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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 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: Aeltus Investment Management, Inc.
Address: 10 State House Square
Hartford, CT 06103-3602
13F File Number: 28-1217
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing this report is authorized
to submit it, that all information contained herein is true, correct and com-
plete, and that it is understood that all required items, statements, schedules,
lists, and tables, are considered integral parts of this form.
Person Signing this Report:
Name: Michael J. Sheridan
Title: Vice President, Securities Operations & Assistant Treasurer
Phone: 860-275-3896
Signature, Place, and Date of Signing
Michael J. Sheridan Hartford, CT October 29, 1999
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
<PAGE>
FORN 13F SUMMARY REPORT
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 1,791
Form 13F Information Table Value Total: $20,968,663
List of Other included Managers:
No. 13F File Number Name
<PAGE>
<TABLE> <C> <C> <C> <C> <C> <C> <C>
AELTUS INVESTMENT MANAGEMENT, INC.
ITEM 6
INVESTMENT
DISCRETION
------------------
(A) (B) (C) ITEM7 ITEM 8
SOLE SHARED SHARED MAN- VOTING AUTHORITY
ITEM 2 ITEM 4 ITEM 5 AS OTHER AGERS (SHARES)
ITEM 3 DEFINED SEE -----------------
ITEM 1 TITLE FAIR SHARES OR IN INSTR INSTR (A) (B) (C)
OF CUSIP MARKET PRINCIPAL
NAME OF ISSUER CLASS NUMBER VALUE AMOUNT V V SOLE SHRD NONE
3COM CORP
COM 885535104 $42,576 1,480,900 X 1 1,480,900
A D C TELECOMMUNICATIONS
COM 000886101 $46,159 1,100,650 X 1 1,100,650
AAR CORP
COM 000361105 $22 1,200 X 1 1,200
AAVID THERMAL TECHNOLOGIES INC
COM 002539104 $950 42,100 X 1 42,100
ABBOTT LABS
COM 002824100 $34,937 950,662 X 1 950,662
ABERCROMBIE & FITCH CO
CL A 002896207 $201 5,900 X 1 5,900
ABM INDS INC
COM 000957100 $23 900 X 1 900
ACNIELSEN CORP
COM 004833109 $50 2,200 X 1 2,200
ACTION PERFORMANCE COS INC
COM 004933107 $19 900 X 1 900
ACTIVISION INC NEW
COM NEW 004930202 $4,131 234,400 X 1 234,400
ACUSON CORP
COM 005113105 $5 400 X 1 400
ACXIOM CORP
COM 005125109 $81 4,100 X 1 4,100
ADAPTEC INC
COM 00651F108 $242 6,100 X 1 6,100
ADAPTIVE BROADBAND CORP
COM 00650M104 $7 200 X 1 200
ADOBE SYS INC
COM 00724F101 $21,917 193,100 X 1 193,100
ADTRAN INC
COM 00738A106 $46 1,200 X 1 1,200
ADVANCE PARADIGM INC
COM 007491103 $1,073 19,600 X 1 19,600
ADVANCED DIGITAL INFORMATION
COM 007525108 $5,154 185,300 X 1 185,300
ADVANCED FIBRE COMMUNICATIONS
COM 00754A105 $2,781 125,000 X 1 125,000
ADVANCED MICRO DEVICES INC
COM 007903107 $149 8,698 X 1 8,698
ADVANCED RADIO TELECOM CORP
COM 00754U101 $1,120 88,700 X 1 88,700
ADVANTAGE LEARNING SYSTEMS
COM 00757K100 $1,226 65,800 X 1 65,800
ADVENT SOFTWARE INC
COM 007974108 $47 750 X 1 750
ADVO INC
COM 007585102 $2,163 108,500 X 1 108,500
AES CORP
COM 00130H105 $5,303 89,875 X 1 89,875
AETNA INC
COM 008117103 $382 7,750 X 1 7,750
AFC CABLE SYS INC
COM 000950105 $3,910 92,000 X 1 92,000
AFFILIATED COMPUTER SERVICES
CL A 008190100 $49 1,200 X 1 1,200
AFLAC INC
COM 001055102 $8,844 211,200 X 1 211,200
AGRIBRANDS INTL INC
COM 00849R105 $4,144 83,500 X 1 83,500
AIR EXPRESS INTL CORP
COM 009104100 $32 1,400 X 1 1,400
AIR PRODS & CHEMS INC
COM 009158106 $1,527 52,532 X 1 52,532
AIRBORNE FGHT CORP
COM 009266107 $1,668 79,200 X 1 79,200
AIRGAS INC
COM 009363102 $9 800 X 1 800
AK STL HLDG CORP
COM 001547108 $37 2,000 X 1 2,000
ALASKA AIR GROUP INC
COM 011659109 $7,653 188,100 X 1 188,100
ALBANY INTL CORP
CL A 012348108 $21 1,400 X 1 1,400
ALBEMARLE CORP
COM 012653101 $853 42,400 X 1 42,400
ALBERTO CULVER CO
CL B CONV 013068101 $272 11,772 X 1 11,772
ALBERTSONS INC
COM 013104104 $5,150 130,172 X 1 130,172
ALCAN ALUMINIUM LTD NEW
COM 013716105 $11,854 379,321 X 1 379,321
ALCIDE CORP
COM NEW 013742507 $1,400 112,000 X 1 112,000
ALCOA INC
COM 013817101 $13,245 213,406 X 1 213,406
ALEXANDER & BALDWIN INC
COM 014482103 $24 1,000 X 1 1,000
ALEXANDRIA REAL ESTATE EQ INC
COM 015271109 $3,730 126,700 X 1 126,700
ALFA CORP
COM 015385107 $348 21,400 X 1 21,400
ALLEGHENY ENERGY INC
COM 017361106 $938 29,500 X 1 29,500
ALLEGHENY TELEDYNE INC
COM 017415100 $1,384 82,002 X 1 82,002
ALLEGIANCE TELECOM INC
COM 01747T102 $2,631 50,000 X 1 50,000
ALLEN TELECOM INC
COM 018091108 $10 1,000 X 1 1,000
ALLERGAN INC
COM 018490102 $52,938 481,254 X 1 481,254
ALLIANT CORP
COM 018802108 $80 2,900 X 1 2,900
ALLIANT TECHSYSTEMS INC
COM 018804104 $4,526 65,300 X 1 65,300
ALLIED WASTE INDS INC
COM 019589308 $134 11,450 X 1 11,450
ALLIEDSIGNAL INC
COM 019512102 $72,337 1,206,866 X 1 1,206,866
ALLMERICA FINL CORP
COM 019754100 $157 3,300 X 1 3,300
ALLSTATE CORP
COM 020002101 $4,509 180,800 X 1 180,800
ALLTEL CORP
COM 020039103 $14,280 202,920 X 1 202,920
ALPHA INDS INC
COM 020753109 $3,046 54,000 X 1 54,000
ALPHARMA INC
CL A 020813101 $10,820 306,417 X 1 306,417
ALPINE GROUP INC
COM 020825105 $946 73,100 X 1 73,100
ALTERA CORP
COM 021441100 $11,208 258,400 X 1 258,400
ALZA CORP DEL
COM 022615108 $1,466 34,234 X 1 34,234
AMB PROPERTY CORP
COM 00163T109 $1,324 62,500 X 1 62,500
AMBAC FINL GROUP INC
COM 023139108 $12,029 253,900 X 1 253,900
AMCAST INDL CORP
COM 023395106 $8 600 X 1 600
AMCOL INTL CORP
COM 02341W103 $21 1,400 X 1 1,400
AMERADA HESS CORP
COM 023551104 $2,189 35,743 X 1 35,743
AMEREN CORP
COM 023608102 $2,539 67,136 X 1 67,136
AMERICA ONLINE INC DEL
COM 02364J104 $155,896 1,499,000 X 1 1,499,000
AMERICA WEST HLDG CORP
CL B 023657208 $11,132 643,000 X 1 643,000
AMERICAN ANNUITY GROUP INC
COM 023840101 $2,368 109,500 X 1 109,500
AMERICAN CAPITAL STRATEGIES
COM 024937104 $2,007 108,500 X 1 108,500
AMERICAN EAGLE OUTFITTERS NEW
COM 02553E106 $5,926 122,350 X 1 122,350
AMERICAN ELEC PWR INC
COM 025537101 $2,784 81,576 X 1 81,576
AMERICAN EXPRESS CO
COM 025816109 $30,727 228,238 X 1 228,238
AMERICAN FINL GROUP INC OHIO
COM 025932104 $65 2,300 X 1 2,300
AMERICAN FREIGHTWAYS CORP
COM 02629V108 $2,510 138,000 X 1 138,000
AMERICAN GENERAL CORP
COM 026351106 $35,074 555,076 X 1 555,076
AMERICAN GREETINGS CORP
CL A 026375105 $104 4,042 X 1 4,042
AMERICAN HEALTH PPTYS INC
COM 026494104 $2,244 111,500 X 1 111,500
AMERICAN HOME PRODS CORP
COM 026609107 $25,623 617,422 X 1 617,422
AMERICAN INTL GROUP INC
COM 026874107 $111,943 1,287,622 X 1 1,287,622
AMERICAN MGMT SYS INC
COM 027352103 $3,015 117,500 X 1 117,500
AMERICAN PWR CONVERSION CORP
COM 029066107 $65 3,400 X 1 3,400
AMERICAN STD COS INC DEL
COM 029712106 $155 4,000 X 1 4,000
AMERICAN STS WTR CO
COM 029899101 $20 600 X 1 600
AMERICAN WTR WKS INC
COM 030411102 $72 2,500 X 1 2,500
AMERICAN XTAL TECHNOLOGY INC
COM 030514103 $654 30,600 X 1 30,600
AMERICREDIT CORP
COM 03060R101 $75 5,000 X 1 5,000
AMERITECH CORP NEW
COM 030954101 $98,329 1,463,496 X 1 1,463,496
AMES DEPT STORES INC
COM NEW 030789507 $89 2,800 X 1 2,800
AMETEK INC NEW
COM 031100100 $14 700 X 1 700
AMFM INC
COM 001693100 $6,455 106,036 X 1 106,036
PFD CONV 7% 001693209 $3,410 20,000 X 1 20,000
AMGEN INC
COM 031162100 $330,278 4,052,486 X 1 4,052,486
AMKOR TECHNOLOGY INC
COM 031652100 $985 61,100 X 1 61,100
AMR CORP
COM 001765106 $955 17,529 X 1 17,529
AMSOUTH BANCORPORATION
COM 032165102 $2,303 98,262 X 1 98,262
ANADARKO PETE CORP
COM 032511107 $843 27,590 X 1 27,590
ANADIGICS INC
COM 032515108 $90 3,200 X 1 3,200
ANALOG DEVICES INC
COM 032654105 $5,433 106,000 X 1 106,000
ANALOGIC CORP
COM PAR 032657207 $19 600 X 1 600
ANALYSTS INTL CORP
COM 032681108 $8 800 X 1 800
ANCHOR BANCORP WIS INC
COM 032839102 $124 7,600 X 1 7,600
ANCHOR GAMING
COM 033037102 $42 700 X 1 700
ANCOR COMMUNICATIONS INC
COM 03332K108 $1,213 50,000 X 1 50,000
ANDREW CORP
COM 034425108 $1,580 90,941 X 1 90,941
ANGELICA CORP
COM 034663104 $6 500 X 1 500
ANHEUSER BUSCH COS INC
COM 035229103 $83,662 1,194,112 X 1 1,194,112
ANIXTER INTL INC
COM 035290105 $44 1,900 X 1 1,900
ANNTAYLOR STORES CORP
COM 036115103 $723 17,700 X 1 17,700
ANTEC CORP
COM 03664P105 $3,002 56,500 X 1 56,500
AON CORP
COM 037389103 $4,020 135,974 X 1 135,974
APACHE CORP
COM 037411105 $20,155 466,680 X 1 466,680
APARTMENT INVT & MGMT CO
CL A 03748R101 $15,904 415,800 X 1 415,800
APEX INC
COM 037548104 $826 44,200 X 1 44,200
APOGEE ENTERPRISES INC
COM 037598109 $6 800 X 1 800
APPLE COMPUTER INC
COM 037833100 $31,338 494,976 X 1 494,976
APPLEBEES INTL INC
COM 037899101 $4,090 121,400 X 1 121,400
APPLIED INDL TECHNOLOGIES INC
COM 03820C105 $27 1,500 X 1 1,500
APPLIED MATLS INC
COM 038222105 $259,599 3,333,532 X 1 3,333,532
APPLIED MICRO CIRCUITS CORP
COM 03822W109 $257 4,500 X 1 4,500
APPLIED PWR INC
CL A 038225108 $49 1,600 X 1 1,600
APPLIED SCIENCE & TECHNOLOGY
COM 038236105 $278 13,500 X 1 13,500
APRIA HEALTHCARE GROUP INC
COM 037933108 $2,322 138,600 X 1 138,600
APTARGROUP INC
COM 038336103 $56 2,100 X 1 2,100
AQUARION CO
COM 03838W101 $27 750 X 1 750
ARCHER DANIELS MIDLAND CO
COM 039483102 $2,749 225,542 X 1 225,542
ARCHSTONE CMNTYS TR
SH BEN INT 039581103 $6,503 336,700 X 1 336,700
PFD SER A CV 039581202 $517 19,400 X 1 19,400
ARCTIC CAT INC
COM 039670104 $10 1,000 X 1 1,000
ARDEN RLTY GROUP INC
COM 039793104 $2,814 129,400 X 1 129,400
ARDENT SOFTWARE INC
COM 039794102 $3,604 133,800 X 1 133,800
ARGOSY GAMING CO
COM 040228108 $5,466 412,500 X 1 412,500
ARKANSAS BEST CORP DEL
COM 040790107 $25 2,000 X 1 2,000
ARMSTRONG WORLD INDS INC
COM 042476101 $886 19,726 X 1 19,726
ARNOLD INDS INC
COM 042595108 $10 800 X 1 800
ARROW ELECTRS INC
COM 042735100 $39 2,200 X 1 2,200
ARTESYN TECHNOLOGIES INC
COM 043127109 $55 2,900 X 1 2,900
ARTHROCARE CORP
COM 043136100 $1,393 25,500 X 1 25,500
ARVIN INDS INC
COM 043339100 $2,262 73,100 X 1 73,100
ASARCO INC
COM 043413103 $65 2,398 X 1 2,398
ASHLAND INC
COM 044204105 $1,177 35,007 X 1 35,007
ASHWORTH INC
COM 04516H101 $2 500 X 1 500
ASSOCIATED BANC CORP
COM 045487105 $51 1,400 X 1 1,400
ASSOCIATES FIRST CAP CORP
CL A 046008108 $12,909 358,572 X 1 358,572
ASTEC INDS INC
COM 046224101 $3,351 138,900 X 1 138,900
ASTORIA FINL CORP
COM 046265104 $4,437 144,300 X 1 144,300
AT HOME CORP
COM SER A 045919107 $0 2 X 1 2
AT&T CORP
COM 001957109 $73,715 1,694,589 X 1 1,694,589
ATLANTIC COAST AIRLINES HLDGS
COM 048396105 $9 500 X 1 500
ATLANTIC RICHFIELD CO
COM 048825103 $100,937 1,138,918 X 1 1,138,918
ATLAS AIR INC
COM 049164106 $2,097 95,850 X 1 95,850
ATMEL CORP
COM 049513104 $98 2,900 X 1 2,900
ATMOS ENERGY CORP
COM 049560105 $14 600 X 1 600
ATWOOD OCEANICS INC
COM 050095108 $553 18,100 X 1 18,100
AUDIOVOX CORP
CL A 050757103 $3,353 191,600 X 1 191,600
AURORA FOODS INC
COM 05164B106 $1,314 82,100 X 1 82,100
AUSPEX SYS INC
COM 052116100 $6 700 X 1 700
AUTHENTIC FITNESS CORP
COM 052661105 $2,169 123,500 X 1 123,500
AUTODESK INC
COM 052769106 $113 5,159 X 1 5,159
AUTOMATIC DATA PROCESSING INC
COM 053015103 $13,271 297,392 X 1 297,392
AUTOZONE INC
COM 053332102 $1,352 48,190 X 1 48,190
AVALONBAY CMNTYS INC
COM 053484101 $5,969 176,212 X 1 176,212
AVANT CORP
COM 053487104 $4,332 242,800 X 1 242,800
AVERY DENNISON CORP
COM 053611109 $3,164 59,974 X 1 59,974
AVIALL INC NEW
COM 05366B102 $565 55,100 X 1 55,100
AVIATION SALES CO
COM 053672101 $458 24,100 X 1 24,100
AVID TECHNOLOGY INC
COM 05367P100 $28 2,100 X 1 2,100
AVIS RENT A CAR INC
COM 053790101 $4,315 206,700 X 1 206,700
AVNET INC
COM 053807103 $38 900 X 1 900
AVON PRODS INC
COM 054303102 $2,974 119,849 X 1 119,849
AVT CORP
COM 002420107 $4,306 140,600 X 1 140,600
AVTEAM INC
CL A 054527205 $1,475 214,600 X 1 214,600
AVX CORP NEW
COM 002444107 $42 1,200 X 1 1,200
AWARE INC MASS
COM 05453N100 $614 21,400 X 1 21,400
AXA FINL INC
COM 002451102 $33 600 X 1 600
AZTAR CORP
COM 054802103 $60 5,900 X 1 5,900
BACKWEB TECHNOLOGIES LTD
ORD M15633106 $855 50,300 X 1 50,300
BAKER HUGHES INC
COM 057224107 $36,029 1,242,370 X 1 1,242,370
BALDOR ELEC CO
COM 057741100 $34 1,800 X 1 1,800
BALL CORP
COM 058498106 $18,428 418,228 X 1 418,228
BANCWEST CORP NEW
COM 059790105 $1,572 38,700 X 1 38,700
BANDAG INC
COM 059815100 $35 1,100 X 1 1,100
BANGOR HYDRO ELEC CO
COM 060077104 $3 200 X 1 200
BANK NEW YORK INC
COM 064057102 $12,754 381,417 X 1 381,417
BANK OF AMERICA CORPORATION
COM 060505104 $72,853 1,308,252 X 1 1,308,252
BANK ONE CORP
COM 06423A103 $24,928 716,073 X 1 716,073
BANK UTD CORP
CL A 065412108 $1,052 32,500 X 1 32,500
BANKBOSTON CORP
COM 06605R106 $7,595 175,097 X 1 175,097
BANKNORTH GROUP INC DEL
COM 06646L100 $33 1,100 X 1 1,100
BANTA CORP
COM 066821109 $13 600 X 1 600
BANYAN SYS INC
COM 066908104 $2,166 225,000 X 1 225,000
BARCLAYS BK PLC
SP ADR UNIT 06738C505 $20,900 800,000 X 1 800,000
BARD C R INC
COM 067383109 $991 21,052 X 1 21,052
BARNES & NOBLE INC
COM 067774109 $34 1,300 X 1 1,300
BARNES GROUP INC
COM 067806109 $30 1,500 X 1 1,500
BARR LABS INC
COM 068306109 $41 1,300 X 1 1,300
BARRETT RES CORP
COM PAR 068480201 $3,897 105,500 X 1 105,500
BARRICK GOLD CORP
COM 067901108 $551 25,328 X 1 25,328
BASIN EXPL INC
COM 070107107 $2,575 107,300 X 1 107,300
BASSETT FURNITURE INDS INC
COM 070203104 $11 600 X 1 600
BAUSCH & LOMB INC
COM 071707103 $1,673 25,380 X 1 25,380
BAXTER INTL INC
COM 071813109 $9,364 155,413 X 1 155,413
BB&T CORP
COM 054937107 $6,528 201,625 X 1 201,625
BE AEROSPACE INC
COM 073302101 $26 2,200 X 1 2,200
BEAR STEARNS COS INC
COM 073902108 $10,396 270,454 X 1 270,454
BECKMAN COULTER INC
COM 075811109 $32 700 X 1 700
BECTON DICKINSON & CO
COM 075887109 $2,749 97,970 X 1 97,970
BED BATH & BEYOND INC
COM 075896100 $288 8,250 X 1 8,250
BEDFORD PPTY INVS INC
COM PAR 076446301 $1,816 107,600 X 1 107,600
BELDEN INC
COM 077459105 $45 2,200 X 1 2,200
BELL & HOWELL CO NEW
COM 077852101 $4,982 135,800 X 1 135,800
BELL ATLANTIC CORP
COM 077853109 $206,453 3,067,078 X 1 3,067,078
BELLSOUTH CORP
COM 079860102 $189,051 4,201,138 X 1 4,201,138
BELO A H CORP DEL
COM SER A 080555105 $50 2,600 X 1 2,600
BEMIS INC
COM 081437105 $895 26,422 X 1 26,422
BENCHMARK ELECTRS INC
COM 08160H101 $4,403 124,700 X 1 124,700
BERINGER WINE ESTATES HOLDINGS
CL B 084102102 $2,878 70,100 X 1 70,100
BEST BUY INC
COM 086516101 $9,247 149,000 X 1 149,000
BESTFOODS
COM 08658U101 $5,908 121,814 X 1 121,814
BETHLEHEM STL CORP
COM 087509105 $57 7,675 X 1 7,675
BEVERLY ENTERPRISES INC
COM NEW 087851309 $3 800 X 1 800
BINDLEY WESTN INDS INC
COM 090324104 $1,790 125,060 X 1 125,060
BIO RAD LABS INC
CL A 090572207 $3,652 133,400 X 1 133,400
BIO TECHNOLOGY GEN CORP
COM 090578105 $26 2,700 X 1 2,700
BIOGEN INC
COM 090597105 $89,232 1,132,200 X 1 1,132,200
BIOMET INC
COM 090613100 $1,328 50,473 X 1 50,473
BISYS GROUP INC
COM 055472104 $267 5,700 X 1 5,700
BJ SVCS CO
COM 055482103 $11,220 352,700 X 1 352,700
BJS WHOLESALE CLUB INC
COM 05548J106 $101 3,400 X 1 3,400
BLACK & DECKER CORP
COM 091797100 $104,444 2,286,053 X 1 2,286,053
BLACK BOX CORP DEL
COM 091826107 $1,822 34,700 X 1 34,700
BLACK HILLS CORP
COM 092113109 $5,200 223,050 X 1 223,050
BLANCH E W HLDGS INC
COM 093210102 $91 1,400 X 1 1,400
BLOCK H & R INC
COM 093671105 $17,090 393,434 X 1 393,434
BLYTH INDS INC
COM 09643P108 $1,131 40,300 X 1 40,300
BMC INDS INC MINN
COM 055607105 $25 2,000 X 1 2,000
BMC SOFTWARE INC
COM 055921100 $110,042 1,537,700 X 1 1,537,700
BOB EVANS FARMS INC
COM 096761101 $1,901 93,300 X 1 93,300
BOEING CO
COM 097023105 $48,302 1,133,179 X 1 1,133,179
BOISE CASCADE CORP
COM 097383103 $19,195 526,805 X 1 526,805
BOK FINL CORP
COM NEW 05561Q201 $230 11,800 X 1 11,800
BOMBAY CO INC
COM 097924104 $5 1,000 X 1 1,000
BOOKS-A-MILLION INC
COM 098570104 $2 300 X 1 300
BORG-WARNER AUTOMOTIVE INC
COM 099724106 $2,305 53,600 X 1 53,600
BOSTON PROPERTIES INC
COM 101121101 $6,641 216,400 X 1 216,400
BOSTON SCIENTIFIC CORP
COM 101137107 $4,204 170,280 X 1 170,280
BOWATER INC
COM 102183100 $84 1,600 X 1 1,600
BOWNE & CO INC
COM 103043105 $22 1,800 X 1 1,800
BOYKIN LODGING CO
COM 103430104 $1,214 91,600 X 1 91,600
BP AMOCO P L C
SPONSORED 055622104 $330 2,977 X 1 2,977
BRADLEY REAL ESTATE INC
COM 104580105 $575 31,300 X 1 31,300
BRADY CORP
CL A 104674106 $150 4,700 X 1 4,700
BRANDYWINE RLTY TR
SH BEN INT 105368203 $7,839 482,400 X 1 482,400
BRIDGFORD FOODS CORP
COM 108763103 $410 40,000 X 1 40,000
BRIGGS & STRATTON CORP
COM 109043109 $3,894 66,715 X 1 66,715
BRINKER INTL INC
COM 109641100 $3,288 121,200 X 1 121,200
BRISTOL MYERS SQUIBB CO
COM 110122108 $334,337 4,953,134 X 1 4,953,134
BROADCOM CORP
CL A 111320107 $621 5,700 X 1 5,700
BROADVISION INC
COM 111412102 $2,701 20,300 X 1 20,300
BROOKS AUTOMATION INC
COM 11434A100 $725 41,300 X 1 41,300
BROOKTROUT INC
COM 114580103 $1,947 140,300 X 1 140,300
BROWN FORMAN CORP
CL B 115637209 $1,629 26,113 X 1 26,113
BROWN SHOE INC NEW
COM 115736100 $33 1,800 X 1 1,800
BRUNSWICK CORP
COM 117043109 $6,121 246,082 X 1 246,082
BRUSH WELLMAN INC
COM 117421107 $6 400 X 1 400
BUCKEYE TECHNOLOGIES INC
COM 118255108 $31 2,000 X 1 2,000
BUCKLE INC
COM 118440106 $2,662 154,300 X 1 154,300
BUFFETS INC
COM 119882108 $843 72,500 X 1 72,500
BUILDING MATLS HLDG CORP
COM 120113105 $412 41,200 X 1 41,200
BURLINGTON INDS INC
COM 121693105 $2 500 X 1 500
BURLINGTON NORTHN SANTA FE CP
COM 12189T104 $25,334 921,234 X 1 921,234
BURLINGTON RES INC
COM 122014103 $2,842 77,329 X 1 77,329
BURR BROWN CORP
COM 122574106 $6,091 154,200 X 1 154,200
BUTLER MFG CO DEL
COM 123655102 $13 500 X 1 500
C COR NET CORP
COM 125010108 $18 600 X 1 600
C D I CORP
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CABOT CORP
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CABOT OIL & GAS CORP
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CAL DIVE INTL INC
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CALPINE CORP
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CAMBREX CORP
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CAMPBELL SOUP CO
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CANADIAN NATL RY CO
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CAPITAL ONE FINL CORP
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CAPTEC NET LEASE REALTY INC
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CARLISLE COS INC
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CARNIVAL CORP
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CAROLINA FIRST CORP
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CAROLINA PWR & LT CO
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CARPENTER TECHNOLOGY CORP
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CARRAMERICA RLTY CORP
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CARRIER ACCESS CORP
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CASCADE NAT GAS CORP
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CASE CORP
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CASEYS GEN STORES INC
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CASTLE A M & CO
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CATO CORP NEW
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CBS CORP
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CCB FINL CORP
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CERIDIAN CORP
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CHAMPIONSHIP AUTO RACING TEAM
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CHIRON CORP
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CHITTENDEN CORP
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CHUBB CORP
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CHURCH & DWIGHT INC
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CIGNA CORP
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CINTAS CORP
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CITIGROUP INC
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CITY NATL CORP
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CLEVELAND CLIFFS INC
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CLOROX CO DEL
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CMS ENERGY CORP
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CNF TRANSN INC
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COACHMEN INDS INC
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COASTAL CORP
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COCA COLA BOTTLING CO CONS
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COCA COLA CO
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COGNEX CORP
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COLGATE PALMOLIVE CO
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COLONIAL PPTYS TR
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COLUMBIA/HCA HEALTHCARE CORP
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COMCAST CORP
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COMERICA INC
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COMMERCE BANCORP INC NJ
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COMMERCIAL METALS CO
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COMMERCIAL NET LEASE RLTY INC
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COMPAQ COMPUTER CORP
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COMPASS BANCSHARES INC
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COMPUTER ASSOC INTL INC
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COMPUTER SCIENCES CORP
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COMPUWARE CORP
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COMVERSE TECHNOLOGY INC
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CONAGRA INC
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CONCORD COMMUNICATIONS INC
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CONCORD EFS INC
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CONMED CORP
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CONNECTICUT ENERGY CORP
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CONSTELLATION ENERGY CORP
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COOPER COS INC
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COOPER TIRE & RUBR CO
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COORS ADOLPH CO
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COPART INC
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COR THERAPEUTICS INC
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CORDANT TECHNOLOGIES INC
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CORN PRODS INTL INC
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CORNING INC
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COST PLUS INC CALIF
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COSTCO WHSL CORP NEW
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COUNTRYWIDE CR INDS INC DEL
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COVENANT TRANS INC
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COVENTRY HEALTH CARE INC
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COX COMMUNICATIONS INC NEW
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CPI CORP
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CRANE CO
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CREE RESH INC
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CRESCENT REAL ESTATE EQUITIES
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CRIIMI MAE INC
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CROSS TIMBERS OIL CO
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CROWN AMERN RLTY TR
SH BEN INT 228186102 $1,201 186,500 X 1 186,500
CROWN CORK & SEAL INC
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CSG SYS INTL INC
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CSK AUTO CORP
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CSX CORP
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CTS CORP
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CULLEN FROST BANKERS INC
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CUMMINS ENGINE INC
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CVS CORP
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CYBEX COMPUTER PRODS CORP
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CYMER INC
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CYPRESS SEMICONDUCTOR CORP
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CYPRUS AMAX MINERALS CO
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CYTYC CORP
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D R HORTON INC
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DALLAS SEMICONDUCTOR CORP
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DAMARK INTL INC
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DANA CORP
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DARDEN RESTAURANTS INC
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DATASCOPE CORP
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DAVOX CORP
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DBT ONLINE INC
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DEERE & CO
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DELPHI AUTOMOTIVE SYS CORP
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DELUXE CORP
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DILLARDS INC
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DIONEX CORP
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DOLLAR THRIFTY AUTOMOTIVE GP
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DOMINION RES INC VA
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DONALDSON LUFKIN & JENRETTE NW
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DONNELLEY R R & SONS CO
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DORAL FINL CORP
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DOVER CORP
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DOW CHEM CO
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DPL INC
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DRUGSTORE COM INC
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DU PONT E I DE NEMOURS & CO
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DUFF & PHELPS CR RATING CO
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DUKE ENERGY CORP
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DUKE WEEKS REALTY CORP
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DUN & BRADSTREET CORP DEL
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DURA PHARMACEUTICALS INC
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DYCOM INDS INC
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E M C CORP MASS
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EARTHGRAINS CO
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EASTGROUP PPTY INC
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EASTMAN CHEM CO
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EASTMAN KODAK CO
COM 277461109 $75,485 1,000,634 X 1 1,000,634
EATON CORP
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EATON VANCE CORP
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ECOLAB INC
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EDISON INTL
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EDWARDS AG INC
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EFFICIENT NETWORKS INC
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EG & G INC
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ELCOR CORP
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ELECTRONIC ARTS INC
COM 285512109 $1,701 23,500 X 1 23,500
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COM 285661104 $46,013 869,200 X 1 869,200
ELECTRONICS FOR IMAGING INC
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EMCOR GROUP INC
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EMERSON ELEC CO
COM 291011104 $13,777 218,029 X 1 218,029
EMPIRE DIST ELEC CO
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EMULEX CORP
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ENERGEN CORP
COM 29265N108 $3,011 148,700 X 1 148,700
ENERGY EAST CORP
COM 29266M109 $299 12,600 X 1 12,600
ENGAGE TECHNOLOGIES INC
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ENGELHARD CORP
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ENGINEERING ANIMATION INC
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COM 293310108 $32 1,800 X 1 1,800
ENRON CORP
COM 293561106 $112,027 2,715,794 X 1 2,715,794
ENSCO INTL INC
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ENTERCOM COMMUNICATIONS CORP
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ENTERGY CORP NEW
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ENZO BIOCHEM INC
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EOG RES INC
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EQUIFAX INC
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EQUITABLE RES INC
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COM 294741103 $31,143 1,339,466 X 1 1,339,466
EQUITY ONE
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EQUITY RESIDENTIAL PPTYS TR
SH BEN INT 29476L107 $30,395 717,284 X 1 717,284
PFD CONV E 29476L883 $728 30,000 X 1 30,000
ESS TECHNOLOGY INC
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ESSEX PPTY TR INC
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ESTERLINE TECHNOLOGIES CORP
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ETEC SYS INC
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ETHAN ALLEN INTERIORS INC
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EVEREST REINS HLDGS INC
COM 299808105 $24 1,000 X 1 1,000
EVERGREEN RES INC
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EXPEDITORS INTL WASH INC
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EXPRESS SCRIPTS INC
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EXTENDED STAY AMER INC
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EXTREME NETWORKS INC
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EXXON CORP
COM 302290101 $54,750 720,988 X 1 720,988
F M C CORP
COM NEW 302491303 $637 13,198 X 1 13,198
F Y I INC
COM 302712104 $2,079 61,700 X 1 61,700
FACTSET RESH SYS INC
COM 303075105 $13,897 244,350 X 1 244,350
FAIR ISAAC & CO INC
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FAMILY DLR STORES INC
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FASTENAL CO
COM 311900104 $38 800 X 1 800
FBL FINL GROUP INC
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FDX CORP
COM 31304N107 $8,612 222,244 X 1 222,244
FEDDERS CORP
COM 313135105 $25 4,200 X 1 4,200
FEDERAL HOME LN MTG CORP
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FEDERAL MOGUL CORP
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FEDERAL NATL MTG ASSN
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FEDERAL SIGNAL CORP
COM 313855108 $20 1,000 X 1 1,000
FEDERATED DEPT STORES INC DEL
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FELCOR LODGING TR INC
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FERRO CORP
COM 315405100 $17 800 X 1 800
FIDELITY NATL FINL INC
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FIFTH THIRD BANCORP
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FILENET CORP
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FINOVA GROUP INC
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FIRST AMER CORP TENN
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FIRST AMERN FINL CORP
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FIRST BANCORP P R
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FIRST DATA CORP
COM 319963104 $36,256 826,358 X 1 826,358
FIRST HEALTH GROUP CORP
COM 320960107 $27 1,200 X 1 1,200
FIRST INDUSTRIAL REALTY TRUST
COM 32054K103 $2,500 101,000 X 1 101,000
FIRST MIDWEST BANCORP DEL
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FIRST REP BK SAN FRANCISCO
COM 336158100 $1,513 57,100 X 1 57,100
FIRST SEC CORP DEL
COM 336294103 $149 6,250 X 1 6,250
FIRST SIERRA FINANCIAL INC
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FIRST TENN NATL CORP
COM 337162101 $93 3,300 X 1 3,300
FIRST UN CORP
COM 337358105 $54,371 1,528,889 X 1 1,528,889
FIRST VA BANKS INC
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FIRSTAR CORP NEW WIS
COM 33763V109 $58,601 2,286,839 X 1 2,286,839
FIRSTENERGY CORP
COM 337932107 $2,886 113,189 X 1 113,189
FIRSTFED FINL CORP
COM 337907109 $7,266 418,200 X 1 418,200
FIRSTMERIT CORP
COM 337915102 $129 5,100 X 1 5,100
FISERV INC
COM 337738108 $23 700 X 1 700
FLEETWOOD ENTERPRISES INC
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FLEMING COS INC
COM 339130106 $20 2,000 X 1 2,000
FLEXTRONICS INTL LTD
ORD Y2573F102 $2,083 35,800 X 1 35,800
FLORIDA PROGRESS CORP
COM 341109106 $10,256 221,750 X 1 221,750
FLORIDA ROCK INDS INC
COM 341140101 $1,157 33,300 X 1 33,300
FLOW INTL CORP
COM 343468104 $5 500 X 1 500
FLOWSERVE CORP
COM 34354P105 $17 1,000 X 1 1,000
FLUOR CORP
COM 343861100 $1,067 26,511 X 1 26,511
FLUSHING FINL CORP
COM 343873105 $2,311 143,850 X 1 143,850
FOOTSTAR INC
COM 344912100 $3,895 110,500 X 1 110,500
FORD MTR CO DEL
COM 345370100 $193,241 3,850,381 X 1 3,850,381
FOREMOST CORP OF AMER
COM 345469100 $2,731 113,800 X 1 113,800
FOREST LABS INC
CL A 345838106 $97 2,300 X 1 2,300
FORT JAMES CORP
COM 347471104 $2,716 101,785 X 1 101,785
FORTUNE BRANDS INC
COM 349631101 $2,978 92,353 X 1 92,353
FOSSIL INC
COM 349882100 $5,463 201,875 X 1 201,875
FOSTER WHEELER CORP
COM 350244109 $46 3,806 X 1 3,806
FOUNDATION HEALTH SYS INC
COM 350404109 $42 4,500 X 1 4,500
FPL GROUP INC
COM 302571104 $4,517 89,675 X 1 89,675
FRANCHISE FIN CORP AMER
COM 351807102 $4,362 186,600 X 1 186,600
FRANKLIN COVEY CO
COM 353469109 $412 53,600 X 1 53,600
FRANKLIN RES INC
COM 354613101 $3,343 108,705 X 1 108,705
FREEPORT-MCMORAN COPPER & GOLD
CL B 35671D857 $4,479 287,821 X 1 287,821
FREMONT GEN CORP
COM 357288109 $32 3,400 X 1 3,400
FRITZ COS INC
COM 358846103 $20 1,900 X 1 1,900
FRONTIER INS GROUP INC NEW
COM 359081106 $18 2,000 X 1 2,000
FROZEN FOOD EXPRESS INDS INC
COM 359360104 $4 600 X 1 600
FULLER H B CO
COM 359694106 $2,289 37,600 X 1 37,600
FUNDTECH LTD
ORD M47095100 $3,588 160,800 X 1 160,800
FURNITURE BRANDS INTL INC
COM 360921100 $47 2,400 X 1 2,400
G & K SVCS INC
CL A 361268105 $28 700 X 1 700
GABLES RESIDENTIAL TR
SH BEN INT 362418105 $1,274 53,100 X 1 53,100
GADZOOX NETWORKS INC
COM 362555104 $1,525 28,300 X 1 28,300
GALILEO INTERNATIONAL INC
COM 363547100 $13,770 342,100 X 1 342,100
GALLAGHER ARTHUR J & CO
COM 363576109 $4,755 89,300 X 1 89,300
GANNETT INC
COM 364730101 $10,462 151,209 X 1 151,209
GAP INC DEL
COM 364760108 $81,898 2,559,303 X 1 2,559,303
GARDNER DENVER INC
COM 365558105 $29 1,900 X 1 1,900
GARTNER GROUP INC NEW
CL B 366651206 $50 3,000 X 1 3,000
GATEWAY INC
COM 367626108 $14,543 327,270 X 1 327,270
GATX CORP
COM 361448103 $43 1,400 X 1 1,400
GAYLORD CONTAINER CORP
CL A 368145108 $1,856 260,500 X 1 260,500
GEHL CO
COM 368483103 $266 15,000 X 1 15,000
GENERAL DYNAMICS CORP
COM 369550108 $80,819 1,294,402 X 1 1,294,402
GENERAL ELEC CO
COM 369604103 $349,268 2,945,854 X 1 2,945,854
GENERAL GROWTH PPTYS INC
COM 370021107 $13,658 433,600 X 1 433,600
GENERAL INSTR CORP DEL
COM 370120107 $25,331 526,350 X 1 526,350
GENERAL MLS INC
COM 370334104 $7,353 90,643 X 1 90,643
GENERAL MTRS CORP
COM 370442105 $95,909 1,523,879 X 1 1,523,879
CL H NEW 370442832 $3,406 59,500 X 1 59,500
GENERAL SEMICONDUCTOR INC
COM 370787103 $22 2,100 X 1 2,100
GENESCO INC
COM 371532102 $1,173 93,800 X 1 93,800
GENTEX CORP
COM 371901109 $85 4,100 X 1 4,100
GENUINE PARTS CO
COM 372460105 $2,438 91,770 X 1 91,770
GENZYME CORP
COM GENL DIV 372917104 $11,824 262,400 X 1 262,400
GEON CO
COM 37246W105 $1,205 46,800 X 1 46,800
GEORGIA PAC CORP
COM GA PAC 373298108 $111,277 2,747,572 X 1 2,747,572
COM-TIMBER 373298702 $3,962 173,200 X 1 173,200
GERBER SCIENTIFIC INC
COM 373730100 $27 1,200 X 1 1,200
GILAT SATELLITE NETWORKS LTD
ORD M51474100 $1,196 22,300 X 1 22,300
GILEAD SCIENCES INC
COM 375558103 $83 1,300 X 1 1,300
GILLETTE CO
COM 375766102 $19,588 577,188 X 1 577,188
GLATFELTER P H CO
COM 377316104 $2,913 177,200 X 1 177,200
GLENBOROUGH RLTY TR INC
COM 37803P105 $4,693 284,400 X 1 284,400
GLIATECH INC
COM 37929C103 $89 5,200 X 1 5,200
GLIMCHER RLTY TR
SH BEN INT 379302102 $3,206 218,300 X 1 218,300
GLOBAL CROSSING LTD
COM G3921A100 $4,506 170,031 X 1 170,031
GLOBAL MARINE INC
COM 379352404 $90 5,500 X 1 5,500
GLOBAL TELESYSTEMS GROUP
COM 37936U104 $1,380 70,000 X 1 70,000
GLOBIX CORP
COM 37957F101 $2,945 63,000 X 1 63,000
GO2NET INC
COM 383486107 $1,198 18,500 X 1 18,500
GOLDEN ST BANCORP INC
COM 381197102 $5,555 309,700 X 1 309,700
GOLDEN WEST FINL CORP DEL
COM 381317106 $117,584 1,196,781 X 1 1,196,781
GOLDMAN SACHS GROUP INC
COM 38141G104 $5,728 93,900 X 1 93,900
GOLF TR AMER INC
COM 38168B103 $3,782 191,500 X 1 191,500
GOODRICH B F CO
COM 382388106 $997 34,376 X 1 34,376
GOODYEAR TIRE & RUBR CO
COM 382550101 $991 20,600 X 1 20,600
GOODYS FAMILY CLOTHING INC
COM 382588101 $31 3,800 X 1 3,800
GOTTSCHALKS INC
COM 383485109 $3 300 X 1 300
GPU INC
COM 36225X100 $3,849 117,967 X 1 117,967
GRACE W R & CO DEL NEW
COM 38388F108 $418 26,021 X 1 26,021
GRACO INC
COM 384109104 $3,878 118,200 X 1 118,200
GRAINGER W W INC
COM 384802104 $273 5,676 X 1 5,676
GRAND TOYS INTL INC
COM NEW 386492201 $1,025 100,000 X 1 100,000
GRANITE BROADCASTING CORP
COM 387241102 $2,400 215,700 X 1 215,700
GRANITE CONSTR INC
COM 387328107 $4,209 161,500 X 1 161,500
GREAT ATLANTIC & PAC TEA INC
COM 390064103 $163 5,370 X 1 5,370
GREAT LAKES CHEM CORP
COM 390568103 $726 19,073 X 1 19,073
GREAT LAKES REIT INC
COM 390752103 $405 26,900 X 1 26,900
GREEN MOUNTAIN PWR CORP
COM 393154109 $2 200 X 1 200
GREENPOINT FINL CORP
COM 395384100 $112 4,200 X 1 4,200
GRIFFON CORP
COM 398433102 $6 800 X 1 800
GROUP 1 AUTOMOTIVE INC
COM 398905109 $901 49,200 X 1 49,200
GTE CORP
COM 362320103 $87,581 1,139,265 X 1 1,139,265
GTECH HLDGS CORP
COM 400518106 $24 1,100 X 1 1,100
GUARANTEE LIFE COS INC
COM 400740106 $458 15,000 X 1 15,000
GUIDANT CORP
COM 401698105 $9,875 184,140 X 1 184,140
HADCO CORP
COM 404681108 $528 12,200 X 1 12,200
HAGGAR CORP
COM 405173105 $6 500 X 1 500
HALLIBURTON CO
COM 406216101 $59,999 1,463,393 X 1 1,463,393
HAMBRECHT & QUIST GROUP INC
COM 406545103 $117 2,400 X 1 2,400
HANCOCK FABRICS INC
COM 409900107 $8 1,800 X 1 1,800
HANGER ORTHOPEDIC GROUP INC
COM NEW 41043F208 $3,215 221,700 X 1 221,700
HANNA M A CO
COM 410522106 $26 2,300 X 1 2,300
HANOVER COMPRESSOR CO
COM 410768105 $477 15,000 X 1 15,000
HARBINGER CORP
COM 41145C103 $6,966 412,800 X 1 412,800
HARBOR FLA BANCSHARES INC
COM 411901101 $9,743 799,400 X 1 799,400
HARCOURT GEN INC
COM 41163G101 $661 15,889 X 1 15,889
HARLAND JOHN H CO
COM 412693103 $2,525 129,900 X 1 129,900
HARLEY DAVIDSON INC
COM 412822108 $230 4,600 X 1 4,600
HARMAN INTL INDS INC
COM 413086109 $59 1,400 X 1 1,400
HARMON INDS INC NEW
COM 413136102 $11 850 X 1 850
HARMONIC INC
COM 413160102 $4,291 32,800 X 1 32,800
HARRAHS ENTMT INC
COM 413619107 $8,445 304,332 X 1 304,332
HARRIS CORP DEL
COM 413875105 $869 31,446 X 1 31,446
HARSCO CORP
COM 415864107 $55 2,000 X 1 2,000
HARTE-HANKS INC
COM 416196103 $169 6,700 X 1 6,700
HARTFORD FINL SVCS GROUP INC
COM 416515104 $13,504 330,382 X 1 330,382
HARTFORD LIFE INC
CL A 416592103 $3,457 70,200 X 1 70,200
HASBRO INC
COM 418056107 $5,263 245,483 X 1 245,483
HAVERTY FURNITURE INC
COM 419596101 $151 10,400 X 1 10,400
HAWAIIAN ELEC INDUSTRIES
COM 419870100 $46 1,300 X 1 1,300
HEALTH CARE REIT INC
COM 42217K106 $9,851 492,550 X 1 492,550
HEALTHCARE RLTY TR
COM 421946104 $6,731 360,195 X 1 360,195
HEALTHSOUTH CORP
COM 421924101 $269 43,960 X 1 43,960
HEARTLAND EXPRESS INC
COM 422347104 $16 1,100 X 1 1,100
HEINZ H J CO
COM 423074103 $921 21,409 X 1 21,409
HELIX TECHNOLOGY CORP
COM 423319102 $63 1,900 X 1 1,900
HELMERICH & PAYNE INC
COM 423452101 $8,055 318,228 X 1 318,228
HENRY JACK & ASSOC INC
COM 426281101 $48 1,300 X 1 1,300
HERCULES INC
COM 427056106 $604 21,109 X 1 21,109
HERSHEY FOODS CORP
COM 427866108 $438 8,996 X 1 8,996
HEWLETT PACKARD CO
COM 428236103 $311,463 3,385,468 X 1 3,385,468
HIBERNIA CORP
CL A 428656102 $38 3,300 X 1 3,300
HILB ROGAL & HAMILTON CO
COM 431294107 $18 700 X 1 700
HILFIGER TOMMY CORP
ORD G8915Z102 $364 12,900 X 1 12,900
HILLENBRAND INDS INC
COM 431573104 $37 1,400 X 1 1,400
HILTON HOTELS CORP
COM 432848109 $517 52,340 X 1 52,340
HISPANIC BROADCASTING CORP
CL A 43357B104 $1,104 14,500 X 1 14,500
HNC SOFTWARE INC
COM 40425P107 $56 1,400 X 1 1,400
HOLLYWOOD PK INC NEW
COM 436255103 $4,268 277,600 X 1 277,600
HOME DEPOT INC
COM 437076102 $128,746 1,876,082 X 1 1,876,082
HOME PPTYS N Y INC
COM 437306103 $4,614 172,900 X 1 172,900
HOMESTAKE MNG CO
COM 437614100 $138 15,064 X 1 15,064
HON INDS INC
COM 438092108 $48 2,500 X 1 2,500
HONEYWELL INC
COM 438506107 $24,381 219,032 X 1 219,032
HOOPER HOLMES INC
COM 439104100 $10,852 423,500 X 1 423,500
HORACE MANN EDUCATORS CORP NEW
COM 440327104 $1,316 51,000 X 1 51,000
HORMEL FOODS CORP
COM 440452100 $760 18,400 X 1 18,400
HOSPITALITY PPTYS TR
COM SH BEN 44106M102 $5,213 236,300 X 1 236,300
HOUGHTON MIFFLIN CO
COM 441560109 $33 800 X 1 800
HOUSEHOLD INTL INC
COM 441815107 $9,894 246,577 X 1 246,577
HRPT PPTYS TR
COM SH BEN 40426W101 $8,377 720,600 X 1 720,600
HS RES INC
COM 404297103 $10 600 X 1 600
HSB GROUP INC
COM 40428N109 $25 700 X 1 700
HUBBELL INC
CL B 443510201 $51 1,600 X 1 1,600
HUDSON UNITED BANCORP
COM 444165104 $2,897 94,030 X 1 94,030
HUFFY CORP
COM 444356109 $6 600 X 1 600
HUGHES SUPPLY INC
COM 444482103 $860 39,550 X 1 39,550
HUMAN GENOME SCIENCES INC
COM 444903108 $8,076 109,500 X 1 109,500
HUMANA INC
COM 444859102 $71 10,260 X 1 10,260
HUNT J B TRANS SVCS INC
COM 445658107 $4 300 X 1 300
HUNTINGTON BANCSHARES INC
COM 446150104 $3,234 121,767 X 1 121,767
I-STAT CORP
COM 450312103 $3,266 302,100 X 1 302,100
IBP INC
COM 449223106 $7,110 288,000 X 1 288,000
ICN PHARMACEUTICALS INC NEW
COM 448924100 $31 1,800 X 1 1,800
ICOS CORP
COM 449295104 $2,354 79,800 X 1 79,800
ICU MED INC
COM 44930G107 $576 38,400 X 1 38,400
IDACORP INC
COM 451107106 $57 1,900 X 1 1,900
IDEC PHARMACEUTICALS CORP
COM 449370105 $28,125 299,100 X 1 299,100
IDEX CORP
COM 45167R104 $48 1,700 X 1 1,700
IDEXX LABS INC
COM 45168D104 $26 1,500 X 1 1,500
IDX SYS CORP
COM 449491109 $642 35,400 X 1 35,400
IHOP CORP
COM 449623107 $4,777 235,900 X 1 235,900
IKON OFFICE SOLUTIONS INC
COM 451713101 $98 9,166 X 1 9,166
ILLINOIS TOOL WKS INC
COM 452308109 $27,178 364,498 X 1 364,498
ILLINOVA CORP
COM 452317100 $62 2,200 X 1 2,200
IMATION CORP
COM 45245A107 $25 800 X 1 800
IMCO RECYCLING INC
COM 449681105 $14 900 X 1 900
IMPAC MTG HLDGS INC
COM 45254P102 $1,666 360,300 X 1 360,300
IMPERIAL CREDIT COMM MRTG INVS
COM 45272T102 $785 71,400 X 1 71,400
IMS HEALTH INC
COM 449934108 $3,774 165,442 X 1 165,442
IN FOCUS SYS INC
COM 452919103 $3,121 186,300 X 1 186,300
INCO LTD
COM 453258402 $606 28,363 X 1 28,363
INDEPENDENT ENERGY HLDGS PLC
SPONSORED 45384X108 $1,951 101,700 X 1 101,700
INDIANA ENERGY INC
COM 454707100 $20 1,000 X 1 1,000
INFINITY BROADCASTING CP NEW
CL A 45662S102 $4,552 155,300 X 1 155,300
INFOCURE CORP
COM 45665A108 $2,786 147,600 X 1 147,600
INGERSOLL-RAND CO
COM 456866102 $152,764 2,780,681 X 1 2,780,681
INNKEEPERS USA TR
COM 4576J0104 $1,199 144,200 X 1 144,200
INNOVEX INC
COM 457647105 $5 500 X 1 500
INSIGHT COMMUNICATIONS INC
CL A 45768V108 $7,156 250,000 X 1 250,000
INSIGHT ENTERPRISES INC
COM 45765U103 $1,750 53,850 X 1 53,850
INSITUFORM TECHNOLOGIES INC
CL A 457667103 $4,723 188,900 X 1 188,900
INSURANCE AUTO AUCTIONS INC
COM 457875102 $10 700 X 1 700
INSWEB CORP
COM 45809K103 $491 25,000 X 1 25,000
INTEGRATED DEVICE TECHNOLOGY
COM 458118106 $1,854 100,200 X 1 100,200
INTEL CORP
COM 458140100 $517,968 6,970,128 X 1 6,970,128
INTER TEL INC
COM 458372109 $666 37,500 X 1 37,500
INTERIM SVCS INC
COM 45868P100 $66 4,000 X 1 4,000
INTERLEAF INC
COM NEW 458729209 $4,168 245,200 X 1 245,200
INTERMAGNETICS GEN CORP
COM 458771102 $2 300 X 1 300
INTERMET CORP
COM 45881K104 $13 1,500 X 1 1,500
INTERNATIONAL BUSINESS MACHS
COM 459200101 $445,413 3,669,724 X 1 3,669,724
INTERNATIONAL FLAVORS&FRAGRANC
COM 459506101 $1,424 41,265 X 1 41,265
INTERNATIONAL GAME TECHNOLOGY
COM 459902102 $31 1,700 X 1 1,700
INTERNATIONAL RECTIFIER CORP
COM 460254105 $1,584 103,900 X 1 103,900
INTERNATIONAL SPEEDWAY CORP
CL A 460335201 $6,949 132,200 X 1 132,200
INTERPUBLIC GROUP COS INC
COM 460690100 $6,053 147,190 X 1 147,190
INTERSTATE BAKERIES CORP DEL
COM 46072H108 $25 1,100 X 1 1,100
INTERTAN INC
COM 461120107 $1,719 87,600 X 1 87,600
INTERVOICE-BRITE INC
COM 461142101 $2,899 262,100 X 1 262,100
INTL PAPER CO
COM 460146103 $60,586 1,260,572 X 1 1,260,572
INTUIT
COM 461202103 $11,544 131,700 X 1 131,700
INVACARE CORP
COM 461203101 $22 1,100 X 1 1,100
INVESTMENT TECHNOLOGY GRP NEW
COM 46145F105 $4,752 206,621 X 1 206,621
INVESTORS FINL SERVICES CORP
COM 461915100 $5,156 150,000 X 1 150,000
IONICS INC
COM 462218108 $29 900 X 1 900
IPALCO ENTERPRISES INC
COM 462613100 $52 2,700 X 1 2,700
ISS GROUP INC
COM 450306105 $237 8,700 X 1 8,700
ITT INDS INC IND
COM 450911102 $1,619 50,891 X 1 50,891
IVAX CORP
COM 465823102 $66 4,000 X 1 4,000
J & J SNACK FOODS CORP
COM 466032109 $602 30,500 X 1 30,500
JABIL CIRCUIT INC
COM 466313103 $153 3,100 X 1 3,100
JACOBS ENGR GROUP INC DEL
COM 469814107 $4,293 132,100 X 1 132,100
JAKKS PAC INC
COM 47012E106 $7,238 193,000 X 1 193,000
JDA SOFTWARE GROUP INC
COM 46612K108 $2,126 181,900 X 1 181,900
JDS UNIPHASE CORP
COM 46612J101 $51 450 X 1 450
JEFFERIES GROUP INC NEW
COM 472319102 $25 1,200 X 1 1,200
JEFFERSON PILOT CORP
COM 475070108 $4,086 64,663 X 1 64,663
JLG INDS INC
COM 466210101 $1,864 122,700 X 1 122,700
JO-ANN STORES INC
CL A 47758P109 $19 1,500 X 1 1,500
JOHNSON & JOHNSON
COM 478160104 $355,587 3,870,334 X 1 3,870,334
JOHNSON CTLS INC
COM 478366107 $68,924 1,039,382 X 1 1,039,382
JONES APPAREL GROUP INC
COM 480074103 $137 4,750 X 1 4,750
JONES PHARMA INC
COM 480236108 $1,302 39,500 X 1 39,500
JOSTENS INC
COM 481088102 $75 3,908 X 1 3,908
JP REALTY INC
COM 46624A106 $2,481 144,900 X 1 144,900
JSB FINANCIAL INC
COM 46624M100 $29 500 X 1 500
JUSTIN INDS INC
COM 482171105 $18 1,300 X 1 1,300
K MART CORP
COM 482584109 $3,848 329,238 X 1 329,238
K-SWISS INC
CL A 482686102 $7,073 224,100 X 1 224,100
KAFUS INDS LTD
COM 482910106 $3,906 419,400 X 1 419,400
KAMAN CORP
CL A 483548103 $15 1,200 X 1 1,200
KANSAS CITY PWR & LT CO
COM 485134100 $51 2,100 X 1 2,100
KANSAS CITY SOUTHN INDS INC
COM 485170104 $2,870 61,800 X 1 61,800
KAUFMAN & BROAD HOME CORP
COM 486168107 $32,699 1,585,393 X 1 1,585,393
KAYDON CORP
COM 486587108 $17 700 X 1 700
KELLOGG CO
COM 487836108 $7,952 212,400 X 1 212,400
KELLSTROM INDS INC
COM 488035106 $1,232 126,000 X 1 126,000
KELLWOOD CO
COM 488044108 $57 2,600 X 1 2,600
KELLY SVCS INC
CL A 488152208 $45 1,500 X 1 1,500
KEMET CORP
COM 488360108 $74 2,300 X 1 2,300
KENNAMETAL INC
COM 489170100 $18 700 X 1 700
KENT ELECTRS CORP
COM 490553104 $30 1,600 X 1 1,600
KERR MCGEE CORP
COM 492386107 $27,444 498,422 X 1 498,422
KEYCORP NEW
COM 493267108 $5,859 226,975 X 1 226,975
KEYSPAN CORP
COM 49337W100 $106 3,700 X 1 3,700
KEYSTONE FINANCIAL INC
COM 493482103 $24 1,000 X 1 1,000
KIMBERLY CLARK CORP
COM 494368103 $66,210 1,261,140 X 1 1,261,140
KIMCO REALTY CORP
COM 49446R109 $22,623 632,800 X 1 632,800
KING PHARMACEUTICALS INC
COM 495582108 $2,730 78,000 X 1 78,000
KING WORLD PRODTNS INC
COM 495667107 $67,142 1,790,466 X 1 1,790,466
KIRBY CORP
COM 497266106 $18 900 X 1 900
KLA-TENCORP CORP
COM 482480100 $3,617 55,650 X 1 55,650
KNIGHT RIDDER INC
COM 499040103 $138,055 2,515,802 X 1 2,515,802
KNIGHTSBRIDGE TANKERS LTD
ORD G5299G106 $3,646 227,900 X 1 227,900
KOGER EQUITY INC
COM 500228101 $6,157 384,800 X 1 384,800
KOHLS CORP
COM 500255104 $8,352 126,300 X 1 126,300
KROGER CO
COM 501044101 $10,157 460,364 X 1 460,364
KROLL O GARA CO
COM 501050108 $766 45,900 X 1 45,900
KRONOS INC
COM 501052104 $1,145 31,200 X 1 31,200
KULICKE & SOFFA INDS INC
COM 501242101 $12 500 X 1 500
L-3 COMMUNICATIONS HLDGS INC
COM 502424104 $2,103 55,700 X 1 55,700
LA Z BOY INC
COM 505336107 $3,134 164,400 X 1 164,400
LABOR READY INC
COM NEW 505401208 $222 22,050 X 1 22,050
LAFARGE CORP
COM 505862102 $10,495 326,700 X 1 326,700
LAIDLAW INC
COM 50730K503 $139 20,595 X 1 20,595
LAKES GAMING INC
COM 51206P109 $2,868 298,000 X 1 298,000
LAM RESH CORP
COM 512807108 $3,758 61,600 X 1 61,600
LANCASTER COLONY CORP
COM 513847103 $19 600 X 1 600
LANCE INC
COM 514606102 $8 600 X 1 600
LANDRYS SEAFOOD RESTAURANTS
COM 51508L103 $6 700 X 1 700
LANDS END INC
COM 515086106 $1,762 26,700 X 1 26,700
LANDSTAR SYS INC
COM 515098101 $125 3,600 X 1 3,600
LASER VISION CTRS INC
COM 51807H100 $2,256 160,800 X 1 160,800
LASON INC
COM 51808R107 $3,318 74,500 X 1 74,500
LATTICE SEMICONDUCTOR CORP
COM 518415104 $2,354 79,300 X 1 79,300
LAWSON PRODS INC
COM 520776105 $11 500 X 1 500
LCA-VISION INC
COM NEW 501803209 $2,243 422,300 X 1 422,300
LEAR CORP
COM 521865105 $120 3,400 X 1 3,400
LEE ENTERPRISES INC
COM 523768109 $25 900 X 1 900
LEGATO SYS INC
COM 524651106 $122 2,800 X 1 2,800
LEGG MASON INC
COM 524901105 $126 3,300 X 1 3,300
LEGGETT & PLATT INC
COM 524660107 $118 6,000 X 1 6,000
LEHMAN BROS HLDGS INC
COM 524908100 $49,754 853,150 X 1 853,150
LENNAR CORP
COM 526057104 $4,263 267,500 X 1 267,500
LEXFORD RESIDENTIAL TR
SH BEN INT 528933104 $2,294 116,500 X 1 116,500
LEXINGTON CORP PPTYS TR
COM 529043101 $461 41,200 X 1 41,200
LEXMARK INTL GROUP INC
CL A 529771107 $7,839 97,375 X 1 97,375
LG&E ENERGY CORP
COM 501917108 $81 3,800 X 1 3,800
LIBBEY INC
COM 529898108 $33 1,100 X 1 1,100
LIBERTY PPTY TR
SH BEN INT 531172104 $13,708 604,200 X 1 604,200
LILLIAN VERNON CORP
COM 532430105 $3 200 X 1 200
LILLY ELI & CO
COM 532457108 $35,757 558,696 X 1 558,696
LILLY INDS INC
CL A 532491107 $16 1,200 X 1 1,200
LIMITED INC
COM 532716107 $5,700 149,028 X 1 149,028
LINCARE HLDGS INC
COM 532791100 $45 1,700 X 1 1,700
LINCOLN ELEC HLDGS INC
COM 533900106 $2,563 122,800 X 1 122,800
LINCOLN NATL CORP IND
COM 534187109 $36,141 962,168 X 1 962,168
LINDSAY MFG CO
COM 535555106 $14 700 X 1 700
LINEAR TECHNOLOGY CORP
COM 535678106 $288 4,900 X 1 4,900
LINENS N THINGS INC
COM 535679104 $1,698 50,300 X 1 50,300
LIPOSOME CO INC
COM 536310105 $23 3,000 X 1 3,000
LITHIA MTRS INC
CL A 536797103 $1,874 81,700 X 1 81,700
LITTON INDS INC
COM 538021106 $93 1,700 X 1 1,700
LIZ CLAIBORNE INC
COM 539320101 $1,107 35,698 X 1 35,698
LNR PPTY CORP
COM 501940100 $122 6,000 X 1 6,000
LOCKHEED MARTIN CORP
COM 539830109 $2,853 87,266 X 1 87,266
LOEWS CORP
COM 540424108 $92,481 1,317,628 X 1 1,317,628
LONE STAR INDS INC
COM NEW 542290408 $80 1,600 X 1 1,600
LONE STAR STEAKHOUSE SALOON
COM 542307103 $8 1,000 X 1 1,000
LONGS DRUG STORES CORP
COM 543162101 $36,725 1,229,302 X 1 1,229,302
LONGVIEW FIBRE CO
COM 543213102 $1,150 92,500 X 1 92,500
LOUISIANA PAC CORP
COM 546347105 $1,159 74,178 X 1 74,178
LOWES COS INC
COM 548661107 $166,872 3,423,015 X 1 3,423,015
LSI LOGIC CORP
COM 502161102 $64,399 1,250,468 X 1 1,250,468
LUBRIZOL CORP
COM 549271104 $1,056 41,100 X 1 41,100
LUBYS INC
COM 549282101 $12 1,000 X 1 1,000
LUCENT TECHNOLOGIES INC
COM 549463107 $321,543 4,956,341 X 1 4,956,341
LUMINANT WORLDWIDE CORP
COM 550260103 $154 5,000 X 1 5,000
LYDALL INC DEL
COM 550819106 $5 500 X 1 500
LYONDELL CHEMICAL CO
COM 552078107 $6,150 459,800 X 1 459,800
M & F WORLDWIDE CORP
COM 552541104 $3,169 396,100 X 1 396,100
M D C HLDGS INC
COM 552676108 $5,042 311,500 X 1 311,500
M S CARRIERS INC
COM 553533100 $1,188 49,500 X 1 49,500
MACDERMID INC
COM 554273102 $44 1,300 X 1 1,300
MACROMEDIA INC
COM 556100105 $90 2,200 X 1 2,200
MAF BANCORP INC
COM 55261R108 $129 6,500 X 1 6,500
MAGELLAN HEALTH SVCS INC
COM 559079108 $6 800 X 1 800
MAIL-WELL INC
COM 560321200 $3,885 280,000 X 1 280,000
MALLINCKRODT INC NEW
COM 561232109 $3,577 118,509 X 1 118,509
MANDALAY RESORT GROUP
MANDALAY 562567107 $2,763 139,900 X 1 139,900
MANITOWOC INC
COM 563571108 $6,347 186,000 X 1 186,000
MANPOWER INC
COM 56418H100 $61 2,100 X 1 2,100
MANUFACTURED HOME CMNTYS INC
COM 564682102 $4,979 213,000 X 1 213,000
MAPICS INC
COM 564910107 $206 23,700 X 1 23,700
MARCUS CORP
COM 566330106 $22 1,800 X 1 1,800
MARINE DRILLING COS INC
COM PAR 568240204 $5,854 370,200 X 1 370,200
MARK IV INDS INC
COM 570387100 $3,875 196,200 X 1 196,200
MARRIOTT INTL INC NEW
CL A 571903202 $3,686 112,774 X 1 112,774
MARSH & MCLENNAN COS INC
COM 571748102 $10,227 149,304 X 1 149,304
MARSHALL & ILSLEY CORP
COM 571834100 $171 3,000 X 1 3,000
MARSHALL INDS
COM 572393106 $15 400 X 1 400
MARTIN MARIETTA MATLS INC
COM 573284106 $36 900 X 1 900
MASCO CORP
COM 574599106 $13,882 447,795 X 1 447,795
MASCOTECH INC
COM 574670105 $52 3,100 X 1 3,100
MATERIAL SCIENCIES CORP
COM 576674105 $11 800 X 1 800
MATTEL INC
COM 577081102 $582 30,608 X 1 30,608
MATTHEWS INTL CORP
CL A 577128101 $3,784 125,600 X 1 125,600
MAXIM INTEGRATED PRODS INC
COM 57772K101 $246 3,900 X 1 3,900
MAXIMUS INC
COM 577933104 $2,688 89,800 X 1 89,800
MAXXAM INC
COM 577913106 $10 200 X 1 200
MAXXIM MED INC
COM 57777G105 $29 1,200 X 1 1,200
MAY DEPT STORES CO
COM 577778103 $7,732 212,206 X 1 212,206
MAYTAG CORP
COM 578592107 $2,160 64,848 X 1 64,848
MBIA INC
COM 55262C100 $2,452 52,585 X 1 52,585
MBNA CORP
COM 55262L100 $10,910 478,241 X 1 478,241
MCCLATCHY CO
CL A 579489105 $6,722 188,025 X 1 188,025
MCCORMICK & CO INC
COM NON VTG 579780206 $86 2,600 X 1 2,600
MCDERMOTT INTL INC
COM 580037109 $17,045 841,725 X 1 841,725
MCDONALDS CORP
COM 580135101 $30,282 704,222 X 1 704,222
MCGRAW HILL COS INC
COM 580645109 $5,141 106,276 X 1 106,276
MCI WORLDCOM INC
COM 55268B106 $112,176 1,560,715 X 1 1,560,715
MCKESSON HBOC INC
COM 58155Q103 $491 16,915 X 1 16,915
MCN ENERGY GROUP INC
COM 55267J100 $31 1,800 X 1 1,800
MCWHORTER TECHNOLOGIES INC
COM 582803102 $3 200 X 1 200
MDU RES GROUP INC
COM 552690109 $101 4,500 X 1 4,500
MEAD CORP
COM 582834107 $1,557 45,296 X 1 45,296
MEDALLION FINL CORP
COM 583928106 $1,328 65,600 X 1 65,600
MEDCO RESH INC
COM 584059109 $1,252 50,200 X 1 50,200
MEDE AMER CORP
COM 584067102 $35 1,500 X 1 1,500
MEDIA GEN INC
CL A 584404107 $15 300 X 1 300
MEDIAONE GROUP INC
COM 58440J104 $6,638 97,175 X 1 97,175
MEDICAL ASSURN INC
COM 58449U100 $3,339 133,240 X 1 133,240
MEDICAL MANAGER CORP NEW
COM 58461U103 $0 0 X 1 0
MEDICIS PHARMACEUTICAL CORP
CL A NEW 584690309 $932 32,700 X 1 32,700
MEDIMMUNE INC
COM 584699102 $3,249 32,600 X 1 32,600
MEDITRUST CORP
PAIRED CTF 58501T306 $3,314 389,900 X 1 389,900
MEDQUIST INC
COM 584949101 $4,002 119,700 X 1 119,700
MEDTRONIC INC
COM 585055106 $19,995 563,240 X 1 563,240
MENS WEARHOUSE INC
COM 587118100 $48 2,250 X 1 2,250
MENTOR CORP MINN
COM 587188103 $670 23,500 X 1 23,500
MERCANTILE BANKSHARES CORP
COM 587405101 $56 1,800 X 1 1,800
MERCK & CO INC
COM 589331107 $206,234 3,182,004 X 1 3,182,004
MERCURY COMPUTER SYS
COM 589378108 $7,885 231,900 X 1 231,900
MERCURY INTERACTIVE CORP
COM 589405109 $6,792 105,200 X 1 105,200
MEREDITH CORP
COM 589433101 $583 16,050 X 1 16,050
MERISTAR HOSPITALITY CORP
COM 58984Y103 $824 54,004 X 1 54,004
MERITOR AUTOMOTIVE INC
COM 59000G100 $65 3,100 X 1 3,100
MERRILL CORP
COM 590175105 $12 600 X 1 600
MERRILL LYNCH & CO INC
COM 590188108 $36,123 537,646 X 1 537,646
MESA AIR GROUP INC
COM 590479101 $6 900 X 1 900
METALS USA INC
COM 591324108 $40 3,900 X 1 3,900
METHODE ELECTRS INC
CL A 591520200 $32 1,700 X 1 1,700
METTLER TOLEDO INTERNATIONAL
COM 592688105 $6,215 209,800 X 1 209,800
MGIC INVT CORP WIS
COM 552848103 $65,807 1,378,155 X 1 1,378,155
MGM GRAND INC
COM 552953101 $4,417 86,300 X 1 86,300
MIAMI COMPUTER SUPPLY CORP
COM 593261100 $192 10,700 X 1 10,700
MICHAEL FOOD INC NEW
COM 594079105 $1,177 44,800 X 1 44,800
MICHAELS STORES INC
COM 594087108 $65 2,200 X 1 2,200
MICREL INC
COM 594793101 $4,654 107,300 X 1 107,300
MICRO WHSE INC
COM 59501B105 $503 41,700 X 1 41,700
MICROCHIP TECHNOLOGY INC
COM 595017104 $67 1,300 X 1 1,300
MICRON ELECTRONICS INC
COM 595100108 $452 43,000 X 1 43,000
MICRON TECHNOLOGY INC
COM 595112103 $17,185 258,184 X 1 258,184
MICROS SYS INC
COM 594901100 $36 900 X 1 900
MICROSOFT CORP
COM 594918104 $810,878 8,953,798 X 1 8,953,798
MIDAMERICAN ENERGY HLDGS NEW
COM 59562V107 $68 2,300 X 1 2,300
MIDAS GROUP INC
COM 595626102 $749 36,300 X 1 36,300
MIDWAY GAMES INC
COM 598148104 $32 2,000 X 1 2,000
MIDWEST EXPRESS HLDGS INC
COM 597911106 $2,679 102,300 X 1 102,300
MILACRON INC
COM 598709103 $139 7,807 X 1 7,807
MILLENNIUM PHARMACEUTICALS INC
COM 599902103 $1,339 20,600 X 1 20,600
MILLER HERMAN INC
COM 600544100 $571 23,900 X 1 23,900
MILLIPORE CORP
COM 601073109 $4,656 123,951 X 1 123,951
MINERALS TECHNOLOGIES INC
COM 603158106 $1,836 37,800 X 1 37,800
MINIMED INC
COM 60365K108 $98 1,000 X 1 1,000
MINNESOTA MNG & MFG CO
COM 604059105 $31,300 325,830 X 1 325,830
MINNESOTA PWR INC
COM 604110106 $2,237 127,400 X 1 127,400
MIPS TECHNOLOGIES INC
CL A 604567107 $223 7,000 X 1 7,000
MIRAGE RESORTS INC
COM 60462E104 $169 12,050 X 1 12,050
MOBIL CORP
COM 607059102 $60,503 600,528 X 1 600,528
MODINE MFG CO
COM 607828100 $28 1,200 X 1 1,200
MODIS PROFESSIONAL SVCS INC
COM 607830106 $1,946 146,900 X 1 146,900
MODTECH HLDGS INC
COM 60783C100 $38 5,118 X 1 5,118
MOHAWK INDS INC
COM 608190104 $48 2,400 X 1 2,400
MOLECULAR DEVICES CORP
COM 60851C107 $355 12,900 X 1 12,900
MOLEX INC
COM 608554101 $76 2,100 X 1 2,100
MONACO COACH CORP
COM 60886R103 $8,294 340,275 X 1 340,275
MONDAVI ROBERT CORP
CL A 609200100 $4,012 106,800 X 1 106,800
MONSANTO CO
COM 611662107 $11,921 334,035 X 1 334,035
MONTANA POWER CO
COM 612085100 $91 3,000 X 1 3,000
MONY GROUP INC
COM 615337102 $1,756 60,800 X 1 60,800
MORGAN J P & CO INC
COM 616880100 $134,257 1,175,115 X 1 1,175,115
MORGAN STANLEY DEAN WITTER&CO
COM NEW 617446448 $112,368 1,259,903 X 1 1,259,903
MORRISON KNUDSEN CORP NEW
COM 61844A109 $22 2,100 X 1 2,100
MOTIVEPOWER INDS INC
COM 61980K101 $1,356 123,300 X 1 123,300
MOTOROLA INC
COM 620076109 $186,227 2,116,217 X 1 2,116,217
MTI TECHNOLOGY CORP
COM 553903105 $756 32,800 X 1 32,800
MUELLER INDS INC
COM 624756102 $1,909 64,300 X 1 64,300
MURPHY OIL CORP
COM 626717102 $87 1,600 X 1 1,600
MUSICLAND STORES CORP
COM 62758B109 $8,004 914,700 X 1 914,700
MUTUAL RISK MGMT LTD
COM 628351108 $25 2,000 X 1 2,000
MYERS INDS INC
COM 628464109 $20 1,100 X 1 1,100
NABISCO GROUP HLDG CORP
COM 62952P102 $1,830 122,000 X 1 122,000
NABORS INDS INC
COM 629568106 $93 3,700 X 1 3,700
NACCO INDS INC
CL A 629579103 $6,511 93,174 X 1 93,174
NAM TAI ELECTRS INC
COM PAR 629865205 $1,451 107,500 X 1 107,500
NASH FINCH CO
COM 631158102 $8 1,200 X 1 1,200
NASHUA CORP
COM 631226107 $2 200 X 1 200
NATIONAL CITY CORP
COM 635405103 $8,401 314,804 X 1 314,804
NATIONAL COMPUTER SYS INC
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NATIONAL DATA CORP
COM 635621105 $44 1,700 X 1 1,700
NATIONAL FUEL GAS CO N J
COM 636180101 $71 1,500 X 1 1,500
NATIONAL GOLF PPTYS INC
COM 63623G109 $4,563 202,800 X 1 202,800
NATIONAL INFO CONSORTIUM INC
COM 636491102 $1,543 62,500 X 1 62,500
NATIONAL INSTRS CORP
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NATIONAL PRESTO INDS INC
COM 637215104 $12 300 X 1 300
NATIONAL R V HLDGS INC
COM 637277104 $6,172 312,500 X 1 312,500
NATIONAL SEMICONDUCTOR CORP
COM 637640103 $2,674 87,682 X 1 87,682
NATIONAL SVC INDS INC
COM 637657107 $136 4,325 X 1 4,325
NATIONWIDE FINL SVCS INC
CL A 638612101 $2,547 72,000 X 1 72,000
NATURES SUNSHINE PRODUCTS INC
COM 639027101 $7 700 X 1 700
NAUTICA ENTERPRISES INC
COM 639089101 $32 2,000 X 1 2,000
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COM 63934E108 $2,181 46,900 X 1 46,900
NBTY INC
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NCH CORP
COM 628850109 $5 100 X 1 100
NCO GROUP INC
COM 628858102 $4,771 101,500 X 1 101,500
NCR CORP NEW
COM 62886E108 $922 27,900 X 1 27,900
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NETWORK APPLIANCE INC
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NETWORK SOLUTIONS INC DEL
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NETWORKS ASSOCS INC
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NEW CENTURY ENERGIES INC
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NEW ENGLAND ELEC SYS
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COM 646025106 $64 1,600 X 1 1,600
NEW YORK TIMES CO
CL A 650111107 $101,604 2,709,444 X 1 2,709,444
NEWELL RUBBERMAID INC
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NEWFIELD EXPL CO
COM 651290108 $3,748 113,800 X 1 113,800
NEWMONT MINING CORP
COM 651639106 $257 9,944 X 1 9,944
NEWPARK RES INC
COM PAR 651718504 $4,495 580,000 X 1 580,000
NEWPORT NEWS SHIPBUILDING INC
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NEXTEL COMMUNICATIONS INC
CL A 65332V103 $32,380 477,497 X 1 477,497
NEXTLINK COMMUNICATIONS INC
CL A 65333H707 $8,922 172,100 X 1 172,100
NFO WORLDWIDE INC
COM 62910N108 $14 1,100 X 1 1,100
NIAGARA MOHAWK HLDGS INC
COM 653520106 $49,497 3,206,289 X 1 3,206,289
NICOR INC
COM 654086107 $752 20,227 X 1 20,227
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COM NEW 653929307 $3,354 90,199 X 1 90,199
NIKE INC
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NISOURCE INC
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NOBLE AFFILIATES INC
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NOBLE DRILLING CORP
COM 655042109 $203 9,300 X 1 9,300
NOKIA CORP
SPONSORED 654902204 $70,568 785,250 X 1 785,250
NORDSON CORP
COM 655663102 $34 700 X 1 700
NORDSTROM INC
COM 655664100 $1,732 64,150 X 1 64,150
NORFOLK SOUTHERN CORP
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NORTEK INC
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COM 656569100 $58,653 1,150,054 X 1 1,150,054
NORTH FORK BANCORPORATION NY
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NORTHEAST UTILS
COM 664397106 $74 4,000 X 1 4,000
NORTHERN TR CORP
COM 665859104 $4,824 57,775 X 1 57,775
NORTHN STS PWR CO MINN
COM 665772109 $1,869 86,690 X 1 86,690
NORTHROP GRUMMAN CORP
COM 666807102 $13,013 204,730 X 1 204,730
NORTHWEST NAT GAS CO
COM 667655104 $480 18,600 X 1 18,600
NORTHWESTERN CORP
COM 668074107 $32 1,400 X 1 1,400
NOVA CORP GA
COM 669784100 $15 600 X 1 600
NOVELL INC
COM 670006105 $4,342 209,865 X 1 209,865
NOVELLUS SYS INC
COM 670008101 $2,461 36,500 X 1 36,500
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NPC INTERNATIONAL INC
COM 629360306 $25 2,200 X 1 2,200
NUCOR CORP
COM 670346105 $1,734 36,408 X 1 36,408
NVR INC
COM 62944T105 $4,813 95,300 X 1 95,300
O CHARLEYS INC
COM 670823103 $2,749 186,400 X 1 186,400
O REILLY AUTOMOTIVE INC
COM 686091109 $429 9,000 X 1 9,000
O'SULLIVAN INDS HLDGS INC
COM 688609106 $353 23,500 X 1 23,500
OAK INDS INC
COM NEW 671400505 $20 600 X 1 600
OAKWOOD HOMES CORP
COM 674098108 $4 900 X 1 900
OCCIDENTAL PETE CORP DEL
COM 674599105 $9,851 425,971 X 1 425,971
OCEAN ENERGY INC TEX
COM 67481E106 $39 3,800 X 1 3,800
OCEANEERING INTL INC
COM 675232102 $24 1,400 X 1 1,400
OCTEL CORP
COM 675727101 $710 63,100 X 1 63,100
OCULAR SCIENCES INC
COM 675744106 $785 40,500 X 1 40,500
OEC-MEDICAL SYS INC
COM 670828102 $1,763 50,200 X 1 50,200
OFFICE DEPOT INC
COM 676220106 $1,415 138,900 X 1 138,900
OFFICEMAX INC
COM 67622M108 $16 2,800 X 1 2,800
OGDEN CORP
COM 676346109 $92 9,200 X 1 9,200
OGE ENERGY CORP
COM 670837103 $3,358 150,900 X 1 150,900
OHIO CAS CORP
COM 677240103 $3 200 X 1 200
OLD KENT FINL CORP
COM 679833103 $145 3,916 X 1 3,916
OLD NATL BANCORP IND
COM 680033107 $420 14,550 X 1 14,550
OLD REP INTL CORP
COM 680223104 $44 3,050 X 1 3,050
OM GROUP INC
COM 670872100 $1,543 40,200 X 1 40,200
OMEGA HEALTHCARE INVS INC
COM 681936100 $5,017 238,900 X 1 238,900
OMNICOM GROUP INC
COM 681919106 $62,925 794,635 X 1 794,635
ONE VALLEY BANCORP INC
COM 682419106 $28 800 X 1 800
ONEOK INC NEW
COM 682680103 $58 1,898 X 1 1,898
OPTICAL COATING LAB INC
COM 683829105 $6,536 71,000 X 1 71,000
OPTIMAL ROBOTICS CORP
CL A NEW 68388R208 $1,867 103,700 X 1 103,700
ORACLE CORP
COM 68389X105 $255,315 5,611,316 X 1 5,611,316
ORION CAP CORP
COM 686268103 $43 900 X 1 900
ORTHODONTIC CTRS AMER INC
COM 68750P103 $31 1,800 X 1 1,800
OSHKOSH B GOSH INC
CL A 688222207 $1,480 92,700 X 1 92,700
OSHKOSH TRUCK CORP
COM 688239201 $1,114 41,850 X 1 41,850
OUTBACK STEAKHOUSE INC
COM 689899102 $96 3,750 X 1 3,750
OWENS & MINOR INC NEW
COM 690732102 $504 52,400 X 1 52,400
OWENS CORNING
COM 69073F103 $5,845 269,491 X 1 269,491
OWENS ILL INC
COM NEW 690768403 $182 9,200 X 1 9,200
PFD CONV 690768502 $655 20,000 X 1 20,000
OXFORD HEALTH PLANS INC
COM 691471106 $54 4,300 X 1 4,300
OXFORD INDS INC
COM 691497309 $19 900 X 1 900
P P & L RES INC
COM 693499105 $3,041 112,370 X 1 112,370
PACCAR INC
COM 693718108 $11,944 234,774 X 1 234,774
PACIFIC CENTY FINL CORP
COM 694058108 $80 3,900 X 1 3,900
PACIFIC SUNWEAR CALIF INC
COM 694873100 $74 2,650 X 1 2,650
PACIFICARE HEALTH SYS DEL
COM 695112102 $95 2,200 X 1 2,200
PACIFICORP
COM 695114108 $1,600 79,489 X 1 79,489
PAINE WEBBER GROUP INC
COM 695629105 $4,167 114,950 X 1 114,950
PALL CORP
COM 696429307 $5,494 236,924 X 1 236,924
PAN PACIFIC RETAIL PPTYS INC
COM 69806L104 $974 57,100 X 1 57,100
PANERA BREAD CO
CL A 69840W108 $2 300 X 1 300
PAPA JOHNS INTL INC
COM 698813102 $2,426 58,800 X 1 58,800
PARAMETRIC TECHNOLOGY CORP
COM 699173100 $776 57,500 X 1 57,500
PAREXEL INTL CORP
COM 699462107 $1,621 177,600 X 1 177,600
PARK ELECTROCHEMICAL CORP
COM 700416209 $1,368 41,600 X 1 41,600
PARK OHIO HLDGS CORP
COM 700666100 $1,029 82,300 X 1 82,300
PARK PL ENTMT CORP
COM 700690100 $13,415 1,073,200 X 1 1,073,200
PARKER HANNIFIN CORP
COM 701094104 $2,099 46,831 X 1 46,831
PARKWAY PPTYS INC
COM 70159Q104 $10,749 333,300 X 1 333,300
PATHOGENESIS CORP
COM 70321E104 $317 20,600 X 1 20,600
PATTERSON DENTAL CO
COM 703412106 $5,467 110,300 X 1 110,300
PAXAR CORP
COM 704227107 $26 2,700 X 1 2,700
PAXSON COMMUNICATIONS CORP
COM 704231109 $5,598 457,000 X 1 457,000
PAYCHEX INC
COM 704326107 $3,979 116,599 X 1 116,599
PAYLESS SHOESOURCE INC
COM 704379106 $71 1,400 X 1 1,400
PE CORP
COM PE BIO 69332S102 $3,174 43,932 X 1 43,932
PECO ENERGY CO
COM 693304107 $25,032 667,512 X 1 667,512
PENFORD CORP
COM 707051108 $1 100 X 1 100
PENN VA CORP
COM 707882106 $1,359 65,500 X 1 65,500
PENNEY J C INC
COM 708160106 $561 16,266 X 1 16,266
PENNSYLVANIA ENTERPRISES INC
COM 708720107 $16 500 X 1 500
PENNSYLVANIA RL ESTATE INVT TR
SH BEN INT 709102107 $347 18,400 X 1 18,400
PENNZOIL-QUAKER STATE COMPANY
COM 709323109 $1,696 134,376 X 1 134,376
PENTAIR INC
COM 709631105 $60 1,500 X 1 1,500
PEOPLES ENERGY CORP
COM 711030106 $311 8,834 X 1 8,834
PEOPLESOFT INC
COM 712713106 $243 14,350 X 1 14,350
PEP BOYS MANNY MOE & JACK
COM 713278109 $49 3,295 X 1 3,295
PEPSICO INC
COM 713448108 $22,829 754,688 X 1 754,688
PEREGRINE SYSTEMS INC
COM 71366Q101 $2,828 69,400 X 1 69,400
PERFORMANCE FOOD GROUP CO
COM 713755106 $36 1,400 X 1 1,400
PERRIGO CO
COM 714290103 $13 1,600 X 1 1,600
PFF BANCORP INC
COM 69331W104 $41 2,000 X 1 2,000
PFIZER INC
COM 717081103 $245,479 6,830,696 X 1 6,830,696
PG&E CORP
COM 69331C108 $5,564 215,043 X 1 215,043
PHARMACEUTICAL PROD DEV INC
COM 717124101 $18 1,300 X 1 1,300
PHARMACIA & UPJOHN INC
COM 716941109 $16,212 326,699 X 1 326,699
PHELPS DODGE CORP
COM 717265102 $422 7,663 X 1 7,663
PHILADELPHIA SUBN CORP
COM PAR 718009608 $1,505 63,891 X 1 63,891
PHILIP MORRIS COS INC
COM 718154107 $38,969 1,139,859 X 1 1,139,859
PHILLIPS PETE CO
COM 718507106 $36,804 754,958 X 1 754,958
PHILLIPS VAN HEUSEN CORP
COM 718592108 $20 2,200 X 1 2,200
PHOENIX TECHNOLOGY LTD
COM 719153108 $46 4,100 X 1 4,100
PHOTRONICS INC
COM 719405102 $22 1,000 X 1 1,000
PHYCOR INC
COM 71940F100 $15 3,400 X 1 3,400
PIEDMONT NAT GAS INC
COM 720186105 $1,046 34,500 X 1 34,500
PILGRIMS PRIDE CORP
CL B 721467108 $189 21,700 X 1 21,700
PINNACLE SYS INC
COM 723481107 $8,081 190,700 X 1 190,700
PINNACLE WEST CAP CORP
COM 723484101 $84 2,300 X 1 2,300
PIONEER HI BRED INTL INC
COM 723686101 $1,216 30,545 X 1 30,545
PIONEER STD ELECTRS INC
COM 723877106 $25 1,700 X 1 1,700
PITNEY BOWES INC
COM 724479100 $8,382 137,548 X 1 137,548
PITTSTON CO
COM BRINKS 725701106 $19 800 X 1 800
PLACER DOME INC
COM 725906101 $304 20,468 X 1 20,468
PLANTRONICS INC NEW
COM 727493108 $55 1,100 X 1 1,100
PLAYERS INTL INC
COM 727903106 $16 2,200 X 1 2,200
PLEXUS CORP
COM 729132100 $3,164 103,300 X 1 103,300
PMC-SIERRA INC
COM 69344F106 $6,096 65,900 X 1 65,900
PMI GROUP INC
COM 69344M101 $1,089 26,650 X 1 26,650
PNC BK CORP
COM 693475105 $26,616 505,163 X 1 505,163
POGO PRODUCING CO
COM 730448107 $44 2,100 X 1 2,100
POLARIS INDS INC
COM 731068102 $69 2,000 X 1 2,000
POLAROID CORP
COM 731095105 $68 2,630 X 1 2,630
POLYCOM INC
COM 73172K104 $4,389 92,100 X 1 92,100
POLYMER GROUP INC
COM 731745105 $193 13,100 X 1 13,100
POOL ENERGY SVCS CO
COM 732788104 $387 15,700 X 1 15,700
POPE & TALBOT INC
COM 732827100 $6 500 X 1 500
POST PPTYS INC
COM 737464107 $22,483 571,900 X 1 571,900
POTLATCH CORP
COM 737628107 $79 1,914 X 1 1,914
POTOMAC ELEC PWR CO
COM 737679100 $811 31,900 X 1 31,900
POWER INTEGRATIONS INC
COM 739276103 $3,165 45,700 X 1 45,700
POWERTEL INC
COM 73936C109 $2,555 46,400 X 1 46,400
POWERWAVE TECHNOLOGIES INC
COM 739363109 $106 2,200 X 1 2,200
PPG INDS INC
COM 693506107 $5,247 87,449 X 1 87,449
PRAXAIR INC
COM 74005P104 $11,689 254,103 X 1 254,103
PRE PAID LEGAL SVCS INC
COM 740065107 $35 900 X 1 900
PRECISION CASTPARTS CORP
COM 740189105 $15 500 X 1 500
PREMARK INTL INC
COM 740459102 $121 2,400 X 1 2,400
PREMIER PKS INC
COM NEW 740540208 $38 1,300 X 1 1,300
PRENTISS PPTYS TR
SH BEN INT 740706106 $10,346 466,300 X 1 466,300
PRICE COMMUNICATIONS CORP
COM NEW 741437305 $4,869 194,277 X 1 194,277
PRICE T ROWE & ASSOCIATES
COM 741477103 $2,036 74,200 X 1 74,200
PRIDE INTL INC
COM 741932107 $2,090 147,300 X 1 147,300
PRIMARK CORP
COM 741903108 $31 1,100 X 1 1,100
PRIME BANCSHARES INC TEXAS
COM 74157H108 $455 20,000 X 1 20,000
PRIME HOSPITALITY CORP
COM 741917108 $3,569 446,100 X 1 446,100
PRIME RETAIL INC
COM 741570105 $1,882 255,200 X 1 255,200
PRIORITY HEALTHCARE CORP
CL B 74264T102 $1,505 48,758 X 1 48,758
PRISON RLTY TR
COM 74264N105 $1,917 178,300 X 1 178,300
PROCTER & GAMBLE CO
COM 742718109 $306,021 3,264,222 X 1 3,264,222
PROFIT RECOVERY GROUP INTL INC
COM 743168106 $1,116 25,000 X 1 25,000
PROGRESS SOFTWARE CORP
COM 743312100 $4,691 149,500 X 1 149,500
PROGRESSIVE CORP OHIO
COM 743315103 $564 6,900 X 1 6,900
PROJECT SOFTWARE & DEV INC
COM 74339P101 $5,382 100,600 X 1 100,600
PROLOGIS TR
SH BEN INT 743410102 $7,282 385,825 X 1 385,825
PROTECTIVE LIFE CORP
COM 743674103 $46 1,600 X 1 1,600
PROVIDENT BANKSHARES CORP
COM 743859100 $22 1,050 X 1 1,050
PROVIDENT FINL GROUP INC
COM 743866105 $66 1,800 X 1 1,800
PROVIDIAN FINL CORP
COM 74406A102 $66,140 835,230 X 1 835,230
PS BUSINESS PKS INC CALIF
COM 69360J107 $8,086 311,000 X 1 311,000
PSS WORLD MED INC
COM 69366A100 $4 500 X 1 500
PUBLIC STORAGE INC
COM 74460D109 $14,116 560,430 X 1 560,430
PUBLIC SVC CO N C INC
COM 744516105 $46 1,500 X 1 1,500
PUBLIC SVC CO N MEX
COM 744499104 $2,643 144,800 X 1 144,800
PUBLIC SVC ENTERPRISE GROUP
COM 744573106 $14,480 374,884 X 1 374,884
PUGET SOUND ENERGY INC
COM 745332106 $67 3,000 X 1 3,000
PULTE CORP
COM 745867101 $32,000 1,471,262 X 1 1,471,262
QLOGIC CORP
COM 747277101 $2,813 40,300 X 1 40,300
QRS CORP
COM 74726X105 $51 800 X 1 800
QUAKER CHEM CORP
COM 747316107 $15 900 X 1 900
QUAKER OATS CO
COM 747402105 $6,111 98,758 X 1 98,758
QUALCOMM INC
COM 747525103 $62,082 328,150 X 1 328,150
QUANEX CORP
COM 747620102 $3,254 127,000 X 1 127,000
QUANTA SVCS INC
COM 74762E102 $4,157 141,800 X 1 141,800
QUANTUM CORP
COM DSSG 747906204 $2,181 155,100 X 1 155,100
COM HDDG 747906303 $558 75,000 X 1 75,000
QUEENS CNTY BANCORP INC
COM 748242104 $128 4,650 X 1 4,650
QUESTAR CORP
COM 748356102 $4,131 227,900 X 1 227,900
QUIKSILVER INC
COM 74838C106 $27 1,500 X 1 1,500
QUINTILES TRANSNATIONAL CORP
COM 748767100 $232 12,200 X 1 12,200
RADIAN GROUP INC
COM 750236101 $5,492 127,900 X 1 127,900
RAILTEX INC
COM 750766107 $10 600 X 1 600
RAINFOREST CAFE INC
COM 75086K104 $1,891 356,000 X 1 356,000
RALCORP HLDGS INC NEW
COM 751028101 $34 1,900 X 1 1,900
RALSTON PURINA CO
COM RAL-PUR 751277302 $4,100 147,402 X 1 147,402
RAMCO-GERSHENSON PPTYS TR
COM SH BEN 751452202 $218 14,600 X 1 14,600
RARE HOSPITALITY INTL INC
COM 753820109 $4,243 196,200 X 1 196,200
RATIONAL SOFTWARE CORP
COM NEW 75409P202 $85 2,900 X 1 2,900
RAYMOND JAMES FINANCIAL INC
COM 754730109 $74 3,700 X 1 3,700
RAYONIER INC
COM 754907103 $25 600 X 1 600
RAYTHEON CO
CL B 755111408 $6,523 131,442 X 1 131,442
RCM TECHNOLOGIES INC
COM NEW 749360400 $1,667 155,100 X 1 155,100
READERS DIGEST ASSN INC
CL A NON VTG 755267101 $82 2,800 X 1 2,800
RECKSON ASSOCS RLTY CORP
COM 75621K106 $6,562 315,300 X 1 315,300
CL B 75621K304 $754 34,472 X 1 34,472
RECKSON SVC INDS INC
COM 75621J109 $550 34,792 X 1 34,792
REEBOK INTL LTD
COM 758110100 $37 3,422 X 1 3,422
REGAL BELOIT CORP
COM 758750103 $19 900 X 1 900
REGENCY RLTY CORP
COM 758939102 $4,691 223,400 X 1 223,400
REGIONS FINL CORP
COM 758940100 $3,350 111,675 X 1 111,675
REGIS CORP MINN
COM 758932107 $3,386 175,900 X 1 175,900
REINSURANCE GROUP AMER INC
COM 759351109 $961 37,400 X 1 37,400
RELIANCE BANCORP INC
COM 759451107 $3,311 88,000 X 1 88,000
RELIANCE STEEL & ALUMINUM CO
COM 759509102 $60 2,850 X 1 2,850
RELIANT ENERGY INC
COM 75952J108 $16,302 602,383 X 1 602,383
RELIASTAR FINL CORP
COM 75952U103 $11,441 344,100 X 1 344,100
REMEDY CORP
COM 759548100 $51 1,800 X 1 1,800
RENAL CARE GROUP INC
COM 759930100 $61 2,800 X 1 2,800
RENT A CTR INC NEW
COM 76009N100 $451 24,200 X 1 24,200
REPUBLIC GROUP INC
COM 760473108 $11 800 X 1 800
REPUBLIC N Y CORP
COM 760719104 $2,734 44,500 X 1 44,500
RESMED INC
COM 761152107 $1,994 60,200 X 1 60,200
RESOURCE AMERICA INC
CL A 761195205 $543 73,000 X 1 73,000
RESPIRONICS INC
COM 761230101 $6 700 X 1 700
REYNOLDS & REYNOLDS CO
CL A 761695105 $3,142 154,200 X 1 154,200
REYNOLDS METALS CO
COM 761763101 $19,962 330,635 X 1 330,635
REYNOLDS R J TOB HLDGS INC
COM 76182K105 $1,202 44,500 X 1 44,500
RHYTHMS NETCONNECTIONS INC
COM 762430205 $1,208 35,000 X 1 35,000
RIGGS NATL CORP WASH DC
COM 766570105 $29 1,700 X 1 1,700
RITE AID CORP
COM 767754104 $582 42,106 X 1 42,106
ROADWAY EXPRESS INC DEL
COM 769742107 $5,327 263,900 X 1 263,900
ROBBINS & MYERS INC
COM 770196103 $11 700 X 1 700
ROBERTS PHARMACEUTICAL CORP
COM 770491108 $17,787 588,000 X 1 588,000
ROCKWELL INTL CORP NEW
COM 773903109 $13,829 263,408 X 1 263,408
ROHM & HAAS CO
COM 775371107 $19,519 540,309 X 1 540,309
ROLLINS INC
COM 775711104 $17 1,100 X 1 1,100
ROLLINS TRUCK LEASING CORP
COM 775741101 $1,125 111,100 X 1 111,100
ROPER INDS INC NEW
COM 776696106 $88 2,300 X 1 2,300
ROSLYN BANCORP INC
COM 778162107 $2,951 165,100 X 1 165,100
ROSS STORES INC
COM 778296103 $97 4,800 X 1 4,800
ROWAN COS INC
COM 779382100 $82 5,028 X 1 5,028
ROYAL DUTCH PETE CO
NY REG 780257804 $195,115 3,303,538 X 1 3,303,538
RPM INC OHIO
COM 749685103 $22 1,800 X 1 1,800
RSA SEC INC
COM 749719100 $53 2,000 X 1 2,000
RTI INTL METALS INC
COM 74973W107 $1,768 176,800 X 1 176,800
RUBY TUESDAY INC
COM 781182100 $4,070 208,700 X 1 208,700
RUDDICK CORP
COM 781258108 $17 1,100 X 1 1,100
RUSS BERRIE & CO
COM 782233100 $1,979 94,500 X 1 94,500
RUSSELL CORP
COM 782352108 $84 5,923 X 1 5,923
RYANS FAMILY STEAK HOUSE INC
COM 783519101 $1,805 200,600 X 1 200,600
RYDER SYS INC
COM 783549108 $536 26,289 X 1 26,289
RYERSON TULL INC NEW
COM 78375P107 $14 600 X 1 600
RYLAND GROUP INC
COM 783764103 $8,483 372,900 X 1 372,900
S3 INC
COM 784849101 $44 4,200 X 1 4,200
SAFECO CORP
COM 786429100 $301 10,766 X 1 10,766
SAFEWAY INC
COM NEW 786514208 $100,616 2,643,450 X 1 2,643,450
SALEM COMMUNICATIONS CORP DEL
CL A 794093104 $638 25,000 X 1 25,000
SALTON INC
COM 795757103 $2,872 92,650 X 1 92,650
SANDISK CORP
COM 80004C101 $1,115 17,100 X 1 17,100
SANMINA CORP
COM 800907107 $132 1,700 X 1 1,700
SANTA FE INTL CORP
ORD G7805C108 $3,083 143,000 X 1 143,000
SANTA FE SNYDER CORP
COM 80218K105 $40 4,400 X 1 4,400
SARA LEE CORP
COM 803111103 $10,319 440,272 X 1 440,272
SAWTEK INC
COM 805468105 $5,341 152,600 X 1 152,600
SBC COMMUNICATIONS INC
COM 78387G103 $74,911 1,467,049 X 1 1,467,049
SBS TECHNOLOGIES INC
COM 78387P103 $2,593 101,700 X 1 101,700
SCANA CORP
COM 805898103 $73 3,000 X 1 3,000
SCHERING PLOUGH CORP
COM 806605101 $82,419 1,889,254 X 1 1,889,254
SCHLUMBERGER LTD
COM 806857108 $2,013 32,312 X 1 32,312
SCHOLASTIC CORP
COM 807066105 $1,930 38,600 X 1 38,600
SCHULMAN A INC
COM 808194104 $14 800 X 1 800
SCHWAB CHARLES CORP NEW
COM 808513105 $17,843 529,650 X 1 529,650
SCHWEITZER-MAUDUIT INTL INC
COM 808541106 $408 31,500 X 1 31,500
SCI SYS INC
COM 783890106 $80 1,800 X 1 1,800
SCIENTIFIC ATLANTA INC
COM 808655104 $2,491 50,256 X 1 50,256
SCOTT TECHNOLOGIES INC
COM 810022301 $36 1,800 X 1 1,800
SCOTTS CO
CL A 810186106 $38 1,100 X 1 1,100
SCRIPPS E W CO OHIO
CL A 811054204 $1,705 34,700 X 1 34,700
SEACOR SMIT INC
COM 811904101 $912 17,800 X 1 17,800
SEAGATE TECHNOLOGY
COM 811804103 $1,221 39,618 X 1 39,618
SEAGRAM LTD
COM 811850106 $45,578 1,001,708 X 1 1,001,708
SEALED AIR CORP NEW
COM 81211K100 $1,355 26,415 X 1 26,415
SEARS ROEBUCK & CO
COM 812387108 $4,978 158,668 X 1 158,668
SECURITY FIRST TECHNOLOGIES CP
COM 814279105 $2,387 61,400 X 1 61,400
SEI INVESTMENTS CO
COM 784117103 $393 4,400 X 1 4,400
SEITEL INC
COM NEW 816074306 $5,369 550,700 X 1 550,700
SELECTIVE INS GROUP INC
COM 816300107 $25 1,300 X 1 1,300
SEMPRA ENERGY
COM 816851109 $50,550 2,428,849 X 1 2,428,849
SEMTECH CORP
COM 816850101 $8,336 227,600 X 1 227,600
SENSORMATIC ELECTRS CORP
COM 817265101 $29 2,300 X 1 2,300
SEQUA CORPORATION
CL A 817320104 $13 200 X 1 200
SERENA SOFTWARE INC
COM 817492101 $1,127 65,800 X 1 65,800
SERVICE CORP INTL
COM 817565104 $178 16,883 X 1 16,883
SERVICE EXPERTS INC
COM 817567100 $12 1,200 X 1 1,200
SHARED MED SYS CORP
COM 819486101 $116 2,476 X 1 2,476
SHAW GROUP INC
COM 820280105 $2,648 118,000 X 1 118,000
SHAW INDS INC
COM 820286102 $86 5,400 X 1 5,400
SHERWIN WILLIAMS CO
COM 824348106 $1,656 79,092 X 1 79,092
SHOPKO STORES INC
COM 824911101 $78 2,700 X 1 2,700
SHOREWOOD PACKAGING CORP
COM 825229107 $2,982 219,900 X 1 219,900
SHURGARD STORAGE CTRS INC
COM 82567D104 $715 28,900 X 1 28,900
SIEBEL SYS INC
COM 826170102 $1,619 24,300 X 1 24,300
SIERRA HEALTH SVCS INC
COM 826322109 $6 600 X 1 600
SIERRA PAC RES NEW
COM 826428104 $78 3,500 X 1 3,500
SIGCORP INC
COM 826912107 $4,582 179,700 X 1 179,700
SIGMA ALDRICH CORP
COM 826552101 $1,483 46,714 X 1 46,714
SILICON GRAPHICS INC
COM 827056102 $343 31,339 X 1 31,339
SILICON VY BANCSHARES
COM 827064106 $39 1,600 X 1 1,600
SIMON PPTY GROUP INC NEW
COM 828806109 $13,028 580,644 X 1 580,644
SIMPSON INDS INC
COM 829060102 $46 4,200 X 1 4,200
SIMPSON MANUFACTURING CO INC
COM 829073105 $4,777 101,900 X 1 101,900
SKYLINE CORP
COM 830830105 $15 600 X 1 600
SKYWEST INC
COM 830879102 $2,242 102,200 X 1 102,200
SL GREEN RLTY CORP
COM 78440X101 $3,444 168,000 X 1 168,000
SLI INC
COM 78442T108 $3,841 180,200 X 1 180,200
SLM HLDG CORP
COM 78442A109 $3,548 82,500 X 1 82,500
SMITH A O
COM 831865209 $889 29,400 X 1 29,400
SMITH CHARLES E RESDNTL RLTY
COM 832197107 $1,063 31,100 X 1 31,100
SMITH INTL INC
COM 832110100 $61 1,500 X 1 1,500
SMITHFIELD FOODS INC
COM 832248108 $2,761 103,200 X 1 103,200
SMUCKER J M CO
CL A 832696108 $13 600 X 1 600
SNAP ON INC
COM 833034101 $1,031 31,719 X 1 31,719
SOLA INTL INC
COM 834092108 $20 1,300 X 1 1,300
SOLECTRON CORP
COM 834182107 $39,364 548,150 X 1 548,150
SOLUTIA INC
COM 834376105 $1,979 110,700 X 1 110,700
SONAT INC
COM 835415100 $4,557 114,832 X 1 114,832
SONIC AUTOMOTIVE INC
CL A 83545G102 $152 11,700 X 1 11,700
SONIC CORP
COM 835451105 $4,047 132,950 X 1 132,950
SONOCO PRODS CO
COM 835495102 $54 2,350 X 1 2,350
SOTHEBYS HLDGS INC
CL A 835898107 $3,859 149,500 X 1 149,500
SOUTHDOWN INC
COM 841297104 $5,564 104,000 X 1 104,000
SOUTHERN CO
COM 842587107 $9,187 356,785 X 1 356,785
SOUTHERN ENERGY HOMES INC
COM 842814105 $1 400 X 1 400
SOUTHTRUST CORP
COM 844730101 $8,911 248,400 X 1 248,400
SOUTHWEST AIRLS CO
COM 844741108 $5,030 331,176 X 1 331,176
SOUTHWEST GAS CORP
COM 844895102 $7,451 276,600 X 1 276,600
SOUTHWEST SECS GROUP INC
COM 845224104 $8 300 X 1 300
SOUTHWESTERN ENERGY CO
COM 845467109 $2,329 257,000 X 1 257,000
SOVEREIGN BANCORP INC
COM 845905108 $89 9,800 X 1 9,800
SOVRAN SELF STORAGE INC
COM 84610H108 $796 35,000 X 1 35,000
SPACELABS MED INC
COM 846247104 $8 500 X 1 500
SPARTECH CORP
COM NEW 847220209 $5,906 201,500 X 1 201,500
SPECIALTY EQUIP COS INC
COM NEW 847497203 $28 1,100 X 1 1,100
SPECTRALINK CORP
COM 847580107 $1,379 302,300 X 1 302,300
SPIEGEL INC
CL A 848457107 $1,598 157,800 X 1 157,800
SPIEKER PPTYS INC
COM 848497103 $2,064 59,500 X 1 59,500
SPRINGS INDS INC
CL A 851783100 $45 1,318 X 1 1,318
SPRINT CORP
COM FON 852061100 $11,172 205,936 X 1 205,936
PCS COM SER 852061506 $33,195 445,196 X 1 445,196
SPS TECHNOLOGIES INC
COM 784626103 $38 1,000 X 1 1,000
SPX CORP
COM 784635104 $109 1,200 X 1 1,200
ST JUDE MED INC
COM 790849103 $525 16,676 X 1 16,676
ST MARY LD & EXPL CO
COM 792228108 $18 700 X 1 700
ST PAUL BANCORP INC
COM 792848103 $66 2,900 X 1 2,900
ST PAUL COS INC
COM 792860108 $28,836 1,048,596 X 1 1,048,596
STANDARD MTR PRODS INC
COM 853666105 $2,801 144,100 X 1 144,100
STANDARD PAC CORP NEW
COM 85375C101 $23 2,200 X 1 2,200
STANDARD PRODS CO
COM 853836104 $32 900 X 1 900
STANDARD REGISTER CO
COM 853887107 $24 1,000 X 1 1,000
STANDEX INTL CORP
COM 854231107 $22 800 X 1 800
STANLEY WKS
COM 854616109 $136 5,402 X 1 5,402
STAPLES INC
COM 855030102 $5,892 270,125 X 1 270,125
STARWOOD FINL TR MD
CL A SH BEN 85568W104 $18 626 X 1 626
STARWOOD HOTELS&RESORTS WRLDWD
PAIRED CTF 85590A203 $9,143 409,750 X 1 409,750
STATE STR CORP
COM 857477103 $5,431 84,045 X 1 84,045
STATION CASINOS INC
COM 857689103 $3,146 135,300 X 1 135,300
STEEL DYNAMICS INC
COM 858119100 $110 7,000 X 1 7,000
STEEL TECHNOLOGIES INC
COM 858147101 $9 800 X 1 800
STEIN MART INC
COM 858375108 $33 4,700 X 1 4,700
STEINWAY MUSICAL INSTRS INC
COM ORD 858495104 $1,591 76,000 X 1 76,000
STERLING SOFTWARE INC
COM 859547101 $2,676 133,800 X 1 133,800
STEWART & STEVENSON SVCS INC
COM 860342104 $4 300 X 1 300
STILLWATER MNG CO
COM 86074Q102 $23 850 X 1 850
STMICROELECTRONICS N V
COM 861012102 $6,229 84,100 X 1 84,100
STONE ENERGY CORP
COM 861642106 $4,692 92,000 X 1 92,000
STORAGE USA INC
COM 861907103 $363 13,200 X 1 13,200
STRIDE RITE CORP
COM 863314100 $27 3,800 X 1 3,800
STRUCTURAL DYNAMICS RESH CORP
COM 863555108 $26 1,700 X 1 1,700
STRYKER CORP
COM 863667101 $72 1,400 X 1 1,400
STURM RUGER & CO INC
COM 864159108 $13 1,400 X 1 1,400
SUIZA FOODS CORP
COM 865077101 $2,295 61,200 X 1 61,200
SUMMIT BANCORP
COM 866005101 $5,496 169,425 X 1 169,425
SUMMIT PPTYS INC
COM 866239106 $5,333 267,500 X 1 267,500
SUMMIT TECHNOLOGY INC
COM 86627E101 $44 2,400 X 1 2,400
SUN COMMUNITIES INC
COM 866674104 $4,733 143,150 X 1 143,150
SUN MICROSYSTEMS INC
COM 866810104 $192,380 2,068,604 X 1 2,068,604
SUNGARD DATA SYS INC
COM 867363103 $47 1,800 X 1 1,800
SUNGLASS HUT INTL INC
COM 86736F106 $1,111 105,200 X 1 105,200
SUNOCO INC
COM 86764P109 $38,796 1,417,190 X 1 1,417,190
SUNQUEST INFORMATION SYS INC
COM 867654105 $166 10,300 X 1 10,300
SUNRISE ASSISTED LIVING INC
COM 86768K106 $1,379 51,900 X 1 51,900
SUNTRUST BKS INC
COM 867914103 $10,998 167,268 X 1 167,268
SUPERIOR ENERGY SVCS INC
COM 868157108 $1,595 252,600 X 1 252,600
SUPERIOR INDS INTL INC
COM 868168105 $1,859 66,400 X 1 66,400
SUPERIOR TELECOM INC
COM 868365107 $993 71,225 X 1 71,225
SUPERVALU INC
COM 868536103 $36,185 1,658,910 X 1 1,658,910
SUPREMA SPECIALTIES INC
COM 86859F107 $1,151 141,600 X 1 141,600
SUSQUEHANNA BANCSHARES INC PA
COM 869099101 $22 1,250 X 1 1,250
SWIFT ENERGY CO
COM 870738101 $172 13,600 X 1 13,600
SWIFT TRANSN CO
COM 870756103 $4,890 248,375 X 1 248,375
SWISS ARMY BRANDS INC
COM 870827102 $1 100 X 1 100
SYBRON INTL CORP
COM 87114F106 $70 2,600 X 1 2,600
SYKES ENTERPRISES INC
COM 871237103 $941 38,100 X 1 38,100
SYLVAN LEARNING SYS INC
COM 871399101 $8 400 X 1 400
SYMANTEC CORP
COM 871503108 $72 2,000 X 1 2,000
SYMBOL TECHNOLOGIES INC
COM 871508107 $82 2,450 X 1 2,450
SYNCOR INTL CORP DEL
COM 87157J106 $34 900 X 1 900
SYNOPSYS INC
COM 871607107 $1,033 18,400 X 1 18,400
SYNOVUS FINL CORP
COM 87161C105 $2,462 131,725 X 1 131,725
SYSCO CORP
COM 871829107 $5,454 155,560 X 1 155,560
TALK COM INC
COM 874264104 $44 3,400 X 1 3,400
TANDY CORP
COM 875382103 $32,506 628,886 X 1 628,886
TANGER FACTORY OUTLET CTRS INC
PFD A CV 875465205 $1,219 60,000 X 1 60,000
TBC CORP
COM 872180104 $14 2,000 X 1 2,000
TCF FINL CORP
COM 872275102 $97 3,400 X 1 3,400
TD WATERHOUSE GRP INC
COM 872362108 $582 45,000 X 1 45,000
TECH DATA CORP
COM 878237106 $26 1,100 X 1 1,100
TECHNE CORP
COM 878377100 $1,048 33,400 X 1 33,400
TECHNITROL INC
COM 878555101 $32 900 X 1 900
TECHNOLOGY SOLUTIONS CO
COM 87872T108 $16 1,100 X 1 1,100
TECO ENERGY INC
COM 872375100 $42 2,000 X 1 2,000
TECUMSEH PRODS CO
CL A 878895200 $2,677 53,400 X 1 53,400
TEKELEC
COM 879101103 $365 26,400 X 1 26,400
TEKTRONIX INC
COM 879131100 $3,949 117,890 X 1 117,890
TELEBANC FINANCIAL CORP
COM 87925R109 $2,760 120,000 X 1 120,000
TELECOMUNICACOES BRASILEIRAS S
SPONSORED 879287308 $1,652 21,380 X 1 21,380
TELEFLEX INC
COM 879369106 $32 800 X 1 800
TELEFONOS DE MEXICO S A
SPON ADR ORD 879403780 $3,476 48,780 X 1 48,780
TELEPHONE & DATA SYS INC
COM 879433100 $178 2,000 X 1 2,000
TELIGENT INC
CL A 87959Y103 $4,969 100,000 X 1 100,000
TELLABS INC
COM 879664100 $89,779 1,576,794 X 1 1,576,794
TEMPLE INLAND INC
COM 879868107 $1,655 27,354 X 1 27,354
TENET HEALTHCARE CORP
COM 88033G100 $326 18,555 X 1 18,555
TENNECO INC NEW
COM 88037E101 $183 10,739 X 1 10,739
TERADYNE INC
COM 880770102 $1,963 55,700 X 1 55,700
TEREX CORP NEW
COM 880779103 $5,320 168,900 X 1 168,900
TESORO PETE CORP
COM 881609101 $18,566 1,125,200 X 1 1,125,200
TETRA TECH INC NEW
COM 88162G103 $40 2,375 X 1 2,375
TEXACO INC
COM 881694103 $28,110 445,310 X 1 445,310
TEXAS INDS INC
COM 882491103 $4,621 124,900 X 1 124,900
TEXAS INSTRS INC
COM 882508104 $249,174 3,029,472 X 1 3,029,472
TEXAS UTILS CO
COM 882848104 $5,373 143,999 X 1 143,999
TEXTRON INC
COM 883203101 $17,976 232,324 X 1 232,324
THERMO BIOANALYSIS CORP
COM 88355H108 $1,516 82,500 X 1 82,500
THERMO ECOTEK CORP
COM 88355R106 $1 100 X 1 100
THERMO ELECTRON CORP
COM 883556102 $128 9,550 X 1 9,550
THOMAS & BETTS CORP
COM 884315102 $1,213 23,792 X 1 23,792
THOMAS INDS INC
COM 884425109 $848 45,400 X 1 45,400
THOR INDS INC
COM 885160101 $20 800 X 1 800
THQ INC
COM NEW 872443403 $10,139 235,100 X 1 235,100
TIDEWATER INC
COM 886423102 $1,997 78,300 X 1 78,300
TIFFANY & CO NEW
COM 886547108 $240 4,000 X 1 4,000
TIMBERLAND CO
CL A 887100105 $2,781 71,200 X 1 71,200
TIME WARNER INC
COM 887315109 $19,081 314,094 X 1 314,094
TIMES MIRROR CO NEW
COM SER A 887364107 $7,980 121,252 X 1 121,252
TIMKEN CO
COM 887389104 $62 3,836 X 1 3,836
TITAN PHARMACEUTICALS INC DEL
COM 888314101 $94 10,000 X 1 10,000
TJ INTL INC
COM 872534102 $20 800 X 1 800
TJX COS INC NEW
COM 872540109 $207,174 7,382,594 X 1 7,382,594
TNP ENTERPRISES INC
COM 872594106 $39 1,000 X 1 1,000
TOLL BROTHERS INC
COM 889478103 $59 3,100 X 1 3,100
TOO INC
COM 890333107 $0 0 X 1 0
TORCHMARK CORP
COM 891027104 $1,638 63,298 X 1 63,298
TORO CO
COM 891092108 $37 1,000 X 1 1,000
TOSCO CORP
COM NEW 891490302 $667 26,400 X 1 26,400
TOWER AUTOMOTIVE INC
COM 891707101 $4,060 204,900 X 1 204,900
TOYMAX INTERNATIONAL INC
COM 892268103 $1,920 269,500 X 1 269,500
TOYS R US INC
COM 892335100 $1,763 117,559 X 1 117,559
TRAMMELL CROW CO
COM 89288R106 $265 20,000 X 1 20,000
TRANS WORLD ENTMT CORP
COM 89336Q100 $622 49,050 X 1 49,050
TRANSACTION SYS ARCHITECTS
CL A 893416107 $22 800 X 1 800
TRANSOCEAN OFFSHORE INC CAYMON
ORD G90076103 $5,102 166,600 X 1 166,600
TRANSPORTATION TECH INDS INC
COM 89388T101 $5,895 340,500 X 1 340,500
TRANSWITCH CORP
COM 894065101 $6,099 107,000 X 1 107,000
TREDEGAR CORP
COM 894650100 $56 2,600 X 1 2,600
TRENDWEST RESORTS INC
COM 894917103 $49 1,900 X 1 1,900
TRENWICK GROUP INC
COM 895290104 $8 500 X 1 500
TRIAD GTY INC
COM 895925105 $759 45,000 X 1 45,000
TRIARC COS INC
CL A 895927101 $24 1,100 X 1 1,100
TRIBUNE CO NEW
COM 896047107 $21,265 427,432 X 1 427,432
TRICO MARINE SERVICES INC
COM 896106101 $180 21,700 X 1 21,700
TRICON GLOBAL RESTAURANTS
COM 895953107 $11,974 292,483 X 1 292,483
TRIGON HEALTHCARE INC
COM 89618L100 $2,584 89,500 X 1 89,500
TRINET CORP RLTY TR INC
COM 896287109 $3,799 159,550 X 1 159,550
TRINITY INDS INC
COM 896522109 $4,986 161,500 X 1 161,500
TRIQUINT SEMICONDUCTOR INC
COM 89674K103 $5,736 100,300 X 1 100,300
TRIUMPH GROUP INC NEW
COM 896818101 $1,480 55,700 X 1 55,700
TRIZEC HAHN CORP
SUB VTG 896938107 $2,606 137,600 X 1 137,600
TRUE NORTH COMMUNICATIONS INC
COM 897844106 $1,935 53,200 X 1 53,200
TRUSTCO BK CORP N Y
COM 898349105 $52 1,750 X 1 1,750
TRW INC
COM 872649108 $12,100 243,210 X 1 243,210
TSI INTERNATIONAL SOFTWARE LTD
COM 872879101 $917 33,800 X 1 33,800
TUPPERWARE CORP
COM 899896104 $111 5,500 X 1 5,500
TWEETER HOME ENTMT GROUP INC
COM 901167106 $2,411 64,500 X 1 64,500
TYCO INTL LTD NEW
COM 902124106 $463,203 4,486,224 X 1 4,486,224
TYSON FOODS INC
CL A 902494103 $112 6,800 X 1 6,800
U S CAN CORP
COM 90328W105 $25 1,200 X 1 1,200
U S FOODSERVICE
COM 90331R101 $3,485 193,600 X 1 193,600
U S G CORP
COM NEW 903293405 $6,113 128,700 X 1 128,700
U S HOME CORP NEW
COM 911920106 $548 19,700 X 1 19,700
U S RESTAURANT PPTYS INC
COM 902971100 $1,357 71,400 X 1 71,400
U S TR CORP NEW
COM 91288L105 $88 1,100 X 1 1,100
U S WEST INC NEW
COM 91273H101 $80,676 1,413,825 X 1 1,413,825
UCAR INTL INC
COM 90262K109 $48 2,100 X 1 2,100
UICI
COM 902737105 $1,053 41,200 X 1 41,200
ULTRAMAR DIAMOND SHAMROCK CORP
COM 904000106 $6,829 267,800 X 1 267,800
UNICOM CORP
COM 904911104 $26,156 708,121 X 1 708,121
UNIFI INC
COM 904677101 $6 500 X 1 500
UNIFY CORP
COM 904743101 $6,977 310,100 X 1 310,100
UNILEVER N V
N Y SHS NEW 904784709 $20,024 293,925 X 1 293,925
UNION CARBIDE CORP
COM 905581104 $2,857 50,290 X 1 50,290
UNION PAC CORP
COM 907818108 $64,965 1,351,680 X 1 1,351,680
UNION PAC RES GROUP INC
COM 907834105 $15,090 939,452 X 1 939,452
UNION PLANTERS CORP
COM 908068109 $1,851 45,425 X 1 45,425
PFD CONV CL 908068307 $1,030 20,000 X 1 20,000
UNIONBANCAL CORP
COM 908906100 $3,379 93,200 X 1 93,200
UNISOURCE ENERGY CORP
COM 909205106 $5,991 507,200 X 1 507,200
UNISYS CORP
COM 909214108 $12,680 280,999 X 1 280,999
UNITED BANKSHARES INC WEST VA
COM 909907107 $39 1,600 X 1 1,600
UNITED HEALTHCARE CORP
COM 910581107 $35,968 738,752 X 1 738,752
UNITED ILLUM CO
COM 910637107 $48 1,000 X 1 1,000
UNITED NAT FOODS INC
COM 911163103 $9 1,000 X 1 1,000
UNITED PAYORS&UTD PROVIDERS
COM 911319101 $649 36,800 X 1 36,800
UNITED STATES CELLULAR CORP
COM 911684108 $14 200 X 1 200
UNITED TECHNOLOGIES CORP
COM 913017109 $97,133 1,637,652 X 1 1,637,652
UNITED WTR RES INC
COM 913190104 $75 2,300 X 1 2,300
UNITRIN INC
COM 913275103 $80 2,300 X 1 2,300
UNITRODE CORP
COM 913283107 $130 3,100 X 1 3,100
UNIVERSAL CORP VA
COM 913456109 $34 1,300 X 1 1,300
UNIVERSAL FOODS CORP
COM 913538104 $23 1,000 X 1 1,000
UNIVERSAL FST PRODS INC
COM 913543104 $17 1,300 X 1 1,300
UNIVERSAL HEALTH RLTY INCM TR
SH BEN INT 91359E105 $337 18,700 X 1 18,700
UNIVERSAL HLTH SVCS INC
CL B 913903100 $21 800 X 1 800
UNIVISION COMMUNICATIONS INC
CL A 914906102 $2,563 31,500 X 1 31,500
UNOCAL CORP
COM 915289102 $540 14,563 X 1 14,563
UNUMPROVIDENT CORP
COM 91529Y106 $1,326 45,031 X 1 45,031
URBAN SHOPPING CTRS INC
COM 917060105 $2,317 79,900 X 1 79,900
URS CORP NEW
COM 903236107 $1,193 48,700 X 1 48,700
US AIRWAYS GROUP INC
COM 911905107 $117 4,449 X 1 4,449
US BANCORP DEL
COM 902973106 $8,107 268,541 X 1 268,541
US LEC CORP
CL A 90331S109 $2,347 95,300 X 1 95,300
US ONCOLOGY INC
COM 90338W103 $36 4,000 X 1 4,000
USA DETERGENTS INC
COM 902938109 $1 300 X 1 300
USA NETWORKS INC
COM 902984103 $3,875 100,000 X 1 100,000
USFREIGHTWAYS CORP
COM 916906100 $5,680 119,900 X 1 119,900
UST CORP
COM 902900109 $74 2,400 X 1 2,400
UST INC
COM 902911106 $2,062 68,312 X 1 68,312
USX MARATHON GROUP
COM NEW 902905827 $31,280 1,069,389 X 1 1,069,389
USX-U S STL
COM 90337T101 $134 5,198 X 1 5,198
UTILICORP UTD INC
COM 918005109 $80 3,800 X 1 3,800
V F CORP
COM 918204108 $1,872 60,394 X 1 60,394
VALASSIS COMMUNICATIONS INC
COM 918866104 $6,685 152,150 X 1 152,150
VALMONT INDS INC
COM 920253101 $24 1,400 X 1 1,400
VARCO INTL INC
COM 922126107 $2,792 229,100 X 1 229,100
VARIAN INC
COM 922206107 $987 55,600 X 1 55,600
VARIAN MED SYS INC
COM 92220P105 $28 1,300 X 1 1,300
VERITAS SOFTWARE CO
COM 923436109 $3,159 41,600 X 1 41,600
VERITY INC
COM 92343C106 $7,907 114,900 X 1 114,900
VETERINARY CTRS AMER INC
COM 925514101 $546 47,700 X 1 47,700
VIACOM INC
CL B 925524308 $14,257 337,444 X 1 337,444
VIAD CORP
COM 92552R109 $59 2,000 X 1 2,000
VICOR CORP
COM 925815102 $52 2,300 X 1 2,300
VINTAGE PETE INC
COM 927460105 $50 3,700 X 1 3,700
VISHAY INTERTECHNOLOGY INC
COM 928298108 $48 2,000 X 1 2,000
VISIO CORP
COM 927914101 $67 1,700 X 1 1,700
VISIONAMERICA INC
COM 92832C104 $624 116,000 X 1 116,000
VISUAL NETWORKS INC
COM 928444108 $687 16,200 X 1 16,200
VISX INC DEL
COM 92844S105 $6,240 78,900 X 1 78,900
VITAL SIGNS INC
COM 928469105 $14 700 X 1 700
VITESSE SEMICONDUCTOR CORP
COM 928497106 $4,730 55,400 X 1 55,400
VODAFONE AIRTOUCH PLC
SPONSORED 92857T107 $22,253 93,600 X 1 93,600
VOLT INFORMATION SCIENCES INC
COM 928703107 $22 900 X 1 900
VORNADO OPERATING CO
COM 92904N103 $33 5,445 X 1 5,445
VORNADO RLTY TR
SH BEN INT 929042109 $14,047 432,200 X 1 432,200
VULCAN MATLS CO
COM 929160109 $874 23,850 X 1 23,850
WABASH NATL CORP
COM 929566107 $26 1,300 X 1 1,300
WACHOVIA CORP
COM 929771103 $8,232 104,695 X 1 104,695
WADDELL & REED FINL INC
CL B 930059209 $3 145 X 1 145
WAL MART STORES INC
COM 931142103 $242,423 5,096,929 X 1 5,096,929
WALDEN RESIDENTIAL PPTYS INC
COM 931210108 $1,549 71,000 X 1 71,000
WALGREEN CO
COM 931422109 $13,998 551,660 X 1 551,660
WALLACE COMPUTER SERVICES INC
COM 932270101 $41 2,000 X 1 2,000
WARNACO GROUP INC
CL A 934390105 $40 2,200 X 1 2,200
WARNER LAMBERT CO
COM 934488107 $25,468 383,692 X 1 383,692
WASHINGTON FED INC
COM 938824109 $1,741 75,100 X 1 75,100
WASHINGTON GAS LT CO
COM 938837101 $41 1,500 X 1 1,500
WASHINGTON MUT INC
COM 939322103 $8,984 307,141 X 1 307,141
WASHINGTON POST CO
CL B 939640108 $153 300 X 1 300
WASTE MGMT INC DEL
COM 94106L109 $1,886 97,992 X 1 97,992
WATERS CORP
COM 941848103 $13,075 215,900 X 1 215,900
WATKINS JOHNSON CO
COM 942486101 $7 200 X 1 200
WATSCO INC
COM 942622200 $15 1,350 X 1 1,350
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COM 942683103 $10,367 339,200 X 1 339,200
WATTS INDS INC
CL A 942749102 $11 500 X 1 500
WAUSAU-MOSINEE PAPER CORP
COM 943315101 $15 1,200 X 1 1,200
WD-40 CO
COM 929236107 $14 600 X 1 600
WEATHERFORD INTL INC
COM 947074100 $48 1,500 X 1 1,500
WEBB DEL CORP
COM 947423109 $4,501 204,600 X 1 204,600
WEBSTER FINL CORP CONN
COM 947890109 $1,946 76,300 X 1 76,300
WELLMAN INC
COM 949702104 $14 800 X 1 800
WELLPOINT HEALTH NETWORK NEW
COM 94973H108 $1,528 26,800 X 1 26,800
WELLS FARGO & CO NEW
COM 949746101 $40,385 1,019,190 X 1 1,019,190
WENDYS INTL INC
COM 950590109 $1,123 42,586 X 1 42,586
WERNER ENTERPRISES INC
COM 950755108 $54 3,075 X 1 3,075
WESLEY JESSEN VISIONCARE INC
COM 951018100 $34 1,100 X 1 1,100
WESTAMERICA BANCORPORATION
COM 957090103 $30 1,000 X 1 1,000
WESTFIELD AMER INC
COM 959910100 $694 50,000 X 1 50,000
WESTINGHOUSE AIR BRAKE CO NEW
COM 960386100 $2,443 134,300 X 1 134,300
WESTPOINT STEVENS INC
COM 961238102 $50 2,100 X 1 2,100
WESTVACO CORP
COM 961548104 $901 35,178 X 1 35,178
WESTWOOD ONE INC
COM 961815107 $803 17,800 X 1 17,800
WET SEAL INC
CL A 961840105 $30 1,800 X 1 1,800
WEYERHAEUSER CO
COM 962166104 $21,054 365,357 X 1 365,357
WHIRLPOOL CORP
COM 963320106 $2,889 44,238 X 1 44,238
WHITNEY HLDG CORP
COM 966612103 $28 800 X 1 800
WHITTMAN-HART INC
COM 966834103 $1,369 35,300 X 1 35,300
WHOLE FOODS MKT INC
COM 966837106 $2,055 62,800 X 1 62,800
WICOR INC
COM 929253102 $90 3,100 X 1 3,100
WILLAMETTE INDS INC
COM 969133107 $11,331 262,750 X 1 262,750
WILLIAMS COS INC DEL
COM 969457100 $4,009 107,074 X 1 107,074
WILMINGTON TRUST CORP
COM 971807102 $29 600 X 1 600
WINK COMMUNICATIONS
COM 974168106 $1,966 45,000 X 1 45,000
WINN DIXIE STORES INC
COM 974280109 $1,595 53,725 X 1 53,725
WINNEBAGO INDS INC
COM 974637100 $2,537 106,000 X 1 106,000
WISCONSIN CENT TRANSN CORP
COM 976592105 $16 1,200 X 1 1,200
WISCONSIN ENERGY CORP
COM 976657106 $68 2,900 X 1 2,900
WOLVERINE TUBE INC
COM 978093102 $26 1,700 X 1 1,700
WOLVERINE WORLD WIDE INC
COM 978097103 $26 2,300 X 1 2,300
WORLDGATE COMMUNICATIONS INC
COM 98156L307 $812 35,500 X 1 35,500
WORTHINGTON INDS INC
COM 981811102 $251 14,768 X 1 14,768
WRIGLEY WM JR CO
COM 982526105 $3,282 47,699 X 1 47,699
WYNNS INTL INC
COM 983195108 $554 34,775 X 1 34,775
XEROX CORP
COM 984121103 $16,223 386,830 X 1 386,830
XILINX INC
COM 983919101 $11,973 182,700 X 1 182,700
XIRCOM INC
COM 983922105 $10,177 238,400 X 1 238,400
XOMED SURGICAL PRODS INC
COM 98412V107 $3,152 55,300 X 1 55,300
XOOM COM INC
COM 98413F101 $1,702 34,300 X 1 34,300
YAHOO INC
COM 984332106 $54 300 X 1 300
YELLOW CORP
COM 985509108 $35 2,100 X 1 2,100
YORK INTL CORP NEW
COM 986670107 $72 2,000 X 1 2,000
YORK RESH CORP
COM 987048105 $2,459 587,200 X 1 587,200
YOUNG & RUBICAM INC
COM 987425105 $12,527 284,700 X 1 284,700
ZALE CORP NEW
COM 988858106 $7,126 186,000 X 1 186,000
ZAPATA CORP
COM NEW 989070503 $1,767 353,300 X 1 353,300
ZEBRA TECHNOLOGIES CORP
CL A 989207105 $2,082 45,800 X 1 45,800
ZIFF-DAVIS INC
COM ZD 989511100 $3,131 194,200 X 1 194,200
ZIONS BANCORPORATION
COM 989701107 $99 1,800 X 1 1,800
ZOMAX INC MINN
COM 989929104 $3,969 153,400 X 1 153,400
Report total for Market $20,968,663
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