|
|
|
|
|
|
|
|
|
|
|
|
|
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2000
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 November 15, 2000
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>
FORM 13F SUMMARY REPORT
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 1,844
Form 13F Information Table Value Total: $24,698,033
List of Other included Managers:
No. 13F File Number Name
<PAGE>
<TABLE> <C> <C> <C> <C> <C> <C> <C>
AELTUS INVESTMENT MANAGEMENT, INC.
ITEM 6
INVESTMENT
DISCRETION
------------------
(A) (B) (C) ITEM7 ITEM 8
SOLE SHARED SHARED MAN- VOTING AUTHORITY
ITEM 2 ITEM 4 ITEM 5 AS OTHER AGERS (SHARES)
ITEM 3 DEFINED SEE -----------------
ITEM 1 TITLE FAIR SHARES OR IN INSTR INSTR (A) (B) (C)
OF CUSIP MARKET PRINCIPAL
NAME OF ISSUER CLASS NUMBER VALUE AMOUNT V V SOLE SHRD NONE
24 / 7 MEDIA INC
COM 901314104 $168 16,600 X 1 16,600
3COM CORP
COM 885535104 $5,531 311,600 X 1 311,600
4 KIDS ENTMT INC
COM 350865101 $12 800 X 1 800
99 CENTS ONLY STORES
COM 65440K106 $48 2,132 X 1 2,132
A D C TELECOMMUNICATIONS
COM 000886101 $26,132 1,222,550 X 1 1,222,550
AARON RENTS INC
COM 002535201 $8 500 X 1 500
ABBOTT LABS
COM 002824100 $136,353 2,581,828 X 1 2,581,828
ABERCROMBIE & FITCH CO
CL A 002896207 $15,393 653,300 X 1 653,300
ABGENIX INC
COM 00339B107 $371 4,700 X 1 4,700
ABM INDS INC
COM 000957100 $42 1,500 X 1 1,500
ACE LTD
ORD G0070K103 $20,280 516,700 X 1 516,700
ACNIELSEN CORP
COM 004833109 $5,418 226,650 X 1 226,650
ACT MFG INC
COM 000973107 $7,315 200,700 X 1 200,700
ACTEL CORP
COM 004934105 $6,149 167,900 X 1 167,900
ACTUATE CORP
COM 00508B102 $4,070 144,400 X 1 144,400
ACTV INC
COM 00088E104 $1,851 134,600 X 1 134,600
ACUSON CORP
COM 005113105 $48 2,100 X 1 2,100
ACXIOM CORP
COM 005125109 $11,093 275,600 X 1 275,600
ADAC LABS
COM NEW 005313200 $31 2,400 X 1 2,400
ADAPTEC INC
COM 00651F108 $1,271 80,350 X 1 80,350
ADAPTIVE BROADBAND CORP
COM 00650M104 $16 1,000 X 1 1,000
ADMINISTAFF INC
COM 007094105 $5,265 148,300 X 1 148,300
ADOBE SYS INC
COM 00724F101 $34,198 449,600 X 1 449,600
ADTRAN INC
COM 00738A106 $232 6,100 X 1 6,100
ADVANCE PARADIGM INC
COM 007491103 $83 1,700 X 1 1,700
ADVANCED ENERGY INDS
COM 007973100 $2,230 129,300 X 1 129,300
ADVANCED FIBRE COMMUNICATIONS
COM 00754A105 $996 30,600 X 1 30,600
ADVANCED MICRO DEVICES INC
COM 007903107 $8,764 387,360 X 1 387,360
ADVANCED TISSUE SCIENCES INC
COM 00755F103 $38 5,400 X 1 5,400
ADVENT SOFTWARE INC
COM 007974108 $5,790 96,800 X 1 96,800
ADVO INC
COM 007585102 $3,343 90,800 X 1 90,800
AEROFLEX INC
COM 007768104 $5,260 88,400 X 1 88,400
AES CORP
COM 00130H105 $74,473 1,318,100 X 1 1,318,100
AETHER SYS INC
COM 00808V105 $16 200 X 1 200
AETNA INC
COM 008117103 $428 7,400 X 1 7,400
AFFILIATED COMPUTER SERVICES
CL A 008190100 $278 5,000 X 1 5,000
AFFILIATED MANAGERS GROUP
COM 008252108 $7,269 120,900 X 1 120,900
AFFYMETRIX INC
COM 00826T108 $11 200 X 1 200
AFLAC INC
COM 001055102 $34,343 470,050 X 1 470,050
AGCO CORP
COM 001084102 $104 9,100 X 1 9,100
AGENCY COM LTD
COM 008447104 $457 30,600 X 1 30,600
AGILE SOFTWARE CORP DEL
COM 00846X105 $15 200 X 1 200
AGILENT TECHNOLOGIES INC
COM 00846U101 $13,911 300,361 X 1 300,361
AGL RES INC
COM 001204106 $96 4,700 X 1 4,700
AGRIBRANDS INTL INC
COM 00849R105 $30 700 X 1 700
AIR PRODS & CHEMS INC
COM 009158106 $5,717 153,209 X 1 153,209
AIRBORNE FGHT CORP
COM 009266107 $6 600 X 1 600
AIRGAS INC
COM 009363102 $18 2,700 X 1 2,700
AK STL HLDG CORP
COM 001547108 $2,427 262,400 X 1 262,400
AKAMAI TECHNOLOGIES INC
COM 00971T101 $20 400 X 1 400
ALASKA AIR GROUP INC
COM 011659109 $3 100 X 1 100
ALBANY INTL CORP
CL A 012348108 $30 2,828 X 1 2,828
ALBANY MOLECULAR RESH INC
COM 012423109 $5,411 93,100 X 1 93,100
ALBEMARLE CORP
COM 012653101 $6,585 284,000 X 1 284,000
ALBERTO CULVER CO
CL B CONV 013068101 $796 23,727 X 1 23,727
ALBERTSONS INC
COM 013104104 $6,126 258,620 X 1 258,620
ALCAN ALUMINIUM LTD NEW
COM 013716105 $1,864 59,046 X 1 59,046
ALCIDE CORP
COM NEW 013742507 $3,153 112,000 X 1 112,000
ALCOA INC
COM 013817101 $24,913 868,434 X 1 868,434
ALEXANDER & BALDWIN INC
COM 014482103 $92 3,700 X 1 3,700
ALEXANDRIA REAL ESTATE EQ INC
COM 015271109 $4,575 135,050 X 1 135,050
ALEXION PHARMACEUTICALS INC
COM 015351109 $3,856 37,300 X 1 37,300
ALKERMES INC
COM 01642T108 $2,550 68,800 X 1 68,800
ALLEGHENY ENERGY INC
COM 017361106 $475 11,600 X 1 11,600
ALLEGHENY TECHNOLOGIES INC
COM 01741R102 $1,007 49,751 X 1 49,751
ALLEGIANCE TELECOM INC
COM 01747T102 $6 200 X 1 200
ALLEN TELECOM INC
COM 018091108 $34 1,800 X 1 1,800
ALLERGAN INC
COM 018490102 $80,986 963,403 X 1 963,403
ALLETE
COM 018522102 $6,048 280,500 X 1 280,500
ALLIANCE PHARMACEUTICAL CORP
COM 018773101 $6,705 467,900 X 1 467,900
ALLIANCE SEMICONDUCTOR CORP
COM 01877H100 $64 3,200 X 1 3,200
ALLIANT CORP
COM 018802108 $5,121 168,950 X 1 168,950
ALLIANT TECHSYSTEMS INC
COM 018804104 $10,981 122,100 X 1 122,100
ALLIED WASTE INDS INC
COM 019589308 $148 16,000 X 1 16,000
ALLMERICA FINL CORP
COM 019754100 $322 5,100 X 1 5,100
ALLSTATE CORP
COM 020002101 $18,881 469,100 X 1 469,100
ALLTEL CORP
COM 020039103 $16,692 259,035 X 1 259,035
ALPHA INDS INC
COM 020753109 $9,326 243,800 X 1 243,800
ALPHARMA INC
CL A 020813101 $4,234 109,100 X 1 109,100
ALTERA CORP
COM 021441100 $28,611 698,900 X 1 698,900
ALZA CORP DEL
COM 022615108 $35,538 439,084 X 1 439,084
AMB PROPERTY CORP
COM 00163T109 $315 13,400 X 1 13,400
AMBAC FINL GROUP INC
COM 023139108 $35,620 446,300 X 1 446,300
AMCAST INDL CORP
COM 023395106 $1 100 X 1 100
AMERADA HESS CORP
COM 023551104 $32,008 516,262 X 1 516,262
AMEREN CORP
COM 023608102 $3,824 96,206 X 1 96,206
AMERICA ONLINE INC DEL
COM 02364J104 $290,694 5,764,305 X 1 5,764,305
AMERICA WEST HLDG CORP
CL B 023657208 $7,089 683,800 X 1 683,800
AMERICAN CAPITAL STRATEGIES
COM 024937104 $9,496 422,000 X 1 422,000
AMERICAN EAGLE OUTFITTERS NEW
COM 02553E106 $6,113 177,500 X 1 177,500
AMERICAN ELEC PWR INC
COM 025537101 $8,421 202,915 X 1 202,915
AMERICAN EXPRESS CO
COM 025816109 $132,955 2,215,921 X 1 2,215,921
AMERICAN FINL GROUP INC OHIO
COM 025932104 $129 6,000 X 1 6,000
AMERICAN FINL HLDGS INC
COM 026075101 $4,011 224,400 X 1 224,400
AMERICAN FREIGHTWAYS CORP
COM 02629V108 $31 1,900 X 1 1,900
AMERICAN GENERAL CORP
COM 026351106 $27,369 339,989 X 1 339,989
AMERICAN GREETINGS CORP
CL A 026375105 $5,814 325,242 X 1 325,242
AMERICAN HOME PRODS CORP
COM 026609107 $107,628 1,694,922 X 1 1,694,922
AMERICAN INTL GROUP INC
COM 026874107 $370,250 3,778,062 X 1 3,778,062
AMERICAN ITALIAN PASTA CO
CL A 027070101 $12 600 X 1 600
AMERICAN MGMT SYS INC
COM 027352103 $63 2,900 X 1 2,900
AMERICAN PWR CONVERSION CORP
COM 029066107 $1,634 126,275 X 1 126,275
AMERICAN SOFTWARE INC
CL A 029683109 $2,275 699,950 X 1 699,950
AMERICAN STD COS INC DEL
COM 029712106 $16,130 351,600 X 1 351,600
AMERICAN TOWER CORP
CL A 029912201 $8 200 X 1 200
AMERICAN WTR WKS INC
COM 030411102 $129 5,300 X 1 5,300
AMERICREDIT CORP
COM 03060R101 $7,084 263,600 X 1 263,600
AMERIPATH INC
COM 03071D109 $1,524 84,950 X 1 84,950
AMERISOURCE HEALTH CORP
CL A 03071P102 $5,191 119,500 X 1 119,500
AMERITRADE HLDG CORP
CL A 03072H109 $9 600 X 1 600
AMETEK INC NEW
COM 031100100 $85 3,900 X 1 3,900
AMGEN INC
COM 031162100 $81,691 1,409,990 X 1 1,409,990
AMKOR TECHNOLOGY INC
COM 031652100 $7 300 X 1 300
AMPHENOL CORP NEW
CL A 032095101 $2,017 31,400 X 1 31,400
AMR CORP
COM 001765106 $39,317 1,200,507 X 1 1,200,507
AMSOUTH BANCORPORATION
COM 032165102 $956 68,612 X 1 68,612
ANADARKO PETE CORP
COM 032511107 $42,863 669,206 X 1 669,206
ANADIGICS INC
COM 032515108 $2,307 103,100 X 1 103,100
ANALOG DEVICES INC
COM 032654105 $39,257 603,950 X 1 603,950
ANALOGIC CORP
COM PAR 032657207 $28 800 X 1 800
ANALYSTS INTL CORP
COM 032681108 $6 900 X 1 900
ANAREN MICROWAVE INC
COM 032744104 $5,933 57,050 X 1 57,050
ANC RENTAL CORP
COM 001813104 $0 87 X 1 87
ANCHOR BANCORP WIS INC
COM 032839102 $23 1,500 X 1 1,500
ANCHOR GAMING
COM 033037102 $68 800 X 1 800
ANDREW CORP
COM 034425108 $1,237 47,014 X 1 47,014
ANDRX CORP DEL
COM ANDRX 034553107 $22 300 X 1 300
ANGELICA CORP
COM 034663104 $4 500 X 1 500
ANHEUSER BUSCH COS INC
COM 035229103 $137,430 3,003,924 X 1 3,003,924
ANIXTER INTL INC
COM 035290105 $5,103 200,100 X 1 200,100
ANNTAYLOR STORES CORP
COM 036115103 $57 1,900 X 1 1,900
ANTEC CORP
COM 03664P105 $24 2,000 X 1 2,000
AON CORP
COM 037389103 $6,692 161,499 X 1 161,499
APACHE CORP
COM 037411105 $5,833 105,456 X 1 105,456
APARTMENT INVT & MGMT CO
CL A 03748R101 $1,252 27,400 X 1 27,400
APOGEE ENTERPRISES INC
COM 037598109 $18 3,400 X 1 3,400
APOLLO GROUP INC
CL A 037604105 $321 8,200 X 1 8,200
APPLE COMPUTER INC
COM 037833100 $10,095 516,052 X 1 516,052
APPLEBEES INTL INC
COM 037899101 $54 1,800 X 1 1,800
APPLIED INDL TECHNOLOGIES INC
COM 03820C105 $772 45,600 X 1 45,600
APPLIED MATLS INC
COM 038222105 $58,863 1,108,014 X 1 1,108,014
APPLIED MICRO CIRCUITS CORP
COM 03822W109 $37,723 496,100 X 1 496,100
APPLIED MOLECULAR EVOLUTION IN
COM 03823E108 $2,110 97,000 X 1 97,000
APRIA HEALTHCARE GROUP INC
COM 037933108 $2,079 103,950 X 1 103,950
APTARGROUP INC
COM 038336103 $50 2,400 X 1 2,400
APW LTD
COM G04397108 $120 2,600 X 1 2,600
ARCH CHEMICALS INC
COM 03937R102 $25 1,300 X 1 1,300
ARCH COAL INC
COM 039380100 $4 388 X 1 388
ARCHER DANIELS MIDLAND CO
COM 039483102 $4,968 451,658 X 1 451,658
ARCHSTONE CMNTYS TR
SH BEN INT 039581103 $855 36,300 X 1 36,300
ARCTIC CAT INC
COM 039670104 $23 1,800 X 1 1,800
ARDEN RLTY INC
COM 039793104 $331 13,800 X 1 13,800
AREMISSOFT CORP DEL
COM 040026106 $6,669 156,000 X 1 156,000
ARGOSY GAMING CO
COM 040228108 $3,558 210,000 X 1 210,000
ARIBA INC
COM 04033V104 $190 1,500 X 1 1,500
ARKANSAS BEST CORP DEL
COM 040790107 $6,762 422,600 X 1 422,600
ARMSTRONG HLDGS INC
COM 042384107 $14 4,726 X 1 4,726
ARNOLD INDS INC
COM 042595108 $14 800 X 1 800
ARQULE INC
COM 04269E107 $4,734 235,400 X 1 235,400
ARROW ELECTRS INC
COM 042735100 $22,339 698,100 X 1 698,100
ART TECHNOLOGY GROUP INC
COM 04289L107 $402 6,400 X 1 6,400
ARTESYN TECHNOLOGIES INC
COM 043127109 $106 2,600 X 1 2,600
ARVINMERITOR INC
COM 043353101 $94 5,600 X 1 5,600
ASHLAND INC
COM 044204105 $1,682 51,357 X 1 51,357
ASHWORTH INC
COM 04516H101 $4 500 X 1 500
ASPECT COMMUNICATIONS CORP
COM 04523Q102 $28 1,700 X 1 1,700
ASPEN TECHNOLOGY INC
COM 045327103 $4,660 112,800 X 1 112,800
ASSOCIATED BANC CORP
COM 045487105 $126 5,230 X 1 5,230
ASSOCIATES FIRST CAP CORP
CL A 046008108 $87,380 2,353,678 X 1 2,353,678
ASTORIA FINL CORP
COM 046265104 $28,896 767,800 X 1 767,800
ASTRAZENECA PLC
SPONSORED 046353108 $2,063 78,300 X 1 78,300
ASTROPOWER INC
COM 04644A101 $1,829 39,100 X 1 39,100
ASYST TECHNOLOGY CORP
COM 04648X107 $8,127 541,800 X 1 541,800
AT&T CORP
COM 001957109 $93,829 4,046,533 X 1 4,046,533
COM LIB GRP 001957208 $37,567 2,087,050 X 1 2,087,050
COM WIRLES 001957406 $6,409 257,000 X 1 257,000
ATLANTIC COAST AIRLINES HLDGS
COM 048396105 $3,697 103,400 X 1 103,400
ATLAS AIR INC
COM 049164106 $98 2,700 X 1 2,700
ATMEL CORP
COM 049513104 $908 60,800 X 1 60,800
ATMOS ENERGY CORP
COM 049560105 $51 2,200 X 1 2,200
ATWOOD OCEANICS INC
COM 050095108 $27 800 X 1 800
AUSPEX SYS INC
COM 052116100 $16 1,600 X 1 1,600
AUTODESK INC
COM 052769106 $737 33,409 X 1 33,409
AUTOMATIC DATA PROCESSING INC
COM 053015103 $56,919 871,492 X 1 871,492
AUTOZONE INC
COM 053332102 $14,002 522,234 X 1 522,234
AVALONBAY CMNTYS INC
COM 053484101 $1,963 42,729 X 1 42,729
AVANEX CORP
COM 05348W109 $20 200 X 1 200
AVANT CORP
COM 053487104 $4,925 282,500 X 1 282,500
AVERY DENNISON CORP
COM 053611109 $4,112 81,426 X 1 81,426
AVID TECHNOLOGY INC
COM 05367P100 $24 1,700 X 1 1,700
AVISTA CORP
COM 05379B107 $70 3,100 X 1 3,100
AVNET INC
COM 053807103 $204 7,600 X 1 7,600
AVOCENT CORP
COM 053893103 $16,780 236,550 X 1 236,550
AVON PRODS INC
COM 054303102 $7,065 145,674 X 1 145,674
AVT CORP
COM 002420107 $7 1,100 X 1 1,100
AVX CORP NEW
COM 002444107 $26,269 917,700 X 1 917,700
AWARE INC MASS
COM 05453N100 $43 1,400 X 1 1,400
AXT INC
COM 00246W103 $54 1,400 X 1 1,400
AZTAR CORP
COM 054802103 $2,068 136,700 X 1 136,700
BAKER HUGHES INC
COM 057224107 $7,974 231,964 X 1 231,964
BALDOR ELEC CO
COM 057741100 $56 2,800 X 1 2,800
BALL CORP
COM 058498106 $659 18,775 X 1 18,775
BANDAG INC
COM 059815100 $39 1,100 X 1 1,100
BANGOR HYDRO ELEC CO
COM 060077104 $12 500 X 1 500
BANK NEW YORK INC
COM 064057102 $144,436 2,509,198 X 1 2,509,198
BANK OF AMERICA CORPORATION
COM 060505104 $113,208 2,355,432 X 1 2,355,432
BANK ONE CORP
COM 06423A103 $27,325 748,639 X 1 748,639
BANKNORTH GROUP INC NEW
COM 06646R107 $10,558 585,100 X 1 585,100
BANTA CORP
COM 066821109 $42 1,800 X 1 1,800
BARD C R INC
COM 067383109 $1,577 37,661 X 1 37,661
BARNES & NOBLE INC
COM 067774109 $92 4,900 X 1 4,900
BARNES GROUP INC
COM 067806109 $19 1,000 X 1 1,000
BARR LABS INC
COM 068306109 $1,550 24,550 X 1 24,550
BARRA INC
COM 068313105 $4,358 71,300 X 1 71,300
BARRETT RES CORP
COM PAR 068480201 $4,572 125,700 X 1 125,700
BARRICK GOLD CORP
COM 067901108 $3,396 253,880 X 1 253,880
BASIN EXPL INC
COM 070107107 $1,617 82,500 X 1 82,500
BAUSCH & LOMB INC
COM 071707103 $1,672 43,355 X 1 43,355
BAXTER INTL INC
COM 071813109 $37,959 461,864 X 1 461,864
BB&T CORP
COM 054937107 $7,789 244,350 X 1 244,350
BE AEROSPACE INC
COM 073302101 $45 2,700 X 1 2,700
BEA SYS INC
COM 073325102 $79,556 1,108,800 X 1 1,108,800
BEAR STEARNS COS INC
COM 073902108 $30,272 499,339 X 1 499,339
BEAZER HOMES USA INC
COM 07556Q105 $33 1,200 X 1 1,200
BECKMAN COULTER INC
COM 075811109 $280 4,000 X 1 4,000
BECTON DICKINSON & CO
COM 075887109 $4,771 142,420 X 1 142,420
BED BATH & BEYOND INC
COM 075896100 $4,761 184,440 X 1 184,440
BEDFORD PPTY INVS INC
COM PAR 076446301 $2,709 135,500 X 1 135,500
BELDEN INC
COM 077459105 $39 1,500 X 1 1,500
BELL MICROPRODUCTS INC
COM 078137106 $5,373 206,650 X 1 206,650
BELLSOUTH CORP
COM 079860102 $131,473 2,721,302 X 1 2,721,302
BELO A H CORP DEL
COM SER A 080555105 $219 11,400 X 1 11,400
BEMIS INC
COM 081437105 $1,063 41,063 X 1 41,063
BENCHMARK ELECTRS INC
COM 08160H101 $12,260 288,950 X 1 288,950
BERKLEY W R CORP
COM 084423102 $2,330 68,400 X 1 68,400
BEST BUY INC
COM 086516101 $15,819 315,200 X 1 315,200
BETHLEHEM STL CORP
COM 087509105 $35 12,075 X 1 12,075
BINDLEY WESTN INDS INC
COM 090324104 $110 3,066 X 1 3,066
BINDVIEW DEV CORP
COM 090327107 $2,481 328,100 X 1 328,100
BIO TECHNOLOGY GEN CORP
COM 090578105 $37 3,500 X 1 3,500
BIOGEN INC
COM 090597105 $5,789 96,175 X 1 96,175
BIOMATRIX INC
COM 09060P102 $33 1,700 X 1 1,700
BIOMET INC
COM 090613100 $41,083 1,135,279 X 1 1,135,279
BIOTRANSPLANT INC
COM 09066Y107 $3,560 235,000 X 1 235,000
BISYS GROUP INC
COM 055472104 $189 4,000 X 1 4,000
BJ SVCS CO
COM 055482103 $2,491 47,500 X 1 47,500
BJS WHOLESALE CLUB INC
COM 05548J106 $247 7,500 X 1 7,500
BLACK & DECKER CORP
COM 091797100 $2,272 60,395 X 1 60,395
BLACK BOX CORP DEL
COM 091826107 $2,622 39,800 X 1 39,800
BLACK HILLS CORP
COM 092113109 $48 1,550 X 1 1,550
BLOCK H & R INC
COM 093671105 $2,399 67,228 X 1 67,228
BLYTH INC
COM 09643P108 $75 2,900 X 1 2,900
BMC INDS INC MINN
COM 055607105 $10 1,600 X 1 1,600
BMC SOFTWARE INC
COM 055921100 $1,306 64,300 X 1 64,300
BOB EVANS FARMS INC
COM 096761101 $34 1,800 X 1 1,800
BOEING CO
COM 097023105 $166,614 2,456,979 X 1 2,456,979
BOISE CASCADE CORP
COM 097383103 $1,338 46,652 X 1 46,652
BORDERS GROUP INC
COM 099709107 $114 8,200 X 1 8,200
BORG WARNER INC
COM 099724106 $76 2,000 X 1 2,000
BOSTON COMMUNICATIONS GROUP
COM 100582105 $5,582 258,200 X 1 258,200
BOSTON PROPERTIES INC
COM 101121101 $2,547 62,900 X 1 62,900
BOSTON SCIENTIFIC CORP
COM 101137107 $4,254 266,930 X 1 266,930
BOWATER INC
COM 102183100 $260 4,800 X 1 4,800
BOWNE & CO INC
COM 103043105 $25 3,000 X 1 3,000
BP AMOCO P L C
SPONSORED 055622104 $329 6,454 X 1 6,454
BRADY CORP
CL A 104674106 $43 1,400 X 1 1,400
BRANDYWINE RLTY TR
SH BEN INT 105368203 $409 21,400 X 1 21,400
BRE PROPERTIES INC
CL A 05564E106 $3,961 125,250 X 1 125,250
BRIDGFORD FOODS CORP
COM 108763103 $500 40,000 X 1 40,000
BRIGGS & STRATTON CORP
COM 109043109 $471 13,193 X 1 13,193
BRIGHTPOINT INC
COM 109473108 $23 3,400 X 1 3,400
BRINKER INTL INC
COM 109641100 $3,972 101,200 X 1 101,200
BRISTOL MYERS SQUIBB CO
COM 110122108 $168,991 2,773,192 X 1 2,773,192
BROADCOM CORP
CL A 111320107 $87,215 392,200 X 1 392,200
BROADVISION INC
COM 111412102 $45 1,500 X 1 1,500
BROADWING INC
COM 111620100 $534 18,900 X 1 18,900
BROCADE COMMUNICATIONS SYS INC
COM 111621108 $61,539 270,650 X 1 270,650
BROOKS AUTOMATION INC
COM 11434A100 $713 26,900 X 1 26,900
BROOKTROUT INC
COM 114580103 $14 1,000 X 1 1,000
BROWN FORMAN CORP
CL B 115637209 $1,817 29,841 X 1 29,841
BRUNSWICK CORP
COM 117043109 $12,756 656,267 X 1 656,267
BRUSH ENGINEERED MATLS INC
COM 117421107 $20 1,000 X 1 1,000
BUCKEYE TECHNOLOGIES INC
COM 118255108 $41 2,400 X 1 2,400
BURLINGTON COAT FACTORY
COM 121579106 $19 1,200 X 1 1,200
BURLINGTON NORTHN SANTA FE CP
COM 12189T104 $7,494 282,143 X 1 282,143
BURLINGTON RES INC
COM 122014103 $5,084 141,228 X 1 141,228
BUTLER MFG CO DEL
COM 123655102 $12 500 X 1 500
C COR NET CORP
COM 125010108 $2,420 154,850 X 1 154,850
C H ROBINSON WORLDWIDE INC
COM 12541W100 $208 3,800 X 1 3,800
C P & L ENERGY INC
COM 12614C106 $4,279 106,157 X 1 106,157
C&D TECHNOLOGIES INC
COM 124661109 $11,618 196,500 X 1 196,500
C-CUBE MICROSYSTEMS INC NEW
COM 12501N108 $1,256 64,400 X 1 64,400
C-MAC INDS INC
COM 125920108 $2,309 64,000 X 1 64,000
CABLE DESIGN TECHNOLOGIES CORP
COM 126924109 $117 5,075 X 1 5,075
CABLETRON SYS INC
COM 126920107 $4,124 152,020 X 1 152,020
CABLEVISION SYS CORP
CL A 12686C109 $15 200 X 1 200
CABOT CORP
COM 127055101 $183 8,300 X 1 8,300
CABOT MICROELECTRONICS CORP
COM 12709P103 $69 1,568 X 1 1,568
CABOT OIL & GAS CORP
CL A 127097103 $3,168 158,550 X 1 158,550
CACHEFLOW INC
COM 126946102 $11 100 X 1 100
CACI INTL INC
CL A 127190304 $17 800 X 1 800
CADENCE DESIGN SYSTEM INC
COM 127387108 $632 24,600 X 1 24,600
CAL DIVE INTL INC
COM 127914109 $50 1,000 X 1 1,000
CALLAWAY GOLF CO
COM 131193104 $168 10,500 X 1 10,500
CALPINE CORP
COM 131347106 $101,081 1,280,525 X 1 1,280,525
CAMBREX CORP
COM 132011107 $13,076 333,400 X 1 333,400
CAMBRIDGE TECH PARTNERS MASS
COM 132524109 $8 2,000 X 1 2,000
CAMDEN PPTY TR
SH BEN INT 133131102 $4,030 140,800 X 1 140,800
CAMPBELL SOUP CO
COM 134429109 $7,792 266,410 X 1 266,410
CAPITAL AUTOMOTIVE REIT
COM SH BEN 139733109 $2,033 157,700 X 1 157,700
CAPITAL ONE FINL CORP
COM 14040H105 $15,139 239,821 X 1 239,821
CAPROCK COMMUNICATIONS CORP
COM 140667106 $2,978 418,000 X 1 418,000
CARDINAL HEALTH INC
COM 14149Y108 $128,114 1,352,130 X 1 1,352,130
CAREMARK RX INC
COM 141705103 $11,415 941,900 X 1 941,900
CARLISLE COS INC
COM 142339100 $171 4,100 X 1 4,100
CARNIVAL CORP
COM 143658102 $4,079 164,400 X 1 164,400
CARPENTER TECHNOLOGY CORP
COM 144285103 $34 1,100 X 1 1,100
CARRAMERICA RLTY CORP
COM 144418100 $529 17,900 X 1 17,900
CARTER WALLACE INC
COM 146285101 $1,419 51,700 X 1 51,700
CASCADE NAT GAS CORP
COM 147339105 $13 700 X 1 700
CASEYS GEN STORES INC
COM 147528103 $9,305 738,100 X 1 738,100
CASH AMER INTL INC
COM 14754D100 $7 1,400 X 1 1,400
CASTLE A M & CO
COM 148411101 $5 500 X 1 500
CATALINA MARKETING CORP
COM 148867104 $161 4,100 X 1 4,100
CATALYTICA INC
COM 148885106 $8,024 597,100 X 1 597,100
CATELLUS DEV CORP
COM 149111106 $6,113 336,100 X 1 336,100
CATERPILLAR INC DEL
COM 149123101 $7,757 221,222 X 1 221,222
CATO CORP NEW
CL A 149205106 $22 1,800 X 1 1,800
CBL & ASSOC PPTYS INC
COM 124830100 $4,182 180,850 X 1 180,850
CBRL GROUP INC
COM 12489V106 $5,303 296,650 X 1 296,650
CDW COMPUTER CTRS INC
COM 125129106 $573 8,900 X 1 8,900
CEC ENTMT INC
COM 125137109 $5,884 184,600 X 1 184,600
CELERITEK INC
COM 150926103 $4,460 134,900 X 1 134,900
CELESTICA INC
SUB VTG SHS 15101Q108 $9,955 181,700 X 1 181,700
CELGENE CORP
COM 151020104 $13 200 X 1 200
CELL GENESYS INC
COM 150921104 $8,318 333,400 X 1 333,400
CELL THERAPEUTICS INC
COM 150934107 $7,124 106,500 X 1 106,500
CELLTECH GROUP PLC
SPONSORED 151158102 $1,078 27,000 X 1 27,000
CENDANT CORP
COM 151313103 $2,376 198,025 X 1 198,025
CENTERPOINT PPTYS TR
SH BEN INT 151895109 $369 8,300 X 1 8,300
CENTEX CORP
COM 152312104 $3,136 84,766 X 1 84,766
CENTRAL PKG CORP
COM 154785109 $21 1,100 X 1 1,100
CENTRAL VT PUB SVC CORP
COM 155771108 $7 700 X 1 700
CENTURA BKS INC
COM 15640T100 $100 2,600 X 1 2,600
CENTURYTEL INC
COM 156700106 $2,206 57,300 X 1 57,300
CEPHALON INC
COM 156708109 $156 2,900 X 1 2,900
CERIDIAN CORP
COM 15677T106 $1,724 68,946 X 1 68,946
CERNER CORP
COM 156782104 $242 3,900 X 1 3,900
CH ENERGY GROUP INC
COM 12541M102 $47 1,200 X 1 1,200
CHARTER ONE FINL INC
COM 160903100 $3,095 134,937 X 1 134,937
CHASE MANHATTAN CORP NEW
COM 16161A108 $74,099 1,628,555 X 1 1,628,555
CHEAP TICKETS INC
COM 162672109 $3,621 344,700 X 1 344,700
CHECKFREE CORP NEW
COM 162813109 $348 7,000 X 1 7,000
CHECKPOINT SYS INC
COM 162825103 $17 2,100 X 1 2,100
CHEESECAKE FACTORY INC
COM 163072101 $86 1,950 X 1 1,950
CHELSEA GCA RLTY INC
COM 163262108 $3,409 105,700 X 1 105,700
CHEMED CORP
COM 163596109 $20 600 X 1 600
CHEMFIRST INC
COM 16361A106 $23 1,000 X 1 1,000
CHESAPEAKE ENERGY CORP
COM 165167107 $3,464 615,800 X 1 615,800
CHEVRON CORPORATION
COM 166751107 $73,413 893,918 X 1 893,918
CHICOS FAS INC
COM 168615102 $4,581 141,500 X 1 141,500
CHILDRENS PL RETAIL STORES INC
COM 168905107 $475 18,300 X 1 18,300
CHINA MOBILE HONG KONG LTD
SPONSORED 16941M109 $6,900 299,000 X 1 299,000
CHINADOTCOM CORP
CL A G2108N109 $6,568 586,900 X 1 586,900
CHIRON CORP
COM 170040109 $810 18,700 X 1 18,700
CHITTENDEN CORP
COM 170228100 $48 1,800 X 1 1,800
CHOICEPOINT INC
COM 170388102 $145 2,825 X 1 2,825
CHRIS CRAFT INDS INC
COM 170520100 $252 3,433 X 1 3,433
CHRISTOPHER & BANKS CORP
COM 171046105 $6,807 205,500 X 1 205,500
CHUBB CORP
COM 171232101 $11,833 140,142 X 1 140,142
CHURCH & DWIGHT INC
COM 171340102 $3,768 190,800 X 1 190,800
CIBER INC
COM 17163B102 $20 2,600 X 1 2,600
CIENA CORP
COM 171779101 $23,916 227,500 X 1 227,500
CIGNA CORP
COM 125509109 $105,489 865,020 X 1 865,020
CINCINNATI FINL CORP
COM 172062101 $4,526 123,144 X 1 123,144
CINERGY CORP
COM 172474108 $3,089 100,873 X 1 100,873
CINTAS CORP
COM 172908105 $14 300 X 1 300
CIRCUIT CITY STORE INC
COM 172737108 $1,600 120,734 X 1 120,734
CIRRUS LOGIC CORP
COM 172755100 $7,948 184,300 X 1 184,300
CISCO SYS INC
COM 17275R102 $719,845 13,361,383 X 1 13,361,383
CIT GROUP INC
CL A 125577106 $2,365 135,650 X 1 135,650
CITADEL COMMUNICATIONS CORP
COM 172853202 $2,736 225,650 X 1 225,650
CITIGROUP INC
COM 172967101 $416,818 7,920,481 X 1 7,920,481
CITRIX SYS INC
COM 177376100 $2,222 100,450 X 1 100,450
CITY NATL CORP
COM 178566105 $127 3,700 X 1 3,700
CLAIRES STORES INC
COM 179584107 $76 3,800 X 1 3,800
CLARCOR INC
COM 179895107 $25 1,300 X 1 1,300
CLARUS CORP
COM 182707109 $2,394 164,400 X 1 164,400
CLAYTON HOMES INC
COM 184190106 $32 3,500 X 1 3,500
CLEAR CHANNEL COMMUNICATIONS
COM 184502102 $42,382 705,625 X 1 705,625
CLECO CORP NEW
COM 12561W105 $4,751 99,900 X 1 99,900
CLEVELAND CLIFFS INC
COM 185896107 $12 600 X 1 600
CLOROX CO DEL
COM 189054109 $6,655 149,122 X 1 149,122
CMGI INC
COM 125750109 $19 1,100 X 1 1,100
CMS ENERGY CORP
COM 125896100 $1,482 54,900 X 1 54,900
CNF TRANSN INC
COM 12612W104 $24 900 X 1 900
COASTAL CORP
COM 190441105 $42,592 564,595 X 1 564,595
COBALT NETWORKS INC
COM 19074R101 $5,138 93,200 X 1 93,200
COCA COLA BOTTLING CO CONS
COM 191098102 $18 500 X 1 500
COCA COLA CO
COM 191216100 $185,050 3,065,014 X 1 3,065,014
COCA COLA ENTERPRISES INC
COM 191219104 $3,852 209,650 X 1 209,650
COGNEX CORP
COM 192422103 $111 3,300 X 1 3,300
COHERENT INC
COM 192479103 $5,823 138,000 X 1 138,000
COHU INC
COM 192576106 $16 1,000 X 1 1,000
COLDWATER CREEK INC
COM 193068103 $2,743 92,400 X 1 92,400
COLGATE PALMOLIVE CO
COM 194162103 $53,475 910,064 X 1 910,064
COLUMBIA ENERGY GROUP
COM 197648108 $751 10,444 X 1 10,444
COMCAST CORP
CL A SPL 200300200 $23,380 573,737 X 1 573,737
COMDISCO INC
COM 200336105 $318 25,800 X 1 25,800
COMERICA INC
COM 200340107 $7,591 125,867 X 1 125,867
COMMERCE BANCORP INC NJ
COM 200519106 $125 2,071 X 1 2,071
COMMERCE ONE INC DEL
COM 200693109 $58 900 X 1 900
COMMERCIAL FEDERAL CORPORATION
COM 201647104 $63 3,600 X 1 3,600
COMMERCIAL METALS CO
COM 201723103 $14 500 X 1 500
COMMSCOPE INC
COM 203372107 $3,798 150,050 X 1 150,050
COMMUNITY FIRST BANKSHARES INC
COM 203902101 $43 2,800 X 1 2,800
COMPAQ COMPUTER CORP
COM 204493100 $70,327 2,312,620 X 1 2,312,620
COMPASS BANCSHARES INC
COM 20449H109 $213 11,700 X 1 11,700
COMPUTER ASSOC INTL INC
COM 204912109 $2,541 79,732 X 1 79,732
COMPUTER LEARNING CTRS INC
COM 205199102 $5 6,502 X 1 6,502
COMPUTER SCIENCES CORP
COM 205363104 $14,065 223,258 X 1 223,258
COMPUTER TASK GROUP INC
COM 205477102 $1 200 X 1 200
COMPUWARE CORP
COM 205638109 $747 94,900 X 1 94,900
COMVERSE TECHNOLOGY INC
COM PAR 205862402 $48,133 430,722 X 1 430,722
CONAGRA INC
COM 205887102 $30,058 1,406,228 X 1 1,406,228
CONCORD EFS INC
COM 206197105 $909 22,000 X 1 22,000
CONE MLS CORP N C
COM 206814105 $6 1,500 X 1 1,500
CONECTIV INC
COM 206829103 $139 7,775 X 1 7,775
CONEXANT SYSTEMS INC
COM 207142100 $3,323 126,300 X 1 126,300
CONMED CORP
COM 207410101 $12 800 X 1 800
CONNETICS CORP
COM 208192104 $3,563 147,700 X 1 147,700
CONOCO INC
CL B 208251405 $22,116 813,451 X 1 813,451
CONSECO INC
COM 208464107 $173 24,873 X 1 24,873
CONSOLIDATED EDISON INC
COM 209115104 $5,212 148,116 X 1 148,116
CONSOLIDATED GRAPHICS INC
COM 209341106 $18 1,700 X 1 1,700
CONSOLIDATED PRODS INC
COM 209798107 $5 600 X 1 600
CONSOLIDATED STORES CORP
COM 210149100 $417 35,075 X 1 35,075
CONSTELLATION ENERGY CORP
COM 210371100 $4,350 104,338 X 1 104,338
CONVERGYS CORP
COM 212485106 $4,461 102,400 X 1 102,400
COOPER CAMERON CORP
COM 216640102 $409 7,500 X 1 7,500
COOPER COS INC
COM NEW 216648402 $36 1,000 X 1 1,000
COOPER INDS INC
COM 216669101 $2,762 72,214 X 1 72,214
COOPER TIRE & RUBR CO
COM 216831107 $2,792 255,304 X 1 255,304
COORS ADOLPH CO
CL B 217016104 $1,776 27,885 X 1 27,885
COPART INC
COM 217204106 $48 3,200 X 1 3,200
COPPER MTN NETWORKS INC
COM 217510106 $2 200 X 1 200
COR THERAPEUTICS INC
COM 217753102 $288 5,100 X 1 5,100
CORIXA CORP
COM 21887F100 $3,137 70,500 X 1 70,500
CORN PRODS INTL INC
COM 219023108 $23 900 X 1 900
CORNING INC
COM 219350105 $192,199 2,512,399 X 1 2,512,399
CORUS BANKSHARES INC
COM 220873103 $1,802 45,400 X 1 45,400
CORVAS INTL INC
COM 221005101 $7,250 324,800 X 1 324,800
COST PLUS INC CALIF
COM 221485105 $36 1,300 X 1 1,300
COSTCO WHSL CORP NEW
COM 22160K105 $24,979 682,014 X 1 682,014
COULTER PHARMACEUTICAL INC
COM 222116105 $4,306 112,400 X 1 112,400
COUNTRYWIDE CR INDS INC DEL
COM 222372104 $3,240 86,550 X 1 86,550
COUSINS PPTYS INC
COM 222795106 $562 21,600 X 1 21,600
COVENTRY HEALTH CARE INC
COM 222862104 $792 43,400 X 1 43,400
CPI CORP
COM 125902106 $12 600 X 1 600
CRANE CO
COM 224399105 $1,133 43,250 X 1 43,250
CREDENCE SYS CORP
COM 225302108 $11,141 594,200 X 1 594,200
CREE INC
COM 225447101 $4,744 47,800 X 1 47,800
CRESCENT REAL ESTATE EQUITIES
COM 225756105 $588 29,200 X 1 29,200
CRESTLINE CAP CORP
COM 226153104 $1,321 63,300 X 1 63,300
CRITICAL PATH INC
COM 22674V100 $5 100 X 1 100
CROMPTON CORP
COM 227116100 $75 9,400 X 1 9,400
CROSS A T CO
CL A 227478104 $5 1,100 X 1 1,100
CROSS TIMBERS OIL CO
COM 227573102 $5,973 317,500 X 1 317,500
CROWN CORK & SEAL INC
COM 228255105 $123 13,457 X 1 13,457
CSG SYS INTL INC
COM 126349109 $320 6,900 X 1 6,900
CSK AUTO CORP
COM 125965103 $557 159,200 X 1 159,200
CSX CORP
COM 126408103 $819 32,360 X 1 32,360
CTS CORP
COM 126501105 $2,186 50,900 X 1 50,900
CUBIST PHARMACEUTICALS INC
COM 229678107 $6,720 156,400 X 1 156,400
CULLEN FROST BANKERS INC
COM 229899109 $117 3,500 X 1 3,500
CUMMINS ENGINE INC
COM 231021106 $1,106 32,525 X 1 32,525
CUNO INC
COM 126583103 $25 1,000 X 1 1,000
CURAGEN CORP
COM 23126R101 $13,287 205,600 X 1 205,600
CURATIVE HEALTH SVCS INC
COM 231264102 $4 700 X 1 700
CV THERAPEUTICS INC
COM 126667104 $7,316 92,900 X 1 92,900
CVS CORP
COM 126650100 $18,971 358,370 X 1 358,370
CYGNUS INC
COM 232560102 $12 1,300 X 1 1,300
CYMER INC
COM 232572107 $980 39,200 X 1 39,200
CYPRESS SEMICONDUCTOR CORP
COM 232806109 $10,336 276,100 X 1 276,100
CYRK INC
COM 232817106 $3 800 X 1 800
CYTEC INDS INC
COM 232820100 $100 2,900 X 1 2,900
CYTYC CORP
COM 232946103 $12 200 X 1 200
D R HORTON INC
COM 23331A109 $7,588 410,167 X 1 410,167
DAIN RAUSCHER CORP
COM 233856103 $84 900 X 1 900
DAL-TILE INTL INC
COM 23426R108 $8,299 670,600 X 1 670,600
DALLAS SEMICONDUCTOR CORP
COM 235204104 $222 5,600 X 1 5,600
DAMARK INTL INC
CL A 235691102 $5 400 X 1 400
DANA CORP
COM 235811106 $475 21,394 X 1 21,394
DANAHER CORP DEL
COM 235851102 $6,191 98,072 X 1 98,072
DARDEN RESTAURANTS INC
COM 237194105 $20,159 895,942 X 1 895,942
DATASCOPE CORP
COM 238113104 $35 1,000 X 1 1,000
DEAN FOODS CO
COM 242361103 $7,680 240,000 X 1 240,000
DEERE & CO
COM 244199105 $6,379 173,292 X 1 173,292
DELL COMPUTER CORP
COM 247025109 $94,080 3,189,150 X 1 3,189,150
DELPHI AUTOMOTIVE SYS CORP
COM 247126105 $5,537 352,941 X 1 352,941
DELPHI FINL GROUP INC
CL A 247131105 $66 1,782 X 1 1,782
DELTA & PINE LD CO
COM 247357106 $11,584 471,000 X 1 471,000
DELTA AIR LINES INC DEL
COM 247361108 $16,352 346,072 X 1 346,072
DELTIC TIMBER CORP
COM 247850100 $12 600 X 1 600
DELUXE CORP
COM 248019101 $1,034 45,835 X 1 45,835
DENDRITE INTL INC
COM 248239105 $3,010 138,400 X 1 138,400
DENTSPLY INTL INC NEW
COM 249030107 $222 6,400 X 1 6,400
DEPARTMENT 56 INC
COM 249509100 $13 900 X 1 900
DESCARTES SYS GROUP INC
COM 249906108 $2,495 50,400 X 1 50,400
DEVON ENERGY CORP NEW
COM 25179M103 $12,736 252,700 X 1 252,700
DEVRY INC DEL
COM 251893103 $244 6,600 X 1 6,600
DIAGNOSTIC PRODS CORP
COM 252450101 $41 900 X 1 900
DIAMOND OFFSHORE DRILLING INC
COM 25271C102 $3 100 X 1 100
DIAMOND TECHNOLOGY PARTNERS
CL A 252762109 $3,182 71,300 X 1 71,300
DIEBOLD INC
COM 253651103 $200 7,700 X 1 7,700
DIGI INTL INC
COM 253798102 $4 500 X 1 500
DIGITAL IS INC DEL
COM 25385N101 $699 55,400 X 1 55,400
DIGITAL LIGHTWAVE INC
COM 253855100 $20 400 X 1 400
DILLARDS INC
CL A 254067101 $83 7,919 X 1 7,919
DIME BANCORP INC NEW
COM 25429Q102 $19,548 799,900 X 1 799,900
DIME CMNTY BANCSHARES
COM 253922108 $2,401 108,200 X 1 108,200
DIONEX CORP
COM 254546104 $19 600 X 1 600
DIRECT FOCUS INC
COM 254931108 $9,309 209,200 X 1 209,200
DISNEY WALT CO
COM 254687106 $111,944 3,125,837 X 1 3,125,837
DITECH COMMUNICATIONS CORP
COM 25500M103 $3 100 X 1 100
DMC STRATEX NETWORKS INC
COM 23322L106 $120 5,200 X 1 5,200
DOCUMENTUM INC
COM 256159104 $1,403 16,500 X 1 16,500
DOLLAR GEN CORP
COM 256669102 $875 56,462 X 1 56,462
DOLLAR TREE STORES INC
COM 256747106 $194 4,950 X 1 4,950
DOMINION RES INC VA NEW
COM 25746U109 $9,563 160,559 X 1 160,559
DONALDSON INC
COM 257651109 $81 3,600 X 1 3,600
DONNELLEY R R & SONS CO
COM 257867101 $1,838 85,483 X 1 85,483
DORAL FINL CORP
COM 25811P100 $3,483 204,100 X 1 204,100
DOUBLECLICK INC
COM 258609304 $7 400 X 1 400
DOVER CORP
COM 260003108 $6,255 147,389 X 1 147,389
DOW CHEM CO
COM 260543103 $3,184 103,955 X 1 103,955
DOW JONES & CO INC
COM 260561105 $22,911 389,154 X 1 389,154
DOWNEY FINL CORP
COM 261018105 $12,598 281,465 X 1 281,465
DPL INC
COM 233293109 $389 13,700 X 1 13,700
DQE INC
COM 23329J104 $189 5,400 X 1 5,400
DRESS BARN INC
COM 261570105 $50 2,000 X 1 2,000
DREYERS GRAND ICE CREAM INC
COM 261878102 $44 1,800 X 1 1,800
DRIL-QUIP INC
COM 262037104 $36 1,100 X 1 1,100
DSP GROUP INC
COM 23332B106 $1,416 49,900 X 1 49,900
DST SYS INC DEL
COM 233326107 $34,313 556,800 X 1 556,800
DTE ENERGY CO
COM 233331107 $4,118 113,995 X 1 113,995
DU PONT E I DE NEMOURS & CO
COM 263534109 $30,847 679,830 X 1 679,830
DUANE READE INC
COM 263578106 $4,673 160,100 X 1 160,100
DUKE ENERGY CORP
COM 264399106 $64,131 741,932 X 1 741,932
DUKE WEEKS REALTY CORP
COM NEW 264411505 $1,242 52,420 X 1 52,420
DURA PHARMACEUTICALS INC
COM 26632S109 $5,734 166,500 X 1 166,500
DYCOM INDS INC
COM 267475101 $1,703 45,250 X 1 45,250
DYNEGY INC NEW
CL A 26816Q101 $77,149 1,665,838 X 1 1,665,838
E M C CORP MASS
COM 268648102 $559,144 6,278,113 X 1 6,278,113
E PIPHANY INC
COM 26881V100 $9 100 X 1 100
EARTHGRAINS CO
COM 270319106 $22 1,100 X 1 1,100
EAST WEST BANCORP INC
COM 27579R104 $2,526 133,400 X 1 133,400
EASTERN ENTERPRISES
COM 27637F100 $678 10,530 X 1 10,530
EASTGROUP PPTY INC
COM 277276101 $2,978 146,150 X 1 146,150
EASTMAN CHEM CO
COM 277432100 $2,990 69,734 X 1 69,734
EASTMAN KODAK CO
COM 277461109 $11,714 261,034 X 1 261,034
EATON CORP
COM 278058102 $3,586 52,687 X 1 52,687
EATON VANCE CORP
COM NON VTG 278265103 $115 2,300 X 1 2,300
EBAY INC
COM 278642103 $4,372 84,900 X 1 84,900
ECHAPMAN COM INC
COM 26830Q103 $0 310,990 X 1 310,990
ECHELON CORP
COM 27874N105 $6 200 X 1 200
ECHOSTAR COMMUNICATIONS NEW
CL A 278762109 $41 900 X 1 900
ECOLAB INC
COM 278865100 $3,594 91,701 X 1 91,701
EDGEWATER TECHNOLOGY INC
COM 280358102 $8 1,600 X 1 1,600
EDISON INTL
COM 281020107 $5,043 211,211 X 1 211,211
EDWARDS AG INC
COM 281760108 $1,751 34,500 X 1 34,500
EDWARDS LIFESCIENCES CORP
COM 28176E108 $73 5,400 X 1 5,400
EFFICIENT NETWORKS INC
COM 282056100 $8 200 X 1 200
EGL INC
COM 268484102 $3,899 136,800 X 1 136,800
EL PASO ELEC CO
COM NEW 283677854 $8,231 660,050 X 1 660,050
EL PASO ENERGY CORP DEL
COM 283905107 $28,954 461,878 X 1 461,878
ELANTEC SEMICONDUCTOR INC
COM 284155108 $11,047 99,300 X 1 99,300
ELECTRO SCIENTIFIC INDS
COM 285229100 $101 2,900 X 1 2,900
ELECTROGLAS INC
COM 285324109 $20 1,400 X 1 1,400
ELECTRONIC ARTS INC
COM 285512109 $10 200 X 1 200
ELECTRONIC DATA SYS NEW
COM 285661104 $27,734 590,875 X 1 590,875
ELECTRONICS FOR IMAGING INC
COM 286082102 $5,935 317,800 X 1 317,800
ELOYALTY CORP
COM 290151109 $30 3,100 X 1 3,100
EMCOR GROUP INC
COM 29084Q100 $4,588 176,900 X 1 176,900
EMCORE CORP
COM 290846104 $3,858 94,100 X 1 94,100
EMERSON ELEC CO
COM 291011104 $43,233 588,699 X 1 588,699
EMISPHERE TECHNOLOGIES INC
COM 291345106 $1,278 42,700 X 1 42,700
EMMIS COMMUNICATIONS CORP
CL A 291525103 $3 100 X 1 100
EMULEX CORP
COM NEW 292475209 $73 500 X 1 500
ENERGEN CORP
COM 29265N108 $5,373 187,700 X 1 187,700
ENERGIZER HLDGS INC
COM 29266R108 $156 7,900 X 1 7,900
ENERGY CONVERSION DEVICES INC
COM 292659109 $2,864 82,500 X 1 82,500
ENERGY EAST CORP
COM 29266M109 $2,166 107,300 X 1 107,300
ENESCO GROUP INC
COM 292973104 $4 600 X 1 600
ENGAGE INC
COM 292827102 $3 600 X 1 600
ENGELHARD CORP
COM 292845104 $1,608 77,047 X 1 77,047
ENHANCE FINL SVCS GROUP INC
COM 293310108 $13 1,100 X 1 1,100
ENRON CORP
COM 293561106 $215,611 2,627,403 X 1 2,627,403
ENSCO INTL INC
COM 26874Q100 $41,086 1,235,675 X 1 1,235,675
ENTERGY CORP NEW
COM 29364G103 $29,854 779,226 X 1 779,226
ENTRUST TECHNOLOGIES INC
COM 293848107 $5,345 178,850 X 1 178,850
ENZO BIOCHEM INC
COM 294100102 $69 1,800 X 1 1,800
ENZON INC
COM 293904108 $11,799 165,600 X 1 165,600
EOG RES INC
COM 26875P101 $14,829 376,600 X 1 376,600
EPRESENCE INC
COM 294348107 $9 1,300 X 1 1,300
EQUIFAX INC
COM 294429105 $2,523 73,125 X 1 73,125
EQUITABLE RES INC
COM 294549100 $6,873 118,500 X 1 118,500
EQUITY OFFICE PROPERTIES TRUST
COM 294741103 $3,205 106,400 X 1 106,400
EQUITY RESIDENTIAL PPTYS TR
SH BEN INT 29476L107 $2,335 49,613 X 1 49,613
ESCO TECHNOLOGIES INC
COM 296315104 $3,952 217,300 X 1 217,300
ESS TECHNOLOGY INC
COM 269151106 $43 2,800 X 1 2,800
ESSEX PPTY TR INC
COM 297178105 $8,440 162,300 X 1 162,300
ESTERLINE TECHNOLOGIES CORP
COM 297425100 $38 1,700 X 1 1,700
ETHAN ALLEN INTERIORS INC
COM 297602104 $6,043 206,600 X 1 206,600
EVEREST RE GROUP LTD
COM G3223R108 $9,450 161,200 X 1 161,200
EXABYTE CORP
COM 300615101 $12 1,500 X 1 1,500
EXAR CORP
COM 300645108 $4,455 99,700 X 1 99,700
EXCALIBUR TECHNOLOGIES CORP
COM NEW 300651205 $4,145 70,400 X 1 70,400
EXODUS COMMUNICATIONS INC
COM 302088109 $9,924 295,700 X 1 295,700
EXPEDITORS INTL WASH INC
COM 302130109 $197 3,800 X 1 3,800
EXPRESS SCRIPTS INC
CL A 302182100 $235 3,500 X 1 3,500
EXTENDED STAY AMER INC
COM 30224P101 $5,161 419,200 X 1 419,200
EXTENDED SYSTEMS INC
COM 301973103 $2,851 73,100 X 1 73,100
EXTREME NETWORKS INC
COM 30226D106 $33 400 X 1 400
EXXON MOBIL CORP
COM 30231G102 $565,564 6,341,291 X 1 6,341,291
F M C CORP
COM NEW 302491303 $4,016 52,838 X 1 52,838
F Y I INC
COM 302712104 $5,925 151,400 X 1 151,400
FACTORY 2-U INC
COM 303072102 $26 800 X 1 800
FACTSET RESH SYS INC
COM 303075105 $87 2,300 X 1 2,300
FAIR ISAAC & CO INC
COM 303250104 $49 1,200 X 1 1,200
FAIRCHILD SEMICONDUCTOR INTL
CL A 303726103 $6 300 X 1 300
FAMILY DLR STORES INC
COM 307000109 $140 7,200 X 1 7,200
FEDERAL HOME LN MTG CORP
COM 313400301 $44,693 744,884 X 1 744,884
FEDERAL MOGUL CORP
COM 313549107 $3 800 X 1 800
FEDERAL NATL MTG ASSN
COM 313586109 $124,240 1,613,503 X 1 1,613,503
FEDERAL SIGNAL CORP
COM 313855108 $72 3,100 X 1 3,100
FEDERATED DEPT STORES INC DEL
COM 31410H101 $4,840 148,640 X 1 148,640
FEDERATED INVS INC PA
CL B 314211103 $8,392 288,150 X 1 288,150
FEDEX CORP
COM 31428X106 $39,116 834,734 X 1 834,734
FELCOR LODGING TR INC
COM 31430F101 $4,028 183,600 X 1 183,600
FERRO CORP
COM 315405100 $55 2,700 X 1 2,700
FIDELITY NATL FINL INC
COM 316326107 $4,935 200,900 X 1 200,900
FIFTH THIRD BANCORP
COM 316773100 $31,863 620,201 X 1 620,201
FILENET CORP
COM 316869106 $58 2,200 X 1 2,200
FINISAR
COM 31787A101 $17 600 X 1 600
FIRST AMERN CORP CALIF
COM 318522307 $90 4,300 X 1 4,300
FIRST BANCORP P R
COM 318672102 $37 1,600 X 1 1,600
FIRST DATA CORP
COM 319963104 $42,313 844,158 X 1 844,158
FIRST HEALTH GROUP CORP
COM 320960107 $9,275 254,850 X 1 254,850
FIRST INDUSTRIAL REALTY TRUST
COM 32054K103 $417 13,500 X 1 13,500
FIRST MIDWEST BANCORP DEL
COM 320867104 $66 2,650 X 1 2,650
FIRST UN CORP
COM 337358105 $13,220 436,127 X 1 436,127
FIRST VA BANKS INC
COM 337477103 $62 1,500 X 1 1,500
FIRSTAR CORP NEW WIS
COM 33763V109 $25,229 1,281,480 X 1 1,281,480
FIRSTENERGY CORP
COM 337932107 $33,096 1,279,077 X 1 1,279,077
FIRSTFED FINL CORP
COM 337907109 $13,222 518,500 X 1 518,500
FIRSTMERIT CORP
COM 337915102 $112 4,900 X 1 4,900
FISERV INC
COM 337738108 $15,086 287,700 X 1 287,700
FLEETBOSTON FINL CORP
COM 339030108 $50,758 1,335,737 X 1 1,335,737
FLEETWOOD ENTERPRISES INC
COM 339099103 $11 800 X 1 800
FLEMING COS INC
COM 339130106 $33 2,300 X 1 2,300
FLEXTRONICS INTL LTD
ORD Y2573F102 $44,121 1,161,077 X 1 1,161,077
FLORIDA PROGRESS CORP
COM 341109106 $3,997 75,150 X 1 75,150
FLORIDA ROCK INDS INC
COM 341140101 $47 1,200 X 1 1,200
FLOW INTL CORP
COM 343468104 $10 800 X 1 800
FLOWERS INDS INC
COM 343496105 $2,762 143,400 X 1 143,400
FLOWSERVE CORP
COM 34354P105 $36 1,800 X 1 1,800
FLUOR CORP
COM 343861100 $1,487 42,479 X 1 42,479
FLUSHING FINL CORP
COM 343873105 $2,615 171,450 X 1 171,450
FOOTSTAR INC
COM 344912100 $61 1,700 X 1 1,700
FORCENERGY INC
COM NEW 345206205 $2,569 107,800 X 1 107,800
FORD MTR CO DEL
COM PAR 345370860 $59,240 2,267,578 X 1 2,267,578
FOREST LABS INC
COM 345838106 $875 6,600 X 1 6,600
FORRESTER RESH INC
COM 346563109 $1,137 27,700 X 1 27,700
FORT JAMES CORP
COM 347471104 $4,656 141,360 X 1 141,360
FORTUNE BRANDS INC
COM 349631101 $3,092 105,020 X 1 105,020
FORWARD AIR CORP
COM 349853101 $66 1,600 X 1 1,600
FOSSIL INC
COM 349882100 $8 600 X 1 600
FOSTER WHEELER CORP
COM 350244109 $7 1,000 X 1 1,000
FOUNDRY NETWORKS INC
COM 35063R100 $33 500 X 1 500
FPL GROUP INC
COM 302571104 $44,905 680,375 X 1 680,375
FRANCHISE FIN CORP AMER
COM 351807102 $376 18,500 X 1 18,500
FRANKLIN COVEY CO
COM 353469109 $8 1,000 X 1 1,000
FRANKLIN RES INC
COM 354613101 $6,680 155,924 X 1 155,924
FREEPORT-MCMORAN COPPER & GOLD
CL B 35671D857 $263 33,155 X 1 33,155
FRIEDE GOLDMAN HALTER INC
COM 358430106 $16 2,800 X 1 2,800
FRITZ COS INC
COM 358846103 $8 1,000 X 1 1,000
FRONTIER AIRLINES INC NEW
COM 359065109 $2,564 109,100 X 1 109,100
FUELCELL ENERGY INC
COM 35952H106 $3,866 50,500 X 1 50,500
FULLER H B CO
COM 359694106 $24 700 X 1 700
FURNITURE BRANDS INTL INC
COM 360921100 $4,509 267,200 X 1 267,200
G & K SVCS INC
CL A 361268105 $36 1,300 X 1 1,300
GABLES RESIDENTIAL TR
SH BEN INT 362418105 $179 7,000 X 1 7,000
GALILEO INTERNATIONAL INC
COM 363547100 $128 6,500 X 1 6,500
GALILEO TECHNOLOGY LTD
ORD M47298100 $3,115 98,100 X 1 98,100
GALLAGHER ARTHUR J & CO
COM 363576109 $15,504 245,600 X 1 245,600
GANNETT INC
COM 364730101 $21,214 365,766 X 1 365,766
GAP INC DEL
COM 364760108 $1,308 50,655 X 1 50,655
GARDNER DENVER INC
COM 365558105 $18 1,000 X 1 1,000
GARTNER GROUP INC NEW
CL B 366651206 $57 6,500 X 1 6,500
GATEWAY INC
COM 367626108 $18,575 359,920 X 1 359,920
GATX CORP
COM 361448103 $189 4,500 X 1 4,500
GBC BANCORP CALIF
COM 361475106 $1,109 34,800 X 1 34,800
GENCORP INC
COM 368682100 $31 3,700 X 1 3,700
GENELABS TECHNOLOGIES INC
COM 368706107 $4,373 788,700 X 1 788,700
GENENTECH INC
COM NEW 368710406 $6,996 84,800 X 1 84,800
GENERAL COMMUNICATION INC
CL A 369385109 $28 3,600 X 1 3,600
GENERAL DYNAMICS CORP
COM 369550108 $51,598 721,020 X 1 721,020
GENERAL ELEC CO
COM 369604103 $1,091,124 19,906,490 X 1 19,906,490
GENERAL GROWTH PPTYS INC
COM 370021107 $475 16,100 X 1 16,100
GENERAL MLS INC
COM 370334104 $7,654 183,336 X 1 183,336
GENERAL MTRS CORP
COM 370442105 $26,846 432,129 X 1 432,129
CL H NEW 370442832 $15,980 493,200 X 1 493,200
GENERAL SEMICONDUCTOR INC
COM 370787103 $33 2,900 X 1 2,900
GENTEK INC
COM 37245X104 $1,090 65,300 X 1 65,300
GENTEX CORP
COM 371901109 $124 5,000 X 1 5,000
GENUINE PARTS CO
COM 372460105 $2,453 115,091 X 1 115,091
GENZYME CORP
COM GENL DIV 372917104 $32,823 462,300 X 1 462,300
GENZYME TRANSGENICS CORP
COM 37246E105 $4,742 221,200 X 1 221,200
GEORGIA PAC CORP
COM GA PAC 373298108 $2,775 103,272 X 1 103,272
COM-TIMBER 373298702 $215 7,600 X 1 7,600
GETTY IMAGES INC
COM 374276103 $4,648 146,400 X 1 146,400
GILEAD SCIENCES INC
COM 375558103 $18,757 218,100 X 1 218,100
GILLETTE CO
COM 375766102 $12,725 364,888 X 1 364,888
GLATFELTER P H CO
COM 377316104 $26 2,500 X 1 2,500
GLENBOROUGH RLTY TR INC
COM 37803P105 $159 9,900 X 1 9,900
GLIMCHER RLTY TR
SH BEN INT 379302102 $3,359 258,350 X 1 258,350
GLOBAL CROSSING LTD
COM G3921A100 $13,873 587,211 X 1 587,211
GLOBAL MARINE INC
COM 379352404 $10,904 411,475 X 1 411,475
GLOBESPAN INC
COM 379571102 $31 400 X 1 400
GOLDEN ST BANCORP INC
COM 381197102 $25,631 981,100 X 1 981,100
GOLDEN WEST FINL CORP DEL
COM 381317106 $15,989 285,193 X 1 285,193
GOLDMAN SACHS GROUP INC
COM 38141G104 $11,498 115,200 X 1 115,200
GOODRICH B F CO
COM 382388106 $2,490 60,816 X 1 60,816
GOODYEAR TIRE & RUBR CO
COM 382550101 $234 12,650 X 1 12,650
GOTO COM INC
COM 38348T107 $1,840 111,500 X 1 111,500
GOTTSCHALKS INC
COM 383485109 $2 500 X 1 500
GPU INC
COM 36225X100 $3,210 97,101 X 1 97,101
GRACE W R & CO DEL NEW
COM 38388F108 $2,335 516,616 X 1 516,616
GRACO INC
COM 384109104 $9,922 276,100 X 1 276,100
GRAINGER W W INC
COM 384802104 $1,376 43,076 X 1 43,076
GRANITE CONSTR INC
COM 387328107 $33 1,450 X 1 1,450
GRANT PRIDECO INC
COM 38821G101 $173 9,300 X 1 9,300
GREAT LAKES CHEM CORP
COM 390568103 $987 29,573 X 1 29,573
GREAT PLAINS SOFTWARE
COM 39119E105 $23 600 X 1 600
GREATER BAY BANCORP
COM 391648102 $150 4,600 X 1 4,600
GREEN MOUNTAIN PWR CORP
COM 393154109 $2 200 X 1 200
GREENPOINT FINL CORP
COM 395384100 $22,149 744,500 X 1 744,500
GRIFFON CORP
COM 398433102 $11 1,500 X 1 1,500
GROUP 1 AUTOMOTIVE INC
COM 398905109 $13 1,300 X 1 1,300
GTECH HLDGS CORP
COM 400518106 $28 1,600 X 1 1,600
GUIDANT CORP
COM 401698105 $20,936 395,478 X 1 395,478
GUILFORD PHARMACEUTICALS INC
COM 401829106 $9,202 377,700 X 1 377,700
GYMBOREE CORP
COM 403777105 $9 1,000 X 1 1,000
HAGGAR CORP
COM 405173105 $4 300 X 1 300
HAIN CELESTIAL GROUP INC
COM 405217100 $4,655 117,300 X 1 117,300
HALL KINION ASSOCIATES INC
COM 406069104 $4,447 168,200 X 1 168,200
HALLIBURTON CO
COM 406216101 $55,357 1,493,618 X 1 1,493,618
HAMILTON BANCORP INC FLA
COM 407013101 $32 2,100 X 1 2,100
HANCOCK FABRICS INC
COM 409900107 $4 800 X 1 800
HANDLEMAN CO DEL
COM 410252100 $2,663 269,700 X 1 269,700
HARCOURT GEN INC
COM 41163G101 $1,905 33,993 X 1 33,993
HARLAND JOHN H CO
COM 412693103 $31 2,200 X 1 2,200
HARLEY DAVIDSON INC
COM 412822108 $11,664 242,050 X 1 242,050
HARLEYSVILLE GROUP INC
COM 412824104 $2,749 119,200 X 1 119,200
HARMAN INTL INDS INC
COM 413086109 $144 3,000 X 1 3,000
HARRAHS ENTMT INC
COM 413619107 $2,480 86,634 X 1 86,634
HARRIS CORP DEL
COM 413875105 $193 6,100 X 1 6,100
HARSCO CORP
COM 415864107 $79 3,900 X 1 3,900
HARTE-HANKS INC
COM 416196103 $124 5,600 X 1 5,600
HARTFORD FINL SVCS GROUP INC
COM 416515104 $41,975 563,895 X 1 563,895
HASBRO INC
COM 418056107 $1,059 98,483 X 1 98,483
HAWAIIAN ELEC INDUSTRIES
COM 419870100 $43 1,300 X 1 1,300
HCA-HEALTHCARE CO
COM 404119109 $63,050 1,578,723 X 1 1,578,723
HEALTH CARE PPTY INVS INC
COM 421915109 $629 21,400 X 1 21,400
HEALTH CARE REIT INC
COM 42217K106 $209 11,800 X 1 11,800
HEALTH MGMT ASSOC INC NEW
CL A 421933102 $5,241 264,550 X 1 264,550
HEALTHCARE RLTY TR
COM 421946104 $444 22,267 X 1 22,267
HEALTHSOUTH CORP
COM 421924101 $2,856 237,996 X 1 237,996
HEARST-ARGYLE TELEVISION INC
COM 422317107 $2 100 X 1 100
HEARTLAND EXPRESS INC
COM 422347104 $38 2,200 X 1 2,200
HEIDRICK & STRUGGLES INTL INC
COM 422819102 $87 1,400 X 1 1,400
HEINZ H J CO
COM 423074103 $9,506 226,659 X 1 226,659
HELIX TECHNOLOGY CORP
COM 423319102 $36 1,300 X 1 1,300
HELMERICH & PAYNE INC
COM 423452101 $1,965 62,500 X 1 62,500
HENRY JACK & ASSOC INC
COM 426281101 $165 3,000 X 1 3,000
HERCULES INC
COM 427056106 $190 10,359 X 1 10,359
HERSHEY FOODS CORP
COM 427866108 $3,851 70,896 X 1 70,896
HEWLETT PACKARD CO
COM 428236103 $71,720 1,544,436 X 1 1,544,436
HIBERNIA CORP
CL A 428656102 $232 19,400 X 1 19,400
HIGHWOODS PPTYS INC
COM 431284108 $3,213 148,600 X 1 148,600
HILB ROGAL & HAMILTON CO
COM 431294107 $32 800 X 1 800
HILLENBRAND INDS INC
COM 431573104 $407 8,800 X 1 8,800
HILTON HOTELS CORP
COM 432848109 $2,000 210,540 X 1 210,540
HISPANIC BROADCASTING CORP
CL A 43357B104 $344 11,000 X 1 11,000
HNC SOFTWARE INC
COM 40425P107 $1,593 78,400 X 1 78,400
HOLOGIC INC
COM 436440101 $7 1,000 X 1 1,000
HOME DEPOT INC
COM 437076102 $185,183 4,306,570 X 1 4,306,570
HOMESTAKE MNG CO
COM 437614100 $122 29,664 X 1 29,664
HOMESTORE COM INC
COM 437852106 $10 300 X 1 300
HON INDS INC
COM 438092108 $132 5,500 X 1 5,500
HONEYWELL INTL INC
COM 438516106 $19,215 357,068 X 1 357,068
HOOPER HOLMES INC
COM 439104100 $17 1,800 X 1 1,800
HORACE MANN EDUCATORS CORP NEW
COM 440327104 $9,717 581,000 X 1 581,000
HORMEL FOODS CORP
COM 440452100 $66 3,900 X 1 3,900
HOST MARRIOTT CORP NEW
COM 44107P104 $961 90,400 X 1 90,400
HOT TOPIC INC
COM 441339108 $8,463 247,100 X 1 247,100
HOUGHTON MIFFLIN CO
COM 441560109 $1,887 48,100 X 1 48,100
HOUSEHOLD INTL INC
COM 441815107 $35,806 711,677 X 1 711,677
HRPT PPTYS TR
COM SH BEN 40426W101 $212 32,900 X 1 32,900
HS RES INC
COM 404297103 $3,356 103,250 X 1 103,250
HSB GROUP INC
COM 40428N109 $123 3,100 X 1 3,100
HUBBELL INC
CL B 443510201 $115 4,800 X 1 4,800
HUFFY CORP
COM 444356109 $3 300 X 1 300
HUGHES SUPPLY INC
COM 444482103 $24 1,300 X 1 1,300
HUMAN GENOME SCIENCES INC
COM 444903108 $35 400 X 1 400
HUMANA INC
COM 444859102 $7,199 593,710 X 1 593,710
HUNTINGTON BANCSHARES INC
COM 446150104 $972 67,644 X 1 67,644
HUTCHINSON TECHNOLOGY INC
COM 448407106 $48 2,200 X 1 2,200
I-MANY INC
COM 44973Q103 $5,220 253,100 X 1 253,100
I2 TECHNOLOGIES INC
COM 465754109 $33,337 196,100 X 1 196,100
IBP INC
COM 449223106 $204 9,900 X 1 9,900
ICN PHARMACEUTICALS INC NEW
COM 448924100 $293 7,700 X 1 7,700
ICOS CORP
COM 449295104 $5 100 X 1 100
IDACORP INC
COM 451107106 $9,301 191,300 X 1 191,300
IDEC PHARMACEUTICALS CORP
COM 449370105 $1,432 7,300 X 1 7,300
IDEX CORP
COM 45167R104 $65 2,000 X 1 2,000
IDEXX LABS INC
COM 45168D104 $74 3,100 X 1 3,100
IHOP CORP
COM 449623107 $25 1,200 X 1 1,200
II VI INC
COM 902104108 $966 46,700 X 1 46,700
ILLINOIS TOOL WKS INC
COM 452308109 $17,669 317,998 X 1 317,998
IMATION CORP
COM 45245A107 $44 2,200 X 1 2,200
IMC GLOBAL INC
COM 449669100 $136 10,500 X 1 10,500
IMCLONE SYS INC
COM 45245W109 $11 200 X 1 200
IMMUNE RESPONSE CORP DEL
COM 45252T106 $9 1,500 X 1 1,500
IMMUNEX CORP NEW
COM 452528102 $81 1,900 X 1 1,900
IMMUNOGEN INC
COM 45253H101 $2,267 66,300 X 1 66,300
IMMUNOMEDICS INC
COM 452907108 $15,674 684,900 X 1 684,900
IMPCO TECHNOLOGIES INC
COM 45255W106 $4,331 220,000 X 1 220,000
IMPERIAL BANCORP
COM 452556103 $73 3,000 X 1 3,000
IMS HEALTH INC
COM 449934108 $4,289 181,531 X 1 181,531
INCO LTD
COM 453258402 $2,648 171,529 X 1 171,529
INCYTE GENOMICS INC
COM 45337C102 $337 9,200 X 1 9,200
INDEPENDENCE CMNTY BK CORP
COM 453414104 $2,119 144,300 X 1 144,300
INDEPENDENT ENERGY HLDGS PLC
SPONSORED 45384X108 $2 218,700 X 1 218,700
INET TECHNOLOGIES INC
COM 45662V105 $8 200 X 1 200
INFINITY BROADCASTING CP NEW
CL A 45662S102 $20 600 X 1 600
INFOCUS CORP
COM 45665B106 $20,878 463,000 X 1 463,000
INFONET SVCS CORP
CL B 45666T106 $3 500 X 1 500
INFORMATICA CORP
COM 45666Q102 $4,952 52,400 X 1 52,400
INFORMATION RES INC
COM 456905108 $9 1,700 X 1 1,700
INFORMIX CORP
COM 456779107 $175 41,100 X 1 41,100
INFOSPACE INC
COM 45678T102 $7,424 368,878 X 1 368,878
INGERSOLL-RAND CO
COM 456866102 $4,703 124,580 X 1 124,580
INGRAM MICRO INC
CL A 457153104 $2 100 X 1 100
INKTOMI CORP
COM 457277101 $25 400 X 1 400
INNKEEPERS USA TR
COM 4576J0104 $4,715 462,800 X 1 462,800
INNOVEX INC
COM 457647105 $13 900 X 1 900
INPUT/OUTPUT INC
COM 457652105 $3,046 342,100 X 1 342,100
INSIGHT ENTERPRISES INC
COM 45765U103 $85 2,625 X 1 2,625
INSITUFORM TECHNOLOGIES INC
CL A 457667103 $10,838 307,200 X 1 307,200
INSMED INC
COM NEW 457669208 $1,463 120,000 X 1 120,000
INSURANCE AUTO AUCTIONS INC
COM 457875102 $8 700 X 1 700
INTEGRATED DEVICE TECHNOLOGY
COM 458118106 $26,247 466,100 X 1 466,100
INTEGRATED SILICON SOLUTION
COM 45812P107 $2,892 216,200 X 1 216,200
INTEL CORP
COM 458140100 $559,931 12,442,913 X 1 12,442,913
INTER TEL INC
COM 458372109 $19 1,600 X 1 1,600
INTERFACE INC
CL A 458665106 $504 55,200 X 1 55,200
INTERMAGNETICS GEN CORP
COM 458771102 $39 1,536 X 1 1,536
INTERMEDIA COMMUNICATIONS INC
COM 458801107 $3,126 141,300 X 1 141,300
INTERMET CORP
COM 45881K104 $5 700 X 1 700
INTERNAP NETWORK SVCS CORP
COM 45885A102 $8 500 X 1 500
INTERNATIONAL BUSINESS MACHS
COM 459200101 $294,747 2,992,354 X 1 2,992,354
INTERNATIONAL FLAVORS&FRAGRANC
COM 459506101 $1,073 64,067 X 1 64,067
INTERNATIONAL GAME TECHNOLOGY
COM 459902102 $11,727 320,200 X 1 320,200
INTERNATIONAL MULTIFOODS CORP
COM 460043102 $8 500 X 1 500
INTERNATIONAL RECTIFIER CORP
COM 460254105 $19,381 434,300 X 1 434,300
INTERNATIONAL SPEEDWAY CORP
CL A 460335201 $135 4,200 X 1 4,200
INTERNET COM CORP
COM 460967102 $5,030 241,700 X 1 241,700
INTERNET SEC SYS INC
COM 46060X107 $18 200 X 1 200
INTERPUBLIC GROUP COS INC
COM 460690100 $8,484 197,590 X 1 197,590
INTERSIL HLDG CORP
CL A 46069S109 $10 200 X 1 200
INTERSTATE BAKERIES CORP DEL
COM 46072H108 $83 5,900 X 1 5,900
INTERVOICE-BRITE INC
COM 461142101 $32 3,300 X 1 3,300
INTERWOVEN INC
COM 46114T102 $10,277 102,000 X 1 102,000
INTIMATE BRANDS INC
CL A 461156101 $14 600 X 1 600
INTL PAPER CO
COM 460146103 $3,078 84,041 X 1 84,041
INTRANET SOLUTIONS INC
COM NEW 460939309 $9,109 195,900 X 1 195,900
INTUIT
COM 461202103 $1,776 28,900 X 1 28,900
INVACARE CORP
COM 461203101 $54 1,900 X 1 1,900
INVERNESS MED TECHNOLOGY INC
COM 461268104 $7,035 255,800 X 1 255,800
INVESTMENT TECHNOLOGY GRP NEW
COM 46145F105 $4,662 129,500 X 1 129,500
INVESTORS FINL SERVICES CORP
COM 461915100 $8,624 120,300 X 1 120,300
INVITROGEN CORP
COM 46185R100 $15,517 204,000 X 1 204,000
IONICS INC
COM 462218108 $10 500 X 1 500
IPALCO ENTERPRISES INC
COM 462613100 $188 8,400 X 1 8,400
ISLE OF CAPRI CASINOS INC
COM 464592104 $3,384 257,350 X 1 257,350
ITRON INC
COM 465741106 $5 800 X 1 800
ITT INDS INC IND
COM 450911102 $19,641 603,172 X 1 603,172
IVAX CORP
COM 465823102 $23,775 546,550 X 1 546,550
J & J SNACK FOODS CORP
COM 466032109 $7 500 X 1 500
JABIL CIRCUIT INC
COM 466313103 $1,113 19,500 X 1 19,500
JACK IN THE BOX INC
COM 466367109 $796 32,500 X 1 32,500
JACOBS ENGR GROUP INC DEL
COM 469814107 $7,129 172,300 X 1 172,300
JDS UNIPHASE CORP
COM 46612J101 $126,133 1,549,526 X 1 1,549,526
JEFFERIES GROUP INC NEW
COM 472319102 $55 2,000 X 1 2,000
JEFFERSON PILOT CORP
COM 475070108 $5,056 73,542 X 1 73,542
JLG INDS INC
COM 466210101 $68 4,900 X 1 4,900
JO-ANN STORES INC
CL A 47758P109 $7 1,000 X 1 1,000
JOHNSON & JOHNSON
COM 478160104 $180,930 1,963,962 X 1 1,963,962
JOHNSON CTLS INC
COM 478366107 $3,908 65,537 X 1 65,537
JONES APPAREL GROUP INC
COM 480074103 $363 13,050 X 1 13,050
JUNIPER NETWORKS INC
COM 48203R104 $58,095 297,925 X 1 297,925
K MART CORP
COM 482584109 $226 38,138 X 1 38,138
K-SWISS INC
CL A 482686102 $6,496 236,200 X 1 236,200
K2 INC
COM 482732104 $13 1,400 X 1 1,400
KAMAN CORP
CL A 483548103 $19 1,300 X 1 1,300
KANA COMMUNICATIONS
COM 483600102 $7 300 X 1 300
KANSAS CITY PWR & LT CO
COM 485134100 $142 5,900 X 1 5,900
KANSAS CITY SOUTHN INDS INC
COM NEW 485170302 $1 100 X 1 100
KAUFMAN & BROAD HOME CORP
COM 486168107 $2,197 73,865 X 1 73,865
KAYDON CORP
COM 486587108 $46 2,100 X 1 2,100
KEANE INC
COM 486665102 $88 6,800 X 1 6,800
KEITHLEY INSTRS INC
COM 487584104 $3,028 56,600 X 1 56,600
KELLOGG CO
COM 487836108 $6,202 244,426 X 1 244,426
KELLWOOD CO
COM 488044108 $27 1,400 X 1 1,400
KELLY SVCS INC
CL A 488152208 $64 2,900 X 1 2,900
KEMET CORP
COM 488360108 $2,224 79,800 X 1 79,800
KENNAMETAL INC
COM 489170100 $126 4,300 X 1 4,300
KENT ELECTRS CORP
COM 490553104 $4,548 244,200 X 1 244,200
KERR MCGEE CORP
COM 492386107 $25,192 385,709 X 1 385,709
KERYX BIOPHARMACEUTICALS INC
COM 492515101 $2,050 150,000 X 1 150,000
KEY ENERGY SVCS INC
COM 492914106 $4,726 525,100 X 1 525,100
KEY PRODTN INC
COM 493138101 $5,358 243,550 X 1 243,550
KEYCORP NEW
COM 493267108 $6,384 258,600 X 1 258,600
KEYSPAN CORP
COM 49337W100 $16,355 464,800 X 1 464,800
KILROY RLTY CORP
COM 49427F108 $180 6,900 X 1 6,900
KIMBERLY CLARK CORP
COM 494368103 $47,623 721,558 X 1 721,558
KIMCO REALTY CORP
COM 49446R109 $767 19,050 X 1 19,050
KINDER MORGAN INC KANS
COM 49455P101 $428 11,100 X 1 11,100
KING PHARMACEUTICALS INC
COM 495582108 $6,186 138,037 X 1 138,037
KIRBY CORP
COM 497266106 $20 1,100 X 1 1,100
KLA-TENCOR CORP
COM 482480100 $5,724 169,300 X 1 169,300
KNIGHT RIDDER INC
COM 499040103 $2,797 55,653 X 1 55,653
KOHLS CORP
COM 500255104 $24,290 448,258 X 1 448,258
KORN FERRY INTL
COM NEW 500643200 $102 2,900 X 1 2,900
KROGER CO
COM 501044101 $24,991 1,107,614 X 1 1,107,614
KROLL O GARA CO
COM 501050108 $6 1,100 X 1 1,100
KRONOS INC
COM 501052104 $29 800 X 1 800
KULICKE & SOFFA INDS INC
COM 501242101 $43 2,900 X 1 2,900
L-3 COMMUNICATIONS HLDGS INC
COM 502424104 $7,055 107,000 X 1 107,000
LA Z BOY INC
COM 505336107 $25 1,600 X 1 1,600
LABORATORY CORP AMER HLDGS
COM NEW 50540R409 $10,979 81,400 X 1 81,400
LACLEDE GAS CO
COM 505588103 $28 1,300 X 1 1,300
LAM RESEARCH CORP
COM 512807108 $254 13,100 X 1 13,100
LANCASTER COLONY CORP
COM 513847103 $4,277 177,700 X 1 177,700
LANCE INC
COM 514606102 $6 600 X 1 600
LANDRYS SEAFOOD RESTAURANTS
COM 51508L103 $10 1,300 X 1 1,300
LANDS END INC
COM 515086106 $31 1,200 X 1 1,200
LANDSTAR SYS INC
COM 515098101 $28 600 X 1 600
LASALLE HOTEL PPTYS
COM SH BEN 517942108 $154 10,700 X 1 10,700
LASER VISION CTRS INC
COM 51807H100 $9 2,100 X 1 2,100
LATTICE SEMICONDUCTOR CORP
COM 518415104 $517 17,700 X 1 17,700
LAUDER ESTEE COS INC
CL A 518439104 $19 400 X 1 400
LAWSON PRODS INC
COM 520776105 $16 600 X 1 600
LEAP WIRELESS INTL INC
COM 521863100 $6,254 125,700 X 1 125,700
LEAR CORP
COM 521865105 $202 7,400 X 1 7,400
LEARNING TREE INTL INC
COM 522015106 $5,240 115,800 X 1 115,800
LEE ENTERPRISES INC
COM 523768109 $88 3,200 X 1 3,200
LEGG MASON INC
COM 524901105 $296 5,700 X 1 5,700
LEGGETT & PLATT INC
COM 524660107 $1,493 91,175 X 1 91,175
LEHMAN BROS HLDGS INC
COM 524908100 $54,609 846,650 X 1 846,650
LENNAR CORP
COM 526057104 $279 8,700 X 1 8,700
LENNOX INTL INC
COM 526107107 $13 1,604 X 1 1,604
LEVEL 3 COMMUNICATIONS INC
COM 52729N100 $4,898 102,700 X 1 102,700
LEXMARK INTL NEW
CL A 529771107 $3,992 97,375 X 1 97,375
LG&E ENERGY CORP
COM 501917108 $334 13,600 X 1 13,600
LIBBEY INC
COM 529898108 $35 1,300 X 1 1,300
LIBERATE TECHNOLOGIES
COM 530129105 $6 300 X 1 300
LIBERTY DIGITAL INC
CL A 530436104 $1 100 X 1 100
LIBERTY PPTY TR
SH BEN INT 531172104 $4,449 168,300 X 1 168,300
LIFEPOINT HOSPITALS INC
COM 53219L109 $9,207 237,600 X 1 237,600
LILLIAN VERNON CORP
COM 532430105 $4 400 X 1 400
LILLY ELI & CO
COM 532457108 $184,061 2,059,422 X 1 2,059,422
LILLY INDS INC
CL A 532491107 $48 1,600 X 1 1,600
LIMITED INC
COM 532716107 $8,146 322,606 X 1 322,606
LINCARE HLDGS INC
COM 532791100 $219 5,200 X 1 5,200
LINCOLN NATL CORP IND
COM 534187109 $7,172 148,268 X 1 148,268
LINDSAY MFG CO
COM 535555106 $17 800 X 1 800
LINEAR TECHNOLOGY CORP
COM 535678106 $33,472 518,450 X 1 518,450
LINENS N THINGS INC
COM 535679104 $71 2,300 X 1 2,300
LITTELFUSE INC
COM 537008104 $5,351 184,500 X 1 184,500
LITTON INDS INC
COM 538021106 $208 4,000 X 1 4,000
LIZ CLAIBORNE INC
COM 539320101 $1,990 46,828 X 1 46,828
LOCKHEED MARTIN CORP
COM 539830109 $54,023 1,506,916 X 1 1,506,916
LOEWS CORP
COM 540424108 $40,329 443,478 X 1 443,478
LONE STAR STEAKHOUSE SALOON
COM 542307103 $10 1,200 X 1 1,200
LONE STAR TECHNOLOGIES INC
COM 542312103 $5,408 134,700 X 1 134,700
LONGS DRUG STORES CORP
COM 543162101 $243 11,102 X 1 11,102
LONGVIEW FIBRE CO
COM 543213102 $31 2,300 X 1 2,300
LOUIS DREYFUS NAT GAS CORP
COM 546011107 $125 3,900 X 1 3,900
LOUISIANA PAC CORP
COM 546347105 $9,787 1,139,228 X 1 1,139,228 989,828
LOWES COS INC
COM 548661107 $12,710 278,190 X 1 278,190
LSI LOGIC CORP
COM 502161102 $12,015 365,486 X 1 365,486
LTX CORP
COM 502392103 $2,535 181,100 X 1 181,100
LUBRIZOL CORP
COM 549271104 $76 3,500 X 1 3,500
LUCENT TECHNOLOGIES INC
COM 549463107 $5,084 218,100 X 1 218,100
LYDALL INC DEL
COM 550819106 $8 800 X 1 800
LYONDELL CHEMICAL CO
COM 552078107 $119 8,300 X 1 8,300
M D C HLDGS INC
COM 552676108 $120 4,400 X 1 4,400
M SYS FLASH DISK PIONEERS LTD
ORD M7061C100 $2,536 66,400 X 1 66,400
MACDERMID INC
COM 554273102 $37 1,700 X 1 1,700
MACK CALI RLTY CORP
COM 554489104 $621 22,900 X 1 22,900
MACROMEDIA INC
COM 556100105 $416 5,400 X 1 5,400
MACROVISION CORP
COM 555904101 $15 200 X 1 200
MAF BANCORP INC
COM 55261R108 $2,232 93,000 X 1 93,000
MANDALAY RESORT GROUP
COM 562567107 $23,674 1,137,500 X 1 1,137,500
MANHATTAN ASSOCS INC
COM 562750109 $6,638 103,700 X 1 103,700
MANITOWOC INC
COM 563571108 $19 700 X 1 700
MANOR CARE INC NEW
COM 564055101 $221 13,219 X 1 13,219
MANPOWER INC
COM 56418H100 $188 5,400 X 1 5,400
MANUGISTICS GROUP INC
COM 565011103 $7,634 67,000 X 1 67,000
MARCHFIRST INC
COM 566244109 $32 5,500 X 1 5,500
MARCUS CORP
COM 566330106 $26 1,800 X 1 1,800
MARINE DRILLING COS INC
COM PAR 568240204 $3,295 138,000 X 1 138,000
MARRIOTT INTL INC NEW
CL A 571903202 $5,934 146,524 X 1 146,524
MARSH & MCLENNAN COS INC
COM 571748102 $53,199 406,874 X 1 406,874
MARSHALL & ILSLEY CORP
COM 571834100 $426 9,400 X 1 9,400
MARTIN MARIETTA MATLS INC
COM 573284106 $142 3,700 X 1 3,700
MASCO CORP
COM 574599106 $560 29,945 X 1 29,945
MASCOTECH INC
COM 574670105 $52 3,100 X 1 3,100
MASTEC INC
COM 576323109 $4,387 151,600 X 1 151,600
MATERIAL SCIENCIES CORP
COM 576674105 $8 800 X 1 800
MATTEL INC
COM 577081102 $920 71,108 X 1 71,108
MAVERICK TUBE CORP
COM 577914104 $1,032 66,300 X 1 66,300
MAXIM INTEGRATED PRODS INC
COM 57772K101 $35,610 537,000 X 1 537,000
MAXIM PHARMACEUTICALS INC
COM 57772M107 $6,248 140,800 X 1 140,800
MAXIMUS INC
COM 577933104 $29 1,200 X 1 1,200
MAXXAM INC
COM 577913106 $2 100 X 1 100
MAY DEPT STORES CO
COM 577778103 $1,693 64,506 X 1 64,506
MAYTAG CORP
COM 578592107 $1,250 43,675 X 1 43,675
MBIA INC
COM 55262C100 $4,964 68,286 X 1 68,286
MBNA CORP
COM 55262L100 $44,198 1,176,649 X 1 1,176,649
MCCORMICK & CO INC
COM NON VTG 579780206 $269 8,500 X 1 8,500
MCDERMOTT INTL INC
COM 580037109 $56 5,775 X 1 5,775
MCDONALDS CORP
COM 580135101 $15,722 507,172 X 1 507,172
MCGRAW HILL COS INC
COM 580645109 $8,829 137,551 X 1 137,551
MCKESSON HBOC INC
COM 58155Q103 $5,116 182,314 X 1 182,314
MCN ENERGY GROUP INC
COM 55267J100 $195 7,900 X 1 7,900
MCSI INC
COM 55270M108 $4,123 132,600 X 1 132,600
MEAD CORP
COM 582834107 $1,917 66,246 X 1 66,246
MEADE INSTRUMENTS CORP
COM 583062104 $16 900 X 1 900
MEDAREX INC
COM 583916101 $24 400 X 1 400
MEDICIS PHARMACEUTICAL CORP
CL A NEW 584690309 $16,013 217,500 X 1 217,500
MEDIMMUNE INC
COM 584699102 $13,506 206,600 X 1 206,600
MEDTRONIC INC
COM 585055106 $87,469 1,610,484 X 1 1,610,484
MELLON FINL CORP
COM 58551A108 $32,414 671,798 X 1 671,798
MEMBERWORKS INC
COM 586002107 $38 1,100 X 1 1,100
MENS WEARHOUSE INC
COM 587118100 $86 2,950 X 1 2,950
MENTOR CORP MINN
COM 587188103 $25 1,400 X 1 1,400
MENTOR GRAPHICS CORP
COM 587200106 $10,339 440,300 X 1 440,300
MERCANTILE BANKSHARES CORP
COM 587405101 $233 6,200 X 1 6,200
MERCK & CO INC
COM 589331107 $366,524 4,075,321 X 1 4,075,321
MERCURY COMPUTER SYS
COM 589378108 $4,963 160,100 X 1 160,100
MERCURY INTERACTIVE CORP
COM 589405109 $42,330 381,350 X 1 381,350
MEREDITH CORP
COM 589433101 $758 23,888 X 1 23,888
MERIX CORP
COM 590049102 $8,122 173,900 X 1 173,900
MERRILL LYNCH & CO INC
COM 590188108 $76,420 1,091,708 X 1 1,091,708
MESA AIR GROUP INC
COM 590479101 $10 1,700 X 1 1,700
METHODE ELECTRS INC
CL A 591520200 $87 2,300 X 1 2,300
METLIFE INC
COM 59156R108 $11,341 410,550 X 1 410,550
METRIS COS INC
COM 591598107 $11,428 353,000 X 1 353,000
METROMEDIA FIBER NETWORK INC
CL A 591689104 $4,742 249,600 X 1 249,600
METTLER TOLEDO INTERNATIONAL
COM 592688105 $7,573 162,200 X 1 162,200
MGIC INVT CORP WIS
COM 552848103 $45,187 663,299 X 1 663,299
MGM MIRAGE
COM 552953101 $9,225 266,900 X 1 266,900
MICHAEL FOOD INC NEW
COM 594079105 $38 1,400 X 1 1,400
MICHAELS STORES INC
COM 594087108 $27 1,100 X 1 1,100
MICREL INC
COM 594793101 $534 11,800 X 1 11,800
MICROCELL TELECOMMUNICATIONS
CL B NON VTG 59501T304 $0 17,173 X 1 17,173
MICROCHIP TECHNOLOGY INC
COM 595017104 $519 16,425 X 1 16,425
MICROMUSE INC
COM 595094103 $34 200 X 1 200
MICRON TECHNOLOGY INC
COM 595112103 $24,899 716,518 X 1 716,518
MICROSOFT CORP
COM 594918104 $615,020 8,929,503 X 1 8,929,503
MID ATLANTIC MED SVCS INC
COM 59523C107 $88 5,200 X 1 5,200
MIDAS GROUP INC
COM 595626102 $12 900 X 1 900
MIDWEST EXPRESS HLDGS INC
COM 597911106 $6 300 X 1 300
MILACRON INC
COM 598709103 $32 2,000 X 1 2,000
MILLENNIUM CHEMICALS INC
COM 599903101 $6,489 402,400 X 1 402,400
MILLENNIUM PHARMACEUTICALS INC
COM 599902103 $2,191 30,200 X 1 30,200
MILLER HERMAN INC
COM 600544100 $204 7,800 X 1 7,800
MILLIPORE CORP
COM 601073109 $2,106 40,121 X 1 40,121
MINERALS TECHNOLOGIES INC
COM 603158106 $1,731 38,000 X 1 38,000
MINIMED INC
COM 60365K108 $452 6,200 X 1 6,200
MINNESOTA MNG & MFG CO
COM 604059105 $52,577 544,130 X 1 544,130
MISSION WEST PPTYS INC
COM 605203108 $212 15,800 X 1 15,800
MITCHELL ENERGY & DEV CORP
CL A 606592202 $5,396 117,300 X 1 117,300
MKS INSTRUMENT INC
COM 55306N104 $797 43,400 X 1 43,400
MODINE MFG CO
COM 607828100 $45 1,700 X 1 1,700
MODIS PROFESSIONAL SVCS INC
COM 607830106 $16 3,800 X 1 3,800
MOHAWK INDS INC
COM 608190104 $100 4,600 X 1 4,600
MOLEX INC
COM 608554101 $4,915 91,018 X 1 91,018
MONTANA POWER CO
COM 612085100 $410 14,500 X 1 14,500
MONY GROUP INC
COM 615337102 $12,107 294,400 X 1 294,400
MORGAN J P & CO INC
COM 616880100 $53,019 320,357 X 1 320,357
MORGAN KEEGAN INC
COM 617410105 $50 2,500 X 1 2,500
MORGAN STANLEY DEAN WITTER&CO
COM NEW 617446448 $151,121 1,881,666 X 1 1,881,666
MORRISON MGMT SPECIALISTS INC
COM 618459101 $30 900 X 1 900
MOTOROLA INC
COM 620076109 $41,643 1,669,909 X 1 1,669,909
MRV COMMUNICATIONS INC
COM 553477100 $9,871 249,900 X 1 249,900
MSC INDL DIRECT INC
CL A 553530106 $4,552 306,000 X 1 306,000
MUELLER INDS INC
COM 624756102 $23 1,000 X 1 1,000
MULTEX COM INC
COM 625367107 $2,439 188,500 X 1 188,500
MURPHY OIL CORP
COM 626717102 $307 5,300 X 1 5,300
MUTUAL RISK MGMT LTD
COM 628351108 $9,005 496,800 X 1 496,800
MYERS INDS INC
COM 628464109 $24 1,820 X 1 1,820
MYLAN LABS INC
COM 628530107 $7,911 282,550 X 1 282,550
MYRIAD GENETICS INC
COM 62855J104 $9,804 81,700 X 1 81,700
NABISCO GROUP HLDG CORP
COM 62952P102 $8,657 299,800 X 1 299,800
NABORS INDS INC
COM 629568106 $32,952 647,395 X 1 647,395
NACCO INDS INC
CL A 629579103 $8 200 X 1 200
NANOMETRICS INC
COM 630077105 $2,700 117,400 X 1 117,400
NASH FINCH CO
COM 631158102 $7 600 X 1 600
NASHUA CORP
COM 631226107 $1 100 X 1 100
NATIONAL CITY CORP
COM 635405103 $8,407 393,304 X 1 393,304
NATIONAL COMM BANCORP
COM 635449101 $402 18,900 X 1 18,900
NATIONAL DATA CORP
COM 635621105 $111 2,900 X 1 2,900
NATIONAL DISC BROKERS GROUP
COM 635646102 $6,052 124,300 X 1 124,300
NATIONAL FUEL GAS CO N J
COM 636180101 $188 3,500 X 1 3,500
NATIONAL INSTRS CORP
COM 636518102 $168 3,600 X 1 3,600
NATIONAL PRESTO INDS INC
COM 637215104 $15 500 X 1 500
NATIONAL SEMICONDUCTOR CORP
COM 637640103 $4,447 171,029 X 1 171,029
NATIONAL SVC INDS INC
COM 637657107 $460 22,494 X 1 22,494
NATIONWIDE HEALTH PPTYS INC
COM 638620104 $224 15,000 X 1 15,000
NATURAL MICROSYSTEMS CORP
COM 638882100 $4,898 108,400 X 1 108,400
NATURES SUNSHINE PRODUCTS INC
COM 639027101 $6 900 X 1 900
NAUTICA ENTERPRISES INC
COM 639089101 $23 1,800 X 1 1,800
NAVISITE INC
COM 63935M109 $2 200 X 1 200
NAVISTAR INTL CORP NEW
COM 63934E108 $1,489 45,050 X 1 45,050
NBTY INC
COM 628782104 $30 4,600 X 1 4,600
NCO GROUP INC
COM 628858102 $31 1,400 X 1 1,400
NCR CORP NEW
COM 62886E108 $2,628 60,941 X 1 60,941
NEIMAN MARCUS GROUP INC
CL A 640204202 $223 6,000 X 1 6,000
NELSON THOMAS INC
COM 640376109 $5 800 X 1 800
NEOPHARM INC
COM 640919106 $4,919 135,700 X 1 135,700
NETBANK INC
COM 640933107 $4,816 472,400 X 1 472,400
NETEGRITY INC
COM 64110P107 $7,359 94,350 X 1 94,350
NETIQ CORP
COM 64115P102 $2,515 29,200 X 1 29,200
NETRO CORP
COM 64114R109 $1,780 81,600 X 1 81,600
NETWORK APPLIANCE INC
COM 64120L104 $63,711 535,384 X 1 535,384
NETWORK EQUIP TECHNOLOGIES
COM 641208103 $11 1,200 X 1 1,200
NETWORKS ASSOCS INC
COM 640938106 $6,917 359,350 X 1 359,350
NEW ENGLAND BUSINESS SVC INC
COM 643872104 $14 800 X 1 800
NEW FOCUS INC
COM 644383101 $13 200 X 1 200
NEW JERSEY RES
COM 646025106 $48 1,200 X 1 1,200
NEW YORK TIMES CO
CL A 650111107 $5,033 136,944 X 1 136,944
NEWELL RUBBERMAID INC
COM 651229106 $2,229 116,164 X 1 116,164
NEWFIELD EXPL CO
COM 651290108 $147 3,900 X 1 3,900
NEWMONT MINING CORP
COM 651639106 $1,364 100,543 X 1 100,543
NEWPORT CORP
COM 651824104 $1,633 14,300 X 1 14,300
NEWPORT NEWS SHIPBUILDING INC
COM 652228107 $10,445 212,350 X 1 212,350
NEXT LEVEL COMM INC
COM 65333U104 $14 300 X 1 300
NEXTEL COMMUNICATIONS INC
CL A 65332V103 $66,645 1,733,864 X 1 1,733,864
NIAGARA MOHAWK HLDGS INC
COM 653520106 $869 54,339 X 1 54,339
NICOR INC
COM 654086107 $2,859 80,954 X 1 80,954
NIKE INC
CL B 654106103 $5,097 127,634 X 1 127,634
NISOURCE INC
COM 65473P105 $274 11,000 X 1 11,000
NL INDS INC
COM NEW 629156407 $7,657 324,100 X 1 324,100
NOBLE AFFILIATES INC
COM 654894104 $323 8,800 X 1 8,800
NOBLE DRILLING CORP
COM 655042109 $102,718 2,471,400 X 1 2,471,400
NOKIA CORP
SPONSORED 654902204 $15,543 447,170 X 1 447,170
NORDSON CORP
COM 655663102 $63 2,200 X 1 2,200
NORDSTROM INC
COM 655664100 $447 27,180 X 1 27,180
NORFOLK SOUTHERN CORP
COM 655844108 $2,922 206,876 X 1 206,876
NORTEL NETWORKS CORP NEW
COM 656568102 $98,042 2,154,779 X 1 2,154,779
NORTH FORK BANCORPORATION NY
COM 659424105 $327 16,200 X 1 16,200
NORTHEAST UTILS
COM 664397106 $412 20,200 X 1 20,200
NORTHERN TR CORP
COM 665859104 $60,836 712,571 X 1 712,571
NORTHPOINT COMMUNICATIONS HLDG
COM 666610100 $2,039 262,100 X 1 262,100
NORTHROP GRUMMAN CORP
COM 666807102 $20,041 238,584 X 1 238,584
NORTHWEST AIRLS CORP
CL A 667280101 $6 200 X 1 200
NORTHWEST NAT GAS CO
COM 667655104 $38 1,600 X 1 1,600
NORTHWESTERN CORP
COM 668074107 $42 1,900 X 1 1,900
NOVA CORP GA
COM 669784100 $86 5,500 X 1 5,500
NOVELL INC
COM 670006105 $1,764 195,965 X 1 195,965
NOVELLUS SYS INC
COM 670008101 $5,236 127,900 X 1 127,900
NOVEN PHARMACEUTICALS INC
COM 670009109 $8,712 195,500 X 1 195,500
NPS PHARMACEUTICALS INC
COM 62936P103 $10,271 229,150 X 1 229,150
NS GROUP INC
COM 628916108 $141 16,500 X 1 16,500
NSTAR
COM 67019E107 $17,816 460,500 X 1 460,500
NU HORIZONS ELECTRS CORP
COM 669908105 $48 3,000 X 1 3,000
NUANCE COMMUNICATIONS INC
COM 669967101 $880 10,200 X 1 10,200
NUCOR CORP
COM 670346105 $2,569 74,054 X 1 74,054
NUEVO ENERGY CO
COM 670509108 $29 1,600 X 1 1,600
NUI CORP
COM 629430109 $25 800 X 1 800
NVIDIA CORP
COM 67066G104 $541 8,700 X 1 8,700
NVR INC
COM 62944T105 $10,878 105,200 X 1 105,200
NYFIX INC
COM 670712108 $63 1,600 X 1 1,600
O REILLY AUTOMOTIVE INC
COM 686091109 $23 1,300 X 1 1,300
OAK TECHNOLOGY INC
COM 671802106 $22,863 817,750 X 1 817,750
OCCIDENTAL PETE CORP DEL
COM 674599105 $26,025 1,309,421 X 1 1,309,421
OCEAN ENERGY INC TEX
COM 67481E106 $402 29,000 X 1 29,000
OCEANEERING INTL INC
COM 675232102 $24 1,700 X 1 1,700
OFFICE DEPOT INC
COM 676220106 $851 102,400 X 1 102,400
OFFICEMAX INC
COM 67622M108 $8 2,700 X 1 2,700
OFFSHORE LOGISTICS INC
COM 676255102 $21 1,200 X 1 1,200
OGDEN CORP
COM 676346109 $81 5,900 X 1 5,900
OGE ENERGY CORP
COM 670837103 $134 6,500 X 1 6,500
OHIO CAS CORP
COM 677240103 $18 2,200 X 1 2,200
OLD KENT FINL CORP
COM 679833103 $2,018 72,897 X 1 72,897
OLD REP INTL CORP
COM 680223104 $16,907 650,250 X 1 650,250
OLIN CORP
COM PAR $1 680665205 $3,385 190,700 X 1 190,700
OM GROUP INC
COM 670872100 $79 1,700 X 1 1,700
OMNICARE INC
COM 681904108 $110 6,300 X 1 6,300
OMNICOM GROUP INC
COM 681919106 $22,350 242,281 X 1 242,281
ON ASSIGNMENT INC
COM 682159108 $45 1,800 X 1 1,800
ON SEMICONDUCTOR CORP
COM 682189105 $6 600 X 1 600
ONEOK INC NEW
COM 682680103 $440 11,098 X 1 11,098
ORACLE CORP
COM 68389X105 $375,080 11,366,064 X 1 11,366,064
ORBITAL SCIENCES CORP
COM 685564106 $17 2,100 X 1 2,100
ORBOTECH LTD
ORD M75253100 $8,109 153,175 X 1 153,175
ORGANOGENESIS INC
COM 685906109 $25 2,000 X 1 2,000
ORTHODONTIC CTRS AMER INC
COM 68750P103 $110 3,300 X 1 3,300
OSHKOSH B GOSH INC
CL A 688222207 $18 1,100 X 1 1,100
OSHKOSH TRUCK CORP
COM 688239201 $41 1,000 X 1 1,000
OSI PHARMACEUTICALS INC
COM 671040103 $9,119 127,200 X 1 127,200
OUTBACK STEAKHOUSE INC
COM 689899102 $201 7,050 X 1 7,050
OVERSEAS SHIPHOLDING GROUP INC
COM 690368105 $3,866 161,100 X 1 161,100
OWENS & MINOR INC NEW
COM 690732102 $44 2,900 X 1 2,900
OWENS ILL INC
COM NEW 690768403 $603 101,500 X 1 101,500
OXFORD HEALTH PLANS INC
COM 691471106 $45,448 1,346,600 X 1 1,346,600
OXFORD INDS INC
COM 691497309 $9 500 X 1 500
P-COM INC
COM 693262107 $12 2,200 X 1 2,200
PAC-WEST TELECOM INC
COM 69371Y101 $21 2,400 X 1 2,400
PACCAR INC
COM 693718108 $2,758 65,563 X 1 65,563
PACIFIC CENTY FINL CORP
COM 694058108 $81 6,400 X 1 6,400
PACIFIC SUNWEAR CALIF INC
COM 694873100 $18 900 X 1 900
PACIFICARE HEALTH SYS DEL
COM 695112102 $41 3,900 X 1 3,900
PACKAGING CORP AMER
COM 695156109 $857 58,350 X 1 58,350
PACKETEER INC
COM 695210104 $582 23,400 X 1 23,400
PACTIV CORP
COM 695257105 $1,129 107,489 X 1 107,489
PAINE WEBBER GROUP INC
COM 695629105 $7,724 108,400 X 1 108,400
PALL CORP
COM 696429307 $1,925 89,262 X 1 89,262
PALM INC
COM 696642107 $20,321 379,373 X 1 379,373
PAN PACIFIC RETAIL PPTYS INC
COM 69806L104 $133 6,500 X 1 6,500
PANAMERICAN BEVERAGES INC
CL A P74823108 $1,386 81,500 X 1 81,500
PANAMSAT CORP NEW
COM 697933109 $3 100 X 1 100
PANERA BREAD CO
CL A 69840W108 $1,180 57,200 X 1 57,200
PAPA JOHNS INTL INC
COM 698813102 $38 1,500 X 1 1,500
PARAMETRIC TECHNOLOGY CORP
COM 699173100 $1,285 104,400 X 1 104,400
PAREXEL INTL CORP
COM 699462107 $20 2,300 X 1 2,300
PARK ELECTROCHEMICAL CORP
COM 700416209 $6,534 98,900 X 1 98,900
PARK PL ENTMT CORP
COM 700690100 $391 30,700 X 1 30,700
PARKER HANNIFIN CORP
COM 701094104 $3,938 95,169 X 1 95,169
PARTNERRE LTD
COM G6852T105 $4,742 87,000 X 1 87,000
PATINA OIL & GAS CORP
COM 703224105 $4,360 248,250 X 1 248,250
PATTERSON DENTAL CO
COM 703412106 $138 4,400 X 1 4,400
PATTERSON ENERGY INC
COM 703414102 $6,930 246,400 X 1 246,400
PAXAR CORP
COM 704227107 $1,396 156,400 X 1 156,400
PAYCHEX INC
COM 704326107 $69,724 1,229,973 X 1 1,229,973
PAYLESS SHOESOURCE INC
COM 704379106 $4,867 84,000 X 1 84,000
PE CORP
COM PE BIO 69332S102 $25,473 217,714 X 1 217,714
CELERA GEN 69332S201 $20 300 X 1 300
PEDIATRIX MED GROUP
COM 705324101 $22 1,400 X 1 1,400
PEGASUS SOLUTIONS INC
COM 705906105 $27 1,600 X 1 1,600
PENFORD CORP
COM 707051108 $5 400 X 1 400
PENNEY J C INC
COM 708160106 $197 16,866 X 1 16,866
PENNZOIL-QUAKER STATE COMPANY
COM 709323109 $22 1,846 X 1 1,846
PENTAIR INC
COM 709631105 $116 3,900 X 1 3,900
PENTON MEDIA INC
COM 709668107 $5,202 170,200 X 1 170,200
PEOPLES BANCSHARES INC MASS
COM 709795108 $1,371 96,200 X 1 96,200
PEOPLES ENERGY CORP
COM 711030106 $657 19,113 X 1 19,113
PEOPLESOFT INC
COM 712713106 $7,954 182,250 X 1 182,250
PEPSI BOTTLING GROUP INC
COM 713409100 $34,622 999,900 X 1 999,900
PEPSICO INC
COM 713448108 $168,447 3,477,611 X 1 3,477,611
PEREGRINE SYSTEMS INC
COM 71366Q101 $12 500 X 1 500
PERFORMANCE FOOD GROUP CO
COM 713755106 $32 800 X 1 800
PERICOM SEMICONDUCTOR CORP
COM 713831105 $4,322 163,100 X 1 163,100
PERKINELMER INC
COM 714046109 $137,727 1,152,529 X 1 1,152,529
PERRIGO CO
COM 714290103 $66 10,000 X 1 10,000
PFIZER INC
COM 717081103 $555,236 12,856,395 X 1 12,856,395
PG&E CORP
COM 69331C108 $44,283 1,643,910 X 1 1,643,910
PHARMACEUTICAL PROD DEV INC
COM 717124101 $11,125 373,000 X 1 373,000
PHARMACIA CORP
COM 71713U102 $193,676 3,521,386 X 1 3,521,386
PHARMACOPEIA INC
COM 71713B104 $5,141 281,700 X 1 281,700
PHELPS DODGE CORP
COM 717265102 $1,966 42,063 X 1 42,063
PHILADELPHIA SUBN CORP
COM PAR 718009608 $61 2,591 X 1 2,591
PHILIP MORRIS COS INC
COM 718154107 $111,258 3,037,759 X 1 3,037,759
PHILLIPS PETE CO
COM 718507106 $31,160 504,608 X 1 504,608
PHILLIPS VAN HEUSEN CORP
COM 718592108 $21 1,800 X 1 1,800
PHOENIX TECHNOLOGY LTD
COM 719153108 $26 1,600 X 1 1,600
PHONE COM INC
COM 71920Q100 $28 300 X 1 300
PHOTRONICS INC
COM 719405102 $43 1,900 X 1 1,900
PIEDMONT NAT GAS INC
COM 720186105 $58 1,900 X 1 1,900
PIER 1 IMPORTS INC
COM 720279108 $7,040 531,300 X 1 531,300
PINNACLE ENTMT INC
COM 723456109 $5,206 228,200 X 1 228,200
PINNACLE HLDGS INC
COM 72346N101 $339 21,500 X 1 21,500
PINNACLE SYS INC
COM 723481107 $16 1,300 X 1 1,300
PINNACLE WEST CAP CORP
COM 723484101 $2,518 57,975 X 1 57,975
PIONEER NAT RES CO
COM 723787107 $112 8,600 X 1 8,600
PIONEER STD ELECTRS INC
COM 723877106 $22 1,600 X 1 1,600
PITNEY BOWES INC
COM 724479100 $3,436 115,723 X 1 115,723
PITTSTON CO
COM BRINKS 725701106 $4,455 282,800 X 1 282,800
PIXAR
COM 725811103 $3 100 X 1 100
PLACER DOME INC
COM 725906101 $1,684 207,318 X 1 207,318
PLAINS RES INC
COM PAR 726540503 $21 1,100 X 1 1,100
PLANTRONICS INC NEW
COM 727493108 $155 3,400 X 1 3,400
PLEXUS CORP
COM 729132100 $6,905 109,500 X 1 109,500
PLUG POWER INC
COM 72919P103 $5 200 X 1 200
PMC-SIERRA INC
COM 69344F106 $28,989 171,025 X 1 171,025
PMI GROUP INC
COM 69344M101 $34,559 467,800 X 1 467,800
PNC FINL SVCS GROUP INC
COM 693475105 $26,835 401,266 X 1 401,266
POGO PRODUCING CO
COM 730448107 $120 4,800 X 1 4,800
POLARIS INDS INC
COM 731068102 $59 1,700 X 1 1,700
POLAROID CORP
COM 731095105 $170 16,901 X 1 16,901
POLYCOM INC
COM 73172K104 $481 7,400 X 1 7,400
POLYMEDICA CORP
COM 731738100 $8,608 149,700 X 1 149,700
POPE & TALBOT INC
COM 732827100 $2,422 155,600 X 1 155,600
PORTAL SOFTWARE INC
COM 736126103 $35 1,000 X 1 1,000
POTLATCH CORP
COM 737628107 $542 16,193 X 1 16,193
POTOMAC ELEC PWR CO
COM 737679100 $238 10,400 X 1 10,400
POWER-ONE INC
COM 739308104 $5,413 76,300 X 1 76,300
POWERTEL INC
COM 73936C109 $3,647 41,800 X 1 41,800
POWERWAVE TECHNOLOGIES INC
COM 739363109 $510 10,600 X 1 10,600
PPG INDS INC
COM 693506107 $4,556 102,101 X 1 102,101
PPL CORP
COM 69351T106 $24,889 604,285 X 1 604,285
PRAXAIR INC
COM 74005P104 $3,976 106,737 X 1 106,737
PRE PAID LEGAL SVCS INC
COM 740065107 $66 1,500 X 1 1,500
PRECISION CASTPARTS CORP
COM 740189105 $6,889 182,500 X 1 182,500
PRENTISS PPTYS TR
SH BEN INT 740706106 $5,034 198,400 X 1 198,400
PRICE COMMUNICATIONS CORP
COM NEW 741437305 $5,867 271,302 X 1 271,302
PRICE T ROWE & ASSOCIATES
COM 741477103 $12,840 274,115 X 1 274,115
PRIDE INTL INC
COM 741932107 $111 4,400 X 1 4,400
PRIME HOSPITALITY CORP
COM 741917108 $36 3,800 X 1 3,800
PRIMEDIA INC
COM 74157K101 $3 300 X 1 300
PRIORITY HEALTHCARE CORP
CL B 74264T102 $144 2,673 X 1 2,673
PROCTER & GAMBLE CO
COM 742718109 $81,212 1,136,822 X 1 1,136,822
PROFIT RECOVERY GROUP INTL INC
COM 743168106 $6 1,200 X 1 1,200
PROGRESS SOFTWARE CORP
COM 743312100 $41 2,600 X 1 2,600
PROGRESSIVE CORP OHIO
COM 743315103 $4,308 43,850 X 1 43,850
PROJECT SOFTWARE & DEV INC
COM 74339P101 $2,162 166,300 X 1 166,300
PROLOGIS TR
SH BEN INT 743410102 $1,092 52,000 X 1 52,000
PROSOFTTRAINING COM INC
COM 743477101 $2,755 393,600 X 1 393,600
PROTECTIVE LIFE CORP
COM 743674103 $162 7,000 X 1 7,000
PROTEIN DESIGN LABS INC
COM 74369L103 $2,972 22,000 X 1 22,000
PROVIDENT BANKSHARES CORP
COM 743859100 $31 1,617 X 1 1,617
PROVIDENT FINL GROUP INC
COM 743866105 $42 1,400 X 1 1,400
PROVIDIAN FINL CORP
COM 74406A102 $38,520 370,380 X 1 370,380
PROVINCE HEALTHCARE CO
COM 743977100 $7,035 167,000 X 1 167,000
PROXICOM INC
COM 744282104 $3 200 X 1 200
PROXIM INC
COM 744284100 $139 2,300 X 1 2,300
PSS WORLD MED INC
COM 69366A100 $9 3,100 X 1 3,100
PUBLIC STORAGE INC
COM 74460D109 $959 42,600 X 1 42,600
PUBLIC SVC CO N MEX
COM 744499104 $2,588 93,900 X 1 93,900
PUBLIC SVC ENTERPRISE GROUP
COM 744573106 $7,155 172,402 X 1 172,402
PUGET SOUND ENERGY INC
COM 745332106 $192 7,800 X 1 7,800
PULTE CORP
COM 745867101 $2,682 80,503 X 1 80,503
PUMA TECHNOLOGY INC
COM 745887109 $764 56,300 X 1 56,300
PURCHASEPRO COM
COM 746144104 $22 800 X 1 800
QLOGIC CORP
COM 747277101 $1,238 12,800 X 1 12,800
QRS CORP
COM 74726X105 $2 200 X 1 200
QUAKER CHEM CORP
COM 747316107 $9 500 X 1 500
QUAKER OATS CO
COM 747402105 $7,400 90,728 X 1 90,728
QUALCOMM INC
COM 747525103 $62,591 961,325 X 1 961,325
QUANEX CORP
COM 747620102 $16 800 X 1 800
QUANTA SVCS INC
COM 74762E102 $360 11,600 X 1 11,600
QUANTUM CORP
COM DSSG 747906204 $255 17,000 X 1 17,000
QUEENS CNTY BANCORP INC
COM 748242104 $41 1,450 X 1 1,450
QUEST DIAGNOSTICS INC
COM 74834L100 $24,553 255,100 X 1 255,100
QUEST SOFTWARE INC
COM 74834T103 $13 300 X 1 300
QUESTAR CORP
COM 748356102 $189 7,000 X 1 7,000
QUIKSILVER INC
COM 74838C106 $32 1,650 X 1 1,650
QUINTILES TRANSNATIONAL CORP
COM 748767100 $99 7,075 X 1 7,075
QUORUM HEALTH GROUP INC
COM 749084109 $3,223 247,700 X 1 247,700
QWEST COMMUNICATIONS INTL INC
COM 749121109 $64,324 1,322,858 X 1 1,322,858
R & B FALCON CORP
COM 74912E101 $13 500 X 1 500
R G S ENERGY GROUP INC
COM 74956K104 $2,360 80,000 X 1 80,000
R H DONNELLEY CORP
COM NEW 74955W307 $7,920 362,600 X 1 362,600
RADIAN GROUP INC
COM 750236101 $41,575 586,600 X 1 586,600
RADIOSHACK CORP
COM 750438103 $9,482 159,024 X 1 159,024
RADISYS CORP
COM 750459109 $29 1,100 X 1 1,100
RADWARE LTD
ORD M81873107 $2,815 124,400 X 1 124,400
RAINBOW TECHNOLOGIES INC
COM 750862104 $6,149 247,200 X 1 247,200
RALCORP HLDGS INC NEW
COM 751028101 $35 2,500 X 1 2,500
RALSTON PURINA CO
COM RAL-PUR 751277302 $5,300 218,552 X 1 218,552
RAMBUS INC DEL
COM 750917106 $18 400 X 1 400
RARE HOSPITALITY INTL INC
COM 753820109 $7,481 321,750 X 1 321,750
RATIONAL SOFTWARE CORP
COM NEW 75409P202 $2,059 34,500 X 1 34,500
RAYMOND JAMES FINANCIAL INC
COM 754730109 $6,279 185,700 X 1 185,700
RAYONIER INC
COM 754907103 $60 1,700 X 1 1,700
RAYTHEON CO
CL B 755111408 $4,541 132,817 X 1 132,817
READ-RITE CORP
COM 755246105 $29 3,900 X 1 3,900
READERS DIGEST ASSN INC
CL A NON VTG 755267101 $4,927 136,700 X 1 136,700
REALNETWORKS INC
COM 75605L104 $12 600 X 1 600
RECKSON ASSOCS RLTY CORP
COM 75621K106 $3,957 174,900 X 1 174,900
RED HAT INC
COM 756577102 $8 600 X 1 600
REDBACK NETWORKS INC
COM 757209101 $64 600 X 1 600
REEBOK INTL LTD
COM 758110100 $20,064 946,272 X 1 946,272
REGAL BELOIT CORP
COM 758750103 $22 1,300 X 1 1,300
REGENERON PHARMACEUTICALS
COM 75886F107 $86 3,200 X 1 3,200
REGIONS FINL CORP
COM 758940100 $982 41,675 X 1 41,675
REGIS CORP MINN
COM 758932107 $41 2,700 X 1 2,700
REHABCARE GROUP INC
COM 759148109 $7,346 170,100 X 1 170,100
RELIANCE STEEL & ALUMINUM CO
COM 759509102 $44 1,850 X 1 1,850
RELIANT ENERGY INC
COM 75952J108 $22,871 553,616 X 1 553,616
REMEC INC
COM 759543101 $12,908 434,000 X 1 434,000
REMEDY CORP
COM 759548100 $33 1,900 X 1 1,900
REMINGTON OIL & GAS CORP
COM 759594302 $22 2,400 X 1 2,400
RENAISSANCE RE HLDGS LTD
COM G7496G103 $11,106 153,050 X 1 153,050
RENAL CARE GROUP INC
COM 759930100 $9,290 395,300 X 1 395,300
RENT A CTR INC NEW
COM 76009N100 $3,867 132,500 X 1 132,500
REPUBLIC SVCS INC
COM 760759100 $1 100 X 1 100
RESMED INC
COM 761152107 $48 1,900 X 1 1,900
RESPIRONICS INC
COM 761230101 $1,939 98,800 X 1 98,800
RETEK INC
COM 76128Q109 $3,930 99,655 X 1 99,655
REYNOLDS & REYNOLDS CO
CL A 761695105 $107 6,000 X 1 6,000
REYNOLDS R J TOB HLDGS INC
COM 76182K105 $122 3,400 X 1 3,400
RF MICRODEVICES INC
COM 749941100 $8 400 X 1 400
RIGGS NATL CORP WASH DC
COM 766570105 $19 1,700 X 1 1,700
RLI CORP
COM 749607107 $23 600 X 1 600
ROADWAY EXPRESS INC DEL
COM 769742107 $25 1,200 X 1 1,200
ROBBINS & MYERS INC
COM 770196103 $17 700 X 1 700
ROBERT HALF INTL INC
COM 770323103 $1,037 34,000 X 1 34,000
ROCKWELL INTL CORP NEW
COM 773903109 $33,213 844,843 X 1 844,843
ROFIN SINAR TECHNOLOGIES INC
COM 775043102 $543 54,300 X 1 54,300
ROHM & HAAS CO
COM 775371107 $3,322 110,501 X 1 110,501
ROLLINS INC
COM 775711104 $9 500 X 1 500
ROPER INDS INC NEW
COM 776696106 $70 2,000 X 1 2,000
ROSLYN BANCORP INC
COM 778162107 $3,829 176,550 X 1 176,550
ROSS STORES INC
COM 778296103 $90 6,800 X 1 6,800
ROWAN COS INC
COM 779382100 $3,417 135,678 X 1 135,678
ROYAL APPLIANCE MFG CO
COM 780076105 $5 800 X 1 800
ROYAL DUTCH PETE CO
NY REG 780257804 $103,603 1,744,888 X 1 1,744,888
RPM INC OHIO
COM 749685103 $65 7,300 X 1 7,300
RSA SEC INC
COM 749719100 $157 2,700 X 1 2,700
RSL COMMUNICATIONS LTD
CL A G7702U102 $0 7,949 X 1 7,949
RTI INTL METALS INC
COM 74973W107 $19 1,300 X 1 1,300
RUBY TUESDAY INC
COM 781182100 $6,849 505,000 X 1 505,000
RUDDICK CORP
COM 781258108 $14 1,100 X 1 1,100
RURAL CELLULAR CORP
CL A 781904107 $4,026 74,900 X 1 74,900
RUSS BERRIE & CO
COM 782233100 $27 1,200 X 1 1,200
RUSSELL CORP
COM 782352108 $3.655 229,228 X 1 229,228
RYANS FAMILY STEAK HOUSE INC
COM 783519101 $17 2,000 X 1 2,000
RYDER SYS INC
COM 783549108 $831 42,089 X 1 42,089
RYERSON TULL INC NEW
COM 78375P107 $8 1,100 X 1 1,100
RYLAND GROUP INC
COM 783764103 $48 1,500 X 1 1,500
S3 INC
COM 784849101 $23 2,600 X 1 2,600
SABRE HLDGS CORP
CL A 785905100 $1,101 32,924 X 1 32,924
SAFECO CORP
COM 786429100 $1,172 48,466 X 1 48,466
SAFEGUARD SCIENTIFICS INC
COM 786449108 $2 100 X 1 100
SAFEWAY INC
COM NEW 786514208 $118,360 2,164,299 X 1 2,164,299
SAGA SYS INC
COM 786610105 $11 2,100 X 1 2,100
SAKS INC
COM 79377W108 $120 11,800 X 1 11,800
SALTON INC
COM 795757103 $2,830 123,700 X 1 123,700
SANDISK CORP
COM 80004C101 $11 200 X 1 200
SANMINA CORP
COM 800907107 $13,815 120,850 X 1 120,850
SAPIENT CORP
COM 803062108 $3,382 95,100 X 1 95,100
SARA LEE CORP
COM 803111103 $16,256 753,922 X 1 753,922
SAWTEK INC
COM 805468105 $178 3,500 X 1 3,500
SBC COMMUNICATIONS INC
COM 78387G103 $300,169 5,203,360 X 1 5,203,360
SCANA CORP NEW
COM 80589M102 $270 10,200 X 1 10,200
SCHERING PLOUGH CORP
COM 806605101 $103,860 2,009,387 X 1 2,009,387
SCHLUMBERGER LTD
COM 806857108 $49,047 644,298 X 1 644,298
SCHOLASTIC CORP
COM 807066105 $7,976 99,700 X 1 99,700
SCHOOL SPECIALTY INC
COM 807863105 $20 1,300 X 1 1,300
SCHULMAN A INC
COM 808194104 $9 800 X 1 800
SCHWAB CHARLES CORP NEW
COM 808513105 $56,891 1,619,667 X 1 1,619,667
SCHWEITZER-MAUDUIT INTL INC
COM 808541106 $19 1,200 X 1 1,200
SCI SYS INC
COM 783890106 $237 5,500 X 1 5,500
SCIENT CORP
COM 80864H109 $5 300 X 1 300
SCIENTIFIC ATLANTA INC
COM 808655104 $12,559 183,512 X 1 183,512
SCOTT TECHNOLOGIES INC
COM 810022301 $23 1,000 X 1 1,000
SCOTTS CO
CL A 810186106 $68 1,900 X 1 1,900
SCP POOL CORP
COM 784028102 $5,249 202,850 X 1 202,850
SCPIE HLDGS INC
COM 78402P104 $11 600 X 1 600
SDL INC
COM 784076101 $13,948 53,800 X 1 53,800
SEACOR SMIT INC
COM 811904101 $46 1,100 X 1 1,100
SEAGATE TECHNOLOGY
COM 811804103 $24,337 348,293 X 1 348,293
SEAGRAM LTD
COM 811850106 $15,327 268,308 X 1 268,308
SEALED AIR CORP NEW
COM 81211K100 $2,629 54,629 X 1 54,629
SEARS ROEBUCK & CO
COM 812387108 $17,107 575,418 X 1 575,418
SECURE COMPUTING CORP
COM 813705100 $3,954 171,900 X 1 171,900
SECURITY CAP GROUP INC
CL B 81413P204 $3,412 179,000 X 1 179,000
SEI INVESTMENTS CO
COM 784117103 $862 9,500 X 1 9,500
SEITEL INC
COM NEW 816074306 $3,680 245,350 X 1 245,350
SELECTIVE INS GROUP INC
COM 816300107 $26 1,500 X 1 1,500
SEMPRA ENERGY
COM 816851109 $16,630 803,884 X 1 803,884
SEMTECH CORP
COM 816850101 $216 6,700 X 1 6,700
SENSORMATIC ELECTRS CORP
COM 817265101 $12,090 695,200 X 1 695,200
SEPRACOR INC
COM 817315104 $736 10,800 X 1 10,800
SEQUA CORPORATION
CL A 817320104 $7 200 X 1 200
SERENA SOFTWARE INC
COM 817492101 $7,954 156,350 X 1 156,350
SERVICE CORP INTL
COM 817565104 $8 3,400 X 1 3,400
SHARPER IMAGE CORP
COM 820013100 $4,495 236,600 X 1 236,600
SHAW GROUP INC
COM 820280105 $8,435 103,500 X 1 103,500
SHAW INDS INC
COM 820286102 $243 13,100 X 1 13,100
SHERWIN WILLIAMS CO
COM 824348106 $2,414 111,303 X 1 111,303
SICOR INC
COM 825846108 $2,525 197,050 X 1 197,050
SIEBEL SYS INC
COM 826170102 $98,699 940,550 X 1 940,550
SIERRA PAC RES NEW
COM 826428104 $55 3,200 X 1 3,200
SIGMA ALDRICH CORP
COM 826552101 $2,379 66,539 X 1 66,539
SILICON LABORATORIES INC
COM 826919102 $6 200 X 1 200
SILICON STORAGE TECHNOLOGY INC
COM 827057100 $21,267 934,800 X 1 934,800
SILICON VY BANCSHARES
COM 827064106 $5,888 127,300 X 1 127,300
SILICON VY GROUP INC
COM 827066101 $82 2,500 X 1 2,500
SILICONIX INC
COM NEW 827079203 $9 200 X 1 200
SIMON PPTY GROUP INC NEW
COM 828806109 $8,345 374,000 X 1 374,000
SIMPSON INDS INC
COM 829060102 $6 500 X 1 500
SIMPSON MANUFACTURING CO INC
COM 829073105 $3,465 81,300 X 1 81,300
SIPEX CORP
COM 829909100 $10,841 271,400 X 1 271,400
SIRIUS SATELLITE RADIO INC
COM 82966U103 $2,714 54,000 X 1 54,000
SIX FLAGS INC
COM 83001P109 $1,908 122,100 X 1 122,100
SKECHERS U S A INC
CL A 830566105 $4,638 305,400 X 1 305,400
SKYLINE CORP
COM 830830105 $11 500 X 1 500
SKYWEST INC
COM 830879102 $96 1,900 X 1 1,900
SL GREEN RLTY CORP
COM 78440X101 $6,532 243,600 X 1 243,600
SMITH A O
COM 831865209 $19 1,350 X 1 1,350
SMITH CHARLES E RESDNTL RLTY
COM 832197107 $365 8,300 X 1 8,300
SMITH INTL INC
COM 832110100 $522 7,400 X 1 7,400
SMITHFIELD FOODS INC
COM 832248108 $3,379 117,800 X 1 117,800
SMUCKER J M CO
COM 832696306 $29 1,300 X 1 1,300
SNAP ON INC
COM 833034101 $1,166 45,608 X 1 45,608
SOFTWARE COM INC
COM 83402P104 $30 200 X 1 200
SOLA INTL INC
COM 834092108 $6 1,300 X 1 1,300
SOLECTRON CORP
COM 834182107 $37,657 855,850 X 1 855,850
SOLUTIA INC
COM 834376105 $45 3,500 X 1 3,500
SONIC CORP
COM 835451105 $5,836 159,900 X 1 159,900
SONOCO PRODS CO
COM 835495102 $119 6,150 X 1 6,150
SONUS NETWORKS INC
COM 835916107 $21 600 X 1 600
SOUTH FINL GROUP INC
COM 837841105 $12 1,200 X 1 1,200
SOUTHDOWN INC
COM 841297104 $234 3,300 X 1 3,300
SOUTHERN CO
COM 842587107 $25,971 884,135 X 1 884,135
SOUTHERN UN CO NEW
COM 844030106 $70 3,700 X 1 3,700
SOUTHTRUST CORP
COM 844730101 $3,814 117,804 X 1 117,804
SOUTHWEST AIRLS CO
COM 844741108 $10,803 379,048 X 1 379,048
SOUTHWEST BANCORPORATION TEX
COM 84476R109 $95 2,600 X 1 2,600
SOUTHWEST GAS CORP
COM 844895102 $4,928 236,050 X 1 236,050
SOUTHWEST SECS GROUP INC
COM 845224104 $6 200 X 1 200
SOUTHWESTERN ENERGY CO
COM 845467109 $13 1,600 X 1 1,600
SOVEREIGN BANCORP INC
COM 845905108 $8,415 1,012,300 X 1 1,012,300
SPACELABS MED INC
COM 846247104 $3 300 X 1 300
SPANISH BROADCASTING SYS INC
CL A 846425882 $1,852 205,800 X 1 205,800
SPECIALTY EQUIP COS INC
COM NEW 847497203 $36 1,200 X 1 1,200
SPEEDFAM-IPEC INC
COM 847705100 $16 1,700 X 1 1,700
SPHERION CORP
COM 848420105 $50 4,200 X 1 4,200
SPIEKER PPTYS INC
COM 848497103 $8,315 150,150 X 1 150,150
SPRINGS INDS INC
CL A 851783100 $165 7,018 X 1 7,018
SPRINT CORP
COM FON 852061100 $12,005 470,786 X 1 470,786
PCS COM SER 852061506 $33,684 883,518 X 1 883,518
SPS TECHNOLOGIES INC
COM 784626103 $46 900 X 1 900
SPSS INC
COM 78462K102 $14 600 X 1 600
SPX CORP
COM 784635104 $383 3,100 X 1 3,100
ST JUDE MED INC
COM 790849103 $15,258 277,427 X 1 277,427
ST MARY LD & EXPL CO
COM 792228108 $2,257 96,300 X 1 96,300
ST PAUL COS INC
COM 792860108 $36,489 711,971 X 1 711,971
STAAR SURGICAL CO
COM PAR 852312305 $2,385 144,500 X 1 144,500
STANCORP FINL GROUP INC
COM 852891100 $5,880 144,300 X 1 144,300
STANDARD MICROSYSTEMS CORP
COM 853626109 $29 1,200 X 1 1,200
STANDARD MTR PRODS INC
COM 853666105 $7 800 X 1 800
STANDARD PAC CORP NEW
COM 85375C101 $6,383 340,400 X 1 340,400
STANDEX INTL CORP
COM 854231107 $13 700 X 1 700
STANLEY WKS
COM 854616109 $1,604 60,252 X 1 60,252
STAPLES INC
COM 855030102 $4,068 285,475 X 1 285,475
STARBUCKS CORP
COM 855244109 $5,251 117,500 X 1 117,500
STARTEK INC
COM 85569C107 $13 500 X 1 500
STARWOOD HOTELS&RESORTS WRLDWD
PAIRED CTF 85590A203 $17,485 590,200 X 1 590,200
STATE STR CORP
COM 857477103 $30,299 242,895 X 1 242,895
STATEN IS BANCORP INC
COM 857550107 $48 2,500 X 1 2,500
STEELCASE INC
CL A 858155203 $62 3,500 X 1 3,500
STEIN MART INC
COM 858375108 $6,259 403,800 X 1 403,800
STERIS CORP
COM 859152100 $107 7,100 X 1 7,100
STEWART & STEVENSON SVCS INC
COM 860342104 $110 4,600 X 1 4,600
STILLWATER MNG CO
COM 86074Q102 $32 1,100 X 1 1,100
STILWELL FINL INC
COM 860831106 $7,340 163,800 X 1 163,800
STONE ENERGY CORP
COM 861642106 $4,326 84,500 X 1 84,500
STORAGE TECHNOLOGY CORP
COM PAR 862111200 $5,145 481,000 X 1 481,000
STRIDE RITE CORP
COM 863314100 $7 1,300 X 1 1,300
STRUCTURAL DYNAMICS RESH CORP
COM 863555108 $13 1,300 X 1 1,300
STRYKER CORP
COM 863667101 $999 21,200 X 1 21,200
STURM RUGER & CO INC
COM 864159108 $13 1,500 X 1 1,500
SUIZA FOODS CORP
COM 865077101 $18,348 390,400 X 1 390,400
SUMMIT BANCORP
COM 866005101 $4,229 112,772 X 1 112,772
SUMMIT PPTYS INC
COM 866239106 $782 32,600 X 1 32,600
SUN MICROSYSTEMS INC
COM 866810104 $516,299 4,656,588 X 1 4,656,588
SUNGARD DATA SYS INC
COM 867363103 $675 13,200 X 1 13,200
SUNOCO INC
COM 86764P109 $2,386 79,690 X 1 79,690
SUNRISE ASSISTED LIVING INC
COM 86768K106 $7,265 310,800 X 1 310,800
SUNRISE MED INC
COM 867910101 $12 1,300 X 1 1,300
SUNTRUST BKS INC
COM 867914103 $10,172 208,398 X 1 208,398
SUPERIOR INDS INTL INC
COM 868168105 $58 1,700 X 1 1,700
SUPERVALU INC
COM 868536103 $1,393 90,625 X 1 90,625
SUSQUEHANNA BANCSHARES INC PA
COM 869099101 $30 2,150 X 1 2,150
SWIFT ENERGY CO
COM 870738101 $4,386 134,950 X 1 134,950
SWIFT TRANSN CO
COM 870756103 $14 1,000 X 1 1,000
SYBASE INC
COM 871130100 $24,591 1,174,500 X 1 1,174,500
SYBRON INTL CORP
COM 87114F106 $265 10,700 X 1 10,700
SYCAMORE NETWORKS INC
COM 871206108 $4,029 63,700 X 1 63,700
SYKES ENTERPRISES INC
COM 871237103 $10 1,800 X 1 1,800
SYLVAN LEARNING SYS INC
COM 871399101 $8,155 538,800 X 1 538,800
SYMANTEC CORP
COM 871503108 $34,262 877,100 X 1 877,100
SYMBOL TECHNOLOGIES INC
COM 871508107 $637 14,024 X 1 14,024
SYMMETRICOM INC
COM 871543104 $31 2,450 X 1 2,450
SYNCOR INTL CORP DEL
COM 87157J106 $44 1,700 X 1 1,700
SYNOPSYS INC
COM 871607107 $209 6,000 X 1 6,000
SYNOVUS FINL CORP
COM 87161C105 $3,919 181,747 X 1 181,747
SYNTROLEUM CORP
COM 871630109 $4,378 219,900 X 1 219,900
SYSCO CORP
COM 871829107 $36,696 703,160 X 1 703,160
SYSTEMS & COMPUTER TECHNOLOGY
COM 871873105 $33 2,300 X 1 2,300
TACO CABANA INC
COM 873425102 $5 600 X 1 600
TAIWAN SEMICONDUCTOR MFG LTD
SPONSORED 874039100 $3,244 180,700 X 1 180,700
TARGET CORP
COM 87612E106 $27,999 1,013,544 X 1 1,013,544
TARO PHARMACEUTICAL INDS LTD
ORD M8737E108 $3,700 171,600 X 1 171,600
TCF FINL CORP
COM 872275102 $311 7,700 X 1 7,700
TD WATERHOUSE GRP INC
COM 872362108 $10 600 X 1 600
TECH DATA CORP
COM 878237106 $2,144 51,500 X 1 51,500
TECHNE CORP
COM 878377100 $2,413 21,400 X 1 21,400
TECHNITROL INC
COM 878555101 $9,746 87,900 X 1 87,900
TECO ENERGY INC
COM 872375100 $404 14,500 X 1 14,500
TECUMSEH PRODS CO
CL A 878895200 $1,986 49,800 X 1 49,800
TEKELEC
COM 879101103 $11 300 X 1 300
TEKTRONIX INC
COM 879131100 $32,836 460,850 X 1 460,850
TELEDYNE TECHNOLOGIES INC
COM 879360105 $48 1,900 X 1 1,900
TELEFLEX INC
COM 879369106 $138 4,000 X 1 4,000
TELEPHONE & DATA SYS INC
COM 879433100 $23,157 219,500 X 1 219,500
TELETECH HOLDINGS INC
COM 879939106 $8 300 X 1 300
TELLABS INC
COM 879664100 $24,986 500,344 X 1 500,344
TELXON CORP
COM 879700102 $18 800 X 1 800
TEMPLE INLAND INC
COM 879868107 $2,003 44,760 X 1 44,760
TENET HEALTHCARE CORP
COM 88033G100 $166,835 4,243,805 X 1 4,243,805
TENNECO AUTOMOTIVE INC
COM 880349105 $18 4,100 X 1 4,100
TERADYNE INC
COM 880770102 $9,664 309,237 X 1 309,237
TERAYON COMMUNICATION SYS
COM 880775101 $4 200 X 1 200
TERRA NETWORKS S A
SPONSORED 88100W103 $16 645 X 1 645
TESORO PETE CORP
COM 881609101 $3,821 368,300 X 1 368,300
TETRA TECH INC NEW
COM 88162G103 $10,064 289,625 X 1 289,625
TETRA TECHNOLOGIES INC DEL
COM 88162F105 $14 1,000 X 1 1,000
TEVA PHARMACEUTICAL INDS LTD
ADR 881624209 $57,091 965,600 X 1 965,600
TEXACO INC
COM 881694103 $44,185 748,113 X 1 748,113
TEXAS INDS INC
COM 882491103 $2,098 90,000 X 1 90,000
TEXAS INSTRS INC
COM 882508104 $113,502 2,313,424 X 1 2,313,424
TEXTRON INC
COM 883203101 $5,073 100,571 X 1 100,571
THERMA-WAVE INC
COM 88343A108 $4,343 175,200 X 1 175,200
THERMO ELECTRON CORP
COM 883556102 $2,974 102,550 X 1 102,550
THOMAS & BETTS CORP
COM 884315102 $288 19,044 X 1 19,044
THOMAS INDS INC
COM 884425109 $21 1,000 X 1 1,000
THOR INDS INC
COM 885160101 $14 700 X 1 700
THQ INC
COM NEW 872443403 $25 1,200 X 1 1,200
THREE FIVE SYS INC
COM 88554L108 $2,601 75,398 X 1 75,398
TIBCO SOFTWARE INC
COM 88632Q103 $6,817 108,200 X 1 108,200
TIDEWATER INC
COM 886423102 $245 5,300 X 1 5,300
TIFFANY & CO NEW
COM 886547108 $5,584 130,800 X 1 130,800
TIMBERLAND CO
CL A 887100105 $3,872 75,000 X 1 75,000
TIME WARNER INC
COM 887315109 $86,340 1,137,394 X 1 1,137,394
TIME WARNER TELECOM INC
CL A 887319101 $6 100 X 1 100
TIMKEN CO
COM 887389104 $500 35,587 X 1 35,587
TITAN CORP
COM 888266103 $47 3,500 X 1 3,500
TITAN PHARMACEUTICALS INC DEL
COM 888314101 $5,618 133,500 X 1 133,500
TJX COS INC NEW
COM 872540109 $4,959 181,994 X 1 181,994
TMP WORLDWIDE INC
COM 872941109 $38,450 552,375 X 1 552,375
TOLL BROTHERS INC
COM 889478103 $111 3,400 X 1 3,400
TOLLGRADE COMMUNICATIONS INC
COM 889542106 $3,782 39,500 X 1 39,500
TOO INC
COM 890333107 $3,911 170,500 X 1 170,500
TOPPS INC
COM 890786106 $6,466 716,000 X 1 716,000
TORCHMARK CORP
COM 891027104 $2,993 89,850 X 1 89,850
TORO CO
COM 891092108 $32 900 X 1 900
TOSCO CORP
COM NEW 891490302 $17,687 617,887 X 1 617,887
TOTAL SYS SVCS INC
COM 891906109 $5 300 X 1 300
TOWER AUTOMOTIVE INC
COM 891707101 $1,993 181,200 X 1 181,200
TOYS R US INC
COM 892335100 $1,613 93,859 X 1 93,859
TRANSACTION SYS ARCHITECTS
CL A 893416107 $19 1,400 X 1 1,400
TRANSOCEAN SEDCO FOREX INC
ORD G90078109 $8,183 154,397 X 1 154,397
TRANSWITCH CORP
COM 894065101 $947 16,400 X 1 16,400
TREDEGAR CORP
COM 894650100 $21 1,100 X 1 1,100
TRIAD GTY INC
COM 895925105 $3,653 125,700 X 1 125,700
TRIARC COS INC
CL A 895927101 $35 1,400 X 1 1,400
TRIBUNE CO NEW
COM 896047107 $6,495 175,239 X 1 175,239
TRICO MARINE SERVICES INC
COM 896106101 $7,338 441,400 X 1 441,400
TRICON GLOBAL RESTAURANTS
COM 895953107 $1,933 64,428 X 1 64,428
TRIGON HEALTHCARE INC
COM 89618L100 $40,131 559,800 X 1 559,800
TRIMBLE NAVIGATION LTD
COM 896239100 $40 1,700 X 1 1,700
TRIMERIS INC
COM 896263100 $10,123 143,300 X 1 143,300
TRINITY INDS INC
COM 896522109 $48 2,000 X 1 2,000
TRIQUINT SEMICONDUCTOR INC
COM 89674K103 $307 8,000 X 1 8,000
TRITEL INC
CL A 89675X104 $3 200 X 1 200
TRITON ENERGY LTD
ORD G90751101 $11,937 367,950 X 1 367,950
TRITON PCS HLDGS INC
CL A 89677M106 $9 200 X 1 200
TRUE NORTH COMMUNICATIONS INC
COM 897844106 $158 4,200 X 1 4,200
TRUSTCO BK CORP N Y
COM 898349105 $48 3,965 X 1 3,965
TRW INC
COM 872649108 $3,473 82,693 X 1 82,693
TUCKER ANTHONY SUTRO
COM 898647102 $1,147 49,600 X 1 49,600
TUPPERWARE CORP
COM 899896104 $639 37,299 X 1 37,299
TURNSTONE SYSTEMS INC
COM 900423104 $4 200 X 1 200
TUT SYSTEMS
COM 901103101 $1,443 43,400 X 1 43,400
TWEETER HOME ENTMT GROUP INC
COM 901167106 $1,437 59,700 X 1 59,700
TXU CORP
COM 873168108 $6,757 182,321 X 1 182,321
TYCO INTL LTD NEW
COM 902124106 $161,329 2,845,918 X 1 2,845,918
TYSON FOODS INC
CL A 902494103 $216 19,300 X 1 19,300
U S G CORP
COM NEW 903293405 $44 2,600 X 1 2,600
UCAR INTL INC
COM 90262K109 $14 1,700 X 1 1,700
UGI CORP NEW
COM 902681105 $44 1,900 X 1 1,900
UIL HLDG CORP
COM 902748102 $80 1,700 X 1 1,700
ULTRAMAR DIAMOND SHAMROCK CORP
COM 904000106 $10,545 401,700 X 1 401,700
ULTRATECH STEPPER INC
COM 904034105 $26 1,100 X 1 1,100
UNIFI INC
COM 904677101 $42 4,800 X 1 4,800
UNILEVER N V
N Y SHS NEW 904784709 $18,926 372,473 X 1 372,473
UNION CARBIDE CORP
COM 905581104 $4,012 93,312 X 1 93,312
UNION PAC CORP
COM 907818108 $2,957 63,080 X 1 63,080
UNION PLANTERS CORP
COM 908068109 $2,709 80,125 X 1 80,125
UNISOURCE ENERGY CORP
COM 909205106 $4,894 327,650 X 1 327,650
UNISYS CORP
COM 909214108 $794 62,249 X 1 62,249
UNITED BANKSHARES INC WEST VA
COM 909907107 $55 2,800 X 1 2,800
UNITED DOMINION REALTY TR INC
COM 910197102 $349 33,200 X 1 33,200
UNITED NAT FOODS INC
COM 911163103 $13 1,000 X 1 1,000
UNITED RENTALS INC
COM 911363109 $8,118 377,600 X 1 377,600
UNITED STATES CELLULAR CORP
COM 911684108 $6 100 X 1 100
UNITED STATIONERS INC
COM 913004107 $3,487 116,000 X 1 116,000
UNITED TECHNOLOGIES CORP
COM 913017109 $85,981 1,231,592 X 1 1,231,592
UNITED THERAPEUTICS CORP DEL
COM 91307C102 $2,712 50,700 X 1 50,700
UNITEDHEALTH GROUP INC
COM 91324P102 $121,385 1,109,802 X 1 1,109,802
UNITRIN INC
COM 913275103 $78 2,500 X 1 2,500
UNIVERSAL CORP VA
COM 913456109 $73 2,600 X 1 2,600
UNIVERSAL HLTH SVCS INC
CL B 913903100 $4,705 56,100 X 1 56,100
UNIVISION COMMUNICATIONS INC
CL A 914906102 $803 21,000 X 1 21,000
UNOCAL CORP
COM 915289102 $6,586 192,998 X 1 192,998
UNUMPROVIDENT CORP
COM 91529Y106 $4,435 157,002 X 1 157,002
URS CORP NEW
COM 903236107 $24 1,900 X 1 1,900
US AIRWAYS GROUP INC
COM 911905107 $532 14,099 X 1 14,099
US BANCORP DEL
COM 902973106 $11,523 476,394 X 1 476,394
US ONCOLOGY INC
COM 90338W103 $34 6,400 X 1 6,400
USA ED INC
COM 90390U102 $5,618 100,550 X 1 100,550
USA NETWORKS INC
COM 902984103 $2 100 X 1 100
UST INC
COM 902911106 $2,536 100,445 X 1 100,445
USX MARATHON GROUP
COM NEW 902905827 $37,055 1,362,935 X 1 1,362,935
USX-U S STL
COM 90337T101 $1,187 74,499 X 1 74,499
UTILICORP UTD INC
COM 918005109 $218 8,200 X 1 8,200
V F CORP
COM 918204108 $2,171 79,497 X 1 79,497
VA LINUX SYSTEMS INC
COM 91819B105 $6 200 X 1 200
VALASSIS COMMUNICATIONS INC
COM 918866104 $56 2,000 X 1 2,000
VALENCE TECHNOLOGY INC
COM 918914102 $5,569 399,600 X 1 399,600
VALERO ENERGY CORP NEW
COM 91913Y100 $6,220 184,500 X 1 184,500
VALMONT INDS INC
COM 920253101 $26 1,300 X 1 1,300
VALSPAR CORP
COM 920355104 $85 3,100 X 1 3,100
VALUEVISION INTL INC
CL A 92047K107 $16,286 778,300 X 1 778,300
VARCO INTL INC DEL
COM 922122106 $156 9,067 X 1 9,067
VARIAN INC
COM 922206107 $4,301 139,600 X 1 139,600
VARIAN MED SYS INC
COM 92220P105 $103 2,100 X 1 2,100
VARIAN SEMICONDUCTOR EQUIPMNT
COM 922207105 $3,110 135,200 X 1 135,200
VECTREN CORP
COM 92240G101 $136 5,900 X 1 5,900
VEECO INSTRS INC DEL
COM 922417100 $15,655 217,650 X 1 217,650
VERISIGN INC
COM 92343E102 $30,502 231,074 X 1 231,074
VERITAS DGC INC
COM 92343P107 $57 1,900 X 1 1,900
VERITAS SOFTWARE CO
COM 923436109 $184,413 1,307,750 X 1 1,307,750
VERITY INC
COM 92343C106 $2,893 123,100 X 1 123,100
VERIZON COMMUNICATIONS
COM 92343V104 $146,129 2,527,638 X 1 2,527,638
VERTEX INTERACTIVE INC
COM 925322109 $564 37,600 X 1 37,600
VERTEX PHARMACEUTICALS INC
COM 92532F100 $33,305 357,700 X 1 357,700
VERTICALNET INC
COM 92532L107 $8 300 X 1 300
VIACOM INC
CL B 925524308 $96,636 1,699,103 X 1 1,699,103
VIAD CORP
COM 92552R109 $351 16,400 X 1 16,400
VIASAT INC
COM 92552V100 $37 1,700 X 1 1,700
VICOR CORP
COM 925815102 $162 3,000 X 1 3,000
VIGNETTE CORP
COM 926734104 $33 1,100 X 1 1,100
VINTAGE PETE INC
COM 927460105 $14,365 680,000 X 1 680,000
VIRATA CORP
COM 927646109 $6 300 X 1 300
VISHAY INTERTECHNOLOGY INC
COM 928298108 $19,458 648,600 X 1 648,600
VISTEON CORP
COM 92839U107 $1,997 112,895 X 1 112,895
VISX INC DEL
COM 92844S105 $2,433 113,500 X 1 113,500
VITAL SIGNS INC
COM 928469105 $28 900 X 1 900
VITESSE SEMICONDUCTOR CORP
COM 928497106 $1,888 27,000 X 1 27,000
VITRIA TECHNOLOGY
COM 92849Q104 $13 500 X 1 500
VOICESTREAM WIRELESS CORP
COM 928615103 $19,409 147,600 X 1 147,600
VOLT INFORMATION SCIENCES INC
COM 928703107 $17 800 X 1 800
VORNADO RLTY TR
SH BEN INT 929042109 $2,527 72,600 X 1 72,600
VULCAN MATLS CO
COM 929160109 $2,497 59,462 X 1 59,462
WACHOVIA CORP
COM 929771103 $6,752 125,045 X 1 125,045
WADDELL & REED FINL INC
CL A 930059100 $5,556 175,300 X 1 175,300
WAL MART STORES INC
COM 931142103 $289,683 6,384,196 X 1 6,384,196
WALGREEN CO
COM 931422109 $96,390 2,112,660 X 1 2,112,660
WALLACE COMPUTER SERVICES INC
COM 932270101 $23 1,600 X 1 1,600
WARNACO GROUP INC
CL A 934390105 $3 1,000 X 1 1,000
WASHINGTON FED INC
COM 938824109 $83 3,700 X 1 3,700
WASHINGTON MUT INC
COM 939322103 $31,991 727,077 X 1 727,077
WASHINGTON POST CO
CL B 939640108 $267 500 X 1 500
WASHINGTON REAL ESTATE INVT TR
SH BEN INT 939653101 $568 28,400 X 1 28,400
WASTE CONNECTIONS INC
COM 941053100 $4,905 191,900 X 1 191,900
WASTE MGMT INC DEL
COM 94106L109 $7,577 378,842 X 1 378,842
WATER PIK TECHNOLOGIES INC
COM 94113U100 $0 5 X 1 5
WATERS CORP
COM 941848103 $104,270 1,436,975 X 1 1,436,975
WATSCO INC
COM 942622200 $29 3,050 X 1 3,050
WATSON PHARMACEUTICALS INC
COM 942683103 $4,113 65,750 X 1 65,750
WATTS INDS INC
CL A 942749102 $19 1,700 X 1 1,700
WAUSAU-MOSINEE PAPER CORP
COM 943315101 $2 200 X 1 200
WD-40 CO
COM 929236107 $20 900 X 1 900
WEATHERFORD INTL INC
COM 947074100 $391 10,700 X 1 10,700
WEBMD CORP
COM 94769M105 $14 1,224 X 1 1,224
WEBMETHODS INC
COM 94768C108 $1,339 15,064 X 1 15,064
WEBSTER FINL CORP CONN
COM 947890109 $873 35,800 X 1 35,800
WELLMAN INC
COM 949702104 $23 1,500 X 1 1,500
WELLPOINT HEALTH NETWORK NEW
COM 94973H108 $46,468 397,371 X 1 397,371
WELLS FARGO & CO NEW
COM 949746101 $108,315 2,338,775 X 1 2,338,775
WENDYS INTL INC
COM 950590109 $1,835 84,345 X 1 84,345
WEST TELESERVICES CORP
COM 956188106 $2,394 93,900 X 1 93,900
WESTAMERICA BANCORPORATION
COM 957090103 $90 2,500 X 1 2,500
WESTERN GAS RES INC
COM 958259103 $2,883 131,400 X 1 131,400
WESTERN RES INC
COM 959425109 $6,114 286,050 X 1 286,050
WESTERN WIRELESS CORP
CL A 95988E204 $3,472 73,100 X 1 73,100
WESTPOINT STEVENS INC
COM 961238102 $7 1,000 X 1 1,000
WESTVACO CORP
COM 961548104 $7,530 264,228 X 1 264,228
WESTWOOD ONE INC
COM 961815107 $303 16,000 X 1 16,000
WET SEAL INC
CL A 961840105 $26 1,400 X 1 1,400
WEYERHAEUSER CO
COM 962166104 $7,911 168,553 X 1 168,553
WHIRLPOOL CORP
COM 963320106 $2,836 65,198 X 1 65,198
WHITMAN CORP NEW
COM 96647R107 $144 11,100 X 1 11,100
WHITNEY HLDG CORP
COM 966612103 $55 1,500 X 1 1,500
WHOLE FOODS MKT INC
COM 966837106 $83 1,800 X 1 1,800
WILLAMETTE INDS INC
COM 969133107 $3,392 93,414 X 1 93,414
WILLIAMS COS INC DEL
COM 969457100 $34,446 823,824 X 1 823,824
WILLIAMS SONOMA INC
COM 969904101 $37 1,800 X 1 1,800
WILMINGTON TRUST CORP
COM 971807102 $132 2,500 X 1 2,500
WILSONS THE LEATHER EXPERTS
COM 972463103 $1,043 68,100 X 1 68,100
WIND RIVER SYSTEMS INC
COM 973149107 $415 10,100 X 1 10,100
WINN DIXIE STORES INC
COM 974280109 $556 28,900 X 1 28,900
WIRELESS FACILITIES INC
COM 97653A103 $10 200 X 1 200
WISCONSIN CENT TRANSN CORP
COM 976592105 $35 2,700 X 1 2,700
WISCONSIN ENERGY CORP
COM 976657106 $230 12,200 X 1 12,200
WOLVERINE TUBE INC
COM 978093102 $10 700 X 1 700
WOLVERINE WORLD WIDE INC
COM 978097103 $26 2,400 X 1 2,400
WORLDCOM INC GA NEW
COM 98157D106 $59,276 2,495,839 X 1 2,495,839
WORLDGATE COMMUNICATIONS INC
COM 98156L307 $1,452 77,700 X 1 77,700
WORTHINGTON INDS INC
COM 981811102 $372 38,868 X 1 38,868
WRIGLEY WM JR CO
COM 982526105 $5,287 66,766 X 1 66,766
X-RITE INC
COM 983857103 $8 1,200 X 1 1,200
XCEL ENERGY INC
COM 98389B100 $6,489 253,862 X 1 253,862
XEROX CORP
COM 984121103 $377 44,630 X 1 44,630
XILINX INC
COM 983919101 $37,034 511,250 X 1 511,250
XIRCOM INC
COM 983922105 $1,081 76,500 X 1 76,500
YAHOO INC
COM 984332106 $31,224 532,600 X 1 532,600
YELLOW CORP
COM 985509108 $29 1,600 X 1 1,600
YORK INTL CORP NEW
COM 986670107 $82 3,000 X 1 3,000
ZALE CORP NEW
COM 988858106 $8,221 242,700 X 1 242,700
ZEBRA TECHNOLOGIES CORP
CL A 989207105 $2,331 53,200 X 1 53,200
ZIONS BANCORPORATION
COM 989701107 $460 8,000 X 1 8,000
ZIXIT CORP
COM 98974P100 $24 1,000 X 1 1,000
ZOMAX INC MINN
COM 989929104 $3,742 585,900 X 1 585,900
Report total for Market $24,698,033
</TABLE>
|
|