<PAGE>
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter ended: March 31, 1999
Check here if Amendment ( ); Amendment Number:
This Amendment (Check only one.):
( ) is a 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 May 13, 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: 2704
Form 13F Information Table Value Total: $8,918,973 (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>
ALBERTSONS INC COM 013104104 395 7250 SH DEFINED 01 7250
AVERY DENNISON CORP COM 053611109 529 9200 SH DEFINED 01 9200
BELLSOUTH CORP COM 079860102 481 12000 SH DEFINED 01 12000
CERIDIAN CORP COM 15677T106 687 18800 SH DEFINED 01 18800
COMPAQ COMPUTER CORP COM 204493100 524 16555 SH DEFINED 01 16555
CONTINENTAL AIRLS INC CL B 210795308 22 566 SH DEFINED 01 02 566
DIEBOLD INC COM 253651103 135 5625 SH DEFINED 01 5625
DOW CHEM CO COM 260543103 289 3100 SH DEFINED 01 3100
EASTMAN KODAK CO COM 277461109 278 4350 SH DEFINED 01 4350
ENRON CORP COM 293561106 39 600 SH DEFINED 01 600
EQUIFAX INC COM 294429105 223 6500 SH DEFINED 01 6500
GILLETTE CO COM 375766102 559 9400 SH DEFINED 01 9400
HALLIBURTON CO COM 406216101 239 6200 SH DEFINED 01 6200
HEWLETT PACKARD CO COM 428236103 454 6700 SH DEFINED 01 6700
INTEL CORP COM 458140100 654 5500 SH DEFINED 01 5500
INTERNATIONAL BUSINESS MACHS COM 459200101 975 5500 SH DEFINED 01 5500
LILLY ELI & CO COM 532457108 815 9600 SH DEFINED 01 9600
MATTEL INC COM 577081102 164 6562 SH DEFINED 01 02 6562
MCDONALDS CORP COM 580135101 36 800 SH DEFINED 01 800
MERCK & CO INC COM 589331107 797 9950 SH DEFINED 01 9950
NEWELL CO COM 651192106 176 3700 SH DEFINED 01 3700
NIKE INC CL B 654106103 415 7200 SH DEFINED 01 7200
PEPSICO INC COM 713448108 196 5000 SH DEFINED 01 5000
PFIZER INC COM 717081103 666 4800 SH DEFINED 01 4800
RF MONOLITHICS INC COM 74955F106 31 4973 SH DEFINED 01 02 4973
SLM HLDG CORP COM 78442A109 639 15312 SH DEFINED 01 15312
ST JUDE MED INC COM 790849103 157 6450 SH DEFINED 01 6450
SCHERING PLOUGH CORP COM 806605101 873 15800 SH DEFINED 01 15800
SECURITY CAP GROUP INC CL A 81413P105 287 479 SH DEFINED 01 479
STRYKER CORP COM 863667101 303 6000 SH DEFINED 01 6000
SYSCO CORP COM 871829107 389 14800 SH DEFINED 01 14800
USLIFE INCOME FD INC COM 917324105 81 8400 SH DEFINED 8400
WALGREEN CO COM 931422109 1040 36800 SH DEFINED 01 36800
XEROX CORP COM 984121103 94 1800 SH DEFINED 01 1800
DAIMLERCHRYSLER AG ORD D1668R123 11 124 SH DEFINED 01 02 03 124
ACE LTD ORD G0070K103 9709 311300 SH DEFINED 01 02 03 311300
CORECOMM LTD ORD G2422R109 4 100 SH DEFINED 01 02 03 100
FRUIT OF THE LOOM LTD ORD CL A G3682L105 292 28100 SH DEFINED 01 02 03 28100
GEMSTAR INTL GROUP LTD ORD G3788V106 283 3758 SH DEFINED 01 02 03 3758
LORAL SPACE & COMMUNICATIONS COM G56462107 165 11400 SH DEFINED 01 02 03 11400
RENAISSANCE RE HLDGS LTD COM G7496G103 73 2100 SH DEFINED 01 02 03 2100
XL CAP LTD CL A G98255105 243 4000 SH DEFINED 01 02 03 4000
MILLICOM INTL CELLULAR S A ORD L6388F102 73 2794 SH DEFINED 01 02 03 2794
GALILEO TECHNOLOGY LTD ORD M47298100 5850 200000 SH DEFINED 01 02 03 200000
ARCADIS N V ORD N0605M105 4 546 SH DEFINED 01 02 03 546
BAAN CO NV COM N08044104 25 2918 SH DEFINED 01 02 03 2918
MCDERMOTT J RAY S A COM P64658100 117 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>
STEINER LEISURE LTD ORD P8744Y102 114 3700 SH DEFINED 01 02 03 3700
SUN INTL HOTELS LTD ORD P8797T133 76 2300 SH DEFINED 01 02 03 2300
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 20 500 SH DEFINED 01 02 03 500
AAR CORP COM 000361105 142 7950 SH DEFINED 01 02 03 7950
ABR INFORMATION SVCS INC COM 00077R108 132 7600 SH DEFINED 01 02 03 7600
A D C TELECOMMUNICATIONS COM 000886101 6363 133428 SH DEFINED 01 02 03 133428
AFC CABLE SYS INC COM 000950105 3 100 SH DEFINED 01 02 03 100
ABM INDS INC COM 000957100 171 5600 SH DEFINED 01 02 03 5600
ACT NETWORKS INC COM 000975102 117 6100 SH DEFINED 01 02 03 6100
AFLAC INC COM 001055102 14071 258471 SH DEFINED 01 02 03 258471
AGCO CORP COM 001084102 324 49400 SH DEFINED 01 02 03 49400
AGL RES INC COM 001204106 1267 72130 SH DEFINED 01 02 03 72130
AES CORP COM 00130H105 5434 145880 SH DEFINED 01 02 03 145880
AK STL HLDG CORP COM 001547108 1640 72700 SH DEFINED 01 02 03 72700
AMC ENTMT INC COM 001669100 55 3600 SH DEFINED 01 02 03 3600
AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 144 7000 SH DEFINED 01 02 03 7000
AMR CORP COM 001765106 5047 86188 SH DEFINED 01 02 03 86188
APAC TELESERVICES INC COM 00185E106 31 9300 SH DEFINED 01 02 03 9300
ARM FINL GROUP INC CL A 001944107 136 9100 SH DEFINED 01 02 03 9100
AT&T CORP COM 001957109 78922 988841 SH DEFINED 01 02 03 988841
AT&T CORP COM LIB GRP A 001957208 31872 605650 SH DEFINED 01 02 03 605650
ATMI INC COM 00207R101 256 12800 SH DEFINED 01 02 03 12800
AAMES FINL CORP COM 00253A101 16 9400 SH DEFINED 01 02 03 9400
AARON RENTS INC COM 002535201 100 6400 SH DEFINED 01 02 03 6400
ABACUS DIRECT CORP COM 002553105 189 2300 SH DEFINED 01 02 03 2300
ABBOTT LABS COM 002824100 35833 765460 SH DEFINED 01 02 03 765460
ABERCROMBIE & FITCH CO CL A 002896207 4490 48802 SH DEFINED 01 02 03 48802
ACCEPTANCE INS COS INC COM 004308102 73 5400 SH DEFINED 01 02 03 5400
ACCLAIM ENTMT INC COM PAR $0.02 004325205 140 15700 SH DEFINED 01 02 03 15700
ACKERLEY GROUP INC COM 004527107 69 4100 SH DEFINED 01 02 03 4100
ACNIELSEN CORP COM 004833109 1521 56074 SH DEFINED 01 02 03 56074
ACTION PERFORMANCE COS INC COM 004933107 114 3800 SH DEFINED 01 02 03 3800
ACTEL CORP COM 004934105 87 5300 SH DEFINED 01 02 03 5300
ACUSON CORP COM 005113105 535 35835 SH DEFINED 01 02 03 35835
ACX TECHNOLOGIES INC COM 005123104 85 6500 SH DEFINED 01 02 03 6500
ACXIOM CORP COM 005125109 19935 752280 SH DEFINED 01 02 03 752280
ADAC LABS COM NEW 005313200 71 5233 SH DEFINED 01 02 03 5233
ADELPHIA COMMUNICATIONS CORP CL A 006848105 347 5500 SH DEFINED 01 02 03 5500
ADMINISTAFF INC COM 007094105 33 2500 SH DEFINED 01 02 03 2500
ADOBE SYS INC COM 00724F101 55354 975400 SH DEFINED 01 02 03 975400
ADTRAN INC COM 00738A106 107 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 15 1900 SH DEFINED 01 02 03 1900
ADVANCED TISSUE SCIENCES INC COM 00755F103 20 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 165 5300 SH DEFINED 01 02 03 5300
ADVANTICA RESTAURANT GROUP INC COM 00758B109 36 7100 SH DEFINED 01 02 03 7100
ADVO INC COM 007585102 9400 486725 SH DEFINED 01 02 03 486725
AERIAL COMMUNICATIONS INC COM 007655103 40 5100 SH DEFINED 01 02 03 5100
AEROQUIP-VICKERS INC COM 007869100 260 4530 SH DEFINED 01 02 03 4530
ADVANCED MICRO DEVICES INC COM 007903107 996 64287 SH DEFINED 01 02 03 64287
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ADVANTA CORP CL A 007942105 49 4400 SH DEFINED 01 02 03 4400
ADVANCED ENERGY INDS COM 007973100 40 1700 SH DEFINED 01 02 03 1700
ADVENT SOFTWARE INC COM 007974108 115 2300 SH DEFINED 01 02 03 2300
AETNA INC COM 008117103 8238 99250 SH DEFINED 01 02 03 99250
AFFILIATED COMPUTER SERVICES CL A 008190100 25849 565000 SH DEFINED 01 02 03 565000
AFFILIATED MANAGERS GROUP COM 008252108 120 4600 SH DEFINED 01 02 03 4600
AFFYMETRIX INC COM 00826T108 226 6500 SH DEFINED 01 02 03 6500
AFTERMARKET TECHNOLOGY CORP COM 008318107 37 5500 SH DEFINED 01 02 03 5500
AGOURON PHARMACEUTICALS INC COM 008488108 2313 40900 SH DEFINED 01 02 03 40900
AGRIBRANDS INTL INC COM 00849R105 135 4100 SH DEFINED 01 02 03 4100
AGRIBIOTECH INC NEV COM 008494106 55 8800 SH DEFINED 01 02 03 8800
AIR EXPRESS INTL CORP COM 009104100 137 9050 SH DEFINED 01 02 03 9050
AIR PRODS & CHEMS INC COM 009158106 3042 88822 SH DEFINED 01 02 03 88822
AIRBORNE FGHT CORP COM 009266107 1604 51546 SH DEFINED 01 02 03 51546
AIRGAS INC COM 009363102 557 66500 SH DEFINED 01 02 03 66500
AIRTRAN HLDGS INC COM 00949P108 48 11400 SH DEFINED 01 02 03 11400
AIRTOUCH COMMUNICATIONS INC COM 00949T100 138172 1429982 SH DEFINED 01 02 03 1429982
ALABAMA NATL BANCORP DELA COM 010317105 14 600 SH DEFINED 01 02 03 600
ALARIS MED INC COM 011637105 48 15200 SH DEFINED 01 02 03 15200
ALASKA AIR GROUP INC COM 011659109 1640 34521 SH DEFINED 01 02 03 34521
ALBANY INTL CORP CL A 012348108 580 30913 SH DEFINED 01 02 03 30913
ALBEMARLE CORP COM 012653101 1105 52756 SH DEFINED 01 02 03 52756
ALBERTO CULVER CO CL B CONV 013068101 175 7499 SH DEFINED 01 02 03 7499
ALBERTSONS INC COM 013104104 9826 180908 SH DEFINED 01 02 03 180908
ALCAN ALUMINIUM LTD NEW COM 013716105 3825 148183 SH DEFINED 01 02 03 148183
ALCOA INC COM 013817101 5922 143780 SH DEFINED 01 02 03 143780
ALEXANDER & BALDWIN INC COM 014482103 1209 61598 SH DEFINED 01 02 03 61598
ALEXANDERS INC COM 014752109 88 1300 SH DEFINED 01 02 03 1300
ALEXANDRIA REAL ESTATE EQ INC COM 015271109 16 600 SH DEFINED 01 02 03 600
ALFA CORP COM 015385107 83 5150 SH DEFINED 01 02 03 5150
ALGOS PHARMACEUTICAL CORP COM 015869100 165 6700 SH DEFINED 01 02 03 6700
ALIANT COMMUNICATIONS INC COM 016090102 1953 47718 SH DEFINED 01 02 03 47718
ALKERMES INC COM 01642T108 161 5900 SH DEFINED 01 02 03 5900
ALLEGHENY ENERGY INC COM 017361106 4178 141639 SH DEFINED 01 02 03 141639
ALLEGHENY TELEDYNE INC COM 017415100 1178 62204 SH DEFINED 01 02 03 62204
ALLEGIANCE TELECOM INC COM 01747T102 133 5300 SH DEFINED 01 02 03 5300
ALLEN TELECOM INC COM 018091108 47 7800 SH DEFINED 01 02 03 7800
ALLERGAN INC COM 018490102 3889 44260 SH DEFINED 01 02 03 44260
ALLIANT TECHSYSTEMS INC COM 018804104 236 3042 SH DEFINED 01 02 03 3042
ALLIED CAP CORP NEW COM 01903Q108 75 4100 SH DEFINED 01 02 03 4100
ALLIED PRODS CORP DEL COM 019411107 9 3000 SH DEFINED 01 02 03 3000
ALLIEDSIGNAL INC COM 019512102 13638 277260 SH DEFINED 01 02 03 277260
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 17500 1212100 SH DEFINED 01 02 03 1212100
ALLSTATE CORP COM 020002101 16218 437588 SH DEFINED 01 02 03 437588
ALLTEL CORP COM 020039103 7627 122279 SH DEFINED 01 02 03 122279
ALPHARMA INC CL A 020813101 188 4800 SH DEFINED 01 02 03 4800
ALPINE GROUP INC COM 020825105 64 6300 SH DEFINED 01 02 03 6300
ALTERA CORP COM 021441100 46198 776440 SH DEFINED 01 02 03 776440
ALTERNATIVE LIVING SVCS INC COM 02145K107 90 4500 SH DEFINED 01 02 03 4500
ALTERNATIVE RESOURCES CORP COM 02145R102 43 6700 SH DEFINED 01 02 03 6700
ALYDAAR SOFTWARE CORP COM 022610109 25 4600 SH DEFINED 01 02 03 4600
ALZA CORP DEL COM 022615108 2331 60953 SH DEFINED 01 02 03 60953
AMAZON COM INC COM 023135106 34 200 SH DEFINED 01 02 03 200
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMBAC FINL GROUP INC COM 023139108 3764 69700 SH DEFINED 01 02 03 69700
AMCOL INTL CORP COM 02341W103 74 7400 SH DEFINED 01 02 03 7400
AMERADA HESS CORP COM 023551104 3071 61029 SH DEFINED 01 02 03 61029
AMERCO COM 023586100 97 4500 SH DEFINED 01 02 03 4500
AMEREN CORP COM 023608102 2255 62325 SH DEFINED 01 02 03 62325
AMERICA ONLINE INC DEL COM 02364J104 116606 798674 SH DEFINED 01 02 03 798674
AMERICA WEST HLDG CORP CL B 023657208 217 11400 SH DEFINED 01 02 03 11400
AMERICAN ANNUITY GROUP INC COM 023840101 106 4878 SH DEFINED 01 02 03 4878
AMCORE FINL INC COM 023912108 162 7850 SH DEFINED 01 02 03 7850
AMERICAN BUSINESS PRODS GA COM 024763104 104 7400 SH DEFINED 01 02 03 7400
AMERICAN EAGLE OUTFITTERS INC COM 02553D108 258 3600 SH DEFINED 01 02 03 3600
AMERICAN ELEC PWR INC COM 025537101 5007 126149 SH DEFINED 01 02 03 126149
AMERICAN EXPRESS CO COM 025816109 29939 254796 SH DEFINED 01 02 03 254796
AMERICAN FINL GROUP INC OHIO COM 025932104 1863 52933 SH DEFINED 01 02 03 52933
AMERICAN FREIGHTWAYS CORP COM 02629V108 104 8100 SH DEFINED 01 02 03 8100
AMERICAN GREETINGS CORP CL A 026375105 1180 46512 SH DEFINED 01 02 03 46512
AMERICAN HEALTH PPTYS INC COM 026494104 115 6300 SH DEFINED 01 02 03 6300
AMERICAN HERITAGE LIFE INVT COM 026522102 166 7100 SH DEFINED 01 02 03 7100
AMERICAN HOME PRODS CORP COM 026609107 43288 663424 SH DEFINED 01 02 03 663424
AMERICAN HOMEPATIENT INC COM 026649103 0 100 SH DEFINED 01 02 03 100
AMERICAN HOMESTAR CORP COM 026651109 37 5100 SH DEFINED 01 02 03 5100
AMERICAN INTL GROUP INC COM 026874107 80473 667137 SH DEFINED 01 02 03 667137
AMERICAN ITALIAN PASTA CO CL A 027070101 150 6000 SH DEFINED 01 02 03 6000
AMERICAN MGMT SYS INC COM 027352103 369 10800 SH DEFINED 01 02 03 10800
AMERICAN MED SEC GROUP INC COM 02744P101 42 3000 SH DEFINED 01 02 03 3000
AMERICAN MOBILE SATELLITE CORP COM 02755R103 59 7900 SH DEFINED 01 02 03 7900
AMERICAN ONCOLOGY RES INC COM 028910107 69 7700 SH DEFINED 01 02 03 7700
AMERICAN RETIREMENT CORP COM 028913101 3 200 SH DEFINED 01 02 03 200
AMERICAN PWR CONVERSION CORP COM 029066107 2511 92986 SH DEFINED 01 02 03 92986
AMERICAN SKIING CO COM 029654308 1 200 SH DEFINED 01 02 03 200
AMERICAN STD COS INC DEL COM 029712106 2272 66100 SH DEFINED 01 02 03 66100
AMERICAN TOWER CORP CL A 029912201 649 26470 SH DEFINED 01 02 03 26470
AMERICAN STORES CO NEW COM 030096101 4504 136471 SH DEFINED 01 02 03 136471
AMERICAN WTR WKS INC COM 030411102 2183 75127 SH DEFINED 01 02 03 75127
AMERICREDIT CORP COM 03060R101 206 15700 SH DEFINED 01 02 03 15700
AMERIN CORP COM 03070X106 126 6200 SH DEFINED 01 02 03 6200
AMERIPATH INC COM 03071D109 1 100 SH DEFINED 01 02 03 100
AMERISOURCE HEALTH CORP CL A 03071P102 369 10800 SH DEFINED 01 02 03 10800
AMERON INTL INC COM 030710107 39 1100 SH DEFINED 01 02 03 1100
AMERITRADE HLDG CORP CL A 03072H109 266 4300 SH DEFINED 01 02 03 4300
AMERUS LIFE HLDGS INC COM 030732101 164 6853 SH DEFINED 01 02 03 6853
AMES DEPT STORES INC COM NEW 030789507 226 6100 SH DEFINED 01 02 03 6100
AMERITECH CORP NEW COM 030954101 32361 559150 SH DEFINED 01 02 03 559150
AMETEK INC NEW COM 031100100 694 38031 SH DEFINED 01 02 03 38031
AMGEN INC COM 031162100 21137 282294 SH DEFINED 01 02 03 282294
AMKOR TECHNOLOGY INC COM 031652100 108 13700 SH DEFINED 01 02 03 13700
AMP INC COM 031897101 5114 95256 SH DEFINED 01 02 03 95256
AMPHENOL CORP NEW CL A 032095101 157 4100 SH DEFINED 01 02 03 4100
AMPLICON INC COM 032101107 1 100 SH DEFINED 01 02 03 100
AMSOUTH BANCORPORATION COM 032165102 2257 49600 SH DEFINED 01 02 03 49600
AMTRAN INC COM 03234G106 44 2300 SH DEFINED 01 02 03 2300
ANADARKO PETE CORP COM 032511107 3425 90719 SH DEFINED 01 02 03 90719
ANALOG DEVICES INC COM 032654105 55089 1851738 SH DEFINED 01 02 03 1851738
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ANALOGIC CORP COM PAR $0.05 032657207 68 2050 SH DEFINED 01 02 03 2050
ANALYSTS INTL CORP COM 032681108 84 7300 SH DEFINED 01 02 03 7300
ANCHOR BANCORP WIS INC COM 032839102 121 7900 SH DEFINED 01 02 03 7900
ANCHOR GAMING COM 033037102 92 2100 SH DEFINED 01 02 03 2100
ANDOVER BANCORP INC DEL COM 034258103 5 200 SH DEFINED 01 02 03 200
ANDREW CORP COM 034425108 424 34459 SH DEFINED 01 02 03 34459
ANDRX CORP COM 034551101 200 2200 SH DEFINED 01 02 03 2200
ANHEUSER BUSCH COS INC COM 035229103 20185 264942 SH DEFINED 01 02 03 264942
ANICOM INC COM 035250109 3 300 SH DEFINED 01 02 03 300
ANIXTER INTL INC COM 035290105 4350 364400 SH DEFINED 01 02 03 364400
ANNTAYLOR STORES CORP COM 036115103 362 8200 SH DEFINED 01 02 03 8200
ANTEC CORP COM 03664P105 198 9200 SH DEFINED 01 02 03 9200
AON CORP COM 037389103 4840 76523 SH DEFINED 01 02 03 76523
APACHE CORP COM 037411105 1482 56877 SH DEFINED 01 02 03 56877
APARTMENT INVT & MGMT CO CL A 03748R101 0 1 SH DEFINED 01 02 03 1
APOGEE ENTERPRISES INC COM 037598109 94 7900 SH DEFINED 01 02 03 7900
APOLLO GROUP INC CL A 037604105 27578 923100 SH DEFINED 01 02 03 923100
APPLE COMPUTER INC COM 037833100 2497 69483 SH DEFINED 01 02 03 69483
APPLEBEES INTL INC COM 037899101 207 8350 SH DEFINED 01 02 03 8350
APRIA HEALTHCARE GROUP INC COM 037933108 721 60700 SH DEFINED 01 02 03 60700
APPLIED GRAPHICS TECHNOLOGIES COM 037937109 16 2120 SH DEFINED 01 02 03 2120
APPLIED ANALYTICAL INDS INC COM 037939105 25 2300 SH DEFINED 01 02 03 2300
APEX PC SOLUTIONS INC COM 037945102 1 50 SH DEFINED 01 02 03 50
APPLIED INDL TECHNOLOGIES INC COM 03820C105 74 6675 SH DEFINED 01 02 03 6675
APPLIED MICRO CIRCUITS CORP COM 03822W109 3959 92600 SH DEFINED 01 02 03 92600
APPLIED MATLS INC COM 038222105 11525 186824 SH DEFINED 01 02 03 186824
APPLIED PWR INC CL A 038225108 367 13480 SH DEFINED 01 02 03 13480
APTARGROUP INC COM 038336103 213 8200 SH DEFINED 01 02 03 8200
AQUA ALLIANCE INC CL A 038367108 143 63600 SH DEFINED 01 02 03 63600
AQUARION CO COM 03838W101 124 4500 SH DEFINED 01 02 03 4500
AQUARION CO COM 03838W101 124 4500 SH DEFINED 01 02 03 4500
ARCADIA FINL LTD COM 039101100 71 14900 SH DEFINED 01 02 03 14900
ARCH COAL INC COM 039380100 69 5200 SH DEFINED 01 02 03 5200
ARCHER DANIELS MIDLAND CO COM 039483102 3442 234374 SH DEFINED 01 02 03 234374
ARCTIC CAT INC COM 039670104 71 7118 SH DEFINED 01 02 03 7118
AREA BANCSHARES CORP NEW COM 039872106 2 100 SH DEFINED 01 02 03 100
ARGONAUT GROUP INC COM 040157109 126 4900 SH DEFINED 01 02 03 4900
ARGOSY ED GROUP INC CL A 040222101 14 1600 SH DEFINED 01 02 03 1600
ARMCO INC COM 042170100 126 28400 SH DEFINED 01 02 03 28400
ARMSTRONG WORLD INDS INC COM 042476101 624 13808 SH DEFINED 01 02 03 13808
ARNOLD INDS INC COM 042595108 475 31964 SH DEFINED 01 02 03 31964
ARQULE INC COM 04269E107 11 2400 SH DEFINED 01 02 03 2400
ARROW ELECTRS INC COM 042735100 1292 86152 SH DEFINED 01 02 03 86152
ARROW INTL INC COM 042764100 106 4900 SH DEFINED 01 02 03 4900
ARTESYN TECHNOLOGIES INC COM 043127109 108 8694 SH DEFINED 01 02 03 8694
ARVIN INDS INC COM 043339100 929 27580 SH DEFINED 01 02 03 27580
ASARCO INC COM 043413103 391 28400 SH DEFINED 01 02 03 28400
ASCEND COMMUNICATIONS INC COM 043491109 55312 660938 SH DEFINED 01 02 03 660938
ASCENT ENTMT GROUP INC COM 043628106 60 5500 SH DEFINED 01 02 03 5500
ASHLAND INC COM 044204105 1540 37628 SH DEFINED 01 02 03 37628
ASPEC TECHNOLOGY INC COM 045233103 1 700 SH DEFINED 01 02 03 700
ASPECT DEV INC COM 045234101 81 3500 SH DEFINED 01 02 03 3500
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ASPECT TELECOMMUNICATIONS CORP COM 045237104 99 14900 SH DEFINED 01 02 03 14900
ASPEN TECHNOLOGY INC COM 045327103 156 11000 SH DEFINED 01 02 03 11000
ASSISTED LIVING CONCEPTS INC COM 04543L109 0 100 SH DEFINED 01 02 03 100
ASSOCIATED BANC CORP COM 045487105 2114 66200 SH DEFINED 01 02 03 66200
ASSOCIATED ESTATES RLTY CORP COM 045604105 37 3500 SH DEFINED 01 02 03 3500
ASSOCIATED GROUP INC CL A 045651106 377 7600 SH DEFINED 01 02 03 7600
AT HOME CORP COM SER A 045919107 95 600 SH DEFINED 01 02 03 600
ASSOCIATES FIRST CAP CORP CL A 046008108 39550 878878 SH DEFINED 01 02 03 878878
ASTEC INDS INC COM 046224101 71 2300 SH DEFINED 01 02 03 2300
ASTORIA FINL CORP COM 046265104 2415 48300 SH DEFINED 01 02 03 48300
ASTRA AB SPONSOR ADR A 046298105 87 3800 SH DEFINED 01 02 03 3800
ATLANTIC COAST AIRLINES HLDGS COM 048396105 101 3600 SH DEFINED 01 02 03 3600
ATLANTIC RICHFIELD CO COM 048825103 9907 135708 SH DEFINED 01 02 03 135708
ATLAS AIR INC COM 049164106 144 5000 SH DEFINED 01 02 03 5000
ATMEL CORP COM 049513104 1440 94800 SH DEFINED 01 02 03 94800
ATMOS ENERGY CORP COM 049560105 203 8450 SH DEFINED 01 02 03 8450
ATWOOD OCEANICS INC COM 050095108 99 3300 SH DEFINED 01 02 03 3300
AURORA FOODS INC COM 05164B106 120 7300 SH DEFINED 01 02 03 7300
AUTHENTIC FITNESS CORP COM 052661105 91 5900 SH DEFINED 01 02 03 5900
AUTODESK INC COM 052769106 1235 30535 SH DEFINED 01 02 03 30535
AUTOMATIC DATA PROCESSING INC COM 053015103 36665 886169 SH DEFINED 01 02 03 886169
AUTOZONE INC COM 053332102 19619 645908 SH DEFINED 01 02 03 645908
AVADO BRANDS INC COM 05336P108 63 10662 SH DEFINED 01 02 03 10662
AVANT CORP COM 053487104 6273 353408 SH DEFINED 01 02 03 353408
AVATAR HLDGS INC COM 053494100 44 2400 SH DEFINED 01 02 03 2400
AVERY DENNISON CORP COM 053611109 3920 68172 SH DEFINED 01 02 03 68172
AVIALL INC NEW COM 05366B102 113 7300 SH DEFINED 01 02 03 7300
AVID TECHNOLOGY INC COM 05367P100 155 8900 SH DEFINED 01 02 03 8900
AVIATION SALES CO COM 053672101 227 5100 SH DEFINED 01 02 03 5100
AVIRON COM 053762100 91 4500 SH DEFINED 01 02 03 4500
AVISTA CORP COM 05379B107 242 14900 SH DEFINED 01 02 03 14900
AVIS RENT A CAR INC COM 053790101 20273 732200 SH DEFINED 01 02 03 732200
AVNET INC COM 053807103 1413 38588 SH DEFINED 01 02 03 38588
AVON PRODS INC COM 054303102 6686 142061 SH DEFINED 01 02 03 142061
AVONDALE INDS INC COM 054350103 89 3000 SH DEFINED 01 02 03 3000
AXENT TECHNOLOGIES INC COM 05459C108 135 5600 SH DEFINED 01 02 03 5600
AXYS PHARMACEUTICALS INC COM 054635107 50 11900 SH DEFINED 01 02 03 11900
AZTAR CORP COM 054802103 58 12100 SH DEFINED 01 02 03 12100
BB&T CORP COM 054937107 3967 109633 SH DEFINED 01 02 03 109633
BA MERCHANT SVCS INC CL A 055239107 143 7000 SH DEFINED 01 02 03 7000
BCE INC COM 05534B109 53 1200 SH DEFINED 01 02 03 1200
BISYS GROUP INC COM 055472104 24531 436100 SH DEFINED 01 02 03 436100
BJS WHOLESALE CLUB INC COM 05548J106 2080 78672 SH DEFINED 01 02 03 78672
BJ SVCS CO COM 055482103 1630 69542 SH DEFINED 01 02 03 69542
BMC INDS INC MINN COM 055607105 34 7600 SH DEFINED 01 02 03 7600
BOK FINL CORP COM NEW 05561Q201 64 2486 SH DEFINED 01 02 03 2486
BP AMOCO P L C SPONSORED ADR 055622104 101 1000 SH DEFINED 01 02 03 1000
BRE PROPERTIES INC CL A 05564E106 247 10930 SH DEFINED 01 02 03 10930
BSB BANCORP COM 055652101 7 300 SH DEFINED 01 02 03 300
BT FINL CORP COM 055763106 21 800 SH DEFINED 01 02 03 800
BMC SOFTWARE INC COM 055921100 28842 778211 SH DEFINED 01 02 03 778211
BACOU USA INC COM 056439102 54 4100 SH DEFINED 01 02 03 4100
BAKER HUGHES INC COM 057224107 4170 171506 SH DEFINED 01 02 03 171506
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BALDOR ELEC CO COM 057741100 150 7473 SH DEFINED 01 02 03 7473
BALDWIN & LYONS INC CL B 057755209 100 4800 SH DEFINED 01 02 03 4800
BALL CORP COM 058498106 699 14900 SH DEFINED 01 02 03 14900
BALLARD MED PRODS COM 058566100 188 7700 SH DEFINED 01 02 03 7700
BALLY TOTAL FITNESS HLDG CORP COM 05873K108 148 6200 SH DEFINED 01 02 03 6200
BALTIMORE GAS & ELEC CO COM 059165100 992 39098 SH DEFINED 01 02 03 39098
BANCFIRST CORP COM 05945F103 87 2500 SH DEFINED 01 02 03 2500
BANCFIRST CORP ZANESVILLE OHIO COM 059450106 3 100 SH DEFINED 01 02 03 100
BANCORPSOUTH INC COM 059692103 178 11100 SH DEFINED 01 02 03 11100
BANCTEC INC COM 059784108 72 5857 SH DEFINED 01 02 03 5857
BANCWEST CORP NEW COM 059790105 187 4400 SH DEFINED 01 02 03 4400
BANDAG INC COM 059815100 591 21000 SH DEFINED 01 02 03 21000
BANK COMM SAN DIEGO CALIF COM 061589107 46 2300 SH DEFINED 01 02 03 2300
BANK OF GRANITE CORP COM 062401104 65 2931 SH DEFINED 01 02 03 2931
BANK MONTREAL QUE COM 063671101 24 600 SH DEFINED 01 02 03 600
BANK NEW YORK INC COM 064057102 14463 402458 SH DEFINED 01 02 03 402458
BANK ONE CORP COM 06423A103 37018 672299 SH DEFINED 01 02 03 672299
BANK PLUS CORP COM 064446107 2 500 SH DEFINED 01 02 03 500
BANK UTD CORP CL A 065412108 147 3600 SH DEFINED 01 02 03 3600
BANKATLANTIC BANCORP CL B 065908105 32 4600 SH DEFINED 01 02 03 4600
BANKAMERICA CORP NEW COM 06605F102 62065 878793 SH DEFINED 01 02 03 878793
BANKBOSTON CORP COM 06605R106 6707 154857 SH DEFINED 01 02 03 154857
BANKERS TR CORP COM 066365107 443 5018 SH DEFINED 01 02 03 5018
BANKNORTH GROUP INC DEL COM 06646L100 183 6490 SH DEFINED 01 02 03 6490
BANKUNITED FINL CORP CL A 06652B103 1 100 SH DEFINED 01 02 03 100
BANNER AEROSPACE INC COM 066525106 9 1280 SH DEFINED 01 02 03 1280
BANTA CORP COM 066821109 614 32336 SH DEFINED 01 02 03 32336
BARD C R INC COM 067383109 556 11019 SH DEFINED 01 02 03 11019
BARNES & NOBLE INC COM 067774109 1985 61800 SH DEFINED 01 02 03 61800
BARNES GROUP INC COM 067806109 77 4100 SH DEFINED 01 02 03 4100
BARRICK GOLD CORP COM 067901108 3293 192995 SH DEFINED 01 02 03 192995
BARNETT INC COM 068062108 49 5600 SH DEFINED 01 02 03 5600
BARR LABS INC COM 068306109 70 2300 SH DEFINED 01 02 03 2300
BARRA INC COM 068313105 65 2650 SH DEFINED 01 02 03 2650
BARRETT RES CORP COM PAR $0.01 068480201 209 8350 SH DEFINED 01 02 03 8350
BASSETT FURNITURE INDS INC COM 070203104 92 4150 SH DEFINED 01 02 03 4150
BATTLE MTN GOLD CO COM 071593107 376 136748 SH DEFINED 01 02 03 136748
BAUSCH & LOMB INC COM 071707103 1736 26702 SH DEFINED 01 02 03 26702
BAXTER INTL INC COM 071813109 9962 150943 SH DEFINED 01 02 03 150943
BAY VIEW CAP CORP DEL COM 07262L101 166 8800 SH DEFINED 01 02 03 8800
BE AEROSPACE INC COM 073302101 100 6800 SH DEFINED 01 02 03 6800
BEA SYS INC COM 073325102 208 13300 SH DEFINED 01 02 03 13300
BEAR STEARNS COS INC COM 073902108 2219 49665 SH DEFINED 01 02 03 49665
BECKMAN COULTER INC COM 075811109 1273 28933 SH DEFINED 01 02 03 28933
BECTON DICKINSON & CO COM 075887109 5570 145393 SH DEFINED 01 02 03 145393
BED BATH & BEYOND INC COM 075896100 7789 213400 SH DEFINED 01 02 03 213400
BEDFORD PPTY INVS INC COM PAR $0.02 076446301 53 3600 SH DEFINED 01 02 03 3600
BELCO OIL & GAS CORP COM 077410108 12 2100 SH DEFINED 01 02 03 2100
BELDEN INC COM 077459105 121 7100 SH DEFINED 01 02 03 7100
BELL & HOWELL CO NEW COM 077852101 126 4300 SH DEFINED 01 02 03 4300
BELL ATLANTIC CORP COM 077853109 40844 790220 SH DEFINED 01 02 03 790220
BELLSOUTH CORP COM 079860102 38940 971990 SH DEFINED 01 02 03 971990
BELO A H CORP DEL COM SER A 080555105 2072 113556 SH DEFINED 01 02 03 113556
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BEMIS INC COM 081437105 362 11657 SH DEFINED 01 02 03 11657
BENCHMARK ELECTRS INC COM 08160H101 51 1700 SH DEFINED 01 02 03 1700
BENTON OIL & GAS CO COM 083288100 33 9200 SH DEFINED 01 02 03 9200
BERGEN BRUNSWIG CORP CL A 083739102 2001 100060 SH DEFINED 01 02 03 100060
BERINGER WINE ESTATES HOLDINGS CL B 084102102 153 4200 SH DEFINED 01 02 03 4200
BERKLEY W R CORP COM 084423102 141 5750 SH DEFINED 01 02 03 5750
BERKSHIRE HATHAWAY INC DEL CL A 084670108 143 2 SH DEFINED 01 02 03 2
BERKSHIRE HATHAWAY INC DEL CL B 084670207 101 43 SH DEFINED 01 02 03 43
BERKSHIRE RLTY INC COM 084710102 110 9800 SH DEFINED 01 02 03 9800
BERLITZ INTL INC NEW COM 08520F100 50 2200 SH DEFINED 01 02 03 2200
BERRY PETE CO CL A 085789105 53 4800 SH DEFINED 01 02 03 4800
BEST BUY INC COM 086516101 10036 193000 SH DEFINED 01 02 03 193000
BESTFOODS COM 08658U101 6899 146777 SH DEFINED 01 02 03 146777
BETHLEHEM STL CORP COM 087509105 673 81590 SH DEFINED 01 02 03 81590
BEVERLY ENTERPRISES INC COM NEW 087851309 608 118600 SH DEFINED 01 02 03 118600
BIG FLOWER HLDGS INC COM 089159107 153 4900 SH DEFINED 01 02 03 4900
BILLING CONCEPTS CORP COM 090063108 139 11700 SH DEFINED 01 02 03 11700
BINDLEY WESTN INDS INC COM 090324104 126 4400 SH DEFINED 01 02 03 4400
BINDVIEW DEV CORP COM 090327107 65 2100 SH DEFINED 01 02 03 2100
BIO RAD LABS INC CL A 090572207 89 4400 SH DEFINED 01 02 03 4400
BIO TECHNOLOGY GEN CORP COM 090578105 75 12600 SH DEFINED 01 02 03 12600
BIOGEN INC COM 090597105 8625 75452 SH DEFINED 01 02 03 75452
BIOMATRIX INC COM 09060P102 187 2400 SH DEFINED 01 02 03 2400
BIOMET INC COM 090613100 2865 68314 SH DEFINED 01 02 03 68314
BIRMINGHAM STL CORP COM 091250100 33 8400 SH DEFINED 01 02 03 8400
BLACK & DECKER CORP COM 091797100 2628 47403 SH DEFINED 01 02 03 47403
BLACK BOX CORP DEL COM 091826107 140 4500 SH DEFINED 01 02 03 4500
BLACK HILLS CORP COM 092113109 483 22679 SH DEFINED 01 02 03 22679
BLAIR CORP COM 092828102 2 100 SH DEFINED 01 02 03 100
BLANCH E W HLDGS INC COM 093210102 179 3400 SH DEFINED 01 02 03 3400
BLOCK DRUG INC CL A 093644102 157 3823 SH DEFINED 01 02 03 3823
BLOCK H & R INC COM 093671105 2382 50275 SH DEFINED 01 02 03 50275
BLOUNT INTL INC CL A 095177101 188 6500 SH DEFINED 01 02 03 6500
BOB EVANS FARMS INC COM 096761101 1288 64383 SH DEFINED 01 02 03 64383
BOEING CO COM 097023105 14698 430719 SH DEFINED 01 02 03 430719
BOISE CASCADE CORP COM 097383103 443 13732 SH DEFINED 01 02 03 13732
BOISE CASCADE OFFICE PRODS COM 097403109 3 300 SH DEFINED 01 02 03 300
BOOLE & BABBAGE INC COM 098586100 211 8437 SH DEFINED 01 02 03 8437
BORDERS GROUP INC COM 099709107 1121 79700 SH DEFINED 01 02 03 79700
BORG-WARNER AUTOMOTIVE INC COM 099724106 1569 32825 SH DEFINED 01 02 03 32825
BORG WARNER SEC CORP COM 099733107 94 5600 SH DEFINED 01 02 03 5600
BORON LEPORE & ASSOCS INC COM 10001P102 19 1800 SH DEFINED 01 02 03 1800
BOSTON BEER INC CL A 100557107 30 3900 SH DEFINED 01 02 03 3900
BOSTON SCIENTIFIC CORP COM 101137107 7137 175954 SH DEFINED 01 02 03 175954
BOWATER INC COM 102183100 2244 56639 SH DEFINED 01 02 03 56639
BOWNE & CO INC COM 103043105 120 10300 SH DEFINED 01 02 03 10300
BOYD GAMING CORP COM 103304101 40 9300 SH DEFINED 01 02 03 9300
BOYKIN LODGING CO COM 103430104 6 500 SH DEFINED 01 02 03 500
BRADLEY REAL ESTATE INC COM 104580105 103 5673 SH DEFINED 01 02 03 5673
BRADY CORP CL A 104674106 114 5450 SH DEFINED 01 02 03 5450
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 107 6600 SH DEFINED 01 02 03 6600
BREED TECHNOLOGIES INC COM 106702103 26 7200 SH DEFINED 01 02 03 7200
BRENTON BKS INC COM 107211104 3 200 SH DEFINED 01 02 03 200
</TABLE>
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<TABLE>
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BRIGGS & STRATTON CORP COM 109043109 986 20000 SH DEFINED 01 02 03 20000
BRIGHT HORIZON FAMILY SOLUTION COM 109195107 197 9000 SH DEFINED 01 02 03 9000
BRIGHTPOINT INC COM 109473108 81 13650 SH DEFINED 01 02 03 13650
BRINKER INTL INC COM 109641100 1579 61155 SH DEFINED 01 02 03 61155
BRISTOL MYERS SQUIBB CO COM 110122108 63218 982978 SH DEFINED 01 02 03 982978
BROADVISION INC COM 111412102 299 5000 SH DEFINED 01 02 03 5000
BROOKDALE LIVING CMNTYS INC COM 112462106 2 100 SH DEFINED 01 02 03 100
BROOKLINE BANCORP INC COM 113739106 2 200 SH DEFINED 01 02 03 200
BROWN FORMAN CORP CL B 115637209 1469 25498 SH DEFINED 01 02 03 25498
BROWN GROUP INC COM 115657108 104 7900 SH DEFINED 01 02 03 7900
BROWN TOM INC COM NEW 115660201 124 10200 SH DEFINED 01 02 03 10200
BROWNING FERRIS INDS COM 115885105 3588 93040 SH DEFINED 01 02 03 93040
BRUNSWICK CORP COM 117043109 406 21290 SH DEFINED 01 02 03 21290
BRUSH WELLMAN INC COM 117421107 70 4800 SH DEFINED 01 02 03 4800
BRYLANE INC COM 117661108 61 2500 SH DEFINED 01 02 03 2500
BUCKEYE TECHNOLOGIES INC COM 118255108 102 7300 SH DEFINED 01 02 03 7300
BUCKLE INC COM 118440106 92 4100 SH DEFINED 01 02 03 4100
BUDGET GROUP INC CL A 119003101 83 6800 SH DEFINED 01 02 03 6800
BUFFETS INC COM 119882108 487 49312 SH DEFINED 01 02 03 49312
BUILDING ONE SVCS CORP COM 120114103 138 8000 SH DEFINED 01 02 03 8000
BURLINGTON COAT FACTORY COM 121579106 91 7780 SH DEFINED 01 02 03 7780
BURLINGTON INDS INC COM 121693105 419 63200 SH DEFINED 01 02 03 63200
BURLINGTON NORTHN SANTA FE CP COM 12189T104 8391 255238 SH DEFINED 01 02 03 255238
BURLINGTON RES INC COM 122014103 4569 114397 SH DEFINED 01 02 03 114397
BURNHAM PAC PPTYS INC COM 12232C108 151 14400 SH DEFINED 01 02 03 14400
BURR BROWN CORP COM 122574106 6305 268300 SH DEFINED 01 02 03 268300
BUSH BOAKE ALLEN INC COM 123162109 102 3700 SH DEFINED 01 02 03 3700
BUSH INDS INC CL A 123164105 1 100 SH DEFINED 01 02 03 100
BUTLER MFG CO DEL COM 123655102 41 1750 SH DEFINED 01 02 03 1750
C&D TECHNOLOGIES INC COM 124661109 45 1800 SH DEFINED 01 02 03 1800
CBL & ASSOC PPTYS INC COM 124830100 193 8300 SH DEFINED 01 02 03 8300
CCC INFORMATION SVCS GROUP INC COM 12487Q109 77 6600 SH DEFINED 01 02 03 6600
CCB FINL CORP COM 124875105 1844 34100 SH DEFINED 01 02 03 34100
CB RICHARD ELLIS SVCS INC COM 12489L108 73 4400 SH DEFINED 01 02 03 4400
CBRL GROUP INC COM 12489V106 1378 76566 SH DEFINED 01 02 03 76566
CBS CORP COM 12490K107 13172 321760 SH DEFINED 01 02 03 321760
CFW COMMUNICATION CO COM 124923103 71 3300 SH DEFINED 01 02 03 3300
C-CUBE MICROSYSTEMS INC COM 125015107 172 8700 SH DEFINED 01 02 03 8700
C D I CORP COM 125071100 116 4800 SH DEFINED 01 02 03 4800
CD RADIO INC COM 125127100 91 3500 SH DEFINED 01 02 03 3500
CDW COMPUTER CTRS INC COM 125129106 124 1800 SH DEFINED 01 02 03 1800
CEC ENTMT INC COM 125137109 179 5000 SH DEFINED 01 02 03 5000
C H ROBINSON WORLDWIDE INC COM 12541W100 244 9600 SH DEFINED 01 02 03 9600
CHS ELECTRONICS INC COM NEW 12542A206 34 10650 SH DEFINED 01 02 03 10650
CIGNA CORP COM 125509109 9465 112926 SH DEFINED 01 02 03 112926
CIT GROUP INC CL A 125577106 24908 815000 SH DEFINED 01 02 03 815000
CKE RESTAURANTS INC COM 12561E105 54 2750 SH DEFINED 01 02 03 2750
CLECO CORP COM 12561M107 833 28242 SH DEFINED 01 02 03 28242
CMAC INVT CORP COM 125662106 230 5900 SH DEFINED 01 02 03 5900
CMGI INC COM 125750109 1684 9200 SH DEFINED 01 02 03 9200
CMP GROUP INC COM 125887109 654 35616 SH DEFINED 01 02 03 35616
CMS ENERGY CORP COM 125896100 4185 104464 SH DEFINED 01 02 03 104464
CPI CORP COM 125902106 61 2720 SH DEFINED 01 02 03 2720
</TABLE>
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<TABLE>
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CSS INDS INC COM 125906107 42 1900 SH DEFINED 01 02 03 1900
CNET INC COM 125945105 369 4000 SH DEFINED 01 02 03 4000
CSK AUTO CORP COM 125965103 117 3900 SH DEFINED 01 02 03 3900
CNA SURETY CORP COM 12612L108 73 5900 SH DEFINED 01 02 03 5900
CNF TRANSN INC COM 12612W104 3411 90200 SH DEFINED 01 02 03 90200
CNB BANCSHARES INC COM 126126101 281 6987 SH DEFINED 01 02 03 6987
CSG SYS INTL INC COM 126349109 540 13700 SH DEFINED 01 02 03 13700
CSX CORP COM 126408103 5400 138677 SH DEFINED 01 02 03 138677
CTS CORP COM 126501105 143 2900 SH DEFINED 01 02 03 2900
CUNO INC COM 126583103 86 6150 SH DEFINED 01 02 03 6150
CVS CORP COM 126650100 8345 175687 SH DEFINED 01 02 03 175687
CABLEVISION SYS CORP CL A 12686C109 193 2600 SH DEFINED 01 02 03 2600
CABLETRON SYS INC COM 126920107 527 64384 SH DEFINED 01 02 03 64384
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 105 9500 SH DEFINED 01 02 03 9500
CABOT CORP COM 127055101 1406 66180 SH DEFINED 01 02 03 66180
CABOT INDUSTRIAL TRUST COM 127072106 72 3800 SH DEFINED 01 02 03 3800
CABOT OIL & GAS CORP CL A 127097103 108 7500 SH DEFINED 01 02 03 7500
CADENCE DESIGN SYSTEM INC COM 127387108 5216 202556 SH DEFINED 01 02 03 202556
CADIZ INC COM 127537108 46 5800 SH DEFINED 01 02 03 5800
CALGON CARBON CORP COM 129603106 223 43033 SH DEFINED 01 02 03 43033
CALIFORNIA MICROWAVE INC COM 130442106 47 4400 SH DEFINED 01 02 03 4400
CALIFORNIA WTR SVC GROUP COM 130788102 77 3200 SH DEFINED 01 02 03 3200
CALLAWAY GOLF CO COM 131193104 867 85100 SH DEFINED 01 02 03 85100
CALPINE CORP COM 131347106 197 5400 SH DEFINED 01 02 03 5400
CAMBREX CORP COM 132011107 181 8200 SH DEFINED 01 02 03 8200
CAMBRIDGE TECH PARTNERS MASS COM 132524109 823 59300 SH DEFINED 01 02 03 59300
CAMDEN PPTY TR SH BEN INT 133131102 291 11741 SH DEFINED 01 02 03 11741
CAMPBELL SOUP CO COM 134429109 8990 220960 SH DEFINED 01 02 03 220960
CANANDAIGUA BRANDS INC CL A 137219200 322 6400 SH DEFINED 01 02 03 6400
CAPITAL CITY BK GROUP INC COM 139674105 73 3150 SH DEFINED 01 02 03 3150
CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 102 8200 SH DEFINED 01 02 03 8200
CAPITAL ONE FINL CORP COM 14040H105 4934 32676 SH DEFINED 01 02 03 32676
CAPITAL RE CORP COM 140432105 105 6100 SH DEFINED 01 02 03 6100
CAPITAL SR LIVING CORP COM 140475104 11 1600 SH DEFINED 01 02 03 1600
CAPITOL TRANSAMERICA CORP COM 140640103 4 300 SH DEFINED 01 02 03 300
CAPSTEAD MTG CORP COM 14067E100 103 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 152 6600 SH DEFINED 01 02 03 6600
CARDINAL HEALTH INC COM 14149Y108 12877 195106 SH DEFINED 01 02 03 195106
CAREMATRIX CORP COM 141706101 74 3900 SH DEFINED 01 02 03 3900
CARIBINER INTL INC COM 141888107 44 4800 SH DEFINED 01 02 03 4800
CARLISLE COS INC COM 142339100 1164 24900 SH DEFINED 01 02 03 24900
CARMIKE CINEMAS INC CL A 143436103 78 4300 SH DEFINED 01 02 03 4300
CARNIVAL CORP COM 143658102 26983 555643 SH DEFINED 01 02 03 555643
CAROLINA FIRST CORP COM 143877108 55 2500 SH DEFINED 01 02 03 2500
CARRIAGE SVCS INC CL A 143905107 2 100 SH DEFINED 01 02 03 100
CAROLINA PWR & LT CO COM 144141108 3290 87006 SH DEFINED 01 02 03 87006
CARPENTER TECHNOLOGY CORP COM 144285103 566 21810 SH DEFINED 01 02 03 21810
CARTER WALLACE INC COM 146285101 826 45546 SH DEFINED 01 02 03 45546
CASE CORP COM 14743R103 1086 42811 SH DEFINED 01 02 03 42811
CASEYS GEN STORES INC COM 147528103 201 13600 SH DEFINED 01 02 03 13600
CASH AMER INTL INC COM 14754D100 123 9567 SH DEFINED 01 02 03 9567
</TABLE>
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CASTLE A M & CO COM 148411101 44 3637 SH DEFINED 01 02 03 3637
CASTLE & COOKE INC NEW COM 148433105 47 3530 SH DEFINED 01 02 03 3530
CATALINA MARKETING CORP COM 148867104 25282 294400 SH DEFINED 01 02 03 294400
CATALYTICA INC COM 148885106 121 11000 SH DEFINED 01 02 03 11000
CATERPILLAR INC DEL COM 149123101 8647 188229 SH DEFINED 01 02 03 188229
CATHAY BANCORP INC COM 149150104 120 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 3 300 SH DEFINED 01 02 03 300
CELL GENESYS INC COM 150921104 1 300 SH DEFINED 01 02 03 300
CELLSTAR CORP COM 150925105 89 8600 SH DEFINED 01 02 03 8600
CELLNET DATA SYS INC COM 15115M101 75 13100 SH DEFINED 01 02 03 13100
CELLULAR COMMUNICATIONS P R COM 15116N108 95 3500 SH DEFINED 01 02 03 3500
CENDANT CORP COM 151313103 32139 2040552 SH DEFINED 01 02 03 2040552
CENTENNIAL BANCORP COM 15133T104 3 220 SH DEFINED 01 02 03 220
CENTERPOINT PPTYS TR SH BEN INT 151895109 153 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 160 4600 SH DEFINED 01 02 03 4600
CENTEX CORP COM 152312104 4377 131132 SH DEFINED 01 02 03 131132
CENTOCOR INC COM 152342101 2712 73288 SH DEFINED 01 02 03 73288
CENTRAL & SOUTH WEST CORP COM 152357109 3042 129792 SH DEFINED 01 02 03 129792
CENTRAL GARDEN & PET CO COM 153527106 130 7700 SH DEFINED 01 02 03 7700
CENTRAL HUDSON GAS & ELEC CORP COM 153609102 168 4700 SH DEFINED 01 02 03 4700
CENTRAL PKG CORP COM 154785109 78 2250 SH DEFINED 01 02 03 2250
CENTURY ALUM CO COM 156431108 42 7300 SH DEFINED 01 02 03 7300
CENTURY BUSINESS SVCS INC COM 156490104 128 11700 SH DEFINED 01 02 03 11700
CENTURY COMMUNICATIONS CORP CL A 156503104 423 9100 SH DEFINED 01 02 03 9100
CENTURY SOUTH BKS INC COM 156683104 28 1100 SH DEFINED 01 02 03 1100
CENTURY TEL ENTERPRISES INC COM 156686107 2761 39300 SH DEFINED 01 02 03 39300
CEPHALON INC COM 156708109 70 8000 SH DEFINED 01 02 03 8000
CERIDIAN CORP COM 15677T106 17618 481868 SH DEFINED 01 02 03 481868
CERNER CORP COM 156782104 100 6200 SH DEFINED 01 02 03 6200
CHAMPION ENTERPRISES INC COM 158496109 203 10452 SH DEFINED 01 02 03 10452
CHAMPION INTL CORP COM 158525105 1955 47607 SH DEFINED 01 02 03 47607
CHAMPIONSHIP AUTO RACING TEAM COM 158711101 125 4300 SH DEFINED 01 02 03 4300
CHANCELLOR MEDIA CORP COM 158915108 28275 600000 SH DEFINED 01 02 03 600000
CHARTER ONE FINL INC COM 160903100 4129 143065 SH DEFINED 01 02 03 143065
CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 4 300 SH DEFINED 01 02 03 300
CHARMING SHOPPES INC COM 161133103 135 34800 SH DEFINED 01 02 03 34800
CHART INDS INC COM 16115Q100 1 200 SH DEFINED 01 02 03 200
CHARTWELL RE CORP COM 16139W109 3 200 SH DEFINED 01 02 03 200
CHASE INDS INC COM 161568100 27 3550 SH DEFINED 01 02 03 3550
CHASE MANHATTAN CORP NEW COM 16161A108 34493 424200 SH DEFINED 01 02 03 424200
CHATEAU CMNTYS INC COM 161726104 157 5700 SH DEFINED 01 02 03 5700
CHATTEM INC COM 162456107 47 1500 SH DEFINED 01 02 03 1500
CHECKFREE HLDGS CORP COM 162816102 468 11000 SH DEFINED 01 02 03 11000
CHECKPOINT SYS INC COM 162825103 99 11900 SH DEFINED 01 02 03 11900
CHEESECAKE FACTORY INC COM 163072101 150 6300 SH DEFINED 01 02 03 6300
CHELSEA GCA RLTY INC COM 163262108 117 4200 SH DEFINED 01 02 03 4200
CHEMED CORP COM 163596109 131 5100 SH DEFINED 01 02 03 5100
CHEMFIRST INC COM 16361A106 193 8200 SH DEFINED 01 02 03 8200
CHEMICAL FINL CORP COM 163731102 176 5512 SH DEFINED 01 02 03 5512
CHESAPEAKE CORP COM 165159104 694 25581 SH DEFINED 01 02 03 25581
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CHESAPEAKE ENERGY CORP COM 165167107 32 22016 SH DEFINED 01 02 03 22016
CHEVRON CORPORATION COM 166751107 27869 315130 SH DEFINED 01 02 03 315130
CHICAGO TITLE CORP COM 168228104 116 3200 SH DEFINED 01 02 03 3200
CHILDRENS PL RETAIL STORES INC COM 168905107 73 2700 SH DEFINED 01 02 03 2700
CHOICE HOTELS INTL INC COM 169905106 141 10000 SH DEFINED 01 02 03 10000
CHIQUITA BRANDS INTL INC COM 170032106 149 14600 SH DEFINED 01 02 03 14600
CHIREX INC COM 170038103 2 100 SH DEFINED 01 02 03 100
CHIRON CORP COM 170040109 3865 176180 SH DEFINED 01 02 03 176180
CHITTENDEN CORP COM 170228100 194 7275 SH DEFINED 01 02 03 7275
CHOICEPOINT INC COM 170388102 229 4600 SH DEFINED 01 02 03 4600
CHRIS CRAFT INDS INC COM 170520100 1259 27596 SH DEFINED 01 02 03 27596
CHUBB CORP COM 171232101 4996 85303 SH DEFINED 01 02 03 85303
CHURCH & DWIGHT INC COM 171340102 856 21014 SH DEFINED 01 02 03 21014
CHURCHILL DOWNS INC COM 171484108 3 100 SH DEFINED 01 02 03 100
CILCORP INC COM 171794100 318 5300 SH DEFINED 01 02 03 5300
CINCINNATI BELL INC COM 171870108 2890 128800 SH DEFINED 01 02 03 128800
CINAR CORP LTD VTG SHS 171905300 258 11200 SH DEFINED 01 02 03 11200
CINCINNATI FINL CORP COM 172062101 2546 69872 SH DEFINED 01 02 03 69872
CINERGY CORP COM 172474108 2173 79036 SH DEFINED 01 02 03 79036
CIRCLE INTL GROUP INC COM 172574105 54 3700 SH DEFINED 01 02 03 3700
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 35068 457651 SH DEFINED 01 02 03 457651
CISCO SYS INC COM 17275R102 28172 1169854 SH DEFINED 01 02 03 1169854
CIRRUS LOGIC CORP COM 172755100 538 84435 SH DEFINED 01 02 03 84435
CITATION CORP ALA COM 172895104 57 5600 SH DEFINED 01 02 03 5600
CINTAS CORP COM 172908105 6669 102006 SH DEFINED 01 02 03 102006
CIRCUS CIRCUS ENTERPRISES INC COM 172909103 1572 89525 SH DEFINED 01 02 03 89525
CITIGROUP INC COM 172967101 74400 1164776 SH DEFINED 01 02 03 1164776
CITIZENS BKG CORP MICH COM 174420109 250 6950 SH DEFINED 01 02 03 6950
CITRIX SYS INC COM 177376100 18102 474800 SH DEFINED 01 02 03 474800
CITY HLDG CO COM 177835105 77 2599 SH DEFINED 01 02 03 2599
CITY NATL CORP COM 178566105 1197 38755 SH DEFINED 01 02 03 38755
CLAIRE'S STORES INC COM 179584107 1880 62396 SH DEFINED 01 02 03 62396
CLARCOR INC COM 179895107 115 6750 SH DEFINED 01 02 03 6750
CLARIFY INC COM 180492100 149 5600 SH DEFINED 01 02 03 5600
CLAYTON HOMES INC COM 184190106 1443 130431 SH DEFINED 01 02 03 130431
CLEAR CHANNEL COMMUNICATIONS COM 184502102 12277 183069 SH DEFINED 01 02 03 183069
CLEVELAND CLIFFS INC COM 185896107 510 14984 SH DEFINED 01 02 03 14984
CLOROX CO DEL COM 189054109 10032 85604 SH DEFINED 01 02 03 85604
CLOSURE MED CORP COM 189093107 239 6300 SH DEFINED 01 02 03 6300
COACH USA INC COM 18975L106 8753 318300 SH DEFINED 01 02 03 318300
COACHMEN INDS INC COM 189873102 135 6600 SH DEFINED 01 02 03 6600
COAST FEDERAL LITIGATION TR RT 19034Q110 31 5200 SH DEFINED 01 02 03 5200
COASTAL CORP COM 190441105 3127 94762 SH DEFINED 01 02 03 94762
COCA COLA BOTTLING CO CONS COM 191098102 77 1400 SH DEFINED 01 02 03 1400
COCA COLA CO COM 191216100 77130 1256702 SH DEFINED 01 02 03 1256702
COCA COLA ENTERPRISES INC COM 191219104 5730 189420 SH DEFINED 01 02 03 189420
COGNEX CORP COM 192422103 4370 184500 SH DEFINED 01 02 03 184500
COHERENT INC COM 192479103 85 6200 SH DEFINED 01 02 03 6200
COHU INC COM 192576106 79 3400 SH DEFINED 01 02 03 3400
COINMACH LAUNDRY CORP COM 19259L101 21 2000 SH DEFINED 01 02 03 2000
COLDWATER CREEK INC COM 193068103 44 3800 SH DEFINED 01 02 03 3800
COLE NATIONAL CORP NEW CL A 193290103 11038 604800 SH DEFINED 01 02 03 604800
COLE KENNETH PRODTNS INC CL A 193294105 206 7800 SH DEFINED 01 02 03 7800
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COLEMAN INC NEW COM 193559101 2 300 SH DEFINED 01 02 03 300
COLGATE PALMOLIVE CO COM 194162103 16433 178623 SH DEFINED 01 02 03 178623
COLLINS & AIKMAN CORP NEW COM 194830105 77 16200 SH DEFINED 01 02 03 16200
COLONIAL GAS CO COM 195674106 83 2400 SH DEFINED 01 02 03 2400
COLONIAL PPTYS TR COM SH BEN INT 195872106 186 7300 SH DEFINED 01 02 03 7300
COLUMBIA ENERGY GROUP COM 197648108 2773 53063 SH DEFINED 01 02 03 53063
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 5713 301671 SH DEFINED 01 02 03 301671
COLUMBIA LABS INC COM 197779101 64 10800 SH DEFINED 01 02 03 10800
COLUMBUS MCKINNON CORP N Y COM 199333105 99 4900 SH DEFINED 01 02 03 4900
COMAIR HOLDINGS INC COM 199789108 2140 90600 SH DEFINED 01 02 03 90600
COMFORT SYS USA INC COM 199908104 142 9700 SH DEFINED 01 02 03 9700
COMCAST CORP CL A SPL 200300200 46627 740840 SH DEFINED 01 02 03 740840
COMDISCO INC COM 200336105 2472 138288 SH DEFINED 01 02 03 138288
COMERICA INC COM 200340107 4744 75975 SH DEFINED 01 02 03 75975
COMMERCE BANCORP INC NJ COM 200519106 327 7939 SH DEFINED 01 02 03 7939
COMMERCE GROUP INC MASS COM 200641108 140 5700 SH DEFINED 01 02 03 5700
COMMERCIAL FEDERAL CORPORATION COM 201647104 381 16444 SH DEFINED 01 02 03 16444
COMMERCIAL INTERTECH CORP COM 201709102 41 3650 SH DEFINED 01 02 03 3650
COMMERCIAL METALS CO COM 201723103 87 4333 SH DEFINED 01 02 03 4333
COMMERCIAL NET LEASE RLTY INC COM 202218103 149 13300 SH DEFINED 01 02 03 13300
COMMNET CELLULAR INC COM 202604203 129 8000 SH DEFINED 01 02 03 8000
COMMONWEALTH BANCORP INC COM 20268X102 128 8400 SH DEFINED 01 02 03 8400
COMMONWEALTH ENERGY SYS COM SH BEN INT 202800108 196 5100 SH DEFINED 01 02 03 5100
COMMONWEALTH INDS INC DEL COM 203004106 48 5300 SH DEFINED 01 02 03 5300
COMMONWEALTH TEL ENTERPRISES COM 203349105 146 3966 SH DEFINED 01 02 03 3966
COMMSCOPE INC COM 203372107 209 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 316 15800 SH DEFINED 01 02 03 15800
COMMUNITY TR BANCORP INC COM 204149108 48 2266 SH DEFINED 01 02 03 2266
COMPANHIA BRASILEIRA DE DISTRB ADR 20440T201 88 6000 SH DEFINED 01 02 03 6000
COMPAQ COMPUTER CORP COM 204493100 28108 887050 SH DEFINED 01 02 03 887050
COMPLETE BUSINESS SOLUTIONS COM 20452F107 69 3500 SH DEFINED 01 02 03 3500
COMPUCOM SYS INC COM 204780100 17 5800 SH DEFINED 01 02 03 5800
COMPUTER ASSOC INTL INC COM 204912109 11790 331534 SH DEFINED 01 02 03 331534
COMPUSA INC COM 204932107 563 80400 SH DEFINED 01 02 03 80400
COMPUTER LEARNING CTRS INC COM 205199102 31 5800 SH DEFINED 01 02 03 5800
COMPUTER SCIENCES CORP COM 205363104 3660 66323 SH DEFINED 01 02 03 66323
COMPUTER TASK GROUP INC COM 205477102 130 6100 SH DEFINED 01 02 03 6100
COMPUWARE CORP COM 205638109 4202 176002 SH DEFINED 01 02 03 176002
COMSAT CORP COM SER 1 20564D107 1405 48542 SH DEFINED 01 02 03 48542
COMSTOCK RES INC COM NEW 205768203 20 6500 SH DEFINED 01 02 03 6500
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 3553 41800 SH DEFINED 01 02 03 41800
CONAGRA INC COM 205887102 6405 250558 SH DEFINED 01 02 03 250558
CONCENTRIC NETWORK CORP COM 20589R107 643 8600 SH DEFINED 01 02 03 8600
CONCENTRA MANAGED CARE INC COM 20589T103 1018 70229 SH DEFINED 01 02 03 70229
COMPUTER HORIZONS CORP COM 205908106 94 8625 SH DEFINED 01 02 03 8625
CONCORD COMMUNICATIONS INC COM 206186108 234 4100 SH DEFINED 01 02 03 4100
CONCORD EFS INC COM 206197105 2550 92500 SH DEFINED 01 02 03 92500
CONCUR TECHNOLOGIES INC COM 206708109 63 1400 SH DEFINED 01 02 03 1400
CONDOR TECHNOLOGY SOLUTIONS COM 206772105 78 8200 SH DEFINED 01 02 03 8200
CONE MLS CORP N C COM 206814105 31 6300 SH DEFINED 01 02 03 6300
CONECTIV INC COM 206829103 1913 98738 SH DEFINED 01 02 03 98738
CONEXANT SYSTEMS INC COM 207142100 92 3308 SH DEFINED 01 02 03 3308
</TABLE>
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<TABLE>
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CONMED CORP COM 207410101 121 3900 SH DEFINED 01 02 03 3900
CONNECTICUT ENERGY CORP COM 207567108 63 2600 SH DEFINED 01 02 03 2600
CONNING CORP COM 208215103 78 5200 SH DEFINED 01 02 03 5200
CONSECO INC COM 208464107 5644 182810 SH DEFINED 01 02 03 182810
CONSOLIDATED EDISON INC COM 209115104 6094 134499 SH DEFINED 01 02 03 134499
CONSOLIDATED FREIGHTWAYS CORP COM 209232107 96 8200 SH DEFINED 01 02 03 8200
CONSOLIDATED GRAPHICS INC COM 209341106 167 2900 SH DEFINED 01 02 03 2900
CONSOLIDATED NAT GAS CO COM 209615103 3420 70236 SH DEFINED 01 02 03 70236
CONSOLIDATED PAPERS INC COM 209759109 1837 78170 SH DEFINED 01 02 03 78170
CONSOLIDATED PRODS INC COM 209798107 97 5500 SH DEFINED 01 02 03 5500
CONSOLIDATED STORES CORP COM 210149100 1776 58600 SH DEFINED 01 02 03 58600
CONTINENTAL AIRLS INC CL B 210795308 182 4800 SH DEFINED 01 02 03 4800
CONVERGYS CORP COM 212485106 2624 153200 SH DEFINED 01 02 03 153200
COOPER CAMERON CORP COM 216640102 71 2100 SH DEFINED 01 02 03 2100
COOPER COS INC COM NEW 216648402 54 3500 SH DEFINED 01 02 03 3500
COOPER INDS INC COM 216669101 2538 59554 SH DEFINED 01 02 03 59554
COOPER TIRE & RUBR CO COM 216831107 412 22400 SH DEFINED 01 02 03 22400
COORS ADOLPH CO CL B 217016104 1231 22796 SH DEFINED 01 02 03 22796
COPART INC COM 217204106 60 2900 SH DEFINED 01 02 03 2900
COR THERAPEUTICS INC COM 217753102 79 7900 SH DEFINED 01 02 03 7900
CORDANT TECHNOLOGIES INC COM 218412104 1538 38622 SH DEFINED 01 02 03 38622
CORN PRODS INTL INC COM 219023108 194 8100 SH DEFINED 01 02 03 8100
CORNERSTONE RLTY INCOME TR INC COM 21922V102 106 10000 SH DEFINED 01 02 03 10000
CORNING INC COM 219350105 7610 126835 SH DEFINED 01 02 03 126835
CORPORATE EXPRESS INC COM 219888104 136 26200 SH DEFINED 01 02 03 26200
CORT BUSINESS SVCS CORP COM 220493100 123 5300 SH DEFINED 01 02 03 5300
CORUS BANKSHARES INC COM 220873103 124 3850 SH DEFINED 01 02 03 3850
COSTCO COMPANIES INC COM 22160Q102 41204 450008 SH DEFINED 01 02 03 450008
COTELLIGENT INC COM 221630106 38 4300 SH DEFINED 01 02 03 4300
COULTER PHARMACEUTICAL INC COM 222116105 98 4500 SH DEFINED 01 02 03 4500
COUNTRYWIDE CR INDS INC DEL COM 222372104 2115 56408 SH DEFINED 01 02 03 56408
COUSINS PPTYS INC COM 222795106 193 6675 SH DEFINED 01 02 03 6675
COVAD COMMUNICATIONS GROUP INC COM 222814204 20 300 SH DEFINED 01 02 03 300
COVANCE INC COM 222816100 2184 87125 SH DEFINED 01 02 03 87125
COVENANT TRANS INC CL A 22284P105 1 100 SH DEFINED 01 02 03 100
COVENTRY HEALTH CARE INC COM 222862104 95 12700 SH DEFINED 01 02 03 12700
COX RADIO INC CL A 224051102 169 3300 SH DEFINED 01 02 03 3300
CRANE CO COM 224399105 21 881 SH DEFINED 01 02 03 881
CRAWFORD & CO CL B 224633107 95 9100 SH DEFINED 01 02 03 9100
CREDENCE SYS CORP COM 225302108 149 6950 SH DEFINED 01 02 03 6950
CREDIT ACCEP CORP MICH COM 225310101 53 9400 SH DEFINED 01 02 03 9400
CREDITRUST CORP COM 225429109 26 1300 SH DEFINED 01 02 03 1300
CRESCENT OPER INC COM 22575M100 0 100 SH DEFINED 01 02 03 100
CRIIMI MAE INC COM 226603108 22 8200 SH DEFINED 01 02 03 8200
CROMPTON & KNOWLES CORP COM 227111101 1120 71137 SH DEFINED 01 02 03 71137
CROSS TIMBERS OIL CO COM 227573102 58 8175 SH DEFINED 01 02 03 8175
CROWN AMERN RLTY TR SH BEN INT 228186102 42 6400 SH DEFINED 01 02 03 6400
CROWN CORK & SEAL INC COM 228255105 2068 72393 SH DEFINED 01 02 03 72393
CUBIC CORP COM 229669106 38 2300 SH DEFINED 01 02 03 2300
CULLEN FROST BANKERS INC COM 229899109 294 6140 SH DEFINED 01 02 03 6140
CUMMINS ENGINE INC COM 231021106 637 17900 SH DEFINED 01 02 03 17900
CURATIVE HEALTH SVCS INC COM 231264102 41 3600 SH DEFINED 01 02 03 3600
CYMER INC COM 232572107 141 7100 SH DEFINED 01 02 03 7100
</TABLE>
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<TABLE>
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CYPRESS SEMICONDUCTOR CORP COM 232806109 1141 126782 SH DEFINED 01 02 03 126782
CYPRUS AMAX MINERALS CO COM 232809103 431 35516 SH DEFINED 01 02 03 35516
CYTEC INDS INC COM 232820100 850 38100 SH DEFINED 01 02 03 38100
D & N FINL CORP COM 232864108 116 5100 SH DEFINED 01 02 03 5100
CYTYC CORP COM 232946103 78 5600 SH DEFINED 01 02 03 5600
DII GROUP INC COM 232949107 184 6300 SH DEFINED 01 02 03 6300
DBT ONLINE INC COM 233044106 87 3500 SH DEFINED 01 02 03 3500
DPL INC COM 233293109 2892 175300 SH DEFINED 01 02 03 175300
D R HORTON INC COM 23331A109 156 9305 SH DEFINED 01 02 03 9305
DSP COMMUNICATIONS INC COM 23332K106 175 11000 SH DEFINED 01 02 03 11000
DT INDUSTRIES INC COM 23333J108 2 300 SH DEFINED 01 02 03 300
DTE ENERGY CO COM 233331107 3325 86493 SH DEFINED 01 02 03 86493
DVI INC COM 233343102 6 400 SH DEFINED 01 02 03 400
DAIN RAUSCHER CORP COM 233856103 150 4400 SH DEFINED 01 02 03 4400
DAISYTEK INTL CORP COM 234053106 71 4300 SH DEFINED 01 02 03 4300
DAL-TILE INTL INC COM 23426R108 120 13200 SH DEFINED 01 02 03 13200
DALLAS SEMICONDUCTOR CORP COM 235204104 247 6400 SH DEFINED 01 02 03 6400
DAMES & MOORE GROUP INC COM 235713104 109 9700 SH DEFINED 01 02 03 9700
DAN RIV INC GA CL A 235774106 51 6000 SH DEFINED 01 02 03 6000
DANA CORP COM 235811106 2536 66741 SH DEFINED 01 02 03 66741
DANAHER CORP DEL COM 235851102 3161 60500 SH DEFINED 01 02 03 60500
DANIEL INDS DEL COM 236235107 69 4500 SH DEFINED 01 02 03 4500
DARDEN RESTAURANTS INC COM 237194105 1193 57857 SH DEFINED 01 02 03 57857
DATA GEN CORP COM 237688106 157 15500 SH DEFINED 01 02 03 15500
DATA PROCESSING RES CORP COM 237823109 40 2900 SH DEFINED 01 02 03 2900
DATA TRANSMISSION NETWORK CORP COM 238017107 93 3900 SH DEFINED 01 02 03 3900
DATASCOPE CORP COM 238113104 132 4900 SH DEFINED 01 02 03 4900
DATASTREAM SYS INC COM 238124101 2 200 SH DEFINED 01 02 03 200
DAVOX CORP COM 239208101 19 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 19135 287198 SH DEFINED 01 02 03 287198
DE BEERS CONS MINES LTD ADR DEFD 240253302 112 5900 SH DEFINED 01 02 03 5900
DEAN FOODS CO COM 242361103 1524 42782 SH DEFINED 01 02 03 42782
DECISIONONE HLDGS CORP COM 243458106 9 4900 SH DEFINED 01 02 03 4900
DEERE & CO COM 244199105 4971 128693 SH DEFINED 01 02 03 128693
DELCO REMY INTL INC CL A 246626105 3 300 SH DEFINED 01 02 03 300
DELL COMPUTER CORP COM 247025109 58534 1432022 SH DEFINED 01 02 03 1432022
DELPHI AUTOMOTIVE SYS CORP COM 247126105 11 600 SH DEFINED 01 02 03 600
DELPHI FINL GROUP INC CL A 247131105 131 3870 SH DEFINED 01 02 03 3870
DELTA & PINE LD CO COM 247357106 55 1800 SH DEFINED 01 02 03 1800
DELTA AIR LINES INC DEL COM 247361108 5142 73980 SH DEFINED 01 02 03 73980
DELTIC TIMBER CORP COM 247850100 100 4200 SH DEFINED 01 02 03 4200
DELTA FINANCIAL CORP COM 247918105 19 3400 SH DEFINED 01 02 03 3400
DELUXE CORP COM 248019101 1776 60990 SH DEFINED 01 02 03 60990
DENDRITE INTL INC COM 248239105 89 4000 SH DEFINED 01 02 03 4000
DENTSPLY INTL INC NEW COM 249030107 1314 56500 SH DEFINED 01 02 03 56500
DEPARTMENT 56 INC COM 249509100 149 4900 SH DEFINED 01 02 03 4900
DETROIT DIESEL CORP COM 250837101 54 2400 SH DEFINED 01 02 03 2400
DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 223 15600 SH DEFINED 01 02 03 15600
DEVON ENERGY CORP COM 251799102 281 10200 SH DEFINED 01 02 03 10200
DEVRY INC DEL COM 251893103 531 18300 SH DEFINED 01 02 03 18300
DEXTER CORP COM 252165105 815 25868 SH DEFINED 01 02 03 25868
DIAGEO P L C SPNSRD ADR NEW 25243Q205 59 1300 SH DEFINED 01 02 03 1300
</TABLE>
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DIAGNOSTIC PRODS CORP COM 252450101 78 3200 SH DEFINED 01 02 03 3200
DIAL CORP NEW COM 25247D101 4898 142500 SH DEFINED 01 02 03 142500
DIALOGIC CORP COM 252499108 134 4400 SH DEFINED 01 02 03 4400
DIAMOND MULTIMEDIA SYS INC COM 252714100 87 14200 SH DEFINED 01 02 03 14200
DIAMOND TECHNOLOGY PARTNERS CL A 252762109 164 7100 SH DEFINED 01 02 03 7100
DIEBOLD INC COM 253651103 1643 68451 SH DEFINED 01 02 03 68451
DIGITAL MICROWAVE CORP COM 253859102 111 13300 SH DEFINED 01 02 03 13300
DIME CMNTY BANCSHARES COM 253922108 126 5500 SH DEFINED 01 02 03 5500
DILLARDS INC CL A 254067101 1401 55230 SH DEFINED 01 02 03 55230
DIME BANCORP INC NEW COM 25429Q102 2328 100400 SH DEFINED 01 02 03 100400
DIMON INC COM 254394109 50 13100 SH DEFINED 01 02 03 13100
DIONEX CORP COM 254546104 276 7300 SH DEFINED 01 02 03 7300
DISCOUNT AUTO PTS INC COM 254642101 86 4000 SH DEFINED 01 02 03 4000
DISNEY WALT CO COM 254687106 31224 1003184 SH DEFINED 01 02 03 1003184
DISPATCH MGMT SVCS CORP COM 254927106 0 100 SH DEFINED 01 02 03 100
DOCUMENTUM INC COM 256159104 66 3800 SH DEFINED 01 02 03 3800
DOLE FOOD INC COM 256605106 1797 60409 SH DEFINED 01 02 03 60409
DOLLAR GEN CORP COM 256669102 2921 85909 SH DEFINED 01 02 03 85909
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 10 600 SH DEFINED 01 02 03 600
DOLLAR TREE STORES INC COM 256747106 1745 56400 SH DEFINED 01 02 03 56400
DOMINION RES INC VA COM 257470104 4117 111458 SH DEFINED 01 02 03 111458
DONALDSON INC COM 257651109 888 49336 SH DEFINED 01 02 03 49336
DONALDSON LUFKIN & JENRETTE NW COM 257661108 119 1700 SH DEFINED 01 02 03 1700
DONNA KARAN INTL INC COM 257826107 2 300 SH DEFINED 01 02 03 300
DONNELLEY R R & SONS CO COM 257867101 2372 73696 SH DEFINED 01 02 03 73696
DORAL FINL CORP COM 25811P100 147 8000 SH DEFINED 01 02 03 8000
DOUBLECLICK INC COM 258609304 637 3500 SH DEFINED 01 02 03 3500
DOVER CORP COM 260003108 3878 117965 SH DEFINED 01 02 03 117965
DOVER DOWNS ENTMT INC COM 260086103 3 200 SH DEFINED 01 02 03 200
DOW CHEM CO COM 260543103 8957 96119 SH DEFINED 01 02 03 96119
DOW JONES & CO INC COM 260561105 2070 43877 SH DEFINED 01 02 03 43877
DOWNEY FINL CORP COM 261018105 104 5655 SH DEFINED 01 02 03 5655
DRESS BARN INC COM 261570105 90 6500 SH DEFINED 01 02 03 6500
DREYERS GRAND ICE CREAM INC COM 261878102 434 33536 SH DEFINED 01 02 03 33536
DRIL-QUIP INC COM 262037104 62 2800 SH DEFINED 01 02 03 2800
DU PONT E I DE NEMOURS & CO COM 263534109 28059 483262 SH DEFINED 01 02 03 483262
DUANE READE INC COM 263578106 112 4000 SH DEFINED 01 02 03 4000
DUKE ENERGY CORP COM 264399106 9158 167655 SH DEFINED 01 02 03 167655
DUN & BRADSTREET CORP DEL COM 26483B106 3251 91258 SH DEFINED 01 02 03 91258
DURA PHARMACEUTICALS INC COM 26632S109 150 10600 SH DEFINED 01 02 03 10600
DYCOM INDS INC COM 267475101 167 3850 SH DEFINED 01 02 03 3850
DYNEX CAP INC COM 26817Q100 60 18200 SH DEFINED 01 02 03 18200
ECI TELECOM LTD ORD 268258100 280 7995 SH DEFINED 01 02 03 7995
EEX CORP COM NEW 26842V207 47 9633 SH DEFINED 01 02 03 9633
EG & G INC COM 268457108 780 29558 SH DEFINED 01 02 03 29558
E M C CORP MASS COM 268648102 71375 558705 SH DEFINED 01 02 03 558705
ENSCO INTL INC COM 26874Q100 1896 142400 SH DEFINED 01 02 03 142400
E SPIRE COMMUNICATIONS INC COM 269153102 216 15700 SH DEFINED 01 02 03 15700
ETEC SYS INC COM 26922C103 156 5300 SH DEFINED 01 02 03 5300
E TOWN COM 269242103 89 2200 SH DEFINED 01 02 03 2200
E TRADE GROUP INC COM 269246104 7575 129900 SH DEFINED 01 02 03 129900
EAGLE HARDWARE & GARDEN INC COM 26959B101 309 8100 SH DEFINED 01 02 03 8100
EAGLE USA AIRFREIGHT INC COM 270018104 91 2800 SH DEFINED 01 02 03 2800
</TABLE>
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EARTHGRAINS CO COM 270319106 306 13800 SH DEFINED 01 02 03 13800
EARTHSHELL CORP COM 27032B100 98 10000 SH DEFINED 01 02 03 10000
EARTHLINK NETWORK INC COM 270322100 258 4300 SH DEFINED 01 02 03 4300
EASTERN ENTERPRISES COM 27637F100 350 9632 SH DEFINED 01 02 03 9632
EASTERN UTILS ASSOC COM 277173100 156 5500 SH DEFINED 01 02 03 5500
EASTGROUP PPTY INC COM 277276101 76 4700 SH DEFINED 01 02 03 4700
EASTMAN CHEM CO COM 277432100 1978 47025 SH DEFINED 01 02 03 47025
EASTMAN KODAK CO COM 277461109 11656 182484 SH DEFINED 01 02 03 182484
EATON CORP COM 278058102 2837 39678 SH DEFINED 01 02 03 39678
EATON VANCE CORP COM NON VTG 278265103 149 7400 SH DEFINED 01 02 03 7400
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 229 2800 SH DEFINED 01 02 03 2800
ECLIPSYS CORP COM 278856109 80 3800 SH DEFINED 01 02 03 3800
ECOLAB INC COM 278865100 1963 55290 SH DEFINED 01 02 03 55290
EDISON INTL COM 281020107 3896 175117 SH DEFINED 01 02 03 175117
EDUCATION MGMT CORP COM 28139T101 446 14500 SH DEFINED 01 02 03 14500
EDWARDS AG INC COM 281760108 3106 95014 SH DEFINED 01 02 03 95014
EL PASO ELEC CO COM NEW 283677854 125 16400 SH DEFINED 01 02 03 16400
EL PASO ENERGY CORP DEL COM 283905107 4030 123301 SH DEFINED 01 02 03 123301
ELCOR CORP COM 284443108 121 3450 SH DEFINED 01 02 03 3450
ELECTRIC LIGHTWAVE INC CL A 284895109 2 200 SH DEFINED 01 02 03 200
ELECTRO RENT CORP COM 285218103 59 6450 SH DEFINED 01 02 03 6450
ELECTRO SCIENTIFIC INDS COM 285229100 135 2900 SH DEFINED 01 02 03 2900
ELECTROGLAS INC COM 285324109 104 8100 SH DEFINED 01 02 03 8100
ELECTRONIC ARTS INC COM 285512109 5600 117900 SH DEFINED 01 02 03 117900
ELECTRONIC DATA SYS NEW COM 285661104 11721 240735 SH DEFINED 01 02 03 240735
ELECTRONICS FOR IMAGING INC COM 286082102 15003 384700 SH DEFINED 01 02 03 384700
EMERSON ELEC CO COM 291011104 13012 245804 SH DEFINED 01 02 03 245804
EMMIS COMMUNICATIONS CORP CL A 291525103 290 5800 SH DEFINED 01 02 03 5800
EMPIRE DIST ELEC CO COM 291641108 112 4900 SH DEFINED 01 02 03 4900
ENCORE WIRE CORP COM 292562105 2 200 SH DEFINED 01 02 03 200
ENERGEN CORP COM 29265N108 139 9300 SH DEFINED 01 02 03 9300
ENERGY EAST CORP COM 29266M109 2924 55621 SH DEFINED 01 02 03 55621
ENGELHARD CORP COM 292845104 1180 69686 SH DEFINED 01 02 03 69686
ENGINEERING ANIMATION INC COM 292872108 51 1200 SH DEFINED 01 02 03 1200
ENESCO GROUP INC COM 292973104 335 18564 SH DEFINED 01 02 03 18564
ENHANCE FINL SVCS GROUP INC COM 293310108 155 6800 SH DEFINED 01 02 03 6800
ENRON CORP COM 293561106 11910 185371 SH DEFINED 01 02 03 185371
ENTERCOM COMMUNICATIONS CORP CL A 293639100 67 1900 SH DEFINED 01 02 03 1900
ENTERGY CORP NEW COM 29364G103 3919 142527 SH DEFINED 01 02 03 142527
ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 7 400 SH DEFINED 01 02 03 400
ENVOY CORP NEW COM 293982104 246 5600 SH DEFINED 01 02 03 5600
ENZO BIOCHEM INC COM 294100102 74 7875 SH DEFINED 01 02 03 7875
EQUIFAX INC COM 294429105 5031 146355 SH DEFINED 01 02 03 146355
EQUITABLE COS INC COM 29444G107 7 100 SH DEFINED 01 02 03 100
EQUITABLE RES INC COM 294549100 261 10000 SH DEFINED 01 02 03 10000
EQUITY INNS INC COM 294703103 114 13400 SH DEFINED 01 02 03 13400
ERICSSON L M TEL CO ADR CL B SEK10 294821400 183 7700 SH DEFINED 01 02 03 7700
ESSEX INTL INC DEL COM 297025108 26 1112 SH DEFINED 01 02 03 1112
ESSEX PPTY TR INC COM 297178105 107 4100 SH DEFINED 01 02 03 4100
ESTERLINE TECHNOLOGIES CORP COM 297425100 92 7100 SH DEFINED 01 02 03 7100
ETHYL CORP COM 297659104 392 92162 SH DEFINED 01 02 03 92162
EVANS & SUTHERLAND COMPUTER CP COM 299096107 31 2600 SH DEFINED 01 02 03 2600
EVEREN CAPITAL CORP COM 299761106 106 5400 SH DEFINED 01 02 03 5400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EVEREST REINS HLDGS INC COM 299808105 1796 57600 SH DEFINED 01 02 03 57600
EXAR CORP COM 300645108 37 2300 SH DEFINED 01 02 03 2300
EXCEL SWITCHING CORP COM 30067V108 57 2700 SH DEFINED 01 02 03 2700
EXCHANGE APPLICATIONS COM 300867108 53 2100 SH DEFINED 01 02 03 2100
EXCITE INC COM 300904109 980 7000 SH DEFINED 01 02 03 7000
EXECUTIVE RISK INC COM 301586103 206 2900 SH DEFINED 01 02 03 2900
EXIDE CORP COM 302051107 56 5000 SH DEFINED 01 02 03 5000
EXODUS COMMUNICATIONS INC COM 302088109 659 4900 SH DEFINED 01 02 03 4900
EXPEDITORS INTL WASH INC COM 302130109 340 6300 SH DEFINED 01 02 03 6300
EXPRESS SCRIPTS INC CL A 302182100 799 9300 SH DEFINED 01 02 03 9300
EXTENDED STAY AMER INC COM 30224P101 12388 1216000 SH DEFINED 01 02 03 1216000
EXXON CORP COM 302290101 79187 1122228 SH DEFINED 01 02 03 1122228
F&M BANCORP MD COM 302367107 6 200 SH DEFINED 01 02 03 200
F & M BANCORPORATION INC COM 302371109 101 3060 SH DEFINED 01 02 03 3060
F & M NATL CORP COM 302374103 207 8642 SH DEFINED 01 02 03 8642
FBL FINL GROUP INC CL A 30239F106 151 8500 SH DEFINED 01 02 03 8500
F M C CORP COM NEW 302491303 834 16900 SH DEFINED 01 02 03 16900
FNB CORP PA COM 302520101 134 5810 SH DEFINED 01 02 03 5810
FNB FINANCIAL SERVICES CORP COM 302526108 14 900 SH DEFINED 01 02 03 900
FPIC INS GROUP INC COM 302563101 58 1400 SH DEFINED 01 02 03 1400
FPL GROUP INC COM 302571104 8289 155670 SH DEFINED 01 02 03 155670
FSI INTL INC COM 302633102 46 7700 SH DEFINED 01 02 03 7700
F Y I INC COM 302712104 48 1500 SH DEFINED 01 02 03 1500
FACTSET RESH SYS INC COM 303075105 69 1600 SH DEFINED 01 02 03 1600
FAIR ISAAC & CO INC COM 303250104 137 3700 SH DEFINED 01 02 03 3700
FAIRCHILD CORP CL A 303698104 49 4793 SH DEFINED 01 02 03 4793
FAIRFIELD CMNTYS INC COM PAR $0.01 304231301 106 11900 SH DEFINED 01 02 03 11900
FAMILY DLR STORES INC COM 307000109 3602 156620 SH DEFINED 01 02 03 156620
FAMILY GOLF CTRS INC COM 30701A106 43 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 92 2800 SH DEFINED 01 02 03 2800
FASTENAL CO COM 311900104 1634 46600 SH DEFINED 01 02 03 46600
FDX CORP COM 31304N107 6633 71465 SH DEFINED 01 02 03 71465
FEDDERS CORP COM 313135105 74 14600 SH DEFINED 01 02 03 14600
FEDERAL HOME LN MTG CORP COM 313400301 49338 863677 SH DEFINED 01 02 03 863677
FEDERAL MOGUL CORP COM 313549107 2527 58773 SH DEFINED 01 02 03 58773
FEDERAL NATL MTG ASSN COM 313586109 54435 786059 SH DEFINED 01 02 03 786059
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 227 10700 SH DEFINED 01 02 03 10700
FEDERAL SIGNAL CORP COM 313855108 1096 52504 SH DEFINED 01 02 03 52504
FEDERATED DEPT STORES INC DEL COM 31410H101 3876 96589 SH DEFINED 01 02 03 96589
FELCOR LODGING TR INC COM 31430F101 398 17181 SH DEFINED 01 02 03 17181
FERRO CORP COM 315405100 1150 46470 SH DEFINED 01 02 03 46470
FIDELITY NATL CORP GA COM 316320100 70 8400 SH DEFINED 01 02 03 8400
FIDELITY NATL FINL INC COM 316326107 98 6560 SH DEFINED 01 02 03 6560
FIFTH THIRD BANCORP COM 316773100 13465 204206 SH DEFINED 01 02 03 204206
FILENET CORP COM 316869106 1359 194200 SH DEFINED 01 02 03 194200
FINANCIAL FED CORP COM 317492106 135 7100 SH DEFINED 01 02 03 7100
FINISH LINE INC CL A 317923100 76 5900 SH DEFINED 01 02 03 5900
FINOVA GROUP INC COM 317928109 5037 97100 SH DEFINED 01 02 03 97100
FIRST AMERN FINL CORP COM 318522307 211 13358 SH DEFINED 01 02 03 13358
FIRST BANCORP P R COM 318672102 156 6500 SH DEFINED 01 02 03 6500
FIRST CTZNS BANCSHARES INC N C CL A 31946M103 142 1750 SH DEFINED 01 02 03 1750
FIRST COMMERCE BANCSHARES INC CL B 319777207 130 5200 SH DEFINED 01 02 03 5200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FIRST COMWLTH FINL CORP PA COM 319829107 132 6200 SH DEFINED 01 02 03 6200
FIRST CONSULTING GROUP INC COM 31986R103 48 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 92266 2158280 SH DEFINED 01 02 03 2158280
FIRST FINL BANKSHARES COM 32020R109 78 2420 SH DEFINED 01 02 03 2420
FIRST FINL BANCORP OH COM 320209109 159 7328 SH DEFINED 01 02 03 7328
FIRST FINL CORP IND COM 320218100 114 2731 SH DEFINED 01 02 03 2731
FIRST FINL HLDGS INC COM 320239106 112 6200 SH DEFINED 01 02 03 6200
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 239 10000 SH DEFINED 01 02 03 10000
FIRST IND CORP COM 32054R108 76 4000 SH DEFINED 01 02 03 4000
FIRST LIBERTY FINL CORP COM 320691108 25 1200 SH DEFINED 01 02 03 1200
FIRST MERCHANTS CORP COM 320817109 138 5650 SH DEFINED 01 02 03 5650
FIRST MIDWEST BANCORP DEL COM 320867104 362 9518 SH DEFINED 01 02 03 9518
FIRST HEALTH GROUP CORP COM 320960107 1071 66672 SH DEFINED 01 02 03 66672
FIRST SIERRA FINANCIAL INC COM 335944104 36 4000 SH DEFINED 01 02 03 4000
FIRST REP BK SAN FRANCISCO COM 336158100 5 200 SH DEFINED 01 02 03 200
FIRST SEC CORP DEL COM 336294103 3314 171611 SH DEFINED 01 02 03 171611
FIRST SENTINEL BANCORP INC COM 33640T103 67 8413 SH DEFINED 01 02 03 8413
1ST SOURCE CORP COM 336901103 157 5280 SH DEFINED 01 02 03 5280
FIRST TENN NATL CORP COM 337162101 4435 121104 SH DEFINED 01 02 03 121104
FIRST UN CORP COM 337358105 31077 581549 SH DEFINED 01 02 03 581549
FIRST UN REAL EST EQ&MTG INVTS SH BEN INT 337400105 23 5300 SH DEFINED 01 02 03 5300
FIRST UTD BANCSHARES INC ARK COM 33741E104 87 6300 SH DEFINED 01 02 03 6300
FIRST VA BANKS INC COM 337477103 1995 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 174 5508 SH DEFINED 01 02 03 5508
FIRSTAR CORP NEW WIS COM 33763V109 10924 122061 SH DEFINED 01 02 03 122061
FISERV INC COM 337738108 4263 79496 SH DEFINED 01 02 03 79496
FIRSTFED FINL CORP COM 337907109 154 9600 SH DEFINED 01 02 03 9600
FIRSTMERIT CORP COM 337915102 7 264 SH DEFINED 01 02 03 264
FIRSTENERGY CORP COM 337932107 2420 86626 SH DEFINED 01 02 03 86626
FISHER SCIENTIFIC INTL INC COM NEW 338032204 167 9600 SH DEFINED 01 02 03 9600
FLEET FINL GROUP INC NEW COM 338915101 10481 278573 SH DEFINED 01 02 03 278573
FLEETWOOD ENTERPRISES INC COM 339099103 458 15987 SH DEFINED 01 02 03 15987
FLEMING COS INC COM 339130106 132 15400 SH DEFINED 01 02 03 15400
FLORIDA EAST COAST INDS COM 340632108 138 4600 SH DEFINED 01 02 03 4600
FLORIDA PANTHERS HLDGS INC CL A 341064103 75 9700 SH DEFINED 01 02 03 9700
FLORIDA PROGRESS CORP COM 341109106 3740 99062 SH DEFINED 01 02 03 99062
FLORIDA ROCK INDS INC COM 341140101 126 3700 SH DEFINED 01 02 03 3700
FLOWERS INDS INC COM 343496105 2468 100204 SH DEFINED 01 02 03 100204
FLOWSERVE CORP COM 34354P105 763 49018 SH DEFINED 01 02 03 49018
FLUOR CORP COM 343861100 891 33003 SH DEFINED 01 02 03 33003
FOAMEX INTL INC COM 344123104 28 4900 SH DEFINED 01 02 03 4900
FOODMAKER INC NEW COM NEW 344839204 232 9100 SH DEFINED 01 02 03 9100
FOOTSTAR INC COM 344912100 214 6700 SH DEFINED 01 02 03 6700
FORCENERGY INC COM 345206106 3 4500 SH DEFINED 01 02 03 4500
FORD MTR CO DEL COM 345370100 27328 481556 SH DEFINED 01 02 03 481556
FORE SYSTEMS INC COM 345449102 1936 102400 SH DEFINED 01 02 03 102400
FOREMOST CORP OF AMER COM 345469100 99 4900 SH DEFINED 01 02 03 4900
FOREST CITY ENTERPRISES INC CL A 345550107 104 4300 SH DEFINED 01 02 03 4300
FOREST LABS INC CL A 345838106 4329 76782 SH DEFINED 01 02 03 76782
FOREST OIL CORP COM NEW 346091606 61 8100 SH DEFINED 01 02 03 8100
FORT JAMES CORP COM 347471104 3706 116957 SH DEFINED 01 02 03 116957
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FORTUNE BRANDS INC COM 349631101 3799 98185 SH DEFINED 01 02 03 98185
FOSSIL INC COM 349882100 94 3150 SH DEFINED 01 02 03 3150
FOSTER WHEELER CORP COM 350244109 468 38604 SH DEFINED 01 02 03 38604
FOUNDATION HEALTH SYS INC COM 350404109 1317 108049 SH DEFINED 01 02 03 108049
FOX ENTMT GROUP INC CL A 35138T107 19728 727300 SH DEFINED 01 02 03 727300
FRANCHISE FIN CORP AMER COM 351807102 221 10500 SH DEFINED 01 02 03 10500
FRANCHISE MORTGAGE ACCEPTANCE COM 35181D108 30 4100 SH DEFINED 01 02 03 4100
FRANKLIN COVEY CO COM 353469109 51 5700 SH DEFINED 01 02 03 5700
FRANKLIN ELEC INC COM 353514102 130 2000 SH DEFINED 01 02 03 2000
FRANKLIN RES INC COM 354613101 20079 713936 SH DEFINED 01 02 03 713936
FREEDOM SECS CORP COM 35644K103 3 200 SH DEFINED 01 02 03 200
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 583 53575 SH DEFINED 01 02 03 53575
FREMONT GEN CORP COM 357288109 38 2000 SH DEFINED 01 02 03 2000
FRENCH FRAGRANCES INC COM 357658103 1 200 SH DEFINED 01 02 03 200
FRIEDE GOLDMAN INTERNATIONAL COM 358430106 2 100 SH DEFINED 01 02 03 100
FRIEDMAN BILLINGS RAMSEY GROUP CL A 358433100 58 8700 SH DEFINED 01 02 03 8700
FRIEDMANS INC CL A 358438109 46 5100 SH DEFINED 01 02 03 5100
FRITZ COS INC COM 358846103 3 400 SH DEFINED 01 02 03 400
FRONTIER CORPORATION COM 35906P105 3184 61378 SH DEFINED 01 02 03 61378
FRONTIER FINL CORP WASH COM 35907K105 55 2200 SH DEFINED 01 02 03 2200
FRONTIER INS GROUP INC NEW COM 359081106 107 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 47 7200 SH DEFINED 01 02 03 7200
FULLER H B CO COM 359694106 882 14964 SH DEFINED 01 02 03 14964
FUND AMERN ENTERPRISES HLDGS COM 360768105 166 1250 SH DEFINED 01 02 03 1250
FURNITURE BRANDS INTL INC COM 360921100 1117 50500 SH DEFINED 01 02 03 50500
FURON CO COM 361106107 71 5600 SH DEFINED 01 02 03 5600
G & K SVCS INC CL A 361268105 460 9950 SH DEFINED 01 02 03 9950
GATX CORP COM 361448103 1812 55024 SH DEFINED 01 02 03 55024
GBC BANCORP CALIF COM 361475106 92 6100 SH DEFINED 01 02 03 6100
GC COS INC COM 36155Q109 60 1900 SH DEFINED 01 02 03 1900
GPU INC COM 36225X100 1450 38854 SH DEFINED 01 02 03 38854
GTE CORP COM 362320103 33377 551687 SH DEFINED 01 02 03 551687
GT INTERACTIVE SOFTWARE CORP COM 36236E109 35 7600 SH DEFINED 01 02 03 7600
GABELLI ASSET MGMT INC CL A 36239Y102 33 2100 SH DEFINED 01 02 03 2100
GABLES RESIDENTIAL TR SH BEN INT 362418105 157 7100 SH DEFINED 01 02 03 7100
GADZOOKS INC COM 362553109 22 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 24913 515000 SH DEFINED 01 02 03 515000
GALLAGHER ARTHUR J & CO COM 363576109 193 4200 SH DEFINED 01 02 03 4200
GANNETT INC COM 364730101 9117 144719 SH DEFINED 01 02 03 144719
GAP INC DEL COM 364760108 20174 299708 SH DEFINED 01 02 03 299708
GARDEN RIDGE CORP COM 36541P104 41 5950 SH DEFINED 01 02 03 5950
GARDNER DENVER INC COM 365558105 83 5200 SH DEFINED 01 02 03 5200
GARTNER GROUP INC NEW COM 366651107 34182 1515000 SH DEFINED 01 02 03 1515000
GASONICS INTL CORP COM 367278108 24 2200 SH DEFINED 01 02 03 2200
GATEWAY 2000 INC COM 367833100 4886 71270 SH DEFINED 01 02 03 71270
GAYLORD ENTMT CO NEW COM 367905106 107 4400 SH DEFINED 01 02 03 4400
GAYLORD CONTAINER CORP CL A 368145108 100 13300 SH DEFINED 01 02 03 13300
GELTEX PHARMACEUTICALS INC COM 368538104 65 4600 SH DEFINED 01 02 03 4600
GENCORP INC COM 368682100 754 41880 SH DEFINED 01 02 03 41880
GENERAL BINDING CORP COM 369154109 33 1275 SH DEFINED 01 02 03 1275
GENERAL CABLE CORP DEL NEW COM 369300108 83 7900 SH DEFINED 01 02 03 7900
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GENERAL CIGAR HLDGS INC CL A 36933P100 57 6101 SH DEFINED 01 02 03 6101
GENERAL CHEM GROUP INC COM 369332101 123 9400 SH DEFINED 01 02 03 9400
GENERAL COMMUNICATION INC CL A 369385109 79 17400 SH DEFINED 01 02 03 17400
GENERAL DYNAMICS CORP COM 369550108 4068 63314 SH DEFINED 01 02 03 63314
GENERAL ELEC CO COM 369604103 164323 1485402 SH DEFINED 01 02 03 1485402
GENERAL GROWTH PPTYS INC COM 370021107 308 9500 SH DEFINED 01 02 03 9500
GENERAL INSTR CORP DEL COM 370120107 2013 66400 SH DEFINED 01 02 03 66400
GENERAL MAGIC INC COM 370253106 32 8900 SH DEFINED 01 02 03 8900
GENERAL MLS INC COM 370334104 6251 82730 SH DEFINED 01 02 03 82730
GENERAL MTRS CORP COM 370442105 25452 292978 SH DEFINED 01 02 03 292978
GENERAL MTRS CORP CL H NEW 370442832 459 9100 SH DEFINED 01 02 03 9100
GENERAL NUTRITION COS INC COM 37047F103 5613 400900 SH DEFINED 01 02 03 400900
GENERAL SEMICONDUCTOR INC COM 370787103 3 400 SH DEFINED 01 02 03 400
GENESCO INC COM 371532102 66 7100 SH DEFINED 01 02 03 7100
GENTEX CORP COM 371901109 405 18800 SH DEFINED 01 02 03 18800
GENESIS HEALTH VENTURES INC COM 371912106 58 11900 SH DEFINED 01 02 03 11900
GENRAD INC COM 372447102 109 7600 SH DEFINED 01 02 03 7600
GENSIA SICOR INC COM 372450106 82 29000 SH DEFINED 01 02 03 29000
GEON CO COM 37246W105 218 9600 SH DEFINED 01 02 03 9600
GENUINE PARTS CO COM 372460105 2961 102754 SH DEFINED 01 02 03 102754
GENZYME CORP COM GENL DIV 372917104 5439 107842 SH DEFINED 01 02 03 107842
GENZYME CORP COM-MOLECULAR 372917500 29 7730 SH DEFINED 01 02 03 7730
GEORGIA GULF CORP COM PAR $0.01 373200203 396 35433 SH DEFINED 01 02 03 35433
GEORGIA PAC CORP COM GA PAC GRP 373298108 3099 41733 SH DEFINED 01 02 03 41733
GEORGIA PAC CORP COM-TIMBER GRP 373298702 1849 82400 SH DEFINED 01 02 03 82400
GEOTEL COMMUNICATIONS CORP COM 373656107 220 4800 SH DEFINED 01 02 03 4800
GERBER SCIENTIFIC INC COM 373730100 141 7000 SH DEFINED 01 02 03 7000
GETCHELL GOLD CORP COM 374265106 225 8630 SH DEFINED 01 02 03 8630
GETTY IMAGES INC COM 374276103 244 11600 SH DEFINED 01 02 03 11600
GETTY RLTY CORP NEW COM 374297109 39 3100 SH DEFINED 01 02 03 3100
GIANT CEMENT HLDG INC COM 374450104 53 3100 SH DEFINED 01 02 03 3100
GIBRALTAR STL CORP COM 37476F103 48 2400 SH DEFINED 01 02 03 2400
GIBSON GREETINGS INC COM 374827103 34 4600 SH DEFINED 01 02 03 4600
GILEAD SCIENCES INC COM 375558103 355 7800 SH DEFINED 01 02 03 7800
GILLETTE CO COM 375766102 31953 537589 SH DEFINED 01 02 03 537589
GLATFELTER P H CO COM 377316104 501 44800 SH DEFINED 01 02 03 44800
GLEASON CORP COM 377339106 56 3300 SH DEFINED 01 02 03 3300
GLENAYRE TECHNOLOGIES INC COM 377899109 58 16800 SH DEFINED 01 02 03 16800
GLENBOROUGH RLTY TR INC COM 37803P105 148 8700 SH DEFINED 01 02 03 8700
GLIMCHER RLTY TR SH BEN INT 379302102 96 6700 SH DEFINED 01 02 03 6700
GLOBAL DIRECTMAIL CORP COM 379321102 79 4700 SH DEFINED 01 02 03 4700
GLOBAL INDL TECHNOLOGIES INC COM 379335102 64 6100 SH DEFINED 01 02 03 6100
GLOBAL MARINE INC COM 379352404 1799 153115 SH DEFINED 01 02 03 153115
GOLDEN WEST FINL CORP DEL COM 381317106 2561 26815 SH DEFINED 01 02 03 26815
GOLF TR AMER INC COM 38168B103 7 300 SH DEFINED 01 02 03 300
GOODRICH B F CO COM 382388106 626 18242 SH DEFINED 01 02 03 18242
GOODYEAR TIRE & RUBR CO COM 382550101 4640 93155 SH DEFINED 01 02 03 93155
GOODYS FAMILY CLOTHING INC COM 382588101 47 3400 SH DEFINED 01 02 03 3400
GRACE W R & CO DEL NEW COM 38388F108 555 45800 SH DEFINED 01 02 03 45800
GRACO INC COM 384109104 127 5750 SH DEFINED 01 02 03 5750
GRAINGER W W INC COM 384802104 1493 34659 SH DEFINED 01 02 03 34659
GRAND PREMIER FINL INC COM 386174106 4 330 SH DEFINED 01 02 03 330
GRANITE CONSTR INC COM 387328107 745 31856 SH DEFINED 01 02 03 31856
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GREAT ATLANTIC & PAC TEA INC COM 390064103 705 23500 SH DEFINED 01 02 03 23500
GREAT LAKES CHEM CORP COM 390568103 1116 30354 SH DEFINED 01 02 03 30354
GREAT LAKES REIT INC COM 390752103 15 1000 SH DEFINED 01 02 03 1000
GREAT PLAINS SOFTWARE COM 39119E105 2758 71300 SH DEFINED 01 02 03 71300
GREATER BAY BANCORP COM 391648102 3 100 SH DEFINED 01 02 03 100
GREENPOINT FINL CORP COM 395384100 3438 98932 SH DEFINED 01 02 03 98932
GREIF BROS CORP CL A 397624107 117 5300 SH DEFINED 01 02 03 5300
GREY ADVERTISING INC COM 397838103 104 300 SH DEFINED 01 02 03 300
GREY WOLF INC COM 397888108 40 27800 SH DEFINED 01 02 03 27800
GRIFFON CORP COM 398433102 67 9697 SH DEFINED 01 02 03 9697
GROUP 1 AUTOMOTIVE INC COM 398905109 49 2000 SH DEFINED 01 02 03 2000
GROUP MAINTENANCE AMERICA CORP COM 39943E107 51 4500 SH DEFINED 01 02 03 4500
GRUBB & ELLIS CO COM PAR $0.01 400095204 48 7200 SH DEFINED 01 02 03 7200
GTECH HLDGS CORP COM 400518106 1070 43900 SH DEFINED 01 02 03 43900
GUARANTEE LIFE COS INC COM 400740106 5 300 SH DEFINED 01 02 03 300
GUESS INC COM 401617105 45 7300 SH DEFINED 01 02 03 7300
GUIDANT CORP COM 401698105 14747 243760 SH DEFINED 01 02 03 243760
GUILFORD MLS INC COM 401794102 70 7950 SH DEFINED 01 02 03 7950
GUILFORD PHARMACEUTICALS INC COM 401829106 67 5900 SH DEFINED 01 02 03 5900
GUITAR CTR MGMT INC COM 402040109 59 2900 SH DEFINED 01 02 03 2900
GULF ISLAND FABRICATION INC COM 402307102 38 3600 SH DEFINED 01 02 03 3600
GULFSTREAM AEROSPACE CORP COM 402734107 3150 72626 SH DEFINED 01 02 03 72626
GYMBOREE CORP COM 403777105 78 8700 SH DEFINED 01 02 03 8700
HMT TECHNOLOGY CORP COM 403917107 81 23000 SH DEFINED 01 02 03 23000
H T E INC COM 403926108 15 4800 SH DEFINED 01 02 03 4800
HCC INS HLDGS INC COM 404132102 202 10500 SH DEFINED 01 02 03 10500
HCR MANOR CARE INC COM 404134108 1633 71600 SH DEFINED 01 02 03 71600
HNC SOFTWARE INC COM 40425P107 383 11700 SH DEFINED 01 02 03 11700
HSB GROUP INC COM 40428N109 1442 38849 SH DEFINED 01 02 03 38849
HS RES INC COM 404297103 4 400 SH DEFINED 01 02 03 400
HUBCO INC COM 404382103 285 8498 SH DEFINED 01 02 03 8498
HA-LO INDS INC COM 404429102 85 6937 SH DEFINED 01 02 03 6937
HADCO CORP COM 404681108 117 3700 SH DEFINED 01 02 03 3700
HAEMONETICS CORP COM 405024100 97 6200 SH DEFINED 01 02 03 6200
HALLIBURTON CO COM 406216101 9601 249373 SH DEFINED 01 02 03 249373
HALTER MARINE GROUP INC COM 40642Y105 30 5200 SH DEFINED 01 02 03 5200
HAMBRECHT & QUIST GROUP INC COM 406545103 167 4800 SH DEFINED 01 02 03 4800
HAMILTON BANCORP INC FLA COM 407013101 16 600 SH DEFINED 01 02 03 600
HANCOCK FABRICS INC COM 409900107 47 7400 SH DEFINED 01 02 03 7400
HANCOCK HLDG CO COM 410120109 198 4305 SH DEFINED 01 02 03 4305
HANDLEMAN CO DEL COM 410252100 120 9000 SH DEFINED 01 02 03 9000
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 65 4800 SH DEFINED 01 02 03 4800
HANNA M A CO COM 410522106 808 63036 SH DEFINED 01 02 03 63036
HANNAFORD BROS CO COM 410550107 1608 35400 SH DEFINED 01 02 03 35400
HANOVER COMPRESSOR CO COM 410768105 167 6300 SH DEFINED 01 02 03 6300
HANOVER DIRECT INC COM 410783104 59 20800 SH DEFINED 01 02 03 20800
HARBINGER CORP COM 41145C103 46 6800 SH DEFINED 01 02 03 6800
HARCOURT GEN INC COM 41163G101 1085 24488 SH DEFINED 01 02 03 24488
HARBOR FLA BANCSHARES INC COM 411901101 73 5700 SH DEFINED 01 02 03 5700
HARDINGE INC COM 412324303 1 100 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 132 10200 SH DEFINED 01 02 03 10200
HARLEY DAVIDSON INC COM 412822108 9490 165040 SH DEFINED 01 02 03 165040
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HARLEYSVILLE GROUP INC COM 412824104 68 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 175 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 65 11500 SH DEFINED 01 02 03 11500
HARRAHS ENTMT INC COM 413619107 777 40739 SH DEFINED 01 02 03 40739
HARRIS CORP DEL COM 413875105 973 34000 SH DEFINED 01 02 03 34000
HARRIS FINL INC COM 414541102 54 4500 SH DEFINED 01 02 03 4500
HARSCO CORP COM 415864107 1054 41842 SH DEFINED 01 02 03 41842
HARTFORD FINL SVCS GROUP INC COM 416515104 7516 132298 SH DEFINED 01 02 03 132298
HARTFORD LIFE INC CL A 416592103 149 2700 SH DEFINED 01 02 03 2700
HARTMARX CORP COM 417119104 67 13700 SH DEFINED 01 02 03 13700
HASBRO INC COM 418056107 3363 116203 SH DEFINED 01 02 03 116203
HAVEN BANCORP INC COM 419352109 3 200 SH DEFINED 01 02 03 200
HAVERTY FURNITURE INC COM 419596101 124 4900 SH DEFINED 01 02 03 4900
HAWAIIAN ELEC INDUSTRIES COM 419870100 1373 39172 SH DEFINED 01 02 03 39172
HAYES LEMMERZ INTL INC COM 420781106 150 6400 SH DEFINED 01 02 03 6400
HEALTH CARE PPTY INVS INC COM 421915109 265 9200 SH DEFINED 01 02 03 9200
HEALTHSOUTH CORP COM 421924101 2112 203578 SH DEFINED 01 02 03 203578
HEALTH MGMT ASSOC INC NEW CL A 421933102 3024 248100 SH DEFINED 01 02 03 248100
HEALTHCARE RLTY TR COM 421946104 199 10495 SH DEFINED 01 02 03 10495
HEALTHPLAN SVCS CORP COM 421959107 35 5000 SH DEFINED 01 02 03 5000
HEALTH CARE REIT INC COM 42217K106 168 7800 SH DEFINED 01 02 03 7800
HEALTHCARE FINANCIAL PARTNERS COM 42219W108 102 3900 SH DEFINED 01 02 03 3900
HEARTLAND EXPRESS INC COM 422347104 72 4732 SH DEFINED 01 02 03 4732
HECLA MNG CO COM 422704106 43 15500 SH DEFINED 01 02 03 15500
HEICO CORP NEW COM 422806109 60 2500 SH DEFINED 01 02 03 2500
HEILIG MEYERS CO COM 422893107 342 65859 SH DEFINED 01 02 03 65859
HEINZ H J CO COM 423074103 9365 197688 SH DEFINED 01 02 03 197688
HELIX TECHNOLOGY CORP COM 423319102 71 4600 SH DEFINED 01 02 03 4600
HELLER FINANCIAL INC CL A 423328103 103 4400 SH DEFINED 01 02 03 4400
HELMERICH & PAYNE INC COM 423452101 574 25287 SH DEFINED 01 02 03 25287
HENRY JACK & ASSOC INC COM 426281101 123 3350 SH DEFINED 01 02 03 3350
HERBALIFE INTL INC CL A 426908208 41 3300 SH DEFINED 01 02 03 3300
HERCULES INC COM 427056106 1249 49453 SH DEFINED 01 02 03 49453
HERSHEY FOODS CORP COM 427866108 3205 57233 SH DEFINED 01 02 03 57233
HERTZ CORP CL A 428040109 70 1300 SH DEFINED 01 02 03 1300
HEWLETT PACKARD CO COM 428236103 63449 935658 SH DEFINED 01 02 03 935658
HEXCEL CORP NEW COM 428291108 42 6009 SH DEFINED 01 02 03 6009
HI / FN INC COM 428358105 26 700 SH DEFINED 01 02 03 700
HIBBETT SPORTING GOODS INC COM 428565105 61 2900 SH DEFINED 01 02 03 2900
HIBERNIA CORP CL A 428656102 1773 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 3 200 SH DEFINED 01 02 03 200
HILLENBRAND INDS INC COM 431573104 2842 61535 SH DEFINED 01 02 03 61535
HILTON HOTELS CORP COM 432848109 1651 117426 SH DEFINED 01 02 03 117426
HOLLINGER INTL INC CL A 435569108 88 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 162 8700 SH DEFINED 01 02 03 8700
HOLLYWOOD PK INC NEW COM 436255103 56 5400 SH DEFINED 01 02 03 5400
HOLOGIC INC COM 436440101 37 4100 SH DEFINED 01 02 03 4100
HOLOPHANE CORP COM 43645B106 64 2900 SH DEFINED 01 02 03 2900
HOME DEPOT INC COM 437076102 74273 1193133 SH DEFINED 01 02 03 1193133
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HOME PPTYS N Y INC COM 437306103 162 7000 SH DEFINED 01 02 03 7000
HOMEBASE INC COM 43738E108 69 15600 SH DEFINED 01 02 03 15600
HOMESTAKE MNG CO COM 437614100 865 100281 SH DEFINED 01 02 03 100281
HOMESTEAD VLG PPTYS INC COM 437851108 0 200 SH DEFINED 01 02 03 200
HON INDS INC COM 438092108 1153 52550 SH DEFINED 01 02 03 52550
HONEYWELL INC COM 438506107 4106 54165 SH DEFINED 01 02 03 54165
HOOPER HOLMES INC COM 439104100 66 4200 SH DEFINED 01 02 03 4200
HORACE MANN EDUCATORS CORP NEW COM 440327104 932 40200 SH DEFINED 01 02 03 40200
HORIZON GROUP PPTYS INC COM 44041U102 0 1 SH DEFINED 01 02 03 1
HORIZON OFFSHORE INC COM 44043J105 3 400 SH DEFINED 01 02 03 400
HORMEL FOODS CORP COM 440452100 2333 65500 SH DEFINED 01 02 03 65500
HOST MARRIOTT SVCS CORP COM 440914109 53 7800 SH DEFINED 01 02 03 7800
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 257 9500 SH DEFINED 01 02 03 9500
HOST MARRIOTT CORP NEW COM 44107P104 99 8900 SH DEFINED 01 02 03 8900
HOUGHTON MIFFLIN CO COM 441560109 1839 39232 SH DEFINED 01 02 03 39232
HOUSEHOLD INTL INC COM 441815107 12813 280827 SH DEFINED 01 02 03 280827
HOUSTON EXPL CO COM 442120101 70 4000 SH DEFINED 01 02 03 4000
HUBBELL INC CL B 443510201 2747 68670 SH DEFINED 01 02 03 68670
HUGHES SUPPLY INC COM 444482103 118 5200 SH DEFINED 01 02 03 5200
HUMANA INC COM 444859102 1248 72372 SH DEFINED 01 02 03 72372
HUMAN GENOME SCIENCES INC COM 444903108 413 11900 SH DEFINED 01 02 03 11900
HUNT CORP COM 445591100 51 5200 SH DEFINED 01 02 03 5200
HUNT J B TRANS SVCS INC COM 445658107 788 37500 SH DEFINED 01 02 03 37500
HUNTINGTON BANCSHARES INC COM 446150104 2122 68580 SH DEFINED 01 02 03 68580
HUSSMANN INTL INC COM 448110106 175 11900 SH DEFINED 01 02 03 11900
HUTCHINSON TECHNOLOGY INC COM 448407106 206 8300 SH DEFINED 01 02 03 8300
HVIDE MARINE INC CLA 448515106 27 6200 SH DEFINED 01 02 03 6200
ICN PHARMACEUTICALS INC NEW COM 448924100 1662 66000 SH DEFINED 01 02 03 66000
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 138 9510 SH DEFINED 01 02 03 9510
IBP INC COM 449223106 1948 104600 SH DEFINED 01 02 03 104600
ICG COMMUNICATIONS INC COM 449246107 219 10900 SH DEFINED 01 02 03 10900
ICOS CORP COM 449295104 304 9000 SH DEFINED 01 02 03 9000
IDEC PHARMACEUTICALS CORP COM 449370105 288 5600 SH DEFINED 01 02 03 5600
IDX SYS CORP COM 449491109 84 5800 SH DEFINED 01 02 03 5800
IGEN INC COM 449536101 48 2000 SH DEFINED 01 02 03 2000
IHOP CORP COM 449623107 133 3400 SH DEFINED 01 02 03 3400
IMC GLOBAL INC COM 449669100 2225 108846 SH DEFINED 01 02 03 108846
IMCO RECYCLING INC COM 449681105 63 4900 SH DEFINED 01 02 03 4900
IMC MTG CO COM 449923101 2 12000 SH DEFINED 01 02 03 12000
IMS HEALTH INC COM 449934108 5294 159806 SH DEFINED 01 02 03 159806
IRT PPTY CO COM 450058102 85 9700 SH DEFINED 01 02 03 9700
ITC DELTACOM INC COM 45031T104 264 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 337 8975 SH DEFINED 01 02 03 8975
IXC COMMUNICATIONS INC COM 450713102 317 6900 SH DEFINED 01 02 03 6900
ITT INDS INC IND COM 450911102 1535 43400 SH DEFINED 01 02 03 43400
IDACORP INC COM 451107106 1440 49037 SH DEFINED 01 02 03 49037
IDEX CORP COM 45167R104 180 7650 SH DEFINED 01 02 03 7650
IDEXX LABS INC COM 45168D104 468 19550 SH DEFINED 01 02 03 19550
IKON OFFICE SOLUTIONS INC COM 451713101 1205 94084 SH DEFINED 01 02 03 94084
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ILLINOIS TOOL WKS INC COM 452308109 7530 121691 SH DEFINED 01 02 03 121691
ILLINOVA CORP COM 452317100 1708 80600 SH DEFINED 01 02 03 80600
IMATION CORP COM 45245A107 737 44650 SH DEFINED 01 02 03 44650
IMCLONE SYS INC COM 45245W109 3 200 SH DEFINED 01 02 03 200
IMMUNE RESPONSE CORP DEL COM 45252T106 69 7800 SH DEFINED 01 02 03 7800
IMPAC MTG HLDGS INC COM 45254P102 4 700 SH DEFINED 01 02 03 700
IMPERIAL BANCORP COM 452556103 195 11374 SH DEFINED 01 02 03 11374
IMPERIAL CREDIT COMM MRTG INVS COM 45272T102 64 6600 SH DEFINED 01 02 03 6600
IMPERIAL CR INDS INC COM 452729106 75 10234 SH DEFINED 01 02 03 10234
IN FOCUS SYS INC COM 452919103 49 5600 SH DEFINED 01 02 03 5600
IMPERIAL SUGAR CO NEW COM 453096109 2 400 SH DEFINED 01 02 03 400
IMRGLOBAL CORPORATION COM 45321W106 71 4000 SH DEFINED 01 02 03 4000
INACOM CORP COM 45323G109 85 10924 SH DEFINED 01 02 03 10924
INCO LTD COM 453258402 1138 85515 SH DEFINED 01 02 03 85515
INCYTE PHARMACEUTICALS INC COM 45337C102 120 6000 SH DEFINED 01 02 03 6000
INDEPENDENCE CMNTY BK CORP COM 453414104 292 22700 SH DEFINED 01 02 03 22700
INDEPENDENT BANK CORP MASS COM 453836108 5 400 SH DEFINED 01 02 03 400
INDIANA ENERGY INC COM 454707100 681 35958 SH DEFINED 01 02 03 35958
INDUSTRI-MATEMATIK INTL CORP COM 455792101 14 6900 SH DEFINED 01 02 03 6900
INDYMAC MTG HLDGS INC COM 456607100 150 13800 SH DEFINED 01 02 03 13800
INFINITY BROADCASTING CP NEW CL A 45662S102 15450 600000 SH DEFINED 01 02 03 600000
INFORMIX CORP COM 456779107 1461 198100 SH DEFINED 01 02 03 198100
INFOSEEK CORP COM 45678M107 451 6100 SH DEFINED 01 02 03 6100
INFOUSA INC NEW CL B 456818103 22 4800 SH DEFINED 01 02 03 4800
INGERSOLL RAND CO COM 456866102 7691 154977 SH DEFINED 01 02 03 154977
INFORMATION RES INC COM 456905108 223 34568 SH DEFINED 01 02 03 34568
INGLES MKTS INC CL A 457030104 28 2400 SH DEFINED 01 02 03 2400
INHALE THERAPEUTIC SYS INC COM 457191104 114 4200 SH DEFINED 01 02 03 4200
INNKEEPERS USA TR COM 4576J0104 48 5200 SH DEFINED 01 02 03 5200
INNOVEX INC COM 457647105 80 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 80 12700 SH DEFINED 01 02 03 12700
INPRISE CORP COM 45766C102 71 18400 SH DEFINED 01 02 03 18400
INSITUFORM TECHNOLOGIES INC CL A 457667103 156 8900 SH DEFINED 01 02 03 8900
INSIGNIA FINL GROUP INC NEW COM 45767A105 73 5200 SH DEFINED 01 02 03 5200
INSPIRE INS SOLUTIONS INC COM 457732105 27 1400 SH DEFINED 01 02 03 1400
INTEGRATED ELECTRICAL SVC COM 45811E103 59 3700 SH DEFINED 01 02 03 3700
INTEGRATED DEVICE TECHNOLOGY COM 458118106 674 124588 SH DEFINED 01 02 03 124588
INTEGRATED PROCESS EQUIP CORP COM 45812K108 44 4900 SH DEFINED 01 02 03 4900
INTEGRATED SYS INC COM 45812M104 63 4900 SH DEFINED 01 02 03 4900
INTEL CORP COM 458140100 130518 1095640 SH DEFINED 01 02 03 1095640
INTELLIGROUP INC COM 45816A106 19 3000 SH DEFINED 01 02 03 3000
INTER TEL INC COM 458372109 84 5400 SH DEFINED 01 02 03 5400
INTERDIGITAL COMMUNICATIONS CP COM 45866A105 56 13000 SH DEFINED 01 02 03 13000
INTERFACE INC CL A 458665106 121 12600 SH DEFINED 01 02 03 12600
INTERIM SVCS INC COM 45868P100 11178 745200 SH DEFINED 01 02 03 745200
INTERGRAPH CORP COM 458683109 108 16000 SH DEFINED 01 02 03 16000
INTERMEDIA COMMUNICATIONS INC COM 458801107 115 4333 SH DEFINED 01 02 03 4333
INTERMET CORP COM 45881K104 103 7700 SH DEFINED 01 02 03 7700
INTERNATIONAL BANCSHARES CORP COM 459044103 77 1800 SH DEFINED 01 02 03 1800
INTERNATIONAL BUSINESS MACHS COM 459200101 83967 473718 SH DEFINED 01 02 03 473718
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 2566 68322 SH DEFINED 01 02 03 68322
INTERNATIONAL GAME TECHNOLOGY COM 459902102 1474 101202 SH DEFINED 01 02 03 101202
INTERNATIONAL MULTIFOODS CORP COM 460043102 464 19912 SH DEFINED 01 02 03 19912
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INTERNATIONAL NETWORK SVCS COM 460053101 427 6100 SH DEFINED 01 02 03 6100
INTL PAPER CO COM 460146103 6749 159980 SH DEFINED 01 02 03 159980
INTERNATIONAL RECTIFIER CORP COM 460254105 99 14100 SH DEFINED 01 02 03 14100
INTERNATIONAL SPEEDWAY CORP CL A 460335201 311 5900 SH DEFINED 01 02 03 5900
INTERNATIONAL TELECOMMUN DATA COM 46047F104 28 2300 SH DEFINED 01 02 03 2300
INTERPOOL INC COM 46062R108 51 3800 SH DEFINED 01 02 03 3800
INTERPUBLIC GROUP COS INC COM 460690100 4239 54427 SH DEFINED 01 02 03 54427
INTERSTATE BAKERIES CORP DEL COM 46072H108 1593 73900 SH DEFINED 01 02 03 73900
INTERSTATE ENERGY CORP WISE COM 460845100 1670 63016 SH DEFINED 01 02 03 63016
INTERWEST BANCORP INC COM 460931108 198 8300 SH DEFINED 01 02 03 8300
INTEVAC INC COM 461148108 55 9500 SH DEFINED 01 02 03 9500
INTUIT COM 461202103 20055 197100 SH DEFINED 01 02 03 197100
INVACARE CORP COM 461203101 148 6100 SH DEFINED 01 02 03 6100
INVESTMENT TECHNOLOGY GROUP COM 461450108 81 1600 SH DEFINED 01 02 03 1600
INVESTORS FINL SERVICES CORP COM 461915100 207 7198 SH DEFINED 01 02 03 7198
IONICS INC COM 462218108 136 4500 SH DEFINED 01 02 03 4500
IPALCO ENTERPRISES INC COM 462613100 2411 109908 SH DEFINED 01 02 03 109908
IRON MTN INC DEL COM 46284P104 97 3100 SH DEFINED 01 02 03 3100
IRVINE APT CMNTYS INC COM 463606103 161 4900 SH DEFINED 01 02 03 4900
IRWIN FINL CORP COM 464119106 66 3300 SH DEFINED 01 02 03 3300
ISIS PHARMACEUTICALS INC COM 464330109 89 9900 SH DEFINED 01 02 03 9900
ITRON INC COM 465741106 30 3200 SH DEFINED 01 02 03 3200
IVAX CORP COM 465823102 1580 133736 SH DEFINED 01 02 03 133736
IVEX PACKAGING CORP DEL COM 465855104 141 9300 SH DEFINED 01 02 03 9300
JDN RLTY CORP COM 465917102 179 9000 SH DEFINED 01 02 03 9000
JDA SOFTWARE GROUP INC COM 46612K108 47 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 146 10700 SH DEFINED 01 02 03 10700
JP REALTY INC COM 46624A106 73 3700 SH DEFINED 01 02 03 3700
JSB FINANCIAL INC COM 46624M100 150 3000 SH DEFINED 01 02 03 3000
JABIL CIRCUIT INC COM 466313103 470 11600 SH DEFINED 01 02 03 11600
JACOBS ENGR GROUP INC DEL COM 469814107 1071 27168 SH DEFINED 01 02 03 27168
JACOR COMMUNUNICATIONS INC CL A 469858401 22800 300000 SH DEFINED 01 02 03 300000
JEFFBANKS INC COM 472317106 72 3466 SH DEFINED 01 02 03 3466
JEFFERIES GROUP INC COM 472318104 223 4700 SH DEFINED 01 02 03 4700
JEFFERSON PILOT CORP COM 475070108 5104 75339 SH DEFINED 01 02 03 75339
JO-ANN STORES INC CL A 47758P109 73 5300 SH DEFINED 01 02 03 5300
JOHNSON & JOHNSON COM 478160104 65669 700937 SH DEFINED 01 02 03 700937
JOHNSON CTLS INC COM 478366107 2664 42702 SH DEFINED 01 02 03 42702
JONES APPAREL GROUP INC COM 480074103 2864 102500 SH DEFINED 01 02 03 102500
JONES LANG LASALLE INC COM 48020Q107 99 3300 SH DEFINED 01 02 03 3300
JONES INTERCABLE INC CL A 480206200 106 2700 SH DEFINED 01 02 03 2700
JONES PHARMA INC COM 480236108 205 5900 SH DEFINED 01 02 03 5900
JOSTENS INC COM 481088102 210 9864 SH DEFINED 01 02 03 9864
JOURNAL REGISTER CO COM 481138105 73 6100 SH DEFINED 01 02 03 6100
JUNO LTG INC COM 482047107 164 7300 SH DEFINED 01 02 03 7300
JUST FOR FEET INC COM 48213P106 93 7450 SH DEFINED 01 02 03 7450
JUSTIN INDS INC COM 482171105 50 4500 SH DEFINED 01 02 03 4500
K&G MENS CTR INC COM 482245107 33 3300 SH DEFINED 01 02 03 3300
KCS ENERGY INC COM 482434206 9 6800 SH DEFINED 01 02 03 6800
KLA-TENCORP CORP COM 482480100 2089 43014 SH DEFINED 01 02 03 43014
K MART CORP COM 482584109 3737 222300 SH DEFINED 01 02 03 222300
KN ENERGY INC COM 482620101 1372 68800 SH DEFINED 01 02 03 68800
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
K2 INC COM 482732104 30 3778 SH DEFINED 01 02 03 3778
K V PHARMACEUTICAL CO CL B CONV 482740107 1 100 SH DEFINED 01 02 03 100
KAISER ALUMINUM CORP COM 483007100 34 6300 SH DEFINED 01 02 03 6300
KAMAN CORP CL A 483548103 83 6500 SH DEFINED 01 02 03 6500
KANSAS CITY LIFE INS CO COM 484836101 49 600 SH DEFINED 01 02 03 600
KANSAS CITY PWR & LT CO COM 485134100 1769 71821 SH DEFINED 01 02 03 71821
KANSAS CITY SOUTHN INDS INC COM 485170104 5899 103496 SH DEFINED 01 02 03 103496
KAUFMAN & BROAD HOME CORP COM 486168107 579 25656 SH DEFINED 01 02 03 25656
KAYDON CORP COM 486587108 1165 40242 SH DEFINED 01 02 03 40242
KEANE INC COM 486665102 1579 74100 SH DEFINED 01 02 03 74100
KEEBLER FOODS CO COM 487256109 84 2300 SH DEFINED 01 02 03 2300
KELLOGG CO COM 487836108 6809 201370 SH DEFINED 01 02 03 201370
KELLEY OIL & GAS CORP COM 487906109 17 32300 SH DEFINED 01 02 03 32300
KELLWOOD CO COM 488044108 133 6050 SH DEFINED 01 02 03 6050
KELLY SVCS INC CL A 488152208 874 31503 SH DEFINED 01 02 03 31503
KEMET CORP COM 488360108 125 10900 SH DEFINED 01 02 03 10900
KENDLE INTERNATIONAL INC COM 48880L107 175 8700 SH DEFINED 01 02 03 8700
KENNAMETAL INC COM 489170100 499 28506 SH DEFINED 01 02 03 28506
KENT ELECTRS CORP COM 490553104 75 7500 SH DEFINED 01 02 03 7500
KERR MCGEE CORP COM 492386107 1521 46363 SH DEFINED 01 02 03 46363
KEY ENERGY SVCS INC COM 492914106 24 5100 SH DEFINED 01 02 03 5100
KEYCORP NEW COM 493267108 6417 211679 SH DEFINED 01 02 03 211679
KEYSPAN ENERGY COM 49337K106 4344 172891 SH DEFINED 01 02 03 172891
KEYSTONE AUTOMOTIVE INDS INC COM 49338N109 36 2200 SH DEFINED 01 02 03 2200
KEYSTONE FINANCIAL INC COM 493482103 1748 54200 SH DEFINED 01 02 03 54200
KILROY RLTY CORP COM 49427F108 103 5000 SH DEFINED 01 02 03 5000
KIMBALL INTL INC CL B 494274103 144 9700 SH DEFINED 01 02 03 9700
KIMBERLY CLARK CORP COM 494368103 14280 297891 SH DEFINED 01 02 03 297891
KING WORLD PRODTNS INC COM 495667107 1538 50336 SH DEFINED 01 02 03 50336
KIRBY CORP COM 497266106 169 8912 SH DEFINED 01 02 03 8912
KITTY HAWK INC COM 498326107 2 300 SH DEFINED 01 02 03 300
KNOLL INC COM 498904101 135 5500 SH DEFINED 01 02 03 5500
KNIGHT RIDDER INC COM 499040103 2277 45538 SH DEFINED 01 02 03 45538
KNIGHT TRANSN INC COM 499064103 15 750 SH DEFINED 01 02 03 750
KOGER EQUITY INC COM 500228101 102 7600 SH DEFINED 01 02 03 7600
KOHLS CORP COM 500255104 7099 100156 SH DEFINED 01 02 03 100156
KOMAG INC COM 500453105 66 15000 SH DEFINED 01 02 03 15000
KOPIN CORP COM 500600101 1 100 SH DEFINED 01 02 03 100
KROGER CO COM 501044101 7185 120005 SH DEFINED 01 02 03 120005
KROLL O GARA CO COM 501050108 33 1200 SH DEFINED 01 02 03 1200
KRONOS INC COM 501052104 77 3150 SH DEFINED 01 02 03 3150
KULICKE & SOFFA INDS INC COM 501242101 159 6300 SH DEFINED 01 02 03 6300
LCC INTERNATIONAL INC CL A 501810105 1 200 SH DEFINED 01 02 03 200
LG&E ENERGY CORP COM 501917108 2465 118442 SH DEFINED 01 02 03 118442
LTV CORP NEW COM 501921100 120 22400 SH DEFINED 01 02 03 22400
LNR PPTY CORP COM 501940100 150 7600 SH DEFINED 01 02 03 7600
LSI LOGIC CORP COM 502161102 1883 60376 SH DEFINED 01 02 03 60376
LTC HEALTHCARE INC COM 50217R104 1 600 SH DEFINED 01 02 03 600
LTC PPTYS INC COM 502175102 77 6300 SH DEFINED 01 02 03 6300
L-3 COMMUNICATIONS HLDGS INC COM 502424104 213 4600 SH DEFINED 01 02 03 4600
LA Z BOY INC COM 505336107 245 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 49 28000 SH DEFINED 01 02 03 28000
LABOR READY INC COM NEW 505401208 164 6300 SH DEFINED 01 02 03 6300
</TABLE>
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<TABLE>
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LACLEDE GAS CO COM 505588103 107 5100 SH DEFINED 01 02 03 5100
LAIDLAW INC COM 50730K503 627 107900 SH DEFINED 01 02 03 107900
LAKES GAMING INC COM 51206P109 23 2775 SH DEFINED 01 02 03 2775
LAM RESH CORP COM 512807108 354 12200 SH DEFINED 01 02 03 12200
LANCASTER COLONY CORP COM 513847103 1065 40001 SH DEFINED 01 02 03 40001
LANCE INC COM 514606102 693 42671 SH DEFINED 01 02 03 42671
LANDAUER INC COM 51476K103 51 2100 SH DEFINED 01 02 03 2100
LANDAMERICA FINL GROUP INC COM 514936103 145 5000 SH DEFINED 01 02 03 5000
LANDRYS SEAFOOD RESTAURANTS COM 51508L103 45 7100 SH DEFINED 01 02 03 7100
LANDS END INC COM 515086106 1133 32724 SH DEFINED 01 02 03 32724
LANDSTAR SYS INC COM 515098101 116 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 3 500 SH DEFINED 01 02 03 500
LASON INC COM 51808R107 141 2500 SH DEFINED 01 02 03 2500
LATTICE SEMICONDUCTOR CORP COM 518415104 5381 118100 SH DEFINED 01 02 03 118100
LAUDER ESTEE COS INC CL A 518439104 9 100 SH DEFINED 01 02 03 100
LAWSON PRODS INC COM 520776105 55 2700 SH DEFINED 01 02 03 2700
LAWTER INTL INC COM 520786104 337 48179 SH DEFINED 01 02 03 48179
LEAR CORP COM 521865105 3189 74700 SH DEFINED 01 02 03 74700
LEARNING TREE INTL INC COM 522015106 31 3100 SH DEFINED 01 02 03 3100
LEE ENTERPRISES INC COM 523768109 1328 45800 SH DEFINED 01 02 03 45800
LEGATO SYS INC COM 524651106 2411 46700 SH DEFINED 01 02 03 46700
LEGGETT & PLATT INC COM 524660107 3591 179552 SH DEFINED 01 02 03 179552
LEGG MASON INC COM 524901105 354 10500 SH DEFINED 01 02 03 10500
LEHMAN BROS HLDGS INC COM 524908100 3107 52004 SH DEFINED 01 02 03 52004
LEVEL ONE COMMUNICATIONS INC COM 527295109 447 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 7219 64600 SH DEFINED 01 02 03 64600
LIBBEY INC COM 529898108 149 4800 SH DEFINED 01 02 03 4800
LIBERTY CORP S C COM 530370105 160 3047 SH DEFINED 01 02 03 3047
LIFE USA HLDG INC COM NEW 531918209 103 9600 SH DEFINED 01 02 03 9600
LIGAND PHARMACEUTICALS INC CL B 53220K207 169 20658 SH DEFINED 01 02 03 20658
LILLY ELI & CO COM 532457108 51356 605078 SH DEFINED 01 02 03 605078
LILLY INDS INC CL A 532491107 98 6350 SH DEFINED 01 02 03 6350
LIMITED INC COM 532716107 3668 92567 SH DEFINED 01 02 03 92567
LINCARE HLDGS INC COM 532791100 1738 61800 SH DEFINED 01 02 03 61800
LINCOLN ELEC HLDGS INC COM 533900106 227 12200 SH DEFINED 01 02 03 12200
LINCOLN NATL CORP IND COM 534187109 7363 74472 SH DEFINED 01 02 03 74472
LINDSAY MFG CO COM 535555106 107 5400 SH DEFINED 01 02 03 5400
LINEAR TECHNOLOGY CORP COM 535678106 7273 141908 SH DEFINED 01 02 03 141908
LINENS N THINGS INC COM 535679104 449 9900 SH DEFINED 01 02 03 9900
LIPOSOME CO INC COM 536310105 163 12100 SH DEFINED 01 02 03 12100
LITTELFUSE INC COM 537008104 97 5300 SH DEFINED 01 02 03 5300
LITTON INDS INC COM 538021106 2398 41700 SH DEFINED 01 02 03 41700
LIZ CLAIBORNE INC COM 539320101 1106 33910 SH DEFINED 01 02 03 33910
LO-JACK CORP COM 539451104 55 7200 SH DEFINED 01 02 03 7200
LOCAL FINL CORP COM 539553107 83 8900 SH DEFINED 01 02 03 8900
LOCKHEED MARTIN CORP COM 539830109 6796 180318 SH DEFINED 01 02 03 180318
LODGIAN INC COM 54021P106 1 200 SH DEFINED 01 02 03 200
LOEWS CORP COM 540424108 3342 44781 SH DEFINED 01 02 03 44781
LONE STAR INDS INC COM NEW 542290408 254 8200 SH DEFINED 01 02 03 8200
LONE STAR STEAKHOUSE SALOON COM 542307103 433 42200 SH DEFINED 01 02 03 42200
LONE STAR TECHNOLOGIES INC COM 542312103 103 8200 SH DEFINED 01 02 03 8200
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LONGS DRUG STORES CORP COM 543162101 782 25697 SH DEFINED 01 02 03 25697
LONGVIEW FIBRE CO COM 543213102 769 66536 SH DEFINED 01 02 03 66536
LOUIS DREYFUS NAT GAS CORP COM 546011107 81 5600 SH DEFINED 01 02 03 5600
LOUISIANA PAC CORP COM 546347105 931 49979 SH DEFINED 01 02 03 49979
LOWES COS INC COM 548661107 13095 216450 SH DEFINED 01 02 03 216450
LUBRIZOL CORP COM 549271104 1340 59567 SH DEFINED 01 02 03 59567
LUBYS INC COM 549282101 181 10700 SH DEFINED 01 02 03 10700
LUCENT TECHNOLOGIES INC COM 549463107 66804 619988 SH DEFINED 01 02 03 619988
LUFKIN INDS INC COM 549764108 3 200 SH DEFINED 01 02 03 200
LYCOS INC COM 550818108 955 11100 SH DEFINED 01 02 03 11100
LYDALL INC DEL COM 550819106 57 6800 SH DEFINED 01 02 03 6800
LYONDELL CHEMICAL CO COM 552078107 993 72578 SH DEFINED 01 02 03 72578
MAF BANCORP INC COM 55261R108 142 6398 SH DEFINED 01 02 03 6398
MBIA INC COM 55262C100 3500 60344 SH DEFINED 01 02 03 60344
MBNA CORP COM 55262L100 8631 361515 SH DEFINED 01 02 03 361515
MCN ENERGY GROUP INC COM 55267J100 1487 92590 SH DEFINED 01 02 03 92590
M D C HLDGS INC COM 552676108 105 7300 SH DEFINED 01 02 03 7300
MCI WORLDCOM INC COM 55268B106 186354 2104207 SH DEFINED 01 02 03 2104207
MDU RES GROUP INC COM 552690109 391 17075 SH DEFINED 01 02 03 17075
MEMC ELECTR MATLS INC COM 552715104 47 8500 SH DEFINED 01 02 03 8500
MGC COMMUNICATIONS INC COM 552763302 42 4200 SH DEFINED 01 02 03 4200
MGIC INVT CORP WIS COM 552848103 14912 425306 SH DEFINED 01 02 03 425306
MGI PPTYS INC COM 552885105 96 3500 SH DEFINED 01 02 03 3500
MGM GRAND INC COM 552953101 30 900 SH DEFINED 01 02 03 900
MMC NETWORKS INC COM 55308N102 128 8000 SH DEFINED 01 02 03 8000
MMI COS INC COM 553087107 69 4500 SH DEFINED 01 02 03 4500
MRV COMMUNICATIONS INC COM 553477100 37 6100 SH DEFINED 01 02 03 6100
M S CARRIERS INC COM 553533100 66 2500 SH DEFINED 01 02 03 2500
MTS SYS CORP COM 553777103 81 8000 SH DEFINED 01 02 03 8000
MTI TECHNOLOGY CORP COM 553903105 52 9400 SH DEFINED 01 02 03 9400
MACDERMID INC COM 554273102 102 3000 SH DEFINED 01 02 03 3000
MACERICH CO COM 554382101 109 4800 SH DEFINED 01 02 03 4800
MACROCHEM CORP DEL COM 555903103 2 200 SH DEFINED 01 02 03 200
MACROMEDIA INC COM 556100105 616 13600 SH DEFINED 01 02 03 13600
MADDEN STEVEN LTD COM 556269108 65 7700 SH DEFINED 01 02 03 7700
MADISON GAS & ELEC CO COM 557497104 149 7625 SH DEFINED 01 02 03 7625
MAGELLAN HEALTH SVCS INC COM 559079108 33 7900 SH DEFINED 01 02 03 7900
MAGNETEK INC COM 559424106 281 33521 SH DEFINED 01 02 03 33521
MAIL-WELL INC COM 560321200 134 10000 SH DEFINED 01 02 03 10000
MALLINCKRODT INC NEW COM 561232109 829 31122 SH DEFINED 01 02 03 31122
MANITOWOC INC COM 563571108 187 4475 SH DEFINED 01 02 03 4475
MANPOWER INC COM 56418H100 1671 71500 SH DEFINED 01 02 03 71500
MANUFACTURED HOME CMNTYS INC COM 564682102 146 6100 SH DEFINED 01 02 03 6100
MAPICS INC COM 564910107 101 13200 SH DEFINED 01 02 03 13200
MANUGISTICS GROUP INC COM 565011103 30 4500 SH DEFINED 01 02 03 4500
MARCUS CORP COM 566330106 76 6339 SH DEFINED 01 02 03 6339
MARINE DRILLING COS INC COM PAR $0.01 568240204 157 14300 SH DEFINED 01 02 03 14300
MARINER POST-ACUTE NETWORK INC COM 568459101 62 28373 SH DEFINED 01 02 03 28373
MARK IV INDS INC COM 570387100 848 64945 SH DEFINED 01 02 03 64945
MARKEL CORP COM 570535104 189 1050 SH DEFINED 01 02 03 1050
MARSH & MCLENNAN COS INC COM 571748102 11184 150754 SH DEFINED 01 02 03 150754
MARSHALL & ILSLEY CORP COM 571834100 5862 105748 SH DEFINED 01 02 03 105748
MARRIOTT INTL INC NEW CL A 571903202 3538 105230 SH DEFINED 01 02 03 105230
MARSHALL INDS COM 572393106 62 4600 SH DEFINED 01 02 03 4600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MARTEK BIOSCIENCES CORP COM 572901106 5 800 SH DEFINED 01 02 03 800
MARTIN MARIETTA MATLS INC COM 573284106 2807 49200 SH DEFINED 01 02 03 49200
MARVEL ENTERPRISES INC COM 57383M108 41 6300 SH DEFINED 01 02 03 6300
MASCO CORP COM 574599106 5179 183334 SH DEFINED 01 02 03 183334
MASCOTECH INC COM 574670105 133 8600 SH DEFINED 01 02 03 8600
MASTECH CORP COM 57632N105 55 4200 SH DEFINED 01 02 03 4200
MASTEC INC COM 576323109 107 4650 SH DEFINED 01 02 03 4650
MATTEL INC COM 577081102 3423 137600 SH DEFINED 01 02 03 137600
MATTHEWS INTL CORP CL A 577128101 115 4200 SH DEFINED 01 02 03 4200
MAXIM GROUP INC COM 57772J104 48 5600 SH DEFINED 01 02 03 5600
MAXIM INTEGRATED PRODS INC COM 57772K101 59548 1100200 SH DEFINED 01 02 03 1100200
MAXTOR CORP COM NEW 577729205 83 11800 SH DEFINED 01 02 03 11800
MAXXIM MED INC COM 57777G105 47 2500 SH DEFINED 01 02 03 2500
MAY DEPT STORES CO COM 577778103 6835 174685 SH DEFINED 01 02 03 174685
MAXXAM INC COM 577913106 514 10200 SH DEFINED 01 02 03 10200
MAVERICK TUBE CORP COM 577914104 20 2900 SH DEFINED 01 02 03 2900
MAXIMUS INC COM 577933104 3 100 SH DEFINED 01 02 03 100
MAYTAG CORP COM 578592107 2518 41704 SH DEFINED 01 02 03 41704
MCCLATCHY CO CL A 579489105 217 6475 SH DEFINED 01 02 03 6475
MCCORMICK & CO INC COM NON VTG 579780206 1992 68678 SH DEFINED 01 02 03 68678
MCDERMOTT INTL INC COM 580037109 1042 41181 SH DEFINED 01 02 03 41181
MCDONALDS CORP COM 580135101 31467 694438 SH DEFINED 01 02 03 694438
MCGRATH RENTCORP COM 580589109 47 2600 SH DEFINED 01 02 03 2600
MCGRAW HILL COS INC COM 580645109 4833 88676 SH DEFINED 01 02 03 88676
MCKESSON HBOC INC COM 58155Q103 8351 126537 SH DEFINED 01 02 03 126537
MCWHORTER TECHNOLOGIES INC COM 582803102 26 1900 SH DEFINED 01 02 03 1900
MEAD CORP COM 582834107 1312 42668 SH DEFINED 01 02 03 42668
MEADOWBROOK INS GROUP INC COM 58319P108 24 1600 SH DEFINED 01 02 03 1600
MEDAPHIS CORP COM 584028104 48 19500 SH DEFINED 01 02 03 19500
MEDIAONE GROUP INC COM 58440J104 18610 293072 SH DEFINED 01 02 03 293072
MEDIA GEN INC CL A 584404107 1326 28368 SH DEFINED 01 02 03 28368
MEDICAL ASSURN INC COM 58449U100 176 6270 SH DEFINED 01 02 03 6270
MEDICAL MANAGER CORP COM 58461C103 39 1700 SH DEFINED 01 02 03 1700
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 221 7350 SH DEFINED 01 02 03 7350
MEDIMMUNE INC COM 584699102 752 12700 SH DEFINED 01 02 03 12700
MEDQUIST INC COM 584949101 369 12300 SH DEFINED 01 02 03 12300
MEDTRONIC INC COM 585055106 22919 319431 SH DEFINED 01 02 03 319431
MELLON BK CORP COM 585509102 13786 195895 SH DEFINED 01 02 03 195895
MEMBERWORKS INC COM 586002107 80 2200 SH DEFINED 01 02 03 2200
MENS WEARHOUSE INC COM 587118100 166 5750 SH DEFINED 01 02 03 5750
MENTOR CORP MINN COM 587188103 94 6400 SH DEFINED 01 02 03 6400
MENTOR GRAPHICS CORP COM 587200106 956 70807 SH DEFINED 01 02 03 70807
MERCANTILE BANCORPORATION INC COM 587342106 2551 53700 SH DEFINED 01 02 03 53700
MERCANTILE BANKSHARES CORP COM 587405101 2787 75334 SH DEFINED 01 02 03 75334
MERCHANTS N Y BANCORP INC COM 589167105 3 100 SH DEFINED 01 02 03 100
MERCK & CO INC COM 589331107 96762 1206698 SH DEFINED 01 02 03 1206698
MERCURY INTERACTIVE CORP COM 589405109 324 9100 SH DEFINED 01 02 03 9100
MEREDITH CORP COM 589433101 110 3502 SH DEFINED 01 02 03 3502
MERIDIAN INDL TR INC COM 589643105 0 0 SH DEFINED 01 02 03 0
MERIDIAN RESOURCE CORP COM 58977Q109 2 600 SH DEFINED 01 02 03 600
MERISTAR HOSPITALITY CORP COM 58984Y103 271 14880 SH DEFINED 01 02 03 14880
MERISEL INC COM 589849108 2 1800 SH DEFINED 01 02 03 1800
MERITOR AUTOMOTIVE INC COM 59000G100 942 60751 SH DEFINED 01 02 03 60751
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MERRILL CORP COM 590175105 63 4700 SH DEFINED 01 02 03 4700
MERRILL LYNCH & CO INC COM 590188108 14725 166498 SH DEFINED 01 02 03 166498
MERRY LAND PROPERTIES INC COM 590441101 3 520 SH DEFINED 01 02 03 520
MESA AIR GROUP INC COM 590479101 69 11000 SH DEFINED 01 02 03 11000
MESABA HLDGS INC COM 59066B102 14 1050 SH DEFINED 01 02 03 1050
META GROUP INC COM 591002100 2 100 SH DEFINED 01 02 03 100
METALS USA INC COM 591324108 76 8700 SH DEFINED 01 02 03 8700
METAMOR WORLDWIDE INC COM 59133P100 9205 657500 SH DEFINED 01 02 03 657500
METHODE ELECTRS INC CL A 591520200 150 13450 SH DEFINED 01 02 03 13450
METRIS COS INC COM 591598107 198 4897 SH DEFINED 01 02 03 4897
METRO INFORMATION SERVICES INC COM 59162P104 45 2500 SH DEFINED 01 02 03 2500
METRO ONE TELECOMMUNICATIONS COM 59163F105 37 2600 SH DEFINED 01 02 03 2600
METROCALL INC COM 591647102 1 400 SH DEFINED 01 02 03 400
METROMEDIA FIBER NETWORK INC CL A 591689104 316 6100 SH DEFINED 01 02 03 6100
METROMEDIA INTL GROUP INC COM 591695101 68 13985 SH DEFINED 01 02 03 13985
METTLER TOLEDO INTERNATIONAL COM 592688105 225 9100 SH DEFINED 01 02 03 9100
METZLER GROUP INC COM 592903108 113 3600 SH DEFINED 01 02 03 3600
MEYER FRED INC DEL NEW COM 592907109 28555 485008 SH DEFINED 01 02 03 485008
MICHAEL FOOD INC NEW COM 594079105 71 3700 SH DEFINED 01 02 03 3700
MICHAELS STORES INC COM 594087108 160 6500 SH DEFINED 01 02 03 6500
MICREL INC COM 594793101 2929 58500 SH DEFINED 01 02 03 58500
MICROS SYS INC COM 594901100 145 4400 SH DEFINED 01 02 03 4400
MICROSOFT CORP COM 594918104 257712 2875444 SH DEFINED 01 02 03 2875444
MICROAGE INC COM 594928103 30 5500 SH DEFINED 01 02 03 5500
MICROSTRATEGY INC CL A 594972101 98 5100 SH DEFINED 01 02 03 5100
MICRO WHSE INC COM 59501B105 727 45100 SH DEFINED 01 02 03 45100
MICROCHIP TECHNOLOGY INC COM 595017104 2116 61100 SH DEFINED 01 02 03 61100
MICROMUSE INC COM 595094103 5 100 SH DEFINED 01 02 03 100
MICRON ELECTRONICS INC COM 595100108 109 9300 SH DEFINED 01 02 03 9300
MICRON TECHNOLOGY INC COM 595112103 5227 108328 SH DEFINED 01 02 03 108328
MID-AMER APT CMNTYS INC COM 59522J103 111 5200 SH DEFINED 01 02 03 5200
MID ATLANTIC MED SVCS INC COM 59523C107 161 16100 SH DEFINED 01 02 03 16100
MIDAMERICAN ENERGY HLDGS NEW COM 59562V107 1644 58700 SH DEFINED 01 02 03 58700
MIDAS GROUP INC COM 595626102 117 3500 SH DEFINED 01 02 03 3500
MIDLAND CO COM 597486109 68 2800 SH DEFINED 01 02 03 2800
MIDWEST EXPRESS HLDGS INC COM 597911106 169 5750 SH DEFINED 01 02 03 5750
MIDWAY GAMES INC COM 598148104 62 7146 SH DEFINED 01 02 03 7146
MIKASA INC COM 59862T109 2 300 SH DEFINED 01 02 03 300
MILACRON INC COM 598709103 246 15644 SH DEFINED 01 02 03 15644
MILLENNIUM PHARMACEUTICALS INC COM 599902103 475 15200 SH DEFINED 01 02 03 15200
MILLER HERMAN INC COM 600544100 1492 81756 SH DEFINED 01 02 03 81756
MILLER INDS INC TENN COM 600551105 72 15150 SH DEFINED 01 02 03 15150
MILLIPORE CORP COM 601073109 415 17201 SH DEFINED 01 02 03 17201
MILLS CORP COM 601148109 147 8200 SH DEFINED 01 02 03 8200
MINDSPRING ENTERPRISES INC COM 602683104 361 4200 SH DEFINED 01 02 03 4200
MINE SAFETY APPLIANCES CO COM 602720104 71 1225 SH DEFINED 01 02 03 1225
MINERALS TECHNOLOGIES INC COM 603158106 1147 23900 SH DEFINED 01 02 03 23900
MINIMED INC COM 60365K108 173 1700 SH DEFINED 01 02 03 1700
MINNESOTA MNG & MFG CO COM 604059105 12632 178543 SH DEFINED 01 02 03 178543
MINNESOTA PWR INC COM 604110106 2060 104294 SH DEFINED 01 02 03 104294
MIRAGE RESORTS INC COM 60462E104 1709 80400 SH DEFINED 01 02 03 80400
MIRAVANT MED TECHNOLOGIES COM 604690107 15 2200 SH DEFINED 01 02 03 2200
MISSISSIPPI CHEM CORP COM NEW 605288208 67 7104 SH DEFINED 01 02 03 7104
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MISSISSIPPI VY BANCSHARES INC COM 605720101 77 2400 SH DEFINED 01 02 03 2400
MITCHELL ENERGY & DEV CORP CL A 606592202 30 2400 SH DEFINED 01 02 03 2400
MOBIUS MGMT SYSTEMS INC COM 606925105 2 100 SH DEFINED 01 02 03 100
MOBIL CORP COM 607059102 29806 338700 SH DEFINED 01 02 03 338700
MODINE MFG CO COM 607828100 899 32034 SH DEFINED 01 02 03 32034
MODIS PROFESSIONAL SVCS INC COM 607830106 11895 1312500 SH DEFINED 01 02 03 1312500
MOLEX INC COM 608554101 4611 156957 SH DEFINED 01 02 03 156957
MOMENTUM BUSINESS APPS INC CL A 60877P108 18 1960 SH DEFINED 01 02 03 1960
MONACO COACH CORP COM 60886R103 51 2200 SH DEFINED 01 02 03 2200
MONDAVI ROBERT CORP CL A 609200100 215 6000 SH DEFINED 01 02 03 6000
MONSANTO CO COM 611662107 12142 264308 SH DEFINED 01 02 03 264308
MONTANA POWER CO COM 612085100 4794 65172 SH DEFINED 01 02 03 65172
MOOG INC CL A 615394202 101 3300 SH DEFINED 01 02 03 3300
MOORE LTD COM 615785102 225 22796 SH DEFINED 01 02 03 22796
MORGAN J P & CO INC COM 616880100 11646 94394 SH DEFINED 01 02 03 94394
MORGAN KEEGAN INC COM 617410105 117 7050 SH DEFINED 01 02 03 7050
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 53265 532983 SH DEFINED 01 02 03 532983
MORRISON KNUDSEN CORP NEW COM 61844A109 55 5522 SH DEFINED 01 02 03 5522
MORTON INTL INC IND NEW COM 619335102 2487 67666 SH DEFINED 01 02 03 67666
MOTIVEPOWER INDS INC COM 61980K101 118 4700 SH DEFINED 01 02 03 4700
MOTOROLA INC COM 620076109 18788 256490 SH DEFINED 01 02 03 256490
MUELLER INDS INC COM 624756102 282 12600 SH DEFINED 01 02 03 12600
MURPHY OIL CORP COM 626717102 2601 62686 SH DEFINED 01 02 03 62686
MUSICLAND STORES CORP COM 62758B109 66 7500 SH DEFINED 01 02 03 7500
MYERS INDS INC COM 628464109 109 5057 SH DEFINED 01 02 03 5057
MYLAN LABS INC COM 628530107 3378 123134 SH DEFINED 01 02 03 123134
NBT BANCORP INC COM 628778102 138 6615 SH DEFINED 01 02 03 6615
NBTY INC COM 628782104 78 15900 SH DEFINED 01 02 03 15900
NCH CORP COM 628850109 342 7155 SH DEFINED 01 02 03 7155
NCI BUILDING SYS INC COM 628852105 125 5300 SH DEFINED 01 02 03 5300
NCR CORP NEW COM 62886E108 4674 93473 SH DEFINED 01 02 03 93473
NCS HEALTHCARE INC CL A 628874109 98 8200 SH DEFINED 01 02 03 8200
NAC RE CORP COM 628907107 274 5100 SH DEFINED 01 02 03 5100
NS GROUP INC COM 628916108 50 9000 SH DEFINED 01 02 03 9000
NFO WORLDWIDE INC COM 62910N108 75 7500 SH DEFINED 01 02 03 7500
NIPSCO INDS INC COM 629140104 3416 126531 SH DEFINED 01 02 03 126531
NL INDS INC COM NEW 629156407 52 5800 SH DEFINED 01 02 03 5800
NPC INTERNATIONAL INC COM 629360306 47 3000 SH DEFINED 01 02 03 3000
NTL INC COM 629407107 1234 15166 SH DEFINED 01 02 03 15166
NUI CORP COM 629430109 35 1600 SH DEFINED 01 02 03 1600
NVR INC COM 62944T105 147 3500 SH DEFINED 01 02 03 3500
NYMAGIC INC COM 629484106 14 1100 SH DEFINED 01 02 03 1100
NABISCO HLDGS CORP CL A 629526104 345 8300 SH DEFINED 01 02 03 8300
NABORS INDS INC COM 629568106 1612 88639 SH DEFINED 01 02 03 88639
NACCO INDS INC CL A 629579103 121 1634 SH DEFINED 01 02 03 1634
NALCO CHEM CO COM 629853102 723 27200 SH DEFINED 01 02 03 27200
NATIONAL BANCORP ALASKA COM 632587101 121 4300 SH DEFINED 01 02 03 4300
NATIONAL CITY BANCSHARES INC COM 635313109 114 4657 SH DEFINED 01 02 03 4657
NATIONAL CITY CORP COM 635405103 10571 159263 SH DEFINED 01 02 03 159263
NATIONAL COMM BANCORP COM 635449101 201 8800 SH DEFINED 01 02 03 8800
NATIONAL COMPUTER SYS INC COM 635519101 336 13700 SH DEFINED 01 02 03 13700
NATIONAL DATA CORP COM 635621105 12096 288000 SH DEFINED 01 02 03 288000
NATIONAL FUEL GAS CO N J COM 636180101 1723 43897 SH DEFINED 01 02 03 43897
NATIONAL GOLF PPTYS INC COM 63623G109 99 4500 SH DEFINED 01 02 03 4500
</TABLE>
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<TABLE>
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NATIONAL HEALTH INVS INC COM 63633D104 129 6000 SH DEFINED 01 02 03 6000
NATIONAL INSTRS CORP COM 636518102 4963 174150 SH DEFINED 01 02 03 174150
NATIONAL-OILWELL INC COM 637071101 44 3800 SH DEFINED 01 02 03 3800
NATIONAL PENN BANCSHARES INC COM 637138108 84 3376 SH DEFINED 01 02 03 3376
NATIONAL PRESTO INDS INC COM 637215104 142 4000 SH DEFINED 01 02 03 4000
NATIONAL R V HLDGS INC COM 637277104 86 3900 SH DEFINED 01 02 03 3900
NATIONAL SEMICONDUCTOR CORP COM 637640103 945 101438 SH DEFINED 01 02 03 101438
NATIONAL SVC INDS INC COM 637657107 1056 31010 SH DEFINED 01 02 03 31010
NATIONAL STL CORP CL B 637844309 76 9200 SH DEFINED 01 02 03 9200
NATIONAL WESTN LIFE INS CO CL A 638522102 53 500 SH DEFINED 01 02 03 500
NATIONWIDE FINL SVCS INC CL A 638612101 25 600 SH DEFINED 01 02 03 600
NATIONWIDE HEALTH PPTYS INC COM 638620104 341 17950 SH DEFINED 01 02 03 17950
NATURAL MICROSYSTEMS CORP COM 638882100 23 4600 SH DEFINED 01 02 03 4600
NATURES SUNSHINE PRODUCTS INC COM 639027101 44 4030 SH DEFINED 01 02 03 4030
NAUTICA ENTERPRISES INC COM 639089101 148 13100 SH DEFINED 01 02 03 13100
NAVISTAR INTL CORP NEW COM 63934E108 1054 26237 SH DEFINED 01 02 03 26237
NAVIGANT INTL INC COM 63935R108 0 0 SH DEFINED 01 02 03 0
NEOMAGIC CORP COM 640497103 38 3800 SH DEFINED 01 02 03 3800
NEON SYS INC COM 640509105 55 1000 SH DEFINED 01 02 03 1000
NETWORKS ASSOCS INC COM 640938106 33141 1079950 SH DEFINED 01 02 03 1079950
NETWORK APPLIANCE INC COM 64120L104 810 16000 SH DEFINED 01 02 03 16000
NETWORK EQUIP TECHNOLOGIES COM 641208103 72 8000 SH DEFINED 01 02 03 8000
NETWORK SOLUTIONS INC DEL CL A 64121Q102 212 2000 SH DEFINED 01 02 03 2000
NEUROGEN CORP COM 64124E106 56 5200 SH DEFINED 01 02 03 5200
NEVADA POWER CO COM 641423108 1492 60293 SH DEFINED 01 02 03 60293
NEW CENTURY ENERGIES INC COM 64352U103 3319 97429 SH DEFINED 01 02 03 97429
NEW ENGLAND BUSINESS SVC INC COM 643872104 138 4800 SH DEFINED 01 02 03 4800
NEW ENGLAND ELEC SYS COM 644001109 3100 63917 SH DEFINED 01 02 03 63917
NEW ERA OF NETWORKS INC COM 644312100 339 5000 SH DEFINED 01 02 03 5000
NEW JERSEY RES COM 646025106 174 4900 SH DEFINED 01 02 03 4900
NEW PLAN EXCEL RLTY TR INC COM 648053106 413 21540 SH DEFINED 01 02 03 21540
NEW YORK TIMES CO CL A 650111107 2617 91814 SH DEFINED 01 02 03 91814
NEWBRIDGE NETWORKS CORP COM 650901101 34 1100 SH DEFINED 01 02 03 1100
NEWELL CO COM 651192106 76 1600 SH DEFINED 01 02 03 1600
NEWFIELD EXPL CO COM 651290108 204 9000 SH DEFINED 01 02 03 9000
NEWMONT MINING CORP COM 651639106 1322 75543 SH DEFINED 01 02 03 75543
NEWPARK RES INC COM PAR$.01NEW 651718504 141 19400 SH DEFINED 01 02 03 19400
NEWPORT NEWS SHIPBUILDING INC COM 652228107 1423 44900 SH DEFINED 01 02 03 44900
NEWS CORP LTD ADR NEW 652487703 48 1750 SH DEFINED 01 02 03 1750
NEWS CORP LTD SP ADR PFD 652487802 217 7900 SH DEFINED 01 02 03 7900
NEXTEL COMMUNICATIONS INC CL A 65332V103 4531 123703 SH DEFINED 01 02 03 123703
NEXSTAR PHARMACEUTICALS INC COM 65333B106 135 7900 SH DEFINED 01 02 03 7900
NEXTLINK COMMUNICATIONS INC CL A 65333H707 347 6200 SH DEFINED 01 02 03 6200
NICHOLS RESH CORP COM 653818104 94 5000 SH DEFINED 01 02 03 5000
NIELSEN MEDIA RESH INC COM NEW 653929307 74 3000 SH DEFINED 01 02 03 3000
NICOR INC COM 654086107 1162 32320 SH DEFINED 01 02 03 32320
NIKE INC CL B 654106103 5638 97734 SH DEFINED 01 02 03 97734
NINE WEST GROUP INC COM 65440D102 844 34200 SH DEFINED 01 02 03 34200
99 CENTS ONLY STORES COM 65440K106 34 800 SH DEFINED 01 02 03 800
NOBLE AFFILIATES INC COM 654894104 1997 68866 SH DEFINED 01 02 03 68866
NOKIA CORP SPONSORED ADR 654902204 22257 142900 SH DEFINED 01 02 03 142900
NOBLE DRILLING CORP COM 655042109 2041 117900 SH DEFINED 01 02 03 117900
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NORDSON CORP COM 655663102 1133 20314 SH DEFINED 01 02 03 20314
NORDSTROM INC COM 655664100 3417 83607 SH DEFINED 01 02 03 83607
NORFOLK SOUTHERN CORP COM 655844108 5616 212915 SH DEFINED 01 02 03 212915
NORRELL CORP GA COM 656301108 84 6400 SH DEFINED 01 02 03 6400
NORTEK INC COM 656559101 127 5150 SH DEFINED 01 02 03 5150
NORTH CAROLINA NAT GAS CORP COM 658221106 88 2900 SH DEFINED 01 02 03 2900
NORTH FORK BANCORPORATION NY COM 659424105 2819 133450 SH DEFINED 01 02 03 133450
NORTH PITTSBURGH SYS INC COM 661562108 28 2000 SH DEFINED 01 02 03 2000
NORTHEAST UTILS COM 664397106 1613 116233 SH DEFINED 01 02 03 116233
NORTHN STS PWR CO MINN COM 665772109 1254 54068 SH DEFINED 01 02 03 54068
NORTHERN TELECOM LTD COM 665815106 21076 339247 SH DEFINED 01 02 03 339247
NORTHERN TR CORP COM 665859104 5164 58145 SH DEFINED 01 02 03 58145
NORTHROP GRUMMAN CORP COM 666807102 1894 31632 SH DEFINED 01 02 03 31632
NORTHWEST NAT GAS CO COM 667655104 149 6800 SH DEFINED 01 02 03 6800
NORTHWESTERN CORP COM 668074107 267 10300 SH DEFINED 01 02 03 10300
NOVA CORP GA COM 669784100 2351 89550 SH DEFINED 01 02 03 89550
NOVACARE EMPLOYEE SVSC INC COM 66986Q101 84 10700 SH DEFINED 01 02 03 10700
NOVACARE CORP COM 669930109 30 17100 SH DEFINED 01 02 03 17100
NOVELL INC COM 670006105 23879 948067 SH DEFINED 01 02 03 948067
NOVELLUS SYS INC COM 670008101 524 9500 SH DEFINED 01 02 03 9500
NOVOSTE CORP COM 67010C100 58 2400 SH DEFINED 01 02 03 2400
NUCOR CORP COM 670346105 1435 32567 SH DEFINED 01 02 03 32567
NUEVO ENERGY CO COM 670509108 96 7100 SH DEFINED 01 02 03 7100
OEA INC COM 670826106 197 23871 SH DEFINED 01 02 03 23871
OEC-MEDICAL SYS INC COM 670828102 35 1500 SH DEFINED 01 02 03 1500
OGE ENERGY CORP COM 670837103 1853 82149 SH DEFINED 01 02 03 82149
OM GROUP INC COM 670872100 205 6200 SH DEFINED 01 02 03 6200
OAK INDS INC COM NEW 671400505 144 4540 SH DEFINED 01 02 03 4540
OAK TECHNOLOGY INC COM 671802106 55 18100 SH DEFINED 01 02 03 18100
OAKLEY INC COM 673662102 37 5300 SH DEFINED 01 02 03 5300
OAKWOOD HOMES CORP COM 674098108 176 12500 SH DEFINED 01 02 03 12500
OCCIDENTAL PETE CORP DEL COM 674599105 2981 165607 SH DEFINED 01 02 03 165607
OCEAN FINL CORP COM 674904107 95 6600 SH DEFINED 01 02 03 6600
OCEANEERING INTL INC COM 675232102 103 6800 SH DEFINED 01 02 03 6800
OCTEL CORP COM 675727101 5 400 SH DEFINED 01 02 03 400
OCWEN ASSET INVESTMENT COM 67574M106 24 6400 SH DEFINED 01 02 03 6400
OCULAR SCIENCES INC COM 675744106 3 100 SH DEFINED 01 02 03 100
OCWEN FINL CORP COM 675746101 17 1900 SH DEFINED 01 02 03 1900
OFFICEMAX INC COM 67622M108 1141 132300 SH DEFINED 01 02 03 132300
OFFICE DEPOT INC COM 676220106 44780 1216437 SH DEFINED 01 02 03 1216437
OFFSHORE LOGISTICS INC COM 676255102 85 7300 SH DEFINED 01 02 03 7300
OGDEN CORP COM 676346109 1387 57650 SH DEFINED 01 02 03 57650
OLD KENT FINL CORP COM 679833103 4088 96759 SH DEFINED 01 02 03 96759
OLD NATL BANCORP IND COM 680033107 343 7503 SH DEFINED 01 02 03 7503
OLD REP INTL CORP COM 680223104 2491 136500 SH DEFINED 01 02 03 136500
OLIN CORP COM PAR $1 680665205 410 40742 SH DEFINED 01 02 03 40742
OLSTEN CORP COM 681385100 558 90250 SH DEFINED 01 02 03 90250
OMNICARE INC COM 681904108 1706 89500 SH DEFINED 01 02 03 89500
OMNICOM GROUP INC COM 681919106 9310 116461 SH DEFINED 01 02 03 116461
OMEGA HEALTHCARE INVS INC COM 681936100 119 5186 SH DEFINED 01 02 03 5186
OMNIQUIP INTL INC COM 681969101 61 5200 SH DEFINED 01 02 03 5200
OMEGA FINL CORP COM 682092101 86 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 12 3100 SH DEFINED 01 02 03 3100
</TABLE>
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<TABLE>
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OMNIPOINT CORP COM 68212D102 137 9500 SH DEFINED 01 02 03 9500
ON ASSIGNMENT INC COM 682159108 179 7000 SH DEFINED 01 02 03 7000
ON COMMAND CORP COM 682160106 2 200 SH DEFINED 01 02 03 200
ONE VALLEY BANCORP INC COM 682419106 316 9058 SH DEFINED 01 02 03 9058
ONEIDA LTD COM 682505102 82 4850 SH DEFINED 01 02 03 4850
ONEOK INC NEW COM 682680103 878 35486 SH DEFINED 01 02 03 35486
ONSALE INC COM 682838107 47 1400 SH DEFINED 01 02 03 1400
ONYX SOFTWARE CORP COM 683402101 54 1400 SH DEFINED 01 02 03 1400
OPEN MKT INC COM 68370M100 92 7100 SH DEFINED 01 02 03 7100
OPTICAL CABLE CORP COM 683827109 22 2400 SH DEFINED 01 02 03 2400
ORACLE CORP COM 68389X105 66212 2510420 SH DEFINED 01 02 03 2510420
ORANGE & ROCKLAND UTILS INC COM 684065105 213 3700 SH DEFINED 01 02 03 3700
ORBITAL SCIENCES CORP COM 685564106 164 5800 SH DEFINED 01 02 03 5800
ORGANOGENESIS INC COM 685906109 108 9318 SH DEFINED 01 02 03 9318
OREGON STL MLS INC COM 686079104 329 31528 SH DEFINED 01 02 03 31528
O REILLY AUTOMOTIVE INC COM 686091109 112 2500 SH DEFINED 01 02 03 2500
ORIENTAL FINL GROUP INC COM 68618W100 63 2266 SH DEFINED 01 02 03 2266
ORTHODONTIC CTRS AMER INC COM 68750P103 151 9600 SH DEFINED 01 02 03 9600
OSHKOSH B GOSH INC CL A 688222207 103 5800 SH DEFINED 01 02 03 5800
O'SULLIVAN INDS HLDGS INC COM 688609106 4 300 SH DEFINED 01 02 03 300
OTTER TAIL PWR CO COM 689648103 127 3175 SH DEFINED 01 02 03 3175
OUTBACK STEAKHOUSE INC COM 689899102 24382 744500 SH DEFINED 01 02 03 744500
OUTDOOR SYS INC COM 690057104 28350 945000 SH DEFINED 01 02 03 945000
OVERSEAS SHIPHOLDING GROUP INC COM 690368105 471 41371 SH DEFINED 01 02 03 41371
OWENS CORNING COM 69073F103 414 13000 SH DEFINED 01 02 03 13000
OWENS & MINOR INC NEW COM 690732102 195 19250 SH DEFINED 01 02 03 19250
OWENS ILL INC COM NEW 690768403 3507 140280 SH DEFINED 01 02 03 140280
OXFORD HEALTH PLANS INC COM 691471106 1453 93000 SH DEFINED 01 02 03 93000
OXFORD INDS INC COM 691497309 24 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 88 11500 SH DEFINED 01 02 03 11500
PECO ENERGY CO COM 693304107 4430 95777 SH DEFINED 01 02 03 95777
PG&E CORP COM 69331C108 5251 169035 SH DEFINED 01 02 03 169035
PFF BANCORP INC COM 69331W104 114 6500 SH DEFINED 01 02 03 6500
PMA CAP CORP CL A 693419202 4 200 SH DEFINED 01 02 03 200
PMC-SIERRA INC COM 69344F106 577 8100 SH DEFINED 01 02 03 8100
PMI GROUP INC COM 69344M101 1660 35800 SH DEFINED 01 02 03 35800
PNC BK CORP COM 693475105 8704 156647 SH DEFINED 01 02 03 156647
P P & L RES INC COM 693499105 1131 45710 SH DEFINED 01 02 03 45710
PPG INDS INC COM 693506107 4902 95644 SH DEFINED 01 02 03 95644
PRI AUTOMATION INC COM 69357H106 80 3800 SH DEFINED 01 02 03 3800
PS BUSINESS PKS INC CALIF COM 69360J107 79 3600 SH DEFINED 01 02 03 3600
PSS WORLD MED INC COM 69366A100 791 89775 SH DEFINED 01 02 03 89775
PXRE CORP COM 693674103 99 5478 SH DEFINED 01 02 03 5478
PACCAR INC COM 693718108 1948 47292 SH DEFINED 01 02 03 47292
PACIFIC CAP BANCORP NEW COM 69404P101 125 5400 SH DEFINED 01 02 03 5400
PACIFIC CENTY FINL CORP COM 694058108 1515 72568 SH DEFINED 01 02 03 72568
PACIFIC GATEWAY EXCHANGE INC COM 694327107 90 2700 SH DEFINED 01 02 03 2700
PACIFIC GULF PPTYS INC COM 694396102 151 8400 SH DEFINED 01 02 03 8400
PACIFIC SUNWEAR CALIF INC COM 694873100 261 7525 SH DEFINED 01 02 03 7525
PACIFICARE HEALTH SYS DEL CL B 695112201 3056 44774 SH DEFINED 01 02 03 44774
PACIFICORP COM 695114108 3166 183524 SH DEFINED 01 02 03 183524
PAGEMART WIRELESS INC CL A 69553J104 64 13200 SH DEFINED 01 02 03 13200
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PAGING NETWORK INC COM 695542100 64 13600 SH DEFINED 01 02 03 13600
PAINE WEBBER GROUP INC COM 695629105 5387 135100 SH DEFINED 01 02 03 135100
PAIRGAIN TECHNOLOGIES INC COM 695934109 203 20800 SH DEFINED 01 02 03 20800
PALL CORP COM 696429307 1089 65773 SH DEFINED 01 02 03 65773
PALM HARBOR HOMES COM 696639103 106 4881 SH DEFINED 01 02 03 4881
PANAMSAT CORP NEW COM 697933109 15874 510000 SH DEFINED 01 02 03 510000
PANAVISION INC COM NEW 69830E209 3 314 SH DEFINED 01 02 03 314
PAPA JOHNS INTL INC COM 698813102 1457 33025 SH DEFINED 01 02 03 33025
PARAMETRIC TECHNOLOGY CORP COM 699173100 70876 3588669 SH DEFINED 01 02 03 3588669
PAREXEL INTL CORP COM 699462107 132 6400 SH DEFINED 01 02 03 6400
PARK ELECTROCHEMICAL CORP COM 700416209 66 2800 SH DEFINED 01 02 03 2800
PARK NATL CORP COM 700658107 278 2900 SH DEFINED 01 02 03 2900
PARK PL ENTMT CORP COM 700690100 55 7226 SH DEFINED 01 02 03 7226
PARKER DRILLING CO COM 701081101 317 89025 SH DEFINED 01 02 03 89025
PARKER HANNIFIN CORP COM 701094104 1243 36279 SH DEFINED 01 02 03 36279
PARKWAY PPTYS INC COM 70159Q104 39 1400 SH DEFINED 01 02 03 1400
PATHOGENESIS CORP COM 70321E104 56 4200 SH DEFINED 01 02 03 4200
PATRIOT AMERN HOSPITALITY DEL PAIRED CTF 703352203 0 1 SH DEFINED 01 02 03 1
PATTERSON DENTAL CO COM 703412106 241 5575 SH DEFINED 01 02 03 5575
PATTERSON ENERGY INC COM 703414102 47 8400 SH DEFINED 01 02 03 8400
PAXAR CORP COM 704227107 69 9245 SH DEFINED 01 02 03 9245
PAXSON COMMUNICATIONS CORP COM 704231109 26 3000 SH DEFINED 01 02 03 3000
PAYCHEX INC COM 704326107 14760 311149 SH DEFINED 01 02 03 311149
PAYLESS SHOESOURCE INC COM 704379106 1669 35900 SH DEFINED 01 02 03 35900
PAYMENTECH INC COM 704384106 149 6300 SH DEFINED 01 02 03 6300
PCORDER COM INC CL A 70453H107 34 600 SH DEFINED 01 02 03 600
PEC ISRAEL ECONOMIC CORP COM 705098101 111 3700 SH DEFINED 01 02 03 3700
PEDIATRIX MED GROUP COM 705324101 93 3300 SH DEFINED 01 02 03 3300
PEGASYSTEMS INC COM 705573103 15 2800 SH DEFINED 01 02 03 2800
PEGASUS SYSTEMS INC COM 705906105 179 4500 SH DEFINED 01 02 03 4500
PENFORD CORP COM 707051108 1 100 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 4 6500 SH DEFINED 01 02 03 6500
PENNEY J C INC COM 708160106 5637 139173 SH DEFINED 01 02 03 139173
PENNSYLVANIA ENTERPRISES INC COM 708720107 133 5550 SH DEFINED 01 02 03 5550
PENNSYLVANIA RL ESTATE INVT TR SH BEN INT 709102107 86 4600 SH DEFINED 01 02 03 4600
PENNZENERGY CO COM 70931Q109 157 14993 SH DEFINED 01 02 03 14993
PENNZOIL-QUAKER STATE COMPANY COM 709323109 1096 88578 SH DEFINED 01 02 03 88578
PENSKE MOTORSPORTS INC COM 709598106 4 100 SH DEFINED 01 02 03 100
PENTAIR INC COM 709631105 1083 32076 SH DEFINED 01 02 03 32076
PEOPLES BANCORP INC DEL COM 709909105 73 7400 SH DEFINED 01 02 03 7400
PEOPLES ENERGY CORP COM 711030106 767 23724 SH DEFINED 01 02 03 23724
PEOPLESOFT INC COM 712713106 1562 106827 SH DEFINED 01 02 03 106827
PEP BOYS MANNY MOE & JACK COM 713278109 279 18282 SH DEFINED 01 02 03 18282
PEPSI-COLA PUERTO RICO CL B 713434108 21 3532 SH DEFINED 01 02 03 3532
PEPSICO INC COM 713448108 29357 749144 SH DEFINED 01 02 03 749144
PERCLOSE INC COM 71361C107 56 1800 SH DEFINED 01 02 03 1800
PEREGRINE SYSTEMS INC COM 71366Q101 121 3600 SH DEFINED 01 02 03 3600
PERFORMANCE FOOD GROUP CO COM 713755106 249 9500 SH DEFINED 01 02 03 9500
PERKIN ELMER CORP COM 714041100 3510 36164 SH DEFINED 01 02 03 36164
PERRIGO CO COM 714290103 593 81800 SH DEFINED 01 02 03 81800
PERSONNEL GROUP AMER INC COM 715338109 63 8700 SH DEFINED 01 02 03 8700
PETCO ANIMAL SUPPLIES COM 716016100 56 5600 SH DEFINED 01 02 03 5600
PETSMART INC COM 716768106 262 32600 SH DEFINED 01 02 03 32600
</TABLE>
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<TABLE>
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PHARMACYCLICS INC COM 716933106 2 100 SH DEFINED 01 02 03 100
PHARMACIA & UPJOHN INC COM 716941109 14426 231281 SH DEFINED 01 02 03 231281
PFIZER INC COM 717081103 83034 598442 SH DEFINED 01 02 03 598442
PHARMACEUTICAL PROD DEV INC COM 717124101 148 4399 SH DEFINED 01 02 03 4399
PHARMERICA INC COM 717135107 86 17200 SH DEFINED 01 02 03 17200
PHELPS DODGE CORP COM 717265102 1421 28859 SH DEFINED 01 02 03 28859
PHILADELPHIA CONS HLDG CORP COM 717528103 2 100 SH DEFINED 01 02 03 100
PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 152 6700 SH DEFINED 01 02 03 6700
PHILIP MORRIS COS INC COM 718154107 39115 1111629 SH DEFINED 01 02 03 1111629
PHILLIPS PETE CO COM 718507106 7636 161613 SH DEFINED 01 02 03 161613
PHILLIPS VAN HEUSEN CORP COM 718592108 44 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 79 16700 SH DEFINED 01 02 03 16700
PHYSICIAN RELIANCE NETWORK INC COM 71940G108 3 300 SH DEFINED 01 02 03 300
PHOTRONICS INC COM 719405102 104 5600 SH DEFINED 01 02 03 5600
PICTURETEL CORP COM NEW 720035302 99 14100 SH DEFINED 01 02 03 14100
PIEDMONT NAT GAS INC COM 720186105 284 8100 SH DEFINED 01 02 03 8100
PILGRIMS PRIDE CORP CL B 721467108 53 3200 SH DEFINED 01 02 03 3200
PINNACLE WEST CAP CORP COM 723484101 3249 89323 SH DEFINED 01 02 03 89323
PIONEER GROUP INC COM 723684106 86 5800 SH DEFINED 01 02 03 5800
PIONEER HI BRED INTL INC COM 723686101 3654 97115 SH DEFINED 01 02 03 97115
PIONEER NAT RES CO COM 723787107 787 101537 SH DEFINED 01 02 03 101537
PIONEER STD ELECTRS INC COM 723877106 50 7637 SH DEFINED 01 02 03 7637
PITNEY BOWES INC COM 724479100 8775 137641 SH DEFINED 01 02 03 137641
PITTSTON CO COM BRINKS GRP 725701106 799 34000 SH DEFINED 01 02 03 34000
PITTSTON CO COM BAX GROUP 725701882 37 5400 SH DEFINED 01 02 03 5400
PJ AMER INC COM 72585Q104 58 2500 SH DEFINED 01 02 03 2500
PLACER DOME INC COM 725906101 1349 120594 SH DEFINED 01 02 03 120594
PLAINS RES INC COM PAR $0.10 726540503 98 6500 SH DEFINED 01 02 03 6500
PLANET HOLLYWOOD INTL INC CL A 727025108 1 500 SH DEFINED 01 02 03 500
PLANTRONICS INC NEW COM 727493108 282 4500 SH DEFINED 01 02 03 4500
PLATINUM SOFTWARE CORP COM 72764R105 48 6457 SH DEFINED 01 02 03 6457
PLATINUM TECHNOLOGY INTL INC COM 72764T101 2384 93500 SH DEFINED 01 02 03 93500
PLAYBOY ENTERPRISES INC CL B 728117300 95 4200 SH DEFINED 01 02 03 4200
PLAYTEX PRODS INC COM 72813P100 136 9000 SH DEFINED 01 02 03 9000
PLEXUS CORP COM 729132100 117 4200 SH DEFINED 01 02 03 4200
POE & BROWN INC COM 730444106 149 4487 SH DEFINED 01 02 03 4487
POGO PRODUCING CO COM 730448107 139 10700 SH DEFINED 01 02 03 10700
POLARIS INDS INC COM 731068102 194 6100 SH DEFINED 01 02 03 6100
POLAROID CORP COM 731095105 723 36046 SH DEFINED 01 02 03 36046
POLICY MGMT SYS CORP COM 731108106 1180 38536 SH DEFINED 01 02 03 38536
POLYCOM INC COM 73172K104 111 5900 SH DEFINED 01 02 03 5900
POLYMER GROUP INC COM 731745105 67 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 87 5700 SH DEFINED 01 02 03 5700
POTLATCH CORP COM 737628107 533 15715 SH DEFINED 01 02 03 15715
POTOMAC ELEC PWR CO COM 737679100 3468 149556 SH DEFINED 01 02 03 149556
POWERTEL INC COM 73936C109 88 6200 SH DEFINED 01 02 03 6200
POWERWAVE TECHNOLOGIES INC COM 739363109 65 2300 SH DEFINED 01 02 03 2300
PREMIER BANCSHARES INC GA COM 739909109 238 12050 SH DEFINED 01 02 03 12050
PRAXAIR INC COM 74005P104 2958 82026 SH DEFINED 01 02 03 82026
PRE PAID LEGAL SVCS INC COM 740065107 127 5200 SH DEFINED 01 02 03 5200
</TABLE>
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<TABLE>
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PRECISION CASTPARTS CORP COM 740189105 1398 34738 SH DEFINED 01 02 03 34738
PREMARK INTL INC COM 740459102 2210 67100 SH DEFINED 01 02 03 67100
PREMIER PKS INC COM NEW 740540208 23110 620400 SH DEFINED 01 02 03 620400
PREMIERE TECHNOLOGIES INC COM 74058F102 78 6900 SH DEFINED 01 02 03 6900
PREMISYS COMMUNICATIONS INC COM 740584107 2043 236900 SH DEFINED 01 02 03 236900
PRENTISS PPTYS TR SH BEN INT 740706106 203 10900 SH DEFINED 01 02 03 10900
PRESIDENTIAL LIFE CORP COM 740884101 136 7600 SH DEFINED 01 02 03 7600
PRESSTEK INC COM 741113104 43 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 29 5263 SH DEFINED 01 02 03 5263
PRICE T ROWE & ASSOCIATES COM 741477103 4163 121100 SH DEFINED 01 02 03 121100
PRIME RETAIL INC COM 741570105 154 17622 SH DEFINED 01 02 03 17622
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 112 5285 SH DEFINED 01 02 03 5285
PRIME BANCORP INC COM 741914105 135 5400 SH DEFINED 01 02 03 5400
PRIME HOSPITALITY CORP COM 741917108 137 13800 SH DEFINED 01 02 03 13800
PRIMUS TELECOMMUNICATIONS GRP COM 741929103 22 2200 SH DEFINED 01 02 03 2200
PRIDE INTL INC COM 741932107 114 13800 SH DEFINED 01 02 03 13800
PRISON RLTY CORP COM 74264N105 403 23100 SH DEFINED 01 02 03 23100
PRIORITY HEALTHCARE CORP CL B 74264T102 146 3224 SH DEFINED 01 02 03 3224
PROBUSINESS SERVICES INC COM 742674104 92 2200 SH DEFINED 01 02 03 2200
PROCTER & GAMBLE CO COM 742718109 65844 672302 SH DEFINED 01 02 03 672302
PRODIGY COMMUNICATIONS CORP COM 74283P107 73 1900 SH DEFINED 01 02 03 1900
PROFESSIONAL DETAILING INC COM 74312N107 65 2500 SH DEFINED 01 02 03 2500
PROFIT RECOVERY GROUP INTL INC COM 743168106 178 4500 SH DEFINED 01 02 03 4500
PROGRESS SOFTWARE CORP COM 743312100 224 6550 SH DEFINED 01 02 03 6550
PROGRESSIVE CORP OHIO COM 743315103 4634 32290 SH DEFINED 01 02 03 32290
PROJECT SOFTWARE & DEV INC COM 74339P101 56 2300 SH DEFINED 01 02 03 2300
PROLOGIS TR SH BEN INT 743410102 194 9460 SH DEFINED 01 02 03 9460
PROMUS HOTEL CORP NEW COM 74342P106 3119 85757 SH DEFINED 01 02 03 85757
PROTECTION ONE INC COM 743663304 49 7900 SH DEFINED 01 02 03 7900
PROTECTIVE LIFE CORP COM 743674103 2019 53300 SH DEFINED 01 02 03 53300
PROTEIN DESIGN LABS INC COM 74369L103 98 6500 SH DEFINED 01 02 03 6500
PROVANT INC COM 743724106 188 10500 SH DEFINED 01 02 03 10500
PROVIDENT BANKSHARES CORP COM 743859100 215 8225 SH DEFINED 01 02 03 8225
PROVIDENT COS INC COM 743862104 1991 57600 SH DEFINED 01 02 03 57600
PROVIDENT FINL GROUP INC COM 743866105 1385 36100 SH DEFINED 01 02 03 36100
PROVINCE HEALTHCARE CO COM 743977100 61 3300 SH DEFINED 01 02 03 3300
PROVIDIAN FINL CORP COM 74406A102 10054 91404 SH DEFINED 01 02 03 91404
PSINET INC COM 74437C101 24742 581300 SH DEFINED 01 02 03 581300
PUBLIC SVC CO N MEX COM 744499104 873 51337 SH DEFINED 01 02 03 51337
PUBLIC SVC CO N C INC COM 744516105 165 5800 SH DEFINED 01 02 03 5800
PUBLIC SVC ENTERPRISE GROUP COM 744573106 6818 178531 SH DEFINED 01 02 03 178531
PUBLIC STORAGE INC COM 74460D109 4 172 SH DEFINED 01 02 03 172
PUERTO RICAN CEM INC COM 745075101 38 1200 SH DEFINED 01 02 03 1200
PUGET SOUND ENERGY INC COM 745332106 2008 87080 SH DEFINED 01 02 03 87080
PULTE CORP COM 745867101 479 23000 SH DEFINED 01 02 03 23000
QRS CORP COM 74726X105 175 2800 SH DEFINED 01 02 03 2800
QAD INC COM 74727D108 22 5600 SH DEFINED 01 02 03 5600
QLOGIC CORP COM 747277101 315 4700 SH DEFINED 01 02 03 4700
QUADRAMED CORP COM 74730W101 44 5800 SH DEFINED 01 02 03 5800
QUAKER FABRIC CORP NEW COM 747399103 2 300 SH DEFINED 01 02 03 300
QUAKER OATS CO COM 747402105 4549 72715 SH DEFINED 01 02 03 72715
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
QUALCOMM INC COM 747525103 8047 64700 SH DEFINED 01 02 03 64700
QUANEX CORP COM 747620102 88 5700 SH DEFINED 01 02 03 5700
QUANTUM CORP COM 747906105 2925 162492 SH DEFINED 01 02 03 162492
QUEENS CNTY BANCORP INC COM 748242104 127 4722 SH DEFINED 01 02 03 4722
QUEST DIAGNOSTICS INC COM 74834L100 182 8200 SH DEFINED 01 02 03 8200
QUESTAR CORP COM 748356102 1387 81886 SH DEFINED 01 02 03 81886
QUIKSILVER INC COM 74838C106 101 2400 SH DEFINED 01 02 03 2400
QUINTILES TRANSNATIONAL CORP COM 748767100 3088 81800 SH DEFINED 01 02 03 81800
QUORUM HEALTH GROUP INC COM 749084109 2600 260000 SH DEFINED 01 02 03 260000
QWEST COMMUNICATIONS INTL INC COM 749121109 15500 215000 SH DEFINED 01 02 03 215000
RCN CORP COM 749361101 262 7800 SH DEFINED 01 02 03 7800
RFS HOTEL INVS INC COM 74955J108 111 9600 SH DEFINED 01 02 03 9600
RJR NABISCO HOLDINGS CORP COM NEW 74960K876 3355 134200 SH DEFINED 01 02 03 134200
RLI CORP COM 749607107 64 2200 SH DEFINED 01 02 03 2200
RPC INC COM 749660106 1 100 SH DEFINED 01 02 03 100
RPM INC OHIO COM 749685103 1339 100556 SH DEFINED 01 02 03 100556
RTI INTL METALS INC COM 74973W107 45 4800 SH DEFINED 01 02 03 4800
RADIANT SYSTEMS INC COM 75025N102 81 8500 SH DEFINED 01 02 03 8500
RADISYS CORP COM 750459109 75 2400 SH DEFINED 01 02 03 2400
RAINFOREST CAFE INC COM 75086K104 45 8900 SH DEFINED 01 02 03 8900
RAMBUS INC DEL COM 750917106 270 4200 SH DEFINED 01 02 03 4200
RALCORP HLDGS INC NEW COM 751028101 160 8435 SH DEFINED 01 02 03 8435
RALSTON PURINA CO COM RAL-PUR GP 751277302 4511 169027 SH DEFINED 01 02 03 169027
RANGER OIL LTD COM 752805101 396 98921 SH DEFINED 01 02 03 98921
RANGE RES CORP COM 75281A109 23 6700 SH DEFINED 01 02 03 6700
RATIONAL SOFTWARE CORP COM NEW 75409P202 2741 102243 SH DEFINED 01 02 03 102243
RAYCHEM CORP DEL COM 754603108 1180 52296 SH DEFINED 01 02 03 52296
RAYONIER INC COM 754907103 1268 31661 SH DEFINED 01 02 03 31661
RAYOVAC CORP COM 755081106 165 6000 SH DEFINED 01 02 03 6000
RAYTHEON CO CL A 755111309 191 3300 SH DEFINED 01 02 03 3300
RAYTHEON CO CL B 755111408 9399 160318 SH DEFINED 01 02 03 160318
READ-RITE CORP COM 755246105 98 14900 SH DEFINED 01 02 03 14900
REALNETWORKS INC COM 75605L104 305 2500 SH DEFINED 01 02 03 2500
REALTY INCOME CORP COM 756109104 151 7200 SH DEFINED 01 02 03 7200
RECKSON ASSOCS RLTY CORP COM 75621K106 226 11000 SH DEFINED 01 02 03 11000
RECOTON CORP COM 756268108 15 1100 SH DEFINED 01 02 03 1100
RED ROOF INNS INC COM 757005103 121 7700 SH DEFINED 01 02 03 7700
REDWOOD TR INC COM 758075402 98 6100 SH DEFINED 01 02 03 6100
REEBOK INTL LTD COM 758110100 311 19600 SH DEFINED 01 02 03 19600
REGAL BELOIT CORP COM 758750103 103 5700 SH DEFINED 01 02 03 5700
REGENERON PHARMACEUTICALS COM 75886F107 46 6900 SH DEFINED 01 02 03 6900
REGIS CORP MINN COM 758932107 184 6900 SH DEFINED 01 02 03 6900
REGENCY RLTY CORP COM 758939102 101 5400 SH DEFINED 01 02 03 5400
REGIONS FINL CORP COM 758940100 3026 87400 SH DEFINED 01 02 03 87400
REINSURANCE GROUP AMER INC COM 759351109 450 10575 SH DEFINED 01 02 03 10575
RELIANCE BANCORP INC COM 759451107 75 2600 SH DEFINED 01 02 03 2600
RELIANCE STEEL & ALUMINUM CO COM 759509102 75 2600 SH DEFINED 01 02 03 2600
RELIANT ENERGY INC COM 75952J108 3137 120368 SH DEFINED 01 02 03 120368
RELIASTAR FINL CORP COM 75952U103 3819 89600 SH DEFINED 01 02 03 89600
REMEC INC COM 759543101 117 5600 SH DEFINED 01 02 03 5600
REMEDY CORP COM 759548100 87 6200 SH DEFINED 01 02 03 6200
REMEDYTEMP INC CL A 759549108 38 3000 SH DEFINED 01 02 03 3000
RENAISSANCE WORLDWIDE INC COM 75968A109 22 3520 SH DEFINED 01 02 03 3520
REPUBLIC BANCSHARES INC COM 759929102 68 3200 SH DEFINED 01 02 03 3200
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RENAL CARE GROUP INC COM 759930100 194 9875 SH DEFINED 01 02 03 9875
RENT A CTR INC NEW COM 76009N100 138 4800 SH DEFINED 01 02 03 4800
RENT WAY INC COM 76009U104 93 3858 SH DEFINED 01 02 03 3858
RENTAL SERVICE CORP COM 76009V102 91 5200 SH DEFINED 01 02 03 5200
REPUBLIC BANCORP INC COM 760282103 127 9758 SH DEFINED 01 02 03 9758
REPUBLIC BKG CORP FLA MIAMI FL COM 760322107 2 100 SH DEFINED 01 02 03 100
REPUBLIC INDS INC COM 760516104 67 5400 SH DEFINED 01 02 03 5400
REPUBLIC N Y CORP COM 760719104 1366 29610 SH DEFINED 01 02 03 29610
REPUBLIC SECURITY FINL CORP COM 760758102 105 11400 SH DEFINED 01 02 03 11400
RES-CARE INC COM 760943100 2 100 SH DEFINED 01 02 03 100
RESMED INC COM 761152107 85 3000 SH DEFINED 01 02 03 3000
RESORTQUEST INTL INC COM 761183102 144 9000 SH DEFINED 01 02 03 9000
RESOURCE AMERICA INC CL A 761195205 33 3800 SH DEFINED 01 02 03 3800
RESOURCE BANCSHARES MTG GROUP COM 761197102 3 200 SH DEFINED 01 02 03 200
RESPIRONICS INC COM 761230101 136 10296 SH DEFINED 01 02 03 10296
REYNOLDS & REYNOLDS CO CL A 761695105 1522 80108 SH DEFINED 01 02 03 80108
REYNOLDS METALS CO COM 761763101 1640 33942 SH DEFINED 01 02 03 33942
RICHFOOD HLDGS INC COM 763408101 265 12300 SH DEFINED 01 02 03 12300
RICHMOND CNTY FINL CORP COM 764556106 139 9400 SH DEFINED 01 02 03 9400
RIGGS NATL CORP WASH DC COM 766570105 113 6700 SH DEFINED 01 02 03 6700
RISK CAP HLDGS INC COM 767711104 95 6300 SH DEFINED 01 02 03 6300
RITE AID CORP COM 767754104 3106 124224 SH DEFINED 01 02 03 124224
RIVIANA FOODS INC COM 769536103 101 4300 SH DEFINED 01 02 03 4300
ROADWAY EXPRESS INC DEL COM 769742107 75 4400 SH DEFINED 01 02 03 4400
ROANOKE ELEC STL CORP COM 769841107 2 200 SH DEFINED 01 02 03 200
ROBBINS & MYERS INC COM 770196103 45 2600 SH DEFINED 01 02 03 2600
ROBERT HALF INTL INC COM 770323103 2937 89500 SH DEFINED 01 02 03 89500
ROBERTS PHARMACEUTICAL CORP COM 770491108 120 5800 SH DEFINED 01 02 03 5800
ROCHESTER GAS & ELEC CORP COM 771367109 261 10200 SH DEFINED 01 02 03 10200
ROCK-TENN CO CL A 772739207 100 6490 SH DEFINED 01 02 03 6490
ROCKWELL INTL CORP NEW COM 773903109 5004 117917 SH DEFINED 01 02 03 117917
ROGERS CORP COM 775133101 2 100 SH DEFINED 01 02 03 100
ROHM & HAAS CO COM 775371107 2773 82633 SH DEFINED 01 02 03 82633
ROHN INDS INC COM 775381106 13 6000 SH DEFINED 01 02 03 6000
ROLLINS INC COM 775711104 686 40825 SH DEFINED 01 02 03 40825
ROLLINS TRUCK LEASING CORP COM 775741101 180 19062 SH DEFINED 01 02 03 19062
ROMAC INTL INC COM 775835101 65 7700 SH DEFINED 01 02 03 7700
ROPER INDS INC NEW COM 776696106 186 7800 SH DEFINED 01 02 03 7800
ROSLYN BANCORP INC COM 778162107 338 20005 SH DEFINED 01 02 03 20005
ROSS STORES INC COM 778296103 2121 48400 SH DEFINED 01 02 03 48400
ROUGE INDS INC DEL CL A 779088103 1 100 SH DEFINED 01 02 03 100
ROWAN COS INC COM 779382100 466 36729 SH DEFINED 01 02 03 36729
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 53258 1024192 SH DEFINED 01 02 03 1024192
RUBY TUESDAY INC COM 781182100 142 8200 SH DEFINED 01 02 03 8200
RUDDICK CORP COM 781258108 881 45200 SH DEFINED 01 02 03 45200
RURAL / METRO CORP COM 781748108 37 4600 SH DEFINED 01 02 03 4600
RUSS BERRIE & CO COM 782233100 78 3000 SH DEFINED 01 02 03 3000
RUSSELL CORP COM 782352108 702 34900 SH DEFINED 01 02 03 34900
RYANS FAMILY STEAK HOUSE INC COM 783519101 136 11300 SH DEFINED 01 02 03 11300
RYDER SYS INC COM 783549108 1054 38163 SH DEFINED 01 02 03 38163
RYERSON TULL INC NEW COM 78375P107 521 35440 SH DEFINED 01 02 03 35440
RYLAND GROUP INC COM 783764103 147 5800 SH DEFINED 01 02 03 5800
S & T BANCORP INC COM 783859101 143 7480 SH DEFINED 01 02 03 7480
SBC COMMUNICATIONS INC COM 78387G103 45363 962619 SH DEFINED 01 02 03 962619
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SCB COMPUTER TECHNOLOGY INC COM 78388N107 27 6000 SH DEFINED 01 02 03 6000
SCI SYS INC COM 783890106 35168 1187100 SH DEFINED 01 02 03 1187100
SCM MICROSYSTEMS INC COM 784018103 182 3000 SH DEFINED 01 02 03 3000
SCIPE HLDGS INC COM 78402P104 122 4500 SH DEFINED 01 02 03 4500
SDL INC COM 784076101 340 3750 SH DEFINED 01 02 03 3750
SEI INVESTMENTS CO COM 784117103 352 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 420 6500 SH DEFINED 01 02 03 6500
SL GREEN RLTY CORP COM 78440X101 60 3200 SH DEFINED 01 02 03 3200
SLM HLDG CORP COM 78442A109 4220 101078 SH DEFINED 01 02 03 101078
SLI INC COM 78442T108 81 3850 SH DEFINED 01 02 03 3850
SM&A CORP COM 784432106 81 7000 SH DEFINED 01 02 03 7000
SPDR TR UNIT SER 1 78462F103 794 6176 SH DEFINED 01 02 03 6176
SOS STAFFING SVCS INC COM 78462X104 35 4600 SH DEFINED 01 02 03 4600
SPS TECHNOLOGIES INC COM 784626103 110 2800 SH DEFINED 01 02 03 2800
SPX CORP COM 784635104 1846 36600 SH DEFINED 01 02 03 36600
S3 INC COM 784849101 107 14200 SH DEFINED 01 02 03 14200
SPR INC COM 784922106 0 100 SH DEFINED 01 02 03 100
SABRATEK CORP COM 78571U108 44 2900 SH DEFINED 01 02 03 2900
SABRE GROUP HLDGS INC CL A 785905100 177 3900 SH DEFINED 01 02 03 3900
SAFECO CORP COM 786429100 2589 64019 SH DEFINED 01 02 03 64019
SAFEGUARD SCIENTIFICS INC COM 786449108 570 8400 SH DEFINED 01 02 03 8400
SAFETY-KLEEN CORP NEW COM NEW 78648R203 147 11085 SH DEFINED 01 02 03 11085
SAFEWAY INC COM NEW 786514208 26241 511403 SH DEFINED 01 02 03 511403
ST JOHN KNITS INC COM 790289102 116 4400 SH DEFINED 01 02 03 4400
ST JUDE MED INC COM 790849103 950 38980 SH DEFINED 01 02 03 38980
ST MARY LD & EXPL CO COM 792228108 63 3600 SH DEFINED 01 02 03 3600
ST PAUL BANCORP INC COM 792848103 274 12650 SH DEFINED 01 02 03 12650
ST PAUL COS INC COM 792860108 3046 98069 SH DEFINED 01 02 03 98069
SAKS INC COM 79377W108 3422 131604 SH DEFINED 01 02 03 131604
SAMSONITE CORP NEW COM 79604V105 10 1604 SH DEFINED 01 02 03 1604
SANCHEZ COMPUTER ASSOCS INC COM 799702105 65 2800 SH DEFINED 01 02 03 2800
SANDISK CORP COM 80004C101 135 5100 SH DEFINED 01 02 03 5100
SANDY SPRING BANCORP INC COM 800363103 3 100 SH DEFINED 01 02 03 100
SANMINA CORP COM 800907107 25181 395000 SH DEFINED 01 02 03 395000
SANGSTAT MED CORP COM 801003104 192 15500 SH DEFINED 01 02 03 15500
SANTA FE ENERGY RES INC COM 802012104 251 34300 SH DEFINED 01 02 03 34300
SAPIENT CORP COM 803062108 178 2500 SH DEFINED 01 02 03 2500
SARA LEE CORP COM 803111103 11246 454372 SH DEFINED 01 02 03 454372
SAUER INC COM 804137107 2 200 SH DEFINED 01 02 03 200
SAWTEK INC COM 805468105 68 2000 SH DEFINED 01 02 03 2000
SBARRO INC COM 805844107 554 20888 SH DEFINED 01 02 03 20888
SCANA CORP COM 805898103 2225 102588 SH DEFINED 01 02 03 102588
SCHEIN HENRY INC COM 806407102 159 6300 SH DEFINED 01 02 03 6300
SCHEIN PHARMACEUTICAL INC COM 806416103 33 2500 SH DEFINED 01 02 03 2500
SCHERING PLOUGH CORP COM 806605101 44894 811650 SH DEFINED 01 02 03 811650
SCHLUMBERGER LTD COM 806857108 32158 534301 SH DEFINED 01 02 03 534301
SCHNITZER STL INDS CL A 806882106 2 200 SH DEFINED 01 02 03 200
SCHOLASTIC CORP COM 807066105 1070 21900 SH DEFINED 01 02 03 21900
SCHOOL SPECIALTY INC COM 807863105 100 5100 SH DEFINED 01 02 03 5100
SCHULMAN A INC COM 808194104 678 49773 SH DEFINED 01 02 03 49773
SCHWAB CHARLES CORP NEW COM 808513105 22970 238955 SH DEFINED 01 02 03 238955
SCHWEITZER-MAUDUIT INTL INC COM 808541106 49 4300 SH DEFINED 01 02 03 4300
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SCIENTIFIC ATLANTA INC COM 808655104 935 34313 SH DEFINED 01 02 03 34313
SCIENTIFIC GAMES HLDGS CORP COM 808747109 55 3100 SH DEFINED 01 02 03 3100
SCIOS INC COM 808905103 122 13424 SH DEFINED 01 02 03 13424
SCOTSMAN INDS INC COM 809340102 93 5400 SH DEFINED 01 02 03 5400
SCOTT TECHNOLOGIES INC COM 810022301 137 7900 SH DEFINED 01 02 03 7900
SCOTTS CO CL A 810186106 183 4900 SH DEFINED 01 02 03 4900
SCRIPPS E W CO OHIO CL A 811054204 190 4300 SH DEFINED 01 02 03 4300
SEAGATE TECHNOLOGY COM 811804103 4073 137785 SH DEFINED 01 02 03 137785
SEAGRAM LTD COM 811850106 9049 180984 SH DEFINED 01 02 03 180984
SEACOR SMIT INC COM 811904101 204 3800 SH DEFINED 01 02 03 3800
SEALED AIR CORP NEW COM 81211K100 2656 53997 SH DEFINED 01 02 03 53997
SEARS ROEBUCK & CO COM 812387108 8571 189674 SH DEFINED 01 02 03 189674
SECURITY CAP GROUP INC CL B 81413P204 122 9100 SH DEFINED 01 02 03 9100
SECURITY DYNAMICS TECHNOLOGIES COM 814208104 207 11100 SH DEFINED 01 02 03 11100
SEITEL INC COM NEW 816074306 124 8900 SH DEFINED 01 02 03 8900
SELECTIVE INS GROUP INC COM 816300107 136 7700 SH DEFINED 01 02 03 7700
SEMTECH CORP COM 816850101 80 2500 SH DEFINED 01 02 03 2500
SEMPRA ENERGY COM 816851109 1875 97696 SH DEFINED 01 02 03 97696
SENSORMATIC ELECTRS CORP COM 817265101 782 82279 SH DEFINED 01 02 03 82279
SEPRACOR INC COM 817315104 3828 34100 SH DEFINED 01 02 03 34100
SEQUA CORPORATION CL A 817320104 487 9700 SH DEFINED 01 02 03 9700
SEQUENT COMPUTER SYS INC COM 817338106 563 62125 SH DEFINED 01 02 03 62125
SEROLOGICALS CORP COM 817523103 100 7375 SH DEFINED 01 02 03 7375
SERVICE CORP INTL COM 817565104 4010 281378 SH DEFINED 01 02 03 281378
SERVICE EXPERTS INC COM 817567100 28 2100 SH DEFINED 01 02 03 2100
SERVICEMASTER CO COM 81760N109 11172 550000 SH DEFINED 01 02 03 550000
SHARED MED SYS CORP COM 819486101 746 13400 SH DEFINED 01 02 03 13400
SHAW INDS INC COM 820286102 2296 124123 SH DEFINED 01 02 03 124123
SHELL TRANS & TRADING PLC NEW YRK SH NEW 822703609 171 4200 SH DEFINED 01 02 03 4200
SHERWIN WILLIAMS CO COM 824348106 2233 79388 SH DEFINED 01 02 03 79388
SHILOH INDS INC COM 824543102 40 3400 SH DEFINED 01 02 03 3400
SHOPKO STORES INC COM 824911101 302 10100 SH DEFINED 01 02 03 10100
SHORELINE FINL CORP COM 825190101 3 100 SH DEFINED 01 02 03 100
SHOREWOOD PACKAGING CORP COM 825229107 184 9400 SH DEFINED 01 02 03 9400
SHURGARD STORAGE CTRS INC COM 82567D104 197 7800 SH DEFINED 01 02 03 7800
SIEBEL SYS INC COM 826170102 4104 86400 SH DEFINED 01 02 03 86400
SIERRA HEALTH SVCS INC COM 826322109 87 6700 SH DEFINED 01 02 03 6700
SIERRA PAC RES COM 826425100 292 8300 SH DEFINED 01 02 03 8300
SIGMA ALDRICH CORP COM 826552101 1400 47868 SH DEFINED 01 02 03 47868
SIGCORP INC COM 826912107 174 6350 SH DEFINED 01 02 03 6350
SILGAN HOLDINGS INC COM 827048109 72 4300 SH DEFINED 01 02 03 4300
SILICON GRAPHICS INC COM 827056102 1028 61599 SH DEFINED 01 02 03 61599
SILICON VY BANCSHARES COM 827064106 106 5100 SH DEFINED 01 02 03 5100
SILICON VY GROUP INC COM 827066101 96 7800 SH DEFINED 01 02 03 7800
SILICONIX INC COM NEW 827079203 63 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 53 5550 SH DEFINED 01 02 03 5550
SITEL CORP COM 82980K107 33 14100 SH DEFINED 01 02 03 14100
SIPEX CORP COM 829909100 50 3800 SH DEFINED 01 02 03 3800
SKY FINL GROUP INC COM 83080P103 270 9984 SH DEFINED 01 02 03 9984
SKYLINE CORP COM 830830105 122 4400 SH DEFINED 01 02 03 4400
SKYTEL COMMUNICATIONS INC COM 83087Q104 341 20500 SH DEFINED 01 02 03 20500
SKYWEST INC COM 830879102 162 5600 SH DEFINED 01 02 03 5600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SMART & FINAL INC COM 831683107 29 3100 SH DEFINED 01 02 03 3100
SMART MODULAR TECH INC COM 831690102 103 6900 SH DEFINED 01 02 03 6900
SMITH A O COM 831865209 105 5500 SH DEFINED 01 02 03 5500
SMITH INTL INC COM 832110100 12033 300830 SH DEFINED 01 02 03 300830
SMITH CHARLES E RESDNTL RLTY COM 832197107 145 4700 SH DEFINED 01 02 03 4700
SMITHFIELD FOODS INC COM 832248108 197 8700 SH DEFINED 01 02 03 8700
SMUCKER J M CO CL A 832696108 675 30271 SH DEFINED 01 02 03 30271
SMUCKER J M CO CL B 832696207 85 4800 SH DEFINED 01 02 03 4800
SMURFIT-STONE CONTAINER CORP COM 832727101 11 558 SH DEFINED 01 02 03 558
SNYDER COMMUNICATIONS INC COM 832914105 1806 64800 SH DEFINED 01 02 03 64800
SNAP ON INC COM 833034101 517 17834 SH DEFINED 01 02 03 17834
SNYDER OIL CORP COM 833482102 181 12200 SH DEFINED 01 02 03 12200
SOFTWARE AG SYS INC COM 834025108 75 8900 SH DEFINED 01 02 03 8900
SOLA INTL INC COM 834092108 106 8800 SH DEFINED 01 02 03 8800
SOLECTRON CORP COM 834182107 43896 903910 SH DEFINED 01 02 03 903910
SOLUTIA INC COM 834376105 2108 121300 SH DEFINED 01 02 03 121300
SONAT INC COM 835415100 1806 60189 SH DEFINED 01 02 03 60189
SONIC CORP COM 835451105 138 5125 SH DEFINED 01 02 03 5125
SONOCO PRODS CO COM 835495102 2617 113769 SH DEFINED 01 02 03 113769
SOTHEBYS HLDGS INC CL A 835898107 2250 69511 SH DEFINED 01 02 03 69511
SOUTH JERSEY INDS INC COM 838518108 44 2014 SH DEFINED 01 02 03 2014
SOUTHDOWN INC COM 841297104 2008 37400 SH DEFINED 01 02 03 37400
SOUTHERN CO COM 842587107 7031 301608 SH DEFINED 01 02 03 301608
SOUTHERN PERU COPPER CORP COM 843611104 3 300 SH DEFINED 01 02 03 300
SOUTHERN UN CO NEW COM 844030106 92 4882 SH DEFINED 01 02 03 4882
SOUTHLAND CORP COM NEW 844436402 103 50500 SH DEFINED 01 02 03 50500
SOUTHTRUST CORP COM 844730101 2425 65000 SH DEFINED 01 02 03 65000
SOUTHWEST AIRLS CO COM 844741108 4418 146046 SH DEFINED 01 02 03 146046
SOUTHWEST BANCORPORATION TEX COM 84476R109 116 9400 SH DEFINED 01 02 03 9400
SOUTHWEST GAS CORP COM 844895102 217 7900 SH DEFINED 01 02 03 7900
SOUTHWEST SECS GROUP INC COM 845224104 51 1800 SH DEFINED 01 02 03 1800
SOUTHWESTERN ENERGY CO COM 845467109 56 7900 SH DEFINED 01 02 03 7900
SOVEREIGN BANCORP INC COM 845905108 1595 130200 SH DEFINED 01 02 03 130200
SOVRAN SELF STORAGE INC COM 84610H108 75 3200 SH DEFINED 01 02 03 3200
SPECIAL METALS CORP COM 84741Y103 0 100 SH DEFINED 01 02 03 100
SPECIALTY EQUIP COS INC COM NEW 847497203 122 4400 SH DEFINED 01 02 03 4400
SPECTRA-PHYSICS LASERS INC COM 847568102 1 200 SH DEFINED 01 02 03 200
SPEEDFAM INTL INC COM 847706108 25 2100 SH DEFINED 01 02 03 2100
SPEEDWAY MOTORSPORTS INC COM 847788106 74 1800 SH DEFINED 01 02 03 1800
SPELLING ENTMT GROUP INC COM 847807104 102 11700 SH DEFINED 01 02 03 11700
SPIEGEL INC CL A 848457107 49 8000 SH DEFINED 01 02 03 8000
SPLASH TECHNOLOGY HLDGS INC COM 848623104 22 3700 SH DEFINED 01 02 03 3700
SPORTSLINE USA INC COM 848934105 128 2800 SH DEFINED 01 02 03 2800
SPORTS AUTH INC COM 849176102 63 8550 SH DEFINED 01 02 03 8550
SPRINGS INDS INC CL A 851783100 138 5100 SH DEFINED 01 02 03 5100
SPRINT CORP COM FON GROUP 852061100 18154 185007 SH DEFINED 01 02 03 185007
SPRINT CORP PCS COM SER 1 852061506 24336 549194 SH DEFINED 01 02 03 549194
SS&C TECHNOLOGIES INC COM 85227Q100 47 3800 SH DEFINED 01 02 03 3800
STAFF LEASING INC COM 852381102 43 3000 SH DEFINED 01 02 03 3000
STAFFMARK INC COM 852389105 33 4200 SH DEFINED 01 02 03 4200
STAGE STORES INC COM 85254C107 51 7000 SH DEFINED 01 02 03 7000
STANDARD MTR PRODS INC COM 853666105 101 4900 SH DEFINED 01 02 03 4900
STANDARD PAC CORP NEW COM 85375C101 129 10000 SH DEFINED 01 02 03 10000
STANDARD PRODS CO COM 853836104 76 4650 SH DEFINED 01 02 03 4650
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STANDARD REGISTER CO COM 853887107 816 27470 SH DEFINED 01 02 03 27470
STANDEX INTL CORP COM 854231107 107 4900 SH DEFINED 01 02 03 4900
STANLEY WKS COM 854616109 1135 44284 SH DEFINED 01 02 03 44284
STAR TELECOMMUNICATIONS INC COM 854923109 83 8600 SH DEFINED 01 02 03 8600
STAPLES INC COM 855030102 11306 343894 SH DEFINED 01 02 03 343894
STARBUCKS CORP COM 855244109 4855 173000 SH DEFINED 01 02 03 173000
STARRETT L S CO CL A 855668109 5 200 SH DEFINED 01 02 03 200
STATE AUTO FINL CORP COM 855707105 4 400 SH DEFINED 01 02 03 400
STATE STR CORP COM 857477103 8842 107586 SH DEFINED 01 02 03 107586
STATEN IS BANCORP INC COM 857550107 186 10800 SH DEFINED 01 02 03 10800
STATION CASINOS INC COM 857689103 71 5600 SH DEFINED 01 02 03 5600
STEEL DYNAMICS INC COM 858119100 167 10100 SH DEFINED 01 02 03 10100
STEIN MART INC COM 858375108 81 8100 SH DEFINED 01 02 03 8100
STEPAN CO COM 858586100 47 2100 SH DEFINED 01 02 03 2100
STERLING BANCSHARES INC COM 858907108 23 2200 SH DEFINED 01 02 03 2200
STERICYCLE INC COM 858912108 34 2500 SH DEFINED 01 02 03 2500
STERIS CORP COM 859152100 1627 61100 SH DEFINED 01 02 03 61100
STERLING BANCORP COM 859158107 6 300 SH DEFINED 01 02 03 300
STERLING COMM INC COM 859205106 18347 596652 SH DEFINED 01 02 03 596652
STERLING FINL CORP COM 859317109 107 3100 SH DEFINED 01 02 03 3100
STERLING SOFTWARE INC COM 859547101 2078 87500 SH DEFINED 01 02 03 87500
STEWART & STEVENSON SVCS INC COM 860342104 270 35133 SH DEFINED 01 02 03 35133
STEWART ENTERPRISES INC CL A 860370105 1617 100700 SH DEFINED 01 02 03 100700
STEWART INFORMATION SVCS CORP COM 860372101 30 900 SH DEFINED 01 02 03 900
STILLWATER MNG CO COM 86074Q102 235 8900 SH DEFINED 01 02 03 8900
STONE & WEBSTER INC COM 861572105 78 3400 SH DEFINED 01 02 03 3400
STONE ENERGY CORP COM 861642106 134 4200 SH DEFINED 01 02 03 4200
STORAGE USA INC COM 861907103 213 7500 SH DEFINED 01 02 03 7500
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 4903 175880 SH DEFINED 01 02 03 175880
STRIDE RITE CORP COM 863314100 153 12500 SH DEFINED 01 02 03 12500
STRUCTURAL DYNAMICS RESH CORP COM 863555108 747 39195 SH DEFINED 01 02 03 39195
STRYKER CORP COM 863667101 4473 88682 SH DEFINED 01 02 03 88682
STUDENT LN CORP COM 863902102 93 2500 SH DEFINED 01 02 03 2500
STURM RUGER & CO INC COM 864159108 53 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 1213 36000 SH DEFINED 01 02 03 36000
SUMMIT BANCORP COM 866005101 3427 87860 SH DEFINED 01 02 03 87860
SUMMIT PPTYS INC COM 866239106 105 6300 SH DEFINED 01 02 03 6300
SUN BANCORP INC COM 86663B102 8 400 SH DEFINED 01 02 03 400
SUN COMMUNITIES INC COM 866674104 229 7200 SH DEFINED 01 02 03 7200
SUN MICROSYSTEMS INC COM 866810104 58655 469477 SH DEFINED 01 02 03 469477
SUN HEALTHCARE GROUP INC COM 866933104 12 12288 SH DEFINED 01 02 03 12288
SUNDSTRAND CORP COM 867323107 3598 51774 SH DEFINED 01 02 03 51774
SUNGLASS HUT INTL INC COM 86736F106 150 14300 SH DEFINED 01 02 03 14300
SUNGARD DATA SYS INC COM 867363103 28168 704200 SH DEFINED 01 02 03 704200
SUNOCO INC COM 86764P109 1911 52993 SH DEFINED 01 02 03 52993
SUNRISE ASSISTED LIVING INC COM 86768K106 164 3600 SH DEFINED 01 02 03 3600
SUNTERRA CORP COM 86787D109 67 6850 SH DEFINED 01 02 03 6850
SUNRISE MED INC COM 867910101 56 8900 SH DEFINED 01 02 03 8900
SUNTRUST BKS INC COM 867914103 8675 139353 SH DEFINED 01 02 03 139353
SUNSTONE HOTEL INVS INC COM 867933103 65 9000 SH DEFINED 01 02 03 9000
SUPERGEN INC COM 868059106 1 100 SH DEFINED 01 02 03 100
SUPERIOR CONSULTANT HLDGS CORP COM 868146101 215 6300 SH DEFINED 01 02 03 6300
SUPERIOR ENERGY SVCS INC COM 868157108 1 300 SH DEFINED 01 02 03 300
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SUPERIOR INDS INTL INC COM 868168105 677 29100 SH DEFINED 01 02 03 29100
SUPERIOR SVCS INC COM 868316100 172 8700 SH DEFINED 01 02 03 8700
SUPERIOR TELECOM INC COM 868365107 31 1625 SH DEFINED 01 02 03 1625
SUPERVALU INC COM 868536103 784 37992 SH DEFINED 01 02 03 37992
SUSQUEHANNA BANCSHARES INC PA COM 869099101 171 9318 SH DEFINED 01 02 03 9318
SWIFT ENERGY CO COM 870738101 47 5610 SH DEFINED 01 02 03 5610
SWIFT TRANSN CO COM 870756103 160 6200 SH DEFINED 01 02 03 6200
SYBASE INC COM 871130100 179 22500 SH DEFINED 01 02 03 22500
SYBRON INTL CORP COM 87114F106 2465 98600 SH DEFINED 01 02 03 98600
SYKES ENTERPRISES INC COM 871237103 103 3200 SH DEFINED 01 02 03 3200
SYLVAN LEARNING SYS INC COM 871399101 17814 650725 SH DEFINED 01 02 03 650725
SYMANTEC CORP COM 871503108 1111 65612 SH DEFINED 01 02 03 65612
SYMBOL TECHNOLOGIES INC COM 871508107 2503 55613 SH DEFINED 01 02 03 55613
SYMS CORP COM 871551107 1 100 SH DEFINED 01 02 03 100
SYNETIC INC COM 87160F109 257 4600 SH DEFINED 01 02 03 4600
SYNOPSYS INC COM 871607107 52885 983900 SH DEFINED 01 02 03 983900
SYNOVUS FINL CORP COM 87161C105 2161 105750 SH DEFINED 01 02 03 105750
SYSCO CORP COM 871829107 4338 164853 SH DEFINED 01 02 03 164853
SYSTEM SOFTWARE ASSOC INC COM 871839106 30 13150 SH DEFINED 01 02 03 13150
SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 103 10300 SH DEFINED 01 02 03 10300
TAVA TECHNOLOGIES INC COM 872169107 39 7800 SH DEFINED 01 02 03 7800
TCA CABLE TV INC COM 872241104 2059 47332 SH DEFINED 01 02 03 47332
TCBY ENTERPRISES INC COM 872245105 55 9200 SH DEFINED 01 02 03 9200
TCF FINL CORP COM 872275102 2389 91900 SH DEFINED 01 02 03 91900
TCI SATELLITE ENTMT INC CL A 872298104 10 15900 SH DEFINED 01 02 03 15900
TECO ENERGY INC COM 872375100 2974 149629 SH DEFINED 01 02 03 149629
TIG HLDGS INC COM 872469101 152 9300 SH DEFINED 01 02 03 9300
TJ INTL INC COM 872534102 130 5400 SH DEFINED 01 02 03 5400
TJX COS INC NEW COM 872540109 4288 126124 SH DEFINED 01 02 03 126124
TNP ENTERPRISES INC COM 872594106 147 5100 SH DEFINED 01 02 03 5100
TRW INC COM 872649108 2529 55578 SH DEFINED 01 02 03 55578
TSI INTERNATIONAL SOFTWARE LTD COM 872879101 107 2200 SH DEFINED 01 02 03 2200
TMP WORLDWIDE INC COM 872941109 246 3800 SH DEFINED 01 02 03 3800
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 125 5300 SH DEFINED 01 02 03 5300
TALBOTS INC COM 874161102 115 4700 SH DEFINED 01 02 03 4700
TANDY CORP COM 875382103 3639 57034 SH DEFINED 01 02 03 57034
TANGER FACTORY OUTLET CTRS INC COM 875465106 2 100 SH DEFINED 01 02 03 100
TAUBMAN CTRS INC COM 876664103 102 8300 SH DEFINED 01 02 03 8300
TECH DATA CORP COM 878237106 1158 50500 SH DEFINED 01 02 03 50500
TECHNE CORP COM 878377100 136 4700 SH DEFINED 01 02 03 4700
TECHNITROL INC COM 878555101 115 5000 SH DEFINED 01 02 03 5000
TECHNOLOGY SOLUTIONS CO COM 87872T108 74 10425 SH DEFINED 01 02 03 10425
TECUMSEH PRODS CO CL A 878895200 1121 22000 SH DEFINED 01 02 03 22000
TEJON RANCH CO DEL COM 879080109 40 2400 SH DEFINED 01 02 03 2400
TEKELEC COM 879101103 85 11600 SH DEFINED 01 02 03 11600
TEKTRONIX INC COM 879131100 201 7950 SH DEFINED 01 02 03 7950
TEL-SAVE COM INC COM 879176105 92 8800 SH DEFINED 01 02 03 8800
TELE NORTE LESTE PART S A SPONS ADR PFD 879246106 389 25300 SH DEFINED 01 02 03 25300
TELEBANC FINANCIAL CORP COM 87925R109 112 1400 SH DEFINED 01 02 03 1400
TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287308 0 0 SH DEFINED 01 02 03 0
TELEFLEX INC COM 879369106 1046 30720 SH DEFINED 01 02 03 30720
TELEFONOS DE MEXICO S A SP ADR REP ORD 879403780 98 1500 SH DEFINED 01 02 03 1500
TELEGLOBE INC COM 87941V100 64 2100 SH DEFINED 01 02 03 2100
TELEPHONE & DATA SYS INC COM 879433100 3514 62191 SH DEFINED 01 02 03 62191
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TELIGENT INC CL A 87959Y103 125 3000 SH DEFINED 01 02 03 3000
TELLABS INC COM 879664100 25645 262358 SH DEFINED 01 02 03 262358
TELXON CORP COM 879700102 47 5000 SH DEFINED 01 02 03 5000
TEMPLE INLAND INC COM 879868107 1588 25300 SH DEFINED 01 02 03 25300
TENET HEALTHCARE CORP COM 88033G100 2468 130303 SH DEFINED 01 02 03 130303
TENNANT CO COM 880345103 92 2700 SH DEFINED 01 02 03 2700
TENNECO INC NEW COM 88037E101 3988 142740 SH DEFINED 01 02 03 142740
TERADYNE INC COM 880770102 4368 80046 SH DEFINED 01 02 03 80046
TEREX CORP NEW COM 880779103 174 7200 SH DEFINED 01 02 03 7200
TERRA INDS INC COM 880915103 41 8900 SH DEFINED 01 02 03 8900
TESORO PETE CORP COM 881609101 129 11700 SH DEFINED 01 02 03 11700
TESORO PETE CORP PIES CV 1/100S 881609408 21 1800 SH DEFINED 01 02 03 1800
TETRA TECHNOLOGIES INC DEL COM 88162F105 23 3400 SH DEFINED 01 02 03 3400
TETRA TECH INC NEW COM 88162G103 212 10050 SH DEFINED 01 02 03 10050
TEXACO INC COM 881694103 19097 336508 SH DEFINED 01 02 03 336508
TEXAS INDS INC COM 882491103 146 5900 SH DEFINED 01 02 03 5900
TEXAS INSTRS INC COM 882508104 38637 389286 SH DEFINED 01 02 03 389286
TEXAS REGL BANCSHARES INC CL A VTG 882673106 151 5600 SH DEFINED 01 02 03 5600
TEXAS UTILS CO COM 882848104 9839 236014 SH DEFINED 01 02 03 236014
TEXTRON INC COM 883203101 4894 63256 SH DEFINED 01 02 03 63256
THERAGENICS CORP COM 883375107 56 8000 SH DEFINED 01 02 03 8000
THERMO CARDIOSYSTEMS INC COM NONREDEEM 88355K200 35 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 986 72676 SH DEFINED 01 02 03 72676
THERMO OPTEK CORP COM 883582108 2 200 SH DEFINED 01 02 03 200
THERMOLASE CORP COM 883624108 20 6900 SH DEFINED 01 02 03 6900
THERMOTREX CORP COM 883666109 21 3700 SH DEFINED 01 02 03 3700
THERMEDICS INC COM 883901100 31 4400 SH DEFINED 01 02 03 4400
THOMAS & BETTS CORP COM 884315102 345 9197 SH DEFINED 01 02 03 9197
THOMAS INDS INC COM 884425109 113 6050 SH DEFINED 01 02 03 6050
THOR INDS INC COM 885160101 90 3975 SH DEFINED 01 02 03 3975
THORNBURG MTG ASSET CORP COM 885218107 51 5900 SH DEFINED 01 02 03 5900
3DFX INTERACTIVE INC COM 88553X103 3 200 SH DEFINED 01 02 03 200
3COM CORP COM 885535104 4937 211784 SH DEFINED 01 02 03 211784
TIDEWATER INC COM 886423102 1602 61896 SH DEFINED 01 02 03 61896
TIFFANY & CO NEW COM 886547108 2664 35636 SH DEFINED 01 02 03 35636
TIMBERLAND CO CL A 887100105 114 1800 SH DEFINED 01 02 03 1800
TIME WARNER INC COM 887315109 38659 544010 SH DEFINED 01 02 03 544010
TIMES MIRROR CO NEW COM SER A 887364107 1549 28656 SH DEFINED 01 02 03 28656
TIMKEN CO COM 887389104 260 15972 SH DEFINED 01 02 03 15972
TITAN EXPL INC COM 888289105 39 7800 SH DEFINED 01 02 03 7800
TITAN INTL INC ILL COM 88830M102 63 8200 SH DEFINED 01 02 03 8200
TITANIUM METALS CORP COM 888339108 36 6200 SH DEFINED 01 02 03 6200
TOLL BROTHERS INC COM 889478103 123 6800 SH DEFINED 01 02 03 6800
TORCHMARK CORP COM 891027104 1895 59926 SH DEFINED 01 02 03 59926
TORO CO COM 891092108 119 3800 SH DEFINED 01 02 03 3800
TOSCO CORP COM NEW 891490302 3859 155542 SH DEFINED 01 02 03 155542
TOTAL RENAL CARE HLDGS INC COM 89151A107 9092 826500 SH DEFINED 01 02 03 826500
TOWER AUTOMOTIVE INC COM 891707101 237 12700 SH DEFINED 01 02 03 12700
TOWER REALTY TR INC COM 89185E109 64 3400 SH DEFINED 01 02 03 3400
TOWN & CTRY TR SH BEN INT 892081100 149 9900 SH DEFINED 01 02 03 9900
TOYS R US INC COM 892335100 2525 134235 SH DEFINED 01 02 03 134235
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TRAMMELL CROW CO COM 89288R106 118 6400 SH DEFINED 01 02 03 6400
TRANS WORLD AIRLS INC COM PAR$.01NEW 893349837 93 17900 SH DEFINED 01 02 03 17900
TRANS WORLD ENTMT CORP COM 89336Q100 32 2900 SH DEFINED 01 02 03 2900
TRANSACTION NETWORK SVCS INC COM 893414102 69 4200 SH DEFINED 01 02 03 4200
TRANSACTION SYS ARCHITECTS CL A 893416107 252 7000 SH DEFINED 01 02 03 7000
TRANSAMERICA CORP COM 893485102 4087 57566 SH DEFINED 01 02 03 57566
TRANSKARYOTIC THERAPIES INC COM 893735100 140 4400 SH DEFINED 01 02 03 4400
TRANSOCEAN OFFSHORE INC COM 893817106 4975 172672 SH DEFINED 01 02 03 172672
TRANSMONTAIGNE INC COM 893934109 80 6600 SH DEFINED 01 02 03 6600
TRAVELERS PPTY CAS CORP CL A 893939108 21 600 SH DEFINED 01 02 03 600
TREDEGAR INDS INC COM 894650100 238 7700 SH DEFINED 01 02 03 7700
TREMONT CORP COM PAR $1.00 894745207 34 1900 SH DEFINED 01 02 03 1900
TRENDWEST RESORTS INC COM 894917103 44 3100 SH DEFINED 01 02 03 3100
TRENWICK GROUP INC COM 895290104 100 3550 SH DEFINED 01 02 03 3550
TREX MED CORP COM 89531R101 1 100 SH DEFINED 01 02 03 100
TRIANGLE BANCORP INC COM 895835106 144 8650 SH DEFINED 01 02 03 8650
TRIANGLE PHARMACEUTICALS INC COM 89589H104 45 4200 SH DEFINED 01 02 03 4200
TRIAD GTY INC COM 895925105 31 2300 SH DEFINED 01 02 03 2300
TRIARC COS INC CL A 895927101 87 5000 SH DEFINED 01 02 03 5000
TRICON GLOBAL RESTAURANTS COM 895953107 5786 82368 SH DEFINED 01 02 03 82368
TRIBUNE CO NEW COM 896047107 3134 47888 SH DEFINED 01 02 03 47888
TRICO MARINE SERVICES INC COM 896106101 31 5500 SH DEFINED 01 02 03 5500
TRIGON HEALTHCARE INC COM 89618L100 1257 36700 SH DEFINED 01 02 03 36700
TRIMBLE NAVIGATION LTD COM 896239100 62 6400 SH DEFINED 01 02 03 6400
TRINET CORP RLTY TR INC COM 896287109 147 5800 SH DEFINED 01 02 03 5800
TRINITY INDS INC COM 896522109 1367 46521 SH DEFINED 01 02 03 46521
TRIUMPH GROUP INC NEW COM 896818101 56 2400 SH DEFINED 01 02 03 2400
TRUST CO NJ JERSEY CITY NEW COM 898304100 165 6800 SH DEFINED 01 02 03 6800
TRUSTCO BK CORP N Y COM 898349105 175 6990 SH DEFINED 01 02 03 6990
TUBOSCOPE INC COM 898600101 107 11900 SH DEFINED 01 02 03 11900
TUPPERWARE CORP COM 899896104 650 36100 SH DEFINED 01 02 03 36100
TV AZTECA S A DE C V SPONSORED ADR 901145102 44 7000 SH DEFINED 01 02 03 7000
TWINLAB CORP COM 901774109 55 5900 SH DEFINED 01 02 03 5900
TYCO INTL LTD NEW COM 902124106 25256 351995 SH DEFINED 01 02 03 351995
TYLER CORP DEL COM 902184100 1 300 SH DEFINED 01 02 03 300
TYSON FOODS INC CL A 902494103 4412 213286 SH DEFINED 01 02 03 213286
UCAR INTL INC COM 90262K109 537 38000 SH DEFINED 01 02 03 38000
UGI CORP NEW COM 902681105 284 17000 SH DEFINED 01 02 03 17000
UICI COM 902737105 194 8600 SH DEFINED 01 02 03 8600
UMB FINL CORP COM 902788108 232 5992 SH DEFINED 01 02 03 5992
UST CORP COM 902900109 299 13700 SH DEFINED 01 02 03 13700
USX MARATHON GROUP COM NEW 902905827 4408 160283 SH DEFINED 01 02 03 160283
U S B HLDG INC COM 902910108 65 4620 SH DEFINED 01 02 03 4620
UST INC COM 902911106 2532 96927 SH DEFINED 01 02 03 96927
U S RESTAURANT PPTYS INC COM 902971100 8 400 SH DEFINED 01 02 03 400
US BANCORP DEL COM 902973106 12157 356915 SH DEFINED 01 02 03 356915
UNUM CORP COM 903192102 3585 75379 SH DEFINED 01 02 03 75379
URS CORP NEW COM 903236107 2 100 SH DEFINED 01 02 03 100
U S G CORP COM NEW 903293405 2520 49050 SH DEFINED 01 02 03 49050
U S FOODSERVICE COM 90331R101 4548 97800 SH DEFINED 01 02 03 97800
US LEC CORP CL A 90331S109 36 2100 SH DEFINED 01 02 03 2100
U S A FLORAL PRODS INC COM 90331T107 1 200 SH DEFINED 01 02 03 200
USN COMMUNICATIONS INC COM 90336N204 0 9900 SH DEFINED 01 02 03 9900
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
USX-U S STL COM 90337T101 1181 50235 SH DEFINED 01 02 03 50235
UTI ENERGY CORP COM 903387108 57 5400 SH DEFINED 01 02 03 5400
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 2262 104588 SH DEFINED 01 02 03 104588
ULTRATECH STEPPER INC COM 904034105 82 5800 SH DEFINED 01 02 03 5800
UNICAPITAL CORP NEW COM 90459D108 60 9400 SH DEFINED 01 02 03 9400
UNIFI INC COM 904677101 671 52629 SH DEFINED 01 02 03 52629
UNIFIRST CORP MASS COM 904708104 55 2600 SH DEFINED 01 02 03 2600
UNIFY CORP COM 904743101 42 2800 SH DEFINED 01 02 03 2800
UNILEVER N V NEW YORK SHS 904784501 21183 318847 SH DEFINED 01 02 03 318847
UNICOM CORP COM 904911104 3521 96300 SH DEFINED 01 02 03 96300
UNION CAMP CORP COM 905530101 2443 36394 SH DEFINED 01 02 03 36394
UNION CARBIDE CORP COM 905581104 3169 70120 SH DEFINED 01 02 03 70120
UNION PAC CORP COM 907818108 7065 132207 SH DEFINED 01 02 03 132207
UNION PAC RES GROUP INC COM 907834105 1874 157784 SH DEFINED 01 02 03 157784
UNION PLANTERS CORP COM 908068109 2917 66400 SH DEFINED 01 02 03 66400
UNIONBANCAL CORP COM 908906100 136 4000 SH DEFINED 01 02 03 4000
UNISOURCE ENERGY CORP COM 909205106 95 8620 SH DEFINED 01 02 03 8620
UNISOURCE WORLDWIDE INC COM 909208100 673 94416 SH DEFINED 01 02 03 94416
UNISYS CORP COM 909214108 3184 115000 SH DEFINED 01 02 03 115000
UNITED AUTO GROUP INC COM 909440109 34 4400 SH DEFINED 01 02 03 4400
UNITED COS FINL CORP COM 909870107 3 8170 SH DEFINED 01 02 03 8170
UNITED BANKSHARES INC WEST VA COM 909907107 352 15400 SH DEFINED 01 02 03 15400
UNITED DOMINION REALTY TR INC COM 910197102 234 22800 SH DEFINED 01 02 03 22800
UNITED FIRE & CAS CO COM 910331107 93 3605 SH DEFINED 01 02 03 3605
UNITED HEALTHCARE CORP COM 910581107 5461 103773 SH DEFINED 01 02 03 103773
UNITED ILLUM CO COM 910637107 164 3900 SH DEFINED 01 02 03 3900
UNITED INTL HLDGS INC CL A 910734102 461 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 23 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 221 7742 SH DEFINED 01 02 03 7742
U S BIOSCIENCE INC COM PAR $0.01 911646206 202 18600 SH DEFINED 01 02 03 18600
UNITED STATES FILTER CORP NEW COM NEW 911843209 4812 157112 SH DEFINED 01 02 03 157112
US AIRWAYS GROUP INC COM 911905107 2146 43963 SH DEFINED 01 02 03 43963
U S HOME CORP NEW COM 911920106 123 3770 SH DEFINED 01 02 03 3770
UNITED STS SATELLITE CL A 912534104 156 9100 SH DEFINED 01 02 03 9100
U S WEST INC NEW COM 91273H101 17900 325089 SH DEFINED 01 02 03 325089
U S TR CORP NEW COM 91288L105 45 600 SH DEFINED 01 02 03 600
UNITED STATIONERS INC COM 913004107 137 9000 SH DEFINED 01 02 03 9000
UNITED TECHNOLOGIES CORP COM 913017109 14496 107034 SH DEFINED 01 02 03 107034
UNITED TELEVISION INC COM 913066106 187 1800 SH DEFINED 01 02 03 1800
UNITED WTR RES INC COM 913190104 158 7600 SH DEFINED 01 02 03 7600
UNITRODE CORP COM 913283107 121 8500 SH DEFINED 01 02 03 8500
UNIVERSAL CORP VA COM 913456109 1230 48135 SH DEFINED 01 02 03 48135
UNIVERSAL FOODS CORP COM 913538104 1200 58158 SH DEFINED 01 02 03 58158
UNIVERSAL FST PRODS INC COM 913543104 180 8800 SH DEFINED 01 02 03 8800
UNIVERSAL HLTH SVCS INC CL B 913903100 108 2500 SH DEFINED 01 02 03 2500
UNIVISION COMMUNICATIONS INC CL A 914906102 230 4600 SH DEFINED 01 02 03 4600
UNOCAL CORP COM 915289102 4140 112460 SH DEFINED 01 02 03 112460
UNOVA INC COM 91529B106 109 8300 SH DEFINED 01 02 03 8300
USFREIGHTWAYS CORP COM 916906100 224 6800 SH DEFINED 01 02 03 6800
URBAN OUTFITTERS INC COM 917047102 39 2800 SH DEFINED 01 02 03 2800
URBAN SHOPPING CTRS INC COM 917060105 172 6000 SH DEFINED 01 02 03 6000
USBANCORP INC PA COM 917292104 59 4000 SH DEFINED 01 02 03 4000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
USWEB CORP COM 917327108 697 16900 SH DEFINED 01 02 03 16900
UTILICORP UTD INC COM 918005109 2340 102861 SH DEFINED 01 02 03 102861
V F CORP COM 918204108 2676 56713 SH DEFINED 01 02 03 56713
VLSI TECHNOLOGY INC COM 918270109 194 10000 SH DEFINED 01 02 03 10000
VWR SCIENTIFIC PRODS CORP COM 918435108 123 5450 SH DEFINED 01 02 03 5450
VAIL RESORTS INC COM 91879Q109 184 11600 SH DEFINED 01 02 03 11600
VALASSIS COMMUNICATIONS INC COM 918866104 471 9100 SH DEFINED 01 02 03 9100
VALHI INC NEW COM 918905100 88 7700 SH DEFINED 01 02 03 7700
VALERO ENERGY CORP NEW COM 91913Y100 1353 54377 SH DEFINED 01 02 03 54377
VALMONT INDS INC COM 920253101 112 8100 SH DEFINED 01 02 03 8100
VALUE CITY DEPT STORES INC COM 920387107 47 4800 SH DEFINED 01 02 03 4800
VANGUARD CELLULAR SYS INC CL A 922022108 1077 39440 SH DEFINED 01 02 03 39440
VANTIVE CORP COM 922091103 95 7900 SH DEFINED 01 02 03 7900
VARCO INTL INC COM 922126107 588 52872 SH DEFINED 01 02 03 52872
VARIAN ASSOC INC COM 922204102 962 24816 SH DEFINED 01 02 03 24816
VARLEN CORP COM 922248109 105 4750 SH DEFINED 01 02 03 4750
VEECO INSTRS INC DEL COM 922417100 177 4800 SH DEFINED 01 02 03 4800
VENCOR INC NEW COM 92260R102 28 21600 SH DEFINED 01 02 03 21600
VENTAS INC COM 92276F100 76 12600 SH DEFINED 01 02 03 12600
VENTANA MED SYS INC COM 92276H106 116 5200 SH DEFINED 01 02 03 5200
VENATOR GROUP INC COM 922944103 12 1761 SH DEFINED 01 02 03 1761
VERITAS DGC INC COM 92343P107 85 6000 SH DEFINED 01 02 03 6000
VERIO INC COM 923433106 111 2400 SH DEFINED 01 02 03 2400
VERMONT FINL SVCS CORP COM 924180102 170 6000 SH DEFINED 01 02 03 6000
VERTEX PHARMACEUTICALS INC COM 92532F100 172 6800 SH DEFINED 01 02 03 6800
VESTA INS GROUP INC COM 925391104 30 5700 SH DEFINED 01 02 03 5700
VETERINARY CTRS AMER INC COM 925514101 78 5500 SH DEFINED 01 02 03 5500
VIAD CORP COM 92552R109 2461 88500 SH DEFINED 01 02 03 88500
VIASOFT INC COM 92552U102 21 5200 SH DEFINED 01 02 03 5200
VIACOM INC CL B 925524308 13043 155387 SH DEFINED 01 02 03 155387
VICOR CORP COM 925815102 101 8100 SH DEFINED 01 02 03 8100
VIGNETTE CORP COM 926734104 30 400 SH DEFINED 01 02 03 400
VINTAGE PETE INC COM 927460105 104 11600 SH DEFINED 01 02 03 11600
VISIO CORP COM 927914101 8215 292100 SH DEFINED 01 02 03 292100
VIROPHARMA INC COM 928241108 1 100 SH DEFINED 01 02 03 100
VISHAY INTERTECHNOLOGY INC COM 928298108 1069 73413 SH DEFINED 01 02 03 73413
VISTANA INC COM 92839P108 48 3400 SH DEFINED 01 02 03 3400
VISX INC DEL COM 92844S105 774 7200 SH DEFINED 01 02 03 7200
VISUAL NETWORKS INC COM 928444108 221 5900 SH DEFINED 01 02 03 5900
VITAL SIGNS INC COM 928469105 43 2400 SH DEFINED 01 02 03 2400
VITESSE SEMICONDUCTOR CORP COM 928497106 4936 97500 SH DEFINED 01 02 03 97500
VIVUS INC COM 928551100 37 9200 SH DEFINED 01 02 03 9200
VLASIC FOODS INTL INC COM 928559103 580 44800 SH DEFINED 01 02 03 44800
VOLT INFORMATION SCIENCES INC COM 928703107 51 3100 SH DEFINED 01 02 03 3100
VORNADO RLTY TR SH BEN INT 929042109 48 1400 SH DEFINED 01 02 03 1400
VULCAN MATLS CO COM 929160109 4491 108702 SH DEFINED 01 02 03 108702
WD-40 CO COM 929236107 171 5900 SH DEFINED 01 02 03 5900
WHX CORP COM 929248102 30 3800 SH DEFINED 01 02 03 3800
WICOR INC COM 929253102 203 10000 SH DEFINED 01 02 03 10000
WPS RESOURCES CORP COM 92931B106 212 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 71 6150 SH DEFINED 01 02 03 6150
WACHOVIA CORP COM 929771103 9095 112028 SH DEFINED 01 02 03 112028
WACKENHUT CORP COM SER A 929794105 102 4600 SH DEFINED 01 02 03 4600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WACKENHUT CORRECTIONS CORP COM 929798106 75 3900 SH DEFINED 01 02 03 3900
WADDELL & REED FINL INC CL A 930059100 513 25001 SH DEFINED 01 02 03 25001
WADDELL & REED FINL INC CL B 930059209 12024 605000 SH DEFINED 01 02 03 605000
WAL MART STORES INC COM 931142103 103501 1122718 SH DEFINED 01 02 03 1122718
WALDEN RESIDENTIAL PPTYS INC COM 931210108 104 5900 SH DEFINED 01 02 03 5900
WALGREEN CO COM 931422109 12950 458410 SH DEFINED 01 02 03 458410
WALLACE COMPUTER SERVICES INC COM 932270101 1146 57828 SH DEFINED 01 02 03 57828
WALTER INDS INC COM 93317Q105 133 11800 SH DEFINED 01 02 03 11800
WANG LABS INC NEW COM 93369N109 208 10600 SH DEFINED 01 02 03 10600
WARNACO GROUP INC CL A 934390105 1592 64500 SH DEFINED 01 02 03 64500
WARNER LAMBERT CO COM 934488107 30405 459371 SH DEFINED 01 02 03 459371
WASHINGTON GAS LT CO COM 938837101 1274 56311 SH DEFINED 01 02 03 56311
WASHINGTON MUT INC COM 939322103 11741 287239 SH DEFINED 01 02 03 287239
WASHINGTON POST CO CL B 939640108 5247 10061 SH DEFINED 01 02 03 10061
WASHINGTON REAL ESTATE INVT TR SH BEN INT 939653101 148 9100 SH DEFINED 01 02 03 9100
WASTE MGMT INC DEL COM 94106L109 38600 869858 SH DEFINED 01 02 03 869858
WATSCO INC COM 942622200 126 8600 SH DEFINED 01 02 03 8600
WATSON PHARMACEUTICALS INC COM 942683103 5202 117900 SH DEFINED 01 02 03 117900
WATTS INDS INC CL A 942749102 384 28324 SH DEFINED 01 02 03 28324
WAUSAU-MOSINEE PAPER CORP COM 943315101 911 65095 SH DEFINED 01 02 03 65095
WEATHERFORD INTL INC COM 947074100 2379 91067 SH DEFINED 01 02 03 91067
WEBB DEL CORP COM 947423109 137 6300 SH DEFINED 01 02 03 6300
WEBSTER FINL CORP CONN COM 947890109 422 14600 SH DEFINED 01 02 03 14600
WEEKS CORP COM 94856P102 149 5200 SH DEFINED 01 02 03 5200
WEIDER NUTRITION INTL INC CL A 948603105 22 4600 SH DEFINED 01 02 03 4600
WEINGARTEN RLTY INVS SH BEN INT 948741103 210 5300 SH DEFINED 01 02 03 5300
WELLMAN INC COM 949702104 339 38184 SH DEFINED 01 02 03 38184
WELLPOINT HEALTH NETWORK NEW COM 94973H108 326 4300 SH DEFINED 01 02 03 4300
WELLS FARGO & CO NEW COM 949746101 45820 1306804 SH DEFINED 01 02 03 1306804
WELLSFORD REAL PPTYS INC COM 950240101 67 7600 SH DEFINED 01 02 03 7600
WENDYS INTL INC COM 950590109 907 31900 SH DEFINED 01 02 03 31900
WERNER ENTERPRISES INC COM 950755108 266 16887 SH DEFINED 01 02 03 16887
WESBANCO INC COM 950810101 179 5950 SH DEFINED 01 02 03 5950
WESLEY JESSEN VISIONCARE INC COM 951018100 119 4300 SH DEFINED 01 02 03 4300
WEST COAST BANCORP ORE NEW COM 952145100 4 210 SH DEFINED 01 02 03 210
WEST MARINE INC COM 954235107 24 2700 SH DEFINED 01 02 03 2700
WEST PHARMACEUTICAL SVSC INC COM 955306105 120 3763 SH DEFINED 01 02 03 3763
WEST TELESERVICES CORP COM 956188106 53 6200 SH DEFINED 01 02 03 6200
WESTAFF INC COM 957070105 20 3900 SH DEFINED 01 02 03 3900
WESTAMERICA BANCORPORATION COM 957090103 413 13061 SH DEFINED 01 02 03 13061
WESTELL TECHNOLOGIES INC CL A 957541105 17 3800 SH DEFINED 01 02 03 3800
WESTERN BANCORP COM 957683105 99 3200 SH DEFINED 01 02 03 3200
WESTCORP INC COM 957907108 53 6894 SH DEFINED 01 02 03 6894
WESTERN DIGITAL CORP COM 958102105 22 2800 SH DEFINED 01 02 03 2800
WESTERN GAS RES INC COM 958259103 52 6900 SH DEFINED 01 02 03 6900
WESTERN INVT REAL ESTATE TR SH BEN INT 958468100 52 5000 SH DEFINED 01 02 03 5000
WESTERN WIRELESS CORP CL A 95988E204 25375 700000 SH DEFINED 01 02 03 700000
WESTERNBANK PUERTO RICO COM 959897109 174 10900 SH DEFINED 01 02 03 10900
WESTFIELD AMER INC COM 959910100 80 4600 SH DEFINED 01 02 03 4600
WESTINGHOUSE AIR BRAKE CO NEW COM 960386100 109 5200 SH DEFINED 01 02 03 5200
WESTPOINT STEVENS INC COM 961238102 1379 49800 SH DEFINED 01 02 03 49800
WESTVACO CORP COM 961548104 634 30171 SH DEFINED 01 02 03 30171
WESTWOOD ONE INC COM 961815107 200 7000 SH DEFINED 01 02 03 7000
WET SEAL INC CL A 961840105 136 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 4603 82944 SH DEFINED 01 02 03 82944
WHIRLPOOL CORP COM 963320106 1791 32929 SH DEFINED 01 02 03 32929
WHITMAN CORP COM 96647K102 1665 96900 SH DEFINED 01 02 03 96900
WHITNEY HLDG CORP COM 966612103 251 6800 SH DEFINED 01 02 03 6800
WHITTMAN-HART INC COM 966834103 140 6500 SH DEFINED 01 02 03 6500
WILD OATS MARKETS INC COM 96808B107 49 1800 SH DEFINED 01 02 03 1800
WILEY JOHN & SONS INC CL A 968223206 277 6600 SH DEFINED 01 02 03 6600
WILLAMETTE INDS INC COM 969133107 1707 45207 SH DEFINED 01 02 03 45207
WILLIAMS COS INC DEL COM 969457100 9676 244956 SH DEFINED 01 02 03 244956
WILLIAMS SONOMA INC COM 969904101 9746 345000 SH DEFINED 01 02 03 345000
WILMAR INDS INC COM 971426101 1 100 SH DEFINED 01 02 03 100
WILMINGTON TRUST CORP COM 971807102 1621 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 4157 233375 SH DEFINED 01 02 03 233375
WINDMERE-DURABLE HLDGS INC COM 973411101 47 6700 SH DEFINED 01 02 03 6700
WINN DIXIE STORES INC COM 974280109 2294 61388 SH DEFINED 01 02 03 61388
WINNEBAGO INDS INC COM 974637100 104 7400 SH DEFINED 01 02 03 7400
WINSTAR COMMUNICATIONS INC COM 975515107 393 10800 SH DEFINED 01 02 03 10800
WISCONSIN CENT TRANSN CORP COM 976592105 794 59900 SH DEFINED 01 02 03 59900
WISCONSIN ENERGY CORP COM 976657106 2844 108852 SH DEFINED 01 02 03 108852
WITCO CORP COM 977385103 832 65546 SH DEFINED 01 02 03 65546
WOLVERINE TUBE INC COM 978093102 106 5000 SH DEFINED 01 02 03 5000
WOLVERINE WORLD WIDE INC COM 978097103 84 8800 SH DEFINED 01 02 03 8800
WOODWARD GOVERNOR CO COM 980745103 110 4400 SH DEFINED 01 02 03 4400
WORKFLOW MGMT INC COM 98137N109 0 0 SH DEFINED 01 02 03 0
WORLD ACCESS INC COM 98141A101 46 5600 SH DEFINED 01 02 03 5600
WORLD COLOR PRESS INC DEL COM 981443104 213 10000 SH DEFINED 01 02 03 10000
WORTHINGTON INDS INC COM 981811102 672 57173 SH DEFINED 01 02 03 57173
WRIGLEY WM JR CO COM 982526105 4953 54772 SH DEFINED 01 02 03 54772
WYMAN GORDON CO COM 983085101 69 7500 SH DEFINED 01 02 03 7500
WYNNS INTL INC COM 983195108 111 6368 SH DEFINED 01 02 03 6368
X-RITE INC COM 983857103 30 4600 SH DEFINED 01 02 03 4600
XILINX INC COM 983919101 51712 1274862 SH DEFINED 01 02 03 1274862
XIRCOM INC COM 983922105 153 6100 SH DEFINED 01 02 03 6100
XOMED SURGICAL PRODS INC COM 98412V107 90 2300 SH DEFINED 01 02 03 2300
XEROX CORP COM 984121103 18565 347824 SH DEFINED 01 02 03 347824
XTRA CORP COM 984138107 146 3800 SH DEFINED 01 02 03 3800
XYLAN CORP COM 984151100 313 8500 SH DEFINED 01 02 03 8500
YAHOO INC COM 984332106 101 600 SH DEFINED 01 02 03 600
YANKEE ENERGY SYS INC COM 984779108 66 2850 SH DEFINED 01 02 03 2850
YELLOW CORP COM 985509108 120 6900 SH DEFINED 01 02 03 6900
YORK INTL CORP NEW COM 986670107 1550 43900 SH DEFINED 01 02 03 43900
YOUNG BROADCASTING INC CL A 987434107 155 3400 SH DEFINED 01 02 03 3400
ZALE CORP NEW COM 988858106 338 9900 SH DEFINED 01 02 03 9900
ZAPATA CORP COM NEW 989070503 67 7500 SH DEFINED 01 02 03 7500
ZEBRA TECHNOLOGIES CORP CL A 989207105 116 4900 SH DEFINED 01 02 03 4900
ZENECA GROUP PLC SPONSORED ADR 98934D106 89 1900 SH DEFINED 01 02 03 1900
ZENITH NATL INS CORP COM 989390109 109 4500 SH DEFINED 01 02 03 4500
ZILA INC COM PAR $0.01 989513205 2 400 SH DEFINED 01 02 03 400
ZIONS BANCORPORATION COM 989701107 6643 99900 SH DEFINED 01 02 03 99900
ZONAGEN INC COM 98975L108 84 3900 SH DEFINED 01 02 03 3900
ZOLTEK COS INC COM 98975W104 26 3400 SH DEFINED 01 02 03 3400
Grand Total: 8918973
</TABLE>
