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Previous: ELCOR CORP, S-8, 2000-02-09 |
Next: FAB INDUSTRIES INC, SC 13G/A, 2000-02-09 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 1999
Check here if Amendment[ ]; Amendment Number:
This Amendment (Check only one): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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 February 9, 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: 1,806
Form 13F Information Table Value Total: $24,732,880
List of Other included Managers:
No. 13F File Number Name
<PAGE>
<TABLE> <C> <C> <C> <C> <C> <C> <C>
AELTUS INVESTMENT MANAGEMENT, INC.
ITEM 6
INVESTMENT
DISCRETION
------------------
(A) (B) (C) ITEM7 ITEM 8
SOLE SHARED SHARED MAN- VOTING AUTHORITY
ITEM 2 ITEM 4 ITEM 5 AS OTHER AGERS (SHARES)
ITEM 3 DEFINED SEE -----------------
ITEM 1 TITLE FAIR SHARES OR IN INSTR INSTR (A) (B) (C)
OF CUSIP MARKET PRINCIPAL
NAME OF ISSUER CLASS NUMBER VALUE AMOUNT V V SOLE SHRD NONE
3COM CORP
COM 885535104 $12,288 261,450 X 1 261,450
8X8 INC
COM 282912104 $2,126 414,900 X 1 414,900
99 CENTS ONLY STORES
COM 65440K106 $31 800 X 1 800
A D C TELECOMMUNICATIONS
COM 000886101 $105,041 1,447,600 X 1 1,447,600
AAR CORP
COM 000361105 $22 1,200 X 1 1,200
AARON RENTS INC
COM 002535201 $21 1,200 X 1 1,200
AAVID THERMAL TECHNOLOGIES INC
COM 002539104 $1,034 42,100 X 1 42,100
ABBOTT LABS
COM 002824100 $26,516 730,228 X 1 730,228
ABERCROMBIE & FITCH CO
CL A 002896207 $2,418 90,600 X 1 90,600
ABM INDS INC
COM 000957100 $18 900 X 1 900
ACNIELSEN CORP
COM 004833109 $44 1,800 X 1 1,800
ACTION PERFORMANCE COS INC
COM 004933107 $10 900 X 1 900
ACTRADE INTL LTD
COM 004931101 $1,309 87,600 X 1 87,600
ACTV INC
COM 00088E104 $8,891 194,600 X 1 194,600
ACUSON CORP
COM 005113105 $11 900 X 1 900
ACXIOM CORP
COM 005125109 $60 2,500 X 1 2,500
ADAPTEC INC
COM 00651F108 $26,529 531,900 X 1 531,900
ADAPTIVE BROADBAND CORP
COM 00650M104 $44 600 X 1 600
ADELPHIA BUSINESS SOLUTIONS
CL A 006847107 $4,147 86,400 X 1 86,400
ADOBE SYS INC
COM 00724F101 $21,422 318,550 X 1 318,550
ADTRAN INC
COM 00738A106 $93 1,800 X 1 1,800
ADVANCE PARADIGM INC
COM 007491103 $26 1,200 X 1 1,200
ADVANCED DIGITAL INFORMATION
COM 007525108 $9,166 188,500 X 1 188,500
ADVANCED ENERGY INDS
COM 007973100 $1,029 20,900 X 1 20,900
ADVANCED FIBRE COMMUNICATIONS
COM 00754A105 $16,003 358,100 X 1 358,100
ADVANCED MICRO DEVICES INC
COM 007903107 $1,943 67,148 X 1 67,148
ADVANCED TISSUE SCIENCES INC
COM 00755F103 $4 1,700 X 1 1,700
ADVENT SOFTWARE INC
COM 007974108 $3,277 50,850 X 1 50,850
ADVO INC
COM 007585102 $36 1,500 X 1 1,500
AES CORP
COM 00130H105 $9,237 123,575 X 1 123,575
AETNA INC
COM 008117103 $452 8,100 X 1 8,100
AFFILIATED COMPUTER SERVICES
CL A 008190100 $69 1,500 X 1 1,500
AFLAC INC
COM 001055102 $27,458 581,900 X 1 581,900
AGCO CORP
COM 001084102 $7 500 X 1 500
AGL RES INC
COM 001204106 $7 400 X 1 400
AGRIBRANDS INTL INC
COM 00849R105 $32 700 X 1 700
AIR PRODS & CHEMS INC
COM 009158106 $4,056 120,864 X 1 120,864
AIRGAS INC
COM 009363102 $20 2,100 X 1 2,100
AK STL HLDG CORP
COM 001547108 $53 2,800 X 1 2,800
ALASKA AIR GROUP INC
COM 011659109 $35 1,000 X 1 1,000
ALBANY INTL CORP
CL A 012348108 $16 1,028 X 1 1,028
ALBEMARLE CORP
COM 012653101 $2,084 108,600 X 1 108,600
ALBERTO CULVER CO
CL B CONV 013068101 $481 18,622 X 1 18,622
ALBERTSONS INC
COM 013104104 $2,284 70,823 X 1 70,823
ALCAN ALUMINIUM LTD NEW
COM 013716105 $19,349 469,771 X 1 469,771
ALCIDE CORP
COM NEW 013742507 $1,428 112,000 X 1 112,000
ALCOA INC
COM 013817101 $67,894 818,004 X 1 818,004
ALEXANDER & BALDWIN INC
COM 014482103 $30 1,300 X 1 1,300
ALEXANDRIA REAL ESTATE EQ INC
COM 015271109 $3,194 100,400 X 1 100,400
ALLEGHENY ENERGY INC
COM 017361106 $646 24,000 X 1 24,000
ALLEGHENY TECHNOLOGIES INC
COM 01741R102 $593 26,426 X 1 26,426
ALLEN TELECOM INC
COM 018091108 $12 1,000 X 1 1,000
ALLERGAN INC
COM 018490102 $54,335 1,092,157 X 1 1,092,157
ALLIANCE PHARMACEUTICAL CORP
COM 018773101 $2,250 305,100 X 1 305,100
ALLIANT CORP
COM 018802108 $61 2,200 X 1 2,200
ALLIANT TECHSYSTEMS INC
COM 018804104 $4,007 64,300 X 1 64,300
ALLIED WASTE INDS INC
COM 019589308 $98 11,100 X 1 11,100
ALLMERICA FINL CORP
COM 019754100 $1,185 21,300 X 1 21,300
ALLSTATE CORP
COM 020002101 $6,030 251,250 X 1 251,250
ALLTEL CORP
COM 020039103 $18,608 225,045 X 1 225,045
ALPHA INDS INC
COM 020753109 $4,614 80,500 X 1 80,500
ALPHARMA INC
CL A 020813101 $3,807 123,800 X 1 123,800
ALTERA CORP
COM 021441100 $19,240 388,200 X 1 388,200
ALZA CORP DEL
COM 022615108 $309 8,934 X 1 8,934
AMB PROPERTY CORP
COM 00163T109 $716 35,900 X 1 35,900
AMBAC FINL GROUP INC
COM 023139108 $5,039 96,550 X 1 96,550
AMCAST INDL CORP
COM 023395106 $10 600 X 1 600
AMCOL INTL CORP
COM 02341W103 $23 1,400 X 1 1,400
AMERADA HESS CORP
COM 023551104 $3,859 67,993 X 1 67,993
AMEREN CORP
COM 023608102 $2,713 82,836 X 1 82,836
AMERICA ONLINE INC DEL
COM 02364J104 $461,167 6,113,230 X 1 6,113,230
AMERICA WEST HLDG CORP
CL B 023657208 $11,998 578,200 X 1 578,200
AMERICAN CAPITAL STRATEGIES
COM 024937104 $3,035 133,400 X 1 133,400
AMERICAN EAGLE OUTFITTERS NEW
COM 02553E106 $3,175 70,550 X 1 70,550
AMERICAN ELEC PWR INC
COM 025537101 $3,269 101,751 X 1 101,751
AMERICAN EXPRESS CO
COM 025816109 $108,799 654,431 X 1 654,431
AMERICAN FINL GROUP INC OHIO
COM 025932104 $45 1,700 X 1 1,700
AMERICAN FREIGHTWAYS CORP
COM 02629V108 $53 3,300 X 1 3,300
AMERICAN GENERAL CORP
COM 026351106 $13,952 183,879 X 1 183,879
AMERICAN GREETINGS CORP
CL A 026375105 $93 3,942 X 1 3,942
AMERICAN HOME PRODS CORP
COM 026609107 $41,960 1,063,972 X 1 1,063,972
AMERICAN INTL GROUP INC
COM 026874107 $279,275 2,582,884 X 1 2,582,884
AMERICAN MGMT SYS INC
COM 027352103 $2,008 64,000 X 1 64,000
AMERICAN PWR CONVERSION CORP
COM 029066107 $1,356 51,400 X 1 51,400
AMERICAN STD COS INC DEL
COM 029712106 $128 2,800 X 1 2,800
AMERICAN STS WTR CO
COM 029899101 $22 600 X 1 600
AMERICAN WTR WKS INC
COM 030411102 $40 1,900 X 1 1,900
AMERICAN XTAL TECHNOLOGY INC
COM 030514103 $17 1,000 X 1 1,000
AMERICREDIT CORP
COM 03060R101 $76 4,100 X 1 4,100
AMES DEPT STORES INC
COM NEW 030789507 $63 2,200 X 1 2,200
AMETEK INC NEW
COM 031100100 $13 700 X 1 700
AMFM INC
PFD CONV 7% 001693209 $4,300 20,000 X 1 20,000
AMGEN INC
COM 031162100 $160,423 2,670,940 X 1 2,670,940
AMKOR TECHNOLOGY INC
COM 031652100 $20,611 729,600 X 1 729,600
AMPHENOL CORP NEW
CL A 032095101 $3,548 53,300 X 1 53,300
AMR CORP
COM 001765106 $5,950 88,804 X 1 88,804
AMSOUTH BANCORPORATION
COM 032165102 $9,659 500,161 X 1 500,161
ANADARKO PETE CORP
COM 032511107 $2,187 64,090 X 1 64,090
ANADIGICS INC
COM 032515108 $1,458 30,900 X 1 30,900
ANALOG DEVICES INC
COM 032654105 $24,143 259,600 X 1 259,600
ANALOGIC CORP
COM PAR 032657207 $20 600 X 1 600
ANALYSTS INTL CORP
COM 032681108 $18 1,400 X 1 1,400
ANAREN MICROWAVE INC
COM 032744104 $644 11,900 X 1 11,900
ANCHOR BANCORP WIS INC
COM 032839102 $20 1,300 X 1 1,300
ANCHOR GAMING
COM 033037102 $30 700 X 1 700
ANCOR COMMUNICATIONS INC
COM 03332K108 $7,629 112,400 X 1 112,400
ANDREW CORP
COM 034425108 $457 24,141 X 1 24,141
ANDRX CORP
COM 034551101 $8,319 196,600 X 1 196,600
ANGELICA CORP
COM 034663104 $5 500 X 1 500
ANHEUSER BUSCH COS INC
COM 035229103 $126,038 1,778,312 X 1 1,778,312
ANIXTER INTL INC
COM 035290105 $39 1,900 X 1 1,900
ANNTAYLOR STORES CORP
COM 036115103 $107 3,100 X 1 3,100
AON CORP
COM 037389103 $6,187 154,674 X 1 154,674
APACHE CORP
COM 037411105 $21,327 577,380 X 1 577,380
APARTMENT INVT & MGMT CO
CL A 03748R101 $7,863 197,500 X 1 197,500
APEX INC
COM 037548104 $39 1,200 X 1 1,200
APOGEE ENTERPRISES INC
COM 037598109 $4 800 X 1 800
APOLLO GROUP INC
CL A 037604105 $389 19,400 X 1 19,400
APPLE COMPUTER INC
COM 037833100 $93,516 909,576 X 1 909,576
APPLEBEES INTL INC
COM 037899101 $3,567 120,900 X 1 120,900
APPLIED INDL TECHNOLOGIES INC
COM 03820C105 $25 1,500 X 1 1,500
APPLIED MATLS INC
COM 038222105 $237,150 1,871,932 X 1 1,871,932
APPLIED MICRO CIRCUITS CORP
COM 03822W109 $3,245 25,500 X 1 25,500
APPLIED PWR INC
CL A 038225108 $55 1,500 X 1 1,500
APPLIED SCIENCE & TECHNOLOGY
COM 038236105 $482 14,500 X 1 14,500
APPLIED SIGNAL TECHNOLOGY INC
COM 038237103 $2,057 146,300 X 1 146,300
APRIA HEALTHCARE GROUP INC
COM 037933108 $6,807 379,500 X 1 379,500
APTARGROUP INC
COM 038336103 $53 2,100 X 1 2,100
AQUARION CO
COM 03838W101 $28 750 X 1 750
ARCH COMMUNICATIONS GROUP INC
COM NEW 039381504 $3,132 475,000 X 1 475,000
ARCHER DANIELS MIDLAND CO
COM 039483102 $2,071 169,960 X 1 169,960
ARCHSTONE CMNTYS TR
SH BEN INT 039581103 $3,985 194,400 X 1 194,400
ARCTIC CAT INC
COM 039670104 $18 1,800 X 1 1,800
ARDEN RLTY GROUP INC
COM 039793104 $2,568 128,000 X 1 128,000
ARDENT SOFTWARE INC
COM 039794102 $5,745 147,300 X 1 147,300
ARGOSY GAMING CO
COM 040228108 $6,446 414,200 X 1 414,200
ARKANSAS BEST CORP DEL
COM 040790107 $24 2,000 X 1 2,000
ARMSTRONG WORLD INDS INC
COM 042476101 $450 13,476 X 1 13,476
ARNOLD INDS INC
COM 042595108 $11 800 X 1 800
ARROW ELECTRS INC
COM 042735100 $30 1,200 X 1 1,200
ARTESYN TECHNOLOGIES INC
COM 043127109 $78 3,700 X 1 3,700
ARTHROCARE CORP
COM 043136100 $2,635 43,200 X 1 43,200
ARVIN INDS INC
COM 043339100 $1,927 67,900 X 1 67,900
ASHLAND INC
COM 044204105 $1,482 45,007 X 1 45,007
ASHWORTH INC
COM 04516H101 $2 500 X 1 500
ASPECT COMMUNICATIONS CORP
COM 04523Q102 $892 22,800 X 1 22,800
ASPEN TECHNOLOGY INC
COM 045327103 $235 8,900 X 1 8,900
ASSOCIATED BANC CORP
COM 045487105 $62 1,800 X 1 1,800
ASSOCIATES FIRST CAP CORP
CL A 046008108 $12,523 456,437 X 1 456,437
ASTEC INDS INC
COM 046224101 $2,649 140,800 X 1 140,800
ASTORIA FINL CORP
COM 046265104 $12,282 403,500 X 1 403,500
AT HOME CORP
COM SER A 045919107 $0 2 X 1 2
AT&T CORP
COM 001957109 $238,299 4,695,552 X 1 4,695,552
ATLANTIC COAST AIRLINES HLDGS
COM 048396105 $26 1,100 X 1 1,100
ATLANTIC RICHFIELD CO
COM 048825103 $70,659 816,868 X 1 816,868
ATMEL CORP
COM 049513104 $2,324 78,600 X 1 78,600
ATMOS ENERGY CORP
COM 049560105 $10 500 X 1 500
ATWOOD OCEANICS INC
COM 050095108 $487 12,600 X 1 12,600
AUDIOVOX CORP
CL A 050757103 $7,710 254,100 X 1 254,100
AURORA BIOSCIENCES CORP
COM 051920106 $3,034 114,500 X 1 114,500
AUSPEX SYS INC
COM 052116100 $16 1,600 X 1 1,600
AUTODESK INC
COM 052769106 $792 23,459 X 1 23,459
AUTOMATIC DATA PROCESSING INC
COM 053015103 $23,031 427,492 X 1 427,492
AUTOZONE INC
COM 053332102 $3,005 92,990 X 1 92,990
AVALONBAY CMNTYS INC
COM 053484101 $4,770 139,012 X 1 139,012
AVANT CORP
COM 053487104 $86 5,700 X 1 5,700
AVERY DENNISON CORP
COM 053611109 $7,533 103,374 X 1 103,374
AVIATION SALES CO
COM 053672101 $18 1,100 X 1 1,100
AVIS RENT A CAR INC
COM 053790101 $5,624 220,000 X 1 220,000
AVNET INC
COM 053807103 $42 700 X 1 700
AVON PRODS INC
COM 054303102 $4,676 141,699 X 1 141,699
AVT CORP
COM 002420107 $7,877 167,600 X 1 167,600
AVTEAM INC
CL A 054527205 $1,153 214,600 X 1 214,600
AVX CORP NEW
COM 002444107 $40 800 X 1 800
AWARE INC MASS
COM 05453N100 $1,451 39,900 X 1 39,900
AXA FINL INC
COM 002451102 $51 1,500 X 1 1,500
AZTAR CORP
COM 054802103 $40 3,700 X 1 3,700
BACKWEB TECHNOLOGIES LTD
ORD M15633106 $2,115 50,200 X 1 50,200
BAKER HUGHES INC
COM 057224107 $3,268 155,167 X 1 155,167
BALDOR ELEC CO
COM 057741100 $33 1,800 X 1 1,800
BALL CORP
COM 058498106 $16,879 428,678 X 1 428,678
BANCWEST CORP NEW
COM 059790105 $1,449 74,300 X 1 74,300
BANDAG INC
COM 059815100 $20 800 X 1 800
BANGOR HYDRO ELEC CO
COM 060077104 $8 500 X 1 500
BANK NEW YORK INC
COM 064057102 $20,134 503,348 X 1 503,348
BANK OF AMERICA CORPORATION
COM 060505104 $104,040 2,073,020 X 1 2,073,020
BANK ONE CORP
COM 06423A103 $19,730 615,355 X 1 615,355
BANK UTD CORP
CL A 065412108 $327 12,000 X 1 12,000
BANKNORTH GROUP INC DEL
COM 06646L100 $29 1,100 X 1 1,100
BANTA CORP
COM 066821109 $14 600 X 1 600
BANYAN SYS INC
COM 066908104 $3,870 193,500 X 1 193,500
BARCLAYS BK PLC
SP ADR UNIT 06738C505 $20,400 800,000 X 1 800,000
BARD C R INC
COM 067383109 $9,365 176,702 X 1 176,702
BARNES & NOBLE INC
COM 067774109 $31 1,500 X 1 1,500
BARNES GROUP INC
COM 067806109 $18 1,100 X 1 1,100
BARR LABS INC
COM 068306109 $31 1,000 X 1 1,000
BARRA INC
COM 068313105 $29 900 X 1 900
BARRETT RES CORP
COM PAR 068480201 $3,023 102,700 X 1 102,700
BARRICK GOLD CORP
COM 067901108 $3,477 196,578 X 1 196,578
BASIN EXPL INC
COM 070107107 $1,898 107,700 X 1 107,700
BASSETT FURNITURE INDS INC
COM 070203104 $10 600 X 1 600
BAUSCH & LOMB INC
COM 071707103 $2,959 43,230 X 1 43,230
BAXTER INTL INC
COM 071813109 $11,772 187,413 X 1 187,413
BB&T CORP
COM 054937107 $6,404 233,925 X 1 233,925
BE AEROSPACE INC
COM 073302101 $19 2,200 X 1 2,200
BEA SYS INC
COM 073325102 $29,793 426,000 X 1 426,000
BEAR STEARNS COS INC
COM 073902108 $3,809 89,095 X 1 89,095
BECKMAN COULTER INC
COM 075811109 $46 900 X 1 900
BECTON DICKINSON & CO
COM 075887109 $525 19,620 X 1 19,620
BED BATH & BEYOND INC
COM 075896100 $3,833 110,300 X 1 110,300
BEDFORD PPTY INVS INC
COM PAR 076446301 $324 19,000 X 1 19,000
BELDEN INC
COM 077459105 $32 1,500 X 1 1,500
BELL & HOWELL CO NEW
COM 077852101 $4,237 133,200 X 1 133,200
BELL ATLANTIC CORP
COM 077853109 $161,639 2,625,606 X 1 2,625,606
BELLSOUTH CORP
COM 079860102 $152,948 3,267,238 X 1 3,267,238
BELO A H CORP DEL
COM SER A 080555105 $65 3,400 X 1 3,400
BEMIS INC
COM 081437105 $1,255 35,972 X 1 35,972
BENCHMARK ELECTRS INC
COM 08160H101 $2,847 124,100 X 1 124,100
BERINGER WINE ESTATES HOLDINGS
CL B 084102102 $3,605 90,400 X 1 90,400
BEST BUY INC
COM 086516101 $9,342 186,150 X 1 186,150
BESTFOODS
COM 08658U101 $9,060 172,364 X 1 172,364
BETHLEHEM STL CORP
COM 087509105 $64 7,675 X 1 7,675
BEVERLY ENTERPRISES INC
COM NEW 087851309 $4 800 X 1 800
BID COM INTERNATIONAL INC
COM 088788104 $2,335 557,700 X 1 557,700
BILLING CONCEPTS CORP
COM 090063108 $14 2,200 X 1 2,200
BINDLEY WESTN INDS INC
COM 090324104 $4,372 290,261 X 1 290,261
BIO RAD LABS INC
CL A 090572207 $3,107 132,900 X 1 132,900
BIO TECHNOLOGY GEN CORP
COM 090578105 $41 2,700 X 1 2,700
BIOGEN INC
COM 090597105 $66,793 790,450 X 1 790,450
BIOMATRIX INC
COM 09060P102 $25 1,300 X 1 1,300
BIOMET INC
COM 090613100 $2,517 62,923 X 1 62,923
BIOSOURCE INTL INC
COM 09066H104 $1,915 241,300 X 1 241,300
BIRMINGHAM STL CORP
COM 091250100 $12 2,300 X 1 2,300
BISYS GROUP INC
COM 055472104 $639 9,800 X 1 9,800
BJ SVCS CO
COM 055482103 $10,612 253,800 X 1 253,800
BJS WHOLESALE CLUB INC
COM 05548J106 $110 3,000 X 1 3,000
BLACK & DECKER CORP
COM 091797100 $36,520 698,946 X 1 698,946
BLACK BOX CORP DEL
COM 091826107 $4,891 73,000 X 1 73,000
BLACK HILLS CORP
COM 092113109 $2,260 101,850 X 1 101,850
BLANCH E W HLDGS INC
COM 093210102 $67 1,100 X 1 1,100
BLOCK H & R INC
COM 093671105 $12,770 291,884 X 1 291,884
BLYTH INDS INC
COM 09643P108 $29 1,200 X 1 1,200
BMC SOFTWARE INC
COM 055921100 $15,032 188,050 X 1 188,050
BOB EVANS FARMS INC
COM 096761101 $12 800 X 1 800
BOEING CO
COM 097023105 $75,722 1,821,879 X 1 1,821,879
BOISE CASCADE CORP
COM 097383103 $16,113 397,855 X 1 397,855
BOMBAY CO INC
COM 097924104 $10 2,200 X 1 2,200
BOOKS-A-MILLION INC
COM 098570104 $10 1,200 X 1 1,200
BORDERS GROUP INC
COM 099709107 $39 2,400 X 1 2,400
BORG-WARNER AUTOMOTIVE INC
COM 099724106 $36 900 X 1 900
BOSTON PROPERTIES INC
COM 101121101 $5,073 163,000 X 1 163,000
BOSTON SCIENTIFIC CORP
COM 101137107 $7,613 348,030 X 1 348,030
BOWNE & CO INC
COM 103043105 $30 2,200 X 1 2,200
BOYKIN LODGING CO
COM 103430104 $812 74,200 X 1 74,200
BP AMOCO P L C
SPONSORED 055622104 $353 5,954 X 1 5,954
BRADLEY REAL ESTATE INC
COM 104580105 $187 10,700 X 1 10,700
BRADY CORP
CL A 104674106 $160 4,700 X 1 4,700
BRANDYWINE RLTY TR
SH BEN INT 105368203 $5,327 325,300 X 1 325,300
BRIDGFORD FOODS CORP
COM 108763103 $388 40,000 X 1 40,000
BRIGGS & STRATTON CORP
COM 109043109 $4,661 86,915 X 1 86,915
BRILLIANCE CHINA AUTO HLDG LTD
COM G1368B102 $1,999 627,200 X 1 627,200
BRINKER INTL INC
COM 109641100 $3,754 156,400 X 1 156,400
BRIO TECHNOLOGY INC
COM 109704106 $785 18,700 X 1 18,700
BRISTOL MYERS SQUIBB CO
COM 110122108 $264,729 4,124,312 X 1 4,124,312
BROADCOM CORP
CL A 111320107 $3,868 14,200 X 1 14,200
BROADVISION INC
COM 111412102 $53,978 317,400 X 1 317,400
BROADWING INC
COM 111620100 $2,655 72,000 X 1 72,000
BROOKS AUTOMATION INC
COM 11434A100 $1,416 43,500 X 1 43,500
BROOKTROUT INC
COM 114580103 $2,432 131,000 X 1 131,000
BROWN FORMAN CORP
CL B 115637209 $1,650 28,813 X 1 28,813
BROWN SHOE INC NEW
COM 115736100 $25 1,800 X 1 1,800
BRUNSWICK CORP
COM 117043109 $4,977 223,682 X 1 223,682
BRUSH WELLMAN INC
COM 117421107 $15 900 X 1 900
BUCKEYE TECHNOLOGIES INC
COM 118255108 $40 2,700 X 1 2,700
BUFFETS INC
COM 119882108 $1,998 199,800 X 1 199,800
BUILDING MATLS HLDG CORP
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ELECTRONICS FOR IMAGING INC
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EMERSON ELEC CO
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EMULEX CORP
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ENGELHARD CORP
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ENRON CORP
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ENTERCOM COMMUNICATIONS CORP
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EQUITY ONE
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ETHAN ALLEN INTERIORS INC
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EVEREST REINS HLDGS INC
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EVERGREEN RES INC
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EXPEDITORS INTL WASH INC
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EXXON MOBIL CORP
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F M C CORP
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F Y I INC
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F5 NETWORKS INC
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FAIR ISAAC & CO INC
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FDX CORP
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FEDERAL SIGNAL CORP
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FELCOR LODGING TR INC
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FERRO CORP
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FIDELITY NATL FINL INC
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FIFTH THIRD BANCORP
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FILENET CORP
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FINOVA GROUP INC
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FIRST DATA CORP
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FIRST INDUSTRIAL REALTY TRUST
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FIRST UN CORP
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FIRST VA BANKS INC
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FIRSTAR CORP NEW WIS
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FIRSTENERGY CORP
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FIRSTFED FINL CORP
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FIRSTMERIT CORP
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FLEETBOSTON FINL CORP
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FLEETWOOD ENTERPRISES INC
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FLEMING COS INC
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FLEXTRONICS INTL LTD
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FLORIDA PROGRESS CORP
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FLORIDA ROCK INDS INC
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FLOWSERVE CORP
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FLUOR CORP
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FLUSHING FINL CORP
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FOCUS ENHANCEMENTS INC
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FOOTSTAR INC
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FORD MTR CO DEL
COM 345370100 $116,172 2,173,981 X 1 2,173,981
FOREMOST CORP OF AMER
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FORT JAMES CORP
COM 347471104 $3,786 138,285 X 1 138,285
FORTUNE BRANDS INC
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FOSSIL INC
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FOSTER WHEELER CORP
COM 350244109 $21 2,406 X 1 2,406
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FPL GROUP INC
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FRANCHISE FIN CORP AMER
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FRANKLIN COVEY CO
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FRANKLIN RES INC
COM 354613101 $4,388 136,855 X 1 136,855
FREEPORT-MCMORAN COPPER & GOLD
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FREMONT GEN CORP
COM 357288109 $9 1,200 X 1 1,200
FRITZ COS INC
COM 358846103 $20 1,900 X 1 1,900
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FRONTIER INS GROUP INC NEW
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FROZEN FOOD EXPRESS INDS INC
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FULLER H B CO
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FURNITURE BRANDS INTL INC
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G & K SVCS INC
CL A 361268105 $23 700 X 1 700
GALILEO INTERNATIONAL INC
COM 363547100 $1,653 55,200 X 1 55,200
GALLAGHER ARTHUR J & CO
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GANNETT INC
COM 364730101 $34,000 416,859 X 1 416,859
GAP INC DEL
COM 364760108 $94,458 2,053,429 X 1 2,053,429
GARDNER DENVER INC
COM 365558105 $22 1,300 X 1 1,300
GARTNER GROUP INC NEW
CL B 366651206 $35 2,500 X 1 2,500
GATEWAY INC
COM 367626108 $50,384 699,170 X 1 699,170
GATX CORP
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GAYLORD CONTAINER CORP
CL A 368145108 $3,029 444,600 X 1 444,600
GEMSTAR INTL GROUP LTD
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GENCORP INC
COM 368682100 $31 3,100 X 1 3,100
GENELABS TECHNOLOGIES INC
COM 368706107 $4,831 878,300 X 1 878,300
GENERAL COMMUNICATION INC
CL A 369385109 $11 2,600 X 1 2,600
GENERAL DYNAMICS CORP
COM 369550108 $34,696 657,752 X 1 657,752
GENERAL ELEC CO
COM 369604103 $930,224 6,011,142 X 1 6,011,142
GENERAL GROWTH PPTYS INC
COM 370021107 $2,755 98,400 X 1 98,400
GENERAL INSTR CORP DEL
COM 370120107 $50,193 590,500 X 1 590,500
GENERAL MLS INC
COM 370334104 $7,407 207,186 X 1 207,186
GENERAL MTRS CORP
COM 370442105 $50,662 696,979 X 1 696,979
CL H NEW 370442832 $20,746 216,100 X 1 216,100
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GENESCO INC
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GENTEX CORP
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GENUINE PARTS CO
COM 372460105 $2,605 104,970 X 1 104,970
GENZYME CORP
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GEON CO
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GEORGIA GULF CORP
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GEORGIA PAC CORP
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COM-TIMBER 373298702 $3,785 153,700 X 1 153,700
GERBER SCIENTIFIC INC
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GILAT COMMUNICATIONS LTD
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GILEAD SCIENCES INC
COM 375558103 $49 900 X 1 900
GILLETTE CO
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GLATFELTER P H CO
COM 377316104 $2,598 178,400 X 1 178,400
GLENBOROUGH RLTY TR INC
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GLIATECH INC
COM 37929C103 $96 5,800 X 1 5,800
GLIMCHER RLTY TR
SH BEN INT 379302102 $2,056 159,700 X 1 159,700
GLOBAL CROSSING LTD
COM G3921A100 $55,041 1,100,811 X 1 1,100,811
GLOBAL INDL TECHNOLOGIES INC
COM 379335102 $9 700 X 1 700
GLOBAL MARINE INC
COM 379352404 $85 5,100 X 1 5,100
GLOBIX CORP
COM 37957F101 $7,656 127,600 X 1 127,600
GO2NET INC
COM 383486107 $24,264 278,900 X 1 278,900
GOLDEN ST BANCORP INC
COM 381197102 $6,815 395,100 X 1 395,100
GOLDEN WEST FINL CORP DEL
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GOLDMAN SACHS GROUP INC
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GOLF TR AMER INC
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GOODRICH B F CO
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GOODYEAR TIRE & RUBR CO
COM 382550101 $2,034 72,150 X 1 72,150
GOODYS FAMILY CLOTHING INC
COM 382588101 $20 3,800 X 1 3,800
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GPU INC
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GRACE W R & CO DEL NEW
COM 38388F108 $610 43,971 X 1 43,971
GRACO INC
COM 384109104 $5,327 148,500 X 1 148,500
GRAINGER W W INC
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GRAND TOYS INTL INC
COM NEW 386492201 $1,548 238,100 X 1 238,100
GRANITE BROADCASTING CORP
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GRANITE CONSTR INC
COM 387328107 $946 51,300 X 1 51,300
GREAT ATLANTIC & PAC TEA INC
COM 390064103 $512 18,370 X 1 18,370
GREAT LAKES CHEM CORP
COM 390568103 $1,078 28,223 X 1 28,223
GREAT PLAINS SOFTWARE
COM 39119E105 $4,425 59,200 X 1 59,200
GREEN MOUNTAIN PWR CORP
COM 393154109 $1 200 X 1 200
GREENPOINT FINL CORP
COM 395384100 $74 3,100 X 1 3,100
GRIC COMMUNICATIONS INC
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GRIFFON CORP
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GROUP 1 AUTOMOTIVE INC
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GTE CORP
COM 362320103 $105,873 1,500,415 X 1 1,500,415
GTECH HLDGS CORP
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GUIDANT CORP
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HA-LO INDS INC
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HADCO CORP
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HALLIBURTON CO
COM 406216101 $32,377 804,393 X 1 804,393
HANCOCK FABRICS INC
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HANGER ORTHOPEDIC GROUP INC
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HANNA M A CO
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HANNAFORD BROS CO
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HANOVER COMPRESSOR CO
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HARBINGER CORP
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HARBOR FLA BANCSHARES INC
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HARCOURT GEN INC
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HARLAND JOHN H CO
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HARLEY DAVIDSON INC
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HARMAN INTL INDS INC
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HARMON INDS INC NEW
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HARMONIC INC
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HARRAHS ENTMT INC
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HARRIS CORP DEL
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HARSCO CORP
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HARTE-HANKS INC
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HARTFORD FINL SVCS GROUP INC
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HASBRO INC
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HEALTH CARE REIT INC
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HEALTHCARE RLTY TR
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HEALTHSOUTH CORP
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HEARTLAND EXPRESS INC
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HEINZ H J CO
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HELIX TECHNOLOGY CORP
COM 423319102 $3,038 67,800 X 1 67,800
HERCULES INC
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HERSHEY FOODS CORP
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HEWLETT PACKARD CO
COM 428236103 $138,510 1,215,668 X 1 1,215,668
HIBERNIA CORP
CL A 428656102 $41 3,900 X 1 3,900
HILB ROGAL & HAMILTON CO
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HILFIGER TOMMY CORP
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HILLENBRAND INDS INC
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HILTON HOTELS CORP
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HISPANIC BROADCASTING CORP
CL A 43357B104 $950 10,300 X 1 10,300
HNC SOFTWARE INC
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HOLLYWOOD PK INC NEW
COM 436255103 $6,817 303,800 X 1 303,800
HOME DEPOT INC
COM 437076102 $351,013 5,119,605 X 1 5,119,605
HOME PPTYS N Y INC
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HOMESTAKE MNG CO
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HON INDS INC
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HONEYWELL INTL INC
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HORACE MANN EDUCATORS CORP NEW
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HORMEL FOODS CORP
COM 440452100 $85 2,100 X 1 2,100
HOSPITALITY PPTYS TR
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HOUGHTON MIFFLIN CO
COM 441560109 $34 800 X 1 800
HOUSEHOLD INTL INC
COM 441815107 $14,096 378,427 X 1 378,427
HRPT PPTYS TR
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HS RES INC
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HSB GROUP INC
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HUBBELL INC
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HUDSON UNITED BANCORP
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HUFFY CORP
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HUGHES SUPPLY INC
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HUMAN GENOME SCIENCES INC
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HUMANA INC
COM 444859102 $147 17,910 X 1 17,910
HUNTINGTON BANCSHARES INC
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HUTTIG BLDG PRODS INC
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HYPERION SOLUTIONS CORP
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I-STAT CORP
COM 450312103 $4,707 324,600 X 1 324,600
IBP INC
COM 449223106 $4,772 265,100 X 1 265,100
ICN PHARMACEUTICALS INC NEW
COM 448924100 $73 2,900 X 1 2,900
ICOS CORP
COM 449295104 $2,770 94,700 X 1 94,700
ICU MED INC
COM 44930G107 $586 38,400 X 1 38,400
IDACORP INC
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IDEC PHARMACEUTICALS CORP
COM 449370105 $81,439 828,900 X 1 828,900
IDEX CORP
COM 45167R104 $52 1,700 X 1 1,700
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IHOP CORP
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IKON OFFICE SOLUTIONS INC
COM 451713101 $549 80,566 X 1 80,566
ILLINOIS TOOL WKS INC
COM 452308109 $14,039 207,798 X 1 207,798
ILLINOVA CORP
COM 452317100 $4,062 116,900 X 1 116,900
IMATION CORP
COM 45245A107 $1,836 54,700 X 1 54,700
IMCO RECYCLING INC
COM 449681105 $11 900 X 1 900
IMMUNEX CORP NEW
COM 452528102 $21,243 194,000 X 1 194,000
IMPAC MTG HLDGS INC
COM 45254P102 $1,486 360,300 X 1 360,300
IMPATH INC
COM 45255G101 $1,931 75,900 X 1 75,900
IMPERIAL BANCORP
COM 452556103 $1,744 72,300 X 1 72,300
IMS HEALTH INC
COM 449934108 $5,229 192,342 X 1 192,342
IN FOCUS SYS INC
COM 452919103 $7,137 307,800 X 1 307,800
INCO LTD
COM 453258402 $3,302 140,513 X 1 140,513
INDEPENDENT ENERGY HLDGS PLC
SPONSORED 45384X108 $5,990 179,800 X 1 179,800
INDIANA ENERGY INC
COM 454707100 $12 700 X 1 700
INDUS INTL INC
COM 45578L100 $4,260 349,500 X 1 349,500
INFINITY BROADCASTING CP NEW
CL A 45662S102 $1,350 37,300 X 1 37,300
INFOCURE CORP
COM 45665A108 $4,865 156,000 X 1 156,000
INFORMATION RES INC
COM 456905108 $14 1,500 X 1 1,500
INFORMIX CORP
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INFOSPACE COM INC
COM 45678T102 $34,112 159,400 X 1 159,400
INGERSOLL-RAND CO
COM 456866102 $15,519 281,847 X 1 281,847
INNKEEPERS USA TR
COM 4576J0104 $908 110,900 X 1 110,900
INNOVEX INC
COM 457647105 $5 500 X 1 500
INSIGHT ENTERPRISES INC
COM 45765U103 $4,121 101,450 X 1 101,450
INSITUFORM TECHNOLOGIES INC
CL A 457667103 $2,932 103,800 X 1 103,800
INSURANCE AUTO AUCTIONS INC
COM 457875102 $11 700 X 1 700
INTEGRATED DEVICE TECHNOLOGY
COM 458118106 $26,970 930,000 X 1 930,000
INTEL CORP
COM 458140100 $388,045 4,714,294 X 1 4,714,294
INTER TEL INC
COM 458372109 $753 30,100 X 1 30,100
INTERFACE INC
CL A 458665106 $9 1,500 X 1 1,500
INTERIM SVCS INC
COM 45868P100 $985 39,800 X 1 39,800
INTERLEAF INC
COM NEW 458729209 $2,791 83,000 X 1 83,000
INTERMAGNETICS GEN CORP
COM 458771102 $3 300 X 1 300
INTERMET CORP
COM 45881K104 $17 1,500 X 1 1,500
INTERNATIONAL BUSINESS MACHS
COM 459200101 $259,541 2,403,154 X 1 2,403,154
INTERNATIONAL FLAVORS&FRAGRANC
COM 459506101 $2,122 56,215 X 1 56,215
INTERNATIONAL GAME TECHNOLOGY
COM 459902102 $35 1,700 X 1 1,700
INTERNATIONAL RECTIFIER CORP
COM 460254105 $2,189 84,200 X 1 84,200
INTERNATIONAL SPEEDWAY CORP
CL A 460335201 $1,728 34,300 X 1 34,300
INTERPUBLIC GROUP COS INC
COM 460690100 $10,582 183,440 X 1 183,440
INTERTAN INC
COM 461120107 $3,974 152,100 X 1 152,100
INTERTRUST TECHNOLOGIES CORP
COM 46113Q109 $1,564 13,300 X 1 13,300
INTERVOICE-BRITE INC
COM 461142101 $19 800 X 1 800
INTL PAPER CO
COM 460146103 $41,062 727,572 X 1 727,572
INTUIT
COM 461202103 $30,406 507,300 X 1 507,300
INVACARE CORP
COM 461203101 $30 1,500 X 1 1,500
INVESTMENT TECHNOLOGY GRP NEW
COM 46145F105 $20 700 X 1 700
INVESTORS FINL SERVICES CORP
COM 461915100 $6,946 151,000 X 1 151,000
INVITROGEN CORP
COM 46185R100 $6,846 114,100 X 1 114,100
IONICS INC
COM 462218108 $25 900 X 1 900
IPALCO ENTERPRISES INC
COM 462613100 $27 1,600 X 1 1,600
ISLE OF CAPRI CASINOS INC
COM 464592104 $1,600 121,300 X 1 121,300
ITT INDS INC IND
COM 450911102 $1,924 57,541 X 1 57,541
IVAX CORP
COM 465823102 $85 3,300 X 1 3,300
J & J SNACK FOODS CORP
COM 466032109 $12 600 X 1 600
JABIL CIRCUIT INC
COM 466313103 $183 2,500 X 1 2,500
JACK IN THE BOX INC
COM 466367109 $5,602 270,800 X 1 270,800
JACOBS ENGR GROUP INC DEL
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JAKKS PAC INC
COM 47012E106 $5,361 286,850 X 1 286,850
JDS UNIPHASE CORP
COM 46612J101 $21,358 132,400 X 1 132,400
JEFFERIES GROUP INC NEW
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JEFFERSON PILOT CORP
COM 475070108 $4,973 72,863 X 1 72,863
JLG INDS INC
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JO-ANN STORES INC
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JOHNSON & JOHNSON
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JOHNSON CTLS INC
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JONES APPAREL GROUP INC
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JONES PHARMA INC
COM 480236108 $9,526 219,300 X 1 219,300
JOSTENS INC
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JP REALTY INC
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JSB FINANCIAL INC
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JUSTIN INDS INC
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K MART CORP
COM 482584109 $3,788 376,438 X 1 376,438
K-SWISS INC
CL A 482686102 $7,193 387,200 X 1 387,200
KAFUS INDS LTD
COM 482910106 $3,413 381,900 X 1 381,900
KAMAN CORP
CL A 483548103 $15 1,200 X 1 1,200
KANSAS CITY PWR & LT CO
COM 485134100 $29 1,300 X 1 1,300
KANSAS CITY SOUTHN INDS INC
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KAUFMAN & BROAD HOME CORP
COM 486168107 $21,529 890,093 X 1 890,093
KAYDON CORP
COM 486587108 $19 700 X 1 700
KELLOGG CO
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KELLWOOD CO
COM 488044108 $41 2,100 X 1 2,100
KELLY SVCS INC
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KEMET CORP
COM 488360108 $1,127 25,000 X 1 25,000
KENNAMETAL INC
COM 489170100 $34 1,000 X 1 1,000
KENT ELECTRS CORP
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KERR MCGEE CORP
COM 492386107 $32,740 528,072 X 1 528,072
KEYCORP NEW
COM 493267108 $5,229 236,325 X 1 236,325
KEYSPAN CORP
COM 49337W100 $93 4,000 X 1 4,000
KEYSTONE FINANCIAL INC
COM 493482103 $15 700 X 1 700
KIMBERLY CLARK CORP
COM 494368103 $77,415 1,186,440 X 1 1,186,440
KIMCO REALTY CORP
COM 49446R109 $9,705 286,500 X 1 286,500
KINDER MORGAN INC KANS
COM 49455P101 $277 13,700 X 1 13,700
KING PHARMACEUTICALS INC
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KIRBY CORP
COM 497266106 $18 900 X 1 900
KLA-TENCORP CORP
COM 482480100 $64,302 577,350 X 1 577,350
KNIGHT RIDDER INC
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KOGER EQUITY INC
COM 500228101 $4,288 254,100 X 1 254,100
KOHLS CORP
COM 500255104 $18,949 262,500 X 1 262,500
KOPIN CORP
COM 500600101 $546 13,000 X 1 13,000
KROGER CO
COM 501044101 $9,570 507,036 X 1 507,036
KROLL O GARA CO
COM 501050108 $757 45,900 X 1 45,900
KRONOS INC
COM 501052104 $2,052 34,200 X 1 34,200
KULICKE & SOFFA INDS INC
COM 501242101 $85 2,000 X 1 2,000
L-3 COMMUNICATIONS HLDGS INC
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LA Z BOY INC
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LABOR READY INC
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LAKES GAMING INC
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LAM RESEARCH CORP
COM 512807108 $48,117 431,300 X 1 431,300
LANCASTER COLONY CORP
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LANCE INC
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LANDS END INC
COM 515086106 $1,821 52,400 X 1 52,400
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LASER VISION CTRS INC
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LASON INC
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LATTICE SEMICONDUCTOR CORP
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LAWSON PRODS INC
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LCA-VISION INC
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LEAR CORP
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LEE ENTERPRISES INC
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LEGATO SYS INC
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LEGG MASON INC
COM 524901105 $51 1,400 X 1 1,400
LEGGETT & PLATT INC
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LEHMAN BROS HLDGS INC
COM 524908100 $87,262 1,030,400 X 1 1,030,400
LEVEL 3 COMMUNICATIONS INC
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LEXINGTON CORP PPTYS TR
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LG&E ENERGY CORP
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LIBBEY INC
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LIBERTY PPTY TR
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COM 532430105 $2 200 X 1 200
LILLY ELI & CO
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LILLY INDS INC
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LIMITED INC
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LINCOLN NATL CORP IND
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COM 535555106 $13 700 X 1 700
LINEAR TECHNOLOGY CORP
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LINENS N THINGS INC
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LITTON INDS INC
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LOCKHEED MARTIN CORP
COM 539830109 $1,898 86,766 X 1 86,766
LOEWS CORP
COM 540424108 $24,240 399,428 X 1 399,428
LONE STAR STEAKHOUSE SALOON
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LONGS DRUG STORES CORP
COM 543162101 $22,399 867,752 X 1 867,752
LONGVIEW FIBRE CO
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LOUISIANA PAC CORP
COM 546347105 $840 58,978 X 1 58,978
LOWES COS INC
COM 548661107 $71,708 1,200,126 X 1 1,200,126
LSI LOGIC CORP
COM 502161102 $9,147 135,518 X 1 135,518
LUBRIZOL CORP
COM 549271104 $2,748 89,000 X 1 89,000
LUBYS INC
COM 549282101 $11 1,000 X 1 1,000
LUCENT TECHNOLOGIES INC
COM 549463107 $377,933 5,051,735 X 1 5,051,735
LYDALL INC DEL
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M & F WORLDWIDE CORP
COM 552541104 $1,660 328,000 X 1 328,000
M D C HLDGS INC
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M S CARRIERS INC
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MACDERMID INC
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MAF BANCORP INC
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MAGELLAN HEALTH SVCS INC
COM 559079108 $11 1,800 X 1 1,800
MAIL-WELL INC
COM 560321200 $3,228 239,100 X 1 239,100
MALLINCKRODT INC NEW
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MANDALAY RESORT GROUP
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COM 563571108 $7,014 206,300 X 1 206,300
MANOR CARE INC NEW
COM 564055101 $96 6,019 X 1 6,019
MANPOWER INC
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COM 564682102 $2,645 108,800 X 1 108,800
MAPICS INC
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MARCUS CORP
COM 566330106 $24 1,800 X 1 1,800
MARINE DRILLING COS INC
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MARK IV INDS INC
COM 570387100 $3,461 195,700 X 1 195,700
MARKETING SVCS GROUP INC
COM 570907105 $7,105 424,200 X 1 424,200
MARRIOTT INTL INC NEW
CL A 571903202 $4,382 138,824 X 1 138,824
MARSH & MCLENNAN COS INC
COM 571748102 $16,365 171,024 X 1 171,024
MARSHALL & ILSLEY CORP
COM 571834100 $258 4,100 X 1 4,100
MARTIN MARIETTA MATLS INC
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MASCO CORP
COM 574599106 $6,090 239,995 X 1 239,995
MASCOTECH INC
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COM 576674105 $8 800 X 1 800
MATTEL INC
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MATTHEWS INTL CORP
CL A 577128101 $1,617 58,800 X 1 58,800
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MAXIMUS INC
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MAXXAM INC
COM 577913106 $4 100 X 1 100
MAY DEPT STORES CO
COM 577778103 $7,337 227,506 X 1 227,506
MAYTAG CORP
COM 578592107 $3,438 71,623 X 1 71,623
MBIA INC
COM 55262C100 $3,634 68,817 X 1 68,817
MBNA CORP
COM 55262L100 $15,507 569,049 X 1 569,049
MCCLATCHY CO
CL A 579489105 $7,773 179,725 X 1 179,725
MCCORMICK & CO INC
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MCDERMOTT INTL INC
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MCDONALDS CORP
COM 580135101 $58,621 1,454,172 X 1 1,454,172
MCGRAW HILL COS INC
COM 580645109 $8,116 131,704 X 1 131,704
MCI WORLDCOM INC
COM 55268B106 $322,027 6,068,815 X 1 6,068,815
MCKESSON HBOC INC
COM 58155Q103 $375 16,615 X 1 16,615
MCLEODUSA INC
COM 582266102 $13,335 226,500 X 1 226,500
MCN ENERGY GROUP INC
COM 55267J100 $50 2,100 X 1 2,100
MCWHORTER TECHNOLOGIES INC
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MEAD CORP
COM 582834107 $2,335 53,746 X 1 53,746
MEDALLION FINL CORP
COM 583928106 $1,177 65,600 X 1 65,600
MEDAREX INC
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MEDIA GEN INC
CL A 584404107 $42 800 X 1 800
MEDIAONE GROUP INC
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MEDICAL ASSURN INC
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MEDICIS PHARMACEUTICAL CORP
CL A NEW 584690309 $12,952 304,300 X 1 304,300
MEDIMMUNE INC
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MEDITRUST CORP
PAIRED CTF 58501T306 $1,198 217,900 X 1 217,900
MEDQUIST INC
COM 584949101 $4,509 174,700 X 1 174,700
MEDTRONIC INC
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MELLON FINL CORP
COM 58551A108 $11,033 323,899 X 1 323,899
MENS WEARHOUSE INC
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MENTOR CORP MINN
COM 587188103 $599 23,200 X 1 23,200
MENTOR GRAPHICS CORP
COM 587200106 $28 2,100 X 1 2,100
MERCANTILE BANKSHARES CORP
COM 587405101 $99 3,100 X 1 3,100
MERCK & CO INC
COM 589331107 $193,042 2,878,546 X 1 2,878,546
MERCURY COMPUTER SYS
COM 589378108 $18,456 527,300 X 1 527,300
MERCURY INTERACTIVE CORP
COM 589405109 $38,544 357,100 X 1 357,100
MEREDITH CORP
COM 589433101 $3,787 90,850 X 1 90,850
MERISTAR HOSPITALITY CORP
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MERITOR AUTOMOTIVE INC
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MERRILL LYNCH & CO INC
COM 590188108 $72,322 866,129 X 1 866,129
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METALS USA INC
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METHODE ELECTRS INC
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METTLER TOLEDO INTERNATIONAL
COM 592688105 $7,741 202,700 X 1 202,700
MGIC INVT CORP WIS
COM 552848103 $39,458 655,589 X 1 655,589
MGM GRAND INC
COM 552953101 $7,295 145,000 X 1 145,000
MICHAEL FOOD INC NEW
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MICHAELS STORES INC
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MICREL INC
COM 594793101 $7,248 127,300 X 1 127,300
MICRO WHSE INC
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MICROCHIP TECHNOLOGY INC
COM 595017104 $1,595 23,300 X 1 23,300
MICROMUSE INC
COM 595094103 $19,941 117,300 X 1 117,300
MICRON ELECTRONICS INC
COM 595100108 $442 39,700 X 1 39,700
MICRON TECHNOLOGY INC
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MICROS SYS INC
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MICROSOFT CORP
COM 594918104 $1,183,098 10,133,603 X 1 10,133,603
MICROSTRATEGY INC
CL A 594972101 $6,405 30,500 X 1 30,500
MIDAMERICAN ENERGY HLDGS NEW
COM 59562V107 $61 1,800 X 1 1,800
MIDAS GROUP INC
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MIDWAY GAMES INC
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MIDWEST EXPRESS HLDGS INC
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MILACRON INC
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MILLENNIUM PHARMACEUTICALS INC
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MILLER HERMAN INC
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MILLIPORE CORP
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MINERALS TECHNOLOGIES INC
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MINIMED INC
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MINNESOTA MNG & MFG CO
COM 604059105 $55,968 571,830 X 1 571,830
MINNESOTA PWR INC
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MIPS TECHNOLOGIES INC
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MIRAGE RESORTS INC
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MODINE MFG CO
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MODIS PROFESSIONAL SVCS INC
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MODTECH HLDGS INC
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MOHAWK INDS INC
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MOLECULAR DEVICES CORP
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MOLEX INC
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MONACO COACH CORP
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MONDAVI ROBERT CORP
CL A 609200100 $2,836 81,600 X 1 81,600
MONSANTO CO
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MONTANA POWER CO
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MONY GROUP INC
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MORGAN J P & CO INC
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MORGAN STANLEY DEAN WITTER&CO
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MORRISON KNUDSEN CORP NEW
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MOTOROLA INC
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MRV COMMUNICATIONS INC
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MURPHY OIL CORP
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COM 62758B109 $5,686 673,900 X 1 673,900
MUTUAL RISK MGMT LTD
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MYERS INDS INC
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MYLAN LABS INC
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NABISCO GROUP HLDG CORP
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NABORS INDS INC
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NACCO INDS INC
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NASH FINCH CO
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NASHUA CORP
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NATIONAL CITY CORP
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NATIONAL FUEL GAS CO N J
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NATIONAL GOLF PPTYS INC
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NATIONAL INSTRS CORP
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NATIONAL R V HLDGS INC
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NATIONAL SEMICONDUCTOR CORP
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NATIONAL SVC INDS INC
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NATURES SUNSHINE PRODUCTS INC
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NAUTICA ENTERPRISES INC
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NBC INTERNET INC
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NCR CORP NEW
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NET2PHONE
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NETWORK APPLIANCE INC
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NETWORK SOLUTIONS INC DEL
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NEWFIELD EXPL CO
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NEWPARK RES INC
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NEXTEL COMMUNICATIONS INC
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NIKE INC
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NOBLE DRILLING CORP
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NOKIA CORP
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NORDSON CORP
COM 655663102 $34 700 X 1 700
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NORTEK INC
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NORTH FORK BANCORPORATION NY
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NORTHN STS PWR CO MINN
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NORTHROP GRUMMAN CORP
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NORTHWEST NAT GAS CO
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NSTAR
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NUCOR CORP
COM 670346105 $3,396 61,958 X 1 61,958
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O REILLY AUTOMOTIVE INC
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COM 674098108 $3 900 X 1 900
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COM 674599105 $8,914 412,221 X 1 412,221
OCEAN ENERGY INC TEX
COM 67481E106 $47 6,100 X 1 6,100
OCEANEERING INTL INC
COM 675232102 $10 700 X 1 700
OCULAR SCIENCES INC
COM 675744106 $1,450 76,800 X 1 76,800
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OFFICEMAX INC
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OFFICIAL PMTS CORP
COM 676235104 $3,624 69,700 X 1 69,700
OGDEN CORP
COM 676346109 $16 1,300 X 1 1,300
OGE ENERGY CORP
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OLD KENT FINL CORP
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OLD REP INTL CORP
COM 680223104 $20 1,450 X 1 1,450
OLSTEN CORP
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OM GROUP INC
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OMNICARE INC
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OMNICOM GROUP INC
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OMNIPOINT CORP
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OMNOVA SOLUTIONS INC
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ONEOK INC NEW
COM 682680103 $128 5,098 X 1 5,098
OPTIBASE LTD
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OPTICAL COATING LAB INC
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OPTIMAL ROBOTICS CORP
CL A NEW 68388R208 $4,902 131,600 X 1 131,600
ORACLE CORP
COM 68389X105 $269,266 2,402,816 X 1 2,402,816
ORBOTECH LTD
ORD M75253100 $13,559 174,950 X 1 174,950
ORTHODONTIC CTRS AMER INC
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OSHKOSH B GOSH INC
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OSHKOSH TRUCK CORP
COM 688239201 $2,985 101,850 X 1 101,850
OUTBACK STEAKHOUSE INC
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OWENS CORNING
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OWENS ILL INC
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PFD CONV 690768502 $625 20,000 X 1 20,000
OXFORD HEALTH PLANS INC
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OXFORD INDS INC
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P C CONNECTION
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COM 693499105 $2,798 122,320 X 1 122,320
P-COM INC
COM 693262107 $7 800 X 1 800
PACCAR INC
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PACIFIC CENTY FINL CORP
COM 694058108 $21 1,100 X 1 1,100
PACIFIC SUNWEAR CALIF INC
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PACIFICARE HEALTH SYS DEL
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PACTIV CORP
COM 695257105 $791 74,439 X 1 74,439
PAINE WEBBER GROUP INC
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PALL CORP
COM 696429307 $5,183 240,374 X 1 240,374
PAN PACIFIC RETAIL PPTYS INC
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PANERA BREAD CO
CL A 69840W108 $2 300 X 1 300
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PARAMETRIC TECHNOLOGY CORP
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PAREXEL INTL CORP
COM 699462107 $2,592 219,400 X 1 219,400
PARK ELECTROCHEMICAL CORP
COM 700416209 $3,164 119,100 X 1 119,100
PARK PL ENTMT CORP
COM 700690100 $7,798 623,800 X 1 623,800
PARKER HANNIFIN CORP
COM 701094104 $13,227 257,781 X 1 257,781
PARKWAY PPTYS INC
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PATHOGENESIS CORP
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PATTERSON DENTAL CO
COM 703412106 $4,497 105,500 X 1 105,500
PATTERSON ENERGY INC
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PAXAR CORP
COM 704227107 $23 2,700 X 1 2,700
PAXSON COMMUNICATIONS CORP
COM 704231109 $5,515 462,000 X 1 462,000
PAYCHEX INC
COM 704326107 $5,588 139,699 X 1 139,699
PAYLESS SHOESOURCE INC
COM 704379106 $47 1,000 X 1 1,000
PE CORP
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PECO ENERGY CO
COM 693304107 $15,770 453,812 X 1 453,812
PENFORD CORP
COM 707051108 $2 100 X 1 100
PENN VA CORP
COM 707882106 $1,097 65,500 X 1 65,500
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PENNSYLVANIA RL ESTATE INVT TR
SH BEN INT 709102107 $79 5,400 X 1 5,400
PENNZOIL-QUAKER STATE COMPANY
COM 709323109 $1,331 130,676 X 1 130,676
PENTAIR INC
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PEOPLES ENERGY CORP
COM 711030106 $2,617 78,134 X 1 78,134
PEOPLESOFT INC
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PEP BOYS MANNY MOE & JACK
COM 713278109 $224 24,595 X 1 24,595
PEPSI BOTTLING GROUP INC
COM 713409100 $1,072 64,700 X 1 64,700
PEPSICO INC
COM 713448108 $51,374 1,457,411 X 1 1,457,411
PEREGRINE SYSTEMS INC
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PERFORMANCE FOOD GROUP CO
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PERKINELMER INC
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PERRIGO CO
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PFIZER INC
COM 717081103 $185,216 5,709,940 X 1 5,709,940
PG&E CORP
COM 69331C108 $4,868 237,443 X 1 237,443
PHARMACEUTICAL PROD DEV INC
COM 717124101 $2,212 186,300 X 1 186,300
PHARMACIA & UPJOHN INC
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PHARMACYCLICS INC
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PHELPS DODGE CORP
COM 717265102 $2,891 43,063 X 1 43,063
PHILADELPHIA SUBN CORP
COM PAR 718009608 $1,270 61,391 X 1 61,391
PHILIP MORRIS COS INC
COM 718154107 $38,272 1,650,559 X 1 1,650,559
PHILLIPS PETE CO
COM 718507106 $25,312 538,558 X 1 538,558
PHILLIPS VAN HEUSEN CORP
COM 718592108 $18 2,200 X 1 2,200
PHOENIX TECHNOLOGY LTD
COM 719153108 $19 1,200 X 1 1,200
PHOTRONICS INC
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PICTURETEL CORP
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PIEDMONT NAT GAS INC
COM 720186105 $42 1,400 X 1 1,400
PIER 1 IMPORTS INC
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PINNACLE SYS INC
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PINNACLE WEST CAP CORP
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PIONEER GROUP INC
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PIONEER NAT RES CO
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PIONEER STD ELECTRS INC
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PITNEY BOWES INC
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PITTSTON CO
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COM BAX 725701882 $21 2,000 X 1 2,000
PIXAR
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PLACER DOME INC
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PLAINS RES INC
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COM 727493108 $79 1,100 X 1 1,100
PLAYERS INTL INC
COM 727903106 $18 2,200 X 1 2,200
PLEXUS CORP
COM 729132100 $1,228 27,900 X 1 27,900
PMC-SIERRA INC
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PMI GROUP INC
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PNC BK CORP
COM 693475105 $19,367 435,213 X 1 435,213
POGO PRODUCING CO
COM 730448107 $53 2,600 X 1 2,600
POLARIS INDS INC
COM 731068102 $73 2,000 X 1 2,000
POLAROID CORP
COM 731095105 $164 8,730 X 1 8,730
POLYCOM INC
COM 73172K104 $6,057 95,100 X 1 95,100
POLYMEDICA CORP
COM 731738100 $4,882 211,100 X 1 211,100
POLYMER GROUP INC
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POPE & TALBOT INC
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PORTAL SOFTWARE INC
COM 736126103 $19,155 186,200 X 1 186,200
POST PPTYS INC
COM 737464107 $7,405 193,600 X 1 193,600
POTLATCH CORP
COM 737628107 $6,587 147,614 X 1 147,614
POTOMAC ELEC PWR CO
COM 737679100 $667 29,100 X 1 29,100
POWER INTEGRATIONS INC
COM 739276103 $5,427 113,200 X 1 113,200
POWERTEL INC
COM 73936C109 $25,355 252,600 X 1 252,600
POWERWAVE TECHNOLOGIES INC
COM 739363109 $4,250 72,800 X 1 72,800
PPG INDS INC
COM 693506107 $6,657 106,399 X 1 106,399
PRAXAIR INC
COM 74005P104 $14,873 295,603 X 1 295,603
PRE PAID LEGAL SVCS INC
COM 740065107 $22 900 X 1 900
PRECISION CASTPARTS CORP
COM 740189105 $13 500 X 1 500
PREMIER BANCSHARES INC GA
COM 739909109 $23 1,700 X 1 1,700
PREMIER PKS INC
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PRENTISS PPTYS TR
SH BEN INT 740706106 $7,686 366,000 X 1 366,000
PRICE COMMUNICATIONS CORP
COM NEW 741437305 $15,592 560,602 X 1 560,602
PRICE T ROWE & ASSOCIATES
COM 741477103 $4,868 131,800 X 1 131,800
PRIDE INTL INC
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PRIMARK CORP
COM 741903108 $31 1,100 X 1 1,100
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PRIME RETAIL INC
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PRIORITY HEALTHCARE CORP
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PRISON RLTY TR
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PROCTER & GAMBLE CO
COM 742718109 $232,067 2,118,122 X 1 2,118,122
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COM 743168106 $664 25,000 X 1 25,000
PROGRESS SOFTWARE CORP
COM 743312100 $8,325 146,700 X 1 146,700
PROGRESSIVE CORP OHIO
COM 743315103 $2,249 30,750 X 1 30,750
PROJECT SOFTWARE & DEV INC
COM 74339P101 $8,159 147,000 X 1 147,000
PROLOGIS TR
SH BEN INT 743410102 $4,268 221,725 X 1 221,725
PROTECTIVE LIFE CORP
COM 743674103 $60 1,900 X 1 1,900
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COM 743859100 $18 1,050 X 1 1,050
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PROXIM INC
COM 744284100 $121 1,100 X 1 1,100
PS BUSINESS PKS INC CALIF
COM 69360J107 $2,794 122,800 X 1 122,800
PUBLIC STORAGE INC
COM 74460D109 $3,780 166,626 X 1 166,626
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COM 744516105 $48 1,500 X 1 1,500
PUBLIC SVC CO N MEX
COM 744499104 $3,452 212,400 X 1 212,400
PUBLIC SVC ENTERPRISE GROUP
COM 744573106 $13,542 389,009 X 1 389,009
PUGET SOUND ENERGY INC
COM 745332106 $554 28,600 X 1 28,600
PULTE CORP
COM 745867101 $27,939 1,241,712 X 1 1,241,712
PUMA TECHNOLOGY INC
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QLOGIC CORP
COM 747277101 $34,485 215,700 X 1 215,700
QRS CORP
COM 74726X105 $52 500 X 1 500
QUAKER CHEM CORP
COM 747316107 $13 900 X 1 900
QUAKER OATS CO
COM 747402105 $6,963 106,108 X 1 106,108
QUALCOMM INC
COM 747525103 $361,373 2,051,800 X 1 2,051,800
QUANEX CORP
COM 747620102 $3,341 131,000 X 1 131,000
QUANTA SVCS INC
COM 74762E102 $2,876 101,800 X 1 101,800
QUANTUM CORP
COM DSSG 747906204 $57 3,800 X 1 3,800
QUEENS CNTY BANCORP INC
COM 748242104 $47 1,750 X 1 1,750
QUEST DIAGNOSTICS INC
COM 74834L100 $520 17,000 X 1 17,000
QUESTAR CORP
COM 748356102 $3,443 229,500 X 1 229,500
QUIKSILVER INC
COM 74838C106 $23 1,500 X 1 1,500
QUINTILES TRANSNATIONAL CORP
COM 748767100 $127 6,775 X 1 6,775
QUINTUS CORP
COM 748798105 $2,753 60,000 X 1 60,000
RADIAN GROUP INC
COM 750236101 $6,991 146,400 X 1 146,400
RAILTEX INC
COM 750766107 $16 900 X 1 900
RAINFOREST CAFE INC
COM 75086K104 $1,512 381,000 X 1 381,000
RALCORP HLDGS INC NEW
COM 751028101 $38 1,900 X 1 1,900
RALSTON PURINA CO
COM RAL-PUR 751277302 $5,149 184,702 X 1 184,702
RARE HOSPITALITY INTL INC
COM 753820109 $3,917 181,000 X 1 181,000
RATIONAL SOFTWARE CORP
COM NEW 75409P202 $1,449 29,500 X 1 29,500
RAYMOND JAMES FINANCIAL INC
COM 754730109 $52 2,800 X 1 2,800
RAYONIER INC
COM 754907103 $39 800 X 1 800
RAYTHEON CO
CL B 755111408 $4,067 153,092 X 1 153,092
RAZORFISH INC
CL A 755236106 $22,602 237,600 X 1 237,600
READERS DIGEST ASSN INC
CL A NON VTG 755267101 $5,555 189,900 X 1 189,900
REALNETWORKS INC
COM 75605L104 $15,496 128,800 X 1 128,800
RECKSON ASSOCS RLTY CORP
COM 75621K106 $4,293 209,400 X 1 209,400
CL B 75621K304 $418 18,372 X 1 18,372
RECKSON SVC INDS INC
COM 75621J109 $2,002 32,092 X 1 32,092
REEBOK INTL LTD
COM 758110100 $32 3,922 X 1 3,922
REGAL BELOIT CORP
COM 758750103 $19 900 X 1 900
REGENCY RLTY CORP
COM 758939102 $402 20,100 X 1 20,100
REGIONS FINL CORP
COM 758940100 $2,303 91,675 X 1 91,675
REGIS CORP MINN
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RELIANCE BANCORP INC
COM 759451107 $3,053 88,500 X 1 88,500
RELIANCE STEEL & ALUMINUM CO
COM 759509102 $53 2,250 X 1 2,250
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COM 75952J108 $4,082 178,431 X 1 178,431
RELIASTAR FINL CORP
COM 75952U103 $5,006 127,750 X 1 127,750
REMEDY CORP
COM 759548100 $1,668 35,200 X 1 35,200
RENAL CARE GROUP INC
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COM 760473108 $12 800 X 1 800
REPUBLIC N Y CORP
COM 760719104 $20,441 283,900 X 1 283,900
RESMED INC
COM 761152107 $7,599 182,000 X 1 182,000
RESPIRONICS INC
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REYNOLDS & REYNOLDS CO
CL A 761695105 $54 2,400 X 1 2,400
REYNOLDS METALS CO
COM 761763101 $3,324 43,385 X 1 43,385
REYNOLDS R J TOB HLDGS INC
COM 76182K105 $44 2,500 X 1 2,500
RF MICRODEVICES INC
COM 749941100 $1,855 27,100 X 1 27,100
RIGGS NATL CORP WASH DC
COM 766570105 $22 1,700 X 1 1,700
RITE AID CORP
COM 767754104 $172 15,406 X 1 15,406
ROADWAY EXPRESS INC DEL
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ROBERT HALF INTL INC
COM 770323103 $31 1,100 X 1 1,100
ROCKWELL INTL CORP NEW
COM 773903109 $11,912 248,808 X 1 248,808
ROHM & HAAS CO
COM 775371107 $12,822 315,133 X 1 315,133
ROLLINS INC
COM 775711104 $8 500 X 1 500
ROLLINS TRUCK LEASING CORP
COM 775741101 $785 65,800 X 1 65,800
ROPER INDS INC NEW
COM 776696106 $2,968 78,500 X 1 78,500
ROSLYN BANCORP INC
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ROSS STORES INC
COM 778296103 $83 4,600 X 1 4,600
ROWAN COS INC
COM 779382100 $330 15,228 X 1 15,228
ROYAL DUTCH PETE CO
NY REG 780257804 $205,910 3,406,988 X 1 3,406,988
RPM INC OHIO
COM 749685103 $30 2,900 X 1 2,900
RSA SEC INC
COM 749719100 $171 2,200 X 1 2,200
RTI INTL METALS INC
COM 74973W107 $1,215 162,000 X 1 162,000
RUBY TUESDAY INC
COM 781182100 $40 2,200 X 1 2,200
RUDDICK CORP
COM 781258108 $17 1,100 X 1 1,100
RUDOLPH TECHNOLOGIES INC
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RUSS BERRIE & CO
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RUSSELL CORP
COM 782352108 $295 17,623 X 1 17,623
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RYDER SYS INC
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RYERSON TULL INC NEW
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S1 CORPORATION
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SAFECO CORP
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SAFEWAY INC
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SAKS INC
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SANDISK CORP
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SANMINA CORP
COM 800907107 $1,988 19,900 X 1 19,900
SANTA FE SNYDER CORP
COM 80218K105 $46 5,700 X 1 5,700
SAPIENT CORP
COM 803062108 $2,072 14,700 X 1 14,700
SARA LEE CORP
COM 803111103 $32,200 1,459,472 X 1 1,459,472
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COM 78387G103 $197,389 4,049,008 X 1 4,049,008
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SCHERING PLOUGH CORP
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SCHLUMBERGER LTD
COM 806857108 $24,359 433,048 X 1 433,048
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COM 808194104 $13 800 X 1 800
SCHWAB CHARLES CORP NEW
COM 808513105 $35,685 929,900 X 1 929,900
SCHWEITZER-MAUDUIT INTL INC
COM 808541106 $456 33,900 X 1 33,900
SCI SYS INC
COM 783890106 $181 2,200 X 1 2,200
SCIENTIFIC ATLANTA INC
COM 808655104 $38,827 698,006 X 1 698,006
SCIQUEST COM INC
COM 80908Q107 $3,085 38,800 X 1 38,800
SCOTT TECHNOLOGIES INC
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SCOTTS CO
CL A 810186106 $44 1,100 X 1 1,100
SDL INC
COM 784076101 $23,391 107,300 X 1 107,300
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COM 811904101 $2,432 47,000 X 1 47,000
SEAGATE TECHNOLOGY
COM 811804103 $48,655 1,044,943 X 1 1,044,943
SEAGRAM LTD
COM 811850106 $41,514 923,808 X 1 923,808
SEALED AIR CORP NEW
COM 81211K100 $4,718 91,065 X 1 91,065
SEARS ROEBUCK & CO
COM 812387108 $8,623 283,318 X 1 283,318
SEI INVESTMENTS CO
COM 784117103 $1,583 13,300 X 1 13,300
SEITEL INC
COM NEW 816074306 $3,751 555,700 X 1 555,700
SEMPRA ENERGY
COM 816851109 $28,839 1,659,791 X 1 1,659,791
SEMTECH CORP
COM 816850101 $16,081 308,500 X 1 308,500
SENIOR HSG PPTYS TR
SH BEN INT 81721M109 $665 53,460 X 1 53,460
SENSORMATIC ELECTRS CORP
COM 817265101 $58 3,300 X 1 3,300
SEQUA CORPORATION
CL A 817320104 $11 200 X 1 200
SERENA SOFTWARE INC
COM 817492101 $1,036 33,500 X 1 33,500
SERVICE CORP INTL
COM 817565104 $114 16,383 X 1 16,383
SERVICE EXPERTS INC
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SHARED MED SYS CORP
COM 819486101 $635 12,476 X 1 12,476
SHAW GROUP INC
COM 820280105 $5,695 225,000 X 1 225,000
SHAW INDS INC
COM 820286102 $56 3,600 X 1 3,600
SHERWIN WILLIAMS CO
COM 824348106 $5,322 253,442 X 1 253,442
SHIRE PHARMACEUTICALS GRP PLC
SPONSORED 82481R106 $6,265 215,100 X 1 215,100
SHOP AT HOME INC
COM NEW 825066301 $783 78,800 X 1 78,800
SHOPKO STORES INC
COM 824911101 $46 2,000 X 1 2,000
SHOREWOOD PACKAGING CORP
COM 825229107 $4,058 214,300 X 1 214,300
SHURGARD STORAGE CTRS INC
COM 82567D104 $589 25,400 X 1 25,400
SIEBEL SYS INC
COM 826170102 $6,661 79,300 X 1 79,300
SIERRA HEALTH SVCS INC
COM 826322109 $2,415 361,100 X 1 361,100
SIERRA PAC RES NEW
COM 826428104 $28 1,600 X 1 1,600
SIGCORP INC
COM 826912107 $3,802 167,100 X 1 167,100
SIGMA ALDRICH CORP
COM 826552101 $1,520 50,564 X 1 50,564
SILICON GRAPHICS INC
COM 827056102 $176 17,889 X 1 17,889
SILICON VY BANCSHARES
COM 827064106 $59 1,200 X 1 1,200
SILICON VY GROUP INC
COM 827066101 $34 1,900 X 1 1,900
SIMON PPTY GROUP INC NEW
COM 828806109 $6,609 288,144 X 1 288,144
SIMPSON INDS INC
COM 829060102 $20 1,800 X 1 1,800
SIMPSON MANUFACTURING CO INC
COM 829073105 $3,955 90,400 X 1 90,400
SKYLINE CORP
COM 830830105 $12 500 X 1 500
SKYWEST INC
COM 830879102 $2,957 105,600 X 1 105,600
SL GREEN RLTY CORP
COM 78440X101 $2,232 102,600 X 1 102,600
SLI INC
COM 78442T108 $454 33,500 X 1 33,500
SLM HLDG CORP
COM 78442A109 $4,056 96,000 X 1 96,000
SMITH A O
COM 831865209 $602 27,500 X 1 27,500
SMITH INTL INC
COM 832110100 $20 400 X 1 400
SMITHFIELD FOODS INC
COM 832248108 $2,422 100,900 X 1 100,900
SMUCKER J M CO
CL A 832696108 $12 600 X 1 600
SNAP ON INC
COM 833034101 $1,083 40,769 X 1 40,769
SNYDER COMMUNICATIONS INC
COM SNC 832914105 $2 100 X 1 100
SOLA INTL INC
COM 834092108 $18 1,300 X 1 1,300
SOLECTRON CORP
COM 834182107 $26,209 275,525 X 1 275,525
SOLUTIA INC
COM 834376105 $46 3,000 X 1 3,000
SONIC AUTOMOTIVE INC
CL A 83545G102 $113 11,600 X 1 11,600
SONIC CORP
COM 835451105 $4,100 143,850 X 1 143,850
SONOCO PRODS CO
COM 835495102 $60 2,650 X 1 2,650
SOTHEBYS HLDGS INC
CL A 835898107 $5,574 185,800 X 1 185,800
SOUTHDOWN INC
COM 841297104 $62 1,200 X 1 1,200
SOUTHERN CO
COM 842587107 $10,158 432,253 X 1 432,253
SOUTHERN ENERGY HOMES INC
COM 842814105 $1 400 X 1 400
SOUTHERN UN CO NEW
COM 844030106 $53 2,795 X 1 2,795
SOUTHTRUST CORP
COM 844730101 $16,040 424,200 X 1 424,200
SOUTHWEST AIRLS CO
COM 844741108 $5,922 365,847 X 1 365,847
SOUTHWEST GAS CORP
COM 844895102 $1,596 69,400 X 1 69,400
SOUTHWEST SECS GROUP INC
COM 845224104 $8 300 X 1 300
SOUTHWESTERN ENERGY CO
COM 845467109 $1,687 257,000 X 1 257,000
SOVEREIGN BANCORP INC
COM 845905108 $55 7,400 X 1 7,400
SPACELABS MED INC
COM 846247104 $9 500 X 1 500
SPARTECH CORP
COM NEW 847220209 $7,785 241,400 X 1 241,400
SPECIALTY EQUIP COS INC
COM NEW 847497203 $26 1,100 X 1 1,100
SPECTRALINK CORP
COM 847580107 $2,458 345,000 X 1 345,000
SPECTRASITE HLDGS INC
COM 84760T100 $2,893 266,000 X 1 266,000
SPIEKER PPTYS INC
COM 848497103 $1,625 44,600 X 1 44,600
SPLASH TECHNOLOGY HLDGS INC
COM 848623104 $2,216 251,500 X 1 251,500
SPRINGS INDS INC
CL A 851783100 $236 5,918 X 1 5,918
SPRINT CORP
COM FON 852061100 $59,143 878,636 X 1 878,636
PCS COM SER 852061506 $100,594 981,409 X 1 981,409
SPS TECHNOLOGIES INC
COM 784626103 $22 700 X 1 700
SPX CORP
COM 784635104 $73 900 X 1 900
ST JUDE MED INC
COM 790849103 $837 27,276 X 1 27,276
ST MARY LD & EXPL CO
COM 792228108 $17 700 X 1 700
ST PAUL COS INC
COM 792860108 $4,116 122,196 X 1 122,196
STANDARD MICROSYSTEMS CORP
COM 853626109 $10 900 X 1 900
STANDARD MTR PRODS INC
COM 853666105 $1,803 111,800 X 1 111,800
STANDARD PAC CORP NEW
COM 85375C101 $30 2,700 X 1 2,700
STANDARD REGISTER CO
COM 853887107 $19 1,000 X 1 1,000
STANDEX INTL CORP
COM 854231107 $17 800 X 1 800
STANLEY WKS
COM 854616109 $1,338 44,402 X 1 44,402
STAPLES INC
COM 855030102 $6,313 304,225 X 1 304,225
STARBUCKS CORP
COM 855244109 $124 5,100 X 1 5,100
STARWOOD FINL INC
COM 85569R104 $1,205 71,127 X 1 71,127
STARWOOD HOTELS&RESORTS WRLDWD
PAIRED CTF 85590A203 $4,095 174,250 X 1 174,250
STATE STR CORP
COM 857477103 $7,101 97,195 X 1 97,195
STATION CASINOS INC
COM 857689103 $4,784 213,200 X 1 213,200
STEEL DYNAMICS INC
COM 858119100 $118 7,400 X 1 7,400
STEEL TECHNOLOGIES INC
COM 858147101 $12 800 X 1 800
STEIN MART INC
COM 858375108 $27 4,700 X 1 4,700
STERLING COMM INC
COM 859205106 $82 2,400 X 1 2,400
STERLING SOFTWARE INC
COM 859547101 $4,174 132,500 X 1 132,500
STEWART & STEVENSON SVCS INC
COM 860342104 $4 300 X 1 300
STEWART ENTERPRISES INC
CL A 860370105 $4 800 X 1 800
STILLWATER MNG CO
COM 86074Q102 $2 50 X 1 50
STONE ENERGY CORP
COM 861642106 $3,726 104,600 X 1 104,600
STRIDE RITE CORP
COM 863314100 $25 3,800 X 1 3,800
STRYKER CORP
COM 863667101 $181 2,600 X 1 2,600
STURM RUGER & CO INC
COM 864159108 $12 1,400 X 1 1,400
SUIZA FOODS CORP
COM 865077101 $11,099 280,100 X 1 280,100
SUMMIT BANCORP
COM 866005101 $3,359 109,675 X 1 109,675
SUMMIT PPTYS INC
COM 866239106 $3,809 213,100 X 1 213,100
SUMMIT TECHNOLOGY INC
COM 86627E101 $43 3,700 X 1 3,700
SUN COMMUNITIES INC
COM 866674104 $2,915 90,550 X 1 90,550
SUN MICROSYSTEMS INC
COM 866810104 $348,572 4,501,338 X 1 4,501,338
SUNGARD DATA SYS INC
COM 867363103 $36 1,500 X 1 1,500
SUNGLASS HUT INTL INC
COM 86736F106 $1,311 116,500 X 1 116,500
SUNOCO INC
COM 86764P109 $127 5,390 X 1 5,390
SUNQUEST INFORMATION SYS INC
COM 867654105 $149 11,000 X 1 11,000
SUNRISE ASSISTED LIVING INC
COM 86768K106 $490 35,600 X 1 35,600
SUNTRUST BKS INC
COM 867914103 $13,740 199,680 X 1 199,680
SUPERIOR INDS INTL INC
COM 868168105 $1,796 67,000 X 1 67,000
SUPERVALU INC
COM 868536103 $25,210 1,260,510 X 1 1,260,510
SUPREMA SPECIALTIES INC
COM 86859F107 $958 121,600 X 1 121,600
SUSQUEHANNA BANCSHARES INC PA
COM 869099101 $29 1,850 X 1 1,850
SWIFT TRANSN CO
COM 870756103 $4,215 239,175 X 1 239,175
SWISS ARMY BRANDS INC
COM 870827102 $1 100 X 1 100
SYBASE INC
COM 871130100 $8,390 493,500 X 1 493,500
SYBRON INTL CORP
COM 87114F106 $64 2,600 X 1 2,600
SYKES ENTERPRISES INC
COM 871237103 $1,729 39,400 X 1 39,400
SYLVAN LEARNING SYS INC
COM 871399101 $5 400 X 1 400
SYMANTEC CORP
COM 871503108 $24,013 409,600 X 1 409,600
SYMBOL TECHNOLOGIES INC
COM 871508107 $149 2,350 X 1 2,350
SYMMETRICOM INC
COM 871543104 $5 500 X 1 500
SYNCOR INTL CORP DEL
COM 87157J106 $26 900 X 1 900
SYNOPSYS INC
COM 871607107 $15,366 230,200 X 1 230,200
SYNOVUS FINL CORP
COM 87161C105 $3,271 164,575 X 1 164,575
SYSCO CORP
COM 871829107 $29,585 747,810 X 1 747,810
TALK COM INC
COM 874264104 $64 3,600 X 1 3,600
TANDY CORP
COM 875382103 $8,975 182,474 X 1 182,474
TANGER FACTORY OUTLET CTRS INC
PFD A CV 875465205 $1,211 60,000 X 1 60,000
TBC CORP
COM 872180104 $13 2,000 X 1 2,000
TCF FINL CORP
COM 872275102 $60 2,400 X 1 2,400
TECHNE CORP
COM 878377100 $6,261 113,700 X 1 113,700
TECHNITROL INC
COM 878555101 $49 1,100 X 1 1,100
TECHNOLOGY SOLUTIONS CO
COM 87872T108 $4,922 150,300 X 1 150,300
TECO ENERGY INC
COM 872375100 $17 900 X 1 900
TECUMSEH PRODS CO
CL A 878895200 $2,477 52,500 X 1 52,500
TEKTRONIX INC
COM 879131100 $878 22,590 X 1 22,590
TELECOMUNICACOES BRASILEIRAS S
SPONSORED 879287308 $3,731 28,980 X 1 28,980
TELEDYNE TECHNOLOGIES INC
COM 879360105 $0 0 X 1 0
TELEFLEX INC
COM 879369106 $25 800 X 1 800
TELEFONOS DE MEXICO S A
SPON ADR ORD 879403780 $28,517 253,480 X 1 253,480
TELEPHONE & DATA SYS INC
COM 879433100 $28,388 225,300 X 1 225,300
TELLABS INC
COM 879664100 $65,846 1,025,844 X 1 1,025,844
TEMPLE INLAND INC
COM 879868107 $7,563 114,704 X 1 114,704
TENET HEALTHCARE CORP
COM 88033G100 $3,250 138,305 X 1 138,305
TENNECO AUTOMOTIVE INC
COM 880349105 $8 900 X 1 900
TERADYNE INC
COM 880770102 $13,649 206,800 X 1 206,800
TEREX CORP NEW
COM 880779103 $5,658 203,900 X 1 203,900
TESORO PETE CORP
COM 881609101 $6,139 530,900 X 1 530,900
TETRA TECH INC NEW
COM 88162G103 $37 2,375 X 1 2,375
TEXACO INC
COM 881694103 $28,632 527,163 X 1 527,163
TEXAS INDS INC
COM 882491103 $1,311 30,800 X 1 30,800
TEXAS INSTRS INC
COM 882508104 $253,014 2,611,762 X 1 2,611,762
TEXAS UTILS CO
COM 882848104 $7,249 203,849 X 1 203,849
TEXTRON INC
COM 883203101 $18,591 242,424 X 1 242,424
THERAGENICS CORP
COM 883375107 $15 1,700 X 1 1,700
THERMO BIOANALYSIS CORP
COM 88355H108 $1,319 71,800 X 1 71,800
THERMO ELECTRON CORP
COM 883556102 $716 47,750 X 1 47,750
THOMAS & BETTS CORP
COM 884315102 $1,029 32,292 X 1 32,292
THOMAS INDS INC
COM 884425109 $25 1,200 X 1 1,200
THOR INDS INC
COM 885160101 $24 800 X 1 800
THQ INC
COM NEW 872443403 $24 1,050 X 1 1,050
THREE FIVE SYS INC
COM 88554L108 $995 24,264 X 1 24,264
TIDEWATER INC
COM 886423102 $2,952 82,000 X 1 82,000
TIFFANY & CO NEW
COM 886547108 $321 3,600 X 1 3,600
TIMBERLAND CO
CL A 887100105 $4,479 84,700 X 1 84,700
TIME WARNER INC
COM 887315109 $58,958 813,910 X 1 813,910
TIMES MIRROR CO NEW
COM SER A 887364107 $8,368 124,902 X 1 124,902
TIMKEN CO
COM 887389104 $595 29,136 X 1 29,136
TITAN PHARMACEUTICALS INC DEL
COM 888314101 $2,392 125,900 X 1 125,900
TJ INTL INC
COM 872534102 $34 800 X 1 800
TJX COS INC NEW
COM 872540109 $5,594 273,694 X 1 273,694
TNP ENTERPRISES INC
COM 872594106 $33 800 X 1 800
TOLL BROTHERS INC
COM 889478103 $34 1,800 X 1 1,800
TOO INC
COM 890333107 $0 0 X 1 0
TOPPS INC
COM 890786106 $1,107 106,700 X 1 106,700
TORCHMARK CORP
COM 891027104 $2,337 80,398 X 1 80,398
TORO CO
COM 891092108 $37 1,000 X 1 1,000
TOSCO CORP
COM NEW 891490302 $10,451 384,400 X 1 384,400
TOWER AUTOMOTIVE INC
COM 891707101 $3,370 218,300 X 1 218,300
TOYMAX INTERNATIONAL INC
COM 892268103 $722 154,000 X 1 154,000
TOYS R US INC
COM 892335100 $2,449 171,109 X 1 171,109
TRANSACTION SYS ARCHITECTS
CL A 893416107 $11 400 X 1 400
TRANSPORTATION TECH INDS INC
COM 89388T101 $6,656 368,500 X 1 368,500
TRANSWITCH CORP
COM 894065101 $8,156 112,400 X 1 112,400
TRAVELERS PPTY CAS CORP
CL A 893939108 $3,329 97,200 X 1 97,200
TREDEGAR CORP
COM 894650100 $46 2,200 X 1 2,200
TRENDWEST RESORTS INC
COM 894917103 $43 1,900 X 1 1,900
TRENWICK GROUP INC
COM 895290104 $8 500 X 1 500
TRIAD GTY INC
COM 895925105 $1,379 60,600 X 1 60,600
TRIARC COS INC
CL A 895927101 $20 1,100 X 1 1,100
TRIBUNE CO NEW
COM 896047107 $45,255 821,882 X 1 821,882
TRICON GLOBAL RESTAURANTS
COM 895953107 $20,137 521,343 X 1 521,343
TRIGON HEALTHCARE INC
COM 89618L100 $2,926 99,200 X 1 99,200
TRIMBLE NAVIGATION LTD
COM 896239100 $28 1,300 X 1 1,300
TRINITY INDS INC
COM 896522109 $5,574 196,000 X 1 196,000
TRIQUINT SEMICONDUCTOR INC
COM 89674K103 $39,088 351,350 X 1 351,350
TRITEL INC
CL A 89675X104 $1,267 40,000 X 1 40,000
TRIZEC HAHN CORP
SUB VTG 896938107 $1,895 112,300 X 1 112,300
TRUE NORTH COMMUNICATIONS INC
COM 897844106 $2,377 53,200 X 1 53,200
TRUSTCO BK CORP N Y
COM 898349105 $38 2,900 X 1 2,900
TRW INC
COM 872649108 $13,060 251,460 X 1 251,460
TSI INTERNATIONAL SOFTWARE LTD
COM 872879101 $849 15,000 X 1 15,000
TUBOSCOPE INC
COM 898600101 $17 1,100 X 1 1,100
TUPPERWARE CORP
COM 899896104 $489 28,900 X 1 28,900
TWEETER HOME ENTMT GROUP INC
COM 901167106 $3,060 86,200 X 1 86,200
TYCO INTL LTD NEW
COM 902124106 $110,800 2,850,158 X 1 2,850,158
TYSON FOODS INC
CL A 902494103 $104 6,400 X 1 6,400
U S CAN CORP
COM 90328W105 $24 1,200 X 1 1,200
U S FOODSERVICE
COM 90331R101 $3,049 182,000 X 1 182,000
U S G CORP
COM NEW 903293405 $6,004 127,400 X 1 127,400
U S HOME CORP NEW
COM 911920106 $41 1,600 X 1 1,600
U S TR CORP NEW
COM 91288L105 $88 1,100 X 1 1,100
U S WEST INC NEW
COM 91273H101 $78,885 1,095,620 X 1 1,095,620
UAL CORP
COM PAR 902549500 $372 4,800 X 1 4,800
UCAR INTL INC
COM 90262K109 $29 1,600 X 1 1,600
UICI
COM 902737105 $436 41,300 X 1 41,300
ULTRAMAR DIAMOND SHAMROCK CORP
COM 904000106 $5,940 261,800 X 1 261,800
ULTRATECH STEPPER INC
COM 904034105 $18 1,100 X 1 1,100
UNICOM CORP
COM 904911104 $4,421 131,971 X 1 131,971
UNIFI INC
COM 904677101 $6 500 X 1 500
UNIFY CORP
COM 904743101 $11,544 421,700 X 1 421,700
UNILEVER N V
N Y SHS NEW 904784709 $2,975 54,641 X 1 54,641
UNION CARBIDE CORP
COM 905581104 $4,952 74,190 X 1 74,190
UNION PAC CORP
COM 907818108 $34,890 799,780 X 1 799,780
UNION PAC RES GROUP INC
COM 907834105 $9,186 720,452 X 1 720,452
UNION PLANTERS CORP
COM 908068109 $3,063 77,675 X 1 77,675
PFD CONV CL 908068307 $998 20,000 X 1 20,000
UNIONBANCAL CORP
COM 908906100 $4,512 114,400 X 1 114,400
UNISYS CORP
COM 909214108 $6,851 214,499 X 1 214,499
UNITED BANKSHARES INC WEST VA
COM 909907107 $60 2,500 X 1 2,500
UNITED HEALTHCARE CORP
COM 910581107 $36,712 691,052 X 1 691,052
UNITED ILLUM CO
COM 910637107 $837 16,300 X 1 16,300
UNITED NAT FOODS INC
COM 911163103 $12 1,000 X 1 1,000
UNITED PARCEL SERVICE INC
CL B 911312106 $4,830 70,000 X 1 70,000
UNITED PAYORS&UTD PROVIDERS
COM 911319101 $609 36,800 X 1 36,800
UNITED STATES CELLULAR CORP
COM 911684108 $14,262 141,300 X 1 141,300
UNITED TECHNOLOGIES CORP
COM 913017109 $112,069 1,724,142 X 1 1,724,142
UNITED WTR RES INC
COM 913190104 $79 2,300 X 1 2,300
UNITRIN INC
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UNIVERSAL CORP VA
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UNIVERSAL FOODS CORP
COM 913538104 $31 1,500 X 1 1,500
UNIVERSAL FST PRODS INC
COM 913543104 $19 1,300 X 1 1,300
UNIVERSAL HLTH SVCS INC
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UNIVISION COMMUNICATIONS INC
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UNOCAL CORP
COM 915289102 $6,105 181,913 X 1 181,913
UNUMPROVIDENT CORP
COM 91529Y106 $4,099 127,831 X 1 127,831
URBAN SHOPPING CTRS INC
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URS CORP NEW
COM 903236107 $1,045 48,200 X 1 48,200
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COM 911905107 $136 4,249 X 1 4,249
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COM 902973106 $4,461 187,319 X 1 187,319
US LEC CORP
CL A 90331S109 $3,093 95,900 X 1 95,900
USA DETERGENTS INC
COM 902938109 $1 300 X 1 300
USFREIGHTWAYS CORP
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UST CORP
COM 902900109 $76 2,400 X 1 2,400
UST INC
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USWEB CORP
COM 917327108 $19,539 439,700 X 1 439,700
USX MARATHON GROUP
COM NEW 902905827 $28,903 1,170,739 X 1 1,170,739
USX-U S STL
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UTILICORP UTD INC
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V F CORP
COM 918204108 $2,161 72,044 X 1 72,044
VA LINUX SYSTEMS INC
COM 91819B105 $7,748 37,500 X 1 37,500
VALASSIS COMMUNICATIONS INC
COM 918866104 $6,192 146,550 X 1 146,550
VALENCE TECHNOLOGY INC
COM 918914102 $30 1,600 X 1 1,600
VALERO ENERGY CORP NEW
COM 91913Y100 $4,118 207,200 X 1 207,200
VALMONT INDS INC
COM 920253101 $22 1,400 X 1 1,400
VANS INC
COM 921930103 $1,225 100,000 X 1 100,000
VARCO INTL INC
COM 922126107 $2,386 234,200 X 1 234,200
VARIAN INC
COM 922206107 $3,659 162,600 X 1 162,600
VARIAN MED SYS INC
COM 92220P105 $48 1,600 X 1 1,600
VERISIGN INC
COM 92343E102 $33,128 173,500 X 1 173,500
VERITAS SOFTWARE CO
COM 923436109 $43,174 301,650 X 1 301,650
VERITY INC
COM 92343C106 $9,330 219,200 X 1 219,200
VERTEX PHARMACEUTICALS INC
COM 92532F100 $32 900 X 1 900
VETERINARY CTRS AMER INC
COM 925514101 $6,320 490,900 X 1 490,900
VIACOM INC
CL B 925524308 $22,763 376,644 X 1 376,644
VIAD CORP
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VICOR CORP
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VINTAGE PETE INC
COM 927460105 $2,445 202,700 X 1 202,700
VISHAY INTERTECHNOLOGY INC
COM 928298108 $19,516 617,100 X 1 617,100
VISIO CORP
COM 927914101 $81 1,700 X 1 1,700
VISX INC DEL
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VITAL SIGNS INC
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VITESSE SEMICONDUCTOR CORP
COM 928497106 $2,842 54,200 X 1 54,200
VOLT INFORMATION SCIENCES INC
COM 928703107 $12 500 X 1 500
VORNADO OPERATING CO
COM 92904N103 $21 3,500 X 1 3,500
VORNADO RLTY TR
SH BEN INT 929042109 $4,687 144,200 X 1 144,200
VULCAN MATLS CO
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WABASH NATL CORP
COM 929566107 $20 1,300 X 1 1,300
WACHOVIA CORP
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CL B 930059209 $4 145 X 1 145
WAL MART STORES INC
COM 931142103 $630,487 9,120,971 X 1 9,120,971
WALGREEN CO
COM 931422109 $17,316 592,010 X 1 592,010
WALLACE COMPUTER SERVICES INC
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WARNER LAMBERT CO
COM 934488107 $178,615 2,179,893 X 1 2,179,893
WASHINGTON FED INC
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WASHINGTON GAS LT CO
COM 938837101 $36 1,300 X 1 1,300
WASHINGTON MUT INC
COM 939322103 $9,381 360,805 X 1 360,805
WASHINGTON POST CO
CL B 939640108 $434 780 X 1 780
WASTE MGMT INC DEL
COM 94106L109 $5,475 318,542 X 1 318,542
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WATERS CORP
COM 941848103 $49,245 929,150 X 1 929,150
WATKINS JOHNSON CO
COM 942486101 $8 200 X 1 200
WATSCO INC
COM 942622200 $8 650 X 1 650
WATSON PHARMACEUTICALS INC
COM 942683103 $2,598 72,550 X 1 72,550
WATTS INDS INC
CL A 942749102 $22 1,500 X 1 1,500
WAUSAU-MOSINEE PAPER CORP
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WD-40 CO
COM 929236107 $13 600 X 1 600
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WEBB DEL CORP
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COM 94768W104 $1,811 107,300 X 1 107,300
WEBSTER FINL CORP CONN
COM 947890109 $1,864 79,100 X 1 79,100
WEINGARTEN RLTY INVS
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WELLPOINT HEALTH NETWORK NEW
COM 94973H108 $2,232 33,850 X 1 33,850
WELLS FARGO & CO NEW
COM 949746101 $96,206 2,379,126 X 1 2,379,126
WENDYS INTL INC
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WESLEY JESSEN VISIONCARE INC
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WESTAMERICA BANCORPORATION
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WESTERN WIRELESS CORP
CL A 95988E204 $27,060 405,400 X 1 405,400
WESTINGHOUSE AIR BRAKE CO NEW
COM 960386100 $3,196 180,059 X 1 180,059
WESTPOINT STEVENS INC
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WESTVACO CORP
COM 961548104 $1,890 57,928 X 1 57,928
WESTWOOD ONE INC
COM 961815107 $122 1,600 X 1 1,600
WEYERHAEUSER CO
COM 962166104 $31,544 439,253 X 1 439,253
WHIRLPOOL CORP
COM 963320106 $3,626 55,738 X 1 55,738
WHITMAN CORP NEW
COM 96647R107 $21 1,600 X 1 1,600
WHITNEY HLDG CORP
COM 966612103 $63 1,700 X 1 1,700
WHITTMAN-HART INC
COM 966834103 $3,941 73,500 X 1 73,500
WHOLE FOODS MKT INC
COM 966837106 $23 500 X 1 500
WICOR INC
COM 929253102 $67 2,300 X 1 2,300
WILLAMETTE INDS INC
COM 969133107 $8,974 193,250 X 1 193,250
WILLIAMS COS INC DEL
COM 969457100 $8,126 265,874 X 1 265,874
WILLIAMS SONOMA INC
COM 969904101 $69 1,500 X 1 1,500
WILMINGTON TRUST CORP
COM 971807102 $14 300 X 1 300
WINK COMMUNICATIONS
COM 974168106 $2,703 45,000 X 1 45,000
WINN DIXIE STORES INC
COM 974280109 $920 38,425 X 1 38,425
WINNEBAGO INDS INC
COM 974637100 $2,177 108,500 X 1 108,500
WISCONSIN CENT TRANSN CORP
COM 976592105 $22 1,600 X 1 1,600
WISCONSIN ENERGY CORP
COM 976657106 $56 2,900 X 1 2,900
WMS INDS INC
COM 929297109 $398 30,300 X 1 30,300
WOLVERINE TUBE INC
COM 978093102 $24 1,700 X 1 1,700
WOLVERINE WORLD WIDE INC
COM 978097103 $25 2,300 X 1 2,300
WORTHINGTON INDS INC
COM 981811102 $1,725 104,168 X 1 104,168
WRIGLEY WM JR CO
COM 982526105 $5,200 62,699 X 1 62,699
WYNNS INTL INC
COM 983195108 $11 750 X 1 750
XEROX CORP
COM 984121103 $4,293 189,230 X 1 189,230
XILINX INC
COM 983919101 $59,585 1,310,450 X 1 1,310,450
XIRCOM INC
COM 983922105 $18,135 241,800 X 1 241,800
YAHOO INC
COM 984332106 $109,578 253,250 X 1 253,250
YELLOW CORP
COM 985509108 $25 1,500 X 1 1,500
YORK INTL CORP NEW
COM 986670107 $33 1,200 X 1 1,200
YORK RESH CORP
COM 987048105 $2,202 587,200 X 1 587,200
YOUNG & RUBICAM INC
COM 987425105 $24,189 341,900 X 1 341,900
ZALE CORP NEW
COM 988858106 $9,061 187,300 X 1 187,300
ZAPATA CORP
COM NEW 989070503 $1,871 404,500 X 1 404,500
ZEBRA TECHNOLOGIES CORP
CL A 989207105 $3,481 59,500 X 1 59,500
ZIONS BANCORPORATION
COM 989701107 $136 2,300 X 1 2,300
ZIXIT CORP
COM 98974P100 $59 1,500 X 1 1,500
ZOMAX INC MINN
COM 989929104 $5,430 120,000 X 1 120,000
Report total for Market $24,732,880
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