-----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, G+ZaViNhJxRnDm+ub6WeNBSE7Q58Ko+XNkIkj+6UR+LluhshSux+CZZfBtOyCjqK whWlBah8fO5lDLsLMIQcwA== 0000950149-01-500792.txt : 20010524 0000950149-01-500792.hdr.sgml : 20010524 ACCESSION NUMBER: 0000950149-01-500792 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20010331 FILED AS OF DATE: 20010523 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SCHWAB CHARLES INVESTMENT MANAGEMENT INC CENTRAL INDEX KEY: 0000884546 STANDARD INDUSTRIAL CLASSIFICATION: [] IRS NUMBER: 943106735 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: SEC FILE NUMBER: 028-03128 FILM NUMBER: 1645953 BUSINESS ADDRESS: STREET 1: 101 MONTGOMERY STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94104 BUSINESS PHONE: 4156277000 13F-HR/A 1 f72942e13f-hra.txt AMENDMENT TO CHARLES SCHWAB INVEST. MGMT. FORM 13F 1 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2001 Check here if Amendment [ X]; Amendment Number: __1__ This Amendment (Check only one.): [X ] 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, May 21, 2001 [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.) 2 [ ] 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: 3 Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 3,255 Form 13F Information Table Value Total: $16,341,248(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. 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. 4 FORM 13F - as of 03/31/2001 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 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- 1-800 CONTACTS INC COM 681977104 18 800 SH SOLE 800 1-800-FLOWERS.COM INC. CL A 68243Q106 18 2,200 SH SOLE 2,200 21ST CENTURY INSURANCE COM 90130N103 758 49,200 SH SOLE 49,200 24/7 MEDIA INC. COM 901314104 0 1,100 SH SOLE 1,100 3 DIMENSIONAL PHARM. COM 88554W104 11 1,400 SH SOLE 1,400 3COM CORPORATION COM 885535104 1,158 202,450 SH SOLE 202,450 3DO COMPANY COM 88553W105 4 2,100 SH SOLE 2,100 4 KIDS ENTERTAINMENT COM 350865101 41 3,600 SH SOLE 3,600 7-ELEVEN INC COM NEW 817826209 2,631 265,740 SH SOLE 265,740 99 CENTS ONLY STORES COM 65440K106 3,041 131,600 SH SOLE 131,600 A S V INC COM 001963107 8 700 SH SOLE 700 A.H. BELO CORP CL A COM SER A 080555105 1,085 65,900 SH SOLE 65,900 AAR CORP COM 000361105 948 74,300 SH SOLE 74,300 AARON RENTS INC COM 002535201 865 53,700 SH SOLE 53,700 AARON RENTS INC CL A 002535300 752 48,800 SH SOLE 48,800 AB WATLEY GROUP COM 000788109 3 500 SH SOLE 500 ABBOTT LABS COM 002824100 97,664 2,069,617 SH SOLE 2,069,617 ABC BANCORP. COM 000400101 14 1,200 SH SOLE 1,200 ABERCROMBIE & FITCH CL A CL A 002896207 1,874 57,300 SH SOLE 57,300 ABGENIX INCORPORATED COM 00339B107 1,128 47,600 SH SOLE 47,600 ABIOMED INC COM 003654100 819 52,000 SH SOLE 52,000 ABM INDUSTRIES INC COM 000957100 2,084 66,700 SH SOLE 66,700 ACACIA RESEARCH CORP COM 003881109 259 39,500 SH SOLE 39,500 ACCELERATED NETWORKS COM 00429P107 4 1,900 SH SOLE 1,900 ACCREDO HEALTH INC COM 00437V104 2,103 64,350 SH SOLE 64,350 ACCRUE SOFTWARE INC COM 00437W102 0 800 SH SOLE 800 ACE LIMITED ORD G0070K103 19 520 SH SOLE 520 ACETO CORPORATION COM 004446100 4 500 SH SOLE 500 ACKERLY GROUP INC COM 004527107 734 60,900 SH SOLE 60,900 ACLARA BIOSCIENCES INC COM 00461P106 13 2,400 SH SOLE 2,400 ACME COMMUNICATIONS INC COM 004631107 13 1,200 SH SOLE 1,200 ACT MANUFACTURING INC COM 000973107 5 500 SH SOLE 500 ACTEL CORP COM 004934105 1,375 67,300 SH SOLE 67,300 ACTION PERFORMANCE INC COM 004933107 46 4,100 SH SOLE 4,100 ACTIVISION INC COM NEW 004930202 1,595 65,600 SH SOLE 65,600 ACTUANT CORPORATION COM 00508X203 4 220 SH SOLE 220 ACTUATE CORPORATION COM 00508B102 1,384 144,700 SH SOLE 144,700 ACTV INC. COM 00088E104 5 1,100 SH SOLE 1,100
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- ACXIOM CORPORATION COM 005125109 1,073 51,400 SH SOLE 51,400 ADAPTEC INC. COM 00651F108 2,838 327,320 SH SOLE 327,320 ADAPTIVE BROADBAND CORP COM 00650M104 1 1,000 SH SOLE 1,000 ADC TELECOMMUNICATIONS COM 000886101 8,967 1,055,022 SH SOLE 1,055,022 ADELPHIA BUSINESS SOLUT. CL A 006847107 7 1,500 SH SOLE 1,500 ADELPHIA COMM-CL A CL A 006848105 729 18,000 SH OTHER (1) - 18,000 ADELPHIA COMM-CL A CL A 006848105 3,532 87,208 SH SOLE 87,208 ADMINISTAFF INC COM 007094105 1,285 70,800 SH SOLE 70,800 ADOBE SYSTEMS INC COM 00724F101 11,410 326,284 SH SOLE 326,284 ADTRAN INC COM 00738A106 2,481 101,000 SH SOLE 101,000 ADVANCE PCS COM 00790K109 4,189 77,200 SH SOLE 77,200 ADVANCED DIGITAL INFO. COM 007525108 516 29,800 SH SOLE 29,800 ADVANCED ENERGY INDUSTRIE COM 007973100 2,096 81,200 SH SOLE 81,200 ADVANCED FIBRE COM 00754A105 666 46,500 SH SOLE 46,500 ADVANCED MICRO DEVICES COM 007903107 11,375 428,592 SH SOLE 428,592 ADVANCED RADIO TELECOM COM 00754U101 0 1,000 SH SOLE 1,000 ADVANCED SWITCHING COMM. COM 00757V106 5 1,800 SH SOLE 1,800 ADVANCED TECHNICAL PRDTS COM 007548100 3 400 SH SOLE 400 ADVANTA CORP-CLASS A CL A 007942105 1,080 68,309 SH SOLE 68,309 ADVANTAGE LEARNING COM 00757K100 2,561 88,700 SH SOLE 88,700 ADVENT SOFTWARE INC. COM 007974108 3,385 76,400 SH SOLE 76,400 ADVO SYSTEMS INC COM 007585102 2,018 54,700 SH SOLE 54,700 AEP INDUSTRIES INC COM 001031103 847 18,800 SH SOLE 18,800 AEROFLEX INC COM 007768104 343 33,300 SH SOLE 33,300 AES CORPORATION COM 00130H105 35,785 716,277 SH SOLE 716,277 AETHER SYSTEMS INC COM 00808V105 14 1,100 SH SOLE 1,100 AETNA US HEALTHCARE-WI COM 00817Y108 6,838 190,369 SH SOLE 190,369 AFFILIATED COMPUTER SVCS CL A 008190100 2,018 31,100 SH SOLE 31,100 AFFILIATED MANAGERS GROUP COM 008252108 606 12,900 SH SOLE 12,900 AFFYMETRIX INC COM 00826T108 896 32,200 SH SOLE 32,200 AFLAC INC COM 001055102 19,760 717,516 SH SOLE 717,516 AG CHEM EQUIP INC COM 008363103 18 700 SH SOLE 700 AGCO CORPORATION COM 001084102 1,445 150,500 SH SOLE 150,500 AGENCY.COM LTD COM 008447104 2 1,300 SH SOLE 1,300 AGILE SOFTWARE CORP COM 00846X105 299 27,100 SH SOLE 27,100 AGILENT TECH INC COM 00846U101 18,926 615,883 SH SOLE 615,883 AGL RESOURCES COM 001204106 3,030 138,300 SH SOLE 138,300 AGRIBRANDS INTL INC COM 00849R105 1,511 28,000 SH SOLE 28,000 AHL SERVICES INC COM 001296102 12 1,500 SH SOLE 1,500 AIR PRODUCTS & CHEMICALS COM 009158106 11,908 310,124 SH SOLE 310,124 AIRBORNE INC. COM 009269101 1,245 122,400 SH SOLE 122,400 AIRGAS INCORPORATED COM 009363102 1,340 170,100 SH SOLE 170,100 AIRGATE PCS INC. COM 009367103 1,215 32,300 SH SOLE 32,300 AIRNET COMMUNICATIONS COM 00941P106 4 1,300 SH SOLE 1,300 AIRTRAN HOLDINGS INC COM 00949P108 1,327 169,300 SH SOLE 169,300 AK STEEL HOLDING CORP COM 001547108 2,739 272,527 SH SOLE 272,527 AKAMAI TECHNOLOGIES COM 00971T101 602 70,338 SH SOLE 70,338 ALAMOSA HOLDINGS INC. COM 011589108 18 1,700 SH SOLE 1,700 ALASKA AIRGROUP INC COM 011659109 1,755 68,300 SH SOLE 68,300 ALASKA COMM SYSTEMS GROUP COM 01167P101 11 2,000 SH SOLE 2,000 ALBAMA NATL. BANCORP COM 010317105 897 29,900 SH SOLE 29,900
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- ALBANY INTERNATIONAL CL A 012348108 1,454 79,001 SH SOLE 79,001 ALBANY MOLECULAR RESEARCH COM 012423109 39 1,100 SH SOLE 1,100 ALBEMARLE CORP COM 012653101 2,645 117,800 SH SOLE 117,800 ALBERTO CULVER - CL B CL B CONV 013068101 3,025 76,282 SH SOLE 76,282 ALBERTSONS INC COM 013104104 17,657 554,897 SH SOLE 554,897 ALCAN ALUMINUM - ADR COM 013716105 8,722 242,274 SH SOLE 242,274 ALCATEL ALSTHOM CGE - ADR SPONSORED 013904305 315 10,938 SH SOLE 10,938 ADR ALCOA INC COM 013817101 1,557 43,300 SH OTHER (1) - 43,300 ALCOA INC COM 013817101 41,891 1,165,263 SH SOLE 1,165,263 ALEXANDER & BALDWIN COM 014482103 2,189 102,400 SH SOLE 102,400 ALEXANDER'S INCORPORATED COM 014752109 12 200 SH SOLE 200 ALEXANDRIA REAL EST COM 015271109 19 500 SH SOLE 500 ALEXION PHARMACEUTICALS COM 015351109 1,074 47,100 SH SOLE 47,100 ALFA CORPORATION COM 015385107 1,894 100,000 SH SOLE 100,000 ALKERMES INC COM 01642T108 680 31,000 SH SOLE 31,000 ALLEGHANY CORP COM 017175100 859 4,296 SH SOLE 4,296 ALLEGHENY ENERGY INC COM 017361106 6,862 148,343 SH SOLE 148,343 ALLEGHENY TECHNOLOGIES COM 01741R102 4,655 267,359 SH SOLE 267,359 ALLEGIANCE TELECOM INC. COM 01747T102 931 63,100 SH SOLE 63,100 ALLEN TELECOM INC COM 018091108 1,004 77,800 SH SOLE 77,800 ALLERGAN INCORPORATED COM 018490102 1,972 26,600 SH OTHER (1) - 26,600 ALLERGAN INCORPORATED COM 018490102 13,088 176,507 SH SOLE 176,507 ALLETE COM 018522102 1,115 43,200 SH SOLE 43,200 ALLIANCE CAP. MGMT HOLD UNIT LTD 01855A101 276 6,700 SH SOLE 6,700 PARTN ALLIANCE PHARMACEUTICAL COM 018773101 386 118,700 SH SOLE 118,700 ALLIANCE SEMICONDUCTOR COM 01877H100 1,488 128,000 SH SOLE 128,000 ALLIANT ENERGY CORP COM 018802108 1,457 45,800 SH SOLE 45,800 ALLIANT TECHSYSTEMS INC COM 018804104 3,228 36,450 SH SOLE 36,450 ALLIED CAPITAL CORP COM 01903Q108 998 49,600 SH SOLE 49,600 ALLIED WASTE INDUSTRIES COM 019589308 4,130 263,394 SH SOLE 263,394 ALLMERICA FINANCIAL CORP COM 019754100 1,609 31,000 SH SOLE 31,000 ALLOY ONLINE INC COM 019855105 12 1,400 SH SOLE 1,400 ALLSCRIPTS HEALTHCARE COM 01988P108 10 1,900 SH SOLE 1,900 ALLSTATE CORP COM 020002101 41,650 993,122 SH SOLE 993,122 ALLTEL CORPORATION COM 020039103 22,440 427,757 SH SOLE 427,757 ALLTRISTA CORP COM 020040101 3 200 SH SOLE 200 ALPHA INDUSTRIES COM 020753109 392 24,900 SH SOLE 24,900 ALPHARMA INC. CL A 020813101 1,094 33,400 SH SOLE 33,400 ALTERA CORPORATION COM 021441100 11,228 523,758 SH SOLE 523,758 ALZA CORP COM 022615108 12,905 318,632 SH SOLE 318,632 AMAZON.COM INC. COM 023135106 2,117 206,900 SH SOLE 206,900 AMB PROPERTY CORP (REIT) COM 00163T109 66 2,700 SH SOLE 2,700 AMBAC FINANCIAL GROUP INC COM 023139108 8,941 140,963 SH SOLE 140,963 AMCAST INDUSTRIAL CORP. COM 023395106 19 2,100 SH SOLE 2,100 AMCORE FINANCIAL COM 023912108 1,386 68,650 SH SOLE 68,650 AMDOCS LTD ORD G02602103 1,657 34,600 SH OTHER (1) - 34,600 AMER CAP STRATEGIES LTD COM 024937104 1,870 73,500 SH SOLE 73,500 AMER. NAT. INSURANCE COM 028591105 1,095 15,920 SH SOLE 15,920 AMERADA HESS CO COM 023551104 9,413 120,497 SH SOLE 120,497 AMERCO COM 023586100 1,186 55,800 SH SOLE 55,800 AMEREN CORPORATION COM 023608102 7,605 185,702 SH SOLE 185,702
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- AMERICA ONLINE LATIN COM 02365B100 12 2,500 SH SOLE 2,500 AMERICA W. HOLDINGS CORP CL B 023657208 789 82,200 SH SOLE 82,200 AMERICAN AXLE & MFG HOLD COM 024061103 17 1,800 SH SOLE 1,800 AMERICAN BANK CONN WATER. COM 024327108 13 600 SH SOLE 600 AMERICAN CLASSIC VOYAGES COM 024928103 671 53,700 SH SOLE 53,700 AMERICAN EAGLE OUTFITTERS COM 02553E106 1,156 40,200 SH SOLE 40,200 AMERICAN ELECTRIC POWER COM 025537101 20,493 436,033 SH SOLE 436,033 AMERICAN EXPRESS CO COM 025816109 72,908 1,765,353 SH SOLE 1,765,353 AMERICAN FINANCIAL GROUP COM 025932104 1,308 54,280 SH SOLE 54,280 AMERICAN GENERAL CORP COM 026351106 26,072 681,646 SH SOLE 681,646 AMERICAN GREETINGS - CL A CL A 026375105 2,258 213,031 SH SOLE 213,031 AMERICAN HOME PRODUCTS COM 026609107 103,120 1,755,250 SH SOLE 1,755,250 AMERICAN INT'L GROUP COM 026874107 7,961 98,900 SH OTHER (1) - 98,900 AMERICAN INT'L GROUP COM 026874107 249,107 3,094,529 SH SOLE 3,094,529 AMERICAN ITALIAN PASTA CO CL A 027070101 1,680 52,500 SH SOLE 52,500 AMERICAN MNGMT SYSTEMS COM 027352103 2,113 115,400 SH SOLE 115,400 AMERICAN POWER CONVERSION COM 029066107 3,351 259,948 SH SOLE 259,948 AMERICAN REAL ESTATE DEPOSITRY 029169109 17 1,800 SH SOLE 1,800 UNIT AMERICAN REALTY INVESTORS COM 029174109 8 637 SH SOLE 637 AMERICAN RETIREMENT COM 028913101 3 700 SH SOLE 700 AMERICAN STANDARD COS INC COM 029712106 2,434 41,200 SH SOLE 41,200 AMERICAN STATES WATER CO. COM 029899101 993 30,000 SH SOLE 30,000 AMERICAN SUPERCONDUCTOR COM 030111108 819 51,000 SH SOLE 51,000 AMERICAN TOWER SYSTEMS CL A 029912201 1,876 101,400 SH SOLE 101,400 AMERICAN WATER WORKS COM 030411102 1,841 57,100 SH SOLE 57,100 AMERICREDIT CORPORATION COM 03060R101 1,495 46,100 SH SOLE 46,100 AMERIPATH INCORPORATED COM 03071D109 1,139 55,400 SH SOLE 55,400 AMERISOURCE HEALTH CORP CL A 03071P102 1,638 33,400 SH SOLE 33,400 AMERITRADE HOLDING-CL A CL A 03072H109 484 91,700 SH SOLE 91,700 AMERUS GROUP CO. COM 03072M108 2,322 76,500 SH SOLE 76,500 AMETEK INC. COM 031100100 2,244 81,300 SH SOLE 81,300 AMGEN INC COM 031162100 3,100 51,500 SH OTHER (1) - 51,500 AMGEN INC COM 031162100 83,643 1,389,692 SH SOLE 1,389,692 AMKOR TECHNOLOGY INC. COM 031652100 178 10,900 SH SOLE 10,900 AMLI RESIDENTIAL PPT SH BEN INT 001735109 11 500 SH SOLE 500 AMPHENOL CORP CL A 032095101 756 24,000 SH SOLE 24,000 AMR CORP. COM 001765106 7,135 203,156 SH SOLE 203,156 AMRESCO CAPITAL TRUST COM SH 031919103 14 1,300 SH SOLE 1,300 BEN INT AMSOUTH BANCORPORATION COM 032165102 8,569 509,760 SH SOLE 509,760 AMTRAN INC COM 03234G106 3 300 SH SOLE 300 AMYLIN PHARMACETICALS COM 032346108 1,583 159,300 SH SOLE 159,300 ANADARKO PETE CORP COM 032511107 21,027 334,932 SH SOLE 334,932 ANADIGICS INC. COM 032515108 990 74,750 SH SOLE 74,750 ANALOG DEVICES INC COM 032654105 1,000 27,600 SH OTHER (1) - 27,600 ANALOG DEVICES INC COM 032654105 17,319 477,899 SH SOLE 477,899 ANALOGIC CORPORATION COM 032657207 1,622 36,100 SH SOLE 36,100 ANALYSTS INTL CORP COM 032681108 39 7,600 SH SOLE 7,600 ANAREN MICROWAVE COM 032744104 731 58,200 SH SOLE 58,200 ANC RENTAL CORP COM 001813104 6 2,037 SH SOLE 2,037 ANCHOR BANCORP WISCONSIN COM 032839102 889 64,100 SH SOLE 64,100 ANCHOR GAMING COM 033037102 2,370 38,700 SH SOLE 38,700
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- ANDERSEN GROUP INC COM 033501107 4 400 SH SOLE 400 ANDERSONS INC COM 034164103 13 1,500 SH SOLE 1,500 ANDREW CORP COM 034425108 1,560 108,518 SH SOLE 108,518 ANDRX CORP-ANDRX GROUP COM ANDRX 034553107 1,965 40,100 SH SOLE 40,100 GRP ANGELICA CORP COM 034663104 28 2,400 SH SOLE 2,400 ANHEUSER BUSCH CO INC COM 035229103 54,840 1,194,014 SH SOLE 1,194,014 ANIXTER INTERNATIONAL COM 035290105 2,526 104,800 SH SOLE 104,800 ANN TAYLOR STORES COM 036115103 2,161 81,400 SH SOLE 81,400 ANSOFT CORP COM 036384105 16 1,800 SH SOLE 1,800 ANSWERTHINK CONSULTING GP COM 036916104 8 1,700 SH SOLE 1,700 ANTEC CORPORATION COM 03664P105 700 96,200 SH SOLE 96,200 ANTIGENICS INC COM 037032109 14 900 SH SOLE 900 AOL TIME WARNER INC COM 00184A105 232,187 5,782,968 SH SOLE 5,782,968 AON CORP COM 037389103 12,249 345,033 SH SOLE 345,033 APACHE CORP COM 037411105 979 17,000 SH OTHER (1) - 17,000 APACHE CORP COM 037411105 9,582 166,330 SH SOLE 166,330 APARTMENT INV&MGMT (REIT) CL A 03748R101 102 2,300 SH SOLE 2,300 APHTON CORP COM 03759P101 828 40,400 SH SOLE 40,400 APOGEE ENTERPRISES INC COM 037598109 48 6,700 SH SOLE 6,700 APOGENT TECHNOLOGIES INC. COM 03760A101 1,233 60,900 SH SOLE 60,900 APOLLO GROUP INC CL A CL A 037604105 2,185 66,600 SH SOLE 66,600 APPLE COMPUTERS COM 037833100 10,241 464,038 SH SOLE 464,038 APPLEBEES INTL INC. COM 037899101 2,384 66,800 SH SOLE 66,800 APPLERA CORP.-CELERA GEN. COM CE 038020202 1,058 34,300 SH SOLE 34,300 GEN GRP APPLERA CORP-APPLIED BIO COM AP 038020103 7,940 286,123 SH SOLE 286,123 BIO GRP APPLICA INCORPORATED COM 03815A106 42 6,700 SH SOLE 6,700 APPLIED INDUST TECH INC COM 03820C105 912 55,600 SH SOLE 55,600 APPLIED INNOVATION INC COM 037916103 8 700 SH SOLE 700 APPLIED MATERIALS INC COM 038222105 47,658 1,095,584 SH SOLE 1,095,584 APPLIED MICRO CIRCUITS COM 03822W109 6,541 396,445 SH SOLE 396,445 APPLIED MOLECULAR EVOL. COM 03823E108 17 1,600 SH SOLE 1,600 APPLIEDTHEORY CORP COM 03828R104 1 800 SH SOLE 800 APRIA HEALTHCARE GROUP COM 037933108 735 30,400 SH SOLE 30,400 APROPOS TECH INC COM 038334108 6 1,600 SH SOLE 1,600 APTARGROUP INC COM 038336103 3,038 99,700 SH SOLE 99,700 APW LIMITED COM G04397108 281 32,800 SH SOLE 32,800 ARCH CAPITAL GROUP LTD ORD G0450A105 17 1,100 SH SOLE 1,100 ARCH CHEMICALS INC COM 03937R102 1,308 61,400 SH SOLE 61,400 ARCH COAL INC COM 039380100 3,343 111,500 SH SOLE 111,500 ARCH WIRELESS INC. COM 039392105 0 500 SH SOLE 500 ARCHER-DANIELS-MIDLAND COM 039483102 11,233 854,226 SH SOLE 854,226 ARCHSTONE COMMUNITY(REIT) SH BEN 039581103 96 3,900 SH SOLE 3,900 INT ARCTIC CAT INCORPORATED COM 039670104 906 66,200 SH SOLE 66,200 ARCTRADE FIN'L TECH. COM 00507P102 23 1,000 SH SOLE 1,000 ARDEN REALTY GROUP (REIT) COM 039793104 50 2,100 SH SOLE 2,100 AREA BANKCSHARES CORP COM 039872106 975 61,150 SH SOLE 61,150 AREMISSOFT CORP COM 040026106 1,125 86,500 SH SOLE 86,500 ARENA PHARMACEUTICALS COM 040047102 146 8,200 SH SOLE 8,200 ARGONAUT GROUP INC COM 040157109 881 55,500 SH SOLE 55,500 ARGOSY GAMING CORPORATION COM 040228108 1,916 73,400 SH SOLE 73,400 ARGUSS HOLDINGS INC COM 040282105 6 1,100 SH SOLE 1,100
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- ARIBA INC COM 04033V104 1,168 147,700 SH SOLE 147,700 ARKANSAS BEST CORPORATION COM 040790107 880 55,900 SH SOLE 55,900 ARMOR HOLDINGS COM 042260109 104 5,900 SH SOLE 5,900 ARMSTRONG HOLDINGS INC COM 042384107 6 1,600 SH SOLE 1,600 ARNOLD INDUSTRIES INC COM 042595108 1,291 67,700 SH SOLE 67,700 ARQULE INC COM 04269E107 550 41,500 SH SOLE 41,500 ARROW ELECTRONICS COM 042735100 1,288 57,000 SH SOLE 57,000 ARROW INTERNATIONAL COM 042764100 2,186 57,900 SH SOLE 57,900 ART TECHNOLOGY INC COM 04289L107 469 39,100 SH SOLE 39,100 ARTESYN TECH COM 043127109 1,042 96,400 SH SOLE 96,400 ARTHROCARE CORPORATION COM 043136100 780 55,700 SH SOLE 55,700 ARTHUR J. GALLEGHER & CO COM 363576109 1,266 45,720 SH SOLE 45,720 ARTISAN COMPONENTS INC COM 042923102 8 1,100 SH SOLE 1,100 ARVINMERITOR INC. COM 043353101 2,478 180,500 SH SOLE 180,500 ASHLAND INCORPORATED COM 044204105 3,638 94,738 SH SOLE 94,738 ASHWORTH INCORPORATED COM 04516H101 22 3,400 SH SOLE 3,400 ASK JEEVES INC COM 045174109 2 1,900 SH SOLE 1,900 ASPECT COMMUNICATIONS CO COM 04523Q102 625 141,400 SH SOLE 141,400 ASPECT MEDICAL SYSTEMS COM 045235108 14 1,200 SH SOLE 1,200 ASPEN TECHNOLOGY INC. COM 045327103 1,800 75,400 SH SOLE 75,400 ASSOCIATED BANCORP COM 045487105 1,285 38,656 SH SOLE 38,656 ASTEC INDUSTRIES INC. COM 046224101 684 52,400 SH SOLE 52,400 ASTORIA FINANCIAL CORP COM 046265104 1,563 29,250 SH SOLE 29,250 ASTROPOWER INC COM 04644A101 1,053 35,100 SH SOLE 35,100 ASYST TECHNOLOGIES INC. COM 04648X107 1,104 84,900 SH SOLE 84,900 AT HOME CORP -SER A COM SER A 045919107 961 214,616 SH SOLE 214,616 AT ROAD INC. COM 04648K105 2 900 SH SOLE 900 AT&T CORP COM 001957109 2,262 106,200 SH OTHER (1) - 106,200 AT&T CORP COM 001957109 108,325 5,085,545 SH SOLE 5,085,545 AT&T CORP-LIBERTY MEDIA A COM LIB 001957208 779 55,660 SH SOLE 55,660 GRP A AT&T LATIN AMERICA CORP. COM 04649A106 5 2,100 SH SOLE 2,100 AT&T WIRELESS GROUP COM 001957406 1,091 56,900 SH SOLE 56,900 WIRLES GRP ATCHISON CASTING CORP. COM 046613105 3 900 SH SOLE 900 ATLANTIC COAST AIR COM 048396105 2,285 108,800 SH SOLE 108,800 ATLAS AIR INC COM 049164106 625 22,200 SH SOLE 22,200 ATMEL CORPORATION COM 049513104 2,776 282,900 SH SOLE 282,900 ATMI INCORPORATED COM 00207R101 1,582 85,500 SH SOLE 85,500 ATMOS ENERGY CORPORATION COM 049560105 2,582 108,500 SH SOLE 108,500 ATRION CORP COM 049904105 3 200 SH SOLE 200 ATRIX LABS INC. COM 04962L101 19 1,400 SH SOLE 1,400 ATWOOD OCEANIC COM 050095108 1,584 38,700 SH SOLE 38,700 AUDIOVOX CORP. CL A 050757103 51 6,700 SH SOLE 6,700 AURORA BIOSCIENCES CORP. COM 051920106 935 52,300 SH SOLE 52,300 AUSPEX COM 052116100 508 123,200 SH SOLE 123,200 AUTO DATA PROCESS COM 053015103 45,437 835,571 SH SOLE 835,571 AUTOBYTEL.COM INC. COM 05275N106 3 1,800 SH SOLE 1,800 AUTODESK INC COM 052769106 2,417 79,072 SH SOLE 79,072 AUTONATION INC. COM 05329W102 1,882 209,100 SH SOLE 209,100 AUTOTOTE CORP CLASS A CL A 053323101 2 700 SH SOLE 700 AUTOZONE INC COM 053332102 4,454 158,962 SH SOLE 158,962 AVALONBAY COMMUNITIES COM 053484101 101 2,200 SH SOLE 2,200
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- AVANEX CORP COM 05348W109 22 2,100 SH SOLE 2,100 AVANT IMMUNOTHERAPEUTICS COM 053491106 598 138,600 SH SOLE 138,600 AVANT! CORPORATION COM 053487104 1,846 107,000 SH SOLE 107,000 AVANTGO INC. COM 05349M100 1 500 SH SOLE 500 AVATAR HOLDINGS INC COM 053494100 15 700 SH SOLE 700 AVAYA INC COM 053499109 4,872 374,806 SH SOLE 374,806 AVERY DENNISON CORP. COM 053611109 7,452 143,246 SH SOLE 143,246 AVIALL INC COM 05366B102 4 600 SH SOLE 600 AVIATION SALES COMPANY COM 053672101 3 800 SH SOLE 800 AVICI SYSTEMS INC COM 05367L109 12 1,500 SH SOLE 1,500 AVID TECHNOLOGY COM 05367P100 852 63,700 SH SOLE 63,700 AVIGEN INC COM 053690103 602 49,400 SH SOLE 49,400 AVIRON COM 053762100 790 19,000 SH SOLE 19,000 AVISTA CORP COM 05379B107 2,336 132,600 SH SOLE 132,600 AVNET INC COM 053807103 1,179 57,494 SH SOLE 57,494 AVOCENT CORP. COM 053893103 2,459 112,749 SH SOLE 112,749 AVON PRODUCTS INC COM 054303102 12,586 314,725 SH SOLE 314,725 AVT CORP COM 002420107 28 9,900 SH SOLE 9,900 AVX CORP COM 002444107 1,742 100,900 SH SOLE 100,900 AWARE INCORPORATED COM 05453N100 537 55,800 SH SOLE 55,800 AXCELIS TECHNOLOGIES INC COM 054540109 371 32,044 SH SOLE 32,044 AXT INCORPORATED COM 00246W103 827 55,100 SH SOLE 55,100 AZTAR CORP COM 054802103 1,180 111,200 SH SOLE 111,200 BACOU USA INC. COM 056439102 25 1,000 SH SOLE 1,000 BAKER HUGHES INC COM 057224107 16,271 448,102 SH SOLE 448,102 BALDOR ELECTRIC CO COM 057741100 1,785 84,820 SH SOLE 84,820 BALDWIN & LYONS INC. CL-B CL B 057755209 653 30,300 SH SOLE 30,300 BALL CORP COM 058498106 1,720 37,498 SH SOLE 37,498 BALLY TOTAL FITNESS COM 05873K108 1,973 67,000 SH SOLE 67,000 BANCFIRST CORP COM 05945F103 20 500 SH SOLE 500 BANCFIRST CORP ZANES COM 059450106 13 735 SH SOLE 735 BANCORPSOUTH INCORPORATED COM 059692103 714 48,412 SH SOLE 48,412 BANCWEST CORP COM 059790105 2,098 87,400 SH OTHER (1) - 87,400 BANCWEST CORP COM 059790105 1,065 44,360 SH SOLE 44,360 BANDAG INCOPORATED COM 059815100 1,395 52,100 SH SOLE 52,100 BANGOR HYDRO-ELECTRIC CO COM 060077104 73 2,800 SH SOLE 2,800 BANK GRANITE FALLS COM 062401104 8 400 SH SOLE 400 BANK NEW YORK INC COM 064057102 48,743 989,909 SH SOLE 989,909 BANK OF AMERICA CORP COM 060505104 120,501 2,200,974 SH SOLE 2,200,974 BANK ONE CORP COM 06423A103 56,883 1,572,229 SH SOLE 1,572,229 BANK UNITED CORP CPR COM 065416117 5 18,700 SH SOLE 18,700 BANKNORTH GROUP INC COM 06646R107 1,680 84,512 SH SOLE 84,512 BANTA CORPORATION COM 066821109 1,576 65,000 SH SOLE 65,000 BARD C.R. INC COM 067383109 3,113 68,579 SH SOLE 68,579 BARNES & NOBLE INC COM 067774109 889 37,200 SH SOLE 37,200 BARNES GROUP COM 067806109 988 52,000 SH SOLE 52,000 BARR LABORATORIES INC. COM 068306109 1,369 23,950 SH SOLE 23,950 BARRA INC COM 068313105 41 750 SH SOLE 750 BARRETT RESOURCES CORP. COM 068480201 1,153 19,200 SH SOLE 19,200 BARRICK GOLD CORP-CANADA COM 067901108 4,324 302,633 SH SOLE 302,633 BASSETT FURNITURE INC. COM 070203104 37 2,900 SH SOLE 2,900
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- BAUSCH & LOMB COM 071707103 3,305 72,376 SH SOLE 72,376 BAXTER INTERNATIONAL COM 071813109 3,624 38,500 SH OTHER (1) - 38,500 BAXTER INTERNATIONAL COM 071813109 37,015 393,191 SH SOLE 393,191 BAY VIEW CAP CORP COM 07262L101 8 1,600 SH SOLE 1,600 BAYCORP HOLDGS LTD COM 072728108 1 100 SH SOLE 100 BB&T CORPORATION COM 054937107 18,953 538,890 SH SOLE 538,890 BE AEROSPACE INCORPORATED COM 073302101 1,180 64,200 SH SOLE 64,200 BEA SYSTEMS INC COM 073325102 4,491 152,892 SH SOLE 152,892 BEAR STEARNS COS INC COM 073902108 6,760 147,791 SH SOLE 147,791 BEAZER HOMES USA INC COM 07556Q105 861 21,900 SH SOLE 21,900 BEBE STORES INCORPORATED COM 075571109 20 900 SH SOLE 900 BECKMAN COULTER INC COM 075811109 1,345 34,400 SH SOLE 34,400 BECTON DICKINSON & CO COM 075887109 12,069 341,702 SH SOLE 341,702 BED BATH & BEYOND INC COM 075896100 9,199 374,526 SH SOLE 374,526 BEDFORD PROPERTY COM PAR 076446301 17 900 SH SOLE 900 $0.02 BEL FUSE INC CLASS A CL A 077347201 16 700 SH SOLE 700 BEL FUSE INC CL-B CL B 077347300 75 3,200 SH SOLE 3,200 BELCO OIL & GAS COM 077410108 18 2,000 SH SOLE 2,000 BELDEN INC COM 077459105 1,359 67,800 SH SOLE 67,800 BELL & HOWELL CO COM 077852101 1,339 59,400 SH SOLE 59,400 BELL MICROPRODUCTS COM 078137106 44 3,900 SH SOLE 3,900 BELL SOUTH CORP COM 079860102 2,496 61,000 SH OTHER (1) - 61,000 BELL SOUTH CORP COM 079860102 104,560 2,555,218 SH SOLE 2,555,218 BEMIS COMPANY COM 081437105 2,368 71,571 SH SOLE 71,571 BENCHMARK ELECTRONICS INC COM 08160H101 1,061 54,400 SH SOLE 54,400 BERGEN BRUNSWIG CL A 083739102 1,291 77,800 SH SOLE 77,800 BERKLEY (WR) CORP COM 084423102 3,518 78,060 SH SOLE 78,060 BERKSHIRE BANCORP COM 084597103 15 500 SH SOLE 500 BERKSHIRE HATHAWAY CL A. CL A 084670108 60,541 925 SH SOLE 925 BERRY PETROLEUM CL A CL A 085789105 13 1,000 SH SOLE 1,000 BEST BUY COM 086516101 10,070 280,043 SH SOLE 280,043 BETHLEHEM STEEL CORP COM 087509105 7 2,884 SH SOLE 2,884 BEVERLY ENTERPRISES INC. COM NEW 087851309 2,342 292,800 SH SOLE 292,800 BHC COMMUNICATIONS INC CL A 055448104 1,926 15,921 SH SOLE 15,921 BINDVIEW DEVELOPMENT CORP COM 090327107 408 131,900 SH SOLE 131,900 BIO RAD LABS INCORPORATED CL A 090572207 1,152 32,000 SH SOLE 32,000 BIOCRYSTAL PHARMACEUTICAL COM 09058V103 4 700 SH SOLE 700 BIOGEN INC COM 090597105 12,407 195,970 SH SOLE 195,970 BIOMARIN PHARMACEUTICAL COM 09061G101 13 1,800 SH SOLE 1,800 BIOMET COM 090613100 9,298 236,054 SH SOLE 236,054 BIOPURE CORP CL A 09065H105 832 62,500 SH SOLE 62,500 BIOSITE DIAGNOSTICS COM 090945106 1,335 35,600 SH SOLE 35,600 BIO-TECHNOLOGY GENERAL COM 090578105 945 151,500 SH SOLE 151,500 BIRMINGHAM UTILITIES COM 091270108 3 200 SH SOLE 200 BJ SERVICES COM 055482103 3,425 48,100 SH SOLE 48,100 BJ'S WHOLESALE CLUB INC COM 05548J106 2,019 42,200 SH SOLE 42,200 BLACK & DECKER COM 091797100 4,017 109,297 SH SOLE 109,297 BLACK BOX CORPORATION COM 091826107 2,161 48,500 SH SOLE 48,500 BLACK HILLS CORP COM 092113109 2,765 60,500 SH SOLE 60,500 BLACKROCK INC COM 09247X101 14 400 SH SOLE 400 BLOCK H&R INC COM 093671105 6,249 124,831 SH SOLE 124,831
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- BLOCKBUSTER INCORPORATED COM 093679108 1,156 77,100 SH SOLE 77,100 BLOUNT INTL INC COM 095180105 5 1,200 SH SOLE 1,200 BLUE MARTINI SOFTWARE INC COM 095698106 6 2,000 SH SOLE 2,000 BLYTH INDUSTRIES INC COM 09643P108 634 27,500 SH SOLE 27,500 BMC INDUSTRIES INC-MINN COM 055607105 46 8,200 SH SOLE 8,200 BMC SOFTWARE COM 055921100 7,098 330,184 SH SOLE 330,184 BOB EVANS FARMS INC COM 096761101 1,608 90,600 SH SOLE 90,600 BOCA RESORTS INC-CL.A CL A 09688T106 1,186 102,200 SH SOLE 102,200 BOEING CO COM 097023105 3,616 64,900 SH OTHER (1) - 64,900 BOEING CO COM 097023105 62,848 1,128,106 SH SOLE 1,128,106 BOISE CASCADE CORP COM 097383103 2,445 77,882 SH SOLE 77,882 BOK FINANCIAL CORPORATION COM 05561Q201 3,087 125,694 SH SOLE 125,694 BONE CARE INTERNL INC COM 098072101 23 1,400 SH SOLE 1,400 BORDERS GROUP COM 099709107 3,358 199,500 SH SOLE 199,500 BORG-WARNER AUTOMOTIVE COM 099724106 2,709 67,617 SH SOLE 67,617 BORLAND SOFTWARE CORP. COM 099849101 1,071 153,700 SH SOLE 153,700 BOSTON ACOUSTICS INC COM 100534106 10 800 SH SOLE 800 BOSTON BEER COMPANY CL A 100557107 9 900 SH SOLE 900 BOSTON COMMUNICATIONS COM 100582105 313 42,500 SH SOLE 42,500 BOSTON PRIVATE BANCORP COM 101119105 675 38,000 SH SOLE 38,000 BOSTON PROPERTIES (REIT) COM 101121101 112 2,900 SH SOLE 2,900 BOSTON SCIENTIFIC COM 101137107 10,993 544,717 SH SOLE 544,717 BOTTOMLINE TECHNOLOGIES COM 101388106 232 31,800 SH SOLE 31,800 BOWATER INC COM 102183100 1,375 29,000 SH SOLE 29,000 BOWNE & CO INC COM 103043105 1,021 92,400 SH SOLE 92,400 BOYD GAMING CORP COM 103304101 9 2,800 SH SOLE 2,800 BOYDS COLLECTION LTD COM 103354106 21 2,200 SH SOLE 2,200 BRADY CORPORATION CL A 104674106 2,241 66,500 SH SOLE 66,500 BRANDYWINE REALTY TRUST SH BEN 105368203 20 1,000 SH SOLE 1,000 INT NEW BRAUN CONSULTING INC COM 105651103 5 1,300 SH SOLE 1,300 BRE PROPERTIES-CL A(REIT) CL A 05564E106 43 1,500 SH SOLE 1,500 BREAKAWAY SOLUTIONS INC COM 106372105 0 1,400 SH SOLE 1,400 BRIGGS & STRATTON CORP COM 109043109 2,863 74,626 SH SOLE 74,626 BRIGHT HORIZONS FAM SOL COM 109195107 723 30,500 SH SOLE 30,500 BRIGHTPOINT INCORPORATED COM 109473108 34 14,300 SH SOLE 14,300 BRINKER INTL INC COM 109641100 1,599 57,300 SH SOLE 57,300 BRIO TECHNOLOGY COM 109704106 9 1,500 SH SOLE 1,500 BRISTOL-MYERS SQUIBB CO COM 110122108 4,045 68,100 SH OTHER (1) - 68,100 BRISTOL-MYERS SQUIBB CO COM 110122108 155,003 2,609,467 SH SOLE 2,609,467 BROADBASE SOFTWARE INC. COM 11130R100 5 2,400 SH SOLE 2,400 BROADCOM CORPORATION CL A 111320107 9,264 320,551 SH SOLE 320,551 BROADVISION COM 111412102 1,924 360,116 SH SOLE 360,116 BROADWING INC COM 111620100 1,252 65,400 SH OTHER (1) - 65,400 BROADWING INC COM 111620100 2,396 125,120 SH SOLE 125,120 BROCADE COMM. SYSTEMS COM 111621108 2,854 136,600 SH SOLE 136,600 BROOKLINE BANCORP COM 113739106 19 1,400 SH SOLE 1,400 BROOKS AUTOMATION INC. COM 11434A100 1,900 47,800 SH SOLE 47,800 BROOKTROUT TECH COM 114580103 21 3,400 SH SOLE 3,400 BROWN & BROWN INC COM 115236101 2,506 73,600 SH SOLE 73,600 BROWN SHOE COMPANY INC COM 115736100 1,008 53,500 SH SOLE 53,500 BROWN-FORMAN CORP - CL B CL B 115637209 5,719 92,323 SH SOLE 92,323
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- BRUKER DALTONICS COM 116795105 25 1,600 SH SOLE 1,600 BRUNSWICK CORP COM 117043109 2,315 117,913 SH SOLE 117,913 BRUSH WELLMAN INC COM 117421107 856 45,900 SH SOLE 45,900 BSB BANCORP INC COM 055652101 4 200 SH SOLE 200 BSQUARE COM 11776U102 12 1,100 SH SOLE 1,100 BUCA INC COM 117769109 20 1,100 SH SOLE 1,100 BUCKEYE PARTNERS UNIT LTD 118230101 30 900 SH SOLE 900 PARTN BUCKEYE TECHNOLOGIES INC. COM 118255108 1,103 95,900 SH SOLE 95,900 BUCKLE INC COM 118440106 968 51,650 SH SOLE 51,650 BUILDING MATERIAL HOLDING COM 120113105 31 3,200 SH SOLE 3,200 BULL RUN CORP COM 120182100 2 1,100 SH SOLE 1,100 BURLINGTON COAT FACTORY COM 121579106 2,459 124,840 SH SOLE 124,840 BURLINGTON NORTHERN SANTA COM 12189T104 16,077 529,192 SH SOLE 529,192 BURLINGTON RESOURCES COM 122014103 13,001 290,542 SH SOLE 290,542 BURNHAM PACIFIC PROP REIT COM 12232C108 11 2,400 SH SOLE 2,400 BUTLER MANUFACTURING CO COM 123655102 37 1,600 SH SOLE 1,600 C & D TECHNOLOGIES COM 124661109 1,885 68,300 SH SOLE 68,300 C.H. ROBINSON WORLDWIDE COM 12541W100 1,336 48,800 SH SOLE 48,800 CABLE DESIGN TECHNOLOGIES COM 126924109 1,657 123,625 SH SOLE 123,625 CABLETRON SYSTEMS INC COM 126920107 3,190 247,341 SH SOLE 247,341 CABLEVISION SYS RAINBOW COM 12686C844 1,009 38,800 SH SOLE 38,800 CABLEVISION SYSTEMS CL. A CL A 12686C109 5,460 77,600 SH SOLE 77,600 CABOT CORP COM 127055101 1,206 38,300 SH SOLE 38,300 CABOT INDUSTRIAL TRUST COM 127072106 23 1,200 SH SOLE 1,200 CABOT MICROELECTRONICS COM 12709P103 250 5,660 SH SOLE 5,660 CABOT OIL & GAS CL A CL A 127097103 2,017 74,700 SH SOLE 74,700 CACHEFLOW INC COM 126946102 441 99,300 SH SOLE 99,300 CACI INTERNATIONAL CL A 127190304 905 33,500 SH SOLE 33,500 CADENCE DESIGN SYSTEMS COM 127387108 2,575 139,250 SH SOLE 139,250 CADIZ INC COM 127537108 895 90,100 SH SOLE 90,100 CADMUS COMM CORP COM 127587103 15 1,400 SH SOLE 1,400 CAIS INTERNET INC COM 12476Q102 0 700 SH SOLE 700 CAL DIVE INTERNATIONAL COM 127914109 2,111 83,200 SH SOLE 83,200 CALDERA SYSTEMS INC COM 128780103 2 1,100 SH SOLE 1,100 CALGON CARBON CORPORATION COM 129603106 4 500 SH SOLE 500 CALIFORNIA AMPLIFIER INC COM 129900106 4 1,000 SH SOLE 1,000 CALIFORNIA PIZZA KITCHEN COM 13054D109 11 400 SH SOLE 400 CALIFORNIA WATER SERVICE COM 130788102 1,110 38,800 SH SOLE 38,800 CALIPER TECHNOLOGIES CORP COM 130876105 951 59,000 SH SOLE 59,000 CALLAWAY GOLF COM 131193104 955 43,000 SH SOLE 43,000 CALLON PETROLEUM COM 13123X102 14 1,100 SH SOLE 1,100 CALPINE CORPORATION COM 131347106 20,907 379,630 SH SOLE 379,630 CAM COMMERCE SOLUTIONS COM 131916108 2 500 SH SOLE 500 CAMBREX CORPORATION COM 132011107 2,659 64,000 SH SOLE 64,000 CAMDEN PROPERTY (REIT) SH BEN 133131102 33 1,000 SH SOLE 1,000 INT CAMINUS CORP. COM 133766105 12 600 SH SOLE 600 CAMPBELL SOUP COMPANY COM 134429109 16,653 557,510 SH SOLE 557,510 CANTV ADR COM 204421101 138 7,100 SH SOLE 7,100 CAPITAL CITY BANK GROUP COM 139674105 13 500 SH SOLE 500 CAPITAL ONE FINANCIAL COM 14040H105 14,536 261,924 SH SOLE 261,924 CAPITOL BANCORP LTD COM 14056D105 9 700 SH SOLE 700
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- CAPITOL FEDERAL FINL COM 14057C106 45 2,800 SH SOLE 2,800 CAPSTEAD MORTGAGE CORP COM NEW 14067E407 6 480 SH SOLE 480 CAPSTONE TURBINE CORP COM 14067D102 65 2,300 SH SOLE 2,300 CARAUSTAR INDUSTRIES INC. COM 140909102 573 71,400 SH SOLE 71,400 CARBO CERAMICS COM 140781105 17 500 SH SOLE 500 CARDINAL HEALTH INC COM 14149Y108 35,990 371,996 SH SOLE 371,996 CARECENTRIC INC. COM 14166Y106 0 119 SH SOLE 119 CAREER EDUCATION CORP. COM 141665109 2,673 53,200 SH SOLE 53,200 CAREMARK RX INC COM 141705103 1,593 122,200 SH SOLE 122,200 CARLISLE COMPANIES INC COM 142339100 571 17,500 SH SOLE 17,500 CARNIVAL CORP CL A COM 143658102 12,891 465,876 SH SOLE 465,876 CARPENTER TECHNOLOGY COM 144285103 1,613 57,500 SH SOLE 57,500 CARRAMERICA REALTY REIT COM 144418100 63 2,200 SH SOLE 2,200 CARREKER-ANTINORI INC. COM 144433109 1,036 54,500 SH SOLE 54,500 CARRIER ACCESS CORP. COM 144460102 6 1,200 SH SOLE 1,200 CARTER WALLACE INC COM 146285101 655 26,300 SH SOLE 26,300 CASCADE BANCORP COM 147154108 14 880 SH SOLE 880 CASCADE NATURAL GAS CORP COM 147339105 63 3,100 SH SOLE 3,100 CASEY'S GENERAL STORES COM 147528103 1,639 137,300 SH SOLE 137,300 CASH AMERICA INT'L COM 14754D100 47 7,700 SH SOLE 7,700 CASTLE (A.M.) & CO COM 148411101 32 3,600 SH SOLE 3,600 CASUAL MALE CORP. COM 148710106 14 4,600 SH SOLE 4,600 CATALINA MARKETING CORP COM 148867104 1,032 31,700 SH SOLE 31,700 CATALYTICA ENERGY SYSTEMS COM 148884109 18 848 SH SOLE 848 CATAPULT COMMUNICATIONS COM 149016107 10 400 SH SOLE 400 CATELLUS DEV CORP COM 149111106 964 61,200 SH SOLE 61,200 CATERPILLAR INC COM 149123101 20,583 463,784 SH SOLE 463,784 CATHAY BANCORP COM 149150104 1,148 23,600 SH SOLE 23,600 CATO CORP CLASS A CL A 149205106 114 7,600 SH SOLE 7,600 CB RICHARD ELLIS SERVICES COM 12489L108 802 53,400 SH SOLE 53,400 CBL & ASSOC PROP (REIT) COM 124830100 19 700 SH SOLE 700 C-BRIDGE NET SOLUTIONS COM 12500B105 3 1,800 SH SOLE 1,800 CBRL GROUP INC COM 12489V106 2,650 145,700 SH SOLE 145,700 CCC INFORMATION SERVICES COM 12487Q109 15 1,700 SH SOLE 1,700 C-COR.NET CORPORATION COM 125010108 628 93,900 SH SOLE 93,900 C-CUBE MICROSYSTEMS INC COM 12501N108 1,555 126,300 SH SOLE 126,300 CDI CORP COM 125071100 685 52,700 SH SOLE 52,700 CDW COMPUTER CENTERS INC COM 125129106 1,584 51,100 SH SOLE 51,100 CEC ENTERTAINMENT COM 125137109 3,053 68,850 SH SOLE 68,850 CEDAR FAIR LP DEPOSITRY 150185106 31 1,400 SH SOLE 1,400 UNIT CELERITEK INC COM 150926103 368 28,900 SH SOLE 28,900 CELGENE CORP COM 151020104 1,068 42,700 SH SOLE 42,700 CELL GENESYS INC COM 150921104 1,394 97,800 SH SOLE 97,800 CELL PATHWAYS INC. COM 15114R101 3 800 SH SOLE 800 CELL THERAPEUTICS INC COM 150934107 1,392 77,600 SH SOLE 77,600 CENDANT CORPORATION COM 151313103 15,125 1,036,669 SH SOLE 1,036,669 CENIT BANCORP INC COM 15131W109 8 500 SH SOLE 500 CENTENNIAL BNCP COM 15133T104 8 1,047 SH SOLE 1,047 CENTENNIAL CELLULAR CL A NEW 15133V208 593 55,800 SH SOLE 55,800 CENTER TRUST INC CENTER TR 151845104 9 2,300 SH SOLE 2,300 INC CENTERPOINT PROP (REIT) SH BEN 151895109 23 500 SH SOLE 500 INT
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- CENTEX CONSTRUCTION COM 15231R109 1,301 46,300 SH SOLE 46,300 CENTEX CORP COM 152312104 3,290 78,991 SH SOLE 78,991 CENTILLIUM COMMUNICATIONS COM 152319109 24 1,000 SH SOLE 1,000 CENTRA SOFTWARE INC. COM 15234X103 16 2,400 SH SOLE 2,400 CENTRAL COAST BANCORP COM 153145107 19 968 SH SOLE 968 CENTRAL GARDEN & PET COM 153527106 14 1,700 SH SOLE 1,700 CENTRAL PARKING CORP COM 154785109 1,878 103,200 SH SOLE 103,200 CENTRAL VERMONT PUBLIC SV COM 155771108 51 3,100 SH SOLE 3,100 CENTURA BANKS COM 15640T100 1,635 33,070 SH SOLE 33,070 CENTURY SOUTH BANKS INC COM 156683104 1,128 34,900 SH SOLE 34,900 CENTURYTEL INC COM 156700106 5,475 190,449 SH SOLE 190,449 CEPHALON INC COM 156708109 1,149 23,900 SH SOLE 23,900 CERIDIAN CORP COM 15677T106 1,558 84,200 SH SOLE 84,200 CERNER CORPORATION COM 156782104 688 20,100 SH SOLE 20,100 CERUS CORPORATION COM 157085101 1,580 35,800 SH SOLE 35,800 CH ENERGY GROUP INC COM 12541M102 2,049 46,300 SH SOLE 46,300 CHALONE INC COM 157639105 2 200 SH SOLE 200 CHAMPION ENTERPRISES INC COM 158496109 76 14,700 SH SOLE 14,700 CHAMPIONSHIP AUTO RACING COM 158711101 640 39,500 SH SOLE 39,500 CHARLES RIVER LAB COM 159864107 27 1,100 SH SOLE 1,100 CHARLOTTE RUSSE HOLDING COM 161048103 1,553 52,200 SH SOLE 52,200 CHARMING SHOPPES INC. COM 161133103 1,317 253,900 SH SOLE 253,900 CHARTER COMMUNICATIONS CL A 16117M107 3,129 138,300 SH SOLE 138,300 CHARTER MUNICIPAL MTG COM 160908109 803 52,700 SH SOLE 52,700 CHARTER ONE FINANCIAL INC COM 160903100 8,136 287,498 SH SOLE 287,498 CHATEAU COMMUNITY (REIT) COM 161726104 24 800 SH SOLE 800 CHATTEM INCORPORATED COM 162456107 10 1,100 SH SOLE 1,100 CHEAP TICKETS INC. COM 162672109 14 1,400 SH SOLE 1,400 CHECK POINT SOFTWARE COM M22465104 960 20,200 SH OTHER (1) - 20,200 CHECKFREE CORP COM 162813109 1,316 44,700 SH SOLE 44,700 CHECKPOINT SYSTEMS INC COM 162825103 784 83,000 SH SOLE 83,000 CHEESECAKE FACTORY INC COM 163072101 664 18,050 SH SOLE 18,050 CHELSEA PROPERTY GROUP COM 163421100 21 500 SH SOLE 500 CHEMED COM 163596109 1,077 31,000 SH SOLE 31,000 CHEMFIRST INC COM 16361A106 1,149 43,100 SH SOLE 43,100 CHEMICAL FINANCIAL CORP COM 163731102 800 35,546 SH SOLE 35,546 CHESAPEAKE CORP COM 165159104 979 42,300 SH SOLE 42,300 CHESAPEAKE ENERGY CORP COM 165167107 805 91,000 SH SOLE 91,000 CHEVRON CORPORATION COM 166751107 2,467 28,100 SH OTHER (1) - 28,100 CHEVRON CORPORATION COM 166751107 75,667 861,819 SH SOLE 861,819 CHICOS COM 168615102 1,454 44,300 SH SOLE 44,300 CHILDREN'S PLACE STORES COM 168905107 1,646 68,600 SH SOLE 68,600 CHIPPAC COM 169657103 12 2,400 SH SOLE 2,400 CHIRON CORP COM 170040109 11,309 257,742 SH SOLE 257,742 CHITTENDEN CORP COM 170228100 2,331 74,700 SH SOLE 74,700 CHOICE HOTELS INTL INC COM 169905106 1,847 134,800 SH SOLE 134,800 CHOICE ONE COMMUNICATIONS COM 17038P104 586 94,700 SH SOLE 94,700 CHOICEPOINT INC. COM 170388102 1,195 35,350 SH SOLE 35,350 CHORDIANT SOFTWARE COM 170404107 4 1,100 SH SOLE 1,100 CHRIS-CRAFT INDUSTRIES COM 170520100 1,286 20,326 SH SOLE 20,326 CHRISTOPHER & BANKS CORP COM 171046105 1,205 40,000 SH SOLE 40,000
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- CHROMAVISION MED SYSTEMS COM 17111P104 5 1,100 SH SOLE 1,100 CHROMCRAFT REVINGTON COM 171117104 8 800 SH SOLE 800 CHUBB CORP COM 171232101 17,111 236,207 SH SOLE 236,207 CHURCH & DWIGHT INC COM 171340102 2,130 98,000 SH SOLE 98,000 CHURCHILL DOWNS INC COM 171484108 1,014 33,200 SH SOLE 33,200 CIBER INC COM 17163B102 804 164,800 SH SOLE 164,800 CIENA CORPORATION COM 171779101 585 14,000 SH OTHER (1) - 14,000 CIENA CORPORATION COM 171779101 7,575 181,436 SH SOLE 181,436 CIGNA CORPORATION COM 125509109 2,136 19,900 SH OTHER (1) - 19,900 CIGNA CORPORATION COM 125509109 22,454 209,145 SH SOLE 209,145 CIMA LABS INC. COM 171796105 2,255 36,300 SH SOLE 36,300 CINCINNATI FINL CORP COM 172062101 8,242 217,243 SH SOLE 217,243 CINERGY CORP COM 172474108 7,191 214,350 SH SOLE 214,350 CINTAS CORP COM 172908105 8,798 223,196 SH SOLE 223,196 CIPHERGEN BIOSYSTEMS COM 17252Y104 8 1,700 SH SOLE 1,700 CIRCOR INTL INC COM 17273K109 19 1,250 SH SOLE 1,250 CIRCUIT CITY STORES COM 172737108 2,911 274,649 SH SOLE 274,649 CIRRUS LOGIC INC COM 172755100 803 53,772 SH SOLE 53,772 CISCO SYSTEMS INC COM 17275R102 1,649 104,300 SH OTHER (1) - 104,300 CISCO SYSTEMS INC COM 17275R102 153,647 9,716,971 SH SOLE 9,716,971 CIT GROUP INCORPORATED CL A 125577106 10,177 352,400 SH SOLE 352,400 CITADEL COMMUNICATIONS COM 172853202 2,331 93,700 SH SOLE 93,700 CITIGROUP INC COM 172967101 10,603 235,733 SH OTHER (1) - 235,733 CITIGROUP INC COM 172967101 304,556 6,771,007 SH SOLE 6,771,007 CITIZENS BANKING CORP MIC COM 174420109 712 26,690 SH SOLE 26,690 CITIZENS COMMUNICATIONS COM 17453B101 4,499 355,683 SH SOLE 355,683 CITRIX SYSTEMS INC COM 177376100 5,180 245,208 SH SOLE 245,208 CITY HLDG CO. COM 177835105 7 800 SH SOLE 800 CITY NATIONAL CORP COM 178566105 4,041 105,200 SH OTHER (1) - 105,200 CITY NATIONAL CORP COM 178566105 1,068 27,800 SH SOLE 27,800 CLAIRE'S STORES INC. COM 179584107 2,313 130,675 SH SOLE 130,675 CLARCOR INCORPORATED COM 179895107 1,556 67,350 SH SOLE 67,350 CLARENT CORP COM 180461105 1,172 97,645 SH SOLE 97,645 CLARUS CORP COM 182707109 3 500 SH SOLE 500 CLAYTON HOMES COM 184190106 960 79,682 SH SOLE 79,682 CLEAR CHANNEL COMMUNICATN COM 184502102 43,350 796,144 SH SOLE 796,144 CLECO CORPORATION COM 12561W105 2,654 58,400 SH SOLE 58,400 CLEVELAND CLIFFS COM 185896107 61 3,400 SH SOLE 3,400 CLICK COMMERCE INC. COM 18681D109 14 1,600 SH SOLE 1,600 CLOROX CO COM 189054109 10,004 318,107 SH SOLE 318,107 CLOSURE MEDICAL CORP COM 189093107 15 900 SH SOLE 900 CMG INFORMATION SEVICES COM 125750109 463 182,186 SH SOLE 182,186 CMS ENERGY CORPORATION COM 125896100 1,480 50,000 SH OTHER (1) - 50,000 CMS ENERGY CORPORATION COM 125896100 5,201 175,754 SH SOLE 175,754 CNA FINANCIAL CORP. COM 126117100 3,963 113,200 SH SOLE 113,200 CNA SURETY CORPORATION COM 12612L108 1,469 110,600 SH SOLE 110,600 CNET NETWORKS INC COM 12613R104 790 70,647 SH SOLE 70,647 CNF INC COM 12612W104 806 27,900 SH SOLE 27,900 COACH COM 189754104 38 1,300 SH SOLE 1,300 COACHMEN INDUSTRIES INC COM 189873102 41 4,600 SH SOLE 4,600 COASTAL BANCORP INC COM 19041P105 21 800 SH SOLE 800
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- COASTAL FINL CORP COM 19046E105 12 924 SH SOLE 924 COCA COLA BOTTLING COM 191098102 914 22,600 SH SOLE 22,600 COCA COLA ENTERPRISES COM 191219104 9,996 562,180 SH SOLE 562,180 COCA-COLA COMPANY COM 191216100 1,210 26,800 SH OTHER (1) - 26,800 COCA-COLA COMPANY COM 191216100 148,101 3,279,492 SH SOLE 3,279,492 COGNEX CORP. COM 192422103 3,096 125,100 SH SOLE 125,100 COGNITRONICS CORP COM 192432102 3 600 SH SOLE 600 COGNIZANT TECH SOLUTIONS COM 192446102 12 400 SH SOLE 400 COHERENT INC. COM 192479103 2,755 77,600 SH SOLE 77,600 COHOES BANCORP INC COM 192513109 23 1,200 SH SOLE 1,200 COHU INC COM 192576106 875 56,200 SH SOLE 56,200 COINSTAR INC COM 19259P300 891 53,200 SH SOLE 53,200 COLDWATER CREEK INC COM 193068103 608 27,000 SH SOLE 27,000 COLGATE PALMOLIVE CO COM 194162103 2,547 46,100 SH OTHER (1) - 46,100 COLGATE PALMOLIVE CO COM 194162103 41,898 758,215 SH SOLE 758,215 COLLINS & AIKMAN CORP COM 194830105 8 1,800 SH SOLE 1,800 COLONIAL BANCGROUP INC COM 195493309 832 64,000 SH SOLE 64,000 COLONIAL PROPERTS (REIT) COM SH 195872106 13 500 SH SOLE 500 BEN INT COLUMBIA BKG SYS INC COM 197236102 14 1,210 SH SOLE 1,210 COLUMBIA SPORTSWEAR COM 198516106 41 900 SH SOLE 900 COLUMBUS MCKINNON CORP. COM 199333105 4 500 SH SOLE 500 COM21 INCORPORATED COM 205937105 3 1,400 SH SOLE 1,400 COMCAST CORP CLASS A COM 200300101 2,982 72,400 SH SOLE 72,400 COMCAST SPECIAL A CL A SPL 200300200 1,392 33,200 SH OTHER (1) - 33,200 COMCAST SPECIAL A CL A SPL 200300200 52,906 1,261,530 SH SOLE 1,261,530 COMDISCO INC COM 200336105 703 87,866 SH SOLE 87,866 COMERICA INC COM 200340107 14,712 239,218 SH SOLE 239,218 COMMERCE BANCORP INC COM 200519106 1,094 18,230 SH SOLE 18,230 COMMERCE BANCSHARES COM 200525103 1,363 36,604 SH SOLE 36,604 COMMERCE GROUP INC COM 200641108 2,813 87,900 SH SOLE 87,900 COMMERCE ONE COM 200693109 1,051 112,600 SH SOLE 112,600 COMMERCIAL FEDERAL CORP COM 201647104 3,454 154,900 SH SOLE 154,900 COMMERCIAL METALS COM 201723103 925 36,833 SH SOLE 36,833 COMMERCIAL NET LEASE COM 202218103 12 1,000 SH SOLE 1,000 COMMONWEALTH INDUSTRIES COM 203004106 24 5,500 SH SOLE 5,500 COMMONWEALTH TELEPHONE COM 203349105 2,039 59,100 SH SOLE 59,100 COMMSCOPE INC. COM 203372107 2,183 130,900 SH SOLE 130,900 COMMUNITY BANK SYSTEM COM 203607106 14 500 SH SOLE 500 COMMUNITY FIRST BANKSHARE COM 203902101 2,398 118,800 SH SOLE 118,800 COMMUNITY HEALTH SYSTEMS COM 203668108 245 8,600 SH SOLE 8,600 COMMUNITY TRUST BANKCORP COM 204149108 10 660 SH SOLE 660 COMPAQ COMPUTERS COM 204493100 41,832 2,298,396 SH SOLE 2,298,396 COMPASS BANCSHARES INC COM 20449H109 1,497 70,012 SH SOLE 70,012 COMPLETE BUSINESS SOLUTNS COM 20452F107 736 79,400 SH SOLE 79,400 COMPUCREDIT CORP COM 20478N100 883 117,200 SH SOLE 117,200 COMPUTER ASSOC INT'L INC COM 204912109 21,391 786,468 SH SOLE 786,468 COMPUTER HORIZONS CORP COM 205908106 4 1,000 SH SOLE 1,000 COMPUTER NETWORK TECH COM 204925101 807 72,500 SH SOLE 72,500 COMPUTER SCIENCES CORP COM 205363104 7,168 221,578 SH SOLE 221,578 COMPUTER TASK GROUP COM 205477102 24 5,200 SH SOLE 5,200 COMPUWARE CORPORATION COM 205638109 4,770 489,229 SH SOLE 489,229
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- COMPX INTERNATIONAL CL A 20563P101 9 800 SH SOLE 800 COMSTOCK RESOURCES INC COM 205768203 817 72,600 SH SOLE 72,600 COMVERSE TECHNOLOGY COM 205862402 12,996 220,686 SH SOLE 220,686 CONAGRA FOODS INC. COM 205887102 13,119 719,275 SH SOLE 719,275 CONCORD CAMERA CORP. COM 206156101 535 75,800 SH SOLE 75,800 CONCORD COMMUNICATIONS COM 206186108 38 4,600 SH SOLE 4,600 CONCORD EFS INC COM 206197105 5,164 286,612 SH SOLE 286,612 CONCURRENT COMPUTER CORP COM 206710204 859 137,500 SH SOLE 137,500 CONE MILLS CORPORATION COM 206814105 20 6,400 SH SOLE 6,400 CONECTIV INCORPORATED COM 206829103 1,117 51,100 SH SOLE 51,100 CONESTOGA ENTERPRISE COM 207015108 16 1,000 SH SOLE 1,000 CONEXANT SYSTEMS INC COM 207142100 2,920 326,776 SH SOLE 326,776 CONMED CORP COM 207410101 862 44,900 SH SOLE 44,900 CONNECTICUT WATER SVC COM 207797101 10 300 SH SOLE 300 CONNETICS CORPORATION COM 208192104 8 1,600 SH SOLE 1,600 CONOCO INC CL A COM 208251306 2,877 102,400 SH SOLE 102,400 CONOCO INC CLASS B CL B 208251405 23,748 840,634 SH SOLE 840,634 CONS EDISON INCORPORATED COM 209115104 10,612 286,033 SH SOLE 286,033 CONSECO INC COM 208464107 7,094 440,597 SH SOLE 440,597 CONSOL ENERGY INC COM 20854P109 90 2,600 SH SOLE 2,600 CONSOLIDATED FREIGHTWAYS COM 209232107 15 2,200 SH SOLE 2,200 CONSOLIDATED GRAPHICS COM 209341106 61 4,900 SH SOLE 4,900 CONSOLIDATED STORES CORP COM 210149100 1,490 148,228 SH SOLE 148,228 CONSOLIDATED TOMOKA COM 210226106 17 1,100 SH SOLE 1,100 CONSTELLATION BRANDS INC. CL A 21036P108 4,233 59,000 SH SOLE 59,000 CONSTELLATION ENERGY GRP COM 210371100 9,603 217,751 SH SOLE 217,751 CONTINENTAL AIR CL B 210795308 1,403 33,900 SH SOLE 33,900 CONVERA CORP. COM 211919105 10 1,200 SH SOLE 1,200 CONVERGYS CORP COM 212485106 7,367 204,231 SH SOLE 204,231 COOPER CAMERON CORP COM 216640102 1,690 31,300 SH SOLE 31,300 COOPER COS INC COM NEW 216648402 1,847 39,000 SH SOLE 39,000 COOPER INDUSTRIES INC COM 216669101 4,250 127,064 SH SOLE 127,064 COOPER TIRE & RUBBER CO COM 216831107 2,703 238,152 SH SOLE 238,152 COORS ADOLPH CO - CL B CL B 217016104 3,247 49,620 SH SOLE 49,620 COORSTEK INC COM 217020106 732 26,550 SH SOLE 26,550 COPART COM 217204106 2,850 139,100 SH SOLE 139,100 COPPER MOUNTAIN NETWORKS COM 217510106 7 2,000 SH SOLE 2,000 COR THERAPEUTIC COM 217753102 718 31,900 SH SOLE 31,900 CORILLIAN CORP COM 218725109 12 2,000 SH SOLE 2,000 CORINTHIAN COLL INC COM 218868107 64 1,600 SH SOLE 1,600 CORIO INC COM 218875102 3 1,400 SH SOLE 1,400 CORIXA CORPORATION COM 21887F100 433 54,102 SH SOLE 54,102 CORN PRODUCTS INTL. COM 219023108 2,569 100,100 SH SOLE 100,100 CORNELL CORRECTIONS INC COM 219141108 13 1,600 SH SOLE 1,600 CORNERSTONE REALTY INC COM 21922V102 13 1,200 SH SOLE 1,200 CORNING INCORPORATED COM 219350105 25,547 1,234,773 SH SOLE 1,234,773 CORPORATE EXECUTIVE BOARD COM 21988R102 2,385 79,000 SH SOLE 79,000 CORPORATE OFFICE PPTYS COM 22002T108 5 500 SH SOLE 500 CORRECTIONAL PROP (REIT) COM 22025E104 13 1,100 SH SOLE 1,100 CORRECTIONAL SERVICES COM 219921103 4 2,000 SH SOLE 2,000 CORUS BANKSHARES INC COM 220873103 1,841 36,100 SH SOLE 36,100
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- CORVEL CORP COM 221006109 679 19,200 SH SOLE 19,200 CORVIS COM 221009103 77 11,000 SH SOLE 11,000 COSINE COMM. COM 221222102 7 3,200 SH SOLE 3,200 COST PLUS INCORPORATED COM 221485105 1,271 55,100 SH SOLE 55,100 COSTAR GROUP INC COM 22160N109 11 600 SH SOLE 600 COSTCO WHOLESALE CORP COM 22160K105 2,143 54,600 SH OTHER (1) - 54,600 COSTCO WHOLESALE CORP COM 22160K105 23,687 603,513 SH SOLE 603,513 COUNTRYWIDE CREDIT COM 222372104 7,646 154,940 SH SOLE 154,940 COUSINS PROPERTIES (REIT) COM 222795106 38 1,500 SH SOLE 1,500 COVAD COMMUNICATIONS GRP COM 222814204 594 442,100 SH SOLE 442,100 COVANCE INC COM 222816100 1,902 148,000 SH SOLE 148,000 COVANTA ENERGY CORP. COM 22281N103 2,159 128,500 SH SOLE 128,500 COVENTRY HEALTH CARE CORP COM 222862104 818 49,400 SH SOLE 49,400 COX COMMUNICATIONS CL A 224044107 15,132 340,121 SH SOLE 340,121 COX RADIO INC CLASS A CL A 224051102 2,221 105,700 SH SOLE 105,700 CPI CORP COM 125902106 8 400 SH SOLE 400 CRAFTMADE INTERNATIONAL COM 22413E104 13 1,800 SH SOLE 1,800 CRANE COMPANY COM 224399105 2,080 79,845 SH SOLE 79,845 CRAWFORD & CO CLASS B CL B 224633107 15 1,100 SH SOLE 1,100 CREDENCE SYSTEMS CORP COM 225302108 629 30,700 SH SOLE 30,700 CREDIT ACCEPTANCE CORP COM 225310101 13 2,400 SH SOLE 2,400 CREE INC COM 225447101 620 41,400 SH SOLE 41,400 CRESCENT EQUITIES (REIT) COM 225756105 77 3,400 SH SOLE 3,400 CRESTLINE CAPITAL CORP COM 226153104 22 800 SH SOLE 800 CRITICAL PATH INC COM 22674V100 82 40,200 SH SOLE 40,200 CROMPTON CORP COM 227116100 3,226 288,024 SH SOLE 288,024 CROSS COMPANY CL A 227478104 52 7,000 SH SOLE 7,000 CROSS TIMBERS OIL CO. COM 227573102 1,012 40,900 SH SOLE 40,900 CROSSMAN COMMUNITIES INC. COM 22764E109 18 700 SH SOLE 700 CROSSROADS SYSTEMS INC COM 22765D100 7 1,200 SH SOLE 1,200 CROSSWORLDS SOFTWARE INC COM 22769P109 6 1,700 SH SOLE 1,700 CROWN CASTLE INTL COM 228227104 1,703 115,000 SH SOLE 115,000 CROWN CORK & SEAL INC COM 228255105 1,297 320,200 SH SOLE 320,200 CRYOLIFE INC COM 228903100 1,228 47,350 SH SOLE 47,350 CSG SYSTEMS INTERNATIONAL COM 126349109 1,252 30,400 SH SOLE 30,400 CSS INDUSTRIES INC COM 125906107 13 600 SH SOLE 600 CSX CORP COM 126408103 9,726 288,609 SH SOLE 288,609 CT COMMUNICATIONS INC COM NEW 126426402 599 47,000 SH SOLE 47,000 CTB INTERNATIONAL CORP COM 125960104 14 1,600 SH SOLE 1,600 CTC COMMUNICATIONS GROUP COM 126419100 10 1,550 SH SOLE 1,550 CTS CORP. COM 126501105 1,461 70,400 SH SOLE 70,400 CUBIST PHARMACEUTICALS COM 229678107 1,722 70,300 SH SOLE 70,300 CULLEN FROST BANKERS COM 229899109 1,024 29,900 SH SOLE 29,900 CUMMINS ENGINE INC COM 231021106 2,111 56,228 SH SOLE 56,228 CUNO COM 126583103 1,204 41,500 SH SOLE 41,500 CURAGEN CORPORATION COM 23126R101 2,609 111,300 SH SOLE 111,300 CURATIVE HEALTH SERVICES COM 231264102 11 2,000 SH SOLE 2,000 CURIS INC COM 231269101 3 940 SH SOLE 940 CURTISS-WRIGHT COM 231561101 1,250 25,900 SH SOLE 25,900 CV THERAPEUTICS INC COM 126667104 1,637 49,600 SH SOLE 49,600 CVB FINANCIAL CORPORATION COM 126600105 1,102 68,989 SH SOLE 68,989
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- CVS CORPORATION COM 126650100 30,876 527,888 SH SOLE 527,888 CYBER-CARE INC. COM 23243T105 3 900 SH SOLE 900 CYBERONICS COM 23251P102 783 48,400 SH SOLE 48,400 CYBERSOURCE CORP COM 23251J106 2 900 SH SOLE 900 CYLINK CORPORATION COM 232565101 2 900 SH SOLE 900 CYMER INC. COM 232572107 1,666 77,000 SH SOLE 77,000 CYOTGEN CORP COM 232824102 7 2,300 SH SOLE 2,300 CYPRESS SEMICONDUCTOR COM 232806109 1,351 76,200 SH SOLE 76,200 CYRK INTERNATIONAL INC COM 232817106 8 4,000 SH SOLE 4,000 CYSIVE INC COM 23281T108 4 1,000 SH SOLE 1,000 CYTEC INDUSTRIES INC. COM 232820100 749 23,400 SH SOLE 23,400 CYTYC CORP COM 232946103 1,353 82,000 SH OTHER (1) - 82,000 CYTYC CORP COM 232946103 1,094 66,300 SH SOLE 66,300 D & E COMMUNICATIONS COM 232860106 14 700 SH SOLE 700 D R HORTON INC COM 23331A109 1,325 62,629 SH SOLE 62,629 D&K HEALTHCARE RES. COM 232861104 29 1,500 SH SOLE 1,500 DALEEN TECHNOLOGIES COM 23437N104 1 800 SH SOLE 800 DALLAS SEMICONDUCTOR CORP COM 235204104 916 35,200 SH SOLE 35,200 DAL-TILE INTL INC COM 23426R108 2,119 140,800 SH SOLE 140,800 DANA CORP COM 235811106 3,410 198,492 SH SOLE 198,492 DANAHER CORP COM 235851102 10,436 191,266 SH SOLE 191,266 DARDEN RESTAURANTS INC COM 237194105 3,811 160,458 SH SOLE 160,458 DATA BROADCASTING COM 237596101 1,765 232,400 SH SOLE 232,400 DATA RETURN CORPORATION COM 23785M104 6 2,100 SH SOLE 2,100 DATASCOPE CORP COM 238113104 1,505 41,600 SH SOLE 41,600 DATASTREAM SYSTEMS INC COM 238124101 12 1,300 SH SOLE 1,300 DATUM INC COM 238208102 15 1,100 SH SOLE 1,100 DAVE AND BUSTER'S INC COM 23833N104 15 1,700 SH SOLE 1,700 DAVITA INCORPORATED COM 23918K108 958 56,400 SH SOLE 56,400 DAVOX CORP. COM 239208101 44 3,900 SH SOLE 3,900 DDI CORP / CA COM 233162106 160 9,500 SH SOLE 9,500 DEAN FOODS COMPANY COM 242361103 3,157 93,250 SH SOLE 93,250 DEB SHOPS INC COM 242728103 13 700 SH SOLE 700 DEERE & CO COM 244199105 11,505 316,599 SH SOLE 316,599 DEL MONTE FOODS COMPANY COM 24522P103 1,064 130,700 SH SOLE 130,700 DELHAIZE AMERICA INC CL A 246688105 118 5,747 SH SOLE 5,747 DELL COMPUTER CORP COM 247025109 1,865 72,600 SH OTHER (1) - 72,600 DELL COMPUTER CORP COM 247025109 88,559 3,447,485 SH SOLE 3,447,485 DELPHI AUTOMOTIVE SYSTEMS COM 247126105 10,690 754,442 SH SOLE 754,442 DELPHI FINANCIAL GRP CL A 247131105 1,661 56,126 SH SOLE 56,126 DELTA & PINE LAND CO COM 247357106 2,379 98,700 SH SOLE 98,700 DELTA AIRLINES INC COM 247361108 6,555 165,946 SH SOLE 165,946 DELTA NATURAL GAS COM 247748106 2 100 SH SOLE 100 DELTAGEN INC. COM 24783R103 13 2,200 SH SOLE 2,200 DELTEK SYSTEMS COM 24785A108 5 1,200 SH SOLE 1,200 DELTIC TIMBER CORP COM 247850100 65 3,200 SH SOLE 3,200 DELUXE CORP COM 248019101 2,307 97,457 SH SOLE 97,457 DENBURY RESOURCES INC COM 247916208 8 1,000 SH SOLE 1,000 DENDREON CORP COM 24823Q107 6 900 SH SOLE 900 DENDRITE INTERNATIONAL COM 248239105 1,406 100,450 SH SOLE 100,450 DENTSPLY INT'L INC COM 249030107 1,091 29,900 SH SOLE 29,900
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- DEPARTMENT 56 INC. COM 249509100 45 5,000 SH SOLE 5,000 DEUTSCHE TELECOM ADS SPONSORED 251566105 240 10,360 SH SOLE 10,360 ADR DEVELOPERS DIVRS (REIT) COM 251591103 24 1,600 SH SOLE 1,600 DEVON ENERGY CORP COM 25179M103 10,099 173,521 SH SOLE 173,521 DEVRY INC COM 251893103 1,214 40,400 SH SOLE 40,400 DIAGNOSTIC PRODUCTS CORP COM 252450101 1,841 35,300 SH SOLE 35,300 DIAL CORPORATION COM 25247D101 3,011 240,900 SH SOLE 240,900 DIAMOND OFFSHORE DRILL COM 25271C102 3,085 78,400 SH SOLE 78,400 DIAMONDCLUSTER INTL. COM 25278P106 488 56,200 SH SOLE 56,200 DICK CLARK PROD INC COM 181512104 10 990 SH SOLE 990 DIEBOLD INC COM 253651103 1,151 41,918 SH SOLE 41,918 DIGENE CORPORATION COM 253752109 14 900 SH SOLE 900 DIGEX INC CL A 253756100 856 61,400 SH SOLE 61,400 DIGI INTERNATIONAL INC COM 253798102 23 3,900 SH SOLE 3,900 DIGITAL COURIER TECH. COM 253838106 1 1,700 SH SOLE 1,700 DIGITAL INSIGHT COM 25385P106 15 1,300 SH SOLE 1,300 DIGITAL ISLAND COM 25385N101 362 199,500 SH SOLE 199,500 DIGITAL LIGHTWAVE INC COM 253855100 23 1,300 SH SOLE 1,300 DIGITAL RIVER. COM 25388B104 5 1,000 SH SOLE 1,000 DIGITAL THINK INC COM 25388M100 9 900 SH SOLE 900 DIGITAS INC COM 25388K104 7 1,500 SH SOLE 1,500 DILLARDS INC CLASS A COM 254067101 2,667 121,541 SH SOLE 121,541 DIME BANCORP INC COM 25429Q102 2,058 62,826 SH SOLE 62,826 DIME BANCORP-WTS COM 25429Q110 1 3,200 SH SOLE 3,200 DIME COMMUNITY BANCORP COM 253922108 782 28,700 SH SOLE 28,700 DIMON INCORPORATED COM 254394109 89 11,600 SH SOLE 11,600 DIONEX CORP. COM 254546104 1,855 59,000 SH SOLE 59,000 DIRECT FOCUS INC COM 254931108 1,479 59,150 SH SOLE 59,150 DISCOUNT AUTO PARTS INC COM 254642101 32 4,200 SH SOLE 4,200 DITECH COMM CORP COM 25500M103 828 73,200 SH SOLE 73,200 DIVERSA CORP COM 255064107 17 1,100 SH SOLE 1,100 DIVINE INC. CL A COM 255402109 5 3,200 SH SOLE 3,200 DMC STRATEX NETWORKS COM 23322L106 1,537 185,200 SH SOLE 185,200 DOBSON COMMUNICATIONS CL A 256069105 172 10,400 SH SOLE 10,400 DOCENT INC COM 25608L106 6 1,900 SH SOLE 1,900 DOCUMENTUM INCORPORATED COM 256159104 232 21,100 SH SOLE 21,100 DOLE FOOD COMPANY COM 256605106 2,288 142,300 SH SOLE 142,300 DOLLAR GENERAL STORES COM 256669102 9,088 444,612 SH SOLE 444,612 DOLLAR THRIFTY AUTO. COM 256743105 1,257 61,000 SH SOLE 61,000 DOLLAR TREE STORES COM 256747106 1,080 56,050 SH SOLE 56,050 DOMINION RESOURCES COM 25746U109 20,733 321,597 SH SOLE 321,597 DONALDSON CO INC COM 257651109 689 25,800 SH SOLE 25,800 DONNELLEY R R & SONS COM 257867101 4,293 163,752 SH SOLE 163,752 DORAL FINANCIAL CORP COM 25811P100 33 1,100 SH SOLE 1,100 DOUBLECLICK INC. COM 258609304 819 70,837 SH SOLE 70,837 DOVER CORP COM 260003108 9,834 274,402 SH SOLE 274,402 DOVER DOWNS ENTERTAINMENT COM 260086103 1,189 95,100 SH SOLE 95,100 DOW CHEMICAL CO COM 260543103 38,193 1,209,783 SH SOLE 1,209,783 DOW JONES & CO INC COM 260561105 6,047 115,504 SH SOLE 115,504 DOWNEY FINANCIAL CORP COM 261018105 1,065 23,500 SH SOLE 23,500 DPL INC COM 233293109 2,095 74,544 SH SOLE 74,544
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- DQE INC COM 23329J104 966 33,150 SH SOLE 33,150 DRESS BARN INC COM 261570105 1,228 52,400 SH SOLE 52,400 DREXLER TECHNOLOGY COM 261876106 12 1,000 SH SOLE 1,000 DREYER'S GRAND ICE CREAM COM 261878102 1,886 72,700 SH SOLE 72,700 DRIL-QUIP INC COM 262037104 1,049 43,700 SH SOLE 43,700 DROVERS BANCSHARES CORP COM 262120108 16 630 SH SOLE 630 DSP GROUP INC COM 23332B106 1,052 67,900 SH SOLE 67,900 DST SYSTEMS INC COM 233326107 3,537 73,400 SH SOLE 73,400 DT INDUS INC. COM 23333J108 4 1,200 SH SOLE 1,200 DTE ENERGY COMPANY COM 233331107 7,692 193,271 SH SOLE 193,271 DUANE READE INC COM 263578106 1,586 45,700 SH SOLE 45,700 DUKE ENERGY CORP COM 264399106 44,006 1,029,638 SH SOLE 1,029,638 DUKE-WEEKS REALTY (REIT) COM NEW 264411505 92 3,990 SH SOLE 3,990 DUN & BRADSTREET CORP COM 26483E100 1,114 47,300 SH SOLE 47,300 DUPONT E I DE NEMOURS COM 263534109 777 19,100 SH OTHER (1) - 19,100 DUPONT E I DE NEMOURS COM 263534109 57,056 1,401,862 SH SOLE 1,401,862 DUPONT PHOTOMASKS INC COM 26613X101 2,203 50,200 SH SOLE 50,200 DURA AUTOMOTIVE SYSTEMS CL A 265903104 5 600 SH SOLE 600 DURAMED PHARMACEUTICALS COM 266354109 11 1,900 SH SOLE 1,900 DURECT CORPORATION COM 266605104 11 1,400 SH SOLE 1,400 DYAX CORPORATION COM 26746E103 6 800 SH SOLE 800 DYCOM INDS INC COM 267475101 1,393 108,000 SH SOLE 108,000 DYNEGY INC CL A 26816Q101 22,222 435,651 SH SOLE 435,651 E*TRADE GROUP COM 269246104 1,259 180,435 SH SOLE 180,435 E.PIPHANY INC COM 26881V100 462 39,500 SH SOLE 39,500 E.W. BLANCH HOLDINGS COM 093210102 32 4,000 SH SOLE 4,000 EAGLE BANCSHARES INC COM 26942C109 10 700 SH SOLE 700 EARTHGRAINS COMPANY COM 270319106 2,588 121,800 SH SOLE 121,800 EARTHLINK INC COM 270321102 50 4,150 SH SOLE 4,150 EARTHWEB INC COM 27032C108 2 1,000 SH SOLE 1,000 EAST WEST BANCORP INC. COM 27579R104 1,091 56,700 SH SOLE 56,700 EASTGROUP PROPERTIES COM 277276101 16 700 SH SOLE 700 EASTMAN CHEMICAL CO COM 277432100 1,329 27,000 SH OTHER (1) - 27,000 EASTMAN CHEMICAL CO COM 277432100 5,103 103,680 SH SOLE 103,680 EASTMAN KODAK COMPANY COM 277461109 16,133 404,435 SH SOLE 404,435 EATON CORP COM 278058102 6,367 92,946 SH SOLE 92,946 EATON VANCE CORP COM NON 278265103 1,308 42,120 SH SOLE 42,120 VTG EBAY INC COM 278642103 5,870 162,200 SH SOLE 162,200 EBENX INC COM 278668108 9 2,000 SH SOLE 2,000 ECHELON CORPORATION COM 27874N105 1,422 96,000 SH SOLE 96,000 ECHOSTAR COMMUNICATIONS CL A 278762109 3,987 143,997 SH SOLE 143,997 ECLIPSYS CORPORATION COM 278856109 1,862 95,500 SH SOLE 95,500 ECOLAB INC COM 278865100 7,174 169,120 SH SOLE 169,120 EDEN BIOSCIENCE CORP. COM 279445100 15 1,000 SH SOLE 1,000 EDGEWATER TECHNOLOGY COM 280358102 13 3,168 SH SOLE 3,168 EDISON INTERNATIONAL COM 281020107 5,521 436,809 SH SOLE 436,809 EDISON SCHOOLS INC CL A 281033100 514 25,400 SH SOLE 25,400 EDUCATION MGMT CORP COM 28139T101 2,541 77,900 SH SOLE 77,900 EDWARDS (A.G.) INC COM 281760108 1,783 48,183 SH SOLE 48,183 EDWARDS LIFESCIENCES COM 28176E108 3,387 172,800 SH SOLE 172,800 EFFICIENT NETWORKS INC COM 282056100 42 1,800 SH SOLE 1,800
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- EFUNDS CORPORATION COM 28224R101 30 1,548 SH SOLE 1,548 EGAINS COMMUNICATION COM 28225C103 5 1,900 SH SOLE 1,900 EGGHEAD.COM INC COM 282329101 0 1 SH SOLE 1 EGL INC COM 268484102 2,938 120,550 SH SOLE 120,550 EL PASO CORP. COM 28336L109 43,758 670,122 SH SOLE 670,122 EL PASO ELECTRIC COMPANY COM NEW 283677854 2,025 138,700 SH SOLE 138,700 ELAN ADR 284131208 68 1,305 SH SOLE 1,305 ELANTEC SEMICONDUCTOR INC COM 284155108 1,612 60,700 SH SOLE 60,700 ELCOR CORPORATION COM 284443108 758 54,200 SH SOLE 54,200 ELECTRO RENT CORPORATION COM 285218103 857 61,800 SH SOLE 61,800 ELECTRO SCIENTIFIC INDS COM 285229100 2,214 78,900 SH SOLE 78,900 ELECTROGLAS INC COM 285324109 957 58,000 SH SOLE 58,000 ELECTRONIC ARTS INC COM 285512109 4,210 77,600 SH SOLE 77,600 ELECTRONIC DATA SYSTEMS COM 285661104 35,138 629,042 SH SOLE 629,042 ELECTRONICS BOUTIQUE HLDG COM 286045109 19 800 SH SOLE 800 ELECTRONICS FOR IMAGING COM 286082102 3,612 146,700 SH SOLE 146,700 ELIZABETH ARDEN INC COM 28660G106 20 1,200 SH SOLE 1,200 ELOYALTY CORPORATION COM 290151109 37 15,200 SH SOLE 15,200 EMBARCADERO TECHNOLOGIES COM 290787100 13 800 SH SOLE 800 EMBREX INC. COM 290817105 4 300 SH SOLE 300 EMC CORPORATION COM 268648102 1,646 56,000 SH OTHER (1) - 56,000 EMC CORPORATION COM 268648102 85,985 2,924,714 SH SOLE 2,924,714 EMCOR GROUP COM 29084Q100 864 28,200 SH SOLE 28,200 EMCORE CORPORATION COM 290846104 479 19,100 SH SOLE 19,100 EMERGE INTERACTIVE INC CL A 29088W103 8 2,300 SH SOLE 2,300 EMERSON ELECTRIC CO COM 291011104 35,726 576,234 SH SOLE 576,234 EMISPHERE TECHNOLOGI COM 291345106 634 44,300 SH SOLE 44,300 EMMIS COMMUNICATIONS CL A 291525103 676 26,700 SH SOLE 26,700 EMPIRE DISTRICT ELECTRIC COM 291641108 826 44,200 SH SOLE 44,200 EMULEX CORP COM NEW 292475209 807 42,900 SH SOLE 42,900 ENCOMPASS SERVICES CORP COM 29255U104 782 159,658 SH SOLE 159,658 ENDO PHARMACEUTICAL HLDG COM 29264F205 18 2,600 SH SOLE 2,600 ENERGEN CORP COM 29265N108 3,046 86,300 SH SOLE 86,300 ENERGIZER HOLDINGS INC COM 29266R108 1,378 55,133 SH SOLE 55,133 ENERGY CONVER DEVICE COM 292659109 1,152 47,000 SH SOLE 47,000 ENERGY EAST CORPORATION COM 29266M109 1,201 69,194 SH SOLE 69,194 ENERGY PARTNERS COM 29270U105 11 1,200 SH SOLE 1,200 ENERGYSOUTH INC COM 292970100 8 400 SH SOLE 400 ENESCO GROUP INCORPORATED COM 292973104 30 4,500 SH SOLE 4,500 ENGAGE TECHNOLOGIES INC COM 292827102 4 4,900 SH SOLE 4,900 ENGELHARD CORP COM 292845104 4,472 172,934 SH SOLE 172,934 ENRON CORP COM 293561106 58,278 1,003,086 SH SOLE 1,003,086 ENSCO INTERNATIONAL INC COM 26874Q100 1,995 57,000 SH OTHER (1) - 57,000 ENSCO INTERNATIONAL INC COM 26874Q100 2,807 80,200 SH SOLE 80,200 ENTERCOM COMMUNICATIONS CL A 293639100 1,018 25,900 SH SOLE 25,900 ENTERGY CORP COM 29364G103 11,438 300,988 SH SOLE 300,988 ENTERPRISE PRODUCTS PRTNR COM 293792107 52 1,500 SH SOLE 1,500 ENTRADA NETWORKS INC COM NEW 29382Y102 0 75 SH SOLE 75 ENTREMED COM 29382F103 715 43,000 SH SOLE 43,000 ENTRUST TECHNOLOGIES COM 293848107 1,331 160,100 SH SOLE 160,100 ENZO BIOCHEM INC COM 294100102 1,130 67,305 SH SOLE 67,305
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- ENZON INC COM 293904108 1,150 24,200 SH SOLE 24,200 EOG RESOURCES INC COM 26875P101 6,443 156,265 SH SOLE 156,265 EPRESENCE INC. COM 294348107 39 8,600 SH SOLE 8,600 EQUIFAX INC COM 294429105 5,831 186,579 SH SOLE 186,579 EQUINIX INC COM 29444U106 3 2,100 SH SOLE 2,100 EQUITABLE RESOURCES COM 294549100 1,311 19,000 SH SOLE 19,000 EQUITEX INC. COM PAR 294592308 7 1,300 SH SOLE 1,300 $0.02 EQUITY INNS INC (REIT) COM 294703103 21 2,700 SH SOLE 2,700 EQUITY OFFICE PROP (REIT) COM 294741103 281 10,048 SH SOLE 10,048 EQUITY ONE INCORPORATED COM 294752100 12 1,100 SH SOLE 1,100 EQUITY RES PROP TR (REIT) SH BEN 29476L107 229 4,400 SH SOLE 4,400 INT ERICSSON PHONE ADR CL 294821400 281 50,166 SH SOLE 50,166 B SEK10 ERIE INDEMNITY CO-CL A CL A 29530P102 1,073 37,500 SH SOLE 37,500 ESCO TECHNOLOGIES COM 296315104 751 30,100 SH SOLE 30,100 ESPEED INC CL A CL A 296643109 981 48,000 SH SOLE 48,000 ESS TECHNOLOGY COM 269151106 74 12,900 SH SOLE 12,900 ESSEX PROPERTY TRUST REIT COM 297178105 29 600 SH SOLE 600 ESTEE LAUDER COMPANIES CL A 518439104 2,604 71,500 SH SOLE 71,500 ESTERLINE TECHNOLOGIES COM 297425100 1,225 56,300 SH SOLE 56,300 ETHAN ALLEN INTERIORS INC COM 297602104 767 22,700 SH SOLE 22,700 ETOYS INC COM 297862104 0 3,500 SH SOLE 3,500 EVEREST RE GROUP LTD COM G3223R108 1,477 22,200 SH OTHER (1) - 22,200 EVEREST RE GROUP LTD COM G3223R108 73 1,100 SH SOLE 1,100 EVERGREEN RES INC COM NO 299900308 1,732 45,800 SH SOLE 45,800 PAR EVOLVE SOFTWARE COM 30049P104 5 1,700 SH SOLE 1,700 EXABYTE COM 300615101 8 5,800 SH SOLE 5,800 EXAR CORPORATION COM 300645108 1,964 100,100 SH SOLE 100,100 EXCEL LEGACY CORPORATION COM 300665106 1 363 SH SOLE 363 EXCEL TECHNOLOGY INC COM 30067T103 513 29,100 SH SOLE 29,100 EXCELON CORPORATION COM 300691102 3 1,400 SH SOLE 1,400 EXE TECHNOLOGIES COM 301504106 13 1,900 SH SOLE 1,900 EXELIXIS INC. COM 30161Q104 10 1,200 SH SOLE 1,200 EXELON CORPORATION COM 30161N101 27,671 421,819 SH SOLE 421,819 EXIDE CORPORATION COM 302051107 14 1,700 SH SOLE 1,700 EXODUS COMMUNICATIONS COM 302088109 3,570 332,112 SH SOLE 332,112 EXPEDIA INC COM 302125109 140 10,700 SH SOLE 10,700 EXPEDITORS INTL WASH INC COM 302130109 1,503 29,800 SH SOLE 29,800 EXPRESS SCRIPTS INC CL A CL A 302182100 1,950 22,500 SH SOLE 22,500 EXTENDED SYSTEMS INC COM 301973103 2 200 SH SOLE 200 EXTENED STAY AMER. INC. COM 30224P101 825 55,000 SH SOLE 55,000 EXTENSITY INC. COM 302255104 11 1,900 SH SOLE 1,900 EXTREME NETWORKS INC COM 30226D106 1,042 68,500 SH SOLE 68,500 EXULT INC. COM 302284104 27 2,800 SH SOLE 2,800 EXXON MOBIL CORPORATION COM 30231G102 7,484 92,400 SH OTHER (1) - 92,400 EXXON MOBIL CORPORATION COM 30231G102 378,464 4,672,451 SH SOLE 4,672,451 EZENIA! INC COM 302311105 1 1,000 SH SOLE 1,000 F&M BANCORP MD COM 302367107 5 200 SH SOLE 200 F&M NATIONAL CORPORATION COM 302374103 2,440 64,033 SH SOLE 64,033 F.Y.I. INC. COM 302712104 1,501 44,900 SH SOLE 44,900 F5 NETWORKS INC COM 315616102 5 1,000 SH SOLE 1,000 FACTORY 2U STORES INC COM 303072102 885 32,400 SH SOLE 32,400
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- FACTSET RESEARCH SYS INC COM 303075105 574 19,000 SH SOLE 19,000 FAIR ISAAC & CO. COM 303250104 2,141 36,600 SH SOLE 36,600 FAIRCHILD CORPORATION CL A 303698104 7 1,400 SH SOLE 1,400 FAIRCHILD SEMICON INT'L-A CL A 303726103 637 47,800 SH SOLE 47,800 FAIRFIELD COMMUNITIES COM PAR 304231301 1,712 107,200 SH SOLE 107,200 $0.01 FALCON PRODUCTS INC. COM 306075102 12 1,500 SH SOLE 1,500 FAMILY DOLLAR STORES COM 307000109 2,549 99,200 SH SOLE 99,200 FANNIE MAE COM 313586109 6,360 79,900 SH OTHER (1) - 79,900 FANNIE MAE COM 313586109 108,551 1,363,720 SH SOLE 1,363,720 FARM FAMILY HOLDINGS INC COM 307901108 671 15,300 SH SOLE 15,300 FARMERS CAP BK CORP COM 309562106 14 400 SH SOLE 400 FASTENAL CO COM 311900104 1,199 22,000 SH SOLE 22,000 FBL FINANCIAL GROUP CL A COM 30239F106 1,026 65,790 SH SOLE 65,790 FEDDERS CORPORATION COM 313135105 47 8,400 SH SOLE 8,400 FEDERAL (REIT) SH BEN 313747206 23 1,200 SH SOLE 1,200 INT NEW FEDERAL SIGNAL CORP COM 313855108 2,260 115,700 SH SOLE 115,700 FEDERATED DEPT STORES COM 31410H101 1,978 47,600 SH OTHER (1) - 47,600 FEDERATED DEPT STORES COM 31410H101 11,205 269,671 SH SOLE 269,671 FEDERATED INVESTORS CL B 314211103 1,980 69,850 SH SOLE 69,850 FEDEX CORPORATION COM 31428X106 16,639 399,218 SH SOLE 399,218 FEI COMPANY COM 30241L109 15 700 SH SOLE 700 FELCOR LODGING TRUST INC COM 31430F101 39 1,700 SH SOLE 1,700 FERRO CORP COM 315405100 1,752 86,200 SH SOLE 86,200 FIBERMARK INC COM 315646109 3 300 SH SOLE 300 FIBERNET TELECOM GROUP COM 315653105 4 1,600 SH SOLE 1,600 FIDELITY BANKSHARES COM 316047109 23 800 SH SOLE 800 FIDELITY NATL FINL INC. COM 316326107 1,901 71,000 SH SOLE 71,000 FIDUCIARY TRUST CO INTL COM 316495100 43 400 SH SOLE 400 FIFTH THIRD BANK COM 316773100 37,790 707,193 SH SOLE 707,193 FILENET CORP COM 316869106 1,373 87,500 SH SOLE 87,500 FINANCIAL FEDERAL CORP COM 317492106 936 38,200 SH SOLE 38,200 FINISAR CORPORATION COM 31787A101 1,043 108,700 SH SOLE 108,700 FIRE POND INC. COM 318224102 6 2,400 SH SOLE 2,400 FIRSRT FINL BANKSHARES COM 32020R109 825 24,800 SH SOLE 24,800 FIRST AMER FINACIAL CORP. COM 318522307 1,399 53,800 SH SOLE 53,800 FIRST BANCORP/PUERTO RICO COM 318672102 1,955 75,500 SH SOLE 75,500 FIRST BUSEY CORP COM 319383105 670 33,500 SH SOLE 33,500 FIRST CHARTER CORP COM 319439105 1,233 79,200 SH SOLE 79,200 FIRST CITIZENS BCSHS CL A 31946M103 3,075 30,000 SH SOLE 30,000 FIRST COMMONWEALTH COM 319829107 1,693 147,900 SH SOLE 147,900 FIRST DATA CORP COM 319963104 31,778 532,190 SH SOLE 532,190 FIRST FED CAP CORP COM 319960100 637 45,500 SH SOLE 45,500 FIRST FED FINL CORP COM 319961108 9 600 SH SOLE 600 FIRST FIN CORP/INDIANA COM 320218100 12 300 SH SOLE 300 FIRST FINANCIAL BANCORP COM 320209109 1,836 122,369 SH SOLE 122,369 FIRST FINANCIAL HLDG COM 320239106 650 32,500 SH SOLE 32,500 FIRST HEALTH GROUP CORP. COM 320960107 1,207 27,500 SH SOLE 27,500 FIRST HORIZON PHARM COM 32051K106 13 600 SH SOLE 600 FIRST IND CORP COM 32054R108 798 30,400 SH SOLE 30,400 FIRST INDUSTRIAL (REIT) COM 32054K103 35 1,100 SH SOLE 1,100 FIRST MERCHANTS CORP COM 320817109 722 31,300 SH SOLE 31,300
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- FIRST MID WEST BANC/IL COM 320867104 3,274 116,300 SH SOLE 116,300 FIRST NIAGARA FINANCIAL COM 33582U100 13 1,200 SH SOLE 1,200 FIRST REPUBLIC BANK COM 336158100 13 600 SH SOLE 600 FIRST SENTINEL BANCORP COM 33640T103 974 87,562 SH SOLE 87,562 FIRST SOURCE CORP COM 336901103 934 49,964 SH SOLE 49,964 FIRST TENN NATL CORP COM 337162101 2,318 75,000 SH SOLE 75,000 FIRST UNION CORP COM 337358105 43,772 1,326,444 SH SOLE 1,326,444 FIRST UTD CORP COM 33741H107 17 1,300 SH SOLE 1,300 FIRST VIRGINIA BANKS INC COM 337477103 1,185 27,325 SH SOLE 27,325 FIRST VIRTUAL COMM. COM 337484109 1 1,200 SH SOLE 1,200 FIRSTENERGY CORPORATION COM 337932107 8,470 303,357 SH SOLE 303,357 FIRSTFED AMER BANCOR COM 337929103 15 1,000 SH SOLE 1,000 FIRSTFED FINANCIAL CORP COM 337907109 1,358 48,500 SH SOLE 48,500 FIRSTMERIT CORP COM 337915102 1,326 51,000 SH SOLE 51,000 FISERV INC COM 337738108 3,346 166,093 SH SOLE 166,093 FISHER SCIENTIFIC INTL. COM NEW 338032204 819 23,100 SH SOLE 23,100 FLAGSTAR BANCORP COM 337930101 25 1,000 SH SOLE 1,000 FLEET BOSTON FINANCIAL COM 339030108 55,572 1,472,138 SH SOLE 1,472,138 FLEETWOOD ENTERPRISES COM 339099103 821 90,700 SH SOLE 90,700 FLEMING CO COM 339130106 2,820 110,800 SH SOLE 110,800 FLEXSTEEL INDUSTRIES INC. COM 339382103 7 600 SH SOLE 600 FLORIDA EAST COAST INDS. COM 340632108 709 21,100 SH SOLE 21,100 FLORIDA PUBLIC UTILITES COM 341135101 2 100 SH SOLE 100 FLORIDA ROCK INDUSTRIES COM 341140101 2,036 51,600 SH SOLE 51,600 FLOW INTL CORP COM 343468104 39 3,700 SH SOLE 3,700 FLOWERS FOODS INC COM 343498101 233 11,580 SH SOLE 11,580 FLOWSERVE CORPORATION COM 34354P105 2,173 96,834 SH SOLE 96,834 FLUOR CORP COM 343412102 4,524 101,665 SH SOLE 101,665 FMC CORP COM 302491303 3,020 41,013 SH SOLE 41,013 FNB CORPORATION/PA COM 302520101 1,333 55,548 SH SOLE 55,548 FOAMEX INTERNATIONAL INC COM 344123104 2 400 SH SOLE 400 FOCAL COMMUNICATIONS COM 344155106 15 1,600 SH SOLE 1,600 FOOTSTAR INC COM 344912100 2,092 52,100 SH SOLE 52,100 FORD MOTOR COMPANY COM PAR 345370860 70,076 2,492,008 SH SOLE 2,492,008 $0.01 FOREST CITY ENTERPRISES CL A 345550107 794 17,500 SH SOLE 17,500 FOREST LABS INC CL A 345838106 421 7,100 SH OTHER (1) - 7,100 FOREST LABS INC CL A 345838106 13,939 235,300 SH SOLE 235,300 FOREST OIL CORP COM PAR 346091705 2,059 68,850 SH SOLE 68,850 $0.01 FORRESTER RESEARCH COM 346563109 1,267 53,200 SH SOLE 53,200 FORTUNE BRANDS INC COM 349631101 7,167 208,338 SH SOLE 208,338 FORWARD AIR CORP COM 349853101 1,749 53,500 SH SOLE 53,500 FOSSIL INCORPORATED COM 349882100 1,532 88,150 SH SOLE 88,150 FOSTER WHEELER CORP COM 350244109 208 11,600 SH SOLE 11,600 FOUNDRY NETWORKS INC COM 35063R100 509 67,900 SH SOLE 67,900 FOX ENTERTAINMENT GRP CL A 35138T107 2,270 115,800 SH SOLE 115,800 FPIC INSURANCE GROUP COM 302563101 7 700 SH SOLE 700 FPL GROUP INC COM 302571104 14,656 239,088 SH SOLE 239,088 FRANCHISE FINANCE (REIT) COM 351807102 47 1,900 SH SOLE 1,900 FRANKLIN COVEY CO COM 353469109 43 5,300 SH SOLE 5,300 FRANKLIN ELECTRIC CO INC COM 353514102 1,167 16,300 SH SOLE 16,300 FRANKLIN RESOURCES INC COM 354613101 12,987 332,078 SH SOLE 332,078
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- FREDDIE MAC COM 313400301 4,175 64,400 SH OTHER (1) - 64,400 FREDDIE MAC COM 313400301 60,918 939,667 SH SOLE 939,667 FREEMARKETS INC COM 356602102 894 93,800 SH SOLE 93,800 FREEPORT-MCMORAN SER B CL B 35671D857 2,589 198,385 SH SOLE 198,385 FREEPORT-MCMORAN C&G CL A CL A 35671D105 1,691 143,900 SH SOLE 143,900 FREMONT GENERAL CORP COM 357288109 68 17,400 SH SOLE 17,400 FRESH DEL MONTE PRODUCE ORD G36738105 818 135,200 SH SOLE 135,200 FRIEDE GOLDMAN HALTER INC COM 358430106 5 1,855 SH SOLE 1,855 FRITZ COMPANIES INC COM 358846103 1,120 102,400 SH SOLE 102,400 FRONTIER AIRLINES INC COM 359065109 868 71,250 SH SOLE 71,250 FRONTIER FINANCIAL CORP COM 35907K105 1,190 49,700 SH SOLE 49,700 FRONTIER OIL CORP COM 35914P105 15 2,000 SH SOLE 2,000 FRONTLINE CAPITAL GROUP COM 35921N101 936 91,900 SH SOLE 91,900 FSI INTL INC COM 302633102 11 1,300 SH SOLE 1,300 FUELCELL ENERGY INC COM 35952H106 2,050 40,600 SH SOLE 40,600 FULLER H B COMPAMY COM 359694106 1,512 35,900 SH SOLE 35,900 FULTON FIN CORP COM 360271100 870 42,823 SH SOLE 42,823 FURNITURE BRANDS INTL INC COM 360921100 3,010 127,000 SH SOLE 127,000 G&K SERVICES INC. CL A 361268105 1,137 57,050 SH SOLE 57,050 GA FINANCIAL COM 361437106 11 800 SH SOLE 800 GABELLI ASSET MGMT INC CL A 36239Y102 23 700 SH SOLE 700 GABLES RESIDTL TR (REIT) SH BEN 362418105 15 500 SH SOLE 500 INT GADZOOKS INC. COM 362553109 13 600 SH SOLE 600 GADZOOX NETWORKS INC COM 362555104 1 600 SH SOLE 600 GALILEO INTERNATIONAL INC COM 363547100 1,126 51,400 SH SOLE 51,400 GANNETT CO COM 364730101 21,230 355,499 SH SOLE 355,499 GAP INC COM 364760108 1,214 51,200 SH OTHER (1) - 51,200 GAP INC COM 364760108 26,652 1,123,618 SH SOLE 1,123,618 GARDEN FRESH RESTAURANT COM 365235100 9 1,300 SH SOLE 1,300 GARDNER DENVER MACHINERY COM 365558105 811 41,400 SH SOLE 41,400 GARTNER GROUP INC CL.B CL B 366651206 1,386 219,951 SH SOLE 219,951 GARTNER GROUP INC CLASS A COM 366651107 898 133,300 SH SOLE 133,300 GATEWAY INC COM 367626108 7,327 435,868 SH SOLE 435,868 GATX CORP COM 361448103 1,193 28,100 SH SOLE 28,100 GAYLORD ENTERTAINMENT COM 367905106 2,812 105,700 SH SOLE 105,700 GBC BANCORP COM 361475106 972 34,100 SH SOLE 34,100 GC COMPANIES INC. COM 36155Q109 1 500 SH SOLE 500 GEMSTAR -TV GUIDE INT'L COM 36866W106 608 21,160 SH SOLE 21,160 GENAISSANCE PHARM COM 36867W105 452 56,100 SH SOLE 56,100 GENCORP INCORPORATED COM 368682100 1,238 116,600 SH SOLE 116,600 GENE LOGIC INCORPORATED COM 368689105 1,092 65,200 SH SOLE 65,200 GENENCOR INTERNATIONAL COM 368709101 17 1,700 SH SOLE 1,700 GENENTECH INC. COM NEW 368710406 907 17,970 SH SOLE 17,970 GENERAL CABLE CORP COM 369300108 18 1,700 SH SOLE 1,700 GENERAL COMMUNICATION CL A 369385109 140 15,500 SH SOLE 15,500 GENERAL DYNAMICS CORP COM 369550108 3,971 63,300 SH OTHER (1) - 63,300 GENERAL DYNAMICS CORP COM 369550108 17,015 271,196 SH SOLE 271,196 GENERAL ELECTRIC CO COM 369604103 9,335 223,000 SH OTHER (1) - 223,000 GENERAL ELECTRIC CO COM 369604103 551,266 13,169,342 SH SOLE 13,169,342 GENERAL GROWTH PROP REIT COM 370021107 59 1,700 SH SOLE 1,700 GENERAL MILLS INC COM 370334104 1,935 45,000 SH OTHER (1) - 45,000
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- GENERAL MILLS INC COM 370334104 16,075 373,751 SH SOLE 373,751 GENERAL MOTORS CORP COM 370442105 38,296 738,599 SH SOLE 738,599 GENERAL MOTORS-CLASS H CL H NEW 370442832 8,884 455,576 SH SOLE 455,576 GENERAL SEMICONDUCTOR INC COM 370787103 992 104,800 SH SOLE 104,800 GENESCO INC COM 371532102 1,499 54,700 SH SOLE 54,700 GENESEE CORP - CL B CL B 371601204 10 400 SH SOLE 400 GENESISINTERMEDIA.COM COM 37184T106 5 600 SH SOLE 600 GENESSEE & WYOMING INC. COM 371559105 10 400 SH SOLE 400 GENLYTE GROUP INC. COM 372302109 962 34,900 SH SOLE 34,900 GENOME THERAPEUTCS CORP. COM 372430108 4 700 SH SOLE 700 GENRAD COM 372447102 597 74,600 SH SOLE 74,600 GENTA INC COM 37245M207 691 115,900 SH SOLE 115,900 GENTEK INC. COM 37245X104 645 49,600 SH SOLE 49,600 GENTEX CORP COM 371901109 992 42,900 SH SOLE 42,900 GENTIVA HEALTH SERVICES COM 37247A102 1,011 53,050 SH SOLE 53,050 GENUINE PARTS COMPANY COM 372460105 6,020 232,358 SH SOLE 232,358 GENUITY INC. CL A 37248E103 12 5,600 SH SOLE 5,600 GENZYME- GENERAL DIVISION COM 372917104 5,064 56,066 SH SOLE 56,066 GENZYME TRANSGENICS COM 37246E105 482 73,400 SH SOLE 73,400 GEORGIA GULF CORP COM 373200203 1,403 80,600 SH SOLE 80,600 GEORGIA PAC(TIMBER GROUP) COM- 373298702 1,332 46,400 SH SOLE 46,400 TIMBER GRP GEORGIA-PACIFIC GROUP COM 373298108 8,937 303,970 SH SOLE 303,970 GEOWORKS CORPORATION COM 373692102 1 800 SH SOLE 800 GERBER SCIENTIFIC INC. COM 373730100 45 6,800 SH SOLE 6,800 GERON CORP COM 374163103 560 53,700 SH SOLE 53,700 GETTY IMAGES INC COM 374276103 472 29,300 SH SOLE 29,300 GETTY RLTY CORP NEW COM 374297109 14 1,000 SH SOLE 1,000 GIBRALTAR STEEL CORP COM 37476F103 10 600 SH SOLE 600 GILEAD SCIENCES INC COM 375558103 1,798 55,330 SH SOLE 55,330 GILLETTE COMPANY COM 375766102 43,397 1,392,280 SH SOLE 1,392,280 GLATFELTER P.H. CO COM 377316104 1,398 109,700 SH SOLE 109,700 GLENAYRE TECHNOLOGIES INC COM 377899109 346 160,500 SH SOLE 160,500 GLENBOROUGH REALTY (REIT) COM 37803P105 16 900 SH SOLE 900 GLIMCHER REALTY TRUST SH BEN 379302102 12 800 SH SOLE 800 INT GLOBAL CROSSING LTD COM G3921A100 1,182 87,600 SH OTHER (1) - 87,600 GLOBAL CROSSING LTD COM G3921A100 9,154 678,527 SH SOLE 678,527 GLOBAL IMAGING SYSTEMS COM 37934A100 11 2,000 SH SOLE 2,000 GLOBAL INDUSTRIES LMTD COM 379336100 3,399 233,400 SH SOLE 233,400 GLOBAL MARINE INC COM 379352404 768 30,000 SH OTHER (1) - 30,000 GLOBAL MARINE INC COM 379352404 2,634 102,900 SH SOLE 102,900 GLOBAL PAYMENTS INC COM 37940X102 126 6,820 SH SOLE 6,820 GLOBAL SPORTS INC COM 37937A107 2 600 SH SOLE 600 GLOBALNET FINANCIAL.COM COM NEW 37937R209 1 700 SH SOLE 700 GLOBESPAN INC COM 379571102 903 41,300 SH SOLE 41,300 GLOBIX CORP COM 37957F101 5 1,800 SH SOLE 1,800 GOAMERICA INC COM 38020R106 4 1,800 SH SOLE 1,800 GOLDEN CYCLE GOLD CORP COM 380894105 3 600 SH SOLE 600 GOLDEN STATE BANCORP INC COM 381197102 2,194 78,700 SH SOLE 78,700 GOLDEN WEST FINANCIAL COM 381317106 1,941 29,900 SH OTHER (1) - 29,900 GOLDEN WEST FINANCIAL COM 381317106 14,113 217,457 SH SOLE 217,457 GOLDMAN SACHS COM 38141G104 732 8,600 SH OTHER (1) - 8,600
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- GOLDMAN SACHS COM 38141G104 7,108 83,520 SH SOLE 83,520 GOLF TRUST OF AMER (REIT) COM 38168B103 8 900 SH SOLE 900 GOODRICH B F CO COM 382388106 5,277 137,525 SH SOLE 137,525 GOODYEAR TIRE & RUBBER CO COM 382550101 5,040 211,308 SH SOLE 211,308 GOODYS FAMILY CLOTHING COM 382588101 37 8,200 SH SOLE 8,200 GOTO.COM INC COM 38348T107 10 1,300 SH SOLE 1,300 GOTTSCHALKS COM 383485109 25 5,000 SH SOLE 5,000 GP STRATEGIES CORPORATION COM 36225V104 6 1,500 SH SOLE 1,500 GPU INC COM 36225X100 5,283 162,590 SH SOLE 162,590 GRACO INC. COM 384109104 2,187 78,105 SH SOLE 78,105 GRAINGER (W.W.) INC COM 384802104 4,283 126,516 SH SOLE 126,516 GRANITE CONSTRUCTION INC. COM 387328107 2,357 69,350 SH SOLE 69,350 GRANT PRIDECO INC COM 38821G101 1,080 62,800 SH SOLE 62,800 GRAY COMMUNICATION COM 389190109 20 1,100 SH SOLE 1,100 GRAY COMMUNICATIONS CL B 389190208 18 1,100 SH SOLE 1,100 GREAT AMERICAN FIN. COM 389915109 1,961 108,950 SH SOLE 108,950 GREAT ATLANTIC & PAC COM 390064103 968 105,800 SH SOLE 105,800 GREAT LAKES CHEMICAL COM 390568103 2,105 68,492 SH SOLE 68,492 GREAT PLAINS SOFTWARE COM 39119E105 3,311 54,000 SH SOLE 54,000 GREAT SOUTHN BANCORP COM 390905107 11 500 SH SOLE 500 GREATER BAY BANCORP COM 391648102 593 23,532 SH SOLE 23,532 GREEN MOUNTAIN POWER COM 393154109 28 1,700 SH SOLE 1,700 GREENBRIER COMPANIES INC COM 393657101 14 1,600 SH SOLE 1,600 GREENPOINT FIN'L CORP COM 395384100 1,949 59,800 SH SOLE 59,800 GREIF BROTHERS CORP CL A 397624107 1,583 56,300 SH SOLE 56,300 GREY GLOBAL GROUP INC COM 39787M108 2,074 3,200 SH SOLE 3,200 GREY WOLF INCORPORATED COM 397888108 2,972 457,200 SH SOLE 457,200 GRIC COMMUNICATIONS COM 398081109 1 500 SH SOLE 500 GRIFFON CORP COM 398433102 66 8,400 SH SOLE 8,400 GROUP ONE AUTOMOTIVE COM 398905109 77 6,100 SH SOLE 6,100 GRUPO TELEVISA (TV.N) COM 40049J206 167 5,000 SH SOLE 5,000 GTECH HOLDINGS CORP COM 400518106 2,382 87,400 SH SOLE 87,400 GUESS INC COM 401617105 17 2,700 SH SOLE 2,700 GUIDANT CORPORATION COM 401698105 18,427 409,578 SH SOLE 409,578 GUILFORD PHARMACEUTICALS COM 401829106 1,208 65,300 SH SOLE 65,300 GUITAR CENTER INC COM 402040109 19 1,100 SH SOLE 1,100 GULF ISLAND FABRICATION COM 402307102 25 1,300 SH SOLE 1,300 GULFMARK OFFSHORE INC COM 402629109 10 300 SH SOLE 300 GUM TECH INTL INC. COM 402803100 4 400 SH SOLE 400 GYMBOREE CORPORATION COM 403777105 690 69,000 SH SOLE 69,000 H POWER COM 40427A108 12 1,500 SH SOLE 1,500 HA LO INDUSTRIES COM 404429102 2 2,100 SH SOLE 2,100 HAEMONETICS CORPORATION COM 405024100 2,132 64,400 SH SOLE 64,400 HAGGAR CORPORATION COM 405173105 36 2,800 SH SOLE 2,800 HAIN CELESTIAL GROUP COM 405217100 2,741 94,506 SH SOLE 94,506 HALL KINION & ASS COM 406069104 20 3,500 SH SOLE 3,500 HALLIBURTON CO COM 406216101 21,893 595,744 SH SOLE 595,744 HANCOCK FABRICS INC COM 409900107 33 4,400 SH SOLE 4,400 HANCOCK HOLDING CO COM 410120109 1,275 29,345 SH SOLE 29,345 HANDLEMAN CO DEL COM 410252100 14 1,400 SH SOLE 1,400 HANDSPRING INC. COM 410293104 108 9,300 SH SOLE 9,300
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- HANOVER COMPRESSOR COM 410768105 634 20,000 SH OTHER (1) - 20,000 HANOVER COMPRESSOR COM 410768105 1,084 34,200 SH SOLE 34,200 HARBOR FLORIDA BANCSHARES COM 411901101 1,008 63,000 SH SOLE 63,000 HARBOR GLOBAL CO. LTD. COM G4285W100 1 160 SH SOLE 160 HARCOURT GENERAL INC COM 41163G101 5,444 97,782 SH SOLE 97,782 HARDINGE INCORPORATED COM 412324303 11 800 SH SOLE 800 HARLEY DAVIDSON INC COM 412822108 15,269 402,352 SH SOLE 402,352 HARLEYSVILLE GROUP INC. COM 412824104 1,711 77,100 SH SOLE 77,100 HARLEYSVILLE NATIONAL PA COM 412850109 856 22,820 SH SOLE 22,820 HARMAN INTERNATIONAL COM 413086109 2,080 81,300 SH SOLE 81,300 HARMONIC INC. COM 413160102 901 160,207 SH SOLE 160,207 HARRAH'S ENTERTAINMENT COM 413619107 4,613 156,751 SH SOLE 156,751 HARRIS CORP DEL COM 413875105 958 38,700 SH SOLE 38,700 HARRIS INTERACTIVE INC COM 414549105 3 800 SH SOLE 800 HARSCO CORP COM 415864107 2,554 104,200 SH SOLE 104,200 HARTE-HANKS INC COM 416196103 878 38,800 SH SOLE 38,800 HARTFORD FINANCIAL SVCS COM 416515104 18,775 318,215 SH SOLE 318,215 HARTMARX CORP COM 417119104 24 7,400 SH SOLE 7,400 HASBRO INC COM 418056107 2,975 230,613 SH SOLE 230,613 HAVAS ADVERTISING SA SPONSORED 419313101 32 2,742 SH SOLE 2,742 ADR HAVERTY FURNITURE COM 419596101 16 1,200 SH SOLE 1,200 HAWAIIAN ELECTRIC INDS COM 419870100 3,144 85,100 SH SOLE 85,100 HAWK CORPORATION CL A 420089104 4 600 SH SOLE 600 HAWKINS INC. COM 420261109 13 1,300 SH SOLE 1,300 HAYES LEMMERZ COM 420781106 4 700 SH SOLE 700 HCA-THE HEALTHCARE CO. COM 404119109 30,383 754,480 SH SOLE 754,480 HCC INSURANCE HOLDING INC COM 404132102 759 28,700 SH SOLE 28,700 HEADHUNTER.NET INC COM 422077107 3 600 SH SOLE 600 HEALTH CARE (REIT) COM 42217K106 15 700 SH SOLE 700 HEALTH CARE PROP (REIT) COM 421915109 48 1,424 SH SOLE 1,424 HEALTH MANAGEMENT ASSOC CL A 421933102 2,187 140,628 SH SOLE 140,628 HEALTH NET INC. COM 42222G108 1,609 78,050 SH SOLE 78,050 HEALTHCARE REALTY (REIT) COM 421946104 29 1,200 SH SOLE 1,200 HEALTHCARE SERVICES GROUP COM 421906108 18 2,500 SH SOLE 2,500 HEALTHSOUTH CORPORATION COM 421924101 6,950 539,154 SH SOLE 539,154 HEARST-ARGYLE TELEVISION COM 422317107 2,699 131,000 SH SOLE 131,000 HEARTLAND EXPRESS COM 422347104 1,698 67,247 SH SOLE 67,247 HEICO CORP NEW A CL A 422806208 4 300 SH SOLE 300 HEIDRICK & STRUGGLES INTL COM 422819102 1,412 48,800 SH SOLE 48,800 HEINZ H J CO COM 423074103 18,453 459,040 SH SOLE 459,040 HELEN OF TROY LTD COM G4388N106 11 2,000 SH SOLE 2,000 HELIX TECHNOLOGY CORP. COM 423319102 1,327 56,500 SH SOLE 56,500 HELLER FINANCIAL INC CL A 423328103 962 27,359 SH SOLE 27,359 HELMERICH & PAYNE INC COM 423452101 1,333 28,800 SH SOLE 28,800 HENRY (JACK) & ASSOC COM 426281101 1,180 49,800 SH SOLE 49,800 HENRY SCHEIN INC COM 806407102 944 25,700 SH SOLE 25,700 HERCULES INC COM 427056106 1,870 143,930 SH SOLE 143,930 HERSHEY FOODS INC COM 427866108 12,565 181,259 SH SOLE 181,259 HEWLETT PACKARD CO COM 428236103 82,128 2,626,494 SH SOLE 2,626,494 HEXCEL CORP COM 428291108 928 93,300 SH SOLE 93,300 HI / FN INC COM 428358105 8 500 SH SOLE 500
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- HIBERNIA CORP - CL A CL A 428656102 1,282 91,800 SH SOLE 91,800 HICKORY TECH CORP. COM 429060106 521 35,000 SH SOLE 35,000 HIGHWOODS PROP (REIT) COM 431284108 44 1,800 SH SOLE 1,800 HILB ROGAL & HAMILTON CO COM 431294107 1,180 33,700 SH SOLE 33,700 HILLENBRAND INDUSTRIES COM 431573104 1,763 36,500 SH SOLE 36,500 HILTON HOTELS CORP COM 432848109 5,164 494,194 SH SOLE 494,194 HISPANIC BROADCASTING CL A 43357B104 1,198 62,700 SH SOLE 62,700 HNC SOFTWARE COM 40425P107 1,579 89,900 SH SOLE 89,900 HOLLINGER INTL CLASS A CL A 435569108 821 57,400 SH SOLE 57,400 HOLLYWOOD CASINO CRP CL A CL A 436132203 5 600 SH SOLE 600 HOLLYWOOD ENTERTAINMENT COM 436141105 4 2,000 SH SOLE 2,000 HOLLYWOOD MEDIA CORP. COM 436233100 5 1,100 SH SOLE 1,100 HOLOGIC INCORPORATED COM 436440101 25 6,200 SH SOLE 6,200 HOME DEPOT COM 437076102 131,612 3,053,632 SH SOLE 3,053,632 HOME PROP OF NY (REIT) COM 437306103 14 500 SH SOLE 500 HOMESERVICES.COM INC COM 437606106 5 400 SH SOLE 400 HOMESTAKE MNG CO COM 437614100 4,572 869,107 SH SOLE 869,107 HOMESTORE.COM INC COM 437852106 1,121 47,200 SH SOLE 47,200 HON INDUSTRIES INC COM 438092108 802 34,900 SH SOLE 34,900 HONEYWELL INTL INC COM 438516106 44,349 1,086,986 SH SOLE 1,086,986 HOOPER HOLMES INC COM 439104100 1,437 167,300 SH SOLE 167,300 HORACE MANN EDUCATORS COM 440327104 1,834 103,600 SH SOLE 103,600 HORIZIN OFFSHORE INC COM 44043J105 1,423 57,500 SH SOLE 57,500 HORIZON FINANCIAL COM 44041F105 12 1,100 SH SOLE 1,100 HORMEL FOODS CORP COM 440452100 1,601 82,200 SH SOLE 82,200 HOSPITALITY PROP (REIT) COM SH 44106M102 50 1,900 SH SOLE 1,900 BEN INT HOST MARRIOTT CORP (NEW) COM 44107P104 81 6,900 SH SOLE 6,900 HOT TOPIC INC COM 441339108 1,431 51,100 SH SOLE 51,100 HOTEL RESERVATIONS NET CL A 441451101 15 600 SH SOLE 600 HOTJOBS.COM LIMITED COM 441474103 7 1,400 SH SOLE 1,400 HOUGHTON MIFLIN CO COM 441560109 801 17,400 SH SOLE 17,400 HOUSEHOLD INTL CORP COM 441815107 977 16,500 SH OTHER (1) - 16,500 HOUSEHOLD INTL CORP COM 441815107 37,823 638,476 SH SOLE 638,476 HOUSTON EXPLORATION CO. COM 442120101 2,247 74,900 SH SOLE 74,900 HOWELL CORPORATION COM 443051107 9 660 SH SOLE 660 HRPT PROPERTIES (REIT) COM SH 40426W101 28 3,400 SH SOLE 3,400 BEN INT HS RESOURCESINC COM 404297103 2,147 47,700 SH SOLE 47,700 HUB GROUP CL A 443320106 4 400 SH SOLE 400 HUBBELL INC CLASS B CL B 443510201 798 34,238 SH SOLE 34,238 HUDSON CITY BANCORP COM 443683107 1,300 65,600 SH SOLE 65,600 HUDSON RIVER BANCORP INC. COM 444128102 22 1,600 SH SOLE 1,600 HUDSON UNITED BANCORP COM 444165104 3,457 152,306 SH SOLE 152,306 HUFFY CORP COM 444356109 17 2,600 SH SOLE 2,600 HUGHES SUPPLY INC. COM 444482103 1,002 68,550 SH SOLE 68,550 HUGOTON ROYALTY TRUST UNIT BEN 444717102 20 1,300 SH SOLE 1,300 INT HUMAN GENOME COM 444903108 3,372 73,300 SH SOLE 73,300 HUMANA INC COM 444859102 2,616 249,636 SH SOLE 249,636 HUNGRY MINDS INC. CL A 445549108 9 1,200 SH SOLE 1,200 HUNT J B TRANS SVCS INC COM 445658107 1,401 89,650 SH SOLE 89,650 HUNTINGTON BANCSHARES COM 446150104 4,807 337,323 SH SOLE 337,323 HUTCHINSON TECHNOLOGY COM 448407106 1,028 68,800 SH SOLE 68,800
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- HUTTIG BUILDING PROD. INC COM 448451104 1 311 SH SOLE 311 HYPERCOM CORPORATION COM 44913M105 4 1,300 SH SOLE 1,300 HYPERION SOLUTIONS CORP COM 44914M104 1,533 95,045 SH SOLE 95,045 HYSEQ INCORPORATED COM 449163302 4 400 SH SOLE 400 I2 TECHNOLOGIES COM 465754109 3,540 244,116 SH SOLE 244,116 IASIAWORKS INC COM 45072L101 2 1,600 SH SOLE 1,600 IBASIS INC COM 450732102 5 1,700 SH SOLE 1,700 IBEAM BROADCASTING COM 45073P101 3 2,900 SH SOLE 2,900 IBIS TECHNOLOGY CORP COM 450909106 6 200 SH SOLE 200 IBM CORPORATION COM 459200101 2,366 24,600 SH OTHER (1) - 24,600 IBM CORPORATION COM 459200101 225,435 2,343,898 SH SOLE 2,343,898 IBP INC COM 449223106 1,010 61,600 SH SOLE 61,600 ICN PHARMACEUTICALS INC COM 448924100 1,192 46,874 SH SOLE 46,874 ICOS CORP COM 449295104 1,420 29,900 SH SOLE 29,900 IDACORP INC COM 451107106 825 21,600 SH SOLE 21,600 IDEC PHARMACEUTICALS CORP COM 449370105 3,488 87,200 SH SOLE 87,200 IDENTIX INC COM 451906101 732 86,300 SH SOLE 86,300 IDEX CORP COM 45167R104 2,221 76,625 SH SOLE 76,625 IDEXX LABORATORIES INC COM 45168D104 2,027 92,400 SH SOLE 92,400 IDT CORP COM 448947101 1,507 74,400 SH SOLE 74,400 IDX SYSTEMS CORP COM 449491109 1,281 70,900 SH SOLE 70,900 IGATE CAPITAL CORPORATION COM 45169U105 2 1,300 SH SOLE 1,300 IGEN INC COM 449536101 15 800 SH SOLE 800 IHOP CORP COM 449623107 1,120 56,000 SH SOLE 56,000 IKON OFFICE SOLUTIONS COM 451713101 2,307 404,740 SH SOLE 404,740 ILEX ONCOLOGY INC COM 451923106 953 62,500 SH SOLE 62,500 ILLINOIS TOOL WKS INC COM 452308109 23,160 407,462 SH SOLE 407,462 ILLUMINA INC COM 452327109 11 1,500 SH SOLE 1,500 ILLUMINET HOLDINGS INC COM 452334105 1,653 80,400 SH SOLE 80,400 I-MANY INC COM 44973Q103 15 1,300 SH SOLE 1,300 IMATION CORPORATION COM 45245A107 2,151 95,900 SH SOLE 95,900 IMC GLOBAL INC COM 449669100 810 65,860 SH SOLE 65,860 IMCLONE SYSTEMS COM 45245W109 1,238 37,300 SH SOLE 37,300 IMCO RECYCLING INC COM 449681105 24 5,300 SH SOLE 5,300 IMMERSION CORPORATION COM 452521107 6 1,000 SH SOLE 1,000 IMMUNEX CORPORATION-NEW COM 452528102 4,540 317,195 SH SOLE 317,195 IMMUNOGEN INC COM 45253H101 1,312 98,100 SH SOLE 98,100 IMMUNOMEDICS INC COM 452907108 1,195 124,200 SH SOLE 124,200 IMPATH INC COM 45255G101 1,850 39,900 SH SOLE 39,900 IMR GLOBAL CORP COM 45321W106 6 1,100 SH SOLE 1,100 IMS HEALTH INC COM 449934108 9,677 388,625 SH SOLE 388,625 INAMED CORP. COM 453235103 1,226 51,600 SH SOLE 51,600 INCO LIMITED COM 453258402 2,050 138,257 SH SOLE 138,257 INCYTE PHAR. INC. COM 45337C102 569 37,100 SH SOLE 37,100 INDEPENDENCE COMMUNITY BK COM 453414104 2,771 158,900 SH SOLE 158,900 INDUSTRIAL BANCORP COM 455882100 10 500 SH SOLE 500 INDYMAC BANCORP INC COM 456607100 82 2,860 SH SOLE 2,860 INET TECHNOLOGIES INC COM 45662V105 13 2,200 SH SOLE 2,200 INFO RESOURCES COM 456905108 47 7,300 SH SOLE 7,300 INFOCUS CORPORATION COM 45665B106 1,587 96,900 SH SOLE 96,900 INFONET SERVICES CORP. CL B 45666T106 66 9,900 SH SOLE 9,900
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- INFORMATICA COM 45666Q102 579 43,500 SH SOLE 43,500 INFORMATION HOLDINGS INC. COM 456727106 135 6,300 SH SOLE 6,300 INFORMIX CORP COM 456779107 3,846 711,450 SH SOLE 711,450 INFORTE CORP COM 45677R107 7 900 SH SOLE 900 INFOSPACE INC COM 45678T102 470 211,920 SH SOLE 211,920 INFOUSA INC. COM 456818301 10 2,300 SH SOLE 2,300 INGERSOLL RAND CO COM 456866102 8,630 217,337 SH SOLE 217,337 INGRAM MICRO CL A 457153104 2,539 188,100 SH SOLE 188,100 INHALE THERAPEUTIC SYS COM 457191104 641 30,000 SH SOLE 30,000 INKEEPERS USA TRUST(REIT) COM 4576J0104 17 1,500 SH SOLE 1,500 INKTOMI CORP COM 457277101 493 74,200 SH SOLE 74,200 INNODATA CORP COM 457642205 9 1,600 SH SOLE 1,600 INNOVEX INCORPORATED COM 457647105 19 3,900 SH SOLE 3,900 INPUT/OUTPUT INC. COM 457652105 1,618 173,000 SH SOLE 173,000 INSIGHT COMMUNICATIONS CL A 45768V108 3,331 125,700 SH SOLE 125,700 INSIGHT ENTER. COM 45765U103 2,214 104,800 SH SOLE 104,800 INSIGNIA FINANCIAL GROUP COM 45767A105 5 400 SH SOLE 400 INSITUFORM TECHNOLOGIES CL A 457667103 2,277 69,800 SH SOLE 69,800 INSPIRE PHARMACEUTICALS COM 457733103 9 1,300 SH SOLE 1,300 INSURANCE AUTO AUCTIONS COM 457875102 37 3,000 SH SOLE 3,000 INTEGRA BANK CORP. COM 45814P105 914 43,795 SH SOLE 43,795 INTEGRATED CIRCUIT SYSTEM COM 45811K208 30 1,900 SH SOLE 1,900 INTEGRATED DEVICE TECH COM 458118106 1,934 65,300 SH SOLE 65,300 INTEGRATED ELECTRICA COM 45811E103 10 1,800 SH SOLE 1,800 INTEGRATED SILICON SOLUTN COM 45812P107 933 71,800 SH SOLE 71,800 INTEGRATED TELECOM COM 45817U101 4 1,800 SH SOLE 1,800 INTEL CORP COM 458140100 2,958 112,400 SH OTHER (1) - 112,400 INTEL CORP COM 458140100 236,594 8,991,712 SH SOLE 8,991,712 INTELIDATA TECHNOLOGIES COM 45814T107 4 900 SH SOLE 900 INTER PARFUMS INC COM 458334109 5 450 SH SOLE 450 INTERACT COMMERCE CORP COM 45839Y107 15 1,300 SH SOLE 1,300 INTERACTIVE INTELLIGENCE COM 45839M103 14 1,000 SH SOLE 1,000 INTERCEPT GROUP INC. COM 45845L107 915 35,700 SH SOLE 35,700 INTERDIGITAL COMMUNI COM 45866A105 980 131,200 SH SOLE 131,200 INTERFACE INC. CL A CL A 458665106 979 142,400 SH SOLE 142,400 INTERGRAPH CORP COM 458683109 1,205 124,400 SH SOLE 124,400 INTERLIANT INC COM 458742103 2 1,800 SH SOLE 1,800 INTERLOGIX INC COM 458763109 16 600 SH SOLE 600 INTERMAGNETICS GENERAL COM 458771102 1,053 43,429 SH SOLE 43,429 INTERMEDIA COMMUNICATIONS COM 458801107 2,476 142,500 SH SOLE 142,500 INTERMET CORP COM 45881K104 21 7,500 SH SOLE 7,500 INTERMUNE PHARMA COM 45885B100 13 600 SH SOLE 600 INTERNAP NETWORK SERVICES COM 45885A102 9 4,600 SH SOLE 4,600 INTERNATIONAL RECTIFIER COM 460254105 1,628 40,200 SH SOLE 40,200 INTERNATIONAL BANCSHARES COM 459044103 2,137 55,862 SH SOLE 55,862 INTERNATIONAL FLAVORS COM 459506101 2,908 131,849 SH SOLE 131,849 INTERNATIONAL PAPER CO COM 460146103 23,432 649,462 SH SOLE 649,462 INTERNATIONAL SPEEDWAY CL A 460335201 1,143 30,845 SH SOLE 30,845 INTERNET CAPITAL GROUP COM 46059C106 15 7,000 SH SOLE 7,000 INTERNET SECURITY SYSTEMS COM 46060X107 668 24,400 SH SOLE 24,400 INTERNET.COM CORP COM 460967102 5 1,300 SH SOLE 1,300
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- INTERPUBLIC GROUP COM 460690100 13,961 406,428 SH SOLE 406,428 INTERSIL HOLDING CORP CL A 46069S109 22 1,200 SH SOLE 1,200 INTERSTATE BAKERIES INC COM 46072H108 1,979 129,500 SH SOLE 129,500 INTERSTATE HOTELS CORP COM 46088R108 0 90 SH SOLE 90 INTERTAN INC. COM 461120107 885 69,950 SH SOLE 69,950 INTER-TEL INC. COM 458372109 79 7,800 SH SOLE 7,800 INTERTRUST TECHNOLOGIES COM 46113Q109 983 218,500 SH SOLE 218,500 INTERVOICE-BRITE INC COM 461142101 686 84,478 SH SOLE 84,478 INTERWOVEN INC COM 46114T102 33 3,300 SH SOLE 3,300 INTIMATE BRANDS INC. CL A 461156101 4,194 285,340 SH SOLE 285,340 INTL GAME TECHNOLOGY COM 459902102 2,160 42,900 SH SOLE 42,900 INTL MULTIFOODS COM 460043102 1,005 52,200 SH SOLE 52,200 INTL SPECIALTY PRODS INC COM 460337108 1,383 168,600 SH SOLE 168,600 INTRANET SOLUTIONS I COM NEW 460939309 1,355 56,600 SH SOLE 56,600 INTRAWARE INC. COM 46118M103 2 1,600 SH SOLE 1,600 INTUIT INCORPORATED COM 461202103 7,560 272,424 SH SOLE 272,424 INVACARE CORPORATION COM 461203101 3,438 87,000 SH SOLE 87,000 INVERNESS MEDICAL TECH COM 461268104 167 6,400 SH SOLE 6,400 INVESTMENT TECHNOLOGY GRP COM 46145F105 932 18,200 SH SOLE 18,200 INVESTORS FINANCIAL SERV COM 461915100 1,066 18,180 SH SOLE 18,180 INVITROGEN CORP COM 46185R100 1,521 27,729 SH SOLE 27,729 IOMEGA CORPORATION COM 462030107 2,655 721,468 SH SOLE 721,468 IONICS INC COM 462218108 1,183 45,500 SH SOLE 45,500 IRON MOUNTAIN INC COM 462846106 1,220 31,850 SH SOLE 31,850 IRT PROPERTY (REIT) COM 450058102 15 1,600 SH SOLE 1,600 IRWIN FINANCIAL COM 464119106 1,120 53,000 SH SOLE 53,000 ISIS PHARMACEUTICALS COM 464330109 909 98,300 SH SOLE 98,300 ISLE OF CAPRIS CASINOS COM 464592104 807 76,400 SH SOLE 76,400 ISTAR FINANCIAL INC COM 45031U101 67 2,890 SH SOLE 2,890 I-STAT CORP COM 450312103 924 46,500 SH SOLE 46,500 IT GROUP COM 465266104 9 1,900 SH SOLE 1,900 ITC DELTACOM INC COM 45031T104 907 154,400 SH SOLE 154,400 ITRON INC COM 465741106 45 3,800 SH SOLE 3,800 ITT EDUCATIONAL SERVICES COM 45068B109 1,690 62,350 SH SOLE 62,350 ITT INDUSTRIES INC COM 450911102 4,621 119,248 SH SOLE 119,248 ITXC CORP COM 45069F109 9 1,600 SH SOLE 1,600 IVAX CORPORATION COM 465823102 3,115 98,890 SH SOLE 98,890 IVEX PACKAGING CORP COM 465855104 7 500 SH SOLE 500 IXIA COMMUNICATIONS COM 45071R109 22 1,700 SH SOLE 1,700 IXYS CORPORATION COM 46600W106 14 900 SH SOLE 900 J & J SNACK FOODS CORP COM 466032109 49 2,900 SH SOLE 2,900 J.D. EDWARDS & COMPANY COM 281667105 614 63,000 SH SOLE 63,000 JABIL CIRCUIT INC COM 466313103 5,506 254,672 SH SOLE 254,672 JACK IN THE BOX INC COM 466367109 2,953 98,600 SH SOLE 98,600 JACOBS ENGINEERING COM 469814107 882 15,200 SH SOLE 15,200 JAKKS PACIFIC INC COM 47012E106 56 5,300 SH SOLE 5,300 JDA SOFTWARE GROUP COM 46612K108 11 1,000 SH SOLE 1,000 JDN REALTY (REIT) COM 465917102 20 1,800 SH SOLE 1,800 JDS UNIPHASE CORP COM 46612J101 32,724 1,774,883 SH SOLE 1,774,883 JEFFERIES GROUP INC COM 472319102 205 7,100 SH SOLE 7,100 JEFFERSON PILOT CORP COM 475070108 9,480 139,643 SH SOLE 139,643
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- JLG INDUSTRIES COM 466210101 1,564 120,300 SH SOLE 120,300 JM SMUCKERS CO. COM 832696306 1,638 62,500 SH SOLE 62,500 JNI CORPORATION COM 46622G105 6 800 SH SOLE 800 JO-ANN STORES INC CL A CL A 47758P109 26 6,000 SH SOLE 6,000 JOHN HANCOCK FINANCIAL COM 41014S106 2,657 69,100 SH OTHER (1) - 69,100 JOHN HANCOCK FINANCIAL COM 41014S106 539 14,020 SH SOLE 14,020 JOHN HARLAND COM 412693103 1,487 79,500 SH SOLE 79,500 JOHN NUVEEN COMPANY CL A CL A 478035108 977 18,100 SH SOLE 18,100 JOHNSON & JOHNSON COM 478160104 6,648 76,000 SH OTHER (1) - 76,000 JOHNSON & JOHNSON COM 478160104 162,605 1,858,959 SH SOLE 1,858,959 JOHNSON CONTROLS COM 478366107 7,275 116,474 SH SOLE 116,474 JONES APPAREL GROUP COM 480074103 2,608 69,000 SH SOLE 69,000 JONES LANG LASALLE INC COM 48020Q107 75 5,800 SH SOLE 5,800 JOURNAL REGISTER CO COM 481138105 1,872 114,100 SH SOLE 114,100 JP MORGAN CHASE & CO. COM 46625H100 3,339 74,370 SH OTHER (1) - 74,370 JP MORGAN CHASE & CO. COM 46625H100 115,678 2,576,413 SH SOLE 2,576,413 JP REALTY (REIT) COM 46624A106 14 700 SH SOLE 700 JUNIPER NETWORKS INC COM 48203R104 7,243 190,808 SH SOLE 190,808 JUNO LIGHTING INC COM NEW 482047206 0 29 SH SOLE 29 JUPITER MEDIA METRIX INC COM 48206U104 5 1,673 SH SOLE 1,673 K MART CORP COM 482584109 6,098 648,678 SH SOLE 648,678 K V PHARMACEUTICAL CL A 482740206 1,466 74,450 SH SOLE 74,450 K2 INCORPORATED COM 482732104 46 5,300 SH SOLE 5,300 KAISER ALUMINUM COM 483007100 772 202,000 SH SOLE 202,000 KAMAN CORP CL A 483548103 1,007 61,500 SH SOLE 61,500 KANA COMMUNICATIONS INC COM 483600102 450 232,364 SH SOLE 232,364 KANSAS CITY LIFE COM 484836101 1,098 30,700 SH SOLE 30,700 KANSAS CITY POWER & LIGHT COM 485134100 881 35,800 SH SOLE 35,800 KANSAS CITY SOUTHERN INDS COM NEW 485170302 2,081 146,550 SH SOLE 146,550 KAYDON CORPORATION COM 486587108 2,072 76,800 SH SOLE 76,800 KB HOME COM 48666K109 1,904 58,336 SH SOLE 58,336 KEANE INCORPORATED COM 486665102 2,274 174,900 SH SOLE 174,900 KEITHLEY INSTRUMENTS COM 487584104 671 41,400 SH SOLE 41,400 KELLOGG CO COM 487836108 14,516 537,034 SH SOLE 537,034 KELLSTROM INDS COM 488035106 2 600 SH SOLE 600 KELLWOOD CO COM 488044108 1,367 65,900 SH SOLE 65,900 KELLY SERVICES INC CL A CL A 488152208 28 1,200 SH SOLE 1,200 KEMET CORPORATION COM 488360108 855 50,500 SH SOLE 50,500 KENNAMETAL INC COM 489170100 2,151 78,200 SH SOLE 78,200 KENNETH COLE PRODUCTIONS CL A 193294105 1,289 51,650 SH SOLE 51,650 KENT ELECTRONICS CORP COM 490553104 1,561 86,700 SH SOLE 86,700 KERR MCGEE CORP COM 492386107 8,253 127,169 SH SOLE 127,169 KEY ENERGY SERVICES INC. COM 492914106 2,659 248,500 SH SOLE 248,500 KEY PRODUCTION CO COM 493138101 730 35,200 SH SOLE 35,200 KEY3MEDIA GROUP COM 49326R104 23 1,900 SH SOLE 1,900 KEYCORP COM 493267108 15,076 584,351 SH SOLE 584,351 KEYNOTE COM 493308100 11 1,000 SH SOLE 1,000 KEYSPAN CORPORATION COM 49337W100 6,924 181,588 SH SOLE 181,588 KEYSTONE PROPERTY TRUST COM 493596100 12 900 SH SOLE 900 KILROY REALTY (REIT) COM 49427F108 21 800 SH SOLE 800 KIMBALL INTL CL B 494274103 1,379 102,600 SH SOLE 102,600
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- KIMBERLY-CLARK CORP COM 494368103 47,951 706,935 SH SOLE 706,935 KIMCO REALTY CORP (REIT) COM 49446R109 86 2,000 SH SOLE 2,000 KINDER MORGAN INC COM 49455P101 8,238 154,847 SH SOLE 154,847 KING PHARMACEUTICALS INC. COM 495582108 9,090 223,063 SH SOLE 223,063 KIRBY CORP. COM 497266106 1,332 66,600 SH SOLE 66,600 KLA-TENCOR CORPORATION COM 482480100 9,854 250,264 SH SOLE 250,264 KNIGHT TRADING GROUP INC. COM 499063105 1,081 73,900 SH SOLE 73,900 KNIGHT TRANSPORTATION INC COM 499064103 20 800 SH SOLE 800 KNIGHT-RIDDER INC COM 499040103 5,380 100,171 SH SOLE 100,171 KOGER EQUITY INC (REIT) COM 500228101 10 700 SH SOLE 700 KOHL'S CORPORATION COM 500255104 27,088 439,093 SH SOLE 439,093 KONOVER PROPERTY INC. COM 50047R100 7 1,600 SH SOLE 1,600 KOPIN CORPORATION COM 500600101 914 159,000 SH SOLE 159,000 KORN/FERRY INTL COM NEW 500643200 1,597 95,200 SH SOLE 95,200 KOSAN BIOSCIENCES INC COM 50064W107 16 1,800 SH SOLE 1,800 KPMG CONSULTING INC COM 48265R109 61 4,700 SH SOLE 4,700 KRAMONT REALTY TRUST COM SH 50075Q107 15 1,400 SH SOLE 1,400 BEN INT KRISPY KREME DOUGHNUTS COM 501014104 29 800 SH SOLE 800 KROGER CO COM 501044101 1,354 52,500 SH OTHER (1) - 52,500 KROGER CO COM 501044101 27,825 1,078,897 SH SOLE 1,078,897 KROLL-O'GARA COMPANY COM 501050108 40 7,500 SH SOLE 7,500 KRONOS INCORPORATED COM 501052104 995 31,650 SH SOLE 31,650 K-SWISS INC. CLASS A CL A 482686102 82 3,200 SH SOLE 3,200 KULICKE & SOFFA INDS INC COM 501242101 1,850 136,400 SH SOLE 136,400 L-3 COMMUNICATIONS COM 502424104 1,532 19,400 SH SOLE 19,400 LAB CORP OF AMERICA COM NEW 50540R409 2,591 21,550 SH SOLE 21,550 LABONE INC COM 50540L105 8 1,300 SH SOLE 1,300 LABOR READY INCORPORATED COM NEW 505401208 32 10,300 SH SOLE 10,300 LABRANCHE & CO INC COM 505447102 923 28,700 SH SOLE 28,700 LACLEDE GAS COMPANY COM 505588103 1,216 52,200 SH SOLE 52,200 LAFARGE CORP. COMMON COM 505862102 1,198 39,500 SH SOLE 39,500 LAKELAND FINL CORP COM 511656100 13 800 SH SOLE 800 LAM RESEARCH CORPORATION COM 512807108 1,000 42,100 SH OTHER (1) - 42,100 LAM RESEARCH CORPORATION COM 512807108 1,712 72,100 SH SOLE 72,100 LAMAR ADVERTISING CL A 512815101 1,709 46,500 SH SOLE 46,500 LANCASTER COLONY CORP COM 513847103 2,854 98,200 SH SOLE 98,200 LANCE INC COM 514606102 836 74,300 SH SOLE 74,300 LANDAMERICA FINANCIAL GRP COM 514936103 1,466 41,200 SH SOLE 41,200 LANDRY'S SEAFOOD RES COM 51508L103 82 7,200 SH SOLE 7,200 LANDS END COM 515086106 2,144 78,100 SH SOLE 78,100 LANDSTAR SYSTEMS INC COM 515098101 1,477 21,800 SH SOLE 21,800 LANTRONIX INC. COM 516548104 3 600 SH SOLE 600 LARGE SCALE BIOLOGY CORP. COM 517053104 6 1,200 SH SOLE 1,200 LATITUDE COMMUNICATION COM 518292107 2 400 SH SOLE 400 LATTICE SEMICONDUCTOR COM 518415104 38,900 SH OTHER (1) - 38,900 LATTICE SEMICONDUCTOR COM 518415104 1,133 62,300 SH SOLE 62,300 LAWSON PRODUCTS INC COM 520776105 62 2,500 SH SOLE 2,500 LA-Z-BOY CHAIR CO. COM 505336107 3,001 168,600 SH SOLE 168,600 LEAP WIRELESS INTL. INC COM 521863100 2,051 73,100 SH SOLE 73,100 LEAR CORPORATION COM 521865105 1,099 37,500 SH SOLE 37,500 LEARNING TREE INTER. COM 522015106 1,154 55,700 SH SOLE 55,700
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- LEE ENTERPRISES COM 523768109 770 25,300 SH SOLE 25,300 LEGATO SYSTEMS INC COM 524651106 2,671 221,400 SH SOLE 221,400 LEGG MASON INC COM 524901105 1,537 36,500 SH SOLE 36,500 LEGGETT & PLATT INC COM 524660107 5,048 262,528 SH SOLE 262,528 LEHMAN BROS HOLDING INC COM 524908100 3,041 48,500 SH OTHER (1) - 48,500 LEHMAN BROS HOLDING INC COM 524908100 21,313 339,920 SH SOLE 339,920 LENNAR CORPORATION COM 526057104 1,469 36,845 SH SOLE 36,845 LENNOX INTERNATIONAL INC. COM 526107107 1,605 155,783 SH SOLE 155,783 LEUCADIA NATIONAL CORP. COM 527288104 1,023 31,800 SH SOLE 31,800 LEVEL 3 COMM INC. COM 52729N100 3,708 213,400 SH SOLE 213,400 LEXAR MEDIA INC COM 52886P104 2 1,400 SH SOLE 1,400 LEXENT INC COM 52886Q102 4 1,000 SH SOLE 1,000 LEXICON GENETICS INC COM 528872104 12 1,900 SH SOLE 1,900 LEXMARK INT'L GROUP INC CL A 529771107 7,704 169,248 SH SOLE 169,248 LIBBEY INC COM 529898108 1,153 38,600 SH SOLE 38,600 LIBERATE TECHNOLOGIES COM 530129105 495 59,500 SH SOLE 59,500 LIBERTY CORPORATION COM 530370105 1,767 52,000 SH SOLE 52,000 LIBERTY DIGITAL INC CL.A CL A 530436104 4 700 SH SOLE 700 LIBERTY FINANCIAL CO COM 530512102 1,169 28,100 SH SOLE 28,100 LIBERTY PROP TR (REIT) COM 531172104 56 2,000 SH SOLE 2,000 LIBERTY SATELLITE COM 531182103 3 1,900 SH SOLE 1,900 LIFEMINDERS INC COM 53220Q105 1 1,300 SH SOLE 1,300 LIFEPOINT HOSPITALS INC COM 53219L109 3,010 84,200 SH SOLE 84,200 LIGAND PHARMACEUTICALS CL B 53220K207 673 68,800 SH SOLE 68,800 LIGHTPATH TECH INC - CL A CL A 532257102 8 600 SH SOLE 600 LILLIAN VERNON COM 532430105 20 2,800 SH SOLE 2,800 LILLY (ELI) & CO COM 532457108 115,581 1,507,731 SH SOLE 1,507,731 LIMITED INC COM 532716107 9,009 573,070 SH SOLE 573,070 LINCARE HOLDING COM 532791100 1,599 30,200 SH SOLE 30,200 LINCOLN ELECTRIC HOLDINGS COM 533900106 2,354 109,500 SH SOLE 109,500 LINCOLN NATL CORP COM 534187109 1,019 24,000 SH OTHER (1) - 24,000 LINCOLN NATL CORP COM 534187109 10,955 257,945 SH SOLE 257,945 LINDSAY MFG CO COM 535555106 544 29,400 SH SOLE 29,400 LINEAR TECHNOLOGY COM 535678106 969 23,600 SH OTHER (1) - 23,600 LINEAR TECHNOLOGY COM 535678106 17,409 423,968 SH SOLE 423,968 LINENS 'N THINGS INC COM 535679104 2,912 105,900 SH SOLE 105,900 LIONBRIDGE TECHNOLOGIES COM 536252109 2 800 SH SOLE 800 LIQUI BOX CORPORATION COM 536314107 9 200 SH SOLE 200 LIQUID AUDIO COM 53631T102 4 1,500 SH SOLE 1,500 LITTELFUSE INC COM 537008104 1,269 50,500 SH SOLE 50,500 LITTON INDUSTRIES INC COM 538021106 2,097 26,100 SH SOLE 26,100 LIZ CLAIBORNE INC COM 539320101 3,299 70,108 SH SOLE 70,108 LNR PROPERTY CORPORATION COM 501940100 1,795 63,300 SH SOLE 63,300 LOCKHEED MARTIN CORP COM 539830109 20,914 586,648 SH SOLE 586,648 LOEWS CINEPLEX ENTERTAIN COM 540423100 0 900 SH SOLE 900 LOEWS CORPORATION COM 540424108 16,374 275,614 SH SOLE 275,614 LONE STAR STEAK HOUSE COM 542307103 13 1,400 SH SOLE 1,400 LONE STAR TECHNOLOGY COM 542312103 2,655 62,100 SH SOLE 62,100 LONGS DRUG STORES INC COM 543162101 3,766 127,418 SH SOLE 127,418 LONGVIEW FIBRE CO COM 543213102 1,703 131,000 SH SOLE 131,000 LOOKSMART LTD COM 543442107 3 2,400 SH SOLE 2,400
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- LORAL SPACE & COMM COM G56462107 1,644 750,700 SH SOLE 750,700 LOUDEYE TECH INC. COM 545754103 1 1,300 SH SOLE 1,300 LOUIS DREYFUS NAT. GAS COM 546011107 925 25,000 SH SOLE 25,000 LOUISIANA-PACIFIC CORP COM 546347105 3,286 341,951 SH SOLE 341,951 LOWES COMPANIES INC COM 548661107 30,142 515,683 SH SOLE 515,683 LSB BANCSHARES INC COM 502158108 6 500 SH SOLE 500 LSI LOGIC COM 502161102 6,848 435,360 SH SOLE 435,360 LTC PROPERTYS INC. COM 502175102 7 1,800 SH SOLE 1,800 LTX CORPORATION COM 502392103 2,282 122,100 SH SOLE 122,100 LUBRIZOL CORP COM 549271104 921 30,400 SH SOLE 30,400 LUBY'S INC. COM 549282101 53 7,000 SH SOLE 7,000 LUCENT TECHNOLOGIES INC COM 549463107 46,064 4,620,409 SH SOLE 4,620,409 LUMINENT INC. COM 55027R103 65 24,400 SH SOLE 24,400 LUMINEX CORP COM 55027E102 15 800 SH SOLE 800 LYDALL INC COM 550819106 56 5,400 SH SOLE 5,400 LYNX EXPL CO COM NEW 551812308 3 300 SH SOLE 300 LYONDELL CHEMICAL CO COM 552078107 989 68,800 SH SOLE 68,800 M&T BANK CORPORATION COM 55261F104 3,849 55,063 SH SOLE 55,063 M.S. CARRIERS INC COM 553533100 980 32,000 SH SOLE 32,000 MACDERMID INC COM 554273102 1,441 79,700 SH SOLE 79,700 MACERICH COMPANY (REIT) COM 554382101 20 900 SH SOLE 900 MACK CALI REALTY (REIT) COM 554489104 65 2,400 SH SOLE 2,400 MACROMEDIA INC COM 556100105 495 30,800 SH SOLE 30,800 MACROVISION INC COM 555904101 1,250 28,700 SH SOLE 28,700 MADISON GAS & ELECTRIC COM 557497104 989 42,300 SH SOLE 42,300 MAF BANCORP COM 55261R108 1,818 66,425 SH SOLE 66,425 MAGNETEK INC COM 559424106 589 62,500 SH SOLE 62,500 MAGNUM HUNTER RESOURCES COM 55972F203 724 61,600 SH SOLE 61,600 MAIL.COM INC CL A 560311102 1 1,600 SH SOLE 1,600 MAIL-WELL INC COM 560321200 6 1,300 SH SOLE 1,300 MAINE PUBLIC SERVICES COM 560483109 3 100 SH SOLE 100 MANAGEMENT NETWORK GROUP COM 561693102 8 1,500 SH SOLE 1,500 MANDALAY RESORT GROUP MANDALAY 562567107 885 44,300 SH SOLE 44,300 MANHATTAN ASSOCIATES INC. COM 562750109 92 5,900 SH SOLE 5,900 MANITOWOC COMPANY INC COM 563571108 1,532 61,762 SH SOLE 61,762 MANNING GREG AUCTIONS COM 563823103 2 800 SH SOLE 800 MANOR CARE INC COM 564055101 2,800 137,253 SH SOLE 137,253 MANPOWER INC. COM 56418H100 1,284 44,600 SH SOLE 44,600 MANUF. HOME COMMUN.(REIT) COM 564682102 14 500 SH SOLE 500 MANUFACTURERS SERVICES COM 565005105 4 1,400 SH SOLE 1,400 MANUGISTICS INC COM 565011103 696 38,000 SH SOLE 38,000 MANULIFE FINANCIAL CORP COM 56501R106 137 5,180 SH SOLE 5,180 MAPINFO CORPORATION COM 565105103 686 38,625 SH SOLE 38,625 MARCHFIRST INC COM 566244109 1 4,116 SH SOLE 4,116 MARCUS CORP COM 566330106 1,122 81,325 SH SOLE 81,325 MARIMBA COM 56781Q109 7 2,000 SH SOLE 2,000 MARINE DRILLING CO. COM 568240204 901 33,800 SH SOLE 33,800 MARINE PRODUCTS CORP COM 568427108 0 180 SH SOLE 180 MARITRANS INC COM 570363101 8 900 SH SOLE 900 MARKEL CORP. COM 570535104 804 4,300 SH SOLE 4,300 MARKETWATCH.COM INC COM 570619106 1 400 SH SOLE 400
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- MARRIOTT INT'L - CL A CL A 571903202 13,343 324,006 SH SOLE 324,006 MARSH & MCLENNAN COS. INC COM 571748102 1,406 14,800 SH OTHER (1) - 14,800 MARSH & MCLENNAN COS. INC COM 571748102 34,703 365,178 SH SOLE 365,178 MARSH SUPER MARKETS CL B 571783208 12 1,000 SH SOLE 1,000 MARSHALL & ILSLEY COM 571834100 3,184 60,285 SH SOLE 60,285 MARTEK BIOSCIENCES COM 572901106 674 43,500 SH SOLE 43,500 MARTIN MARIETTA MATERIALS COM 573284106 1,157 27,100 SH SOLE 27,100 MARVEL ENTERPRISES I COM 57383M108 4 2,300 SH SOLE 2,300 MASCO CORP COM 574599106 14,505 600,910 SH SOLE 600,910 MASSEY ENERGY COMPANY COM 576206106 5,081 212,400 SH SOLE 212,400 MASTEC INC COM 576323109 1,649 122,050 SH SOLE 122,050 MATERIAL SCIENCES CORP COM 576674105 36 4,500 SH SOLE 4,500 MATRIX PHARMACEUTICALS COM 576844104 576 64,000 SH SOLE 64,000 MATRIXONE INC. COM 57685P304 20 1,200 SH SOLE 1,200 MATTEL INC COM 577081102 10,182 573,951 SH SOLE 573,951 MATTHEWS INTERNATIONAL CL A 577128101 1,116 34,100 SH SOLE 34,100 MATTSON TECHNOLOGY COM 577223100 17 1,100 SH SOLE 1,100 MAUI LD & PINEAPPLE COM 577345101 15 800 SH SOLE 800 MAVERICK TUBE CORP COM 577914104 1,763 85,600 SH SOLE 85,600 MAXIM INTEGRATED PROD COM 57772K101 15,685 377,126 SH SOLE 377,126 MAXIM PHARMACEUTICAL COM 57772M107 6 900 SH SOLE 900 MAXIMUS INCORPORATED COM 577933104 1,632 55,100 SH SOLE 55,100 MAXTOR CORP COM NEW 577729205 2,057 293,800 SH SOLE 293,800 MAXWELL TECHNOLOGIES INC COM 577767106 19 1,000 SH SOLE 1,000 MAXXAM INC COM 577913106 5 400 SH SOLE 400 MAXYGEN COM 577776107 978 80,800 SH SOLE 80,800 MAY DEPT STORES CO COM 577778103 14,280 402,474 SH SOLE 402,474 MAYORS JEWELERS INC COM 578462103 20 4,900 SH SOLE 4,900 MAYTAG CORP COM 578592107 3,341 103,595 SH SOLE 103,595 MBIA INC COM 55262C100 10,795 133,802 SH SOLE 133,802 MBNA CORP COM 55262L100 38,226 1,154,872 SH SOLE 1,154,872 MCCLATCHY COMPANY - CL A CL A 579489105 1,058 26,200 SH SOLE 26,200 MCCORMICK & CO COM NON 579780206 1,663 39,600 SH SOLE 39,600 VTG MCDATA CORP CLASS A CL A 580031201 49 2,618 SH SOLE 2,618 MCDATA CORP CLASS B CL B 580031102 11 500 SH SOLE 500 MCDERMOTT INTL INC COM 580037109 2,544 201,079 SH SOLE 201,079 MCDONALD'S CORP COM 580135101 46,876 1,765,609 SH SOLE 1,765,609 MCGRAW HILL INC COM 580645109 2,314 38,800 SH OTHER (1) - 38,800 MCGRAW HILL INC COM 580645109 15,768 264,346 SH SOLE 264,346 MCK COMMUNICATIONS COM 581243102 3 1,600 SH SOLE 1,600 MCKESSON HBOC INC COM 58155Q103 10,475 391,605 SH SOLE 391,605 MCLEODUSA INCORPORATED COM 582266102 3,206 368,992 SH SOLE 368,992 MCMORAN EXPLORATION COM 582411104 542 38,600 SH SOLE 38,600 MCN ENERGY GROUP INC COM 55267J100 1,380 53,500 SH SOLE 53,500 MCSI INC. COM 55270M108 461 31,100 SH SOLE 31,100 MDC HOLDINGS INC COM 552676108 2,686 68,270 SH SOLE 68,270 MDU RESOURCES COM 552690109 1,350 37,800 SH SOLE 37,800 MEAD CORP COM 582834107 3,393 135,238 SH SOLE 135,238 MEADE INSTRUMENTS CORP. COM 583062104 3 800 SH SOLE 800 MECHANICAL TECH INC COM 583538103 8 1,800 SH SOLE 1,800 MEDAREX INC. COM 583916101 694 41,600 SH SOLE 41,600
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- MEDIA ARTS GROUP COM 58439C102 9 2,000 SH SOLE 2,000 MEDIA GENERAL INC CL A CL A 584404107 3,007 65,230 SH SOLE 65,230 MEDIACOM COMMUNICATION CL A 58446K105 27 1,400 SH SOLE 1,400 MEDICAL ASSURANCE INC COM 58449U100 703 57,156 SH SOLE 57,156 MEDICALOGIC COM 584642102 3 1,846 SH SOLE 1,846 MEDICIS PHARM-CL A CL A 584690309 816 18,200 SH SOLE 18,200 MEDIMMUNE INC COM 584699102 10,151 282,953 SH SOLE 282,953 MEDQUIST INC. COM 584949101 26 1,217 SH SOLE 1,217 MEDTRONIC INC COM 585055106 73,557 1,608,106 SH SOLE 1,608,106 MELLON FINANCIAL CORP COM 58551A108 26,862 662,946 SH SOLE 662,946 MEMBERWORKS INC COM 586002107 921 39,200 SH SOLE 39,200 MEMC ELECTRONIC MATERIALS COM 552715104 1,394 200,512 SH SOLE 200,512 MENS WEARHOUSE COM 587118100 2,556 118,450 SH SOLE 118,450 MENTOR CORP MINN COM 587188103 1,505 66,900 SH SOLE 66,900 MENTOR GRAPHICS CORP. COM 587200106 765 37,100 SH SOLE 37,100 MERCANTILE COM 587405101 1,516 40,975 SH SOLE 40,975 MERCATOR SOFTWARE INC. COM 587587106 2 500 SH SOLE 500 MERCHANTS BANCSHARES INC. COM 588448100 13 500 SH SOLE 500 MERCK & CO COM 589331107 8,228 108,400 SH OTHER (1) - 108,400 MERCK & CO COM 589331107 234,014 3,083,258 SH SOLE 3,083,258 MERCURY COMPUTER SYSTEMS COM 589378108 2,107 54,900 SH SOLE 54,900 MERCURY GEN CORP COM 589400100 1,017 31,300 SH SOLE 31,300 MERCURY INTERACTIVE COM 589405109 4,627 110,490 SH SOLE 110,490 MEREDITH CORP COM 589433101 2,376 68,071 SH SOLE 68,071 MERIDIAN GOLD INC COM 589975101 18 2,900 SH SOLE 2,900 MERIDIAN RESOURCE COM 58977Q109 963 135,000 SH SOLE 135,000 MERISTAR HOSPITALITY CORP COM 58984Y103 32 1,600 SH SOLE 1,600 MERIX CORP COM 590049102 5 400 SH SOLE 400 MERRILL LYNCH & CO COM 590188108 60,571 1,093,328 SH SOLE 1,093,328 MESA AIR GROUP INC COM 590479101 766 91,500 SH SOLE 91,500 MESABA HLDGS INC COM 59066B102 563 50,600 SH SOLE 50,600 MESTEK INC COM 590829107 14 700 SH SOLE 700 META GROUP INC. COM 591002100 2 1,100 SH SOLE 1,100 METALS USA INC COM 591324108 3 1,000 SH SOLE 1,000 METASOLV INC. COM 59139P104 14 1,000 SH SOLE 1,000 METAWAVE COM. CORPORATION COM 591409107 8 1,300 SH SOLE 1,300 METHODE ELEC INC CLASS A CL A 591520200 1,802 100,450 SH SOLE 100,450 METLIFE INC COM 59156R108 637 21,200 SH OTHER (1) - 21,200 METLIFE INC COM 59156R108 18,722 623,059 SH SOLE 623,059 METRICOM INC COM 591596101 158 76,500 SH SOLE 76,500 METRIS COMPANIES COM 591598107 776 37,350 SH SOLE 37,350 METRO GOLDWYN MAYER INC COM 591610100 2,051 119,637 SH SOLE 119,637 METRO INFORMATION SVCS COM 59162P104 9 1,300 SH SOLE 1,300 METRO ONE TELECOM COM 59163F105 973 29,700 SH SOLE 29,700 METROCALL INCORPORATED COM 591647102 0 1,000 SH SOLE 1,000 METROMEDIA FIBER NETWORK CL A 591689104 1,563 285,210 SH SOLE 285,210 METROMEDIA INTL GROUP INC COM 591695101 720 230,100 SH SOLE 230,100 MGI PHARMA INC COM 552880106 11 1,000 SH SOLE 1,000 MGIC INVESTMENT CORP WISC COM 552848103 9,856 144,060 SH SOLE 144,060 MGM MIRAGE COM 552953101 2,312 92,100 SH SOLE 92,100 MICHAEL FOODS INC COM 594079105 1,518 50,800 SH SOLE 50,800
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- MICHAELS STORES INC. COM 594087108 820 27,400 SH SOLE 27,400 MICREL INC COM 594793101 1,375 49,200 SH SOLE 49,200 MICROCHIP TECHNOLOGY INC COM 595017104 715 28,250 SH OTHER (1) - 28,250 MICROCHIP TECHNOLOGY INC COM 595017104 1,912 75,553 SH SOLE 75,553 MICROFINANCIAL INC COM 595072109 16 1,400 SH SOLE 1,400 MICROMUSE INC COM 595094103 1,688 44,668 SH SOLE 44,668 MICRON ELECTRONICS COM 595100108 409 243,200 SH SOLE 243,200 MICRON TECHNOLOGY INC COM 595112103 33,426 804,879 SH SOLE 804,879 MICROS SYSTEMS INC COM 594901100 1,010 49,900 SH SOLE 49,900 MICROSEMI CORP. COM 595137100 991 35,400 SH SOLE 35,400 MICROSOFT CORP COM 594918104 6,448 117,900 SH OTHER (1) - 117,900 MICROSOFT CORP COM 594918104 389,972 7,130,818 SH SOLE 7,130,818 MICROSTRATEGY INC. CL A 594972101 2 700 SH SOLE 700 MICROTUNE COM 59514P109 12 1,500 SH SOLE 1,500 MICROVISION INC WASH COM 594960106 14 900 SH SOLE 900 MID ATLANTIC MED SERVICES COM 59523C107 2,544 125,300 SH SOLE 125,300 MID-AMER APT CMN COM 59522J103 11 500 SH SOLE 500 MID-AMERICA BANCORP COM 595915109 628 27,318 SH SOLE 27,318 MIDAS INCORPORATED COM 595626102 56 4,300 SH SOLE 4,300 MIDCOAST ENERGY RES COM 59563W104 827 31,200 SH SOLE 31,200 MIDLAND CO COM 597486109 724 22,800 SH SOLE 22,800 MID-STATE BANCSHARES COM 595440108 866 56,800 SH SOLE 56,800 MIDWAY GAMES COM 598148104 760 104,066 SH SOLE 104,066 MIDWEST EXPRESS HLDGS COM 597911106 57 3,600 SH SOLE 3,600 MIDWEST GRAIN PRODUCTS COM 59832G104 12 1,500 SH SOLE 1,500 MIIX GROUP INC COM 59862V104 8 1,000 SH SOLE 1,000 MILACRON INC COM 598709103 1,777 98,100 SH SOLE 98,100 MILLENIUM CELL INC COM 60038B105 7 900 SH SOLE 900 MILLENIUM CHEMICAL INC COM 599903101 2,686 164,100 SH SOLE 164,100 MILLENNIUM PHARMACEUTICAL COM 599902103 3,889 127,684 SH SOLE 127,684 MILLER (HERMAN) INC COM 600544100 1,048 45,300 SH SOLE 45,300 MILLIPORE CORP COM 601073109 2,815 60,843 SH SOLE 60,843 MILLS CORP (REIT) COM 601148109 15 700 SH SOLE 700 MINE SAFETY APPLIANCES CO COM 602720104 764 29,900 SH SOLE 29,900 MINERALS TECH INC COM 603158106 1,782 51,000 SH SOLE 51,000 MINIMED INCORPORATED COM 60365K108 1,084 37,300 SH SOLE 37,300 MINNESOTA MNG & MFG CO COM 604059105 55,361 532,830 SH SOLE 532,830 MINNTECH CORP COM 604258103 16 1,900 SH SOLE 1,900 MIPS TECHNOLOGIES CL B 604567206 18 804 SH SOLE 804 MIPS TECHNOLOGIES INC. CL A 604567107 2,475 99,500 SH SOLE 99,500 MIRANT CORPORATION COM 604675108 391 11,000 SH SOLE 11,000 MISSISSIPPI CHEM CORP COM 605288208 22 6,500 SH SOLE 6,500 MISSISSIPPI VY BANCS COM 605720101 894 25,900 SH SOLE 25,900 MITCHELL ENERGY CL A CL A 606592202 1,507 28,700 SH SOLE 28,700 MKS INSTRUMENTS INC COM 55306N104 22 1,200 SH SOLE 1,200 MOBILE MINI INC COM 60740F105 810 29,400 SH SOLE 29,400 MODEM MEDIA POPPE TYSON COM 607533106 3 800 SH SOLE 800 MODINE MFG COM 607828100 1,942 75,400 SH SOLE 75,400 MODIS PROFESSIONAL SVCS COM 607830106 1,108 240,900 SH SOLE 240,900 MOHAWK INDUSTRIES INC COM 608190104 859 30,600 SH SOLE 30,600 MOLECULAR DEVICES COM 60851C107 1,870 41,100 SH SOLE 41,100
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- MOLEX INC COM 608554101 9,326 264,321 SH SOLE 264,321 MONACO COACH CORPORATION COM 60886R103 948 52,800 SH SOLE 52,800 MONSANTO CO COM 61166W101 39 1,100 SH SOLE 1,100 MONTANA POWER CO COM 612085100 876 62,100 SH SOLE 62,100 MONY GROUP INC COM 615337102 969 29,200 SH SOLE 29,200 MOODY'S CORP COM 615369105 5,893 213,843 SH SOLE 213,843 MOOG INCORPORATED CLASS A CL A 615394202 848 23,900 SH SOLE 23,900 MORGAN KEEGAN INC COM 617410105 2,160 79,850 SH SOLE 79,850 MORGAN ST DEAN WITTER DIS COM 617446448 2,033 38,000 SH OTHER (1) - 38,000 MORGAN ST DEAN WITTER DIS COM 617446448 80,937 1,512,826 SH SOLE 1,512,826 MORRISON MANAGEMENT SPECL COM 618459101 1,308 32,800 SH SOLE 32,800 MOTIENT CORPORATION COM 619908106 3 2,000 SH SOLE 2,000 MOTOROLA INC COM 620076109 42,377 2,971,690 SH SOLE 2,971,690 MOVADO GROUP INCORPORATED COM 624580106 24 1,700 SH SOLE 1,700 MP3.COM INC COM 62473M109 1 500 SH SOLE 500 MPOWER COMMUNICATIONS COM 62473J106 340 134,200 SH SOLE 134,200 MRO SOFTWARE COM 55347W105 489 60,600 SH SOLE 60,600 MRV COMMUNICATIONS INC COM 553477100 1,284 184,200 SH SOLE 184,200 MSC INDUSTRIAL DIRECT CL A 553530106 1,470 91,800 SH SOLE 91,800 MTR GAMING GROUP COM 553769100 5 900 SH SOLE 900 MUELLER INDUSTRIES INC COM 624756102 2,809 93,500 SH SOLE 93,500 MULTEX.COM INC COM 625367107 1,228 79,200 SH SOLE 79,200 MURPHY OIL COM 626717102 1,742 26,170 SH SOLE 26,170 MUTUAL RISK MGMT LTD COM 628351108 78 10,700 SH SOLE 10,700 MYERS INDUSTRIES INC COM 628464109 808 59,848 SH SOLE 59,848 MYLAN LABS COM 628530107 1,873 72,450 SH SOLE 72,450 MYRIAD GENETICS INC COM 62855J104 2,486 61,300 SH SOLE 61,300 N B T BANCORP INC. COM 628778102 966 57,900 SH SOLE 57,900 NABORS INDUSTRIES INC COM 629568106 1,322 25,500 SH OTHER (1) - 25,500 NABORS INDUSTRIES INC COM 629568106 10,287 198,436 SH SOLE 198,436 NACCO INDUSTRIES - CL A CL A 629579103 1,037 16,650 SH SOLE 16,650 NANOGEN INCORPORATED COM 630075109 10 1,500 SH SOLE 1,500 NANOMETRICS INC COM 630077105 5 300 SH SOLE 300 NASH FINCH CO COM 631158102 85 4,900 SH SOLE 4,900 NATIONAL BEVERAGE CO COM 635017106 10 1,200 SH SOLE 1,200 NATIONAL CITY CORP COM 635405103 21,962 821,027 SH SOLE 821,027 NATIONAL COMMERCE BANK COM 635449101 2,970 119,700 SH SOLE 119,700 NATIONAL DATA CORPORATION COM 635621105 441 18,900 SH SOLE 18,900 NATIONAL FUEL GAS CO COM 636180101 1,216 22,700 SH SOLE 22,700 NATIONAL INSTRUMENTS CORP COM 636518102 954 29,250 SH SOLE 29,250 NATIONAL PENN BANCSHARES COM 637138108 1,178 48,954 SH SOLE 48,954 NATIONAL PRESTO INDS INC COM 637215104 63 2,100 SH SOLE 2,100 NATIONAL PROCESSING INC COM 637229105 115 6,200 SH SOLE 6,200 NATIONAL SEMICONDUCTOR COM 637640103 6,327 236,536 SH SOLE 236,536 NATIONAL SERVICES INDUS COM 637657107 3,204 136,647 SH SOLE 136,647 NATIONAL STEEL CORP CL B CL B 637844309 6 2,400 SH SOLE 2,400 NATIONAL WESTERN LIFE CL A 638522102 743 8,400 SH SOLE 8,400 NATIONAL WIRELESS HLDGS COM 638560102 12 900 SH SOLE 900 NATIONAL-OILWELL INC COM 637071101 1,606 46,369 SH SOLE 46,369 NATIONSRENT COM 638588103 2 2,000 SH SOLE 2,000 NATIONWIDE FIN SVC CL A 638612101 2,419 63,687 SH SOLE 63,687
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- NATIONWIDE HEALTH (REIT) COM 638620104 18 1,100 SH SOLE 1,100 NATL CITY BANCORPORATION COM 635312101 13 700 SH SOLE 700 NATL GOLF PROPERTIES REIT COM 63623G109 20 800 SH SOLE 800 NATL HEALTH INVEST (REIT) COM 63633D104 8 700 SH SOLE 700 NATURAL MICROSYSTEMS CORP COM 638882100 817 92,000 SH SOLE 92,000 NATURES SUNSHINE PRODUCTS COM 639027101 28 4,100 SH SOLE 4,100 NAUTICA ENTERPRISES INC COM 639089101 1,609 89,700 SH SOLE 89,700 NAVIGANT INTERNATIONAL COM 63935R108 14 1,300 SH SOLE 1,300 NAVISITE COM 63935M109 4 2,500 SH SOLE 2,500 NAVISTAR INTL CORP COM 63934E108 1,825 80,026 SH SOLE 80,026 NBTY INCORPORATED COM 628782104 1,605 188,800 SH SOLE 188,800 NCH CORP COM 628850109 14 300 SH SOLE 300 NCI BUILDING SYS INC COM 628852105 764 45,200 SH SOLE 45,200 NCO GROUP INC COM 628858102 1,732 67,761 SH SOLE 67,761 NCR CORP COM 62886E108 5,080 130,163 SH SOLE 130,163 NEIMAN-MARCUS GROUP CL.B CL B 640204301 14 452 SH SOLE 452 NEIMAN-MARCUS GROUP INC A CL A 640204202 897 27,500 SH SOLE 27,500 NEON COMMUNICATIONS INC. COM 640506101 5 900 SH SOLE 900 NEON SYSTEMS COM 640509105 7 1,500 SH SOLE 1,500 NEOPHARM INC COM 640919106 9 400 SH SOLE 400 NEORX CORP COM 640520300 2 400 SH SOLE 400 NEOSE TECHN0LOGIES INC COM 640522108 872 35,600 SH SOLE 35,600 NET PERCEPTIONS INC COM 64107U101 1 900 SH SOLE 900 NET2PHONE INC COM 64108N106 15 1,600 SH SOLE 1,600 NETBANK COM 640933107 14 1,600 SH SOLE 1,600 NETCENTIVES INC COM 64108P101 2 2,000 SH SOLE 2,000 NETEGRITY COM 64110P107 1,878 76,250 SH SOLE 76,250 NETIQ CORP COM 64115P102 420 22,276 SH SOLE 22,276 NETOPIA INC COM 64114K104 6 2,100 SH SOLE 2,100 NETRATINGS INC COM 64116M108 10 900 SH SOLE 900 NETRO CORPORATION COM 64114R109 640 128,000 SH SOLE 128,000 NETSCOUT SYSTEMS INC COM 64115T104 372 72,500 SH SOLE 72,500 NETSOL INTERNATIONAL COM 64115A105 2 600 SH SOLE 600 NETSOLVE INC. COM 64115J106 4 600 SH SOLE 600 NETWORK ACCESS SOLUTIONS COM 64120S109 1 1,100 SH SOLE 1,100 NETWORK APPLIANCE INC COM 64120L104 7,147 425,102 SH SOLE 425,102 NETWORK COMMERCE INC. COM 64122T105 0 2,100 SH SOLE 2,100 NETWORK ENGINES INC. COM 64121A107 1 600 SH SOLE 600 NETWORK EQUIPMT TECH INC COM 641208103 23 5,500 SH SOLE 5,500 NETWORK PERIPHERALS INC COM 64121R100 4 600 SH SOLE 600 NETWORK PLUS CORP COM 64122D506 8 2,000 SH SOLE 2,000 NETWORKS ASSOCIATES INC COM 640938106 2,886 349,800 SH SOLE 349,800 NEUROCRINE BIOSCIENCES COM 64125C109 1,357 65,800 SH SOLE 65,800 NEUROGEN CORPORATION COM 64124E106 1,044 44,200 SH SOLE 44,200 NEW CENTURY EQUITY HOLD COM 64353J107 9 8,000 SH SOLE 8,000 NEW CENTURY FIN COM 64352D101 17 1,700 SH SOLE 1,700 NEW ENGLAND BUSINESS SERV COM 643872104 80 4,300 SH SOLE 4,300 NEW ERA OF NETWORKS COM 644312100 11 1,900 SH SOLE 1,900 NEW FOCUS INC COM 644383101 26 2,100 SH SOLE 2,100 NEW JERSEY RESOURCES COM 646025106 2,119 51,500 SH SOLE 51,500 NEW PLAN EXCEL REALTY TR COM 648053106 46 2,900 SH SOLE 2,900
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- NEW YORK COMMUNITY BC COM 649445103 3,351 115,545 SH SOLE 115,545 NEW YORK TIMES CL A CL A 650111107 8,998 219,615 SH SOLE 219,615 NEWELL RUBBERMAID INC COM 651229106 9,532 359,690 SH SOLE 359,690 NEWFIELD EXPLORATION CO. COM 651290108 859 24,600 SH SOLE 24,600 NEWHALL LAND & FARM CO. DEPOSITARY 651426108 20 800 SH SOLE 800 REC NEWMONT MINING CORP COM 651639106 4,153 257,641 SH SOLE 257,641 NEWPARK RESOURCES INC COM 651718504 1,607 178,800 SH SOLE 178,800 NEWPORT CORP COM 651824104 544 18,600 SH SOLE 18,600 NEWPORT NEWS SHIPBUILDING COM 652228107 1,002 20,500 SH SOLE 20,500 NEWPOWER HOLDINGS INC. COM 652463100 25 3,800 SH SOLE 3,800 NEXELL THERAPEUTICS COM NEW 65332H203 1 450 SH SOLE 450 NEXT LEVEL COMMUNICATIONS COM 65333U104 13 2,400 SH SOLE 2,400 NEXTCARD INC COM 65332K107 1,801 174,600 SH SOLE 174,600 NEXTEL COMUNICATIONS CL A CL A 65332V103 14,532 1,010,971 SH SOLE 1,010,971 NEXTEL PARTNERS INC CL A CL A 65333F107 221 16,100 SH SOLE 16,100 NIAGARA MOHAWK HOLDINGS COM 653520106 3,633 214,986 SH SOLE 214,986 NICOR INC COM 654086107 2,272 60,955 SH SOLE 60,955 NIKE CLASS B CL B 654106103 14,708 362,715 SH SOLE 362,715 NIKU CORP. COM 654113109 6 2,200 SH SOLE 2,200 NIPPON TELEGRAPH & TELE COM 654624105 216 6,700 SH SOLE 6,700 NISOURCE INC COM 65473P105 8,551 274,795 SH SOLE 274,795 NL INDUS INC COM 629156407 487 29,000 SH SOLE 29,000 NOBLE AFFILIATES COM 654894104 1,352 32,400 SH SOLE 32,400 NOBLE DRILLING CORP COM 655042109 8,386 181,660 SH SOLE 181,660 NOKIA ADR SPONSORED 654902204 707 29,453 SH SOLE 29,453 ADR NORDSON CORP COM 655663102 2,179 83,800 SH SOLE 83,800 NORDSTROM CORP COM 655664100 2,824 173,478 SH SOLE 173,478 NORFOLK SOUTHERN CORP COM 655844108 8,653 516,932 SH SOLE 516,932 NORTEK INC COM 656559101 14 500 SH SOLE 500 NORTEL NETWORKS CORP COM 656568102 34,368 2,446,201 SH SOLE 2,446,201 NORTH FORK BANK INC NY COM 659424105 2,491 96,000 SH SOLE 96,000 NORTH PITTSBURGH SYS COM 661562108 11 1,000 SH SOLE 1,000 NORTHEAST UTILITY COM 664397106 1,453 83,624 SH SOLE 83,624 NORTHERN TRUST COM 665859104 18,508 296,134 SH SOLE 296,134 NORTHFIELD LABS INC COM 666135108 11 1,100 SH SOLE 1,100 NORTHPOINT COMMUNICATIONS COM 666610100 0 3,700 SH SOLE 3,700 NORTHROP CORP COM 666807102 8,401 96,569 SH SOLE 96,569 NORTHWEST AIRLINES CORP A CL A 667280101 1,113 49,200 SH SOLE 49,200 NORTHWEST BANCORP INC COM 667328108 1,176 119,049 SH SOLE 119,049 NORTHWEST NATURAL GAS CO. COM 667655104 1,716 71,500 SH SOLE 71,500 NORTHWESTERN CORP COM 668074107 1,585 64,700 SH SOLE 64,700 NOVA CORP COM 669784100 695 37,700 SH SOLE 37,700 NOVATEL WIRELESS INC. COM 66987M109 5 2,400 SH SOLE 2,400 NOVELL INC COM 670006105 2,197 439,409 SH SOLE 439,409 NOVELLUS SYSTEMS INC COM 670008101 7,674 189,188 SH SOLE 189,188 NOVEN PHARMACUTICALS COM 670009109 1,574 55,600 SH SOLE 55,600 NOVOSTE CORP COM 67010C100 718 40,900 SH SOLE 40,900 NPC INTERNATIONAL INC COM 629360306 16 1,500 SH SOLE 1,500 NPS PHARMACUTICALS COM 62936P103 1,581 75,300 SH SOLE 75,300 NRG ENERGY INC COM 629377102 961 26,400 SH OTHER (1) - 26,400 NS GROUP INC COM 628916108 13 1,200 SH SOLE 1,200
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- NSTAR COM 67019E107 1,171 30,567 SH SOLE 30,567 NTELOS INC. COM 67019U101 631 32,800 SH SOLE 32,800 NTL INCORPORATED COM 629407107 3,981 158,307 SH SOLE 158,307 NU SKIN ASIA PACIFIC INC. CL A 67018T105 28 3,300 SH SOLE 3,300 NUANCE COMMUNICATIONS COM 669967101 62 6,200 SH SOLE 6,200 NUCENTRIX BROADBAND NET COM 670198100 14 1,100 SH SOLE 1,100 NUCOR CORPORATION COM 670346105 4,202 104,875 SH SOLE 104,875 NUEBERGER BERMAN INC. COM 641234109 1,754 28,200 SH SOLE 28,200 NUEVO ENERGY CORP. COM 670509108 858 48,400 SH SOLE 48,400 NUI CORPORATION COM 629431107 980 36,300 SH SOLE 36,300 NUMERICAL TECHNOLOGIES COM 67053T101 66 6,700 SH SOLE 6,700 NVIDIA COMMON STOCK COM 67066G104 2,668 41,100 SH SOLE 41,100 NVR INC COM 62944T105 880 5,400 SH SOLE 5,400 NYFIX INC COM 670712108 1,440 62,800 SH SOLE 62,800 O2WIRELESS SOLUTIONS INC. COM 689803104 2 1,000 SH SOLE 1,000 OAK TECHNOLOGY INC COM 671802106 831 140,700 SH SOLE 140,700 OAKLEY INC COM 673662102 3,135 176,400 SH SOLE 176,400 OCCIDENTAL PETRO CORP COM 674599105 2,619 105,800 SH OTHER (1) - 105,800 OCCIDENTAL PETRO CORP COM 674599105 12,304 497,120 SH SOLE 497,120 OCEAN ENERGY INC COM 67481E106 1,599 96,600 SH SOLE 96,600 OCEANEERING INTL INC. COM 675232102 1,370 63,700 SH SOLE 63,700 OCEANFIRST FINANCIAL CORP COM 675234108 653 28,100 SH SOLE 28,100 O'CHARLEYS INCORPORATED COM 670823103 928 44,300 SH SOLE 44,300 OCULAR SCIENCES COM 675744106 1,056 59,300 SH SOLE 59,300 OCWEN FINANCIAL CORP COM 675746101 1,465 172,520 SH SOLE 172,520 OFFICE DEPOT COM 676220106 3,512 401,399 SH SOLE 401,399 OFFICEMAX INCORPORATED COM 67622M108 1,058 282,100 SH SOLE 282,100 OFFSHORE LOGISTICS COM 676255102 1,509 60,800 SH SOLE 60,800 OGE ENERGY CORP COM 670837103 1,037 45,100 SH SOLE 45,100 OHIO CASUALTY CORP COM 677240103 1,460 155,200 SH SOLE 155,200 OIL DRI CORP OF AMERICA COM 677864100 3 400 SH SOLE 400 OIL FIELD MACH & EQUIP COM 678026105 11 1,000 SH SOLE 1,000 OLD DOMINION FREIGHT COM 679580100 12 1,200 SH SOLE 1,200 OLD KENT FINANCIAL CORP COM 679833103 7,153 188,235 SH SOLE 188,235 OLD NATL BANCORP COM 680033107 747 35,561 SH SOLE 35,561 OLD REPUBLIC INTL CORP COM 680223104 2,030 71,475 SH SOLE 71,475 OLIN CORP COM 680665205 2,329 114,200 SH SOLE 114,200 OM GROUP INC. COM 670872100 1,060 19,900 SH SOLE 19,900 OMEGA FINL CORP COM 682092101 14 500 SH SOLE 500 OMEGA HEALTHCARE (REIT) COM 681936100 4 1,900 SH SOLE 1,900 OMI CORP (NEW) COM Y6476W104 970 149,700 SH SOLE 149,700 OMNICARE INC COM 681904108 1,145 53,400 SH SOLE 53,400 OMNICOM GROUP COM 681919106 19,320 233,106 SH SOLE 233,106 OMNISKY CORPORATION COM 68213L103 6 2,900 SH SOLE 2,900 OMNIVISION TECHNOLOGIES COM 682128103 5 1,400 SH SOLE 1,400 OMNOVA SOLUTIONS INC COM 682129101 714 107,600 SH SOLE 107,600 ON ASSIGNMENT INC. COM 682159108 1,217 58,300 SH SOLE 58,300 ON COMMAND CORPORATION COM 682160106 9 1,500 SH SOLE 1,500 ONEOK INCORPORATED COM 682680103 1,629 39,835 SH SOLE 39,835 ONESOURCE INFORMATION COM 68272J106 3 500 SH SOLE 500 ONI SYSTEMS CORP COM 68273F103 80 4,100 SH SOLE 4,100
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- ONIEDA LIMITED COM 682505102 646 40,500 SH SOLE 40,500 ONYX PHARM. INC. COM 683399109 12 1,200 SH SOLE 1,200 ONYX SOFTWARE CORP COM 683402101 746 92,900 SH SOLE 92,900 OPEN MARKET COM 68370M100 1 1,000 SH SOLE 1,000 OPENWAVE SYSTEMS INC. COM 683718100 1,927 97,115 SH SOLE 97,115 OPLINK COMMUNICATIONS INC COM 68375Q106 17 4,600 SH SOLE 4,600 OPNET TECHNOLOGIES COM 683757108 13 800 SH SOLE 800 OPTICAL CABLE COM 683827109 1,635 142,950 SH SOLE 142,950 OPTICAL COMM. PRODUCT COM 68382T101 104 14,800 SH SOLE 14,800 ORACLE CORPORATION COM 68389X105 1,760 117,500 SH OTHER (1) - 117,500 ORACLE CORPORATION COM 68389X105 112,016 7,477,724 SH SOLE 7,477,724 ORASURE TECHNOLOGIES INC COM 68554V108 736 88,600 SH SOLE 88,600 ORATEC INTERVENTIONS COM 68554M108 12 1,500 SH SOLE 1,500 ORBITAL SCIENCES CORP COM 685564106 67 11,100 SH SOLE 11,100 ORCHID BIOSCIENCES COM 68571P100 7 1,400 SH SOLE 1,400 O'REILLY AUTOMOTIVE INC COM 686091109 841 42,200 SH SOLE 42,200 ORGANIC INC. COM 68617E101 1 2,400 SH SOLE 2,400 ORGANOGENESIS COM 685906109 714 87,600 SH SOLE 87,600 ORIENTAL FINANCIAL GROUP COM 68618W100 7 500 SH SOLE 500 ORTHALLIANCE INC. CL A 687913103 4 2,100 SH SOLE 2,100 ORTHODONTIC CENTERS OF AM COM 68750P103 574 28,000 SH SOLE 28,000 OSHKOSH B'GOSH INC. CL A CL A 688222207 31 1,200 SH SOLE 1,200 OSHKOSH TRUCK CORP COM 688239201 1,645 46,350 SH SOLE 46,350 OSI PHARMACEUTICALS COM 671040103 852 21,500 SH SOLE 21,500 OSTEOTECH INC STK COM 688582105 23 4,200 SH SOLE 4,200 OTG SOFTWARE INC COM 671059103 10 1,600 SH SOLE 1,600 OTTER TAIL POWER CO COM 689648103 1,773 62,200 SH SOLE 62,200 OUTBACK STEAKHOUSE INC COM 689899102 1,127 44,275 SH SOLE 44,275 OVERSEAS SHIPHOLDING COM 690368105 2,372 86,300 SH SOLE 86,300 OWENS AND MINOR INC HLDG COM 690732102 1,711 103,500 SH SOLE 103,500 OWENS-ILLINOIS INC COM 690768403 42 4,900 SH SOLE 4,900 OXFORD HEALTH PLANS COM 691471106 1,502 56,135 SH SOLE 56,135 OXFORD INDUSTRIES INC COM 691497309 34 1,900 SH SOLE 1,900 OXIGENE INC COM 691828107 5 900 SH SOLE 900 OYO GEOSPACE CORPORATION COM 671074102 7 300 SH SOLE 300 P.F CHANGS CHINA BISTRO COM 69333Y108 938 26,800 SH SOLE 26,800 PACCAR INC COM 693718108 4,606 102,774 SH SOLE 102,774 PACIFIC CAPITAL COM 69404P101 2,000 69,700 SH SOLE 69,700 PACIFIC CENTURY FINANCIAL COM 694058108 877 46,150 SH SOLE 46,150 PACIFIC GULF PROP (REIT) COM 694396102 591 104,600 SH SOLE 104,600 PACIFIC NORTHWEST BANCORP COM 69466M103 14 700 SH SOLE 700 PACIFIC SUNWEAR OF CA. COM 694873100 2,272 82,625 SH SOLE 82,625 PACIFICARE HEALTH SYSTEMS COM 695112102 2,164 87,000 SH SOLE 87,000 PACKAGING CORP OF AMERICA COM 695156109 45 3,400 SH SOLE 3,400 PACKARD BIOSCIENCE CO. COM 695172205 14 1,900 SH SOLE 1,900 PACKETEER INC COM 695210104 3 1,100 SH SOLE 1,100 PACTIV CORPORATION COM 695257105 2,551 210,645 SH SOLE 210,645 PAC-WEST TELECOMM INC COM 69371Y101 38 10,900 SH SOLE 10,900 PALL CORP COM 696429307 3,616 164,943 SH SOLE 164,943 PALM COM 696642107 6,293 748,604 SH SOLE 748,604 PALM HARBOR HOMES INC COM 696639103 887 58,400 SH SOLE 58,400
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- PAN PACIFIC RETAIL PROP. COM 69806L104 20 900 SH SOLE 900 PANAMSAT CORP COM 697933109 1,881 48,000 SH SOLE 48,000 PANERA BREAD COMPANY CL A CL A 69840W108 5 200 SH SOLE 200 PAPA JOHN'S INT'L INC COM 698813102 1,372 57,600 SH SOLE 57,600 PARADIGM GENETICS INC COM 69900R106 2 400 SH SOLE 400 PARAMETRIC TECH COM 699173100 3,266 360,351 SH SOLE 360,351 PAREXEL INTERNATIONAL CO COM 699462107 859 69,100 SH SOLE 69,100 PARK ELECTROCHEMICAL COM 700416209 1,005 44,450 SH SOLE 44,450 PARK NATIONAL CORPORATION COM 700658107 2,483 28,625 SH SOLE 28,625 PARK OHIO HOLDINGS CORP COM 700666100 5 1,100 SH SOLE 1,100 PARK PLACE ENTERTAINMENT COM 700690100 1,762 171,900 SH SOLE 171,900 PARKER DRILLING CO. COM 701081101 1,498 234,100 SH SOLE 234,100 PARKER HANNIFIN CORP COM 701094104 6,200 156,088 SH SOLE 156,088 PARKERVISION INC COM 701354102 913 33,800 SH SOLE 33,800 PARKWAY PROPERTIES REIT COM 70159Q104 14 500 SH SOLE 500 PATHMARK STORE INC COM 70322A101 15 900 SH SOLE 900 PATINA OIL & GAS CO COM 703224105 1,525 57,100 SH SOLE 57,100 PATTERSON DENTAL COMPANY COM 703412106 1,205 39,200 SH SOLE 39,200 PATTERSON ENERGY COM 703414102 465 14,700 SH OTHER (1) - 14,700 PATTERSON ENERGY COM 703414102 680 21,500 SH SOLE 21,500 PAXAR CORPORATION COM 704227107 1,473 117,835 SH SOLE 117,835 PAXSON COMMUNICATIONS COM 704231109 1,523 156,200 SH SOLE 156,200 PAYCHEX INCORPORATED COM 704326107 18,276 493,111 SH SOLE 493,111 PAYLESS SHOESOURCE INC COM 704379106 792 12,716 SH SOLE 12,716 PBOC HOLDINGS INC. COM 69316G108 15 1,500 SH SOLE 1,500 PC CONNECTION INC. COM 69318J100 572 59,850 SH SOLE 59,850 P-COM INC. COM 693262107 3 2,600 SH SOLE 2,600 PC-TEL INC. COM 69325Q105 46 6,100 SH SOLE 6,100 PECO II INCORPORATED COM 705221109 7 600 SH SOLE 600 PEDIATRIX MEDICAL GROUP COM 705324101 992 44,700 SH SOLE 44,700 PEGASUS COMMUNICATIONS CL A 705904100 607 26,400 SH SOLE 26,400 PEGASUS SOLUTIONS INC. COM 705906105 68 7,600 SH SOLE 7,600 PENFORD COM 707051108 27 3,100 SH SOLE 3,100 PENN ENGINEERING & MFG COM NON 707389300 870 22,500 SH SOLE 22,500 VTG PENN TREATY AMERICAN CORP COM 707874103 10 1,000 SH SOLE 1,000 PENN VIRGINIA CORP COM 707882106 764 20,500 SH SOLE 20,500 PENN-AMER GROUP INC COM 707247102 9 900 SH SOLE 900 PENNEY J C INC COM 708160106 5,613 351,023 SH SOLE 351,023 PENNZOIL-QUAKER STATE COM 709323109 2,811 200,800 SH SOLE 200,800 PENTAIR COM 709631105 3,175 124,600 SH SOLE 124,600 PENTON MEDIA INC COM 709668107 1,291 88,700 SH SOLE 88,700 PENWEST PHARM CO COM 709754105 15 1,200 SH SOLE 1,200 PEOPLEPC INC COM 709776108 1 3,000 SH SOLE 3,000 PEOPLES BK BRIDGEPORT COM 710198102 948 36,800 SH SOLE 36,800 PEOPLES ENERGY CORP COM 711030106 1,878 48,314 SH SOLE 48,314 PEOPLES HLDG CO COM 711148106 9 500 SH SOLE 500 PEOPLESOFT INC COM 712713106 9,062 386,632 SH SOLE 386,632 PEP BOYS INC COM 713278109 94 15,400 SH SOLE 15,400 PEPSI BOTTLING GROUP COM 713409100 3,273 86,100 SH SOLE 86,100 PEPSIAMERICAS INC. COM 71343P200 1,437 92,100 SH SOLE 92,100 PEPSICO INC COM 713448108 83,701 1,904,491 SH SOLE 1,904,491
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- PEREGRINE SYSTEMS COM 71366Q101 1,697 87,000 SH SOLE 87,000 PERFORMANCE FOOD CORP. COM 713755106 2,389 45,500 SH SOLE 45,500 PERFORMANCE TECH. INC. COM 71376K102 15 1,100 SH SOLE 1,100 PERICOM SEMICONDUCTORS COM 713831105 887 68,900 SH SOLE 68,900 PERKINELMER INC COM 714046109 3,482 66,387 SH SOLE 66,387 PEROT SYSTEMS CORP CL A 714265105 2,744 250,600 SH SOLE 250,600 PERRIGO CO COM 714290103 1,838 186,100 SH SOLE 186,100 PERSISTENCE SOFTWARE INC COM 715329108 1 1,200 SH SOLE 1,200 PETSMART INCORPORATED COM 716768106 1,126 281,500 SH SOLE 281,500 PFF BANCORP INC COM 69331W104 762 33,200 SH SOLE 33,200 PFIZER INC COM 717081103 345,620 8,440,165 SH SOLE 8,440,165 PG&E CORP COM 69331C108 6,445 517,721 SH SOLE 517,721 PHARMACEUTICAL PRODUCT COM 717124101 2,700 64,100 SH SOLE 64,100 PHARMACIA CORPORATION COM 71713U102 87,030 1,727,810 SH SOLE 1,727,810 PHARMACOPEIA INC COM 71713B104 1,049 58,700 SH SOLE 58,700 PHARMACYCLICS INC. COM 716933106 914 40,600 SH SOLE 40,600 PHELPS DODGE CORP COM 717265102 4,282 106,558 SH SOLE 106,558 PHILA CONS HLDG INC. COM 717528103 845 30,600 SH SOLE 30,600 PHILADELPHIA SUBUR CORP COM 718009608 3,509 148,925 SH SOLE 148,925 PHILIP MORRIS COS INC COM 718154107 141,765 2,987,674 SH SOLE 2,987,674 PHILLIPS PETRO CO COM 718507106 18,923 343,744 SH SOLE 343,744 PHILLIPS-VAN HEUSEN COM 718592108 1,126 74,700 SH SOLE 74,700 PHOENIX TECHNOLOGIES COM 719153108 914 65,900 SH SOLE 65,900 PHOTON DYNAMICS INC. COM 719364101 82 3,900 SH SOLE 3,900 PHOTRONICS INC COM 719405102 2,039 82,600 SH SOLE 82,600 PICO HOLDINGS COM NEW 693366205 14 1,000 SH SOLE 1,000 PIEDMONT NATURAL GAS CO. COM 720186105 3,213 90,500 SH SOLE 90,500 PIER 1 IMPORTS INC GA COM 720279108 3,492 268,600 SH SOLE 268,600 PILGRIMS PRIDE COM 721467108 14 1,400 SH SOLE 1,400 PINNACLE ENTERTAINMENT COM 723456109 83 7,900 SH SOLE 7,900 PINNACLE HOLDINGS INC COM 72346N101 11 1,300 SH SOLE 1,300 PINNACLE SYSTEMS INC COM 723481107 1,189 140,900 SH SOLE 140,900 PINNACLE WEST CAPITAL COM 723484101 5,252 114,498 SH SOLE 114,498 PIONEER NATURAL RESOURCES COM 723787107 918 58,500 SH SOLE 58,500 PIONEER STANDARD ELECT COM 723877106 938 76,600 SH SOLE 76,600 PITNEY BOWES INC COM 724479100 11,839 340,696 SH SOLE 340,696 PITT-DES MOINES INC. COM 724508106 14 500 SH SOLE 500 PITTSTON BRINKS GROUP COM 725701106 2,873 132,400 SH SOLE 132,400 PIXAR INC. COM 725811103 843 27,400 SH SOLE 27,400 PIXELWORKS INC. COM 72581M107 11 1,100 SH SOLE 1,100 PLACER DOME INC ADR COM 725906101 2,152 248,776 SH SOLE 248,776 PLAINS ALL AMERN PIP UNIT LTD 726503105 22 1,000 SH SOLE 1,000 PARTN PLAINS RESOURCES INC COM PAR 726540503 939 44,700 SH SOLE 44,700 $0.10 PLANAR SYSTEMS INC. COM 726900103 351 27,500 SH SOLE 27,500 PLANTRONICS COM 727493108 505 28,400 SH SOLE 28,400 PLAYBOY ENTERPRISES INC CL B 728117300 7 700 SH SOLE 700 PLAYTEX PRODUCTS INC. COM 72813P100 1,416 154,100 SH SOLE 154,100 PLEXUS CORPORATION COM 729132100 2,691 105,000 SH SOLE 105,000 PLUM CREEK TIMBER COM 729251108 51 2,100 SH SOLE 2,100 PLX TECHNOLOGY INC COM 693417107 6 1,300 SH SOLE 1,300 PMA CAP CORP COM 693419202 940 54,100 SH SOLE 54,100
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- PMC COML TR SH BEN 693434102 13 1,000 SH SOLE 1,000 INT PNC BANK CORP COM 693475105 2,459 36,300 SH OTHER (1) - 36,300 PNC BANK CORP COM 693475105 26,660 393,513 SH SOLE 393,513 POGO PRODUCING COMPANY COM 730448107 3,996 135,400 SH SOLE 135,400 POLARIS INDUSTRIES INC COM 731068102 2,811 62,200 SH SOLE 62,200 POLAROID CORP COM 731095105 536 125,900 SH SOLE 125,900 POLYCOM INCORPORATED COM 73172K104 598 48,300 SH SOLE 48,300 POLYMEDICA CORPORATION COM 731738100 849 37,300 SH SOLE 37,300 POLYMER GROUP INC. COM 731745105 2 1,300 SH SOLE 1,300 POLYONE CORP - W/I COM 73179P106 2,395 263,200 SH SOLE 263,200 POMEROY COMPUTER COM 731822102 15 1,100 SH SOLE 1,100 POPE & TALBOT INC COM 732827100 50 4,000 SH SOLE 4,000 POPULAR INC. COM 733174106 153 5,200 SH SOLE 5,200 PORTAL SOFTWARE COM 736126103 3,689 437,200 SH SOLE 437,200 POST PROPERTIES INC(REIT) COM 737464107 42 1,200 SH SOLE 1,200 POTLATCH CORP COM 737628107 3,051 95,493 SH SOLE 95,493 POTOMAC ELECTRIC POWER COM 737679100 1,513 64,700 SH SOLE 64,700 POWELL INDUSTRIES COM 739128106 29 2,000 SH SOLE 2,000 POWER INTEGRATION COM 739276103 1,221 70,800 SH SOLE 70,800 POWER PLUG INC. COM 72919P103 19 1,300 SH SOLE 1,300 POWER-ONE INCORPORATED COM 739308104 1,489 102,758 SH SOLE 102,758 POWERTEL INCORPORATED COM 73936C109 1,197 21,761 SH SOLE 21,761 POWERWAVE TECH COM 739363109 383 28,100 SH OTHER (1) - 28,100 POWERWAVE TECH COM 739363109 501 36,800 SH SOLE 36,800 PPG INDUS INC COM 693506107 10,526 228,377 SH SOLE 228,377 PPL CORPORATION COM 69351T106 8,617 196,032 SH SOLE 196,032 PRAECIS PHARM INC COM 739421105 32 1,600 SH SOLE 1,600 PRAXAIR INC COM 74005P104 9,596 214,915 SH SOLE 214,915 PRE PAID LEGAL COM 740065107 593 57,200 SH SOLE 57,200 PRECISION CASTPARTS CORP COM 740189105 225 6,800 SH OTHER (1) - 6,800 PRECISION CASTPARTS CORP COM 740189105 1,150 34,800 SH SOLE 34,800 PREDICTIVE SYSTEMS COM 74036W102 3 1,700 SH SOLE 1,700 PRENTISS PROP TRUST REIT SH BEN 740706106 27 1,100 SH SOLE 1,100 INT PRESIDENTIAL LIFE CORP COM 740884101 1,246 75,500 SH SOLE 75,500 PRESSTEK INC. COM 741113104 892 82,000 SH SOLE 82,000 PRI AUTOMATION COM 69357H106 1,075 62,800 SH SOLE 62,800 PRICE COMMUNICATIONS COM NEW 741437305 2,519 146,355 SH SOLE 146,355 PRICE T ROWE & ASSOCIATES COM 741477103 4 139 SH SOLE 139 PRICELINE.COM INC COM 741503106 12 4,800 SH SOLE 4,800 PRICESMART INC COM 741511109 8 200 SH SOLE 200 PRIDE INTERNATIONAL INC COM 741932107 694 29,200 SH OTHER (1) - 29,200 PRIDE INTERNATIONAL INC COM 741932107 1,331 56,000 SH SOLE 56,000 PRIMA ENERGY CORP COM PAR 741901201 993 32,775 SH SOLE 32,775 $0.015 PRIME HOSPITALITY CORP COM 741917108 1,369 126,800 SH SOLE 126,800 PRIMEDIA INC COM 74157K101 632 100,340 SH SOLE 100,340 PRIMUS KNOWLEDGE SOLUTION COM 74163Q100 8 2,100 SH SOLE 2,100 PRIMUS TELECOMM GROUP COM 741929103 8 2,300 SH SOLE 2,300 PRINTRONIX INC COM 742578107 3 600 SH SOLE 600 PRIORITY HLTHCARE CORP B CL B 74264T102 993 26,300 SH SOLE 26,300 PRIZE ENERGY CORP COM 74267L106 661 32,400 SH SOLE 32,400 PROBUSINESS SERVICES INC COM 742674104 1,354 61,700 SH SOLE 61,700
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- PROCOM TECHNOLOGY INC COM 74270W107 4 500 SH SOLE 500 PROCTER & GAMBLE CO COM 742718109 1,859 29,700 SH OTHER (1) - 29,700 PROCTER & GAMBLE CO COM 742718109 107,404 1,715,743 SH SOLE 1,715,743 PRODIGY COMM. CL A CL A 74283P206 5 1,500 SH SOLE 1,500 PROFESSIONAL DETAILING COM 74312N107 2,161 35,000 SH SOLE 35,000 PROFFESSIONALS INS COM 742954100 17 720 SH SOLE 720 PROFIT RECOVERY GRP COM 743168106 839 134,300 SH SOLE 134,300 PROGENICS PHARMACEUTICALS COM 743187106 6 500 SH SOLE 500 PROGRESS ENERGY INC COM 743263105 11,990 278,388 SH SOLE 278,388 PROGRESS SOFTWARE CORP COM 743312100 1,286 88,700 SH SOLE 88,700 PROGRESSIVE CORP COM 743315103 9,665 99,591 SH SOLE 99,591 PROLOGIS TRUST (REIT) SH BEN 743410102 106 5,300 SH SOLE 5,300 INT PROMISTAR FINANCIAL CORP COM 74342Y107 792 41,415 SH SOLE 41,415 PROSOFTTRAINING.COM COM 743477101 449 57,000 SH SOLE 57,000 PROTECTIVE LIFE COM 743674103 1,144 37,300 SH SOLE 37,300 PROTEIN DESIGN LABS INC COM 74369L103 1,130 25,400 SH SOLE 25,400 PROTON ENERGY SYSTEMS COM 74371K101 10 1,400 SH SOLE 1,400 PROVIDENT BANKSHARES COM 743859100 1,711 76,449 SH SOLE 76,449 PROVIDENT FINANCIAL GROUP COM 743866105 796 28,300 SH SOLE 28,300 PROVIDENT TEMP FUND COM 993099241 5,806 5,806,436 SH OTHER (1) - 806,436 PROVIDENT TEMP FUND COM 993099241 25,157 25,156,916 SH SOLE 25,156,916 PROVIDIAN FINANCIAL CORP COM 74406A102 1,996 40,700 SH OTHER (1) - 40,700 PROVIDIAN FINANCIAL CORP COM 74406A102 18,792 383,118 SH SOLE 383,118 PROVINCE HEALTHCARE CO. COM 743977100 2,424 79,650 SH SOLE 79,650 PROXICOM INCORPORATED COM 744282104 6 2,100 SH SOLE 2,100 PROXIM CORP COM 744284100 694 69,000 SH SOLE 69,000 PS BUSINESS PARKS INC./CA COM 69360J107 14 500 SH SOLE 500 PSINET INC COM 74437C101 1 5,382 SH SOLE 5,382 PSS WORLD MEDICAL INC COM 69366A100 792 177,200 SH SOLE 177,200 PUBLIC SERVICE ENTERPRISE COM 744573106 2,214 51,300 SH OTHER (1) - 51,300 PUBLIC SERVICE ENTERPRISE COM 744573106 12,488 289,339 SH SOLE 289,339 PUBLIC STORAGE (REIT) COM 74460D109 108 4,100 SH SOLE 4,100 PUBLIC SVC CO OF N MEX COM 744499104 2,979 102,700 SH SOLE 102,700 PUERTO RICAN CEMENT CO COM 745075101 22 900 SH SOLE 900 PUGET ENERGY INC COM 745310102 1,135 49,600 SH SOLE 49,600 PULITZER INC COM 745769109 1,230 22,200 SH SOLE 22,200 PULTE CORP COM 745867101 2,200 54,437 SH SOLE 54,437 PUMA TECHNOLOGY INC COM 745887109 6 1,500 SH SOLE 1,500 PURCHASEPRO.COM INC. COM 746144104 1,208 166,600 SH SOLE 166,600 PURE RESOURCES INC COM 74622E102 19 972 SH SOLE 972 QLOGIC COM 747277101 2,771 123,142 SH SOLE 123,142 QRS CORPORATION COM 74726X105 41 4,850 SH SOLE 4,850 QUAKER CHEM CORP COM 747316107 46 2,600 SH SOLE 2,600 QUAKER CITY BANCORP COM 74731K106 12 500 SH SOLE 500 QUAKER OATS COMPANY COM 747402105 16,842 173,546 SH SOLE 173,546 QUALCOMM COM 747525103 56,806 1,003,231 SH SOLE 1,003,231 QUANEX CORP COM 747620102 675 37,600 SH SOLE 37,600 QUANTA SERVICES INC COM COM 74762E102 739 33,100 SH SOLE 33,100 QUANTUM CORP-DLT&STORAGE COM DSSG 747906204 996 85,900 SH SOLE 85,900 QUANTUM CORP-HARD DISK COM HDDG 747906303 293 27,764 SH SOLE 27,764 QUEST DIAGNOSTIC COM 74834L100 2,542 28,600 SH SOLE 28,600
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- QUEST SOFTWARE INC. COM 74834T103 48 2,700 SH SOLE 2,700 QUESTAR CORP COM 748356102 1,277 46,600 SH SOLE 46,600 QUICKLOGIC COM 74837P108 5 900 SH SOLE 900 QUIENCO ADR SPONSORED 748718103 320 48,163 SH SOLE 48,163 ADR QUIKSILVER INC COM 74838C106 1,557 58,650 SH SOLE 58,650 QUINTILES TRANSNATL COM 748767100 2,922 154,793 SH SOLE 154,793 QUINTUS CORP COM 748798105 0 1,500 SH SOLE 1,500 QUIXOTE CORPORATION COM 749056107 18 800 SH SOLE 800 QUORUM HEALTH GROUP COM 749084109 2,760 181,700 SH SOLE 181,700 QWEST COMMUNICATIONS COM 749121109 540 15,400 SH OTHER (1) - 15,400 QWEST COMMUNICATIONS COM 749121109 79,118 2,257,251 SH SOLE 2,257,251 RADIAN GROUP INC COM 750236101 1,829 27,001 SH SOLE 27,001 RADIANT SYSTEMS INC. COM 75025N102 959 69,400 SH SOLE 69,400 RADIO ONE INC CL A 75040P108 1,027 58,500 SH SOLE 58,500 RADIO UNICA COMMUNICATION COM 75040Q106 5 1,300 SH SOLE 1,300 RADIOSHACK CORP. COM 750438103 9,011 245,587 SH SOLE 245,587 RADISYS CORP COM 750459109 745 43,800 SH SOLE 43,800 RAILAMERICA INC. COM 750753105 5 466 SH SOLE 466 RAINBOW TECHNOLOGIES COM 750862104 2 400 SH SOLE 400 RALCORP HOLDINGS INC COM 751028101 1,471 82,166 SH SOLE 82,166 RALPH LAUREN CL A 731572103 2,145 78,000 SH SOLE 78,000 RALSTON PURINA GROUP COM 751277302 12,648 406,030 SH SOLE 406,030 RAMBUS INC. COM 750917106 1,180 57,300 SH SOLE 57,300 RANGE RESOURCES CORP COM 75281A109 586 106,500 SH SOLE 106,500 RARE HOSPITALITY INTL. COM 753820109 1,297 52,150 SH SOLE 52,150 RARE MEDIUM GROUP COM 75382N109 2 1,100 SH SOLE 1,100 RATIONAL SOFTWARE CORP COM 75409P202 2,205 124,200 SH SOLE 124,200 RAYMOND JAMES FIN CORP COM 754730109 1,076 38,700 SH SOLE 38,700 RAYONIER INC COM 754907103 2,903 70,300 SH SOLE 70,300 RAYOVAC CORPORATION COM 755081106 1,235 70,800 SH SOLE 70,800 RAYTHEON COMPANY - CL B CL B 755111408 13,479 458,787 SH SOLE 458,787 RAYTHEON COMPANY-CLASS A CL A 755111309 143 4,900 SH SOLE 4,900 RAZORFISH INC CL A 755236106 1 2,524 SH SOLE 2,524 RCN CORPORTION COM 749361101 1,309 217,000 SH SOLE 217,000 READERS DIGEST CL A NON 755267101 1,641 59,700 SH SOLE 59,700 VTG READ-RITE CORP COM 755246105 32 3,800 SH SOLE 3,800 REAL NETWORK INC COM 75605L104 640 90,600 SH SOLE 90,600 REALTY INCOME CORP REIT COM 756109104 21 800 SH SOLE 800 RECKSON ASSOCIATES (REIT) COM 75621K106 27 1,200 SH SOLE 1,200 RED HAT INC COM 756577102 30 4,900 SH SOLE 4,900 REDBACK NETWORKS INC. COM 757209101 1,120 85,600 SH SOLE 85,600 REEBOK INT'L LTD COM 758110100 1,909 76,783 SH SOLE 76,783 REGAL BELOIT CORPORATION COM 758750103 966 58,000 SH SOLE 58,000 REGENCY CENTERS CORP. COM 758849103 43 1,700 SH SOLE 1,700 REGENERATION TECH COM 75886N100 568 52,800 SH SOLE 52,800 REGENERON PHARM INC COM 75886F107 2,121 95,600 SH SOLE 95,600 REGENT COMMUNICATIONS INC COM 758865109 13 1,800 SH SOLE 1,800 REGIONS FINANCIAL CORP COM 758940100 9,044 318,019 SH SOLE 318,019 REGIS CORP MINN COM 758932107 1,686 115,250 SH SOLE 115,250 REGISTER.COM COM 75914G101 9 1,400 SH SOLE 1,400 REHABCARE CORP COM 759148109 1,644 39,900 SH SOLE 39,900
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- REINSURANCE GROUP OF AMER COM 759351109 1,114 28,900 SH SOLE 28,900 RELIANCE STL & ALUM CO COM 759509102 1,698 72,425 SH SOLE 72,425 RELIANT ENERGY INC COM 75952J108 2,652 58,600 SH OTHER (1) - 58,600 RELIANT ENERGY INC COM 75952J108 17,952 396,744 SH SOLE 396,744 REMEC INC. COM 759543101 1,114 111,350 SH SOLE 111,350 REMEDY CORPORATION COM 759548100 1,652 85,800 SH SOLE 85,800 REMEDY TEMP INC CL A 759549108 10 900 SH SOLE 900 REMINGTON OIL & GAS CORP COM 759594302 804 58,200 SH SOLE 58,200 RENAL CARE GROUP INC COM 759930100 3,240 120,800 SH SOLE 120,800 RENT-A-CENTER INC COM 76009N100 2,899 63,100 SH SOLE 63,100 RENT-WAY COM 76009U104 4 700 SH SOLE 700 REPUBLIC BANCORP INC COM 760282103 1,542 125,229 SH SOLE 125,229 REPUBLIC BANCORP INC-CL.A CL A 760281204 13 1,500 SH SOLE 1,500 REPUBLIC SERVICES INC CL A 760759100 1,881 100,300 SH SOLE 100,300 RESEARCH FRONTIERS CORP COM 760911107 15 800 SH SOLE 800 RESMED INC. COM 761152107 727 18,000 SH SOLE 18,000 RESONATE INC. COM 76115Q104 3 800 SH SOLE 800 RESORTQUEST INTL. INC. COM 761183102 16 1,900 SH SOLE 1,900 RESOURCE AMERICA INC. CL A 761195205 632 59,500 SH SOLE 59,500 RESOURCE CONNECTION INC COM 76122Q105 13 600 SH SOLE 600 RESPIRONICS INC COM 761230101 2,342 76,800 SH SOLE 76,800 RESTORATION HARDWARE COM 760981100 8 1,700 SH SOLE 1,700 RETEK INC COM 76128Q109 50 2,643 SH SOLE 2,643 REVLON INC CL A 761525500 8 1,800 SH SOLE 1,800 REYNOLDS & REYNOLDS CL A 761695105 1,028 53,400 SH SOLE 53,400 RF MICRO DEVICES INC COM 749941100 1,095 93,700 SH SOLE 93,700 RFS HOTEL INVESTOR (REIT) COM 74955J108 16 1,100 SH SOLE 1,100 RGS ENERGY GROUP INC COM 74956K104 3,682 99,500 SH SOLE 99,500 RH DONNELLEY CORP COM NEW 74955W307 2,381 82,100 SH SOLE 82,100 RICHMOND COUNTY FINL CORP COM 764556106 2,021 68,800 SH SOLE 68,800 RIGGS NATL CORP COM 766570105 1,253 78,900 SH SOLE 78,900 RITE AID CORP COM 767754104 5,575 833,300 SH SOLE 833,300 RIVERSTONE NETWORKS COM 769320102 32 3,400 SH SOLE 3,400 RIVIANA FOODS INC COM 769536103 14 900 SH SOLE 900 RJ REYNOLDS TOBACCO HLDS COM 76182K105 3,347 59,666 SH SOLE 59,666 RLI CORPORATION COM 749607107 1,142 27,975 SH SOLE 27,975 ROADWAY EXPRESS INC. COM 769742107 1,184 53,800 SH SOLE 53,800 ROANOKE ELECTRIC STEEL COM 769841107 13 800 SH SOLE 800 ROBBINS & MYERS INC COM 770196103 758 29,600 SH SOLE 29,600 ROBERT HALF INT'L INC COM 770323103 5,239 234,400 SH SOLE 234,400 ROBERT MONDAVI CORP CL A CL A 609200100 1,093 24,400 SH SOLE 24,400 ROBOTIC VISION SYSTEMS COM 771074101 24 9,800 SH SOLE 9,800 ROCK-TENN CO - CL A CL A 772739207 8 1,000 SH SOLE 1,000 ROCKWELL INT'L CORP (NEW) COM 773903109 8,995 247,456 SH SOLE 247,456 ROFIN-SINAR TECH INC COM 775043102 13 1,400 SH SOLE 1,400 ROGERS CORP COM 775133101 1,371 38,600 SH SOLE 38,600 ROHM & HAAS COMPANY COM 775371107 9,136 296,543 SH SOLE 296,543 ROLLINS INC COM 775711104 1,488 77,100 SH SOLE 77,100 ROPER INDUSTRIES INC. COM 776696106 2,860 79,900 SH SOLE 79,900 ROSETTA INPHARM COM 777777103 14 1,500 SH SOLE 1,500 ROSLYN BANCORP INC COM 778162107 799 35,500 SH SOLE 35,500
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- ROSS STORES INCORPORATED COM 778296103 893 47,600 SH SOLE 47,600 ROUSE COMPANY (REIT) COM 779273101 59 2,300 SH SOLE 2,300 ROWAN COS INC COM 779382100 459 16,700 SH OTHER (1) - 16,700 ROWAN COS INC COM 779382100 3,481 126,588 SH SOLE 126,588 ROYAL CARIBBEAN CRUISES COM V7780T103 2,589 112,300 SH SOLE 112,300 ROYAL DUTCH PETRO-NY SHRS COM 780257804 3,010 54,300 SH OTHER (1) - 54,300 ROYAL DUTCH PETRO-NY SHRS COM 780257804 90,096 1,625,090 SH SOLE 1,625,090 RPC INC COM 749660106 11 900 SH SOLE 900 RPM INC COM 749685103 2,646 259,443 SH SOLE 259,443 RSA SECURITY INC COM 749719100 841 34,050 SH SOLE 34,050 RTI INTERNATIONAL METALS COM 74973W107 798 59,300 SH SOLE 59,300 RUBY TUESDAY INC COM 781182100 453 23,100 SH OTHER (1) - 23,100 RUBY TUESDAY INC COM 781182100 3,190 162,648 SH SOLE 162,648 RUDDICK CORP COM 781258108 1,625 118,600 SH SOLE 118,600 RUDOLPH TECH COM 781270103 472 13,600 SH OTHER (1) - 13,600 RUDOLPH TECH COM 781270103 17 500 SH SOLE 500 RURAL CELLULAR CORP CL A CL A 781904107 757 28,100 SH SOLE 28,100 RUSH ENTERPRISES INC. COM 781846100 2 500 SH SOLE 500 RUSS BERRIE & CO. INC. COM 782233100 1,425 56,500 SH SOLE 56,500 RUSSELL CORP COM 782352108 1,685 90,100 SH SOLE 90,100 RYAN'S FAM STEAK HOUSE COM 783519101 949 89,300 SH SOLE 89,300 RYDER SYS INC COM 783549108 3,575 198,734 SH SOLE 198,734 RYERSON TULL INC COM 78375P107 16 1,600 SH SOLE 1,600 RYLAND GROUP COM 783764103 1,552 37,400 SH SOLE 37,400 S & T BANCORP COM 783859101 1,604 69,300 SH SOLE 69,300 S&P 500 JUNE 2001 COM 99SPM1JPM 12 10 SH SOLE 10 S1 CORPORATION COM 78463B101 1,016 140,130 SH SOLE 140,130 SABA SOFTWARE INC. COM 784932105 6 1,200 SH SOLE 1,200 SABRE HLDGS CORP - CL A CL A 785905100 7,949 172,175 SH SOLE 172,175 SAFECO CORP COM 786429100 4,841 171,742 SH SOLE 171,742 SAFEGUARD SCIENTIFICS COM 786449108 1,658 296,600 SH SOLE 296,600 SAFENET INC. COM 78645R107 6 500 SH SOLE 500 SAFEWAY INC COM 786514208 2,344 42,500 SH OTHER (1) - 42,500 SAFEWAY INC COM 786514208 37,170 673,977 SH SOLE 673,977 SAGE INC COM 786632109 8 1,200 SH SOLE 1,200 SAGENT TECHNOLOGY INC COM 786693101 3 1,500 SH SOLE 1,500 SAKS INCORPORATED COM 79377W108 1,061 81,640 SH SOLE 81,640 SALEM COMMUNICATIONS CL A 794093104 736 45,300 SH SOLE 45,300 SALTON INC. COM 795757103 56 3,700 SH SOLE 3,700 SANCHEZ COMPUTER COM 799702105 10 1,300 SH SOLE 1,300 SANDERSON FARMS INC. COM 800013104 14 1,400 SH SOLE 1,400 SANDISK CORPORATION COM 80004C101 791 38,800 SH SOLE 38,800 SANDY SPRING BANCORP COM 800363103 6 200 SH SOLE 200 SANGAMO BIOSCIENCES COM 800677106 10 900 SH SOLE 900 SANGSTAT MEDICAL COR COM 801003104 13 1,500 SH SOLE 1,500 SANMINA CORP COM 800907107 8,003 409,078 SH SOLE 409,078 SANTA FE INTL CORP ORD G7805C108 2,165 66,600 SH SOLE 66,600 SANTANDER BANCORP COM COM 802809103 21 1,100 SH SOLE 1,100 SAPIENT COM 803062108 1,168 162,434 SH SOLE 162,434 SARA LEE CORP COM 803111103 23,507 1,089,310 SH SOLE 1,089,310 SATCON TECHNOLOGY COM 803893106 5 500 SH SOLE 500
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- SAUCONY INC CL B 804120202 9 1,300 SH SOLE 1,300 SAUER INCORPORATED COM 804137107 1,012 113,600 SH SOLE 113,600 SAUL CENTERS INC COM 804395101 20 1,100 SH SOLE 1,100 SAVVIS COMMUNICATIONS COM 805423100 1 2,500 SH SOLE 2,500 SAWTEK INC COM 805468105 440 24,700 SH SOLE 24,700 SBA COMMUNICATIONS CORP COM 78388J106 370 23,400 SH SOLE 23,400 SBC COMMUNICATIONS INC. COM 78387G103 3,267 73,200 SH OTHER (1) - 73,200 SBC COMMUNICATIONS INC. COM 78387G103 205,708 4,609,300 SH SOLE 4,609,300 SBS TECHNOLOGIES INC COM 78387P103 555 37,300 SH SOLE 37,300 SCANA CORP COM 80589M102 1,659 61,105 SH SOLE 61,105 SCANSOURCE INC COM 806037107 7 200 SH SOLE 200 SCHERING PLOUGH CORP COM 806605101 71,425 1,955,242 SH SOLE 1,955,242 SCHLUMBERGER LTD COM 806857108 26,213 454,999 SH SOLE 454,999 SCHOLASTIC CORPORATION COM 807066105 707 19,600 SH SOLE 19,600 SCHOOL SPECIALTY INC. COM 807863105 1,061 49,200 SH SOLE 49,200 SCHULMAN (A.) INC COM 808194104 885 74,100 SH SOLE 74,100 SCHULTZ SAV O STORES INC COM 808196109 13 1,100 SH SOLE 1,100 SCHWAB CHARLES CORP COM 808513105 28,246 1,831,749 SH SOLE 1,831,749 SCHWEITZER-MANDUIT INTL COM 808541106 764 43,300 SH SOLE 43,300 SCI SYSYTEMS INCORPORATED COM 783890106 1,534 84,300 SH SOLE 84,300 SCIENT CORP COM 80864H109 4 2,000 SH SOLE 2,000 SCIENTIFIC ATLANTA INC COM 808655104 9,255 222,528 SH SOLE 222,528 SCIOS NOVA COM 808905103 2,307 100,300 SH SOLE 100,300 SCM MICROSYSTEMS INC. COM 784018103 591 38,300 SH SOLE 38,300 SCOTT TECHNOLOGIES COM 810022301 965 43,600 SH SOLE 43,600 SCOTTS CO. CL A 810186106 3,082 81,000 SH SOLE 81,000 SCP POOL CORP COM 784028102 1,411 43,400 SH SOLE 43,400 SCPIE HOLDINGS INC. COM 78402P104 65 3,200 SH SOLE 3,200 SCRIPPS CO (E.W.) CLASS A CL A 811054204 2,642 45,575 SH SOLE 45,575 SEACHANGE INTERNATIONAL COM 811699107 742 55,200 SH SOLE 55,200 SEACOAST BANKING CORP. CL A 811707108 17 600 SH SOLE 600 SEACOAST FINANCIAL COM 81170Q106 885 63,500 SH SOLE 63,500 SEACOR HLDGS INC COM 811904101 2,147 47,500 SH SOLE 47,500 SEAGATE ESCROW SECURITY COM 811804988 87 305,899 SH SOLE 305,899 SEALED AIR CORPORATION COM 81211K100 3,748 112,444 SH SOLE 112,444 SEARS ROEBUCK & CO COM 812387108 15,840 449,112 SH SOLE 449,112 SECOND BANCORP INC. COM 813114105 7 400 SH SOLE 400 SECURE COMPUTING CORP COM 813705100 11 1,100 SH SOLE 1,100 SECURITY CAPITAL GROUP CL B 81413P204 237 11,400 SH SOLE 11,400 SEEBEYOND TECHNOLOGY COM 815704101 24 1,900 SH SOLE 1,900 SEI INVESTMENTS COMPANY COM 784117103 1,959 62,800 SH SOLE 62,800 SEITEL INCORPORATED COM NEW 816074306 1,250 67,200 SH SOLE 67,200 SELECTICA INC COM 816288104 6 1,100 SH SOLE 1,100 SELECTIVE INSURANCE GRP COM 816300107 1,615 69,500 SH SOLE 69,500 SEMITOOL INC. COM 816909105 648 72,000 SH SOLE 72,000 SEMPRA ENERGY CORP COM 816851109 6,408 275,252 SH SOLE 275,252 SEMTECH CORP COM 816850101 1,136 38,600 SH SOLE 38,600 SENIOR HOUSING PROP TRUST SH BEN 81721M109 11 950 SH SOLE 950 INT SENSIENT TECHNOLOGIES COM 81725T100 2,884 126,600 SH SOLE 126,600 SENSORMATIC ELECTRIC CORP COM 817265101 847 44,600 SH SOLE 44,600 SEPRACOR INC COM 817315104 1,366 42,700 SH SOLE 42,700
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- SEQUA CORP. -CL A CL A 817320104 1,156 29,652 SH SOLE 29,652 SEQUENOM INC COM 817337108 14 1,600 SH SOLE 1,600 SEQUOIA SOFTWARE CORP. COM 817439102 7 1,300 SH SOLE 1,300 SERENA SOFTWARE INC COM 817492101 10 1,100 SH SOLE 1,100 SEROLOGICALS CORPORATION COM 817523103 802 59,400 SH SOLE 59,400 SERVICE CORPORATION INT'L COM 817565104 3,279 690,300 SH SOLE 690,300 SERVICEMASTER COMPANY COM 81760N109 1,947 173,400 SH SOLE 173,400 SHARPER IMAGE COM 820013100 13 1,200 SH SOLE 1,200 SHAW GROUP INC. COM 820280105 1,093 23,400 SH SOLE 23,400 SHERWIN WILLIAMS CO COM 824348106 5,482 215,153 SH SOLE 215,153 SHOPKO STORES INC COM 824911101 66 8,300 SH SOLE 8,300 SHUFFLE MASTER INC. COM 825549108 8 300 SH SOLE 300 SHURGARD STORAGE (REIT) COM 82567D104 26 1,000 SH SOLE 1,000 SICOR INC COM 825846108 3,454 247,800 SH SOLE 247,800 SIEBEL SYSTEMS INC COM 826170102 15,718 577,875 SH SOLE 577,875 SIEBERT FINANCIAL CORP COM 826176109 5 1,100 SH SOLE 1,100 SIERRA HEALTH SERVICES COM 826322109 31 6,800 SH SOLE 6,800 SIERRA PACIFIC RESOURCES COM 826428104 2,969 200,576 SH SOLE 200,576 SIGMA ALDRICH COM 826552101 5,018 104,806 SH SOLE 104,806 SIGMA DESIGNS INC COM 826565103 2 1,500 SH SOLE 1,500 SIGNALSOFT CORP COM 82668M102 9 1,200 SH SOLE 1,200 SILGAN HOLDINGS INC COM 827048109 10 900 SH SOLE 900 SILICON GRAPHICS COM 827056102 1,905 483,600 SH SOLE 483,600 SILICON IMAGE INC COM 82705T102 472 128,100 SH SOLE 128,100 SILICON LABORATORIES INC COM 826919102 30 1,500 SH SOLE 1,500 SILICON STORAGE TECH COM 827057100 448 51,600 SH SOLE 51,600 SILICON VALLEY BANCSHARES COM 827064106 710 30,200 SH SOLE 30,200 SILICON VALLEY GROUP COM 827066101 2,832 102,980 SH SOLE 102,980 SILICONIX INC COM NEW 827079203 115 3,800 SH SOLE 3,800 SILVERLINE TECH-TEMP ADR COM 828408203 1 245 SH SOLE 245 SILVERSTREAM SOFTWARE INC COM 827907106 477 50,400 SH SOLE 50,400 SIMON PROPERTY GRP (REIT) COM 828806109 141 5,500 SH SOLE 5,500 SIMPSON MANUFACTURING INC COM 829073105 1,661 33,700 SH SOLE 33,700 SINCLAIR BROADCAST CL A 829226109 759 104,700 SH SOLE 104,700 SIPEX CORPORATION COM 829909100 520 55,600 SH SOLE 55,600 SIRIUS SATELLITE RADIO COM 82966U103 301 24,200 SH SOLE 24,200 SITEL CORPORATION COM 82980K107 8 2,800 SH SOLE 2,800 SIX FLAGS INC. COM 83001P109 880 45,500 SH SOLE 45,500 SJW CORP COM COM 784305104 598 7,500 SH SOLE 7,500 SKECHERS FOOT WEAR COM 830566105 7 300 SH SOLE 300 SKILLSOFT CORPORATION COM 83066P101 14 600 SH SOLE 600 SKY FINANCIAL GROUP COM 83080P103 828 48,521 SH SOLE 48,521 SKYLINE COM 830830105 50 2,300 SH SOLE 2,300 SKYWEST INCORPORATED COM 830879102 744 32,000 SH SOLE 32,000 SL GREEN REALTY (REIT) COM 78440X101 19 700 SH SOLE 700 SLI INC. COM 78442T108 798 95,550 SH SOLE 95,550 SMART & FINAL INC COM 831683107 5 500 SH SOLE 500 SMARTDISK CORPORATION COM 83169Q105 1 300 SH SOLE 300 SMARTSERV ONLINE INC COM 83169M203 2 400 SH SOLE 400 SMITH (A.O.) CORP COM 831865209 1,271 65,100 SH SOLE 65,100 SMITH INTERNATIONAL INC COM 832110100 2,085 29,700 SH SOLE 29,700
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- SMITH RESIDENTIAL COM 832197107 27 600 SH SOLE 600 SMITHFIELD FOODS INC. COM 832248108 1,479 45,500 SH SOLE 45,500 SMURFIT-STONE CONTAINER COM 832727101 1,879 141,200 SH SOLE 141,200 SNAP-ON TOOLS CORP COM 833034101 2,289 78,618 SH SOLE 78,618 SOCKET COMMUNICATIONS COM 833672108 2 800 SH SOLE 800 SODEXHO MARRIOTT SERVICES COM 833793102 1,057 36,400 SH SOLE 36,400 SOLA INTERNATIONAL INC. COM 834092108 78 8,700 SH SOLE 8,700 SOLECTRON CORP COM 834182107 16,521 869,094 SH SOLE 869,094 SOLUTIA INC COM 834376105 732 60,000 SH SOLE 60,000 SOMERA COMMUNICATIONS INC COM 834458101 9 1,900 SH SOLE 1,900 SONIC CORP. COM 835451105 1,741 69,450 SH SOLE 69,450 SONIC FOUNDRY INC. COM 83545R108 1 600 SH SOLE 600 SONIC WALL INC COM 835470105 20 1,600 SH SOLE 1,600 SONICBLUE INC. COM 83546Q109 1,220 256,900 SH SOLE 256,900 SONOCO PRODUCTS INC COM 835495102 1,235 57,441 SH SOLE 57,441 SONOSIGHT INC COM 83568G104 7 600 SH SOLE 600 SONUS NETWORKS INC. COM 835916107 245 12,300 SH SOLE 12,300 SORRENTO NETWORKS CORP. COM 83586Q100 2 300 SH SOLE 300 SOTHEBY'S HOLDINGS INC CL A 835898107 625 34,000 SH SOLE 34,000 SOURCE INFO MGMT CO COM NEW 836151209 4 1,000 SH SOLE 1,000 SOUTH ALABAMA BANCORP COM 836234104 5 300 SH SOLE 300 SOUTH FINANCIAL GROUP COM 837841105 1,716 120,400 SH SOLE 120,400 SOUTH JERSEY COM 838518108 909 30,800 SH SOLE 30,800 SOUTHERN CO COM 842587107 2,488 70,900 SH OTHER (1) - 70,900 SOUTHERN CO COM 842587107 31,943 910,318 SH SOLE 910,318 SOUTHERN PERU COPPER CORP COM 843611104 14 1,000 SH SOLE 1,000 SOUTHERN UNION CO COM 844030106 886 42,180 SH SOLE 42,180 SOUTHSIDE BANCSHARES COM 844700104 6 500 SH SOLE 500 SOUTHTRUST CORPORATION COM 844730101 10,444 228,281 SH SOLE 228,281 SOUTHWEST AIRLINES CO COM 844741108 18,015 1,014,965 SH SOLE 1,014,965 SOUTHWEST BANCORP INC COM 844767103 9 400 SH SOLE 400 SOUTHWEST BANCORP OF TX COM 84476R109 524 16,700 SH SOLE 16,700 SOUTHWEST GAS CORP. COM 844895102 1,860 89,200 SH SOLE 89,200 SOUTHWEST SECURITIES GRP COM 845224104 859 45,983 SH SOLE 45,983 SOUTHWESTERN ENERGY CO. COM 845467109 678 68,500 SH SOLE 68,500 SOVEREIGN BANCORP COM 845905108 1,211 142,960 SH SOLE 142,960 SOVRAN SELF STORAGE REIT COM 84610H108 20 800 SH SOLE 800 SPACELABS MEDICAL INC. COM 846247104 27 2,400 SH SOLE 2,400 SPANISH BROADCASTING CL A CL A 846425882 5 700 SH SOLE 700 SPARTECH CORP COM NEW 847220209 1,114 69,000 SH SOLE 69,000 SPECTRASITE HOLDINGS INC COM 84760T100 19 4,400 SH SOLE 4,400 SPECTRATEK TECHNOLOGY COM 847568102 633 42,200 SH SOLE 42,200 SPEECHWORKS INT'L COM 84764M101 7 1,000 SH SOLE 1,000 SPEEDFAM-IPEC INC. COM 847705100 58 9,000 SH SOLE 9,000 SPEEDWAY MOTORSPORTS COM 847788106 2,805 107,900 SH SOLE 107,900 SPHERION CORPORATION COM 848420105 1,205 173,630 SH SOLE 173,630 SPIEGEL CLASS A CL A 848457107 2,362 337,400 SH SOLE 337,400 SPIEKER PROPERTIES (REIT) COM 848497103 121 2,200 SH SOLE 2,200 SPINNAKER EXPLORATION COM 84855W109 2,950 67,500 SH SOLE 67,500 SPORTSLINE.COM INC COM 848934105 8 2,300 SH SOLE 2,300 SPRINGS INDS INC - CL A COM 851783100 2,136 49,900 SH SOLE 49,900
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- SPRINT CORP (FON GROUP) COM 852061100 26,188 1,190,898 SH SOLE 1,190,898 SPRINT CORP (PCS GROUP) PCS COM 852061506 23,833 1,254,414 SH SOLE 1,254,414 SER 1 SPS TECHNOLOGIES INC. COM 784626103 1,613 35,800 SH SOLE 35,800 SPSS INC COM 78462K102 61 3,600 SH SOLE 3,600 SPX CORP COM 784635104 1,670 18,400 SH SOLE 18,400 SRI/SURGICAL EXPRESS INC. COM 78464W104 10 500 SH SOLE 500 ST JOE CORP COM 790148100 1,125 49,300 SH SOLE 49,300 ST JUDE MED INC COM 790849103 6,252 116,094 SH SOLE 116,094 ST MARY LND & EXPLORATION COM 792228108 1,467 63,100 SH SOLE 63,100 ST. PAUL COMPANIES INC COM 792860108 12,981 294,690 SH SOLE 294,690 STANCORP FINANCIAL GROUP COM 852891100 791 18,800 SH SOLE 18,800 STANDARD MICROSYSTEMS COM 853626109 658 43,700 SH SOLE 43,700 STANDARD MTR PRODS INC. COM 853666105 45 4,200 SH SOLE 4,200 STANDARD REGISTER COM 853887107 1,234 75,700 SH SOLE 75,700 STANDARD-PACIFIC CORP. COM 85375C101 1,777 84,200 SH SOLE 84,200 STANDEX INT'L CORP COM 854231107 826 36,000 SH SOLE 36,000 STANFORD MICRODEVICES INC COM 854399102 4 700 SH SOLE 700 STANLEY FURNITURE CO. COM 854305208 3 100 SH SOLE 100 STAPLES INC COM 855030102 9,081 610,481 SH SOLE 610,481 STARBUCKS CORP COM 855244109 10,511 247,671 SH SOLE 247,671 STARMEDIA NETWORK COM 855546107 7 2,400 SH SOLE 2,400 STARTEK INC COM 85569C107 13 900 SH SOLE 900 STARWOOD HOTELS & RESORTS PAIRED 85590A203 5,224 153,610 SH SOLE 153,610 CTF STATE AUTO FINANCIAL CORP COM 855707105 1,508 99,300 SH SOLE 99,300 STATE STREET CORP COM 857477103 2,064 22,100 SH OTHER (1) - 22,100 STATE STREET CORP COM 857477103 20,068 214,861 SH SOLE 214,861 STATEN ISLAND BANCORP COM 857550107 2,443 98,100 SH SOLE 98,100 STATION CASINOS INC COM 857689103 2,138 154,850 SH SOLE 154,850 STEEL DYNAMICS INC COM 858119100 1,433 128,800 SH SOLE 128,800 STEEL TECHNOLOGIES INC. COM 858147101 19 3,000 SH SOLE 3,000 STEELCASE INC CL A 858155203 921 76,100 SH SOLE 76,100 STEIN MART INC COM 858375108 1,174 107,300 SH SOLE 107,300 STEPAN COMPANY COM 858586100 5 200 SH SOLE 200 STERICYCLE INC. COM 858912108 1,714 38,400 SH SOLE 38,400 STERIS CORPORATION COM 859152100 2,475 175,500 SH SOLE 175,500 STERLING BANCORP/NY COM 859158107 20 924 SH SOLE 924 STERLING BANCSHARES INC. COM 858907108 1,215 69,400 SH SOLE 69,400 STERLING FINANCIAL CORP COM 859317109 17 800 SH SOLE 800 STEWART & STEVENSON COM 860342104 1,881 86,500 SH SOLE 86,500 STEWART INFO SVCS COM 860372101 564 33,600 SH SOLE 33,600 STILLWATER MINING CO COM 86074Q102 601 22,200 SH SOLE 22,200 STILWELL FINANCIAL INC COM 860831106 7,897 294,456 SH SOLE 294,456 STONE & WEBSTER INC COM 861572105 1 700 SH SOLE 700 STONE ENERGY CORP COM 861642106 3,267 66,316 SH SOLE 66,316 STONERIDGE INC COM 86183P102 9 1,200 SH SOLE 1,200 STORA ENSO OYJ-ADR SPONSORED 86210M106 39 4,199 SH SOLE 4,199 ADR REP R STORAGE NETWORKS COM 86211E103 13 1,200 SH SOLE 1,200 STORAGE TECH CORP COM 862111200 2,886 265,000 SH SOLE 265,000 STORAGE USA INC (REIT) COM 861907103 26 800 SH SOLE 800 STRATOS LIGHTWAVE INC. COM 863100103 18 1,800 SH SOLE 1,800 STRATTEC STRATEGY CORP. COM 863111100 10 300 SH SOLE 300
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- STRAYER EDUCATION INC COM 863236105 1,369 39,100 SH SOLE 39,100 STRIDE RITE CORP COM 863314100 884 117,900 SH SOLE 117,900 STRUCTURAL DYN RES. COM 863555108 1,268 89,300 SH SOLE 89,300 STRYKER CORPORATION COM 863667101 13,699 262,177 SH SOLE 262,177 STUDENT ADVANTAGE INC COM 86386Q105 4 1,900 SH SOLE 1,900 STURM RUGER & CO. INC. COM 864159108 723 73,600 SH SOLE 73,600 SUBURBAN LODGES OF AMERIC COM 864444104 12 2,200 SH SOLE 2,200 SUIZA FOODS CORP STK COM 865077101 760 15,800 SH SOLE 15,800 SUMMIT PROP INC REIT COM 866239106 15 600 SH SOLE 600 SUN COMMUNTIES INC (REIT) COM 866674104 17 500 SH SOLE 500 SUN MICROSYSTEMS COM 866810104 1,519 98,800 SH OTHER (1) - 98,800 SUN MICROSYSTEMS COM 866810104 66,799 4,346,214 SH SOLE 4,346,214 SUNGARD DATA SYSTEMS INC COM 867363103 3,835 77,900 SH SOLE 77,900 SUNGLASS HUT COM 86736F106 17 1,500 SH SOLE 1,500 SUNOCO INC COM 86764P109 3,715 114,556 SH SOLE 114,556 SUNRISE ASSISTED LIVING COM 86768K106 1,071 54,400 SH SOLE 54,400 SUNRISE TECHNOLOGIES COM 86769L103 3 1,700 SH SOLE 1,700 SUNRISE TELECOM COM 86769Y105 15 2,000 SH SOLE 2,000 SUNTRUST BANKS COM 867914103 25,890 399,550 SH SOLE 399,550 SUPERCONDUCTOR TECH COM 867931107 8 1,600 SH SOLE 1,600 SUPERGEN INC COM 868059106 854 82,800 SH SOLE 82,800 SUPERIOR ENERGY SERVICES COM 868157108 1,880 172,900 SH SOLE 172,900 SUPERIOR INDUSTRIES COM 868168105 2,340 67,700 SH SOLE 67,700 SUPERIOR NATL INSURANCE COM 868224106 0 1,300 SH SOLE 1,300 SUPERIOR SURGICAL MFG CO COM 868358102 10 1,100 SH SOLE 1,100 SUPERIOR TELECOM INC COM 868365107 4 1,124 SH SOLE 1,124 SUPERVALU INC COM 868536103 2,374 178,093 SH SOLE 178,093 SUPPORT.COM INC. COM 868587106 8 1,500 SH SOLE 1,500 SURMODICS INC COM 868873100 1,526 42,400 SH SOLE 42,400 SUSQUEHANNA BANCSHARES COM 869099101 1,989 110,475 SH SOLE 110,475 SVI SOLUTIONS INC. COM 784872301 1 1,400 SH SOLE 1,400 SWIFT ENERGY COMPANY COM 870738101 2,054 64,100 SH SOLE 64,100 SWIFT TRANSAPORTATION COM 870756103 677 36,600 SH SOLE 36,600 SWITCHBOARD INCORPORATED COM 871045100 2 800 SH SOLE 800 SYBASE INC COM 871130100 783 50,500 SH SOLE 50,500 SYBRON DENTAL SPECIALTIES COM 871142105 2,187 104,133 SH SOLE 104,133 SYCAMORE NETWORKS COM 871206108 1,583 158,300 SH SOLE 158,300 SYLVAN LEARNING SYS INC COM 871399101 1,964 95,200 SH SOLE 95,200 SYMANTEC CORP COM 871503108 1,831 43,800 SH SOLE 43,800 SYMBOL TECH INC COM 871508107 6,751 193,448 SH SOLE 193,448 SYMMETRICOM INC. COM 871543104 803 66,250 SH SOLE 66,250 SYMYX TECHNOLOGIES COM 87155S108 960 76,000 SH SOLE 76,000 SYNAVANT INC COM 87157A105 2 425 SH SOLE 425 SYNCOR INTL COM 87157J106 2,038 63,200 SH SOLE 63,200 SYNOPSYS INC COM 871607107 1,765 37,600 SH SOLE 37,600 SYNOVUS FINANCIAL COM 87161C105 10,377 384,344 SH SOLE 384,344 SYNPLICITY COM 87160Y108 17 1,200 SH SOLE 1,200 SYNQUEST INCORPORATED COM 87160X100 3 600 SH SOLE 600 SYNTEL INC COM 87162H103 11 1,500 SH SOLE 1,500 SYNTROLEUM CORP COM 871630109 1,210 83,800 SH SOLE 83,800 SYSCO CORP COM 871829107 708 26,700 SH OTHER (1) - 26,700
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- SYSCO CORP COM 871829107 23,470 885,340 SH SOLE 885,340 SYSTEMS & COMP TECHNOLOGY COM 871873105 834 90,800 SH SOLE 90,800 T ROWE PRICE GROUP INC. COM 74144T108 5,113 163,300 SH SOLE 163,300 T/R SYSTEMS COM 87263U102 6 1,500 SH SOLE 1,500 TAKE-TWO INTERACTIVE COM 874054109 1,117 78,300 SH SOLE 78,300 TALBOTS INC COM 874161102 1,538 36,200 SH SOLE 36,200 TANGER FTRY OUTLET (REIT) COM 875465106 17 800 SH SOLE 800 TANNING TECHNOLOGY CORP COM 87588P101 3 900 SH SOLE 900 TANOX INC COM 87588Q109 27 1,400 SH SOLE 1,400 TARAGON REALTY INVESTORS COM 876287103 15 1,430 SH SOLE 1,430 TARGET CORP COM 87612E106 2,381 66,000 SH OTHER (1) - 66,000 TARGET CORP COM 87612E106 43,526 1,206,368 SH SOLE 1,206,368 TARGETED GENETICS CORP COM 87612M108 449 105,600 SH SOLE 105,600 TARRANT APPAREL GROUP COM 876289109 4 800 SH SOLE 800 TASTY BAKING COMPANY COM 876553306 21 1,300 SH SOLE 1,300 TAUBMAN CENTERS (REIT) COM 876664103 19 1,600 SH SOLE 1,600 TBC CORP COM 872180104 48 7,900 SH SOLE 7,900 TC PIPELINES LP COM 87233Q108 7 300 SH SOLE 300 TCF FINANCIAL COM 872275102 1,784 47,200 SH SOLE 47,200 TD WATERHOUSE GROUP INC COM 872362108 25 2,300 SH SOLE 2,300 TECH DATA CORP COM 878237106 1,050 35,600 SH SOLE 35,600 TECHNE CORP COM 878377100 2,777 106,300 SH SOLE 106,300 TECHNITROL INC COM 878555101 563 22,600 SH SOLE 22,600 TECO ENERGY COM 872375100 2,355 78,600 SH SOLE 78,600 TECUMSEH PRODUCTS CO-CL A CL A 878895200 2,424 50,100 SH SOLE 50,100 TEJON RANCH CO. COM 879080109 17 674 SH SOLE 674 TEKELEC COM 879101103 608 33,800 SH SOLE 33,800 TEKTRONIX INC COM 879131100 1,531 56,100 SH OTHER (1) - 56,100 TEKTRONIX INC COM 879131100 3,453 126,522 SH SOLE 126,522 TELAXIS COMM. CORP DS COM 879202109 1 400 SH SOLE 400 TELECOMMUNICATION SYSTEMS COM 87929J103 3 500 SH SOLE 500 TELECORP PCS INC CL A 879300101 79 5,228 SH SOLE 5,228 TELEDYNE TECHNOLOGIES COM 879360105 1,118 79,857 SH SOLE 79,857 TELEFLEX INCORPORATED COM 879369106 901 22,000 SH SOLE 22,000 TELEFONOS DE MEXICO ADR SPONSORED 879403780 153 4,837 SH SOLE 4,837 ADR ORD L TELEPHONE & DATA SYS COM 879433100 3,478 37,200 SH SOLE 37,200 TELETECH HOLDINGS INC. COM 879939106 304 38,600 SH SOLE 38,600 TELIGENT INCORPORATED CL A 87959Y103 1 1,000 SH SOLE 1,000 TELLABS INC COM 879664100 22,380 550,051 SH SOLE 550,051 TEMPLE INLAND CO COM 879868107 2,955 66,784 SH SOLE 66,784 TENET HEALTHCARE CORP COM 88033G100 1,439 32,700 SH OTHER (1) - 32,700 TENET HEALTHCARE CORP COM 88033G100 19,249 437,488 SH SOLE 437,488 TENNANT CO COM 880345103 1,065 25,200 SH SOLE 25,200 TENNECO AUTOMOTIVE CORP. COM 880349105 30 10,880 SH SOLE 10,880 TEPPCO PARTNERS UT LTD 872384102 26 1,000 SH SOLE 1,000 PARTNER TERADYNE INCORPORATED COM 880770102 7,884 238,899 SH SOLE 238,899 TERAYON COMMUNICATION COM 880775101 8 1,800 SH SOLE 1,800 TEREX CORPORATION COM 880779103 1,225 70,600 SH SOLE 70,600 TESORO PETRO. CORP. COM 881609101 969 77,800 SH SOLE 77,800 TESSCO TECH INC COM 872386107 7 700 SH SOLE 700 TETRA TECH INC COM 88162G103 2,092 103,300 SH SOLE 103,300
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- TETRA TECHNOLOGIES INC COM 88162F105 71 3,500 SH SOLE 3,500 TEXACO INC COM 881694103 1,600 24,100 SH OTHER (1) - 24,100 TEXACO INC COM 881694103 49,263 741,915 SH SOLE 741,915 TEXAS BIOTECHNOLOGY COM 88221T104 523 103,500 SH SOLE 103,500 TEXAS IND COM 882491103 1,704 58,700 SH SOLE 58,700 TEXAS INSTRS INC COM 882508104 72,975 2,355,442 SH SOLE 2,355,442 TEXAS REGIONAL BANCSHARES CL A VTG 882673106 1,401 40,470 SH SOLE 40,470 TEXTRON INC COM 883203101 10,971 193,009 SH SOLE 193,009 THE BISYS GROUP INCOR COM 055472104 1,753 32,800 SH SOLE 32,800 THE FIRST YEARS INC. COM 337610109 14 1,500 SH SOLE 1,500 THE MEDICINES COMPANY COM 584688105 13 1,200 SH SOLE 1,200 THE PMI GROUP INC COM 69344M101 1,660 25,550 SH SOLE 25,550 THE STANLEY WORKS COM 854616109 3,792 115,089 SH SOLE 115,089 THE STEAK N SHAKE CO. COM 857873103 81 9,380 SH SOLE 9,380 THE STUDENT LOAN CORP COM 863902102 3,592 51,400 SH SOLE 51,400 THE TRUST CO. OF N.J. COM 898304100 853 50,900 SH SOLE 50,900 THE YANKEE CANDLE CO INC. COM 984757104 20 1,500 SH SOLE 1,500 THERAGENICS CORP COM 883375107 47 7,400 SH SOLE 7,400 THERMA-WAVE INC. COM 88343A108 13 1,000 SH SOLE 1,000 THERMO ELECTRON CORP COM 883556102 5,513 245,257 SH SOLE 245,257 THERMO FIBERTEK INC COM 88355W105 6 1,500 SH SOLE 1,500 THOMAS & BETTS CORP COM 884315102 3,365 193,844 SH SOLE 193,844 THOMAS INDUSTRIES COM 884425109 876 42,300 SH SOLE 42,300 THOMAS NELSON INC. COM 640376109 24 3,700 SH SOLE 3,700 THOR INDUSTRIES INC COM 885160101 80 3,700 SH SOLE 3,700 THORATEC CORPORATION COM NEW 885175307 1,187 139,636 SH SOLE 139,636 T-HQ INC. COM NEW 872443403 2,041 53,700 SH SOLE 53,700 THREE-FIVE SYSTEMS INC COM 88554L108 665 54,548 SH SOLE 54,548 TIBCO SOFTWARE INC COM 88632Q103 54 6,300 SH SOLE 6,300 TICKETMASTER CL B 88633P203 13 1,400 SH SOLE 1,400 TIDEWATER INC COM 886423102 1,758 38,900 SH OTHER (1) - 38,900 TIDEWATER INC COM 886423102 1,501 33,200 SH SOLE 33,200 TIFFANY & COMPANY COM 886547108 5,346 196,167 SH SOLE 196,167 TIMBERLAND CO CLASS A CL A 887100105 1,163 22,900 SH SOLE 22,900 TIME WARNER TELECOM-CL A CL A 887319101 858 23,600 SH SOLE 23,600 TIMKEN COMPANY COM 887389104 3,144 200,904 SH SOLE 200,904 TITAN CORP COM 888266103 2,478 137,881 SH SOLE 137,881 TITAN INTERNATIONAL INC COM 88830M102 22 6,100 SH SOLE 6,100 TITAN PHARMACEUTICALS COM 888314101 1,503 67,700 SH SOLE 67,700 TIVO INC COM 888706108 5 900 SH SOLE 900 TJX COMPANY COM 872540109 11,927 372,715 SH SOLE 372,715 TMP WORLDWIDE INC COM 872941109 1,987 52,900 SH SOLE 52,900 TODD SHIPYARDS CORP COM 889039103 5 700 SH SOLE 700 TOLL BROTHERS COM 889478103 1,194 31,000 SH SOLE 31,000 TOLLGRADE COMMUNICATIONS COM 889542106 873 33,900 SH SOLE 33,900 TOM BROWN INC. COM NEW 115660201 3,640 110,300 SH SOLE 110,300 TOO INC COM 890333107 1,494 79,742 SH SOLE 79,742 TOOTSIE ROLL INDUSTRIES COM 890516107 1,356 29,376 SH SOLE 29,376 TOPPS INC. COM 890786106 1,158 114,400 SH SOLE 114,400 TORCHMARK CORP COM 891027104 6,552 168,741 SH SOLE 168,741 TORO COMPANY COM 891092108 1,642 35,700 SH SOLE 35,700
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- TOSCO CORP COM 891490302 8,354 195,368 SH SOLE 195,368 TOTAL SYSTEM SERVICES INC COM 891906109 2,772 112,700 SH SOLE 112,700 TOWER AUTOMOTIVE COM 891707101 1,341 125,000 SH SOLE 125,000 TOYS R US COM 892335100 6,642 264,613 SH SOLE 264,613 TRACTOR SUPPLY COMPANY COM 892356106 10 700 SH SOLE 700 TRAMMELL CROW CO COM 89288R106 1,066 89,600 SH SOLE 89,600 TRANS WORLD ENTERTAINMNT COM 89336Q100 1,067 121,050 SH SOLE 121,050 TRANSACTION SYSTEMS CL A 893416107 660 92,200 SH SOLE 92,200 TRANSATLANTIC HOLDINGS COM 893521104 2,060 20,100 SH SOLE 20,100 TRANSKARYOTIC THERAPIES COM 893735100 1,006 57,300 SH SOLE 57,300 TRANSMETA CORPORATION COM 89376R109 77 4,000 SH SOLE 4,000 TRANSMONTAIGNE INC COM 893934109 6 1,600 SH SOLE 1,600 TRANSOCEAN SEDCO FOREX ORD G90078109 18,351 423,331 SH SOLE 423,331 TRANSPORT CORP OF AMERICA COM 89385P102 6 1,100 SH SOLE 1,100 TRANSWITCH CORP COM 894065101 747 56,900 SH OTHER (1) - 56,900 TRANSWITCH CORP COM 894065101 626 47,700 SH SOLE 47,700 TRAVELOCITY.COM INC COM 893953109 12 800 SH SOLE 800 TREDEGAR INDUSTRIES COM 894650100 1,852 105,200 SH SOLE 105,200 TRENDWEST RESORTS INC COM 894917103 23 1,050 SH SOLE 1,050 TRENWICK GROUP LTD COM G9032C109 2,017 102,250 SH SOLE 102,250 TREX COMPANY INC. COM 89531P105 16 500 SH SOLE 500 TRIAD GUARANTY INC COM 895925105 1,128 34,000 SH SOLE 34,000 TRIAD HOSPITALS INC COM 89579K109 2,658 94,090 SH SOLE 94,090 TRIANGLE PHARMACEUTICALS COM 89589H104 10 1,700 SH SOLE 1,700 TRIARC COMPANIES INC CL A 895927101 1,380 56,100 SH SOLE 56,100 TRIBUNE COMPANY COM 896047107 16,575 406,847 SH SOLE 406,847 TRICO MARINE SERVICES INC COM 896106101 1,394 92,900 SH SOLE 92,900 TRICON GLOBAL RESTAURANTS COM 895953107 7,381 193,275 SH SOLE 193,275 TRICORD SYSTEMS INC COM 896121100 2 400 SH SOLE 400 TRIGON HEALTHCARE COM 89618L100 1,164 22,600 SH SOLE 22,600 TRIMBLE NAVIGATION LTD COM 896239100 1,114 58,800 SH SOLE 58,800 TRIMERIS INCORPORATED COM 896263100 1,200 40,000 SH SOLE 40,000 TRINITY INDUSTRIES COM 896522109 1,836 94,150 SH SOLE 94,150 TRIPATH IMAGING INC COM 896942109 452 72,300 SH SOLE 72,300 TRIPATH TECHNOLOGY COM 89672P104 6 800 SH SOLE 800 TRIQUINT SEMICONDUCTOR COM 89674K103 675 45,600 SH SOLE 45,600 TRITON PCS HOLDINGS INC CL A 89677M106 1,033 31,000 SH SOLE 31,000 TRIUMPH GROUP INC COM 896818101 870 22,900 SH SOLE 22,900 TRIZETTO GROUP INC COM 896882107 1,181 84,700 SH SOLE 84,700 TROPICAL SPORTSWEAR INC COM 89708P102 15 800 SH SOLE 800 TROY GROUP INC COM 89733N106 6 2,000 SH SOLE 2,000 TRUE NORTH COMMUNICATIONS COM 897844106 1,099 29,100 SH SOLE 29,100 TRUSTCO BANK CORPORATION COM 898349105 2,013 156,337 SH SOLE 156,337 TRUSTMARK CORP. COM 898402102 826 39,800 SH SOLE 39,800 TRW INC COM 872649108 5,702 167,698 SH SOLE 167,698 TTM TECHNOLOGIES COM 87305R109 10 1,900 SH SOLE 1,900 TUCKER ANTHONY SUTRO COM 898647102 1,266 66,800 SH SOLE 66,800 TUESDAY MORNING COM NEW 899035505 17 1,700 SH SOLE 1,700 TULARIK INC COM 899165104 526 27,700 SH SOLE 27,700 TUMBLEWEED CO CORP COM 899690101 4 2,000 SH SOLE 2,000 TUPPERWARE CORP COM 899896104 4,606 193,045 SH SOLE 193,045
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- TURNSTONE SYSTEMS INC COM 900423104 12 1,600 SH SOLE 1,600 TUT SYSTEMS INC. COM 901103101 3 1,100 SH SOLE 1,100 TWEETER HOME ENT. GROUP COM 901167106 908 46,700 SH SOLE 46,700 TWINLAB CORPORATION COM 901774109 1 900 SH SOLE 900 TXU CORPORATION COM 873168108 14,392 348,311 SH SOLE 348,311 TYCO INTERNATIONAL LTD COM 902124106 1,081 25,000 SH OTHER (1) - 25,000 TYCO INTERNATIONAL LTD COM 902124106 57,747 1,335,830 SH SOLE 1,335,830 TYSON FOODS INC CL A CL A 902494103 1,762 130,800 SH SOLE 130,800 U S B HOLDING INC. COM 902910108 8 630 SH SOLE 630 U S G CORPORATION COM 903293405 1,705 111,600 SH SOLE 111,600 U.S. BANCORP COM 902973304 60,193 2,594,584 SH SOLE 2,594,584 U.S. ENERGY SYSTEMS INC COM 902951102 3 600 SH SOLE 600 U.S. INDUSTRIES INC. COM 912080108 1,145 196,000 SH SOLE 196,000 U.S. INTERNETWORKING INC COM 917311805 1 1,100 SH SOLE 1,100 U.S. WIRELESS CORP COM 90339C106 1 400 SH SOLE 400 UAL CORP COM PAR 902549500 998 30,200 SH SOLE 30,200 $0.01 UBIQUITEL COM 903474302 12 2,100 SH SOLE 2,100 UBS AG ORD H8920G155 162 1,127 SH SOLE 1,127 UCAR INTERNATIONAL COM 90262K109 1,332 114,800 SH SOLE 114,800 UCBH HOLDINGS INC. COM 90262T308 1,164 23,900 SH SOLE 23,900 UGI CORPORATION COM 902681105 1,952 79,700 SH SOLE 79,700 UICI COM 902737105 1,032 117,500 SH SOLE 117,500 UIL HOLDINGS CORP COM 902748102 1,910 40,200 SH SOLE 40,200 ULTICOM INC COM 903844108 24 1,300 SH SOLE 1,300 ULTIMATE ELECTRONICS INC COM 903849107 5 200 SH SOLE 200 ULTRAK INCORPORATED COM NO 903898401 4 1,500 SH SOLE 1,500 PAR ULTRAMAR DIAMOND SHAMROCK COM 904000106 1,842 50,900 SH SOLE 50,900 ULTRATECH STEPPER INC COM 904034105 1,532 62,200 SH SOLE 62,200 UMB FINANCIAL CORP COM 902788108 2,169 57,068 SH SOLE 57,068 UNIFI INCORPORATED COM 904677101 961 135,500 SH SOLE 135,500 UNIFIRST CORPORATION COM 904708104 12 900 SH SOLE 900 UNIFY CORPORATION COM 904743101 8 39,500 SH SOLE 39,500 UNILEVER N Y SHS 904784709 22,958 436,121 SH SOLE 436,121 NEW UNION PACIFIC CORP COM 907818108 18,802 334,265 SH SOLE 334,265 UNION PLANTERS COM 908068109 7,042 182,963 SH SOLE 182,963 UNIONBANCAL CORP COM 908906100 2,847 98,000 SH SOLE 98,000 UNIROYAL TECH. CORP. COM 909163107 4 600 SH SOLE 600 UNISOURCE ENERGY CORP. COM 909205106 1,919 91,380 SH SOLE 91,380 UNISYS CORP COM 909214108 5,899 421,326 SH SOLE 421,326 UNIT CORPORATION COM 909218109 1,528 92,300 SH SOLE 92,300 UNITED BANKSHARES INC COM 909907107 2,609 117,900 SH SOLE 117,900 UNITED COMMUNITY FIN. COM 909839102 620 93,600 SH SOLE 93,600 UNITED DOMINION (REIT) COM 910197102 33 2,600 SH SOLE 2,600 UNITED DOMINION INDUS. COM 909914103 2,098 99,900 SH SOLE 99,900 UNITED NATIONAL BANCORP COM 910909100 763 38,130 SH SOLE 38,130 UNITED NATURAL FOODS INC COM 911163103 710 50,500 SH SOLE 50,500 UNITED PARCEL SERVICE CL B 911312106 1,508 26,500 SH OTHER (1) - 26,500 UNITED PARCEL SERVICE CL B 911312106 3,687 64,800 SH SOLE 64,800 UNITED PARK CITY COM NEW 911315208 4 200 SH SOLE 200 UNITED RENTALS INC. COM 911363109 2,925 179,100 SH SOLE 179,100 UNITED STATIONERS INC COM 913004107 2,306 95,100 SH SOLE 95,100
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- UNITED TECHNOLOGIES CORP COM 913017109 6,766 92,300 SH OTHER (1) - 92,300 UNITED TECHNOLOGIES CORP COM 913017109 46,341 632,203 SH SOLE 632,203 UNITED TELEVISION INC. COM 913066106 626 5,500 SH SOLE 5,500 UNITED THERAPEUTICS CORP COM 91307C102 17 1,000 SH SOLE 1,000 UNITEDGLOBALCOM INC-CL.A CL A 913247508 2,533 193,000 SH SOLE 193,000 UNITEDHEALTH GROUP INC COM 91324P102 25,734 434,258 SH SOLE 434,258 UNITIL CORP COM 913259107 15 600 SH SOLE 600 UNITRIN INC COM 913275103 1,444 39,700 SH SOLE 39,700 UNIVERSAL ACCESS INC COM 913363107 17 2,900 SH SOLE 2,900 UNIVERSAL COMPRESSION COM 913431102 14 400 SH SOLE 400 UNIVERSAL CORP COM 913456109 2,831 71,800 SH SOLE 71,800 UNIVERSAL ELECTRONICS COM 913483103 17 1,000 SH SOLE 1,000 UNIVERSAL FOREST PRODUCTS COM 913543104 829 54,800 SH SOLE 54,800 UNIVERSAL HEALTH REALTY SH BEN 91359E105 18 900 SH SOLE 900 INT UNIVERSAL HEALTH SERVICES CL B 913903100 1,528 17,300 SH SOLE 17,300 UNIVISION COMM INC CL A 914906102 10,421 273,078 SH SOLE 273,078 UNOCAL CORP COM 915289102 1,462 42,300 SH OTHER (1) - 42,300 UNOCAL CORP COM 915289102 11,323 327,532 SH SOLE 327,532 UNOVA INCORPORATED COM 91529B106 4 1,300 SH SOLE 1,300 UNUMPROVIDENT CORP COM 91529Y106 9,680 331,302 SH SOLE 331,302 URBAN OUTFITTERS INC COM 917047102 17 1,600 SH SOLE 1,600 URS CORPORATION COM 903236107 918 48,300 SH SOLE 48,300 US AIRWAYS GROUP COM 911905107 3,133 88,373 SH SOLE 88,373 US CELLULAR CORP COM 911684108 3,162 49,800 SH SOLE 49,800 US LEC CORPORATION CL A 90331S109 7 1,000 SH SOLE 1,000 US ONCOLOGY INC CL A 90338W103 2,106 259,172 SH SOLE 259,172 USA EDUCATION INC COM 90390U102 2,594 35,700 SH OTHER (1) - 35,700 USA EDUCATION INC COM 90390U102 15,812 217,645 SH SOLE 217,645 USA NETWORKS INC. COM 902984103 4,166 174,056 SH SOLE 174,056 USEC INCORPORATED COM 90333E108 1,760 204,700 SH SOLE 204,700 USFREIGHTWAYS CORP COM 916906100 2,331 74,000 SH SOLE 74,000 UST INCORPORATED COM 902911106 6,448 214,586 SH SOLE 214,586 USX-MARATHON GROUP INC COM 902905827 11,267 418,063 SH SOLE 418,063 USX-U.S. STEEL GROUP INC COM 90337T101 1,747 118,941 SH SOLE 118,941 UTI ENERGY CORP COM 903387108 2,840 93,900 SH SOLE 93,900 UTILICORP UNITED INC COM 918005109 2,081 64,308 SH SOLE 64,308 UTSTARCOM INC. COM 918076100 10 600 SH SOLE 600 V F CORP COM 918204108 5,348 152,799 SH SOLE 152,799 VA LINUX SYSTEMS COM 91819B105 398 132,727 SH SOLE 132,727 VAIL RESORTS INC COM 91879Q109 1,426 71,300 SH SOLE 71,300 VALASSIS COMMUNICATIONS COM 918866104 890 30,700 SH SOLE 30,700 VALENCE TECH INC. COM 918914102 467 102,400 SH SOLE 102,400 VALERO ENERGY CORP COM 91913Y100 1,253 35,300 SH SOLE 35,300 VALHI INC COM 918905100 670 66,000 SH SOLE 66,000 VALICERT INC COM 91915Q105 2 700 SH SOLE 700 VALLEY NATIONAL BANCORP COM 919794107 1,177 43,448 SH SOLE 43,448 VALMONT INDUSTRIES COM 920253101 1,092 64,500 SH SOLE 64,500 VALSPAR CORP COM 920355104 709 24,700 SH SOLE 24,700 VALUE CITY DEPT. STORES COM 920387107 6 700 SH SOLE 700 VALUE LINE INC COM 920437100 1,073 25,700 SH SOLE 25,700 VALUE VISION INT'L CL A 92047K107 1,374 98,600 SH SOLE 98,600
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- VALUECLICK INC COM 92046N102 2 500 SH SOLE 500 VANS INC. COM 921930103 11 500 SH SOLE 500 VARCO INTL INC COM 922122106 1,120 54,240 SH SOLE 54,240 VARIAN INC. COM 922206107 2,178 85,200 SH SOLE 85,200 VARIAN MEDICAL SYSTEMS COM 92220P105 1,119 18,400 SH SOLE 18,400 VARIAN SEMICONDUCTOR EQUI COM 922207105 2,913 91,200 SH SOLE 91,200 VASTERA INC COM 92239N109 12 1,500 SH SOLE 1,500 VECTOR GROUP LTD. COM 92240M108 1,356 64,561 SH SOLE 64,561 VECTREN CORP COM 92240G101 834 38,966 SH SOLE 38,966 VEECO INSTRUMENTS INC COM 922417100 2,584 62,170 SH SOLE 62,170 VENATOR GROUP INC. COM 922944103 1,101 79,800 SH SOLE 79,800 VENTANA MEDICAL SYS COM 92276H106 935 40,200 SH SOLE 40,200 VENTAS INCORPORATED COM 92276F100 42 4,900 SH SOLE 4,900 VENTIV HEALTH INC COM 922793104 898 58,433 SH SOLE 58,433 VENTRO CORP COM 922815105 1 1,200 SH SOLE 1,200 VERISIGN INC COM 92343E102 4,254 120,031 SH SOLE 120,031 VERITAS DGC INC. COM 92343P107 2,748 86,000 SH SOLE 86,000 VERITAS SOFTWARE CORP COM 923436109 24,911 538,738 SH SOLE 538,738 VERITY INCORPORATED COM 92343C106 2,153 94,900 SH SOLE 94,900 VERIZON COMMUNICATIONS COM 92343V104 181,386 3,679,277 SH SOLE 3,679,277 VERSATA INC. COM 925298101 0 1,500 SH SOLE 1,500 VERTEL CORP COM 924907108 1 900 SH SOLE 900 VERTEX PHARMACEUTICALS COM 92532F100 1,249 34,100 SH SOLE 34,100 VERTICAL NET COM 92532L107 446 219,900 SH SOLE 219,900 VESTA INSURANCE GROUP COM 925391104 15 2,300 SH SOLE 2,300 VIA NET.WORKS INC COM 925912107 7 2,700 SH SOLE 2,700 VIACOM INC CLASS B CL B 925524308 103,478 2,353,369 SH SOLE 2,353,369 VIAD CORPORATION COM 92552R109 1,275 53,500 SH SOLE 53,500 VIADOR INC COM 92553R108 0 800 SH SOLE 800 VIALINK COM 92552Q101 2 700 SH SOLE 700 VIANT CORPORATION COM 92553N107 3 1,300 SH SOLE 1,300 VIASAT INC COM 92552V100 920 60,800 SH SOLE 60,800 VIASYSTEMS GROUP INC COM 92553H100 13 4,200 SH SOLE 4,200 VIATEL INC COM 925529208 1 2,111 SH SOLE 2,111 VIB CORP COM 91823H106 15 1,638 SH SOLE 1,638 VICAL INC COM 925602104 473 49,500 SH SOLE 49,500 VICINITY CORP. COM 925653107 2 900 SH SOLE 900 VICOR CORP COM 925815102 498 24,300 SH SOLE 24,300 VIEWPOINT CORP. COM 92672P108 9 2,000 SH SOLE 2,000 VIGNETTE CORP. COM 926734104 860 133,648 SH SOLE 133,648 VINTAGE PETROLEUM INC COM 927460105 1,062 52,200 SH SOLE 52,200 VION PHARMACEUTICALS COM 927624106 279 63,800 SH SOLE 63,800 VIRAGE LOGIC CORP COM 92763R104 11 900 SH SOLE 900 VIRATA CORP COM 927646109 2,089 159,900 SH SOLE 159,900 VIRCO MFG CORP COM 927651109 10 968 SH SOLE 968 VIRGINIA CAP BANCSHARES COM 927758102 20 1,100 SH SOLE 1,100 VIROPHARMA INC. COM 928241108 29 1,000 SH SOLE 1,000 VISHAY INTERTECHNOLOGY COM 928298108 545 27,400 SH OTHER (1) - 27,400 VISHAY INTERTECHNOLOGY COM 928298108 1,590 79,900 SH SOLE 79,900 VISTA BANCORP COM 92830R103 19 840 SH SOLE 840 VISTEON CORP COM 92839U107 2,649 176,110 SH SOLE 176,110
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- VISUAL NETWORKS INC. COM 928444108 27 7,700 SH SOLE 7,700 VISX INCORPORATED COM 92844S105 2,656 154,700 SH SOLE 154,700 VITESSE SEMICONDUCTOR COM 928497106 5,986 251,355 SH SOLE 251,355 VITRIA TECHNOLOGY INC COM 92849Q104 14 3,700 SH SOLE 3,700 VIXEL CORP COM 928552108 1 600 SH SOLE 600 VODAFONE AIRTOUCH ADR SPONSORED 92857W100 339 12,472 SH SOLE 12,472 ADR VOICESTREAM WIRELESS COM 928615103 825 8,926 SH SOLE 8,926 VOLT INFO SCIENCES COM 928703107 766 42,600 SH SOLE 42,600 VORNADO REALTY (REIT) SH BEN 929042109 104 2,900 SH SOLE 2,900 INT VULCAN MATERIALS COMPANY COM 929160109 6,374 136,116 SH SOLE 136,116 VYYO INC. COM 918458100 37 18,300 SH SOLE 18,300 W HOLDING COMPANY INC COM 929251106 17 1,400 SH SOLE 1,400 W.P. CAREY & CO. LLC COM 92930Y107 14 700 SH SOLE 700 W.R. GRACE & COMPANY-NEW COM 38388F108 4 1,800 SH SOLE 1,800 WABASH NATL CORP COM 929566107 72 7,000 SH SOLE 7,000 WABTEC COM 929740108 1,671 131,607 SH SOLE 131,607 WACHOVIA CORPORATION COM 929771103 16,796 278,783 SH SOLE 278,783 WACKENHUT CORP COM SER A 929794105 765 53,400 SH SOLE 53,400 WACKENHUT CORRECTIONS COM 929798106 14 1,500 SH SOLE 1,500 WADDELL & REED CL. B CL B 930059209 18 620 SH SOLE 620 WADDELL & REED FIN CL A CL A 930059100 1,371 48,350 SH SOLE 48,350 WALGREEN CO COM 931422109 54,739 1,341,645 SH SOLE 1,341,645 WALLACE COMPUTER COM 932270101 1,669 102,700 SH SOLE 102,700 WAL-MART STORES INC COM 931142103 7,196 142,500 SH OTHER (1) - 142,500 WAL-MART STORES INC COM 931142103 297,552 5,892,097 SH SOLE 5,892,097 WALT DISNEY CO COM 254687106 655 22,900 SH OTHER (1) - 22,900 WALT DISNEY CO COM 254687106 80,299 2,807,740 SH SOLE 2,807,740 WALTER INDUSTRIES COM 93317Q105 1,004 116,800 SH SOLE 116,800 WASHINGTON (REIT) SH BEN 939653101 26 1,100 SH SOLE 1,100 INT WASHINGTON FEDERAL INC. COM 938824109 1,173 47,754 SH SOLE 47,754 WASHINGTON GROUP INTL COM 938862109 204 131,000 SH SOLE 131,000 WASHINGTON MUTUAL INC COM 939322103 47,300 SH OTHER (1) - 47,300 WASHINGTON MUTUAL INC COM 939322103 43,317 791,187 SH SOLE 791,187 WASHINGTON POST CLASS B CL B 939640108 1,700 SH OTHER (1) - 1,700 WASHINGTON POST CLASS B CL B 939640108 3,179 5,500 SH SOLE 5,500 WASHINGTON TRUST BANCORP COM 940610108 12 700 SH SOLE 700 WASTE CONNECTIONS INC. COM 941053100 1,913 66,400 SH SOLE 66,400 WASTE MANAGEMENT INC COM 94106L109 20,718 838,759 SH SOLE 838,759 WATCHGUARD TECHNOLOGIES COM 941105108 5 600 SH SOLE 600 WATER PIK TECHNOLOGIES COM 94113U100 1 195 SH SOLE 195 WATERS CORPORATION COM 941848103 3,674 79,100 SH SOLE 79,100 WATSCO INC COM 942622200 851 73,500 SH SOLE 73,500 WATSON PHARMACEUTICAL COM 942683103 7,251 137,853 SH SOLE 137,853 WATTS INDUSTRIES 'A' CL A 942749102 1,226 73,400 SH SOLE 73,400 WAUSAU-MOSINEE PAPER CORP COM 943315101 1,706 131,225 SH SOLE 131,225 WAVE SYSTEMS CORP. CL A 943526103 8 1,800 SH SOLE 1,800 WAYPOINT FINANCIAL CORP COM 946756103 17 1,573 SH SOLE 1,573 W-D 40 COMPANY COM 929236107 832 41,600 SH SOLE 41,600 WEATHERFORD INTERNATIONAL COM 947074100 3,189 64,630 SH SOLE 64,630 WEB TRENDS CORP COM 94844D104 616 68,400 SH SOLE 68,400 WEBB (DEL E.) CORP COM 947423109 1,437 46,500 SH SOLE 46,500
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- WEBEX INC COM 94767L109 170 15,300 SH SOLE 15,300 WEBLINK WIRELESS INC CL A 94769A101 0 1,100 SH SOLE 1,100 WEBMD CORP COM 94769M105 1,151 206,926 SH SOLE 206,926 WEBMETHODS INC COM 94768C108 30 1,421 SH SOLE 1,421 WEBSENSE COM 947684106 14 1,200 SH SOLE 1,200 WEBSTER FINANCIAL CORP. COM 947890109 842 28,712 SH SOLE 28,712 WEINGARTEN REALTY (REIT) SH BEN 948741103 34 800 SH SOLE 800 INT WEIS MARKETS INC COM 948849104 856 24,500 SH SOLE 24,500 WELLMAN INC COM 949702104 1,750 90,900 SH SOLE 90,900 WELLPOINT HEALTH NETWORKS CL A 94973H108 8,034 84,298 SH SOLE 84,298 WELLS FARGO COMPANY COM 949746101 114,466 2,313,890 SH SOLE 2,313,890 WENDYS INTL INC COM 950590109 3,395 152,114 SH SOLE 152,114 WERNER ENTERPRISES INC COM 950755108 2,260 131,962 SH SOLE 131,962 WESBANCO INC COM 950810101 861 47,200 SH SOLE 47,200 WESCO FINANCIAL CORP COM 950817106 1,596 5,200 SH SOLE 5,200 WESCO INTERNATIONAL INC COM 95082P105 944 102,100 SH SOLE 102,100 WEST CORP COM 952355105 828 37,000 SH SOLE 37,000 WEST MARINE INCORPORATED COM 954235107 5 1,200 SH SOLE 1,200 WEST PHARMACEUTICAL SVCS COM 955306105 890 38,100 SH SOLE 38,100 WESTAFF INCORPORATED COM 957070105 6 2,000 SH SOLE 2,000 WESTAMERICA BANCORP COM 957090103 785 20,800 SH SOLE 20,800 WESTCORP COM 957907108 327 18,780 SH SOLE 18,780 WESTELL TECH. INC. CL A 957541105 9 2,560 SH SOLE 2,560 WESTERN DIGITAL CORP. COM 958102105 2,105 442,200 SH SOLE 442,200 WESTERN GAS RESOURCES COM 958259103 2,674 82,900 SH SOLE 82,900 WESTERN MULTIPLEX COM 95874P107 13 1,700 SH SOLE 1,700 WESTERN RESOURCES INC. COM 959425109 967 40,531 SH SOLE 40,531 WESTERN WIRELESS CL A CL A 95988E204 1,666 41,000 SH SOLE 41,000 WESTFIELD AMER INC COM 959910100 36 2,200 SH SOLE 2,200 WESTPOINT STEVENS INC COM 961238102 20 2,200 SH SOLE 2,200 WESTPORT RESOURCES CORP. COM 961415106 13 600 SH SOLE 600 WESTVACO CORP COM 961548104 3,272 135,030 SH SOLE 135,030 WESTWOOD ONE INC COM 961815107 1,450 63,000 SH SOLE 63,000 WET SEAL INC. CL A CL A 961840105 1,005 39,200 SH SOLE 39,200 WEYERHAEUSER COMPANY COM 962166104 14,905 293,470 SH SOLE 293,470 WFS FINANCIAL INC COM 92923B106 16 900 SH SOLE 900 WGL HOLDINGS INC. COM 92924F106 744 26,900 SH SOLE 26,900 W-H ENERGY SERVICES COM 92925E108 22 900 SH SOLE 900 WHIRLPOOL CORP COM 963320106 4,521 90,442 SH SOLE 90,442 WHITE MTNS INSURANCE GRP. COM G9618E107 112 340 SH SOLE 340 WHITEHALL JEWELLERS INC COM 965063100 5 600 SH SOLE 600 WHITNEY HOLDING CORP COM 966612103 2,512 63,500 SH SOLE 63,500 WHOLE FOODS MARKET INC COM 966837106 636 15,100 SH SOLE 15,100 WILD OATES MARKETS COM 96808B107 6 650 SH SOLE 650 WILEY (JOHN) & SONS-CL A CL A 968223206 663 35,100 SH SOLE 35,100 WILLAMETTE INDUSTRIES INC COM 969133107 6,737 146,461 SH SOLE 146,461 WILLIAMS COMMUNICATION GR CL A 969455104 1,544 171,500 SH SOLE 171,500 WILLIAMS COMPANIES INC COM 969457100 806 18,800 SH OTHER (1) - 18,800 WILLIAMS COMPANIES INC COM 969457100 27,821 649,290 SH SOLE 649,290 WILLIAMS-SONOMA INC COM 969904101 843 32,100 SH SOLE 32,100 WILMINGTON TRUST CORP COM 971807102 1,111 18,800 SH SOLE 18,800
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- WILSON GREATBATCH TECH COM 972232102 11 600 SH SOLE 600 WIND RIVER SYSTEMS COM 973149107 987 42,460 SH SOLE 42,460 WINK COMMUNICATIONS COM 974168106 7 1,400 SH SOLE 1,400 WINN DIXIE STORES INC COM 974280109 5,322 187,580 SH SOLE 187,580 WINNEBAGO INDUSTRIES COM 974637100 1,043 58,900 SH SOLE 58,900 WINSTAR COMMUNICATIONS COM 975515107 112 52,150 SH SOLE 52,150 WIRELESS FACILITIES INC COM 97653A103 7 1,800 SH SOLE 1,800 WISCONSIN CENTRAL COM 976592105 1,865 117,000 SH SOLE 117,000 WISCONSIN ENERGY CORP COM 976657106 1,513 70,100 SH SOLE 70,100 WIT SOUNDVIEW GROUP INC. COM 977383108 9 3,000 SH SOLE 3,000 WITNESS SYSTEMS INC. COM 977424100 12 1,600 SH SOLE 1,600 WJ COMMUNICATIONS INC COM 929284107 4 1,600 SH SOLE 1,600 WMS INDUSTRIES INC. COM 929297109 1,485 82,500 SH SOLE 82,500 WOLVERINE TUBE INC COM 978093102 47 3,700 SH SOLE 3,700 WOLVERINE WORLD WIDE COM 978097103 1,707 117,100 SH SOLE 117,100 WOODWARD GOVERNOR COM 980745103 1,490 29,000 SH SOLE 29,000 WORLD ACCEPTANCE CORP. COM 981419104 9 1,400 SH SOLE 1,400 WORLD ACCESS INC COM 98141A101 0 1,600 SH SOLE 1,600 WORLD WRESTLING FED ENT COM 98156Q108 532 39,800 SH SOLE 39,800 WORLDCOM INC COM 98157D106 73,364 3,925,801 SH SOLE 3,925,801 WORLDGATE COMMUNICATIONS COM 98156L307 9 2,000 SH SOLE 2,000 WORLDPOINT COMMUNICATIONS COM 98155J105 1 600 SH SOLE 600 WORTHINGTON INDUSTRIES COM 981811102 2,628 282,605 SH SOLE 282,605 WPS RESOURCES CORP COM 92931B106 2,294 67,200 SH SOLE 67,200 WRIGLEY WM. JR. CO COM 982526105 14,444 299,354 SH SOLE 299,354 WSFS FIN'L CORP COM 929328102 13 1,000 SH SOLE 1,000 XCARE.NET INC COM 98388Y101 5 800 SH SOLE 800 XCEL ENERGY INC COM 98389B100 13,786 457,872 SH SOLE 457,872 XEROX CORP COM 984121103 5,350 893,196 SH SOLE 893,196 XILINX INC COM 983919101 15,440 439,580 SH SOLE 439,580 XM SATELLITE RADIO CL A 983759101 8 1,100 SH SOLE 1,100 XO COMMUNICATIONS CL A 983764101 1,029 147,017 SH SOLE 147,017 XOMA LTD ORD G9825R107 1,189 165,000 SH SOLE 165,000 X-RITE INC COM 983857103 72 7,300 SH SOLE 7,300 XTRA CORP COM 984138107 1,469 30,800 SH SOLE 30,800 XYBERNAUT CORP COM 984149104 3 1,400 SH SOLE 1,400 YAHOO INC COM 984332106 11,763 746,861 SH SOLE 746,861 YELLOW CORPORATION COM 985509108 1,123 65,600 SH SOLE 65,600 YORK INTERNATIONAL CORP COM 986670107 2,668 96,400 SH SOLE 96,400 YOUNG BROADCASTING CL A 987434107 1,145 36,500 SH SOLE 36,500 YOUNG INNOVATIONS INC COM 987520103 16 800 SH SOLE 800 ZALE CORPORATION COM 988858106 2,865 98,800 SH SOLE 98,800 ZAMBA CORP COM 988881108 3 2,000 SH SOLE 2,000 ZAP.COM CORP COM 989063102 0 32 SH SOLE 32 ZEBRA TECH CORP. CL A 989207105 698 18,300 SH SOLE 18,300 ZENGINE INC COM 98935C107 4 1,100 SH SOLE 1,100 ZENITH NATIONAL INS CO COM 989390109 1,135 48,100 SH SOLE 48,100 ZIONS BANCORPORATION COM 989701107 2,677 51,400 SH SOLE 51,400 ZIXIT CORPORATION COM 98974P100 35 5,000 SH SOLE 5,000 ZOLL MEDICAL GROUP COM 989922109 785 22,500 SH SOLE 22,500 ZOLTEK COMPANIES INC. COM 98975W104 3 600 SH SOLE 600
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- ------------------------ VOTING AUTHORITY TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------- --------- --------- ----------- ---------- ---- ----- -------- --------- --------- ------- ---- ZOMAX INCORPORATED COM 989929104 10 2,000 SH SOLE 2,000 ZORAN CORP COM 98975F101 654 42,700 SH SOLE 42,700 Z-TEL TECHNOLOGIES INC COM 988792107 3 900 SH SOLE 900 ZYGO CORP COM 989855101 701 37,000 SH SOLE 37,000 TOTAL REPORT 16,341,248
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