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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: March 31, 1999
Check here if Amendment[ ]; Amendment Number:
This Amendment (Check only one): [ ] is a resataement.
[ ] 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 May 6, 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: 9845
Form 13F Information Table Value Total: $20,013,478
List of Other included Managers:
No. 13F File Number Name
<PAGE>
<TABLE> <C> <C> <C> <C> <C> <C> <C>
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 $3,013 129,225 X 01 129,225
99 CENTS ONLY STORES
COM 65440K106 $3,358 79,125 X 01 79,125
A D C TELECOMMUNICATIONS
COM 000886101 $7,015 147,100 X 01 147,100
AAVID THERMAL TECHNOLOGIES INC
COM 002539104 $457 33,200 X 01 33,200
ABBOTT LABS
COM 002824100 $175,161 3,741,762 X 01 3,741,762
ABERCROMBIE & FITCH CO
CL A 002896207 $43,672 474,700 X 01 474,700
ABM INDS INC
COM 000957100 $27 900 X 01 900
ACKERLEY GROUP INC
COM 004527107 $1,152 68,000 X 01 68,000
ACNIELSEN CORP
COM 004833109 $60 2,200 X 01 2,200
ACTION PERFORMANCE COS INC
COM 004933107 $2,835 94,100 X 01 94,100
ACTIVISION INC NEW
COM NEW 004930202 $5,866 474,000 X 01 474,000
ACXIOM CORP
COM 005125109 $69 2,600 X 01 2,600
ADAC LABS
COM NEW 005313200 $372 27,300 X 01 27,300
ADOBE SYS INC
COM 00724F101 $4,893 86,225 X 01 86,225
ADVANCE PARADIGM INC
COM 007491103 $960 15,200 X 01 15,200
ADVANCED MICRO DEVICES INC
COM 007903107 $334 21,573 X 01 21,573
ADVANTAGE LEARNING SYSTEMS
COM 00757K100 $1,218 39,200 X 01 39,200
ADVO INC
COM 007585102 $2,018 104,500 X 01 104,500
AERIAL COMMUNICATIONS INC
COM 007655103 $1,783 230,000 X 01 230,000
AEROQUIP-VICKERS INC
COM 007869100 $497 8,673 X 01 8,673
AES CORP
COM 00130H105 $2,050 55,025 X 01 55,025
AETNA INC
COM 008117103 $726 8,750 X 01 8,750
AFC CABLE SYS INC
COM 000950105 $3,591 120,700 X 01 120,700
AFLAC INC
COM 001055102 $544 10,000 X 01 10,000
AGL RES INC
COM 001204106 $1,512 86,100 X 01 86,100
AGOURON PHARMACEUTICALS INC
COM 008488108 $34 600 X 01 600
AGRIBRANDS INTL INC
COM 00849R105 $16 500 X 01 500
AIR EXPRESS INTL CORP
COM 009104100 $21 1,400 X 01 1,400
AIR PRODS & CHEMS INC
COM 009158106 $2,989 87,282 X 01 87,282
AIRBORNE FGHT CORP
COM 009266107 $6,642 213,400 X 01 213,400
AIRTOUCH COMMUNICATIONS INC
COM 00949T100 $27,789 287,594 X 01 287,594
AK STL HLDG CORP
COM 001547108 $1,740 77,100 X 01 77,100
ALASKA AIR GROUP INC
COM 011659109 $3,643 76,700 X 01 76,700
ALBANY MOLECULAR RESH INC
COM 012423109 $798 31,900 X 01 31,900
ALBEMARLE CORP
COM 012653101 $1,277 61,000 X 01 61,000
ALBERTO CULVER CO
CL B CONV 013068101 $207 8,872 X 01 8,872
ALBERTSONS INC
COM 013104104 $7,165 131,916 X 01 131,916
ALCAN ALUMINIUM LTD NEW
COM 013716105 $708 27,421 X 01 27,421
ALCIDE CORP
COM NEW 013742507 $1,220 78,100 X 01 78,100
ALCOA INC
COM 013817101 $6,084 147,706 X 01 147,706
ALEXANDRIA REAL ESTATE EQ INC
COM 015271109 $2,308 87,300 X 01 87,300
ALFA CORP
COM 015385107 $2,548 158,000 X 01 158,000
ALIANT COMMUNICATIONS INC
COM 016090102 $20 500 X 01 500
ALLEGHENY ENERGY INC
COM 017361106 $2,304 78,100 X 01 78,100
ALLEGHENY TELEDYNE INC
COM 017415100 $1,465 77,377 X 01 77,377
ALLERGAN INC
COM 018490102 $14,884 169,379 X 01 169,379
ALLIANCE SEMICONDUCTOR CORP
COM 01877H100 $766 306,500 X 01 306,500
ALLIANT TECHSYSTEMS INC
COM 018804104 $6,603 85,000 X 01 85,000
ALLIED WASTE INDS INC
COM 019589308 $62 4,300 X 01 4,300
ALLIEDSIGNAL INC
COM 019512102 $10,295 209,291 X 01 209,291
ALLSTATE CORP
COM 020002101 $142,357 3,841,000 X 01 3,841,000
ALLTEL CORP
COM 020039103 $88,968 1,426,345 X 01 1,426,345
ALPHARMA INC
CL A 020813101 $22,993 585,817 X 01 585,817
ALTERA CORP
COM 021441100 $8,146 136,900 X 01 136,900
ALZA CORP DEL
COM 022615108 $1,368 35,759 X 01 35,759
AMB PROPERTY CORP
COM 00163T109 $1,297 62,500 X 01 62,500
AMBAC FINL GROUP INC
COM 023139108 $16,492 305,400 X 01 305,400
AMCAST INDL CORP
COM 023395106 $10 600 X 01 600
AMCOL INTL CORP
COM 02341W103 $14 1,400 X 01 1,400
AMERADA HESS CORP
COM 023551104 $307 6,043 X 01 6,043
AMEREN CORP
COM 023608102 $1,907 52,686 X 01 52,686
AMERICA ONLINE INC DEL
COM 02364J104 $315,754 2,162,700 X 01 2,162,700
AMERICA WEST HLDG CORP
CL B 023657208 $9,190 482,100 X 01 482,100
AMERICAN ANNUITY GROUP INC
COM 023840101 $3,478 159,900 X 01 159,900
AMERICAN BANKERS INS GROUP INC
COM 024456105 $78 1,500 X 01 1,500
AMERICAN BLDGS CO NEW
COM 024757106 $1,006 53,300 X 01 53,300
AMERICAN ELEC PWR INC
COM 025537101 $2,709 68,251 X 01 68,251
AMERICAN EXPRESS CO
COM 025816109 $20,996 178,688 X 01 178,688
AMERICAN FINL GROUP INC OHIO
COM 025932104 $32 900 X 01 900
AMERICAN FREIGHTWAYS CORP
COM 02629V108 $115 8,900 X 01 8,900
AMERICAN GENERAL CORP
COM 026351106 $35,289 500,551 X 01 500,551
AMERICAN GREETINGS CORP
CL A 026375105 $611 24,067 X 01 24,067
AMERICAN HEALTH PPTYS INC
COM 026494104 $2,106 115,800 X 01 115,800
AMERICAN HERITAGE LIFE INVT
COM 026522102 $1,252 53,700 X 01 53,700
AMERICAN HOME PRODS CORP
COM 026609107 $40,373 618,747 X 01 618,747
AMERICAN INTL GROUP INC
COM 026874107 $132,249 1,096,363 X 01 1,096,363
AMERICAN ITALIAN PASTA CO
CL A 027070101 $283 11,300 X 01 11,300
AMERICAN MGMT SYS INC
COM 027352103 $4,505 132,000 X 01 132,000
AMERICAN ONCOLOGY RES INC
COM 028910107 $23 2,600 X 01 2,600
AMERICAN PWR CONVERSION CORP
COM 029066107 $73 2,700 X 01 2,700
AMERICAN STD COS INC DEL
COM 029712106 $38 1,100 X 01 1,100
AMERICAN STORES CO NEW
COM 030096101 $6,358 192,656 X 01 192,656
AMERICAN STS WTR CO
COM 029899101 $5 200 X 01 200
AMERICAN WTR WKS INC
COM 030411102 $52 1,800 X 01 1,800
AMERICREDIT CORP
COM 03060R101 $43 3,300 X 01 3,300
AMERITECH CORP NEW
COM 030954101 $40,106 692,971 X 01 692,971
AMERITRADE HLDG CORP
CL A 03072H109 $241 3,900 X 01 3,900
AMETEK INC NEW
COM 031100100 $13 700 X 01 700
AMGEN INC
COM 031162100 $317,491 4,240,286 X 01 4,240,286
AMP INC
COM 031897101 $127,606 2,376,823 X 01 2,376,823
AMR CORP
COM 001765106 $5,439 92,879 X 01 92,879
AMSOUTH BANCORPORATION
COM 032165102 $2,642 58,075 X 01 58,075
ANADARKO PETE CORP
COM 032511107 $305 8,090 X 01 8,090
ANALOG DEVICES INC
COM 032654105 $3,064 103,000 X 01 103,000
ANALOGIC CORP
COM PAR 032657207 $10 300 X 01 300
ANCHOR BANCORP WIS INC
COM 032839102 $121 7,900 X 01 7,900
ANDREW CORP
COM 034425108 $93 7,541 X 01 7,541
ANGELICA CORP
COM 034663104 $3 200 X 01 200
ANHEUSER BUSCH COS INC
COM 035229103 $101,977 1,338,487 X 01 1,338,487
ANIXTER INTL INC
COM 035290105 $24 2,000 X 01 2,000
ANNTAYLOR STORES CORP
COM 036115103 $3,199 72,400 X 01 72,400
AON CORP
COM 037389103 $4,725 74,700 X 01 74,700
APACHE CORP
COM 037411105 $169 6,480 X 01 6,480
APARTMENT INVT & MGMT CO
CL A 03748R101 $19,887 548,600 X 01 548,600
APOLLO GROUP INC
CL A 037604105 $27 900 X 01 900
APPLE COMPUTER INC
COM 037833100 $154,842 4,308,651 X 01 4,308,651
APPLEBEES INTL INC
COM 037899101 $4,603 185,500 X 01 185,500
APPLIED MATLS INC
COM 038222105 $37,938 615,007 X 01 615,007
APPLIED PWR INC
CL A 038225108 $3,313 121,595 X 01 121,595
APRIA HEALTHCARE GROUP INC
COM 037933108 $2,520 212,200 X 01 212,200
APTARGROUP INC
COM 038336103 $36 1,400 X 01 1,400
AQUARION CO
COM 03838W101 $21 750 X 01 750
ARCHER DANIELS MIDLAND CO
COM 039483102 $2,183 148,604 X 01 148,604
ARCHSTONE CMNTYS TR
SH BEN INT 039581103 $6,997 347,700 X 01 347,700
PFD SER A CV 039581202 $523 19,400 X 01 19,400
ARCTIC CAT INC
COM 039670104 $10 1,000 X 01 1,000
ARDEN RLTY GROUP INC
COM 039793104 $5,316 238,900 X 01 238,900
ARM FINL GROUP INC
CL A 001944107 $2,571 172,100 X 01 172,100
ARMSTRONG WORLD INDS INC
COM 042476101 $789 17,451 X 01 17,451
ARNOLD INDS INC
COM 042595108 $3 200 X 01 200
ARVIN INDS INC
COM 043339100 $3,658 108,600 X 01 108,600
ASARCO INC
COM 043413103 $37 2,698 X 01 2,698
ASCEND COMMUNICATIONS INC
COM 043491109 $145,348 1,736,800 X 01 1,736,800
ASCENT ENTMT GROUP INC
COM 043628106 $3,882 354,900 X 01 354,900
ASHLAND INC
COM 044204105 $57,347 1,400,832 X 01 1,400,832
ASSOCIATED BANC CORP
COM 045487105 $29 900 X 01 900
ASSOCIATED GROUP INC
CL A 045651106 $3,484 70,300 X 01 70,300
ASSOCIATES FIRST CAP CORP
CL A 046008108 $13,705 304,547 X 01 304,547
ASTEC INDS INC
COM 046224101 $4,418 143,100 X 01 143,100
ASTORIA FINL CORP
COM 046265104 $50 1,000 X 01 1,000
AT&T CORP
COM 001957109 $174,725 2,189,185 X 01 2,189,185
ATLANTIC RICHFIELD CO
COM 048825103 $1,581 21,618 X 01 21,618
ATLAS AIR INC
COM 049164106 $3,940 136,750 X 01 136,750
ATMOS ENERGY CORP
COM 049560105 $38 1,600 X 01 1,600
ATWOOD OCEANICS INC
COM 050095108 $2,232 74,400 X 01 74,400
AURORA FOODS INC
COM 05164B106 $1,551 94,700 X 01 94,700
AUTHENTIC FITNESS CORP
COM 052661105 $29 1,900 X 01 1,900
AUTODESK INC
COM 052769106 $986 24,384 X 01 24,384
AUTOMATIC DATA PROCESSING INC
COM 053015103 $9,843 237,892 X 01 237,892
AUTOZONE INC
COM 053332102 $1,699 55,940 X 01 55,940
AVALONBAY CMNTYS INC
COM 053484101 $7,448 235,512 X 01 235,512
AVANT CORP
COM 053487104 $6,378 359,300 X 01 359,300
AVERY DENNISON CORP
COM 053611109 $2,698 46,924 X 01 46,924
AVIALL INC NEW
COM 05366B102 $1,510 97,400 X 01 97,400
AVIATION SALES CO
COM 053672101 $4,891 109,900 X 01 109,900
AVID TECHNOLOGY INC
COM 05367P100 $230 13,200 X 01 13,200
AVIS RENT A CAR INC
COM 053790101 $11,332 409,300 X 01 409,300
AVNET INC
COM 053807103 $11 300 X 01 300
AVON PRODS INC
COM 054303102 $4,600 97,749 X 01 97,749
AVONDALE INDS INC
COM 054350103 $7,130 241,700 X 01 241,700
AVT CORP
COM 002420107 $5,076 212,600 X 01 212,600
AWARE INC MASS
COM 05453N100 $1,560 33,200 X 01 33,200
BAKER HUGHES INC
COM 057224107 $532 21,870 X 01 21,870
BALDOR ELEC CO
COM 057741100 $22 1,100 X 01 1,100
BALL CORP
COM 058498106 $19,804 421,928 X 01 421,928
BALLARD MED PRODS
COM 058566100 $24 1,000 X 01 1,000
BALTIMORE GAS & ELEC CO
COM 059165100 $1,494 58,877 X 01 58,877
BANCWEST CORP NEW
COM 059790105 $2,601 61,200 X 01 61,200
BANK NEW YORK INC
COM 064057102 $11,680 325,017 X 01 325,017
BANK ONE CORP
COM 06423A103 $29,473 535,262 X 01 535,262
BANK UTD CORP
CL A 065412108 $2,044 50,000 X 01 50,000
BANKAMERICA CORP NEW
COM 06605F102 $50,908 720,819 X 01 720,819
BANKBOSTON CORP
COM 06605R106 $5,053 116,666 X 01 116,666
BANKERS TR CORP
COM 066365107 $3,046 34,513 X 01 34,513
BANKNORTH GROUP INC DEL
COM 06646L100 $31 1,100 X 01 1,100
BARCLAYS BK PLC
SPN ADR UNIT 06738C505 $21,400 800,000 X 01 800,000
BARD C R INC
COM 067383109 $841 16,677 X 01 16,677
BARNES & NOBLE INC
COM 067774109 $16 500 X 01 500
BARNES GROUP INC
COM 067806109 $28 1,500 X 01 1,500
BARR LABS INC
COM 068306109 $58 1,900 X 01 1,900
BARRETT RES CORP
COM PAR 068480201 $28 1,100 X 01 1,100
BARRICK GOLD CORP
COM 067901108 $2,652 155,403 X 01 155,403
BASSETT FURNITURE INDS INC
COM 070203104 $4 200 X 01 200
BATTLE MTN GOLD CO
COM 071593107 $43 15,511 X 01 15,511
BAUSCH & LOMB INC
COM 071707103 $1,268 19,505 X 01 19,505
BAXTER INTL INC
COM 071813109 $8,168 123,763 X 01 123,763
BB&T CORP
COM 054937107 $4,901 135,425 X 01 135,425
BEAR STEARNS COS INC
COM 073902108 $1,857 41,556 X 01 41,556
BECKMAN COULTER INC
COM 075811109 $31 700 X 01 700
BECTON DICKINSON & CO
COM 075887109 $3,853 100,570 X 01 100,570
BED BATH & BEYOND INC
COM 075896100 $95 2,600 X 01 2,600
BEDFORD PPTY INVS INC
COM PAR 076446301 $1,707 116,700 X 01 116,700
BELCO OIL & GAS CORP
COM 077410108 $463 78,000 X 01 78,000
BELL & HOWELL CO NEW
COM 077852101 $3,459 118,000 X 01 118,000
BELL ATLANTIC CORP
COM 077853109 $152,443 2,949,328 X 01 2,949,328
BELL INDS INC
COM 078107109 $3 300 X 01 300
BELLSOUTH CORP
COM 079860102 $161,444 4,029,813 X 01 4,029,813
BELO A H CORP DEL
COM SER A 080555105 $22 1,200 X 01 1,200
BEMIS INC
COM 081437105 $700 22,547 X 01 22,547
BENCHMARK ELECTRS INC
COM 08160H101 $546 18,200 X 01 18,200
BERGEN BRUNSWIG CORP
CL A 083739102 $1,614 80,700 X 01 80,700
BERINGER WINE ESTATES HOLDINGS
CL B 084102102 $2,845 78,200 X 01 78,200
BERKSHIRE HATHAWAY INC DEL
CL B 084670207 $1 0 X 01 0
BEST BUY INC
COM 086516101 $22,615 434,900 X 01 434,900
BESTFOODS
COM 08658U101 $5,610 119,364 X 01 119,364
BETHLEHEM STL CORP
COM 087509105 $71 8,575 X 01 8,575
BIG FLOWER HLDGS INC
COM 089159107 $265 8,500 X 01 8,500
BINDLEY WESTN INDS INC
COM 090324104 $3,633 127,200 X 01 127,200
BIO RAD LABS INC
CL A 090572207 $3,046 150,400 X 01 150,400
BIOGEN INC
COM 090597105 $99,446 869,950 X 01 869,950
BIOMATRIX INC
COM 09060P102 $70 900 X 01 900
BIOMET INC
COM 090613100 $1,876 44,723 X 01 44,723
BISYS GROUP INC
COM 055472104 $894 15,900 X 01 15,900
BJ SVCS CO
COM 055482103 $9,872 421,200 X 01 421,200
BJS WHOLESALE CLUB INC
COM 05548J106 $68 2,600 X 01 2,600
BLACK & DECKER CORP
COM 091797100 $152,801 2,756,278 X 01 2,756,278
BLACK HILLS CORP
COM 092113109 $4,907 230,250 X 01 230,250
BLANCH E W HLDGS INC
COM 093210102 $3,707 70,600 X 01 70,600
BLOCK H & R INC
COM 093671105 $4,740 100,059 X 01 100,059
BLOUNT INTL INC
CL A 095177101 $38 1,300 X 01 1,300
BLYTH INDS INC
COM 09643P108 $4,607 195,000 X 01 195,000
BMC SOFTWARE INC
COM 055921100 $57,705 1,556,975 X 01 1,556,975
BOB EVANS FARMS INC
COM 096761101 $2,904 145,200 X 01 145,200
BOEING CO
COM 097023105 $13,766 403,404 X 01 403,404
BOISE CASCADE CORP
COM 097383103 $16,875 523,255 X 01 523,255
BORG-WARNER AUTOMOTIVE INC
COM 099724106 $62 1,289 X 01 1,289
BOSTON ACOUSTICS INC
COM 100534106 $899 55,300 X 01 55,300
BOSTON PROPERTIES INC
COM 101121101 $2,745 86,800 X 01 86,800
BOSTON SCIENTIFIC CORP
COM 101137107 $4,836 119,230 X 01 119,230
BOWNE & CO INC
COM 103043105 $6,040 516,800 X 01 516,800
BOYKIN LODGING CO
COM 103430104 $1,099 91,600 X 01 91,600
BP AMOCO P L C
SPONSORED 055622104 $301 2,977 X 01 2,977
BRADLEY REAL ESTATE INC
COM 104580105 $669 36,900 X 01 36,900
BRADY CORP
CL A 104674106 $19 900 X 01 900
BRANDYWINE RLTY TR
SH BEN INT 105368203 $9,638 593,100 X 01 593,100
BRIGGS & STRATTON CORP
COM 109043109 $1,702 34,515 X 01 34,515
BRINKER INTL INC
COM 109641100 $3,854 149,300 X 01 149,300
BRISTOL MYERS SQUIBB CO
COM 110122108 $275,122 4,277,884 X 01 4,277,884
BROADVISION INC
COM 111412102 $837 14,000 X 01 14,000
BROOKS AUTOMATION INC
COM 11434A100 $676 30,200 X 01 30,200
BROWN FORMAN CORP
CL B 115637209 $1,339 23,238 X 01 23,238
BROWN GROUP INC
COM 115657108 $9 700 X 01 700
BROWNING FERRIS INDS
COM 115885105 $2,639 68,436 X 01 68,436
BRUNSWICK CORP
COM 117043109 $5,076 266,282 X 01 266,282
BUCKEYE TECHNOLOGIES INC
COM 118255108 $18 1,300 X 01 1,300
BUCKLE INC
COM 118440106 $4,307 191,400 X 01 191,400
BUFFETS INC
COM 119882108 $829 83,900 X 01 83,900
BUILDING MATLS HLDG CORP
COM 120113105 $3 300 X 01 300
BURLINGTON NORTHN SANTA FE CP
COM 12189T104 $34,439 1,047,559 X 01 1,047,559
BURLINGTON RES INC
COM 122014103 $470 11,779 X 01 11,779
BURR BROWN CORP
COM 122574106 $2,679 114,000 X 01 114,000
BUTLER MFG CO DEL
COM 123655102 $2 100 X 01 100
C&D TECHNOLOGIES INC
COM 124661109 $6,107 245,500 X 01 245,500
C-CUBE MICROSYSTEMS INC
COM 125015107 $53 2,700 X 01 2,700
CABLE DESIGN TECHNOLOGIES CORP
COM 126924109 $12 1,050 X 01 1,050
CABLETRON SYS INC
COM 126920107 $94 11,420 X 01 11,420
CABOT CORP
COM 127055101 $11 500 X 01 500
CABOT INDUSTRIAL TRUST
COM 127072106 $2,206 116,900 X 01 116,900
CABOT OIL & GAS CORP
CL A 127097103 $1,897 131,400 X 01 131,400
CADBURY SCHWEPPES PLC
ADR 127209302 $691 11,900 X 01 11,900
CADENCE DESIGN SYSTEM INC
COM 127387108 $106 4,100 X 01 4,100
CAL DIVE INTL INC
COM 127914109 $5,749 275,400 X 01 275,400
CALPINE CORP
COM 131347106 $10,315 283,100 X 01 283,100
CAMBREX CORP
COM 132011107 $27 1,200 X 01 1,200
CAMDEN PPTY TR
SH BEN INT 133131102 $13,105 529,478 X 01 529,478
CAMPBELL SOUP CO
COM 134429109 $3,850 94,635 X 01 94,635
CANADIAN NATL RY CO
COM 136375102 $5,451 98,000 X 01 98,000
CANANDAIGUA BRANDS INC
CL A 137219200 $4,735 94,000 X 01 94,000
CAPITAL ONE FINL CORP
COM 14040H105 $50,419 333,900 X 01 333,900
CAPITAL SR LIVING CORP
COM 140475104 $357 50,600 X 01 50,600
CAPSTAR BROADCASTING CORP
CL A 14067G105 $15,797 688,700 X 01 688,700
CAPTEC NET LEASE REALTY INC
COM 140724105 $2,393 184,100 X 01 184,100
CARAUSTAR INDS INC
COM 140909102 $25 1,100 X 01 1,100
CARDINAL HEALTH INC
COM 14149Y108 $8,005 121,292 X 01 121,292
CAREMATRIX CORP
COM 141706101 $2,588 136,200 X 01 136,200
CARLISLE COS INC
COM 142339100 $4,913 105,100 X 01 105,100
CARNIVAL CORP
COM 143658102 $16,351 336,700 X 01 336,700
CAROLINA FIRST CORP
COM 143877108 $29 1,300 X 01 1,300
CAROLINA PWR & LT CO
COM 144141108 $2,520 66,657 X 01 66,657
CARRAMERICA RLTY CORP
COM 144418100 $5,884 266,700 X 01 266,700
CASE CORP
COM 14743R103 $128 5,060 X 01 5,060
CASELLA WASTE SYS INC
CL A 147448104 $1,291 57,200 X 01 57,200
CASEYS GEN STORES INC
COM 147528103 $6,015 407,800 X 01 407,800
CASH AMER INTL INC
COM 14754D100 $5 400 X 01 400
CATALINA MARKETING CORP
COM 148867104 $60 700 X 01 700
CATERPILLAR INC DEL
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CATO CORP NEW
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CBL & ASSOC PPTYS INC
COM 124830100 $18,502 795,800 X 01 795,800
CBS CORP
COM 12490K107 $26,672 651,517 X 01 651,517
CCB FINL CORP
COM 124875105 $38 700 X 01 700
CDW COMPUTER CTRS INC
COM 125129106 $3,402 49,300 X 01 49,300
CEC ENTMT INC
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CENDANT CORP
COM 151313103 $3,254 206,600 X 01 206,600
CENTENNIAL CELLULAR CORP
CL A NEW 15133V208 $1,975 41,800 X 01 41,800
CENTEX CONSTRUCTION PRODUCTS
COM 15231R109 $11,290 324,300 X 01 324,300
CENTEX CORP
COM 152312104 $95,844 2,871,741 X 01 2,871,741
CENTOCOR INC
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CENTRAL & SOUTH WEST CORP
COM 152357109 $2,307 98,418 X 01 98,418
CENTRAL GARDEN & PET CO
COM 153527106 $2,135 126,500 X 01 126,500
CENTRAL HUDSON GAS & ELEC CORP
COM 153609102 $4,272 119,300 X 01 119,300
CENTRAL NEWSPAPERS INC
CL A 154647101 $1,556 50,000 X 01 50,000
CENTRAL PKG CORP
COM 154785109 $48 1,400 X 01 1,400
CENTURA BKS INC
COM 15640T100 $64 1,100 X 01 1,100
CENTURY BUSINESS SVCS INC
COM 156490104 $1,350 123,400 X 01 123,400
CENTURY TEL ENTERPRISES INC
COM 156686107 $82,115 1,168,900 X 01 1,168,900
CERIDIAN CORP
COM 15677T106 $32,259 882,296 X 01 882,296
CERNER CORP
COM 156782104 $262 16,300 X 01 16,300
CHAMPION ENTERPRISES INC
COM 158496109 $3,216 166,000 X 01 166,000
CHAMPION INTL CORP
COM 158525105 $1,078 26,249 X 01 26,249
CHAMPIONSHIP AUTO RACING TEAM
COM 158711101 $3,169 108,800 X 01 108,800
CHANCELLOR MEDIA CORP
PFD CONV 7% 158915306 $2,639 20,000 X 01 20,000
CHAPMAN CAP MGMT HLDGS INC
COM 159508100 $525 70,000 X 01 70,000
CHAPMAN HLDGS INC
COM 159516103 $520 80,000 X 01 80,000
CHARTER ONE FINL INC
COM 160903100 $95 3,300 X 01 3,300
CHARTWELL RE CORP
COM 16139W109 $863 50,000 X 01 50,000
CHASE MANHATTAN CORP NEW
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CHATEAU CMNTYS INC
COM 161726104 $1,645 59,800 X 01 59,800
CHEESECAKE FACTORY INC
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CHELSEA GCA RLTY INC
COM 163262108 $1,160 41,600 X 01 41,600
CHEMED CORP
COM 163596109 $10 400 X 01 400
CHEMFIRST INC
COM 16361A106 $12 500 X 01 500
CHEMICAL FINL CORP
COM 163731102 $220 6,875 X 01 6,875
CHESAPEAKE CORP
COM 165159104 $1,446 53,300 X 01 53,300
CHEVRON CORPORATION
COM 166751107 $21,987 248,618 X 01 248,618
CHICAGO TITLE CORP
COM 168228104 $778 21,400 X 01 21,400
CHIQUITA BRANDS INTL INC
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CHIRON CORP
COM 170040109 $79 3,600 X 01 3,600
CHRIS CRAFT INDS INC
COM 170520100 $207 4,532 X 01 4,532
CHUBB CORP
COM 171232101 $1,633 27,892 X 01 27,892
CHURCH & DWIGHT INC
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CIBER INC
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CIGNA CORP
COM 125509109 $7,630 91,040 X 01 91,040
CILCORP INC
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CINCINNATI BELL INC
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CINCINNATI FINL CORP
COM 172062101 $2,057 56,440 X 01 56,440
CINERGY CORP
COM 172474108 $1,799 65,426 X 01 65,426
CINTAS CORP
COM 172908105 $183 2,800 X 01 2,800
CIRCUIT CITY STORE INC
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CISCO SYS INC
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CITADEL COMMUNICATIONS CORP
COM 172853202 $5,732 172,400 X 01 172,400
CITIGROUP INC
COM 172967101 $238,926 3,740,518 X 01 3,740,518
CITIZENS UTILS CO DEL
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CITRIX SYS INC
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CITY NATL CORP
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CKE RESTAURANTS INC
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CLAIRE'S STORES INC
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CLARCOR INC
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CLARIFY INC
COM 180492100 $745 27,900 X 01 27,900
CLAYTON HOMES INC
COM 184190106 $25 2,250 X 01 2,250
CLEAR CHANNEL COMMUNICATIONS
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CLECO CORP
COM 12561M107 $4,879 165,400 X 01 165,400
CLEVELAND CLIFFS INC
COM 185896107 $41 1,200 X 01 1,200
CLOROX CO DEL
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CMAC INVT CORP
COM 125662106 $1,915 49,100 X 01 49,100
CMGI INC
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CMS ENERGY CORP
COM 125896100 $165 4,100 X 01 4,100
CNF TRANSN INC
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COASTAL CORP
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COCA COLA BOTTLING CO CONS
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COCA COLA CO
COM 191216100 $50,246 818,664 X 01 818,664
COCA COLA ENTERPRISES INC
COM 191219104 $18,295 604,800 X 01 604,800
COGNEX CORP
COM 192422103 $38 1,600 X 01 1,600
COLE KENNETH PRODTNS INC
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COLGATE PALMOLIVE CO
COM 194162103 $8,855 96,255 X 01 96,255
COLONIAL PPTYS TR
COM SH BEN 195872106 $16,353 641,300 X 01 641,300
COLUMBIA ENERGY GROUP
COM 197648108 $45,218 865,419 X 01 865,419
COLUMBIA/HCA HEALTHCARE CORP
COM 197677107 $1,032 54,498 X 01 54,498
COLUMBUS MCKINNON CORP N Y
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COMAIR HOLDINGS INC
COM 199789108 $46 1,950 X 01 1,950
COMCAST CORP
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CL A SPL 200300200 $26,261 417,256 X 01 417,256
COMDISCO INC
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COMERICA INC
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COMMERCE BANCORP INC NJ
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COMMERCE BANCSHARES INC
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COMMERCIAL FEDERAL CORPORATION
COM 201647104 $46 2,000 X 01 2,000
COMMERCIAL METALS CO
COM 201723103 $18 900 X 01 900
COMMERCIAL NET LEASE RLTY INC
COM 202218103 $1,601 143,100 X 01 143,100
COMMONWEALTH ENERGY SYS
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COMMSCOPE INC
COM 203372107 $82 3,900 X 01 3,900
COMPAQ COMPUTER CORP
COM 204493100 $20,856 658,189 X 01 658,189
COMPUSA INC
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COMPUTER ASSOC INTL INC
COM 204912109 $138,282 3,888,432 X 01 3,888,432
COMPUTER HORIZONS CORP
COM 205908106 $137 12,500 X 01 12,500
COMPUTER NETWORK TECHNOLOGY CP
COM 204925101 $1,350 83,700 X 01 83,700
COMPUTER SCIENCES CORP
COM 205363104 $3,723 67,457 X 01 67,457
COMPUTER TASK GROUP INC
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COMPUWARE CORP
COM 205638109 $9,102 381,250 X 01 381,250
COMSAT CORP
COM SER 1 20564D107 $35 1,200 X 01 1,200
COMVERSE TECHNOLOGY INC
COM PAR 205862402 $264 3,100 X 01 3,100
CONAGRA INC
COM 205887102 $5,116 200,153 X 01 200,153
CONCORD COMMUNICATIONS INC
COM 206186108 $2,132 37,400 X 01 37,400
CONCORD EFS INC
COM 206197105 $127 4,600 X 01 4,600
CONECTIV INC
COM 206829103 $46 2,375 X 01 2,375
CONMED CORP
COM 207410101 $1,662 53,600 X 01 53,600
CONNECTICUT ENERGY CORP
COM 207567108 $12 500 X 01 500
CONNING CORP
COM 208215103 $454 30,400 X 01 30,400
CONSECO INC
COM 208464107 $73,513 2,380,985 X 01 2,380,985
CONSOLIDATED EDISON INC
COM 209115104 $5,174 114,194 X 01 114,194
CONSOLIDATED GRAPHICS INC
COM 209341106 $3,846 66,600 X 01 66,600
CONSOLIDATED NAT GAS CO
COM 209615103 $1,788 36,728 X 01 36,728
CONSOLIDATED PAPERS INC
COM 209759109 $40 1,700 X 01 1,700
CONSOLIDATED PRODS INC
COM 209798107 $26 1,500 X 01 1,500
CONSOLIDATED STORES CORP
COM 210149100 $221 7,275 X 01 7,275
CONTINENTAL AIRLS INC
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CONVERGYS CORP
COM 212485106 $67 3,900 X 01 3,900
COOPER COS INC
COM NEW 216648402 $452 29,400 X 01 29,400
COOPER INDS INC
COM 216669101 $1,865 43,752 X 01 43,752
COOPER TIRE & RUBR CO
COM 216831107 $4,341 236,254 X 01 236,254
COORS ADOLPH CO
CL B 217016104 $2,693 49,869 X 01 49,869
COPART INC
COM 217204106 $2,878 138,700 X 01 138,700
COPLEY PHARMACEUTICAL INC
COM 21745K101 $78 9,200 X 01 9,200
CORDANT TECHNOLOGIES INC
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CORN PRODS INTL INC
COM 219023108 $34 1,400 X 01 1,400
CORNERSTONE PPTYS INC
COM 21922H103 $3,640 248,900 X 01 248,900
CORNING INC
COM 219350105 $6,382 106,367 X 01 106,367
COST PLUS INC CALIF
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COSTCO COMPANIES INC
COM 22160Q102 $61,146 667,807 X 01 667,807
COUNTRYWIDE CR INDS INC DEL
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COUSINS PPTYS INC
COM 222795106 $3,924 135,600 X 01 135,600
COVAD COMMUNICATIONS GROUP INC
COM 222814204 $480 7,300 X 01 7,300
COVANCE INC
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COVENANT TRANS INC
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CPI CORP
COM 125902106 $9 400 X 01 400
CRANE CO
COM 224399105 $671 27,737 X 01 27,737
CREE RESH INC
COM 225447101 $4,295 91,500 X 01 91,500
CRESCENT OPER INC
COM 22575M100 $160 44,180 X 01 44,180
CRESCENT REAL ESTATE EQUITIES
COM 225756105 $13,025 605,800 X 01 605,800
CRIIMI MAE INC
COM 226603108 $1,050 390,600 X 01 390,600
CROWN AMERN RLTY TR
SH BEN INT 228186102 $1,420 218,500 X 01 218,500
CROWN CORK & SEAL INC
COM 228255105 $1,241 43,457 X 01 43,457
CSG SYS INTL INC
COM 126349109 $2,634 66,800 X 01 66,800
CSK AUTO CORP
COM 125965103 $8,080 269,900 X 01 269,900
CSX CORP
COM 126408103 $908 23,310 X 01 23,310
CTS CORP
COM 126501105 $10,214 206,600 X 01 206,600
CULLEN FROST BANKERS INC
COM 229899109 $259 5,400 X 01 5,400
CUMMINS ENGINE INC
COM 231021106 $416 11,684 X 01 11,684
CURATIVE HEALTH SVCS INC
COM 231264102 $12 1,000 X 01 1,000
CUSTOMTRACKS CORP
COM 232046102 $18 1,200 X 01 1,200
CVS CORP
COM 126650100 $98,563 2,075,014 X 01 2,075,014
CYMER INC
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CYPRUS AMAX MINERALS CO
COM 232809103 $79 6,525 X 01 6,525
D R HORTON INC
COM 23331A109 $2,622 156,550 X 01 156,550
DALLAS SEMICONDUCTOR CORP
COM 235204104 $93 2,400 X 01 2,400
DAMES & MOORE GROUP INC
COM 235713104 $497 44,400 X 01 44,400
DANA CORP
COM 235811106 $4,658 122,574 X 01 122,574
DANAHER CORP DEL
COM 235851102 $2,887 55,250 X 01 55,250
DARDEN RESTAURANTS INC
COM 237194105 $74,865 3,629,817 X 01 3,629,817
DATA GEN CORP
COM 237688106 $33 3,228 X 01 3,228
DATA PROCESSING RES CORP
COM 237823109 $16 1,200 X 01 1,200
DATASCOPE CORP
COM 238113104 $11,553 427,900 X 01 427,900
DAY RUNNER INC
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DAYTON HUDSON CORP
COM 239753106 $62,239 934,172 X 01 934,172
DEAN FOODS CO
COM 242361103 $21 600 X 01 600
DEERE & CO
COM 244199105 $793 20,531 X 01 20,531
DELL COMPUTER CORP
COM 247025109 $56,250 1,376,150 X 01 1,376,150
DELPHI FINL GROUP INC
CL A 247131105 $45 1,332 X 01 1,332
DELTA & PINE LD CO
COM 247357106 $2,352 76,500 X 01 76,500
DELTA AIR LINES INC DEL
COM 247361108 $93,648 1,347,454 X 01 1,347,454
DELUXE CORP
COM 248019101 $48,269 1,657,310 X 01 1,657,310
DENDRITE INTL INC
COM 248239105 $36 1,600 X 01 1,600
DENTSPLY INTL INC NEW
COM 249030107 $21 900 X 01 900
DEPARTMENT 56 INC
COM 249509100 $2,612 85,800 X 01 85,800
DEVELOPERS DIVERSIFIED RLTY CO
COM 251591103 $1,821 127,200 X 01 127,200
DEVON ENERGY CORP
COM 251799102 $3,724 135,100 X 01 135,100
DEVRY INC DEL
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DEXTER CORP
COM 252165105 $13 400 X 01 400
DIAL CORP NEW
COM 25247D101 $4,665 135,700 X 01 135,700
DIALOGIC CORP
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DIEBOLD INC
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DILLARDS INC
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DIME BANCORP INC NEW
COM 25429Q102 $6,015 259,400 X 01 259,400
DIONEX CORP
COM 254546104 $729 19,300 X 01 19,300
DISCOUNT AUTO PTS INC
COM 254642101 $24 1,100 X 01 1,100
DISNEY WALT CO
COM 254687106 $26,300 844,987 X 01 844,987
DIXIE GROUP INC
CL A 255519100 $4 500 X 01 500
DOLLAR GEN CORP
COM 256669102 $2,108 61,999 X 01 61,999
DOLLAR TREE STORES INC
COM 256747106 $74 2,400 X 01 2,400
DOMINION RES INC VA
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DONALDSON INC
COM 257651109 $16 900 X 01 900
DONNELLEY R R & SONS CO
COM 257867101 $1,693 52,587 X 01 52,587
DORAL FINL CORP
COM 25811P100 $5,378 292,700 X 01 292,700
DOVER CORP
COM 260003108 $2,352 71,552 X 01 71,552
DOVER DOWNS ENTMT INC
COM 260086103 $126 8,100 X 01 8,100
DOW CHEM CO
COM 260543103 $12,982 139,310 X 01 139,310
DOW JONES & CO INC
COM 260561105 $1,188 25,183 X 01 25,183
DOWNEY FINL CORP
COM 261018105 $18 965 X 01 965
DPL INC
COM 233293109 $96 5,800 X 01 5,800
DRESS BARN INC
COM 261570105 $2,869 206,800 X 01 206,800
DSP COMMUNICATIONS INC
COM 23332K106 $2,557 161,100 X 01 161,100
DTE ENERGY CO
COM 233331107 $16,335 424,983 X 01 424,983
DU PONT E I DE NEMOURS & CO
COM 263534109 $24,362 419,576 X 01 419,576
DUANE READE INC
COM 263578106 $3,200 114,800 X 01 114,800
DUCOMMUN INC DEL
COM 264147109 $335 35,700 X 01 35,700
DUFF & PHELPS CR RATING CO
COM 26432F109 $3,572 68,200 X 01 68,200
DUKE ENERGY CORP
COM 264399106 $8,394 153,661 X 01 153,661
DUKE REALTY INVT INC
COM NEW 264411505 $15,979 743,200 X 01 743,200
DUN & BRADSTREET CORP DEL
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DUPONT PHOTOMASKS INC
COM 26613X101 $1,573 39,700 X 01 39,700
DURA AUTOMOTIVE SYSTEMS CORP
CL A 265903104 $6,712 237,600 X 01 237,600
DURA PHARMACEUTICALS INC
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DYCOM INDS INC
COM 267475101 $5,381 123,700 X 01 123,700
E M C CORP MASS
COM 268648102 $149,921 1,173,550 X 01 1,173,550
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COM 269246104 $3,335 57,200 X 01 57,200
EAGLE HARDWARE & GARDEN INC
COM 26959B101 $4,983 130,500 X 01 130,500
EARTHGRAINS CO
COM 270319106 $3,051 137,500 X 01 137,500
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COM 27637F100 $5,634 154,880 X 01 154,880
EASTERN UTILS ASSOC
COM 277173100 $25 900 X 01 900
EASTGROUP PPTY INC
COM 277276101 $3,636 225,500 X 01 225,500
EASTMAN CHEM CO
COM 277432100 $993 23,609 X 01 23,609
EASTMAN KODAK CO
COM 277461109 $8,721 136,534 X 01 136,534
EATON CORP
COM 278058102 $1,708 23,890 X 01 23,890
EATON VANCE CORP
COM NON VTG 278265103 $42 2,100 X 01 2,100
EBAY INC
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ECO SOIL SYS INC
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ECOLAB INC
COM 278865100 $1,947 54,846 X 01 54,846
EDISON INTL
COM 281020107 $3,581 160,936 X 01 160,936
EDUCATION MGMT CORP
COM 28139T101 $7,574 246,300 X 01 246,300
EDWARDS AG INC
COM 281760108 $49 1,500 X 01 1,500
EG & G INC
COM 268457108 $147 5,582 X 01 5,582
EL PASO ENERGY CORP DEL
COM 283905107 $65 2,000 X 01 2,000
ELCOR CORP
COM 284443108 $10,750 305,500 X 01 305,500
ELECTRO SCIENTIFIC INDS
COM 285229100 $42 900 X 01 900
ELECTRONIC ARTS INC
COM 285512109 $81 1,700 X 01 1,700
ELECTRONIC DATA SYS NEW
COM 285661104 $14,069 288,975 X 01 288,975
ELECTRONICS FOR IMAGING INC
COM 286082102 $2,352 60,300 X 01 60,300
EMERSON ELEC CO
COM 291011104 $10,038 189,629 X 01 189,629
EMMIS COMMUNICATIONS CORP
CL A 291525103 $55 1,100 X 01 1,100
EMPI INC
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EMPIRE DIST ELEC CO
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ENERGEN CORP
COM 29265N108 $4,569 305,900 X 01 305,900
ENERGY EAST CORP
COM 29266M109 $126 2,400 X 01 2,400
ENGELHARD CORP
COM 292845104 $808 47,689 X 01 47,689
ENGINEERING ANIMATION INC
COM 292872108 $6,129 145,500 X 01 145,500
ENHANCE FINL SVCS GROUP INC
COM 293310108 $1,962 85,300 X 01 85,300
ENRON CORP
COM 293561106 $61,633 959,272 X 01 959,272
ENSCO INTL INC
COM 26874Q100 $17 1,300 X 01 1,300
ENTERCOM COMMUNICATIONS CORP
CL A 293639100 $3,538 100,000 X 01 100,000
ENTERGY CORP NEW
COM 29364G103 $11,479 417,401 X 01 417,401
EQUIFAX INC
COM 294429105 $1,592 46,300 X 01 46,300
EQUITY INNS INC
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EQUITY OFFICE PROPERTIES TRUST
COM 294741103 $32,000 1,257,966 X 01 1,257,966
EQUITY ONE
COM 294752100 $853 98,200 X 01 98,200
EQUITY RESIDENTIAL PPTYS TR
SH BEN INT 29476L107 $27,422 664,784 X 01 664,784
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ESSEX PPTY TR INC
COM 297178105 $10,912 417,700 X 01 417,700
ESTERLINE TECHNOLOGIES CORP
COM 297425100 $1,154 89,200 X 01 89,200
ETEC SYS INC
COM 26922C103 $24 800 X 01 800
ETHAN ALLEN INTERIORS INC
COM 297602104 $561 13,500 X 01 13,500
EVEREST REINS HLDGS INC
COM 299808105 $31 1,000 X 01 1,000
EXCEL SWITCHING CORP
COM 30067V108 $2,470 117,600 X 01 117,600
EXECUTIVE RISK INC
COM 301586103 $36 500 X 01 500
EXPEDITORS INTL WASH INC
COM 302130109 $49 900 X 01 900
EXPRESS SCRIPTS INC
CL A 302182100 $258 3,000 X 01 3,000
EXTENDED STAY AMER INC
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EXXON CORP
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F M C CORP
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FACTSET RESH SYS INC
COM 303075105 $10,088 233,250 X 01 233,250
FAIR ISAAC & CO INC
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COM 307000109 $106 4,600 X 01 4,600
FBL FINL GROUP INC
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FDX CORP
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FEDERAL HOME LN MTG CORP
COM 313400301 $21,396 374,551 X 01 374,551
FEDERAL MOGUL CORP
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FEDERAL NATL MTG ASSN
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FEDERAL SIGNAL CORP
COM 313855108 $10 500 X 01 500
FEDERATED DEPT STORES INC DEL
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FEI CO
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FELCOR LODGING TR INC
COM 31430F101 $2,500 107,800 X 01 107,800
FERRO CORP
COM 315405100 $20 800 X 01 800
FIDELITY NATL FINL INC
COM 316326107 $846 56,386 X 01 56,386
FIFTH THIRD BANCORP
COM 316773100 $54,655 828,895 X 01 828,895
FINOVA GROUP INC
COM 317928109 $47 900 X 01 900
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COM 318522307 $617 39,000 X 01 39,000
FIRST BANCORP P R
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FIRST DATA CORP
COM 319963104 $7,834 183,258 X 01 183,258
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FIRST MIDWEST BANCORP DEL
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FIRST REP BK SAN FRANCISCO
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FIRST SEC CORP DEL
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FIRST TENN NATL CORP
COM 337162101 $176 4,800 X 01 4,800
FIRST UN CORP
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FIRST VA BANKS INC
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FIRSTAR CORP NEW WIS
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FIRSTENERGY CORP
COM 337932107 $2,430 86,964 X 01 86,964
FIRSTFED FINL CORP
COM 337907109 $6,809 423,900 X 01 423,900
FIRSTMERIT CORP
COM 337915102 $93 3,600 X 01 3,600
FISERV INC
COM 337738108 $78 1,450 X 01 1,450
FLAGSTAR BANCORP INC
COM 337930101 $2,306 87,000 X 01 87,000
FLEET FINL GROUP INC NEW
COM 338915101 $9,753 259,221 X 01 259,221
FLEETWOOD ENTERPRISES INC
COM 339099103 $25,246 881,959 X 01 881,959
FLEXTRONICS INTL LTD
ORD Y2573F102 $9,124 178,900 X 01 178,900
FLORIDA PROGRESS CORP
COM 341109106 $7,561 200,300 X 01 200,300
FLORIDA ROCK INDS INC
COM 341140101 $41 1,200 X 01 1,200
FLOWERS INDS INC
COM 343496105 $84 3,400 X 01 3,400
FLUOR CORP
COM 343861100 $584 21,636 X 01 21,636
FLUSHING FINL CORP
COM 343873105 $2,256 158,350 X 01 158,350
FOODMAKER INC NEW
COM NEW 344839204 $16,366 641,800 X 01 641,800
FORD MTR CO DEL
COM 345370100 $234,948 4,140,056 X 01 4,140,056
FOREST LABS INC
CL A 345838106 $73 1,300 X 01 1,300
FORT JAMES CORP
COM 347471104 $2,740 86,460 X 01 86,460
FORTUNE BRANDS INC
COM 349631101 $2,530 65,403 X 01 65,403
FOSSIL INC
COM 349882100 $4,649 155,950 X 01 155,950
FOSTER WHEELER CORP
COM 350244109 $49 4,006 X 01 4,006
FPIC INS GROUP INC
COM 302563101 $3,884 93,600 X 01 93,600
FPL GROUP INC
COM 302571104 $3,777 70,925 X 01 70,925
FRANCHISE FIN CORP AMER
COM 351807102 $5,325 252,800 X 01 252,800
FRANKLIN COVEY CO
COM 353469109 $465 51,700 X 01 51,700
FRANKLIN RES INC
COM 354613101 $1,387 49,305 X 01 49,305
FREEPORT-MCMORAN COPPER & GOLD
CL B 35671D857 $166 15,221 X 01 15,221
FREMONT GEN CORP
COM 357288109 $46 2,400 X 01 2,400
FRIEDE GOLDMAN INTERNATIONAL
COM 358430106 $1,347 84,200 X 01 84,200
FRONTIER AIRLINES INC NEW
COM 359065109 $122 12,400 X 01 12,400
FRONTIER CORPORATION
COM 35906P105 $3,741 72,125 X 01 72,125
FROZEN FOOD EXPRESS INDS INC
COM 359360104 $4 600 X 01 600
FRUIT OF THE LOOM LTD
ORD CL A G3682L105 $74 6,861 X 01 6,861
FULLER H B CO
COM 359694106 $29 500 X 01 500
FURNITURE BRANDS INTL INC
COM 360921100 $11 500 X 01 500
G & K SVCS INC
CL A 361268105 $32 700 X 01 700
GABLES RESIDENTIAL TR
SH BEN INT 362418105 $2,140 97,000 X 01 97,000
GALILEO INTERNATIONAL INC
COM 363547100 $34,129 705,500 X 01 705,500
GALLAGHER ARTHUR J & CO
COM 363576109 $4,467 97,100 X 01 97,100
GANNETT INC
COM 364730101 $7,831 124,309 X 01 124,309
GAP INC DEL
COM 364760108 $173,167 2,572,587 X 01 2,572,587
GATEWAY 2000 INC
COM 367833100 $3,926 57,260 X 01 57,260
GATX CORP
COM 361448103 $46 1,400 X 01 1,400
GENCORP INC
COM 368682100 $22 1,200 X 01 1,200
GENENTECH INC
COM SPL 368710307 $5,743 64,800 X 01 64,800
GENERAL CABLE CORP DEL NEW
COM 369300108 $1,709 161,800 X 01 161,800
GENERAL DYNAMICS CORP
COM 369550108 $69,724 1,085,202 X 01 1,085,202
GENERAL ELEC CO
COM 369604103 $312,921 2,828,661 X 01 2,828,661
GENERAL GROWTH PPTYS INC
COM 370021107 $13,423 413,800 X 01 413,800
GENERAL INSTR CORP DEL
COM 370120107 $30,122 993,700 X 01 993,700
GENERAL MLS INC
COM 370334104 $6,139 81,243 X 01 81,243
GENERAL MTRS CORP
COM 370442105 $231,223 2,661,554 X 01 2,661,554
GENESCO INC
COM 371532102 $4,642 501,800 X 01 501,800
GENTEX CORP
COM 371901109 $1,581 73,300 X 01 73,300
GENUINE PARTS CO
COM 372460105 $2,070 71,845 X 01 71,845
GENZYME CORP
COM GENL DIV 372917104 $66 1,300 X 01 1,300
GEON CO
COM 37246W105 $2,953 129,800 X 01 129,800
GEORGIA PAC CORP
COM GA PAC 373298108 $33,983 457,686 X 01 457,686
COM-TIMBER 373298702 $8,793 391,900 X 01 391,900
GEOTEL COMMUNICATIONS CORP
COM 373656107 $986 21,500 X 01 21,500
GERBER CHILDRENSWEAR INC
COM 373701101 $1,092 173,000 X 01 173,000
GERBER SCIENTIFIC INC
COM 373730100 $8 400 X 01 400
GETCHELL GOLD CORP
COM 374265106 $34 1,300 X 01 1,300
GILAT SATELLITE NETWORKS LTD
ORD M51474100 $2,928 48,800 X 01 48,800
GILLETTE CO
COM 375766102 $26,813 451,113 X 01 451,113
GLENBOROUGH RLTY TR INC
COM 37803P105 $5,547 326,300 X 01 326,300
GLIMCHER RLTY TR
SH BEN INT 379302102 $1,643 114,300 X 01 114,300
GLOBAL DIRECTMAIL CORP
COM 379321102 $717 42,800 X 01 42,800
GLOBAL INDS LTD
COM 379336100 $314 31,000 X 01 31,000
GLOBAL MARINE INC
COM 379352404 $35 3,000 X 01 3,000
GLOBIX CORP
COM 37957F101 $3,731 100,000 X 01 100,000
GOLDEN ST BANCORP INC
COM 381197102 $5,687 255,600 X 01 255,600
GOLDEN WEST FINL CORP DEL
COM 381317106 $99,531 1,042,206 X 01 1,042,206
GOLF TR AMER INC
COM 38168B103 $2,734 122,200 X 01 122,200
GOODRICH B F CO
COM 382388106 $52,154 1,519,961 X 01 1,519,961
GOODYEAR TIRE & RUBR CO
COM 382550101 $2,909 58,408 X 01 58,408
GP STRATEGIES CORP
COM 36225V104 $3,903 219,900 X 01 219,900
GPU INC
COM 36225X100 $2,564 68,717 X 01 68,717
GRACE W R & CO DEL NEW
COM 38388F108 $259 21,346 X 01 21,346
GRACO INC
COM 384109104 $2,572 116,600 X 01 116,600
GRAINGER W W INC
COM 384802104 $9,642 223,901 X 01 223,901
GRANITE BROADCASTING CORP
COM 387241102 $1,109 167,400 X 01 167,400
GRANITE CONSTR INC
COM 387328107 $4,649 198,900 X 01 198,900
GREAT ATLANTIC & PAC TEA INC
COM 390064103 $171 5,695 X 01 5,695
GREAT LAKES CHEM CORP
COM 390568103 $588 15,998 X 01 15,998
GREAT PLAINS SOFTWARE
COM 39119E105 $348 9,000 X 01 9,000
GREENPOINT FINL CORP
COM 395384100 $594 17,100 X 01 17,100
GRIFFON CORP
COM 398433102 $13 1,900 X 01 1,900
GROUP 1 AUTOMOTIVE INC
COM 398905109 $1,292 52,600 X 01 52,600
GTE CORP
COM 362320103 $24,419 403,615 X 01 403,615
GTECH HLDGS CORP
COM 400518106 $34 1,400 X 01 1,400
GUARANTEE LIFE COS INC
COM 400740106 $255 15,000 X 01 15,000
GUIDANT CORP
COM 401698105 $64,320 1,063,140 X 01 1,063,140
GULFSTREAM AEROSPACE CORP
COM 402734107 $5,973 137,700 X 01 137,700
HA-LO INDS INC
COM 404429102 $39 3,150 X 01 3,150
HADCO CORP
COM 404681108 $41 1,300 X 01 1,300
HAIN FOOD GROUP INC
COM 405219106 $137 8,300 X 01 8,300
HALLIBURTON CO
COM 406216101 $21,721 564,193 X 01 564,193
HANCOCK FABRICS INC
COM 409900107 $11 1,800 X 01 1,800
HANGER ORTHOPEDIC GROUP INC
COM NEW 41043F208 $6,831 506,000 X 01 506,000
HANNA M A CO
COM 410522106 $3,439 268,400 X 01 268,400
HANNAFORD BROS CO
COM 410550107 $32 700 X 01 700
HANOVER COMPRESSOR CO
COM 410768105 $398 15,000 X 01 15,000
HARBOR FLA BANCSHARES INC
COM 411901101 $9,614 754,000 X 01 754,000
HARCOURT GEN INC
COM 41163G101 $586 13,214 X 01 13,214
HARLEY DAVIDSON INC
COM 412822108 $327 5,700 X 01 5,700
HARMAN INTL INDS INC
COM 413086109 $29 800 X 01 800
HARMON INDS INC NEW
COM 413136102 $17 850 X 01 850
HARNISCHFEGER INDS INC
COM 413345109 $18 3,167 X 01 3,167
HARRAHS ENTMT INC
COM 413619107 $274 14,382 X 01 14,382
HARRIS CORP DEL
COM 413875105 $1,067 37,271 X 01 37,271
HARTE-HANKS INC
COM 416196103 $241 8,800 X 01 8,800
HARTFORD FINL SVCS GROUP INC
COM 416515104 $6,307 111,007 X 01 111,007
HARTFORD LIFE INC
CL A 416592103 $7,722 140,400 X 01 140,400
HASBRO INC
COM 418056107 $6,333 218,858 X 01 218,858
HAVERTY FURNITURE INC
COM 419596101 $137 5,400 X 01 5,400
HAWAIIAN ELEC INDUSTRIES
COM 419870100 $46 1,300 X 01 1,300
HCR MANOR CARE INC
COM 404134108 $656 28,744 X 01 28,744
HEALTH CARE REIT INC
COM 42217K106 $11,782 548,000 X 01 548,000
HEALTHCARE RLTY TR
COM 421946104 $7,503 394,895 X 01 394,895
HEALTHSOUTH CORP
COM 421924101 $996 95,985 X 01 95,985
HEARTLAND EXPRESS INC
COM 422347104 $17 1,100 X 01 1,100
HEINZ H J CO
COM 423074103 $7,180 151,559 X 01 151,559
HELIX TECHNOLOGY CORP
COM 423319102 $14 900 X 01 900
HELMERICH & PAYNE INC
COM 423452101 $6,603 291,028 X 01 291,028
HENRY JACK & ASSOC INC
COM 426281101 $1,867 50,800 X 01 50,800
HERCULES INC
COM 427056106 $479 18,959 X 01 18,959
HERSHEY FOODS CORP
COM 427866108 $873 15,596 X 01 15,596
HEWLETT PACKARD CO
COM 428236103 $210,011 3,096,943 X 01 3,096,943
HIBERNIA CORP
CL A 428656102 $26 2,000 X 01 2,000
HIGHWOODS PPTYS INC
COM 431284108 $5,370 227,900 X 01 227,900
HILB ROGAL & HAMILTON CO
COM 431294107 $5 300 X 01 300
HILLENBRAND INDS INC
COM 431573104 $46 1,000 X 01 1,000
HILTON HOTELS CORP
COM 432848109 $553 39,340 X 01 39,340
HOLLYWOOD ENTMT CORP
COM 436141105 $659 35,400 X 01 35,400
HOME DEPOT INC
COM 437076102 $181,964 2,923,122 X 01 2,923,122
HOME PPTYS N Y INC
COM 437306103 $957 41,400 X 01 41,400
HOMESTAKE MNG CO
COM 437614100 $373 43,214 X 01 43,214
HON INDS INC
COM 438092108 $20 900 X 01 900
HONEYWELL INC
COM 438506107 $21,150 278,982 X 01 278,982
HOOPER HOLMES INC
COM 439104100 $6,839 437,700 X 01 437,700
HORMEL FOODS CORP
COM 440452100 $1,161 32,600 X 01 32,600
HOSPITALITY PPTYS TR
COM SH BEN 44106M102 $3,375 124,700 X 01 124,700
HOUSEHOLD INTL INC
COM 441815107 $16,069 352,202 X 01 352,202
HRPT PPTYS TR
COM SH BEN 40426W101 $11,189 828,800 X 01 828,800
HSB GROUP INC
COM 40428N109 $26 700 X 01 700
HUBBELL INC
CL B 443510201 $32 800 X 01 800
HUBCO INC
COM 404382103 $112 3,330 X 01 3,330
HUFFY CORP
COM 444356109 $7 600 X 01 600
HUGHES SUPPLY INC
COM 444482103 $1,346 59,150 X 01 59,150
HUMANA INC
COM 444859102 $1,028 59,610 X 01 59,610
HUNTINGTON BANCSHARES INC
COM 446150104 $2,694 87,092 X 01 87,092
HUTCHINSON TECHNOLOGY INC
COM 448407106 $1,279 51,400 X 01 51,400
I-STAT CORP
COM 450312103 $1,235 133,500 X 01 133,500
IBP INC
COM 449223106 $6,075 326,200 X 01 326,200
ICU MED INC
COM 44930G107 $2,139 131,600 X 01 131,600
IDACORP INC
COM 451107106 $21 700 X 01 700
IDEC PHARMACEUTICALS CORP
COM 449370105 $82 1,600 X 01 1,600
IDEXX LABS INC
COM 45168D104 $36 1,500 X 01 1,500
IDX SYS CORP
COM 449491109 $33 2,300 X 01 2,300
IHOP CORP
COM 449623107 $879 22,400 X 01 22,400
IKON OFFICE SOLUTIONS INC
COM 451713101 $124 9,716 X 01 9,716
ILLINOIS TOOL WKS INC
COM 452308109 $6,741 108,948 X 01 108,948
IMC GLOBAL INC
COM 449669100 $41 2,000 X 01 2,000
IMCO RECYCLING INC
COM 449681105 $12 900 X 01 900
IMPERIAL CREDIT COMM MRTG INVS
COM 45272T102 $687 71,400 X 01 71,400
IMS HEALTH INC
COM 449934108 $4,208 127,042 X 01 127,042
INCO LTD
COM 453258402 $151 11,363 X 01 11,363
INDEPENDENT ENERGY HLDGS PLC
SPONSORES 45384X108 $1,716 173,800 X 01 173,800
INDIANA ENERGY INC
COM 454707100 $25 1,300 X 01 1,300
INFINITY BROADCASTING CP NEW
CL A 45662S102 $2,760 107,200 X 01 107,200
INFORMIX CORP
COM 456779107 $27 3,600 X 01 3,600
INGERSOLL RAND CO
COM 456866102 $133,158 2,683,281 X 01 2,683,281
INNKEEPERS USA TR
COM 4576J0104 $1,913 205,400 X 01 205,400
INNOVEX INC
COM 457647105 $24 1,800 X 01 1,800
INSIGHT ENTERPRISES INC
COM 45765U103 $5,544 224,000 X 01 224,000
INSITUFORM TECHNOLOGIES INC
CL A 457667103 $6,813 389,300 X 01 389,300
INTEGRATED CIRCUIT SYS INC
COM 45811K109 $96 5,300 X 01 5,300
INTEL CORP
COM 458140100 $539,421 4,528,190 X 01 4,528,190
INTER TEL INC
COM 458372109 $14 900 X 01 900
INTERGRAPH CORP
COM 458683109 $3,679 545,000 X 01 545,000
INTERIM SVCS INC
COM 45868P100 $26 1,700 X 01 1,700
INTERMET CORP
COM 45881K104 $20 1,500 X 01 1,500
INTERNATIONAL BUSINESS MACHS
COM 459200101 $212,241 1,197,412 X 01 1,197,412
INTERNATIONAL FLAVORS&FRAGRANC
COM 459506101 $1,108 29,490 X 01 29,490
INTERNATIONAL GAME TECHNOLOGY
COM 459902102 $25 1,700 X 01 1,700
INTERNATIONAL SPEEDWAY CORP
CL A 460335201 $17,909 339,500 X 01 339,500
INTERPUBLIC GROUP COS INC
COM 460690100 $4,041 51,895 X 01 51,895
INTERSTATE BAKERIES CORP DEL
COM 46072H108 $24 1,100 X 01 1,100
INTERSTATE ENERGY CORP WISE
COM 460845100 $37 1,400 X 01 1,400
INTERVOICE INC
COM 461142101 $2,419 219,900 X 01 219,900
INTL PAPER CO
COM 460146103 $1,875 44,434 X 01 44,434
INTRAWARE INC
COM 46118M103 $801 20,000 X 01 20,000
INTUIT
COM 461202103 $10,429 102,500 X 01 102,500
INVACARE CORP
COM 461203101 $27 1,100 X 01 1,100
INVESTMENT TECHNOLOGY GROUP
COM 461450108 $102 2,000 X 01 2,000
INVESTORS FINL SERVICES CORP
COM 461915100 $2,726 94,800 X 01 94,800
IPALCO ENTERPRISES INC
COM 462613100 $79 3,600 X 01 3,600
ITI TECHNOLOGIES INC
COM 450564109 $3,021 100,700 X 01 100,700
ITT INDS INC IND
COM 450911102 $1,611 45,541 X 01 45,541
IVAX CORP
COM 465823102 $35 3,000 X 01 3,000
J & J SNACK FOODS CORP
COM 466032109 $817 40,600 X 01 40,600
JABIL CIRCUIT INC
COM 466313103 $239 5,900 X 01 5,900
JACOBS ENGR GROUP INC DEL
COM 469814107 $4,839 122,700 X 01 122,700
JACOR COMMUNUNICATIONS INC
CL A 469858401 $760 10,000 X 01 10,000
JEFFERIES GROUP INC
COM 472318104 $5,436 114,600 X 01 114,600
JEFFERSON PILOT CORP
COM 475070108 $3,490 51,513 X 01 51,513
JLG INDS INC
COM 466210101 $46 3,400 X 01 3,400
JOHNSON & JOHNSON
COM 478160104 $248,362 2,650,959 X 01 2,650,959
JOHNSON CTLS INC
COM 478366107 $71,364 1,144,107 X 01 1,144,107
JOHNSTOWN AMER INDS INC
COM 479477101 $4,271 287,100 X 01 287,100
JONES APPAREL GROUP INC
COM 480074103 $162 5,800 X 01 5,800
JONES LANG LASALLE INC
COM 48020Q107 $1,716 57,200 X 01 57,200
JONES PHARMA INC
COM 480236108 $1,258 36,200 X 01 36,200
JOSTENS INC
COM 481088102 $87 4,108 X 01 4,108
JP REALTY INC
COM 46624A106 $2,892 146,900 X 01 146,900
JSB FINANCIAL INC
COM 46624M100 $25 500 X 01 500
JUNO LTG INC
COM 482047107 $22 1,000 X 01 1,000
JUSTIN INDS INC
COM 482171105 $14 1,300 X 01 1,300
K MART CORP
COM 482584109 $7,703 458,188 X 01 458,188
K-SWISS INC
CL A 482686102 $2,343 92,800 X 01 92,800
KAFUS ENVIRONMENTAL INDS LTD
COM 482910106 $1,850 344,200 X 01 344,200
KAMAN CORP
CL A 483548103 $15 1,200 X 01 1,200
KANEB SERVICES INC
COM 484170105 $1,566 385,400 X 01 385,400
KANSAS CITY PWR & LT CO
COM 485134100 $52 2,100 X 01 2,100
KANSAS CITY SOUTHN INDS INC
COM 485170104 $2,679 47,000 X 01 47,000
KAUFMAN & BROAD HOME CORP
COM 486168107 $36,658 1,624,718 X 01 1,624,718
KAYDON CORP
COM 486587108 $20 700 X 01 700
KEANE INC
COM 486665102 $597 28,000 X 01 28,000
KEEBLER FOODS CO
COM 487256109 $5,004 137,100 X 01 137,100
KELLOGG CO
COM 487836108 $5,537 163,750 X 01 163,750
KELLSTROM INDS INC
COM 488035106 $9,233 581,600 X 01 581,600
KELLWOOD CO
COM 488044108 $20 900 X 01 900
KELLY SVCS INC
CL A 488152208 $22 800 X 01 800
KENDLE INTERNATIONAL INC
COM 48880L107 $1,002 49,800 X 01 49,800
KERR MCGEE CORP
COM 492386107 $193 5,872 X 01 5,872
KEYCORP NEW
COM 493267108 $5,667 186,950 X 01 186,950
KEYSPAN ENERGY
COM 49337K106 $73 2,900 X 01 2,900
KEYSTONE FINANCIAL INC
COM 493482103 $32 1,000 X 01 1,000
KILROY RLTY CORP
COM 49427F108 $3,778 184,300 X 01 184,300
KIMBERLY CLARK CORP
COM 494368103 $11,223 234,115 X 01 234,115
KIMCO REALTY CORP
COM 49446R109 $22,269 603,900 X 01 603,900
KING PHARMACEUTICALS INC
COM 495582108 $1,818 65,500 X 01 65,500
KING WORLD PRODTNS INC
COM 495667107 $956 31,291 X 01 31,291
KIRBY CORP
COM 497266106 $17 900 X 01 900
KLA-TENCORP CORP
COM 482480100 $946 19,475 X 01 19,475
KN ENERGY INC
COM 482620101 $6,641 333,100 X 01 333,100
KNIGHT RIDDER INC
COM 499040103 $90,526 1,810,527 X 01 1,810,527
KNIGHTSBRIDGE TANKERS LTD
ORD G5299G106 $3,341 193,700 X 01 193,700
KOGER EQUITY INC
COM 500228101 $5,250 390,700 X 01 390,700
KOHLS CORP
COM 500255104 $14,278 201,450 X 01 201,450
KONOVER PPTY TR INC
COM 50047R100 $12 2,000 X 01 2,000
KRANZCO RLTY TR
COM SH BEN 50076E103 $174 14,700 X 01 14,700
KROGER CO
COM 501044101 $125,009 2,087,832 X 01 2,087,832
KROLL O GARA CO
COM 501050108 $2,118 78,100 X 01 78,100
KRONOS INC
COM 501052104 $69 2,800 X 01 2,800
KUSHNER-LOCKE CO
COM NEW 501337406 $3,170 204,500 X 01 204,500
L-3 COMMUNICATIONS HLDGS INC
COM 502424104 $6,230 134,700 X 01 134,700
LAZ BOY INC
COM 505336107 $2,841 151,000 X 01 151,000
LAFARGE CORP
COM 505862102 $10,343 369,400 X 01 369,400
LAIDLAW INC
COM 50730K503 $526 90,420 X 01 90,420
LAKES GAMING INC
COM 51206P109 $2,471 301,800 X 01 301,800
LAM RESH CORP
COM 512807108 $363 12,500 X 01 12,500
LANCASTER COLONY CORP
COM 513847103 $16 600 X 01 600
LANCE INC
COM 514606102 $3 200 X 01 200
LANDAMERICA FINL GROUP INC
COM 514936103 $4,414 152,200 X 01 152,200
LANDSTAR SYS INC
COM 515098101 $123 3,700 X 01 3,700
LASALLE RE HLDGS LTD
ORD G5383Q101 $2,195 148,800 X 01 148,800
LASON INC
COM 51808R107 $5,524 98,200 X 01 98,200
LATTICE SEMICONDUCTOR CORP
COM 518415104 $5,609 123,100 X 01 123,100
LAWSON PRODS INC
COM 520776105 $6 300 X 01 300
LEAR CORP
COM 521865105 $47 1,100 X 01 1,100
LEE ENTERPRISES INC
COM 523768109 $26 900 X 01 900
LEGATO SYS INC
COM 524651106 $1,533 29,700 X 01 29,700
LEGG MASON INC
COM 524901105 $64 1,900 X 01 1,900
LEGGETT & PLATT INC
COM 524660107 $64 3,200 X 01 3,200
LEHMAN BROS HLDGS INC
COM 524908100 $49,392 826,650 X 01 826,650
LENNAR CORP
COM 526057104 $38 1,700 X 01 1,700
LEVEL ONE COMMUNICATIONS INC
COM 527295109 $8,721 179,350 X 01 179,350
LEXINGTON CORP PPTYS TR
COM 529043101 $458 41,200 X 01 41,200
LEXMARK INTL GROUP INC
CL A 529771107 $50,310 449,700 X 01 449,700
LG&E ENERGY CORP
COM 501917108 $108 5,200 X 01 5,200
LIBERTY PPTY TR
SH BEN INT 531172104 $14,093 679,200 X 01 679,200
LILLY ELI & CO
COM 532457108 $61,888 729,171 X 01 729,171
LILLY INDS INC
CL A 532491107 $19 1,200 X 01 1,200
LIMITED INC
COM 532716107 $3,518 88,778 X 01 88,778
LINCARE HLDGS INC
COM 532791100 $11,512 409,300 X 01 409,300
LINCOLN ELEC HLDGS INC
COM 533900106 $3,520 189,000 X 01 189,000
LINCOLN NATL CORP IND
COM 534187109 $42,090 425,684 X 01 425,684
LINEAR TECHNOLOGY CORP
COM 535678106 $8,759 170,900 X 01 170,900
LINENS N THINGS INC
COM 535679104 $13,313 293,400 X 01 293,400
LIPOSOME CO INC
COM 536310105 $128 9,500 X 01 9,500
LITTON INDS INC
COM 538021106 $105 1,800 X 01 1,800
LIZ CLAIBORNE INC
COM 539320101 $993 30,423 X 01 30,423
LNR PPTY CORP
COM 501940100 $122 6,200 X 01 6,200
LOCKHEED MARTIN CORP
COM 539830109 $6,725 178,446 X 01 178,446
LOEWS CORP
COM 540424108 $86,907 1,164,578 X 01 1,164,578
LONE STAR INDS INC
COM NEW 542290408 $7,409 239,000 X 01 239,000
LONGS DRUG STORES CORP
COM 543162101 $37,442 1,230,127 X 01 1,230,127
LORAL SPACE & COMMUNICATIONS
COM G56462107 $1,574 109,000 X 01 109,000
LOUISIANA PAC CORP
COM 546347105 $455 24,428 X 01 24,428
LOWES COS INC
COM 548661107 $244,314 4,038,240 X 01 4,038,240
LSI LOGIC CORP
COM 502161102 $698 22,368 X 01 22,368
LTC PPTYS INC
COM 502175102 $552 45,100 X 01 45,100
LUBRIZOL CORP
COM 549271104 $11 500 X 01 500
LUBYS INC
COM 549282101 $17 1,000 X 01 1,000
LUCENT TECHNOLOGIES INC
COM 549463107 $173,701 1,612,072 X 01 1,612,072
LYCOS INC
COM 550818108 $1,308 15,200 X 01 15,200
LYONDELL CHEMICAL CO
COM 552078107 $7,498 547,800 X 01 547,800
M & F WORLDWIDE CORP
COM 552541104 $2,414 344,800 X 01 344,800
M D C HLDGS INC
COM 552676108 $4,977 346,200 X 01 346,200
M S CARRIERS INC
COM 553533100 $1,568 59,300 X 01 59,300
MACDERMID INC
COM 554273102 $51 1,500 X 01 1,500
MACERICH CO
COM 554382101 $95 4,200 X 01 4,200
MACROMEDIA INC
COM 556100105 $1,101 24,300 X 01 24,300
MAF BANCORP INC
COM 55261R108 $149 6,700 X 01 6,700
MAIL-WELL INC
COM 560321200 $3,744 279,900 X 01 279,900
MALLINCKRODT INC NEW
COM 561232109 $1,902 71,434 X 01 71,434
MANITOWOC INC
COM 563571108 $5,352 127,800 X 01 127,800
MANPOWER INC
COM 56418H100 $30 1,300 X 01 1,300
MANUFACTURED HOME CMNTYS INC
COM 564682102 $3,787 157,800 X 01 157,800
MARCUS CORP
COM 566330106 $4 300 X 01 300
MARINE DRILLING COS INC
COM PAR 568240204 $4,720 429,100 X 01 429,100
MARRIOTT INTL INC NEW
CL A 571903202 $2,857 84,974 X 01 84,974
MARSH & MCLENNAN COS INC
COM 571748102 $11,130 150,029 X 01 150,029
MARSHALL & ILSLEY CORP
COM 571834100 $211 3,800 X 01 3,800
MARTIN MARIETTA MATLS INC
COM 573284106 $91 1,600 X 01 1,600
MASCO CORP
COM 574599106 $44,878 1,588,595 X 01 1,588,595
MASCOTECH INC
COM 574670105 $29 1,900 X 01 1,900
MASTECH CORP
COM 57632N105 $238 18,300 X 01 18,300
MATTEL INC
COM 577081102 $2,097 84,308 X 01 84,308
MATTHEWS INTL CORP
CL A 577128101 $3,145 114,900 X 01 114,900
MAXIM INTEGRATED PRODS INC
COM 57772K101 $119 2,200 X 01 2,200
MAXIMUS INC
COM 577933104 $2,892 99,300 X 01 99,300
MAXXAM INC
COM 577913106 $5 100 X 01 100
MAXXIM MED INC
COM 57777G105 $1,423 75,400 X 01 75,400
MAY DEPT STORES CO
COM 577778103 $6,479 165,606 X 01 165,606
MAYTAG CORP
COM 578592107 $40,282 667,198 X 01 667,198
MBIA INC
COM 55262C100 $2,583 44,535 X 01 44,535
MBNA CORP
COM 55262L100 $7,427 311,066 X 01 311,066
MCCLATCHY CO
CL A 579489105 $5,502 163,925 X 01 163,925
MCCORMICK & CO INC
COM NON VTG 579780206 $58 2,000 X 01 2,000
MCDERMOTT INTL INC
COM 580037109 $26,202 1,035,150 X 01 1,035,150
MCDERMOTT J RAY S A
COM P64658100 $4,338 145,200 X 01 145,200
MCDONALDS CORP
COM 580135101 $36,106 796,822 X 01 796,822
MCGRAW HILL COS INC
COM 580645109 $45,089 827,326 X 01 827,326
MCI WORLDCOM INC
COM 55268B106 $238,359 2,691,421 X 01 2,691,421
MCKESSON HBOC INC
COM 58155Q103 $7,010 106,207 X 01 106,207
MCN ENERGY GROUP INC
COM 55267J100 $24 1,500 X 01 1,500
MCWHORTER TECHNOLOGIES INC
COM 582803102 $3 200 X 01 200
MDU RES GROUP INC
COM 552690109 $110 4,800 X 01 4,800
MEAD CORP
COM 582834107 $886 28,821 X 01 28,821
MEDALLION FINL CORP
COM 583928106 $988 65,600 X 01 65,600
MEDCO RESH INC
COM 584059109 $1,087 41,800 X 01 41,800
MEDE AMER CORP
COM 584067102 $225 11,300 X 01 11,300
MEDIA GEN INC
CL A 584404107 $23 500 X 01 500
MEDIAONE GROUP INC
COM 58440J104 $18,672 294,050 X 01 294,050
MEDICAL ASSURN INC
COM 58449U100 $3,574 127,640 X 01 127,640
MEDICAL MANAGER CORP
COM 58461C103 $2,729 118,000 X 01 118,000
MEDICIS PHARMACEUTICAL CORP
CL A NEW 584690309 $4,628 154,250 X 01 154,250
MEDIMMUNE INC
COM 584699102 $6,907 116,700 X 01 116,700
MEDITRUST CORP
PAIRED CTF 58501T306 $4,849 389,900 X 01 389,900
MEDQUIST INC
COM 584949101 $2,349 78,300 X 01 78,300
MEDTRONIC INC
COM 585055106 $15,950 222,295 X 01 222,295
MELITA INTERNATIONAL CORP
COM 585493109 $1,724 132,600 X 01 132,600
MELLON BK CORP
COM 585509102 $9,027 128,276 X 01 128,276
MENS WEARHOUSE INC
COM 587118100 $3,214 111,300 X 01 111,300
MERCANTILE BANCORPORATION INC
COM 587342106 $2,851 60,025 X 01 60,025
MERCANTILE BANKSHARES CORP
COM 587405101 $41 1,100 X 01 1,100
MERCK & CO INC
COM 589331107 $237,721 2,964,554 X 01 2,964,554
MERCURY INTERACTIVE CORP
COM 589405109 $4,856 136,300 X 01 136,300
MEREDITH CORP
COM 589433101 $471 14,975 X 01 14,975
MERISTAR HOSPITALITY CORP
COM 58984Y103 $982 54,019 X 01 54,019
MERITOR AUTOMOTIVE INC
COM 59000G100 $36 2,300 X 01 2,300
MERRILL CORP
COM 590175105 $8 600 X 01 600
MERRILL LYNCH & CO INC
COM 590188108 $12,200 137,946 X 01 137,946
MERRY LAND PROPERTIES INC
COM 590441101 $12 2,030 X 01 2,030
META GROUP INC
COM 591002100 $1,255 81,600 X 01 81,600
METALS USA INC
COM 591324108 $34 3,900 X 01 3,900
METHODE ELECTRS INC
CL A 591520200 $13 1,200 X 01 1,200
METRIS COS INC
COM 591598107 $1,534 38,000 X 01 38,000
METRO NETWORKS INC
COM 591918107 $286 5,200 X 01 5,200
METTLER TOLEDO INTERNATIONAL
COM 592688105 $5,103 206,200 X 01 206,200
METZLER GROUP INC
COM 592903108 $154 4,900 X 01 4,900
MEYER FRED INC DEL NEW
COM 592907109 $4,657 79,100 X 01 79,100
MGI PPTYS INC
COM 552885105 $591 21,600 X 01 21,600
MGIC INVT CORP WIS
COM 552848103 $54,201 1,545,830 X 01 1,545,830
MICHAEL FOOD INC NEW
COM 594079105 $1,468 77,000 X 01 77,000
MICREL INC
COM 594793101 $1,877 37,500 X 01 37,500
MICRO WHSE INC
COM 59501B105 $19 1,200 X 01 1,200
MICROCHIP TECHNOLOGY INC
COM 595017104 $31 900 X 01 900
MICRON ELECTRONICS INC
COM 595100108 $1,582 134,600 X 01 134,600
MICRON TECHNOLOGY INC
COM 595112103 $6,513 134,984 X 01 134,984
MICROS SYS INC
COM 594901100 $30 900 X 01 900
MICROSOFT CORP
COM 594918104 $927,960 10,353,808 X 01 10,353,808
MID-AMER APT CMNTYS INC
COM 59522J103 $1,441 67,400 X 01 67,400
MIDAMERICAN ENERGY HLDGS NEW
COM 59562V107 $64 2,300 X 01 2,300
MIDAS GROUP INC
COM 595626102 $63 1,900 X 01 1,900
MIDWEST EXPRESS HLDGS INC
COM 597911106 $3,178 108,200 X 01 108,200
MILACRON INC
COM 598709103 $8,172 518,832 X 01 518,832
MILLIPORE CORP
COM 601073109 $71 2,951 X 01 2,951
MINDSPRING ENTERPRISES INC
COM 602683104 $2,857 33,200 X 01 33,200
MINERALS TECHNOLOGIES INC
COM 603158106 $2,832 59,000 X 01 59,000
MINNESOTA MNG & MFG CO
COM 604059105 $11,713 165,555 X 01 165,555
MINNESOTA PWR INC
COM 604110106 $5,388 272,800 X 01 272,800
MIPS TECHNOLOGIES INC
COM 604567107 $104 1,700 X 01 1,700
MIRAGE RESORTS INC
COM 60462E104 $257 12,100 X 01 12,100
MOBIL CORP
COM 607059102 $28,532 324,228 X 01 324,228
MODINE MFG CO
COM 607828100 $17 600 X 01 600
MODIS PROFESSIONAL SVCS INC
COM 607830106 $5,185 572,100 X 01 572,100
MODTECH HLDGS INC
COM 60783C100 $45 5,018 X 01 5,018
MOHAWK INDS INC
COM 608190104 $153 5,100 X 01 5,100
MOLEX INC
COM 608554101 $79 2,700 X 01 2,700
MOMENTUM BUSINESS APPS INC
CL A 60877P108 $0 0 X 01 0
MONACO COACH CORP
COM 60886R103 $5,172 224,250 X 01 224,250
MONDAVI ROBERT CORP
CL A 609200100 $3,961 110,800 X 01 110,800
MONSANTO CO
COM 611662107 $13,539 294,735 X 01 294,735
MONTANA POWER CO
COM 612085100 $162 2,200 X 01 2,200
MOOG INC
CL A 615394202 $3,745 122,800 X 01 122,800
MOORE LTD
COM 615785102 $60 6,117 X 01 6,117
MORGAN J P & CO INC
COM 616880100 $153,778 1,246,430 X 01 1,246,430
MORGAN STANLEY DEAN WITTER&CO
COM NEW 617446448 $213,712 2,138,458 X 01 2,138,458
MORRISON KNUDSEN CORP NEW
COM 61844A109 $21 2,100 X 01 2,100
MORTON INTL INC IND NEW
COM 619335102 $1,625 44,231 X 01 44,231
MOTIVEPOWER INDS INC
COM 61980K101 $3,683 146,600 X 01 146,600
MOTOROLA INC
COM 620076109 $29,494 402,645 X 01 402,645
MUELLER INDS INC
COM 624756102 $1,255 56,100 X 01 56,100
MURPHY OIL CORP
COM 626717102 $33 800 X 01 800
MUSICLAND STORES CORP
COM 62758B109 $11,566 1,312,400 X 01 1,312,400
MUTUAL RISK MGMT LTD
COM 628351108 $393 10,200 X 01 10,200
MYERS INDS INC
COM 628464109 $21 1,000 X 01 1,000
MYLAN LABS INC
COM 628530107 $66 2,400 X 01 2,400
NABORS INDS INC
COM 629568106 $67 3,700 X 01 3,700
NAC RE CORP
COM 628907107 $64 1,200 X 01 1,200
NACCO INDS INC
CL A 629579103 $6,871 92,774 X 01 92,774
NALCO CHEM CO
COM 629853102 $299 11,265 X 01 11,265
NAM TAI ELECTRS INC
COM PAR 629865205 $1,451 145,100 X 01 145,100
NASH FINCH CO
COM 631158102 $10 1,200 X 01 1,200
NATIONAL CITY CORP
COM 635405103 $9,103 137,152 X 01 137,152
NATIONAL COMPUTER SYS INC
COM 635519101 $154 6,300 X 01 6,300
NATIONAL DATA CORP
COM 635621105 $84 2,000 X 01 2,000
NATIONAL FUEL GAS CO N J
COM 636180101 $59 1,500 X 01 1,500
NATIONAL GOLF PPTYS INC
COM 63623G109 $4,462 202,800 X 01 202,800
NATIONAL HEALTH INVS INC
COM 63633D104 $501 23,300 X 01 23,300
NATIONAL INSTRS CORP
COM 636518102 $37 1,300 X 01 1,300
NATIONAL PRESTO INDS INC
COM 637215104 $4 100 X 01 100
NATIONAL R V HLDGS INC
COM 637277104 $12,273 554,700 X 01 554,700
NATIONAL SEMICONDUCTOR CORP
COM 637640103 $104 11,132 X 01 11,132
NATIONAL SVC INDS INC
COM 637657107 $276 8,100 X 01 8,100
NATIONWIDE FINL SVCS INC
CL A 638612101 $3,024 72,000 X 01 72,000
NATURES SUNSHINE PRODUCTS INC
COM 639027101 $8 700 X 01 700
NAVISTAR INTL CORP NEW
COM 63934E108 $21,312 530,325 X 01 530,325
NCH CORP
COM 628850109 $5 100 X 01 100
NCR CORP NEW
COM 62886E108 $5,595 111,900 X 01 111,900
NELSON THOMAS INC
COM 640376109 $669 66,900 X 01 66,900
NEON SYS INC
COM 640509105 $1,650 30,000 X 01 30,000
NETWORK APPLIANCE INC
COM 64120L104 $4,101 81,000 X 01 81,000
NETWORKS ASSOCS INC
COM 640938106 $1,961 63,900 X 01 63,900
NEVADA POWER CO
COM 641423108 $3,052 123,300 X 01 123,300
NEW CENTURY ENERGIES INC
COM 64352U103 $955 28,025 X 01 28,025
NEW ENGLAND BUSINESS SVC INC
COM 643872104 $32 1,100 X 01 1,100
NEW ENGLAND ELEC SYS
COM 644001109 $44 900 X 01 900
NEW ERA OF NETWORKS INC
COM 644312100 $4,858 71,700 X 01 71,700
NEW JERSEY RES
COM 646025106 $57 1,600 X 01 1,600
NEW YORK TIMES CO
CL A 650111107 $80,658 2,830,119 X 01 2,830,119
NEWFIELD EXPL CO
COM 651290108 $2,251 99,500 X 01 99,500
NEWMONT MINING CORP
COM 651639106 $200 11,444 X 01 11,444
NEWPORT NEWS SHIPBUILDING INC
COM 652228107 $3,273 103,300 X 01 103,300
NEXTEL COMMUNICATIONS INC
CL A 65332V103 $1,095 29,897 X 01 29,897
NFO WORLDWIDE INC
COM 62910N108 $3 300 X 01 300
NICOR INC
COM 654086107 $638 17,752 X 01 17,752
NIELSEN MEDIA RESH INC
COM NEW 653929307 $7,115 288,198 X 01 288,198
NIKE INC
CL B 654106103 $7,748 134,309 X 01 134,309
NIPSCO INDS INC
COM 629140104 $119 4,400 X 01 4,400
NOBLE AFFILIATES INC
COM 654894104 $17 600 X 01 600
NOBLE DRILLING CORP
COM 655042109 $75 4,300 X 01 4,300
NOKIA CORP
SPONSORED 654902204 $106,159 681,600 X 01 681,600
NORDSON CORP
COM 655663102 $17 300 X 01 300
NORDSTROM INC
COM 655664100 $2,188 53,525 X 01 53,525
NORFOLK SOUTHERN CORP
COM 655844108 $4,155 157,551 X 01 157,551
NORTH FORK BANCORPORATION NY
COM 659424105 $44 2,100 X 01 2,100
NORTHEAST UTILS
COM 664397106 $29 2,100 X 01 2,100
NORTHERN TELECOM LTD
COM 665815106 $17,193 276,752 X 01 276,752
NORTHERN TR CORP
COM 665859104 $4,141 46,625 X 01 46,625
NORTHN STS PWR CO MINN
COM 665772109 $1,659 71,540 X 01 71,540
NORTHROP GRUMMAN CORP
COM 666807102 $469 7,830 X 01 7,830
NORTHWEST NAT GAS CO
COM 667655104 $37 1,700 X 01 1,700
NOVA CORP GA
COM 669784100 $29 1,100 X 01 1,100
NOVEL DENIM HLDGS LTD
ORD G6674P109 $510 52,300 X 01 52,300
NOVELL INC
COM 670006105 $4,047 160,690 X 01 160,690
NOVELLUS SYS INC
COM 670008101 $187 3,400 X 01 3,400
NPC INTERNATIONAL INC
COM 629360306 $34 2,200 X 01 2,200
NUCOR CORP
COM 670346105 $1,406 31,908 X 01 31,908
NVR INC
COM 62944T105 $3,534 83,900 X 01 83,900
O CHARLEYS INC
COM 670823103 $2,089 154,000 X 01 154,000
O REILLY AUTOMOTIVE INC
COM 686091109 $1,665 37,200 X 01 37,200
O SULLIVAN CORP
COM 688605104 $5 600 X 01 600
O'SULLIVAN INDS HLDGS INC
COM 688609106 $47 3,400 X 01 3,400
OAK INDS INC
COM NEW 671400505 $19 600 X 01 600
OAKWOOD HOMES CORP
COM 674098108 $27 1,900 X 01 1,900
OCCIDENTAL PETE CORP DEL
COM 674599105 $415 23,071 X 01 23,071
OCEANEERING INTL INC
COM 675232102 $79 5,200 X 01 5,200
OCTEL CORP
COM 675727101 $533 43,500 X 01 43,500
OCULAR SCIENCES INC
COM 675744106 $6,214 216,600 X 01 216,600
OEC-MEDICAL SYS INC
COM 670828102 $6,132 266,600 X 01 266,600
OFFICE DEPOT INC
COM 676220106 $180 4,800 X 01 4,800
OFFSHORE LOGISTICS INC
COM 676255102 $9 800 X 01 800
OGDEN CORP
COM 676346109 $31 1,300 X 01 1,300
OGE ENERGY CORP
COM 670837103 $5,846 259,100 X 01 259,100
OLD KENT FINL CORP
COM 679833103 $163 3,845 X 01 3,845
OLD NATL BANCORP IND
COM 680033107 $187 4,100 X 01 4,100
OLD REP INTL CORP
COM 680223104 $61 3,350 X 01 3,350
OM GROUP INC
COM 670872100 $30 900 X 01 900
OMEGA HEALTHCARE INVS INC
COM 681936100 $6,347 276,700 X 01 276,700
OMNICARE INC
COM 681904108 $25 1,300 X 01 1,300
OMNICOM GROUP INC
COM 681919106 $77,232 966,160 X 01 966,160
ONEOK INC NEW
COM 682680103 $127 5,148 X 01 5,148
ONYX SOFTWARE CORP
COM 683402101 $728 18,600 X 01 18,600
ORACLE CORP
COM 68389X105 $49,656 1,882,688 X 01 1,882,688
ORANGE & ROCKLAND UTILS INC
COM 684065105 $40 700 X 01 700
ORBITAL SCIENCES CORP
COM 685564106 $40 1,400 X 01 1,400
ORION CAP CORP
COM 686268103 $34 1,100 X 01 1,100
OROAMERICA INC
COM 687027102 $999 108,000 X 01 108,000
ORTHODONTIC CTRS AMER INC
COM 68750P103 $28 1,800 X 01 1,800
OSHKOSH B GOSH INC
CL A 688222207 $2,168 122,600 X 01 122,600
OSTEOTECH INC
COM 688582105 $12,891 375,000 X 01 375,000
OTTER TAIL PWR CO
COM 689648103 $1,113 27,900 X 01 27,900
OUTBACK STEAKHOUSE INC
COM 689899102 $87 2,650 X 01 2,650
OWENS & MINOR INC NEW
COM 690732102 $1,561 154,200 X 01 154,200
OWENS CORNING
COM 69073F103 $8,482 266,616 X 01 266,616
OWENS ILL INC
COM NEW 690768403 $2,944 117,750 X 01 117,750
PFD CONV 690768502 $729 20,000 X 01 20,000
OXFORD HEALTH PLANS INC
COM 691471106 $23 1,500 X 01 1,500
OXFORD INDS INC
COM 691497309 $22 900 X 01 900
P P & L RES INC
COM 693499105 $2,060 83,220 X 01 83,220
PACCAR INC
COM 693718108 $1,862 45,199 X 01 45,199
PACIFIC CENTY FINL CORP
COM 694058108 $119 5,700 X 01 5,700
PACIFIC GULF PPTYS INC
COM 694396102 $180 10,000 X 01 10,000
PACIFIC SUNWEAR CALIF INC
COM 694873100 $52 1,500 X 01 1,500
PACIFICARE HEALTH SYS DEL
CL B 695112201 $7,426 108,800 X 01 108,800
PACIFICORP
COM 695114108 $957 55,489 X 01 55,489
PAINE WEBBER GROUP INC
COM 695629105 $120 3,000 X 01 3,000
PALL CORP
COM 696429307 $457 27,574 X 01 27,574
PARAMETRIC TECHNOLOGY CORP
COM 699173100 $677 34,300 X 01 34,300
PAREXEL INTL CORP
COM 699462107 $21 1,000 X 01 1,000
PARK ELECTROCHEMICAL CORP
COM 700416209 $223 9,500 X 01 9,500
PARK OHIO HLDGS CORP
COM 700666100 $1,152 82,300 X 01 82,300
PARK PL ENTMT CORP
COM 700690100 $8,343 1,103,200 X 01 1,103,200
PARKER HANNIFIN CORP
COM 701094104 $1,150 33,581 X 01 33,581
PARKWAY PPTYS INC
COM 70159Q104 $9,212 326,800 X 01 326,800
PATRIOT AMERN HOSPITALITY DEL
PAIRED CTF 703352203 $438 85,495 X 01 85,495
PATTERSON DENTAL CO
COM 703412106 $324 7,500 X 01 7,500
PAYCHEX INC
COM 704326107 $3,216 67,800 X 01 67,800
PAYMENTECH INC
COM 704384106 $3,919 165,900 X 01 165,900
PECO ENERGY CO
COM 693304107 $13,566 293,312 X 01 293,312
PEDIATRIX MED GROUP
COM 705324101 $20 700 X 01 700
PENFORD CORP
COM 707051108 $1 100 X 01 100
PENN VA CORP
COM 707882106 $527 30,000 X 01 30,000
PENNEY J C INC
COM 708160106 $1,218 30,066 X 01 30,066
PENNSYLVANIA ENTERPRISES INC
COM 708720107 $5 200 X 01 200
PENNSYLVANIA RL ESTATE INVT TR
SH BEN INT 709102107 $170 9,100 X 01 9,100
PENNZOIL-QUAKER STATE COMPANY
COM 709323109 $166 13,376 X 01 13,376
PENTAIR INC
COM 709631105 $51 1,500 X 01 1,500
PEOPLES ENERGY CORP
COM 711030106 $253 7,834 X 01 7,834
PEOPLESOFT INC
COM 712713106 $227 15,550 X 01 15,550
PEP BOYS MANNY MOE & JACK
COM 713278109 $55 3,595 X 01 3,595
PEPSICO INC
COM 713448108 $21,614 551,563 X 01 551,563
PEREGRINE SYSTEMS INC
COM 71366Q101 $5,962 177,300 X 01 177,300
PERFORMANCE FOOD GROUP CO
COM 713755106 $24 900 X 01 900
PERKIN ELMER CORP
COM 714041100 $1,741 17,941 X 01 17,941
PFIZER INC
COM 717081103 $406,036 2,926,382 X 01 2,926,382
PG&E CORP
COM 69331C108 $19,323 622,068 X 01 622,068
PHARMACEUTICAL PROD DEV INC
COM 717124101 $44 1,300 X 01 1,300
PHARMACIA & UPJOHN INC
COM 716941109 $12,734 204,149 X 01 204,149
PHELPS DODGE CORP
COM 717265102 $190 3,863 X 01 3,863
PHILADELPHIA SUBN CORP
COM PAR 718009608 $2,357 103,891 X 01 103,891
PHILIP MORRIS COS INC
COM 718154107 $26,337 748,484 X 01 748,484
PHILLIPS PETE CO
COM 718507106 $21,832 462,058 X 01 462,058
PIEDMONT NAT GAS INC
COM 720186105 $3,052 87,200 X 01 87,200
PIER 1 IMPORTS INC
COM 720279108 $28 3,500 X 01 3,500
PILGRIMS PRIDE CORP
CL B 721467108 $95 5,800 X 01 5,800
PILLOWTEX CORP
COM 721501104 $623 43,900 X 01 43,900
PINNACLE SYS INC
COM 723481107 $4,605 101,200 X 01 101,200
PINNACLE WEST CAP CORP
COM 723484101 $51 1,400 X 01 1,400
PIONEER HI BRED INTL INC
COM 723686101 $1,942 51,620 X 01 51,620
PITNEY BOWES INC
COM 724479100 $7,712 120,973 X 01 120,973
PITTSTON CO
COM BRINKS 725701106 $19 800 X 01 800
PITTWAY CORP DEL
CL A 725790208 $143 5,400 X 01 5,400
PIXAR
COM 725811103 $5,650 143,500 X 01 143,500
PLACER DOME INC
COM 725906101 $1,022 91,368 X 01 91,368
PLANTRONICS INC NEW
COM 727493108 $3,266 52,200 X 01 52,200
PLATINUM SOFTWARE CORP
COM 72764R105 $15 2,000 X 01 2,000
PLEXUS CORP
COM 729132100 $3,875 139,000 X 01 139,000
PMC-SIERRA INC
COM 69344F106 $2,022 28,400 X 01 28,400
PMI GROUP INC
COM 69344M101 $42 900 X 01 900
PNC BK CORP
COM 693475105 $25,964 467,288 X 01 467,288
POLARIS INDS INC
COM 731068102 $64 2,000 X 01 2,000
POLAROID CORP
COM 731095105 $61 3,030 X 01 3,030
POLICY MGMT SYS CORP
COM 731108106 $43 1,400 X 01 1,400
POLYCOM INC
COM 73172K104 $1,695 90,400 X 01 90,400
POOL ENERGY SVCS CO
COM 732788104 $450 29,400 X 01 29,400
POST PPTYS INC
COM 737464107 $19,994 555,400 X 01 555,400
POTLATCH CORP
COM 737628107 $4,891 144,114 X 01 144,114
POTOMAC ELEC PWR CO
COM 737679100 $44 1,900 X 01 1,900
POWER INTEGRATIONS INC
COM 739276103 $781 24,600 X 01 24,600
PPG INDS INC
COM 693506107 $2,720 53,074 X 01 53,074
PRAXAIR INC
COM 74005P104 $1,549 42,953 X 01 42,953
PRE PAID LEGAL SVCS INC
COM 740065107 $22 900 X 01 900
PRECISION CASTPARTS CORP
COM 740189105 $16 400 X 01 400
PREMARK INTL INC
COM 740459102 $72 2,200 X 01 2,200
PREMIER BANCSHARES INC GA
COM 739909109 $24 1,200 X 01 1,200
PREMIER PKS INC
COM NEW 740540208 $2,231 59,900 X 01 59,900
PRENTISS PPTYS TR
SH BEN INT 740706106 $8,225 441,600 X 01 441,600
PRICE COMMUNICATIONS CORP
COM NEW 741437305 $1,384 124,374 X 01 124,374
PRICE T ROWE & ASSOCIATES
COM 741477103 $2,248 65,400 X 01 65,400
PRIDE INTL INC
COM 741932107 $2,723 330,100 X 01 330,100
PRIMACOM AG
SPONSORED 74154N108 $18 1,000 X 01 1,000
PRIME BANCSHARES INC TEXAS
COM 74157H108 $284 20,000 X 01 20,000
PRIME HOSPITALITY CORP
COM 741917108 $3,744 376,800 X 01 376,800
PRIME RETAIL INC
COM 741570105 $1,887 215,600 X 01 215,600
PRIORITY HEALTHCARE CORP
CL B 74264T102 $2,598 57,404 X 01 57,404
PRISON RLTY CORP
COM 74264N105 $3,854 221,000 X 01 221,000
PROCTER & GAMBLE CO
COM 742718109 $281,328 2,872,522 X 01 2,872,522
PRODIGY COMMUNICATIONS CORP
COM 74283P107 $817 21,300 X 01 21,300
PROGRESS SOFTWARE CORP
COM 743312100 $13,124 384,600 X 01 384,600
PROGRESSIVE CORP OHIO
COM 743315103 $2,310 16,100 X 01 16,100
PROJECT SOFTWARE & DEV INC
COM 74339P101 $3,374 137,700 X 01 137,700
PROLOGIS TR
SH BEN INT 743410102 $4,135 201,725 X 01 201,725
PROMUS HOTEL CORP NEW
COM 74342P106 $4,096 112,600 X 01 112,600
PROTECTIVE LIFE CORP
COM 743674103 $61 1,600 X 01 1,600
PROVIDENT COS INC
COM 743862104 $1,579 45,690 X 01 45,690
PROVIDENT FINL GROUP INC
COM 743866105 $27 700 X 01 700
PROVIDIAN FINL CORP
COM 74406A102 $120,929 1,099,355 X 01 1,099,355
PS BUSINESS PKS INC CALIF
COM 69360J107 $5,728 261,100 X 01 261,100
PUBLIC STORAGE INC
COM 74460D109 $13,940 557,596 X 01 557,596
PUBLIC SVC CO N C INC
COM 744516105 $43 1,500 X 01 1,500
PUBLIC SVC CO N MEX
COM 744499104 $17 1,000 X 01 1,000
PUBLIC SVC ENTERPRISE GROUP
COM 744573106 $21,946 574,684 X 01 574,684
PUGET SOUND ENERGY INC
COM 745332106 $69 3,000 X 01 3,000
PULTE CORP
COM 745867101 $31,474 1,512,287 X 01 1,512,287
QLOGIC CORP
COM 747277101 $8,223 122,500 X 01 122,500
QUAKER CHEM CORP
COM 747316107 $4 300 X 01 300
QUAKER OATS CO
COM 747402105 $5,581 89,208 X 01 89,208
QUALCOMM INC
COM 747525103 $137 1,100 X 01 1,100
QUANTUM CORP
COM 747906105 $2,750 152,800 X 01 152,800
QUEENS CNTY BANCORP INC
COM 748242104 $128 4,750 X 01 4,750
QUESTAR CORP
COM 748356102 $8,265 488,000 X 01 488,000
QUIKSILVER INC
COM 74838C106 $135 3,200 X 01 3,200
QUINTILES TRANSNATIONAL CORP
COM 748767100 $79 2,100 X 01 2,100
QWEST COMMUNICATIONS INTL INC
COM 749121109 $9,740 135,100 X 01 135,100
RALCORP HLDGS INC NEW
COM 751028101 $36 1,900 X 01 1,900
RALSTON PURINA CO
COM RAL-PUR 751277302 $3,149 117,977 X 01 117,977
RAMBUS INC DEL
COM 750917106 $3,219 50,000 X 01 50,000
RAMCO-GERSHENSON PPTYS TR
COM SH BEN 751452202 $233 14,600 X 01 14,600
RARE HOSPITALITY INTL INC
COM 753820109 $2,899 210,800 X 01 210,800
RATIONAL SOFTWARE CORP
COM NEW 75409P202 $2,652 98,900 X 01 98,900
RAYCHEM CORP DEL
COM 754603108 $525 23,252 X 01 23,252
RAYMOND JAMES FINANCIAL INC
COM 754730109 $36 1,800 X 01 1,800
RAYONIER INC
COM 754907103 $24 600 X 01 600
RAYTHEON CO
CL B 755111408 $6,459 110,167 X 01 110,167
RCM TECHNOLOGIES INC
COM NEW 749360400 $2,504 227,600 X 01 227,600
READ-RITE CORP
COM 755246105 $28 4,200 X 01 4,200
RECKSON ASSOCS RLTY CORP
COM 75621K106 $7,312 355,600 X 01 355,600
REEBOK INTL LTD
COM 758110100 $61 3,822 X 01 3,822
REGAL BELOIT CORP
COM 758750103 $16 900 X 01 900
REGENCY RLTY CORP
COM 758939102 $5,259 280,500 X 01 280,500
REGIONS FINL CORP
COM 758940100 $2,931 84,650 X 01 84,650
REGIS CORP MINN
COM 758932107 $4,848 182,100 X 01 182,100
REINSURANCE GROUP AMER INC
COM 759351109 $2,464 57,900 X 01 57,900
RELIANCE STEEL & ALUMINUM CO
COM 759509102 $40 1,400 X 01 1,400
RELIANT ENERGY INC
COM 75952J108 $3,328 127,683 X 01 127,683
RELIASTAR FINL CORP
COM 75952U103 $25,971 609,300 X 01 609,300
RENAL CARE GROUP INC
COM 759930100 $169 8,600 X 01 8,600
RENT A CTR INC NEW
COM 76009N100 $3,427 119,200 X 01 119,200
RENT WAY INC
COM 76009U104 $2,402 100,100 X 01 100,100
RENTAL SERVICE CORP
COM 76009V102 $5,915 338,000 X 01 338,000
REPUBLIC GROUP INC
COM 760473108 $12 800 X 01 800
REPUBLIC N Y CORP
COM 760719104 $3,605 78,150 X 01 78,150
REPUBLIC SECURITY FINL CORP
COM 760758102 $2,177 235,400 X 01 235,400
RESMED INC
COM 761152107 $2,836 100,400 X 01 100,400
RESOUND CORP
COM 761194109 $4 1,000 X 01 1,000
RESOURCE AMERICA INC
CL A 761195205 $630 73,000 X 01 73,000
REXALL SUNDOWN INC
COM 761648104 $31 1,600 X 01 1,600
REYNOLDS & REYNOLDS CO
CL A 761695105 $669 35,200 X 01 35,200
REYNOLDS METALS CO
COM 761763101 $834 17,260 X 01 17,260
RF MICRODEVICES INC
COM 749941100 $3,780 39,500 X 01 39,500
RFS HOTEL INVS INC
COM 74955J108 $1,574 136,100 X 01 136,100
RICHFOOD HLDGS INC
COM 763408101 $35 1,600 X 01 1,600
RIGGS NATL CORP WASH DC
COM 766570105 $29 1,700 X 01 1,700
RITE AID CORP
COM 767754104 $2,775 110,981 X 01 110,981
RJR NABISCO HOLDINGS CORP
COM NEW 74960K876 $2,330 93,200 X 01 93,200
ROBERT HALF INTL INC
COM 770323103 $49 1,500 X 01 1,500
ROBERTS PHARMACEUTICAL CORP
COM 770491108 $12,880 620,700 X 01 620,700
ROCKWELL INTL CORP NEW
COM 773903109 $5,376 126,683 X 01 126,683
ROHM & HAAS CO
COM 775371107 $20,197 601,761 X 01 601,761
ROLLINS TRUCK LEASING CORP
COM 775741101 $2,587 274,100 X 01 274,100
ROMAC INTL INC
COM 775835101 $564 66,400 X 01 66,400
ROPER INDS INC NEW
COM 776696106 $33 1,400 X 01 1,400
ROSLYN BANCORP INC
COM 778162107 $1,502 89,000 X 01 89,000
ROSS STORES INC
COM 778296103 $66 1,500 X 01 1,500
ROWAN COS INC
COM 779382100 $74 5,828 X 01 5,828
ROYAL DUTCH PETE CO
NY REG 780257804 $43,796 842,238 X 01 842,238
RPM INC OHIO
COM 749685103 $24 1,800 X 01 1,800
RTI INTL METALS INC
COM 74973W107 $3,427 365,500 X 01 365,500
RUBY TUESDAY INC
COM 781182100 $7,612 438,100 X 01 438,100
RUDDICK CORP
COM 781258108 $21 1,100 X 01 1,100
RUSS BERRIE & CO
COM 782233100 $6,680 255,700 X 01 255,700
RUSSELL CORP
COM 782352108 $51 2,523 X 01 2,523
RWD TECHNOLOGIES INC
COM 74975B101 $633 36,300 X 01 36,300
RYANS FAMILY STEAK HOUSE INC
COM 783519101 $2,542 210,700 X 01 210,700
RYDER SYS INC
COM 783549108 $611 22,114 X 01 22,114
RYLAND GROUP INC
COM 783764103 $9,669 382,000 X 01 382,000
SAFECO CORP
COM 786429100 $1,012 25,016 X 01 25,016
SAFETY-KLEEN CORP NEW
COM NEW 78648R203 $830 62,675 X 01 62,675
SAFEWAY INC
COM NEW 786514208 $216,493 4,219,100 X 01 4,219,100
SAKS INC
COM 79377W108 $62 2,400 X 01 2,400
SALTON INC
COM 795757103 $2,752 112,600 X 01 112,600
SANMINA CORP
COM 800907107 $249 3,900 X 01 3,900
SANTA FE ENERGY RES INC
COM 802012104 $31 4,200 X 01 4,200
SANTA FE INTL CORP
ORD G7805C108 $2,672 143,000 X 01 143,000
SARA LEE CORP
COM 803111103 $9,710 392,322 X 01 392,322
SAVILLE SYS PLC
SPONSORED 805174109 $2,156 176,000 X 01 176,000
SAWTEK INC
COM 805468105 $1,391 41,200 X 01 41,200
SBC COMMUNICATIONS INC
COM 78387G103 $81,150 1,722,013 X 01 1,722,013
SBS BROADCASTING SA
ORD L8137F102 $4,016 125,000 X 01 125,000
SCANA CORP
COM 805898103 $37 1,700 X 01 1,700
SCB COMPUTER TECHNOLOGY INC
COM 78388N107 $673 147,400 X 01 147,400
SCHERING PLOUGH CORP
COM 806605101 $172,293 3,114,879 X 01 3,114,879
SCHLUMBERGER LTD
COM 806857108 $12,941 215,012 X 01 215,012
SCHOLASTIC CORP
COM 807066105 $3,446 70,500 X 01 70,500
SCHWAB CHARLES CORP NEW
COM 808513105 $50,394 524,250 X 01 524,250
SCHWEITZER-MAUDUIT INTL INC
COM 808541106 $5 400 X 01 400
SCI SYS INC
COM 783890106 $30 1,000 X 01 1,000
SCIENTIFIC ATLANTA INC
COM 808655104 $608 22,306 X 01 22,306
SCOTTS CO
CL A 810186106 $56 1,500 X 01 1,500
SEACOR SMIT INC
COM 811904101 $8,841 164,300 X 01 164,300
SEAGATE TECHNOLOGY
COM 811804103 $25,136 850,268 X 01 850,268
SEAGRAM LTD
COM 811850106 $1,325 26,508 X 01 26,508
SEALED AIR CORP NEW
COM 81211K100 $3,441 69,965 X 01 69,965
SEARS ROEBUCK & CO
COM 812387108 $6,516 144,193 X 01 144,193
SECURE COMPUTING CORP
COM 813705100 $860 81,900 X 01 81,900
SEI INVESTMENTS CO
COM 784117103 $157 1,700 X 01 1,700
SEITEL INC
COM NEW 816074306 $11,298 810,600 X 01 810,600
SELECTIVE INS GROUP INC
COM 816300107 $23 1,300 X 01 1,300
SEMPRA ENERGY
COM 816851109 $45,347 2,363,382 X 01 2,363,382
SEMTECH CORP
COM 816850101 $2,999 94,100 X 01 94,100
SEPRACOR INC
COM 817315104 $67 600 X 01 600
SEROLOGICALS CORP
COM 817523103 $247 18,200 X 01 18,200
SERVICE CORP INTL
COM 817565104 $1,014 71,133 X 01 71,133
SERVICE EXPERTS INC
COM 817567100 $16 1,200 X 01 1,200
SHARED MED SYS CORP
COM 819486101 $102 1,826 X 01 1,826
SHAW INDS INC
COM 820286102 $104 5,600 X 01 5,600
SHERWIN WILLIAMS CO
COM 824348106 $1,798 63,942 X 01 63,942
SHOPKO STORES INC
COM 824911101 $60 2,000 X 01 2,000
SHOREWOOD PACKAGING CORP
COM 825229107 $4,351 221,700 X 01 221,700
SHURGARD STORAGE CTRS INC
COM 82567D104 $960 38,000 X 01 38,000
SIEBEL SYS INC
COM 826170102 $3,985 83,900 X 01 83,900
SIERRA HEALTH SVCS INC
COM 826322109 $8 600 X 01 600
SIERRA PAC RES
COM 826425100 $2,910 82,700 X 01 82,700
SIGCORP INC
COM 826912107 $6,521 238,200 X 01 238,200
SIGMA ALDRICH CORP
COM 826552101 $1,145 39,139 X 01 39,139
SILICON GRAPHICS INC
COM 827056102 $540 32,589 X 01 32,589
SIMON PPTY GROUP INC NEW
COM 828806109 $16,477 600,544 X 01 600,544
SIMPSON INDS INC
COM 829060102 $17 1,800 X 01 1,800
SIMPSON MANUFACTURING CO INC
COM 829073105 $3,985 99,000 X 01 99,000
SKYLINE CORP
COM 830830105 $17 600 X 01 600
SKYTEL COMMUNICATIONS INC
COM 83087Q104 $1,313 79,000 X 01 79,000
SKYWEST INC
COM 830879102 $4,421 153,100 X 01 153,100
SL GREEN RLTY CORP
COM 78440X101 $1,518 80,700 X 01 80,700
SLI INC
COM 78442T108 $3,066 146,000 X 01 146,000
SLM HLDG CORP
COM 78442A109 $2,733 65,450 X 01 65,450
SMITH A O
COM 831865209 $2,527 133,000 X 01 133,000
SMITH INTL INC
COM 832110100 $68 1,700 X 01 1,700
SMITHFIELD FOODS INC
COM 832248108 $64 2,800 X 01 2,800
SNAP ON INC
COM 833034101 $748 25,794 X 01 25,794
SNYDER COMMUNICATIONS INC
COM 832914105 $31 1,100 X 01 1,100
SNYDER OIL CORP
COM 833482102 $44 3,000 X 01 3,000
SODAK GAMING INC
COM 833777105 $438 49,400 X 01 49,400
SOFTWARE AG SYS INC
COM 834025108 $4,061 484,900 X 01 484,900
SOLECTRON CORP
COM 834182107 $8,443 173,850 X 01 173,850
SOLUTIA INC
COM 834376105 $1,923 110,700 X 01 110,700
SONAT INC
COM 835415100 $217 7,232 X 01 7,232
SONIC CORP
COM 835451105 $8,318 308,800 X 01 308,800
SONOCO PRODS CO
COM 835495102 $38 1,650 X 01 1,650
SOTHEBYS HLDGS INC
CL A 835898107 $62 1,900 X 01 1,900
SOUTHDOWN INC
COM 841297104 $9,642 179,600 X 01 179,600
SOUTHERN CO
COM 842587107 $6,894 295,710 X 01 295,710
SOUTHERN ENERGY HOMES INC
COM 842814105 $2 400 X 01 400
SOUTHTRUST CORP
COM 844730101 $2,284 61,200 X 01 61,200
SOUTHWEST AIRLS CO
COM 844741108 $5,831 192,761 X 01 192,761
SOUTHWEST GAS CORP
COM 844895102 $7,637 277,700 X 01 277,700
SOUTHWESTERN ENERGY CO
COM 845467109 $1,804 255,500 X 01 255,500
SOVEREIGN BANCORP INC
COM 845905108 $32 2,600 X 01 2,600
SOVRAN SELF STORAGE INC
COM 84610H108 $816 35,000 X 01 35,000
SPARTECH CORP
COM NEW 847220209 $3,803 184,400 X 01 184,400
SPECIAL METALS CORP
COM 84741Y103 $406 83,300 X 01 83,300
SPECIALTY EQUIP COS INC
COM NEW 847497203 $41 1,500 X 01 1,500
SPEEDWAY MOTORSPORTS INC
COM 847788106 $6,563 159,100 X 01 159,100
SPIEKER PPTYS INC
COM 848497103 $4,544 128,900 X 01 128,900
SPR INC
COM 784922106 $614 146,600 X 01 146,600
SPRINGS INDS INC
CL A 851783100 $38 1,418 X 01 1,418
SPRINT CORP
COM FON 852061100 $142,335 1,450,543 X 01 1,450,543
PCS COM SER 852061506 $16,600 374,608 X 01 374,608
SPS TECHNOLOGIES INC
COM 784626103 $20 500 X 01 500
SPX CORP
COM 784635104 $30 600 X 01 600
ST JUDE MED INC
COM 790849103 $367 15,076 X 01 15,076
ST PAUL BANCORP INC
COM 792848103 $32 1,500 X 01 1,500
ST PAUL COS INC
COM 792860108 $2,331 75,046 X 01 75,046
STANDARD MTR PRODS INC
COM 853666105 $2,996 144,800 X 01 144,800
STANDARD PAC CORP NEW
COM 85375C101 $28 2,200 X 01 2,200
STANDARD REGISTER CO
COM 853887107 $30 1,000 X 01 1,000
STANDEX INTL CORP
COM 854231107 $18 800 X 01 800
STANLEY WKS
COM 854616109 $500 19,527 X 01 19,527
STAPLES INC
COM 855030102 $18,763 570,725 X 01 570,725
STARBUCKS CORP
COM 855244109 $73 2,600 X 01 2,600
STARWOOD FINL TR MD
CL A SH BEN 85568W104 $31 626 X 01 626
STARWOOD HOTELS&RESORTS WRLDWD
PAIRED CTF 85590A203 $11,404 399,250 X 01 399,250
STATE STR CORP
COM 857477103 $5,876 71,495 X 01 71,495
STEEL TECHNOLOGIES INC
COM 858147101 $6 800 X 01 800
STEINWAY MUSICAL INSTRS INC
COM ORD 858495104 $2,117 95,400 X 01 95,400
STERIS CORP
COM 859152100 $64 2,400 X 01 2,400
STERLING COMM INC
COM 859205106 $52 1,700 X 01 1,700
STERLING SOFTWARE INC
COM 859547101 $62 2,600 X 01 2,600
STEWART ENTERPRISES INC
CL A 860370105 $13 800 X 01 800
STILLWATER MNG CO
COM 86074Q102 $162 6,150 X 01 6,150
STOLT COMEX SEAWAY SA
COM L8873E103 $1,668 173,300 X 01 173,300
STONE & WEBSTER INC
COM 861572105 $7 300 X 01 300
STORAGE TECHNOLOGY CORP
COM PAR 862111200 $15,454 554,400 X 01 554,400
STRIDE RITE CORP
COM 863314100 $4,458 363,900 X 01 363,900
STRYKER CORP
COM 863667101 $91 1,800 X 01 1,800
STURM RUGER & CO INC
COM 864159108 $14 1,400 X 01 1,400
SUIZA FOODS CORP
COM 865077101 $3,483 103,400 X 01 103,400
SUMMIT BANCORP
COM 866005101 $2,773 71,100 X 01 71,100
SUMMIT PPTYS INC
COM 866239106 $2,476 148,400 X 01 148,400
SUN COMMUNITIES INC
COM 866674104 $4,672 147,150 X 01 147,150
SUN MICROSYSTEMS INC
COM 866810104 $52,308 418,252 X 01 418,252
SUNDSTRAND CORP
COM 867323107 $104 1,500 X 01 1,500
SUNGARD DATA SYS INC
COM 867363103 $72 1,800 X 01 1,800
SUNOCO INC
COM 86764P109 $78,382 2,173,515 X 01 2,173,515
SUNSTONE HOTEL INVS INC
COM 867933103 $748 104,100 X 01 104,100
SUNTRUST BKS INC
COM 867914103 $8,142 130,793 X 01 130,793
SUPERIOR INDS INTL INC
COM 868168105 $26 1,100 X 01 1,100
SUPERIOR TELECOM INC
COM 868365107 $3,513 186,125 X 01 186,125
SUPERVALU INC
COM 868536103 $32,463 1,573,960 X 01 1,573,960
SUPREMA SPECIALTIES INC
COM 86859F107 $886 191,600 X 01 191,600
SUSQUEHANNA BANCSHARES INC PA
COM 869099101 $23 1,250 X 01 1,250
SWIFT ENERGY CO
COM 870738101 $579 68,600 X 01 68,600
SWIFT TRANSN CO
COM 870756103 $4,174 163,300 X 01 163,300
SWISSCOM AG
SPONSORED 871013108 $3,504 90,000 X 01 90,000
SYBRON INTL CORP
COM 87114F106 $45 1,800 X 01 1,800
SYKES ENTERPRISES INC
COM 871237103 $1,974 61,100 X 01 61,100
SYMANTEC CORP
COM 871503108 $2,696 159,200 X 01 159,200
SYMBOL TECHNOLOGIES INC
COM 871508107 $99 2,200 X 01 2,200
SYNCOR INTL CORP DEL
COM 87157J106 $14 500 X 01 500
SYNOPSYS INC
COM 871607107 $129 2,400 X 01 2,400
SYNOVUS FINL CORP
COM 87161C105 $2,042 99,925 X 01 99,925
SYSCO CORP
COM 871829107 $3,273 124,385 X 01 124,385
TANDY CORP
COM 875382103 $5,424 84,993 X 01 84,993
TANGER FACTORY OUTLET CTRS INC
COM 875465106 $1,228 64,200 X 01 64,200
PFD A CV 875465205 $1,232 60,000 X 01 60,000
TARRANT APPAREL GROUP
COM 876289109 $756 18,000 X 01 18,000
TBC CORP
COM 872180104 $12 2,000 X 01 2,000
TCA CABLE TV INC
COM 872241104 $4,089 94,000 X 01 94,000
TCF FINL CORP
COM 872275102 $34 1,300 X 01 1,300
TECH DATA CORP
COM 878237106 $21 900 X 01 900
TECHNE CORP
COM 878377100 $710 24,600 X 01 24,600
TECHNITROL INC
COM 878555101 $21 900 X 01 900
TECO ENERGY INC
COM 872375100 $42 2,100 X 01 2,100
TECUMSEH PRODS CO
CL A 878895200 $2,929 57,500 X 01 57,500
TEKTRONIX INC
COM 879131100 $81 3,190 X 01 3,190
TELEBANC FINANCIAL CORP
COM 87925R109 $6,380 80,000 X 01 80,000
TELECOMUNICACOES BRASILEIRAS S
SPONSORED 879287308 $2,258 28,000 X 01 28,000
TELEFLEX INC
COM 879369106 $27 800 X 01 800
TELEFONOS DE MEXICO S A
SP ADR REP 879403780 $858 13,100 X 01 13,100
TELEPHONE & DATA SYS INC
COM 879433100 $2,599 46,100 X 01 46,100
TELESPECTRUM WORLDWIDE INC
COM 87951U109 $1,223 142,800 X 01 142,800
TELIGENT INC
CL A 87959Y103 $4,163 100,000 X 01 100,000
TELLABS INC
COM 879664100 $180,681 1,848,397 X 01 1,848,397
TEMPLE INLAND INC
COM 879868107 $733 11,679 X 01 11,679
TENET HEALTHCARE CORP
COM 88033G100 $649 34,255 X 01 34,255
TENNECO INC NEW
COM 88037E101 $1,225 43,839 X 01 43,839
TERADYNE INC
COM 880770102 $169 3,100 X 01 3,100
TERAYON COMMUNICATION SYS
COM 880775101 $3,904 97,600 X 01 97,600
TEREX CORP NEW
COM 880779103 $3,599 149,200 X 01 149,200
TESORO PETE CORP
COM 881609101 $12,036 1,094,200 X 01 1,094,200
TETRA TECH INC NEW
COM 88162G103 $40 1,900 X 01 1,900
TEXACO INC
COM 881694103 $30,804 542,810 X 01 542,810
TEXAS INDS INC
COM 882491103 $916 36,900 X 01 36,900
TEXAS INSTRS INC
COM 882508104 $54,953 553,686 X 01 553,686
TEXAS UTILS CO
COM 882848104 $4,961 118,999 X 01 118,999
TEXTRON INC
COM 883203101 $4,834 62,474 X 01 62,474
THERMO BIOANALYSIS CORP
COM 88355H108 $2,039 112,100 X 01 112,100
THERMO ECOTEK CORP
COM 88355R106 $26 3,300 X 01 3,300
THERMO ELECTRON CORP
COM 883556102 $144 10,650 X 01 10,650
THOMAS & BETTS CORP
COM 884315102 $812 21,617 X 01 21,617
THOMAS INDS INC
COM 884425109 $1,213 64,700 X 01 64,700
THOR INDS INC
COM 885160101 $18 800 X 01 800
THQ INC
COM NEW 872443403 $5,292 259,750 X 01 259,750
TIDEWATER INC
COM 886423102 $9,607 371,300 X 01 371,300
TIFFANY & CO NEW
COM 886547108 $67 900 X 01 900
TIMBERLAND CO
CL A 887100105 $38 600 X 01 600
TIME WARNER INC
COM 887315109 $58,385 821,594 X 01 821,594
TIMES MIRROR CO NEW
COM SER A 887364107 $2,291 42,377 X 01 42,377
TIMKEN CO
COM 887389104 $367 22,611 X 01 22,611
TITANIUM METALS CORP
COM 888339108 $281 48,800 X 01 48,800
TJ INTL INC
COM 872534102 $19 800 X 01 800
TJX COS INC NEW
COM 872540109 $286,162 8,416,519 X 01 8,416,519
TMP WORLDWIDE INC
COM 872941109 $7,019 108,300 X 01 108,300
TNP ENTERPRISES INC
COM 872594106 $17 600 X 01 600
TOLL BROTHERS INC
COM 889478103 $31 1,700 X 01 1,700
TORCHMARK CORP
COM 891027104 $1,731 54,748 X 01 54,748
TORO CO
COM 891092108 $31 1,000 X 01 1,000
TOSCO CORP
COM NEW 891490302 $151 6,100 X 01 6,100
TOWER AUTOMOTIVE INC
COM 891707101 $3,503 188,100 X 01 188,100
TOWER REALTY TR INC
COM 89185E109 $1,244 65,700 X 01 65,700
TOYS R US INC
COM 892335100 $759 40,359 X 01 40,359
TRAMMELL CROW CO
COM 89288R106 $2,196 118,700 X 01 118,700
TRANS WORLD ENTMT CORP
COM 89336Q100 $3,788 344,362 X 01 344,362
TRANSAMERICA CORP
COM 893485102 $3,804 53,580 X 01 53,580
TRANSOCEAN OFFSHORE INC
COM 893817106 $8,419 292,200 X 01 292,200
TRANSWITCH CORP
COM 894065101 $1,996 44,100 X 01 44,100
TREDEGAR INDS INC
COM 894650100 $5,361 173,300 X 01 173,300
TRENDWEST RESORTS INC
COM 894917103 $27 1,900 X 01 1,900
TRENWICK GROUP INC
COM 895290104 $14 500 X 01 500
TRIAD GTY INC
COM 895925105 $1,637 120,700 X 01 120,700
TRIBUNE CO NEW
COM 896047107 $3,129 47,816 X 01 47,816
TRICO MARINE SERVICES INC
COM 896106101 $2,050 360,500 X 01 360,500
TRICON GLOBAL RESTAURANTS
COM 895953107 $84,250 1,199,283 X 01 1,199,283
TRIGON HEALTHCARE INC
COM 89618L100 $5,504 160,700 X 01 160,700
TRINET CORP RLTY TR INC
COM 896287109 $1,587 62,550 X 01 62,550
TRINITY INDS INC
COM 896522109 $65 2,200 X 01 2,200
TRIUMPH GROUP INC NEW
COM 896818101 $1,725 73,400 X 01 73,400
TRIZEC HAHN CORP
SUB VTG 896938107 $178 9,700 X 01 9,700
TRUE NORTH COMMUNICATIONS INC
COM 897844106 $48 1,700 X 01 1,700
TRUSTCO BK CORP N Y
COM 898349105 $44 1,750 X 01 1,750
TRW INC
COM 872649108 $2,068 45,460 X 01 45,460
TSI INTERNATIONAL SOFTWARE LTD
COM 872879101 $4,657 95,400 X 01 95,400
TUBOSCOPE INC
COM 898600101 $16 1,800 X 01 1,800
TUPPERWARE CORP
COM 899896104 $103 5,725 X 01 5,725
TWEETER HOME ENTMT GROUP INC
COM 901167106 $3,905 121,100 X 01 121,100
TWINLAB CORP
COM 901774109 $1,734 185,000 X 01 185,000
TYCO INTL LTD NEW
COM 902124106 $134,940 1,880,693 X 01 1,880,693
TYSON FOODS INC
CL A 902494103 $81 3,900 X 01 3,900
U S FOODSERVICE
COM 90331R101 $88 1,900 X 01 1,900
U S G CORP
COM NEW 903293405 $6,391 124,400 X 01 124,400
U S HOME CORP NEW
COM 911920106 $2,528 77,500 X 01 77,500
U S RESTAURANT PPTYS INC
COM 902971100 $2,049 106,100 X 01 106,100
U S TR CORP NEW
COM 91288L105 $104 1,400 X 01 1,400
U S WEST INC NEW
COM 91273H101 $11,671 211,952 X 01 211,952
UAL CORP
COM PAR 902549500 $3,056 39,300 X 01 39,300
UNIBANCO-UNIAO DE BANCOS BRASL
GDR REP PFD 90458E107 $864 44,900 X 01 44,900
UNICOM CORP
COM 904911104 $20,038 548,046 X 01 548,046
UNILEVER N V
NEW YORK SHS 904784501 $17,804 267,985 X 01 267,985
UNION CAMP CORP
COM 905530101 $458 6,823 X 01 6,823
UNION CARBIDE CORP
COM 905581104 $2,440 53,990 X 01 53,990
UNION PAC CORP
COM 907818108 $4,592 85,930 X 01 85,930
UNION PAC RES GROUP INC
COM 907834105 $6,597 555,502 X 01 555,502
UNION PLANTERS CORP
COM 908068109 $2,073 47,175 X 01 47,175
PFD CONV CL 908068307 $1,065 20,000 X 01 20,000
UNIONBANCAL CORP
COM 908906100 $4,353 127,800 X 01 127,800
UNIPHASE CORP
COM 909149106 $9,325 81,000 X 01 81,000
UNISOURCE ENERGY CORP
COM 909205106 $3,498 316,200 X 01 316,200
UNISYS CORP
COM 909214108 $6,266 226,299 X 01 226,299
UNITED BANKSHARES INC WEST VA
COM 909907107 $37 1,600 X 01 1,600
UNITED DOMINION REALTY TR INC
COM 910197102 $1,982 193,375 X 01 193,375
UNITED HEALTHCARE CORP
COM 910581107 $11,211 213,027 X 01 213,027
UNITED ILLUM CO
COM 910637107 $42 1,000 X 01 1,000
UNITED PAYORS&UTD PROVIDERS
COM 911319101 $632 27,400 X 01 27,400
UNITED STATIONERS INC
COM 913004107 $665 43,600 X 01 43,600
UNITED TECHNOLOGIES CORP
COM 913017109 $158,232 1,168,301 X 01 1,168,301
UNITED WTR RES INC
COM 913190104 $35 1,700 X 01 1,700
UNITRODE CORP
COM 913283107 $8 600 X 01 600
UNIVERSAL CORP VA
COM 913456109 $33 1,300 X 01 1,300
UNIVERSAL FOODS CORP
COM 913538104 $21 1,000 X 01 1,000
UNIVERSAL FST PRODS INC
COM 913543104 $27 1,300 X 01 1,300
UNIVERSAL HEALTH RLTY INCM TR
SH BEN INT 91359E105 $716 36,700 X 01 36,700
UNIVERSAL HLTH SVCS INC
CL B 913903100 $48 1,100 X 01 1,100
UNOCAL CORP
COM 915289102 $594 16,113 X 01 16,113
UNUM CORP
COM 903192102 $2,813 59,148 X 01 59,148
URBAN SHOPPING CTRS INC
COM 917060105 $3,537 123,300 X 01 123,300
US AIRWAYS GROUP INC
COM 911905107 $1,730 35,449 X 01 35,449
US BANCORP DEL
COM 902973106 $10,267 301,416 X 01 301,416
USA NETWORKS INC
COM 902984103 $3,581 100,000 X 01 100,000
USFREIGHTWAYS CORP
COM 916906100 $1,608 48,900 X 01 48,900
UST CORP
COM 902900109 $26 1,200 X 01 1,200
UST INC
COM 902911106 $1,243 47,587 X 01 47,587
USX MARATHON GROUP
COM NEW 902905827 $17,074 620,889 X 01 620,889
USX-U S STL
COM 90337T101 $593 25,223 X 01 25,223
UTILICORP UTD INC
COM 918005109 $68 3,000 X 01 3,000
V F CORP
COM 918204108 $2,395 50,744 X 01 50,744
VALASSIS COMMUNICATIONS INC
COM 918866104 $9,439 182,400 X 01 182,400
VALERO ENERGY CORP NEW
COM 91913Y100 $12 500 X 01 500
VALMONT INDS INC
COM 920253101 $19 1,400 X 01 1,400
VANGUARD CELLULAR SYS INC
CL A 922022108 $30 1,100 X 01 1,100
VARCO INTL INC
COM 922126107 $2,280 204,900 X 01 204,900
VARLEN CORP
COM 922248109 $7,870 357,737 X 01 357,737
VERITAS DGC INC
COM 92343P107 $175 12,300 X 01 12,300
VERITY INC
COM 92343C106 $3,598 107,400 X 01 107,400
VERMONT FINL SVCS CORP
COM 924180102 $1,413 50,000 X 01 50,000
VETERINARY CTRS AMER INC
COM 925514101 $2,581 182,700 X 01 182,700
VIACOM INC
CL B 925524308 $158,841 1,892,372 X 01 1,892,372
VIAD CORP
COM 92552R109 $64 2,300 X 01 2,300
VIGNETTE CORP
COM 926734104 $75 1,000 X 01 1,000
VIRCO MFG CO
COM 927651109 $1,258 90,690 X 01 90,690
VISX INC DEL
COM 92844S105 $34,990 325,300 X 01 325,300
VITAL SIGNS INC
COM 928469105 $5 300 X 01 300
VITESSE SEMICONDUCTOR CORP
COM 928497106 $12,353 244,000 X 01 244,000
VORNADO OPERATING CO
COM 92904N103 $33 5,445 X 01 5,445
VORNADO RLTY TR
SH BEN INT 929042109 $14,566 422,200 X 01 422,200
VULCAN MATLS CO
COM 929160109 $87 2,100 X 01 2,100
WACHOVIA CORP
COM 929771103 $6,951 85,620 X 01 85,620
WACKENHUT CORP
COM SER A 929794105 $2,483 111,600 X 01 111,600
WADDELL & REED FINL INC
CL A 930059100 $1 33 X 01 33
CL B 930059209 $3 145 X 01 145
WAL MART STORES INC
COM 931142103 $249,471 2,706,127 X 01 2,706,127
WALDEN RESIDENTIAL PPTYS INC
COM 931210108 $1,387 78,700 X 01 78,700
WALGREEN CO
COM 931422109 $13,733 486,110 X 01 486,110
WALL DATA INC
COM 932045107 $2,395 166,600 X 01 166,600
WALLACE COMPUTER SERVICES INC
COM 932270101 $20 1,000 X 01 1,000
WARNACO GROUP INC
CL A 934390105 $1,237 50,100 X 01 50,100
WARNER LAMBERT CO
COM 934488107 $47,513 717,842 X 01 717,842
WASHINGTON GAS LT CO
COM 938837101 $34 1,500 X 01 1,500
WASHINGTON MUT INC
COM 939322103 $10,408 254,625 X 01 254,625
WASHINGTON POST CO
CL B 939640108 $104 200 X 01 200
WASTE MGMT INC DEL
COM 94106L109 $26,248 591,509 X 01 591,509
WATERS CORP
COM 941848103 $17,577 167,300 X 01 167,300
WATSCO INC
COM 942622200 $1,925 131,650 X 01 131,650
WATSON PHARMACEUTICALS INC
COM 942683103 $57,894 1,312,050 X 01 1,312,050
WATTS INDS INC
CL A 942749102 $3 200 X 01 200
WD-40 CO
COM 929236107 $17 600 X 01 600
WEATHERFORD INTL INC
COM 947074100 $50 1,900 X 01 1,900
WEBB DEL CORP
COM 947423109 $3,411 157,300 X 01 157,300
WEBSTER FINL CORP CONN
COM 947890109 $2,313 80,100 X 01 80,100
WEEKS CORP
COM 94856P102 $3,767 131,900 X 01 131,900
WELLS FARGO & CO NEW
COM 949746101 $24,282 692,540 X 01 692,540
WENDYS INTL INC
COM 950590109 $1,099 38,636 X 01 38,636
WERNER ENTERPRISES INC
COM 950755108 $66 4,175 X 01 4,175
WESTINGHOUSE AIR BRAKE CO NEW
COM 960386100 $2,651 127,000 X 01 127,000
WESTPOINT STEVENS INC
COM 961238102 $58 2,100 X 01 2,100
WESTVACO CORP
COM 961548104 $674 32,103 X 01 32,103
WESTWOOD ONE INC
COM 961815107 $37 1,300 X 01 1,300
WET SEAL INC
CL A 961840105 $66 1,800 X 01 1,800
WEYERHAEUSER CO
COM 962166104 $5,369 96,732 X 01 96,732
WHIRLPOOL CORP
COM 963320106 $1,559 28,663 X 01 28,663
WHITMAN CORP
COM 96647K102 $29 1,700 X 01 1,700
WHITNEY HLDG CORP
COM 966612103 $30 800 X 01 800
WHITTMAN-HART INC
COM 966834103 $39 1,800 X 01 1,800
WHOLE FOODS MKT INC
COM 966837106 $34 1,000 X 01 1,000
WICOR INC
COM 929253102 $41 2,000 X 01 2,000
WILEY JOHN & SONS INC
CL A 968223206 $147 3,500 X 01 3,500
WILLAMETTE INDS INC
COM 969133107 $2,906 76,975 X 01 76,975
WILLIAMS COS INC DEL
COM 969457100 $4,466 113,074 X 01 113,074
WILLIAMS SONOMA INC
COM 969904101 $59 2,100 X 01 2,100
WILMINGTON TRUST CORP
COM 971807102 $34 600 X 01 600
WINN DIXIE STORES INC
COM 974280109 $1,733 46,375 X 01 46,375
WINNEBAGO INDS INC
COM 974637100 $25 1,800 X 01 1,800
WINSLOEW FURNITURE INC
COM 975377102 $1,136 38,100 X 01 38,100
WISCONSIN ENERGY CORP
COM 976657106 $55 2,100 X 01 2,100
WLR FOODS INC
COM 929286102 $32 4,300 X 01 4,300
WORLD COLOR PRESS INC DEL
COM 981443104 $2,446 115,100 X 01 115,100
WORTHINGTON INDS INC
COM 981811102 $125 10,668 X 01 10,668
WRIGLEY WM JR CO
COM 982526105 $3,782 41,824 X 01 41,824
WYNNS INTL INC
COM 983195108 $819 46,975 X 01 46,975
XEROX CORP
COM 984121103 $32,368 606,430 X 01 606,430
XILINX INC
COM 983919101 $9,086 224,000 X 01 224,000
XIRCOM INC
COM 983922105 $3,399 135,300 X 01 135,300
XL CAP LTD
CL A G98255105 $15,886 261,500 X 01 261,500
XOMED SURGICAL PRODS INC
COM 98412V107 $4,365 111,200 X 01 111,200
XYLAN CORP
COM 984151100 $1,866 50,700 X 01 50,700
YAHOO INC
COM 984332106 $7,206 42,800 X 01 42,800
YELLOW CORP
COM 985509108 $16 900 X 01 900
YORK INTL CORP NEW
COM 986670107 $57 1,600 X 01 1,600
YOUNG & RUBICAM INC
COM 987425105 $8,419 206,600 X 01 206,600
YOUNG BROADCASTING INC
CL A 987434107 $8,865 194,300 X 01 194,300
ZALE CORP NEW
COM 988858106 $14,530 425,000 X 01 425,000
ZEBRA TECHNOLOGIES CORP
CL A 989207105 $21 900 X 01 900
ZENITH NATL INS CORP
COM 989390109 $10 400 X 01 400
ZIONS BANCORPORATION
COM 989701107 $100 1,500 X 01 1,500
Report total for Market $20,013,478
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