REPORT FOR THE CALENDAR YEAR
or Quarter Ended:
December 31, 1999
If amended report check here: ___
Name of Institutional Investment Manager: GEEWAX, TERKER & COMPANY
Business Address: 99 Starr Street
City: Phoenixville State: PA Zip: 19460
Name, Phone No., and Title of Person Duly Authorized to Submit This Report:
John J. Geewax, General Partner
(610) 935-3000
ATTENTION: Intentional misstatements or omissions of facts constitute Federal
Criminal Violations. See 18 U.S.C. 1001 and 15 U.S.C. 78ff(a).
The institutional investment manager submitting this Form and its attachments
and the person by whom it is signed represent hereby that all information
contained therein is true, correct and complete. It is understood that all
required items, statements and schedules are considered integral parts of this
Form and that the submission of any amendment represents that all unamended
items, statements and schedules remain true, correct and complete as
previously submitted.
Pursuant to the requirements of Securities Exchange Act of 1934, the
undersigned institutional investment manager has caused this report to be
signed on its behalf in the City of Phoenixville and State of Pennsylvania
on the 10th of February, 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: 1401
Form 13F Information Table Value Total: $7,519,187
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
- ------------ ------ ------ ---------------- ------------------------------------ -------------
3COM CORP COMMON 88553510 7,285 155,000 SH SOLE 155,000
3DFX INTERACTI COMMON 88553X10 321 32,700 SH SOLE 32,700
99 CENTS ONLY COMMON 65440K10 4,685 122,483 SH SOLE 122,483
A S V INC COMMON 00196310 3 200 SH SOLE 200
AAR CORP COMMON 00036110 240 13,400 SH SOLE 13,400
AARON RENTS IN COMMON 00253520 2,113 119,060 SH SOLE 119,060
ABBOTT LABS COMMON 00282410 36,274 998,940 SH SOLE 998,940
ABC-NACO INC COMMON 00075210 232 28,100 SH SOLE 28,100
ABGENIX INC COMMON 00339B10 4,081 30,800 SH SOLE 30,800
ABM INDS INC COMMON 00095710 56 2,771 SH SOLE 2,771
ACCLAIM ENTMT COMMON 00432520 2,677 522,377 SH SOLE 522,377
ACE LTD CF G0070K10 11 650 SH SOLE 650
ACNIELSEN CORP COMMON 00483310 2,345 95,240 SH SOLE 95,240
ACTEL CORP COMMON 00493410 3,516 146,500 SH SOLE 146,500
ACTIVISION INC COMMON 00493020 4,985 325,550 SH SOLE 325,550
ACTUATE SOFTWA COMMON 00508B10 154 3,600 SH SOLE 3,600
ADAPTEC INC COMMON 00651F10 8,690 174,230 SH SOLE 174,230
ADC TELECOMMUN COMMON 00088610 10,733 147,920 SH SOLE 147,920
ADELPHIA COMMU COMMON 00684810 4,489 68,400 SH SOLE 68,400
ADOBE SYS INC COMMON 00724F10 9,539 141,850 SH SOLE 141,850
ADTRAN INC COMMON 00738A10 8,033 156,176 SH SOLE 156,176
ADVANCE PARADI COMMON 00749110 5,830 270,380 SH SOLE 270,380
ADVANCED DIGIT COMMON 00752510 900 18,500 SH SOLE 18,500
ADVANCED FIBRE COMMON 00754A10 10,819 242,100 SH SOLE 242,100
ADVANTA CORP COMMON 00794210 210 11,500 SH SOLE 11,500
ADVENT SOFTWAR COMMON 00797410 19 300 SH SOLE 300
ADVO SYSTEM IN COMMON 00758510 12 500 SH SOLE 500
AES CORP COMMON 00130H10 9,996 133,730 SH SOLE 133,730
AFFILIATED COM COMMON 00819010 3,987 86,680 SH SOLE 86,680
AFFILIATED MAN COMMON 00825210 16 400 SH SOLE 400
AFLAC INC COMMON 00105510 121 2,570 SH SOLE 2,570
AGRIBRANDS INT COMMON 00849R10 664 14,427 SH SOLE 14,427
AHL SVCS INC COMMON 00129610 271 12,971 SH SOLE 12,971
AIRBORNE FGHT COMMON 00926610 295 13,400 SH SOLE 13,400
AIRGAS INC COMMON 00936310 539 56,700 SH SOLE 56,700
AIRTRAN HLDGS COMMON 00949P10 2,699 595,730 SH SOLE 595,730
AK STEEL HOLDI COMMON 00154710 838 44,390 SH SOLE 44,390
ALASKA AIRGROU COMMON 01165910 1,380 39,300 SH SOLE 39,300
ALBERTO CULVER COMMON 01306810 61 2,380 SH SOLE 2,380
ALBERTSONS INC COMMON 01310410 355 11,020 SH SOLE 11,020
ALCOA INC COMMON 01381710 1,133 13,650 SH SOLE 13,650
ALEXANDER & BA COMMON 01448210 732 32,100 SH SOLE 32,100
ALEXANDRIA REA REIT 01527110 420 13,200 SH SOLE 13,200
ALLAIRE CORP COMMON 01671410 4,272 29,200 SH SOLE 29,200
ALLEGHANY CORP COMMON 01717510 482 2,600 SH SOLE 2,600
ALLEGHENY ENER COMMON 01736110 232 8,610 SH SOLE 8,610
ALLEGIANCE TEL COMMON 01747T10 6,558 71,090 SH SOLE 71,090
ALLERGAN INC COMMON 01849010 11,319 227,520 SH SOLE 227,520
ALLIANCE BANCO COMMON 01852J10 7 400 SH SOLE 400
ALLIANCE CAP M LPTR 01855A10 112 3,740 SH SOLE 3,740
ALLIANT TECHSY COMMON 01880410 1,028 16,503 SH SOLE 16,503
ALLIED CAP COR COMMON 01903Q10 505 27,600 SH SOLE 27,600
ALLMERICA FINL COMMON 01975410 171 3,070 SH SOLE 3,070
ALLSTATE CORP COMMON 02000210 904 37,570 SH SOLE 37,570
ALLTEL CORP COMMON 02003910 23,927 289,361 SH SOLE 289,361
ALPHARMA INC COMMON 02081310 9,805 318,853 SH SOLE 318,853
ALTERA CORP COMMON 02144110 6,639 133,950 SH SOLE 133,950
AMAZON COM INC COMMON 02313510 21 280 SH SOLE 280
AMBAC FINL GRO COMMON 02313910 222 4,250 SH SOLE 4,250
AMC ENTMT INC COMMON 00166910 3 400 SH SOLE 400
AMCOL INTL COR COMMON 02341W10 3,145 195,020 SH SOLE 195,020
AMCORE FINL IN COMMON 02391210 510 21,231 SH SOLE 21,231
AMEREN CORP COMMON 02360810 221 6,740 SH SOLE 6,740
AMERICA ONLINE COMMON 02364J10 169,374 2,232,280 SH SOLE #######
AMERICAN ANNUI COMMON 02384010 110 6,100 SH SOLE 6,100
AMERICAN EAGLE COMMON 02553E10 5,625 125,000 SH SOLE 125,000
AMERICAN EXPRE COMMON 02581610 43,308 260,500 SH SOLE 260,500
AMERICAN FREIG COMMON 02629V10 2,929 180,935 SH SOLE 180,935
AMERICAN GENER COMMON 02635110 681 8,970 SH SOLE 8,970
AMERICAN HOME COMMON 02660910 1,171 29,830 SH SOLE 29,830
AMERICAN INTL COMMON 02687410 16,332 151,049 SH SOLE 151,049
AMERICAN MGMT COMMON 02735210 28 900 SH SOLE 900
AMERICAN PWR C COMMON 02906610 4,089 155,050 SH SOLE 155,050
AMERICAN RETIR COMMON 02891310 2 300 SH SOLE 300
AMERICAN STS W COMMON 02989910 540 15,000 SH SOLE 15,000
AMERICAN WTR W COMMON 03041110 147 6,930 SH SOLE 6,930
AMERICREDIT CO COMMON 03060R10 7,402 400,110 SH SOLE 400,110
AMERIPATH INC COMMON 03071D10 1 100 SH SOLE 100
AMERISOURCE HE COMMON 03071P10 15 1,000 SH SOLE 1,000
AMETEK INC NEW COMMON 03110010 5,021 263,377 SH SOLE 263,377
AMGEN COMMON 03116210 47,910 797,670 SH SOLE 797,670
AMKOR TECHNOLO COMMON 03165210 9,241 327,100 SH SOLE 327,100
AMPHENOL CORP COMMON 03209510 662 9,950 SH SOLE 9,950
AMTRAN INC COMMON 03234G10 1,881 97,100 SH SOLE 97,100
ANADIGICS INC COMMON 03251510 359 7,600 SH SOLE 7,600
ANALOG DEVICES COMMON 03265410 24,878 267,500 SH SOLE 267,500
ANALYSTS INTL COMMON 03268110 5 400 SH SOLE 400
ANCHOR GAMING COMMON 03303710 122 2,800 SH SOLE 2,800
ANCOR COMMUNIC COMMON 03332K10 1,921 28,300 SH SOLE 28,300
ANDOVER BANCOR COMMON 03425810 6 200 SH SOLE 200
ANDRX CORP COMMON 03455110 1,544 36,500 SH SOLE 36,500
ANHEUSER BUSCH COMMON 03522910 720 10,160 SH SOLE 10,160
ANN TAYLOR STO COMMON 03611510 6,506 188,913 SH SOLE 188,913
ANSWERTHINK CO COMMON 03691610 21 600 SH SOLE 600
ANTEC CORP COMMON 03664P10 1,812 49,640 SH SOLE 49,640
AON CORP COMMON 03738910 439 10,970 SH SOLE 10,970
APACHE CORP COMMON 03741110 2,060 55,780 SH SOLE 55,780
APEX INC COMMON 03754810 16 500 SH SOLE 500
APOGEE ENTERPR COMMON 03759810 1,855 366,464 SH SOLE 366,464
APPLEBEES INTL COMMON 03789910 5,269 178,610 SH SOLE 178,610
APPLIED INDL T COMMON 03820C10 466 28,000 SH SOLE 28,000
APPLIED MATERI COMMON 03822210 74,805 590,470 SH SOLE 590,470
APPLIED MICRO COMMON 03822W10 10,287 80,840 SH SOLE 80,840
APPLIED PWR IN COMMON 03822510 3,969 108,000 SH SOLE 108,000
APRIA HEALTHCA COMMON 03793310 104 5,800 SH SOLE 5,800
APTARGROUP INC COMMON 03833610 1,030 41,000 SH SOLE 41,000
ARNOLD INDS IN COMMON 04259510 10 700 SH SOLE 700
ARROW ELECTRS COMMON 04273510 86 3,400 SH SOLE 3,400
ARROW INTL INC COMMON 04276410 15 500 SH SOLE 500
ARTESYN TECHNO COMMON 04312710 7,417 353,204 SH SOLE 353,204
ARVIN INDS INC COMMON 04333910 496 17,476 SH SOLE 17,476
ASPECT COMMUNI COMMON 04523Q10 47 1,200 SH SOLE 1,200
ASPECT DEV INC COMMON 04523410 1,165 17,000 SH SOLE 17,000
ASPEN TECHNOLO COMMON 04532710 21 800 SH SOLE 800
ASSOCIATES FIR COMMON 04600810 425 15,506 SH SOLE 15,506
ASYST TECHNOLO COMMON 04648X10 26 400 SH SOLE 400
AT HOME CORP COMMON 04591910 218 5,080 SH SOLE 5,080
AT&T CORP COMMON 00195710 24,376 479,734 SH SOLE 479,734
ATLAS AIR INC COMMON 04916410 2,927 106,680 SH SOLE 106,680
ATMEL CORP COMMON 04951310 4,203 142,180 SH SOLE 142,180
AURORA FOODS I COMMON 05164B10 279 30,000 SH SOLE 30,000
AUTOLIV INC COMMON 05280010 67 2,300 SH SOLE 2,300
AUTONATION INC COMMON 05329W10 65 7,000 SH SOLE 7,000
AVALONBAY CMNT REIT 05348410 80 2,300 SH SOLE 2,300
AVERY DENNISON COMMON 05361110 7,583 104,060 SH SOLE 104,060
AVIS RENT A CA COMMON 05379010 2,500 97,803 SH SOLE 97,803
AVNET INC COMMON 05380710 133 2,200 SH SOLE 2,200
AVT CORP COMMON 00242010 14 300 SH SOLE 300
AWARE INC MASS COMMON 05453N10 1,193 32,800 SH SOLE 32,800
AZTAR CORP COMMON 05480210 322 29,600 SH SOLE 29,600
BACOU USA INC COMMON 05643910 41 2,694 SH SOLE 2,694
BAKER HUGHES I COMMON 05722410 111 5,280 SH SOLE 5,280
BALDOR ELEC CO COMMON 05774110 18 1,000 SH SOLE 1,000
BALL CORP COMMON 05849810 411 10,450 SH SOLE 10,450
BANCORPSOUTH I COMMON 05969210 33 2,000 SH SOLE 2,000
BANCWEST CORP COMMON 05979010 1,447 74,200 SH SOLE 74,200
BANDAG INC COMMON 05981510 15 600 SH SOLE 600
BANK AMER CORP COMMON 06050510 3,161 62,990 SH SOLE 62,990
BANK NEW YORK COMMON 06405710 954 23,850 SH SOLE 23,850
BANK ONE CORP COMMON 06423A10 587 18,340 SH SOLE 18,340
BANK UTD CORP COMMON 06541210 401 14,700 SH SOLE 14,700
BANTA CORP COMMON 06682110 20 900 SH SOLE 900
BARNES & NOBLE COMMON 06777410 1,457 70,660 SH SOLE 70,660
BARRETT RES CO COMMON 06848020 5,255 178,530 SH SOLE 178,530
BASIC INDS SEL SHBI 81369Y10 287 10,800 SH SOLE 10,800
BASSETT FURNIT COMMON 07020310 6 400 SH SOLE 400
BAUSCH & LOMB COMMON 07170710 3,878 56,660 SH SOLE 56,660
BAXTER INTL IN COMMON 07181310 629 10,020 SH SOLE 10,020
BAY VIEW CAP C COMMON 07262L10 13 900 SH SOLE 900
BE AEROSPACE I COMMON 07330210 3 400 SH SOLE 400
BEA SYS INC COMMON 07332510 8,419 120,380 SH SOLE 120,380
BEAR STEARNS C COMMON 07390210 304 7,118 SH SOLE 7,118
BEBE STORES IN COMMON 07557110 1,577 58,400 SH SOLE 58,400
BECKMAN COULTE COMMON 07581110 3,298 64,830 SH SOLE 64,830
BED BATH & BEY COMMON 07589610 9,667 278,180 SH SOLE 278,180
BEDFORD PPTY I IS 07644630 454 26,600 SH SOLE 26,600
BELDEN INC COMMON 07745910 1,756 83,627 SH SOLE 83,627
BELL ATLANTIC COMMON 07785310 1,388 22,542 SH SOLE 22,542
BELLSOUTH CORP COMMON 07986010 10,918 233,220 SH SOLE 233,220
BELO A H CORP COMMON 08055510 154 8,080 SH SOLE 8,080
BEMIS INC COMMON 08143710 77 2,200 SH SOLE 2,200
BERKSHIRE HATH COMMON 08467020 23,005 12,571 SH SOLE 12,571
BEST FOODS COMMON 08658U10 251 4,780 SH SOLE 4,780
BINDVIEW DEV C COMMON 09032710 2,455 49,400 SH SOLE 49,400
BIOGEN N V COMMON 09059710 15,471 183,090 SH SOLE 183,090
BIOMATRIX INC COMMON 09060P10 3,237 168,133 SH SOLE 168,133
BIOMET INC COMMON 09061310 4,940 123,490 SH SOLE 123,490
BISYS GROUP IN COMMON 05547210 7,967 122,100 SH SOLE 122,100
BJ SVCS CO COMMON 05548210 1,133 27,090 SH SOLE 27,090
BJS WHOLESALE COMMON 05548J10 4,030 110,400 SH SOLE 110,400
BLACK & DECKER COMMON 09179710 6,203 118,720 SH SOLE 118,720
BLACK BOX CORP COMMON 09182610 462 6,900 SH SOLE 6,900
BLACK HILLS PW COMMON 09211310 253 11,400 SH SOLE 11,400
BLANCH E W HOL COMMON 09321010 4,142 67,620 SH SOLE 67,620
BLOCK H & R IN COMMON 09367110 1,773 40,520 SH SOLE 40,520
BLYTHE INDUSTR COMMON 09643P10 17 700 SH SOLE 700
BMC INDS INC M COMMON 05560710 642 131,787 SH SOLE 131,787
BMC SOFTWARE I COMMON 05592110 14,541 181,900 SH SOLE 181,900
BOB EVANS FARM COMMON 09676110 405 26,244 SH SOLE 26,244
BOEING CO COMMON 09702310 557 13,430 SH SOLE 13,430
BOK FINL CORP COMMON 05561Q20 2,520 124,733 SH SOLE 124,733
BORDERS GROUP COMMON 09970910 5,822 358,250 SH SOLE 358,250
BORG-WARNER AU COMMON 09972410 772 19,050 SH SOLE 19,050
BOWNE & CO INC COMMON 10304310 19 1,400 SH SOLE 1,400
BOYD GAMING CO COMMON 10330410 112 19,300 SH SOLE 19,300
BRADY CORPORAT COMMON 10467410 5,389 158,790 SH SOLE 158,790
BRE PROPERTIES IS 05564E10 558 24,600 SH SOLE 24,600
BRIGGS & STRAT COMMON 10904310 594 11,072 SH SOLE 11,072
BRINKER INTL I COMMON 10964110 90 3,740 SH SOLE 3,740
BRISTOL MYERS COMMON 11012210 169,786 2,645,150 SH SOLE #######
BROADCOM CORP COMMON 11132010 54 200 SH SOLE 200
BROADVISION IN COMMON 11141210 37,023 217,700 SH SOLE 217,700
BROWN & BROWN COMMON 11523610 11 300 SH SOLE 300
BROWN FORMAN D COMMON 11563720 151 2,630 SH SOLE 2,630
BRUNSWICK CORP COMMON 11704310 91 4,090 SH SOLE 4,090
BUCKEYE PARTNE LPTR 11823010 3 130 SH SOLE 130
BUCKLE INC COMMON 11844010 2,017 136,180 SH SOLE 136,180
BUDGET GROUP I COMMON 11900310 9 1,000 SH SOLE 1,000
BURLINGTON COA COMMON 12157910 1,409 101,570 SH SOLE 101,570
BURLINGTON RES COMMON 12201410 221 6,670 SH SOLE 6,670
BURNS INTL SVC COMMON 12237410 1,886 174,470 SH SOLE 174,470
BURR BROWN COR COMMON 12257410 2,932 81,160 SH SOLE 81,160
BUSH BOAKE ALL COMMON 12316210 162 6,600 SH SOLE 6,600
C D I CORP COMMON 12507110 7 300 SH SOLE 300
C H ROBINSON W COMMON 12541W10 9,492 238,798 SH SOLE 238,798
C&D TECHNOLOGI COMMON 12466110 13 300 SH SOLE 300
C-CUBE MICROSY COMMON 12501510 8,684 139,500 SH SOLE 139,500
CABLE DESIGN T COMMON 12692410 614 26,700 SH SOLE 26,700
CABLEVISION SY COMMON 12686C10 60 800 SH SOLE 800
CABOT CORP COMMON 12705510 47 2,300 SH SOLE 2,300
CABOT INDUSTRI REIT 12707210 443 24,100 SH SOLE 24,100
CABOT OIL & GA COMMON 12709710 1,888 117,537 SH SOLE 117,537
CACI INC COMMON 12719030 5 200 SH SOLE 200
CAL DIVE INTL COMMON 12791410 3,376 101,920 SH SOLE 101,920
CALIFORNIA WTR COMMON 13078810 294 9,700 SH SOLE 9,700
CALLAWAY GOLF COMMON 13119310 881 49,800 SH SOLE 49,800
CALPINE CORP COMMON 13134710 6,134 95,850 SH SOLE 95,850
CAMBREX CORP COMMON 13201110 785 22,800 SH SOLE 22,800
CAMDEN PPTY TR IS 13313110 580 20,900 SH SOLE 20,900
CANANDAIGUA WI COMMON 13721920 862 16,900 SH SOLE 16,900
CAPITAL ONE FI COMMON 14040H10 299 6,200 SH SOLE 6,200
CARAUSTAR INDS COMMON 14090910 461 19,226 SH SOLE 19,226
CARDINAL HEALT COMMON 14149Y10 12,733 265,953 SH SOLE 265,953
CAREMATRIX COR COMMON 14170610 490 196,187 SH SOLE 196,187
CARLISLE CORP COMMON 14233910 157 4,360 SH SOLE 4,360
CAROLINA PWR & COMMON 14414110 133 4,360 SH SOLE 4,360
CARPENTER TECH COMMON 14428510 16 600 SH SOLE 600
CARRIAGE SVCS COMMON 14390510 2 300 SH SOLE 300
CASEYS GEN STO COMMON 14752810 411 39,412 SH SOLE 39,412
CATALINA MARKE COMMON 14886710 8,124 70,190 SH SOLE 70,190
CATELLUS DEV C COMMON 14911110 2,163 168,800 SH SOLE 168,800
CATHAY BANCORP COMMON 14915010 185 4,500 SH SOLE 4,500
CATO CORP NEW COMMON 14920510 2,195 173,850 SH SOLE 173,850
CB RICHARD ELL COMMON 12489L10 1,229 99,290 SH SOLE 99,290
CBS CORP COMMON 12490K10 717 11,209 SH SOLE 11,209
CCB FINL CORP COMMON 12487510 220 5,060 SH SOLE 5,060
CDW COMPUTER C COMMON 12512910 3,725 47,380 SH SOLE 47,380
CEC ENTMT INC COMMON 12513710 7,681 271,889 SH SOLE 271,889
CELLSTAR CORP COMMON 15092510 7 700 SH SOLE 700
CENTEX CONSTRU COMMON 15231R10 3,917 100,435 SH SOLE 100,435
CENTEX CORP COMMON 15231210 1,577 63,860 SH SOLE 63,860
CENTRAL NEWSPA COMMON 15464710 3,334 84,670 SH SOLE 84,670
CENTURYTEL INC COMMON 15670010 395 8,340 SH SOLE 8,340
CHAMPION ENTER COMMON 15849610 8 900 SH SOLE 900
CHARLES RIVER COMMON 15985210 7 200 SH SOLE 200
CHARTER ONE FI COMMON 16090310 161 8,440 SH SOLE 8,440
CHASE MANHATTA COMMON 16161A10 2,834 36,480 SH SOLE 36,480
CHECKPOINT SYS COMMON 16282510 10 1,000 SH SOLE 1,000
CHEESECAKE FAC COMMON 16307210 5,485 156,710 SH SOLE 156,710
CHELSEA GCA RL REIT 16326210 396 13,300 SH SOLE 13,300
CHEMFIRST INC COMMON 16361A10 510 23,311 SH SOLE 23,311
CHEVRON CORP COMMON 16675110 2,435 28,110 SH SOLE 28,110
CHICAGO TITLE COMMON 16822810 23 500 SH SOLE 500
CHIREX INC COMMON 17003810 3,294 225,200 SH SOLE 225,200
CHIRON CORP COMMON 17004010 2,938 69,330 SH SOLE 69,330
CHITTENDEN COR COMMON 17022810 266 8,995 SH SOLE 8,995
CHOICE HOTELS COMMON 16990510 1,132 66,100 SH SOLE 66,100
CHOICEPOINT IN COMMON 17038810 2,876 69,500 SH SOLE 69,500
CHUBB CORP COMMON 17123210 290 5,150 SH SOLE 5,150
CHURCH & DWIGH COMMON 17134010 8,755 328,040 SH SOLE 328,040
CIGNA CORP COMMON 12550910 586 7,280 SH SOLE 7,280
CINERGY CORP COMMON 17247410 218 9,120 SH SOLE 9,120
CINTAS CORP COMMON 17290810 1,779 33,490 SH SOLE 33,490
CIRCLE INTL GR COMMON 17257410 234 10,500 SH SOLE 10,500
CIRCUIT CITY S COMMON 17273710 7,639 169,510 SH SOLE 169,510
CISCO SYSTEMS COMMON 17275R10 394,150 3,679,347 SH SOLE #######
CITIGROUP INC COMMON 17296710 27,109 486,797 SH SOLE 486,797
CITIZENS BKG C COMMON 17442010 324 14,461 SH SOLE 14,461
CITIZENS UTILS COMMON 17734220 238 16,780 SH SOLE 16,780
CITRIX SYS INC COMMON 17737610 13,236 107,610 SH SOLE 107,610
CITY NATL CORP COMMON 17856610 76 2,300 SH SOLE 2,300
CLAIRES STORES COMMON 17958410 20 900 SH SOLE 900
CLARCOR INC COMMON 17989510 334 18,580 SH SOLE 18,580
CLARIFY INC COMMON 18049210 8,366 66,400 SH SOLE 66,400
CLAYTON HOMES COMMON 18419010 2 200 SH SOLE 200
CLECO CORP NEW COMMON 12561W10 628 19,600 SH SOLE 19,600
CLOROX CO COMMON 18905410 8 160 SH SOLE 160
CMS ENERGY COR COMMON 12589610 191 6,140 SH SOLE 6,140
CNET INC COMMON 12594510 267 4,700 SH SOLE 4,700
CNF TRANSN INC COMMON 12612W10 68 1,980 SH SOLE 1,980
COASTAL CORP COMMON 19044110 371 10,460 SH SOLE 10,460
COHERENT INC COMMON 19247910 947 35,400 SH SOLE 35,400
COHU INC COMMON 19257610 3 100 SH SOLE 100
COLGATE PALMOL COMMON 19416210 27,188 418,280 SH SOLE 418,280
COLONIAL BANCG COMMON 19549330 35 3,400 SH SOLE 3,400
COLUMBIA LABS COMMON 19777910 3 400 SH SOLE 400
COLUMBIA/HCA H COMMON 19767710 525 17,900 SH SOLE 17,900
COLUMBUS MCKIN COMMON 19933310 84 8,300 SH SOLE 8,300
COM21 INC COMMON 20593710 130 5,800 SH SOLE 5,800
COMAIR CORP COMMON 19978910 23 1,000 SH SOLE 1,000
COMCAST CORP COMMON 20030020 38,861 768,580 SH SOLE 768,580
COMDISCO INC COMMON 20033610 175 4,690 SH SOLE 4,690
COMFORT SYS US COMMON 19990810 3 400 SH SOLE 400
COMMERCE BANCO COMMON 20051910 6,851 169,417 SH SOLE 169,417
COMMERCE BANCS COMMON 20052510 168 4,961 SH SOLE 4,961
COMMERCIAL MET COMMON 20172310 336 9,900 SH SOLE 9,900
COMMONWEALTH B COMMON 20268X10 8 500 SH SOLE 500
COMMONWEALTH T COMMON 20334910 4,723 89,320 SH SOLE 89,320
COMMSCOPE INC COMMON 20337210 14,233 353,062 SH SOLE 353,062
COMMUNITY TR B COMMON 20414910 8 400 SH SOLE 400
COMPAQ COMPUTE COMMON 20449310 646 23,870 SH SOLE 23,870
COMPASS BANCSH COMMON 20449H10 90 4,050 SH SOLE 4,050
COMPUTER ASSOC COMMON 20491210 30,181 431,540 SH SOLE 431,540
COMPUTER SCIEN COMMON 20536310 374 3,949 SH SOLE 3,949
COMSAT CORP COMMON 20564D10 10 500 SH SOLE 500
COMVERSE TECHN COMMON 20586240 30,966 213,925 SH SOLE 213,925
CONAGRA INC COMMON 20588710 355 15,660 SH SOLE 15,660
CONCORD COMMUN COMMON 20618610 8,691 195,847 SH SOLE 195,847
CONCORD EFS IN COMMON 20619710 8,505 330,300 SH SOLE 330,300
CONECTIV INC COMMON 20682910 158 9,370 SH SOLE 9,370
CONEXANT SYSTE COMMON 20714210 6,949 104,690 SH SOLE 104,690
CONMED CORP COMMON 20741010 510 19,700 SH SOLE 19,700
CONNING CORP COMMON 20821510 2 300 SH SOLE 300
CONSOLIDATED E COMMON 20911510 353 10,220 SH SOLE 10,220
CONSOLIDATED G COMMON 20934110 4 300 SH SOLE 300
CONSOLIDATED N COMMON 20961510 436 6,710 SH SOLE 6,710
CONSOLIDATED P COMMON 20975910 97 3,040 SH SOLE 3,040
CONSOLIDATED P COMMON 20979810 3 330 SH SOLE 330
CONSTELLATION COMMON 21037110 162 5,580 SH SOLE 5,580
CONVERGYS CORP COMMON 21248510 3,027 98,440 SH SOLE 98,440
COOPER COS INC COMMON 21664840 9 300 SH SOLE 300
COOPER TIRE & COMMON 21683110 90 5,730 SH SOLE 5,730
COPART INC COMMON 21720410 8,594 197,553 SH SOLE 197,553
CORDANT TECHNO COMMON 21841210 40 1,210 SH SOLE 1,210
CORN PRODS INT COMMON 21902310 1,765 53,900 SH SOLE 53,900
CORNING INC COMMON 21935010 46,251 358,710 SH SOLE 358,710
CORT BUSINESS COMMON 22049310 7 400 SH SOLE 400
CORUS BANKSHAR COMMON 22087310 7 300 SH SOLE 300
COSTCO WHSL CO COMMON 22160K10 23,229 254,560 SH SOLE 254,560
COUNTRYWIDE CR COMMON 22237210 189 7,470 SH SOLE 7,470
COVAD COMMUNIC COMMON 22281420 168 3,000 SH SOLE 3,000
COVANCE INC COMMON 22281610 13 1,200 SH SOLE 1,200
COVENTRY HEALT COMMON 22286210 198 29,400 SH SOLE 29,400
COX COMMUNICAT COMMON 22404410 115 2,230 SH SOLE 2,230
COX RADIO INC COMMON 22405110 1,516 15,200 SH SOLE 15,200
CREDENCE SYS C COMMON 22530210 7,024 81,200 SH SOLE 81,200
CREE RESH INC COMMON 22544710 68 800 SH SOLE 800
CROSS TIMBERS COMMON 22757310 3,787 417,860 SH SOLE 417,860
CSG SYS INTL I COMMON 12634910 40 1,000 SH SOLE 1,000
CSK AUTO CORP COMMON 12596510 1,056 60,330 SH SOLE 60,330
CT COMMUNICATI COMMON 12642640 50 900 SH SOLE 900
CTS CORP COMMON 12650110 15,972 211,900 SH SOLE 211,900
CULLEN FROST B COMMON 22989910 1,195 46,390 SH SOLE 46,390
CUNO INC COMMON 12658310 4 200 SH SOLE 200
CVB FINL CORP COMMON 12660010 3,508 151,700 SH SOLE 151,700
CVS CORP COMMON 12665010 24,905 624,580 SH SOLE 624,580
CYBERCASH INC COMMON 23246210 3 300 SH SOLE 300
CYBEX CORP COMMON 23252210 6,071 149,910 SH SOLE 149,910
CYMER INC COMMON 23257210 138 3,000 SH SOLE 3,000
CYPRESS SEMICO COMMON 23280610 10,377 320,510 SH SOLE 320,510
CYTEC INDS INC COMMON 23282010 803 34,900 SH SOLE 34,900
CYTYC CORP COMMON 23294610 24 400 SH SOLE 400
D R HORTON INC COMMON 23331A10 1,210 87,600 SH SOLE 87,600
DAISYTEK INTL COMMON 23405310 183 7,847 SH SOLE 7,847
DAL-TILE INTL COMMON 23426R10 3,835 378,734 SH SOLE 378,734
DALLAS SEMICON COMMON 23520410 10,771 167,150 SH SOLE 167,150
DANA CORP COMMON 23581110 245 8,180 SH SOLE 8,180
DANAHER CORP COMMON 23585110 6,992 144,910 SH SOLE 144,910
DATASCOPE CORP COMMON 23811310 676 16,900 SH SOLE 16,900
DATASTREAM SYS COMMON 23812410 7 300 SH SOLE 300
DAVE & BUSTERS COMMON 23833N10 2 200 SH SOLE 200
DE LUXE CHECK COMMON 24801910 104 3,800 SH SOLE 3,800
DEAN FOODS CO COMMON 24236110 56 1,400 SH SOLE 1,400
DELCO REMY INT COMMON 24662610 3 400 SH SOLE 400
DELL COMPUTER COMMON 24702510 105,605 2,070,680 SH SOLE #######
DELPHI AUTOMOT COMMON 24712610 141 8,972 SH SOLE 8,972
DELTA AIR LINE COMMON 24736110 252 5,050 SH SOLE 5,050
DELTIC TIMBER COMMON 24785010 109 5,000 SH SOLE 5,000
DENDRITE INTL COMMON 24823910 20 600 SH SOLE 600
DENTSPLY INTL COMMON 24903010 2 100 SH SOLE 100
DETROIT DIESEL COMMON 25083710 84 4,400 SH SOLE 4,400
DEVELOPERS DIV REIT 25159110 592 46,000 SH SOLE 46,000
DEVON ENERGY C COMMON 25179M10 2,233 67,910 SH SOLE 67,910
DEVRY INC DEL COMMON 25189310 107 5,700 SH SOLE 5,700
DEXTER CORP COMMON 25216510 4,837 121,696 SH SOLE 121,696
DIAGNOSTIC PRO COMMON 25245010 10 400 SH SOLE 400
DIEBOLD INC COMMON 25365110 159 6,770 SH SOLE 6,770
DII GROUP INC COMMON 23294910 9,026 127,182 SH SOLE 127,182
DIME CMNTY BAN COMMON 25392210 592 32,000 SH SOLE 32,000
DOLLAR TREE ST COMMON 25674710 7,918 163,465 SH SOLE 163,465
DOMINION RES I COMMON 25747010 376 9,590 SH SOLE 9,590
DONALDSON INC COMMON 25765110 5,389 223,957 SH SOLE 223,957
DONNELLEY R R COMMON 25786710 150 6,040 SH SOLE 6,040
DORAL FINL COR COMMON 25811P10 4,413 358,440 SH SOLE 358,440
DOUBLECLICK IN COMMON 25860930 12,300 48,603 SH SOLE 48,603
DOVER CORP COMMON 26000310 473 10,430 SH SOLE 10,430
DOVER DOWNS EN COMMON 26008610 6 300 SH SOLE 300
DOW CHEMICAL C COMMON 26054310 1,865 13,960 SH SOLE 13,960
DOW JONES & CO COMMON 26056110 2,832 41,650 SH SOLE 41,650
DOWNEY FINL CO COMMON 26101810 14 700 SH SOLE 700
DPL INC COMMON 23329310 258 14,930 SH SOLE 14,930
DQE INC COMMON 23329J10 225 6,510 SH SOLE 6,510
DRIL-QUIP INC COMMON 26203710 6 200 SH SOLE 200
DST SYS INC DE COMMON 23332610 3,407 44,650 SH SOLE 44,650
DTE ENERGY CO COMMON 23333110 268 8,460 SH SOLE 8,460
DU PONT E I DE COMMON 26353410 670 10,170 SH SOLE 10,170
DUFF & PHELPS COMMON 26432F10 9 100 SH SOLE 100
DUKE POWER CO COMMON 26439910 812 16,190 SH SOLE 16,190
DURA AUTOMOTIV COMMON 26590310 164 9,400 SH SOLE 9,400
DURA PHARMACEU COMMON 26632S10 634 45,500 SH SOLE 45,500
DYCOM INDS INC COMMON 26747510 22 500 SH SOLE 500
DYNEGY INC COMMON 26816L10 1,241 51,040 SH SOLE 51,040
E M C CORP COMMON 26864810 59,513 544,740 SH SOLE 544,740
E TOWN COMMON 26924210 971 15,600 SH SOLE 15,600
E-TEK DYNAMICS COMMON 26924010 81 600 SH SOLE 600
EAGLE USA AIRF COMMON 27001810 5,992 138,943 SH SOLE 138,943
EASTERN ENTERP COMMON 27637F10 862 15,000 SH SOLE 15,000
EASTGROUP PPTY IS 27727610 294 15,900 SH SOLE 15,900
EASTMAN CHEM C COMMON 27743210 117 2,460 SH SOLE 2,460
EATON CORP COMMON 27805810 281 3,870 SH SOLE 3,870
ECOLAB INC COMMON 27886510 8,849 226,180 SH SOLE 226,180
EDISON INTL COMMON 28102010 275 10,510 SH SOLE 10,510
EDUCATION MGMT COMMON 28139T10 6 400 SH SOLE 400
EL PASO ENERGY COMMON 28390510 461 11,870 SH SOLE 11,870
ELCOR CORP COMMON 28444310 1,039 34,500 SH SOLE 34,500
ELECTRO SCIENT COMMON 28522910 533 7,300 SH SOLE 7,300
ELECTRONIC ART COMMON 28551210 6,549 77,970 SH SOLE 77,970
ELECTRONIC DAT COMMON 28566110 814 12,160 SH SOLE 12,160
ELECTRONICS FO COMMON 28608210 15,049 258,910 SH SOLE 258,910
EMERSON ELECTR COMMON 29101110 1,419 24,730 SH SOLE 24,730
EMMIS COMMUNIC COMMON 29152510 3,415 27,400 SH SOLE 27,400
EMULEX CORP COMMON 29247520 11,408 101,400 SH SOLE 101,400
ENERGEN CORP COMMON 29265N10 558 30,900 SH SOLE 30,900
ENGELHARD CORP COMMON 29284510 53 2,810 SH SOLE 2,810
ENHANCE FINL S COMMON 29331010 15 900 SH SOLE 900
ENRON CORP COMMON 29356110 5,951 134,110 SH SOLE 134,110
ENSCO INTL INC COMMON 26874Q10 82 3,580 SH SOLE 3,580
ENTERCOM COMMU COMMON 29363910 3,505 52,900 SH SOLE 52,900
ENTERGY CORP N COMMON 29364G10 189 7,330 SH SOLE 7,330
ENTREMED INC COMMON 29382F10 8 300 SH SOLE 300
ENTRUST TECHNO COMMON 29384810 60 1,000 SH SOLE 1,000
ENZON INC COMMON 29390410 6,671 153,800 SH SOLE 153,800
EQUITABLE RES COMMON 29454910 761 22,800 SH SOLE 22,800
ETHAN ALLEN IN COMMON 29760210 6,525 203,520 SH SOLE 203,520
EVEREST REINS COMMON 29980810 88 3,930 SH SOLE 3,930
EVERGREEN RES COMMON 29990030 2,974 150,600 SH SOLE 150,600
EXCHANGE APPLI COMMON 30086710 89 1,600 SH SOLE 1,600
EXODUS COMMUNI COMMON 30208810 977 11,000 SH SOLE 11,000
EXPEDITORS INT COMMON 30213010 3,126 71,360 SH SOLE 71,360
EXPRESS SCRIPT COMMON 30218210 694 10,850 SH SOLE 10,850
EXTENDED STAY COMMON 30224P10 3,613 477,730 SH SOLE 477,730
EXTREME NETWOR COMMON 30226D10 8 100 SH SOLE 100
EXXON MOBIL CO COMMON 30231G10 9,549 118,525 SH SOLE 118,525
F & M NATL COR COMMON 30237410 391 14,199 SH SOLE 14,199
F M C CORP COMMON 30249130 95 1,650 SH SOLE 1,650
F Y I INC COMMON 30271210 14 400 SH SOLE 400
FAIRFIELD CMNT COMMON 30423130 3,818 355,180 SH SOLE 355,180
FAMILY DOLLAR COMMON 30700010 1,736 106,450 SH SOLE 106,450
FASTENAL CO COMMON 31190010 27 600 SH SOLE 600
FEDERAL NATL M COMMON 31358610 1,510 24,190 SH SOLE 24,190
FEDERATED DEPT COMMON 31410H10 700 13,850 SH SOLE 13,850
FEDERATED INVS COMMON 31421110 2,266 112,970 SH SOLE 112,970
FERRO CORP COMMON 31540510 645 29,300 SH SOLE 29,300
FIFTH THIRD BA COMMON 31677310 11,194 152,560 SH SOLE 152,560
FILENET CORP COMMON 31686910 5 200 SH SOLE 200
FINANCIAL FED COMMON 31749210 4,066 178,220 SH SOLE 178,220
FINANCIAL SEC COMMON 31769P10 151 2,890 SH SOLE 2,890
FINOVA GROUP I COMMON 31792810 179 5,030 SH SOLE 5,030
FIRST AMERN FI COMMON 31852230 536 43,101 SH SOLE 43,101
FIRST CHARTER COMMON 31943910 196 13,200 SH SOLE 13,200
FIRST CITIZENS COMMON 31946M10 209 3,000 SH SOLE 3,000
FIRST COMWLTH COMMON 31982910 25 2,100 SH SOLE 2,100
FIRST DATA COR COMMON 31996310 3,720 75,430 SH SOLE 75,430
FIRST FED CAP COMMON 31996010 1,988 135,933 SH SOLE 135,933
FIRST FINANCIA COMMON 32023910 6 400 SH SOLE 400
FIRST FINL BAN COMMON 32020910 15 700 SH SOLE 700
FIRST IND CORP COMMON 32054R10 7 300 SH SOLE 300
FIRST MERCHANT COMMON 32081710 13 500 SH SOLE 500
FIRST MIDWEST COMMON 32086710 272 10,250 SH SOLE 10,250
FIRST SEC CORP COMMON 33629410 283 11,100 SH SOLE 11,100
FIRST SENTINEL COMMON 33640T10 369 47,200 SH SOLE 47,200
FIRST TENN NAT COMMON 33716210 1,796 63,010 SH SOLE 63,010
FIRST UTD BANC COMMON 33741E10 12 900 SH SOLE 900
FIRST VA BANKS COMMON 33747710 141 3,290 SH SOLE 3,290
FIRST WASH BAN COMMON 33748T10 146 9,930 SH SOLE 9,930
FIRSTAR CORP N COMMON 33763V10 565 26,763 SH SOLE 26,763
FIRSTMERIT COR COMMON 33791510 65 2,840 SH SOLE 2,840
FISHER SCIENTI COMMON 33803220 22 600 SH SOLE 600
FLEETBOSTON FI COMMON 33903010 727 20,870 SH SOLE 20,870
FLORIDA EAST C COMMON 34063210 2,751 65,900 SH SOLE 65,900
FLORIDA PROGRE COMMON 34110910 219 5,180 SH SOLE 5,180
FLORIDA ROCK I COMMON 34114010 14 400 SH SOLE 400
FNB CORP COMMON 30252010 16 700 SH SOLE 700
FOOTSTAR INC COMMON 34491210 183 6,012 SH SOLE 6,012
FORD MOTOR CO COMMON 34537010 2,789 52,310 SH SOLE 52,310
FOREMOST CORP COMMON 34546910 14 500 SH SOLE 500
FOREST CITY EN COMMON 34555010 554 19,800 SH SOLE 19,800
FOREST LABS IN COMMON 34583810 10,210 166,180 SH SOLE 166,180
FOREST OIL COR COMMON 34609160 3,676 278,780 SH SOLE 278,780
FORTUNE BRANDS COMMON 34963110 311 9,410 SH SOLE 9,410
FOSSIL INC COMMON 34988210 7 300 SH SOLE 300
FOUNDATION HEA COMMON 35040410 35 3,500 SH SOLE 3,500
FPL GROUP INC COMMON 30257110 428 10,000 SH SOLE 10,000
FRANKLIN ELEC COMMON 35351410 4,020 57,280 SH SOLE 57,280
FRANKLIN RESOU COMMON 35461310 71 2,200 SH SOLE 2,200
FREDDIE MAC COMMON 31340030 20,374 432,920 SH SOLE 432,920
FREEPORT-MCMOR COMMON 35671D85 127 6,000 SH SOLE 6,000
FRITZ COS INC COMMON 35884610 515 49,000 SH SOLE 49,000
FRONTIER AIRLI COMMON 35906510 2 200 SH SOLE 200
FRONTIER FINL COMMON 35907K10 6 300 SH SOLE 300
FULTON FINL CO COMMON 36027110 45 2,500 SH SOLE 2,500
FURNITURE BRAN COMMON 36092110 4,938 224,440 SH SOLE 224,440
GALILEO INTERN COMMON 36354710 30 1,000 SH SOLE 1,000
GALLAGHER ARTH COMMON 36357610 26 400 SH SOLE 400
GANNETT INC COMMON 36473010 892 10,940 SH SOLE 10,940
GAP INC COMMON 36476010 217 4,726 SH SOLE 4,726
GATEWAY INC COMMON 36762610 8,741 121,300 SH SOLE 121,300
GAYLORD ENTMT COMMON 36790510 48 1,600 SH SOLE 1,600
GBC BANCORP CA COMMON 36147510 8 400 SH SOLE 400
GELTEX PHARMAC COMMON 36853810 100 7,800 SH SOLE 7,800
GENCORP INC COMMON 36868210 362 36,700 SH SOLE 36,700
GENERAL DYNAMI COMMON 36955010 463 8,770 SH SOLE 8,770
GENERAL ELECTR COMMON 36960410 460,138 2,973,430 SH SOLE #######
GENERAL INSTR COMMON 37012010 11,819 139,050 SH SOLE 139,050
GENERAL MILLS COMMON 37033410 7,056 197,360 SH SOLE 197,360
GENERAL MTRS C COMMON 37044210 1,571 21,610 SH SOLE 21,610
GENERAL SEMICO COMMON 37078710 7,058 497,458 SH SOLE 497,458
GENESCO INC COMMON 37153210 7 500 SH SOLE 500
GENESYS TELECO COMMON 37193110 11 200 SH SOLE 200
GENRAD INC COMMON 37244710 10 600 SH SOLE 600
GENTEX CORP COMMON 37190110 292 10,540 SH SOLE 10,540
GENUINE PARTS COMMON 37246010 243 9,790 SH SOLE 9,790
GENZYME CORP COMMON 37291710 1,575 34,990 SH SOLE 34,990
GEON CO COMMON 37246W10 499 15,350 SH SOLE 15,350
GEORGIA GULF C COMMON 37320020 320 10,500 SH SOLE 10,500
GEORGIA PAC CO COMMON 37329810 294 5,790 SH SOLE 5,790
GERBER SCIENTI COMMON 37373010 217 9,900 SH SOLE 9,900
GIBRALTAR STL COMMON 37476F10 2,305 98,600 SH SOLE 98,600
GILEAD SCIENCE COMMON 37555810 11,847 218,890 SH SOLE 218,890
GLATFELTER P H COMMON 37731610 447 30,661 SH SOLE 30,661
GLENBOROUGH RL REIT 37803P10 416 31,100 SH SOLE 31,100
GLIATECH INC COMMON 37929C10 452 27,200 SH SOLE 27,200
GLOBAL INDS LT COMMON 37933610 175 20,300 SH SOLE 20,300
GLOBAL MARINE COMMON 37935240 132 7,960 SH SOLE 7,960
GO2NET INC COMMON 38348610 12,563 144,400 SH SOLE 144,400
GOLDEN WEST FI COMMON 38131710 287 8,580 SH SOLE 8,580
GOODRICH B F C COMMON 38238810 148 5,370 SH SOLE 5,370
GOODYS FAMILY COMMON 38258810 1,019 189,500 SH SOLE 189,500
GPU INC COMMON 36225X10 223 7,500 SH SOLE 7,500
GRACE W R & CO COMMON 38388F10 5,152 364,727 SH SOLE 364,727
GRANITE CONSTR COMMON 38732810 1,203 65,250 SH SOLE 65,250
GREAT ATL & PA COMMON 39006410 696 24,985 SH SOLE 24,985
GREAT LAKES CH COMMON 39056810 92 2,420 SH SOLE 2,420
GREAT PLAINS S COMMON 39119E10 15 200 SH SOLE 200
GREATER BAY BA COMMON 39164810 4,680 109,150 SH SOLE 109,150
GROUP 1 AUTOMO COMMON 39890510 2,472 177,353 SH SOLE 177,353
GROUP MAINTENA COMMON 39943E10 1,813 169,670 SH SOLE 169,670
GTE CORP COMMON 36232010 2,365 33,510 SH SOLE 33,510
GTECH HOLDINGS COMMON 40051810 253 11,500 SH SOLE 11,500
GUIDANT CORP COMMON 40169810 10,799 229,760 SH SOLE 229,760
GUITAR CTR MGM COMMON 40204010 3,054 303,520 SH SOLE 303,520
GYMBOREE CORP COMMON 40377710 1,222 217,300 SH SOLE 217,300
HA-LO INDS INC COMMON 40442910 7 900 SH SOLE 900
HADCO CORP COMMON 40468110 4,985 97,743 SH SOLE 97,743
HAEMONETICS CO COMMON 40502410 377 15,833 SH SOLE 15,833
HALLIBURTON CO COMMON 40621610 316 7,840 SH SOLE 7,840
HAMILTON BANCO COMMON 40701310 115 6,500 SH SOLE 6,500
HANCOCK HLDG C COMMON 41012010 16 400 SH SOLE 400
HANGER ORTHOPE COMMON 41043F20 1,811 181,100 SH SOLE 181,100
HANNA M A CO COMMON 41052210 20 1,800 SH SOLE 1,800
HANNAFORD BROS COMMON 41055010 110 1,580 SH SOLE 1,580
HANOVER COMP. COMMON 41076810 19 500 SH SOLE 500
HARBINGER CORP COMMON 41145C10 25 800 SH SOLE 800
HARBOR FLA BAN COMMON 41190110 393 30,392 SH SOLE 30,392
HARCOURT GEN I COMMON 41163G10 107 2,670 SH SOLE 2,670
HARLAND JOHN H COMMON 41269310 194 10,570 SH SOLE 10,570
HARLEY DAVIDSO COMMON 41282210 11,176 174,460 SH SOLE 174,460
HARMAN INTL IN COMMON 41308610 1,147 20,444 SH SOLE 20,444
HARMONIC LIGHT COMMON 41316010 3,930 41,400 SH SOLE 41,400
HARRAHS ENTMT COMMON 41361910 106 4,010 SH SOLE 4,010
HARSCO CORP COMMON 41586410 67 2,100 SH SOLE 2,100
HARTE-HANKS IN COMMON 41619610 7 300 SH SOLE 300
HARTFORD LIFE COMMON 41659210 31 700 SH SOLE 700
HASBRO BRADLEY COMMON 41805610 132 6,960 SH SOLE 6,960
HAVERTY FURNIT COMMON 41959610 1,364 108,000 SH SOLE 108,000
HAWAIIAN ELEC COMMON 41987010 846 29,300 SH SOLE 29,300
HAYES LEMMERZ COMMON 42078110 7 400 SH SOLE 400
HEALTH CARE RE REIT 42217K10 417 27,600 SH SOLE 27,600
HEALTHCARE RLT REIT 42194610 488 31,228 SH SOLE 31,228
HEARTLAND EXPR COMMON 42234710 5 300 SH SOLE 300
HEINZ H J CO COMMON 42307410 472 11,860 SH SOLE 11,860
HELMERICH & PA COMMON 42345210 559 25,700 SH SOLE 25,700
HENRY JACK & A COMMON 42628110 1,829 34,070 SH SOLE 34,070
HERTZ CORP COMMON 42804010 1,293 25,800 SH SOLE 25,800
HEWLETT PACKAR COMMON 42823610 34,914 306,940 SH SOLE 306,940
HILB ROGAL & H COMMON 43129410 8 300 SH SOLE 300
HINES HORTICUL COMMON 43324510 4 500 SH SOLE 500
HISPANIC BROAD COMMON 43357B10 341 3,700 SH SOLE 3,700
HOLLYWOOD ENTM COMMON 43614110 4,623 318,840 SH SOLE 318,840
HOLLYWOOD PK I IU 43625510 5,140 229,086 SH SOLE 229,086
HOME DEPOT INC COMMON 43707610 206,049 2,997,075 SH SOLE #######
HON INDS INC COMMON 43809210 46 2,100 SH SOLE 2,100
HONEYWELL INTL COMMON 43851610 23,913 414,525 SH SOLE 414,525
HOOPER HOLMES COMMON 43910410 1,151 44,700 SH SOLE 44,700
HORMEL GEO A & COMMON 44045210 120 2,950 SH SOLE 2,950
HOUGHTON MIFFL COMMON 44156010 3,666 86,900 SH SOLE 86,900
HOUSTON EXPL C COMMON 44212010 2,011 101,500 SH SOLE 101,500
HOWMET INTERNA COMMON 44320810 1,270 70,285 SH SOLE 70,285
HRPT PPTYS TR IS 40426W10 42 4,700 SH SOLE 4,700
HSB GROUP INC COMMON 40428N10 5,231 154,716 SH SOLE 154,716
HUDSON UNITED COMMON 44416510 2,294 89,755 SH SOLE 89,755
HUGHES SUPPLY COMMON 44448210 291 13,500 SH SOLE 13,500
HUMAN GENOME S COMMON 44490310 22,494 147,380 SH SOLE 147,380
HUNTINGTON BAN COMMON 44615010 158 6,630 SH SOLE 6,630
HUSSMANN INTL COMMON 44811010 518 34,400 SH SOLE 34,400
HUTCHINSON TEC COMMON 44840710 242 11,399 SH SOLE 11,399
HYPERION SOLUT COMMON 44914M10 774 17,800 SH SOLE 17,800
I2 TECHNOLOGIE COMMON 46575410 293 1,500 SH SOLE 1,500
IBP INC COMMON 44922310 134 7,420 SH SOLE 7,420
ICOS CORP COMMON 44929510 23 800 SH SOLE 800
IDACORP INC COMMON 45110710 298 11,100 SH SOLE 11,100
IDEC PHARMACEU COMMON 44937010 24,692 251,320 SH SOLE 251,320
IDENTIX INC COMMON 45190610 5 500 SH SOLE 500
IDEX CORP COMMON 45167R10 5,091 167,610 SH SOLE 167,610
IDEXX LABS INC COMMON 45168D10 13 800 SH SOLE 800
IHOP CORP COMMON 44962310 605 36,237 SH SOLE 36,237
ILLINOIS TOOL COMMON 45230810 122 1,800 SH SOLE 1,800
ILLINOVA CORP COMMON 45231710 87 2,500 SH SOLE 2,500
IMATION CORP COMMON 45245A10 953 28,400 SH SOLE 28,400
IMCLONE SYS IN COMMON 45245W10 911 23,000 SH SOLE 23,000
IMCO RECYCLING COMMON 44968110 66 5,209 SH SOLE 5,209
IMPATH INC COMMON 45255G10 5 200 SH SOLE 200
IMRGLOBAL CORP COMMON 45321W10 956 76,110 SH SOLE 76,110
IN FOCUS SYS I COMMON 45291910 2 100 SH SOLE 100
INDEPENDENCE C COMMON 45341410 671 53,700 SH SOLE 53,700
INDEPENDENT BK COMMON 45383610 4 300 SH SOLE 300
INDUSTS SELECT SHBI 81369Y70 296 10,000 SH SOLE 10,000
INDYMAC MTG HL REIT 45660710 720 56,500 SH SOLE 56,500
INFINITY BROAD COMMON 45662S10 5,797 160,187 SH SOLE 160,187
INFORMATICA CO COMMON 45666Q10 266 2,500 SH SOLE 2,500
INFORMIX CORP COMMON 45677910 5 400 SH SOLE 400
INFOSPACE COM COMMON 45678T10 407 1,900 SH SOLE 1,900
INGERSOLL RAND COMMON 45686610 391 7,110 SH SOLE 7,110
INGRAM MICRO I COMMON 45715310 81 6,190 SH SOLE 6,190
INKTOMI CORP COMMON 45727710 8,978 101,160 SH SOLE 101,160
INNKEEPERS USA REIT 4576J010 360 44,000 SH SOLE 44,000
INNOVEX INC COMMON 45764710 2 200 SH SOLE 200
INSIGHT ENTERP COMMON 45765U10 6,036 148,590 SH SOLE 148,590
INSIGNIA FINL COMMON 45767A10 4 500 SH SOLE 500
INTEGRATED DEV COMMON 45811810 2,949 101,700 SH SOLE 101,700
INTEL CORP COMMON 45814010 252,641 3,069,290 SH SOLE #######
INTERIM SERVIC COMMON 45868P10 5,975 241,410 SH SOLE 241,410
INTERMEDIA COM COMMON 45880110 13,277 342,070 SH SOLE 342,070
INTERMET CORP COMMON 45881K10 103 8,900 SH SOLE 8,900
INTERNATIONAL COMMON 45920010 3,393 31,454 SH SOLE 31,454
INTERNATIONAL COMMON 45990210 67 3,300 SH SOLE 3,300
INTERNATIONAL COMMON 45965510 4,305 247,790 SH SOLE 247,790
INTERNATIONAL COMMON 46014610 501 8,870 SH SOLE 8,870
INTERNATIONAL COMMON 46025410 39 1,500 SH SOLE 1,500
INTERPOOL INC COMMON 46062R10 41 5,500 SH SOLE 5,500
INTERPUBLIC GR COMMON 46069010 18,909 327,780 SH SOLE 327,780
INTERVOICE-BRI COMMON 46114210 7,113 305,951 SH SOLE 305,951
INTUIT COMMON 46120210 10,930 182,350 SH SOLE 182,350
INVESTORS FINA COMMON 46191510 8,924 194,010 SH SOLE 194,010
IONICS INC COMMON 46221810 14 500 SH SOLE 500
IRWIN FINL COR COMMON 46411910 3,150 176,830 SH SOLE 176,830
ISS GROUP INC COMMON 45030610 2,141 30,100 SH SOLE 30,100
ITI TECHNOLOGI COMMON 45056410 9 300 SH SOLE 300
ITT EDUCATIONA COMMON 45068B10 5 300 SH SOLE 300
ITT INDS INC I COMMON 45091110 82 2,460 SH SOLE 2,460
IVAX CORP COMMON 46582310 3,324 129,100 SH SOLE 129,100
JABIL CIRCUIT COMMON 46631310 15 200 SH SOLE 200
JACK IN THE BO COMMON 46636710 19 900 SH SOLE 900
JACOBS ENGINEE COMMON 46981410 547 16,841 SH SOLE 16,841
JAKKS PAC INC COMMON 47012E10 3,351 179,325 SH SOLE 179,325
JDS UNIPHASE C COMMON 46612J10 20,696 128,300 SH SOLE 128,300
JEFFERSON PILO COMMON 47507010 526 7,700 SH SOLE 7,700
JLG INDS INC COMMON 46621010 3,916 245,727 SH SOLE 245,727
JOHN NUVEEN CO COMMON 47803510 2,782 77,150 SH SOLE 77,150
JOHNS MANVILLE COMMON 47812910 17 1,200 SH SOLE 1,200
JOHNSON & JOHN COMMON 47816010 108,500 1,163,540 SH SOLE #######
JOHNSON CTLS I COMMON 47836610 287 5,050 SH SOLE 5,050
JONES APPAREL COMMON 48007410 3,336 123,000 SH SOLE 123,000
JONES INTERCAB COMMON 48020620 1,566 22,600 SH SOLE 22,600
JONES PHARMA I COMMON 48023610 8,423 193,900 SH SOLE 193,900
JOURNAL REGIST COMMON 48113810 9 600 SH SOLE 600
JSB FINANCIAL COMMON 46624M10 347 6,680 SH SOLE 6,680
JUSTIN INDS IN COMMON 48217110 145 9,744 SH SOLE 9,744
K-SWISS INC COMMON 48268610 2 100 SH SOLE 100
KAISER ALUMINU COMMON 48300710 174 22,600 SH SOLE 22,600
KANSAS CITY PW COMMON 48513410 97 4,410 SH SOLE 4,410
KAUFMAN&BROAD COMMON 48616810 2,993 123,740 SH SOLE 123,740
KAYDON CORP COMMON 48658710 16 600 SH SOLE 600
KEEBLER FOODS COMMON 48725610 2,532 90,040 SH SOLE 90,040
KELLWOOD CO COMMON 48804410 138 7,100 SH SOLE 7,100
KELLY SVCS INC COMMON 48815220 387 15,400 SH SOLE 15,400
KEMET CORP COMMON 48836010 7,146 158,590 SH SOLE 158,590
KENNAMETAL INC COMMON 48917010 84 2,500 SH SOLE 2,500
KENT ELECTRS C COMMON 49055310 5,471 240,480 SH SOLE 240,480
KIMBALL INTL I COMMON 49427410 286 17,360 SH SOLE 17,360
KIMBERLY CLARK COMMON 49436810 15,856 242,310 SH SOLE 242,310
KING PHARMACEU COMMON 49558210 11,868 211,685 SH SOLE 211,685
KLA-TENCOR COR COMMON 48248010 4,778 42,900 SH SOLE 42,900
KNIGHT RIDDER COMMON 49904010 276 4,640 SH SOLE 4,640
KNIGHT/TRIMARK COMMON 49906710 64 1,400 SH SOLE 1,400
KOHLS CORP COMMON 50025510 12,808 177,420 SH SOLE 177,420
KOPIN CORP COMMON 50060010 3,394 80,800 SH SOLE 80,800
KRONOS INC COMMON 50105210 9,827 163,790 SH SOLE 163,790
L-3 COMMUNICAT COMMON 50242410 3,971 95,400 SH SOLE 95,400
LA Z BOY INC COMMON 50533610 3,311 196,940 SH SOLE 196,940
LABOR READY IN COMMON 50540120 11 900 SH SOLE 900
LACLEDE GAS CO COMMON 50558810 532 24,581 SH SOLE 24,581
LAFARGE CORP COMMON 50586210 30 1,100 SH SOLE 1,100
LAKEHEAD PIPE UNIT 51155710 3 90 SH SOLE 90
LAM RESH CORP COMMON 51280710 7,731 69,300 SH SOLE 69,300
LAMAR ADVERTIS COMMON 51281510 61 1,000 SH SOLE 1,000
LANCASTER COLO COMMON 51384710 43 1,300 SH SOLE 1,300
LANDRYS SEAFOO COMMON 51508L10 8 900 SH SOLE 900
LANDS END INC COMMON 51508610 208 5,980 SH SOLE 5,980
LANDSTAR SYS I COMMON 51509810 839 19,600 SH SOLE 19,600
LASER VISION C COMMON 51807H10 8 800 SH SOLE 800
LASON INC COMMON 51808R10 1,362 123,860 SH SOLE 123,860
LATTICE SEMICO COMMON 51841510 7,267 154,200 SH SOLE 154,200
LAUDER ESTEE C COMMON 51843910 5,647 111,970 SH SOLE 111,970
LEAR CORP COMMON 52186510 137 4,290 SH SOLE 4,290
LEE ENTERPRISE COMMON 52376810 1,322 41,400 SH SOLE 41,400
LEGATO SYS INC COMMON 52465110 14,088 204,730 SH SOLE 204,730
LEGG MASON INC COMMON 52490110 152 4,180 SH SOLE 4,180
LEGGETT & PLAT COMMON 52466010 214 9,980 SH SOLE 9,980
LEHMAN BROS HL COMMON 52490810 369 4,360 SH SOLE 4,360
LENNAR CORP COMMON 52605710 439 27,000 SH SOLE 27,000
LEUCADIA NATL COMMON 52728810 643 27,800 SH SOLE 27,800
LEVEL 3 COMMUN COMMON 52729N10 588 7,180 SH SOLE 7,180
LEXMARK INTL G COMMON 52977110 8,847 97,760 SH SOLE 97,760
LG&E ENERGY CO COMMON 50191710 131 7,540 SH SOLE 7,540
LIBBEY INC COMMON 52989810 106 3,700 SH SOLE 3,700
LIBERTY FINL C COMMON 53051210 346 15,100 SH SOLE 15,100
LIFEPOINT HOSP COMMON 53219L10 5 382 SH SOLE 382
LILLY ELI & CO COMMON 53245710 13,988 210,340 SH SOLE 210,340
LILLY INDUSTRI COMMON 53249110 1,178 87,700 SH SOLE 87,700
LIMITED INC COMMON 53271610 2,616 60,400 SH SOLE 60,400
LINCARE HOLDIN COMMON 53279110 38 1,100 SH SOLE 1,100
LINCOLN ELEC H COMMON 53390010 270 13,100 SH SOLE 13,100
LINEAR TECHNOL COMMON 53567810 13,120 183,340 SH SOLE 183,340
LINENS N THING COMMON 53567910 5,933 200,265 SH SOLE 200,265
LIPOSOME CO IN COMMON 53631010 11 900 SH SOLE 900
LITTELFUSE INC COMMON 53700810 22 900 SH SOLE 900
LITTON INDS IN COMMON 53802110 94 1,890 SH SOLE 1,890
LIZ CLAIBORNE COMMON 53932010 150 3,990 SH SOLE 3,990
LNR PPTY CORP COMMON 50194010 2,273 114,350 SH SOLE 114,350
LONE STAR STEA COMMON 54230710 209 23,420 SH SOLE 23,420
LONGVIEW FIBRE COMMON 54321310 241 16,900 SH SOLE 16,900
LOUIS DREYFUS COMMON 54601110 511 28,200 SH SOLE 28,200
LOWES COS INC COMMON 54866110 22,767 381,040 SH SOLE 381,040
LSI INDS INC COMMON 50216C10 4 200 SH SOLE 200
LSI LOGIC CORP COMMON 50216110 6,752 100,030 SH SOLE 100,030
LTX CORP COMMON 50239210 1,121 50,100 SH SOLE 50,100
LUBRIZOL CORP COMMON 54927110 62 2,000 SH SOLE 2,000
LUBYS INC COMMON 54928210 102 9,000 SH SOLE 9,000
LUCENT TECHNOL COMMON 54946310 91,812 1,224,156 SH SOLE #######
LYCOS INC COMMON 55081810 16,792 211,060 SH SOLE 211,060
LYDALL INC COMMON 55081910 4 600 SH SOLE 600
M & T BK CORP COMMON 55261F10 62 150 SH SOLE 150
M S CARRIERS I COMMON 55353310 446 18,700 SH SOLE 18,700
MACROMEDIA INC COMMON 55610010 4,654 63,650 SH SOLE 63,650
MACROVISION CO COMMON 55590410 5,417 73,200 SH SOLE 73,200
MAF BANCORP IN COMMON 55261R10 304 14,500 SH SOLE 14,500
MAGELLAN HEALT COMMON 55907910 7 1,100 SH SOLE 1,100
MALLINCKRODT G COMMON 56123210 155 4,870 SH SOLE 4,870
MANDALAY RESOR COMMON 56256710 50 2,500 SH SOLE 2,500
MANITOWOC INC COMMON 56357110 4,669 137,309 SH SOLE 137,309
MANUGISTICS GR COMMON 56501110 16 500 SH SOLE 500
MARINE DRILLIN COMMON 56824020 924 41,200 SH SOLE 41,200
MARK IV INDS I COMMON 57038710 460 25,985 SH SOLE 25,985
MARSH & MCLENN COMMON 57174810 988 10,330 SH SOLE 10,330
MARSHALL & ILS COMMON 57183410 352 5,600 SH SOLE 5,600
MASCO CORP COMMON 57459910 316 12,450 SH SOLE 12,450
MASCOTECH INC COMMON 57467010 3 200 SH SOLE 200
MASTEC INC COMMON 57632310 6,659 149,630 SH SOLE 149,630
MASTECH CORP COMMON 57632N10 17 700 SH SOLE 700
MATTEL INC COMMON 57708110 1,585 120,790 SH SOLE 120,790
MATTHEWS INTL COMMON 57712810 4,307 156,600 SH SOLE 156,600
MAXIM INTEGRAT COMMON 57772K10 52 1,100 SH SOLE 1,100
MAXIMUS INC COMMON 57793310 4,285 126,260 SH SOLE 126,260
MAXWELL TECHNO COMMON 57776710 2 200 SH SOLE 200
MAY DEPT STORE COMMON 57777810 473 14,680 SH SOLE 14,680
MBIA INC COMMON 55262C10 233 4,410 SH SOLE 4,410
MBNA CORP COMMON 55262L10 14,345 526,410 SH SOLE 526,410
MCCLATCHY NEWS COMMON 57948910 71 1,650 SH SOLE 1,650
MCCORMICK & CO COMMON 57978020 254 8,550 SH SOLE 8,550
MCDONALDS CORP COMMON 58013510 1,357 33,650 SH SOLE 33,650
MCGRATH RENTCO COMMON 58058910 196 11,200 SH SOLE 11,200
MCGRAW HILL IN COMMON 58064510 5,814 94,340 SH SOLE 94,340
MCI WORLDCOM I COMMON 55268B10 106,703 2,010,900 SH SOLE #######
MCLEOD INC COMMON 58226610 7,476 126,980 SH SOLE 126,980
MCMORAN EXPLOR COMMON 58241110 188 8,900 SH SOLE 8,900
MDU RES GROUP COMMON 55269010 3,684 184,183 SH SOLE 184,183
MEAD CORP COMMON 58283410 239 5,500 SH SOLE 5,500
MEDCO RESH INC COMMON 58405910 207 6,900 SH SOLE 6,900
MEDIA GEN INC COMMON 58440410 411 7,900 SH SOLE 7,900
MEDIAONE GROUP COMMON 58440J10 694 9,040 SH SOLE 9,040
MEDICAL MANAGE COMMON 58461U10 59 700 SH SOLE 700
MEDICIS PHARMA COMMON 58469030 1,609 37,800 SH SOLE 37,800
MEDIMMUNE INC COMMON 58469910 21,381 128,900 SH SOLE 128,900
MELLON FINL CO COMMON 58551A10 751 22,060 SH SOLE 22,060
MEMBERWORKS IN COMMON 58600210 10 300 SH SOLE 300
MENS WEARHOUSE COMMON 58711810 9,453 321,799 SH SOLE 321,799
MENTOR CORP MI COMMON 58718810 681 26,400 SH SOLE 26,400
MENTOR GRAPHIC COMMON 58720010 7 500 SH SOLE 500
MERCANTILE BAN COMMON 58740510 65 2,040 SH SOLE 2,040
MERCK & CO INC COMMON 58933110 189,622 2,822,280 SH SOLE #######
MERCURY INTERA COMMON 58940510 28,312 262,300 SH SOLE 262,300
MEREDITH CORP COMMON 58943310 3,034 72,770 SH SOLE 72,770
MERISTAR HOSPI REIT 58984Y10 1,030 64,400 SH SOLE 64,400
MERITOR AUTOMO COMMON 59000G10 698 36,050 SH SOLE 36,050
MERRILL LYNCH COMMON 59018810 965 11,580 SH SOLE 11,580
MESABA HLDGS I COMMON 59066B10 3,030 264,950 SH SOLE 264,950
METALS USA INC COMMON 59132410 214 25,200 SH SOLE 25,200
METHODE ELECTR COMMON 59152020 776 24,151 SH SOLE 24,151
METRIS COS INC COMMON 59159810 5,122 143,520 SH SOLE 143,520
METROMEDIA FIB COMMON 59168910 105 2,200 SH SOLE 2,200
METTLER TOLEDO COMMON 59268810 11,227 293,998 SH SOLE 293,998
MGI PROPERTIES IS 55288510 3 500 SH SOLE 500
MGIC INVESTMEN COMMON 55284810 193 3,210 SH SOLE 3,210
MGM GRAND INC COMMON 55295310 1,452 28,860 SH SOLE 28,860
MIAMI COMPUTER COMMON 59326110 7 200 SH SOLE 200
MICHAEL FOOD I COMMON 59407910 12 500 SH SOLE 500
MICHAEL'S STOR COMMON 59408710 4,378 153,610 SH SOLE 153,610
MICREL INC COMMON 59479310 9,195 161,500 SH SOLE 161,500
MICRO WHSE INC COMMON 59501B10 941 50,873 SH SOLE 50,873
MICROCHIP TECH COMMON 59501710 5,673 82,900 SH SOLE 82,900
MICROMUSE INC COMMON 59509410 31,851 187,360 SH SOLE 187,360
MICRON ELECTRO COMMON 59510010 11 1,000 SH SOLE 1,000
MICRON TECHNOL COMMON 59511210 2,341 30,110 SH SOLE 30,110
MICROS SYSTEM COMMON 59490110 8,183 110,580 SH SOLE 110,580
MICROSOFT CORP COMMON 59491810 389,881 3,339,450 SH SOLE #######
MICROSTRATEGY COMMON 59497210 26,670 127,000 SH SOLE 127,000
MID AMER BANCO COMMON 59591510 205 7,201 SH SOLE 7,201
MID ATLANTIC M COMMON 59523C10 151 18,200 SH SOLE 18,200
MIDAMERICAN EN COMMON 59562V10 111 3,300 SH SOLE 3,300
MIDCAP SPDR TR SHBI 59563510 108,442 1,336,727 SH SOLE #######
MIDWAY GAMES I COMMON 59814810 1,269 53,000 SH SOLE 53,000
MIDWEST EXPRES COMMON 59791110 4,441 139,325 SH SOLE 139,325
MILACRON INC COMMON 59870910 205 13,326 SH SOLE 13,326
MILLENNIUM PHA COMMON 59990210 21,659 177,530 SH SOLE 177,530
MILLER HERMAN COMMON 60054410 1,324 57,570 SH SOLE 57,570
MILLIPORE CORP COMMON 60107310 7,357 190,470 SH SOLE 190,470
MINERALS TECHN COMMON 60315810 2,529 63,127 SH SOLE 63,127
MINNESOTA PWR COMMON 60411010 1,037 61,230 SH SOLE 61,230
MIPS TECHNOLOG COMMON 60456710 4,768 91,700 SH SOLE 91,700
MISSISSIPPI VY COMMON 60572010 3 100 SH SOLE 100
MODIS PROFESSI COMMON 60783010 81 5,660 SH SOLE 5,660
MOHAWK INDS IN COMMON 60819010 1,505 57,050 SH SOLE 57,050
MOLEX INC COMMON 60855410 228 4,030 SH SOLE 4,030
MONACO COACH C COMMON 60886R10 209 8,175 SH SOLE 8,175
MONDAVI ROBERT COMMON 60920010 573 16,500 SH SOLE 16,500
MONSANTO CO COMMON 61166210 8,986 253,560 SH SOLE 253,560
MONY GROUP INC COMMON 61533710 1,232 42,200 SH SOLE 42,200
MORGAN J P & C COMMON 61688010 875 6,910 SH SOLE 6,910
MORGAN KEEGAN COMMON 61741010 4,032 240,700 SH SOLE 240,700
MORGAN ST D WI COMMON 61744644 2,584 18,100 SH SOLE 18,100
MORRISON KNUDS COMMON 61844A10 300 38,453 SH SOLE 38,453
MORRISON MGMT COMMON 61845910 6 300 SH SOLE 300
MOTOROLA INC COMMON 62007610 44,467 301,980 SH SOLE 301,980
MOVADO GROUP I COMMON 62458010 2 100 SH SOLE 100
MUELLER INDS I COMMON 62475610 4,355 120,140 SH SOLE 120,140
MUSICLAND STOR COMMON 62758B10 3,256 385,950 SH SOLE 385,950
MYERS INDS INC COMMON 62846410 8 500 SH SOLE 500
MYLAN LABS INC COMMON 62853010 76 3,000 SH SOLE 3,000
NACCO INDS INC COMMON 62957910 300 5,400 SH SOLE 5,400
NASDAQ 100 TR INVF 63110010 292 1,600 SH SOLE 1,600
NATIONAL CITY COMMON 63531310 15 600 SH SOLE 600
NATIONAL COMM COMMON 63544910 1,767 77,890 SH SOLE 77,890
NATIONAL COMPU COMMON 63551910 579 15,400 SH SOLE 15,400
NATIONAL DATA COMMON 63562110 27 800 SH SOLE 800
NATIONAL FUEL COMMON 63618010 147 3,160 SH SOLE 3,160
NATIONAL INSTR COMMON 63651810 4,674 122,200 SH SOLE 122,200
NATIONAL R V H COMMON 63727710 4 200 SH SOLE 200
NATIONAL SEMIC COMMON 63764010 299 6,980 SH SOLE 6,980
NATIONSRENT IN COMMON 63858810 2 300 SH SOLE 300
NATIONWIDE HEA IS 63862010 513 37,300 SH SOLE 37,300
NATL PENN BANC COMMON 63713810 316 12,575 SH SOLE 12,575
NAUTICA ENTERP COMMON 63908910 155 13,700 SH SOLE 13,700
NAVIGANT CONSU COMMON 63935N10 12 1,100 SH SOLE 1,100
NBTY INC COMMON 62878210 280 24,200 SH SOLE 24,200
NCI BUILDING S COMMON 62885210 2,227 120,400 SH SOLE 120,400
NCO GROUP INC COMMON 62885810 3,499 116,160 SH SOLE 116,160
NEIMAN MARCUS COMMON 64020430 15 643 SH SOLE 643
NEOMAGIC CORP COMMON 64049710 1 100 SH SOLE 100
NETWORK APPLIA COMMON 64120L10 29,699 357,554 SH SOLE 357,554
NETWORK SOLUTI COMMON 64121Q10 4,177 19,200 SH SOLE 19,200
NEW ENGLAND EL COMMON 64400110 142 2,750 SH SOLE 2,750
NEW JERSEY RES COMMON 64602510 637 16,300 SH SOLE 16,300
NEW PLAN EXCEL REIT 64805310 51 3,240 SH SOLE 3,240
NEWFIELD EXPL COMMON 65129010 5,769 215,665 SH SOLE 215,665
NEWPORT NEWS S COMMON 65222810 1,251 45,490 SH SOLE 45,490
NEXTEL COMMUNI COMMON 65332V10 31,134 301,910 SH SOLE 301,910
NEXTLINK COMMU COMMON 65333H70 17 200 SH SOLE 200
NFO WORLDWIDE COMMON 62910N10 183 8,200 SH SOLE 8,200
NISOURCE INC COMMON 65473P10 80 4,500 SH SOLE 4,500
NOBLE AFFILIAT COMMON 65489410 47 2,210 SH SOLE 2,210
NOBLE DRILLING COMMON 65504210 4,735 144,580 SH SOLE 144,580
NORDSON CORP COMMON 65566310 1,192 24,700 SH SOLE 24,700
NORTEK INC COMMON 65655910 227 8,100 SH SOLE 8,100
NORTH FORK BAN COMMON 65942410 137 7,910 SH SOLE 7,910
NORTHERN TRUST COMMON 66585910 8,551 161,340 SH SOLE 161,340
NORTHROP CORP COMMON 66680710 112 2,080 SH SOLE 2,080
NORTHWEST AIRL COMMON 66728010 20 900 SH SOLE 900
NORTHWEST NAT COMMON 66765510 381 17,374 SH SOLE 17,374
NORTHWESTERN C COMMON 66807410 528 24,000 SH SOLE 24,000
NOVELLUS SYS I COMMON 67000810 6,879 56,140 SH SOLE 56,140
NPC INTERNATIO COMMON 62936030 692 87,841 SH SOLE 87,841
NSTAR COMMON 67019E10 143 3,540 SH SOLE 3,540
NUCOR CORP COMMON 67034610 134 2,440 SH SOLE 2,440
NUEVO ENERGY C COMMON 67050910 174 9,300 SH SOLE 9,300
NUI CORP COMMON 62943010 232 8,796 SH SOLE 8,796
NVIDIA CORP COMMON 67066G10 1,173 25,000 SH SOLE 25,000
NVR INC COMMON 62944T10 4,102 85,910 SH SOLE 85,910
O CHARLEYS INC COMMON 67082310 3 200 SH SOLE 200
O REILLY AUTOM COMMON 68609110 5,728 266,440 SH SOLE 266,440
OAK INDS INC COMMON 67140050 42 400 SH SOLE 400
OAKLEY INC COMMON 67366210 4 700 SH SOLE 700
OCEAN ENERGY I COMMON 67481E10 369 47,594 SH SOLE 47,594
OCEANEERING IN COMMON 67523210 220 14,755 SH SOLE 14,755
OCEANFIRST FIN COMMON 67523410 166 9,600 SH SOLE 9,600
OFFICEMAX INC COMMON 67622M10 307 56,500 SH SOLE 56,500
OGDEN CORP COMMON 67634610 4 300 SH SOLE 300
OGE ENERGY COR COMMON 67083710 40 2,100 SH SOLE 2,100
OHIO CAS CORP COMMON 67724010 6 380 SH SOLE 380
OLD NATL BANCP COMMON 68003310 55 1,700 SH SOLE 1,700
OM GROUP INC COMMON 67087210 796 23,100 SH SOLE 23,100
OMEGA FINL COR COMMON 68209210 9 300 SH SOLE 300
OMNICOM GROUP COMMON 68191910 16,790 167,900 SH SOLE 167,900
OMNIPOINT CORP COMMON 68212D10 12,762 105,800 SH SOLE 105,800
OMNOVA SOLUTIO COMMON 68212910 281 36,300 SH SOLE 36,300
ON ASSIGNMENT COMMON 68215910 4,068 136,163 SH SOLE 136,163
ONE VY BANCORP COMMON 68241910 879 28,700 SH SOLE 28,700
ONEOK INC NEW COMMON 68268010 688 27,366 SH SOLE 27,366
OPEN MKT INC COMMON 68370M10 27 600 SH SOLE 600
OPTICAL COATIN COMMON 68382910 7,548 25,500 SH SOLE 25,500
ORACLE SYSTEMS COMMON 68389X10 54,143 483,150 SH SOLE 483,150
ORIENTAL FINL COMMON 68618W10 3,305 149,790 SH SOLE 149,790
OSHKOSH B'GOSH COMMON 68822220 6 300 SH SOLE 300
OTTER TAIL PWR COMMON 68964810 15 400 SH SOLE 400
OUTBACK STEAKH COMMON 68989910 1,567 60,430 SH SOLE 60,430
OVERSEAS SHIPH COMMON 69036810 215 14,500 SH SOLE 14,500
OWENS & MINOR COMMON 69073210 2,323 259,900 SH SOLE 259,900
PACCAR INC COMMON 69371810 195 4,400 SH SOLE 4,400
PACIFIC CENTY COMMON 69405810 52 2,800 SH SOLE 2,800
PACIFIC GATEWA COMMON 69432710 5 300 SH SOLE 300
PACIFIC GULF P REIT 69439610 472 23,300 SH SOLE 23,300
PACIFIC SUNWEA COMMON 69487310 8,806 276,280 SH SOLE 276,280
PALL CORP COMMON 69642930 50 2,310 SH SOLE 2,310
PANAMSAT CORP COMMON 69793310 47 790 SH SOLE 790
PAPA JOHNS INT COMMON 69881310 15 590 SH SOLE 590
PAREXEL INTL C COMMON 69946210 6 500 SH SOLE 500
PARK ELECTROCH COMMON 70041620 398 15,000 SH SOLE 15,000
PARKWAY PPTYS IS 70159Q10 357 12,400 SH SOLE 12,400
PATTERSON DENT COMMON 70341210 6,470 151,778 SH SOLE 151,778
PAXAR CORP COMMON 70422710 15 1,800 SH SOLE 1,800
PAXSON COMMUNI COMMON 70423110 7 600 SH SOLE 600
PAYCHEX INC COMMON 70432610 9,536 238,396 SH SOLE 238,396
PAYLESS SHOESO COMMON 70437910 135 2,880 SH SOLE 2,880
PE CORP COMMON 19,921 157,900 SH SOLE 157,900
PENNZOIL-QUAKE COMMON 70932310 543 53,300 SH SOLE 53,300
PENTAIR INDS I COMMON 70963110 80 2,090 SH SOLE 2,090
PEOPLES BK BRI COMMON 71019810 40 1,900 SH SOLE 1,900
PEOPLES ENERGY COMMON 71103010 431 12,873 SH SOLE 12,873
PEP BOYS MANNY COMMON 71327810 244 27,300 SH SOLE 27,300
PEPSICO INC COMMON 71344810 28,415 806,110 SH SOLE 806,110
PEREGRINE SYST COMMON 71366Q10 9,833 116,800 SH SOLE 116,800
PERFORMANCE FO COMMON 71375510 626 25,700 SH SOLE 25,700
PERKINELMER IN COMMON 71404610 1,784 42,800 SH SOLE 42,800
PEROT SYS CORP COMMON 71426510 19 1,000 SH SOLE 1,000
PERSONNEL GROU COMMON 71533810 8 800 SH SOLE 800
PETCO ANIMAL S COMMON 71601610 321 21,600 SH SOLE 21,600
PETSMART INC COMMON 71676810 14 2,500 SH SOLE 2,500
PFF BANCORP IN COMMON 69331W10 672 34,700 SH SOLE 34,700
PFIZER INC COMMON 71708110 493 15,210 SH SOLE 15,210
PG&E CORP COMMON 69331C10 179 8,750 SH SOLE 8,750
PHARMACEUTICAL COMMON 71712410 5 400 SH SOLE 400
PHARMACIA & UP ADR 71694110 1,106 24,580 SH SOLE 24,580
PHILADELPHIA S COMMON 71800960 600 29,000 SH SOLE 29,000
PHILLIPS VAN H COMMON 71859210 7 800 SH SOLE 800
PIEDMONT NAT G COMMON 72018610 482 16,000 SH SOLE 16,000
PIERCE LEAHY C COMMON 72072210 6,197 143,290 SH SOLE 143,290
PILGRIM PRIDE COMMON 72146710 2 300 SH SOLE 300
PINNACLE SYS I COMMON 72348110 9,347 229,728 SH SOLE 229,728
PINNACLE WEST COMMON 72348410 145 4,740 SH SOLE 4,740
PIONEER GROUP COMMON 72368410 13 800 SH SOLE 800
PIONEER NAT RE COMMON 72378710 648 72,500 SH SOLE 72,500
PIONEER STD EL COMMON 72387710 289 20,017 SH SOLE 20,017
PITNEY BOWES I COMMON 72447910 15,610 323,110 SH SOLE 323,110
PITTSTON CO COMMON 72570110 521 23,700 SH SOLE 23,700
PITTWAY CORP COMMON 72579020 8,031 179,210 SH SOLE 179,210
PIXAR COMMON 72581110 708 20,000 SH SOLE 20,000
PLANTRONICS IN COMMON 72749310 29 400 SH SOLE 400
PLAYTEX PRODS COMMON 72813P10 4,658 302,988 SH SOLE 302,988
PLEXUS CORP COMMON 72913210 686 15,600 SH SOLE 15,600
PMC-SIERRA INC COMMON 69344F10 17,030 106,233 SH SOLE 106,233
PMI GROUP INC COMMON 69344M10 188 3,860 SH SOLE 3,860
PNC FINANCIAL COMMON 69347510 516 11,600 SH SOLE 11,600
POLARIS INDS I COMMON 73106810 1,555 42,900 SH SOLE 42,900
POLAROID CORP COMMON 73109510 525 27,900 SH SOLE 27,900
POLICY MANAGEM COMMON 73110810 18 700 SH SOLE 700
POLO RALPH LAU COMMON 73157210 32 1,900 SH SOLE 1,900
POLYMER GROUP COMMON 73174510 3,497 191,641 SH SOLE 191,641
POTLATCH CORP COMMON 73762810 1,061 23,774 SH SOLE 23,774
POTOMAC ELEC P COMMON 73767910 180 7,830 SH SOLE 7,830
POWER INTEGRAT COMMON 73927610 197 4,100 SH SOLE 4,100
POWERTEL INC COMMON 73936C10 5,922 59,000 SH SOLE 59,000
POWERWAVE TECH COMMON 73936310 8,184 140,200 SH SOLE 140,200
PPG INDS INC COMMON 69350610 550 8,790 SH SOLE 8,790
PRAXAIR INC COMMON 74005P10 405 8,050 SH SOLE 8,050
PRE PAID LEGAL COMMON 74006510 2,460 102,500 SH SOLE 102,500
PRENTISS PPTYS REIT 74070610 737 34,500 SH SOLE 34,500
PRI AUTOMATION COMMON 69357H10 1,168 17,400 SH SOLE 17,400
PRICE COMMUNIC COMMON 74143730 6,797 244,400 SH SOLE 244,400
PRIMEDIA INC COMMON 74157K10 20 1,200 SH SOLE 1,200
PROCTER & GAMB COMMON 74271810 118,126 1,078,160 SH SOLE #######
PROFESSIONAL D COMMON 74312N10 2,012 67,200 SH SOLE 67,200
PROFFESSIONALS COMMON 74295410 1 26 SH SOLE 26
PROFIT RECOVER COMMON 74316810 2,954 111,200 SH SOLE 111,200
PROGRESS SOFTW COMMON 74331210 3,047 53,700 SH SOLE 53,700
PROTECTIVE LIF COMMON 74367410 142 4,460 SH SOLE 4,460
PROTEIN DESIGN COMMON 74369L10 28 400 SH SOLE 400
PROVANT INC COMMON 74372410 4,121 163,200 SH SOLE 163,200
PROVIDENT BANK COMMON 74385910 225 13,000 SH SOLE 13,000
PROVIDENT FINL COMMON 74386610 88 2,450 SH SOLE 2,450
PROVIDIAN FINL COMMON 74406A10 13,457 147,783 SH SOLE 147,783
PROVINCE HEALT COMMON 74397710 4 200 SH SOLE 200
PROXIM INC COMMON 74428410 627 5,700 SH SOLE 5,700
PS BUSINESS PK IU 69360J10 774 34,000 SH SOLE 34,000
PSS WORLD MED COMMON 69366A10 54 5,700 SH SOLE 5,700
PUBLIC SVC CO COMMON 74449910 317 19,522 SH SOLE 19,522
PUBLIC SVC ENT COMMON 74457310 295 8,460 SH SOLE 8,460
PULTE CORP COMMON 74586710 715 31,770 SH SOLE 31,770
QLOGIC CORP COMMON 74727710 9,417 58,900 SH SOLE 58,900
QRS CORP COMMON 74726X10 9,762 92,970 SH SOLE 92,970
QUAKER OATS CO COMMON 74740210 6,020 91,730 SH SOLE 91,730
QUALCOMM INC COMMON 74752510 90,049 511,280 SH SOLE 511,280
QUANEX CORP COMMON 74762010 247 9,700 SH SOLE 9,700
QUEENS CNTY BA COMMON 74824210 3,724 137,290 SH SOLE 137,290
QUIKSILVER INC COMMON 74838C10 3,331 214,933 SH SOLE 214,933
QUORUM HEALTH COMMON 74908410 24 2,600 SH SOLE 2,600
RADIAN GROUP I COMMON 75023610 1,556 32,591 SH SOLE 32,591
RADISYS CORP COMMON 75045910 15 300 SH SOLE 300
RALCORP HLDGS COMMON 75102810 515 25,819 SH SOLE 25,819
RARE HOSPITALI COMMON 75382010 4,018 185,650 SH SOLE 185,650
RATIONAL SOFTW COMMON 75409P20 10,162 206,870 SH SOLE 206,870
RAYMOND JAMES COMMON 75473010 437 23,450 SH SOLE 23,450
RAYONIER INC COMMON 75490710 1,010 20,900 SH SOLE 20,900
RAYOVAC CORP COMMON 75508110 11 600 SH SOLE 600
RAYTHEON CO COMMON 75511140 320 12,040 SH SOLE 12,040
RAZORFISH INC COMMON 75523610 8,342 87,695 SH SOLE 87,695
REALNETWORKS I COMMON 75605L10 84 700 SH SOLE 700
REEBOK INTL LT COMMON 75811010 165 20,200 SH SOLE 20,200
REGAL BELOIT C COMMON 75875010 286 13,875 SH SOLE 13,875
REGENCY RLTY C REIT 75893910 980 49,000 SH SOLE 49,000
REGIS CORP MIN COMMON 75893210 11 600 SH SOLE 600
REINSURANCE GR COMMON 75935110 17 600 SH SOLE 600
RELIANCE BANCO COMMON 75945110 210 6,100 SH SOLE 6,100
RELIANCE STEEL COMMON 75950910 496 21,166 SH SOLE 21,166
REMEDY CORP COMMON 75954810 6,808 143,700 SH SOLE 143,700
RENAISSANCE WO COMMON 75968A10 6 800 SH SOLE 800
RENAL CARE GRO COMMON 75993010 21 900 SH SOLE 900
RENT A CTR INC COMMON 76009N10 3,751 189,302 SH SOLE 189,302
RENT WAY INC COMMON 76009U10 7 400 SH SOLE 400
REPUBLIC BANCO COMMON 76028210 632 52,040 SH SOLE 52,040
RES-CARE INC COMMON 76094310 2,485 194,864 SH SOLE 194,864
RESMED INC COMMON 76115210 2,467 59,080 SH SOLE 59,080
RESPIRONICS IN COMMON 76123010 1 100 SH SOLE 100
REVLON INC COMMON 76152550 3 400 SH SOLE 400
REYNOLDS & REY COMMON 76169510 57 2,540 SH SOLE 2,540
RF MICRODEVICE COMMON 74994110 301 4,400 SH SOLE 4,400
RFS HOTEL INVS REIT 74955J10 238 22,800 SH SOLE 22,800
RICHMOND CNTY COMMON 76455610 796 44,066 SH SOLE 44,066
RIGS NATL CORP COMMON 76657010 9 700 SH SOLE 700
RIVIANA FOODS COMMON 76953610 98 5,500 SH SOLE 5,500
ROADWAY EXPRES COMMON 76974210 327 15,100 SH SOLE 15,100
ROCK-TENN CO COMMON 77273920 6 400 SH SOLE 400
ROGERS CORP COMMON 77513310 222 5,800 SH SOLE 5,800
ROLLINS TRUCK COMMON 77574110 20 1,700 SH SOLE 1,700
ROPER INDS INC COMMON 77669610 6,605 174,683 SH SOLE 174,683
ROSS STORES IN COMMON 77829610 2,928 163,220 SH SOLE 163,220
RPM INC COMMON 74968510 87 8,510 SH SOLE 8,510
RSA SEC INC COMMON 74971910 62 800 SH SOLE 800
RUBY TUESDAY I COMMON 78118210 4,501 247,487 SH SOLE 247,487
RUDDICK CORP COMMON 78125810 495 31,936 SH SOLE 31,936
RYANS FAMILY S COMMON 78351910 13 1,500 SH SOLE 1,500
RYERSON TULL I COMMON 78375P10 290 14,900 SH SOLE 14,900
RYLAND GROUP I COMMON 78376410 221 9,600 SH SOLE 9,600
S & T BANCORP COMMON 78385910 1,165 50,227 SH SOLE 50,227
S&P DEPOSITORY UNIT 78462F10 124,234 845,851 SH SOLE 845,851
S3 INC COMMON 78484910 2 200 SH SOLE 200
SABRE GROUP HL COMMON 78590510 2,774 54,130 SH SOLE 54,130
SAFEGUARD SCIE COMMON 78644910 3,765 23,100 SH SOLE 23,100
SALTON INC COMMON 79575710 7 200 SH SOLE 200
SANDISK CORP COMMON 80004C10 135 1,400 SH SOLE 1,400
SANMINA CORP COMMON 80090710 5,064 50,700 SH SOLE 50,700
SAPIENT CORP COMMON 80306210 6,156 43,680 SH SOLE 43,680
SAWTEK INC COMMON 80546810 10,126 152,130 SH SOLE 152,130
SBC COMMUNICAT COMMON 78387G10 58,466 1,199,298 SH SOLE #######
SCANA CORP COMMON 80589810 99 3,700 SH SOLE 3,700
SCHEIN HENRY I COMMON 80640710 7 500 SH SOLE 500
SCHERING PLOUG COMMON 80660510 97,979 2,312,180 SH SOLE #######
SCHOLASTIC COR COMMON 80706610 842 13,545 SH SOLE 13,545
SCHOOL SPECIAL COMMON 80786310 6 400 SH SOLE 400
SCHULMAN A INC COMMON 80819410 309 18,930 SH SOLE 18,930
SCHWAB CHARLES COMMON 80851310 21,098 551,580 SH SOLE 551,580
SCHWEITZER-MAU COMMON 80854110 7 500 SH SOLE 500
SCI SYSTEM INC COMMON 78389010 3,100 37,720 SH SOLE 37,720
SCIENT CORP COMMON 80864H10 2,645 30,600 SH SOLE 30,600
SCIENTIFIC ATL COMMON 80865510 4,763 85,240 SH SOLE 85,240
SCIENTIFIC GAM COMMON 80874710 7 400 SH SOLE 400
SCOTT TECHNOLO COMMON 81002230 128 6,800 SH SOLE 6,800
SCOTTS CO COMMON 81018610 12 300 SH SOLE 300
SCP POOL CORP COMMON 78402810 5 200 SH SOLE 200
SCRIPPS HOWARD COMMON 81105420 64 1,430 SH SOLE 1,430
SDL INC COMMON 78407610 4,796 22,000 SH SOLE 22,000
SEACOR HOLDING COMMON 81190410 528 10,200 SH SOLE 10,200
SEARS ROEBUCK COMMON 81238710 371 12,210 SH SOLE 12,210
SEI CORP COMMON 78411710 5,879 49,400 SH SOLE 49,400
SEITEL INC COMMON 81607430 6 900 SH SOLE 900
SELECTIVE INS COMMON 81630010 17 1,000 SH SOLE 1,000
SEMCO ENERGY I COMMON 78412D10 7 600 SH SOLE 600
SEMTECH CORP COMMON 81685010 5,455 104,650 SH SOLE 104,650
SENSORMATIC EL COMMON 81726510 1,299 74,510 SH SOLE 74,510
SHAW INDS INC COMMON 82028610 51 3,290 SH SOLE 3,290
SHERWIN WILLIA COMMON 82434810 215 10,260 SH SOLE 10,260
SHOPKO STORES COMMON 82491110 642 27,900 SH SOLE 27,900
SHOREWOOD PACK COMMON 82522910 2,793 147,467 SH SOLE 147,467
SIEBEL SYS INC COMMON 82617010 235 2,800 SH SOLE 2,800
SIEBERT FINL C COMMON 82617610 1,221 82,800 SH SOLE 82,800
SIERRA PAC RES COMMON 82642810 1,212 69,773 SH SOLE 69,773
SIGMA ALDRICH COMMON 82655210 139 4,620 SH SOLE 4,620
SILICON VY BAN COMMON 82706410 381 7,700 SH SOLE 7,700
SILICON VY GRO COMMON 82706610 2 100 SH SOLE 100
SIMMONS FIRST COMMON 82873020 5 200 SH SOLE 200
SIMON PPTY GRO REIT 82880610 101 4,400 SH SOLE 4,400
SIMPSON INDS I COMMON 82906010 7 600 SH SOLE 600
SIMPSON MANUFA COMMON 82907310 3,820 87,310 SH SOLE 87,310
SIPEX CORP COMMON 82990910 10 400 SH SOLE 400
SJW CORP COMMON 78430510 373 3,100 SH SOLE 3,100
SKY FINL GROUP COMMON 83080P10 4,794 238,225 SH SOLE 238,225
SL GREEN RLTY REIT 78440X10 570 26,200 SH SOLE 26,200
SLM HLDG CORP COMMON 78442A10 7,430 175,850 SH SOLE 175,850
SMITH A O CORP COMMON 83186520 335 15,300 SH SOLE 15,300
SMITHFIELD FOO COMMON 83224810 1,625 67,700 SH SOLE 67,700
SMUCKER J M CO COMMON 83269610 523 26,800 SH SOLE 26,800
SNYDER COMMUNI COMMON 83291410 21 1,100 SH SOLE 1,100
SOLECTRON CORP COMMON 83418210 5,837 61,358 SH SOLE 61,358
SOLUTIA INC COMMON 83437610 110 7,140 SH SOLE 7,140
SONIC CORP COMMON 83545110 5,749 201,732 SH SOLE 201,732
SONOCO PRODS C COMMON 83549510 70 3,060 SH SOLE 3,060
SOTHEBYS HLDGS COMMON 83589810 2,240 74,680 SH SOLE 74,680
SOUTH JERSEY I COMMON 83851810 114 4,000 SH SOLE 4,000
SOUTHERN CO COMMON 84258710 645 27,460 SH SOLE 27,460
SOUTHTRUST COR COMMON 84473010 364 9,620 SH SOLE 9,620
SOUTHWEST AIRL COMMON 84474110 14,677 910,211 SH SOLE 910,211
SOUTHWEST BANC COMMON 84476R10 12 600 SH SOLE 600
SOUTHWEST GAS COMMON 84489510 301 13,100 SH SOLE 13,100
SOVEREIGN BANC COMMON 84590510 27 3,630 SH SOLE 3,630
SPARTECH CORP COMMON 84722020 4,540 140,790 SH SOLE 140,790
SPECIALTY EQUI COMMON 84749720 3,233 135,053 SH SOLE 135,053
SPEEDWAY MOTOR COMMON 84778810 11 400 SH SOLE 400
SPS TECHNOLOGI COMMON 78462610 1,613 50,500 SH SOLE 50,500
SPSS INC COMMON 78462K10 5 200 SH SOLE 200
SPX CORP COMMON 78463510 2,533 31,350 SH SOLE 31,350
ST FRANCIS CAP COMMON 78937410 282 15,144 SH SOLE 15,144
ST JOE CORP COMMON 79014810 1,418 58,310 SH SOLE 58,310
STAFF LEASING COMMON 85238110 4 400 SH SOLE 400
STANDARD PAC C COMMON 85375C10 3 300 SH SOLE 300
STANDARD REGIS COMMON 85388710 217 11,200 SH SOLE 11,200
STANDEX INTL C COMMON 85423110 4 200 SH SOLE 200
STAPLES INC COMMON 85503010 25,325 1,220,484 SH SOLE #######
STARBUCKS CORP COMMON 85524410 92 3,800 SH SOLE 3,800
STARWOOD FINL IU 85569R10 462 27,370 SH SOLE 27,370
STARWOOD HOTEL REIT 85590A20 16 700 SH SOLE 700
STATE AUTO FIN COMMON 85570710 5 500 SH SOLE 500
STATEN IS BANC COMMON 85755010 526 29,200 SH SOLE 29,200
STATION CASINO COMMON 85768910 6,044 269,350 SH SOLE 269,350
STEEL DYNAMICS COMMON 85811910 454 28,500 SH SOLE 28,500
STEINWAY MUSIC COMMON 85849510 2 100 SH SOLE 100
STERICYCLE INC COMMON 85891210 6 300 SH SOLE 300
STERLING BANCS COMMON 85890710 3,628 324,310 SH SOLE 324,310
STERLING COMME COMMON 85920510 58 1,700 SH SOLE 1,700
STERLING SOFTW COMMON 85954710 1,647 52,300 SH SOLE 52,300
STEWART ENTERP COMMON 86037010 17 3,500 SH SOLE 3,500
STEWART&STEVEN COMMON 86034210 172 14,524 SH SOLE 14,524
STILLWATER MNG COMMON 86074Q10 1,157 36,300 SH SOLE 36,300
STONE & WEBSTE COMMON 86157210 5 300 SH SOLE 300
STONE ENERGY C COMMON 86164210 3,910 109,750 SH SOLE 109,750
STRIDE RITE CO COMMON 86331410 507 78,020 SH SOLE 78,020
STRUCTURAL DYN COMMON 86355510 166 13,000 SH SOLE 13,000
STRYKER CORP COMMON 86366710 9,275 133,210 SH SOLE 133,210
STUDENT LN COR COMMON 86390210 5 100 SH SOLE 100
STURM RUGER & COMMON 86415910 6 700 SH SOLE 700
SUIZA FOODS CO COMMON 86507710 1,910 48,200 SH SOLE 48,200
SUMMIT PPTYS I REIT 86623910 513 28,700 SH SOLE 28,700
SUN MICROSYSTE COMMON 86681010 66,548 859,380 SH SOLE 859,380
SUNGLASS HUT I COMMON 86736F10 5,241 465,905 SH SOLE 465,905
SUNRISE ASSIST COMMON 86768K10 6 400 SH SOLE 400
SUNTERRA CORP COMMON 86787D10 3,446 299,660 SH SOLE 299,660
SUNTRUST BKS I COMMON 86791410 947 13,760 SH SOLE 13,760
SUPERIOR INDS COMMON 86816810 509 19,000 SH SOLE 19,000
SUPERVALU INC COMMON 86853610 143 7,170 SH SOLE 7,170
SUSQUEHANNA BK COMMON 86909910 22 1,400 SH SOLE 1,400
SWIFT TRANSN C COMMON 87075610 4,783 271,375 SH SOLE 271,375
SYBASE INC COMMON 87113010 1,051 61,800 SH SOLE 61,800
SYBRON CORP COMMON 87114F10 3,821 154,790 SH SOLE 154,790
SYKES ENTERPRI COMMON 87123710 531 12,100 SH SOLE 12,100
SYLVAN LEARNIN COMMON 87139910 16 1,200 SH SOLE 1,200
SYMANTEC CORP COMMON 87150310 4,174 71,200 SH SOLE 71,200
SYMBOL TECHNOL COMMON 87150810 8,693 136,770 SH SOLE 136,770
SYNOPSYS INC COMMON 87160710 2,973 44,540 SH SOLE 44,540
SYNOVUS FINL C COMMON 87161C10 2,821 141,960 SH SOLE 141,960
SYSCO CORP COMMON 87182910 15,116 382,080 SH SOLE 382,080
SYSTEMAX INC COMMON 87185110 13 1,500 SH SOLE 1,500
T&HQ INC COMMON 87244340 5,150 222,085 SH SOLE 222,085
TALBOTS INC COMMON 87416110 4,927 110,406 SH SOLE 110,406
TALK COM INC COMMON 87426410 14 800 SH SOLE 800
TANDY CORP COMMON 87538210 6,503 132,200 SH SOLE 132,200
TCF BKG & SVGS COMMON 87227510 155 6,250 SH SOLE 6,250
TECH DATA CORP COMMON 87823710 748 27,560 SH SOLE 27,560
TECHNE CORP COMMON 87837710 14,728 267,480 SH SOLE 267,480
TECHNITROL INC COMMON 87855510 5,387 121,060 SH SOLE 121,060
TECO ENERGY IN COMMON 87237510 87 4,700 SH SOLE 4,700
TEKTRONIX INC COMMON 87913110 1,481 38,100 SH SOLE 38,100
TELEFLEX INC COMMON 87936910 38 1,200 SH SOLE 1,200
TELEPHONE & DA COMMON 87943310 265 2,100 SH SOLE 2,100
TELETECH HOLDI COMMON 87993910 10,763 319,360 SH SOLE 319,360
TELLABS INC COMMON 87966410 39,520 615,700 SH SOLE 615,700
TEREX CORP NEW COMMON 88077910 11 400 SH SOLE 400
TESORO PETE CO COMMON 88160910 398 34,400 SH SOLE 34,400
TETRA TECHNOLO COMMON 88162G10 4,853 315,625 SH SOLE 315,625
TEXACO INC COMMON 88169410 1,110 20,440 SH SOLE 20,440
TEXAS INDS INC COMMON 88249110 801 18,822 SH SOLE 18,822
TEXAS INSTRUME COMMON 88250810 12,141 125,650 SH SOLE 125,650
TEXAS REGL BAN COMMON 88267310 4,120 142,060 SH SOLE 142,060
TEXAS UTILS CO COMMON 88284810 313 8,800 SH SOLE 8,800
TEXTRON INC COMMON 88320310 3,982 51,930 SH SOLE 51,930
THEGLOBE COM I COMMON 88335R10 2 200 SH SOLE 200
THERAGENICS CO COMMON 88337510 5 600 SH SOLE 600
THERMO BIOANAL COMMON 88355H10 167 9,100 SH SOLE 9,100
THERMO ELECTRO COMMON 88355610 101 6,700 SH SOLE 6,700
THERMO INSTRUM COMMON 88355910 4 400 SH SOLE 400
TICKETMASTER O COMMON 88633P20 980 25,500 SH SOLE 25,500
TIDEWATER INC COMMON 88642310 45 1,250 SH SOLE 1,250
TIFFANY & CO N COMMON 88654710 3,907 43,780 SH SOLE 43,780
TIMBERLAND CO COMMON 88710010 6,776 128,158 SH SOLE 128,158
TIME WARNER IN COMMON 88731510 858 11,870 SH SOLE 11,870
TJ INTL INC COMMON 87253410 401 9,556 SH SOLE 9,556
TMP WORLDWIDE COMMON 87294110 1,562 11,000 SH SOLE 11,000
TOLL BROTHERS COMMON 88947810 1,340 71,956 SH SOLE 71,956
TOM BROWN INC COMMON 11566020 312 23,353 SH SOLE 23,353
TOO INC COMMON 89033310 118 6,867 SH SOLE 6,867
TORCHMARK CORP COMMON 89102710 196 6,760 SH SOLE 6,760
TORO CO COMMON 89109210 437 11,700 SH SOLE 11,700
TOTAL SYS SVCS COMMON 89190610 13 800 SH SOLE 800
TOWER AUTOMOTI COMMON 89170710 3,885 251,688 SH SOLE 251,688
TOYS R US COMMON 89233510 183 12,760 SH SOLE 12,760
TRACTOR SUPPLY COMMON 89235610 1,112 69,500 SH SOLE 69,500
TRAMMELL CROW COMMON 89288R10 6 500 SH SOLE 500
TRANS WORLD EN COMMON 89336Q10 1,576 150,110 SH SOLE 150,110
TRANSATLANTIC COMMON 89352110 97 1,240 SH SOLE 1,240
TRANSWITCH COR COMMON 89406510 13,315 183,500 SH SOLE 183,500
TRAVELERS PPTY COMMON 89393910 192 5,610 SH SOLE 5,610
TRENDWEST RESO COMMON 89491710 3,037 134,980 SH SOLE 134,980
TRIAD GTY INC COMMON 89592510 9 400 SH SOLE 400
TRIAD HOSPITAL COMMON 89579K10 6 382 SH SOLE 382
TRIANGLE BANCO COMMON 89583510 5,415 279,475 SH SOLE 279,475
TRIBUNE CO COMMON 89604710 452 8,200 SH SOLE 8,200
TRIMBLE NAVIGA COMMON 89623910 11 500 SH SOLE 500
TRINITY INDS I COMMON 89652210 432 15,200 SH SOLE 15,200
TRIQUINT SEMIC COMMON 89674K10 12,164 109,343 SH SOLE 109,343
TRIUMPH GROUP COMMON 89681810 10 400 SH SOLE 400
TRUE NORTH COM COMMON 89784410 1,095 24,500 SH SOLE 24,500
TRUSTCO BK COR COMMON 89834910 15 1,100 SH SOLE 1,100
TRUSTMARK CORP COMMON 89840210 112 5,190 SH SOLE 5,190
TRW INC COMMON 87264910 257 4,940 SH SOLE 4,940
TUPPERWARE COR COMMON 89989610 4,540 268,020 SH SOLE 268,020
TYSON FOODS IN COMMON 90249410 77 4,720 SH SOLE 4,720
U S CAN CORP COMMON 90328W10 4 200 SH SOLE 200
U S FOODSERVIC COMMON 90331R10 40 2,380 SH SOLE 2,380
U S INDUSTRIES COMMON 91208010 53 3,790 SH SOLE 3,790
U S TR CORP NE COMMON 91288L10 1,967 24,530 SH SOLE 24,530
UCAR INTL INC COMMON 90262K10 525 29,450 SH SOLE 29,450
UGI CORP NEW COMMON 90268110 404 19,763 SH SOLE 19,763
UICI COMMON 90273710 416 39,410 SH SOLE 39,410
ULTRAMAR DIAMO COMMON 90400010 133 5,860 SH SOLE 5,860
ULTRATECH STEP COMMON 90403410 3 200 SH SOLE 200
UMB FINL CORP COMMON 90278810 339 8,990 SH SOLE 8,990
UNICOM CORP COMMON 90491110 254 7,580 SH SOLE 7,580
UNIFIRST CORP COMMON 90470810 5 400 SH SOLE 400
UNION PAC CORP COMMON 90781810 501 11,470 SH SOLE 11,470
UNION PAC RES COMMON 90783410 118 9,260 SH SOLE 9,260
UNIONBANCAL CO COMMON 90890610 160 4,050 SH SOLE 4,050
UNITED BANKSHA COMMON 90990710 3,335 139,690 SH SOLE 139,690
UNITED ILLUM C COMMON 91063710 26 500 SH SOLE 500
UNITED NAT FOO COMMON 91116310 2 200 SH SOLE 200
UNITED NATL BA COMMON 91090910 241 10,882 SH SOLE 10,882
UNITED PAYORS& COMMON 91131910 5 300 SH SOLE 300
UNITED STATES COMMON 91168410 3,736 37,010 SH SOLE 37,010
UNITED TECHNOL COMMON 91301710 31,102 478,490 SH SOLE 478,490
UNITRIN INC COMMON 91327510 145 3,860 SH SOLE 3,860
UNIVERSAL CORP COMMON 91345610 360 15,788 SH SOLE 15,788
UNIVERSAL FOOD COMMON 91353810 4,389 215,389 SH SOLE 215,389
UNIVERSAL FST COMMON 91354310 294 19,900 SH SOLE 19,900
UNIVERSAL HEAL COMMON 91390310 4 100 SH SOLE 100
UNUMPROVIDENT COMMON 91529Y10 145 4,510 SH SOLE 4,510
URBAN OUTFITTE COMMON 91704710 4,074 139,870 SH SOLE 139,870
US BANCORP DEL COMMON 90297310 407 17,090 SH SOLE 17,090
US LEC CORP COMMON 90331S10 6 200 SH SOLE 200
US ONCOLOGY IN COMMON 90338W10 3 700 SH SOLE 700
US RESTAURANT REIT 90297110 685 48,100 SH SOLE 48,100
USA NETWORKS I COMMON 90298410 147 2,660 SH SOLE 2,660
USBANCORP INC COMMON 91729210 6 500 SH SOLE 500
USFREIGHTWAYS COMMON 91690610 1,183 24,716 SH SOLE 24,716
UST INC COMMON 90291110 96 3,800 SH SOLE 3,800
USWEB CORP COMMON 91732710 4,959 111,600 SH SOLE 111,600
USX MARATHON G COMMON 90290582 1,389 56,270 SH SOLE 56,270
USX-U S STL COMMON 90337T10 147 4,450 SH SOLE 4,450
UTILICORP UNIT COMMON 91800510 136 7,010 SH SOLE 7,010
VALASSIS COMMU COMMON 91886610 5,902 139,700 SH SOLE 139,700
VALERO ENERGY COMMON 91913Y10 727 36,600 SH SOLE 36,600
VALHI INC NEW COMMON 91890510 1,013 96,500 SH SOLE 96,500
VALLEY NATL BA COMMON 91979410 147 5,246 SH SOLE 5,246
VALMONT INDS I COMMON 92025310 8 500 SH SOLE 500
VALSPAR CORP COMMON 92035510 1,995 47,630 SH SOLE 47,630
VARCO INTL INC COMMON 92212610 428 42,000 SH SOLE 42,000
VASTAR RESOURC COMMON 92238010 24 400 SH SOLE 400
VENATOR GROUP COMMON 92294410 34 4,900 SH SOLE 4,900
VERIO INC COMMON 92343310 65 1,400 SH SOLE 1,400
VERISIGN INC COMMON 92343E10 14,779 77,400 SH SOLE 77,400
VERITAS SOFTWA COMMON 92343610 37,213 260,000 SH SOLE 260,000
VERTICALNET IN COMMON 92532L10 15,547 94,800 SH SOLE 94,800
VETERINARY CTR COMMON 92551410 8 600 SH SOLE 600
VIACOM INC COMMON 92552430 1,008 16,680 SH SOLE 16,680
VICAL INC COMMON 92560210 9 300 SH SOLE 300
VICOR CORP COMMON 92581510 16 400 SH SOLE 400
VIGNETTE CORP COMMON 92673410 310 1,900 SH SOLE 1,900
VINTAGE PETROL COMMON 92746010 457 37,869 SH SOLE 37,869
VISHAY INTERTE COMMON 92829810 1,280 40,485 SH SOLE 40,485
VISIO CORP COMMON 92791410 29 600 SH SOLE 600
VISUAL NETWORK COMMON 92844410 32 400 SH SOLE 400
VITAL SIGNS IN COMMON 92846910 430 18,800 SH SOLE 18,800
VITESSE SEMICO COMMON 92849710 9,701 185,000 SH SOLE 185,000
VOICESTREAM WI COMMON 92861510 413 2,900 SH SOLE 2,900
VOLT INFORMATI COMMON 92870310 7 300 SH SOLE 300
WABASH NATL CO COMMON 92956610 1,814 120,900 SH SOLE 120,900
WACHOVIA CORP COMMON 92977110 446 6,560 SH SOLE 6,560
WACKENHUT CORP COMMON 92979410 4 300 SH SOLE 300
WACKENHUT CORR COMMON 92979810 2 200 SH SOLE 200
WADDELL & REED COMMON 93005910 38 1,400 SH SOLE 1,400
WAL MART STORE COMMON 93114210 223,161 3,228,370 SH SOLE #######
WALDEN RESIDEN REIT 93121010 453 20,959 SH SOLE 20,959
WALLACE COMPUT COMMON 93227010 637 38,300 SH SOLE 38,300
WASHINGTON FED COMMON 93882410 673 34,100 SH SOLE 34,100
WASHINGTON GAS COMMON 93883710 1,009 36,692 SH SOLE 36,692
WASHINGTON POS COMMON 93964010 283 510 SH SOLE 510
WATERS CORP COMMON 94184810 4,610 86,990 SH SOLE 86,990
WATSCO INC COMMON 94262220 1,680 145,300 SH SOLE 145,300
WATTS INDS INC COMMON 94274910 9 600 SH SOLE 600
WAUSAU-MOSINEE COMMON 94331510 427 36,500 SH SOLE 36,500
WD 40 CO COMMON 92923610 7 300 SH SOLE 300
WEBB DEL CORP COMMON 94742310 308 12,400 SH SOLE 12,400
WEBSTER FINL C COMMON 94789010 794 33,700 SH SOLE 33,700
WELLPOINT HEAL COMMON 94973H10 2,474 37,520 SH SOLE 37,520
WELLS FARGO & COMMON 94974610 2,436 60,230 SH SOLE 60,230
WENDYS INTL IN COMMON 95059010 116 5,580 SH SOLE 5,580
WERNER ENTERPR COMMON 95075510 406 28,850 SH SOLE 28,850
WESBANCO INC COMMON 95081010 3 100 SH SOLE 100
WESLEY JESSEN COMMON 95101810 8,425 222,444 SH SOLE 222,444
WEST COAST BAN COMMON 95214510 1 100 SH SOLE 100
WEST PHARMACEU COMMON 95530610 671 21,700 SH SOLE 21,700
WESTAMERICA BA COMMON 95709010 3 100 SH SOLE 100
WESTERN RES IN COMMON 95942510 84 4,930 SH SOLE 4,930
WESTERN WIRELE COMMON 95988E20 13,503 202,290 SH SOLE 202,290
WESTPOINT STEV COMMON 96123810 14 800 SH SOLE 800
WESTVACO CORP COMMON 96154810 93 2,850 SH SOLE 2,850
WESTWOOD ONE I COMMON 96181510 6,468 85,100 SH SOLE 85,100
WHIRLPOOL CORP COMMON 96332010 290 4,450 SH SOLE 4,450
WHITEHALL JEWE COMMON 96506310 7 200 SH SOLE 200
WHITMAN CORP N COMMON 96647R10 12 900 SH SOLE 900
WHITNEY HLDG C COMMON 96661210 30 800 SH SOLE 800
WHITTMAN-HART COMMON 96683410 2,787 51,970 SH SOLE 51,970
WILEY JOHN & S COMMON 96822320 2,552 152,380 SH SOLE 152,380
WILLIAMS COS COMMON 96945710 291 9,520 SH SOLE 9,520
WILLIAMS SONOM COMMON 96990410 5,413 117,670 SH SOLE 117,670
WILMINGTON TRU COMMON 97180710 116 2,410 SH SOLE 2,410
WIND RIVER SYS COMMON 97314910 3,186 87,000 SH SOLE 87,000
WINDMERE-DURAB COMMON 97341110 2,677 157,450 SH SOLE 157,450
WINNEBAGO INDS COMMON 97463710 2,994 149,250 SH SOLE 149,250
WINSTAR COMMUN COMMON 97551510 4,641 61,680 SH SOLE 61,680
WISCONSIN CENT COMMON 97659210 281 20,916 SH SOLE 20,916
WISCONSIN ENER COMMON 97665710 81 4,200 SH SOLE 4,200
WMS INDUSTRIES COMMON 92929710 3,387 258,056 SH SOLE 258,056
WOLVERINE TUBE COMMON 97809310 7 500 SH SOLE 500
WOODWARD GOVER COMMON 98074510 204 7,400 SH SOLE 7,400
WORTHINGTON IN COMMON 98181110 1,024 61,800 SH SOLE 61,800
WPS RESOURCES COMMON 92931B10 23 900 SH SOLE 900
XILINX INC COMMON 98391910 27,831 612,080 SH SOLE 612,080
XIRCOM INC COMMON 98392210 14,033 187,105 SH SOLE 187,105
XTRA INC COMMON 98413810 499 11,700 SH SOLE 11,700
YAHOO INC COMMON 98433210 58,889 136,100 SH SOLE 136,100
YORK INTL CORP COMMON 98667010 46 1,690 SH SOLE 1,690
ZALE CORP NEW COMMON 98885810 5 100 SH SOLE 100
ZEBRA TECHNOLO COMMON 98920710 4,067 69,527 SH SOLE 69,527
ZENITH NATL IN COMMON 98939010 6 300 SH SOLE 300
ZIONS BANCORP COMMON 98970110 3,104 52,440 SH SOLE 52,440
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