<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: September 30, 2000
-----------------------
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
-------------------------------
-------------------------------
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: Benjamin L. Douglas
-------------------------------
Title: Corporate Counsel
-------------------------------
Phone: (415) 667-3082
-------------------------------
Signature, Place, and Date of Signing:
/s/ Benjamin L. Douglas San Francisco, California, November 10, 2000
------------------------------- -------------------------- -----------------
[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:
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
--------------------
Form 13F Information Table Entry Total: 3,248
--------------------
Form 13F Information Table Value Total: $ 19,380,567
--------------------
(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.
No. Form 13F File Number Name
1 28-5764 Symphony Asset Management, Inc
------ ----------------- ---------------------------------
[Repeat as necessary.]
Charles Schwab Investment Management, Inc. ("CSIM") is a wholly-owned direct
subsidiary of The Charles Schwab Corporation ("Schwab"), which is a publicly
traded company. U.S. Trust Corporation ("UST"), which is also a wholly-owned
direct subsidiary of Schwab, files a separate report on Form 13F, via its
subsidiary, the United States Trust Company of New York, under File Number
28-380. Neither CSIM nor UST has any power or influence with respect to the
voting or disposition of securities reflected in the other's Form 13F.
<PAGE>
<TABLE>
FORM 13F - as of 9/30/00
Charles Schwab Investment Management, Inc. (CSIM)
------------------------------------------------------------------------------------------------------------------------------------
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>
AAR CORP COM 000361105 772 67,500 SH SOLE 67,500
------------------------------------------------------------------------------------------------------------------------------------
ABC BANCORP. COM 000400101 13 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
ACE LIMITED ORD G0070K103 20 520 SH SOLE 520
------------------------------------------------------------------------------------------------------------------------------------
ADC TELECOMMUNICATIONS COM 000886101 3,775 140,400 SH OTHER (1) - 140,400
------------------------------------------------------------------------------------------------------------------------------------
ADC TELECOMMUNICATIONS COM 000886101 25,088 932,956 SH SOLE 932,956
------------------------------------------------------------------------------------------------------------------------------------
ACTV INC. COM 00088E104 1,584 115,200 SH SOLE 115,200
------------------------------------------------------------------------------------------------------------------------------------
ABM INDUSTRIES INC COM 000957100 1,566 57,600 SH SOLE 57,600
------------------------------------------------------------------------------------------------------------------------------------
ACT MANUFACTURING INC COM 000973107 26 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
AEP INDUSTRIES INC COM 001031103 14 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
AFLAC INC COM 001055102 22,983 358,753 SH SOLE 358,753
------------------------------------------------------------------------------------------------------------------------------------
AGCO CORPORATION COM 001084102 1,641 138,200 SH SOLE 138,200
------------------------------------------------------------------------------------------------------------------------------------
AGL RESOURCES COM 001204106 2,522 125,700 SH SOLE 125,700
------------------------------------------------------------------------------------------------------------------------------------
AHL SERVICES INC COM 001296102 334 38,700 SH SOLE 38,700
------------------------------------------------------------------------------------------------------------------------------------
AES CORPORATION COM 00130H105 41,173 601,061 SH SOLE 601,061
------------------------------------------------------------------------------------------------------------------------------------
AK STEEL HOLDING CORP COM 001547108 560 59,727 SH SOLE 59,727
------------------------------------------------------------------------------------------------------------------------------------
AMB PROPERTY CORP (REIT) COM 00163T109 56 2,300 SH SOLE 2,300
------------------------------------------------------------------------------------------------------------------------------------
AMDOCS LTD. ORD G02602103 7 111 SH SOLE 111
------------------------------------------------------------------------------------------------------------------------------------
AMLI RESIDENTIAL PPT SH BEN INT 001735109 12 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
AMR CORP. COM 001765106 6,530 199,756 SH SOLE 199,756
------------------------------------------------------------------------------------------------------------------------------------
ANC RENTAL CORP COM 001813104 8 1,337 SH SOLE 1,337
------------------------------------------------------------------------------------------------------------------------------------
AT&T CORP COM 001957109 1,710 58,200 SH OTHER (1) - 58,200
------------------------------------------------------------------------------------------------------------------------------------
AT&T CORP COM 001957109 146,543 4,988,754 SH SOLE 4,988,754
------------------------------------------------------------------------------------------------------------------------------------
AT&T CORP-LIBERTY MEDIA A COM LIB GRP A 001957208 928 51,560 SH SOLE 51,560
------------------------------------------------------------------------------------------------------------------------------------
A S V INC COM 001963107 9 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
ATMI INCORPORATED COM 00207R101 1,615 69,100 SH SOLE 69,100
------------------------------------------------------------------------------------------------------------------------------------
AVT CORP COM 002420107 428 77,000 SH SOLE 77,000
------------------------------------------------------------------------------------------------------------------------------------
AVX CORP COM 002444107 3,029 116,208 SH SOLE 116,208
------------------------------------------------------------------------------------------------------------------------------------
AXA FINANCIAL INC. COM 002451102 12,108 237,700 SH OTHER (1) - 237,700
------------------------------------------------------------------------------------------------------------------------------------
AXA FINANCIAL INC. COM 002451102 13,355 262,180 SH SOLE 262,180
------------------------------------------------------------------------------------------------------------------------------------
AXT INCORPORATED COM 00246W103 25 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
AARON RENTS INC COM 002535201 48 3,700 SH SOLE 3,700
------------------------------------------------------------------------------------------------------------------------------------
AARON RENTS INC CL A 002535300 690 45,600 SH SOLE 45,600
------------------------------------------------------------------------------------------------------------------------------------
ABBOTT LABS COM 002824100 96,454 2,027,987 SH SOLE 2,027,987
------------------------------------------------------------------------------------------------------------------------------------
ABERCROMBIE & FITCH CL A CL A 002896207 1,161 60,900 SH SOLE 60,900
------------------------------------------------------------------------------------------------------------------------------------
ABGENIX INCORPORATED COM 00339B107 15,609 193,150 SH SOLE 193,150
------------------------------------------------------------------------------------------------------------------------------------
ABIOMED INC COM 003654100 27 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
ABOUT.COM INC COM 003736105 133 4,100 SH SOLE 4,100
------------------------------------------------------------------------------------------------------------------------------------
ACACIA RESEARCH CORP COM 003881109 10 300 SH SOLE 300
------------------------------------------------------------------------------------------------------------------------------------
ACCELERATED NETWORKS COM 00429P107 24 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
ACCLAIM ENTMT INC. COM PAR $0.02 004325205 222 127,000 SH SOLE 127,000
------------------------------------------------------------------------------------------------------------------------------------
ACCREDO HEALTH INC COM 00437V104 24 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
ACCRUE SOFTWARE INC COM 00437W102 10 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
ACETO CORPORATION COM 004446100 5 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
ACKERLY GROUP INC COM 004527107 555 55,500 SH SOLE 55,500
------------------------------------------------------------------------------------------------------------------------------------
ACLARA BIOSCIENCES INC COM 00461P106 122 4,000 SH SOLE 4,000
------------------------------------------------------------------------------------------------------------------------------------
ACME COMMUNICATIONS INC COM 004631107 6 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
Page 1 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
ACNIELSON CORP COM 004833109 874 36,700 SH SOLE 36,700
------------------------------------------------------------------------------------------------------------------------------------
ACTIVISION INC COM NEW 004930202 857 57,100 SH SOLE 57,100
------------------------------------------------------------------------------------------------------------------------------------
ACTION PERFORMANCE INC COM 004933107 10 3,000 SH SOLE 3,000
------------------------------------------------------------------------------------------------------------------------------------
ACTEL CORP COM 004934105 2,045 56,900 SH SOLE 56,900
------------------------------------------------------------------------------------------------------------------------------------
ARCTRADE FIN'L TECH. COM 00507P102 30 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
ACTUATE CORPORATION COM 00508B102 4,539 131,400 SH SOLE 131,400
------------------------------------------------------------------------------------------------------------------------------------
ACTUANT CORPORATION CL A 00508X104 122 31,100 SH SOLE 31,100
------------------------------------------------------------------------------------------------------------------------------------
ACUSON CORP COM 005113105 1,474 64,800 SH SOLE 64,800
------------------------------------------------------------------------------------------------------------------------------------
ACXIOM CORPORATION COM 005125109 1,353 42,600 SH SOLE 42,600
------------------------------------------------------------------------------------------------------------------------------------
ADAC LABORATORIES COMM NEW 005313200 21 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
ADAM.COM INC COM 00547M101 4 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
ADAPTIVE BROADBAND CORP COM 00650M104 1,712 87,800 SH SOLE 87,800
------------------------------------------------------------------------------------------------------------------------------------
ADAPTEC INC. COM 00651F108 2,489 124,420 SH SOLE 124,420
------------------------------------------------------------------------------------------------------------------------------------
ADECCO SA-ADR SPONSORED ADR 006754105 10 127 SH SOLE 127
------------------------------------------------------------------------------------------------------------------------------------
ADELPHIA BUSINESS SOLUT. CL A 006847107 11 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
ADELPHIA COMM-CL A CL A 006848105 1,599 58,000 SH OTHER (1) - 58,000
------------------------------------------------------------------------------------------------------------------------------------
ADELPHIA COMM-CL A CL A 006848105 1,591 57,708 SH SOLE 57,708
------------------------------------------------------------------------------------------------------------------------------------
ADMINISTAFF INC COM 007094105 106 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
ADOBE SYSTEMS INC COM 00724F101 24,723 159,242 SH SOLE 159,242
------------------------------------------------------------------------------------------------------------------------------------
ADTRAN INC COM 00738A106 1,000 23,500 SH SOLE 23,500
------------------------------------------------------------------------------------------------------------------------------------
ADVANCED PARADIGM COM 007491103 2,485 58,900 SH SOLE 58,900
------------------------------------------------------------------------------------------------------------------------------------
ADVANCED DIGITAL INFO. COM 007525108 1,823 120,000 SH SOLE 120,000
------------------------------------------------------------------------------------------------------------------------------------
ADVANCED TECHNICAL PRDTS COM 007548100 1 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
ADVANCED FIBRE COM 00754A105 2,772 73,200 SH OTHER (1) - 73,200
------------------------------------------------------------------------------------------------------------------------------------
ADVANCED FIBRE COM 00754A105 1,757 46,400 SH SOLE 46,400
------------------------------------------------------------------------------------------------------------------------------------
ADVANCED RADIO TELECOM COM 00754U101 578 68,000 SH SOLE 68,000
------------------------------------------------------------------------------------------------------------------------------------
ADVEST GROUP INC. COM 007566102 22 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
ADVANTAGE LEARNING COM 00757K100 2,819 80,400 SH SOLE 80,400
------------------------------------------------------------------------------------------------------------------------------------
ADVO SYSTEMS INC COM 007585102 1,581 47,900 SH SOLE 47,900
------------------------------------------------------------------------------------------------------------------------------------
AEROFLEX INC COM 007768104 44 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
ADVANCED MICRO DEVICES COM 007903107 9,622 407,254 SH SOLE 407,254
------------------------------------------------------------------------------------------------------------------------------------
ADVANTA CORP-CLASS A CL A 007942105 718 63,809 SH SOLE 63,809
------------------------------------------------------------------------------------------------------------------------------------
ADVANCED ENERGY INDUSTRIE COM 007973100 2,267 68,700 SH SOLE 68,700
------------------------------------------------------------------------------------------------------------------------------------
ADVENT SOFTWARE INC. COM 007974108 4,968 71,100 SH SOLE 71,100
------------------------------------------------------------------------------------------------------------------------------------
AETHER SYSTEMS INC COM 00808V105 253 2,400 SH SOLE 2,400
------------------------------------------------------------------------------------------------------------------------------------
AETNA INCORPORATED COM 008117103 10,862 187,069 SH SOLE 187,069
------------------------------------------------------------------------------------------------------------------------------------
AFFILIATED COMPUTER SVCS CL A 008190100 1,571 31,500 SH SOLE 31,500
------------------------------------------------------------------------------------------------------------------------------------
AFFILIATED MANAGERS GROUP COM 008252108 2,995 52,600 SH SOLE 52,600
------------------------------------------------------------------------------------------------------------------------------------
AFFYMETRIX INC COM 00826T108 1,446 29,000 SH SOLE 29,000
------------------------------------------------------------------------------------------------------------------------------------
AG CHEM EQUIP INC COM 008363103 12 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
AGENCY.COM LTD COM 008447104 12 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
AGILENT TECH INC COM 00846U101 16,764 342,563 SH SOLE 342,563
------------------------------------------------------------------------------------------------------------------------------------
AGILE SOFTWARE CORP COM 00846X105 126 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
AGRIBRANDS INTL INC COM 00849R105 1,104 25,300 SH SOLE 25,300
------------------------------------------------------------------------------------------------------------------------------------
AIR PRODUCTS & CHEMICALS COM 009158106 10,930 303,624 SH SOLE 303,624
------------------------------------------------------------------------------------------------------------------------------------
AIRBORNE FREIGHT COM 009266107 1,159 113,800 SH SOLE 113,800
------------------------------------------------------------------------------------------------------------------------------------
AIRGAS INCORPORATED COM 009363102 1,061 155,800 SH SOLE 155,800
------------------------------------------------------------------------------------------------------------------------------------
AIRGATE PCS INC. COM 009367103 13 300 SH SOLE 300
------------------------------------------------------------------------------------------------------------------------------------
AIRNET COMMUNICATIONS COM 00941P106 16 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
AIRTRAN HOLDINGS INC COM 00949P108 4 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
AKAMAI TECHNOLOGIES COM 00971T101 23 438 SH SOLE 438
------------------------------------------------------------------------------------------------------------------------------------
ALBAMA NATL. BANCORP COM 010317105 9 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
ALAMOSA PCS HOLDINGS COM 011593100 28 1,700 SH SOLE 1,700
------------------------------------------------------------------------------------------------------------------------------------
ALASKA AIRGROUP INC COM 011659109 1,488 62,000 SH SOLE 62,000
------------------------------------------------------------------------------------------------------------------------------------
ALASKA COMM SYSTEMS GROUP COM 01167P101 7 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
ALBANY INTERNATIONAL CL A 012348108 853 71,101 SH SOLE 71,101
------------------------------------------------------------------------------------------------------------------------------------
ALBANY MOLECULAR RESEARCH COM 012423109 45 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
Page 2 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
ALBEMARLE CORP COM 012653101 2,164 107,200 SH SOLE 107,200
------------------------------------------------------------------------------------------------------------------------------------
ALBERTO CULVER - CL B CL B CONV 013068101 2,189 75,982 SH SOLE 75,982
------------------------------------------------------------------------------------------------------------------------------------
ALBERTSONS INC COM 013104104 11,691 556,697 SH SOLE 556,697
------------------------------------------------------------------------------------------------------------------------------------
ALCAN ALUMINUM - ADR COM 013716105 4,672 161,454 SH SOLE 161,454
------------------------------------------------------------------------------------------------------------------------------------
ALCOA INC COM 013817101 2,253 89,000 SH OTHER (1) - 89,000
------------------------------------------------------------------------------------------------------------------------------------
ALCOA INC COM 013817101 26,151 1,033,133 SH SOLE 1,033,133
------------------------------------------------------------------------------------------------------------------------------------
ALCATEL ALSTHOM - ADR SPONSORED ADR 013904305 480 7,638 SH SOLE 7,638
------------------------------------------------------------------------------------------------------------------------------------
ALEXANDER & BALDWIN COM 014482103 2,491 95,800 SH SOLE 95,800
------------------------------------------------------------------------------------------------------------------------------------
ALEXANDRIA REAL EST COM 015271109 17 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
ALEXION PHARMACEUTICALS COM 015351109 46 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
ALFA CORPORATION COM 015385107 1,580 90,600 SH SOLE 90,600
------------------------------------------------------------------------------------------------------------------------------------
ALKERMES INC COM 01642T108 4,871 126,100 SH SOLE 126,100
------------------------------------------------------------------------------------------------------------------------------------
ALLAIRE CORPORATION COM 016714107 7 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
ALLEGHANY CORP COM 017175100 630 3,212 SH SOLE 3,212
------------------------------------------------------------------------------------------------------------------------------------
ALLEGHENY ENERGY INC COM 017361106 2,494 65,300 SH SOLE 65,300
------------------------------------------------------------------------------------------------------------------------------------
ALLEGHENY TECHNOLOGIES COM 01741R102 1,989 109,759 SH SOLE 109,759
------------------------------------------------------------------------------------------------------------------------------------
ALLEGIANCE TELECOM INC. COM 01747T102 2,164 58,100 SH SOLE 58,100
------------------------------------------------------------------------------------------------------------------------------------
ALLEN TELECOM INC COM 018091108 113 6,700 SH SOLE 6,700
------------------------------------------------------------------------------------------------------------------------------------
ALLERGAN INCORPORATED COM 018490102 4,534 53,700 SH OTHER (1) - 53,700
------------------------------------------------------------------------------------------------------------------------------------
ALLERGAN INCORPORATED COM 018490102 14,811 175,407 SH SOLE 175,407
------------------------------------------------------------------------------------------------------------------------------------
ALLETE COM 018522102 1,011 45,700 SH SOLE 45,700
------------------------------------------------------------------------------------------------------------------------------------
ALLIANCE CAP. MGMT HOLD UNIT LTD PARTN 01855A101 339 6,760 SH SOLE 6,760
------------------------------------------------------------------------------------------------------------------------------------
ALLIANCE PHARMACEUTICAL COM 018773101 17 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
ALLIANCE SEMICONDUCTOR COM 01877H100 2,252 113,292 SH SOLE 113,292
------------------------------------------------------------------------------------------------------------------------------------
ALLIANT ENERGY CORP COM 018802108 1,389 47,300 SH SOLE 47,300
------------------------------------------------------------------------------------------------------------------------------------
ALLIANT TECHSYSTEMS INC COM 018804104 1,782 21,700 SH SOLE 21,700
------------------------------------------------------------------------------------------------------------------------------------
ALLIED CAPITAL CORP COM 01903Q108 845 40,700 SH SOLE 40,700
------------------------------------------------------------------------------------------------------------------------------------
ALLIED RISER COMMUNICATN COM 019496108 9 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
ALLIED WASTE INDUSTRIES COM 019589308 2,152 234,184 SH SOLE 234,184
------------------------------------------------------------------------------------------------------------------------------------
ALLMERICA FINANCIAL CORP COM 019754100 2,087 32,640 SH SOLE 32,640
------------------------------------------------------------------------------------------------------------------------------------
ALLOY ONLINE INC COM 019855105 2 200 SH SOLE 200
------------------------------------------------------------------------------------------------------------------------------------
ALLSCRIPTS INC COM 019886100 11 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
ALLSTATE CORP COM 020002101 34,306 987,217 SH SOLE 987,217
------------------------------------------------------------------------------------------------------------------------------------
ALLTEL CORPORATION COM 020039103 21,368 409,457 SH SOLE 409,457
------------------------------------------------------------------------------------------------------------------------------------
ALLTRISTA CORP COM 020040101 4 200 SH SOLE 200
------------------------------------------------------------------------------------------------------------------------------------
ALPHA INDUSTRIES COM 020753109 477 14,000 SH SOLE 14,000
------------------------------------------------------------------------------------------------------------------------------
ALPHARMA INC. CL A 020813101 5,732 93,767 SH SOLE 93,767
------------------------------------------------------------------------------------------------------------------------------------
ALTERA CORPORATION COM 021441100 1,805 37,800 SH OTHER (1) - 37,800
------------------------------------------------------------------------------------------------------------------------------------
ALTERA CORPORATION COM 021441100 25,125 526,158 SH SOLE 526,158
------------------------------------------------------------------------------------------------------------------------------------
ALTEON WEBSYSTEMS INC COM 02145A109 238 2,200 SH SOLE 2,200
------------------------------------------------------------------------------------------------------------------------------------
ALZA CORP COM 022615108 12,915 149,311 SH SOLE 149,311
------------------------------------------------------------------------------------------------------------------------------------
AMAZON.COM INC. COM 023135106 7,857 204,400 SH SOLE 204,400
------------------------------------------------------------------------------------------------------------------------------------
AMBAC FINANCIAL GROUP INC COM 023139108 3,421 46,700 SH SOLE 46,700
------------------------------------------------------------------------------------------------------------------------------------
AMCAST INDUSTRIAL CORP. COM 023395106 16 1,700 SH SOLE 1,700
------------------------------------------------------------------------------------------------------------------------------------
AMCOL INTERNATIONAL CORP COM 02341W103 298 61,200 SH SOLE 61,200
------------------------------------------------------------------------------------------------------------------------------------
AMERADA HESS CO COM 023551104 8,200 122,497 SH SOLE 122,497
------------------------------------------------------------------------------------------------------------------------------------
AMERCO COM 023586100 1,009 51,600 SH SOLE 51,600
------------------------------------------------------------------------------------------------------------------------------------
AMEREN CORPORATION COM 023608102 7,667 183,102 SH SOLE 183,102
------------------------------------------------------------------------------------------------------------------------------------
AMERICA ONLINE INC COM 02364J104 162,584 3,024,769 SH SOLE 3,024,769
------------------------------------------------------------------------------------------------------------------------------------
AMERICA W. HOLDINGS CORP CL B 023657208 973 79,800 SH SOLE 79,800
------------------------------------------------------------------------------------------------------------------------------------
AMCORE FINANCIAL COM 023912108 1,243 63,350 SH SOLE 63,350
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN AXLE & MFG HOLD COM 024061103 12 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN BANK CONN WATER. COM 024327108 12 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN CLASSIC VOYAGES COM 024928103 712 48,700 SH SOLE 48,700
------------------------------------------------------------------------------------------------------------------------------------
AMER CAP STRATEGIES LTD COM 024937104 1,315 55,500 SH SOLE 55,500
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN ELECTRIC POWER COM 025537101 16,575 423,633 SH SOLE 423,633
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN EAGLE OUTFITTERS COM 02553E106 854 27,100 SH SOLE 27,100
------------------------------------------------------------------------------------------------------------------------------------
Page 3 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
AMERICAN EXPRESS CO COM 025816109 107,658 1,772,133 SH SOLE 1,772,133
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN FINANCIAL GROUP COM 025932104 1,048 45,180 SH SOLE 45,180
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN FREIGHTWAYS COM 02629V108 1,295 81,600 SH SOLE 81,600
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN GENERAL CORP COM 026351106 26,046 333,913 SH SOLE 333,913
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN GREETINGS - CL A CL A 026375105 1,534 87,631 SH SOLE 87,631
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN HOME PRODUCTS COM 026609107 96,848 1,712,210 SH SOLE 1,712,210
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN INT'L GROUP COM 026874107 10,095 105,500 SH OTHER (1) - 105,500
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN INT'L GROUP COM 026874107 294,000 3,072,482 SH SOLE 3,072,482
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN ITALIAN PASTA CO CL A 027070101 885 46,100 SH SOLE 46,100
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN MNGMT SYSTEMS COM 027352103 399 23,200 SH SOLE 23,200
------------------------------------------------------------------------------------------------------------------------------------
AMER. NAT. INSURANCE COM 028591105 1,234 19,320 SH SOLE 19,320
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN RETIREMENT COM 028913101 4 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN POWER CONVERSION COM 029066107 4,733 246,648 SH SOLE 246,648
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN REAL ESTATE DEPOSITRY UNIT 029169109 12 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN REALTY INVESTORS COM 029174109 11 637 SH SOLE 637
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN STANDARD COS INC COM 029712106 1,671 37,600 SH SOLE 37,600
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN STATES WATER CO. COM 029899101 687 22,700 SH SOLE 22,700
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN TOWER SYSTEMS CL A 029912201 3,671 97,400 SH SOLE 97,400
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN SUPERCONDUCTOR COM 030111108 34 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN WATER WORKS COM 030411102 1,582 57,400 SH SOLE 57,400
------------------------------------------------------------------------------------------------------------------------------------
AMERICREDIT CORPORATION COM 03060R101 1,648 57,200 SH SOLE 57,200
------------------------------------------------------------------------------------------------------------------------------------
AMERIPATH INCORPORATED COM 03071D109 28 1,900 SH SOLE 1,900
------------------------------------------------------------------------------------------------------------------------------------
AMERISOURCE HEALTH CORP CL A 03071P102 5,626 119,700 SH SOLE 119,700
------------------------------------------------------------------------------------------------------------------------------------
AMERITRADE HOLDING-CL A CL A 03072H109 1,676 94,400 SH SOLE 94,400
------------------------------------------------------------------------------------------------------------------------------------
AMES DEPARTMENT STORES COM NEW 030789507 423 73,100 SH SOLE 73,100
------------------------------------------------------------------------------------------------------------------------------------
AMETEK INC. COM 031100100 1,578 74,500 SH SOLE 74,500
------------------------------------------------------------------------------------------------------------------------------------
AMGEN INC COM 031162100 3,596 51,500 SH OTHER (1) - 51,500
------------------------------------------------------------------------------------------------------------------------------------
AMGEN INC COM 031162100 94,356 1,351,252 SH SOLE 1,351,252
------------------------------------------------------------------------------------------------------------------------------
AMKOR TECHNOLOGY INC. COM 031652100 112 4,300 SH SOLE 4,300
------------------------------------------------------------------------------------------------------------------------------------
AMRESCO CAPITAL TRUST COM SH BEN INT 031919103 14 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
AMPHENOL CORP CL A 032095101 1,367 24,000 SH SOLE 24,000
------------------------------------------------------------------------------------------------------------------------------------
AMSOUTH BANCORPORATION COM 032165102 6,387 510,983 SH SOLE 510,983
------------------------------------------------------------------------------------------------------------------------------------
AMYLIN PHARMACETICALS COM 032346108 18 1,700 SH SOLE 1,700
------------------------------------------------------------------------------------------------------------------------------------
AMTRAN INC COM 03234G106 7 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
ANADARKO PETE CORP COM 032511107 21,234 319,512 SH SOLE 319,512
------------------------------------------------------------------------------------------------------------------------------------
ANADIGICS INC. COM 032515108 1,399 63,250 SH SOLE 63,250
------------------------------------------------------------------------------------------------------------------------------------
ANALOG DEVICES INC COM 032654105 4,904 59,400 SH OTHER (1) - 59,400
------------------------------------------------------------------------------------------------------------------------------------
ANALOG DEVICES INC COM 032654105 38,482 466,079 SH SOLE 466,079
------------------------------------------------------------------------------------------------------------------------------------
ANALOGIC CORPORATION COM 032657207 1,284 33,400 SH SOLE 33,400
------------------------------------------------------------------------------------------------------------------------------------
ANALYSTS INTL CORP COM 032681108 45 6,300 SH SOLE 6,300
------------------------------------------------------------------------------------------------------------------------------------
ANAREN MICROWAVE COM 032744104 54 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
ANCHOR BANCORP WISCONSIN COM 032839102 959 61,100 SH SOLE 61,100
------------------------------------------------------------------------------------------------------------------------------------
ANCHOR GAMING COM 033037102 2,323 29,200 SH SOLE 29,200
------------------------------------------------------------------------------------------------------------------------------------
ANDERSEN GROUP INC COM 033501107 5 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
ANDERSONS INC COM 034164103 13 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
ANDREW CORP COM 034425108 2,761 105,418 SH SOLE 105,418
------------------------------------------------------------------------------------------------------------------------------------
ANDRX CORP-ANDRX GROUP COM ANDRX GRP 034553107 3,930 42,085 SH SOLE 42,085
------------------------------------------------------------------------------------------------------------------------------------
ANGELICA CORP COM 034663104 16 1,700 SH SOLE 1,700
------------------------------------------------------------------------------------------------------------------------------------
ANHEUSER BUSCH CO INC COM 035229103 49,734 1,175,394 SH SOLE 1,175,394
------------------------------------------------------------------------------------------------------------------------------------
ANIXTER INTERNATIONAL COM 035290105 2,738 94,000 SH SOLE 94,000
------------------------------------------------------------------------------------------------------------------------------------
ANN TAYLOR STORES COM 036115103 907 23,600 SH SOLE 23,600
------------------------------------------------------------------------------------------------------------------------------------
ANSOFT CORP COM 036384105 24 1,800 SH SOLE 1,800
------------------------------------------------------------------------------------------------------------------------------------
ANTEC CORPORATION COM 03664P105 711 24,100 SH SOLE 24,100
------------------------------------------------------------------------------------------------------------------------------------
ANSWERTHINK CONSULTING GP COM 036916104 16 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
ANTIGENICS INC COM 037032109 9 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
AON CORP COM 037389103 13,325 339,473 SH SOLE 339,473
------------------------------------------------------------------------------------------------------------------------------------
APACHE CORP COM 037411105 1,827 30,900 SH OTHER (1) - 30,900
------------------------------------------------------------------------------------------------------------------------------------
Page 4 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
APACHE CORP COM 037411105 9,403 159,030 SH SOLE 159,030
------------------------------------------------------------------------------------------------------------------------------------
APARTMENT INV&MGMT (REIT) CL A 03748R101 92 2,000 SH SOLE 2,000
------------------------------------------------------------------------------------------------------------------------------------
APOGEE ENTERPRISES INC COM 037598109 31 5,500 SH SOLE 5,500
------------------------------------------------------------------------------------------------------------------------------------
APOLLO GROUP INC CL A CL A 037604105 1,778 44,600 SH SOLE 44,600
------------------------------------------------------------------------------------------------------------------------------------
APPLE COMPUTERS COM 037833100 11,097 430,908 SH SOLE 430,908
------------------------------------------------------------------------------------------------------------------------------------
APPLEBEES INTL INC. COM 037899101 1,447 62,900 SH SOLE 62,900
------------------------------------------------------------------------------------------------------------------------------------
APRIA HEALTHCARE GROUP COM 037933108 1,857 133,250 SH SOLE 133,250
------------------------------------------------------------------------------------------------------------------------------------
APPLICA INCORPORATED COM 03815A106 366 59,200 SH SOLE 59,200
------------------------------------------------------------------------------------------------------------------------------------
APPLIED INDUST TECH INC COM 03820C105 897 51,800 SH SOLE 51,800
------------------------------------------------------------------------------------------------------------------------------------
APPLIED MATERIALS INC COM 038222105 63,157 1,064,755 SH SOLE 1,064,755
------------------------------------------------------------------------------------------------------------------------------------
APPLIED MICRO CIRCUITS COM 03822W109 15,236 73,584 SH SOLE 73,584
------------------------------------------------------------------------------------------------------------------------------------
APPLIED MOLECULAR EVOL. COM 03823E108 24 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
APPLIEDTHEORY CORP COM 03828R104 5 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
APROPOS TECH INC COM 038334108 3 300 SH SOLE 300
------------------------------------------------------------------------------------------------------------------------------------
APTARGROUP INC COM 038336103 2,147 89,700 SH SOLE 89,700
------------------------------------------------------------------------------------------------------------------------------------
APW LIMITED COM G04397108 54 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
ARCH CAPITAL GROUP LTD COM 03937L105 13 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
ARCH CHEMICALS INC COM 03937R102 91 5,000 SH SOLE 5,000
------------------------------------------------------------------------------------------------------------------------------------
ARCH COAL INC COM 039380100 891 89,100 SH SOLE 89,100
------------------------------------------------------------------------------------------------------------------------------------
ARCHER-DANIELS-MIDLAND COM 039483102 7,179 832,291 SH SOLE 832,291
------------------------------------------------------------------------------------------------------------------------------------
ARCHSTONE COMMUNITY(REIT) SH BEN INT 039581103 279 11,360 SH SOLE 11,360
------------------------------------------------------------------------------------------------------------------------------------
ARCTIC CAT INCORPORATED COM 039670104 63 5,000 SH SOLE 5,000
------------------------------------------------------------------------------------------------------------------------------------
ARDEN REALTY GROUP (REIT) COM 039793104 46 1,700 SH SOLE 1,700
------------------------------------------------------------------------------------------------------------------------------------
AREA BANKCSHARES CORP COM 039872106 836 37,700 SH SOLE 37,700
------------------------------------------------------------------------------------------------------------------------------------
ARENA PHARMACEUTICALS COM 040047102 26 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
ARGONAUT GROUP INC COM 040157109 910 52,000 SH SOLE 52,000
------------------------------------------------------------------------------------------------------------------------------------
ARGOSY GAMING CORPORATION COM 040228108 1,202 66,300 SH SOLE 66,300
------------------------------------------------------------------------------------------------------------------------------------
ARGUSS HOLDINGS INC COM 040282105 22 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
ARIBA INC COM 04033V104 1,275 8,900 SH SOLE 8,900
------------------------------------------------------------------------------------------------------------------------------------
ARKANSAS BEST CORPORATION COM 040790107 75 4,900 SH SOLE 4,900
------------------------------------------------------------------------------------------------------------------------------------
ARMSTRONG HOLDINGS INC COM 042384107 670 56,147 SH SOLE 56,147
------------------------------------------------------------------------------------------------------------------------------------
ARNOLD INDUSTRIES INC COM 042595108 959 56,800 SH SOLE 56,800
------------------------------------------------------------------------------------------------------------------------------------
ARROW ELECTRONICS COM 042735100 2,089 61,340 SH SOLE 61,340
------------------------------------------------------------------------------------------------------------------------------------
ARROW INTERNATIONAL COM 042764100 2,230 61,315 SH SOLE 61,315
------------------------------------------------------------------------------------------------------------------------------------
ART TECHNOLOGY INC COM 04289L107 375 3,960 SH SOLE 3,960
------------------------------------------------------------------------------------------------------------------------------------
ARTISAN COMPONENTS INC COM 042923102 14 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
ARTESYN TECH COM 043127109 2,575 88,400 SH SOLE 88,400
------------------------------------------------------------------------------------------------------------------------------------
ARTHROCARE CORPORATION COM 043136100 12 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
ARVINMERITOR INC. COM 043353101 467 31,800 SH SOLE 31,800
------------------------------------------------------------------------------------------------------------------------------------
ASHLAND INCORPORATED COM 044204105 3,121 92,638 SH SOLE 92,638
------------------------------------------------------------------------------------------------------------------------------------
ASHWORTH INCORPORATED COM 04516H101 21 2,700 SH SOLE 2,700
------------------------------------------------------------------------------------------------------------------------------------
ASK JEEVES INC COM 045174109 17 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
ASPECT MEDICAL SYSTEMS COM 045235108 5 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
ASPECT COMMUNICATIONS CO COM 04523Q102 590 28,600 SH SOLE 28,600
------------------------------------------------------------------------------------------------------------------------------------
ASPEN TECHNOLOGY INC. COM 045327103 2,757 61,100 SH SOLE 61,100
------------------------------------------------------------------------------------------------------------------------------------
ASSOCIATED BANCORP COM 045487105 1,049 39,956 SH SOLE 39,956
------------------------------------------------------------------------------------------------------------------------------------
AT HOME CORP -SER A COM SER A 045919107 3,450 244,216 SH SOLE 244,216
------------------------------------------------------------------------------------------------------------------------------------
ASSOC FIRST CAP CLA 046008108 36,720 966,327 SH SOLE 966,327
------------------------------------------------------------------------------------------------------------------------------------
ASTEC INDUSTRIES INC. COM 046224101 392 35,800 SH SOLE 35,800
------------------------------------------------------------------------------------------------------------------------------------
ASTORIA FINANCIAL CORP COM 046265104 1,207 31,250 SH SOLE 31,250
------------------------------------------------------------------------------------------------------------------------------------
ASYST TECHNOLOGIES INC. COM 04648X107 1,521 75,100 SH SOLE 75,100
------------------------------------------------------------------------------------------------------------------------------------
AT&T LATIN AMERICA CORP. COM 04649A106 5 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
ATCHISON CASTING CORP. COM 046613105 4 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
ATLANTIC COAST AIR COM 048396105 1,597 49,600 SH SOLE 49,600
------------------------------------------------------------------------------------------------------------------------------------
ATLAS AIR INC COM 049164106 3,813 90,250 SH SOLE 90,250
------------------------------------------------------------------------------------------------------------------------------------
ATMEL CORPORATION COM 049513104 3,841 252,900 SH SOLE 252,900
------------------------------------------------------------------------------------------------------------------------------------
ATMOS ENERGY CORPORATION COM 049560105 1,660 80,500 SH SOLE 80,500
------------------------------------------------------------------------------------------------------------------------------------
Page 5 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
ATRIX LABS INC. COM 04962L101 20 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
ATRION CORP COM 049904105 4 300 SH SOLE 300
------------------------------------------------------------------------------------------------------------------------------------
ATWOOD OCEANIC COM 050095108 1,351 32,400 SH SOLE 32,400
------------------------------------------------------------------------------------------------------------------------------------
AUDIOVOX CORP. CL A 050757103 66 4,400 SH SOLE 4,400
------------------------------------------------------------------------------------------------------------------------------------
AURORA FOODS INC. COM 05164B106 522 154,800 SH SOLE 154,800
------------------------------------------------------------------------------------------------------------------------------------
AURORA BIOSCIENCES CORP. COM 051920106 82 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
AUSPEX COM 052116100 926 74,800 SH SOLE 74,800
------------------------------------------------------------------------------------------------------------------------------------
AUTOBYTEL.COM INC. COM 05275N106 8 1,800 SH SOLE 1,800
------------------------------------------------------------------------------------------------------------------------------------
AUTODESK INC COM 052769106 1,811 71,372 SH SOLE 71,372
------------------------------------------------------------------------------------------------------------------------------------
AUTO DATA PROCESS COM 053015103 54,359 812,841 SH SOLE 812,841
------------------------------------------------------------------------------------------------------------------------------------
AUTONATION INC. COM 05329W102 1,262 210,300 SH SOLE 210,300
------------------------------------------------------------------------------------------------------------------------------------
AUTOTOTE CORP CLASS A CL A 053323101 3 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
AUTOZONE INC COM 053332102 4,110 181,176 SH SOLE 181,176
------------------------------------------------------------------------------------------------------------------------------------
AVALONBAY COMMUNITIES COM 053484101 91 1,900 SH SOLE 1,900
------------------------------------------------------------------------------------------------------------------------------------
AVANT! CORPORATION COM 053487104 1,982 108,600 SH SOLE 108,600
------------------------------------------------------------------------------------------------------------------------------------
AVANEX CORP COM 05348W109 22 200 SH SOLE 200
------------------------------------------------------------------------------------------------------------------------------------
AVANT IMMUNOTHERAPEUTICS COM 053491106 23 2,100 SH SOLE 2,100
------------------------------------------------------------------------------------------------------------------------------------
AVATAR HOLDINGS INC COM 053494100 13 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
AVERY DENNISON CORP. COM 053611109 6,764 145,846 SH SOLE 145,846
------------------------------------------------------------------------------------------------------------------------------------
AVIALL INC COM 05366B102 8 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
AVIATION SALES COMPANY COM 053672101 4 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
AVICI SYSTEMS INC COM 05367L109 124 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
AVID TECHNOLOGY COM 05367P100 80 5,700 SH SOLE 5,700
------------------------------------------------------------------------------------------------------------------------------------
AVIGEN INC COM 053690103 1,570 39,500 SH SOLE 39,500
------------------------------------------------------------------------------------------------------------------------------------
AVIRON COM 053762100 478 8,200 SH SOLE 8,200
------------------------------------------------------------------------------------------------------------------------------------
AVIS GROUP HOLDINGS INC COM 053790101 2,154 72,700 SH SOLE 72,700
------------------------------------------------------------------------------------------------------------------------------------
AVISTA CORP COM 05379B107 2,687 119,400 SH SOLE 119,400
------------------------------------------------------------------------------------------------------------------------------------
AVNET INC COM 053807103 2,191 77,200 SH OTHER (1) - 77,200
------------------------------------------------------------------------------------------------------------------------------------
AVNET INC COM 053807103 1,730 60,974 SH SOLE 60,974
------------------------------------------------------------------------------------------------------------------------------------
AVOCENT CORP. COM 053893103 5,587 101,349 SH SOLE 101,349
------------------------------------------------------------------------------------------------------------------------------------
AVON PRODUCTS INC COM 054303102 12,975 317,425 SH SOLE 317,425
------------------------------------------------------------------------------------------------------------------------------------
AWARE INCORPORATED COM 05453N100 2,052 53,300 SH SOLE 53,300
------------------------------------------------------------------------------------------------------------------------------------
AXCELIS TECHNOLOGIES INC COM 054540109 33 2,800 SH SOLE 2,800
------------------------------------------------------------------------------------------------------------------------------------
AXENT TECHNOLOGIES INC COM 05459C108 1,445 67,000 SH SOLE 67,000
------------------------------------------------------------------------------------------------------------------------------------
AZTAR CORP COM 054802103 1,585 103,100 SH SOLE 103,100
------------------------------------------------------------------------------------------------------------------------------------
BB&T CORPORATION COM 054937107 16,098 534,387 SH SOLE 534,387
------------------------------------------------------------------------------------------------------------------------------------
AZURIX CORP COM 05501M104 10 2,700 SH SOLE 2,700
------------------------------------------------------------------------------------------------------------------------------------
BHC COMMUNICATIONS INC CL A 055448104 2,742 17,421 SH SOLE 17,421
------------------------------------------------------------------------------------------------------------------------------------
THE BISYS GROUP INCOR COM 055472104 1,368 17,700 SH SOLE 17,700
------------------------------------------------------------------------------------------------------------------------------------
BJ SERVICES COM 055482103 2,952 48,300 SH SOLE 48,300
------------------------------------------------------------------------------------------------------------------------------------
BJ'S WHOLESALE CLUB INC COM 05548J106 1,259 36,900 SH SOLE 36,900
------------------------------------------------------------------------------------------------------------------------------------
BMC INDUSTRIES INC-MINN COM 055607105 45 6,500 SH SOLE 6,500
------------------------------------------------------------------------------------------------------------------------------------
BOK FINANCIAL CORPORATION COM 05561Q201 2,120 114,594 SH SOLE 114,594
------------------------------------------------------------------------------------------------------------------------------------
BRE PROPERTIES-CL A(REIT) CL A 05564E106 38 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
BSB BANCORP INC COM 055652101 4 200 SH SOLE 200
------------------------------------------------------------------------------------------------------------------------------------
BT FINANCIAL CORP COM 055763106 714 38,615 SH SOLE 38,615
------------------------------------------------------------------------------------------------------------------------------------
BMC SOFTWARE COM 055921100 5,898 308,384 SH SOLE 308,384
------------------------------------------------------------------------------------------------------------------------------------
BACOU USA INC. COM 056439102 26 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
BAKER HUGHES INC COM 057224107 16,102 433,702 SH SOLE 433,702
------------------------------------------------------------------------------------------------------------------------------------
J BAKER & CO COM 057232100 17 3,800 SH SOLE 3,800
------------------------------------------------------------------------------------------------------------------------------------
BALDOR ELECTRIC CO COM 057741100 1,723 84,820 SH SOLE 84,820
------------------------------------------------------------------------------------------------------------------------------------
BALDWIN & LYONS INC. CL-B CL B 057755209 12 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
BALL CORP COM 058498106 2,864 90,398 SH SOLE 90,398
------------------------------------------------------------------------------------------------------------------------------------
BALLY TOTAL FITNESS COM 05873K108 1,433 57,300 SH SOLE 57,300
------------------------------------------------------------------------------------------------------------------------------------
BANCFIRST CORP ZANES COM 059450106 11 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
BANCFIRST CORP COM 05945F103 16 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
BANCORPSOUTH INCORPORATED COM 059692103 1,884 131,074 SH SOLE 131,074
------------------------------------------------------------------------------------------------------------------------------------
Page 6 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
BANCWEST CORP COM 059790105 4,920 253,100 SH OTHER (1) - 253,100
------------------------------------------------------------------------------------------------------------------------------------
BANCWEST CORP COM 059790105 1,051 54,060 SH SOLE 54,060
------------------------------------------------------------------------------------------------------------------------------------
BANDAG INCOPORATED COM 059815100 1,765 49,100 SH SOLE 49,100
------------------------------------------------------------------------------------------------------------------------------------
BANGOR HYDRO-ELECTRIC CO COM 060077104 56 2,300 SH SOLE 2,300
------------------------------------------------------------------------------------------------------------------------------------
BANK OF AMERICA CORP COM 060505104 114,920 2,194,146 SH SOLE 2,194,146
------------------------------------------------------------------------------------------------------------------------------------
BANK GRANITE FALLS COM 062401104 9 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
BANK NEW YORK INC COM 064057102 54,874 978,789 SH SOLE 978,789
------------------------------------------------------------------------------------------------------------------------------------
BANK ONE CORP COM 06423A103 58,655 1,518,584 SH SOLE 1,518,584
------------------------------------------------------------------------------------------------------------------------------------
BANK UNITED CORP - CL A CL A 065412108 3,852 76,000 SH SOLE 76,000
------------------------------------------------------------------------------------------------------------------------------------
BANKFIRST CORP COM 066442104 21 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
BANKNORTH GROUP INC COM 06646R107 1,418 79,312 SH SOLE 79,312
------------------------------------------------------------------------------------------------------------------------------------
BANTA CORPORATION COM 066821109 1,426 58,500 SH SOLE 58,500
------------------------------------------------------------------------------------------------------------------------------------
BARD C.R. INC COM 067383109 3,071 72,679 SH SOLE 72,679
------------------------------------------------------------------------------------------------------------------------------------
BARNES & NOBLE INC COM 067774109 819 41,600 SH SOLE 41,600
------------------------------------------------------------------------------------------------------------------------------------
BARNES GROUP COM 067806109 865 47,100 SH SOLE 47,100
------------------------------------------------------------------------------------------------------------------------------------
BARRICK GOLD CORP-CANADA COM 067901108 4,423 290,033 SH SOLE 290,033
------------------------------------------------------------------------------------------------------------------------------------
BARR LABORATORIES INC. COM 068306109 5,375 81,050 SH SOLE 81,050
-----------------------------------------------------------------------------------------------------------------------------------
BARRA INC COM 068313105 31 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
BARRETT RESOURCES CORP. COM 068480201 3,010 79,600 SH SOLE 79,600
------------------------------------------------------------------------------------------------------------------------------------
BASIN EXPLORATION INC COM 070107107 862 44,200 SH SOLE 44,200
------------------------------------------------------------------------------------------------------------------------------------
BASSETT FURNITURE INC. COM 070203104 31 2,200 SH SOLE 2,200
------------------------------------------------------------------------------------------------------------------------------------
BATTLE MOUNTAIN GOLD COM 071593107 531 303,500 SH SOLE 303,500
------------------------------------------------------------------------------------------------------------------------------------
BAUSCH & LOMB COM 071707103 2,713 69,676 SH SOLE 69,676
------------------------------------------------------------------------------------------------------------------------------------
BAXTER INTERNATIONAL COM 071813109 5,387 67,500 SH OTHER (1) - 67,500
------------------------------------------------------------------------------------------------------------------------------------
BAXTER INTERNATIONAL COM 071813109 30,718 384,881 SH SOLE 384,881
------------------------------------------------------------------------------------------------------------------------------------
BAY VIEW CAP CORP COM 07262L101 813 75,600 SH SOLE 75,600
------------------------------------------------------------------------------------------------------------------------------------
BAYCORP HOLDGS LTD COM 072728108 2 200 SH SOLE 200
------------------------------------------------------------------------------------------------------------------------------------
BE AEROSPACE INCORPORATED COM 073302101 94 5,800 SH SOLE 5,800
------------------------------------------------------------------------------------------------------------------------------------
BEA SYSTEMS INC COM 073325102 11,852 152,192 SH SOLE 152,192
------------------------------------------------------------------------------------------------------------------------------------
BEAR STEARNS COS INC COM 073902108 9,884 156,906 SH SOLE 156,906
------------------------------------------------------------------------------------------------------------------------------------
BEBE STORES INCORPORATED COM 075571109 13 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
BECKMAN COULTER INC COM 075811109 1,770 22,945 SH SOLE 22,945
------------------------------------------------------------------------------------------------------------------------------------
BECTON DICKINSON & CO COM 075887109 8,743 330,702 SH SOLE 330,702
------------------------------------------------------------------------------------------------------------------------------------
BED BATH & BEYOND INC COM 075896100 8,977 368,026 SH SOLE 368,026
------------------------------------------------------------------------------------------------------------------------------------
BEDFORD PROPERTY COM PAR $0.02 076446301 18 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
BEL FUSE INC CLASS A CL A 077347201 31 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
BEL FUSE INC CL-B CL B 077347300 19 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
BELCO OIL & GAS COM 077410108 18 2,000 SH SOLE 2,000
------------------------------------------------------------------------------------------------------------------------------------
BELDEN INC COM 077459105 1,448 61,300 SH SOLE 61,300
------------------------------------------------------------------------------------------------------------------------------------
BELL & HOWELL CO COM 077852101 1,216 55,600 SH SOLE 55,600
------------------------------------------------------------------------------------------------------------------------------------
BELL SOUTH CORP COM 079860102 6,307 156,700 SH OTHER (1) - 156,700
------------------------------------------------------------------------------------------------------------------------------------
BELL SOUTH CORP COM 079860102 101,050 2,510,593 SH SOLE 2,510,593
------------------------------------------------------------------------------------------------------------------------------------
A.H. BELO CORP CL A COM SER A 080555105 1,259 68,300 SH SOLE 68,300
------------------------------------------------------------------------------------------------------------------------------------
BEMIS COMPANY COM 081437105 2,196 68,371 SH SOLE 68,371
------------------------------------------------------------------------------------------------------------------------------------
BENCHMARK ELECTRONICS INC COM 08160H101 2,543 48,900 SH SOLE 48,900
------------------------------------------------------------------------------------------------------------------------------------
BERGEN BRUNSWIG CL A 083739102 3,682 315,000 SH SOLE 315,000
------------------------------------------------------------------------------------------------------------------------------------
BERINGER WINES ESTATES CL B 084102102 2,528 45,500 SH SOLE 45,500
------------------------------------------------------------------------------------------------------------------------------------
BERKLEY (WR) CORP COM 084423102 2,121 61,360 SH SOLE 61,360
------------------------------------------------------------------------------------------------------------------------------------
BERKSHIRE BANCORP COM 084597103 15 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
BERKSHIRE HATHAWAY CL A. CL A 084670108 57,638 895 SH SOLE 895
------------------------------------------------------------------------------------------------------------------------------------
BERKSHIRE HATHAWAY - CL B CL B 084670207 6,046 2,921 SH SOLE 2,921
------------------------------------------------------------------------------------------------------------------------------------
BERRY PETROLEUM CL A CL A 085789105 18 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
BEST BUY COM 086516101 16,952 266,433 SH SOLE 266,433
------------------------------------------------------------------------------------------------------------------------------------
BESTFOODS CORP COM 08658U101 26,548 364,914 SH SOLE 364,914
------------------------------------------------------------------------------------------------------------------------------------
BETHLEHEM STEEL CORP COM 087509105 1,217 405,770 SH SOLE 405,770
------------------------------------------------------------------------------------------------------------------------------------
BEVERLY ENTERPRISES INC. COM NEW 087851309 1,383 232,900 SH SOLE 232,900
------------------------------------------------------------------------------------------------------------------------------------
BEYOND.COM CORPORATION COM 08860E101 87 85,800 SH SOLE 85,800
------------------------------------------------------------------------------------------------------------------------------------
Page 7 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
BILLING CONCEPTS CORP COM 090063108 25 7,700 SH SOLE 7,700
------------------------------------------------------------------------------------------------------------------------------------
BINDLY WESTERN INDUSTRIES COM 090324104 2,808 87,764 SH SOLE 87,764
------------------------------------------------------------------------------------------------------------------------------------
BINDVIEW DEVELOPMENT CORP COM 090327107 825 109,100 SH SOLE 109,100
------------------------------------------------------------------------------------------------------------------------------------
BIO RAD LABS INCORPORATED CL A 090572207 11 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
BIO-TECHNOLOGY GENERAL COM 090578105 1,443 126,200 SH SOLE 126,200
------------------------------------------------------------------------------------------------------------------------------------
BIOCRYSTAL PHARMACEUTICAL COM 09058V103 15 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
BIOGEN INC COM 090597105 11,979 196,370 SH SOLE 196,370
------------------------------------------------------------------------------------------------------------------------------------
BIOMATRIX INC COM 09060P102 894 51,100 SH SOLE 51,100
------------------------------------------------------------------------------------------------------------------------------------
BIOMET COM 090613100 8,178 233,644 SH SOLE 233,644
------------------------------------------------------------------------------------------------------------------------------------
BIOMARIN PHARMACEUTICAL COM 09061G101 33 1,800 SH SOLE 1,800
------------------------------------------------------------------------------------------------------------------------------------
BIOPURE CORP CL A 09065H105 13 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
BIOSITE DIAGNOSTICS COM 090945106 16 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
BIRMINGHAM STEEL CORP COM 091250100 16 5,800 SH SOLE 5,800
------------------------------------------------------------------------------------------------------------------------------------
BIRMINGHAM UTILITIES COM 091270108 4 300 SH SOLE 300
------------------------------------------------------------------------------------------------------------------------------------
BLACK & DECKER COM 091797100 3,812 111,497 SH SOLE 111,497
------------------------------------------------------------------------------------------------------------------------------------
BLACK BOX CORPORATION COM 091826107 2,084 44,700 SH SOLE 44,700
------------------------------------------------------------------------------------------------------------------------------------
BLACK HILLS CORP COM 092113109 1,510 53,800 SH SOLE 53,800
------------------------------------------------------------------------------------------------------------------------------------
E.W. BLANCH HOLDINGS COM 093210102 681 32,800 SH SOLE 32,800
------------------------------------------------------------------------------------------------------------------------------------
BLOCK DRUG CO CL A 093644102 31 715 SH SOLE 715
------------------------------------------------------------------------------------------------------------------------------------
BLOCK H&R INC COM 093671105 4,778 128,931 SH SOLE 128,931
------------------------------------------------------------------------------------------------------------------------------------
BLOUNT INTL INC COM 095180105 14 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
BLUE MARTINI SOFTWARE INC COM 095698106 68 2,000 SH SOLE 2,000
------------------------------------------------------------------------------------------------------------------------------------
BLUESTONE SOFTWARE COM 09623P102 9 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
BLYTH INDUSTRIES INC COM 09643P108 734 31,300 SH SOLE 31,300
------------------------------------------------------------------------------------------------------------------------------------
BOB EVANS FARMS INC COM 096761101 1,593 86,100 SH SOLE 86,100
------------------------------------------------------------------------------------------------------------------------------------
BOCA RESORTS INC-CL.A CL A 09688T106 20 1,800 SH SOLE 1,800
------------------------------------------------------------------------------------------------------------------------------------
BOEING CO COM 097023105 6,086 96,600 SH OTHER (1) - 96,600
------------------------------------------------------------------------------------------------------------------------------------
BOEING CO COM 097023105 75,210 1,193,821 SH SOLE 1,193,821
------------------------------------------------------------------------------------------------------------------------------------
BOISE CASCADE CORP COM 097383103 2,021 76,082 SH SOLE 76,082
------------------------------------------------------------------------------------------------------------------------------------
THE BOMBAY COMPANY INC. COM 097924104 16 6,600 SH SOLE 6,600
------------------------------------------------------------------------------------------------------------------------------------
BONE CARE INTERNL INC COM 098072101 29 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
BOOKS-A-MILLION INC COM 098570104 8 3,000 SH SOLE 3,000
------------------------------------------------------------------------------------------------------------------------------------
BORDERS GROUP COM 099709107 624 44,800 SH SOLE 44,800
------------------------------------------------------------------------------------------------------------------------------------
BORG-WARNER AUTOMOTIVE COM 099724106 2,018 60,917 SH SOLE 60,917
------------------------------------------------------------------------------------------------------------------------------------
BOSTON ACOUSTICS INC COM 100534106 11 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
BOSTON BEER COMPANY CL A 100557107 3 300 SH SOLE 300
------------------------------------------------------------------------------------------------------------------------------------
BOSTON COMMUNICATIONS COM 100582105 25 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
BOSTON PROPERTIES (REIT) COM 101121101 82 1,900 SH SOLE 1,900
------------------------------------------------------------------------------------------------------------------------------------
BOSTON SCIENTIFIC COM 101137107 8,857 538,817 SH SOLE 538,817
------------------------------------------------------------------------------------------------------------------------------------
BOTTOMLINE TECHNOLOGIES COM 101388106 19 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
BOWATER INC COM 102183100 1,519 32,700 SH SOLE 32,700
------------------------------------------------------------------------------------------------------------------------------------
BOWNE & CO INC COM 103043105 914 93,700 SH SOLE 93,700
------------------------------------------------------------------------------------------------------------------------------------
BOYD GAMING CORP COM 103304101 14 2,800 SH SOLE 2,800
------------------------------------------------------------------------------------------------------------------------------------
BOYDS COLLECTION LTD COM 103354106 16 2,200 SH SOLE 2,200
------------------------------------------------------------------------------------------------------------------------------------
BRADY CORPORATION CL A 104674106 1,721 56,900 SH SOLE 56,900
------------------------------------------------------------------------------------------------------------------------------------
BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 20 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
BRAUN CONSULTING INC COM 105651103 12 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
BREAKAWAY SOLUTIONS INC COM 106372105 12 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
BRENTON BANKS INC COM 107211104 2 200 SH SOLE 200
------------------------------------------------------------------------------------------------------------------------------------
BRIGGS & STRATTON CORP COM 109043109 1,271 33,626 SH SOLE 33,626
------------------------------------------------------------------------------------------------------------------------------------
BRIGHTPOINT INCORPORATED COM 109473108 581 115,450 SH SOLE 115,450
------------------------------------------------------------------------------------------------------------------------------------
BRINKER INTL INC COM 109641100 1,109 36,800 SH SOLE 36,800
------------------------------------------------------------------------------------------------------------------------------------
BRIO TECHNOLOGY COM 109704106 10 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
BRISTOL-MYERS SQUIBB CO COM 110122108 2,142 37,500 SH OTHER (1) - 37,500
------------------------------------------------------------------------------------------------------------------------------------
BRISTOL-MYERS SQUIBB CO COM 110122108 147,814 2,587,542 SH SOLE 2,587,542
------------------------------------------------------------------------------------------------------------------------------------
BROADBASE SOFTWARE INC. COM 11130R100 33 2,400 SH SOLE 2,400
------------------------------------------------------------------------------------------------------------------------------------
BROADCOM CORPORATION CL A 111320107 71,138 291,831 SH SOLE 291,831
------------------------------------------------------------------------------------------------------------------------------------
Page 8 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
BROADVISION COM 111412102 3,775 146,959 SH SOLE 146,959
------------------------------------------------------------------------------------------------------------------------------------
BROADWING INC COM 111620100 1,672 65,400 SH OTHER (1) - 65,400
------------------------------------------------------------------------------------------------------------------------------------
BROADWING INC COM 111620100 3,193 124,920 SH SOLE 124,920
------------------------------------------------------------------------------------------------------------------------------------
BROCADE COMM. SYSTEMS COM 111621108 1,204 5,100 SH SOLE 5,100
------------------------------------------------------------------------------------------------------------------------------------
BROOKLINE BANCORP COM 113739106 16 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
BROOKS AUTOMATION INC. COM 11434A100 1,345 40,600 SH SOLE 40,600
------------------------------------------------------------------------------------------------------------------------------------
BROOKTROUT TECH COM 114580103 76 2,300 SH SOLE 2,300
------------------------------------------------------------------------------------------------------------------------------------
BROWN & BROWN INC COM 115236101 2,087 65,600 SH SOLE 65,600
------------------------------------------------------------------------------------------------------------------------------------
BROWN-FORMAN CORP - CL B CL B 115637209 4,874 89,023 SH SOLE 89,023
------------------------------------------------------------------------------------------------------------------------------------
TOM BROWN INC. COM NEW 115660201 2,024 82,600 SH SOLE 82,600
------------------------------------------------------------------------------------------------------------------------------------
BROWN SHOE COMPANY INC COM 115736100 42 4,600 SH SOLE 4,600
------------------------------------------------------------------------------------------------------------------------------------
BRUKER DALTONICS COM 116795105 71 1,600 SH SOLE 1,600
------------------------------------------------------------------------------------------------------------------------------------
BRUNSWICK CORP COM 117043109 2,108 115,513 SH SOLE 115,513
------------------------------------------------------------------------------------------------------------------------------------
BRUSH WELLMAN INC COM 117421107 67 3,100 SH SOLE 3,100
------------------------------------------------------------------------------------------------------------------------------------
BUCA INC COM 117769109 12 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
BSQUARE COM 11776U102 17 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
BUCKEYE PARTNERS UNIT LTD PARTN 118230101 20 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
BUCKEYE TECHNOLOGIES INC. COM 118255108 1,683 81,100 SH SOLE 81,100
------------------------------------------------------------------------------------------------------------------------------------
BUCKLE INC COM 118440106 564 48,550 SH SOLE 48,550
------------------------------------------------------------------------------------------------------------------------------------
BUFFETS INCORPORATED COM 119882108 1,339 97,400 SH SOLE 97,400
------------------------------------------------------------------------------------------------------------------------------------
BUILDING MATERIAL HOLDING COM 120113105 20 2,200 SH SOLE 2,200
------------------------------------------------------------------------------------------------------------------------------------
BULL RUN CORP COM 120182100 3 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
BURLINGTON COAT FACTORY COM 121579106 1,601 111,840 SH SOLE 111,840
------------------------------------------------------------------------------------------------------------------------------------
BURLINGTON NORTHERN SANTA COM 12189T104 11,927 553,121 SH SOLE 553,121
------------------------------------------------------------------------------------------------------------------------------------
BURLINGTON RESOURCES COM 122014103 10,445 283,742 SH SOLE 283,742
------------------------------------------------------------------------------------------------------------------------------------
BURNHAM PACIFIC PROP REIT COM 12232C108 9 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
BUSH BOAKE ALLEN INC COM 123162109 2,180 45,600 SH SOLE 45,600
------------------------------------------------------------------------------------------------------------------------------------
BUTLER MANUFACTURING CO COM 123655102 30 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
C & D TECHNOLOGIES COM 124661109 3,496 61,600 SH SOLE 61,600
------------------------------------------------------------------------------------------------------------------------------------
CAIS INTERNET INC COM 12476Q102 3 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
CBL & ASSOC PROP (REIT) COM 124830100 13 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
CCC INFORMATION SERVICES COM 12487Q109 9 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
CB RICHARD ELLIS SERVICES COM 12489L108 13 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
CBRL GROUP INC COM 12489V106 1,926 134,000 SH SOLE 134,000
------------------------------------------------------------------------------------------------------------------------------------
CFW COMMUNICATION COM 124923103 826 30,600 SH SOLE 30,600
------------------------------------------------------------------------------------------------------------------------------------
C-BRIDGE NET SOLUTIONS COM 12500B105 11 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
C-COR.NET CORPORATION COM 125010108 1,210 79,000 SH SOLE 79,000
------------------------------------------------------------------------------------------------------------------------------------
C-CUBE MICROSYSTEMS INC COM 12501N108 664 32,400 SH SOLE 32,400
------------------------------------------------------------------------------------------------------------------------------------
CDI CORP COM 125071100 779 48,700 SH SOLE 48,700
------------------------------------------------------------------------------------------------------------------------------------
CDW COMPUTER CENTERS INC COM 125129106 3,767 54,600 SH SOLE 54,600
------------------------------------------------------------------------------------------------------------------------------------
CEC ENTERTAINMENT COM 125137109 2,171 67,850 SH SOLE 67,850
------------------------------------------------------------------------------------------------------------------------------------
CH ENERGY GROUP INC COM 12541M102 1,707 42,800 SH SOLE 42,800
------------------------------------------------------------------------------------------------------------------------------------
C.H. ROBINSON WORLDWIDE COM 12541W100 1,618 28,700 SH SOLE 28,700
------------------------------------------------------------------------------------------------------------------------------------
CIGNA CORPORATION COM 125509109 23,362 223,771 SH SOLE 223,771
------------------------------------------------------------------------------------------------------------------------------------
CIT GROUP INCORPORATED CL A 125577106 5,897 337,000 SH SOLE 337,000
------------------------------------------------------------------------------------------------------------------------------------
CKE RESTAURANTS INC COM 12561E105 371 121,200 SH SOLE 121,200
------------------------------------------------------------------------------------------------------------------------------------
CLECO CORPORATION COM 12561W105 2,473 52,900 SH SOLE 52,900
------------------------------------------------------------------------------------------------------------------------------------
CMG INFORMATION SEVICES COM 125750109 4,713 168,686 SH SOLE 168,686
------------------------------------------------------------------------------------------------------------------------------------
CMS ENERGY CORPORATION COM 125896100 3,945 146,434 SH SOLE 146,434
------------------------------------------------------------------------------------------------------------------------------------
CPI CORP COM 125902106 45 2,100 SH SOLE 2,100
------------------------------------------------------------------------------------------------------------------------------------
CSS INDUSTRIES INC COM 125906107 12 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
CTB INTERNATIONAL CORP COM 125960104 12 1,600 SH SOLE 1,600
------------------------------------------------------------------------------------------------------------------------------------
CSK AUTO CORPORATION COM 125965103 286 63,600 SH SOLE 63,600
------------------------------------------------------------------------------------------------------------------------------------
CNA FINANCIAL CORP. COM 126117100 4,483 117,200 SH SOLE 117,200
------------------------------------------------------------------------------------------------------------------------------------
CNA SURETY CORPORATION COM 12612L108 1,144 99,500 SH SOLE 99,500
------------------------------------------------------------------------------------------------------------------------------------
CNF TRANSPORTATION INC COM 12612W104 616 27,700 SH SOLE 27,700
------------------------------------------------------------------------------------------------------------------------------------
CNET NETWORKS INC COM 12613R104 1,067 43,800 SH SOLE 43,800
------------------------------------------------------------------------------------------------------------------------------------
Page 9 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
C P & L ENERGY INC COM 12614C106 8,874 212,863 SH SOLE 212,863
------------------------------------------------------------------------------------------------------------------------------------
CSG SYSTEMS INTERNATIONAL COM 126349109 766 26,400 SH SOLE 26,400
------------------------------------------------------------------------------------------------------------------------------------
CSX CORP COM 126408103 6,258 286,909 SH SOLE 286,909
------------------------------------------------------------------------------------------------------------------------------------
CTC COMMUNICATIONS GROUP COM 126419100 1,128 55,700 SH SOLE 55,700
------------------------------------------------------------------------------------------------------------------------------------
CT COMMUNICATIONS INC COM NEW 126426402 20 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
CTS CORP. COM 126501105 830 16,400 SH SOLE 16,400
------------------------------------------------------------------------------------------------------------------------------------
CUNO COM 126583103 854 38,400 SH SOLE 38,400
------------------------------------------------------------------------------------------------------------------------------------
CVB FINANCIAL CORPORATION COM 126600105 978 58,200 SH SOLE 58,200
------------------------------------------------------------------------------------------------------------------------------------
CVS CORPORATION COM 126650100 23,822 514,368 SH SOLE 514,368
------------------------------------------------------------------------------------------------------------------------------------
CV THERAPEUTICS INC COM 126667104 3,391 43,600 SH SOLE 43,600
------------------------------------------------------------------------------------------------------------------------------------
CABLEVISION SYSTEMS CL. A CL A 12686C109 4,993 75,300 SH SOLE 75,300
------------------------------------------------------------------------------------------------------------------------------------
CABLETRON SYSTEMS INC COM 126920107 7,128 242,657 SH SOLE 242,657
------------------------------------------------------------------------------------------------------------------------------------
CABLE DESIGN TECHNOLOGIES COM 126924109 2,651 109,025 SH SOLE 109,025
------------------------------------------------------------------------------------------------------------------------------------
CACHEFLOW INC COM 126946102 243 1,700 SH SOLE 1,700
------------------------------------------------------------------------------------------------------------------------------------
CABOT CORP COM 127055101 1,261 39,800 SH SOLE 39,800
------------------------------------------------------------------------------------------------------------------------------------
CABOT INDUSTRIAL TRUST COM 127072106 144 7,200 SH SOLE 7,200
------------------------------------------------------------------------------------------------------------------------------------
CABOT OIL & GAS CL A CL A 127097103 1,369 67,200 SH SOLE 67,200
------------------------------------------------------------------------------------------------------------------------------------
CABOT MICROELECTRONICS COM 12709P103 29 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
CACI INTERNATIONAL CL A 127190304 60 2,800 SH SOLE 2,800
------------------------------------------------------------------------------------------------------------------------------------
CADENCE DESIGN SYSTEMS COM 127387108 3,633 141,450 SH SOLE 141,450
------------------------------------------------------------------------------------------------------------------------------------
CADIZ INC COM 127537108 16 1,600 SH SOLE 1,600
------------------------------------------------------------------------------------------------------------------------------------
CADMUS COMM CORP COM 127587103 11 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
CAL DIVE INTERNATIONAL COM 127914109 2,110 36,900 SH SOLE 36,900
------------------------------------------------------------------------------------------------------------------------------------
CALDERA SYSTEMS INC COM 128780103 5 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
CALGON CARBON CORPORATION COM 129603106 3 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
CALICO COMMERCE INC. COM 129897104 6 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
CALIFORNIA AMPLIFIER INC COM 129900106 14 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
CALIFORNIA WATER SERVICE COM 130788102 819 30,600 SH SOLE 30,600
------------------------------------------------------------------------------------------------------------------------------------
CALIPER TECHNOLOGIES CORP COM 130876105 41 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
CALLAWAY GOLF COM 131193104 2,714 176,500 SH SOLE 176,500
------------------------------------------------------------------------------------------------------------------------------------
CALLON PETROLEUM COM 13123X102 17 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
CALPINE CORPORATION COM 131347106 8,319 79,700 SH SOLE 79,700
------------------------------------------------------------------------------------------------------------------------------------
CAM COMMERCE SOLUTIONS COM 131916108 3 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
CAMBREX CORPORATION COM 132011107 2,179 58,900 SH SOLE 58,900
------------------------------------------------------------------------------------------------------------------------------------
CAMBRIDGE TECHNOLOGY COM 132524109 639 146,000 SH SOLE 146,000
------------------------------------------------------------------------------------------------------------------------------------
CAMDEN PROPERTY (REIT) SH BEN INT 133131102 31 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
CAMPBELL SOUP COMPANY COM 134429109 14,206 549,010 SH SOLE 549,010
------------------------------------------------------------------------------------------------------------------------------------
CAPITAL CITY BANK GROUP COM 139674105 10 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
CAPITAL ONE FINANCIAL COM 14040H105 18,232 260,224 SH SOLE 260,224
------------------------------------------------------------------------------------------------------------------------------------
CAPITOL BANCORP LTD COM 14056D105 9 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
CAPITOL FEDERAL FINL COM 14057C106 34 2,300 SH SOLE 2,300
------------------------------------------------------------------------------------------------------------------------------------
CAPROCK COMMUNICATIONS COM 140667106 5 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
CAPSTONE TURBINE CORP COM 14067D102 159 2,300 SH SOLE 2,300
------------------------------------------------------------------------------------------------------------------------------------
CAPSTEAD MORTGAGE CORP COM NEW 14067E407 6 650 SH SOLE 650
------------------------------------------------------------------------------------------------------------------------------------
CARBO CERAMICS COM 140781105 13 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
CARAUSTAR INDUSTRIES INC. COM 140909102 721 65,200 SH SOLE 65,200
------------------------------------------------------------------------------------------------------------------------------------
CARDINAL HEALTH INC COM 14149Y108 32,681 370,574 SH SOLE 370,574
------------------------------------------------------------------------------------------------------------------------------------
CAREER EDUCATION CORP. COM 141665109 27 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
CAREMARK RX INC COM 141705103 5,572 495,300 SH SOLE 495,300
------------------------------------------------------------------------------------------------------------------------------------
CARLISLE COMPANIES INC COM 142339100 2,959 71,300 SH SOLE 71,300
------------------------------------------------------------------------------------------------------------------------------------
CARNIVAL CORP CLASS A COM 143658102 11,419 463,691 SH SOLE 463,691
------------------------------------------------------------------------------------------------------------------------------------
CARPENTER TECHNOLOGY COM 144285103 1,497 51,400 SH SOLE 51,400
------------------------------------------------------------------------------------------------------------------------------------
CARRAMERICA REALTY REIT COM 144418100 54 1,800 SH SOLE 1,800
------------------------------------------------------------------------------------------------------------------------------------
CARRIER ACCESS CORP. COM 144460102 277 14,000 SH SOLE 14,000
------------------------------------------------------------------------------------------------------------------------------------
CARTER WALLACE INC COM 146285101 2,581 105,600 SH SOLE 105,600
------------------------------------------------------------------------------------------------------------------------------------
CASCADE BANCORP COM 147154108 12 880 SH SOLE 880
------------------------------------------------------------------------------------------------------------------------------------
CASCADE NATURAL GAS CORP COM 147339105 46 2,600 SH SOLE 2,600
------------------------------------------------------------------------------------------------------------------------------------
Page 10 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
CASEY'S GENERAL STORES COM 147528103 1,613 124,100 SH SOLE 124,100
------------------------------------------------------------------------------------------------------------------------------------
CASH AMERICA INT'L COM 14754D100 39 5,300 SH SOLE 5,300
------------------------------------------------------------------------------------------------------------------------------------
CASTLE (A.M.) & CO COM 148411101 27 2,800 SH SOLE 2,800
------------------------------------------------------------------------------------------------------------------------------------
CATALINA MARKETING CORP COM 148867104 1,185 31,500 SH SOLE 31,500
------------------------------------------------------------------------------------------------------------------------------------
CATALYTICA INC. COM 148885106 958 77,400 SH SOLE 77,400
------------------------------------------------------------------------------------------------------------------------------------
CATELLUS DEV CORP COM 149111106 1,127 64,400 SH SOLE 64,400
------------------------------------------------------------------------------------------------------------------------------------
CATERPILLAR INC COM 149123101 15,447 457,684 SH SOLE 457,684
------------------------------------------------------------------------------------------------------------------------------------
CATHAY BANCORP COM 149150104 1,063 21,800 SH SOLE 21,800
------------------------------------------------------------------------------------------------------------------------------------
CATO CORP CLASS A CL A 149205106 79 6,300 SH SOLE 6,300
------------------------------------------------------------------------------------------------------------------------------------
CEDAR FAIR LP DEPOSITRY UNIT 150185106 26 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
CELL GENESYS INC COM 150921104 274 9,135 SH SOLE 9,135
------------------------------------------------------------------------------------------------------------------------------------
CELLSTAR CORPORATION COM 150925105 295 93,500 SH SOLE 93,500
------------------------------------------------------------------------------------------------------------------------------------
CELL THERAPEUTICS INC COM 150934107 47 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
CELGENE CORP COM 151020104 9,163 154,000 SH SOLE 154,000
------------------------------------------------------------------------------------------------------------------------------------
CELL PATHWAYS INC. COM 15114R101 31 3,875 SH SOLE 3,875
------------------------------------------------------------------------------------------------------------------------------------
CENDANT CORPORATION COM 151313103 10,271 944,414 SH SOLE 944,414
------------------------------------------------------------------------------------------------------------------------------------
CENIT BANCORP INC COM 15131W109 7 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
CENTENNIAL BNCP COM 15133T104 6 952 SH SOLE 952
------------------------------------------------------------------------------------------------------------------------------------
CENTENNIAL CELLULAR CL A NEW 15133V208 1,214 55,200 SH SOLE 55,200
------------------------------------------------------------------------------------------------------------------------------------
CENTER TRUST INC CENTER TR INC 151845104 8 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
CENTERPOINT PROP (REIT) SH BEN INT 151895109 23 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
CENTEX CORP COM 152312104 2,521 78,491 SH SOLE 78,491
------------------------------------------------------------------------------------------------------------------------------------
CENTILLIUM COMMUNICATIONS COM 152319109 86 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
CENTEX CONSTRUCTION COM 15231R109 1,074 43,300 SH SOLE 43,300
------------------------------------------------------------------------------------------------------------------------------------
CENTRA SOFTWARE INC. COM 15234X103 6 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
CENTRAL COAST BANCORP COM 153145107 15 880 SH SOLE 880
------------------------------------------------------------------------------------------------------------------------------------
CENTRAL EUROPEAN DIST. COM 153435102 2 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
CENTRAL GARDEN & PET COM 153527106 12 1,700 SH SOLE 1,700
------------------------------------------------------------------------------------------------------------------------------------
CENTRAL PARKING CORP COM 154785109 1,819 91,800 SH SOLE 91,800
------------------------------------------------------------------------------------------------------------------------------------
CENTRAL VERMONT PUBLIC SV COM 155771108 25 2,500 SH SOLE 2,500
------------------------------------------------------------------------------------------------------------------------------------
CENTURA BANKS COM 15640T100 1,171 30,570 SH SOLE 30,570
------------------------------------------------------------------------------------------------------------------------------------
CENTURY BUSINESS SERVICES COM 156490104 282 215,200 SH SOLE 215,200
------------------------------------------------------------------------------------------------------------------------------------
CENTURY SOUTH BANKS INC COM 156683104 7 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
CENTURYTEL INC COM 156700106 4,944 181,449 SH SOLE 181,449
------------------------------------------------------------------------------------------------------------------------------------
CEPHALON INC COM 156708109 3,948 81,400 SH SOLE 81,400
------------------------------------------------------------------------------------------------------------------------------------
CERIDIAN CORP COM 15677T106 5,337 190,186 SH SOLE 190,186
------------------------------------------------------------------------------------------------------------------------------------
CERNER CORPORATION COM 156782104 3,970 85,500 SH SOLE 85,500
------------------------------------------------------------------------------------------------------------------------------------
CERUS CORPORATION COM 157085101 1,665 30,000 SH SOLE 30,000
------------------------------------------------------------------------------------------------------------------------------------
CHALONE INC COM 157639105 2 200 SH SOLE 200
------------------------------------------------------------------------------------------------------------------------------------
CHAMPION ENTERPRISES INC COM 158496109 507 119,400 SH SOLE 119,400
------------------------------------------------------------------------------------------------------------------------------------
CHAMPIONSHIP AUTO RACING COM 158711101 17 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
CHARLES & COLVARD LTD. COM 159765106 4 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
CHARLES RIVER LAB COM 159864107 31 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
CHARTER ONE FINANCIAL INC COM 160903100 7,049 289,196 SH SOLE 289,196
------------------------------------------------------------------------------------------------------------------------------------
CHARMING SHOPPES INC. COM 161133103 1,222 234,200 SH SOLE 234,200
------------------------------------------------------------------------------------------------------------------------------------
CHARTER COMMUNICATIONS CL A 16117M107 80 4,900 SH SOLE 4,900
------------------------------------------------------------------------------------------------------------------------------------
CHASE MANHATTAN CORP COM 16161A108 2,496 54,050 SH OTHER (1) - 54,050
------------------------------------------------------------------------------------------------------------------------------------
CHASE MANHATTAN CORP COM 16161A108 79,963 1,731,243 SH SOLE 1,731,243
------------------------------------------------------------------------------------------------------------------------------------
CHATEAU COMMUNITY (REIT) COM 161726104 21 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
CHATTEM INCORPORATED COM 162456107 11 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
CHEAP TICKETS INC. COM 162672109 15 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
CHECKFREE CORP COM 162813109 1,822 43,500 SH SOLE 43,500
------------------------------------------------------------------------------------------------------------------------------------
CHECKPOINT SYSTEMS INC COM 162825103 43 5,700 SH SOLE 5,700
------------------------------------------------------------------------------------------------------------------------------------
CHEESECAKE FACTORY INC COM 163072101 3,153 72,900 SH SOLE 72,900
------------------------------------------------------------------------------------------------------------------------------------
CHELSEA GCA REALTY (REIT) COM 163262108 18 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
CHEMED COM 163596109 80 2,500 SH SOLE 2,500
------------------------------------------------------------------------------------------------------------------------------------
CHEMFIRST INC COM 16361A106 822 39,500 SH SOLE 39,500
------------------------------------------------------------------------------------------------------------------------------------
Page 11 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
CHEMICAL FINANCIAL CORP COM 163731102 784 33,346 SH SOLE 33,346
------------------------------------------------------------------------------------------------------------------------------------
CHESAPEAKE CORP COM 165159104 728 39,700 SH SOLE 39,700
------------------------------------------------------------------------------------------------------------------------------------
CHESAPEAKE ENERGY CORP COM 165167107 15 2,100 SH SOLE 2,100
------------------------------------------------------------------------------------------------------------------------------------
CHEVRON CORPORATION COM 166751107 4,561 53,500 SH OTHER (1) - 53,500
------------------------------------------------------------------------------------------------------------------------------------
CHEVRON CORPORATION COM 166751107 73,598 863,319 SH SOLE 863,319
------------------------------------------------------------------------------------------------------------------------------------
CHICOS COM 168615102 1,363 40,100 SH SOLE 40,100
------------------------------------------------------------------------------------------------------------------------------------
CHILDREN'S PLACE STORES COM 168905107 1,560 60,600 SH SOLE 60,600
------------------------------------------------------------------------------------------------------------------------------------
CHOICE HOTELS INTL INC COM 169905106 1,355 123,200 SH SOLE 123,200
------------------------------------------------------------------------------------------------------------------------------------
CHIQUITTA BRANDS INTL COM 170032106 40 12,800 SH SOLE 12,800
------------------------------------------------------------------------------------------------------------------------------------
CHIRON CORP COM 170040109 4,951 110,012 SH SOLE 110,012
------------------------------------------------------------------------------------------------------------------------------------
CHITTENDEN CORP COM 170228100 1,811 70,500 SH SOLE 70,500
------------------------------------------------------------------------------------------------------------------------------------
CHOICEPOINT INC. COM 170388102 4,332 94,439 SH SOLE 94,439
------------------------------------------------------------------------------------------------------------------------------------
CHOICE ONE COMMUNICATIONS COM 17038P104 11 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
CHORDIANT SOFTWARE COM 170404107 9 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
CHRIS-CRAFT INDUSTRIES COM 170520100 1,683 20,426 SH SOLE 20,426
------------------------------------------------------------------------------------------------------------------------------------
CHROMATICS COLOR SCI INTL COM NEW 171116304 1 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
CHROMCRAFT REVINGTON COM 171117104 7 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
CHROMAVISION MED SYSTEMS COM 17111P104 10 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
CHUBB CORP COM 171232101 18,390 232,407 SH SOLE 232,407
------------------------------------------------------------------------------------------------------------------------------------
CHURCH AND DWIGHT INC COM 171340102 1,628 88,600 SH SOLE 88,600
------------------------------------------------------------------------------------------------------------------------------------
CIBER INC COM 17163B102 403 48,800 SH SOLE 48,800
------------------------------------------------------------------------------------------------------------------------------------
CIENA CORPORATION COM 171779101 20,784 169,236 SH SOLE 169,236
------------------------------------------------------------------------------------------------------------------------------------
CINCINNATI FINL CORP COM 172062101 7,604 214,203 SH SOLE 214,203
------------------------------------------------------------------------------------------------------------------------------------
CINERGY CORP COM 172474108 6,889 208,350 SH SOLE 208,350
------------------------------------------------------------------------------------------------------------------------------------
CIRCLE INTERNATIONAL COM 172574105 1,382 45,700 SH SOLE 45,700
------------------------------------------------------------------------------------------------------------------------------------
CIRCUIT CITY STORES COM 172737108 6,278 272,949 SH SOLE 272,949
------------------------------------------------------------------------------------------------------------------------------------
CIRCOR INTL INC COM 17273K109 13 1,250 SH SOLE 1,250
------------------------------------------------------------------------------------------------------------------------------------
CIRRUS LOGIC INC COM 172755100 6,642 164,772 SH SOLE 164,772
------------------------------------------------------------------------------------------------------------------------------------
CISCO SYSTEMS INC COM 17275R102 12,956 234,500 SH OTHER (1) - 234,500
------------------------------------------------------------------------------------------------------------------------------------
CISCO SYSTEMS INC COM 17275R102 514,882 9,318,642 SH SOLE 9,318,642
------------------------------------------------------------------------------------------------------------------------------------
CITADEL COMMUNICATIONS COM 172853202 17 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
CINTAS CORP COM 172908105 4,254 97,650 SH SOLE 97,650
------------------------------------------------------------------------------------------------------------------------------------
CITIGROUP INC COM 172967101 15,372 284,333 SH OTHER (1) - 284,333
------------------------------------------------------------------------------------------------------------------------------------
CITIGROUP INC COM 172967101 322,415 5,963,759 SH SOLE 5,963,759
------------------------------------------------------------------------------------------------------------------------------------
CITIZENS BANKING CORP MIC COM 174420109 628 27,290 SH SOLE 27,290
------------------------------------------------------------------------------------------------------------------------------------
CITIZENS COMMUNICATIONS COM 17453B101 2,127 158,318 SH SOLE 158,318
------------------------------------------------------------------------------------------------------------------------------------
CITRIX SYSTEMS INC COM 177376100 4,857 242,108 SH SOLE 242,108
------------------------------------------------------------------------------------------------------------------------------------
CITY HLDG CO. COM 177835105 6 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
CITY NATIONAL CORP COM 178566105 6,311 163,400 SH OTHER (1) - 163,400
------------------------------------------------------------------------------------------------------------------------------------
CITY NATIONAL CORP COM 178566105 1,008 26,100 SH SOLE 26,100
------------------------------------------------------------------------------------------------------------------------------------
CLAIRE'S STORES INC. COM 179584107 2,156 119,775 SH SOLE 119,775
------------------------------------------------------------------------------------------------------------------------------------
CLARCOR INCORPORATED COM 179895107 1,190 61,050 SH SOLE 61,050
------------------------------------------------------------------------------------------------------------------------------------
CLARENT CORP COM 180461105 61 1,545 SH SOLE 1,545
------------------------------------------------------------------------------------------------------------------------------------
DICK CLARK PROD INC COM 181512104 9 990 SH SOLE 990
------------------------------------------------------------------------------------------------------------------------------------
CLARUS CORP COM 182707109 11 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
CLAYTON HOMES COM 184190106 677 67,682 SH SOLE 67,682
------------------------------------------------------------------------------------------------------------------------------------
CLEAR CHANNEL COMMUNICATN COM 184502102 50,448 892,892 SH SOLE 892,892
------------------------------------------------------------------------------------------------------------------------------------
CLEVELAND CLIFFS COM 185896107 560 24,500 SH SOLE 24,500
------------------------------------------------------------------------------------------------------------------------------------
CLICK COMMERCE INC. COM 18681D109 47 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
CLOROX CO COM 189054109 12,241 309,407 SH SOLE 309,407
------------------------------------------------------------------------------------------------------------------------------------
CLOSURE MEDICAL CORP COM 189093107 23 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
COACHMEN INDUSTRIES INC COM 189873102 39 3,700 SH SOLE 3,700
------------------------------------------------------------------------------------------------------------------------------------
COASTAL BANCORP INC COM 19041P105 14 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
COASTAL CORP COM 190441105 20,851 281,290 SH SOLE 281,290
------------------------------------------------------------------------------------------------------------------------------------
COASTAL FINL CORP COM 19046E105 7 924 SH SOLE 924
------------------------------------------------------------------------------------------------------------------------------------
THE COBALT GROUP INC. COM 19074Q103 2 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
COBALT NETWORKS COM 19074R101 46 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
Page 12 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
COCA COLA BOTTLING COM 191098102 889 21,200 SH SOLE 21,200
------------------------------------------------------------------------------------------------------------------------------------
COCA-COLA COMPANY COM 191216100 176,719 3,205,722 SH SOLE 3,205,722
------------------------------------------------------------------------------------------------------------------------------------
COCA COLA ENTERPRISES COM 191219104 8,825 553,695 SH SOLE 553,695
------------------------------------------------------------------------------------------------------------------------------------
COGNEX CORP. COM 192422103 943 23,900 SH SOLE 23,900
------------------------------------------------------------------------------------------------------------------------------------
COGNITRONICS CORP COM 192432102 7 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
COHERENT INC. COM 192479103 4,386 64,500 SH SOLE 64,500
------------------------------------------------------------------------------------------------------------------------------------
COHOES BANCORP INC COM 192513109 21 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
COHU INC COM 192576106 643 42,000 SH SOLE 42,000
------------------------------------------------------------------------------------------------------------------------------------
COINSTAR INC COM 19259P300 15 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
COLDWATER CREEK INC COM 193068103 19 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
KENNETH COLE PRODUCTIONS CL A 193294105 1,478 41,850 SH SOLE 41,850
------------------------------------------------------------------------------------------------------------------------------------
COLGATE PALMOLIVE CO COM 194162103 1,015 21,500 SH OTHER (1) - 21,500
------------------------------------------------------------------------------------------------------------------------------------
COLGATE PALMOLIVE CO COM 194162103 35,565 753,495 SH SOLE 753,495
------------------------------------------------------------------------------------------------------------------------------------
COLLINS & AIKMAN CORP COM 194830105 6 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
COLONIAL BANCGROUP INC. COM 195493309 730 70,400 SH SOLE 70,400
------------------------------------------------------------------------------------------------------------------------------------
COLONIAL PROPERTS (REIT) COM SH BEN INT 195872106 13 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
COLUMBIA BKG SYS INC COM 197236102 17 1,210 SH SOLE 1,210
------------------------------------------------------------------------------------------------------------------------------------
COLUMBIA ENERGY GROUP COM 197648108 7,527 106,019 SH SOLE 106,019
------------------------------------------------------------------------------------------------------------------------------------
COLUMBIA SPORTSWEAR COM 198516106 41 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
COLUMBUS MCKINNON CORP. COM 199333105 7 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
COMFORT SYSTEMS COM 199908104 439 84,700 SH SOLE 84,700
------------------------------------------------------------------------------------------------------------------------------------
COMCAST CORP CLASS A COM 200300101 692 17,000 SH SOLE 17,000
------------------------------------------------------------------------------------------------------------------------------------
COMCAST SPECIAL A CL A SPL 200300200 48,848 1,193,260 SH SOLE 1,193,260
------------------------------------------------------------------------------------------------------------------------------------
COMDISCO INC COM 200336105 1,733 90,886 SH SOLE 90,886
------------------------------------------------------------------------------------------------------------------------------------
COMERICA INC COM 200340107 12,442 212,908 SH SOLE 212,908
------------------------------------------------------------------------------------------------------------------------------------
COMMERCE BANCORP INC COM 200519106 1,270 21,830 SH SOLE 21,830
------------------------------------------------------------------------------------------------------------------------------------
COMMERCE BANCSHARES COM 200525103 1,234 33,528 SH SOLE 33,528
------------------------------------------------------------------------------------------------------------------------------------
COMMERCE GROUP INC COM 200641108 2,390 82,600 SH SOLE 82,600
------------------------------------------------------------------------------------------------------------------------------------
COMMERCE ONE COM 200693109 664 8,464 SH SOLE 8,464
------------------------------------------------------------------------------------------------------------------------------------
COMMERCIAL FEDERAL CORP COM 201647104 2,720 142,200 SH SOLE 142,200
------------------------------------------------------------------------------------------------------------------------------------
COMMERCIAL METALS COM 201723103 914 35,833 SH SOLE 35,833
------------------------------------------------------------------------------------------------------------------------------------
COMMERCIAL NET LEASE COM 202218103 10 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
COMMONWEALTH INDUSTRIES COM 203004106 24 4,300 SH SOLE 4,300
------------------------------------------------------------------------------------------------------------------------------------
COMMONWEALTH TELEPHONE COM 203349105 468 12,700 SH SOLE 12,700
------------------------------------------------------------------------------------------------------------------------------------
COMMSCOPE INC. COM 203372107 737 30,100 SH SOLE 30,100
------------------------------------------------------------------------------------------------------------------------------------
COMMUNITY BANK SYSTEM COM 203607106 13 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
COMMUNITY FIRST BANKSHARE COM 203902101 2,092 119,100 SH SOLE 119,100
------------------------------------------------------------------------------------------------------------------------------------
COMMUNITY TRUST BANKCORP COM 204149108 10 660 SH SOLE 660
------------------------------------------------------------------------------------------------------------------------------------
COMPAQ COMPUTERS COM 204493100 62,537 2,267,366 SH SOLE 2,267,366
------------------------------------------------------------------------------------------------------------------------------------
COMPASS BANCSHARES INC COM 20449H109 1,443 74,012 SH SOLE 74,012
------------------------------------------------------------------------------------------------------------------------------------
COMPLETE BUSINESS SOLUTNS COM 20452F107 1,154 85,500 SH SOLE 85,500
------------------------------------------------------------------------------------------------------------------------------------
COMPUCREDIT CORP COM 20478N100 67 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
COMPUTER ASSOC INT'L INC COM 204912109 19,194 762,068 SH SOLE 762,068
------------------------------------------------------------------------------------------------------------------------------------
COMPUTER NETWORK TECH COM 204925101 1,925 56,000 SH SOLE 56,000
------------------------------------------------------------------------------------------------------------------------------------
COMPUTER SCIENCES CORP COM 205363104 16,571 223,178 SH SOLE 223,178
------------------------------------------------------------------------------------------------------------------------------------
COMPUTER TASK GROUP COM 205477102 163 52,100 SH SOLE 52,100
------------------------------------------------------------------------------------------------------------------------------------
COMPUWARE CORPORATION COM 205638109 3,968 473,819 SH SOLE 473,819
------------------------------------------------------------------------------------------------------------------------------------
COMPX INTERNATIONAL CL A 20563P101 17 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
COMVERSE TECHNOLOGY COM 205862402 22,157 205,166 SH SOLE 205,166
------------------------------------------------------------------------------------------------------------------------------------
CONAGRA FOODS INC. COM 205887102 14,112 703,425 SH SOLE 703,425
------------------------------------------------------------------------------------------------------------------------------------
COMPUTER HORIZONS CORP COM 205908106 496 72,800 SH SOLE 72,800
------------------------------------------------------------------------------------------------------------------------------------
COM21 INCORPORATED COM 205937105 535 39,600 SH SOLE 39,600
------------------------------------------------------------------------------------------------------------------------------------
CONCORD COMMUNICATIONS COM 206186108 1,020 38,500 SH SOLE 38,500
------------------------------------------------------------------------------------------------------------------------------------
CONCORD EFS INC COM 206197105 4,394 123,712 SH SOLE 123,712
------------------------------------------------------------------------------------------------------------------------------------
CONCURRENT COMPUTER CORP COM 206710204 2,390 125,800 SH SOLE 125,800
------------------------------------------------------------------------------------------------------------------------------------
CONE MILLS CORPORATION COM 206814105 23 5,000 SH SOLE 5,000
------------------------------------------------------------------------------------------------------------------------------------
CONECTIV INCORPORATED COM 206829103 967 54,100 SH SOLE 54,100
------------------------------------------------------------------------------------------------------------------------------------
Page 13 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
CONESTOGA ENTERPRISE COM 207015108 13 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
CONEXANT SYSTEMS INC COM 207142100 7,108 169,746 SH SOLE 169,746
------------------------------------------------------------------------------------------------------------------------------------
CONMED CORP COM 207410101 530 38,700 SH SOLE 38,700
------------------------------------------------------------------------------------------------------------------------------------
CONNECTICUT WATER SVC COM 207797101 16 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
CONOCO INC CLASS B CL B 208251405 12,879 478,114 SH SOLE 478,114
------------------------------------------------------------------------------------------------------------------------------------
CONSECO INC COM 208464107 3,250 426,258 SH SOLE 426,258
------------------------------------------------------------------------------------------------------------------------------------
CONSOL ENERGY INC COM 20854P109 34 2,100 SH SOLE 2,100
------------------------------------------------------------------------------------------------------------------------------------
CONS EDISON INCORPORATED COM 209115104 9,512 278,733 SH SOLE 278,733
------------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED FREIGHTWAYS COM 209232107 11 2,200 SH SOLE 2,200
------------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED GRAPHICS COM 209341106 421 35,800 SH SOLE 35,800
------------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED PRODUCTS COM 209798107 62 7,780 SH SOLE 7,780
------------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED STORES CORP COM 210149100 1,998 148,028 SH SOLE 148,028
------------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED TOMOKA COM 210226106 14 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
CONSTELLATION ENERGY GRP COM 210371100 9,678 194,531 SH SOLE 194,531
------------------------------------------------------------------------------------------------------------------------------------
CONTINENTAL AIR CL B 210795308 1,881 41,400 SH SOLE 41,400
------------------------------------------------------------------------------------------------------------------------------------
CONVERGYS CORP COM 212485106 7,800 200,631 SH SOLE 200,631
------------------------------------------------------------------------------------------------------------------------------------
COOPER CAMERON CORP COM 216640102 2,697 36,600 SH SOLE 36,600
------------------------------------------------------------------------------------------------------------------------------------
COOPER COS INC COM NEW 216648402 1,274 36,000 SH SOLE 36,000
------------------------------------------------------------------------------------------------------------------------------------
COOPER INDUSTRIES INC COM 216669101 1,907 54,100 SH OTHER (1) - 54,100
------------------------------------------------------------------------------------------------------------------------------------
COOPER INDUSTRIES INC COM 216669101 4,532 128,564 SH SOLE 128,564
------------------------------------------------------------------------------------------------------------------------------------
COOPER TIRE & RUBBER CO COM 216831107 2,253 223,852 SH SOLE 223,852
------------------------------------------------------------------------------------------------------------------------------------
COORS ADOLPH CO - CL B CL B 217016104 3,091 48,920 SH SOLE 48,920
------------------------------------------------------------------------------------------------------------------------------------
COORSTEK INC COM 217020106 17 450 SH SOLE 450
------------------------------------------------------------------------------------------------------------------------------------
COPART COM 217204106 1,748 126,000 SH SOLE 126,000
------------------------------------------------------------------------------------------------------------------------------------
COPPER MOUNTAIN NETWORKS COM 217510106 53 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
COR THERAPEUTIC COM 217753102 7,876 126,400 SH SOLE 126,400
------------------------------------------------------------------------------------------------------------------------------------
CORDIANT COMM GROUP SPON ADR NEW 218514206 13 693 SH SOLE 693
------------------------------------------------------------------------------------------------------------------------------------
CORILLIAN CORP COM 218725109 8 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
CORINTHIAN COLL INC COM 218868107 47 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
CORIO INC COM 218875102 11 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
CORIXA CORPORATION COM 21887F100 55 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------
CORN PRODUCTS INTL. COM 219023108 644 28,300 SH SOLE 28,300
------------------------------------------------------------------------------------------------------------------------------------
CORNELL CORRECTIONS INC COM 219141108 14 1,600 SH SOLE 1,600
------------------------------------------------------------------------------------------------------------------------------------
CORNERSTONE REALTY INC COM 21922V102 13 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
CORNING INCORPORATED COM 219350105 3,534 11,900 SH OTHER (1) - 11,900
------------------------------------------------------------------------------------------------------------------------------------
CORNING INCORPORATED COM 219350105 115,144 387,671 SH SOLE 387,671
------------------------------------------------------------------------------------------------------------------------------------
CORPORATE EXECUTIVE BOARD COM 21988R102 32 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
CORRECTIONAL SERVICES COM 219921103 8 2,000 SH SOLE 2,000
------------------------------------------------------------------------------------------------------------------------------------
CORRECTIONAL PROP (REIT) COM 22025E104 10 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
CORUS BANKSHARES INC COM 220873103 1,223 33,900 SH SOLE 33,900
------------------------------------------------------------------------------------------------------------------------------------
CORVEL CORP COM 221006109 17 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
CORVIS COM 221009103 598 9,800 SH SOLE 9,800
------------------------------------------------------------------------------------------------------------------------------------
COST PLUS INCORPORATED COM 221485105 1,476 49,000 SH SOLE 49,000
------------------------------------------------------------------------------------------------------------------------------------
COSTCO WHOLESALE CORP COM 22160K105 1,908 54,600 SH OTHER (1) - 54,600
------------------------------------------------------------------------------------------------------------------------------------
COSTCO WHOLESALE CORP COM 22160K105 20,478 586,113 SH SOLE 586,113
------------------------------------------------------------------------------------------------------------------------------------
COSTAR GROUP INC COM 22160N109 22 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
COULTER PHARMACEUTICAL COM 222116105 20 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
COUNTRYWIDE CREDIT COM 222372104 5,600 148,340 SH SOLE 148,340
------------------------------------------------------------------------------------------------------------------------------------
COUSINS PROPERTIES (REIT) COM 222795106 34 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
COVAD COMMUNICATIONS GRP COM 222814204 60 4,450 SH SOLE 4,450
------------------------------------------------------------------------------------------------------------------------------------
COVANCE INC COM 222816100 1,096 133,900 SH SOLE 133,900
------------------------------------------------------------------------------------------------------------------------------------
COVENTRY HEALTH CARE CORP COM 222862104 2,260 149,400 SH SOLE 149,400
------------------------------------------------------------------------------------------------------------------------------------
COX COMMUNICATIONS CL A 224044107 12,589 329,121 SH SOLE 329,121
------------------------------------------------------------------------------------------------------------------------------------
COX RADIO INC CLASS A CL A 224051102 1,608 92,200 SH SOLE 92,200
------------------------------------------------------------------------------------------------------------------------------------
CRAFTMADE INTERNATIONAL COM 22413E104 10 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
CRANE COMPANY COM 224399105 1,790 78,245 SH SOLE 78,245
------------------------------------------------------------------------------------------------------------------------------------
CRAWFORD & CO CLASS B CL B 224633107 13 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
Page 14 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
CREDENCE SYSTEMS CORP COM 225302108 1,072 35,744 SH SOLE 35,744
------------------------------------------------------------------------------------------------------------------------------------
CREE INC COM 225447101 2,395 20,600 SH SOLE 20,600
------------------------------------------------------------------------------------------------------------------------------------
CRESCENT EQUITIES (REIT) COM 225756105 71 3,200 SH SOLE 3,200
------------------------------------------------------------------------------------------------------------------------------------
CRESTLINE CAPITAL CORP COM 226153104 16 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
CRITICAL PATH INC COM 22674V100 109 1,800 SH SOLE 1,800
------------------------------------------------------------------------------------------------------------------------------------
CROMPTON CORP COM 227116100 509 64,624 SH SOLE 64,624
------------------------------------------------------------------------------------------------------------------------------------
CROSS COMPANY CL A 227478104 31 5,700 SH SOLE 5,700
------------------------------------------------------------------------------------------------------------------------------------
CROSS TIMBERS OIL CO. COM 227573102 3,400 177,187 SH SOLE 177,187
------------------------------------------------------------------------------------------------------------------------------------
CROSSMAN COMMUNITIES INC. COM 22764E109 14 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
CROSSROADS SYSTEMS INC COM 22765D100 6 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
CROWN CASTLE INTL COM 228227104 3,507 112,900 SH SOLE 112,900
------------------------------------------------------------------------------------------------------------------------------------
CROWN CORK & SEAL INC COM 228255105 1,524 142,618 SH SOLE 142,618
------------------------------------------------------------------------------------------------------------------------------------
CUBIST PHARMACEUTICALS COM 229678107 141 2,700 SH SOLE 2,700
------------------------------------------------------------------------------------------------------------------------------------
CULLEN FROST BANKERS COM 229899109 1,329 40,900 SH SOLE 40,900
------------------------------------------------------------------------------------------------------------------------------------
CUMMINS ENGINE INC COM 231021106 1,674 55,928 SH SOLE 55,928
------------------------------------------------------------------------------------------------------------------------------------
CUMULUS MEDIA INC. CL A 231082108 333 54,300 SH SOLE 54,300
------------------------------------------------------------------------------------------------------------------------------------
CURATIVE HEALTH SERVICES COM 231264102 10 1,900 SH SOLE 1,900
------------------------------------------------------------------------------------------------------------------------------------
CURIS INC COM 231269101 11 540 SH SOLE 540
------------------------------------------------------------------------------------------------------------------------------------
CURAGEN CORPORATION COM 23126R101 85 1,600 SH SOLE 1,600
------------------------------------------------------------------------------------------------------------------------------------
CURTISS-WRIGHT COM 231561101 1,133 24,000 SH SOLE 24,000
------------------------------------------------------------------------------------------------------------------------------------
CYBEAR GROUP COM 23243C102 1 592 SH SOLE 592
------------------------------------------------------------------------------------------------------------------------------------
CYBER-CARE INC. COM 23243T105 6 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
CYBERSOURCE CORP COM 23251J106 10 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
CYBERONICS COM 23251P102 952 44,400 SH SOLE 44,400
------------------------------------------------------------------------------------------------------------------------------------
CYLINK CORPORATION COM 232565101 9 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
CYMER INC. COM 232572107 2,078 67,700 SH SOLE 67,700
------------------------------------------------------------------------------------------------------------------------------------
CYPRESS SEMICONDUCTOR COM 232806109 3,084 74,200 SH SOLE 74,200
------------------------------------------------------------------------------------------------------------------------------------
CYRK INTERNATIONAL INC COM 232817106 11 3,100 SH SOLE 3,100
------------------------------------------------------------------------------------------------------------------------------------
CYSIVE INC COM 23281T108 7 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
CYTEC INDUSTRIES INC. COM 232820100 3,203 95,800 SH SOLE 95,800
------------------------------------------------------------------------------------------------------------------------------------
CYOTGEN CORP COM 232824102 15 2,300 SH SOLE 2,300
------------------------------------------------------------------------------------------------------------------------------------
D & E COMMUNICATIONS COM 232860106 19 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
D&K HEALTHCARE RES. COM 232861104 18 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
CYTYC CORP COM 232946103 3,841 89,060 SH SOLE 89,060
------------------------------------------------------------------------------------------------------------------------------------
DDI CORP / CA COM 233162106 212 4,800 SH SOLE 4,800
------------------------------------------------------------------------------------------------------------------------------------
DMC STRATEX NETWORKS COM 23322L106 2,739 170,500 SH SOLE 170,500
------------------------------------------------------------------------------------------------------------------------------------
DPL INC COM 233293109 2,191 73,644 SH SOLE 73,644
------------------------------------------------------------------------------------------------------------------------------------
DQE INC COM 23329J104 1,844 45,950 SH SOLE 45,950
------------------------------------------------------------------------------------------------------------------------------------
D R HORTON INC COM 23331A109 2,924 170,097 SH SOLE 170,097
------------------------------------------------------------------------------------------------------------------------------------
DST SYSTEMS INC COM 233326107 4,348 37,000 SH SOLE 37,000
------------------------------------------------------------------------------------------------------------------------------------
DSP GROUP INC COM 23332B106 2,340 62,600 SH SOLE 62,600
------------------------------------------------------------------------------------------------------------------------------------
DTE ENERGY COMPANY COM 233331107 7,182 187,771 SH SOLE 187,771
------------------------------------------------------------------------------------------------------------------------------------
DT INDUS INC. COM 23333J108 0 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
DAIN RAUSCHER CORPORATION COM 233856103 3,106 33,400 SH SOLE 33,400
------------------------------------------------------------------------------------------------------------------------------------
DAISYTEK INTERNATIONAL COM 234053106 253 40,100 SH SOLE 40,100
------------------------------------------------------------------------------------------------------------------------------------
DAL-TILE INTL INC COM 23426R108 1,594 127,500 SH SOLE 127,500
------------------------------------------------------------------------------------------------------------------------------------
DALEEN TECHNOLOGIES COM 23437N104 12 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
DALLAS SEMICONDUCTOR CORP COM 235204104 1,045 31,800 SH SOLE 31,800
------------------------------------------------------------------------------------------------------------------------------------
DANA CORP COM 235811106 4,343 201,992 SH SOLE 201,992
------------------------------------------------------------------------------------------------------------------------------------
DANAHER CORP COM 235851102 9,416 189,266 SH SOLE 189,266
------------------------------------------------------------------------------------------------------------------------------------
DARDEN RESTAURANTS INC COM 237194105 2,945 141,500 SH OTHER (1) - 141,500
------------------------------------------------------------------------------------------------------------------------------------
DARDEN RESTAURANTS INC COM 237194105 3,585 172,268 SH SOLE 172,268
------------------------------------------------------------------------------------------------------------------------------------
DATA BROADCASTING COM 237596101 672 210,700 SH SOLE 210,700
------------------------------------------------------------------------------------------------------------------------------------
DATA RETURN CORPORATION COM 23785M104 18 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
DATASCOPE CORP COM 238113104 1,256 37,500 SH SOLE 37,500
------------------------------------------------------------------------------------------------------------------------------------
DATASTREAM SYSTEMS INC COM 238124101 10 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
DATUM INC COM 238208102 29 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
Page 15 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
DAVE AND BUSTER'S INC COM 23833N104 13 1,700 SH SOLE 1,700
------------------------------------------------------------------------------------------------------------------------------------
DAVOX CORP. COM 239208101 3 300 SH SOLE 300
------------------------------------------------------------------------------------------------------------------------------------
DEAN FOODS COMPANY COM 242361103 733 22,050 SH SOLE 22,050
------------------------------------------------------------------------------------------------------------------------------------
DEB SHOPS INC COM 242728103 8 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
DEERE & CO COM 244199105 10,254 308,399 SH SOLE 308,399
------------------------------------------------------------------------------------------------------------------------------------
DEL MONTE FOODS COMPANY COM 24522P103 9 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
DELCO REMY INTL. INC. COM 246626105 9 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
DELHAIZE AMERICA INC CL A 246688105 83 4,747 SH SOLE 4,747
------------------------------------------------------------------------------------------------------------------------------------
DELL COMPUTER CORP COM 247025109 104,406 3,388,305 SH SOLE 3,388,305
------------------------------------------------------------------------------------------------------------------------------------
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 6,533 431,946 SH SOLE 431,946
------------------------------------------------------------------------------------------------------------------------------------
DELPHI FINANCIAL GRP CL A 247131105 2,088 51,566 SH SOLE 51,566
------------------------------------------------------------------------------------------------------------------------------------
DELTA & PINE LAND CO COM 247357106 2,307 89,800 SH SOLE 89,800
------------------------------------------------------------------------------------------------------------------------------------
DELTA AIRLINES INC COM 247361108 7,186 161,946 SH SOLE 161,946
------------------------------------------------------------------------------------------------------------------------------------
DELTA NATURAL GAS COM 247748106 4 200 SH SOLE 200
------------------------------------------------------------------------------------------------------------------------------------
DELTIC TIMBER CORP COM 247850100 41 2,400 SH SOLE 2,400
------------------------------------------------------------------------------------------------------------------------------------
DELTEK SYSTEMS COM 24785A108 9 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
DELUXE CORP COM 248019101 1,949 95,957 SH SOLE 95,957
------------------------------------------------------------------------------------------------------------------------------------
DENDRITE INTERNATIONAL COM 248239105 2,476 92,350 SH SOLE 92,350
------------------------------------------------------------------------------------------------------------------------------------
DENTSPLY INT'L INC COM 249030107 1,205 34,500 SH SOLE 34,500
------------------------------------------------------------------------------------------------------------------------------------
DEPARTMENT 56 INC. COM 249509100 493 37,400 SH SOLE 37,400
------------------------------------------------------------------------------------------------------------------------------------
DETROIT DIESEL CORP COM 250837101 1,214 53,200 SH SOLE 53,200
------------------------------------------------------------------------------------------------------------------------------------
DEUTSCHE TELEKOM ADR SPONSORED ADR 251566105 192 5,597 SH SOLE 5,597
------------------------------------------------------------------------------------------------------------------------------------
DEVELOPERS DIVRS (REIT) COM 251591103 21 1,600 SH SOLE 1,600
------------------------------------------------------------------------------------------------------------------------------------
DEVON ENERGY CORP COM 25179M103 9,943 165,301 SH SOLE 165,301
------------------------------------------------------------------------------------------------------------------------------------
DEVRY INC COM 251893103 1,388 36,900 SH SOLE 36,900
------------------------------------------------------------------------------------------------------------------------------------
DIAGNOSTIC PRODUCTS CORP COM 252450101 1,882 35,100 SH SOLE 35,100
------------------------------------------------------------------------------------------------------------------------------------
DIAL CORPORATION COM 25247D101 660 56,800 SH SOLE 56,800
------------------------------------------------------------------------------------------------------------------------------------
DIAMOND OFFSHORE DRILL COM 25271C102 3,313 80,800 SH SOLE 80,800
------------------------------------------------------------------------------------------------------------------------------------
DIAMOND TECH CL A 252762109 3,623 48,800 SH SOLE 48,800
------------------------------------------------------------------------------------------------------------------------------------
DIEBOLD INC COM 253651103 1,007 37,918 SH SOLE 37,918
------------------------------------------------------------------------------------------------------------------------------------
DIGENE CORPORATION COM 253752109 22 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
DIGEX INC CL A 253756100 33 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
DIGI INTERNATIONAL INC COM 253798102 23 2,900 SH SOLE 2,900
------------------------------------------------------------------------------------------------------------------------------------
DIGITAL COURIER TECH. COM 253838106 3 1,700 SH SOLE 1,700
------------------------------------------------------------------------------------------------------------------------------------
DIGITAL LIGHTWAVE INC COM 253855100 94 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
DIGITAL IMPACT INC COM 25385G106 5 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
DIGITAL ISLAND COM 25385N101 34 1,800 SH SOLE 1,800
------------------------------------------------------------------------------------------------------------------------------------
DIGITAL INSIGHT COM 25385P106 29 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
DIGITAL RIVER. COM 25388B104 324 50,400 SH SOLE 50,400
------------------------------------------------------------------------------------------------------------------------------------
DIGITAS INC COM 25388K104 27 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
DIGITAL THINK INC COM 25388M100 38 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
DIME COMMUNITY BANCORP COM 253922108 12 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
DILLARDS INC CLASS A COM 254067101 1,302 122,554 SH SOLE 122,554
------------------------------------------------------------------------------------------------------------------------------------
DIME BANCORP INC COM 25429Q102 1,404 65,126 SH SOLE 65,126
------------------------------------------------------------------------------------------------------------------------------------
DIMON INCORPORATED COM 254394109 27 8,300 SH SOLE 8,300
------------------------------------------------------------------------------------------------------------------------------------
DIONEX CORP. COM 254546104 1,425 51,600 SH SOLE 51,600
------------------------------------------------------------------------------------------------------------------------------------
DISCOUNT AUTO PARTS INC COM 254642101 24 3,100 SH SOLE 3,100
------------------------------------------------------------------------------------------------------------------------------------
WALT DISNEY CO COM 254687106 1,714 44,800 SH OTHER (1) - 44,800
------------------------------------------------------------------------------------------------------------------------------------
WALT DISNEY CO COM 254687106 105,816 2,766,398 SH SOLE 2,766,398
------------------------------------------------------------------------------------------------------------------------------------
DITECH COMM CORP COM 25500M103 33 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
DIVERSA CORP COM 255064107 11 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
DIVINE INTERVENTURES CL A 255404105 12 3,200 SH SOLE 3,200
------------------------------------------------------------------------------------------------------------------------------------
DIXIE GROUP INC CL A 255519100 9 2,300 SH SOLE 2,300
------------------------------------------------------------------------------------------------------------------------------------
DOBSON COMMUNICATIONS CL A 256069105 38 2,600 SH SOLE 2,600
------------------------------------------------------------------------------------------------------------------------------------
DOCUMENTUM INCORPORATED COM 256159104 3,386 41,700 SH SOLE 41,700
------------------------------------------------------------------------------------------------------------------------------------
DOLE FOOD COMPANY COM 256605106 1,959 130,600 SH SOLE 130,600
------------------------------------------------------------------------------------------------------------------------------------
DOLLAR GENERAL STORES COM 256669102 7,117 424,912 SH SOLE 424,912
------------------------------------------------------------------------------------------------------------------------------------
Page 16 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
DOLLAR THRIFTY AUTO. COM 256743105 1,114 56,400 SH SOLE 56,400
------------------------------------------------------------------------------------------------------------------------------------
DOLLAR TREE STORES COM 256747106 2,245 55,350 SH SOLE 55,350
------------------------------------------------------------------------------------------------------------------------------------
DOMINION RESOURCES COM 25746U109 18,232 313,997 SH SOLE 313,997
------------------------------------------------------------------------------------------------------------------------------------
DONALDSON CO INC COM 257651109 2,325 105,700 SH SOLE 105,700
------------------------------------------------------------------------------------------------------------------------------------
DONALDSON LUFKIN & JEN COM 257661108 6,744 75,400 SH SOLE 75,400
------------------------------------------------------------------------------------------------------------------------------------
DONNELLEY R R & SONS COM 257867101 3,934 160,152 SH SOLE 160,152
------------------------------------------------------------------------------------------------------------------------------------
DORAL FINANCIAL CORP COM 25811P100 18 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
DOUBLECLICK INC. COM 258609304 2,185 68,268 SH SOLE 68,268
------------------------------------------------------------------------------------------------------------------------------------
DOVER CORP COM 260003108 12,711 270,802 SH SOLE 270,802
------------------------------------------------------------------------------------------------------------------------------------
DOVER DOWNS ENTERTAINMENT COM 260086103 1,170 87,100 SH SOLE 87,100
------------------------------------------------------------------------------------------------------------------------------------
DOW CHEMICAL CO COM 260543103 21,927 879,293 SH SOLE 879,293
------------------------------------------------------------------------------------------------------------------------------------
DOW JONES & CO INC COM 260561105 7,055 116,604 SH SOLE 116,604
------------------------------------------------------------------------------------------------------------------------------------
DOWNEY FINANCIAL CORP COM 261018105 2,912 73,731 SH SOLE 73,731
------------------------------------------------------------------------------------------------------------------------------------
DRESS BARN INC COM 261570105 960 45,700 SH SOLE 45,700
------------------------------------------------------------------------------------------------------------------------------------
DREXLER TECHNOLOGY COM 261876106 19 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
DREYER'S GRAND ICE CREAM COM 261878102 1,410 65,400 SH SOLE 65,400
------------------------------------------------------------------------------------------------------------------------------------
DRIL-QUIP INC COM 262037104 1,619 40,600 SH SOLE 40,600
------------------------------------------------------------------------------------------------------------------------------------
DROVERS BANCSHARES CORP COM 262120108 10 630 SH SOLE 630
------------------------------------------------------------------------------------------------------------------------------------
DRUGSTORE.COM INC COM 262241102 4 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
DUPONT E I DE NEMOURS COM 263534109 57,102 1,378,042 SH SOLE 1,378,042
------------------------------------------------------------------------------------------------------------------------------------
DUANE READE INC COM 263578106 1,009 41,600 SH SOLE 41,600
------------------------------------------------------------------------------------------------------------------------------------
DUKE ENERGY CORP COM 264399106 41,644 485,639 SH SOLE 485,639
------------------------------------------------------------------------------------------------------------------------------------
DUKE-WEEKS REALTY (REIT) COM NEW 264411505 87 3,590 SH SOLE 3,590
------------------------------------------------------------------------------------------------------------------------------------
DUN & BRADSTREET COM 26483B106 6,824 198,163 SH SOLE 198,163
------------------------------------------------------------------------------------------------------------------------------------
DURA AUTOMOTIVE SYSTEMS CL A 265903104 6 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
DUPONT PHOTOMASKS INC COM 26613X101 2,403 40,900 SH SOLE 40,900
------------------------------------------------------------------------------------------------------------------------------------
DURA PHARMACEUTICALS COM 26632S109 3,973 112,300 SH SOLE 112,300
------------------------------------------------------------------------------------------------------------------------------------
DURAMED PHARMACEUTICALS COM 266354109 11 1,900 SH SOLE 1,900
------------------------------------------------------------------------------------------------------------------------------------
DYAX CORPORATION COM 26746E103 22 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
DYCOM INDS INC COM 267475101 4,088 98,200 SH SOLE 98,200
------------------------------------------------------------------------------------------------------------------------------------
DYNEGY INC CL A 26816Q101 10,093 177,076 SH SOLE 177,076
------------------------------------------------------------------------------------------------------------------------------------
EBT INTERNATIONAL INC. COM 268248101 198 39,800 SH SOLE 39,800
------------------------------------------------------------------------------------------------------------------------------------
EGL INC COM 268484102 2,016 66,650 SH SOLE 66,650
------------------------------------------------------------------------------------------------------------------------------------
EMC CORPORATION COM 268648102 283,548 2,860,455 SH SOLE 2,860,455
------------------------------------------------------------------------------------------------------------------------------------
ENSCO INTERNATIONAL INC COM 26874Q100 4,265 111,500 SH OTHER (1) - 111,500
------------------------------------------------------------------------------------------------------------------------------------
ENSCO INTERNATIONAL INC COM 26874Q100 3,125 81,700 SH SOLE 81,700
------------------------------------------------------------------------------------------------------------------------------------
EOG RESOURCES INC COM 26875P101 2,651 68,200 SH SOLE 68,200
------------------------------------------------------------------------------------------------------------------------------------
E.PIPHANY INC COM 26881V100 69 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
ESS TECHNOLOGY COM 269151106 1,567 109,500 SH SOLE 109,500
------------------------------------------------------------------------------------------------------------------------------------
E'TOWN CORP COM 269242103 1,404 21,000 SH SOLE 21,000
------------------------------------------------------------------------------------------------------------------------------------
E*TRADE GROUP COM 269246104 2,790 169,735 SH SOLE 169,735
------------------------------------------------------------------------------------------------------------------------------------
EAGLE BANCSHARES INC COM 26942C109 7 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
EARTHGRAINS COMPANY COM 270319106 1,975 107,100 SH SOLE 107,100
------------------------------------------------------------------------------------------------------------------------------------
EARTHLINK INC COM 270321102 763 83,620 SH SOLE 83,620
------------------------------------------------------------------------------------------------------------------------------------
EARTHWEB INC COM 27032C108 206 24,500 SH SOLE 24,500
------------------------------------------------------------------------------------------------------------------------------------
EASTERN ENTERPRISES COM 27637F100 2,257 35,374 SH SOLE 35,374
------------------------------------------------------------------------------------------------------------------------------------
EASTGROUP PROPERTIES COM 277276101 16 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
EASTMAN CHEMICAL CO COM 277432100 1,821 49,300 SH OTHER ( 1) - 49,300
------------------------------------------------------------------------------------------------------------------------------------
EASTMAN CHEMICAL CO COM 277432100 3,704 100,280 SH SOLE 100,280
------------------------------------------------------------------------------------------------------------------------------------
EASTMAN KODAK COMPANY COM 277461109 16,650 407,335 SH SOLE 407,335
------------------------------------------------------------------------------------------------------------------------------------
EATON CORP COM 278058102 6,245 101,346 SH SOLE 101,346
------------------------------------------------------------------------------------------------------------------------------------
EATON VANCE CORP COM NON VTG 278265103 1,100 21,560 SH SOLE 21,560
------------------------------------------------------------------------------------------------------------------------------------
EBAY INC COM 278642103 10,530 153,300 SH SOLE 153,300
------------------------------------------------------------------------------------------------------------------------------------
EBENX INC COM 278668108 9 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
ECHELON CORPORATION COM 27874N105 2,335 79,500 SH SOLE 79,500
------------------------------------------------------------------------------------------------------------------------------------
ECHOSTAR COMMUNICATIONS CL A 278762109 7,184 136,197 SH SOLE 136,197
------------------------------------------------------------------------------------------------------------------------------------
ECLIPSYS CORPORATION COM 278856109 1,371 85,700 SH SOLE 85,700
------------------------------------------------------------------------------------------------------------------------------------
Page 17 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
ECOLAB INC COM 278865100 6,239 173,020 SH SOLE 173,020
------------------------------------------------------------------------------------------------------------------------------------
EDGEWATER TECHNOLOGY COM 280358102 41 7,900 SH SOLE 7,900
------------------------------------------------------------------------------------------------------------------------------------
EDISON INTERNATIONAL COM 281020107 8,455 437,809 SH SOLE 437,809
------------------------------------------------------------------------------------------------------------------------------------
EDISON SCHOOLS INC CL A 281033100 38 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
EDUCATION MGMT CORP COM 28139T101 27 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
J.D. EDWARDS & COMPANY COM 281667105 1,762 68,100 SH SOLE 68,100
------------------------------------------------------------------------------------------------------------------------------------
EDWARDS (A.G.) INC COM 281760108 2,970 56,783 SH SOLE 56,783
------------------------------------------------------------------------------------------------------------------------------------
EDWARDS LIFESCIENCES COM 28176E108 173 7,940 SH OTHER (1) - 7,940
------------------------------------------------------------------------------------------------------------------------------------
EDWARDS LIFESCIENCES COM 28176E108 428 19,600 SH SOLE 19,600
------------------------------------------------------------------------------------------------------------------------------------
EFFICIENT NETWORKS INC COM 282056100 60 1,600 SH SOLE 1,600
------------------------------------------------------------------------------------------------------------------------------------
EGAINS COMMUNICATION COM 28225C103 9 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
EGGHEAD.COM INC COM 282329101 211 91,449 SH SOLE 91,449
------------------------------------------------------------------------------------------------------------------------------------
EL PASO ELECTRIC COMPANY COM NEW 283677854 1,750 127,100 SH SOLE 127,100
------------------------------------------------------------------------------------------------------------------------------------
EL PASO ENERGY CORP COM 283905107 18,994 308,212 SH SOLE 308,212
------------------------------------------------------------------------------------------------------------------------------------
ELAN CORPORATION ADR ADR 284131208 27 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
ELANTEC SEMICONDUCTOR INC COM 284155108 60 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
ELCOM INTERNATIONAL INC COM 284434107 7 1,600 SH SOLE 1,600
------------------------------------------------------------------------------------------------------------------------------------
ELCOR CORPORATION COM 284443108 709 48,900 SH SOLE 48,900
------------------------------------------------------------------------------------------------------------------------------------
ELECTRO RENT CORPORATION COM 285218103 14 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
ELECTRO SCIENTIFIC INDS COM 285229100 1,068 30,400 SH OTHER (1) - 30,400
------------------------------------------------------------------------------------------------------------------------------------
ELECTRO SCIENTIFIC INDS COM 285229100 2,213 63,000 SH SOLE 63,000
------------------------------------------------------------------------------------------------------------------------------------
ELECTROGLAS INC COM 285324109 897 52,600 SH SOLE 52,600
------------------------------------------------------------------------------------------------------------------------------------
ELECTRONIC ARTS INC COM 285512109 4,177 84,600 SH SOLE 84,600
------------------------------------------------------------------------------------------------------------------------------------
ELECTRONIC DATA SYSTEMS COM 285661104 25,516 614,832 SH SOLE 614,832
------------------------------------------------------------------------------------------------------------------------------------
ELECTRONICS BOUTIQUE HLDG COM 286045109 17 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
ELECTRONICS FOR IMAGING COM 286082102 821 32,500 SH SOLE 32,500
------------------------------------------------------------------------------------------------------------------------------------
ELOYALTY CORPORATION COM 290151109 18 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
EMBARCADERO TECHNOLOGIES COM 290787100 36 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
EMBREX INC. COM 290817105 4 300 SH SOLE 300
------------------------------------------------------------------------------------------------------------------------------------
EMCORE CORPORATION COM 290846104 42 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
EMERGE INTERACTIVE INC CL A 29088W103 14 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
EMERSON ELECTRIC CO COM 291011104 37,809 564,314 SH SOLE 564,314
------------------------------------------------------------------------------------------------------------------------------------
EMISPHERE TECHNOLOGI COM 291345106 15 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
EMMIS COMMUNICATIONS CL A 291525103 579 23,400 SH SOLE 23,400
------------------------------------------------------------------------------------------------------------------------------------
EMPIRE DISTRICT ELECTRIC COM 291641108 1,092 41,600 SH SOLE 41,600
------------------------------------------------------------------------------------------------------------------------------------
EMULEX CORP COM NEW 292475209 2,573 21,000 SH SOLE 21,000
------------------------------------------------------------------------------------------------------------------------------------
EMUSIC.COM INC COM 292476108 155 97,400 SH SOLE 97,400
------------------------------------------------------------------------------------------------------------------------------------
ENCOMPASS SERVICES CORP COM 29255U104 1,191 146,558 SH SOLE 146,558
------------------------------------------------------------------------------------------------------------------------------------
ENDO PHARMACEUTICAL HLDG COM 29264F205 26 2,600 SH SOLE 2,600
------------------------------------------------------------------------------------------------------------------------------------
ENERGEN CORP COM 29265N108 2,276 76,500 SH SOLE 76,500
------------------------------------------------------------------------------------------------------------------------------------
ENERGY EAST CORPORATION COM 29266M109 1,613 71,294 SH SOLE 71,294
------------------------------------------------------------------------------------------------------------------------------------
ENERGIZER HOLDINGS INC COM 29266R108 69 2,833 SH SOLE 2,833
------------------------------------------------------------------------------------------------------------------------------------
ENGAGE TECHNOLOGIES INC COM 292827102 40 4,900 SH SOLE 4,900
------------------------------------------------------------------------------------------------------------------------------------
ENGELHARD CORP COM 292845104 2,705 166,434 SH SOLE 166,434
------------------------------------------------------------------------------------------------------------------------------------
ENERGYNORTH COM 292925104 12 200 SH SOLE 200
------------------------------------------------------------------------------------------------------------------------------------
ENERGYSOUTH INC COM 292970100 16 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
ENESCO GROUP INCORPORATED COM 292973104 21 3,600 SH SOLE 3,600
------------------------------------------------------------------------------------------------------------------------------------
ENHANCE FINANCIAL SVCS GP COM 293310108 1,249 96,100 SH SOLE 96,100
------------------------------------------------------------------------------------------------------------------------------------
ENRON CORP COM 293561106 85,467 975,356 SH SOLE 975,356
------------------------------------------------------------------------------------------------------------------------------------
ENTERCOM COMMUNICATIONS CL A 293639100 30 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
ENTERGY CORP COM 29364G103 11,629 312,188 SH SOLE 312,188
------------------------------------------------------------------------------------------------------------------------------------
ENTERPRISE PRODUCTS PRTNR COM 293792107 32 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
ENTREMED COM 29382F103 1,023 36,700 SH SOLE 36,700
------------------------------------------------------------------------------------------------------------------------------------
ENTRUST TECHNOLOGIES COM 293848107 740 26,800 SH SOLE 26,800
------------------------------------------------------------------------------------------------------------------------------------
ENZON INC COM 293904108 1,538 23,300 SH SOLE 23,300
------------------------------------------------------------------------------------------------------------------------------------
ENZO BIOCHEM INC COM 294100102 2,886 59,500 SH SOLE 59,500
------------------------------------------------------------------------------------------------------------------------------------
ENVISION DEVELOPMENT CORP COM 29410N102 4 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
Page 18 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
EPICOR SOFTWARE CORP COM 29426L108 27 7,700 SH SOLE 7,700
------------------------------------------------------------------------------------------------------------------------------------
EPRESENCE INC. COM 294348107 397 58,800 SH SOLE 58,800
------------------------------------------------------------------------------------------------------------------------------------
EQUIFAX INC COM 294429105 4,805 178,379 SH SOLE 178,379
------------------------------------------------------------------------------------------------------------------------------------
EQUINIX INC COM 29444U106 19 2,100 SH SOLE 2,100
------------------------------------------------------------------------------------------------------------------------------------
EQUITABLE RESOURCES COM 294549100 1,198 18,900 SH SOLE 18,900
------------------------------------------------------------------------------------------------------------------------------------
EQUITEX INC. COM PAR $0.02 294592308 8 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
EQUITY INNS INC (REIT) COM 294703103 13 1,900 SH SOLE 1,900
------------------------------------------------------------------------------------------------------------------------------------
EQUITY OFFICE PROP (REIT) COM 294741103 379 12,188 SH SOLE 12,188
------------------------------------------------------------------------------------------------------------------------------------
EQUITY ONE INCORPORATED COM 294752100 11 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
EQUITY RES PROP TR (REIT) SH BEN INT 29476L107 182 3,800 SH SOLE 3,800
------------------------------------------------------------------------------------------------------------------------------------
ERICSSON L M ADR ADR CL B SEK10 294821400 855 57,750 SH SOLE 57,750
------------------------------------------------------------------------------------------------------------------------------------
ERIE INDEMNITY CO-CL A CL A 29530P102 1,222 41,600 SH SOLE 41,600
------------------------------------------------------------------------------------------------------------------------------------
ESPEED INC CL A CL A 296643109 6 200 SH SOLE 200
------------------------------------------------------------------------------------------------------------------------------------
ESSEX PROPERTY TRUST REIT COM 297178105 22 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
ESTERLINE TECHNOLOGIES COM 297425100 63 3,200 SH SOLE 3,200
------------------------------------------------------------------------------------------------------------------------------------
ETHAN ALLEN INTERIORS INC COM 297602104 878 31,000 SH SOLE 31,000
------------------------------------------------------------------------------------------------------------------------------------
ETHYL CORP COM 297659104 269 187,100 SH SOLE 187,100
------------------------------------------------------------------------------------------------------------------------------------
ETOYS INC COM 297862104 19 3,500 SH SOLE 3,500
------------------------------------------------------------------------------------------------------------------------------------
EVEREST RE GROUP LTD COM G3223R108 1,589 32,100 SH SOLE 32,100
------------------------------------------------------------------------------------------------------------------------------------
EVERGREEN RES INC COM NO PAR 299900308 1,216 35,000 SH SOLE 35,000
------------------------------------------------------------------------------------------------------------------------------------
EVOLVE SOFTWARE COM 30049P104 26 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
EXABYTE COM 300615101 50 4,400 SH SOLE 4,400
------------------------------------------------------------------------------------------------------------------------------------
EXAR CORPORATION COM 300645108 5,312 43,900 SH SOLE 43,900
------------------------------------------------------------------------------------------------------------------------------------
EXCALIBUR TECHNOLOGIES COM NEW 300651205 81 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
EXCEL LEGACY CORPORATION COM 300665106 1 363 SH SOLE 363
------------------------------------------------------------------------------------------------------------------------------------
EXCELON CORPORATION COM 300691102 17 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
EXCHANGE APPLICATIONS INC COM 300867108 5 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
EXE TECHNOLOGIES COM 301504106 18 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
EXELIXIS INC. COM 30161Q104 38 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
EXTENDED SYSTEMS INC COM 301973103 11 200 SH SOLE 200
------------------------------------------------------------------------------------------------------------------------------------
EXIDE CORPORATION COM 302051107 15 1,700 SH SOLE 1,700
------------------------------------------------------------------------------------------------------------------------------------
EXODUS COMMUNICATIONS COM 302088109 12,063 244,312 SH SOLE 244,312
------------------------------------------------------------------------------------------------------------------------------------
EXPEDIA INC COM 302125109 150 11,500 SH SOLE 11,500
------------------------------------------------------------------------------------------------------------------------------------
EXPEDITORS INTL WASH INC COM 302130109 1,347 29,900 SH SOLE 29,900
------------------------------------------------------------------------------------------------------------------------------------
EXPRESS SCRIPTS INC CL A CL A 302182100 1,676 23,200 SH SOLE 23,200
------------------------------------------------------------------------------------------------------------------------------------
EXTENED STAY AMER. INC. COM 30224P101 2,940 221,900 SH SOLE 221,900
------------------------------------------------------------------------------------------------------------------------------------
EXTENSITY INC. COM 302255104 15 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
EXTREME NETWORKS INC COM 30226D106 710 6,200 SH SOLE 6,200
------------------------------------------------------------------------------------------------------------------------------------
EZENIA! INC COM 302311105 2 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
EXXON MOBIL CORPORATION COM 30231G102 8,503 95,400 SH OTHER (1) - 95,400
------------------------------------------------------------------------------------------------------------------------------------
EXXON MOBIL CORPORATION COM 30231G102 410,473 4,605,564 SH SOLE 4,605,564
------------------------------------------------------------------------------------------------------------------------------------
F&M BANCORP MD COM 302367107 4 200 SH SOLE 200
------------------------------------------------------------------------------------------------------------------------------------
F&M NATIONAL CORPORATION COM 302374103 1,411 57,733 SH SOLE 57,733
------------------------------------------------------------------------------------------------------------------------------------
FBL FINANCIAL GROUP CL A COM 30239F106 1,136 69,900 SH SOLE 69,900
------------------------------------------------------------------------------------------------------------------------------------
FEI COMPANY COM 30241L109 126 5,800 SH SOLE 5,800
------------------------------------------------------------------------------------------------------------------------------------
FMC CORP COM 302491303 2,516 37,513 SH SOLE 37,513
------------------------------------------------------------------------------------------------------------------------------------
FNB CORPORATION/PA COM 302520101 1,089 50,948 SH SOLE 50,948
------------------------------------------------------------------------------------------------------------------------------------
FPIC INSURANCE GROUP COM 302563101 10 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
FPL GROUP INC COM 302571104 15,529 236,188 SH SOLE 236,188
------------------------------------------------------------------------------------------------------------------------------------
FSI INTL INC COM 302633102 19 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
FIRST VISUAL CR COM 30266P100 6 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
F.Y.I. INC. COM 302712104 1,491 39,900 SH SOLE 39,900
------------------------------------------------------------------------------------------------------------------------------------
FACTORY 2U STORES INC COM 303072102 18 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
FACTSET RESEARCH SYS INC COM 303075105 2,876 76,500 SH SOLE 76,500
------------------------------------------------------------------------------------------------------------------------------------
FAIR ISAAC & CO. COM 303250104 1,460 34,200 SH SOLE 34,200
------------------------------------------------------------------------------------------------------------------------------------
FAIRCHILD CORPORATION CL A 303698104 9 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
FAIRCHILD SEMICON INT'L A CL A 303726103 2,239 79,600 SH OTHER (1) 79,600
------------------------------------------------------------------------------------------------------------------------------------
Page 19 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
FAIRCHILD SEMICON INT'L-A CL A 303726103 65 2,300 SH SOLE 2,300
------------------------------------------------------------------------------------------------------------------------------------
FAIRFIELD COMMUNITIES COM PAR $0.01 304231301 974 96,200 SH SOLE 96,200
------------------------------------------------------------------------------------------------------------------------------------
FALCON PRODUCTS INC. COM 306075102 14 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
FAMILY DOLLAR STORES COM 307000109 1,948 101,200 SH SOLE 101,200
------------------------------------------------------------------------------------------------------------------------------------
FARM FAMILY HOLDINGS INC COM 307901108 19 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
FARMERS CAP BK CORP COM 309562106 14 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
FASTENAL CO COM 311900104 1,256 21,800 SH SOLE 21,800
------------------------------------------------------------------------------------------------------------------------------------
FEDDERS CORPORATION COM 313135105 26 6,800 SH SOLE 6,800
------------------------------------------------------------------------------------------------------------------------------------
FREDDIE MAC COM 313400301 2,027 37,500 SH OTHER (1) - 37,500
------------------------------------------------------------------------------------------------------------------------------------
FREDDIE MAC COM 313400301 49,886 922,747 SH SOLE 922,747
------------------------------------------------------------------------------------------------------------------------------------
FEDERAL-MOGUL CORP COM 313549107 61 11,300 SH SOLE 11,300
------------------------------------------------------------------------------------------------------------------------------------
FANNIE MAE COM 313586109 3,897 54,500 SH OTHER (1) - 54,500
------------------------------------------------------------------------------------------------------------------------------------
FANNIE MAE COM 313586109 95,637 1,337,590 SH SOLE 1,337,590
------------------------------------------------------------------------------------------------------------------------------------
FEDERAL (REIT) SH BEN INT NEW 313747206 17 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
FEDERAL SIGNAL CORP COM 313855108 2,107 106,000 SH SOLE 106,000
------------------------------------------------------------------------------------------------------------------------------------
FEDERATED DEPT STORES COM 31410H101 7,283 278,781 SH SOLE 278,781
------------------------------------------------------------------------------------------------------------------------------------
FEDERATED INVESTORS CL B 314211103 1,806 72,950 SH SOLE 72,950
------------------------------------------------------------------------------------------------------------------------------------
FEDEX CORPORATION COM 31428X106 17,139 386,545 SH SOLE 386,545
------------------------------------------------------------------------------------------------------------------------------------
FELCOR LODGING TRUST INC COM 31430F101 39 1,700 SH SOLE 1,700
------------------------------------------------------------------------------------------------------------------------------------
FERRO CORP COM 315405100 1,533 80,400 SH SOLE 80,400
------------------------------------------------------------------------------------------------------------------------------------
F5 NETWORKS INC COM 315616102 20 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
FIBERMARK INC COM 315646109 3 300 SH SOLE 300
------------------------------------------------------------------------------------------------------------------------------------
FIDELITY BANKSHARES COM 316047109 16 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
FIDELITY NATL FINL INC. COM 316326107 4,219 170,482 SH SOLE 170,482
------------------------------------------------------------------------------------------------------------------------------------
FIFTH THIRD BANK COM 316773100 33,256 617,293 SH SOLE 617,293
------------------------------------------------------------------------------------------------------------------------------------
FILENET CORP COM 316869106 1,459 80,200 SH SOLE 80,200
------------------------------------------------------------------------------------------------------------------------------------
FINANCIAL FEDERAL CORP COM 317492106 839 34,700 SH SOLE 34,700
------------------------------------------------------------------------------------------------------------------------------------
FINISAR CORPORATION COM 31787A101 223 4,600 SH SOLE 4,600
------------------------------------------------------------------------------------------------------------------------------------
FINOVA GROUP INC COM 317928109 277 38,200 SH SOLE 38,200
------------------------------------------------------------------------------------------------------------------------------------
FIRE POND INC. COM 318224102 15 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
FIRST AMER FINACIAL CORP. COM 318522307 3,340 160,000 SH SOLE 160,000
------------------------------------------------------------------------------------------------------------------------------------
FIRST BANCORP/PUERTO RICO COM 318672102 1,667 68,200 SH SOLE 68,200
------------------------------------------------------------------------------------------------------------------------------------
FIRST BUSEY CORP COM 319383105 586 31,700 SH SOLE 31,700
------------------------------------------------------------------------------------------------------------------------------------
FIRST CHARTER CORP COM 319439105 14 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
FIRST CITIZENS BCSHS CL A 31946M103 1,918 26,800 SH SOLE 26,800
------------------------------------------------------------------------------------------------------------------------------------
FIRST COMMONWEALTH COM 319829107 1,306 134,800 SH SOLE 134,800
------------------------------------------------------------------------------------------------------------------------------------
FIRST FED CAP CORP COM 319960100 9 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
FIRST FED FINL CORP COM 319961108 10 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
FIRST DATA CORP COM 319963104 21,527 551,100 SH SOLE 551,100
------------------------------------------------------------------------------------------------------------------------------------
FIRST FINANCIAL BANCORP COM 320209109 1,692 107,443 SH SOLE 107,443
------------------------------------------------------------------------------------------------------------------------------------
FIRSRT FINL BANKSHARES COM 32020R109 770 24,000 SH SOLE 24,000
------------------------------------------------------------------------------------------------------------------------------------
FIRST FIN CORP/INDIANA COM 320218100 9 300 SH SOLE 300
------------------------------------------------------------------------------------------------------------------------------------
FIRST INDUSTRIAL (REIT) COM 32054K103 34 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
FIRST MERCHANTS CORP COM 320817109 9 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
FIRST MID WEST BANC/IL COM 320867104 836 31,400 SH SOLE 31,400
------------------------------------------------------------------------------------------------------------------------------------
FIRST HEALTH GROUP CORP. COM 320960107 909 28,200 SH SOLE 28,200
------------------------------------------------------------------------------------------------------------------------------------
FIRST NIAGARA FINANCIAL COM 33582U100 11 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
FIRST NORTHERN CAPITAL COM 335832101 19 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
FIRST REPUBLIC BANK COM 336158100 12 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
FIRST SECURITY CORP COM 336294103 1,930 118,327 SH SOLE 118,327
------------------------------------------------------------------------------------------------------------------------------------
FIRST SENTINEL BANCORP COM 33640T103 801 84,062 SH SOLE 84,062
------------------------------------------------------------------------------------------------------------------------------------
FIRST SOURCE CORP COM 336901103 980 46,664 SH SOLE 46,664
------------------------------------------------------------------------------------------------------------------------------------
FIRST TENN NATL CORP COM 337162101 1,551 75,900 SH SOLE 75,900
------------------------------------------------------------------------------------------------------------------------------------
FIRST UNION CORP COM 337358105 41,793 1,298,414 SH SOLE 1,298,414
------------------------------------------------------------------------------------------------------------------------------------
FIRST UTD CORP COM 33741H107 10 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
FIRST VIRGINIA BANKS INC COM 337477103 1,101 25,825 SH SOLE 25,825
------------------------------------------------------------------------------------------------------------------------------------
FIRST WASH RLTY TR I COM 337489504 15 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
Page 20 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
THE FIRST YEARS INC. COM 337610109 13 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
FIRSTAR CORP COM 33763V109 28,674 1,281,505 SH SOLE 1,281,505
------------------------------------------------------------------------------------------------------------------------------------
FISERV INC COM 337738108 4,664 77,893 SH SOLE 77,893
------------------------------------------------------------------------------------------------------------------------------------
FIRSTFED FINANCIAL CORP COM 337907109 21 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
FIRSTMERIT CORP COM 337915102 1,122 48,900 SH SOLE 48,900
------------------------------------------------------------------------------------------------------------------------------------
FIRSTFED AMER BANCOR COM 337929103 14 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
FLAGSTAR BANCORP COM 337930101 12 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
FIRSTENERGY CORPORATION COM 337932107 8,231 305,567 SH SOLE 305,567
------------------------------------------------------------------------------------------------------------------------------------
FISHER SCIENTIFIC INTL. COM NEW 338032204 3,338 98,908 SH SOLE 98,908
------------------------------------------------------------------------------------------------------------------------------------
FLEET BOSTON FINANCIAL COM 339030108 46,527 1,193,001 SH SOLE 1,193,001
------------------------------------------------------------------------------------------------------------------------------------
FLEETWOOD ENTERPRISES COM 339099103 1,119 82,500 SH SOLE 82,500
------------------------------------------------------------------------------------------------------------------------------------
FLEMING CO COM 339130106 1,298 99,400 SH SOLE 99,400
------------------------------------------------------------------------------------------------------------------------------------
FLEXSTEEL INDUSTRIES INC. COM 339382103 7 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
FLEXTRONICS INTERNATIONAL ORD Y2573F102 3,909 47,600 SH OTHER (1) - 47,600
------------------------------------------------------------------------------------------------------------------------------------
FLEXTRONICS INTERNATIONAL ORD Y2573F102 119 1,449 SH SOLE 1,449
------------------------------------------------------------------------------------------------------------------------------------
FLORIDA EAST COAST INDS. COM 340632108 877 21,400 SH SOLE 21,400
------------------------------------------------------------------------------------------------------------------------------------
FLORIDA PROGRESS CORP COM 341109106 6,920 130,714 SH SOLE 130,714
------------------------------------------------------------------------------------------------------------------------------------
FLORIDA PUBLIC UTILITES COM 341135101 3 200 SH SOLE 200
------------------------------------------------------------------------------------------------------------------------------------
FLORIDA ROCK INDUSTRIES COM 341140101 1,858 47,100 SH SOLE 47,100
------------------------------------------------------------------------------------------------------------------------------------
FLOW INTL CORP COM 343468104 28 2,600 SH SOLE 2,600
------------------------------------------------------------------------------------------------------------------------------------
FLOWERS INDUSTRIES COM 343496105 981 50,300 SH SOLE 50,300
------------------------------------------------------------------------------------------------------------------------------------
FLOWSERVE CORPORATION COM 34354P105 1,424 86,634 SH SOLE 86,634
------------------------------------------------------------------------------------------------------------------------------------
FLUOR CORP COM 343861100 2,903 96,763 SH SOLE 96,763
------------------------------------------------------------------------------------------------------------------------------------
FOAMEX INTERNATIONAL INC COM 344123104 3 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
FOCAL COMMUNICATIONS COM 344155106 125 8,100 SH SOLE 8,100
------------------------------------------------------------------------------------------------------------------------------------
FOOTSTAR INC COM 344912100 1,606 49,700 SH SOLE 49,700
------------------------------------------------------------------------------------------------------------------------------------
FORD MOTOR COMPANY COM PAR $0.01 345370860 62,149 2,455,228 SH SOLE 2,455,228
------------------------------------------------------------------------------------------------------------------------------------
FOREST CITY ENTERPRISES CL A 345550107 2,524 70,100 SH SOLE 70,100
------------------------------------------------------------------------------------------------------------------------------------
FOREST LABS INC CL A 345838106 5,711 49,800 SH SOLE 49,800
------------------------------------------------------------------------------------------------------------------------------------
FOREST OIL CORP COM 346091606 2,038 125,900 SH SOLE 125,900
------------------------------------------------------------------------------------------------------------------------------------
FORRESTER RESEARCH COM 346563109 3,130 49,100 SH SOLE 49,100
------------------------------------------------------------------------------------------------------------------------------------
FORT JAMES CORPORATION COM 347471104 8,161 267,030 SH SOLE 267,030
------------------------------------------------------------------------------------------------------------------------------------
FORTUNE BRANDS INC COM 349631101 5,582 210,649 SH SOLE 210,649
------------------------------------------------------------------------------------------------------------------------------------
FORWARD AIR CORP COM 349853101 1,833 52,100 SH SOLE 52,100
------------------------------------------------------------------------------------------------------------------------------------
FOSSIL INCORPORATED COM 349882100 1,006 75,550 SH SOLE 75,550
------------------------------------------------------------------------------------------------------------------------------------
FOSTER WHEELER CORP COM 350244109 736 101,500 SH SOLE 101,500
------------------------------------------------------------------------------------------------------------------------------------
FOUNDATION HEALTH SYSTEMS COM 350404109 4,960 298,350 SH SOLE 298,350
------------------------------------------------------------------------------------------------------------------------------------
FOUNDRY NETWORKS INC COM 35063R100 228 3,400 SH SOLE 3,400
------------------------------------------------------------------------------------------------------------------------------------
4 KIDS ENTERTAINMENT COM 350865101 476 28,200 SH SOLE 28,200
------------------------------------------------------------------------------------------------------------------------------------
4FRONT TECHNOLOGIES COM 351042106 25 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
FOX ENTERTAINMENT GRP CL A 35138T107 2,783 105,000 SH SOLE 105,000
------------------------------------------------------------------------------------------------------------------------------------
FRANCHISE FINANCE (REIT) COM 351807102 32 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
FRANKLIN COVEY CO COM 353469109 29 3,900 SH SOLE 3,900
------------------------------------------------------------------------------------------------------------------------------------
FRANKLIN ELECTRIC CO INC COM 353514102 925 13,400 SH SOLE 13,400
------------------------------------------------------------------------------------------------------------------------------------
FRANKLIN RESOURCES INC COM 354613101 14,296 321,778 SH SOLE 321,778
------------------------------------------------------------------------------------------------------------------------------------
FREEMARKETS INC COM 356602102 63 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
FREEPORT-MCMORAN SER B CL B 35671D857 1,836 208,299 SH SOLE 208,299
------------------------------------------------------------------------------------------------------------------------------------
FREMONT GENERAL CORP COM 357288109 594 172,700 SH SOLE 172,700
------------------------------------------------------------------------------------------------------------------------------------
FRESH DEL MONTE PRODUCE ORD G36738105 812 123,800 SH SOLE 123,800
------------------------------------------------------------------------------------------------------------------------------------
FRENCH FRAGRANCES INC COM 357658103 10 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
FRIEDE GOLDMAN HALTER INC COM 358430106 859 121,655 SH SOLE 121,655
------------------------------------------------------------------------------------------------------------------------------------
FRITZ COMPANIES INC COM 358846103 1,105 92,100 SH SOLE 92,100
------------------------------------------------------------------------------------------------------------------------------------
FRONTIER AIRLINES INC COM 359065109 12 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
FRONTIER FINANCIAL CORP COM 35907K105 784 41,700 SH SOLE 41,700
------------------------------------------------------------------------------------------------------------------------------------
FRONTIER OIL CORP COM 35914P105 15 2,000 SH SOLE 2,000
------------------------------------------------------------------------------------------------------------------------------------
FRONTLINE CAPITAL GROUP COM 35921N101 15 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
FROZEN FOOD EXPRESS IND. COM 359360104 12 4,600 SH SOLE 4,600
------------------------------------------------------------------------------------------------------------------------------------
Page 21 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
FUELCELL ENERGY INC COM 35952H106 38 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
FULLER COM 359694106 946 32,900 SH SOLE 32,900
------------------------------------------------------------------------------------------------------------------------------------
FULTON FIN CORP COM 360271100 977 49,323 SH SOLE 49,323
------------------------------------------------------------------------------------------------------------------------------------
FURNITURE BRANDS INTL INC COM 360921100 1,925 115,800 SH SOLE 115,800
------------------------------------------------------------------------------------------------------------------------------------
G&K SERVICES INC. CL A 361268105 1,477 52,650 SH SOLE 52,650
------------------------------------------------------------------------------------------------------------------------------------
GA FINANCIAL COM 361437106 11 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
GATX CORP COM 361448103 1,059 25,300 SH SOLE 25,300
------------------------------------------------------------------------------------------------------------------------------------
GBC BANCORP COM 361475106 89 2,600 SH SOLE 2,600
------------------------------------------------------------------------------------------------------------------------------------
GC COMPANIES INC. COM 36155Q109 2 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
GP STRATEGIES CORPORATION COM 36225V104 9 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
GPU INC COM 36225X100 5,193 160,090 SH SOLE 160,090
------------------------------------------------------------------------------------------------------------------------------------
GABELLI ASSET MGMT INC CL A 36239Y102 21 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
GABLES RESIDTL TR (REIT) SH BEN INT 362418105 14 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
GADZOOKS INC. COM 362553109 11 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
GADZOOX NETWORKS INC COM 362555104 4 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
GALILEO INTERNATIONAL INC COM 363547100 818 52,800 SH SOLE 52,800
------------------------------------------------------------------------------------------------------------------------------------
ARTHUR J. GALLEGHER & CO COM 363576109 5,354 90,560 SH SOLE 90,560
------------------------------------------------------------------------------------------------------------------------------------
GANNETT CO COM 364730101 18,656 351,999 SH SOLE 351,999
------------------------------------------------------------------------------------------------------------------------------------
GAP INC COM 364760108 22,198 1,102,998 SH SOLE 1,102,998
------------------------------------------------------------------------------------------------------------------------------------
GARDEN FRESH RESTAURANT COM 365235100 15 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
GARDNER DENVER MACHINERY COM 365558105 47 2,900 SH SOLE 2,900
------------------------------------------------------------------------------------------------------------------------------------
GARTNER GROUP INC CL.B CL B 366651206 24 2,251 SH SOLE 2,251
------------------------------------------------------------------------------------------------------------------------------------
GASONICS INTL CORP COM 367278108 13 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
GATEWAY INC COM 367626108 20,027 428,368 SH SOLE 428,368
------------------------------------------------------------------------------------------------------------------------------------
GAYLORD ENTERTAINMENT COM 367905106 2,103 88,100 SH SOLE 88,100
------------------------------------------------------------------------------------------------------------------------------------
GAYLORD CONTAINER CORP CL A 368145108 209 123,800 SH SOLE 123,800
------------------------------------------------------------------------------------------------------------------------------------
GELTEX PHARMACEUTICALS COM 368538104 33 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
GEMSTAR -TV GUIDE INT'L COM 36866W106 1,069 12,260 SH SOLE 12,260
------------------------------------------------------------------------------------------------------------------------------------
GENCORP INCORPORATED COM 368682100 875 107,700 SH SOLE 107,700
------------------------------------------------------------------------------------------------------------------------------------
GENE LOGIC INCORPORATED COM 368689105 30 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
GENENCOR INTERNATIONAL COM 368709101 50 1,700 SH SOLE 1,700
------------------------------------------------------------------------------------------------------------------------------------
GENENTECH INC. COM NEW 368710406 1,399 7,535 SH SOLE 7,535
------------------------------------------------------------------------------------------------------------------------------------
GENERAL CABLE CORP COM 369300108 13 1,700 SH SOLE 1,700
------------------------------------------------------------------------------------------------------------------------------------
GENERAL COMMUNICATION CL A 369385109 77 10,800 SH SOLE 10,800
------------------------------------------------------------------------------------------------------------------------------------
GENERAL DYNAMICS CORP COM 369550108 3,989 63,500 SH OTHER (1) - 63,500
------------------------------------------------------------------------------------------------------------------------------------
GENERAL DYNAMICS CORP COM 369550108 16,871 268,596 SH SOLE 268,596
------------------------------------------------------------------------------------------------------------------------------------
GENERAL ELECTRIC CO COM 369604103 13,903 241,000 SH OTHER (1) - 241,000
------------------------------------------------------------------------------------------------------------------------------------
GENERAL ELECTRIC CO COM 369604103 748,069 12,967,421 SH SOLE 12,967,421
------------------------------------------------------------------------------------------------------------------------------------
GENERAL GROWTH PROP REIT COM 370021107 48 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
GENERAL MILLS INC COM 370334104 1,598 45,000 SH OTHER (1) - 45,000
------------------------------------------------------------------------------------------------------------------------------------
GENERAL MILLS INC COM 370334104 13,492 380,051 SH SOLE 380,051
------------------------------------------------------------------------------------------------------------------------------------
GENERAL MOTORS CORP COM 370442105 45,921 706,459 SH SOLE 706,459
------------------------------------------------------------------------------------------------------------------------------------
GENERAL MOTORS-CLASS H CL H NEW 370442832 14,923 401,376 SH SOLE 401,376
------------------------------------------------------------------------------------------------------------------------------------
GENERAL SEMICONDUCTOR INC COM 370787103 1,069 87,700 SH SOLE 87,700
------------------------------------------------------------------------------------------------------------------------------------
GENESCO INC COM 371532102 866 51,100 SH SOLE 51,100
------------------------------------------------------------------------------------------------------------------------------------
GENESEE CORP - CL B CL B 371601204 8 200 SH SOLE 200
------------------------------------------------------------------------------------------------------------------------------------
GENTEX CORP COM 371901109 1,178 47,100 SH SOLE 47,100
------------------------------------------------------------------------------------------------------------------------------------
GENLYTE GROUP INC. COM 372302109 815 31,900 SH SOLE 31,900
------------------------------------------------------------------------------------------------------------------------------------
GENOME THERAPEUTCS CORP. COM 372430108 14 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
GENRAD COM 372447102 772 70,200 SH SOLE 70,200
------------------------------------------------------------------------------------------------------------------------------------
GENUINE PARTS CO COM 372460105 4,387 230,158 SH SOLE 230,158
------------------------------------------------------------------------------------------------------------------------------------
GENZYME TRANSGENICS COM 37246E105 28 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
GENTIVA HEALTH SERVICES COM 37247A102 6 450 SH SOLE 450
------------------------------------------------------------------------------------------------------------------------------------
GENUITY INC. CL A 37248E103 37 5,600 SH SOLE 5,600
------------------------------------------------------------------------------------------------------------------------------------
GENZYME- GENERAL DIVISION COM 372917104 3,157 46,300 SH SOLE 46,300
------------------------------------------------------------------------------------------------------------------------------------
GENZYME SURGICAL PRODUCTS COM SURG PRODS 372917609 7 996 SH SOLE 996
------------------------------------------------------------------------------------------------------------------------------------
GEORGIA GULF CORP COM 373200203 9 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
Page 22 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
GEORGIA-PACIFIC GROUP COM 373298108 5,242 223,080 SH SOLE 223,080
------------------------------------------------------------------------------------------------------------------------------------
GEORGIA PAC(TIMBER GROUP) COM-TIMBER GRP 373298702 1,406 52,300 SH SOLE 52,300
------------------------------------------------------------------------------------------------------------------------------------
GEOWORKS CORPORATION COM 373692102 6 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
GERBER SCIENTIFIC INC. COM 373730100 468 54,300 SH SOLE 54,300
------------------------------------------------------------------------------------------------------------------------------------
GERON CORP COM 374163103 17 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
GETTHERE.COM INC COM 374266104 23 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
GETTY IMAGES INC COM 374276103 752 24,700 SH SOLE 24,700
------------------------------------------------------------------------------------------------------------------------------------
GETTY RLTY CORP NEW COM 374297109 11 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
GIBRALTAR STEEL CORP COM 37476F103 10 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
GILEAD SCIENCES INC COM 375558103 2,991 27,265 SH SOLE 27,265
------------------------------------------------------------------------------------------------------------------------------------
GILLETTE COMPANY COM 375766102 42,109 1,363,850 SH SOLE 1,363,850
------------------------------------------------------------------------------------------------------------------------------------
GLATFELTER P.H. CO COM 377316104 1,215 100,200 SH SOLE 100,200
------------------------------------------------------------------------------------------------------------------------------------
GLENAYRE TECHNOLOGIES INC COM 377899109 16 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
GLENBOROUGH REALTY (REIT) COM 37803P105 16 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
GLIMCHER REALTY TRUST SH BEN INT 379302102 12 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
GLOBAL CROSSING LTD COM G3921A100 20,368 657,007 SH SOLE 657,007
------------------------------------------------------------------------------------------------------------------------------------
GLOBAL INDUSTRIES LMTD COM 379336100 2,684 214,700 SH SOLE 214,700
------------------------------------------------------------------------------------------------------------------------------------
GLOBAL IMAGING SYSTEMS COM 37934A100 246 41,900 SH SOLE 41,900
------------------------------------------------------------------------------------------------------------------------------------
GLOBAL MARINE INC COM 379352404 3,075 99,600 SH SOLE 99,600
------------------------------------------------------------------------------------------------------------------------------------
GLOBAL SOURCES LIMITED ORD G39300101 2 66 SH SOLE 66
------------------------------------------------------------------------------------------------------------------------------------
GLOBAL TELESYSTEMS GROUP COM 37936U104 489 107,200 SH SOLE 107,200
------------------------------------------------------------------------------------------------------------------------------------
GLOBAL SPORTS INC COM 37937A107 394 50,000 SH SOLE 50,000
------------------------------------------------------------------------------------------------------------------------------------
GLOBALNET FINANCIAL.COM COM NEW 37937R209 4 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
GLOBESPAN INC COM 379571102 537 4,400 SH SOLE 4,400
------------------------------------------------------------------------------------------------------------------------------------
GLOBIX CORP COM 37957F101 23 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
GOAMERICA INC COM 38020R106 16 1,800 SH SOLE 1,800
------------------------------------------------------------------------------------------------------------------------------------
GOLDEN CYCLE GOLD CORP COM 380894105 3 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
GOLDEN STATE BANCORP INC COM 381197102 1,684 71,300 SH SOLE 71,300
------------------------------------------------------------------------------------------------------------------------------------
GOLDEN WEST FINANCIAL COM 381317106 11,629 216,857 SH SOLE 216,857
------------------------------------------------------------------------------------------------------------------------------------
GOLDMAN SACHS COM 38141G104 891 7,820 SH SOLE 7,820
------------------------------------------------------------------------------------------------------------------------------------
GOLF TRUST OF AMER (REIT) COM 38168B103 12 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
GOODRICH B F CO COM 382388106 5,268 134,425 SH SOLE 134,425
------------------------------------------------------------------------------------------------------------------------------------
GOODYEAR TIRE & RUBBER CO COM 382550101 3,694 205,208 SH SOLE 205,208
------------------------------------------------------------------------------------------------------------------------------------
GOODYS FAMILY CLOTHING COM 382588101 25 6,400 SH SOLE 6,400
------------------------------------------------------------------------------------------------------------------------------------
GOTTSCHALKS COM 383485109 26 4,200 SH SOLE 4,200
------------------------------------------------------------------------------------------------------------------------------------
GO2NET INC. COM 383486107 906 16,700 SH SOLE 16,700
------------------------------------------------------------------------------------------------------------------------------------
GOTO.COM INC COM 38348T107 21 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
W.R. GRACE & COMPANY-NEW COM 38388F108 1,427 207,583 SH SOLE 207,583
------------------------------------------------------------------------------------------------------------------------------------
GRACO INC. COM 384109104 1,514 46,937 SH SOLE 46,937
------------------------------------------------------------------------------------------------------------------------------------
GRAINGER (W.W.) INC COM 384802104 3,303 125,516 SH SOLE 125,516
------------------------------------------------------------------------------------------------------------------------------------
GRAND UNION CO. COM 386532402 12 73,000 SH SOLE 73,000
------------------------------------------------------------------------------------------------------------------------------------
GRANITE CONSTRUCTION INC. COM 387328107 1,534 63,250 SH SOLE 63,250
------------------------------------------------------------------------------------------------------------------------------------
GRANT PRIDECO INC COM 38821G101 70 3,200 SH SOLE 3,200
------------------------------------------------------------------------------------------------------------------------------------
GRAY COMMUNICATION COM 389190109 12 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
GRAY COMMUNICATIONS CL B 389190208 11 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
GREAT AMERICAN FIN. COM 389915109 1,797 98,150 SH SOLE 98,150
------------------------------------------------------------------------------------------------------------------------------------
GREAT ATLANTIC & PAC COM 390064103 940 85,000 SH SOLE 85,000
------------------------------------------------------------------------------------------------------------------------------------
GREAT LAKES CHEMICAL COM 390568103 2,078 70,892 SH SOLE 70,892
------------------------------------------------------------------------------------------------------------------------------------
GREAT SOUTHN BANCORP COM 390905107 8 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
GREAT PLAINS SOFTWARE COM 39119E105 1,302 46,300 SH SOLE 46,300
------------------------------------------------------------------------------------------------------------------------------------
GREATER BAY BANCORP COM 391648102 3,251 46,816 SH SOLE 46,816
------------------------------------------------------------------------------------------------------------------------------------
GREEN MOUNTAIN POWER COM 393154109 10 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
GREENBRIER COMPANIES INC COM 393657101 14 1,600 SH SOLE 1,600
------------------------------------------------------------------------------------------------------------------------------------
GREENPOINT FIN'L CORP COM 395384100 1,769 59,700 SH SOLE 59,700
------------------------------------------------------------------------------------------------------------------------------------
GREIF BROTHERS CORP CL A 397624107 1,739 52,300 SH SOLE 52,300
------------------------------------------------------------------------------------------------------------------------------------
GREY GLOBAL GROUP INC COM 39787M108 2,231 3,600 SH SOLE 3,600
------------------------------------------------------------------------------------------------------------------------------------
GREY WOLF INCORPORATED COM 397888108 2,375 413,000 SH SOLE 413,000
------------------------------------------------------------------------------------------------------------------------------------
Page 23 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
GRIC COMMUNICATIONS COM 398081109 4 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
GRIFFON CORP COM 398433102 43 5,700 SH SOLE 5,700
------------------------------------------------------------------------------------------------------------------------------------
GROUP ONE AUTOMOTIVE COM 398905109 604 55,500 SH SOLE 55,500
------------------------------------------------------------------------------------------------------------------------------------
GROVE REAL ESTATE SH BEN INT 399613108 17 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
GRUPO TELEVISA-GDS SP ADR REP ORD 40049J206 346 6,004 SH SOLE 6,004
------------------------------------------------------------------------------------------------------------------------------------
GTECH HOLDINGS CORP COM 400518106 1,343 81,100 SH SOLE 81,100
------------------------------------------------------------------------------------------------------------------------------------
GUESS INC COM 401617105 14 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
GUEST SUPPLY INC COM 401630108 11 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
GUIDANT CORPORATION COM 401698105 28,137 398,058 SH SOLE 398,058
------------------------------------------------------------------------------------------------------------------------------------
GUILFORD MILLS INC. COM 401794102 3 1,800 SH SOLE 1,800
------------------------------------------------------------------------------------------------------------------------------------
GUILFORD PHARMACEUTICALS COM 401829106 16 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
GUITAR CENTER INC COM 402040109 14 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
GULF ISLAND FABRICATION COM 402307102 23 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
GULFMARK OFFSHORE INC COM 402629109 9 300 SH SOLE 300
------------------------------------------------------------------------------------------------------------------------------------
GUM TECH INTL INC. COM 402803100 7 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
GYMBOREE CORPORATION COM 403777105 24 4,400 SH SOLE 4,400
------------------------------------------------------------------------------------------------------------------------------------
HCA-THE HEALTHCARE CO. COM 404119109 27,869 750,660 SH SOLE 750,660
------------------------------------------------------------------------------------------------------------------------------------
HCC INSURANCE HOLDING INC COM 404132102 2,343 115,350 SH SOLE 115,350
------------------------------------------------------------------------------------------------------------------------------------
HNC SOFTWARE COM 40425P107 1,710 20,900 SH SOLE 20,900
------------------------------------------------------------------------------------------------------------------------------------
HRPT PROPERTIES (REIT) COM SH BEN INT 40426W101 24 3,400 SH SOLE 3,400
------------------------------------------------------------------------------------------------------------------------------------
H POWER COM 40427A108 50 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
HSB GROUP INC COM 40428N109 2,741 68,300 SH SOLE 68,300
------------------------------------------------------------------------------------------------------------------------------------
HS RESOURCESINC COM 404297103 27 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
HA LO INDUSTRIES COM 404429102 645 161,237 SH SOLE 161,237
------------------------------------------------------------------------------------------------------------------------------------
HAEMONETICS CORPORATION COM 405024100 1,730 67,830 SH SOLE 67,830
------------------------------------------------------------------------------------------------------------------------------------
HAGGAR CORPORATION COM 405173105 34 2,700 SH SOLE 2,700
------------------------------------------------------------------------------------------------------------------------------------
HAIN CELESTIAL GROUP COM 405217100 2,410 68,606 SH SOLE 68,606
------------------------------------------------------------------------------------------------------------------------------------
HALLIBURTON CO COM 406216101 28,577 583,944 SH SOLE 583,944
------------------------------------------------------------------------------------------------------------------------------------
HANCOCK FABRICS INC COM 409900107 18 3,500 SH SOLE 3,500
------------------------------------------------------------------------------------------------------------------------------------
HANCOCK HOLDING CO COM 410120109 796 25,745 SH SOLE 25,745
------------------------------------------------------------------------------------------------------------------------------------
JOHN HANCOCK FINANCIAL COM 41014S106 452 16,820 SH SOLE 16,820
------------------------------------------------------------------------------------------------------------------------------------
HANDLEMAN CO DEL COM 410252100 807 65,200 SH SOLE 65,200
------------------------------------------------------------------------------------------------------------------------------------
HANGER ORTHOPEDIC COM NEW 41043F208 14 3,700 SH SOLE 3,700
------------------------------------------------------------------------------------------------------------------------------------
HANOVER COMPRESSOR COM 410768105 4,516 137,100 SH SOLE 137,100
------------------------------------------------------------------------------------------------------------------------------------
HANOVER DIRECT INC COM 410783104 266 473,400 SH SOLE 473,400
------------------------------------------------------------------------------------------------------------------------------------
HARCOURT GENERAL INC COM 41163G101 5,610 95,082 SH SOLE 95,082
------------------------------------------------------------------------------------------------------------------------------------
HARBOR FLORIDA BANCSHARES COM 411901101 721 59,800 SH SOLE 59,800
------------------------------------------------------------------------------------------------------------------------------------
HARDINGE INCORPORATED COM 412324303 10 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
JOHN HARLAND COM 412693103 1,093 71,400 SH SOLE 71,400
------------------------------------------------------------------------------------------------------------------------------------
HARLEY DAVIDSON INC COM 412822108 19,009 397,052 SH SOLE 397,052
------------------------------------------------------------------------------------------------------------------------------------
HARLEYSVILLE GROUP INC. COM 412824104 1,285 67,600 SH SOLE 67,600
------------------------------------------------------------------------------------------------------------------------------------
HARLEYSVILLE NATIONAL PA COM 412850109 12 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
HARMAN INTERNATIONAL COM 413086109 3,394 86,800 SH SOLE 86,800
------------------------------------------------------------------------------------------------------------------------------------
HARMONIC INC. COM 413160102 612 25,507 SH SOLE 25,507
------------------------------------------------------------------------------------------------------------------------------------
HARRAH'S ENTERTAINMENT COM 413619107 4,423 160,851 SH SOLE 160,851
------------------------------------------------------------------------------------------------------------------------------------
HARRIS CORP DEL COM 413875105 1,098 38,600 SH SOLE 38,600
------------------------------------------------------------------------------------------------------------------------------------
HARRIS FINANCIAL INC COM 414541102 11 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
HARSCO CORP COM 415864107 349 15,800 SH SOLE 15,800
------------------------------------------------------------------------------------------------------------------------------------
HARTE-HANKS INC COM 416196103 1,090 40,000 SH SOLE 40,000
------------------------------------------------------------------------------------------------------------------------------------
HARTFORD FINANCIAL SVCS COM 416515104 21,785 298,677 SH SOLE 298,677
------------------------------------------------------------------------------------------------------------------------------------
HARTMARX CORP COM 417119104 17 5,600 SH SOLE 5,600
------------------------------------------------------------------------------------------------------------------------------------
HASBRO INC COM 418056107 2,607 227,913 SH SOLE 227,913
------------------------------------------------------------------------------------------------------------------------------------
HAVERTY FURNITURE COM 419596101 529 48,400 SH SOLE 48,400
------------------------------------------------------------------------------------------------------------------------------------
HAWAIIAN ELECTRIC INDS COM 419870100 2,671 76,600 SH SOLE 76,600
------------------------------------------------------------------------------------------------------------------------------------
HAWK CORPORATION CL A 420089104 8 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
HAWKINS CHEMICAL INC COM 420200107 10 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
HAYES LEMMERZ COM 420781106 756 70,300 SH SOLE 70,300
------------------------------------------------------------------------------------------------------------------------------------
Page 24 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
HEALTHCARE SERVICES GROUP COM 421906108 12 2,500 SH SOLE 2,500
------------------------------------------------------------------------------------------------------------------------------------
HEALTH CARE PROP (REIT) COM 421915109 42 1,424 SH SOLE 1,424
------------------------------------------------------------------------------------------------------------------------------------
HEALTHSOUTH CORPORATION COM 421924101 4,395 540,954 SH SOLE 540,954
------------------------------------------------------------------------------------------------------------------------------------
HEALTH MANAGEMENT ASSOC CL A 421933102 3,012 144,728 SH SOLE 144,728
------------------------------------------------------------------------------------------------------------------------------------
HEALTHCARE REALTY (REIT) COM 421946104 19 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
HEALTH CARE (REIT) COM 42217K106 12 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
HEALTHAXIS INC COM 42219D100 83 29,600 SH SOLE 29,600
------------------------------------------------------------------------------------------------------------------------------------
HEARST-ARGYLE TELEVISION COM 422317107 2,386 119,300 SH SOLE 119,300
------------------------------------------------------------------------------------------------------------------------------------
HEARTLAND EXPRESS COM 422347104 1,031 59,347 SH SOLE 59,347
------------------------------------------------------------------------------------------------------------------------------------
HEICO CORP NEW A CL A 422806208 14 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
HEIDRICK & STRUGGLES INTL COM 422819102 31 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
HEINZ H J CO COM 423074103 16,928 456,740 SH SOLE 456,740
------------------------------------------------------------------------------------------------------------------------------------
HELEN OF TROY LTD COM G4388N106 494 69,400 SH SOLE 69,400
------------------------------------------------------------------------------------------------------------------------------------
HELIX TECHNOLOGY CORP. COM 423319102 1,586 53,100 SH SOLE 53,100
------------------------------------------------------------------------------------------------------------------------------------
HELLER FINANCIAL INC CL A 423328103 3,072 107,559 SH SOLE 107,559
------------------------------------------------------------------------------------------------------------------------------------
HELMERICH & PAYNE INC COM 423452101 4,227 117,000 SH SOLE 117,000
------------------------------------------------------------------------------------------------------------------------------------
HENRY (JACK) & ASSOC COM 426281101 4,138 95,400 SH SOLE 95,400
------------------------------------------------------------------------------------------------------------------------------------
HERCULES INC COM 427056106 1,923 136,130 SH SOLE 136,130
------------------------------------------------------------------------------------------------------------------------------------
HERSHEY FOODS INC COM 427866108 9,843 181,859 SH SOLE 181,859
------------------------------------------------------------------------------------------------------------------------------------
HERTZ CORPORATION CLASS A CL A 428040109 768 24,200 SH SOLE 24,200
------------------------------------------------------------------------------------------------------------------------------------
HEWLETT PACKARD CO COM 428236103 1,261 13,000 SH OTHER (1) - 13,000
------------------------------------------------------------------------------------------------------------------------------------
HEWLETT PACKARD CO COM 428236103 129,426 1,334,244 SH SOLE 1,334,244
------------------------------------------------------------------------------------------------------------------------------------
HEXCEL CORP COM 428291108 20 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
HI / FN INC COM 428358105 20 300 SH SOLE 300
------------------------------------------------------------------------------------------------------------------------------------
HIBERNIA CORP - CL A CL A 428656102 1,025 83,700 SH SOLE 83,700
------------------------------------------------------------------------------------------------------------------------------------
HICKORY TECH CORP. COM 429060106 24 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
HIGH SPEED ACCESS COM 42979U102 6 1,700 SH SOLE 1,700
------------------------------------------------------------------------------------------------------------------------------------
HIGHWOODS PROP (REIT) COM 431284108 35 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
HILB ROGAL & HAMILTON CO COM 431294107 1,276 30,600 SH SOLE 30,600
------------------------------------------------------------------------------------------------------------------------------------
HILLENBRAND INDUSTRIES COM 431573104 1,732 38,700 SH SOLE 38,700
------------------------------------------------------------------------------------------------------------------------------------
HILTON HOTELS CORP COM 432848109 5,333 461,294 SH SOLE 461,294
------------------------------------------------------------------------------------------------------------------------------------
HISPANIC BROADCASTING CL A 43357B104 1,706 61,200 SH SOLE 61,200
------------------------------------------------------------------------------------------------------------------------------------
HOLLINGER INTL CLASS A CL A 435569108 1,052 62,800 SH SOLE 62,800
------------------------------------------------------------------------------------------------------------------------------------
HOLLYWOOD.COM INC COM 436137103 7 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
HOLLYWOOD ENTERTAINMENT COM 436141105 808 108,600 SH SOLE 108,600
------------------------------------------------------------------------------------------------------------------------------------
HOLOGIC INCORPORATED COM 436440101 37 5,000 SH SOLE 5,000
------------------------------------------------------------------------------------------------------------------------------------
HOME DEPOT COM 437076102 4,001 75,400 SH OTHER (1) - 75,400
------------------------------------------------------------------------------------------------------------------------------------
HOME DEPOT COM 437076102 159,615 3,007,982 SH SOLE 3,007,982
------------------------------------------------------------------------------------------------------------------------------------
HOME PROP OF NY (REIT) COM 437306103 15 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
HOMESTAKE MNG CO COM 437614100 1,755 338,407 SH SOLE 338,407
------------------------------------------------------------------------------------------------------------------------------------
HOMESTORE.COM INC COM 437852106 108 2,300 SH SOLE 2,300
------------------------------------------------------------------------------------------------------------------------------------
HON INDUSTRIES INC COM 438092108 995 40,400 SH SOLE 40,400
------------------------------------------------------------------------------------------------------------------------------------
HONEYWELL INTL INC COM 438516106 37,480 1,052,066 SH SOLE 1,052,066
------------------------------------------------------------------------------------------------------------------------------------
HOOPER HOLMES INC COM 439104100 1,531 161,000 SH SOLE 161,000
------------------------------------------------------------------------------------------------------------------------------------
HORACE MANN EDUCATORS COM 440327104 1,547 94,500 SH SOLE 94,500
------------------------------------------------------------------------------------------------------------------------------------
HORIZON FINANCIAL COM 44041F105 10 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
HORMEL FOODS CORP COM 440452100 1,447 86,700 SH SOLE 86,700
------------------------------------------------------------------------------------------------------------------------------------
HOSPITALITY PROP (REIT) COM SH BEN INT 44106M102 35 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
HOST MARRIOTT CORP (NEW) COM 44107P104 71 6,300 SH SOLE 6,300
------------------------------------------------------------------------------------------------------------------------------------
HOT TOPIC INC COM 441339108 12 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
HOTEL RESERVATIONS NET CL A 441451101 15 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
HOTJOBS.COM LIMITED COM 441474103 17 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
HOUGHTON MIFLIN CO COM 441560109 820 20,900 SH SOLE 20,900
------------------------------------------------------------------------------------------------------------------------------------
HOUSEHOLD INTL CORP COM 441815107 35,349 624,276 SH SOLE 624,276
------------------------------------------------------------------------------------------------------------------------------------
HOUSTON EXPLORATION CO. COM 442120101 1,709 67,700 SH SOLE 67,700
------------------------------------------------------------------------------------------------------------------------------------
HOWELL CORPORATION COM 443051107 7 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
HUB GROUP CL A 443320106 7 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
Page 25 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
HUBBELL INC CLASS B CL B 443510201 886 35,338 SH SOLE 35,338
------------------------------------------------------------------------------------------------------------------------------------
HUDSON CITY BANCORP COM 443683107 46 2,700 SH SOLE 2,700
------------------------------------------------------------------------------------------------------------------------------------
HUDSON RIVER BANCORP INC. COM 444128102 21 1,600 SH SOLE 1,600
------------------------------------------------------------------------------------------------------------------------------------
HUDSON UNITED BANCORP COM 444165104 911 32,979 SH SOLE 32,979
------------------------------------------------------------------------------------------------------------------------------------
HUFFY CORP COM 444356109 22 2,100 SH SOLE 2,100
------------------------------------------------------------------------------------------------------------------------------------
HUGHES SUPPLY INC. COM 444482103 1,168 59,550 SH SOLE 59,550
------------------------------------------------------------------------------------------------------------------------------------
HUGOTON ROYALTY TRUST UNIT BEN INT 444717102 20 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
HUMANA INC COM 444859102 2,299 213,836 SH SOLE 213,836
------------------------------------------------------------------------------------------------------------------------------------
HUMAN GENOME COM 444903108 5,488 31,700 SH SOLE 31,700
------------------------------------------------------------------------------------------------------------------------------------
HUNT J B TRANS SVCS INC COM 445658107 1,049 82,250 SH SOLE 82,250
------------------------------------------------------------------------------------------------------------------------------------
HUNTINGTON BANCSHARES COM 446150104 4,972 338,521 SH SOLE 338,521
------------------------------------------------------------------------------------------------------------------------------------
HUTCHINSON TECHNOLOGY COM 448407106 1,319 62,600 SH SOLE 62,600
------------------------------------------------------------------------------------------------------------------------------------
HUTTIG BUILDING PROD. INC COM 448451104 1 311 SH SOLE 311
------------------------------------------------------------------------------------------------------------------------------------
ICN PHARMACEUTICALS INC COM 448924100 1,891 56,874 SH SOLE 56,874
------------------------------------------------------------------------------------------------------------------------------------
IDT CORP COM 448947101 2,437 62,700 SH SOLE 62,700
------------------------------------------------------------------------------------------------------------------------------------
HYPERCOM CORPORATION COM 44913M105 838 80,800 SH SOLE 80,800
------------------------------------------------------------------------------------------------------------------------------------
HYPERION SOLUTIONS CORP COM 44914M104 1,970 76,145 SH SOLE 76,145
------------------------------------------------------------------------------------------------------------------------------------
HYSEQ INCORPORATED COM 449163302 15 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
IBP INC COM 449223106 881 48,100 SH SOLE 48,100
------------------------------------------------------------------------------------------------------------------------------------
ICG COMMUNICATIONS INC COM 449246107 20 45,700 SH SOLE 45,700
------------------------------------------------------------------------------------------------------------------------------------
ICOS CORP COM 449295104 1,451 26,800 SH SOLE 26,800
------------------------------------------------------------------------------------------------------------------------------------
IDEC PHARMACEUTICALS CORP COM 449370105 4,331 24,700 SH SOLE 24,700
------------------------------------------------------------------------------------------------------------------------------------
IDG BOOKS WORLDWIDE CL A 449384106 11 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
IDX SYSTEMS CORP COM 449491109 1,053 65,300 SH SOLE 65,300
------------------------------------------------------------------------------------------------------------------------------------
IGEN INC COM 449536101 757 37,600 SH SOLE 37,600
------------------------------------------------------------------------------------------------------------------------------------
IHOP CORP COM 449623107 966 50,500 SH SOLE 50,500
------------------------------------------------------------------------------------------------------------------------------------
IMC GLOBAL INC COM 449669100 949 65,460 SH SOLE 65,460
------------------------------------------------------------------------------------------------------------------------------------
IMCO RECYCLING INC COM 449681105 26 4,400 SH SOLE 4,400
------------------------------------------------------------------------------------------------------------------------------------
IMS HEALTH INC COM 449934108 8,012 386,125 SH SOLE 386,125
------------------------------------------------------------------------------------------------------------------------------------
IRT PROPERTY (REIT) COM 450058102 14 1,600 SH SOLE 1,600
------------------------------------------------------------------------------------------------------------------------------------
ITC DELTACOM INC COM 45031T104 429 37,300 SH SOLE 37,300
------------------------------------------------------------------------------------------------------------------------------------
ISTAR FINANCIAL INC COM 45031U101 112 4,990 SH SOLE 4,990
------------------------------------------------------------------------------------------------------------------------------------
ITT EDUCATIONAL SERVICES COM 45068B109 1,512 55,750 SH SOLE 55,750
------------------------------------------------------------------------------------------------------------------------------------
ITXC CORP COM 45069F109 16 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
IXL ENTERPRISES INC COM 450718101 11 2,500 SH SOLE 2,500
------------------------------------------------------------------------------------------------------------------------------------
IBASIS INC COM 450732102 16 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
IBEAM BROADCASTING COM 45073P101 20 2,900 SH SOLE 2,900
------------------------------------------------------------------------------------------------------------------------------------
IBIS TECHNOLOGY CORP COM 450909106 690 19,000 SH SOLE 19,000
------------------------------------------------------------------------------------------------------------------------------------
ITT INDUSTRIES INC COM 450911102 3,829 118,048 SH SOLE 118,048
------------------------------------------------------------------------------------------------------------------------------------
IDACORP INC COM 451107106 4,056 87,700 SH SOLE 87,700
------------------------------------------------------------------------------------------------------------------------------------
IDEX CORP COM 45167R104 2,127 76,125 SH SOLE 76,125
------------------------------------------------------------------------------------------------------------------------------------
IDEXX LABORATORIES INC COM 45168D104 2,349 87,800 SH SOLE 87,800
------------------------------------------------------------------------------------------------------------------------------------
IGATE CAPITAL CORPORATION COM 45169U105 541 100,700 SH SOLE 100,700
------------------------------------------------------------------------------------------------------------------------------------
IKON OFFICE SOLUTIONS COM 451713101 1,579 401,040 SH SOLE 401,040
------------------------------------------------------------------------------------------------------------------------------------
IDENTIX INC COM 451906101 13 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
ILEX ONCOLOGY INC COM 451923106 21 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
ILLINOIS TOOL WKS INC COM 452308109 22,147 396,362 SH SOLE 396,362
------------------------------------------------------------------------------------------------------------------------------------
ILLUMINA INC COM 452327109 41 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
ILLUMINET HOLDINGS INC COM 452334105 22 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
IMAGEX.COM INC COM 45244D102 4 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
IMATION CORPORATION COM 45245A107 389 20,900 SH SOLE 20,900
------------------------------------------------------------------------------------------------------------------------------------
IMCLONE SYSTEMS COM 45245W109 8,616 73,600 SH SOLE 73,600
------------------------------------------------------------------------------------------------------------------------------------
IMANAGE INC COM 45245Y105 9 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
IMMERSION CORPORATION COM 452521107 8 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
IMMUNEX CORPORATION-NEW COM 452528102 12,976 298,295 SH SOLE 298,295
------------------------------------------------------------------------------------------------------------------------------------
IMMUNGEN INC COM 45253H101 34 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
IMPERIAL BANCORP COM 452556103 2,131 111,443 SH SOLE 111,443
------------------------------------------------------------------------------------------------------------------------------------
Page 26 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
IMPATH INC COM 45255G101 25 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
IMMUNOMEDICS INC COM 452907108 25 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
IMR GLOBAL CORP COM 45321W106 1,051 90,400 SH SOLE 90,400
------------------------------------------------------------------------------------------------------------------------------------
INAMED CORP. COM 453235103 127 4,525 SH SOLE 4,525
------------------------------------------------------------------------------------------------------------------------------------
INCO LIMITED COM 453258402 2,154 133,557 SH SOLE 133,557
------------------------------------------------------------------------------------------------------------------------------------
INCYTE PHAR. INC. COM 45337C102 6,156 149,700 SH SOLE 149,700
------------------------------------------------------------------------------------------------------------------------------------
INDEPENDENCE COMMUNITY BK COM 453414104 2,146 153,300 SH SOLE 153,300
------------------------------------------------------------------------------------------------------------------------------------
INDUSTRIAL BANCORP COM 455882100 6 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
INDYMAC BANCORP INC COM 456607100 174 8,460 SH SOLE 8,460
------------------------------------------------------------------------------------------------------------------------------------
INFINITY BROADCASTING CL A 45662S102 703 21,305 SH SOLE 21,305
------------------------------------------------------------------------------------------------------------------------------------
INET TECHNOLOGIES INC COM 45662V105 38 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
INFOCURE CORP COM 45665A108 293 73,900 SH SOLE 73,900
------------------------------------------------------------------------------------------------------------------------------------
INFOCUS CORPORATION COM 45665B106 4,669 88,100 SH SOLE 88,100
------------------------------------------------------------------------------------------------------------------------------------
INFORMATICA COM 45666Q102 93 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
INFONET SERVICES CORP. CL B 45666T106 93 8,800 SH SOLE 8,800
------------------------------------------------------------------------------------------------------------------------------------
INFORMATION HOLDINGS INC. COM 456727106 25 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
INFO RESOURCES ENGINEERNG COM PAR $0.01 45675F303 15 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
INFORMIX CORP COM 456779107 640 155,050 SH SOLE 155,050
------------------------------------------------------------------------------------------------------------------------------------
INFORTE CORP COM 45677R107 14 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
INFOSPACE INC COM 45678T102 203 6,700 SH SOLE 6,700
------------------------------------------------------------------------------------------------------------------------------------
INFOUSA INC. COM 456818301 12 2,300 SH SOLE 2,300
------------------------------------------------------------------------------------------------------------------------------------
INGERSOLL RAND CO COM 456866102 7,264 214,437 SH SOLE 214,437
------------------------------------------------------------------------------------------------------------------------------------
INFO RESOURCES COM 456905108 36 5,300 SH SOLE 5,300
------------------------------------------------------------------------------------------------------------------------------------
INGRAM MICRO CL A 457153104 2,346 170,600 SH SOLE 170,600
------------------------------------------------------------------------------------------------------------------------------------
INHALE THERAPEUTIC SYS COM 457191104 5,519 97,900 SH SOLE 97,900
------------------------------------------------------------------------------------------------------------------------------------
INKTOMI CORP COM 457277101 376 3,300 SH SOLE 3,300
------------------------------------------------------------------------------------------------------------------------------------
INNOVEX INCORPORATED COM 457647105 38 2,800 SH SOLE 2,800
------------------------------------------------------------------------------------------------------------------------------------
INPUT/OUTPUT INC. COM 457652105 127 13,200 SH SOLE 13,200
------------------------------------------------------------------------------------------------------------------------------------
INSIGHT ENTER. COM 45765U103 2,632 96,600 SH SOLE 96,600
------------------------------------------------------------------------------------------------------------------------------------
INSITUFORM TECHNOLOGIES CL A 457667103 1,964 58,400 SH SOLE 58,400
------------------------------------------------------------------------------------------------------------------------------------
INPRISE CORP COM 45766C102 765 143,100 SH SOLE 143,100
------------------------------------------------------------------------------------------------------------------------------------
INSIGHT COMMUNICATIONS CL A 45768V108 21 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
INKEEPERS USA TRUST(REIT) COM 4576J0104 15 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
INSTEEL INDUSTRIES COM 45774W108 7 1,700 SH SOLE 1,700
------------------------------------------------------------------------------------------------------------------------------------
INSURANCE AUTO AUCTIONS COM 457875102 36 2,200 SH SOLE 2,200
------------------------------------------------------------------------------------------------------------------------------------
INTEGRATED DEVICE TECH COM 458118106 5,890 65,084 SH SOLE 65,084
------------------------------------------------------------------------------------------------------------------------------------
INTEGRATED ELECTRICA COM 45811E103 605 88,000 SH SOLE 88,000
------------------------------------------------------------------------------------------------------------------------------------
INTEGRATED CIRCUIT SYSTEM COM 45811K208 24 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
INTEGRATED SILICON SOLUTN COM 45812P107 67 4,700 SH SOLE 4,700
------------------------------------------------------------------------------------------------------------------------------------
INTEL CORP COM 458140100 2,602 62,600 SH OTHER (1) - 62,600
------------------------------------------------------------------------------------------------------------------------------------
INTEL CORP COM 458140100 365,712 8,798,757 SH SOLE 8,798,757
------------------------------------------------------------------------------------------------------------------------------------
INTEGRA BANK CORP. COM 45814P105 901 40,595 SH SOLE 40,595
------------------------------------------------------------------------------------------------------------------------------------
INTEGRATED TELECOM COM 45817U101 19 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
INTER PARFUMS INC COM 458334109 4 450 SH SOLE 450
------------------------------------------------------------------------------------------------------------------------------------
INTER-TEL INC. COM 458372109 756 66,500 SH SOLE 66,500
------------------------------------------------------------------------------------------------------------------------------------
INTERACTIVE INTELLIGENCE COM 45839M103 28 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
INTERACT COMMERCE CORP COM 45839Y107 8 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
INTERCEPT GROUP INC. COM 45845L107 23 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
INTERFACE INC. CL A CL A 458665106 80 10,000 SH SOLE 10,000
------------------------------------------------------------------------------------------------------------------------------------
INTERDIGITAL COMMUNI COM 45866A105 1,735 123,900 SH SOLE 123,900
------------------------------------------------------------------------------------------------------------------------------------
INTERGRAPH CORP COM 458683109 7 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
INTERLIANT INC COM 458742103 14 1,800 SH SOLE 1,800
------------------------------------------------------------------------------------------------------------------------------------
INTERMAGNETICS GENERAL COM 458771102 118 4,429 SH SOLE 4,429
------------------------------------------------------------------------------------------------------------------------------------
INTERMEDIA COMMUNICATIONS COM 458801107 1,053 35,700 SH SOLE 35,700
------------------------------------------------------------------------------------------------------------------------------------
INTERMET CORP COM 45881K104 42 5,800 SH SOLE 5,800
------------------------------------------------------------------------------------------------------------------------------------
INTERNAP NETWORK SERVICES COM 45885A102 136 4,200 SH SOLE 4,200
------------------------------------------------------------------------------------------------------------------------------------
INTERMUNE PHARMA COM 45885B100 33 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
Page 27 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
INTERNATIONAL BANCSHARES COM 459044103 1,525 49,799 SH SOLE 49,799
------------------------------------------------------------------------------------------------------------------------------------
IBM CORPORATION COM 459200101 4,534 40,300 SH OTHER (1) - 40,300
------------------------------------------------------------------------------------------------------------------------------------
IBM CORPORATION COM 459200101 261,049 2,320,374 SH SOLE 2,320,374
------------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL FLAVORS COM 459506101 2,494 136,649 SH SOLE 136,649
------------------------------------------------------------------------------------------------------------------------------------
INTL GAME TECHNOLOGY COM 459902102 1,570 46,700 SH SOLE 46,700
------------------------------------------------------------------------------------------------------------------------------------
INTL MULTIFOODS COM 460043102 10 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL PAPER CO COM 460146103 18,267 636,752 SH SOLE 636,752
------------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL RECTIFIER COM 460254105 7,276 143,900 SH SOLE 143,900
------------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL SPEEDWAY CL A 460335201 1,234 31,645 SH SOLE 31,645
------------------------------------------------------------------------------------------------------------------------------------
INTL SPECIALTY PRODS INC COM 460337108 864 160,700 SH SOLE 160,700
------------------------------------------------------------------------------------------------------------------------------------
INTERNET CAPITAL GROUP COM 46059C106 14 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
INTERNET PICTURES CORP COM 46059S101 10 1,821 SH SOLE 1,821
------------------------------------------------------------------------------------------------------------------------------------
INTERNET SECURITY SYSTEMS COM 46060X107 1,818 24,200 SH SOLE 24,200
------------------------------------------------------------------------------------------------------------------------------------
INTERPUBLIC GROUP COM 460690100 13,622 399,918 SH SOLE 399,918
------------------------------------------------------------------------------------------------------------------------------------
INTERSIL HOLDING CORP CL A 46069S109 1,551 31,100 SH OTHER (1) - 31,100
------------------------------------------------------------------------------------------------------------------------------------
INTERSPEED INC. COM 46070W107 3 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
INTERSTATE BAKERIES INC COM 46072H108 569 38,900 SH SOLE 38,900
------------------------------------------------------------------------------------------------------------------------------------
INTERSTATE HOTELS CORP COM 46088R108 0 90 SH SOLE 90
------------------------------------------------------------------------------------------------------------------------------------
INTRANET SOLUTIONS I COM NEW 460939309 2,505 50,100 SH SOLE 50,100
------------------------------------------------------------------------------------------------------------------------------------
INTERNET.COM CORP COM 460967102 25 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
INTERTAN INC. COM 461120107 978 67,750 SH SOLE 67,750
------------------------------------------------------------------------------------------------------------------------------------
INTERTRUST TECHNOLOGIES COM 46113Q109 27 2,200 SH SOLE 2,200
------------------------------------------------------------------------------------------------------------------------------------
INTERVOICE-BRITE INC COM 461142101 805 76,678 SH SOLE 76,678
------------------------------------------------------------------------------------------------------------------------------------
INTERWORLD CORPORATION COM 46114Q108 4 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
INTERWOVEN INC COM 46114T102 158 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
INTIMATE BRANDS INC. CL A 461156101 5,368 287,240 SH SOLE 287,240
------------------------------------------------------------------------------------------------------------------------------------
INTRAWARE INC. COM 46118M103 6 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
INTUIT INCORPORATED COM 461202103 6,459 113,315 SH SOLE 113,315
------------------------------------------------------------------------------------------------------------------------------------
INVACARE CORPORATION COM 461203101 2,438 75,900 SH SOLE 75,900
------------------------------------------------------------------------------------------------------------------------------------
INVESTMENT TECHNOLOGY GRP COM 46145F105 2,907 72,800 SH SOLE 72,800
------------------------------------------------------------------------------------------------------------------------------------
INVITROGEN CORP COM 46185R100 87 1,225 SH SOLE 1,225
------------------------------------------------------------------------------------------------------------------------------------
INVESTORS FINANCIAL SERV COM 461915100 4,462 70,680 SH SOLE 70,680
------------------------------------------------------------------------------------------------------------------------------------
IOMEGA CORPORATION COM 462030107 3,411 682,268 SH SOLE 682,268
------------------------------------------------------------------------------------------------------------------------------------
IONICS INC COM 462218108 750 35,200 SH SOLE 35,200
------------------------------------------------------------------------------------------------------------------------------------
IPALCO ENTERPRISES INC COM 462613100 1,167 51,000 SH SOLE 51,000
------------------------------------------------------------------------------------------------------------------------------------
IRON MOUNTAIN INC COM 462846106 4,713 127,370 SH SOLE 127,370
------------------------------------------------------------------------------------------------------------------------------------
IRWIN FINANCIAL COM 464119106 799 48,800 SH SOLE 48,800
------------------------------------------------------------------------------------------------------------------------------------
ISIS PHARMACEUTICALS COM 464330109 1,006 87,500 SH SOLE 87,500
------------------------------------------------------------------------------------------------------------------------------------
ISLE OF CAPRIS CASINOS COM 464592104 17 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
IT GROUP COM 465266104 9 1,900 SH SOLE 1,900
------------------------------------------------------------------------------------------------------------------------------------
ITRON INC COM 465741106 17 2,800 SH SOLE 2,800
------------------------------------------------------------------------------------------------------------------------------------
I2 TECHNOLOGIES COM 465754109 21,233 113,508 SH SOLE 113,508
------------------------------------------------------------------------------------------------------------------------------------
IVAX CORPORATION COM 465823102 4,908 106,690 SH SOLE 106,690
------------------------------------------------------------------------------------------------------------------------------------
IVILLAGE INC COM 46588H105 3 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
JDN REALTY (REIT) COM 465917102 15 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
IXYS CORPORATION COM 46600W106 16 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
J & J SNACK FOODS CORP COM 466032109 31 2,400 SH SOLE 2,400
------------------------------------------------------------------------------------------------------------------------------------
JDS UNIPHASE CORP COM 46612J101 116,168 1,226,798 SH SOLE 1,226,798
------------------------------------------------------------------------------------------------------------------------------------
JDA SOFTWARE GROUP COM 46612K108 727 57,000 SH SOLE 57,000
------------------------------------------------------------------------------------------------------------------------------------
JLG INDUSTRIES COM 466210101 1,333 109,400 SH SOLE 109,400
------------------------------------------------------------------------------------------------------------------------------------
JNI CORPORATION COM 46622G105 53 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
JP REALTY (REIT) COM 46624A106 13 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
JABIL CIRCUIT INC COM 466313103 6,243 110,000 SH SOLE 110,000
------------------------------------------------------------------------------------------------------------------------------------
JACK IN THE BOX INC COM 466367109 1,919 89,500 SH SOLE 89,500
------------------------------------------------------------------------------------------------------------------------------------
JACOBS ENGINEERING COM 469814107 2,471 61,300 SH SOLE 61,300
------------------------------------------------------------------------------------------------------------------------------------
JAKKS PACIFIC INC COM 47012E106 355 37,700 SH SOLE 37,700
------------------------------------------------------------------------------------------------------------------------------------
JEFFERIES GROUP INC COM 472319102 142 5,300 SH SOLE 5,300
------------------------------------------------------------------------------------------------------------------------------------
Page 28 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
JEFFERSON PILOT CORP COM 475070108 9,261 136,443 SH SOLE 136,443
------------------------------------------------------------------------------------------------------------------------------------
JFAX.COM COM 477366108 1 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
JO-ANN STORES INC CL A CL A 47758P109 29 4,000 SH SOLE 4,000
------------------------------------------------------------------------------------------------------------------------------------
JOHN NUVEEN COMPANY CL A CL A 478035108 769 15,900 SH SOLE 15,900
------------------------------------------------------------------------------------------------------------------------------------
JOHNS MANVILLE CORP COM 478129109 1,001 88,500 SH SOLE 88,500
------------------------------------------------------------------------------------------------------------------------------------
JOHNSON & JOHNSON COM 478160104 9,835 104,700 SH OTHER (1) - 104,700
------------------------------------------------------------------------------------------------------------------------------------
JOHNSON & JOHNSON COM 478160104 171,368 1,824,284 SH SOLE 1,824,284
------------------------------------------------------------------------------------------------------------------------------------
JOHNSON CONTROLS COM 478366107 5,977 112,374 SH SOLE 112,374
------------------------------------------------------------------------------------------------------------------------------------
JONES APPAREL GROUP COM 480074103 1,818 68,600 SH SOLE 68,600
------------------------------------------------------------------------------------------------------------------------------------
JONES LANG LASALLE INC COM 48020Q107 14 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
JOURNAL REGISTER CO COM 481138105 1,754 105,500 SH SOLE 105,500
------------------------------------------------------------------------------------------------------------------------------------
JUNIPER NETWORKS INC COM 48203R104 2,870 13,108 SH SOLE 13,108
------------------------------------------------------------------------------------------------------------------------------------
JUNO LIGHTING INC COM NEW 482047206 0 29 SH SOLE 29
------------------------------------------------------------------------------------------------------------------------------------
JUNO ONLINE SERVICES INC COM 482048105 4 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
JWGENESIS FINANCIAL COM 482227105 11 1,041 SH SOLE 1,041
------------------------------------------------------------------------------------------------------------------------------------
KLA-TENCOR CORPORATION COM 482480100 9,793 237,764 SH SOLE 237,764
------------------------------------------------------------------------------------------------------------------------------------
K MART CORP COM 482584109 3,801 633,483 SH SOLE 633,483
------------------------------------------------------------------------------------------------------------------------------------
K-SWISS INC. CLASS A CL A 482686102 61 2,700 SH SOLE 2,700
------------------------------------------------------------------------------------------------------------------------------------
K2 INCORPORATED COM 482732104 31 3,500 SH SOLE 3,500
------------------------------------------------------------------------------------------------------------------------------------
K V PHARMACEUTICAL CL A 482740206 2,332 66,400 SH SOLE 66,400
------------------------------------------------------------------------------------------------------------------------------------
KAISER ALUMINUM COM 483007100 1,122 185,100 SH SOLE 185,100
------------------------------------------------------------------------------------------------------------------------------------
KAMAN CORP CL A 483548103 69 5,500 SH SOLE 5,500
------------------------------------------------------------------------------------------------------------------------------------
KANA COMMUNICATIONS INC COM 483600102 57 2,564 SH SOLE 2,564
------------------------------------------------------------------------------------------------------------------------------------
KANSAS CITY LIFE COM 484836101 937 28,400 SH SOLE 28,400
------------------------------------------------------------------------------------------------------------------------------------
KANSAS CITY POWER & LIGHT COM 485134100 1,001 37,500 SH SOLE 37,500
------------------------------------------------------------------------------------------------------------------------------------
KANSAS CITY SOUTHERN INDS COM NEW 485170302 13 1,550 SH SOLE 1,550
------------------------------------------------------------------------------------------------------------------------------------
KAUFMAN & BROAD HOME CORP COM 486168107 3,969 147,336 SH SOLE 147,336
------------------------------------------------------------------------------------------------------------------------------------
KAYDON CORPORATION COM 486587108 1,599 69,500 SH SOLE 69,500
------------------------------------------------------------------------------------------------------------------------------------
KEANE INCORPORATED COM 486665102 712 40,900 SH SOLE 40,900
------------------------------------------------------------------------------------------------------------------------------------
KEEBLER FOODS COMPANY COM 487256109 101 2,400 SH SOLE 2,400
------------------------------------------------------------------------------------------------------------------------------------
KEITHLEY INSTRUMENTS COM 487584104 28 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
KELLOGG CO COM 487836108 12,230 505,634 SH SOLE 505,634
------------------------------------------------------------------------------------------------------------------------------------
KELLSTROM INDS COM 488035106 3 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
KELLWOOD CO COM 488044108 1,093 59,900 SH SOLE 59,900
------------------------------------------------------------------------------------------------------------------------------------
KELLY SERVICES INC CL A CL A 488152208 21 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
KEMET CORPORATION COM 488360108 1,678 60,740 SH SOLE 60,740
------------------------------------------------------------------------------------------------------------------------------------
KENNAMETAL INC COM 489170100 1,839 71,400 SH SOLE 71,400
------------------------------------------------------------------------------------------------------------------------------------
KENT ELECTRONICS CORP COM 490553104 1,729 72,400 SH SOLE 72,400
------------------------------------------------------------------------------------------------------------------------------------
KERR MCGEE CORP COM 492386107 7,968 120,269 SH SOLE 120,269
------------------------------------------------------------------------------------------------------------------------------------
KEY ENERGY SERVICES INC. COM 492914106 2,199 224,100 SH SOLE 224,100
------------------------------------------------------------------------------------------------------------------------------------
KEY PRODUCTION CO COM 493138101 26 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
KEYCORP COM 493267108 14,536 574,251 SH SOLE 574,251
------------------------------------------------------------------------------------------------------------------------------------
KEY3MEDIA GROUP COM 49326R104 21 1,900 SH SOLE 1,900
------------------------------------------------------------------------------------------------------------------------------------
KEYNOTE COM 493308100 19 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
KEYSPAN CORPORATION COM 49337W100 7,234 180,288 SH SOLE 180,288
------------------------------------------------------------------------------------------------------------------------------------
KEYSTONE FINANCIAL COM 493482103 609 28,000 SH SOLE 28,000
------------------------------------------------------------------------------------------------------------------------------------
KEYSTONE PROPERTY TRUST COM 493596100 11 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
KFORCE.COM INC. COM 493732101 352 100,600 SH SOLE 100,600
------------------------------------------------------------------------------------------------------------------------------------
KIMBALL INTL CL B 494274103 1,698 95,000 SH SOLE 95,000
------------------------------------------------------------------------------------------------------------------------------------
KILROY REALTY (REIT) COM 49427F108 21 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
KIMBERLY-CLARK CORP COM 494368103 40,846 731,843 SH SOLE 731,843
------------------------------------------------------------------------------------------------------------------------------------
KIMCO REALTY CORP (REIT) COM 49446R109 72 1,700 SH SOLE 1,700
------------------------------------------------------------------------------------------------------------------------------------
KINDER MORGAN INC COM 49455P101 2,829 69,100 SH SOLE 69,100
------------------------------------------------------------------------------------------------------------------------------------
KING PHARMACEUTICALS INC. COM 495582108 3,224 96,412 SH SOLE 96,412
------------------------------------------------------------------------------------------------------------------------------------
KIRBY CORP. COM 497266106 1,211 61,700 SH SOLE 61,700
------------------------------------------------------------------------------------------------------------------------------------
KNIGHT-RIDDER INC COM 499040103 1,723 33,900 SH OTHER (1) - 33,900
------------------------------------------------------------------------------------------------------------------------------------
KNIGHT-RIDDER INC COM 499040103 5,512 108,471 SH SOLE 108,471
------------------------------------------------------------------------------------------------------------------------------------
Page 29 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
KNIGHT TRADING GROUP INC. COM 499063105 2,513 69,800 SH SOLE 69,800
------------------------------------------------------------------------------------------------------------------------------------
KNIGHT TRANSPORTATION INC COM 499064103 12 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
KOGER EQUITY INC (REIT) COM 500228101 12 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
KOHL'S CORPORATION COM 500255104 24,718 428,473 SH SOLE 428,473
------------------------------------------------------------------------------------------------------------------------------------
KONOVER PROPERTY INC. COM 50047R100 7 1,600 SH SOLE 1,600
------------------------------------------------------------------------------------------------------------------------------------
KOPIN CORPORATION COM 500600101 2,635 146,400 SH SOLE 146,400
------------------------------------------------------------------------------------------------------------------------------------
KOREAN TELECOM ADR SPONSORED ADR 50063P103 188 5,590 SH SOLE 5,590
------------------------------------------------------------------------------------------------------------------------------------
KORN/FERRY INTL COM NEW 500643200 42 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
KRAMONT REALTY TRUST COM SH BEN INT 50075Q107 13 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
KRISPY KREME DOUGHNUTS COM 501014104 34 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
KROGER CO COM 501044101 24,766 1,097,697 SH SOLE 1,097,697
------------------------------------------------------------------------------------------------------------------------------------
KROLL-O'GARA COMPANY COM 501050108 340 56,600 SH SOLE 56,600
------------------------------------------------------------------------------------------------------------------------------------
KRONOS INCORPORATED COM 501052104 860 28,650 SH SOLE 28,650
------------------------------------------------------------------------------------------------------------------------------------
KULICKE & SOFFA INDS INC COM 501242101 1,515 113,800 SH SOLE 113,800
------------------------------------------------------------------------------------------------------------------------------------
LG&E ENERGY CORP COM 501917108 1,805 73,855 SH SOLE 73,855
------------------------------------------------------------------------------------------------------------------------------------
LTV CORPORATION COM 501921100 293 223,200 SH SOLE 223,200
------------------------------------------------------------------------------------------------------------------------------------
LNR PROPERTY CORPORATION COM 501940100 1,199 54,200 SH SOLE 54,200
------------------------------------------------------------------------------------------------------------------------------------
LSB BANCSHARES INC COM 502158108 6 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
LSI LOGIC COM 502161102 11,558 395,140 SH SOLE 395,140
------------------------------------------------------------------------------------------------------------------------------------
LTC PROPERTYS INC. COM 502175102 6 1,800 SH SOLE 1,800
------------------------------------------------------------------------------------------------------------------------------------
LTX CORPORATION COM 502392103 2,195 115,888 SH SOLE 115,888
------------------------------------------------------------------------------------------------------------------------------------
L-3 COMMUNICATIONS COM 502424104 1,068 18,900 SH SOLE 18,900
------------------------------------------------------------------------------------------------------------------------------------
LA-Z-BOY CHAIR CO. COM 505336107 2,234 153,400 SH SOLE 153,400
------------------------------------------------------------------------------------------------------------------------------------
LABOR READY INCORPORATED COM NEW 505401208 401 95,850 SH SOLE 95,850
------------------------------------------------------------------------------------------------------------------------------------
LABONE INC COM 50540L105 12 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
LAB CORP OF AMERICA COM NEW 50540R409 3,789 31,640 SH SOLE 31,640
------------------------------------------------------------------------------------------------------------------------------------
LABRANCHE & CO INC COM 505447102 40 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
LACLEDE GAS COMPANY COM 505588103 1,034 47,800 SH SOLE 47,800
------------------------------------------------------------------------------------------------------------------------------------
LAFARGE CORP. COMMON COM 505862102 870 40,000 SH SOLE 40,000
------------------------------------------------------------------------------------------------------------------------------------
LAKELAND FINL CORP COM 511656100 8 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
LAM RESEARCH CORPORATION COM 512807108 1,518 72,500 SH OTHER (1) - 72,500
------------------------------------------------------------------------------------------------------------------------------------
LAM RESEARCH CORPORATION COM 512807108 1,476 70,500 SH SOLE 70,500
------------------------------------------------------------------------------------------------------------------------------------
LAMAR ADVERTISING CL A 512815101 1,401 37,000 SH SOLE 37,000
------------------------------------------------------------------------------------------------------------------------------------
LANCASTER COLONY CORP COM 513847103 625 25,450 SH SOLE 25,450
------------------------------------------------------------------------------------------------------------------------------------
LANCE INC COM 514606102 662 68,100 SH SOLE 68,100
------------------------------------------------------------------------------------------------------------------------------------
LANDAMERICA FINANCIAL GRP COM 514936103 23 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
LANDS END COM 515086106 363 17,300 SH SOLE 17,300
------------------------------------------------------------------------------------------------------------------------------------
LANDRY'S SEAFOOD RES COM 51508L103 44 6,500 SH SOLE 6,500
------------------------------------------------------------------------------------------------------------------------------------
LANDSTAR SYSTEMS INC COM 515098101 915 20,500 SH SOLE 20,500
------------------------------------------------------------------------------------------------------------------------------------
LANTE CORPORATION COM 516540101 6 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
LASER VISION CENTERS INC COM 51807H100 268 61,700 SH SOLE 61,700
------------------------------------------------------------------------------------------------------------------------------------
LASON INC COM 51808R107 92 46,100 SH SOLE 46,100
------------------------------------------------------------------------------------------------------------------------------------
LATITUDE COMMUNICATION COM 518292107 3 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
LATTICE SEMICONDUCTOR COM 518415104 1,564 29,100 SH OTHER (1) - 29,100
------------------------------------------------------------------------------------------------------------------------------------
LATTICE SEMICONDUCTOR COM 518415104 1,532 28,500 SH SOLE 28,500
------------------------------------------------------------------------------------------------------------------------------------
ESTEE LAUDER COMPANIES CL A 518439104 2,765 75,500 SH SOLE 75,500
------------------------------------------------------------------------------------------------------------------------------------
LAWSON PRODUCTS INC COM 520776105 48 2,000 SH SOLE 2,000
------------------------------------------------------------------------------------------------------------------------------------
LEAP WIRELESS INTL. INC COM 521863100 3,960 63,300 SH SOLE 63,300
------------------------------------------------------------------------------------------------------------------------------------
LEAR CORPORATION COM 521865105 777 37,800 SH SOLE 37,800
------------------------------------------------------------------------------------------------------------------------------------
LEARNING TREE INTER. COM 522015106 2,448 51,400 SH SOLE 51,400
------------------------------------------------------------------------------------------------------------------------------------
LEE ENTERPRISES COM 523768109 664 23,000 SH SOLE 23,000
------------------------------------------------------------------------------------------------------------------------------------
LEGATO SYSTEMS INC COM 524651106 649 48,300 SH SOLE 48,300
------------------------------------------------------------------------------------------------------------------------------------
LEGGETT & PLATT INC COM 524660107 4,146 262,228 SH SOLE 262,228
------------------------------------------------------------------------------------------------------------------------------------
LEGG MASON INC COM 524901105 1,982 34,100 SH SOLE 34,100
------------------------------------------------------------------------------------------------------------------------------------
LEHMAN BROS HOLDING INC COM 524908100 24,098 163,100 SH SOLE 163,100
------------------------------------------------------------------------------------------------------------------------------------
LENNAR CORPORATION COM 526057104 4,280 144,171 SH SOLE 144,171
------------------------------------------------------------------------------------------------------------------------------------
LENNOX INTERNATIONAL INC. COM 526107107 121 12,883 SH SOLE 12,883
------------------------------------------------------------------------------------------------------------------------------------
Page 30 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
LEUCADIA NATIONAL CORP. COM 527288104 840 31,400 SH SOLE 31,400
------------------------------------------------------------------------------------------------------------------------------------
LEVEL 3 COMM INC. COM 52729N100 16,428 213,000 SH SOLE 213,000
------------------------------------------------------------------------------------------------------------------------------------
LEXENT INC COM 52886Q102 30 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
LEXICON GENETICS INC COM 528872104 41 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
LEXMARK INT'L GROUP INC CL A 529771107 6,313 168,348 SH SOLE 168,348
------------------------------------------------------------------------------------------------------------------------------------
LIBBEY INC COM 529898108 1,111 35,700 SH SOLE 35,700
------------------------------------------------------------------------------------------------------------------------------------
LIBERATE TECHNOLOGIES COM 530129105 251 8,664 SH SOLE 8,664
------------------------------------------------------------------------------------------------------------------------------------
LIBERTY CORPORATION COM 530370105 1,572 45,400 SH SOLE 45,400
------------------------------------------------------------------------------------------------------------------------------------
LIBERTY DIGITAL INC CL.A CL A 530436104 310 15,300 SH SOLE 15,300
------------------------------------------------------------------------------------------------------------------------------------
LIBERTY FINANCIAL CO COM 530512102 2,627 111,800 SH SOLE 111,800
------------------------------------------------------------------------------------------------------------------------------------
LIBERTY PROP TR (REIT) COM 531172104 47 1,700 SH SOLE 1,700
------------------------------------------------------------------------------------------------------------------------------------
LIFEPOINT HOSPITALS INC COM 53219L109 39 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
LIGAND PHARMACEUTICALS CL B 53220K207 980 76,505 SH SOLE 76,505
------------------------------------------------------------------------------------------------------------------------------------
LIFEMINDERS INC COM 53220Q105 188 8,192 SH SOLE 8,192
------------------------------------------------------------------------------------------------------------------------------------
LIGHTBRIDGE INC. COM 532226107 320 27,530 SH SOLE 27,530
------------------------------------------------------------------------------------------------------------------------------------
LIGHTPATH TECH INC - CL A CL A 532257102 19 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
LILLIAN VERNON COM 532430105 21 2,200 SH SOLE 2,200
------------------------------------------------------------------------------------------------------------------------------------
LILLY (ELI) & CO COM 532457108 120,416 1,484,311 SH SOLE 1,484,311
------------------------------------------------------------------------------------------------------------------------------------
LILLY INDUSTRIES INC CL A 532491107 1,742 59,050 SH SOLE 59,050
------------------------------------------------------------------------------------------------------------------------------------
LIMITED INC COM 532716107 12,471 565,270 SH SOLE 565,270
------------------------------------------------------------------------------------------------------------------------------------
LINCARE HOLDING COM 532791100 901 31,400 SH SOLE 31,400
------------------------------------------------------------------------------------------------------------------------------------
LINCOLN ELECTRIC HOLDINGS COM 533900106 1,311 98,500 SH SOLE 98,500
------------------------------------------------------------------------------------------------------------------------------------
LINCOLN NATL CORP COM 534187109 12,602 261,845 SH SOLE 261,845
------------------------------------------------------------------------------------------------------------------------------------
LINDSAY MFG CO COM 535555106 63 3,400 SH SOLE 3,400
------------------------------------------------------------------------------------------------------------------------------------
LINEAR TECHNOLOGY COM 535678106 26,061 402,458 SH SOLE 402,458
------------------------------------------------------------------------------------------------------------------------------------
LINENS 'N THINGS INC COM 535679104 734 28,800 SH SOLE 28,800
------------------------------------------------------------------------------------------------------------------------------------
LIQUI BOX CORPORATION COM 536314107 6 200 SH SOLE 200
------------------------------------------------------------------------------------------------------------------------------------
LIQUID AUDIO COM 53631T102 3 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
LITTELFUSE INC COM 537008104 1,357 45,700 SH SOLE 45,700
------------------------------------------------------------------------------------------------------------------------------------
LITTON INDUSTRIES INC COM 538021106 1,412 31,600 SH SOLE 31,600
------------------------------------------------------------------------------------------------------------------------------------
LIZ CLAIBORNE INC COM 539320101 2,976 77,308 SH SOLE 77,308
------------------------------------------------------------------------------------------------------------------------------------
LOCKHEED MARTIN CORP COM 539830109 18,531 562,238 SH SOLE 562,238
------------------------------------------------------------------------------------------------------------------------------------
LOEWS CINEPLEX ENTERTAIN COM 540423100 231 131,900 SH SOLE 131,900
------------------------------------------------------------------------------------------------------------------------------------
LOEWS CORPORATION COM 540424108 11,102 133,152 SH SOLE 133,152
------------------------------------------------------------------------------------------------------------------------------------
LOISLAW.COM COM 541431102 4 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
LONE STAR STEAK HOUSE COM 542307103 10 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
LONE STAR TECHNOLOGY COM 542312103 2,580 55,900 SH SOLE 55,900
------------------------------------------------------------------------------------------------------------------------------------
LONGS DRUG STORES INC COM 543162101 2,278 119,118 SH SOLE 119,118
------------------------------------------------------------------------------------------------------------------------------------
LONGVIEW FIBRE CO COM 543213102 1,440 120,000 SH SOLE 120,000
------------------------------------------------------------------------------------------------------------------------------------
LOOKSMART LTD COM 543442107 27 2,400 SH SOLE 2,400
------------------------------------------------------------------------------------------------------------------------------------
LORAL SPACE & COMM COM G56462107 1,052 171,700 SH SOLE 171,700
------------------------------------------------------------------------------------------------------------------------------------
LOUDEYE TECH INC. COM 545754103 9 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
LOUIS DREYFUS NAT. GAS COM 546011107 4,315 108,900 SH SOLE 108,900
------------------------------------------------------------------------------------------------------------------------------------
LOUISIANA-PACIFIC CORP COM 546347105 1,339 145,751 SH SOLE 145,751
------------------------------------------------------------------------------------------------------------------------------------
LOWES COMPANIES INC COM 548661107 22,719 506,263 SH SOLE 506,263
------------------------------------------------------------------------------------------------------------------------------------
LUBRIZOL CORP COM 549271104 652 33,100 SH SOLE 33,100
------------------------------------------------------------------------------------------------------------------------------------
LUBY'S INC. COM 549282101 30 5,600 SH SOLE 5,600
------------------------------------------------------------------------------------------------------------------------------------
LUCENT TECHNOLOGIES INC COM 549463107 133,878 4,380,369 SH SOLE 4,380,369
------------------------------------------------------------------------------------------------------------------------------------
LUMINANT WORLDWIDE CORP COM 550260103 4 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
LUMINEX CORP COM 55027E102 30 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
LYCOS INC. COM 550818108 4,360 63,400 SH SOLE 63,400
------------------------------------------------------------------------------------------------------------------------------------
LYDALL INC COM 550819106 51 4,500 SH SOLE 4,500
------------------------------------------------------------------------------------------------------------------------------------
LYNX EXPL CO COM NEW 551812308 9 300 SH SOLE 300
------------------------------------------------------------------------------------------------------------------------------------
LYONDELL CHEMICAL CO COM 552078107 762 64,500 SH SOLE 64,500
------------------------------------------------------------------------------------------------------------------------------------
M&T BANK CORPORATION COM 55261F104 2,448 4,800 SH SOLE 4,800
------------------------------------------------------------------------------------------------------------------------------------
MAF BANCORP COM 55261R108 1,456 58,525 SH SOLE 58,525
------------------------------------------------------------------------------------------------------------------------------------
MBIA INC COM 55262C100 9,289 130,602 SH SOLE 130,602
------------------------------------------------------------------------------------------------------------------------------------
Page 31 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
MBNA CORP COM 55262L100 43,389 1,126,952 SH SOLE 1,126,952
------------------------------------------------------------------------------------------------------------------------------------
MDC HOLDINGS INC COM 552676108 1,414 54,400 SH SOLE 54,400
------------------------------------------------------------------------------------------------------------------------------------
MCN ENERGY GROUP INC COM 55267J100 1,353 52,800 SH SOLE 52,800
------------------------------------------------------------------------------------------------------------------------------------
MDU RESOURCES COM 552690109 812 27,300 SH SOLE 27,300
------------------------------------------------------------------------------------------------------------------------------------
MCSI INC. COM 55270M108 968 28,800 SH SOLE 28,800
------------------------------------------------------------------------------------------------------------------------------------
MEMC ELECTRONIC MATERIALS COM 552715104 2,289 177,812 SH SOLE 177,812
------------------------------------------------------------------------------------------------------------------------------------
MGIC INVESTMENT CORP WISC COM 552848103 8,817 144,240 SH SOLE 144,240
------------------------------------------------------------------------------------------------------------------------------------
MGI PHARMA INC COM 552880106 18 600 SH SOLE 600
-----------------------------------------------------------------------------------------------------------------------------------
MGM MIRAGE COM 552953101 3,532 92,500 SH SOLE 92,500
------------------------------------------------------------------------------------------------------------------------------------
MKS INSTRUMENTS INC COM 55306N104 16 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
MMC NETWORKS INCORPORATED COM 55308N102 9,766 77,200 SH SOLE 77,200
------------------------------------------------------------------------------------------------------------------------------------
MRV COMMUNICATIONS INC COM 553477100 6,244 137,800 SH SOLE 137,800
------------------------------------------------------------------------------------------------------------------------------------
MSC INDUSTRIAL DIRECT CL A 553530106 1,206 79,100 SH SOLE 79,100
------------------------------------------------------------------------------------------------------------------------------------
M.S. CARRIERS INC COM 553533100 447 28,600 SH SOLE 28,600
------------------------------------------------------------------------------------------------------------------------------------
MTI TECHNOLOGY CORP COM 553903105 216 56,700 SH SOLE 56,700
------------------------------------------------------------------------------------------------------------------------------------
MACDERMID INC COM 554273102 1,523 72,500 SH SOLE 72,500
------------------------------------------------------------------------------------------------------------------------------------
MACERICH COMPANY (REIT) COM 554382101 19 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
MACK CALI REALTY (REIT) COM 554489104 257 9,100 SH SOLE 9,100
------------------------------------------------------------------------------------------------------------------------------------
MACROVISION INC COM 555904101 1,863 23,000 SH SOLE 23,000
------------------------------------------------------------------------------------------------------------------------------------
MACROMEDIA INC COM 556100105 2,745 33,972 SH SOLE 33,972
------------------------------------------------------------------------------------------------------------------------------------
MADISON GAS & ELECTRIC COM 557497104 878 38,600 SH SOLE 38,600
------------------------------------------------------------------------------------------------------------------------------------
MAGNETEK INC COM 559424106 16 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
MAIL.COM INC CL A 560311102 8 1,600 SH SOLE 1,600
------------------------------------------------------------------------------------------------------------------------------------
MAIL-WELL INC COM 560321200 501 113,000 SH SOLE 113,000
------------------------------------------------------------------------------------------------------------------------------------
MAINE PUBLIC SERVICES COM 560483109 5 200 SH SOLE 200
------------------------------------------------------------------------------------------------------------------------------------
MALLINCKRODT INC COM 561232109 4,292 94,079 SH SOLE 94,079
------------------------------------------------------------------------------------------------------------------------------------
MANAGEMENT NETWORK GROUP COM 561693102 21 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
MANDALAY RESORT GROUP MANDALAY 562567107 1,379 53,800 SH SOLE 53,800
------------------------------------------------------------------------------------------------------------------------------------
MANHATTAN ASSOCIATES INC. COM 562750109 49 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
MANITOWOC COMPANY INC COM 563571108 1,110 57,662 SH SOLE 57,662
------------------------------------------------------------------------------------------------------------------------------------
MANNING GREG AUCTIONS COM 563823103 7 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
MANOR CARE INC COM 564055101 2,114 134,733 SH SOLE 134,733
------------------------------------------------------------------------------------------------------------------------------------
MANPOWER INC. COM 56418H100 1,488 46,600 SH SOLE 46,600
------------------------------------------------------------------------------------------------------------------------------------
MANUF. HOME COMMUN.(REIT) COM 564682102 13 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
MANUFACTURERS SERVICES COM 565005105 11 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
MANUGISTICS INC COM 565011103 6,623 67,500 SH SOLE 67,500
------------------------------------------------------------------------------------------------------------------------------------
MANULIFE FINANCIAL CORP COM 56501R106 76 3,680 SH SOLE 3,680
------------------------------------------------------------------------------------------------------------------------------------
MAPINFO CORPORATION COM 565105103 35 1,125 SH SOLE 1,125
------------------------------------------------------------------------------------------------------------------------------------
MARCHFIRST INC COM 566244109 1,021 65,066 SH SOLE 65,066
------------------------------------------------------------------------------------------------------------------------------------
MARCUS CORP COM 566330106 783 74,525 SH SOLE 74,525
------------------------------------------------------------------------------------------------------------------------------------
MARIMBA COM 56781Q109 9 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
MARINE DRILLING CO. COM 568240204 3,893 136,300 SH SOLE 136,300
------------------------------------------------------------------------------------------------------------------------------------
MARKEL CORP. COM 570535104 2,716 17,900 SH SOLE 17,900
------------------------------------------------------------------------------------------------------------------------------------
MARKETWATCH.COM INC COM 570619106 3 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
MARKETING SERVICES GROUP COM 570907105 127 42,200 SH SOLE 42,200
------------------------------------------------------------------------------------------------------------------------------------
MARSH & MCLENNAN COS. INC COM 571748102 6,876 51,800 SH OTHER (1) - 51,800
------------------------------------------------------------------------------------------------------------------------------------
MARSH & MCLENNAN COS. INC COM 571748102 47,906 360,868 SH SOLE 360,868
------------------------------------------------------------------------------------------------------------------------------------
MARSH SUPER MARKETS CL B 571783208 13 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
MARSHALL & ILSLEY COM 571834100 3,017 60,185 SH SOLE 60,185
------------------------------------------------------------------------------------------------------------------------------------
MARRIOTT INT'L - CL A CL A 571903202 11,773 323,106 SH SOLE 323,106
------------------------------------------------------------------------------------------------------------------------------------
MARTIN MARIETTA MATERIALS COM 573284106 869 22,700 SH SOLE 22,700
------------------------------------------------------------------------------------------------------------------------------------
MARVEL ENTERPRISES I COM 57383M108 7 2,300 SH SOLE 2,300
------------------------------------------------------------------------------------------------------------------------------------
MASCO CORP COM 574599106 11,224 602,610 SH SOLE 602,610
------------------------------------------------------------------------------------------------------------------------------------
MASCOTECH INC. COM 574670105 1,872 113,000 SH SOLE 113,000
------------------------------------------------------------------------------------------------------------------------------------
MASTEC INC COM 576323109 830 26,550 SH SOLE 26,550
-----------------------------------------------------------------------------------------------------------------------------------
MATERIAL SCIENCES CORP COM 576674105 43 3,800 SH SOLE 3,800
------------------------------------------------------------------------------------------------------------------------------------
MATRIXONE INC. COM 57685P304 48 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
Page 32 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
MATTEL INC COM 577081102 6,212 555,241 SH SOLE 555,241
------------------------------------------------------------------------------------------------------------------------------------
MATTHEWS INTERNATIONAL CL A 577128101 922 31,400 SH SOLE 31,400
------------------------------------------------------------------------------------------------------------------------------------
MATTSON TECHNOLOGY COM 577223100 16 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
MAUI LD & PINEAPPLE COM 577345101 21 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
MAXTOR CORP COM NEW 577729205 2,773 264,100 SH SOLE 264,100
------------------------------------------------------------------------------------------------------------------------------------
MAXIM INTEGRATED PROD COM 57772K101 29,701 369,226 SH SOLE 369,226
------------------------------------------------------------------------------------------------------------------------------------
MAXIM PHARMACEUTICAL COM 57772M107 218 3,585 SH SOLE 3,585
------------------------------------------------------------------------------------------------------------------------------------
MAXWELL TECHNOLOGIES INC COM 577767106 18 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
MAXYGEN COM 577776107 52 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
MAY DEPT STORES CO COM 577778103 9,008 439,415 SH SOLE 439,415
------------------------------------------------------------------------------------------------------------------------------------
MAXXAM INC COM 577913106 324 16,300 SH SOLE 16,300
------------------------------------------------------------------------------------------------------------------------------------
MAVERICK TUBE CORP COM 577914104 1,153 42,800 SH SOLE 42,800
------------------------------------------------------------------------------------------------------------------------------------
MAXIMUS INCORPORATED COM 577933104 1,181 53,400 SH SOLE 53,400
------------------------------------------------------------------------------------------------------------------------------------
MAYORS JEWELERS INC COM 578462103 18 4,800 SH SOLE 4,800
------------------------------------------------------------------------------------------------------------------------------------
MAYTAG CORP COM 578592107 3,286 105,795 SH SOLE 105,795
------------------------------------------------------------------------------------------------------------------------------------
MCCLATCHY COMPANY - CL A CL A 579489105 816 23,200 SH SOLE 23,200
------------------------------------------------------------------------------------------------------------------------------------
MCCORMICK & CO COM NON VTG 579780206 1,199 40,300 SH SOLE 40,300
------------------------------------------------------------------------------------------------------------------------------------
MCDATA CORP CL B 580031102 86 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
MCDERMOTT INTL INC COM 580037109 2,034 184,879 SH SOLE 184,879
------------------------------------------------------------------------------------------------------------------------------------
MCDONALD'S CORP COM 580135101 52,915 1,752,902 SH SOLE 1,752,902
------------------------------------------------------------------------------------------------------------------------------------
MCGRAW HILL INC COM 580645109 4,310 67,800 SH OTHER (1) - 67,800
------------------------------------------------------------------------------------------------------------------------------------
MCGRAW HILL INC COM 580645109 16,713 262,936 SH SOLE 262,936
------------------------------------------------------------------------------------------------------------------------------------
MCK COMMUNICATIONS COM 581243102 14 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
MCKESSON HBOC INC COM 58155Q103 11,537 377,505 SH SOLE 377,505
------------------------------------------------------------------------------------------------------------------------------------
MCLEODUSA INCORPORATED COM 582266102 4,583 320,244 SH SOLE 320,244
------------------------------------------------------------------------------------------------------------------------------------
MEAD CORP COM 582834107 3,164 135,338 SH SOLE 135,338
------------------------------------------------------------------------------------------------------------------------------------
MEADE INSTRUMENTS CORP. COM 583062104 16 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
MECHANICAL TECH INC COM 583538103 19 1,800 SH SOLE 1,800
------------------------------------------------------------------------------------------------------------------------------------
MEDAREX INC. COM 583916101 9,702 82,700 SH SOLE 82,700
------------------------------------------------------------------------------------------------------------------------------------
MEDIA ARTS GROUP COM 58439C102 7 2,000 SH SOLE 2,000
------------------------------------------------------------------------------------------------------------------------------------
MEDIA GENERAL INC CL A CL A 584404107 1,394 32,430 SH SOLE 32,430
------------------------------------------------------------------------------------------------------------------------------------
MEDIAPLEX INC COM 58446B105 3 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
MEDIACOM COMMUNICATION CL A 58446K105 23 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
MEDICAL ASSURANCE INC COM 58449U100 661 53,956 SH SOLE 53,956
------------------------------------------------------------------------------------------------------------------------------------
MEDICALOGIC COM 584642102 7 1,846 SH SOLE 1,846
------------------------------------------------------------------------------------------------------------------------------------
MEDICIS PHARM-CL A CL A 584690309 4,299 69,900 SH SOLE 69,900
------------------------------------------------------------------------------------------------------------------------------------
MEDIMMUNE INC COM 584699102 21,248 275,043 SH SOLE 275,043
------------------------------------------------------------------------------------------------------------------------------------
MEDQUIST INC. COM 584949101 19 917 SH SOLE 917
------------------------------------------------------------------------------------------------------------------------------------
MEDTRONIC INC COM 585055106 81,426 1,571,576 SH SOLE 1,571,576
------------------------------------------------------------------------------------------------------------------------------------
MELLON FINANCIAL CORP COM 58551A108 30,661 661,146 SH SOLE 661,146
------------------------------------------------------------------------------------------------------------------------------------
MEMBERWORKS INC COM 586002107 1,266 38,500 SH SOLE 38,500
------------------------------------------------------------------------------------------------------------------------------------
MENS WEARHOUSE COM 587118100 2,969 104,850 SH SOLE 104,850
------------------------------------------------------------------------------------------------------------------------------------
MENTOR CORP MINN COM 587188103 873 55,400 SH SOLE 55,400
------------------------------------------------------------------------------------------------------------------------------------
MENTOR GRAPHICS CORP. COM 587200106 3,563 151,200 SH SOLE 151,200
------------------------------------------------------------------------------------------------------------------------------------
MERCANTILE COM 587405101 1,538 42,375 SH SOLE 42,375
-----------------------------------------------------------------------------------------------------------------------------------
MERCATOR SOFTWARE INC. COM 587587106 1,116 67,400 SH SOLE 67,400
------------------------------------------------------------------------------------------------------------------------------------
MERCHANTS BANCSHARES INC. COM 588448100 11 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
MERCHANTS NEW YORK BANCOR COM 589167105 921 44,800 SH SOLE 44,800
------------------------------------------------------------------------------------------------------------------------------------
MERCK & CO COM 589331107 9,558 128,400 SH OTHER (1) - 128,400
------------------------------------------------------------------------------------------------------------------------------------
MERCK & CO COM 589331107 225,210 3,025,498 SH SOLE 3,025,498
------------------------------------------------------------------------------------------------------------------------------------
MERCURY COMPUTER SYSTEMS COM 589378108 1,396 50,200 SH SOLE 50,200
------------------------------------------------------------------------------------------------------------------------------------
MERCURY GEN CORP COM 589400100 929 32,800 SH SOLE 32,800
------------------------------------------------------------------------------------------------------------------------------------
MERCURY INTERACTIVE COM 589405109 16,254 103,690 SH SOLE 103,690
------------------------------------------------------------------------------------------------------------------------------------
MEREDITH CORP COM 589433101 1,999 67,771 SH SOLE 67,771
------------------------------------------------------------------------------------------------------------------------------------
MERIDIAN RESOURCE COM 58977Q109 11 1,600 SH SOLE 1,600
------------------------------------------------------------------------------------------------------------------------------------
MERISTAR HOSPITALITY CORP COM 58984Y103 24 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
MERIDIAN GOLD INC COM 589975101 14 2,100 SH SOLE 2,100
------------------------------------------------------------------------------------------------------------------------------------
Page 33 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
MERIX CORP COM 590049102 447 6,900 SH SOLE 6,900
------------------------------------------------------------------------------------------------------------------------------------
MERRILL LYNCH & CO COM 590188108 70,761 1,072,148 SH SOLE 1,072,148
------------------------------------------------------------------------------------------------------------------------------------
MESA AIR GROUP INC COM 590479101 43 7,800 SH SOLE 7,800
------------------------------------------------------------------------------------------------------------------------------------
MESABA HLDGS INC COM 59066B102 12 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
MESSAGEMEDIA INC COM 590787107 316 124,900 SH SOLE 124,900
------------------------------------------------------------------------------------------------------------------------------------
MESTEK INC COM 590829107 11 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
META GROUP INC. COM 591002100 14 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
METACREATIONS CORP COM 591016100 15 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
METALS USA INC COM 591324108 171 58,228 SH SOLE 58,228
------------------------------------------------------------------------------------------------------------------------------------
METASOLV SOFTWARE INC COM 591393103 41 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
METHODE ELEC INC CLASS A CL A 591520200 3,702 83,550 SH SOLE 83,550
------------------------------------------------------------------------------------------------------------------------------------
METLIFE INC. COM 59156R108 1,650 63,000 SH OTHER (1) - 63,000
------------------------------------------------------------------------------------------------------------------------------------
METRICOM INC COM 591596101 23 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
METRIS COMPANIES COM 591598107 1,590 40,250 SH SOLE 40,250
------------------------------------------------------------------------------------------------------------------------------------
METRO GOLDWYN MAYER INC COM 591610100 3,013 125,537 SH SOLE 125,537
------------------------------------------------------------------------------------------------------------------------------------
METRO INFORMATION SVCS COM 59162P104 5 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
METROCALL INCORPORATED COM 591647102 3 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
METROMEDIA FIBER NETWORK CL A 591689104 6,509 267,710 SH SOLE 267,710
------------------------------------------------------------------------------------------------------------------------------------
METROMEDIA INTL GROUP INC COM 591695101 815 218,000 SH SOLE 218,000
------------------------------------------------------------------------------------------------------------------------------------
MICHAEL FOODS INC COM 594079105 1,127 48,200 SH SOLE 48,200
------------------------------------------------------------------------------------------------------------------------------------
MICHAELS STORES INC. COM 594087108 3,360 84,000 SH SOLE 84,000
------------------------------------------------------------------------------------------------------------------------------------
MICREL INC COM 594793101 3,270 48,800 SH SOLE 48,800
------------------------------------------------------------------------------------------------------------------------------------
MICROS SYSTEMS INC COM 594901100 509 33,800 SH SOLE 33,800
------------------------------------------------------------------------------------------------------------------------------------
MICROSOFT CORP COM 594918104 5,048 83,700 SH OTHER (1) - 83,700
------------------------------------------------------------------------------------------------------------------------------------
MICROSOFT CORP COM 594918104 416,471 6,905,213 SH SOLE 6,905,213
------------------------------------------------------------------------------------------------------------------------------------
MICROVISION INC WASH COM 594960106 15 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
MICROSTRATEGY INC. CL A 594972101 1,579 57,800 SH SOLE 57,800
------------------------------------------------------------------------------------------------------------------------------------
MICROCHIP TECHNOLOGY INC COM 595017104 1,165 35,250 SH OTHER (1) - 35,250
------------------------------------------------------------------------------------------------------------------------------------
MICROCHIP TECHNOLOGY INC COM 595017104 2,346 70,950 SH SOLE 70,950
------------------------------------------------------------------------------------------------------------------------------------
MICROFINANCIAL INC COM 595072109 13 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
MICROMUSE INC COM 595094103 4,076 20,284 SH SOLE 20,284
------------------------------------------------------------------------------------------------------------------------------------
MICRON ELECTRONICS COM 595100108 2,033 225,900 SH SOLE 225,900
------------------------------------------------------------------------------------------------------------------------------------
MICRON TECHNOLOGY INC COM 595112103 34,195 743,347 SH SOLE 743,347
------------------------------------------------------------------------------------------------------------------------------------
MICROSEMI CORP. COM 595137100 57 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
MID-AMER APT CMN COM 59522J103 12 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
MID ATLANTIC MED SERVICES COM 59523C107 1,679 111,000 SH SOLE 111,000
------------------------------------------------------------------------------------------------------------------------------------
MID-STATE BANCSHARES COM 595440108 841 26,900 SH SOLE 26,900
------------------------------------------------------------------------------------------------------------------------------------
MIDAS INCORPORATED COM 595626102 528 37,700 SH SOLE 37,700
------------------------------------------------------------------------------------------------------------------------------------
MIDCOAST ENERGY RES COM 59563W104 14 700 SH SOLE 700
-----------------------------------------------------------------------------------------------------------------------------------
MID-AMERICA BANCORP COM 595915109 11 406 SH SOLE 406
------------------------------------------------------------------------------------------------------------------------------------
MIDWEST EXPRESS HLDGS COM 597911106 710 35,300 SH SOLE 35,300
------------------------------------------------------------------------------------------------------------------------------------
MIDWAY GAMES COM 598148104 663 94,766 SH SOLE 94,766
------------------------------------------------------------------------------------------------------------------------------------
MIDWEST GRAIN PRODUCTS COM 59832G104 17 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
MIKASA COM 59862T109 11 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
MIIX GROUP INC COM 59862V104 8 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
MILACRON INC COM 598709103 1,186 89,100 SH SOLE 89,100
------------------------------------------------------------------------------------------------------------------------------------
MILLENNIUM PHARMACEUTICAL COM 599902103 7,996 54,742 SH SOLE 54,742
------------------------------------------------------------------------------------------------------------------------------------
MILLENIUM CHEMICAL INC COM 599903101 378 25,500 SH SOLE 25,500
------------------------------------------------------------------------------------------------------------------------------------
MILLER (HERMAN) INC COM 600544100 1,212 37,800 SH SOLE 37,800
------------------------------------------------------------------------------------------------------------------------------------
MILLIPORE CORP COM 601073109 2,855 58,943 SH SOLE 58,943
------------------------------------------------------------------------------------------------------------------------------------
MILLS CORP (REIT) COM 601148109 13 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
MINE SAFETY APPLIANCES CO COM 602720104 761 34,500 SH SOLE 34,500
------------------------------------------------------------------------------------------------------------------------------------
MINERALS TECH INC COM 603158106 2,190 47,600 SH SOLE 47,600
------------------------------------------------------------------------------------------------------------------------------------
MINIMED INCORPORATED COM 60365K108 3,754 42,000 SH SOLE 42,000
------------------------------------------------------------------------------------------------------------------------------------
MINNESOTA MNG & MFG CO COM 604059105 47,770 524,220 SH SOLE 524,220
------------------------------------------------------------------------------------------------------------------------------------
MINNTECH CORP COM 604258103 9 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
MIPS TECHNOLOGIES INC. CL A 604567107 51 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
Page 34 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
MIPS TECHNOLOGIES CL B 604567206 31 804 SH SOLE 804
------------------------------------------------------------------------------------------------------------------------------------
MISSISSIPPI CHEM CORP COM 605288208 20 5,100 SH SOLE 5,100
------------------------------------------------------------------------------------------------------------------------------------
MISSISSIPPI VY BANCS COM 605720101 13 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
MITCHELL ENERGY CL A CL A 606592202 1,329 28,500 SH SOLE 28,500
------------------------------------------------------------------------------------------------------------------------------------
MOBILE MINI INC COM 60740F105 12 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
MODINE MFG COM 607828100 1,919 68,100 SH SOLE 68,100
------------------------------------------------------------------------------------------------------------------------------------
MODIS PROFESSIONAL SVCS COM 607830106 1,162 224,000 SH SOLE 224,000
------------------------------------------------------------------------------------------------------------------------------------
MOHAWK INDUSTRIES INC COM 608190104 578 26,500 SH SOLE 26,500
------------------------------------------------------------------------------------------------------------------------------------
MOLECULAR DEVICES COM 60851C107 39 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
MOLEX INC COM 608554101 14,367 263,921 SH SOLE 263,921
------------------------------------------------------------------------------------------------------------------------------------
MOLEX INC. -CL A CL A 608554200 2,358 56,900 SH SOLE 56,900
------------------------------------------------------------------------------------------------------------------------------------
MONACO COACH CORPORATION COM 60886R103 776 47,000 SH SOLE 47,000
------------------------------------------------------------------------------------------------------------------------------------
ROBERT MONDAVI CORP CL A CL A 609200100 805 19,700 SH SOLE 19,700
------------------------------------------------------------------------------------------------------------------------------------
MONTANA POWER CO COM 612085100 2,296 68,800 SH SOLE 68,800
------------------------------------------------------------------------------------------------------------------------------------
MONY GROUP INC COM 615337102 1,139 28,560 SH SOLE 28,560
------------------------------------------------------------------------------------------------------------------------------------
MORGAN J.P. & COMPANY COM 616880100 5,571 34,100 SH OTHER (1) - 34,100
------------------------------------------------------------------------------------------------------------------------------------
MORGAN J.P. & COMPANY COM 616880100 35,385 216,581 SH SOLE 216,581
------------------------------------------------------------------------------------------------------------------------------------
MORGAN KEEGAN INC COM 617410105 1,263 72,150 SH SOLE 72,150
------------------------------------------------------------------------------------------------------------------------------------
MORGAN ST DEAN WITTER DIS COM 617446448 1,765 19,300 SH OTHER (1) - 19,300
------------------------------------------------------------------------------------------------------------------------------------
MORGAN ST DEAN WITTER DIS COM 617446448 137,356 1,502,221 SH SOLE 1,502,221
------------------------------------------------------------------------------------------------------------------------------------
MOTIENT CORPORATION COM 619908106 17 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
MOTOROLA INC COM 620076109 935 33,100 SH OTHER (1) - 33,100
------------------------------------------------------------------------------------------------------------------------------------
MOTOROLA INC COM 620076109 82,295 2,913,010 SH SOLE 2,913,010
------------------------------------------------------------------------------------------------------------------------------------
MOVADO GROUP INCORPORATED COM 624580106 553 31,800 SH SOLE 31,800
------------------------------------------------------------------------------------------------------------------------------------
MPOWER COMMUNICATIONS COM 62473J106 963 110,400 SH SOLE 110,400
------------------------------------------------------------------------------------------------------------------------------------
MP3.COM INC COM 62473M109 7 1,700 SH SOLE 1,700
------------------------------------------------------------------------------------------------------------------------------------
MUELLER INDUSTRIES INC COM 624756102 619 27,600 SH SOLE 27,600
------------------------------------------------------------------------------------------------------------------------------------
MULTEX.COM INC COM 625367107 12 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
MURPHY OIL COM 626717102 1,878 28,970 SH SOLE 28,970
------------------------------------------------------------------------------------------------------------------------------------
MUSICLAND STORES CORP COM 62758B109 11 1,600 SH SOLE 1,600
-----------------------------------------------------------------------------------------------------------------------------------
MUTUAL RISK MGMT LTD COM 628351108 176 8,000 SH SOLE 8,000
------------------------------------------------------------------------------------------------------------------------------------
MYERS INDUSTRIES INC COM 628464109 696 54,848 SH SOLE 54,848
------------------------------------------------------------------------------------------------------------------------------------
MYLAN LABS COM 628530107 1,849 68,650 SH SOLE 68,650
------------------------------------------------------------------------------------------------------------------------------------
MYRIAD GENETICS INC COM 62855J104 4,474 51,800 SH SOLE 51,800
------------------------------------------------------------------------------------------------------------------------------------
MYPOINTS.COM INC. COM 62855T102 7 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
NBTY INCORPORATED COM 628782104 1,045 160,000 SH SOLE 160,000
------------------------------------------------------------------------------------------------------------------------------------
NCH CORP COM 628850109 11 300 SH SOLE 300
------------------------------------------------------------------------------------------------------------------------------------
NCI BUILDING SYS INC COM 628852105 607 41,500 SH SOLE 41,500
------------------------------------------------------------------------------------------------------------------------------------
NCO GROUP INC COM 628858102 24 2,061 SH SOLE 2,061
------------------------------------------------------------------------------------------------------------------------------------
NCR CORP COM 62886E108 4,880 129,063 SH SOLE 129,063
------------------------------------------------------------------------------------------------------------------------------------
NS GROUP INC COM 628916108 24 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
NL INDUS INC COM 629156407 2,487 117,400 SH SOLE 117,400
------------------------------------------------------------------------------------------------------------------------------------
NPC INTERNATIONAL INC COM 629360306 505 51,600 SH SOLE 51,600
------------------------------------------------------------------------------------------------------------------------------------
NPS PHARMACUTICALS COM 62936P103 57 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
NTL INCORPORATED COM 629407107 3,784 81,707 SH SOLE 81,707
------------------------------------------------------------------------------------------------------------------------------------
NUI CORPORATION COM 629430109 996 33,000 SH SOLE 33,000
------------------------------------------------------------------------------------------------------------------------------------
NVR INC COM 62944T105 1,928 23,800 SH SOLE 23,800
------------------------------------------------------------------------------------------------------------------------------------
NABISCO HOLDINGS CLASS A CL A 629526104 1,473 27,400 SH SOLE 27,400
------------------------------------------------------------------------------------------------------------------------------------
NABISCO GROUP HOLDINGS COM 62952P102 12,201 428,115 SH SOLE 428,115
------------------------------------------------------------------------------------------------------------------------------------
NABORS INDUSTRIES INC COM 629568106 4,329 82,617 SH SOLE 82,617
------------------------------------------------------------------------------------------------------------------------------------
NACCO INDUSTRIES - CL A CL A 629579103 800 19,050 SH SOLE 19,050
------------------------------------------------------------------------------------------------------------------------------------
NANOGEN INCORPORATED COM 630075109 10 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
NANOMETRICS INC COM 630077105 16 300 SH SOLE 300
------------------------------------------------------------------------------------------------------------------------------------
NASH FINCH CO COM 631158102 43 4,100 SH SOLE 4,100
------------------------------------------------------------------------------------------------------------------------------------
NASHUA CORPORATION COM 631226107 8 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL BEVERAGE CO COM 635017106 9 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
NATL CITY BANCORPORATION COM 635312101 13 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
Page 35 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
NATIONAL CITY CORP COM 635405103 17,773 803,277 SH SOLE 803,277
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL COMMERCE BANK COM 635449101 2,339 117,300 SH SOLE 117,300
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL DATA CORPORATION COM 635621105 2,714 82,700 SH SOLE 82,700
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL DISCOUNT BROKER COM 635646102 1,649 53,300 SH SOLE 53,300
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL FUEL GAS CO COM 636180101 1,559 27,800 SH SOLE 27,800
------------------------------------------------------------------------------------------------------------------------------------
NATL GOLF PROPERTIES REIT COM 63623G109 17 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
NATL HEALTH INVEST (REIT) COM 63633D104 5 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL INFO CONSORTIUM COM 636491102 7 1,800 SH SOLE 1,800
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL INSTRUMENTS CORP COM 636518102 1,533 34,750 SH SOLE 34,750
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL-OILWELL INC COM 637071101 5,852 187,269 SH SOLE 187,269
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL PENN BANCSHARES COM 637138108 798 41,480 SH SOLE 41,480
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL PRESTO INDS INC COM 637215104 54 1,800 SH SOLE 1,800
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL PROCESSING INC COM 637229105 21 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL SEMICONDUCTOR COM 637640103 9,470 235,272 SH SOLE 235,272
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL SERVICES INDUS COM 637657107 920 47,047 SH SOLE 47,047
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL STEEL CORP CL B CL B 637844309 7 2,400 SH SOLE 2,400
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL WESTERN LIFE CL A 638522102 22 300 SH SOLE 300
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL WIRELESS HLDGS COM 638560102 11 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
NATIONSRENT COM 638588103 539 136,800 SH SOLE 136,800
------------------------------------------------------------------------------------------------------------------------------------
NATIONWIDE FIN SVC CL A 638612101 2,078 55,587 SH SOLE 55,587
------------------------------------------------------------------------------------------------------------------------------------
NATIONWIDE HEALTH (REIT) COM 638620104 18 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
NATURAL MICROSYSTEMS CORP COM 638882100 4,153 77,200 SH SOLE 77,200
------------------------------------------------------------------------------------------------------------------------------------
NATURES SUNSHINE PRODUCTS COM 639027101 25 3,400 SH SOLE 3,400
------------------------------------------------------------------------------------------------------------------------------------
NAUTICA ENTERPRISES INC COM 639089101 1,031 79,700 SH SOLE 79,700
------------------------------------------------------------------------------------------------------------------------------------
NAVISTAR INTL CORP COM 63934E108 2,486 83,026 SH SOLE 83,026
------------------------------------------------------------------------------------------------------------------------------------
NAVISITE COM 63935M109 122 4,532 SH SOLE 4,532
------------------------------------------------------------------------------------------------------------------------------------
NAVIGANT CONSULTING CO COM 63935N107 320 93,100 SH SOLE 93,100
------------------------------------------------------------------------------------------------------------------------------------
NAVIGANT INTERNATIONAL COM 63935R108 14 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
NEIMAN-MARCUS GROUP INC A CL A 640204202 1,009 31,100 SH SOLE 31,100
------------------------------------------------------------------------------------------------------------------------------------
NEIMAN-MARCUS GROUP CL.B CL B 640204301 13 452 SH SOLE 452
------------------------------------------------------------------------------------------------------------------------------------
THOMAS NELSON INC. COM 640376109 22 2,700 SH SOLE 2,700
------------------------------------------------------------------------------------------------------------------------------------
NEON COMMUNICATIONS INC. COM 640506101 1,367 39,200 SH SOLE 39,200
------------------------------------------------------------------------------------------------------------------------------------
NEON SYSTEMS COM 640509105 8 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
NETBANK COM 640933107 819 69,300 SH SOLE 69,300
------------------------------------------------------------------------------------------------------------------------------------
NETWORKS ASSOCIATES INC COM 640938106 1,813 80,150 SH SOLE 80,150
------------------------------------------------------------------------------------------------------------------------------------
NET PERCEPTIONS INC COM 64107U101 4 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
NET2PHONE INC COM 64108N106 14 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
NETCENTIVES INC COM 64108P101 8 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
NETCREATIONS INC COM 64110N102 5 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
NETEGRITY COM 64110P107 4,785 68,350 SH SOLE 68,350
------------------------------------------------------------------------------------------------------------------------------------
NETMANAGE INCORPORATED COM 641144100 309 145,600 SH SOLE 145,600
------------------------------------------------------------------------------------------------------------------------------------
NETOPIA INC COM 64114K104 443 40,300 SH SOLE 40,300
------------------------------------------------------------------------------------------------------------------------------------
NETRO CORPORATION COM 64114R109 83 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
NETSOLVE INC. COM 64115J106 4 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
NETIQ CORP COM 64115P102 58 876 SH SOLE 876
------------------------------------------------------------------------------------------------------------------------------------
NETSCOUT SYSTEMS INC COM 64115T104 24 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
NETRATINGS INC COM 64116M108 17 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
NETWORK EQUIPMT TECH INC COM 641208103 45 4,200 SH SOLE 4,200
------------------------------------------------------------------------------------------------------------------------------------
NETWORK APPLIANCE INC COM 64120L104 52,352 410,992 SH SOLE 410,992
------------------------------------------------------------------------------------------------------------------------------------
NETWORK ACCESS SOLUTIONS COM 64120S109 5 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
NETWORK ENGINES INC. COM 64121A107 12 300 SH SOLE 300
------------------------------------------------------------------------------------------------------------------------------------
NETWORK PERIPHERALS INC COM 64121R100 598 35,200 SH SOLE 35,200
------------------------------------------------------------------------------------------------------------------------------------
NETWORK PLUS CORP COM 64122D506 12 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
NETWORK COMMERCE INC. COM 64122T105 12 2,100 SH SOLE 2,100
------------------------------------------------------------------------------------------------------------------------------------
NUEBERGER BERMAN INC. COM 641234109 86 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
Page 36 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
NEUROGEN CORPORATION COM 64124E106 25 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
NEUROCRINE BIOSCIENCES COM 64125C109 63 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
NEW CENTURY FIN COM 64352D101 20 1,700 SH SOLE 1,700
------------------------------------------------------------------------------------------------------------------------------------
NEW ENGLAND BUSINESS SERV COM 643872104 625 34,500 SH SOLE 34,500
------------------------------------------------------------------------------------------------------------------------------------
NEW ERA OF NETWORKS COM 644312100 268 11,000 SH SOLE 11,000
------------------------------------------------------------------------------------------------------------------------------------
NEW FOCUS INC COM 644383101 16 200 SH SOLE 200
------------------------------------------------------------------------------------------------------------------------------------
NEW JERSEY RESOURCES COM 646025106 1,820 44,800 SH SOLE 44,800
------------------------------------------------------------------------------------------------------------------------------------
NEW PLAN EXCEL REALTY TR COM 648053106 31 2,300 SH SOLE 2,300
------------------------------------------------------------------------------------------------------------------------------------
NEW YORK TIMES CL A CL A 650111107 8,835 224,725 SH SOLE 224,725
------------------------------------------------------------------------------------------------------------------------------------
NEWELL RUBBERMAID INC COM 651229106 7,995 350,490 SH SOLE 350,490
------------------------------------------------------------------------------------------------------------------------------------
NEWFIELD EXPLORATION CO. COM 651290108 4,627 99,100 SH SOLE 99,100
------------------------------------------------------------------------------------------------------------------------------------
NEWHALL LAND & FARM CO. DEPOSITARY REC 651426108 19 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
NEWMONT MINING CORP COM 651639106 3,760 221,160 SH SOLE 221,160
------------------------------------------------------------------------------------------------------------------------------------
NEWPARK RESOURCES INC COM 651718504 1,490 161,100 SH SOLE 161,100
------------------------------------------------------------------------------------------------------------------------------------
NEWPORT CORP COM 651824104 462 2,900 SH SOLE 2,900
------------------------------------------------------------------------------------------------------------------------------------
NEWPORT NEWS SHIPBUILDING COM 652228107 690 15,900 SH SOLE 15,900
------------------------------------------------------------------------------------------------------------------------------------
NEXELL THERAPEUTICS COM NEW 65332H203 4 450 SH SOLE 450
------------------------------------------------------------------------------------------------------------------------------------
NEXTCARD INC COM 65332K107 15 1,700 SH SOLE 1,700
------------------------------------------------------------------------------------------------------------------------------------
NEXTEL COMUNICATIONS CL A CL A 65332V103 46,949 1,004,251 SH SOLE 1,004,251
------------------------------------------------------------------------------------------------------------------------------------
NEXTEL PARTNERS INC CL A CL A 65333F107 140 4,800 SH SOLE 4,800
------------------------------------------------------------------------------------------------------------------------------------
NEXTLINK COMMUNICATIONS CL A 65333H707 4,698 133,517 SH SOLE 133,517
------------------------------------------------------------------------------------------------------------------------------------
NEXT LEVEL COMMUNICATIONS COM 65333U104 159 2,400 SH SOLE 2,400
------------------------------------------------------------------------------------------------------------------------------------
NIAGARA MOHAWK HOLDINGS COM 653520106 3,651 231,808 SH SOLE 231,808
------------------------------------------------------------------------------------------------------------------------------------
NICOR INC COM 654086107 2,202 60,855 SH SOLE 60,855
------------------------------------------------------------------------------------------------------------------------------------
NIKE CLASS B CL B 654106103 14,167 353,615 SH SOLE 353,615
------------------------------------------------------------------------------------------------------------------------------------
NIKU CORP. COM 654113109 163 6,692 SH SOLE 6,692
------------------------------------------------------------------------------------------------------------------------------------
99 CENTS ONLY STORES COM 65440K106 3,970 79,100 SH SOLE 79,100
------------------------------------------------------------------------------------------------------------------------------------
NISOURCE INC COM 65473P105 1,592 65,300 SH SOLE 65,300
------------------------------------------------------------------------------------------------------------------------------------
NOBLE AFFILIATES COM 654894104 1,077 29,000 SH SOLE 29,000
------------------------------------------------------------------------------------------------------------------------------------
NOKIA ADR - CLASS A SPONSORED ADR 654902204 1,584 39,788 SH SOLE 39,788
------------------------------------------------------------------------------------------------------------------------------------
NOBLE DRILLING CORP COM 655042109 3,960 78,800 SH SOLE 78,800
------------------------------------------------------------------------------------------------------------------------------------
NORDSON CORP COM 655663102 2,161 76,000 SH SOLE 76,000
------------------------------------------------------------------------------------------------------------------------------------
NORDSTROM CORP COM 655664100 2,672 171,678 SH SOLE 171,678
------------------------------------------------------------------------------------------------------------------------------------
NORFOLK SOUTHERN CORP COM 655844108 6,696 457,832 SH SOLE 457,832
------------------------------------------------------------------------------------------------------------------------------------
NORTEK INC COM 656559101 9 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
NORTEL NETWORKS - FOREIGN COM 656568102 10,799 181,300 SH OTHER (1) - 181,300
------------------------------------------------------------------------------------------------------------------------------------
NORTEL NETWORKS - FOREIGN COM 656568102 130,844 2,196,598 SH SOLE 2,196,598
------------------------------------------------------------------------------------------------------------------------------------
NORTH FORK BANK INC NY COM 659424105 2,217 102,500 SH SOLE 102,500
------------------------------------------------------------------------------------------------------------------------------------
NORTH PITTSBURGH SYS COM 661562108 14 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
NORTHEAST UTILITY COM 664397106 1,872 86,324 SH SOLE 86,324
------------------------------------------------------------------------------------------------------------------------------------
NORTHERN TRUST COM 665859104 26,328 296,234 SH SOLE 296,234
------------------------------------------------------------------------------------------------------------------------------------
NORTHFIELD LABS INC COM 666135108 14 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
NORTHPOINT COMMUNICATIONS COM 666610100 33 3,700 SH SOLE 3,700
------------------------------------------------------------------------------------------------------------------------------------
NORTHROP CORP COM 666807102 8,693 95,659 SH SOLE 95,659
------------------------------------------------------------------------------------------------------------------------------------
NORTHWEST AIRLINES CORP A CL A 667280101 1,088 44,300 SH SOLE 44,300
------------------------------------------------------------------------------------------------------------------------------------
NORTHWEST BANCORP INC COM 667328108 929 110,900 SH SOLE 110,900
------------------------------------------------------------------------------------------------------------------------------------
NORTHWEST NATURAL GAS CO. COM 667655104 1,447 63,600 SH SOLE 63,600
------------------------------------------------------------------------------------------------------------------------------------
NORTHWESTERN CORP COM 668074107 1,141 58,500 SH SOLE 58,500
------------------------------------------------------------------------------------------------------------------------------------
NOVA CORP COM 669784100 651 38,000 SH SOLE 38,000
------------------------------------------------------------------------------------------------------------------------------------
NOVADIGM INC. COM 669937104 711 45,900 SH SOLE 45,900
------------------------------------------------------------------------------------------------------------------------------------
NUANCE COMMUNICATIONS COM 669967101 97 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
NOVELL INC COM 670006105 4,194 422,009 SH SOLE 422,009
------------------------------------------------------------------------------------------------------------------------------------
NOVELLUS SYSTEMS INC COM 670008101 7,869 168,996 SH SOLE 168,996
------------------------------------------------------------------------------------------------------------------------------------
NOVEN PHARMACUTICALS COM 670009109 26 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
NOVOSTE CORP COM 67010C100 38 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
NU SKIN ASIA PACIFIC INC. CL A 67018T105 489 73,800 SH SOLE 73,800
------------------------------------------------------------------------------------------------------------------------------------
Page 37 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
NUCENTRIX BROADBAND NET COM 670198100 5 200 SH SOLE 200
------------------------------------------------------------------------------------------------------------------------------------
NSTAR COM 67019E107 67 1,667 SH SOLE 1,667
------------------------------------------------------------------------------------------------------------------------------------
NUCOR CORPORATION COM 670346105 3,313 109,985 SH SOLE 109,985
------------------------------------------------------------------------------------------------------------------------------------
NUEVO ENERGY CORP. COM 670509108 818 44,500 SH SOLE 44,500
------------------------------------------------------------------------------------------------------------------------------------
NUMERICAL TECHNOLOGIES COM 67053T101 23 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
NVEST L P UNIT LTD PARTN 67065F107 51 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
NVIDIA COMMON STOCK COM 67066G104 147 1,800 SH SOLE 1,800
------------------------------------------------------------------------------------------------------------------------------------
NYFIX INC COM 670712108 2,609 58,300 SH SOLE 58,300
------------------------------------------------------------------------------------------------------------------------------------
OGE ENERGY CORP COM 670837103 1,134 53,200 SH SOLE 53,200
------------------------------------------------------------------------------------------------------------------------------------
OM GROUP INC. COM 670872100 2,644 60,600 SH SOLE 60,600
------------------------------------------------------------------------------------------------------------------------------------
OSI PHARMACEUTICALS COM 671040103 56 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
OTG SOFTWARE INC COM 671059103 29 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
OYO GEOSPACE CORPORATION COM 671074102 8 300 SH SOLE 300
------------------------------------------------------------------------------------------------------------------------------------
OAK TECHNOLOGY INC COM 671802106 41 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
OAKLEY INC COM 673662102 2,810 160,000 SH SOLE 160,000
------------------------------------------------------------------------------------------------------------------------------------
OBJECTIVE SYST. INTEGR. COM 674424106 8 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
OCCIDENTAL PETRO CORP COM 674599105 3,499 160,400 SH OTHER (1) - 160,400
------------------------------------------------------------------------------------------------------------------------------------
OCCIDENTAL PETRO CORP COM 674599105 10,416 477,520 SH SOLE 477,520
------------------------------------------------------------------------------------------------------------------------------------
OCEAN ENERGY INC. COM 67481E106 1,621 105,000 SH SOLE 105,000
------------------------------------------------------------------------------------------------------------------------------------
OCEANEERING INTL INC. COM 675232102 88 5,300 SH SOLE 5,300
------------------------------------------------------------------------------------------------------------------------------------
OCEANFIRST FINANCIAL CORP COM 675234108 8 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
OCULAR SCIENCES COM 675744106 640 53,300 SH SOLE 53,300
------------------------------------------------------------------------------------------------------------------------------------
OCWEN FINANCIAL CORP COM 675746101 848 144,320 SH SOLE 144,320
------------------------------------------------------------------------------------------------------------------------------------
OFFICE DEPOT COM 676220106 3,303 422,833 SH SOLE 422,833
------------------------------------------------------------------------------------------------------------------------------------
OFFICEMAX INCORPORATED COM 67622M108 934 262,200 SH SOLE 262,200
------------------------------------------------------------------------------------------------------------------------------------
OFFSHORE LOGISTICS COM 676255102 84 4,700 SH SOLE 4,700
------------------------------------------------------------------------------------------------------------------------------------
OGDEN CORP COM 676346109 1,565 115,400 SH SOLE 115,400
------------------------------------------------------------------------------------------------------------------------------------
OHIO CASUALTY CORP COM 677240103 891 140,400 SH SOLE 140,400
------------------------------------------------------------------------------------------------------------------------------------
OIL DRI CORP OF AMERICA COM 677864100 4 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
OLD DOMINION FREIGHT COM 679580100 12 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
OLD KENT FINANCIAL CORP COM 679833103 5,271 182,135 SH SOLE 182,135
------------------------------------------------------------------------------------------------------------------------------------
OLD NATL BANCORP COM 680033107 941 31,107 SH SOLE 31,107
------------------------------------------------------------------------------------------------------------------------------------
OLD REPUBLIC INTL CORP COM 680223104 1,691 70,275 SH SOLE 70,275
------------------------------------------------------------------------------------------------------------------------------------
OLIN CORP COM 680665205 1,693 104,600 SH SOLE 104,600
------------------------------------------------------------------------------------------------------------------------------------
OMNICARE INC COM 681904108 650 40,300 SH SOLE 40,300
------------------------------------------------------------------------------------------------------------------------------------
OMNICOM GROUP COM 681919106 16,813 230,506 SH SOLE 230,506
------------------------------------------------------------------------------------------------------------------------------------
OMEGA HEALTHCARE (REIT) COM 681936100 6 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
1-800 CONTACTS INC COM 681977104 14 300 SH SOLE 300
------------------------------------------------------------------------------------------------------------------------------------
OMEGA FINL CORP COM 682092101 15 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
OMNIVISION TECHNOLOGIES COM 682128103 22 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
OMNOVA SOLUTIONS INC COM 682129101 45 8,100 SH SOLE 8,100
------------------------------------------------------------------------------------------------------------------------------------
ON ASSIGNMENT INC. COM 682159108 1,704 54,300 SH SOLE 54,300
------------------------------------------------------------------------------------------------------------------------------------
ON COMMAND CORPORATION COM 682160106 11 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
1-800-FLOWERS.COM INC. CL A 68243Q106 6 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
ONIEDA LIMITED COM 682505102 530 38,200 SH SOLE 38,200
------------------------------------------------------------------------------------------------------------------------------------
ONEOK INCORPORATED COM 682680103 3,551 89,325 SH SOLE 89,325
------------------------------------------------------------------------------------------------------------------------------------
ONYX PHARM. INC. COM 683399109 30 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
ONYX SOFTWARE CORP COM 683402101 29 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
OPEN TV CORP CL. A CL A G67543101 19 578 SH SOLE 578
------------------------------------------------------------------------------------------------------------------------------------
OPEN MARKET COM 68370M100 138 21,900 SH SOLE 21,900
------------------------------------------------------------------------------------------------------------------------------------
OPNET TECHNOLOGIES COM 683757108 18 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
OPTICAL CABLE COM 683827109 3,241 132,950 SH SOLE 132,950
------------------------------------------------------------------------------------------------------------------------------------
ORACLE CORPORATION COM 68389X105 8,529 108,300 SH OTHER (1) - 108,300
------------------------------------------------------------------------------------------------------------------------------------
ORACLE CORPORATION COM 68389X105 293,049 3,721,152 SH SOLE 3,721,152
------------------------------------------------------------------------------------------------------------------------------------
ORATEC INTERVENTIONS COM 68554M108 7 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
ORBITAL SCIENCES CORP COM 685564106 786 93,800 SH SOLE 93,800
------------------------------------------------------------------------------------------------------------------------------------
ORCHID BIOSCIENCES COM 68571P100 31 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
Page 38 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
ORGANOGENESIS COM 685906109 22 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
O'REILLY AUTOMOTIVE INC COM 686091109 569 38,900 SH SOLE 38,900
------------------------------------------------------------------------------------------------------------------------------------
ORGANIC INC. COM 68617E101 15 3,400 SH SOLE 3,400
------------------------------------------------------------------------------------------------------------------------------------
ORIENTAL FINANCIAL GROUP COM 68618W100 8 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
ORTHODONTIC CENTERS OF AM COM 68750P103 3,788 113,700 SH SOLE 113,700
------------------------------------------------------------------------------------------------------------------------------------
ORTHALLIANCE INC. CL A 687913103 13 2,100 SH SOLE 2,100
------------------------------------------------------------------------------------------------------------------------------------
OSHKOSH B'GOSH INC. CL A CL A 688222207 11 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
OSHKOSH TRUCK CORP COM 688239201 1,633 42,150 SH SOLE 42,150
------------------------------------------------------------------------------------------------------------------------------------
OSICOM TECHNOLOGIES COM PAR $0.30 688271501 7 300 SH SOLE 300
------------------------------------------------------------------------------------------------------------------------------------
OSTEOTECH INC STK COM 688582105 32 3,300 SH SOLE 3,300
------------------------------------------------------------------------------------------------------------------------------------
OTTER TAIL POWER CO COM 689648103 1,277 55,200 SH SOLE 55,200
------------------------------------------------------------------------------------------------------------------------------------
OUTBACK STEAKHOUSE INC COM 689899102 1,328 48,975 SH SOLE 48,975
------------------------------------------------------------------------------------------------------------------------------------
OVERSEAS SHIPHOLDING COM 690368105 2,165 79,100 SH SOLE 79,100
------------------------------------------------------------------------------------------------------------------------------------
OWENS AND MINOR INC HLDG COM 690732102 1,315 83,500 SH SOLE 83,500
------------------------------------------------------------------------------------------------------------------------------------
OWENS CORNING COM 69073F103 289 110,000 SH SOLE 110,000
------------------------------------------------------------------------------------------------------------------------------------
OWENS-ILLINOIS INC COM 690768403 1,790 193,467 SH SOLE 193,467
------------------------------------------------------------------------------------------------------------------------------------
OXFORD HEALTH PLANS COM 691471106 1,867 60,735 SH SOLE 60,735
------------------------------------------------------------------------------------------------------------------------------------
OXFORD INDUSTRIES INC COM 691497309 27 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
OXIGENE INC COM 691828107 9 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
PBOC HOLDINGS INC. COM 69316G108 13 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
PC CONNECTION INC. COM 69318J100 3,229 56,650 SH SOLE 56,650
------------------------------------------------------------------------------------------------------------------------------------
PC-TEL INC. COM 69325Q105 12 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
P-COM INC. COM 693262107 1,185 178,800 SH SOLE 178,800
------------------------------------------------------------------------------------------------------------------------------------
PECO ENERGY COMPANY COM 693304107 14,278 235,760 SH SOLE 235,760
------------------------------------------------------------------------------------------------------------------------------------
PG&E CORP COM 69331C108 12,092 499,921 SH SOLE 499,921
------------------------------------------------------------------------------------------------------------------------------------
PFF BANCORP INC COM 69331W104 681 31,300 SH SOLE 31,300
------------------------------------------------------------------------------------------------------------------------------------
PE CORP-PE BIOSYSTEMS GRP COM PE BIO GRP 69332S102 32,213 276,503 SH SOLE 276,503
------------------------------------------------------------------------------------------------------------------------------------
PE CORP-CELERA GENOMICS CELERA GEN GRP 69332S201 418 4,200 SH SOLE 4,200
------------------------------------------------------------------------------------------------------------------------------------
PICO HOLDINGS COM NEW 693366205 13 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
PLX TECHNOLOGY INC COM 693417107 22 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
PMC COML TR SH BEN INT 693434102 10 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
PMC-SIERRA INC. COM 69344F106 386 1,792 SH SOLE 1,792
------------------------------------------------------------------------------------------------------------------------------------
THE PMI GROUP INC COM 69344M101 1,854 27,370 SH SOLE 27,370
------------------------------------------------------------------------------------------------------------------------------------
PNC BANK CORP COM 693475105 1,294 19,900 SH OTHER (1) - 19,900
------------------------------------------------------------------------------------------------------------------------------------
PNC BANK CORP COM 693475105 25,175 387,303 SH SOLE 387,303
------------------------------------------------------------------------------------------------------------------------------------
PPG INDUS INC COM 693506107 9,123 229,877 SH SOLE 229,877
------------------------------------------------------------------------------------------------------------------------------------
PPL CORPORATION COM 69351T106 8,159 195,432 SH SOLE 195,432
------------------------------------------------------------------------------------------------------------------------------------
PRI AUTOMATION COM 69357H106 979 53,640 SH SOLE 53,640
------------------------------------------------------------------------------------------------------------------------------------
PS BUSINESS PARKS INC./CA COM 69360J107 14 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
PSS WORLD MEDICAL INC COM 69366A100 514 141,800 SH SOLE 141,800
------------------------------------------------------------------------------------------------------------------------------------
PTEK HOLDINGS INC COM 69366M104 342 110,700 SH SOLE 110,700
------------------------------------------------------------------------------------------------------------------------------------
PACCAR INC COM 693718108 3,731 100,674 SH SOLE 100,674
------------------------------------------------------------------------------------------------------------------------------------
PAC-WEST TELECOMM INC COM 69371Y101 10 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
PACIFIC CAPITAL COM 69404P101 1,522 56,900 SH SOLE 56,900
------------------------------------------------------------------------------------------------------------------------------------
PACIFIC CENTURY FINANCIAL COM 694058108 864 50,450 SH SOLE 50,450
------------------------------------------------------------------------------------------------------------------------------------
PACIFIC GATEWAY EXCHANGE COM 694327107 65 41,800 SH SOLE 41,800
------------------------------------------------------------------------------------------------------------------------------------
PACIFIC GULF PROP (REIT) COM 694396102 187 7,000 SH SOLE 7,000
------------------------------------------------------------------------------------------------------------------------------------
PACIFIC NORTHWEST BANCORP COM 69466M103 472 36,500 SH SOLE 36,500
------------------------------------------------------------------------------------------------------------------------------------
PACIFIC SUNWEAR OF CA. COM 694873100 1,514 80,725 SH SOLE 80,725
------------------------------------------------------------------------------------------------------------------------------------
PACIFICARE HEALTH SYSTEMS COM 695112102 1,060 30,439 SH SOLE 30,439
------------------------------------------------------------------------------------------------------------------------------------
PACKAGING CORP OF AMERICA COM 695156109 30 2,700 SH SOLE 2,700
------------------------------------------------------------------------------------------------------------------------------------
PACKETEER INC COM 695210104 27 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
PACTIV CORPORATION COM 695257105 1,437 128,455 SH SOLE 128,455
------------------------------------------------------------------------------------------------------------------------------------
PAINE WEBBER GROUP INC COM 695629105 13,453 197,473 SH SOLE 197,473
------------------------------------------------------------------------------------------------------------------------------------
PALL CORP COM 696429307 3,275 164,243 SH SOLE 164,243
------------------------------------------------------------------------------------------------------------------------------------
PALM HARBOR HOMES INC COM 696639103 729 52,987 SH SOLE 52,987
------------------------------------------------------------------------------------------------------------------------------------
PALM COM 696642107 38,682 730,694 SH SOLE 730,694
------------------------------------------------------------------------------------------------------------------------------------
Page 39 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
PANAMSAT CORP COM 697933109 1,424 44,600 SH SOLE 44,600
------------------------------------------------------------------------------------------------------------------------------------
PAN PACIFIC RETAIL PROP. COM 69806L104 18 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
PANERA BREAD COMPANY CL A CL A 69840W108 48 2,300 SH SOLE 2,300
------------------------------------------------------------------------------------------------------------------------------------
PAPA JOHN'S INT'L INC COM 698813102 1,479 59,000 SH SOLE 59,000
------------------------------------------------------------------------------------------------------------------------------------
PARADYNE NETWORKS INC COM 69911G107 5 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
PARAMETRIC TECH COM 699173100 3,864 353,251 SH SOLE 353,251
------------------------------------------------------------------------------------------------------------------------------------
PAREXEL INTERNATIONAL CO COM 699462107 56 6,600 SH SOLE 6,600
------------------------------------------------------------------------------------------------------------------------------------
PARK ELECTROCHEMICAL COM 700416209 1,480 26,600 SH SOLE 26,600
------------------------------------------------------------------------------------------------------------------------------------
PARK NATIONAL CORPORATION COM 700658107 2,470 25,725 SH SOLE 25,725
------------------------------------------------------------------------------------------------------------------------------------
PARK OHIO HOLDINGS CORP COM 700666100 9 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
PARK PLACE ENTERTAINMENT COM 700690100 130 8,600 SH SOLE 8,600
------------------------------------------------------------------------------------------------------------------------------------
PARKER DRILLING CO. COM 701081101 1,253 179,000 SH SOLE 179,000
------------------------------------------------------------------------------------------------------------------------------------
PARKER HANNIFIN CORP COM 701094104 5,065 150,088 SH SOLE 150,088
------------------------------------------------------------------------------------------------------------------------------------
PARKERVISION INC COM 701354102 19 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
PARKWAY PROPERTIES REIT COM 70159Q104 15 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
PATINA OIL & GAS CO COM 703224105 96 4,800 SH SOLE 4,800
------------------------------------------------------------------------------------------------------------------------------------
PATTERSON DENTAL COMPANY COM 703412106 873 38,800 SH SOLE 38,800
------------------------------------------------------------------------------------------------------------------------------------
PATTERSON ENERGY COM 703414102 2,647 77,000 SH SOLE 77,000
------------------------------------------------------------------------------------------------------------------------------------
PAXAR CORPORATION COM 704227107 1,021 114,235 SH SOLE 114,235
------------------------------------------------------------------------------------------------------------------------------------
PAXSON COMMUNICATIONS COM 704231109 1,471 127,900 SH SOLE 127,900
------------------------------------------------------------------------------------------------------------------------------------
PAYCHEX INCORPORATED COM 704326107 25,593 487,491 SH SOLE 487,491
------------------------------------------------------------------------------------------------------------------------------------
PAYLESS SHOESOURCE INC COM 704379106 751 13,416 SH SOLE 13,416
------------------------------------------------------------------------------------------------------------------------------------
PEDIATRIX MEDICAL GROUP COM 705324101 67 5,200 SH SOLE 5,200
------------------------------------------------------------------------------------------------------------------------------------
PEGASUS COMMUNICATIONS CL A 705904100 5,169 107,000 SH SOLE 107,000
------------------------------------------------------------------------------------------------------------------------------------
PEGASUS SOLUTIONS INC. COM 705906105 1,212 61,950 SH SOLE 61,950
------------------------------------------------------------------------------------------------------------------------------------
PENFORD COM 707051108 42 2,700 SH SOLE 2,700
------------------------------------------------------------------------------------------------------------------------------------
PENN-AMER GROUP INC COM 707247102 7 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
PENN ENGINEERING & MFG COM NON VTG 707389300 16 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
PENN TREATY AMERICAN CORP COM 707874103 18 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
PENN VIRGINIA CORP COM 707882106 10 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
PENNACO ENERGY INC COM 708046107 10 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
PENNEY J C INC COM 708160106 4,034 341,523 SH SOLE 341,523
------------------------------------------------------------------------------------------------------------------------------------
PENNZOIL-QUAKER STATE COM 709323109 1,925 183,300 SH SOLE 183,300
------------------------------------------------------------------------------------------------------------------------------------
PENTAIR COM 709631105 738 27,600 SH SOLE 27,600
------------------------------------------------------------------------------------------------------------------------------------
PENTON MEDIA INC COM 709668107 2,200 80,000 SH SOLE 80,000
------------------------------------------------------------------------------------------------------------------------------------
PENWEST PHARM CO COM 709754105 15 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
PEOPLEPC INC COM 709776108 18 3,000 SH SOLE 3,000
------------------------------------------------------------------------------------------------------------------------------------
PEOPLES BK BRIDGEPORT COM 710198102 832 39,500 SH SOLE 39,500
------------------------------------------------------------------------------------------------------------------------------------
PEOPLES ENERGY CORP COM 711030106 1,539 46,114 SH SOLE 46,114
------------------------------------------------------------------------------------------------------------------------------------
PEOPLES HLDG CO COM 711148106 10 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
PEOPLESOFT INC COM 712713106 10,145 363,112 SH SOLE 363,112
------------------------------------------------------------------------------------------------------------------------------------
PEP BOYS INC COM 713278109 670 134,000 SH SOLE 134,000
------------------------------------------------------------------------------------------------------------------------------------
PEPSI BOTTLING GROUP COM 713409100 126 4,200 SH SOLE 4,200
------------------------------------------------------------------------------------------------------------------------------------
PEPSICO INC COM 713448108 86,358 1,877,351 SH SOLE 1,877,351
------------------------------------------------------------------------------------------------------------------------------------
PEREGRINE SYSTEMS COM 71366Q101 1,532 80,900 SH SOLE 80,900
------------------------------------------------------------------------------------------------------------------------------------
PERFORMANCE FOOD CORP. COM 713755106 1,339 35,600 SH SOLE 35,600
------------------------------------------------------------------------------------------------------------------------------------
PERFORMANCE TECH. INC. COM 71376K102 8 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
PERICOM SEMICONDUCTORS COM 713831105 23 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
PERKINELMER INC COM 714046109 6,981 66,887 SH SOLE 66,887
------------------------------------------------------------------------------------------------------------------------------------
PEROT SYSTEMS CORP CL A 714265105 26 2,400 SH SOLE 2,400
------------------------------------------------------------------------------------------------------------------------------------
PERRIGO CO COM 714290103 1,169 170,800 SH SOLE 170,800
------------------------------------------------------------------------------------------------------------------------------------
PERSISTENCE SOFTWARE INC COM 715329108 8 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
INDONESIA SATELLITE-ADR SPONSORED ADR 715680104 150 18,800 SH SOLE 18,800
------------------------------------------------------------------------------------------------------------------------------------
PETCO ANIMAL SUPPLIES INC COM 716016100 24 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
PETSMART INCORPORATED COM 716768106 1,203 256,700 SH SOLE 256,700
------------------------------------------------------------------------------------------------------------------------------------
PHARMACYCLICS INC. COM 716933106 1,856 37,400 SH SOLE 37,400
------------------------------------------------------------------------------------------------------------------------------------
PFIZER INC COM 717081103 373,359 8,308,441 SH SOLE 8,308,441
------------------------------------------------------------------------------------------------------------------------------------
Page 40 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
PHARMACEUTICAL PRODUCT COM 717124101 1,700 64,000 SH SOLE 64,000
------------------------------------------------------------------------------------------------------------------------------------
PHARMACOPEIA INC COM 71713B104 1,385 54,300 SH SOLE 54,300
------------------------------------------------------------------------------------------------------------------------------------
PHARMACIA CORPORATION COM 71713U102 104,158 1,730,548 SH SOLE 1,730,548
------------------------------------------------------------------------------------------------------------------------------------
PHELPS DODGE CORP COM 717265102 4,415 105,758 SH SOLE 105,758
------------------------------------------------------------------------------------------------------------------------------------
PHILADELPHIA SUBUR CORP COM 718009608 2,398 103,400 SH SOLE 103,400
------------------------------------------------------------------------------------------------------------------------------------
PHILIP MORRIS COS INC COM 718154107 88,268 2,998,394 SH SOLE 2,998,394
------------------------------------------------------------------------------------------------------------------------------------
PHILLIPS PETRO CO COM 718507106 21,256 338,744 SH SOLE 338,744
------------------------------------------------------------------------------------------------------------------------------------
PHILLIPS-VAN HEUSEN COM 718592108 55 5,300 SH SOLE 5,300
------------------------------------------------------------------------------------------------------------------------------------
PHOENIX INV PARTNERS COM 719085102 1,601 103,300 SH SOLE 103,300
------------------------------------------------------------------------------------------------------------------------------------
PHOENIX TECHNOLOGIES COM 719153108 1,053 66,100 SH SOLE 66,100
------------------------------------------------------------------------------------------------------------------------------------
PHONE.COM INC COM 71920Q100 261 2,300 SH SOLE 2,300
------------------------------------------------------------------------------------------------------------------------------------
PHOTON DYNAMICS INC. COM 719364101 15 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
PHOTRONICS INC COM 719405102 1,579 72,400 SH SOLE 72,400
------------------------------------------------------------------------------------------------------------------------------------
PIEDMONT NATURAL GAS CO. COM 720186105 2,459 80,300 SH SOLE 80,300
------------------------------------------------------------------------------------------------------------------------------------
PIER 1 IMPORTS INC GA COM 720279108 3,334 245,800 SH SOLE 245,800
------------------------------------------------------------------------------------------------------------------------------------
PILGRIMS PRIDE COM 721467108 10 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
PILOT NETWORK SREVICES COM 721596104 7 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
PINNACLE ENTERTAINMENT COM 723456109 122 5,600 SH SOLE 5,600
------------------------------------------------------------------------------------------------------------------------------------
PINNACLE HOLDINGS INC COM 72346N101 91 3,400 SH SOLE 3,400
------------------------------------------------------------------------------------------------------------------------------------
PINNACLE SYSTEMS INC COM 723481107 1,307 116,200 SH SOLE 116,200
------------------------------------------------------------------------------------------------------------------------------------
PINNACLE WEST CAPITAL COM 723484101 5,744 112,898 SH SOLE 112,898
------------------------------------------------------------------------------------------------------------------------------------
PIONEER GROUP INC COM 723684106 2,775 63,120 SH SOLE 63,120
------------------------------------------------------------------------------------------------------------------------------------
PIONEER NATURAL RESOURCES COM 723787107 3,290 231,900 SH SOLE 231,900
------------------------------------------------------------------------------------------------------------------------------------
PIONEER STANDARD ELECT COM 723877106 937 69,100 SH SOLE 69,100
------------------------------------------------------------------------------------------------------------------------------------
PITNEY BOWES INC COM 724479100 13,405 339,896 SH SOLE 339,896
------------------------------------------------------------------------------------------------------------------------------------
PITT-DES MOINES INC. COM 724508106 15 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
PITTSTON BRINKS GROUP COM 725701106 1,872 120,800 SH SOLE 120,800
------------------------------------------------------------------------------------------------------------------------------------
PIXAR INC. COM 725811103 752 23,400 SH SOLE 23,400
------------------------------------------------------------------------------------------------------------------------------------
PIVOTAL CORP COM 72581R106 32 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
PLACER DOME INC ADR COM 725906101 2,266 240,076 SH SOLE 240,076
------------------------------------------------------------------------------------------------------------------------------------
PLAINS ALL AMERN PIP UNIT LTD PARTN 726503105 19 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
PLAINS RESOURCES INC COM PAR $0.10 726540503 19 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
PLANTRONICS COM 727493108 4,374 115,100 SH SOLE 115,100
------------------------------------------------------------------------------------------------------------------------------------
PLAYBOY ENTERPRISES INC CL B 728117300 10 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
PLAYTEX PRODUCTS INC. COM 72813P100 1,669 141,300 SH SOLE 141,300
------------------------------------------------------------------------------------------------------------------------------------
PLEXUS CORPORATION COM 729132100 6,063 86,000 SH SOLE 86,000
------------------------------------------------------------------------------------------------------------------------------------
POWER PLUG INC. COM 72919P103 48 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
POGO PRODUCING COMPANY COM 730448107 2,390 94,200 SH SOLE 94,200
------------------------------------------------------------------------------------------------------------------------------------
POLARIS INDUSTRIES INC COM 731068102 1,967 55,800 SH SOLE 55,800
------------------------------------------------------------------------------------------------------------------------------------
POLAROID CORP COM 731095105 1,880 139,936 SH SOLE 139,936
------------------------------------------------------------------------------------------------------------------------------------
RALPH LAUREN CL A 731572103 1,163 72,100 SH SOLE 72,100
------------------------------------------------------------------------------------------------------------------------------------
POLYCOM INCORPORATED COM 73172K104 2,639 39,400 SH SOLE 39,400
------------------------------------------------------------------------------------------------------------------------------------
POLYMEDICA CORPORATION COM 731738100 129 3,000 SH SOLE 3,000
------------------------------------------------------------------------------------------------------------------------------------
POLYMER GROUP INC. COM 731745105 10 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
POLYONE CORP - W/I COM 73179P106 1,763 241,100 SH SOLE 241,100
------------------------------------------------------------------------------------------------------------------------------------
POMEROY COMPUTER COM 731822102 21 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
POPE & TALBOT INC COM 732827100 49 3,400 SH SOLE 3,400
------------------------------------------------------------------------------------------------------------------------------------
POPULAR INC. COM 733174106 108 4,000 SH SOLE 4,000
------------------------------------------------------------------------------------------------------------------------------------
PORTAL SOFTWARE COM 736126103 188 4,700 SH SOLE 4,700
------------------------------------------------------------------------------------------------------------------------------------
POST PROPERTIES INC(REIT) COM 737464107 52 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
POTLATCH CORP COM 737628107 958 30,293 SH SOLE 30,293
------------------------------------------------------------------------------------------------------------------------------------
POTOMAC ELECTRIC POWER COM 737679100 1,834 72,800 SH SOLE 72,800
------------------------------------------------------------------------------------------------------------------------------------
POWELL INDUSTRIES COM 739128106 24 2,000 SH SOLE 2,000
------------------------------------------------------------------------------------------------------------------------------------
POWER INTEGRATION COM 739276103 881 63,200 SH SOLE 63,200
------------------------------------------------------------------------------------------------------------------------------------
POWER-ONE INCORPORATED COM 739308104 10,562 174,536 SH SOLE 174,536
------------------------------------------------------------------------------------------------------------------------------------
POWERWAVE TECH COM 739363109 1,014 26,700 SH SOLE 26,700
------------------------------------------------------------------------------------------------------------------------------------
POWERTEL INCORPORATED COM 73936C109 1,588 20,872 SH SOLE 20,872
------------------------------------------------------------------------------------------------------------------------------------
Page 41 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
PRAECIS PHARM INC COM 739421105 51 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
PRAXAIR INC COM 74005P104 7,778 208,115 SH SOLE 208,115
------------------------------------------------------------------------------------------------------------------------------------
PRE PAID LEGAL COM 740065107 1,706 52,800 SH SOLE 52,800
------------------------------------------------------------------------------------------------------------------------------------
PRECISE SOFTWARE ORD M41450103 26 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
PRECISION CASTPARTS CORP COM 740189105 4,452 116,000 SH SOLE 116,000
------------------------------------------------------------------------------------------------------------------------------------
PREDICTIVE SYSTEMS COM 74036W102 19 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
PREMIER NATIONAL BANCORP COM 74053F107 13 620 SH SOLE 620
------------------------------------------------------------------------------------------------------------------------------------
PRENTISS PROP TRUST REIT SH BEN INT 740706106 21 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
PRESIDENTIAL LIFE CORP COM 740884101 1,050 70,300 SH SOLE 70,300
------------------------------------------------------------------------------------------------------------------------------------
PRESSTEK INC. COM 741113104 1,452 75,700 SH SOLE 75,700
------------------------------------------------------------------------------------------------------------------------------------
PREVIEW SYSTEMS INC COM 741379101 4 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
PRICE COMMUNICATIONS COM NEW 741437305 533 27,255 SH SOLE 27,255
------------------------------------------------------------------------------------------------------------------------------------
PRICE T. ROWE & ASSOC INC COM 741477103 7,432 158,339 SH SOLE 158,339
------------------------------------------------------------------------------------------------------------------------------------
PRICELINE.COM INC COM 741503106 57 4,800 SH SOLE 4,800
------------------------------------------------------------------------------------------------------------------------------------
PRICESMART INC COM 741511109 8 200 SH SOLE 200
------------------------------------------------------------------------------------------------------------------------------------
PRIMEDIA INC COM 74157K101 1,495 91,300 SH SOLE 91,300
------------------------------------------------------------------------------------------------------------------------------------
PRIMEX TECHNOLOGIES INC. COM 741597108 15 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
PRIMUS KNOWLEDGE SOLUTION COM 74163Q100 10 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
PRIMA ENERGY CORP COM PAR $0.015 741901201 56 1,050 SH SOLE 1,050
------------------------------------------------------------------------------------------------------------------------------------
PRIME HOSPITALITY CORP COM 741917108 1,149 113,500 SH SOLE 113,500
------------------------------------------------------------------------------------------------------------------------------------
PRIMUS TELECOMM GROUP COM 741929103 772 81,300 SH SOLE 81,300
------------------------------------------------------------------------------------------------------------------------------------
PRIDE INTERNATIONAL INC COM 741932107 4,410 166,400 SH SOLE 166,400
------------------------------------------------------------------------------------------------------------------------------------
PRINTRONIX INC COM 742578107 6 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
PRIORITY HLTHCARE CORP B CL B 74264T102 4,066 53,327 SH SOLE 53,327
------------------------------------------------------------------------------------------------------------------------------------
PROBUSINESS SERVICES INC COM 742674104 1,649 54,500 SH SOLE 54,500
------------------------------------------------------------------------------------------------------------------------------------
PROCOM TECHNOLOGY INC COM 74270W107 789 26,700 SH SOLE 26,700
------------------------------------------------------------------------------------------------------------------------------------
PROCTER & GAMBLE CO COM 742718109 115,523 1,724,223 SH SOLE 1,724,223
------------------------------------------------------------------------------------------------------------------------------------
PRODIGY COMM. CL A CL A 74283P206 8 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
PROFFESSIONALS INS COM 742954100 12 520 SH SOLE 520
------------------------------------------------------------------------------------------------------------------------------------
PROFESSIONAL DETAILING COM 74312N107 23 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
PROFIT RECOVERY GRP COM 743168106 367 37,200 SH SOLE 37,200
------------------------------------------------------------------------------------------------------------------------------------
PROGENICS PHARMACEUTICALS COM 743187106 8 300 SH SOLE 300
------------------------------------------------------------------------------------------------------------------------------------
PROGRESS SOFTWARE CORP COM 743312100 1,134 83,200 SH SOLE 83,200
------------------------------------------------------------------------------------------------------------------------------------
PROGRESSIVE CORP COM 743315103 7,838 95,736 SH SOLE 95,736
------------------------------------------------------------------------------------------------------------------------------------
PROJECT SOFTWARE & DEVELE COM 74339P101 796 51,200 SH SOLE 51,200
------------------------------------------------------------------------------------------------------------------------------------
PROLOGIS TRUST (REIT) SH BEN INT 743410102 109 4,600 SH SOLE 4,600
------------------------------------------------------------------------------------------------------------------------------------
PROTECTIVE LIFE COM 743674103 1,016 34,000 SH SOLE 34,000
------------------------------------------------------------------------------------------------------------------------------------
PROTEIN DESIGN LABS INC COM 74369L103 12,183 101,100 SH SOLE 101,100
------------------------------------------------------------------------------------------------------------------------------------
PROVANT INCORPORATED COM 743724106 332 47,400 SH SOLE 47,400
------------------------------------------------------------------------------------------------------------------------------------
PROVIDENT BANKSHARES COM 743859100 1,180 70,449 SH SOLE 70,449
------------------------------------------------------------------------------------------------------------------------------------
PROVIDENT FINANCIAL GROUP COM 743866105 599 20,400 SH SOLE 20,400
------------------------------------------------------------------------------------------------------------------------------------
PROVINCE HEALTHCARE CO. COM 743977100 2,834 74,450 SH SOLE 74,450
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN FINANCIAL CORP COM 74406A102 23,699 186,599 SH SOLE 186,599
------------------------------------------------------------------------------------------------------------------------------------
PROXICOM INCORPORATED COM 744282104 29 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
PROXIM CORP COM 744284100 2,688 60,400 SH SOLE 60,400
------------------------------------------------------------------------------------------------------------------------------------
PSINET INC COM 74437C101 858 89,182 SH SOLE 89,182
------------------------------------------------------------------------------------------------------------------------------------
PUBLIC SVC CO OF N MEX COM 744499104 2,409 93,100 SH SOLE 93,100
------------------------------------------------------------------------------------------------------------------------------------
PUBLIC SERVICE ENTERPRISE COM 744573106 3,481 77,900 SH OTHER (1) - 77,900
------------------------------------------------------------------------------------------------------------------------------------
PUBLIC SERVICE ENTERPRISE COM 744573106 12,858 287,739 SH SOLE 287,739
------------------------------------------------------------------------------------------------------------------------------------
PUBLIC STORAGE (REIT) COM 74460D109 81 3,400 SH SOLE 3,400
------------------------------------------------------------------------------------------------------------------------------------
PUERTO RICAN CEMENT CO COM 745075101 13 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
PUGET SOUND ENERGY INC COM 745332106 1,279 50,400 SH SOLE 50,400
------------------------------------------------------------------------------------------------------------------------------------
PULTE CORP COM 745867101 4,106 124,437 SH SOLE 124,437
------------------------------------------------------------------------------------------------------------------------------------
PUMA TECHNOLOGY INC COM 745887109 1,991 98,000 SH SOLE 98,000
------------------------------------------------------------------------------------------------------------------------------------
PURCHASEPRO.COM INC. COM 746144104 83 950 SH SOLE 950
------------------------------------------------------------------------------------------------------------------------------------
PURE RESOURCES INC COM 74622E102 4 172 SH SOLE 172
------------------------------------------------------------------------------------------------------------------------------------
QRS CORPORATION COM 74726X105 571 37,900 SH SOLE 37,900
------------------------------------------------------------------------------------------------------------------------------------
Page 42 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
QLOGIC COM 747277101 4,552 51,722 SH SOLE 51,722
------------------------------------------------------------------------------------------------------------------------------------
QUAKER CHEM CORP COM 747316107 36 2,100 SH SOLE 2,100
------------------------------------------------------------------------------------------------------------------------------------
QUAKER CITY BANCORP COM 74731K106 10 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
QUAKER OATS COMPANY COM 747402105 3,125 39,500 SH OTHER (1) - 39,500
------------------------------------------------------------------------------------------------------------------------------------
QUAKER OATS COMPANY COM 747402105 13,581 171,636 SH SOLE 171,636
------------------------------------------------------------------------------------------------------------------------------------
QUALCOMM COM 747525103 69,329 973,001 SH SOLE 973,001
------------------------------------------------------------------------------------------------------------------------------------
QUANEX CORP COM 747620102 67 3,500 SH SOLE 3,500
------------------------------------------------------------------------------------------------------------------------------------
QUANTA SERVICES INC COM COM 74762E102 4,135 150,350 SH SOLE 150,350
------------------------------------------------------------------------------------------------------------------------------------
QUANTUM CORP-DLT&STORAGE COM DSSG 747906204 71 4,700 SH SOLE 4,700
------------------------------------------------------------------------------------------------------------------------------------
QUANTUM CORP-HARD DISK COM HDDG 747906303 331 33,264 SH SOLE 33,264
------------------------------------------------------------------------------------------------------------------------------------
QUEENS COUNTY BANCORP COM 748242104 1,514 52,430 SH SOLE 52,430
------------------------------------------------------------------------------------------------------------------------------------
QUEST DIAGNOSTIC COM 74834L100 12,278 107,000 SH SOLE 107,000
------------------------------------------------------------------------------------------------------------------------------------
QUEST SOFTWARE INC. COM 74834T103 155 2,500 SH SOLE 2,500
------------------------------------------------------------------------------------------------------------------------------------
QUESTAR CORP COM 748356102 1,054 37,900 SH SOLE 37,900
------------------------------------------------------------------------------------------------------------------------------------
QUICKLOGIC COM 74837P108 7 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
QUIKSILVER INC COM 74838C106 1,096 56,950 SH SOLE 56,950
------------------------------------------------------------------------------------------------------------------------------------
QUINENCO ADR SPONSORED ADR 748718103 433 50,206 SH SOLE 50,206
------------------------------------------------------------------------------------------------------------------------------------
QUINTILES TRANSNATL COM 748767100 2,244 140,793 SH SOLE 140,793
------------------------------------------------------------------------------------------------------------------------------------
QUINTUS CORP COM 748798105 13 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
QUIXOTE CORPORATION COM 749056107 13 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
QUOKKA SPORTS COM 749077103 6 1,600 SH SOLE 1,600
------------------------------------------------------------------------------------------------------------------------------------
QUORUM HEALTH GROUP COM 749084109 2,331 179,290 SH SOLE 179,290
------------------------------------------------------------------------------------------------------------------------------------
QWEST COMMUNICATIONS COM 749121109 105,007 2,184,811 SH SOLE 2,184,811
------------------------------------------------------------------------------------------------------------------------------------
R&B FALCON CORPORATION COM 74912E101 3,080 110,500 SH SOLE 110,500
------------------------------------------------------------------------------------------------------------------------------------
RCN CORPORTION COM 749361101 938 45,200 SH SOLE 45,200
------------------------------------------------------------------------------------------------------------------------------------
RFS HOTEL INVESTOR (REIT) COM 74955J108 14 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
RH DONNELLEY CORP COM NEW 74955W307 1,576 74,600 SH SOLE 74,600
------------------------------------------------------------------------------------------------------------------------------------
RGS ENERGY GROUP INC COM 74956K104 2,311 87,700 SH SOLE 87,700
------------------------------------------------------------------------------------------------------------------------------------
RLI CORPORATION COM 749607107 963 24,975 SH SOLE 24,975
------------------------------------------------------------------------------------------------------------------------------------
RPM INC COM 749685103 428 47,243 SH SOLE 47,243
------------------------------------------------------------------------------------------------------------------------------------
RSA SECURITY INC COM 749719100 850 19,700 SH SOLE 19,700
------------------------------------------------------------------------------------------------------------------------------------
RTI INTERNATIONAL METALS COM 74973W107 56 3,900 SH SOLE 3,900
------------------------------------------------------------------------------------------------------------------------------------
RF MICRO DEVICES INC COM 749941100 3,021 94,400 SH SOLE 94,400
------------------------------------------------------------------------------------------------------------------------------------
RADIAN GROUP INC COM 750236101 1,975 29,259 SH SOLE 29,259
------------------------------------------------------------------------------------------------------------------------------------
RADIANT SYSTEMS INC. COM 75025N102 1,366 63,900 SH SOLE 63,900
------------------------------------------------------------------------------------------------------------------------------------
RADIO ONE INC CL A 75040P108 5 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
RADIO ONE INC-CL D CL D NON VTG 75040P405 8 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
RADIO UNICA COMMUNICATION COM 75040Q106 5 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
RADIOSHACK CORP. COM 750438103 16,117 249,387 SH SOLE 249,387
------------------------------------------------------------------------------------------------------------------------------------
RADISYS CORP COM 750459109 2,038 40,300 SH SOLE 40,300
------------------------------------------------------------------------------------------------------------------------------------
RAILAMERICA INC. COM 750753105 7 866 SH SOLE 866
------------------------------------------------------------------------------------------------------------------------------------
RAMBUS INC. COM 750917106 4,397 55,700 SH SOLE 55,700
------------------------------------------------------------------------------------------------------------------------------------
RALCORP HOLDINGS INC COM 751028101 1,067 75,566 SH SOLE 75,566
------------------------------------------------------------------------------------------------------------------------------------
RALSTON PURINA GROUP COM 751277302 9,551 403,220 SH SOLE 403,220
------------------------------------------------------------------------------------------------------------------------------------
RAMP NETWORKS INC COM 751567108 3 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
RARE HOSPITALITY INTL. COM 753820109 21 1,050 SH SOLE 1,050
------------------------------------------------------------------------------------------------------------------------------------
RARE MEDIUM GROUP COM 75382N109 197 26,500 SH SOLE 26,500
------------------------------------------------------------------------------------------------------------------------------------
RATIONAL SOFTWARE CORP COM 75409P202 7,541 108,700 SH SOLE 108,700
------------------------------------------------------------------------------------------------------------------------------------
RAYMOND JAMES FIN CORP COM 754730109 3,850 116,900 SH SOLE 116,900
------------------------------------------------------------------------------------------------------------------------------------
RAYONIER INC COM 754907103 527 14,675 SH SOLE 14,675
------------------------------------------------------------------------------------------------------------------------------------
RAYOVAC CORPORATION COM 755081106 1,101 64,300 SH SOLE 64,300
------------------------------------------------------------------------------------------------------------------------------------
RAYTHEON COMPANY-CLASS A CL A 755111309 1,424 52,000 SH SOLE 52,000
------------------------------------------------------------------------------------------------------------------------------------
RAYTHEON COMPANY - CL B CL B 755111408 12,657 445,087 SH SOLE 445,087
------------------------------------------------------------------------------------------------------------------------------------
RAZORFISH INC CL A 755236106 26 2,524 SH SOLE 2,524
------------------------------------------------------------------------------------------------------------------------------------
READ-RITE CORP COM 755246105 152 13,500 SH SOLE 13,500
------------------------------------------------------------------------------------------------------------------------------------
READERS DIGEST CL A NON VTG 755267101 2,151 60,900 SH SOLE 60,900
------------------------------------------------------------------------------------------------------------------------------------
REAL NETWORK INC COM 75605L104 3,065 77,100 SH SOLE 77,100
------------------------------------------------------------------------------------------------------------------------------------
Page 43 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
REALTY INCOME CORP REIT COM 756109104 12 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
RECKSON ASSOCIATES (REIT) COM 75621K106 31 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
RED HAT INC COM 756577102 75 4,400 SH SOLE 4,400
------------------------------------------------------------------------------------------------------------------------------------
REDBACK NETWORKS INC. COM 757209101 836 5,100 SH SOLE 5,100
------------------------------------------------------------------------------------------------------------------------------------
REEBOK INT'L LTD COM 758110100 3,296 175,183 SH SOLE 175,183
------------------------------------------------------------------------------------------------------------------------------------
REGAL BELOIT CORPORATION COM 758750103 894 52,700 SH SOLE 52,700
------------------------------------------------------------------------------------------------------------------------------------
REGENT COMMUNICATIONS INC COM 758865109 5 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
REGENERON PHARM INC COM 75886F107 62 1,900 SH SOLE 1,900
------------------------------------------------------------------------------------------------------------------------------------
REGIS CORP MINN COM 758932107 1,538 102,550 SH SOLE 102,550
------------------------------------------------------------------------------------------------------------------------------------
REGENCY RITY CORP COM 758939102 32 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
REGIONS FINANCIAL CORP COM 758940100 6,589 290,419 SH SOLE 290,419
------------------------------------------------------------------------------------------------------------------------------------
REINSURANCE GROUP OF AMER COM 759351109 969 28,300 SH SOLE 28,300
------------------------------------------------------------------------------------------------------------------------------------
RELIANCE GROUP HOLDINGS COM 759464100 46 225,200 SH SOLE 225,200
------------------------------------------------------------------------------------------------------------------------------------
RELIANCE STL & ALUM CO COM 759509102 1,475 70,025 SH SOLE 70,025
------------------------------------------------------------------------------------------------------------------------------------
RELIANT ENERGY INC COM 75952J108 18,407 395,844 SH SOLE 395,844
------------------------------------------------------------------------------------------------------------------------------------
REMEC INC. COM 759543101 3,028 102,850 SH SOLE 102,850
------------------------------------------------------------------------------------------------------------------------------------
REMEDY CORPORATION COM 759548100 1,401 74,200 SH SOLE 74,200
------------------------------------------------------------------------------------------------------------------------------------
REMEDY TEMP INC CL A 759549108 11 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
REMINGTON OIL & GAS CORP COM 759594302 47 4,500 SH SOLE 4,500
------------------------------------------------------------------------------------------------------------------------------------
RENAL CARE GROUP INC COM 759930100 1,997 107,200 SH SOLE 107,200
------------------------------------------------------------------------------------------------------------------------------------
RENT-A-CENTER INC COM 76009N100 1,988 57,300 SH SOLE 57,300
------------------------------------------------------------------------------------------------------------------------------------
RENT-WAY COM 76009U104 1,728 56,900 SH SOLE 56,900
------------------------------------------------------------------------------------------------------------------------------------
REPUBLIC BANCORP INC-CL.A CL A 760281204 11 1,600 SH SOLE 1,600
------------------------------------------------------------------------------------------------------------------------------------
REPUBLIC BANCORP INC COM 760282103 1,005 105,790 SH SOLE 105,790
------------------------------------------------------------------------------------------------------------------------------------
REPUBLIC GROUP INC COM 760473108 42 2,300 SH SOLE 2,300
------------------------------------------------------------------------------------------------------------------------------------
REPUBLIC SECURITY FINL COM 760758102 556 112,700 SH SOLE 112,700
------------------------------------------------------------------------------------------------------------------------------------
REPUBLIC SERVICES INC CL A 760759100 1,370 104,400 SH SOLE 104,400
------------------------------------------------------------------------------------------------------------------------------------
RESEARCH FRONTIERS CORP COM 760911107 15 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
RESTORATION HARDWARE COM 760981100 6 1,700 SH SOLE 1,700
------------------------------------------------------------------------------------------------------------------------------------
RESMED INC. COM 761152107 2,250 72,000 SH SOLE 72,000
------------------------------------------------------------------------------------------------------------------------------------
RESONATE INC. COM 76115Q104 32 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
RESORTQUEST INTL. INC. COM 761183102 12 1,900 SH SOLE 1,900
------------------------------------------------------------------------------------------------------------------------------------
RESOURCE AMERICA INC. CL A 761195205 17 2,000 SH SOLE 2,000
------------------------------------------------------------------------------------------------------------------------------------
RESPIRONICS INC COM 761230101 118 7,100 SH SOLE 7,100
------------------------------------------------------------------------------------------------------------------------------------
RETEK INC COM 76128Q109 74 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
REVLON INC CL A 761525500 12 1,800 SH SOLE 1,800
------------------------------------------------------------------------------------------------------------------------------------
REX STORES CORPORATION COM 761624105 282 14,376 SH SOLE 14,376
------------------------------------------------------------------------------------------------------------------------------------
REYNOLDS & REYNOLDS CL A 761695105 942 47,400 SH SOLE 47,400
------------------------------------------------------------------------------------------------------------------------------------
RJ REYNOLDS TOBACCO HLDS COM 76182K105 96 2,966 SH SOLE 2,966
------------------------------------------------------------------------------------------------------------------------------------
RHYTHMS NETCONNECTIONS COM 762430205 16 2,200 SH SOLE 2,200
------------------------------------------------------------------------------------------------------------------------------------
RICHMOND COUNTY FINL CORP COM 764556106 1,589 65,700 SH SOLE 65,700
------------------------------------------------------------------------------------------------------------------------------------
RIGGS NATL CORP COM 766570105 881 71,900 SH SOLE 71,900
------------------------------------------------------------------------------------------------------------------------------------
RITE AID CORP COM 767754104 567 141,700 SH SOLE 141,700
------------------------------------------------------------------------------------------------------------------------------------
RIVIANA FOODS INC COM 769536103 15 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
ROADWAY EXPRESS INC. COM 769742107 877 48,900 SH SOLE 48,900
------------------------------------------------------------------------------------------------------------------------------------
ROANOKE ELECTRIC STEEL COM 769841107 8 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
ROBBINS & MYERS INC COM 770196103 50 2,100 SH SOLE 2,100
------------------------------------------------------------------------------------------------------------------------------------
ROBERT HALF INT'L INC COM 770323103 3,972 114,500 SH SOLE 114,500
------------------------------------------------------------------------------------------------------------------------------------
ROBOTIC VISION SYSTEMS COM 771074101 6 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
ROCK-TENN CO - CL A CL A 772739207 526 52,930 SH SOLE 52,930
------------------------------------------------------------------------------------------------------------------------------------
ROCKWELL INT'L CORP (NEW) COM 773903109 7,219 238,656 SH SOLE 238,656
------------------------------------------------------------------------------------------------------------------------------------
ROFIN-SINAR TECH INC COM 775043102 14 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
ROGERS CORP COM 775133101 25 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
ROHM & HAAS COMPANY COM 775371107 8,310 285,943 SH SOLE 285,943
------------------------------------------------------------------------------------------------------------------------------------
ROLLINS INC COM 775711104 1,034 69,800 SH SOLE 69,800
------------------------------------------------------------------------------------------------------------------------------------
ROLLINS TRUCK LEASING COM 775741101 914 144,750 SH SOLE 144,750
------------------------------------------------------------------------------------------------------------------------------------
ROPER INDUSTRIES INC. COM 776696106 2,383 71,800 SH SOLE 71,800
------------------------------------------------------------------------------------------------------------------------------------
Page 44 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
ROSETTA INPHARM COM 777777103 25 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
ROSLYN BANCORP INC COM 778162107 976 43,620 SH SOLE 43,620
------------------------------------------------------------------------------------------------------------------------------------
ROSS STORES INCORPORATED COM 778296103 706 49,100 SH SOLE 49,100
------------------------------------------------------------------------------------------------------------------------------------
ROUSE COMPANY (REIT) COM 779273101 50 2,000 SH SOLE 2,000
------------------------------------------------------------------------------------------------------------------------------------
ROWAN COS INC COM 779382100 3,584 123,588 SH SOLE 123,588
------------------------------------------------------------------------------------------------------------------------------------
ROYAL APPLIANCE MFG CO COM 780076105 21 3,500 SH SOLE 3,500
------------------------------------------------------------------------------------------------------------------------------------
ROYAL CARIBBEAN CRUISES COM V7780T103 2,394 93,000 SH SOLE 93,000
------------------------------------------------------------------------------------------------------------------------------------
ROYAL DUTCH PETRO- NY SHS COM 780257804 6,959 116,100 SH OTHER (1) - 116,100
------------------------------------------------------------------------------------------------------------------------------------
ROYAL DUTCH PETRO- NY SHS COM 780257804 95,076 1,586,241 SH SOLE 1,586,241
------------------------------------------------------------------------------------------------------------------------------------
RUBY TUESDAY INC COM 781182100 1,759 156,348 SH SOLE 156,348
------------------------------------------------------------------------------------------------------------------------------------
RUDDICK CORP COM 781258108 1,487 107,200 SH SOLE 107,200
------------------------------------------------------------------------------------------------------------------------------------
RUDOLPH TECH COM 781270103 17 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
RUSH ENTERPRISES INC. COM 781846100 3 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
RURAL CELLULAR CORP CL A CL A 781904107 1,758 25,800 SH SOLE 25,800
------------------------------------------------------------------------------------------------------------------------------------
RUSS BERRIE & CO. INC. COM 782233100 1,007 51,000 SH SOLE 51,000
------------------------------------------------------------------------------------------------------------------------------------
RUSSELL CORP COM 782352108 1,581 99,614 SH SOLE 99,614
------------------------------------------------------------------------------------------------------------------------------------
RYAN'S FAM STEAK HOUSE COM 783519101 645 83,900 SH SOLE 83,900
------------------------------------------------------------------------------------------------------------------------------------
RYDER SYS INC COM 783549108 1,452 78,734 SH SOLE 78,734
------------------------------------------------------------------------------------------------------------------------------------
RYERSON TULL INC COM 78375P107 549 58,200 SH SOLE 58,200
------------------------------------------------------------------------------------------------------------------------------------
RYLAND GROUP COM 783764103 1,026 33,100 SH SOLE 33,100
------------------------------------------------------------------------------------------------------------------------------------
S & T BANCORP COM 783859101 1,189 62,600 SH SOLE 62,600
------------------------------------------------------------------------------------------------------------------------------------
SANTA FE INTL CORP ORD G7805C108 3,078 68,300 SH SOLE 68,300
------------------------------------------------------------------------------------------------------------------------------------
SBC COMMUNICATIONS INC. COM 78387G103 226,741 4,534,848 SH SOLE 4,534,848
------------------------------------------------------------------------------------------------------------------------------------
SBA COMMUNICATIONS CORP COM 78388J106 46 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
SCI SYSYTEMS INCORPORATED COM 783890106 3,288 80,200 SH SOLE 80,200
------------------------------------------------------------------------------------------------------------------------------------
SCM MICROSYSTEMS INC. COM 784018103 1,290 34,000 SH SOLE 34,000
------------------------------------------------------------------------------------------------------------------------------------
SCP POOL CORP COM 784028102 27 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
SCPIE HOLDINGS INC. COM 78402P104 471 23,400 SH SOLE 23,400
------------------------------------------------------------------------------------------------------------------------------------
SDL INCORPORATED COM 784076101 2,475 8,000 SH OTHER (1) - 8,000
------------------------------------------------------------------------------------------------------------------------------------
SDL INCORPORATED COM 784076101 13,981 45,200 SH SOLE 45,200
------------------------------------------------------------------------------------------------------------------------------------
SEI INVESTMENTS COMPANY COM 784117103 2,016 28,500 SH SOLE 28,500
------------------------------------------------------------------------------------------------------------------------------------
SJW CORP COM COM 784305104 12 100 SH SOLE 100
------------------------------------------------------------------------------------------------------------------------------------
SL GREEN REALTY (REIT) COM 78440X101 14 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
SLI INC. COM 78442T108 645 88,150 SH SOLE 88,150
------------------------------------------------------------------------------------------------------------------------------------
SPS TECHNOLOGIES INC. COM 784626103 1,596 32,900 SH SOLE 32,900
------------------------------------------------------------------------------------------------------------------------------------
SPX CORP COM 784635104 3,174 22,364 SH SOLE 22,364
------------------------------------------------------------------------------------------------------------------------------------
S1 CORPORATION COM 78463B101 244 20,430 SH SOLE 20,430
------------------------------------------------------------------------------------------------------------------------------------
S3 INCORPORATED COM 784849101 2,505 242,940 SH SOLE 242,940
------------------------------------------------------------------------------------------------------------------------------------
SVI HOLDINGS INC COM 784872103 7 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
SABA SOFTWARE INC. COM 784932105 34 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
SABRE HLDGS CORP - CL A CL A 785905100 11,498 397,352 SH SOLE 397,352
------------------------------------------------------------------------------------------------------------------------------------
SAFECO CORP COM 786429100 4,277 156,942 SH SOLE 156,942
------------------------------------------------------------------------------------------------------------------------------------
SAFEGUARD SCIENTIFICS COM 786449108 1,085 54,400 SH SOLE 54,400
------------------------------------------------------------------------------------------------------------------------------------
SAFETY-KLEEN CORP. COM NEW 78648R203 7 44,000 SH SOLE 44,000
------------------------------------------------------------------------------------------------------------------------------------
SAFEWAY INC COM 786514208 2,558 54,800 SH OTHER (1) - 54,800
------------------------------------------------------------------------------------------------------------------------------------
SAFEWAY INC COM 786514208 30,625 655,952 SH SOLE 655,952
------------------------------------------------------------------------------------------------------------------------------------
SAGA SYSTEMS INC COM 786610105 714 68,000 SH SOLE 68,000
------------------------------------------------------------------------------------------------------------------------------------
SAGE INC COM 786632109 6 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
SAGENT TECHNOLOGY INC COM 786693101 11 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
ST JOE CORP COM 790148100 1,268 45,700 SH SOLE 45,700
------------------------------------------------------------------------------------------------------------------------------------
ST. JOSEPH LIGHT & POWER COM 790654107 4 200 SH SOLE 200
------------------------------------------------------------------------------------------------------------------------------------
ST JUDE MED INC COM 790849103 5,620 110,194 SH SOLE 110,194
------------------------------------------------------------------------------------------------------------------------------------
ST MARY LND & EXPLORATION COM 792228108 125 5,400 SH SOLE 5,400
------------------------------------------------------------------------------------------------------------------------------------
ST. PAUL COMPANIES INC COM 792860108 14,818 300,480 SH SOLE 300,480
------------------------------------------------------------------------------------------------------------------------------------
SAKS INCORPORATED COM 79377W108 855 86,540 SH SOLE 86,540
------------------------------------------------------------------------------------------------------------------------------------
SALEM COMMUNICATIONS CL A 794093104 20 1,600 SH SOLE 1,600
------------------------------------------------------------------------------------------------------------------------------------
SALTON INC. COM 795757103 87 2,700 SH SOLE 2,700
------------------------------------------------------------------------------------------------------------------------------------
Page 45 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
SANCHEZ COMPUTER COM 799702105 907 58,500 SH SOLE 58,500
------------------------------------------------------------------------------------------------------------------------------------
SANDERSON FARMS INC. COM 800013104 10 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
SANDISK CORPORATION COM 80004C101 2,550 38,200 SH SOLE 38,200
------------------------------------------------------------------------------------------------------------------------------------
SANDY SPRING BANCORP COM 800363103 5 200 SH SOLE 200
------------------------------------------------------------------------------------------------------------------------------------
SANGAMO BIOSCIENCES COM 800677106 23 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
SANMINA CORP COM 800907107 18,551 198,129 SH SOLE 198,129
------------------------------------------------------------------------------------------------------------------------------------
SANGSTAT MEDICAL COR COM 801003104 427 33,300 SH SOLE 33,300
------------------------------------------------------------------------------------------------------------------------------------
SANTA CRUZ OPERATION COM 801833104 193 65,800 SH SOLE 65,800
------------------------------------------------------------------------------------------------------------------------------------
SANTANDER BANCORP COM COM 802809103 18 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
SAPIENT COM 803062108 6,198 152,334 SH SOLE 152,334
------------------------------------------------------------------------------------------------------------------------------------
SARA LEE CORP COM 803111103 22,942 1,129,440 SH SOLE 1,129,440
------------------------------------------------------------------------------------------------------------------------------------
SATCON TECHNOLOGY COM 803893106 36 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
SAUCONY INC CL B 804120202 6 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
SAUER INCORPORATED COM 804137107 1,164 105,800 SH SOLE 105,800
------------------------------------------------------------------------------------------------------------------------------------
SAUL CENTERS INC COM 804395101 10 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
SAVVIS COMMUNICATIONS COM 805423100 23 2,500 SH SOLE 2,500
------------------------------------------------------------------------------------------------------------------------------------
SAWTEK INC COM 805468105 967 25,100 SH SOLE 25,100
------------------------------------------------------------------------------------------------------------------------------------
SCANA CORP COM 80589M102 2,124 68,805 SH SOLE 68,805
------------------------------------------------------------------------------------------------------------------------------------
HENRY SCHEIN INC COM 806407102 2,070 103,800 SH SOLE 103,800
------------------------------------------------------------------------------------------------------------------------------------
SCHERING PLOUGH CORP COM 806605101 4,366 93,900 SH OTHER (1) - 93,900
------------------------------------------------------------------------------------------------------------------------------------
SCHERING PLOUGH CORP COM 806605101 89,271 1,919,812 SH SOLE 1,919,812
------------------------------------------------------------------------------------------------------------------------------------
SCHLUMBERGER LTD COM 806857108 35,995 437,289 SH SOLE 437,289
------------------------------------------------------------------------------------------------------------------------------------
SCHOLASTIC CORPORATION COM 807066105 3,206 40,300 SH SOLE 40,300
------------------------------------------------------------------------------------------------------------------------------------
SCHOOL SPECIALTY INC. COM 807863105 94 4,400 SH SOLE 4,400
------------------------------------------------------------------------------------------------------------------------------------
SCHULMAN (A.) INC COM 808194104 746 67,800 SH SOLE 67,800
------------------------------------------------------------------------------------------------------------------------------------
SCHULTZ SAV O STORES INC COM 808196109 12 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
SCHWAB CHARLES CORP COM 808513105 63,675 1,793,699 SH SOLE 1,793,699
------------------------------------------------------------------------------------------------------------------------------------
SCHWEITZER-MANDUIT INTL COM 808541106 52 3,900 SH SOLE 3,900
------------------------------------------------------------------------------------------------------------------------------------
SCIENT CORP COM 80864H109 42 2,000 SH SOLE 2,000
------------------------------------------------------------------------------------------------------------------------------------
SCIENTIFIC ATLANTA INC COM 808655104 757 11,900 SH OTHER (1) - 11,900
------------------------------------------------------------------------------------------------------------------------------------
SCIENTIFIC ATLANTA INC COM 808655104 13,611 213,928 SH SOLE 213,928
------------------------------------------------------------------------------------------------------------------------------------
SCIQUEST.COM INC COM 80908Q107 6 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
SCOTT TECHNOLOGIES COM 810022301 696 39,300 SH SOLE 39,300
------------------------------------------------------------------------------------------------------------------------------------
SCOTTS CO. CL A 810186106 2,379 71,000 SH SOLE 71,000
------------------------------------------------------------------------------------------------------------------------------------
SCRIPPS CO (E.W.) CLASS A CL A 811054204 2,493 46,175 SH SOLE 46,175
------------------------------------------------------------------------------------------------------------------------------------
SEABOARD CORPORATION COM 811543107 683 4,200 SH SOLE 4,200
------------------------------------------------------------------------------------------------------------------------------------
SEACHANGE INTERNATIONAL COM 811699107 1,692 50,700 SH SOLE 50,700
------------------------------------------------------------------------------------------------------------------------------------
SEACOAST BANKING CORP. CL A 811707108 16 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
SEAGATE TECHNOLOGY COM 811804103 20,884 302,661 SH SOLE 302,661
------------------------------------------------------------------------------------------------------------------------------------
SEAGRAM CO LTD-FOREIGN COM 811850106 18,539 322,779 SH SOLE 322,779
------------------------------------------------------------------------------------------------------------------------------------
SEACOR HLDGS INC COM 811904101 2,042 43,800 SH SOLE 43,800
------------------------------------------------------------------------------------------------------------------------------------
SEALED AIR CORPORATION COM 81211K100 4,839 106,944 SH SOLE 106,944
------------------------------------------------------------------------------------------------------------------------------------
SEARS ROEBUCK & CO COM 812387108 14,931 460,524 SH SOLE 460,524
------------------------------------------------------------------------------------------------------------------------------------
SECOND BANCORP INC. COM 813114105 6 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
SECURE COMPUTING CORP COM 813705100 18 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
SECURITY CAPITAL GROUP CL B 81413P204 246 13,000 SH SOLE 13,000
------------------------------------------------------------------------------------------------------------------------------------
SEITEL INCORPORATED COM NEW 816074306 76 5,300 SH SOLE 5,300
------------------------------------------------------------------------------------------------------------------------------------
SELECTIVE INSURANCE GRP COM 816300107 1,164 65,100 SH SOLE 65,100
------------------------------------------------------------------------------------------------------------------------------------
SEMA GROUP PLC - ADR SPONSORED ADR 81661R100 71 2,210 SH SOLE 2,210
------------------------------------------------------------------------------------------------------------------------------------
SEMTECH CORP COM 816850101 1,829 42,400 SH SOLE 42,400
------------------------------------------------------------------------------------------------------------------------------------
SEMPRA ENERGY CORP COM 816851109 5,629 270,452 SH SOLE 270,452
------------------------------------------------------------------------------------------------------------------------------------
SEMITOOL INC. COM 816909105 8 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 9 950 SH SOLE 950
------------------------------------------------------------------------------------------------------------------------------------
SENSORMATIC ELECTRIC CORP COM 817265101 447 29,800 SH SOLE 29,800
------------------------------------------------------------------------------------------------------------------------------------
SEPRACOR INC COM 817315104 5,226 42,600 SH SOLE 42,600
------------------------------------------------------------------------------------------------------------------------------------
SEQUA CORP. -CL A CL A 817320104 1,345 31,652 SH SOLE 31,652
------------------------------------------------------------------------------------------------------------------------------------
SEQUENOM INC COM 817337108 185 4,400 SH SOLE 4,400
------------------------------------------------------------------------------------------------------------------------------------
Page 46 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
SERANOVA INC COM 817476104 4 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
SERENA SOFTWARE INC COM 817492101 51 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
SEROLOGICALS CORPORATION COM 817523103 21 3,000 SH SOLE 3,000
------------------------------------------------------------------------------------------------------------------------------------
SERVICE CORPORATION INT'L COM 817565104 39 16,200 SH SOLE 16,200
------------------------------------------------------------------------------------------------------------------------------------
SERVICEMASTER COMPANY COM 81760N109 1,766 178,800 SH SOLE 178,800
------------------------------------------------------------------------------------------------------------------------------------
7-ELEVEN INC COM NEW 817826209 3,101 243,240 SH SOLE 243,240
------------------------------------------------------------------------------------------------------------------------------------
SHARPER IMAGE COM 820013100 21 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
SHAW GROUP INC. COM 820280105 3,222 45,700 SH SOLE 45,700
------------------------------------------------------------------------------------------------------------------------------------
SHAW INDS INC COM 820286102 1,384 74,825 SH SOLE 74,825
------------------------------------------------------------------------------------------------------------------------------------
SHERWIN WILLIAMS CO COM 824348106 4,588 214,653 SH SOLE 214,653
------------------------------------------------------------------------------------------------------------------------------------
SHOPKO STORES INC COM 824911101 766 73,800 SH SOLE 73,800
------------------------------------------------------------------------------------------------------------------------------------
SHOP AT HOME INC. COM NEW 825066301 173 70,800 SH SOLE 70,800
------------------------------------------------------------------------------------------------------------------------------------
SHURGARD STORAGE (REIT) COM 82567D104 14 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
SICOR INC COM 825846108 2,278 222,245 SH SOLE 222,245
------------------------------------------------------------------------------------------------------------------------------------
SIEBEL SYSTEMS INC COM 826170102 61,075 548,655 SH SOLE 548,655
------------------------------------------------------------------------------------------------------------------------------------
SIEBERT FINANCIAL CORP COM 826176109 396 52,300 SH SOLE 52,300
------------------------------------------------------------------------------------------------------------------------------------
SIERRA HEALTH SERVICES COM 826322109 23 4,800 SH SOLE 4,800
------------------------------------------------------------------------------------------------------------------------------------
SIERRA PACIFIC RESOURCES COM 826428104 871 48,376 SH SOLE 48,376
------------------------------------------------------------------------------------------------------------------------------------
SIERRACITIES INC COM 826521106 140 44,900 SH SOLE 44,900
------------------------------------------------------------------------------------------------------------------------------------
SIGMA ALDRICH COM 826552101 3,749 113,606 SH SOLE 113,606
------------------------------------------------------------------------------------------------------------------------------------
SIGMA DESIGNS INC COM 826565103 4 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
SIGNALSOFT CORP COM 82668M102 28 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
SILGAN HOLDINGS INC COM 827048109 8 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
SILICON GRAPHICS COM 827056102 464 112,548 SH SOLE 112,548
------------------------------------------------------------------------------------------------------------------------------------
SILICON STORAGE TECH COM 827057100 5,924 217,904 SH SOLE 217,904
------------------------------------------------------------------------------------------------------------------------------------
SILICON IMAGE INC COM 82705T102 35 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
SILICON VALLEY BANCSHARES COM 827064106 227 3,900 SH SOLE 3,900
------------------------------------------------------------------------------------------------------------------------------------
SILICON VALLEY GROUP COM 827066101 2,478 94,180 SH SOLE 94,180
------------------------------------------------------------------------------------------------------------------------------------
SILICONIX INC COM NEW 827079203 38 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
SILVERSTREAM SOFTWARE INC COM 827907106 15 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
SIMIONE CENT HLDGS INC COM PAR $0.001 828654301 0 119 SH SOLE 119
------------------------------------------------------------------------------------------------------------------------------------
SIMON PROPERTY GRP (REIT) COM 828806109 113 4,800 SH SOLE 4,800
------------------------------------------------------------------------------------------------------------------------------------
SIMPSON INDUSTRIES INC COM 829060102 55 4,500 SH SOLE 4,500
------------------------------------------------------------------------------------------------------------------------------------
SIMPSON MANUFACTURING INC COM 829073105 1,350 30,200 SH SOLE 30,200
------------------------------------------------------------------------------------------------------------------------------------
SINCLAIR BROADCAST CL A 829226109 1,160 106,100 SH SOLE 106,100
------------------------------------------------------------------------------------------------------------------------------------
SIRIUS SATELLITE RADIO COM 82966U103 5,224 98,800 SH SOLE 98,800
------------------------------------------------------------------------------------------------------------------------------------
SITEL CORPORATION COM 82980K107 481 163,900 SH SOLE 163,900
------------------------------------------------------------------------------------------------------------------------------------
SIPEX CORPORATION COM 829909100 25 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
SIX FLAGS INC. COM 83001P109 710 45,800 SH SOLE 45,800
------------------------------------------------------------------------------------------------------------------------------------
SKY FINANCIAL GROUP COM 83080P103 818 46,110 SH SOLE 46,110
------------------------------------------------------------------------------------------------------------------------------------
SKYLINE COM 830830105 36 1,700 SH SOLE 1,700
------------------------------------------------------------------------------------------------------------------------------------
SKYWEST INCORPORATED COM 830879102 3,347 65,300 SH SOLE 65,300
------------------------------------------------------------------------------------------------------------------------------------
SMARTDISK CORPORATION COM 83169Q105 4 300 SH SOLE 300
------------------------------------------------------------------------------------------------------------------------------------
SMITH (A.O.) CORP COM 831865209 734 58,400 SH SOLE 58,400
------------------------------------------------------------------------------------------------------------------------------------
SMITH-GARDNER & ASSOC. COM 832059109 3 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
SMITH INTERNATIONAL INC COM 832110100 2,161 26,500 SH SOLE 26,500
------------------------------------------------------------------------------------------------------------------------------------
SMITH RESIDENTIAL COM 832197107 27 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
SMITHFIELD FOODS INC. COM 832248108 3,746 142,700 SH SOLE 142,700
------------------------------------------------------------------------------------------------------------------------------------
SMURFIT-STONE CONTAINER COM 832727101 1,514 126,200 SH SOLE 126,200
------------------------------------------------------------------------------------------------------------------------------------
SNAP-ON TOOLS CORP COM 833034101 1,450 61,518 SH SOLE 61,518
------------------------------------------------------------------------------------------------------------------------------------
SOCKET COMMUNICATIONS COM 833672108 5 300 SH SOLE 300
------------------------------------------------------------------------------------------------------------------------------------
SODEXHO MARRIOTT SERVICES COM 833793102 2,429 147,800 SH SOLE 147,800
------------------------------------------------------------------------------------------------------------------------------------
SOFTNET SYSTEMS INC COM 833964109 387 64,800 SH SOLE 64,800
------------------------------------------------------------------------------------------------------------------------------------
SOFTWARE.COM INC COM 83402P104 254 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
SOFTWARE TECH CORP COM 834040107 43 1,900 SH SOLE 1,900
------------------------------------------------------------------------------------------------------------------------------------
SOLA INTERNATIONAL INC. COM 834092108 407 63,200 SH SOLE 63,200
------------------------------------------------------------------------------------------------------------------------------------
SOLECTRON CORP COM 834182107 36,713 795,934 SH SOLE 795,934
------------------------------------------------------------------------------------------------------------------------------------
Page 47 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
SOLUTIA INC COM 834376105 657 57,800 SH SOLE 57,800
------------------------------------------------------------------------------------------------------------------------------------
SOMERA COMMUNICATIONS INC COM 834458101 18 1,900 SH SOLE 1,900
------------------------------------------------------------------------------------------------------------------------------------
SONIC CORP. COM 835451105 1,314 41,700 SH SOLE 41,700
------------------------------------------------------------------------------------------------------------------------------------
SONIC FOUNDRY INC. COM 83545R108 5 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
SONIC WALL INC COM 835470105 46 1,600 SH SOLE 1,600
------------------------------------------------------------------------------------------------------------------------------------
SONOCO PRODUCTS INC COM 835495102 1,039 57,541 SH SOLE 57,541
------------------------------------------------------------------------------------------------------------------------------------
SONOSIGHT INC COM 83568G104 11 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
SOTHEBY'S HOLDINGS INC CL A 835898107 786 31,600 SH SOLE 31,600
------------------------------------------------------------------------------------------------------------------------------------
SOURCE INFO MGMT CO COM NEW 836151209 7 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
SOUTH ALABAMA BANCORP COM 836234104 3 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
SOUTH FINANCIAL GROUP COM 837841105 1,355 107,300 SH SOLE 107,300
------------------------------------------------------------------------------------------------------------------------------------
SOUTH JERSEY COM 838518108 15 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
SOUTHDOWN INC COM 841297104 1,511 21,200 SH SOLE 21,200
------------------------------------------------------------------------------------------------------------------------------------
SOUTHERN CO COM 842587107 27,792 856,778 SH SOLE 856,778
------------------------------------------------------------------------------------------------------------------------------------
SOUTHERN PERU COPPER CORP COM 843611104 16 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
SOUTHERN UNION CO COM 844030106 2,474 124,862 SH SOLE 124,862
------------------------------------------------------------------------------------------------------------------------------------
SOUTHSIDE BANCSHARES COM 844700104 4 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
SOUTHTRUST CORPORATION COM 844730101 6,953 221,181 SH SOLE 221,181
------------------------------------------------------------------------------------------------------------------------------------
SOUTHWEST AIRLINES CO COM 844741108 15,928 656,821 SH SOLE 656,821
------------------------------------------------------------------------------------------------------------------------------------
SOUTHWEST BANCORP INC COM 844767103 6 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
SOUTHWEST BANCORP OF TX COM 84476R109 2,354 72,000 SH SOLE 72,000
------------------------------------------------------------------------------------------------------------------------------------
SOUTHWEST GAS CORP. COM 844895102 1,646 78,600 SH SOLE 78,600
------------------------------------------------------------------------------------------------------------------------------------
SOUTHWEST SECURITIES GRP COM 845224104 1,172 40,083 SH SOLE 40,083
------------------------------------------------------------------------------------------------------------------------------------
SOUTHWESTERN ENERGY CO. COM 845467109 45 5,100 SH SOLE 5,100
------------------------------------------------------------------------------------------------------------------------------------
SOVEREIGN BANCORP COM 845905108 1,211 130,960 SH SOLE 130,960
------------------------------------------------------------------------------------------------------------------------------------
SOVRAN SELF STORAGE REIT COM 84610H108 16 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
SPACELABS MEDICAL INC. COM 846247104 19 1,900 SH SOLE 1,900
------------------------------------------------------------------------------------------------------------------------------------
SPANISH BROADCASTING CL A CL A 846425882 8 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
SPARTAN MOTORS INC. COM 846819100 6 1,900 SH SOLE 1,900
------------------------------------------------------------------------------------------------------------------------------------
SPARTECH CORP COM NEW 847220209 875 56,200 SH SOLE 56,200
------------------------------------------------------------------------------------------------------------------------------------
SPECIALTY EQUIPMENT COS COM NEW 847497203 1,141 46,200 SH SOLE 46,200
------------------------------------------------------------------------------------------------------------------------------------
SPECTRATEK TECHNOLOGY COM 847568102 21 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
SPECTRIAN CORP COM 847608106 420 27,100 SH SOLE 27,100
------------------------------------------------------------------------------------------------------------------------------------
SPECTRASITE HOLDINGS INC COM 84760T100 306 16,500 SH SOLE 16,500
------------------------------------------------------------------------------------------------------------------------------------
SPEECHWORKS INT'L COM 84764M101 50 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
SPEEDFAM-IPEC INC. COM 847705100 856 74,800 SH SOLE 74,800
------------------------------------------------------------------------------------------------------------------------------------
SPEEDWAY MOTORSPORTS COM 847788106 514 24,700 SH SOLE 24,700
------------------------------------------------------------------------------------------------------------------------------------
SPHERION CORPORATION COM 848420105 415 34,730 SH SOLE 34,730
------------------------------------------------------------------------------------------------------------------------------------
SPIEGEL CLASS A CL A 848457107 2,151 307,300 SH SOLE 307,300
------------------------------------------------------------------------------------------------------------------------------------
SPIEKER PROPERTIES (REIT) COM 848497103 115 2,000 SH SOLE 2,000
------------------------------------------------------------------------------------------------------------------------------------
SPORTSLINE.COM INC COM 848934105 849 61,500 SH SOLE 61,500
------------------------------------------------------------------------------------------------------------------------------------
SPRINGS INDS INC - CL A COM 851783100 1,561 55,363 SH SOLE 55,363
------------------------------------------------------------------------------------------------------------------------------------
SPRINT CORP (FON GROUP) COM 852061100 33,984 1,159,380 SH SOLE 1,159,380
------------------------------------------------------------------------------------------------------------------------------------
SPRINT CORP (PCS GROUP) PCS COM SER 1 852061506 42,220 1,204,174 SH SOLE 1,204,174
------------------------------------------------------------------------------------------------------------------------------------
STANCORP FINANCIAL GROUP COM 852891100 34 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
STANDARD MICROSYSTEMS COM 853626109 65 3,000 SH SOLE 3,000
------------------------------------------------------------------------------------------------------------------------------------
STANDARD MTR PRODS INC. COM 853666105 22 2,800 SH SOLE 2,800
------------------------------------------------------------------------------------------------------------------------------------
STANDARD-PACIFIC CORP. COM 85375C101 1,341 74,500 SH SOLE 74,500
------------------------------------------------------------------------------------------------------------------------------------
STANDARD REGISTER COM 853887107 1,021 63,800 SH SOLE 63,800
------------------------------------------------------------------------------------------------------------------------------------
STANDEX INT'L CORP COM 854231107 56 2,900 SH SOLE 2,900
------------------------------------------------------------------------------------------------------------------------------------
STANFORD MICRODEVICES INC COM 854399102 246 4,600 SH SOLE 4,600
------------------------------------------------------------------------------------------------------------------------------------
STANLEY WORKS COM 854616109 2,654 115,089 SH SOLE 115,089
------------------------------------------------------------------------------------------------------------------------------------
STAR TELECOM COM 854923109 206 102,900 SH SOLE 102,900
------------------------------------------------------------------------------------------------------------------------------------
STAPLES INC COM 855030102 8,826 622,107 SH SOLE 622,107
------------------------------------------------------------------------------------------------------------------------------------
STARBUCKS CORP COM 855244109 9,681 241,651 SH SOLE 241,651
------------------------------------------------------------------------------------------------------------------------------------
STARMEDIA NETWORK COM 855546107 13 1,700 SH SOLE 1,700
------------------------------------------------------------------------------------------------------------------------------------
STARTEK INC COM 85569C107 943 32,500 SH SOLE 32,500
------------------------------------------------------------------------------------------------------------------------------------
Page 48 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
STATE AUTO FINANCIAL CORP COM 855707105 1,172 89,300 SH SOLE 89,300
------------------------------------------------------------------------------------------------------------------------------------
STARWOOD HOTELS & RES. WW PAIRED CTF 85590A203 850 27,200 SH OTHER (1) - 27,200
------------------------------------------------------------------------------------------------------------------------------------
STARWOOD HOTELS & RES. WW PAIRED CTF 85590A203 178 5,680 SH SOLE 5,680
------------------------------------------------------------------------------------------------------------------------------------
STATE STREET CORP COM 857477103 28,010 215,461 SH SOLE 215,461
------------------------------------------------------------------------------------------------------------------------------------
STATEN ISLAND BANCORP COM 857550107 1,834 91,700 SH SOLE 91,700
------------------------------------------------------------------------------------------------------------------------------------
STATION CASINOS INC COM 857689103 2,011 141,150 SH SOLE 141,150
------------------------------------------------------------------------------------------------------------------------------------
STEEL DYNAMICS INC COM 858119100 983 107,000 SH SOLE 107,000
------------------------------------------------------------------------------------------------------------------------------------
STEEL TECHNOLOGIES INC. COM 858147101 18 2,800 SH SOLE 2,800
------------------------------------------------------------------------------------------------------------------------------------
STEELCASE INC CL A 858155203 1,188 70,900 SH SOLE 70,900
------------------------------------------------------------------------------------------------------------------------------------
STEIN MART INC COM 858375108 112 10,400 SH SOLE 10,400
------------------------------------------------------------------------------------------------------------------------------------
STEPAN COMPANY COM 858586100 4 200 SH SOLE 200
------------------------------------------------------------------------------------------------------------------------------------
STERLING BANCSHARES INC. COM 858907108 941 61,700 SH SOLE 61,700
------------------------------------------------------------------------------------------------------------------------------------
STERICYCLE INC. COM 858912108 27 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
STERILE RECOVERIES COM 859151102 4 300 SH SOLE 300
------------------------------------------------------------------------------------------------------------------------------------
STERIS CORPORATION COM 859152100 1,891 157,600 SH SOLE 157,600
------------------------------------------------------------------------------------------------------------------------------------
STERLING BANCORP/NY COM 859158107 16 840 SH SOLE 840
------------------------------------------------------------------------------------------------------------------------------------
STERLING FINANCIAL CORP COM 859317109 9 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
STEWART & STEVENSON COM 860342104 1,139 65,300 SH SOLE 65,300
------------------------------------------------------------------------------------------------------------------------------------
STEWART ENTERPRISES CL A CL A 860370105 475 245,200 SH SOLE 245,200
------------------------------------------------------------------------------------------------------------------------------------
STILLWATER MINING CO COM 86074Q102 2,645 97,700 SH SOLE 97,700
------------------------------------------------------------------------------------------------------------------------------------
STILWELL FINANCIL INC COM 860831106 7,254 166,756 SH SOLE 166,756
------------------------------------------------------------------------------------------------------------------------------------
STONE & WEBSTER INC COM 861572105 1 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
STONE ENERGY CORP COM 861642106 2,371 43,100 SH SOLE 43,100
------------------------------------------------------------------------------------------------------------------------------------
STONERIDGE INC COM 86183P102 509 52,900 SH SOLE 52,900
------------------------------------------------------------------------------------------------------------------------------------
STORAGE USA INC (REIT) COM 861907103 18 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
STORA ENSO OYJ-ADR SPONSORED ADR REP 86210M106 35 4,199 SH SOLE 4,199
------------------------------------------------------------------------------------------------------------------------------------
STORAGE TECH CORP COM 862111200 789 58,200 SH SOLE 58,200
------------------------------------------------------------------------------------------------------------------------------------
STORAGE NETWORKS COM 86211E103 82 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
STRATOS LIGHTWAVE INC. COM 863100103 58 1,800 SH SOLE 1,800
------------------------------------------------------------------------------------------------------------------------------------
STRATTEC STRATEGY CORP. COM 863111100 10 300 SH SOLE 300
------------------------------------------------------------------------------------------------------------------------------------
STRAYER EDUCATION INC COM 863236105 796 36,400 SH SOLE 36,400
------------------------------------------------------------------------------------------------------------------------------------
STRIDE RITE CORP COM 863314100 46 9,000 SH SOLE 9,000
------------------------------------------------------------------------------------------------------------------------------------
STRUCTURAL DYN RES. COM 863555108 1,384 84,500 SH SOLE 84,500
------------------------------------------------------------------------------------------------------------------------------------
STRYKER CORPORATION COM 863667101 4,843 112,800 SH SOLE 112,800
------------------------------------------------------------------------------------------------------------------------------------
STUDENT ADVANTAGE INC COM 86386Q105 14 1,900 SH SOLE 1,900
------------------------------------------------------------------------------------------------------------------------------------
THE STUDENT LOAN CORP COM 863902102 2,382 48,800 SH SOLE 48,800
------------------------------------------------------------------------------------------------------------------------------------
STURM RUGER & CO. INC. COM 864159108 52 6,400 SH SOLE 6,400
------------------------------------------------------------------------------------------------------------------------------------
SUBURBAN LODGES OF AMERIC COM 864444104 15 2,200 SH SOLE 2,200
------------------------------------------------------------------------------------------------------------------------------------
SUIZA FOODS CORP STK COM 865077101 923 18,200 SH SOLE 18,200
------------------------------------------------------------------------------------------------------------------------------------
SUMMIT BANCORP COM 866005101 8,011 232,190 SH SOLE 232,190
------------------------------------------------------------------------------------------------------------------------------------
SUMMIT PROP INC REIT COM 866239106 109 4,540 SH SOLE 4,540
------------------------------------------------------------------------------------------------------------------------------------
SUN COMMUNTIES INC (REIT) COM 866674104 16 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
SUN MICROSYSTEMS COM 866810104 12,270 105,100 SH OTHER (1) - 105,100
------------------------------------------------------------------------------------------------------------------------------------
SUN MICROSYSTEMS COM 866810104 243,244 2,083,372 SH SOLE 2,083,372
------------------------------------------------------------------------------------------------------------------------------------
SUNBURST HOSPITALITY COM 866948102 11 1,600 SH SOLE 1,600
------------------------------------------------------------------------------------------------------------------------------------
SUNBEAM CORPORATION COM 867071102 314 239,333 SH SOLE 239,333
------------------------------------------------------------------------------------------------------------------------------------
SUNGARD DATA SYSTEMS INC COM 867363103 3,018 70,500 SH SOLE 70,500
------------------------------------------------------------------------------------------------------------------------------------
SUNGLASS HUT COM 86736F106 630 96,500 SH SOLE 96,500
------------------------------------------------------------------------------------------------------------------------------------
SUNOCO INC COM 86764P109 3,213 119,256 SH SOLE 119,256
------------------------------------------------------------------------------------------------------------------------------------
SUNRISE ASSISTED LIVING COM 86768K106 26 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
SUNRISE TECHNOLOGIES COM 86769L103 800 111,300 SH SOLE 111,300
------------------------------------------------------------------------------------------------------------------------------------
SUNRISE TELECOM COM 86769Y105 40 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
SUNRISE MEDICAL COM 867910101 37 6,100 SH SOLE 6,100
------------------------------------------------------------------------------------------------------------------------------------
SUNTRUST BANKS COM 867914103 20,129 404,090 SH SOLE 404,090
------------------------------------------------------------------------------------------------------------------------------------
SUPERCONDUCTOR TECH COM 867931107 5 300 SH SOLE 300
------------------------------------------------------------------------------------------------------------------------------------
SUPERGEN INC COM 868059106 1,477 77,000 SH SOLE 77,000
------------------------------------------------------------------------------------------------------------------------------------
SUPERIOR ENERGY SERVICES COM 868157108 1,654 157,500 SH SOLE 157,500
------------------------------------------------------------------------------------------------------------------------------------
Page 49 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
SUPERIOR INDUSTRIES COM 868168105 1,836 61,200 SH SOLE 61,200
------------------------------------------------------------------------------------------------------------------------------------
SUPERIOR NATL INSURANCE COM 868224106 0 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
SUPERIOR SURGICAL MFG CO COM 868358102 7 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
SUPERIOR TELECOM INC COM 868365107 280 46,725 SH SOLE 46,725
------------------------------------------------------------------------------------------------------------------------------------
SUPERVALU INC COM 868536103 2,592 172,103 SH SOLE 172,103
------------------------------------------------------------------------------------------------------------------------------------
SUPPORT.COM INC. COM 868587106 31 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
SURMODICS INC COM 868873100 22 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
SUSQUEHANNA BANCSHARES COM 869099101 1,502 98,475 SH SOLE 98,475
------------------------------------------------------------------------------------------------------------------------------------
SWIFT ENERGY COMPANY COM 870738101 212 5,100 SH SOLE 5,100
------------------------------------------------------------------------------------------------------------------------------------
SWIFT TRANSAPORTATION COM 870756103 1,925 147,400 SH SOLE 147,400
------------------------------------------------------------------------------------------------------------------------------------
SYBASE INC COM 871130100 1,086 47,200 SH SOLE 47,200
------------------------------------------------------------------------------------------------------------------------------------
SYBRON CORPORATION COM 87114F106 1,500 62,500 SH SOLE 62,500
------------------------------------------------------------------------------------------------------------------------------------
SYCAMORE NETWORKS COM 871206108 1,181 10,938 SH SOLE 10,938
------------------------------------------------------------------------------------------------------------------------------------
SYKES ENTERPRISES INC. COM 871237103 138 25,600 SH SOLE 25,600
------------------------------------------------------------------------------------------------------------------------------------
SYLVAN LEARNING SYS INC COM 871399101 1,212 81,800 SH SOLE 81,800
------------------------------------------------------------------------------------------------------------------------------------
SYMANTEC CORP COM 871503108 1,395 31,700 SH SOLE 31,700
------------------------------------------------------------------------------------------------------------------------------------
SYMBOL TECH INC COM 871508107 3,161 87,955 SH SOLE 87,955
------------------------------------------------------------------------------------------------------------------------------------
SYMMETRICOM INC. COM 871543104 101 6,450 SH SOLE 6,450
------------------------------------------------------------------------------------------------------------------------------------
SYMYX TECHNOLOGIES COM 87155S108 35 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
SYNAVANT INC COM 87157A105 3 425 SH SOLE 425
------------------------------------------------------------------------------------------------------------------------------------
SYNCOR INTL COM 87157J106 2,098 57,000 SH SOLE 57,000
------------------------------------------------------------------------------------------------------------------------------------
SYNOPSYS INC COM 871607107 1,549 40,900 SH SOLE 40,900
------------------------------------------------------------------------------------------------------------------------------------
SYNOVUS FINANCIAL COM 87161C105 7,954 375,434 SH SOLE 375,434
------------------------------------------------------------------------------------------------------------------------------------
SYNTEL INC COM 87162H103 693 88,500 SH SOLE 88,500
------------------------------------------------------------------------------------------------------------------------------------
SYNTROLEUM CORP COM 871630109 31 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
SYSCO CORP COM 871829107 20,151 435,112 SH SOLE 435,112
------------------------------------------------------------------------------------------------------------------------------------
SYSTEMAX INC COM 871851101 213 77,300 SH SOLE 77,300
------------------------------------------------------------------------------------------------------------------------------------
SYSTEMS & COMP TECHNOLOGY COM 871873105 1,545 87,968 SH SOLE 87,968
------------------------------------------------------------------------------------------------------------------------------------
TBC CORP COM 872180104 27 5,600 SH SOLE 5,600
------------------------------------------------------------------------------------------------------------------------------------
TCF FINANCIAL COM 872275102 1,990 52,900 SH SOLE 52,900
------------------------------------------------------------------------------------------------------------------------------------
TD WATERHOUSE GROUP INC COM 872362108 22 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
TECO ENERGY COM 872375100 2,179 75,800 SH SOLE 75,800
------------------------------------------------------------------------------------------------------------------------------------
TEPPCO PARTNERS UT LTD PARTNER 872384102 19 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
TESSCO TECH INC COM 872386107 18 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
T-HQ INC. COM NEW 872443403 1,139 49,000 SH SOLE 49,000
------------------------------------------------------------------------------------------------------------------------------------
TJX COMPANY COM 872540109 8,989 399,525 SH SOLE 399,525
------------------------------------------------------------------------------------------------------------------------------------
T/R SYSTEMS COM 87263U102 4 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
TRW INC COM 872649108 7,085 174,398 SH SOLE 174,398
------------------------------------------------------------------------------------------------------------------------------------
TMP WORLDWIDE INC COM 872941109 4,194 52,100 SH SOLE 52,100
------------------------------------------------------------------------------------------------------------------------------------
TXU CORPORATION COM 873168108 13,691 345,511 SH SOLE 345,511
------------------------------------------------------------------------------------------------------------------------------------
TACO CABANA INC CLASS A COM 873425102 11 2,600 SH SOLE 2,600
------------------------------------------------------------------------------------------------------------------------------------
TALBOTS INC COM 874161102 1,424 21,500 SH SOLE 21,500
------------------------------------------------------------------------------------------------------------------------------------
TALK.COM INC. COM 874264104 801 181,900 SH SOLE 181,900
------------------------------------------------------------------------------------------------------------------------------------
TANGER FTRY OUTLET (REIT) COM 875465106 18 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
TANNING TECHNOLOGY CORP COM 87588P101 12 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
TANOX INC COM 87588Q109 41 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
TARGET CORP COM 87612E106 30,762 1,200,458 SH SOLE 1,200,458
------------------------------------------------------------------------------------------------------------------------------------
TARAGON REALTY INVESTORS COM 876287103 14 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
TARRANT APPAREL GROUP COM 876289109 6 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
TASTY BAKING COMPANY COM 876553306 14 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
TAUBMAN CENTERS (REIT) COM 876664103 13 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
TECH DATA CORP COM 878237106 1,265 29,600 SH SOLE 29,600
------------------------------------------------------------------------------------------------------------------------------------
TECHNE CORP COM 878377100 5,410 48,300 SH SOLE 48,300
------------------------------------------------------------------------------------------------------------------------------------
TECHNITROL INC COM 878555101 4,010 39,700 SH SOLE 39,700
------------------------------------------------------------------------------------------------------------------------------------
TECHNOLOGY SOLUTIONS COM 87872T108 69 27,500 SH SOLE 27,500
------------------------------------------------------------------------------------------------------------------------------------
TECUMSEH PRODUCTS CO-CL A CL A 878895200 1,880 44,900 SH SOLE 44,900
------------------------------------------------------------------------------------------------------------------------------------
TEJON RANCH CO. COM 879080109 15 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
Page 50 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
TEKELEC COM 879101103 4,418 134,400 SH SOLE 134,400
------------------------------------------------------------------------------------------------------------------------------------
TEKTRONIX INC COM 879131100 8,188 106,600 SH OTHER (1) - 106,600
------------------------------------------------------------------------------------------------------------------------------------
TEKTRONIX INC COM 879131100 4,875 63,461 SH SOLE 63,461
------------------------------------------------------------------------------------------------------------------------------------
TELAXIS COMM. CORP DS COM 879202109 2 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
TELCOM SEMICONDUCTOR INC COM 87921P107 52 3,500 SH SOLE 3,500
------------------------------------------------------------------------------------------------------------------------------------
TELE DANMARK A/S ADR SPONSORED ADR CL B 879242105 272 9,666 SH SOLE 9,666
------------------------------------------------------------------------------------------------------------------------------------
TELECOM ARGEN - ADR SPONSORED ADR REP 879273209 281 13,000 SH SOLE 13,000
------------------------------------------------------------------------------------------------------------------------------------
TELECORP PCS INC CL A 879299105 49 2,600 SH SOLE 2,600
------------------------------------------------------------------------------------------------------------------------------------
TELEDYNE TECHNOLOGIES COM 879360105 54 1,857 SH SOLE 1,857
------------------------------------------------------------------------------------------------------------------------------------
TELEFLEX INCORPORATED COM 879369106 897 26,100 SH SOLE 26,100
------------------------------------------------------------------------------------------------------------------------------------
TELEFONOS DE MEXICO ADR SPONSORED ADR ORD 879403780 381 7,163 SH SOLE 7,163
------------------------------------------------------------------------------------------------------------------------------------
TELEPHONE & DATA SYS COM 879433100 4,875 44,035 SH SOLE 44,035
------------------------------------------------------------------------------------------------------------------------------------
TELIGENT INCORPORATED CL A 87959Y103 988 76,000 SH SOLE 76,000
------------------------------------------------------------------------------------------------------------------------------------
TELLABS INC COM 879664100 1,471 30,800 SH OTHER (1) - 30,800
------------------------------------------------------------------------------------------------------------------------------------
TELLABS INC COM 879664100 25,533 534,731 SH SOLE 534,731
------------------------------------------------------------------------------------------------------------------------------------
TELXON CORPORATION COM 879700102 58 3,300 SH SOLE 3,300
------------------------------------------------------------------------------------------------------------------------------------
TEMPLE INLAND CO COM 879868107 2,617 69,084 SH SOLE 69,084
------------------------------------------------------------------------------------------------------------------------------------
TELETECH HOLDINGS INC. COM 879939106 730 29,500 SH SOLE 29,500
------------------------------------------------------------------------------------------------------------------------------------
TENFOLD CORPORATION COM 88033A103 4 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
TENET HEALTHCARE CORP COM 88033G100 15,273 419,868 SH SOLE 419,868
------------------------------------------------------------------------------------------------------------------------------------
TENNANT CO COM 880345103 978 22,100 SH SOLE 22,100
------------------------------------------------------------------------------------------------------------------------------------
TENNECO AUTOMOTIVE CORP. COM 880349105 45 8,580 SH SOLE 8,580
------------------------------------------------------------------------------------------------------------------------------------
TERADYNE INCORPORATED COM 880770102 7,971 227,719 SH SOLE 227,719
------------------------------------------------------------------------------------------------------------------------------------
TERAYON COMMUNICATION COM 880775101 1,086 32,000 SH SOLE 32,000
------------------------------------------------------------------------------------------------------------------------------------
TEREX CORPORATION COM 880779103 839 64,200 SH SOLE 64,200
------------------------------------------------------------------------------------------------------------------------------------
TESORO PETRO. CORP. COM 881609101 741 74,600 SH SOLE 74,600
------------------------------------------------------------------------------------------------------------------------------------
TETRA TECHNOLOGIES INC COM 88162F105 39 2,600 SH SOLE 2,600
------------------------------------------------------------------------------------------------------------------------------------
TETRA TECH INC COM 88162G103 2,645 92,600 SH SOLE 92,600
------------------------------------------------------------------------------------------------------------------------------------
TEXACO INC COM 881694103 4,683 89,200 SH OTHER (1) - 89,200
------------------------------------------------------------------------------------------------------------------------------------
TEXACO INC COM 881694103 38,157 726,800 SH SOLE 726,800
------------------------------------------------------------------------------------------------------------------------------------
TEXAS BIOTECHNOLOGY COM 88221T104 173 10,600 SH SOLE 10,600
------------------------------------------------------------------------------------------------------------------------------------
TEXAS IND COM 882491103 1,702 53,400 SH SOLE 53,400
------------------------------------------------------------------------------------------------------------------------------------
TEXAS INSTRS INC COM 882508104 3,784 80,200 SH OTHER (1) - 80,200
------------------------------------------------------------------------------------------------------------------------------------
TEXAS INSTRS INC COM 882508104 106,470 2,256,282 SH SOLE 2,256,282
------------------------------------------------------------------------------------------------------------------------------------
TEXAS REGIONAL BANCSHARES CL A VTG 882673106 970 34,200 SH SOLE 34,200
------------------------------------------------------------------------------------------------------------------------------------
TEXTRON INC COM 883203101 8,829 191,409 SH SOLE 191,409
------------------------------------------------------------------------------------------------------------------------------------
THERAGENICS CORP COM 883375107 36 5,500 SH SOLE 5,500
------------------------------------------------------------------------------------------------------------------------------------
THERMA-WAVE INC. COM 88343A108 20 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
THERMO ELECTRON CORP COM 883556102 6,002 230,847 SH SOLE 230,847
------------------------------------------------------------------------------------------------------------------------------------
THERMO CARDIOSYSTEMS INC COM NONREDEEM 88355K200 14 1,600 SH SOLE 1,600
------------------------------------------------------------------------------------------------------------------------------------
THERMO FIBERTEK INC COM 88355W105 596 142,400 SH SOLE 142,400
------------------------------------------------------------------------------------------------------------------------------------
THESTREET.COM COM 88368Q103 4 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
THOMAS & BETTS CORP COM 884315102 1,188 68,144 SH SOLE 68,144
------------------------------------------------------------------------------------------------------------------------------------
THOMAS INDUSTRIES COM 884425109 75 3,700 SH SOLE 3,700
------------------------------------------------------------------------------------------------------------------------------------
THOR INDUSTRIES INC COM 885160101 65 2,800 SH SOLE 2,800
------------------------------------------------------------------------------------------------------------------------------------
THORATEC LABS CORP COM NEW 885175307 29 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
3COM CORPORATION COM 885535104 3,921 204,350 SH SOLE 204,350
------------------------------------------------------------------------------------------------------------------------------------
3DO COMPANY COM 88553W105 566 84,600 SH SOLE 84,600
------------------------------------------------------------------------------------------------------------------------------------
3DFX INTERACTIVE INC. COM 88553X103 6 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
THREE-FIVE SYSTEMS INC COM 88554L108 1,729 59,100 SH OTHER (1) - 59,100
------------------------------------------------------------------------------------------------------------------------------------
THREE-FIVE SYSTEMS INC COM 88554L108 1,528 52,248 SH SOLE 52,248
------------------------------------------------------------------------------------------------------------------------------------
TIBCO SOFTWARE INC COM 88632Q103 734 8,692 SH SOLE 8,692
------------------------------------------------------------------------------------------------------------------------------------
TICKETMASTER CL B 88633P203 15 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
TIDEWATER INC COM 886423102 1,306 28,700 SH SOLE 28,700
------------------------------------------------------------------------------------------------------------------------------------
TIFFANY & COMPANY COM 886547108 7,372 191,167 SH SOLE 191,167
------------------------------------------------------------------------------------------------------------------------------------
TIMBERLAND CO CLASS A CL A 887100105 3,866 94,300 SH SOLE 94,300
------------------------------------------------------------------------------------------------------------------------------------
TIME WARNER INC COM 887315109 136,347 1,742,426 SH SOLE 1,742,426
------------------------------------------------------------------------------------------------------------------------------------
Page 51 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
TIME WARNER TELECOM-CL A CL A 887319101 43 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
TIMKEN COMPANY COM 887389104 1,091 79,704 SH SOLE 79,704
------------------------------------------------------------------------------------------------------------------------------------
TITAN CORP COM 888266103 485 29,381 SH SOLE 29,381
------------------------------------------------------------------------------------------------------------------------------------
TITAN INTERNATIONAL INC COM 88830M102 28 4,800 SH SOLE 4,800
------------------------------------------------------------------------------------------------------------------------------------
TITAN PHARMACEUTICALS COM 888314101 52 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
TIVO INC COM 888706108 17 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
TOLL BROTHERS COM 889478103 3,176 92,400 SH SOLE 92,400
------------------------------------------------------------------------------------------------------------------------------------
TOLLGRADE COMMUNICATIONS COM 889542106 56 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
TOO INC COM 890333107 18 742 SH SOLE 742
------------------------------------------------------------------------------------------------------------------------------------
TOOTSIE ROLL INDUSTRIES COM 890516107 3,069 78,180 SH SOLE 78,180
------------------------------------------------------------------------------------------------------------------------------------
TOPPS INC. COM 890786106 978 106,500 SH SOLE 106,500
------------------------------------------------------------------------------------------------------------------------------------
TORCHMARK CORP COM 891027104 4,646 167,041 SH SOLE 167,041
------------------------------------------------------------------------------------------------------------------------------------
TORO COMPANY COM 891092108 1,014 32,200 SH SOLE 32,200
------------------------------------------------------------------------------------------------------------------------------------
TOSCO CORP COM 891490302 5,928 190,068 SH SOLE 190,068
------------------------------------------------------------------------------------------------------------------------------------
TOTAL RENAL CARE HOLDINGS COM 89151A107 1,430 190,700 SH SOLE 190,700
------------------------------------------------------------------------------------------------------------------------------------
TOWER AUTOMOTIVE COM 891707101 1,121 119,600 SH SOLE 119,600
------------------------------------------------------------------------------------------------------------------------------------
TOTAL SYSTEM SERVICES INC COM 891906109 1,821 108,300 SH SOLE 108,300
------------------------------------------------------------------------------------------------------------------------------------
TOYS R US COM 892335100 4,679 287,923 SH SOLE 287,923
------------------------------------------------------------------------------------------------------------------------------------
TRACTOR SUPPLY COMPANY COM 892356106 8 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
TRAMMELL CROW CO COM 89288R106 1,229 81,900 SH SOLE 81,900
------------------------------------------------------------------------------------------------------------------------------------
TRANSOCEAN SEDCO FOREX ORD G90078109 16,195 276,251 SH SOLE 276,251
------------------------------------------------------------------------------------------------------------------------------------
TRANS WORLD ENTERTAINMNT COM 89336Q100 1,130 112,950 SH SOLE 112,950
------------------------------------------------------------------------------------------------------------------------------------
TRANSACTION SYSTEMS CL A 893416107 1,251 77,000 SH SOLE 77,000
------------------------------------------------------------------------------------------------------------------------------------
TRANSATLANTIC HOLDINGS COM 893521104 1,933 20,900 SH SOLE 20,900
------------------------------------------------------------------------------------------------------------------------------------
TRANSKARYOTIC THERAPIES COM 893735100 2,269 52,700 SH SOLE 52,700
------------------------------------------------------------------------------------------------------------------------------------
TRANSPORT CORP OF AMERICA COM 89385P102 7 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
TRANSMONTAIGNE INC COM 893934109 8 1,600 SH SOLE 1,600
------------------------------------------------------------------------------------------------------------------------------------
TRAVELOCITY.COM INC COM 893953109 4 300 SH SOLE 300
------------------------------------------------------------------------------------------------------------------------------------
TRANSWITCH CORP COM 894065101 2,869 45,000 SH SOLE 45,000
------------------------------------------------------------------------------------------------------------------------------------
TREDEGAR INDUSTRIES COM 894650100 1,650 95,300 SH SOLE 95,300
------------------------------------------------------------------------------------------------------------------------------------
TRENDWEST RESORTS INC COM 894917103 12 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
TREX COMPANY INC. COM 89531P105 15 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
TRIAD HOSPITALS INC COM 89579K109 426 14,490 SH SOLE 14,490
------------------------------------------------------------------------------------------------------------------------------------
TRIANGLE PHARMACEUTICALS COM 89589H104 749 88,800 SH SOLE 88,800
------------------------------------------------------------------------------------------------------------------------------------
TRIAD GUARANTY INC COM 895925105 922 31,000 SH SOLE 31,000
------------------------------------------------------------------------------------------------------------------------------------
TRIARC COMPANIES INC CL A 895927101 1,354 55,000 SH SOLE 55,000
------------------------------------------------------------------------------------------------------------------------------------
TRICON GLOBAL RESTAURANTS COM 895953107 5,827 190,275 SH SOLE 190,275
------------------------------------------------------------------------------------------------------------------------------------
TRIBUNE COMPANY COM 896047107 17,940 411,247 SH SOLE 411,247
------------------------------------------------------------------------------------------------------------------------------------
TRICO MARINE SERVICES INC COM 896106101 21 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
TRIGON HEALTHCARE COM 89618L100 1,210 23,020 SH SOLE 23,020
------------------------------------------------------------------------------------------------------------------------------------
TRIMBLE NAVIGATION LTD COM 896239100 1,381 61,700 SH SOLE 61,700
------------------------------------------------------------------------------------------------------------------------------------
TRIMERIS INCORPORATED COM 896263100 35 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
TRINITY INDUSTRIES COM 896522109 539 23,050 SH SOLE 23,050
------------------------------------------------------------------------------------------------------------------------------------
TRIQUINT SEMICONDUCTOR COM 89674K103 1,523 41,800 SH SOLE 41,800
------------------------------------------------------------------------------------------------------------------------------------
TRITEL INC CL A 89675X104 40 2,800 SH SOLE 2,800
------------------------------------------------------------------------------------------------------------------------------------
TRITON PCS HOLDINGS INC CL A 89677M106 157 5,714 SH SOLE 5,714
------------------------------------------------------------------------------------------------------------------------------------
TRIZETTO GROUP INC COM 896882107 14 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
TRIPATH IMAGING INC COM 896942109 18 2,600 SH SOLE 2,600
------------------------------------------------------------------------------------------------------------------------------------
TROPICAL SPORTSWEAR INC COM 89708P102 9 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
TROY GROUP INC COM 89733N106 3 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
TRUE NORTH COMMUNICATIONS COM 897844106 872 24,400 SH SOLE 24,400
------------------------------------------------------------------------------------------------------------------------------------
THE TRUST CO. OF N.J. COM 898304100 754 45,000 SH SOLE 45,000
------------------------------------------------------------------------------------------------------------------------------------
TRUSTCO BANK CORPORATION COM 898349105 1,527 124,024 SH SOLE 124,024
------------------------------------------------------------------------------------------------------------------------------------
TRUSTMARK CORP. COM 898402102 893 45,800 SH SOLE 45,800
------------------------------------------------------------------------------------------------------------------------------------
TUCKER ANTHONY SUTRO COM 898647102 140 5,500 SH SOLE 5,500
------------------------------------------------------------------------------------------------------------------------------------
TUESDAY MORNING COM NEW 899035505 9 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
TULARIK INC COM 899165104 43 1,300 SH SOLE 1,300
------------------------------------------------------------------------------------------------------------------------------------
Page 52 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
TUMBLEWEED CO CORP COM 899690101 41 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
TUPPERWARE CORP COM 899896104 668 37,100 SH OTHER (1) - 37,100
------------------------------------------------------------------------------------------------------------------------------------
TUPPERWARE CORP COM 899896104 3,153 175,145 SH SOLE 175,145
------------------------------------------------------------------------------------------------------------------------------------
TURNSTONE SYSTEMS INC COM 900423104 19 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
TUSCARORA PLASTICS INC COM 900902107 6 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
TUT SYSTEMS INC. COM 901103101 282 3,268 SH SOLE 3,268
------------------------------------------------------------------------------------------------------------------------------------
TWEETER HOME ENT. GROUP COM 901167106 1,514 41,700 SH SOLE 41,700
------------------------------------------------------------------------------------------------------------------------------------
21ST CENTURY INSURANCE COM 90130N103 835 49,300 SH SOLE 49,300
------------------------------------------------------------------------------------------------------------------------------------
24/7 MEDIA INC. COM 901314104 805 79,800 SH SOLE 79,800
------------------------------------------------------------------------------------------------------------------------------------
TWINLAB CORPORATION COM 901774109 286 65,400 SH SOLE 65,400
------------------------------------------------------------------------------------------------------------------------------------
TYCO INTERNATIONAL LTD COM 902124106 64,648 1,246,231 SH SOLE 1,246,231
------------------------------------------------------------------------------------------------------------------------------------
TYSON FOODS INC CL A CL A 902494103 1,356 135,600 SH SOLE 135,600
------------------------------------------------------------------------------------------------------------------------------------
UAL CORP COM PAR $0.01 902549500 1,218 29,000 SH SOLE 29,000
------------------------------------------------------------------------------------------------------------------------------------
UCAR INTERNATIONAL COM 90262K109 1,337 105,400 SH SOLE 105,400
------------------------------------------------------------------------------------------------------------------------------------
UGI CORPORATION COM 902681105 1,668 68,800 SH SOLE 68,800
------------------------------------------------------------------------------------------------------------------------------------
UICI COM 902737105 763 109,000 SH SOLE 109,000
------------------------------------------------------------------------------------------------------------------------------------
UIL HOLDINGS CORP COM 902748102 1,872 36,400 SH SOLE 36,400
------------------------------------------------------------------------------------------------------------------------------------
UMB FINANCIAL CORP COM 902788108 1,861 49,968 SH SOLE 49,968
------------------------------------------------------------------------------------------------------------------------------------
USX-MARATHON GROUP INC COM 902905827 11,755 414,263 SH SOLE 414,263
------------------------------------------------------------------------------------------------------------------------------------
U S B HOLDING INC. COM 902910108 8 630 SH SOLE 630
------------------------------------------------------------------------------------------------------------------------------------
UST INCORPORATED COM 902911106 4,817 210,586 SH SOLE 210,586
------------------------------------------------------------------------------------------------------------------------------------
U.S. PLASTIC LUMBER CORP COM 902948108 295 76,800 SH SOLE 76,800
------------------------------------------------------------------------------------------------------------------------------------
U.S. ENERGY SYSTEMS INC COM 902951102 3 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
U.S. BANCORP (NEW) COM 902973106 22,627 994,639 SH SOLE 994,639
------------------------------------------------------------------------------------------------------------------------------------
USA NETWORKS INC. COM 902984103 3,794 172,956 SH SOLE 172,956
------------------------------------------------------------------------------------------------------------------------------------
URS CORPORATION COM 903236107 551 41,600 SH SOLE 41,600
------------------------------------------------------------------------------------------------------------------------------------
US CAN CORPORATION COM 90328W105 12 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
U S G CORPORATION COM 903293405 679 27,100 SH SOLE 27,100
------------------------------------------------------------------------------------------------------------------------------------
US LEC CORPORATION CL A 90331S109 4 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
USEC INCORPORATED COM 90333E108 840 197,600 SH SOLE 197,600
------------------------------------------------------------------------------------------------------------------------------------
U.S. INTERACTIVE INC COM 90334M109 2 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
USX-U.S. STEEL GROUP INC COM 90337T101 1,764 116,141 SH SOLE 116,141
------------------------------------------------------------------------------------------------------------------------------------
UTI ENERGY CORP COM 903387108 1,955 43,800 SH SOLE 43,800
------------------------------------------------------------------------------------------------------------------------------------
US ONCOLOGY INC CL A 90338W103 1,038 228,972 SH SOLE 228,972
------------------------------------------------------------------------------------------------------------------------------------
U.S. WIRELESS CORP COM 90339C106 6 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
ULTICOM INC COM 903844108 47 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
ULTRAK INCORPORATED COM NO PAR 903898401 9 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
USA EDUCATION INC COM 90390U102 10,001 207,535 SH SOLE 207,535
------------------------------------------------------------------------------------------------------------------------------------
ULTRAMAR DIAMOND SHAMROCK COM 904000106 1,350 53,200 SH SOLE 53,200
------------------------------------------------------------------------------------------------------------------------------------
ULTRATECH STEPPER INC COM 904034105 855 53,200 SH SOLE 53,200
------------------------------------------------------------------------------------------------------------------------------------
UNIFI INCORPORATED COM 904677101 1,349 132,400 SH SOLE 132,400
------------------------------------------------------------------------------------------------------------------------------------
UNIFIRST CORPORATION COM 904708104 9 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
UNILEVER NV (ADR) NY SHS N Y SHS NEW 904784709 20,352 421,801 SH SOLE 421,801
------------------------------------------------------------------------------------------------------------------------------------
UNICOM CORPORATION COM 904911104 13,196 234,857 SH SOLE 234,857
------------------------------------------------------------------------------------------------------------------------------------
UNION CARBIDE CORP COM 905581104 6,682 177,015 SH SOLE 177,015
------------------------------------------------------------------------------------------------------------------------------------
UNION PACIFIC CORP COM 907818108 12,695 326,565 SH SOLE 326,565
------------------------------------------------------------------------------------------------------------------------------------
UNION PLANTERS COM 908068109 5,869 177,523 SH SOLE 177,523
------------------------------------------------------------------------------------------------------------------------------------
UNIONBANCAL CORP COM 908906100 2,222 95,300 SH SOLE 95,300
------------------------------------------------------------------------------------------------------------------------------------
UNIROYAL TECH. CORP. COM 909163107 9 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
UNISOURCE ENERGY CORP. COM 909205106 1,351 82,480 SH SOLE 82,480
------------------------------------------------------------------------------------------------------------------------------------
UNISYS CORP COM 909214108 4,652 413,526 SH SOLE 413,526
------------------------------------------------------------------------------------------------------------------------------------
UNIT CORPORATION COM 909218109 24 1,600 SH SOLE 1,600
------------------------------------------------------------------------------------------------------------------------------------
UNITED COMMUNITY FIN. COM 909839102 531 80,900 SH SOLE 80,900
------------------------------------------------------------------------------------------------------------------------------------
UNITED BANKSHARES INC COM 909907107 2,061 105,000 SH SOLE 105,000
------------------------------------------------------------------------------------------------------------------------------------
UNITED DOMINION INDUS. COM 909914103 2,170 91,600 SH SOLE 91,600
------------------------------------------------------------------------------------------------------------------------------------
UNITED DOMINION (REIT) COM 910197102 28 2,600 SH SOLE 2,600
------------------------------------------------------------------------------------------------------------------------------------
UNITED NATIONAL BANCORP COM 910909100 634 35,730 SH SOLE 35,730
------------------------------------------------------------------------------------------------------------------------------------
Page 53 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
UNITED NATURAL FOODS INC COM 911163103 59 4,800 SH SOLE 4,800
------------------------------------------------------------------------------------------------------------------------------------
UNITED PARCEL SERVICE CL B 911312106 180 3,200 SH SOLE 3,200
------------------------------------------------------------------------------------------------------------------------------------
UNITED PARK CITY COM NEW 911315208 3 200 SH SOLE 200
------------------------------------------------------------------------------------------------------------------------------------
UNITED RENTALS INC. COM 911363109 1,004 41,600 SH SOLE 41,600
------------------------------------------------------------------------------------------------------------------------------------
US CELLULAR CORP COM 911684108 3,941 56,300 SH SOLE 56,300
------------------------------------------------------------------------------------------------------------------------------------
US AIRWAYS GROUP COM 911905107 2,641 86,773 SH SOLE 86,773
------------------------------------------------------------------------------------------------------------------------------------
U.S. INDUSTRIES INC. COM 912080108 492 49,500 SH SOLE 49,500
------------------------------------------------------------------------------------------------------------------------------------
UNITED STATIONERS INC COM 913004107 2,319 86,300 SH SOLE 86,300
------------------------------------------------------------------------------------------------------------------------------------
UNITED TECHNOLOGIES COM 913017109 7,334 105,900 SH OTHER (1) - 105,900
------------------------------------------------------------------------------------------------------------------------------------
UNITED TECHNOLOGIES COM 913017109 43,059 621,783 SH SOLE 621,783
------------------------------------------------------------------------------------------------------------------------------------
UNITED TELEVISION INC. COM 913066106 823 5,600 SH SOLE 5,600
------------------------------------------------------------------------------------------------------------------------------------
UNITED THERAPEUTICS CORP COM 91307C102 301 3,445 SH SOLE 3,445
------------------------------------------------------------------------------------------------------------------------------------
UNITEDGLOBALCOM INC-CL.A CL A 913247508 900 30,000 SH SOLE 30,000
------------------------------------------------------------------------------------------------------------------------------------
UNITEDHEALTH GROUP INC COM 91324P102 22,486 227,704 SH SOLE 227,704
------------------------------------------------------------------------------------------------------------------------------------
UNITIL CORP COM 913259107 16 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
UNITRIN INC COM 913275103 1,074 33,900 SH SOLE 33,900
------------------------------------------------------------------------------------------------------------------------------------
UNIVERSAL CORP COM 913456109 1,948 66,300 SH SOLE 66,300
------------------------------------------------------------------------------------------------------------------------------------
UNIVERSAL ELECTRONICS COM 913483103 24 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
UNIVERSAL FOODS CORP COM 913538104 2,323 114,000 SH SOLE 114,000
------------------------------------------------------------------------------------------------------------------------------------
UNIVERSAL FOREST PRODUCTS COM 913543104 583 51,000 SH SOLE 51,000
------------------------------------------------------------------------------------------------------------------------------------
UNIVERSAL HEALTH REALTY SH BEN INT 91359E105 16 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
UNIVERSAL HEALTH SERVICES CL B 913903100 7,073 82,600 SH SOLE 82,600
------------------------------------------------------------------------------------------------------------------------------------
UNIVISION COMM INC CL A 914906102 4,485 120,000 SH SOLE 120,000
------------------------------------------------------------------------------------------------------------------------------------
UNOCAL CORP COM 915289102 2,732 77,100 SH OTHER (1) - 77,100
------------------------------------------------------------------------------------------------------------------------------------
UNOCAL CORP COM 915289102 11,401 321,732 SH SOLE 321,732
------------------------------------------------------------------------------------------------------------------------------------
UNOVA INCORPORATED COM 91529B106 417 106,000 SH SOLE 106,000
------------------------------------------------------------------------------------------------------------------------------------
UNUMPROVIDENT CORP COM 91529Y106 8,804 323,102 SH SOLE 323,102
------------------------------------------------------------------------------------------------------------------------------------
USFREIGHTWAYS CORP COM 916906100 1,386 61,100 SH SOLE 61,100
------------------------------------------------------------------------------------------------------------------------------------
URBAN OUTFITTERS INC COM 917047102 418 40,300 SH SOLE 40,300
------------------------------------------------------------------------------------------------------------------------------------
URBAN SHOPPING CENTERS COM 917060105 52 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
U.S. INTERNETWORKING INC COM 917311805 17 2,600 SH SOLE 2,600
------------------------------------------------------------------------------------------------------------------------------------
UTILICORP UNITED INC COM 918005109 1,318 50,950 SH SOLE 50,950
------------------------------------------------------------------------------------------------------------------------------------
VA LINUX SYSTEMS COM 91819B105 66 1,427 SH SOLE 1,427
------------------------------------------------------------------------------------------------------------------------------------
V F CORP COM 918204108 3,740 151,499 SH SOLE 151,499
------------------------------------------------------------------------------------------------------------------------------------
VIB CORP COM 91823H106 10 1,591 SH SOLE 1,591
------------------------------------------------------------------------------------------------------------------------------------
VYYO INC. COM 918458100 30 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
VAIL RESORTS INC COM 91879Q109 1,290 63,700 SH SOLE 63,700
------------------------------------------------------------------------------------------------------------------------------------
VALASSIS COMMUNICATIONS COM 918866104 866 38,900 SH SOLE 38,900
------------------------------------------------------------------------------------------------------------------------------------
VALHI INC COM 918905100 795 63,300 SH SOLE 63,300
------------------------------------------------------------------------------------------------------------------------------------
VALENCE TECH INC. COM 918914102 16 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
VALERO ENERGY CORP COM 91913Y100 1,253 35,600 SH SOLE 35,600
------------------------------------------------------------------------------------------------------------------------------------
VALLEY NATIONAL BANCORP COM 919794107 1,096 40,138 SH SOLE 40,138
------------------------------------------------------------------------------------------------------------------------------------
VALMONT INDUSTRIES COM 920253101 1,175 59,100 SH SOLE 59,100
------------------------------------------------------------------------------------------------------------------------------------
VALSPAR CORP COM 920355104 522 22,700 SH SOLE 22,700
------------------------------------------------------------------------------------------------------------------------------------
VALUE CITY DEPT. STORES COM 920387107 635 77,000 SH SOLE 77,000
------------------------------------------------------------------------------------------------------------------------------------
VALUE LINE INC COM 920437100 838 23,900 SH SOLE 23,900
------------------------------------------------------------------------------------------------------------------------------------
VALUE VISION INT'L CL A 92047K107 555 22,100 SH SOLE 22,100
------------------------------------------------------------------------------------------------------------------------------------
VARCO INTL INC COM 922122106 4,518 217,068 SH SOLE 217,068
------------------------------------------------------------------------------------------------------------------------------------
VARIAN INC. COM 922206107 198 4,596 SH SOLE 4,596
------------------------------------------------------------------------------------------------------------------------------------
VARIAN SEMICONDUCTOR EQUI COM 922207105 202 5,392 SH SOLE 5,392
------------------------------------------------------------------------------------------------------------------------------------
VARIAN MEDICAL SYSTEMS COM 92220P105 3,366 74,500 SH SOLE 74,500
------------------------------------------------------------------------------------------------------------------------------------
VECTREN CORP COM 92240G101 30 1,466 SH SOLE 1,466
------------------------------------------------------------------------------------------------------------------------------------
VECTOR GROUP LTD. COM 92240M108 939 54,061 SH SOLE 54,061
------------------------------------------------------------------------------------------------------------------------------------
VEECO INSTRUMENTS INC COM 922417100 5,831 54,870 SH SOLE 54,870
------------------------------------------------------------------------------------------------------------------------------------
VENTANA MEDICAL SYS COM 92276H106 13 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
VENTIV HEALTH INC COM 922793104 21 1,633 SH SOLE 1,633
------------------------------------------------------------------------------------------------------------------------------------
VENTRO CORP COM 922815105 72 6,500 SH SOLE 6,500
------------------------------------------------------------------------------------------------------------------------------------
Page 54 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
VENATOR GROUP INC. COM 922944103 3,984 321,900 SH SOLE 321,900
------------------------------------------------------------------------------------------------------------------------------------
VERITAS SOFTWARE CORP COM 923436109 75,139 529,140 SH SOLE 529,140
------------------------------------------------------------------------------------------------------------------------------------
VERITY INCORPORATED COM 92343C106 639 17,900 SH SOLE 17,900
------------------------------------------------------------------------------------------------------------------------------------
VERISIGN INC COM 92343E102 23,260 114,831 SH SOLE 114,831
------------------------------------------------------------------------------------------------------------------------------------
VERITAS DGC INC. COM 92343P107 1,875 64,800 SH SOLE 64,800
------------------------------------------------------------------------------------------------------------------------------------
VERIZON COMMUNICATIONS COM 92343V104 175,085 3,614,737 SH SOLE 3,614,737
------------------------------------------------------------------------------------------------------------------------------------
VERTEL CORP COM 924907108 8 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
VERTEX PHARMACEUTICALS COM 92532F100 10,681 126,400 SH SOLE 126,400
------------------------------------------------------------------------------------------------------------------------------------
VERTICAL NET COM 92532L107 81 2,300 SH SOLE 2,300
------------------------------------------------------------------------------------------------------------------------------------
VESTA INSURANCE GROUP COM 925391104 12 2,300 SH SOLE 2,300
------------------------------------------------------------------------------------------------------------------------------------
VIACOM INC CLASS B CL B 925524308 115,763 1,978,908 SH SOLE 1,978,908
------------------------------------------------------------------------------------------------------------------------------------
VIATEL INC COM 925529208 203 19,811 SH SOLE 19,811
------------------------------------------------------------------------------------------------------------------------------------
VIALINK COM 92552Q101 6 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
VIAD CORPORATION COM 92552R109 1,480 55,700 SH SOLE 55,700
------------------------------------------------------------------------------------------------------------------------------------
VIASAT INC COM 92552V100 9 400 SH SOLE 400
------------------------------------------------------------------------------------------------------------------------------------
VIASYSTEMS GROUP INC COM 92553H100 216 12,700 SH SOLE 12,700
------------------------------------------------------------------------------------------------------------------------------------
VIANT CORPORATION COM 92553N107 81 13,800 SH SOLE 13,800
------------------------------------------------------------------------------------------------------------------------------------
VIADOR INC COM 92553R108 7 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
VICAL INC COM 925602104 1,203 46,500 SH SOLE 46,500
------------------------------------------------------------------------------------------------------------------------------------
VICINITY CORP. COM 925653107 10 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
VICOR CORP COM 925815102 1,676 30,900 SH SOLE 30,900
------------------------------------------------------------------------------------------------------------------------------------
VIA NET.WORKS INC COM 925912107 26 2,700 SH SOLE 2,700
------------------------------------------------------------------------------------------------------------------------------------
VIGNETTE CORP. COM 926734104 196 6,548 SH SOLE 6,548
------------------------------------------------------------------------------------------------------------------------------------
VINTAGE PETROLEUM INC COM 927460105 3,601 158,300 SH SOLE 158,300
------------------------------------------------------------------------------------------------------------------------------------
VIRATA CORP COM 927646109 112 1,700 SH SOLE 1,700
------------------------------------------------------------------------------------------------------------------------------------
VIRCO MFG CORP COM 927651109 12 968 SH SOLE 968
------------------------------------------------------------------------------------------------------------------------------------
VIRGINIA CAP BANCSHARES COM 927758102 19 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
VIROPHARMA INC. COM 928241108 921 35,600 SH SOLE 35,600
------------------------------------------------------------------------------------------------------------------------------------
VISHAY INTERTECHNOLOGY COM 928298108 1,539 50,050 SH OTHER (1) - 50,050
------------------------------------------------------------------------------------------------------------------------------------
VISHAY INTERTECHNOLOGY COM 928298108 2,658 86,452 SH SOLE 86,452
------------------------------------------------------------------------------------------------------------------------------------
VISTA BANCORP COM 92830R103 13 840 SH SOLE 840
------------------------------------------------------------------------------------------------------------------------------------
VISTEON CORP COM 92839U107 1,543 102,010 SH SOLE 102,010
------------------------------------------------------------------------------------------------------------------------------------
VISUAL NETWORKS INC. COM 928444108 95 14,500 SH SOLE 14,500
------------------------------------------------------------------------------------------------------------------------------------
VISX INCORPORATED COM 92844S105 951 35,300 SH SOLE 35,300
------------------------------------------------------------------------------------------------------------------------------------
VITAL SIGNS INC COM 928469105 64 2,400 SH SOLE 2,400
------------------------------------------------------------------------------------------------------------------------------------
VITESSE SEMICONDUCTOR COM 928497106 9,632 108,300 SH SOLE 108,300
------------------------------------------------------------------------------------------------------------------------------------
VITRIA TECHNOLOGY INC COM 92849Q104 173 3,700 SH SOLE 3,700
------------------------------------------------------------------------------------------------------------------------------------
VIXEL CORP COM 928552108 4 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
VLASIC FOODS INTL COM 928559103 107 95,300 SH SOLE 95,300
------------------------------------------------------------------------------------------------------------------------------------
VOICESTREAM WIRELESS CORP COM 928615103 680 5,861 SH SOLE 5,861
------------------------------------------------------------------------------------------------------------------------------------
VOLT INFO SCIENCES COM 928703107 823 38,300 SH SOLE 38,300
------------------------------------------------------------------------------------------------------------------------------------
VORNADO REALTY (REIT) SH BEN INT 929042109 99 2,660 SH SOLE 2,660
------------------------------------------------------------------------------------------------------------------------------------
VULCAN MATERIALS COMPANY COM 929160109 5,518 137,316 SH SOLE 137,316
------------------------------------------------------------------------------------------------------------------------------------
W-D 40 COMPANY COM 929236107 754 35,500 SH SOLE 35,500
------------------------------------------------------------------------------------------------------------------------------------
WFS FINANCIAL INC COM 92923B106 15 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
W HOLDING COMPANY INC COM 929251106 14 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
WJ COMMUNICATIONS INC COM 929284107 59 1,600 SH SOLE 1,600
------------------------------------------------------------------------------------------------------------------------------------
WMS INDUSTRIES INC. COM 929297109 1,618 71,900 SH SOLE 71,900
------------------------------------------------------------------------------------------------------------------------------------
W.P. CAREY & CO. LLC COM 92930Y107 12 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
WPS RESOURCES CORP COM 92931B106 2,044 62,400 SH SOLE 62,400
------------------------------------------------------------------------------------------------------------------------------------
WSFS FIN'L CORP COM 929328102 11 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
WABASH NATL CORP COM 929566107 533 58,400 SH SOLE 58,400
------------------------------------------------------------------------------------------------------------------------------------
WABTEC COM 929740108 1,225 121,007 SH SOLE 121,007
------------------------------------------------------------------------------------------------------------------------------------
WACHOVIA CORPORATION COM 929771103 15,153 267,311 SH SOLE 267,311
------------------------------------------------------------------------------------------------------------------------------------
WACKENHUT CORP COM SER A 929794105 530 35,600 SH SOLE 35,600
------------------------------------------------------------------------------------------------------------------------------------
WACKENHUT CORRECTIONS COM 929798106 12 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
WADDELL & REED FIN CL A CL A 930059100 5,943 191,700 SH SOLE 191,700
------------------------------------------------------------------------------------------------------------------------------------
Page 55 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
WAL-MART STORES INC COM 931142103 8,292 172,300 SH OTHER (1) - 172,300
------------------------------------------------------------------------------------------------------------------------------------
WAL-MART STORES INC COM 931142103 279,587 5,809,477 SH SOLE 5,809,477
------------------------------------------------------------------------------------------------------------------------------------
WALGREEN CO COM 931422109 49,877 1,314,708 SH SOLE 1,314,708
------------------------------------------------------------------------------------------------------------------------------------
WALLACE COMPUTER COM 932270101 1,437 94,200 SH SOLE 94,200
------------------------------------------------------------------------------------------------------------------------------------
WALTER INDUSTRIES COM 93317Q105 974 109,800 SH SOLE 109,800
------------------------------------------------------------------------------------------------------------------------------------
WARNACO GROUP CL A 934390105 489 122,200 SH SOLE 122,200
------------------------------------------------------------------------------------------------------------------------------------
WASHINGTON FEDERAL INC. COM 938824109 915 40,240 SH SOLE 40,240
------------------------------------------------------------------------------------------------------------------------------------
WASHINGTON GAS & LIGHT COM 938837101 836 31,100 SH SOLE 31,100
------------------------------------------------------------------------------------------------------------------------------------
WASHINGTON MUTUAL INC COM 939322103 28,790 723,120 SH SOLE 723,120
------------------------------------------------------------------------------------------------------------------------------------
WASHINGTON POST CLASS B CL B 939640108 897 1,700 SH OTHER (1) - 1,700
------------------------------------------------------------------------------------------------------------------------------------
WASHINGTON POST CLASS B CL B 939640108 2,903 5,500 SH SOLE 5,500
------------------------------------------------------------------------------------------------------------------------------------
WASHINGTON REIT SH BEN INT 939653101 14 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
WASHINGTON TRUST BANCORP COM 940610108 10 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
WASTE CONNECTIONS INC. COM 941053100 26 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
WASTE MANAGEMENT INC COM 94106L109 14,084 807,659 SH SOLE 807,659
------------------------------------------------------------------------------------------------------------------------------------
WATCHGUARD TECHNOLOGIES COM 941105108 326 5,432 SH SOLE 5,432
------------------------------------------------------------------------------------------------------------------------------------
WATER PIK TECHNOLOGIES COM 94113U100 2 195 SH SOLE 195
------------------------------------------------------------------------------------------------------------------------------------
WATERS CORPORATION COM 941848103 7,316 82,200 SH SOLE 82,200
------------------------------------------------------------------------------------------------------------------------------------
WATSCO INC COM 942622200 696 67,600 SH SOLE 67,600
------------------------------------------------------------------------------------------------------------------------------------
WATSON PHARMACEUTICAL COM 942683103 8,806 135,743 SH SOLE 135,743
------------------------------------------------------------------------------------------------------------------------------------
WATTS INDUSTRIES 'A' CL A 942749102 659 65,900 SH SOLE 65,900
------------------------------------------------------------------------------------------------------------------------------------
WAUSAU-MOSINEE PAPER CORP COM 943315101 926 119,525 SH SOLE 119,525
------------------------------------------------------------------------------------------------------------------------------------
WAVE SYSTEMS CORP. CL A 943526103 1,730 103,300 SH SOLE 103,300
------------------------------------------------------------------------------------------------------------------------------------
WEATHERFORD INTERNATIONAL COM 947074100 2,839 66,030 SH SOLE 66,030
------------------------------------------------------------------------------------------------------------------------------------
WEBB (DEL E.) CORP COM 947423109 1,179 42,500 SH SOLE 42,500
------------------------------------------------------------------------------------------------------------------------------------
WEBEX INC COM 94767L109 37 1,000 SH SOLE 1,000
------------------------------------------------------------------------------------------------------------------------------------
WEBSENSE COM 947684106 17 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
WEBMETHODS INC COM 94768C108 164 1,421 SH SOLE 1,421
------------------------------------------------------------------------------------------------------------------------------------
WEBLINK WIRELESS INC CL A 94769A101 8 1,100 SH SOLE 1,100
------------------------------------------------------------------------------------------------------------------------------------
WEBMD CORP COM 94769M105 173 11,326 SH SOLE 11,326
------------------------------------------------------------------------------------------------------------------------------------
WEBSTER FINANCIAL CORP. COM 947890109 3,368 125,012 SH SOLE 125,012
------------------------------------------------------------------------------------------------------------------------------------
WEB TRENDS CORP COM 94844D104 26 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
WEBVAN GROUP COM 94845V103 5 2,152 SH SOLE 2,152
------------------------------------------------------------------------------------------------------------------------------------
WEINGARTEN REALTY (REIT) SH BEN INT 948741103 33 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
WEIS MARKETS INC COM 948849104 988 24,900 SH SOLE 24,900
------------------------------------------------------------------------------------------------------------------------------------
WELLMAN INC COM 949702104 1,067 73,900 SH SOLE 73,900
------------------------------------------------------------------------------------------------------------------------------------
WELLPOINT HEALTH NETWORKS CL A 94973H108 8,064 83,998 SH SOLE 83,998
------------------------------------------------------------------------------------------------------------------------------------
WELLS FARGO COMPANY COM 949746101 100,575 2,189,351 SH SOLE 2,189,351
------------------------------------------------------------------------------------------------------------------------------------
WENDYS INTL INC COM 950590109 2,994 149,214 SH SOLE 149,214
------------------------------------------------------------------------------------------------------------------------------------
WERNER ENTERPRISES INC COM 950755108 1,393 118,562 SH SOLE 118,562
------------------------------------------------------------------------------------------------------------------------------------
WESBANCO INC COM 950810101 965 45,000 SH SOLE 45,000
------------------------------------------------------------------------------------------------------------------------------------
WESCO FINANCIAL CORP COM 950817106 1,155 4,600 SH SOLE 4,600
------------------------------------------------------------------------------------------------------------------------------------
WESCO INTERNATIONAL INC COM 95082P105 14 1,700 SH SOLE 1,700
------------------------------------------------------------------------------------------------------------------------------------
WESLEY JESSEN VISIONCARE COM 951018100 1,541 40,100 SH SOLE 40,100
------------------------------------------------------------------------------------------------------------------------------------
WEST MARINE INCORPORATED COM 954235107 10 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
WEST PHARMACEUTICAL SVCS COM 955306105 784 33,700 SH SOLE 33,700
------------------------------------------------------------------------------------------------------------------------------------
WEST TELESERVICES CORP COM 956188106 3,282 149,200 SH SOLE 149,200
------------------------------------------------------------------------------------------------------------------------------------
WESTAFF INCORPORATED COM 957070105 8 2,000 SH SOLE 2,000
------------------------------------------------------------------------------------------------------------------------------------
WESTAMERICA BANCORP COM 957090103 589 17,600 SH SOLE 17,600
------------------------------------------------------------------------------------------------------------------------------------
WESTELL TECH. INC. CL A 957541105 579 45,000 SH OTHER (1) - 45,000
------------------------------------------------------------------------------------------------------------------------------------
WESTELL TECH. INC. CL A 957541105 33 2,560 SH SOLE 2,560
------------------------------------------------------------------------------------------------------------------------------------
WESTCORP COM 957907108 16 1,080 SH SOLE 1,080
------------------------------------------------------------------------------------------------------------------------------------
WESTERN DIGITAL CORP. COM 958102105 2,141 364,500 SH SOLE 364,500
------------------------------------------------------------------------------------------------------------------------------------
WESTERN GAS RESOURCES COM 958259103 1,905 76,000 SH SOLE 76,000
------------------------------------------------------------------------------------------------------------------------------------
WESTERN RESOURCES INC. COM 959425109 861 39,831 SH SOLE 39,831
------------------------------------------------------------------------------------------------------------------------------------
WESTERN WIRELESS CL A CL A 95988E204 1,261 35,409 SH SOLE 35,409
------------------------------------------------------------------------------------------------------------------------------------
WESTFIELD AMER INC COM 959910100 23 1,700 SH SOLE 1,700
------------------------------------------------------------------------------------------------------------------------------------
Page 56 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
WESTPOINT STEVENS INC COM 961238102 358 29,200 SH SOLE 29,200
------------------------------------------------------------------------------------------------------------------------------------
WESTVACO CORP COM 961548104 3,529 132,230 SH SOLE 132,230
------------------------------------------------------------------------------------------------------------------------------------
WESTWOOD ONE INC COM 961815107 1,368 63,800 SH SOLE 63,800
------------------------------------------------------------------------------------------------------------------------------------
WET SEAL INC. CL A CL A 961840105 42 2,700 SH SOLE 2,700
------------------------------------------------------------------------------------------------------------------------------------
WEYERHAEUSER COMPANY COM 962166104 12,423 307,683 SH SOLE 307,683
------------------------------------------------------------------------------------------------------------------------------------
WHIRLPOOL CORP COM 963320106 3,741 96,242 SH SOLE 96,242
------------------------------------------------------------------------------------------------------------------------------------
WHITE MTNS INSURANCE GRP. COM G9618E107 147 540 SH SOLE 540
------------------------------------------------------------------------------------------------------------------------------------
WHITEHALL JEWELLERS INC COM 965063100 305 38,450 SH SOLE 38,450
------------------------------------------------------------------------------------------------------------------------------------
WHITMAN CORPORATION COM 96647R107 885 76,500 SH SOLE 76,500
------------------------------------------------------------------------------------------------------------------------------------
WHITNEY HOLDING CORP COM 966612103 2,121 58,400 SH SOLE 58,400
------------------------------------------------------------------------------------------------------------------------------------
WHOLE FOODS MARKET INC COM 966837106 3,586 66,800 SH SOLE 66,800
------------------------------------------------------------------------------------------------------------------------------------
WILD OATES MARKETS COM 96808B107 629 53,550 SH SOLE 53,550
------------------------------------------------------------------------------------------------------------------------------------
WILEY (JOHN) & SONS-CL A CL A 968223206 3,255 141,900 SH SOLE 141,900
------------------------------------------------------------------------------------------------------------------------------------
WILLAMETTE INDUSTRIES INC COM 969133107 4,079 145,661 SH SOLE 145,661
------------------------------------------------------------------------------------------------------------------------------------
WILLIAMS COMMUNICATION GR CL A 969455104 38 1,900 SH SOLE 1,900
------------------------------------------------------------------------------------------------------------------------------------
WILLIAMS COMPANIES INC COM 969457100 24,375 576,930 SH SOLE 576,930
------------------------------------------------------------------------------------------------------------------------------------
WILLIAMS-SONOMA INC COM 969904101 1,029 29,600 SH SOLE 29,600
------------------------------------------------------------------------------------------------------------------------------------
WILMINGTON TRUST CORP COM 971807102 1,024 19,100 SH SOLE 19,100
------------------------------------------------------------------------------------------------------------------------------------
WIND RIVER SYSTEMS COM 973149107 1,964 40,960 SH SOLE 40,960
------------------------------------------------------------------------------------------------------------------------------------
WINK COMMUNICATIONS COM 974168106 10 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
WINN DIXIE STORES INC COM 974280109 2,783 193,580 SH SOLE 193,580
------------------------------------------------------------------------------------------------------------------------------------
WINNEBAGO INDUSTRIES COM 974637100 660 52,800 SH SOLE 52,800
------------------------------------------------------------------------------------------------------------------------------------
WINSTAR COMMUNICATIONS COM 975515107 505 32,550 SH SOLE 32,550
------------------------------------------------------------------------------------------------------------------------------------
WIRELESS FACILITIES INC COM 97653A103 69 1,200 SH SOLE 1,200
------------------------------------------------------------------------------------------------------------------------------------
WISCONSIN CENTRAL COM 976592105 1,213 114,800 SH SOLE 114,800
------------------------------------------------------------------------------------------------------------------------------------
WISCONSIN ENERGY CORP COM 976657106 1,258 63,100 SH SOLE 63,100
------------------------------------------------------------------------------------------------------------------------------------
WIT SOUNDVIEW GROUP INC. COM 977383108 27 3,000 SH SOLE 3,000
------------------------------------------------------------------------------------------------------------------------------------
WITNESS SYSTEMS INC. COM 977424100 9 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
WOLVERINE TUBE INC COM 978093102 45 3,000 SH SOLE 3,000
------------------------------------------------------------------------------------------------------------------------------------
WOLVERINE WORLD WIDE COM 978097103 973 104,500 SH SOLE 104,500
------------------------------------------------------------------------------------------------------------------------------------
WOODWARD GOVERNOR COM 980745103 22 500 SH SOLE 500
------------------------------------------------------------------------------------------------------------------------------------
WORLD ACCEPTANCE CORP. COM 981419104 7 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
WORLD ACCESS INC COM 98141A101 780 144,200 SH SOLE 144,200
------------------------------------------------------------------------------------------------------------------------------------
WORLDPOINT COMMUNICATIONS COM 98155J105 4 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
WORLDGATE COMMUNICATIONS COM 98156L307 15 700 SH SOLE 700
------------------------------------------------------------------------------------------------------------------------------------
WORLDCOM INC COM 98157D106 116,760 3,844,124 SH SOLE 3,844,124
------------------------------------------------------------------------------------------------------------------------------------
WORTHINGTON INDUSTRIES COM 981811102 1,097 117,005 SH SOLE 117,005
------------------------------------------------------------------------------------------------------------------------------------
WRIGLEY WM. JR. CO COM 982526105 11,192 149,477 SH SOLE 149,477
------------------------------------------------------------------------------------------------------------------------------------
XM SATELLITE RADIO CL A 983759101 34 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
X-RITE INC COM 983857103 18 2,000 SH SOLE 2,000
------------------------------------------------------------------------------------------------------------------------------------
XCEED INC COM 98388N105 45 17,800 SH SOLE 17,800
------------------------------------------------------------------------------------------------------------------------------------
XCEL ENERGY INC. COM 98389B100 12,377 450,062 SH SOLE 450,062
------------------------------------------------------------------------------------------------------------------------------------
XILINX INC COM 983919101 1,156 13,500 SH OTHER (1) - 13,500
------------------------------------------------------------------------------------------------------------------------------------
XILINX INC COM 983919101 36,577 427,170 SH SOLE 427,170
------------------------------------------------------------------------------------------------------------------------------------
XIRCOM COM 983922105 573 22,700 SH SOLE 22,700
------------------------------------------------------------------------------------------------------------------------------------
XEROX CORP COM 984121103 13,156 873,396 SH SOLE 873,396
------------------------------------------------------------------------------------------------------------------------------------
XOMA LTD ORD G9825R107 25 1,700 SH SOLE 1,700
------------------------------------------------------------------------------------------------------------------------------------
XTRA CORP COM 984138107 1,262 28,400 SH SOLE 28,400
------------------------------------------------------------------------------------------------------------------------------------
XPEDIOR INC COM 98413B100 5 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
XYBERNAUT CORP COM 984149104 8 1,400 SH SOLE 1,400
------------------------------------------------------------------------------------------------------------------------------------
YAHOO INC COM 984332106 65,590 720,731 SH SOLE 720,731
------------------------------------------------------------------------------------------------------------------------------------
THE YANKEE CANDLE CO INC. COM 984757104 30 1,500 SH SOLE 1,500
------------------------------------------------------------------------------------------------------------------------------------
YELLOW CORPORATION COM 985509108 938 62,000 SH SOLE 62,000
------------------------------------------------------------------------------------------------------------------------------------
YORK INTERNATIONAL CORP COM 986670107 2,224 89,400 SH SOLE 89,400
------------------------------------------------------------------------------------------------------------------------------------
YOUNG & RUBICAM INC COM 987425105 4,607 93,080 SH SOLE 93,080
------------------------------------------------------------------------------------------------------------------------------------
YOUNG BROADCASTING CL A 987434107 1,097 34,900 SH SOLE 34,900
------------------------------------------------------------------------------------------------------------------------------------
YOUNG INNOVATIONS INC COM 987520103 13 800 SH SOLE 800
------------------------------------------------------------------------------------------------------------------------------------
Page 57 of 58
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
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>
YOUTHSTREAM MEDIA NETWORK COM 987819109 254 66,600 SH SOLE 66,600
------------------------------------------------------------------------------------------------------------------------------------
Z-TEL TECHNOLOGIES INC COM 988792107 7 900 SH SOLE 900
------------------------------------------------------------------------------------------------------------------------------------
ZALE CORPORATION COM 988858106 736 22,700 SH SOLE 22,700
------------------------------------------------------------------------------------------------------------------------------------
ZAMBA CORP COM 988881108 9 2,000 SH SOLE 2,000
------------------------------------------------------------------------------------------------------------------------------------
ZEBRA TECH CORP. CL A 989207105 899 18,700 SH SOLE 18,700
------------------------------------------------------------------------------------------------------------------------------------
ZENITH NATIONAL INS CO COM 989390109 943 43,100 SH SOLE 43,100
------------------------------------------------------------------------------------------------------------------------------------
ZIFF-DAVIS INC. COM ZD 989511100 487 59,900 SH SOLE 59,900
------------------------------------------------------------------------------------------------------------------------------------
ZIONS BANCORPORATION COM 989701107 2,511 49,100 SH SOLE 49,100
------------------------------------------------------------------------------------------------------------------------------------
ZIXIT CORPORATION COM 98974P100 1,052 34,500 SH SOLE 34,500
------------------------------------------------------------------------------------------------------------------------------------
ZORAN CORP COM 98975F101 1,667 34,200 SH SOLE 34,200
------------------------------------------------------------------------------------------------------------------------------------
ZOLTEK COMPANIES INC. COM 98975W104 5 600 SH SOLE 600
------------------------------------------------------------------------------------------------------------------------------------
ZYGO CORP COM 989855101 26 300 SH SOLE 300
------------------------------------------------------------------------------------------------------------------------------------
ZOMAX INCORPORATED COM 989929104 411 58,700 SH SOLE 58,700
------------------------------------------------------------------------------------------------------------------------------------
TOTAL REPORT 19,380,567
==========
Page 58 of 58
</TABLE>
