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Previous: INTEGRA BANK CORP, 10-Q, EX-27, 2000-08-14 |
Next: PEREGRINE CAPITAL MANAGEMENT INC /MN/, 13F-HR, 2000-08-14 |
REPORT FOR THE CALENDAR YEAR
or Quarter Ended:
June 30, 2000
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 14th of August, 2000.
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: 1643
Form 13F Information Table Value Total: $7,070,365
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 1,231 78,800 SH SOLE 71,200 7,600
3COM CORP COMMON 88553510 9,753 169,250 SH SOLE 124,650 44,600
7-ELEVEN INC COMMON 81782620 12 900 SH SOLE 900
99 CENTS ONLY COMMON 65440K10 3,065 76,868 SH SOLE 65,302 11,566
AAR CORP COMMON 00036110 23 1,900 SH SOLE 1,900
AARON RENTS IN COMMON 00253520 30 2,400 SH SOLE 2,400
ABBOTT LABS COMMON 00282410 2,840 63,730 SH SOLE 63,730
ABGENIX INC COMMON 00339B10 5,298 44,200 SH SOLE 35,900 8,300
ABM INDS INC COMMON 00095710 5 200 SH SOLE 200
ABOUT COM INC COMMON 00373610 6 200 SH SOLE 200
ACCREDO HEALTH COMMON 00437V10 3 100 SH SOLE 100
ACNIELSEN CORP COMMON 00483310 3,401 154,600 SH SOLE 154,000 600
ACTEL CORP COMMON 00493410 5,835 127,900 SH SOLE 127,900
ACTIVE SOFTWAR COMMON 00504E10 3,038 39,100 SH SOLE 35,800 3,300
ACTUATE SOFTWA COMMON 00508B10 91 1,700 SH SOLE 1,700
ACTV INC COMMON 00088E10 18 1,200 SH SOLE 1,200
ACUSON CORP COMMON 00511310 20 1,500 SH SOLE 1,500
ACXIOM CORP COMMON 00512510 65 2,400 SH SOLE 2,400
ADAC LABS COMMON 00531320 17 700 SH SOLE 700
ADAPTEC INC COMMON 00651F10 179 7,880 SH SOLE 7,280 600
ADAPTIVE BROAD COMMON 00650M10 51 1,400 SH SOLE 1,400
ADC TELECOMMUN COMMON 00088610 27,821 331,696 SH SOLE 252,396 79,300
ADELPHIA COMMU COMMON 00684810 1,270 27,090 SH SOLE 20,090 7,000
ADMINISTAFF IN COMMON 00709410 2,623 41,300 SH SOLE 37,000 4,300
ADOBE SYS INC COMMON 00724F10 17,372 133,630 SH SOLE 100,730 32,900
ADTRAN INC COMMON 00738A10 1,749 29,216 SH SOLE 23,916 5,300
ADVANCE PARADI COMMON 00749110 2,327 113,510 SH SOLE 99,410 14,100
ADVANCED DIGIT COMMON 00752510 2,944 184,700 SH SOLE 168,410 16,290
ADVANCED ENERG COMMON 00797310 2,752 46,700 SH SOLE 42,200 4,500
ADVANCED FIBRE COMMON 00754A10 8,785 193,875 SH SOLE 159,975 33,900
ADVANCED RADIO COMMON 00754U10 15 1,000 SH SOLE 1,000
ADVANTA CORP COMMON 00794210 145 11,900 SH SOLE 11,900
ADVANTAGE LEAR COMMON 00757K10 2 100 SH SOLE 100
ADVENT SOFTWAR COMMON 00797410 8,088 125,400 SH SOLE 110,200 15,200
ADVO SYSTEM IN COMMON 00758510 3,142 74,800 SH SOLE 65,800 9,000
AEROFLEX INC COMMON 00776810 5,222 105,100 SH SOLE 93,300 11,800
AES CORP COMMON 00130H10 118 2,580 SH SOLE 2,580
AETHER SYS INC COMMON 00808V10 1,066 5,200 SH SOLE 3,700 1,500
AFFILIATED COM COMMON 00819010 569 17,220 SH SOLE 12,920 4,300
AFFILIATED MAN COMMON 00825210 1,838 40,400 SH SOLE 36,700 3,700
AFFYMETRIX INC COMMON 00826T10 5,168 31,300 SH SOLE 26,240 5,060
AFLAC INC COMMON 00105510 574 12,490 SH SOLE 12,490
AGCO CORP COMMON 00108410 747 61,000 SH SOLE 61,000
AGILE SOFTWARE COMMON 00846X10 2,828 40,000 SH SOLE 29,500 10,500
AGILENT TECHNO COMMON 00846U10 26,618 360,922 SH SOLE 268,273 92,649
AGRIBRANDS INT COMMON 00849R10 555 13,227 SH SOLE 13,227
AK STEEL HOLDI COMMON 00154710 38 4,800 SH SOLE 4,800
AKAMAI TECHNOL COMMON 00971T10 7,210 60,721 SH SOLE 46,255 14,466
ALAMOSA PCS HO COMMON 01159310 2 100 SH SOLE 100
ALASKA AIRGROU COMMON 01165910 513 18,900 SH SOLE 18,900
ALASKA COMMUNI COMMON 01167P10 63 6,100 SH SOLE 6,100
ALBANY INTL CO COMMON 01234810 9 600 SH SOLE 600
ALBANY MOLECUL COMMON 01242310 5 100 SH SOLE 100
ALCOA INC COMMON 01381710 853 29,420 SH SOLE 29,420
ALEXANDER & BA COMMON 01448210 516 23,400 SH SOLE 23,400
ALEXANDRIA REA REIT 01527110 199 5,800 SH SOLE 5,800
ALKERMES INC COMMON 01642T10 5,395 114,480 SH SOLE 92,280 22,200
ALLAIRE CORP COMMON 01671410 3,906 106,290 SH SOLE 94,090 12,200
ALLEGHANY CORP COMMON 01717510 470 2,796 SH SOLE 2,796
ALLEGHENY ENER COMMON 01736110 504 18,410 SH SOLE 18,410
ALLEGHENY TECH COMMON 01741R10 109 6,050 SH SOLE 6,050
ALLEGIANCE TEL COMMON 01747T10 7,453 116,460 SH SOLE 89,010 27,450
ALLERGAN INC COMMON 01849010 16,789 225,350 SH SOLE 167,750 57,600
ALLIANT TECHSY COMMON 01880410 1,120 16,603 SH SOLE 16,603
ALLIED CAP COR COMMON 01903Q10 1,187 69,800 SH SOLE 69,800
ALLIED RISER C COMMON 01949610 223 15,800 SH SOLE 15,800
ALLMERICA FINL COMMON 01975410 166 3,170 SH SOLE 3,170
ALLSCRIPTS INC COMMON 01988610 966 42,000 SH SOLE 37,700 4,300
ALLTEL CORP COMMON 02003910 845 13,640 SH SOLE 13,640
ALPHA INDS INC COMMON 02075310 3,640 82,600 SH SOLE 69,000 13,600
ALPHARMA INC COMMON 02081310 1,837 29,504 SH SOLE 29,504
ALTEON WEBSYST COMMON 02145A10 100 1,000 SH SOLE 1,000
ALTERA CORP COMMON 02144110 14,480 142,050 SH SOLE 106,350 35,700
AMBAC FINL GRO COMMON 02313910 412 7,520 SH SOLE 7,520
AMCOL INTL COR COMMON 02341W10 28 1,700 SH SOLE 1,700
AMCORE FINL IN COMMON 02391210 283 15,431 SH SOLE 15,431
AMERCO COMMON 02358610 12 600 SH SOLE 600
AMEREN CORP COMMON 02360810 285 8,440 SH SOLE 8,440
AMERICA ONLINE COMMON 02364J10 115,326 2,188,872 SH SOLE 1,630,692 558,180
AMERICAN AXLE COMMON 02406110 230 16,200 SH SOLE 16,200
AMERICAN CLASS COMMON 02492810 2 100 SH SOLE 100
AMERICAN EXPRE COMMON 02581610 43,127 827,370 SH SOLE 620,520 206,850
AMERICAN FINL COMMON 02607510 251 15,800 SH SOLE 15,800
AMERICAN FREIG COMMON 02629V10 1,981 136,645 SH SOLE 120,945 15,700
AMERICAN GENER COMMON 02635110 661 10,840 SH SOLE 10,840
AMERICAN GREET COMMON 02637510 606 31,900 SH SOLE 31,900
AMERICAN HOME COMMON 02660910 1,003 17,070 SH SOLE 17,070
AMERICAN INTL COMMON 02687410 6,595 56,127 SH SOLE 56,127
AMERICAN MGMT COMMON 02735210 69 2,100 SH SOLE 2,100
AMERICAN PWR C COMMON 02906610 34 830 SH SOLE 830
AMERICAN STD C COMMON 02971210 394 9,620 SH SOLE 9,620
AMERICAN STS W COMMON 02989910 452 15,200 SH SOLE 15,200
AMERICAN TOWER COMMON 02991220 377 9,050 SH SOLE 9,050
AMERICAN WTR W COMMON 03041110 408 16,330 SH SOLE 16,330
AMERICAN XTAL COMMON 03051410 26 600 SH SOLE 600
AMERICREDIT CO COMMON 03060R10 4,051 238,300 SH SOLE 211,400 26,900
AMERIPATH INC COMMON 03071D10 3 300 SH SOLE 300
AMERISOURCE HE COMMON 03071P10 62 2,000 SH SOLE 2,000
AMERITRADE HLD COMMON 03072H10 33 2,800 SH SOLE 2,800
AMES DEPT STOR COMMON 03078950 8 1,000 SH SOLE 1,000
AMETEK INC NEW COMMON 03110010 26 1,500 SH SOLE 1,500
AMFM INC COMMON 00169310 1,561 22,630 SH SOLE 22,630
AMGEN COMMON 03116210 47,167 671,420 SH SOLE 498,320 173,100
AMKOR TECHNOLO COMMON 03165210 6,036 170,930 SH SOLE 140,830 30,100
AMPHENOL CORP COMMON 03209510 7,459 112,700 SH SOLE 93,400 19,300
ANADARKO PETRO COMMON 03251110 137 2,780 SH SOLE 2,780
ANADIGICS INC COMMON 03251510 3,413 100,200 SH SOLE 89,200 11,000
ANALOG DEVICES COMMON 03265410 42,375 557,570 SH SOLE 416,370 141,200
ANALYSTS INTL COMMON 03268110 1 100 SH SOLE 100
ANAREN MICROWA COMMON 03274410 8,195 62,449 SH SOLE 54,699 7,750
ANCHOR GAMING COMMON 03303710 144 3,000 SH SOLE 3,000
ANCOR COMMUNIC COMMON 03332K10 50 1,400 SH SOLE 1,400
ANDOVER BANCOR COMMON 03425810 14 500 SH SOLE 500
ANDREW CORP COMMON 03442510 755 22,500 SH SOLE 17,320 5,180
ANDRX CORP COMMON 03455110 4,903 76,710 SH SOLE 58,210 18,500
ANHEUSER BUSCH COMMON 03522910 692 9,260 SH SOLE 9,260
ANN TAYLOR STO COMMON 03611510 573 17,300 SH SOLE 17,300
ANSWERTHINK IN COMMON 03691610 632 38,000 SH SOLE 34,200 3,800
APEX INC COMMON 03754810 4,130 94,400 SH SOLE 84,400 10,000
APPLE COMPUTER COMMON 03783310 186 3,560 SH SOLE 3,560
APPLEBEES INTL COMMON 03789910 2,944 97,120 SH SOLE 84,820 12,300
APPLICA INC COMMON 03815A10 623 55,100 SH SOLE 55,100
APPLIED INDL T COMMON 03820C10 201 12,300 SH SOLE 12,300
APPLIED MATERI COMMON 03822210 106,297 1,172,937 SH SOLE 877,690 295,247
APPLIED MICRO COMMON 03822W10 18,090 183,190 SH SOLE 139,290 43,900
APPLIED PWR IN COMMON 03822510 529 15,800 SH SOLE 15,800
APPLIED SCIENC COMMON 03823610 13 500 SH SOLE 500
APPNET SYS INC COMMON 03831Q10 4,997 138,800 SH SOLE 121,700 17,100
APRIA HEALTHCA COMMON 03793310 208 17,000 SH SOLE 17,000
APTARGROUP INC COMMON 03833610 1,274 47,200 SH SOLE 47,200
ARGOSY GAMING COMMON 04022810 7 500 SH SOLE 500
ARIBA INC COMMON 04033V10 559 5,700 SH SOLE 5,700
ARKANSAS BEST COMMON 04079010 80 8,100 SH SOLE 8,100
ARNOLD INDS IN COMMON 04259510 16 1,300 SH SOLE 1,300
ARROW ELECTRS COMMON 04273510 442 14,270 SH SOLE 14,270
ARROW INTL INC COMMON 04276410 23 700 SH SOLE 700
ART TECHNOLOGY COMMON 04289L10 1,938 19,200 SH SOLE 14,600 4,600
ARTESYN TECHNO COMMON 04312710 45 1,600 SH SOLE 1,600
ARTHROCARE COR COMMON 04313610 3,009 56,500 SH SOLE 50,470 6,030
ARVIN INDS INC COMMON 04333910 311 17,876 SH SOLE 17,876
ARVINMERITOR I COMMON 04335310 28 2,500 SH SOLE 2,500
ASK JEEVES INC COMMON 04517410 1,418 78,500 SH SOLE 69,900 8,600
ASPECT COMMUNI COMMON 04523Q10 3,410 86,730 SH SOLE 72,130 14,600
ASPEN TECHNOLO COMMON 04532710 593 15,400 SH SOLE 15,400
ASSOCIATED BAN COMMON 04548710 650 29,800 SH SOLE 24,500 5,300
ASTORIA FINL C COMMON 04626510 973 37,800 SH SOLE 37,800
ASYST TECHNOLO COMMON 04648X10 4,381 127,900 SH SOLE 118,020 9,880
AT&T WIRELESS CORP COMMON 00195740 3,962 127,991 SH SOLE 119,191 8,800
ATLAS AIR INC COMMON 04916410 2,178 60,700 SH SOLE 54,000 6,700
ATMEL CORP COMMON 04951310 6,761 183,350 SH SOLE 144,450 38,900
ATMI INC COMMON 00207R10 2,330 50,100 SH SOLE 39,800 10,300
ATWOOD OCEANIC COMMON 05009510 4 100 SH SOLE 100
AURORA BIOSCIE COMMON 05192010 6,024 88,350 SH SOLE 78,590 9,760
AUTOMATIC DATA COMMON 05301510 494 9,220 SH SOLE 9,220
AVALONBAY CMNT REIT 05348410 329 7,890 SH SOLE 7,890
AVANEX CORP COMMON 05348W10 1,070 11,200 SH SOLE 8,400 2,800
AVANT CORP COMMON 05348710 21 1,100 SH SOLE 1,100
AVERY DENNISON COMMON 05361110 5 80 SH SOLE 80
AVID TECHNOLOG COMMON 05367P10 10 800 SH SOLE 800
AVIGEN INC COMMON 05369010 2,382 54,300 SH SOLE 49,100 5,200
AVIS GROUP HOL COMMON 05379010 968 51,603 SH SOLE 51,603
AVISTA CORP COMMON 05379B10 931 53,400 SH SOLE 53,400
AVNET INC COMMON 05380710 320 5,400 SH SOLE 5,400
AVON PRODS INC COMMON 05430310 550 12,350 SH SOLE 12,350
AVX CORP NEW COMMON 00244410 14 600 SH SOLE 600
AWARE INC MASS COMMON 05453N10 1,304 25,500 SH SOLE 25,500
AXA FINL INC COMMON 00245110 432 12,700 SH SOLE 12,700
AXENT TECHNOLO COMMON 05459C10 17 700 SH SOLE 700
AZTAR CORP COMMON 05480210 448 28,900 SH SOLE 28,900
BACOU USA INC COMMON 05643910 43 2,144 SH SOLE 2,144
BAKER HUGHES I COMMON 05722410 343 10,730 SH SOLE 10,730
BALDOR ELEC CO COMMON 05774110 34 1,800 SH SOLE 1,800
BALL CORP COMMON 05849810 670 20,800 SH SOLE 20,800
BANCFIRST CORP COMMON 05945F10 9 300 SH SOLE 300
BANCORPSOUTH I COMMON 05969210 58 4,100 SH SOLE 4,100
BANCWEST CORP COMMON 05979010 89 5,400 SH SOLE 5,400
BANDAG INC COMMON 05981510 22 900 SH SOLE 900
BANK AMER CORP COMMON 06050510 3,021 70,250 SH SOLE 70,250
BANK NEW YORK COMMON 06405710 2,431 52,290 SH SOLE 52,290
BANK UTD CORP COMMON 06541210 735 20,900 SH SOLE 20,900
BARNES & NOBLE COMMON 06777410 705 31,700 SH SOLE 31,700
BARR LABS INC COMMON 06830610 3,307 73,800 SH SOLE 65,250 8,550
BARRA INC COMMON 06831310 3,117 62,900 SH SOLE 56,410 6,490
BARRETT RES CO COMMON 06848020 43 1,400 SH SOLE 1,400
BASIN EXPL INC COMMON 07010710 2 100 SH SOLE 100
BAXTER INTL IN COMMON 07181310 908 12,920 SH SOLE 12,920
BAY VIEW CAP C COMMON 07262L10 9 900 SH SOLE 900
BE FREE INC COMMON 07330810 7 800 SH SOLE 800
BEA SYS INC COMMON 07332510 22,634 457,840 SH SOLE 346,040 111,800
BEAR STEARNS C COMMON 07390210 361 8,668 SH SOLE 8,668
BECKMAN COULTE COMMON 07581110 18 300 SH SOLE 300
BED BATH & BEY COMMON 07589610 9,603 264,900 SH SOLE 192,900 72,000
BEDFORD PPTY I IS 07644630 384 20,700 SH SOLE 20,700
BELDEN INC COMMON 07745910 1,379 53,827 SH SOLE 53,827
BELL ATLANTIC COMMON 07785310 3,566 70,182 SH SOLE 70,182
BELLSOUTH CORP COMMON 07986010 3,975 93,260 SH SOLE 93,260
BELO A H CORP COMMON 08055510 219 12,660 SH SOLE 12,660
BEMIS INC COMMON 08143710 87 2,600 SH SOLE 2,600
BENCHMARK ELEC COMMON 08160H10 18 500 SH SOLE 500
BERGEN BRUNSWI COMMON 08373910 37 6,700 SH SOLE 6,700
BERINGER WINE COMMON 08410210 4 100 SH SOLE 100
BERKLEY W R CO COMMON 08442310 11 600 SH SOLE 600
BERRY PETE CO COMMON 08578910 3 200 SH SOLE 200
BINDLY WESTN I COMMON 09032410 518 19,600 SH SOLE 19,600
BIOGEN N V COMMON 09059710 11 170 SH SOLE 170
BIOMATRIX INC COMMON 09060P10 16 700 SH SOLE 700
BIOMET INC COMMON 09061310 5,015 130,480 SH SOLE 98,280 32,200
BIOPURE CORP COMMON 09065H10 8 400 SH SOLE 400
BISYS GROUP IN COMMON 05547210 80 1,300 SH SOLE 1,300
BJ SVCS CO COMMON 05548210 2,009 32,140 SH SOLE 24,340 7,800
BJS WHOLESALE COMMON 05548J10 3,818 115,700 SH SOLE 83,100 32,600
BLACK & DECKER COMMON 09179710 97 2,470 SH SOLE 2,470
BLACK BOX CORP COMMON 09182610 5,908 74,620 SH SOLE 67,320 7,300
BLACK HILLS PW COMMON 09211310 264 11,700 SH SOLE 11,700
BLANCH E W HOL COMMON 09321010 2 100 SH SOLE 100
BLUESTONE SOFT COMMON 09623P10 13 500 SH SOLE 500
BLYTH INC COMMON 09643P10 3,652 123,800 SH SOLE 108,500 15,300
BOB EVANS FARM COMMON 09676110 30 2,000 SH SOLE 2,000
BOK FINL CORP COMMON 05561Q20 244 13,908 SH SOLE 13,908
BORDERS GROUP COMMON 09970910 755 48,500 SH SOLE 48,500
BORG WARNER IN COMMON 09972410 481 13,700 SH SOLE 13,700
BOTTOMLINE TEC COMMON 10138810 3 100 SH SOLE 100
BOWATER INC COMMON 10218310 115 2,600 SH SOLE 2,600
BOWNE & CO INC COMMON 10304310 26 2,600 SH SOLE 2,600
BOYD GAMING CO COMMON 10330410 11 2,000 SH SOLE 2,000
BP AMOCO P L C ADR 05562210 243 4,294 SH SOLE 4,294
BRADY CORPORAT COMMON 10467410 2,305 70,920 SH SOLE 61,720 9,200
BRAUN CONSULTI COMMON 10565110 2 100 SH SOLE 100
BRE PROPERTIES IS 05564E10 716 24,800 SH SOLE 24,800
BREAKAWAY SOLU COMMON 10637210 3 100 SH SOLE 100
BRIGHTPOINT IN COMMON 10947310 16 1,900 SH SOLE 1,900
BRINKER INTL I COMMON 10964110 202 6,920 SH SOLE 6,920
BRISTOL MYERS COMMON 11012210 26,751 459,250 SH SOLE 339,410 119,840
BROADBASE SOFT COMMON 11130R10 3,592 117,300 SH SOLE 105,700 11,600
BROADCOM CORP COMMON 11132010 47,842 218,520 SH SOLE 161,700 56,820
BROADVISION IN COMMON 11141210 29,158 573,840 SH SOLE 488,790 85,050
BROCADE COMMUN COMMON 11162110 9,848 53,670 SH SOLE 41,170 12,500
BROOKS AUTOMAT COMMON 11434A10 38 600 SH SOLE 600
BROWN & BROWN COMMON 11523610 26 500 SH SOLE 500
BROWN FORMAN D COMMON 11563720 147 2,730 SH SOLE 2,730
BROWN SHOE INC COMMON 11573610 8 600 SH SOLE 600
BRUSH ENGINEER COMMON 11742110 8 500 SH SOLE 500
BSQUARE CORP COMMON 11776U10 2 100 SH SOLE 100
BUCKEYE TECHNO COMMON 11825510 239 10,900 SH SOLE 10,900
BUCKLE INC COMMON 11844010 5 400 SH SOLE 400
BUFFETS INC COMMON 11988210 260 20,500 SH SOLE 20,500
BURLINGTON COA COMMON 12157910 13 1,200 SH SOLE 1,200
BURLINGTON NOR COMMON 12189T10 535 23,330 SH SOLE 23,330
BURLINGTON RES COMMON 12201410 316 8,270 SH SOLE 8,270
BURNS INTL SVC COMMON 12237410 5 400 SH SOLE 400
BURR BROWN COR COMMON 12257410 7,366 84,970 SH SOLE 66,370 18,600
BUSH BOAKE ALL COMMON 12316210 18 400 SH SOLE 400
C D I CORP COMMON 12507110 155 7,600 SH SOLE 7,600
C H ROBINSON W COMMON 12541W10 4,858 98,148 SH SOLE 85,448 12,700
C P & L ENERGY COMMON 12614C10 174 5,460 SH SOLE 5,460
C&D TECHNOLOGI COMMON 12466110 2,915 51,600 SH SOLE 46,400 5,200
C-CUBE MICROSY COMMON 12501N10 2,139 109,010 SH SOLE 89,510 19,500
CABLE DESIGN T COMMON 12692410 1,025 30,600 SH SOLE 30,600
CABLEVISION SY COMMON 12686C10 402 5,930 SH SOLE 5,930
CABOT CORP COMMON 12705510 82 3,000 SH SOLE 3,000
CABOT INDUSTRI REIT 12707210 350 17,800 SH SOLE 17,800
CABOT OIL & GA COMMON 12709710 535 25,243 SH SOLE 25,243
CACHEFLOW INC COMMON 12694610 6 100 SH SOLE 100
CACI INC COMMON 12719030 10 500 SH SOLE 500
CADENCE DESIGN COMMON 12738710 368 18,050 SH SOLE 18,050
CAL DIVE INTL COMMON 12791410 16 300 SH SOLE 300
CALGON CARBON COMMON 12960310 212 27,400 SH SOLE 27,400
CALIFORNIA WTR COMMON 13078810 342 14,100 SH SOLE 14,100
CALIPER TECHNO COMMON 13087610 1,730 37,600 SH SOLE 34,500 3,100
CALLAWAY GOLF COMMON 13119310 6,597 404,400 SH SOLE 362,900 41,500
CAMBREX CORP COMMON 13201110 1,008 22,400 SH SOLE 22,400
CAMDEN PPTY TR IS 13313110 617 21,000 SH SOLE 21,000
CANANDAIGUA WI COMMON 13721920 822 16,300 SH SOLE 16,300
CAPROCK COMMUN COMMON 14066710 2,694 138,130 SH SOLE 123,830 14,300
CARAUSTAR INDS COMMON 14090910 179 11,826 SH SOLE 11,826
CARBO CERAMICS COMMON 14078110 4 100 SH SOLE 100
CARDINAL HEALT COMMON 14149Y10 19,779 267,283 SH SOLE 188,883 78,400
CAREER EDUCATI COMMON 14166510 5 100 SH SOLE 100
CARLISLE CORP COMMON 14233910 882 19,600 SH SOLE 19,600
CARPENTER TECH COMMON 14428510 27 1,300 SH SOLE 1,300
CARRIER ACCESS COMMON 14446010 1,438 27,200 SH SOLE 24,400 2,800
CASEYS GEN STO COMMON 14752810 28 2,700 SH SOLE 2,700
CATALINA MARKE COMMON 14886710 2,829 27,740 SH SOLE 21,540 6,200
CATELLUS DEV C COMMON 14911110 507 33,800 SH SOLE 33,800
CATHAY BANCORP COMMON 14915010 28 600 SH SOLE 600
CATO CORP NEW COMMON 14920510 468 40,250 SH SOLE 40,250
CB RICHARD ELL COMMON 12489L10 1 100 SH SOLE 100
CBRL GROUP INC COMMON 12489V10 767 52,200 SH SOLE 52,200
CDW COMPUTER C COMMON 12512910 6,173 98,760 SH SOLE 74,160 24,600
CEC ENTMT INC COMMON 12513710 2,636 102,879 SH SOLE 93,479 9,400
CELGENE CORP COMMON 15102010 8,377 142,290 SH SOLE 116,890 25,400
CENTEX CONSTRU COMMON 15231R10 9 400 SH SOLE 400
CENTEX CORP COMMON 15231210 949 40,400 SH SOLE 40,400
CENTRAL NEWSPA COMMON 15464710 13 200 SH SOLE 200
CENTRAL PKG CO COMMON 15478510 2 100 SH SOLE 100
CENTURA BKS IN COMMON 15640T10 95 2,800 SH SOLE 2,800
CENTURYTEL INC COMMON 15670010 308 10,730 SH SOLE 10,730
CERNER CORP COMMON 15678210 16 600 SH SOLE 600
CERUS CORP COMMON 15708510 1,188 23,200 SH SOLE 22,600 600
CHARMING SHOPP COMMON 16113310 500 98,200 SH SOLE 98,200
CHARTER ONE FI COMMON 16090310 236 10,240 SH SOLE 10,240
CHASE MANHATTA COMMON 16161A10 3,448 74,850 SH SOLE 74,850
CHECKPOINT SYS COMMON 16282510 15 2,000 SH SOLE 2,000
CHEESECAKE FAC COMMON 16307210 3,940 143,280 SH SOLE 123,780 19,500
CHELSEA GCA RL REIT 16326210 474 13,700 SH SOLE 13,700
CHEMFIRST INC COMMON 16361A10 365 15,111 SH SOLE 15,111
CHESAPEAKE COR COMMON 16515910 36 1,200 SH SOLE 1,200
CHESAPEAKE ENE COMMON 16516710 26 3,300 SH SOLE 3,300
CHEVRON CORP COMMON 16675110 3,159 37,250 SH SOLE 37,250
CHICOS FAS INC COMMON 16861510 4 200 SH SOLE 200
CHILDRENS PL R COMMON 16890510 12 600 SH SOLE 600
CHIRON CORP COMMON 17004010 3,541 74,540 SH SOLE 51,640 22,900
CHITTENDEN COR COMMON 17022810 24 1,000 SH SOLE 1,000
CHOICE HOTELS COMMON 16990510 26 2,600 SH SOLE 2,600
CHOICEPOINT IN COMMON 17038810 62 1,400 SH SOLE 1,400
CHURCH & DWIGH COMMON 17134010 34 1,900 SH SOLE 1,900
CIENA CORP COMMON 17177910 850 5,100 SH SOLE 5,100
CIGNA CORP COMMON 12550910 696 7,440 SH SOLE 7,440
CINTAS CORP COMMON 17290810 1,825 49,750 SH SOLE 35,400 14,350
CIRCLE INTL GR COMMON 17257410 148 5,900 SH SOLE 5,900
CIRCUIT CITY S COMMON 17273710 5,882 177,240 SH SOLE 130,040 47,200
CIRRUS LOGIC C COMMON 17275510 3,603 225,200 SH SOLE 199,400 25,800
CISCO SYSTEMS COMMON 17275R10 425,252 6,690,294 SH SOLE 4,984,0021,706,292
CIT GROUP INC COMMON 12557710 166 10,200 SH SOLE 10,200
CITADEL COMMUN COMMON 17285320 1,918 54,900 SH SOLE 49,800 5,100
CITIGROUP INC COMMON 17296710 17,423 289,177 SH SOLE 289,177
CITIZENS BKG C COMMON 17442010 32 2,000 SH SOLE 2,000
CITIZENS COMMU COMMON 17453B10 601 34,860 SH SOLE 34,860
CITRIX SYS INC COMMON 17737610 8 400 SH SOLE 400
CITY NATL CORP COMMON 17856610 90 2,600 SH SOLE 2,600
CLAIRES STORES COMMON 17958410 29 1,500 SH SOLE 1,500
CLARCOR INC COMMON 17989510 381 19,180 SH SOLE 19,180
CLARENT CORP D COMMON 18046110 5,413 75,700 SH SOLE 66,300 9,400
CLARUS CORP COMMON 18270710 1,683 43,300 SH SOLE 38,700 4,600
CLAYTON HOMES COMMON 18419010 38 4,800 SH SOLE 4,800
CLEAR CHANNEL COMMON 18450210 491 6,540 SH SOLE 6,540
CLECO CORP NEW COMMON 12561W10 670 20,000 SH SOLE 20,000
CLOROX CO COMMON 18905410 484 10,800 SH SOLE 10,800
CMGI INC COMMON 12575010 11,420 249,275 SH SOLE 188,375 60,900
CNA SURETY COR COMMON 12612L10 147 12,300 SH SOLE 12,300
CNET NETWORKS COMMON 12613R10 34 1,400 SH SOLE 1,400
CNF TRANSN INC COMMON 12612W10 34 1,500 SH SOLE 1,500
COASTAL CORP COMMON 19044110 673 11,060 SH SOLE 11,060
COBALT NETWORK COMMON 19074R10 52 900 SH SOLE 900
COCA COLA CO COMMON 19121610 1,376 23,960 SH SOLE 23,960
COGNEX CORP COMMON 19242210 3,912 75,600 SH SOLE 63,000 12,600
COHERENT INC COMMON 19247910 6,534 77,900 SH SOLE 75,100 2,800
COHU INC COMMON 19257610 13 500 SH SOLE 500
COLGATE PALMOL COMMON 19416210 272 4,540 SH SOLE 4,540
COLLINS & AIKM COMMON 19483010 14 2,700 SH SOLE 2,700
COLONIAL BANCG COMMON 19549330 664 73,800 SH SOLE 73,800
COLUMBIA SPORT COMMON 19851610 3 100 SH SOLE 100
COLUMBUS MCKIN COMMON 19933310 11 800 SH SOLE 800
COM21 INC COMMON 20593710 20 800 SH SOLE 800
COMCAST CORP COMMON 20030020 24,921 615,340 SH SOLE 454,340 161,000
COMDISCO INC COMMON 20033610 122 5,490 SH SOLE 5,490
COMMERCE BANCO COMMON 20051910 3,161 68,718 SH SOLE 59,944 8,774
COMMERCE BANCS COMMON 20052510 180 6,061 SH SOLE 6,061
COMMERCE GROUP COMMON 20064110 472 16,000 SH SOLE 16,000
COMMERCE ONE I COMMON 20069310 268 5,900 SH SOLE 5,900
COMMERCIAL MET COMMON 20172310 457 16,600 SH SOLE 16,600
COMMONWEALTH T COMMON 20334910 2,483 52,760 SH SOLE 43,960 8,800
COMMSCOPE INC COMMON 20337210 6,131 149,527 SH SOLE 126,227 23,300
COMPAQ COMPUTE COMMON 20449310 521 20,380 SH SOLE 20,380
COMPASS BANCSH COMMON 20449H10 178 10,410 SH SOLE 10,410
COMPUCREDIT CO COMMON 20478N10 3 100 SH SOLE 100
COMPUTER ASSOC COMMON 20491210 22,757 444,580 SH SOLE 319,387 125,193
COMPUTER HORIZ COMMON 20590810 12 900 SH SOLE 900
COMPUTER SCIEN COMMON 20536310 142 1,900 SH SOLE 1,900
COMSAT CORP COMMON 20564D10 5 200 SH SOLE 200
COMSTOCK RES I COMMON 20576820 82 10,200 SH SOLE 10,200
COMVERSE TECHN COMMON 20586240 22,397 240,830 SH SOLE 179,330 61,500
CONAGRA INC COMMON 20588710 367 19,260 SH SOLE 19,260
CONCORD CAMERA COMMON 20615610 115 5,500 SH SOLE 4,900 600
CONCORD COMMUN COMMON 20618610 32 800 SH SOLE 800
CONCORD EFS IN COMMON 20619710 9,098 349,930 SH SOLE 260,380 89,550
CONMED CORP COMMON 20741010 520 20,100 SH SOLE 20,100
CONOCO INC COMMON 20825140 588 23,940 SH SOLE 23,940
CONSOLIDATED E COMMON 20911510 398 13,420 SH SOLE 13,420
CONSOLIDATED P COMMON 20975910 110 3,000 SH SOLE 3,000
CONSOLIDATED P COMMON 20979810 5 500 SH SOLE 500
CONSTELLATION COMMON 21037110 224 6,880 SH SOLE 6,880
CONVERGYS CORP COMMON 21248510 5,463 105,310 SH SOLE 77,610 27,700
COOPER CAMERON COMMON 21664010 67 1,010 SH SOLE 1,010
COOPER TIRE & COMMON 21683110 651 58,500 SH SOLE 58,500
COPART INC COMMON 21720410 1,800 112,486 SH SOLE 97,386 15,100
COR THERAPEUTI COMMON 21775310 4,010 47,000 SH SOLE 37,500 9,500
CORN PRODS INT COMMON 21902310 962 36,300 SH SOLE 36,300
CORNING INC COMMON 21935010 93,221 345,424 SH SOLE 256,326 89,098
CORUS BANKSHAR COMMON 22087310 315 11,900 SH SOLE 11,900
COST PLUS INC COMMON 22148510 2,223 77,500 SH SOLE 69,500 8,000
COSTCO WHSL CO COMMON 22160K10 3,012 91,280 SH SOLE 74,380 16,900
COUNTRYWIDE CR COMMON 22237210 263 8,670 SH SOLE 8,670
COVAD COMMUNIC COMMON 22281420 19 1,200 SH SOLE 1,200
COVANCE INC COMMON 22281610 27 3,100 SH SOLE 3,100
COVENTRY HEALT COMMON 22286210 403 30,200 SH SOLE 30,200
COX RADIO INC COMMON 22405110 1,392 49,700 SH SOLE 23,600 26,100
CRANE CO COMMON 22439910 71 2,900 SH SOLE 2,900
CREDENCE SYS C COMMON 22530210 5,358 97,080 SH SOLE 80,480 16,600
CREE INC COMMON 22544710 6,555 49,100 SH SOLE 39,200 9,900
CRITICAL PATH COMMON 22674V10 35 600 SH SOLE 600
CROMPTON CORP COMMON 22711610 4,023 328,400 SH SOLE 293,460 34,940
CROSS TIMBERS COMMON 22757310 316 14,300 SH SOLE 14,300
CROSSROADS SYS COMMON 22765D10 3 100 SH SOLE 100
CSG SYS INTL I COMMON 12634910 95 1,700 SH SOLE 1,700
CT COMMUNICATI COMMON 12642640 80 2,800 SH SOLE 2,800
CTS CORP COMMON 12650110 54 1,200 SH SOLE 1,200
CUBIST PHARMAC COMMON 22967810 6,861 139,300 SH SOLE 124,400 14,900
CULLEN FROST B COMMON 22989910 1,566 59,500 SH SOLE 59,500
CUMULUS MEDIA COMMON 23108210 11 1,200 SH SOLE 1,200
CUNO INC COMMON 12658310 12 500 SH SOLE 500
CURAGEN CORP COMMON 23126R10 6,002 157,700 SH SOLE 139,900 17,800
CVB FINL CORP COMMON 12660010 305 19,300 SH SOLE 13,975 5,325
CVS CORP COMMON 12665010 24,713 617,820 SH SOLE 452,320 165,500
CYBEX CORP COMMON 23252210 3,904 92,130 SH SOLE 79,730 12,400
CYMER INC COMMON 23257210 7,489 156,840 SH SOLE 139,740 17,100
CYPRESS SEMICO COMMON 23280610 7,270 172,080 SH SOLE 146,180 25,900
CYSIVE INC COMMON 23281T10 2 100 SH SOLE 100
CYTEC INDS INC COMMON 23282010 1,390 56,300 SH SOLE 56,300
CYTYC CORP COMMON 23294610 96 1,800 SH SOLE 1,800
D R HORTON INC COMMON 23331A10 332 24,500 SH SOLE 24,500
DAL-TILE INTL COMMON 23426R10 16 1,900 SH SOLE 1,900
DALEEN TECHNOL COMMON 23437N10 2 100 SH SOLE 100
DALLAS SEMICON COMMON 23520410 6,128 150,380 SH SOLE 120,380 30,000
DANA CORP COMMON 23581110 136 6,420 SH SOLE 6,420
DANAHER CORP COMMON 23585110 299 6,040 SH SOLE 6,040
DATASCOPE CORP COMMON 23811310 605 16,800 SH SOLE 16,800
DEAN FOODS CO COMMON 24236110 1,172 37,000 SH SOLE 37,000
DEERE & CO COMMON 24419910 439 11,860 SH SOLE 11,860
DELCO REMY INT COMMON 24662610 7 800 SH SOLE 800
DELL COMPUTER COMMON 24702510 82,644 1,675,920 SH SOLE 1,247,270 428,650
DELTA & PINE L COMMON 24735710 3,684 147,000 SH SOLE 130,700 16,300
DELTA AIR LINE COMMON 24736110 345 6,830 SH SOLE 6,830
DELTIC TIMBER COMMON 24785010 17 800 SH SOLE 800
DENDRITE INTL COMMON 24823910 1,686 50,600 SH SOLE 50,600
DENTSPLY INTL COMMON 24903010 6 200 SH SOLE 200
DETROIT DIESEL COMMON 25083710 9 600 SH SOLE 600
DEVELOPERS DIV REIT 25159110 681 45,600 SH SOLE 45,600
DEVON ENERGY C COMMON 25179M10 737 13,110 SH SOLE 13,110
DEVRY INC DEL COMMON 25189310 69 2,600 SH SOLE 2,600
DEXTER CORP COMMON 25216510 1,034 21,534 SH SOLE 21,534
DIAGNOSTIC PRO COMMON 25245010 22 700 SH SOLE 700
DIAL CORP NEW COMMON 25247D10 36 3,500 SH SOLE 3,500
DIEBOLD INC COMMON 25365110 228 8,170 SH SOLE 8,170
DIGITAL INSIGH COMMON 25385P10 1,367 40,200 SH SOLE 36,000 4,200
DIGITAL IS INC COMMON 25385N10 9,977 205,185 SH SOLE 187,485 17,700
DIGITAL LIGHTW COMMON 25385510 1,136 11,300 SH SOLE 8,500 2,800
DIGITAL MICROW COMMON 25385910 6,599 173,100 SH SOLE 146,600 26,500
DIME BANCORP I COMMON 25429Q10 87 5,500 SH SOLE 5,500
DIME CMNTY BAN COMMON 25392210 15 900 SH SOLE 900
DISNEY WALT PR COMMON 25468710 13,945 359,280 SH SOLE 287,080 72,200
DITECH COMMUNI COMMON 25500M10 1,891 20,000 SH SOLE 15,100 4,900
DIVERSA CORP COMMON 25506410 3 100 SH SOLE 100
DOCUMENTUM INC COMMON 25615910 8,401 94,000 SH SOLE 84,600 9,400
DOLE FOOD INC COMMON 25660510 22 1,600 SH SOLE 1,600
DOLLAR TREE ST COMMON 25674710 9,685 244,810 SH SOLE 170,410 74,400
DOMINION RES I COMMON 25746U10 980 22,859 SH SOLE 22,859
DONALDSON INC COMMON 25765110 541 27,400 SH SOLE 27,400
DORAL FINL COR COMMON 25811P10 21 1,800 SH SOLE 1,800
DOUBLECLICK IN COMMON 25860930 9 240 SH SOLE 240
DOVER CORP COMMON 26000310 512 12,630 SH SOLE 12,630
DOVER DOWNS EN COMMON 26008610 10 700 SH SOLE 700
DOW CHEMICAL C COMMON 26054310 712 23,580 SH SOLE 23,580
DOW JONES & CO COMMON 26056110 3,202 43,710 SH SOLE 32,710 11,000
DOWNEY FINL CO COMMON 26101810 293 10,100 SH SOLE 10,100
DPL INC COMMON 23329310 388 17,686 SH SOLE 17,686
DQE INC COMMON 23329J10 522 13,210 SH SOLE 13,210
DREYERS GRAND COMMON 26187810 13 600 SH SOLE 600
DRIL-QUIP INC COMMON 26203710 19 400 SH SOLE 400
DSL NET INC COMMON 26250610 7 700 SH SOLE 700
DSP GROUP INC COMMON 23332B10 1,775 31,700 SH SOLE 29,600 2,100
DST SYS INC DE COMMON 23332610 544 7,150 SH SOLE 7,150
DTE ENERGY CO COMMON 23333110 2 70 SH SOLE 70
DU PONT E I DE COMMON 26353410 356 8,130 SH SOLE 8,130
DUKE POWER CO COMMON 26439910 1,227 21,770 SH SOLE 21,770
DUPONT PHOTOMA COMMON 26613X10 7 100 SH SOLE 100
DURA AUTOMOTIV COMMON 26590310 10 900 SH SOLE 900
DURA PHARMACEU COMMON 26632S10 676 47,000 SH SOLE 47,000
DYCOM INDS INC COMMON 26747510 3,149 68,460 SH SOLE 55,360 13,100
DYNEGY INC NEW COMMON 26816Q10 2,899 42,440 SH SOLE 32,673 9,767
E M C CORP COMMON 26864810 76,449 993,650 SH SOLE 742,966 250,684
E PIPHANY INC COMMON 26881V10 536 5,000 SH SOLE 3,800 1,200
E TOWN COMMON 26924210 40 600 SH SOLE 600
E-TEK DYNAMICS COMMON 26924010 290 1,100 SH SOLE 1,100
EASTERN ENTERP COMMON 27637F10 693 11,000 SH SOLE 11,000
EASTGROUP PPTY IS 27727610 345 16,400 SH SOLE 16,400
EASTMAN KODAK COMMON 27746110 555 9,320 SH SOLE 9,320
EATON CORP COMMON 27805810 290 4,330 SH SOLE 4,330
EATON VANCE CO COMMON 27826510 4,126 89,200 SH SOLE 79,200 10,000
EBAY INC COMMON 27864210 250 4,600 SH SOLE 4,600
EDUCATION MGMT COMMON 28139T10 16 900 SH SOLE 900
EEX CORP COMMON 26842V20 5 900 SH SOLE 900
EGAIN COMMUNIC COMMON 28225C10 6 500 SH SOLE 500
EGL INC COMMON 26848410 22 700 SH SOLE 700
EL PASO ENERGY COMMON 28390510 742 14,570 SH SOLE 14,570
ELANTEC SEMICO COMMON 28415510 7,909 113,600 SH SOLE 101,430 12,170
ELCOR CORP COMMON 28444310 21 900 SH SOLE 900
ELECTRO SCIENT COMMON 28522910 5,755 130,700 SH SOLE 117,100 13,600
ELECTROGLAS IN COMMON 28532410 11 500 SH SOLE 500
ELECTRONICS FO COMMON 28608210 3 100 SH SOLE 100
EMERGE INTERAC COMMON 29088W10 2 100 SH SOLE 100
EMERSON ELECTR COMMON 29101110 1,683 27,880 SH SOLE 27,880
EMISPHERE TECH COMMON 29134510 2,527 59,300 SH SOLE 53,300 6,000
EMMIS COMMUNIC COMMON 29152510 2,226 53,800 SH SOLE 44,300 9,500
EMULEX CORP COMMON 29247520 129 1,970 SH SOLE 1,970
ENCOMPASS SVCS COMMON 29255U10 14 2,400 SH SOLE 2,400
ENERGEN CORP COMMON 29265N10 681 31,200 SH SOLE 31,200
ENGELHARD CORP COMMON 29284510 50 2,910 SH SOLE 2,910
ENHANCE FINL S COMMON 29331010 27 1,900 SH SOLE 1,900
ENRON CORP COMMON 29356110 9,818 152,220 SH SOLE 118,920 33,300
ENSCO INTL INC COMMON 26874Q10 461 12,870 SH SOLE 12,870
ENTERCOM COMMU COMMON 29363910 24 500 SH SOLE 500
ENTREMED INC COMMON 29382F10 21 700 SH SOLE 700
ENTRUST TECHNO COMMON 29384810 3,409 41,200 SH SOLE 33,000 8,200
ENZON INC COMMON 29390410 6,052 142,410 SH SOLE 132,910 9,500
EOG RES INC COMMON 26875P10 60 1,800 SH SOLE 1,800
EQUITABLE RES COMMON 29454910 714 14,800 SH SOLE 14,800
EQUITY OFFICE REIT 29474110 913 33,140 SH SOLE 33,140
EQUITY RESIDEN IS 29476L10 777 16,900 SH SOLE 16,900
ERIE INDTY CO COMMON 29530P10 107 3,400 SH SOLE 3,400
ESCO ELECTRS C COMMON 26903010 94 5,500 SH SOLE 5,500
ESTERLINE TECH COMMON 29742510 9 600 SH SOLE 600
ETHAN ALLEN IN COMMON 29760210 5 200 SH SOLE 200
EVERGREEN RES COMMON 29990030 18 600 SH SOLE 600
EXCHANGE APPLI COMMON 30086710 3,083 115,800 SH SOLE 104,000 11,800
EXODUS COMMUNI COMMON 30208810 24,914 540,870 SH SOLE 408,670 132,200
EXPEDITORS INT COMMON 30213010 3,564 75,040 SH SOLE 56,740 18,300
EXPRESS SCRIPT COMMON 30218210 25 400 SH SOLE 400
EXTENDED STAY COMMON 30224P10 403 43,600 SH SOLE 43,600
EXTENSITY INC COMMON 30225510 3 100 SH SOLE 100
EXTREME NETWOR COMMON 30226D10 116 1,100 SH SOLE 1,100
EXXON MOBIL CO COMMON 30231G10 13,986 178,164 SH SOLE 178,164
F & M NATL COR COMMON 30237410 307 14,599 SH SOLE 14,599
F M C CORP COMMON 30249130 100 1,730 SH SOLE 1,730
F Y I INC COMMON 30271210 20 600 SH SOLE 600
FACTSET RESH S COMMON 30307510 2,729 96,600 SH SOLE 87,100 9,500
FAIRCHILD SEMI COMMON 30372610 810 20,000 SH SOLE 14,500 5,500
FAIRFIELD CMNT COMMON 30423130 5 600 SH SOLE 600
FAMILY DOLLAR COMMON 30700010 2,388 122,060 SH SOLE 92,560 29,500
FASTENAL CO COMMON 31190010 66 1,300 SH SOLE 1,300
FEDERAL MOGUL COMMON 31354910 37 3,900 SH SOLE 3,900
FEDERAL NATL M COMMON 31358610 2,101 40,250 SH SOLE 40,250
FEDERATED DEPT COMMON 31410H10 225 6,670 SH SOLE 6,670
FEDERATED INVS COMMON 31421110 4,138 118,010 SH SOLE 87,710 30,300
FEI CO COMMON 30241L10 15 500 SH SOLE 500
FELCOR LODGING REIT 31430F10 28 1,500 SH SOLE 1,500
FERRO CORP COMMON 31540510 218 10,400 SH SOLE 10,400
FIDELITY NAT F COMMON 31632610 751 41,000 SH SOLE 41,000
FIFTH THIRD BA COMMON 31677310 338 5,350 SH SOLE 5,350
FILENET CORP COMMON 31686910 2 100 SH SOLE 100
FINANCIAL FED COMMON 31749210 2,459 141,530 SH SOLE 125,330 16,200
FINANCIAL SEC COMMON 31769P10 76 1,000 SH SOLE 1,000
FINISAR COMMON 31787A10 1,566 59,800 SH SOLE 45,500 14,300
FINOVA GROUP COMMON 31792810 40 3,100 SH SOLE 3,100
FIRST AMERN CO COMMON 31852230 608 42,501 SH SOLE 42,501
FIRST CHARTER COMMON 31943910 232 14,700 SH SOLE 14,700
FIRST CITIZENS COMMON 31946M10 24 400 SH SOLE 400
FIRST COMWLTH COMMON 31982910 35 3,900 SH SOLE 3,900
FIRST DATA COR COMMON 31996310 1,045 21,050 SH SOLE 21,050
FIRST FED CAP COMMON 31996010 11 1,000 SH SOLE 1,000
FIRST FINANCIA COMMON 32023910 12 900 SH SOLE 900
FIRST FINL BAN COMMON 32020910 287 14,600 SH SOLE 14,600
FIRST HEALTH G COMMON 32096010 2,389 72,800 SH SOLE 62,110 10,690
FIRST IND CORP COMMON 32054R10 60 3,000 SH SOLE 3,000
FIRST MIDWEST COMMON 32086710 255 10,950 SH SOLE 10,950
FIRST SEC CORP COMMON 33629410 126 9,300 SH SOLE 9,300
FIRST SENTINEL COMMON 33640T10 388 47,200 SH SOLE 47,200
FIRST TENN NAT COMMON 33716210 7 400 SH SOLE 400
FIRST UTD BANC COMMON 33741E10 117 7,700 SH SOLE 7,700
FIRST VA BANKS COMMON 33747710 91 2,600 SH SOLE 2,600
FIRSTAR CORP N COMMON 33763V10 867 41,153 SH SOLE 41,153
FIRSTFED FINL COMMON 33790710 18 1,300 SH SOLE 1,300
FIRSTMERIT COR COMMON 33791510 150 7,040 SH SOLE 7,040
FISERV INC COMMON 33773810 138 3,200 SH SOLE 3,200
FISHER SCIENTI COMMON 33803220 27 1,100 SH SOLE 1,100
FLEETBOSTON FI COMMON 33903010 1,317 38,740 SH SOLE 38,740
FLEETWOOD ENTE COMMON 33909910 16 1,100 SH SOLE 1,100
FLORIDA PROGRE COMMON 34110910 266 5,680 SH SOLE 5,680
FLORIDA ROCK I COMMON 34114010 4 100 SH SOLE 100
FLOWERS INDS I COMMON 34349610 106 5,300 SH SOLE 5,300
FLOWSERVE CORP COMMON 34354P10 18 1,200 SH SOLE 1,200
FNB CORP COMMON 30252010 126 6,120 SH SOLE 6,120
FOOTSTAR INC COMMON 34491210 220 6,612 SH SOLE 6,612
FORD MOTOR CO COMMON 34537010 2,347 54,590 SH SOLE 54,590
FOREST CITY EN COMMON 34555010 674 20,200 SH SOLE 20,200
FOREST LABS IN COMMON 34583810 17,905 177,280 SH SOLE 131,080 46,200
FOREST OIL COR COMMON 34609160 3,406 213,710 SH SOLE 186,410 27,300
FORRESTER RESH COMMON 34656310 7 100 SH SOLE 100
FORTUNE BRANDS COMMON 34963110 272 11,810 SH SOLE 11,810
FOSSIL INC COMMON 34988210 14 700 SH SOLE 700
FOSTER WHEELER COMMON 35024410 294 34,100 SH SOLE 34,100
FOUNDATION HEA COMMON 35040410 1,078 82,900 SH SOLE 82,900
FOUNDRY NETWOR COMMON 35063R10 4,411 40,100 SH SOLE 30,400 9,700
FOX ENTMT GROU COMMON 35138T10 128 4,200 SH SOLE 4,200
FPL GROUP INC COMMON 30257110 639 12,900 SH SOLE 12,900
FRANKLIN ELEC COMMON 35351410 95 1,400 SH SOLE 1,400
FRANKLIN RESOU COMMON 35461310 70 2,300 SH SOLE 2,300
FREDDIE MAC COMMON 31340030 593 14,640 SH SOLE 14,640
FREDS INC COMMON 35610810 85 4,700 SH SOLE 4,700
FREEPORT-MCMOR COMMON 35671D85 22 2,400 SH SOLE 2,400
FRITZ COS INC COMMON 35884610 384 37,200 SH SOLE 3,200 34,000
FRONTIER AIRLI COMMON 35906510 6 400 SH SOLE 400
FULLER H B CO COMMON 35969410 18 400 SH SOLE 400
FULTON FINL CO COMMON 36027110 386 21,800 SH SOLE 21,800
FURNITURE BRAN COMMON 36092110 36 2,400 SH SOLE 2,400
FUTURELINK COR COMMON 36114Q20 129 17,900 SH SOLE 17,900
GALILEO INTERN COMMON 36354710 48 2,300 SH SOLE 2,300
GALLAGHER ARTH COMMON 36357610 3,058 72,800 SH SOLE 63,400 9,400
GANNETT INC COMMON 36473010 981 16,400 SH SOLE 16,400
GASONICS INTL COMMON 36727810 1,538 39,000 SH SOLE 35,900 3,100
GBC BANCORP CA COMMON 36147510 266 9,100 SH SOLE 9,100
GELTEX PHARMAC COMMON 36853810 164 8,000 SH SOLE 8,000
GENCORP INC COMMON 36868210 19 2,400 SH SOLE 2,400
GENERAL CABLE COMMON 36930010 8 1,000 SH SOLE 1,000
GENERAL DYNAMI COMMON 36955010 336 6,430 SH SOLE 6,430
GENERAL ELECTR COMMON 36960410 468,656 8,842,560 SH SOLE 6,579,4202,263,140
GENERAL MTRS C COMMON 37044210 2,248 33,130 SH SOLE 33,130
GENERAL SEMICO COMMON 37078710 2,921 198,048 SH SOLE 172,048 26,000
GENESCO INC COMMON 37153210 18 1,100 SH SOLE 1,100
GENLYTE GROUP COMMON 37230210 206 9,800 SH SOLE 9,800
GENRAD INC COMMON 37244710 15 1,700 SH SOLE 1,700
GENTEX CORP COMMON 37190110 98 3,900 SH SOLE 3,900
GENUINE PARTS COMMON 37246010 284 14,190 SH SOLE 14,190
GENZYME CORP COMMON 37291710 429 7,220 SH SOLE 7,220
GEON CO COMMON 37246W10 4 200 SH SOLE 200
GEORGIA GULF C COMMON 37320020 233 11,200 SH SOLE 11,200
GEORGIA PAC CO COMMON 37329810 191 7,290 SH SOLE 7,290
GERBER SCIENTI COMMON 37373010 10 900 SH SOLE 900
GIBRALTAR STL COMMON 37476F10 332 23,700 SH SOLE 23,700
GILLETTE COMPA COMMON 37576610 124 3,540 SH SOLE 3,540
GLATFELTER P H COMMON 37731610 305 29,961 SH SOLE 29,961
GLENBOROUGH RL REIT 37803P10 534 30,600 SH SOLE 30,600
GLOBAL CROSSIN COMMON G3921A10 14 541 SH SOLE 541
GLOBAL INDS LT COMMON 37933610 66 3,500 SH SOLE 3,500
GLOBAL MARINE COMMON 37935240 224 7,960 SH SOLE 7,960
GLOBESPAN SEMI COMMON 37957110 4,065 33,300 SH SOLE 24,700 8,600
GLOBIX CORP COMMON 37957F10 18 600 SH SOLE 600
GO2NET INC COMMON 38348610 5,657 112,440 SH SOLE 103,050 9,390
GOLD BANC CORP COMMON 37990710 5 900 SH SOLE 900
GOLDEN WEST FI COMMON 38131710 325 7,960 SH SOLE 7,960
GOLDMAN SACHS COMMON 38141G10 1,169 12,320 SH SOLE 12,320
GPU INC COMMON 36225X10 257 9,500 SH SOLE 9,500
GRACE W R & CO COMMON 38388F10 1,764 145,500 SH SOLE 131,200 14,300
GRANITE CONSTR COMMON 38732810 32 1,300 SH SOLE 1,300
GRANT PRIDECO COMMON 38821G10 350 14,010 SH SOLE 14,010
GREAT AMERN FI COMMON 38991510 11 600 SH SOLE 600
GREAT ATL & PA COMMON 39006410 249 14,985 SH SOLE 14,985
GREAT PLAINS S COMMON 39119E10 196 10,000 SH SOLE 7,900 2,100
GREATER BAY BA COMMON 39164810 4,291 91,790 SH SOLE 81,090 10,700
GREENPOINT FIN COMMON 39538410 92 4,900 SH SOLE 4,900
GRIFFON CORP COMMON 39843310 12 2,200 SH SOLE 2,200
GROUP 1 AUTOMO COMMON 39890510 2 200 SH SOLE 200
GTE CORP COMMON 36232010 2,646 42,500 SH SOLE 42,500
GTECH HOLDINGS COMMON 40051810 1,098 48,400 SH SOLE 43,800 4,600
GUESS INC COMMON 40161710 1 100 SH SOLE 100
GUITAR CTR MGM COMMON 40204010 12 1,100 SH SOLE 1,100
HA-LO INDS INC COMMON 40442910 8 1,400 SH SOLE 1,400
HAEMONETICS CO COMMON 40502410 13 600 SH SOLE 600
HAIN CELESTIAL COMMON 40521710 1,431 39,000 SH SOLE 39,000
HALL KINION AS COMMON 40606910 3 100 SH SOLE 100
HALLIBURTON CO COMMON 40621610 389 8,240 SH SOLE 8,240
HANCOCK HLDG C COMMON 41012010 20 600 SH SOLE 600
HANCOCK JOHN F COMMON 41014S10 93 3,910 SH SOLE 3,910
HANNA M A CO COMMON 41052210 188 20,900 SH SOLE 20,900
HANOVER COMP. COMMON 41076810 4,123 108,500 SH SOLE 89,500 19,000
HARBOR FLA BAN COMMON 41190110 9 900 SH SOLE 900
HARCOURT GEN I COMMON 41163G10 172 3,170 SH SOLE 3,170
HARLAND JOHN H COMMON 41269310 27 1,800 SH SOLE 1,800
HARLEY DAVIDSO COMMON 41282210 14,430 374,800 SH SOLE 281,100 93,700
HARMAN INTL IN COMMON 41308610 1,186 19,444 SH SOLE 19,444
HARMONIC LIGHT COMMON 41316010 1,980 80,000 SH SOLE 78,718 1,282
HARRAHS ENTMT COMMON 41361910 122 5,810 SH SOLE 5,810
HARRIS CORP DE COMMON 41387510 102 3,100 SH SOLE 3,100
HARSCO CORP COMMON 41586410 877 34,400 SH SOLE 34,400
HARTE-HANKS IN COMMON 41619610 48 1,900 SH SOLE 1,900
HASBRO BRADLEY COMMON 41805610 129 8,560 SH SOLE 8,560
HAVERTY FURNIT COMMON 41959610 10 1,200 SH SOLE 1,200
HAWAIIAN ELEC COMMON 41987010 929 28,300 SH SOLE 28,300
HAYES LEMMERZ COMMON 42078110 2 200 SH SOLE 200
HEALTH CARE RE REIT 42217K10 452 27,800 SH SOLE 27,800
HEALTHCARE RLT REIT 42194610 528 30,928 SH SOLE 30,928
HEALTHEON CORP COMMON 42220910 55 3,700 SH SOLE 3,700
HEARTLAND EXPR COMMON 42234710 8 500 SH SOLE 500
HEINZ H J CO COMMON 42307410 624 14,260 SH SOLE 14,260
HELIX TECHNOLO COMMON 42331910 3,319 85,100 SH SOLE 77,600 7,500
HELLER FINANCI COMMON 42332810 25 1,200 SH SOLE 1,200
HELMERICH & PA COMMON 42345210 1,297 34,710 SH SOLE 34,710
HENRY JACK & A COMMON 42628110 65 1,300 SH SOLE 1,300
HEWLETT PACKAR COMMON 42823610 55,120 441,400 SH SOLE 334,100 107,300
HEXCEL CORP NE COMMON 42829110 6 600 SH SOLE 600
HIBERNIA CORP COMMON 42865610 90 8,300 SH SOLE 8,300
HIGH SPEED ACC COMMON 42979U10 74 11,200 SH SOLE 11,200
HILB ROGAL & H COMMON 43129410 21 600 SH SOLE 600
HILLENBRAND IN COMMON 43157310 47 1,500 SH SOLE 1,500
HILTON HOTELS COMMON 43284810 191 20,420 SH SOLE 20,420
HISPANIC BROAD COMMON 43357B10 191 5,760 SH SOLE 5,760
HNC SOFTWARE I COMMON 40425P10 1,062 17,200 SH SOLE 14,900 2,300
HOLLYWOOD ENTM COMMON 43614110 13 1,600 SH SOLE 1,600
HOME DEPOT INC COMMON 43707610 139,904 2,801,585 SH SOLE 2,089,535 712,050
HON INDS INC COMMON 43809210 571 24,300 SH SOLE 24,300
HONEYWELL INTL COMMON 43851610 336 9,964 SH SOLE 9,964
HOOPER HOLMES COMMON 43910410 305 38,100 SH SOLE 29,800 8,300
HORACE MANN ED COMMON 44032710 20 1,300 SH SOLE 1,300
HORMEL GEO A & COMMON 44045210 123 7,320 SH SOLE 7,320
HOTJOBS COM IN COMMON 44147410 6 400 SH SOLE 400
HOUGHTON MIFFL COMMON 44156010 388 8,300 SH SOLE 8,300
HOUSEHOLD INTL COMMON 44181510 844 20,300 SH SOLE 20,300
HOUSTON EXPL C COMMON 44212010 3 100 SH SOLE 100
HS RES INC COMMON 40429710 18 600 SH SOLE 600
HSB GROUP INC COMMON 40428N10 44 1,400 SH SOLE 1,400
HUBBELL HARVEY COMMON 44351020 82 3,200 SH SOLE 3,200
HUDSON UNITED COMMON 44416510 47 2,100 SH SOLE 2,100
HUGHES SUPPLY COMMON 44448210 225 11,400 SH SOLE 11,400
HUMAN GENOME S COMMON 44490310 10,247 76,830 SH SOLE 66,830 10,000
HUNT J B TRANS COMMON 44565810 9 600 SH SOLE 600
HUNTINGTON BAN COMMON 44615010 133 8,430 SH SOLE 8,430
HUTCHINSON TEC COMMON 44840710 9 600 SH SOLE 600
HYPERION SOLUT COMMON 44914M10 49 1,500 SH SOLE 1,500
I2 TECHNOLOGIE COMMON 46575410 12,619 121,027 SH SOLE 89,087 31,940
IBP INC COMMON 44922310 145 9,420 SH SOLE 9,420
ICG COMMUNICAT COMMON 44924610 4,085 185,170 SH SOLE 168,870 16,300
ICN PHARMACEUT COMMON 44892410 117 4,200 SH SOLE 4,200
ICOS CORP COMMON 44929510 84 1,900 SH SOLE 1,900
IDACORP INC COMMON 45110710 87 2,700 SH SOLE 2,700
IDEC PHARMACEU COMMON 44937010 153 1,300 SH SOLE 1,300
IDENTIX INC COMMON 45190610 17 1,100 SH SOLE 1,100
IDEX CORP COMMON 45167R10 584 18,500 SH SOLE 18,500
IDEXX LABS INC COMMON 45168D10 39 1,700 SH SOLE 1,700
IDT CORP COMMON 44894710 2,386 70,300 SH SOLE 66,500 3,800
IHOP CORP COMMON 44962310 568 33,937 SH SOLE 33,937
ILLINOIS TOOL COMMON 45230810 575 10,080 SH SOLE 10,080
ILLUMINET HLDG COMMON 45233410 6,115 120,200 SH SOLE 106,800 13,400
IMATION CORP COMMON 45245A10 852 29,000 SH SOLE 29,000
IMCLONE SYS IN COMMON 45245W10 115 1,500 SH SOLE 1,500
IMMUNOMEDICS I COMMON 45290710 2,896 118,200 SH SOLE 104,000 14,200
IMPATH INC COMMON 45255G10 22 400 SH SOLE 400
IMRGLOBAL CORP COMMON 45321W10 13 1,000 SH SOLE 1,000
INCYTE PHARMAC COMMON 45337C10 74 900 SH SOLE 900
INDEPENDENCE C COMMON 45341410 710 53,600 SH SOLE 53,600
INDYMAC BANCOR REIT 45660710 717 52,900 SH SOLE 52,900
INET TECHNOLOG COMMON 45662V10 5 100 SH SOLE 100
INFINITY BROAD COMMON 45662S10 450 12,360 SH SOLE 12,360
INFOCUS CORP COMMON 45665B10 544 16,900 SH SOLE 16,900
INFORMATICA CO COMMON 45666Q10 6,604 80,600 SH SOLE 72,300 8,300
INFORMIX CORP COMMON 45677910 126 17,000 SH SOLE 17,000
INFOSPACE COM COMMON 45678T10 13,132 237,690 SH SOLE 177,390 60,300
INGERSOLL RAND COMMON 45686610 347 8,610 SH SOLE 8,610
INGRAM MICRO I COMMON 45715310 146 8,370 SH SOLE 8,370
INHALE THERAPE COMMON 45719110 4,373 43,100 SH SOLE 39,970 3,130
INKTOMI CORP COMMON 45727710 13,278 112,290 SH SOLE 86,490 25,800
INNKEEPERS USA REIT 4576J010 313 34,300 SH SOLE 34,300
INSIGHT COMMUN COMMON 45768V10 231 14,800 SH SOLE 14,800
INSIGHT ENTERP COMMON 45765U10 9,733 164,100 SH SOLE 145,800 18,300
INSIGNIA FINL COMMON 45767A10 10 1,000 SH SOLE 1,000
INSITUFORM TEC COMMON 45766710 1,693 62,400 SH SOLE 56,200 6,200
INTEGRATED DEV COMMON 45811810 8,406 140,390 SH SOLE 132,290 8,100
INTEGRATED SIL COMMON 45812P10 8,081 212,650 SH SOLE 186,750 25,900
INTEL CORP COMMON 45814010 428,749 3,207,100 SH SOLE 2,392,160 814,940
INTERACT COMM COMMON 45839Y10 1 100 SH SOLE 100
INTERIM SERVIC COMMON 45868P10 312 17,590 SH SOLE 17,590
INTERLOGIX INC COMMON 45876310 3 229 SH SOLE 229
INTERMEDIA COM COMMON 45880110 6,162 207,140 SH SOLE 187,340 19,800
INTERNAP NETWO COMMON 45885A10 623 15,000 SH SOLE 12,300 2,700
INTERNATIONAL COMMON 45920010 1,638 14,950 SH SOLE 14,950
INTERNATIONAL COMMON 45950T10 18 700 SH SOLE 700
INTERNATIONAL COMMON 45990210 66 2,500 SH SOLE 2,500
INTERNATIONAL COMMON 45965510 751 35,860 SH SOLE 27,960 7,900
INTERNATIONAL COMMON 46004310 9 500 SH SOLE 500
INTERNATIONAL COMMON 46014610 293 9,840 SH SOLE 9,840
INTERNATIONAL COMMON 46025410 2,281 40,730 SH SOLE 33,830 6,900
INTERNATIONAL COMMON 46033520 25 600 SH SOLE 600
INTERNET COM C COMMON 46096710 2 100 SH SOLE 100
INTERPOOL INC COMMON 46062R10 9 900 SH SOLE 900
INTERPUBLIC GR COMMON 46069010 14,478 336,689 SH SOLE 254,689 82,000
INTERSTATE BAK COMMON 46072H10 17 1,200 SH SOLE 1,200
INTERTRUST TEC COMMON 46113Q10 4,131 200,900 SH SOLE 178,600 22,300
INTERWEST BANC COMMON 46093110 6 400 SH SOLE 400
INTERWORLD COR COMMON 46114Q10 215 10,500 SH SOLE 9,000 1,500
INTERWOVEN INC COMMON 46114T10 10,857 98,710 SH SOLE 87,510 11,200
INTIMATE BRAND COMMON 46115610 61 3,100 SH SOLE 3,100
INTL SPECIALTY COMMON 46033710 3 500 SH SOLE 500
INTRABIOTICS P COMMON 46116T10 107 4,000 SH SOLE 4,000
INTRANET SOLUT COMMON 46093930 2,709 70,600 SH SOLE 63,400 7,200
INTUIT COMMON 46120210 8,139 196,710 SH SOLE 145,810 50,900
INVACARE CORP COMMON 46120310 772 29,400 SH SOLE 29,400
INVESTMENT TEC COMMON 46145F10 6,715 170,000 SH SOLE 156,200 13,800
INVESTORS FINA COMMON 46191510 8,085 203,720 SH SOLE 178,420 25,300
IONICS INC COMMON 46221810 248 8,100 SH SOLE 8,100
IRON MTN INC D COMMON 46284610 2,062 60,659 SH SOLE 49,519 11,140
IRWIN FINL COR COMMON 46411910 7 500 SH SOLE 500
ISLE OF CAPRIS COMMON 46459210 631 46,500 SH SOLE 44,300 2,200
ISS GROUP INC COMMON 45030610 6,789 68,760 SH SOLE 55,560 13,200
ISTAR FINL INC IU 45031U10 94 4,500 SH SOLE 4,500
ITT EDUCATIONA COMMON 45068B10 14 800 SH SOLE 800
ITXC CORP COMMON 45069F10 1,880 53,100 SH SOLE 47,500 5,600
IVAX CORP COMMON 46582310 8,455 203,735 SH SOLE 148,535 55,200
IXL ENTERPRISE COMMON 45071810 2,072 142,900 SH SOLE 128,000 14,900
JABIL CIRCUIT COMMON 46631310 203 4,100 SH SOLE 4,100
JACK IN THE BO COMMON 46636710 3,608 146,513 SH SOLE 130,413 16,100
JACOBS ENGINEE COMMON 46981410 20 600 SH SOLE 600
JAKKS PAC INC COMMON 47012E10 2,046 138,715 SH SOLE 121,915 16,800
JDS UNIPHASE C COMMON 46612J10 108,854 908,062 SH SOLE 682,970 225,092
JEFFERSON PILO COMMON 47507010 484 8,580 SH SOLE 8,580
JLG INDS INC COMMON 46621010 13 1,100 SH SOLE 1,100
JNI CORP COMMON 46622G10 3 100 SH SOLE 100
JOHN NUVEEN CO COMMON 47803510 2,292 54,650 SH SOLE 49,950 4,700
JOHNS MANVILLE COMMON 47812910 28 2,100 SH SOLE 2,100
JOHNSON & JOHN COMMON 47816010 66,559 653,340 SH SOLE 496,040 157,300
JOHNSON CTLS I COMMON 47836610 316 6,150 SH SOLE 6,150
JONES LANG LAS REIT 48020Q10 285 21,300 SH SOLE 21,300
JONES PHARMA I COMMON 48023610 124 3,100 SH SOLE 3,100
JOURNAL REGIST COMMON 48113810 352 19,300 SH SOLE 19,300
JUNIPER NETWOR COMMON 48203R10 30,559 209,940 SH SOLE 157,340 52,600
JUSTIN INDS IN COMMON 48217110 26 1,200 SH SOLE 1,200
KANA COMMUNICA COMMON 48360010 371 6,000 SH SOLE 4,800 1,200
KAUFMAN&BROAD COMMON 48616810 337 16,990 SH SOLE 16,990
KAYDON CORP COMMON 48658710 25 1,200 SH SOLE 1,200
KEANE INC COMMON 48666510 15 700 SH SOLE 700
KEEBLER FOODS COMMON 48725610 3,485 93,860 SH SOLE 69,360 24,500
KELLWOOD CO COMMON 48804410 25 1,200 SH SOLE 1,200
KELLY SVCS INC COMMON 48815220 30 1,300 SH SOLE 1,300
KEMET CORP COMMON 48836010 3,360 134,080 SH SOLE 121,880 12,200
KENNAMETAL INC COMMON 48917010 504 23,500 SH SOLE 23,500
KENT ELECTRS C COMMON 49055310 5,732 192,270 SH SOLE 169,390 22,880
KEY ENERGY SVC COMMON 49291410 3,743 388,900 SH SOLE 344,800 44,100
KEYCORP COMMON 49326710 309 17,520 SH SOLE 17,520
KEYNOTE SYS IN COMMON 49330810 2,237 31,700 SH SOLE 28,900 2,800
KEYSPAN CORP COMMON 49337W10 506 16,470 SH SOLE 16,470
KIMBALL INTL I COMMON 49427410 34 2,300 SH SOLE 2,300
KIMBERLY CLARK COMMON 49436810 156 2,720 SH SOLE 2,720
KINDER MORGAN COMMON 49455P10 528 15,280 SH SOLE 15,280
KING PHARMACEU COMMON 49558210 1,666 37,981 SH SOLE 30,681 7,300
KIRBY EXPL CO. COMMON 49726610 2,140 100,700 SH SOLE 88,700 12,000
KLA-TENCOR COR COMMON 48248010 9,726 166,080 SH SOLE 121,280 44,800
KNIGHT RIDDER COMMON 49904010 295 5,540 SH SOLE 5,540
KNIGHT TRADING COMMON 49906310 92 3,100 SH SOLE 3,100
KOHLS CORP COMMON 50025510 18,663 335,510 SH SOLE 249,610 85,900
KOPIN CORP COMMON 50060010 4,501 65,000 SH SOLE 54,900 10,100
KORN FERRY INT COMMON 50064320 29 900 SH SOLE 900
KRISPY KREME D COMMON 50101410 125 1,700 SH SOLE 1,700
KROGER CO COMMON 50104410 425 19,260 SH SOLE 19,260
KULICKE & SOFF COMMON 50124210 4,863 81,900 SH SOLE 72,500 9,400
L-3 COMMUNICAT COMMON 50242410 205 3,600 SH SOLE 3,600
LA Z BOY INC COMMON 50533610 48 3,400 SH SOLE 3,400
LABORATORY COR COMMON 50540R40 8 100 SH SOLE 100
LABRANCHE & CO COMMON 50544710 184 12,800 SH SOLE 12,800
LACLEDE GAS CO COMMON 50558810 425 22,081 SH SOLE 22,081
LAFARGE CORP COMMON 50586210 90 4,300 SH SOLE 4,300
LAM RESH CORP COMMON 51280710 8,770 233,870 SH SOLE 198,070 35,800
LANCE INC COMMON 51460610 7 800 SH SOLE 800
LANDRYS SEAFOO COMMON 51508L10 10 1,200 SH SOLE 1,200
LANDS END INC COMMON 51508610 497 14,880 SH SOLE 10,180 4,700
LANDSTAR SYS I COMMON 51509810 268 4,500 SH SOLE 4,500
LANTE CORP COMMON 51654010 2 100 SH SOLE 100
LATTICE SEMICO COMMON 51841510 7,406 107,140 SH SOLE 89,540 17,600
LAUDER ESTEE C COMMON 51843910 171 3,460 SH SOLE 3,460
LEAR CORP COMMON 52186510 70 3,500 SH SOLE 3,500
LEARNING TREE COMMON 52201510 3,197 52,200 SH SOLE 46,300 5,900
LEE ENTERPRISE COMMON 52376810 30 1,300 SH SOLE 1,300
LEGG MASON INC COMMON 52490110 277 5,540 SH SOLE 5,540
LEHMAN BROS HL COMMON 52490810 534 5,650 SH SOLE 5,650
LENNAR CORP COMMON 52605710 714 35,240 SH SOLE 35,240
LENNOX INTL IN COMMON 52610710 192 14,500 SH SOLE 14,500
LEUCADIA NATL COMMON 52728810 632 27,700 SH SOLE 27,700
LEVEL 3 COMMUN COMMON 52729N10 26,338 299,300 SH SOLE 228,800 70,500
LIBBEY INC COMMON 52989810 29 900 SH SOLE 900
LIBERTY FINL C COMMON 53051210 235 10,700 SH SOLE 10,700
LIBERTY MEDIA COMMON 00195720 30,371 1,252,430 SH SOLE 997,430 255,000
LIFEMINDERS IN COMMON 53220Q10 3 100 SH SOLE 100
LIGHTBRIDGE IN COMMON 53222610 14 600 SH SOLE 600
LILLY INDUSTRI COMMON 53249110 51 1,700 SH SOLE 1,700
LINCARE HOLDIN COMMON 53279110 54 2,200 SH SOLE 2,200
LINEAR TECHNOL COMMON 53567810 24,732 386,810 SH SOLE 286,910 99,900
LINENS N THING COMMON 53567910 4,392 161,900 SH SOLE 144,030 17,870
LITTELFUSE INC COMMON 53700810 3,131 63,900 SH SOLE 58,000 5,900
LITTON INDS IN COMMON 53802110 126 2,990 SH SOLE 2,990
LIZ CLAIBORNE COMMON 53932010 185 5,240 SH SOLE 5,240
LNR PPTY CORP COMMON 50194010 443 22,700 SH SOLE 22,700
LODGENET ENTMT COMMON 54021110 90 3,700 SH SOLE 3,700
LONE STAR STEA COMMON 54230710 19 1,900 SH SOLE 1,900
LONE STAR TECH COMMON 54231210 9,319 201,500 SH SOLE 178,700 22,800
LONGVIEW FIBRE COMMON 54321310 41 3,700 SH SOLE 3,700
LOOKSMART LTD COMMON 54344210 24 1,300 SH SOLE 1,300
LOUIS DREYFUS COMMON 54601110 207 6,600 SH SOLE 6,600
LOWES COS INC COMMON 54866110 16,450 400,600 SH SOLE 294,400 106,200
LSI LOGIC CORP COMMON 50216110 11,700 216,170 SH SOLE 162,370 53,800
LTX CORP COMMON 50239210 9,828 281,300 SH SOLE 249,700 31,600
LUBYS INC COMMON 54928210 13 1,600 SH SOLE 1,600
LYCOS INC COMMON 55081810 5,833 108,020 SH SOLE 81,220 26,800
M & T BK CORP COMMON 55261F10 108 240 SH SOLE 240
M S CARRIERS I COMMON 55353310 11 600 SH SOLE 600
MACROMEDIA INC COMMON 55610010 193 2,000 SH SOLE 2,000
MACROVISION CO COMMON 55590410 4,251 66,500 SH SOLE 55,500 11,000
MAF BANCORP IN COMMON 55261R10 278 15,300 SH SOLE 15,300
MAIL-WELL INC COMMON 56032120 12 1,400 SH SOLE 1,400
MANDALAY RESOR COMMON 56256710 128 6,400 SH SOLE 6,400
MANITOWOC INC COMMON 56357110 331 12,391 SH SOLE 12,391
MANPOWER INC COMMON 56418H10 318 9,930 SH SOLE 9,930
MANUGISTICS GR COMMON 56501110 28 600 SH SOLE 600
MARCHFIRST INC COMMON 56624410 2,881 157,846 SH SOLE 118,885 38,961
MARIMBA INC COMMON 56781Q10 3 200 SH SOLE 200
MARINE DRILLIN COMMON 56824020 101 3,600 SH SOLE 3,600
MARK IV INDS I COMMON 57038710 728 34,885 SH SOLE 34,885
MARTIN MARIETT COMMON 57328410 61 1,500 SH SOLE 1,500
MASCOTECH INC COMMON 57467010 215 19,900 SH SOLE 19,900
MASTEC INC COMMON 57632310 2,009 52,600 SH SOLE 42,100 10,500
MATTHEWS INTL COMMON 57712810 20 700 SH SOLE 700
MATTSON TECHNO COMMON 57722310 3,023 93,000 SH SOLE 83,600 9,400
MAVERICK TUBE COMMON 57791410 15 500 SH SOLE 500
MAXIM INTEGRAT COMMON 57772K10 27,679 407,420 SH SOLE 298,720 108,700
MAXIM PHARMACE COMMON 57772M10 6,602 128,500 SH SOLE 114,300 14,200
MAXIMUS INC COMMON 57793310 2,385 107,790 SH SOLE 93,980 13,810
MAXYGEN INC COMMON 57777610 4,666 82,200 SH SOLE 75,800 6,400
MAY DEPT STORE COMMON 57777810 218 9,100 SH SOLE 9,100
MBNA CORP COMMON 55262L10 15,421 568,515 SH SOLE 427,615 140,900
MCCLATCHY NEWS COMMON 57948910 46 1,400 SH SOLE 1,400
MCCORMICK & CO COMMON 57978020 411 12,640 SH SOLE 12,640
MCDONALDS CORP COMMON 58013510 1,088 33,020 SH SOLE 33,020
MCGRATH RENTCO COMMON 58058910 7 400 SH SOLE 400
MCGRAW HILL IN COMMON 58064510 609 11,280 SH SOLE 11,280
MCK COMMUNICAT COMMON 58124310 2 100 SH SOLE 100
MCLEOD INC COMMON 58226610 8,215 397,110 SH SOLE 299,010 98,100
MCMORAN EXPLOR COMMON 58241110 18 1,100 SH SOLE 1,100
MCN CORP COMMON 55267J10 92 4,300 SH SOLE 4,300
MCSI INC COMMON 55270M10 13 500 SH SOLE 500
MDU RES GROUP COMMON 55269010 1,271 58,783 SH SOLE 58,783
MEDAREX INC COMMON 58391610 2,860 33,850 SH SOLE 25,550 8,300
MEDIA GEN INC COMMON 58440410 68 1,400 SH SOLE 1,400
MEDIA METRIX I COMMON 58440X10 5 200 SH SOLE 200
MEDIAONE GROUP COMMON 58440J10 656 9,840 SH SOLE 9,840
MEDICAL ASSURN COMMON 58449U10 7 600 SH SOLE 600
MEDICAL MANAGE COMMON 58461U10 27 800 SH SOLE 800
MEDICIS PHARMA COMMON 58469030 7,216 126,600 SH SOLE 113,470 13,130
MEDIMMUNE INC COMMON 58469910 236 3,190 SH SOLE 3,190
MEDTRONIC INC COMMON 58505510 15,002 301,160 SH SOLE 223,810 77,350
MELLON FINL CO COMMON 58551A10 1,003 27,520 SH SOLE 27,520
MEMBERWORKS IN COMMON 58600210 20 600 SH SOLE 600
MEMC ELECTR MA COMMON 55271510 7 400 SH SOLE 400
MENS WEARHOUSE COMMON 58711810 2,867 128,509 SH SOLE 109,059 19,450
MENTOR CORP MI COMMON 58718810 726 26,700 SH SOLE 26,700
MENTOR GRAPHIC COMMON 58720010 48 2,400 SH SOLE 2,400
MERCANTILE BAN COMMON 58740510 70 2,340 SH SOLE 2,340
MERCATOR SOFTW COMMON 58758710 4,242 61,700 SH SOLE 59,500 2,200
MERCK & CO INC COMMON 58933110 111,958 1,461,110 SH SOLE 1,095,910 365,200
MERCURY GENL C COMMON 58940010 21 900 SH SOLE 900
MERCURY INTERA COMMON 58940510 30,432 314,540 SH SOLE 275,340 39,200
MERISTAR HOSPI REIT 58984Y10 1,298 61,800 SH SOLE 61,800
MERRILL LYNCH COMMON 59018810 1,511 13,140 SH SOLE 13,140
METASOLV SOFTW COMMON 59139310 4 100 SH SOLE 100
METHODE ELECTR COMMON 59152020 3,154 81,651 SH SOLE 76,351 5,300
METRIS COS INC COMMON 59159810 4,368 173,850 SH SOLE 154,380 19,470
METRO GOLDWYN COMMON 59161010 13 500 SH SOLE 500
METROMEDIA FIB COMMON 59168910 13,839 348,700 SH SOLE 265,300 83,400
METTLER TOLEDO COMMON 59268810 5,979 149,478 SH SOLE 133,178 16,300
MGIC INVESTMEN COMMON 55284810 182 4,010 SH SOLE 4,010
MGM GRAND INC COMMON 55295310 116 3,610 SH SOLE 3,610
MICHAEL FOOD I COMMON 59407910 22 900 SH SOLE 900
MICHAEL'S STOR COMMON 59408710 6,242 136,250 SH SOLE 120,900 15,350
MICREL INC COMMON 59479310 6,814 156,880 SH SOLE 130,880 26,000
MICROCHIP TECH COMMON 59501710 7,565 129,830 SH SOLE 96,730 33,100
MICROMUSE INC COMMON 59509410 12,282 74,216 SH SOLE 60,716 13,500
MICRON ELECTRO COMMON 59510010 125 10,000 SH SOLE 10,000
MICRON TECHNOL COMMON 59511210 4,905 55,700 SH SOLE 41,100 14,600
MICROSOFT CORP COMMON 59491810 247,879 3,098,490 SH SOLE 2,310,000 788,490
MICROSTRATEGY COMMON 59497210 20 660 SH SOLE 660
MID AMER BANCO COMMON 59591510 15 600 SH SOLE 600
MID ATLANTIC M COMMON 59523C10 252 18,700 SH SOLE 18,700
MIDCAP SPDR TR SHBI 59563510 8,495 95,719 SH SOLE 95,719
MIDCOAST ENERG COMMON 59563W10 95 6,000 SH SOLE 6,000
MIDWEST EXPRES COMMON 59791110 465 21,607 SH SOLE 21,607
MILACRON INC COMMON 59870910 183 12,600 SH SOLE 12,600
MILLENNIUM PHA COMMON 59990210 12,332 110,230 SH SOLE 95,030 15,200
MILLER HERMAN COMMON 60054410 1,386 53,580 SH SOLE 36,180 17,400
MILLIPORE CORP COMMON 60107310 13,908 184,520 SH SOLE 136,520 48,000
MINERALS TECHN COMMON 60315810 981 21,327 SH SOLE 21,327
MINIMED INC COMMON 60365K10 83 700 SH SOLE 700
MINNESOTA MNG COMMON 60405910 1,464 17,750 SH SOLE 17,750
MINNESOTA PWR COMMON 60411010 796 46,000 SH SOLE 46,000
MIPS TECHNOLOG COMMON 60456710 55 1,300 SH SOLE 1,300
MISSISSIPPI VY COMMON 60572010 7 300 SH SOLE 300
MMC NETWORKS I COMMON 55308N10 37 700 SH SOLE 700
MODIS PROFESSI COMMON 60783010 239 31,400 SH SOLE 31,400
MOHAWK INDS IN COMMON 60819010 28 1,300 SH SOLE 1,300
MOLEX INC COMMON 60855410 299 6,217 SH SOLE 6,217
MONACO COACH C COMMON 60886R10 1 100 SH SOLE 100
MONDAVI ROBERT COMMON 60920010 255 8,300 SH SOLE 8,300
MONTANA POWER COMMON 61208510 554 15,680 SH SOLE 15,680
MONY GROUP INC COMMON 61533710 85 2,500 SH SOLE 2,500
MORGAN J P & C COMMON 61688010 602 5,470 SH SOLE 5,470
MORGAN KEEGAN COMMON 61741010 139 9,400 SH SOLE 9,400
MORGAN ST D WI COMMON 61744644 4,400 52,850 SH SOLE 52,850
MORRISON KNUDS COMMON 61844A10 212 29,253 SH SOLE 29,253
MORRISON MGMT COMMON 61845910 18 650 SH SOLE 650
MOTIENT CORP COMMON 61990810 9 600 SH SOLE 600
MOTOROLA INC COMMON 62007610 11,311 389,207 SH SOLE 297,251 91,956
MRV COMMUNICAT COMMON 55347710 10,767 160,100 SH SOLE 148,900 11,200
MSC INDL DIREC COMMON 55353010 10 500 SH SOLE 500
MUELLER INDS I COMMON 62475610 3,091 110,380 SH SOLE 99,140 11,240
MULTEX SYS INC COMMON 62536710 15 600 SH SOLE 600
MUSICLAND STOR COMMON 62758B10 10 1,300 SH SOLE 1,300
MYERS INDS INC COMMON 62846410 11 1,000 SH SOLE 1,000
MYLAN LABS INC COMMON 62853010 62 3,400 SH SOLE 3,400
MYPOINTS COM I COMMON 62855T10 11 600 SH SOLE 600
MYRIAD GENETIC COMMON 62855J10 2,384 16,100 SH SOLE 14,000 2,100
NABORS INDS IN COMMON 62956810 201 4,840 SH SOLE 4,840
NANOGEN INC COMMON 63007510 1,621 38,200 SH SOLE 34,800 3,400
NASDAQ 100 TR INVF 63110010 205 2,200 SH SOLE 2,200
NATIONAL COMM COMMON 63544910 19 1,200 SH SOLE 1,200
NATIONAL COMPU COMMON 63551910 7,357 149,385 SH SOLE 133,455 15,930
NATIONAL DATA COMMON 63562110 32 1,400 SH SOLE 1,400
NATIONAL DISC COMMON 63564610 3 100 SH SOLE 100
NATIONAL FUEL COMMON 63618010 213 4,360 SH SOLE 4,360
NATIONAL INSTR COMMON 63651810 3,022 69,280 SH SOLE 56,480 12,800
NATIONAL SEMIC COMMON 63764010 419 7,380 SH SOLE 7,380
NATIONAL-OILWE COMMON 63707110 89 2,700 SH SOLE 2,700
NATIONWIDE FIN COMMON 63861210 26 800 SH SOLE 800
NATIONWIDE HEA IS 63862010 514 36,900 SH SOLE 36,900
NATL PENN BANC COMMON 63713810 270 13,075 SH SOLE 13,075
NATURAL MICROS COMMON 63888210 9,088 80,825 SH SOLE 74,525 6,300
NAUTICA ENTERP COMMON 63908910 21 2,000 SH SOLE 2,000
NBTY INC COMMON 62878210 13 2,000 SH SOLE 2,000
NCI BUILDING S COMMON 62885210 22 1,100 SH SOLE 1,100
NCO GROUP INC COMMON 62885810 502 21,700 SH SOLE 17,300 4,400
NET PERCEPTION COMMON 64107U10 8 500 SH SOLE 500
NETBANK INC COMMON 64093310 6 500 SH SOLE 500
NETCENTIVES IN COMMON 64108P10 937 50,300 SH SOLE 44,700 5,600
NETEGRITY INC COMMON 64110P10 5,279 70,100 SH SOLE 65,000 5,100
NETIQ CORP COMMON 64115P10 5,807 97,400 SH SOLE 86,500 10,900
NETOPIA INC COMMON 64114K10 20 500 SH SOLE 500
NETSOLVE INC COMMON 64115J10 3 100 SH SOLE 100
NETWORK APPLIA COMMON 64120L10 39,530 491,050 SH SOLE 367,830 123,220
NETWORKS ASSOC COMMON 64093810 77 3,800 SH SOLE 3,800
NETZERO INC COMMON 64122R10 4 700 SH SOLE 700
NEW ERA OF NET COMMON 64431210 26 600 SH SOLE 600
NEW JERSEY RES COMMON 64602510 632 16,600 SH SOLE 16,600
NEWFIELD EXPL COMMON 65129010 2,555 65,300 SH SOLE 55,200 10,100
NEWPORT NEWS S COMMON 65222810 18 500 SH SOLE 500
NEXT LEVEL COM COMMON 65333U10 51 600 SH SOLE 600
NEXTCARD INC COMMON 65332K10 4 500 SH SOLE 500
NEXTEL COMMUNI COMMON 65332V10 32,007 523,090 SH SOLE 396,310 126,780
NEXTEL PARTNER COMMON 65333F10 106 3,260 SH SOLE 3,260
NEXTLINK COMMU COMMON 65333H70 768 20,240 SH SOLE 20,240
NIKE INC COMMON 65410610 312 7,830 SH SOLE 7,830
NISOURCE INC COMMON 65473P10 119 6,400 SH SOLE 6,400
NOBLE AFFILIAT COMMON 65489410 97 2,610 SH SOLE 2,610
NOBLE DRILLING COMMON 65504210 353 8,580 SH SOLE 8,580
NORDSON CORP COMMON 65566310 20 400 SH SOLE 400
NORDSTROM INC COMMON 65566410 116 4,800 SH SOLE 4,800
NORTEK INC COMMON 65655910 231 11,700 SH SOLE 11,700
NORTEL NETWORK COMMON 65656810 62,838 920,696 SH SOLE 698,296 222,400
NORTH FORK BAN COMMON 65942410 345 22,810 SH SOLE 22,810
NORTHROP CORP COMMON 66680710 171 2,580 SH SOLE 2,580
NORTHWEST NAT COMMON 66765510 400 17,874 SH SOLE 17,874
NORTHWESTERN C COMMON 66807410 428 18,500 SH SOLE 18,500
NOVELLUS SYS I COMMON 67000810 10,311 182,300 SH SOLE 136,400 45,900
NOVEN PHARMACE COMMON 67000910 2,417 80,400 SH SOLE 72,700 7,700
NOVOSTE CORP COMMON 67010C10 12 200 SH SOLE 200
NPC INTERNATIO COMMON 62936030 4 500 SH SOLE 500
NRG ENERGY INC COMMON 62937710 96 5,310 SH SOLE 5,310
NSTAR COMMON 67019E10 342 8,400 SH SOLE 8,400
NTL INC COMMON 62940710 798 13,320 SH SOLE 13,320
NU SKIN ENTERP COMMON 67018T10 8 1,400 SH SOLE 1,400
NUCOR CORP COMMON 67034610 104 3,140 SH SOLE 3,140
NUEVO ENERGY C COMMON 67050910 185 9,800 SH SOLE 9,800
NUI CORP COMMON 62943010 248 9,196 SH SOLE 9,196
NVIDIA CORP COMMON 67066G10 2,657 41,800 SH SOLE 36,200 5,600
NVR INC COMMON 62944T10 3,189 55,950 SH SOLE 47,950 8,000
O CHARLEYS INC COMMON 67082310 5 400 SH SOLE 400
O REILLY AUTOM COMMON 68609110 25 1,800 SH SOLE 1,800
OAKLEY INC COMMON 67366210 10 900 SH SOLE 900
OCEAN ENERGY I COMMON 67481E10 353 24,900 SH SOLE 24,900
OCEANEERING IN COMMON 67523210 292 15,355 SH SOLE 15,355
OCEANFIRST FIN COMMON 67523410 17 900 SH SOLE 900
OCWEN FINL COR COMMON 67574610 6 1,100 SH SOLE 1,100
OFFSHORE LOGIS COMMON 67625510 10 700 SH SOLE 700
OHIO CAS CORP COMMON 67724010 35 3,300 SH SOLE 3,300
OLD NATL BANCP COMMON 68003310 114 3,900 SH SOLE 3,900
OLD REP INTL C COMMON 68022310 202 12,240 SH SOLE 12,240
OLIN CORP COMMON 68066520 465 28,200 SH SOLE 28,200
OM GROUP INC COMMON 67087210 990 22,500 SH SOLE 22,500
OMEGA FINL COR COMMON 68209210 13 500 SH SOLE 500
OMNICARE INC COMMON 68190410 672 74,100 SH SOLE 74,100
OMNICOM GROUP COMMON 68191910 14,008 157,280 SH SOLE 118,480 38,800
OMNOVA SOLUTIO COMMON 68212910 11 1,700 SH SOLE 1,700
ON ASSIGNMENT COMMON 68215910 4,971 162,986 SH SOLE 136,886 26,100
ONDISPLAY INC COMMON 68232L10 2,606 32,000 SH SOLE 29,400 2,600
ONE VY BANCORP COMMON 68241910 488 15,600 SH SOLE 15,600
ONEOK INC NEW COMMON 68268010 679 26,166 SH SOLE 26,166
ONYX SOFTWARE COMMON 68340210 15 500 SH SOLE 500
ORACLE SYSTEMS COMMON 68389X10 185,188 2,202,980 SH SOLE 1,643,880 559,100
ORIENTAL FINL COMMON 68618W10 7 500 SH SOLE 500
ORTHODONTIC CE COMMON 68750P10 5,930 262,100 SH SOLE 232,900 29,200
OSHKOSH B'GOSH COMMON 68822220 8 500 SH SOLE 500
OTTER TAIL PWR COMMON 68964810 32 1,500 SH SOLE 1,500
OVERSEAS SHIPH COMMON 69036810 350 14,200 SH SOLE 14,200
OWENS & MINOR COMMON 69073210 9 500 SH SOLE 500
OXFORD HEALTH COMMON 69147110 74 3,100 SH SOLE 3,100
P F CHANGS CHI COMMON 69333Y10 3 100 SH SOLE 100
PAC-WEST TELEC COMMON 69371Y10 10 500 SH SOLE 500
PACIFIC GULF P REIT 69439610 599 23,900 SH SOLE 23,900
PACIFIC SUNWEA COMMON 69487310 733 39,090 SH SOLE 39,090
PACKAGING CORP COMMON 69515610 109 10,800 SH SOLE 10,800
PACKETEER INC COMMON 69521010 44 1,500 SH SOLE 1,500
PALL CORP COMMON 69642930 54 2,930 SH SOLE 2,930
PAPA JOHNS INT COMMON 69881310 22 900 SH SOLE 900
PARADYNE NETWO COMMON 69911G10 1,592 48,900 SH SOLE 44,600 4,300
PAREXEL INTL C COMMON 69946210 1 100 SH SOLE 100
PARK ELECTROCH COMMON 70041620 267 7,400 SH SOLE 7,400
PARK PL ENTMT COMMON 70069010 433 35,530 SH SOLE 35,530
PARKWAY PPTYS IS 70159Q10 384 12,600 SH SOLE 12,600
PATINA OIL & G COMMON 70322410 125 6,000 SH SOLE 6,000
PATTERSON DENT COMMON 70341210 2,295 45,000 SH SOLE 38,500 6,500
PATTERSON ENER COMMON 70341410 550 19,300 SH SOLE 18,200 1,100
PAXAR CORP COMMON 70422710 333 27,900 SH SOLE 27,900
PAXSON COMMUNI COMMON 70423110 11 1,400 SH SOLE 1,400
PAYCHEX INC COMMON 70432610 14,471 344,536 SH SOLE 267,324 77,212
PAYLESS SHOESO COMMON 70437910 882 17,200 SH SOLE 17,200
PE CORP COMMON 69332S10 27,683 393,380 SH SOLE 280,180 113,200
PEGASUS COMMUN COMMON 70590410 2,954 60,200 SH SOLE 50,000 10,200
PENNACO ENERGY COMMON 70804610 10 600 SH SOLE 600
PENNZOIL-QUAKE COMMON 70932310 925 76,700 SH SOLE 76,700
PENTAIR INDS I COMMON 70963110 184 5,190 SH SOLE 5,190
PEOPLES ENERGY COMMON 71103010 307 9,473 SH SOLE 9,473
PEP BOYS MANNY COMMON 71327810 10 1,600 SH SOLE 1,600
PEPSI-COLA BOT COMMON 71340910 126 4,330 SH SOLE 4,330
PEPSICO INC COMMON 71344810 39,495 888,770 SH SOLE 677,370 211,400
PEREGRINE SYST COMMON 71366Q10 2,950 85,055 SH SOLE 74,055 11,000
PERFORMANCE FO COMMON 71375510 829 25,900 SH SOLE 25,900
PERICOM SEMICO COMMON 71383110 3,121 45,900 SH SOLE 40,600 5,300
PERKINELMER IN COMMON 71404610 6,098 92,212 SH SOLE 81,792 10,420
PERRIGO CO COMMON 71429010 17 2,700 SH SOLE 2,700
PERSISTENCE SO COMMON 71532910 2 100 SH SOLE 100
PETCO ANIMAL S COMMON 71601610 288 14,700 SH SOLE 14,700
PFF BANCORP IN COMMON 69331W10 265 14,500 SH SOLE 14,500
PFIZER INC COMMON 71708110 268,146 5,586,372 SH SOLE 4,146,1591,440,213
PHARMACEUTICAL COMMON 71712410 19 900 SH SOLE 900
PHARMACIA CORP COMMON 71713U10 1,792 34,662 SH SOLE 34,662
PHILADELPHIA S COMMON 71800960 728 35,500 SH SOLE 35,500
PHILLIPS VAN H COMMON 71859210 15 1,600 SH SOLE 1,600
PHOENIX TECHNO COMMON 71915310 10 600 SH SOLE 600
PHONE COM INC COMMON 71920Q10 4,161 63,900 SH SOLE 47,800 16,100
PHOTRONIC LABS COMMON 71940510 119 4,200 SH SOLE 4,200
PIEDMONT NAT G COMMON 72018610 428 16,100 SH SOLE 16,100
PIER I IMPORTS COMMON 72027910 4,175 428,169 SH SOLE 379,769 48,400
PILGRIM PRIDE COMMON 72146710 1 100 SH SOLE 100
PINNACLE ENTMT IU 72345610 488 25,100 SH SOLE 25,100
PINNACLE SYS I COMMON 72348110 4,078 181,356 SH SOLE 162,056 19,300
PINNACLE WEST COMMON 72348410 191 5,640 SH SOLE 5,640
PIONEER GROUP COMMON 72368410 55 1,300 SH SOLE 1,300
PIONEER NAT RE COMMON 72378710 1,377 108,000 SH SOLE 108,000
PIONEER STD EL COMMON 72387710 301 20,417 SH SOLE 20,417
PIXAR COMMON 72581110 7 200 SH SOLE 200
PLANTRONICS IN COMMON 72749310 5,209 45,100 SH SOLE 39,900 5,200
PLAYTEX PRODS COMMON 72813P10 12 1,100 SH SOLE 1,100
PLEXUS CORP COMMON 72913210 11,008 97,420 SH SOLE 86,620 10,800
PLX TECHNOLOGY COMMON 69341710 8 200 SH SOLE 200
PMC-SIERRA INC COMMON 69344F10 55,908 314,640 SH SOLE 236,140 78,500
PMI GROUP INC COMMON 69344M10 238 5,010 SH SOLE 5,010
PNC FINANCIAL COMMON 69347510 680 14,510 SH SOLE 14,510
POGO PRODUCING COMMON 73044810 5,704 257,800 SH SOLE 228,700 29,100
POLARIS INDS I COMMON 73106810 3,360 105,000 SH SOLE 93,800 11,200
POLAROID CORP COMMON 73109510 712 39,400 SH SOLE 39,400
POLICY MANAGEM COMMON 73110810 2 100 SH SOLE 100
POLO RALPH LAU COMMON 73157210 54 3,800 SH SOLE 3,800
POLYCOM INC COMMON 73172K10 104 1,100 SH SOLE 1,100
POLYMEDICA COR COMMON 73173810 1,163 26,900 SH SOLE 24,400 2,500
PORTAL SOFTWAR COMMON 73612610 192 3,000 SH SOLE 3,000
POTLATCH CORP COMMON 73762810 728 21,974 SH SOLE 21,974
POTOMAC ELEC P COMMON 73767910 490 19,600 SH SOLE 19,600
POWERTEL INC COMMON 73936C10 4,834 68,140 SH SOLE 58,040 10,100
POWERWAVE TECH COMMON 73936310 4,286 97,420 SH SOLE 81,120 16,300
PPG INDS INC COMMON 69350610 509 11,480 SH SOLE 11,480
PRAECIS PHARMA COMMON 73942110 95 3,400 SH SOLE 3,400
PRAXAIR INC COMMON 74005P10 407 10,860 SH SOLE 10,860
PRE PAID LEGAL COMMON 74006510 27 900 SH SOLE 900
PREDICTIVE SYS COMMON 74036W10 927 25,800 SH SOLE 23,500 2,300
PRENTISS PPTYS REIT 74070610 823 34,300 SH SOLE 34,300
PRESIDENTIAL L COMMON 74088410 10 700 SH SOLE 700
PRI AUTOMATION COMMON 69357H10 2,021 30,900 SH SOLE 29,520 1,380
PRICE COMMUNIC COMMON 74143730 52 2,200 SH SOLE 2,200
PRICELINE COM COMMON 74150310 91 2,400 SH SOLE 2,400
PRIME HOSPITAL COMMON 74191710 269 28,500 SH SOLE 28,500
PRIMEDIA INC COMMON 74157K10 66 2,900 SH SOLE 2,900
PRIMUS KNOWLED COMMON 74163Q10 230 5,100 SH SOLE 5,100
PRIMUS TELECOM COMMON 74192910 3,040 122,200 SH SOLE 107,500 14,700
PRIORITY HEALT COMMON 74264T10 7 100 SH SOLE 100
PROBUSINESS SE COMMON 74267410 11 400 SH SOLE 400
PROCTER & GAMB COMMON 74271810 996 17,400 SH SOLE 17,400
PROFESSIONAL D COMMON 74312N10 1,397 41,000 SH SOLE 41,000
PROFFESSIONALS COMMON 74295410 0 3 SH SOLE 3
PROGRESS SOFTW COMMON 74331210 29 1,600 SH SOLE 1,600
PROJECT SOFTWA COMMON 74339P10 4 200 SH SOLE 200
PROLOGIS TR REIT 74341010 94 4,400 SH SOLE 4,400
PROTECTIVE LIF COMMON 74367410 185 6,960 SH SOLE 6,960
PROTEIN DESIGN COMMON 74369L10 5,229 31,700 SH SOLE 28,200 3,500
PROVIDENT BANK COMMON 74385910 25 1,880 SH SOLE 1,880
PROVIDENT FINL COMMON 74386610 431 18,100 SH SOLE 18,100
PROVIDIAN FINL COMMON 74406A10 12,931 143,678 SH SOLE 104,371 39,307
PROVINCE HEALT COMMON 74397710 22 600 SH SOLE 600
PROXICOM INC COMMON 74428210 2,437 50,900 SH SOLE 40,900 10,000
PROXIM INC COMMON 74428410 7,927 80,100 SH SOLE 71,300 8,800
PS BUSINESS PK IU 69360J10 629 26,200 SH SOLE 26,200
PSS WORLD MED COMMON 69366A10 48 7,100 SH SOLE 7,100
PUBLIC SVC CO COMMON 74449910 29 1,900 SH SOLE 1,900
PUBLIC SVC ENT COMMON 74457310 362 10,460 SH SOLE 10,460
PULTE CORP COMMON 74586710 255 11,770 SH SOLE 11,770
PUMA TECHNOLOG COMMON 74588710 2,784 103,850 SH SOLE 93,450 10,400
PURCHASEPRO CO COMMON 74614410 1,648 40,200 SH SOLE 36,000 4,200
PURE RES INC COMMON 74622E10 118 6,600 SH SOLE 6,600
QLOGIC CORP COMMON 74727710 10,212 154,580 SH SOLE 117,680 36,900
QUALCOMM INC COMMON 74752510 36,410 606,840 SH SOLE 453,740 153,100
QUANEX CORP COMMON 74762010 15 1,000 SH SOLE 1,000
QUANTA SVCS IN COMMON 74762E10 7,972 144,938 SH SOLE 123,888 21,050
QUEENS CNTY BA COMMON 74824210 1,667 90,410 SH SOLE 77,210 13,200
QUEST DIAGNOST COMMON 74834L10 2,803 37,500 SH SOLE 37,500
QUEST SOFTWARE COMMON 74834T10 1,119 20,200 SH SOLE 14,800 5,400
QUIKSILVER INC COMMON 74838C10 2,376 152,703 SH SOLE 122,303 30,400
QUORUM HEALTH COMMON 74908410 637 61,800 SH SOLE 61,800
QWEST COMMUNIC COMMON 74912110 377 7,590 SH SOLE 7,590
RADIAN GROUP I COMMON 75023610 1,562 30,191 SH SOLE 30,191
RADIOSHACK COR COMMON 75043810 6,344 133,900 SH SOLE 100,600 33,300
RADISYS CORP COMMON 75045910 34 600 SH SOLE 600
RALCORP HLDGS COMMON 75102810 302 24,619 SH SOLE 24,619
RAMP NETWORKS COMMON 75156710 5 400 SH SOLE 400
RARE HOSPITALI COMMON 75382010 4,044 143,140 SH SOLE 125,140 18,000
RARE MEDIUM GR COMMON 75382N10 11 700 SH SOLE 700
RATIONAL SOFTW COMMON 75409P20 20,171 217,040 SH SOLE 151,240 65,800
RAYMOND JAMES COMMON 75473010 737 32,750 SH SOLE 32,750
RAYONIER INC COMMON 75490710 768 21,400 SH SOLE 21,400
RAYOVAC CORP COMMON 75508110 29 1,300 SH SOLE 1,300
RCN CORP COMMON 74936110 20 800 SH SOLE 800
READERS DIGEST COMMON 75526710 131 3,300 SH SOLE 3,300
REALNETWORKS I COMMON 75605L10 96 1,900 SH SOLE 1,900
REDBACK NETWOR COMMON 75720910 7,108 39,680 SH SOLE 31,080 8,600
REEBOK INTL LT COMMON 75811010 633 39,700 SH SOLE 39,700
REGENCY RLTY C REIT 75893910 1,142 48,100 SH SOLE 48,100
REGIS CORP MIN COMMON 75893210 24 1,900 SH SOLE 1,900
REHABCARE GROU COMMON 75914810 5 200 SH SOLE 200
REINSURANCE GR COMMON 75935110 36 1,200 SH SOLE 1,200
RELIANCE STEEL COMMON 75950910 418 21,866 SH SOLE 21,866
REMEC INC COMMON 75954310 5,172 123,500 SH SOLE 109,700 13,800
REMEDY CORP COMMON 75954810 7,048 126,430 SH SOLE 114,230 12,200
RENAL CARE GRO COMMON 75993010 3,697 151,200 SH SOLE 136,610 14,590
RENT A CTR INC COMMON 76009N10 18 800 SH SOLE 800
RENT WAY INC COMMON 76009U10 23 800 SH SOLE 800
REPUBLIC BANCO COMMON 76028210 479 53,640 SH SOLE 53,640
REPUBLIC SVCS COMMON 76075910 125 7,800 SH SOLE 7,800
RES-CARE INC COMMON 76094310 2 300 SH SOLE 300
RESMED INC COMMON 76115210 37 1,400 SH SOLE 1,400
RESPIRONICS IN COMMON 76123010 378 21,000 SH SOLE 21,000
REXALL SUNDOWN COMMON 76164810 29 1,200 SH SOLE 1,200
REYNOLDS & REY COMMON 76169510 186 10,180 SH SOLE 10,180
RF MICRODEVICE COMMON 74994110 9,045 103,220 SH SOLE 77,520 25,700
RFS HOTEL INVS REIT 74955J10 212 18,000 SH SOLE 18,000
RICHMOND CNTY COMMON 76455610 588 30,766 SH SOLE 30,766
RIGS NATL CORP COMMON 76657010 18 1,400 SH SOLE 1,400
RIVIANA FOODS COMMON 76953610 3 200 SH SOLE 200
ROADWAY EXPRES COMMON 76974210 363 15,500 SH SOLE 15,500
ROBERT HALF IN COMMON 77032310 185 6,500 SH SOLE 6,500
ROBOTIC VISION COMMON 77107410 2,191 121,700 SH SOLE 109,500 12,200
ROCK-TENN CO COMMON 77273920 8 900 SH SOLE 900
ROGERS CORP COMMON 77513310 655 18,700 SH SOLE 18,700
ROLLINS TRUCK COMMON 77574110 312 45,000 SH SOLE 45,000
ROPER INDS INC COMMON 77669610 38 1,500 SH SOLE 1,500
ROSS STORES IN COMMON 77829610 464 27,220 SH SOLE 21,420 5,800
RSA SEC INC COMMON 74971910 5,771 83,330 SH SOLE 67,730 15,600
RUBY TUESDAY I COMMON 78118210 3,467 276,014 SH SOLE 236,014 40,000
RUDDICK CORP COMMON 78125810 25 2,100 SH SOLE 2,100
RUDOLPH TECHNO COMMON 78127010 4 100 SH SOLE 100
RUSSELL CORP COMMON 78235210 626 31,300 SH SOLE 31,300
RYANS FAMILY S COMMON 78351910 119 14,100 SH SOLE 14,100
RYLAND GROUP I COMMON 78376410 221 10,000 SH SOLE 10,000
S & T BANCORP COMMON 78385910 161 8,827 SH SOLE 8,827
S&P DEPOSITORY UNIT 78462F10 41,367 284,738 SH SOLE 256,145 28,593
S1 CORPORATION COMMON 78463B10 21 900 SH SOLE 900
S3 INC COMMON 78484910 50 3,400 SH SOLE 3,400
SAFEGUARD SCIE COMMON 78644910 2,776 86,570 SH SOLE 69,470 17,100
SAFEWAY INC COMMON 78651420 480 10,660 SH SOLE 10,660
SAKS INC COMMON 79377W10 81 7,700 SH SOLE 7,700
SALEM COMMUNIC COMMON 79409310 143 15,400 SH SOLE 15,400
SALTON INC COMMON 79575710 1,753 47,550 SH SOLE 42,350 5,200
SANDISK CORP COMMON 80004C10 9,007 147,200 SH SOLE 129,800 17,400
SANGSTAT MED C COMMON 80100310 1,207 41,800 SH SOLE 37,200 4,600
SANMINA CORP COMMON 80090710 1,047 12,240 SH SOLE 12,240
SAPIENT CORP COMMON 80306210 4,753 44,450 SH SOLE 33,550 10,900
SAWTEK INC COMMON 80546810 1,197 20,800 SH SOLE 17,600 3,200
SBA COMMUNICAT COMMON 78388J10 5,412 104,200 SH SOLE 92,300 11,900
SBC COMMUNICAT COMMON 78387G10 8,769 202,746 SH SOLE 202,746
SCANA CORP NEW COMMON 80589M10 123 5,100 SH SOLE 5,100
SCHEIN HENRY I COMMON 80640710 2 100 SH SOLE 100
SCHOLASTIC COR COMMON 80706610 889 14,545 SH SOLE 14,545
SCHOOL SPECIAL COMMON 80786310 15 800 SH SOLE 800
SCHWAB CHARLES COMMON 80851310 27,622 821,463 SH SOLE 611,842 209,621
SCHWEITZER-MAU COMMON 80854110 14 1,100 SH SOLE 1,100
SCI SYSTEM INC COMMON 78389010 3,237 82,610 SH SOLE 64,310 18,300
SCIENT CORP COMMON 80864H10 1,431 32,440 SH SOLE 24,040 8,400
SCIENTIFIC ATL COMMON 80865510 13,348 179,170 SH SOLE 136,370 42,800
SCM MICROSYSTE COMMON 78401810 1,744 28,800 SH SOLE 25,200 3,600
SCOTT TECHNOLO COMMON 81002230 14 800 SH SOLE 800
SCOTTS CO COMMON 81018610 26 700 SH SOLE 700
SCP POOL CORP COMMON 78402810 18 750 SH SOLE 750
SCRIPPS HOWARD COMMON 81105420 163 3,300 SH SOLE 3,300
SDL INC COMMON 78407610 23,528 82,500 SH SOLE 64,000 18,500
SEACOR HOLDING COMMON 81190410 598 15,450 SH SOLE 15,450
SEARS ROEBUCK COMMON 81238710 351 10,760 SH SOLE 10,760
SEI CORP COMMON 78411710 4,993 125,420 SH SOLE 95,270 30,150
SEITEL INC COMMON 81607430 8 1,000 SH SOLE 1,000
SELECTIVE INS COMMON 81630010 25 1,300 SH SOLE 1,300
SEMCO ENERGY I COMMON 78412D10 17 1,300 SH SOLE 1,300
SEMITOOL INC COMMON 81690910 3 200 SH SOLE 200
SEMTECH CORP COMMON 81685010 6,614 86,480 SH SOLE 72,180 14,300
SENSORMATIC EL COMMON 81726510 1,295 81,910 SH SOLE 81,910
SFX ENTMT INC COMMON 78417810 136 3,000 SH SOLE 3,000
SHAW GROUP INC COMMON 82028010 1,400 29,700 SH SOLE 27,200 2,500
SHAW INDS INC COMMON 82028610 114 9,090 SH SOLE 9,090
SHERWIN WILLIA COMMON 82434810 264 12,460 SH SOLE 12,460
SHOPKO STORES COMMON 82491110 600 39,000 SH SOLE 39,000
SIERRA PAC RES COMMON 82642810 556 44,273 SH SOLE 44,273
SILICON IMAGE COMMON 82705T10 2,334 46,800 SH SOLE 41,600 5,200
SILICON STORAG COMMON 82705710 2,208 25,000 SH SOLE 18,600 6,400
SILICON VY BAN COMMON 82706410 669 15,700 SH SOLE 13,530 2,170
SILICON VY GRO COMMON 82706610 5 200 SH SOLE 200
SILVERSTREAM S COMMON 82790710 1,530 26,500 SH SOLE 24,000 2,500
SIMMONS FIRST COMMON 82873020 11 500 SH SOLE 500
SIMON PPTY GRO REIT 82880610 340 15,340 SH SOLE 15,340
SIMPSON MANUFA COMMON 82907310 3,539 74,010 SH SOLE 66,210 7,800
SIPEX CORP COMMON 82990910 30 1,100 SH SOLE 1,100
SJW CORP COMMON 78430510 285 2,400 SH SOLE 2,400
SKY FINL GROUP COMMON 83080P10 53 3,300 SH SOLE 3,300
SKYWEST INC COMMON 83087910 2,691 72,600 SH SOLE 64,600 8,000
SL GREEN RLTY REIT 78440X10 342 12,800 SH SOLE 12,800
SMARTDISK CORP COMMON 83169Q10 3 100 SH SOLE 100
SMITH A O CORP COMMON 83186520 235 11,200 SH SOLE 11,200
SMITH INTL INC COMMON 83211010 95 1,300 SH SOLE 1,300
SMITHFIELD FOO COMMON 83224810 56 2,000 SH SOLE 2,000
SMUCKER J M CO COMMON 83269610 35 1,800 SH SOLE 1,800
SMURFIT-STONE COMMON 83272710 82 6,400 SH SOLE 6,400
SNAP ON TOOLS COMMON 83303410 1,092 41,000 SH SOLE 41,000
SNYDER COMMUNI COMMON 83291410 57 2,400 SH SOLE 2,400
SONIC CORP COMMON 83545110 3,279 111,630 SH SOLE 96,830 14,800
SONICWALL INC COMMON 83547010 5,847 66,400 SH SOLE 59,500 6,900
SONOCO PRODS C COMMON 83549510 176 8,560 SH SOLE 8,560
SOUTH FINL GRO COMMON 83784110 20 1,400 SH SOLE 1,400
SOUTH JERSEY I COMMON 83851810 195 7,500 SH SOLE 7,500
SOUTHWEST AIRL COMMON 84474110 677 35,760 SH SOLE 35,760
SOUTHWEST BANC COMMON 84476R10 8 400 SH SOLE 400
SOUTHWEST GAS COMMON 84489510 278 15,900 SH SOLE 15,900
SOUTHWEST SECS COMMON 84522410 15 400 SH SOLE 400
SOUTHWESTERN E COMMON 84546710 6 900 SH SOLE 900
SOVEREIGN BANC COMMON 84590510 1,057 150,300 SH SOLE 150,300
SPANISH BROADC COMMON 84642588 3,448 167,700 SH SOLE 149,960 17,740
SPARTECH CORP COMMON 84722020 3,394 125,720 SH SOLE 111,920 13,800
SPECIALTY EQUI COMMON 84749720 16 600 SH SOLE 600
SPECTRALINK CO COMMON 84758010 1 100 SH SOLE 100
SPECTRASITE HL COMMON 84760T10 96 3,400 SH SOLE 3,400
SPEEDWAY MOTOR COMMON 84778810 16 700 SH SOLE 700
SPORTSLINE.COM COMMON 84893410 2 100 SH SOLE 100
SPRINT -FON COMMON 85206110 896 17,570 SH SOLE 17,570
SPRINT -PCS COMMON 85206150 330 5,550 SH SOLE 5,550
SPS TECHNOLOGI COMMON 78462610 33 800 SH SOLE 800
SPSS INC COMMON 78462K10 12 400 SH SOLE 400
SPX CORP COMMON 78463510 1,607 13,290 SH SOLE 9,490 3,800
SPYGLASS INC COMMON 85219210 6 200 SH SOLE 200
ST JOE CORP COMMON 79014810 57 1,890 SH SOLE 1,890
ST MARY LD & E COMMON 79222810 46 1,100 SH SOLE 1,100
STANDARD PAC C COMMON 85375C10 14 1,400 SH SOLE 1,400
STANDARD REGIS COMMON 85388710 13 900 SH SOLE 900
STANDEX INTL C COMMON 85423110 6 400 SH SOLE 400
STAPLES INC COMMON 85503010 6,166 401,046 SH SOLE 299,871 101,175
STARTEK INC COMMON 85569C10 5 100 SH SOLE 100
STARWOOD HOTEL REIT 85590A20 711 21,840 SH SOLE 21,840
STATE AUTO FIN COMMON 85570710 12 1,000 SH SOLE 1,000
STATE STREET C COMMON 85747710 555 5,230 SH SOLE 5,230
STATEN IS BANC COMMON 85755010 522 29,600 SH SOLE 29,600
STATION CASINO COMMON 85768910 2,812 112,460 SH SOLE 98,260 14,200
STEEL DYNAMICS COMMON 85811910 147 16,200 SH SOLE 16,200
STEIN MART INC COMMON 85837510 7 700 SH SOLE 700
STERICYCLE INC COMMON 85891210 17 700 SH SOLE 700
STERIS CORP COMMON 85915210 33 3,700 SH SOLE 3,700
STERLING BANCS COMMON 85890710 4 400 SH SOLE 400
STEWART&STEVEN COMMON 86034210 30 2,000 SH SOLE 2,000
STILLWATER MNG COMMON 86074Q10 36 1,300 SH SOLE 1,300
STONE ENERGY C COMMON 86164210 6,118 102,390 SH SOLE 90,290 12,100
STORAGE TECHNO COMMON 86211120 55 5,000 SH SOLE 5,000
STRIDE RITE CO COMMON 86331410 4 600 SH SOLE 600
STRUCTURAL DYN COMMON 86355510 146 9,700 SH SOLE 9,700
STRYKER CORP COMMON 86366710 214 4,900 SH SOLE 4,900
STUDENT LN COR COMMON 86390210 13 300 SH SOLE 300
STURM RUGER & COMMON 86415910 12 1,400 SH SOLE 1,400
SUIZA FOODS CO COMMON 86507710 2,180 44,600 SH SOLE 44,600
SUMMIT PPTYS I REIT 86623910 617 29,400 SH SOLE 29,400
SUN MICROSYSTE COMMON 86681010 90,905 999,640 SH SOLE 743,220 256,420
SUNGARD DATA S COMMON 86736310 161 5,200 SH SOLE 5,200
SUNGLASS HUT I COMMON 86736F10 12 1,400 SH SOLE 1,400
SUNRISE ASSIST COMMON 86768K10 7 400 SH SOLE 400
SUNTRUST BKS I COMMON 86791410 434 9,490 SH SOLE 9,490
SUPERGEN INC COMMON 86805910 1,947 53,700 SH SOLE 47,900 5,800
SUPERIOR ENERG COMMON 86815710 2,754 265,400 SH SOLE 238,700 26,700
SUPERIOR INDS COMMON 86816810 492 19,100 SH SOLE 19,100
SUPERVALU INC COMMON 86853610 144 7,570 SH SOLE 7,570
SUSQUEHANNA BK COMMON 86909910 197 13,800 SH SOLE 13,800
SWIFT ENERGY C COMMON 87073810 826 29,100 SH SOLE 29,100
SWIFT TRANSN C COMMON 87075610 25 1,800 SH SOLE 1,800
SYBASE INC COMMON 87113010 1,440 62,600 SH SOLE 62,600
SYBRON CORP COMMON 87114F10 3,141 158,540 SH SOLE 122,260 36,280
SYCAMORE NETWO COMMON 87120610 3,587 32,500 SH SOLE 24,600 7,900
SYLVAN LEARNIN COMMON 87139910 36 2,600 SH SOLE 2,600
SYMANTEC CORP COMMON 87150310 4,269 79,140 SH SOLE 58,940 20,200
SYMBOL TECHNOL COMMON 87150810 11,673 216,173 SH SOLE 164,523 51,650
SYMYX TECHNOLO COMMON 87155S10 2,484 58,300 SH SOLE 52,100 6,200
SYNCOR INTL CO COMMON 87157J10 1,210 16,800 SH SOLE 15,900 900
SYNOPSYS INC COMMON 87160710 55 1,600 SH SOLE 1,600
SYNOVUS FINL C COMMON 87161C10 2,855 161,990 SH SOLE 121,990 40,000
SYSCO CORP COMMON 87182910 14,963 355,200 SH SOLE 258,810 96,390
SYSTEMS & COMP COMMON 87187310 16 800 SH SOLE 800
TALBOTS INC COMMON 87416110 3,137 57,096 SH SOLE 48,896 8,200
TANNING TECHNO COMMON 87588P10 2 100 SH SOLE 100
TARGET CORP COMMON 87612E10 58 1,000 SH SOLE 1,000
TCF BKG & SVGS COMMON 87227510 227 8,850 SH SOLE 8,850
TECH DATA CORP COMMON 87823710 156 3,570 SH SOLE 3,570
TECHNE CORP COMMON 87837710 6,886 52,970 SH SOLE 45,170 7,800
TECHNITROL INC COMMON 87855510 8,834 91,190 SH SOLE 80,290 10,900
TECHNOLOGY SOL COMMON 87872T10 6 900 SH SOLE 900
TEKELEC COMMON 87910110 2,602 54,000 SH SOLE 44,400 9,600
TEKTRONIX INC COMMON 87913110 3,256 44,000 SH SOLE 44,000
TELCOM SEMICON COMMON 87921P10 2,554 63,750 SH SOLE 60,150 3,600
TELEFLEX INC COMMON 87936910 61 1,700 SH SOLE 1,700
TELEPHONE & DA COMMON 87943310 731 7,290 SH SOLE 7,290
TELETECH HOLDI COMMON 87993910 1,721 55,390 SH SOLE 47,890 7,500
TENFOLD CORP COMMON 88033A10 10 600 SH SOLE 600
TENNECO AUTOMO COMMON 88034910 6 1,100 SH SOLE 1,100
TERAYON COMMUN COMMON 88077510 4,458 69,400 SH SOLE 56,800 12,600
TEREX CORP NEW COMMON 88077910 18 1,300 SH SOLE 1,300
TESORO PETE CO COMMON 88160910 351 34,700 SH SOLE 34,700
TETRA TECHNOLO COMMON 88162G10 39 1,700 SH SOLE 1,700
TEXACO INC COMMON 88169410 1,484 27,860 SH SOLE 27,860
TEXAS INDS INC COMMON 88249110 763 26,422 SH SOLE 26,422
TEXAS INSTRUME COMMON 88250810 83,033 1,208,850 SH SOLE 899,250 309,600
TEXAS REGL BAN COMMON 88267310 2,971 117,090 SH SOLE 104,990 12,100
TEXTRON INC COMMON 88320310 447 8,230 SH SOLE 8,230
THERAGENICS CO COMMON 88337510 6 700 SH SOLE 700
THERMO ELECTRO COMMON 88355610 179 8,500 SH SOLE 8,500
THOR INDS INC COMMON 88516010 4 200 SH SOLE 200
THORATEC LABS COMMON 88517530 6 400 SH SOLE 400
THREE RIVS BAN COMMON 88562Q10 2 350 SH SOLE 350
THREE-FIVE SYS COMMON 88554L10 8,372 141,900 SH SOLE 126,400 15,500
TIBCO SOFTWARE COMMON 88632Q10 2,145 20,000 SH SOLE 14,700 5,300
TICKETMASTER O COMMON 88633P20 10 600 SH SOLE 600
TIDEWATER INC COMMON 88642310 47 1,300 SH SOLE 1,300
TIFFANY & CO N COMMON 88654710 3,000 44,450 SH SOLE 33,750 10,700
TIMBERLAND CO COMMON 88710010 3,824 53,998 SH SOLE 47,898 6,100
TIME WARNER IN COMMON 88731510 48,138 633,390 SH SOLE 472,990 160,400
TIMKEN CO COMMON 88738910 233 12,500 SH SOLE 12,500
TITAN CORP COMMON 88826610 2,389 53,385 SH SOLE 43,785 9,600
TITAN PHARMACE COMMON 88831410 2,958 68,800 SH SOLE 61,700 7,100
TMP WORLDWIDE COMMON 87294110 1,698 23,000 SH SOLE 18,500 4,500
TOLL BROTHERS COMMON 88947810 219 10,686 SH SOLE 10,686
TOLLGRADE COMM COMMON 88954210 8,295 62,600 SH SOLE 55,600 7,000
TOM BROWN INC COMMON 11566020 557 24,153 SH SOLE 24,153
TOOTSIE ROLL I COMMON 89051610 39 1,100 SH SOLE 1,100
TOPPS INC COMMON 89078610 18 1,600 SH SOLE 1,600
TORCHMARK CORP COMMON 89102710 184 7,440 SH SOLE 7,440
TORO CO COMMON 89109210 501 15,200 SH SOLE 15,200
TOTAL RENAL CA COMMON 89151A10 21 3,500 SH SOLE 3,500
TOTAL SYS SVCS COMMON 89190610 29 1,800 SH SOLE 1,800
TOWER AUTOMOTI COMMON 89170710 1,267 101,328 SH SOLE 101,328
TRAMMELL CROW COMMON 89288R10 4 400 SH SOLE 400
TRANS WORLD EN COMMON 89336Q10 12 1,000 SH SOLE 1,000
TRANSACTION SY COMMON 89341610 7 400 SH SOLE 400
TRANSATLANTIC COMMON 89352110 108 1,290 SH SOLE 1,290
TRANSMONTAIGNE COMMON 89393410 5 800 SH SOLE 800
TRANSWITCH COR COMMON 89406510 9,859 127,730 SH SOLE 108,430 19,300
TREDEGAR INDS COMMON 89465010 211 11,100 SH SOLE 11,100
TRENDWEST RESO COMMON 89491710 1,824 113,110 SH SOLE 100,210 12,900
TRIAD GTY INC COMMON 89592510 21 900 SH SOLE 900
TRIBUNE CO COMMON 89604710 391 11,180 SH SOLE 11,180
TRIMBLE NAVIGA COMMON 89623910 3,144 64,400 SH SOLE 57,200 7,200
TRIMERIS INC COMMON 89626310 2,951 42,200 SH SOLE 39,800 2,400
TRIQUINT SEMIC COMMON 89674K10 9,866 103,106 SH SOLE 85,006 18,100
TRIUMPH GROUP COMMON 89681810 22 800 SH SOLE 800
TRUE NORTH COM COMMON 89784410 2,539 57,700 SH SOLE 50,100 7,600
TRUSTCO BK COR COMMON 89834910 23 1,800 SH SOLE 1,800
TRW INC COMMON 87264910 240 5,540 SH SOLE 5,540
TUESDAY MORNIN COMMON 89903550 3 300 SH SOLE 300
TUPPERWARE COR COMMON 89989610 3,071 139,600 SH SOLE 128,000 11,600
TURNSTONE SYST COMMON 90042310 994 6,000 SH SOLE 4,110 1,890
TXU CORP COMMON 87316810 386 13,070 SH SOLE 13,070
TYSON FOODS IN COMMON 90249410 148 16,950 SH SOLE 16,950
U S CAN CORP COMMON 90328W10 9 500 SH SOLE 500
U S INDUSTRIES COMMON 91208010 52 4,300 SH SOLE 4,300
U S WEST INC N COMMON 91273H10 1,339 15,620 SH SOLE 15,620
UCAR INTL INC COMMON 90262K10 244 18,700 SH SOLE 18,700
UCBH HOLDINGS COMMON 90262T30 128 4,800 SH SOLE 4,800
UGI CORP NEW COMMON 90268110 401 19,563 SH SOLE 19,563
UICI COMMON 90273710 1 200 SH SOLE 200
ULTRAMAR DIAMO COMMON 90400010 131 5,260 SH SOLE 5,260
ULTRATECH STEP COMMON 90403410 9 600 SH SOLE 600
UMB FINL CORP COMMON 90278810 184 5,600 SH SOLE 5,600
UNICOM CORP COMMON 90491110 355 9,180 SH SOLE 9,180
UNIFI INC COMMON 90467710 38 3,100 SH SOLE 3,100
UNION PAC CORP COMMON 90781810 533 14,320 SH SOLE 14,320
UNION PAC RES COMMON 90783410 253 11,510 SH SOLE 11,510
UNIROYAL TECHN COMMON 90916310 4 400 SH SOLE 400
UNIT CORP COMMON 90921810 2,867 212,400 SH SOLE 194,100 18,300
UNITED ASSET M COMMON 90942010 14 600 SH SOLE 600
UNITED ILLUM C COMMON 91063710 44 1,000 SH SOLE 1,000
UNITED NAT FOO COMMON 91116310 6 400 SH SOLE 400
UNITED NATL BA COMMON 91090910 20 1,100 SH SOLE 1,100
UNITED PARCEL COMMON 91131210 6,009 101,840 SH SOLE 87,640 14,200
UNITED RENTALS COMMON 91136310 12 700 SH SOLE 700
UNITED STATES COMMON 91168410 83 1,310 SH SOLE 1,310
UNITED STATION COMMON 91300410 16 500 SH SOLE 500
UNITED TECHNOL COMMON 91301710 1,517 25,760 SH SOLE 25,760
UNITED THERAPE COMMON 91307C10 5,798 53,500 SH SOLE 48,000 5,500
UNITEDGLOBALCO COMMON 91324750 260 5,560 SH SOLE 5,560
UNITRIN INC COMMON 91327510 199 6,760 SH SOLE 6,760
UNIVERSAL CORP COMMON 91345610 680 32,188 SH SOLE 32,188
UNIVERSAL ELEC COMMON 91348310 1,452 59,100 SH SOLE 53,800 5,300
UNIVERSAL FOOD COMMON 91353810 359 19,419 SH SOLE 19,419
UNIVERSAL FST COMMON 91354310 105 7,600 SH SOLE 7,600
UNIVERSAL HEAL COMMON 91390310 20 300 SH SOLE 300
UNIVISION COMM COMMON 91490610 321 3,100 SH SOLE 3,100
US LEC CORP COMMON 90331S10 9 500 SH SOLE 500
USA NETWORKS I COMMON 90298410 292 13,510 SH SOLE 13,510
USFREIGHTWAYS COMMON 91690610 568 23,116 SH SOLE 23,116
USINTERNETWORK COMMON 91731180 1,175 57,500 SH SOLE 47,900 9,600
USX-U S STL COMMON 90337T10 107 5,750 SH SOLE 5,750
UTILICORP UNIT COMMON 91800510 187 9,410 SH SOLE 9,410
VA LINUX SYSTE COMMON 91819B10 4 100 SH SOLE 100
VAIL RESORTS I COMMON 91879Q10 7 400 SH SOLE 400
VALASSIS COMMU COMMON 91886610 5,482 143,780 SH SOLE 111,780 32,000
VALENCE TECHNO COMMON 91891410 4,102 222,500 SH SOLE 198,800 23,700
VALERO ENERGY COMMON 91913Y10 79 2,500 SH SOLE 2,500
VALLEY NATL BA COMMON 91979410 75 3,100 SH SOLE 3,100
VALMONT INDS I COMMON 92025310 72 3,600 SH SOLE 3,600
VALSPAR CORP COMMON 92035510 3,895 115,400 SH SOLE 103,560 11,840
VALUE CITY DEP COMMON 92038710 5 500 SH SOLE 500
VARCO INTL INC COMMON 92212210 68 2,921 SH SOLE 2,921
VARIAN INC COMMON 92220610 3,981 86,300 SH SOLE 77,800 8,500
VARIAN MED SYS COMMON 92220P10 5,642 144,200 SH SOLE 127,900 16,300
VARIAN SEMICON COMMON 92220710 7,663 122,000 SH SOLE 110,400 11,600
VENATOR GROUP COMMON 92294410 746 72,800 SH SOLE 72,800
VENTRO CORP COMMON 92281510 17 900 SH SOLE 900
VERIO INC COMMON 92343310 183 3,300 SH SOLE 3,300
VERISIGN INC COMMON 92343E10 34,052 192,927 SH SOLE 144,717 48,210
VERITAS SOFTWA COMMON 92343610 61,776 546,618 SH SOLE 407,143 139,475
VERITY INC COMMON 92343C10 3,994 105,100 SH SOLE 95,500 9,600
VERTICALNET IN COMMON 92532L10 7,194 194,770 SH SOLE 168,470 26,300
VETERINARY CTR COMMON 92551410 18 1,300 SH SOLE 1,300
VIACOM INC COMMON 92552430 29,684 435,325 SH SOLE 334,025 101,300
VIAD CORP COMMON 92552R10 109 4,000 SH SOLE 4,000
VIANT CORP COMMON 92553N10 5,404 182,415 SH SOLE 161,515 20,900
VIASAT INC COMMON 92552V10 591 10,900 SH SOLE 9,700 1,200
VICAL INC COMMON 92560210 19 1,000 SH SOLE 1,000
VICINITY CORP COMMON 92565310 2 100 SH SOLE 100
VICOR CORP COMMON 92581510 31 900 SH SOLE 900
VIGNETTE CORP COMMON 92673410 7,183 138,090 SH SOLE 105,290 32,800
VINTAGE PETROL COMMON 92746010 3,756 166,469 SH SOLE 151,869 14,600
VIRATA CORP COMMON 92764610 75 1,250 SH SOLE 1,250
VISHAY INTERTE COMMON 92829810 1,045 27,550 SH SOLE 27,550
VISTEON CORP COMMON 92839U10 87 7,148 SH SOLE 7,148
VISUAL NETWORK COMMON 92844410 325 11,400 SH SOLE 8,900 2,500
VITAL SIGNS IN COMMON 92846910 341 18,800 SH SOLE 18,800
VITESSE SEMICO COMMON 92849710 15,571 211,670 SH SOLE 161,470 50,200
VITRIA TECHNOL COMMON 92849Q10 862 14,100 SH SOLE 10,500 3,600
VOICESTREAM WI COMMON 92861510 26,174 225,061 SH SOLE 169,539 55,522
VOLT INFORMATI COMMON 92870310 267 8,100 SH SOLE 8,100
VOYAGER NET IN COMMON 92906W10 2 200 SH SOLE 200
WABASH NATL CO COMMON 92956610 17 1,400 SH SOLE 1,400
WACKENHUT CORP COMMON 92979410 8 600 SH SOLE 600
WADDELL & REED COMMON 93005910 108 3,300 SH SOLE 3,300
WAL MART STORE COMMON 93114210 184,409 3,200,150 SH SOLE 2,403,950 796,200
WALGREEN CO COMMON 93142210 422 13,110 SH SOLE 13,110
WALLACE COMPUT COMMON 93227010 12 1,200 SH SOLE 1,200
WALTER INDS IN COMMON 93317Q10 13 1,100 SH SOLE 1,100
WARNACO GROUP COMMON 93439010 13 1,700 SH SOLE 1,700
WASHINGTON FED COMMON 93882410 622 34,100 SH SOLE 34,100
WASHINGTON GAS COMMON 93883710 1,015 42,192 SH SOLE 42,192
WASTE CONNECTI COMMON 94105310 2 100 SH SOLE 100
WATERS CORP COMMON 94184810 7,706 61,740 SH SOLE 47,520 14,220
WATSCO INC COMMON 94262220 4 300 SH SOLE 300
WATSON PHARMAC COMMON 94268310 218 4,060 SH SOLE 4,060
WATTS INDS INC COMMON 94274910 15 1,200 SH SOLE 1,200
WAUSAU-MOSINEE COMMON 94331510 331 38,600 SH SOLE 38,600
WD 40 CO COMMON 92923610 15 700 SH SOLE 700
WEATHERFORD IN COMMON 94707410 598 15,010 SH SOLE 15,010
WEBB DEL CORP COMMON 94742310 17 1,100 SH SOLE 1,100
WEBMETHODS INC COMMON 94768C10 16 100 SH SOLE 100
WEBSTER FINL C COMMON 94789010 765 34,500 SH SOLE 34,500
WEBTRENDS CORP COMMON 94844D10 19 500 SH SOLE 500
WEBVAN GROUP I COMMON 94845V10 25 3,500 SH SOLE 3,500
WELLPOINT HEAL COMMON 94973H10 238 3,280 SH SOLE 3,280
WELLS FARGO & COMMON 94974610 2,932 75,660 SH SOLE 75,660
WENDYS INTL IN COMMON 95059010 70 3,910 SH SOLE 3,910
WERNER ENTERPR COMMON 95075510 345 29,850 SH SOLE 29,850
WESBANCO INC COMMON 95081010 2 100 SH SOLE 100
WESLEY JESSEN COMMON 95101810 34 900 SH SOLE 900
WEST TELESERVI COMMON 95618810 3 100 SH SOLE 100
WESTAMERICA BA COMMON 95709010 13 500 SH SOLE 500
WESTELL TECHNO COMMON 95754110 1,281 85,400 SH SOLE 75,800 9,600
WESTERN RES IN COMMON 95942510 74 4,800 SH SOLE 4,800
WESTERN WIRELE COMMON 95988E20 4,602 84,440 SH SOLE 62,440 22,000
WESTVACO CORP COMMON 96154810 91 3,650 SH SOLE 3,650
WESTWOOD ONE I COMMON 96181510 3,838 112,460 SH SOLE 90,060 22,400
WEYERHAEUSER C COMMON 96216610 391 9,100 SH SOLE 9,100
WHIRLPOOL CORP COMMON 96332010 117 2,510 SH SOLE 2,510
WHITEHALL JEWE COMMON 96506310 17 900 SH SOLE 900
WHITNEY HLDG C COMMON 96661210 615 18,000 SH SOLE 18,000
WHOLE FOODS MA COMMON 96683710 54 1,300 SH SOLE 1,300
WILD OATS MARK COMMON 96808B10 1 100 SH SOLE 100
WILEY JOHN & S COMMON 96822320 4,887 217,200 SH SOLE 192,900 24,300
WILLIAMS COMMU COMMON 96945510 664 20,000 SH SOLE 14,600 5,400
WILLIAMS COS COMMON 96945710 856 20,530 SH SOLE 20,530
WILLIAMS SONOM COMMON 96990410 16 500 SH SOLE 500
WILMINGTON TRU COMMON 97180710 107 2,510 SH SOLE 2,510
WIND RIVER SYS COMMON 97314910 5,299 139,900 SH SOLE 120,900 19,000
WINK COMMUNICA COMMON 97416810 2,419 79,300 SH SOLE 71,300 8,000
WINNEBAGO INDS COMMON 97463710 188 14,400 SH SOLE 11,100 3,300
WINSTAR COMMUN COMMON 97551510 3,240 95,635 SH SOLE 73,285 22,350
WISCONSIN CENT COMMON 97659210 39 3,000 SH SOLE 3,000
WIT SOUNDVIEW COMMON 97738310 56 5,200 SH SOLE 5,200
WMS INDUSTRIES COMMON 92929710 8 500 SH SOLE 500
WOLVERINE TUBE COMMON 97809310 15 900 SH SOLE 900
WOLVERINE WORL COMMON 97809710 306 31,000 SH SOLE 31,000
WOODWARD GOVER COMMON 98074510 17 600 SH SOLE 600
WORLD ACESS IN COMMON 98141A10 185 16,680 SH SOLE 16,680
WORLDCOM INC G COMMON 98157D10 96,309 2,099,368 SH SOLE 1,574,893 524,475
WORTHINGTON IN COMMON 98181110 445 42,400 SH SOLE 42,400
WPS RESOURCES COMMON 92931B10 514 17,100 SH SOLE 17,100
WYNNS INTL INC COMMON 98319510 11 500 SH SOLE 500
XILINX INC COMMON 98391910 49,747 602,540 SH SOLE 446,240 156,300
XIRCOM INC COMMON 98392210 62 1,300 SH SOLE 1,300
XTRA INC COMMON 98413810 35 900 SH SOLE 900
YAHOO INC COMMON 98433210 49,944 403,180 SH SOLE 303,500 99,680
YORK INTL CORP COMMON 98667010 672 26,600 SH SOLE 26,600
ZALE CORP NEW COMMON 98885810 11 300 SH SOLE 300
ZEBRA TECHNOLO COMMON 98920710 110 2,490 SH SOLE 2,490
ZENITH NATL IN COMMON 98939010 15 700 SH SOLE 700
ZIFF-DAVIS INC COMMON 98951110 184 20,400 SH SOLE 20,400
ZIONS BANCORP COMMON 98970110 220 4,800 SH SOLE 4,800
ZOLL MED CORP COMMON 98992210 1,529 31,200 SH SOLE 27,600 3,600
ZOMAX OPTICAL COMMON 98992910 14 1,100 SH SOLE 1,100
ZORAN CORP COMMON 98975F10 4,609 69,900 SH SOLE 61,900 8,000
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