-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Kin7pP++mxclVJpzOtCafgXZEdWpjJDoQMSq003TSaSJ03Jnk7npLkcrWsbeQ9t1 GSXu8RjGfbh0Md4+imx+Hg== 0000764335-99-000002.txt : 19990816 0000764335-99-000002.hdr.sgml : 19990816 ACCESSION NUMBER: 0000764335-99-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19990630 FILED AS OF DATE: 19990813 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GEEWAX TERKER & CO /PA/ CENTRAL INDEX KEY: 0000764335 STANDARD INDUSTRIAL CLASSIFICATION: [] FILING VALUES: FORM TYPE: 13F-HR SEC ACT: SEC FILE NUMBER: 028-01515 FILM NUMBER: 99686917 BUSINESS ADDRESS: STREET 1: 99 STARR STREET CITY: PHOENIXVILLE STATE: PA ZIP: 19460 MAIL ADDRESS: STREET 1: 99 STARR STREET CITY: PHOENIXVILLE STATE: PA ZIP: 19460 13F-HR 1 REPORT FOR THE CALENDAR YEAR or Quarter Ended: June 30, 1999 If amended report check here: ___ Name of Institutional Investment Manager: GEEWAX, TERKER & COMPANY Business Address: 99 Starr Street City: Phoenixville State: PA Zip: 19460 Name, Phone No., and Title of Person Duly Authorized to Submit This Report: John J. Geewax, General Partner (610) 935-3000 ATTENTION: Intentional misstatements or omissions of facts constitute Federal Criminal Violations. See 18 U.S.C. 1001 and 15 U.S.C. 78ff(a). The institutional investment manager submitting this Form and its attachments and the person by whom it is signed represent hereby that all information contained therein is true, correct and complete. It is understood that all required items, statements and schedules are considered integral parts of this Form and that the submission of any amendment represents that all unamended items, statements and schedules remain true, correct and complete as previously submitted. Pursuant to the requirements of Securities Exchange Act of 1934, the undersigned institutional investment manager has caused this report to be signed on its behalf in the City of Phoenixville and State of Pennsylvania on the 12th of August, 1999. GEEWAX, TERKER & COMPANY (Name of Institutional Investment Manager) Name and 13F file numbers of all Institutional Investment Managers with respect to which this schedule is filed (other than the one filing this report) (list in alphabetical order). Geewax, Terker & Company: File No. 16965 I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 1145 Form 13F Information Table Value Total: $5,627,021 List of Other Included Managers: FORM 13F INFORMATION TABLE NAME OF ISSUER TITLE CUSIP VALUE SHARES / SH / PUT / INVSTMT OTHER VOTING AUTHORITY OF CLASS (x $1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - --------------------- ------- ----------- -------------------------- ------ ----------------- ------- ------- ------ 1ST SOURCE COR COMMON 336901103 608 19000 SH SOLE 19000 3DFX INTERACTI COMMON 88553X103 700 44800 SH SOLE 44800 99 CENTS ONLY COMMON 65440K106 75 1500 SH SOLE 1500 AAR CORP COMMON 000361105 395 17400 SH SOLE 17400 ABACUS DIRECT COMMON 002553105 8098 88500 SH SOLE 88500 ABBOTT LABS COMMON 002824100 56023 1234670 SH SOLE ###### ABERCROMBIE & COMMON 002896207 16964 353408 SH SOLE 353408 ABM INDS INC COMMON 000957100 1544 50300 SH SOLE 50300 ACCLAIM ENTMT COMMON 004325205 1181 185226 SH SOLE 185226 ACKERLEY INC COMMON 004527107 849 46700 SH SOLE 46700 ACNIELSEN CORP COMMON 004833109 64 2120 SH SOLE 2120 ACTION PERFORM COMMON 004933107 1139 34500 SH SOLE 34500 ACUSON CORP COMMON 005113105 815 47399 SH SOLE 47399 ACXIOM CORP COMMON 005125109 7351 294780 SH SOLE 294780 ADAPTEC INC COMMON 00651F108 157 4450 SH SOLE 4450 ADC TELECOMMUN COMMON 000886101 12432 272850 SH SOLE 272850 ADELPHIA COMMU COMMON 006848105 2545 40000 SH SOLE 40000 ADOBE SYS INC COMMON 00724F101 81 980 SH SOLE 980 ADTRAN INC COMMON 00738A106 2294 63076 SH SOLE 63076 ADVANCE PARADI COMMON 007491103 1171 19200 SH SOLE 19200 ADVANCED RADIO COMMON 00754U101 687 47800 SH SOLE 47800 ADVANTA CORP COMMON 007942105 193 10700 SH SOLE 10700 ADVANTAGE LEAR COMMON 00757K100 1664 75200 SH SOLE 75200 ADVENT SOFTWAR COMMON 007974108 7357 109800 SH SOLE 109800 ADVO SYSTEM IN COMMON 007585102 616 29700 SH SOLE 29700 AETNA INC COMMON 008117103 429 4800 SH SOLE 4800 AFC CABLE SYS COMMON 000950105 272 7700 SH SOLE 7700 AFFILIATED COM COMMON 008190100 6810 134520 SH SOLE 134520 AFFILIATED MAN COMMON 008252108 1277 42300 SH SOLE 42300 AFLAC INC COMMON 001055102 8793 183670 SH SOLE 183670 AGL RES INC COMMON 001204106 401 21749 SH SOLE 21749 AGRIBRANDS INT COMMON 00849R105 223 5627 SH SOLE 5627 AHL SVCS INC COMMON 001296102 2467 98938 SH SOLE 98938 AIR EXPRESS IN COMMON 009104100 2185 86096 SH SOLE 86096 AIRGAS INC COMMON 009363102 221 18000 SH SOLE 18000 AIRTRAN HLDGS COMMON 00949P108 275 47800 SH SOLE 47800 AK STEEL HOLDI COMMON 001547108 907 40300 SH SOLE 40300 ALABAMA NATL B COMMON 010317105 53 2100 SH SOLE 2100 ALBEMARLE CORP COMMON 012653101 548 23689 SH SOLE 23689 ALBERTO CULVER COMMON 013068101 42 1580 SH SOLE 1580 ALBERTSONS INC COMMON 013104104 325 6310 SH SOLE 6310 ALCOA INC COMMON 013817101 463 7480 SH SOLE 7480 ALEXANDER & BA COMMON 014482103 441 19800 SH SOLE 19800 ALEXANDRIA REA REIT 015271109 394 12600 SH SOLE 12600 ALIANT COMMUNI COMMON 016090102 3085 66800 SH SOLE 66800 ALLEGHENY ENER COMMON 017361106 134 4180 SH SOLE 4180 ALLEGHENY TELE COMMON 017415100 116 5140 SH SOLE 5140 ALLIANCE CAP M LPTR 018548107 105 3250 SH SOLE 3250 ALLIANT TECHSY COMMON 018804104 1341 15503 SH SOLE 15503 ALLIED SIGNAL COMMON 019512102 465 7380 SH SOLE 7380 ALLMERICA FINL COMMON 019754100 124 2040 SH SOLE 2040 ALLSTATE CORP COMMON 020002101 784 21840 SH SOLE 21840 ALLTEL CORP COMMON 020039103 25459 356070 SH SOLE 356070 ALPHARMA INC COMMON 020813101 6402 180023 SH SOLE 180023 AMAZON COM INC COMMON 023135106 20825 166430 SH SOLE 166430 AMBAC INC COMMON 023139108 185 3230 SH SOLE 3230 AMCOL INTL COR COMMON 02341W103 252 17500 SH SOLE 17500 AMCORE FINL IN COMMON 023912108 416 18031 SH SOLE 18031 AMEREN CORP COMMON 023608102 177 4610 SH SOLE 4610 AMERICA ONLINE COMMON 02364J104 178637 1623970 SH SOLE ###### AMERICAN ANNUI COMMON 023840101 906 37359 SH SOLE 37359 AMERICAN EAGLE COMMON 02553E106 209 4600 SH SOLE 4600 AMERICAN ELEC COMMON 025537101 193 5150 SH SOLE 5150 AMERICAN EXPRE COMMON 025816109 3090 23750 SH SOLE 23750 AMERICAN FREIG COMMON 02629V108 528 27000 SH SOLE 27000 AMERICAN GENER COMMON 026351106 387 5130 SH SOLE 5130 AMERICAN HOME COMMON 026609107 308 5360 SH SOLE 5360 AMERICAN INTL COMMON 026874107 48425 413010 SH SOLE 413010 AMERICAN MGMT COMMON 027352103 5072 158200 SH SOLE 158200 AMERICAN POWER COMMON 029066107 9182 456260 SH SOLE 456260 AMERICAN RETIR COMMON 028913101 983 78600 SH SOLE 78600 AMERICAN WTR W COMMON 030411102 79 2570 SH SOLE 2570 AMERICREDIT CO COMMON 03060R101 2794 174600 SH SOLE 174600 AMERISOURCE HE COMMON 03071P102 7727 303000 SH SOLE 303000 AMERITECH CORP COMMON 030954101 16548 225145 SH SOLE 225145 AMETEK INC NEW COMMON 031100100 1776 77237 SH SOLE 77237 AMGEN COMMON 031162100 6 100 SH SOLE 100 AMPHENOL CORP COMMON 032095101 1252 31500 SH SOLE 31500 AMSOUTH BANCOR COMMON 032165102 674 29050 SH SOLE 29050 AMTRAN INC COMMON 03234G106 180 7300 SH SOLE 7300 ANALOG DEVICES COMMON 032654105 32 630 SH SOLE 630 ANALOGIC CORP COMMON 032657207 142 4563 SH SOLE 4563 ANALYSTS INTL COMMON 032681108 411 28600 SH SOLE 28600 ANCHOR BANCORP COMMON 032839102 153 8600 SH SOLE 8600 ANHEUSER BUSCH COMMON 035229103 34823 490900 SH SOLE 490900 ANN TAYLOR STO COMMON 036115103 2876 63900 SH SOLE 63900 AON CORP COMMON 037389103 231 5610 SH SOLE 5610 APOGEE ENTERPR COMMON 037598109 267 19834 SH SOLE 19834 APPLEBEES INTL COMMON 037899101 1853 61500 SH SOLE 61500 APPLIED MATERI COMMON 038222105 35745 483860 SH SOLE 483860 APPLIED MICRO COMMON 03822W109 436 5300 SH SOLE 5300 APRIA HEALTHCA COMMON 037933108 1451 85362 SH SOLE 85362 APTARGROUP INC COMMON 038336103 4161 138700 SH SOLE 138700 ARCHER DANIELS COMMON 039483102 204 13220 SH SOLE 13220 ARM FINL GROUP COMMON 001944107 201 23700 SH SOLE 23700 ARMSTRONG WORL COMMON 042476101 24 420 SH SOLE 420 ARNOLD INDS IN COMMON 042595108 155 10059 SH SOLE 10059 ARTESYN TECHNO COMMON 043127109 1080 48664 SH SOLE 48664 ARVIN INDS INC COMMON 043339100 601 15876 SH SOLE 15876 ASHLAND INC COMMON 044204105 99 2470 SH SOLE 2470 ASSOCIATED GRO COMMON 045651106 65 1000 SH SOLE 1000 ASSOCIATES FIR COMMON 046008108 31971 724566 SH SOLE 724566 ASTEC INDS INC COMMON 046224101 4120 101100 SH SOLE 101100 AT HOME CORP COMMON 045919107 32644 605211 SH SOLE 605211 AT&T CORP COMMON 001957109 63212 1132582 SH SOLE ###### ATLAS AIR INC COMMON 049164106 3620 112250 SH SOLE 112250 ATMEL CORP COMMON 049513104 45 1730 SH SOLE 1730 ATMI INC COMMON 00207R101 1502 50500 SH SOLE 50500 ATMOS ENERGY C COMMON 049560105 180 7200 SH SOLE 7200 AUTHENTIC FITN COMMON 052661105 537 30677 SH SOLE 30677 AUTONATION INC COMMON 05329W102 102 5700 SH SOLE 5700 AVIRON COMMON 053762100 431 15000 SH SOLE 15000 AVIS RENT A CA COMMON 053790101 810 27800 SH SOLE 27800 AVNET INC COMMON 053807103 65 1390 SH SOLE 1390 AVT CORP COMMON 002420107 436 11500 SH SOLE 11500 AWARE INC MASS COMMON 05453N100 2357 51100 SH SOLE 51100 AZTAR CORP COMMON 054802103 224 24400 SH SOLE 24400 BACOU USA INC COMMON 056439102 495 28999 SH SOLE 28999 BAKER HUGHES I COMMON 057224107 107 3200 SH SOLE 3200 BALDOR ELEC CO COMMON 057741100 266 13362 SH SOLE 13362 BALL CORP COMMON 058498106 968 22900 SH SOLE 22900 BANCTEC INC COMMON 059784108 109 6053 SH SOLE 6053 BANCWEST CORP COMMON 059790105 869 23400 SH SOLE 23400 BANDAG INC COMMON 059815100 267 7686 SH SOLE 7686 BANK AMER CORP COMMON 060505104 2661 36290 SH SOLE 36290 BANK NEW YORK COMMON 064057102 909 24790 SH SOLE 24790 BANK ONE CORP COMMON 06423A103 1368 22960 SH SOLE 22960 BANK UTD CORP COMMON 065412108 51 1280 SH SOLE 1280 BANKNORTH GRP COMMON 06646L100 409 12400 SH SOLE 12400 BANTA GEORGE I COMMON 066821109 343 16311 SH SOLE 16311 BARR LABS INC COMMON 068306109 40 1000 SH SOLE 1000 BARRETT RES CO COMMON 068480201 2352 61300 SH SOLE 61300 BAY VIEW CAP C COMMON 07262L101 248 12100 SH SOLE 12100 BE AEROSPACE I COMMON 073302101 896 47963 SH SOLE 47963 BEAR STEARNS C COMMON 073902108 189 4050 SH SOLE 4050 BEC ENERGY COMMON 05538M101 71 1710 SH SOLE 1710 BED BATH & BEY COMMON 075896100 9159 237890 SH SOLE 237890 BEDFORD PPTY I IS 076446301 458 25600 SH SOLE 25600 BELDEN INC COMMON 077459105 287 12002 SH SOLE 12002 BELL & HOWELL COMMON 077852101 1320 34900 SH SOLE 34900 BELL ATLANTIC COMMON 077853109 1948 29802 SH SOLE 29802 BELLSOUTH CORP COMMON 079860102 5708 123760 SH SOLE 123760 BELO A H CORP COMMON 080555105 71 3630 SH SOLE 3630 BEMIS INC COMMON 081437105 56 1400 SH SOLE 1400 BENCHMARK ELEC COMMON 08160H101 1366 38000 SH SOLE 38000 BERINGER WINE COMMON 084102102 226 5400 SH SOLE 5400 BERKSHIRE HATH COMMON 084670207 53872 24050 SH SOLE 24050 BEST FOODS COMMON 08658U101 127 2570 SH SOLE 2570 BIG FLOWER HLD COMMON 089159107 928 29100 SH SOLE 29100 BIOGEN N V COMMON 090597105 10461 162660 SH SOLE 162660 BIOMET INC COMMON 090613100 3896 98000 SH SOLE 98000 BISYS GROUP IN COMMON 055472104 8020 137100 SH SOLE 137100 BJS WHOLESALE COMMON 05548J106 12694 422250 SH SOLE 422250 BLACK BOX CORP COMMON 091826107 241 4800 SH SOLE 4800 BLANCH E W HOL COMMON 093210102 4596 67400 SH SOLE 67400 BLOCK H & R IN COMMON 093671105 14 280 SH SOLE 280 BLOUNT INTL IN COMMON 095177101 1444 53100 SH SOLE 53100 BMC INDS INC M COMMON 055607105 161 15600 SH SOLE 15600 BOB EVANS FARM COMMON 096761101 490 24644 SH SOLE 24644 BOEING CO COMMON 097023105 343 7800 SH SOLE 7800 BOK FINL CORP COMMON 05561Q201 371 14700 SH SOLE 14700 BORG WARNER SE COMMON 099733107 873 43000 SH SOLE 43000 BORG-WARNER AU COMMON 099724106 946 17200 SH SOLE 17200 BOWNE & CO INC COMMON 103043105 316 23600 SH SOLE 23600 BRIGGS & STRAT COMMON 109043109 873 15122 SH SOLE 15122 BRINKER INTL I COMMON 109641100 50 1800 SH SOLE 1800 BRISTOL MYERS COMMON 110122108 144313 2048810 SH SOLE ###### BROADVISION IN COMMON 111412102 7051 95600 SH SOLE 95600 BROWN & BROWN COMMON 115236101 969 25500 SH SOLE 25500 BROWN FORMAN D COMMON 115637209 119 1830 SH SOLE 1830 BROWNING FERRI COMMON 115885105 180 4176 SH SOLE 4176 BRUNSWICK CORP COMMON 117043109 89 3190 SH SOLE 3190 BUCKEYE PARTNE LPTR 118230101 87 3170 SH SOLE 3170 BUCKLE INC COMMON 118440106 952 33100 SH SOLE 33100 BURLINGTON COA COMMON 121579106 346 17900 SH SOLE 17900 BURLINGTON NOR COMMON 12189T104 485 15640 SH SOLE 15640 BURLINGTON RES COMMON 122014103 218 5030 SH SOLE 5030 BUSH BOAKE ALL COMMON 123162109 187 6400 SH SOLE 6400 C D I CORP COMMON 125071100 941 27619 SH SOLE 27619 C H ROBINSON W COMMON 12541W100 1966 53500 SH SOLE 53500 C&D TECHNOLOGI COMMON 124661109 1185 38700 SH SOLE 38700 C-CUBE MICROSY COMMON 125015107 2738 86405 SH SOLE 86405 CABLEVISION SY COMMON 12686C109 9541 136300 SH SOLE 136300 CABOT INDUSTRI REIT 127072106 470 22100 SH SOLE 22100 CABOT OIL & GA COMMON 127097103 656 35200 SH SOLE 35200 CALLAWAY GOLF COMMON 131193104 3565 243790 SH SOLE 243790 CAMBREX CORP COMMON 132011107 1250 47600 SH SOLE 47600 CANANDAIGUA WI COMMON 137219200 1096 20900 SH SOLE 20900 CAPITAL ONE FI COMMON 14040H105 37106 666330 SH SOLE 666330 CARAUSTAR INDS COMMON 140909102 383 15526 SH SOLE 15526 CARBO CERAMICS COMMON 140781105 837 27500 SH SOLE 27500 CARDINAL HEALT COMMON 14149Y108 27792 433403 SH SOLE 433403 CARLISLE CORP COMMON 142339100 6464 134310 SH SOLE 134310 CAROLINA PWR & COMMON 144141108 224 5230 SH SOLE 5230 CASE EQUIPMENT COMMON 14743R103 114 2360 SH SOLE 2360 CASELLA WASTE COMMON 147448104 289 11100 SH SOLE 11100 CASEYS GEN STO COMMON 147528103 1134 75590 SH SOLE 75590 CATALINA MARKE COMMON 148867104 9467 102900 SH SOLE 102900 CATALYTICA INC COMMON 148885106 2843 203100 SH SOLE 203100 CATHAY BANCORP COMMON 149150104 174 4100 SH SOLE 4100 CB RICHARD ELL COMMON 12489L108 784 31500 SH SOLE 31500 CBS CORP COMMON 12490K107 210 4810 SH SOLE 4810 CCB FINL CORP COMMON 124875105 85 1600 SH SOLE 1600 CEC ENTMT INC COMMON 125137109 1284 30400 SH SOLE 30400 CELLSTAR CORP COMMON 150925105 139 17672 SH SOLE 17672 CELLULAR COMMU COMMON 15116N108 288 10100 SH SOLE 10100 CENTEX CONSTRU COMMON 15231R109 1268 37155 SH SOLE 37155 CENTEX CORP COMMON 152312104 88 2350 SH SOLE 2350 CENTRAL & SO W COMMON 152357109 185 7900 SH SOLE 7900 CENTRAL NEWSPA COMMON 154647101 5260 140260 SH SOLE 140260 CENTURY BUSINE COMMON 156490104 1834 126500 SH SOLE 126500 CENTURYTEL INC COMMON 156700106 369 9275 SH SOLE 9275 CHAMPION ENTER COMMON 158496109 1931 103676 SH SOLE 103676 CHAMPION INTL COMMON 158525105 143 2990 SH SOLE 2990 CHAMPIONSHIP A COMMON 158711101 180 6000 SH SOLE 6000 CHASE MANHATTA COMMON 16161A108 4552 52630 SH SOLE 52630 CHEESECAKE FAC COMMON 163072101 753 24700 SH SOLE 24700 CHELSEA GCA RL REIT 163262108 449 12100 SH SOLE 12100 CHEMFIRST INC COMMON 16361A106 163 6711 SH SOLE 6711 CHESAPEAKE COR COMMON 165159104 535 14300 SH SOLE 14300 CHIREX INC COMMON 170038103 315 9800 SH SOLE 9800 CHIRON CORP COMMON 170040109 15 710 SH SOLE 710 CHITTENDEN COR COMMON 170228100 253 8095 SH SOLE 8095 CHOICE HOTELS COMMON 169905106 1432 72500 SH SOLE 72500 CHUBB CORP COMMON 171232101 379 5460 SH SOLE 5460 CHURCH & DWIGH COMMON 171340102 2841 65300 SH SOLE 65300 CIGNA CORP COMMON 125509109 409 4600 SH SOLE 4600 CINERGY CORP COMMON 172474108 175 5460 SH SOLE 5460 CINTAS CORP COMMON 172908105 6927 103100 SH SOLE 103100 CISCO SYSTEMS COMMON 17275R102 270495 4197785 SH SOLE ###### CITIGROUP INC COMMON 172967101 70365 1481360 SH SOLE ###### CITIZENS UTILS COMMON 177342201 98 8830 SH SOLE 8830 CITRIX SYS INC COMMON 177376100 684 12100 SH SOLE 12100 CITY NATL CORP COMMON 178566105 56 1500 SH SOLE 1500 CKE RESTAURANT COMMON 12561E105 1 40 SH SOLE 40 CLAIRES STORES COMMON 179584107 538 20900 SH SOLE 20900 CLARCOR INC COMMON 179895107 1220 63587 SH SOLE 63587 CLEVELAND CLIF COMMON 185896107 217 6700 SH SOLE 6700 CLOROX CO COMMON 189054109 6978 65334 SH SOLE 65334 CMS ENERGY COR COMMON 125896100 186 4430 SH SOLE 4430 CNA SURETY COR COMMON 12612L108 998 65186 SH SOLE 65186 CNB BANCSHARES COMMON 126126101 6258 109785 SH SOLE 109785 CNF TRANSN INC COMMON 12612W104 45 1180 SH SOLE 1180 COACH USA INC COMMON 18975L106 1279 30500 SH SOLE 30500 COASTAL CORP COMMON 190441105 237 5890 SH SOLE 5890 COCA COLA CO COMMON 191216100 86123 1389080 SH SOLE ###### COGNEX CORP COMMON 192422103 1757 55680 SH SOLE 55680 COLE KENNETH P COMMON 193294105 485 17400 SH SOLE 17400 COLUMBIA/HCA H COMMON 197677107 167 7300 SH SOLE 7300 COMCAST CORP COMMON 200300200 59191 1539920 SH SOLE ###### COMDISCO INC COMMON 200336105 73 2860 SH SOLE 2860 COMMERCE BANCO COMMON 200519106 2513 58790 SH SOLE 58790 COMMERCE BANCS COMMON 200525103 78 1930 SH SOLE 1930 COMMERCIAL FED COMMON 201647104 890 38400 SH SOLE 38400 COMMERCIAL MET COMMON 201723103 257 9000 SH SOLE 9000 COMMONWEALTH T COMMON 203349105 372 9200 SH SOLE 9200 COMMSCOPE INC COMMON 203372107 3612 117452 SH SOLE 117452 COMPASS BANCSH COMMON 20449H109 87 3210 SH SOLE 3210 COMPUTER SCIEN COMMON 205363104 1594 23040 SH SOLE 23040 COMVERSE TECHN COMMON 205862402 22085 292515 SH SOLE 292515 CONAGRA INC COMMON 205887102 162 6100 SH SOLE 6100 CONCORD COMMUN COMMON 206186108 1242 27600 SH SOLE 27600 CONCORD EFS IN COMMON 206197105 347 8200 SH SOLE 8200 CONECTIV INC COMMON 206829103 91 3740 SH SOLE 3740 CONMED CORP COMMON 207410101 1078 35200 SH SOLE 35200 CONSOLIDATED E COMMON 209115104 256 5660 SH SOLE 5660 CONSOLIDATED G COMMON 209341106 4107 82141 SH SOLE 82141 CONSOLIDATED N COMMON 209615103 241 3970 SH SOLE 3970 CONSOLIDATED P COMMON 209759109 60 2240 SH SOLE 2240 CONTINENTAL AI COMMON 210795308 61 1610 SH SOLE 1610 COOPER TIRE & COMMON 216831107 65 2750 SH SOLE 2750 COPART INC COMMON 217204106 429 20200 SH SOLE 20200 CORDANT TECHNO COMMON 218412104 43 960 SH SOLE 960 CORUS BANKSHAR COMMON 220873103 289 9100 SH SOLE 9100 COSTCO COMPANI COMMON 22160Q102 42721 533590 SH SOLE 533590 COUNTRYWIDE CR COMMON 222372104 3872 90570 SH SOLE 90570 COVENTRY HEALT COMMON 222862104 1222 111700 SH SOLE 111700 COX COMMUNICAT COMMON 224044107 11873 322530 SH SOLE 322530 COX RADIO INC COMMON 224051102 635 11700 SH SOLE 11700 CRANE CO COMMON 224399105 57 1810 SH SOLE 1810 CREE RESH INC COMMON 225447101 2451 31862 SH SOLE 31862 CROMPTON & KNO COMMON 227111101 1783 90300 SH SOLE 90300 CROSS TIMBERS COMMON 227573102 994 66800 SH SOLE 66800 CROSSMANN CMNT COMMON 22764E109 718 24700 SH SOLE 24700 CROWN CORK & S COMMON 228255105 122 4270 SH SOLE 4270 CSS INDS INC COMMON 125906107 186 6600 SH SOLE 6600 CULLEN FROST B COMMON 229899109 1786 64800 SH SOLE 64800 CUMMINS ENGINE COMMON 231021106 67 1180 SH SOLE 1180 CVB FINL CORP COMMON 126600105 585 22500 SH SOLE 22500 CVS CORP COMMON 126650100 16523 325570 SH SOLE 325570 CYMER INC COMMON 232572107 1074 42976 SH SOLE 42976 CYPRESS SEMICO COMMON 232806109 2628 153437 SH SOLE 153437 CYPRUS AMAX MI COMMON 232809103 499 32700 SH SOLE 32700 CYTEC INDS INC COMMON 232820100 2678 85000 SH SOLE 85000 CYTYC CORP COMMON 232946103 53 2700 SH SOLE 2700 D R HORTON INC COMMON 23331A109 612 36800 SH SOLE 36800 DAISYTEK INTL COMMON 234053106 118 7247 SH SOLE 7247 DAL-TILE INTL COMMON 23426R108 793 69674 SH SOLE 69674 DALLAS SEMICON COMMON 235204104 4854 95645 SH SOLE 95645 DANA CORP COMMON 235811106 275 5980 SH SOLE 5980 DANAHER CORP COMMON 235851102 23072 396940 SH SOLE 396940 DATASCOPE CORP COMMON 238113104 472 14700 SH SOLE 14700 DAVE & BUSTERS COMMON 23833N104 566 19500 SH SOLE 19500 DE LUXE CHECK COMMON 248019101 105 2700 SH SOLE 2700 DEERE & CO COMMON 244199105 219 5600 SH SOLE 5600 DELL COMPUTER COMMON 247025109 523 14140 SH SOLE 14140 DELPHI AUTOMOT COMMON 247126105 166 8974 SH SOLE 8974 DELTA AIR LINE COMMON 247361108 258 4470 SH SOLE 4470 DENDRITE INTL COMMON 248239105 2449 67800 SH SOLE 67800 DEPARTMENT 56 COMMON 249509100 705 26231 SH SOLE 26231 DEVELOPERS DIV REIT 251591103 726 43000 SH SOLE 43000 DEVON ENERGY C COMMON 251799102 2317 64700 SH SOLE 64700 DEVRY INC DEL COMMON 251893103 7836 350200 SH SOLE 350200 DEXTER CORP COMMON 252165105 1684 41256 SH SOLE 41256 DIEBOLD INC COMMON 253651103 74 2560 SH SOLE 2560 DII GROUP INC COMMON 232949107 2732 73211 SH SOLE 73211 DILLARDS INC COMMON 254067101 102 2890 SH SOLE 2890 DIME BANCORP I COMMON 25429Q102 77 3850 SH SOLE 3850 DIME CMNTY BAN COMMON 253922108 993 42700 SH SOLE 42700 DIONEX CORP COMMON 254546104 8546 211000 SH SOLE 211000 DISCOUNT AUTO COMMON 254642101 282 11700 SH SOLE 11700 DISNEY WALT PR COMMON 254687106 324 10500 SH SOLE 10500 DOLE FOOD INC COMMON 256605106 28 960 SH SOLE 960 DOLLAR TREE ST COMMON 256747106 13598 309035 SH SOLE 309035 DONALDSON INC COMMON 257651109 2119 86500 SH SOLE 86500 DONNELLEY R R COMMON 257867101 147 3970 SH SOLE 3970 DOUBLECLICK IN COMMON 258609304 26129 284790 SH SOLE 284790 DOVER CORP COMMON 260003108 116 3310 SH SOLE 3310 DOW CHEMICAL C COMMON 260543103 448 3530 SH SOLE 3530 DOWNEY FINL CO COMMON 261018105 369 16800 SH SOLE 16800 DPL INC COMMON 233293109 103 5560 SH SOLE 5560 DQE INC COMMON 23329J104 120 2980 SH SOLE 2980 DSP COMMUNICAT COMMON 23332K106 3586 124184 SH SOLE 124184 DST SYS INC DE COMMON 233326107 489 7770 SH SOLE 7770 DTE ENERGY CO COMMON 233331107 192 4700 SH SOLE 4700 DU PONT E I DE COMMON 263534109 687 10060 SH SOLE 10060 DUANE READE IN COMMON 263578106 381 12500 SH SOLE 12500 DUFF & PHELPS COMMON 26432F109 522 7800 SH SOLE 7800 DUKE POWER CO COMMON 264399106 760 13970 SH SOLE 13970 DURA AUTOMOTIV COMMON 265903104 918 27600 SH SOLE 27600 DYCOM INDS INC COMMON 267475101 8463 151119 SH SOLE 151119 DYNEGY INC COMMON 26816L102 26 1280 SH SOLE 1280 E M C CORP MAS COMMON 268648102 60976 1108660 SH SOLE ###### E TRADE GROUP COMMON 269246104 42621 1067200 SH SOLE ###### EAGLE GEOPHYSI COMMON 269524104 1 1702 SH SOLE 1702 EAGLE USA AIRF COMMON 270018104 2615 61622 SH SOLE 61622 EASTMAN CHEM C COMMON 277432100 127 2460 SH SOLE 2460 EATON CORP COMMON 278058102 236 2560 SH SOLE 2560 EATON VANCE CO COMMON 278265103 1746 50700 SH SOLE 50700 ECOLAB INC COMMON 278865100 29728 681450 SH SOLE 681450 EDISON INTL COMMON 281020107 361 13480 SH SOLE 13480 EDWARD A G INC COMMON 281760108 100 3110 SH SOLE 3110 EG & G INC COMMON 268457108 64 1810 SH SOLE 1810 EL PASO ENERGY COMMON 283905107 88 2500 SH SOLE 2500 ELCOR CORP COMMON 284443108 1105 25300 SH SOLE 25300 ELECTRO SCIENT COMMON 285229100 1153 27600 SH SOLE 27600 ELECTRONICS FO COMMON 286082102 10013 194900 SH SOLE 194900 EMERSON ELECTR COMMON 291011104 577 9160 SH SOLE 9160 ENGELHARD CORP COMMON 292845104 45 2010 SH SOLE 2010 ENRON CORP COMMON 293561106 515 6300 SH SOLE 6300 ENRON OIL & GA COMMON 293562104 39 1940 SH SOLE 1940 ENTERGY CORP N COMMON 29364G103 270 8650 SH SOLE 8650 ENTERTAINMENT REIT 29380T105 28 1600 SH SOLE 1600 ENTREMED INC COMMON 29382F103 632 28100 SH SOLE 28100 ENZON INC COMMON 293904108 1179 57000 SH SOLE 57000 ERIE INDTY CO COMMON 29530P102 19 660 SH SOLE 660 EVEREST REINS COMMON 299808105 46 1400 SH SOLE 1400 EXPRESS SCRIPT COMMON 302182100 9979 165800 SH SOLE 165800 EXTENDED STAY COMMON 30224P101 2436 203000 SH SOLE 203000 EXXON CORP COMMON 302290101 3660 47460 SH SOLE 47460 F & M NATL COR COMMON 302374103 438 13200 SH SOLE 13200 F M C CORP COMMON 302491303 73 1070 SH SOLE 1070 F Y I INC COMMON 302712104 455 14500 SH SOLE 14500 F&M BANCORPORA COMMON 302371109 643 17038 SH SOLE 17038 FACTSET RESH S COMMON 303075105 9228 162975 SH SOLE 162975 FAMILY DOLLAR COMMON 307000109 4836 201500 SH SOLE 201500 FDX CORP COMMON 31304N107 163 3000 SH SOLE 3000 FEDERAL NATL M COMMON 313586109 29245 428500 SH SOLE 428500 FEDERAL SIGNAL COMMON 313855108 407 19219 SH SOLE 19219 FEDERATED DEPT COMMON 31410H101 425 8020 SH SOLE 8020 FELCOR LODGING REIT 31430F101 1091 52600 SH SOLE 52600 FERRO CORP COMMON 315405100 732 26600 SH SOLE 26600 FIDELITY NAT F COMMON 316326107 777 38845 SH SOLE 38845 FIFTH THIRD BA COMMON 316773100 12809 192440 SH SOLE 192440 FINANCIAL FED COMMON 317492106 1294 58800 SH SOLE 58800 FINANCIAL SEC COMMON 31769P100 55 1060 SH SOLE 1060 FINISH LINE IN COMMON 317923100 852 75700 SH SOLE 75700 FINOVA GROUP I COMMON 317928109 586 11130 SH SOLE 11130 FIRST AMER COR COMMON 318900107 141 3400 SH SOLE 3400 FIRST AMERN FI COMMON 318522307 1712 95801 SH SOLE 95801 FIRST CHARTER COMMON 319439105 292 11800 SH SOLE 11800 FIRST COMWLTH COMMON 319829107 458 19200 SH SOLE 19200 FIRST DATA COR COMMON 319963104 288 5890 SH SOLE 5890 FIRST ENERGY C COMMON 337932107 272 8780 SH SOLE 8780 FIRST FINANCIA COMMON 320239106 84 4500 SH SOLE 4500 FIRST FINL BAN COMMON 320209109 267 11800 SH SOLE 11800 FIRST LIBERTY COMMON 320691108 88 2800 SH SOLE 2800 FIRST SEC CORP COMMON 336294103 172 6300 SH SOLE 6300 FIRST SENTINEL COMMON 33640T103 383 43100 SH SOLE 43100 FIRST SIERRA F COMMON 335944104 740 29600 SH SOLE 29600 FIRST TENN NAT COMMON 337162101 14773 385600 SH SOLE 385600 FIRST UTD BANC COMMON 33741E104 274 14700 SH SOLE 14700 FIRST VA BANKS COMMON 337477103 84 1720 SH SOLE 1720 FIRST WASH BAN COMMON 33748T104 225 11230 SH SOLE 11230 FIRSTAR CORP N COMMON 33763V109 23873 852600 SH SOLE 852600 FIRSTMERIT COR COMMON 337915102 57 2040 SH SOLE 2040 FISERV INC COMMON 337738108 9854 314687 SH SOLE 314687 FLAGSTAR BANCO COMMON 337930101 1545 61200 SH SOLE 61200 FLEET FINANCIA COMMON 338915101 726 16350 SH SOLE 16350 FLEETWOOD ENTE COMMON 339099103 7 270 SH SOLE 270 FLORIDA EAST C COMMON 340632108 1270 28700 SH SOLE 28700 FLORIDA PROGRE COMMON 341109106 133 3210 SH SOLE 3210 FLUOR CORP COMMON 343861100 61 1500 SH SOLE 1500 FOOTSTAR INC COMMON 344912100 201 5412 SH SOLE 5412 FORD MOTOR CO COMMON 345370100 1460 25870 SH SOLE 25870 FOREMOST CORP COMMON 345469100 1070 48658 SH SOLE 48658 FOREST CITY EN COMMON 345550107 532 19000 SH SOLE 19000 FOREST OIL COR COMMON 346091606 764 60800 SH SOLE 60800 FORRESTER RESH COMMON 346563109 1080 43200 SH SOLE 43200 FORTUNE BRANDS COMMON 349631101 266 6430 SH SOLE 6430 FPIC INS GROUP COMMON 302563101 1969 40600 SH SOLE 40600 FPL GROUP INC COMMON 302571104 309 5660 SH SOLE 5660 FRANCHISE FIN REIT 351807102 932 41900 SH SOLE 41900 FRANKLIN ELEC COMMON 353514102 228 3500 SH SOLE 3500 FREDDIE MAC COMMON 313400301 40547 699090 SH SOLE 699090 FRITZ COS INC COMMON 358846103 154 14300 SH SOLE 14300 FULLER H B CO COMMON 359694106 103 1500 SH SOLE 1500 FULTON FINL CO COMMON 360271100 46 2244 SH SOLE 2244 FURNITURE BRAN COMMON 360921100 2584 92700 SH SOLE 92700 FURON CO COMMON 361106107 441 23202 SH SOLE 23202 G & K SERVICES COMMON 361268105 335 6400 SH SOLE 6400 GALILEO INTERN COMMON 363547100 374 7000 SH SOLE 7000 GANNETT INC COMMON 364730101 6265 87780 SH SOLE 87780 GAP INC COMMON 364760108 34941 693623 SH SOLE 693623 GAYLORD ENTMT COMMON 367905106 2052 68414 SH SOLE 68414 GENCORP INC COMMON 368682100 657 26000 SH SOLE 26000 GENENTECH INC COMMON 368710307 674 8200 SH SOLE 8200 GENERAL DYNAMI COMMON 369550108 360 5230 SH SOLE 5230 GENERAL ELECTR COMMON 369604103 306018 2708120 SH SOLE ###### GENERAL MILLS COMMON 370334104 579 7200 SH SOLE 7200 GENERAL MTRS C COMMON 370442105 847 12840 SH SOLE 12840 GENERAL NUTRIT COMMON 37047F103 3187 136700 SH SOLE 136700 GENERAL SEMICO COMMON 370787103 462 50668 SH SOLE 50668 GENESCO INC COMMON 371532102 2252 154653 SH SOLE 154653 GENESYS TELECO COMMON 371931106 570 22800 SH SOLE 22800 GENTEX CORP COMMON 371901109 10606 378800 SH SOLE 378800 GENUINE PARTS COMMON 372460105 210 5990 SH SOLE 5990 GEON CO COMMON 37246W105 1261 39100 SH SOLE 39100 GIBRALTAR STL COMMON 37476F103 941 38000 SH SOLE 38000 GILLETTE COMPA COMMON 375766102 22304 544000 SH SOLE 544000 GLATFELTER P H COMMON 377316104 393 26861 SH SOLE 26861 GLENBOROUGH RL REIT 37803P105 522 29800 SH SOLE 29800 GLOBAL INDS LT COMMON 379336100 332 25900 SH SOLE 25900 GO2NET INC COMMON 383486107 3464 37700 SH SOLE 37700 GOLDEN WEST FI COMMON 381317106 168 1710 SH SOLE 1710 GOODRICH B F C COMMON 382388106 63 1490 SH SOLE 1490 GOODYEAR TIRE COMMON 382550101 309 5250 SH SOLE 5250 GPU INC COMMON 36225X100 207 4910 SH SOLE 4910 GRACE W R & CO COMMON 38388F108 2124 111790 SH SOLE 111790 GRACO INC COMMON 384109104 388 13213 SH SOLE 13213 GRAINGER W W I COMMON 384802104 138 2560 SH SOLE 2560 GRANITE CONSTR COMMON 387328107 1685 57500 SH SOLE 57500 GREAT ATL & PA COMMON 390064103 1217 35985 SH SOLE 35985 GREAT LAKES CH COMMON 390568103 74 1610 SH SOLE 1610 GREAT PLAINS S COMMON 39119E105 434 9200 SH SOLE 9200 GREATER BAY BA COMMON 391648102 113 3400 SH SOLE 3400 GREENPOINT FIN COMMON 395384100 102 3100 SH SOLE 3100 GROUP 1 AUTOMO COMMON 398905109 908 43000 SH SOLE 43000 GROUP MAINTENA COMMON 39943E107 237 18300 SH SOLE 18300 GTE CORP COMMON 362320103 1348 17860 SH SOLE 17860 GTECH HOLDINGS COMMON 400518106 1800 76400 SH SOLE 76400 GUIDANT CORP COMMON 401698105 25392 496670 SH SOLE 496670 GUITAR CTR MGM COMMON 402040109 99 9500 SH SOLE 9500 GYMBOREE CORP COMMON 403777105 706 67200 SH SOLE 67200 HADCO CORP COMMON 404681108 803 20196 SH SOLE 20196 HAEMONETICS CO COMMON 405024100 310 15433 SH SOLE 15433 HAMBRECHT & QU COMMON 406545103 1309 35500 SH SOLE 35500 HAMILTON BANCO COMMON 407013101 149 6200 SH SOLE 6200 HANDLEMAN CO D COMMON 410252100 515 43600 SH SOLE 43600 HANGER ORHOPED COMMON 41043F208 465 32800 SH SOLE 32800 HANNA M A CO COMMON 410522106 158 9623 SH SOLE 9623 HANNAFORD BROS COMMON 410550107 58 1080 SH SOLE 1080 HARBOR FLA BAN COMMON 411901101 434 35392 SH SOLE 35392 HARCOURT GEN I COMMON 41163G101 85 1640 SH SOLE 1640 HARLAND JOHN H COMMON 412693103 189 9470 SH SOLE 9470 HARLEY DAVIDSO COMMON 412822108 20886 384110 SH SOLE 384110 HARMAN INTL IN COMMON 413086109 407 9244 SH SOLE 9244 HARRAHS ENTMT COMMON 413619107 42 1920 SH SOLE 1920 HARSCO CORP COMMON 415864107 41 1280 SH SOLE 1280 HARTE-HANKS CO COMMON 416196103 16 580 SH SOLE 580 HARTFORD LIFE COMMON 416592103 5726 108800 SH SOLE 108800 HAWAIIAN ELEC COMMON 419870100 600 16900 SH SOLE 16900 HCC INS HLDGS COMMON 404132102 3560 156936 SH SOLE 156936 HEALTH CARE RE REIT 42217K106 614 26400 SH SOLE 26400 HEALTHCARE FIN COMMON 42219W108 678 19800 SH SOLE 19800 HEALTHCARE RLT REIT 421946104 615 29128 SH SOLE 29128 HEALTHSOUTH CO COMMON 421924101 46 3080 SH SOLE 3080 HEARST-ARGYLE COMMON 422317107 2969 123700 SH SOLE 123700 HEINZ H J CO COMMON 423074103 353 7050 SH SOLE 7050 HELEN OF TROY COMMON G4388N106 784 43700 SH SOLE 43700 HENRY JACK & A COMMON 426281101 5519 140600 SH SOLE 140600 HERCULES INC COMMON 427056106 93 2360 SH SOLE 2360 HEWLETT PACKAR COMMON 428236103 698 6950 SH SOLE 6950 HIBERNIA CORP COMMON 428656102 6 400 SH SOLE 400 HILB ROGAL & H COMMON 431294107 512 22900 SH SOLE 22900 HILTON HOTELS COMMON 432848109 64 4500 SH SOLE 4500 HOLLINGER INTL COMMON 435569108 1340 112800 SH SOLE 112800 HOLLYWOOD ENTM COMMON 436141105 2766 141397 SH SOLE 141397 HOLLYWOOD PK I IU 436255103 1114 65516 SH SOLE 65516 HOME DEPOT INC COMMON 437076102 117783 1827860 SH SOLE ###### HONEYWELL INC COMMON 438506107 311 2680 SH SOLE 2680 HORACE MANN ED COMMON 440327104 11 390 SH SOLE 390 HORMEL GEO A & COMMON 440452100 56 1390 SH SOLE 1390 HOST MARRIOTT REIT 44107P104 18 1510 SH SOLE 1510 HOUGHTON MIFFL COMMON 441560109 6499 138100 SH SOLE 138100 HOUSEHOLD INTL COMMON 441815107 352 7422 SH SOLE 7422 HOUSTON EXPL C COMMON 442120101 659 34800 SH SOLE 34800 HSB GROUP INC COMMON 40428N109 2369 57525 SH SOLE 57525 HUBBELL HARVEY COMMON 443510201 73 1600 SH SOLE 1600 HUDSON UNITED COMMON 444165104 2511 80046 SH SOLE 80046 HUGHES SUPPLY COMMON 444482103 238 8000 SH SOLE 8000 HUMANA INC COMMON 444859102 4 300 SH SOLE 300 HUTCHINSON TEC COMMON 448407106 1116 40199 SH SOLE 40199 IBP INC COMMON 449223106 68 2880 SH SOLE 2880 IDACORP INC COMMON 451107106 709 22500 SH SOLE 22500 IDEC PHARMACEU COMMON 449370105 4840 62800 SH SOLE 62800 IDEX CORP COMMON 45167R104 358 10900 SH SOLE 10900 IDEXX LABS COR COMMON 45168D104 6405 274737 SH SOLE 274737 IHOP CORP COMMON 449623107 957 39774 SH SOLE 39774 IMATION CORP COMMON 45245A107 645 26000 SH SOLE 26000 IMCLONE SYS IN COMMON 45245W109 306 12057 SH SOLE 12057 IMCO RECYCLING COMMON 449681105 81 4709 SH SOLE 4709 IMRGLOBAL CORP COMMON 45321W106 379 19713 SH SOLE 19713 INDEPENDENCE C COMMON 453414104 620 45900 SH SOLE 45900 INDYMAC MTG HL REIT 456607100 806 50400 SH SOLE 50400 INFORMIX CORP COMMON 456779107 387 45400 SH SOLE 45400 INFOSEEK CORP COMMON 45678M107 5594 116700 SH SOLE 116700 INGERSOLL RAND COMMON 456866102 359 5550 SH SOLE 5550 INGRAM MICRO I COMMON 457153104 3947 153300 SH SOLE 153300 INNKEEPERS USA REIT 4576J0104 423 42300 SH SOLE 42300 INSITUFORM TEC COMMON 457667103 519 24000 SH SOLE 24000 INTEGRATED DEV COMMON 458118106 1191 109500 SH SOLE 109500 INTEGRATED ELE COMMON 45811E103 303 18800 SH SOLE 18800 INTEGRATED SYS COMMON 45812M104 464 39500 SH SOLE 39500 INTEL CORP COMMON 458140100 178765 3004450 SH SOLE ###### INTERGRAPH COR COMMON 458683109 244 31500 SH SOLE 31500 INTERIM SERVIC COMMON 45868P100 5490 266200 SH SOLE 266200 INTERMET CORP COMMON 45881K104 260 17200 SH SOLE 17200 INTERNATIONAL COMMON 459200101 105514 816354 SH SOLE 816354 INTERNATIONAL COMMON 459506101 66 1500 SH SOLE 1500 INTERNATIONAL COMMON 459655106 1934 104900 SH SOLE 104900 INTERNATIONAL COMMON 460146103 236 4700 SH SOLE 4700 INTERNATIONAL COMMON 460254105 971 72950 SH SOLE 72950 INTERPOOL INC COMMON 46062R108 244 18800 SH SOLE 18800 INTERPUBLIC GR COMMON 460690100 20807 240200 SH SOLE 240200 INTERVOICE INC COMMON 461142101 431 29831 SH SOLE 29831 INTERVU INC COMMON 46114R106 927 24200 SH SOLE 24200 INTERWEST BANC COMMON 460931108 390 15600 SH SOLE 15600 INTUIT COMMON 461202103 7688 85300 SH SOLE 85300 INVACARE CORP COMMON 461203101 396 14800 SH SOLE 14800 INVESTORS FINA COMMON 461915100 5976 149400 SH SOLE 149400 IOMEGA CORP COMMON 462030107 12 2400 SH SOLE 2400 IONICS INC COMMON 462218108 350 9579 SH SOLE 9579 IPALCO ENTERPR COMMON 462613100 102 4800 SH SOLE 4800 IRWIN FINL COR COMMON 464119106 445 22800 SH SOLE 22800 ITI TECHNOLOGI COMMON 450564109 692 30600 SH SOLE 30600 ITT INDS INC I COMMON 450911102 135 3530 SH SOLE 3530 IVEX PACKAGING COMMON 465855104 286 13000 SH SOLE 13000 IXC COMMUNICAT COMMON 450713102 1136 28900 SH SOLE 28900 JABIL CIRCUIT COMMON 466313103 7635 169200 SH SOLE 169200 JACOBS ENGINEE COMMON 469814107 2356 62000 SH SOLE 62000 JEFFERIES GROU COMMON 472319102 136 4700 SH SOLE 4700 JEFFERSON PILO COMMON 475070108 276 4170 SH SOLE 4170 JLG INDS INC COMMON 466210101 1761 86437 SH SOLE 86437 JOHNS MANVILLE COMMON 478129109 15 1070 SH SOLE 1070 JOHNSON & JOHN COMMON 478160104 54021 551230 SH SOLE 551230 JOHNSON CTLS I COMMON 478366107 214 3090 SH SOLE 3090 JONES APPAREL COMMON 480074103 841 24502 SH SOLE 24502 JONES INTERCAB COMMON 480206200 1294 26400 SH SOLE 26400 JSB FINANCIAL COMMON 46624M100 319 6280 SH SOLE 6280 JUNO LTG INC COMMON 482047107 1220 49800 SH SOLE 49800 JUSTIN INDS IN COMMON 482171105 126 9044 SH SOLE 9044 KANSAS CITY PW COMMON 485134100 66 2580 SH SOLE 2580 KAUFMAN&BROAD COMMON 486168107 2440 98090 SH SOLE 98090 KAYDON CORP COMMON 486587108 2900 86245 SH SOLE 86245 KELLOGG CO COMMON 487836108 104 3160 SH SOLE 3160 KELLWOOD CO COMMON 488044108 243 8956 SH SOLE 8956 KELLY SVCS INC COMMON 488152208 707 22000 SH SOLE 22000 KEMET CORP COMMON 488360108 360 15700 SH SOLE 15700 KENT ELECTRS C COMMON 490553104 293 14800 SH SOLE 14800 KERR MCGEE COR COMMON 492386107 81 1610 SH SOLE 1610 KEYCORP COMMON 493267108 300 9330 SH SOLE 9330 KIMBALL INTL I COMMON 494274103 325 19260 SH SOLE 19260 KIMBERLY CLARK COMMON 494368103 121 2130 SH SOLE 2130 KING WORLD PRO COMMON 495667107 69 1970 SH SOLE 1970 KNIGHT RIDDER COMMON 499040103 632 11480 SH SOLE 11480 KOHLS CORP COMMON 500255104 17385 226150 SH SOLE 226150 KROGER CO COMMON 501044101 15868 567980 SH SOLE 567980 KRONOS INC COMMON 501052104 8866 194850 SH SOLE 194850 LA Z BOY CHAIR COMMON 505336107 1967 85523 SH SOLE 85523 LABOR READY IN COMMON 505401208 1387 42670 SH SOLE 42670 LACLEDE GAS CO COMMON 505588103 18 781 SH SOLE 781 LAKEHEAD PIPE UNIT 511557100 88 2010 SH SOLE 2010 LANCASTER COLO COMMON 513847103 7 190 SH SOLE 190 LANCE INC COMMON 514606102 192 12285 SH SOLE 12285 LANDS END INC COMMON 515086106 442 9180 SH SOLE 9180 LANDSTAR SYS I COMMON 515098101 1202 33300 SH SOLE 33300 LASER VISION C COMMON 51807H100 1203 19100 SH SOLE 19100 LASON INC COMMON 51808R107 2015 40600 SH SOLE 40600 LATTICE SEMICO COMMON 518415104 896 14400 SH SOLE 14400 LEAR CORP COMMON 521865105 117 2350 SH SOLE 2350 LEGATO SYS INC COMMON 524651106 9875 171000 SH SOLE 171000 LEGG MASON INC COMMON 524901105 90 2350 SH SOLE 2350 LEGGETT & PLAT COMMON 524660107 164 5900 SH SOLE 5900 LEHMAN BROS HL COMMON 524908100 226 3640 SH SOLE 3640 LENNAR CORP COMMON 526057104 2746 114400 SH SOLE 114400 LEUCADIA NATL COMMON 527288104 619 24400 SH SOLE 24400 LEVEL 3 COMMUN COMMON 52729N100 649 10800 SH SOLE 10800 LEVEL ONE COMM COMMON 527295109 5731 117100 SH SOLE 117100 LEXMARK INTL G COMMON 529771107 20883 318820 SH SOLE 318820 LG&E ENERGY CO COMMON 501917108 103 4910 SH SOLE 4910 LIBBEY INC COMMON 529898108 783 27000 SH SOLE 27000 LIBERTY FINL C COMMON 530512102 606 20800 SH SOLE 20800 LILLY ELI & CO COMMON 532457108 11915 166350 SH SOLE 166350 LILLY INDUSTRI COMMON 532491107 868 46750 SH SOLE 46750 LINCOLN ELEC H COMMON 533900106 414 20200 SH SOLE 20200 LINENS N THING COMMON 535679104 8190 187200 SH SOLE 187200 LIPOSOME CO IN COMMON 536310105 4539 237344 SH SOLE 237344 LITTELFUSE INC COMMON 537008104 672 34900 SH SOLE 34900 LITTON INDS IN COMMON 538021106 78 1080 SH SOLE 1080 LIZ CLAIBORNE COMMON 539320101 74 2030 SH SOLE 2030 LOCKHEED MARTI COMMON 539830109 275 7370 SH SOLE 7370 LONE STAR STEA COMMON 542307103 213 21920 SH SOLE 21920 LONGS DRUG STO COMMON 543162101 383 11092 SH SOLE 11092 LONGVIEW FIBRE COMMON 543213102 445 28500 SH SOLE 28500 LOUIS DREYFUS COMMON 546011107 556 25800 SH SOLE 25800 LOWES COS INC COMMON 548661107 3164 55820 SH SOLE 55820 LSI LOGIC CORP COMMON 502161102 134 2900 SH SOLE 2900 LUBYS CAFETERI COMMON 549282101 192 12830 SH SOLE 12830 LUCENT TECHNOL COMMON 549463107 603 8940 SH SOLE 8940 LYCOS INC COMMON 550818108 19110 208000 SH SOLE 208000 M & T BK CORP COMMON 55261F104 83 150 SH SOLE 150 M S CARRIERS I COMMON 553533100 1163 39200 SH SOLE 39200 MACROMEDIA INC COMMON 556100105 4586 130100 SH SOLE 130100 MALLINCKRODT G COMMON 561232109 101 2780 SH SOLE 2780 MANDALAY RESOR COMMON 562567107 75 3550 SH SOLE 3550 MANITOWOC INC COMMON 563571108 5825 139929 SH SOLE 139929 MARINE DRILLIN COMMON 568240204 404 29536 SH SOLE 29536 MARK IV INDS I COMMON 570387100 357 16885 SH SOLE 16885 MARSH & MCLENN COMMON 571748102 581 7680 SH SOLE 7680 MARSHALL & ILS COMMON 571834100 234 3640 SH SOLE 3640 MARTIN MARIETT COMMON 573284106 101 1710 SH SOLE 1710 MASCO CORP COMMON 574599106 198 6850 SH SOLE 6850 MASCOTECH INC COMMON 574670105 1177 69474 SH SOLE 69474 MASTECH CORP COMMON 57632N105 3914 210150 SH SOLE 210150 MAXIMUS INC COMMON 577933104 1147 39900 SH SOLE 39900 MAY DEPT STORE COMMON 577778103 467 11430 SH SOLE 11430 MBIA INC COMMON 55262C100 160 2470 SH SOLE 2470 MBNA CORP COMMON 55262L100 14312 467335 SH SOLE 467335 MCCORMICK & CO COMMON 579780206 145 4600 SH SOLE 4600 MCDONALDS CORP COMMON 580135101 417 10150 SH SOLE 10150 MCGRATH RENTCO COMMON 580589109 216 10800 SH SOLE 10800 MCGRAW HILL IN COMMON 580645109 4040 74900 SH SOLE 74900 MCI WORLDCOM I COMMON 55268B106 147477 1713600 SH SOLE ###### MCN CORP COMMON 55267J100 47 2280 SH SOLE 2280 MEAD CORP COMMON 582834107 147 3530 SH SOLE 3530 MEDIA GEN INC COMMON 584404107 4473 87700 SH SOLE 87700 MEDIAONE GROUP COMMON 58440J104 494 6640 SH SOLE 6640 MEDICAL ASSURN COMMON 58449U100 1332 47136 SH SOLE 47136 MEDIMMUNE INC COMMON 584699102 15826 233590 SH SOLE 233590 MENS WEARHOUSE COMMON 587118100 5433 213059 SH SOLE 213059 MENTOR GRAPHIC COMMON 587200106 329 25686 SH SOLE 25686 MERCANTILE BAN COMMON 587342106 281 4920 SH SOLE 4920 MERCANTILE BAN COMMON 587405101 76 2140 SH SOLE 2140 MERCK & CO INC COMMON 589331107 171639 2331260 SH SOLE ###### MERCURY INTERA COMMON 589405109 8996 254300 SH SOLE 254300 MERISTAR HOSPI REIT 58984Y103 2208 98398 SH SOLE 98398 MESABA HLDGS I COMMON 59066B102 297 23300 SH SOLE 23300 MESSAGEMEDIA I COMMON 590787107 713 37500 SH SOLE 37500 METALS USA INC COMMON 591324108 1043 81800 SH SOLE 81800 METHODE ELECTR COMMON 591520200 994 43451 SH SOLE 43451 METRO INFORMAT COMMON 59162P104 589 35400 SH SOLE 35400 METRO NETWORKS COMMON 591918107 459 8600 SH SOLE 8600 METTLER TOLEDO COMMON 592688105 2991 117288 SH SOLE 117288 METZLER GROUP COMMON 592903108 1983 71800 SH SOLE 71800 MGI PROPERTIES IS 552885105 240 8500 SH SOLE 8500 MGM GRAND INC COMMON 552953101 23 460 SH SOLE 460 MICHAEL'S STOR COMMON 594087108 263 8600 SH SOLE 8600 MICRO WHSE INC COMMON 59501B105 409 22873 SH SOLE 22873 MICROMUSE INC COMMON 595094103 2544 51000 SH SOLE 51000 MICRON TECHNOL COMMON 595112103 254 6270 SH SOLE 6270 MICROS SYSTEM COMMON 594901100 8864 260700 SH SOLE 260700 MICROSOFT CORP COMMON 594918104 268893 2981490 SH SOLE ###### MID AMER BANCO COMMON 595915109 163 6600 SH SOLE 6600 MID ATLANTIC M COMMON 59523C107 179 18100 SH SOLE 18100 MIDCAP SPDR TR SHBI 595635103 33097 421952 SH SOLE 421952 MIDWEST EXPRES COMMON 597911106 6850 201465 SH SOLE 201465 MILACRON INC COMMON 598709103 245 13226 SH SOLE 13226 MILLENNIUM PHA COMMON 599902103 2102 58400 SH SOLE 58400 MINERALS TECHN COMMON 603158106 2541 45527 SH SOLE 45527 MINNESOTA POWE COMMON 604110106 1447 72800 SH SOLE 72800 MISSISSIPPI VY COMMON 605720101 537 16200 SH SOLE 16200 MMC NETWORKS I COMMON 55308N102 2403 53700 SH SOLE 53700 MOBIL CORP COMMON 607059102 1541 15600 SH SOLE 15600 MOLEX INC COMMON 608554101 63 1710 SH SOLE 1710 MONACO COACH C COMMON 60886R103 6554 154893 SH SOLE 154893 MONDAVI ROBERT COMMON 609200100 196 5400 SH SOLE 5400 MORGAN J P & C COMMON 616880100 542 3860 SH SOLE 3860 MORGAN KEEGAN COMMON 617410105 941 49700 SH SOLE 49700 MORGAN STANLEY COMMON 617446448 1446 14090 SH SOLE 14090 MORRISON KNUDS COMMON 61844A109 182 17653 SH SOLE 17653 MOTIVEPOWER IN COMMON 61980K101 2747 148500 SH SOLE 148500 MSC INDL DIREC COMMON 553530106 2 240 SH SOLE 240 MUELLER INDS I COMMON 624756102 2539 74800 SH SOLE 74800 MUSICLAND STOR COMMON 62758B109 495 52100 SH SOLE 52100 MYERS INDS INC COMMON 628464109 438 21900 SH SOLE 21900 NATIONAL CITY COMMON 635313109 281 8800 SH SOLE 8800 NATIONAL COMM COMMON 635449101 6646 303800 SH SOLE 303800 NATIONAL FUEL COMMON 636180101 221 4560 SH SOLE 4560 NATIONAL INSTR COMMON 636518102 989 24500 SH SOLE 24500 NATIONAL R V H COMMON 637277104 924 38100 SH SOLE 38100 NATIONAL SEMIC COMMON 637640103 157 6200 SH SOLE 6200 NATIONWIDE FIN COMMON 638612101 11 240 SH SOLE 240 NATIONWIDE HEA IS 638620104 663 34800 SH SOLE 34800 NATL PENN BANC COMMON 637138108 268 11400 SH SOLE 11400 NCI BUILDING S COMMON 628852105 1033 48324 SH SOLE 48324 NCO GROUP INC COMMON 628858102 1421 37400 SH SOLE 37400 NEIMAN MARCUS COMMON 640204103 8 300 SH SOLE 300 NETBANK INC COMMON 640933107 1372 36100 SH SOLE 36100 NETWORK APPLIA COMMON 64120L104 26905 481520 SH SOLE 481520 NEVADA POWER C COMMON 641423108 850 34000 SH SOLE 34000 NEW ENG BUSINE COMMON 643872104 726 23500 SH SOLE 23500 NEW ENGLAND EL COMMON 644001109 102 2040 SH SOLE 2040 NEW PLAN EXCEL REIT 648053106 1317 73180 SH SOLE 73180 NEWFIELD EXPL COMMON 651290108 2210 77700 SH SOLE 77700 NEWMONT MNG CO COMMON 651639106 27 1340 SH SOLE 1340 NEWPORT NEWS S COMMON 652228107 1035 35100 SH SOLE 35100 NEXSTAR PHARMA COMMON 65333B106 934 46840 SH SOLE 46840 NICHOLS RESH C COMMON 653818104 200 9139 SH SOLE 9139 NIELSEN MEDIA COMMON 653929307 1011 34556 SH SOLE 34556 NOBLE AFFILIAT COMMON 654894104 36 1280 SH SOLE 1280 NOBLE DRILLING COMMON 655042109 27 1370 SH SOLE 1370 NORDSON CORP COMMON 655663102 379 6187 SH SOLE 6187 NORRELL CORP G COMMON 656301108 325 17300 SH SOLE 17300 NORTEK INC COMMON 656559101 241 7700 SH SOLE 7700 NORTH FORK BAN COMMON 659424105 94 4380 SH SOLE 4380 NORTHERN TRUST COMMON 665859104 20882 215280 SH SOLE 215280 NORTHN STS PWR COMMON 665772109 81 3360 SH SOLE 3360 NORTHROP CORP COMMON 666807102 85 1280 SH SOLE 1280 NORTHWEST NAT COMMON 667655104 390 16174 SH SOLE 16174 NORTHWESTERN C COMMON 668074107 535 22100 SH SOLE 22100 NOVELLUS SYS I COMMON 670008101 7289 106800 SH SOLE 106800 NOVOSTE CORP COMMON 67010C100 184 8765 SH SOLE 8765 NPC INTERNATIO COMMON 629360306 1217 79141 SH SOLE 79141 NTL INC COMMON 629407107 14462 167800 SH SOLE 167800 NUCOR CORP COMMON 670346105 148 3110 SH SOLE 3110 NUI CORP COMMON 629430109 205 8196 SH SOLE 8196 NVR INC COMMON 62944T105 924 17700 SH SOLE 17700 O REILLY AUTOM COMMON 686091109 489 9700 SH SOLE 9700 O'SULLIVAN IND COMMON 688609106 325 19107 SH SOLE 19107 OAK INDS INC COMMON 671400505 803 18300 SH SOLE 18300 OAKWOOD HOMES COMMON 674098108 281 21445 SH SOLE 21445 OCEAN ENERGY I COMMON 67481E106 850 88304 SH SOLE 88304 OCEAN FINL COR COMMON 674904107 163 9000 SH SOLE 9000 OCEANEERING IN COMMON 675232102 223 13855 SH SOLE 13855 OCULAR SCIENCE COMMON 675744106 435 25029 SH SOLE 25029 OEC-MEDICAL SY COMMON 670828102 1049 42800 SH SOLE 42800 OFFICE DEPOT I COMMON 676220106 56 2550 SH SOLE 2550 OGDEN CORP COMMON 676346109 630 23400 SH SOLE 23400 OHIO CAS CORP COMMON 677240103 14 380 SH SOLE 380 OLD NATL BANCP COMMON 680033107 2063 68615 SH SOLE 68615 OLD REP INTL C COMMON 680223104 22 1250 SH SOLE 1250 OM GROUP INC COMMON 670872100 1656 48000 SH SOLE 48000 OMNICARE INC COMMON 681904108 11 840 SH SOLE 840 OMNICOM GROUP COMMON 681919106 9870 123370 SH SOLE 123370 ON ASSIGNMENT COMMON 682159108 1476 56500 SH SOLE 56500 ONE VY BANCORP COMMON 682419106 848 22600 SH SOLE 22600 ONEOK INC NEW COMMON 682680103 799 25166 SH SOLE 25166 ORGANOGENESIS COMMON 685906109 1464 156150 SH SOLE 156150 ORIENTAL FINL COMMON 68618W100 507 21000 SH SOLE 21000 OSHKOSH B'GOSH COMMON 688222207 1014 47984 SH SOLE 47984 OSHKOSH TRUCK COMMON 688239201 503 10000 SH SOLE 10000 OUTBACK STEAKH COMMON 689899102 3178 80850 SH SOLE 80850 OVERSEAS SHIPH COMMON 690368105 293 22500 SH SOLE 22500 OWENS & MINOR COMMON 690732102 238 21641 SH SOLE 21641 PACCAR INC COMMON 693718108 137 2570 SH SOLE 2570 PACIFIC CAP BA COMMON 69404P101 340 10800 SH SOLE 10800 PACIFIC CENTY COMMON 694058108 51 2370 SH SOLE 2370 PACIFIC GULF P REIT 694396102 500 22100 SH SOLE 22100 PACIFIC SUNWEA COMMON 694873100 4139 169800 SH SOLE 169800 PACIFICORP COMMON 695114108 200 10870 SH SOLE 10870 PAINE WEBBER I COMMON 695629105 180 3840 SH SOLE 3840 PALM HARBOR HO COMMON 696639103 180 7200 SH SOLE 7200 PANAMSAT CORP COMMON 697933109 21 550 SH SOLE 550 PAPA JOHNS INT COMMON 698813102 3146 70400 SH SOLE 70400 PARK ELECTROCH COMMON 700416209 187 6500 SH SOLE 6500 PARKER HANNIFI COMMON 701094104 142 3110 SH SOLE 3110 PARKWAY PPTYS IS 70159Q104 507 15300 SH SOLE 15300 PATTERSON DENT COMMON 703412106 4732 136178 SH SOLE 136178 PAXAR CORP COMMON 704227107 862 97100 SH SOLE 97100 PAYCHEX INC COMMON 704326107 38158 1197106 SH SOLE ###### PAYLESS SHOESO COMMON 704379106 52 970 SH SOLE 970 PEC ISRAEL ECO COMMON 705098101 873 27700 SH SOLE 27700 PENTAIR INDS I COMMON 709631105 59 1280 SH SOLE 1280 PEOPLES ENERGY COMMON 711030106 854 22673 SH SOLE 22673 PEP BOYS MANNY COMMON 713278109 475 22600 SH SOLE 22600 PERCLOSE INC COMMON 71361C107 1083 22536 SH SOLE 22536 PERFORMANCE FO COMMON 713755106 1362 50100 SH SOLE 50100 PERSONNEL GROU COMMON 715338109 381 38095 SH SOLE 38095 PETCO ANIMAL S COMMON 716016100 186 11800 SH SOLE 11800 PETSMART INC COMMON 716768106 2131 207870 SH SOLE 207870 PFF BANCORP IN COMMON 69331W104 626 33400 SH SOLE 33400 PFIZER INC COMMON 717081103 492 4510 SH SOLE 4510 PG&E CORP COMMON 69331C108 274 8450 SH SOLE 8450 PHARMACIA & UP ADR 716941109 874 15390 SH SOLE 15390 PHILADELPHIA C COMMON 717528103 98 4000 SH SOLE 4000 PIER I IMPORTS COMMON 720279108 1776 157900 SH SOLE 157900 PIERCE LEAHY C COMMON 720722107 597 24200 SH SOLE 24200 PIMCO ADVISORS LPTR 69338P102 65 2180 SH SOLE 2180 PINNACLE SYS I COMMON 723481107 1458 43358 SH SOLE 43358 PINNACLE WEST COMMON 723484101 121 3010 SH SOLE 3010 PIONEER HI BRE COMMON 723686101 152 3900 SH SOLE 3900 PIONEER NAT RE COMMON 723787107 290 26400 SH SOLE 26400 PIONEER STD EL COMMON 723877106 118 9817 SH SOLE 9817 PITNEY BOWES I COMMON 724479100 47838 744560 SH SOLE 744560 PITTSTON CO COMMON 725701106 2177 81400 SH SOLE 81400 PITTWAY CORP COMMON 725790208 2017 58990 SH SOLE 58990 PLACER DOME IN COMMON 725906101 0 1 SH SOLE 1 PLAINS RES INC COMMON 726540503 186 9800 SH SOLE 9800 PLANTRONICS IN COMMON 727493108 5366 82400 SH SOLE 82400 PLAYTEX PRODS COMMON 72813P100 2612 167828 SH SOLE 167828 PMC-SIERRA INC COMMON 69344F106 11015 186900 SH SOLE 186900 PMI GROUP INC COMMON 69344M101 46 740 SH SOLE 740 PNC FINANCIAL COMMON 693475105 381 6620 SH SOLE 6620 POLO RALPH LAU COMMON 731572103 2966 156100 SH SOLE 156100 POLYMER GROUP COMMON 731745105 245 20841 SH SOLE 20841 POTLATCH CORP COMMON 737628107 548 12474 SH SOLE 12474 POTOMAC ELEC P COMMON 737679100 119 4050 SH SOLE 4050 POWERWAVE TECH COMMON 739363109 1032 32000 SH SOLE 32000 PPG INDS INC COMMON 693506107 296 5020 SH SOLE 5020 PRAXAIR INC COMMON 74005P104 209 4280 SH SOLE 4280 PRE PAID LEGAL COMMON 740065107 890 32800 SH SOLE 32800 PRECISION CAST COMMON 740189105 408 9600 SH SOLE 9600 PREMARK INTL I COMMON 740459102 69 1830 SH SOLE 1830 PREMIER BANCSH COMMON 739909109 124 6750 SH SOLE 6750 PRENTISS PPTYS REIT 740706106 876 37100 SH SOLE 37100 PRIORITY HEALT COMMON 74264T102 484 14028 SH SOLE 14028 PROGRESS SOFTW COMMON 743312100 1006 35628 SH SOLE 35628 PROTECTIVE LIF COMMON 743674103 83 2440 SH SOLE 2440 PROVANT INC COMMON 743724106 680 43700 SH SOLE 43700 PROVIDENT BANK COMMON 743859100 279 12000 SH SOLE 12000 PROVIDENT FINL COMMON 743866105 42 950 SH SOLE 950 PROVIDIAN FINL COMMON 74406A102 30550 327613 SH SOLE 327613 PROXIM INC COMMON 744284100 768 13233 SH SOLE 13233 PS BUSINESS PK IU 69360J107 782 32100 SH SOLE 32100 PSS WORLD MED COMMON 69366A100 1718 153600 SH SOLE 153600 PUBLIC SVC CO COMMON 744499104 519 26122 SH SOLE 26122 PUBLIC SVC ENT COMMON 744573106 336 8230 SH SOLE 8230 PULTE CORP COMMON 745867101 562 24370 SH SOLE 24370 QRS CORP COMMON 74726X105 1193 15300 SH SOLE 15300 QUAKER OATS CO COMMON 747402105 4799 72300 SH SOLE 72300 QUALCOMM INC COMMON 747525103 132 920 SH SOLE 920 QUANEX CORP COMMON 747620102 257 9000 SH SOLE 9000 QUEENS CNTY BA COMMON 748242104 2464 76100 SH SOLE 76100 QUIKSILVER INC COMMON 74838C106 51 1950 SH SOLE 1950 QUORUM HEALTH COMMON 749084109 373 29700 SH SOLE 29700 RADIAN GROUP I COMMON 750236101 3342 68462 SH SOLE 68462 RALCORP HLDGS COMMON 751028101 345 21419 SH SOLE 21419 RAMBUS INC DEL COMMON 750917106 1447 15700 SH SOLE 15700 RATIONAL SOFTW COMMON 75409P202 6881 208900 SH SOLE 208900 RAYMOND JAMES COMMON 754730109 2482 103400 SH SOLE 103400 RAYONIER INC COMMON 754907103 927 18600 SH SOLE 18600 RAYOVAC CORP COMMON 755081106 610 26900 SH SOLE 26900 RAYTHEON CO COMMON 755111408 1003 14230 SH SOLE 14230 REALNETWORKS I COMMON 75605L104 8334 121000 SH SOLE 121000 RED ROOF INNS COMMON 757005103 307 17100 SH SOLE 17100 REEBOK INTL LT COMMON 758110100 20 1070 SH SOLE 1070 REGAL BELOIT C COMMON 758750103 914 38675 SH SOLE 38675 REGENCY RLTY C REIT 758939102 1005 45800 SH SOLE 45800 REGIONS FINL C COMMON 758940100 304 7910 SH SOLE 7910 REGIS CORP MIN COMMON 758932107 2322 121000 SH SOLE 121000 REINSURANCE GR COMMON 759351109 1662 47150 SH SOLE 47150 RELIANCE BANCO COMMON 759451107 157 5700 SH SOLE 5700 RELIANCE STEEL COMMON 759509102 1436 36811 SH SOLE 36811 REMEDY CORP COMMON 759548100 441 16400 SH SOLE 16400 RENAISSANCE WO COMMON 75968A109 205 25765 SH SOLE 25765 RENT A CTR INC COMMON 76009N100 1681 70062 SH SOLE 70062 RENT WAY INC COMMON 76009U104 1162 47200 SH SOLE 47200 REPUBLIC BANCO COMMON 760282103 225 14800 SH SOLE 14800 RES-CARE INC COMMON 760943100 5134 225684 SH SOLE 225684 RESMED INC COMMON 761152107 4573 137800 SH SOLE 137800 REVLON INC COMMON 761525500 2275 75200 SH SOLE 75200 REYNOLDS & REY COMMON 761695105 40 1730 SH SOLE 1730 RFS HOTEL INVS REIT 74955J108 273 21700 SH SOLE 21700 RICHMOND CNTY COMMON 764556106 394 20466 SH SOLE 20466 RIVIANA FOODS COMMON 769536103 96 5100 SH SOLE 5100 ROBERTS PHARMA COMMON 770491108 1692 70505 SH SOLE 70505 ROHM & HAAS CO COMMON 775371107 46 1069 SH SOLE 1069 ROPER INDS INC COMMON 776696106 2461 76903 SH SOLE 76903 ROSLYN BANCORP COMMON 778162107 988 57500 SH SOLE 57500 ROSS STORES IN COMMON 778296103 675 13400 SH SOLE 13400 RPM INC COMMON 749685103 39 2780 SH SOLE 2780 RUBY TUESDAY I COMMON 781182100 1238 65177 SH SOLE 65177 RUDDICK CORP COMMON 781258108 557 27836 SH SOLE 27836 RYDER SYS INC COMMON 783549108 17 670 SH SOLE 670 RYERSON TULL I COMMON 78375P107 323 14300 SH SOLE 14300 RYLAND GROUP I COMMON 783764103 258 8700 SH SOLE 8700 S & T BANCORP COMMON 783859101 241 9527 SH SOLE 9527 S&P DEPOSITORY UNIT 78462F103 153691 1121835 SH SOLE ###### S3 INC COMMON 784849101 146 16076 SH SOLE 16076 SABRE GROUP HL COMMON 785905100 31 450 SH SOLE 450 SAFECO CORP COMMON 786429100 127 2880 SH SOLE 2880 SAFEGUARD SCIE COMMON 786449108 2684 42600 SH SOLE 42600 SAFETY-KLEEN C COMMON 78648R203 439 24239 SH SOLE 24239 SAFEWAY INC COMMON 786514208 38458 776920 SH SOLE 776920 SAWTEK INC COMMON 805468105 1780 38800 SH SOLE 38800 SBARRO INC COMMON 805844107 295 10919 SH SOLE 10919 SBC COMMUNICAT COMMON 78387G103 40045 690436 SH SOLE 690436 SCHEIN PHARMAC COMMON 806416103 270 22400 SH SOLE 22400 SCHERING PLOUG COMMON 806605101 97412 1855470 SH SOLE ###### SCHOLASTIC COR COMMON 807066105 530 10475 SH SOLE 10475 SCHULMAN A INC COMMON 808194104 298 17330 SH SOLE 17330 SCHWAB CHARLES COMMON 808513105 2769 25400 SH SOLE 25400 SCIENTIFIC ATL COMMON 808655104 46 1290 SH SOLE 1290 SCOTT TECHNOLO COMMON 810022301 123 6400 SH SOLE 6400 SCOTTS CO COMMON 810186106 2267 47600 SH SOLE 47600 SEARS ROEBUCK COMMON 812387108 320 7170 SH SOLE 7170 SEI CORP COMMON 784117103 7863 89100 SH SOLE 89100 SEITEL INC COMMON 816074306 1078 66600 SH SOLE 66600 SENSORMATIC EL COMMON 817265101 350 25110 SH SOLE 25110 SHERWIN WILLIA COMMON 824348106 139 5020 SH SOLE 5020 SHOPKO STORES COMMON 824911101 1465 40149 SH SOLE 40149 SHOREWOOD PACK COMMON 825229107 966 52400 SH SOLE 52400 SICOR INC COMMON 825846108 373 87700 SH SOLE 87700 SIERRA PAC RES COMMON 826425100 708 19465 SH SOLE 19465 SIGMA ALDRICH COMMON 826552101 93 2690 SH SOLE 2690 SILICON GRAPHI COMMON 827056102 91 5570 SH SOLE 5570 SIMMONS FIRST COMMON 828730200 286 8900 SH SOLE 8900 SIMPSON MANUFA COMMON 829073105 1563 32900 SH SOLE 32900 SINCLAIR BROAD COMMON 829226109 4 250 SH SOLE 250 SIPEX CORP COMMON 829909100 435 21200 SH SOLE 21200 SKYTEL COMMUNI COMMON 83087Q104 5724 273367 SH SOLE 273367 SKYWEST INC COMMON 830879102 397 15900 SH SOLE 15900 SL GREEN RLTY REIT 78440X101 505 24700 SH SOLE 24700 SLI INC COMMON 78442T108 1272 47127 SH SOLE 47127 SMART MODULAR COMMON 831690102 440 25300 SH SOLE 25300 SMITH A O CORP COMMON 831865209 384 13700 SH SOLE 13700 SMITHFIELD FOO COMMON 832248108 569 17027 SH SOLE 17027 SMUCKER J M CO COMMON 832696108 523 23500 SH SOLE 23500 SNYDER COMMUNI COMMON 832914105 1813 55350 SH SOLE 55350 SOLUTIA INC COMMON 834376105 94 4390 SH SOLE 4390 SONAT INC COMMON 835415100 106 3200 SH SOLE 3200 SONIC CORP COMMON 835451105 7005 214712 SH SOLE 214712 SONOCO PRODS C COMMON 835495102 111 3700 SH SOLE 3700 SOUTHERN CO COMMON 842587107 678 25590 SH SOLE 25590 SOUTHWEST AIRL COMMON 844741108 26569 853627 SH SOLE 853627 SOUTHWEST GAS COMMON 844895102 344 12000 SH SOLE 12000 SOVEREIGN BANC COMMON 845905108 60 4930 SH SOLE 4930 SPARTECH CORP COMMON 847220209 1467 46400 SH SOLE 46400 SPECIALTY EQUI COMMON 847497203 1423 48334 SH SOLE 48334 SPRINT -FON COMMON 852061100 713 13460 SH SOLE 13460 SPS TECHNOLOGI COMMON 784626103 1106 29500 SH SOLE 29500 ST FRANCIS CAP COMMON 789374105 317 14744 SH SOLE 14744 ST JOE CORP COMMON 790148100 19 690 SH SOLE 690 ST PAUL COS IN COMMON 792860108 221 6950 SH SOLE 6950 STANDARD PAC C COMMON 85375C101 789 60700 SH SOLE 60700 STANDARD REGIS COMMON 853887107 326 10600 SH SOLE 10600 STANDEX INTL C COMMON 854231107 131 4800 SH SOLE 4800 STAPLES INC COMMON 855030102 38322 1238694 SH SOLE ###### STARTEK INC COMMON 85569C107 611 24700 SH SOLE 24700 STATEN IS BANC COMMON 857550107 446 24800 SH SOLE 24800 STATION CASINO COMMON 857689103 1687 82800 SH SOLE 82800 STEEL DYNAMICS COMMON 858119100 514 33200 SH SOLE 33200 STEWART&STEVEN COMMON 860342104 205 13424 SH SOLE 13424 STILLWATER MNG COMMON 86074Q102 9104 280125 SH SOLE 280125 STONE ENERGY C COMMON 861642106 809 19100 SH SOLE 19100 STONERIDGE INC COMMON 86183P102 462 33000 SH SOLE 33000 STRIDE RITE CO COMMON 863314100 964 93431 SH SOLE 93431 STRYKER CORP COMMON 863667101 7773 129280 SH SOLE 129280 STUDENT LN COR COMMON 863902102 312 7000 SH SOLE 7000 SUMMIT PPTYS I REIT 866239106 541 27400 SH SOLE 27400 SUNGARD DATA S COMMON 867363103 7340 212760 SH SOLE 212760 SUNGLASS HUT I COMMON 86736F106 415 24135 SH SOLE 24135 SUNRISE ASSIST COMMON 86768K106 673 19300 SH SOLE 19300 SUNTERRA CORP COMMON 86787D109 757 54300 SH SOLE 54300 SUNTRUST BKS I COMMON 867914103 646 9300 SH SOLE 9300 SUPERGEN INC COMMON 868059106 643 42000 SH SOLE 42000 SUPERIOR CONSU COMMON 868146101 639 25900 SH SOLE 25900 SUPERIOR INDS COMMON 868168105 473 17300 SH SOLE 17300 SUPERIOR SVCS COMMON 868316100 1537 57600 SH SOLE 57600 SUPERVALU INC COMMON 868536103 130 5020 SH SOLE 5020 SWIFT TRANSN C COMMON 870756103 6484 294725 SH SOLE 294725 SYBASE INC COMMON 871130100 609 55400 SH SOLE 55400 SYBRON CORP COMMON 87114F106 8278 300340 SH SOLE 300340 SYLVAN LEARNIN COMMON 871399101 854 31400 SH SOLE 31400 SYMANTEC CORP COMMON 871503108 1720 67452 SH SOLE 67452 SYMBOL TECHNOL COMMON 871508107 5354 145200 SH SOLE 145200 SYSCO CORP COMMON 871829107 6535 219200 SH SOLE 219200 T&HQ INC COMMON 872443403 198 6900 SH SOLE 6900 TALBOTS INC COMMON 874161102 2382 62466 SH SOLE 62466 TCA CABLE TV I COMMON 872241104 583 10500 SH SOLE 10500 TECHNE CORP COMMON 878377100 827 32600 SH SOLE 32600 TECO ENERGY IN COMMON 872375100 117 5150 SH SOLE 5150 TELEFLEX INC COMMON 879369106 1293 29760 SH SOLE 29760 TELEPHONE & DA COMMON 879433100 70 960 SH SOLE 960 TELETECH HOLDI COMMON 879939106 164 16200 SH SOLE 16200 TESORO PETE CO COMMON 881609101 800 50200 SH SOLE 50200 TETRA TECHNOLO COMMON 88162G103 5681 344295 SH SOLE 344295 TEXACO INC COMMON 881694103 661 10590 SH SOLE 10590 TEXAS INDS INC COMMON 882491103 357 9222 SH SOLE 9222 TEXAS REGL BAN COMMON 882673106 954 35100 SH SOLE 35100 TEXAS UTILS CO COMMON 882848104 218 5270 SH SOLE 5270 THERMO BIOANAL COMMON 88355H108 174 10000 SH SOLE 10000 THERMO ELECTRO COMMON 883556102 75 3730 SH SOLE 3730 TIDEWATER INC COMMON 886423102 24 800 SH SOLE 800 TIFFANY & CO N COMMON 886547108 36 370 SH SOLE 370 TIMBERLAND CO COMMON 887100105 1643 24139 SH SOLE 24139 TIME WARNER IN COMMON 887315109 20341 280080 SH SOLE 280080 TIMES MIRROR C COMMON 887364107 190 3200 SH SOLE 3200 TIMKEN CO COMMON 887389104 33 1710 SH SOLE 1710 TJ INTL INC COMMON 872534102 281 9056 SH SOLE 9056 TJX COS INC COMMON 872540109 14990 449980 SH SOLE 449980 TMP WORLDWIDE COMMON 872941109 4153 65400 SH SOLE 65400 TOLL BROTHERS COMMON 889478103 311 14486 SH SOLE 14486 TOM BROWN INC COMMON 115660201 93 5953 SH SOLE 5953 TORCHMARK CORP COMMON 891027104 165 4830 SH SOLE 4830 TORO CO COMMON 891092108 303 7700 SH SOLE 7700 TOWER AUTOMOTI COMMON 891707101 8725 343008 SH SOLE 343008 TRAMMELL CROW COMMON 89288R106 1050 63900 SH SOLE 63900 TRANS WORLD EN COMMON 89336Q100 1367 121500 SH SOLE 121500 TRANSATLANTIC COMMON 893521104 59 790 SH SOLE 790 TRANSKARYOTIC COMMON 893735100 267 8100 SH SOLE 8100 TRAVELERS PPTY COMMON 893939108 142 3640 SH SOLE 3640 TRENDWEST RESO COMMON 894917103 129 5800 SH SOLE 5800 TRIAD GTY INC COMMON 895925105 2179 121500 SH SOLE 121500 TRIANGLE BANCO COMMON 895835106 1628 96125 SH SOLE 96125 TRIARC COS INC COMMON 895927101 822 38700 SH SOLE 38700 TRIBUNE CO COMMON 896047107 8126 93270 SH SOLE 93270 TRINET CORP RL REIT 896287109 634 22900 SH SOLE 22900 TRINITY INDS I COMMON 896522109 47 1400 SH SOLE 1400 TRIQUINT SEMIC COMMON 89674K103 1914 33682 SH SOLE 33682 TRIUMPH GROUP COMMON 896818101 20 800 SH SOLE 800 TRUE NORTH COM COMMON 897844106 2454 82500 SH SOLE 82500 TRUSTCO BK COR COMMON 898349105 1916 71300 SH SOLE 71300 TRUSTMARK CORP COMMON 898402102 56 2460 SH SOLE 2460 TRW INC COMMON 872649108 182 3310 SH SOLE 3310 TUPPERWARE COR COMMON 899896104 2224 87230 SH SOLE 87230 TV GUIDE INC COMMON 87307Q109 9577 261500 SH SOLE 261500 U S FOODSERVIC COMMON 90331R101 34 790 SH SOLE 790 U S INDUSTRIES COMMON 912080108 71 4150 SH SOLE 4150 U S LIQUIDS IN COMMON 902974104 422 20200 SH SOLE 20200 UCAR INTL INC COMMON 90262K109 2000 79200 SH SOLE 79200 UGI CORP NEW COMMON 902681105 338 16763 SH SOLE 16763 UICI COMMON 902737105 2199 79600 SH SOLE 79600 ULTRATECH STEP COMMON 904034105 530 35200 SH SOLE 35200 UNILEVER N V ADR 904784709 2578 36964 SH SOLE 36964 UNION PAC CORP COMMON 907818108 324 5560 SH SOLE 5560 UNION PAC RES COMMON 907834105 114 6960 SH SOLE 6960 UNIONBANCAL CO COMMON 908906100 85 2350 SH SOLE 2350 UNITED BANKSHA COMMON 909907107 4815 181700 SH SOLE 181700 UNITED DOMINIO COMMON 909914103 546 22500 SH SOLE 22500 UNITED INTL HL COMMON 910734102 4626 68400 SH SOLE 68400 UNITED NAT FOO COMMON 911163103 153 6200 SH SOLE 6200 UNITED NATL BA COMMON 910909100 228 9600 SH SOLE 9600 UNITED PAYORS& COMMON 911319101 587 25300 SH SOLE 25300 UNITED STATES COMMON 911684108 22 410 SH SOLE 410 UNITED TECHNOL COMMON 913017109 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