UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 1999
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: California State Teachers' Retirement System
Address:7667 Folsom Blvd.
Sacramento, CA 95826
13F File Number:
The institutional investment manager filing this report and
the person by whom it is signed berby represnt that the person signing
ther report is authorized to submit it, that all information contained
herein is true, correct and complete, and that it is understood that
required items, statements, schedules, lists, and tables, are
considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: John Petzold
Title: Investment Officer III
Phone: 916-229-3737
Signature, Place, and Date of Signing:
John Petzold Sacramento, California July 8, 1999
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 2578
Form 13F Information Table Value Total: $37,312,943
(Thousands)
List of Other Included Managers:
<PAGE>
<TABLE> <C> <C>
AS OF MARCH 31, 1999
FAIR INVMNT OTHR INVMNT
SECURITY NAME TITLE CUSIP MARKET SHARES DSCRET MGRS AUTHOR
OF VALUE (SOLE)
CLASS (X1000)
1ST SOURCE CORP COM 3369011 294 9,876 SH SOLE 0 9,876
20TH CENTY INDS CAL USD10 9012722 2,472 152,136 SH SOLE 0 152,136
3COM CORP COM 8855351 22,918 983,074 SH SOLE 0 983,074
3DFX INTERACTIVE INC COM 88553X1 75 6,000 SH SOLE 0 6,000
99 CENTS ONLY STORES COM 65440K1 588 13,858 SH SOLE 0 13,858
AAMES FINL CORP COM 00253A1 124 73,650 SH SOLE 0 73,650
AAR CORP COM 0003611 1,790 100,479 SH SOLE 0 100,479
AARON RENTS INC CL B 0025352 623 39,900 SH SOLE 0 39,900
ABACUS DIRECT CORP COM 0025531 1,172 14,291 SH SOLE 0 14,291
ABBOTT LABS COM NPV0028241 204,934 4,377,765 SH SOLE 0 4,377,765
ABERCROMBIE AND FITC COM CL 0028962 15,780 171,058 SH SOLE 0 171,058
ABM INDS INC COM 0009571 1,924 63,068 SH SOLE 0 63,068
ABR INFORMATION SVCS COM 00077R1 1,144 65,850 SH SOLE 0 65,850
ACCEPTANCE INSURANCE COM 0043081 505 37,414 SH SOLE 0 37,414
ACCLAIM ENTMT INC COM PAR0043252 2,586 289,328 SH SOLE 0 289,328
ACKERLEY COMMUNICATI COM 0045271 1,968 116,200 SH SOLE 0 116,200
ACNIELSON CORP COM 0048331 15,560 573,631 SH SOLE 0 573,631
ACTEL CORP COM 0049341 937 56,991 SH SOLE 0 56,991
ACTION PERFORMANCE C COM 0049331 994 33,000 SH SOLE 0 33,000
ACUSON COM 0051131 2,073 138,789 SH SOLE 0 138,789
ACX TECHNOLOGIES INC COM 0051231 1,487 113,330 SH SOLE 0 113,330
ACXIOM CORP COM 0051251 13,313 502,372 SH SOLE 0 502,372
ADAC LABS COM NEW0053132 836 61,332 SH SOLE 0 61,332
ADAPTEC INC COM 00651F1 9,496 416,258 SH SOLE 0 416,258
ADC TELECOMMUNICATIO COM 0008861 37,853 793,770 SH SOLE 0 793,770
ADELPHIA COMMUNICATI CL A 0068481 5,254 83,400 SH SOLE 0 83,400
ADOBE SYS INC COM 00724F1 12,837 226,210 SH SOLE 0 226,210
ADTRAN INC COM 00738A1 487 29,625 SH SOLE 0 29,625
ADVANCED FIBRE COMMU COM 00754A1 2,494 260,007 SH SOLE 0 260,007
ADVANCED LTG TECHNOL COM 00753C1 174 22,400 SH SOLE 0 22,400
ADVANCED MATLS GROUP COM 00753U1 1 1,099 SH SOLE 0 1,099
ADVANCED MICRO DEVIC COM 0079031 5,918 381,829 SH SOLE 0 381,829
ADVANCED TISSUE SCIE COM 00755F1 238 110,488 SH SOLE 0 110,488
ADVANTA CORP CL A CO0079421 721 65,203 SH SOLE 0 65,203
ADVANTICA RESTAURANT COM 00758B1 235 47,025 SH SOLE 0 47,025
ADVO INC COM 0075851 1,382 71,574 SH SOLE 0 71,574
AERIAL COMMUNICATION COM 0076551 143 18,500 SH SOLE 0 18,500
AEROQUIP VICKERS INC COM 0078691 6,386 111,431 SH SOLE 0 111,431
AES CORP COM 00130H1 33,867 909,186 SH SOLE 0 909,186
AETNA INC COM 0081171 34,848 419,858 SH SOLE 0 419,858
AFC CABLE SYS INC COM 0009501 643 21,600 SH SOLE 0 21,600
AFFILIATED COMPUTER CL A 0081901 3,056 66,800 SH SOLE 0 66,800
AFFILIATED MANAGERS COM 0082521 233 8,973 SH SOLE 0 8,973
AFFYMETRIX INC COM CAP00826T1 1,839 52,837 SH SOLE 0 52,837
AFLAC INC COM 0010551 67,159 1,233,698 SH SOLE 0 1,233,698
AFTERMARKET TECHNOLO COM 0083181 275 40,345 SH SOLE 0 40,345
AGCO CORP COM 0010841 1,241 189,168 SH SOLE 0 189,168
AGL RES INC COM 0012041 3,371 191,952 SH SOLE 0 191,952
AGOURON PHARMACEUTIC COM 0084881 3,951 69,846 SH SOLE 0 69,846
AGRIBRANDS INTL INC COM 00849R1 980 29,823 SH SOLE 0 29,823
AIR EXPRESS INTL COR COM 0091041 1,237 81,797 SH SOLE 0 81,797
AIR PRODS + CHEMS IN COM 0091581 22,140 646,414 SH SOLE 0 646,414
AIRBORNE FGHT CORP COM 0092661 5,665 182,736 SH SOLE 0 182,736
AIRGAS INC COM 0093631 1,606 191,718 SH SOLE 0 191,718
AIRNET SYSTEMS INC COM 0094171 190 27,100 SH SOLE 0 27,100
AIRTOUCH COMMUNICATI COM 00949T1 166,250 1,720,569 SH SOLE 0 1,720,569
AIRTRAN HOLDINGS INC COM 00949P1 553 132,000 SH SOLE 0 132,000
AK STL HLDG CORP COM 0015471 25,322 1,122,300 SH SOLE 0 1,122,300
ALABAMA NATL BANCORP COM 0103171 206 8,865 SH SOLE 0 8,865
ALARIS MED INC COM 0116371 174 55,099 SH SOLE 0 55,099
ALASKA AIR GROUP INC COM 0116591 2,933 61,743 SH SOLE 0 61,743
ALBANY INTL CORP CL A NE0123481 982 52,394 SH SOLE 0 52,394
ALBEMARLE CORP COM 0126531 6,183 295,286 SH SOLE 0 295,286
ALBERTO CULVER CO CL B CO0130681 3,539 151,410 SH SOLE 0 151,410
ALBERTSONS INC COM 0131041 37,825 696,362 SH SOLE 0 696,362
ALCOA INC COM 0138171 44,303 1,075,646 SH SOLE 0 1,075,646
ALEXANDER + BALDWIN COM 0144821 3,860 196,675 SH SOLE 0 196,675
ALEXANDERS INC COM 0147521 1,240 18,308 SH SOLE 0 18,308
ALEXANDRIA REAL ESTA COM 0152711 794 30,036 SH SOLE 0 30,036
ALFA CORP COM 0153851 2,303 142,827 SH SOLE 0 142,827
ALGOS PHARMACEUTICAL COM 0158691 656 26,653 SH SOLE 0 26,653
ALIANT COMMUNICATION COM 0160901 4,943 120,756 SH SOLE 0 120,756
ALKERMES INC COM 01642T1 1,504 55,200 SH SOLE 0 55,200
ALLEGHANY CORP DEL COM 0171751 28,571 155,383 SH SOLE 0 155,383
ALLEGHENY ENERGY INC COM 0173611 12,302 417,018 SH SOLE 0 417,018
ALLEGHENY TELDYNE IN COM 0174151 31,578 1,667,487 SH SOLE 0 1,667,487
ALLEN TELECOM INC COM 0180911 559 86,050 SH SOLE 0 86,050
ALLERGAN INC COM 0184901 15,638 177,960 SH SOLE 0 177,960
ALLIANT TECHSYSTEMS COM 0188041 3,912 50,353 SH SOLE 0 50,353
ALLIED PRODS CORP DE COM RTS0194111 152 50,809 SH SOLE 0 50,809
ALLIED SIGNAL INC COM 0195121 78,070 1,587,192 SH SOLE 0 1,587,192
ALLIED WASTE INDUSTR COM PAR0195893 7,626 528,195 SH SOLE 0 528,195
ALLMERICA FINL CORP COM 0197541 13,220 240,098 SH SOLE 0 240,098
ALLSTATE CORP COM 0200021 94,578 2,551,854 SH SOLE 0 2,551,854
ALLTEL CORP COM 0200391 49,282 790,091 SH SOLE 0 790,091
ALPHARMA INC CL A 0208131 1,882 47,961 SH SOLE 0 47,961
ALPINE GROUP INC COM 0208251 243 24,000 SH SOLE 0 24,000
ALTERA CORP COM 0214411 25,222 423,907 SH SOLE 0 423,907
ALTERNATIVE LIVING S COM 02145K1 126 6,300 SH SOLE 0 6,300
ALTERNATIVE RES CORP COM 02145R1 305 47,900 SH SOLE 0 47,900
ALYDAAR SOFTWARE COR COM 0226101 346 62,983 SH SOLE 0 62,983
ALZA CORP COM 0226151 20,744 542,317 SH SOLE 0 542,317
AMAZON COM INC COM 0231351 27,876 161,893 SH SOLE 0 161,893
AMB PPTY CORP COM 00163T1 4,499 216,811 SH SOLE 0 216,811
AMBAC FINL GROUP INC COM 0231391 14,619 270,728 SH SOLE 0 270,728
AMC ENTMT INC COM 0016691 221 14,400 SH SOLE 0 14,400
AMCOL INTL CORP COM 02341W1 607 60,655 SH SOLE 0 60,655
AMCORE FINL INC COM RTS0239121 1,418 68,529 SH SOLE 0 68,529
AMERADA HESS CORP COM NPV0235511 12,799 254,270 SH SOLE 0 254,270
AMERCO COM 0235861 647 30,100 SH SOLE 0 30,100
AMEREN CORP COM 0236081 15,102 417,320 SH SOLE 0 417,320
AMERICA ONLINE INC D COM 02364J1 441,218 3,001,481 SH SOLE 0 3,001,481
AMERICA WEST HLDG CO CL B 0236572 1,904 99,900 SH SOLE 0 99,900
AMERICAN ANNUITY GRO COM 0238401 1,403 64,486 SH SOLE 0 64,486
AMERICAN BANKERS INS COM 0244561 7,510 144,426 SH SOLE 0 144,426
AMERICAN BUSINESS PR COM 0247631 940 67,156 SH SOLE 0 67,156
AMERICAN CLASSIC VOY COM 0249281 239 14,692 SH SOLE 0 14,692
AMERICAN EAGLE OUTFI COM 02553D1 794 11,074 SH SOLE 0 11,074
AMERICAN ELEC PWR IN COM 0255371 20,741 522,611 SH SOLE 0 522,611
AMERICAN EXPRESS CO COM 0258161 163,701 1,392,916 SH SOLE 0 1,392,916
AMERICAN FINL GROUP COM 0259321 5,129 145,762 SH SOLE 0 145,762
AMERICAN FREIGHTWAYS COM 02629V1 345 26,794 SH SOLE 0 26,794
AMERICAN GEN CORP COM 0263511 52,385 743,053 SH SOLE 0 743,053
AMERICAN GREETINGS C CL A 0263751 5,500 216,732 SH SOLE 0 216,732
AMERICAN HEALTH PPTY COM 0264941 1,442 79,287 SH SOLE 0 79,287
AMERICAN HERITAGE LI COM 0265221 2,310 99,082 SH SOLE 0 99,082
AMERICAN HOME PRODUC COM 0266091 244,649 3,749,413 SH SOLE 0 3,749,413
AMERICAN HOME SHIELD RTS 0266321 0 35,587 SH SOLE 0 35,587
AMERICAN HOMEPATIENT COM 0266491 28 21,550 SH SOLE 0 21,550
AMERICAN HOMESTAR CO COM 0266511 211 28,875 SH SOLE 0 28,875
AMERICAN INTL GROUP COM 0268741 441,055 3,656,418 SH SOLE 0 3,656,418
AMERICAN ITALIAN PAS CL A 0270701 504 20,152 SH SOLE 0 20,152
AMERICAN MED SEC GRO COM 02744P1 167 11,941 SH SOLE 0 11,941
AMERICAN MGMT SYS IN COM 0273521 6,299 184,594 SH SOLE 0 184,594
AMERICAN MOBILE SATE COM 02755R1 225 30,010 SH SOLE 0 30,010
AMERICAN NATL INS CO COM 0285911 4,268 63,817 SH SOLE 0 63,817
AMERICAN ONCOLOGY RE COM 0289101 883 98,100 SH SOLE 0 98,100
AMERICAN PWR CONVERS COM 0290661 10,456 387,275 SH SOLE 0 387,275
AMERICAN SATELLITE N EXP 6/30259909 0 14,359 SH SOLE 0 14,359
AMERICAN STD COS INC COM 0297121 8,435 245,369 SH SOLE 0 245,369
AMERICAN STORES CO N COM 0300961 26,297 796,884 SH SOLE 0 796,884
AMERICAN TOWER CORP CL A 0299122 1,733 70,716 SH SOLE 0 70,716
AMERICAN WTR WKS INC COM RTS0304111 7,214 247,702 SH SOLE 0 247,702
AMERICREDIT CORP COM 03060R1 2,890 220,186 SH SOLE 0 220,186
AMERIN CORP COM 03070X1 1,727 85,000 SH SOLE 0 85,000
AMERISOURCE HEALTH C CL A 03071P1 4,485 131,200 SH SOLE 0 131,200
AMERITECH CORP COM NEW0309541 189,306 3,272,116 SH SOLE 0 3,272,116
AMERON INTL CORP COM 0307101 613 17,281 SH SOLE 0 17,281
AMERUS LIFE HLDGS IN COM 0307321 717 29,863 SH SOLE 0 29,863
AMES DEPT STORES INC COM NEW0307895 1,281 34,500 SH SOLE 0 34,500
AMETEK AEROSPACE PRO COM 0311001 4,127 226,117 SH SOLE 0 226,117
AMF BOWLING INC COM 03113V1 64 16,049 SH SOLE 0 16,049
AMGEN INC COM 0311621 119,280 1,593,050 SH SOLE 0 1,593,050
AMLI RESIDENTIAL PPT SH BEN 0017351 795 38,553 SH SOLE 0 38,553
AMP INC COM 0318971 32,885 612,620 SH SOLE 0 612,620
AMPHENOL CORP NEW CL A 0320951 612 16,000 SH SOLE 0 16,000
AMR CORP DEL COM 0017651 29,847 509,662 SH SOLE 0 509,662
AMRESCO INC COM 0319091 780 101,425 SH SOLE 0 101,425
AMSOUTH BANCORPORATI COM 0321651 22,399 492,294 SH SOLE 0 492,294
ANADARKO PETE CORP COM 0325111 18,394 487,246 SH SOLE 0 487,246
ANALOG DEVICES INC COM 0326541 17,536 589,434 SH SOLE 0 589,434
ANALOGIC CORP COM PAR0326572 1,649 50,057 SH SOLE 0 50,057
ANALYSTS INTL CORP COM 0326811 1,027 89,263 SH SOLE 0 89,263
ANCHOR BANCORP WIS I COM 0328391 1,345 87,500 SH SOLE 0 87,500
ANCHOR GAMING COM 0330371 621 14,200 SH SOLE 0 14,200
ANDREW CORP COM 0344251 3,054 248,037 SH SOLE 0 248,037
ANDRX CORP COM 0345511 1,590 17,449 SH SOLE 0 17,449
ANHEUSER BUSCH COS I COM 0352291 111,523 1,463,903 SH SOLE 0 1,463,903
ANIXTER INTL INC COM 0352901 3,553 297,596 SH SOLE 0 297,596
ANNTAYLOR STORES COR COM 0361151 2,641 59,763 SH SOLE 0 59,763
ANSWERTHINK CONSULTI COM 0369161 292 10,412 SH SOLE 0 10,412
ANTEC CORP COM 03664P1 2,089 97,164 SH SOLE 0 97,164
ANTHRACITE CAP INC COM 0370231 399 53,255 SH SOLE 0 53,255
AON CORP COM 0373891 29,326 463,651 SH SOLE 0 463,651
APAC TELESERVICES IN COM 00185E1 176 52,700 SH SOLE 0 52,700
APACHE CORP COM 0374111 7,872 302,028 SH SOLE 0 302,028
APARTMENT INVT. + MG CL A 03748R1 5,155 142,218 SH SOLE 0 142,218
APOGEE ENTERPRISES I COM 0375981 1,317 110,902 SH SOLE 0 110,902
APOLLO GROUP INC CL A 0376041 6,389 213,852 SH SOLE 0 213,852
APPLE COMPUTER COM NPV0378331 12,652 352,059 SH SOLE 0 352,059
APPLEBEES INTL INC COM 0378991 2,228 89,812 SH SOLE 0 89,812
APPLIED GRAPHICS TEC COM 0379371 631 84,128 SH SOLE 0 84,128
APPLIED INDL TECHNOL COM 03820C1 1,028 92,431 SH SOLE 0 92,431
APPLIED MATERIALS IN COM 0382221 70,421 1,141,583 SH SOLE 0 1,141,583
APPLIED MICRO CIRCUI CDT COM03822W1 1,018 23,822 SH SOLE 0 23,822
APPLIED PWR INC COM CL 0382251 4,133 151,676 SH SOLE 0 151,676
APRIA HEALTHCARE GRO COM 0379331 1,412 118,923 SH SOLE 0 118,923
APTARGROUP INC COM 0383361 5,364 206,296 SH SOLE 0 206,296
AQUARION CO COM 03838W1 1,160 42,174 SH SOLE 0 42,174
AQUILA GAS PIPELINE COM 03839B1 115 15,802 SH SOLE 0 15,802
ARCADIA FINL LTD COM 0391011 337 70,900 SH SOLE 0 70,900
ARCH CHEMICALS INC COM 03937R1 1,162 69,348 SH SOLE 0 69,348
ARCH COAL INC COM 0393801 388 29,296 SH SOLE 0 29,296
ARCHER DANIELS MIDLA COM 0394831 24,469 1,666,001 SH SOLE 0 1,666,001
ARCHSTONE CMNTYS TR SH BEN 0395811 5,716 284,039 SH SOLE 0 284,039
ARCTIC CAT INC COM 0396701 566 56,933 SH SOLE 0 56,933
ARDEN RLTY INC COM 0397931 4,096 184,083 SH SOLE 0 184,083
AREA BANCSHARES CORP COM 0398721 823 35,200 SH SOLE 0 35,200
ARGONAUT GROUP INC COM 0401571 1,848 71,925 SH SOLE 0 71,925
ARMCO INC COM 0421701 12,159 2,739,998 SH SOLE 0 2,739,998
ARMSTRONG WORLD INDS COM 0424761 5,422 119,995 SH SOLE 0 119,995
ARNOLD INDS INC COM 0425951 1,366 91,819 SH SOLE 0 91,819
ARROW ELECTRS INC COM 0427351 4,748 316,500 SH SOLE 0 316,500
ARROW INTERNATIONAL COM 0427641 748 34,703 SH SOLE 0 34,703
ARTESYN TECHNOLOGIES COM 0431271 3,274 264,545 SH SOLE 0 264,545
ARVIN INDS INC COM 0433391 1,506 44,716 SH SOLE 0 44,716
ASARCO INC COM 0434131 1,545 112,310 SH SOLE 0 112,310
ASCEND COMMUNICATION COM 0434911 54,652 653,052 SH SOLE 0 653,052
ASCENT ENTMT GROUP I COM 0436281 1,378 126,015 SH SOLE 0 126,015
ASHLAND INC COM 0442041 8,230 201,032 SH SOLE 0 201,032
ASPECT DEV INC COM 0452341 687 29,556 SH SOLE 0 29,556
ASPECT TELECOMMUNICA COM 0452371 1,026 154,796 SH SOLE 0 154,796
ASPEN TECHNOLOGY INC COM 0453271 804 56,700 SH SOLE 0 56,700
ASSOCIATED BANC CORP COM 0454871 6,766 211,850 SH SOLE 0 211,850
ASSOCIATED ESTATES R COM 0456041 495 47,444 SH SOLE 0 47,444
ASSOCIATED GROUP INC CL A 0456511 3,959 79,878 SH SOLE 0 79,878
ASSOCIATES FIRST CAP CL A 0460081 92,193 2,048,726 SH SOLE 0 2,048,726
ASTORIA FINL CORP COM 0462651 7,094 141,882 SH SOLE 0 141,882
AT + T CORP COM 0019571 485,515 6,083,195 SH SOLE 0 6,083,195
AT HOME CORP COM SER0459191 10,306 65,435 SH SOLE 0 65,435
AT+T CORP COM LIB0019572 82,699 1,572,413 SH SOLE 0 1,572,413
ATLANTIC COAST AIRLI COM 0483961 551 19,578 SH SOLE 0 19,578
ATLANTIC RICHFIELD C COM 0488251 66,680 911,870 SH SOLE 0 911,870
ATLAS AIR INC COM 0491641 882 30,599 SH SOLE 0 30,599
ATMEL CORP COM 0495131 7,307 481,105 SH SOLE 0 481,105
ATMI INC COM 00207R1 200 10,000 SH SOLE 0 10,000
ATMOS ENERGY CORP COM 0495601 2,662 110,648 SH SOLE 0 110,648
ATWOOD OCEANICS INC COM 0500951 1,014 33,800 SH SOLE 0 33,800
AUTHENTIC FITNESS CO COM 0526611 1,073 69,495 SH SOLE 0 69,495
AUTODESK INCORPORATE COM STK0527691 7,036 173,993 SH SOLE 0 173,993
AUTOLIV COM 0528001 10,693 284,675 SH SOLE 0 284,675
AUTOMATIC DATA PROCE COM 0530151 71,465 1,727,259 SH SOLE 0 1,727,259
AUTONATION INC DEL COM 05329W1 9,103 735,599 SH SOLE 0 735,599
AUTOZONE INC COM 0533321 19,008 625,769 SH SOLE 0 625,769
AVADO BRANDS INC COM 05336P1 508 85,493 SH SOLE 0 85,493
AVALONBAY CMNTYS INC COM 0534841 6,047 189,697 SH SOLE 0 189,697
AVANT CORP COM 0534871 1,161 65,400 SH SOLE 0 65,400
AVATAR HLDGS INC COM 0534941 581 31,821 SH SOLE 0 31,821
AVERY DENNISON CORP COM 0536111 22,423 389,967 SH SOLE 0 389,967
AVIALL INC COM NEW05366B1 1,449 93,459 SH SOLE 0 93,459
AVIATION SALES CO COM 0536721 649 14,591 SH SOLE 0 14,591
AVID TECHNOLOGY INC COM 05367P1 1,233 70,690 SH SOLE 0 70,690
AVIS RENT A CAR INC COM 0537901 1,020 36,841 SH SOLE 0 36,841
AVISTA CORP COM 05379B1 2,718 167,281 SH SOLE 0 167,281
AVNET INC COM 0538071 5,725 155,791 SH SOLE 0 155,791
AVON PRODS INC COM 0543031 34,851 740,532 SH SOLE 0 740,532
AVONDALE INDS INC COM 0543501 1,897 64,299 SH SOLE 0 64,299
AVX CORP NEW COM 0024441 1,191 74,461 SH SOLE 0 74,461
AXENT TECHNOLOGIES I COM 05459C1 1,415 58,799 SH SOLE 0 58,799
AXYS PHARMACEUTICAL COM 0546351 98 23,400 SH SOLE 0 23,400
AZTAR CORP COM 0548021 867 180,175 SH SOLE 0 180,175
BA MERCHANTS SVCS IN CL A 0552391 348 17,100 SH SOLE 0 17,100
BACOU USA INC COM 0564391 46 3,500 SH SOLE 0 3,500
BAKER HUGHES INC COM 0572241 20,710 851,834 SH SOLE 0 851,834
BALDOR ELEC CO COM 0577411 2,441 121,273 SH SOLE 0 121,273
BALDWIN + LYONS INC CL B 0577552 1,394 66,991 SH SOLE 0 66,991
BALL CORP COM 0584981 30,603 652,000 SH SOLE 0 652,000
BALLARD MEDICAL PROD COM 0585661 2,504 102,746 SH SOLE 0 102,746
BALTIMORE GAS + ELEC COM STK0591651 10,326 406,934 SH SOLE 0 406,934
BANCFIRST CORP COM 05945F1 370 10,600 SH SOLE 0 10,600
BANCORPSOUTH INC COM 0596921 1,224 76,488 SH SOLE 0 76,488
BANCTEC INC COM 0597841 1,006 81,732 SH SOLE 0 81,732
BANCWEST CORP NEW COM 0597901 4,313 101,486 SH SOLE 0 101,486
BANDAG INC COM 0598151 1,778 62,526 SH SOLE 0 62,526
BANK GRANITE CORP COM 0624011 573 25,901 SH SOLE 0 25,901
BANK NEW YORK INC COM 0640571 83,138 2,313,416 SH SOLE 0 2,313,416
BANK ONE CORP COM 06423A1 184,420 3,349,291 SH SOLE 0 3,349,291
BANK PLUS CORP COM 0644461 175 41,841 SH SOLE 0 41,841
BANK UTD CORP CL A 0654121 2,137 52,286 SH SOLE 0 52,286
BANKAMERICA CORP NEW COM 06605F1 366,068 5,183,259 SH SOLE 0 5,183,259
BANKBOSTON CORP COM 06605R1 36,578 844,504 SH SOLE 0 844,504
BANKERS TR NY CORP COM 0663651 25,778 292,101 SH SOLE 0 292,101
BANKNORTH GROUP INC COM 06646L1 1,243 44,000 SH SOLE 0 44,000
BANNER AEROSPACE INC COM 0665251 189 25,652 SH SOLE 0 25,652
BANTA CORP COM STK0668211 2,304 121,270 SH SOLE 0 121,270
BARD C R INC COM 0673831 7,776 154,168 SH SOLE 0 154,168
BARNES + NOBLE INC COM 0677741 3,859 120,138 SH SOLE 0 120,138
BARNES GROUP INC COM 0678061 1,235 65,868 SH SOLE 0 65,868
BARNETT INC COM 0680621 407 46,498 SH SOLE 0 46,498
BARR LABS INC COM 0683061 1,692 55,462 SH SOLE 0 55,462
BARRA INC COM 0683131 591 24,000 SH SOLE 0 24,000
BARRETT RES CORP COM 0684802 3,164 126,246 SH SOLE 0 126,246
BASSETT FURNITURE IN COM 0702031 991 44,775 SH SOLE 0 44,775
BATTLE MTN GOLD CO COM 0715931 1,685 612,752 SH SOLE 0 612,752
BAUSCH + LOMB INC COM 0717071 9,708 149,360 SH SOLE 0 149,360
BAXTER INTL INC COM 0718131 52,440 794,539 SH SOLE 0 794,539
BAY VIEW CAP CORP DE COM 07262L1 1,111 58,860 SH SOLE 0 58,860
BB+T CORP COM 0549371 30,769 850,260 SH SOLE 0 850,260
BE AEROSPACE INC COM 0733021 1,027 69,600 SH SOLE 0 69,600
BEA SYS INC COM 0733251 1,461 93,500 SH SOLE 0 93,500
BEAR STEARNS COS INC COM 0739021 17,018 380,816 SH SOLE 0 380,816
BEC ENERGY COM 05538M1 6,281 170,923 SH SOLE 0 170,923
BECKMAN COULTER INC COM 0758111 3,339 75,464 SH SOLE 0 75,464
BECTON DICKINSON + C COM 0758871 28,960 755,900 SH SOLE 0 755,900
BED BATH + BEYOND IN COM 0758961 20,260 555,080 SH SOLE 0 555,080
BEDFORD PPTY INVS IN COM PAR0764463 948 64,800 SH SOLE 0 64,800
BELCO OIL + GAS CORP COM 0774101 116 19,600 SH SOLE 0 19,600
BELDEN INC COM 0774591 1,162 68,094 SH SOLE 0 68,094
BELL + HOWELL CO NEW COM 0778521 1,343 45,800 SH SOLE 0 45,800
BELL ATLANTIC CORP COM 0778531 228,156 4,414,134 SH SOLE 0 4,414,134
BELLSOUTH CORP COM 0798601 231,825 5,786,578 SH SOLE 0 5,786,578
BELO A H CORP COM SER0805551 4,068 222,908 SH SOLE 0 222,908
BEMIS INC COM RTS0814371 4,458 143,525 SH SOLE 0 143,525
BENCHMARK ELECTRS IN COM 08160H1 363 12,100 SH SOLE 0 12,100
BENTON OIL + GAS CO COM 0832881 358 98,821 SH SOLE 0 98,821
BERGEN BRUNSWIG CORP CL A 0837391 8,019 400,934 SH SOLE 0 400,934
BERINGER WINE ESTATE CL B 0841021 509 14,002 SH SOLE 0 14,002
BERKLEY W R CORP COM 0844231 2,738 111,775 SH SOLE 0 111,775
BERKSHIRE REALTY CO COM 0847101 1,182 105,622 SH SOLE 0 105,622
BERLITZ INTERNATIONA COM NEW08520F1 204 9,038 SH SOLE 0 9,038
BERRY PETE CO CL A 0857891 620 56,342 SH SOLE 0 56,342
BEST BUY CO INC COM STK0865161 30,389 584,412 SH SOLE 0 584,412
BESTFOODS COM 08658U1 38,308 815,066 SH SOLE 0 815,066
BETHLEHEM STL CORP COM 0875091 3,004 364,119 SH SOLE 0 364,119
BEVERLY ENTERPRISES COM NEW0878513 1,295 252,630 SH SOLE 0 252,630
BHC COMMUNICATIONS I CL A 0554481 4,029 32,825 SH SOLE 0 32,825
BIG FLOWER HOLDINGS COM 0891591 1,485 47,700 SH SOLE 0 47,700
BILLING CONCEPTS COR COM 0900631 954 80,364 SH SOLE 0 80,364
BINDLEY WESTN INDS I COM 0903241 1,078 37,728 SH SOLE 0 37,728
BIO RAD LABORATORIES CL A CO0905722 725 35,788 SH SOLE 0 35,788
BIO TECHNOLOGY GEN C COM 0905781 902 151,047 SH SOLE 0 151,047
BIOGEN INC COM 0905971 35,091 306,972 SH SOLE 0 306,972
BIOMATRIX INC COM 09060P1 1,044 13,390 SH SOLE 0 13,390
BIOMET INC COM 0906131 13,037 310,863 SH SOLE 0 310,863
BIRMINGHAM STL CORP COM 0912501 366 92,847 SH SOLE 0 92,847
BISYS GROUP INC COM 0554721 4,042 71,865 SH SOLE 0 71,865
BJ SVCS CO COM 0554821 11,901 511,880 SH SOLE 0 511,880
BJS WHSL CLUB INC COM 05548J1 6,466 245,734 SH SOLE 0 245,734
BLACK + DECKER CORPO COM 0917971 14,444 260,545 SH SOLE 0 260,545
BLACK BOX CORP COM 0918261 2,295 74,041 SH SOLE 0 74,041
BLACK HILLS CORP COM 0921131 1,903 89,277 SH SOLE 0 89,277
BLANCH E W HLDGS INC COM 0932101 2,008 38,239 SH SOLE 0 38,239
BLOCK DRUG INC CL A 0936441 2,227 54,322 SH SOLE 0 54,322
BLOCK H + R INC COM 0936711 13,727 289,758 SH SOLE 0 289,758
BLOUNT INTL INC CL A 0951771 2,289 79,286 SH SOLE 0 79,286
BLYTH INDS INC COM 09643P1 1,575 66,650 SH SOLE 0 66,650
BMC INDS INC MINN COM 0556071 453 102,072 SH SOLE 0 102,072
BMC SOFTWARE INC COM 0559211 43,148 1,164,195 SH SOLE 0 1,164,195
BOB EVANS FARMS INC COM 0967611 3,329 166,425 SH SOLE 0 166,425
BOEING CO COM 0970231 94,382 2,766,188 SH SOLE 0 2,766,188
BOISE CASCADE CORP COM 0973831 4,549 141,046 SH SOLE 0 141,046
BOISE CASCADE OFFICE COM 0974031 427 38,396 SH SOLE 0 38,396
BOK FINL CORP COM NEW05561Q2 794 30,824 SH SOLE 0 30,824
BORDERS GROUP INC COM 0997091 3,807 270,714 SH SOLE 0 270,714
BORG WARNER AUTOMOTI COM 0997241 1,755 36,712 SH SOLE 0 36,712
BORG WARNER SEC CORP COM 0997331 758 45,239 SH SOLE 0 45,239
BOSTON PPTYS INC COM 1011211 4,687 148,206 SH SOLE 0 148,206
BOSTON SCIENTIFIC CO COM 1011371 44,508 1,095,572 SH SOLE 0 1,095,572
BOWATER INC COM 1021831 6,228 157,163 SH SOLE 0 157,163
BOWNE + CO INC COM 1030431 1,807 154,600 SH SOLE 0 154,600
BOYD GAMING CORP COM 1033041 215 50,634 SH SOLE 0 50,634
BOYKIN LODGING CO COM 1034301 568 47,300 SH SOLE 0 47,300
BRADLEY REAL ESTATE COM 1045801 1,290 72,175 SH SOLE 0 72,175
BRADY CORP CL A 1046741 1,706 81,480 SH SOLE 0 81,480
BRANDYWINE RLTY TR SH BEN 1053682 1,583 97,400 SH SOLE 0 97,400
BRE PPTYS INC COM RTS05564E1 2,938 129,872 SH SOLE 0 129,872
BREED TECHNOLOGIES I COM 1067021 238 66,745 SH SOLE 0 66,745
BRENTON BKS INC COM 1072111 966 74,272 SH SOLE 0 74,272
BRIGGS + STRATTON CO COM 1090431 3,665 74,324 SH SOLE 0 74,324
BRIGHTPOINT INC COM 1094731 1,289 218,200 SH SOLE 0 218,200
BRINKER INTL INC COM 1096411 7,067 272,446 SH SOLE 0 272,446
BRISTOL HOTELS + RES COM 1100411 371 43,300 SH SOLE 0 43,300
BRISTOL MYERS SQUIBB COM 1101221 382,801 5,969,614 SH SOLE 0 5,969,614
BROADVISION INC COM 1114121 3,838 64,230 SH SOLE 0 64,230
BROTHERS GOURMET COF COM 1148221 0 8,321 SH SOLE 0 8,321
BROWN FORMAN CORP CL B 1156372 10,958 190,164 SH SOLE 0 190,164
BROWN GROUP INC COM 1156571 840 63,691 SH SOLE 0 63,691
BROWN TOM INC COM NEW1156602 820 67,613 SH SOLE 0 67,613
BROWNING FERRIS INDS COM 1158851 20,359 527,949 SH SOLE 0 527,949
BRUNSWICK CORP COM 1170431 5,130 269,130 SH SOLE 0 269,130
BRUSH WELLMAN INC COM 1174211 1,084 74,729 SH SOLE 0 74,729
BRYLANE INC COM 1176611 230 9,500 SH SOLE 0 9,500
BSB BANCORP INC COM 0556521 653 26,800 SH SOLE 0 26,800
BT FINL CORP COM 0557631 564 21,284 SH SOLE 0 21,284
BUCKEYE TECHNOLOGIES COM 1182551 1,590 113,600 SH SOLE 0 113,600
BUCKLE INC COM 1184401 432 19,200 SH SOLE 0 19,200
BUDGET GROUP INC CL A 1190031 458 37,400 SH SOLE 0 37,400
BUFFETS INC COM STK1198821 1,605 162,524 SH SOLE 0 162,524
BUILDING ONE SVCS CO COM 1201141 733 42,661 SH SOLE 0 42,661
BURLINGTON COAT FACT COM 1215791 2,230 189,778 SH SOLE 0 189,778
BURLINGTON INDS INC COM 1216931 1,646 248,527 SH SOLE 0 248,527
BURLINGTON NORTHN SA COM 12189T1 42,946 1,306,333 SH SOLE 0 1,306,333
BURLINGTON RES INC COM 1220141 19,418 486,199 SH SOLE 0 486,199
BURNHAM PAC PPTYS IN COM 12232C1 944 90,963 SH SOLE 0 90,963
BURR BROWN COM 1225741 3,319 141,253 SH SOLE 0 141,253
BUSH INDS INC CL A 1231641 398 32,350 SH SOLE 0 32,350
BUTLER MFG CO DEL COM 1236551 718 30,640 SH SOLE 0 30,640
C CUBE MICROSYSTEMS COM 1250151 1,687 85,173 SH SOLE 0 85,173
C D I CORP COM 1250711 1,432 59,510 SH SOLE 0 59,510
C H ROBINSON WORLDWI COM 12541W1 1,271 49,966 SH SOLE 0 49,966
C+D TECHNOLOGIES COM 1246611 1,250 50,244 SH SOLE 0 50,244
CABLE DESIGN TECHNOL COM 1269241 869 78,992 SH SOLE 0 78,992
CABLETRON SYSTEMS IN COM STK1269201 3,553 433,920 SH SOLE 0 433,920
CABLEVISION SYS CORP CL A 12686C1 18,124 244,512 SH SOLE 0 244,512
CABOT CORP COM 1270551 6,034 283,969 SH SOLE 0 283,969
CABOT INDL TR COM SH 1270721 401 21,235 SH SOLE 0 21,235
CABOT OIL + GAS CORP CL A 1270971 1,372 95,030 SH SOLE 0 95,030
CADENCE DESIGN SYS I COM 1273871 20,284 787,746 SH SOLE 0 787,746
CADIZ INC COM 1275371 318 40,039 SH SOLE 0 40,039
CALGON CARBON CORP COM STK1296031 1,406 271,044 SH SOLE 0 271,044
CALIF MICROWAVE COM 1304421 602 56,030 SH SOLE 0 56,030
CALIFORNIA MICRO DEV COM 1304391 0 41 SH SOLE 0 41
CALIFORNIA WATER SER COM 1307881 1,312 53,546 SH SOLE 0 53,546
CALLAWAY GOLF CO COM 1311931 2,214 217,329 SH SOLE 0 217,329
CALPINE CORP COM 1313471 1,697 46,583 SH SOLE 0 46,583
CAMBREX CORP COM 1320111 1,374 62,100 SH SOLE 0 62,100
CAMBRIDGE TECHNOLOGY COM 1325241 1,189 85,728 SH SOLE 0 85,728
CAMDEN PPTY TR SH BEN 1331311 3,244 131,085 SH SOLE 0 131,085
CAMPBELL SOUP CO COM 1344291 52,796 1,297,595 SH SOLE 0 1,297,595
CANANDAIGUA WINE INC CL A 1372192 176 3,500 SH SOLE 0 3,500
CAPITAL ONE FINL COR COM 14040H1 37,145 245,991 SH SOLE 0 245,991
CAPITAL RE CORP COM 1404321 654 37,928 SH SOLE 0 37,928
CAPITOL TRANSAMERICA COM 1406401 243 16,500 SH SOLE 0 16,500
CAPSTEAD MTG CORP COM 14067E1 940 174,927 SH SOLE 0 174,927
CARAUSTAR INDS INC COM 1409091 1,824 79,293 SH SOLE 0 79,293
CARBO CERAMICS INC COM 1407811 193 8,927 SH SOLE 0 8,927
CARDINAL HEALTH INC COM 14149Y1 87,080 1,319,396 SH SOLE 0 1,319,396
CAREMATRIX CORP COM 1417061 612 32,200 SH SOLE 0 32,200
CARIBINER INTL INC COM 1418881 489 53,560 SH SOLE 0 53,560
CARLISLE COS INC COM 1423391 5,877 125,706 SH SOLE 0 125,706
CARMIKE CINEMAS INC CL A 1434361 479 26,533 SH SOLE 0 26,533
CAROLINA FIRST CORP COM 1438771 518 23,547 SH SOLE 0 23,547
CAROLINA PWR + LT CO COM 1441411 15,836 418,794 SH SOLE 0 418,794
CARPENTER TECHNOLOGY COM 1442851 1,866 71,946 SH SOLE 0 71,946
CARRAMERICA RLTY COR COM 1444181 4,675 211,879 SH SOLE 0 211,879
CARRIER ACCESS CORP COM 1444601 2,814 36,397 SH SOLE 0 36,397
CARTER WALLACE INC. COM 1462851 3,224 179,096 SH SOLE 0 179,096
CASE CORP COM 14743R1 5,169 203,718 SH SOLE 0 203,718
CASEYS GEN STORES IN COM 1475281 2,721 184,458 SH SOLE 0 184,458
CASH AMER INTL INC COM 14754D1 1,574 122,234 SH SOLE 0 122,234
CASTLE + COOKE INC N COM 1484331 1,473 110,115 SH SOLE 0 110,115
CASTLE A M CO COM 1484111 633 51,708 SH SOLE 0 51,708
CATALINA MARKETING C COM 1488671 4,455 51,874 SH SOLE 0 51,874
CATALYTICA INC COM 1488851 370 33,649 SH SOLE 0 33,649
CATELLUS DEV CORP COM 1491111 2,836 212,054 SH SOLE 0 212,054
CATERPILLAR INC COM 1491231 49,230 1,071,669 SH SOLE 0 1,071,669
CATHAY BANCORP INC COM 1491501 263 7,002 SH SOLE 0 7,002
CATO CORP NEW CL A 1492051 189 20,283 SH SOLE 0 20,283
CB RICHARD ELLIS SVC COM 12489L1 438 26,538 SH SOLE 0 26,538
CBL + ASSOC PPTYS IN COM 1248301 1,541 66,273 SH SOLE 0 66,273
CBRL GROUP INC COM 12489V1 9,793 544,079 SH SOLE 0 544,079
CBS CORP COM 12490K1 93,225 2,278,345 SH SOLE 0 2,278,345
CCB FINL CORP COM 1248751 7,876 145,682 SH SOLE 0 145,682
CCC INFORMATION SVCS COM 12487Q1 482 41,440 SH SOLE 0 41,440
CDW COMPUTER CTRS IN COM 1251291 1,356 19,650 SH SOLE 0 19,650
CEC ENTMT INC COM 1251371 2,491 69,438 SH SOLE 0 69,438
CELLNET DATA SYS COM 15115M1 448 77,907 SH SOLE 0 77,907
CELLSTAR CORP COM 1509251 577 55,640 SH SOLE 0 55,640
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CENTRAL + SOUTH WEST COM 1523571 13,695 584,325 SH SOLE 0 584,325
CENTRAL GARDEN + PET COM 1535271 489 29,000 SH SOLE 0 29,000
CENTRAL HUDSON GAS + COM 1536091 4,085 114,067 SH SOLE 0 114,067
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CENTURA BKS INC COM 15640T1 4,761 81,818 SH SOLE 0 81,818
CENTURY ALUM CO COM 1564311 199 34,935 SH SOLE 0 34,935
CENTURY COMMUNICATIO CL A 1565031 16,378 352,680 SH SOLE 0 352,680
CENTURY SOUTH BANK I COM 1566831 305 11,920 SH SOLE 0 11,920
CENTURY TEL ENTERPRI COM 1566861 20,619 293,515 SH SOLE 0 293,515
CENTURYBUSINESS SVCS COM 1564901 247 22,600 SH SOLE 0 22,600
CEPHALON INC COM 1567081 781 89,225 SH SOLE 0 89,225
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CHANCELLOR MEDIA COR COM 1589151 25,445 539,938 SH SOLE 0 539,938
CHARMING SHOPPES INC COM 1611331 1,051 271,241 SH SOLE 0 271,241
CHART INDS INC COM 16115Q1 238 36,300 SH SOLE 0 36,300
CHARTER ONE FINL INC COM 1609031 19,039 659,714 SH SOLE 0 659,714
CHARTERHOUSE EQUITY COM 1619909 29,746 24,997,38 SH SOLE 0 24,997,385
CHARTWELL RE CORP COM 16139W1 473 27,443 SH SOLE 0 27,443
CHASE MANHATTAN CORP COM 16161A1 205,481 2,526,894 SH SOLE 0 2,526,894
CHATEAU CMNTYS INC COM 1617261 1,682 61,151 SH SOLE 0 61,151
CHATTEM INC COM 1624561 285 9,110 SH SOLE 0 9,110
CHECKFREE HLDGS CORP COM 1628161 4,520 106,200 SH SOLE 0 106,200
CHECKPOINT SYS INC COM 1628251 935 112,498 SH SOLE 0 112,498
CHEESECAKE FACTORY COM 1630721 1,250 52,638 SH SOLE 0 52,638
CHELSEA GCA REALTY I COM 1632621 1,250 44,856 SH SOLE 0 44,856
CHEMED CORP COM 1635961 1,003 38,936 SH SOLE 0 38,936
CHEMFIRST INC COM 16361A1 1,527 64,995 SH SOLE 0 64,995
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CHESAPEAKE CORP COM RTS1651591 2,124 78,298 SH SOLE 0 78,298
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CHIQUITA BRANDS INTL COM STK1700321 1,449 142,226 SH SOLE 0 142,226
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CHITTENDEN CORP COM 1702281 1,480 55,452 SH SOLE 0 55,452
CHOICE HOTELS INC COM 1699051 2,976 211,624 SH SOLE 0 211,624
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CHS ELECTRONICS INC COM NEW12542A2 449 140,949 SH SOLE 0 140,949
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CHURCH + DWIGHT INC COM 1713401 2,789 68,442 SH SOLE 0 68,442
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CIENA CORP COM 1717791 5,883 261,476 SH SOLE 0 261,476
CIGNA CORP COM 1255091 51,718 617,062 SH SOLE 0 617,062
CILCORP INC COM 1717941 3,350 55,782 SH SOLE 0 55,782
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CIRCUIT CITY STORES COM 1727371 30,179 393,853 SH SOLE 0 393,853
CIRCUS CIRCUS ENTERP COM 1729091 6,251 355,952 SH SOLE 0 355,952
CIRRUS LOGIC INC COM 1727551 1,339 210,028 SH SOLE 0 210,028
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CIT GROUP INC CL A 1255771 1,772 57,991 SH SOLE 0 57,991
CITATION CORP ALA COM 1728951 398 38,800 SH SOLE 0 38,800
CITIGROUP INC COM 1729671 435,175 6,812,915 SH SOLE 0 6,812,915
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CITIZENS UTILS CO DE CL B 1773422 14,134 1,823,766 SH SOLE 0 1,823,766
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CITY NATL CORP COM 1785661 4,836 156,621 SH SOLE 0 156,621
CKE RESTAURANTS INC COM 12561E1 3,053 154,598 SH SOLE 0 154,598
CLAIRE S STORES INC COM 1795841 7,491 248,656 SH SOLE 0 248,656
CLARCOR INC COM 1798951 1,774 103,986 SH SOLE 0 103,986
CLARIFY INC COM 1804921 4,942 185,162 SH SOLE 0 185,162
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CLEAR CHANNEL COMMUN COM 1845021 49,016 730,900 SH SOLE 0 730,900
CLECO CORP COM 12561M1 2,426 82,237 SH SOLE 0 82,237
CLEVELAND CLIFFS INC COM 1858961 2,040 59,876 SH SOLE 0 59,876
CLOROX CO COM 1890541 56,461 481,804 SH SOLE 0 481,804
CMAC INVT CORP COM 1256621 3,325 85,255 SH SOLE 0 85,255
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CNET INC COM 1259451 4,070 44,182 SH SOLE 0 44,182
CNF TRANSN INC COM 12612W1 5,559 147,015 SH SOLE 0 147,015
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COAST FEDERAL LITIGA CONTING19034Q1 417 70,248 SH SOLE 0 70,248
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COLUMBUS MCKINNON CO COM 1993331 465 23,100 SH SOLE 0 23,100
COM21 INC COM 2059371 1,067 40,637 SH SOLE 0 40,637
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COMFORT SYS USA INC COM 1999081 213 14,591 SH SOLE 0 14,591
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COMMERCE BANCSHARES COM 2005251 8,969 232,974 SH SOLE 0 232,974
COMMERCE GROUP INC M COM 2006411 1,102 44,872 SH SOLE 0 44,872
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COMMONWEALTH ENERGY COM SH 2028001 2,845 74,872 SH SOLE 0 74,872
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COMPUSA INC COM 2049321 2,266 323,756 SH SOLE 0 323,756
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COMPUTER HORIZONS CO COM 2059081 946 86,489 SH SOLE 0 86,489
COMPUTER LEARNING CT COM 2051991 91 17,200 SH SOLE 0 17,200
COMPUTER SCIENCES CO COM 2053631 23,926 433,544 SH SOLE 0 433,544
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CONMED CORP COM 2074101 1,534 49,487 SH SOLE 0 49,487
CONNECTICUT ENERGY C COM 2075671 877 36,152 SH SOLE 0 36,152
CONSECO INC COM STK2084641 32,588 1,055,491 SH SOLE 0 1,055,491
CONSOLIDATED EDISON COM 2091151 29,570 652,570 SH SOLE 0 652,570
CONSOLIDATED FREIGHT COM 2092321 884 75,257 SH SOLE 0 75,257
CONSOLIDATED GRAPHIC COM 2093411 1,156 20,024 SH SOLE 0 20,024
CONSOLIDATED NAT GAS COM 2096151 12,828 263,472 SH SOLE 0 263,472
CONSOLIDATED PAPERS COM 2097591 5,912 251,588 SH SOLE 0 251,588
CONSOLIDATED PRODS I COM 2097981 1,182 67,550 SH SOLE 0 67,550
CONSOLIDATED STORES COM 2101491 15,476 510,534 SH SOLE 0 510,534
CONTIFINANCIAL CORP COM 21075V1 147 20,700 SH SOLE 0 20,700
CONTINENTAL AIRLS IN COM CL 2107953 8,297 218,338 SH SOLE 0 218,338
CONVERGYS CORP COM 2124851 7,813 456,226 SH SOLE 0 456,226
COOPER CAMERON CORP COM 2166401 17,618 520,090 SH SOLE 0 520,090
COOPER COS INC COM NEW2166484 343 22,300 SH SOLE 0 22,300
COOPER INDS INC COM 2166691 14,193 332,964 SH SOLE 0 332,964
COOPER TIRE + RUBR C COM 2168311 4,511 245,500 SH SOLE 0 245,500
COORS ADOLPH CO CL B CO2170161 5,402 100,030 SH SOLE 0 100,030
COPART INC COM 2172041 996 48,000 SH SOLE 0 48,000
COR THERAPEUTICS INC COM 2177531 696 70,078 SH SOLE 0 70,078
CORAM HEALTHCARE COR COM 2181031 2 1,094 SH SOLE 0 1,094
CORDANT TECHNOLOGIES COM 2184121 7,822 196,468 SH SOLE 0 196,468
CORN PRODUCTS INTL I COM 2190231 2,369 98,959 SH SOLE 0 98,959
CORNERSTONE PPTYS IN CDT COM21922H1 4,387 299,992 SH SOLE 0 299,992
CORNERSTONE RLTY INC COM 21922V1 1,193 112,300 SH SOLE 0 112,300
CORNICHE GROUP INC PFD SER2192692 3 4,298 SH SOLE 0 4,298
CORNING INC COM 2193501 47,496 791,593 SH SOLE 0 791,593
CORPORATE EXPRESS IN COM 2198881 1,729 333,226 SH SOLE 0 333,226
CORT BUSINESS SVCS C COM 2204931 789 34,100 SH SOLE 0 34,100
CORUS BANKSHARES INC COM 2208731 676 21,052 SH SOLE 0 21,052
COSTCO COS INC COM 22160Q1 61,932 676,387 SH SOLE 0 676,387
COTELLIGENT INC COM 2216301 130 14,693 SH SOLE 0 14,693
COUNTRYWIDE CR INDS COM 2223721 13,087 348,987 SH SOLE 0 348,987
COUSINS PPTYS INC COM 2227951 2,124 73,383 SH SOLE 0 73,383
COVANCE INC COM 2228161 4,013 160,131 SH SOLE 0 160,131
COVENTRY HELATH CARE COM 2228621 743 99,034 SH SOLE 0 99,034
COX COMMUNICATIONS I CL A 2240441 13,727 181,516 SH SOLE 0 181,516
COX RADIO INC CL A 2240511 528 10,300 SH SOLE 0 10,300
CPI CORP COM 1259021 1,461 65,298 SH SOLE 0 65,298
CRANE CO COM 2243991 4,356 180,093 SH SOLE 0 180,093
CRAWFORD + CO COM CL 2246331 1,133 108,521 SH SOLE 0 108,521
CREDENCE SYSTEMS COR COM 2253021 1,163 54,270 SH SOLE 0 54,270
CREDIT ACCEPTANCE CO COM 2253101 393 69,094 SH SOLE 0 69,094
CRESCENT OPER INC COM 22575M1 50 13,870 SH SOLE 0 13,870
CRESCENT REAL ESTATE COM 2257561 7,377 343,139 SH SOLE 0 343,139
CRESTLINE CAP CORP COM 2261531 985 64,090 SH SOLE 0 64,090
CRIIMI MAE INC COM 2266031 294 109,400 SH SOLE 0 109,400
CROMPTON + KNOWLES C COM 2271111 3,751 238,183 SH SOLE 0 238,183
CROSS TIMBERS OIL CO COM 2275731 611 86,510 SH SOLE 0 86,510
CROWN AMERICAN RLTY SH BEN 2281861 467 71,918 SH SOLE 0 71,918
CROWN CORK + SEAL IN COM 2282551 10,203 357,201 SH SOLE 0 357,201
CSG SYS INTL INC COM 1263491 3,526 89,400 SH SOLE 0 89,400
CSS INDS INC COM 1259061 920 41,364 SH SOLE 0 41,364
CSX CORP COM 1264081 23,566 605,231 SH SOLE 0 605,231
CTS CORP COM 1265011 3,101 62,721 SH SOLE 0 62,721
CUBIC CORP COM 2296691 706 44,839 SH SOLE 0 44,839
CULLEN FROST BANKERS COM 2298991 4,654 97,090 SH SOLE 0 97,090
CUMMINS ENGINE INC COM 2310211 3,788 106,516 SH SOLE 0 106,516
CUNO INC COM 1265831 1,039 74,231 SH SOLE 0 74,231
CURATIVE HEALTH SERV COM 2312641 408 35,500 SH SOLE 0 35,500
CURTISS WRIGHT CORP COM 2315611 1,004 32,318 SH SOLE 0 32,318
CVB FINL CORP COM 1266001 563 29,263 SH SOLE 0 29,263
CVS CORP COM 1266501 57,070 1,201,476 SH SOLE 0 1,201,476
CYLINK CORP COM 2325651 193 48,303 SH SOLE 0 48,303
CYMER INC COM 2325721 1,085 54,578 SH SOLE 0 54,578
CYPRESS SEMICONDUCTO COM 2328061 2,757 306,368 SH SOLE 0 306,368
CYPRUS AMAX MINERALS COM 2328091 3,100 255,688 SH SOLE 0 255,688
CYTEC INDS INC COM 2328201 3,189 142,940 SH SOLE 0 142,940
CYTYC CORP COM 2329461 450 32,400 SH SOLE 0 32,400
D.R.HORTON INC COM 23331A1 1,153 68,812 SH SOLE 0 68,812
DAIN RAUSCHER CORP COM 2338561 1,912 56,248 SH SOLE 0 56,248
DAISYTEK INTL CORP COM 2340531 449 27,000 SH SOLE 0 27,000
DAL TILE INTL INC COM 23426R1 550 60,683 SH SOLE 0 60,683
DALLAS SEMICONDUCTOR COM 2352041 3,898 100,916 SH SOLE 0 100,916
DAMES + MOORE GROUP COM 2357131 333 29,750 SH SOLE 0 29,750
DANA CORP COM 2358111 17,657 464,669 SH SOLE 0 464,669
DANAHER CORP COM 2358511 25,861 494,944 SH SOLE 0 494,944
DANIEL INDS INC COM 2362351 794 52,063 SH SOLE 0 52,063
DARDEN RESTAURANTS I COM 2371941 8,294 402,125 SH SOLE 0 402,125
DATA GEN CORP COM 2376881 1,158 114,412 SH SOLE 0 114,412
DATA TRANSMISSION NE COM 2380171 721 30,200 SH SOLE 0 30,200
DATASCOPE CORP COM 2381131 1,702 63,034 SH SOLE 0 63,034
DATASTREAM SYS INC COM 2381241 259 30,000 SH SOLE 0 30,000
DATAWARE TECHNOLOGIE COM 2379201 2 797 SH SOLE 0 797
DAVE + BUSTERS INC COM 23833N1 291 14,189 SH SOLE 0 14,189
DAY RUNNER INC COM 2395451 558 46,000 SH SOLE 0 46,000
DAYTON HUDSON CORP COM 2397531 82,539 1,238,854 SH SOLE 0 1,238,854
DBT ONLINE INC COM 2330441 659 26,490 SH SOLE 0 26,490
DE LUXE CORP COM 2480191 6,546 224,763 SH SOLE 0 224,763
DEAN FOODS CO COM 2423611 5,980 167,857 SH SOLE 0 167,857
DEERE + CO COM 2441991 28,037 725,869 SH SOLE 0 725,869
DELIAS INC. COM 2468851 293 9,300 SH SOLE 0 9,300
DELL COMPUTER CORP COM 2470251 297,276 7,272,816 SH SOLE 0 7,272,816
DELPHI FINL GROUP IN CL A 2471311 656 19,353 SH SOLE 0 19,353
DELTA + PINE LD CO COM 2473571 3,339 108,592 SH SOLE 0 108,592
DELTA AIR LINES INC COM 2473611 29,213 420,326 SH SOLE 0 420,326
DELTA FINL CORP COM 2479181 37 6,541 SH SOLE 0 6,541
DELTEK SYS INC COM 24785A1 73 6,700 SH SOLE 0 6,700
DELTIC TIMBER CORP COM 2478501 1,996 84,062 SH SOLE 0 84,062
DENDRITE INTL INC COM 2482391 1,898 85,076 SH SOLE 0 85,076
DENTSPLY INTL INC NE COM 2490301 2,863 123,156 SH SOLE 0 123,156
DEPARTMENT 56 INC COM 2495091 1,251 41,105 SH SOLE 0 41,105
DETROIT DIESEL CORP COM 2508371 172 7,652 SH SOLE 0 7,652
DEVELOPERS DIVERSIFI COM 2515911 2,401 167,780 SH SOLE 0 167,780
DEVON ENERGY CORP COM 2517991 2,335 84,724 SH SOLE 0 84,724
DEVRY INC DEL COM 2518931 6,487 223,704 SH SOLE 0 223,704
DEXTER CORP COM 2521651 3,140 99,679 SH SOLE 0 99,679
DIAGNOSTIC PRODS COR COM STK2524501 1,161 47,889 SH SOLE 0 47,889
DIAL CORP NEW COM 25247D1 8,649 251,602 SH SOLE 0 251,602
DIALOGIC CORP COM 2524991 613 20,100 SH SOLE 0 20,100
DIAMOND MULTIMEDIA S COM 2527141 676 110,300 SH SOLE 0 110,300
DIAMOND OFFSHORE DRI COM 25271C1 7,277 230,110 SH SOLE 0 230,110
DIEBOLD INC COM 2536511 6,720 279,994 SH SOLE 0 279,994
DIGI INTL INC COM 2537981 83 12,279 SH SOLE 0 12,279
DIGITAL MICROWAVE CO COM 2538591 1,043 124,594 SH SOLE 0 124,594
DII GROUP INC COM 2329491 2,041 69,782 SH SOLE 0 69,782
DILLARDS INC CL A 2540671 7,950 313,300 SH SOLE 0 313,300
DIME BANCORP INC NEW COM USD25429Q1 9,942 428,770 SH SOLE 0 428,770
DIME CMNTY BANCORP I COM 2539221 898 39,150 SH SOLE 0 39,150
DIMON INC COM 2543941 410 107,607 SH SOLE 0 107,607
DIONEX CORP COM 2545461 8,556 226,660 SH SOLE 0 226,660
DISCOUNT AUTO PTS IN COM 2546421 606 28,183 SH SOLE 0 28,183
DISNEY WALT CO COM 2546871 181,682 5,837,184 SH SOLE 0 5,837,184
DOCUMENTUM INC COM 2561591 525 30,300 SH SOLE 0 30,300
DOLE FOOD INC COM 2566051 5,797 193,218 SH SOLE 0 193,218
DOLLAR GEN CORP COM 2566691 31,414 923,954 SH SOLE 0 923,954
DOLLAR THRIFTY AUTOM COM 2567431 555 32,163 SH SOLE 0 32,163
DOLLAR TREE STORES I COM 2567471 2,774 89,650 SH SOLE 0 89,650
DOMINION RES INC VA COM 2574701 20,044 542,643 SH SOLE 0 542,643
DONALDSON INC COM 2576511 1,953 108,482 SH SOLE 0 108,482
DONALDSON LUFKIN+JEN COM 2576611 5,287 75,800 SH SOLE 0 75,800
DONNA KARAN INTL INC COM 2578261 141 18,500 SH SOLE 0 18,500
DONNELLEY R R + SONS COM 2578671 26,790 832,311 SH SOLE 0 832,311
DOVER CORP COM 2600031 20,497 623,472 SH SOLE 0 623,472
DOW CHEM CO COM 2605431 60,993 654,517 SH SOLE 0 654,517
DOW JONES + CO INC COM 2605611 12,509 265,099 SH SOLE 0 265,099
DOWNEY FINL CORP COM 2610181 2,058 112,405 SH SOLE 0 112,405
DPL INC COM 2332931 9,635 583,919 SH SOLE 0 583,919
DQE COM STK23329J1 12,262 319,535 SH SOLE 0 319,535
DRESS BARN,THE COM 2615701 1,238 89,260 SH SOLE 0 89,260
DREYERS GRAND ICE CR COM NPV2618781 1,923 148,632 SH SOLE 0 148,632
DSP COMMUNICATIONS I COM 23332K1 1,997 125,800 SH SOLE 0 125,800
DST SYS INC DEL COM 2333261 8,260 137,526 SH SOLE 0 137,526
DT INDS INC COM 23333J1 157 22,200 SH SOLE 0 22,200
DTE ENERGY CO COM 2333311 15,418 401,116 SH SOLE 0 401,116
DU PONT E I DE NEMOU COM 2635341 186,238 3,207,549 SH SOLE 0 3,207,549
DUCOMMUN INC DEL COM 2641471 101 10,800 SH SOLE 0 10,800
DUFF + PHELPS CREDIT COM 26432F1 257 4,908 SH SOLE 0 4,908
DUKE ENERGY CO COM STK2643991 55,211 1,010,586 SH SOLE 0 1,010,586
DUKE RLTY INVTS INC COM NEW2644115 5,321 247,477 SH SOLE 0 247,477
DUN + BRADSTREET COR COM 26483B1 16,613 469,501 SH SOLE 0 469,501
DUPONT PHOTOMASKS IN COM 26613X1 296 7,462 SH SOLE 0 7,462
DURA AUTOMOTIVE SYS COM 2659031 102 3,595 SH SOLE 0 3,595
DURA PHARMACEUTICALS COM 26632S1 2,247 159,056 SH SOLE 0 159,056
DYCOM INDS INC COM 2674751 905 20,796 SH SOLE 0 20,796
DYNEGY INC COM 26816L1 6,653 473,081 SH SOLE 0 473,081
DYNEX CAP INC COM 26817Q1 429 129,630 SH SOLE 0 129,630
E M C CORP MASS COM 2686481 209,797 1,642,244 SH SOLE 0 1,642,244
E TRADE GROUP INC COM 2692461 8,177 140,234 SH SOLE 0 140,234
EAGLE HARDWARE AND G COM 26959B1 3,021 79,106 SH SOLE 0 79,106
EAGLE USA AIRFREIGHT COM 2700181 423 13,000 SH SOLE 0 13,000
EARTHGRAINS CO COM 2703191 2,009 90,536 SH SOLE 0 90,536
EARTHLINK NETWORK IN COM 2703221 627 10,454 SH SOLE 0 10,454
EASTERN ENTERPRISES COM 27637F1 14,090 387,348 SH SOLE 0 387,348
EASTERN UTILS ASSOC COM 2771731 3,159 111,591 SH SOLE 0 111,591
EASTGROUP PPTYS INC COM 2772761 740 45,900 SH SOLE 0 45,900
EASTMAN CHEM CO COM 2774321 9,092 216,156 SH SOLE 0 216,156
EASTMAN KODAK CO COM 2774611 75,725 1,185,511 SH SOLE 0 1,185,511
EATON CORP COM 2780581 16,178 226,272 SH SOLE 0 226,272
EATON VANCE CORP COM NON2782651 2,565 127,476 SH SOLE 0 127,476
EBAY INC COM 2786421 3,749 27,300 SH SOLE 0 27,300
ECHOSTAR COMMUNICATI CL A 2787621 1,371 16,800 SH SOLE 0 16,800
ECLIPSYS CORP COM 2788561 1,359 64,340 SH SOLE 0 64,340
ECOLAB INC COM 2788651 14,951 421,147 SH SOLE 0 421,147
EDISON INTL COM 2810201 24,016 1,079,386 SH SOLE 0 1,079,386
EDUCATION MGMT CORP COM 28139T1 1,022 33,236 SH SOLE 0 33,236
EDWARDS A G INC COM 2817601 11,527 352,636 SH SOLE 0 352,636
EDWARDS J D + CO COM 2816671 465 38,989 SH SOLE 0 38,989
EEX CORP COM NEW26842V2 513 105,219 SH SOLE 0 105,219
EG + G INC COM 2684571 3,545 134,396 SH SOLE 0 134,396
EL PASO ELEC CO COM NEW2836778 1,495 196,100 SH SOLE 0 196,100
EL PASO ENERGY CORP COM 2839051 11,748 359,412 SH SOLE 0 359,412
ELCOR CHEM CORP COM 2844431 1,757 49,944 SH SOLE 0 49,944
ELECTRO RENT COM 2852181 1,627 178,248 SH SOLE 0 178,248
ELECTRO SCIENTIFIC I COM 2852291 1,316 28,292 SH SOLE 0 28,292
ELECTROGLAS INC COM 2853241 660 51,300 SH SOLE 0 51,300
ELECTRONIC ARTS COM 2855121 9,859 207,561 SH SOLE 0 207,561
ELECTRONIC DATA SYS COM 2856611 70,709 1,452,299 SH SOLE 0 1,452,299
ELETRONICS FOR IMAGI COM 2860821 6,459 165,608 SH SOLE 0 165,608
EMERSON ELEC CO COM 2910111 66,170 1,249,967 SH SOLE 0 1,249,967
EMMIS COMMUNICATIONS CL A 2915251 925 18,500 SH SOLE 0 18,500
EMPIRE DIST ELEC CO COM RTS2916411 1,279 56,060 SH SOLE 0 56,060
ENERGEN CORP COM 29265N1 1,463 97,962 SH SOLE 0 97,962
ENERGY EAST CORP COM 29266M1 13,013 247,568 SH SOLE 0 247,568
ENESCO GROUP INC COM 2929731 1,350 74,741 SH SOLE 0 74,741
ENGELHARD CORP COM 2928451 17,642 1,041,595 SH SOLE 0 1,041,595
ENGINEERING ANIMATIO COM 2928721 535 12,712 SH SOLE 0 12,712
ENHANCE FINL SVCS GR COM 2933101 957 41,604 SH SOLE 0 41,604
ENRON CORP COM 2935611 60,031 934,329 SH SOLE 0 934,329
ENRON OIL + GAS CO COM 2935621 3,971 238,872 SH SOLE 0 238,872
ENSCO INTL INC COM 26874Q1 6,049 454,384 SH SOLE 0 454,384
ENTERGY CORP COM 29364G1 18,343 667,021 SH SOLE 0 667,021
ENTERTAINMENT PPTYS COM SH 29380T1 668 38,703 SH SOLE 0 38,703
ENTREMED INC COM 29382F1 325 15,392 SH SOLE 0 15,392
ENZO BIOCHEM INC COM 2941001 796 84,878 SH SOLE 0 84,878
EQUIFAX INC COM 2944291 21,792 633,942 SH SOLE 0 633,942
EQUITABLE COMPANIES COM 29444G1 16,464 235,196 SH SOLE 0 235,196
EQUITABLE RES INC COM 2945491 3,333 127,901 SH SOLE 0 127,901
EQUITY INNS INC COM 2947031 884 104,000 SH SOLE 0 104,000
EQUITY OFFICE PPTYS COM 2947411 19,621 773,241 SH SOLE 0 773,241
EQUITY RESIDENTIAL P SH BEN 29476L1 14,410 349,327 SH SOLE 0 349,327
ERIE INDTY CO CL A 29530P1 3,949 143,591 SH SOLE 0 143,591
ESSEX INTL INC DEL COM 2970251 64 2,692 SH SOLE 0 2,692
ESSEX PROPERTY TRUST COM 2971781 1,094 41,864 SH SOLE 0 41,864
ESTERLINE TECHNOLOGI COM 2974251 904 69,840 SH SOLE 0 69,840
ETEC SYS INC COM 26922C1 1,513 51,400 SH SOLE 0 51,400
ETHAN ALLEN INTERIOR COM 2976021 3,811 91,694 SH SOLE 0 91,694
ETHYL CORP COM 2976591 1,667 392,185 SH SOLE 0 392,185
ETOWN CORP COM 2692421 853 21,168 SH SOLE 0 21,168
EVANS + SUTHERLAND C COM 2990961 530 44,182 SH SOLE 0 44,182
EVEREN CAPITAL CORP COM 2997611 220 11,264 SH SOLE 0 11,264
EVEREST REINSURANCE COM 2998081 5,180 166,100 SH SOLE 0 166,100
EXCITE INC COM 3009041 6,692 47,802 SH SOLE 0 47,802
EXECUTIVE RISK INC COM 3015861 1,214 17,100 SH SOLE 0 17,100
EXIDE CORP COM 3020511 574 51,635 SH SOLE 0 51,635
EXPEDITORES INTL WAS COM 3021301 3,661 67,800 SH SOLE 0 67,800
EXPRESS SCRIPTS INC CL A 3021821 8,287 96,428 SH SOLE 0 96,428
EXTENDED STAY AMER I COM 30224P1 1,183 116,080 SH SOLE 0 116,080
EXXON CORP COM 3022901 498,647 7,066,746 SH SOLE 0 7,066,746
F + M NATL CORP COM 3023741 1,147 47,810 SH SOLE 0 47,810
F N B CORP PA COM 3025201 1,025 44,586 SH SOLE 0 44,586
FACTSET RESH SYS INC COM 3030751 928 21,450 SH SOLE 0 21,450
FAIR ISSAC + CO INC COM 3032501 1,419 38,300 SH SOLE 0 38,300
FAIRCHILD CORP CL A 3036981 495 48,596 SH SOLE 0 48,596
FAIRFIELD CMNTYS INC COM PAR3042313 905 101,300 SH SOLE 0 101,300
FAMILY DLR STORES IN COM 3070001 28,894 1,256,280 SH SOLE 0 1,256,280
FAMILY GOLF CTRS INC COM 30701A1 233 31,365 SH SOLE 0 31,365
FARMER BROS CO COM 3076751 1,519 7,484 SH SOLE 0 7,484
FARMERS CAP BK CORP COM 3095621 223 6,764 SH SOLE 0 6,764
FASTENAL CO COM 3119001 12,538 357,585 SH SOLE 0 357,585
FBL FINL GROUP INC CL A 30239F1 294 16,572 SH SOLE 0 16,572
FDX CORP COM 31304N1 38,051 409,944 SH SOLE 0 409,944
FEDERAL HOME LN MTG COM FOR3134003 112,596 1,970,783 SH SOLE 0 1,970,783
FEDERAL MOGUL CORP COM 3135491 6,530 152,740 SH SOLE 0 152,740
FEDERAL NATL MTG ASS COM 3135861 212,074 3,062,442 SH SOLE 0 3,062,442
FEDERAL RLTY INVT TR SH BEN 3137472 2,571 121,325 SH SOLE 0 121,325
FEDERAL SIGNAL CORP COM STK3138551 4,484 214,790 SH SOLE 0 214,790
FEDERATED DEPT STORE COM 31410H1 23,354 582,030 SH SOLE 0 582,030
FEDERATED INVS INC P CL B 3142111 833 45,800 SH SOLE 0 45,800
FELCOR LODGING TR IN COM 31430F1 4,430 191,051 SH SOLE 0 191,051
FERRO CORP COM STK3154051 3,343 135,085 SH SOLE 0 135,085
FIDELITY NATL FINL I COM 3163261 1,302 86,821 SH SOLE 0 86,821
FIFTH THIRD BANCORP COM STK3167731 54,655 828,896 SH SOLE 0 828,896
FILENET CORP COM 3168691 838 119,782 SH SOLE 0 119,782
FINANCIAL FED CORP COM 3174921 998 52,500 SH SOLE 0 52,500
FINANCIAL SEC ASSUR COM 31769P1 3,676 74,072 SH SOLE 0 74,072
FINISH LINE INC CL A 3179231 662 51,448 SH SOLE 0 51,448
FINOVA GROUP INC COM 3179281 13,456 259,402 SH SOLE 0 259,402
FIRST AMERICAN FINL COM 3185223 3,910 247,284 SH SOLE 0 247,284
FIRST AMERN CORP TEN COM 3189001 13,900 376,939 SH SOLE 0 376,939
FIRST BANCORP P R COM 3186721 679 28,200 SH SOLE 0 28,200
FIRST COMM BANCSHARE CL B 3197772 200 8,000 SH SOLE 0 8,000
FIRST COMWLTH FINL C COM 3198291 686 32,284 SH SOLE 0 32,284
FIRST CTZNS BANCSHAR CL A 31946M1 2,176 26,869 SH SOLE 0 26,869
FIRST DATA CORP COM 3199631 54,774 1,281,261 SH SOLE 0 1,281,261
FIRST FINL BANCORP COM 3202091 1,462 67,238 SH SOLE 0 67,238
FIRST FINL BANKSHARE COM 32020R1 398 12,306 SH SOLE 0 12,306
FIRST FINL CORP IND COM 3202181 426 10,232 SH SOLE 0 10,232
FIRST HEALTH GROUP C COM 3209601 4,773 297,172 SH SOLE 0 297,172
FIRST IND CORP COM 32054R1 696 36,657 SH SOLE 0 36,657
FIRST INDL RLTY TR I COM 32054K1 2,663 111,264 SH SOLE 0 111,264
FIRST LIBERTY FINL C COM 3206911 254 11,987 SH SOLE 0 11,987
FIRST MERCHANTS CORP COM 3208171 246 10,032 SH SOLE 0 10,032
FIRST MIDWEST BANCOR COM 3208671 3,281 86,336 SH SOLE 0 86,336
FIRST REP BK SAN FRA COM 3361581 355 14,700 SH SOLE 0 14,700
FIRST SEC CORP DEL COM 3362941 11,295 584,865 SH SOLE 0 584,865
FIRST TENN NATL CORP COM 3371621 15,587 425,596 SH SOLE 0 425,596
FIRST UN CORP COM 3373581 151,039 2,826,454 SH SOLE 0 2,826,454
FIRST UN REAL ESTATE COM 3374001 362 82,800 SH SOLE 0 82,800
FIRST UTD BANCSHARES COM 33741E1 124 8,904 SH SOLE 0 8,904
FIRST VA BKS INC COM RTS3374771 8,473 185,449 SH SOLE 0 185,449
FIRST WASH BANCORP I COM 33748T1 763 39,270 SH SOLE 0 39,270
FIRST WESTN BANCORP COM 3375051 1,073 34,075 SH SOLE 0 34,075
FIRSTAR CORP WIS COM 33763V1 69,529 776,864 SH SOLE 0 776,864
FIRSTENERGY CORP COM 3379321 19,816 709,219 SH SOLE 0 709,219
FIRSTFED FINL CORP D COM 3379071 1,999 124,432 SH SOLE 0 124,432
FIRSTMERIT CORP COM 3379151 5,001 194,222 SH SOLE 0 194,222
FIRSTPLUS FINL GROUP COM 33763B1 55 110,562 SH SOLE 0 110,562
FISERV INC COM 3377381 29,219 544,873 SH SOLE 0 544,873
FISHER SCIENTIFIC IN COM NEW3380322 327 18,800 SH SOLE 0 18,800
FLAGSTAR BANCORP INC COM 3379301 448 16,900 SH SOLE 0 16,900
FLEET FINL GROUP INC COM 3389151 60,448 1,606,588 SH SOLE 0 1,606,588
FLEETWOOD ENTERPRISE COM 3390991 3,307 115,526 SH SOLE 0 115,526
FLEMING COS INC COM 3391301 826 96,500 SH SOLE 0 96,500
FLORIDA EAST COAST I COM 3406321 3,915 130,776 SH SOLE 0 130,776
FLORIDA PANTHERS HLD CL A 3410641 394 50,849 SH SOLE 0 50,849
FLORIDA PANTHERS HLD RTS EXP3410641 0 5,085 SH SOLE 0 5,085
FLORIDA PROGRESS COR COM 3411091 13,950 369,527 SH SOLE 0 369,527
FLORIDA ROCK INDS IN COM 3411401 2,317 67,896 SH SOLE 0 67,896
FLOWERS INDS INC COM 3434961 7,967 323,536 SH SOLE 0 323,536
FLOWSERVE CORP COM 34354P1 1,547 99,388 SH SOLE 0 99,388
FLUOR CORP COM 3438611 6,863 254,171 SH SOLE 0 254,171
FM BANCORPORATION IN COM 3023711 589 17,855 SH SOLE 0 17,855
FMC CORP COM NEW3024913 4,943 100,114 SH SOLE 0 100,114
FOAMEX INTL INC COM 3441231 317 56,381 SH SOLE 0 56,381
FONAR CORP COM 3444371 4 3,351 SH SOLE 0 3,351
FONAR CORP PFD NON3444373 74 26,920 SH SOLE 0 26,920
FOOD LION INC CL B 3447751 9,650 1,072,175 SH SOLE 0 1,072,175
FOODMAKER INC COM NEW3448392 2,903 113,858 SH SOLE 0 113,858
FOOTSTAR INC COM 3449121 23,413 731,648 SH SOLE 0 731,648
FORCENERGY INC COM 3452061 21 30,100 SH SOLE 0 30,100
FORD MTR CO DEL COM 3453701 199,995 3,524,390 SH SOLE 0 3,524,390
FORE SYSTEMS COM 3454491 3,182 168,314 SH SOLE 0 168,314
FOREMOST CORP AMER COM 3454691 2,952 146,685 SH SOLE 0 146,685
FOREST CITY ENTERPRI COM 3455501 1,196 49,464 SH SOLE 0 49,464
FOREST LABS INC COM 3458381 32,486 576,246 SH SOLE 0 576,246
FOREST OIL CORP COM NEW3460916 541 72,100 SH SOLE 0 72,100
FORT JAMES CORP COM 3474711 30,082 949,321 SH SOLE 0 949,321
FORTUNE BRANDS INC COM 3496311 18,642 484,216 SH SOLE 0 484,216
FOSSIL INC COM 3498821 1,327 44,520 SH SOLE 0 44,520
FOSTER WHEELER CORP COM 3502441 1,619 133,560 SH SOLE 0 133,560
FOUNDATION HEALTH SY COM 3504041 4,229 347,010 SH SOLE 0 347,010
FPL GROUP INC COM 3025711 27,038 507,763 SH SOLE 0 507,763
FRANCHISE FIN CORP A COM 3518071 3,033 143,994 SH SOLE 0 143,994
FRANKLIN COVEY CO COM 3534691 186 20,703 SH SOLE 0 20,703
FRANKLIN ELEC INC COM 3535141 1,075 16,542 SH SOLE 0 16,542
FRANKLIN RES INC COM 3546131 20,122 715,439 SH SOLE 0 715,439
FREEPORT MCMORAN COP CL B 35671D8 5,838 536,873 SH SOLE 0 536,873
FREMONT GEN CORP COM 3572881 3,594 188,534 SH SOLE 0 188,534
FRIEDE GOLDMAN INTL COM 3584301 162 10,140 SH SOLE 0 10,140
FRIEDMANS INC CL A 3584381 458 50,900 SH SOLE 0 50,900
FRITZ COMP INC COM 3588461 367 53,418 SH SOLE 0 53,418
FRONTIER CORP COM 35906P1 41,816 806,094 SH SOLE 0 806,094
FRONTIER INS GROUP I COM 3590811 1,007 84,763 SH SOLE 0 84,763
FSI INTL INC COM 3026331 338 56,360 SH SOLE 0 56,360
FUISZ TECHNOLOGIES L COM 3595361 158 24,000 SH SOLE 0 24,000
FULLER H B CO COM 3596941 3,238 54,945 SH SOLE 0 54,945
FULTON FINL CORP PA COM 3602711 2,539 110,706 SH SOLE 0 110,706
FUND AMERICAN ENTERP COM 3607681 4,039 30,357 SH SOLE 0 30,357
FURNITURE BRANDS INT COM 3609211 3,537 159,853 SH SOLE 0 159,853
FURON CO COM 3611061 990 78,408 SH SOLE 0 78,408
FUSION SYS CORP CONTING3611291 0 26,600 SH SOLE 0 26,600
G + K SERVICES CL A 3612681 3,548 76,808 SH SOLE 0 76,808
GABLES RESIDENTIAL T SH BEN 3624181 1,669 76,100 SH SOLE 0 76,100
GADZOOKS INC COM 3625531 208 28,000 SH SOLE 0 28,000
GALEY + LORD INC COM 36352K1 84 19,000 SH SOLE 0 19,000
GALILEO INTL INC COM 3635471 2,969 61,373 SH SOLE 0 61,373
GALLAGHER ARTHUR J + COM 3635761 2,412 52,430 SH SOLE 0 52,430
GANNETT INC COM 3647301 54,710 868,408 SH SOLE 0 868,408
GAP INC COM 3647601 119,190 1,770,693 SH SOLE 0 1,770,693
GARDEN RIDGE CORP COM 36541P1 388 56,900 SH SOLE 0 56,900
GARDNER DENVER INC COM 3655581 547 34,455 SH SOLE 0 34,455
GARTNER GROUP INC NE CL A 3666511 3,218 142,622 SH SOLE 0 142,622
GATEWAY 2000 INC COM 3678331 30,156 439,829 SH SOLE 0 439,829
GATX COM 3614481 6,270 190,374 SH SOLE 0 190,374
GAYLORD CONTAINER CO CL A 3681451 1,222 162,899 SH SOLE 0 162,899
GAYLORD ENTMT CO NEW COM 3679051 1,284 52,943 SH SOLE 0 52,943
GC COS INC COM 36155Q1 1,188 37,786 SH SOLE 0 37,786
GELTEX PHARMACEUTICA COM 3685381 629 44,694 SH SOLE 0 44,694
GENCORP INC COM 3686821 2,170 120,552 SH SOLE 0 120,552
GENERAL BINDING CORP COM 3691541 3,598 138,712 SH SOLE 0 138,712
GENERAL CHEM GROUP I COM 3693321 294 22,394 SH SOLE 0 22,394
GENERAL COMMUNICATIO CL A 3693851 116 25,500 SH SOLE 0 25,500
GENERAL DYNAMICS COR COM 3695501 22,307 347,198 SH SOLE 0 347,198
GENERAL ELEC CO COM 3696041 1,073,468 9,703,662 SH SOLE 0 9,703,662
GENERAL GROWTH PPTYS COM 3700211 3,427 105,637 SH SOLE 0 105,637
GENERAL INSTR CORP D COM 3701201 12,949 427,186 SH SOLE 0 427,186
GENERAL MAGIC INC COM 3702531 174 48,000 SH SOLE 0 48,000
GENERAL MLS INC COM 3703341 34,843 461,121 SH SOLE 0 461,121
GENERAL MTRS CORP COM 3704421 164,902 1,898,038 SH SOLE 0 1,898,038
GENERAL MTRS CORP CL H NE3704428 21,583 427,925 SH SOLE 0 427,925
GENERAL NUTRITION CO COM 37047F1 4,038 288,396 SH SOLE 0 288,396
GENERAL SEMICONDUCTO COM 3707871 615 84,869 SH SOLE 0 84,869
GENERALE CABLE CORP COM 3693001 526 49,800 SH SOLE 0 49,800
GENESCO INC COM RTS3715321 813 87,900 SH SOLE 0 87,900
GENESIS HEALTH VENTU COM 3719121 375 76,928 SH SOLE 0 76,928
GENLYTE GROUP INC COM 3723021 227 14,199 SH SOLE 0 14,199
GENRAD INC COM 3724471 1,154 80,256 SH SOLE 0 80,256
GENSIA INC COM 3724501 269 95,500 SH SOLE 0 95,500
GENTEX CORP COM 3719011 7,273 337,284 SH SOLE 0 337,284
GENUINE PARTS CO COM 3724601 14,385 499,265 SH SOLE 0 499,265
GENZYME CORP COM 3729171 10,068 199,616 SH SOLE 0 199,616
GENZYME CORP COM 3729175 81 21,568 SH SOLE 0 21,568
GEOCITIES COM 37247V1 17,530 160,000 SH SOLE 0 160,000
GEON CO COM 37246W1 1,342 58,974 SH SOLE 0 58,974
GEORGIA GULF CORP COM 3732002 1,982 177,144 SH SOLE 0 177,144
GEORGIA PAC CORP COM 3732981 19,283 259,710 SH SOLE 0 259,710
GEORGIA PAC CORP COM 3732987 5,661 252,300 SH SOLE 0 252,300
GEOTEL COMMUNICATION COM 3736561 2,798 61,000 SH SOLE 0 61,000
GERBER SCIENTIFIC IN COM 3737301 1,999 99,034 SH SOLE 0 99,034
GETCHELL GOLD CORP COM 3742651 2,047 78,180 SH SOLE 0 78,180
GETTY RLTY CORP NEW COM 3742971 620 49,590 SH SOLE 0 49,590
GIANT CEM HLDG INC COM 3744501 233 13,559 SH SOLE 0 13,559
GIBRALTOR STEEL CORP COM 37476F1 217 10,900 SH SOLE 0 10,900
GIBSON GREETINGS INC COM 3748271 481 65,788 SH SOLE 0 65,788
GILEAD SCIENCES INC COM 3755581 9,636 211,775 SH SOLE 0 211,775
GILLETTE CO COM 3757661 206,515 3,474,482 SH SOLE 0 3,474,482
GLATFELTER P H CO COM 3773161 1,258 112,422 SH SOLE 0 112,422
GLEASON CORP COM 3773391 821 48,470 SH SOLE 0 48,470
GLENAYRE TECHNOLOGIE COM 3778991 666 193,610 SH SOLE 0 193,610
GLENBOROUGH RLTY TR COM 37803P1 1,564 92,000 SH SOLE 0 92,000
GLIMCHER RLTY TR COM 3793021 975 67,798 SH SOLE 0 67,798
GLOBAL DIRECTMAIL CO COM 3793211 625 37,295 SH SOLE 0 37,295
GLOBAL INDL TECHNOLO COM 3793351 364 35,103 SH SOLE 0 35,103
GLOBAL INDUSTRIES IN COM 3793361 880 86,900 SH SOLE 0 86,900
GLOBAL MARINE INC COM NEW3793524 6,916 588,616 SH SOLE 0 588,616
GLOBAL TELESYSTEMS G COM 37936U1 3,166 56,601 SH SOLE 0 56,601
GOLDEN ST BANCORP IN COM 3811971 2,475 111,244 SH SOLE 0 111,244
GOLDEN WEST FINL COR COM 3813171 15,287 160,070 SH SOLE 0 160,070
GOLF TR AMER INC COM 38168B1 465 20,800 SH SOLE 0 20,800
GOODRICH B F CO COM 3823881 6,977 203,340 SH SOLE 0 203,340
GOODYEAR TIRE AND RU COM 3825501 21,720 436,034 SH SOLE 0 436,034
GOODYS FAMILY CLOTHI COM 3825881 387 27,784 SH SOLE 0 27,784
GPU INC COM 36225X1 12,725 341,039 SH SOLE 0 341,039
GRACE W R + CO DEL N COM 38388F1 18,781 1,548,926 SH SOLE 0 1,548,926
GRACO INC COM 3841091 2,035 92,232 SH SOLE 0 92,232
GRAINGER W W INC COM 3848021 12,339 286,540 SH SOLE 0 286,540
GRAND PREMIER FINL I COM 3861741 421 37,180 SH SOLE 0 37,180
GRANITE CONSTR INC COM 3873281 980 41,908 SH SOLE 0 41,908
GREAT ATLANTIC + PAC COM 3900641 3,052 101,746 SH SOLE 0 101,746
GREAT LAKES CHEMICAL COM 3905681 6,320 171,975 SH SOLE 0 171,975
GREAT LAKES REIT INC COM 3907521 679 46,800 SH SOLE 0 46,800
GREAT PLAINS SOFTWAR COM 39119E1 334 8,643 SH SOLE 0 8,643
GREENPOINT FINL CORP COM 3953841 9,398 270,456 SH SOLE 0 270,456
GREIF BROS CORP CL A 3976241 989 44,962 SH SOLE 0 44,962
GREY ADVERTISING INC COM 3978381 868 2,500 SH SOLE 0 2,500
GREY WOLF INC COM 3978881 97 67,400 SH SOLE 0 67,400
GRIFFON CORP COM 3984331 876 127,457 SH SOLE 0 127,457
GRUBB + ELLIS CO COM PAR4000952 297 44,900 SH SOLE 0 44,900
GT INTERACTIVE SOFTW COM 36236E1 364 78,600 SH SOLE 0 78,600
GTE CORP COM 3623201 165,578 2,736,827 SH SOLE 0 2,736,827
GTECH HLDGS CORP COM 4005181 2,838 116,445 SH SOLE 0 116,445
GUARANTEE LIFE COS I COM 4007401 554 32,600 SH SOLE 0 32,600
GUESS INC COM 4016171 138 22,527 SH SOLE 0 22,527
GUIDANT CORP COM 4016981 82,736 1,367,534 SH SOLE 0 1,367,534
GUILFORD MLS INC COM 4017941 811 92,638 SH SOLE 0 92,638
GUILFORD PHARMACEUTI COM 4018291 429 37,742 SH SOLE 0 37,742
GUITAR CTR INC COM 4020401 231 11,300 SH SOLE 0 11,300
GULF IS FABRICATION COM 4023071 127 12,127 SH SOLE 0 12,127
GULFMARK OFFSHORE IN COM 4026291 86 7,191 SH SOLE 0 7,191
GULFSTREAM AEROSPACE COM 4027341 11,137 256,753 SH SOLE 0 256,753
GYMBOREE CORP COM 4037771 636 71,158 SH SOLE 0 71,158
H S RES INC COM 4042971 210 24,000 SH SOLE 0 24,000
HA LO INDS INC COM 4044291 733 59,550 SH SOLE 0 59,550
HADCO CORP COM 4046811 1,231 39,090 SH SOLE 0 39,090
HAEMONETICS CORP MAS COM 4050241 441 28,127 SH SOLE 0 28,127
HALLIBURTON CO COM 4062161 47,324 1,229,200 SH SOLE 0 1,229,200
HALTER MARINE GROUP COM 40642Y1 521 89,686 SH SOLE 0 89,686
HAMBRECHT + QUIST GR COM 4065451 185 5,331 SH SOLE 0 5,331
HAMILTON BANCORP INC COM 4070131 644 24,900 SH SOLE 0 24,900
HANCOCK FABRICS INC COM 4099001 653 103,367 SH SOLE 0 103,367
HANCOCK HLDG CO COM 4101201 769 16,728 SH SOLE 0 16,728
HANDLEMAN CO DEL COM 4102521 1,413 105,649 SH SOLE 0 105,649
HANGER ORTHOPEDIC GR COM NEW41043F2 227 16,849 SH SOLE 0 16,849
HANNA M.A. CO COM STK4105221 2,008 156,757 SH SOLE 0 156,757
HANNAFORD BROS CO COM 4105501 6,636 146,036 SH SOLE 0 146,036
HANOVER COMPRESSOR C COM 4107681 1,003 37,860 SH SOLE 0 37,860
HANOVER DIRECT INC COM 4107831 113 40,000 SH SOLE 0 40,000
HARBINGER CORP COM 41145C1 498 73,725 SH SOLE 0 73,725
HARBOR FL BANCSHARES COM 4119011 107 8,400 SH SOLE 0 8,400
HARBOR FLA BANCORP I COM 4115101 176 13,822 SH SOLE 0 13,822
HARCOURT GEN INC COM 41163G1 8,671 195,678 SH SOLE 0 195,678
HARKEN ENERGY CORP COM 4125521 468 287,853 SH SOLE 0 287,853
HARLAND JOHN H CO COM 4126931 1,041 80,431 SH SOLE 0 80,431
HARLEY DAVIDSON INC COM RTS4128221 41,513 723,538 SH SOLE 0 723,538
HARLEYSVILLE GROUP I COM 4128241 1,800 92,920 SH SOLE 0 92,920
HARLEYSVILLE NATL CO COM 4128501 627 17,550 SH SOLE 0 17,550
HARMAN INTL INDS INC COM 4130861 1,623 44,166 SH SOLE 0 44,166
HARNISCHFEGER INDS I COM 4133451 875 153,827 SH SOLE 0 153,827
HARRAHS ENTMT INC COM 4136191 6,554 343,818 SH SOLE 0 343,818
HARRIS CORP DEL COM 4138751 6,136 214,374 SH SOLE 0 214,374
HARSCO CORP COM 4158641 3,588 142,448 SH SOLE 0 142,448
HARTE HANKS INC COM 4161961 3,080 112,266 SH SOLE 0 112,266
HARTFORD FINANCIAL S COM 4165151 37,174 654,334 SH SOLE 0 654,334
HARTFORD LIFE INC CL A 4165921 3,240 58,900 SH SOLE 0 58,900
HARTMARX CORP COM 4171191 5,125 1,051,311 SH SOLE 0 1,051,311
HASBRO INC COM 4180561 15,453 534,019 SH SOLE 0 534,019
HAWAIIAN ELEC INDS I COM 4198701 3,624 103,346 SH SOLE 0 103,346
HAYES LEMMERZ INTL I COM 4207811 1,190 50,659 SH SOLE 0 50,659
HCC INS HLDGS INC COM 4041321 1,949 101,250 SH SOLE 0 101,250
HCR MANOR CARE INC COM 4041341 14,748 646,482 SH SOLE 0 646,482
HEALTH CARE PPTY INV COM 4219151 3,076 107,004 SH SOLE 0 107,004
HEALTH CARE REIT INC COM 42217K1 1,755 81,642 SH SOLE 0 81,642
HEALTH MGMT ASSOC CL A 4219331 16,843 1,382,023 SH SOLE 0 1,382,023
HEALTHCARE FINL PART COM 42219W1 485 18,546 SH SOLE 0 18,546
HEALTHCARE RLTY TR COM 4219461 2,403 126,480 SH SOLE 0 126,480
HEALTHPLAN SVCS CORP COM 4219591 218 30,800 SH SOLE 0 30,800
HEALTHSOUTH CORP COM 4219241 12,887 1,242,154 SH SOLE 0 1,242,154
HEARST ARGYLE TELEVI COM 4223171 1,970 79,987 SH SOLE 0 79,987
HEARTLAND EXPRESS IN COM 4223471 1,695 111,594 SH SOLE 0 111,594
HECLA MNG CO COM 4227041 559 207,874 SH SOLE 0 207,874
HEFTEL BROADCASTING CL A 4227991 2,529 58,300 SH SOLE 0 58,300
HEICO CORP NEW COM 4228061 200 8,354 SH SOLE 0 8,354
HEILIG MEYERS CO COM 4228931 932 179,736 SH SOLE 0 179,736
HEINZ H J CO COM 4230741 48,812 1,030,330 SH SOLE 0 1,030,330
HELIX TECHNOLOGY COR COM 4233191 1,184 77,032 SH SOLE 0 77,032
HELMERICH AND PAYNE COM 4234521 3,003 132,371 SH SOLE 0 132,371
HENRY JACK + ASSOC I COM 4262811 1,211 32,950 SH SOLE 0 32,950
HENRY SCHEIN INC COM STK8064071 838 33,200 SH SOLE 0 33,200
HERBALIFE INTL INC CL A 4269082 326 26,487 SH SOLE 0 26,487
HERCULES INC COM 4270561 21,716 860,038 SH SOLE 0 860,038
HERSHEY FOODS CORP COM 4278661 23,570 420,870 SH SOLE 0 420,870
HERTZ CORP CL A 4280401 1,915 35,801 SH SOLE 0 35,801
HEWLETT PACKARD CO COM 4282361 199,706 2,944,967 SH SOLE 0 2,944,967
HEXCEL CORP NEW COM 4282911 1,113 153,552 SH SOLE 0 153,552
HIBERNIA CORP CL A 4286561 4,585 347,677 SH SOLE 0 347,677
HIGHLANDS INS GROUP COM 4310321 364 34,423 SH SOLE 0 34,423
HIGHWOODS PPTYS INC COM 4312841 4,132 175,372 SH SOLE 0 175,372
HILLENBRAND INDS INC COM 4315731 9,817 212,544 SH SOLE 0 212,544
HILTON HOTELS CORP COM 4328481 11,274 801,691 SH SOLE 0 801,691
HINES HORTICULTURE I COM 4332451 20,795 2,520,598 SH SOLE 0 2,520,598
HMT TECHNOLOGY CORP COM 4039171 274 78,300 SH SOLE 0 78,300
HNC SOFTWARE INC COM 40425P1 1,651 50,400 SH SOLE 0 50,400
HOLLINGER INTERNATIO CL A 4355691 1,089 80,300 SH SOLE 0 80,300
HOLLY CORP COM PAR4357583 444 33,187 SH SOLE 0 33,187
HOLLYWOOD ENTMT CORP COM 4361411 1,335 71,658 SH SOLE 0 71,658
HOLLYWOOD PK INC NEW COM 4362551 657 63,748 SH SOLE 0 63,748
HOLOGIC INC COM 4364401 337 37,200 SH SOLE 0 37,200
HOLOPHANE CORP COM 43645B1 532 24,161 SH SOLE 0 24,161
HOME DEPOT INC COM 4370761 310,265 4,984,176 SH SOLE 0 4,984,176
HOME PPTYS N Y INC COM 4373061 1,119 48,400 SH SOLE 0 48,400
HOMEBASE INC COM 43738E1 559 126,067 SH SOLE 0 126,067
HOMESTAKE MNG CO COM 4376141 5,297 614,166 SH SOLE 0 614,166
HOMESTEAD VLG PPTYS COM 4378511 109 44,667 SH SOLE 0 44,667
HON INDS INC COM 4380921 4,206 191,730 SH SOLE 0 191,730
HONEYWELL INC COM 4385061 26,879 354,542 SH SOLE 0 354,542
HOOPER HOLMES INC COM 4391041 329 21,062 SH SOLE 0 21,062
HORACE MANN EDUCATOR COM NEW4403271 3,340 144,026 SH SOLE 0 144,026
HORIZON GROUP PPTYS COM 44041U1 14 3,280 SH SOLE 0 3,280
HORIZON RES CORP COM 4404371 0 1 SH SOLE 0 1
HORMEL FOODS CORP COM 4404521 6,782 190,380 SH SOLE 0 190,380
HOSPITALITY PPTYS TR COM SH 44106M1 2,897 107,034 SH SOLE 0 107,034
HOST MARRIOTT CORP N COM 44107P1 7,750 696,661 SH SOLE 0 696,661
HOST MARRIOTT SVCS C COM 4409141 963 142,668 SH SOLE 0 142,668
HOUGHTON MIFFLIN CO COM 4415601 5,325 113,590 SH SOLE 0 113,590
HOUSEHOLD INTL INC COM 4418151 63,464 1,390,984 SH SOLE 0 1,390,984
HOUSTON EXPL CO COM 4421201 175 10,045 SH SOLE 0 10,045
HOVNANIAN ENTERPRISE CL B 4424873 538 74,268 SH SOLE 0 74,268
HRPT PPTYS TR COM SH 40426W1 5,252 389,036 SH SOLE 0 389,036
HSB GROUP INC COM 40428N1 4,635 124,860 SH SOLE 0 124,860
HUBBELL INC CLB 4435102 8,711 217,774 SH SOLE 0 217,774
HUBCO INC COM 4043821 2,009 59,860 SH SOLE 0 59,860
HUGHES SUPPLY INC COM 4444821 692 30,414 SH SOLE 0 30,414
HUMAN GENOME SCIENCE COM 4449031 1,979 57,052 SH SOLE 0 57,052
HUMANA INC COM 4448591 7,739 448,611 SH SOLE 0 448,611
HUNT CORP COM 4455911 178 18,054 SH SOLE 0 18,054
HUNT J B TRANS SVCS COM 4456581 2,905 138,324 SH SOLE 0 138,324
HUNTINGTON BANCSHARE COM 4461501 19,873 642,346 SH SOLE 0 642,346
HUSSMANN INTL INC COM 4481101 2,235 152,155 SH SOLE 0 152,155
HUTCHINSON TECHNOLOG COM 4484071 1,635 65,736 SH SOLE 0 65,736
HVIDE MARINE INC CL A 4485151 81 18,805 SH SOLE 0 18,805
HYPERION SOLUTIONS C COM 44914M1 1,677 115,649 SH SOLE 0 115,649
I2 TECHNOLOGIES INC COM 4657541 338 12,718 SH SOLE 0 12,718
IBP INC COM STK4492231 6,598 354,246 SH SOLE 0 354,246
ICG COMMUNICATIONS I COM 4492461 1,080 54,000 SH SOLE 0 54,000
ICN PHARMACEUTICALS COM 4489241 6,499 258,658 SH SOLE 0 258,658
ICOS CORP COM 4492951 3,908 115,795 SH SOLE 0 115,795
IDACORP INC COM 4511071 4,028 136,826 SH SOLE 0 136,826
IDEC PHARMACEUTICALS COM 4493701 2,615 50,900 SH SOLE 0 50,900
IDEX CORP COM 45167R1 2,337 99,166 SH SOLE 0 99,166
IDEXX LABS INC COM 45168D1 2,586 108,036 SH SOLE 0 108,036
IDT CORP COM 4489471 36 2,000 SH SOLE 0 2,000
IDX SYS CORP COM 4494911 239 16,500 SH SOLE 0 16,500
IHOP CORP NEW COM 4496231 1,290 32,855 SH SOLE 0 32,855
IKON OFFICE SOLUTION COM 4517131 4,814 375,709 SH SOLE 0 375,709
ILLINOIS TOOL WKS IN COM 4523081 62,898 1,016,537 SH SOLE 0 1,016,537
ILLINOVA CORP COM 4523171 5,958 281,185 SH SOLE 0 281,185
IMATION CORP COM 45245A1 1,756 106,435 SH SOLE 0 106,435
IMC GLOBAL INC COM 4496691 7,756 379,498 SH SOLE 0 379,498
IMC MTG CO COM 4499231 3 19,062 SH SOLE 0 19,062
IMCO RECYCLING INC COM 4496811 613 47,600 SH SOLE 0 47,600
IMMUNE RESPONSE CORP COM 45252T1 180 20,482 SH SOLE 0 20,482
IMMUNEX CORP NEW COM 4525281 14,639 175,838 SH SOLE 0 175,838
IMPAC MORT HOLDINGS COM 45254P1 310 62,050 SH SOLE 0 62,050
IMPATH INC COM 45255G1 178 7,264 SH SOLE 0 7,264
IMPERIAL BANCORP COM 4525561 2,098 122,493 SH SOLE 0 122,493
IMPERIAL CR COML MTG COM 45272T1 940 97,660 SH SOLE 0 97,660
IMPERIAL CR INDS INC COM 4527291 672 91,924 SH SOLE 0 91,924
IMPERIAL SUGAR CO NE COM 4530961 202 32,911 SH SOLE 0 32,911
IMRGLOBAL CORP COM 45321W1 438 24,696 SH SOLE 0 24,696
IMS HEALTH INC COM 4499341 43,545 1,314,580 SH SOLE 0 1,314,580
INACOM CORP COM 45323G1 1,018 131,328 SH SOLE 0 131,328
INCYTE PHARMACUTICAL COM 45337C1 924 46,058 SH SOLE 0 46,058
INDIANA ENERGY INC COM 4547071 2,111 111,482 SH SOLE 0 111,482
INDUS INTL INC COM 45578L1 67 15,000 SH SOLE 0 15,000
INDUSTRI MATEMATIK I COM 4557921 197 96,921 SH SOLE 0 96,921
INDY MAC MTG HLDGS I COM 4566071 2,373 218,232 SH SOLE 0 218,232
INFINITY BROADCASTIN CL A 45662S1 10,743 417,200 SH SOLE 0 417,200
INFORMATION RES INC COM RTS4569051 740 114,888 SH SOLE 0 114,888
INFORMIX CORP COM 4567791 6,832 926,328 SH SOLE 0 926,328
INFOSEEK CORP COM 45678M1 4,564 61,670 SH SOLE 0 61,670
INFOUSA INC NEW CL B 4568181 144 32,066 SH SOLE 0 32,066
INGERSOLL RAND CO COM 4568661 23,719 477,963 SH SOLE 0 477,963
INGRAM MICRO INC CL A 4571531 2,658 116,510 SH SOLE 0 116,510
INHALE THERAPEUTIC S COM 4571911 1,020 37,600 SH SOLE 0 37,600
INNKEEPERS USA TR COM 4576J01 848 91,015 SH SOLE 0 91,015
INNOVEX INC COM 4576471 484 36,181 SH SOLE 0 36,181
INPRISE CORP COM 45766C1 462 119,161 SH SOLE 0 119,161
INPUT/OUTPUT INC COM 4576521 904 143,200 SH SOLE 0 143,200
INSIGHT ENTERPRISES COM 45765U1 389 15,706 SH SOLE 0 15,706
INSIGNIA FINL GROUP COM 45767A1 659 46,831 SH SOLE 0 46,831
INSITUFORM TECHNOLOG CL A 4576671 358 20,477 SH SOLE 0 20,477
INSPIRE INS SOLUTION COM 4577321 378 19,876 SH SOLE 0 19,876
INTEGRATED DEVICE TE COM RTS4581181 1,395 258,058 SH SOLE 0 258,058
INTEGRATED HEALTH SV COM 45812C1 494 89,835 SH SOLE 0 89,835
INTEGRATED PROCESS E COM 45812K1 351 38,983 SH SOLE 0 38,983
INTEGRATED SYS INC CL A 45812M1 789 61,600 SH SOLE 0 61,600
INTEL CORP COM 4581401 591,435 4,965,634 SH SOLE 0 4,965,634
INTER TEL INC COM 4583721 1,181 75,916 SH SOLE 0 75,916
INTERCHANGE FINL SVC COM 4584471 0 15 SH SOLE 0 15
INTERDIGITAL COMM CO COM 45866A1 707 163,899 SH SOLE 0 163,899
INTERFACE INC CL A 4586651 1,262 131,142 SH SOLE 0 131,142
INTERGRAPH CORP COM 4586831 1,121 166,080 SH SOLE 0 166,080
INTERGRATED ELECTRIC COM 45811E1 207 12,923 SH SOLE 0 12,923
INTERIM SVCS INC COM 45868P1 3,992 266,104 SH SOLE 0 266,104
INTERMEDIA COMMUNICA COM 4588011 2,460 92,400 SH SOLE 0 92,400
INTERMET CORP COM 45881K1 1,142 85,376 SH SOLE 0 85,376
INTERNATIONAL BUSINE COM 4592001 510,319 2,879,093 SH SOLE 0 2,879,093
INTERNATIONAL FLAVOU COM 4595061 11,435 304,413 SH SOLE 0 304,413
INTERNATIONAL GAME T COM 4599021 6,578 449,808 SH SOLE 0 449,808
INTERNATIONAL HOME F COM 4596551 664 41,362 SH SOLE 0 41,362
INTERNATIONAL MULTIF COM 4600431 1,946 83,475 SH SOLE 0 83,475
INTERNATIONAL NETWOR COM 4600531 2,686 38,411 SH SOLE 0 38,411
INTERNATIONAL NETWOR COM 4600531 1,609 23,001 SH SOLE 0 23,001
INTERNATIONAL PAPER COM 4601461 35,678 845,699 SH SOLE 0 845,699
INTERNATIONAL RECTIF COM 4602541 1,100 157,084 SH SOLE 0 157,084
INTERNATIONAL SPECIA COM NEW4603371 254 33,638 SH SOLE 0 33,638
INTERPOOL INC COM 46062R1 345 25,541 SH SOLE 0 25,541
INTERPUBLIC GROUP CO COM 4606901 30,106 386,599 SH SOLE 0 386,599
INTERSTATE BAKERIES COM NEW46072H1 3,604 167,134 SH SOLE 0 167,134
INTERSTATE ENERGY CO COM 4608451 9,274 348,303 SH SOLE 0 348,303
INTERWEST BANCORP IN COM 4609311 474 19,896 SH SOLE 0 19,896
INTIMATE BRANDS INC CL A 4611561 6,661 138,400 SH SOLE 0 138,400
INTUIT COM 4612021 18,831 185,076 SH SOLE 0 185,076
INVACARE CORP COM 4612031 2,331 95,868 SH SOLE 0 95,868
INVESTMENT TECHNOLOG COM 4614501 213 4,200 SH SOLE 0 4,200
INVESTORS FINL SERVI COM 4619151 1,231 42,800 SH SOLE 0 42,800
INVESTORS FINL SERVI CL A 4619152 0 1,709 SH SOLE 0 1,709
IOMEGA CORP COM 4620301 4,037 787,796 SH SOLE 0 787,796
IONICS INC COM 4622181 1,689 56,054 SH SOLE 0 56,054
IPALCO ENTERPRISES COM RTS4626131 9,542 434,954 SH SOLE 0 434,954
IRON MTN INC DEL COM 46284P1 591 18,900 SH SOLE 0 18,900
IRT PPTY CO COM 4500581 779 88,359 SH SOLE 0 88,359
IRVINE APT CMNTYS IN COM 4636061 1,790 54,447 SH SOLE 0 54,447
IRWIN FINL CORP COM 4641191 534 26,600 SH SOLE 0 26,600
ISIS PHARMACEUTICALS COM 4643301 729 81,000 SH SOLE 0 81,000
ITC DELTACOM COM 45031T1 725 33,222 SH SOLE 0 33,222
ITEQ INC COM 4504301 57 28,280 SH SOLE 0 28,280
ITI TECHNOLOGIES INC COM 4505641 251 8,360 SH SOLE 0 8,360
ITRON INC COM 4657411 306 32,599 SH SOLE 0 32,599
ITT EDL SVCS INC COM 45068B1 291 7,750 SH SOLE 0 7,750
ITT INDS INC COM 4509111 17,709 500,602 SH SOLE 0 500,602
IVAX CORP COM 4658231 4,050 342,893 SH SOLE 0 342,893
IWERKS ENTMT INC COM 4659161 0 62 SH SOLE 0 62
IWERKS ENTMT INC WTS EXP4659161 0 122 SH SOLE 0 122
IXC COMMUNICATIONS I COM 4507131 1,878 40,947 SH SOLE 0 40,947
JABIL CIRCUIT INC COM 4663131 5,812 143,500 SH SOLE 0 143,500
JACOBS ENGR GROUP IN COM 4698141 3,312 83,972 SH SOLE 0 83,972
JACOR COMMUNICATIONS COM FOR4698584 3,303 43,466 SH SOLE 0 43,466
JDA SOFTWARE GROUP I COM 46612K1 459 61,698 SH SOLE 0 61,698
JDN RLTY CORP COM 4659171 1,923 96,750 SH SOLE 0 96,750
JEFFBANKS INC COM 4723171 172 8,234 SH SOLE 0 8,234
JEFFERIES GROUP INC COM 4723181 6,480 136,596 SH SOLE 0 136,596
JEFFERSON PILOT CORP COM 4750701 19,903 293,771 SH SOLE 0 293,771
JEFFERSON SVGS BANCO COM 4749001 122 10,765 SH SOLE 0 10,765
JLG INDS INC COM 4662101 2,150 157,780 SH SOLE 0 157,780
JO ANN STORES INC CL A 47758P1 590 42,908 SH SOLE 0 42,908
JOHN NUVEEN CO CL A 4780351 1,004 23,977 SH SOLE 0 23,977
JOHNS MANVILLE CORP COM 4781291 3,879 224,871 SH SOLE 0 224,871
JOHNSON + JOHNSON COM 4781601 389,907 4,162,761 SH SOLE 0 4,162,761
JOHNSON CTLS INC COM 4783661 14,254 228,516 SH SOLE 0 228,516
JONES APPAREL GROUP COM 4800741 11,137 398,632 SH SOLE 0 398,632
JONES INTERCABLE INC CL A 4802062 592 15,000 SH SOLE 0 15,000
JONES PHARMA INC COM 4802361 2,412 69,400 SH SOLE 0 69,400
JOSTENS INC COM 4810881 2,431 114,415 SH SOLE 0 114,415
JOURNAL REGISTER CO COM 4811381 36 3,000 SH SOLE 0 3,000
JP RLTY INC COM 46624A1 735 37,323 SH SOLE 0 37,323
JSB FINL INC COM 46624M1 2,938 58,621 SH SOLE 0 58,621
JUNO LTG INC COM 4820471 2,122 94,585 SH SOLE 0 94,585
JUST FOR FEET INC COM 48213P1 895 71,575 SH SOLE 0 71,575
JUSTIN INDS INC COM 4821711 1,155 105,007 SH SOLE 0 105,007
K MART CORP COM 4825841 22,555 1,341,558 SH SOLE 0 1,341,558
K N ENERGY INC COM 4826201 2,727 136,774 SH SOLE 0 136,774
K2 INC COM 4827321 361 45,778 SH SOLE 0 45,778
KAISER ALUM CORP COM 4830071 238 43,840 SH SOLE 0 43,840
KAMAN CORP CL A 4835481 1,011 78,888 SH SOLE 0 78,888
KANSAS CITY LIFE INS COM 4848361 2,113 25,925 SH SOLE 0 25,925
KANSAS CITY PWR + LT COM 4851341 5,379 218,448 SH SOLE 0 218,448
KANSAS CITY SOUTHN I COM 4851701 33,601 589,487 SH SOLE 0 589,487
KAUFMAN + BROAD HOME COM 4861681 2,200 97,496 SH SOLE 0 97,496
KAYDON CORP COM 4865871 3,882 134,156 SH SOLE 0 134,156
KCS ENERGY INC COM NEW4824342 113 86,412 SH SOLE 0 86,412
KEANE INC COM 4866651 4,451 208,848 SH SOLE 0 208,848
KEEBLER FOODS CO COM 4872561 1,917 52,516 SH SOLE 0 52,516
KELLEY OIL + GAS COR COM 4879061 88 166,400 SH SOLE 0 166,400
KELLOGG CO COM 4878361 39,486 1,167,803 SH SOLE 0 1,167,803
KELLWOOD CO COM 4880441 2,028 91,913 SH SOLE 0 91,913
KELLY SVCS INC CL A 4881522 2,923 105,319 SH SOLE 0 105,319
KEMET CORP COM 4883601 1,546 134,396 SH SOLE 0 134,396
KENNAMETAL INC COM 4891701 1,566 88,824 SH SOLE 0 88,824
KENT ELECTRS CORP COM 4905531 771 77,592 SH SOLE 0 77,592
KERR MCGEE CORP COM 4923861 23,887 727,974 SH SOLE 0 727,974
KEY ENERGY SVCS INC COM 4929141 81 17,300 SH SOLE 0 17,300
KEYCORP NEW COM 4932671 39,792 1,312,736 SH SOLE 0 1,312,736
KEYSPAN ENERGY COM 49337K1 13,204 525,538 SH SOLE 0 525,538
KEYSTONE FINL INC COM 4934821 3,651 113,219 SH SOLE 0 113,219
KILROY RLTY CORP COM 49427F1 1,646 80,300 SH SOLE 0 80,300
KIMBALL INTL INC CL B 4942741 1,371 92,160 SH SOLE 0 92,160
KIMBERLY CLARK CORP COM 4943681 76,054 1,586,528 SH SOLE 0 1,586,528
KIMCO REALTY DEPOSIT49446R8 66 2,772 SH SOLE 0 2,772
KIMCO RLTY CORP COM 49446R1 4,627 125,485 SH SOLE 0 125,485
KING WORLD PRODTNS I COM 4956671 8,889 290,846 SH SOLE 0 290,846
KIRBY CORP COM 4972661 2,140 113,018 SH SOLE 0 113,018
KLA TENCOR CORP COM 4824801 12,716 261,857 SH SOLE 0 261,857
KNIGHT RIDDER INC COM 4990401 13,020 260,407 SH SOLE 0 260,407
KNIGHT TRANSN INC COM 4990641 160 8,250 SH SOLE 0 8,250
KNIGHT TRIMARK GROUP CL A 4990671 4,971 74,200 SH SOLE 0 74,200
KNOLL INC COM 4989041 222 9,000 SH SOLE 0 9,000
KOGER EQUITY INC COM 5002281 1,021 76,000 SH SOLE 0 76,000
KOHLS CORP COM 5002551 43,163 608,996 SH SOLE 0 608,996
KOMAG INC COM 5004531 727 166,198 SH SOLE 0 166,198
KROGER CO COM 5010441 50,895 850,013 SH SOLE 0 850,013
KRONOS INC COM 5010521 1,021 41,676 SH SOLE 0 41,676
KULICKE + SOFFA INDS COM 5012421 1,764 69,844 SH SOLE 0 69,844
LA Z BOY INC COM 5053361 4,122 219,126 SH SOLE 0 219,126
LABONE INC COM 50540E1 387 36,887 SH SOLE 0 36,887
LABOR READY INC COM NEW5054012 1,017 38,937 SH SOLE 0 38,937
LABORATORY CORP AMER COM 50540R1 418 239,042 SH SOLE 0 239,042
LACLEDE GAS CO COM RTS5055881 1,559 74,446 SH SOLE 0 74,446
LAFARGE CORP COM 5058621 4,276 152,700 SH SOLE 0 152,700
LAKES GAMING INC COM 51206P1 225 27,453 SH SOLE 0 27,453
LAM RESH CORP COM 5128071 3,253 112,163 SH SOLE 0 112,163
LAMAR ADVERTISING CO CL A 5128151 1,458 42,968 SH SOLE 0 42,968
LANCASTER COLONY COR COM RTS5138471 4,712 176,965 SH SOLE 0 176,965
LANCE INC COM 5146061 1,396 85,929 SH SOLE 0 85,929
LANDAMERICA FINL GRO COM 5149361 621 21,424 SH SOLE 0 21,424
LANDAUER INC COM 51476K1 885 36,693 SH SOLE 0 36,693
LANDRYS SEAFOOD REST COM 51508L1 262 40,938 SH SOLE 0 40,938
LANDS END INC COM 5150861 3,834 110,735 SH SOLE 0 110,735
LANDSTAR SYS INC COM 5150981 1,823 55,027 SH SOLE 0 55,027
LASALLE HOTEL PPTYS COM SH 5179421 360 27,141 SH SOLE 0 27,141
LASER MTG MGMT INC COM 51806D1 59 10,800 SH SOLE 0 10,800
LASON HLDGS INC COM 51808R1 868 15,437 SH SOLE 0 15,437
LATTICE SEMICONDUCTO COM 5184151 3,273 71,836 SH SOLE 0 71,836
LAUDER ESTEE COS INC CL A 5184391 10,852 114,835 SH SOLE 0 114,835
LAWSON PRODS INC COM 5207761 1,247 60,849 SH SOLE 0 60,849
LAWTER INTL INC COM 5207861 509 72,765 SH SOLE 0 72,765
LEAP WIRELESS INTL I COM 5218631 565 43,886 SH SOLE 0 43,886
LEAR CORP COM 5218651 8,892 208,307 SH SOLE 0 208,307
LEARNING CO INC COM 5220081 5,904 203,585 SH SOLE 0 203,585
LEARNING TREE INTL I COM 5220151 243 24,300 SH SOLE 0 24,300
LEE ENTERPRISES INC COM 5237681 4,010 138,278 SH SOLE 0 138,278
LEGATO SYSTEMS INC COM 5246511 5,668 109,800 SH SOLE 0 109,800
LEGG MASON INC COM 5249011 4,563 135,460 SH SOLE 0 135,460
LEGGETT + PLATT INC COM 5246601 12,143 607,136 SH SOLE 0 607,136
LEHMAN BROTHERS HLDG COM 5249081 19,422 325,060 SH SOLE 0 325,060
LENNAR CORP COM 5260571 2,827 126,328 SH SOLE 0 126,328
LEUCADIA NATL CORP COM 5272881 5,458 180,432 SH SOLE 0 180,432
LEVEL 3 COMMUNICATIO COM 52729N1 37,774 518,789 SH SOLE 0 518,789
LEVEL ONE COMMUNICAT COM 5272951 4,577 94,132 SH SOLE 0 94,132
LEXINGTON CORPORATE COM 5290431 354 31,837 SH SOLE 0 31,837
LEXMARK INTL GROUP I CL A 5297711 25,362 226,700 SH SOLE 0 226,700
LG + E ENERGY CORP COM 5019171 10,577 508,213 SH SOLE 0 508,213
LHS GROUP INC COM 5019381 897 30,600 SH SOLE 0 30,600
LIBBEY INC COM 5298981 1,308 42,202 SH SOLE 0 42,202
LIBERTY CORP S C COM 5303701 7,403 141,184 SH SOLE 0 141,184
LIBERTY FINL COS INC COM 5305121 378 16,048 SH SOLE 0 16,048
LIBERTY PROPERTY SH BEN 5311721 4,014 193,427 SH SOLE 0 193,427
LIFE USA HLDS INC COM NEW5319182 590 55,162 SH SOLE 0 55,162
LIFECORE BIOMEDICAL COM 5321871 512 58,900 SH SOLE 0 58,900
LIGAND PHARMACEUTICA CL B 53220K2 740 90,321 SH SOLE 0 90,321
LILLY ELI + CO COM 5324571 274,544 3,234,681 SH SOLE 0 3,234,681
LILLY INDL INC CL A 5324911 1,590 102,560 SH SOLE 0 102,560
LIMITED INC COM 5327161 27,354 690,334 SH SOLE 0 690,334
LINCARE HLDGS INC COM 5327911 7,297 259,450 SH SOLE 0 259,450
LINCOLN ELEC HLDGS I COM 5339001 894 48,000 SH SOLE 0 48,000
LINCOLN NATL CORP IN COM 5341871 28,414 287,368 SH SOLE 0 287,368
LINDSAY MFG CO COM 5355551 1,203 60,552 SH SOLE 0 60,552
LINEAR TECHNOLOGY CO COM 5356781 40,770 795,518 SH SOLE 0 795,518
LINENS N THINGS INC COM 5356791 3,853 84,912 SH SOLE 0 84,912
LIPOSOME INC COM 5363101 1,650 122,775 SH SOLE 0 122,775
LITTELFUSE INC COM 5370081 1,596 86,842 SH SOLE 0 86,842
LITTON INDS INC COM 5380211 6,751 116,265 SH SOLE 0 116,265
LIZ CLAIBORNE INC COM 5393201 7,197 220,591 SH SOLE 0 220,591
LNR PPTY CORP COM 5019401 2,495 126,328 SH SOLE 0 126,328
LO JACK CORP COM 5394511 637 82,908 SH SOLE 0 82,908
LOCKHEED MARTIN CORP COM 5398301 41,494 1,100,926 SH SOLE 0 1,100,926
LODGIAN INC COM 54021P1 114 25,662 SH SOLE 0 25,662
LOEWS CORP COM 5404241 23,930 320,667 SH SOLE 0 320,667
LONE STAR INDS INC COM NEW5422904 1,903 61,400 SH SOLE 0 61,400
LONE STAR STEAKHOUSE COM 5423071 1,172 114,367 SH SOLE 0 114,367
LONE STAR TECHNOLOGI COM 5423121 1,121 86,229 SH SOLE 0 86,229
LONG BEACH FINL CORP COM 5424461 250 26,000 SH SOLE 0 26,000
LONGS DRUG STORES CO COM 5431621 3,298 108,351 SH SOLE 0 108,351
LONGVIEW FIBRE CO WA COM 5432131 2,206 190,824 SH SOLE 0 190,824
LOUIS DREYFUS NAT GA COM 5460111 245 16,921 SH SOLE 0 16,921
LOUISIANA PAC CORP COM 5463471 5,745 308,465 SH SOLE 0 308,465
LOWES COS INC USD $0.5486611 69,037 1,141,102 SH SOLE 0 1,141,102
LSI LOGIC CORP COM 5021611 12,067 386,904 SH SOLE 0 386,904
LTC HEALTHCARE INC COM 50217R1 11 5,340 SH SOLE 0 5,340
LTC PROPERTIES COM 5021751 962 79,300 SH SOLE 0 79,300
LTV CORP NEW COM 5019211 2,086 388,131 SH SOLE 0 388,131
LUBRIZOL CORP COM 5492711 4,015 178,427 SH SOLE 0 178,427
LUBYS CAFETERIAS INC COM 5492821 1,187 70,331 SH SOLE 0 70,331
LUCENT TECHNOLOGIES COM 5494631 433,302 4,020,421 SH SOLE 0 4,020,421
LYCOS INC COM 5508181 7,109 82,600 SH SOLE 0 82,600
LYDALL INC COM 5508191 515 62,014 SH SOLE 0 62,014
LYONDELL CHEMICAL CO COM 5520781 2,574 188,083 SH SOLE 0 188,083
M + T BK CORP COM 55261F1 13,538 28,264 SH SOLE 0 28,264
M S CARRIERS INC COM 5535331 1,160 43,884 SH SOLE 0 43,884
MACDERMID INC COM 5542731 1,887 55,600 SH SOLE 0 55,600
MACERICH CO REIT 5543821 1,937 85,396 SH SOLE 0 85,396
MACK CA RLTY CORP COM 5544891 4,957 168,743 SH SOLE 0 168,743
MACROMEDIA INC COM 5561001 8,922 196,908 SH SOLE 0 196,908
MADISON GAS + ELEC C COM 5574971 1,294 66,354 SH SOLE 0 66,354
MAF BANCORP INC COM 55261R1 1,800 80,916 SH SOLE 0 80,916
MAGELLAN HEALTH SVCS COM 5590791 369 88,030 SH SOLE 0 88,030
MAGNETEK INC COM 5594241 567 67,660 SH SOLE 0 67,660
MAIL WELL HLDGS INC COM 5603212 961 71,844 SH SOLE 0 71,844
MALLINCKRODT INC NEW COM 5612321 5,357 201,202 SH SOLE 0 201,202
MANITOWOC INC COM 5635711 4,197 100,215 SH SOLE 0 100,215
MANPOWER INC WIS COM 56418H1 5,764 246,600 SH SOLE 0 246,600
MANUFACTURED HOME CM COM 5646821 1,489 62,041 SH SOLE 0 62,041
MANUGISTICS GROUP IN COM 5650111 309 46,600 SH SOLE 0 46,600
MAPICS INC COM 5649101 615 80,000 SH SOLE 0 80,000
MARCUS CORP COM 5663301 923 76,878 SH SOLE 0 76,878
MARINE DRILLING COS COM PAR5682402 1,812 164,714 SH SOLE 0 164,714
MARINE TRANS CORP COM 5679121 37 13,038 SH SOLE 0 13,038
MARINER POST ACUTE N COM 5684591 345 157,548 SH SOLE 0 157,548
MARK IV INDS INC COM 5703871 2,599 199,913 SH SOLE 0 199,913
MARKEL CORP COM 5705351 3,168 17,577 SH SOLE 0 17,577
MARRIOTT INTL INC NE CL A 5719032 23,868 709,838 SH SOLE 0 709,838
MARSH + MCLENNAN COS COM 5717481 58,263 785,262 SH SOLE 0 785,262
MARSHALL + ILSLEY CO COM 5718341 20,912 377,221 SH SOLE 0 377,221
MARSHALL INDS COM 5723931 968 71,740 SH SOLE 0 71,740
MARTIN MARIETTA MATL COM 5732841 6,858 120,188 SH SOLE 0 120,188
MARVAL ENTERPRISES I COM 57383M1 211 32,200 SH SOLE 0 32,200
MASCO CORP COM 5745991 26,208 927,712 SH SOLE 0 927,712
MASCOTECH INC COM 5746701 2,072 133,647 SH SOLE 0 133,647
MASTEC INC COM 5763231 1,957 86,043 SH SOLE 0 86,043
MASTECH CORP COM 57632N1 989 76,046 SH SOLE 0 76,046
MATHEWS INTL CORP CL A 5771281 1,325 48,400 SH SOLE 0 48,400
MATTEL INC COM 5770811 25,211 1,013,049 SH SOLE 0 1,013,049
MAVERICK TUBE CORP COM 5779141 211 29,900 SH SOLE 0 29,900
MAXIM INTEGRATED PRO COM 57772K1 26,831 495,716 SH SOLE 0 495,716
MAXXIM MED INC COM 57777G1 248 13,140 SH SOLE 0 13,140
MAY DEPT STORES CO COM 5777781 40,463 1,034,190 SH SOLE 0 1,034,190
MAYTAG CORP COM 5785921 16,484 273,025 SH SOLE 0 273,025
MBIA INC COM 55262C1 15,476 266,820 SH SOLE 0 266,820
MBNA CORP COM 55262L1 53,439 2,238,271 SH SOLE 0 2,238,271
MCCLATCHY CO CL A 5794891 3,418 101,850 SH SOLE 0 101,850
MCCORMICK + CO INC COM NON5797802 6,715 231,557 SH SOLE 0 231,557
MCDONALDS CORP COM 5801351 184,861 4,079,702 SH SOLE 0 4,079,702
MCGRATH RENTCORP COM 5805891 1,338 73,320 SH SOLE 0 73,320
MCGRAW HILL COS INC COM 5806451 30,006 550,576 SH SOLE 0 550,576
MCI WORLDCOM INC COM 55268B1 484,972 5,476,038 SH SOLE 0 5,476,038
MCKESSON HBOC INC COM 58155Q1 60,620 918,484 SH SOLE 0 918,484
MCLEODUSA INC COM 5822661 1,240 29,521 SH SOLE 0 29,521
MCN ENERGY GROUP INC COM 55267J1 3,672 228,630 SH SOLE 0 228,630
MCWHORTER TECHNOLOGI COM 5828031 1,024 75,150 SH SOLE 0 75,150
MDU RES GROUP INC COM 5526901 4,225 184,701 SH SOLE 0 184,701
MEAD CORP COM 5828341 8,997 292,585 SH SOLE 0 292,585
MEADOWBROOK INS GROU COM 58319P1 218 14,500 SH SOLE 0 14,500
MEDALLIANCE INC 5840229 0 4,000 SH SOLE 0 4,000
MEDALLION FINL CORP COM 5839281 459 30,488 SH SOLE 0 30,488
MEDAPHIS CORP COM 5840281 412 169,050 SH SOLE 0 169,050
MEDIA ARTS GROUP INC COM 58439C1 110 12,275 SH SOLE 0 12,275
MEDIA GEN INC CL A 5844041 3,472 74,665 SH SOLE 0 74,665
MEDIAONE GROUP INC COM 58440J1 109,586 1,727,465 SH SOLE 0 1,727,465
MEDICAL ASSURN INC COM 58449U1 2,733 97,604 SH SOLE 0 97,604
MEDICAL MANAGER CORP COM 58461C1 416 17,976 SH SOLE 0 17,976
MEDICIS PHARMACEUTIC CL A NE5846903 1,895 63,180 SH SOLE 0 63,180
MEDIMMUNE INC COM 5846991 6,147 103,864 SH SOLE 0 103,864
MEDITRUST PAIRED 58501T3 4,859 390,660 SH SOLE 0 390,660
MEDPARTNERS INC COM 58503X1 2,491 524,509 SH SOLE 0 524,509
MEDQUIST INC COM 5849491 612 20,400 SH SOLE 0 20,400
MEDTRONIC INC COM 5850551 133,826 1,864,675 SH SOLE 0 1,864,675
MELLON BK CORP COM 5855091 63,998 909,387 SH SOLE 0 909,387
MEMBERWORKS INC COM 5860021 500 13,800 SH SOLE 0 13,800
MEMC ELECTR MATLS IN COM 5527151 358 65,100 SH SOLE 0 65,100
MENS WEARHOUSE INC COM 5871181 1,345 46,566 SH SOLE 0 46,566
MENTOR CORP MINN COM 5871881 1,340 91,246 SH SOLE 0 91,246
MENTOR GRAPHICS CORP COM 5872001 3,416 253,057 SH SOLE 0 253,057
MERANT PLC SPONSOR5873361 364 37,331 SH SOLE 0 37,331
MERCANTILE BANCORPOR COM 5873421 21,207 446,457 SH SOLE 0 446,457
MERCANTILE BANKSHARE COM 5874051 8,190 221,362 SH SOLE 0 221,362
MERCK + CO INC COM 5893311 584,148 7,285,368 SH SOLE 0 7,285,368
MERCURY GEN CORP NEW COM 5894001 5,648 161,942 SH SOLE 0 161,942
MERCURY INTERACTIVE COM 5894051 5,998 168,372 SH SOLE 0 168,372
MEREDITH CORP COM 5894331 4,557 144,958 SH SOLE 0 144,958
MERIDIAN RESOURCE CO COM 58977Q1 318 94,155 SH SOLE 0 94,155
MERISTAR HOSPITALITY COM 58984Y1 2,460 135,271 SH SOLE 0 135,271
MERISTAR HOTELS + RE COM 5899881 104 37,851 SH SOLE 0 37,851
MERITOR AUTOMOTIVE I COM 59000G1 2,953 190,539 SH SOLE 0 190,539
MERRILL CORP COM 5901751 969 72,412 SH SOLE 0 72,412
MERRILL LYNCH + CO I COM 5901881 90,706 1,025,598 SH SOLE 0 1,025,598
MERRY GO ROUND ENTER COM RTS5904361 0 3,700 SH SOLE 0 3,700
MESABA HLDGS INC COM 59066B1 513 38,250 SH SOLE 0 38,250
META GROUP INC COM 5910021 166 10,779 SH SOLE 0 10,779
METAL MGMT INC COM 5910971 59 36,894 SH SOLE 0 36,894
METALS USA INC COM 5913241 184 20,997 SH SOLE 0 20,997
METAMOR WORLDWIDE IN COM 59133P1 950 67,850 SH SOLE 0 67,850
METHODE ELECTRS INC CL A 5915202 1,371 123,213 SH SOLE 0 123,213
METRIS COS INC COM 5915981 1,568 38,828 SH SOLE 0 38,828
METRO GOLDWYN MAYER COM 5916101 412 31,364 SH SOLE 0 31,364
METRO INFORMATION SV COM 59162P1 240 13,196 SH SOLE 0 13,196
METRO NETWORKS INC COM 5919181 977 17,757 SH SOLE 0 17,757
METROMEDIA FIBER NET CL A 5916891 2,280 44,000 SH SOLE 0 44,000
METROMEDIA INTER. GR COM 5916951 626 128,398 SH SOLE 0 128,398
METZLER GROUP INC COM 5929031 317 10,105 SH SOLE 0 10,105
MEYER FRED INC DEL N COM 5929071 28,260 480,002 SH SOLE 0 480,002
MGI PPTYS COM 5528851 1,264 46,168 SH SOLE 0 46,168
MGIC INVT CORP WIS COM 5528481 12,569 358,469 SH SOLE 0 358,469
MGM GRAND INC COM 5529531 2,221 66,040 SH SOLE 0 66,040
MICHAEL FOODS INC NE COM 5940791 1,263 66,254 SH SOLE 0 66,254
MICHAELS STORES INC COM 5940871 1,241 50,253 SH SOLE 0 50,253
MICREL INC COM 5947931 1,292 25,798 SH SOLE 0 25,798
MICRO WHSE INC COM 59501B1 1,253 77,717 SH SOLE 0 77,717
MICROAGE INC COM 5949281 274 50,911 SH SOLE 0 50,911
MICROCHIP TECHNOLOGY COM 5950171 9,326 269,353 SH SOLE 0 269,353
MICRON ELECTRONICS I COM 5951001 696 59,200 SH SOLE 0 59,200
MICRON TECHNOLOGY IN COM 5951121 37,519 778,607 SH SOLE 0 778,607
MICRON TECHNOLOGY IN COM 5951121 1,173 24,333 SH SOLE 0 24,333
MICROS SYS INC COM 5949011 1,709 51,800 SH SOLE 0 51,800
MICROSOFT CORP COM 5949181 1,344,150 14,997,49 SH SOLE 0 14,997,494
MID AMER APT CMNTYS COM 59522J1 1,155 54,033 SH SOLE 0 54,033
MID AMER BANCORP COM 5959151 287 11,712 SH SOLE 0 11,712
MID ATLANTIC MED SVC COM 59523C1 1,568 155,860 SH SOLE 0 155,860
MIDAMERICA ENERGY HL COM 59562V1 4,959 177,113 SH SOLE 0 177,113
MIDAS INC COM 5956261 1,679 50,317 SH SOLE 0 50,317
MIDWAY GAMES INC COM 5981481 807 92,857 SH SOLE 0 92,857
MIDWEST EXPRESS HLDG COM 5979111 1,110 37,800 SH SOLE 0 37,800
MIKASA INC COM 59862T1 133 18,100 SH SOLE 0 18,100
MILACRON INC COM 5987091 1,690 107,272 SH SOLE 0 107,272
MILLENNIUM PHARMACEU COM 5999021 1,688 54,031 SH SOLE 0 54,031
MILLER HERMAN INC COM 6005441 8,713 477,412 SH SOLE 0 477,412
MILLER INDS INC TENN COM 6005511 443 93,350 SH SOLE 0 93,350
MILLIPORE CORP COM 6010731 2,939 121,807 SH SOLE 0 121,807
MILLS CORP COM 6011481 1,130 63,000 SH SOLE 0 63,000
MINDSPRING ENTERPRIS COM 6026831 7,419 86,209 SH SOLE 0 86,209
MINE SAFETY APPLIANC COM 6027201 427 7,356 SH SOLE 0 7,356
MINERALS TECHNOLOGIE COM 6031581 2,604 54,244 SH SOLE 0 54,244
MINIMED INC COM 60365K1 1,474 14,500 SH SOLE 0 14,500
MINNESOTA MNG + MFG COM 6040591 82,429 1,165,081 SH SOLE 0 1,165,081
MINNESOTA PWR + LT C COM 6041101 4,220 213,654 SH SOLE 0 213,654
MIRAGE RESORTS INC COM 60462E1 12,057 567,388 SH SOLE 0 567,388
MIRAVANT MED TECHNOL COM 6046901 189 27,550 SH SOLE 0 27,550
MISSISSIPPI CHEM COR COM NEW6052882 601 64,095 SH SOLE 0 64,095
MISSISSIPPI VY BANKS COM 6057201 681 21,200 SH SOLE 0 21,200
MITCHELL ENERGY + DE CL A 6065922 1,249 100,407 SH SOLE 0 100,407
MMC NETWORKS INC COM 55308N1 233 14,559 SH SOLE 0 14,559
MMI COS INC COM 5530871 384 24,990 SH SOLE 0 24,990
MOBIL CORP COM 6070591 196,093 2,228,334 SH SOLE 0 2,228,334
MODINE MFG CO COM 6078281 2,435 86,758 SH SOLE 0 86,758
MODIS PROFESSIONAL S COM 6078301 2,849 314,426 SH SOLE 0 314,426
MOHAWK INDS INC COM 6081901 2,798 93,282 SH SOLE 0 93,282
MOLEX INC COM 6085541 7,260 247,141 SH SOLE 0 247,141
MOMENTUM BUSINESS AP CL A 60877P1 113 12,638 SH SOLE 0 12,638
MONDAVI ROBERT CORP COM CL 6092001 729 20,400 SH SOLE 0 20,400
MONSANTO CO COM 6116621 80,812 1,759,181 SH SOLE 0 1,759,181
MONTANA PWR CO COM 6120851 14,353 195,109 SH SOLE 0 195,109
MORGAN J P + CO INC COM 6168801 63,705 516,349 SH SOLE 0 516,349
MORGAN KEEGAN INC COM 6174101 2,913 175,878 SH SOLE 0 175,878
MORGAN STANLEY DEAN COM NEW6174464 172,856 1,729,638 SH SOLE 0 1,729,638
MORRISON KNUDSEN COR COM 61844A1 568 57,171 SH SOLE 0 57,171
MORTON INTL INC IND COM 6193351 14,348 390,421 SH SOLE 0 390,421
MOTIVEPOWER INDS INC COM 61980K1 427 17,000 SH SOLE 0 17,000
MOTOROLA INC COM 6200761 124,319 1,697,183 SH SOLE 0 1,697,183
MRV COMMUNICATIONS I COM 5534771 294 48,700 SH SOLE 0 48,700
MSC INDL DIRECT INC CL A 5535301 4,158 244,606 SH SOLE 0 244,606
MTI TECHNOLOGY CORP COM 5539031 191 34,618 SH SOLE 0 34,618
MTS SYS CORP COM 5537771 711 70,256 SH SOLE 0 70,256
MUELLER INDS INC COM 6247561 1,881 84,056 SH SOLE 0 84,056
MURPHY OIL CORP COM 6267171 6,996 168,583 SH SOLE 0 168,583
MUSICLAND STORES INC COM 62758B1 1,080 120,045 SH SOLE 0 120,045
MYERS IND INC COM 6284641 1,540 72,891 SH SOLE 0 72,891
MYLAN LABS INC COM 6285301 16,123 587,626 SH SOLE 0 587,626
NABISCO HLDGS CORP CL A 6295261 8,806 211,882 SH SOLE 0 211,882
NABORS INDUSTRIES IN COM 6295681 13,603 747,944 SH SOLE 0 747,944
NAC RE CORP COM 6289071 6,600 122,935 SH SOLE 0 122,935
NACCO INDS INC CL A 6295791 1,730 23,364 SH SOLE 0 23,364
NALCO CHEM CO COM 6298531 4,846 182,454 SH SOLE 0 182,454
NATIONAL BANCORP ALA COM 6325871 2,761 98,184 SH SOLE 0 98,184
NATIONAL CITY BANCOR COM 6353121 202 9,626 SH SOLE 0 9,626
NATIONAL CITY CORP COM 6354051 62,810 946,289 SH SOLE 0 946,289
NATIONAL COMM BANCOR COM 6354491 6,850 300,272 SH SOLE 0 300,272
NATIONAL COMPUTER SY COM 6355191 3,178 129,694 SH SOLE 0 129,694
NATIONAL DATA CORP COM 6356211 3,846 91,570 SH SOLE 0 91,570
NATIONAL FUEL GAS CO COM 6361801 4,345 110,709 SH SOLE 0 110,709
NATIONAL GOLF PPTYS COM 63623G1 778 35,361 SH SOLE 0 35,361
NATIONAL HEALTH INVS COM 63633D1 1,402 65,207 SH SOLE 0 65,207
NATIONAL INSTRS CORP COM 6365181 656 23,000 SH SOLE 0 23,000
NATIONAL MERCANTILE WTS EXP6369129 0 241 SH SOLE 0 241
NATIONAL OILWELL INC COM 6370711 1,040 89,922 SH SOLE 0 89,922
NATIONAL PENN BANCSH COM 6371381 871 35,206 SH SOLE 0 35,206
NATIONAL PRESTO INDS COM 6372151 1,014 28,609 SH SOLE 0 28,609
NATIONAL PROCESSING COM 6372291 36 8,058 SH SOLE 0 8,058
NATIONAL SEMICONDUCT COM 6376401 5,241 562,825 SH SOLE 0 562,825
NATIONAL STEEL CORP CL B 6378443 571 69,238 SH SOLE 0 69,238
NATIONAL SVC INDS IN COM 6376571 4,165 122,289 SH SOLE 0 122,289
NATIONAL WESTN LIFE CL A 6385221 825 7,800 SH SOLE 0 7,800
NATIONWIDE FINL SVCS CL A 6386121 3,112 74,100 SH SOLE 0 74,100
NATIONWIDE HEALTH PP COM 6386201 2,659 139,938 SH SOLE 0 139,938
NATL CITY BANCSHRS COM 6353131 564 23,019 SH SOLE 0 23,019
NATURAL MICROSYSTEMS COM 6388821 56 11,400 SH SOLE 0 11,400
NATURES SUNSHINE PRO COM 6390271 721 65,526 SH SOLE 0 65,526
NAUTICA ENTERPRISES COM 6390891 1,503 132,884 SH SOLE 0 132,884
NAVISTAR INTL CORP I COM 63934E1 7,767 193,279 SH SOLE 0 193,279
NBT BANCORP INC COM 6287781 459 21,967 SH SOLE 0 21,967
NBTY INC COM 6287821 928 190,280 SH SOLE 0 190,280
NCH CORP COM 6288501 1,524 31,910 SH SOLE 0 31,910
NCI BLDG SYS INC COM 6288521 982 41,800 SH SOLE 0 41,800
NCR CORP NEW COM 62886E1 20,691 413,822 SH SOLE 0 413,822
NCS HEALTHCARE INC CL A 6288741 748 62,338 SH SOLE 0 62,338
NEIMAN MARCUS GROUP COM 6402041 1,757 77,659 SH SOLE 0 77,659
NEOMAGIC CORP COM 6404971 199 20,000 SH SOLE 0 20,000
NETWORK APPLIANCE IN COM 64120L1 13,238 261,500 SH SOLE 0 261,500
NETWORK EQUIP TECHNO COM 6412081 604 67,573 SH SOLE 0 67,573
NETWORKS ASSOCS INC COM 6409381 17,216 560,997 SH SOLE 0 560,997
NEUROGEN CORP COM 64124E1 415 38,800 SH SOLE 0 38,800
NEVADA PWR CO COM 6414231 3,974 160,562 SH SOLE 0 160,562
NEW CENTY ENERGIES I COM 64352U1 12,394 363,847 SH SOLE 0 363,847
NEW ENGLAND BUSINESS COM 6438721 1,802 62,813 SH SOLE 0 62,813
NEW ENGLAND ELEC SYS COM 6440011 11,845 244,219 SH SOLE 0 244,219
NEW JERSEY RES CORP COM 6460251 2,593 72,910 SH SOLE 0 72,910
NEW PLAN EXCEL RLTY COM 6480531 5,005 260,844 SH SOLE 0 260,844
NEW YORK TIMES CO CL A 6501111 15,183 532,728 SH SOLE 0 532,728
NEWELL RUBBERMAID IN COM 6512291 57,143 1,203,021 SH SOLE 0 1,203,021
NEWFIELD EXPL CO COM 6512901 2,092 92,446 SH SOLE 0 92,446
NEWMONT MNG CORP COM 6516391 8,742 499,562 SH SOLE 0 499,562
NEWPARK RES INC COM PAR6517185 1,468 202,432 SH SOLE 0 202,432
NEWPORT NEWS SHIPBUI COM 6522281 4,154 131,079 SH SOLE 0 131,079
NEXSTAR PHARMACEUTIC COM 65333B1 1,350 79,100 SH SOLE 0 79,100
NEXTEL COMMUNICATION CL A 65332V1 28,614 781,276 SH SOLE 0 781,276
NEXTLINK COMMUNICATI CL A PA65333H7 3,276 58,492 SH SOLE 0 58,492
NFO WORLDWIDE INC COM 62910N1 541 54,050 SH SOLE 0 54,050
NIAGARA MOHAWK HLDGS COM 6535201 7,151 532,162 SH SOLE 0 532,162
NICHOLS RESH CORP COM 6538181 594 31,450 SH SOLE 0 31,450
NICOR INC COM 6540861 4,774 132,830 SH SOLE 0 132,830
NIELSEN MEDIA RESH I COM NEW6539293 3,920 158,796 SH SOLE 0 158,796
NIKE INC CL B 6541061 46,620 808,142 SH SOLE 0 808,142
NINE WEST GROUP INC COM 65440D1 2,112 85,549 SH SOLE 0 85,549
NISOURCE INC COM 65473P1 13,550 501,834 SH SOLE 0 501,834
NL INDS INC COM NEW6291564 2,294 254,923 SH SOLE 0 254,923
NOBLE AFFILIATES INC COM 6548941 4,849 167,190 SH SOLE 0 167,190
NOBLE DRILLING CORP COM 6550421 9,690 557,680 SH SOLE 0 557,680
NORDSON CORP COM RTS6556631 4,240 76,062 SH SOLE 0 76,062
NORDSTROM INC COM 6556641 23,275 569,428 SH SOLE 0 569,428
NORFOLK SOUTHN CORP COM 6558441 28,248 1,071,011 SH SOLE 0 1,071,011
NORRELL CORP GA COM 6563011 611 46,800 SH SOLE 0 46,800
NORTEK INC COM 6565591 531 21,471 SH SOLE 0 21,471
NORTH CAROLINA NAT G COM 6582211 1,029 33,861 SH SOLE 0 33,861
NORTH FACE INC COM 6593171 135 10,800 SH SOLE 0 10,800
NORTH FORK BANCORPOR COM 6594241 10,704 506,719 SH SOLE 0 506,719
NORTH PITTSBURGH SYS COM 6615621 194 14,100 SH SOLE 0 14,100
NORTHEAST UTILS COM 6643971 18,561 1,337,736 SH SOLE 0 1,337,736
NORTHERN STS PWR CO COM 6657721 9,075 391,384 SH SOLE 0 391,384
NORTHERN TRUST CORP COM 6658591 30,482 343,213 SH SOLE 0 343,213
NORTHROP GRUMMAN COR COM 6668071 12,181 203,436 SH SOLE 0 203,436
NORTHWEST AIRLS CORP CL A 6672801 6,085 218,786 SH SOLE 0 218,786
NORTHWEST NAT GAS CO COM 6676551 1,971 90,097 SH SOLE 0 90,097
NORTHWESTERN CORP COM 6680741 1,710 65,912 SH SOLE 0 65,912
NOVA CORP GA COM 6697841 3,046 116,022 SH SOLE 0 116,022
NOVACARE INC COM 6699301 354 202,338 SH SOLE 0 202,338
NOVELL INC COM 6700061 29,908 1,187,425 SH SOLE 0 1,187,425
NOVELLUS SYS INC COM 6700081 6,236 113,126 SH SOLE 0 113,126
NPC INTL INC COM 6293603 1,805 115,488 SH SOLE 0 115,488
NTL INC COM 6294071 10,440 128,297 SH SOLE 0 128,297
NU SKIN ENTERPRISES CL A 67018T1 660 28,834 SH SOLE 0 28,834
NUCOR CORP COM 6703461 11,215 254,532 SH SOLE 0 254,532
NUEVO ENERGY CO COM 6705091 569 42,148 SH SOLE 0 42,148
NUI CORP COM 6294301 640 29,663 SH SOLE 0 29,663
NVR INC COM 62944T1 1,390 33,000 SH SOLE 0 33,000
NYMAGIC INC COM 6294841 454 34,958 SH SOLE 0 34,958
O REILLY AUTOMOTIVE COM 6860911 1,311 29,304 SH SOLE 0 29,304
OAK INDS INC COM NEW6714005 2,274 71,609 SH SOLE 0 71,609
OAK TECHNOLOGY COM 6718021 308 100,700 SH SOLE 0 100,700
OAKLEY INC COM 6736621 964 139,000 SH SOLE 0 139,000
OAKWOOD HOMES CORP COM 6740981 2,153 153,762 SH SOLE 0 153,762
OBJECTIVE SYS INTEGR COM 6744241 121 35,400 SH SOLE 0 35,400
OCCIDENTAL PETE CORP COM 6745991 18,027 1,001,475 SH SOLE 0 1,001,475
OCEAN ENERGY INC TEX COM 67481E1 2,748 403,319 SH SOLE 0 403,319
OCEAN FINL CORP COM 6749041 533 37,090 SH SOLE 0 37,090
OCEANEERING INTL INC COM 6752321 1,594 105,386 SH SOLE 0 105,386
OCTEL CORP COM 6757271 533 43,493 SH SOLE 0 43,493
OCULAR SCIENCES INC COM 6757441 387 13,493 SH SOLE 0 13,493
OCWEN ASSET INVT COR COM 67574M1 64 17,400 SH SOLE 0 17,400
OCWEN FINL CORP COM 6757461 573 65,062 SH SOLE 0 65,062
OEA INC COM 6708261 536 64,998 SH SOLE 0 64,998
OEC MED SYS INC COM 6708281 437 19,000 SH SOLE 0 19,000
OFFICE DEPOT INC COM 6762201 32,612 871,099 SH SOLE 0 871,099
OFFICE MAX INC COM 67622M1 4,370 506,622 SH SOLE 0 506,622
OFFSHORE LOGISTICS I COM 6762551 977 84,058 SH SOLE 0 84,058
OGDEN CORP COM 6763461 2,926 121,609 SH SOLE 0 121,609
OGE ENERGY CORP COM 6708371 7,311 324,036 SH SOLE 0 324,036
OHIO CAS CORP COM 6772401 5,727 146,850 SH SOLE 0 146,850
OLD KENT FINL CORP COM 6798331 15,806 373,562 SH SOLE 0 373,562
OLD NATL BANCORP IND COM RTS6800331 3,440 75,303 SH SOLE 0 75,303
OLD REP INTL CORP COM 6802231 9,244 506,513 SH SOLE 0 506,513
OLIN CORP COM PAR6806652 1,396 138,696 SH SOLE 0 138,696
OLSTEN CORP COM 6813851 1,546 249,895 SH SOLE 0 249,895
OM GROUP INC COM 6708721 1,843 55,835 SH SOLE 0 55,835
OMEGA FINL CORP COM 6820921 661 19,891 SH SOLE 0 19,891
OMEGA HEALTHCARE INV COM 6819361 1,357 59,182 SH SOLE 0 59,182
OMNICARE INC COM 6819041 5,503 288,706 SH SOLE 0 288,706
OMNICOM GROUP COM 6819191 46,978 587,679 SH SOLE 0 587,679
OMNIPOINT CORP COM 68212D1 921 63,800 SH SOLE 0 63,800
OMNIQUIP INTL INC COM 6819691 282 24,000 SH SOLE 0 24,000
ON ASSIGNMENT INC COM 6821591 302 11,800 SH SOLE 0 11,800
ONE VY BANCORP WEST COM 6824191 2,160 61,932 SH SOLE 0 61,932
ONEIDA LTD COM 6825051 1,241 73,008 SH SOLE 0 73,008
ONEOK INC NEW COM 6826801 1,879 75,933 SH SOLE 0 75,933
OPEN MKT INC COM 68370M1 944 73,002 SH SOLE 0 73,002
OPTICAL CABLE CORP COM 6838271 74 8,077 SH SOLE 0 8,077
ORACLE CORP COM 68389X1 127,186 4,822,201 SH SOLE 0 4,822,201
ORANGE + ROCKLAND UT COM 6840651 3,145 54,757 SH SOLE 0 54,757
ORBITAL SCIENCES COR COM 6855641 2,274 80,131 SH SOLE 0 80,131
OREGON STL MLS INC COM 6860791 772 74,003 SH SOLE 0 74,003
ORGANOGENESIS INC COM 6859061 1,017 87,925 SH SOLE 0 87,925
ORIENTAL FINL GROUP COM 68618W1 421 15,066 SH SOLE 0 15,066
ORION CAP CORP COM 6862681 3,659 117,086 SH SOLE 0 117,086
ORTHODONTIC CTRS AME COM 68750P1 6,595 418,700 SH SOLE 0 418,700
OSHKOSH B GOSH INC CL A 6882222 1,837 103,860 SH SOLE 0 103,860
OSULLIVAN INDUSTRIES COM 6886091 332 24,000 SH SOLE 0 24,000
OTP BK GDR REP4678709 101 2,700 SH SOLE 0 2,700
OTTER TAIL PWR CO COM 6896481 2,027 50,844 SH SOLE 0 50,844
OUTBACK STEAKHOUSE I COM 6898991 5,901 180,192 SH SOLE 0 180,192
OUTDOOR SYS INC COM 6900571 2,082 69,404 SH SOLE 0 69,404
OVERSEAS SHIPHOLDING COM 6903681 1,382 118,874 SH SOLE 0 118,874
OWENS + MINOR INC NE COM 6907321 1,172 115,728 SH SOLE 0 115,728
OWENS CORNING COM 69073F1 4,515 141,937 SH SOLE 0 141,937
OWENS ILL INC COM NEW6907684 10,964 438,565 SH SOLE 0 438,565
OXFORD HEALTH PLANS COM 6914711 3,813 244,059 SH SOLE 0 244,059
P COM INC COM 6932621 705 92,400 SH SOLE 0 92,400
P P + L RES INC COM 6934991 11,121 449,339 SH SOLE 0 449,339
PACCAR INC COM 6937181 8,742 212,254 SH SOLE 0 212,254
PACIFIC CAP BANCORP COM 69404P1 228 9,900 SH SOLE 0 9,900
PACIFIC CENTY FINL C COM 6940581 6,897 330,386 SH SOLE 0 330,386
PACIFIC GATEWAY EXCH COM 6943271 8,479 255,497 SH SOLE 0 255,497
PACIFIC GULF PPTYS I COM 6943961 896 49,800 SH SOLE 0 49,800
PACIFIC SUNWEAR OF C COM 6948731 427 12,300 SH SOLE 0 12,300
PACIFICARE HEALTH SY CL B 6951122 7,687 112,637 SH SOLE 0 112,637
PACIFICORP COM 6951141 14,132 819,219 SH SOLE 0 819,219
PAGEMART WIRELESS IN CL A 69553J1 324 66,500 SH SOLE 0 66,500
PAGING NETWORK INC COM 6955421 1,482 316,193 SH SOLE 0 316,193
PAINE WEBBER GROUP I COM 6956291 15,601 391,240 SH SOLE 0 391,240
PAIRGAIN TECHNOLOGIE COM 6959341 2,172 222,800 SH SOLE 0 222,800
PALL CORP COM 6964293 5,695 343,873 SH SOLE 0 343,873
PALM HBR HOMES INC COM 6966391 1,121 51,538 SH SOLE 0 51,538
PAN PAC RETAIL PPTYS COM 69806L1 501 28,200 SH SOLE 0 28,200
PANAMSAT CORP NEW COM 6979331 2,534 81,411 SH SOLE 0 81,411
PANAVISION INC COM NEW69830E2 15 1,717 SH SOLE 0 1,717
PAPA JOHNS INTL INC COM 6988131 2,678 60,683 SH SOLE 0 60,683
PARAMETRIC TECHNOLOG COM 6991731 17,599 891,072 SH SOLE 0 891,072
PAREXEL INTL CORP COM 6994621 3,264 157,800 SH SOLE 0 157,800
PARK ELECTROCHEMICAL COM 7004162 894 38,038 SH SOLE 0 38,038
PARK NATL CORP COM 7006581 1,349 14,052 SH SOLE 0 14,052
PARK PL ENTMT CORP COM 7006901 5,856 774,346 SH SOLE 0 774,346
PARKER DRILLING CO COM 7010811 875 245,498 SH SOLE 0 245,498
PARKER HANNIFIN CORP COM 7010941 11,545 337,078 SH SOLE 0 337,078
PARKWAY PPTYS INC COM 70159Q1 805 28,544 SH SOLE 0 28,544
PARTY CITY CORP COM 7021451 35 8,908 SH SOLE 0 8,908
PATHOGENSIS CORP COM 70321E1 533 40,000 SH SOLE 0 40,000
PATRIOT AMERN HOSPIT PAIRED 7033522 1,737 338,832 SH SOLE 0 338,832
PATTERSON DENTAL CO COM 7034121 2,180 50,404 SH SOLE 0 50,404
PATTERSON ENERGYINC COM 7034141 248 44,500 SH SOLE 0 44,500
PAXAR CORP COM 7042271 870 116,912 SH SOLE 0 116,912
PAXSON COMMUNICATION COM 7042311 155 18,100 SH SOLE 0 18,100
PAYCHEX INC COM 7043261 27,013 569,441 SH SOLE 0 569,441
PAYLESS SHOESOURCE I COM 7043791 5,355 115,167 SH SOLE 0 115,167
PAYMENTECH INC COM 7043841 593 25,099 SH SOLE 0 25,099
PECO ENERGY CO COM 6933041 28,642 619,290 SH SOLE 0 619,290
PEDIATRIX MED GROUP COM 7053241 5,023 178,600 SH SOLE 0 178,600
PEGASUS SYS INC COM 7059061 384 9,625 SH SOLE 0 9,625
PEGASYSTEMS INC COM 7055731 41 7,870 SH SOLE 0 7,870
PENN TREATY AMERN CO COM 7078741 238 9,600 SH SOLE 0 9,600
PENNCORP FINL GROUP COM 7080941 33 58,334 SH SOLE 0 58,334
PENNEY J C INC COM 7081601 29,092 718,316 SH SOLE 0 718,316
PENNSYLVANIA ENTERPR COM 7087201 1,065 44,374 SH SOLE 0 44,374
PENNSYLVANIA REAL ES SH BEN 7091021 616 32,974 SH SOLE 0 32,974
PENNZENERGY CO COM 70931Q1 12,397 1,180,685 SH SOLE 0 1,180,685
PENNZOIL QUAKER ST C COM 7093231 9,039 730,439 SH SOLE 0 730,439
PENSKE MOTORSPORTS I COM 7095981 377 10,701 SH SOLE 0 10,701
PENTAIR INC COM 7096311 4,609 136,550 SH SOLE 0 136,550
PENTON MEDIA INC COM 7096681 2,542 112,990 SH SOLE 0 112,990
PEOPLES BK BRIDGEPOR COM 7101981 1,510 50,764 SH SOLE 0 50,764
PEOPLES ENERGY CORP COM 7110301 2,982 92,273 SH SOLE 0 92,273
PEOPLES HERITAGE FIN COM 7111471 3,849 213,827 SH SOLE 0 213,827
PEOPLESOFT INC COM 7127131 9,573 654,596 SH SOLE 0 654,596
PEP BOYS MANNY MOE + COM 7132781 2,549 167,146 SH SOLE 0 167,146
PEPSI COLA PUERTO RI CL B 7134341 237 39,459 SH SOLE 0 39,459
PEPSICO INC COM 7134481 174,092 4,442,547 SH SOLE 0 4,442,547
PERCLOSE INC COM 71361C1 760 24,500 SH SOLE 0 24,500
PERFORMANCE FOOD GRO COM 7137551 728 27,750 SH SOLE 0 27,750
PERKIN ELMER CORP COM 7140411 21,682 223,381 SH SOLE 0 223,381
PERRIGO CO COM 7142901 1,348 185,955 SH SOLE 0 185,955
PERSONAL GROUP OF AM COM 7153381 564 78,400 SH SOLE 0 78,400
PETCO ANIMAL SUPPLIE COM 7160161 508 50,750 SH SOLE 0 50,750
PETSMART INC COM 7167681 5,659 704,656 SH SOLE 0 704,656
PFF BANCORP INC COM 69331W1 795 45,432 SH SOLE 0 45,432
PFIZER INC COM 7170811 525,677 3,788,662 SH SOLE 0 3,788,662
PG+E CORP COM 69331C1 35,899 1,155,715 SH SOLE 0 1,155,715
PHARMACEUTICAL PROD COM 7171241 1,547 46,095 SH SOLE 0 46,095
PHARMACIA + UPJOHN I COM 7169411 89,145 1,429,178 SH SOLE 0 1,429,178
PHARMACYCLICS INC COM 7169331 243 14,751 SH SOLE 0 14,751
PHARMERICA INC COM 7171351 822 164,373 SH SOLE 0 164,373
PHELPS DODGE CORP COM 7172651 9,187 186,537 SH SOLE 0 186,537
PHILADELPHIA CONS HL COM 7175281 398 19,800 SH SOLE 0 19,800
PHILADELPHIA SUBN CO COM PAR7180096 1,935 85,299 SH SOLE 0 85,299
PHILIP MORRIS COS IN COM 7181541 243,800 6,928,602 SH SOLE 0 6,928,602
PHILLIPS PETE CO COM 7185071 34,599 732,253 SH SOLE 0 732,253
PHILLIPS VAN HEUSEN COM 7185921 637 94,361 SH SOLE 0 94,361
PHOENIX INVT PARTNER COM 7190851 691 80,090 SH SOLE 0 80,090
PHOTRONICS INC COM 7194051 840 45,100 SH SOLE 0 45,100
PHYCOR INC COM 71940F1 798 168,064 SH SOLE 0 168,064
PHYMATRIX CORP COM 7189251 56 32,700 SH SOLE 0 32,700
PHYSICIAN RELIANCE N COM 71940G1 175 20,600 SH SOLE 0 20,600
PICTURETEL CORP COM NEW7200353 830 118,632 SH SOLE 0 118,632
PIEDMONT NAT GAS INC COM 7201861 5,007 143,056 SH SOLE 0 143,056
PIER 1 IMPORTS INC COM 7202791 2,967 365,200 SH SOLE 0 365,200
PILGRIMS PRIDE CORP COM 7214671 1,281 77,915 SH SOLE 0 77,915
PINNACLE SYS INC COM 7234811 443 9,728 SH SOLE 0 9,728
PINNACLE WEST CAP CO COM 7234841 11,758 323,235 SH SOLE 0 323,235
PIONEER GROUP INC COM 7236841 1,261 85,142 SH SOLE 0 85,142
PIONEER HI BRED INTL COM 7236861 26,101 693,726 SH SOLE 0 693,726
PIONEER NAT RES CO COM 7237871 10,966 1,414,941 SH SOLE 0 1,414,941
PIONEER STD ELECTRS COM 7238771 631 96,156 SH SOLE 0 96,156
PITNEY BOWES INC COM 7244791 58,010 909,966 SH SOLE 0 909,966
PITTSTON BRINKS GROU COM 7257011 2,432 103,497 SH SOLE 0 103,497
PITTSTON CO COM 7257018 331 47,648 SH SOLE 0 47,648
PITTWAY CORP DEL CL A 7257902 5,988 225,980 SH SOLE 0 225,980
PIXAR COM 7258111 1,110 28,200 SH SOLE 0 28,200
PLAINS RES INC COM PAR7265405 1,038 69,200 SH SOLE 0 69,200
PLANET HOLLYWOOD INT COM 7270251 50 47,100 SH SOLE 0 47,100
PLANTRONICS INC NEW COM 7274931 3,253 52,000 SH SOLE 0 52,000
PLATINUM SOFTWARE CO COM 72764R1 737 99,980 SH SOLE 0 99,980
PLATINUM TECHNOLOGY COM 72764T1 4,001 156,885 SH SOLE 0 156,885
PLAYBOY ENTERPRISES COM CL 7281173 1,553 69,007 SH SOLE 0 69,007
PLAYTEX PRODS INC COM 72813P1 1,564 103,424 SH SOLE 0 103,424
PLEXUS CORP COM 7291321 836 30,000 SH SOLE 0 30,000
PMC SIERRA INC COM 69344F1 6,216 87,316 SH SOLE 0 87,316
PMI GROUP INC COM 69344M1 4,116 88,758 SH SOLE 0 88,758
PNC BK CORP COM 6934751 49,866 897,469 SH SOLE 0 897,469
POE + BROWN INC COM 7304441 875 26,362 SH SOLE 0 26,362
POGO PRODUCING CO COM 7304481 1,547 118,979 SH SOLE 0 118,979
POLARIS INDS INC COM 7310681 1,783 56,144 SH SOLE 0 56,144
POLAROID CORP COM 7310951 2,441 121,660 SH SOLE 0 121,660
POLICY MGMT SYS CORP COM 7311081 4,620 150,866 SH SOLE 0 150,866
POLYMER GROUP INC COM 7317451 379 40,936 SH SOLE 0 40,936
POMEROY COMPUTER RES COM 7318221 147 11,301 SH SOLE 0 11,301
POOL ENERGY SVCS CO COM 7327881 896 58,502 SH SOLE 0 58,502
POST PPTYS INC COM 7374641 3,736 103,071 SH SOLE 0 103,071
POTLATCH CORP COM 7376281 2,552 75,211 SH SOLE 0 75,211
POTOMAC ELEC PWR CO COM 7376791 8,756 377,596 SH SOLE 0 377,596
POWERTEL INC COM 73936C1 420 29,463 SH SOLE 0 29,463
POWERWAVE TECHNOLOGI COM 7393631 785 27,681 SH SOLE 0 27,681
PPG INDS INC COM 6935061 26,670 520,397 SH SOLE 0 520,397
PRAXAIR INC COM 74005P1 15,884 440,457 SH SOLE 0 440,457
PRE PAID LEGAL SVCS COM 7400651 1,962 80,100 SH SOLE 0 80,100
PRECISION CASTPARTS COM RTS7401891 3,152 78,311 SH SOLE 0 78,311
PREMARK INTL INC COM 7404591 5,509 167,269 SH SOLE 0 167,269
PREMIER PKS INC COM NEW7405402 1,177 31,600 SH SOLE 0 31,600
PREMIERE TECHNOLOGIE COM 74058F1 549 48,300 SH SOLE 0 48,300
PREMISYS COMMUNICATI COM 7405841 586 67,985 SH SOLE 0 67,985
PRENTISS PPTYS TR SH BEN 7407061 2,133 113,750 SH SOLE 0 113,750
PRESIDENTIAL LIFE CO COM 7408841 3,311 184,611 SH SOLE 0 184,611
PRESSTEK INC COM 7411131 685 87,000 SH SOLE 0 87,000
PRI AUTOMATION INC COM 69357H1 676 32,200 SH SOLE 0 32,200
PRICE ENTERPRISES IN COM NEW7414442 196 35,287 SH SOLE 0 35,287
PRICE T ROWE + ASSOC COM 7414771 26,558 772,584 SH SOLE 0 772,584
PRIDE INTL INC COM 7419321 871 105,578 SH SOLE 0 105,578
PRIMARK CORP COM 7419031 1,759 82,757 SH SOLE 0 82,757
PRIME GROUP RLTY TR SH BEN 74158J1 173 13,064 SH SOLE 0 13,064
PRIME HOSPITALITY CO COM 7419171 1,169 117,668 SH SOLE 0 117,668
PRIME RETAIL INC COM 7415701 1,066 121,797 SH SOLE 0 121,797
PRIMEDIA INC COM 74157K1 5,898 421,300 SH SOLE 0 421,300
PRIMUS TELECOMM GROU COM 7419291 1,225 121,000 SH SOLE 0 121,000
PRIORITY HEALTHCARE CL B 74264T1 765 16,902 SH SOLE 0 16,902
PRISON REALTY CORP COM 74264N1 4,930 282,724 SH SOLE 0 282,724
PROCTER + GAMBLE CO COM 7427181 384,169 3,922,593 SH SOLE 0 3,922,593
PROFIT RECOVERY GROU COM 7431681 672 17,000 SH SOLE 0 17,000
PROGRESS SOFTWARE CO COM 7433121 2,304 67,515 SH SOLE 0 67,515
PROGRESSIVE CORP OHI COM 7433151 29,163 203,226 SH SOLE 0 203,226
PROJECT SOFTWARE + D COM 74339P1 3,439 140,377 SH SOLE 0 140,377
PROLOGIS TR SH BEN 7434101 6,256 305,188 SH SOLE 0 305,188
PROMUS HOTEL CORP NE COM 74342P1 10,121 278,234 SH SOLE 0 278,234
PROTECTIVE LIFE CORP COM 7436741 8,457 223,292 SH SOLE 0 223,292
PROTEIN DESIGN LABS COM 74369L1 828 54,960 SH SOLE 0 54,960
PROVIDENT BANKSHARES COM 7438591 1,929 73,839 SH SOLE 0 73,839
PROVIDENT COS INC COM 7438621 13,257 383,554 SH SOLE 0 383,554
PROVIDENT FINL GROUP COM 7438661 3,848 100,274 SH SOLE 0 100,274
PROVIDIAN FINL CORP COM 74406A1 50,101 455,466 SH SOLE 0 455,466
PROVINCE HEALTHCARE COM 7439771 2,066 111,700 SH SOLE 0 111,700
PS BUSINESS PKS INC COM 69360J1 376 17,147 SH SOLE 0 17,147
PSINET INC COM 74437C1 6,759 158,800 SH SOLE 0 158,800
PSS WORLD MED INC COM 69366A1 2,652 300,883 SH SOLE 0 300,883
PUBLIC STORAGE INC COM 74460D1 6,145 245,786 SH SOLE 0 245,786
PUBLIC SVC CO N C IN COM 7445161 1,975 69,604 SH SOLE 0 69,604
PUBLIC SVC CO NM COM 7444991 3,209 188,774 SH SOLE 0 188,774
PUBLIC SVC ENTERPRIS COM 7445731 25,050 655,982 SH SOLE 0 655,982
PUGET SOUND ENERGY I COM RTS7453321 6,716 291,216 SH SOLE 0 291,216
PULITZER PUBG CO COM 7457711 3,172 39,066 SH SOLE 0 39,066
PULTE CORP COM 7458671 2,908 139,708 SH SOLE 0 139,708
PXRE CORPORATION COM 6936741 614 34,091 SH SOLE 0 34,091
QLOGIC CORP COM 7472771 1,414 21,070 SH SOLE 0 21,070
QRS CORP COM 74726X1 1,458 23,300 SH SOLE 0 23,300
QUADRAMED CORP COM 74730W1 76 10,000 SH SOLE 0 10,000
QUAKER OATS CO COM 7474021 29,748 476,075 SH SOLE 0 476,075
QUALCOMM INC COM 7475251 21,833 175,545 SH SOLE 0 175,545
QUANEX CORP COM 7476201 760 49,022 SH SOLE 0 49,022
QUANTUM CORP COM 7479061 8,798 488,802 SH SOLE 0 488,802
QUEENS CNTY BANCORP COM 7482421 2,260 83,688 SH SOLE 0 83,688
QUEST DIAGNOSTICS IN COM 74834L1 1,709 76,815 SH SOLE 0 76,815
QUESTAR CORP COM 7483561 5,603 330,818 SH SOLE 0 330,818
QUIKSILVER INC COM 74838C1 3,505 82,954 SH SOLE 0 82,954
QUINTILES TRANSNATIO COM 7487671 9,053 239,810 SH SOLE 0 239,810
QUORUM HEALTH GROUP COM 7490841 2,121 212,115 SH SOLE 0 212,115
QWEST COMMUNICATIONS COM 7491211 33,166 460,039 SH SOLE 0 460,039
R + B FALCON CORP COM 74912E1 8,396 973,458 SH SOLE 0 973,458
R.P.M. INC OHIO COM 7496851 4,157 312,296 SH SOLE 0 312,296
RADIANT SYS INC COM 75025N1 376 39,584 SH SOLE 0 39,584
RAINFOREST CAFE INC COM 75086K1 229 45,599 SH SOLE 0 45,599
RALCORP HLDGS INC NE COM 7510281 2,214 116,544 SH SOLE 0 116,544
RALSTON PURINA CO COM RAL7512773 23,781 891,098 SH SOLE 0 891,098
RAMBUS INC DEL COM 7509171 850 13,200 SH SOLE 0 13,200
RANGE RES CORP COM 75281A1 197 56,316 SH SOLE 0 56,316
RATIONAL SOFTWARE CO COM NEW75409P2 4,893 182,476 SH SOLE 0 182,476
RAYCHEM CORP COM 7546031 5,461 242,054 SH SOLE 0 242,054
RAYMOND JAMES FINANC COM 7547301 3,688 186,747 SH SOLE 0 186,747
RAYONIER INC COM 7549071 5,333 133,122 SH SOLE 0 133,122
RAYOVAC CORP COM 7550811 920 33,376 SH SOLE 0 33,376
RAYTHEON CO CL A 7551113 4 63 SH SOLE 0 63
RAYTHEON CO CL B 7551114 56,268 959,790 SH SOLE 0 959,790
RCN CORP COM 7493611 4,265 127,078 SH SOLE 0 127,078
READ RITE CORP COM 7552461 1,049 159,107 SH SOLE 0 159,107
READERS DIGEST ASSN COM CL 7552671 13,039 414,770 SH SOLE 0 414,770
REAL NETWORKS INC COM 75605L1 4,668 38,200 SH SOLE 0 38,200
REALTY INCOME CORP COM 7561091 1,636 77,900 SH SOLE 0 77,900
RECKSON ASSOCS RLTY COM 75621K1 2,412 117,307 SH SOLE 0 117,307
RECKSON SVC INDS INC COM 75621J1 25 5,560 SH SOLE 0 5,560
RECOTON CORP COM 7562681 140 10,005 SH SOLE 0 10,005
RED ROOF INNS INC COM 7570051 521 33,100 SH SOLE 0 33,100
REDWOOD TR INC. COM 7580754 483 30,200 SH SOLE 0 30,200
REEBOK INTL LTD COM 7581101 2,755 173,532 SH SOLE 0 173,532
REGAL BELOIT CORP COM 7587501 1,381 76,436 SH SOLE 0 76,436
REGENCY RLTY CORP COM 7589391 737 39,300 SH SOLE 0 39,300
REGENERON PHARMACEUT COM 75886F1 470 71,000 SH SOLE 0 71,000
REGIONS FINL CORP COM 7589401 21,023 607,160 SH SOLE 0 607,160
REGIS CORP MINNESOTA COM 7589321 1,433 53,836 SH SOLE 0 53,836
REINSURANCE GROUP AM COM 7593511 5,624 132,127 SH SOLE 0 132,127
RELIANCE GROUP HLDGS COM 7594641 2,601 338,369 SH SOLE 0 338,369
RELIANCE STL + ALUM COM 7595091 994 34,500 SH SOLE 0 34,500
RELIANT ENERGY INC COM 75952J1 20,921 802,717 SH SOLE 0 802,717
RELIASTAR FINL CORP COM 75952U1 13,591 318,848 SH SOLE 0 318,848
REMEC INC COM 7595431 507 24,300 SH SOLE 0 24,300
REMEDY CORP COM 7595481 665 47,500 SH SOLE 0 47,500
RENAISSANCE WORLDWID COM 75968A1 235 37,924 SH SOLE 0 37,924
RENAL CARE GROUP INC COM 7599301 1,360 69,288 SH SOLE 0 69,288
RENT A CTR INC NEW COM 76009N1 1,164 40,500 SH SOLE 0 40,500
RENT WAY INC COM 76009U1 552 22,990 SH SOLE 0 22,990
RENTAL SVC CORP COM 76009V1 3,354 191,678 SH SOLE 0 191,678
REPUBLIC BANCORP INC COM 7602821 1,194 91,860 SH SOLE 0 91,860
REPUBLIC GROUP INC COM 7604731 155 10,300 SH SOLE 0 10,300
REPUBLIC NY CORP COM 7607191 14,093 305,538 SH SOLE 0 305,538
REPUBLIC SEC FINL CO COM 7607581 221 23,915 SH SOLE 0 23,915
RES CARE INC COM 7609431 498 22,050 SH SOLE 0 22,050
RESOURCE AMER INC COM NEW7611952 145 16,839 SH SOLE 0 16,839
RESOURCE BANCSHARES COM 7611971 569 44,156 SH SOLE 0 44,156
RESPIRONICS INC COM 7612301 1,402 106,343 SH SOLE 0 106,343
REVLON INC CL A 7615255 425 20,601 SH SOLE 0 20,601
REXALL SUNDOWN INC COM 7616481 2,500 130,308 SH SOLE 0 130,308
REYNOLDS + REYNOLDS CL A 7616951 6,370 335,280 SH SOLE 0 335,280
REYNOLDS METALS CO COM 7617631 29,461 609,804 SH SOLE 0 609,804
RFS HOTEL INVS INC COM 74955J1 759 65,600 SH SOLE 0 65,600
RH DONNELLEY CORP COM NEW74955W3 1,467 95,060 SH SOLE 0 95,060
RICHFOOD HLDGS INC COM 7634081 3,171 147,052 SH SOLE 0 147,052
RIGGS NATL CORP WASH COM 7665701 1,319 78,182 SH SOLE 0 78,182
RISK CAP HLDG INC COM 7677111 838 55,400 SH SOLE 0 55,400
RITE AID CORP COM 7677541 23,068 922,731 SH SOLE 0 922,731
RIVIANA FOODS INC DE COM 7695361 367 15,700 SH SOLE 0 15,700
RJR NABISCO HLDGS CO COM NEW74960K8 24,974 998,947 SH SOLE 0 998,947
RLI CORP COM 7496071 1,237 42,303 SH SOLE 0 42,303
ROADWAY EXPRESS INC COM 7697421 862 50,517 SH SOLE 0 50,517
ROBBINS + MYERS INC COM 7701961 648 37,320 SH SOLE 0 37,320
ROBERT HALF INTL INC COM 7703231 14,247 434,190 SH SOLE 0 434,190
ROBERTS PHARMACEUTIC COM 7704911 956 46,061 SH SOLE 0 46,061
ROCHESTER GAS + ELEC COM 7713671 3,604 140,641 SH SOLE 0 140,641
ROCK TENN CO COM CL 7727392 1,272 82,760 SH SOLE 0 82,760
ROCKWELL INTL CORP N COM 7739031 24,983 588,693 SH SOLE 0 588,693
ROGERS CORP COM 7751331 648 26,200 SH SOLE 0 26,200
ROHM + HAAS CO COM 7753711 17,719 527,937 SH SOLE 0 527,937
ROHN INDS INC COM 7753811 168 75,527 SH SOLE 0 75,527
ROLLINS INC COM 7757111 1,480 88,036 SH SOLE 0 88,036
ROLLINS TRUCK LEASIN COM 7757411 2,449 259,531 SH SOLE 0 259,531
ROMAC INTL INC COM 7758351 501 58,896 SH SOLE 0 58,896
ROPER INDS COM 7766961 2,289 95,868 SH SOLE 0 95,868
ROSLYN BANCORP INC COM 7781621 2,423 143,566 SH SOLE 0 143,566
ROSS STORES INC COM 7782961 8,363 190,876 SH SOLE 0 190,876
ROUGE INDS INC DEL CL A 7790881 207 23,711 SH SOLE 0 23,711
ROUSE CO COM 7792731 4,278 192,792 SH SOLE 0 192,792
ROWAN COS INC COM 7793821 2,970 234,074 SH SOLE 0 234,074
RPC INC COM 7496601 639 99,266 SH SOLE 0 99,266
RTI INTL METALS INC COM 74973W1 381 38,100 SH SOLE 0 38,100
RUBY TUESDAY INC COM 7811821 2,362 135,962 SH SOLE 0 135,962
RUDDICK CORP COM 7812581 2,505 128,452 SH SOLE 0 128,452
RURAL/METRO CORP COM 7817481 190 23,900 SH SOLE 0 23,900
RUSS BERRIE + CO INC COM 7822331 1,838 70,867 SH SOLE 0 70,867
RUSSELL CORP COM 7823521 2,055 102,130 SH SOLE 0 102,130
RYANS FAMILY STEAK H COM 7835191 1,689 140,031 SH SOLE 0 140,031
RYDER SYS INC COM 7835491 6,056 219,207 SH SOLE 0 219,207
RYERSON TULL INC NEW COM 78375P1 1,329 90,479 SH SOLE 0 90,479
RYLAND GROUP INC COM 7837641 1,652 65,247 SH SOLE 0 65,247
S + T BANCORP INC COM 7838591 421 22,000 SH SOLE 0 22,000
S3 INC COM 7848491 1,169 155,906 SH SOLE 0 155,906
SABRATEK CORP COM 78571U1 215 14,300 SH SOLE 0 14,300
SABRE GROUP HLDGS IN CL A 7859051 8,193 180,551 SH SOLE 0 180,551
SAFECO CORP COM 7864291 15,444 381,929 SH SOLE 0 381,929
SAFEGUARD SCIENTIFIC COM 7864491 6,777 100,396 SH SOLE 0 100,396
SAFESKIN CORP COM 7864541 693 93,192 SH SOLE 0 93,192
SAFETY KLEEN CORP NE COM NEW78648R2 2,160 163,050 SH SOLE 0 163,050
SAFEWAY INC COM NEW7865142 92,444 1,801,589 SH SOLE 0 1,801,589
SAKS INC COM 79377W1 9,542 366,986 SH SOLE 0 366,986
SAMSONITE CORP NEW COM 79604V1 69 11,302 SH SOLE 0 11,302
SANCHEZ COMPUTER ASS COM 7997021 977 42,000 SH SOLE 0 42,000
SANDISK CORP COM 80004C1 7,378 278,400 SH SOLE 0 278,400
SANGSTAT MED CORP COM 8010031 532 43,000 SH SOLE 0 43,000
SANMINA CORP COM 8009071 5,847 91,720 SH SOLE 0 91,720
SANTA FE ENERGY RES COM 8020121 1,655 224,356 SH SOLE 0 224,356
SAPIENT CORP COM 8030621 571 8,000 SH SOLE 0 8,000
SARA LEE CORP COM 8031111 66,376 2,681,844 SH SOLE 0 2,681,844
SAWTEK INC COM 8054681 475 14,080 SH SOLE 0 14,080
SBARRO INC COM 8058441 3,809 143,052 SH SOLE 0 143,052
SBC COMMUNICATIONS I COM 78387G1 263,055 5,581,760 SH SOLE 0 5,581,760
SCANA CORP COM 8058981 7,177 330,940 SH SOLE 0 330,940
SCB COMPUTER TECHNOL COM 78388N1 100 21,858 SH SOLE 0 21,858
SCHERING PLOUGH CORP COM 8066051 237,750 4,298,634 SH SOLE 0 4,298,634
SCHOLASTIC CORP COM 8070661 1,335 27,320 SH SOLE 0 27,320
SCHULMAN A INC COM 8081941 1,936 142,064 SH SOLE 0 142,064
SCHWAB CHARLES CORP COM STK8085131 127,931 1,330,879 SH SOLE 0 1,330,879
SCHWEITZER MAUDUIT I COM 8085411 723 62,877 SH SOLE 0 62,877
SCI SYS INC COM 7838901 5,003 168,890 SH SOLE 0 168,890
SCIENTIFIC ATLANTA I COM 8086551 5,710 209,523 SH SOLE 0 209,523
SCIENTIFIC GAMES HLD COM 8087471 683 38,500 SH SOLE 0 38,500
SCIOS INC COM 8089051 1,264 139,444 SH SOLE 0 139,444
SCM MICROSYSTEMS INC COM 7840181 752 12,384 SH SOLE 0 12,384
SCOTSMAN INDS INC COM 8093401 1,016 59,129 SH SOLE 0 59,129
SCOTT TECHNOLOGIES I COM 8100223 1,360 78,247 SH SOLE 0 78,247
SCOTTS CO CL A 8101861 3,140 84,004 SH SOLE 0 84,004
SCPIE HLDGS INC COM 78402P1 326 12,000 SH SOLE 0 12,000
SCRIPPS E W CO OH CL A 8110542 5,412 122,303 SH SOLE 0 122,303
SDL INC COM 7840761 2,614 28,800 SH SOLE 0 28,800
SEABORD CORP DEL COM 8115431 1,425 4,782 SH SOLE 0 4,782
SEACOR SMIT INC COM 8119041 1,273 23,654 SH SOLE 0 23,654
SEAGATE TECHNOLOGY COM 8118041 20,503 693,542 SH SOLE 0 693,542
SEALED AIR CORP NEW COM 81211K1 15,309 311,241 SH SOLE 0 311,241
SEARS ROEBUCK + CO COM 8123871 49,651 1,098,771 SH SOLE 0 1,098,771
SECURITY DYNAMICS TE COM 8142081 1,196 64,200 SH SOLE 0 64,200
SEI INVESTMENTS CO COM 7841171 8,474 91,612 SH SOLE 0 91,612
SEITEL INC COM NEW8160743 723 51,886 SH SOLE 0 51,886
SELECTIVE INS GROUP COM 8163001 1,905 108,064 SH SOLE 0 108,064
SEMCO ENERGY INC COM 78412D1 819 53,260 SH SOLE 0 53,260
SEMPRA ENERGY COM 8168511 13,667 712,283 SH SOLE 0 712,283
SEMTECH CORP COM 8168501 1,096 34,398 SH SOLE 0 34,398
SENSORMATIC ELECTRS COM 8172651 2,458 258,700 SH SOLE 0 258,700
SEPRACOR INC COM 8173151 9,070 80,800 SH SOLE 0 80,800
SEQUA CORP CL A 8173201 1,768 35,192 SH SOLE 0 35,192
SEQUENT COMPUTER SYS COM 8173381 917 101,149 SH SOLE 0 101,149
SEROLOGICALS CORP COM 8175231 755 55,650 SH SOLE 0 55,650
SERVICE CORP INTL COM 8175651 10,263 720,202 SH SOLE 0 720,202
SERVICE EXPERTS INC COM 8175671 138 10,200 SH SOLE 0 10,200
SERVICE MASTER COMPA COM 81760N1 2,763 136,029 SH SOLE 0 136,029
SFX ENTMT INC CL A 7841781 1,304 20,200 SH SOLE 0 20,200
SHARED MEDI CAL SYST COM 8194861 3,560 63,934 SH SOLE 0 63,934
SHAW GROUP INC COM 8202801 185 13,300 SH SOLE 0 13,300
SHAW INDS INC COM 8202861 8,132 439,565 SH SOLE 0 439,565
SHERWIN WILLIAMS CO COM 8243481 13,373 475,496 SH SOLE 0 475,496
SHILOH INDS INC COM 8245431 185 15,557 SH SOLE 0 15,557
SHOPKO STORES INC COM 8249111 2,219 74,287 SH SOLE 0 74,287
SHOREWOOD PACKAGING COM 8252291 2,256 114,957 SH SOLE 0 114,957
SHURGARD STORAGE CTR CL A 82567D1 2,108 83,500 SH SOLE 0 83,500
SIEBEL SYS INC COM 8261701 7,047 148,361 SH SOLE 0 148,361
SIERRA HEALTH SVCS I 8263221 977 75,150 SH SOLE 0 75,150
SIERRA PAC RES COM 8264251 3,483 98,982 SH SOLE 0 98,982
SIGCORP INC COM 8269121 2,481 90,643 SH SOLE 0 90,643
SIGMA ALDRICH COM 8265521 8,027 274,434 SH SOLE 0 274,434
SILGAN HLDGS INC COM 8270481 592 35,500 SH SOLE 0 35,500
SILICON GRAPHICS INC COM 8270561 8,175 490,077 SH SOLE 0 490,077
SILICON VY BANCSHARE COM 8270641 2,133 103,088 SH SOLE 0 103,088
SILICON VY GROUP INC COM 8270661 831 67,461 SH SOLE 0 67,461
SILICONIX INC COM NEW8270792 874 41,600 SH SOLE 0 41,600
SILVERLEAF RESORTS I COM 8283951 656 82,000 SH SOLE 0 82,000
SIMON PPTY GROUP INC COM 8288061 13,334 485,959 SH SOLE 0 485,959
SIMPSON INDS INC COM 8290601 698 72,525 SH SOLE 0 72,525
SIMPSON MFG INC COM 8290731 978 24,300 SH SOLE 0 24,300
SINCLAIR BROADCAST G CL A 8292261 1,298 89,102 SH SOLE 0 89,102
SIPEX CORP COM 8299091 466 35,652 SH SOLE 0 35,652
SITEL CORP COM 82980K1 759 319,600 SH SOLE 0 319,600
SKY FINL GROUP INC COM 83080P1 1,558 57,561 SH SOLE 0 57,561
SKYLINE CORP COM 8308301 747 26,930 SH SOLE 0 26,930
SKYTEL COMMUNICATION COM 83087Q1 2,468 148,425 SH SOLE 0 148,425
SL GREEN RLTY CORP COM 78440X1 1,298 69,000 SH SOLE 0 69,000
SLI INC COM 78442T1 670 31,925 SH SOLE 0 31,925
SLM HLDG CORP COM 78442A1 34,462 825,432 SH SOLE 0 825,432
SMART + FINAL INC 8316831 150 15,995 SH SOLE 0 15,995
SMART MODULAR TECHNO COM 8316901 1,255 84,000 SH SOLE 0 84,000
SMARTALK TELESERVICE COM 83169A1 2 18,300 SH SOLE 0 18,300
SMITH A O CORP COM 8318652 1,014 53,377 SH SOLE 0 53,377
SMITH CHARLES E RESI COM 8321971 1,559 50,600 SH SOLE 0 50,600
SMITH INTL INC COM 8321101 5,466 136,647 SH SOLE 0 136,647
SMITHFIELD FOODS INC COM 8322481 2,569 113,240 SH SOLE 0 113,240
SMUCKER J M CO CL A 8326961 1,503 67,345 SH SOLE 0 67,345
SMURFIT STONE CONTAI COM 8327271 8,427 436,373 SH SOLE 0 436,373
SNAP ON INC COM 8330341 4,777 164,718 SH SOLE 0 164,718
SNYDER COMMUNICATION COM 8329141 7,973 286,014 SH SOLE 0 286,014
SNYDER OIL CORP COM 8334821 1,668 112,590 SH SOLE 0 112,590
SOCIEDAD QUIMICA RTS EXP8336369 0 17 SH SOLE 0 17
SODEXHO MARRIOTT SVC COM 8337931 1,966 89,092 SH SOLE 0 89,092
SOFTWARE AG SYS INC COM 8340251 34 4,000 SH SOLE 0 4,000
SOLA INTL INC COM 8340921 838 69,500 SH SOLE 0 69,500
SOLECTRON CORP COM 8341821 53,677 1,105,316 SH SOLE 0 1,105,316
SOLUTIA INC COM 8343761 5,308 305,494 SH SOLE 0 305,494
SONAT INC COM 8354151 8,746 291,543 SH SOLE 0 291,543
SONIC CORP COM 8354511 1,778 66,000 SH SOLE 0 66,000
SONOCO PRODS CO COM 8354951 9,080 394,804 SH SOLE 0 394,804
SOTHEBYS HLDGS INC CL A 8358981 3,925 121,245 SH SOLE 0 121,245
SOUND ADVICE INC 6/14/998360661 0 74 SH SOLE 0 74
SOUTH JERSEY INDS IN COM 8385181 972 44,951 SH SOLE 0 44,951
SOUTHDOWN INC COM 8412971 11,674 217,448 SH SOLE 0 217,448
SOUTHERN CO COM 8425871 45,304 1,943,321 SH SOLE 0 1,943,321
SOUTHERN PAC FDG COR COM 8435761 4 25,800 SH SOLE 0 25,800
SOUTHERN PERU COPPER COM 8436111 746 74,100 SH SOLE 0 74,100
SOUTHERN UN CO NEW COM 8440301 1,854 98,220 SH SOLE 0 98,220
SOUTHLAND CORP COM NEW8444364 1,113 547,848 SH SOLE 0 547,848
SOUTHTRUST CORP COM 8447301 16,996 455,492 SH SOLE 0 455,492
SOUTHWEST AIRLS CO COM 8447411 28,846 953,577 SH SOLE 0 953,577
SOUTHWEST BANCORPORA COM 84476R1 254 20,600 SH SOLE 0 20,600
SOUTHWEST GAS CORP COM 8448951 2,795 101,622 SH SOLE 0 101,622
SOUTHWESTERN ENERGY COM 8454671 815 115,469 SH SOLE 0 115,469
SOVEREIGN BANCORP IN COM 8459051 5,450 444,903 SH SOLE 0 444,903
SOVRAN SELF STORAGE COM 84610H1 811 34,800 SH SOLE 0 34,800
SPARTECH CORP COM NEW8472202 967 46,900 SH SOLE 0 46,900
SPECIALTY EQUIP COS COM 8474972 1,130 40,900 SH SOLE 0 40,900
SPEEDWAY MOTORSPORTS COM 8477881 499 12,100 SH SOLE 0 12,100
SPELLING ENTMT GROUP COM 8478071 1,944 222,214 SH SOLE 0 222,214
SPIEKER PPTYS INC COM 8484971 6,381 181,008 SH SOLE 0 181,008
SPLASH TECHNOLOGY HL COM 8486231 146 24,155 SH SOLE 0 24,155
SPORTS AUTH INC COM 8491761 654 89,450 SH SOLE 0 89,450
SPORTSLINE USA INC COM 8489341 468 10,252 SH SOLE 0 10,252
SPRINGS INDS INC COM 8517831 1,402 51,790 SH SOLE 0 51,790
SPRINT CORP COM 8520611 123,935 1,263,027 SH SOLE 0 1,263,027
SPRINT CORP PCS COM8520615 54,198 1,223,093 SH SOLE 0 1,223,093
SPS TECHNOLOGIES INC COM 7846261 1,444 36,792 SH SOLE 0 36,792
SPX CORP COM 7846351 4,708 93,351 SH SOLE 0 93,351
SS+C TECHNOLOGIES IN COM 85227Q1 198 16,039 SH SOLE 0 16,039
ST JOE CO COM 7901481 1,581 65,199 SH SOLE 0 65,199
ST JOHN KNITS INC COM 7902891 1,463 55,480 SH SOLE 0 55,480
ST JUDE MED INC COM 7908491 6,661 273,273 SH SOLE 0 273,273
ST MARY LD + EXPL CO COM 7922281 214 12,300 SH SOLE 0 12,300
ST PAUL BANCORP INC COM 7928481 4,069 187,879 SH SOLE 0 187,879
ST PAUL COS INC COM 7928601 19,918 641,234 SH SOLE 0 641,234
STAFF LEASING INC COM 8523811 1,146 80,082 SH SOLE 0 80,082
STAFFMARK INC COM 8523891 191 24,200 SH SOLE 0 24,200
STAGE STORES INC COM 85254C1 396 54,683 SH SOLE 0 54,683
STANDARD MTR PRODS I CL A 8536661 987 47,696 SH SOLE 0 47,696
STANDARD PAC CORP NE COM 85375C1 1,349 104,769 SH SOLE 0 104,769
STANDARD PRODS CO COM 8538361 924 56,864 SH SOLE 0 56,864
STANDARD REGISTER COM 8538871 2,937 98,941 SH SOLE 0 98,941
STANDEX INTL CORP COM 8542311 1,967 89,909 SH SOLE 0 89,909
STANLEY WORKS COM 8546161 17,302 675,201 SH SOLE 0 675,201
STAPLES INC COM 8550301 48,796 1,484,298 SH SOLE 0 1,484,298
STAR TELECOMMUNICATI COM 8549231 194 20,134 SH SOLE 0 20,134
STARBUCKS CORP COM 8552441 15,657 557,918 SH SOLE 0 557,918
STARRETT L S CO CL A FO8556681 807 29,884 SH SOLE 0 29,884
STARWOOD FINL TR MD CL A SH85568W1 1,571 32,219 SH SOLE 0 32,219
STARWOOD HOTELS + RE 1 CL B 85590A2 17,098 598,600 SH SOLE 0 598,600
STATE AUTO FINL CORP COM 8557071 529 48,900 SH SOLE 0 48,900
STATE STREET CORPORA COM 8574771 44,814 545,203 SH SOLE 0 545,203
STATEN IS BANCORP IN COM 8575501 1,011 58,795 SH SOLE 0 58,795
STATION CASINOS INC COM 8576891 862 67,606 SH SOLE 0 67,606
STEEL DYNAMICS INC COM 8581191 579 34,954 SH SOLE 0 34,954
STEIN MART INC COM 8583751 634 63,448 SH SOLE 0 63,448
STEPAN CHEM CO COM 8585861 387 17,400 SH SOLE 0 17,400
STERIS CORP COM 8591521 6,653 249,878 SH SOLE 0 249,878
STERLING BANCSHARES COM 8589071 200 19,300 SH SOLE 0 19,300
STERLING COMM INC COM 8592051 20,737 674,380 SH SOLE 0 674,380
STERLING SOFTWARE IN COM 8595471 12,145 511,380 SH SOLE 0 511,380
STEWART + STEVENSON COM 8603421 1,259 163,808 SH SOLE 0 163,808
STEWART ENTERPRISES CL A 8603701 3,556 221,362 SH SOLE 0 221,362
STILLWATER MNG CO COM 86074Q1 1,871 70,950 SH SOLE 0 70,950
STONE + WEBSTER INC COM 8615721 991 43,336 SH SOLE 0 43,336
STONE ENERGY CORP COM 8616421 989 30,900 SH SOLE 0 30,900
STORAGE TECHNOLOGY C COM PAR8621112 11,488 412,138 SH SOLE 0 412,138
STORAGE USA INC COM 8619071 2,305 81,247 SH SOLE 0 81,247
STRIDE RITE CORP COM 8633141 1,513 123,489 SH SOLE 0 123,489
STRUCTURAL DYNAMICS COM RTS8635551 2,194 115,120 SH SOLE 0 115,120
STRYKER CORP COM 8636671 15,794 313,144 SH SOLE 0 313,144
STUDENT LN CORP COM 8639021 151 4,028 SH SOLE 0 4,028
STURM RUGER + CO INC COM 8641591 871 87,128 SH SOLE 0 87,128
SUBURBAN LODGES AMER COM 8644441 106 15,277 SH SOLE 0 15,277
SUIZA FOODS CORP COM 8650771 1,298 38,545 SH SOLE 0 38,545
SUMMIT BANCORP COM 8660051 20,960 537,433 SH SOLE 0 537,433
SUMMIT PPTYS INC COM 8662391 1,026 61,503 SH SOLE 0 61,503
SUN CMNTYS INC COM 8666741 1,572 49,499 SH SOLE 0 49,499
SUN HEALTHCARE GROUP COM 8669331 82 82,038 SH SOLE 0 82,038
SUN MICROSYSTEMS INC COM 8668101 152,603 1,220,211 SH SOLE 0 1,220,211
SUNBEAM CORP DEL NEW COM 8670711 1,615 290,414 SH SOLE 0 290,414
SUNDSTRAND CORP COM 8673231 17,397 250,318 SH SOLE 0 250,318
SUNGARD DATA SYS INC COM 8673631 11,831 295,778 SH SOLE 0 295,778
SUNGLASS HUT INTL IN COM 86736F1 1,354 128,960 SH SOLE 0 128,960
SUNOCO INC COM 86764P1 33,597 931,634 SH SOLE 0 931,634
SUNRISE ASSISTED LIV COM 86768K1 880 19,318 SH SOLE 0 19,318
SUNRISE MED INC COM 8679101 380 60,857 SH SOLE 0 60,857
SUNSTONE HOTEL INVS COM 8679331 761 105,900 SH SOLE 0 105,900
SUNTERRA CORP COM 86787D1 1,605 164,659 SH SOLE 0 164,659
SUNTRUST BKS INC COM 8679141 57,223 919,239 SH SOLE 0 919,239
SUPERGEN INC COM 8680591 213 20,825 SH SOLE 0 20,825
SUPERIOR CONSULTANT COM 8681461 522 15,300 SH SOLE 0 15,300
SUPERIOR INDS INTL I COM 8681681 1,904 81,888 SH SOLE 0 81,888
SUPERIOR SVCS INC COM 8683161 703 35,500 SH SOLE 0 35,500
SUPERIOR TELECOM INC COM 8683651 375 19,863 SH SOLE 0 19,863
SUPERVALU INC COM 8685361 7,405 359,008 SH SOLE 0 359,008
SUSQUEHANNA BANCSHAR COM 8690991 951 51,738 SH SOLE 0 51,738
SWIFT ENERGY CO COM 8707381 414 49,010 SH SOLE 0 49,010
SWIFT TRANSN INC COM 8707561 1,491 58,335 SH SOLE 0 58,335
SYBASE INC COM 8711301 1,573 198,127 SH SOLE 0 198,127
SYBRON INTL CORP WIS COM 87114F1 16,186 647,444 SH SOLE 0 647,444
SYKES ENTERPRISES IN COM 8712371 684 21,156 SH SOLE 0 21,156
SYLVAN LEARNING SYS COM 8713991 5,701 208,250 SH SOLE 0 208,250
SYMANTEC CORP COM 8715031 2,950 174,160 SH SOLE 0 174,160
SYMBOL TECHNOLOGIES COM 8715081 9,653 214,507 SH SOLE 0 214,507
SYMS CORP COM 8715511 150 20,194 SH SOLE 0 20,194
SYNETIC INC COM 87160F1 2,654 47,500 SH SOLE 0 47,500
SYNOPSYS INC COM 8716071 14,071 261,791 SH SOLE 0 261,791
SYNOVUS FINL CORP COM 87161C1 17,107 836,931 SH SOLE 0 836,931
SYSCO CORP COM 8718291 27,103 1,030,042 SH SOLE 0 1,030,042
SYSTEM SOFTWARE ASSO COM 8718391 249 110,886 SH SOLE 0 110,886
SYSTEMS + COMPUTER T COM 8718731 1,065 106,466 SH SOLE 0 106,466
TALBOTS INC COM 8741611 221 9,058 SH SOLE 0 9,058
TANDY CORP COM 8753821 21,079 330,321 SH SOLE 0 330,321
TANGER FACTORY OUTLE COM 8754651 268 14,000 SH SOLE 0 14,000
TAUBMAN CENTERS INC REIT 8766641 1,367 111,600 SH SOLE 0 111,600
TCA CABLE TV INC COM 8722411 8,660 199,086 SH SOLE 0 199,086
TCF FINANCIAL CORP COM 8722751 8,635 331,314 SH SOLE 0 331,314
TCI SATELLITE ENTMT CL A 8722981 142 216,560 SH SOLE 0 216,560
TECH DATA CORP COM 8782371 3,565 155,407 SH SOLE 0 155,407
TECHNE CORP COM 8783771 2,151 74,500 SH SOLE 0 74,500
TECHNITROL INC COM 8785551 1,008 43,700 SH SOLE 0 43,700
TECHNOLOGY SOLUTIONS COM 87872T1 782 109,725 SH SOLE 0 109,725
TECO ENERGY INC COM 8723751 8,556 430,471 SH SOLE 0 430,471
TECUMSEH PRODS CO CL A 8788952 3,233 63,464 SH SOLE 0 63,464
TEJON RANCH CO COM 8790801 522 31,543 SH SOLE 0 31,543
TEKELEC INC COM 8791011 994 135,952 SH SOLE 0 135,952
TEKTRONIX INC COM 8791311 3,333 131,995 SH SOLE 0 131,995
TEL SAVE COM INC COM 8791761 980 93,900 SH SOLE 0 93,900
TELEFLEX INC COM 8793691 3,953 116,056 SH SOLE 0 116,056
TELEPHONE + DATA SYS COM 8794331 9,144 162,203 SH SOLE 0 162,203
TELETECH HLDGS INC COM 8799391 256 39,084 SH SOLE 0 39,084
TELLABS INC COM 8796641 94,280 964,498 SH SOLE 0 964,498
TELXON CORP COM 8797001 606 64,164 SH SOLE 0 64,164
TEMPLE INLAND INC COM 8798681 10,881 173,408 SH SOLE 0 173,408
TENET HEALTHCARE COR COM 88033G1 16,357 863,729 SH SOLE 0 863,729
TENNANT CO COM 8803451 1,501 43,824 SH SOLE 0 43,824
TENNECO INC NEW COM 88037E1 33,424 1,196,394 SH SOLE 0 1,196,394
TERADYNE INC COM RTS8807701 15,988 293,023 SH SOLE 0 293,023
TEREX CORP NEW COM 8807791 499 20,700 SH SOLE 0 20,700
TERRA INDS INC COM 8809151 6,641 1,455,516 SH SOLE 0 1,455,516
TESORO PETE CORP COM 8816091 973 88,425 SH SOLE 0 88,425
TETRA TECH INC NEW COM 88162G1 1,479 70,202 SH SOLE 0 70,202
TETRA TECHNOLOGIES I COM 88162F1 297 44,000 SH SOLE 0 44,000
TEXACO INC COM 8816941 88,187 1,553,952 SH SOLE 0 1,553,952
TEXAS INDS INC COM 8824911 1,871 75,396 SH SOLE 0 75,396
TEXAS INSTRS INC COM 8825081 109,212 1,100,373 SH SOLE 0 1,100,373
TEXAS REGL BANCSHARE CL A VT8826731 369 13,650 SH SOLE 0 13,650
TEXAS UTILS CO COM 8828481 33,135 794,584 SH SOLE 0 794,584
TEXTRON INC COM 8832031 35,624 460,403 SH SOLE 0 460,403
THE TRUST COMPANY OF COM 8983041 540 22,281 SH SOLE 0 22,281
THERAGENICS CORP COM 8833751 442 63,200 SH SOLE 0 63,200
THERMEDICS INC COM 8839011 487 69,012 SH SOLE 0 69,012
THERMO CARDIOSYSTEMS COM NON88355K2 515 64,413 SH SOLE 0 64,413
THERMO ECOTEK CORP COM 88355R1 99 12,314 SH SOLE 0 12,314
THERMO ELECTRON CORP COM 8835561 5,990 441,655 SH SOLE 0 441,655
THERMO FIBERTEK INC COM 88355W1 546 75,987 SH SOLE 0 75,987
THERMO INSTR SYS INC COM 8835591 1,671 115,743 SH SOLE 0 115,743
THERMOLASE COM 8836241 37 13,000 SH SOLE 0 13,000
THERMOQUEST CORP COM 8836551 65 5,348 SH SOLE 0 5,348
THERMOTREX CORP COM 8836661 155 26,945 SH SOLE 0 26,945
THOMAS + BETTS CORP COM 8843151 6,059 161,296 SH SOLE 0 161,296
THOMAS INDS INC COM 8844251 4,607 245,702 SH SOLE 0 245,702
THOR INDS INC COM 8851601 1,108 48,981 SH SOLE 0 48,981
THORNBURG MTG ASSET COM 8852181 502 58,187 SH SOLE 0 58,187
TIDEWATER INC COM 8864231 5,481 211,819 SH SOLE 0 211,819
TIFFANY + CO NEW COM 8865471 7,865 105,214 SH SOLE 0 105,214
TIG HLDGS INC COM 8724691 3,606 221,068 SH SOLE 0 221,068
TIMBERLAND CO CL A 8871001 2,623 41,590 SH SOLE 0 41,590
TIME WARNER INC COM 8873151 253,611 3,569,640 SH SOLE 0 3,569,640
TIMES MIRROR CO NEW COM SER8873641 18,471 341,565 SH SOLE 0 341,565
TIMKEN CO COM 8873891 2,719 167,299 SH SOLE 0 167,299
TITAN EXPL INC COM 8882891 159 31,896 SH SOLE 0 31,896
TITAN INTL INC ILL COM 88830M1 166 21,624 SH SOLE 0 21,624
TITANIUM METALS CORP COM 8883391 234 40,677 SH SOLE 0 40,677
TJ INTL INC COM 8725341 1,431 59,334 SH SOLE 0 59,334
TJX COS INC NEW COM 8725401 42,604 1,253,062 SH SOLE 0 1,253,062
TMP WORLDWIDE INC COM 8729411 2,816 43,442 SH SOLE 0 43,442
TNP ENTERPRISES INC COM 8725941 1,334 46,395 SH SOLE 0 46,395
TOLL BROS INC COM 8894781 1,737 95,829 SH SOLE 0 95,829
TOOTSIE ROLL INDS IN COM 8905161 11,048 240,169 SH SOLE 0 240,169
TORCHMARK INC COM 8910271 12,316 389,423 SH SOLE 0 389,423
TORO CO COM 8910921 1,568 49,973 SH SOLE 0 49,973
TOSCO CORP COM NEW8914903 10,618 427,913 SH SOLE 0 427,913
TOTAL RENAL CARE HLD COM 89151A1 2,380 216,364 SH SOLE 0 216,364
TOTAL SYS SVCS INC COM 8919061 4,757 253,695 SH SOLE 0 253,695
TOWER AUTOMOTIVE INC COM 8917071 1,173 63,000 SH SOLE 0 63,000
TOWER RLTY TR INC COM 89185E1 914 48,286 SH SOLE 0 48,286
TOWN + CNTRY TR SH BEN 8920811 767 50,927 SH SOLE 0 50,927
TOYS R US INC COM 8923351 15,119 803,649 SH SOLE 0 803,649
TRAMMELL CROW CO COM 89288R1 1,677 90,652 SH SOLE 0 90,652
TRANS WORLD AIRLS IN COM PAR8933498 883 170,200 SH SOLE 0 170,200
TRANSACTION NETWORK COM 8934141 218 13,311 SH SOLE 0 13,311
TRANSACTION SYS ARCH CL A 8934161 3,812 105,900 SH SOLE 0 105,900
TRANSAMERICA CORP COM 8934851 25,810 363,526 SH SOLE 0 363,526
TRANSATLANTIC HLDGS COM 8935211 3,464 46,185 SH SOLE 0 46,185
TRANSKARYOTIC THERAP COM 8937351 1,311 41,287 SH SOLE 0 41,287
TRANSMONTAIGNE INC COM 8939341 194 16,000 SH SOLE 0 16,000
TRANSOCEAN OFFSHORE COM 8938171 7,926 275,090 SH SOLE 0 275,090
TRANSTEXAS GAS CORP COM 8938951 36 36,027 SH SOLE 0 36,027
TRAVELERS PPTY CAS C CL A 8939391 6,535 182,800 SH SOLE 0 182,800
TREDEGAR INDS INC COM 8946501 10,072 325,575 SH SOLE 0 325,575
TREMONT CORP DEL COM PAR8947452 783 44,401 SH SOLE 0 44,401
TRENDWEST RESORTS IN COM 8949171 1,921 136,000 SH SOLE 0 136,000
TRENWICK GROUP INC COM 8952901 1,558 55,402 SH SOLE 0 55,402
TREX MED CORP COM 89531R1 44 7,093 SH SOLE 0 7,093
TRIAD GTY INC COM 8959251 285 21,000 SH SOLE 0 21,000
TRIANGLE BANCORP INC COM 8958351 255 15,300 SH SOLE 0 15,300
TRIANGLE PHARMACEUTI COM 89589H1 301 28,209 SH SOLE 0 28,209
TRIARC COS INC CL A 8959271 1,796 102,988 SH SOLE 0 102,988
TRIBUNE CO NEW COM 8960471 22,253 340,063 SH SOLE 0 340,063
TRICO MARINE SVCS IN COM 8961061 166 29,268 SH SOLE 0 29,268
TRICON GLOBAL RESTAU COM 8959531 30,479 433,871 SH SOLE 0 433,871
TRIGON HEALTHCARE IN COM 89618L1 291 8,500 SH SOLE 0 8,500
TRIMBLE NAVIGATION L COM 8962391 452 46,386 SH SOLE 0 46,386
TRIMERIS INC COM 8962631 844 66,199 SH SOLE 0 66,199
TRINET CORP RLTY TR COM 8962871 1,677 66,100 SH SOLE 0 66,100
TRINITY INDS INC COM 8965221 4,238 144,271 SH SOLE 0 144,271
TRIUMPH GROUP INC NE COM 8968181 372 15,825 SH SOLE 0 15,825
TRUE NORTH COMMUNICA COM 8978441 1,772 63,290 SH SOLE 0 63,290
TRUSTCO BK CORP N Y COM 8983491 1,822 72,875 SH SOLE 0 72,875
TRUSTMARK CORP COM 8984021 4,164 211,516 SH SOLE 0 211,516
TRW INC COM 8726491 15,883 349,087 SH SOLE 0 349,087
TUBOSCOPE INC COM 8986001 1,094 121,500 SH SOLE 0 121,500
TUPPERWARE CORP COM 8998961 3,075 170,849 SH SOLE 0 170,849
TV GUIDE INC CL A 87307Q1 9,075 246,100 SH SOLE 0 246,100
TWINLAB CORP COM 9017741 372 39,720 SH SOLE 0 39,720
TYCO INTL LTD NEW COM 9021241 144,644 2,015,940 SH SOLE 0 2,015,940
TYLER CORP DEL COM 9021841 170 38,937 SH SOLE 0 38,937
TYSON FOODS INC (DEL CL A CO9024941 10,083 487,387 SH SOLE 0 487,387
U S FILTER CORP COM NEW9118432 8,718 284,656 SH SOLE 0 284,656
U S FOODSERVICE COM 90331R1 12,075 259,677 SH SOLE 0 259,677
U S HOME CORP NEW COM 9119201 1,441 44,175 SH SOLE 0 44,175
U S INDS INC NEW COM 9120801 28,868 1,756,257 SH SOLE 0 1,756,257
U S OFFICE PRODS CO COM NEW9123253 150 37,471 SH SOLE 0 37,471
U S RESTAURANT PPTYS COM 9029711 672 34,800 SH SOLE 0 34,800
U S TR CORP NEW COM 91288L1 5,939 80,060 SH SOLE 0 80,060
U S WEST INC NEW COM 91273H1 77,737 1,411,793 SH SOLE 0 1,411,793
UAL CORP COM PAR9025495 17,298 222,120 SH SOLE 0 222,120
UCAR INTL INC COM 90262K1 995 70,469 SH SOLE 0 70,469
UDC HOMES INC COM 9026461 254 35,700 SH SOLE 0 35,700
UGI CORP NEW COM 9026811 17,277 1,035,302 SH SOLE 0 1,035,302
UICI COM 9027371 2,550 113,352 SH SOLE 0 113,352
ULTRAMAR DIAMOND SHA COM 9040001 7,213 333,565 SH SOLE 0 333,565
ULTRATECH STEPPER IN COM 9040341 454 32,120 SH SOLE 0 32,120
UMB FINL CORP COM 9027881 2,702 69,725 SH SOLE 0 69,725
UNICOM CORP COM 9049111 21,948 600,288 SH SOLE 0 600,288
UNIFI INC COM 9046771 2,787 218,560 SH SOLE 0 218,560
UNIFIRST CORP COM 9047081 1,655 78,332 SH SOLE 0 78,332
UNION CAMP CORP COM 9055301 14,006 208,657 SH SOLE 0 208,657
UNION CARBIDE CORP COM 9055811 17,261 381,991 SH SOLE 0 381,991
UNION PAC CORP COM 9078181 50,599 946,887 SH SOLE 0 946,887
UNION PACIFIC RES GR COM 9078341 8,591 723,423 SH SOLE 0 723,423
UNION PLANTERS CORP COM 9080681 15,737 358,179 SH SOLE 0 358,179
UNIONBANCAL CORP COM 9089061 6,613 194,130 SH SOLE 0 194,130
UNIPHASE CORP COM 9091491 18,236 158,400 SH SOLE 0 158,400
UNISOURCE ENERGY COR COM 9092051 1,003 90,625 SH SOLE 0 90,625
UNISOURCE WORLDWIDE COM 9092081 1,359 190,671 SH SOLE 0 190,671
UNISYS CORP COM 9092141 19,633 709,078 SH SOLE 0 709,078
UNITED ASSET MGMT CO COM 9094201 4,579 202,404 SH SOLE 0 202,404
UNITED AUTO GROUP IN COM 9094401 218 28,122 SH SOLE 0 28,122
UNITED BANKSHARES IN COM 9099071 1,379 60,280 SH SOLE 0 60,280
UNITED COS FINL CORP COM 9098701 28 78,562 SH SOLE 0 78,562
UNITED DOMINION RLTY COM 9101971 3,120 304,376 SH SOLE 0 304,376
UNITED FIRE CAS CO COM 9103311 1,134 44,041 SH SOLE 0 44,041
UNITED HEALTHCARE CO COM 9105811 28,555 542,612 SH SOLE 0 542,612
UNITED ILLUM CO COM 9106371 2,197 52,397 SH SOLE 0 52,397
UNITED INTL HLDGS IN CL A 9107341 2,990 68,742 SH SOLE 0 68,742
UNITED PAYORS + UTD COM 9113191 462 20,013 SH SOLE 0 20,013
UNITED RENTALS INC COM 9113631 985 34,550 SH SOLE 0 34,550
UNITED STATES CELLUL COM 9116841 1,739 39,512 SH SOLE 0 39,512
UNITED STATIONERS IN COM 9130041 860 56,400 SH SOLE 0 56,400
UNITED TECHNOLOGIES COM 9130171 99,742 736,440 SH SOLE 0 736,440
UNITED TELEVISION IN COM 9130661 3,552 34,151 SH SOLE 0 34,151
UNITED WIS INC NEW COM 9132381 87 11,941 SH SOLE 0 11,941
UNITED WTR RES INC COM 9131901 2,249 108,394 SH SOLE 0 108,394
UNITRIN INC COM 9132751 7,571 242,258 SH SOLE 0 242,258
UNITRODE CORP COM 9132831 1,361 97,188 SH SOLE 0 97,188
UNIVERSAL CORP VA COM 9134561 3,849 150,589 SH SOLE 0 150,589
UNIVERSAL FOODS CORP COM RTS9135381 4,350 210,886 SH SOLE 0 210,886
UNIVERSAL FST PRODS COM 9135431 929 45,298 SH SOLE 0 45,298
UNIVERSAL HEALTH SVC CL B 9139031 4,365 100,934 SH SOLE 0 100,934
UNIVISION COMMUNICAT CL A 9149061 2,661 53,214 SH SOLE 0 53,214
UNOCAL CORP COM 9152891 25,602 694,292 SH SOLE 0 694,292
UNOVA INC COM 91529B1 1,068 80,996 SH SOLE 0 80,996
UNUM CORP COM 9031921 19,046 400,435 SH SOLE 0 400,435
URBAN OUTFITTERS INC COM 9170471 434 30,886 SH SOLE 0 30,886
URBAN SHOPPING CTRS COM 9170601 1,143 39,828 SH SOLE 0 39,828
UROGEN CORP COM 9172711 7 19,700 SH SOLE 0 19,700
US AIRWAYS GROUP INC COM 9119051 13,269 271,842 SH SOLE 0 271,842
US BANCORP DEL COM 9029731 72,263 2,121,477 SH SOLE 0 2,121,477
US BIOSCIENCE INC COM 9116462 866 79,647 SH SOLE 0 79,647
US FREIGHTWAYS CORP COM 9169061 1,592 48,441 SH SOLE 0 48,441
USA NETWORKS INC COM 9029841 26,702 745,617 SH SOLE 0 745,617
USBANCORP INC COM 9172921 993 67,917 SH SOLE 0 67,917
USG CORP COM NEW9032934 7,526 146,498 SH SOLE 0 146,498
UST CORP COM 9029001 1,371 62,758 SH SOLE 0 62,758
UST INC COM USD9029111 14,001 535,911 SH SOLE 0 535,911
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USX MARATHON GROUP COM NEW9029058 22,636 823,116 SH SOLE 0 823,116
USX U S STL GROUP COM 90337T1 5,442 231,565 SH SOLE 0 231,565
UTILICORP UTD INC COM 9180051 4,490 197,371 SH SOLE 0 197,371
V F CORP COM 9182041 16,450 348,508 SH SOLE 0 348,508
VAIL RESORTS INC COM 91879Q1 87 5,500 SH SOLE 0 5,500
VALASSIS COMMUNICATI COM 9188661 5,086 98,285 SH SOLE 0 98,285
VALERO ENERGY CORP COM 91913Y1 3,957 159,065 SH SOLE 0 159,065
VALHI INC NEW COM 9189051 2,605 229,030 SH SOLE 0 229,030
VALLEY NATL BANCORP COM 9197941 4,309 171,083 SH SOLE 0 171,083
VALMONT INDS INC COM 9202531 1,136 81,868 SH SOLE 0 81,868
VALSPAR CORP COM 9203551 7,293 231,076 SH SOLE 0 231,076
VALUE CITY DEPT STOR COM 9203871 497 50,949 SH SOLE 0 50,949
VALUE LINE INC COM 9204371 1,055 30,520 SH SOLE 0 30,520
VANGUARD CELLULAR SY CL A 9220221 4,200 153,763 SH SOLE 0 153,763
VANTIVE CORP COM 9220911 750 62,200 SH SOLE 0 62,200
VARCO INTL INC COM 9221261 2,248 202,032 SH SOLE 0 202,032
VARIAN MED SYS INC COM 92220P1 4,629 119,466 SH SOLE 0 119,466
VARLEN CORP COM 9222481 282 12,806 SH SOLE 0 12,806
VASTAR RES INC COM 9223801 6,320 132,365 SH SOLE 0 132,365
VEECO INSTRS INC DEL COM 9224171 465 12,600 SH SOLE 0 12,600
VENATOR GROUP INC COM 9229441 15,979 2,262,566 SH SOLE 0 2,262,566
VENCOR INC NEW COM 92260R1 227 173,273 SH SOLE 0 173,273
VENTAS INC COM 92276F1 1,136 189,273 SH SOLE 0 189,273
VERITAS SOFTWARE COR COM 9234361 10,187 126,150 SH SOLE 0 126,150
VERMONT FINANCIAL SV COM 9241801 986 34,900 SH SOLE 0 34,900
VERTEX PHARMACEUTICA COM 92532F1 1,634 64,732 SH SOLE 0 64,732
VESTA INS GROUP INC COM 9253911 218 42,462 SH SOLE 0 42,462
VETERINARY CTRS AMER COM 9255141 799 56,600 SH SOLE 0 56,600
VIACOM INC CL B 9255243 84,022 1,001,006 SH SOLE 0 1,001,006
VIAD CORP COM 92552R1 7,184 258,302 SH SOLE 0 258,302
VIASOFT INC COM 92552U1 574 139,100 SH SOLE 0 139,100
VICAL INC COM 9256021 522 50,900 SH SOLE 0 50,900
VICOR CORP COM 9258151 1,543 123,446 SH SOLE 0 123,446
VINTAGE PETE INC COM 9274601 676 75,108 SH SOLE 0 75,108
VISHAY INTERTECHNOLO COM 9282981 2,628 181,255 SH SOLE 0 181,255
VISIO CORP COM 9279141 1,693 60,200 SH SOLE 0 60,200
VISUAL NETWORKS INC COM 9284441 316 8,451 SH SOLE 0 8,451
VISX INC DEL COM 92844S1 7,503 69,752 SH SOLE 0 69,752
VITESSE SEMICONDUCTO COM 9284971 9,006 177,900 SH SOLE 0 177,900
VIVUS COM 9285511 378 94,400 SH SOLE 0 94,400
VLASIC FOODS INTL IN COM 9285591 1,693 130,831 SH SOLE 0 130,831
VLSI TECHNOLOGY INC COM 9182701 3,472 179,218 SH SOLE 0 179,218
VOLT INFORMATION SCI COM 9287031 956 58,152 SH SOLE 0 58,152
VORNADO OPER CO COM 92904N1 48 7,975 SH SOLE 0 7,975
VORNADO RLTY TR COM 9290421 5,993 173,720 SH SOLE 0 173,720
VULCAN MATLS CO COM 9291601 15,682 379,599 SH SOLE 0 379,599
VWR SCIENTIFIC PRODS COM RTS9184351 1,052 46,766 SH SOLE 0 46,766
WABASH NATL CORP COM 9295661 291 25,045 SH SOLE 0 25,045
WACHOVIA CORP NEW COM 9297711 48,842 601,599 SH SOLE 0 601,599
WACKENHUT CORRECTION COM 9297981 603 31,200 SH SOLE 0 31,200
WADDELL + REED FINL CL A 9300591 464 22,652 SH SOLE 0 22,652
WADDELL + REED FINL CL B 9300592 1,938 97,499 SH SOLE 0 97,499
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WALDEN RESIDENTIAL P COM 9312101 844 47,900 SH SOLE 0 47,900
WALGREEN CO COM 9314221 79,538 2,815,496 SH SOLE 0 2,815,496
WALLACE COMPUTER SER COM 9322701 2,005 101,184 SH SOLE 0 101,184
WALTER INDS INC COM 93317Q1 857 76,200 SH SOLE 0 76,200
WANG LABS INC NEW COM 93369N1 3,249 165,543 SH SOLE 0 165,543
WARNACO GROUP INC COM CL 9343901 4,028 163,165 SH SOLE 0 163,165
WARNER LAMBERT CO COM 9344881 158,811 2,399,248 SH SOLE 0 2,399,248
WASHINGTON FED INC COM 9388241 4,529 215,643 SH SOLE 0 215,643
WASHINGTON GAS LT CO COM 9388371 3,621 160,050 SH SOLE 0 160,050
WASHINGTON MUT INC COM 9393221 67,798 1,658,668 SH SOLE 0 1,658,668
WASHINGTON POST CO CL B 9396401 14,391 27,596 SH SOLE 0 27,596
WASHINGTON REAL ESTA SH BEN 9396531 1,772 108,656 SH SOLE 0 108,656
WASTE MGMT INC DEL COM 94106L1 105,786 2,383,904 SH SOLE 0 2,383,904
WATERS CORP COM 9418481 10,623 101,111 SH SOLE 0 101,111
WATSCO INC COM 9426222 965 66,000 SH SOLE 0 66,000
WATSON PHARMACEUTICA COM 9426831 15,087 341,924 SH SOLE 0 341,924
WATTS INDS INC CL A 9427491 728 53,704 SH SOLE 0 53,704
WAUSAU MOSINEE PAPER COM 9433151 2,905 207,472 SH SOLE 0 207,472
WAVEPHORE INC COM 9435671 516 64,000 SH SOLE 0 64,000
WD 40 CO COM 9292361 1,605 55,348 SH SOLE 0 55,348
WEATHERFORD INTL INC COM 9470741 5,998 229,572 SH SOLE 0 229,572
WEBB DEL CORP COM 9474231 1,193 54,992 SH SOLE 0 54,992
WEBSTER FINL CORP WA COM 9478901 1,477 51,160 SH SOLE 0 51,160
WEEKS CORP COM 94856P1 1,634 57,200 SH SOLE 0 57,200
WEINGARTEN RLTY INVS SH BEN 9487411 3,110 78,488 SH SOLE 0 78,488
WEIS MKTS INC COM 9488491 2,953 80,896 SH SOLE 0 80,896
WELLMAN INC COM 9497021 1,010 113,840 SH SOLE 0 113,840
WELLPOINT HEALTH NET CL A 94973H1 9,440 124,522 SH SOLE 0 124,522
WELLS FARGO + CO NEW COM 9497461 172,092 4,908,149 SH SOLE 0 4,908,149
WELLSFORD REAL PPTYS COM 1449502401 636 72,667 SH SOLE 0 72,667
WENDYS INTL INC COM 9505901 10,100 355,181 SH SOLE 0 355,181
WERNER ENTERPRISES I COM 9507551 2,592 164,570 SH SOLE 0 164,570
WESBANCO INC COM 9508101 1,438 47,744 SH SOLE 0 47,744
WESCO FINL CORP COM 9508171 2,925 8,654 SH SOLE 0 8,654
WEST MARINE INC COM 9542351 75 8,500 SH SOLE 0 8,500
WEST PHARMACEUTICAL COM 9553061 1,880 58,991 SH SOLE 0 58,991
WEST TELESERVICES CO COM 9561881 283 33,298 SH SOLE 0 33,298
WESTAMERICA BANCORPO COM 9570901 4,132 130,654 SH SOLE 0 130,654
WESTCORP INC COM 9579071 629 81,198 SH SOLE 0 81,198
WESTERN BANCORP COM 9576831 510 16,482 SH SOLE 0 16,482
WESTERN DIGITAL CORP COM RTS9581021 2,657 337,458 SH SOLE 0 337,458
WESTERN GAS RES INC COM 9582591 511 68,114 SH SOLE 0 68,114
WESTERN INVT REAL ES SH BEN 9584681 775 74,703 SH SOLE 0 74,703
WESTERN RES INC COM 9594251 23,836 893,136 SH SOLE 0 893,136
WESTERN WIRELESS COR CL A 95988E2 2,429 67,000 SH SOLE 0 67,000
WESTFIELD AMER INC COM 9599101 1,517 87,018 SH SOLE 0 87,018
WESTINGHOUSE AIR BRA COM 9603861 1,263 60,500 SH SOLE 0 60,500
WESTPOINT STEVENS IN COM 9612381 3,497 126,320 SH SOLE 0 126,320
WESTVACO CORP COM 9615481 5,857 278,888 SH SOLE 0 278,888
WESTWOOD ONE INC COM 9618151 11,732 411,654 SH SOLE 0 411,654
WET SEAL INC CL A 9618401 376 10,200 SH SOLE 0 10,200
WEYERHAEUSER CO COM 9621661 31,317 564,262 SH SOLE 0 564,262
WHIRLPOOL CORP COM 9633201 11,883 218,538 SH SOLE 0 218,538
WHITMAN CORP COM 96647K1 5,189 301,910 SH SOLE 0 301,910
WHITNEY HLDG CORP COM 9666121 2,282 61,835 SH SOLE 0 61,835
WHITTMAN HART INC COM 9668341 795 36,964 SH SOLE 0 36,964
WHOLE FOODS MKT INC COM 9668371 5,081 147,807 SH SOLE 0 147,807
WICOR INC COM 9292531 2,554 126,146 SH SOLE 0 126,146
WILEY JOHN + SON CL A 9682232 4,055 96,544 SH SOLE 0 96,544
WILLAMETTE INDS INC COM 9691331 11,517 305,091 SH SOLE 0 305,091
WILLIAMS COS INC COM 9694571 49,635 1,256,577 SH SOLE 0 1,256,577
WILLIAMS SONOMA INC COM 9699041 4,071 144,114 SH SOLE 0 144,114
WILMAR INDS INC COM 9714261 1,133 76,500 SH SOLE 0 76,500
WILMINGTON TR CORP COM 9718071 6,885 120,518 SH SOLE 0 120,518
WIND RIV SYS INC COM 9731491 5,418 304,173 SH SOLE 0 304,173
WINDMERE DURABLE HLD COM 9734111 539 76,966 SH SOLE 0 76,966
WINN DIXIE STORES IN COM 9742801 15,538 415,735 SH SOLE 0 415,735
WINNEBAGO IND INC. COM 9746371 1,271 90,768 SH SOLE 0 90,768
WINSTAR COMMUNICATIO COM 9755151 4,951 136,224 SH SOLE 0 136,224
WISCONSIN CENT TRANS COM 9765921 1,953 147,409 SH SOLE 0 147,409
WISCONSIN ENERGY COR COM 9766571 10,086 386,981 SH SOLE 0 386,981
WITCO CORP COM 9773851 2,617 207,285 SH SOLE 0 207,285
WOLVERINE TUBE INC COM 9780931 628 29,720 SH SOLE 0 29,720
WOLVERINE WORLD WIDE COM 9780971 1,292 136,022 SH SOLE 0 136,022
WOODWARD GOVERNOR CO COM 9807451 158 6,300 SH SOLE 0 6,300
WORLD ACCESS INC COM 98141A1 366 44,997 SH SOLE 0 44,997
WORLD COLOR PRESS IN COM 9814431 2,355 110,800 SH SOLE 0 110,800
WORTHINGTON INDS IN COM 9818111 3,102 263,988 SH SOLE 0 263,988
WPS RES CORP COM 92931B1 2,677 90,748 SH SOLE 0 90,748
WRIGLEY WM JR CO COM 9825261 29,195 322,822 SH SOLE 0 322,822
WSFS FINL CORP COM 9293281 489 33,460 SH SOLE 0 33,460
WYMAN GORDON CO COM 9830851 818 88,463 SH SOLE 0 88,463
WYNNS INTL INC COM 9831951 1,530 87,750 SH SOLE 0 87,750
X RITE INC COM 9838571 593 91,302 SH SOLE 0 91,302
XEROX CORP COM 9841211 110,895 2,077,658 SH SOLE 0 2,077,658
XILINX INC COM 9839191 25,697 633,522 SH SOLE 0 633,522
XIRCOM INC COM 9839221 1,739 69,199 SH SOLE 0 69,199
XOMED SURGICAL PRODS COM 98412V1 130 3,300 SH SOLE 0 3,300
XTRA CORP COM 9841381 2,342 61,127 SH SOLE 0 61,127
XYLAN CORP COM 9841511 2,567 69,725 SH SOLE 0 69,725
YAHOO INC COM 9843321 70,530 418,888 SH SOLE 0 418,888
YANKEE ENERGY SYS IN COM 9847791 1,018 44,141 SH SOLE 0 44,141
YELLOW CORP COM 9855091 1,295 74,523 SH SOLE 0 74,523
YORK INTL CORP COM NEW9866701 4,596 130,163 SH SOLE 0 130,163
YOUNG BROADCASTING I CL A 9874341 1,273 27,900 SH SOLE 0 27,900
ZALE CORP NEW COM 9888581 6,104 178,534 SH SOLE 0 178,534
ZEBRA TECHNOLOGIES C CL A 9892071 1,219 51,328 SH SOLE 0 51,328
ZENITH NATL INS CORP COM 9893901 1,990 81,843 SH SOLE 0 81,843
ZILA INC COM PAR9895132 303 80,100 SH SOLE 0 80,100
ZIONS BANCORP COM 9897011 18,784 282,463 SH SOLE 0 282,463
ZOLTEK COMPANIES INC COM 98975W1 174 23,200 SH SOLE 0 23,200
ZONAGEN INC COM 98975L1 315 14,628 SH SOLE 0 14,628
TOTALS 37,312,943823,435,390 823,435,39
</TABLE>
