IBM RETIREMENT FUNDS FORM 13F- SOLE INSTR V. SOLE AUTHORITY
30-Jun-99
ITEM 5: S
ITEM 3: ITEM 4: SHARES OR O
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL L
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE (000) AMOUNT E
TRANSOCEAN OFFSHORE INC CAYMON ORD G90076103 578 "22,010" X
A D C TELECOMMUNICATIONS COM 000886101 "4,443" "97,524" X
AFLAC INC COM 001055102 "12,857" "267,572" X
AGCO CORP COM 001084102 470 "41,505" X
AES CORP COM 00130H105 "4,112" "70,739" X
AK STL HLDG CORP COM 001547108 529 "23,496" X
AMB PROPERTY CORP COM 00163T109 910 "38,717" X
AMR CORP COM 001765106 "10,980" "160,214" X
AT&T CORP COM 001957109 "173,595" "3,097,888" X
AT&T CORP COM LIB GRP A 001957208 "27,284" "738,064" X
ABBOTT LABS COM 002824100 "59,151" "1,297,846" X
ABERCROMBIE & FITCH CO CL A 002896207 "1,935" "40,318" X
ACNIELSEN CORP COM 004833109 "2,536" "83,625" X
ACXIOM CORP COM 005125109 660 "26,470" X
ADAPTEC INC COM 00651F108 "3,262" "92,364" X
ADELPHIA COMMUNICATIONS CORP CL A 006848105 "3,011" "47,325" X
ADOBE SYS INC COM 00724F101 "4,559" "55,249" X
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 163 "10,458" X
ADVANCED MICRO DEVICES INC COM 007903107 "2,590" "143,382" X
AETNA INC COM 008117103 "13,604" "151,574" X
AFFILIATED COMPUTER SERVICES CL A 008190100 940 "18,572" X
AFTERMARKET TECHNOLOGY CORP COM 008318107 134 "11,778" X
AIR PRODS & CHEMS INC COM 009158106 "8,884" "219,927" X
AIRBORNE FGHT CORP COM 009266107 876 "31,649" X
ALBEMARLE CORP COM 012653101 327 "14,156" X
ALBERTO CULVER CO CL B CONV 013068101 "1,465" "55,024" X
ALBERTSONS INC COM 013104104 "18,843" "363,857" X
ALCOA INC COM 013817101 "22,863" "368,158" X
ALIANT COMMUNICATIONS INC COM 016090102 733 "15,867" X
ALLEGHANY CORP DEL COM 017175100 670 "3,624" X
ALLEGHENY ENERGY INC COM 017361106 "3,874" "120,823" X
ALLEGHENY TELEDYNE INC COM 017415100 "2,699" "118,561" X
ALLEGIANCE TELECOM INC COM 01747T102 "1,490" "27,160" X
ALLERGAN INC COM 018490102 "5,850" "52,705" X
ALLIANT CORP COM 018802108 "2,449" "86,295" X
ALLIEDSIGNAL INC COM 019512102 "28,109" "446,180" X
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 "2,349" "118,946" X
ALLMERICA FINL CORP COM 019754100 "2,271" "37,346" X
ALLSTATE CORP COM 020002101 "23,060" "639,730" X
ALLTEL CORP COM 020039103 "18,797" "262,897" X
ALTERA CORP COM 021441100 "5,367" "145,787" X
ALZA CORP DEL COM 022615108 "3,949" "77,616" X
AMAZON COM INC COM 023135106 "7,992" "63,870" X
AMBAC FINL GROUP INC COM 023139108 "4,050" "70,890" X
AMERADA HESS CORP COM 023551104 "4,440" "74,629" X
AMEREN CORP COM 023608102 "5,344" "139,265" X
AMERICA ONLINE INC DEL COM 02364J104 "91,665" "829,231" X
AMERICA WEST HLDG CORP CL B 023657208 210 "11,139" X
AMERICAN BANKERS INS GROUP INC COM 024456105 "1,767" "32,456" X
AMERICAN BUSINESS PRODS GA COM 024763104 153 "10,039" X
AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 433 "9,520" X
AMERICAN ELEC PWR INC COM 025537101 "7,059" "187,209" X
AMERICAN EXPRESS CO COM 025816109 "51,783" "396,260" X
AMERICAN FINL GROUP INC OHIO COM 025932104 "1,426" "41,870" X
AMERICAN GENERAL CORP COM 026351106 "15,865" "210,486" X
AMERICAN GREETINGS CORP CL A 026375105 "2,242" "74,439" X
AMERICAN HEALTH PPTYS INC COM 026494104 242 "12,040" X
AMERICAN HOME PRODS CORP COM 026609107 "63,518" "1,102,180" X
AMERICAN INTL GROUP INC COM 026874107 "119,625" "1,015,706" X
AMERICAN MGMT SYS INC COM 027352103 "1,600" "49,912" X
AMERICAN NATL INS CO COM 028591105 712 "9,993" X
AMERICAN PWR CONVERSION CORP COM 029066107 "1,835" "90,499" X
AMERICAN STD COS INC DEL COM 029712106 "3,959" "82,481" X
AMERICAN TOWER CORP CL A 029912201 "2,006" "83,595" X
AMERICAN WTR WKS INC COM 030411102 "1,833" "59,608" X
AMERITRADE HLDG CORP CL A 03072H109 "1,309" "12,346" X
AMERITECH CORP NEW COM 030954101 "77,594" "1,055,702" X
AMGEN INC COM 031162100 "25,036" "411,274" X
AMSOUTH BANCORPORATION COM 032165102 "4,801" "207,054" X
ANADARKO PETE CORP COM 032511107 "3,309" "89,883" X
ANALOG DEVICES INC COM 032654105 "6,266" "124,853" X
ANDREW CORP COM 034425108 585 "30,917" X
ANDRX CORP COM 034551101 290 "3,763" X
ANHEUSER BUSCH COS INC COM 035229103 "31,604" "443,739" X
AON CORP COM 037389103 "7,431" "179,210" X
APACHE CORP COM 037411105 "3,552" "91,067" X
APARTMENT INVT & MGMT CO CL A 03748R101 "3,314" "77,510" X
APOLLO GROUP INC CL A 037604105 "1,287" "48,455" X
APPLE COMPUTER INC COM 037833100 "5,594" "120,292" X
APPLIED MICRO CIRCUITS CORP COM 03822W109 888 "10,801" X
APPLIED MATLS INC COM 038222105 "21,184" "285,378" X
APTARGROUP INC COM 038336103 933 "31,087" X
ARCH CHEMICALS INC COM 03937R102 421 "17,310" X
ARCHER DANIELS MIDLAND CO COM 039483102 "8,542" "551,131" X
ARCHSTONE CMNTYS TR SH BEN INT 039581103 "1,419" "64,703" X
ARDEN RLTY GROUP INC COM 039793104 767 "31,148" X
ARMSTRONG WORLD INDS INC COM 042476101 "2,337" "40,241" X
ARROW ELECTRS INC COM 042735100 "2,031" "106,875" X
ASHLAND INC COM 044204105 "2,698" "67,242" X
ASSISTED LIVING CONCEPTS INC COM 04543L109 388 "134,800" X
ASSOCIATED BANC CORP COM 045487105 "1,223" "29,472" X
ASSOCIATED GROUP INC CL A 045651106 "1,161" "17,832" X
AT HOME CORP COM SER A 045919107 "3,545" "65,709" X
ASSOCIATES FIRST CAP CORP CL A 046008108 "29,993" "679,717" X
ASTORIA FINL CORP COM 046265104 856 "19,478" X
ATLANTIC RICHFIELD CO COM 048825103 "22,342" "266,152" X
ATMEL CORP COM 049513104 "2,001" "76,424" X
AUTODESK INC COM 052769106 "1,240" "41,950" X
AUTOLIV INC COM 052800109 "2,484" "82,119" X
AUTOMATIC DATA PROCESSING INC COM 053015103 "20,965" "474,226" X
AUTONATION INC COM 05329W102 "5,853" "328,562" X
AUTOZONE INC COM 053332102 "3,578" "118,772" X
AVALONBAY CMNTYS INC COM 053484101 "2,369" "64,040" X
AVERY DENNISON CORP COM 053611109 "5,337" "88,014" X
AVIALL INC NEW COM 05366B102 "2,042" "108,554" X
AVNET INC COM 053807103 "1,552" "33,255" X
AVON PRODS INC COM 054303102 "10,565" "189,384" X
BB&T CORP COM 054937107 "10,083" "274,840" X
BEC ENERGY COM 05538M101 "1,816" "44,030" X
BHC COMMUNICATIONS INC CL A 055448104 815 "6,270" X
BISYS GROUP INC COM 055472104 905 "15,465" X
BJS WHOLESALE CLUB INC COM 05548J106 "2,086" "69,377" X
BJ SVCS CO COM 055482103 "1,743" "59,226" X
BMC SOFTWARE INC COM 055921100 "9,194" "169,495" X
BAKER HUGHES INC COM 057224107 "11,154" "331,838" X
BALL CORP COM 058498106 "1,577" "37,332" X
BANK OF AMERICA CORPORATION COM 060505104 "124,660" "1,693,921" X
BANK NEW YORK INC COM 064057102 "27,966" "759,524" X
BANK ONE CORP COM 06423A103 "69,419" "1,161,079" X
BANKBOSTON CORP COM 06605R106 "15,461" "301,334" X
BARD C R INC COM 067383109 "2,598" "54,330" X
BARNES & NOBLE INC COM 067774109 969 "35,389" X
BATTLE MTN GOLD CO COM 071593107 46 "17,692" X
BAUSCH & LOMB INC COM 071707103 "4,203" "54,936" X
BAXTER INTL INC COM 071813109 "16,665" "273,830" X
BEA SYS INC COM 073325102 "1,228" "42,979" X
BEAR STEARNS COS INC COM 073902108 "6,028" "128,936" X
BECKMAN COULTER INC COM 075811109 "1,296" "26,657" X
BECTON DICKINSON & CO COM 075887109 "6,877" "228,388" X
BED BATH & BEYOND INC COM 075896100 "2,589" "67,253" X
BELL ATLANTIC CORP COM 077853109 "96,429" "1,469,219" X
BELLSOUTH CORP COM 079860102 "87,836" "1,896,596" X
BELO A H CORP DEL COM SER A 080555105 "1,889" "95,942" X
BEMIS INC COM 081437105 "2,026" "50,977" X
BERGEN BRUNSWIG CORP CL A 083739102 "2,144" "124,284" X
BEST BUY INC COM 086516101 "9,247" "136,992" X
BESTFOODS COM 08658U101 "11,775" "237,884" X
BEVERLY ENTERPRISES INC COM NEW 087851309 431 "53,498" X
BIOGEN INC COM 090597105 "8,609" "133,858" X
BIOMET INC COM 090613100 "3,661" "92,097" X
BLACK & DECKER CORP COM 091797100 "4,247" "66,964" X
BLOCK H & R INC COM 093671105 "2,926" "58,148" X
BLYTH INDS INC COM 09643P108 507 "14,910" X
BOEING CO COM 097023105 "41,877" "948,175" X
BOISE CASCADE CORP COM 097383103 "1,801" "41,784" X
BORDERS GROUP INC COM 099709107 434 "27,477" X
BORG-WARNER AUTOMOTIVE INC COM 099724106 "4,786" "87,013" X
BOSTON PROPERTIES INC COM 101121101 411 "11,460" X
BOSTON SCIENTIFIC CORP COM 101137107 "8,154" "185,575" X
BOWATER INC COM 102183100 "1,786" "37,705" X
BRADLEY REAL ESTATE INC COM 104580105 457 "22,035" X
BRIGGS & STRATTON CORP COM 109043109 452 "7,730" X
BRINKER INTL INC COM 109641100 "2,257" "82,087" X
BRISTOL MYERS SQUIBB CO COM 110122108 "112,835" "1,594,435" X
BROADCAST COM INC COM 111310108 "1,901" "14,234" X
BROADCOM CORP CL A 111320107 "3,833" "26,512" X
BROWN FORMAN CORP CL B 115637209 "3,478" "53,359" X
BROWNING FERRIS INDS COM 115885105 "8,169" "189,352" X
BRUNSWICK CORP COM 117043109 "2,078" "74,138" X
BURLINGTON NORTHN SANTA FE CP COM 12189T104 "14,763" "474,494" X
BURLINGTON RES INC COM 122014103 "7,307" "168,955" X
CCB FINL CORP COM 124875105 "1,783" "33,713" X
CBRL GROUP INC COM 12489V106 486 "27,831" X
CBS CORP COM 12490K107 "25,710" "587,520" X
CDW COMPUTER CTRS INC COM 125129106 491 "11,158" X
CIGNA CORP COM 125509109 "14,798" "165,451" X
CIT GROUP INC CL A 125577106 "2,084" "72,159" X
CKE RESTAURANTS INC COM 12561E105 955 "58,762" X
CMGI INC COM 125750109 "7,711" "67,600" X
CMS ENERGY CORP COM 125896100 "4,517" "107,877" X
CNET INC COM 125945105 917 "15,908" X
CNA FINL CORP COM 126117100 765 "18,971" X
CNF TRANSN INC COM 12612W104 "2,527" "65,458" X
CSG SYS INTL INC COM 126349109 632 "24,139" X
CSX CORP COM 126408103 "7,356" "161,280" X
CVS CORP COM 126650100 "14,226" "278,843" X
CABLEVISION SYS CORP CL A 12686C109 "7,751" "110,723" X
CABLETRON SYS INC COM 126920107 "1,505" "115,798" X
CABOT CORP COM 127055101 832 "34,383" X
CADENCE DESIGN SYSTEM INC COM 127387108 "2,558" "202,625" X
CALLAWAY GOLF CO COM 131193104 663 "45,025" X
CALPINE CORP COM 131347106 588 "10,891" X
CAMPBELL SOUP CO COM 134429109 "11,149" "238,753" X
CAPITAL ONE FINL CORP COM 14040H105 "4,955" "88,974" X
CAPSTAR BROADCASTING CORP CL A 14067G105 715 "26,125" X
CARAUSTAR INDS INC COM 140909102 228 "9,230" X
CARDINAL HEALTH INC COM 14149Y108 "12,442" "194,020" X
CARLISLE COS INC COM 142339100 "1,593" "33,108" X
CARNIVAL CORP COM 143658102 327 "4,550" X
CAROLINA PWR & LT CO COM 144141108 "6,904" "160,697" X
CARRAMERICA RLTY CORP COM 144418100 873 "34,911" X
CASE CORP COM 14743R103 "2,977" "61,610" X
CATALINA MARKETING CORP COM 148867104 821 "8,919" X
CATELLUS DEV CORP COM 149111106 732 "47,609" X
CATERPILLAR INC DEL COM 149123101 "21,103" "350,357" X
CENDANT CORP COM 151313103 "13,493" "655,055" X
CENTENNIAL CELLULAR CORP CL A NEW 15133V208 262 "7,360" X
CENTEX CORP COM 152312104 "2,443" "64,788" X
CENTOCOR INC COM 152342101 "2,356" "50,536" X
CENTRAL & SOUTH WEST CORP COM 152357109 "5,166" "220,177" X
CENTRAL NEWSPAPERS INC CL A 154647101 "1,834" "48,909" X
CENTRAL PKG CORP COM 154785109 572 "16,700" X
CENTURA BKS INC COM 15640T100 "1,059" "18,790" X
CENTURY COMMUNICATIONS CORP CL A 156503104 "2,959" "64,334" X
CENTURYTEL INC COM 156700106 "4,417" "111,125" X
CERIDIAN CORP COM 15677T106 "2,480" "75,875" X
CHAMPION INTL CORP COM 158525105 "3,638" "75,654" X
CHANCELLOR MEDIA CORP COM 158915108 "7,179" "130,235" X
CHARTER ONE FINL INC COM 160903100 "5,546" "199,405" X
CHASE MANHATTAN CORP NEW COM 16161A108 "72,087" "833,377" X
CHECKFREE HLDGS CORP COM 162816102 536 "19,448" X
CHEVRON CORPORATION COM 166751107 "61,474" "644,217" X
CHIQUITA BRANDS INTL INC COM 170032106 326 "36,263" X
CHIRON CORP COM 170040109 "1,247" "60,103" X
CHRIS CRAFT INDS INC COM 170520100 533 "11,310" X
CHUBB CORP COM 171232101 "12,689" "181,933" X
CIBER INC COM 17163B102 485 "25,349" X
CIENA CORP COM 171779101 "1,862" "61,689" X
CINCINNATI BELL INC COM 171870108 "3,014" "120,877" X
CINCINNATI FINL CORP COM 172062101 "5,961" "158,705" X
CINERGY CORP COM 172474108 "2,199" "68,715" X
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 "8,104" "87,141" X
CISCO SYS INC COM 17275R102 "162,441" "2,509,142" X
CINTAS CORP COM 172908105 "3,534" "52,600" X
CITIGROUP INC COM 172967101 "117,123" "2,453,013" X
CITIZENS UTILS CO DEL CL B 177342201 "3,120" "280,458" X
CITRIX SYS INC COM 177376100 "3,377" "59,771" X
CITY NATL CORP COM 178566105 "1,921" "51,307" X
CLAIRE'S STORES INC COM 179584107 552 "21,446" X
CLAYTON HOMES INC COM 184190106 "1,346" "117,091" X
CLEAR CHANNEL COMMUNICATIONS COM 184502102 "11,144" "161,657" X
CLOROX CO DEL COM 189054109 "8,600" "80,109" X
COAST FEDERAL LITIGATION TR RT 19034Q110 15 "13,700" X
COASTAL CORP COM 190441105 "7,662" "189,563" X
COCA COLA CO COM 191216100 "109,487" "1,756,473" X
COCA COLA ENTERPRISES INC COM 191219104 "5,953" "200,100" X
COLGATE PALMOLIVE CO COM 194162103 "20,517" "208,295" X
COLONIAL BANCGROUP INC COM 195493309 577 "41,421" X
COLUMBIA ENERGY GROUP COM 197648108 "3,641" "57,749" X
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 "10,997" "479,761" X
COMAIR HOLDINGS INC COM 199789108 "1,586" "76,227" X
COMCAST CORP CL A SPL 200300200 "19,436" "505,656" X
COMDISCO INC COM 200336105 "2,810" "109,658" X
COMERICA INC COM 200340107 "10,611" "177,956" X
COMMERCE BANCSHARES INC COM 200525103 "2,641" "65,616" X
COMMERCIAL FEDERAL CORPORATION COM 201647104 696 "30,000" X
COMPASS BANCSHARES INC COM 20449H109 "3,278" "120,285" X
COMPAQ COMPUTER CORP COM 204493100 "33,509" "1,414,608" X
COMPUTER ASSOC INTL INC COM 204912109 "18,663" "338,762" X
COMPUSA INC COM 204932107 257 "34,574" X
COMPUTER SCIENCES CORP COM 205363104 "7,756" "112,098" X
COMPUWARE CORP COM 205638109 "9,517" "299,168" X
COMSAT CORP COM SER 1 20564D107 "1,756" "53,847" X
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 "3,072" "40,690" X
CONAGRA INC COM 205887102 "13,211" "494,363" X
CONCORD EFS INC COM 206197105 "3,730" "88,153" X
CONECTIV INC COM 206829103 "2,360" "96,581" X
CONEXANT SYSTEMS INC COM 207142100 "3,431" "59,084" X
CONOCO INC CL A 208251306 "3,228" "115,789" X
CONSECO INC COM 208464107 "10,357" "340,277" X
CONSOLIDATED EDISON INC COM 209115104 "10,986" "241,901" X
CONSOLIDATED FREIGHTWAYS CORP COM 209232107 813 "63,261" X
CONSOLIDATED NAT GAS CO COM 209615103 "4,207" "68,906" X
CONSOLIDATED PAPERS INC COM 209759109 "1,494" "55,850" X
CONSOLIDATED STORES CORP COM 210149100 "2,175" "80,564" X
CONSTELLATION ENERGY CORP COM 210371100 "4,577" "153,968" X
CONTIFINANCIAL CORP COM 21075V107 53 "14,799" X
CONTINENTAL AIRLS INC CL B 210795308 "2,336" "62,094" X
CONVERGYS CORP COM 212485106 "1,003" "51,789" X
COOPER CAMERON CORP COM 216640102 "2,261" "60,993" X
COOPER INDS INC COM 216669101 "5,164" "98,894" X
COOPER TIRE & RUBR CO COM 216831107 "1,658" "70,186" X
COORS ADOLPH CO CL B 217016104 "1,867" "37,709" X
COPART INC COM 217204106 231 "10,870" X
CORDANT TECHNOLOGIES INC COM 218412104 "2,040" "45,152" X
CORNERSTONE PPTYS INC COM 21922H103 335 "21,105" X
CORNING INC COM 219350105 "14,790" "210,047" X
CORUS BANKSHARES INC COM 220873103 973 "30,575" X
COSTCO COMPANIES INC COM 22160Q102 "12,852" "159,694" X
COUNTRYWIDE CR INDS INC DEL COM 222372104 "4,378" "101,987" X
COVAD COMMUNICATIONS GROUP INC COM 222814204 "2,773" "52,018" X
COVANCE INC COM 222816100 "1,819" "75,999" X
COX COMMUNICATIONS INC NEW CL A 224044107 "2,838" "77,096" X
COX RADIO INC CL A 224051102 231 "4,264" X
CRANE CO COM 224399105 "2,404" "76,483" X
CRESCENT REAL ESTATE EQUITIES COM 225756105 "2,122" "88,921" X
CRESTLINE CAP CORP COM 226153104 287 "17,091" X
CRITICAL PATH INC COM 22674V100 500 "9,042" X
CROMPTON & KNOWLES CORP COM 227111101 "1,067" "54,020" X
CROWN AMERN RLTY TR SH BEN INT 228186102 105 "14,308" X
CROWN CASTLE INTL CORP COM 228227104 639 "30,709" X
CROWN CORK & SEAL INC COM 228255105 "3,104" "108,477" X
CULLEN FROST BANKERS INC COM 229899109 "1,461" "53,000" X
CUMMINS ENGINE INC COM 231021106 "1,619" "28,205" X
CYPRUS AMAX MINERALS CO COM 232809103 839 "54,580" X
CYTEC INDS INC COM 232820100 501 "15,918" X
DQE INC COM 23329J104 "3,166" "78,893" X
DPL INC COM 233293109 "3,039" "164,256" X
DST SYS INC DEL COM 233326107 "1,249" "19,871" X
DTE ENERGY CO COM 233331107 "6,084" "148,752" X
DAL-TILE INTL INC COM 23426R108 125 "10,992" X
DANA CORP COM 235811106 "7,495" "162,723" X
DANAHER CORP DEL COM 235851102 "4,777" "82,183" X
DARDEN RESTAURANTS INC COM 237194105 "4,421" "202,128" X
DAYTON HUDSON CORP COM 239753106 "24,153" "369,965" X
DEAN FOODS CO COM 242361103 "1,689" "40,633" X
DEERE & CO COM 244199105 "7,474" "189,861" X
DELL COMPUTER CORP COM 247025109 "62,066" "1,677,471" X
DELPHI AUTOMOTIVE SYS CORP COM 247126105 "8,850" "476,658" X
DELTA AIR LINES INC DEL COM 247361108 "7,125" "123,072" X
DELUXE CORP COM 248019101 "3,371" "86,591" X
DENTSPLY INTL INC NEW COM 249030107 761 "26,347" X
DEVON ENERGY CORP COM 251799102 427 "11,920" X
DEVRY INC DEL COM 251893103 "1,083" "48,400" X
DIAL CORP NEW COM 25247D101 "3,699" "99,063" X
DIAMOND OFFSHORE DRILLING INC COM 25271C102 "1,698" "59,833" X
DIEBOLD INC COM 253651103 "1,772" "61,634" X
DILLARDS INC CL A 254067101 "3,969" "112,998" X
DIME BANCORP INC NEW COM 25429Q102 "2,736" "135,928" X
DISNEY WALT CO COM 254687106 "58,397" "1,887,604" X
DOLE FOOD INC COM 256605106 "1,331" "45,322" X
DOLLAR GEN CORP COM 256669102 "2,559" "88,231" X
DOLLAR TREE STORES INC COM 256747106 "1,472" "33,458" X
DOMINION RES INC VA COM 257470104 "7,961" "183,096" X
DONALDSON LUFKIN & JENRETTE NW COM DLJ 257661108 "1,481" "24,574" X
DONNELLEY R R & SONS CO COM 257867101 "4,896" "131,580" X
DOUBLECLICK INC COM 258609304 "2,153" "23,471" X
DOVER CORP COM 260003108 "8,073" "229,818" X
DOW CHEM CO COM 260543103 "27,647" "217,065" X
DOW JONES & CO INC COM 260561105 "2,472" "46,261" X
DU PONT E I DE NEMOURS & CO COM 263534109 "71,514" "1,042,650" X
DUKE ENERGY CORP COM 264399106 "17,640" "322,691" X
DUKE REALTY INVT INC COM NEW 264411505 "1,049" "46,498" X
DUN & BRADSTREET CORP DEL COM 26483B106 "6,279" "176,534" X
DYNEGY INC COM 26816L102 "1,360" "66,747" X
DYNEX CAP INC COM 26817Q100 23 "10,978" X
EEX CORP COM NEW 26842V207 261 "37,646" X
EG & G INC COM 268457108 978 "27,255" X
E M C CORP MASS COM 268648102 "27,497" "496,259" X
ENSCO INTL INC COM 26874Q100 "3,344" "167,705" X
E-TEK DYNAMICS INC COM 269240107 659 "13,852" X
E TRADE GROUP INC COM 269246104 "5,103" "127,767" X
EARTHLINK NETWORK INC COM 270322100 954 "15,527" X
EASTMAN CHEM CO COM 277432100 "4,328" "83,333" X
EASTMAN KODAK CO COM 277461109 "21,958" "322,886" X
EATON CORP COM 278058102 "4,957" "53,587" X
EBAY INC COM 278642103 "3,180" "21,005" X
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 "1,843" "12,012" X
ECOLAB INC COM 278865100 "2,953" "67,684" X
EDISON INTL COM 281020107 "10,263" "382,298" X
J D EDWARDS & CO COM 281667105 390 "21,082" X
EDWARDS AG INC COM 281760108 "3,081" "95,541" X
EL PASO ENERGY CORP DEL COM 283905107 "4,009" "113,935" X
ELECTRONIC ARTS INC COM 285512109 "2,284" "41,869" X
ELECTRONIC DATA SYS NEW COM 285661104 "18,814" "330,454" X
ELECTRONICS FOR IMAGING INC COM 286082102 "1,543" "30,038" X
EMERSON ELEC CO COM 291011104 "26,929" "427,868" X
ENERGY EAST CORP COM 29266M109 "3,628" "139,531" X
ENGELHARD CORP COM 292845104 "3,724" "164,070" X
ENRON CORP COM 293561106 "25,266" "307,838" X
ENRON OIL & GAS CO COM 293562104 "2,473" "122,129" X
ENTERGY CORP NEW COM 29364G103 "7,482" "238,512" X
ENTRUST TECHNOLOGIES INC COM 293848107 "1,829" "55,000" X
EQUIFAX INC COM 294429105 "4,816" "134,936" X
EQUITABLE COS INC COM 29444G107 "5,019" "74,910" X
EQUITABLE RES INC COM 294549100 263 "6,959" X
EQUITY OFFICE PROPERTIES TRUST COM 294741103 "5,165" "200,661" X
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 "4,222" "93,235" X
ERIE INDTY CO CL A 29530P102 "1,151" "40,396" X
ETHAN ALLEN INTERIORS INC COM 297602104 668 "17,706" X
ETHYL CORP COM 297659104 90 "14,956" X
ETOYS INC COM 297862104 289 "7,100" X
EVEREST REINS HLDGS INC COM 299808105 "1,428" "43,779" X
EXODUS COMMUNICATIONS INC COM 302088109 "3,729" "31,091" X
EXPEDITORS INTL WASH INC COM 302130109 "2,398" "88,000" X
EXPRESS SCRIPTS INC CL A 302182100 588 "9,770" X
EXTREME NETWORKS INC COM 30226D106 813 "14,000" X
EXXON CORP COM 302290101 "178,302" "2,302,775" X
F M C CORP COM NEW 302491303 "2,035" "29,649" X
FPL GROUP INC COM 302571104 "8,652" "157,721" X
FAMILY DLR STORES INC COM 307000109 "3,032" "126,338" X
FASTENAL CO COM 311900104 "1,206" "23,000" X
FDX CORP COM 31304N107 "12,858" "235,931" X
FEDERAL HOME LN MTG CORP COM 313400301 "32,153" "554,362" X
FEDERAL MOGUL CORP COM 313549107 "2,746" "52,808" X
FEDERAL NATL MTG ASSN COM 313586109 "66,618" "972,290" X
FEDERATED DEPT STORES INC DEL COM 31410H101 "11,114" "209,952" X
FEDERATED INVS INC PA CL B 314211103 483 "26,916" X
FELCOR LODGING TR INC COM 31430F101 406 "19,582" X
FIFTH THIRD BANCORP COM 316773100 "9,884" "148,493" X
FINANCIAL SEC ASSURN HLDGS LTD COM 31769P100 336 "6,461" X
FINOVA GROUP INC COM 317928109 "2,914" "55,382" X
FIRST AMER CORP TENN COM 318900107 "4,332" "104,220" X
FIRST DATA CORP COM 319963104 "18,800" "382,525" X
FIRST HEALTH GROUP CORP COM 320960107 588 "27,264" X
FIRST SEC CORP DEL COM 336294103 "3,235" "118,701" X
FIRST SENTINEL BANCORP INC COM 33640T103 477 "53,772" X
FIRST TENN NATL CORP COM 337162101 "5,023" "131,112" X
FIRST UN CORP COM 337358105 "39,662" "837,929" X
FIRST VA BANKS INC COM 337477103 "2,503" "50,952" X
FIRSTAR CORP NEW WIS COM 33763V109 "16,572" "591,848" X
FISERV INC COM 337738108 "3,112" "99,390" X
FIRSTMERIT CORP COM 337915102 "4,096" "145,956" X
FIRSTENERGY CORP COM 337932107 "6,229" "200,132" X
FLEET FINL GROUP INC NEW COM 338915101 "25,653" "576,011" X
FLEETWOOD ENTERPRISES INC COM 339099103 613 "23,199" X
FLORIDA PROGRESS CORP COM 341109106 "3,879" "93,906" X
FLOWERS INDS INC COM 343496105 "1,046" "48,251" X
FLUOR CORP COM 343861100 "3,435" "84,536" X
FOOD LION INC CL B 344775101 "4,227" "365,607" X
FORD MTR CO DEL COM 345370100 "63,056" "1,117,264" X
FORE SYSTEMS INC COM 345449102 332 "9,524" X
FOREST LABS INC CL A 345838106 "2,495" "53,938" X
FORT JAMES CORP COM 347471104 "5,229" "137,231" X
FORTUNE BRANDS INC COM 349631101 "7,668" "185,340" X
FOUNDATION HEALTH SYS INC COM 350404109 "1,338" "89,171" X
FOX ENTMT GROUP INC CL A 35138T107 "1,822" "67,656" X
FRANCHISE FIN CORP AMER COM 351807102 "1,061" "47,676" X
FRANKLIN RES INC COM 354613101 "5,119" "126,000" X
FREEDOM SECS CORP COM 35644K103 "1,024" "59,808" X
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 "1,320" "73,133" X
FREMONT GEN CORP COM 357288109 241 "12,747" X
FRONTIER CORPORATION COM 35906P105 "8,481" "144,671" X
FULTON FINL CORP PA COM 360271100 396 "19,157" X
FURNITURE BRANDS INTL INC COM 360921100 "1,134" "40,675" X
GATX CORP COM 361448103 "1,669" "43,858" X
GPU INC COM 36225X100 "5,151" "121,626" X
GTE CORP COM 362320103 "69,436" "919,681" X
GALILEO INTERNATIONAL INC COM 363547100 "1,661" "31,089" X
GANNETT INC COM 364730101 "20,375" "284,382" X
GAP INC DEL COM 364760108 "26,862" "530,026" X
GARTNER GROUP INC NEW COM 366651107 548 "26,711" X
GATEWAY INC COM 367626108 "2,544" "43,081" X
GAYLORD CONTAINER CORP CL A 368145108 81 "10,267" X
GENERAL DYNAMICS CORP COM 369550108 "6,727" "97,209" X
GENERAL ELEC CO COM 369604103 "286,477" "2,523,037" X
GENERAL GROWTH PPTYS INC COM 370021107 351 "9,897" X
GENERAL INSTR CORP DEL COM 370120107 "4,855" "114,233" X
GENERAL MLS INC COM 370334104 "10,871" "134,692" X
GENERAL MTRS CORP COM 370442105 "42,456" "640,825" X
GENERAL MTRS CORP CL H NEW 370442832 "4,038" "71,321" X
GENERAL NUTRITION COS INC COM 37047F103 680 "29,179" X
GENTEX CORP COM 371901109 "2,996" "107,000" X
GENESIS HEALTH VENTURES INC COM 371912106 73 "24,469" X
GENUINE PARTS CO COM 372460105 "4,078" "115,861" X
GENZYME CORP COM GENL DIV 372917104 "3,302" "68,074" X
GEORGIA PAC CORP COM GA PAC GRP 373298108 "5,224" "109,554" X
GEORGIA PAC CORP COM-TIMBER GRP 373298702 "2,435" "96,083" X
GILEAD SCIENCES INC COM 375558103 930 "17,800" X
GILLETTE CO COM 375766102 "36,395" "883,496" X
GLOBAL MARINE INC COM 379352404 "1,480" "94,844" X
GLOBAL TELESYSTEMS GROUP COM 37936U104 "3,986" "49,209" X
GOLDEN ST BANCORP INC COM 381197102 "2,248" "99,906" X
GOLDEN WEST FINL CORP DEL COM 381317106 "5,275" "53,585" X
GOLDMAN SACHS GROUP INC COM 38141G104 "2,652" "36,703" X
GOODRICH B F CO COM 382388106 "2,908" "68,421" X
GOODYEAR TIRE & RUBR CO COM 382550101 "7,475" "126,505" X
GRACE W R & CO DEL NEW COM 38388F108 735 "38,677" X
GRAINGER W W INC COM 384802104 "2,607" "48,058" X
GREAT LAKES CHEM CORP COM 390568103 "3,011" "65,368" X
GREENPOINT FINL CORP COM 395384100 "2,658" "80,997" X
GUIDANT CORP COM 401698105 "12,886" "252,042" X
GULF ISLAND FABRICATION INC COM 402307102 148 "12,372" X
GULFSTREAM AEROSPACE CORP COM 402734107 "3,604" "53,344" X
HCC INS HLDGS INC COM 404132102 "3,088" "136,129" X
HCR MANOR CARE INC COM 404134108 "1,256" "51,518" X
HRPT PPTYS TR COM SH BEN INT 40426W101 "2,533" "165,427" X
HALLIBURTON CO COM 406216101 "18,104" "398,433" X
HANNAFORD BROS CO COM 410550107 "1,671" "31,240" X
HARCOURT GEN INC COM 41163G101 "2,224" "43,130" X
HARLEY DAVIDSON INC COM 412822108 "7,017" "128,474" X
HARNISCHFEGER INDS INC COM 413345109 75 "37,671" X
HARRAHS ENTMT INC COM 413619107 "3,206" "144,913" X
HARRIS CORP DEL COM 413875105 "3,440" "87,474" X
HARSCO CORP COM 415864107 798 "24,933" X
HARTE-HANKS INC COM 416196103 "1,138" "41,954" X
HARTFORD FINL SVCS GROUP INC COM 416515104 "13,525" "231,059" X
HARTFORD LIFE INC CL A 416592103 722 "13,722" X
HASBRO INC COM 418056107 "4,626" "165,579" X
HAWAIIAN ELEC INDUSTRIES COM 419870100 436 "12,270" X
HEALTHSOUTH CORP COM 421924101 "5,162" "345,513" X
HEALTH MGMT ASSOC INC NEW CL A 421933102 "2,528" "224,750" X
HEALTHEON CORP COM 422209106 954 "12,390" X
HEINZ H J CO COM 423074103 "16,232" "322,471" X
HELLER FINANCIAL INC CL A 423328103 592 "21,290" X
HERCULES INC COM 427056106 "2,633" "66,989" X
HERSHEY FOODS CORP COM 427866108 "5,410" "91,117" X
HERTZ CORP CL A 428040109 588 "9,489" X
HEWLETT PACKARD CO COM 428236103 "69,407" "686,746" X
HIBERNIA CORP CL A 428656102 "2,082" "132,723" X
HIGHWOODS PPTYS INC COM 431284108 "1,016" "37,037" X
HILLENBRAND INDS INC COM 431573104 "1,275" "29,486" X
HILTON HOTELS CORP COM 432848109 "2,188" "153,302" X
HISPANIC BROADCASTING CORP CL A 43357B104 "3,218" "42,410" X
HOME DEPOT INC COM 437076102 "76,192" "1,176,953" X
HOMESTAKE MNG CO COM 437614100 "2,357" "287,302" X
HON INDS INC COM 438092108 "1,306" "44,761" X
HONEYWELL INC COM 438506107 "13,860" "119,611" X
HORACE MANN EDUCATORS CORP NEW COM 440327104 905 "33,288" X
HORMEL FOODS CORP COM 440452100 "1,753" "43,555" X
HOST MARRIOTT CORP NEW COM 44107P104 "2,313" "194,019" X
HOUGHTON MIFFLIN CO COM 441560109 "1,068" "22,700" X
HOUSEHOLD INTL INC COM 441815107 "22,253" "467,928" X
HOWMET INTERNATIONAL COM 443208103 "1,172" "68,164" X
HUBBELL INC CL B 443510201 "2,109" "46,474" X
HUMANA INC COM 444859102 "2,242" "172,611" X
HUNTINGTON BANCSHARES INC COM 446150104 "8,343" "238,363" X
ICN PHARMACEUTICALS INC NEW COM 448924100 "1,428" "44,353" X
IBP INC COM 449223106 "2,225" "93,699" X
ICOS CORP COM 449295104 "3,160" "77,437" X
IMC GLOBAL INC COM 449669100 "1,381" "79,500" X
IMS HEALTH INC COM 449934108 "6,292" "200,074" X
ITT INDS INC IND COM 450911102 "2,083" "54,216" X
IDACORP INC COM 451107106 204 "6,469" X
IKON OFFICE SOLUTIONS INC COM 451713101 "2,187" "145,279" X
ILLINOIS TOOL WKS INC COM 452308109 "14,065" "171,097" X
ILLINOVA CORP COM 452317100 "2,048" "74,915" X
IMMUNEX CORP NEW COM 452528102 "4,008" "31,454" X
INDYMAC MTG HLDGS INC COM 456607100 834 "52,150" X
INFINITY BROADCASTING CP NEW CL A 45662S102 "2,501" "84,610" X
INFORMIX CORP COM 456779107 874 "102,498" X
INFOSEEK CORP COM 45678M107 "1,699" "35,441" X
INFOSPACE COM INC COM 45678T102 771 "16,409" X
INGERSOLL RAND CO COM 456866102 "10,897" "168,014" X
INGRAM MICRO INC CL A 457153104 979 "38,005" X
INKTOMI CORP COM 457277101 "3,398" "25,838" X
INTEGRATED HEALTH SVCS INC COM 45812C106 425 "53,081" X
INTEL CORP COM 458140100 "157,656" "2,637,006" X
INTERMEDIA COMMUNICATIONS INC COM 458801107 253 "8,435" X
INTERNATIONAL BUSINESS MACHS COM 459200101 "231,197" "1,781,777" X
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 "3,159" "71,429" X
INTERNATIONAL HOME FOODS INC COM 459655106 796 "43,161" X
INTERNATIONAL GAME TECHNOLOGY COM 459902102 "2,045" "110,078" X
INTERNATIONAL MULTIFOODS CORP COM 460043102 249 "11,056" X
INTERNATIONAL NETWORK SVCS COM 460053101 702 "17,386" X
INTL PAPER CO COM 460146103 "17,923" "355,128" X
INTERNATIONAL SPEEDWAY CORP CL A 460335201 494 "10,393" X
INTL SPECIALTY PRODS INC NEW COM 460337108 296 "29,082" X
INTERPUBLIC GROUP COS INC COM 460690100 "11,148" "128,196" X
INTERSTATE BAKERIES CORP DEL COM 46072H108 220 "9,809" X
INTIMATE BRANDS INC CL A 461156101 "1,038" "21,910" X
INTUIT COM 461202103 "3,805" "42,215" X
INVACARE CORP COM 461203101 526 "19,658" X
IOMEGA CORP COM 462030107 433 "87,765" X
IPALCO ENTERPRISES INC COM 462613100 "2,258" "106,552" X
I2 TECHNOLOGIES INC COM 465754109 741 "17,240" X
IVAX CORP COM 465823102 "2,111" "149,442" X
JABIL CIRCUIT INC COM 466313103 "1,219" "27,025" X
JEFFERSON PILOT CORP COM 475070108 "7,574" "114,017" X
JOHN NUVEEN CO CL A 478035108 "1,633" "38,245" X
JOHNS MANVILLE CORP NEW COM 478129109 "1,319" "95,074" X
JOHNSON & JOHNSON COM 478160104 "102,655" "1,042,500" X
JOHNSON CTLS INC COM 478366107 "5,866" "84,311" X
JONES APPAREL GROUP INC COM 480074103 "1,907" "55,582" X
JONES INTERCABLE INC CL A 480206200 372 "7,599" X
KLA-TENCORP CORP COM 482480100 "4,271" "65,829" X
K MART CORP COM 482584109 "9,087" "548,959" X
KN ENERGY INC COM 482620101 505 "37,731" X
KANSAS CITY PWR & LT CO COM 485134100 "1,548" "60,696" X
KANSAS CITY SOUTHN INDS INC COM 485170104 "6,029" "94,481" X
KEANE INC COM 486665102 762 "33,690" X
KELLOGG CO COM 487836108 "6,910" "209,394" X
KELLY SVCS INC CL A 488152208 750 "23,339" X
KERR MCGEE CORP COM 492386107 "3,947" "78,643" X
KEYCORP NEW COM 493267108 "14,870" "461,209" X
KEYSTONE FINANCIAL INC COM 493482103 844 "28,540" X
KIMBERLY CLARK CORP COM 494368103 "28,151" "491,833" X
KIMCO REALTY CORP COM 49446R109 "1,794" "45,142" X
KING WORLD PRODTNS INC COM 495667107 "1,564" "44,935" X
KNIGHT RIDDER INC COM 499040103 "5,264" "95,596" X
KNIGHT/TRIMARK GROUP INC CL A 499067106 "2,247" "36,834" X
KOHLS CORP COM 500255104 "7,805" "101,525" X
KROGER CO COM 501044101 "15,851" "564,588" X
LG&E ENERGY CORP COM 501917108 "2,789" "132,787" X
LHS GROUP INC COM 501938104 340 "10,268" X
LSI LOGIC CORP COM 502161102 "5,314" "115,200" X
L-3 COMMUNICATIONS HLDGS INC COM 502424104 753 "15,586" X
LAFARGE CORP COM 505862102 "1,165" "32,882" X
LAM RESH CORP COM 512807108 "1,067" "22,854" X
LAMAR ADVERTISING CO CL A 512815101 910 "22,235" X
LANCASTER COLONY CORP COM 513847103 "1,238" "35,882" X
LAUDER ESTEE COS INC CL A 518439104 "2,567" "51,207" X
LEAR CORP COM 521865105 "2,568" "51,609" X
LEE ENTERPRISES INC COM 523768109 "1,139" "37,336" X
LEGATO SYS INC COM 524651106 "2,801" "48,500" X
LEGGETT & PLATT INC COM 524660107 "4,240" "152,452" X
LEGG MASON INC COM 524901105 "1,460" "37,934" X
LEHMAN BROS HLDGS INC COM 524908100 "8,239" "132,621" X
LENNAR CORP COM 526057104 561 "23,387" X
LEUCADIA NATL CORP COM 527288104 640 "25,218" X
LEVEL 3 COMMUNICATIONS INC COM 52729N100 "12,946" "215,545" X
LEVEL ONE COMMUNICATIONS INC COM 527295109 "1,531" "31,275" X
LEXMARK INTL GROUP INC CL A 529771107 "5,481" "83,676" X
LIBERTY PPTY TR SH BEN INT 531172104 733 "29,464" X
LIFEPOINT HOSPITALS INC COM 53219L109 143 "10,507" X
LILLY ELI & CO COM 532457108 "53,224" "738,987" X
LIMITED INC COM 532716107 "5,808" "127,176" X
LINCARE HLDGS INC COM 532791100 988 "39,503" X
LINCOLN NATL CORP IND COM 534187109 "10,901" "207,631" X
LINEAR TECHNOLOGY CORP COM 535678106 "7,846" "116,664" X
LINENS N THINGS INC COM 535679104 841 "19,231" X
LITTON INDS INC COM 538021106 "2,377" "32,765" X
LIZ CLAIBORNE INC COM 539320101 "3,165" "86,492" X
LOCKHEED MARTIN CORP COM 539830109 "11,080" "297,452" X
LOEWS CORP COM 540424108 "5,741" "72,550" X
LONGS DRUG STORES CORP COM 543162101 292 "8,453" X
LOUISIANA PAC CORP COM 546347105 "2,261" "94,310" X
LOWES COS INC COM 548661107 "15,261" "269,208" X
LUBRIZOL CORP COM 549271104 752 "27,389" X
LUCENT TECHNOLOGIES INC COM 549463107 "161,103" "2,377,823" X
LYCOS INC COM 550818108 "2,360" "25,690" X
LYONDELL CHEMICAL CO COM 552078107 769 "37,301" X
M & T BK CORP COM 55261F104 "3,713" "6,750" X
MBIA INC COM 55262C100 "5,526" "84,961" X
MBNA CORP COM 55262L100 "17,146" "557,122" X
MCN ENERGY GROUP INC COM 55267J100 "1,925" "92,780" X
MCI WORLDCOM INC COM 55268B106 "133,249" "1,541,693" X
MGIC INVT CORP WIS COM 552848103 "5,115" "105,192" X
MGM GRAND INC COM 552953101 "1,789" "36,515" X
MACERICH CO COM 554382101 333 "12,700" X
MACK CALI RLTY CORP COM 554489104 "1,375" "44,447" X
MACROMEDIA INC COM 556100105 836 "23,719" X
MALLINCKRODT INC NEW COM 561232109 "2,618" "71,709" X
MANPOWER INC COM 56418H100 "1,539" "67,692" X
MARIMBA INC COM 56781Q109 353 "6,702" X
MARSH & MCLENNAN COS INC COM 571748102 "17,605" "231,640" X
MARSHALL & ILSLEY CORP COM 571834100 "6,344" "98,540" X
MARRIOTT INTL INC NEW CL A 571903202 "5,077" "134,922" X
MARTIN MARIETTA MATLS INC COM 573284106 "1,881" "31,884" X
MASCO CORP COM 574599106 "9,316" "321,403" X
MATTEL INC COM 577081102 "8,600" "328,113" X
MAXIM INTEGRATED PRODS INC COM 57772K101 "6,442" "96,871" X
MAY DEPT STORES CO COM 577778103 "12,131" "295,443" X
MAYTAG CORP COM 578592107 "6,096" "86,997" X
MCCORMICK & CO INC COM NON VTG 579780206 "2,420" "76,671" X
MCDONALDS CORP COM 580135101 "50,162" "1,214,606" X
MCGRAW HILL COS INC COM 580645109 "11,262" "208,016" X
MCKESSON HBOC INC COM 58155Q103 "7,315" "226,243" X
MCLEODUSA INC COM 582266102 "1,554" "28,255" X
MEAD CORP COM 582834107 "3,543" "84,490" X
MEDIAONE GROUP INC COM 58440J104 "42,275" "568,399" X
MEDIA GEN INC CL A 584404107 367 "7,200" X
MEDIMMUNE INC COM 584699102 "1,832" "27,042" X
MEDITRUST CORP PAIRED CTF NEW 58501T306 "1,670" "127,858" X
MEDPARTNERS INC NEW COM 58503X107 341 "44,758" X
MEDTRONIC INC COM 585055106 "34,813" "447,042" X
MELLON BK CORP COM 585509102 "19,569" "537,992" X
MERCANTILE BANCORPORATION INC COM 587342106 "6,326" "110,739" X
MERCANTILE BANKSHARES CORP COM 587405101 "2,965" "83,824" X
MERCK & CO INC COM 589331107 "139,711" "1,888,533" X
MERCURY GENL CORP NEW COM 589400100 "1,122" "33,012" X
MEREDITH CORP COM 589433101 "1,299" "37,524" X
MERITOR AUTOMOTIVE INC COM 59000G100 "2,243" "87,962" X
MERRILL LYNCH & CO INC COM 590188108 "26,545" "332,592" X
METROMEDIA FIBER NETWORK INC CL A 591689104 "7,317" "203,600" X
METTLER TOLEDO INTERNATIONAL COM 592688105 244 "9,571" X
MICROSOFT CORP COM 594918104 "263,971" "2,908,083" X
MICROCHIP TECHNOLOGY INC COM 595017104 "1,563" "32,994" X
MICRON TECHNOLOGY INC COM 595112103 "7,838" "192,607" X
MIDAMERICAN ENERGY HLDGS NEW COM 59562V107 "1,152" "33,268" X
MILLENNIUM CHEMICALS INC COM 599903101 "2,383" "101,153" X
MILLER HERMAN INC COM 600544100 "1,667" "79,379" X
MILLIPORE CORP COM 601073109 "1,664" "41,020" X
MINDSPRING ENTERPRISES INC COM 602683104 "1,109" "25,037" X
MINIMED INC COM 60365K108 673 "8,743" X
MINNESOTA MNG & MFG CO COM 604059105 "34,841" "399,255" X
MINNESOTA PWR INC COM 604110106 954 "48,000" X
MIRAGE RESORTS INC COM 60462E104 "2,519" "150,411" X
MOBIL CORP COM 607059102 "71,314" "719,251" X
MODIS PROFESSIONAL SVCS INC COM 607830106 966 "71,260" X
MOHAWK INDS INC COM 608190104 "1,092" "35,943" X
MOLEX INC COM 608554101 "1,930" "52,166" X
MONSANTO CO COM 611662107 "18,396" "462,647" X
MONTANA POWER CO COM 612085100 "3,806" "53,983" X
MORGAN J P & CO INC COM 616880100 "18,707" "132,489" X
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 "57,163" "557,012" X
MOTOROLA INC COM 620076109 "50,343" "529,100" X
MUELLER INDS INC COM 624756102 996 "29,339" X
MURPHY OIL CORP COM 626717102 "2,184" "44,564" X
MYLAN LABS INC COM 628530107 "3,193" "120,493" X
NCR CORP NEW COM 62886E108 "3,826" "78,388" X
NTL INC COM 629407107 "4,111" "47,694" X
NABISCO GROUP HLDG CORP COM 62952P102 "5,041" "257,701" X
NABISCO HLDGS CORP CL A 629526104 "1,202" "27,945" X
NABORS INDS INC COM 629568106 "1,652" "67,790" X
NALCO CHEM CO COM 629853102 "3,706" "71,167" X
NATIONAL CITY CORP COM 635405103 "22,426" "341,149" X
NATIONAL COMM BANCORP COM 635449101 559 "25,567" X
NATIONAL DATA CORP COM 635621105 760 "17,775" X
NATIONAL FUEL GAS CO N J COM 636180101 "1,830" "37,726" X
NATIONAL SEMICONDUCTOR CORP COM 637640103 "4,640" "183,296" X
NATIONAL SVC INDS INC COM 637657107 "3,084" "85,516" X
NATIONWIDE FINL SVCS INC CL A 638612101 559 "12,345" X
NAVISTAR INTL CORP NEW COM 63934E108 "4,129" "82,352" X
NEIMAN MARCUS GROUP INC COM 640204103 354 "13,792" X
NETWORKS ASSOCS INC COM 640938106 "1,570" "106,904" X
NETWORK APPLIANCE INC COM 64120L104 "1,954" "34,972" X
NETWORK SOLUTIONS INC DEL CL A 64121Q102 779 "9,848" X
NEVADA POWER CO COM 641423108 813 "32,500" X
NEW CENTURY ENERGIES INC COM 64352U103 "4,320" "111,316" X
NEW ENGLAND ELEC SYS COM 644001109 "3,135" "62,546" X
NEW ERA OF NETWORKS INC COM 644312100 567 "12,909" X
NEW PLAN EXCEL RLTY TR INC COM 648053106 846 "47,012" X
NEW YORK TIMES CO CL A 650111107 "7,151" "194,246" X
NEWELL RUBBERMAID INC COM 651229106 "13,001" "279,344" X
NEWMONT MINING CORP COM 651639106 "2,619" "131,095" X
NEXTEL COMMUNICATIONS INC CL A 65332V103 "6,555" "130,604" X
NEXTLINK COMMUNICATIONS INC CL A 65333H707 "3,124" "42,009" X
NIAGARA MOHAWK HLDGS INC COM 653520106 "1,458" "90,213" X
NIELSEN MEDIA RESH INC COM NEW 653929307 "1,668" "57,012" X
NICOR INC COM 654086107 "2,025" "53,206" X
NIKE INC CL B 654106103 "5,371" "83,713" X
NISOURCE INC COM 65473P105 "3,304" "128,019" X
NOBLE AFFILIATES INC COM 654894104 "1,341" "47,557" X
NOBLE DRILLING CORP COM 655042109 "2,699" "137,110" X
NORDSTROM INC COM 655664100 "3,078" "91,876" X
NORFOLK SOUTHERN CORP COM 655844108 "12,100" "400,244" X
NORTH FORK BANCORPORATION NY COM 659424105 "4,089" "191,284" X
NORTHEAST UTILS COM 664397106 "1,268" "70,438" X
NORTHN STS PWR CO MINN COM 665772109 "3,444" "141,749" X
NORTHERN TR CORP COM 665859104 "9,821" "101,244" X
NORTHPOINT COMMUNICATIONS HLDG COM 666610100 328 "8,987" X
NORTHROP GRUMMAN CORP COM 666807102 "5,391" "81,291" X
NORTHWEST AIRLS CORP CL A 667280101 448 "13,781" X
NOVA CORP GA COM 669784100 "10,509" "420,340" X
NOVELL INC COM 670006105 "6,779" "254,467" X
NOVELLUS SYS INC COM 670008101 "1,777" "26,039" X
NU SKIN ENTERPRISES INC CL A 67018T105 422 "21,143" X
NUCOR CORP COM 670346105 "4,240" "89,068" X
OGE ENERGY CORP COM 670837103 "1,965" "82,752" X
OCCIDENTAL PETE CORP DEL COM 674599105 "6,129" "288,787" X
OCEAN ENERGY INC TEX COM 67481E106 "1,038" "107,840" X
OFFICEMAX INC COM 67622M108 "1,241" "103,403" X
OFFICE DEPOT INC COM 676220106 "7,480" "339,040" X
OGDEN CORP COM 676346109 "1,462" "54,069" X
OHIO CAS CORP COM 677240103 915 "25,335" X
OLD KENT FINL CORP COM 679833103 "4,475" "106,865" X
OLD NATL BANCORP IND COM 680033107 859 "28,572" X
OLD REP INTL CORP COM 680223104 "2,490" "143,810" X
OLIN CORP COM PAR $1 680665205 413 "31,347" X
OMNICARE INC COM 681904108 856 "67,804" X
OMNICOM GROUP INC COM 681919106 "9,879" "123,483" X
ORACLE CORP COM 68389X105 "33,669" "901,467" X
ORBITAL SCIENCES CORP COM 685564106 507 "21,462" X
ORION CAP CORP COM 686268103 715 "19,933" X
OUTBACK STEAKHOUSE INC COM 689899102 "1,406" "35,753" X
OUTDOOR SYS INC COM 690057104 "2,368" "64,865" X
OWENS CORNING COM 69073F103 "1,458" "42,227" X
OWENS ILL INC COM NEW 690768403 "4,177" "127,782" X
OXFORD HEALTH PLANS INC COM 691471106 921 "58,860" X
PECO ENERGY CO COM 693304107 "9,457" "225,041" X
PG&E CORP COM 69331C108 "14,501" "445,645" X
PE CORP COM PE BIO GRP 69332S102 "4,096" "35,512" X
PMC-SIERRA INC COM 69344F106 "4,766" "80,864" X
PMI GROUP INC COM 69344M101 509 "8,111" X
PNC BK CORP COM 693475105 "18,075" "312,569" X
P P & L RES INC COM 693499105 "4,856" "157,292" X
PPG INDS INC COM 693506107 "7,121" "119,905" X
PACCAR INC COM 693718108 "3,873" "72,560" X
PACIFIC CENTY FINL CORP COM 694058108 "1,801" "83,546" X
PACIFICARE HEALTH SYS DEL CL A 695112102 "2,322" "32,113" X
PACIFICORP COM 695114108 "5,536" "300,125" X
PAGING NETWORK INC COM 695542100 253 "52,594" X
PAINE WEBBER GROUP INC COM 695629105 "5,798" "123,500" X
PALL CORP COM 696429307 "2,571" "115,890" X
PANAMSAT CORP NEW COM 697933109 864 "22,182" X
PARAMETRIC TECHNOLOGY CORP COM 699173100 "3,117" "223,675" X
PARK PL ENTMT CORP COM 700690100 "1,973" "205,473" X
PARKER HANNIFIN CORP COM 701094104 "5,271" "114,834" X
PATTERSON DENTAL CO COM 703412106 308 "8,850" X
PAYCHEX INC COM 704326107 "5,023" "157,595" X
PAYLESS SHOESOURCE INC COM 704379106 "2,005" "37,479" X
PENNEY J C INC COM 708160106 "8,584" "175,797" X
PENNZOIL-QUAKER STATE COMPANY COM 709323109 530 "35,314" X
PENTAIR INC COM 709631105 "1,826" "39,903" X
PEOPLES HERITAGE FINL GROUP COM 711147108 "1,773" "94,246" X
PEOPLESOFT INC COM 712713106 "2,086" "120,074" X
PEPSI BOTTLING GROUP INC COM 713409100 969 "41,923" X
PEPSICO INC COM 713448108 "40,639" "1,050,434" X
PEROT SYS CORP CL A 714265105 734 "24,891" X
PHARMACIA & UPJOHN INC COM 716941109 "25,330" "445,859" X
PFIZER INC COM 717081103 "109,453" "999,159" X
PHELPS DODGE CORP COM 717265102 "2,589" "41,578" X
PHILIP MORRIS COS INC COM 718154107 "84,992" "2,105,791" X
PHILLIPS PETE CO COM 718507106 "7,836" "155,738" X
PIEDMONT NAT GAS INC COM 720186105 510 "16,389" X
PIER 1 IMPORTS INC COM 720279108 469 "41,708" X
PINNACLE WEST CAP CORP COM 723484101 "3,354" "83,336" X
PIONEER HI BRED INTL INC COM 723686101 "6,720" "171,717" X
PITNEY BOWES INC COM 724479100 "15,418" "239,971" X
PIXAR COM 725811103 668 "15,482" X
PLAYTEX PRODS INC COM 72813P100 240 "15,434" X
POLAROID CORP COM 731095105 506 "18,417" X
POLICY MGMT SYS CORP COM 731108106 474 "15,814" X
POLO RALPH LAUREN CORP CL A 731572103 529 "27,836" X
POPULAR INC COM 733174106 "5,767" "190,237" X
POST PPTYS INC COM 737464107 886 "21,618" X
POTOMAC ELEC PWR CO COM 737679100 "3,449" "116,695" X
PRAXAIR INC COM 74005P104 "7,123" "144,964" X
PREMARK INTL INC COM 740459102 "2,350" "62,665" X
PREMIER PKS INC COM NEW 740540208 "1,652" "44,947" X
PRICE T ROWE & ASSOCIATES COM 741477103 "3,523" "91,800" X
PRICELINE COM INC COM 741503106 "2,511" "21,726" X
PRIMEDIA INC COM 74157K101 "1,585" "93,559" X
PRIME RETAIL INC PFD CONV SER B 741570303 174 "10,892" X
PRIDE INTL INC COM 741932107 137 "12,926" X
PRISON RLTY TR COM 74264N105 750 "76,434" X
PROCTER & GAMBLE CO COM 742718109 "89,253" "995,024" X
PRODIGY COMMUNICATIONS CORP COM 74283P107 "55,194" "2,133,107" X
PROGRESSIVE CORP OHIO COM 743315103 "7,648" "52,743" X
PROLOGIS TR SH BEN INT 743410102 715 "35,295" X
PROMUS HOTEL CORP NEW COM 74342P106 "3,127" "100,567" X
PROTECTIVE LIFE CORP COM 743674103 "1,824" "53,650" X
PROVIDENT COS INC COM 743862104 "3,139" "78,474" X
PROVIDENT FINL GROUP INC COM 743866105 938 "21,451" X
PROVIDIAN FINL CORP COM 74406A102 "10,762" "115,409" X
PSINET INC COM 74437C101 "1,466" "33,515" X
PUBLIC SVC ENTERPRISE GROUP COM 744573106 "10,076" "246,040" X
PUBLIC STORAGE INC COM 74460D109 "1,469" "52,461" X
PUGET SOUND ENERGY INC COM 745332106 "1,993" "83,061" X
QLOGIC CORP COM 747277101 "1,311" "9,934" X
QUAKER OATS CO COM 747402105 "8,718" "130,839" X
QUALCOMM INC COM 747525103 "13,981" "96,897" X
QUANTUM CORP COM 747906105 "3,853" "159,693" X
QUESTAR CORP COM 748356102 "1,611" "84,254" X
QUINTILES TRANSNATIONAL CORP COM 748767100 "2,871" "68,362" X
R & B FALCON CORP COM 74912E101 "1,067" "113,770" X
QWEST COMMUNICATIONS INTL INC COM 749121109 "4,034" "122,021" X
RCN CORP COM 749361101 "5,328" "128,000" X
R H DONNELLEY CORP COM NEW 74955W307 556 "28,409" X
RPM INC OHIO COM 749685103 "1,277" "90,002" X
RF MICRODEVICES INC COM 749941100 "1,064" "14,260" X
RAMBUS INC DEL COM 750917106 905 "9,817" X
RALSTON PURINA CO COM RAL-PUR GP 751277302 "8,336" "272,673" X
RATIONAL SOFTWARE CORP COM NEW 75409P202 "1,791" "54,365" X
RAYCHEM CORP DEL COM 754603108 "2,971" "80,025" X
RAYMOND JAMES FINANCIAL INC COM 754730109 "1,259" "52,440" X
RAYONIER INC COM 754907103 258 "5,175" X
RAYTHEON CO CL B 755111408 "19,534" "277,073" X
READERS DIGEST ASSN INC CL A NON VTG 755267101 "2,695" "67,369" X
REALNETWORKS INC COM 75605L104 "1,368" "19,862" X
REDBACK NETWORKS INC COM 757209101 226 "1,800" X
REEBOK INTL LTD COM 758110100 489 "26,254" X
REGIONS FINL CORP COM 758940100 "6,069" "157,905" X
RELIANCE GROUP HOLDINGS INC COM 759464100 539 "72,423" X
RELIANT ENERGY INC COM 75952J108 "8,391" "302,677" X
RELIASTAR FINL CORP COM 75952U103 "3,575" "81,706" X
REPUBLIC BANCSHARES INC COM 759929102 293 "14,304" X
REPUBLIC N Y CORP COM 760719104 "5,516" "80,897" X
REPUBLIC SVCS INC CL A 760759100 576 "23,280" X
REVLON INC CL A 761525500 228 "7,539" X
REYNOLDS & REYNOLDS CO CL A 761695105 "2,187" "93,798" X
REYNOLDS METALS CO COM 761763101 "3,595" "60,664" X
REYNOLDS R J TOB HLDGS INC COM 76182K105 "2,881" "90,735" X
RHYTHMS NETCONNECTIONS INC COM 762430205 "2,582" "44,233" X
RITE AID CORP COM 767754104 "5,515" "222,981" X
ROBERT HALF INTL INC COM 770323103 "1,408" "54,546" X
ROCKWELL INTL CORP NEW COM 773903109 "8,766" "143,583" X
ROHM & HAAS CO COM 775371107 "6,422" "149,118" X
ROSS STORES INC COM 778296103 "1,955" "38,803" X
ROUSE CO COM 779273101 "1,369" "53,726" X
ROWAN COS INC COM 779382100 714 "39,116" X
RYDER SYS INC COM 783549108 "3,982" "154,339" X
SBC COMMUNICATIONS INC COM 78387G103 "101,568" "1,743,880" X
SCI SYS INC COM 783890106 "3,039" "64,141" X
SDL INC COM 784076101 351 "6,868" X
SEI INVESTMENTS CO COM 784117103 "2,250" "25,500" X
SFX ENTMT INC CL A 784178105 "1,075" "16,800" X
SLM HLDG CORP COM 78442A109 "6,942" "151,532" X
SPX CORP COM 784635104 "5,199" "62,125" X
SABRE GROUP HLDGS INC CL A 785905100 897 "13,051" X
SAFECO CORP COM 786429100 "4,326" "97,513" X
SAFEGUARD SCIENTIFICS INC COM 786449108 "1,358" "21,562" X
SAFETY-KLEEN CORP NEW COM NEW 78648R203 460 "25,404" X
SAFEWAY INC COM NEW 786514208 "19,392" "391,759" X
SAGENT TECHNOLOGY INC COM 786693101 165 "19,076" X
ST JOE CO COM 790148100 294 "10,906" X
ST JUDE MED INC COM 790849103 "1,787" "50,166" X
ST PAUL COS INC COM 792860108 "8,073" "252,896" X
SAKS INC COM 79377W108 "3,072" "106,389" X
SANMINA CORP COM 800907107 "3,944" "51,975" X
SANTA FE SNYDER CORP COM 80218K105 796 "99,487" X
SAPIENT CORP COM 803062108 341 "6,024" X
SARA LEE CORP COM 803111103 "17,545" "769,890" X
SCANA CORP COM 805898103 "2,304" "98,559" X
SCHERING PLOUGH CORP COM 806605101 "62,179" "1,178,749" X
SCHWAB CHARLES CORP NEW COM 808513105 "26,906" "245,354" X
SCIENTIFIC ATLANTA INC COM 808655104 "2,470" "68,602" X
SCRIPPS E W CO OHIO CL A 811054204 930 "19,563" X
SEAGATE TECHNOLOGY COM 811804103 "5,503" "213,840" X
SEALED AIR CORP NEW COM 81211K100 "4,898" "75,191" X
SEALED AIR CORP NEW PFD CV A $2 81211K209 "2,266" "36,259" X
SEARS ROEBUCK & CO COM 812387108 "14,961" "334,427" X
SEMPRA ENERGY COM 816851109 "5,422" "238,862" X
SEPRACOR INC COM 817315104 "1,864" "22,941" X
SERVICE CORP INTL COM 817565104 "5,732" "296,833" X
SERVICE MERCHANDISE INC COM 817587108 5 "12,315" X
SERVICEMASTER CO COM 81760N109 "2,824" "150,625" X
7-ELEVEN INC COM 817826100 77 "34,909" X
SHARED MED SYS CORP COM 819486101 892 "13,671" X
SHAW INDS INC COM 820286102 "2,934" "167,142" X
SHERWIN WILLIAMS CO COM 824348106 "3,980" "142,809" X
SIEBEL SYS INC COM 826170102 "2,668" "40,234" X
SIGMA ALDRICH CORP COM 826552101 "3,587" "104,162" X
SILICON GRAPHICS INC COM 827056102 "2,421" "147,868" X
SIMON PPTY GROUP INC NEW COM 828806109 "1,870" "73,149" X
SMITH INTL INC COM 832110100 "1,632" "37,572" X
SMURFIT-STONE CONTAINER CORP COM 832727101 "1,648" "80,134" X
SNYDER COMMUNICATIONS INC COM 832914105 999 "30,508" X
SNAP ON INC COM 833034101 "2,409" "66,365" X
SODEXHO MARRIOTT SVCS INC COM 833793102 423 "22,041" X
SOLECTRON CORP COM 834182107 "10,124" "151,816" X
SOLUTIA INC COM 834376105 "2,616" "122,727" X
SONAT INC COM 835415100 "3,142" "94,453" X
SONOCO PRODS CO COM 835495102 "2,597" "86,751" X
SOTHEBYS HLDGS INC CL A 835898107 813 "21,328" X
SOUTHDOWN INC COM 841297104 "2,255" "35,104" X
SOUTHERN CO COM 842587107 "17,839" "670,606" X
SOUTHTRUST CORP COM 844730101 "6,655" "173,413" X
SOUTHWEST AIRLS CO COM 844741108 "10,870" "347,982" X
SOVEREIGN BANCORP INC COM 845905108 "2,475" "204,152" X
SPIEKER PPTYS INC COM 848497103 "4,961" "127,618" X
SPRINT CORP COM FON GROUP 852061100 "23,471" "439,614" X
SPRINT CORP PCS COM SER 1 852061506 "11,830" "207,541" X
STANLEY WKS COM 854616109 "1,876" "57,995" X
STAPLES INC COM 855030102 "10,849" "349,131" X
STARBUCKS CORP COM 855244109 "4,679" "124,575" X
STARMEDIA NETWORK INC COM 855546107 295 "4,600" X
STARWOOD FINL TR MD CL A SH BEN IN 85568W104 "2,811" "45,334" X
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 "4,875" "158,855" X
STATE STR CORP COM 857477103 "8,684" "101,113" X
STEELCASE INC CL A 858155203 541 "27,046" X
STERIS CORP COM 859152100 516 "26,628" X
STERLING COMM INC COM 859205106 "2,162" "58,835" X
STERLING SOFTWARE INC COM 859547101 "1,386" "52,412" X
STEWART ENTERPRISES INC CL A 860370105 "1,253" "86,058" X
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 "2,209" "97,092" X
STRYKER CORP COM 863667101 "3,607" "60,000" X
SUIZA FOODS CORP COM 865077101 585 "13,972" X
SUMMIT BANCORP COM 866005101 "5,569" "133,195" X
SUN MICROSYSTEMS INC COM 866810104 "41,145" "597,380" X
SUNBEAM CORP COM 867071102 396 "49,902" X
SUNGARD DATA SYS INC COM 867363103 "2,603" "75,445" X
SUNOCO INC COM 86764P109 "4,370" "144,446" X
SUNTRUST BKS INC COM 867914103 "18,041" "258,639" X
SUPERIOR INDS INTL INC COM 868168105 317 "11,602" X
SUPERVALU INC COM 868536103 "3,736" "143,968" X
SYBRON INTL CORP COM 87114F106 "2,064" "74,900" X
SYLVAN LEARNING SYS INC COM 871399101 613 "22,558" X
SYMANTEC CORP COM 871503108 655 "25,695" X
SYMBOL TECHNOLOGIES INC COM 871508107 "4,222" "114,489" X
SYNETIC INC COM 87160F109 680 "9,891" X
SYNOPSYS INC COM 871607107 "3,351" "60,714" X
SYNOVUS FINL CORP COM 87161C105 "3,936" "198,052" X
SYSCO CORP COM 871829107 "8,988" "300,151" X
TCA CABLE TV INC COM 872241104 "2,411" "43,449" X
TCF FINL CORP COM 872275102 "2,845" "102,075" X
TCI MUSIC INC CL A 87229N101 411 "11,611" X
TECO ENERGY INC COM 872375100 "2,797" "122,950" X
TJX COS INC NEW COM 872540109 "10,133" "304,192" X
TRW INC COM 872649108 "5,288" "95,921" X
TMP WORLDWIDE INC COM 872941109 673 "10,596" X
TV GUIDE INC CL A 87307Q109 263 "7,173" X
TANDY CORP COM 875382103 "8,915" "181,646" X
TECH DATA CORP COM 878237106 "1,597" "41,754" X
TELEFLEX INC COM 879369106 "2,116" "48,712" X
TELEPHONE & DATA SYS INC COM 879433100 "2,969" "40,597" X
TELIGENT INC CL A 87959Y103 722 "12,071" X
TELLABS INC COM 879664100 "16,517" "244,469" X
TEMPLE INLAND INC COM 879868107 "3,672" "53,284" X
TENET HEALTHCARE CORP COM 88033G100 "4,799" "258,551" X
TENNECO INC NEW COM 88037E101 "4,418" "185,031" X
TERADYNE INC COM 880770102 "3,978" "55,440" X
TEXACO INC COM 881694103 "28,971" "464,463" X
TEXAS INSTRS INC COM 882508104 "42,093" "290,877" X
TEXAS UTILS CO COM 882848104 "8,059" "193,431" X
TEXTRON INC COM 883203101 "10,337" "124,954" X
THERMO ELECTRON CORP COM 883556102 "4,009" "199,839" X
THERMO INSTR SYS INC COM 883559106 351 "21,926" X
THOMAS & BETTS CORP COM 884315102 "2,125" "44,981" X
3COM CORP COM 885535104 "8,434" "316,032" X
TICKETMASTER ONLINE-CITYSEARCH CL B 88633P203 377 "12,459" X
TIDEWATER INC COM 886423102 "2,449" "80,048" X
TIFFANY & CO NEW COM 886547108 "2,369" "24,551" X
TIME WARNER INC COM 887315109 "65,991" "903,887" X
TIME WARNER TELECOM INC CL A 887319101 249 "8,574" X
TIMES MIRROR CO NEW COM SER A 887364107 920 "15,230" X
TIMKEN CO COM 887389104 482 "24,730" X
TOOTSIE ROLL INDS INC COM 890516107 "1,215" "31,466" X
TORCHMARK CORP COM 891027104 "4,168" "121,656" X
TOSCO CORP COM NEW 891490302 "4,239" "163,431" X
TOTAL RENAL CARE HLDGS INC COM 89151A107 207 "13,312" X
TOWER AUTOMOTIVE INC COM 891707101 347 "13,643" X
TOYS R US INC COM 892335100 "4,321" "207,853" X
TRANSAMERICA CORP COM 893485102 "10,424" "138,539" X
TRANSATLANTIC HLDGS INC COM 893521104 "1,429" "19,065" X
TRAVELERS PPTY CAS CORP CL A 893939108 "1,461" "37,347" X
TRIAD HOSPITALS INC COM 89579K109 141 "10,293" X
TRIGEN ENERGY CORP COM 895930105 232 "12,187" X
TRICON GLOBAL RESTAURANTS COM 895953107 "9,051" "167,221" X
TRIBUNE CO NEW COM 896047107 "8,761" "100,123" X
TRIGON HEALTHCARE INC COM 89618L100 951 "26,157" X
TRINITY INDS INC COM 896522109 745 "22,074" X
TRUE NORTH COMMUNICATIONS INC COM 897844106 208 "7,000" X
TRUSTMARK CORP COM 898402102 "2,573" "112,478" X
TUPPERWARE CORP COM 899896104 297 "11,633" X
20TH CENTY INDS CAL COM PAR $10 901272203 852 "46,033" X
TYCO INTL LTD NEW COM 902124106 694 "7,325" X
TYSON FOODS INC CL A 902494103 "1,702" "75,654" X
UAL CORP COM PAR $0.01 902549500 "2,415" "37,138" X
USX MARATHON GROUP COM NEW 902905827 "8,839" "270,378" X
UST INC COM 902911106 "5,363" "182,971" X
US BANCORP DEL COM 902973106 "24,301" "725,277" X
USA NETWORKS INC COM 902984103 "2,213" "55,161" X
UNUM CORP COM 903192102 "8,055" "146,592" X
U S G CORP COM NEW 903293405 "2,423" "43,262" X
U S FOODSERVICE COM 90331R101 "1,113" "26,105" X
USX-U S STL COM 90337T101 "1,512" "55,720" X
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 "1,931" "88,536" X
UNIFI INC COM 904677101 600 "27,977" X
UNICOM CORP COM 904911104 "7,478" "193,148" X
UNION CARBIDE CORP COM 905581104 "4,237" "86,400" X
UNION PAC CORP COM 907818108 "12,692" "216,763" X
UNION PAC RES GROUP INC COM 907834105 "3,991" "244,674" X
UNION PLANTERS CORP COM 908068109 "4,460" "99,801" X
UNIONBANCAL CORP COM 908906100 358 "9,916" X
UNIPHASE CORP COM 909149106 "4,193" "25,262" X
UNISYS CORP COM 909214108 "9,411" "241,683" X
UNITED ASSET MGMT CORP COM 909420101 "1,168" "51,333" X
UNITED DOMINION REALTY TR INC COM 910197102 192 "16,363" X
UNITED HEALTHCARE CORP COM 910581107 "10,702" "170,170" X
UNITED INTL HLDGS INC CL A 910734102 "2,663" "39,378" X
UNITED RENTALS INC COM 911363109 324 "10,987" X
US AIRWAYS GROUP INC COM 911905107 "3,371" "77,027" X
U S INDS INC NEW COM 912080108 976 "57,385" X
U S OFFICE PRODS CO COM NEW 912325305 70 "13,026" X
U S WEST INC NEW COM 91273H101 "26,852" "457,055" X
U S TR CORP NEW COM 91288L105 "1,337" "14,455" X
UNITED TECHNOLOGIES CORP COM 913017109 "29,239" "404,247" X
UNITRIN INC COM 913275103 "2,904" "70,818" X
UNIVERSAL HLTH SVCS INC CL B 913903100 415 "8,693" X
UNIVISION COMMUNICATIONS INC CL A 914906102 "2,734" "42,057" X
UNOCAL CORP COM 915289102 "10,590" "266,380" X
USWEB CORP COM 917327108 951 "42,879" X
UTILICORP UTD INC COM 918005109 "1,819" "74,832" X
V F CORP COM 918204108 "4,307" "100,300" X
VALASSIS COMMUNICATIONS INC COM 918866104 "1,215" "33,187" X
VALERO ENERGY CORP NEW COM 91913Y100 665 "31,042" X
VALLEY NATL BANCORP COM 919794107 "2,198" "76,451" X
VALSPAR CORP COM 920355104 745 "19,600" X
VARCO INTL INC COM 922126107 229 "21,171" X
VARIAN MED SYS INC COM 92220P105 546 "21,523" X
VARIAN INC COM 922206107 256 "18,883" X
VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 287 "16,769" X
VASTAR RES INC COM 922380100 "1,729" "32,965" X
VENATOR GROUP INC COM 922944103 "1,571" "150,042" X
VERISIGN INC COM 92343E102 938 "10,879" X
VERIO INC COM 923433106 "1,742" "25,058" X
VERITAS SOFTWARE CO COM 923436109 "3,421" "36,036" X
VIAD CORP COM 92552R109 "2,562" "82,409" X
VIACOM INC CL A 925524100 "2,167" "49,121" X
VIACOM INC CL B 925524308 "16,188" "365,329" X
VIGNETTE CORP COM 926734104 589 "7,849" X
VISHAY INTERTECHNOLOGY INC COM 928298108 830 "39,541" X
VISX INC DEL COM 92844S105 "5,670" "71,600" X
VITESSE SEMICONDUCTOR CORP COM 928497106 "4,432" "65,721" X
VOICESTREAM WIRELESS CORP COM 928615103 "3,091" "108,693" X
VORNADO RLTY TR SH BEN INT 929042109 "2,015" "57,053" X
VULCAN MATLS CO COM 929160109 "5,228" "107,927" X
WACHOVIA CORP COM 929771103 "18,141" "211,230" X
WADDELL & REED FINL INC CL A 930059100 977 "35,434" X
WAL MART STORES INC COM 931142103 "107,920" "2,219,846" X
WALGREEN CO COM 931422109 "23,847" "808,070" X
WALLACE COMPUTER SERVICES INC COM 932270101 "2,196" "87,850" X
WARNACO GROUP INC CL A 934390105 866 "32,389" X
WARNER LAMBERT CO COM 934488107 "47,969" "690,834" X
WASHINGTON FED INC COM 938824109 "1,178" "52,519" X
WASHINGTON MUT INC COM 939322103 "21,669" "607,226" X
WASHINGTON POST CO CL B 939640108 "3,416" "6,352" X
WASTE MGMT INC DEL COM 94106L109 "23,981" "444,021" X
WATERS CORP COM 941848103 "1,381" "26,000" X
WATSON PHARMACEUTICALS INC COM 942683103 "1,869" "53,298" X
WAUSAU-MOSINEE PAPER CORP COM 943315101 386 "21,468" X
WEATHERFORD INTL INC COM 947074100 "3,700" "101,015" X
WEIS MKTS INC COM 948849104 597 "15,248" X
WELLPOINT HEALTH NETWORK NEW COM 94973H108 "4,425" "52,141" X
WELLS FARGO & CO NEW COM 949746101 "65,763" "1,532,320" X
WENDYS INTL INC COM 950590109 "2,177" "76,382" X
WESCO FINL CORP COM 950817106 439 "1,417" X
WESTAMERICA BANCORPORATION COM 957090103 690 "18,900" X
WESTERN DIGITAL CORP COM 958102105 319 "49,085" X
WESTERN RES INC COM 959425109 "2,024" "76,022" X
WESTERN WIRELESS CORP CL A 95988E204 "2,225" "82,421" X
WESTPOINT STEVENS INC COM 961238102 385 "12,903" X
WESTVACO CORP COM 961548104 "1,855" "63,576" X
WEYERHAEUSER CO COM 962166104 "11,749" "170,151" X
WHIRLPOOL CORP COM 963320106 "5,771" "77,677" X
WHITMAN CORP NEW COM 96647R107 "2,068" "114,884" X
WHITTMAN-HART INC COM 966834103 579 "18,234" X
WILLAMETTE INDS INC COM 969133107 "4,202" "90,819" X
WILLIAMS COS INC DEL COM 969457100 "13,263" "310,046" X
WILLIAMS SONOMA INC COM 969904101 "1,601" "45,983" X
WILMINGTON TRUST CORP COM 971807102 "2,504" "43,648" X
WILSHIRE FINL SVCS GROUP INC COM 971867106 0 "229,400" X
WINN DIXIE STORES INC COM 974280109 "2,330" "62,543" X
WINSTAR COMMUNICATIONS INC COM 975515107 "1,993" "40,876" X
WISCONSIN ENERGY CORP COM 976657106 "2,801" "111,316" X
WITCO CORP COM 977385103 438 "22,154" X
WORTHINGTON INDS INC COM 981811102 "1,340" "81,135" X
WRIGLEY WM JR CO COM 982526105 "6,579" "73,761" X
XILINX INC COM 983919101 "5,986" "104,562" X
XEROX CORP COM 984121103 "31,503" "530,949" X
YAHOO INC COM 984332106 "16,013" "92,962" X
YORK INTL CORP NEW COM 986670107 "1,699" "39,680" X
YOUNG & RUBICAM INC COM 987425105 748 "16,467" X
ZALE CORP NEW COM 988858106 674 "16,839" X
ZIONS BANCORPORATION COM 989701107 "3,280" "51,655" X
GRAND TOTAL "10,081,613"
