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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: JUNE 30, 1999
Check here if Amendment[ ]; Amendment Number:
This Amendment (Check only one): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Aeltus Investment Management, Inc.
Address: 10 State House Square
Hartford, CT 06103-3602
13F File Number: 28-1217
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing this report is authorized
to submit it, that all information contained herein is true, correct and com-
plete, and that it is understood that all required items, statements, schedules,
lists, and tables, are considered integral parts of this form.
Person Signing this Report:
Name: Michael J. Sheridan
Title: Vice President, Securities Operations & Assistant Treasurer
Phone: 860-275-3896
Signature, Place, and Date of Signing
Michael J. Sheridan Hartford, CT August 10, 1999
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
<PAGE>
FORN 13F SUMMARY REPORT
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 1,662
Form 13F Information Table Value Total: $21,312,347
List of Other included Managers:
No. 13F File Number Name
<PAGE>
<TABLE> <C> <C> <C> <C> <C> <C> <C>
AELTUS INVESTMENT MANAGEMENT, INC.
Page 1
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 $3,955 148,200 X 1 148,200
4FRONT TECHNOLOGIES INC
COM 351042106 $511 51,700 X 1 51,700
99 CENTS ONLY STORES
COM 65440K106 $2,973 59,525 X 1 59,525
A D C TELECOMMUNICATIONS
COM 000886101 $2,679 58,800 X 1 58,800
AAR CORP
COM 000361105 $14 600 X 1 600
AAVID THERMAL TECHNOLOGIES INC
COM 002539104 $767 33,900 X 1 33,900
ABBOTT LABS
COM 002824100 $171,481 3,768,812 X 1 3,768,812
ABERCROMBIE & FITCH CO
CL A 002896207 $22,488 468,500 X 1 468,500
ABM INDS INC
COM 000957100 $28 900 X 1 900
ABOUT COM INC
COM 003736105 $493 9,500 X 1 9,500
ABOVENET COMMUNICATIONS INC
COM 003743101 $1,211 30,000 X 1 30,000
ACNIELSEN CORP
COM 004833109 $67 2,200 X 1 2,200
ACTION PERFORMANCE COS INC
COM 004933107 $1,881 57,000 X 1 57,000
ACTIVISION INC NEW
COM NEW 004930202 $3,147 216,100 X 1 216,100
ACXIOM CORP
COM 005125109 $102 4,100 X 1 4,100
ADOBE SYS INC
COM 00724F101 $13,613 165,700 X 1 165,700
ADVANCE PARADIGM INC
COM 007491103 $964 15,800 X 1 15,800
ADVANCED DIGITAL INFORMATION
COM 007525108 $6,010 148,400 X 1 148,400
ADVANCED MICRO DEVICES INC
COM 007903107 $157 8,698 X 1 8,698
ADVANCED RADIO TELECOM CORP
COM 00754U101 $1,024 71,200 X 1 71,200
ADVANTAGE LEARNING SYSTEMS
COM 00757K100 $1,024 46,300 X 1 46,300
ADVO INC
COM 007585102 $2,208 106,400 X 1 106,400
AERIAL COMMUNICATIONS INC
COM 007655103 $3,105 230,000 X 1 230,000
AES CORP
COM 00130H105 $4,186 72,025 X 1 72,025
AETNA INC
COM 008117103 $693 7,750 X 1 7,750
AFC CABLE SYS INC
COM 000950105 $2,719 77,000 X 1 77,000
AFFILIATED COMPUTER SERVICES
CL A 008190100 $61 1,200 X 1 1,200
AFLAC INC
COM 001055102 $19,964 417,000 X 1 417,000
AGL RES INC
COM 001204106 $715 38,800 X 1 38,800
AIR EXPRESS INTL CORP
COM 009104100 $36 1,400 X 1 1,400
AIR PRODS & CHEMS INC
COM 009158106 $4,009 99,607 X 1 99,607
AIRBORNE FGHT CORP
COM 009266107 $2,193 79,200 X 1 79,200
AK STL HLDG CORP
COM 001547108 $1,629 72,400 X 1 72,400
ALASKA AIR GROUP INC
COM 011659109 $5,724 137,100 X 1 137,100
ALBANY INTL CORP
CL A 012348108 $29 1,400 X 1 1,400
ALBEMARLE CORP
COM 012653101 $2,692 116,400 X 1 116,400
ALBERTO CULVER CO
CL B CONV 013068101 $226 8,472 X 1 8,472
ALBERTSONS INC
COM 013104104 $10,234 198,472 X 1 198,472
ALCAN ALUMINIUM LTD NEW
COM 013716105 $3,217 100,721 X 1 100,721
ALCIDE CORP
COM NEW 013742507 $1,917 106,500 X 1 106,500
ALCOA INC
COM 013817101 $12,434 200,956 X 1 200,956
ALEXANDRIA REAL ESTATE EQ INC
COM 015271109 $2,616 83,700 X 1 83,700
ALFA CORP
COM 015385107 $926 46,300 X 1 46,300
ALIANT COMMUNICATIONS INC
COM 016090102 $46 1,000 X 1 1,000
ALLEGHENY ENERGY INC
COM 017361106 $2,565 80,000 X 1 80,000
ALLEGHENY TELEDYNE INC
COM 017415100 $1,611 71,202 X 1 71,202
ALLEGIANCE TELECOM INC
COM 01747T102 $5,114 93,200 X 1 93,200
ALLERGAN INC
COM 018490102 $34,249 308,554 X 1 308,554
ALLIANCE BANCORP
COM 01852J105 $142 6,100 X 1 6,100
ALLIANT CORP
COM 018802108 $102 3,600 X 1 3,600
ALLIANT TECHSYSTEMS INC
COM 018804104 $5,579 64,500 X 1 64,500
ALLIEDSIGNAL INC
COM 019512102 $71,752 1,138,916 X 1 1,138,916
ALLMERICA FINL CORP
COM 019754100 $73 1,200 X 1 1,200
ALLSTATE CORP
COM 020002101 $59,567 1,660,400 X 1 1,660,400
ALLTEL CORP
COM 020039103 $23,604 330,120 X 1 330,120
ALPHA INDS INC
COM 020753109 $1,881 39,500 X 1 39,500
ALPHARMA INC
CL A 020813101 $13,408 377,017 X 1 377,017
ALTERA CORP
COM 021441100 $10,230 277,900 X 1 277,900
ALZA CORP DEL
COM 022615108 $302 5,934 X 1 5,934
AMB PROPERTY CORP
COM 00163T109 $1,469 62,500 X 1 62,500
AMBAC FINL GROUP INC
COM 023139108 $16,800 294,100 X 1 294,100
AMCAST INDL CORP
COM 023395106 $10 600 X 1 600
AMCOL INTL CORP
COM 02341W103 $20 1,400 X 1 1,400
AMERADA HESS CORP
COM 023551104 $1,657 27,843 X 1 27,843
AMEREN CORP
COM 023608102 $2,047 53,336 X 1 53,336
AMERICA ONLINE INC DEL
COM 02364J104 $144,766 1,310,100 X 1 1,310,100
AMERICA WEST HLDG CORP
CL B 023657208 $9,694 513,600 X 1 513,600
AMERICAN ANNUITY GROUP INC
COM 023840101 $3,393 139,900 X 1 139,900
AMERICAN BANKERS INS GROUP INC
COM 024456105 $120 2,200 X 1 2,200
AMERICAN CAPITAL STRATEGIES
COM 024937104 $1,980 108,500 X 1 108,500
AMERICAN EAGLE OUTFITTERS NEW
COM 02553E106 $25,323 556,550 X 1 556,550
AMERICAN ELEC PWR INC
COM 025537101 $2,625 69,876 X 1 69,876
AMERICAN EXPRESS CO
COM 025816109 $36,115 277,538 X 1 277,538
AMERICAN FINL GROUP INC OHIO
COM 025932104 $89 2,600 X 1 2,600
AMERICAN FREIGHTWAYS CORP
COM 02629V108 $383 19,600 X 1 19,600
AMERICAN GENERAL CORP
COM 026351106 $37,135 492,676 X 1 492,676
AMERICAN GREETINGS CORP
CL A 026375105 $119 3,942 X 1 3,942
AMERICAN HEALTH PPTYS INC
COM 026494104 $2,330 115,800 X 1 115,800
AMERICAN HERITAGE LIFE INVT
COM 026522102 $1,646 67,200 X 1 67,200
AMERICAN HOME PRODS CORP
COM 026609107 $15,262 265,422 X 1 265,422
AMERICAN INTL GROUP INC
COM 026874107 $150,586 1,286,365 X 1 1,286,365
AMERICAN MGMT SYS INC
COM 027352103 $3,546 110,600 X 1 110,600
AMERICAN STD COS INC DEL
COM 029712106 $154 3,200 X 1 3,200
AMERICAN STS WTR CO
COM 029899101 $17 600 X 1 600
AMERICAN WTR WKS INC
COM 030411102 $55 1,800 X 1 1,800
AMERICREDIT CORP
COM 03060R101 $53 3,300 X 1 3,300
AMERIPATH INC
COM 03071D109 $209 24,200 X 1 24,200
AMERITECH CORP NEW
COM 030954101 $103,289 1,405,296 X 1 1,405,296
AMES DEPT STORES INC
COM NEW 030789507 $100 2,200 X 1 2,200
AMETEK INC NEW
COM 031100100 $16 700 X 1 700
AMGEN INC
COM 031162100 $228,965 3,761,236 X 1 3,761,236
AMR CORP
COM 001765106 $4,158 60,929 X 1 60,929
AMSOUTH BANCORPORATION
COM 032165102 $1,949 84,062 X 1 84,062
ANADARKO PETE CORP
COM 032511107 $1,130 30,690 X 1 30,690
ANADIGICS INC
COM 032515108 $1,106 29,900 X 1 29,900
ANALOG DEVICES INC
COM 032654105 $5,425 108,100 X 1 108,100
ANALOGIC CORP
COM PAR 032657207 $9 300 X 1 300
ANCHOR BANCORP WIS INC
COM 032839102 $135 7,600 X 1 7,600
ANDREW CORP
COM 034425108 $126 6,641 X 1 6,641
ANDRX CORP
COM 034551101 $594 7,700 X 1 7,700
ANGELICA CORP
COM 034663104 $4 200 X 1 200
ANHEUSER BUSCH COS INC
COM 035229103 $77,468 1,092,062 X 1 1,092,062
ANIXTER INTL INC
COM 035290105 $35 1,900 X 1 1,900
ANNTAYLOR STORES CORP
COM 036115103 $5,207 115,700 X 1 115,700
AON CORP
COM 037389103 $4,891 118,574 X 1 118,574
APACHE CORP
COM 037411105 $1,050 26,930 X 1 26,930
APARTMENT INVT & MGMT CO
CL A 03748R101 $20,960 490,300 X 1 490,300
APPLE COMPUTER INC
COM 037833100 $197,086 4,255,576 X 1 4,255,576
APPLEBEES INTL INC
COM 037899101 $6,697 222,300 X 1 222,300
APPLIED MATLS INC
COM 038222105 $148,986 2,016,732 X 1 2,016,732
APPLIED PWR INC
CL A 038225108 $19 700 X 1 700
APRIA HEALTHCARE GROUP INC
COM 037933108 $36 2,100 X 1 2,100
APTARGROUP INC
COM 038336103 $42 1,400 X 1 1,400
AQUARION CO
COM 03838W101 $26 750 X 1 750
ARCHER DANIELS MIDLAND CO
COM 039483102 $1,166 75,550 X 1 75,550
ARCHSTONE CMNTYS TR
SH BEN INT 039581103 $7,386 336,700 X 1 336,700
PFD SER A CV 039581202 $577 19,400 X 1 19,400
ARCTIC CAT INC
COM 039670104 $9 1,000 X 1 1,000
ARDEN RLTY GROUP INC
COM 039793104 $3,186 129,400 X 1 129,400
ARGOSY GAMING CO
COM 040228108 $75 8,500 X 1 8,500
ARM FINL GROUP INC
CL A 001944107 $800 94,100 X 1 94,100
ARMSTRONG WORLD INDS INC
COM 042476101 $990 17,126 X 1 17,126
ARNOLD INDS INC
COM 042595108 $3 200 X 1 200
ARROW ELECTRS INC
COM 042735100 $42 2,200 X 1 2,200
ARVIN INDS INC
COM 043339100 $2,689 71,000 X 1 71,000
ASARCO INC
COM 043413103 $45 2,398 X 1 2,398
ASCENT ENTMT GROUP INC
COM 043628106 $5,699 403,500 X 1 403,500
ASHLAND INC
COM 044204105 $39,748 990,607 X 1 990,607
ASSOCIATED BANC CORP
COM 045487105 $37 900 X 1 900
ASSOCIATED GROUP INC
CL A 045651106 $6,682 102,600 X 1 102,600
ASSOCIATES FIRST CAP CORP
CL A 046008108 $14,201 320,472 X 1 320,472
ASTEC INDS INC
COM 046224101 $5,281 129,600 X 1 129,600
ASTORIA FINL CORP
COM 046265104 $5,822 132,500 X 1 132,500
AT HOME CORP
COM SER A 045919107 $0 1 X 1 1
AT&T CORP
COM 001957109 $105,890 1,897,239 X 1 1,897,239
ATLANTIC BK & TR MASS
COM 04822G102 $2,776 156,400 X 1 156,400
ATLANTIC RICHFIELD CO
COM 048825103 $89,501 1,071,068 X 1 1,071,068
ATLAS AIR INC
COM 049164106 $3,514 108,950 X 1 108,950
ATMEL CORP
COM 049513104 $55 2,100 X 1 2,100
ATMOS ENERGY CORP
COM 049560105 $40 1,600 X 1 1,600
ATWOOD OCEANICS INC
COM 050095108 $597 19,100 X 1 19,100
AUDIO BOOK CLUB INC
COM 05068R108 $2,685 206,500 X 1 206,500
AURORA FOODS INC
COM 05164B106 $1,503 85,900 X 1 85,900
AUTHENTIC FITNESS CORP
COM 052661105 $2,161 123,500 X 1 123,500
AUTODESK INC
COM 052769106 $153 5,159 X 1 5,159
AUTOMATIC DATA PROCESSING INC
COM 053015103 $12,042 273,692 X 1 273,692
AUTOZONE INC
COM 053332102 $1,440 47,790 X 1 47,790
AVALONBAY CMNTYS INC
COM 053484101 $8,026 216,912 X 1 216,912
AVANT CORP
COM 053487104 $74 5,900 X 1 5,900
AVERY DENNISON CORP
COM 053611109 $3,072 50,874 X 1 50,874
AVIALL INC NEW
COM 05366B102 $1,037 55,100 X 1 55,100
AVIATION SALES CO
COM 053672101 $952 24,100 X 1 24,100
AVIS RENT A CAR INC
COM 053790101 $5,930 203,600 X 1 203,600
AVNET INC
COM 053807103 $42 900 X 1 900
AVON PRODS INC
COM 054303102 $6,629 119,449 X 1 119,449
AVONDALE INDS INC
COM 054350103 $3,276 84,000 X 1 84,000
AVT CORP
COM 002420107 $5,352 141,300 X 1 141,300
AWARE INC MASS
COM 05453N100 $793 17,200 X 1 17,200
BACKWEB TECHNOLOGIES LTD
ORD M15633106 $1,369 50,000 X 1 50,000
BAKER HUGHES INC
COM 057224107 $33,733 1,006,970 X 1 1,006,970
BALDOR ELEC CO
COM 057741100 $22 1,100 X 1 1,100
BALL CORP
COM 058498106 $17,611 416,828 X 1 416,828
BALLARD MED PRODS
COM 058566100 $70 3,000 X 1 3,000
BANCWEST CORP NEW
COM 059790105 $1,982 53,400 X 1 53,400
BANDAG INC
COM 059815100 $38 1,100 X 1 1,100
BANK NEW YORK INC
COM 064057102 $12,583 342,967 X 1 342,967
BANK OF AMERICA CORPORATION
COM 060505104 $91,370 1,246,302 X 1 1,246,302
BANK ONE CORP
COM 06423A103 $44,682 750,173 X 1 750,173
BANK UTD CORP
CL A 065412108 $2,009 50,000 X 1 50,000
BANKBOSTON CORP
COM 06605R106 $6,321 123,634 X 1 123,634
BANKNORTH GROUP INC DEL
COM 06646L100 $36 1,100 X 1 1,100
BARCLAYS BK PLC
SPN ADR UNIT 06738C505 $21,040 800,000 X 1 800,000
BARD C R INC
COM 067383109 $782 16,352 X 1 16,352
BARNES & NOBLE INC
COM 067774109 $22 800 X 1 800
BARNES GROUP INC
COM 067806109 $33 1,500 X 1 1,500
BARR LABS INC
COM 068306109 $76 1,900 X 1 1,900
BARRETT RES CORP
COM PAR 068480201 $2,606 67,900 X 1 67,900
BARRICK GOLD CORP
COM 067901108 $3,015 155,628 X 1 155,628
BASSETT FURNITURE INDS INC
COM 070203104 $5 200 X 1 200
BATTLE MTN GOLD CO
COM 071593107 $33 13,711 X 1 13,711
BAUSCH & LOMB INC
COM 071707103 $7,748 101,280 X 1 101,280
BAXTER INTL INC
COM 071813109 $7,964 131,363 X 1 131,363
BB&T CORP
COM 054937107 $4,972 135,525 X 1 135,525
BEAR STEARNS COS INC
COM 073902108 $2,623 56,104 X 1 56,104
BECKMAN COULTER INC
COM 075811109 $34 700 X 1 700
BECTON DICKINSON & CO
COM 075887109 $3,028 100,945 X 1 100,945
BED BATH & BEYOND INC
COM 075896100 $100 2,600 X 1 2,600
BEDFORD PPTY INVS INC
COM PAR 076446301 $2,227 124,600 X 1 124,600
BELCO OIL & GAS CORP
COM 077410108 $162 23,300 X 1 23,300
BELDEN INC
COM 077459105 $36 1,500 X 1 1,500
BELL & HOWELL CO NEW
COM 077852101 $4,719 124,800 X 1 124,800
BELL ATLANTIC CORP
COM 077853109 $196,879 3,011,528 X 1 3,011,528
BELLSOUTH CORP
COM 079860102 $200,193 4,270,788 X 1 4,270,788
BELO A H CORP DEL
COM SER A 080555105 $51 2,600 X 1 2,600
BEMIS INC
COM 081437105 $875 22,022 X 1 22,022
BENCHMARK ELECTRS INC
COM 08160H101 $32 900 X 1 900
BERGEN BRUNSWIG CORP
CL A 083739102 $31 1,800 X 1 1,800
BERINGER WINE ESTATES HOLDINGS
CL B 084102102 $2,912 69,700 X 1 69,700
BERKSHIRE HATHAWAY INC DEL
CL B 084670207 $1 0 X 1 0
BEST BUY INC
COM 086516101 $6,733 99,750 X 1 99,750
BESTFOODS
COM 08658U101 $6,186 124,964 X 1 124,964
BETHLEHEM STL CORP
COM 087509105 $4,781 621,875 X 1 621,875
BIG FLOWER HLDGS INC
COM 089159107 $491 15,400 X 1 15,400
BINDLEY WESTN INDS INC
COM 090324104 $2,635 114,260 X 1 114,260
BIO RAD LABS INC
CL A 090572207 $3,929 150,400 X 1 150,400
BIOGEN INC
COM 090597105 $102,508 1,593,900 X 1 1,593,900
BIOMATRIX INC
COM 09060P102 $32 1,500 X 1 1,500
BIOMET INC
COM 090613100 $1,740 43,773 X 1 43,773
BISYS GROUP INC
COM 055472104 $959 16,400 X 1 16,400
BJ SVCS CO
COM 055482103 $10,365 352,100 X 1 352,100
BJS WHOLESALE CLUB INC
COM 05548J106 $102 3,400 X 1 3,400
BLACK & DECKER CORP
COM 091797100 $173,641 2,750,753 X 1 2,750,753
BLACK BOX CORP DEL
COM 091826107 $170 3,400 X 1 3,400
BLACK HILLS CORP
COM 092113109 $4,948 213,950 X 1 213,950
BLANCH E W HLDGS INC
COM 093210102 $4,453 65,300 X 1 65,300
BLOCK H & R INC
COM 093671105 $5,392 107,834 X 1 107,834
BLOUNT INTL INC
CL A 095177101 $35 1,300 X 1 1,300
BMC SOFTWARE INC
COM 055921100 $81,613 1,511,350 X 1 1,511,350
BOB EVANS FARMS INC
COM 096761101 $1,801 90,600 X 1 90,600
BOEING CO
COM 097023105 $62,558 1,415,729 X 1 1,415,729
BOISE CASCADE CORP
COM 097383103 $22,254 519,055 X 1 519,055
BOK FINL CORP
COM NEW 05561Q201 $737 29,200 X 1 29,200
BORG-WARNER AUTOMOTIVE INC
COM 099724106 $44 800 X 1 800
BOSTON PROPERTIES INC
COM 101121101 $6,436 179,400 X 1 179,400
BOSTON SCIENTIFIC CORP
COM 101137107 $39,415 897,080 X 1 897,080
BOWNE & CO INC
COM 103043105 $28 2,100 X 1 2,100
BOYKIN LODGING CO
COM 103430104 $1,408 91,600 X 1 91,600
BP AMOCO P L C
SPONSORED 055622104 $323 2,977 X 1 2,977
BRADLEY REAL ESTATE INC
COM 104580105 $649 31,300 X 1 31,300
BRADY CORP
CL A 104674106 $81 2,500 X 1 2,500
BRANDYWINE RLTY TR
SH BEN INT 105368203 $9,484 478,700 X 1 478,700
BRIDGFORD FOODS CORP
COM 108763103 $24 2,200 X 1 2,200
BRIGGS & STRATTON CORP
COM 109043109 $4,794 83,015 X 1 83,015
BRINKER INTL INC
COM 109641100 $3,350 123,200 X 1 123,200
BRISTOL MYERS SQUIBB CO
COM 110122108 $407,864 5,790,434 X 1 5,790,434
BROADVISION INC
COM 111412102 $1,055 14,300 X 1 14,300
BROOKS AUTOMATION INC
COM 11434A100 $769 28,400 X 1 28,400
BROOKTROUT INC
COM 114580103 $2,254 140,300 X 1 140,300
BROWN FORMAN CORP
CL B 115637209 $1,481 22,713 X 1 22,713
BROWN SHOE INC NEW
COM 115736100 $39 1,800 X 1 1,800
BROWNING FERRIS INDS
COM 115885105 $3,272 76,086 X 1 76,086
BRUNSWICK CORP
COM 117043109 $6,461 231,782 X 1 231,782
BUCKEYE TECHNOLOGIES INC
COM 118255108 $20 1,300 X 1 1,300
BUCKLE INC
COM 118440106 $3,766 131,000 X 1 131,000
BUFFETS INC
COM 119882108 $828 72,000 X 1 72,000
BUILDING MATLS HLDG CORP
COM 120113105 $459 39,900 X 1 39,900
BURLINGTON NORTHN SANTA FE CP
COM 12189T104 $5,001 161,334 X 1 161,334
BURLINGTON RES INC
COM 122014103 $2,488 57,529 X 1 57,529
BURR BROWN CORP
COM 122574106 $11,141 304,200 X 1 304,200
BUTLER MFG CO DEL
COM 123655102 $3 100 X 1 100
C D I CORP
COM 125071100 $422 12,400 X 1 12,400
C&D TECHNOLOGIES INC
COM 124661109 $5,862 191,400 X 1 191,400
C-CUBE MICROSYSTEMS INC
COM 125015107 $871 27,500 X 1 27,500
CABLE DESIGN TECHNOLOGIES CORP
COM 126924109 $8 550 X 1 550
CABLETRON SYS INC
COM 126920107 $134 10,320 X 1 10,320
CABOT CORP
COM 127055101 $31 1,300 X 1 1,300
CABOT INDUSTRIAL TRUST
COM 127072106 $2,697 126,900 X 1 126,900
CABOT OIL & GAS CORP
CL A 127097103 $1,181 63,400 X 1 63,400
CAL DIVE INTL INC
COM 127914109 $3,346 112,000 X 1 112,000
CALLAWAY GOLF CO
COM 131193104 $45 3,100 X 1 3,100
CALPINE CORP
COM 131347106 $5,897 109,200 X 1 109,200
CAMBREX CORP
COM 132011107 $32 1,200 X 1 1,200
CAMDEN PPTY TR
SH BEN INT 133131102 $14,554 524,478 X 1 524,478
CAMPBELL SOUP CO
COM 134429109 $2,363 50,960 X 1 50,960
CANADIAN NATL RY CO
COM 136375102 $6,566 98,000 X 1 98,000
CANANDAIGUA BRANDS INC
CL A 137219200 $6,214 118,500 X 1 118,500
CAPITAL AUTOMOTIVE REIT
COM SH BEN 139733109 $836 63,100 X 1 63,100
CAPITAL ONE FINL CORP
COM 14040H105 $47,816 858,650 X 1 858,650
CAPITAL RE CORP
COM 140432105 $13 800 X 1 800
CAPITAL SR LIVING CORP
COM 140475104 $546 54,600 X 1 54,600
CAPROCK COMMUNICATIONS CORP
COM 140667106 $1,584 39,100 X 1 39,100
CAPSTAR BROADCASTING CORP
CL A 14067G105 $5,858 214,000 X 1 214,000
CAPTEC NET LEASE REALTY INC
COM 140724105 $2,497 184,100 X 1 184,100
CARAUSTAR INDS INC
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COOPER TIRE & RUBR CO
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DEERE & CO
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COM 32054K103 $4,796 174,800 X 1 174,800
FIRST MIDWEST BANCORP DEL
COM 320867104 $40 1,000 X 1 1,000
FIRST REP BK SAN FRANCISCO
COM 336158100 $2,138 73,900 X 1 73,900
FIRST SEC CORP DEL
COM 336294103 $94 3,450 X 1 3,450
FIRST SIERRA FINANCIAL INC
COM 335944104 $7,000 280,000 X 1 280,000
FIRST TENN NATL CORP
COM 337162101 $103 2,700 X 1 2,700
FIRST UN CORP
COM 337358105 $2,700 57,439 X 1 57,439
FIRST VA BANKS INC
COM 337477103 $49 1,000 X 1 1,000
FIRSTAR CORP NEW WIS
COM 33763V109 $62,280 2,224,298 X 1 2,224,298
FIRSTENERGY CORP
COM 337932107 $3,028 97,689 X 1 97,689
FIRSTFED FINL CORP
COM 337907109 $7,771 403,700 X 1 403,700
FIRSTMERIT CORP
COM 337915102 $123 4,400 X 1 4,400
FISERV INC
COM 337738108 $84 2,675 X 1 2,675
FLAGSTAR BANCORP INC
COM 337930101 $1,914 75,800 X 1 75,800
FLEET FINL GROUP INC NEW
COM 338915101 $18,120 408,346 X 1 408,346
FLEETWOOD ENTERPRISES INC
COM 339099103 $213 8,059 X 1 8,059
FLEXTRONICS INTL LTD
ORD Y2573F102 $4,840 87,200 X 1 87,200
FLORIDA PROGRESS CORP
COM 341109106 $8,913 215,750 X 1 215,750
FLORIDA ROCK INDS INC
COM 341140101 $1,206 26,500 X 1 26,500
FLOWERS INDS INC
COM 343496105 $74 3,400 X 1 3,400
FLUOR CORP
COM 343861100 $851 21,011 X 1 21,011
FLUSHING FINL CORP
COM 343873105 $2,099 136,550 X 1 136,550
FOODMAKER INC NEW
COM NEW 344839204 $15,172 534,700 X 1 534,700
FOOTSTAR INC
COM 344912100 $4,109 110,500 X 1 110,500
FORD MTR CO DEL
COM 345370100 $228,032 4,040,431 X 1 4,040,431
FOREMOST CORP OF AMER
COM 345469100 $174 7,900 X 1 7,900
FOREST LABS INC
CL A 345838106 $88 1,900 X 1 1,900
FORT JAMES CORP
COM 347471104 $3,427 90,485 X 1 90,485
FORTUNE BRANDS INC
COM 349631101 $3,349 80,953 X 1 80,953
FOSSIL INC
COM 349882100 $6,775 140,050 X 1 140,050
FOSTER WHEELER CORP
COM 350244109 $52 3,706 X 1 3,706
FOUNDATION HEALTH SYS INC
COM 350404109 $44 2,900 X 1 2,900
FPIC INS GROUP INC
COM 302563101 $3,026 62,400 X 1 62,400
FPL GROUP INC
COM 302571104 $4,248 77,775 X 1 77,775
FRANCHISE FIN CORP AMER
COM 351807102 $4,105 186,600 X 1 186,600
FRANKLIN COVEY CO
COM 353469109 $381 51,700 X 1 51,700
FRANKLIN RES INC
COM 354613101 $3,734 91,905 X 1 91,905
FREEPORT-MCMORAN COPPER & GOLD
CL B 35671D857 $178 9,921 X 1 9,921
FREMONT GEN CORP
COM 357288109 $64 3,400 X 1 3,400
FRIEDE GOLDMAN INTERNATIONAL
COM 358430106 $1,162 84,100 X 1 84,100
FRONTIER AIRLINES INC NEW
COM 359065109 $2,545 157,800 X 1 157,800
FRONTIER CORPORATION
COM 35906P105 $4,370 74,075 X 1 74,075
FRONTIER INS GROUP INC NEW
COM 359081106 $14 900 X 1 900
FROZEN FOOD EXPRESS INDS INC
COM 359360104 $5 600 X 1 600
FRUIT OF THE LOOM LTD
ORD CL A G3682L105 $42 4,336 X 1 4,336
FULLER H B CO
COM 359694106 $212 3,100 X 1 3,100
FUNDTECH LTD
ORD M47095100 $3,076 118,600 X 1 118,600
FURNITURE BRANDS INTL INC
COM 360921100 $45 1,600 X 1 1,600
G & K SVCS INC
CL A 361268105 $21 400 X 1 400
GABLES RESIDENTIAL TR
SH BEN INT 362418105 $1,281 53,100 X 1 53,100
GADZOOKS INC
COM 362553109 $2,067 129,200 X 1 129,200
GALILEO INTERNATIONAL INC
COM 363547100 $20,579 385,100 X 1 385,100
GALLAGHER ARTHUR J & CO
COM 363576109 $4,336 87,600 X 1 87,600
GANNETT INC
COM 364730101 $9,012 126,259 X 1 126,259
GAP INC DEL
COM 364760108 $172,585 3,426,003 X 1 3,426,003
GATEWAY INC
COM 367626108 $4,448 75,385 X 1 75,385
GATX CORP
COM 361448103 $53 1,400 X 1 1,400
GAYLORD CONTAINER CORP
CL A 368145108 $176 22,200 X 1 22,200
GEHL CO
COM 368483103 $2,025 100,000 X 1 100,000
GENCORP INC
COM 368682100 $30 1,200 X 1 1,200
GENERAL DYNAMICS CORP
COM 369550108 $91,424 1,334,652 X 1 1,334,652
GENERAL ELEC CO
COM 369604103 $327,814 2,901,008 X 1 2,901,008
GENERAL GROWTH PPTYS INC
COM 370021107 $13,529 381,100 X 1 381,100
GENERAL INSTR CORP DEL
COM 370120107 $32,081 754,850 X 1 754,850
GENERAL MLS INC
COM 370334104 $6,389 79,493 X 1 79,493
GENERAL MTRS CORP
COM 370442105 $155,567 2,357,079 X 1 2,357,079
CL H NEW 370442832 $3,351 59,500 X 1 59,500
GENESCO INC
COM 371532102 $5,663 388,900 X 1 388,900
GENTEX CORP
COM 371901109 $1,868 66,700 X 1 66,700
GENUINE PARTS CO
COM 372460105 $2,617 74,770 X 1 74,770
GENZYME CORP
COM 372917104 $2,997 61,800 X 1 61,800
GEON CO
COM 37246W105 $8,656 268,400 X 1 268,400
GEORGIA PAC CORP
COM GA PAC 373298108 $135,747 2,865,372 X 1 2,865,372
COM-TIMBER 373298702 $4,335 171,700 X 1 171,700
GERBER SCIENTIFIC INC
COM 373730100 $9 400 X 1 400
GILAT SATELLITE NETWORKS LTD
ORD M51474100 $1,365 26,000 X 1 26,000
GILEAD SCIENCES INC
COM 375558103 $52 1,000 X 1 1,000
GILLETTE CO
COM 375766102 $2,701 65,888 X 1 65,888
GLATFELTER P H CO
COM 377316104 $168 11,500 X 1 11,500
GLENBOROUGH RLTY TR INC
COM 37803P105 $5,842 333,800 X 1 333,800
GLIATECH INC
COM 37929C103 $513 20,100 X 1 20,100
GLIMCHER RLTY TR
SH BEN INT 379302102 $3,539 217,800 X 1 217,800
GLOBAL MARINE INC
COM 379352404 $2,580 167,100 X 1 167,100
GLOBAL TELESYSTEMS GROUP
COM 37936U104 $2,835 35,000 X 1 35,000
GLOBIX CORP
COM 37957F101 $3,800 86,000 X 1 86,000
GO2NET INC
COM 383486107 $156 1,700 X 1 1,700
GOLDEN ST BANCORP INC
COM 381197102 $9,550 434,100 X 1 434,100
GOLDEN WEST FINL CORP DEL
COM 381317106 $101,134 1,031,981 X 1 1,031,981
GOLDMAN SACHS GROUP INC
COM 38141G104 $27,777 384,450 X 1 384,450
GOLF TR AMER INC
COM 38168B103 $4,560 186,600 X 1 186,600
GOODRICH B F CO
COM 382388106 $61,588 1,449,136 X 1 1,449,136
GOODYEAR TIRE & RUBR CO
COM 382550101 $3,467 58,958 X 1 58,958
GOODYS FAMILY CLOTHING INC
COM 382588101 $43 3,800 X 1 3,800
GPU INC
COM 36225X100 $3,428 81,267 X 1 81,267
GRACE W R & CO DEL NEW
COM 38388F108 $417 22,721 X 1 22,721
GRACO INC
COM 384109104 $2,917 99,300 X 1 99,300
GRAINGER W W INC
COM 384802104 $2,210 41,076 X 1 41,076
GRANITE BROADCASTING CORP
COM 387241102 $1,685 215,700 X 1 215,700
GRANITE CONSTR INC
COM 387328107 $4,763 162,500 X 1 162,500
GREAT ATLANTIC & PAC TEA INC
COM 390064103 $182 5,370 X 1 5,370
GREAT LAKES CHEM CORP
COM 390568103 $708 15,373 X 1 15,373
GREENPOINT FINL CORP
COM 395384100 $436 13,300 X 1 13,300
GROUP 1 AUTOMOTIVE INC
COM 398905109 $1,016 48,100 X 1 48,100
GTE CORP
COM 362320103 $80,520 1,062,965 X 1 1,062,965
GTECH HLDGS CORP
COM 400518106 $16 700 X 1 700
GUARANTEE LIFE COS INC
COM 400740106 $377 15,000 X 1 15,000
GUIDANT CORP
COM 401698105 $36,379 707,240 X 1 707,240
GULFSTREAM AEROSPACE CORP
COM 402734107 $9,216 136,400 X 1 136,400
HADCO CORP
COM 404681108 $52 1,300 X 1 1,300
HALLIBURTON CO
COM 406216101 $69,979 1,546,493 X 1 1,546,493
HAMBRECHT & QUIST GROUP INC
COM 406545103 $44 1,200 X 1 1,200
HANCOCK FABRICS INC
COM 409900107 $8 1,800 X 1 1,800
HANGER ORTHOPEDIC GROUP INC
COM NEW 41043F208 $3,917 276,100 X 1 276,100
HANNAFORD BROS CO
COM 410550107 $37 700 X 1 700
HANOVER COMPRESSOR CO
COM 410768105 $482 15,000 X 1 15,000
HARBINGER CORP
COM 41145C103 $1,888 151,000 X 1 151,000
HARBOR FLA BANCSHARES INC
COM 411901101 $9,011 735,600 X 1 735,600
HARCOURT GEN INC
COM 41163G101 $654 12,689 X 1 12,689
HARLAND JOHN H CO
COM 412693103 $241 12,100 X 1 12,100
HARLEY DAVIDSON INC
COM 412822108 $212 3,900 X 1 3,900
HARMAN INTL INDS INC
COM 413086109 $79 1,800 X 1 1,800
HARMON INDS INC NEW
COM 413136102 $17 850 X 1 850
HARRAHS ENTMT INC
COM 413619107 $3,065 139,332 X 1 139,332
HARRIS CORP DEL
COM 413875105 $1,420 36,246 X 1 36,246
HARSCO CORP
COM 415864107 $64 2,000 X 1 2,000
HARTE-HANKS INC
COM 416196103 $239 8,800 X 1 8,800
HARTFORD FINL SVCS GROUP INC
COM 416515104 $7,419 127,232 X 1 127,232
HARTFORD LIFE INC
CL A 416592103 $7,389 140,400 X 1 140,400
HASBRO INC
COM 418056107 $6,487 232,183 X 1 232,183
HAVERTY FURNITURE INC
COM 419596101 $183 5,200 X 1 5,200
HAWAIIAN ELEC INDUSTRIES
COM 419870100 $46 1,300 X 1 1,300
HCR MANOR CARE INC
COM 404134108 $158 6,519 X 1 6,519
HEALTH CARE REIT INC
COM 42217K106 $12,611 542,400 X 1 542,400
HEALTHCARE RLTY TR
COM 421946104 $7,528 358,495 X 1 358,495
HEALTHSOUTH CORP
COM 421924101 $1,578 105,660 X 1 105,660
HEARTLAND EXPRESS INC
COM 422347104 $18 1,100 X 1 1,100
HEINZ H J CO
COM 423074103 $7,988 159,359 X 1 159,359
HELIX TECHNOLOGY CORP
COM 423319102 $45 1,900 X 1 1,900
HELMERICH & PAYNE INC
COM 423452101 $5,723 240,328 X 1 240,328
HENRY JACK & ASSOC INC
COM 426281101 $51 1,300 X 1 1,300
HERCULES INC
COM 427056106 $794 20,209 X 1 20,209
HERSHEY FOODS CORP
COM 427866108 $493 8,296 X 1 8,296
HEWLETT PACKARD CO
COM 428236103 $319,265 3,176,768 X 1 3,176,768
HIBERNIA CORP
CL A 428656102 $31 2,000 X 1 2,000
HILB ROGAL & HAMILTON CO
COM 431294107 $7 300 X 1 300
HILLENBRAND INDS INC
COM 431573104 $61 1,400 X 1 1,400
HILTON HOTELS CORP
COM 432848109 $743 52,340 X 1 52,340
HISPANIC BROADCASTING CORP
CL A 43357B104 $4,082 53,800 X 1 53,800
HOLLYWOOD ENTMT CORP
COM 436141105 $354 18,100 X 1 18,100
HOLLYWOOD PK INC NEW
COM 436255103 $2,948 173,400 X 1 173,400
HOME DEPOT INC
COM 437076102 $164,434 2,551,832 X 1 2,551,832
HOME PPTYS N Y INC
COM 437306103 $5,240 189,700 X 1 189,700
HOMESTAKE MNG CO
COM 437614100 $123 15,064 X 1 15,064
HON INDS INC
COM 438092108 $73 2,500 X 1 2,500
HONEYWELL INC
COM 438506107 $27,304 235,632 X 1 235,632
HOOPER HOLMES INC
COM 439104100 $8,313 408,000 X 1 408,000
HORMEL FOODS CORP
COM 440452100 $89 2,200 X 1 2,200
HOSPITALITY PPTYS TR
COM SH BEN 44106M102 $6,410 236,300 X 1 236,300
HOUGHTON MIFFLIN CO
COM 441560109 $19 400 X 1 400
HOUSEHOLD INTL INC
COM 441815107 $11,691 246,777 X 1 246,777
HRPT PPTYS TR
COM SH BEN 40426W101 $12,691 828,800 X 1 828,800
HSB GROUP INC
COM 40428N109 $29 700 X 1 700
HUBBELL INC
CL B 443510201 $73 1,600 X 1 1,600
HUDSON UNITED BANCORP
COM 444165104 $2,690 85,730 X 1 85,730
HUFFY CORP
COM 444356109 $8 600 X 1 600
HUGHES SUPPLY INC
COM 444482103 $1,174 39,550 X 1 39,550
HUMANA INC
COM 444859102 $217 16,810 X 1 16,810
HUNTINGTON BANCSHARES INC
COM 446150104 $3,070 87,717 X 1 87,717
I-STAT CORP
COM 450312103 $2,205 241,600 X 1 241,600
IBP INC
COM 449223106 $6,771 285,100 X 1 285,100
ICN PHARMACEUTICALS INC NEW
COM 448924100 $29 900 X 1 900
ICOS CORP
COM 449295104 $2,902 71,100 X 1 71,100
ICU MED INC
COM 44930G107 $545 30,800 X 1 30,800
IDACORP INC
COM 451107106 $60 1,900 X 1 1,900
IDEC PHARMACEUTICALS CORP
COM 449370105 $6,897 89,500 X 1 89,500
IDEXX LABS INC
COM 45168D104 $35 1,500 X 1 1,500
IHOP CORP
COM 449623107 $5,159 214,400 X 1 214,400
IKON OFFICE SOLUTIONS INC
COM 451713101 $132 8,816 X 1 8,816
ILLINOIS TOOL WKS INC
COM 452308109 $9,475 115,548 X 1 115,548
ILLINOVA CORP
COM 452317100 $44 1,600 X 1 1,600
IMC GLOBAL INC
COM 449669100 $82 4,700 X 1 4,700
IMCO RECYCLING INC
COM 449681105 $15 900 X 1 900
IMMUNEX CORP NEW
COM 452528102 $2,549 20,000 X 1 20,000
IMPERIAL CREDIT COMM MRTG INVS
COM 45272T102 $772 71,400 X 1 71,400
IMS HEALTH INC
COM 449934108 $4,217 134,942 X 1 134,942
INCO LTD
COM 453258402 $203 11,263 X 1 11,263
INDEPENDENT ENERGY HLDGS PLC
SPONSORES 45384X108 $1,386 101,700 X 1 101,700
INDIANA ENERGY INC
COM 454707100 $13 600 X 1 600
INFINITY BROADCASTING CP NEW
CL A 45662S102 $3,189 107,200 X 1 107,200
INFOCURE CORP
COM 45665A108 $3,457 65,300 X 1 65,300
INFORMIX CORP
COM 456779107 $31 3,600 X 1 3,600
INGERSOLL RAND CO
COM 456866102 $163,952 2,536,981 X 1 2,536,981
INNKEEPERS USA TR
COM 4576J0104 $2,054 205,400 X 1 205,400
INSIGHT ENTERPRISES INC
COM 45765U103 $4,024 162,575 X 1 162,575
INSITUFORM TECHNOLOGIES INC
CL A 457667103 $6,256 289,300 X 1 289,300
INTEL CORP
COM 458140100 $371,886 6,250,180 X 1 6,250,180
INTER TEL INC
COM 458372109 $7 400 X 1 400
INTERGRAPH CORP
COM 458683109 $5,497 709,300 X 1 709,300
INTERIM SVCS INC
COM 45868P100 $35 1,700 X 1 1,700
INTERMET CORP
COM 45881K104 $23 1,500 X 1 1,500
INTERNATIONAL BUSINESS MACHS
COM 459200101 $405,809 3,139,724 X 1 3,139,724
INTERNATIONAL FLAVORS&FRAGRANC
COM 459506101 $1,276 28,765 X 1 28,765
INTERNATIONAL GAME TECHNOLOGY
COM 459902102 $31 1,700 X 1 1,700
INTERNATIONAL RECTIFIER CORP
COM 460254105 $21 1,600 X 1 1,600
INTERNATIONAL SPEEDWAY CORP
CL A 460335201 $10,137 213,400 X 1 213,400
INTERNATIONAL TELECOMMUN DATA
COM 46047F104 $365 22,800 X 1 22,800
INTERPUBLIC GROUP COS INC
COM 460690100 $5,544 63,995 X 1 63,995
INTERSTATE BAKERIES CORP DEL
COM 46072H108 $25 1,100 X 1 1,100
INTERTAN INC
COM 461120107 $1,388 69,400 X 1 69,400
INTERVOICE INC
COM 461142101 $3,387 234,600 X 1 234,600
INTL PAPER CO
COM 460146103 $19,237 380,922 X 1 380,922
INTUIT
COM 461202103 $10,599 117,600 X 1 117,600
INVACARE CORP
COM 461203101 $29 1,100 X 1 1,100
INVESTMENT TECHNOLOGY GRP NEW
COM 46145F105 $415 12,921 X 1 12,921
INVESTORS FINL SERVICES CORP
COM 461915100 $3,868 96,700 X 1 96,700
IPALCO ENTERPRISES INC
COM 462613100 $57 2,700 X 1 2,700
ITT INDS INC IND
COM 450911102 $1,670 43,791 X 1 43,791
IVAX CORP
COM 465823102 $42 3,000 X 1 3,000
J & J SNACK FOODS CORP
COM 466032109 $943 39,300 X 1 39,300
JABIL CIRCUIT INC
COM 466313103 $4,093 90,700 X 1 90,700
JACOBS ENGR GROUP INC DEL
COM 469814107 $4,761 125,300 X 1 125,300
JAKKS PAC INC
COM 47012E106 $6,499 218,000 X 1 218,000
JDA SOFTWARE GROUP INC
COM 46612K108 $3,343 359,000 X 1 359,000
JEFFERIES GROUP INC NEW
COM 472319102 $55 1,900 X 1 1,900
JEFFERSON PILOT CORP
COM 475070108 $3,373 50,963 X 1 50,963
JLG INDS INC
COM 466210101 $2,938 144,200 X 1 144,200
JOHNSON & JOHNSON
COM 478160104 $385,021 3,928,784 X 1 3,928,784
JOHNSON CTLS INC
COM 478366107 $79,258 1,143,482 X 1 1,143,482
JONES APPAREL GROUP INC
COM 480074103 $6,284 183,150 X 1 183,150
JONES LANG LASALLE INC
COM 48020Q107 $376 12,600 X 1 12,600
JONES PHARMA INC
COM 480236108 $4,914 124,800 X 1 124,800
JOSTENS INC
COM 481088102 $80 3,808 X 1 3,808
JP REALTY INC
COM 46624A106 $2,782 135,300 X 1 135,300
JSB FINANCIAL INC
COM 46624M100 $25 500 X 1 500
JUSTIN INDS INC
COM 482171105 $18 1,300 X 1 1,300
K MART CORP
COM 482584109 $4,631 281,738 X 1 281,738
K-SWISS INC
CL A 482686102 $14,280 307,100 X 1 307,100
KAFUS ENVIRONMENTAL INDS LTD
COM 482910106 $3,821 397,000 X 1 397,000
KAMAN CORP
CL A 483548103 $19 1,200 X 1 1,200
KANEB SERVICES INC
COM 484170105 $1,573 370,100 X 1 370,100
KANSAS CITY PWR & LT CO
COM 485134100 $54 2,100 X 1 2,100
KANSAS CITY SOUTHN INDS INC
COM 485170104 $3,414 53,500 X 1 53,500
KAUFMAN & BROAD HOME CORP
COM 486168107 $39,389 1,583,493 X 1 1,583,493
KAYDON CORP
COM 486587108 $24 700 X 1 700
KELLOGG CO
COM 487836108 $5,653 171,300 X 1 171,300
KELLSTROM INDS INC
COM 488035106 $8,400 460,300 X 1 460,300
KELLWOOD CO
COM 488044108 $46 1,700 X 1 1,700
KELLY SVCS INC
CL A 488152208 $48 1,500 X 1 1,500
KERR MCGEE CORP
COM 492386107 $24,942 496,972 X 1 496,972
KEYCORP NEW
COM 493267108 $6,697 208,475 X 1 208,475
KEYSTONE FINANCIAL INC
COM 493482103 $30 1,000 X 1 1,000
KILROY RLTY CORP
COM 49427F108 $2,442 100,200 X 1 100,200
KIMBERLY CLARK CORP
COM 494368103 $31,355 550,090 X 1 550,090
KIMCO REALTY CORP
COM 49446R109 $22,340 571,000 X 1 571,000
KING WORLD PRODTNS INC
COM 495667107 $62,177 1,786,066 X 1 1,786,066
KIRBY CORP
COM 497266106 $19 900 X 1 900
KLA-TENCORP CORP
COM 482480100 $1,865 28,750 X 1 28,750
KNIGHT RIDDER INC
COM 499040103 $137,866 2,509,502 X 1 2,509,502
KNIGHTSBRIDGE TANKERS LTD
ORD G5299G106 $4,701 268,600 X 1 268,600
KOGER EQUITY INC
COM 500228101 $7,050 382,400 X 1 382,400
KOHLS CORP
COM 500255104 $7,611 98,600 X 1 98,600
KONOVER PPTY TR INC
COM 50047R100 $18 2,000 X 1 2,000
KROGER CO
COM 501044101 $14,591 522,264 X 1 522,264
KROLL O GARA CO
COM 501050108 $1,013 45,900 X 1 45,900
KRONOS INC
COM 501052104 $146 3,200 X 1 3,200
KULICKE & SOFFA INDS INC
COM 501242101 $32 1,200 X 1 1,200
L-3 COMMUNICATIONS HLDGS INC
COM 502424104 $3,213 66,500 X 1 66,500
LA Z BOY INC
COM 505336107 $3,199 139,100 X 1 139,100
LABOR READY INC
COM NEW 505401208 $439 13,500 X 1 13,500
LAFARGE CORP
COM 505862102 $13,091 369,400 X 1 369,400
LAIDLAW INC
COM 50730K503 $147 19,995 X 1 19,995
LAKES GAMING INC
COM 51206P109 $3,282 301,800 X 1 301,800
LANCASTER COLONY CORP
COM 513847103 $21 600 X 1 600
LANCE INC
COM 514606102 $3 200 X 1 200
LANDS END INC
COM 515086106 $63 1,300 X 1 1,300
LANDSTAR SYS INC
COM 515098101 $130 3,600 X 1 3,600
LASER VISION CTRS INC
COM 51807H100 $4,549 72,200 X 1 72,200
LASON INC
COM 51808R107 $4,382 88,300 X 1 88,300
LATTICE SEMICONDUCTOR CORP
COM 518415104 $5,154 82,800 X 1 82,800
LAWSON PRODS INC
COM 520776105 $8 300 X 1 300
LCA-VISION INC
COM NEW 501803209 $3,552 381,400 X 1 381,400
LEAR CORP
COM 521865105 $139 2,800 X 1 2,800
LEE ENTERPRISES INC
COM 523768109 $27 900 X 1 900
LEGATO SYS INC
COM 524651106 $29 500 X 1 500
LEGG MASON INC
COM 524901105 $173 4,500 X 1 4,500
LEGGETT & PLATT INC
COM 524660107 $139 5,000 X 1 5,000
LEHMAN BROS HLDGS INC
COM 524908100 $51,390 825,550 X 1 825,550
LENNAR CORP
COM 526057104 $1,219 50,800 X 1 50,800
LEVEL ONE COMMUNICATIONS INC
COM 527295109 $6,540 133,650 X 1 133,650
LEXINGTON CORP PPTYS TR
COM 529043101 $479 41,200 X 1 41,200
LEXMARK INTL GROUP INC
CL A 529771107 $34,086 520,400 X 1 520,400
LG&E ENERGY CORP
COM 501917108 $57 2,700 X 1 2,700
LIBBEY INC
COM 529898108 $1,923 66,300 X 1 66,300
LIBERTY PPTY TR
SH BEN INT 531172104 $17,154 689,600 X 1 689,600
LIFEPOINT HOSPITALS INC
COM 53219L109 $0 0 X 1 0
LILLY ELI & CO
COM 532457108 $34,695 484,396 X 1 484,396
LILLY INDS INC
CL A 532491107 $22 1,200 X 1 1,200
LIMITED INC
COM 532716107 $6,184 136,278 X 1 136,278
LINCARE HLDGS INC
COM 532791100 $10,233 409,300 X 1 409,300
LINCOLN ELEC HLDGS INC
COM 533900106 $3,583 174,800 X 1 174,800
LINCOLN NATL CORP IND
COM 534187109 $50,632 967,868 X 1 967,868
LINEAR TECHNOLOGY CORP
COM 535678106 $1,984 29,500 X 1 29,500
LINENS N THINGS INC
COM 535679104 $2,279 52,100 X 1 52,100
LIPOSOME CO INC
COM 536310105 $174 9,100 X 1 9,100
LITHIA MTRS INC
CL A 536797103 $1,683 82,100 X 1 82,100
LITTON INDS INC
COM 538021106 $137 1,900 X 1 1,900
LIZ CLAIBORNE INC
COM 539320101 $1,150 31,498 X 1 31,498
LNR PPTY CORP
COM 501940100 $128 6,000 X 1 6,000
LOCKHEED MARTIN CORP
COM 539830109 $921 24,716 X 1 24,716
LOEWS CORP
COM 540424108 $85,030 1,074,628 X 1 1,074,628
LONE STAR INDS INC
COM NEW 542290408 $4,087 108,800 X 1 108,800
LONGS DRUG STORES CORP
COM 543162101 $42,432 1,227,702 X 1 1,227,702
LONGVIEW FIBRE CO
COM 543213102 $1,194 76,400 X 1 76,400
LOUISIANA PAC CORP
COM 546347105 $563 23,578 X 1 23,578
LOWES COS INC
COM 548661107 $230,549 4,067,015 X 1 4,067,015
LSI LOGIC CORP
COM 502161102 $8,965 194,368 X 1 194,368
LUBRIZOL CORP
COM 549271104 $65 2,400 X 1 2,400
LUBYS INC
COM 549282101 $15 1,000 X 1 1,000
LUCENT TECHNOLOGIES INC
COM 549463107 $378,202 5,608,192 X 1 5,608,192
LYONDELL CHEMICAL CO
COM 552078107 $10,902 528,600 X 1 528,600
M & F WORLDWIDE CORP
COM 552541104 $2,737 344,800 X 1 344,800
M D C HLDGS INC
COM 552676108 $6,719 312,500 X 1 312,500
M S CARRIERS INC
COM 553533100 $1,459 49,200 X 1 49,200
MACDERMID INC
COM 554273102 $5,980 128,600 X 1 128,600
MACROMEDIA INC
COM 556100105 $948 26,900 X 1 26,900
MAF BANCORP INC
COM 55261R108 $158 6,500 X 1 6,500
MAIL-WELL INC
COM 560321200 $4,594 283,800 X 1 283,800
MALLINCKRODT INC NEW
COM 561232109 $4,303 118,309 X 1 118,309
MANITOWOC INC
COM 563571108 $7,314 175,700 X 1 175,700
MANPOWER INC
COM 56418H100 $29 1,300 X 1 1,300
MANUFACTURED HOME CMNTYS INC
COM 564682102 $5,538 213,000 X 1 213,000
MAPQUEST COM INC
COM 565644101 $38 2,300 X 1 2,300
MARINE DRILLING COS INC
COM PAR 568240204 $3,824 279,400 X 1 279,400
MARK IV INDS INC
COM 570387100 $3,522 166,700 X 1 166,700
MARRIOTT INTL INC NEW
CL A 571903202 $3,565 95,374 X 1 95,374
MARSH & MCLENNAN COS INC
COM 571748102 $12,413 164,404 X 1 164,404
MARSHALL & ILSLEY CORP
COM 571834100 $155 2,400 X 1 2,400
MARTIN MARIETTA MATLS INC
COM 573284106 $83 1,400 X 1 1,400
MASCO CORP
COM 574599106 $31,236 1,081,770 X 1 1,081,770
MASCOTECH INC
COM 574670105 $86 5,100 X 1 5,100
MASTECH CORP
COM 57632N105 $117 6,300 X 1 6,300
MATTEL INC
COM 577081102 $3,152 119,208 X 1 119,208
MATTHEWS INTL CORP
CL A 577128101 $3,516 118,700 X 1 118,700
MAXIM INTEGRATED PRODS INC
COM 57772K101 $193 2,900 X 1 2,900
MAXIMUS INC
COM 577933104 $2,179 75,800 X 1 75,800
MAXXAM INC
COM 577913106 $6 100 X 1 100
MAXXIM MED INC
COM 57777G105 $28 1,200 X 1 1,200
MAY DEPT STORES CO
COM 577778103 $7,699 188,356 X 1 188,356
MAYTAG CORP
COM 578592107 $46,931 673,448 X 1 673,448
MBIA INC
COM 55262C100 $2,887 44,585 X 1 44,585
MBNA CORP
COM 55262L100 $11,092 362,191 X 1 362,191
MCCLATCHY CO
CL A 579489105 $5,828 175,925 X 1 175,925
MCCORMICK & CO INC
COM NON VTG 579780206 $63 2,000 X 1 2,000
MCDERMOTT INTL INC
COM 580037109 $30,279 1,071,825 X 1 1,071,825
MCDONALDS CORP
COM 580135101 $25,875 626,322 X 1 626,322
MCGRAW HILL COS INC
COM 580645109 $4,805 89,076 X 1 89,076
MCI WORLDCOM INC
COM 55268B106 $237,851 2,763,700 X 1 2,763,700
MCKESSON HBOC INC
COM 58155Q103 $574 17,821 X 1 17,821
MCN ENERGY GROUP INC
COM 55267J100 $37 1,800 X 1 1,800
MCWHORTER TECHNOLOGIES INC
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MDU RES GROUP INC
COM 552690109 $103 4,500 X 1 4,500
MEAD CORP
COM 582834107 $2,037 48,796 X 1 48,796
MEDALLION FINL CORP
COM 583928106 $1,250 65,600 X 1 65,600
MEDCO RESH INC
COM 584059109 $1,315 50,100 X 1 50,100
MEDE AMER CORP
COM 584067102 $117 3,100 X 1 3,100
MEDIA GEN INC
CL A 584404107 $46 900 X 1 900
MEDIA METRIX INC
COM 58440X103 $809 15,200 X 1 15,200
MEDIAONE GROUP INC
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MEDICAL ASSURN INC
COM 58449U100 $3,555 125,840 X 1 125,840
MEDICAL MANAGER CORP
COM 58461C103 $4,602 104,000 X 1 104,000
MEDICIS PHARMACEUTICAL CORP
CL A NEW 584690309 $3,447 135,850 X 1 135,850
MEDIMMUNE INC
COM 584699102 $1,030 15,200 X 1 15,200
MEDITRUST CORP
PAIRED CTF 58501T306 $5,093 389,900 X 1 389,900
MEDPARTNERS INC NEW
COM 58503X107 $6,873 916,400 X 1 916,400
MEDQUIST INC
COM 584949101 $3,592 82,100 X 1 82,100
MEDTRONIC INC
COM 585055106 $20,062 257,620 X 1 257,620
MELITA INTERNATIONAL CORP
COM 585493109 $1,415 104,800 X 1 104,800
MELLON BK CORP
COM 585509102 $8,465 232,711 X 1 232,711
MENS WEARHOUSE INC
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MERCANTILE BANCORPORATION INC
COM 587342106 $22,123 387,275 X 1 387,275
MERCANTILE BANKSHARES CORP
COM 587405101 $39 1,100 X 1 1,100
MERCK & CO INC
COM 589331107 $212,650 2,873,654 X 1 2,873,654
MERCURY INTERACTIVE CORP
COM 589405109 $3,364 95,100 X 1 95,100
MEREDITH CORP
COM 589433101 $473 13,650 X 1 13,650
MERISTAR HOSPITALITY CORP
COM 58984Y103 $1,212 54,004 X 1 54,004
MERITOR AUTOMOTIVE INC
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MERRILL CORP
COM 590175105 $9 600 X 1 600
MERRILL LYNCH & CO INC
COM 590188108 $14,752 184,546 X 1 184,546
MERRY LAND PROPERTIES INC
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METALS USA INC
COM 591324108 $50 3,900 X 1 3,900
METHODE ELECTRS INC
CL A 591520200 $455 19,900 X 1 19,900
METRIS COS INC
COM 591598107 $4,442 109,000 X 1 109,000
METRO NETWORKS INC
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METTLER TOLEDO INTERNATIONAL
COM 592688105 $5,034 197,400 X 1 197,400
METZLER GROUP INC
COM 592903108 $135 4,900 X 1 4,900
MGIC INVT CORP WIS
COM 552848103 $68,744 1,413,755 X 1 1,413,755
MGM GRAND INC
COM 552953101 $4,028 82,200 X 1 82,200
MICHAEL FOOD INC NEW
COM 594079105 $1,039 44,200 X 1 44,200
MICHAELS STORES INC
COM 594087108 $28 900 X 1 900
MICREL INC
COM 594793101 $2,139 28,900 X 1 28,900
MICRO WHSE INC
COM 59501B105 $338 18,900 X 1 18,900
MICROCHIP TECHNOLOGY INC
COM 595017104 $43 900 X 1 900
MICRON TECHNOLOGY INC
COM 595112103 $2,118 52,534 X 1 52,534
MICROS SYS INC
COM 594901100 $31 900 X 1 900
MICROSOFT CORP
COM 594918104 $706,569 7,834,448 X 1 7,834,448
MID-AMER APT CMNTYS INC
COM 59522J103 $1,559 67,400 X 1 67,400
MIDAMERICAN ENERGY HLDGS NEW
COM 59562V107 $80 2,300 X 1 2,300
MIDAS GROUP INC
COM 595626102 $868 30,600 X 1 30,600
MIDWEST EXPRESS HLDGS INC
COM 597911106 $3,349 98,500 X 1 98,500
MILACRON INC
COM 598709103 $8,791 475,207 X 1 475,207
MILLER HERMAN INC
COM 600544100 $40 1,900 X 1 1,900
MILLIPORE CORP
COM 601073109 $4,042 99,651 X 1 99,651
MINDSPRING ENTERPRISES INC
COM 602683104 $1,161 26,200 X 1 26,200
MINERALS TECHNOLOGIES INC
COM 603158106 $11 200 X 1 200
MINNESOTA MNG & MFG CO
COM 604059105 $15,577 179,180 X 1 179,180
MINNESOTA PWR INC
COM 604110106 $2,508 126,200 X 1 126,200
MIPS TECHNOLOGIES INC
CL A 604567107 $81 1,700 X 1 1,700
MIRAGE RESORTS INC
COM 60462E104 $497 29,650 X 1 29,650
MOBIL CORP
COM 607059102 $48,151 486,378 X 1 486,378
MODINE MFG CO
COM 607828100 $20 600 X 1 600
MODIS PROFESSIONAL SVCS INC
COM 607830106 $5,856 425,900 X 1 425,900
MODTECH HLDGS INC
COM 60783C100 $57 5,018 X 1 5,018
MOHAWK INDS INC
COM 608190104 $73 2,400 X 1 2,400
MOLECULAR DEVICES CORP
COM 60851C107 $540 14,400 X 1 14,400
MONACO COACH CORP
COM 60886R103 $8,761 207,050 X 1 207,050
MONDAVI ROBERT CORP
CL A 609200100 $3,659 100,600 X 1 100,600
MONSANTO CO
COM 611662107 $10,904 276,485 X 1 276,485
MONTANA POWER CO
COM 612085100 $85 1,200 X 1 1,200
MONY GROUP INC
COM 615337102 $1,984 60,800 X 1 60,800
MORGAN J P & CO INC
COM 616880100 $102,945 732,708 X 1 732,708
MORGAN STANLEY DEAN WITTER&CO
COM NEW 617446448 $158,358 1,544,953 X 1 1,544,953
MORRISON KNUDSEN CORP NEW
COM 61844A109 $22 2,100 X 1 2,100
MOTIVEPOWER INDS INC
COM 61980K101 $3,667 198,200 X 1 198,200
MOTOROLA INC
COM 620076109 $66,606 702,967 X 1 702,967
MUELLER INDS INC
COM 624756102 $1,904 56,100 X 1 56,100
MURPHY OIL CORP
COM 626717102 $49 1,000 X 1 1,000
MUSICLAND STORES CORP
COM 62758B109 $11,393 1,283,700 X 1 1,283,700
MUTUAL RISK MGMT LTD
COM 628351108 $297 8,900 X 1 8,900
MYERS INDS INC
COM 628464109 $20 1,000 X 1 1,000
MYLAN LABS INC
COM 628530107 $34 1,300 X 1 1,300
NABISCO GROUP HLDG CORP
COM 62952P102 $1,688 86,300 X 1 86,300
NABORS INDS INC
COM 629568106 $90 3,700 X 1 3,700
NACCO INDS INC
CL A 629579103 $6,812 92,674 X 1 92,674
NALCO CHEM CO
COM 629853102 $635 12,240 X 1 12,240
NAM TAI ELECTRS INC
COM PAR 629865205 $2,594 205,500 X 1 205,500
NASH FINCH CO
COM 631158102 $12 1,200 X 1 1,200
NATIONAL CITY CORP
COM 635405103 $9,437 144,077 X 1 144,077
NATIONAL COMPUTER SYS INC
COM 635519101 $71 2,100 X 1 2,100
NATIONAL DATA CORP
COM 635621105 $60 1,400 X 1 1,400
NATIONAL FUEL GAS CO N J
COM 636180101 $73 1,500 X 1 1,500
NATIONAL GOLF PPTYS INC
COM 63623G109 $4,931 202,800 X 1 202,800
NATIONAL HEALTH INVS INC
COM 63633D104 $532 23,300 X 1 23,300
NATIONAL INSTRS CORP
COM 636518102 $52 1,300 X 1 1,300
NATIONAL PRESTO INDS INC
COM 637215104 $4 100 X 1 100
NATIONAL R V HLDGS INC
COM 637277104 $10,260 423,100 X 1 423,100
NATIONAL SEMICONDUCTOR CORP
COM 637640103 $255 10,082 X 1 10,082
NATIONAL SVC INDS INC
COM 637657107 $320 8,875 X 1 8,875
NATIONWIDE FINL SVCS INC
CL A 638612101 $3,258 72,000 X 1 72,000
NATURES SUNSHINE PRODUCTS INC
COM 639027101 $7 700 X 1 700
NAVISTAR INTL CORP NEW
COM 63934E108 $34,695 693,900 X 1 693,900
NCH CORP
COM 628850109 $5 100 X 1 100
NCR CORP NEW
COM 62886E108 $420 8,600 X 1 8,600
NETBANK INC
COM 640933107 $1,531 40,300 X 1 40,300
NETGRAVITY INC
COM 641114103 $475 20,900 X 1 20,900
NETWORK APPLIANCE INC
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NEVADA POWER CO
COM 641423108 $2,115 84,600 X 1 84,600
NEW CENTURY ENERGIES INC
COM 64352U103 $1,110 28,600 X 1 28,600
NEW ENGLAND BUSINESS SVC INC
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NEW ENGLAND ELEC SYS
COM 644001109 $60 1,200 X 1 1,200
NEW ERA OF NETWORKS INC
COM 644312100 $325 7,400 X 1 7,400
NEW JERSEY RES
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NEW YORK TIMES CO
CL A 650111107 $99,097 2,691,944 X 1 2,691,944
NEWELL RUBBERMAID INC
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NEWFIELD EXPL CO
COM 651290108 $48 1,700 X 1 1,700
NEWMONT MINING CORP
COM 651639106 $198 9,944 X 1 9,944
NEWPORT NEWS SHIPBUILDING INC
COM 652228107 $5,160 174,900 X 1 174,900
NEXTEL COMMUNICATIONS INC
CL A 65332V103 $1,435 28,597 X 1 28,597
NFO WORLDWIDE INC
COM 62910N108 $4 300 X 1 300
NIAGARA MOHAWK HLDGS INC
COM 653520106 $52,902 3,293,489 X 1 3,293,489
NICOR INC
COM 654086107 $663 17,427 X 1 17,427
NIELSEN MEDIA RESH INC
COM NEW 653929307 $3,086 105,499 X 1 105,499
NIKE INC
CL B 654106103 $6,004 94,834 X 1 94,834
NISOURCE INC
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NOBLE AFFILIATES INC
COM 654894104 $17 600 X 1 600
NOBLE DRILLING CORP
COM 655042109 $85 4,300 X 1 4,300
NOKIA CORP
SPONSORED 654902204 $87,314 953,600 X 1 953,600
NORDSON CORP
COM 655663102 $43 700 X 1 700
NORDSTROM INC
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COM 655844108 $3,751 124,526 X 1 124,526
NORRELL CORP GA
COM 656301108 $56 3,000 X 1 3,000
NORTEL NETWORKS CORP
COM 656569100 $39,587 456,002 X 1 456,002
NORTH FORK BANCORPORATION NY
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NORTHERN TR CORP
COM 665859104 $4,857 50,075 X 1 50,075
NORTHN STS PWR CO MINN
COM 665772109 $1,705 70,490 X 1 70,490
NORTHROP GRUMMAN CORP
COM 666807102 $6,408 96,630 X 1 96,630
NORTHWEST NAT GAS CO
COM 667655104 $41 1,700 X 1 1,700
NOVEL DENIM HLDGS LTD
ORD G6674P109 $35 4,300 X 1 4,300
NOVELL INC
COM 670006105 $4,637 174,965 X 1 174,965
NOVELLUS SYS INC
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NPC INTERNATIONAL INC
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NUCOR CORP
COM 670346105 $1,457 30,708 X 1 30,708
NVIDIA CORP
COM 67066G104 $199 10,400 X 1 10,400
NVR INC
COM 62944T105 $4,619 88,500 X 1 88,500
O'CHARLEYS INC
COM 670823103 $2,562 160,100 X 1 160,100
O'REILLY AUTOMOTIVE INC
COM 686091109 $1,587 31,500 X 1 31,500
O'SULLIVAN CORP
COM 688605104 $7 600 X 1 600
O'SULLIVAN INDS HLDGS INC
COM 688609106 $1,481 87,100 X 1 87,100
OAK INDS INC
COM NEW 671400505 $26 600 X 1 600
OAKWOOD HOMES CORP
COM 674098108 $32 2,400 X 1 2,400
OCCIDENTAL PETE CORP DEL
COM 674599105 $2,268 107,371 X 1 107,371
OCEAN ENERGY INC TEX
COM 67481E106 $37 3,800 X 1 3,800
OCEANEERING INTL INC
COM 675232102 $23 1,400 X 1 1,400
OCTEL CORP
COM 675727101 $699 55,900 X 1 55,900
OEC-MEDICAL SYS INC
COM 670828102 $7,421 302,900 X 1 302,900
OFFICE DEPOT INC
COM 676220106 $1,772 80,300 X 1 80,300
OFFICEMAX INC
COM 67622M108 $34 2,800 X 1 2,800
OFFSHORE LOGISTICS INC
COM 676255102 $9 800 X 1 800
OGDEN CORP
COM 676346109 $983 36,500 X 1 36,500
OGE ENERGY CORP
COM 670837103 $4,776 201,100 X 1 201,100
OLD KENT FINL CORP
COM 679833103 $101 2,416 X 1 2,416
OLD NATL BANCORP IND
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OLD REP INTL CORP
COM 680223104 $53 3,050 X 1 3,050
OM GROUP INC
COM 670872100 $31 900 X 1 900
OMEGA HEALTHCARE INVS INC
COM 681936100 $7,142 276,700 X 1 276,700
OMNICOM GROUP INC
COM 681919106 $57,931 724,135 X 1 724,135
ONEOK INC NEW
COM 682680103 $154 4,848 X 1 4,848
OPTICAL COATING LAB INC
COM 683829105 $1,346 16,100 X 1 16,100
ORACLE CORP
COM 68389X105 $139,793 3,765,466 X 1 3,765,466
ORANGE & ROCKLAND UTILS INC
COM 684065105 $53 900 X 1 900
ORION CAP CORP
COM 686268103 $39 1,100 X 1 1,100
OROAMERICA INC
COM 687027102 $599 85,500 X 1 85,500
ORTHODONTIC CTRS AMER INC
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OSHKOSH B GOSH INC
CL A 688222207 $1,908 90,300 X 1 90,300
OSHKOSH TRUCK CORP
COM 688239201 $1,097 21,800 X 1 21,800
OSTEOTECH INC
COM 688582105 $3,719 129,350 X 1 129,350
OTTER TAIL PWR CO
COM 689648103 $1,408 36,500 X 1 36,500
OUTBACK STEAKHOUSE INC
COM 689899102 $147 3,750 X 1 3,750
OWENS & MINOR INC NEW
COM 690732102 $1,386 126,000 X 1 126,000
OWENS CORNING
COM 69073F103 $9,130 265,591 X 1 265,591
OWENS ILL INC
COM NEW 690768403 $301 9,200 X 1 9,200
PFD CONV 690768502 $875 20,000 X 1 20,000
OXFORD HEALTH PLANS INC
COM 691471106 $50 3,200 X 1 3,200
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COM 691497309 $25 900 X 1 900
P P & L RES INC
COM 693499105 $2,628 85,470 X 1 85,470
PACCAR INC
COM 693718108 $2,470 46,274 X 1 46,274
PACIFIC CENTY FINL CORP
COM 694058108 $60 2,800 X 1 2,800
PACIFIC SUNWEAR CALIF INC
COM 694873100 $55 2,250 X 1 2,250
PACIFICARE HEALTH SYS DEL
CL A 695112102 $3,467 48,200 X 1 48,200
PACIFICORP
COM 695114108 $882 47,989 X 1 47,989
PAINE WEBBER GROUP INC
COM 695629105 $11,108 237,600 X 1 237,600
PALL CORP
COM 696429307 $524 23,624 X 1 23,624
PAN PACIFIC RETAIL PPTYS INC
COM 69806L104 $1,106 57,100 X 1 57,100
PAPA JOHNS INTL INC
COM 698813102 $2,310 51,700 X 1 51,700
PARAMETRIC TECHNOLOGY CORP
COM 699173100 $223 16,100 X 1 16,100
PARK ELECTROCHEMICAL CORP
COM 700416209 $273 9,500 X 1 9,500
PARK OHIO HLDGS CORP
COM 700666100 $1,394 82,300 X 1 82,300
PARK PL ENTMT CORP
COM 700690100 $10,687 1,103,200 X 1 1,103,200
PARKER HANNIFIN CORP
COM 701094104 $2,028 44,331 X 1 44,331
PARKWAY PPTYS INC
COM 70159Q104 $10,858 327,800 X 1 327,800
PATTERSON DENTAL CO
COM 703412106 $219 6,300 X 1 6,300
PAYCHEX INC
COM 704326107 $3,183 99,849 X 1 99,849
PAYLESS SHOESOURCE INC
COM 704379106 $75 1,400 X 1 1,400
PE CORP
COM PE BIO 69332S102 $2,136 18,616 X 1 18,616
PECO ENERGY CO
COM 693304107 $11,273 269,212 X 1 269,212
PEDIATRIX MED GROUP
COM 705324101 $6 300 X 1 300
PENFORD CORP
COM 707051108 $2 100 X 1 100
PENN VA CORP
COM 707882106 $1,294 65,500 X 1 65,500
PENNEY J C INC
COM 708160106 $4,988 102,716 X 1 102,716
PENNSYLVANIA ENTERPRISES INC
COM 708720107 $6 200 X 1 200
PENNZOIL-QUAKER STATE COMPANY
COM 709323109 $2,998 199,876 X 1 199,876
PENTAIR INC
COM 709631105 $69 1,500 X 1 1,500
PEOPLES ENERGY CORP
COM 711030106 $280 7,434 X 1 7,434
PEOPLESOFT INC
COM 712713106 $248 14,350 X 1 14,350
PEP BOYS MANNY MOE & JACK
COM 713278109 $69 3,295 X 1 3,295
PEPSICO INC
COM 713448108 $3,389 87,588 X 1 87,588
PEREGRINE SYSTEMS INC
COM 71366Q101 $2,838 110,500 X 1 110,500
PERFORMANCE FOOD GROUP CO
COM 713755106 $24 900 X 1 900
PEROT SYS CORP
CL A 714265105 $838 28,400 X 1 28,400
PFIZER INC
COM 717081103 $19,446 177,182 X 1 177,182
PG&E CORP
COM 69331C108 $5,942 182,843 X 1 182,843
PHARMACEUTICAL PROD DEV INC
COM 717124101 $36 1,300 X 1 1,300
PHARMACIA & UPJOHN INC
COM 716941109 $15,399 271,049 X 1 271,049
PHELPS DODGE CORP
COM 717265102 $214 3,463 X 1 3,463
PHILADELPHIA SUBN CORP
COM PAR 718009608 $2,052 88,991 X 1 88,991
PHILIP MORRIS COS INC
COM 718154107 $33,036 822,059 X 1 822,059
PHILLIPS PETE CO
COM 718507106 $28,027 557,058 X 1 557,058
PHOTRONICS INC
COM 719405102 $25 1,000 X 1 1,000
PIEDMONT NAT GAS INC
COM 720186105 $1,077 34,600 X 1 34,600
PILGRIMS PRIDE CORP
CL B 721467108 $678 22,600 X 1 22,600
PINNACLE SYS INC
COM 723481107 $5,484 163,100 X 1 163,100
PINNACLE WEST CAP CORP
COM 723484101 $72 1,800 X 1 1,800
PIONEER HI BRED INTL INC
COM 723686101 $3,004 77,145 X 1 77,145
PITNEY BOWES INC
COM 724479100 $7,870 122,498 X 1 122,498
PITTSTON CO
COM BRINKS 725701106 $21 800 X 1 800
PIXAR
COM 725811103 $1,074 24,900 X 1 24,900
PLACER DOME INC
COM 725906101 $1,103 93,368 X 1 93,368
PLANTRONICS INC NEW
COM 727493108 $2,722 41,800 X 1 41,800
PLEXUS CORP
COM 729132100 $4,091 135,800 X 1 135,800
PMC-SIERRA INC
COM 69344F106 $530 9,000 X 1 9,000
PMI GROUP INC
COM 69344M101 $82 1,300 X 1 1,300
PNC BK CORP
COM 693475105 $19,037 330,363 X 1 330,363
POGO PRODUCING CO
COM 730448107 $39 2,100 X 1 2,100
POLARIS INDS INC
COM 731068102 $61 1,400 X 1 1,400
POLAROID CORP
COM 731095105 $72 2,630 X 1 2,630
POLYCOM INC
COM 73172K104 $3,338 85,600 X 1 85,600
POOL ENERGY SVCS CO
COM 732788104 $597 29,400 X 1 29,400
POST PPTYS INC
COM 737464107 $23,591 575,400 X 1 575,400
POTLATCH CORP
COM 737628107 $7,417 168,814 X 1 168,814
POTOMAC ELEC PWR CO
COM 737679100 $79 2,700 X 1 2,700
POWER INTEGRATIONS INC
COM 739276103 $1,250 17,100 X 1 17,100
POWERTEL INC
COM 73936C109 $4,174 139,700 X 1 139,700
POWERWAVE TECHNOLOGIES INC
COM 739363109 $45 1,400 X 1 1,400
PPG INDS INC
COM 693506107 $3,730 63,149 X 1 63,149
PRAXAIR INC
COM 74005P104 $2,746 56,103 X 1 56,103
PRE PAID LEGAL SVCS INC
COM 740065107 $24 900 X 1 900
PRECISION CASTPARTS CORP
COM 740189105 $9 200 X 1 200
PREMARK INTL INC
COM 740459102 $105 2,800 X 1 2,800
PRENTISS PPTYS TR
SH BEN INT 740706106 $10,913 464,400 X 1 464,400
PRICE COMMUNICATIONS CORP
COM NEW 741437305 $1,398 93,217 X 1 93,217
PRICE T ROWE & ASSOCIATES
COM 741477103 $3,208 83,600 X 1 83,600
PRIDE INTL INC
COM 741932107 $3,487 330,100 X 1 330,100
PRIME BANCSHARES INC TEXAS
COM 74157H108 $358 20,000 X 1 20,000
PRIME HOSPITALITY CORP
COM 741917108 $5,370 447,500 X 1 447,500
PRIME RETAIL INC
COM 741570105 $2,217 255,200 X 1 255,200
PRIORITY HEALTHCARE CORP
CL B 74264T102 $2,769 80,253 X 1 80,253
PRISON RLTY TR
COM 74264N105 $1,750 178,300 X 1 178,300
PROCTER & GAMBLE CO
COM 742718109 $165,744 1,857,072 X 1 1,857,072
PROFESSIONAL DETAILING INC
COM 74312N107 $200 8,500 X 1 8,500
PROFIT RECOVERY GROUP INTL INC
COM 743168106 $57 1,200 X 1 1,200
PROGRESS SOFTWARE CORP
COM 743312100 $9,215 326,200 X 1 326,200
PROGRESSIVE CORP OHIO
COM 743315103 $3,437 23,700 X 1 23,700
PROJECT SOFTWARE & DEV INC
COM 74339P101 $2,506 80,200 X 1 80,200
PROLOGIS TR
SH BEN INT 743410102 $4,405 217,525 X 1 217,525
PROMUS HOTEL CORP NEW
COM 74342P106 $25 800 X 1 800
PROTECTIVE LIFE CORP
COM 743674103 $54 1,600 X 1 1,600
PROVIDENT AMER CORP
COM 743832107 $3,568 128,000 X 1 128,000
PROVIDENT BANKSHARES CORP
COM 743859100 $24 1,050 X 1 1,050
PROVIDENT COS INC
COM 743862104 $1,854 46,340 X 1 46,340
PROVIDENT FINL GROUP INC
COM 743866105 $31 700 X 1 700
PROVIDIAN FINL CORP
COM 74406A102 $116,424 1,245,180 X 1 1,245,180
PS BUSINESS PKS INC CALIF
COM 69360J107 $6,362 261,000 X 1 261,000
PUBLIC STORAGE INC
COM 74460D109 $15,893 567,596 X 1 567,596
PUBLIC SVC CO N C INC
COM 744516105 $44 1,500 X 1 1,500
PUBLIC SVC CO N MEX
COM 744499104 $2,844 143,100 X 1 143,100
PUBLIC SVC ENTERPRISE GROUP
COM 744573106 $22,199 543,084 X 1 543,084
PUGET SOUND ENERGY INC
COM 745332106 $72 3,000 X 1 3,000
PULTE CORP
COM 745867101 $32,552 1,411,462 X 1 1,411,462
QLOGIC CORP
COM 747277101 $4,699 35,600 X 1 35,600
QUAKER CHEM CORP
COM 747316107 $5 300 X 1 300
QUAKER OATS CO
COM 747402105 $6,349 95,658 X 1 95,658
QUALCOMM INC
COM 747525103 $5,625 39,200 X 1 39,200
QUANEX CORP
COM 747620102 $1,918 67,300 X 1 67,300
QUANTA SVCS INC
COM 74762E102 $1,329 30,200 X 1 30,200
QUANTUM CORP
COM 747906105 $3,619 150,000 X 1 150,000
QUEENS CNTY BANCORP INC
COM 748242104 $151 4,650 X 1 4,650
QUESTAR CORP
COM 748356102 $2,878 150,500 X 1 150,500
QUIKSILVER INC
COM 74838C106 $404 15,500 X 1 15,500
RADIAN GROUP INC
COM 750236101 $1,591 32,600 X 1 32,600
RADIO ONE INC
CL A 75040P108 $814 17,500 X 1 17,500
RALCORP HLDGS INC NEW
COM 751028101 $31 1,900 X 1 1,900
RALSTON PURINA CO
COM RAL-PUR 751277302 $4,295 141,102 X 1 141,102
RAMCO-GERSHENSON PPTYS TR
COM SH BEN 751452202 $237 14,600 X 1 14,600
RARE HOSPITALITY INTL INC
COM 753820109 $4,725 185,300 X 1 185,300
RATIONAL SOFTWARE CORP
COM NEW 75409P202 $2,605 79,100 X 1 79,100
RAYCHEM CORP DEL
COM 754603108 $886 23,952 X 1 23,952
RAYMOND JAMES FINANCIAL INC
COM 754730109 $43 1,800 X 1 1,800
RAYONIER INC
COM 754907103 $30 600 X 1 600
RAYTHEON CO
CL B 755111408 $8,162 115,792 X 1 115,792
RCM TECHNOLOGIES INC
COM NEW 749360400 $2,720 205,300 X 1 205,300
READERS DIGEST ASSN INC
CL A NON VTG 755267101 $91 2,300 X 1 2,300
REALNETWORKS INC
COM 75605L104 $441 6,400 X 1 6,400
RECKSON ASSOCS RLTY CORP
COM 75621K106 $7,370 313,600 X 1 313,600
CL B 75621K304 $823 34,472 X 1 34,472
REEBOK INTL LTD
COM 758110100 $64 3,422 X 1 3,422
REGAL BELOIT CORP
COM 758750103 $21 900 X 1 900
REGENCY RLTY CORP
COM 758939102 $5,605 255,500 X 1 255,500
REGIONS FINL CORP
COM 758940100 $3,689 95,975 X 1 95,975
REGIS CORP MINN
COM 758932107 $3,206 167,100 X 1 167,100
REINSURANCE GROUP AMER INC
COM 759351109 $1,780 50,500 X 1 50,500
RELIANCE STEEL & ALUMINUM CO
COM 759509102 $74 1,900 X 1 1,900
RELIANT ENERGY INC
COM 75952J108 $3,696 133,783 X 1 133,783
RELIASTAR FINL CORP
COM 75952U103 $17,294 395,300 X 1 395,300
REMEDY CORP
COM 759548100 $602 22,400 X 1 22,400
RENAL CARE GROUP INC
COM 759930100 $72 2,800 X 1 2,800
RENT A CTR INC NEW
COM 76009N100 $1,764 73,500 X 1 73,500
RENTAL SERVICE CORP
COM 76009V102 $2,072 72,400 X 1 72,400
REPUBLIC GROUP INC
COM 760473108 $14 800 X 1 800
REPUBLIC N Y CORP
COM 760719104 $27,275 400,000 X 1 400,000
REPUBLIC SECURITY FINL CORP
COM 760758102 $2,084 248,800 X 1 248,800
RESMED INC
COM 761152107 $2,373 71,500 X 1 71,500
RESOURCE AMERICA INC
CL A 761195205 $1,059 73,000 X 1 73,000
REX STORES CORP
COM 761624105 $1,601 53,700 X 1 53,700
REYNOLDS & REYNOLDS CO
CL A 761695105 $3,287 141,000 X 1 141,000
REYNOLDS METALS CO
COM 761763101 $1,306 22,135 X 1 22,135
REYNOLDS R J TOB HLDGS INC
COM 76182K105 $83 2,600 X 1 2,600
RFS HOTEL INVS INC
COM 74955J108 $1,710 136,100 X 1 136,100
RHYTHMS NETCONNECTIONS INC
COM 762430205 $3,479 59,600 X 1 59,600
RICHFOOD HLDGS INC
COM 763408101 $42 2,400 X 1 2,400
RIGGS NATL CORP WASH DC
COM 766570105 $35 1,700 X 1 1,700
RITE AID CORP
COM 767754104 $845 34,306 X 1 34,306
ROADWAY EXPRESS INC DEL
COM 769742107 $4,687 241,900 X 1 241,900
ROBERTS PHARMACEUTICAL CORP
COM 770491108 $14,053 579,500 X 1 579,500
ROCKWELL INTL CORP NEW
COM 773903109 $23,814 392,008 X 1 392,008
ROHM & HAAS CO
COM 775371107 $26,202 611,109 X 1 611,109
ROLLINS TRUCK LEASING CORP
COM 775741101 $1,253 112,600 X 1 112,600
ROPER INDS INC NEW
COM 776696106 $102 3,200 X 1 3,200
ROSLYN BANCORP INC
COM 778162107 $2,078 120,900 X 1 120,900
ROSS STORES INC
COM 778296103 $96 1,900 X 1 1,900
ROWAN COS INC
COM 779382100 $92 5,028 X 1 5,028
ROYAL DUTCH PETE CO
NY REG 780257804 $161,117 2,674,138 X 1 2,674,138
RPM INC OHIO
COM 749685103 $26 1,800 X 1 1,800
RTI INTL METALS INC
COM 74973W107 $5,173 352,200 X 1 352,200
RUBY TUESDAY INC
COM 781182100 $3,644 191,800 X 1 191,800
RUDDICK CORP
COM 781258108 $22 1,100 X 1 1,100
RUSS BERRIE & CO
COM 782233100 $2,398 96,900 X 1 96,900
RUSSELL CORP
COM 782352108 $252 12,923 X 1 12,923
RYANS FAMILY STEAK HOUSE INC
COM 783519101 $2,148 184,800 X 1 184,800
RYDER SYS INC
COM 783549108 $564 21,689 X 1 21,689
RYLAND GROUP INC
COM 783764103 $11,136 375,100 X 1 375,100
S3 INC
COM 784849101 $50 5,500 X 1 5,500
SAFECO CORP
COM 786429100 $753 17,066 X 1 17,066
SAFEGUARD SCIENTIFICS INC
COM 786449108 $3,503 55,600 X 1 55,600
SAFETY-KLEEN CORP NEW
COM NEW 78648R203 $1,136 62,675 X 1 62,675
SAFEWAY INC
COM NEW 786514208 $172,079 3,476,350 X 1 3,476,350
SAKS INC
COM 79377W108 $87 3,000 X 1 3,000
SALTON INC
COM 795757103 $2,285 45,700 X 1 45,700
SANMINA CORP
COM 800907107 $99 1,300 X 1 1,300
SANTA FE INTL CORP
ORD G7805C108 $3,289 143,000 X 1 143,000
SANTA FE SNYDER CORP
COM 80218K105 $17 2,100 X 1 2,100
SARA LEE CORP
COM 803111103 $8,638 380,722 X 1 380,722
SAWTEK INC
COM 805468105 $3,285 71,600 X 1 71,600
SBC COMMUNICATIONS INC
COM 78387G103 $92,719 1,598,599 X 1 1,598,599
SCANA CORP
COM 805898103 $54 2,300 X 1 2,300
SCHERING PLOUGH CORP
COM 806605101 $90,310 1,703,954 X 1 1,703,954
SCHLUMBERGER LTD
COM 806857108 $35,819 562,412 X 1 562,412
SCHOLASTIC CORP
COM 807066105 $2,182 43,100 X 1 43,100
SCHWAB CHARLES CORP NEW
COM 808513105 $26,013 236,750 X 1 236,750
SCHWEITZER-MAUDUIT INTL INC
COM 808541106 $698 46,500 X 1 46,500
SCI SYS INC
COM 783890106 $43 900 X 1 900
SCIENTIFIC ATLANTA INC
COM 808655104 $783 21,756 X 1 21,756
SCOTT TECHNOLOGIES INC
COM 810022301 $35 1,800 X 1 1,800
SCOTTS CO
CL A 810186106 $95 2,000 X 1 2,000
SEACOR SMIT INC
COM 811904101 $952 17,800 X 1 17,800
SEAGATE TECHNOLOGY
COM 811804103 $2,764 107,868 X 1 107,868
SEAGRAM LTD
COM 811850106 $5,096 101,158 X 1 101,158
SEALED AIR CORP NEW
COM 81211K100 $1,321 20,365 X 1 20,365
SEARS ROEBUCK & CO
COM 812387108 $7,744 173,768 X 1 173,768
SECURITY DYNAMICS TECHNOLOGIES
COM 814208104 $43 2,000 X 1 2,000
SEI INVESTMENTS CO
COM 784117103 $388 4,400 X 1 4,400
SEITEL INC
COM NEW 816074306 $13,139 811,700 X 1 811,700
SELECTIVE INS GROUP INC
COM 816300107 $25 1,300 X 1 1,300
SEMPRA ENERGY
COM 816851109 $54,591 2,412,849 X 1 2,412,849
SEMTECH CORP
COM 816850101 $4,759 91,300 X 1 91,300
SERENA SOFTWARE INC
COM 817492101 $636 47,300 X 1 47,300
SERVICE CORP INTL
COM 817565104 $315 16,383 X 1 16,383
SERVICE EXPERTS INC
COM 817567100 $26 1,200 X 1 1,200
SHARED MED SYS CORP
COM 819486101 $152 2,326 X 1 2,326
SHAW INDS INC
COM 820286102 $98 5,600 X 1 5,600
SHERWIN WILLIAMS CO
COM 824348106 $1,906 68,692 X 1 68,692
SHOPKO STORES INC
COM 824911101 $99 2,700 X 1 2,700
SHOREWOOD PACKAGING CORP
COM 825229107 $3,776 204,800 X 1 204,800
SHURGARD STORAGE CTRS INC
COM 82567D104 $1,310 48,300 X 1 48,300
SIEBEL SYS INC
COM 826170102 $1,519 22,900 X 1 22,900
SIERRA HEALTH SVCS INC
COM 826322109 $9 600 X 1 600
SIERRA PAC RES
COM 826425100 $1,986 54,600 X 1 54,600
SIGCORP INC
COM 826912107 $5,558 196,300 X 1 196,300
SIGMA ALDRICH CORP
COM 826552101 $1,375 39,914 X 1 39,914
SILICON GRAPHICS INC
COM 827056102 $182 11,089 X 1 11,089
SILICON VY BANCSHARES
COM 827064106 $12 500 X 1 500
SIMON PPTY GROUP INC NEW
COM 828806109 $15,239 600,544 X 1 600,544
SIMPSON INDS INC
COM 829060102 $18 1,800 X 1 1,800
SIMPSON MANUFACTURING CO INC
COM 829073105 $4,299 90,500 X 1 90,500
SKYLINE CORP
COM 830830105 $18 600 X 1 600
SKYWEST INC
COM 830879102 $3,269 131,100 X 1 131,100
SL GREEN RLTY CORP
COM 78440X101 $1,854 90,700 X 1 90,700
SLI INC
COM 78442T108 $4,685 173,500 X 1 173,500
SLM HLDG CORP
COM 78442A109 $3,234 70,600 X 1 70,600
SMITH A O
COM 831865209 $1,267 45,250 X 1 45,250
SMITH CHARLES E RESDNTL RLTY
COM 832197107 $1,055 31,100 X 1 31,100
SMITH INTL INC
COM 832110100 $39 900 X 1 900
SMITHFIELD FOODS INC
COM 832248108 $3,140 93,900 X 1 93,900
SNAP ON INC
COM 833034101 $981 27,119 X 1 27,119
SNYDER COMMUNICATIONS INC
COM 832914105 $36 1,100 X 1 1,100
SODAK GAMING INC
COM 833777105 $53 5,600 X 1 5,600
SOLECTRON CORP
COM 834182107 $17,709 265,550 X 1 265,550
SOLUTIA INC
COM 834376105 $2,359 110,700 X 1 110,700
SONAT INC
COM 835415100 $528 15,932 X 1 15,932
SONIC AUTOMOTIVE INC
CL A 83545G102 $161 11,700 X 1 11,700
SONIC CORP
COM 835451105 $5,979 183,250 X 1 183,250
SONOCO PRODS CO
COM 835495102 $49 1,650 X 1 1,650
SOTHEBYS HLDGS INC
CL A 835898107 $5,284 138,600 X 1 138,600
SOUTHDOWN INC
COM 841297104 $10,171 158,300 X 1 158,300
SOUTHERN CO
COM 842587107 $8,375 316,035 X 1 316,035
SOUTHERN ENERGY HOMES INC
COM 842814105 $2 400 X 1 400
SOUTHTRUST CORP
COM 844730101 $2,778 72,400 X 1 72,400
SOUTHWEST AIRLS CO
COM 844741108 $19,767 635,086 X 1 635,086
SOUTHWEST GAS CORP
COM 844895102 $7,855 274,400 X 1 274,400
SOUTHWEST SECS GROUP INC
COM 845224104 $5,188 72,500 X 1 72,500
SOUTHWESTERN ENERGY CO
COM 845467109 $2,699 255,500 X 1 255,500
SOVEREIGN BANCORP INC
COM 845905108 $64 5,300 X 1 5,300
SOVRAN SELF STORAGE INC
COM 84610H108 $943 35,000 X 1 35,000
SPARTECH CORP
COM NEW 847220209 $5,889 186,200 X 1 186,200
SPECIALTY EQUIP COS INC
COM NEW 847497203 $44 1,500 X 1 1,500
SPEEDWAY MOTORSPORTS INC
COM 847788106 $4 100 X 1 100
SPIEKER PPTYS INC
COM 848497103 $5,011 128,900 X 1 128,900
SPRINGS INDS INC
CL A 851783100 $856 19,618 X 1 19,618
SPRINT CORP
COM FON 852061100 $114,444 2,166,986 X 1 2,166,986
PCS COM SER 852061506 $10,599 185,546 X 1 185,546
SPS TECHNOLOGIES INC
COM 784626103 $53 1,400 X 1 1,400
SPX CORP
COM 784635104 $84 1,000 X 1 1,000
ST JOHN KNITS INC
COM 790289102 $12 400 X 1 400
ST JUDE MED INC
COM 790849103 $512 14,376 X 1 14,376
ST PAUL BANCORP INC
COM 792848103 $69 2,700 X 1 2,700
ST PAUL COS INC
COM 792860108 $2,204 69,296 X 1 69,296
STANDARD MTR PRODS INC
COM 853666105 $3,278 133,800 X 1 133,800
STANDARD PAC CORP NEW
COM 85375C101 $29 2,200 X 1 2,200
STANDARD REGISTER CO
COM 853887107 $31 1,000 X 1 1,000
STANDEX INTL CORP
COM 854231107 $22 800 X 1 800
STANLEY WKS
COM 854616109 $604 18,752 X 1 18,752
STAPLES INC
COM 855030102 $8,629 278,925 X 1 278,925
STARBUCKS CORP
COM 855244109 $120 3,200 X 1 3,200
STARWOOD FINL TR MD
CL A SH BEN 85568W104 $39 626 X 1 626
STARWOOD HOTELS&RESORTS WRLDWD
PAIRED CTF 85590A203 $12,523 409,750 X 1 409,750
STATE STR CORP
COM 857477103 $6,305 73,845 X 1 73,845
STEEL TECHNOLOGIES INC
COM 858147101 $8 800 X 1 800
STEIN MART INC
COM 858375108 $44 4,700 X 1 4,700
STEINWAY MUSICAL INSTRS INC
COM ORD 858495104 $2,356 88,900 X 1 88,900
STERIS CORP
COM 859152100 $21 1,100 X 1 1,100
STERLING SOFTWARE INC
COM 859547101 $3,088 115,700 X 1 115,700
STEWART ENTERPRISES INC
CL A 860370105 $29 2,000 X 1 2,000
STILLWATER MNG CO
COM 86074Q102 $343 10,550 X 1 10,550
STOLT COMEX SEAWAY SA
COM L8873E103 $1,052 96,700 X 1 96,700
STONE ENERGY CORP
COM 861642106 $1,648 38,900 X 1 38,900
STRIDE RITE CORP
COM 863314100 $39 3,800 X 1 3,800
STRUCTURAL DYNAMICS RESH CORP
COM 863555108 $17 900 X 1 900
STRYKER CORP
COM 863667101 $132 2,200 X 1 2,200
STURM RUGER & CO INC
COM 864159108 $15 1,400 X 1 1,400
SUIZA FOODS CORP
COM 865077101 $17 400 X 1 400
SUMMIT BANCORP
COM 866005101 $6,628 158,525 X 1 158,525
SUMMIT PPTYS INC
COM 866239106 $5,072 256,800 X 1 256,800
SUMMIT TECHNOLOGY INC
COM 86627E101 $53 2,400 X 1 2,400
SUN COMMUNITIES INC
COM 866674104 $4,173 117,550 X 1 117,550
SUN MICROSYSTEMS INC
COM 866810104 $78,342 1,137,454 X 1 1,137,454
SUNGARD DATA SYS INC
COM 867363103 $45 1,300 X 1 1,300
SUNGLASS HUT INTL INC
COM 86736F106 $1,451 84,400 X 1 84,400
SUNOCO INC
COM 86764P109 $64,737 2,144,490 X 1 2,144,490
SUNSTONE HOTEL INVS INC
COM 867933103 $885 104,100 X 1 104,100
SUNTRUST BKS INC
COM 867914103 $9,525 137,168 X 1 137,168
SUPERIOR INDS INTL INC
COM 868168105 $30 1,100 X 1 1,100
SUPERIOR SVCS INC
COM 868316100 $35 1,300 X 1 1,300
SUPERIOR TELECOM INC
COM 868365107 $2,104 84,175 X 1 84,175
SUPERVALU INC
COM 868536103 $39,053 1,520,310 X 1 1,520,310
SUPREMA SPECIALTIES INC
COM 86859F107 $1,329 191,600 X 1 191,600
SUSQUEHANNA BANCSHARES INC PA
COM 869099101 $22 1,250 X 1 1,250
SWIFT ENERGY CO
COM 870738101 $553 51,700 X 1 51,700
SWIFT TRANSN CO
COM 870756103 $5,024 228,375 X 1 228,375
SYBRON INTL CORP
COM 87114F106 $50 1,800 X 1 1,800
SYKES ENTERPRISES INC
COM 871237103 $1,882 56,400 X 1 56,400
SYMANTEC CORP
COM 871503108 $51 2,000 X 1 2,000
SYMBOL TECHNOLOGIES INC
COM 871508107 $72 1,950 X 1 1,950
SYNCOR INTL CORP DEL
COM 87157J106 $32 900 X 1 900
SYNOPSYS INC
COM 871607107 $110 2,000 X 1 2,000
SYNOVUS FINL CORP
COM 87161C105 $1,950 98,125 X 1 98,125
SYSCO CORP
COM 871829107 $4,065 136,360 X 1 136,360
TACO CABANA INC
COM 873425102 $3,447 338,400 X 1 338,400
TANDY CORP
COM 875382103 $33,718 689,886 X 1 689,886
TANGER FACTORY OUTLET CTRS INC
PFD A CV 875465205 $1,418 60,000 X 1 60,000
TARRANT APPAREL GROUP
COM 876289109 $1,167 51,300 X 1 51,300
TBC CORP
COM 872180104 $14 2,000 X 1 2,000
TCA CABLE TV INC
COM 872241104 $89 1,600 X 1 1,600
TCF FINL CORP
COM 872275102 $36 1,300 X 1 1,300
TECH DATA CORP
COM 878237106 $42 1,100 X 1 1,100
TECHNE CORP
COM 878377100 $667 26,300 X 1 26,300
TECHNITROL INC
COM 878555101 $29 900 X 1 900
TECO ENERGY INC
COM 872375100 $48 2,100 X 1 2,100
TECUMSEH PRODS CO
CL A 878895200 $7,758 128,100 X 1 128,100
TEKTRONIX INC
COM 879131100 $87 2,890 X 1 2,890
TELEBANC FINANCIAL CORP
COM 87925R109 $4,650 120,000 X 1 120,000
TELECOMUNICACOES BRASILEIRAS S
SPONSORED 879287308 $3,021 33,500 X 1 33,500
TELEFLEX INC
COM 879369106 $35 800 X 1 800
TELEFONOS DE MEXICO S A
SPNS ADR ORD 879403780 $3,683 45,580 X 1 45,580
TELIGENT INC
CL A 87959Y103 $5,981 100,000 X 1 100,000
TELLABS INC
COM 879664100 $218,392 3,232,444 X 1 3,232,444
TEMPLE INLAND INC
COM 879868107 $1,710 25,054 X 1 25,054
TENET HEALTHCARE CORP
COM 88033G100 $344 18,555 X 1 18,555
TENNECO INC NEW
COM 88037E101 $242 10,139 X 1 10,139
TERADYNE INC
COM 880770102 $2,791 38,900 X 1 38,900
TERAYON COMMUNICATION SYS
COM 880775101 $4,051 72,500 X 1 72,500
TEREX CORP NEW
COM 880779103 $4,617 151,700 X 1 151,700
TESORO PETE CORP
COM 881609101 $17,439 1,094,200 X 1 1,094,200
TETRA TECH INC NEW
COM 88162G103 $39 2,375 X 1 2,375
TEXACO INC
COM 881694103 $35,469 567,510 X 1 567,510
TEXAS INDS INC
COM 882491103 $5,080 131,100 X 1 131,100
TEXAS INSTRS INC
COM 882508104 $229,656 1,583,836 X 1 1,583,836
TEXAS UTILS CO
COM 882848104 $5,193 125,899 X 1 125,899
TEXTRON INC
COM 883203101 $17,090 207,624 X 1 207,624
THERMO BIOANALYSIS CORP
COM 88355H108 $1,345 77,400 X 1 77,400
THERMO ECOTEK CORP
COM 88355R106 $1 100 X 1 100
THERMO ELECTRON CORP
COM 883556102 $192 9,550 X 1 9,550
THOMAS & BETTS CORP
COM 884315102 $1,001 21,192 X 1 21,192
THOMAS INDS INC
COM 884425109 $1,556 75,900 X 1 75,900
THOR INDS INC
COM 885160101 $23 800 X 1 800
THQ INC
COM NEW 872443403 $11,719 407,600 X 1 407,600
TIDEWATER INC
COM 886423102 $4,343 142,400 X 1 142,400
TIFFANY & CO NEW
COM 886547108 $154 1,600 X 1 1,600
TIMBERLAND CO
CL A 887100105 $82 1,200 X 1 1,200
TIME WARNER INC
COM 887315109 $62,824 854,744 X 1 854,744
TIMES MIRROR CO NEW
COM SER A 887364107 $2,729 46,052 X 1 46,052
TIMKEN CO
COM 887389104 $75 3,836 X 1 3,836
TITANIUM METALS CORP
COM 888339108 $543 48,800 X 1 48,800
TJ INTL INC
COM 872534102 $25 800 X 1 800
TJX COS INC NEW
COM 872540109 $285,023 8,556,044 X 1 8,556,044
TMP WORLDWIDE INC
COM 872941109 $2,680 42,200 X 1 42,200
TNP ENTERPRISES INC
COM 872594106 $22 600 X 1 600
TOLL BROTHERS INC
COM 889478103 $890 41,500 X 1 41,500
TORCHMARK CORP
COM 891027104 $1,880 55,098 X 1 55,098
TORO CO
COM 891092108 $39 1,000 X 1 1,000
TOSCO CORP
COM NEW 891490302 $158 6,100 X 1 6,100
TOWER AUTOMOTIVE INC
COM 891707101 $3,884 152,700 X 1 152,700
TOYS R US INC
COM 892335100 $2,695 130,259 X 1 130,259
TRACTOR SUPPLY CO
COM 892356106 $336 12,300 X 1 12,300
TRAMMELL CROW CO
COM 89288R106 $329 20,000 X 1 20,000
TRANS WORLD ENTMT CORP
COM 89336Q100 $1,149 102,158 X 1 102,158
TRANSAMERICA CORP
COM 893485102 $3,737 49,830 X 1 49,830
TRANSOCEAN OFFSHORE INC CAYMON
ORD G90076103 $7,670 292,200 X 1 292,200
TRANSPORTATION TECH INDS INC
COM 89388T101 $4,225 318,900 X 1 318,900
TRANSWITCH CORP
COM 894065101 $2,847 60,100 X 1 60,100
TREDEGAR CORP
COM 894650100 $1,229 54,600 X 1 54,600
TRENDWEST RESORTS INC
COM 894917103 $42 1,900 X 1 1,900
TRENWICK GROUP INC
COM 895290104 $12 500 X 1 500
TRIAD GTY INC
COM 895925105 $807 45,000 X 1 45,000
TRIAD HOSPITALS INC
COM 89579K109 $0 0 X 1 0
TRIARC COS INC
CL A 895927101 $26 1,200 X 1 1,200
TRIBUNE CO NEW
COM 896047107 $4,554 52,266 X 1 52,266
TRICO MARINE SERVICES INC
COM 896106101 $2,105 320,700 X 1 320,700
TRICON GLOBAL RESTAURANTS
COM 895953107 $56,400 1,042,033 X 1 1,042,033
TRIGON HEALTHCARE INC
COM 89618L100 $3,256 89,500 X 1 89,500
TRINET CORP RLTY TR INC
COM 896287109 $1,732 62,550 X 1 62,550
TRINITY INDS INC
COM 896522109 $1,836 54,800 X 1 54,800
TRIQUINT SEMICONDUCTOR INC
COM 89674K103 $6,448 113,500 X 1 113,500
TRITON ENERGY LTD
ORD G90751101 $3,803 357,900 X 1 357,900
TRIUMPH GROUP INC NEW
COM 896818101 $1,390 54,500 X 1 54,500
TRIZEC HAHN CORP
SUB VTG 896938107 $2,804 137,600 X 1 137,600
TRUE NORTH COMMUNICATIONS INC
COM 897844106 $51 1,700 X 1 1,700
TRUSTCO BK CORP N Y
COM 898349105 $47 1,750 X 1 1,750
TRW INC
COM 872649108 $2,711 49,410 X 1 49,410
TSI INTERNATIONAL SOFTWARE LTD
COM 872879101 $4,662 164,300 X 1 164,300
TUPPERWARE CORP
COM 899896104 $135 5,300 X 1 5,300
TWEETER HOME ENTMT GROUP INC
COM 901167106 $5,008 127,600 X 1 127,600
TYCO INTL LTD NEW
COM 902124106 $379,594 4,006,268 X 1 4,006,268
TYSON FOODS INC
CL A 902494103 $104 4,600 X 1 4,600
U S FOODSERVICE
COM 90331R101 $81 1,900 X 1 1,900
U S G CORP
COM NEW 903293405 $7,050 125,900 X 1 125,900
U S HOME CORP NEW
COM 911920106 $1,161 32,700 X 1 32,700
U S RESTAURANT PPTYS INC
COM 902971100 $1,483 69,800 X 1 69,800
U S TR CORP NEW
COM 91288L105 $130 1,400 X 1 1,400
U S WEST INC NEW
COM 91273H101 $80,950 1,377,875 X 1 1,377,875
UCAR INTL INC
COM 90262K109 $25 1,000 X 1 1,000
ULTRAMAR DIAMOND SHAMROCK CORP
COM 904000106 $5,601 256,800 X 1 256,800
UNICOM CORP
COM 904911104 $20,663 535,821 X 1 535,821
UNILEVER N V
N Y SHS NEW 904784709 $13,415 192,324 X 1 192,324
UNION CARBIDE CORP
COM 905581104 $2,266 46,490 X 1 46,490
UNION PAC CORP
COM 907818108 $36,097 619,030 X 1 619,030
UNION PAC RES GROUP INC
COM 907834105 $12,685 777,602 X 1 777,602
UNION PLANTERS CORP
COM 908068109 $1,979 44,275 X 1 44,275
PFD CONV CL 908068307 $1,115 20,000 X 1 20,000
UNIONBANCAL CORP
COM 908906100 $4,566 126,400 X 1 126,400
UNISOURCE ENERGY CORP
COM 909205106 $6,055 507,200 X 1 507,200
UNISYS CORP
COM 909214108 $8,926 229,249 X 1 229,249
UNITED BANKSHARES INC WEST VA
COM 909907107 $42 1,600 X 1 1,600
UNITED DOMINION REALTY TR INC
COM 910197102 $2,272 193,375 X 1 193,375
UNITED HEALTHCARE CORP
COM 910581107 $43,665 697,252 X 1 697,252
UNITED ILLUM CO
COM 910637107 $42 1,000 X 1 1,000
UNITED PAYORS&UTD PROVIDERS
COM 911319101 $679 29,300 X 1 29,300
UNITED TECHNOLOGIES CORP
COM 913017109 $130,547 1,821,052 X 1 1,821,052
UNITED WTR RES INC
COM 913190104 $64 2,800 X 1 2,800
UNITRODE CORP
COM 913283107 $46 1,600 X 1 1,600
UNIVERSAL CORP VA
COM 913456109 $37 1,300 X 1 1,300
UNIVERSAL FOODS CORP
COM 913538104 $21 1,000 X 1 1,000
UNIVERSAL FST PRODS INC
COM 913543104 $28 1,300 X 1 1,300
UNIVERSAL HEALTH RLTY INCM TR
SH BEN INT 91359E105 $723 36,700 X 1 36,700
UNIVERSAL HLTH SVCS INC
CL B 913903100 $86 1,800 X 1 1,800
UNIVISION COMMUNICATIONS INC
CL A 914906102 $124 1,900 X 1 1,900
UNOCAL CORP
COM 915289102 $3,579 90,313 X 1 90,313
URBAN SHOPPING CTRS INC
COM 917060105 $2,517 79,900 X 1 79,900
URS CORP NEW
COM 903236107 $1,155 39,400 X 1 39,400
US AIRWAYS GROUP INC
COM 911905107 $1,255 28,799 X 1 28,799
US BANCORP DEL
COM 902973106 $10,819 318,191 X 1 318,191
USA NETWORKS INC
COM 902984103 $4,013 100,000 X 1 100,000
USFREIGHTWAYS CORP
COM 916906100 $5,178 111,800 X 1 111,800
UST CORP
COM 902900109 $57 1,900 X 1 1,900
UST INC
COM 902911106 $1,343 45,912 X 1 45,912
USX MARATHON GROUP
COM NEW 902905827 $23,480 721,089 X 1 721,089
USX-U S STL
COM 90337T101 $559 20,698 X 1 20,698
UTILICORP UTD INC
COM 918005109 $92 3,800 X 1 3,800
V F CORP
COM 918204108 $2,257 52,794 X 1 52,794
VALASSIS COMMUNICATIONS INC
COM 918866104 $9,698 264,800 X 1 264,800
VALERO ENERGY CORP NEW
COM 91913Y100 $11 500 X 1 500
VALMONT INDS INC
COM 920253101 $24 1,400 X 1 1,400
VARCO INTL INC
COM 922126107 $2,481 229,500 X 1 229,500
VARIAN MED SYS INC
COM 92220P105 $33 1,300 X 1 1,300
VARLEN CORP
COM 922248109 $17,765 438,637 X 1 438,637
VERITAS SOFTWARE CO
COM 923436109 $1,699 17,900 X 1 17,900
VERITY INC
COM 92343C106 $5,760 106,300 X 1 106,300
VETERINARY CTRS AMER INC
COM 925514101 $647 47,700 X 1 47,700
VIACOM INC
CL B 925524308 $10,327 234,694 X 1 234,694
VICOR CORP
COM 925815102 $28 1,300 X 1 1,300
VISHAY INTERTECHNOLOGY INC
COM 928298108 $42 2,000 X 1 2,000
VISIO CORP
COM 927914101 $38 1,000 X 1 1,000
VISX INC DEL
COM 92844S105 $12,971 163,800 X 1 163,800
VITAL SIGNS INC
COM 928469105 $6 300 X 1 300
VITESSE SEMICONDUCTOR CORP
COM 928497106 $25,296 375,100 X 1 375,100
VODAFONE GROUP PLC
SPONSORED 92857T107 $18,439 93,600 X 1 93,600
VORNADO OPERATING CO
COM 92904N103 $44 5,445 X 1 5,445
VORNADO RLTY TR
SH BEN INT 929042109 $15,262 432,200 X 1 432,200
VULCAN MATLS CO
COM 929160109 $398 8,250 X 1 8,250
WACHOVIA CORP
COM 929771103 $8,038 93,945 X 1 93,945
WADDELL & REED FINL INC
CL B 930059209 $4 145 X 1 145
WAL MART STORES INC
COM 931142103 $280,360 5,810,579 X 1 5,810,579
WALDEN RESIDENTIAL PPTYS INC
COM 931210108 $1,527 71,000 X 1 71,000
WALGREEN CO
COM 931422109 $14,025 477,460 X 1 477,460
WALLACE COMPUTER SERVICES INC
COM 932270101 $50 2,000 X 1 2,000
WARNACO GROUP INC
CL A 934390105 $37 1,400 X 1 1,400
WARNER LAMBERT CO
COM 934488107 $30,379 437,892 X 1 437,892
WASHINGTON GAS LT CO
COM 938837101 $39 1,500 X 1 1,500
WASHINGTON MUT INC
COM 939322103 $16,451 465,041 X 1 465,041
WASHINGTON POST CO
CL B 939640108 $108 200 X 1 200
WASTE MGMT INC DEL
COM 94106L109 $25,006 465,234 X 1 465,234
WATERS CORP
COM 941848103 $40,433 761,100 X 1 761,100
WATSCO INC
COM 942622200 $1,350 82,450 X 1 82,450
WATSON PHARMACEUTICALS INC
COM 942683103 $14,355 409,400 X 1 409,400
WATTS INDS INC
CL A 942749102 $4 200 X 1 200
WD-40 CO
COM 929236107 $15 600 X 1 600
WEBB DEL CORP
COM 947423109 $4,885 204,600 X 1 204,600
WEBSTER FINL CORP CONN
COM 947890109 $1,885 69,500 X 1 69,500
WEBTRENDS CORP
COM 94844D104 $544 11,800 X 1 11,800
WEEKS CORP
COM 94856P102 $3,675 120,500 X 1 120,500
WELLPOINT HEALTH NETWORK NEW
COM 94973H108 $1,383 16,300 X 1 16,300
WELLS FARGO & CO NEW
COM 949746101 $40,202 940,390 X 1 940,390
WENDYS INTL INC
COM 950590109 $1,070 37,786 X 1 37,786
WERNER ENTERPRISES INC
COM 950755108 $64 3,075 X 1 3,075
WESLEY JESSEN VISIONCARE INC
COM 951018100 $36 1,100 X 1 1,100
WESTAMERICA BANCORPORATION
COM 957090103 $18 500 X 1 500
WESTFIELD AMER INC
COM 959910100 $753 50,000 X 1 50,000
WESTINGHOUSE AIR BRAKE CO NEW
COM 960386100 $3,268 126,000 X 1 126,000
WESTPOINT STEVENS INC
COM 961238102 $63 2,100 X 1 2,100
WESTVACO CORP
COM 961548104 $1,009 34,778 X 1 34,778
WESTWOOD ONE INC
COM 961815107 $46 1,300 X 1 1,300
WET SEAL INC
CL A 961840105 $52 1,800 X 1 1,800
WEYERHAEUSER CO
COM 962166104 $14,661 213,257 X 1 213,257
WHIRLPOOL CORP
COM 963320106 $2,881 38,938 X 1 38,938
WHITMAN CORP NEW
COM 96647R107 $16 900 X 1 900
WHITNEY HLDG CORP
COM 966612103 $32 800 X 1 800
WHITTAKER CORP DEL
COM PAR 966680407 $1,095 39,100 X 1 39,100
WHITTMAN-HART INC
COM 966834103 $79 2,500 X 1 2,500
WHOLE FOODS MKT INC
COM 966837106 $48 1,000 X 1 1,000
WICOR INC
COM 929253102 $87 3,100 X 1 3,100
WILLAMETTE INDS INC
COM 969133107 $4,609 100,050 X 1 100,050
WILLIAMS COS INC DEL
COM 969457100 $4,174 98,074 X 1 98,074
WILLIAMS SONOMA INC
COM 969904101 $97 2,800 X 1 2,800
WILMINGTON TRUST CORP
COM 971807102 $34 600 X 1 600
WINN DIXIE STORES INC
COM 974280109 $1,645 44,525 X 1 44,525
WINNEBAGO INDS INC
COM 974637100 $3,044 135,300 X 1 135,300
WINSLOEW FURNITURE INC
COM 975377102 $1,036 30,800 X 1 30,800
WISCONSIN ENERGY CORP
COM 976657106 $53 2,100 X 1 2,100
WIT CAP GROUP INC
COM 97737K309 $340 10,000 X 1 10,000
WLR FOODS INC
COM 929286102 $21 2,600 X 1 2,600
WOLVERINE TUBE INC
COM 978093102 $43 1,700 X 1 1,700
WORLD COLOR PRESS INC DEL
COM 981443104 $5,893 214,300 X 1 214,300
WORLDGATE COMMUNICATIONS INC
COM 98156L307 $3,639 71,000 X 1 71,000
WORTHINGTON INDS INC
COM 981811102 $200 12,168 X 1 12,168
WRIGLEY WM JR CO
COM 982526105 $3,699 41,099 X 1 41,099
WYNNS INTL INC
COM 983195108 $641 34,775 X 1 34,775
XEROX CORP
COM 984121103 $32,684 553,380 X 1 553,380
XILINX INC
COM 983919101 $2,874 50,200 X 1 50,200
XIRCOM INC
COM 983922105 $4,049 134,700 X 1 134,700
XL CAP LTD
CL A G98255105 $11,599 205,300 X 1 205,300
XOMED SURGICAL PRODS INC
COM 98412V107 $10,492 215,500 X 1 215,500
YELLOW CORP
COM 985509108 $37 2,100 X 1 2,100
YORK INTL CORP NEW
COM 986670107 $69 1,600 X 1 1,600
YORK RESH CORP
COM 987048105 $2,879 465,300 X 1 465,300
YOUNG & RUBICAM INC
COM 987425105 $11,187 246,200 X 1 246,200
ZALE CORP NEW
COM 988858106 $14,672 366,800 X 1 366,800
ZAPATA CORP
COM NEW 989070503 $3,003 353,300 X 1 353,300
ZEBRA TECHNOLOGIES CORP
CL A 989207105 $35 900 X 1 900
ZIFF-DAVIS INC
COM ZD 989511100 $2,258 148,700 X 1 148,700
ZIONS BANCORPORATION
COM 989701107 $95 1,500 X 1 1,500
ZOMAX INC MINN
COM 989929104 $1,267 28,800 X 1 28,800
Report total for Market $21,312,347
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