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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter ended: June 30, 1999
Check here if Amendment ( ); Amendment Number:
This Amendment (Check only one.):
( ) is a restatement.
( ) adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: American General Corporation*
Address: 2929 Allen Parkway
Houston, TX 77019
13F File Number: 28-609
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, 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 on Behalf of Reporting Manager:
Name: Richard W. Scott
Title: Executive Vice President and Chief Investment Officer
Phone: 713-522-1111
Signature, Place, and Date of Signing:
/s/ RICHARD W. SCOTT Houston, Texas August 12, 1999
- -------------------- -------------- ---------------
Richard W. Scott City, State Date
Executive Vice President
and Chief Investment Officer
* American General Investment Management, L.P., an affiliate of American General
Corporation, acts as the investment adviser for the general account assets of
each of the Institutional Investment Managers and their subsidiaries.
Report Type (check only one.):
(X) 13F Holdings Report.
( ) 13F Notice.
( ) 13F Combination Report.
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
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FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 3
Form 13F Information Table Entry Total: 2653
Form 13F Information Table Value Total: $10,178,613 (thousands)
List of Other Included Managers:
No. 13F File Number Name
01 28-1213 AGC Life Insurance Company
02 28-612 American General Life Insurance Company
03 28-87 The Variable Annuity Life Insurance Company
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FORM 13F INFORMATION TABLE
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- ------- ------- --- ---- ------- -------- ------ --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ATRIX LABS INC COM 04962L101 2 250 SH DEFINED 01 250
CONTINENTAL AIRLS INC CL B 210795308 21 566 SH DEFINED 01 02 566
MATTEL INC COM 577081102 171 6562 SH DEFINED 01 02 6562
RF MONOLITHICS INC COM 74955F106 48 4973 SH DEFINED 01 02 4973
SECURITY CAP GROUP INC CL A 81413P105 311 479 SH DEFINED 01 479
TYCO INTL LTD NEW COM 902124106 1 8 SH DEFINED 03 8
USLIFE INCOME FD INC COM 917324105 81 8400 SH DEFINED 8400
DAIMLERCHRYSLER AG ORD D1668R123 11 124 SH DEFINED 01 02 03 124
ACE LTD ORD G0070K103 8938 316400 SH DEFINED 01 02 03 316400
CORECOMM LTD ORD G2422R109 159 3300 SH DEFINED 01 02 03 3300
FRUIT OF THE LOOM LTD ORD CL A G3682L105 274 28100 SH DEFINED 01 02 03 28100
GEMSTAR INTL GROUP LTD ORD G3788V106 490 7516 SH DEFINED 01 02 03 7516
LORAL SPACE & COMMUNICATIONS COM G56462107 277 15400 SH DEFINED 01 02 03 15400
RENAISSANCE RE HLDGS LTD COM G7496G103 89 2400 SH DEFINED 01 02 03 2400
TRANSOCEAN OFFSHORE INC CAYMON ORD G90076103 4749 180900 SH DEFINED 01 02 03 180900
XL CAP LTD CL A G98255105 337 5960 SH DEFINED 01 02 03 5960
MILLICOM INTL CELLULAR S A ORD L6388F102 88 2794 SH DEFINED 01 02 03 2794
GALILEO TECHNOLOGY LTD ORD M47298100 95 2100 SH DEFINED 01 02 03 2100
ARCADIS N V ORD N0605M105 5 560 SH DEFINED 01 02 03 560
ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 16922 285000 SH DEFINED 01 02 03 285000
BAAN CO NV COM N08044104 46 2918 SH DEFINED 01 02 03 2918
NEW HOLLAND N V ORD N62648105 92 5400 SH DEFINED 01 02 03 5400
STEINER LEISURE LTD ORD P8744Y102 130 4300 SH DEFINED 01 02 03 4300
SUN INTL HOTELS LTD ORD P8797T133 76 1700 SH DEFINED 01 02 03 1700
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 22 500 SH DEFINED 01 02 03 500
AAR CORP COM 000361105 180 7950 SH DEFINED 01 02 03 7950
A D C TELECOMMUNICATIONS COM 000886101 5865 128728 SH DEFINED 01 02 03 128728
AFC CABLE SYS INC COM 000950105 4 100 SH DEFINED 01 02 03 100
ABM INDS INC COM 000957100 172 5600 SH DEFINED 01 02 03 5600
ACT NETWORKS INC COM 000975102 72 4200 SH DEFINED 01 02 03 4200
AFLAC INC COM 001055102 6062 126621 SH DEFINED 01 02 03 126621
AGCO CORP COM 001084102 596 52700 SH DEFINED 01 02 03 52700
AGL RES INC COM 001204106 1330 72130 SH DEFINED 01 02 03 72130
AES CORP COM 00130H105 8003 137680 SH DEFINED 01 02 03 137680
AK STL HLDG CORP COM 001547108 1686 74950 SH DEFINED 01 02 03 74950
AMC ENTMT INC COM 001669100 69 3600 SH DEFINED 01 02 03 3600
AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 157 7000 SH DEFINED 01 02 03 7000
AMR CORP COM 001765106 5985 87688 SH DEFINED 01 02 03 87688
APAC TELESERVICES INC COM 00185E106 30 9300 SH DEFINED 01 02 03 9300
ARM FINL GROUP INC CL A 001944107 42 4900 SH DEFINED 01 02 03 4900
AT&T CORP COM 001957109 92064 1649528 SH DEFINED 01 02 03 1649528
AT&T CORP COM LIB GRP A 001957208 43192 1175300 SH DEFINED 01 02 03 1175300
ATMI INC COM 00207R101 461 15500 SH DEFINED 01 02 03 15500
AAMES FINL CORP COM 00253A101 12 9400 SH DEFINED 01 02 03 9400
AARON RENTS INC COM 002535201 142 6400 SH DEFINED 01 02 03 6400
ABACUS DIRECT CORP COM 002553105 210 2300 SH DEFINED 01 02 03 2300
ABBOTT LABS COM 002824100 35343 776760 SH DEFINED 01 02 03 776760
ABERCROMBIE & FITCH CO CL A 002896207 4570 95202 SH DEFINED 01 02 03 95202
ACCEPTANCE INS COS INC COM 004308102 81 5400 SH DEFINED 01 02 03 5400
ACCLAIM ENTMT INC COM PAR $0.02 004325205 100 15700 SH DEFINED 01 02 03 15700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ACCREDO HEALTH INC COM 00437V104 10 300 SH DEFINED 01 02 03 300
ACKERLEY GROUP INC COM 004527107 75 4100 SH DEFINED 01 02 03 4100
ACNIELSEN CORP COM 004833109 1696 56074 SH DEFINED 01 02 03 56074
ACTION PERFORMANCE COS INC COM 004933107 125 3800 SH DEFINED 01 02 03 3800
ACTEL CORP COM 004934105 78 5300 SH DEFINED 01 02 03 5300
ACTUATE SOFTWARE CORP COM 00508B102 24 900 SH DEFINED 01 02 03 900
ACUSON CORP COM 005113105 616 35835 SH DEFINED 01 02 03 35835
ACX TECHNOLOGIES INC COM 005123104 106 6500 SH DEFINED 01 02 03 6500
ACXIOM CORP COM 005125109 20114 806580 SH DEFINED 01 02 03 806580
ADAC LABS COM NEW 005313200 38 5233 SH DEFINED 01 02 03 5233
ADAPTIVE BROADBAND CORP COM 00650M104 96 4400 SH DEFINED 01 02 03 4400
ADAPTEC INC COM 00651F108 35 1000 SH DEFINED 01 02 03 1000
ADELPHIA COMMUNICATIONS CORP CL A 006848105 611 9600 SH DEFINED 01 02 03 9600
ADMINISTAFF INC COM 007094105 40 2500 SH DEFINED 01 02 03 2500
ADOBE SYS INC COM 00724F101 73053 889200 SH DEFINED 01 02 03 889200
ADTRAN INC COM 00738A106 236 6500 SH DEFINED 01 02 03 6500
ADVANCE PARADIGM INC COM 007491103 6 100 SH DEFINED 01 02 03 100
ADVANCED LTG TECHNOLOGIES COM 00753C102 17 1900 SH DEFINED 01 02 03 1900
ADVANCED TISSUE SCIENCES INC COM 00755F103 31 9500 SH DEFINED 01 02 03 9500
ADVEST GROUP INC COM 007566102 2 100 SH DEFINED 01 02 03 100
ADVANTAGE LEARNING SYSTEMS COM 00757K100 73 3300 SH DEFINED 01 02 03 3300
ADVANTICA RESTAURANT GROUP INC COM 00758B109 24 7100 SH DEFINED 01 02 03 7100
ADVO INC COM 007585102 10100 486725 SH DEFINED 01 02 03 486725
AERIAL COMMUNICATIONS INC COM 007655103 69 5100 SH DEFINED 01 02 03 5100
ADVANCED MICRO DEVICES INC COM 007903107 1161 64287 SH DEFINED 01 02 03 64287
ADVANTA CORP CL A 007942105 79 4400 SH DEFINED 01 02 03 4400
ADVANCED ENERGY INDS COM 007973100 69 1700 SH DEFINED 01 02 03 1700
ADVENT SOFTWARE INC COM 007974108 141 2100 SH DEFINED 01 02 03 2100
AETNA INC COM 008117103 8760 97950 SH DEFINED 01 02 03 97950
AFFILIATED COMPUTER SERVICES CL A 008190100 33109 654000 SH DEFINED 01 02 03 654000
AFFILIATED MANAGERS GROUP COM 008252108 139 4600 SH DEFINED 01 02 03 4600
AFFYMETRIX INC COM 00826T108 351 7100 SH DEFINED 01 02 03 7100
AFTERMARKET TECHNOLOGY CORP COM 008318107 63 5500 SH DEFINED 01 02 03 5500
AGRIBRANDS INTL INC COM 00849R105 162 4100 SH DEFINED 01 02 03 4100
AGRIBIOTECH INC NEV COM 008494106 53 8800 SH DEFINED 01 02 03 8800
AIR EXPRESS INTL CORP COM 009104100 230 9050 SH DEFINED 01 02 03 9050
AIR PRODS & CHEMS INC COM 009158106 3672 91222 SH DEFINED 01 02 03 91222
AIRBORNE FGHT CORP COM 009266107 1239 44746 SH DEFINED 01 02 03 44746
AIRGAS INC COM 009363102 815 66500 SH DEFINED 01 02 03 66500
AIRTRAN HLDGS INC COM 00949P108 66 11400 SH DEFINED 01 02 03 11400
ALABAMA NATL BANCORP DELA COM 010317105 15 600 SH DEFINED 01 02 03 600
ALARIS MED INC COM 011637105 51 15200 SH DEFINED 01 02 03 15200
ALASKA AIR GROUP INC COM 011659109 1283 30721 SH DEFINED 01 02 03 30721
ALBANY INTL CORP CL A 012348108 634 30562 SH DEFINED 01 02 03 30562
ALBEMARLE CORP COM 012653101 1257 54356 SH DEFINED 01 02 03 54356
ALBERTO CULVER CO CL B CONV 013068101 202 7599 SH DEFINED 01 02 03 7599
ALBERTSONS INC COM 013104104 13807 267774 SH DEFINED 01 02 03 267774
ALCAN ALUMINIUM LTD NEW COM 013716105 3808 119243 SH DEFINED 01 02 03 119243
ALCOA INC COM 013817101 10419 168380 SH DEFINED 01 02 03 168380
ALEXANDER & BALDWIN INC COM 014482103 1090 48998 SH DEFINED 01 02 03 48998
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ALEXANDERS INC COM 014752109 96 1300 SH DEFINED 01 02 03 1300
ALEXANDRIA REAL ESTATE EQ INC COM 015271109 19 600 SH DEFINED 01 02 03 600
ALFA CORP COM 015385107 103 5150 SH DEFINED 01 02 03 5150
ALGOS PHARMACEUTICAL CORP COM 015869100 90 4100 SH DEFINED 01 02 03 4100
ALIANT COMMUNICATIONS INC COM 016090102 2079 45018 SH DEFINED 01 02 03 45018
ALKERMES INC COM 01642T108 136 5900 SH DEFINED 01 02 03 5900
ALLEGHENY ENERGY INC COM 017361106 4512 140739 SH DEFINED 01 02 03 140739
ALLEGHENY TELEDYNE INC COM 017415100 1416 62604 SH DEFINED 01 02 03 62604
ALLEGIANCE TELECOM INC COM 01747T102 274 5000 SH DEFINED 01 02 03 5000
ALLEN TELECOM INC COM 018091108 84 7800 SH DEFINED 01 02 03 7800
ALLERGAN INC COM 018490102 4846 43660 SH DEFINED 01 02 03 43660
ALLIANT CORP COM 018802108 1788 63016 SH DEFINED 01 02 03 63016
ALLIANT TECHSYSTEMS INC COM 018804104 289 3342 SH DEFINED 01 02 03 3342
ALLIED CAP CORP NEW COM 01903Q108 122 5100 SH DEFINED 01 02 03 5100
ALLIED PRODS CORP DEL COM 019411107 9 3000 SH DEFINED 01 02 03 3000
ALLIEDSIGNAL INC COM 019512102 16579 263160 SH DEFINED 01 02 03 263160
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 3859 195400 SH DEFINED 01 02 03 195400
ALLMERICA FINL CORP COM 019754100 3022 49700 SH DEFINED 01 02 03 49700
ALLSTATE CORP COM 020002101 15490 431788 SH DEFINED 01 02 03 431788
ALLTEL CORP COM 020039103 9208 128779 SH DEFINED 01 02 03 128779
ALPHARMA INC CL A 020813101 171 4800 SH DEFINED 01 02 03 4800
ALPINE GROUP INC COM 020825105 101 6300 SH DEFINED 01 02 03 6300
ALTERA CORP COM 021441100 58899 1599980 SH DEFINED 01 02 03 1599980
ALTERNATIVE RESOURCES CORP COM 02145R102 47 6700 SH DEFINED 01 02 03 6700
ALTERRA HEALTHCARE CORP COM 02146C104 62 4500 SH DEFINED 01 02 03 4500
ALZA CORP DEL COM 022615108 4074 80073 SH DEFINED 01 02 03 80073
AMAZON COM INC COM 023135106 25 200 SH DEFINED 01 02 03 200
AMBAC FINL GROUP INC COM 023139108 3805 66600 SH DEFINED 01 02 03 66600
AMCOL INTL CORP COM 02341W103 106 7400 SH DEFINED 01 02 03 7400
AMERADA HESS CORP COM 023551104 2378 39964 SH DEFINED 01 02 03 39964
AMERCO COM 023586100 101 4500 SH DEFINED 01 02 03 4500
AMEREN CORP COM 023608102 2461 64125 SH DEFINED 01 02 03 64125
AMERICA ONLINE INC DEL COM 02364J104 84010 760274 SH DEFINED 01 02 03 760274
AMERICA WEST HLDG CORP CL B 023657208 215 11400 SH DEFINED 01 02 03 11400
AMERICAN ANNUITY GROUP INC COM 023840101 118 4878 SH DEFINED 01 02 03 4878
AMCORE FINL INC COM 023912108 181 7850 SH DEFINED 01 02 03 7850
AMERICAN BUSINESS PRODS GA COM 024763104 113 7400 SH DEFINED 01 02 03 7400
AMERICAN CLASSIC VOYAGES CO COM 024928103 47 1950 SH DEFINED 01 02 03 1950
AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 328 7200 SH DEFINED 01 02 03 7200
AMERICAN ELEC PWR INC COM 025537101 4750 126449 SH DEFINED 01 02 03 126449
AMERICAN EXPRESS CO COM 025816109 34027 261496 SH DEFINED 01 02 03 261496
AMERICAN FINL GROUP INC OHIO COM 025932104 1803 52933 SH DEFINED 01 02 03 52933
AMERICAN FREIGHTWAYS CORP COM 02629V108 158 8100 SH DEFINED 01 02 03 8100
AMERICAN GREETINGS CORP CL A 026375105 1696 56312 SH DEFINED 01 02 03 56312
AMERICAN HEALTH PPTYS INC COM 026494104 127 6300 SH DEFINED 01 02 03 6300
AMERICAN HERITAGE LIFE INVT COM 026522102 174 7100 SH DEFINED 01 02 03 7100
AMERICAN HOME PRODS CORP COM 026609107 38377 667424 SH DEFINED 01 02 03 667424
AMERICAN HOMEPATIENT INC COM 026649103 0 100 SH DEFINED 01 02 03 100
AMERICAN HOMESTAR CORP COM 026651109 35 5100 SH DEFINED 01 02 03 5100
AMERICAN INTL GROUP INC COM 026874107 79572 679737 SH DEFINED 01 02 03 679737
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMERICAN ITALIAN PASTA CO CL A 027070101 188 6200 SH DEFINED 01 02 03 6200
AMERICAN MGMT SYS INC COM 027352103 346 10800 SH DEFINED 01 02 03 10800
AMERICAN MED SEC GROUP INC COM 02744P101 26 3000 SH DEFINED 01 02 03 3000
AMERICAN MOBILE SATELLITE CORP COM 02755R103 192 11700 SH DEFINED 01 02 03 11700
AMERICAN RETIREMENT CORP COM 028913101 3 200 SH DEFINED 01 02 03 200
AMERICAN PWR CONVERSION CORP COM 029066107 3558 176772 SH DEFINED 01 02 03 176772
AMERICAN SKIING CO COM 029654308 1 200 SH DEFINED 01 02 03 200
AMERICAN STD COS INC DEL COM 029712106 3130 65200 SH DEFINED 01 02 03 65200
AMERICAN TOWER CORP CL A 029912201 880 36670 SH DEFINED 01 02 03 36670
AMERICAN WTR WKS INC COM 030411102 2310 75127 SH DEFINED 01 02 03 75127
AMERICREDIT CORP COM 03060R101 251 15700 SH DEFINED 01 02 03 15700
AMERIPATH INC COM 03071D109 1 100 SH DEFINED 01 02 03 100
AMERISOURCE HEALTH CORP CL A 03071P102 275 10800 SH DEFINED 01 02 03 10800
AMERON INTL INC COM 030710107 49 1100 SH DEFINED 01 02 03 1100
AMERITRADE HLDG CORP CL A 03072H109 456 4300 SH DEFINED 01 02 03 4300
AMERUS LIFE HLDGS INC COM 030732101 185 6853 SH DEFINED 01 02 03 6853
AMES DEPT STORES INC COM NEW 030789507 354 7750 SH DEFINED 01 02 03 7750
AMERITECH CORP NEW COM 030954101 42090 572650 SH DEFINED 01 02 03 572650
AMETEK INC NEW COM 031100100 875 38031 SH DEFINED 01 02 03 38031
AMGEN INC COM 031162100 19419 318994 SH DEFINED 01 02 03 318994
AMKOR TECHNOLOGY INC COM 031652100 140 13700 SH DEFINED 01 02 03 13700
AMPHENOL CORP NEW CL A 032095101 163 4100 SH DEFINED 01 02 03 4100
AMPLICON INC COM 032101107 1 100 SH DEFINED 01 02 03 100
AMSOUTH BANCORPORATION COM 032165102 2583 111400 SH DEFINED 01 02 03 111400
AMTRAN INC COM 03234G106 57 2300 SH DEFINED 01 02 03 2300
ANADARKO PETE CORP COM 032511107 2695 73200 SH DEFINED 01 02 03 73200
ANALOG DEVICES INC COM 032654105 92648 1846038 SH DEFINED 01 02 03 1846038
ANALOGIC CORP COM PAR $.05 032657207 64 2050 SH DEFINED 01 02 03 2050
ANALYSTS INTL CORP COM 032681108 105 7300 SH DEFINED 01 02 03 7300
ANCHOR BANCORP WIS INC COM 032839102 141 7900 SH DEFINED 01 02 03 7900
ANCHOR GAMING COM 033037102 149 3100 SH DEFINED 01 02 03 3100
ANDOVER BANCORP INC DEL COM 034258103 6 200 SH DEFINED 01 02 03 200
ANDREW CORP COM 034425108 653 34459 SH DEFINED 01 02 03 34459
ANDRX CORP COM 034551101 278 3600 SH DEFINED 01 02 03 3600
ANHEUSER BUSCH COS INC COM 035229103 15911 224296 SH DEFINED 01 02 03 224296
ANICOM INC COM 035250109 3 300 SH DEFINED 01 02 03 300
ANIXTER INTL INC COM 035290105 172 9400 SH DEFINED 01 02 03 9400
ANNTAYLOR STORES CORP COM 036115103 257 5700 SH DEFINED 01 02 03 5700
ANTEC CORP COM 03664P105 269 8400 SH DEFINED 01 02 03 8400
AON CORP COM 037389103 4916 119184 SH DEFINED 01 02 03 119184
APACHE CORP COM 037411105 1700 43600 SH DEFINED 01 02 03 43600
APOGEE ENTERPRISES INC COM 037598109 106 7900 SH DEFINED 01 02 03 7900
APOLLO GROUP INC CL A 037604105 30446 1146200 SH DEFINED 01 02 03 1146200
APPLE COMPUTER INC COM 037833100 3519 75983 SH DEFINED 01 02 03 75983
APPLEBEES INTL INC COM 037899101 315 10450 SH DEFINED 01 02 03 10450
APRIA HEALTHCARE GROUP INC COM 037933108 1001 58900 SH DEFINED 01 02 03 58900
APPLIED GRAPHICS TECHNOLOGIES COM 037937109 27 2120 SH DEFINED 01 02 03 2120
APPLIED ANALYTICAL INDS INC COM 037939105 9 800 SH DEFINED 01 02 03 800
APEX PC SOLUTIONS INC COM 037945102 1 50 SH DEFINED 01 02 03 50
APPLIED INDL TECHNOLOGIES INC COM 03820C105 127 6675 SH DEFINED 01 02 03 6675
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
APPLIED MICRO CIRCUITS CORP COM 03822W109 691 8400 SH DEFINED 01 02 03 8400
APPLIED MATLS INC COM 038222105 45760 619424 SH DEFINED 01 02 03 619424
APPLIED PWR INC CL A 038225108 270 9880 SH DEFINED 01 02 03 9880
APTARGROUP INC COM 038336103 246 8200 SH DEFINED 01 02 03 8200
AQUA ALLIANCE INC CL A 038367108 64 63600 SH DEFINED 01 02 03 63600
AQUARION CO COM 03838W101 97 2800 SH DEFINED 01 02 03 2800
ARCADIA FINL LTD COM 039101100 115 14900 SH DEFINED 01 02 03 14900
ARCH COAL INC COM 039380100 69 5000 SH DEFINED 01 02 03 5000
ARCHER DANIELS MIDLAND CO COM 039483102 3705 239974 SH DEFINED 01 02 03 239974
ARCTIC CAT INC COM 039670104 48 5318 SH DEFINED 01 02 03 5318
ARDEN RLTY GROUP INC COM 039793104 30 1200 SH DEFINED 01 02 03 1200
AREA BANCSHARES CORP NEW COM 039872106 3 100 SH DEFINED 01 02 03 100
ARGONAUT GROUP INC COM 040157109 118 4900 SH DEFINED 01 02 03 4900
ARMCO INC COM 042170100 179 27000 SH DEFINED 01 02 03 27000
ARMSTRONG WORLD INDS INC COM 042476101 810 14008 SH DEFINED 01 02 03 14008
ARNOLD INDS INC COM 042595108 493 31964 SH DEFINED 01 02 03 31964
ARROW ELECTRS INC COM 042735100 1631 85852 SH DEFINED 01 02 03 85852
ARROW INTL INC COM 042764100 127 4900 SH DEFINED 01 02 03 4900
ARTESYN TECHNOLOGIES INC COM 043127109 193 8694 SH DEFINED 01 02 03 8694
ARVIN INDS INC COM 043339100 1045 27580 SH DEFINED 01 02 03 27580
ASARCO INC COM 043413103 534 28400 SH DEFINED 01 02 03 28400
ASCENT ENTMT GROUP INC COM 043628106 78 5500 SH DEFINED 01 02 03 5500
ASHLAND INC COM 044204105 3219 80228 SH DEFINED 01 02 03 80228
ASPEC TECHNOLOGY INC COM 045233103 1 700 SH DEFINED 01 02 03 700
ASPECT DEV INC COM 045234101 65 3500 SH DEFINED 01 02 03 3500
ASPECT TELECOMMUNICATIONS CORP COM 045237104 145 14900 SH DEFINED 01 02 03 14900
ASPEN TECHNOLOGY INC COM 045327103 161 13700 SH DEFINED 01 02 03 13700
ASSISTED LIVING CONCEPTS INC COM 04543L109 0 100 SH DEFINED 01 02 03 100
ASSOCIATED BANC CORP COM 045487105 2440 58800 SH DEFINED 01 02 03 58800
ASSOCIATED ESTATES RLTY CORP COM 045604105 41 3500 SH DEFINED 01 02 03 3500
ASSOCIATED GROUP INC CL A 045651106 495 7600 SH DEFINED 01 02 03 7600
AT HOME CORP COM SER A 045919107 43 800 SH DEFINED 01 02 03 800
ASSOCIATES FIRST CAP CORP CL A 046008108 40634 916978 SH DEFINED 01 02 03 916978
ASTEC INDS INC COM 046224101 94 2300 SH DEFINED 01 02 03 2300
ASTORIA FINL CORP COM 046265104 2122 48300 SH DEFINED 01 02 03 48300
ASTRAZENECA PLC SPONSORED ADR 046353108 150 3816 SH DEFINED 01 02 03 3816
ATLANTIC COAST AIRLINES HLDGS COM 048396105 40 2100 SH DEFINED 01 02 03 2100
ATLANTIC RICHFIELD CO COM 048825103 11624 139108 SH DEFINED 01 02 03 139108
ATLAS AIR INC COM 049164106 161 5000 SH DEFINED 01 02 03 5000
ATMEL CORP COM 049513104 2375 90700 SH DEFINED 01 02 03 90700
ATMOS ENERGY CORP COM 049560105 206 8250 SH DEFINED 01 02 03 8250
ATWOOD OCEANICS INC COM 050095108 103 3300 SH DEFINED 01 02 03 3300
AURORA FOODS INC COM 05164B106 89 5100 SH DEFINED 01 02 03 5100
AUTHENTIC FITNESS CORP COM 052661105 103 5900 SH DEFINED 01 02 03 5900
AUTODESK INC COM 052769106 1234 41735 SH DEFINED 01 02 03 41735
AUTOMATIC DATA PROCESSING INC COM 053015103 14165 321924 SH DEFINED 01 02 03 321924
AUTONATION INC COM 05329W102 96 5400 SH DEFINED 01 02 03 5400
AUTOZONE INC COM 053332102 2648 87908 SH DEFINED 01 02 03 87908
AVADO BRANDS INC COM 05336P108 89 10662 SH DEFINED 01 02 03 10662
AVANT CORP COM 053487104 4904 388408 SH DEFINED 01 02 03 388408
</TABLE>
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AVATAR HLDGS INC COM 053494100 45 2400 SH DEFINED 01 02 03 2400
AVERY DENNISON CORP COM 053611109 4297 71172 SH DEFINED 01 02 03 71172
AVIALL INC NEW COM 05366B102 137 7300 SH DEFINED 01 02 03 7300
AVID TECHNOLOGY INC COM 05367P100 135 8400 SH DEFINED 01 02 03 8400
AVIATION SALES CO COM 053672101 162 4100 SH DEFINED 01 02 03 4100
AVIRON COM 053762100 129 4500 SH DEFINED 01 02 03 4500
AVISTA CORP COM 05379B107 179 11000 SH DEFINED 01 02 03 11000
AVIS RENT A CAR INC COM 053790101 18122 622200 SH DEFINED 01 02 03 622200
AVNET INC COM 053807103 1464 31488 SH DEFINED 01 02 03 31488
AVON PRODS INC COM 054303102 8179 147361 SH DEFINED 01 02 03 147361
AVONDALE INDS INC COM 054350103 117 3000 SH DEFINED 01 02 03 3000
AXENT TECHNOLOGIES INC COM 05459C108 62 5600 SH DEFINED 01 02 03 5600
AXYS PHARMACEUTICALS INC COM 054635107 1 200 SH DEFINED 01 02 03 200
AZTAR CORP COM 054802103 111 12100 SH DEFINED 01 02 03 12100
BB&T CORP COM 054937107 4102 111815 SH DEFINED 01 02 03 111815
BCE INC COM 05534B109 10 200 SH DEFINED 01 02 03 200
BISYS GROUP INC COM 055472104 24927 426100 SH DEFINED 01 02 03 426100
BJS WHOLESALE CLUB INC COM 05548J106 2061 68572 SH DEFINED 01 02 03 68572
BJ SVCS CO COM 055482103 2077 70542 SH DEFINED 01 02 03 70542
BMC INDS INC MINN COM 055607105 78 7600 SH DEFINED 01 02 03 7600
BOK FINL CORP COM NEW 05561Q201 63 2486 SH DEFINED 01 02 03 2486
BP AMOCO P L C SPONSORED ADR 055622104 109 1000 SH DEFINED 01 02 03 1000
BRE PROPERTIES INC CL A 05564E106 283 10930 SH DEFINED 01 02 03 10930
BSB BANCORP COM 055652101 8 300 SH DEFINED 01 02 03 300
BT FINL CORP COM 055763106 20 800 SH DEFINED 01 02 03 800
BMC SOFTWARE INC COM 055921100 61879 1145911 SH DEFINED 01 02 03 1145911
BACOU USA INC COM 056439102 70 4100 SH DEFINED 01 02 03 4100
BAKER HUGHES INC COM 057224107 5155 153880 SH DEFINED 01 02 03 153880
BALDOR ELEC CO COM 057741100 149 7473 SH DEFINED 01 02 03 7473
BALDWIN & LYONS INC CL B 057755209 71 3000 SH DEFINED 01 02 03 3000
BALL CORP COM 058498106 739 17500 SH DEFINED 01 02 03 17500
BALLARD MED PRODS COM 058566100 180 7700 SH DEFINED 01 02 03 7700
BALLY TOTAL FITNESS HLDG CORP COM 05873K108 176 6200 SH DEFINED 01 02 03 6200
BANCFIRST CORP COM 05945F103 1 36 SH DEFINED 01 02 03 36
BANCFIRST CORP ZANESVILLE OHIO COM 059450106 2 100 SH DEFINED 01 02 03 100
BANCORPSOUTH INC COM 059692103 201 11100 SH DEFINED 01 02 03 11100
BANCTEC INC COM 059784108 105 5857 SH DEFINED 01 02 03 5857
BANCWEST CORP NEW COM 059790105 163 4400 SH DEFINED 01 02 03 4400
BANDAG INC COM 059815100 728 21000 SH DEFINED 01 02 03 21000
BANK OF AMERICA CORPORATION COM 060505104 65761 896993 SH DEFINED 01 02 03 896993
BANK COMM SAN DIEGO CALIF COM 061589107 53 2600 SH DEFINED 01 02 03 2600
BANK OF GRANITE CORP COM 062401104 72 2931 SH DEFINED 01 02 03 2931
BANK MONTREAL QUE COM 063671101 22 600 SH DEFINED 01 02 03 600
BANK NEW YORK INC COM 064057102 15147 412858 SH DEFINED 01 02 03 412858
BANK ONE CORP COM 06423A103 42194 708399 SH DEFINED 01 02 03 708399
BANK PLUS CORP COM 064446107 3 500 SH DEFINED 01 02 03 500
BANK UTD CORP CL A 065412108 141 3500 SH DEFINED 01 02 03 3500
BANKATLANTIC BANCORP CL B 065908105 37 4600 SH DEFINED 01 02 03 4600
BANKBOSTON CORP COM 06605R106 8362 163557 SH DEFINED 01 02 03 163557
BANKNORTH GROUP INC DEL COM 06646L100 244 7390 SH DEFINED 01 02 03 7390
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BANKUNITED FINL CORP CL A 06652B103 1 100 SH DEFINED 01 02 03 100
BANTA CORP COM 066821109 679 32336 SH DEFINED 01 02 03 32336
BARD C R INC COM 067383109 527 11019 SH DEFINED 01 02 03 11019
BARNES & NOBLE INC COM 067774109 1692 61800 SH DEFINED 01 02 03 61800
BARNES GROUP INC COM 067806109 89 4100 SH DEFINED 01 02 03 4100
BARRICK GOLD CORP COM 067901108 3220 166183 SH DEFINED 01 02 03 166183
BARNETT INC COM 068062108 42 5600 SH DEFINED 01 02 03 5600
BARR LABS INC COM 068306109 92 2300 SH DEFINED 01 02 03 2300
BARRA INC COM 068313105 67 2650 SH DEFINED 01 02 03 2650
BARRETT RES CORP COM PAR $0.01 068480201 320 8350 SH DEFINED 01 02 03 8350
BASSETT FURNITURE INDS INC COM 070203104 95 4150 SH DEFINED 01 02 03 4150
BATTLE MTN GOLD CO COM 071593107 301 123300 SH DEFINED 01 02 03 123300
BAUSCH & LOMB INC COM 071707103 2150 28102 SH DEFINED 01 02 03 28102
BAXTER INTL INC COM 071813109 9715 160243 SH DEFINED 01 02 03 160243
BAY VIEW CAP CORP DEL COM 07262L101 180 8800 SH DEFINED 01 02 03 8800
BE AEROSPACE INC COM 073302101 127 6800 SH DEFINED 01 02 03 6800
BEA SYS INC COM 073325102 368 12900 SH DEFINED 01 02 03 12900
BEAR STEARNS COS INC COM 073902108 2719 58165 SH DEFINED 01 02 03 58165
BEBE STORES INC COM 075571109 109 3200 SH DEFINED 01 02 03 3200
BECKMAN COULTER INC COM 075811109 1256 25833 SH DEFINED 01 02 03 25833
BECTON DICKINSON & CO COM 075887109 4518 150593 SH DEFINED 01 02 03 150593
BED BATH & BEYOND INC COM 075896100 8177 212400 SH DEFINED 01 02 03 212400
BEDFORD PPTY INVS INC COM PAR $0.02 076446301 64 3600 SH DEFINED 01 02 03 3600
BELCO OIL & GAS CORP COM 077410108 15 2100 SH DEFINED 01 02 03 2100
BELDEN INC COM 077459105 170 7100 SH DEFINED 01 02 03 7100
BELL & HOWELL CO NEW COM 077852101 163 4300 SH DEFINED 01 02 03 4300
BELL ATLANTIC CORP COM 077853109 53308 815420 SH DEFINED 01 02 03 815420
BELLSOUTH CORP COM 079860102 46640 994990 SH DEFINED 01 02 03 994990
BELO A H CORP DEL COM SER A 080555105 2320 117856 SH DEFINED 01 02 03 117856
BEMIS INC COM 081437105 475 11957 SH DEFINED 01 02 03 11957
BENCHMARK ELECTRS INC COM 08160H101 61 1700 SH DEFINED 01 02 03 1700
BENTON OIL & GAS CO COM 083288100 18 9200 SH DEFINED 01 02 03 9200
BERGEN BRUNSWIG CORP CL A 083739102 1721 99760 SH DEFINED 01 02 03 99760
BERINGER WINE ESTATES HOLDINGS CL B 084102102 167 4000 SH DEFINED 01 02 03 4000
BERKLEY W R CORP COM 084423102 144 5750 SH DEFINED 01 02 03 5750
BERKSHIRE HATHAWAY INC DEL CL A 084670108 138 2 SH DEFINED 01 02 03 2
BERKSHIRE HATHAWAY INC DEL CL B 084670207 97 43 SH DEFINED 01 02 03 43
BERKSHIRE RLTY INC COM 084710102 113 9800 SH DEFINED 01 02 03 9800
BERLITZ INTL INC NEW COM 08520F100 40 2200 SH DEFINED 01 02 03 2200
BERRY PETE CO CL A 085789105 64 4600 SH DEFINED 01 02 03 4600
BEST BUY INC COM 086516101 6305 93400 SH DEFINED 01 02 03 93400
BESTFOODS COM 08658U101 7889 159377 SH DEFINED 01 02 03 159377
BETHLEHEM STL CORP COM 087509105 627 81590 SH DEFINED 01 02 03 81590
BEVERLY ENTERPRISES INC COM NEW 087851309 912 113100 SH DEFINED 01 02 03 113100
BEYOND COM CORP COM 08860E101 52 1800 SH DEFINED 01 02 03 1800
BIG FLOWER HLDGS INC COM 089159107 156 4900 SH DEFINED 01 02 03 4900
BILLING CONCEPTS CORP COM 090063108 131 11700 SH DEFINED 01 02 03 11700
BINDLEY WESTN INDS INC COM 090324104 135 5867 SH DEFINED 01 02 03 5867
BIO RAD LABS INC CL A 090572207 115 4400 SH DEFINED 01 02 03 4400
BIO TECHNOLOGY GEN CORP COM 090578105 82 12600 SH DEFINED 01 02 03 12600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BIOGEN INC COM 090597105 8869 137904 SH DEFINED 01 02 03 137904
BIOMATRIX INC COM 09060P102 104 4800 SH DEFINED 01 02 03 4800
BIOMET INC COM 090613100 2715 68314 SH DEFINED 01 02 03 68314
BIRMINGHAM STL CORP COM 091250100 35 8400 SH DEFINED 01 02 03 8400
BLACK & DECKER CORP COM 091797100 3497 55403 SH DEFINED 01 02 03 55403
BLACK BOX CORP DEL COM 091826107 226 4500 SH DEFINED 01 02 03 4500
BLACK HILLS CORP COM 092113109 626 27079 SH DEFINED 01 02 03 27079
BLAIR CORP COM 092828102 3 100 SH DEFINED 01 02 03 100
BLANCH E W HLDGS INC COM 093210102 232 3400 SH DEFINED 01 02 03 3400
BLOCK DRUG INC CL A 093644102 159 3823 SH DEFINED 01 02 03 3823
BLOCK H & R INC COM 093671105 2694 53875 SH DEFINED 01 02 03 53875
BLOUNT INTL INC CL A 095177101 177 6500 SH DEFINED 01 02 03 6500
BLYTH INDS INC COM 09643P108 1564 45500 SH DEFINED 01 02 03 45500
BOB EVANS FARMS INC COM 096761101 981 49383 SH DEFINED 01 02 03 49383
BOEING CO COM 097023105 19143 433219 SH DEFINED 01 02 03 433219
BOISE CASCADE CORP COM 097383103 827 19232 SH DEFINED 01 02 03 19232
BOISE CASCADE OFFICE PRODS COM 097403109 4 300 SH DEFINED 01 02 03 300
BORDERS GROUP INC COM 099709107 1244 78700 SH DEFINED 01 02 03 78700
BORG-WARNER AUTOMOTIVE INC COM 099724106 1695 30825 SH DEFINED 01 02 03 30825
BORG WARNER SEC CORP COM 099733107 114 5600 SH DEFINED 01 02 03 5600
BORON LEPORE & ASSOCS INC COM 10001P102 15 1800 SH DEFINED 01 02 03 1800
BOSTON BEER INC CL A 100557107 31 3900 SH DEFINED 01 02 03 3900
BOSTON SCIENTIFIC CORP COM 101137107 8298 188854 SH DEFINED 01 02 03 188854
BOWATER INC COM 102183100 2482 52539 SH DEFINED 01 02 03 52539
BOWNE & CO INC COM 103043105 134 10300 SH DEFINED 01 02 03 10300
BOYD GAMING CORP COM 103304101 65 9300 SH DEFINED 01 02 03 9300
BOYKIN LODGING CO COM 103430104 8 500 SH DEFINED 01 02 03 500
BRADLEY REAL ESTATE INC COM 104580105 118 5673 SH DEFINED 01 02 03 5673
BRADY CORP CL A 104674106 177 5450 SH DEFINED 01 02 03 5450
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 131 6600 SH DEFINED 01 02 03 6600
BREED TECHNOLOGIES INC COM 106702103 16 7200 SH DEFINED 01 02 03 7200
BRENTON BKS INC COM 107211104 3 220 SH DEFINED 01 02 03 220
BRIGGS & STRATTON CORP COM 109043109 1542 26700 SH DEFINED 01 02 03 26700
BRIGHT HORIZON FAMILY SOLUTION COM 109195107 98 5200 SH DEFINED 01 02 03 5200
BRIGHTPOINT INC COM 109473108 83 13650 SH DEFINED 01 02 03 13650
BRINKER INTL INC COM 109641100 1635 60155 SH DEFINED 01 02 03 60155
BRISTOL MYERS SQUIBB CO COM 110122108 71197 1010778 SH DEFINED 01 02 03 1010778
BROADVISION INC COM 111412102 369 5000 SH DEFINED 01 02 03 5000
BROCADE COMMUNICATIONS SYS INC COM 111621108 17 175 SH DEFINED 01 02 03 175
BROOKDALE LIVING CMNTYS INC COM 112462106 1 100 SH DEFINED 01 02 03 100
BROOKLINE BANCORP INC COM 113739106 2 200 SH DEFINED 01 02 03 200
BROOKS AUTOMATION INC COM 11434A100 65 2400 SH DEFINED 01 02 03 2400
BROWN & BROWN INC COM 115236101 171 4487 SH DEFINED 01 02 03 4487
BROWN FORMAN CORP CL B 115637209 1313 20148 SH DEFINED 01 02 03 20148
BROWN TOM INC COM NEW 115660201 159 10200 SH DEFINED 01 02 03 10200
BROWNING FERRIS INDS COM 115885105 4229 98340 SH DEFINED 01 02 03 98340
BRUNSWICK CORP COM 117043109 850 30490 SH DEFINED 01 02 03 30490
BRUSH WELLMAN INC COM 117421107 87 4800 SH DEFINED 01 02 03 4800
BUCKEYE TECHNOLOGIES INC COM 118255108 111 7300 SH DEFINED 01 02 03 7300
BUCKLE INC COM 118440106 124 4300 SH DEFINED 01 02 03 4300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BUDGET GROUP INC CL A 119003101 84 6800 SH DEFINED 01 02 03 6800
BUFFETS INC COM 119882108 567 49312 SH DEFINED 01 02 03 49312
BUILDING ONE SVCS CORP COM 120114103 45 3244 SH DEFINED 01 02 03 3244
BURLINGTON COAT FACTORY COM 121579106 150 7780 SH DEFINED 01 02 03 7780
BURLINGTON INDS INC COM 121693105 573 63200 SH DEFINED 01 02 03 63200
BURLINGTON NORTHN SANTA FE CP COM 12189T104 9503 306538 SH DEFINED 01 02 03 306538
BURLINGTON RES INC COM 122014103 3522 81430 SH DEFINED 01 02 03 81430
BURNHAM PAC PPTYS INC COM 12232C108 177 14400 SH DEFINED 01 02 03 14400
BURR BROWN CORP COM 122574106 10533 287600 SH DEFINED 01 02 03 287600
BUSH BOAKE ALLEN INC COM 123162109 123 4200 SH DEFINED 01 02 03 4200
BUSH INDS INC CL A 123164105 2 100 SH DEFINED 01 02 03 100
BUTLER MFG CO DEL COM 123655102 49 1750 SH DEFINED 01 02 03 1750
C&D TECHNOLOGIES INC COM 124661109 55 1800 SH DEFINED 01 02 03 1800
CAIS INTERNET INC COM 12476Q102 23 1250 SH DEFINED 01 02 03 1250
CBL & ASSOC PPTYS INC COM 124830100 241 9150 SH DEFINED 01 02 03 9150
CBT GROUP PUB LTD SPNSRD ADR NEW 124853300 89 5400 SH DEFINED 01 02 03 5400
CCC INFORMATION SVCS GROUP INC COM 12487Q109 85 6600 SH DEFINED 01 02 03 6600
CCB FINL CORP COM 124875105 1803 34100 SH DEFINED 01 02 03 34100
CB RICHARD ELLIS SVCS INC COM 12489L108 109 4400 SH DEFINED 01 02 03 4400
CBRL GROUP INC COM 12489V106 990 57166 SH DEFINED 01 02 03 57166
CBS CORP COM 12490K107 14415 331860 SH DEFINED 01 02 03 331860
CFW COMMUNICATION CO COM 124923103 80 3300 SH DEFINED 01 02 03 3300
C-CUBE MICROSYSTEMS INC COM 125015107 276 8700 SH DEFINED 01 02 03 8700
C D I CORP COM 125071100 157 4600 SH DEFINED 01 02 03 4600
CDNOW INC NEW COM 125086108 72 4084 SH DEFINED 01 02 03 4084
CD RADIO INC COM 125127100 107 3500 SH DEFINED 01 02 03 3500
CDW COMPUTER CTRS INC COM 125129106 158 3600 SH DEFINED 01 02 03 3600
CEC ENTMT INC COM 125137109 211 5000 SH DEFINED 01 02 03 5000
C H ROBINSON WORLDWIDE INC COM 12541W100 353 9600 SH DEFINED 01 02 03 9600
CHS ELECTRONICS INC COM NEW 12542A206 45 10250 SH DEFINED 01 02 03 10250
CIGNA CORP COM 125509109 10148 114026 SH DEFINED 01 02 03 114026
CIT GROUP INC CL A 125577106 19202 665000 SH DEFINED 01 02 03 665000
CLECO CORP COM 12561M107 855 28142 SH DEFINED 01 02 03 28142
CMGI INC COM 125750109 2099 18400 SH DEFINED 01 02 03 18400
CMP GROUP INC COM 125887109 927 35416 SH DEFINED 01 02 03 35416
CMS ENERGY CORP COM 125896100 1997 47700 SH DEFINED 01 02 03 47700
CPI CORP COM 125902106 86 2620 SH DEFINED 01 02 03 2620
CSS INDS INC COM 125906107 53 1900 SH DEFINED 01 02 03 1900
CNET INC COM 125945105 461 8000 SH DEFINED 01 02 03 8000
CSK AUTO CORP COM 125965103 105 3900 SH DEFINED 01 02 03 3900
CNA SURETY CORP COM 12612L108 90 5900 SH DEFINED 01 02 03 5900
CNF TRANSN INC COM 12612W104 4244 110600 SH DEFINED 01 02 03 110600
CNB BANCSHARES INC COM 126126101 398 6987 SH DEFINED 01 02 03 6987
CSG SYS INTL INC COM 126349109 385 14700 SH DEFINED 01 02 03 14700
CSX CORP COM 126408103 7059 155777 SH DEFINED 01 02 03 155777
CTS CORP COM 126501105 203 2900 SH DEFINED 01 02 03 2900
CUNO INC COM 126583103 118 6150 SH DEFINED 01 02 03 6150
CVS CORP COM 126650100 18261 357187 SH DEFINED 01 02 03 357187
CABLEVISION SYS CORP CL A 12686C109 175 2500 SH DEFINED 01 02 03 2500
CABLETRON SYS INC COM 126920107 841 64684 SH DEFINED 01 02 03 64684
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 147 9500 SH DEFINED 01 02 03 9500
CABOT CORP COM 127055101 1601 66180 SH DEFINED 01 02 03 66180
CABOT INDUSTRIAL TRUST COM 127072106 81 3800 SH DEFINED 01 02 03 3800
CABOT OIL & GAS CORP CL A 127097103 140 7500 SH DEFINED 01 02 03 7500
CADENCE DESIGN SYSTEM INC COM 127387108 2827 221756 SH DEFINED 01 02 03 221756
CADIZ INC COM 127537108 55 5800 SH DEFINED 01 02 03 5800
CALGON CARBON CORP COM 129603106 59 10000 SH DEFINED 01 02 03 10000
CALIFORNIA WTR SVC GROUP COM 130788102 84 3200 SH DEFINED 01 02 03 3200
CALLAWAY GOLF CO COM 131193104 1018 69600 SH DEFINED 01 02 03 69600
CALPINE CORP COM 131347106 292 5400 SH DEFINED 01 02 03 5400
CAMBREX CORP COM 132011107 215 8200 SH DEFINED 01 02 03 8200
CAMBRIDGE TECH PARTNERS MASS COM 132524109 954 54300 SH DEFINED 01 02 03 54300
CAMDEN PPTY TR SH BEN INT 133131102 326 11741 SH DEFINED 01 02 03 11741
CAMPBELL SOUP CO COM 134429109 10400 224260 SH DEFINED 01 02 03 224260
CANADIAN NATL RY CO COM 136375102 60 900 SH DEFINED 01 02 03 900
CANANDAIGUA BRANDS INC CL A 137219200 220 4200 SH DEFINED 01 02 03 4200
CAPITAL CITY BK GROUP INC COM 139674105 79 3150 SH DEFINED 01 02 03 3150
CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 109 8200 SH DEFINED 01 02 03 8200
CAPITAL ONE FINL CORP COM 14040H105 6278 112728 SH DEFINED 01 02 03 112728
CAPITAL RE CORP COM 140432105 98 6100 SH DEFINED 01 02 03 6100
CAPITAL SR LIVING CORP COM 140475104 16 1600 SH DEFINED 01 02 03 1600
CAPITOL TRANSAMERICA CORP COM 140640103 4 300 SH DEFINED 01 02 03 300
CAPROCK COMMUNICATIONS CORP COM 140667106 174 4300 SH DEFINED 01 02 03 4300
CAPSTEAD MTG CORP COM 14067E100 105 19250 SH DEFINED 01 02 03 19250
CARBIDE/GRAPHITE GROUP INC COM 140777103 1 100 SH DEFINED 01 02 03 100
CARAUSTAR INDS INC COM 140909102 163 6600 SH DEFINED 01 02 03 6600
CARDINAL HEALTH INC COM 14149Y108 25535 398206 SH DEFINED 01 02 03 398206
CAREINSITE INC COM 14170M106 26 550 SH DEFINED 01 02 03 550
CAREMATRIX CORP COM 141706101 49 3900 SH DEFINED 01 02 03 3900
CARIBINER INTL INC COM 141888107 30 4800 SH DEFINED 01 02 03 4800
CARLISLE COS INC COM 142339100 1198 24900 SH DEFINED 01 02 03 24900
CARMIKE CINEMAS INC CL A 143436103 69 4300 SH DEFINED 01 02 03 4300
CARNIVAL CORP COM 143658102 25763 531200 SH DEFINED 01 02 03 531200
CAROLINA FIRST CORP COM 143877108 61 2500 SH DEFINED 01 02 03 2500
CARRIAGE SVCS INC CL A 143905107 34 1800 SH DEFINED 01 02 03 1800
CAROLINA PWR & LT CO COM 144141108 3742 87406 SH DEFINED 01 02 03 87406
CARPENTER TECHNOLOGY CORP COM 144285103 640 22410 SH DEFINED 01 02 03 22410
CARTER WALLACE INC COM 146285101 828 45546 SH DEFINED 01 02 03 45546
CASE CORP COM 14743R103 3105 64511 SH DEFINED 01 02 03 64511
CASEYS GEN STORES INC COM 147528103 204 13600 SH DEFINED 01 02 03 13600
CASH AMER INTL INC COM 14754D100 123 9567 SH DEFINED 01 02 03 9567
CASTLE A M & CO COM 148411101 62 3637 SH DEFINED 01 02 03 3637
CASTLE & COOKE INC NEW COM 148433105 62 3530 SH DEFINED 01 02 03 3530
CATALINA MARKETING CORP COM 148867104 27085 294400 SH DEFINED 01 02 03 294400
CATALYTICA INC COM 148885106 154 11000 SH DEFINED 01 02 03 11000
CATERPILLAR INC DEL COM 149123101 12344 205729 SH DEFINED 01 02 03 205729
CATHAY BANCORP INC COM 149150104 136 3200 SH DEFINED 01 02 03 3200
CATO CORP NEW CL A 149205106 3 300 SH DEFINED 01 02 03 300
CAVALIER HOMES INC COM 149507105 2 300 SH DEFINED 01 02 03 300
CELL GENESYS INC COM 150921104 1 300 SH DEFINED 01 02 03 300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CELLSTAR CORP COM 150925105 68 8600 SH DEFINED 01 02 03 8600
CELLNET DATA SYS INC COM 15115M101 118 13100 SH DEFINED 01 02 03 13100
CELLULAR COMMUNICATIONS P R COM 15116N108 100 3500 SH DEFINED 01 02 03 3500
CENDANT CORP COM 151313103 42370 2066852 SH DEFINED 01 02 03 2066852
CENTENNIAL BANCORP COM 15133T104 13 920 SH DEFINED 01 02 03 920
CENTERPOINT PPTYS TR SH BEN INT 151895109 179 4900 SH DEFINED 01 02 03 4900
CENTERTRUST RETAIL PPTYS INC COM 152038105 5 400 SH DEFINED 01 02 03 400
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 102 3000 SH DEFINED 01 02 03 3000
CENTEX CORP COM 152312104 4929 131232 SH DEFINED 01 02 03 131232
CENTOCOR INC COM 152342101 3333 71488 SH DEFINED 01 02 03 71488
CENTRAL & SOUTH WEST CORP COM 152357109 3029 129592 SH DEFINED 01 02 03 129592
CENTRAL GARDEN & PET CO COM 153527106 79 7700 SH DEFINED 01 02 03 7700
CENTRAL HUDSON GAS & ELEC CORP COM 153609102 193 4600 SH DEFINED 01 02 03 4600
CENTRAL PKG CORP COM 154785109 108 3150 SH DEFINED 01 02 03 3150
CENTURY ALUM CO COM 156431108 45 7300 SH DEFINED 01 02 03 7300
CENTURY BUSINESS SVCS INC COM 156490104 170 11700 SH DEFINED 01 02 03 11700
CENTURY COMMUNICATIONS CORP CL A 156503104 414 9000 SH DEFINED 01 02 03 9000
CENTURY SOUTH BKS INC COM 156683104 25 1100 SH DEFINED 01 02 03 1100
CENTURYTEL INC COM 156700106 3150 79250 SH DEFINED 01 02 03 79250
CEPHALON INC COM 156708109 139 8000 SH DEFINED 01 02 03 8000
CERIDIAN CORP COM 15677T106 33285 1018268 SH DEFINED 01 02 03 1018268
CERNER CORP COM 156782104 130 6200 SH DEFINED 01 02 03 6200
CHAMPION ENTERPRISES INC COM 158496109 195 10452 SH DEFINED 01 02 03 10452
CHAMPION INTL CORP COM 158525105 2313 48307 SH DEFINED 01 02 03 48307
CHAMPIONSHIP AUTO RACING TEAM COM 158711101 129 4300 SH DEFINED 01 02 03 4300
CHANCELLOR MEDIA CORP COM 158915108 33075 600000 SH DEFINED 01 02 03 600000
CHARTER ONE FINL INC COM 160903100 4126 148365 SH DEFINED 01 02 03 148365
CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 4 300 SH DEFINED 01 02 03 300
CHARMING SHOPPES INC COM 161133103 212 34800 SH DEFINED 01 02 03 34800
CHART INDS INC COM 16115Q100 2 200 SH DEFINED 01 02 03 200
CHARTWELL RE CORP COM 16139W109 4 200 SH DEFINED 01 02 03 200
CHASE INDS INC COM 161568100 30 3550 SH DEFINED 01 02 03 3550
CHASE MANHATTAN CORP NEW COM 16161A108 38098 439800 SH DEFINED 01 02 03 439800
CHATEAU CMNTYS INC COM 161726104 171 5700 SH DEFINED 01 02 03 5700
CHATTEM INC COM 162456107 48 1500 SH DEFINED 01 02 03 1500
CHECKFREE HLDGS CORP COM 162816102 300 10900 SH DEFINED 01 02 03 10900
CHECKPOINT SYS INC COM 162825103 106 11900 SH DEFINED 01 02 03 11900
CHEESECAKE FACTORY INC COM 163072101 192 6300 SH DEFINED 01 02 03 6300
CHELSEA GCA RLTY INC COM 163262108 156 4200 SH DEFINED 01 02 03 4200
CHEMED CORP COM 163596109 170 5100 SH DEFINED 01 02 03 5100
CHEMFIRST INC COM 16361A106 197 8100 SH DEFINED 01 02 03 8100
CHEMICAL FINL CORP COM 163731102 192 5512 SH DEFINED 01 02 03 5512
CHESAPEAKE CORP COM 165159104 965 25781 SH DEFINED 01 02 03 25781
CHESAPEAKE ENERGY CORP COM 165167107 65 22016 SH DEFINED 01 02 03 22016
CHEVRON CORPORATION COM 166751107 30418 319559 SH DEFINED 01 02 03 319559
CHICAGO TITLE CORP COM 168228104 114 3200 SH DEFINED 01 02 03 3200
CHILDRENS PL RETAIL STORES INC COM 168905107 109 2700 SH DEFINED 01 02 03 2700
CHOICE HOTELS INTL INC COM 169905106 198 10000 SH DEFINED 01 02 03 10000
CHIQUITA BRANDS INTL INC COM 170032106 131 14600 SH DEFINED 01 02 03 14600
CHIREX INC COM 170038103 3 100 SH DEFINED 01 02 03 100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CHIRON CORP COM 170040109 3506 168980 SH DEFINED 01 02 03 168980
CHITTENDEN CORP COM 170228100 428 13695 SH DEFINED 01 02 03 13695
CHOICEPOINT INC COM 170388102 309 4600 SH DEFINED 01 02 03 4600
CHRIS CRAFT INDS INC COM 170520100 1814 38495 SH DEFINED 01 02 03 38495
CHUBB CORP COM 171232101 5949 85603 SH DEFINED 01 02 03 85603
CHURCH & DWIGHT INC COM 171340102 914 21014 SH DEFINED 01 02 03 21014
CHURCHILL DOWNS INC COM 171484108 3 100 SH DEFINED 01 02 03 100
CILCORP INC COM 171794100 325 5200 SH DEFINED 01 02 03 5200
CINCINNATI BELL INC COM 171870108 3055 122500 SH DEFINED 01 02 03 122500
CINAR CORP SUB VTG SHS B 171905300 270 11000 SH DEFINED 01 02 03 11000
CINCINNATI FINL CORP COM 172062101 2655 70672 SH DEFINED 01 02 03 70672
CINERGY CORP COM 172474108 2587 80836 SH DEFINED 01 02 03 80836
CIRCLE INTL GROUP INC COM 172574105 81 3700 SH DEFINED 01 02 03 3700
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 43538 468151 SH DEFINED 01 02 03 468151
CISCO SYS INC COM 17275R102 170038 2636240 SH DEFINED 01 02 03 2636240
CIRRUS LOGIC CORP COM 172755100 639 72036 SH DEFINED 01 02 03 72036
CITATION CORP ALA COM 172895104 90 5600 SH DEFINED 01 02 03 5600
CINTAS CORP COM 172908105 6921 103006 SH DEFINED 01 02 03 103006
CITIGROUP INC COM 172967101 85876 1807914 SH DEFINED 01 02 03 1807914
CITIZENS BKG CORP MICH COM 174420109 209 6950 SH DEFINED 01 02 03 6950
CITRIX SYS INC COM 177376100 23657 418700 SH DEFINED 01 02 03 418700
CITY HLDG CO COM 177835105 75 2599 SH DEFINED 01 02 03 2599
CITY NATL CORP COM 178566105 1451 38755 SH DEFINED 01 02 03 38755
CLAIRE'S STORES INC COM 179584107 1612 62896 SH DEFINED 01 02 03 62896
CLARCOR INC COM 179895107 130 6750 SH DEFINED 01 02 03 6750
CLARIFY INC COM 180492100 231 5600 SH DEFINED 01 02 03 5600
CLAYTON HOMES INC COM 184190106 1483 129631 SH DEFINED 01 02 03 129631
CLEAR CHANNEL COMMUNICATIONS COM 184502102 37906 549863 SH DEFINED 01 02 03 549863
CLEVELAND CLIFFS INC COM 185896107 449 13857 SH DEFINED 01 02 03 13857
CLOROX CO DEL COM 189054109 10030 93904 SH DEFINED 01 02 03 93904
CLOSURE MED CORP COM 189093107 132 4400 SH DEFINED 01 02 03 4400
COACH USA INC COM 18975L106 13349 318300 SH DEFINED 01 02 03 318300
COACHMEN INDS INC COM 189873102 153 6600 SH DEFINED 01 02 03 6600
COAST FEDERAL LITIGATION TR RT 19034Q110 6 5200 SH DEFINED 01 02 03 5200
COASTAL CORP COM 190441105 4210 105262 SH DEFINED 01 02 03 105262
COCA COLA BOTTLING CO CONS COM 191098102 78 1400 SH DEFINED 01 02 03 1400
COCA COLA CO COM 191216100 78488 1255802 SH DEFINED 01 02 03 1255802
COCA COLA ENTERPRISES INC COM 191219104 5886 191420 SH DEFINED 01 02 03 191420
COGNEX CORP COM 192422103 9418 298400 SH DEFINED 01 02 03 298400
COHERENT INC COM 192479103 115 6200 SH DEFINED 01 02 03 6200
COHU INC COM 192576106 120 3400 SH DEFINED 01 02 03 3400
COINMACH LAUNDRY CORP COM 19259L101 25 2000 SH DEFINED 01 02 03 2000
COLDWATER CREEK INC COM 193068103 74 3800 SH DEFINED 01 02 03 3800
COLE NATIONAL CORP NEW CL A 193290103 4801 604800 SH DEFINED 01 02 03 604800
COLE KENNETH PRODTNS INC CL A 193294105 145 5200 SH DEFINED 01 02 03 5200
COLEMAN INC NEW COM 193559101 3 300 SH DEFINED 01 02 03 300
COLGATE PALMOLIVE CO COM 194162103 18439 186723 SH DEFINED 01 02 03 186723
COLLINS & AIKMAN CORP NEW COM 194830105 124 16200 SH DEFINED 01 02 03 16200
COLONIAL BANCGROUP INC COM 195493309 17 1200 SH DEFINED 01 02 03 1200
COLONIAL GAS CO COM 195674106 89 2400 SH DEFINED 01 02 03 2400
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COLONIAL PPTYS TR COM SH BEN INT 195872106 206 7300 SH DEFINED 01 02 03 7300
COLUMBIA ENERGY GROUP COM 197648108 3370 53763 SH DEFINED 01 02 03 53763
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 6987 306271 SH DEFINED 01 02 03 306271
COLUMBIA LABS INC COM 197779101 86 10000 SH DEFINED 01 02 03 10000
COLUMBUS MCKINNON CORP N Y COM 199333105 118 4900 SH DEFINED 01 02 03 4900
COMAIR HOLDINGS INC COM 199789108 1829 87900 SH DEFINED 01 02 03 87900
COMFORT SYS USA INC COM 199908104 175 9700 SH DEFINED 01 02 03 9700
COMCAST CORP CL A SPL 200300200 41731 1085680 SH DEFINED 01 02 03 1085680
COMDISCO INC COM 200336105 3544 138288 SH DEFINED 01 02 03 138288
COMERICA INC COM 200340107 4991 83975 SH DEFINED 01 02 03 83975
COMMERCE BANCORP INC NJ COM 200519106 339 7939 SH DEFINED 01 02 03 7939
COMMERCE GROUP INC MASS COM 200641108 139 5700 SH DEFINED 01 02 03 5700
COMMERCIAL FEDERAL CORPORATION COM 201647104 430 18544 SH DEFINED 01 02 03 18544
COMMERCIAL INTERTECH CORP COM 201709102 58 3650 SH DEFINED 01 02 03 3650
COMMERCIAL METALS CO COM 201723103 123 4333 SH DEFINED 01 02 03 4333
COMMERCIAL NET LEASE RLTY INC COM 202218103 171 13300 SH DEFINED 01 02 03 13300
COMMNET CELLULAR INC COM 202604203 202 7700 SH DEFINED 01 02 03 7700
COMMONWEALTH BANCORP INC COM 20268X102 151 8400 SH DEFINED 01 02 03 8400
COMMONWEALTH ENERGY SYS COM SH BEN INT 202800108 210 5000 SH DEFINED 01 02 03 5000
COMMONWEALTH INDS INC DEL COM 203004106 66 5300 SH DEFINED 01 02 03 5300
COMMONWEALTH TEL ENTERPRISES COM 203349105 160 3966 SH DEFINED 01 02 03 3966
COMMSCOPE INC COM 203372107 308 10001 SH DEFINED 01 02 03 10001
COMMUNITY BK SYS INC COM 203607106 5 200 SH DEFINED 01 02 03 200
COMMUNITY FIRST BANKSHARES INC COM 203902101 377 15800 SH DEFINED 01 02 03 15800
COMMUNITY TR BANCORP INC COM 204149108 53 2266 SH DEFINED 01 02 03 2266
COMPANHIA BRASILEIRA DE DISTRB ADR 20440T201 112 6000 SH DEFINED 01 02 03 6000
COMPAQ COMPUTER CORP COM 204493100 21434 904850 SH DEFINED 01 02 03 904850
COMPLETE BUSINESS SOLUTIONS COM 20452F107 63 3500 SH DEFINED 01 02 03 3500
COMPUCOM SYS INC COM 204780100 24 5800 SH DEFINED 01 02 03 5800
COMPUTER ASSOC INTL INC COM 204912109 41081 746934 SH DEFINED 01 02 03 746934
COMPUTER NETWORK TECHNOLOGY CP COM 204925101 71 3300 SH DEFINED 01 02 03 3300
COMPUSA INC COM 204932107 598 80400 SH DEFINED 01 02 03 80400
COMPUTER LEARNING CTRS INC COM 205199102 29 5800 SH DEFINED 01 02 03 5800
COMPUTER SCIENCES CORP COM 205363104 4762 68823 SH DEFINED 01 02 03 68823
COMPUTER TASK GROUP INC COM 205477102 104 6100 SH DEFINED 01 02 03 6100
COMPUWARE CORP COM 205638109 7120 223802 SH DEFINED 01 02 03 223802
COMSAT CORP COM SER 1 20564D107 1578 48542 SH DEFINED 01 02 03 48542
COMSTOCK RES INC COM NEW 205768203 22 6500 SH DEFINED 01 02 03 6500
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 4696 62200 SH DEFINED 01 02 03 62200
CONAGRA INC COM 205887102 6658 250058 SH DEFINED 01 02 03 250058
CONCENTRIC NETWORK CORP COM 20589R107 680 17100 SH DEFINED 01 02 03 17100
CONCENTRA MANAGED CARE INC COM 20589T103 1040 70229 SH DEFINED 01 02 03 70229
COMPUTER HORIZONS CORP COM 205908106 119 8625 SH DEFINED 01 02 03 8625
CONCORD COMMUNICATIONS INC COM 206186108 225 5000 SH DEFINED 01 02 03 5000
CONCORD EFS INC COM 206197105 11204 264800 SH DEFINED 01 02 03 264800
CONCUR TECHNOLOGIES INC COM 206708109 14 500 SH DEFINED 01 02 03 500
CONDOR TECHNOLOGY SOLUTIONS COM 206772105 30 6400 SH DEFINED 01 02 03 6400
CONE MLS CORP N C COM 206814105 38 6300 SH DEFINED 01 02 03 6300
CONECTIV INC COM 206829103 1757 71878 SH DEFINED 01 02 03 71878
CONMED CORP COM 207410101 119 3900 SH DEFINED 01 02 03 3900
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CONNECTICUT ENERGY CORP COM 207567108 100 2600 SH DEFINED 01 02 03 2600
CONNING CORP COM 208215103 85 5200 SH DEFINED 01 02 03 5200
CONSECO INC COM 208464107 8696 285710 SH DEFINED 01 02 03 285710
CONSOLIDATED EDISON INC COM 209115104 6104 134899 SH DEFINED 01 02 03 134899
CONSOLIDATED FREIGHTWAYS CORP COM 209232107 105 8200 SH DEFINED 01 02 03 8200
CONSOLIDATED GRAPHICS INC COM 209341106 145 2900 SH DEFINED 01 02 03 2900
CONSOLIDATED NAT GAS CO COM 209615103 4625 76136 SH DEFINED 01 02 03 76136
CONSOLIDATED PAPERS INC COM 209759109 2091 78170 SH DEFINED 01 02 03 78170
CONSOLIDATED PRODS INC COM 209798107 99 5500 SH DEFINED 01 02 03 5500
CONSOLIDATED STORES CORP COM 210149100 1582 58600 SH DEFINED 01 02 03 58600
CONSTELLATION ENERGY CORP COM 210371100 1161 39198 SH DEFINED 01 02 03 39198
CONTINENTAL AIRLS INC CL B 210795308 184 4900 SH DEFINED 01 02 03 4900
CONVERGYS CORP COM 212485106 2693 139900 SH DEFINED 01 02 03 139900
COOPER CAMERON CORP COM 216640102 111 3000 SH DEFINED 01 02 03 3000
COOPER COS INC COM NEW 216648402 87 3500 SH DEFINED 01 02 03 3500
COOPER INDS INC COM 216669101 3528 67854 SH DEFINED 01 02 03 67854
COOPER TIRE & RUBR CO COM 216831107 647 27400 SH DEFINED 01 02 03 27400
COORS ADOLPH CO CL B 217016104 1306 26378 SH DEFINED 01 02 03 26378
COPART INC COM 217204106 62 2900 SH DEFINED 01 02 03 2900
COR THERAPEUTICS INC COM 217753102 117 7900 SH DEFINED 01 02 03 7900
CORDANT TECHNOLOGIES INC COM 218412104 1479 32722 SH DEFINED 01 02 03 32722
CORN PRODS INTL INC COM 219023108 247 8100 SH DEFINED 01 02 03 8100
CORNERSTONE RLTY INCOME TR INC COM 21922V102 108 10000 SH DEFINED 01 02 03 10000
CORNING INC COM 219350105 9546 136135 SH DEFINED 01 02 03 136135
CORPORATE EXPRESS INC COM 219888104 183 26200 SH DEFINED 01 02 03 26200
CORT BUSINESS SVCS CORP COM 220493100 127 5300 SH DEFINED 01 02 03 5300
CORUS BANKSHARES INC COM 220873103 122 3850 SH DEFINED 01 02 03 3850
COSTCO COMPANIES INC COM 22160Q102 34163 426708 SH DEFINED 01 02 03 426708
COTELLIGENT INC COM 221630106 34 4300 SH DEFINED 01 02 03 4300
COULTER PHARMACEUTICAL INC COM 222116105 102 4500 SH DEFINED 01 02 03 4500
COUNTRYWIDE CR INDS INC DEL COM 222372104 2527 59108 SH DEFINED 01 02 03 59108
COUSINS PPTYS INC COM 222795106 226 6675 SH DEFINED 01 02 03 6675
COVAD COMMUNICATIONS GROUP INC COM 222814204 67 1250 SH DEFINED 01 02 03 1250
COVANCE INC COM 222816100 1968 82225 SH DEFINED 01 02 03 82225
COVENANT TRANS INC CL A 22284P105 2 100 SH DEFINED 01 02 03 100
COVENTRY HEALTH CARE INC COM 222862104 139 12700 SH DEFINED 01 02 03 12700
COX RADIO INC CL A 224051102 195 3600 SH DEFINED 01 02 03 3600
CRANE CO COM 224399105 28 881 SH DEFINED 01 02 03 881
CRAWFORD & CO CL B 224633107 148 9100 SH DEFINED 01 02 03 9100
CREDENCE SYS CORP COM 225302108 239 6450 SH DEFINED 01 02 03 6450
CREDIT ACCEP CORP MICH COM 225310101 56 9400 SH DEFINED 01 02 03 9400
CREDITRUST CORP COM 225429109 44 1600 SH DEFINED 01 02 03 1600
CRESCENT OPER INC COM 22575M100 1 100 SH DEFINED 01 02 03 100
CRIIMI MAE INC COM 226603108 18 8200 SH DEFINED 01 02 03 8200
CROMPTON & KNOWLES CORP COM 227111101 1266 64737 SH DEFINED 01 02 03 64737
CROSS TIMBERS OIL CO COM 227573102 122 8175 SH DEFINED 01 02 03 8175
CROWN AMERN RLTY TR SH BEN INT 228186102 47 6400 SH DEFINED 01 02 03 6400
CROWN CORK & SEAL INC COM 228255105 2106 73893 SH DEFINED 01 02 03 73893
CUBIC CORP COM 229669106 56 2300 SH DEFINED 01 02 03 2300
CULLEN FROST BANKERS INC COM 229899109 410 14880 SH DEFINED 01 02 03 14880
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CUMMINS ENGINE INC COM 231021106 1777 31100 SH DEFINED 01 02 03 31100
CURATIVE HEALTH SVCS INC COM 231264102 20 3600 SH DEFINED 01 02 03 3600
CYMER INC COM 232572107 228 9100 SH DEFINED 01 02 03 9100
CYPRESS SEMICONDUCTOR CORP COM 232806109 2089 126582 SH DEFINED 01 02 03 126582
CYPRUS AMAX MINERALS CO COM 232809103 760 50016 SH DEFINED 01 02 03 50016
CYTEC INDS INC COM 232820100 1280 40150 SH DEFINED 01 02 03 40150
CYTYC CORP COM 232946103 109 5600 SH DEFINED 01 02 03 5600
DII GROUP INC COM 232949107 235 6300 SH DEFINED 01 02 03 6300
DBT ONLINE INC COM 233044106 102 3100 SH DEFINED 01 02 03 3100
DPL INC COM 233293109 3133 170500 SH DEFINED 01 02 03 170500
D R HORTON INC COM 23331A109 155 9305 SH DEFINED 01 02 03 9305
DSP COMMUNICATIONS INC COM 23332K106 312 10800 SH DEFINED 01 02 03 10800
DT INDUSTRIES INC COM 23333J108 3 300 SH DEFINED 01 02 03 300
DTE ENERGY CO COM 233331107 3964 99093 SH DEFINED 01 02 03 99093
DVI INC COM 233343102 7 400 SH DEFINED 01 02 03 400
DAIN RAUSCHER CORP COM 233856103 238 4400 SH DEFINED 01 02 03 4400
DAISYTEK INTL CORP COM 234053106 70 4300 SH DEFINED 01 02 03 4300
DAL-TILE INTL INC COM 23426R108 150 13200 SH DEFINED 01 02 03 13200
DALLAS SEMICONDUCTOR CORP COM 235204104 323 6400 SH DEFINED 01 02 03 6400
DAN RIV INC GA CL A 235774106 44 6000 SH DEFINED 01 02 03 6000
DANA CORP COM 235811106 3277 71141 SH DEFINED 01 02 03 71141
DANAHER CORP DEL COM 235851102 3656 62900 SH DEFINED 01 02 03 62900
DARDEN RESTAURANTS INC COM 237194105 1559 71457 SH DEFINED 01 02 03 71457
DATA GEN CORP COM 237688106 226 15500 SH DEFINED 01 02 03 15500
DATA PROCESSING RES CORP COM 237823109 69 2900 SH DEFINED 01 02 03 2900
DATA TRANSMISSION NETWORK CORP COM 238017107 110 3900 SH DEFINED 01 02 03 3900
DATASCOPE CORP COM 238113104 157 4900 SH DEFINED 01 02 03 4900
DATASTREAM SYS INC COM 238124101 3 200 SH DEFINED 01 02 03 200
DAVOX CORP COM 239208101 37 3100 SH DEFINED 01 02 03 3100
DAY RUNNER INC COM 239545106 1 100 SH DEFINED 01 02 03 100
DAYTON HUDSON CORP COM 239753106 19019 292598 SH DEFINED 01 02 03 292598
DE BEERS CONS MINES LTD ADR DEFD 240253302 141 5900 SH DEFINED 01 02 03 5900
DEAN FOODS CO COM 242361103 1570 37782 SH DEFINED 01 02 03 37782
DECISIONONE HLDGS CORP COM 243458106 9 4900 SH DEFINED 01 02 03 4900
DEERE & CO COM 244199105 5626 141993 SH DEFINED 01 02 03 141993
DELCO REMY INTL INC CL A 246626105 3 300 SH DEFINED 01 02 03 300
DELL COMPUTER CORP COM 247025109 90495 2445822 SH DEFINED 01 02 03 2445822
DELPHI AUTOMOTIVE SYS CORP COM 247126105 4690 252652 SH DEFINED 01 02 03 252652
DELPHI FINL GROUP INC CL A 247131105 142 3947 SH DEFINED 01 02 03 3947
DELTA AIR LINES INC DEL COM 247361108 4298 74580 SH DEFINED 01 02 03 74580
DELTIC TIMBER CORP COM 247850100 113 4200 SH DEFINED 01 02 03 4200
DELTA FINANCIAL CORP COM 247918105 22 3400 SH DEFINED 01 02 03 3400
DELUXE CORP COM 248019101 2293 58890 SH DEFINED 01 02 03 58890
DENDRITE INTL INC COM 248239105 145 4000 SH DEFINED 01 02 03 4000
DENTSPLY INTL INC NEW COM 249030107 1341 47900 SH DEFINED 01 02 03 47900
DEPARTMENT 56 INC COM 249509100 132 4900 SH DEFINED 01 02 03 4900
DETROIT DIESEL CORP COM 250837101 59 2400 SH DEFINED 01 02 03 2400
DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 259 15600 SH DEFINED 01 02 03 15600
DEVON ENERGY CORP COM 251799102 458 12800 SH DEFINED 01 02 03 12800
DEVRY INC DEL COM 251893103 322 14400 SH DEFINED 01 02 03 14400
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DEXTER CORP COM 252165105 1056 25868 SH DEFINED 01 02 03 25868
DIAGNOSTIC PRODS CORP COM 252450101 88 3200 SH DEFINED 01 02 03 3200
DIAL CORP NEW COM 25247D101 5567 149700 SH DEFINED 01 02 03 149700
DIALOGIC CORP COM 252499108 114 2600 SH DEFINED 01 02 03 2600
DIAMOND MULTIMEDIA SYS INC COM 252714100 59 14200 SH DEFINED 01 02 03 14200
DIAMOND TECHNOLOGY PARTNERS CL A 252762109 152 6800 SH DEFINED 01 02 03 6800
DIEBOLD INC COM 253651103 1850 64351 SH DEFINED 01 02 03 64351
DIGITAL MICROWAVE CORP COM 253859102 170 13300 SH DEFINED 01 02 03 13300
DIME CMNTY BANCSHARES COM 253922108 128 5500 SH DEFINED 01 02 03 5500
DILLARDS INC CL A 254067101 1757 50030 SH DEFINED 01 02 03 50030
DIME BANCORP INC NEW COM 25429Q102 2091 103900 SH DEFINED 01 02 03 103900
DIMON INC COM 254394109 68 13100 SH DEFINED 01 02 03 13100
DIONEX CORP COM 254546104 292 7200 SH DEFINED 01 02 03 7200
DISCOUNT AUTO PTS INC COM 254642101 97 4000 SH DEFINED 01 02 03 4000
DISNEY WALT CO COM 254687106 31702 1028884 SH DEFINED 01 02 03 1028884
DISPATCH MGMT SVCS CORP COM 254927106 0 100 SH DEFINED 01 02 03 100
DOCUMENTUM INC COM 256159104 50 3800 SH DEFINED 01 02 03 3800
DOLE FOOD INC COM 256605106 1560 53109 SH DEFINED 01 02 03 53109
DOLLAR GEN CORP COM 256669102 3279 113085 SH DEFINED 01 02 03 113085
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 14 600 SH DEFINED 01 02 03 600
DOLLAR TREE STORES INC COM 256747106 2600 59100 SH DEFINED 01 02 03 59100
DOMINION RES INC VA COM 257470104 5148 118858 SH DEFINED 01 02 03 118858
DONALDSON INC COM 257651109 1209 49336 SH DEFINED 01 02 03 49336
DONALDSON LUFKIN & JENRETTE NW COM DLJ 257661108 102 1700 SH DEFINED 01 02 03 1700
DONNA KARAN INTL INC COM 257826107 3 300 SH DEFINED 01 02 03 300
DONNELLEY R R & SONS CO COM 257867101 3269 88196 SH DEFINED 01 02 03 88196
DORAL FINL CORP COM 25811P100 138 8000 SH DEFINED 01 02 03 8000
DOUBLECLICK INC COM 258609304 642 7000 SH DEFINED 01 02 03 7000
DOVER CORP COM 260003108 4150 118565 SH DEFINED 01 02 03 118565
DOVER DOWNS ENTMT INC COM 260086103 4 200 SH DEFINED 01 02 03 200
DOW CHEM CO COM 260543103 13502 106419 SH DEFINED 01 02 03 106419
DOW JONES & CO INC COM 260561105 2355 44377 SH DEFINED 01 02 03 44377
DOWNEY FINL CORP COM 261018105 124 5655 SH DEFINED 01 02 03 5655
DRESS BARN INC COM 261570105 104 6500 SH DEFINED 01 02 03 6500
DREYERS GRAND ICE CREAM INC COM 261878102 507 33536 SH DEFINED 01 02 03 33536
DRIL-QUIP INC COM 262037104 64 2800 SH DEFINED 01 02 03 2800
DRKOOP COM INC COM 262098106 11 700 SH DEFINED 01 02 03 700
DU PONT E I DE NEMOURS & CO COM 263534109 34085 498962 SH DEFINED 01 02 03 498962
DUANE READE INC COM 263578106 123 4000 SH DEFINED 01 02 03 4000
DUKE ENERGY CORP COM 264399106 9252 170155 SH DEFINED 01 02 03 170155
DUN & BRADSTREET CORP DEL COM 26483B106 3656 103158 SH DEFINED 01 02 03 103158
DURA PHARMACEUTICALS INC COM 26632S109 127 10600 SH DEFINED 01 02 03 10600
DYCOM INDS INC COM 267475101 216 3850 SH DEFINED 01 02 03 3850
DYNEX CAP INC COM 26817Q100 36 18200 SH DEFINED 01 02 03 18200
ECI TELECOM LTD ORD 268258100 265 7995 SH DEFINED 01 02 03 7995
EEX CORP COM NEW 26842V207 67 9633 SH DEFINED 01 02 03 9633
EG & G INC COM 268457108 1057 29658 SH DEFINED 01 02 03 29658
E M C CORP MASS COM 268648102 88996 1618110 SH DEFINED 01 02 03 1618110
ENSCO INTL INC COM 26874Q100 2664 133600 SH DEFINED 01 02 03 133600
E SPIRE COMMUNICATIONS INC COM 269153102 156 14800 SH DEFINED 01 02 03 14800
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ETEC SYS INC COM 26922C103 176 5300 SH DEFINED 01 02 03 5300
E TOWN COM 269242103 101 2200 SH DEFINED 01 02 03 2200
E TRADE GROUP INC COM 269246104 10376 259800 SH DEFINED 01 02 03 259800
EAGLE GEOPHYSICAL INC COM 269524104 0 37 SH DEFINED 01 02 03 37
EAGLE USA AIRFREIGHT INC COM 270018104 119 2800 SH DEFINED 01 02 03 2800
EARTHGRAINS CO COM 270319106 328 12700 SH DEFINED 01 02 03 12700
EARTHSHELL CORP COM 27032B100 70 10000 SH DEFINED 01 02 03 10000
EARTHLINK NETWORK INC COM 270322100 264 4300 SH DEFINED 01 02 03 4300
EASTERN ENTERPRISES COM 27637F100 383 9632 SH DEFINED 01 02 03 9632
EASTERN UTILS ASSOC COM 277173100 157 5400 SH DEFINED 01 02 03 5400
EASTGROUP PPTY INC COM 277276101 94 4700 SH DEFINED 01 02 03 4700
EASTMAN CHEM CO COM 277432100 2434 47025 SH DEFINED 01 02 03 47025
EASTMAN KODAK CO COM 277461109 13291 196184 SH DEFINED 01 02 03 196184
EATON CORP COM 278058102 3761 40878 SH DEFINED 01 02 03 40878
EATON VANCE CORP COM NON VTG 278265103 255 7400 SH DEFINED 01 02 03 7400
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 430 2800 SH DEFINED 01 02 03 2800
ECOLAB INC COM 278865100 2661 60990 SH DEFINED 01 02 03 60990
EDISON INTL COM 281020107 4692 175417 SH DEFINED 01 02 03 175417
EDUCATION MGMT CORP COM 28139T101 261 12600 SH DEFINED 01 02 03 12600
EDWARDS AG INC COM 281760108 2816 87314 SH DEFINED 01 02 03 87314
EL PASO ELEC CO COM NEW 283677854 135 15100 SH DEFINED 01 02 03 15100
EL PASO ENERGY CORP DEL COM 283905107 4075 115801 SH DEFINED 01 02 03 115801
ELCOR CORP COM 284443108 151 3450 SH DEFINED 01 02 03 3450
ELECTRIC LIGHTWAVE INC CL A 284895109 3 200 SH DEFINED 01 02 03 200
ELECTRO RENT CORP COM 285218103 69 6450 SH DEFINED 01 02 03 6450
ELECTRO SCIENTIFIC INDS COM 285229100 121 2900 SH DEFINED 01 02 03 2900
ELECTROGLAS INC COM 285324109 162 8100 SH DEFINED 01 02 03 8100
ELECTRONIC ARTS INC COM 285512109 6119 112800 SH DEFINED 01 02 03 112800
ELECTRONIC DATA SYS NEW COM 285661104 13967 246935 SH DEFINED 01 02 03 246935
ELECTRONICS FOR IMAGING INC COM 286082102 22477 437500 SH DEFINED 01 02 03 437500
EMBRATEL PARTICIPACOES S A SPONS ADR PFD 29081N100 47 3400 SH DEFINED 01 02 03 3400
EMERSON ELEC CO COM 291011104 16580 263704 SH DEFINED 01 02 03 263704
EMMIS COMMUNICATIONS CORP CL A 291525103 202 4100 SH DEFINED 01 02 03 4100
EMPIRE DIST ELEC CO COM 291641108 122 4700 SH DEFINED 01 02 03 4700
ENCORE WIRE CORP COM 292562105 2 200 SH DEFINED 01 02 03 200
ENERGEN CORP COM 29265N108 132 7100 SH DEFINED 01 02 03 7100
ENERGY EAST CORP COM 29266M109 2892 111242 SH DEFINED 01 02 03 111242
ENGELHARD CORP COM 292845104 1760 77786 SH DEFINED 01 02 03 77786
ENGINEERING ANIMATION INC COM 292872108 25 1200 SH DEFINED 01 02 03 1200
ENESCO GROUP INC COM 292973104 429 18564 SH DEFINED 01 02 03 18564
ENHANCE FINL SVCS GROUP INC COM 293310108 134 6800 SH DEFINED 01 02 03 6800
ENRON CORP COM 293561106 12364 151247 SH DEFINED 01 02 03 151247
ENTERCOM COMMUNICATIONS CORP CL A 293639100 111 2600 SH DEFINED 01 02 03 2600
ENTERGY CORP NEW COM 29364G103 4470 143027 SH DEFINED 01 02 03 143027
ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 7 400 SH DEFINED 01 02 03 400
ENZO BIOCHEM INC COM 294100102 78 7875 SH DEFINED 01 02 03 7875
EPICOR SOFTWARE CORP COM 29426L108 48 6457 SH DEFINED 01 02 03 6457
EQUIFAX INC COM 294429105 14227 398655 SH DEFINED 01 02 03 398655
EQUITABLE COS INC COM 29444G107 7 100 SH DEFINED 01 02 03 100
EQUITABLE RES INC COM 294549100 378 10000 SH DEFINED 01 02 03 10000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EQUITY INNS INC COM 294703103 124 13400 SH DEFINED 01 02 03 13400
ERICSSON L M TEL CO ADR CL B SEK10 294821400 260 7900 SH DEFINED 01 02 03 7900
ESSEX PPTY TR INC COM 297178105 145 4100 SH DEFINED 01 02 03 4100
ESTERLINE TECHNOLOGIES CORP COM 297425100 102 7100 SH DEFINED 01 02 03 7100
ETHYL CORP COM 297659104 459 76500 SH DEFINED 01 02 03 76500
ETOYS INC COM 297862104 21 525 SH DEFINED 01 02 03 525
EVANS & SUTHERLAND COMPUTER CP COM 299096107 34 2600 SH DEFINED 01 02 03 2600
EVEREN CAPITAL CORP COM 299761106 155 5200 SH DEFINED 01 02 03 5200
EVEREST REINS HLDGS INC COM 299808105 1657 50800 SH DEFINED 01 02 03 50800
EXAR CORP COM 300645108 74 3000 SH DEFINED 01 02 03 3000
EXCEL SWITCHING CORP COM 30067V108 81 2700 SH DEFINED 01 02 03 2700
EXCHANGE APPLICATIONS COM 300867108 134 3300 SH DEFINED 01 02 03 3300
EXECUTIVE RISK INC COM 301586103 247 2900 SH DEFINED 01 02 03 2900
EXIDE CORP COM 302051107 74 5000 SH DEFINED 01 02 03 5000
EXODUS COMMUNICATIONS INC COM 302088109 1055 8800 SH DEFINED 01 02 03 8800
EXPEDITORS INTL WASH INC COM 302130109 343 12600 SH DEFINED 01 02 03 12600
EXPRESS SCRIPTS INC CL A 302182100 554 9200 SH DEFINED 01 02 03 9200
EXTENDED STAY AMER INC COM 30224P101 14592 1216000 SH DEFINED 01 02 03 1216000
EXXON CORP COM 302290101 88673 1149728 SH DEFINED 01 02 03 1149728
F&M BANCORP MD COM 302367107 7 200 SH DEFINED 01 02 03 200
F & M BANCORPORATION INC COM 302371109 116 3060 SH DEFINED 01 02 03 3060
F & M NATL CORP COM 302374103 287 8642 SH DEFINED 01 02 03 8642
FBL FINL GROUP INC CL A 30239F106 166 8500 SH DEFINED 01 02 03 8500
F M C CORP COM NEW 302491303 1161 17000 SH DEFINED 01 02 03 17000
FNB CORP PA COM 302520101 165 6100 SH DEFINED 01 02 03 6100
FNB FINANCIAL SERVICES CORP COM 302526108 15 1000 SH DEFINED 01 02 03 1000
FPIC INS GROUP INC COM 302563101 68 1400 SH DEFINED 01 02 03 1400
FPL GROUP INC COM 302571104 8602 157470 SH DEFINED 01 02 03 157470
FSI INTL INC COM 302633102 54 6500 SH DEFINED 01 02 03 6500
F Y I INC COM 302712104 47 1500 SH DEFINED 01 02 03 1500
FACTSET RESH SYS INC COM 303075105 91 1600 SH DEFINED 01 02 03 1600
FAIR ISAAC & CO INC COM 303250104 130 3700 SH DEFINED 01 02 03 3700
FAIRCHILD CORP CL A 303698104 74 5802 SH DEFINED 01 02 03 5802
FAIRFIELD CMNTYS INC COM PAR $0.01 304231301 192 11900 SH DEFINED 01 02 03 11900
FAMILY DLR STORES INC COM 307000109 3759 156620 SH DEFINED 01 02 03 156620
FAMILY GOLF CTRS INC COM 30701A106 45 5800 SH DEFINED 01 02 03 5800
FARMER BROS CO COM 307675108 15 75 SH DEFINED 01 02 03 75
FARMERS CAP BK CORP COM 309562106 99 2800 SH DEFINED 01 02 03 2800
FASTENAL CO COM 311900104 2449 46700 SH DEFINED 01 02 03 46700
FDX CORP COM 31304N107 8074 148830 SH DEFINED 01 02 03 148830
FEDDERS CORP COM 313135105 98 14600 SH DEFINED 01 02 03 14600
FEDERAL HOME LN MTG CORP COM 313400301 51659 890677 SH DEFINED 01 02 03 890677
FEDERAL MOGUL CORP COM 313549107 3056 58773 SH DEFINED 01 02 03 58773
FEDERAL NATL MTG ASSN COM 313586109 55012 804559 SH DEFINED 01 02 03 804559
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 245 10700 SH DEFINED 01 02 03 10700
FEDERAL SIGNAL CORP COM 313855108 1091 51504 SH DEFINED 01 02 03 51504
FEDERATED DEPT STORES INC DEL COM 31410H101 5394 101889 SH DEFINED 01 02 03 101889
FELCOR LODGING TR INC COM 31430F101 357 17181 SH DEFINED 01 02 03 17181
FERRO CORP COM 315405100 1278 46470 SH DEFINED 01 02 03 46470
FIDELITY NATL CORP GA COM 316320100 78 8400 SH DEFINED 01 02 03 8400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FIDELITY NATL FINL INC COM 316326107 138 6560 SH DEFINED 01 02 03 6560
FIFTH THIRD BANCORP COM 316773100 13652 205105 SH DEFINED 01 02 03 205105
FILENET CORP COM 316869106 105 9200 SH DEFINED 01 02 03 9200
FINANCIAL FED CORP COM 317492106 154 7000 SH DEFINED 01 02 03 7000
FINISH LINE INC CL A 317923100 89 7900 SH DEFINED 01 02 03 7900
FINOVA GROUP INC COM 317928109 5384 102300 SH DEFINED 01 02 03 102300
FIRST AMERN FINL CORP COM 318522307 239 13358 SH DEFINED 01 02 03 13358
FIRST BANCORP P R COM 318672102 147 6500 SH DEFINED 01 02 03 6500
FIRST CHARTER CORP COM 319439105 57 2300 SH DEFINED 01 02 03 2300
FIRST CTZNS BANCSHARES INC N C CL A 31946M103 141 1750 SH DEFINED 01 02 03 1750
FIRST COMMERCE BANCSHARES INC CL B 319777207 124 5200 SH DEFINED 01 02 03 5200
FIRST COMWLTH FINL CORP PA COM 319829107 148 6200 SH DEFINED 01 02 03 6200
FIRST CONSULTING GROUP INC COM 31986R103 46 4300 SH DEFINED 01 02 03 4300
FIRST FED CAP CORP COM 319960100 4 300 SH DEFINED 01 02 03 300
FIRST DATA CORP COM 319963104 92789 1896080 SH DEFINED 01 02 03 1896080
FIRST FINL BANKSHARES COM 32020R109 77 2420 SH DEFINED 01 02 03 2420
FIRST FINL BANCORP OH COM 320209109 166 7328 SH DEFINED 01 02 03 7328
FIRST FINL CORP IND COM 320218100 103 2731 SH DEFINED 01 02 03 2731
FIRST FINL HLDGS INC COM 320239106 116 6200 SH DEFINED 01 02 03 6200
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 274 10000 SH DEFINED 01 02 03 10000
FIRST IND CORP COM 32054R108 86 4000 SH DEFINED 01 02 03 4000
FIRST LIBERTY FINL CORP COM 320691108 38 1200 SH DEFINED 01 02 03 1200
FIRST MERCHANTS CORP COM 320817109 134 5650 SH DEFINED 01 02 03 5650
FIRST MIDWEST BANCORP DEL COM 320867104 337 8468 SH DEFINED 01 02 03 8468
FIRST HEALTH GROUP CORP COM 320960107 1179 54672 SH DEFINED 01 02 03 54672
FIRST SIERRA FINANCIAL INC COM 335944104 100 4000 SH DEFINED 01 02 03 4000
FIRST REP BK SAN FRANCISCO COM 336158100 6 200 SH DEFINED 01 02 03 200
FIRST SEC CORP DEL COM 336294103 4616 169411 SH DEFINED 01 02 03 169411
FIRST SENTINEL BANCORP INC COM 33640T103 75 8413 SH DEFINED 01 02 03 8413
1ST SOURCE CORP COM 336901103 169 5280 SH DEFINED 01 02 03 5280
FIRST TENN NATL CORP COM 337162101 4410 115104 SH DEFINED 01 02 03 115104
FIRST UN CORP COM 337358105 30336 645449 SH DEFINED 01 02 03 645449
FIRST UN REAL EST EQ&MTG INVTS SH BEN INT 337400105 33 7420 SH DEFINED 01 02 03 7420
FIRST UTD BANCSHARES INC ARK COM 33741E104 117 6300 SH DEFINED 01 02 03 6300
FIRST VA BANKS INC COM 337477103 2145 43662 SH DEFINED 01 02 03 43662
FIRST WASH BANCORP INC WASH COM 33748T104 8 400 SH DEFINED 01 02 03 400
FIRST WESTERN BANCORP INC COM 337505101 185 5508 SH DEFINED 01 02 03 5508
FIRSTAR CORP NEW WIS COM 33763V109 10614 379083 SH DEFINED 01 02 03 379083
FISERV INC COM 337738108 3803 121444 SH DEFINED 01 02 03 121444
FIRSTFED FINL CORP COM 337907109 185 9600 SH DEFINED 01 02 03 9600
FIRSTENERGY CORP COM 337932107 2738 88326 SH DEFINED 01 02 03 88326
FISHER SCIENTIFIC INTL INC COM NEW 338032204 214 9600 SH DEFINED 01 02 03 9600
FLEET FINL GROUP INC NEW COM 338915101 12845 289473 SH DEFINED 01 02 03 289473
FLEETWOOD ENTERPRISES INC COM 339099103 687 25987 SH DEFINED 01 02 03 25987
FLEMING COS INC COM 339130106 179 15400 SH DEFINED 01 02 03 15400
FLORIDA EAST COAST INDS COM 340632108 204 4600 SH DEFINED 01 02 03 4600
FLORIDA PANTHERS HLDGS INC CL A 341064103 104 9700 SH DEFINED 01 02 03 9700
FLORIDA PROGRESS CORP COM 341109106 1851 44800 SH DEFINED 01 02 03 44800
FLORIDA ROCK INDS INC COM 341140101 168 3700 SH DEFINED 01 02 03 3700
FLOWERS INDS INC COM 343496105 1943 89604 SH DEFINED 01 02 03 89604
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FLOWSERVE CORP COM 34354P105 928 49018 SH DEFINED 01 02 03 49018
FLUOR CORP COM 343861100 1345 33203 SH DEFINED 01 02 03 33203
FOAMEX INTL INC COM 344123104 27 4900 SH DEFINED 01 02 03 4900
FOOD LION INC CL B 344775101 221 19100 SH DEFINED 01 02 03 19100
FOODMAKER INC NEW COM NEW 344839204 309 10900 SH DEFINED 01 02 03 10900
FOOTSTAR INC COM 344912100 249 6700 SH DEFINED 01 02 03 6700
FORD MTR CO DEL COM 345370100 30282 536556 SH DEFINED 01 02 03 536556
FOREMOST CORP OF AMER COM 345469100 108 4900 SH DEFINED 01 02 03 4900
FOREST CITY ENTERPRISES INC CL A 345550107 120 4300 SH DEFINED 01 02 03 4300
FOREST LABS INC CL A 345838106 3556 76882 SH DEFINED 01 02 03 76882
FOREST OIL CORP COM NEW 346091606 102 8100 SH DEFINED 01 02 03 8100
FORT JAMES CORP COM 347471104 4585 121057 SH DEFINED 01 02 03 121057
FORTUNE BRANDS INC COM 349631101 3772 91157 SH DEFINED 01 02 03 91157
FOSSIL INC COM 349882100 152 3150 SH DEFINED 01 02 03 3150
FOSTER WHEELER CORP COM 350244109 897 63504 SH DEFINED 01 02 03 63504
FOUNDATION HEALTH SYS INC COM 350404109 1621 108049 SH DEFINED 01 02 03 108049
FOX ENTMT GROUP INC CL A 35138T107 19619 728300 SH DEFINED 01 02 03 728300
FRANCHISE FIN CORP AMER COM 351807102 392 17800 SH DEFINED 01 02 03 17800
FRANCHISE MORTGAGE ACCEPTANCE COM 35181D108 36 4100 SH DEFINED 01 02 03 4100
FRANKLIN COVEY CO COM 353469109 42 5700 SH DEFINED 01 02 03 5700
FRANKLIN ELEC INC COM 353514102 72 1100 SH DEFINED 01 02 03 1100
FRANKLIN RES INC COM 354613101 18299 450436 SH DEFINED 01 02 03 450436
FREEDOM SECS CORP COM 35644K103 3 200 SH DEFINED 01 02 03 200
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 950 52953 SH DEFINED 01 02 03 52953
FREMONT GEN CORP COM 357288109 79 4200 SH DEFINED 01 02 03 4200
FRENCH FRAGRANCES INC COM 357658103 1 200 SH DEFINED 01 02 03 200
FRIEDE GOLDMAN INTERNATIONAL COM 358430106 1 100 SH DEFINED 01 02 03 100
FRIEDMAN BILLINGS RAMSEY GROUP CL A 358433100 103 8700 SH DEFINED 01 02 03 8700
FRIEDMANS INC CL A 358438109 44 5100 SH DEFINED 01 02 03 5100
FRITZ COS INC COM 358846103 4 400 SH DEFINED 01 02 03 400
FRONTIER CORPORATION COM 35906P105 5704 96678 SH DEFINED 01 02 03 96678
FRONTIER FINL CORP WASH COM 35907K105 54 2200 SH DEFINED 01 02 03 2200
FRONTIER INS GROUP INC NEW COM 359081106 139 9017 SH DEFINED 01 02 03 9017
FRONTIER OIL CORP COM 35914P105 2 300 SH DEFINED 01 02 03 300
FUISZ TECHNOLOGIES LTD COM 359536109 24 7200 SH DEFINED 01 02 03 7200
FULLER H B CO COM 359694106 1023 14964 SH DEFINED 01 02 03 14964
FURNITURE BRANDS INTL INC COM 360921100 1360 48800 SH DEFINED 01 02 03 48800
FURON CO COM 361106107 106 5600 SH DEFINED 01 02 03 5600
G & K SVCS INC CL A 361268105 521 9950 SH DEFINED 01 02 03 9950
GATX CORP COM 361448103 1691 44424 SH DEFINED 01 02 03 44424
GBC BANCORP CALIF COM 361475106 124 6100 SH DEFINED 01 02 03 6100
GC COS INC COM 36155Q109 68 1900 SH DEFINED 01 02 03 1900
GPU INC COM 36225X100 1605 38054 SH DEFINED 01 02 03 38054
GTE CORP COM 362320103 44184 583287 SH DEFINED 01 02 03 583287
GT INTERACTIVE SOFTWARE CORP COM 36236E109 27 7600 SH DEFINED 01 02 03 7600
GABELLI ASSET MGMT INC CL A 36239Y102 41 2600 SH DEFINED 01 02 03 2600
GABLES RESIDENTIAL TR SH BEN INT 362418105 169 7000 SH DEFINED 01 02 03 7000
GADZOOKS INC COM 362553109 48 3000 SH DEFINED 01 02 03 3000
GALEY & LORD INC COM 36352K103 1 300 SH DEFINED 01 02 03 300
GALILEO INTERNATIONAL INC COM 363547100 29123 545000 SH DEFINED 01 02 03 545000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GALLAGHER ARTHUR J & CO COM 363576109 228 4600 SH DEFINED 01 02 03 4600
GANNETT INC COM 364730101 10643 149119 SH DEFINED 01 02 03 149119
GAP INC DEL COM 364760108 22994 456461 SH DEFINED 01 02 03 456461
GARDEN RIDGE CORP COM 36541P104 28 5950 SH DEFINED 01 02 03 5950
GARDNER DENVER INC COM 365558105 84 5200 SH DEFINED 01 02 03 5200
GARTNER GROUP INC NEW COM 366651107 31992 1560600 SH DEFINED 01 02 03 1560600
GASONICS INTL CORP COM 367278108 70 5000 SH DEFINED 01 02 03 5000
GATEWAY INC COM 367626108 4364 73970 SH DEFINED 01 02 03 73970
GAYLORD ENTMT CO NEW COM 367905106 132 4400 SH DEFINED 01 02 03 4400
GAYLORD CONTAINER CORP CL A 368145108 106 13300 SH DEFINED 01 02 03 13300
GELTEX PHARMACEUTICALS INC COM 368538104 83 4600 SH DEFINED 01 02 03 4600
GENCORP INC COM 368682100 1057 41880 SH DEFINED 01 02 03 41880
GENERAL BINDING CORP COM 369154109 30 1275 SH DEFINED 01 02 03 1275
GENERAL CABLE CORP DEL NEW COM 369300108 126 7900 SH DEFINED 01 02 03 7900
GENERAL CIGAR HLDGS INC CL A 36933P100 48 6101 SH DEFINED 01 02 03 6101
GENERAL CHEM GROUP INC COM 369332101 38 12100 SH DEFINED 01 02 03 12100
GENERAL COMMUNICATION INC CL A 369385109 118 17400 SH DEFINED 01 02 03 17400
GENERAL DYNAMICS CORP COM 369550108 4351 63514 SH DEFINED 01 02 03 63514
GENERAL ELEC CO COM 369604103 172438 1526002 SH DEFINED 01 02 03 1526002
GENERAL GROWTH PPTYS INC COM 370021107 337 9500 SH DEFINED 01 02 03 9500
GENERAL INSTR CORP DEL COM 370120107 22194 522200 SH DEFINED 01 02 03 522200
GENERAL MAGIC INC COM 370253106 31 8900 SH DEFINED 01 02 03 8900
GENERAL MLS INC COM 370334104 7116 88530 SH DEFINED 01 02 03 88530
GENERAL MTRS CORP COM 370442105 19172 290478 SH DEFINED 01 02 03 290478
GENERAL MTRS CORP CL H NEW 370442832 518 9200 SH DEFINED 01 02 03 9200
GENERAL NUTRITION COS INC COM 37047F103 6514 279400 SH DEFINED 01 02 03 279400
GENERAL SEMICONDUCTOR INC COM 370787103 4 400 SH DEFINED 01 02 03 400
GENESCO INC COM 371532102 103 7100 SH DEFINED 01 02 03 7100
GENTEX CORP COM 371901109 526 18800 SH DEFINED 01 02 03 18800
GENESIS HEALTH VENTURES INC COM 371912106 36 11900 SH DEFINED 01 02 03 11900
GENRAD INC COM 372447102 158 7600 SH DEFINED 01 02 03 7600
GENTEK INC COM 37245X104 179 12900 SH DEFINED 01 02 03 12900
GEON CO COM 37246W105 355 11000 SH DEFINED 01 02 03 11000
GENUINE PARTS CO COM 372460105 3663 104654 SH DEFINED 01 02 03 104654
GENZYME CORP COM GENL DIV 372917104 5036 103842 SH DEFINED 01 02 03 103842
GENZYME CORP COM-MOLECULAR 372917500 0 54 SH DEFINED 01 02 03 54
GEORGIA GULF CORP COM PAR $0.01 373200203 704 41733 SH DEFINED 01 02 03 41733
GEORGIA PAC CORP COM GA PAC GRP 373298108 4134 87266 SH DEFINED 01 02 03 87266
GEORGIA PAC CORP COM-TIMBER GRP 373298702 1980 78400 SH DEFINED 01 02 03 78400
GERBER SCIENTIFIC INC COM 373730100 154 7000 SH DEFINED 01 02 03 7000
GETTY IMAGES INC COM 374276103 145 7700 SH DEFINED 01 02 03 7700
GETTY RLTY CORP NEW COM 374297109 45 3100 SH DEFINED 01 02 03 3100
GIANT CEMENT HLDG INC COM 374450104 71 3100 SH DEFINED 01 02 03 3100
GIBRALTAR STL CORP COM 37476F103 59 2400 SH DEFINED 01 02 03 2400
GIBSON GREETINGS INC COM 374827103 29 4600 SH DEFINED 01 02 03 4600
GILEAD SCIENCES INC COM 375558103 1881 36000 SH DEFINED 01 02 03 36000
GILLETTE CO COM 375766102 23070 562689 SH DEFINED 01 02 03 562689
GLATFELTER P H CO COM 377316104 655 44800 SH DEFINED 01 02 03 44800
GLEASON CORP COM 377339106 55 3300 SH DEFINED 01 02 03 3300
GLENAYRE TECHNOLOGIES INC COM 377899109 60 16800 SH DEFINED 01 02 03 16800
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GLENBOROUGH RLTY TR INC COM 37803P105 152 8700 SH DEFINED 01 02 03 8700
GLIMCHER RLTY TR SH BEN INT 379302102 109 6700 SH DEFINED 01 02 03 6700
GLOBAL INDL TECHNOLOGIES INC COM 379335102 74 6100 SH DEFINED 01 02 03 6100
GLOBAL MARINE INC COM 379352404 2364 153115 SH DEFINED 01 02 03 153115
GOLDEN WEST FINL CORP DEL COM 381317106 2716 27715 SH DEFINED 01 02 03 27715
GOLDMAN SACHS GROUP INC COM 38141G104 4740 65600 SH DEFINED 01 02 03 65600
GOLF TR AMER INC COM 38168B103 7 300 SH DEFINED 01 02 03 300
GOODRICH B F CO COM 382388106 767 18042 SH DEFINED 01 02 03 18042
GOODYEAR TIRE & RUBR CO COM 382550101 4462 75876 SH DEFINED 01 02 03 75876
GOODYS FAMILY CLOTHING INC COM 382588101 39 3400 SH DEFINED 01 02 03 3400
GRACE W R & CO DEL NEW COM 38388F108 994 54100 SH DEFINED 01 02 03 54100
GRACO INC COM 384109104 166 5650 SH DEFINED 01 02 03 5650
GRAINGER W W INC COM 384802104 2769 51459 SH DEFINED 01 02 03 51459
GRAND PREMIER FINL INC COM 386174106 4 330 SH DEFINED 01 02 03 330
GRANITE CONSTR INC COM 387328107 925 31556 SH DEFINED 01 02 03 31556
GREAT ATLANTIC & PAC TEA INC COM 390064103 795 23500 SH DEFINED 01 02 03 23500
GREAT LAKES CHEM CORP COM 390568103 1264 27431 SH DEFINED 01 02 03 27431
GREAT LAKES REIT INC COM 390752103 16 1000 SH DEFINED 01 02 03 1000
GREAT PLAINS SOFTWARE COM 39119E105 6021 127600 SH DEFINED 01 02 03 127600
GREATER BAY BANCORP COM 391648102 3 100 SH DEFINED 01 02 03 100
GREENPOINT FINL CORP COM 395384100 3147 95900 SH DEFINED 01 02 03 95900
GREIF BROS CORP CL A 397624107 135 5300 SH DEFINED 01 02 03 5300
GREY ADVERTISING INC COM 397838103 100 300 SH DEFINED 01 02 03 300
GREY WOLF INC COM 397888108 70 27800 SH DEFINED 01 02 03 27800
GRIFFON CORP COM 398433102 76 9697 SH DEFINED 01 02 03 9697
GROUP 1 AUTOMOTIVE INC COM 398905109 42 2000 SH DEFINED 01 02 03 2000
GROUP MAINTENANCE AMERICA CORP COM 39943E107 58 4500 SH DEFINED 01 02 03 4500
GRUBB & ELLIS CO COM PAR $0.01 400095204 36 7200 SH DEFINED 01 02 03 7200
GRUPO TELEVISA SA DE CV SPN ADR REPORD 40049J206 130 2900 SH DEFINED 01 02 03 2900
GTECH HLDGS CORP COM 400518106 1034 43900 SH DEFINED 01 02 03 43900
GUARANTEE LIFE COS INC COM 400740106 8 300 SH DEFINED 01 02 03 300
GUESS INC COM 401617105 86 6200 SH DEFINED 01 02 03 6200
GUIDANT CORP COM 401698105 12718 247260 SH DEFINED 01 02 03 247260
GUILFORD MLS INC COM 401794102 82 7950 SH DEFINED 01 02 03 7950
GUILFORD PHARMACEUTICALS INC COM 401829106 75 5900 SH DEFINED 01 02 03 5900
GUITAR CTR MGMT INC COM 402040109 30 2900 SH DEFINED 01 02 03 2900
GULF ISLAND FABRICATION INC COM 402307102 43 3600 SH DEFINED 01 02 03 3600
GULFSTREAM AEROSPACE CORP COM 402734107 4844 71700 SH DEFINED 01 02 03 71700
GYMBOREE CORP COM 403777105 67 6400 SH DEFINED 01 02 03 6400
HMT TECHNOLOGY CORP COM 403917107 25 10000 SH DEFINED 01 02 03 10000
H T E INC COM 403926108 16 4800 SH DEFINED 01 02 03 4800
HCC INS HLDGS INC COM 404132102 354 15600 SH DEFINED 01 02 03 15600
HCR MANOR CARE INC COM 404134108 1785 73800 SH DEFINED 01 02 03 73800
HNC SOFTWARE INC COM 40425P107 206 6700 SH DEFINED 01 02 03 6700
HSB GROUP INC COM 40428N109 1431 34749 SH DEFINED 01 02 03 34749
HS RES INC COM 404297103 6 400 SH DEFINED 01 02 03 400
HA-LO INDS INC COM 404429102 69 6937 SH DEFINED 01 02 03 6937
HADCO CORP COM 404681108 147 3700 SH DEFINED 01 02 03 3700
HAEMONETICS CORP COM 405024100 124 6200 SH DEFINED 01 02 03 6200
HALLIBURTON CO COM 406216101 9588 211891 SH DEFINED 01 02 03 211891
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HALTER MARINE GROUP INC COM 40642Y105 34 5200 SH DEFINED 01 02 03 5200
HAMBRECHT & QUIST GROUP INC COM 406545103 178 4800 SH DEFINED 01 02 03 4800
HAMILTON BANCORP INC FLA COM 407013101 29 1200 SH DEFINED 01 02 03 1200
HANCOCK FABRICS INC COM 409900107 32 7400 SH DEFINED 01 02 03 7400
HANCOCK HLDG CO COM 410120109 193 4305 SH DEFINED 01 02 03 4305
HANDLEMAN CO DEL COM 410252100 106 9000 SH DEFINED 01 02 03 9000
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 68 4800 SH DEFINED 01 02 03 4800
HANNA M A CO COM 410522106 1036 63036 SH DEFINED 01 02 03 63036
HANNAFORD BROS CO COM 410550107 1894 35400 SH DEFINED 01 02 03 35400
HANOVER COMPRESSOR CO COM 410768105 202 6300 SH DEFINED 01 02 03 6300
HANOVER DIRECT INC COM 410783104 59 20800 SH DEFINED 01 02 03 20800
HARBINGER CORP COM 41145C103 85 6800 SH DEFINED 01 02 03 6800
HARCOURT GEN INC COM 41163G101 1366 26488 SH DEFINED 01 02 03 26488
HARBOR FLA BANCSHARES INC COM 411901101 70 5700 SH DEFINED 01 02 03 5700
HARDINGE INC COM 412324303 2 100 SH DEFINED 01 02 03 100
HARKEN ENERGY CORP COM 412552101 53 32400 SH DEFINED 01 02 03 32400
HARLAND JOHN H CO COM 412693103 203 10200 SH DEFINED 01 02 03 10200
HARLEY DAVIDSON INC COM 412822108 8022 147540 SH DEFINED 01 02 03 147540
HARLEYSVILLE GROUP INC COM 412824104 72 3500 SH DEFINED 01 02 03 3500
HARLEYSVILLE NATL CORP PA COM 412850109 95 2646 SH DEFINED 01 02 03 2646
HARMAN INTL INDS INC COM 413086109 210 4775 SH DEFINED 01 02 03 4775
HARMON INDS INC NEW COM 413136102 2 100 SH DEFINED 01 02 03 100
HARNISCHFEGER INDS INC COM 413345109 2 1100 SH DEFINED 01 02 03 1100
HARRAHS ENTMT INC COM 413619107 907 41239 SH DEFINED 01 02 03 41239
HARRIS CORP DEL COM 413875105 1332 34000 SH DEFINED 01 02 03 34000
HARRIS FINL INC COM 414541102 49 4500 SH DEFINED 01 02 03 4500
HARSCO CORP COM 415864107 1573 49142 SH DEFINED 01 02 03 49142
HARTE-HANKS INC COM 416196103 1763 65000 SH DEFINED 01 02 03 65000
HARTFORD FINL SVCS GROUP INC COM 416515104 7720 132398 SH DEFINED 01 02 03 132398
HARTFORD LIFE INC CL A 416592103 142 2700 SH DEFINED 01 02 03 2700
HARTMARX CORP COM 417119104 57 13700 SH DEFINED 01 02 03 13700
HASBRO INC COM 418056107 3554 127203 SH DEFINED 01 02 03 127203
HAVEN BANCORP INC COM 419352109 3 200 SH DEFINED 01 02 03 200
HAVERTY FURNITURE INC COM 419596101 158 4500 SH DEFINED 01 02 03 4500
HAWAIIAN ELEC INDUSTRIES COM 419870100 1391 39172 SH DEFINED 01 02 03 39172
HAYES LEMMERZ INTL INC COM 420781106 188 6400 SH DEFINED 01 02 03 6400
HEALTH CARE PPTY INVS INC COM 421915109 266 9200 SH DEFINED 01 02 03 9200
HEALTHSOUTH CORP COM 421924101 3160 211578 SH DEFINED 01 02 03 211578
HEALTH MGMT ASSOC INC NEW CL A 421933102 2961 263200 SH DEFINED 01 02 03 263200
HEALTHCARE RLTY TR COM 421946104 220 10495 SH DEFINED 01 02 03 10495
HEALTHPLAN SVCS CORP COM 421959107 34 5000 SH DEFINED 01 02 03 5000
HEALTH CARE REIT INC COM 42217K106 181 7800 SH DEFINED 01 02 03 7800
HEALTHCARE FINANCIAL PARTNERS COM 42219W108 82 2400 SH DEFINED 01 02 03 2400
HEARTLAND EXPRESS INC COM 422347104 77 4732 SH DEFINED 01 02 03 4732
HECLA MNG CO COM 422704106 32 15500 SH DEFINED 01 02 03 15500
HEICO CORP NEW COM 422806109 62 2500 SH DEFINED 01 02 03 2500
HEILIG MEYERS CO COM 422893107 449 65859 SH DEFINED 01 02 03 65859
HEINZ H J CO COM 423074103 11187 223188 SH DEFINED 01 02 03 223188
HELIX TECHNOLOGY CORP COM 423319102 110 4600 SH DEFINED 01 02 03 4600
HELLER FINANCIAL INC CL A 423328103 67 2400 SH DEFINED 01 02 03 2400
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HELMERICH & PAYNE INC COM 423452101 607 25500 SH DEFINED 01 02 03 25500
HENRY JACK & ASSOC INC COM 426281101 131 3350 SH DEFINED 01 02 03 3350
HERBALIFE INTL INC CL A 426908208 36 3300 SH DEFINED 01 02 03 3300
HERCULES INC COM 427056106 3025 76953 SH DEFINED 01 02 03 76953
HERSHEY FOODS CORP COM 427866108 3481 58633 SH DEFINED 01 02 03 58633
HERTZ CORP CL A 428040109 198 3200 SH DEFINED 01 02 03 3200
HEWLETT PACKARD CO COM 428236103 102104 1015958 SH DEFINED 01 02 03 1015958
HEXCEL CORP NEW COM 428291108 61 6009 SH DEFINED 01 02 03 6009
HI / FN INC COM 428358105 122 1600 SH DEFINED 01 02 03 1600
HIBBETT SPORTING GOODS INC COM 428565105 79 3600 SH DEFINED 01 02 03 3600
HIBERNIA CORP CL A 428656102 2119 135100 SH DEFINED 01 02 03 135100
HIGHLANDS INS GROUP INC COM 431032101 40 3800 SH DEFINED 01 02 03 3800
HILB ROGAL & HAMILTON CO COM 431294107 4 200 SH DEFINED 01 02 03 200
HILLENBRAND INDS INC COM 431573104 3150 72835 SH DEFINED 01 02 03 72835
HILTON HOTELS CORP COM 432848109 1858 130926 SH DEFINED 01 02 03 130926
HISPANIC BROADCASTING CORP CL A 43357B104 3339 44000 SH DEFINED 01 02 03 44000
HOLLINGER INTL INC CL A 435569108 77 6500 SH DEFINED 01 02 03 6500
HOLLY CORP COM PAR $0.01 435758305 21 1600 SH DEFINED 01 02 03 1600
HOLLYWOOD ENTMT CORP COM 436141105 170 8700 SH DEFINED 01 02 03 8700
HOLLYWOOD PK INC NEW COM 436255103 92 5400 SH DEFINED 01 02 03 5400
HOLOGIC INC COM 436440101 23 4100 SH DEFINED 01 02 03 4100
HOLOPHANE CORP COM 43645B106 111 2900 SH DEFINED 01 02 03 2900
HOME DEPOT INC COM 437076102 78835 1223433 SH DEFINED 01 02 03 1223433
HOME PPTYS N Y INC COM 437306103 130 4700 SH DEFINED 01 02 03 4700
HOMEBASE INC COM 43738E108 98 15600 SH DEFINED 01 02 03 15600
HOMESTAKE MNG CO COM 437614100 791 96571 SH DEFINED 01 02 03 96571
HOMESTEAD VLG INC COM 437851108 0 200 SH DEFINED 01 02 03 200
HON INDS INC COM 438092108 1548 53050 SH DEFINED 01 02 03 53050
HONEYWELL INC COM 438506107 7296 62965 SH DEFINED 01 02 03 62965
HOOPER HOLMES INC COM 439104100 86 4200 SH DEFINED 01 02 03 4200
HORACE MANN EDUCATORS CORP NEW COM 440327104 1036 38100 SH DEFINED 01 02 03 38100
HORIZON OFFSHORE INC COM 44043J105 3 400 SH DEFINED 01 02 03 400
HORMEL FOODS CORP COM 440452100 2673 66400 SH DEFINED 01 02 03 66400
HOST MARRIOTT SVCS CORP COM 440914109 63 7800 SH DEFINED 01 02 03 7800
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 258 9500 SH DEFINED 01 02 03 9500
HOUGHTON MIFFLIN CO COM 441560109 1846 39232 SH DEFINED 01 02 03 39232
HOUSEHOLD INTL INC COM 441815107 13247 279627 SH DEFINED 01 02 03 279627
HOUSTON EXPL CO COM 442120101 76 4000 SH DEFINED 01 02 03 4000
HUBBELL INC CL B 443510201 2953 65070 SH DEFINED 01 02 03 65070
HUDSON UNITED BANCORP COM 444165104 260 8498 SH DEFINED 01 02 03 8498
HUGHES SUPPLY INC COM 444482103 154 5200 SH DEFINED 01 02 03 5200
HUMANA INC COM 444859102 1001 77372 SH DEFINED 01 02 03 77372
HUMAN GENOME SCIENCES INC COM 444903108 466 11800 SH DEFINED 01 02 03 11800
HUNT CORP COM 445591100 43 5200 SH DEFINED 01 02 03 5200
HUNT J B TRANS SVCS INC COM 445658107 609 37500 SH DEFINED 01 02 03 37500
HUNTINGTON BANCSHARES INC COM 446150104 2470 70580 SH DEFINED 01 02 03 70580
HUSSMANN INTL INC COM 448110106 197 11900 SH DEFINED 01 02 03 11900
HUTCHINSON TECHNOLOGY INC COM 448407106 150 5400 SH DEFINED 01 02 03 5400
HVIDE MARINE INC CLA 448515106 13 6200 SH DEFINED 01 02 03 6200
ICN PHARMACEUTICALS INC NEW COM 448924100 2124 66000 SH DEFINED 01 02 03 66000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
IDT CORP COM 448947101 4 200 SH DEFINED 01 02 03 200
HYPERCOM CORP COM 44913M105 1 100 SH DEFINED 01 02 03 100
HYPERION SOLUTIONS CORP COM 44914M104 169 9510 SH DEFINED 01 02 03 9510
IBP INC COM 449223106 2278 95900 SH DEFINED 01 02 03 95900
ICG COMMUNICATIONS INC COM 449246107 233 10900 SH DEFINED 01 02 03 10900
ICOS CORP COM 449295104 367 9000 SH DEFINED 01 02 03 9000
IDEC PHARMACEUTICALS CORP COM 449370105 432 5600 SH DEFINED 01 02 03 5600
IDX SYS CORP COM 449491109 74 3300 SH DEFINED 01 02 03 3300
IGEN INC COM 449536101 58 2000 SH DEFINED 01 02 03 2000
IHOP CORP COM 449623107 164 6800 SH DEFINED 01 02 03 6800
IMC GLOBAL INC COM 449669100 1809 102646 SH DEFINED 01 02 03 102646
IMCO RECYCLING INC COM 449681105 84 4900 SH DEFINED 01 02 03 4900
IMS HEALTH INC COM 449934108 14722 471106 SH DEFINED 01 02 03 471106
IRT PPTY CO COM 450058102 96 9700 SH DEFINED 01 02 03 9700
ITC DELTACOM INC COM 45031T104 339 12100 SH DEFINED 01 02 03 12100
ITEQ INC COM 450430103 1 300 SH DEFINED 01 02 03 300
ITT EDUCATIONAL SERVICES INC COM 45068B109 88 3375 SH DEFINED 01 02 03 3375
IXC COMMUNICATIONS INC COM 450713102 271 6900 SH DEFINED 01 02 03 6900
ITT INDS INC IND COM 450911102 1716 45000 SH DEFINED 01 02 03 45000
IDACORP INC COM 451107106 1564 49637 SH DEFINED 01 02 03 49637
IDEX CORP COM 45167R104 251 7650 SH DEFINED 01 02 03 7650
IDEXX LABS INC COM 45168D104 487 20900 SH DEFINED 01 02 03 20900
IKON OFFICE SOLUTIONS INC COM 451713101 1414 94284 SH DEFINED 01 02 03 94284
ILLINOIS TOOL WKS INC COM 452308109 11717 142891 SH DEFINED 01 02 03 142891
ILLINOVA CORP COM 452317100 2060 75600 SH DEFINED 01 02 03 75600
IMATION CORP COM 45245A107 1108 44650 SH DEFINED 01 02 03 44650
IMCLONE SYS INC COM 45245W109 190 7500 SH DEFINED 01 02 03 7500
IMMUNE RESPONSE CORP DEL COM 45252T106 42 7800 SH DEFINED 01 02 03 7800
IMMUNEX CORP NEW COM 452528102 76 600 SH DEFINED 01 02 03 600
IMPAC MTG HLDGS INC COM 45254P102 4 700 SH DEFINED 01 02 03 700
IMPERIAL BANCORP COM 452556103 225 11374 SH DEFINED 01 02 03 11374
IMPERIAL CREDIT COMM MRTG INVS COM 45272T102 71 6600 SH DEFINED 01 02 03 6600
IMPERIAL CR INDS INC COM 452729106 73 10234 SH DEFINED 01 02 03 10234
IN FOCUS SYS INC COM 452919103 134 8900 SH DEFINED 01 02 03 8900
IMPERIAL SUGAR CO NEW COM 453096109 3 400 SH DEFINED 01 02 03 400
IMRGLOBAL CORPORATION COM 45321W106 77 4000 SH DEFINED 01 02 03 4000
INACOM CORP COM 45323G109 138 10924 SH DEFINED 01 02 03 10924
INCO LTD COM 453258402 1059 58807 SH DEFINED 01 02 03 58807
INCYTE PHARMACEUTICALS INC COM 45337C102 209 7900 SH DEFINED 01 02 03 7900
INDEPENDENCE CMNTY BK CORP COM 453414104 306 22700 SH DEFINED 01 02 03 22700
INDEPENDENT BANK CORP MASS COM 453836108 6 400 SH DEFINED 01 02 03 400
INDEPENDENT BANK CORP MICH COM 453838104 36 2100 SH DEFINED 01 02 03 2100
INDIANA ENERGY INC COM 454707100 766 35958 SH DEFINED 01 02 03 35958
INDUSTRI-MATEMATIK INTL CORP COM 455792101 17 6900 SH DEFINED 01 02 03 6900
INDYMAC MTG HLDGS INC COM 456607100 389 24300 SH DEFINED 01 02 03 24300
INFINITY BROADCASTING CP NEW CL A 45662S102 19635 660000 SH DEFINED 01 02 03 660000
INFORMATICA CORP COM 45666Q102 55 1550 SH DEFINED 01 02 03 1550
INFORMIX CORP COM 456779107 1690 198100 SH DEFINED 01 02 03 198100
INFOSEEK CORP COM 45678M107 292 6100 SH DEFINED 01 02 03 6100
INFOUSA INC NEW CL B 456818103 41 4800 SH DEFINED 01 02 03 4800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INGERSOLL RAND CO COM 456866102 8820 136477 SH DEFINED 01 02 03 136477
INFORMATION RES INC COM 456905108 302 34568 SH DEFINED 01 02 03 34568
INGLES MKTS INC CL A 457030104 37 2400 SH DEFINED 01 02 03 2400
INHALE THERAPEUTIC SYS INC COM 457191104 100 4200 SH DEFINED 01 02 03 4200
INNKEEPERS USA TR COM 4576J0104 52 5200 SH DEFINED 01 02 03 5200
INNOVEX INC COM 457647105 84 6000 SH DEFINED 01 02 03 6000
INSIGHT ENTERPRISES INC COM 45765U103 134 5400 SH DEFINED 01 02 03 5400
INPUT/OUTPUT INC COM 457652105 96 12700 SH DEFINED 01 02 03 12700
INPRISE CORP COM 45766C102 90 18400 SH DEFINED 01 02 03 18400
INSITUFORM TECHNOLOGIES INC CL A 457667103 192 8900 SH DEFINED 01 02 03 8900
INSIGNIA FINL GROUP INC NEW COM 45767A105 55 5200 SH DEFINED 01 02 03 5200
INSPIRE INS SOLUTIONS INC COM 457732105 20 1400 SH DEFINED 01 02 03 1400
INTEGRATED ELECTRICAL SVC COM 45811E103 60 3700 SH DEFINED 01 02 03 3700
INTEGRATED DEVICE TECHNOLOGY COM 458118106 1320 121388 SH DEFINED 01 02 03 121388
INTEGRATED SYS INC COM 45812M104 58 4900 SH DEFINED 01 02 03 4900
INTEL CORP COM 458140100 103779 1744180 SH DEFINED 01 02 03 1744180
INTELLIGROUP INC COM 45816A106 21 3000 SH DEFINED 01 02 03 3000
INTER TEL INC COM 458372109 99 5400 SH DEFINED 01 02 03 5400
INTERDIGITAL COMMUNICATIONS CP COM 45866A105 60 13000 SH DEFINED 01 02 03 13000
INTERFACE INC CL A 458665106 109 12600 SH DEFINED 01 02 03 12600
INTERIM SVCS INC COM 45868P100 15370 745200 SH DEFINED 01 02 03 745200
INTERGRAPH CORP COM 458683109 124 16000 SH DEFINED 01 02 03 16000
INTERMEDIA COMMUNICATIONS INC COM 458801107 130 4333 SH DEFINED 01 02 03 4333
INTERMET CORP COM 45881K104 116 7700 SH DEFINED 01 02 03 7700
INTERNATIONAL BANCSHARES CORP COM 459044103 95 2250 SH DEFINED 01 02 03 2250
INTERNATIONAL BUSINESS MACHS COM 459200101 124905 966386 SH DEFINED 01 02 03 966386
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 3036 68422 SH DEFINED 01 02 03 68422
INTERNATIONAL GAME TECHNOLOGY COM 459902102 1787 96602 SH DEFINED 01 02 03 96602
INTERNATIONAL MULTIFOODS CORP COM 460043102 449 19912 SH DEFINED 01 02 03 19912
INTERNATIONAL NETWORK SVCS COM 460053101 369 9150 SH DEFINED 01 02 03 9150
INTL PAPER CO COM 460146103 9996 197931 SH DEFINED 01 02 03 197931
INTERNATIONAL RECTIFIER CORP COM 460254105 188 14100 SH DEFINED 01 02 03 14100
INTERNATIONAL SPEEDWAY CORP CL A 460335201 280 5900 SH DEFINED 01 02 03 5900
INTERNATIONAL TELECOMMUN DATA COM 46047F104 37 2300 SH DEFINED 01 02 03 2300
INTERPOOL INC COM 46062R108 49 3800 SH DEFINED 01 02 03 3800
INTERPUBLIC GROUP COS INC COM 460690100 4931 56927 SH DEFINED 01 02 03 56927
INTERSTATE BAKERIES CORP DEL COM 46072H108 1452 64700 SH DEFINED 01 02 03 64700
INTERWEST BANCORP INC COM 460931108 208 8300 SH DEFINED 01 02 03 8300
INTEVAC INC COM 461148108 52 9400 SH DEFINED 01 02 03 9400
INTUIT COM 461202103 51119 567200 SH DEFINED 01 02 03 567200
INVACARE CORP COM 461203101 163 6100 SH DEFINED 01 02 03 6100
INVESTMENT TECHNOLOGY GRP NEW COM 46145F105 1060 32752 SH DEFINED 01 02 03 32752
INVESTORS FINL SERVICES CORP COM 461915100 272 6798 SH DEFINED 01 02 03 6798
IONICS INC COM 462218108 164 4500 SH DEFINED 01 02 03 4500
IPALCO ENTERPRISES INC COM 462613100 2081 98208 SH DEFINED 01 02 03 98208
IRON MTN INC DEL COM 46284P104 89 3100 SH DEFINED 01 02 03 3100
IRWIN FINL CORP COM 464119106 64 3300 SH DEFINED 01 02 03 3300
ISIS PHARMACEUTICALS INC COM 464330109 101 9900 SH DEFINED 01 02 03 9900
ITRON INC COM 465741106 27 3200 SH DEFINED 01 02 03 3200
IVAX CORP COM 465823102 1889 133736 SH DEFINED 01 02 03 133736
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
IVEX PACKAGING CORP DEL COM 465855104 205 9300 SH DEFINED 01 02 03 9300
JDN RLTY CORP COM 465917102 201 9000 SH DEFINED 01 02 03 9000
JDA SOFTWARE GROUP INC COM 46612K108 59 6350 SH DEFINED 01 02 03 6350
JLK DIRECT DISTRIBUTION INC CL A 46621C105 26 2800 SH DEFINED 01 02 03 2800
JLG INDS INC COM 466210101 218 10700 SH DEFINED 01 02 03 10700
JP REALTY INC COM 46624A106 76 3700 SH DEFINED 01 02 03 3700
JSB FINANCIAL INC COM 46624M100 153 3000 SH DEFINED 01 02 03 3000
JABIL CIRCUIT INC COM 466313103 3903 86500 SH DEFINED 01 02 03 86500
JACOBS ENGR GROUP INC DEL COM 469814107 1032 27168 SH DEFINED 01 02 03 27168
JEFFBANKS INC COM 472317106 99 3466 SH DEFINED 01 02 03 3466
JEFFERIES GROUP INC NEW COM 472319102 141 4700 SH DEFINED 01 02 03 4700
JEFFERSON PILOT CORP COM 475070108 4993 75439 SH DEFINED 01 02 03 75439
JO-ANN STORES INC CL A 47758P109 80 5300 SH DEFINED 01 02 03 5300
JOHNSON & JOHNSON COM 478160104 70995 724437 SH DEFINED 01 02 03 724437
JOHNSON CTLS INC COM 478366107 3376 48702 SH DEFINED 01 02 03 48702
JONES APPAREL GROUP INC COM 480074103 3906 113838 SH DEFINED 01 02 03 113838
JONES LANG LASALLE INC COM 48020Q107 98 3300 SH DEFINED 01 02 03 3300
JONES INTERCABLE INC CL A 480206200 132 2700 SH DEFINED 01 02 03 2700
JONES PHARMA INC COM 480236108 232 5900 SH DEFINED 01 02 03 5900
JOSTENS INC COM 481088102 208 9864 SH DEFINED 01 02 03 9864
JOURNAL REGISTER CO COM 481138105 137 6100 SH DEFINED 01 02 03 6100
JUNO LTG INC COM 482047107 183 7300 SH DEFINED 01 02 03 7300
JUST FOR FEET INC COM 48213P106 48 7450 SH DEFINED 01 02 03 7450
JUSTIN INDS INC COM 482171105 63 4500 SH DEFINED 01 02 03 4500
KCS ENERGY INC COM 482434206 4 6800 SH DEFINED 01 02 03 6800
KLA-TENCORP CORP COM 482480100 21799 336014 SH DEFINED 01 02 03 336014
K MART CORP COM 482584109 4673 284300 SH DEFINED 01 02 03 284300
KN ENERGY INC COM 482620101 1819 136000 SH DEFINED 01 02 03 136000
K2 INC COM 482732104 34 3778 SH DEFINED 01 02 03 3778
K V PHARMACEUTICAL CO CL B CONV 482740107 2 100 SH DEFINED 01 02 03 100
KAISER ALUMINUM CORP COM 483007100 56 6300 SH DEFINED 01 02 03 6300
KAMAN CORP CL A 483548103 102 6500 SH DEFINED 01 02 03 6500
KANSAS CITY LIFE INS CO COM 484836101 52 1200 SH DEFINED 01 02 03 1200
KANSAS CITY PWR & LT CO COM 485134100 1691 66321 SH DEFINED 01 02 03 66321
KANSAS CITY SOUTHN INDS INC COM 485170104 4186 65600 SH DEFINED 01 02 03 65600
KAUFMAN & BROAD HOME CORP COM 486168107 641 25756 SH DEFINED 01 02 03 25756
KAYDON CORP COM 486587108 1353 40242 SH DEFINED 01 02 03 40242
KEANE INC COM 486665102 1839 81300 SH DEFINED 01 02 03 81300
KEEBLER FOODS CO COM 487256109 91 3000 SH DEFINED 01 02 03 3000
KELLOGG CO COM 487836108 6787 205670 SH DEFINED 01 02 03 205670
KELLEY OIL & GAS CORP COM 487906109 7 32300 SH DEFINED 01 02 03 32300
KELLWOOD CO COM 488044108 164 6050 SH DEFINED 01 02 03 6050
KELLY SVCS INC CL A 488152208 1012 31503 SH DEFINED 01 02 03 31503
KEMET CORP COM 488360108 250 10900 SH DEFINED 01 02 03 10900
KENDLE INTERNATIONAL INC COM 48880L107 93 5800 SH DEFINED 01 02 03 5800
KENNAMETAL INC COM 489170100 955 30806 SH DEFINED 01 02 03 30806
KENT ELECTRS CORP COM 490553104 149 7500 SH DEFINED 01 02 03 7500
KERR MCGEE CORP COM 492386107 2128 42402 SH DEFINED 01 02 03 42402
KEY ENERGY SVCS INC COM 492914106 18 5100 SH DEFINED 01 02 03 5100
KEYCORP NEW COM 493267108 6855 213379 SH DEFINED 01 02 03 213379
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KEYSTONE AUTOMOTIVE INDS INC COM 49338N109 38 2200 SH DEFINED 01 02 03 2200
KEYSTONE FINANCIAL INC COM 493482103 1602 54200 SH DEFINED 01 02 03 54200
KILROY RLTY CORP COM 49427F108 122 5000 SH DEFINED 01 02 03 5000
KIMBALL INTL INC CL B 494274103 164 9700 SH DEFINED 01 02 03 9700
KIMBERLY CLARK CORP COM 494368103 17726 310991 SH DEFINED 01 02 03 310991
KING WORLD PRODTNS INC COM 495667107 1822 52336 SH DEFINED 01 02 03 52336
KIRBY CORP COM 497266106 189 8912 SH DEFINED 01 02 03 8912
KITTY HAWK INC COM 498326107 2 300 SH DEFINED 01 02 03 300
KNOLL INC COM 498904101 141 5300 SH DEFINED 01 02 03 5300
KNIGHT RIDDER INC COM 499040103 2667 48538 SH DEFINED 01 02 03 48538
KNIGHT TRANSN INC COM 499064103 16 750 SH DEFINED 01 02 03 750
KOGER EQUITY INC COM 500228101 140 7600 SH DEFINED 01 02 03 7600
KOHLS CORP COM 500255104 8140 105456 SH DEFINED 01 02 03 105456
KOMAG INC COM 500453105 50 15000 SH DEFINED 01 02 03 15000
KOPIN CORP COM 500600101 2 100 SH DEFINED 01 02 03 100
KOREA TELECOM SPONSORED ADR 50063P103 156 3900 SH DEFINED 01 02 03 3900
KROGER CO COM 501044101 34654 1240426 SH DEFINED 01 02 03 1240426
KROLL O GARA CO COM 501050108 26 1200 SH DEFINED 01 02 03 1200
KRONOS INC COM 501052104 143 3150 SH DEFINED 01 02 03 3150
KULICKE & SOFFA INDS INC COM 501242101 169 6300 SH DEFINED 01 02 03 6300
LCA-VISION INC COM NEW 501803209 45 4800 SH DEFINED 01 02 03 4800
LCC INTERNATIONAL INC CL A 501810105 1 200 SH DEFINED 01 02 03 200
LG&E ENERGY CORP COM 501917108 2487 118442 SH DEFINED 01 02 03 118442
LTV CORP NEW COM 501921100 150 22400 SH DEFINED 01 02 03 22400
LNR PPTY CORP COM 501940100 162 7600 SH DEFINED 01 02 03 7600
LSI LOGIC CORP COM 502161102 2863 62076 SH DEFINED 01 02 03 62076
LTC HEALTHCARE INC COM 50217R104 1 600 SH DEFINED 01 02 03 600
LTC PPTYS INC COM 502175102 82 6300 SH DEFINED 01 02 03 6300
L-3 COMMUNICATIONS HLDGS INC COM 502424104 321 6650 SH DEFINED 01 02 03 6650
LA Z BOY INC COM 505336107 297 12900 SH DEFINED 01 02 03 12900
LABONE INC COM 50540E101 27 2600 SH DEFINED 01 02 03 2600
LABORATORY CORP AMER HLDGS COM 50540R102 81 28000 SH DEFINED 01 02 03 28000
LABOR READY INC COM NEW 505401208 205 6300 SH DEFINED 01 02 03 6300
LACLEDE GAS CO COM 505588103 114 4900 SH DEFINED 01 02 03 4900
LAIDLAW INC COM 50730K503 796 107900 SH DEFINED 01 02 03 107900
LAKES GAMING INC COM 51206P109 2 175 SH DEFINED 01 02 03 175
LAM RESH CORP COM 512807108 686 14700 SH DEFINED 01 02 03 14700
LANCASTER COLONY CORP COM 513847103 1297 37601 SH DEFINED 01 02 03 37601
LANCE INC COM 514606102 514 32871 SH DEFINED 01 02 03 32871
LANDAUER INC COM 51476K103 56 1900 SH DEFINED 01 02 03 1900
LANDAMERICA FINL GROUP INC COM 514936103 144 5000 SH DEFINED 01 02 03 5000
LANDRYS SEAFOOD RESTAURANTS COM 51508L103 57 7100 SH DEFINED 01 02 03 7100
LANDS END INC COM 515086106 1577 32524 SH DEFINED 01 02 03 32524
LANDSTAR SYS INC COM 515098101 126 3500 SH DEFINED 01 02 03 3500
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 3 200 SH DEFINED 01 02 03 200
LASER MTG MGMT INC COM 51806D100 2 500 SH DEFINED 01 02 03 500
LASON INC COM 51808R107 124 2500 SH DEFINED 01 02 03 2500
LATTICE SEMICONDUCTOR CORP COM 518415104 317 5100 SH DEFINED 01 02 03 5100
LAUDER ESTEE COS INC CL A 518439104 10 200 SH DEFINED 01 02 03 200
LAWSON PRODS INC COM 520776105 68 2700 SH DEFINED 01 02 03 2700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LEAR CORP COM 521865105 3348 67300 SH DEFINED 01 02 03 67300
LEARNING TREE INTL INC COM 522015106 34 3100 SH DEFINED 01 02 03 3100
LEE ENTERPRISES INC COM 523768109 1397 45800 SH DEFINED 01 02 03 45800
LEGATO SYS INC COM 524651106 2564 44400 SH DEFINED 01 02 03 44400
LEGGETT & PLATT INC COM 524660107 4916 176752 SH DEFINED 01 02 03 176752
LEGG MASON INC COM 524901105 541 14050 SH DEFINED 01 02 03 14050
LEHMAN BROS HLDGS INC COM 524908100 3698 59404 SH DEFINED 01 02 03 59404
LEVEL ONE COMMUNICATIONS INC COM 527295109 450 9200 SH DEFINED 01 02 03 9200
LEXINGTON CORP PPTYS TR COM 529043101 7 600 SH DEFINED 01 02 03 600
LEXMARK INTL GROUP INC CL A 529771107 8205 124200 SH DEFINED 01 02 03 124200
LIBBEY INC COM 529898108 139 4800 SH DEFINED 01 02 03 4800
LIBERTY CORP S C COM 530370105 166 3047 SH DEFINED 01 02 03 3047
LIFE USA HLDG INC COM NEW 531918209 168 8300 SH DEFINED 01 02 03 8300
LIFEPOINT HOSPITALS INC COM 53219L109 25 1843 SH DEFINED 01 02 03 1843
LIGAND PHARMACEUTICALS INC CL B 53220K207 258 23158 SH DEFINED 01 02 03 23158
LILLY ELI & CO COM 532457108 45115 629878 SH DEFINED 01 02 03 629878
LILLY INDS INC CL A 532491107 118 6350 SH DEFINED 01 02 03 6350
LIMITED INC COM 532716107 4374 96392 SH DEFINED 01 02 03 96392
LINCARE HLDGS INC COM 532791100 1398 55900 SH DEFINED 01 02 03 55900
LINCOLN ELEC HLDGS INC COM 533900106 250 12200 SH DEFINED 01 02 03 12200
LINCOLN NATL CORP IND COM 534187109 7823 149544 SH DEFINED 01 02 03 149544
LINDSAY MFG CO COM 535555106 95 5400 SH DEFINED 01 02 03 5400
LINEAR TECHNOLOGY CORP COM 535678106 9093 135208 SH DEFINED 01 02 03 135208
LINENS N THINGS INC COM 535679104 433 9900 SH DEFINED 01 02 03 9900
LIPOSOME CO INC COM 536310105 231 12100 SH DEFINED 01 02 03 12100
LITTELFUSE INC COM 537008104 102 5300 SH DEFINED 01 02 03 5300
LITTON INDS INC COM 538021106 2927 40800 SH DEFINED 01 02 03 40800
LIZ CLAIBORNE INC COM 539320101 1238 33910 SH DEFINED 01 02 03 33910
LO-JACK CORP COM 539451104 60 7200 SH DEFINED 01 02 03 7200
LOCAL FINL CORP COM 539553107 89 8900 SH DEFINED 01 02 03 8900
LOCKHEED MARTIN CORP COM 539830109 6922 185818 SH DEFINED 01 02 03 185818
LODGIAN INC COM 54021P106 1 200 SH DEFINED 01 02 03 200
LOEWS CORP COM 540424108 3512 44381 SH DEFINED 01 02 03 44381
LONE STAR INDS INC COM NEW 542290408 308 8200 SH DEFINED 01 02 03 8200
LONE STAR STEAKHOUSE SALOON COM 542307103 410 42200 SH DEFINED 01 02 03 42200
LONE STAR TECHNOLOGIES INC COM 542312103 146 8200 SH DEFINED 01 02 03 8200
LONGS DRUG STORES CORP COM 543162101 892 25797 SH DEFINED 01 02 03 25797
LONGVIEW FIBRE CO COM 543213102 1043 66736 SH DEFINED 01 02 03 66736
LOUIS DREYFUS NAT GAS CORP COM 546011107 116 5400 SH DEFINED 01 02 03 5400
LOUISIANA PAC CORP COM 546347105 1472 61979 SH DEFINED 01 02 03 61979
LOWES COS INC COM 548661107 12922 227950 SH DEFINED 01 02 03 227950
LUBRIZOL CORP COM 549271104 1390 51019 SH DEFINED 01 02 03 51019
LUBYS INC COM 549282101 161 10700 SH DEFINED 01 02 03 10700
LUCENT TECHNOLOGIES INC COM 549463107 166639 2471009 SH DEFINED 01 02 03 2471009
LUFKIN INDS INC COM 549764108 4 200 SH DEFINED 01 02 03 200
LYCOS INC COM 550818108 1020 11100 SH DEFINED 01 02 03 11100
LYDALL INC DEL COM 550819106 78 6800 SH DEFINED 01 02 03 6800
LYONDELL CHEMICAL CO COM 552078107 1730 83878 SH DEFINED 01 02 03 83878
MAF BANCORP INC COM 55261R108 155 6398 SH DEFINED 01 02 03 6398
MBIA INC COM 55262C100 3797 58644 SH DEFINED 01 02 03 58644
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MBNA CORP COM 55262L100 11816 385815 SH DEFINED 01 02 03 385815
MCN ENERGY GROUP INC COM 55267J100 4017 193590 SH DEFINED 01 02 03 193590
M D C HLDGS INC COM 552676108 157 7300 SH DEFINED 01 02 03 7300
MCI WORLDCOM INC COM 55268B106 173346 2009807 SH DEFINED 01 02 03 2009807
MDU RES GROUP INC COM 552690109 429 18825 SH DEFINED 01 02 03 18825
MEMC ELECTR MATLS INC COM 552715104 104 8500 SH DEFINED 01 02 03 8500
MGC COMMUNICATIONS INC COM 552763302 94 3600 SH DEFINED 01 02 03 3600
MGIC INVT CORP WIS COM 552848103 15453 317806 SH DEFINED 01 02 03 317806
MGI PPTYS INC COM 552885105 99 3500 SH DEFINED 01 02 03 3500
MGM GRAND INC COM 552953101 78 1600 SH DEFINED 01 02 03 1600
MKS INSTRUMENT INC COM 55306N104 130 7000 SH DEFINED 01 02 03 7000
MMC NETWORKS INC COM 55308N102 470 10500 SH DEFINED 01 02 03 10500
MMI COS INC COM 553087107 76 4500 SH DEFINED 01 02 03 4500
MRV COMMUNICATIONS INC COM 553477100 80 6100 SH DEFINED 01 02 03 6100
M S CARRIERS INC COM 553533100 74 2500 SH DEFINED 01 02 03 2500
MTS SYS CORP COM 553777103 98 8000 SH DEFINED 01 02 03 8000
MTI TECHNOLOGY CORP COM 553903105 123 9400 SH DEFINED 01 02 03 9400
MACDERMID INC COM 554273102 140 3000 SH DEFINED 01 02 03 3000
MACERICH CO COM 554382101 139 5300 SH DEFINED 01 02 03 5300
MACROCHEM CORP DEL COM 555903103 1 200 SH DEFINED 01 02 03 200
MACROMEDIA INC COM 556100105 423 12000 SH DEFINED 01 02 03 12000
MADDEN STEVEN LTD COM 556269108 130 9600 SH DEFINED 01 02 03 9600
MADISON GAS & ELEC CO COM 557497104 87 4225 SH DEFINED 01 02 03 4225
MAGELLAN HEALTH SVCS INC COM 559079108 79 7900 SH DEFINED 01 02 03 7900
MAGNETEK INC COM 559424106 354 33521 SH DEFINED 01 02 03 33521
MAIL-WELL INC COM 560321200 162 10000 SH DEFINED 01 02 03 10000
MAKER COMMUNICATIONS INC COM 560875106 53 1700 SH DEFINED 01 02 03 1700
MALLINCKRODT INC NEW COM 561232109 1132 31122 SH DEFINED 01 02 03 31122
MANITOWOC INC COM 563571108 279 6712 SH DEFINED 01 02 03 6712
MANPOWER INC COM 56418H100 1618 71500 SH DEFINED 01 02 03 71500
MANUFACTURED HOME CMNTYS INC COM 564682102 159 6100 SH DEFINED 01 02 03 6100
MAPICS INC COM 564910107 106 10000 SH DEFINED 01 02 03 10000
MANUGISTICS GROUP INC COM 565011103 65 4500 SH DEFINED 01 02 03 4500
MARCUS CORP COM 566330106 78 6339 SH DEFINED 01 02 03 6339
MARINE DRILLING COS INC COM PAR $0.01 568240204 253 18500 SH DEFINED 01 02 03 18500
MARINER POST-ACUTE NETWORK INC COM 568459101 16 28371 SH DEFINED 01 02 03 28371
MARK IV INDS INC COM 570387100 1372 64945 SH DEFINED 01 02 03 64945
MARKEL CORP COM 570535104 196 1050 SH DEFINED 01 02 03 1050
MARSH & MCLENNAN COS INC COM 571748102 11956 158354 SH DEFINED 01 02 03 158354
MARSHALL & ILSLEY CORP COM 571834100 6132 95248 SH DEFINED 01 02 03 95248
MARRIOTT INTL INC NEW CL A 571903202 4075 109030 SH DEFINED 01 02 03 109030
MARSHALL INDS COM 572393106 165 4600 SH DEFINED 01 02 03 4600
MARTIN MARIETTA MATLS INC COM 573284106 2549 43200 SH DEFINED 01 02 03 43200
MARVEL ENTERPRISES INC COM 57383M108 46 6300 SH DEFINED 01 02 03 6300
MASCO CORP COM 574599106 5551 192234 SH DEFINED 01 02 03 192234
MASCOTECH INC COM 574670105 146 8600 SH DEFINED 01 02 03 8600
MASTECH CORP COM 57632N105 78 4200 SH DEFINED 01 02 03 4200
MASTEC INC COM 576323109 131 4650 SH DEFINED 01 02 03 4650
MATTEL INC COM 577081102 5190 196300 SH DEFINED 01 02 03 196300
MATTHEWS INTL CORP CL A 577128101 124 4200 SH DEFINED 01 02 03 4200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MAXIM GROUP INC COM 57772J104 49 5600 SH DEFINED 01 02 03 5600
MAXIM INTEGRATED PRODS INC COM 57772K101 72153 1085000 SH DEFINED 01 02 03 1085000
MAXXIM MED INC COM 57777G105 58 2500 SH DEFINED 01 02 03 2500
MAY DEPT STORES CO COM 577778103 7210 176400 SH DEFINED 01 02 03 176400
MAXXAM INC COM 577913106 658 10200 SH DEFINED 01 02 03 10200
MAVERICK TUBE CORP COM 577914104 40 2900 SH DEFINED 01 02 03 2900
MAXIMUS INC COM 577933104 3 100 SH DEFINED 01 02 03 100
MAYTAG CORP COM 578592107 2878 41304 SH DEFINED 01 02 03 41304
MCCLATCHY CO CL A 579489105 316 9525 SH DEFINED 01 02 03 9525
MCCORMICK & CO INC COM NON VTG 579780206 2120 67178 SH DEFINED 01 02 03 67178
MCDERMOTT INTL INC COM 580037109 1172 41481 SH DEFINED 01 02 03 41481
MCDONALDS CORP COM 580135101 30251 732238 SH DEFINED 01 02 03 732238
MCGRATH RENTCORP COM 580589109 52 2600 SH DEFINED 01 02 03 2600
MCGRAW HILL COS INC COM 580645109 6374 118176 SH DEFINED 01 02 03 118176
MCKESSON HBOC INC COM 58155Q103 4585 142737 SH DEFINED 01 02 03 142737
MCWHORTER TECHNOLOGIES INC COM 582803102 27 1900 SH DEFINED 01 02 03 1900
MEAD CORP COM 582834107 2174 52068 SH DEFINED 01 02 03 52068
MEADOWBROOK INS GROUP INC COM 58319P108 22 1600 SH DEFINED 01 02 03 1600
MEDAPHIS CORP COM 584028104 112 19500 SH DEFINED 01 02 03 19500
MEDIAONE GROUP INC COM 58440J104 23493 315872 SH DEFINED 01 02 03 315872
MEDIA METRIX INC COM 58440X103 9 175 SH DEFINED 01 02 03 175
MEDIA GEN INC CL A 584404107 1447 28368 SH DEFINED 01 02 03 28368
MEDICAL ASSURN INC COM 58449U100 179 6270 SH DEFINED 01 02 03 6270
MEDICAL MANAGER CORP COM 58461C103 75 1700 SH DEFINED 01 02 03 1700
MEDICONSULT COM INC COM 58469J100 21 2000 SH DEFINED 01 02 03 2000
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 187 7350 SH DEFINED 01 02 03 7350
MEDIMMUNE INC COM 584699102 4207 62100 SH DEFINED 01 02 03 62100
MEDQUIST INC COM 584949101 381 8700 SH DEFINED 01 02 03 8700
MEDTRONIC INC COM 585055106 26433 339431 SH DEFINED 01 02 03 339431
MELLON BK CORP COM 585509102 14604 401490 SH DEFINED 01 02 03 401490
MEMBERWORKS INC COM 586002107 64 2200 SH DEFINED 01 02 03 2200
MENS WEARHOUSE INC COM 587118100 183 7169 SH DEFINED 01 02 03 7169
MENTOR CORP MINN COM 587188103 119 6400 SH DEFINED 01 02 03 6400
MENTOR GRAPHICS CORP COM 587200106 907 70807 SH DEFINED 01 02 03 70807
MERCANTILE BANCORPORATION INC COM 587342106 3153 55200 SH DEFINED 01 02 03 55200
MERCANTILE BANKSHARES CORP COM 587405101 2562 72434 SH DEFINED 01 02 03 72434
MERCHANTS N Y BANCORP INC COM 589167105 3 100 SH DEFINED 01 02 03 100
MERCK & CO INC COM 589331107 95734 1293698 SH DEFINED 01 02 03 1293698
MERCURY INTERACTIVE CORP COM 589405109 322 9100 SH DEFINED 01 02 03 9100
MEREDITH CORP COM 589433101 49 1402 SH DEFINED 01 02 03 1402
MERIDIAN RESOURCE CORP COM 58977Q109 2 600 SH DEFINED 01 02 03 600
MERISTAR HOSPITALITY CORP COM 58984Y103 334 14880 SH DEFINED 01 02 03 14880
MERISEL INC COM 589849108 4 1800 SH DEFINED 01 02 03 1800
MERITOR AUTOMOTIVE INC COM 59000G100 1601 62800 SH DEFINED 01 02 03 62800
MERRILL CORP COM 590175105 68 4700 SH DEFINED 01 02 03 4700
MERRILL LYNCH & CO INC COM 590188108 14884 186198 SH DEFINED 01 02 03 186198
MERRY LAND PROPERTIES INC COM 590441101 3 520 SH DEFINED 01 02 03 520
MESA AIR GROUP INC COM 590479101 83 11000 SH DEFINED 01 02 03 11000
MESABA HLDGS INC COM 59066B102 13 1050 SH DEFINED 01 02 03 1050
META GROUP INC COM 591002100 2 100 SH DEFINED 01 02 03 100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
METALS USA INC COM 591324108 111 8700 SH DEFINED 01 02 03 8700
METAMOR WORLDWIDE INC COM 59133P100 15821 657500 SH DEFINED 01 02 03 657500
METHODE ELECTRS INC CL A 591520200 285 12450 SH DEFINED 01 02 03 12450
METRIS COS INC COM 591598107 399 9794 SH DEFINED 01 02 03 9794
METRO INFORMATION SERVICES INC COM 59162P104 42 2500 SH DEFINED 01 02 03 2500
METROCALL INC COM 591647102 1 400 SH DEFINED 01 02 03 400
METROMEDIA FIBER NETWORK INC CL A 591689104 438 12200 SH DEFINED 01 02 03 12200
METROMEDIA INTL GROUP INC COM 591695101 105 13985 SH DEFINED 01 02 03 13985
METTLER TOLEDO INTERNATIONAL COM 592688105 226 9100 SH DEFINED 01 02 03 9100
METZLER GROUP INC COM 592903108 177 6400 SH DEFINED 01 02 03 6400
MICHAEL FOOD INC NEW COM 594079105 87 3700 SH DEFINED 01 02 03 3700
MICHAELS STORES INC COM 594087108 282 9200 SH DEFINED 01 02 03 9200
MICREL INC COM 594793101 259 3500 SH DEFINED 01 02 03 3500
MICROS SYS INC COM 594901100 150 4400 SH DEFINED 01 02 03 4400
MICROSOFT CORP COM 594918104 312377 3463644 SH DEFINED 01 02 03 3463644
MICROAGE INC COM 594928103 21 5500 SH DEFINED 01 02 03 5500
MICROSTRATEGY INC CL A 594972101 295 7800 SH DEFINED 01 02 03 7800
MICRO WHSE INC COM 59501B105 745 41700 SH DEFINED 01 02 03 41700
MICROCHIP TECHNOLOGY INC COM 595017104 2852 60200 SH DEFINED 01 02 03 60200
MICROMUSE INC COM 595094103 5 100 SH DEFINED 01 02 03 100
MICRON ELECTRONICS INC COM 595100108 94 9300 SH DEFINED 01 02 03 9300
MICRON TECHNOLOGY INC COM 595112103 4677 116028 SH DEFINED 01 02 03 116028
MID-AMER APT CMNTYS INC COM 59522J103 120 5200 SH DEFINED 01 02 03 5200
MID ATLANTIC MED SVCS INC COM 59523C107 159 16100 SH DEFINED 01 02 03 16100
MIDAMERICAN ENERGY HLDGS NEW COM 59562V107 1852 53500 SH DEFINED 01 02 03 53500
MIDAS GROUP INC COM 595626102 99 3500 SH DEFINED 01 02 03 3500
MIDLAND CO COM 597486109 71 2800 SH DEFINED 01 02 03 2800
MIDWEST EXPRESS HLDGS INC COM 597911106 196 5750 SH DEFINED 01 02 03 5750
MIDWAY GAMES INC COM 598148104 92 7146 SH DEFINED 01 02 03 7146
MIKASA INC COM 59862T109 3 300 SH DEFINED 01 02 03 300
MILACRON INC COM 598709103 341 18444 SH DEFINED 01 02 03 18444
MILLENNIUM PHARMACEUTICALS INC COM 599902103 522 14500 SH DEFINED 01 02 03 14500
MILLER HERMAN INC COM 600544100 1677 79856 SH DEFINED 01 02 03 79856
MILLER INDS INC TENN COM 600551105 60 15150 SH DEFINED 01 02 03 15150
MILLIPORE CORP COM 601073109 698 17201 SH DEFINED 01 02 03 17201
MILLS CORP COM 601148109 169 7800 SH DEFINED 01 02 03 7800
MINDSPRING ENTERPRISES INC COM 602683104 363 8200 SH DEFINED 01 02 03 8200
MINE SAFETY APPLIANCES CO COM 602720104 59 925 SH DEFINED 01 02 03 925
MINERALS TECHNOLOGIES INC COM 603158106 1334 23900 SH DEFINED 01 02 03 23900
MINIMED INC COM 60365K108 262 3400 SH DEFINED 01 02 03 3400
MINNESOTA MNG & MFG CO COM 604059105 16331 187843 SH DEFINED 01 02 03 187843
MINNESOTA PWR INC COM 604110106 2003 100794 SH DEFINED 01 02 03 100794
MIRAGE RESORTS INC COM 60462E104 4246 253500 SH DEFINED 01 02 03 253500
MIRAVANT MED TECHNOLOGIES COM 604690107 16 2200 SH DEFINED 01 02 03 2200
MISSISSIPPI CHEM CORP COM NEW 605288208 70 7104 SH DEFINED 01 02 03 7104
MISSISSIPPI VY BANCSHARES INC COM 605720101 80 2400 SH DEFINED 01 02 03 2400
MITCHELL ENERGY & DEV CORP CL A 606592202 46 2400 SH DEFINED 01 02 03 2400
MOBIUS MGMT SYSTEMS INC COM 606925105 1 100 SH DEFINED 01 02 03 100
MOBIL CORP COM 607059102 35492 358500 SH DEFINED 01 02 03 358500
MODINE MFG CO COM 607828100 1043 32034 SH DEFINED 01 02 03 32034
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MODIS PROFESSIONAL SVCS INC COM 607830106 18002 1309200 SH DEFINED 01 02 03 1309200
MOHAWK INDS INC COM 608190104 1622 53400 SH DEFINED 01 02 03 53400
MOLEX INC COM 608554101 5352 144657 SH DEFINED 01 02 03 144657
MOMENTUM BUSINESS APPS INC CL A 60877P108 13 1856 SH DEFINED 01 02 03 1856
MONACO COACH CORP COM 60886R103 93 2200 SH DEFINED 01 02 03 2200
MONDAVI ROBERT CORP CL A 609200100 167 4600 SH DEFINED 01 02 03 4600
MONSANTO CO COM 611662107 10798 273808 SH DEFINED 01 02 03 273808
MONTANA POWER CO COM 612085100 5236 74272 SH DEFINED 01 02 03 74272
MOOG INC CL A 615394202 113 3300 SH DEFINED 01 02 03 3300
MOORE LTD COM 615785102 0 0 SH DEFINED 01 02 03 0
MORGAN J P & CO INC COM 616880100 14330 101994 SH DEFINED 01 02 03 101994
MORGAN KEEGAN INC COM 617410105 134 7050 SH DEFINED 01 02 03 7050
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 54713 533783 SH DEFINED 01 02 03 533783
MORRISON KNUDSEN CORP NEW COM 61844A109 57 5522 SH DEFINED 01 02 03 5522
MOTIVEPOWER INDS INC COM 61980K101 125 7050 SH DEFINED 01 02 03 7050
MOTOROLA INC COM 620076109 25743 271690 SH DEFINED 01 02 03 271690
MPATH INTERACTIVE INC COM 62473C101 62 2800 SH DEFINED 01 02 03 2800
MUELLER INDS INC COM 624756102 428 12600 SH DEFINED 01 02 03 12600
MULTEX COM INC COM 625367107 63 2400 SH DEFINED 01 02 03 2400
MURPHY OIL CORP COM 626717102 1925 39446 SH DEFINED 01 02 03 39446
MUSICLAND STORES CORP COM 62758B109 67 7500 SH DEFINED 01 02 03 7500
MYERS INDS INC COM 628464109 101 5057 SH DEFINED 01 02 03 5057
MYLAN LABS INC COM 628530107 3078 116134 SH DEFINED 01 02 03 116134
NBT BANCORP INC COM 628778102 136 6615 SH DEFINED 01 02 03 6615
NBTY INC COM 628782104 103 15900 SH DEFINED 01 02 03 15900
NCH CORP COM 628850109 354 7155 SH DEFINED 01 02 03 7155
NCI BUILDING SYS INC COM 628852105 113 5300 SH DEFINED 01 02 03 5300
NCR CORP NEW COM 62886E108 4436 90873 SH DEFINED 01 02 03 90873
NCS HEALTHCARE INC CL A 628874109 20 3600 SH DEFINED 01 02 03 3600
NS GROUP INC COM 628916108 83 9000 SH DEFINED 01 02 03 9000
NFO WORLDWIDE INC COM 62910N108 105 7500 SH DEFINED 01 02 03 7500
NL INDS INC COM NEW 629156407 65 5800 SH DEFINED 01 02 03 5800
NPC INTERNATIONAL INC COM 629360306 46 3000 SH DEFINED 01 02 03 3000
NTL INC COM 629407107 1307 15166 SH DEFINED 01 02 03 15166
NUI CORP COM 629430109 40 1600 SH DEFINED 01 02 03 1600
NVR INC COM 62944T105 183 3500 SH DEFINED 01 02 03 3500
NYMAGIC INC COM 629484106 17 1100 SH DEFINED 01 02 03 1100
NABISCO GROUP HLDG CORP COM 62952P102 2762 141200 SH DEFINED 01 02 03 141200
NABISCO HLDGS CORP CL A 629526104 121 2800 SH DEFINED 01 02 03 2800
NABORS INDS INC COM 629568106 2166 88639 SH DEFINED 01 02 03 88639
NACCO INDS INC CL A 629579103 576 7834 SH DEFINED 01 02 03 7834
NALCO CHEM CO COM 629853102 1406 27100 SH DEFINED 01 02 03 27100
NATIONAL BANCORP ALASKA COM 632587101 114 4300 SH DEFINED 01 02 03 4300
NATIONAL CITY BANCSHARES INC COM 635313109 149 4657 SH DEFINED 01 02 03 4657
NATIONAL CITY CORP COM 635405103 12737 194463 SH DEFINED 01 02 03 194463
NATIONAL COMM BANCORP COM 635449101 182 8300 SH DEFINED 01 02 03 8300
NATIONAL COMPUTER SYS INC COM 635519101 471 13950 SH DEFINED 01 02 03 13950
NATIONAL DATA CORP COM 635621105 9320 218000 SH DEFINED 01 02 03 218000
NATIONAL FUEL GAS CO N J COM 636180101 2667 54997 SH DEFINED 01 02 03 54997
NATIONAL GOLF PPTYS INC COM 63623G109 109 4500 SH DEFINED 01 02 03 4500
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NATIONAL HEALTH INVS INC COM 63633D104 137 6000 SH DEFINED 01 02 03 6000
NATIONAL INSTRS CORP COM 636518102 7031 174150 SH DEFINED 01 02 03 174150
NATIONAL-OILWELL INC COM 637071101 51 4000 SH DEFINED 01 02 03 4000
NATIONAL PENN BANCSHARES INC COM 637138108 79 3376 SH DEFINED 01 02 03 3376
NATIONAL PRESTO INDS INC COM 637215104 153 4000 SH DEFINED 01 02 03 4000
NATIONAL R V HLDGS INC COM 637277104 96 3900 SH DEFINED 01 02 03 3900
NATIONAL SEMICONDUCTOR CORP COM 637640103 2573 101638 SH DEFINED 01 02 03 101638
NATIONAL SVC INDS INC COM 637657107 1120 31110 SH DEFINED 01 02 03 31110
NATIONAL STL CORP CL B 637844309 77 9200 SH DEFINED 01 02 03 9200
NATIONAL WESTN LIFE INS CO CL A 638522102 48 500 SH DEFINED 01 02 03 500
NATIONWIDE FINL SVCS INC CL A 638612101 14 300 SH DEFINED 01 02 03 300
NATIONWIDE HEALTH PPTYS INC COM 638620104 321 16850 SH DEFINED 01 02 03 16850
NATURAL MICROSYSTEMS CORP COM 638882100 44 4600 SH DEFINED 01 02 03 4600
NATURES SUNSHINE PRODUCTS INC COM 639027101 42 4030 SH DEFINED 01 02 03 4030
NAUTICA ENTERPRISES INC COM 639089101 238 14100 SH DEFINED 01 02 03 14100
NAVISTAR INTL CORP NEW COM 63934E108 1627 32537 SH DEFINED 01 02 03 32537
NEOMAGIC CORP COM 640497103 32 3800 SH DEFINED 01 02 03 3800
NETWORKS ASSOCS INC COM 640938106 2026 137950 SH DEFINED 01 02 03 137950
NETWORK APPLIANCE INC COM 64120L104 2699 48300 SH DEFINED 01 02 03 48300
NETWORK EQUIP TECHNOLOGIES COM 641208103 79 8000 SH DEFINED 01 02 03 8000
NETWORK SOLUTIONS INC DEL CL A 64121Q102 158 2000 SH DEFINED 01 02 03 2000
NEUROGEN CORP COM 64124E106 76 5200 SH DEFINED 01 02 03 5200
NEVADA POWER CO COM 641423108 1507 60293 SH DEFINED 01 02 03 60293
NEW CENTURY ENERGIES INC COM 64352U103 3859 99429 SH DEFINED 01 02 03 99429
NEW ENGLAND BUSINESS SVC INC COM 643872104 148 4800 SH DEFINED 01 02 03 4800
NEW ENGLAND ELEC SYS COM 644001109 2743 54717 SH DEFINED 01 02 03 54717
NEW ERA OF NETWORKS INC COM 644312100 242 5500 SH DEFINED 01 02 03 5500
NEW JERSEY RES COM 646025106 180 4800 SH DEFINED 01 02 03 4800
NEW PLAN EXCEL RLTY TR INC COM 648053106 388 21540 SH DEFINED 01 02 03 21540
NEW YORK TIMES CO CL A 650111107 3431 93214 SH DEFINED 01 02 03 93214
NEWBRIDGE NETWORKS CORP COM 650901101 49 1700 SH DEFINED 01 02 03 1700
NEWELL RUBBERMAID INC COM 651229106 6291 135281 SH DEFINED 01 02 03 135281
NEWFIELD EXPL CO COM 651290108 256 9000 SH DEFINED 01 02 03 9000
NEWGEN RESULTS CORP COM 651359101 4 300 SH DEFINED 01 02 03 300
NEWMONT MINING CORP COM 651639106 1407 70804 SH DEFINED 01 02 03 70804
NEWPARK RES INC COM PAR $.01NEW 651718504 287 32300 SH DEFINED 01 02 03 32300
NEWPORT NEWS SHIPBUILDING INC COM 652228107 1212 41100 SH DEFINED 01 02 03 41100
NEWS CORP LTD ADR NEW 652487703 55 1750 SH DEFINED 01 02 03 1750
NEWS CORP LTD SP ADR PFD 652487802 303 9600 SH DEFINED 01 02 03 9600
NEXTEL COMMUNICATIONS INC CL A 65332V103 7338 146203 SH DEFINED 01 02 03 146203
NEXSTAR PHARMACEUTICALS INC COM 65333B106 158 7900 SH DEFINED 01 02 03 7900
NEXTLINK COMMUNICATIONS INC CL A 65333H707 387 5200 SH DEFINED 01 02 03 5200
NIAGARA MOHAWK HLDGS INC COM 653520106 842 52400 SH DEFINED 01 02 03 52400
NICHOLS RESH CORP COM 653818104 109 5000 SH DEFINED 01 02 03 5000
NIELSEN MEDIA RESH INC COM NEW 653929307 216 7400 SH DEFINED 01 02 03 7400
NICOR INC COM 654086107 1302 34220 SH DEFINED 01 02 03 34220
NIKE INC CL B 654106103 8030 126834 SH DEFINED 01 02 03 126834
99 CENTS ONLY STORES COM 65440K106 40 800 SH DEFINED 01 02 03 800
NISOURCE INC COM 65473P105 3266 126531 SH DEFINED 01 02 03 126531
NOBLE AFFILIATES INC COM 654894104 1461 51835 SH DEFINED 01 02 03 51835
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NOKIA CORP SPONSORED ADR 654902204 51824 566000 SH DEFINED 01 02 03 566000
NOBLE DRILLING CORP COM 655042109 2321 117900 SH DEFINED 01 02 03 117900
NORDSON CORP COM 655663102 1642 26814 SH DEFINED 01 02 03 26814
NORDSTROM INC COM 655664100 2804 83707 SH DEFINED 01 02 03 83707
NORFOLK SOUTHERN CORP COM 655844108 7026 233215 SH DEFINED 01 02 03 233215
NORRELL CORP GA COM 656301108 120 6400 SH DEFINED 01 02 03 6400
NORTEK INC COM 656559101 92 2950 SH DEFINED 01 02 03 2950
NORTEL NETWORKS CORP COM 656569100 29781 343047 SH DEFINED 01 02 03 343047
NORTH CAROLINA NAT GAS CORP COM 658221106 96 2800 SH DEFINED 01 02 03 2800
NORTH FORK BANCORPORATION NY COM 659424105 2844 133450 SH DEFINED 01 02 03 133450
NORTH PITTSBURGH SYS INC COM 661562108 34 2000 SH DEFINED 01 02 03 2000
NORTHEAST UTILS COM 664397106 2088 118033 SH DEFINED 01 02 03 118033
NORTHN STS PWR CO MINN COM 665772109 1310 54168 SH DEFINED 01 02 03 54168
NORTHERN TR CORP COM 665859104 6271 64645 SH DEFINED 01 02 03 64645
NORTHPOINT COMMUNICATIONS HLDG COM 666610100 20 550 SH DEFINED 01 02 03 550
NORTHROP GRUMMAN CORP COM 666807102 2117 31932 SH DEFINED 01 02 03 31932
NORTHWEST NAT GAS CO COM 667655104 162 6700 SH DEFINED 01 02 03 6700
NORTHWESTERN CORP COM 668074107 253 10450 SH DEFINED 01 02 03 10450
NOVA CORP GA COM 669784100 16534 661350 SH DEFINED 01 02 03 661350
NOVACARE EMPLOYEE SVSC INC COM 66986Q101 29 10700 SH DEFINED 01 02 03 10700
NOVACARE CORP COM 669930109 26 17100 SH DEFINED 01 02 03 17100
NOVELL INC COM 670006105 27273 1029167 SH DEFINED 01 02 03 1029167
NOVELLUS SYS INC COM 670008101 17028 249500 SH DEFINED 01 02 03 249500
NOVOSTE CORP COM 67010C100 32 1500 SH DEFINED 01 02 03 1500
NUCOR CORP COM 670346105 1540 32467 SH DEFINED 01 02 03 32467
NUEVO ENERGY CO COM 670509108 94 7100 SH DEFINED 01 02 03 7100
OEA INC COM 670826106 212 23871 SH DEFINED 01 02 03 23871
OEC-MEDICAL SYS INC COM 670828102 37 1500 SH DEFINED 01 02 03 1500
OGE ENERGY CORP COM 670837103 1951 82149 SH DEFINED 01 02 03 82149
OM GROUP INC COM 670872100 214 6200 SH DEFINED 01 02 03 6200
OAK INDS INC COM NEW 671400505 198 4540 SH DEFINED 01 02 03 4540
OAK TECHNOLOGY INC COM 671802106 66 18100 SH DEFINED 01 02 03 18100
OAKLEY INC COM 673662102 38 5300 SH DEFINED 01 02 03 5300
OAKWOOD HOMES CORP COM 674098108 164 12500 SH DEFINED 01 02 03 12500
OCCIDENTAL PETE CORP DEL COM 674599105 3501 165707 SH DEFINED 01 02 03 165707
OCEAN ENERGY INC TEX COM 67481E106 2064 214402 SH DEFINED 01 02 03 214402
OCEAN FINL CORP COM 674904107 120 6600 SH DEFINED 01 02 03 6600
OCEANEERING INTL INC COM 675232102 110 6800 SH DEFINED 01 02 03 6800
OCTEL CORP COM 675727101 5 400 SH DEFINED 01 02 03 400
OCWEN ASSET INVESTMENT COM 67574M106 29 6400 SH DEFINED 01 02 03 6400
OCULAR SCIENCES INC COM 675744106 2 100 SH DEFINED 01 02 03 100
OCWEN FINL CORP COM 675746101 17 1900 SH DEFINED 01 02 03 1900
OFFICEMAX INC COM 67622M108 1540 128300 SH DEFINED 01 02 03 128300
OFFICE DEPOT INC COM 676220106 36381 1649000 SH DEFINED 01 02 03 1649000
OFFSHORE LOGISTICS INC COM 676255102 81 7300 SH DEFINED 01 02 03 7300
OGDEN CORP COM 676346109 1527 56700 SH DEFINED 01 02 03 56700
OLD KENT FINL CORP COM 679833103 4153 99182 SH DEFINED 01 02 03 99182
OLD NATL BANCORP IND COM 680033107 338 11254 SH DEFINED 01 02 03 11254
OLD REP INTL CORP COM 680223104 2199 127000 SH DEFINED 01 02 03 127000
OLIN CORP COM PAR $1 680665205 614 46542 SH DEFINED 01 02 03 46542
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OLSTEN CORP COM 681385100 570 90250 SH DEFINED 01 02 03 90250
OMNICARE INC COM 681904108 10395 823400 SH DEFINED 01 02 03 823400
OMNICOM GROUP INC COM 681919106 9445 118061 SH DEFINED 01 02 03 118061
OMEGA HEALTHCARE INVS INC COM 681936100 134 5186 SH DEFINED 01 02 03 5186
OMNIQUIP INTL INC COM 681969101 41 5200 SH DEFINED 01 02 03 5200
OMEGA FINL CORP COM 682092101 90 2600 SH DEFINED 01 02 03 2600
OMEGA PROTEIN CORP COM 68210P107 1 200 SH DEFINED 01 02 03 200
OMNI ENERGY SERVICES COM 68210T109 11 3100 SH DEFINED 01 02 03 3100
OMNIPOINT CORP COM 68212D102 275 9500 SH DEFINED 01 02 03 9500
ON ASSIGNMENT INC COM 682159108 167 6400 SH DEFINED 01 02 03 6400
ON COMMAND CORP COM 682160106 4 200 SH DEFINED 01 02 03 200
ONE VALLEY BANCORP INC COM 682419106 340 9058 SH DEFINED 01 02 03 9058
ONEIDA LTD COM 682505102 136 4850 SH DEFINED 01 02 03 4850
ONEOK INC NEW COM 682680103 2143 67486 SH DEFINED 01 02 03 67486
ONSALE INC COM 682838107 27 1400 SH DEFINED 01 02 03 1400
OPEN MKT INC COM 68370M100 101 7100 SH DEFINED 01 02 03 7100
OPTICAL CABLE CORP COM 683827109 26 2400 SH DEFINED 01 02 03 2400
ORACLE CORP COM 68389X105 82660 2226520 SH DEFINED 01 02 03 2226520
ORANGE & ROCKLAND UTILS INC COM 684065105 205 3500 SH DEFINED 01 02 03 3500
ORBITAL SCIENCES CORP COM 685564106 61 2600 SH DEFINED 01 02 03 2600
ORGANOGENESIS INC COM 685906109 87 9318 SH DEFINED 01 02 03 9318
OREGON STL MLS INC COM 686079104 357 26823 SH DEFINED 01 02 03 26823
O REILLY AUTOMOTIVE INC COM 686091109 126 2500 SH DEFINED 01 02 03 2500
ORIENTAL FINL GROUP INC COM 68618W100 55 2266 SH DEFINED 01 02 03 2266
ORTHODONTIC CTRS AMER INC COM 68750P103 136 9600 SH DEFINED 01 02 03 9600
OSHKOSH B GOSH INC CL A 688222207 123 5800 SH DEFINED 01 02 03 5800
O'SULLIVAN INDS HLDGS INC COM 688609106 5 300 SH DEFINED 01 02 03 300
OTTER TAIL PWR CO COM 689648103 122 3175 SH DEFINED 01 02 03 3175
OUTBACK STEAKHOUSE INC COM 689899102 28144 715900 SH DEFINED 01 02 03 715900
OUTDOOR SYS INC COM 690057104 34493 945000 SH DEFINED 01 02 03 945000
OVERSEAS SHIPHOLDING GROUP INC COM 690368105 533 41371 SH DEFINED 01 02 03 41371
OWENS CORNING COM 69073F103 447 13000 SH DEFINED 01 02 03 13000
OWENS & MINOR INC NEW COM 690732102 169 15400 SH DEFINED 01 02 03 15400
OWENS ILL INC COM NEW 690768403 4654 142380 SH DEFINED 01 02 03 142380
OXFORD HEALTH PLANS INC COM 691471106 1447 93000 SH DEFINED 01 02 03 93000
OXFORD INDS INC COM 691497309 28 1000 SH DEFINED 01 02 03 1000
PBOC HLDGS INC COM 69316G108 1 100 SH DEFINED 01 02 03 100
P-COM INC COM 693262107 60 11500 SH DEFINED 01 02 03 11500
PECO ENERGY CO COM 693304107 4057 96877 SH DEFINED 01 02 03 96877
PG&E CORP COM 69331C108 5445 167535 SH DEFINED 01 02 03 167535
PFF BANCORP INC COM 69331W104 122 6500 SH DEFINED 01 02 03 6500
PE CORP COM PE BIO GRP 69332S102 4402 38364 SH DEFINED 01 02 03 38364
PE CORP CELERA GEN GRP 69332S201 81 4979 SH DEFINED 01 02 03 4979
PLX TECHNOLOGY INC COM 693417107 199 4200 SH DEFINED 01 02 03 4200
PMA CAP CORP CL A 693419202 4 200 SH DEFINED 01 02 03 200
PMC-SIERRA INC COM 69344F106 955 16200 SH DEFINED 01 02 03 16200
PMI GROUP INC COM 69344M101 1960 31200 SH DEFINED 01 02 03 31200
PNC BK CORP COM 693475105 9096 157847 SH DEFINED 01 02 03 157847
P P & L RES INC COM 693499105 1409 45810 SH DEFINED 01 02 03 45810
PPG INDS INC COM 693506107 4201 71135 SH DEFINED 01 02 03 71135
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PRI AUTOMATION INC COM 69357H106 138 3800 SH DEFINED 01 02 03 3800
PS BUSINESS PKS INC CALIF COM 69360J107 88 3600 SH DEFINED 01 02 03 3600
PSS WORLD MED INC COM 69366A100 1004 89775 SH DEFINED 01 02 03 89775
PXRE CORP COM 693674103 85 4678 SH DEFINED 01 02 03 4678
PACCAR INC COM 693718108 2178 40798 SH DEFINED 01 02 03 40798
PACIFIC CAP BANCORP NEW COM 69404P101 170 5400 SH DEFINED 01 02 03 5400
PACIFIC CENTY FINL CORP COM 694058108 1563 72468 SH DEFINED 01 02 03 72468
PACIFIC GATEWAY EXCHANGE INC COM 694327107 79 2700 SH DEFINED 01 02 03 2700
PACIFIC GULF PPTYS INC COM 694396102 190 8400 SH DEFINED 01 02 03 8400
PACIFIC SUNWEAR CALIF INC COM 694873100 195 7988 SH DEFINED 01 02 03 7988
PACIFICARE HEALTH SYS DEL CL B 695112201 3732 51874 SH DEFINED 01 02 03 51874
PACIFICORP COM 695114108 3378 183824 SH DEFINED 01 02 03 183824
PAGEMART WIRELESS INC CL A 69553J104 100 13200 SH DEFINED 01 02 03 13200
PAINE WEBBER GROUP INC COM 695629105 3015 64500 SH DEFINED 01 02 03 64500
PAIRGAIN TECHNOLOGIES INC COM 695934109 189 16400 SH DEFINED 01 02 03 16400
PALL CORP COM 696429307 1794 80873 SH DEFINED 01 02 03 80873
PALM HARBOR HOMES COM 696639103 122 4881 SH DEFINED 01 02 03 4881
PANAMSAT CORP NEW COM 697933109 16548 425000 SH DEFINED 01 02 03 425000
PANAVISION INC COM NEW 69830E209 2 313 SH DEFINED 01 02 03 313
PAPA JOHNS INTL INC COM 698813102 1413 31625 SH DEFINED 01 02 03 31625
PARAMETRIC TECHNOLOGY CORP COM 699173100 49850 3592769 SH DEFINED 01 02 03 3592769
PAREXEL INTL CORP COM 699462107 85 6400 SH DEFINED 01 02 03 6400
PARK ELECTROCHEMICAL CORP COM 700416209 81 2800 SH DEFINED 01 02 03 2800
PARK NATL CORP COM 700658107 290 2900 SH DEFINED 01 02 03 2900
PARKER DRILLING CO COM 701081101 78 23500 SH DEFINED 01 02 03 23500
PARKER HANNIFIN CORP COM 701094104 1683 36779 SH DEFINED 01 02 03 36779
PARKWAY PPTYS INC COM 70159Q104 46 1400 SH DEFINED 01 02 03 1400
PATHOGENESIS CORP COM 70321E104 60 4200 SH DEFINED 01 02 03 4200
PATTERSON DENTAL CO COM 703412106 194 5575 SH DEFINED 01 02 03 5575
PATTERSON ENERGY INC COM 703414102 83 8400 SH DEFINED 01 02 03 8400
PAXAR CORP COM 704227107 83 9245 SH DEFINED 01 02 03 9245
PAXSON COMMUNICATIONS CORP COM 704231109 41 3000 SH DEFINED 01 02 03 3000
PAYCHEX INC COM 704326107 14885 466973 SH DEFINED 01 02 03 466973
PAYLESS SHOESOURCE INC COM 704379106 1616 30200 SH DEFINED 01 02 03 30200
PAYMENTECH INC COM 704384106 160 6300 SH DEFINED 01 02 03 6300
PEC ISRAEL ECONOMIC CORP COM 705098101 117 3700 SH DEFINED 01 02 03 3700
PEDIATRIX MED GROUP COM 705324101 70 3300 SH DEFINED 01 02 03 3300
PEGASYSTEMS INC COM 705573103 29 2800 SH DEFINED 01 02 03 2800
PEGASUS COMMUNICATIONS CORP CL A 705904100 110 2800 SH DEFINED 01 02 03 2800
PEGASUS SYSTEMS INC COM 705906105 112 3000 SH DEFINED 01 02 03 3000
PENFORD CORP COM 707051108 2 100 SH DEFINED 01 02 03 100
PENN VA CORP COM 707882106 4 200 SH DEFINED 01 02 03 200
PENNCORP FINL GROUP INC COM 708094107 3 6500 SH DEFINED 01 02 03 6500
PENNEY J C INC COM 708160106 6778 139573 SH DEFINED 01 02 03 139573
PENNSYLVANIA ENTERPRISES INC COM 708720107 87 2850 SH DEFINED 01 02 03 2850
PENNSYLVANIA RL ESTATE INVT TR SH BEN INT 709102107 96 4600 SH DEFINED 01 02 03 4600
PENNZENERGY CO COM 70931Q109 5 300 SH DEFINED 01 02 03 300
PENNZOIL-QUAKER STATE COMPANY COM 709323109 1152 76785 SH DEFINED 01 02 03 76785
PENSKE MOTORSPORTS INC COM 709598106 5 100 SH DEFINED 01 02 03 100
PENTAIR INC COM 709631105 1467 32076 SH DEFINED 01 02 03 32076
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PEOPLES BANCORP INC DEL COM 709909105 74 7400 SH DEFINED 01 02 03 7400
PEOPLES ENERGY CORP COM 711030106 1034 27424 SH DEFINED 01 02 03 27424
PEOPLESOFT INC COM 712713106 1865 108127 SH DEFINED 01 02 03 108127
PEP BOYS MANNY MOE & JACK COM 713278109 393 18182 SH DEFINED 01 02 03 18182
PEPSICO INC COM 713448108 33938 877244 SH DEFINED 01 02 03 877244
PERCLOSE INC COM 71361C107 87 1800 SH DEFINED 01 02 03 1800
PEREGRINE SYSTEMS INC COM 71366Q101 157 6100 SH DEFINED 01 02 03 6100
PERFORMANCE FOOD GROUP CO COM 713755106 234 8600 SH DEFINED 01 02 03 8600
PERRIGO CO COM 714290103 624 81800 SH DEFINED 01 02 03 81800
PERSONNEL GROUP AMER INC COM 715338109 87 8700 SH DEFINED 01 02 03 8700
PETCO ANIMAL SUPPLIES COM 716016100 88 5600 SH DEFINED 01 02 03 5600
PETSMART INC COM 716768106 306 29900 SH DEFINED 01 02 03 29900
PHARMACYCLICS INC COM 716933106 3 100 SH DEFINED 01 02 03 100
PHARMACIA & UPJOHN INC COM 716941109 13401 235881 SH DEFINED 01 02 03 235881
PFIZER INC COM 717081103 65855 600042 SH DEFINED 01 02 03 600042
PHARMACEUTICAL PROD DEV INC COM 717124101 120 4399 SH DEFINED 01 02 03 4399
PHELPS DODGE CORP COM 717265102 1800 29059 SH DEFINED 01 02 03 29059
PHILADELPHIA CONS HLDG CORP COM 717528103 2 100 SH DEFINED 01 02 03 100
PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 155 6700 SH DEFINED 01 02 03 6700
PHILIP MORRIS COS INC COM 718154107 44746 1113429 SH DEFINED 01 02 03 1113429
PHILLIPS PETE CO COM 718507106 5046 100284 SH DEFINED 01 02 03 100284
PHILLIPS VAN HEUSEN CORP COM 718592108 62 6300 SH DEFINED 01 02 03 6300
PHYMATRIX CORP COM 718925100 0 200 SH DEFINED 01 02 03 200
PHOENIX INVT PARTNERS LTD COM 719085102 147 17100 SH DEFINED 01 02 03 17100
PHYCOR INC COM 71940F100 124 16700 SH DEFINED 01 02 03 16700
PHOTRONICS INC COM 719405102 137 5600 SH DEFINED 01 02 03 5600
PICTURETEL CORP COM NEW 720035302 113 14100 SH DEFINED 01 02 03 14100
PIEDMONT NAT GAS INC COM 720186105 252 8100 SH DEFINED 01 02 03 8100
PILGRIMS PRIDE CORP CL B 721467108 96 3200 SH DEFINED 01 02 03 3200
PINNACLE WEST CAP CORP COM 723484101 3064 76123 SH DEFINED 01 02 03 76123
PIONEER GROUP INC COM 723684106 100 5800 SH DEFINED 01 02 03 5800
PIONEER HI BRED INTL INC COM 723686101 3789 97315 SH DEFINED 01 02 03 97315
PIONEER NAT RES CO COM 723787107 958 87100 SH DEFINED 01 02 03 87100
PIONEER STD ELECTRS INC COM 723877106 92 7637 SH DEFINED 01 02 03 7637
PITNEY BOWES INC COM 724479100 9004 140141 SH DEFINED 01 02 03 140141
PITTSTON CO COM BRINKS GRP 725701106 910 34000 SH DEFINED 01 02 03 34000
PITTSTON CO COM BAX GROUP 725701882 51 5400 SH DEFINED 01 02 03 5400
PIXAR COM 725811103 91 2100 SH DEFINED 01 02 03 2100
PJ AMER INC COM 72585Q104 53 2500 SH DEFINED 01 02 03 2500
PLACER DOME INC COM 725906101 1167 98780 SH DEFINED 01 02 03 98780
PLAINS RES INC COM PAR $0.10 726540503 124 6500 SH DEFINED 01 02 03 6500
PLANET HOLLYWOOD INTL INC CL A 727025108 0 500 SH DEFINED 01 02 03 500
PLANTRONICS INC NEW COM 727493108 293 4500 SH DEFINED 01 02 03 4500
PLAYBOY ENTERPRISES INC CL B 728117300 112 4200 SH DEFINED 01 02 03 4200
PLAYTEX PRODS INC COM 72813P100 140 9000 SH DEFINED 01 02 03 9000
PLEXUS CORP COM 729132100 127 4200 SH DEFINED 01 02 03 4200
POGO PRODUCING CO COM 730448107 199 10700 SH DEFINED 01 02 03 10700
POHANG IRON & STL LTD SPONSORED ADR 730450103 138 4100 SH DEFINED 01 02 03 4100
POLARIS INDS INC COM 731068102 265 6100 SH DEFINED 01 02 03 6100
POLAROID CORP COM 731095105 996 36046 SH DEFINED 01 02 03 36046
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
POLICY MGMT SYS CORP COM 731108106 1120 37336 SH DEFINED 01 02 03 37336
POLYCOM INC COM 73172K104 289 7400 SH DEFINED 01 02 03 7400
POLYMER GROUP INC COM 731745105 85 7200 SH DEFINED 01 02 03 7200
POMEROY COMPUTER RES COM 731822102 1 100 SH DEFINED 01 02 03 100
POOL ENERGY SVCS CO COM 732788104 116 5700 SH DEFINED 01 02 03 5700
POTLATCH CORP COM 737628107 598 13615 SH DEFINED 01 02 03 13615
POTOMAC ELEC PWR CO COM 737679100 4052 137656 SH DEFINED 01 02 03 137656
POWERTEL INC COM 73936C109 173 5800 SH DEFINED 01 02 03 5800
POWERWAVE TECHNOLOGIES INC COM 739363109 74 2300 SH DEFINED 01 02 03 2300
PREMIER BANCSHARES INC GA COM 739909109 119 6500 SH DEFINED 01 02 03 6500
PRAXAIR INC COM 74005P104 4009 81926 SH DEFINED 01 02 03 81926
PRE PAID LEGAL SVCS INC COM 740065107 141 5200 SH DEFINED 01 02 03 5200
PRECISION CASTPARTS CORP COM 740189105 1765 41538 SH DEFINED 01 02 03 41538
PREMARK INTL INC COM 740459102 2468 65800 SH DEFINED 01 02 03 65800
PREMIER PKS INC COM NEW 740540208 22763 619400 SH DEFINED 01 02 03 619400
PREMIERE TECHNOLOGIES INC COM 74058F102 79 6900 SH DEFINED 01 02 03 6900
PREMISYS COMMUNICATIONS INC COM 740584107 50 6900 SH DEFINED 01 02 03 6900
PRENTISS PPTYS TR SH BEN INT 740706106 256 10900 SH DEFINED 01 02 03 10900
PRESIDENTIAL LIFE CORP COM 740884101 149 7600 SH DEFINED 01 02 03 7600
PRESSTEK INC COM 741113104 39 5400 SH DEFINED 01 02 03 5400
PREVIEW TRAVEL INC COM 74137R101 2 100 SH DEFINED 01 02 03 100
PRICE ENTERPRISES INC COM NEW 741444202 38 5263 SH DEFINED 01 02 03 5263
PRICE T ROWE & ASSOCIATES COM 741477103 4705 122600 SH DEFINED 01 02 03 122600
PRIME BANCSHARES INC TEXAS COM 74157H108 25 1400 SH DEFINED 01 02 03 1400
PRIME RETAIL INC COM 741570105 153 17623 SH DEFINED 01 02 03 17623
PRIME RETAIL INC PFD CONV SER B 741570303 12 778 SH DEFINED 01 02 03 778
PRIMEX TECHNOLOGIES INC COM 741597108 4 200 SH DEFINED 01 02 03 200
PRIMARK CORP COM 741903108 148 5285 SH DEFINED 01 02 03 5285
PRIME BANCORP INC COM 741914105 149 5400 SH DEFINED 01 02 03 5400
PRIME HOSPITALITY CORP COM 741917108 166 13800 SH DEFINED 01 02 03 13800
PRIMUS TELECOMMUNICATIONS GRP COM 741929103 49 2200 SH DEFINED 01 02 03 2200
PRIDE INTL INC COM 741932107 146 13800 SH DEFINED 01 02 03 13800
PRISON RLTY TR COM 74264N105 227 23100 SH DEFINED 01 02 03 23100
PRIORITY HEALTHCARE CORP CL B 74264T102 162 4704 SH DEFINED 01 02 03 4704
PRIVATE BUSINESS INC COM 74267D104 55 5400 SH DEFINED 01 02 03 5400
PROBUSINESS SERVICES INC COM 742674104 79 2200 SH DEFINED 01 02 03 2200
PROCTER & GAMBLE CO COM 742718109 61154 685202 SH DEFINED 01 02 03 685202
PRODIGY COMMUNICATIONS CORP COM 74283P107 91 3500 SH DEFINED 01 02 03 3500
PROFIT RECOVERY GROUP INTL INC COM 743168106 213 4500 SH DEFINED 01 02 03 4500
PROGRESS SOFTWARE CORP COM 743312100 162 5750 SH DEFINED 01 02 03 5750
PROGRESSIVE CORP OHIO COM 743315103 4827 33290 SH DEFINED 01 02 03 33290
PROJECT SOFTWARE & DEV INC COM 74339P101 72 2300 SH DEFINED 01 02 03 2300
PROMUS HOTEL CORP NEW COM 74342P106 2383 76857 SH DEFINED 01 02 03 76857
PROTECTION ONE INC COM 743663304 42 7900 SH DEFINED 01 02 03 7900
PROTECTIVE LIFE CORP COM 743674103 1759 53300 SH DEFINED 01 02 03 53300
PROTEIN DESIGN LABS INC COM 74369L103 144 6500 SH DEFINED 01 02 03 6500
PROVANT INC COM 743724106 82 5300 SH DEFINED 01 02 03 5300
PROVIDENT BANKSHARES CORP COM 743859100 201 8636 SH DEFINED 01 02 03 8636
PROVIDENT COS INC COM 743862104 2304 57600 SH DEFINED 01 02 03 57600
PROVIDENT FINL GROUP INC COM 743866105 1579 36100 SH DEFINED 01 02 03 36100
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PROVINCE HEALTHCARE CO COM 743977100 64 3300 SH DEFINED 01 02 03 3300
PROVIDIAN FINL CORP COM 74406A102 7882 84304 SH DEFINED 01 02 03 84304
PSINET INC COM 74437C101 37682 861300 SH DEFINED 01 02 03 861300
PUBLIC SVC CO N MEX COM 744499104 985 49537 SH DEFINED 01 02 03 49537
PUBLIC SVC CO N C INC COM 744516105 167 5700 SH DEFINED 01 02 03 5700
PUBLIC SVC ENTERPRISE GROUP COM 744573106 7297 178531 SH DEFINED 01 02 03 178531
PUERTO RICAN CEM INC COM 745075101 40 1200 SH DEFINED 01 02 03 1200
PUGET SOUND ENERGY INC COM 745332106 2102 87580 SH DEFINED 01 02 03 87580
PULTE CORP COM 745867101 530 23000 SH DEFINED 01 02 03 23000
QRS CORP COM 74726X105 195 2500 SH DEFINED 01 02 03 2500
QAD INC COM 74727D108 17 5600 SH DEFINED 01 02 03 5600
QLOGIC CORP COM 747277101 620 4700 SH DEFINED 01 02 03 4700
QUADRAMED CORP COM 74730W101 47 5800 SH DEFINED 01 02 03 5800
QUAKER FABRIC CORP NEW COM 747399103 1 300 SH DEFINED 01 02 03 300
QUAKER OATS CO COM 747402105 5424 81715 SH DEFINED 01 02 03 81715
QUALCOMM INC COM 747525103 18956 132100 SH DEFINED 01 02 03 132100
QUANEX CORP COM 747620102 162 5700 SH DEFINED 01 02 03 5700
QUANTUM CORP COM 747906105 3995 165592 SH DEFINED 01 02 03 165592
QUEENS CNTY BANCORP INC COM 748242104 153 4722 SH DEFINED 01 02 03 4722
QUEST DIAGNOSTICS INC COM 74834L100 224 8200 SH DEFINED 01 02 03 8200
QUESTAR CORP COM 748356102 1882 98386 SH DEFINED 01 02 03 98386
QUIKSILVER INC COM 74838C106 94 3600 SH DEFINED 01 02 03 3600
QUINTILES TRANSNATIONAL CORP COM 748767100 4662 111000 SH DEFINED 01 02 03 111000
QUORUM HEALTH GROUP INC COM 749084109 899 71600 SH DEFINED 01 02 03 71600
RCN CORP COM 749361101 325 7800 SH DEFINED 01 02 03 7800
RFS HOTEL INVS INC COM 74955J108 121 9600 SH DEFINED 01 02 03 9600
RLI CORP COM 749607107 85 2200 SH DEFINED 01 02 03 2200
RPC INC COM 749660106 1 100 SH DEFINED 01 02 03 100
RPM INC OHIO COM 749685103 1427 100556 SH DEFINED 01 02 03 100556
RTI INTL METALS INC COM 74973W107 100 6800 SH DEFINED 01 02 03 6800
RADIAN GROUP INC COM 750236101 449 9205 SH DEFINED 01 02 03 9205
RADIANT SYSTEMS INC COM 75025N102 143 10000 SH DEFINED 01 02 03 10000
RADIO ONE INC CL A 75040P108 16 350 SH DEFINED 01 02 03 350
RADISYS CORP COM 750459109 58 1500 SH DEFINED 01 02 03 1500
RAINFOREST CAFE INC COM 75086K104 45 8900 SH DEFINED 01 02 03 8900
RAMBUS INC DEL COM 750917106 387 4200 SH DEFINED 01 02 03 4200
RALCORP HLDGS INC NEW COM 751028101 135 8435 SH DEFINED 01 02 03 8435
RALSTON PURINA CO COM RAL-PUR GP 751277302 5160 169527 SH DEFINED 01 02 03 169527
RANGER OIL LTD COM 752805101 469 95066 SH DEFINED 01 02 03 95066
RANGE RES CORP COM 75281A109 41 6700 SH DEFINED 01 02 03 6700
RATIONAL SOFTWARE CORP COM NEW 75409P202 3361 102043 SH DEFINED 01 02 03 102043
RAYCHEM CORP DEL COM 754603108 1935 52296 SH DEFINED 01 02 03 52296
RAYONIER INC COM 754907103 1584 31800 SH DEFINED 01 02 03 31800
RAYOVAC CORP COM 755081106 136 6000 SH DEFINED 01 02 03 6000
RAYTHEON CO CL A 755111309 110 1600 SH DEFINED 01 02 03 1600
RAYTHEON CO CL B 755111408 11311 160718 SH DEFINED 01 02 03 160718
READ-RITE CORP COM 755246105 92 14900 SH DEFINED 01 02 03 14900
READERS DIGEST ASSN INC CL A NON VTG 755267101 3792 95400 SH DEFINED 01 02 03 95400
REALNETWORKS INC COM 75605L104 331 4800 SH DEFINED 01 02 03 4800
REALTY INCOME CORP COM 756109104 171 7200 SH DEFINED 01 02 03 7200
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
REALTY INFORMATION GROUP INC COM 75612B107 52 1200 SH DEFINED 01 02 03 1200
RECKSON ASSOCS RLTY CORP COM 75621K106 259 11000 SH DEFINED 01 02 03 11000
RECKSON ASSOCS RLTY CORP CL B 75621K304 46 1914 SH DEFINED 01 02 03 1914
RECOTON CORP COM 756268108 10 1100 SH DEFINED 01 02 03 1100
RED ROOF INNS INC COM 757005103 138 7700 SH DEFINED 01 02 03 7700
REDWOOD TR INC COM 758075402 101 6100 SH DEFINED 01 02 03 6100
REEBOK INTL LTD COM 758110100 365 19600 SH DEFINED 01 02 03 19600
REGAL BELOIT CORP COM 758750103 135 5700 SH DEFINED 01 02 03 5700
REGENERON PHARMACEUTICALS COM 75886F107 54 6900 SH DEFINED 01 02 03 6900
REGIS CORP MINN COM 758932107 132 6900 SH DEFINED 01 02 03 6900
REGENCY RLTY CORP COM 758939102 118 5400 SH DEFINED 01 02 03 5400
REGIONS FINL CORP COM 758940100 3367 87600 SH DEFINED 01 02 03 87600
REINSURANCE GROUP AMER INC COM 759351109 373 10575 SH DEFINED 01 02 03 10575
RELIANCE BANCORP INC COM 759451107 72 2600 SH DEFINED 01 02 03 2600
RELIANCE STEEL & ALUMINUM CO COM 759509102 101 2600 SH DEFINED 01 02 03 2600
RELIANT ENERGY INC COM 75952J108 3416 123668 SH DEFINED 01 02 03 123668
RELIASTAR FINL CORP COM 75952U103 3579 81800 SH DEFINED 01 02 03 81800
REMEC INC COM 759543101 90 5600 SH DEFINED 01 02 03 5600
REMEDY CORP COM 759548100 167 6200 SH DEFINED 01 02 03 6200
REMEDYTEMP INC CL A 759549108 41 3000 SH DEFINED 01 02 03 3000
RENAISSANCE WORLDWIDE INC COM 75968A109 28 3520 SH DEFINED 01 02 03 3520
REPUBLIC BANCSHARES INC COM 759929102 66 3200 SH DEFINED 01 02 03 3200
RENAL CARE GROUP INC COM 759930100 256 9875 SH DEFINED 01 02 03 9875
RENT A CTR INC NEW COM 76009N100 115 4800 SH DEFINED 01 02 03 4800
RENT WAY INC COM 76009U104 95 3858 SH DEFINED 01 02 03 3858
RENTAL SERVICE CORP COM 76009V102 149 5200 SH DEFINED 01 02 03 5200
REPUBLIC BANCORP INC COM 760282103 183 12040 SH DEFINED 01 02 03 12040
REPUBLIC BKG CORP FLA MIAMI FL COM 760322107 2 100 SH DEFINED 01 02 03 100
REPUBLIC N Y CORP COM 760719104 2340 34310 SH DEFINED 01 02 03 34310
REPUBLIC SECURITY FINL CORP COM 760758102 95 11400 SH DEFINED 01 02 03 11400
REPUBLIC SVCS INC CL A 760759100 19553 790000 SH DEFINED 01 02 03 790000
RES-CARE INC COM 760943100 2 100 SH DEFINED 01 02 03 100
RESMED INC COM 761152107 100 3000 SH DEFINED 01 02 03 3000
RESOURCE AMERICA INC CL A 761195205 55 3800 SH DEFINED 01 02 03 3800
RESOURCE BANCSHARES MTG GROUP COM 761197102 2 200 SH DEFINED 01 02 03 200
RESPIRONICS INC COM 761230101 156 10296 SH DEFINED 01 02 03 10296
REYNOLDS & REYNOLDS CO CL A 761695105 1793 76908 SH DEFINED 01 02 03 76908
REYNOLDS METALS CO COM 761763101 2014 34142 SH DEFINED 01 02 03 34142
REYNOLDS R J TOB HLDGS INC COM 76182K105 1423 45167 SH DEFINED 01 02 03 45167
RHYTHMS NETCONNECTIONS INC COM 762430205 29 500 SH DEFINED 01 02 03 500
RICHFOOD HLDGS INC COM 763408101 217 12300 SH DEFINED 01 02 03 12300
RICHMOND CNTY FINL CORP COM 764556106 241 12500 SH DEFINED 01 02 03 12500
RIGGS NATL CORP WASH DC COM 766570105 138 6700 SH DEFINED 01 02 03 6700
RISK CAP HLDGS INC COM 767711104 85 6300 SH DEFINED 01 02 03 6300
RITE AID CORP COM 767754104 3249 131924 SH DEFINED 01 02 03 131924
RIVIANA FOODS INC COM 769536103 34 1800 SH DEFINED 01 02 03 1800
ROADWAY EXPRESS INC DEL COM 769742107 85 4400 SH DEFINED 01 02 03 4400
ROANOKE ELEC STL CORP COM 769841107 3 200 SH DEFINED 01 02 03 200
ROBBINS & MYERS INC COM 770196103 58 2600 SH DEFINED 01 02 03 2600
ROBERT HALF INTL INC COM 770323103 6864 264000 SH DEFINED 01 02 03 264000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ROBERTS PHARMACEUTICAL CORP COM 770491108 141 5800 SH DEFINED 01 02 03 5800
ROCHESTER GAS & ELEC CORP COM 771367109 271 10200 SH DEFINED 01 02 03 10200
ROCK-TENN CO CL A 772739207 108 6490 SH DEFINED 01 02 03 6490
ROCKWELL INTL CORP NEW COM 773903109 8415 138517 SH DEFINED 01 02 03 138517
ROGERS CORP COM 775133101 3 100 SH DEFINED 01 02 03 100
ROHM & HAAS CO COM 775371107 3509 81843 SH DEFINED 01 02 03 81843
ROHN INDS INC COM 775381106 8 6000 SH DEFINED 01 02 03 6000
ROLLINS INC COM 775711104 651 40825 SH DEFINED 01 02 03 40825
ROLLINS TRUCK LEASING CORP COM 775741101 212 19062 SH DEFINED 01 02 03 19062
ROMAC INTL INC COM 775835101 68 7700 SH DEFINED 01 02 03 7700
ROPER INDS INC NEW COM 776696106 250 7800 SH DEFINED 01 02 03 7800
ROSLYN BANCORP INC COM 778162107 344 20005 SH DEFINED 01 02 03 20005
ROSS STORES INC COM 778296103 2086 41400 SH DEFINED 01 02 03 41400
ROUGE INDS INC DEL CL A 779088103 1 100 SH DEFINED 01 02 03 100
ROWAN COS INC COM 779382100 677 36729 SH DEFINED 01 02 03 36729
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 61876 1026992 SH DEFINED 01 02 03 1026992
RUBY TUESDAY INC COM 781182100 156 8200 SH DEFINED 01 02 03 8200
RUDDICK CORP COM 781258108 904 45200 SH DEFINED 01 02 03 45200
RURAL / METRO CORP COM 781748108 44 4600 SH DEFINED 01 02 03 4600
RUSS BERRIE & CO COM 782233100 74 3000 SH DEFINED 01 02 03 3000
RUSSELL CORP COM 782352108 681 34900 SH DEFINED 01 02 03 34900
RYANS FAMILY STEAK HOUSE INC COM 783519101 131 11300 SH DEFINED 01 02 03 11300
RYDER SYS INC COM 783549108 992 38163 SH DEFINED 01 02 03 38163
RYERSON TULL INC NEW COM 78375P107 791 35040 SH DEFINED 01 02 03 35040
RYLAND GROUP INC COM 783764103 172 5800 SH DEFINED 01 02 03 5800
S & T BANCORP INC COM 783859101 189 7480 SH DEFINED 01 02 03 7480
SBC COMMUNICATIONS INC COM 78387G103 56330 971207 SH DEFINED 01 02 03 971207
SCB COMPUTER TECHNOLOGY INC COM 78388N107 32 6000 SH DEFINED 01 02 03 6000
SCI SYS INC COM 783890106 57428 1209000 SH DEFINED 01 02 03 1209000
SCM MICROSYSTEMS INC COM 784018103 121 2600 SH DEFINED 01 02 03 2600
SCIPE HLDGS INC COM 78402P104 104 3200 SH DEFINED 01 02 03 3200
SDL INC COM 784076101 383 7500 SH DEFINED 01 02 03 7500
SEI INVESTMENTS CO COM 784117103 335 3800 SH DEFINED 01 02 03 3800
SEMCO ENERGY INC COM 78412D109 6 400 SH DEFINED 01 02 03 400
SFX ENTMT INC CL A 784178105 433 6500 SH DEFINED 01 02 03 6500
SL GREEN RLTY CORP COM 78440X101 65 3200 SH DEFINED 01 02 03 3200
SLM HLDG CORP COM 78442A109 4750 103678 SH DEFINED 01 02 03 103678
SLI INC COM 78442T108 104 3850 SH DEFINED 01 02 03 3850
SPDR TR UNIT SER 1 78462F103 123 900 SH DEFINED 01 02 03 900
SOS STAFFING SVCS INC COM 78462X104 24 4600 SH DEFINED 01 02 03 4600
SPS TECHNOLOGIES INC COM 784626103 105 2800 SH DEFINED 01 02 03 2800
SPX CORP COM 784635104 3916 46900 SH DEFINED 01 02 03 46900
S3 INC COM 784849101 129 14200 SH DEFINED 01 02 03 14200
SPR INC COM 784922106 1 100 SH DEFINED 01 02 03 100
SABRATEK CORP COM 78571U108 63 2900 SH DEFINED 01 02 03 2900
SABRE GROUP HLDGS INC CL A 785905100 227 3300 SH DEFINED 01 02 03 3300
SAFECO CORP COM 786429100 2829 64119 SH DEFINED 01 02 03 64119
SAFEGUARD SCIENTIFICS INC COM 786449108 583 9400 SH DEFINED 01 02 03 9400
SAFETY-KLEEN CORP NEW COM NEW 78648R203 201 11085 SH DEFINED 01 02 03 11085
SAFEWAY INC COM NEW 786514208 26691 539203 SH DEFINED 01 02 03 539203
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SAGA SYS INC COM 786610105 50 3900 SH DEFINED 01 02 03 3900
ST JOHN KNITS INC COM 790289102 129 4400 SH DEFINED 01 02 03 4400
ST JUDE MED INC COM 790849103 1389 38980 SH DEFINED 01 02 03 38980
ST MARY LD & EXPL CO COM 792228108 74 3600 SH DEFINED 01 02 03 3600
ST PAUL BANCORP INC COM 792848103 323 12650 SH DEFINED 01 02 03 12650
ST PAUL COS INC COM 792860108 3129 98369 SH DEFINED 01 02 03 98369
SAKS INC COM 79377W108 3713 128604 SH DEFINED 01 02 03 128604
SALESLOGIX CORP COM 79466P105 51 3450 SH DEFINED 01 02 03 3450
SAMSONITE CORP NEW COM 79604V105 8 1604 SH DEFINED 01 02 03 1604
SANCHEZ COMPUTER ASSOCS INC COM 799702105 132 3800 SH DEFINED 01 02 03 3800
SANDISK CORP COM 80004C101 405 9000 SH DEFINED 01 02 03 9000
SANDY SPRING BANCORP INC COM 800363103 3 100 SH DEFINED 01 02 03 100
SANMINA CORP COM 800907107 36503 481100 SH DEFINED 01 02 03 481100
SANGSTAT MED CORP COM 801003104 267 15500 SH DEFINED 01 02 03 15500
SANTA FE SNYDER CORP COM 80218K105 1950 255710 SH DEFINED 01 02 03 255710
SAPIENT CORP COM 803062108 2010 35500 SH DEFINED 01 02 03 35500
SARA LEE CORP COM 803111103 11334 499572 SH DEFINED 01 02 03 499572
SAUER INC COM 804137107 2 200 SH DEFINED 01 02 03 200
SAWTEK INC COM 805468105 92 2000 SH DEFINED 01 02 03 2000
SBARRO INC COM 805844107 565 20888 SH DEFINED 01 02 03 20888
SCANA CORP COM 805898103 2216 94788 SH DEFINED 01 02 03 94788
SCHEIN HENRY INC COM 806407102 200 6300 SH DEFINED 01 02 03 6300
SCHEIN PHARMACEUTICAL INC COM 806416103 30 2500 SH DEFINED 01 02 03 2500
SCHERING PLOUGH CORP COM 806605101 43123 813650 SH DEFINED 01 02 03 813650
SCHLUMBERGER LTD COM 806857108 31086 488102 SH DEFINED 01 02 03 488102
SCHNITZER STL INDS CL A 806882106 4 200 SH DEFINED 01 02 03 200
SCHOLASTIC CORP COM 807066105 1144 22600 SH DEFINED 01 02 03 22600
SCHOOL SPECIALTY INC COM 807863105 98 6100 SH DEFINED 01 02 03 6100
SCHULMAN A INC COM 808194104 678 39473 SH DEFINED 01 02 03 39473
SCHWAB CHARLES CORP NEW COM 808513105 25080 228255 SH DEFINED 01 02 03 228255
SCHWEITZER-MAUDUIT INTL INC COM 808541106 65 4300 SH DEFINED 01 02 03 4300
SCIENTIFIC ATLANTA INC COM 808655104 1552 43113 SH DEFINED 01 02 03 43113
SCIENTIFIC GAMES HLDGS CORP COM 808747109 60 3100 SH DEFINED 01 02 03 3100
SCIOS INC COM 808905103 44 13424 SH DEFINED 01 02 03 13424
SCOTSMAN INDS INC COM 809340102 116 5400 SH DEFINED 01 02 03 5400
SCOTT TECHNOLOGIES INC COM 810022301 152 7900 SH DEFINED 01 02 03 7900
SCOTTS CO CL A 810186106 233 4900 SH DEFINED 01 02 03 4900
SCRIPPS E W CO OHIO CL A 811054204 205 4300 SH DEFINED 01 02 03 4300
SEAGATE TECHNOLOGY COM 811804103 3095 120785 SH DEFINED 01 02 03 120785
SEAGRAM LTD COM 811850106 8243 163625 SH DEFINED 01 02 03 163625
SEACOR SMIT INC COM 811904101 203 3800 SH DEFINED 01 02 03 3800
SEALED AIR CORP NEW COM 81211K100 3497 53897 SH DEFINED 01 02 03 53897
SEARS ROEBUCK & CO COM 812387108 8590 192774 SH DEFINED 01 02 03 192774
SECURITY CAP GROUP INC CL B 81413P204 133 9100 SH DEFINED 01 02 03 9100
SECURITY DYNAMICS TECHNOLOGIES COM 814208104 183 8600 SH DEFINED 01 02 03 8600
SEITEL INC COM NEW 816074306 144 8900 SH DEFINED 01 02 03 8900
SELECTIVE INS GROUP INC COM 816300107 147 7700 SH DEFINED 01 02 03 7700
SEMTECH CORP COM 816850101 130 2500 SH DEFINED 01 02 03 2500
SEMPRA ENERGY COM 816851109 2215 97896 SH DEFINED 01 02 03 97896
SENSORMATIC ELECTRS CORP COM 817265101 1147 82279 SH DEFINED 01 02 03 82279
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SEPRACOR INC COM 817315104 2698 33200 SH DEFINED 01 02 03 33200
SEQUA CORPORATION CL A 817320104 679 9700 SH DEFINED 01 02 03 9700
SEQUENT COMPUTER SYS INC COM 817338106 1103 62125 SH DEFINED 01 02 03 62125
SEROLOGICALS CORP COM 817523103 60 7375 SH DEFINED 01 02 03 7375
SERVICE CORP INTL COM 817565104 2054 106678 SH DEFINED 01 02 03 106678
SERVICE EXPERTS INC COM 817567100 46 2100 SH DEFINED 01 02 03 2100
SERVICEMASTER CO COM 81760N109 13594 725000 SH DEFINED 01 02 03 725000
7-ELEVEN INC COM 817826100 112 50500 SH DEFINED 01 02 03 50500
SHARED MED SYS CORP COM 819486101 881 13500 SH DEFINED 01 02 03 13500
SHAW COMMUNICATIONS INC CL B CONV 82028K200 107 2700 SH DEFINED 01 02 03 2700
SHAW INDS INC COM 820286102 2048 124123 SH DEFINED 01 02 03 124123
SHELL TRANS & TRADING PLC NEW YRK SH NEW 822703609 204 4400 SH DEFINED 01 02 03 4400
SHERWIN WILLIAMS CO COM 824348106 1911 68868 SH DEFINED 01 02 03 68868
SHILOH INDS INC COM 824543102 49 3400 SH DEFINED 01 02 03 3400
SHOPKO STORES INC COM 824911101 395 10900 SH DEFINED 01 02 03 10900
SHORELINE FINL CORP COM 825190101 3 100 SH DEFINED 01 02 03 100
SHOREWOOD PACKAGING CORP COM 825229107 173 9400 SH DEFINED 01 02 03 9400
SHURGARD STORAGE CTRS INC COM 82567D104 212 7800 SH DEFINED 01 02 03 7800
SIEBEL SYS INC COM 826170102 5469 82400 SH DEFINED 01 02 03 82400
SIERRA HEALTH SVCS INC COM 826322109 97 6700 SH DEFINED 01 02 03 6700
SIERRA PAC RES COM 826425100 302 8300 SH DEFINED 01 02 03 8300
SIGMA ALDRICH CORP COM 826552101 1655 48068 SH DEFINED 01 02 03 48068
SIGCORP INC COM 826912107 179 6250 SH DEFINED 01 02 03 6250
SILGAN HOLDINGS INC COM 827048109 85 4300 SH DEFINED 01 02 03 4300
SILICON GRAPHICS INC COM 827056102 1010 61699 SH DEFINED 01 02 03 61699
SILICON VY BANCSHARES COM 827064106 126 5100 SH DEFINED 01 02 03 5100
SILICON VY GROUP INC COM 827066101 131 7800 SH DEFINED 01 02 03 7800
SILICONIX INC COM NEW 827079203 103 3000 SH DEFINED 01 02 03 3000
SILVERLEAF RESORTS INC COM 828395103 1 100 SH DEFINED 01 02 03 100
SIMPSON INDS INC COM 829060102 57 5550 SH DEFINED 01 02 03 5550
SITEL CORP COM 82980K107 41 14100 SH DEFINED 01 02 03 14100
SIPEX CORP COM 829909100 78 3800 SH DEFINED 01 02 03 3800
SKY FINL GROUP INC COM 83080P103 272 9984 SH DEFINED 01 02 03 9984
SKYLINE CORP COM 830830105 129 4400 SH DEFINED 01 02 03 4400
SKYTEL COMMUNICATIONS INC COM 83087Q104 306 14600 SH DEFINED 01 02 03 14600
SKYWEST INC COM 830879102 140 5600 SH DEFINED 01 02 03 5600
SMART & FINAL INC COM 831683107 33 3100 SH DEFINED 01 02 03 3100
SMART MODULAR TECH INC COM 831690102 120 6900 SH DEFINED 01 02 03 6900
SMITH A O COM 831865209 154 5500 SH DEFINED 01 02 03 5500
SMITH INTL INC COM 832110100 10140 233446 SH DEFINED 01 02 03 233446
SMITH CHARLES E RESDNTL RLTY COM 832197107 160 4700 SH DEFINED 01 02 03 4700
SMITHFIELD FOODS INC COM 832248108 291 8700 SH DEFINED 01 02 03 8700
SMUCKER J M CO CL A 832696108 674 30271 SH DEFINED 01 02 03 30271
SMURFIT-STONE CONTAINER CORP COM 832727101 0 0 SH DEFINED 01 02 03 0
SNYDER COMMUNICATIONS INC COM 832914105 2122 64800 SH DEFINED 01 02 03 64800
SNAP ON INC COM 833034101 1043 28834 SH DEFINED 01 02 03 28834
SOFTNET SYS INC COM 833964109 20 700 SH DEFINED 01 02 03 700
SOLA INTL INC COM 834092108 171 8800 SH DEFINED 01 02 03 8800
SOLECTRON CORP COM 834182107 70976 1064310 SH DEFINED 01 02 03 1064310
SOLUTIA INC COM 834376105 2257 105900 SH DEFINED 01 02 03 105900
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SONAT INC COM 835415100 2994 90389 SH DEFINED 01 02 03 90389
SONIC CORP COM 835451105 167 5125 SH DEFINED 01 02 03 5125
SONOCO PRODS CO COM 835495102 3104 103669 SH DEFINED 01 02 03 103669
SONY CORP ADR NEW 835699307 121 1100 SH DEFINED 01 02 03 1100
SOTHEBYS HLDGS INC CL A 835898107 2540 66611 SH DEFINED 01 02 03 66611
SOUTH JERSEY INDS INC COM 838518108 57 2014 SH DEFINED 01 02 03 2014
SOUTHDOWN INC COM 841297104 2326 36200 SH DEFINED 01 02 03 36200
SOUTHERN CO COM 842587107 8011 302308 SH DEFINED 01 02 03 302308
SOUTHERN PERU COPPER CORP COM 843611104 4 300 SH DEFINED 01 02 03 300
SOUTHERN UN CO NEW COM 844030106 106 4882 SH DEFINED 01 02 03 4882
SOUTHTRUST CORP COM 844730101 3435 89500 SH DEFINED 01 02 03 89500
SOUTHWEST AIRLS CO COM 844741108 4633 148846 SH DEFINED 01 02 03 148846
SOUTHWEST BANCORPORATION TEX COM 84476R109 169 9400 SH DEFINED 01 02 03 9400
SOUTHWEST GAS CORP COM 844895102 226 7900 SH DEFINED 01 02 03 7900
SOUTHWEST SECS GROUP INC COM 845224104 244 3400 SH DEFINED 01 02 03 3400
SOUTHWESTERN ENERGY CO COM 845467109 83 7900 SH DEFINED 01 02 03 7900
SOVEREIGN BANCORP INC COM 845905108 1579 130200 SH DEFINED 01 02 03 130200
SOVRAN SELF STORAGE INC COM 84610H108 86 3200 SH DEFINED 01 02 03 3200
SPECIAL METALS CORP COM 84741Y103 1 100 SH DEFINED 01 02 03 100
SPECIALTY EQUIP COS INC COM NEW 847497203 130 4400 SH DEFINED 01 02 03 4400
SPECTRA-PHYSICS LASERS INC COM 847568102 2 200 SH DEFINED 01 02 03 200
SPEEDFAM-IPEC INC COM 847705100 90 5579 SH DEFINED 01 02 03 5579
SPEEDWAY MOTORSPORTS INC COM 847788106 71 1800 SH DEFINED 01 02 03 1800
SPIEGEL INC CL A 848457107 71 8000 SH DEFINED 01 02 03 8000
SPLASH TECHNOLOGY HLDGS INC COM 848623104 26 3700 SH DEFINED 01 02 03 3700
SPORTSLINE USA INC COM 848934105 100 2800 SH DEFINED 01 02 03 2800
SPORTS AUTH INC COM 849176102 38 8550 SH DEFINED 01 02 03 8550
SPRINGS INDS INC CL A 851783100 218 5000 SH DEFINED 01 02 03 5000
SPRINT CORP COM FON GROUP 852061100 40835 773214 SH DEFINED 01 02 03 773214
SPRINT CORP PCS COM SER 1 852061506 31850 557544 SH DEFINED 01 02 03 557544
SS&C TECHNOLOGIES INC COM 85227Q100 29 3800 SH DEFINED 01 02 03 3800
STAFF LEASING INC COM 852381102 39 3000 SH DEFINED 01 02 03 3000
STAFFMARK INC COM 852389105 42 4200 SH DEFINED 01 02 03 4200
STAGE STORES INC COM 85254C107 46 7000 SH DEFINED 01 02 03 7000
STANDARD MTR PRODS INC COM 853666105 98 4000 SH DEFINED 01 02 03 4000
STANDARD PAC CORP NEW COM 85375C101 129 10000 SH DEFINED 01 02 03 10000
STANDARD PRODS CO COM 853836104 119 4650 SH DEFINED 01 02 03 4650
STANDARD REGISTER CO COM 853887107 845 27470 SH DEFINED 01 02 03 27470
STANDEX INTL CORP COM 854231107 134 4900 SH DEFINED 01 02 03 4900
STANLEY WKS COM 854616109 1425 44284 SH DEFINED 01 02 03 44284
STAR TELECOMMUNICATIONS INC COM 854923109 67 8600 SH DEFINED 01 02 03 8600
STAPLES INC COM 855030102 10082 325894 SH DEFINED 01 02 03 325894
STARBUCKS CORP COM 855244109 6265 166800 SH DEFINED 01 02 03 166800
STARRETT L S CO CL A 855668109 5 200 SH DEFINED 01 02 03 200
STATE AUTO FINL CORP COM 855707105 5 400 SH DEFINED 01 02 03 400
STATE STR CORP COM 857477103 8400 98386 SH DEFINED 01 02 03 98386
STATEN IS BANCORP INC COM 857550107 194 10800 SH DEFINED 01 02 03 10800
STATION CASINOS INC COM 857689103 114 5600 SH DEFINED 01 02 03 5600
STEEL DYNAMICS INC COM 858119100 156 10100 SH DEFINED 01 02 03 10100
STEIN MART INC COM 858375108 76 8100 SH DEFINED 01 02 03 8100
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STEPAN CO COM 858586100 53 2100 SH DEFINED 01 02 03 2100
STERLING BANCSHARES INC COM 858907108 88 6600 SH DEFINED 01 02 03 6600
STERIS CORP COM 859152100 1184 61100 SH DEFINED 01 02 03 61100
STERLING BANCORP COM 859158107 6 300 SH DEFINED 01 02 03 300
STERLING COMM INC COM 859205106 24074 659552 SH DEFINED 01 02 03 659552
STERLING FINL CORP COM 859317109 106 3100 SH DEFINED 01 02 03 3100
STERLING SOFTWARE INC COM 859547101 2276 85300 SH DEFINED 01 02 03 85300
STEWART & STEVENSON SVCS INC COM 860342104 525 34433 SH DEFINED 01 02 03 34433
STEWART ENTERPRISES INC CL A 860370105 1436 98600 SH DEFINED 01 02 03 98600
STEWART INFORMATION SVCS CORP COM 860372101 38 1800 SH DEFINED 01 02 03 1800
STILLWATER MNG CO COM 86074Q102 291 8900 SH DEFINED 01 02 03 8900
STONE & WEBSTER INC COM 861572105 91 3400 SH DEFINED 01 02 03 3400
STONE ENERGY CORP COM 861642106 178 4200 SH DEFINED 01 02 03 4200
STORAGE USA INC COM 861907103 239 7500 SH DEFINED 01 02 03 7500
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 4033 177280 SH DEFINED 01 02 03 177280
STRIDE RITE CORP COM 863314100 129 12500 SH DEFINED 01 02 03 12500
STRUCTURAL DYNAMICS RESH CORP COM 863555108 728 39195 SH DEFINED 01 02 03 39195
STRYKER CORP COM 863667101 5284 87882 SH DEFINED 01 02 03 87882
STUDENT LN CORP COM 863902102 111 2500 SH DEFINED 01 02 03 2500
STURM RUGER & CO INC COM 864159108 57 5300 SH DEFINED 01 02 03 5300
SUBURBAN LODGES AMER INC COM 864444104 1 100 SH DEFINED 01 02 03 100
SUIZA FOODS CORP COM 865077101 1508 36000 SH DEFINED 01 02 03 36000
SUMMIT BANCORP COM 866005101 3674 87860 SH DEFINED 01 02 03 87860
SUMMIT PPTYS INC COM 866239106 124 6300 SH DEFINED 01 02 03 6300
SUN BANCORP INC COM 86663B102 38 2195 SH DEFINED 01 02 03 2195
SUN COMMUNITIES INC COM 866674104 256 7200 SH DEFINED 01 02 03 7200
SUN MICROSYSTEMS INC COM 866810104 76317 1108054 SH DEFINED 01 02 03 1108054
SUN HEALTHCARE GROUP INC COM 866933104 5 12288 SH DEFINED 01 02 03 12288
SUNGLASS HUT INTL INC COM 86736F106 239 13900 SH DEFINED 01 02 03 13900
SUNGARD DATA SYS INC COM 867363103 24236 702500 SH DEFINED 01 02 03 702500
SUNOCO INC COM 86764P109 1223 40520 SH DEFINED 01 02 03 40520
SUNRISE ASSISTED LIVING INC COM 86768K106 126 3600 SH DEFINED 01 02 03 3600
SUNRISE TECHNOLOGIES INTL INC COM 86769L103 15 1200 SH DEFINED 01 02 03 1200
SUNTERRA CORP COM 86787D109 95 6850 SH DEFINED 01 02 03 6850
SUNRISE MED INC COM 867910101 63 8900 SH DEFINED 01 02 03 8900
SUNTRUST BKS INC COM 867914103 9857 141953 SH DEFINED 01 02 03 141953
SUNSTONE HOTEL INVS INC COM 867933103 77 9000 SH DEFINED 01 02 03 9000
SUPERGEN INC COM 868059106 2 100 SH DEFINED 01 02 03 100
SUPERIOR CONSULTANT HLDGS CORP COM 868146101 180 7300 SH DEFINED 01 02 03 7300
SUPERIOR ENERGY SVCS INC COM 868157108 2 300 SH DEFINED 01 02 03 300
SUPERIOR INDS INTL INC COM 868168105 795 29100 SH DEFINED 01 02 03 29100
SUPERIOR SVCS INC COM 868316100 232 8700 SH DEFINED 01 02 03 8700
SUPERIOR TR I PFD CV 8.50% 86836P202 31 711 SH DEFINED 01 02 03 711
SUPERIOR TELECOM INC COM 868365107 41 1625 SH DEFINED 01 02 03 1625
SUPERVALU INC COM 868536103 976 37992 SH DEFINED 01 02 03 37992
SUSQUEHANNA BANCSHARES INC PA COM 869099101 165 9318 SH DEFINED 01 02 03 9318
SWIFT ENERGY CO COM 870738101 60 5610 SH DEFINED 01 02 03 5610
SWIFT TRANSN CO COM 870756103 1507 68500 SH DEFINED 01 02 03 68500
SYBASE INC COM 871130100 248 22500 SH DEFINED 01 02 03 22500
SYBRON INTL CORP COM 87114F106 2555 92700 SH DEFINED 01 02 03 92700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SYKES ENTERPRISES INC COM 871237103 210 6300 SH DEFINED 01 02 03 6300
SYLVAN LEARNING SYS INC COM 871399101 19124 703425 SH DEFINED 01 02 03 703425
SYMANTEC CORP COM 871503108 1753 68762 SH DEFINED 01 02 03 68762
SYMBOL TECHNOLOGIES INC COM 871508107 2960 80270 SH DEFINED 01 02 03 80270
SYMS CORP COM 871551107 1 100 SH DEFINED 01 02 03 100
SYNETIC INC COM 87160F109 316 4600 SH DEFINED 01 02 03 4600
SYNOPSYS INC COM 871607107 65888 1193900 SH DEFINED 01 02 03 1193900
SYNOVUS FINL CORP COM 87161C105 2106 105950 SH DEFINED 01 02 03 105950
SYSCO CORP COM 871829107 4921 165053 SH DEFINED 01 02 03 165053
SYSTEM SOFTWARE ASSOC INC COM 871839106 22 13150 SH DEFINED 01 02 03 13150
SYSTEMAX INC COM 871851101 58 4700 SH DEFINED 01 02 03 4700
SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 150 10300 SH DEFINED 01 02 03 10300
TAVA TECHNOLOGIES INC COM 872169107 60 7800 SH DEFINED 01 02 03 7800
TCA CABLE TV INC COM 872241104 2472 44532 SH DEFINED 01 02 03 44532
TCBY ENTERPRISES INC COM 872245105 56 9200 SH DEFINED 01 02 03 9200
TCF FINL CORP COM 872275102 2174 78000 SH DEFINED 01 02 03 78000
TECO ENERGY INC COM 872375100 3315 145729 SH DEFINED 01 02 03 145729
TJ INTL INC COM 872534102 167 5400 SH DEFINED 01 02 03 5400
TJX COS INC NEW COM 872540109 4215 126524 SH DEFINED 01 02 03 126524
TNP ENTERPRISES INC COM 872594106 102 2800 SH DEFINED 01 02 03 2800
TRW INC COM 872649108 3066 55878 SH DEFINED 01 02 03 55878
TMP WORLDWIDE INC COM 872941109 254 4000 SH DEFINED 01 02 03 4000
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 180 5300 SH DEFINED 01 02 03 5300
TALBOTS INC COM 874161102 320 8400 SH DEFINED 01 02 03 8400
TALK COM INC COM 874264104 99 8800 SH DEFINED 01 02 03 8800
TANDY CORP COM 875382103 5321 108868 SH DEFINED 01 02 03 108868
TANGER FACTORY OUTLET CTRS INC COM 875465106 3 100 SH DEFINED 01 02 03 100
TAUBMAN CTRS INC COM 876664103 109 8300 SH DEFINED 01 02 03 8300
TECH DATA CORP COM 878237106 1809 47300 SH DEFINED 01 02 03 47300
TECHNE CORP COM 878377100 119 4700 SH DEFINED 01 02 03 4700
TECHNITROL INC COM 878555101 161 5000 SH DEFINED 01 02 03 5000
TECHNOLOGY SOLUTIONS CO COM 87872T108 113 10425 SH DEFINED 01 02 03 10425
TECUMSEH PRODS CO CL A 878895200 2005 33100 SH DEFINED 01 02 03 33100
TEJON RANCH CO DEL COM 879080109 63 2400 SH DEFINED 01 02 03 2400
TEKELEC COM 879101103 107 8800 SH DEFINED 01 02 03 8800
TEKTRONIX INC COM 879131100 300 9950 SH DEFINED 01 02 03 9950
TELE NORTE LESTE PART S A SPONS ADR PFD 879246106 470 25300 SH DEFINED 01 02 03 25300
TELEFLEX INC COM 879369106 1334 30720 SH DEFINED 01 02 03 30720
TELEFONOS DE MEXICO S A SPNS ADR ORD L 879403780 251 3100 SH DEFINED 01 02 03 3100
TELEGLOBE INC COM 87941V100 62 2100 SH DEFINED 01 02 03 2100
TELEPHONE & DATA SYS INC COM 879433100 4142 56691 SH DEFINED 01 02 03 56691
TELLABS INC COM 879664100 16608 245816 SH DEFINED 01 02 03 245816
TELXON CORP COM 879700102 40 5000 SH DEFINED 01 02 03 5000
TEMPLE INLAND INC COM 879868107 2791 40900 SH DEFINED 01 02 03 40900
TENET HEALTHCARE CORP COM 88033G100 2465 132803 SH DEFINED 01 02 03 132803
TENNANT CO COM 880345103 74 2300 SH DEFINED 01 02 03 2300
TENNECO INC NEW COM 88037E101 3482 145840 SH DEFINED 01 02 03 145840
TERADYNE INC COM 880770102 5937 82746 SH DEFINED 01 02 03 82746
TEREX CORP NEW COM 880779103 225 7400 SH DEFINED 01 02 03 7400
TERRA INDS INC COM 880915103 36 8900 SH DEFINED 01 02 03 8900
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TESORO PETE CORP COM 881609101 159 10000 SH DEFINED 01 02 03 10000
TESORO PETE CORP PIES CV 1/100S 881609408 32 2000 SH DEFINED 01 02 03 2000
TETRA TECHNOLOGIES INC DEL COM 88162F105 31 3400 SH DEFINED 01 02 03 3400
TETRA TECH INC NEW COM 88162G103 207 12563 SH DEFINED 01 02 03 12563
TEXACO INC COM 881694103 15236 243774 SH DEFINED 01 02 03 243774
TEXAS INDS INC COM 882491103 326 8400 SH DEFINED 01 02 03 8400
TEXAS INSTRS INC COM 882508104 75195 518586 SH DEFINED 01 02 03 518586
TEXAS MICRO INC COM 88255T103 24 3200 SH DEFINED 01 02 03 3200
TEXAS REGL BANCSHARES INC CL A VTG 882673106 152 5600 SH DEFINED 01 02 03 5600
TEXAS UTILS CO COM 882848104 9694 235014 SH DEFINED 01 02 03 235014
TEXTRON INC COM 883203101 5231 63556 SH DEFINED 01 02 03 63556
THERAGENICS CORP COM 883375107 56 8000 SH DEFINED 01 02 03 8000
THERMO CARDIOSYSTEMS INC COM NONREDEEM 88355K200 48 4400 SH DEFINED 01 02 03 4400
THERMO ECOTEK CORP COM 88355R106 10 1200 SH DEFINED 01 02 03 1200
THERMO FIBERTEK INC COM 88355W105 1 200 SH DEFINED 01 02 03 200
THERMO ELECTRON CORP COM 883556102 1462 72876 SH DEFINED 01 02 03 72876
THERMO OPTEK CORP COM 883582108 2 200 SH DEFINED 01 02 03 200
THERMOLASE CORP COM 883624108 9 6900 SH DEFINED 01 02 03 6900
THERMOTREX CORP COM 883666109 28 3700 SH DEFINED 01 02 03 3700
THERMEDICS INC COM 883901100 41 4400 SH DEFINED 01 02 03 4400
THOMAS & BETTS CORP COM 884315102 609 12897 SH DEFINED 01 02 03 12897
THOMAS INDS INC COM 884425109 124 6050 SH DEFINED 01 02 03 6050
THOR INDS INC COM 885160101 113 3975 SH DEFINED 01 02 03 3975
THORNBURG MTG ASSET CORP COM 885218107 59 5900 SH DEFINED 01 02 03 5900
3DFX INTERACTIVE INC COM 88553X103 3 200 SH DEFINED 01 02 03 200
3COM CORP COM 885535104 5652 211784 SH DEFINED 01 02 03 211784
TIDEWATER INC COM 886423102 1567 51392 SH DEFINED 01 02 03 51392
TIFFANY & CO NEW COM 886547108 3207 33236 SH DEFINED 01 02 03 33236
TIMBERLAND CO CL A 887100105 123 1800 SH DEFINED 01 02 03 1800
TIME WARNER INC COM 887315109 44270 602310 SH DEFINED 01 02 03 602310
TIMES MIRROR CO NEW COM SER A 887364107 1704 28756 SH DEFINED 01 02 03 28756
TIMKEN CO COM 887389104 430 22072 SH DEFINED 01 02 03 22072
TITAN EXPL INC COM 888289105 39 7800 SH DEFINED 01 02 03 7800
TITAN INTL INC ILL COM 88830M102 97 8200 SH DEFINED 01 02 03 8200
TITANIUM METALS CORP COM 888339108 69 6200 SH DEFINED 01 02 03 6200
TOLL BROTHERS INC COM 889478103 146 6800 SH DEFINED 01 02 03 6800
TORCHMARK CORP COM 891027104 2052 60126 SH DEFINED 01 02 03 60126
TORO CO COM 891092108 150 3800 SH DEFINED 01 02 03 3800
TOSCO CORP COM NEW 891490302 3824 147446 SH DEFINED 01 02 03 147446
TOTAL RENAL CARE HLDGS INC COM 89151A107 15548 999100 SH DEFINED 01 02 03 999100
TOWER AUTOMOTIVE INC COM 891707101 323 12700 SH DEFINED 01 02 03 12700
TOWN & CTRY TR SH BEN INT 892081100 177 9900 SH DEFINED 01 02 03 9900
TOYS R US INC COM 892335100 2851 137835 SH DEFINED 01 02 03 137835
TRAMMELL CROW CO COM 89288R106 105 6400 SH DEFINED 01 02 03 6400
TRANS WORLD AIRLS INC COM PAR$.01NEW 893349837 88 17900 SH DEFINED 01 02 03 17900
TRANS WORLD ENTMT CORP COM 89336Q100 33 2900 SH DEFINED 01 02 03 2900
TRANSACTION NETWORK SVCS INC COM 893414102 123 4200 SH DEFINED 01 02 03 4200
TRANSACTION SYS ARCHITECTS CL A 893416107 273 7000 SH DEFINED 01 02 03 7000
TRANSAMERICA CORP COM 893485102 4362 58166 SH DEFINED 01 02 03 58166
TRANSKARYOTIC THERAPIES INC COM 893735100 145 4400 SH DEFINED 01 02 03 4400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TRANSMONTAIGNE INC COM 893934109 83 6600 SH DEFINED 01 02 03 6600
TRAVELERS PPTY CAS CORP CL A 893939108 23 600 SH DEFINED 01 02 03 600
TRANSWITCH CORP COM 894065101 71 1500 SH DEFINED 01 02 03 1500
TREDEGAR CORP COM 894650100 167 7700 SH DEFINED 01 02 03 7700
TREMONT CORP COM PAR $1.00 894745207 41 1900 SH DEFINED 01 02 03 1900
TRENDWEST RESORTS INC COM 894917103 54 2400 SH DEFINED 01 02 03 2400
TRENWICK GROUP INC COM 895290104 88 3550 SH DEFINED 01 02 03 3550
TREX MED CORP COM 89531R101 1 100 SH DEFINED 01 02 03 100
TRIAD HOSPITALS INC COM 89579K109 25 1843 SH DEFINED 01 02 03 1843
TRIANGLE BANCORP INC COM 895835106 147 8650 SH DEFINED 01 02 03 8650
TRIANGLE PHARMACEUTICALS INC COM 89589H104 76 4200 SH DEFINED 01 02 03 4200
TRIAD GTY INC COM 895925105 41 2300 SH DEFINED 01 02 03 2300
TRIARC COS INC CL A 895927101 80 3750 SH DEFINED 01 02 03 3750
TRICON GLOBAL RESTAURANTS COM 895953107 4566 84368 SH DEFINED 01 02 03 84368
TRIBUNE CO NEW COM 896047107 4329 49688 SH DEFINED 01 02 03 49688
TRICO MARINE SERVICES INC COM 896106101 36 5500 SH DEFINED 01 02 03 5500
TRIGON HEALTHCARE INC COM 89618L100 1393 38300 SH DEFINED 01 02 03 38300
TRIMBLE NAVIGATION LTD COM 896239100 82 6400 SH DEFINED 01 02 03 6400
TRINET CORP RLTY TR INC COM 896287109 161 5800 SH DEFINED 01 02 03 5800
TRINITY INDS INC COM 896522109 1481 44221 SH DEFINED 01 02 03 44221
TRIUMPH GROUP INC NEW COM 896818101 61 2400 SH DEFINED 01 02 03 2400
TRUST CO NJ JERSEY CITY NEW COM 898304100 160 6800 SH DEFINED 01 02 03 6800
TRUSTCO BK CORP N Y COM 898349105 188 6990 SH DEFINED 01 02 03 6990
TUBOSCOPE INC COM 898600101 163 11900 SH DEFINED 01 02 03 11900
TUPPERWARE CORP COM 899896104 921 36100 SH DEFINED 01 02 03 36100
TWINLAB CORP COM 901774109 51 5900 SH DEFINED 01 02 03 5900
TYCO INTL LTD NEW COM 902124106 41235 435203 SH DEFINED 01 02 03 435203
TYSON FOODS INC CL A 902494103 4662 207186 SH DEFINED 01 02 03 207186
UCAR INTL INC COM 90262K109 1005 39800 SH DEFINED 01 02 03 39800
UGI CORP NEW COM 902681105 321 15900 SH DEFINED 01 02 03 15900
UICI COM 902737105 238 8600 SH DEFINED 01 02 03 8600
UMB FINL CORP COM 902788108 175 4092 SH DEFINED 01 02 03 4092
UST CORP COM 902900109 414 13700 SH DEFINED 01 02 03 13700
USX MARATHON GROUP COM NEW 902905827 4147 127361 SH DEFINED 01 02 03 127361
U S B HLDG INC COM 902910108 71 4620 SH DEFINED 01 02 03 4620
UST INC COM 902911106 2838 97027 SH DEFINED 01 02 03 97027
U S RESTAURANT PPTYS INC COM 902971100 9 400 SH DEFINED 01 02 03 400
US BANCORP DEL COM 902973106 12156 357515 SH DEFINED 01 02 03 357515
UNUM CORP COM 903192102 4423 80779 SH DEFINED 01 02 03 80779
URS CORP NEW COM 903236107 3 100 SH DEFINED 01 02 03 100
U S G CORP COM NEW 903293405 2618 46750 SH DEFINED 01 02 03 46750
U S FOODSERVICE COM 90331R101 4169 97800 SH DEFINED 01 02 03 97800
US LEC CORP CL A 90331S109 47 2100 SH DEFINED 01 02 03 2100
U S A FLORAL PRODS INC COM 90331T107 2 200 SH DEFINED 01 02 03 200
USX-U S STL COM 90337T101 1356 50235 SH DEFINED 01 02 03 50235
UTI ENERGY CORP COM 903387108 89 5400 SH DEFINED 01 02 03 5400
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 3603 165188 SH DEFINED 01 02 03 165188
ULTRATECH STEPPER INC COM 904034105 87 5800 SH DEFINED 01 02 03 5800
UNICAPITAL CORP NEW COM 90459D108 59 9400 SH DEFINED 01 02 03 9400
UNIFI INC COM 904677101 1118 52629 SH DEFINED 01 02 03 52629
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UNIFIRST CORP MASS COM 904708104 48 2600 SH DEFINED 01 02 03 2600
UNIFY CORP COM 904743101 63 4700 SH DEFINED 01 02 03 4700
UNILEVER N V N Y SHS NEW 904784709 20985 300863 SH DEFINED 01 02 03 300863
UNICOM CORP COM 904911104 3667 95100 SH DEFINED 01 02 03 95100
UNION CARBIDE CORP COM 905581104 3428 70320 SH DEFINED 01 02 03 70320
UNION PAC CORP COM 907818108 8806 151007 SH DEFINED 01 02 03 151007
UNION PAC RES GROUP INC COM 907834105 1931 118353 SH DEFINED 01 02 03 118353
UNION PLANTERS CORP COM 908068109 3423 76600 SH DEFINED 01 02 03 76600
UNIONBANCAL CORP COM 908906100 137 3800 SH DEFINED 01 02 03 3800
UNISOURCE ENERGY CORP COM 909205106 103 8620 SH DEFINED 01 02 03 8620
UNISOURCE WORLDWIDE INC COM 909208100 6 500 SH DEFINED 01 02 03 500
UNISYS CORP COM 909214108 4482 115100 SH DEFINED 01 02 03 115100
UNITED AUTO GROUP INC COM 909440109 45 4400 SH DEFINED 01 02 03 4400
UNITED BANKSHARES INC WEST VA COM 909907107 273 10300 SH DEFINED 01 02 03 10300
UNITED DOMINION REALTY TR INC COM 910197102 268 22800 SH DEFINED 01 02 03 22800
UNITED FIRE & CAS CO COM 910331107 94 3605 SH DEFINED 01 02 03 3605
UNITED HEALTHCARE CORP COM 910581107 6968 111273 SH DEFINED 01 02 03 111273
UNITED ILLUM CO COM 910637107 161 3800 SH DEFINED 01 02 03 3800
UNITED INTL HLDGS INC CL A 910734102 717 10600 SH DEFINED 01 02 03 10600
UNITED NATL BANCORP N J COM 910909100 3 110 SH DEFINED 01 02 03 110
UNITED NAT FOODS INC COM 911163103 25 1000 SH DEFINED 01 02 03 1000
UNITED PAYORS&UTD PROVIDERS COM 911319101 51 2200 SH DEFINED 01 02 03 2200
UNITED RENTALS INC COM 911363109 228 7742 SH DEFINED 01 02 03 7742
U S BIOSCIENCE INC COM PAR $0.01 911646206 213 21800 SH DEFINED 01 02 03 21800
US AIRWAYS GROUP INC COM 911905107 1919 44063 SH DEFINED 01 02 03 44063
U S HOME CORP NEW COM 911920106 134 3770 SH DEFINED 01 02 03 3770
U S WEST INC NEW COM 91273H101 19316 328789 SH DEFINED 01 02 03 328789
U S TR CORP NEW COM 91288L105 120 1300 SH DEFINED 01 02 03 1300
UNITED STATIONERS INC COM 913004107 198 9000 SH DEFINED 01 02 03 9000
UNITED TECHNOLOGIES CORP COM 913017109 16221 226278 SH DEFINED 01 02 03 226278
UNITED TELEVISION INC COM 913066106 189 1800 SH DEFINED 01 02 03 1800
UNITED WTR RES INC COM 913190104 170 7500 SH DEFINED 01 02 03 7500
UNITRIN INC COM 913275103 2727 66500 SH DEFINED 01 02 03 66500
UNITRODE CORP COM 913283107 244 8500 SH DEFINED 01 02 03 8500
UNIVERSAL CORP VA COM 913456109 1357 47735 SH DEFINED 01 02 03 47735
UNIVERSAL FOODS CORP COM 913538104 1229 58158 SH DEFINED 01 02 03 58158
UNIVERSAL FST PRODS INC COM 913543104 213 9900 SH DEFINED 01 02 03 9900
UNIVERSAL HLTH SVCS INC CL B 913903100 119 2500 SH DEFINED 01 02 03 2500
UNIVISION COMMUNICATIONS INC CL A 914906102 5663 85800 SH DEFINED 01 02 03 85800
UNOCAL CORP COM 915289102 4742 119660 SH DEFINED 01 02 03 119660
UNOVA INC COM 91529B106 132 8300 SH DEFINED 01 02 03 8300
USFREIGHTWAYS CORP COM 916906100 315 6800 SH DEFINED 01 02 03 6800
URBAN OUTFITTERS INC COM 917047102 70 2800 SH DEFINED 01 02 03 2800
URBAN SHOPPING CTRS INC COM 917060105 117 3700 SH DEFINED 01 02 03 3700
USBANCORP INC PA COM 917292104 63 4000 SH DEFINED 01 02 03 4000
USINTERNETWORKING INC COM 917311805 38 900 SH DEFINED 01 02 03 900
USWEB CORP COM 917327108 324 14600 SH DEFINED 01 02 03 14600
UTILICORP UTD INC COM 918005109 2438 100261 SH DEFINED 01 02 03 100261
V F CORP COM 918204108 2429 56813 SH DEFINED 01 02 03 56813
VWR SCIENTIFIC PRODS CORP COM 918435108 196 5350 SH DEFINED 01 02 03 5350
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VAIL RESORTS INC COM 91879Q109 200 11400 SH DEFINED 01 02 03 11400
VALASSIS COMMUNICATIONS INC COM 918866104 500 13650 SH DEFINED 01 02 03 13650
VALHI INC NEW COM 918905100 86 7700 SH DEFINED 01 02 03 7700
VALERO ENERGY CORP NEW COM 91913Y100 1065 49691 SH DEFINED 01 02 03 49691
VALLEY NATL BANCORP COM 919794107 172 5975 SH DEFINED 01 02 03 5975
VALMONT INDS INC COM 920253101 138 8100 SH DEFINED 01 02 03 8100
VALUE CITY DEPT STORES INC COM 920387107 59 4800 SH DEFINED 01 02 03 4800
VANTIVE CORP COM 922091103 90 7900 SH DEFINED 01 02 03 7900
VARCO INTL INC COM 922126107 578 52872 SH DEFINED 01 02 03 52872
VARLEN CORP COM 922248109 192 4750 SH DEFINED 01 02 03 4750
VEECO INSTRS INC DEL COM 922417100 150 4400 SH DEFINED 01 02 03 4400
VENTAS INC COM 92276F100 68 12600 SH DEFINED 01 02 03 12600
VENTANA MED SYS INC COM 92276H106 46 2400 SH DEFINED 01 02 03 2400
VERITAS DGC INC COM 92343P107 110 6000 SH DEFINED 01 02 03 6000
VERIO INC COM 923433106 257 3700 SH DEFINED 01 02 03 3700
VERITAS SOFTWARE CO COM 923436109 7301 76900 SH DEFINED 01 02 03 76900
VERTEX PHARMACEUTICALS INC COM 92532F100 164 6800 SH DEFINED 01 02 03 6800
VESTA INS GROUP INC COM 925391104 26 5700 SH DEFINED 01 02 03 5700
VETERINARY CTRS AMER INC COM 925514101 75 5500 SH DEFINED 01 02 03 5500
VIAD CORP COM 92552R109 2738 88500 SH DEFINED 01 02 03 88500
VIASOFT INC COM 92552U102 18 5200 SH DEFINED 01 02 03 5200
VIACOM INC CL B 925524308 14739 334974 SH DEFINED 01 02 03 334974
VIATEL INC COM 925529208 19924 355000 SH DEFINED 01 02 03 355000
VICOR CORP COM 925815102 167 7900 SH DEFINED 01 02 03 7900
VINTAGE PETE INC COM 927460105 125 11600 SH DEFINED 01 02 03 11600
VISIO CORP COM 927914101 12191 320300 SH DEFINED 01 02 03 320300
VIROPHARMA INC COM 928241108 1 100 SH DEFINED 01 02 03 100
VISHAY INTERTECHNOLOGY INC COM 928298108 2005 95454 SH DEFINED 01 02 03 95454
VISTANA INC COM 92839P108 54 3400 SH DEFINED 01 02 03 3400
VISX INC DEL COM 92844S105 5298 66900 SH DEFINED 01 02 03 66900
VISUAL NETWORKS INC COM 928444108 189 5900 SH DEFINED 01 02 03 5900
VITAL SIGNS INC COM 928469105 48 2400 SH DEFINED 01 02 03 2400
VITESSE SEMICONDUCTOR CORP COM 928497106 4552 67500 SH DEFINED 01 02 03 67500
VIVUS INC COM 928551100 24 9200 SH DEFINED 01 02 03 9200
VLASIC FOODS INTL INC COM 928559103 328 44800 SH DEFINED 01 02 03 44800
VODAFONE GROUP PLC SPONSORED ADR 92857T107 97513 494991 SH DEFINED 01 02 03 494991
VOICESTREAM WIRELESS CORP COM 928615103 18354 645400 SH DEFINED 01 02 03 645400
VOLT INFORMATION SCIENCES INC COM 928703107 71 3100 SH DEFINED 01 02 03 3100
VULCAN MATLS CO COM 929160109 4473 92700 SH DEFINED 01 02 03 92700
WD-40 CO COM 929236107 148 5900 SH DEFINED 01 02 03 5900
WHX CORP COM 929248102 25 3800 SH DEFINED 01 02 03 3800
WICOR INC COM 929253102 372 13300 SH DEFINED 01 02 03 13300
WPS RESOURCES CORP COM 92931B106 216 7200 SH DEFINED 01 02 03 7200
WSFS FINL CORP COM 929328102 3 200 SH DEFINED 01 02 03 200
WABASH NATL CORP COM 929566107 119 6150 SH DEFINED 01 02 03 6150
WACHOVIA CORP COM 929771103 9825 114828 SH DEFINED 01 02 03 114828
WACKENHUT CORP COM SER A 929794105 137 4600 SH DEFINED 01 02 03 4600
WACKENHUT CORRECTIONS CORP COM 929798106 77 3900 SH DEFINED 01 02 03 3900
WADDELL & REED FINL INC CL A 930059100 5488 200001 SH DEFINED 01 02 03 200001
WADDELL & REED FINL INC CL B 930059209 16335 605000 SH DEFINED 01 02 03 605000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WAL MART STORES INC COM 931142103 108661 2252036 SH DEFINED 01 02 03 2252036
WALDEN RESIDENTIAL PPTYS INC COM 931210108 127 5900 SH DEFINED 01 02 03 5900
WALGREEN CO COM 931422109 13727 467310 SH DEFINED 01 02 03 467310
WALLACE COMPUTER SERVICES INC COM 932270101 1398 55928 SH DEFINED 01 02 03 55928
WALTER INDS INC COM 93317Q105 153 11800 SH DEFINED 01 02 03 11800
WARNACO GROUP INC CL A 934390105 1562 58400 SH DEFINED 01 02 03 58400
WARNER LAMBERT CO COM 934488107 32098 462671 SH DEFINED 01 02 03 462671
WASHINGTON GAS LT CO COM 938837101 1467 56411 SH DEFINED 01 02 03 56411
WASHINGTON MUT INC COM 939322103 10274 290439 SH DEFINED 01 02 03 290439
WASHINGTON POST CO CL B 939640108 5357 9961 SH DEFINED 01 02 03 9961
WASHINGTON REAL ESTATE INVT TR SH BEN INT 939653101 154 9100 SH DEFINED 01 02 03 9100
WASTE MGMT INC DEL COM 94106L109 47368 881258 SH DEFINED 01 02 03 881258
WATSCO INC COM 942622200 141 8600 SH DEFINED 01 02 03 8600
WATSON PHARMACEUTICALS INC COM 942683103 2672 76200 SH DEFINED 01 02 03 76200
WATTS INDS INC CL A 942749102 543 28324 SH DEFINED 01 02 03 28324
WAUSAU-MOSINEE PAPER CORP COM 943315101 1172 65095 SH DEFINED 01 02 03 65095
WEATHERFORD INTL INC COM 947074100 3288 89767 SH DEFINED 01 02 03 89767
WEBB DEL CORP COM 947423109 150 6300 SH DEFINED 01 02 03 6300
WEBSTER FINL CORP CONN COM 947890109 301 11100 SH DEFINED 01 02 03 11100
WEEKS CORP COM 94856P102 159 5200 SH DEFINED 01 02 03 5200
WEIDER NUTRITION INTL INC CL A 948603105 19 4600 SH DEFINED 01 02 03 4600
WEINGARTEN RLTY INVS SH BEN INT 948741103 221 5300 SH DEFINED 01 02 03 5300
WELLMAN INC COM 949702104 714 44784 SH DEFINED 01 02 03 44784
WELLPOINT HEALTH NETWORK NEW COM 94973H108 2775 32700 SH DEFINED 01 02 03 32700
WELLS FARGO & CO NEW COM 949746101 56131 1313004 SH DEFINED 01 02 03 1313004
WELLSFORD REAL PPTYS INC COM 950240101 82 7600 SH DEFINED 01 02 03 7600
WENDYS INTL INC COM 950590109 903 31900 SH DEFINED 01 02 03 31900
WERNER ENTERPRISES INC COM 950755108 294 14187 SH DEFINED 01 02 03 14187
WESBANCO INC COM 950810101 179 5950 SH DEFINED 01 02 03 5950
WESLEY JESSEN VISIONCARE INC COM 951018100 136 4200 SH DEFINED 01 02 03 4200
WEST COAST BANCORP ORE NEW COM 952145100 4 210 SH DEFINED 01 02 03 210
WEST MARINE INC COM 954235107 39 2700 SH DEFINED 01 02 03 2700
WEST PHARMACEUTICAL SVSC INC COM 955306105 148 3763 SH DEFINED 01 02 03 3763
WEST TELESERVICES CORP COM 956188106 58 6200 SH DEFINED 01 02 03 6200
WESTAFF INC COM 957070105 23 3900 SH DEFINED 01 02 03 3900
WESTAMERICA BANCORPORATION COM 957090103 1783 48861 SH DEFINED 01 02 03 48861
WESTELL TECHNOLOGIES INC CL A 957541105 26 3800 SH DEFINED 01 02 03 3800
WESTERN BANCORP COM 957683105 139 3200 SH DEFINED 01 02 03 3200
WESTCORP INC COM 957907108 78 6894 SH DEFINED 01 02 03 6894
WESTERN DIGITAL CORP COM 958102105 18 2800 SH DEFINED 01 02 03 2800
WESTERN GAS RES INC COM 958259103 110 6900 SH DEFINED 01 02 03 6900
WESTERN INVT REAL ESTATE TR SH BEN INT 958468100 58 5000 SH DEFINED 01 02 03 5000
WESTERN WIRELESS CORP CL A 95988E204 18900 700000 SH DEFINED 01 02 03 700000
WESTERNBANK PUERTO RICO COM 959897109 142 10900 SH DEFINED 01 02 03 10900
WESTFIELD AMER INC COM 959910100 69 4600 SH DEFINED 01 02 03 4600
WESTINGHOUSE AIR BRAKE CO NEW COM 960386100 174 6700 SH DEFINED 01 02 03 6700
WESTPOINT STEVENS INC COM 961238102 1485 49800 SH DEFINED 01 02 03 49800
WESTVACO CORP COM 961548104 878 30271 SH DEFINED 01 02 03 30271
WESTWOOD ONE INC COM 961815107 250 7000 SH DEFINED 01 02 03 7000
WET SEAL INC CL A 961840105 106 3700 SH DEFINED 01 02 03 3700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WEYERHAEUSER CO COM 962166104 5716 83144 SH DEFINED 01 02 03 83144
WHIRLPOOL CORP COM 963320106 2348 31729 SH DEFINED 01 02 03 31729
WHITE MTNS INS GROUP INC COM 964126106 176 1250 SH DEFINED 01 02 03 1250
WHITMAN CORP NEW COM 96647R107 1485 82500 SH DEFINED 01 02 03 82500
WHITNEY HLDG CORP COM 966612103 270 6800 SH DEFINED 01 02 03 6800
WHITTMAN-HART INC COM 966834103 206 6500 SH DEFINED 01 02 03 6500
WILD OATS MARKETS INC COM 96808B107 55 1800 SH DEFINED 01 02 03 1800
WILEY JOHN & SONS INC CL A 968223206 233 13200 SH DEFINED 01 02 03 13200
WILLAMETTE INDS INC COM 969133107 1689 36678 SH DEFINED 01 02 03 36678
WILLIAMS COS INC DEL COM 969457100 12065 283456 SH DEFINED 01 02 03 283456
WILLIAMS SONOMA INC COM 969904101 8877 255000 SH DEFINED 01 02 03 255000
WILMAR INDS INC COM 971426101 1 100 SH DEFINED 01 02 03 100
WILMINGTON TRUST CORP COM 971807102 1628 28378 SH DEFINED 01 02 03 28378
WILSHIRE FINL SVCS GROUP INC COM 971867106 1 2800 SH DEFINED 01 02 03 2800
WIND RIVER SYSTEMS INC COM 973149107 4632 288375 SH DEFINED 01 02 03 288375
WINDMERE-DURABLE HLDGS INC COM 973411101 113 6700 SH DEFINED 01 02 03 6700
WINN DIXIE STORES INC COM 974280109 2271 61488 SH DEFINED 01 02 03 61488
WINNEBAGO INDS INC COM 974637100 167 7400 SH DEFINED 01 02 03 7400
WINSTAR COMMUNICATIONS INC COM 975515107 590 12100 SH DEFINED 01 02 03 12100
WISCONSIN CENT TRANSN CORP COM 976592105 1085 57500 SH DEFINED 01 02 03 57500
WISCONSIN ENERGY CORP COM 976657106 2640 105352 SH DEFINED 01 02 03 105352
WIT CAP GROUP INC COM 97737K309 139 4100 SH DEFINED 01 02 03 4100
WITCO CORP COM 977385103 1245 62246 SH DEFINED 01 02 03 62246
WOLVERINE TUBE INC COM 978093102 126 5000 SH DEFINED 01 02 03 5000
WOLVERINE WORLD WIDE INC COM 978097103 123 8800 SH DEFINED 01 02 03 8800
WOODWARD GOVERNOR CO COM 980745103 65 2500 SH DEFINED 01 02 03 2500
WORLD ACCESS INC COM 98141A101 79 5600 SH DEFINED 01 02 03 5600
WORLD COLOR PRESS INC DEL COM 981443104 275 10000 SH DEFINED 01 02 03 10000
WORTHINGTON INDS INC COM 981811102 1310 79673 SH DEFINED 01 02 03 79673
WRIGLEY WM JR CO COM 982526105 6522 72472 SH DEFINED 01 02 03 72472
WYMAN GORDON CO COM 983085101 145 7500 SH DEFINED 01 02 03 7500
WYNNS INTL INC COM 983195108 117 6368 SH DEFINED 01 02 03 6368
X-RITE INC COM 983857103 30 4600 SH DEFINED 01 02 03 4600
XILINX INC COM 983919101 72299 1262862 SH DEFINED 01 02 03 1262862
XIRCOM INC COM 983922105 183 6100 SH DEFINED 01 02 03 6100
XOMED SURGICAL PRODS INC COM 98412V107 112 2300 SH DEFINED 01 02 03 2300
XEROX CORP COM 984121103 20591 348624 SH DEFINED 01 02 03 348624
XOOM COM INC COM 98413F101 18 350 SH DEFINED 01 02 03 350
XTRA CORP COM 984138107 175 3800 SH DEFINED 01 02 03 3800
YAHOO INC COM 984332106 103 600 SH DEFINED 01 02 03 600
YANKEE ENERGY SYS INC COM 984779108 113 2850 SH DEFINED 01 02 03 2850
YELLOW CORP COM 985509108 122 6900 SH DEFINED 01 02 03 6900
YORK INTL CORP NEW COM 986670107 1999 46700 SH DEFINED 01 02 03 46700
YOUNG & RUBICAM INC COM 987425105 86 1900 SH DEFINED 01 02 03 1900
YOUNG BROADCASTING INC CL A 987434107 145 3400 SH DEFINED 01 02 03 3400
ZALE CORP NEW COM 988858106 396 9900 SH DEFINED 01 02 03 9900
ZAPATA CORP COM NEW 989070503 64 7500 SH DEFINED 01 02 03 7500
ZEBRA TECHNOLOGIES CORP CL A 989207105 188 4900 SH DEFINED 01 02 03 4900
ZENITH NATL INS CORP COM 989390109 69 2800 SH DEFINED 01 02 03 2800
ZILA INC COM PAR $0.01 989513205 1 400 SH DEFINED 01 02 03 400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ZIONS BANCORPORATION COM 989701107 5620 88500 SH DEFINED 01 02 03 88500
ZONAGEN INC COM 98975L108 36 3900 SH DEFINED 01 02 03 3900
ZOLTEK COS INC COM 98975W104 27 3400 SH DEFINED 01 02 03 3400
Grand Total: 10178613
</TABLE>
