<PAGE>
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 1999
Check here if Amendment [ ]; Amendment Number:
------
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Charles Schwab Investment Management, Inc.
Address: 101 Montgomery Street,
San Francisco, CA 94104
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Form 13F File Number: 28-3128
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Karen Seaman
Title: Corporate Counsel
Phone: (415) 667-3663
Signature, Place, and Date of Signing:
/s/ Karen Seaman, San Francisco, May 13, 1999
[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
<PAGE>
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
Form 13F File Number Name
28-
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[Repeat as necessary.]
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Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 2277
Form 13F Information Table Value Total: $13,436,694 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
No. Form 13F File Number Name
1 28-5764 Symphony Asset Management, Inc.
[Repeat as necessary.
<PAGE>
FORM 13F - as of 03/31/99
Charles Schwab Investment Management, Inc. (CSIM)
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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VOTING AUTHORITY
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AAR CORP COM 000361105 575 32,300 SH SOLE 32,300
ABR INFO SERVICES COM 00077R108 582 33,500 SH SOLE 33,500
ADC TELECOMMUNICATIONS COM 000886101 3,119 65,400 SH SOLE 65,400
AFC CABLE SYSTEMS INC COM 000950105 193 6,500 SH SOLE 6,500
ABM INDUSTRIES INC COM 000957100 747 24,500 SH SOLE 24,500
AFLAC INC. COM 001055102 7,831 143,850 SH SOLE 143,850
AGCO CORPORATION COM 001084102 377 57,400 SH SOLE 57,400
AGL RESOURCES COM 001204106 351 20,000 SH SOLE 20,000
AHL SERVICES INC COM 001296102 279 13,600 SH SOLE 13,600
AES CORPORATION COM 00130H105 7,443 199,818 SH SOLE 199,818
AK STEEL HOLDING CORP COM 001547108 2,143 95,000 SH SOLE 95,000
AMC ENTERTAINMENT INC COM 001669100 407 26,500 SH SOLE 26,500
AMR CORP. COM 001765106 11,753 200,684 SH SOLE 200,684
ARM FINANCIAL GROUP INC. CLA 001944107 179 12,000 SH SOLE 12,000
AT&T CORP COM 001957109 6,305 79,000 SH OTHER (1) 79,000
AT&T CORP COM 001957109 194,961 2,442,743 SH SOLE 2,442,743
AT&T CORP-LIBERTY MEDIA A COM LIB GRP A 001957208 9,325 177,193 SH SOLE 177,193
ATMI INCORPORATED COM 00207R101 484 24,200 SH SOLE 24,200
AVT CORP COM 002420107 179 7,500 SH SOLE 7,500
AVX CORP COM 002444107 1,056 66,000 SH SOLE 66,000
ABACUS DIRECT CORP. COM 002553105 943 11,500 SH SOLE 11,500
ABBOTT LABS COM 002824100 79,736 1,703,314 SH SOLE 1,703,314
ABERCROMBIE & FITCH CL A CL A 002896207 2,300 25,000 SH SOLE 25,000
ACCLAIM ENTMT INC. COM PAR $0.02 004325205 448 50,100 SH SOLE 50,100
ACKERLY GROUP INC COM 004527107 169 10,000 SH SOLE 10,000
ACNIELSON CORP COM 004833109 949 35,000 SH SOLE 35,000
ACTION PERFORMANCE INC COM 004933107 533 17,700 SH SOLE 17,700
ACTEL CORP COM 004934105 140 8,500 SH SOLE 8,500
ACUSON CORP COM 005113105 457 30,600 SH SOLE 30,600
ACX TECHNOLOGIES COM 005123104 413 31,500 SH SOLE 31,500
ACXIOM CORPORATION COM 005125109 1,060 40,000 SH SOLE 40,000
ADAC LABORATORIES COM NEW 005313200 110 8,100 SH SOLE 8,100
ADVANCED FIBRE COMMUNICATION COM 00651F108 1,036 45,400 SH SOLE 45,400
ADELPHIA COMMUNICATIONS CL A 006848105 1,197 19,000 SH SOLE 19,000
ADMINISTAFF INC COM 007094105 98 7,500 SH SOLE 7,500
ADOBE SYSTEMS INC COM 00724F101 4,202 74,052 SH SOLE 74,052
ADTRAN INC COM 00738A106 728 44,300 SH SOLE 44,300
ADVANCED PARADIGM COM 007491103 645 10,200 SH SOLE 10,200
ADVANCED FIBRE COM 00754A105 664 69,200 SH SOLE 69,200
ADVANTAGE LEARNING COM 00757K100 963 31,000 SH SOLE 31,000
ADVO SYSTEMS INC COM 007585102 483 25,000 SH SOLE 25,000
AEROQUIP-VICKERS INC COM 007869100 2,582 45,059 SH SOLE 45,059
ADVANCED MICRO DEVICES COM 007903107 2,372 153,014 SH SOLE 153,014
PAGE TOTAL 350,520
Page 1 of 50
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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VOTING AUTHORITY
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ADVANTA CORP-CLASS A CL A 007942105 345 31,209 SH SOLE 31,209
ADVANCED ENERGY INDUSTRIE COM 007973100 575 24,400 SH SOLE 24,400
ADVENT SOFTWARE INC. COM 007974108 200 4,000 SH SOLE 4,000
AETNA INCORPORATED COM 008117103 13,720 165,303 SH SOLE 165,303
AFFILIATED COMPUTER SVCS CL A 008190100 3,170 69,300 SH SOLE 69,300
AFFILIATED MANAGERS GROUP COM 008252108 439 16,900 SH SOLE 16,900
AFFYMETRIX INC COM 00826T108 933 26,800 SH SOLE 26,800
AGOURON PHARM COM 008488108 2,789 49,300 SH SOLE 49,300
AGRIBIOTECH INCORPORATED COM 008494106 288 46,000 SH SOLE 46,000
AIR EXPRESS INTERNATIONAL COM 009104100 630 41,650 SH SOLE 41,650
AIR PRODUCTS & CHEMICALS COM 009158106 9,181 268,058 SH SOLE 268,058
AIRBORNE FREIGHT COM 009266107 598 19,200 SH SOLE 19,200
AIRGAS INCORPORATED COM 009363102 692 82,600 SH SOLE 82,600
AIRTOUCH COM. INC. COM 00949T100 62,628 648,152 SH SOLE 648,152
ALARIS MEDICAL INC. COM 011637105 47 15,000 SH SOLE 15,000
ALASKA AIRGROUP INC COM 011659109 926 19,500 SH SOLE 19,500
ALBANY INTERNATIONAL CL A 012348108 625 33,317 SH SOLE 33,317
ALBEMARLE CORP COM 012653101 900 43,000 SH SOLE 43,000
ALBERTO CULVER CLASS B CL B CNV 013068101 1,230 52,617 SH SOLE 52,617
ALBERTSONS INC COM 013104104 1,412 26,000 SH OTHER (1) 26,000
ALBERTSONS INC COM 013104104 15,067 277,413 SH SOLE 277,413
ALCAN ALUMINUM (AL.TO) COM 013716105 3,376 130,774 SH SOLE 130,774
ALCOA INC COM 013817101 17,521 425,396 SH SOLE 425,396
ALEXANDER & BALDWIN COM 014482103 803 40,900 SH SOLE 40,900
ALFA CORPORATION COM 015385107 742 46,000 SH SOLE 46,000
ALGOS PHARMA COM 015869100 480 19,500 SH SOLE 19,500
ALIANT COMMUNICATIONS COM 016090102 2,276 55,600 SH SOLE 55,600
ALKERMES INC COM 01642T108 651 23,900 SH SOLE 23,900
ALLEGHANY CORP COM 017175100 554 3,012 SH SOLE 3,012
ALLEGHENY ENERGY INC. COM 017361106 1,832 62,100 SH SOLE 62,100
ALLEGHENY TELEDYNE INC COM 017415100 3,994 210,930 SH SOLE 210,930
ALLEN TELECOM INC COM 018091108 18 3,000 SH SOLE 3,000
ALLERGAN INCORPORATED COM 018490102 6,664 75,835 SH SOLE 75,835
ALLIANCE PHARMACEUTICAL COM 018773101 9 3,200 SH SOLE 3,200
ALLIANT TECHSYSTEMS INC COM 018804104 956 12,300 SH SOLE 12,300
ALLIED CAPITAL CORP COM 01903Q108 878 47,800 SH SOLE 47,800
ALLIED SIGNAL INC COM 019512102 31,164 633,582 SH SOLE 633,582
ALLIED WASTE INDUSTRIES COM 019589308 2,041 141,365 SH SOLE 141,365
ALLMERICA FINANCIAL CORP COM 019754100 578 10,500 SH OTHER (1) 10,500
ALLMERICA FINANCIAL CORP COM 019754100 2,214 40,216 SH SOLE 40,216
ALLSTATE CORP COM 020002101 34,419 928,666 SH SOLE 928,666
ALLTEL CORP. COM 020039103 19,592 314,097 SH SOLE 314,097
ALPHA INDUSTRIES COM 020753109 129 7,000 SH SOLE 7,000
ALPHARMA INC. CL A 020813101 1,294 32,967 SH SOLE 32,967
ALTERA CORPORATION COM 021441100 2,808 47,200 SH SOLE 47,200
ALTERNATIVE LIVING SERV. COM 02145K107 492 24,600 SH SOLE 24,600
ALZA CORP COM 022615108 4,689 122,578 SH SOLE 122,578
PAGE TOTAL 256,568
Page 2 of 50
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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VOTING AUTHORITY
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMAZON.COM INC. COM 023135106 14,843 86,200 SH SOLE 86,200
AMBAC FINANCIAL GROUP INC COM 023139108 1,771 32,800 SH SOLE 32,800
AMCAST INDUSTRIAL CORP. COM 023395106 13 800 SH SOLE 800
AMCOL INTERNATIONAL CORP COM 02341W103 26 2,600 SH SOLE 2,600
AMERADA HESS CO COM 023551104 5,438 108,092 SH SOLE 108,092
AMERCO COM 023586100 576 26,800 SH SOLE 26,800
AMEREN CORPORATION COM 023608102 5,488 151,643 SH SOLE 151,643
AMERICA ONLINE INC COM 02364J104 2,260 15,480 SH OTHER (1) 15,480
AMERICA ONLINE INC COM 02364J104 174,573 1,195,708 SH SOLE 1,195,708
AMERICA W. HOLDINGS CORP CL B 023657208 976 51,200 SH SOLE 51,200
AMERICAN ANNUITY GROUP COM 023840101 904 41,550 SH SOLE 41,550
AMCORE FINANCIAL COM 023912108 686 33,150 SH SOLE 33,150
AMERICAN BANK INS. GRP. COM 024456105 1,258 24,200 SH SOLE 24,200
AMERICAN BUSINESS PROD GA COM 024763104 105 7,500 SH SOLE 7,500
AMERICAN ELEC PWR INC COM 025537101 8,949 225,495 SH SOLE 225,495
AMERICAN EAGLE OUTFITTERS COM 02553D108 932 13,000 SH SOLE 13,000
AMERICAN EXPRESS CO COM 025816109 59,981 510,479 SH SOLE 510,479
AMERICAN FINANCIAL GROUP COM 025932104 1,552 44,100 SH SOLE 44,100
AMERICAN FREIGHTWAYS COM 02629V108 340 26,400 SH SOLE 26,400
AMERICAN GENERAL CORP COM 026351106 20,505 290,845 SH SOLE 290,845
AMERICAN GREETINGS CORP CL A 026375105 1,851 72,957 SH SOLE 72,957
AMERICAN HERITAGE LIFE COM 026522102 704 30,200 SH SOLE 30,200
AMERICAN HOME PRODUCTS COM 026609107 97,549 1,495,010 SH SOLE 1,495,010
AMERICAN INT'L GROUP COM 026874107 1,086 9,000 SH OTHER (1) 9,000
AMERICAN INT'L GROUP COM 026874107 166,975 1,384,247 SH SOLE 1,384,247
AMERICAN ITALIAN PASTA CO CL A 027070101 438 17,500 SH SOLE 17,500
AMERICAN MNGMT SYSTEMS COM 027352103 2,303 67,500 SH SOLE 67,500
AMER. NAT. INSURANCE COM 028591105 689 10,300 SH SOLE 10,300
AMERICAN ONCOLOGY COM 028910107 363 40,300 SH SOLE 40,300
AMERICAN POWER CONVERSION COM 029066107 1,391 51,500 SH SOLE 51,500
AMERICAN STANDARD COS INC COM 029712106 1,220 35,500 SH SOLE 35,500
AMERICAN STATES WATER CO. COM 029899101 24 1,000 SH SOLE 1,000
AMERICAN TOWER SYSTEMS CL A 029912201 1,838 75,000 SH SOLE 75,000
AMERICAN STORES CO NE COM 030096101 9,968 302,069 SH SOLE 302,069
AMERICAN WATER WORKS COM 030411102 1,006 34,600 SH SOLE 34,600
AMERICREDIT CORPORATION COM 03060R101 1,020 77,700 SH SOLE 77,700
AMERIN CORP. COM 03070X106 559 27,500 SH SOLE 27,500
AMERISOURCE HEALTH CORP CL A 03071P102 2,304 67,400 SH SOLE 67,400
AMERITRADE HOLDING-CL A CL A 03072H109 3,285 53,200 SH SOLE 53,200
AMERUS LIFE HOLDINGS CL-A COM 030732101 595 24,800 SH SOLE 24,800
AMES DEPARTMENT STORES COM NEW 030789507 984 26,500 SH SOLE 26,500
AMERITECH CORP COM 030954101 71,875 1,241,898 SH SOLE 1,241,898
AMETEK INC. COM 031100100 637 34,900 SH SOLE 34,900
AMGEN INC. COM 031162100 4,493 60,000 SH OTHER (1) 60,000
PAGE TOTAL 674,331
Page 3 of 50
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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VOTING AUTHORITY
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMGEN INC. COM 031162100 43,263 577,808 SH SOLE 577,808
AMP INC COM 031897101 12,929 240,825 SH SOLE 240,825
AMRESCO INC. COM 031909104 433 56,300 SH SOLE 56,300
AMPHENOL CORP CL A 032095101 742 19,400 SH SOLE 19,400
AMSOUTH BANK CORP COM 032165102 6,302 138,500 SH SOLE 138,500
ANADARKO PETE CORP COM 032511107 5,332 141,250 SH SOLE 141,250
ANALOG DEVICES INC. COM 032654105 2,779 93,400 SH SOLE 93,400
ANALOGIC CORPORATION COM 032657207 507 15,400 SH SOLE 15,400
ANALYSTS INTL CORP COM 032681108 294 25,550 SH SOLE 25,550
ANCHOR BANCORP WISCONSIN COM 032839102 145 9,400 SH SOLE 9,400
ANCHOR GAMING COM 033037102 599 13,700 SH SOLE 13,700
ANDREW CORP COM 034425108 1,067 86,625 SH SOLE 86,625
ANDRX CORPORATION COM 034551101 1,431 15,700 SH SOLE 15,700
ANGELICA CORP COM 034663104 13 900 SH SOLE 900
ANHEUSER BUSCH CO INC COM 035229103 41,105 539,527 SH SOLE 539,527
ANIXTER INTERNATIONAL COM 035290105 674 56,500 SH SOLE 56,500
ANN TAYLOR STORES COM 036115103 1,162 26,300 SH SOLE 26,300
ANTEC CORPORATION COM 03664P105 888 41,300 SH SOLE 41,300
AON CORP. COM 037389103 11,798 186,524 SH SOLE 186,524
APACHE CORP. COM 037411105 2,859 109,689 SH SOLE 109,689
APOLLO GROUP INC. CL-A CL A 037604105 1,270 42,500 SH SOLE 42,500
APPLE COMPUTERS COM 037833100 5,055 140,666 SH SOLE 140,666
APPLEBEES INTL INC. COM 037899101 940 37,900 SH SOLE 37,900
APRIA HEALTHCARE GROUP COM 037933108 612 51,500 SH SOLE 51,500
APPLIED GRAPHICS TECH. COM 037937109 185 24,600 SH SOLE 24,600
APEX PC SOLUTIONS INC COM 037945102 274 19,650 SH SOLE 19,650
APPLIED INDUST TECH INC COM 03820C105 27 2,400 SH SOLE 2,400
APPLIED MAGNETICS COM 038213104 18 4,300 SH SOLE 4,300
APPLIED MATERIALS INC COM 038222105 25,567 414,462 SH SOLE 414,462
APPLIED POWER CL.A CL A 038225108 1,161 42,600 SH SOLE 42,600
APPLIED MICRO CIRCUITS COM 03822W109 906 21,200 SH SOLE 21,200
APTARGROUP INC COM 038336103 1,011 38,900 SH SOLE 38,900
AQUARION COMPANY COM 03838W101 33 1,200 SH SOLE 1,200
ARCH COAL INC STK COM 039380100 579 43,700 SH SOLE 43,700
ARCHER-DANIELS-MIDLAND COM 039483102 9,377 638,459 SH SOLE 638,459
ARCTIC CAT INCORPORATED COM 039670104 29 2,900 SH SOLE 2,900
ARDENT SOFTWARE INC. COM 039794102 56 3,500 SH SOLE 3,500
AREA BANKCSHARES CORP COM 039872106 175 7,500 SH SOLE 7,500
ARGONAUT GROUP INC COM 040157109 724 28,200 SH SOLE 28,200
ARKANSAS BEST CORPORATION COM 040790107 14 2,100 SH SOLE 2,100
ARMCO INC. COM 042170100 576 129,800 SH SOLE 129,800
ARMSTRONG WORLD INDS COM 042476101 2,236 49,485 SH SOLE 49,485
ARNOLD INDUSTRIES INC COM 042595108 451 30,300 SH SOLE 30,300
ARROW ELECTRONICS COM 042735100 582 38,800 SH SOLE 38,800
ARROW INTERNATIONAL COM 042764100 518 24,000 SH SOLE 24,000
ARTESYN TECH COM 043127109 527 42,600 SH SOLE 42,600
PAGE TOTAL 187,225
Page 4 of 50
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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VOTING AUTHORITY
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ARVIN INDUSTRIES COM 043339100 795 23,600 SH SOLE 23,600
ASARCO INC. COM 043413103 1,052 76,488 SH SOLE 76,488
ASCEND COMMUNICATIONS COM 043491109 1,222 14,600 SH OTHER (1) 14,600
ASCEND COMMUNICATIONS COM 043491109 20,178 241,110 SH SOLE 241,110
ASHLAND INCORPORATED COM 044204105 3,519 85,956 SH SOLE 85,956
ASHWORTH INCORPORATED COM 04516H101 4 1,200 SH SOLE 1,200
ASPECT DEVELOPMENT INC. COM 045234101 349 15,000 SH SOLE 15,000
ASPECT TELECOMMUNICATIONS COM 045237104 382 57,700 SH SOLE 57,700
ASPEN TECHNOLOGY INC. COM 045327103 437 30,800 SH SOLE 30,800
ASSOCIATED BANCORP COM 045487105 1,266 39,625 SH SOLE 39,625
ASSOCIATED GROUP INC-CL A CL A 045651106 2,726 55,000 SH SOLE 55,000
AT HOME CORP -SER A COM SER A 045919107 10,631 67,500 SH SOLE 67,500
ASSOC FIRST CAP CLA 046008108 36,691 815,354 SH SOLE 815,354
ASTEC INDUSTRIES INC. COM 046224101 562 18,200 SH SOLE 18,200
ASTORIA FINANCIAL CORP COM 046265104 1,488 29,750 SH SOLE 29,750
ATLANTIC COAST AIR COM 048396105 495 17,600 SH SOLE 17,600
ATLANTIC RICHFIELD CO COM 048825103 27,336 374,470 SH SOLE 374,470
ATLAS AIR INC COM 049164106 1,076 37,350 SH SOLE 37,350
ATMEL CORPORATION COM 049513104 838 55,200 SH SOLE 55,200
ATMOS ENERGY CORPORATION COM 049560105 842 35,000 SH SOLE 35,000
AU BON PAIN CL A CL A 050103100 7 1,400 SH SOLE 1,400
AUSPEX COM 052116100 30 2,800 SH SOLE 2,800
AUTHENTIC FITNESS INC. COM 052661105 421 27,300 SH SOLE 27,300
AUTODESK INC COM 052769106 2,713 67,100 SH SOLE 67,100
AUTO DATA PROCESS COM 053015103 28,595 691,124 SH SOLE 691,124
AUTOZONE INC. COM 053332102 5,425 178,615 SH SOLE 178,615
AVANT! CORPORATION COM 053487104 682 38,400 SH SOLE 38,400
AVERY DENNISON CORP. COM 053611109 7,786 135,415 SH SOLE 135,415
AVIATION SALES COMPANY COM 053672101 619 13,900 SH SOLE 13,900
AVID TECHNOLOGY COM 05367P100 487 27,900 SH SOLE 27,900
AVIRON COM 053762100 356 17,600 SH SOLE 17,600
AVIS RENT A CAR INC. COM 053790101 850 30,700 SH SOLE 30,700
AVISTA CORP COM 05379B107 830 51,100 SH SOLE 51,100
AVNET INC. COM 053807103 626 17,100 SH SOLE 17,100
AVON PRODS INC. COM 054303102 13,585 288,654 SH SOLE 288,654
AVONDALE INDS INC COM 054350103 484 16,400 SH SOLE 16,400
AWARE INCORPORATED COM 05453N100 893 19,000 SH SOLE 19,000
AXENT TECHNOLOGIES INC COM 05459C108 551 22,900 SH SOLE 22,900
AZTAR CORP COM 054802103 23 4,700 SH SOLE 4,700
BB&T CORPORATION COM 054937107 12,933 357,398 SH SOLE 357,398
BEC ENERGY COM 05538M101 1,209 32,900 SH SOLE 32,900
BHC COMMUNICATIONS INC CL A 055448104 1,436 11,700 SH SOLE 11,700
THE BISYS GROUP INCOR COM 055472104 2,593 46,100 SH SOLE 46,100
BJ SERVICES COM 055482103 1,549 66,100 SH SOLE 66,100
BJ'S WHOLESALE CLUB INC. COM 05548J106 3,009 113,800 SH SOLE 113,800
BMC INDUSTRIES INC-MINN COM 055607105 12 2,800 SH SOLE 2,800
PAGE TOTAL 199,595
Page 5 of 50
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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VOTING AUTHORITY
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BOK FINANCIAL CORPORATION COM 05561Q201 1,313 50,988 SH SOLE 50,988
BT FINANCIAL CORP COM 055763106 172 6,500 SH SOLE 6,500
BMC SOFTWARE COM 055921100 10,142 273,633 SH SOLE 273,633
BAKER HUGHES INC. COM 057224107 1,167 48,000 SH OTHER (1) 48,000
BAKER HUGHES INC. COM 057224107 9,339 384,119 SH SOLE 384,119
J BAKER & CO COM 057232100 5 1,200 SH SOLE 1,200
BALDOR ELECTRIC CO COM 057741100 819 40,720 SH SOLE 40,720
BALL CORP COM 058498106 1,787 38,063 SH SOLE 38,063
BALLARD MEDICAL PROD COM 058566100 770 31,600 SH SOLE 31,600
BALLY TOTAL FITNESS COM 05873K108 626 26,200 SH SOLE 26,200
BALTIMORE GAS & ELEC. COM 059165100 4,122 162,458 SH SOLE 162,458
BANCFIRST CORP COM 05945F103 105 3,000 SH SOLE 3,000
BANCORPSOUTH INCORPORATED COM 059692103 787 49,200 SH SOLE 49,200
BANCTEC INCORPORATED COM 059784108 26 2,100 SH SOLE 2,100
BANCWEST CORP COM 059790105 1,063 25,000 SH SOLE 25,000
BANDAG INCOPORATED COM 059815100 565 20,100 SH SOLE 20,100
BANDAG INC CL A 059815308 119 5,000 SH SOLE 5,000
BANGOR HYDRO-ELECTRIC CO COM 060077104 10 800 SH SOLE 800
BANK NEW YORK INC COM 064057102 31,509 876,786 SH SOLE 876,786
BANK ONE CORP COM 06423A103 2,307 41,900 SH OTHER (1) 41,900
BANK ONE CORP COM 06423A103 72,874 1,323,472 SH SOLE 1,323,472
BANK UNITED CORPORATION CL A 065412108 1,063 26,000 SH SOLE 26,000
BANKAMERICA CORP. COM 06605F102 138,847 1,965,975 SH SOLE 1,965,975
BANKBOSTON CORP. COM 06605R106 14,217 328,248 SH SOLE 328,248
BANKERS TRUST NY COM 066365107 9,385 106,348 SH SOLE 106,348
BANKNORTH GROUP INC COM 06646L100 848 30,000 SH SOLE 30,000
BANTA CORPORATION COM 066821109 536 28,200 SH SOLE 28,200
BARD C.R. INC COM 067383109 3,360 66,620 SH SOLE 66,620
BARNES & NOBLE INC COM 067774109 964 30,000 SH SOLE 30,000
BARNES GROUP COM 067806109 476 25,400 SH SOLE 25,400
BARRICK GOLD CORP COM 067901108 3,846 225,379 SH SOLE 225,379
BARR LABORATORIES INC. COM 068306109 766 25,100 SH SOLE 25,100
BARRETT RESOURCES CORP. COM 068480201 977 39,000 SH SOLE 39,000
BASSETT FURNITURE INC. COM 070203104 27 1,200 SH SOLE 1,200
BATTLE MOUNTAIN GOLD COM 071593107 876 318,680 SH SOLE 318,680
BAUSCH & LOMB COM 071707103 4,460 68,616 SH SOLE 68,616
BAXTER INTERNATIONAL COM 071813109 21,805 330,384 SH SOLE 330,384
BAY VIEW CAP CORP COM 07262L101 430 22,800 SH SOLE 22,800
BE AEROSPACE INCORPORATED COM 073302101 397 26,900 SH SOLE 26,900
BEA SYSTEMS INC COM 073325102 963 61,600 SH SOLE 61,600
BEAR STEARNS COS INC COM 073902108 5,692 127,364 SH SOLE 127,364
BECKMAN COULTER INC COM 075811109 770 17,500 SH SOLE 17,500
BECTON DICKINSON & CO COM 075887109 10,601 276,710 SH SOLE 276,710
BED BATH & BEYOND INC COM 075896100 2,905 79,600 SH SOLE 79,600
BELDEN INC COM 077459105 534 31,300 SH SOLE 31,300
BELL & HOWELL CO COM 077852101 718 24,500 SH SOLE 24,500
BELL ATLANTIC CORP COM 077853109 1,313 25,400 SH OTHER (1) 25,400
PAGE TOTAL 366,402
Page 6 of 50
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BELL ATLANTIC CORP COM 077853109 90,741 1,755,568 SH SOLE 1,755,568
BELL INDUSTRIES INC COM 078107109 10 1,000 SH SOLE 1,000
BELL SOUTH CORP COM 079860102 5,765 143,900 SH OTHER (1) 143,900
BELL SOUTH CORP COM 079860102 88,187 2,201,242 SH SOLE 2,201,242
BELO (A.H.) CORP SER A COM SER A 080555105 949 52,000 SH SOLE 52,000
BEMIS COMPANY COM 081437105 1,662 53,511 SH SOLE 53,511
BENCHMARK ELECTRONICS INC COM 08160H101 213 7,100 SH SOLE 7,100
BENTON OIL & GAS CO COM 083288100 11 2,900 SH SOLE 2,900
BERGEN BRUNSWIG CL A 083739102 1,574 78,706 SH SOLE 78,706
BERINGER WINES ESTATES CL B 084102102 600 16,500 SH SOLE 16,500
BERKLEY (WR) CORP COM 084423102 593 24,200 SH SOLE 24,200
BERKSHIRE HATHAWAY CL A. CL A 084670108 57,905 811 SH SOLE 811
BERKSHIRE HATHAWAY CL B. CL B 084670207 2,130 906 SH SOLE 906
BEST BUY COM 086516101 5,907 113,600 SH SOLE 113,600
BESTFOODS COM 08658U101 15,054 320,300 SH SOLE 320,300
BETHLEHEM STEEL CORP COM 087509105 510 61,835 SH SOLE 61,835
BEVERLY ENTERPRISES INC. COM NEW 087851309 480 93,600 SH SOLE 93,600
BIG FLOWER HOLDINGS INC. COM 089159107 694 22,300 SH SOLE 22,300
BILLING CONCEPTS CORP COM 090063108 463 39,000 SH SOLE 39,000
BINDLY WESTERN INDUSTRIES COM 090324104 763 26,699 SH SOLE 26,699
BIO-TECHNOLOGY GENERAL COM 090578105 326 54,600 SH SOLE 54,600
BIOGEN INC. COM 090597105 4,835 42,300 SH SOLE 42,300
BIOMATRIX INC COM 09060P102 811 10,400 SH SOLE 10,400
BIOMET COM 090613100 5,122 122,132 SH SOLE 122,132
BIRMINGHAM STEEL CORP COM 091250100 12 3,000 SH SOLE 3,000
BLACK & DECKER COM 091797100 5,200 93,797 SH SOLE 93,797
BLACK BOX CORPORATION COM 091826107 608 19,600 SH SOLE 19,600
BLACK HILLS CORP COM 092113109 471 22,100 SH SOLE 22,100
E.W. BLANCH HOLDINGS COM 093210102 714 13,600 SH SOLE 13,600
BLOCK H&R INC COM 093671105 4,956 104,617 SH SOLE 104,617
BLOUNT INTL INC CL A 095177101 1,207 41,800 SH SOLE 41,800
BLYTH INDUSTRIES INC COM 09643P108 709 30,000 SH SOLE 30,000
BOB EVANS FARMS INC COM 096761101 918 45,900 SH SOLE 45,900
BOEING CO COM 097023105 37,816 1,108,148 SH SOLE 1,108,148
BOISE CASCADE CORP. COM 097383103 1,848 57,316 SH SOLE 57,316
BOISE CASCADE OFFICE COM 097403109 716 64,400 SH SOLE 64,400
THE BOMBAY COMPANY INC. COM 097924104 16 3,900 SH SOLE 3,900
BOOKS-A-MILLION INC COM 098570104 18 1,800 SH SOLE 1,800
BORDERS GROUP COM 099709107 731 52,000 SH SOLE 52,000
BORG-WARNER AUTOMOTIVE COM 099724106 441 9,217 SH SOLE 9,217
BORG WARNER SECURITY CORP COM 099733107 424 25,300 SH SOLE 25,300
BORON LEPORE & ASSOCS. COM 10001P102 52 5,000 SH SOLE 5,000
BOSTON SCIENTIFIC COM 101137107 17,403 429,050 SH SOLE 429,050
BOWATER INC COM 102183100 1,415 35,700 SH SOLE 35,700
BOWNE & CO INC COM 103043105 550 47,100 SH SOLE 47,100
BRADY CORPORATION CL A 104674106 586 28,000 SH SOLE 28,000
BRIGGS & STRATTON CORP COM 109043109 1,645 33,353 SH SOLE 33,353
PAGE TOTAL 363,762
Page 7 of 50
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BRIGHTPOINT INCORPORATED COM 109473108 349 59,150 SH SOLE 59,150
BRINKER INTL INC COM 109641100 2,826 109,500 SH SOLE 109,500
BRISTOL-MYERS SQUIBB CO COM 110122108 8,116 126,200 SH OTHER (1) 126,200
BRISTOL-MYERS SQUIBB CO COM 110122108 144,148 2,241,364 SH SOLE 2,241,364
BROADVISION COM 111412102 1,344 22,500 SH SOLE 22,500
BROOKE GROUP LTD COM 112525100 314 20,200 SH SOLE 20,200
BROWN-FORMAN CORP CL. B CL B 115637209 4,290 74,444 SH SOLE 74,444
BROWN GROUP INC COM 115657108 26 2,000 SH SOLE 2,000
BROWNING-FERRIS INDS COM 115885105 7,543 195,613 SH SOLE 195,613
BRUNSWICK CORP. COM 117043109 1,796 94,207 SH SOLE 94,207
BRUSH WELLMAN INC COM 117421107 25 1,700 SH SOLE 1,700
BUCKEYE TECHNOLOGIES INC. COM 118255108 552 39,400 SH SOLE 39,400
BUCKLE INC COM 118440106 555 24,650 SH SOLE 24,650
BUDGET GROUP INC CL A 119003101 479 39,100 SH SOLE 39,100
BUFFETS INCORPORATED COM 119882108 489 49,500 SH SOLE 49,500
BUILDING MATERIAL HOLDING COM 120113105 14 1,400 SH SOLE 1,400
BUILDING ONE SERVICES COM 120114103 706 41,100 SH SOLE 41,100
BURLINGTON COAT FACTORY COM 121579106 609 51,840 SH SOLE 51,840
BURLINGTON IND INC COM 121693105 445 67,200 SH SOLE 67,200
BURLINGTON NORTHERN SANTA COM 12189T104 17,237 524,328 SH SOLE 524,328
BURLINGTON RESOURCES COM 122014103 7,783 194,889 SH SOLE 194,889
BURR-BROWN CORP COM 122574106 979 41,650 SH SOLE 41,650
BUSH BOAKE ALLEN INC COM 123162109 622 22,600 SH SOLE 22,600
BUTLER MANUFACTURING CO COM 123655102 19 800 SH SOLE 800
C & D TECHNOLOGIES COM 124661109 149 6,000 SH SOLE 6,000
CCB FINANCIAL COM 124875105 1,135 21,000 SH SOLE 21,000
CCC INFORMATION SERVICES COM 12487Q109 323 27,800 SH SOLE 27,800
CB RICHARD ELLIS SERVICES COM 12489L108 368 22,300 SH SOLE 22,300
CBRL GROUP INC COM 12489V106 376 20,900 SH SOLE 20,900
CBS CORPORATION COM 12490K107 32,336 789,882 SH SOLE 789,882
C-COR ELECTRONICS COM 125010108 17 1,000 SH SOLE 1,000
C-CUBE MICROSYSTEMS INC COM 125015107 739 37,300 SH SOLE 37,300
CDI CORP COM 125071100 602 25,000 SH SOLE 25,000
CD RADIO INCORPORATED COM 125127100 551 21,200 SH SOLE 21,200
CDW COMPUTER CENTERS INC COM 125129106 2,332 33,800 SH SOLE 33,800
CEC ENTERTAINMENT COM 125137109 761 21,200 SH SOLE 21,200
C.H. ROBINSON WORLDWIDE COM 12541W100 959 37,700 SH SOLE 37,700
CHS ELECTRONICS COM NEW 12542A206 192 60,100 SH SOLE 60,100
CIGNA CORP. COM 125509109 4,274 51,000 SH OTHER (1) 51,000
CIGNA CORP. COM 125509109 19,727 235,365 SH SOLE 235,365
CIT GROUP INCORPORATED CL A 125577106 2,445 80,000 SH SOLE 80,000
CKE RESTAURANTS INC COM 12561E105 693 35,100 SH SOLE 35,100
CLECO CORPORATION COM 12561M107 767 26,000 SH SOLE 26,000
CMAC INVESTMENT COM 125662106 811 20,800 SH SOLE 20,800
CMG INFORMATION SEVICES COM 125750109 4,210 23,000 SH SOLE 23,000
CMP GROUP INC COM 125887109 671 36,500 SH SOLE 36,500
CMS ENERGY CORPORATION COM 125896100 2,520 62,900 SH SOLE 62,900
PAGE TOTAL 278,226
Page 8 of 50
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CPI CORP COM 125902106 25 1,100 SH SOLE 1,100
C-NET INCORPORATED COM 125945105 3,224 35,000 SH SOLE 35,000
CNA FINANCIAL CORP. COM 126117100 3,734 96,200 SH SOLE 96,200
CNB BANCSHARES INC COM 126126101 805 20,000 SH SOLE 20,000
CNA SURETY CORPORATION COM 12612L108 526 42,500 SH SOLE 42,500
CNF TRANSPORTATION INC COM 12612W104 1,323 35,000 SH SOLE 35,000
CSG SYSTEMS INTERNATIONAL COM 126349109 2,974 75,400 SH SOLE 75,400
CSX CORP. COM 126408103 9,304 238,955 SH SOLE 238,955
CTS CORP. COM 126501105 786 15,900 SH SOLE 15,900
CVB FINANCIAL CORPORATION COM 126600105 154 8,000 SH SOLE 8,000
CVS CORPORATION COM 126650100 20,588 433,422 SH SOLE 433,422
CABLEVISION SYSTEMS CL. A CL A 12686C109 4,566 61,600 SH SOLE 61,600
CABLETRON SYSTEM INC. COM 126920107 1,455 177,729 SH SOLE 177,729
CABLE DESIGN TECHNOLOGIES COM 126924109 401 36,450 SH SOLE 36,450
CABOT CORP COM 127055101 803 37,800 SH SOLE 37,800
CABOT OIL & GAS CL A CL A 127097103 430 29,800 SH SOLE 29,800
CADENCE DESIGN SYSTEMS COM 127387108 3,176 123,350 SH SOLE 123,350
CALIFORNIA MICROWAVE COM 130442106 17 1,600 SH SOLE 1,600
CALIFORNIA WATER SERVICE COM 130788102 181 7,500 SH SOLE 7,500
CALLAWAY GOLF COM 131193104 700 68,700 SH SOLE 68,700
CALPINE CORPORATION COM 131347106 711 19,500 SH SOLE 19,500
CAMBREX CORPORATION COM 132011107 659 29,800 SH SOLE 29,800
CAMBRIDGE TECHNOLOGY COM 132524109 333 24,000 SH SOLE 24,000
CAMPBELL SOUP CO. COM 134429109 19,950 490,327 SH SOLE 490,327
CANANDAIGUA BRANDS INC- A CL A 137219200 1,113 22,100 SH SOLE 22,100
CAPITAL ONE FINANICAL COM 14040H105 1,510 10,000 SH OTHER (1) 10,000
CAPITAL ONE FINANICAL COM 14040H105 11,083 73,400 SH SOLE 73,400
CAPITAL RE CORP COM 140432105 593 34,400 SH SOLE 34,400
CARAUSTAR INDUSTRIES INC. COM 140909102 649 28,200 SH SOLE 28,200
CARDINAL HEALTH INC COM 14149Y108 22,404 339,459 SH SOLE 339,459
CAREMATRIX CORPORATION COM 141706101 336 17,700 SH SOLE 17,700
CARLISLE COMPANIES INC COM 142339100 748 16,000 SH SOLE 16,000
CARMIKE CINEMAS INC CL A 143436103 22 1,200 SH SOLE 1,200
CARNIVAL CORP CLASS A COM 143658102 18,104 372,800 SH SOLE 372,800
CAROLINA FIRST COM 143877108 528 24,000 SH SOLE 24,000
CAROLINA POWER & LIGHT COM 144141108 6,213 164,316 SH SOLE 164,316
CARPENTER TECH COM 144285103 555 21,400 SH SOLE 21,400
CARTER WALLACE INC COM 146285101 897 49,500 SH SOLE 49,500
CASCADE NATURAL GAS CORP COM 147339105 15 1,000 SH SOLE 1,000
CASE CORPORATION COM 14743R103 2,087 82,256 SH SOLE 82,256
CASELLA WASTE SYSTEMS CL A 147448104 169 7,500 SH SOLE 7,500
CASEY'S GENERAL STORES COM 147528103 853 57,800 SH SOLE 57,800
CASH AMERICA INT'L COM 14754D100 196 15,200 SH SOLE 15,200
CATALINA MARKETING CORP COM 148867104 3,066 35,700 SH SOLE 35,700
CATALYTICA INC. COM 148885106 348 31,600 SH SOLE 31,600
PAGE TOTAL 148,315
Page 9 of 50
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CATELLUS DEV CORP COM 149111106 602 45,000 SH SOLE 45,000
CATERPILLAR INC. COM 149123101 18,751 408,186 SH SOLE 408,186
CATHAY BANCORP COM 149150104 169 4,500 SH SOLE 4,500
CATO CORP CLASS A CL A 149205106 24 2,600 SH SOLE 2,600
CELLSTAR CORPORATION COM 150925105 685 66,000 SH SOLE 66,000
CELL PATHWAYS INC. COM 15114R101 174 23,400 SH SOLE 23,400
CENDANT CORPORATION COM 151313103 15,100 958,717 SH SOLE 958,717
CENTEX CORP. COM 152312104 1,378 41,300 SH OTHER (1) 41,300
CENTEX CORP. COM 152312104 2,474 74,122 SH SOLE 74,122
CENTIGRAM COMMUNICATIONS COM 152317103 7 700 SH SOLE 700
CENTEX CONSTRUCTION COM 15231R109 808 23,200 SH SOLE 23,200
CENTOCOR INC COM 152342101 1,684 45,600 SH SOLE 45,600
CENTRAL & SOUTH WEST CORP COM 152357109 5,441 232,143 SH SOLE 232,143
CENTRAL GARDEN & PET COM 153527106 562 33,300 SH SOLE 33,300
CENTRAL HUDSON GAS ELEC COM 153609102 756 21,100 SH SOLE 21,100
CENTRAL NEWSPAPER CL A 154647101 529 17,000 SH SOLE 17,000
CENTRAL PARKING CORP COM 154785109 935 27,100 SH SOLE 27,100
CENTRAL VERMONT PUBLIC SV COM 155771108 12 1,200 SH SOLE 1,200
CENTURA BANKS COM 15640T100 582 10,000 SH SOLE 10,000
CENTURY BUSINESS SERVICES COM 156490104 781 71,400 SH SOLE 71,400
CENTURY COMMUNICATIONS CL A 156503104 1,718 37,000 SH SOLE 37,000
CENTURY TELEPHONE ENTER COM 156686107 7,540 107,325 SH SOLE 107,325
CERIDIAN CORP COM 15677T106 6,191 169,318 SH SOLE 169,318
CERNER CORPORATION COM 156782104 580 36,100 SH SOLE 36,100
CHAMPION ENTERPRISES INC COM 158496109 562 29,000 SH SOLE 29,000
CHAMPION INTL CORP. COM 158525105 4,533 110,400 SH SOLE 110,400
CHANCELLOR MEDIA CORP-A COM 158915108 3,346 71,000 SH SOLE 71,000
CHARTER ONE FINANCIAL INC COM 160903100 2,621 90,835 SH SOLE 90,835
CHARMING SHOPPES INC. COM 161133103 428 110,500 SH SOLE 110,500
CHASE MANHATTAN CORP COM 16161A108 78,328 963,290 SH SOLE 963,290
CHATTEM INCORPORATED COM 162456107 169 5,400 SH SOLE 5,400
CHECKFREE HOLDINGS CORP. COM 162816102 1,319 31,000 SH SOLE 31,000
CHECKPOINT SYSTEMS INC COM 162825103 337 40,500 SH SOLE 40,500
CHEESECAKE FACTORY INC COM 163072101 530 22,300 SH SOLE 22,300
CHEMED COM 163596109 26 1,000 SH SOLE 1,000
CHEMFIRST INC COM 16361A106 566 24,100 SH SOLE 24,100
CHEMICAL FINANCIAL CORP COM 163731102 504 15,735 SH SOLE 15,735
CHESAPEAKE CORP COM 165159104 708 26,100 SH SOLE 26,100
CHEVRON CORPORATION COM 166751107 1,751 19,800 SH OTHER (1) 19,800
CHEVRON CORPORATION COM 166751107 65,096 736,068 SH SOLE 736,068
CHICAGO TITLE CORP COM 168228104 728 20,000 SH SOLE 20,000
CHILDREN'S PLACE STORES COM 168905107 611 22,700 SH SOLE 22,700
CHOICE HOTELS INTL INC COM 169905106 744 52,900 SH SOLE 52,900
CHIQUITTA BRANDS INTL COM 170032106 803 78,800 SH SOLE 78,800
CHIRON CORP COM 170040109 2,076 94,612 SH SOLE 94,612
CHITTENDEN CORP COM 170228100 413 15,500 SH SOLE 15,500
PAGE TOTAL 233,679
Page 10 of 50
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CHOICEPOINT INC. COM 170388102 813 16,300 SH SOLE 16,300
CHRIS-CRAFT INDS INC. COM 170520100 590 12,932 SH SOLE 12,932
CHUBB CORP COM 171232101 10,920 186,460 SH SOLE 186,460
CHURCH AND DWIGHT INC COM 171340102 925 22,700 SH SOLE 22,700
CIBER INC COM 17163B102 698 36,400 SH SOLE 36,400
CIENA CORPORATION COM 171779101 1,350 60,000 SH SOLE 60,000
CILCORP INC COM 171794100 1,003 16,700 SH SOLE 16,700
CINCINNATI BELL COM 171870108 1,499 66,800 SH SOLE 66,800
CINCINNATI FINL CORP COM 172062101 6,681 183,359 SH SOLE 183,359
CINERGY CORP COM 172474108 4,947 179,894 SH SOLE 179,894
CIRCLE INTERNATIONAL COM 172574105 73 5,000 SH SOLE 5,000
CIRCUIT CITY STORES COM 172737108 8,912 116,306 SH SOLE 116,306
CIRRUS LOGIC INC COM 172755100 465 72,900 SH SOLE 72,900
CISCO SYSTEMS INC COM 17275R102 7,001 63,900 SH OTHER (1) 63,900
CISCO SYSTEMS INC COM 17275R102 195,859 1,787,645 SH SOLE 1,787,645
CINTAS CORP COM 172908105 3,739 57,200 SH SOLE 57,200
CITIGROUP INC COM 172967101 3,762 58,900 SH OTHER (1) 58,900
CITIGROUP INC COM 172967101 163,876 2,565,575 SH SOLE 2,565,575
CITIZENS BANKING CORP MIC COM 174420109 1,067 29,650 SH SOLE 29,650
CITIZENS UTILITIES CO CL B 177342201 1,005 129,718 SH SOLE 129,718
CITRIX SYSTEMS INC COM 177376100 1,986 52,100 SH SOLE 52,100
CITY NATIONAL CORP COM 178566105 2,087 67,600 SH OTHER (1) 67,600
CITY NATIONAL CORP COM 178566105 772 25,000 SH SOLE 25,000
CLAIRE'S STORES INC. COM 179584107 1,605 53,275 SH SOLE 53,275
CLARCOR INCORPORATED COM 179895107 538 31,550 SH SOLE 31,550
CLARIFY INC. COM 180492100 568 21,300 SH SOLE 21,300
CLAYTON HOMES COM 184190106 710 64,182 SH SOLE 64,182
CLEAR CHANNEL COMMUNICATN COM 184502102 20,348 303,412 SH SOLE 303,412
CLEVELAND CLIFFS COM 185896107 453 13,300 SH SOLE 13,300
CLOROX CO COM 189054109 1,102 9,400 SH OTHER (1) 9,400
CLOROX CO COM 189054109 16,667 142,223 SH SOLE 142,223
CLOSURE MEDICAL CORP COM 189093107 486 12,800 SH SOLE 12,800
COACH USA INCORPORATED COM 18975L106 795 28,900 SH SOLE 28,900
COACHMEN INDUSTRIES INC COM 189873102 201 9,800 SH SOLE 9,800
COASTAL CORP COM 190441105 7,859 238,142 SH SOLE 238,142
COCA COLA BOTTLING COM 191098102 514 9,300 SH SOLE 9,300
COCA-COLA COMPANY COM 191216100 169,928 2,768,682 SH SOLE 2,768,682
COCA COLA ENTERPRISES COM 191219104 13,404 443,100 SH SOLE 443,100
COEUR D'ALENE MINING COM 192108108 9 2,200 SH SOLE 2,200
COGNEX CORP. COM 192422103 924 39,000 SH SOLE 39,000
COHERENT INC. COM 192479103 34 2,500 SH SOLE 2,500
COLEMAN INC COM 193559101 500 60,600 SH SOLE 60,600
COLGATE PALMOLIVE CO. COM 194162103 30,674 333,418 SH SOLE 333,418
COLONIAL BANCGROUP INC. COM 195493309 480 40,000 SH SOLE 40,000
COLTEC INDUSTIES INC COM 196879100 331 18,200 SH SOLE 18,200
PAGE TOTAL 688,161
Page 11 of 50
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COLUMBIA ENERGY GROUP COM 197648108 4,913 94,024 SH SOLE 94,024
COLUMBIA/HCA HEALTHCARE COM 197677107 13,849 731,274 SH SOLE 731,274
COMAIR HOLDINGS INC. COM 199789108 1,347 57,000 SH SOLE 57,000
COMFORT SYSTEMS COM 199908104 496 33,900 SH SOLE 33,900
COMCAST CORP CLASS A COM 200300101 1,046 17,000 SH SOLE 17,000
COMCAST SPECIAL A CL A SPL 200300200 26,202 416,317 SH SOLE 416,317
COMDISCO INC COM 200336105 1,181 66,066 SH SOLE 66,066
COMERICA INC COM 200340107 10,810 173,126 SH SOLE 173,126
COMMERCE BANCORP INC COM 200519106 1,504 36,472 SH SOLE 36,472
COMMERCE BANCSHARES COM 200525103 1,172 30,441 SH SOLE 30,441
COMMERCE GROUP INC COM 200641108 246 10,000 SH SOLE 10,000
COMMERCIAL FEDERAL CORP COM 201647104 846 36,500 SH SOLE 36,500
COMMERCIAL METALS COM 201723103 353 17,633 SH SOLE 17,633
COMMONWEALTH ENERGY COM SH BEN INT 202800108 1,032 26,800 SH SOLE 26,800
COMMONWEALTH INDUSTRIES COM 203004106 15 1,700 SH SOLE 1,700
COMMENWEALTH TELEPHONE COM 203349105 691 18,766 SH SOLE 18,766
COMMSCOPE INC. COM 203372107 2,619 125,100 SH OTHER (1) 125,100
COMMSCOPE INC. COM 203372107 1,246 59,500 SH SOLE 59,500
COMMUNITY FIRST BANKSHARE COM 203902101 1,074 53,700 SH SOLE 53,700
COMPAQ COMPUTERS COM 204493100 60,490 1,908,953 SH SOLE 1,908,953
COMPDENT CORPORATION COM 20449F103 13 1,000 SH SOLE 1,000
COMPASS BANCSHARES INC COM 20449H109 1,251 36,275 SH SOLE 36,275
COMPLETE BUSINESS COM 20452F107 294 15,000 SH SOLE 15,000
COMPUTER ASSOCIATES INTL COM 204912109 21,866 614,852 SH SOLE 614,852
COMPUSA INC COM 204932107 252 36,000 SH SOLE 36,000
COMPUTER SCIENCES CORP COM 205363104 9,721 176,146 SH SOLE 176,146
COMPUTER TASK GROUP COM 205477102 492 23,000 SH SOLE 23,000
COMPUWARE CORPORATION COM 205638109 9,772 409,300 SH SOLE 409,300
COMSAT CORPORATION COM SER 1 20564D107 926 32,000 SH SOLE 32,000
COMVERSE TECHNOLOGY COM 205862402 1,700 20,000 SH SOLE 20,000
CONAGRA INC. COM 205887102 13,746 537,736 SH SOLE 537,736
CONCENTRIC NETWORK CORP COM 20589R107 1,076 14,400 SH SOLE 14,400
CONCENTRA MANAGED CARE COM 20589T103 658 45,400 SH SOLE 45,400
COMPUTER HORIZONS CORP COM 205908106 312 28,500 SH SOLE 28,500
CONCORD COMMUNICATIONS COM 206186108 678 11,900 SH SOLE 11,900
CONCORD EFS INC. COM 206197105 1,992 72,275 SH SOLE 72,275
CONE MILLS CORPORATION COM 206814105 11 2,200 SH SOLE 2,200
CONECTIV INCORPORATED COM 206829103 885 45,700 SH SOLE 45,700
CONMED CORP COM 207410101 512 16,500 SH SOLE 16,500
CONNECTICUT ENERGY CORP COM 207567108 27 1,100 SH SOLE 1,100
CONSECO INC. COMMON COM 208464107 10,867 351,977 SH SOLE 351,977
CONS EDISON INCORPORATED COM 209115104 1,971 43,500 SH OTHER (1) 43,500
CONS EDISON INCORPORATED COM 209115104 12,229 269,891 SH SOLE 269,891
CONSOLIDATED FREIGHTWAYS COM 209232107 176 15,000 SH SOLE 15,000
CONSOLIDATED GRAPHICS COM 209341106 953 16,500 SH SOLE 16,500
PAGE TOTAL 223,510
Page 12 of 50
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VOTING AUTHORITY
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CONSOLIDATED NATL GAS COM 209615103 5,609 115,199 SH SOLE 115,199
CONSOLIDATED PAPERS COM 209759109 1,288 54,800 SH SOLE 54,800
CONSOLIDATED PRODUCTS COM 209798107 465 26,500 SH SOLE 26,500
CONSOLIDATED STORES CORP COM 210149100 4,041 133,300 SH SOLE 133,300
CONTINENTAL AIR CL B 210795308 437 11,500 SH OTHER (1) 11,500
CONTINENTAL AIR CL B 210795308 1,269 33,400 SH SOLE 33,400
COOPER CAMERON CORP COM 216640102 1,186 35,000 SH SOLE 35,000
COOPER COS INC COM NEW 216648402 23 1,500 SH SOLE 1,500
COOPER INDUSTRIES INC. COM 216669101 5,049 118,455 SH SOLE 118,455
COOPER TIRE AND RUBBER COM 216831107 1,594 86,764 SH SOLE 86,764
COORS ADOLPH CO. CL B CL B 217016104 2,834 52,477 SH SOLE 52,477
COPART COM 217204106 384 18,500 SH SOLE 18,500
CORDANT TECH COM 218412104 565 14,200 SH SOLE 14,200
CORN PRODUCTS INTL. COM 219023108 874 36,500 SH SOLE 36,500
CORNING INCORPORATED COM 219350105 15,971 266,182 SH SOLE 266,182
CORPORATE EXPRESS INC. COM 219888104 494 95,200 SH SOLE 95,200
CORUS INDUSTRIES COM 220873103 543 16,900 SH SOLE 16,900
COSTCO COMPANIES COM 22160Q102 22,886 249,948 SH SOLE 249,948
COULTER PHARMACEUTICAL COM 222116105 174 8,000 SH SOLE 8,000
COUNTRYWIDE CREDIT COM 222372104 4,605 122,809 SH SOLE 122,809
COVANCE INC COM 222816100 2,055 82,000 SH SOLE 82,000
COVENTRY HEALTH CARE CORP COM 222862104 508 67,700 SH SOLE 67,700
COX COMMUNICATIONS CL A 224044107 10,535 139,306 SH SOLE 139,306
COX RADIO INC CLASS A CL A 224051102 231 4,500 SH SOLE 4,500
CRANE CO. COM 224399105 1,790 74,019 SH SOLE 74,019
CREDENCE SYSTEMS CORP COM 225302108 513 23,950 SH SOLE 23,950
CREDIT ACCEPTANCE CORP COM 225310101 57 10,000 SH SOLE 10,000
CREE RESEARCH INC COM 225447101 577 12,300 SH SOLE 12,300
CROMPTON AND KNOWLES COM 227111101 662 42,000 SH SOLE 42,000
CROSS COMPANY CL A 227478104 10 1,400 SH SOLE 1,400
CROSS TIMBERS OIL CO. COM 227573102 344 48,725 SH SOLE 48,725
CROWN CORK & SEAL INC COM 228255105 3,621 126,768 SH SOLE 126,768
CULLEN FROST BANKERS COM 229899109 412 8,600 SH SOLE 8,600
CUMMINS ENGINE INC. COM 231021106 1,763 49,580 SH SOLE 49,580
CURATIVE HEALTH SERVICES COM 231264102 156 13,600 SH SOLE 13,600
CURTISS-WRIGHT COM 231561101 155 5,000 SH SOLE 5,000
CUSTOMTRACKS CORP COM 232046102 24 1,600 SH SOLE 1,600
CYBEX CORP COM 232522102 135 7,500 SH SOLE 7,500
CYMER INC. COM 232572107 654 32,900 SH SOLE 32,900
CYPRESS SEMICONDUCTOR COM 232806109 921 102,300 SH SOLE 102,300
CYPRUS AMAX MINERALS CO COM 232809103 1,754 144,695 SH SOLE 144,695
CYRK INTERNATIONAL INC COM 232817106 10 1,300 SH SOLE 1,300
CYTEC INDUSTRIES INC. COM 232820100 884 39,600 SH SOLE 39,600
CYTYC CORP COM 232946103 280 20,200 SH SOLE 20,200
DII GROUP INC COM 232949107 799 27,300 SH SOLE 27,300
PAGE TOTAL 99,141
Page 13 of 50
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VOTING AUTHORITY
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DBT ONLINE INC COM 233044106 495 19,900 SH SOLE 19,900
DPL INC. COM 233293109 1,374 83,275 SH SOLE 83,275
DQE INC COM 23329J104 1,690 44,050 SH SOLE 44,050
D R HORTON INC COM 23331A109 585 34,900 SH SOLE 34,900
DST SYSTEMS INC COM 233326107 2,740 45,624 SH SOLE 45,624
DSP COMMUNICATIONS INC COM 23332K106 697 43,900 SH SOLE 43,900
DTE ENERGY COMPANY COM 233331107 6,135 159,603 SH SOLE 159,603
DAIN RAUSCHER CORPORATION COM 233856103 486 14,300 SH SOLE 14,300
DAL-TILE INTL INC COM 23426R108 533 58,800 SH SOLE 58,800
DALLAS SEMICONDUCTOR CORP COM 235204104 691 17,900 SH SOLE 17,900
DAMARK INTL INC. CL A 235691102 6 700 SH SOLE 700
DAMES & MOORE GROUP COM 235713104 21 1,900 SH SOLE 1,900
DANA CORP. COM 235811106 6,692 176,117 SH SOLE 176,117
DANAHER CORP COM 235851102 7,602 145,500 SH SOLE 145,500
DANIEL INDUSTRIES DEL COM 236235107 26 1,700 SH SOLE 1,700
DARDEN RESTAURANTS INC COM 237194105 1,207 58,500 SH OTHER (1) 58,500
DARDEN RESTAURANTS INC COM 237194105 2,989 144,920 SH SOLE 144,920
DATA BROADCASTING COM 237596101 409 29,500 SH SOLE 29,500
DATA GENERAL CORP. COM 237688106 671 66,300 SH SOLE 66,300
DATA PROCESSING RES COM 237823109 82 6,000 SH SOLE 6,000
DATASCOPE CORP COM 238113104 518 19,200 SH SOLE 19,200
DAYTON HUDSON CORP COM 239753106 33,693 505,710 SH SOLE 505,710
DEAN FOODS COMPANY COM 242361103 753 21,150 SH SOLE 21,150
DEERE & CO COM 244199105 10,457 270,727 SH SOLE 270,727
DELL COMPUTER CORP COM 247025109 3,973 97,200 SH OTHER (1) 97,200
DELL COMPUTER CORP COM 247025109 116,707 2,855,228 SH SOLE 2,855,228
DELPHI FINANCIAL GRP CL A 247131105 896 26,453 SH SOLE 26,453
DELTA & PINE LAND CO COM 247357106 461 15,000 SH SOLE 15,000
DELTA AIRLINES INC COM 247361108 11,656 167,706 SH SOLE 167,706
DELTA WOODSIDE IND. INC. COM 247909104 13 2,600 SH SOLE 2,600
DELUXE CORP COM 248019101 2,664 91,472 SH SOLE 91,472
DENDRITE INTERNATIONAL COM 248239105 475 21,300 SH SOLE 21,300
DENTSPLY INT'L INC COM 249030107 419 18,000 SH SOLE 18,000
DEPARTMENT 56 INC. COM 249509100 590 19,400 SH SOLE 19,400
DETROIT DIESEL CORP COM 250837101 673 29,900 SH SOLE 29,900
DEVON ENERGY CORP COM 251799102 907 32,900 SH SOLE 32,900
DEVRY INC COM 251893103 3,236 111,600 SH SOLE 111,600
DEXTER CORP COM 252165105 838 26,600 SH SOLE 26,600
DIAGNOSTIC PRODUCTS CORP COM 252450101 206 8,500 SH SOLE 8,500
DIAL CORPORATION COM 25247D101 2,238 65,100 SH SOLE 65,100
DIALOGIC CORPORATION COM 252499108 49 1,600 SH SOLE 1,600
DIAMOND OFFSHORE DRILL COM 25271C102 2,935 92,800 SH SOLE 92,800
DIEBOLD INC. COM 253651103 860 35,818 SH SOLE 35,818
DIGI INTERNATIONAL INC COM 253798102 10 1,500 SH SOLE 1,500
DIGITAL MICROWAVE COM 253859102 599 71,500 SH SOLE 71,500
PAGE TOTAL 230,959
Page 14 of 50
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DIGITAL RIVER. COM 25388B104 688 17,200 SH SOLE 17,200
DILLARDS INC CLASS A CL A 254067101 3,112 122,633 SH SOLE 122,633
DIME BANCORP INC. COM 25429Q102 1,621 69,926 SH SOLE 69,926
DIMON INCORPORATED COM 254394109 18 4,600 SH SOLE 4,600
DIONEX CORP. COM 254546104 898 23,800 SH SOLE 23,800
DISCOUNT AUTO PARTS INC COM 254642101 254 11,800 SH SOLE 11,800
WALT DISNEY CO COM 254687106 72,260 2,321,614 SH SOLE 2,321,614
DIXIE GROUP INC CL A 255519100 9 1,200 SH SOLE 1,200
DOCUMENTUM INCORPORATED COM 256159104 336 19,400 SH SOLE 19,400
DOLE FOOD COMPANY COM 256605106 687 23,100 SH SOLE 23,100
DOLLAR GENERAL STORES COM 256669102 6,748 198,463 SH SOLE 198,463
DOLLAR TREE STORES COM 256747106 835 27,000 SH SOLE 27,000
DOMINION RESOURCES COM 257470104 8,002 216,638 SH SOLE 216,638
DONALDSON CO INC COM 257651109 844 46,900 SH SOLE 46,900
DONALDSON LUFKIN & JEN COM 257661108 4,297 61,600 SH SOLE 61,600
DONNELLEY R R & SONS COM 257867101 4,635 144,006 SH SOLE 144,006
DOVER CORP COM 260003108 8,458 257,265 SH SOLE 257,265
DOW CHEMICAL CO COM 260543103 23,034 247,176 SH SOLE 247,176
DOW JONES & CO INC COM 260561105 4,974 105,400 SH SOLE 105,400
DOWNEY FINANCIAL CORP COM 261018105 644 35,171 SH SOLE 35,171
DRESS BARN INC COM 261570105 422 30,400 SH SOLE 30,400
DREYER'S GRAND ICE CREAM COM 261878102 409 31,600 SH SOLE 31,600
DUPONT E I DE NEMOURS COM 263534109 1,097 18,900 SH OTHER (1) 18,900
DUPONT E I DE NEMOURS COM 263534109 74,364 1,280,762 SH SOLE 1,280,762
DUKE ENERGY CORP COM 264399106 22,337 408,919 SH SOLE 408,919
DUN & BRADSTREET COM 26483B106 7,601 213,356 SH SOLE 213,356
DUPONT PHOTOMASKS INC COM 26613X101 670 16,900 SH SOLE 16,900
DURA PHARMACEUTICALS COM 26632S109 667 47,200 SH SOLE 47,200
DYCOM INDS INC COM 267475101 887 20,400 SH SOLE 20,400
DYNEGY INC COM 26816L102 1,209 86,000 SH SOLE 86,000
EG & G INC COM 268457108 1,242 47,096 SH SOLE 47,096
EMC CORPORATION COM 268648102 72,170 564,931 SH SOLE 564,931
ENSCO INTERNATIONAL INC COM 26874Q100 1,065 80,000 SH OTHER (1) 80,000
ENSCO INTERNATIONAL INC COM 26874Q100 703 52,800 SH SOLE 52,800
ETEC SYSTEMS COM 26922C103 801 27,200 SH SOLE 27,200
E'TOWN CORP COM 269242103 185 4,600 SH SOLE 4,600
E*TRADE GROUP COM 269246104 3,266 56,000 SH SOLE 56,000
EAGLE HARDWARE & GARDEN COM 26959B101 1,371 35,900 SH SOLE 35,900
EAGLE USA AIRFREIGHT COM 270018104 683 21,000 SH SOLE 21,000
EARTHGRAINS COMPANY COM 270319106 768 34,600 SH SOLE 34,600
EARTHLINK NETWORK INC COM 270322100 1,200 20,000 SH SOLE 20,000
EASTERN ENTERPRISES COM 27637F100 1,533 42,143 SH SOLE 42,143
EASTERN UTILITIES ASSOC COM 277173100 730 25,800 SH SOLE 25,800
EASTMAN CHEMICAL CO COM 277432100 4,042 96,089 SH SOLE 96,089
EASTMAN KODAK COMPANY COM 277461109 23,249 363,981 SH SOLE 363,981
EATON CORP COM 278058102 6,218 86,961 SH SOLE 86,961
EATON VANCE CORP COM NONVTG 278265103 857 42,600 SH SOLE 42,600
PAGE TOTAL 372,098
Page 15 of 50
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ECOLAB INC COM 278865100 5,249 147,870 SH SOLE 147,870
EDISON INTERNATIONAL COM 281020107 8,749 393,229 SH SOLE 393,229
EDUCATION MGMT CORP COM 28139T101 916 29,800 SH SOLE 29,800
J.D. EDWARDS & COMPANY COM 281667105 537 45,000 SH SOLE 45,000
EDWARDS(A.G.) INC. COM 281760108 1,400 42,843 SH SOLE 42,843
EGG HEAD INC COM 282330109 429 23,600 SH SOLE 23,600
EL PASO ELECTRIC COMPANY COM NEW 283677854 534 70,000 SH SOLE 70,000
EL PASO ENERGY CORP COM 283905107 2,163 66,168 SH SOLE 66,168
ELCOR CORPORATION COM 284443108 246 7,000 SH SOLE 7,000
ELECTRO RENT CORPORATION COM 285218103 214 23,400 SH SOLE 23,400
ELECTRO SCIENTIFIC INDS COM 285229100 660 14,200 SH SOLE 14,200
ELECTROGLAS INC COM 285324109 23 1,800 SH SOLE 1,800
ELECTRONIC ARTS INC. COM 285512109 1,444 30,400 SH SOLE 30,400
ELECTRONIC DATA SYSTEMS COM 285661104 27,275 560,200 SH SOLE 560,200
ELECTRONICS FOR IMAGING COM 286082102 3,561 91,300 SH SOLE 91,300
EMERSON ELECTRIC CO. COM 291011104 25,835 488,026 SH SOLE 488,026
EMMIS COMMUNICATIONS CORP CL A 291525103 600 12,000 SH SOLE 12,000
EMPIRE DISTRICT ELECTRIC COM 291641108 210 9,200 SH SOLE 9,200
ENERGEN CORP COM 29265N108 535 35,800 SH SOLE 35,800
ENERGY EAST CORPORATION COM 29266M109 1,756 33,400 SH SOLE 33,400
ENGELHARD CORP COM 292845104 515 30,400 SH OTHER (1) 30,400
ENGELHARD CORP COM 292845104 2,656 156,788 SH SOLE 156,788
ENGINEERING ANIMAT. INC. COM 292872108 404 9,600 SH SOLE 9,600
ENESCO GROUP INCORPORATED COM 292973104 329 18,200 SH SOLE 18,200
ENHANCE FINANCIAL SVCS GP COM 293310108 910 40,000 SH SOLE 40,000
ENRON CORP COM 293561106 24,640 383,508 SH SOLE 383,508
ENRON OIL & GAS COM 293562104 1,377 82,800 SH SOLE 82,800
ENTERGY CORP COM 29364G103 7,855 285,625 SH SOLE 285,625
ENZON INC COM 293904108 504 34,200 SH SOLE 34,200
EQUIFAX INC COM 294429105 5,494 159,815 SH SOLE 159,815
EQUITABLE COMPANIES INC COM 29444G107 8,267 118,100 SH SOLE 118,100
EQUITABLE RESOURCES COM 294549100 886 34,000 SH SOLE 34,000
ERIE INDEMNITY CO-CL A CL A 29530P102 1,100 40,000 SH SOLE 40,000
ESTERLINE TECHNOLOGIES COM 297425100 44 3,400 SH SOLE 3,400
ETHAN ALLEN INTERIORS INC COM 297602104 1,101 26,500 SH SOLE 26,500
ETHYL CORP COM 297659104 394 92,700 SH SOLE 92,700
EVEREN CAPITAL CORP COM 299761106 747 38,200 SH SOLE 38,200
EVEREST REINSURANCE HLDGS COM 299808105 967 31,000 SH SOLE 31,000
EXABYTE COM 300615101 10 2,200 SH SOLE 2,200
EXCEL SWITCHING CORP. COM 30067V108 315 15,000 SH SOLE 15,000
EXCITE INC COM 300904109 5,880 42,000 SH SOLE 42,000
EXECUTIVE RISK INC. COM 301586103 951 13,400 SH SOLE 13,400
EXIDE CORPORATION COM 302051107 254 22,800 SH SOLE 22,800
EXPEDITORS INTL WASH INC COM 302130109 1,593 29,500 SH SOLE 29,500
EXPRESS SCRIPTS INC CL A CL A 302182100 4,572 53,200 SH SOLE 53,200
EXTENED STAY AMER. INC. COM 30224P101 893 87,700 SH SOLE 87,700
PAGE TOTAL 154,995
Page 16 of 50
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EXXON CORP COM 302290101 1,552 22,000 SH OTHER (1) 22,000
EXXON CORP COM 302290101 194,588 2,757,669 SH SOLE 2,757,669
F&M BANK CORP COM 302371109 248 7,500 SH SOLE 7,500
F&M NATIONAL CORPORATION COM 302374103 613 25,555 SH SOLE 25,555
FBL FINANCIAL GROUP CL A CL A 30239F106 628 35,400 SH SOLE 35,400
FMC CORP COM 302491303 1,821 36,878 SH SOLE 36,878
FNB CORPORATION/PA COM 302520101 434 18,860 SH SOLE 18,860
FPIC INSURANCE GROUP COM 302563101 208 5,000 SH SOLE 5,000
FPL GROUP INC COM 302571104 10,851 203,780 SH SOLE 203,780
F.Y.I. INC. COM 302712104 419 13,100 SH SOLE 13,100
FACTSET RESEARCH SYS INC COM 303075105 597 13,800 SH SOLE 13,800
FAIR ISAAC & CO. COM 303250104 545 14,700 SH SOLE 14,700
FAIRFIELD COMMUNITIES COM PAR $0.01 304231301 463 51,800 SH SOLE 51,800
FAMILY DOLLAR STORES COM 307000109 3,209 139,500 SH SOLE 139,500
FORT JAMES CORPORATION COM 30701A106 209 28,150 SH SOLE 28,150
FASTENAL CO COM 311900104 1,041 29,700 SH SOLE 29,700
FDX CORP COM 31304N107 16,196 174,504 SH SOLE 174,504
FEDDERS CORPORATION COM 313135105 20 4,000 SH SOLE 4,000
FREDDIE MAC COM 313400301 1,799 31,500 SH OTHER (1) 31,500
FREDDIE MAC COM 313400301 43,555 762,452 SH SOLE 762,452
FEDERAL-MOGUL CORP COM 313549107 1,458 33,900 SH SOLE 33,900
FANNIE MAE COM 313586109 1,475 21,300 SH OTHER (1) 21,300
FANNIE MAE COM 313586109 81,550 1,177,617 SH SOLE 1,177,617
FEDERAL SIGNAL CORP COM 313855108 313 15,000 SH SOLE 15,000
FEDERATED DEPT STORES COM 31410H101 9,431 235,037 SH SOLE 235,037
FERRO CORP COM 315405100 1,030 41,600 SH SOLE 41,600
FIDELITY NATL FINL INC. COM 316326107 491 32,710 SH SOLE 32,710
FIFTH THIRD BANK COM 316773100 20,523 311,251 SH SOLE 311,251
FILENET CORP COM 316869106 264 37,700 SH SOLE 37,700
FINANCIAL FEDERAL CORP COM 317492106 143 7,500 SH SOLE 7,500
FINANCIAL SEC ASSURANCE COM 31769P100 893 18,000 SH SOLE 18,000
FINOVA GROUP INC COM 317928109 1,904 36,700 SH SOLE 36,700
FIRST AMER FINACIAL CORP. COM 318522307 474 30,000 SH SOLE 30,000
FIRST BANCORP/PUERTO RICO COM 318672102 657 27,300 SH SOLE 27,300
FIRST AMERICAN CORP. TN COM 318900107 2,400 65,086 SH SOLE 65,086
FIRST CITIZENS BCSHS CL A 31946M103 851 10,500 SH SOLE 10,500
FIRST COMMONWEALTH COM 319829107 516 24,300 SH SOLE 24,300
FIRST DATA CORP. COM 319963104 20,991 491,029 SH SOLE 491,029
FIRST FINANCIAL BANCORP COM 320209109 897 41,230 SH SOLE 41,230
FIRSRT FINL BANKSHARES COM 32020R109 107 3,300 SH SOLE 3,300
FIRST FIN CORP/INDIANA COM 320218100 304 7,300 SH SOLE 7,300
FIRST MID WEST BANC/IL COM 320867104 1,064 28,000 SH SOLE 28,000
FIRST HEALTH GROUP CORP. COM 320960107 893 55,600 SH SOLE 55,600
FIRST SECURITY CORP. COM 336294103 1,789 92,627 SH SOLE 92,627
FIRST SENTINEL BANCORP COM 33640T103 426 53,262 SH SOLE 53,262
PAGE TOTAL 429,840
Page 17 of 50
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FIRST SOURCE CORP COM 336901103 671 22,542 SH SOLE 22,542
FIRST TENN NATL CORP COM 337162101 2,659 72,600 SH SOLE 72,600
FIRST UNION CORP COM 337358105 60,194 1,126,431 SH SOLE 1,126,431
FIRST UNITED BANCSHARES COM 33741E104 243 17,500 SH SOLE 17,500
FIRST VIRGINIA BANKS INC COM 337477103 1,125 24,625 SH SOLE 24,625
FIRSTAR CORP COM 33763V109 23,497 262,540 SH SOLE 262,540
FISERV INC COM 337738108 2,170 40,462 SH SOLE 40,462
FIRSTFED FINANCIAL CORP COM 337907109 398 24,800 SH SOLE 24,800
FIRSTMERIT CORP COM 337915102 1,205 46,800 SH SOLE 46,800
FLAGSTAR BANCORP COM 337930101 265 10,000 SH SOLE 10,000
FIRSTENERGY CORPORATION COM 337932107 908 32,500 SH OTHER (1) 32,500
FIRSTENERGY CORPORATION COM 337932107 7,241 259,196 SH SOLE 259,196
FLEET FINANCIAL GROUP COM 338915101 1,806 48,000 SH OTHER (1) 48,000
FLEET FINANCIAL GROUP COM 338915101 23,713 630,242 SH SOLE 630,242
FLEETWOOD ENTERPRISES COM 339099103 1,327 46,375 SH SOLE 46,375
FLEMING CO COM 339130106 427 49,900 SH SOLE 49,900
FLORIDA EAST COAST INDS. COM 340632108 1,311 43,800 SH SOLE 43,800
FLORIDA PROGRESS CORP COM 341109106 1,903 50,400 SH SOLE 50,400
FLORIDA ROCK INDUSTRIES COM 341140101 833 24,400 SH SOLE 24,400
FLOW INTL CORP COM 343468104 16 1,600 SH SOLE 1,600
FLOWERS INDUSTRIES COM 343496105 1,170 47,500 SH SOLE 47,500
FLOWSERVE CORPORATION COM 34354P105 679 43,634 SH SOLE 43,634
FLUOR CORP COM 343861100 2,292 84,875 SH SOLE 84,875
FOODMAKER INC COM 344839204 1,127 44,200 SH SOLE 44,200
FOOTSTAR INC COM 344912100 854 26,700 SH SOLE 26,700
FORD MOTOR COMPANY COM 345370100 2,894 51,000 SH OTHER (1) 51,000
FORD MOTOR COMPANY COM 345370100 78,088 1,375,995 SH SOLE 1,375,995
FORE SYSTEMS INCORPORATED COM 345449102 915 48,400 SH SOLE 48,400
FOREMOST CORP OF AMERICA COM 345469100 656 32,600 SH SOLE 32,600
FOREST CITY ENTERPRISES CL A 345550107 830 34,300 SH SOLE 34,300
FOREST LABS INC CL A 345838106 2,323 41,200 SH SOLE 41,200
FOREST OIL CORP COM 346091606 386 51,400 SH SOLE 51,400
FORRESTER RESEARCH COM 346563109 122 4,000 SH SOLE 4,000
FORT JAMES CORPORATION COM 347471104 7,836 247,295 SH SOLE 247,295
FORTUNE BRANDS INC COM 349631101 7,693 198,858 SH SOLE 198,858
FOSSIL INCORPORATED COM 349882100 602 20,200 SH SOLE 20,200
FOSTER WHEELER CORP COM 350244109 699 57,685 SH SOLE 57,685
FOUNDATION HEALTH SYSTEMS COM 350404109 558 45,760 SH SOLE 45,760
FRANKLIN COVEY CO COM 353469109 249 27,700 SH SOLE 27,700
FRANKLIN ELECTRIC CO INC COM 353514102 416 6,400 SH SOLE 6,400
FRANKLIN RESOURCES INC COM 354613101 7,878 280,100 SH SOLE 280,100
FREEPORT-MCMORAN SER B CL B 35671D857 2,035 187,109 SH SOLE 187,109
FREMONT GENERAL CORP COM 357288109 625 32,800 SH SOLE 32,800
FRESH DEL MONTE PRODUCE ORD G36738105 807 43,500 SH SOLE 43,500
FRITZ COMPANIES INC COM 358846103 298 43,400 SH SOLE 43,400
FRONTIER CORPORATION COM 35906P105 9,929 191,393 SH SOLE 191,393
PAGE TOTAL 263,872
Page 18 of 50
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FRONTIER FINANCIAL CORP COM 35907K105 250 10,000 SH SOLE 10,000
FRONTIER INS GROUP INC COM 359081106 527 44,385 SH SOLE 44,385
FROZEN FOOD EXPRESS IND. COM 359360104 11 1,700 SH SOLE 1,700
FRUIT OF THE LOOM LTD ORD CL A G3682L105 1,080 104,053 SH SOLE 104,053
FULLER COM 359694106 919 15,600 SH SOLE 15,600
FULTON FIN CORP COM 360271100 946 41,250 SH SOLE 41,250
FUND AMERICAN COS COM 360768105 853 6,409 SH SOLE 6,409
FURNITURE BRANDS INTL INC COM 360921100 575 26,000 SH SOLE 26,000
G&K SERVICES INC. CL A 361268105 1,069 23,150 SH SOLE 23,150
GATX CORP COM 361448103 626 19,000 SH SOLE 19,000
GBC BANCORP COM 361475106 240 16,000 SH SOLE 16,000
GC COMPANIES INC. COM 36155Q109 25 800 SH SOLE 800
GPU INC COM 36225X100 5,539 148,452 SH SOLE 148,452
GTE CORP COM 362320103 66,157 1,093,498 SH SOLE 1,093,498
GT INTERACTIVE SOTF. COM 36236E109 347 75,000 SH SOLE 75,000
GALEY AND LORD INC COM 36352K103 6 1,300 SH SOLE 1,300
GALILEO INTERNATIONAL INC COM 363547100 2,419 50,000 SH SOLE 50,000
ARTHUR J. GALLEGHER COM 363576109 879 19,100 SH SOLE 19,100
GANNETT CO COM 364730101 20,348 322,992 SH SOLE 322,992
GAP INC COM 364760108 5,912 87,825 SH OTHER (1) 87,825
GULFSTREAM AEROSPACE CORP. COM 364760108 43,220 642,085 SH SOLE 642,085
GARDNER DENVER MACHINERY COM 365558105 27 1,700 SH SOLE 1,700
GARTNER GROUP INC CLASS A COM 366651107 1,133 50,200 SH SOLE 50,200
GATEWAY 2000 INC COM 367833100 12,067 176,000 SH SOLE 176,000
GAYLORD ENTERTAINMENT COM 367905106 841 34,700 SH SOLE 34,700
GELTEX PHARM. INC. COM 368538104 113 8,000 SH SOLE 8,000
GENCORP INCORPORATED COM 368682100 790 43,900 SH SOLE 43,900
GENENTECH-SPECIAL COMMON COM SPL 368710307 6,425 72,500 SH SOLE 72,500
GENERAL BINDING CORP. COM 369154109 402 15,500 SH SOLE 15,500
GENERAL CABLE CORP COM 369300108 356 33,700 SH SOLE 33,700
GENERAL COMMUNICATION CL A 369385109 23 5,100 SH SOLE 5,100
GENERAL DYNAMICS CORP COM 369550108 1,407 21,900 SH OTHER (1) 21,900
GENERAL DYNAMICS CORP COM 369550108 9,404 146,362 SH SOLE 146,362
GENERAL ELECTRIC CO. COM 369604103 6,206 56,100 SH OTHER (1) 56,100
GENERAL ELECTRIC CO. COM 369604103 408,686 3,694,340 SH SOLE 3,694,340
GENERAL INSTRUMENT CORP COM 370120107 4,410 145,500 SH OTHER (1) 145,500
GENERAL INSTRUMENT CORP COM 370120107 5,747 189,608 SH SOLE 189,608
GENERAL MILLS INC COM 370334104 2,373 31,400 SH OTHER (1) 31,400
GENERAL MILLS INC COM 370334104 12,827 169,759 SH SOLE 169,759
GENERAL MOTORS CORP COM 370442105 63,916 735,723 SH SOLE 735,723
GENERAL MOTORS-CLASS H CL H NEW 370442832 2,673 53,000 SH SOLE 53,000
GENERAL NUTRITION COM 37047F103 874 62,400 SH SOLE 62,400
GENTEX CORP COM 371901109 2,616 121,300 SH SOLE 121,300
GENESIS HEALTH VENTURES COM 371912106 18 3,700 SH SOLE 3,700
GENESYS TELECOM COM 371931106 333 22,100 SH SOLE 22,100
GENRAD COM 372447102 459 31,900 SH SOLE 31,900
GENSIA SICOR INC COM 372450106 253 90,000 SH SOLE 90,000
PAGE TOTAL 696,327
Page 19 of 50
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GENUINE PARTS CO COM 372460105 5,928 205,751 SH SOLE 205,751
GEON COMPANY COM 37246W105 598 26,300 SH SOLE 26,300
GENZYME - GENERAL DIVISION COM 372917104 2,209 43,800 SH SOLE 43,800
GEORGIA GULF CORP COM 373200203 377 33,700 SH SOLE 33,700
GEORGIA-PACIFIC GROUP COM 373298108 7,766 104,591 SH SOLE 104,591
GEORGIA PAC.-TIMBER GROUP COM-TIMBER GRP 373298702 1,122 50,000 SH SOLE 50,000
GEOTEL COMMUNICATIONS COM 373656107 1,129 24,600 SH SOLE 24,600
GERBER SCIENTIFIC INC. COM 373730100 567 28,100 SH SOLE 28,100
GETCHELL GOLD CORPORATION COM 374265106 1,007 38,471 SH SOLE 38,471
GIBSON GREETINGS INC COM 374827103 12 1,600 SH SOLE 1,600
GILEAD SCIENCES INC COM 375558103 910 20,000 SH SOLE 20,000
GILLETTE COMPANY COM 375766102 74,187 1,248,148 SH SOLE 1,248,148
GLATFELTER P.H. CO COM 377316104 516 46,100 SH SOLE 46,100
GLOBAL DIRECTMAIL COM 379321102 720 43,000 SH SOLE 43,000
GLOBAL INDUSTRIES TECH COM 379335102 37 3,500 SH SOLE 3,500
GLOBAL INDUSTRIES LMTD COM 379336100 843 83,300 SH SOLE 83,300
GLOBAL MARINE INC COM 379352404 817 69,500 SH SOLE 69,500
GOLDEN STATE BANCORP INC COM 381197102 1,647 74,000 SH SOLE 74,000
GOLDEN WEST FINANCIAL COM 381317106 6,391 66,919 SH SOLE 66,919
GOODRICH B F CO COM 382388106 2,848 83,013 SH SOLE 83,013
GOODYEAR TIRE & RUBR COM 382550101 8,763 175,926 SH SOLE 175,926
GOODYS FAMILY CLOTHING COM 382588101 49 3,500 SH SOLE 3,500
GOTTSCHALKS COM 383485109 9 1,300 SH SOLE 1,300
W.R. GRACE & COMPANY-NEW COM 38388F108 999 82,352 SH SOLE 82,352
GRACO INC. COM 384109104 517 23,437 SH SOLE 23,437
GRAINGER (W.W.) INC. COM 384802104 4,591 106,608 SH SOLE 106,608
GRANITE CONSTRUCTION INC. COM 387328107 684 29,250 SH SOLE 29,250
GREAT ATLANTIC & PAC COM 390064103 650 21,680 SH SOLE 21,680
GREAT LAKES CHEMICAL COM 390568103 2,426 66,025 SH SOLE 66,025
GREAT PLAINS SOFTWARE COM 39119E105 534 13,800 SH SOLE 13,800
GREEN MOUNTAIN POWER COM 393154109 5 500 SH SOLE 500
GREENPOINT FIN'L CORP COM 395384100 1,835 52,800 SH SOLE 52,800
GREIF BROTHERS CORP CL A 397624107 579 26,300 SH SOLE 26,300
GREY ADVERTISING COM 397838103 208 600 SH SOLE 600
GRIFFON CORP COM 398433102 20 2,900 SH SOLE 2,900
GROUP ONE AUTOMOTIVE COM 398905109 432 17,600 SH SOLE 17,600
GROUP MAINT AMERICA COM 39943E107 171 15,000 SH SOLE 15,000
GTECH HOLDINGS CORP COM 400518106 921 37,800 SH SOLE 37,800
GUIDANT CORPORATION COM 401698105 4,634 76,600 SH OTHER (1) 76,600
GUIDANT CORPORATION COM 401698105 20,418 337,492 SH SOLE 337,492
GUILFORD MILLS INC. COM 401794102 269 30,700 SH SOLE 30,700
GUITAR CENTER INC COM 402040109 396 19,400 SH SOLE 19,400
GULFSTREAM AERO CORP COM 402734107 1,518 35,000 SH SOLE 35,000
GYMBOREE CORPORATION COM 403777105 22 2,500 SH SOLE 2,500
HMT TECHNOLOGY COM 403917107 177 50,500 SH SOLE 50,500
HCC INSURANCE HOLDING CO COM 404132102 923 47,950 SH SOLE 47,950
PAGE TOTAL 161,381
Page 20 of 50
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VOTING AUTHORITY
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HCR MANOR CARE COM 404134108 2,433 106,633 SH SOLE 106,633
HNC SOFTWARE COM 40425P107 979 29,900 SH SOLE 29,900
HSB GROUP INC COM 40428N109 557 15,000 SH SOLE 15,000
HS RESOURCESINC COM 404297103 18 2,000 SH SOLE 2,000
HUBCO INC. COM 404382103 738 22,000 SH SOLE 22,000
HA LO INDUSTRIES COM 404429102 662 53,775 SH SOLE 53,775
HADCO CORP COM 404681108 491 15,600 SH SOLE 15,600
HAEMONETICS CORPORATION COM 405024100 383 24,400 SH SOLE 24,400
HAGGAR CORPORATION COM 405173105 9 900 SH SOLE 900
HAIN FOOD GROUP INC COM 405219106 116 7,000 SH SOLE 7,000
HALLIBURTON CO COM 406216101 19,090 495,835 SH SOLE 495,835
HALTER MARINE GROUP INC. COM 40642Y105 18 3,100 SH SOLE 3,100
HAMBRECHT AND QUIST COM 406545103 961 27,700 SH SOLE 27,700
HANCOCK FABRICS INC COM 409900107 14 2,200 SH SOLE 2,200
HANCOSK HOLDING CO COM 410120109 490 10,645 SH SOLE 10,645
HANDLEMAN CO DEL COM 410252100 201 15,000 SH SOLE 15,000
HANGER ORTHOPEDIC COM NEW 41043F208 122 9,000 SH SOLE 9,000
HANNA COMPANY COM 410522106 580 45,300 SH SOLE 45,300
HANNAFORD BROS CO COM 410550107 1,286 28,300 SH SOLE 28,300
HANOVER COMPRESSOR COM 410768105 692 26,100 SH SOLE 26,100
HANOVER DIRECT INC COM 410783104 695 247,000 SH SOLE 247,000
HARBINGER CORP COM 41145C103 30 4,400 SH SOLE 4,400
HARCOURT GENERAL INC COM 41163G101 3,459 78,048 SH SOLE 78,048
HARBOR FLORIDA BANCSHARES COM 411901101 191 15,000 SH SOLE 15,000
JOHN HARLAND COM 412693103 520 40,200 SH SOLE 40,200
HARLEY DAVIDSON INC COM 412822108 4,681 81,400 SH SOLE 81,400
HARLEYSVILLE GROUP INC. COM 412824104 632 32,600 SH SOLE 32,600
HARMAN INTERNATIONAL COM 413086109 812 22,100 SH SOLE 22,100
HARNISCHFEGER INDUS COM 413345109 338 59,503 SH SOLE 59,503
HARRAH'S ENTERTAINMENT COM 413619107 2,825 148,211 SH SOLE 148,211
HARRIS CORP DEL COM 413875105 2,306 80,566 SH SOLE 80,566
HARRIS FINANCIAL INC COM 414541102 452 37,500 SH SOLE 37,500
HARSCO CORP COM 415864107 373 14,800 SH SOLE 14,800
HARTE-HANKS INC COM 416196103 1,048 38,200 SH SOLE 38,200
HARTFORD FINANCIAL SVCS COM 416515104 14,578 256,592 SH SOLE 256,592
HARTFORD LIFE CLASS A CL A 416592103 2,536 46,100 SH SOLE 46,100
HARTMARX CORP COM 417119104 18 3,600 SH SOLE 3,600
HASBRO INC COM 418056107 6,129 211,809 SH SOLE 211,809
HAUSER CHEMICAL RES COM NEW 419141304 2 700 SH SOLE 700
HAWAIIAN ELECTRIC INDS COM 419870100 803 22,900 SH SOLE 22,900
HAYES LEMMERZ COM 420781106 639 27,200 SH SOLE 27,200
HEALTHSOUTH CORPORATION COM 421924101 4,843 466,805 SH SOLE 466,805
HEALTH MANAGEMENT ASSOC CL A 421933102 1,440 118,128 SH SOLE 118,128
HEALTHCARE FINANCIAL COM 42219W108 340 13,000 SH SOLE 13,000
HEARST-ARGYLE TELEVISION COM 422317107 675 27,417 SH SOLE 27,417
PAGE TOTAL 80,201
Page 21 of 50
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HEARTLAND EXPRESS COM 422347104 502 33,047 SH SOLE 33,047
HECLA MINING COMPANY COM 422704106 16 5,700 SH SOLE 5,700
HEFTEL BROADCASTING CL A 422799106 998 23,000 SH SOLE 23,000
HEILIG-MEYERS CO COM 422893107 339 65,400 SH SOLE 65,400
HEINZ H J CO COM 423074103 19,506 411,738 SH SOLE 411,738
HELEN OF TROY LTD COM G4388N106 417 32,200 SH SOLE 32,200
HELMERICH & PAYNE INC COM 423452101 1,872 82,504 SH SOLE 82,504
HENRY (JACK) & ASSOC COM 426281101 794 21,600 SH SOLE 21,600
HERCULES INC. COM 427056106 2,710 107,307 SH SOLE 107,307
HERSHEY FOODS INC COM 427866108 8,837 157,798 SH SOLE 157,798
HERTZ CORPORATION CLASS A CL A 428040109 1,445 27,000 SH SOLE 27,000
HEWLETT PACKARD CO COM 428236103 78,356 1,155,473 SH SOLE 1,155,473
HIBERNIA CORP CLASS A CL A 428656102 1,050 80,000 SH SOLE 80,000
HILLENBRAND INDS. COM 431573104 1,709 37,000 SH SOLE 37,000
HILTON HOTELS CORP COM 432848109 3,973 282,522 SH SOLE 282,522
HOLLINGER INTL CLASS A CL A 435569108 475 35,000 SH SOLE 35,000
HOLLYWOOD PARK INC COM 436255103 29 2,800 SH SOLE 2,800
HOLOGIC INCORPORATED COM 436440101 13 1,400 SH SOLE 1,400
HOME DEPOT COM 437076102 103,624 1,664,648 SH SOLE 1,664,648
HOMESTAKE MNG CO COM 437614100 2,274 263,707 SH SOLE 263,707
HON INDUSTRIES INC COM 438092108 522 23,800 SH SOLE 23,800
HONEYWELL INC. COM 438506107 10,945 144,366 SH SOLE 144,366
HOOPER HOLMES INC COM 439104100 313 20,000 SH SOLE 20,000
HORACE MANN EDUCATORS COM 440327104 696 30,000 SH SOLE 30,000
HORMEL FOODS CORP COM 440452100 1,215 34,100 SH SOLE 34,100
HOST MARRIOTT SERVICES COM 440914109 68 10,000 SH SOLE 10,000
I2 TECHNOLOGIES, INC. COM 441560109 2,011 42,900 SH SOLE 42,900
HOUSEHOLD INTL CORP COM 441815107 24,739 542,229 SH SOLE 542,229
HOUSTON EXPLORATION CO. COM 442120101 474 27,300 SH SOLE 27,300
HOWMET INTERNATIONAL COM 443208103 573 40,000 SH SOLE 40,000
HUBBELL INC CLASS B CL B 443510201 1,478 36,938 SH SOLE 36,938
HUFFY CORP COM 444356109 14 1,200 SH SOLE 1,200
HUGHES SUPPLY INC. COM 444482103 672 29,550 SH SOLE 29,550
HUMANA INC COM 444859102 3,113 180,442 SH SOLE 180,442
HUMAN GENOME COM 444903108 878 25,300 SH SOLE 25,300
HUNT J B TRANS SVCS INC COM 445658107 820 39,050 SH SOLE 39,050
HUNTINGTON BANCSHARES COM 446150104 7,360 237,907 SH SOLE 237,907
HUSSMAN INTERNATIONAL INC COM 448110106 684 46,600 SH SOLE 46,600
HUTCHINSON TECHNOLOGY COM 448407106 647 26,000 SH SOLE 26,000
ICN PHARMACEUTICALS INC COM 448924100 1,150 45,650 SH SOLE 45,650
IDT CORP COM 448947101 418 23,200 SH SOLE 23,200
HYPERION SOLUTIONS CORP COM 44914M104 518 35,745 SH SOLE 35,745
IBP INC COM 449223106 840 45,100 SH SOLE 45,100
ICG COMMUNICATIONS INC COM 449246107 1,038 51,900 SH SOLE 51,900
ICOS CORP COM 449295104 1,931 57,200 SH SOLE 57,200
IDEC PHARMACEUTICALS CORP COM 449370105 1,161 22,600 SH SOLE 22,600
IDX SYSTEMS CORP COM 449491109 145 10,000 SH SOLE 10,000
PAGE TOTAL 293,356
Page 22 of 50
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
IGEN INC COM 449536101 355 14,800 SH SOLE 14,800
IHOP CORP COM 449623107 239 6,100 SH SOLE 6,100
IMC GLOBAL INC COM 449669100 968 47,360 SH SOLE 47,360
IMCO RECYCLING INC COM 449681105 23 1,800 SH SOLE 1,800
IMS HEALTH INC COM 449934108 11,507 347,386 SH SOLE 347,386
ITC DELTACOM INC COM 45031T104 1,023 46,900 SH SOLE 46,900
ITT EDUCATIONAL SERVICES COM 45068B109 1,140 30,350 SH SOLE 30,350
IXC COMMUNICATIONS INC. COM 450713102 918 20,000 SH SOLE 20,000
ITT INDUSTRIES INC COM 450911102 4,668 131,947 SH SOLE 131,947
IDACORP INC. COM 451107106 629 21,400 SH SOLE 21,400
IDEX CORP. COM 45167R104 764 32,425 SH SOLE 32,425
IDEXX LABORATORIES INC COM 45168D104 1,123 46,900 SH SOLE 46,900
IKON OFFICE SOLUTIONS COM 451713101 1,978 154,377 SH SOLE 154,377
ILLINOIS TOOL WKS INC COM 452308109 17,190 277,821 SH SOLE 277,821
ILLINOVA CORP COM 452317100 663 31,300 SH SOLE 31,300
IMATION CORPORATION COM 45245A107 723 43,800 SH SOLE 43,800
IMMUNEX CORPORATION-NEW COM 452528102 4,229 50,800 SH SOLE 50,800
IMPERIAL BANCORP COM 452556103 645 37,692 SH SOLE 37,692
IMR GLOBAL CORP COM 45321W106 580 32,650 SH SOLE 32,650
INACOM CORP. COM 45323G109 34 4,440 SH SOLE 4,440
INCO LIMITED COM 453258402 1,389 104,349 SH SOLE 104,349
INCYTE PHAR. INC. COM 45337C102 540 26,900 SH SOLE 26,900
INDIANA ENERGY INC COM 454707100 643 33,933 SH SOLE 33,933
INFORMIX CORP. COM 456779107 2,098 284,500 SH SOLE 284,500
INFOSEEK CORP COM 45678M107 1,110 15,000 SH SOLE 15,000
INGERSOLL RAND CO COM 456866102 1,484 29,900 SH OTHER (1) 29,900
INGERSOLL RAND CO COM 456866102 9,754 196,547 SH SOLE 196,547
INGRAM MICRO CL A 457153104 456 20,000 SH SOLE 20,000
INHALE THERAPEUTIC SYS COM 457191104 502 18,500 SH SOLE 18,500
INNOVEX INCORPORATED COM 457647105 20 1,500 SH SOLE 1,500
INPUT/OUTPUT INC. COM 457652105 157 24,900 SH SOLE 24,900
INSIGHT ENTER. COM 45765U103 564 22,800 SH SOLE 22,800
INSITUFORM TECHNOLOGIES CL A 457667103 336 19,200 SH SOLE 19,200
INSO CORPORATION COM 457674109 38 5,000 SH SOLE 5,000
INSPIRE INSURANCE SOLUTIO COM 457732105 190 10,000 SH SOLE 10,000
INSTEEL INDUSTRIES COM 45774W108 6 1,100 SH SOLE 1,100
INSURANCE AUTO AUCTIONS COM 457875102 15 1,200 SH SOLE 1,200
INTEGRATED DEVICE TECH COM 458118106 482 89,200 SH SOLE 89,200
INTEGRATED CIRCUIT SYS COM 45811K109 23 1,300 SH SOLE 1,300
INTEGRATED HEALTH SVCS COM 45812C106 297 54,000 SH SOLE 54,000
INTEGRATED SYSTEMS INC COM 45812M104 192 15,000 SH SOLE 15,000
INTEL CORP COM 458140100 4,969 41,800 SH OTHER (1) 41,800
INTEL CORP COM 458140100 221,941 1,867,012 SH SOLE 1,867,012
INTER-TEL INC. COM 458372109 437 28,100 SH SOLE 28,100
INTERFACE INC. CL A CL A 458665106 607 63,100 SH SOLE 63,100
PAGE TOTAL 297,650
Page 23 of 50
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INTERGRAPH CORP COM 458683109 5 800 SH SOLE 800
INTERIM SERVICES INC COM 45868P100 759 50,600 SH SOLE 50,600
INTERMAGNETICS GENERAL COM 458771102 11 1,300 SH SOLE 1,300
INTERMEDIA COMMUNICATIONS COM 458801107 1,371 51,500 SH SOLE 51,500
INTERMET CORP COM 45881K104 435 32,500 SH SOLE 32,500
INTERNATIONAL BANCSHARES COM 459044103 559 13,000 SH SOLE 13,000
IBM CORPORATION COM 459200101 3,758 21,200 SH OTHER (1) 21,200
IBM CORPORATION COM 459200101 185,182 1,044,752 SH SOLE 1,044,752
INTERNATIONAL FLAVORS COM 459506101 4,501 119,828 SH SOLE 119,828
INTERNATIONAL HOME FOODS COM 459655106 723 45,000 SH SOLE 45,000
INTERNATIONAL GAME TECH COM 459902102 853 58,600 SH SOLE 58,600
INTL MULTIFOODS COM 460043102 525 22,500 SH SOLE 22,500
INT'L NETWORK SERVICES COM 460053101 4,224 60,400 SH SOLE 60,400
INTERNATIONAL PAPER CO COM 460146103 14,615 346,432 SH SOLE 346,432
INTERNATIONAL RECTIFIER COM 460254105 449 64,200 SH SOLE 64,200
INTERNATIONAL SPEEDWAY CL A 460335201 528 10,000 SH SOLE 10,000
INTL SPECIALTY PRODS INC COM 460337108 476 62,900 SH SOLE 62,900
INTERPOOL INC COM 46062R108 424 31,400 SH SOLE 31,400
INTERPUBLIC GROUP COM 460690100 12,005 154,160 SH SOLE 154,160
INTERSTATE BAKERIES INC. COM 46072H108 802 37,200 SH SOLE 37,200
INTERSTATE ENERGY CORP COM 460845100 928 35,000 SH SOLE 35,000
INTERWEST BANCORP INC COM 460931108 241 10,100 SH SOLE 10,100
INTERVOICE COM 461142101 132 12,000 SH SOLE 12,000
INTIMATE BRANDS INC. CL A 461156101 6,256 130,000 SH SOLE 130,000
INTUIT INCORPORATED COM 461202103 3,643 35,800 SH SOLE 35,800
INVACARE CORPORATION COM 461203101 810 33,300 SH SOLE 33,300
INVESTMENT TECHNOLOGY COM 461450108 1,517 29,900 SH SOLE 29,900
INVESTORS FINANCIAL SERV COM 461915100 403 14,000 SH SOLE 14,000
IOMEGA CORPORATION COM 462030107 605 118,000 SH SOLE 118,000
IONICS INC COM 462218108 615 20,400 SH SOLE 20,400
IPALCO ENTERPRISES INC COM 462613100 1,404 64,000 SH SOLE 64,000
IRON MOUNTAIN COM 46284P104 1,002 32,050 SH SOLE 32,050
IRWIN FINANCIAL COM 464119106 447 22,300 SH SOLE 22,300
ISIS PHARMACEUTICALS COM 464330109 135 15,000 SH SOLE 15,000
ITRON INC COM 465741106 15 1,600 SH SOLE 1,600
I2 TECHNOLOGIES COM 465754109 1,058 39,800 SH SOLE 39,800
IVAX CORPORATION COM 465823102 2,306 195,200 SH SOLE 195,200
IVEX PACKAGING CORP COM 465855104 307 20,200 SH SOLE 20,200
J & J SNACK FOODS CORP COM 466032109 20 1,000 SH SOLE 1,000
J RAY MCDERMOTT S A COM P64658100 1,067 35,700 SH SOLE 35,700
JLG INDUSTRIES COM 466210101 659 48,400 SH SOLE 48,400
JSB FINANCIAL INC. COM 46624M100 627 12,500 SH SOLE 12,500
JABIL CIRCUIT INC COM 466313103 1,458 36,000 SH SOLE 36,000
JACOBS ENGINEERING COM 469814107 1,148 29,100 SH SOLE 29,100
JACOR COMMUNICATIONS INC. CL A 469858401 2,151 28,300 SH SOLE 28,300
PAGE TOTAL 261,156
Page 24 of 50
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VOTING AUTHORITY
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
JAN BELL MARKETING COM 470760109 13 3,100 SH SOLE 3,100
JEFFERIES GROUP INC COM 472318104 1,148 24,200 SH SOLE 24,200
JEFFERSON PILOT CORP COM 475070108 7,915 116,822 SH SOLE 116,822
JO-ANN STORES INC CL A CL A 47758P109 28 2,000 SH SOLE 2,000
JOHN NUVEEN COMPANY CL A CL A 478035108 628 15,000 SH SOLE 15,000
JOHNS MANVILLE CORP COM 478129109 1,454 84,300 SH SOLE 84,300
JOHNSON & JOHNSON COM 478160104 1,237 13,200 SH OTHER (1) 13,200
JOHNSON & JOHNSON COM 478160104 142,122 1,516,980 SH SOLE 1,516,980
JOHNSON CONTROLS COM 478366107 5,743 92,075 SH SOLE 92,075
JOHNSTON INDUSTRIES COM 479368102 1 700 SH SOLE 700
JONES APPAREL GROUP COM 480074103 1,598 57,200 SH SOLE 57,200
JONES INTERCABLE INC-CL A CL A 480206200 2,630 66,700 SH SOLE 66,700
JONES PHARMACEUTICALS COM 480236108 1,129 32,500 SH SOLE 32,500
JOSTENS COM 481088102 1,260 59,282 SH SOLE 59,282
JOURNAL REGISTER CO COM 481138105 532 44,300 SH SOLE 44,300
JUNO LTG INC COM 482047107 303 13,500 SH SOLE 13,500
JUST FOR FEET INC COM 48213P106 475 37,975 SH SOLE 37,975
JUSTIN INDUSTRIES COM 482171105 138 12,500 SH SOLE 12,500
KCS ENERGY INC COM 482434206 3 2,000 SH SOLE 2,000
KLA-TENCOR CORPORATION COM 482480100 4,908 101,075 SH SOLE 101,075
K MART CORP COM 482584109 9,143 543,817 SH SOLE 543,817
KN ENERGY INC COM 482620101 813 40,800 SH SOLE 40,800
K-SWISS INC. CLASS A CL A 482686102 30 1,200 SH SOLE 1,200
K2 INCORPORATED COM 482732104 14 1,800 SH SOLE 1,800
KAISER ALUMINUM COM 483007100 419 77,100 SH SOLE 77,100
KAMAN CORP CL A 483548103 33 2,600 SH SOLE 2,600
KANSAS CITY LIFE COM 484836101 587 7,200 SH SOLE 7,200
KANSAS CITY POWER & LIGHT COM 485134100 884 35,900 SH SOLE 35,900
KANSAS CITY SOUTHERN INDS COM 485170104 1,083 19,000 SH OTHER (1) 19,000
KANSAS CITY SOUTHERN INDS COM 485170104 3,084 54,100 SH SOLE 54,100
KAUFMAN & BROAD HOME CORP COM 486168107 654 28,981 SH SOLE 28,981
KAYDON CORPORATION COM 486587108 434 15,000 SH SOLE 15,000
KEANE INCORPORATED COM 486665102 639 30,000 SH SOLE 30,000
KELLOGG CO COM 487836108 15,150 448,062 SH SOLE 448,062
KELLSTROM INDS COM 488035106 95 6,000 SH SOLE 6,000
KELLWOOD CO COM 488044108 534 24,200 SH SOLE 24,200
KEMET CORPORATION COM 488360108 559 48,600 SH SOLE 48,600
KENNAMETAL INC. COM 489170100 478 27,300 SH SOLE 27,300
KENT ELECTRONICS CORP COM 490553104 346 34,800 SH SOLE 34,800
KERR MCGEE CORP COM 492386107 3,030 92,358 SH SOLE 92,358
KEYCORP COM 493267108 15,573 513,754 SH SOLE 513,754
KEYSPAN ENERGY CORP COM 49337K106 1,958 77,934 SH SOLE 77,934
KEYSTONE AUTO INDS INC COM 49338N109 163 10,000 SH SOLE 10,000
KEYSTONE FINANCIAL COM 493482103 968 30,000 SH SOLE 30,000
KIMBALL INTL CL B 494274103 711 47,800 SH SOLE 47,800
KIMBERLY-CLARK CORP COM 494368103 29,365 612,569 SH SOLE 612,569
PAGE TOTAL 260,012
Page 25 of 50
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VOTING AUTHORITY
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KING WORLD PRODUCTIONS COM 495667107 2,462 80,554 SH SOLE 80,554
KIRBY CORP. COM 497266106 498 26,300 SH SOLE 26,300
KNOLL INC COM 498904101 369 15,000 SH SOLE 15,000
KNIGHT-RIDDER INC COM 499040103 4,484 89,683 SH SOLE 89,683
KNIGHT TRANSPORTATION INC COM 499064103 145 7,500 SH SOLE 7,500
KOHL'S CORPORATION COM 500255104 12,793 180,500 SH SOLE 180,500
KOMAG INC COM 500453105 292 66,700 SH SOLE 66,700
KROGER CO COM 501044101 1,048 17,500 SH OTHER (1) 17,500
KROGER CO COM 501044101 17,437 291,231 SH SOLE 291,231
KROLL-O'GARA COMPANY COM 501050108 472 17,400 SH SOLE 17,400
KRONOS INCORPORATED COM 501052104 165 6,750 SH SOLE 6,750
KULICKE & SOFFA INDS. COM 501242101 790 31,300 SH SOLE 31,300
LG&E ENERGY CORP COM 501917108 1,460 70,155 SH SOLE 70,155
LTV CORPORATION COM 501921100 604 112,300 SH SOLE 112,300
LHS GROUP INC. COM 501938104 1,026 35,000 SH SOLE 35,000
LNR PROPERTY CORPORATION COM 501940100 531 26,900 SH SOLE 26,900
LSI LOGIC COM 502161102 4,662 149,497 SH SOLE 149,497
LA-Z-BOY CHAIR CO. COM 505336107 1,315 69,200 SH SOLE 69,200
LABOR READY INCORPORATED COM NEW 505401208 665 25,500 SH SOLE 25,500
LACLEDE GAS COMPANY COM 505588103 436 20,800 SH SOLE 20,800
LAFARGE CORP. COMMON COM 505862102 871 31,100 SH SOLE 31,100
LAIDLAW INC. COM 50730K503 1,093 187,987 SH SOLE 187,987
LAM RESEARCH CORPORATION COM 512807108 1,267 43,700 SH SOLE 43,700
LAMAR ADVERTISING CL A 512815101 1,789 52,700 SH SOLE 52,700
LANCASTER COLONY CORP COM 513847103 651 24,450 SH SOLE 24,450
LANCE INC COM 514606102 549 33,800 SH SOLE 33,800
LANDAMERICA FINANCIAL GRP COM 514936103 409 14,100 SH SOLE 14,100
LANDS END COM 515086106 1,084 31,300 SH SOLE 31,300
LANDRY'S SEAFOOD RES COM 51508L103 21 3,300 SH SOLE 3,300
LANDSTAR SYSTEMS INC COM 515098101 368 11,100 SH SOLE 11,100
LASON INC COM 51808R107 788 14,000 SH SOLE 14,000
LATTICE SEMICONDUCTOR COM 518415104 1,326 29,100 SH SOLE 29,100
ESTEE LAUDER COMPANIES CL A 518439104 3,402 36,000 SH SOLE 36,000
LAWSON PRODUCTS INC COM 520776105 21 1,000 SH SOLE 1,000
LAWTER INTL INC COM 520786104 250 35,700 SH SOLE 35,700
LEAR CORPORATION COM 521865105 1,537 36,000 SH SOLE 36,000
LEARNING COMPANY INC COM 522008101 1,247 43,000 SH SOLE 43,000
LECHTERS INC COM 523238103 4 1,900 SH SOLE 1,900
LEE ENTERPRISES COM 523768109 638 22,000 SH SOLE 22,000
LEGATO SYSTEMS INC COM 524651106 774 15,000 SH SOLE 15,000
LEGGETT & PLATT INC COM 524660107 1,832 91,600 SH SOLE 91,600
LEGG MASON INC COM 524901105 1,078 32,000 SH SOLE 32,000
LEHMAN BROS HOLDING INC COM 524908100 7,928 132,680 SH SOLE 132,680
LENNAR CORPORATION COM 526057104 649 29,000 SH SOLE 29,000
LEUCADIA NATIONAL CORP. COM 527288104 908 30,000 SH SOLE 30,000
LEVEL ONE COMMUNICATIONS COM 527295109 3,321 68,300 SH SOLE 68,300
PAGE TOTAL 85,457
Page 26 of 50
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VOTING AUTHORITY
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LEVEL 3 COMM INC. COM 52729N100 12,160 167,000 SH SOLE 167,000
LEXMARK INT'L GROUP INC CL A 529771107 2,012 18,000 SH OTHER (1) 18,000
LEXMARK INT'L GROUP INC CL A 529771107 3,911 35,000 SH SOLE 35,000
LIBBEY INC COM 529898108 639 20,600 SH SOLE 20,600
LIBERTY CORPORATION COM 530370105 1,096 20,900 SH SOLE 20,900
LIBERTY FINANCIAL CO COM 530512102 624 26,500 SH SOLE 26,500
LILLIAN VERNON COM 532430105 12 1,000 SH SOLE 1,000
LILLY (ELI) & CO COM 532457108 2,181 25,700 SH OTHER (1) 25,700
LILLY (ELI) & CO COM 532457108 104,845 1,235,292 SH SOLE 1,235,292
LILLY INDUSTRIES INC CL A 532491107 473 30,650 SH SOLE 30,650
LIMITED INC COM 532716107 9,955 251,236 SH SOLE 251,236
LINCARE HOLDING COM 532791100 1,041 37,000 SH SOLE 37,000
LINCOLN ELECTRIC HOLDINGS COM 533900106 998 53,600 SH SOLE 53,600
LINCOLN NATL CORP COM 534187109 2,274 23,000 SH OTHER (1) 23,000
LINCOLN NATL CORP COM 534187109 11,411 115,413 SH SOLE 115,413
LINDSAY MFG CO COM 535555106 28 1,400 SH SOLE 1,400
LINEAR TECHNOLOGY COM 535678106 4,602 89,800 SH SOLE 89,800
LINENS 'N THINGS INC COM 535679104 2,795 61,600 SH SOLE 61,600
LIPOSOME INC COM 536310105 496 36,900 SH SOLE 36,900
LITTELFUSE INC COM 537008104 379 20,600 SH SOLE 20,600
LITTON INDS INC. COM 538021106 1,179 20,500 SH SOLE 20,500
LIZ CLAIBORNE INC COM 539320101 2,442 74,846 SH SOLE 74,846
LOCKHEED MARTIN COM 539830109 16,669 442,294 SH SOLE 442,294
LOEWS CINEPLEX ENTERTAIN COM 540423100 561 56,500 SH SOLE 56,500
LOEWS CORPORATION COM 540424108 9,719 130,240 SH SOLE 130,240
LONE STAR INDS COM 542290408 794 25,600 SH SOLE 25,600
LONE STAR STEAK HOUSE COM 542307103 474 46,200 SH SOLE 46,200
LONGS DRUG STORES INC. COM 543162101 1,680 55,182 SH SOLE 55,182
LONGVIEW FIBRE CO COM 543213102 709 61,300 SH SOLE 61,300
LORAL SPACE & COMM COM G56462107 1,660 115,000 SH SOLE 115,000
LOUIS DREYFUS NAT. GAS COM 546011107 650 44,800 SH SOLE 44,800
LOUISIANA PAC CORP. COM 546347105 2,373 127,428 SH SOLE 127,428
LOWES COS. INC. COM 548661107 24,498 404,926 SH SOLE 404,926
LUBRIZOL CORP COM 549271104 914 40,600 SH SOLE 40,600
LUBY'S INC. COM 549282101 486 28,800 SH SOLE 28,800
LUCENT TECHNOLOGIES INC COM 549463107 2,392 22,200 SH OTHER (1) 22,200
LUCENT TECHNOLOGIES INC COM 549463107 160,042 1,485,312 SH SOLE 1,485,312
LYCOS INC. COM 550818108 5,956 69,200 SH SOLE 69,200
LYDALL INC COM 550819106 13 1,600 SH SOLE 1,600
LYONDELL CHEMICAL CO COM 552078107 497 36,300 SH SOLE 36,300
M&T BANK CORPORATION COM 55261F104 2,203 4,600 SH SOLE 4,600
MAF BANCORP COM 55261R108 721 32,425 SH SOLE 32,425
MBIA INC COM 55262C100 6,924 119,386 SH SOLE 119,386
MBNA CORP COM 55262L100 1,194 50,000 SH OTHER (1) 50,000
MBNA CORP COM 55262L100 21,311 892,611 SH SOLE 892,611
MDC HOLDINGS INC COM 552676108 171 11,900 SH SOLE 11,900
PAGE TOTAL 428,164
Page 27 of 50
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VOTING AUTHORITY
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MCN ENERGY GROUP INC. COM 55267J100 572 35,600 SH SOLE 35,600
MCI WORLDCOM INC COM 55268B106 182,664 2,062,549 SH SOLE 2,062,549
MDU RESOURCES COM 552690109 595 26,000 SH SOLE 26,000
MEMC ELECTRONIC MATERIALS COM 552715104 247 44,900 SH SOLE 44,900
MGIC INVT CORP WIS COM 552848103 4,451 126,938 SH SOLE 126,938
MGM GRAND INCORPORATED COM 552953101 908 27,000 SH SOLE 27,000
MMC NETWORKS INCORPORATED COM 55308N102 440 27,500 SH SOLE 27,500
MSC INDUSTRIAL DIRECT CL A 553530106 646 38,000 SH SOLE 38,000
M.S. CARRIERS INC COM 553533100 193 7,300 SH SOLE 7,300
MACDERMID INC COM 554273102 954 28,100 SH SOLE 28,100
MACROVISION INC COM 555904101 322 8,700 SH SOLE 8,700
MACRO MEDIA INC COM 556100105 680 15,000 SH SOLE 15,000
MADISON GAS & ELECTRIC COM 557497104 168 8,600 SH SOLE 8,600
MAGELLAN HEALTH SERVICES COM 559079108 14 3,300 SH SOLE 3,300
MAGNETEK INC COM 559424106 306 36,500 SH SOLE 36,500
MAIL-WELL INC COM 560321200 726 54,300 SH SOLE 54,300
MALLINCKRODT INC. COM 561232109 2,491 93,553 SH SOLE 93,553
MANITOWOC COMPANY INC COM 563571108 795 18,975 SH SOLE 18,975
MANPOWER INC. COM 56418H100 736 31,500 SH SOLE 31,500
MAPICS INC. COM 564910107 77 10,000 SH SOLE 10,000
MARCUS CORP COM 566330106 488 40,625 SH SOLE 40,625
MARINE DRILLING CO. COM 568240204 631 57,400 SH SOLE 57,400
MARK IV INDUSTRIES COM 570387100 647 49,800 SH SOLE 49,800
MARKEL CORP. COM 570535104 1,045 5,800 SH SOLE 5,800
MARSH & MCLENNAN COS. INC COM 571748102 21,713 292,678 SH SOLE 292,678
MARSHALL & ILSLEY COM 571834100 1,109 20,000 SH OTHER (1) 20,000
MARSHALL & ILSLEY COM 571834100 3,170 57,185 SH SOLE 57,185
MARRIOTT INTL CLASS A CL A 571903202 9,480 281,932 SH SOLE 281,932
MARSHALL IND COM 572393106 286 21,200 SH SOLE 21,200
MARTIN MARIETTA MATERIALS COM 573284106 1,221 21,400 SH SOLE 21,400
MASCO CORP COM 574599106 11,156 394,890 SH SOLE 394,890
MASCOTECH INC. COM 574670105 690 44,500 SH SOLE 44,500
MASTEC INC COM 576323109 611 26,550 SH SOLE 26,550
MASTECH CORP COM 57632N105 260 20,000 SH SOLE 20,000
MATERIAL SCIENCES CORP COM 576674105 11 1,700 SH SOLE 1,700
MATTEL INC COM 577081102 7,730 310,752 SH SOLE 310,752
MATTHEWS INTERNATIONAL CL A 577128101 164 6,000 SH SOLE 6,000
MAXIM GROUP INC COM 57772J104 85 10,000 SH SOLE 10,000
MAXIM INTEGRATED PROD COM 57772K101 3,745 69,200 SH SOLE 69,200
MAXWELL TECHNOLOGIES INC COM 577767106 94 4,000 SH SOLE 4,000
MAY DEPT STORES CO. COM 577778103 15,326 391,729 SH SOLE 391,729
MAXXIM MEDICAL COM 57777G105 160 8,500 SH SOLE 8,500
MAXXAM INC COM 577913106 202 4,000 SH SOLE 4,000
MAXIMUS INCORPORATED COM 577933104 539 18,500 SH SOLE 18,500
MAYTAG CORP. COM 578592107 930 15,400 SH OTHER (1) 15,400
PAGE TOTAL 279,476
Page 28 of 50
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VOTING AUTHORITY
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MAYTAG CORP. COM 578592107 5,929 98,206 SH SOLE 98,206
MCCLATCHY COMPANY CL A 579489105 738 22,000 SH SOLE 22,000
MCCORMICK & CO. COM NONVTG 579780206 969 33,400 SH SOLE 33,400
MCDERMOTT INTL INC COM 580037109 1,861 73,516 SH SOLE 73,516
MCDONALD'S CORP COM 580135101 1,813 40,000 SH OTHER (1) 40,000
MCDONALD'S CORP COM 580135101 69,576 1,535,474 SH SOLE 1,535,474
MCGRAW HILL INC. COM 580645109 1,918 35,200 SH OTHER (1) 35,200
MCGRAW HILL INC. COM 580645109 11,816 216,814 SH SOLE 216,814
MCKESSON HBOC INC COM 58155Q103 20,500 310,607 SH SOLE 310,607
MCLEODUSA INCORPORATED COM 582266102 1,260 30,000 SH SOLE 30,000
MCWHORTER TECHNOLOGIES COM 582803102 15 1,100 SH SOLE 1,100
MEAD CORP COM 582834107 3,435 111,719 SH SOLE 111,719
MEDIA GENERAL INC CL A 584404107 1,986 42,700 SH SOLE 42,700
MEDIAONE GROUP INC. COM 58440J104 43,432 683,967 SH SOLE 683,967
MEDICAL ASSURANCE INC COM 58449U100 681 24,311 SH SOLE 24,311
MEDICAL MANAGER CORP. COM 58461C103 465 20,100 SH SOLE 20,100
MEDICIS PHARM-CL A CL A 584690309 954 31,800 SH SOLE 31,800
MEDIMMUNE INC. COM 584699102 4,853 82,000 SH SOLE 82,000
MEDQUIST INC. COM 584949101 450 15,000 SH SOLE 15,000
MEDPARTNERS INC COM 58503X107 864 181,900 SH SOLE 181,900
MEDTRONIC INC COM 585055106 48,125 670,725 SH SOLE 670,725
MELLON BANK CORP. COM 585509102 21,265 302,170 SH SOLE 302,170
MEMBERWORKS INC COM 586002107 547 15,100 SH SOLE 15,100
MENS WEARHOUSE COM 587118100 1,078 37,350 SH SOLE 37,350
MENTOR CORP MINN COM 587188103 455 31,000 SH SOLE 31,000
MENTOR GRAPHICS CORP. COM 587200106 969 71,800 SH SOLE 71,800
MERCANTILE BANCORP COM 587342106 1,026 21,600 SH OTHER (1) 21,600
MERCANTILE BANCORP COM 587342106 8,266 174,025 SH SOLE 174,025
MERCANTILE COM 587405101 1,505 40,675 SH SOLE 40,675
MERCHANTS NEW YORK BANCOR COM 589167105 378 11,000 SH SOLE 11,000
MERCK & CO COM 589331107 4,170 52,000 SH OTHER (1) 52,000
MERCK & CO COM 589331107 215,725 2,690,254 SH SOLE 2,690,254
MERCURY GEN CORP COM 589400100 1,374 39,400 SH SOLE 39,400
MERCURY INTERACTIVE COM 589405109 1,468 41,200 SH SOLE 41,200
MEREDITH CORP COM 589433101 1,931 61,412 SH SOLE 61,412
MERITOR AUTOMOTIVE INC. COM 59000G100 620 40,000 SH SOLE 40,000
MERRILL CORPORATION COM 590175105 23 1,700 SH SOLE 1,700
MERRILL LYNCH & CO COM 590188108 34,985 395,592 SH SOLE 395,592
MESA AIR GROUP INC COM 590479101 19 3,000 SH SOLE 3,000
MESABA HLDGS INC COM 59066B102 130 9,700 SH SOLE 9,700
META GROUP INC. COM 591002100 92 6,000 SH SOLE 6,000
METALS USA INC COM 591324108 175 20,000 SH SOLE 20,000
METAMOR WORLDWIDE INC COM 59133P100 505 36,100 SH SOLE 36,100
METHODE ELEC INC CLASS A CL A 591520200 518 46,550 SH SOLE 46,550
METRIS COMPANIES COM 591598107 869 21,528 SH SOLE 21,528
METRO GOLDWYN MAYER INC COM 591610100 853 65,000 SH SOLE 65,000
METRO INFORMATION SVCS COM 59162P104 136 7,500 SH SOLE 7,500
PAGE TOTAL 520,724
Page 29 of 50
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VOTING AUTHORITY
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
METROMEDIA FIBER NETWORK CL A 591689104 2,591 50,000 SH SOLE 50,000
METROMEDIA INTL GROUP INC COM 591695101 379 77,800 SH SOLE 77,800
METRO NETWORKS INC COM 591918107 1,012 18,400 SH SOLE 18,400
METZLER GROUP COM 592903108 1,503 47,900 SH SOLE 47,900
MEYER (FRED) INC COM 592907109 10,173 172,790 SH SOLE 172,790
MICHAEL FOODS INC COM 594079105 519 27,200 SH SOLE 27,200
MICHAELS STORES INC. COM 594087108 874 35,400 SH SOLE 35,400
MICREL INC COM 594793101 1,136 22,700 SH SOLE 22,700
MICROS SYSTEMS INC COM 594901100 515 15,600 SH SOLE 15,600
MICROSOFT CORP COM 594918104 13,031 145,400 SH OTHER (1) 145,400
MICROSOFT CORP COM 594918104 508,103 5,669,212 SH SOLE 5,669,212
MICROAGE INC COM 594928103 11 2,100 SH SOLE 2,100
MICROCHIP TECHNOLOGY INC COM 595017104 1,039 30,000 SH SOLE 30,000
MICRO WAREHOUSE INC COM 59501B105 161 10,000 SH SOLE 10,000
MICRON ELECTRONICS COM 595100108 564 48,000 SH SOLE 48,000
MICRON TECHNOLOGY INC COM 595112103 12,933 268,040 SH SOLE 268,040
MID ATLANTIC MED SERVICES COM 59523C107 596 59,600 SH SOLE 59,600
MIDAS INCORPORATED COM 595626102 547 16,400 SH SOLE 16,400
MIDAMERICAN ENERGY HLDGS COM 59562V107 1,260 45,000 SH SOLE 45,000
MIDWEST EXPRESS HLDGS COM 597911106 220 7,500 SH SOLE 7,500
MIDWAY GAMES COM 598148104 422 48,566 SH SOLE 48,566
MILACRON INC. COM 598709103 1,173 74,483 SH SOLE 74,483
MILLENNIUM PHARMACEUTICAL COM 599902103 944 30,200 SH SOLE 30,200
MILLENIUM CHEMICAL INC COM 599903101 974 49,000 SH SOLE 49,000
MILLER (HERMAN) INC COM 600544100 650 35,600 SH SOLE 35,600
MILLIPORE CORP COM 601073109 1,539 63,791 SH SOLE 63,791
MINDSPRING ENTERPRISE INC COM 602683104 1,721 20,000 SH SOLE 20,000
MINE SAFETY APPLIANCES CO COM 602720104 174 3,000 SH SOLE 3,000
MINERALS TECH INC COM 603158106 1,186 24,700 SH SOLE 24,700
MINIMED INCORPORATED COM 60365K108 1,198 11,790 SH SOLE 11,790
MINNESOTA MNG & MFG CO COM 604059105 32,097 453,668 SH SOLE 453,668
MINNESOTA POWER INC COM 604110106 869 44,000 SH SOLE 44,000
MIRAGE RESORTS INC COM 60462E104 4,245 199,774 SH SOLE 199,774
MISSISSIPPI CHEM CORP COM 605288208 321 34,240 SH SOLE 34,240
MITCHELL ENERGY CL A CL A 606592202 558 44,900 SH SOLE 44,900
MOBIL CORP COM 607059102 77,998 886,342 SH SOLE 886,342
MODINE MFG COM 607828100 800 28,500 SH SOLE 28,500
MODIS PROFESSIONAL SVCS COM 607830106 453 50,000 SH SOLE 50,000
MOHAWK INDUSTRIES INC. COM 608190104 2,094 69,800 SH SOLE 69,800
MOLECULAR BIOSYSTEMS INC. COM 608513107 6 2,300 SH SOLE 2,300
MOLEX INC COM 608554101 2,358 80,257 SH SOLE 80,257
MOLEX INC. -CL A CL A 608554200 1,035 40,000 SH SOLE 40,000
MONSANTO COMPANY COM 611662107 32,297 703,065 SH SOLE 703,065
MONTANA POWER CO COM 612085100 2,420 32,900 SH SOLE 32,900
MOORE CORP COM 615785102 526 53,285 SH SOLE 53,285
MORGAN J.P.& CO. INC. COM 616880100 24,548 198,974 SH SOLE 198,974
MORGAN KEEGAN INC COM 617410105 597 36,050 SH SOLE 36,050
PAGE TOTAL 750,372
Page 30 of 50
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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VOTING AUTHORITY
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MORGAN ST DEAN WITTER DIS COM 617446448 2,598 26,000 SH OTHER (1) 26,000
MORGAN ST DEAN WITTER DIS COM 617446448 65,129 651,701 SH SOLE 651,701
MORRISON KNUDSEN CORP. COM 61844A109 608 61,200 SH SOLE 61,200
MORTON INTERNATIONAL INC COM 619335102 5,339 145,278 SH SOLE 145,278
MOTIVEPOWER IND COM 61980K101 455 18,100 SH SOLE 18,100
MOTOROLA INC COM 620076109 49,410 674,544 SH SOLE 674,544
MOVADO GROUP INCORPORATED COM 624580106 125 5,000 SH SOLE 5,000
MUELLER INDUSTRIES INC COM 624756102 882 39,400 SH SOLE 39,400
MURPHY OIL COM 626717102 928 22,370 SH SOLE 22,370
MUSICLAND STORES CORP COM 62758B109 176 20,000 SH SOLE 20,000
MYERS INDUSTRIES INC COM 628464109 412 19,500 SH SOLE 19,500
MYLAN LABS COM 628530107 1,645 59,950 SH SOLE 59,950
NBTY INCORPORATED COM 628782104 392 80,400 SH SOLE 80,400
NCI BUILDING SYS INC COM 628852105 409 17,400 SH SOLE 17,400
NCO GROUP INC COM 628858102 611 16,500 SH SOLE 16,500
NCR CORP COM 62886E108 2,973 59,451 SH SOLE 59,451
NCS HEALTHCARE INC-CL A CL A 628874109 145 12,100 SH SOLE 12,100
NAC RE CORPORATION COM 628907107 1,251 23,300 SH SOLE 23,300
NFO WORLDWIDE INC COM 62910N108 22 2,200 SH SOLE 2,200
NIPSCO INDUSTRIES INC COM 629140104 1,669 61,800 SH SOLE 61,800
NL INDUS INC COM 629156407 508 56,400 SH SOLE 56,400
NTL INCORPORATED COM 629407107 2,441 30,000 SH SOLE 30,000
NUI CORPORATION COM 629430109 108 5,000 SH SOLE 5,000
NVR INC COM 62944T105 421 10,000 SH SOLE 10,000
NABISCO HOLDINGS CLASS A CL A 629526104 1,081 26,000 SH SOLE 26,000
NABORS INDUSTRIES INC. COM 629568106 748 41,100 SH SOLE 41,100
NACCO IND CL A CL A 629579103 975 13,167 SH SOLE 13,167
NALCO CHEMICAL COMPANY COM 629853102 1,807 68,040 SH SOLE 68,040
NASH FINCH CO COM 631158102 9 1,100 SH SOLE 1,100
NASHUA CORPORATION COM 631226107 7 600 SH SOLE 600
NATL BANCORP OF ALASKA COM 632587101 852 30,300 SH SOLE 30,300
NATIONAL CITY BANCSHARES COM 635313109 433 17,655 SH SOLE 17,655
NATIONAL CITY CORP. COM 635405103 24,762 373,062 SH SOLE 373,062
NATIONAL COMMERCE BANK COM 635449101 1,369 60,000 SH SOLE 60,000
NATL COMPUTER SYSTEMS COM 635519101 1,068 43,600 SH SOLE 43,600
NATIONAL DATA CORPORATION COM 635621105 1,747 41,600 SH SOLE 41,600
NATIONAL FUEL GAS CORP. COM 636180101 652 16,600 SH SOLE 16,600
NATIONAL INSTRUMENTS CORP COM 636518102 1,067 37,450 SH SOLE 37,450
NATIONAL-OILWELL INC COM 637071101 591 51,100 SH SOLE 51,100
NATIONAL PENN BANCSHARES COM 637138108 302 12,200 SH SOLE 12,200
NATIONAL PRESTO INDS INC COM 637215104 28 800 SH SOLE 800
NATIONAL SEMICONDUCTOR COM 637640103 1,564 167,937 SH SOLE 167,937
NATIONAL SERVICES INDUS COM 637657107 1,246 36,594 SH SOLE 36,594
NATIONAL WESTERN LIFE CL A 638522102 159 1,500 SH SOLE 1,500
NATIONWIDE FIN SVC CL A 638612101 420 10,000 SH SOLE 10,000
PAGE TOTAL 179,543
Page 31 of 50
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<CAPTION>
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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VOTING AUTHORITY
----------------------------
TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NAUTICA ENTERPRISES INC COM 639089101 459 40,600 SH SOLE 40,600
NAVISTAR INTL CORP COM 63934E108 703 17,500 SH OTHER (1) 17,500
NAVISTAR INTL CORP COM 63934E108 3,036 75,553 SH SOLE 75,553
NEIMAN-MARCUS GROUP INC. COM 640204103 679 30,000 SH SOLE 30,000
THOMAS NELSON INC. COM 640376109 15 1,500 SH SOLE 1,500
NEOMAGIC CORP COM 640497103 124 12,500 SH SOLE 12,500
NETWORKS ASSOCIATES INC. COM 640938106 1,996 65,050 SH SOLE 65,050
NETWORK EQUIPMT TECH INC COM 641208103 20 2,200 SH SOLE 2,200
NETWORK APPLIANCE INC. COM 64120L104 1,721 34,000 SH SOLE 34,000
NETWORK SOLUTIONS INC CL A 64121Q102 825 7,800 SH SOLE 7,800
NEVADA POWER COMPANY E COM 641423108 866 35,000 SH SOLE 35,000
NEW CENTURY ENERGIES INC. COM 64352U103 4,306 126,400 SH SOLE 126,400
NEW ENGLAND BUSINESS SERV COM 643872104 482 16,800 SH SOLE 16,800
NEW ENGLAND ELECTRIC COM 644001109 1,397 28,800 SH SOLE 28,800
NEW ERA OF NETWORKS COM 644312100 1,355 20,000 SH SOLE 20,000
NEW JERSEY RESOURCES COM 646025106 782 22,000 SH SOLE 22,000
NEW YORK TIMES CL A CL A 650111107 5,766 202,326 SH SOLE 202,326
NEWFIELD EXPLORATION CO. COM 651290108 993 43,900 SH SOLE 43,900
NEWMONT MINING CORP COM 651639106 4,664 266,524 SH SOLE 266,524
NEWPARK RESOURCES INC COM 651718504 544 75,100 SH SOLE 75,100
NEWPORT NEWS SHIPBUILDING COM 652228107 1,565 49,400 SH SOLE 49,400
NEXTEL COMUNICATIONS CL A CL A 65332V103 11,991 327,400 SH SOLE 327,400
NEXTLINK COMMUNICATIONS CL A 65333H707 1,086 19,400 SH SOLE 19,400
NIELSON MEDIA RES COM NEW 653929307 1,262 51,133 SH SOLE 51,133
NICOR INC COM 654086107 1,966 54,701 SH SOLE 54,701
NIKE CLASS B CL B 654106103 18,558 321,703 SH SOLE 321,703
NINE WEST GROUP INC COM 65440D102 1,002 40,600 SH SOLE 40,600
99 CENTS ONLY STORES COM 65440K106 1,650 38,875 SH SOLE 38,875
NOBLE AFFILIATES COM 654894104 795 27,400 SH SOLE 27,400
NOBLE DRILLING CORP. COM 655042109 952 55,000 SH SOLE 55,000
NORDSON CORP COM 655663102 1,026 18,400 SH SOLE 18,400
NORDSTROM CORP COM 655664100 6,774 165,722 SH SOLE 165,722
NORFOLK SOUTHERN CORP COM 655844108 11,180 423,888 SH SOLE 423,888
NORRELL CORP COM 656301108 419 32,100 SH SOLE 32,100
NORTH FORK BANK INC NY COM 659424105 1,415 67,000 SH SOLE 67,000
NORTHEAST UTILITY COM 664397106 916 66,000 SH SOLE 66,000
NORTHERN STATES POWER COM 665772109 3,805 164,108 SH SOLE 164,108
PLANET HOLLYWOOD COM 665815106 2,373 38,200 SH OTHER (1) 38,200
NORTHERN TELECOM LTD COM 665815106 24,392 392,620 SH SOLE 392,620
NORTHERN TRUST COM 665859104 11,217 126,300 SH SOLE 126,300
NORTHROP CORP COM 666807102 4,982 83,200 SH SOLE 83,200
NORTHWEST AIRLINES CORP A CL A 667280101 1,293 46,500 SH SOLE 46,500
NORTHWEST BANCORP INC COM 667328108 487 52,700 SH SOLE 52,700
NORTHWEST NATURAL GAS CO. COM 667655104 676 30,900 SH SOLE 30,900
NORTHWESTERN CORP COM 668074107 648 25,000 SH SOLE 25,000
NOVA CORP. COM 669784100 945 36,000 SH SOLE 36,000
NOVELL INC COM 670006105 2,753 109,300 SH OTHER (1) 109,300
PAGE TOTAL 146,865
Page 32 of 50
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VOTING AUTHORITY
----------------------------
TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NOVELL INC COM 670006105 10,355 411,129 SH SOLE 411,129
NOVELLUS SYSTEMS INC COM 670008101 1,103 20,000 SH SOLE 20,000
NUCOR CORPORATION COM 670346105 4,049 91,884 SH SOLE 91,884
OEC MEDICAL SYSTEMS INC COM 670828102 138 6,000 SH SOLE 6,000
OGE ENERGY CORP COM 670837103 1,155 51,200 SH SOLE 51,200
OM GROUP INC. COM 670872100 941 28,500 SH SOLE 28,500
OAK INDUSTRIES INC COM 671400505 705 22,200 SH SOLE 22,200
OAKLEY INC COM 673662102 552 79,600 SH SOLE 79,600
OAKWOOD HOMES CORP COM 674098108 671 47,700 SH SOLE 47,700
OCCIDENTAL PETRO CORP COM 674599105 6,881 382,292 SH SOLE 382,292
OCEANEERING INTL INC. COM 675232102 436 28,800 SH SOLE 28,800
OCULAR SCIENCES COM 675744106 623 21,700 SH SOLE 21,700
OCWEN FINANCIAL CORP COM 675746101 516 58,600 SH SOLE 58,600
OFFICE DEPOT COM 676220106 4,583 124,500 SH SOLE 124,500
OFFICEMAX INCORPORATED COM 67622M108 484 56,100 SH SOLE 56,100
OFFSHORE LOGISTICS COM 676255102 26 2,200 SH SOLE 2,200
OGDEN CORP COM 676346109 481 20,000 SH SOLE 20,000
OHIO CASUALTY CORP COM 677240103 675 17,300 SH SOLE 17,300
PRIDE PETROLEUM SERVICES,
INC. COM 679833103 2,440 57,749 SH SOLE 57,749
OLD NATL BANCORP COM 680033107 857 18,768 SH SOLE 18,768
OLD REPUBLIC INTL CORP COM 680223104 1,118 61,275 SH SOLE 61,275
OLIN CORP COM 680665205 201 20,000 SH SOLE 20,000
OLSTEN CORP COM 681385100 460 74,300 SH SOLE 74,300
OMNICARE INC COM 681904108 722 37,900 SH SOLE 37,900
OMNICOM GROUP COM 681919106 15,460 193,400 SH SOLE 193,400
OMNIPOINT COMMUNICATIONS COM 68212D102 697 48,300 SH SOLE 48,300
ON ASSIGNMENT INC. COM 682159108 128 5,000 SH SOLE 5,000
ONEOK INCORPORATED COM 682680103 1,049 42,365 SH SOLE 42,365
ONSALE INC COM 682838107 591 17,600 SH SOLE 17,600
OPEN MARKET COM 68370M100 437 33,800 SH SOLE 33,800
OPTICAL CABLE COM 683827109 183 20,000 SH SOLE 20,000
ORACLE CORPORATION COM 68389X105 42,667 1,617,700 SH SOLE 1,617,700
ORANGE & ROCKLAND UTIL COM 684065105 908 15,800 SH SOLE 15,800
ORBITAL SCIENCES CORP COM 685564106 719 25,400 SH SOLE 25,400
O'REILLY AUTOMOTIVE INC COM 686091109 1,128 25,200 SH SOLE 25,200
ORION CAPITAL CORP COM 686268103 866 27,700 SH SOLE 27,700
ORTHODONTIC CENTERS OF AM COM 68750P103 874 55,500 SH SOLE 55,500
OSHKOSH B'GOSH INC. CL A CL A 688222207 318 18,000 SH SOLE 18,000
OSTEOTECH INC STK COM 688582105 258 7,500 SH SOLE 7,500
O'SULLIVAN CORPORATION COM 688605104 14 1,700 SH SOLE 1,700
OTTER TAIL POWER CO COM 689648103 486 12,200 SH SOLE 12,200
OUTBACK STEAKHOUSE INC COM 689899102 1,535 46,875 SH SOLE 46,875
OUTDOOR SYSTEMS INC. COM 690057104 2,715 90,500 SH SOLE 90,500
OVERSEAS SHIPHOLDING COM 690368105 449 39,500 SH SOLE 39,500
OWENS AND MINOR INC HLDG COM 690732102 356 35,200 SH SOLE 35,200
PAGE TOTAL 112,009
Page 33 of 50
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VOTING AUTHORITY
----------------------------
TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OWENS CORNING COM 69073F103 2,202 69,211 SH SOLE 69,211
OWENS-ILLINOIS INC. COM 690768403 4,150 165,993 SH SOLE 165,993
OXFORD HEALTH PLANS COM 691471106 467 29,900 SH SOLE 29,900
OXFORD INDUSTRIES INC COM 691497309 22 900 SH SOLE 900
P-COM INC. COM 693262107 33 4,300 SH SOLE 4,300
PECO ENERGY COMPANY COM 693304107 768 16,600 SH OTHER (1) 16,600
PECO ENERGY COMPANY COM 693304107 12,430 268,765 SH SOLE 268,765
PG&E CORP COM 69331C108 13,474 433,774 SH SOLE 433,774
PMC-SIERRA INC. COM 69344F106 2,328 32,700 SH SOLE 32,700
PMI GROUP COM 69344M101 584 12,600 SH SOLE 12,600
PNC BANK CORP COM 693475105 19,173 345,071 SH SOLE 345,071
PP&L RESOURCES INC. COM 693499105 4,454 179,965 SH SOLE 179,965
PPG INDUS INC COM 693506107 10,126 197,575 SH SOLE 197,575
PRI AUTOMATION COM 69357H106 460 21,900 SH SOLE 21,900
PSS WORLD MEDICAL INC COM 69366A100 176 20,000 SH SOLE 20,000
PACCAR INC COM 693718108 3,529 85,683 SH SOLE 85,683
PACIFIC CAPITAL COM 69404P101 415 18,000 SH SOLE 18,000
PACIFIC CENTURY FINANCIAL COM 694058108 842 40,350 SH SOLE 40,350
PACIFIC GATEWAY EXCHANGE COM 694327107 694 20,900 SH SOLE 20,900
PACIFIC SUNWEAR OF CA. COM 694873100 881 25,350 SH SOLE 25,350
PACIFICARE HEALTH SER-B CL B 695112201 1,444 21,164 SH SOLE 21,164
PACIFICORP COM 695114108 5,726 331,919 SH SOLE 331,919
PAGING NETWORK INC. COM 695542100 548 116,800 SH SOLE 116,800
PAINE WEBBER GROUP INC COM 695629105 2,177 54,600 SH OTHER (1) 54,600
PAINE WEBBER GROUP INC COM 695629105 2,739 68,687 SH SOLE 68,687
PAIRGAIN TECHNOLOGIES INC COM 695934109 631 64,700 SH SOLE 64,700
PALL CORP COM 696429307 2,069 124,899 SH SOLE 124,899
PALM HARBOR HOMES INC COM 696639103 624 28,687 SH SOLE 28,687
PANAMSAT CORP COM 697933109 685 22,000 SH SOLE 22,000
PAPA JOHN'S INTL. INC. COM 698813102 662 15,000 SH SOLE 15,000
PARAMETRIC TECH COM 699173100 5,744 290,832 SH SOLE 290,832
PAREXEL INTERNATIONAL CO COM 699462107 590 28,500 SH SOLE 28,500
PARK ELECTROCHEMICAL COM 700416209 26 1,100 SH SOLE 1,100
PARK NATIONAL CORPORATION COM 700658107 998 10,400 SH SOLE 10,400
PARKER HANNIFIN CORP COM 701094104 4,228 123,458 SH SOLE 123,458
PATHOGENESIS CORP COM 70321E104 229 17,200 SH SOLE 17,200
PATTERSON DENTAL COMPANY COM 703412106 1,081 25,000 SH SOLE 25,000
PAXAR CORPORATION COM 704227107 435 58,535 SH SOLE 58,535
PAXSON COMMUNICATIONS COM 704231109 514 60,000 SH SOLE 60,000
PAYCHEX INCORPORATED COM 704326107 8,341 175,830 SH SOLE 175,830
PAYLESS SHOESOURCE INC COM 704379106 911 19,600 SH SOLE 19,600
PAYMENTECH INC COM 704384106 950 40,200 SH SOLE 40,200
PEDIATRIX MEDICAL GROUP COM 705324101 475 16,900 SH SOLE 16,900
PEGASUS SYSTEMS INC COM 705906105 331 8,300 SH SOLE 8,300
PENFORD COM 707051108 9 600 SH SOLE 600
PAGE TOTAL 119,374
Page 34 of 50
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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VOTING AUTHORITY
----------------------------
TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PENNEY J C INC COM 708160106 12,187 300,920 SH SOLE 300,920
PENNSYLVANIA ENT. INC. COM 708720107 26 1,100 SH SOLE 1,100
PENNZENERGY CO COM 70931Q109 459 43,700 SH SOLE 43,700
PENSKE MOTOR. INC. COM 709598106 494 14,000 SH SOLE 14,000
PENTAIR COM 709631105 716 21,200 SH SOLE 21,200
PENTON MEDIA INC COM 709668107 464 20,600 SH SOLE 20,600
PEOPLES BANCORP INC COM 709909105 410 41,565 SH SOLE 41,565
PEOPLES BK BRIDGEPORT COM 710198102 756 25,400 SH SOLE 25,400
PEOPLES ENERGY CORP COM 711030106 1,382 42,773 SH SOLE 42,773
PEOPLES HERITAGE COM 711147108 1,116 62,000 SH SOLE 62,000
PEOPLESOFT INC. COM 712713106 3,760 257,100 SH SOLE 257,100
PEP BOYS INC COM 713278109 1,596 104,632 SH SOLE 104,632
PEPSICO INC COM 713448108 64,742 1,652,097 SH SOLE 1,652,097
PERCLOSE INC COM 71361C107 335 10,800 SH SOLE 10,800
PEREGRINE SYSTEMS COM 71366Q101 1,432 42,600 SH SOLE 42,600
PERFORMANCE FOOD CORP. COM 713755106 158 6,000 SH SOLE 6,000
PERKIN ELMER CORP. COM 714041100 5,153 53,091 SH SOLE 53,091
PERRIGO CO COM 714290103 573 79,000 SH SOLE 79,000
PERSONNEL GROUP OF AMER. COM 715338109 276 38,400 SH SOLE 38,400
PETSMART INCORPORATED COM 716768106 466 58,000 SH SOLE 58,000
PHARMACIA & UPJOHN COM 716941109 18,966 304,061 SH SOLE 304,061
PFIZER INC COM 717081103 202,603 1,460,200 SH SOLE 1,460,200
PHARMACEUTICAL PRODUCT COM 717124101 718 21,400 SH SOLE 21,400
PHARMERICA INCORPORATED COM 717135107 409 81,700 SH SOLE 81,700
PHELPS DODGE CORP. COM 717265102 3,207 65,126 SH SOLE 65,126
PHILADELPHIA SUBUR CORP COM 718009608 822 36,245 SH SOLE 36,245
PHILIP MORRIS COS INC COM 718154107 1,130 32,100 SH OTHER (1) 32,100
PHILIP MORRIS COS INC COM 718154107 96,997 2,756,562 SH SOLE 2,756,562
PHILLIPS PETRO CO COM 718507106 13,979 295,850 SH SOLE 295,850
PHILLIPS-VAN HEUSEN COM 718592108 21 3,000 SH SOLE 3,000
PHOENIX INV PARTNERS COM 719085102 173 20,000 SH SOLE 20,000
PHOTRONICS INC COM 719405102 589 31,600 SH SOLE 31,600
PHYCOR INC COM 71940F100 385 81,000 SH SOLE 81,000
PHYSICIAN RELIANCE COM 71940G108 500 58,800 SH SOLE 58,800
PICTURE TEL CORP COM NEW 720035302 29 4,100 SH SOLE 4,100
PIEDMONT NATURAL GAS CO. COM 720186105 1,344 38,400 SH SOLE 38,400
PIER 1 IMPORTS INC GA COM 720279108 804 99,000 SH SOLE 99,000
PIERCE LEAHY COM 720722107 224 9,000 SH SOLE 9,000
PILGRIMS PRIDE COM 721467108 478 29,100 SH SOLE 29,100
PILLOWTEX CORP COM 721501104 128 9,000 SH SOLE 9,000
PINNACLE SYSTEMS INC COM 723481107 455 10,000 SH SOLE 10,000
PINNACLE WEST CAPITAL COM 723484101 1,721 47,300 SH SOLE 47,300
PIONEER GROUP INC COM 723684106 455 30,700 SH SOLE 30,700
PIONEER HI-BRED INTL INC COM 723686101 9,873 262,414 SH SOLE 262,414
PIONEER NATURAL RESOURCES COM 723787107 710 91,600 SH SOLE 91,600
PAGE TOTAL 453,216
Page 35 of 50
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VOTING AUTHORITY
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PIONEER STANDARD ELECT COM 723877106 18 2,700 SH SOLE 2,700
PITNEY BOWES INC COM 724479100 19,954 313,002 SH SOLE 313,002
PITTSTON BRINKS GROUP COM 725701106 703 29,900 SH SOLE 29,900
PITTSTON BAX GROUP COM 725701882 15 2,100 SH SOLE 2,100
PITTWAY CORP CL A 725790208 432 16,300 SH SOLE 16,300
PIXAR INC. COM 725811103 866 22,000 SH SOLE 22,000
PLACER DOME INC COM 725906101 1,545 138,100 SH SOLE 138,100
PLANTRONICS COM 727493108 1,608 25,700 SH SOLE 25,700
PLATINUM SOFTWARE CORP. COM 72764R105 283 38,400 SH SOLE 38,400
PLATINUM TECH INTL INC COM 72764T101 944 37,000 SH SOLE 37,000
PLAYERS INTL INC. COM 727903106 23 3,600 SH SOLE 3,600
PLAYTEX PRODUCTS INC. COM 72813P100 1,053 69,600 SH SOLE 69,600
PLEXUS CORPORATION COM 729132100 399 14,300 SH SOLE 14,300
POE & BROWN COM 730444106 232 7,000 SH SOLE 7,000
POGO PRODUCING COMPANY COM 730448107 621 47,800 SH SOLE 47,800
POLARIS INDUSTRIES COM 731068102 895 28,200 SH SOLE 28,200
POLAROID CORP COM 731095105 1,382 68,895 SH SOLE 68,895
POLICY MANAGEMENT SYSTEM COM 731108106 435 14,200 SH SOLE 14,200
POLYCOM INCORPORATED COM 73172K104 508 27,100 SH SOLE 27,100
POOL ENERGY SERVICES COM 732788104 34 2,200 SH SOLE 2,200
POPE & TALBOT INC COM 732827100 8 1,300 SH SOLE 1,300
POTLATCH CORP. COM 737628107 1,573 46,360 SH SOLE 46,360
POTOMAC ELECTRIC POWER COM 737679100 1,609 69,400 SH SOLE 69,400
POWERTEL INCORPORATED COM 73936C109 422 29,600 SH SOLE 29,600
PREMIER BANCSHARES INC COM 739909109 474 24,000 SH SOLE 24,000
PRAXAIR INC COM 74005P104 6,539 181,330 SH SOLE 181,330
PRE PAID LEGAL COM 740065107 568 23,200 SH SOLE 23,200
PRECISION CASTPARTS CORP COM 740189105 898 22,300 SH SOLE 22,300
PREMARK INT'L CORP. COM 740459102 1,229 37,300 SH SOLE 37,300
PREMIER PARKS INC COM 740540208 1,416 38,000 SH SOLE 38,000
PREMIERE TECHNOLOGIES COM 74058F102 642 56,400 SH SOLE 56,400
PRESIDENTIAL LIFE CORP COM 740884101 674 37,600 SH SOLE 37,600
PRICE ENTERPRISES INC COM NEW 741444202 103 18,600 SH SOLE 18,600
PRICE T. ROWE & ASSOC INC COM 741477103 2,008 58,400 SH SOLE 58,400
PRIMEDIA INC COM 74157K101 882 63,000 SH SOLE 63,000
PRIMARK CORP COM 741903108 625 29,400 SH SOLE 29,400
PRIME HOSPITALITY CORP COM 741917108 662 66,600 SH SOLE 66,600
PRIMUS TELECOMM GROUP COM 741929103 101 10,000 SH SOLE 10,000
PRIDE INTERNATIONAL INC COM 741932107 375 45,400 SH SOLE 45,400
PRIORITY HLTHCARE CORP B CL B 74264T102 556 12,285 SH SOLE 12,285
PROBUSINESS SERVICES INC COM 742674104 764 18,200 SH SOLE 18,200
PROCTER & GAMBLE CO COM 742718109 146,820 1,499,122 SH SOLE 1,499,122
PROFIT RECOVERY GRP COM 743168106 861 21,800 SH SOLE 21,800
PROGRESS SOFTWARE CORP COM 743312100 563 16,500 SH SOLE 16,500
PROGRESSIVE CORP COM 743315103 11,918 83,051 SH SOLE 83,051
PAGE TOTAL 214,238
Page 36 of 50
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VOTING AUTHORITY
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PROJECT SOFTWARE & DEVELE COM 74339P101 123 5,000 SH SOLE 5,000
PROMUS HOTEL CORPORATION COM 74342P106 1,821 50,060 SH SOLE 50,060
PROTECTION ONE COM 743663304 723 115,700 SH SOLE 115,700
PROTECTIVE LIFE COM 743674103 1,045 27,600 SH SOLE 27,600
PROTEIN DESIGN LABS INC COM 74369L103 349 23,200 SH SOLE 23,200
PROVIDENT BANKSHARES COM 743859100 773 29,590 SH SOLE 29,590
PROVIDENT COMPANIES INC COM 743862104 5,900 170,692 SH SOLE 170,692
PROVIDENT FINANCIAL GROUP COM 743866105 737 19,200 SH SOLE 19,200
PROVIDIAN FINANCIAL CORP COM 74406A102 5,544 50,400 SH OTHER (1) 50,400
PROVIDIAN FINANCIAL CORP COM 74406A102 17,577 159,794 SH SOLE 159,794
PUBLIC SVC CO OF N MEX COM 744499104 779 45,800 SH SOLE 45,800
PUBLIC SERVICE CO OF NC COM 744516105 644 22,700 SH SOLE 22,700
PUBLIC SERVICE ENTERPRISE COM 744573106 9,684 253,585 SH SOLE 253,585
PUGET SOUND ENERGY INC COM 745332106 1,112 48,200 SH SOLE 48,200
PULTE CORP COM 745867101 1,927 92,588 SH SOLE 92,588
QRS CORPORATION COM 74726X105 282 4,500 SH SOLE 4,500
QUADRAMED CORP COM 74730W101 142 18,600 SH SOLE 18,600
QUAKER CHEM CORP COM 747316107 13 900 SH SOLE 900
QUAKER OATS COMPANY COM 747402105 1,933 30,900 SH OTHER (1) 30,900
QUAKER OATS COMPANY COM 747402105 9,878 157,887 SH SOLE 157,887
QUALCOMM COM 747525103 4,788 38,500 SH SOLE 38,500
QUANEX CORP COM 747620102 23 1,500 SH SOLE 1,500
QUANTUM CORPORATION COM 747906105 1,717 95,400 SH SOLE 95,400
QUEENS COUNTY BANCORP COM 748242104 657 24,330 SH SOLE 24,330
QUEST DIAGNOSTIC COM 74834L100 768 34,500 SH SOLE 34,500
QUESTAR CORP COM 748356102 606 35,800 SH SOLE 35,800
QUIKSILVER INC COM 74838C106 608 14,400 SH SOLE 14,400
QUINTILES TRANSNATL COM 748767100 2,045 54,177 SH SOLE 54,177
QUORUM HEALTH GROUP COM 749084109 660 66,000 SH SOLE 66,000
QWEST COMMUNICATIONS COM 749121109 13,372 185,477 SH SOLE 185,477
R & B FALCON CORPORATION COM 74912E101 705 80,000 SH SOLE 80,000
RH DONNELLEY CORP COM NEW 74955W307 509 33,000 SH SOLE 33,000
RLI CORPORATION COM 749607107 333 11,375 SH SOLE 11,375
RJR NABISCO HOLDING CORP COM 74960K876 9,143 365,736 SH SOLE 365,736
RPM INC COM 749685103 597 44,843 SH SOLE 44,843
RTI INTERNATIONAL METALS COM 74973W107 21 2,200 SH SOLE 2,200
RF MICRO DEVICES INC COM 749941100 1,895 19,800 SH SOLE 19,800
RAILTEX INC COM 750766107 10 900 SH SOLE 900
RAMBUS INC. COM 750917106 644 10,000 SH SOLE 10,000
RALCORP HOLDINGS INC COM 751028101 718 37,766 SH SOLE 37,766
RALSTON PURINA GROUP COM 751277302 9,932 372,169 SH SOLE 372,169
RATIONAL SOFTWARE CORP COM 75409P202 3,939 146,900 SH SOLE 146,900
RAYCHEM CORP. COM 754603108 2,238 99,182 SH SOLE 99,182
RAYMOND JAMES FIN CORP COM 754730109 976 49,400 SH SOLE 49,400
RAYONIER INC COM 754907103 556 13,875 SH SOLE 13,875
PAGE TOTAL 118,444
Page 37 of 50
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<CAPTION>
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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VOTING AUTHORITY
----------------------------
TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RAYOVAC CORPORATION COM 755081106 692 25,100 SH SOLE 25,100
RAYTHEON COMPANY-CLASS A CL A 755111309 3,003 52,000 SH SOLE 52,000
RAYTHEON COMPANY-CLASS B CL B 755111408 22,670 386,694 SH SOLE 386,694
READ-RITE CORP COM 755246105 353 53,500 SH SOLE 53,500
READERS DIGEST CL A NON VTG 755267101 1,817 57,800 SH SOLE 57,800
REAL NETWORK INC COM 75605L104 3,617 29,600 SH SOLE 29,600
RED ROOF INNS INC. COM 757005103 504 32,000 SH SOLE 32,000
REEBOK INT'L LTD COM 758110100 1,769 111,418 SH SOLE 111,418
REGAL BELOIT CORPORATION COM 758750103 489 27,100 SH SOLE 27,100
REGENERON PHARM INC COM 75886F107 21 3,200 SH SOLE 3,200
REGIS CORP MINN COM 758932107 1,074 40,350 SH SOLE 40,350
REGIONS FINANCIAL CORP COM 758940100 8,458 244,265 SH SOLE 244,265
REINSURANCE GROUP OF AMER COM 759351109 2,369 55,650 SH SOLE 55,650
RELIANCE GROUP HOLDINGS COM 759464100 484 64,000 SH SOLE 64,000
RELIANCE STL & ALUM CO COM 759509102 658 22,850 SH SOLE 22,850
RELIANT ENERGY INC. COM 75952J108 8,590 329,600 SH SOLE 329,600
RELIASTAR FINANCIAL CORP COM 75952U103 2,217 52,000 SH SOLE 52,000
REMEC INC. COM 759543101 536 25,700 SH SOLE 25,700
REMEDY CORPORATION COM 759548100 435 31,100 SH SOLE 31,100
REMINGTON OIL & GAS CORP COM 759594302 6 2,100 SH SOLE 2,100
RENAISSANCE WORLDWIDE INC COM 75968A109 369 59,620 SH SOLE 59,620
RENAL CARE GROUP INC COM 759930100 198 10,100 SH SOLE 10,100
RENT-A-CENTER INC COM 76009N100 837 29,100 SH SOLE 29,100
RENT-WAY COM 76009U104 485 20,200 SH SOLE 20,200
RENTAL SERVICE CORP COM 76009V102 466 26,600 SH SOLE 26,600
REPUBLIC GROUP INC COM 760473108 18 1,200 SH SOLE 1,200
REPUBLIC INDUSTRIES COM 760516104 3,018 243,900 SH SOLE 243,900
REPUBLIC NEW YORK CORP COM 760719104 5,859 127,030 SH SOLE 127,030
REPUBLIC SECURITY FINL COM 760758102 197 21,300 SH SOLE 21,300
RES-CARE INC COM 760943100 411 18,200 SH SOLE 18,200
RESMED INC. COM 761152107 379 13,400 SH SOLE 13,400
RESOURCE BANCSHARES COM 761197102 155 12,000 SH SOLE 12,000
RESPIRONICS INC COM 761230101 458 34,700 SH SOLE 34,700
REXALL SUNDOWN INC COM 761648104 1,205 62,800 SH SOLE 62,800
REYNOLDS & REYNOLDS CL A 761695105 863 45,400 SH SOLE 45,400
REYNOLDS METALS CO. COM 761763101 3,660 75,754 SH SOLE 75,754
RICHFOOD HOLDINGS COM 763408101 1,050 48,700 SH SOLE 48,700
RIGGS NATL CORP COM 766570105 638 37,800 SH SOLE 37,800
SUIZA FOODS CORP. COM 767711104 151 10,000 SH SOLE 10,000
RITE AID CORP COM 767754104 7,183 287,314 SH SOLE 287,314
RIVIANA FOODS INC COM 769536103 175 7,500 SH SOLE 7,500
ROBBINS & MYERS INC COM 770196103 21 1,200 SH SOLE 1,200
ROBERT HALF INTL INC. COM 770323103 1,629 49,650 SH SOLE 49,650
ROBERTS PHARMACEUTICAL COM 770491108 664 32,000 SH SOLE 32,000
ROCHESTER GAS & ELEC COM 771367109 256 10,000 SH SOLE 10,000
PAGE TOTAL 90,105
Page 38 of 50
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- ----------------------------
VOTING AUTHORITY
----------------------------
TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ROCK-TENN CO - CL A CL A 772739207 389 25,330 SH SOLE 25,330
ROCKWELL INT'L CORP (NEW) COM 773903109 8,752 206,236 SH SOLE 206,236
ROHM & HAAS CO. COM 775371107 6,470 192,787 SH SOLE 192,787
ROLLINS INC COM 775711104 597 35,500 SH SOLE 35,500
ROLLINS TRUCK LEASING COM 775741101 673 71,350 SH SOLE 71,350
ROMAC INTERNATIONAL INC COM 775835101 487 57,300 SH SOLE 57,300
ROPER INDUSTRIES INC. COM 776696106 821 34,400 SH SOLE 34,400
ROSLYN BANCORP INC COM 778162107 1,262 74,800 SH SOLE 74,800
ROSS STORES INCORPORATED COM 778296103 1,358 31,000 SH SOLE 31,000
ROWAN COS INC COM 779382100 1,411 111,181 SH SOLE 111,181
ROYAL APPLIANCE MFG CO COM 780076105 8 2,200 SH SOLE 2,200
ROYAL DUTCH PETROLEUM NYS COM 780257804 551 10,600 SH OTHER (1) 10,600
ROYAL DUTCH PETROLEUM NYS COM 780257804 66,164 1,272,380 SH SOLE 1,272,380
RUBY TUESDAY INC COM 781182100 649 37,374 SH SOLE 37,374
RUDDICK CORP COM 781258108 1,008 51,700 SH SOLE 51,700
RURAL/METRO CORPORATION COM 781748108 10 1,200 SH SOLE 1,200
RUSS BERRIE & CO. INC. COM 782233100 752 28,800 SH SOLE 28,800
RUSSELL CORP COM 782352108 996 49,476 SH SOLE 49,476
RYAN'S FAM STEAK HOUSE COM 783519101 615 51,000 SH SOLE 51,000
RYDER SYS INC COM 783549108 2,214 80,162 SH SOLE 80,162
RYERSON TULL INC COM 78375P107 372 25,300 SH SOLE 25,300
RYLAND GROUP COM 783764103 243 9,600 SH SOLE 9,600
S & T BANCORP COM 783859101 587 30,700 SH SOLE 30,700
SANTA FE INTL CORP ORD G7805C108 1,028 55,000 SH SOLE 55,000
SBC COMMUNICATIONS INC. COM 78387G103 103,738 2,201,327 SH SOLE 2,201,327
SCI SYSYTEMS INCORPORATED COM 783890106 1,126 38,000 SH SOLE 38,000
SCM MICROSYSTEMS INC. COM 784018103 735 12,100 SH SOLE 12,100
SCPIE HOLDINGS INC. COM 78402P104 163 6,000 SH SOLE 6,000
SDL INCORPORATED COM 784076101 1,171 12,900 SH SOLE 12,900
SEI INVESTMENTS COMPANY COM 784117103 2,664 28,800 SH SOLE 28,800
SLM HOLDING CORP COM 78442A109 8,110 194,250 SH SOLE 194,250
SLI INC. COM 78442T108 675 32,150 SH SOLE 32,150
SPS TECHNOLOGIES INC. COM 784626103 553 14,100 SH SOLE 14,100
SPX CORP COM 784635104 2,248 44,567 SH SOLE 44,567
S3 INCORPORATED COM 784849101 226 30,100 SH SOLE 30,100
SABRE GROUP HOLDINGS INC. CL A 785905100 1,089 24,000 SH SOLE 24,000
SAFECO CORP COM 786429100 6,494 160,591 SH SOLE 160,591
SAFEGUARD SCIENTIFICS COM 786449108 2,489 36,700 SH SOLE 36,700
SAFESKIN CORP COM 786454108 152 20,400 SH SOLE 20,400
SAFETY-KLEEN CORP. COM NEW 78648R203 583 44,000 SH SOLE 44,000
SAFEWAY INC. COM 786514208 28,087 547,380 SH SOLE 547,380
ST JOE CORP COM 790148100 1,050 43,300 SH SOLE 43,300
ST. JOHN KNITS COM 790289102 578 21,900 SH SOLE 21,900
ST JUDE MED INC COM 790849103 2,340 95,997 SH SOLE 95,997
ST MARY LND & EXPLORATION COM 792228108 21 1,200 SH SOLE 1,200
PAGE TOTAL 261,710
Page 39 of 50
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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VOTING AUTHORITY
----------------------------
TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ST. PAUL BANCORP COM 792848103 1,084 50,037 SH SOLE 50,037
ST. PAUL COMPANIES INC COM 792860108 8,155 262,538 SH SOLE 262,538
SAKS INCORPORATED COM 79377W108 2,167 83,340 SH SOLE 83,340
SANCHEZ COMPUTER COM 799702105 140 6,000 SH SOLE 6,000
SANDISK CORPORATION COM 80004C101 763 28,800 SH SOLE 28,800
SANMINA CORP COM 800907107 2,282 35,800 SH SOLE 35,800
SANGSTAT MEDICAL COR COM 801003104 214 17,300 SH SOLE 17,300
SANTA FE ENERGY RESOURCES COM 802012104 951 130,000 SH SOLE 130,000
SAPIENT COM 803062108 2,741 38,400 SH SOLE 38,400
SARA LEE CORP COM 803111103 25,370 1,025,038 SH SOLE 1,025,038
SAWTEK INC COM 805468105 800 23,700 SH SOLE 23,700
SBARRO INCORPORATED COM 805844107 612 23,100 SH SOLE 23,100
SCANA CORP COM 805898103 993 45,800 SH SOLE 45,800
HENRY SCHEIN INC COM 806407102 606 24,000 SH SOLE 24,000
SCHERING PLOUGH CORP COM 806605101 7,207 130,300 SH OTHER (1) 130,300
SCHERING PLOUGH CORP COM 806605101 91,402 1,652,462 SH SOLE 1,652,462
SCHLUMBERGER LTD COM 806857108 19,641 326,334 SH SOLE 326,334
SCHOLASTIC CORPORATION COM 807066105 890 18,200 SH SOLE 18,200
SCHULMAN (A.) INC COM 808194104 530 38,900 SH SOLE 38,900
SCHWAB CHARLES CORP COM 808513105 43,644 454,029 SH SOLE 454,029
SCHWEITZER-MANDUIT INTL COM 808541106 16 1,400 SH SOLE 1,400
SCIENTIFIC ATLANTA INC. COM 808655104 2,492 91,462 SH SOLE 91,462
SCIOS NOVA COM 808905103 347 38,300 SH SOLE 38,300
SCOTTS CO. CL A 810186106 792 21,200 SH SOLE 21,200
SCRIPPS CO E.W. CLASS A CL A 811054204 2,287 51,675 SH SOLE 51,675
SEABOARD CORPORATION COM 811543107 507 1,700 SH SOLE 1,700
SEAGATE TECHNOLOGY COM 811804103 7,923 267,999 SH SOLE 267,999
SEAGRAM LTD COM 811850106 11,719 234,375 SH SOLE 234,375
SEACOR HLDGS INC COM 811904101 866 16,100 SH SOLE 16,100
SEALED AIR CORPORATION COM 81211K100 4,582 93,148 SH SOLE 93,148
SEARS ROEBUCK & CO COM 812387108 19,219 425,318 SH SOLE 425,318
SECURITY DYNAMICS TECH COM 814208104 697 37,400 SH SOLE 37,400
SECURITY 1ST TECHNOLOGIES COM 814279105 882 12,000 SH SOLE 12,000
SEITEL INCORPORATED COM NEW 816074306 35 2,500 SH SOLE 2,500
SELECTIVE INSURANCE GRP COM 816300107 624 35,400 SH SOLE 35,400
SEMTECH CORP COM 816850101 453 14,200 SH SOLE 14,200
SEMPRA ENERGY COM 816851109 5,297 276,089 SH SOLE 276,089
SENSORMATIC ELECTRIC CORP COM 817265101 651 68,500 SH SOLE 68,500
SEPRACOR INC COM 817315104 5,130 45,700 SH SOLE 45,700
SEQUA CORP. -CL A CL A 817320104 558 11,100 SH SOLE 11,100
SEQUENT COMPUTER COM 817338106 444 49,000 SH SOLE 49,000
SEROLOGICALS CORPORATION COM 817523103 354 26,100 SH SOLE 26,100
SERVICE CORP. INTL COM 817565104 4,009 281,326 SH SOLE 281,326
SERVICE EXPERTS INC COM 817567100 271 20,100 SH SOLE 20,100
SERVICEMASTER COMPANY COM 81760N109 2,945 145,000 SH SOLE 145,000
SHARED MED SYS CORP COM 819486101 1,607 28,852 SH SOLE 28,852
SHAW INDS INC COM 820286102 1,482 80,100 SH SOLE 80,100
SHERWIN WILLIAMS CO COM 824348106 5,202 184,961 SH SOLE 184,961
PAGE TOTAL 291,580
Page 40 of 50
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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VOTING AUTHORITY
----------------------------
TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SHOPKO STORES INC COM 824911101 941 31,500 SH SOLE 31,500
SHOREWOOD PACKAGING COM 825229107 617 31,450 SH SOLE 31,450
SIEBEL SYSTEMS INC COM 826170102 1,986 41,800 SH SOLE 41,800
SIERRA HEALTH SERVICES COM 826322109 460 35,350 SH SOLE 35,350
SIERRA PACIFIC RESOURCES COM 826425100 1,379 39,200 SH SOLE 39,200
SIGMA ALDRICH COM 826552101 2,861 97,809 SH SOLE 97,809
SIGCORP INC. COM 826912107 705 25,749 SH SOLE 25,749
SILGAN HOLDINGS INC COM 827048109 167 10,000 SH SOLE 10,000
SILICON GRAPHICS COM 827056102 3,430 205,522 SH SOLE 205,522
SILICON VALLEY BANCSHARES COM 827064106 46 2,200 SH SOLE 2,200
SILICON VALLEY GROUP COM 827066101 475 38,600 SH SOLE 38,600
SIMPSON INDUSTRIES INC COM 829060102 18 1,900 SH SOLE 1,900
SIMPSON MANUFACTURING INC COM 829073105 511 12,700 SH SOLE 12,700
SINCLAIR BROADCAST CL A 829226109 791 54,300 SH SOLE 54,300
SIPEX CORPORATION COM 829909100 239 18,300 SH SOLE 18,300
SKY FINANCIAL GROUP COM 83080P103 1,133 41,850 SH SOLE 41,850
SKYLINE COM 830830105 28 1,000 SH SOLE 1,000
SKYWEST INCORPORATED COM 830879102 641 22,200 SH SOLE 22,200
SKYTEL COMMUNICATIONS INC COM 83087Q104 499 30,000 SH SOLE 30,000
SMART MODULAR COM 831690102 224 15,000 SH SOLE 15,000
SMITH (A.O.) CORP COM 831865209 568 29,900 SH SOLE 29,900
SMITH INTL INC. COM 832110100 680 17,000 SH SOLE 17,000
SMITHFIELD FOODS INC. COM 832248108 613 27,000 SH SOLE 27,000
J.M. SMUCKER CO. CLASS A CL A 832696108 723 32,400 SH SOLE 32,400
SMURFIT-STONE CONTAINER COM 832727101 2,161 111,900 SH SOLE 111,900
SNYDER COMMUNICATIONS COM 832914105 836 30,000 SH SOLE 30,000
SNAP-ON TOOLS CORP COM 833034101 1,475 50,878 SH SOLE 50,878
SNYDER OIL CORP COMMON COM 833482102 621 41,900 SH SOLE 41,900
SODEXHO MARRIOTT SERVICES COM 833793102 662 30,000 SH SOLE 30,000
SOFTWARE AG SYSTEMS INC. COM 834025108 126 15,000 SH SOLE 15,000
SOLA INTERNATIONAL INC. COM 834092108 362 30,000 SH SOLE 30,000
SOLECTRON CORP COM 834182107 14,010 288,500 SH SOLE 288,500
SOLUTIA INC. COM 834376105 956 55,000 SH SOLE 55,000
SONAT INC. COM 835415100 3,683 122,779 SH SOLE 122,779
SONIC CORP. COM 835451105 515 19,100 SH SOLE 19,100
SONOCO PRODUCTS INC COM 835495102 1,429 62,141 SH SOLE 62,141
SOTHEBY'S HOLDINGS INC CL A 835898107 2,917 90,100 SH SOLE 90,100
SOUTHDOWN INC COM 841297104 1,863 34,700 SH OTHER (1) 34,700
SOUTHDOWN INC COM 841297104 1,299 24,200 SH SOLE 24,200
SOUTHERN CO COM 842587107 18,156 778,831 SH SOLE 778,831
SOUTHERN ENERGY HOMES INC COM 842814105 4 800 SH SOLE 800
SOUTHERN UNION CO COM 844030106 643 34,048 SH SOLE 34,048
SOUTHLAND CORP COM 844436402 896 441,200 SH SOLE 441,200
SOUTHTRUST CORP. COM 844730101 6,996 187,487 SH SOLE 187,487
SOUTHWEST AIRLINES CO COM 844741108 11,354 375,337 SH SOLE 375,337
PAGE TOTAL 90,697
Page 41 of 50
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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VOTING AUTHORITY
----------------------------
TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SOUTHWEST BANCORP OF TX COM 84476R109 283 23,000 SH SOLE 23,000
SOUTHWEST GAS CORP. COM 844895102 1,020 37,100 SH SOLE 37,100
SOUTHWESTERN ENERGY CO. COM 845467109 19 2,700 SH SOLE 2,700
SOVEREIGN BANCORP COM 845905108 956 78,000 SH SOLE 78,000
SPACELABS MEDICAL INC. COM 846247104 17 1,000 SH SOLE 1,000
SPARTAN MOTORS INC. COM 846819100 7 1,200 SH SOLE 1,200
SPARTECH CORP COM NEW 847220209 674 32,700 SH SOLE 32,700
SPECIALTY EQUIPMENT COM NEW 847497203 492 17,800 SH SOLE 17,800
SPEEDFAM INT'L INC COM 847706108 20 1,700 SH SOLE 1,700
SPEEDWAY MOTORSPORTS COM 847788106 2,537 61,500 SH SOLE 61,500
SPELLING ENTERTAINMENT COM 847807104 934 106,700 SH SOLE 106,700
SPIEGEL CLASS A CL A 848457107 737 120,400 SH SOLE 120,400
THE SPORTS AUTHORITY COM 849176102 24 3,300 SH SOLE 3,300
SPRINGS INDS INC COM 851783100 818 30,242 SH SOLE 30,242
SPRINT CORP(FON GROUP) COM 852061100 49,625 505,733 SH SOLE 505,733
SPRINT CORP (PCS GROUP) PCS COM SER 852061506 22,449 506,616 SH SOLE 506,616
STAFFMARK INC COM 852389105 188 23,900 SH SOLE 23,900
STANDARD MICROSYSTEMS COM 853626109 13 1,600 SH SOLE 1,600
STANDARD MTR PRODS INC. COM 853666105 29 1,400 SH SOLE 1,400
STANDARD-PACIFIC CORP. COM 85375C101 456 35,400 SH SOLE 35,400
STANDARD PRODUCTS CO COM 853836104 28 1,700 SH SOLE 1,700
STANDARD REGISTER COM 853887107 923 31,100 SH SOLE 31,100
STANDEX INT'L CORP COM 854231107 357 16,300 SH SOLE 16,300
STANLEY WORKS COM 854616109 2,193 85,586 SH SOLE 85,586
STAR TELECOM COM 854923109 392 40,700 SH SOLE 40,700
STAPLES INC COM 855030102 17,452 530,860 SH SOLE 530,860
STARBUCKS CORP COM 855244109 2,554 91,000 SH SOLE 91,000
STATE AUTO FINANCIAL CORP COM 855707105 537 49,700 SH SOLE 49,700
STATE STREET CORP COM 857477103 14,945 181,835 SH SOLE 181,835
STATEN ISLAND BANCORP COM 857550107 700 40,700 SH SOLE 40,700
STEEL DYNAMICS INC COM 858119100 845 51,000 SH SOLE 51,000
STEEL TECHNOLOGIES INC. COM 858147101 9 1,100 SH SOLE 1,100
STEIN MART INC COM 858375108 49 4,900 SH SOLE 4,900
STERIS CORPORATION COM 859152100 1,235 46,400 SH SOLE 46,400
STERLING COMMERCE INC. COM 859205106 1,445 47,000 SH SOLE 47,000
STERLING SOFTWARE INC COM 859547101 1,131 47,600 SH SOLE 47,600
STEWART ENTERPRISES CL A CL A 860370105 901 56,100 SH SOLE 56,100
STEWART INFO SVCS COM 860372101 101 3,000 SH SOLE 3,000
STILLWATER MINING CO COM 86074Q102 820 31,100 SH SOLE 31,100
STONE & WEBSTER INC COM 861572105 375 16,400 SH SOLE 16,400
STONE ENERGY CORP COM 861642106 589 18,400 SH SOLE 18,400
STONERIDGE INC COM 86183P102 139 10,000 SH SOLE 10,000
STORAGE TECH CORP COM 862111200 1,695 60,800 SH SOLE 60,800
STRAYER EDUCATION INC COM 863236105 596 16,100 SH SOLE 16,100
STRIDE RITE CORP COM 863314100 674 55,000 SH SOLE 55,000
STRUCTURAL DYN RES. COM 863555108 782 41,000 SH SOLE 41,000
PAGE TOTAL 132,763
Page 42 of 50
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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VOTING AUTHORITY
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STRYKER CORPORATION COM 863667101 2,603 51,600 SH SOLE 51,600
THE STUDENT LOAN CORP COM 863902102 863 23,100 SH SOLE 23,100
STURM RUGER & CO. INC. COM 864159108 28 2,800 SH SOLE 2,800
SUIZA FOODS CORP STK COM 865077101 718 21,300 SH SOLE 21,300
SUMMIT BANCORP COM 866005101 7,751 198,750 SH SOLE 198,750
SUMMIT TECHNOLOGY INC COM 86627E101 33 3,000 SH SOLE 3,000
SUN MICROSYSTEMS COM 866810104 2,314 18,500 SH OTHER (1) 18,500
SUN MICROSYSTEMS COM 866810104 54,399 434,971 SH SOLE 434,971
SUN HEALTHCARE GROUP COM 866933104 72 71,608 SH SOLE 71,608
SUNBEAM CORPORATION COM 867071102 513 92,200 SH SOLE 92,200
SUNDSTRAND CORP. COM 867323107 2,405 34,600 SH SOLE 34,600
SUNGARD DATA SYSTEMS INC COM 867363103 2,664 66,600 SH SOLE 66,600
SUNOCO INC COM 86764P109 3,821 105,952 SH SOLE 105,952
SUNRISE ASSISTED LIVING COM 86768K106 1,007 22,100 SH SOLE 22,100
SUNTERRA CORPORATION COM 86787D109 420 43,100 SH SOLE 43,100
SUNRISE MEDICAL COM 867910101 14 2,200 SH SOLE 2,200
SUNTRUST BANKS COM 867914103 1,556 25,000 SH OTHER (1) 25,000
SUNTRUST BANKS COM 867914103 25,585 411,003 SH SOLE 411,003
SUPERIOR CONSULTANTS COM 868146101 171 5,000 SH SOLE 5,000
SUPERIOR INDUSTRIES COM 868168105 725 31,200 SH SOLE 31,200
SUPERIOR SERVICES INC. COM 868316100 787 39,700 SH SOLE 39,700
SUPERIOR TELECOM INC COM 868365107 441 23,343 SH SOLE 23,343
SUPERVALU INC COM 868536103 2,880 139,654 SH SOLE 139,654
SUSQUEHANNA BANCSHARES COM 869099101 792 43,075 SH SOLE 43,075
SWIFT TRANSAPORTATION COM 870756103 1,593 62,300 SH SOLE 62,300
SWISS ARMY BRANDS COM 870827102 9 900 SH SOLE 900
SYBASE INC COM 871130100 704 88,700 SH SOLE 88,700
SYBRON CORPORATION COM 87114F106 1,490 59,600 SH SOLE 59,600
SYKES ENTERPRISES INC. COM 871237103 1,936 59,900 SH SOLE 59,900
SYLVAN LEARNING SYS INC COM 871399101 657 24,000 SH SOLE 24,000
SYMANTEC CORP COM 871503108 508 30,000 SH SOLE 30,000
SYMBOL TECH INC COM 871508107 1,680 37,325 SH SOLE 37,325
SYMMETRICOM INC. COM 871543104 11 1,800 SH SOLE 1,800
SYNCOR INC. COM 87157J106 33 1,200 SH SOLE 1,200
SYNOPSYS INC COM 871607107 2,086 38,800 SH SOLE 38,800
SYNETIC INC COM 87160F109 1,006 18,000 SH SOLE 18,000
SYNOVUS FINANCIAL COM 87161C105 5,911 289,209 SH SOLE 289,209
SYNTEL INC COM 87162H103 163 20,000 SH SOLE 20,000
SYSCO CORP COM 871829107 9,955 378,328 SH SOLE 378,328
SYSTEM SOFTWARE ASSOC. COM 871839106 56 25,000 SH SOLE 25,000
SYSTEMS & COMP TECHNOLOGY COM 871873105 374 37,400 SH SOLE 37,400
TBC CORP COM 872180104 13 2,200 SH SOLE 2,200
TCA CABLE COM 872241104 3,758 86,400 SH SOLE 86,400
TCBY ENTERPRISES INC COM 872245105 14 2,400 SH SOLE 2,400
TCF FINANCIAL COM 872275102 1,524 58,600 SH SOLE 58,600
PAGE TOTAL 146,039
Page 43 of 50
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<CAPTION>
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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VOTING AUTHORITY
----------------------------
TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TCSI CORP COM 87233R106 3 1,800 SH SOLE 1,800
TECO ENERGY COM 872375100 1,435 72,200 SH SOLE 72,200
T J INTERNATIONAL INC COM 872534102 504 20,900 SH SOLE 20,900
TJX COMPANY COM 872540109 2,581 75,900 SH OTHER (1) 75,900
TJX COMPANY COM 872540109 12,202 358,882 SH SOLE 358,882
TNP ENTERPRISES INC COM 872594106 472 16,400 SH SOLE 16,400
TRW INC COM 872649108 5,890 129,457 SH SOLE 129,457
TSI INTL SOFTWARE LTD COM 872879101 517 10,600 SH SOLE 10,600
TMP WORLDWIDE INC COM 872941109 1,601 24,700 SH SOLE 24,700
TV GUIDE INC CL A 87307Q109 2,080 56,400 SH SOLE 56,400
TACO CABANA INC CLASS A COM 873425102 12 1,400 SH SOLE 1,400
TALBOTS INC COM 874161102 885 36,300 SH SOLE 36,300
TANDY CORP. COM 875382103 7,047 110,437 SH SOLE 110,437
TARRANT APPAREL GROUP COM 876289109 559 13,300 SH SOLE 13,300
TECH DATA CORP COM 878237106 528 23,000 SH SOLE 23,000
TECHNE CORP COM 878377100 433 15,000 SH SOLE 15,000
TECHNITROL INC COM 878555101 431 18,700 SH SOLE 18,700
TECHNOLOGY SOLUTIONS COM 87872T108 420 59,000 SH SOLE 59,000
TECUMSEH PRODUCTS CO CL A 878895200 1,166 22,900 SH SOLE 22,900
TEKELEC COM 879101103 443 60,600 SH SOLE 60,600
TEKTRONIX INC. COM 879131100 1,317 52,155 SH SOLE 52,155
TEL-SAVE.COM INC COM 879176105 467 44,700 SH SOLE 44,700
TELEBANC FINANCIAL GROUP COM 87925R109 957 12,000 SH SOLE 12,000
TELEFLEX INCORPORATED COM 879369106 852 25,000 SH SOLE 25,000
TELEGLOBE INC COM 87941V100 1,610 53,100 SH SOLE 53,100
TELEPHONE & DATA SYS COM 879433100 1,979 35,100 SH SOLE 35,100
TELLABS INC COM 879664100 1,496 15,300 SH OTHER (1) 15,300
TELLABS INC COM 879664100 21,464 219,578 SH SOLE 219,578
TELXON CORPORATION COM 879700102 17 1,800 SH SOLE 1,800
TEMPLE INLAND CO COM 879868107 3,992 63,619 SH SOLE 63,619
TELETECH HOLDINGS INC. COM 879939106 461 70,300 SH SOLE 70,300
TENET HEALTHCARE CORP COM 88033G100 6,289 332,106 SH SOLE 332,106
TENNANT CO COM 880345103 171 5,000 SH SOLE 5,000
TENNECO INC. (NEW) COM 88037E101 5,156 184,556 SH SOLE 184,556
TERADYNE INCORPORATED COM 880770102 2,886 52,900 SH SOLE 52,900
TEREX CORPORATION COM 880779103 557 23,100 SH SOLE 23,100
TERRA INDUSTRIES INC COM 880915103 366 80,300 SH SOLE 80,300
TESORO PETRO. CORP. COM 881609101 407 37,000 SH SOLE 37,000
TETRA TECHNOLOGIES INC COM 88162F105 10 1,500 SH SOLE 1,500
TETRA TECH INC COM 88162G103 613 29,100 SH SOLE 29,100
TEXACO INC COM 881694103 2,593 45,700 SH OTHER (1) 45,700
TEXACO INC COM 881694103 34,497 607,869 SH SOLE 607,869
TEXAS IND COM 882491103 623 25,100 SH SOLE 25,100
TEXAS INSTRS INC COM 882508104 2,729 27,500 SH OTHER (1) 27,500
TEXAS INSTRS INC COM 882508104 44,424 447,601 SH SOLE 447,601
PAGE TOTAL 175,143
Page 44 of 50
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<CAPTION>
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- ----------------------------
VOTING AUTHORITY
----------------------------
TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TEXAS REGIONAL BANCSHARES CL A VTG 882673106 467 17,300 SH SOLE 17,300
TEXAS UTILITIES COM 882848104 13,040 312,810 SH SOLE 312,810
TEXTRON INC COM 883203101 14,101 182,245 SH SOLE 182,245
THERAGENICS CORP COM 883375107 224 32,000 SH SOLE 32,000
THERMO ELECTRON CORP COM 883556102 2,260 166,651 SH SOLE 166,651
THERMO INSTRUMENT SYSTEMS COM 883559106 753 52,171 SH SOLE 52,171
THERMO CARDIOSYSTEMS INC COM 88355K200 357 44,600 SH SOLE 44,600
THERMO ECOTEK CORP COM 88355R106 346 43,250 SH SOLE 43,250
THERMO FIBERTEK INC COM 88355W105 518 72,100 SH SOLE 72,100
THERMO OPTEK CORP COM 883582108 540 54,000 SH SOLE 54,000
THERMOLASE CORP-UNIT UNIT EX 000001 883624207 53 3,182 SH SOLE 3,182
THERMOQUEST CORP COM 883655102 673 55,500 SH SOLE 55,500
THERMEDICS INC. COM 883901100 288 40,800 SH SOLE 40,800
THOMAS & BETTS CORP COM 884315102 2,496 66,440 SH SOLE 66,440
THOMAS INDUSTRIES COM 884425109 32 1,700 SH SOLE 1,700
THOR INDUSTRIES INC COM 885160101 29 1,300 SH SOLE 1,300
3COM CORPORATION COM 885535104 9,385 402,570 SH SOLE 402,570
THREE-FIVE SYSTEMS INC COM 88554L108 6 700 SH SOLE 700
TIDEWATER INC. COM 886423102 699 27,000 SH SOLE 27,000
TIFFANY & COMPANY COM 886547108 1,495 20,000 SH SOLE 20,000
TIMBERLAND CO CLASS A CL A 887100105 883 14,000 SH SOLE 14,000
TIME WARNER INC COM 887315109 99,441 1,399,350 SH SOLE 1,399,350
TIMES MIRROR-NEW CL A COM SER A 887364107 5,304 98,100 SH SOLE 98,100
TIMKEN CO. COM 887389104 790 48,632 SH SOLE 48,632
TITAN INTERNATIONAL INC COM 88830M102 17 2,200 SH SOLE 2,200
TOLL BROTHERS COM 889478103 714 39,400 SH SOLE 39,400
TOOTSIE ROLL INDUSTRIES COM 890516107 2,585 56,128 SH SOLE 56,128
TORCHMARK CORP COM 891027104 5,088 160,889 SH SOLE 160,889
TORO COMPANY COM 891092108 508 16,200 SH SOLE 16,200
TOSCO CORP COM 891490302 2,124 85,600 SH SOLE 85,600
TOTAL RENAL CARE HOLDINGS COM 89151A107 385 35,000 SH SOLE 35,000
TOWER AUTOMOTIVE COM 891707101 89 4,800 SH SOLE 4,800
TOTAL SYSTEM SERVICES INC COM 891906109 1,926 102,700 SH SOLE 102,700
TOYS R US COM 892335100 5,077 269,876 SH SOLE 269,876
TRAMMELL CROW CO COM 89288R106 579 31,300 SH SOLE 31,300
TRANS WORLD ENTERTAINMNT COM 89336Q100 415 37,750 SH SOLE 37,750
TRANSACTION SYSTEMS CL A 893416107 630 17,500 SH SOLE 17,500
TRANSAMERICA CORP. COM 893485102 9,888 139,264 SH SOLE 139,264
TRANSATLANTIC HOLDINGS COM 893521104 1,950 26,000 SH SOLE 26,000
TRANSKARYOTIC THERAPIES COM 893735100 610 19,200 SH SOLE 19,200
TRANSOCEAN OFFSHORE INC COM 893817106 1,469 51,000 SH SOLE 51,000
TRANSMONTAIGNE INC COM 893934109 440 36,300 SH SOLE 36,300
TRAVELERS PROP&CAS CORP CL A 893939108 1,251 35,000 SH SOLE 35,000
TRANSWITCH CORP COM 894065101 634 14,000 SH SOLE 14,000
PAGE TOTAL 190,561
Page 45 of 50
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<CAPTION>
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- ----------------------------
VOTING AUTHORITY
----------------------------
TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TRAVEL SERVICES COM 894169101 74 7,000 SH SOLE 7,000
TREDEGAR INDUSTRIES COM 894650100 1,247 40,300 SH SOLE 40,300
TRENWICK GROUP COM 895290104 443 15,750 SH SOLE 15,750
TRIANGLE BANCORP INC COM 895835106 406 24,300 SH SOLE 24,300
TRIARC COMPANIES INC CL A 895927101 616 35,300 SH SOLE 35,300
TRICON GLOBAL RESTAURANTS COM 895953107 12,216 173,900 SH SOLE 173,900
TRIBUNE COMPANY COM 896047107 3,102 47,400 SH OTHER (1) 47,400
TRIBUNE COMPANY COM 896047107 8,583 131,156 SH SOLE 131,156
TRIGON HEALTHCARE COM 89618L100 685 20,000 SH SOLE 20,000
TRIMBLE NAVIGATION LTD COM 896239100 23 2,400 SH SOLE 2,400
TRINITY INDUSTRIES COM 896522109 821 27,950 SH SOLE 27,950
TRUE NORTH COMMUNICATIONS COM 897844106 647 23,000 SH SOLE 23,000
THE TRUST CO. OF N.J. COM 898304100 487 20,100 SH SOLE 20,100
TRUSTCO BANK CORPORATION COM 898349105 748 29,912 SH SOLE 29,912
TRUSTMARK CORP. COM 898402102 866 44,000 SH SOLE 44,000
TUBOSCOPE INC. COM 898600101 483 53,700 SH SOLE 53,700
TUPPERWARE CORP COM 899896104 1,639 91,028 SH SOLE 91,028
TWENTIETH CENTURY INDUST COM 901272203 894 55,000 SH SOLE 55,000
TWINLAB CORPORATION COM 901774109 348 37,100 SH SOLE 37,100
TYCO INTERNATIONAL LTD. COM 902124106 5,388 75,100 SH OTHER (1) 75,100
TYCO INTERNATIONAL LTD. COM 902124106 27,650 385,366 SH SOLE 385,366
TYSON FOODS CL A 902494103 2,468 119,300 SH SOLE 119,300
UAL CORP COM 902549500 2,542 32,700 SH SOLE 32,700
UCAR INTERNATIONAL COM 90262K109 581 41,100 SH SOLE 41,100
UGI CORPORATION COM 902681105 631 37,800 SH SOLE 37,800
UICI COM 902737105 952 42,300 SH SOLE 42,300
UMB FINANCIAL CORP COM 902788108 758 19,562 SH SOLE 19,562
UST CORP COM 902900109 1,055 48,300 SH SOLE 48,300
USX-MARATHON GROUP INC COM 902905827 9,160 333,102 SH SOLE 333,102
UST INCORPORATED COM 902911106 5,295 202,684 SH SOLE 202,684
U.S. BANCORP (NEW) COM 902973106 28,028 822,854 SH SOLE 822,854
USA NETWORKS INC. COM 902984103 2,621 73,200 SH SOLE 73,200
UNUM CORP COM 903192102 7,273 152,908 SH SOLE 152,908
URS CORPORATION COM 903236107 135 7,500 SH SOLE 7,500
U S G CORPORATION COM 903293405 1,474 28,700 SH SOLE 28,700
U.S. FOODSERVICE INC. COM 90331R101 1,395 30,000 SH SOLE 30,000
USX-U.S. STEEL GROUP INC COM 90337T101 2,278 96,939 SH SOLE 96,939
ULTRAMAR DIAMOND SHAMROCK COM 904000106 1,096 50,700 SH SOLE 50,700
ULTRATECH STEPPER INC COM 904034105 360 25,500 SH SOLE 25,500
UNIFI INCORPORATED COM 904677101 280 21,925 SH SOLE 21,925
UNILEVER NV - NY SHARES NEW YORK SHS 904784501 25,016 376,537 SH SOLE 376,537
UNICOM CORPORATION COM 904911104 8,909 243,652 SH SOLE 243,652
UNION CAMP CORP COM 905530101 5,521 82,245 SH SOLE 82,245
UNION CARBIDE CORP COM 905581104 6,718 148,660 SH SOLE 148,660
UNION PACIFIC CORP COM 907818108 14,560 272,477 SH SOLE 272,477
UNION PACIFIC RES. GP.INC COM 907834105 3,053 257,120 SH SOLE 257,120
UNION PLANTERS COM 908068109 6,885 156,700 SH SOLE 156,700
UNIONBANCAL CORP COM 908906100 2,984 87,600 SH SOLE 87,600
PAGE TOTAL 209,394
Page 46 of 50
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<CAPTION>
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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VOTING AUTHORITY
----------------------------
TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UNIPHASE CORP COM 909149106 2,303 20,000 SH SOLE 20,000
UNISOURCE ENERGY CORP. COM 909205106 406 36,680 SH SOLE 36,680
UNISOURCE WORLDWIDE INC COM 909208100 601 84,300 SH SOLE 84,300
UNISYS CORP COM 909214108 2,896 104,600 SH OTHER (1) 104,600
UNISYS CORP COM 909214108 7,907 285,565 SH SOLE 285,565
UNITED ASSET MANAGEMENT COM 909420101 869 38,400 SH SOLE 38,400
UNITED BANKSHARES INC COM 909907107 1,119 48,900 SH SOLE 48,900
UNITED DOMINION INDUS. COM 909914103 775 39,000 SH SOLE 39,000
UNITED FIRE & CASUALTY COM 910331107 288 11,200 SH SOLE 11,200
UNITED HEALTHCARE CORP. COM 910581107 11,030 209,592 SH SOLE 209,592
UNITED ILLUMINATING COM 910637107 709 16,900 SH SOLE 16,900
UNITED INTERNATIONAL HLDG CL A 910734102 1,214 27,900 SH SOLE 27,900
UNITED NATURAL FOODS INC COM 911163103 493 21,100 SH SOLE 21,100
UNITED PAY & UNITED PROV COM 911319101 381 16,500 SH SOLE 16,500
UNITED RENTALS INC. COM 911363109 1,283 45,000 SH SOLE 45,000
US CELLULAR CORP COM 911684108 2,367 53,800 SH SOLE 53,800
U.S. FILTER CORP COM 911843209 2,756 90,000 SH SOLE 90,000
US AIRWAYS GROUP COM 911905107 4,861 99,590 SH SOLE 99,590
US HOME CORP COM 911920106 535 16,400 SH SOLE 16,400
U.S. INDUSTRIES INC. COM 912080108 781 47,500 SH SOLE 47,500
U.S. SATELLITE CL A 912534104 2,591 151,300 SH SOLE 151,300
US WEST INCORPORATED(NEW) COM 91273H101 1,745 31,700 SH OTHER (1) 31,700
US WEST INCORPORATED(NEW) COM 91273H101 31,398 570,221 SH SOLE 570,221
U.S. TRUST CORP COM 91288L105 556 7,500 SH SOLE 7,500
UNITED STATIONERS INC COM 913004107 639 41,900 SH SOLE 41,900
UNITED TECHNOLOGIES COM 913017109 1,950 14,400 SH OTHER (1) 14,400
UNITED TECHNOLOGIES COM 913017109 34,468 254,492 SH SOLE 254,492
UNITED TELEVISION INC. COM 913066106 1,165 11,200 SH SOLE 11,200
UNITED WATER RESOURCES COM 913190104 961 46,300 SH SOLE 46,300
UNITRIN INC COM 913275103 1,531 49,000 SH SOLE 49,000
UNITRODE CORP COM 913283107 463 32,600 SH SOLE 32,600
UNIVERSAL CORP COM 913456109 427 16,700 SH OTHER (1) 16,700
UNIVERSAL CORP COM 913456109 498 19,500 SH SOLE 19,500
UNIVERSAL FOODS CORP COM 913538104 1,139 55,200 SH SOLE 55,200
UNIVERSAL FOREST PRODUCTS COM 913543104 455 22,200 SH SOLE 22,200
UNIVERSAL HEALTH SERVICES CL B 913903100 952 22,000 SH SOLE 22,000
UNIVISION COMM INC CL A 914906102 1,250 25,000 SH SOLE 25,000
UNOCAL CORP COM 915289102 9,654 262,250 SH SOLE 262,250
UNOVA INCORPORATED COM 91529B106 828 62,800 SH SOLE 62,800
USFREIGHTWAYS CORP COM 916906100 1,068 32,500 SH SOLE 32,500
USWEB CORPORATION COM 917327108 1,444 35,000 SH SOLE 35,000
UTILICORP UNITED INC. COM 918005109 986 43,350 SH SOLE 43,350
V F CORP COM 918204108 6,345 134,462 SH SOLE 134,462
VLSI TECHNOLOGY INC COM 918270109 1,064 54,900 SH SOLE 54,900
VWR SCIENTIFIC PRODUCTS COM 918435108 749 33,300 SH SOLE 33,300
VAIL RESORTS INC COM 91879Q109 414 26,100 SH SOLE 26,100
VALASSIS COMMUNICATIONS COM 918866104 1,294 25,000 SH SOLE 25,000
VALHI INC COM 918905100 1,538 135,200 SH SOLE 135,200
PAGE TOTAL 151,143
Page 47 of 50
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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VOTING AUTHORITY
----------------------------
TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VALERO ENERGY CORP COM 91913Y100 488 19,600 SH SOLE 19,600
VALLEY NATIONAL BANCORP COM 919794107 882 35,000 SH SOLE 35,000
VALMONT INDUSTRIES COM 920253101 402 29,000 SH SOLE 29,000
VALSPAR CORP COM 920355104 682 21,600 SH SOLE 21,600
VALUE CITY DEPT. STORES COM 920387107 318 32,600 SH SOLE 32,600
VALUE LINE INC COM 920437100 384 11,100 SH SOLE 11,100
VANGUARD CELLULAR-CL A CL A 922022108 1,075 39,350 SH SOLE 39,350
VARCO INTL INC COM 922126107 693 62,300 SH SOLE 62,300
VARIAN ASSOCIATES INC COM 922204102 1,054 27,200 SH SOLE 27,200
VARLEN CORPORATION COM 922248109 220 10,000 SH SOLE 10,000
VASTAR RESOURCES INC. COM 922380100 2,378 49,800 SH SOLE 49,800
VEECO INSTRUMENTS INC COM 922417100 499 13,500 SH SOLE 13,500
VENATOR GROUP INC. COM 922944103 875 123,900 SH SOLE 123,900
VERITAS SOFTWARE CORP COM 923436109 2,301 28,500 SH SOLE 28,500
VERTEX PHARMACEUTICALS COM 92532F100 821 32,500 SH SOLE 32,500
VETERINARY CTRS OF AMER COM 925514101 141 10,000 SH SOLE 10,000
VIACOM INC CLASS B CL B 925524308 33,152 394,963 SH SOLE 394,963
VIATEL INC COM 925529208 638 22,400 SH SOLE 22,400
VIAD CORPORATION COM 92552R109 1,477 53,100 SH SOLE 53,100
VICOR CORP COM 925815102 641 51,300 SH SOLE 51,300
VINTAGE PETROLEUM INC COM 927460105 597 66,300 SH SOLE 66,300
VISIO CORPORATION COM 927914101 892 31,700 SH SOLE 31,700
VISHAY INTERTECHNOLOGY COM 928298108 901 61,900 SH SOLE 61,900
VISX INCORPORATED COM 92844S105 1,613 15,000 SH SOLE 15,000
VITAL SIGNS INC COM 928469105 25 1,400 SH SOLE 1,400
VITESSE SEMICONDUCTOR COM 928497106 1,772 35,000 SH SOLE 35,000
VLASIC FOODS INTL COM 928559103 538 41,600 SH SOLE 41,600
VOLT INFO SCIENCES COM 928703107 322 19,600 SH SOLE 19,600
VULCAN MATERIALS COM 929160109 83 2,000 SH OTHER (1) 2,000
VULCAN MATERIALS COM 929160109 2,578 62,400 SH SOLE 62,400
W-D 40 COMPANY COM 929236107 458 15,800 SH SOLE 15,800
WHX CORPORATION COM 929248102 14 1,800 SH SOLE 1,800
WICOR INC COM 929253102 919 45,400 SH SOLE 45,400
WPS RESOURCES CORP COM 92931B106 782 26,500 SH SOLE 26,500
WABASH NATL CORP COM 929566107 295 25,400 SH SOLE 25,400
WACHOVIA CORP NEW COM 929771103 19,061 234,775 SH SOLE 234,775
WACKENHUT CORP COM SER A 929794105 167 7,500 SH SOLE 7,500
WACKENHUT CORRECTIONS COM 929798106 500 25,900 SH SOLE 25,900
WAL-MART STORES INC COM 931142103 6,204 67,300 SH OTHER (1) 67,300
WAL-MART STORES INC COM 931142103 230,840 2,504,031 SH SOLE 2,504,031
WALBRO CORPORATION COM 931154108 5 600 SH SOLE 600
WALGREEN CO COM 931422109 30,755 1,088,656 SH SOLE 1,088,656
WALL DATA INCORPORATED COM 932045107 16 1,100 SH SOLE 1,100
WALLACE COMPUTER COM 932270101 785 39,600 SH SOLE 39,600
WALTER INDUSTRIES COM 93317Q105 684 60,800 SH SOLE 60,800
WANG LABORATORIES INC COM 93369N109 451 23,000 SH SOLE 23,000
WARNACO GROUP CL A 934390105 706 28,600 SH SOLE 28,600
WARNER LAMBERT CO COM 934488107 61,329 926,601 SH SOLE 926,601
PAGE TOTAL 412,414
Page 48 of 50
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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VOTING AUTHORITY
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WASHINGTON FEDERAL INC. COM 938824109 818 38,940 SH SOLE 38,940
WASHINGTON GAS & LIGHT COM 938837101 679 30,000 SH SOLE 30,000
WASHINGTON MUTUAL INC COM 939322103 27,117 663,411 SH SOLE 663,411
WASHINGTON POST CLASS B CL B 939640108 1,512 2,900 SH OTHER (1) 2,900
WASHINGTON POST CLASS B CL B 939640108 3,285 6,300 SH SOLE 6,300
WASTE MANAGEMENT INC COM 94106L109 888 20,000 SH OTHER (1) 20,000
WASTE MANAGEMENT INC COM 94106L109 30,529 687,976 SH SOLE 687,976
WATERS CORPORATION COM 941848103 1,639 15,600 SH SOLE 15,600
WATKINS JOHNSON CO. COM 942486101 16 700 SH SOLE 700
WATSCO INC COM 942622200 332 22,700 SH SOLE 22,700
WATSON PHARMACEUTICAL COM 942683103 2,074 47,000 SH SOLE 47,000
WATTS INDUSTRIES 'A' CL A 942749102 410 30,200 SH SOLE 30,200
WAUSAU-MOSINEE PAPER CORP COM 943315101 761 54,325 SH SOLE 54,325
WEATHERFORD INTERNATIONAL COM 947074100 1,252 47,930 SH SOLE 47,930
WEBB (DEL E.) CORP COM 947423109 475 21,900 SH SOLE 21,900
WEBSTER FINANCIAL CORP. COM 947890109 1,065 36,900 SH SOLE 36,900
WEIS MARKETS INC COM 948849104 872 23,900 SH SOLE 23,900
WELLPOINT HEALTH NETWORKS COM 94973H108 3,178 41,925 SH SOLE 41,925
WELLS FARGO COMPANY COM 949746101 64,919 1,851,512 SH SOLE 1,851,512
WENDYS INTL INC COM 950590109 3,895 136,975 SH SOLE 136,975
WERNER ENTERPRISES INC COM 950755108 943 59,862 SH SOLE 59,862
WESBANCO INC COM 950810101 681 22,600 SH SOLE 22,600
WESCO FINANCIAL CORP COM 950817106 1,284 3,800 SH SOLE 3,800
WESLEY JESSEN VISIONCARE COM 951018100 221 8,000 SH SOLE 8,000
WEST PHARMACEUTICAL SVCS COM 955306105 490 15,400 SH SOLE 15,400
WEST TELESERVICES CORP COM 956188106 622 73,200 SH SOLE 73,200
WESTAMERICA BANCORP COM 957090103 531 16,800 SH SOLE 16,800
WESTERN BANCORP COM 957683105 535 17,300 SH SOLE 17,300
WESTERN DIGITAL CORP. COM 958102105 265 33,400 SH SOLE 33,400
WESTERN RESOURCES INC. COM 959425109 727 27,231 SH SOLE 27,231
WESTERN WIRELESS-CLASS A CL A 95988E204 1,280 35,300 SH SOLE 35,300
WESTINGHOUSE AIR BRAKE COM 960386100 806 38,600 SH SOLE 38,600
WESTPOINT STEVENS INC COM 961238102 941 34,000 SH SOLE 34,000
WESTVACO CORP. COM 961548104 2,111 100,513 SH SOLE 100,513
WESTWOOD ONE INC COM 961815107 855 30,000 SH SOLE 30,000
WET SEAL INC. CL A CL A 961840105 579 15,700 SH SOLE 15,700
WEYERHAEUSER COMPANY COM 962166104 12,133 218,617 SH SOLE 218,617
WHIRLPOOL CORP COM 963320106 4,880 89,756 SH SOLE 89,756
WHITMAN CORP. COM 96647K102 720 41,900 SH SOLE 41,900
WHITNEY HOLDING CORP COM 966612103 790 21,400 SH SOLE 21,400
WHITTMAN-HART INC COM 966834103 1,978 92,000 SH SOLE 92,000
WHOLE FOODS MARKET INC COM 966837106 481 14,000 SH SOLE 14,000
WILD OATES MARKETS COM 96808B107 190 7,000 SH SOLE 7,000
WILEY (JOHN) & SONS-CL A CL A 968223206 2,486 59,200 SH SOLE 59,200
WILLAMETTE INDUSTRIES INC COM 969133107 4,569 121,032 SH SOLE 121,032
WILLIAMS COMPANIES INC COM 969457100 19,388 490,825 SH SOLE 490,825
WILLIAMS-SONOMA INC COM 969904101 2,034 72,000 SH SOLE 72,000
WILMINGTON TRUST CORP COM 971807102 811 14,200 SH SOLE 14,200
PAGE TOTAL 209,047
Page 49 of 50
<PAGE>
<CAPTION>
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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VOTING AUTHORITY
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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WIND RIVER SYSTEMS COM 973149107 644 36,137 SH SOLE 36,137
WINN DIXIE STORES INC COM 974280109 6,059 162,111 SH SOLE 162,111
WINNEBAGO INDUSTRIES COM 974637100 174 12,400 SH SOLE 12,400
WINSTAR COMMUNICATIONS COM 975515107 727 20,000 SH SOLE 20,000
WISCONSIN CENTRAL COM 976592105 620 46,800 SH SOLE 46,800
WISCONSIN ENERGY CORP COM 976657106 1,557 59,600 SH SOLE 59,600
WITCO CORP COM 977385103 669 52,700 SH SOLE 52,700
WOLVERINE TUBE INC COM 978093102 32 1,500 SH SOLE 1,500
WOLVERINE WORLD WIDE COM 978097103 534 56,200 SH SOLE 56,200
WORLD ACCESS INC COM 98141A101 279 34,300 SH SOLE 34,300
WORLD COLOR PRESS INC. COM 981443104 300 14,100 SH SOLE 14,100
WORTHINGTON IND. INC. COM 981811102 533 45,402 SH SOLE 45,402
WRIGLEY WM. JR. CO. COM 982526105 11,869 131,243 SH SOLE 131,243
WYMAN-GORDAN CO. COM 983085101 384 41,500 SH SOLE 41,500
WYNNS INTERNATIONAL INC. COM 983195108 392 22,500 SH SOLE 22,500
X-RITE INC COM 983857103 14 2,100 SH SOLE 2,100
XILINX INC COM 983919101 3,034 74,800 SH SOLE 74,800
XIRCOM COM 983922105 530 21,100 SH SOLE 21,100
XEROX CORP COM 984121103 39,504 740,124 SH SOLE 740,124
XOMED SURGICAL PRODUCTS COM 98412V107 471 12,000 SH SOLE 12,000
XTRA CORP COM 984138107 674 17,600 SH SOLE 17,600
XYLAN CORPORATION COM 984151100 1,546 42,000 SH SOLE 42,000
YAHOO INC. COM 984332106 17,982 106,800 SH SOLE 106,800
YELLOW CORPORATION COM 985509108 509 29,300 SH SOLE 29,300
YORK INTERNATIONAL CORP COM 986670107 826 23,400 SH SOLE 23,400
YOUNG BROADCASTING CL A 987434107 657 14,400 SH SOLE 14,400
ZALE CORPORATION COM 988858106 1,949 57,000 SH SOLE 57,000
ZEBRA TECH CORP. CL A 989207105 739 31,100 SH SOLE 31,100
ZENITH NATIONAL INS CP COM 989390109 554 22,800 SH SOLE 22,800
ZILA INC. COM PAR $0.01 989513205 76 20,000 SH SOLE 20,000
ZIONS BANCORPORATION COM 989701107 3,099 46,600 SH SOLE 46,600
PAGE TOTAL 96,936
TOTAL REPORT 13,436,694
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Page 50 of 50
</TABLE>
