OMNICOM GROUP COMMON 68191910 11,585 146,300 SH SOLE 146,300
ON ASSIGNMENT COMMON 68215910 3,263 135,963 SH SOLE 135,963
ONE VY BANCORP COMMON 68241910 818 23,700 SH SOLE 23,700
ONEOK INC NEW COMMON 68268010 796 26,266 SH SOLE 26,266
ORACLE SYSTEMS COMMON 68389X10 20,814 457,450 SH SOLE 457,450
ORIENTAL FINL COMMON 68618W10 3,441 149,590 SH SOLE 149,590
OUTBACK STEAKH COMMON 68989910 2,010 78,930 SH SOLE 78,930
OUTDOOR SYS IN COMMON 69005710 4,655 130,210 SH SOLE 130,210
OVERSEAS SHIPH COMMON 69036810 347 22,500 SH SOLE 22,500
OWENS & MINOR COMMON 69073210 210 21,841 SH SOLE 21,841
PACCAR INC COMMON 69371810 177 3,470 SH SOLE 3,470
PACIFIC GULF P REIT 69439610 445 22,300 SH SOLE 22,300
PACIFIC SUNWEA COMMON 69487310 10,902 388,930 SH SOLE 388,930
PACIFICORP COMMON 69511410 301 14,970 SH SOLE 14,970
PALL CORP COMMON 69642930 44 1,900 SH SOLE 1,900
PANAMSAT CORP COMMON 69793310 23 650 SH SOLE 650
PAPA JOHNS INT COMMON 69881310 8,872 215,090 SH SOLE 215,090
PARK ELECTROCH COMMON 70041620 802 24,400 SH SOLE 24,400
PARKWAY PPTYS IS 70159Q10 497 15,400 SH SOLE 15,400
PATTERSON DENT COMMON 70341210 7,483 150,978 SH SOLE 150,978
PAYCHEX INC COMMON 70432610 8,514 249,496 SH SOLE 249,496
PAYLESS SHOESO COMMON 70437910 69 1,370 SH SOLE 1,370
PENNZOIL-QUAKE COMMON 70932310 615 48,700 SH SOLE 48,700
PENTAIR INDS I COMMON 70963110 67 1,680 SH SOLE 1,680
PEOPLES BK BRI COMMON 71019810 35 1,500 SH SOLE 1,500
PEOPLES ENERGY COMMON 71103010 805 22,873 SH SOLE 22,873
PEP BOYS MANNY COMMON 71327810 525 35,300 SH SOLE 35,300
PERFORMANCE FO COMMON 71375510 643 25,100 SH SOLE 25,100
PERSONNEL GROU COMMON 71533810 182 29,095 SH SOLE 29,095
PETCO ANIMAL S COMMON 71601610 442 37,200 SH SOLE 37,200
PETSMART INC COMMON 71676810 3,122 839,430 SH SOLE 839,430
PFF BANCORP IN COMMON 69331W10 695 33,700 SH SOLE 33,700
PFIZER INC COMMON 71708110 546 15,210 SH SOLE 15,210
PG&E CORP COMMON 69331C10 226 8,750 SH SOLE 8,750
PHARMACIA & UP ADR 71694110 952 19,190 SH SOLE 19,190
PHILADELPHIA S COMMON 71800960 570 24,200 SH SOLE 24,200
PIEDMONT NAT G COMMON 72018610 437 14,400 SH SOLE 14,400
PIER I IMPORTS COMMON 72027910 85 12,900 SH SOLE 12,900
PIERCE LEAHY C COMMON 72072210 3,398 143,090 SH SOLE 143,090
PIMCO ADVISORS LPTR 69338P10 4 130 SH SOLE 130
PINNACLE SYS I COMMON 72348110 11,684 275,728 SH SOLE 275,728
PINNACLE WEST COMMON 72348410 139 3,810 SH SOLE 3,810
PIONEER NAT RE COMMON 72378710 285 26,800 SH SOLE 26,800
PIONEER STD EL COMMON 72387710 142 9,817 SH SOLE 9,817
PITNEY BOWES I COMMON 72447910 44,381 728,310 SH SOLE 728,310
PITTSTON CO COMMON 72570110 719 31,000 SH SOLE 31,000
PITTWAY CORP COMMON 72579020 5,573 176,910 SH SOLE 176,910
PLANTRONICS IN COMMON 72749310 7,562 152,010 SH SOLE 152,010
PLAYTEX PRODS COMMON 72813P10 4,450 301,688 SH SOLE 301,688
PMC-SIERRA INC COMMON 69344F10 10,391 112,333 SH SOLE 112,333
PMI GROUP INC COMMON 69344M10 85 2,090 SH SOLE 2,090
PNC FINANCIAL COMMON 69347510 481 9,120 SH SOLE 9,120
POLYMER GROUP COMMON 73174510 2,759 187,041 SH SOLE 187,041
POTLATCH CORP COMMON 73762810 547 13,274 SH SOLE 13,274
POTOMAC ELEC P COMMON 73767910 149 5,850 SH SOLE 5,850
POWERWAVE TECH COMMON 73936310 6,707 139,100 SH SOLE 139,100
PPG INDS INC COMMON 69350610 409 6,820 SH SOLE 6,820
PRAXAIR INC COMMON 74005P10 280 6,080 SH SOLE 6,080
PRE PAID LEGAL COMMON 74006510 6,060 153,900 SH SOLE 153,900
PRECISION CAST COMMON 74018910 296 9,700 SH SOLE 9,700
PREMARK INTL I COMMON 74045910 113 2,230 SH SOLE 2,230
PRENTISS PPTYS REIT 74070610 850 38,300 SH SOLE 38,300
PRICE T ROWE & COMMON 74147710 3,248 118,370 SH SOLE 118,370
PROCTER & GAMB COMMON 74271810 77,761 829,450 SH SOLE 829,450
PROFESSIONAL D COMMON 74312N10 1,740 67,100 SH SOLE 67,100
PROTECTIVE LIF COMMON 74367410 59 2,040 SH SOLE 2,040
PROVANT INC COMMON 74372410 2,628 163,000 SH SOLE 163,000
PROVIDENT BANK COMMON 74385910 255 12,000 SH SOLE 12,000
PROVIDENT FINL COMMON 74386610 49 1,350 SH SOLE 1,350
PROVIDIAN FINL COMMON 74406A10 15,552 196,393 SH SOLE 196,393
PS BUSINESS PK IU 69360J10 853 32,800 SH SOLE 32,800
PSS WORLD MED COMMON 69366A10 1,226 137,200 SH SOLE 137,200
PUBLIC SVC CO COMMON 74449910 495 27,122 SH SOLE 27,122
PUBLIC SVC ENT COMMON 74457310 256 6,630 SH SOLE 6,630
PULTE CORP COMMON 74586710 447 20,570 SH SOLE 20,570
QRS CORP COMMON 74726X10 5,891 91,870 SH SOLE 91,870
QUAKER OATS CO COMMON 74740210 5,725 92,530 SH SOLE 92,530
QUALCOMM INC COMMON 74752510 193 1,020 SH SOLE 1,020
QUANEX CORP COMMON 74762010 236 9,200 SH SOLE 9,200
QUEENS CNTY BA COMMON 74824210 3,787 137,090 SH SOLE 137,090
QUIKSILVER INC COMMON 74838C10 3,915 214,533 SH SOLE 214,533
RADIAN GROUP I COMMON 75023610 794 18,491 SH SOLE 18,491
RALCORP HLDGS COMMON 75102810 382 21,619 SH SOLE 21,619
RARE HOSPITALI COMMON 75382010 4,010 185,450 SH SOLE 185,450
RATIONAL SOFTW COMMON 75409P20 5,466 186,670 SH SOLE 186,670
RAYMOND JAMES COMMON 75473010 701 35,150 SH SOLE 35,150
RAYONIER INC COMMON 75490710 815 19,400 SH SOLE 19,400
RAYTHEON CO COMMON 75511140 468 9,430 SH SOLE 9,430
REEBOK INTL LT COMMON 75811010 2,317 216,775 SH SOLE 216,775
REGAL BELOIT C COMMON 75875010 267 12,875 SH SOLE 12,875
REGENCY RLTY C REIT 75893910 989 47,100 SH SOLE 47,100
RELIANCE BANCO COMMON 75945110 214 5,700 SH SOLE 5,700
RELIANCE STEEL COMMON 75950910 432 20,567 SH SOLE 20,567
REMEDY CORP COMMON 75954810 5,651 199,170 SH SOLE 199,170
RENT A CTR INC COMMON 76009N10 3,518 188,902 SH SOLE 188,902
REPUBLIC BANCO COMMON 76028210 482 41,700 SH SOLE 41,700
REPUBLIC SVCS COMMON 76075910 654 60,130 SH SOLE 60,130
RES-CARE INC COMMON 76094310 3,520 207,064 SH SOLE 207,064
RESMED INC COMMON 76115210 1,931 58,280 SH SOLE 58,280
REYNOLDS & REY COMMON 76169510 43 2,130 SH SOLE 2,130
RFS HOTEL INVS REIT 74955J10 252 21,900 SH SOLE 21,900
RICHMOND CNTY COMMON 76455610 389 20,666 SH SOLE 20,666
RIVIANA FOODS COMMON 76953610 104 5,400 SH SOLE 5,400
ROBERTS PHARMA COMMON 77049110 6,649 219,805 SH SOLE 219,805
ROPER INDS INC COMMON 77669610 8,032 209,983 SH SOLE 209,983
ROSS STORES IN COMMON 77829610 3,285 163,220 SH SOLE 163,220
RPM INC COMMON 74968510 45 3,680 SH SOLE 3,680
RUBY TUESDAY I COMMON 78118210 4,810 246,687 SH SOLE 246,687
RUDDICK CORP COMMON 78125810 459 28,936 SH SOLE 28,936
RYERSON TULL I COMMON 78375P10 333 14,400 SH SOLE 14,400
RYLAND GROUP I COMMON 78376410 202 8,900 SH SOLE 8,900
S & T BANCORP COMMON 78385910 219 9,627 SH SOLE 9,627
S&P DEPOSITORY UNIT 78462F10 40,340 313,320 SH SOLE 313,320
SABRE GROUP HL COMMON 78590510 2,377 55,290 SH SOLE 55,290
SAFEWAY INC COMMON 78651420 36,067 947,560 SH SOLE 947,560
SAPIENT CORP COMMON 80306210 2,058 21,840 SH SOLE 21,840
SAWTEK INC COMMON 80546810 5,255 150,130 SH SOLE 150,130
SBC COMMUNICAT COMMON 78387G10 44,121 864,056 SH SOLE 864,056
SCHERING PLOUG COMMON 80660510 93,880 2,151,980 SH SOLE 2,151,980
SCHOLASTIC COR COMMON 80706610 562 11,245 SH SOLE 11,245
SCHULMAN A INC COMMON 80819410 302 17,430 SH SOLE 17,430
SCHWAB CHARLES COMMON 80851310 30,090 899,880 SH SOLE 899,880
SCI SYSTEM INC COMMON 78389010 2,152 48,420 SH SOLE 48,420
SCIENTIFIC ATL COMMON 80865510 4,278 86,310 SH SOLE 86,310
SCOTT TECHNOLO COMMON 81002230 132 6,700 SH SOLE 6,700
SCRIPPS HOWARD COMMON 81105420 20 400 SH SOLE 400
SEACOR HOLDING COMMON 81190410 487 9,500 SH SOLE 9,500
SEARS ROEBUCK COMMON 81238710 297 9,470 SH SOLE 9,470
SEI CORP COMMON 78411710 5,028 56,320 SH SOLE 56,320
SEITEL INC COMMON 81607430 319 32,700 SH SOLE 32,700
SENSORMATIC EL COMMON 81726510 810 63,810 SH SOLE 63,810
SHAW INDS INC COMMON 82028610 40 2,500 SH SOLE 2,500
SHERWIN WILLIA COMMON 82434810 168 8,020 SH SOLE 8,020
SHOPKO STORES COMMON 82491110 487 16,800 SH SOLE 16,800
SHOREWOOD PACK COMMON 82522910 1,993 146,967 SH SOLE 146,967
SIEBERT FINL C COMMON 82617610 1,449 82,800 SH SOLE 82,800
SIERRA PAC RES COMMON 82642810 1,412 63,473 SH SOLE 63,473
SIGMA ALDRICH COMMON 82655210 114 3,590 SH SOLE 3,590
SIMPSON MANUFA COMMON 82907310 4,083 87,110 SH SOLE 87,110
SKY FINL GROUP COMMON 83080P10 6,198 263,750 SH SOLE 263,750
SL GREEN RLTY REIT 78440X10 515 25,100 SH SOLE 25,100
SLM HLDG CORP COMMON 78442A10 8,318 193,450 SH SOLE 193,450
SMART MODULAR COMMON 83169010 198 5,800 SH SOLE 5,800
SMITH A O CORP COMMON 83186520 433 14,300 SH SOLE 14,300
SMUCKER J M CO COMMON 83269610 503 23,800 SH SOLE 23,800
SOLUTIA INC COMMON 83437610 102 5,690 SH SOLE 5,690
SONAT INC COMMON 83541510 171 4,300 SH SOLE 4,300
SONIC CORP COMMON 83545110 6,128 201,332 SH SOLE 201,332
SONOCO PRODS C COMMON 83549510 55 2,400 SH SOLE 2,400
SOTHEBYS HLDGS COMMON 83589810 2,003 77,580 SH SOLE 77,580
SOUTH JERSEY I COMMON 83851810 98 3,700 SH SOLE 3,700
SOUTHERN CO COMMON 84258710 546 21,190 SH SOLE 21,190
SOUTHTRUST COR COMMON 84473010 265 7,400 SH SOLE 7,400
SOUTHWEST AIRL COMMON 84474110 13,272 873,851 SH SOLE 873,851
SOUTHWEST GAS COMMON 84489510 323 12,000 SH SOLE 12,000
SOVEREIGN BANC COMMON 84590510 30 3,330 SH SOLE 3,330
SPARTECH CORP COMMON 84722020 4,121 140,590 SH SOLE 140,590
SPECIALTY EQUI COMMON 84749720 4,112 162,853 SH SOLE 162,853
SPS TECHNOLOGI COMMON 78462610 2,280 60,100 SH SOLE 60,100
SPX CORP COMMON 78463510 2,963 32,650 SH SOLE 32,650
ST FRANCIS CAP COMMON 78937410 305 14,844 SH SOLE 14,844
ST JOE CORP COMMON 79014810 1,310 60,760 SH SOLE 60,760
ST JUDE MED IN COMMON 79084910 1,853 58,840 SH SOLE 58,840
STANDARD REGIS COMMON 85388710 251 10,700 SH SOLE 10,700
STANDEX INTL C COMMON 85423110 130 4,800 SH SOLE 4,800
STAPLES INC COMMON 85503010 26,126 1,197,774 SH SOLE 1,197,774
STATEN IS BANC COMMON 85755010 470 25,000 SH SOLE 25,000
STATION CASINO COMMON 85768910 6,239 268,350 SH SOLE 268,350
STEEL DYNAMICS COMMON 85811910 524 33,400 SH SOLE 33,400
STERLING BANCS COMMON 85890710 3,704 323,810 SH SOLE 323,810
STERLING SOFTW COMMON 85954710 1,258 62,900 SH SOLE 62,900
STEWART&STEVEN COMMON 86034210 178 13,524 SH SOLE 13,524
STONE ENERGY C COMMON 86164210 5,562 109,050 SH SOLE 109,050
STRIDE RITE CO COMMON 86331410 3,645 520,751 SH SOLE 520,751
STRYKER CORP COMMON 86366710 4,019 78,620 SH SOLE 78,620
STUDENT LN COR COMMON 86390210 291 7,100 SH SOLE 7,100
SUIZA FOODS CO COMMON 86507710 810 21,600 SH SOLE 21,600
SUMMIT PPTYS I REIT 86623910 550 27,600 SH SOLE 27,600
SUN MICROSYSTE COMMON 86681010 22,050 237,100 SH SOLE 237,100
SUNGLASS HUT I COMMON 86736F10 4,912 465,005 SH SOLE 465,005
SUNTERRA CORP COMMON 86787D10 4,045 340,660 SH SOLE 340,660
SUNTRUST BKS I COMMON 86791410 686 10,440 SH SOLE 10,440
SUPERIOR CONSU COMMON 86814610 1,594 135,690 SH SOLE 135,690
SUPERIOR INDS COMMON 86816810 487 17,400 SH SOLE 17,400
SUPERIOR SVCS COMMON 86831610 32 1,200 SH SOLE 1,200
SUPERVALU INC COMMON 86853610 126 5,720 SH SOLE 5,720
SWIFT TRANSN C COMMON 87075610 5,266 267,475 SH SOLE 267,475
SYBASE INC COMMON 87113010 497 42,100 SH SOLE 42,100
SYBRON CORP COMMON 87114F10 4,383 163,090 SH SOLE 163,090
SYMBOL TECHNOL COMMON 87150810 4,548 135,270 SH SOLE 135,270
SYNOPSYS INC COMMON 87160710 22 400 SH SOLE 400
SYNOVUS FINL C COMMON 87161C10 2,866 153,360 SH SOLE 153,360
SYSCO CORP COMMON 87182910 12,439 354,780 SH SOLE 354,780
T&HQ INC COMMON 87244340 6,313 146,390 SH SOLE 146,390
TALBOTS INC COMMON 87416110 5,430 121,506 SH SOLE 121,506
TCF BKG & SVGS COMMON 87227510 66 2,300 SH SOLE 2,300
TECH DATA CORP COMMON 87823710 1,710 73,470 SH SOLE 73,470
TECHNE CORP COMMON 87837710 9,155 291,780 SH SOLE 291,780
TECHNITROL INC COMMON 87855510 4,257 120,760 SH SOLE 120,760
TEKTRONIX INC COMMON 87913110 804 24,000 SH SOLE 24,000
TELEPHONE & DA COMMON 87943310 130 1,460 SH SOLE 1,460
TELETECH HOLDI COMMON 87993910 4,822 338,360 SH SOLE 338,360
TELLABS INC COMMON 87966410 32,642 573,300 SH SOLE 573,300
TESORO PETE CO COMMON 88160910 548 33,200 SH SOLE 33,200
TETRA TECHNOLO COMMON 88162G10 5,255 314,925 SH SOLE 314,925
TEXACO INC COMMON 88169410 997 15,790 SH SOLE 15,790
TEXAS INDS INC COMMON 88249110 345 9,322 SH SOLE 9,322
TEXAS REGL BAN COMMON 88267310 3,496 141,260 SH SOLE 141,260
TEXAS UTILS CO COMMON 88284810 260 6,970 SH SOLE 6,970
TEXTRON INC COMMON 88320310 410 5,300 SH SOLE 5,300
THERMO BIOANAL COMMON 88355H10 186 10,100 SH SOLE 10,100
THERMO ELECTRO COMMON 88355610 69 5,130 SH SOLE 5,130
TIDEWATER INC COMMON 88642310 26 1,000 SH SOLE 1,000
TIFFANY & CO N COMMON 88654710 164 2,740 SH SOLE 2,740
TIMBERLAND CO COMMON 88710010 4,994 127,858 SH SOLE 127,858
TIME WARNER IN COMMON 88731510 594 9,780 SH SOLE 9,780
TJ INTL INC COMMON 87253410 230 9,156 SH SOLE 9,156
TJX COS INC COMMON 87254010 18,658 664,890 SH SOLE 664,890
TOLL BROTHERS COMMON 88947810 2,090 109,656 SH SOLE 109,656
TOM BROWN INC COMMON 11566020 337 22,853 SH SOLE 22,853
TOO INC COMMON 89033310 136 7,609 SH SOLE 7,609
TORCHMARK CORP COMMON 89102710 138 5,330 SH SOLE 5,330
TORO CO COMMON 89109210 568 15,200 SH SOLE 15,200
TOWER AUTOMOTI COMMON 89170710 4,921 248,388 SH SOLE 248,388
TOYS R US COMMON 89233510 150 10,000 SH SOLE 10,000
TRACTOR SUPPLY COMMON 89235610 2,018 106,200 SH SOLE 106,200
TRANS WORLD EN COMMON 89336Q10 4,013 316,310 SH SOLE 316,310
TRANSATLANTIC COMMON 89352110 70 990 SH SOLE 990
TRAVELERS PPTY COMMON 89393910 134 4,540 SH SOLE 4,540
TRENDWEST RESO COMMON 89491710 3,530 135,780 SH SOLE 135,780
TRIAD HOSPITAL COMMON 89579K10 4 382 SH SOLE 382
TRIANGLE BANCO COMMON 89583510 5,159 278,875 SH SOLE 278,875
TRIBUNE CO COMMON 89604710 309 6,220 SH SOLE 6,220
TRINET CORP RL REIT 89628710 567 23,800 SH SOLE 23,800
TRIQUINT SEMIC COMMON 89674K10 5,613 98,143 SH SOLE 98,143
TRUE NORTH COM COMMON 89784410 764 21,000 SH SOLE 21,000
TRUSTMARK CORP COMMON 89840210 85 3,760 SH SOLE 3,760
TRW INC COMMON 87264910 199 4,010 SH SOLE 4,010
TUPPERWARE COR COMMON 89989610 7,244 357,720 SH SOLE 357,720
TV GUIDE INC COMMON 87307Q10 3,986 101,873 SH SOLE 101,873
TYSON FOODS IN COMMON 90249410 48 2,900 SH SOLE 2,900
U S FOODSERVIC COMMON 90331R10 36 1,980 SH SOLE 1,980
U S INDUSTRIES COMMON 91208010 37 2,350 SH SOLE 2,350
U S TR CORP NE COMMON 91288L10 2,229 27,730 SH SOLE 27,730
UCAR INTL INC COMMON 90262K10 635 27,850 SH SOLE 27,850
UGI CORP NEW COMMON 90268110 392 16,863 SH SOLE 16,863
UICI COMMON 90273710 4,014 157,010 SH SOLE 157,010
ULTRAMAR DIAMO COMMON 90400010 56 2,200 SH SOLE 2,200
UMB FINL CORP COMMON 90278810 509 12,200 SH SOLE 12,200
UNICOM CORP COMMON 90491110 222 6,000 SH SOLE 6,000
UNION PAC CORP COMMON 90781810 426 8,860 SH SOLE 8,860
UNION PAC RES COMMON 90783410 116 7,160 SH SOLE 7,160
UNIONBANCAL CO COMMON 90890610 118 3,250 SH SOLE 3,250
UNITED BANKSHA COMMON 90990710 3,343 137,490 SH SOLE 137,490
UNITED HEALTHC COMMON 91058110 1,403 28,820 SH SOLE 28,820
UNITED NATL BA COMMON 91090910 226 9,700 SH SOLE 9,700
UNITED STATES COMMON 91168410 2,948 43,360 SH SOLE 43,360
UNITED TECHNOL COMMON 91301710 26,463 446,170 SH SOLE 446,170
UNITRIN INC COMMON 91327510 102 2,930 SH SOLE 2,930
UNIVERSAL CORP COMMON 91345610 384 14,688 SH SOLE 14,688
UNIVERSAL FOOD COMMON 91353810 4,805 209,489 SH SOLE 209,489
UNIVERSAL FST COMMON 91354310 253 19,400 SH SOLE 19,400
UNUMPROVIDENT COMMON 91529Y10 106 3,600 SH SOLE 3,600
URBAN OUTFITTE COMMON 91704710 3,090 139,670 SH SOLE 139,670
US BANCORP DEL COMMON 90297310 389 12,890 SH SOLE 12,890
US RESTAURANT REIT 90297110 903 47,500 SH SOLE 47,500
USA NETWORKS I COMMON 90298410 74 1,900 SH SOLE 1,900
USFREIGHTWAYS COMMON 91690610 925 19,516 SH SOLE 19,516
UST CORP COMMON 90290010 1,319 42,900 SH SOLE 42,900
UST INC COMMON 90291110 115 3,800 SH SOLE 3,800
USX MARATHON G COMMON 90290582 1,704 58,270 SH SOLE 58,270
USX-U S STL COMMON 90337T10 91 3,520 SH SOLE 3,520
UTILICORP UNIT COMMON 91800510 62 2,930 SH SOLE 2,930
VALASSIS COMMU COMMON 91886610 5,892 134,100 SH SOLE 134,100
VALERO ENERGY COMMON 91913Y10 649 33,700 SH SOLE 33,700
VALHI INC NEW COMMON 91890510 1,736 159,637 SH SOLE 159,637
VALLEY NATL BA COMMON 91979410 63 2,516 SH SOLE 2,516
VALSPAR CORP COMMON 92035510 1,544 47,220 SH SOLE 47,220
VERITAS SOFTWA COMMON 92343610 14,402 189,650 SH SOLE 189,650
VETERINARY CTR COMMON 92551410 129 11,300 SH SOLE 11,300
VIACOM INC COMMON 92552430 543 12,860 SH SOLE 12,860
VINTAGE PETROL COMMON 92746010 198 14,669 SH SOLE 14,669
VISHAY INTERTE COMMON 92829810 878 36,975 SH SOLE 36,975
VISTANA INC COMMON 92839P10 3,145 209,680 SH SOLE 209,680
VITAL SIGNS IN COMMON 92846910 379 18,600 SH SOLE 18,600
VITESSE SEMICO COMMON 92849710 7,833 91,750 SH SOLE 91,750
WABASH NATL CO COMMON 92956610 2,438 120,000 SH SOLE 120,000
WACHOVIA CORP COMMON 92977110 422 5,370 SH SOLE 5,370
WAL MART STORE COMMON 93114210 157,508 3,311,600 SH SOLE 3,311,600
WALDEN RESIDEN REIT 93121010 438 20,059 SH SOLE 20,059
WALLACE COMPUT COMMON 93227010 737 36,400 SH SOLE 36,400
WASHINGTON FED COMMON 93882410 721 31,100 SH SOLE 31,100
WASHINGTON GAS COMMON 93883710 876 32,292 SH SOLE 32,292
WASHINGTON POS COMMON 93964010 194 380 SH SOLE 380
WATERS CORP COMMON 94184810 6,383 105,390 SH SOLE 105,390
WATSCO INC COMMON 94262220 3,262 286,800 SH SOLE 286,800
WAUSAU-MOSINEE COMMON 94331510 429 35,400 SH SOLE 35,400
WEBB DEL CORP COMMON 94742310 262 11,900 SH SOLE 11,900
WEBSTER FINL C COMMON 94789010 660 25,900 SH SOLE 25,900
WELLPOINT HEAL COMMON 94973H10 2,543 44,620 SH SOLE 44,620
WELLS FARGO & COMMON 94974610 1,882 47,500 SH SOLE 47,500
WENDYS INTL IN COMMON 95059010 116 4,390 SH SOLE 4,390
WERNER ENTERPR COMMON 95075510 479 27,150 SH SOLE 27,150
WESLEY JESSEN COMMON 95101810 7,723 247,644 SH SOLE 247,644
WEST PHARMACEU COMMON 95530610 717 18,900 SH SOLE 18,900
WESTAMERICA BA COMMON 95709010 1,703 56,300 SH SOLE 56,300
WESTERN RES IN COMMON 95942510 43 2,000 SH SOLE 2,000
WESTERN WIRELE COMMON 95988E20 18,574 414,190 SH SOLE 414,190
WESTVACO CORP COMMON 96154810 56 2,200 SH SOLE 2,200
WHIRLPOOL CORP COMMON 96332010 222 3,400 SH SOLE 3,400
WHITTMAN-HART COMMON 96683410 2,058 53,070 SH SOLE 53,070
WILEY JOHN & S COMMON 96822320 2,690 171,480 SH SOLE 171,480
WILLIAMS COS COMMON 96945710 280 7,430 SH SOLE 7,430
WILLIAMS SONOM COMMON 96990410 5,782 119,070 SH SOLE 119,070
WILMINGTON TRU COMMON 97180710 98 2,010 SH SOLE 2,010
WINDMERE-DURAB COMMON 97341110 1,890 156,650 SH SOLE 156,650
WINNEBAGO INDS COMMON 97463710 3,565 148,950 SH SOLE 148,950
WINSTAR COMMUN COMMON 97551510 2,433 62,280 SH SOLE 62,280
WISCONSIN CENT COMMON 97659210 359 26,216 SH SOLE 26,216
WMS INDUSTRIES COMMON 92929710 2,995 257,656 SH SOLE 257,656
WOLVERINE WORL COMMON 97809710 212 18,600 SH SOLE 18,600
WOODWARD GOVER COMMON 98074510 177 7,100 SH SOLE 7,100
WORTHINGTON IN COMMON 98181110 714 42,000 SH SOLE 42,000
XEROX CORP COMMON 98412110 13,772 328,390 SH SOLE 328,390
XILINX INC COMMON 98391910 10,570 161,290 SH SOLE 161,290
XIRCOM INC COMMON 98392210 7,944 186,105 SH SOLE 186,105
XTRA INC COMMON 98413810 433 10,900 SH SOLE 10,900
YAHOO INC COMMON 98433210 485 2,700 SH SOLE 2,700
YORK INTL CORP COMMON 98667010 61 1,690 SH SOLE 1,690
ZEBRA TECHNOLO COMMON 98920710 2,143 47,127 SH SOLE 47,127
ZIONS BANCORP COMMON 98970110 3,010 54,610 SH SOLE 54,610
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