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Previous: PHILIP MORRIS COMPANIES INC, 10-Q, 2000-05-12 |
Next: PEREGRINE CAPITAL MANAGEMENT INC /MN/, 13F-HR, 2000-05-12 |
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 1399
Form 13F Information Table Value Total: $8,319,794
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
- ------------ ------ ------ ---------------- ------------------------------------ -------------
24 / 7 MEDIA I COMMON 90131410 3,729 94,400 SH SOLE 94,400
3COM CORP COMMON 88553510 9,492 170,650 SH SOLE 170,650
4FRONT SOFTWAR COMMON 35104210 128 6,150 SH SOLE 6,150
99 CENTS ONLY COMMON 65440K10 6,238 158,935 SH SOLE 158,935
A S V INC COMMON 00196310 5 300 SH SOLE 300
AAR CORP COMMON 00036110 220 13,200 SH SOLE 13,200
AARON RENTS IN COMMON 00253520 1,727 114,650 SH SOLE 114,650
ABC-NACO INC COMMON 00075210 8 900 SH SOLE 900
ABGENIX INC COMMON 00339B10 7,846 56,800 SH SOLE 56,800
ABM INDS INC COMMON 00095710 12 500 SH SOLE 500
ACCLAIM ENTMT COMMON 00432520 4 1,200 SH SOLE 1,200
ACE LTD CF G0070K10 15 650 SH SOLE 650
ACNIELSEN CORP COMMON 00483310 69 3,050 SH SOLE 3,050
ACTEL CORP COMMON 00493410 5,867 164,400 SH SOLE 164,400
ACTIVISION INC COMMON 00493020 3,827 317,240 SH SOLE 317,240
ACTUATE SOFTWA COMMON 00508B10 9,035 167,900 SH SOLE 167,900
ACUSON CORP COMMON 00511310 249 16,800 SH SOLE 16,800
ADAPTEC INC COMMON 00651F10 7,299 188,970 SH SOLE 188,970
ADAPTIVE BROAD COMMON 00650M10 10,165 190,000 SH SOLE 190,000
ADC TELECOMMUN COMMON 00088610 19,630 364,370 SH SOLE 364,370
ADELPHIA COMMU COMMON 00684810 3,667 74,840 SH SOLE 74,840
ADOBE SYS INC COMMON 00724F10 16,804 150,960 SH SOLE 150,960
ADTRAN INC COMMON 00738A10 8,560 144,016 SH SOLE 144,016
ADVANCE PARADI COMMON 00749110 1,855 156,210 SH SOLE 156,210
ADVANCED DIGIT COMMON 00752510 45 1,300 SH SOLE 1,300
ADVANCED FIBRE COMMON 00754A10 22,836 364,280 SH SOLE 364,280
ADVANTA CORP COMMON 00794210 238 11,700 SH SOLE 11,700
ADVENT SOFTWAR COMMON 00797410 7,615 166,000 SH SOLE 166,000
ADVO SYSTEM IN COMMON 00758510 15 600 SH SOLE 600
AEROFLEX INC COMMON 00776810 396 8,000 SH SOLE 8,000
AES CORP COMMON 00130H10 11,195 142,160 SH SOLE 142,160
AFFILIATED COM COMMON 00819010 667 17,540 SH SOLE 17,540
AFFILIATED MAN COMMON 00825210 6,322 133,100 SH SOLE 133,100
AFFYMETRIX INC COMMON 00826T10 12,588 84,800 SH SOLE 84,800
AFTERMARKET TE COMMON 00831810 1 100 SH SOLE 100
AGRIBRANDS INT COMMON 00849R10 544 13,827 SH SOLE 13,827
AHL SVCS INC COMMON 00129610 3 300 SH SOLE 300
AIRBORNE FGHT COMMON 00926610 264 11,000 SH SOLE 11,000
AIRGAS INC COMMON 00936310 215 25,900 SH SOLE 25,900
AIRTRAN HLDGS COMMON 00949P10 6 1,400 SH SOLE 1,400
AK STEEL HOLDI COMMON 00154710 26 2,500 SH SOLE 2,500
ALASKA AIRGROU COMMON 01165910 1,148 38,200 SH SOLE 38,200
ALBERTO CULVER COMMON 01306810 5 200 SH SOLE 200
ALCOA INC COMMON 01381710 1,180 16,800 SH SOLE 16,800
ALEXANDER & BA COMMON 01448210 509 24,700 SH SOLE 24,700
ALEXANDRIA REA REIT 01527110 174 5,800 SH SOLE 5,800
ALKERMES INC COMMON 01642T10 10,835 117,140 SH SOLE 117,140
ALLAIRE CORP COMMON 01671410 7,199 95,190 SH SOLE 95,190
ALLEGHANY CORP COMMON 01717510 499 2,652 SH SOLE 2,652
ALLEGHENY ENER COMMON 01736110 435 15,710 SH SOLE 15,710
ALLEGIANCE TEL COMMON 01747T10 9,390 116,465 SH SOLE 116,465
ALLERGAN INC COMMON 01849010 12,054 241,080 SH SOLE 241,080
ALLIANCE BANCO COMMON 01852J10 9 500 SH SOLE 500
ALLIANT TECHSY COMMON 01880410 972 16,503 SH SOLE 16,503
ALLIED CAP COR COMMON 01903Q10 492 28,200 SH SOLE 28,200
ALLMERICA FINL COMMON 01975410 157 3,070 SH SOLE 3,070
ALLSTATE CORP COMMON 02000210 314 13,180 SH SOLE 13,180
ALLTEL CORP COMMON 02003910 825 13,040 SH SOLE 13,040
ALPHA INDS INC COMMON 02075310 6,745 71,000 SH SOLE 71,000
ALPHARMA INC COMMON 02081310 8,396 228,453 SH SOLE 228,453
ALTERA CORP COMMON 02144110 13,003 145,690 SH SOLE 145,690
AMBAC FINL GRO COMMON 02313910 274 5,430 SH SOLE 5,430
AMC ENTMT INC COMMON 00166910 3 500 SH SOLE 500
AMCOL INTL COR COMMON 02341W10 226 14,700 SH SOLE 14,700
AMCORE FINL IN COMMON 02391210 292 16,331 SH SOLE 16,331
AMERCO COMMON 02358610 7 400 SH SOLE 400
AMEREN CORP COMMON 02360810 249 8,040 SH SOLE 8,040
AMERICA ONLINE COMMON 02364J10 157,593 2,336,880 SH SOLE #######
AMERICAN ANNUI COMMON 02384010 6 400 SH SOLE 400
AMERICAN AXLE COMMON 02406110 238 16,100 SH SOLE 16,100
AMERICAN EAGLE COMMON 02553E10 27 700 SH SOLE 700
AMERICAN EXPRE COMMON 02581610 40,594 272,560 SH SOLE 272,560
AMERICAN FREIG COMMON 02629V10 2,645 177,045 SH SOLE 177,045
AMERICAN GENER COMMON 02635110 667 11,880 SH SOLE 11,880
AMERICAN HOME COMMON 02660910 1,431 26,630 SH SOLE 26,630
AMERICAN INTL COMMON 02687410 17,086 156,039 SH SOLE 156,039
AMERICAN MGMT COMMON 02735210 57 1,300 SH SOLE 1,300
AMERICAN PWR C COMMON 02906610 7,381 172,140 SH SOLE 172,140
AMERICAN RETIR COMMON 02891310 4 500 SH SOLE 500
AMERICAN SOFTW COMMON 02968310 111 7,950 SH SOLE 7,950
AMERICAN STD C COMMON 02971210 326 8,820 SH SOLE 8,820
AMERICAN STS W COMMON 02989910 446 15,000 SH SOLE 15,000
AMERICAN TOWER COMMON 02991220 373 7,550 SH SOLE 7,550
AMERICAN WTR W COMMON 03041110 307 12,930 SH SOLE 12,930
AMERICREDIT CO COMMON 03060R10 38 2,300 SH SOLE 2,300
AMERIPATH INC COMMON 03071D10 2 200 SH SOLE 200
AMERISOURCE HE COMMON 03071P10 23 1,500 SH SOLE 1,500
AMETEK INC NEW COMMON 03110010 19 1,000 SH SOLE 1,000
AMFM INC COMMON 00169310 1,139 18,330 SH SOLE 18,330
AMGEN COMMON 03116210 45,344 738,810 SH SOLE 738,810
AMKOR TECHNOLO COMMON 03165210 23,423 441,430 SH SOLE 441,430
AMPHENOL CORP COMMON 03209510 997 9,750 SH SOLE 9,750
AMTRAN INC COMMON 03234G10 2 100 SH SOLE 100
ANADIGICS INC COMMON 03251510 53 800 SH SOLE 800
ANALOG DEVICES COMMON 03265410 47,322 587,850 SH SOLE 587,850
ANALYSTS INTL COMMON 03268110 7 700 SH SOLE 700
ANCHOR GAMING COMMON 03303710 106 2,800 SH SOLE 2,800
ANCOR COMMUNIC COMMON 03332K10 37 900 SH SOLE 900
ANDOVER BANCOR COMMON 03425810 9 300 SH SOLE 300
ANDRX CORP COMMON 03455110 4,412 38,200 SH SOLE 38,200
ANHEUSER BUSCH COMMON 03522910 748 12,020 SH SOLE 12,020
ANN TAYLOR STO COMMON 03611510 439 19,100 SH SOLE 19,100
ANSWERTHINK CO COMMON 03691610 22 900 SH SOLE 900
APEX INC COMMON 03754810 5,116 137,800 SH SOLE 137,800
APOGEE ENTERPR COMMON 03759810 3 800 SH SOLE 800
APPLEBEES INTL COMMON 03789910 4,911 174,620 SH SOLE 174,620
APPLIED INDL T COMMON 03820C10 266 16,600 SH SOLE 16,600
APPLIED MATERI COMMON 03822210 130,545 1,385,092 SH SOLE #######
APPLIED MICRO COMMON 03822W10 27,660 184,320 SH SOLE 184,320
APPLIED PWR IN COMMON 03822510 316 11,100 SH SOLE 11,100
APRIA HEALTHCA COMMON 03793310 790 54,700 SH SOLE 54,700
APTARGROUP INC COMMON 03833610 846 31,700 SH SOLE 31,700
ARNOLD INDS IN COMMON 04259510 12 900 SH SOLE 900
ARROW ELECTRS COMMON 04273510 418 11,870 SH SOLE 11,870
ARROW INTL INC COMMON 04276410 16 500 SH SOLE 500
ARTESYN TECHNO COMMON 04312710 120 6,325 SH SOLE 6,325
ARTISAN COMPON COMMON 04292310 59 3,000 SH SOLE 3,000
ARVIN INDS INC COMMON 04333910 404 17,876 SH SOLE 17,876
ASPECT COMMUNI COMMON 04523Q10 6,528 176,130 SH SOLE 176,130
ASPECT DEV INC COMMON 04523410 15,803 245,480 SH SOLE 245,480
ASPEN TECHNOLO COMMON 04532710 630 15,600 SH SOLE 15,600
ASYST TECHNOLO COMMON 04648X10 1,012 17,300 SH SOLE 17,300
AT HOME CORP COMMON 04591910 142 4,300 SH SOLE 4,300
AT&T CORP COMMON 00195710 8,056 143,051 SH SOLE 143,051
ATLAS AIR INC COMMON 04916410 11 400 SH SOLE 400
ATMEL CORP COMMON 04951310 8,486 164,370 SH SOLE 164,370
ATMI INC COMMON 00207R10 191 4,000 SH SOLE 4,000
AURORA FOODS I COMMON 05164B10 2 700 SH SOLE 700
AUTOLIV INC COMMON 05280010 90 3,000 SH SOLE 3,000
AVALONBAY CMNT REIT 05348410 274 7,490 SH SOLE 7,490
AVERY DENNISON COMMON 05361110 6,761 110,730 SH SOLE 110,730
AVIS RENT A CA COMMON 05379010 1,729 98,103 SH SOLE 98,103
AVNET INC COMMON 05380710 164 2,600 SH SOLE 2,600
AVT CORP COMMON 00242010 9 800 SH SOLE 800
AWARE INC MASS COMMON 05453N10 1,244 31,000 SH SOLE 31,000
AXA FINL INC COMMON 00245110 794 22,120 SH SOLE 22,120
AZTAR CORP COMMON 05480210 286 30,100 SH SOLE 30,100
BACOU USA INC COMMON 05643910 32 2,044 SH SOLE 2,044
BALDOR ELEC CO COMMON 05774110 23 1,300 SH SOLE 1,300
BALL CORP COMMON 05849810 235 6,800 SH SOLE 6,800
BANCFIRST CORP COMMON 05945F10 5 200 SH SOLE 200
BANCORPSOUTH I COMMON 05969210 46 2,800 SH SOLE 2,800
BANCWEST CORP COMMON 05979010 758 38,400 SH SOLE 38,400
BANDAG INC COMMON 05981510 14 600 SH SOLE 600
BANK AMER CORP COMMON 06050510 2,014 38,400 SH SOLE 38,400
BANK NEW YORK COMMON 06405710 1,568 37,720 SH SOLE 37,720
BANK UTD CORP COMMON 06541210 514 16,300 SH SOLE 16,300
BANTA CORP COMMON 06682110 24 1,300 SH SOLE 1,300
BARD C R INC COMMON 06738310 135 3,500 SH SOLE 3,500
BARRETT RES CO COMMON 06848020 27 900 SH SOLE 900
BASIC INDS SEL SHBI 81369Y10 124 5,400 SH SOLE 5,400
BASSETT FURNIT COMMON 07020310 8 600 SH SOLE 600
BAXTER INTL IN COMMON 07181310 741 11,820 SH SOLE 11,820
BAY VIEW CAP C COMMON 07262L10 9 1,200 SH SOLE 1,200
BE AEROSPACE I COMMON 07330210 3 500 SH SOLE 500
BEA SYS INC COMMON 07332510 16,912 230,490 SH SOLE 230,490
BEAR STEARNS C COMMON 07390210 377 8,268 SH SOLE 8,268
BEBE STORES IN COMMON 07557110 1 100 SH SOLE 100
BED BATH & BEY COMMON 07589610 11,361 288,540 SH SOLE 288,540
BEDFORD PPTY I IS 07644630 328 20,400 SH SOLE 20,400
BELDEN INC COMMON 07745910 1,970 71,627 SH SOLE 71,627
BELL ATLANTIC COMMON 07785310 4,279 70,012 SH SOLE 70,012
BELLSOUTH CORP COMMON 07986010 4,001 85,360 SH SOLE 85,360
BELO A H CORP COMMON 08055510 185 10,360 SH SOLE 10,360
BEMIS INC COMMON 08143710 92 2,500 SH SOLE 2,500
BEST BUY INC COMMON 08651610 1,849 21,500 SH SOLE 21,500
BEST FOODS COMMON 08658U10 266 5,680 SH SOLE 5,680
BINDLY WESTN I COMMON 09032410 263 19,400 SH SOLE 19,400
BINDVIEW DEV C COMMON 09032710 6,980 224,700 SH SOLE 224,700
BIOGEN N V COMMON 09059710 13,995 200,290 SH SOLE 200,290
BIOMATRIX INC COMMON 09060P10 3,728 153,353 SH SOLE 153,353
BIOMET INC COMMON 09061310 4,623 127,100 SH SOLE 127,100
BISYS GROUP IN COMMON 05547210 60 900 SH SOLE 900
BJ SVCS CO COMMON 05548210 2,127 28,790 SH SOLE 28,790
BJS WHOLESALE COMMON 05548J10 4,322 112,620 SH SOLE 112,620
BLACK & DECKER COMMON 09179710 89 2,370 SH SOLE 2,370
BLACK BOX CORP COMMON 09182610 10,186 147,120 SH SOLE 147,120
BLACK HILLS PW COMMON 09211310 254 11,500 SH SOLE 11,500
BLANCH E W HOL COMMON 09321010 82 4,100 SH SOLE 4,100
BLOCK H & R IN COMMON 09367110 1,922 42,960 SH SOLE 42,960
BLUE RHINO COR COMMON 09581110 68 5,575 SH SOLE 5,575
BLYTHE INDUSTR COMMON 09643P10 30 1,100 SH SOLE 1,100
BMC INDS INC M COMMON 05560710 7 1,200 SH SOLE 1,200
BOB EVANS FARM COMMON 09676110 24 1,900 SH SOLE 1,900
BOK FINL CORP COMMON 05561Q20 254 13,708 SH SOLE 13,708
BORDERS GROUP COMMON 09970910 5,816 338,360 SH SOLE 338,360
BORG-WARNER AU COMMON 09972410 608 15,450 SH SOLE 15,450
BOWNE & CO INC COMMON 10304310 23 1,800 SH SOLE 1,800
BOYD GAMING CO COMMON 10330410 9 1,800 SH SOLE 1,800
BRADY CORPORAT COMMON 10467410 4,863 155,920 SH SOLE 155,920
BRE PROPERTIES IS 05564E10 650 25,200 SH SOLE 25,200
BRIGGS & STRAT COMMON 10904310 305 7,422 SH SOLE 7,422
BRINKER INTL I COMMON 10964110 162 5,450 SH SOLE 5,450
BRISTOL MYERS COMMON 11012210 28,027 483,230 SH SOLE 483,230
BROADCOM CORP COMMON 11132010 52,918 217,880 SH SOLE 217,880
BROADVISION IN COMMON 11141210 37,484 835,300 SH SOLE 835,300
BROADWING INC COMMON 11162010 5,735 154,210 SH SOLE 154,210
BROCADE COMMUN COMMON 11162110 9,326 52,010 SH SOLE 52,010
BROOKTROUT TEC COMMON 11458010 94 3,225 SH SOLE 3,225
BROWN & BROWN COMMON 11523610 12 300 SH SOLE 300
BROWN FORMAN D COMMON 11563720 143 2,630 SH SOLE 2,630
BUCKEYE TECHNO COMMON 11825510 190 10,500 SH SOLE 10,500
BUCKLE INC COMMON 11844010 5 300 SH SOLE 300
BUDGET GROUP I COMMON 11900310 6 1,300 SH SOLE 1,300
BUFFETS INC COMMON 11988210 254 28,100 SH SOLE 28,100
BURLINGTON COA COMMON 12157910 14 800 SH SOLE 800
BURLINGTON RES COMMON 12201410 291 7,870 SH SOLE 7,870
BURNS INTL SVC COMMON 12237410 3 300 SH SOLE 300
BURR BROWN COR COMMON 12257410 10,748 197,670 SH SOLE 197,670
BUSH BOAKE ALL COMMON 12316210 8 300 SH SOLE 300
C D I CORP COMMON 12507110 141 7,400 SH SOLE 7,400
C H ROBINSON W COMMON 12541W10 8,057 216,308 SH SOLE 216,308
C&D TECHNOLOGI COMMON 12466110 24 400 SH SOLE 400
C-CUBE MICROSY COMMON 12501510 14,949 205,310 SH SOLE 205,310
CABLE DESIGN T COMMON 12692410 1,096 32,300 SH SOLE 32,300
CABLEVISION SY COMMON 12686C10 299 4,930 SH SOLE 4,930
CABOT CORP COMMON 12705510 95 3,100 SH SOLE 3,100
CABOT INDUSTRI REIT 12707210 358 19,200 SH SOLE 19,200
CABOT OIL & GA COMMON 12709710 758 41,943 SH SOLE 41,943
CACI INC COMMON 12719030 12 400 SH SOLE 400
CADENCE DESIGN COMMON 12738710 174 8,450 SH SOLE 8,450
CAL DIVE INTL COMMON 12791410 10 200 SH SOLE 200
CALGON CARBON COMMON 12960310 180 27,400 SH SOLE 27,400
CALIFORNIA WTR COMMON 13078810 493 21,600 SH SOLE 21,600
CALLAWAY GOLF COMMON 13119310 767 49,500 SH SOLE 49,500
CALPINE CORP COMMON 13134710 9,524 101,320 SH SOLE 101,320
CAMBREX CORP COMMON 13201110 1,005 23,100 SH SOLE 23,100
CAMDEN PPTY TR IS 13313110 579 21,400 SH SOLE 21,400
CANANDAIGUA WI COMMON 13721920 831 16,300 SH SOLE 16,300
CAPROCK COMMUN COMMON 14066710 7,959 162,430 SH SOLE 162,430
CARAUSTAR INDS COMMON 14090910 181 12,826 SH SOLE 12,826
CARDINAL HEALT COMMON 14149Y10 12,124 264,273 SH SOLE 264,273
CAREY INTERNAT COMMON 14175010 36 2,100 SH SOLE 2,100
CARLISLE CORP COMMON 14233910 56 1,400 SH SOLE 1,400
CAROLINA PWR & COMMON 14414110 171 5,260 SH SOLE 5,260
CARPENTER TECH COMMON 14428510 19 900 SH SOLE 900
CARRIAGE SVCS COMMON 14390510 2 500 SH SOLE 500
CASEYS GEN STO COMMON 14752810 20 1,800 SH SOLE 1,800
CATALINA MARKE COMMON 14886710 2,844 28,090 SH SOLE 28,090
CATELLUS DEV C COMMON 14911110 57 4,100 SH SOLE 4,100
CATHAY BANCORP COMMON 14915010 207 4,500 SH SOLE 4,500
CATO CORP NEW COMMON 14920510 1,863 158,550 SH SOLE 158,550
CB RICHARD ELL COMMON 12489L10 4 400 SH SOLE 400
CBS CORP COMMON 12490K10 1,161 20,499 SH SOLE 20,499
CCB FINL CORP COMMON 12487510 268 6,060 SH SOLE 6,060
CDW COMPUTER C COMMON 12512910 4,274 50,620 SH SOLE 50,620
CEC ENTMT INC COMMON 12513710 5,929 218,579 SH SOLE 218,579
CELLSTAR CORP COMMON 15092510 9 1,100 SH SOLE 1,100
CENTEX CONSTRU COMMON 15231R10 8 300 SH SOLE 300
CENTEX CORP COMMON 15231210 119 5,000 SH SOLE 5,000
CENTRAL NEWSPA COMMON 15464710 86 2,580 SH SOLE 2,580
CENTURA BKS IN COMMON 15640T10 14 315 SH SOLE 315
CENTURYTEL INC COMMON 15670010 380 10,230 SH SOLE 10,230
CHAMPION ENTER COMMON 15849610 8 1,400 SH SOLE 1,400
CHARLES RIVER COMMON 15985210 4 200 SH SOLE 200
CHARMING SHOPP COMMON 16113310 612 107,600 SH SOLE 107,600
CHARTER ONE FI COMMON 16090310 205 9,740 SH SOLE 9,740
CHASE MANHATTA COMMON 16161A10 4,555 52,240 SH SOLE 52,240
CHECKPOINT SYS COMMON 16282510 12 1,400 SH SOLE 1,400
CHEESECAKE FAC COMMON 16307210 6,382 153,320 SH SOLE 153,320
CHELSEA GCA RL REIT 16326210 389 13,400 SH SOLE 13,400
CHEMFIRST INC COMMON 16361A10 288 14,811 SH SOLE 14,811
CHESAPEAKE COR COMMON 16515910 287 9,700 SH SOLE 9,700
CHEVRON CORP COMMON 16675110 3,120 33,750 SH SOLE 33,750
CHIRON CORP COMMON 17004010 3,683 73,840 SH SOLE 73,840
CHITTENDEN COR COMMON 17022810 276 9,295 SH SOLE 9,295
CHOICE HOTELS COMMON 16990510 23 1,600 SH SOLE 1,600
CHOICEPOINT IN COMMON 17038810 7,020 187,820 SH SOLE 187,820
CHUBB CORP COMMON 17123210 406 6,010 SH SOLE 6,010
CHURCH & DWIGH COMMON 17134010 21 1,200 SH SOLE 1,200
CIGNA CORP COMMON 12550910 680 8,980 SH SOLE 8,980
CINTAS CORP COMMON 17290810 1,895 48,350 SH SOLE 48,350
CIRCLE INTL GR COMMON 17257410 146 5,600 SH SOLE 5,600
CIRCUIT CITY S COMMON 17273710 10,914 179,290 SH SOLE 179,290
CISCO SYSTEMS COMMON 17275R10 559,527 7,237,214 SH SOLE #######
CITADEL COMMUN COMMON 17285320 7,737 183,400 SH SOLE 183,400
CITIGROUP INC COMMON 17296710 31,098 519,377 SH SOLE 519,377
CITIZENS BKG C COMMON 17442010 222 11,374 SH SOLE 11,374
CITIZENS UTILS COMMON 17734220 332 20,260 SH SOLE 20,260
CITRIX SYS INC COMMON 17737610 17,114 258,330 SH SOLE 258,330
CITY NATL CORP COMMON 17856610 84 2,500 SH SOLE 2,500
CLAIRES STORES COMMON 17958410 28 1,400 SH SOLE 1,400
CLARCOR INC COMMON 17989510 337 18,980 SH SOLE 18,980
CLAYTON HOMES COMMON 18419010 3 300 SH SOLE 300
CLECO CORP NEW COMMON 12561W10 662 19,900 SH SOLE 19,900
CMGI INC COMMON 12575010 28,044 247,490 SH SOLE 247,490
CNA SURETY COR COMMON 12612L10 169 12,100 SH SOLE 12,100
CNET NETWORKS COMMON 12613R10 188 3,700 SH SOLE 3,700
CNF TRANSN INC COMMON 12612W10 63 2,280 SH SOLE 2,280
COASTAL CORP COMMON 19044110 481 10,460 SH SOLE 10,460
COHERENT INC COMMON 19247910 1,925 37,020 SH SOLE 37,020
COHU INC COMMON 19257610 4 100 SH SOLE 100
COLE KENNETH P COMMON 19329410 118 3,000 SH SOLE 3,000
COLGATE PALMOL COMMON 19416210 25,998 461,170 SH SOLE 461,170
COLONIAL BANCG COMMON 19549330 52 4,800 SH SOLE 4,800
COLUMBIA LABS COMMON 19777910 7 600 SH SOLE 600
COLUMBIA/HCA H COMMON 19767710 453 17,900 SH SOLE 17,900
COLUMBUS MCKIN COMMON 19933310 8 600 SH SOLE 600
COM21 INC COMMON 20593710 24 500 SH SOLE 500
COMCAST CORP COMMON 20030020 40,189 926,550 SH SOLE 926,550
COMDISCO INC COMMON 20033610 233 5,290 SH SOLE 5,290
COMFORT SYS US COMMON 19990810 4 600 SH SOLE 600
COMMERCE BANCO COMMON 20051910 5,918 159,943 SH SOLE 159,943
COMMERCE BANCS COMMON 20052510 183 5,861 SH SOLE 5,861
COMMERCIAL MET COMMON 20172310 450 16,300 SH SOLE 16,300
COMMONWEALTH B COMMON 20268X10 8 600 SH SOLE 600
COMMONWEALTH T COMMON 20334910 4,105 87,460 SH SOLE 87,460
COMMSCOPE INC COMMON 20337210 13,468 294,777 SH SOLE 294,777
COMMUNITY TR B COMMON 20414910 64 3,550 SH SOLE 3,550
COMPASS BANCSH COMMON 20449H10 87 4,350 SH SOLE 4,350
COMPUTER ASSOC COMMON 20491210 27,832 470,240 SH SOLE 470,240
COMPUTER SCIEN COMMON 20536310 273 3,449 SH SOLE 3,449
COMSAT CORP COMMON 20564D10 12 600 SH SOLE 600
COMVERSE TECHN COMMON 20586240 35,464 187,640 SH SOLE 187,640
CONAGRA INC COMMON 20588710 335 18,460 SH SOLE 18,460
CONCORD COMMUN COMMON 20618610 18 500 SH SOLE 500
CONCORD EFS IN COMMON 20619710 7,984 348,070 SH SOLE 348,070
CONECTIV INC COMMON 20682910 70 4,000 SH SOLE 4,000
CONEXANT SYSTE COMMON 20714210 2,016 28,400 SH SOLE 28,400
CONMED CORP COMMON 20741010 499 19,900 SH SOLE 19,900
CONNING CORP COMMON 20821510 5 400 SH SOLE 400
CONSOLIDATED E COMMON 20911510 373 12,820 SH SOLE 12,820
CONSOLIDATED G COMMON 20934110 5 400 SH SOLE 400
CONSOLIDATED P COMMON 20979810 5 530 SH SOLE 530
CONSTELLATION COMMON 21037110 210 6,580 SH SOLE 6,580
CONVERGYS CORP COMMON 21248510 4,237 109,510 SH SOLE 109,510
COOPER COS INC COMMON 21664840 13 400 SH SOLE 400
COPART INC COMMON 21720410 6,741 385,186 SH SOLE 385,186
CORDANT TECHNO COMMON 21841210 74 1,310 SH SOLE 1,310
CORN PRODS INT COMMON 21902310 902 37,500 SH SOLE 37,500
CORNING INC COMMON 21935010 75,529 389,326 SH SOLE 389,326
CORUS BANKSHAR COMMON 22087310 276 11,700 SH SOLE 11,700
COST PLUS INC COMMON 22148510 74 2,200 SH SOLE 2,200
COSTCO WHSL CO COMMON 22160K10 28,116 534,910 SH SOLE 534,910
COUNTRYWIDE CR COMMON 22237210 225 8,270 SH SOLE 8,270
COVAD COMMUNIC COMMON 22281420 349 4,820 SH SOLE 4,820
COVANCE INC COMMON 22281610 19 1,800 SH SOLE 1,800
COVENTRY HEALT COMMON 22286210 256 30,100 SH SOLE 30,100
COX RADIO INC COMMON 22405110 1,369 16,300 SH SOLE 16,300
CREDENCE SYS C COMMON 22530210 14,357 114,740 SH SOLE 114,740
CREE INC COMMON 22544710 90 800 SH SOLE 800
CROSS TIMBERS COMMON 22757310 178 13,600 SH SOLE 13,600
CSG SYS INTL I COMMON 12634910 73 1,500 SH SOLE 1,500
CSK AUTO CORP COMMON 12596510 8 600 SH SOLE 600
CT COMMUNICATI COMMON 12642640 120 2,000 SH SOLE 2,000
CTS CORP COMMON 12650110 11,771 206,510 SH SOLE 206,510
CULLEN FROST B COMMON 22989910 995 37,650 SH SOLE 37,650
CUNO INC COMMON 12658310 8 300 SH SOLE 300
CVB FINL CORP COMMON 12660010 268 19,000 SH SOLE 19,000
CVS CORP COMMON 12665010 24,489 651,950 SH SOLE 651,950
CYBERCASH INC COMMON 23246210 8 600 SH SOLE 600
CYBEX CORP COMMON 23252210 8,290 220,330 SH SOLE 220,330
CYMER INC COMMON 23257210 7,327 146,540 SH SOLE 146,540
CYPRESS SEMICO COMMON 23280610 16,386 334,400 SH SOLE 334,400
CYTEC INDS INC COMMON 23282010 1,139 37,200 SH SOLE 37,200
CYTYC CORP COMMON 23294610 53 1,100 SH SOLE 1,100
D R HORTON INC COMMON 23331A10 874 66,900 SH SOLE 66,900
DAISYTEK INTL COMMON 23405310 113 7,147 SH SOLE 7,147
DAL-TILE INTL COMMON 23426R10 2,954 372,214 SH SOLE 372,214
DALLAS SEMICON COMMON 23520410 11,784 322,860 SH SOLE 322,860
DANA CORP COMMON 23581110 372 13,200 SH SOLE 13,200
DATASCOPE CORP COMMON 23811310 543 17,100 SH SOLE 17,100
DATASTREAM SYS COMMON 23812410 15 500 SH SOLE 500
DAVE & BUSTERS COMMON 23833N10 4 400 SH SOLE 400
DEAN FOODS CO COMMON 24236110 51 1,900 SH SOLE 1,900
DELCO REMY INT COMMON 24662610 4 500 SH SOLE 500
DELL COMPUTER COMMON 24702510 99,936 1,852,820 SH SOLE #######
DELPHI AUTOMOT COMMON 24712610 144 8,972 SH SOLE 8,972
DELTA AIR LINE COMMON 24736110 348 6,530 SH SOLE 6,530
DELTIC TIMBER COMMON 24785010 14 600 SH SOLE 600
DENDRITE INTL COMMON 24823910 4,568 218,170 SH SOLE 218,170
DENTSPLY INTL COMMON 24903010 6 200 SH SOLE 200
DETROIT DIESEL COMMON 25083710 8 400 SH SOLE 400
DEVELOPERS DIV REIT 25159110 649 46,800 SH SOLE 46,800
DEVON ENERGY C COMMON 25179M10 1,107 22,800 SH SOLE 22,800
DEVRY INC DEL COMMON 25189310 58 1,900 SH SOLE 1,900
DEXTER CORP COMMON 25216510 1,147 21,634 SH SOLE 21,634
DIAGNOSTIC PRO COMMON 25245010 12 500 SH SOLE 500
DIEBOLD INC COMMON 25365110 214 7,770 SH SOLE 7,770
DII GROUP INC COMMON 23294910 19,199 169,812 SH SOLE 169,812
DIME CMNTY BAN COMMON 25392210 468 29,600 SH SOLE 29,600
DISNEY WALT PR COMMON 25468710 3,715 90,060 SH SOLE 90,060
DOCUMENTUM INC COMMON 25615910 7,176 92,000 SH SOLE 92,000
DOLLAR TREE ST COMMON 25674710 8,658 166,110 SH SOLE 166,110
DOMINION RES I COMMON 25746U10 798 20,759 SH SOLE 20,759
DONALDSON INC COMMON 25765110 4,929 218,447 SH SOLE 218,447
DORAL FINL COR COMMON 25811P10 14 1,200 SH SOLE 1,200
DOUBLECLICK IN COMMON 25860930 10,338 110,416 SH SOLE 110,416
DOVER CORP COMMON 26000310 581 12,130 SH SOLE 12,130
DOVER DOWNS EN COMMON 26008610 5 400 SH SOLE 400
DOW CHEMICAL C COMMON 26054310 621 5,450 SH SOLE 5,450
DOW JONES & CO COMMON 26056110 3,791 52,790 SH SOLE 52,790
DOWNEY FINL CO COMMON 26101810 21 1,000 SH SOLE 1,000
DPL INC COMMON 23329310 372 16,786 SH SOLE 16,786
DQE INC COMMON 23329J10 519 11,410 SH SOLE 11,410
DRIL-QUIP INC COMMON 26203710 14 300 SH SOLE 300
DST SYS INC DE COMMON 23332610 380 5,850 SH SOLE 5,850
DTE ENERGY CO COMMON 23333110 314 10,770 SH SOLE 10,770
DUFF & PHELPS COMMON 26432F10 10 100 SH SOLE 100
DUKE POWER CO COMMON 26439910 810 15,430 SH SOLE 15,430
DURA AUTOMOTIV COMMON 26590310 153 8,900 SH SOLE 8,900
DURA PHARMACEU COMMON 26632S10 569 46,200 SH SOLE 46,200
DYCOM INDS INC COMMON 26747510 59 1,200 SH SOLE 1,200
DYNEGY INC NEW COMMON 26816Q10 2,817 44,909 SH SOLE 44,909
E M C CORP COMMON 26864810 69,658 552,840 SH SOLE 552,840
E TOWN COMMON 26924210 746 11,800 SH SOLE 11,800
E-TEK DYNAMICS COMMON 26924010 706 3,000 SH SOLE 3,000
EASTERN ENTERP COMMON 27637F10 659 11,000 SH SOLE 11,000
EASTGROUP PPTY IS 27727610 348 16,200 SH SOLE 16,200
EASTMAN KODAK COMMON 27746110 382 7,040 SH SOLE 7,040
EATON CORP COMMON 27805810 322 4,130 SH SOLE 4,130
ECHOSTAR COMMU COMMON 27876210 474 6,000 SH SOLE 6,000
ECOLAB INC COMMON 27886510 7,428 202,470 SH SOLE 202,470
EDUCATION MGMT COMMON 28139T10 9 600 SH SOLE 600
EGL INC COMMON 26848410 2,959 126,573 SH SOLE 126,573
EL PASO ENERGY COMMON 28390510 532 13,170 SH SOLE 13,170
ELANTEC SEMICO COMMON 28415510 287 3,900 SH SOLE 3,900
ELCOR CORP COMMON 28444310 1,346 39,000 SH SOLE 39,000
ELECTRO SCIENT COMMON 28522910 10,063 173,500 SH SOLE 173,500
ELECTRONIC ART COMMON 28551210 142 2,000 SH SOLE 2,000
ELECTRONIC DAT COMMON 28566110 659 10,260 SH SOLE 10,260
ELECTRONICS FO COMMON 28608210 8,992 149,870 SH SOLE 149,870
EMERSON ELECTR COMMON 29101110 1,338 25,180 SH SOLE 25,180
EMMIS COMMUNIC COMMON 29152510 8,928 192,000 SH SOLE 192,000
EMULEX CORP COMMON 29247520 18,537 169,870 SH SOLE 169,870
ENCOMPASS SVCS COMMON 29255U10 14 2,400 SH SOLE 2,400
ENERGEN CORP COMMON 29265N10 499 31,300 SH SOLE 31,300
ENGELHARD CORP COMMON 29284510 43 2,810 SH SOLE 2,810
ENHANCE FINL S COMMON 29331010 18 1,300 SH SOLE 1,300
ENRON CORP COMMON 29356110 11,675 155,920 SH SOLE 155,920
ENSCO INTL INC COMMON 26874Q10 266 7,370 SH SOLE 7,370
ENTERCOM COMMU COMMON 29363910 265 5,200 SH SOLE 5,200
ENTREMED INC COMMON 29382F10 24 400 SH SOLE 400
ENTRUST TECHNO COMMON 29384810 8,397 98,700 SH SOLE 98,700
ENZON INC COMMON 29390410 7,658 203,210 SH SOLE 203,210
EPITOPE INC COMMON 29426110 81 8,650 SH SOLE 8,650
EQUITABLE RES COMMON 29454910 1,300 29,000 SH SOLE 29,000
EQUITY OFFICE REIT 29474110 772 30,740 SH SOLE 30,740
EQUITY RESIDEN IS 29476L10 611 15,200 SH SOLE 15,200
ESS TECHNOLOGY COMMON 26915110 94 5,350 SH SOLE 5,350
ETHAN ALLEN IN COMMON 29760210 148 5,900 SH SOLE 5,900
EVEREST RE GRO COMMON G3223R10 148 4,530 SH SOLE 4,530
EVERGREEN RES COMMON 29990030 10 400 SH SOLE 400
EXCHANGE APPLI COMMON 30086710 7,473 141,200 SH SOLE 141,200
EXODUS COMMUNI COMMON 30208810 38,566 274,490 SH SOLE 274,490
EXPEDITORS INT COMMON 30213010 3,024 76,070 SH SOLE 76,070
EXPRESS SCRIPT COMMON 30218210 29 700 SH SOLE 700
EXTENDED STAY COMMON 30224P10 202 26,900 SH SOLE 26,900
EXTREME NETWOR COMMON 30226D10 55 700 SH SOLE 700
EXXON MOBIL CO COMMON 30231G10 12,756 163,664 SH SOLE 163,664
F & M NATL COR COMMON 30237410 315 14,299 SH SOLE 14,299
F M C CORP COMMON 30249130 93 1,650 SH SOLE 1,650
F Y I INC COMMON 30271210 11 400 SH SOLE 400
FAIRFIELD CMNT COMMON 30423130 11 1,400 SH SOLE 1,400
FAMILY DOLLAR COMMON 30700010 2,363 113,520 SH SOLE 113,520
FASTENAL CO COMMON 31190010 43 900 SH SOLE 900
FEDERAL NATL M COMMON 31358610 2,549 45,060 SH SOLE 45,060
FEDERATED DEPT COMMON 31410H10 491 11,620 SH SOLE 11,620
FEDERATED INVS COMMON 31421110 3,281 120,120 SH SOLE 120,120
FERRO CORP COMMON 31540510 395 22,200 SH SOLE 22,200
FIDELITY NAT F COMMON 31632610 26 1,893 SH SOLE 1,893
FIFTH THIRD BA COMMON 31677310 324 5,150 SH SOLE 5,150
FILENET CORP COMMON 31686910 33 1,100 SH SOLE 1,100
FINANCIAL FED COMMON 31749210 3,074 169,030 SH SOLE 169,030
FINANCIAL SEC COMMON 31769P10 234 3,190 SH SOLE 3,190
FINOVA GROUP I COMMON 31792810 108 6,430 SH SOLE 6,430
FIRST AMERN FI COMMON 31852230 610 43,801 SH SOLE 43,801
FIRST CHARTER COMMON 31943910 176 13,500 SH SOLE 13,500
FIRST CITIZENS COMMON 31946M10 175 3,100 SH SOLE 3,100
FIRST COMWLTH COMMON 31982910 25 2,900 SH SOLE 2,900
FIRST DATA COR COMMON 31996310 3,705 83,490 SH SOLE 83,490
FIRST FED CAP COMMON 31996010 37 3,200 SH SOLE 3,200
FIRST FINANCIA COMMON 32023910 144 10,200 SH SOLE 10,200
FIRST FINL BAN COMMON 32020910 20 1,100 SH SOLE 1,100
FIRST IND CORP COMMON 32054R10 52 2,800 SH SOLE 2,800
FIRST MERCHANT COMMON 32081710 12 600 SH SOLE 600
FIRST MIDWEST COMMON 32086710 258 10,650 SH SOLE 10,650
FIRST SENTINEL COMMON 33640T10 365 47,500 SH SOLE 47,500
FIRST TENN NAT COMMON 33716210 4 200 SH SOLE 200
FIRST UN CORP COMMON 33735810 496 13,310 SH SOLE 13,310
FIRST UTD BANC COMMON 33741E10 73 7,100 SH SOLE 7,100
FIRST VA BANKS COMMON 33747710 146 3,890 SH SOLE 3,890
FIRST WASH BAN COMMON 33748T10 11 600 SH SOLE 600
FIRSTAR CORP N COMMON 33763V10 683 29,763 SH SOLE 29,763
FIRSTFED FINL COMMON 33790710 362 27,300 SH SOLE 27,300
FIRSTMERIT COR COMMON 33791510 52 2,840 SH SOLE 2,840
FISHER SCIENTI COMMON 33803220 36 800 SH SOLE 800
FLEETBOSTON FI COMMON 33903010 1,550 42,470 SH SOLE 42,470
FLORIDA EAST C COMMON 34063210 1,217 25,100 SH SOLE 25,100
FLORIDA PROGRE COMMON 34110910 251 5,480 SH SOLE 5,480
FLORIDA ROCK I COMMON 34114010 14 500 SH SOLE 500
FNB CORP COMMON 30252010 99 5,400 SH SOLE 5,400
FOOTSTAR INC COMMON 34491210 175 6,212 SH SOLE 6,212
FORD MOTOR CO COMMON 34537010 2,827 61,530 SH SOLE 61,530
FOREST CITY EN COMMON 34555010 585 19,900 SH SOLE 19,900
FOREST LABS IN COMMON 34583810 14,902 176,360 SH SOLE 176,360
FOREST OIL COR COMMON 34609160 2,902 273,110 SH SOLE 273,110
FORTUNE BRANDS COMMON 34963110 283 11,310 SH SOLE 11,310
FOSSIL INC COMMON 34988210 9 400 SH SOLE 400
FOSTER WHEELER COMMON 35024410 223 33,100 SH SOLE 33,100
FOUNDATION HEA COMMON 35040410 39 4,900 SH SOLE 4,900
FPL GROUP INC COMMON 30257110 567 12,300 SH SOLE 12,300
FRANKLIN ELEC COMMON 35351410 109 1,700 SH SOLE 1,700
FRANKLIN RESOU COMMON 35461310 74 2,200 SH SOLE 2,200
FREDDIE MAC COMMON 31340030 19,484 440,950 SH SOLE 440,950
FREEPORT-MCMOR COMMON 35671D85 72 6,000 SH SOLE 6,000
FRITZ COS INC COMMON 35884610 379 37,400 SH SOLE 37,400
FRONTIER AIRLI COMMON 35906510 2 200 SH SOLE 200
FRONTIER FINL COMMON 35907K10 9 500 SH SOLE 500
FURNITURE BRAN COMMON 36092110 2,776 147,580 SH SOLE 147,580
GALILEO INTERN COMMON 36354710 36 1,500 SH SOLE 1,500
GALLAGHER ARTH COMMON 36357610 39 1,200 SH SOLE 1,200
GANNETT INC COMMON 36473010 848 12,050 SH SOLE 12,050
GAP INC COMMON 36476010 0 1 SH SOLE 1
GATEWAY INC COMMON 36762610 6,208 117,020 SH SOLE 117,020
GAYLORD ENTMT COMMON 36790510 24 900 SH SOLE 900
GBC BANCORP CA COMMON 36147510 204 8,800 SH SOLE 8,800
GELTEX PHARMAC COMMON 36853810 131 7,800 SH SOLE 7,800
GENCORP INC COMMON 36868210 12 1,600 SH SOLE 1,600
GENERAL DYNAMI COMMON 36955010 503 10,110 SH SOLE 10,110
GENERAL ELECTR COMMON 36960410 486,365 3,125,240 SH SOLE #######
GENERAL MILLS COMMON 37033410 6,515 180,040 SH SOLE 180,040
GENERAL MTRS C COMMON 3,591 38,910 SH SOLE 38,910
GENERAL SEMICO COMMON 37078710 6,977 404,448 SH SOLE 404,448
GENESCO INC COMMON 37153210 9 700 SH SOLE 700
GENLYTE GROUP COMMON 37230210 185 9,500 SH SOLE 9,500
GENRAD INC COMMON 37244710 10 800 SH SOLE 800
GENTEX CORP COMMON 37190110 420 11,340 SH SOLE 11,340
GENUINE PARTS COMMON 37246010 324 13,590 SH SOLE 13,590
GENZYME CORP COMMON 37291710 357 7,120 SH SOLE 7,120
GEON CO COMMON 37246W10 336 15,650 SH SOLE 15,650
GEORGIA GULF C COMMON 37320020 278 10,700 SH SOLE 10,700
GEORGIA PAC CO COMMON 37329810 277 6,990 SH SOLE 6,990
GERBER SCIENTI COMMON 37373010 317 16,400 SH SOLE 16,400
GIBRALTAR STL COMMON 37476F10 1,565 95,200 SH SOLE 95,200
GILEAD SCIENCE COMMON 37555810 14,125 222,880 SH SOLE 222,880
GLATFELTER P H COMMON 37731610 328 30,861 SH SOLE 30,861
GLENBOROUGH RL REIT 37803P10 457 31,500 SH SOLE 31,500
GLIATECH INC COMMON 37929C10 5 300 SH SOLE 300
GLOBAL INDS LT COMMON 37933610 13 900 SH SOLE 900
GLOBAL MARINE COMMON 37935240 78 3,060 SH SOLE 3,060
GO2NET INC COMMON 38348610 11,580 143,740 SH SOLE 143,740
GOLDEN WEST FI COMMON 38131710 327 10,480 SH SOLE 10,480
GOLDMAN SACHS COMMON 38141G10 749 7,120 SH SOLE 7,120
GOODYS FAMILY COMMON 38258810 5 800 SH SOLE 800
GPU INC COMMON 36225X10 249 9,100 SH SOLE 9,100
GRANITE CONSTR COMMON 38732810 24 900 SH SOLE 900
GREAT ATL & PA COMMON 39006410 292 14,985 SH SOLE 14,985
GREAT PLAINS S COMMON 39119E10 16 300 SH SOLE 300
GREATER BAY BA COMMON 39164810 4,274 106,190 SH SOLE 106,190
GRIFFON CORP COMMON 39843310 219 28,000 SH SOLE 28,000
GROUP 1 AUTOMO COMMON 39890510 1,118 96,200 SH SOLE 96,200
GTE CORP COMMON 36232010 2,503 35,250 SH SOLE 35,250
GTECH HOLDINGS COMMON 40051810 221 11,900 SH SOLE 11,900
GUITAR CTR MGM COMMON 40204010 8 700 SH SOLE 700
HA-LO INDS INC COMMON 40442910 10 1,300 SH SOLE 1,300
HADCO CORP COMMON 40468110 538 8,300 SH SOLE 8,300
HAEMONETICS CO COMMON 40502410 358 15,933 SH SOLE 15,933
HALLIBURTON CO COMMON 40621610 322 7,840 SH SOLE 7,840
HAMILTON BANCO COMMON 40701310 20 1,300 SH SOLE 1,300
HANCOCK HLDG C COMMON 41012010 15 500 SH SOLE 500
HANGER ORTHOPE COMMON 41043F20 3 500 SH SOLE 500
HANNA M A CO COMMON 41052210 242 21,400 SH SOLE 21,400
HANOVER COMP. COMMON 41076810 8,935 157,100 SH SOLE 157,100
HARBINGER CORP COMMON 41145C10 35 1,200 SH SOLE 1,200
HARBOR FLA BAN COMMON 41190110 347 30,492 SH SOLE 30,492
HARCOURT GEN I COMMON 41163G10 114 3,070 SH SOLE 3,070
HARLAND JOHN H COMMON 41269310 18 1,300 SH SOLE 1,300
HARLEY DAVIDSO COMMON 41282210 16,136 203,290 SH SOLE 203,290
HARMAN INTL IN COMMON 41308610 1,239 20,644 SH SOLE 20,644
HARMONIC LIGHT COMMON 41316010 67 800 SH SOLE 800
HARRAHS ENTMT COMMON 41361910 104 5,610 SH SOLE 5,610
HARSCO CORP COMMON 41586410 692 23,900 SH SOLE 23,900
HARTE-HANKS IN COMMON 41619610 9 400 SH SOLE 400
HARTFORD LIFE COMMON 41659210 33 700 SH SOLE 700
HASBRO BRADLEY COMMON 41805610 136 8,160 SH SOLE 8,160
HAVERTY FURNIT COMMON 41959610 1,240 116,700 SH SOLE 116,700
HAWAIIAN ELEC COMMON 41987010 907 28,500 SH SOLE 28,500
HAYES LEMMERZ COMMON 42078110 11 600 SH SOLE 600
HEALTH CARE RE REIT 42217K10 392 28,000 SH SOLE 28,000
HEALTHCARE RLT REIT 42194610 531 31,728 SH SOLE 31,728
HEARTLAND EXPR COMMON 42234710 6 400 SH SOLE 400
HEINZ H J CO COMMON 42307410 414 11,860 SH SOLE 11,860
HELMERICH & PA COMMON 42345210 871 28,100 SH SOLE 28,100
HENRY JACK & A COMMON 42628110 33 900 SH SOLE 900
HEWLETT PACKAR COMMON 42823610 48,347 363,850 SH SOLE 363,850
HILB ROGAL & H COMMON 43129410 11 400 SH SOLE 400
HINES HORTICUL COMMON 43324510 5 700 SH SOLE 700
HISPANIC BROAD COMMON 43357B10 9,720 85,830 SH SOLE 85,830
HNC SOFTWARE I COMMON 40425P10 58 800 SH SOLE 800
HOLLYWOOD ENTM COMMON 43614110 8 1,000 SH SOLE 1,000
HOME DEPOT INC COMMON 43707610 195,270 3,027,445 SH SOLE #######
HON INDS INC COMMON 43809210 75 2,900 SH SOLE 2,900
HONEYWELL INTL COMMON 43851610 1,124 21,334 SH SOLE 21,334
HOOPER HOLMES COMMON 43910410 4,303 125,400 SH SOLE 125,400
HORMEL GEO A & COMMON 44045210 115 7,020 SH SOLE 7,020
HOUGHTON MIFFL COMMON 44156010 335 7,900 SH SOLE 7,900
HOWMET INTERNA COMMON 44320810 22 1,100 SH SOLE 1,100
HRPT PPTYS TR IS 40426W10 56 6,400 SH SOLE 6,400
HSB GROUP INC COMMON 40428N10 26 900 SH SOLE 900
HUDSON UNITED COMMON 44416510 28 1,300 SH SOLE 1,300
HUGHES SUPPLY COMMON 44448210 169 10,900 SH SOLE 10,900
HUMAN GENOME S COMMON 44490310 25,663 308,960 SH SOLE 308,960
HUNTINGTON BAN COMMON 44615010 180 8,030 SH SOLE 8,030
HUSSMANN INTL COMMON 44811010 154 12,100 SH SOLE 12,100
HUTCHINSON TEC COMMON 44840710 7 400 SH SOLE 400
HYPERION SOLUT COMMON 44914M10 33 1,000 SH SOLE 1,000
I2 TECHNOLOGIE COMMON 46575410 9,913 81,170 SH SOLE 81,170
IBP INC COMMON 44922310 133 8,420 SH SOLE 8,420
ICG COMMUNICAT COMMON 44924610 9,446 261,470 SH SOLE 261,470
ICOS CORP COMMON 44929510 43 1,200 SH SOLE 1,200
IDACORP INC COMMON 45110710 63 1,800 SH SOLE 1,800
IDEC PHARMACEU COMMON 44937010 10,937 111,320 SH SOLE 111,320
IDENTIX INC COMMON 45190610 20 700 SH SOLE 700
IDEX CORP COMMON 45167R10 504 18,500 SH SOLE 18,500
IDEXX LABS INC COMMON 45168D10 26 1,100 SH SOLE 1,100
IGATE CAPITAL COMMON 45169U10 50 1,100 SH SOLE 1,100
IHOP CORP COMMON 44962310 484 34,537 SH SOLE 34,537
IMATION CORP COMMON 45245A10 771 28,900 SH SOLE 28,900
IMCLONE SYS IN COMMON 45245W10 10,174 132,350 SH SOLE 132,350
IMCO RECYCLING COMMON 44968110 8 700 SH SOLE 700
IMPATH INC COMMON 45255G10 7 200 SH SOLE 200
IMRGLOBAL CORP COMMON 45321W10 9 600 SH SOLE 600
IN FOCUS SYS I COMMON 45291910 652 18,200 SH SOLE 18,200
INCYTE PHARMAC COMMON 45337C10 9,858 112,740 SH SOLE 112,740
INDEPENDENCE C COMMON 45341410 609 54,700 SH SOLE 54,700
INDEPENDENT BK COMMON 45383610 7 600 SH SOLE 600
INDUSTS SELECT SHBI 81369Y70 146 5,000 SH SOLE 5,000
INDYMAC MTG HL REIT 45660710 820 54,900 SH SOLE 54,900
INFINITY BROAD COMMON 45662S10 295 9,100 SH SOLE 9,100
INFOCURE CORP COMMON 45665A10 5,049 290,600 SH SOLE 290,600
INFORMATICA CO COMMON 45666Q10 7,313 95,200 SH SOLE 95,200
INFORMATION RE COMMON 45690510 114 14,200 SH SOLE 14,200
INFORMIX CORP COMMON 45677910 107 6,300 SH SOLE 6,300
INFOSPACE COM COMMON 45678T10 17,320 119,090 SH SOLE 119,090
INGERSOLL RAND COMMON 45686610 363 8,210 SH SOLE 8,210
INGRAM MICRO I COMMON 45715310 38 2,500 SH SOLE 2,500
INKTOMI CORP COMMON 45727710 21,641 110,980 SH SOLE 110,980
INNKEEPERS USA REIT 4576J010 277 34,100 SH SOLE 34,100
INNOVEX INC COMMON 45764710 3 300 SH SOLE 300
INSIGHT ENTERP COMMON 45765U10 5,273 144,700 SH SOLE 144,700
INSIGNIA FINL COMMON 45767A10 10 700 SH SOLE 700
INTEGRATED DEV COMMON 45811810 4,866 122,810 SH SOLE 122,810
INTEL CORP COMMON 45814010 449,871 3,409,730 SH SOLE #######
INTERIM SERVIC COMMON 45868P10 864 46,570 SH SOLE 46,570
INTERMEDIA COM COMMON 45880110 13,790 285,440 SH SOLE 285,440
INTERMET CORP COMMON 45881K10 149 16,300 SH SOLE 16,300
INTERNATIONAL COMMON 45920010 1,045 8,860 SH SOLE 8,860
INTERNATIONAL COMMON 45990210 93 4,300 SH SOLE 4,300
INTERNATIONAL COMMON 45965510 3,867 241,660 SH SOLE 241,660
INTERNATIONAL COMMON 46014610 404 9,440 SH SOLE 9,440
INTERNATIONAL COMMON 46025410 5,734 150,400 SH SOLE 150,400
INTERPOOL INC COMMON 46062R10 4 600 SH SOLE 600
INTERPUBLIC GR COMMON 46069010 16,787 355,280 SH SOLE 355,280
INTERVOICE-BRI COMMON 46114210 8,567 296,681 SH SOLE 296,681
INTERVU INC COMMON 46114R10 5,949 66,100 SH SOLE 66,100
INTUIT COMMON 46120210 10,311 189,620 SH SOLE 189,620
INVACARE CORP COMMON 46120310 579 21,100 SH SOLE 21,100
INVESTORS FINA COMMON 46191510 5,611 95,310 SH SOLE 95,310
IONICS INC COMMON 46221810 197 7,700 SH SOLE 7,700
IPC INFORMATIO COMMON 44980K20 21 100 SH SOLE 100
IRON MTN INC D COMMON 46284610 6,291 184,679 SH SOLE 184,679
IRWIN FINL COR COMMON 46411910 5 300 SH SOLE 300
ISS GROUP INC COMMON 45030610 15,755 135,240 SH SOLE 135,240
ITI TECHNOLOGI COMMON 45056410 12 400 SH SOLE 400
ITT EDUCATIONA COMMON 45068B10 8 500 SH SOLE 500
ITT INDS INC I COMMON 45091110 160 5,160 SH SOLE 5,160
IVAX CORP COMMON 46582310 5,564 204,195 SH SOLE 204,195
JABIL CIRCUIT COMMON 46631310 255 5,900 SH SOLE 5,900
JACK IN THE BO COMMON 46636710 6,709 314,813 SH SOLE 314,813
JACOBS ENGINEE COMMON 46981410 540 16,941 SH SOLE 16,941
JAKKS PAC INC COMMON 47012E10 3,864 179,215 SH SOLE 179,215
JDS UNIPHASE C COMMON 46612J10 126,835 1,052,026 SH SOLE #######
JEFFERSON PILO COMMON 47507010 666 10,010 SH SOLE 10,010
JLG INDS INC COMMON 46621010 16 1,700 SH SOLE 1,700
JOHN NUVEEN CO COMMON 47803510 2,817 73,650 SH SOLE 73,650
JOHNS MANVILLE COMMON 47812910 16 1,500 SH SOLE 1,500
JOHNSON & JOHN COMMON 47816010 54,661 778,090 SH SOLE 778,090
JOHNSON CTLS I COMMON 47836610 316 5,850 SH SOLE 5,850
JONES PHARMA I COMMON 48023610 11,597 381,799 SH SOLE 381,799
JOURNAL REGIST COMMON 48113810 13 900 SH SOLE 900
JUSTIN INDS IN COMMON 48217110 14 800 SH SOLE 800
K-SWISS INC COMMON 48268610 3 200 SH SOLE 200
KAISER ALUMINU COMMON 48300710 6 1,400 SH SOLE 1,400
KANSAS CITY PW COMMON 48513410 154 5,310 SH SOLE 5,310
KAUFMAN&BROAD COMMON 48616810 2,492 116,240 SH SOLE 116,240
KAYDON CORP COMMON 48658710 22 800 SH SOLE 800
KEANE INC COMMON 48666510 71 2,825 SH SOLE 2,825
KEEBLER FOODS COMMON 48725610 2,718 94,730 SH SOLE 94,730
KELLWOOD CO COMMON 48804410 25 1,400 SH SOLE 1,400
KELLY SVCS INC COMMON 48815220 22 900 SH SOLE 900
KEMET CORP COMMON 48836010 8,994 142,190 SH SOLE 142,190
KENNAMETAL INC COMMON 48917010 487 16,200 SH SOLE 16,200
KENT ELECTRS C COMMON 49055310 6,896 236,270 SH SOLE 236,270
KEYSPAN CORP COMMON 49337W10 425 15,370 SH SOLE 15,370
KIMBALL INTL I COMMON 49427410 18 1,600 SH SOLE 1,600
KIMBERLY CLARK COMMON 49436810 15,662 279,360 SH SOLE 279,360
KINDER MORGAN COMMON 49455P10 434 12,580 SH SOLE 12,580
KING PHARMACEU COMMON 49558210 4,830 153,323 SH SOLE 153,323
KLA-TENCOR COR COMMON 48248010 13,860 164,510 SH SOLE 164,510
KNIGHT RIDDER COMMON 49904010 274 5,340 SH SOLE 5,340
KNIGHT/TRIMARK COMMON 49906810 112 2,200 SH SOLE 2,200
KOHLS CORP COMMON 50025510 18,967 185,040 SH SOLE 185,040
KOPIN CORP COMMON 50060010 7,975 116,000 SH SOLE 116,000
KRONOS INC COMMON 50105210 4,190 141,420 SH SOLE 141,420
L-3 COMMUNICAT COMMON 50242410 52 1,000 SH SOLE 1,000
LA Z BOY INC COMMON 50533610 452 29,412 SH SOLE 29,412
LABOR READY IN COMMON 50540120 11 1,100 SH SOLE 1,100
LACLEDE GAS CO COMMON 50558810 434 21,681 SH SOLE 21,681
LAFARGE CORP COMMON 50586210 38 1,600 SH SOLE 1,600
LAM RESH CORP COMMON 51280710 17,974 398,870 SH SOLE 398,870
LAMAR ADVERTIS COMMON 51281510 73 1,600 SH SOLE 1,600
LANCASTER COLO COMMON 51384710 52 1,700 SH SOLE 1,700
LANDRYS SEAFOO COMMON 51508L10 8 1,300 SH SOLE 1,300
LANDS END INC COMMON 51508610 367 5,980 SH SOLE 5,980
LANDSTAR SYS I COMMON 51509810 1,068 19,500 SH SOLE 19,500
LASER VISION C COMMON 51807H10 6 800 SH SOLE 800
LASON INC COMMON 51808R10 52 7,900 SH SOLE 7,900
LATTICE SEMICO COMMON 51841510 14,227 210,180 SH SOLE 210,180
LAUDER ESTEE C COMMON 51843910 6,069 121,230 SH SOLE 121,230
LEAR CORP COMMON 52186510 154 5,490 SH SOLE 5,490
LEE ENTERPRISE COMMON 52376810 37 1,400 SH SOLE 1,400
LEGG MASON INC COMMON 52490110 231 5,340 SH SOLE 5,340
LEGGETT & PLAT COMMON 52466010 241 11,200 SH SOLE 11,200
LEHMAN BROS HL COMMON 52490810 529 5,450 SH SOLE 5,450
LENNAR CORP COMMON 52605710 599 27,600 SH SOLE 27,600
LEUCADIA NATL COMMON 52728810 672 28,300 SH SOLE 28,300
LEVEL 3 COMMUN COMMON 52729N10 31,152 294,580 SH SOLE 294,580
LEXMARK INTL G COMMON 52977110 1,576 14,900 SH SOLE 14,900
LIBBEY INC COMMON 52989810 19 700 SH SOLE 700
LIBERTY FINL C COMMON 53051210 301 15,200 SH SOLE 15,200
LIBERTY MEDIA COMMON 00195720 35,895 605,180 SH SOLE 605,180
LILLY INDUSTRI COMMON 53249110 863 69,700 SH SOLE 69,700
LINCARE HOLDIN COMMON 53279110 45 1,600 SH SOLE 1,600
LINCOLN ELEC H COMMON 53390010 31 1,300 SH SOLE 1,300
LINEAR TECHNOL COMMON 53567810 21,786 396,100 SH SOLE 396,100
LINENS N THING COMMON 53567910 41 1,200 SH SOLE 1,200
LIPOSOME CO IN COMMON 53631010 21 1,200 SH SOLE 1,200
LITTELFUSE INC COMMON 53700810 279 7,600 SH SOLE 7,600
LITTON INDS IN COMMON 53802110 84 1,890 SH SOLE 1,890
LIZ CLAIBORNE COMMON 53932010 231 5,040 SH SOLE 5,040
LNR PPTY CORP COMMON 50194010 425 22,300 SH SOLE 22,300
LONE STAR STEA COMMON 54230710 17 1,700 SH SOLE 1,700
LONGVIEW FIBRE COMMON 54321310 37 2,500 SH SOLE 2,500
LOUIS DREYFUS COMMON 54601110 966 28,400 SH SOLE 28,400
LOWES COS INC COMMON 54866110 23,418 401,170 SH SOLE 401,170
LSI INDS INC COMMON 50216C10 6 300 SH SOLE 300
LSI LOGIC CORP COMMON 50216110 15,588 214,630 SH SOLE 214,630
LTX CORP COMMON 50239210 2,151 47,600 SH SOLE 47,600
LUBRIZOL CORP COMMON 54927110 78 2,700 SH SOLE 2,700
LUBYS INC COMMON 54928210 10 1,100 SH SOLE 1,100
LYCOS INC COMMON 55081810 7,557 107,580 SH SOLE 107,580
LYDALL INC COMMON 55081910 7 800 SH SOLE 800
M & T BK CORP COMMON 55261F10 67 150 SH SOLE 150
M S CARRIERS I COMMON 55353310 442 18,800 SH SOLE 18,800
MACROMEDIA INC COMMON 55610010 6,201 68,660 SH SOLE 68,660
MACROVISION CO COMMON 55590410 13,194 153,200 SH SOLE 153,200
MAF BANCORP IN COMMON 55261R10 240 14,800 SH SOLE 14,800
MAGELLAN HEALT COMMON 55907910 8 1,600 SH SOLE 1,600
MALLINCKRODT G COMMON 56123210 154 5,370 SH SOLE 5,370
MANITOWOC INC COMMON 56357110 2,844 103,409 SH SOLE 103,409
MANPOWER INC COMMON 56418H10 303 8,530 SH SOLE 8,530
MANUGISTICS GR COMMON 56501110 41 800 SH SOLE 800
MARCHFIRST INC COMMON 56624410 5,611 157,219 SH SOLE 157,219
MARINE DRILLIN COMMON 56824020 771 28,100 SH SOLE 28,100
MARK IV INDS I COMMON 57038710 785 35,585 SH SOLE 35,585
MARSH & MCLENN COMMON 57174810 1,338 12,130 SH SOLE 12,130
MASCO CORP COMMON 57459910 327 15,950 SH SOLE 15,950
MASCOTECH INC COMMON 57467010 4 300 SH SOLE 300
MASTEC INC COMMON 57632310 53 600 SH SOLE 600
MATTHEWS INTL COMMON 57712810 11 500 SH SOLE 500
MAXIM INTEGRAT COMMON 57772K10 29,598 416,500 SH SOLE 416,500
MAXIMUS INC COMMON 57793310 3,751 122,990 SH SOLE 122,990
MAXWELL TECHNO COMMON 57776710 4 300 SH SOLE 300
MAY DEPT STORE COMMON 57777810 418 14,680 SH SOLE 14,680
MBNA CORP COMMON 55262L10 15,245 597,850 SH SOLE 597,850
MCCLATCHY NEWS COMMON 57948910 61 1,850 SH SOLE 1,850
MCCORMICK & CO COMMON 57978020 359 11,140 SH SOLE 11,140
MCDONALDS CORP COMMON 58013510 992 26,530 SH SOLE 26,530
MCGRATH RENTCO COMMON 58058910 138 8,700 SH SOLE 8,700
MCGRAW HILL IN COMMON 58064510 4,064 89,310 SH SOLE 89,310
MCI WORLDCOM I COMMON 55268B10 97,833 2,159,082 SH SOLE #######
MCLEOD INC COMMON 58226610 11,468 135,220 SH SOLE 135,220
MCMORAN EXPLOR COMMON 58241110 169 8,900 SH SOLE 8,900
MDU RES GROUP COMMON 55269010 817 39,383 SH SOLE 39,383
MEAD CORP COMMON 58283410 262 7,500 SH SOLE 7,500
MEDIA GEN INC COMMON 58440410 330 6,300 SH SOLE 6,300
MEDIAONE GROUP COMMON 58440J10 748 9,240 SH SOLE 9,240
MEDICAL MANAGE COMMON 58461U10 39 1,100 SH SOLE 1,100
MEDICIS PHARMA COMMON 58469030 4,832 120,800 SH SOLE 120,800
MEDIMMUNE INC COMMON 58469910 17,700 101,650 SH SOLE 101,650
MEDTRONIC INC COMMON 58505510 2,772 53,900 SH SOLE 53,900
MELLON FINL CO COMMON 58551A10 726 24,420 SH SOLE 24,420
MEMBERWORKS IN COMMON 58600210 16 400 SH SOLE 400
MENS WEARHOUSE COMMON 58711810 9,030 304,809 SH SOLE 304,809
MENTOR CORP MI COMMON 58718810 716 26,500 SH SOLE 26,500
MENTOR GRAPHIC COMMON 58720010 12 800 SH SOLE 800
MERCANTILE BAN COMMON 58740510 68 2,240 SH SOLE 2,240
MERCK & CO INC COMMON 58933110 102,202 1,645,110 SH SOLE #######
MERCURY COMPUT COMMON 58937810 6,280 128,500 SH SOLE 128,500
MERCURY INTERA COMMON 58940510 36,510 460,700 SH SOLE 460,700
MERISTAR HOSPI REIT 58984Y10 1,100 63,100 SH SOLE 63,100
MERITOR AUTOMO COMMON 59000G10 6 400 SH SOLE 400
MERRILL LYNCH COMMON 59018810 1,458 13,890 SH SOLE 13,890
MESABA HLDGS I COMMON 59066B10 5 400 SH SOLE 400
METALS USA INC COMMON 59132410 8 1,200 SH SOLE 1,200
METHODE ELECTR COMMON 59152020 8,981 177,851 SH SOLE 177,851
METRIS COS INC COMMON 59159810 47 1,200 SH SOLE 1,200
METROMEDIA FIB COMMON 59168910 16,646 172,050 SH SOLE 172,050
METRON TECHNOL CF N5665B10 64 3,025 SH SOLE 3,025
METTLER TOLEDO COMMON 59268810 11,670 285,078 SH SOLE 285,078
MGI PROPERTIES IS 55288510 4 700 SH SOLE 700
MGIC INVESTMEN COMMON 55284810 166 3,810 SH SOLE 3,810
MGM GRAND INC COMMON 55295310 45 1,860 SH SOLE 1,860
MIAMI COMPUTER COMMON 59326110 16 500 SH SOLE 500
MICHAEL FOOD I COMMON 59407910 13 600 SH SOLE 600
MICHAEL'S STOR COMMON 59408710 4,806 117,950 SH SOLE 117,950
MICREL INC COMMON 59479310 13,233 137,840 SH SOLE 137,840
MICROCHIP TECH COMMON 59501710 8,734 132,840 SH SOLE 132,840
MICROMUSE INC COMMON 59509410 46,952 338,240 SH SOLE 338,240
MICRON ELECTRO COMMON 59510010 132 9,400 SH SOLE 9,400
MICRON TECHNOL COMMON 59511210 3,983 31,610 SH SOLE 31,610
MICROS SYSTEM COMMON 59490110 7,608 120,880 SH SOLE 120,880
MICROSOFT CORP COMMON 59491810 426,754 4,016,510 SH SOLE #######
MICROSTRATEGY COMMON 59497210 31,987 367,400 SH SOLE 367,400
MID AMER BANCO COMMON 59591510 10 400 SH SOLE 400
MID ATLANTIC M COMMON 59523C10 172 18,600 SH SOLE 18,600
MIDCAP SPDR TR SHBI 59563510 23,605 258,689 SH SOLE 258,689
MIDWAY GAMES I COMMON 59814810 714 53,900 SH SOLE 53,900
MIDWEST EXPRES COMMON 59791110 549 21,407 SH SOLE 21,407
MILLENNIUM PHA COMMON 59990210 22,674 174,585 SH SOLE 174,585
MILLER HERMAN COMMON 60054410 1,441 51,470 SH SOLE 51,470
MILLIPORE CORP COMMON 60107310 11,234 199,050 SH SOLE 199,050
MINERALS TECHN COMMON 60315810 2,702 60,627 SH SOLE 60,627
MINNESOTA MNG COMMON 60405910 1,010 11,410 SH SOLE 11,410
MINNESOTA PWR COMMON 60411010 789 47,430 SH SOLE 47,430
MIPS TECHNOLOG COMMON 60456710 5,735 103,100 SH SOLE 103,100
MISSISSIPPI VY COMMON 60572010 5 200 SH SOLE 200
MOBILE MUNI IN COMMON 60740F10 115 5,900 SH SOLE 5,900
MODIS PROFESSI COMMON 60783010 89 7,160 SH SOLE 7,160
MOHAWK INDS IN COMMON 60819010 2 100 SH SOLE 100
MOLEX INC COMMON 60855410 348 5,917 SH SOLE 5,917
MONACO COACH C COMMON 60886R10 10 500 SH SOLE 500
MONDAVI ROBERT COMMON 60920010 575 16,500 SH SOLE 16,500
MONTANA POWER COMMON 61208510 844 13,180 SH SOLE 13,180
MONY GROUP INC COMMON 61533710 1,031 31,900 SH SOLE 31,900
MORGAN J P & C COMMON 61688010 1,166 8,850 SH SOLE 8,850
MORGAN KEEGAN COMMON 61741010 167 9,700 SH SOLE 9,700
MORGAN ST D WI COMMON 61744644 4,189 50,550 SH SOLE 50,550
MORRISON KNUDS COMMON 61844A10 216 29,353 SH SOLE 29,353
MORRISON MGMT COMMON 61845910 11 400 SH SOLE 400
MOTOROLA INC COMMON 62007610 30,349 207,870 SH SOLE 207,870
MOVADO GROUP I COMMON 62458010 1 100 SH SOLE 100
MRV COMMUNICAT COMMON 55347710 2,721 29,700 SH SOLE 29,700
MUELLER INDS I COMMON 62475610 3,617 119,080 SH SOLE 119,080
MUSICLAND STOR COMMON 62758B10 6 1,000 SH SOLE 1,000
MYERS INDS INC COMMON 62846410 10 800 SH SOLE 800
MYLAN LABS INC COMMON 62853010 121 4,400 SH SOLE 4,400
NASDAQ 100 TR INVF 63110010 175 1,600 SH SOLE 1,600
NATIONAL CITY COMMON 63531310 17 900 SH SOLE 900
NATIONAL COMM COMMON 63544910 46 2,500 SH SOLE 2,500
NATIONAL COMPU COMMON 63551910 11,844 233,385 SH SOLE 233,385
NATIONAL DATA COMMON 63562110 29 1,100 SH SOLE 1,100
NATIONAL FUEL COMMON 63618010 181 4,060 SH SOLE 4,060
NATIONAL INSTR COMMON 63651810 8,083 172,200 SH SOLE 172,200
NATIONAL R V H COMMON 63727710 5 300 SH SOLE 300
NATIONAL SEMIC COMMON 63764010 424 6,980 SH SOLE 6,980
NATIONSRENT IN COMMON 63858810 2 400 SH SOLE 400
NATIONWIDE HEA IS 63862010 396 37,900 SH SOLE 37,900
NATL PENN BANC COMMON 63713810 259 12,775 SH SOLE 12,775
NAUTICA ENTERP COMMON 63908910 145 12,300 SH SOLE 12,300
NAVIGANT CONSU COMMON 63935N10 13 1,200 SH SOLE 1,200
NBTY INC COMMON 62878210 891 65,100 SH SOLE 65,100
NCI BUILDING S COMMON 62885210 15 800 SH SOLE 800
NEOMAGIC CORP COMMON 64049710 4 800 SH SOLE 800
NETWORK APPLIA COMMON 64120L10 44,773 541,060 SH SOLE 541,060
NETWORK SOLUTI COMMON 64121Q10 6,256 40,700 SH SOLE 40,700
NEW JERSEY RES COMMON 64602510 710 16,600 SH SOLE 16,600
NEW PLAN EXCEL REIT 64805310 59 4,300 SH SOLE 4,300
NEWFIELD EXPL COMMON 65129010 821 23,300 SH SOLE 23,300
NEWPORT NEWS S COMMON 65222810 30 1,000 SH SOLE 1,000
NEXTEL COMMUNI COMMON 65332V10 48,553 327,510 SH SOLE 327,510
NEXTLINK COMMU COMMON 65333H70 930 7,520 SH SOLE 7,520
NFO WORLDWIDE COMMON 62910N10 198 8,500 SH SOLE 8,500
NISOURCE INC COMMON 65473P10 103 6,100 SH SOLE 6,100
NOBLE AFFILIAT COMMON 65489410 82 2,510 SH SOLE 2,510
NOBLE DRILLING COMMON 65504210 198 4,780 SH SOLE 4,780
NORDSON CORP COMMON 65566310 9 200 SH SOLE 200
NORTEK INC COMMON 65655910 254 11,500 SH SOLE 11,500
NORTEL NETWORK COMMON 65656910 68,777 545,310 SH SOLE 545,310
NORTH FORK BAN COMMON 65942410 721 40,350 SH SOLE 40,350
NORTHERN TRUST COMMON 66585910 10,501 155,420 SH SOLE 155,420
NORTHROP CORP COMMON 66680710 131 2,480 SH SOLE 2,480
NORTHWEST AIRL COMMON 66728010 27 1,200 SH SOLE 1,200
NORTHWEST NAT COMMON 66765510 347 17,774 SH SOLE 17,774
NORTHWESTERN C COMMON 66807410 382 18,500 SH SOLE 18,500
NOVA CORP GA COMMON 66978410 149 5,100 SH SOLE 5,100
NOVELLUS SYS I COMMON 67000810 10,668 190,080 SH SOLE 190,080
NPC INTERNATIO COMMON 62936030 2 300 SH SOLE 300
NSTAR COMMON 67019E10 357 8,500 SH SOLE 8,500
NTL INC COMMON 62940710 381 4,100 SH SOLE 4,100
NUCOR CORP COMMON 67034610 152 3,040 SH SOLE 3,040
NUEVO ENERGY C COMMON 67050910 204 9,500 SH SOLE 9,500
NUI CORP COMMON 62943010 230 8,896 SH SOLE 8,896
NVIDIA CORP COMMON 67066G10 2,154 25,500 SH SOLE 25,500
NVR INC COMMON 62944T10 4,512 83,550 SH SOLE 83,550
O CHARLEYS INC COMMON 67082310 3 200 SH SOLE 200
O REILLY AUTOM COMMON 68609110 16 1,100 SH SOLE 1,100
OAKLEY INC COMMON 67366210 10 900 SH SOLE 900
OCEAN ENERGY I COMMON 67481E10 651 45,304 SH SOLE 45,304
OCEANEERING IN COMMON 67523210 282 15,055 SH SOLE 15,055
OCEANFIRST FIN COMMON 67523410 11 700 SH SOLE 700
OFFICEMAX INC COMMON 67622M10 331 50,900 SH SOLE 50,900
OGDEN CORP COMMON 67634610 6 500 SH SOLE 500
OGE ENERGY COR COMMON 67083710 50 2,600 SH SOLE 2,600
OLD NATL BANCP COMMON 68003310 79 2,385 SH SOLE 2,385
OM GROUP INC COMMON 67087210 1,069 23,500 SH SOLE 23,500
OMEGA FINL COR COMMON 68209210 8 300 SH SOLE 300
OMNICOM GROUP COMMON 68191910 16,717 178,550 SH SOLE 178,550
OMNOVA SOLUTIO COMMON 68212910 7 1,200 SH SOLE 1,200
ON ASSIGNMENT COMMON 68215910 5,985 132,993 SH SOLE 132,993
ONE VY BANCORP COMMON 68241910 571 16,500 SH SOLE 16,500
ONEOK INC NEW COMMON 68268010 684 27,366 SH SOLE 27,366
OPEN MKT INC COMMON 68370M10 28 1,100 SH SOLE 1,100
ORACLE SYSTEMS COMMON 68389X10 188,188 2,410,740 SH SOLE #######
ORIENTAL FINL COMMON 68618W10 8 400 SH SOLE 400
OSHKOSH B'GOSH COMMON 68822220 7 400 SH SOLE 400
OTTER TAIL PWR COMMON 68964810 128 6,400 SH SOLE 6,400
OUTBACK STEAKH COMMON 68989910 104 3,250 SH SOLE 3,250
OVERSEAS SHIPH COMMON 69036810 337 14,700 SH SOLE 14,700
OWENS & MINOR COMMON 69073210 408 38,400 SH SOLE 38,400
PACCAR INC COMMON 69371810 260 5,200 SH SOLE 5,200
PACIFIC GATEWA COMMON 69432710 6 400 SH SOLE 400
PACIFIC GULF P REIT 69439610 461 23,500 SH SOLE 23,500
PACIFIC SUNWEA COMMON 69487310 9,259 240,490 SH SOLE 240,490
PALL CORP COMMON 69642930 63 2,830 SH SOLE 2,830
PANAMSAT CORP COMMON 69793310 39 790 SH SOLE 790
PAPA JOHNS INT COMMON 69881310 23 700 SH SOLE 700
PAREXEL INTL C COMMON 69946210 8 800 SH SOLE 800
PARK ELECTROCH COMMON 70041620 176 7,200 SH SOLE 7,200
PARK PL ENTMT COMMON 70069010 367 31,730 SH SOLE 31,730
PARKWAY PPTYS IS 70159Q10 365 12,400 SH SOLE 12,400
PARLEX CORP COMMON 70163010 65 2,125 SH SOLE 2,125
PATTERSON DENT COMMON 70341210 31 800 SH SOLE 800
PAXAR CORP COMMON 70422710 271 28,200 SH SOLE 28,200
PAXSON COMMUNI COMMON 70423110 7 900 SH SOLE 900
PAYCHEX INC COMMON 70432610 13,114 250,396 SH SOLE 250,396
PAYLESS SHOESO COMMON 70437910 196 3,780 SH SOLE 3,780
PE CORP COMMON 52,025 542,300 SH SOLE 542,300
PEGASUS COMMUN COMMON 70590410 7,657 54,400 SH SOLE 54,400
PENNZOIL-QUAKE COMMON 70932310 568 54,400 SH SOLE 54,400
PENTAIR INDS I COMMON 70963110 89 2,390 SH SOLE 2,390
PEOPLES ENERGY COMMON 71103010 260 9,473 SH SOLE 9,473
PEPSICO INC COMMON 71344810 33,443 958,930 SH SOLE 958,930
PEREGRINE SYST COMMON 71366Q10 21,388 318,930 SH SOLE 318,930
PERFORMANCE FO COMMON 71375510 567 25,900 SH SOLE 25,900
PERICOM SEMICO COMMON 71383110 96 2,700 SH SOLE 2,700
PERKINELMER IN COMMON 71404610 10,475 157,522 SH SOLE 157,522
PEROT SYS CORP COMMON 71426510 32 1,600 SH SOLE 1,600
PERSONNEL GROU COMMON 71533810 7 1,100 SH SOLE 1,100
PETCO ANIMAL S COMMON 71601610 224 18,900 SH SOLE 18,900
PETSMART INC COMMON 71676810 11 3,500 SH SOLE 3,500
PFF BANCORP IN COMMON 69331W10 502 32,400 SH SOLE 32,400
PFIZER INC COMMON 71708110 40,850 1,117,270 SH SOLE #######
PHARMACEUTICAL COMMON 71712410 10 600 SH SOLE 600
PHARMACIA & UP ADR 71694110 1,573 26,440 SH SOLE 26,440
PHILADELPHIA S COMMON 71800960 660 36,400 SH SOLE 36,400
PHILLIPS VAN H COMMON 71859210 8 1,100 SH SOLE 1,100
PHOTRONIC LABS COMMON 71940510 148 4,200 SH SOLE 4,200
PIEDMONT NAT G COMMON 72018610 427 16,400 SH SOLE 16,400
PIER I IMPORTS COMMON 72027910 6,205 605,369 SH SOLE 605,369
PILGRIM PRIDE COMMON 72146710 3 400 SH SOLE 400
PINNACLE ENTMT IU 72345610 502 24,700 SH SOLE 24,700
PINNACLE SYS I COMMON 72348110 9,671 290,856 SH SOLE 290,856
PINNACLE WEST COMMON 72348410 153 5,440 SH SOLE 5,440
PIONEER GROUP COMMON 72368410 19 800 SH SOLE 800
PIONEER NAT RE COMMON 72378710 776 73,900 SH SOLE 73,900
PIONEER STD EL COMMON 72387710 320 20,317 SH SOLE 20,317
PITNEY BOWES I COMMON 72447910 238 5,320 SH SOLE 5,320
PITTSTON CO COMMON 72570110 39 2,300 SH SOLE 2,300
PLANTRONICS IN COMMON 72749310 47 500 SH SOLE 500
PLAYTEX PRODS COMMON 72813P10 328 25,209 SH SOLE 25,209
PLEXUS CORP COMMON 72913210 8,401 126,100 SH SOLE 126,100
PMC-SIERRA INC COMMON 69344F10 64,665 317,470 SH SOLE 317,470
PMI GROUP INC COMMON 69344M10 247 5,210 SH SOLE 5,210
PNC FINANCIAL COMMON 69347510 627 13,910 SH SOLE 13,910
POINT OF SALE CF M7945W10 101 4,800 SH SOLE 4,800
POLARIS INDS I COMMON 73106810 1,298 43,100 SH SOLE 43,100
POLAROID CORP COMMON 73109510 663 27,900 SH SOLE 27,900
POLICY MANAGEM COMMON 73110810 13 1,100 SH SOLE 1,100
POLO RALPH LAU COMMON 73157210 49 2,600 SH SOLE 2,600
POLYCOM INC COMMON 73172K10 8,342 105,340 SH SOLE 105,340
POLYMER GROUP COMMON 73174510 1,727 135,441 SH SOLE 135,441
POTLATCH CORP COMMON 73762810 975 22,674 SH SOLE 22,674
POTOMAC ELEC P COMMON 73767910 373 16,500 SH SOLE 16,500
POWER INTEGRAT COMMON 73927610 3,456 138,250 SH SOLE 138,250
POWERTEL INC COMMON 73936C10 7,620 110,140 SH SOLE 110,140
POWERWAVE TECH COMMON 73936310 15,480 123,840 SH SOLE 123,840
PPG INDS INC COMMON 69350610 574 10,980 SH SOLE 10,980
PRAXAIR INC COMMON 74005P10 431 10,360 SH SOLE 10,360
PRE PAID LEGAL COMMON 74006510 18 600 SH SOLE 600
PRENTISS PPTYS REIT 74070610 779 34,900 SH SOLE 34,900
PRI AUTOMATION COMMON 69357H10 37 600 SH SOLE 600
PRICE COMMUNIC COMMON 74143730 6,879 299,101 SH SOLE 299,101
PRIME HOSPITAL COMMON 74191710 209 28,800 SH SOLE 28,800
PRIMEDIA INC COMMON 74157K10 58 1,800 SH SOLE 1,800
PRIMUS TELECOM COMMON 74192910 8,461 163,700 SH SOLE 163,700
PROCTER & GAMB COMMON 74271810 6,270 110,980 SH SOLE 110,980
PROFESSIONAL D COMMON 74312N10 1,680 67,200 SH SOLE 67,200
PROFFESSIONALS COMMON 74295410 1 26 SH SOLE 26
PROFIT RECOVER COMMON 74316810 4,664 252,100 SH SOLE 252,100
PROGRESS SOFTW COMMON 74331210 2,473 105,500 SH SOLE 105,500
PROSOFT TRAINI COMMON 74347710 95 4,225 SH SOLE 4,225
PROTECTIVE LIF COMMON 74367410 177 5,560 SH SOLE 5,560
PROTEIN DESIGN COMMON 74369L10 4,015 50,500 SH SOLE 50,500
PROVANT INC COMMON 74372410 2 300 SH SOLE 300
PROVIDENT BANK COMMON 74385910 19 1,200 SH SOLE 1,200
PROVIDENT FINL COMMON 74386610 118 3,450 SH SOLE 3,450
PROVIDIAN FINL COMMON 74406A10 13,431 155,048 SH SOLE 155,048
PROVINCE HEALT COMMON 74397710 9 300 SH SOLE 300
PROXICOM INC COMMON 74428210 3,984 89,900 SH SOLE 89,900
PROXIM INC COMMON 74428410 5,458 45,600 SH SOLE 45,600
PS BUSINESS PK IU 69360J10 540 26,500 SH SOLE 26,500
PSS WORLD MED COMMON 69366A10 16 2,400 SH SOLE 2,400
PUBLIC SVC CO COMMON 74449910 28 1,800 SH SOLE 1,800
PUBLIC SVC ENT COMMON 74457310 295 9,960 SH SOLE 9,960
PULTE CORP COMMON 74586710 271 12,970 SH SOLE 12,970
QLOGIC CORP COMMON 74727710 21,219 156,600 SH SOLE 156,600
QRS CORP COMMON 74726X10 79 1,050 SH SOLE 1,050
QUAKER OATS CO COMMON 74740210 4,974 82,040 SH SOLE 82,040
QUALCOMM INC COMMON 74752510 100,053 670,090 SH SOLE 670,090
QUANEX CORP COMMON 74762010 178 9,900 SH SOLE 9,900
QUANTA SVCS IN COMMON 74762E10 14,271 235,159 SH SOLE 235,159
QUEENS CNTY BA COMMON 74824210 2,437 134,910 SH SOLE 134,910
QUEST DIAGNOST COMMON 74834L10 1,383 34,800 SH SOLE 34,800
QUIKSILVER INC COMMON 74838C10 3,702 210,803 SH SOLE 210,803
QUORUM HEALTH COMMON 74908410 35 3,500 SH SOLE 3,500
QWEST COMMUNIC COMMON 74912110 182 3,800 SH SOLE 3,800
RADIAN GROUP I COMMON 75023610 1,405 29,491 SH SOLE 29,491
RADISYS CORP COMMON 75045910 18 300 SH SOLE 300
RALCORP HLDGS COMMON 75102810 380 26,219 SH SOLE 26,219
RARE HOSPITALI COMMON 75382010 3,490 179,540 SH SOLE 179,540
RATIONAL SOFTW COMMON 75409P20 16,899 220,900 SH SOLE 220,900
RAYMOND JAMES COMMON 75473010 489 23,550 SH SOLE 23,550
RAYONIER INC COMMON 75490710 1,043 21,400 SH SOLE 21,400
RAYOVAC CORP COMMON 75508110 21 900 SH SOLE 900
RAZORFISH INC COMMON 75523610 11 400 SH SOLE 400
REDBACK NETWOR COMMON 75720910 5,615 18,720 SH SOLE 18,720
REEBOK INTL LT COMMON 75811010 161 17,400 SH SOLE 17,400
REGAL BELOIT C COMMON 75875010 18 1,000 SH SOLE 1,000
REGENCY RLTY C REIT 75893910 976 49,400 SH SOLE 49,400
REGIS CORP MIN COMMON 75893210 13 900 SH SOLE 900
REINSURANCE GR COMMON 75935110 19 800 SH SOLE 800
RELIANCE STEEL COMMON 75950910 480 21,466 SH SOLE 21,466
REMEDY CORP COMMON 75954810 7,563 179,530 SH SOLE 179,530
RENAISSANCE WO COMMON 75968A10 6 1,100 SH SOLE 1,100
RENAL CARE GRO COMMON 75993010 30 1,400 SH SOLE 1,400
RENT A CTR INC COMMON 76009N10 8 500 SH SOLE 500
RENT WAY INC COMMON 76009U10 52 2,675 SH SOLE 2,675
REPUBLIC BANCO COMMON 76028210 492 52,640 SH SOLE 52,640
RES-CARE INC COMMON 76094310 6 600 SH SOLE 600
RESMED INC COMMON 76115210 36 500 SH SOLE 500
RESPIRONICS IN COMMON 76123010 1 100 SH SOLE 100
REVLON INC COMMON 76152550 5 600 SH SOLE 600
REYNOLDS & REY COMMON 76169510 226 8,380 SH SOLE 8,380
RF MICRODEVICE COMMON 74994110 13,769 102,470 SH SOLE 102,470
RFS HOTEL INVS REIT 74955J10 190 17,700 SH SOLE 17,700
RICHMOND CNTY COMMON 76455610 501 31,066 SH SOLE 31,066
RIGS NATL CORP COMMON 76657010 11 900 SH SOLE 900
RIVIANA FOODS COMMON 76953610 3 200 SH SOLE 200
ROADWAY EXPRES COMMON 76974210 310 15,300 SH SOLE 15,300
ROBOTIC VISION COMMON 77107410 140 8,750 SH SOLE 8,750
ROCK-TENN CO COMMON 77273920 6 600 SH SOLE 600
ROGERS CORP COMMON 77513310 584 9,300 SH SOLE 9,300
ROLLINS TRUCK COMMON 77574110 410 48,600 SH SOLE 48,600
ROPER INDS INC COMMON 77669610 31 900 SH SOLE 900
ROSS STORES IN COMMON 77829610 4,289 178,230 SH SOLE 178,230
RPM INC COMMON 74968510 58 5,300 SH SOLE 5,300
RSA SEC INC COMMON 74971910 10,126 195,430 SH SOLE 195,430
RUBY TUESDAY I COMMON 78118210 3,896 222,657 SH SOLE 222,657
RUDDICK CORP COMMON 78125810 355 32,436 SH SOLE 32,436
RYANS FAMILY S COMMON 78351910 129 13,500 SH SOLE 13,500
RYERSON TULL I COMMON 78375P10 180 11,600 SH SOLE 11,600
RYLAND GROUP I COMMON 78376410 182 9,700 SH SOLE 9,700
S & T BANCORP COMMON 78385910 1,360 79,427 SH SOLE 79,427
S&P DEPOSITORY UNIT 78462F10 72,602 482,805 SH SOLE 482,805
S3 INC COMMON 78484910 11 500 SH SOLE 500
SAFEGUARD SCIE COMMON 78644910 5,802 84,080 SH SOLE 84,080
SALTON INC COMMON 79575710 13 300 SH SOLE 300
SANDISK CORP COMMON 80004C10 23,765 194,000 SH SOLE 194,000
SANMINA CORP COMMON 80090710 7,268 107,570 SH SOLE 107,570
SAPIENT CORP COMMON 80306210 3,901 46,510 SH SOLE 46,510
SAWTEK INC COMMON 80546810 42 800 SH SOLE 800
SBC COMMUNICAT COMMON 78387G10 50,326 1,194,688 SH SOLE #######
SCHEIN HENRY I COMMON 80640710 13 800 SH SOLE 800
SCHERING PLOUG COMMON 80660510 9,185 247,420 SH SOLE 247,420
SCHOLASTIC COR COMMON 80706610 736 13,645 SH SOLE 13,645
SCHOOL SPECIAL COMMON 80786310 11 500 SH SOLE 500
SCHULMAN A INC COMMON 80819410 202 15,230 SH SOLE 15,230
SCHWAB CHARLES COMMON 80851310 34,214 602,220 SH SOLE 602,220
SCHWEITZER-MAU COMMON 80854110 9 700 SH SOLE 700
SCI SYSTEM INC COMMON 78389010 4,684 87,150 SH SOLE 87,150
SCIENT CORP COMMON 80864H10 3,050 33,630 SH SOLE 33,630
SCIENTIFIC ATL COMMON 80865510 11,712 185,170 SH SOLE 185,170
SCIENTIFIC GAM COMMON 80874710 8 500 SH SOLE 500
SCOTT TECHNOLO COMMON 81002230 130 6,900 SH SOLE 6,900
SCOTTS CO COMMON 81018610 21 500 SH SOLE 500
SCP POOL CORP COMMON 78402810 9 300 SH SOLE 300
SCRIPPS HOWARD COMMON 81105420 89 1,830 SH SOLE 1,830
SDL INC COMMON 78407610 17,498 82,200 SH SOLE 82,200
SEACOR HOLDING COMMON 81190410 628 10,400 SH SOLE 10,400
SEALED AIR COR COMMON 81211K10 407 7,500 SH SOLE 7,500
SEARS ROEBUCK COMMON 81238710 374 12,210 SH SOLE 12,210
SEI CORP COMMON 78411710 4,839 42,660 SH SOLE 42,660
SEITEL INC COMMON 81607430 10 1,200 SH SOLE 1,200
SELECTIVE INS COMMON 81630010 22 1,300 SH SOLE 1,300
SEMCO ENERGY I COMMON 78412D10 11 900 SH SOLE 900
SEMTECH CORP COMMON 81685010 10,556 164,780 SH SOLE 164,780
SENSORMATIC EL COMMON 81726510 1,854 82,610 SH SOLE 82,610
SHAW INDS INC COMMON 82028610 50 3,290 SH SOLE 3,290
SHERWIN WILLIA COMMON 82434810 265 11,960 SH SOLE 11,960
SHOPKO STORES COMMON 82491110 504 28,400 SH SOLE 28,400
SHOREWOOD PACK COMMON 82522910 19 900 SH SOLE 900
SIEBEL SYS INC COMMON 82617010 514 4,300 SH SOLE 4,300
SIERRA PAC RES COMMON 82642810 825 65,973 SH SOLE 65,973
SILICON STORAG COMMON 82705710 163 2,200 SH SOLE 2,200
SILICON VY BAN COMMON 82706410 575 8,000 SH SOLE 8,000
SILICON VY GRO COMMON 82706610 3 100 SH SOLE 100
SIMMONS FIRST COMMON 82873020 10 400 SH SOLE 400
SIMON PPTY GRO REIT 82880610 365 15,640 SH SOLE 15,640
SIMPSON INDS I COMMON 82906010 9 900 SH SOLE 900
SIMPSON MANUFA COMMON 82907310 3,342 84,610 SH SOLE 84,610
SIPEX CORP COMMON 82990910 21 600 SH SOLE 600
SJW CORP COMMON 78430510 281 2,400 SH SOLE 2,400
SKY FINL GROUP COMMON 83080P10 34 2,100 SH SOLE 2,100
SL GREEN RLTY REIT 78440X10 321 13,500 SH SOLE 13,500
SMITH A O CORP COMMON 83186520 211 11,700 SH SOLE 11,700
SMITH-GARDNER COMMON 83205910 61 3,450 SH SOLE 3,450
SMITHFIELD FOO COMMON 83224810 20 1,000 SH SOLE 1,000
SMUCKER J M CO COMMON 83269610 23 1,300 SH SOLE 1,300
SNYDER COMMUNI COMMON 83291410 34 1,500 SH SOLE 1,500
SOLECTRON CORP COMMON 83418210 5,101 127,136 SH SOLE 127,136
SOLUTIA INC COMMON 83437610 95 7,140 SH SOLE 7,140
SONIC CORP COMMON 83545110 5,598 205,442 SH SOLE 205,442
SONOCO PRODS C COMMON 83549510 70 3,060 SH SOLE 3,060
SOURCE INFORMA COMMON 83615120 181 10,350 SH SOLE 10,350
SOUTH JERSEY I COMMON 83851810 206 7,300 SH SOLE 7,300
SOUTHWEST AIRL COMMON 84474110 19,391 931,721 SH SOLE 931,721
SOUTHWEST BANC COMMON 84476R10 17 900 SH SOLE 900
SOUTHWEST GAS COMMON 84489510 311 16,300 SH SOLE 16,300
SOVEREIGN BANC COMMON 84590510 67 8,900 SH SOLE 8,900
SPARTECH CORP COMMON 84722020 4,944 143,820 SH SOLE 143,820
SPECIALTY EQUI COMMON 84749720 8 400 SH SOLE 400
SPEEDWAY MOTOR COMMON 84778810 10 400 SH SOLE 400
SPINNAKER EXPL COMMON 84855W10 132 5,800 SH SOLE 5,800
SPRINT -FON COMMON 85206110 1,080 17,070 SH SOLE 17,070
SPRINT -PCS COMMON 85206150 23,061 352,070 SH SOLE 352,070
SPS TECHNOLOGI COMMON 78462610 1,723 56,500 SH SOLE 56,500
SPSS INC COMMON 78462K10 10 300 SH SOLE 300
SPX CORP COMMON 78463510 3,925 34,450 SH SOLE 34,450
ST FRANCIS CAP COMMON 78937410 166 11,844 SH SOLE 11,844
ST JOE CORP COMMON 79014810 50 1,740 SH SOLE 1,740
ST MARY LD & E COMMON 79222810 63 2,100 SH SOLE 2,100
STAFF LEASING COMMON 85238110 3 500 SH SOLE 500
STANDARD PAC C COMMON 85375C10 4 400 SH SOLE 400
STANDARD REGIS COMMON 85388710 8 600 SH SOLE 600
STANDEX INTL C COMMON 85423110 3 200 SH SOLE 200
STAPLES INC COMMON 85503010 7,950 397,476 SH SOLE 397,476
STARWOOD FINL IU 85569R10 355 20,125 SH SOLE 20,125
STARWOOD HOTEL REIT 85590A20 490 19,040 SH SOLE 19,040
STATE AUTO FIN COMMON 85570710 6 700 SH SOLE 700
STATE STREET C COMMON 85747710 487 5,030 SH SOLE 5,030
STATEN IS BANC COMMON 85755010 507 29,600 SH SOLE 29,600
STATION CASINO COMMON 85768910 4,366 200,160 SH SOLE 200,160
STEEL DYNAMICS COMMON 85811910 180 15,600 SH SOLE 15,600
STEINWAY MUSIC COMMON 85849510 4 200 SH SOLE 200
STERICYCLE INC COMMON 85891210 10 400 SH SOLE 400
STERLING BANCS COMMON 85890710 8 800 SH SOLE 800
STERLING SOFTW COMMON 85954710 1,816 55,440 SH SOLE 55,440
STEWART ENTERP COMMON 86037010 20 4,000 SH SOLE 4,000
STEWART&STEVEN COMMON 86034210 16 1,400 SH SOLE 1,400
STILLWATER MNG COMMON 86074Q10 48 1,200 SH SOLE 1,200
STONE & WEBSTE COMMON 86157210 6 400 SH SOLE 400
STONE ENERGY C COMMON 86164210 5,250 106,590 SH SOLE 106,590
STRIDE RITE CO COMMON 86331410 13 1,600 SH SOLE 1,600
STRUCTURAL DYN COMMON 86355510 130 9,600 SH SOLE 9,600
STUDENT LN COR COMMON 86390210 8 200 SH SOLE 200
STURM RUGER & COMMON 86415910 9 1,000 SH SOLE 1,000
SUIZA FOODS CO COMMON 86507710 1,872 46,500 SH SOLE 46,500
SUMMIT PPTYS I REIT 86623910 555 29,000 SH SOLE 29,000
SUN MICROSYSTE COMMON 86681010 110,955 1,184,110 SH SOLE #######
SUNGLASS HUT I COMMON 86736F10 10 1,300 SH SOLE 1,300
SUNRISE ASSIST COMMON 86768K10 8 600 SH SOLE 600
SUNTERRA CORP COMMON 86787D10 3 1,300 SH SOLE 1,300
SUNTRUST BKS I COMMON 86791410 804 13,920 SH SOLE 13,920
SUPERGEN INC COMMON 86805910 4,862 101,300 SH SOLE 101,300
SUPERIOR INDS COMMON 86816810 612 19,300 SH SOLE 19,300
SUPERVALU INC COMMON 86853610 136 7,170 SH SOLE 7,170
SUSQUEHANNA BK COMMON 86909910 25 1,800 SH SOLE 1,800
SWIFT ENERGY C COMMON 87073810 551 30,800 SH SOLE 30,800
SWIFT TRANSN C COMMON 87075610 25 1,200 SH SOLE 1,200
SYBASE INC COMMON 87113010 1,278 62,900 SH SOLE 62,900
SYBRON CORP COMMON 87114F10 4,644 160,140 SH SOLE 160,140
SYKES ENTERPRI COMMON 87123710 13 700 SH SOLE 700
SYLVAN LEARNIN COMMON 87139910 29 1,800 SH SOLE 1,800
SYMANTEC CORP COMMON 87150310 5,875 78,200 SH SOLE 78,200
SYMBOL TECHNOL COMMON 87150810 12,071 146,650 SH SOLE 146,650
SYNOPSYS INC COMMON 87160710 88 1,800 SH SOLE 1,800
SYNOVUS FINL C COMMON 87161C10 2,838 150,370 SH SOLE 150,370
SYSCO CORP COMMON 87182910 14,338 396,900 SH SOLE 396,900
SYSTEMAX INC COMMON 87185110 16 1,700 SH SOLE 1,700
T / R SYS INC COMMON 87263U10 76 3,400 SH SOLE 3,400
T&HQ INC COMMON 87244340 3,835 214,545 SH SOLE 214,545
TACO CABANA IN COMMON 87342510 26 4,300 SH SOLE 4,300
TALBOTS INC COMMON 87416110 5,429 92,206 SH SOLE 92,206
TALK COM INC COMMON 87426410 22 1,400 SH SOLE 1,400
TANDY CORP COMMON 87538210 7,228 142,430 SH SOLE 142,430
TCF BKG & SVGS COMMON 87227510 192 8,050 SH SOLE 8,050
TECHNE CORP COMMON 87837710 16,820 243,770 SH SOLE 243,770
TECHNITROL INC COMMON 87855510 6,838 117,390 SH SOLE 117,390
TEKTRONIX INC COMMON 87913110 2,486 44,400 SH SOLE 44,400
TELEFLEX INC COMMON 87936910 64 1,800 SH SOLE 1,800
TELEPHONE & DA COMMON 87943310 765 6,890 SH SOLE 6,890
TELETECH HOLDI COMMON 87993910 10,053 291,390 SH SOLE 291,390
TEREX CORP NEW COMMON 88077910 9 600 SH SOLE 600
TESORO PETE CO COMMON 88160910 400 34,800 SH SOLE 34,800
TETRA TECHNOLO COMMON 88162G10 7,478 314,845 SH SOLE 314,845
TEXACO INC COMMON 88169410 808 15,030 SH SOLE 15,030
TEXAS INDS INC COMMON 88249110 602 19,022 SH SOLE 19,022
TEXAS INSTRUME COMMON 88250810 97,997 612,480 SH SOLE 612,480
TEXAS REGL BAN COMMON 88267310 3,546 139,390 SH SOLE 139,390
TEXAS UTILS CO COMMON 88284810 352 11,870 SH SOLE 11,870
TEXTRON INC COMMON 88320310 477 7,830 SH SOLE 7,830
THEGLOBE COM I COMMON 88335R10 3 400 SH SOLE 400
THERAGENICS CO COMMON 88337510 12 900 SH SOLE 900
THERMO BIOANAL COMMON 88355H10 252 9,100 SH SOLE 9,100
THERMO ELECTRO COMMON 88355610 165 8,100 SH SOLE 8,100
THERMO INSTRUM COMMON 88355910 11 500 SH SOLE 500
THOR INDS INC COMMON 88516010 160 6,600 SH SOLE 6,600
TIDEWATER INC COMMON 88642310 40 1,250 SH SOLE 1,250
TIFFANY & CO N COMMON 88654710 3,949 47,220 SH SOLE 47,220
TIMBERLAND CO COMMON 88710010 4,702 92,198 SH SOLE 92,198
TIME WARNER IN COMMON 88731510 947 9,470 SH SOLE 9,470
TIMKEN CO COMMON 88738910 333 20,500 SH SOLE 20,500
TITAN CORP COMMON 88826610 11,704 229,485 SH SOLE 229,485
TMP WORLDWIDE COMMON 87294110 1,804 23,200 SH SOLE 23,200
TOLL BROTHERS COMMON 88947810 1,441 72,056 SH SOLE 72,056
TOM BROWN INC COMMON 11566020 436 23,753 SH SOLE 23,753
TORO CO COMMON 89109210 449 15,000 SH SOLE 15,000
TOTAL SYS SVCS COMMON 89190610 19 1,200 SH SOLE 1,200
TOWER AUTOMOTI COMMON 89170710 2,466 150,608 SH SOLE 150,608
TRACTOR SUPPLY COMMON 89235610 4 200 SH SOLE 200
TRAMMELL CROW COMMON 89288R10 9 800 SH SOLE 800
TRANS WORLD EN COMMON 89336Q10 66 6,550 SH SOLE 6,550
TRANSACTION SY COMMON 89341610 113 3,900 SH SOLE 3,900
TRANSATLANTIC COMMON 89352110 106 1,240 SH SOLE 1,240
TRANSWITCH COR COMMON 89406510 26,067 271,180 SH SOLE 271,180
TRAVELERS PPTY COMMON 89393910 231 5,610 SH SOLE 5,610
TREDEGAR INDS COMMON 89465010 296 11,000 SH SOLE 11,000
TRENDWEST RESO COMMON 89491710 3,123 132,210 SH SOLE 132,210
TRIAD GTY INC COMMON 89592510 12 600 SH SOLE 600
TRIBUNE CO COMMON 89604710 390 10,680 SH SOLE 10,680
TRIMBLE NAVIGA COMMON 89623910 18 700 SH SOLE 700
TRINITY INDS I COMMON 89652210 45 1,900 SH SOLE 1,900
TRIQUINT SEMIC COMMON 89674K10 15,721 213,886 SH SOLE 213,886
TRIUMPH GROUP COMMON 89681810 15 500 SH SOLE 500
TRUE NORTH COM COMMON 89784410 936 23,800 SH SOLE 23,800
TRUSTCO BK COR COMMON 89834910 20 1,700 SH SOLE 1,700
TRUSTMARK CORP COMMON 89840210 147 7,300 SH SOLE 7,300
TRW INC COMMON 87264910 312 5,340 SH SOLE 5,340
TUESDAY MORNIN COMMON 89903550 111 7,700 SH SOLE 7,700
TUPPERWARE COR COMMON 89989610 433 27,400 SH SOLE 27,400
TYSON FOODS IN COMMON 90249410 112 10,050 SH SOLE 10,050
U S CAN CORP COMMON 90328W10 6 300 SH SOLE 300
U S HOME CORP COMMON 91192010 338 8,900 SH SOLE 8,900
U S TR CORP NE COMMON 91288L10 4,946 26,130 SH SOLE 26,130
U S WEST INC N COMMON 91273H10 1,084 14,920 SH SOLE 14,920
UCAR INTL INC COMMON 90262K10 302 22,900 SH SOLE 22,900
UGI CORP NEW COMMON 90268110 438 20,263 SH SOLE 20,263
UICI COMMON 90273710 1 200 SH SOLE 200
ULTIMATE SOFTW COMMON 90385D10 81 8,950 SH SOLE 8,950
ULTRAMAR DIAMO COMMON 90400010 199 7,860 SH SOLE 7,860
ULTRATECH STEP COMMON 90403410 6 400 SH SOLE 400
UMB FINL CORP COMMON 90278810 29 800 SH SOLE 800
UNICOM CORP COMMON 90491110 320 8,780 SH SOLE 8,780
UNIFIRST CORP COMMON 90470810 6 500 SH SOLE 500
UNION PAC CORP COMMON 90781810 537 13,720 SH SOLE 13,720
UNION PAC RES COMMON 90783410 160 11,010 SH SOLE 11,010
UNIONBANCAL CO COMMON 90890610 145 5,250 SH SOLE 5,250
UNITED BANKSHA COMMON 90990710 29 1,300 SH SOLE 1,300
UNITED ILLUM C COMMON 91063710 27 700 SH SOLE 700
UNITED NAT FOO COMMON 91116310 5 300 SH SOLE 300
UNITED NATL BA COMMON 91090910 237 10,982 SH SOLE 10,982
UNITED STATES COMMON 91168410 82 1,160 SH SOLE 1,160
UNITED TECHNOL COMMON 91301710 24,441 386,800 SH SOLE 386,800
UNITEDGLOBALCO COMMON 91324750 266 3,550 SH SOLE 3,550
UNITRIN INC COMMON 91327510 201 5,060 SH SOLE 5,060
UNIVERSAL CORP COMMON 91345610 348 23,088 SH SOLE 23,088
UNIVERSAL FOOD COMMON 91353810 4,517 211,299 SH SOLE 211,299
UNIVERSAL FST COMMON 91354310 90 7,300 SH SOLE 7,300
UNIVERSAL HEAL COMMON 91390310 10 200 SH SOLE 200
URBAN OUTFITTE COMMON 91704710 4 300 SH SOLE 300
US LEC CORP COMMON 90331S10 12 300 SH SOLE 300
US ONCOLOGY IN COMMON 90338W10 5 1,100 SH SOLE 1,100
US RESTAURANT REIT 90297110 631 48,300 SH SOLE 48,300
USA NETWORKS I COMMON 90298410 264 11,710 SH SOLE 11,710
USBANCORP INC COMMON 91729210 8 700 SH SOLE 700
USFREIGHTWAYS COMMON 91690610 937 25,016 SH SOLE 25,016
UST INC COMMON 90291110 59 3,800 SH SOLE 3,800
USX-U S STL COMMON 90337T10 139 5,550 SH SOLE 5,550
UTILICORP UNIT COMMON 91800510 157 8,710 SH SOLE 8,710
VALASSIS COMMU COMMON 91886610 4,806 144,270 SH SOLE 144,270
VALENCE TECHNO COMMON 91891410 4,140 175,700 SH SOLE 175,700
VALERO ENERGY COMMON 91913Y10 1,077 35,100 SH SOLE 35,100
VALLEY NATL BA COMMON 91979410 162 6,046 SH SOLE 6,046
VALMONT INDS I COMMON 92025310 55 3,200 SH SOLE 3,200
VALSPAR CORP COMMON 92035510 157 4,110 SH SOLE 4,110
VARCO INTL INC COMMON 92212610 38 3,000 SH SOLE 3,000
VASTAR RESOURC COMMON 92238010 37 500 SH SOLE 500
VENATOR GROUP COMMON 92294410 61 6,800 SH SOLE 6,800
VERIO INC COMMON 92343310 95 2,100 SH SOLE 2,100
VERISIGN INC COMMON 92343E10 22,207 148,540 SH SOLE 148,540
VERITAS SOFTWA COMMON 92343610 80,726 616,233 SH SOLE 616,233
VERTICALNET IN COMMON 92532L10 25,019 183,960 SH SOLE 183,960
VETERINARY CTR COMMON 92551410 11 800 SH SOLE 800
VIACOM INC COMMON 92552430 1,101 20,880 SH SOLE 20,880
VICAL INC COMMON 92560210 17 500 SH SOLE 500
VICOR CORP COMMON 92581510 11 600 SH SOLE 600
VIGNETTE CORP COMMON 92673410 7,264 45,330 SH SOLE 45,330
VINTAGE PETROL COMMON 92746010 764 37,969 SH SOLE 37,969
VISHAY INTERTE COMMON 92829810 1,944 34,950 SH SOLE 34,950
VISUAL NETWORK COMMON 92844410 7,440 131,100 SH SOLE 131,100
VITAL SIGNS IN COMMON 92846910 434 18,900 SH SOLE 18,900
VITESSE SEMICO COMMON 92849710 19,908 206,840 SH SOLE 206,840
VOICESTREAM WI COMMON 92861510 41,158 319,521 SH SOLE 319,521
VOLT INFORMATI COMMON 92870310 284 7,900 SH SOLE 7,900
WABASH NATL CO COMMON 92956610 60 4,200 SH SOLE 4,200
WACHOVIA CORP COMMON 92977110 565 8,360 SH SOLE 8,360
WACKENHUT CORP COMMON 92979410 6 400 SH SOLE 400
WACKENHUT CORR COMMON 92979810 3 300 SH SOLE 300
WADDELL & REED COMMON 93005910 76 1,800 SH SOLE 1,800
WAL MART STORE COMMON 93114210 192,344 3,404,310 SH SOLE #######
WALLACE COMPUT COMMON 93227010 22 1,900 SH SOLE 1,900
WARNER LAMBERT COMMON 93448810 22,945 234,880 SH SOLE 234,880
WASHINGTON FED COMMON 93882410 663 34,800 SH SOLE 34,800
WASHINGTON GAS COMMON 93883710 1,014 37,292 SH SOLE 37,292
WASHINGTON POS COMMON 93964010 254 470 SH SOLE 470
WATERS CORP COMMON 94184810 6,109 64,140 SH SOLE 64,140
WATSCO INC COMMON 94262220 6 600 SH SOLE 600
WATTS INDS INC COMMON 94274910 10 800 SH SOLE 800
WAUSAU-MOSINEE COMMON 94331510 475 36,700 SH SOLE 36,700
WD 40 CO COMMON 92923610 8 400 SH SOLE 400
WEATHERFORD IN COMMON 94707410 656 11,210 SH SOLE 11,210
WEBB DEL CORP COMMON 94742310 10 700 SH SOLE 700
WEBSTER FINL C COMMON 94789010 787 34,200 SH SOLE 34,200
WELLS FARGO & COMMON 94974610 3,728 91,490 SH SOLE 91,490
WENDYS INTL IN COMMON 95059010 131 6,480 SH SOLE 6,480
WERNER ENTERPR COMMON 95075510 499 29,350 SH SOLE 29,350
WESBANCO INC COMMON 95081010 2 100 SH SOLE 100
WESLEY JESSEN COMMON 95101810 6,517 181,354 SH SOLE 181,354
WEST COAST BAN COMMON 95214510 1 100 SH SOLE 100
WEST PHARMACEU COMMON 95530610 413 16,300 SH SOLE 16,300
WESTAMERICA BA COMMON 95709010 3 100 SH SOLE 100
WESTERN RES IN COMMON 95942510 92 5,830 SH SOLE 5,830
WESTERN WIRELE COMMON 95988E20 3,834 83,680 SH SOLE 83,680
WESTINGHOUSE A COMMON 96038610 17 1,600 SH SOLE 1,600
WESTPOINT STEV COMMON 96123810 68 3,600 SH SOLE 3,600
WESTVACO CORP COMMON 96154810 115 3,450 SH SOLE 3,450
WESTWOOD ONE I COMMON 96181510 11,943 329,460 SH SOLE 329,460
WEYERHAEUSER C COMMON 96216610 462 8,100 SH SOLE 8,100
WHIRLPOOL CORP COMMON 96332010 314 5,350 SH SOLE 5,350
WHITEHALL JEWE COMMON 96506310 12 500 SH SOLE 500
WHITMAN CORP N COMMON 96647R10 15 1,100 SH SOLE 1,100
WHITNEY HLDG C COMMON 96661210 587 18,000 SH SOLE 18,000
WHOLE FOODS MA COMMON 96683710 8,355 201,630 SH SOLE 201,630
WILEY JOHN & S COMMON 96822320 27 1,500 SH SOLE 1,500
WILLIAMS COS COMMON 96945710 497 11,310 SH SOLE 11,310
WILMINGTON TRU COMMON 97180710 117 2,410 SH SOLE 2,410
WIND RIVER SYS COMMON 97314910 2,980 82,200 SH SOLE 82,200
WINDMERE-DURAB COMMON 97341110 2,244 152,150 SH SOLE 152,150
WINNEBAGO INDS COMMON 97463710 2,629 145,560 SH SOLE 145,560
WINSTAR COMMUN COMMON 97551510 5,857 97,615 SH SOLE 97,615
WISCONSIN CENT COMMON 97659210 55 4,500 SH SOLE 4,500
WMS INDUSTRIES COMMON 92929710 8 800 SH SOLE 800
WOLVERINE TUBE COMMON 97809310 8 600 SH SOLE 600
WOLVERINE WORL COMMON 97809710 333 30,300 SH SOLE 30,300
WOODWARD GOVER COMMON 98074510 173 7,500 SH SOLE 7,500
WORLD ACESS IN COMMON 98141A10 5,841 305,425 SH SOLE 305,425
WORTHINGTON IN COMMON 98181110 928 75,000 SH SOLE 75,000
WPS RESOURCES COMMON 92931B10 441 17,000 SH SOLE 17,000
XILINX INC COMMON 98391910 53,576 646,960 SH SOLE 646,960
XIRCOM INC COMMON 98392210 5,860 158,380 SH SOLE 158,380
XTRA INC COMMON 98413810 448 11,800 SH SOLE 11,800
YAHOO INC COMMON 98433210 80,049 467,100 SH SOLE 467,100
ZALE CORP NEW COMMON 98885810 9 200 SH SOLE 200
ZEBRA TECHNOLO COMMON 98920710 183 3,660 SH SOLE 3,660
ZENITH NATL IN COMMON 98939010 11 500 SH SOLE 500
ZIFF-DAVIS INC COMMON 98951110 313 20,000 SH SOLE 20,000
ZIONS BANCORP COMMON 98970110 54 1,300 SH SOLE 1,300
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