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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter ended: September 30, 1999
Check here if Amendment ( ); Amendment Number:
This Amendment (Check only one.):
( ) is a restatement.
( ) adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: American General Corporation
Address: 2929 Allen Parkway
Houston, TX 77019
13F File Number: 28-609
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Richard W. Scott
Title: Executive Vice President and Chief Investment Officer
Phone: 713-522-1111
Signature, Place, and Date of Signing:
/s/ RICHARD W. SCOTT Houston, Texas November 10, 1999
- -------------------- -------------- -----------------
Richard W. Scott City, State Date
Executive Vice President
and Chief Investment Officer
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: 2443
Form 13F Information Table Value Total: $8,663,127 (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>
ALFA CORP COM 015385107 101 6200 SH DEFINED 6200
CONTINENTAL AIRLS INC CL B 210795308 19 566 SH DEFINED 01 02 566
DENALI INC COM 248221103 626 149408 SH DEFINED 01 149408
DENALI INC COM 248221103 938 224112 SH DEFINED 01 02 03 224112
MATTEL INC COM 577081102 125 6562 SH DEFINED 01 02 6562
RF MONOLITHICS INC COM 74955F106 51 4973 SH DEFINED 01 02 4973
SECURITY CAP GROUP INC CL A 81413P105 347 479 SH DEFINED 01 479
TYCO INTL LTD NEW COM 902124106 1 8 SH DEFINED 03 8
USLIFE INCOME FD INC COM 917324105 78 8400 SH DEFINED 8400
DAIMLERCHRYSLER AG ORD D1668R123 9 124 SH DEFINED 01 02 03 124
ACE LTD ORD G0070K103 249 14700 SH DEFINED 01 02 03 14700
CORECOMM LTD ORD G2422R109 158 4800 SH DEFINED 01 02 03 4800
FRUIT OF THE LOOM LTD ORD CL A G3682L105 104 31300 SH DEFINED 01 02 03 31300
GEMSTAR INTL GROUP LTD ORD G3788V106 587 7516 SH DEFINED 01 02 03 7516
GLOBAL CROSSING LTD COM G3921A100 9566 360965 SH DEFINED 01 02 03 360965
LORAL SPACE & COMMUNICATIONS COM G56462107 47 2757 SH DEFINED 01 02 03 2757
RENAISSANCE RE HLDGS LTD COM G7496G103 101 2900 SH DEFINED 01 02 03 2900
HILFIGER TOMMY CORP ORD G8915Z102 496 17600 SH DEFINED 01 02 03 17600
TRANSOCEAN OFFSHORE INC CAYMON ORD G90076103 5908 192900 SH DEFINED 01 02 03 192900
XL CAP LTD CL A G98255105 122 2700 SH DEFINED 01 02 03 2700
MILLICOM INTL CELLULAR S A ORD L6388F102 79 2794 SH DEFINED 01 02 03 2794
GALILEO TECHNOLOGY LTD ORD M47298100 133 5300 SH DEFINED 01 02 03 5300
ARCADIS N V ORD N0605M105 4 560 SH DEFINED 01 02 03 560
ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 18778 280000 SH DEFINED 01 02 03 280000
BAAN CO NV COM N08044104 42 2918 SH DEFINED 01 02 03 2918
NEW HOLLAND N V ORD N62648105 142 8900 SH DEFINED 01 02 03 8900
STEINER LEISURE LTD ORD P8744Y102 80 3200 SH DEFINED 01 02 03 3200
SUN INTL HOTELS LTD ORD P8797T133 45 1900 SH DEFINED 01 02 03 1900
AES CORP COM 00130H105 8277 140280 SH DEFINED 01 02 03 140280
ATMI INC COM 00207R101 701 18800 SH DEFINED 01 02 03 18800
ABGENIX INC COM 00339B107 133 3400 SH DEFINED 01 02 03 3400
ACCREDO HEALTH INC COM 00437V104 72 2300 SH DEFINED 01 02 03 2300
ACTUATE CORP COM 00508B102 169 5000 SH DEFINED 01 02 03 5000
ADAPTIVE BROADBAND CORP COM 00650M104 161 4800 SH DEFINED 01 02 03 4800
ADAPTEC INC COM 00651F108 40 1000 SH DEFINED 01 02 03 1000
ADOBE SYS INC COM 00724F101 67226 592300 SH DEFINED 01 02 03 592300
ADTRAN INC COM 00738A106 1598 41700 SH DEFINED 01 02 03 41700
ADVANCED COMMUNICATIONS GROUP COM 00751B106 43 5400 SH DEFINED 01 02 03 5400
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 507 22800 SH DEFINED 01 02 03 22800
ADVANTAGE LEARNING SYSTEMS COM 00757K100 43 2300 SH DEFINED 01 02 03 2300
ADVANTICA RESTAURANT GROUP INC COM 00758B109 23 7500 SH DEFINED 01 02 03 7500
AFFYMETRIX INC COM 00826T108 600 6100 SH DEFINED 01 02 03 6100
AGRIBRANDS INTL INC COM 00849R105 149 3000 SH DEFINED 01 02 03 3000
AIRTRAN HLDGS INC COM 00949P108 74 14700 SH DEFINED 01 02 03 14700
ALKERMES INC COM 01642T108 167 5800 SH DEFINED 01 02 03 5800
ALLEGIANCE TELECOM INC COM 01747T102 316 6000 SH DEFINED 01 02 03 6000
ALLIANCE BANCORP COM 01852J105 4 200 SH DEFINED 01 02 03 200
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 96 9000 SH DEFINED 01 02 03 9000
ALLIED CAP CORP NEW COM 01903Q108 420 18700 SH DEFINED 01 02 03 18700
ALTERRA HEALTHCARE CORP COM 02146C104 51 5700 SH DEFINED 01 02 03 5700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMCOL INTL CORP COM 02341W103 105 7100 SH DEFINED 01 02 03 7100
AMERICA ONLINE INC DEL COM 02364J104 113711 1093374 SH DEFINED 01 02 03 1093374
AMERICAN FREIGHTWAYS CORP COM 02629V108 107 5900 SH DEFINED 01 02 03 5900
AMERICAN MOBILE SATELLITE CORP COM 02755R103 245 14000 SH DEFINED 01 02 03 14000
AMERICREDIT CORP COM 03060R101 236 15800 SH DEFINED 01 02 03 15800
AMERIPATH INC COM 03071D109 3 300 SH DEFINED 01 02 03 300
AMERISOURCE HEALTH CORP CL A 03071P102 256 10800 SH DEFINED 01 02 03 10800
AMF BOWLING INC COM 03113V109 71 17200 SH DEFINED 01 02 03 17200
AMTRAN INC COM 03234G106 43 2300 SH DEFINED 01 02 03 2300
ANCOR COMMUNICATIONS INC COM 03332K108 133 5500 SH DEFINED 01 02 03 5500
ANTEC CORP COM 03664P105 393 7400 SH DEFINED 01 02 03 7400
APPLIED INDL TECHNOLOGIES INC COM 03820C105 111 6175 SH DEFINED 01 02 03 6175
APPLIED MICRO CIRCUITS CORP COM 03822W109 239 4200 SH DEFINED 01 02 03 4200
APPLIEDTHEORY CORP COM 03828R104 57 4800 SH DEFINED 01 02 03 4800
APPNET SYS INC COM 03831Q101 203 7400 SH DEFINED 01 02 03 7400
AQUARION CO COM 03838W101 100 2800 SH DEFINED 01 02 03 2800
ARCH CHEMICALS INC COM 03937R102 57 3500 SH DEFINED 01 02 03 3500
ART TECHNOLOGY GROUP INC COM 04289L107 34 900 SH DEFINED 01 02 03 900
ASSISTED LIVING CONCEPTS INC COM 04543L109 0 100 SH DEFINED 01 02 03 100
ASYST TECHNOLOGY CORP COM 04648X107 149 4500 SH DEFINED 01 02 03 4500
AURORA FOODS INC COM 05164B106 5 300 SH DEFINED 01 02 03 300
AUTONATION INC COM 05329W102 68 5400 SH DEFINED 01 02 03 5400
AVADO BRANDS INC COM 05336P108 61 10862 SH DEFINED 01 02 03 10862
AVIALL INC NEW COM 05366B102 77 7500 SH DEFINED 01 02 03 7500
AVID TECHNOLOGY INC COM 05367P100 81 6200 SH DEFINED 01 02 03 6200
AVISTA CORP COM 05379B107 174 9900 SH DEFINED 01 02 03 9900
AWARE INC MASS COM 05453N100 100 3500 SH DEFINED 01 02 03 3500
AXENT TECHNOLOGIES INC COM 05459C108 115 8900 SH DEFINED 01 02 03 8900
AZURIX CORP COM 05501M104 52 3000 SH DEFINED 01 02 03 3000
BCE INC COM 05534B109 10 200 SH DEFINED 01 02 03 200
BJS WHOLESALE CLUB INC COM 05548J106 1989 67272 SH DEFINED 01 02 03 67272
BOK FINL CORP COM NEW 05561Q201 54 2786 SH DEFINED 01 02 03 2786
BALLY TOTAL FITNESS HLDG CORP COM 05873K108 296 9700 SH DEFINED 01 02 03 9700
BANCFIRST CORP COM 05945F103 1 36 SH DEFINED 01 02 03 36
BANK ONE CORP COM 06423A103 24762 711299 SH DEFINED 01 02 03 711299
BANKBOSTON CORP COM 06605R106 6856 158057 SH DEFINED 01 02 03 158057
BANKNORTH GROUP INC DEL COM 06646L100 182 6090 SH DEFINED 01 02 03 6090
BAY VIEW CAP CORP DEL COM 07262L101 76 5700 SH DEFINED 01 02 03 5700
BENCHMARK ELECTRS INC COM 08160H101 161 4550 SH DEFINED 01 02 03 4550
BERLITZ INTL INC NEW COM 08520F100 91 4300 SH DEFINED 01 02 03 4300
BESTFOODS COM 08658U101 7735 159477 SH DEFINED 01 02 03 159477
BIOMATRIX INC COM 09060P102 105 4700 SH DEFINED 01 02 03 4700
BLYTH INDS INC COM 09643P108 1257 44800 SH DEFINED 01 02 03 44800
BOSTON SCIENTIFIC CORP COM 101137107 15443 625554 SH DEFINED 01 02 03 625554
BOTTOMLINE TECH DEL INC COM 101388106 38 2600 SH DEFINED 01 02 03 2600
BOWATER INC COM 102183100 2921 55639 SH DEFINED 01 02 03 55639
BOWNE & CO INC COM 103043105 124 10300 SH DEFINED 01 02 03 10300
BOYD GAMING CORP COM 103304101 59 9800 SH DEFINED 01 02 03 9800
BOYDS COLLECTION LTD COM 103354106 172 14000 SH DEFINED 01 02 03 14000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BOYKIN LODGING CO COM 103430104 62 4700 SH DEFINED 01 02 03 4700
BRADLEY REAL ESTATE INC COM 104580105 121 6573 SH DEFINED 01 02 03 6573
BRADY CORP CL A 104674106 168 5250 SH DEFINED 01 02 03 5250
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 219 13450 SH DEFINED 01 02 03 13450
BRENTON BKS INC COM 107211104 29 2120 SH DEFINED 01 02 03 2120
BRIGGS & STRATTON CORP COM 109043109 1261 21600 SH DEFINED 01 02 03 21600
BRIGHTPOINT INC COM 109473108 102 14050 SH DEFINED 01 02 03 14050
BRINKER INTL INC COM 109641100 1624 59855 SH DEFINED 01 02 03 59855
BRIO TECHNOLOGY INC COM 109704106 85 3800 SH DEFINED 01 02 03 3800
BRISTOL MYERS SQUIBB CO COM 110122108 88397 1309578 SH DEFINED 01 02 03 1309578
BRITESMILE INC COM 110415106 49 5100 SH DEFINED 01 02 03 5100
BROADCOM CORP CL A 111320107 65 600 SH DEFINED 01 02 03 600
BROADVISION INC COM 111412102 625 4700 SH DEFINED 01 02 03 4700
BROOKE GROUP LTD COM 112525100 3 210 SH DEFINED 01 02 03 210
BROOKLINE BANCORP INC COM 113739106 2 200 SH DEFINED 01 02 03 200
BROOKS AUTOMATION INC COM 11434A100 68 3900 SH DEFINED 01 02 03 3900
BROWN & BROWN INC COM 115236101 126 3787 SH DEFINED 01 02 03 3787
BROWN FORMAN CORP CL B 115637209 1263 20248 SH DEFINED 01 02 03 20248
BROWN TOM INC COM NEW 115660201 112 7600 SH DEFINED 01 02 03 7600
BROWN SHOE INC NEW COM 115736100 110 6000 SH DEFINED 01 02 03 6000
BRUNSWICK CORP COM 117043109 1079 43390 SH DEFINED 01 02 03 43390
BRUSH WELLMAN INC COM 117421107 68 4600 SH DEFINED 01 02 03 4600
BUCKEYE TECHNOLOGIES INC COM 118255108 107 6800 SH DEFINED 01 02 03 6800
BUCKLE INC COM 118440106 36 2100 SH DEFINED 01 02 03 2100
BUDGET GROUP INC CL A 119003101 50 7100 SH DEFINED 01 02 03 7100
BUFFETS INC COM 119882108 614 52812 SH DEFINED 01 02 03 52812
BUILDING ONE SVCS CORP COM 120114103 40 3244 SH DEFINED 01 02 03 3244
BURLINGTON COAT FACTORY COM 121579106 120 6080 SH DEFINED 01 02 03 6080
BURLINGTON INDS INC COM 121693105 288 65000 SH DEFINED 01 02 03 65000
BURLINGTON NORTHN SANTA FE CP COM 12189T104 7927 288238 SH DEFINED 01 02 03 288238
BURLINGTON RES INC COM 122014103 3088 84030 SH DEFINED 01 02 03 84030
BURNHAM PAC PPTYS INC COM 12232C108 93 8800 SH DEFINED 01 02 03 8800
BURNS INTL SVCS CORP COM 122374101 76 4700 SH DEFINED 01 02 03 4700
BURR BROWN CORP COM 122574106 7955 201400 SH DEFINED 01 02 03 201400
BUSH BOAKE ALLEN INC COM 123162109 92 3500 SH DEFINED 01 02 03 3500
BUSH INDS INC CL A 123164105 12 900 SH DEFINED 01 02 03 900
BUTLER MFG CO DEL COM 123655102 38 1450 SH DEFINED 01 02 03 1450
C&D TECHNOLOGIES INC COM 124661109 80 2200 SH DEFINED 01 02 03 2200
CAIS INTERNET INC COM 12476Q102 52 4300 SH DEFINED 01 02 03 4300
CBL & ASSOC PPTYS INC COM 124830100 216 8850 SH DEFINED 01 02 03 8850
CBT GROUP PUB LTD SPON ADR NEW 124853300 89 3600 SH DEFINED 01 02 03 3600
CCC INFORMATION SVCS GROUP INC COM 12487Q109 83 6300 SH DEFINED 01 02 03 6300
CCB FINL CORP COM 124875105 1523 36600 SH DEFINED 01 02 03 36600
CB RICHARD ELLIS SVCS INC COM 12489L108 85 5600 SH DEFINED 01 02 03 5600
CBRL GROUP INC COM 12489V106 1252 80766 SH DEFINED 01 02 03 80766
CBS CORP COM 12490K107 28229 610360 SH DEFINED 01 02 03 610360
CFW COMMUNICATION CO COM 124923103 79 3300 SH DEFINED 01 02 03 3300
C-CUBE MICROSYSTEMS INC COM 125015107 483 11100 SH DEFINED 01 02 03 11100
C D I CORP COM 125071100 101 3700 SH DEFINED 01 02 03 3700
CDNOW INC NEW COM 125086108 67 5384 SH DEFINED 01 02 03 5384
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CD RADIO INC COM 125127100 92 3600 SH DEFINED 01 02 03 3600
CEC ENTMT INC COM 125137109 242 6750 SH DEFINED 01 02 03 6750
CFS BANCORP INC COM 12525D102 7 700 SH DEFINED 01 02 03 700
C H ROBINSON WORLDWIDE INC COM 12541W100 344 10200 SH DEFINED 01 02 03 10200
CHS ELECTRONICS INC COM NEW 12542A206 27 18650 SH DEFINED 01 02 03 18650
CIGNA CORP COM 125509109 10366 133326 SH DEFINED 01 02 03 133326
CLECO CORP NEW COM 12561W105 974 30042 SH DEFINED 01 02 03 30042
CK WITCO CORP COM 12562C108 2217 152208 SH DEFINED 01 02 03 152208
CMGI INC COM 125750109 62 600 SH DEFINED 01 02 03 600
CMI CORP CL A 125761304 65 9300 SH DEFINED 01 02 03 9300
CMP GROUP INC COM 125887109 1011 38316 SH DEFINED 01 02 03 38316
CMS ENERGY CORP COM 125896100 1738 51200 SH DEFINED 01 02 03 51200
CPI CORP COM 125902106 83 2420 SH DEFINED 01 02 03 2420
CPB INC COM 125903104 5 200 SH DEFINED 01 02 03 200
CSS INDS INC COM 125906107 46 2000 SH DEFINED 01 02 03 2000
CNET INC COM 125945105 7840 140000 SH DEFINED 01 02 03 140000
CTG RES INC COM 125957100 7 200 SH DEFINED 01 02 03 200
CSK AUTO CORP COM 125965103 87 4000 SH DEFINED 01 02 03 4000
CNA SURETY CORP COM 12612L108 62 4700 SH DEFINED 01 02 03 4700
CNF TRANSN INC COM 12612W104 3561 95600 SH DEFINED 01 02 03 95600
CSG SYS INTL INC COM 126349109 41 1500 SH DEFINED 01 02 03 1500
CSX CORP COM 126408103 11618 274177 SH DEFINED 01 02 03 274177
CTC COMMUNICATIONS CORP COM 126418102 51 3100 SH DEFINED 01 02 03 3100
CT COMMUNICATIONS INC COM NEW 126426402 74 1500 SH DEFINED 01 02 03 1500
CTS CORP COM 126501105 403 7000 SH DEFINED 01 02 03 7000
CUNO INC COM 126583103 128 6450 SH DEFINED 01 02 03 6450
CVS CORP COM 126650100 20671 506487 SH DEFINED 01 02 03 506487
CABLEVISION SYS CORP CL A 12686C109 189 2600 SH DEFINED 01 02 03 2600
CABLETRON SYS INC COM 126920107 1013 64584 SH DEFINED 01 02 03 64584
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 169 7400 SH DEFINED 01 02 03 7400
CABOT CORP COM 127055101 1474 62080 SH DEFINED 01 02 03 62080
CABOT INDUSTRIAL TRUST COM 127072106 141 7300 SH DEFINED 01 02 03 7300
CABOT OIL & GAS CORP CL A 127097103 131 7600 SH DEFINED 01 02 03 7600
CACI INTL INC CL A 127190304 109 5100 SH DEFINED 01 02 03 5100
CADENCE DESIGN SYSTEM INC COM 127387108 3523 265856 SH DEFINED 01 02 03 265856
CADIZ INC COM 127537108 68 7100 SH DEFINED 01 02 03 7100
CALGON CARBON CORP COM 129603106 65 9600 SH DEFINED 01 02 03 9600
CALIFORNIA WTR SVC GROUP COM 130788102 88 3200 SH DEFINED 01 02 03 3200
CALLAWAY GOLF CO COM 131193104 1073 88000 SH DEFINED 01 02 03 88000
CALPINE CORP COM 131347106 2237 26300 SH DEFINED 01 02 03 26300
CAMBREX CORP COM 132011107 164 6200 SH DEFINED 01 02 03 6200
CAMBRIDGE TECH PARTNERS MASS COM 132524109 927 63900 SH DEFINED 01 02 03 63900
CAMDEN PPTY TR SH BEN INT 133131102 321 11941 SH DEFINED 01 02 03 11941
CAMPBELL SOUP CO COM 134429109 8868 226660 SH DEFINED 01 02 03 226660
CANANDAIGUA BRANDS INC CL A 137219200 251 4200 SH DEFINED 01 02 03 4200
CAPITAL CITY BK GROUP INC COM 139674105 31 1350 SH DEFINED 01 02 03 1350
CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 75 6100 SH DEFINED 01 02 03 6100
CAPITAL ONE FINL CORP COM 14040H105 4108 105328 SH DEFINED 01 02 03 105328
CAPITAL RE CORP COM 140432105 62 6200 SH DEFINED 01 02 03 6200
CAPITAL SR LIVING CORP COM 140475104 47 6200 SH DEFINED 01 02 03 6200
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CAPITOL FED FINL COM 14057C106 202 20300 SH DEFINED 01 02 03 20300
CAPROCK COMMUNICATIONS CORP COM 140667106 307 13200 SH DEFINED 01 02 03 13200
CARAUSTAR INDS INC COM 140909102 171 6700 SH DEFINED 01 02 03 6700
CARDINAL HEALTH INC COM 14149Y108 22076 405056 SH DEFINED 01 02 03 405056
CAREERBUILDER INC COM 141684100 32 4500 SH DEFINED 01 02 03 4500
CAREINSITE INC COM 14170M106 61 1200 SH DEFINED 01 02 03 1200
CAREMATRIX CORP COM 141706101 19 3600 SH DEFINED 01 02 03 3600
CARLISLE COS INC COM 142339100 984 24900 SH DEFINED 01 02 03 24900
CARMIKE CINEMAS INC CL A 143436103 35 2700 SH DEFINED 01 02 03 2700
CARNIVAL CORP COM 143658102 12402 285100 SH DEFINED 01 02 03 285100
CAROLINA FIRST CORP COM 143877108 119 6000 SH DEFINED 01 02 03 6000
CARRIAGE SVCS INC CL A 143905107 1 100 SH DEFINED 01 02 03 100
CAROLINA PWR & LT CO COM 144141108 3098 87586 SH DEFINED 01 02 03 87586
CARPENTER TECHNOLOGY CORP COM 144285103 858 35010 SH DEFINED 01 02 03 35010
CARRIER ACCESS CORP COM 144460102 84 2000 SH DEFINED 01 02 03 2000
CARTER WALLACE INC COM 146285101 859 48046 SH DEFINED 01 02 03 48046
CASCADE NAT GAS CORP COM 147339105 4 200 SH DEFINED 01 02 03 200
CASE CORP COM 14743R103 3213 64511 SH DEFINED 01 02 03 64511
CASEYS GEN STORES INC COM 147528103 180 13400 SH DEFINED 01 02 03 13400
CASH AMER INTL INC COM 14754D100 99 10467 SH DEFINED 01 02 03 10467
CASTLE A M & CO COM 148411101 43 3437 SH DEFINED 01 02 03 3437
CASTLE & COOKE INC NEW COM 148433105 54 3530 SH DEFINED 01 02 03 3530
CATALINA MARKETING CORP COM 148867104 679 8000 SH DEFINED 01 02 03 8000
CATALYTICA INC COM 148885106 182 12100 SH DEFINED 01 02 03 12100
CATAPULT COMMUNICATIONS CORP COM 149016107 53 3400 SH DEFINED 01 02 03 3400
CATERPILLAR INC DEL COM 149123101 11381 207629 SH DEFINED 01 02 03 207629
CATHAY BANCORP INC COM 149150104 89 2500 SH DEFINED 01 02 03 2500
CATO CORP NEW CL A 149205106 3 200 SH DEFINED 01 02 03 200
CELLSTAR CORP COM 150925105 65 8600 SH DEFINED 01 02 03 8600
CELLNET DATA SYS INC COM 15115M101 44 11200 SH DEFINED 01 02 03 11200
CEMEX S A SPON ADR 5 ORD 151290889 92 3821 SH DEFINED 01 02 03 3821
CENDANT CORP COM 151313103 6370 358859 SH DEFINED 01 02 03 358859
CENTENNIAL BANCORP COM 15133T104 1 126 SH DEFINED 01 02 03 126
CENTER TR INC CENTER TR INC 151845104 4 400 SH DEFINED 01 02 03 400
CENTERPOINT PPTYS TR SH BEN INT 151895109 172 5200 SH DEFINED 01 02 03 5200
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 111 3000 SH DEFINED 01 02 03 3000
CENTEX CORP COM 152312104 3749 126832 SH DEFINED 01 02 03 126832
CENTOCOR INC COM 152342101 3999 68288 SH DEFINED 01 02 03 68288
CENTRAL & SOUTH WEST CORP COM 152357109 2588 122492 SH DEFINED 01 02 03 122492
CENTRAL GARDEN & PET CO COM 153527106 60 7900 SH DEFINED 01 02 03 7900
CENTRAL HUDSON GAS & ELEC CORP COM 153609102 177 4500 SH DEFINED 01 02 03 4500
CENTRAL PKG CORP COM 154785109 151 5150 SH DEFINED 01 02 03 5150
CENTURY BUSINESS SVCS INC COM 156490104 169 14500 SH DEFINED 01 02 03 14500
CENTURY SOUTH BKS INC COM 156683104 30 1300 SH DEFINED 01 02 03 1300
CENTURYTEL INC COM 156700106 2574 63350 SH DEFINED 01 02 03 63350
CEPHALON INC COM 156708109 122 6800 SH DEFINED 01 02 03 6800
CERIDIAN CORP COM 15677T106 2041 82068 SH DEFINED 01 02 03 82068
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CERNER CORP COM 156782104 95 6200 SH DEFINED 01 02 03 6200
CHAMPION ENTERPRISES INC COM 158496109 96 10652 SH DEFINED 01 02 03 10652
CHAMPION INTL CORP COM 158525105 2487 48407 SH DEFINED 01 02 03 48407
CHAMPIONSHIP AUTO RACING TEAM COM 158711101 68 2600 SH DEFINED 01 02 03 2600
CHARLES RIVER ASSOCIATES COM 159852102 109 3900 SH DEFINED 01 02 03 3900
CHARTER ONE FINL INC COM 160903100 3877 167648 SH DEFINED 01 02 03 167648
CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 8 600 SH DEFINED 01 02 03 600
CHARMING SHOPPES INC COM 161133103 133 26000 SH DEFINED 01 02 03 26000
CHART INDS INC COM 16115Q100 1 200 SH DEFINED 01 02 03 200
CHASE MANHATTAN CORP NEW COM 16161A108 33538 444950 SH DEFINED 01 02 03 444950
CHATEAU CMNTYS INC COM 161726104 140 5400 SH DEFINED 01 02 03 5400
CHATTEM INC COM 162456107 53 2400 SH DEFINED 01 02 03 2400
CHECKFREE HLDGS CORP COM 162816102 53 1300 SH DEFINED 01 02 03 1300
CHECKPOINT SYS INC COM 162825103 90 9700 SH DEFINED 01 02 03 9700
CHEESECAKE FACTORY INC COM 163072101 119 4300 SH DEFINED 01 02 03 4300
CHELSEA GCA RLTY INC COM 163262108 133 4200 SH DEFINED 01 02 03 4200
CHEMED CORP COM 163596109 79 2600 SH DEFINED 01 02 03 2600
CHEMFIRST INC COM 16361A106 158 5800 SH DEFINED 01 02 03 5800
CHEMICAL FINL CORP COM 163731102 133 3912 SH DEFINED 01 02 03 3912
CHESAPEAKE CORP COM 165159104 759 25081 SH DEFINED 01 02 03 25081
CHESAPEAKE ENERGY CORP COM 165167107 81 20816 SH DEFINED 01 02 03 20816
CHEVRON CORPORATION COM 166751107 29115 328059 SH DEFINED 01 02 03 328059
CHICAGO TITLE CORP COM 168228104 148 3700 SH DEFINED 01 02 03 3700
CHILDRENS PL RETAIL STORES INC COM 168905107 117 4400 SH DEFINED 01 02 03 4400
CHOICE HOTELS INTL INC COM 169905106 194 11300 SH DEFINED 01 02 03 11300
CHIQUITA BRANDS INTL INC COM 170032106 99 16600 SH DEFINED 01 02 03 16600
CHIREX INC COM 170038103 59 2300 SH DEFINED 01 02 03 2300
CHIRON CORP COM 170040109 4676 168880 SH DEFINED 01 02 03 168880
CHITTENDEN CORP COM 170228100 208 7295 SH DEFINED 01 02 03 7295
CHOICEPOINT INC COM 170388102 249 3700 SH DEFINED 01 02 03 3700
CHRIS CRAFT INDS INC COM 170520100 2318 41295 SH DEFINED 01 02 03 41295
CHUBB CORP COM 171232101 4455 89426 SH DEFINED 01 02 03 89426
CHURCH & DWIGHT INC COM 171340102 1246 49828 SH DEFINED 01 02 03 49828
CHURCHILL DOWNS INC COM 171484108 37 1600 SH DEFINED 01 02 03 1600
CIBER INC COM 17163B102 141 9200 SH DEFINED 01 02 03 9200
CILCORP INC COM 171794100 344 5300 SH DEFINED 01 02 03 5300
CINCINNATI BELL INC COM 171870108 2669 137300 SH DEFINED 01 02 03 137300
CINAR CORP SUB VTG SHS B 171905300 333 11000 SH DEFINED 01 02 03 11000
CINCINNATI FINL CORP COM 172062101 2773 73872 SH DEFINED 01 02 03 73872
CINERGY CORP COM 172474108 3416 120636 SH DEFINED 01 02 03 120636
CIRCLE INTL GROUP INC COM 172574105 125 6100 SH DEFINED 01 02 03 6100
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 5067 120102 SH DEFINED 01 02 03 120102
CISCO SYS INC COM 17275R102 225002 3281708 SH DEFINED 01 02 03 3281708
CIRRUS LOGIC CORP COM 172755100 785 71336 SH DEFINED 01 02 03 71336
CITADEL COMMUNICATIONS CORP COM 172853202 133 3900 SH DEFINED 01 02 03 3900
CITATION CORP ALA COM 172895104 63 3700 SH DEFINED 01 02 03 3700
CINTAS CORP COM 172908105 6470 111906 SH DEFINED 01 02 03 111906
CITIGROUP INC COM 172967101 100580 2285913 SH DEFINED 01 02 03 2285913
CITIZENS BKG CORP MICH COM 174420109 174 6650 SH DEFINED 01 02 03 6650
CITRIX SYS INC COM 177376100 22403 361700 SH DEFINED 01 02 03 361700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CITY HLDG CO COM 177835105 54 2799 SH DEFINED 01 02 03 2799
CITY NATL CORP COM 178566105 1462 43555 SH DEFINED 01 02 03 43555
CLAIRE'S STORES INC COM 179584107 768 46371 SH DEFINED 01 02 03 46371
CLARCOR INC COM 179895107 115 6850 SH DEFINED 01 02 03 6850
CLARIFY INC COM 180492100 267 5300 SH DEFINED 01 02 03 5300
CLAYTON HOMES INC COM 184190106 1169 134531 SH DEFINED 01 02 03 134531
CLEAR CHANNEL COMMUNICATIONS COM 184502102 17219 215569 SH DEFINED 01 02 03 215569
CLEVELAND CLIFFS INC COM 185896107 413 13257 SH DEFINED 01 02 03 13257
CLOROX CO DEL COM 189054109 6541 171008 SH DEFINED 01 02 03 171008
CLOSURE MED CORP COM 189093107 34 2500 SH DEFINED 01 02 03 2500
COACHMEN INDS INC COM 189873102 71 4600 SH DEFINED 01 02 03 4600
COAST FEDERAL LITIGATION TR RT 19034Q110 5 5200 SH DEFINED 01 02 03 5200
COASTAL CORP COM 190441105 4403 107562 SH DEFINED 01 02 03 107562
COCA COLA BOTTLING CO CONS COM 191098102 79 1400 SH DEFINED 01 02 03 1400
COCA COLA CO COM 191216100 62443 1299202 SH DEFINED 01 02 03 1299202
COCA COLA ENTERPRISES INC COM 191219104 4332 192020 SH DEFINED 01 02 03 192020
COGNEX CORP COM 192422103 10644 352600 SH DEFINED 01 02 03 352600
COHERENT INC COM 192479103 145 6500 SH DEFINED 01 02 03 6500
COHU INC COM 192576106 148 7000 SH DEFINED 01 02 03 7000
COINSTAR INC COM 19259P300 52 5200 SH DEFINED 01 02 03 5200
COLDWATER CREEK INC COM 193068103 54 2700 SH DEFINED 01 02 03 2700
COLE KENNETH PRODTNS INC CL A 193294105 135 3600 SH DEFINED 01 02 03 3600
COLEMAN INC NEW COM 193559101 1 100 SH DEFINED 01 02 03 100
COLGATE PALMOLIVE CO COM 194162103 17071 373146 SH DEFINED 01 02 03 373146
COLLINS & AIKMAN CORP NEW COM 194830105 116 16600 SH DEFINED 01 02 03 16600
COLONIAL BANCGROUP INC COM 195493309 13 1200 SH DEFINED 01 02 03 1200
COLONIAL PPTYS TR COM SH BEN INT 195872106 185 6900 SH DEFINED 01 02 03 6900
COLUMBIA ENERGY GROUP COM 197648108 3708 66963 SH DEFINED 01 02 03 66963
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 6413 302671 SH DEFINED 01 02 03 302671
COLUMBIA LABS INC COM 197779101 67 8900 SH DEFINED 01 02 03 8900
COLUMBIA SPORTSWEAR CO COM 198516106 64 4500 SH DEFINED 01 02 03 4500
COLUMBUS MCKINNON CORP N Y COM 199333105 57 3300 SH DEFINED 01 02 03 3300
COMAIR HOLDINGS INC COM 199789108 1635 98000 SH DEFINED 01 02 03 98000
COMFORT SYS USA INC COM 199908104 116 9900 SH DEFINED 01 02 03 9900
COMCAST CORP CL A SPL 200300200 15782 395780 SH DEFINED 01 02 03 395780
COMDISCO INC COM 200336105 3186 164988 SH DEFINED 01 02 03 164988
COMERICA INC COM 200340107 4312 85175 SH DEFINED 01 02 03 85175
COMMERCE BANCORP INC NJ COM 200519106 325 7829 SH DEFINED 01 02 03 7829
COMMERCE GROUP INC MASS COM 200641108 156 6800 SH DEFINED 01 02 03 6800
COMMERCIAL FEDERAL CORPORATION COM 201647104 53 2700 SH DEFINED 01 02 03 2700
COMMERCIAL INTERTECH CORP COM 201709102 44 3650 SH DEFINED 01 02 03 3650
COMMERCIAL METALS CO COM 201723103 125 4333 SH DEFINED 01 02 03 4333
COMMERCIAL NET LEASE RLTY INC COM 202218103 103 9700 SH DEFINED 01 02 03 9700
COMMNET CELLULAR INC COM 202604203 178 5700 SH DEFINED 01 02 03 5700
COMMONWEALTH BANCORP INC COM 20268X102 142 8300 SH DEFINED 01 02 03 8300
COMMONWEALTH TEL ENTERPRISES COM 203349105 170 3866 SH DEFINED 01 02 03 3866
COMMSCOPE INC COM 203372107 439 13501 SH DEFINED 01 02 03 13501
COMMUNITY FIRST BANKSHARES INC COM 203902101 253 15000 SH DEFINED 01 02 03 15000
COMMUNITY TR BANCORP INC COM 204149108 64 2966 SH DEFINED 01 02 03 2966
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COMPANHIA BRASILEIRA DE DISTRB ADR 20440T201 119 6000 SH DEFINED 01 02 03 6000
COMPASS BANCSHARES INC COM 20449H109 2868 114700 SH DEFINED 01 02 03 114700
COMPAQ COMPUTER CORP COM 204493100 20929 912450 SH DEFINED 01 02 03 912450
COMPLETE BUSINESS SOLUTIONS COM 20452F107 57 4200 SH DEFINED 01 02 03 4200
COMPUCOM SYS INC COM 204780100 81 21700 SH DEFINED 01 02 03 21700
COMPUTER ASSOC INTL INC COM 204912109 71683 1170334 SH DEFINED 01 02 03 1170334
COMPUTER NETWORK TECHNOLOGY CP COM 204925101 66 7100 SH DEFINED 01 02 03 7100
COMPUSA INC COM 204932107 636 103900 SH DEFINED 01 02 03 103900
COMPUTER SCIENCES CORP COM 205363104 16778 238623 SH DEFINED 01 02 03 238623
COMPUTER TASK GROUP INC COM 205477102 90 6100 SH DEFINED 01 02 03 6100
COMPUWARE CORP COM 205638109 5460 209502 SH DEFINED 01 02 03 209502
COMSAT CORP COM SER 1 20564D107 1417 47842 SH DEFINED 01 02 03 47842
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 6243 66200 SH DEFINED 01 02 03 66200
CONAGRA INC COM 205887102 5710 253058 SH DEFINED 01 02 03 253058
CONCENTRIC NETWORK CORP COM 20589R107 496 24400 SH DEFINED 01 02 03 24400
COMPUTER HORIZONS CORP COM 205908106 101 8725 SH DEFINED 01 02 03 8725
CONCORD COMMUNICATIONS INC COM 206186108 131 3300 SH DEFINED 01 02 03 3300
CONCORD EFS INC COM 206197105 3598 174450 SH DEFINED 01 02 03 174450
CONCUR TECHNOLOGIES INC COM 206708109 48 1700 SH DEFINED 01 02 03 1700
CONCURRENT COMPUTER CORP NEW COM 206710204 110 16200 SH DEFINED 01 02 03 16200
CONDOR TECHNOLOGY SOLUTIONS COM 206772105 8 3200 SH DEFINED 01 02 03 3200
CONECTIV INC COM 206829103 1462 74478 SH DEFINED 01 02 03 74478
CONMED CORP COM 207410101 115 4700 SH DEFINED 01 02 03 4700
CONNECTICUT ENERGY CORP COM 207567108 108 2800 SH DEFINED 01 02 03 2800
CONNING CORP COM 208215103 41 3600 SH DEFINED 01 02 03 3600
CONOCO INC CL B 208251405 8290 302816 SH DEFINED 01 02 03 302816
CONSECO INC COM 208464107 5456 282510 SH DEFINED 01 02 03 282510
CONSOL ENERGY INC COM 20854P109 3 200 SH DEFINED 01 02 03 200
CONSOLIDATED EDISON INC COM 209115104 5121 123399 SH DEFINED 01 02 03 123399
CONSOLIDATED FREIGHTWAYS CORP COM 209232107 81 8200 SH DEFINED 01 02 03 8200
CONSOLIDATED GRAPHICS INC COM 209341106 122 2900 SH DEFINED 01 02 03 2900
CONSOLIDATED NAT GAS CO COM 209615103 4712 75536 SH DEFINED 01 02 03 75536
CONSOLIDATED PAPERS INC COM 209759109 2208 82170 SH DEFINED 01 02 03 82170
CONSOLIDATED PRODS INC COM 209798107 86 8800 SH DEFINED 01 02 03 8800
CONSOLIDATED STORES CORP COM 210149100 1558 70600 SH DEFINED 01 02 03 70600
CONSTELLATION ENERGY CORP COM 210371100 1772 62998 SH DEFINED 01 02 03 62998
CONTIFINANCIAL CORP COM 21075V107 9 8100 SH DEFINED 01 02 03 8100
CONTINENTAL AIRLS INC CL B 210795308 249 7600 SH DEFINED 01 02 03 7600
CONVERGYS CORP COM 212485106 2748 138700 SH DEFINED 01 02 03 138700
COOPER CAMERON CORP COM 216640102 136 3600 SH DEFINED 01 02 03 3600
COOPER COS INC COM NEW 216648402 161 5200 SH DEFINED 01 02 03 5200
COOPER INDS INC COM 216669101 2892 61855 SH DEFINED 01 02 03 61855
COOPER TIRE & RUBR CO COM 216831107 603 34200 SH DEFINED 01 02 03 34200
COORS ADOLPH CO CL B 217016104 914 16878 SH DEFINED 01 02 03 16878
COPART INC COM 217204106 87 4700 SH DEFINED 01 02 03 4700
COR THERAPEUTICS INC COM 217753102 103 5400 SH DEFINED 01 02 03 5400
CORDANT TECHNOLOGIES INC COM 218412104 1011 33222 SH DEFINED 01 02 03 33222
CORN PRODS INTL INC COM 219023108 304 10000 SH DEFINED 01 02 03 10000
CORNELL CORRECTIONS INC COM 219141108 75 4600 SH DEFINED 01 02 03 4600
CORNERSTONE RLTY INCOME TR INC COM 21922V102 96 10700 SH DEFINED 01 02 03 10700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CORNING INC COM 219350105 23574 343835 SH DEFINED 01 02 03 343835
CORPORATE EXPRESS INC COM 219888104 252 26800 SH DEFINED 01 02 03 26800
CORT BUSINESS SVCS CORP COM 220493100 88 3800 SH DEFINED 01 02 03 3800
CORUS BANKSHARES INC COM 220873103 68 2650 SH DEFINED 01 02 03 2650
COST PLUS INC CALIF COM 221485105 247 5100 SH DEFINED 01 02 03 5100
COSTCO WHSL CORP NEW COM 22160K105 8669 120408 SH DEFINED 01 02 03 120408
COSTAR GROUP INC COM 22160N109 17 700 SH DEFINED 01 02 03 700
COTELLIGENT INC COM 221630106 28 7900 SH DEFINED 01 02 03 7900
COULTER PHARMACEUTICAL INC COM 222116105 63 4500 SH DEFINED 01 02 03 4500
COUNTRYWIDE CR INDS INC DEL COM 222372104 2048 63508 SH DEFINED 01 02 03 63508
COUSINS PPTYS INC COM 222795106 206 6075 SH DEFINED 01 02 03 6075
COVAD COMMUNICATIONS GROUP INC COM 222814204 133 3050 SH DEFINED 01 02 03 3050
COVANCE INC COM 222816100 859 88625 SH DEFINED 01 02 03 88625
COVENTRY HEALTH CARE INC COM 222862104 149 15700 SH DEFINED 01 02 03 15700
COX COMMUNICATIONS INC NEW CL A 224044107 953 22837 SH DEFINED 01 02 03 22837
COX RADIO INC CL A 224051102 62 1050 SH DEFINED 01 02 03 1050
CRANE CO COM 224399105 630 28081 SH DEFINED 01 02 03 28081
CRAWFORD & CO CL B 224633107 135 9400 SH DEFINED 01 02 03 9400
CREDENCE SYS CORP COM 225302108 240 5350 SH DEFINED 01 02 03 5350
CREDIT ACCEP CORP MICH COM 225310101 73 12200 SH DEFINED 01 02 03 12200
CREDITRUST CORP COM 225429109 49 2200 SH DEFINED 01 02 03 2200
CREE RESH INC COM 225447101 187 5500 SH DEFINED 01 02 03 5500
CRESTLINE CAP CORP COM 226153104 47 2300 SH DEFINED 01 02 03 2300
CROSS TIMBERS OIL CO COM 227573102 131 9675 SH DEFINED 01 02 03 9675
CROWN AMERN RLTY TR SH BEN INT 228186102 42 6500 SH DEFINED 01 02 03 6500
CROWN CORK & SEAL INC COM 228255105 1819 74993 SH DEFINED 01 02 03 74993
CUBIC CORP COM 229669106 49 2100 SH DEFINED 01 02 03 2100
CULLEN FROST BANKERS INC COM 229899109 111 4450 SH DEFINED 01 02 03 4450
CUMMINS ENGINE INC COM 231021106 1629 32700 SH DEFINED 01 02 03 32700
CUMULUS MEDIA INC CL A 231082108 98 3000 SH DEFINED 01 02 03 3000
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CYBERCASH INC COM 232462101 45 6200 SH DEFINED 01 02 03 6200
CYBERONICS INC COM 23251P102 154 8600 SH DEFINED 01 02 03 8600
CYMER INC COM 232572107 416 12000 SH DEFINED 01 02 03 12000
CYPRESS SEMICONDUCTOR CORP COM 232806109 2992 139182 SH DEFINED 01 02 03 139182
CYPRUS AMAX MINERALS CO COM 232809103 1451 73916 SH DEFINED 01 02 03 73916
CYTEC INDS INC COM 232820100 1402 58400 SH DEFINED 01 02 03 58400
CYTYC CORP COM 232946103 186 4800 SH DEFINED 01 02 03 4800
DII GROUP INC COM 232949107 257 7300 SH DEFINED 01 02 03 7300
DBT ONLINE INC COM 233044106 62 2500 SH DEFINED 01 02 03 2500
DQE INC COM 23329J104 20 500 SH DEFINED 01 02 03 500
DPL INC COM 233293109 3023 171500 SH DEFINED 01 02 03 171500
D R HORTON INC COM 23331A109 170 13105 SH DEFINED 01 02 03 13105
DSP GROUP INC COM 23332B106 156 3900 SH DEFINED 01 02 03 3900
DSP COMMUNICATIONS INC COM 23332K106 184 9700 SH DEFINED 01 02 03 9700
DST SYS INC DEL COM 233326107 3185 56000 SH DEFINED 01 02 03 56000
DTE ENERGY CO COM 233331107 4436 122793 SH DEFINED 01 02 03 122793
DVI INC COM 233343102 5 300 SH DEFINED 01 02 03 300
DAIN RAUSCHER CORP COM 233856103 162 3300 SH DEFINED 01 02 03 3300
DAISYTEK INTL CORP COM 234053106 107 7600 SH DEFINED 01 02 03 7600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DAL-TILE INTL INC COM 23426R108 106 13300 SH DEFINED 01 02 03 13300
DALLAS SEMICONDUCTOR CORP COM 235204104 444 8300 SH DEFINED 01 02 03 8300
DAN RIV INC GA CL A 235774106 33 5000 SH DEFINED 01 02 03 5000
DANA CORP COM 235811106 4297 115741 SH DEFINED 01 02 03 115741
DANAHER CORP DEL COM 235851102 3282 62300 SH DEFINED 01 02 03 62300
DARDEN RESTAURANTS INC COM 237194105 1400 71557 SH DEFINED 01 02 03 71557
DATA GEN CORP COM 237688106 636 30200 SH DEFINED 01 02 03 30200
DATA TRANSMISSION NETWORK CORP COM 238017107 102 4100 SH DEFINED 01 02 03 4100
DATASCOPE CORP COM 238113104 176 5000 SH DEFINED 01 02 03 5000
DATASTREAM SYS INC COM 238124101 83 6300 SH DEFINED 01 02 03 6300
DAYTON HUDSON CORP COM 239753106 17574 292598 SH DEFINED 01 02 03 292598
DE BEERS CONS MINES LTD ADR DEFD 240253302 159 5900 SH DEFINED 01 02 03 5900
DEAN FOODS CO COM 242361103 1790 41082 SH DEFINED 01 02 03 41082
DEERE & CO COM 244199105 5273 136293 SH DEFINED 01 02 03 136293
DEL MONTE FOODS CO COM 24522P103 147 10400 SH DEFINED 01 02 03 10400
DELHAIZE AMER INC CL A 246688105 129 6098 SH DEFINED 01 02 03 6098
DELHAIZE AMER INC CL B 246688204 113 5001 SH DEFINED 01 02 03 5001
DELL COMPUTER CORP COM 247025109 108237 2588622 SH DEFINED 01 02 03 2588622
DELPHI AUTOMOTIVE SYS CORP COM 247126105 4253 264754 SH DEFINED 01 02 03 264754
DELPHI FINL GROUP INC CL A 247131105 119 3943 SH DEFINED 01 02 03 3943
DELTA & PINE LD CO COM 247357106 248 9600 SH DEFINED 01 02 03 9600
DELTA AIR LINES INC DEL COM 247361108 3607 74380 SH DEFINED 01 02 03 74380
DELTIC TIMBER CORP COM 247850100 100 4400 SH DEFINED 01 02 03 4400
DELUXE CORP COM 248019101 1768 51990 SH DEFINED 01 02 03 51990
DENDRITE INTL INC COM 248239105 217 4600 SH DEFINED 01 02 03 4600
DENTSPLY INTL INC NEW COM 249030107 1087 47800 SH DEFINED 01 02 03 47800
DEPARTMENT 56 INC COM 249509100 117 4900 SH DEFINED 01 02 03 4900
DETROIT DIESEL CORP COM 250837101 46 2500 SH DEFINED 01 02 03 2500
DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 228 16300 SH DEFINED 01 02 03 16300
DEVON ENERGY CORP NEW COM 25179M103 2265 54657 SH DEFINED 01 02 03 54657
DEVRY INC DEL COM 251893103 138 6900 SH DEFINED 01 02 03 6900
DEXTER CORP COM 252165105 1010 27068 SH DEFINED 01 02 03 27068
DIAGNOSTIC PRODS CORP COM 252450101 86 3200 SH DEFINED 01 02 03 3200
DIAL CORP NEW COM 25247D101 4014 157400 SH DEFINED 01 02 03 157400
DIAMOND TECHNOLOGY PARTNERS CL A 252762109 197 4400 SH DEFINED 01 02 03 4400
DIEBOLD INC COM 253651103 1463 63251 SH DEFINED 01 02 03 63251
DIGITAL MICROWAVE CORP COM 253859102 249 15900 SH DEFINED 01 02 03 15900
DIGITAL RIV INC COM 25388B104 52 2400 SH DEFINED 01 02 03 2400
DIME CMNTY BANCSHARES COM 253922108 112 5400 SH DEFINED 01 02 03 5400
DILLARDS INC CL A 254067101 976 48030 SH DEFINED 01 02 03 48030
DIME BANCORP INC NEW COM 25429Q102 1897 108400 SH DEFINED 01 02 03 108400
DIMON INC COM 254394109 48 12300 SH DEFINED 01 02 03 12300
DIONEX CORP COM 254546104 239 5600 SH DEFINED 01 02 03 5600
DISCOUNT AUTO PTS INC COM 254642101 81 5000 SH DEFINED 01 02 03 5000
DISNEY WALT CO COM 254687106 27287 1054584 SH DEFINED 01 02 03 1054584
DIRECT FOCUS INC COM 254931108 92 4900 SH DEFINED 01 02 03 4900
DOCUMENTUM INC COM 256159104 128 5900 SH DEFINED 01 02 03 5900
DOLE FOOD INC COM 256605106 1009 53109 SH DEFINED 01 02 03 53109
DOLLAR GEN CORP COM 256669102 3769 122085 SH DEFINED 01 02 03 122085
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 120 5800 SH DEFINED 01 02 03 5800
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DOLLAR TREE STORES INC COM 256747106 2844 71200 SH DEFINED 01 02 03 71200
DOMINION RES INC VA COM 257470104 6550 145158 SH DEFINED 01 02 03 145158
DONALDSON INC COM 257651109 1181 50936 SH DEFINED 01 02 03 50936
DONALDSON LUFKIN & JENRETTE NW COM DLJ 257661108 36 900 SH DEFINED 01 02 03 900
DONNA KARAN INTL INC COM 257826107 66 7800 SH DEFINED 01 02 03 7800
DONNELLEY R R & SONS CO COM 257867101 2160 74796 SH DEFINED 01 02 03 74796
DORAL FINL CORP COM 25811P100 112 8400 SH DEFINED 01 02 03 8400
DOUBLECLICK INC COM 258609304 8339 70000 SH DEFINED 01 02 03 70000
DOVER CORP COM 260003108 4887 119565 SH DEFINED 01 02 03 119565
DOVER DOWNS ENTMT INC COM 260086103 1 100 SH DEFINED 01 02 03 100
DOW CHEM CO COM 260543103 12183 107219 SH DEFINED 01 02 03 107219
DOW JONES & CO INC COM 260561105 2363 44277 SH DEFINED 01 02 03 44277
DOWNEY FINL CORP COM 261018105 112 5555 SH DEFINED 01 02 03 5555
DRESS BARN INC COM 261570105 101 5500 SH DEFINED 01 02 03 5500
DREYERS GRAND ICE CREAM INC COM 261878102 557 32036 SH DEFINED 01 02 03 32036
DRIL-QUIP INC COM 262037104 64 2500 SH DEFINED 01 02 03 2500
DRKOOP COM INC COM 262098106 108 7600 SH DEFINED 01 02 03 7600
DU PONT E I DE NEMOURS & CO COM 263534109 39015 640909 SH DEFINED 01 02 03 640909
DUANE READE INC COM 263578106 117 3900 SH DEFINED 01 02 03 3900
DUFF & PHELPS CR RATING CO COM 26432F109 32 400 SH DEFINED 01 02 03 400
DUKE ENERGY CORP COM 264399106 9457 171555 SH DEFINED 01 02 03 171555
DUKE WEEKS REALTY CORP COM NEW 264411505 2 114 SH DEFINED 01 02 03 114
DUN & BRADSTREET CORP DEL COM 26483B106 3168 106058 SH DEFINED 01 02 03 106058
DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 67 2800 SH DEFINED 01 02 03 2800
DURA PHARMACEUTICALS INC COM 26632S109 284 20400 SH DEFINED 01 02 03 20400
DYCOM INDS INC COM 267475101 340 8050 SH DEFINED 01 02 03 8050
ECI TELECOM LTD ORD 268258100 165 6695 SH DEFINED 01 02 03 6695
EEX CORP COM NEW 26842V207 44 15033 SH DEFINED 01 02 03 15033
E4L INC COM 268452109 27 7200 SH DEFINED 01 02 03 7200
EG & G INC COM 268457108 1587 39858 SH DEFINED 01 02 03 39858
E M C CORP MASS COM 268648102 89562 1253710 SH DEFINED 01 02 03 1253710
ENSCO INTL INC COM 26874Q100 2534 140300 SH DEFINED 01 02 03 140300
ESS TECHNOLOGY INC COM 269151106 121 9100 SH DEFINED 01 02 03 9100
E SPIRE COMMUNICATIONS INC COM 269153102 110 15200 SH DEFINED 01 02 03 15200
ETEC SYS INC COM 26922C103 207 5500 SH DEFINED 01 02 03 5500
E-TEK DYNAMICS INC COM 269240107 117 2150 SH DEFINED 01 02 03 2150
E TOWN COM 269242103 109 2200 SH DEFINED 01 02 03 2200
E TRADE GROUP INC COM 269246104 11628 494800 SH DEFINED 01 02 03 494800
EAGLE GEOPHYSICAL INC COM 269524104 0 1 SH DEFINED 01 02 03 1
EAGLE USA AIRFREIGHT INC COM 270018104 126 4200 SH DEFINED 01 02 03 4200
EARTHGRAINS CO COM 270319106 336 15200 SH DEFINED 01 02 03 15200
EARTHSHELL CORP COM 27032B100 29 7500 SH DEFINED 01 02 03 7500
EARTHWEB INC COM 27032C108 99 2500 SH DEFINED 01 02 03 2500
EAST WEST BANCORP INC COM 27579R104 2 200 SH DEFINED 01 02 03 200
EASTERN ENTERPRISES COM 27637F100 471 10132 SH DEFINED 01 02 03 10132
EASTERN UTILS ASSOC COM 277173100 161 5400 SH DEFINED 01 02 03 5400
EASTGROUP PPTY INC COM 277276101 83 4600 SH DEFINED 01 02 03 4600
EASTMAN CHEM CO COM 277432100 1657 41425 SH DEFINED 01 02 03 41425
EASTMAN KODAK CO COM 277461109 14958 198284 SH DEFINED 01 02 03 198284
EATON CORP COM 278058102 3649 42278 SH DEFINED 01 02 03 42278
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EATON VANCE CORP COM NON VTG 278265103 243 7600 SH DEFINED 01 02 03 7600
EBAY INC COM 278642103 42 300 SH DEFINED 01 02 03 300
ECLIPSE SURGICAL TECHNOLOGIES COM 278849104 111 6700 SH DEFINED 01 02 03 6700
ECLIPSYS CORP COM 278856109 89 6200 SH DEFINED 01 02 03 6200
ECOLAB INC COM 278865100 2313 67790 SH DEFINED 01 02 03 67790
EDIFY CORP COM 280599101 85 6800 SH DEFINED 01 02 03 6800
EDISON INTL COM 281020107 3993 164217 SH DEFINED 01 02 03 164217
EDUCATION MGMT CORP COM 28139T101 95 7700 SH DEFINED 01 02 03 7700
EDWARDS AG INC COM 281760108 2382 90314 SH DEFINED 01 02 03 90314
EFFICIENT NETWORKS INC COM 282056100 35 950 SH DEFINED 01 02 03 950
EL PASO ELEC CO COM NEW 283677854 143 15900 SH DEFINED 01 02 03 15900
EL PASO ENERGY CORP DEL COM 283905107 5430 136401 SH DEFINED 01 02 03 136401
ELCOR CORP COM 284443108 129 5175 SH DEFINED 01 02 03 5175
ELECTRIC LIGHTWAVE INC CL A 284895109 62 4700 SH DEFINED 01 02 03 4700
ELECTRO RENT CORP COM 285218103 83 6650 SH DEFINED 01 02 03 6650
ELECTRO SCIENTIFIC INDS COM 285229100 272 5100 SH DEFINED 01 02 03 5100
ELECTROGLAS INC COM 285324109 147 6300 SH DEFINED 01 02 03 6300
ELECTRONIC ARTS INC COM 285512109 4031 55700 SH DEFINED 01 02 03 55700
ELECTRONIC DATA SYS NEW COM 285661104 25798 487335 SH DEFINED 01 02 03 487335
ELECTRONICS BOUTIQUE HLDGS CP COM 286045109 77 3000 SH DEFINED 01 02 03 3000
ELECTRONICS FOR IMAGING INC COM 286082102 21637 420900 SH DEFINED 01 02 03 420900
EMBRATEL PARTICIPACOES S A SPON ADR PFD 29081N100 115 10000 SH DEFINED 01 02 03 10000
EMCOR GROUP INC COM 29084Q100 4 200 SH DEFINED 01 02 03 200
EMCORE CORP COM 290846104 46 3300 SH DEFINED 01 02 03 3300
EMERSON ELEC CO COM 291011104 16739 264904 SH DEFINED 01 02 03 264904
EMMIS COMMUNICATIONS CORP CL A 291525103 264 4000 SH DEFINED 01 02 03 4000
EMPIRE DIST ELEC CO COM 291641108 118 4600 SH DEFINED 01 02 03 4600
EMULEX CORP COM NEW 292475209 326 3800 SH DEFINED 01 02 03 3800
ENERGEN CORP COM 29265N108 148 7300 SH DEFINED 01 02 03 7300
ENERGY EAST CORP COM 29266M109 2642 111242 SH DEFINED 01 02 03 111242
ENGELHARD CORP COM 292845104 1411 77586 SH DEFINED 01 02 03 77586
ENGINEERING ANIMATION INC COM 292872108 68 4300 SH DEFINED 01 02 03 4300
ENESCO GROUP INC COM 292973104 69 4500 SH DEFINED 01 02 03 4500
ENHANCE FINL SVCS GROUP INC COM 293310108 126 7100 SH DEFINED 01 02 03 7100
ENRON CORP COM 293561106 12779 309794 SH DEFINED 01 02 03 309794
ENTERCOM COMMUNICATIONS CORP CL A 293639100 248 6900 SH DEFINED 01 02 03 6900
ENTERGY CORP NEW COM 29364G103 3968 137127 SH DEFINED 01 02 03 137127
ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 6 400 SH DEFINED 01 02 03 400
ENTRUST TECHNOLOGIES INC COM 293848107 58 2600 SH DEFINED 01 02 03 2600
ENZON INC COM 293904108 247 8100 SH DEFINED 01 02 03 8100
ENZO BIOCHEM INC COM 294100102 175 6175 SH DEFINED 01 02 03 6175
EPICOR SOFTWARE CORP COM 29426L108 37 6457 SH DEFINED 01 02 03 6457
EQUIFAX INC COM 294429105 2448 87055 SH DEFINED 01 02 03 87055
EQUITABLE RES INC COM 294549100 420 11100 SH DEFINED 01 02 03 11100
EQUITY INNS INC COM 294703103 114 13400 SH DEFINED 01 02 03 13400
ERICSSON L M TEL CO ADR CL B SEK10 294821400 247 7900 SH DEFINED 01 02 03 7900
ESSEX PPTY TR INC COM 297178105 143 4100 SH DEFINED 01 02 03 4100
ESTERLINE TECHNOLOGIES CORP COM 297425100 109 6900 SH DEFINED 01 02 03 6900
ETHAN ALLEN INTERIORS INC COM 297602104 286 9000 SH DEFINED 01 02 03 9000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ETHYL CORP COM 297659104 297 76700 SH DEFINED 01 02 03 76700
ETOYS INC COM 297862104 160 2400 SH DEFINED 01 02 03 2400
EVEREN CAPITAL CORP COM 299761106 153 5200 SH DEFINED 01 02 03 5200
EVEREST REINS HLDGS INC COM 299808105 1188 49900 SH DEFINED 01 02 03 49900
EXAR CORP COM 300645108 266 7100 SH DEFINED 01 02 03 7100
EXCALIBUR TECHNOLOGIES CORP COM NEW 300651205 39 4700 SH DEFINED 01 02 03 4700
EXCEL SWITCHING CORP COM 30067V108 86 2400 SH DEFINED 01 02 03 2400
EXCHANGE APPLICATIONS COM 300867108 166 5700 SH DEFINED 01 02 03 5700
EXIDE CORP COM 302051107 50 5200 SH DEFINED 01 02 03 5200
EXODUS COMMUNICATIONS INC COM 302088109 8309 115300 SH DEFINED 01 02 03 115300
EXTENDED STAY AMER INC COM 30224P101 167 18600 SH DEFINED 01 02 03 18600
EXXON CORP COM 302290101 120029 1580628 SH DEFINED 01 02 03 1580628
F&M BANCORP MD COM 302367107 8 315 SH DEFINED 01 02 03 315
F & M BANCORPORATION INC COM 302371109 110 3160 SH DEFINED 01 02 03 3160
F & M NATL CORP COM 302374103 154 5914 SH DEFINED 01 02 03 5914
FBL FINL GROUP INC CL A 30239F106 144 7000 SH DEFINED 01 02 03 7000
F M C CORP COM NEW 302491303 777 16100 SH DEFINED 01 02 03 16100
FNB CORP PA COM 302520101 124 5100 SH DEFINED 01 02 03 5100
FPIC INS GROUP INC COM 302563101 33 2200 SH DEFINED 01 02 03 2200
FPL GROUP INC COM 302571104 7474 148370 SH DEFINED 01 02 03 148370
FSI INTL INC COM 302633102 78 9500 SH DEFINED 01 02 03 9500
F Y I INC COM 302712104 51 1500 SH DEFINED 01 02 03 1500
FCNB CORP COM 302920103 4 200 SH DEFINED 01 02 03 200
FACTORY 2-U INC COM 303072102 120 4000 SH DEFINED 01 02 03 4000
FACTSET RESH SYS INC COM 303075105 142 2500 SH DEFINED 01 02 03 2500
FAIR ISAAC & CO INC COM 303250104 76 2700 SH DEFINED 01 02 03 2700
FAIRCHILD CORP CL A 303698104 62 6002 SH DEFINED 01 02 03 6002
FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 146 6200 SH DEFINED 01 02 03 6200
FAIRFIELD CMNTYS INC COM PAR $0.01 304231301 121 11100 SH DEFINED 01 02 03 11100
FAMILY DLR STORES INC COM 307000109 3311 156720 SH DEFINED 01 02 03 156720
FAMILY GOLF CTRS INC COM 30701A106 15 6000 SH DEFINED 01 02 03 6000
FARMER BROS CO COM 307675108 29 175 SH DEFINED 01 02 03 175
FARMERS CAP BK CORP COM 309562106 89 2500 SH DEFINED 01 02 03 2500
FATBRAIN COM INC COM 311889109 46 3100 SH DEFINED 01 02 03 3100
FASTENAL CO COM 311900104 2474 52500 SH DEFINED 01 02 03 52500
FDX CORP COM 31304N107 5918 152730 SH DEFINED 01 02 03 152730
FEDDERS CORP COM 313135105 103 17100 SH DEFINED 01 02 03 17100
FEDERAL HOME LN MTG CORP COM 313400301 21163 406977 SH DEFINED 01 02 03 406977
FEDERAL MOGUL CORP COM 313549107 2130 77273 SH DEFINED 01 02 03 77273
FEDERAL NATL MTG ASSN COM 313586109 36576 583459 SH DEFINED 01 02 03 583459
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 220 10500 SH DEFINED 01 02 03 10500
FEDERAL SIGNAL CORP COM 313855108 1063 53504 SH DEFINED 01 02 03 53504
FEDERATED DEPT STORES INC DEL COM 31410H101 4556 104289 SH DEFINED 01 02 03 104289
FERRO CORP COM 315405100 886 41570 SH DEFINED 01 02 03 41570
FIDELITY HLDGS INC COM 31617J108 40 2400 SH DEFINED 01 02 03 2400
FIDELITY NATL FINL INC COM 316326107 110 7260 SH DEFINED 01 02 03 7260
FIFTH THIRD BANCORP COM 316773100 12479 205105 SH DEFINED 01 02 03 205105
FILENET CORP COM 316869106 97 9100 SH DEFINED 01 02 03 9100
FINANCIAL FED CORP COM 317492106 132 7000 SH DEFINED 01 02 03 7000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FINET COM INC COM PAR $0.01 317922300 50 16600 SH DEFINED 01 02 03 16600
FINISH LINE INC CL A 317923100 107 12200 SH DEFINED 01 02 03 12200
FINOVA GROUP INC COM 317928109 3822 104700 SH DEFINED 01 02 03 104700
FIRST AMERN FINL CORP COM 318522307 188 14058 SH DEFINED 01 02 03 14058
FIRST BANCORP P R COM 318672102 128 6500 SH DEFINED 01 02 03 6500
FIRST BUSEY CORP COM 319383105 5 200 SH DEFINED 01 02 03 200
FIRST CHARTER CORP COM 319439105 46 2600 SH DEFINED 01 02 03 2600
FIRST CTZNS BANCSHARES INC N C CL A 31946M103 142 1850 SH DEFINED 01 02 03 1850
FIRST COMMERCE BANCSHARES INC CL B 319777207 87 4200 SH DEFINED 01 02 03 4200
FIRST COMWLTH FINL CORP PA COM 319829107 158 6200 SH DEFINED 01 02 03 6200
FIRST CONSULTING GROUP INC COM 31986R103 41 4100 SH DEFINED 01 02 03 4100
FIRST FED CAP CORP COM 319960100 3 200 SH DEFINED 01 02 03 200
FIRST DATA CORP COM 319963104 74113 1689180 SH DEFINED 01 02 03 1689180
FIRST FINL BANKSHARES COM 32020R109 80 2420 SH DEFINED 01 02 03 2420
FIRST FINL BANCORP OH COM 320209109 175 7428 SH DEFINED 01 02 03 7428
FIRST FINL CORP IND COM 320218100 86 2331 SH DEFINED 01 02 03 2331
FIRST FINL HLDGS INC COM 320239106 109 6300 SH DEFINED 01 02 03 6300
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 250 10100 SH DEFINED 01 02 03 10100
FIRST IND CORP COM 32054R108 88 4200 SH DEFINED 01 02 03 4200
FIRST LIBERTY FINL CORP COM 320691108 62 2200 SH DEFINED 01 02 03 2200
FIRST MERCHANTS CORP COM 320817109 82 3450 SH DEFINED 01 02 03 3450
FIRST MIDWEST BANCORP DEL COM 320867104 255 6668 SH DEFINED 01 02 03 6668
FIRST HEALTH GROUP CORP COM 320960107 1456 64872 SH DEFINED 01 02 03 64872
FIRST SIERRA FINANCIAL INC COM 335944104 43 4000 SH DEFINED 01 02 03 4000
FIRST REP BK SAN FRANCISCO COM 336158100 8 300 SH DEFINED 01 02 03 300
FIRST SEC CORP DEL COM 336294103 4464 187711 SH DEFINED 01 02 03 187711
FIRST SENTINEL BANCORP INC COM 33640T103 70 9013 SH DEFINED 01 02 03 9013
1ST SOURCE CORP COM 336901103 127 5280 SH DEFINED 01 02 03 5280
FIRST TENN NATL CORP COM 337162101 3279 116604 SH DEFINED 01 02 03 116604
FIRST UN CORP COM 337358105 22637 636549 SH DEFINED 01 02 03 636549
FIRST VA BANKS INC COM 337477103 1980 45462 SH DEFINED 01 02 03 45462
FIRST WASH BANCORP INC WASH COM 33748T104 7 400 SH DEFINED 01 02 03 400
FIRST WASH RLTY TR INC COM 337489504 4 200 SH DEFINED 01 02 03 200
FIRSTAR CORP NEW WIS COM 33763V109 12158 474442 SH DEFINED 01 02 03 474442
FISERV INC COM 337738108 4181 128644 SH DEFINED 01 02 03 128644
FIRSTFED FINL CORP COM 337907109 104 6000 SH DEFINED 01 02 03 6000
FIRSTENERGY CORP COM 337932107 2263 88726 SH DEFINED 01 02 03 88726
FISHER SCIENTIFIC INTL INC COM NEW 338032204 221 10300 SH DEFINED 01 02 03 10300
FLEET FINL GROUP INC NEW COM 338915101 10917 298073 SH DEFINED 01 02 03 298073
FLEETWOOD ENTERPRISES INC COM 339099103 670 33187 SH DEFINED 01 02 03 33187
FLEMING COS INC COM 339130106 105 10700 SH DEFINED 01 02 03 10700
FLORIDA EAST COAST INDS COM 340632108 213 6800 SH DEFINED 01 02 03 6800
FLORIDA PANTHERS HLDGS INC CL A 341064103 82 7800 SH DEFINED 01 02 03 7800
FLORIDA PROGRESS CORP COM 341109106 2132 46100 SH DEFINED 01 02 03 46100
FLORIDA ROCK INDS INC COM 341140101 163 4700 SH DEFINED 01 02 03 4700
FLOWERS INDS INC COM 343496105 1265 93304 SH DEFINED 01 02 03 93304
FLOWSERVE CORP COM 34354P105 743 44718 SH DEFINED 01 02 03 44718
FLUOR CORP COM 343861100 1385 34403 SH DEFINED 01 02 03 34403
FLYCAST COMMUNICATIONS CORP COM 344067103 114 2500 SH DEFINED 01 02 03 2500
FOODMAKER INC NEW COM NEW 344839204 254 10200 SH DEFINED 01 02 03 10200
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FOOTSTAR INC COM 344912100 183 5200 SH DEFINED 01 02 03 5200
FORD MTR CO DEL COM 345370100 28359 565056 SH DEFINED 01 02 03 565056
FOREMOST CORP OF AMER COM 345469100 118 4900 SH DEFINED 01 02 03 4900
FOREST CITY ENTERPRISES INC CL A 345550107 94 4200 SH DEFINED 01 02 03 4200
FOREST LABS INC CL A 345838106 3491 82882 SH DEFINED 01 02 03 82882
FOREST OIL CORP COM NEW 346091606 131 7700 SH DEFINED 01 02 03 7700
FORRESTER RESH INC COM 346563109 66 1700 SH DEFINED 01 02 03 1700
FORT JAMES CORP COM 347471104 3281 122957 SH DEFINED 01 02 03 122957
FORTUNE BRANDS INC COM 349631101 2979 92357 SH DEFINED 01 02 03 92357
FOSSIL INC COM 349882100 124 4575 SH DEFINED 01 02 03 4575
FOSTER WHEELER CORP COM 350244109 713 59104 SH DEFINED 01 02 03 59104
FOUNDATION HEALTH SYS INC COM 350404109 1048 111049 SH DEFINED 01 02 03 111049
FOX ENTMT GROUP INC CL A 35138T107 101 4800 SH DEFINED 01 02 03 4800
FRANCHISE MORTGAGE ACCEPTANCE COM 35181D108 42 5900 SH DEFINED 01 02 03 5900
FRANKLIN COVEY CO COM 353469109 90 11700 SH DEFINED 01 02 03 11700
FRANKLIN ELEC INC COM 353514102 73 1100 SH DEFINED 01 02 03 1100
FRANKLIN RES INC COM 354613101 14617 475336 SH DEFINED 01 02 03 475336
FREEDOM SECS CORP COM 35644K103 4 300 SH DEFINED 01 02 03 300
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 823 52853 SH DEFINED 01 02 03 52853
FREMONT GEN CORP COM 357288109 48 5000 SH DEFINED 01 02 03 5000
FRIEDE GOLDMAN INTERNATIONAL COM 358430106 51 5000 SH DEFINED 01 02 03 5000
FRIEDMAN BILLINGS RAMSEY GROUP CL A 358433100 56 8100 SH DEFINED 01 02 03 8100
FRITZ COS INC COM 358846103 6 600 SH DEFINED 01 02 03 600
FRONTIER AIRLINES INC NEW COM 359065109 24 2500 SH DEFINED 01 02 03 2500
FRONTIER FINL CORP WASH COM 35907K105 93 3700 SH DEFINED 01 02 03 3700
FRONTIER INS GROUP INC NEW COM 359081106 79 9017 SH DEFINED 01 02 03 9017
FULLER H B CO COM 359694106 978 16064 SH DEFINED 01 02 03 16064
FURNITURE BRANDS INTL INC COM 360921100 1185 60200 SH DEFINED 01 02 03 60200
FURON CO COM 361106107 140 5600 SH DEFINED 01 02 03 5600
G & K SVCS INC CL A 361268105 484 11950 SH DEFINED 01 02 03 11950
GATX CORP COM 361448103 1392 44824 SH DEFINED 01 02 03 44824
GBC BANCORP CALIF COM 361475106 102 5270 SH DEFINED 01 02 03 5270
GC COS INC COM 36155Q109 57 1900 SH DEFINED 01 02 03 1900
GPU INC COM 36225X100 1245 38154 SH DEFINED 01 02 03 38154
GTE CORP COM 362320103 45763 595287 SH DEFINED 01 02 03 595287
GABELLI ASSET MGMT INC CL A 36239Y102 65 4200 SH DEFINED 01 02 03 4200
GABLES RESIDENTIAL TR SH BEN INT 362418105 166 6900 SH DEFINED 01 02 03 6900
GALILEO INTERNATIONAL INC COM 363547100 467 11600 SH DEFINED 01 02 03 11600
GALLAGHER ARTHUR J & CO COM 363576109 354 6650 SH DEFINED 01 02 03 6650
GANNETT INC COM 364730101 33253 480619 SH DEFINED 01 02 03 480619
GAP INC DEL COM 364760108 30284 946361 SH DEFINED 01 02 03 946361
GARDNER DENVER INC COM 365558105 82 5400 SH DEFINED 01 02 03 5400
GARTNER GROUP INC NEW COM 366651107 25146 1577800 SH DEFINED 01 02 03 1577800
GARTNER GROUP INC NEW CL B 366651206 5148 308496 SH DEFINED 01 02 03 308496
GASONICS INTL CORP COM 367278108 134 8100 SH DEFINED 01 02 03 8100
GATEWAY INC COM 367626108 6450 145140 SH DEFINED 01 02 03 145140
GAYLORD ENTMT CO NEW COM 367905106 139 4700 SH DEFINED 01 02 03 4700
GAYLORD CONTAINER CORP CL A 368145108 100 14100 SH DEFINED 01 02 03 14100
GELTEX PHARMACEUTICALS INC COM 368538104 57 5100 SH DEFINED 01 02 03 5100
GENCORP INC COM 368682100 849 46380 SH DEFINED 01 02 03 46380
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GENERAL BINDING CORP COM 369154109 26 1275 SH DEFINED 01 02 03 1275
GENERAL CABLE CORP DEL NEW COM 369300108 127 10600 SH DEFINED 01 02 03 10600
GENERAL CIGAR HLDGS INC CL A 36933P100 49 7201 SH DEFINED 01 02 03 7201
GENERAL CHEM GROUP INC COM 369332101 31 9000 SH DEFINED 01 02 03 9000
GENERAL COMMUNICATION INC CL A 369385109 71 13600 SH DEFINED 01 02 03 13600
GENERAL DYNAMICS CORP COM 369550108 6145 98414 SH DEFINED 01 02 03 98414
GENERAL ELEC CO COM 369604103 233165 1966602 SH DEFINED 01 02 03 1966602
GENERAL INSTR CORP DEL COM 370120107 3633 75500 SH DEFINED 01 02 03 75500
GENERAL MLS INC COM 370334104 7182 88530 SH DEFINED 01 02 03 88530
GENERAL MTRS CORP COM 370442105 18666 296578 SH DEFINED 01 02 03 296578
GENERAL MTRS CORP CL H NEW 370442832 641 11200 SH DEFINED 01 02 03 11200
GENERAL SEMICONDUCTOR INC COM 370787103 3 300 SH DEFINED 01 02 03 300
GENESCO INC COM 371532102 80 6400 SH DEFINED 01 02 03 6400
GENLYTE GROUP INC COM 372302109 5 200 SH DEFINED 01 02 03 200
GENRAD INC COM 372447102 138 7200 SH DEFINED 01 02 03 7200
GENTEK INC COM 37245X104 204 17900 SH DEFINED 01 02 03 17900
GEON CO COM 37246W105 286 11100 SH DEFINED 01 02 03 11100
GENUINE PARTS CO COM 372460105 2785 104854 SH DEFINED 01 02 03 104854
GENZYME CORP COM GENL DIV 372917104 4959 110042 SH DEFINED 01 02 03 110042
GENZYME CORP COM-MOLECULAR 372917500 0 0 SH DEFINED 01 02 03 0
GENZYME CORP COM SURG PRODS 372917609 105 18587 SH DEFINED 01 02 03 18587
GEORGIA GULF CORP COM PAR $0.01 373200203 817 46333 SH DEFINED 01 02 03 46333
GEORGIA PAC CORP COM GA PAC GRP 373298108 3348 82666 SH DEFINED 01 02 03 82666
GEORGIA PAC CORP COM-TIMBER GRP 373298702 1809 79100 SH DEFINED 01 02 03 79100
GERBER SCIENTIFIC INC COM 373730100 154 6900 SH DEFINED 01 02 03 6900
GETTY IMAGES INC COM 374276103 159 6600 SH DEFINED 01 02 03 6600
GETTY RLTY CORP NEW COM 374297109 78 5800 SH DEFINED 01 02 03 5800
GIANT CEMENT HLDG INC COM 374450104 101 4400 SH DEFINED 01 02 03 4400
GIBRALTAR STL CORP COM 37476F103 153 7250 SH DEFINED 01 02 03 7250
GILEAD SCIENCES INC COM 375558103 3270 50952 SH DEFINED 01 02 03 50952
GILLETTE CO COM 375766102 19531 575489 SH DEFINED 01 02 03 575489
GLATFELTER P H CO COM 377316104 725 44100 SH DEFINED 01 02 03 44100
GLENAYRE TECHNOLOGIES INC COM 377899109 51 17100 SH DEFINED 01 02 03 17100
GLENBOROUGH RLTY TR INC COM 37803P105 137 8300 SH DEFINED 01 02 03 8300
GLIATECH INC COM 37929C103 70 4100 SH DEFINED 01 02 03 4100
GLIMCHER RLTY TR SH BEN INT 379302102 98 6700 SH DEFINED 01 02 03 6700
GLOBAL INDL TECHNOLOGIES INC COM 379335102 74 6100 SH DEFINED 01 02 03 6100
GLOBAL INDS LTD COM 379336100 109 13400 SH DEFINED 01 02 03 13400
GLOBAL IMAGING SYSTEMS COM 37934A100 54 3600 SH DEFINED 01 02 03 3600
GLOBAL MARINE INC COM 379352404 2933 178415 SH DEFINED 01 02 03 178415
GLOBIX CORP COM 37957F101 70 1500 SH DEFINED 01 02 03 1500
GOLDEN WEST FINL CORP DEL COM 381317106 2772 28215 SH DEFINED 01 02 03 28215
GOLDMAN SACHS GROUP INC COM 38141G104 73 1200 SH DEFINED 01 02 03 1200
GOLF TR AMER INC COM 38168B103 6 300 SH DEFINED 01 02 03 300
GOODRICH B F CO COM 382388106 757 26090 SH DEFINED 01 02 03 26090
GOODYEAR TIRE & RUBR CO COM 382550101 3430 71276 SH DEFINED 01 02 03 71276
GOODYS FAMILY CLOTHING INC COM 382588101 65 8000 SH DEFINED 01 02 03 8000
GO2NET INC COM 383486107 337 5200 SH DEFINED 01 02 03 5200
GRACE W R & CO DEL NEW COM 38388F108 1357 84500 SH DEFINED 01 02 03 84500
GRACO INC COM 384109104 172 5250 SH DEFINED 01 02 03 5250
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GRAINGER W W INC COM 384802104 3055 63559 SH DEFINED 01 02 03 63559
GRAND PREMIER FINL INC COM 386174106 5 330 SH DEFINED 01 02 03 330
GRAND UN CO COM 386532402 56 4100 SH DEFINED 01 02 03 4100
GRANITE CONSTR INC COM 387328107 888 34056 SH DEFINED 01 02 03 34056
GRAY COMMUNICATIONS SYS INC COM 389190109 3 200 SH DEFINED 01 02 03 200
GREAT ATLANTIC & PAC TEA INC COM 390064103 732 24150 SH DEFINED 01 02 03 24150
GREAT LAKES CHEM CORP COM 390568103 1048 27531 SH DEFINED 01 02 03 27531
GREAT LAKES REIT INC COM 390752103 27 1800 SH DEFINED 01 02 03 1800
GREATER BAY BANCORP COM 391648102 251 7400 SH DEFINED 01 02 03 7400
GREENPOINT FINL CORP COM 395384100 2550 96000 SH DEFINED 01 02 03 96000
GREIF BROS CORP CL A 397624107 150 5300 SH DEFINED 01 02 03 5300
GREY ADVERTISING INC COM 397838103 110 300 SH DEFINED 01 02 03 300
GREY WOLF INC COM 397888108 137 45600 SH DEFINED 01 02 03 45600
GRIFFON CORP COM 398433102 78 9697 SH DEFINED 01 02 03 9697
GROUP 1 AUTOMOTIVE INC COM 398905109 68 3700 SH DEFINED 01 02 03 3700
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 116 2900 SH DEFINED 01 02 03 2900
GTECH HLDGS CORP COM 400518106 995 46400 SH DEFINED 01 02 03 46400
GUARANTEE LIFE COS INC COM 400740106 134 4400 SH DEFINED 01 02 03 4400
GUESS INC COM 401617105 69 5100 SH DEFINED 01 02 03 5100
GUIDANT CORP COM 401698105 24108 449560 SH DEFINED 01 02 03 449560
GUILFORD MLS INC COM 401794102 79 9150 SH DEFINED 01 02 03 9150
GUILFORD PHARMACEUTICALS INC COM 401829106 82 5400 SH DEFINED 01 02 03 5400
GUITAR CTR MGMT INC COM 402040109 49 5200 SH DEFINED 01 02 03 5200
GYMBOREE CORP COM 403777105 64 9300 SH DEFINED 01 02 03 9300
HCC INS HLDGS INC COM 404132102 178 10600 SH DEFINED 01 02 03 10600
HCR MANOR CARE INC COM 404134108 1255 73000 SH DEFINED 01 02 03 73000
HNC SOFTWARE INC COM 40425P107 254 6400 SH DEFINED 01 02 03 6400
HSB GROUP INC COM 40428N109 1268 36049 SH DEFINED 01 02 03 36049
HS RES INC COM 404297103 7 400 SH DEFINED 01 02 03 400
HA-LO INDS INC COM 404429102 67 10737 SH DEFINED 01 02 03 10737
HADCO CORP COM 404681108 160 3700 SH DEFINED 01 02 03 3700
HAEMONETICS CORP COM 405024100 138 7000 SH DEFINED 01 02 03 7000
HAIN FOOD GROUP INC COM 405219106 52 2100 SH DEFINED 01 02 03 2100
HALLIBURTON CO COM 406216101 11102 270791 SH DEFINED 01 02 03 270791
HALTER MARINE GROUP INC COM 40642Y105 42 7700 SH DEFINED 01 02 03 7700
HAMBRECHT & QUIST GROUP INC COM 406545103 250 5100 SH DEFINED 01 02 03 5100
HAMILTON BANCORP INC FLA COM 407013101 36 1700 SH DEFINED 01 02 03 1700
HANCOCK HLDG CO COM 410120109 104 2605 SH DEFINED 01 02 03 2605
HANDLEMAN CO DEL COM 410252100 122 9200 SH DEFINED 01 02 03 9200
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 70 4800 SH DEFINED 01 02 03 4800
HANNA M A CO COM 410522106 660 58036 SH DEFINED 01 02 03 58036
HANNAFORD BROS CO COM 410550107 2705 38400 SH DEFINED 01 02 03 38400
HANOVER COMPRESSOR CO COM 410768105 229 7200 SH DEFINED 01 02 03 7200
HANOVER DIRECT INC COM 410783104 58 22700 SH DEFINED 01 02 03 22700
HARBINGER CORP COM 41145C103 138 8200 SH DEFINED 01 02 03 8200
HARCOURT GEN INC COM 41163G101 1153 27688 SH DEFINED 01 02 03 27688
HARBOR FLA BANCSHARES INC COM 411901101 72 5900 SH DEFINED 01 02 03 5900
HARKEN ENERGY CORP COM 412552101 42 36900 SH DEFINED 01 02 03 36900
HARLAND JOHN H CO COM 412693103 159 8200 SH DEFINED 01 02 03 8200
HARLEY DAVIDSON INC COM 412822108 7897 157740 SH DEFINED 01 02 03 157740
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C>
HARLEYSVILLE GROUP INC COM 412824104 49 3500 SH DEFINED 01 02 03 3500
HARLEYSVILLE NATL CORP PA COM 412850109 99 2883 SH DEFINED 01 02 03 2883
HARMAN INTL INDS INC COM 413086109 184 4375 SH DEFINED 01 02 03 4375
HARMON INDS INC NEW COM 413136102 69 5500 SH DEFINED 01 02 03 5500
HARMONIC INC COM 413160102 432 3300 SH DEFINED 01 02 03 3300
HARNISCHFEGER INDS INC COM 413345109 25 25100 SH DEFINED 01 02 03 25100
HARRAHS ENTMT INC COM 413619107 1480 53339 SH DEFINED 01 02 03 53339
HARRIS CORP DEL COM 413875105 978 35400 SH DEFINED 01 02 03 35400
HARRIS FINL INC COM 414541102 51 4700 SH DEFINED 01 02 03 4700
HARSCO CORP COM 415864107 1631 59042 SH DEFINED 01 02 03 59042
HARTE-HANKS INC COM 416196103 1637 65000 SH DEFINED 01 02 03 65000
HARTFORD FINL SVCS GROUP INC COM 416515104 4844 118498 SH DEFINED 01 02 03 118498
HARTFORD LIFE INC CL A 416592103 89 1800 SH DEFINED 01 02 03 1800
HASBRO INC COM 418056107 2740 127803 SH DEFINED 01 02 03 127803
HAVERTY FURNITURE INC COM 419596101 113 7800 SH DEFINED 01 02 03 7800
HAWAIIAN ELEC INDUSTRIES COM 419870100 1396 39672 SH DEFINED 01 02 03 39672
HAYES LEMMERZ INTL INC COM 420781106 144 6200 SH DEFINED 01 02 03 6200
HEALTH CARE PPTY INVS INC COM 421915109 210 8000 SH DEFINED 01 02 03 8000
HEALTHSOUTH CORP COM 421924101 1375 226878 SH DEFINED 01 02 03 226878
HEALTH MGMT ASSOC INC NEW CL A 421933102 2212 299900 SH DEFINED 01 02 03 299900
HEALTHCARE RLTY TR COM 421946104 196 10495 SH DEFINED 01 02 03 10495
HEALTH CARE REIT INC COM 42217K106 148 7400 SH DEFINED 01 02 03 7400
HEARTLAND EXPRESS INC COM 422347104 118 8332 SH DEFINED 01 02 03 8332
HEICO CORP NEW COM 422806109 47 2500 SH DEFINED 01 02 03 2500
HEILIG MEYERS CO COM 422893107 328 69059 SH DEFINED 01 02 03 69059
HEINZ H J CO COM 423074103 9442 219588 SH DEFINED 01 02 03 219588
HELIX TECHNOLOGY CORP COM 423319102 156 4700 SH DEFINED 01 02 03 4700
HELLER FINANCIAL INC CL A 423328103 99 4418 SH DEFINED 01 02 03 4418
HELMERICH & PAYNE INC COM 423452101 1182 46700 SH DEFINED 01 02 03 46700
HENRY JACK & ASSOC INC COM 426281101 124 3350 SH DEFINED 01 02 03 3350
HERBALIFE INTL INC CL A 426908208 53 3500 SH DEFINED 01 02 03 3500
HERCULES INC COM 427056106 2085 72853 SH DEFINED 01 02 03 72853
HERSHEY FOODS CORP COM 427866108 2884 59233 SH DEFINED 01 02 03 59233
HERTZ CORP CL A 428040109 260 5900 SH DEFINED 01 02 03 5900
HEWLETT PACKARD CO COM 428236103 95952 1042958 SH DEFINED 01 02 03 1042958
HEXCEL CORP NEW COM 428291108 36 6209 SH DEFINED 01 02 03 6209
HI / FN INC COM 428358105 254 2300 SH DEFINED 01 02 03 2300
HIBBETT SPORTING GOODS INC COM 428565105 64 3900 SH DEFINED 01 02 03 3900
HIBERNIA CORP CL A 428656102 1655 142400 SH DEFINED 01 02 03 142400
HILLENBRAND INDS INC COM 431573104 1939 73535 SH DEFINED 01 02 03 73535
HILTON HOTELS CORP COM 432848109 1195 121026 SH DEFINED 01 02 03 121026
HISPANIC BROADCASTING CORP CL A 43357B104 3350 44000 SH DEFINED 01 02 03 44000
HOLLYWOOD ENTMT CORP COM 436141105 129 8600 SH DEFINED 01 02 03 8600
HOLLYWOOD PK INC NEW COM 436255103 98 6400 SH DEFINED 01 02 03 6400
HOME DEPOT INC COM 437076102 80671 1175533 SH DEFINED 01 02 03 1175533
HOME PPTYS N Y INC COM 437306103 184 6900 SH DEFINED 01 02 03 6900
HOMESTAKE MNG CO COM 437614100 1824 198571 SH DEFINED 01 02 03 198571
HON INDS INC COM 438092108 1081 56150 SH DEFINED 01 02 03 56150
HONEYWELL INC COM 438506107 6775 60865 SH DEFINED 01 02 03 60865
HOOPER HOLMES INC COM 439104100 144 5600 SH DEFINED 01 02 03 5600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HORACE MANN EDUCATORS CORP NEW COM 440327104 1389 53800 SH DEFINED 01 02 03 53800
HORMEL FOODS CORP COM 440452100 2797 67700 SH DEFINED 01 02 03 67700
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 234 10600 SH DEFINED 01 02 03 10600
HOUGHTON MIFFLIN CO COM 441560109 1114 27432 SH DEFINED 01 02 03 27432
HOUSEHOLD INTL INC COM 441815107 10658 265627 SH DEFINED 01 02 03 265627
HOUSTON EXPL CO COM 442120101 93 4300 SH DEFINED 01 02 03 4300
HUB GROUP INC CL A 443320106 43 2100 SH DEFINED 01 02 03 2100
HUBBELL INC CL B 443510201 2096 65770 SH DEFINED 01 02 03 65770
HUDSON RIV BANCORP INC COM 444128102 2 200 SH DEFINED 01 02 03 200
HUDSON UNITED BANCORP COM 444165104 382 12398 SH DEFINED 01 02 03 12398
HUGHES SUPPLY INC COM 444482103 135 6200 SH DEFINED 01 02 03 6200
HUMANA INC COM 444859102 533 77472 SH DEFINED 01 02 03 77472
HUMAN GENOME SCIENCES INC COM 444903108 826 11200 SH DEFINED 01 02 03 11200
HUNT J B TRANS SVCS INC COM 445658107 565 40700 SH DEFINED 01 02 03 40700
HUNTINGTON BANCSHARES INC COM 446150104 2766 104138 SH DEFINED 01 02 03 104138
HUSSMANN INTL INC COM 448110106 230 13500 SH DEFINED 01 02 03 13500
HUTCHINSON TECHNOLOGY INC COM 448407106 146 5400 SH DEFINED 01 02 03 5400
ICN PHARMACEUTICALS INC NEW COM 448924100 1196 69600 SH DEFINED 01 02 03 69600
IDT CORP COM 448947101 105 5000 SH DEFINED 01 02 03 5000
HYPERCOM CORP COM 44913M105 53 6600 SH DEFINED 01 02 03 6600
HYPERION SOLUTIONS CORP COM 44914M104 167 7610 SH DEFINED 01 02 03 7610
IBP INC COM 449223106 2600 105300 SH DEFINED 01 02 03 105300
ICG COMMUNICATIONS INC COM 449246107 181 11600 SH DEFINED 01 02 03 11600
IDEC PHARMACEUTICALS CORP COM 449370105 592 6300 SH DEFINED 01 02 03 6300
IDG BOOKS WORLDWIDE INC CL A 449384106 46 2900 SH DEFINED 01 02 03 2900
IDX SYS CORP COM 449491109 87 4800 SH DEFINED 01 02 03 4800
IGEN INC COM 449536101 62 2500 SH DEFINED 01 02 03 2500
IHOP CORP COM 449623107 122 6000 SH DEFINED 01 02 03 6000
IMC GLOBAL INC COM 449669100 1672 114846 SH DEFINED 01 02 03 114846
IMCO RECYCLING INC COM 449681105 72 4800 SH DEFINED 01 02 03 4800
IPC COMMUNICATIONS INC COM NEW 44980K206 140 2300 SH DEFINED 01 02 03 2300
IMS HEALTH INC COM 449934108 4013 175906 SH DEFINED 01 02 03 175906
IRI INTL CORP COM 45004F107 1 200 SH DEFINED 01 02 03 200
IRT PPTY CO COM 450058102 90 10000 SH DEFINED 01 02 03 10000
ISS GROUP INC COM 450306105 142 5200 SH DEFINED 01 02 03 5200
ITC DELTACOM INC COM 45031T104 330 12000 SH DEFINED 01 02 03 12000
ITI TECHNOLOGIES INC COM 450564109 9 300 SH DEFINED 01 02 03 300
ITT EDUCATIONAL SERVICES INC COM 45068B109 105 5375 SH DEFINED 01 02 03 5375
IXC COMMUNICATIONS INC COM 450713102 284 7200 SH DEFINED 01 02 03 7200
ITT INDS INC IND COM 450911102 1428 44900 SH DEFINED 01 02 03 44900
IDACORP INC COM 451107106 1643 54537 SH DEFINED 01 02 03 54537
IDEX CORP COM 45167R104 219 7750 SH DEFINED 01 02 03 7750
IDEXX LABS INC COM 45168D104 315 18300 SH DEFINED 01 02 03 18300
IKON OFFICE SOLUTIONS INC COM 451713101 796 74484 SH DEFINED 01 02 03 74484
IDENTIX INC COM 451906101 75 8900 SH DEFINED 01 02 03 8900
ILLINOIS TOOL WKS INC COM 452308109 21578 289391 SH DEFINED 01 02 03 289391
ILLINOVA CORP COM 452317100 2004 71400 SH DEFINED 01 02 03 71400
IMALL INC COM PAR $01 45244X306 80 4300 SH DEFINED 01 02 03 4300
IMATION CORP COM 45245A107 1400 45150 SH DEFINED 01 02 03 45150
IMCLONE SYS INC COM 45245W109 209 6300 SH DEFINED 01 02 03 6300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
IMMUNEX CORP NEW COM 452528102 13 300 SH DEFINED 01 02 03 300
IMPERIAL BANCORP COM 452556103 364 17124 SH DEFINED 01 02 03 17124
IMPERIAL CREDIT COMM MRTG INVS COM 45272T102 95 8600 SH DEFINED 01 02 03 8600
IMPERIAL CR INDS INC COM 452729106 38 8734 SH DEFINED 01 02 03 8734
IN FOCUS SYS INC COM 452919103 166 9900 SH DEFINED 01 02 03 9900
IMPERIAL SUGAR CO NEW COM 453096109 4 700 SH DEFINED 01 02 03 700
IMRGLOBAL CORPORATION COM 45321W106 33 4000 SH DEFINED 01 02 03 4000
INACOM CORP COM 45323G109 105 11424 SH DEFINED 01 02 03 11424
INCO LTD COM 453258402 1629 76207 SH DEFINED 01 02 03 76207
INCYTE PHARMACEUTICALS INC COM 45337C102 199 8600 SH DEFINED 01 02 03 8600
INDEPENDENCE CMNTY BK CORP COM 453414104 241 20200 SH DEFINED 01 02 03 20200
INDEPENDENT BANK CORP MASS COM 453836108 4 300 SH DEFINED 01 02 03 300
INDEPENDENT BANK CORP MICH COM 453838104 38 2500 SH DEFINED 01 02 03 2500
INDIANA ENERGY INC COM 454707100 758 37758 SH DEFINED 01 02 03 37758
INDYMAC MTG HLDGS INC COM 456607100 749 49900 SH DEFINED 01 02 03 49900
INET TECHNOLOGIES INC COM 45662V105 120 3000 SH DEFINED 01 02 03 3000
INFOCURE CORP COM 45665A108 126 6700 SH DEFINED 01 02 03 6700
INFORMATICA CORP COM 45666Q102 66 1300 SH DEFINED 01 02 03 1300
INFORMIX CORP COM 456779107 1707 215100 SH DEFINED 01 02 03 215100
INFOUSA INC NEW CL B 456818103 33 4800 SH DEFINED 01 02 03 4800
INGERSOLL-RAND CO COM 456866102 7415 134977 SH DEFINED 01 02 03 134977
INFORMATION RES INC COM 456905108 371 33568 SH DEFINED 01 02 03 33568
INGLES MKTS INC CL A 457030104 108 8200 SH DEFINED 01 02 03 8200
INHALE THERAPEUTIC SYS INC COM 457191104 128 4200 SH DEFINED 01 02 03 4200
INKTOMI CORP COM 457277101 5401 45000 SH DEFINED 01 02 03 45000
INNKEEPERS USA TR COM 4576J0104 44 5300 SH DEFINED 01 02 03 5300
INNOVEX INC COM 457647105 59 6600 SH DEFINED 01 02 03 6600
INSIGHT ENTERPRISES INC COM 45765U103 166 5100 SH DEFINED 01 02 03 5100
INPUT/OUTPUT INC COM 457652105 89 13400 SH DEFINED 01 02 03 13400
INSITUFORM TECHNOLOGIES INC CL A 457667103 188 7500 SH DEFINED 01 02 03 7500
INSIGNIA FINL GROUP INC NEW COM 45767A105 47 5400 SH DEFINED 01 02 03 5400
INSIGHT COMMUNICATIONS INC CL A 45768V108 119 4150 SH DEFINED 01 02 03 4150
INSPIRE INS SOLUTIONS INC COM 457732105 21 3000 SH DEFINED 01 02 03 3000
INTEGRATED DEVICE TECHNOLOGY COM 458118106 2063 111488 SH DEFINED 01 02 03 111488
INTEGRATED HEALTH SVCS INC COM 45812C106 17 10900 SH DEFINED 01 02 03 10900
INTEGRATED SYS INC COM 45812M104 79 7800 SH DEFINED 01 02 03 7800
INTEL CORP COM 458140100 207717 2795180 SH DEFINED 01 02 03 2795180
INTER TEL INC COM 458372109 96 5400 SH DEFINED 01 02 03 5400
INTERDIGITAL COMMUNICATIONS CP COM 45866A105 70 12700 SH DEFINED 01 02 03 12700
INTERFACE INC CL A 458665106 66 12900 SH DEFINED 01 02 03 12900
INTERIM SVCS INC COM 45868P100 508 31040 SH DEFINED 01 02 03 31040
INTERGRAPH CORP COM 458683109 68 12000 SH DEFINED 01 02 03 12000
INTERMEDIA COMMUNICATIONS INC COM 458801107 268 12333 SH DEFINED 01 02 03 12333
INTERMET CORP COM 45881K104 56 6600 SH DEFINED 01 02 03 6600
INTERNATIONAL BANCSHARES CORP COM 459044103 141 3150 SH DEFINED 01 02 03 3150
INTERNATIONAL BUSINESS MACHS COM 459200101 147165 1212486 SH DEFINED 01 02 03 1212486
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 1888 54722 SH DEFINED 01 02 03 54722
INTERNATIONAL HOME FOODS INC COM 459655106 72 4100 SH DEFINED 01 02 03 4100
INTERNATIONAL INTEGRATION INC COM 459698106 82 2500 SH DEFINED 01 02 03 2500
INTERNATIONAL GAME TECHNOLOGY COM 459902102 1759 97702 SH DEFINED 01 02 03 97702
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INTERNATIONAL MULTIFOODS CORP COM 460043102 499 21712 SH DEFINED 01 02 03 21712
INTL PAPER CO COM 460146103 8984 186931 SH DEFINED 01 02 03 186931
INTERNATIONAL RECTIFIER CORP COM 460254105 241 15800 SH DEFINED 01 02 03 15800
INTL SPECIALTY PRODS INC NEW COM 460337108 2 200 SH DEFINED 01 02 03 200
INTERNATIONAL TELECOMMUN DATA COM 46047F104 54 6400 SH DEFINED 01 02 03 6400
INTERNET CAP GROUP INC COM 46059C106 24758 281740 SH DEFINED 01 02 03 281740
INTERPOOL INC COM 46062R108 29 3800 SH DEFINED 01 02 03 3800
INTERPUBLIC GROUP COS INC COM 460690100 5324 129454 SH DEFINED 01 02 03 129454
INTERSTATE BAKERIES CORP DEL COM 46072H108 1507 65500 SH DEFINED 01 02 03 65500
INTERWEST BANCORP INC COM 460931108 87 4200 SH DEFINED 01 02 03 4200
INTERTAN INC COM 461120107 49 2500 SH DEFINED 01 02 03 2500
INTERVU INC COM 46114R106 59 1600 SH DEFINED 01 02 03 1600
INTERVOICE-BRITE INC COM 461142101 56 5100 SH DEFINED 01 02 03 5100
INTEVAC INC COM 461148108 32 7000 SH DEFINED 01 02 03 7000
INTRAWARE INC COM 46118M103 138 5300 SH DEFINED 01 02 03 5300
INTUIT COM 461202103 54014 616200 SH DEFINED 01 02 03 616200
INVACARE CORP COM 461203101 174 8900 SH DEFINED 01 02 03 8900
INVESTMENT TECHNOLOGY GRP NEW COM 46145F105 614 26700 SH DEFINED 01 02 03 26700
INVITROGEN CORP COM 46185R100 118 3500 SH DEFINED 01 02 03 3500
INVESTORS FINL SERVICES CORP COM 461915100 241 6998 SH DEFINED 01 02 03 6998
IOMEGA CORP COM 462030107 229 67900 SH DEFINED 01 02 03 67900
IONICS INC COM 462218108 146 4500 SH DEFINED 01 02 03 4500
IPALCO ENTERPRISES INC COM 462613100 1909 98208 SH DEFINED 01 02 03 98208
IRON MTN INC DEL COM 46284P104 207 6100 SH DEFINED 01 02 03 6100
IRWIN FINL CORP COM 464119106 62 3100 SH DEFINED 01 02 03 3100
ISIS PHARMACEUTICALS INC COM 464330109 90 8000 SH DEFINED 01 02 03 8000
ISPAT INTL N V NY REG SH CL A 464899103 113 10800 SH DEFINED 01 02 03 10800
IT GROUP INC COM 465266104 30 3100 SH DEFINED 01 02 03 3100
IVAX CORP COM 465823102 1664 100836 SH DEFINED 01 02 03 100836
IVEX PACKAGING CORP DEL COM 465855104 87 8700 SH DEFINED 01 02 03 8700
IVILLAGE INC COM 46588H105 92 2600 SH DEFINED 01 02 03 2600
JDN RLTY CORP COM 465917102 185 9000 SH DEFINED 01 02 03 9000
J & J SNACK FOODS CORP COM 466032109 87 4400 SH DEFINED 01 02 03 4400
JDS UNIPHASE CORP COM 46612J101 6260 55000 SH DEFINED 01 02 03 55000
JDA SOFTWARE GROUP INC COM 46612K108 77 6550 SH DEFINED 01 02 03 6550
JLK DIRECT DISTRIBUTION INC CL A 46621C105 32 4500 SH DEFINED 01 02 03 4500
JLG INDS INC COM 466210101 169 11100 SH DEFINED 01 02 03 11100
JP REALTY INC COM 46624A106 62 3600 SH DEFINED 01 02 03 3600
JSB FINANCIAL INC COM 46624M100 155 2700 SH DEFINED 01 02 03 2700
JABIL CIRCUIT INC COM 466313103 3683 74400 SH DEFINED 01 02 03 74400
JACOBS ENGR GROUP INC DEL COM 469814107 945 29068 SH DEFINED 01 02 03 29068
JEFFBANKS INC COM 472317106 71 2466 SH DEFINED 01 02 03 2466
JEFFERIES GROUP INC NEW COM 472319102 119 5700 SH DEFINED 01 02 03 5700
JEFFERSON PILOT CORP COM 475070108 5215 82539 SH DEFINED 01 02 03 82539
JO-ANN STORES INC CL A 47758P109 66 5300 SH DEFINED 01 02 03 5300
JOHNSON & JOHNSON COM 478160104 87615 953637 SH DEFINED 01 02 03 953637
JOHNSON CTLS INC COM 478366107 3236 48802 SH DEFINED 01 02 03 48802
JONES APPAREL GROUP INC COM 480074103 3434 119431 SH DEFINED 01 02 03 119431
JONES LANG LASALLE INC COM 48020Q107 132 8200 SH DEFINED 01 02 03 8200
JONES INTERCABLE INC CL A 480206200 59 1100 SH DEFINED 01 02 03 1100
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
JONES PHARMA INC COM 480236108 302 9150 SH DEFINED 01 02 03 9150
JOSTENS INC COM 481088102 673 35164 SH DEFINED 01 02 03 35164
JOURNAL REGISTER CO COM 481138105 136 9900 SH DEFINED 01 02 03 9900
JUNO LTG INC COM NEW 482047206 0 15 SH DEFINED 01 02 03 15
JUNO ONLINE SVCS INC COM 482048105 57 3500 SH DEFINED 01 02 03 3500
JUST FOR FEET INC COM 48213P106 25 12350 SH DEFINED 01 02 03 12350
JUSTIN INDS INC COM 482171105 62 4400 SH DEFINED 01 02 03 4400
KLA-TENCORP CORP COM 482480100 21431 329714 SH DEFINED 01 02 03 329714
K MART CORP COM 482584109 3374 288700 SH DEFINED 01 02 03 288700
KN ENERGY INC COM 482620101 3906 174100 SH DEFINED 01 02 03 174100
K-SWISS INC CL A 482686102 189 6000 SH DEFINED 01 02 03 6000
K V PHARMACEUTICAL CO CL B CONV 482740107 2 100 SH DEFINED 01 02 03 100
KAISER ALUMINUM CORP COM 483007100 61 7300 SH DEFINED 01 02 03 7300
KAMAN CORP CL A 483548103 83 6500 SH DEFINED 01 02 03 6500
KANSAS CITY LIFE INS CO COM 484836101 66 1800 SH DEFINED 01 02 03 1800
KANSAS CITY PWR & LT CO COM 485134100 1604 66321 SH DEFINED 01 02 03 66321
KANSAS CITY SOUTHN INDS INC COM 485170104 3074 66200 SH DEFINED 01 02 03 66200
KAUFMAN & BROAD HOME CORP COM 486168107 651 31556 SH DEFINED 01 02 03 31556
KAYDON CORP COM 486587108 931 37442 SH DEFINED 01 02 03 37442
KEANE INC COM 486665102 1777 77900 SH DEFINED 01 02 03 77900
KEEBLER FOODS CO COM 487256109 108 3600 SH DEFINED 01 02 03 3600
KELLOGG CO COM 487836108 7831 209170 SH DEFINED 01 02 03 209170
KELLSTROM INDS INC COM 488035106 1 100 SH DEFINED 01 02 03 100
KELLWOOD CO COM 488044108 135 6150 SH DEFINED 01 02 03 6150
KELLY SVCS INC CL A 488152208 1097 36403 SH DEFINED 01 02 03 36403
KEMET CORP COM 488360108 326 10200 SH DEFINED 01 02 03 10200
KENNAMETAL INC COM 489170100 968 37406 SH DEFINED 01 02 03 37406
KENT ELECTRS CORP COM 490553104 144 7800 SH DEFINED 01 02 03 7800
KERR MCGEE CORP COM 492386107 2720 49402 SH DEFINED 01 02 03 49402
KEY ENERGY SVCS INC COM 492914106 99 20000 SH DEFINED 01 02 03 20000
KEYCORP NEW COM 493267108 5892 228279 SH DEFINED 01 02 03 228279
KEYSPAN CORP COM 49337W100 5075 177291 SH DEFINED 01 02 03 177291
KEYSTONE AUTOMOTIVE INDS INC COM 49338N109 49 4500 SH DEFINED 01 02 03 4500
KEYSTONE FINANCIAL INC COM 493482103 1185 49900 SH DEFINED 01 02 03 49900
KILROY RLTY CORP COM 49427F108 154 7300 SH DEFINED 01 02 03 7300
KIMBALL INTL INC CL B 494274103 162 8400 SH DEFINED 01 02 03 8400
KIMBERLY CLARK CORP COM 494368103 15826 301453 SH DEFINED 01 02 03 301453
KING PHARMACEUTICALS INC COM 495582108 271 7750 SH DEFINED 01 02 03 7750
KING WORLD PRODTNS INC COM 495667107 1963 52336 SH DEFINED 01 02 03 52336
KIRBY CORP COM 497266106 169 8612 SH DEFINED 01 02 03 8612
KNOLL INC COM 498904101 97 3600 SH DEFINED 01 02 03 3600
KNIGHT RIDDER INC COM 499040103 2225 40538 SH DEFINED 01 02 03 40538
KNIGHT TRANSN INC COM 499064103 65 4450 SH DEFINED 01 02 03 4450
KOGER EQUITY INC COM 500228101 118 7400 SH DEFINED 01 02 03 7400
KOHLS CORP COM 500255104 6788 102656 SH DEFINED 01 02 03 102656
KOMAG INC COM 500453105 45 15100 SH DEFINED 01 02 03 15100
KONOVER PPTY TR INC COM 50047R100 3 400 SH DEFINED 01 02 03 400
KOPIN CORP COM 500600101 58 2100 SH DEFINED 01 02 03 2100
KOREA TELECOM SPONSORED ADR 50063P103 144 3900 SH DEFINED 01 02 03 3900
KORN FERRY INTL COM NEW 500643200 104 4500 SH DEFINED 01 02 03 4500
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KROGER CO COM 501044101 9626 436326 SH DEFINED 01 02 03 436326
KROLL O GARA CO COM 501050108 43 2600 SH DEFINED 01 02 03 2600
KRONOS INC COM 501052104 116 3150 SH DEFINED 01 02 03 3150
KULICKE & SOFFA INDS INC COM 501242101 156 6400 SH DEFINED 01 02 03 6400
LG&E ENERGY CORP COM 501917108 2874 135242 SH DEFINED 01 02 03 135242
LTV CORP NEW COM 501921100 144 26500 SH DEFINED 01 02 03 26500
LNR PPTY CORP COM 501940100 157 7700 SH DEFINED 01 02 03 7700
LSI LOGIC CORP COM 502161102 3197 62076 SH DEFINED 01 02 03 62076
LTC HEALTHCARE INC COM 50217R104 1 600 SH DEFINED 01 02 03 600
LTC PPTYS INC COM 502175102 67 6300 SH DEFINED 01 02 03 6300
LTX CORP COM 502392103 94 6900 SH DEFINED 01 02 03 6900
L-3 COMMUNICATIONS HLDGS INC COM 502424104 300 7950 SH DEFINED 01 02 03 7950
LA Z BOY INC COM 505336107 261 13700 SH DEFINED 01 02 03 13700
LABORATORY CORP AMER HLDGS COM 50540R102 55 20000 SH DEFINED 01 02 03 20000
LABOR READY INC COM NEW 505401208 89 8850 SH DEFINED 01 02 03 8850
LACLEDE GAS CO COM 505588103 107 4700 SH DEFINED 01 02 03 4700
LAIDLAW INC COM 50730K503 732 108400 SH DEFINED 01 02 03 108400
LAM RESH CORP COM 512807108 964 15800 SH DEFINED 01 02 03 15800
LANCASTER COLONY CORP COM 513847103 1216 38001 SH DEFINED 01 02 03 38001
LANCE INC COM 514606102 440 33671 SH DEFINED 01 02 03 33671
LANDAUER INC COM 51476K103 48 1900 SH DEFINED 01 02 03 1900
LANDAMERICA FINL GROUP INC COM 514936103 87 4400 SH DEFINED 01 02 03 4400
LANDRYS SEAFOOD RESTAURANTS COM 51508L103 94 11800 SH DEFINED 01 02 03 11800
LANDS END INC COM 515086106 2028 30724 SH DEFINED 01 02 03 30724
LANDSTAR SYS INC COM 515098101 115 3300 SH DEFINED 01 02 03 3300
LASERSIGHT INC COM 517924106 79 5800 SH DEFINED 01 02 03 5800
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 3 200 SH DEFINED 01 02 03 200
LASER VISION CTRS INC COM 51807H100 66 4700 SH DEFINED 01 02 03 4700
LASON INC COM 51808R107 174 3900 SH DEFINED 01 02 03 3900
LATITUDE COMMUNICATIONS INC COM 518292107 111 3800 SH DEFINED 01 02 03 3800
LATTICE SEMICONDUCTOR CORP COM 518415104 333 11200 SH DEFINED 01 02 03 11200
LAWSON PRODS INC COM 520776105 43 2000 SH DEFINED 01 02 03 2000
LEAP WIRELESS INTL INC COM 521863100 61 2600 SH DEFINED 01 02 03 2600
LEAR CORP COM 521865105 2460 69900 SH DEFINED 01 02 03 69900
LEARN2 COM INC COM 522002104 35 11900 SH DEFINED 01 02 03 11900
LEARNING TREE INTL INC COM 522015106 96 5800 SH DEFINED 01 02 03 5800
LEE ENTERPRISES INC COM 523768109 1478 54000 SH DEFINED 01 02 03 54000
LEGATO SYS INC COM 524651106 3300 75700 SH DEFINED 01 02 03 75700
LEGGETT & PLATT INC COM 524660107 3523 178952 SH DEFINED 01 02 03 178952
LEGG MASON INC COM 524901105 686 17900 SH DEFINED 01 02 03 17900
LEHMAN BROS HLDGS INC COM 524908100 3674 63004 SH DEFINED 01 02 03 63004
LENNAR CORP COM 526057104 202 12700 SH DEFINED 01 02 03 12700
LEUCADIA NATL CORP COM 527288104 187 8900 SH DEFINED 01 02 03 8900
LEVEL 3 COMMUNICATIONS INC COM 52729N100 115 2200 SH DEFINED 01 02 03 2200
LEXINGTON CORP PPTYS TR COM 529043101 4 400 SH DEFINED 01 02 03 400
LEXMARK INTL GROUP INC CL A 529771107 5385 66900 SH DEFINED 01 02 03 66900
LIBBEY INC COM 529898108 186 6300 SH DEFINED 01 02 03 6300
LIBERATE TECHNOLOGIES COM 530129105 191 4525 SH DEFINED 01 02 03 4525
LIBERTY CORP S C COM 530370105 141 3047 SH DEFINED 01 02 03 3047
LIBERTY FINL COS INC COM 530512102 33 1500 SH DEFINED 01 02 03 1500
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LIFE USA HLDG INC COM NEW 531918209 153 7400 SH DEFINED 01 02 03 7400
LIFEPOINT HOSPITALS INC COM 53219L109 54 6243 SH DEFINED 01 02 03 6243
LIGAND PHARMACEUTICALS INC CL B 53220K207 187 24558 SH DEFINED 01 02 03 24558
LILLY ELI & CO COM 532457108 40632 634878 SH DEFINED 01 02 03 634878
LILLY INDS INC CL A 532491107 88 6450 SH DEFINED 01 02 03 6450
LIMITED INC COM 532716107 3679 96192 SH DEFINED 01 02 03 96192
LINCARE HLDGS INC COM 532791100 1453 54500 SH DEFINED 01 02 03 54500
LINCOLN ELEC HLDGS INC COM 533900106 205 9800 SH DEFINED 01 02 03 9800
LINCOLN NATL CORP IND COM 534187109 5846 155644 SH DEFINED 01 02 03 155644
LINDSAY MFG CO COM 535555106 75 3800 SH DEFINED 01 02 03 3800
LINEAR TECHNOLOGY CORP COM 535678106 8383 142608 SH DEFINED 01 02 03 142608
LINENS N THINGS INC COM 535679104 192 5700 SH DEFINED 01 02 03 5700
LIPOSOME CO INC COM 536310105 74 9700 SH DEFINED 01 02 03 9700
LITHIA MTRS INC CL A 536797103 94 4100 SH DEFINED 01 02 03 4100
LITTELFUSE INC COM 537008104 118 5300 SH DEFINED 01 02 03 5300
LITTON INDS INC COM 538021106 2261 41300 SH DEFINED 01 02 03 41300
LIZ CLAIBORNE INC COM 539320101 992 32010 SH DEFINED 01 02 03 32010
LOCAL FINL CORP COM 539553107 53 5700 SH DEFINED 01 02 03 5700
LOCKHEED MARTIN CORP COM 539830109 6074 185818 SH DEFINED 01 02 03 185818
LODGIAN INC COM 54021P106 2 400 SH DEFINED 01 02 03 400
LOEWS CINEPLEX ENTMT CORP COM 540423100 2 200 SH DEFINED 01 02 03 200
LOEWS CORP COM 540424108 3389 48281 SH DEFINED 01 02 03 48281
LONE STAR INDS INC COM NEW 542290408 234 4700 SH DEFINED 01 02 03 4700
LONE STAR STEAKHOUSE SALOON COM 542307103 329 42800 SH DEFINED 01 02 03 42800
LONE STAR TECHNOLOGIES INC COM 542312103 126 6300 SH DEFINED 01 02 03 6300
LONGS DRUG STORES CORP COM 543162101 523 17497 SH DEFINED 01 02 03 17497
LONGVIEW FIBRE CO COM 543213102 888 71436 SH DEFINED 01 02 03 71436
LOUIS DREYFUS NAT GAS CORP COM 546011107 116 5400 SH DEFINED 01 02 03 5400
LOUISIANA PAC CORP COM 546347105 1006 64379 SH DEFINED 01 02 03 64379
LOWES COS INC COM 548661107 11137 228450 SH DEFINED 01 02 03 228450
LUBRIZOL CORP COM 549271104 1305 50819 SH DEFINED 01 02 03 50819
LUBYS INC COM 549282101 74 6400 SH DEFINED 01 02 03 6400
LUCENT TECHNOLOGIES INC COM 549463107 180722 2785703 SH DEFINED 01 02 03 2785703
LYDALL INC DEL COM 550819106 68 6600 SH DEFINED 01 02 03 6600
LYONDELL CHEMICAL CO COM 552078107 1582 118278 SH DEFINED 01 02 03 118278
MAF BANCORP INC COM 55261R108 211 10598 SH DEFINED 01 02 03 10598
MBIA INC COM 55262C100 2137 45844 SH DEFINED 01 02 03 45844
MBNA CORP COM 55262L100 9262 406015 SH DEFINED 01 02 03 406015
MCN ENERGY GROUP INC COM 55267J100 3320 193190 SH DEFINED 01 02 03 193190
M D C HLDGS INC COM 552676108 99 6100 SH DEFINED 01 02 03 6100
MCI WORLDCOM INC COM 55268B106 179199 2493207 SH DEFINED 01 02 03 2493207
MDU RES GROUP INC COM 552690109 376 16725 SH DEFINED 01 02 03 16725
MEMC ELECTR MATLS INC COM 552715104 107 7800 SH DEFINED 01 02 03 7800
MGC COMMUNICATIONS INC COM 552763302 124 5975 SH DEFINED 01 02 03 5975
MGIC INVT CORP WIS COM 552848103 2712 56806 SH DEFINED 01 02 03 56806
MGI PPTYS INC COM 552885105 34 3800 SH DEFINED 01 02 03 3800
MGM GRAND INC COM 552953101 78 1521 SH DEFINED 01 02 03 1521
MKS INSTRUMENT INC COM 55306N104 194 8700 SH DEFINED 01 02 03 8700
MMC NETWORKS INC COM 55308N102 237 7600 SH DEFINED 01 02 03 7600
MMI COS INC COM 553087107 96 8800 SH DEFINED 01 02 03 8800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MRV COMMUNICATIONS INC COM 553477100 154 6500 SH DEFINED 01 02 03 6500
MSC INDL DIRECT INC CL A 553530106 52 5700 SH DEFINED 01 02 03 5700
M S CARRIERS INC COM 553533100 62 2600 SH DEFINED 01 02 03 2600
MTS SYS CORP COM 553777103 66 6400 SH DEFINED 01 02 03 6400
MTI TECHNOLOGY CORP COM 553903105 166 7200 SH DEFINED 01 02 03 7200
MACDERMID INC COM 554273102 129 3800 SH DEFINED 01 02 03 3800
MACERICH CO COM 554382101 180 7800 SH DEFINED 01 02 03 7800
MACROVISION CORP COM 555904101 178 4000 SH DEFINED 01 02 03 4000
MADDEN STEVEN LTD COM 556269108 127 9800 SH DEFINED 01 02 03 9800
MADISON GAS & ELEC CO COM 557497104 84 4225 SH DEFINED 01 02 03 4225
MAGELLAN HEALTH SVCS INC COM 559079108 62 8500 SH DEFINED 01 02 03 8500
MAGNETEK INC COM 559424106 330 36921 SH DEFINED 01 02 03 36921
MAIL-WELL INC COM 560321200 137 9900 SH DEFINED 01 02 03 9900
MAKER COMMUNICATIONS INC COM 560875106 54 2300 SH DEFINED 01 02 03 2300
MALLINCKRODT INC NEW COM 561232109 964 31922 SH DEFINED 01 02 03 31922
MANDALAY RESORT GROUP MANDALAY 562567107 1681 85125 SH DEFINED 01 02 03 85125
MANITOWOC INC COM 563571108 222 6512 SH DEFINED 01 02 03 6512
MANNATECH INC COM 563771104 32 4800 SH DEFINED 01 02 03 4800
MANPOWER INC COM 56418H100 2100 72100 SH DEFINED 01 02 03 72100
MANUFACTURED HOME CMNTYS INC COM 564682102 133 5700 SH DEFINED 01 02 03 5700
MAPICS INC COM 564910107 114 13100 SH DEFINED 01 02 03 13100
MANUGISTICS GROUP INC COM 565011103 79 7500 SH DEFINED 01 02 03 7500
MAPQUEST COM INC COM 565644101 49 4100 SH DEFINED 01 02 03 4100
MARCUS CORP COM 566330106 79 6539 SH DEFINED 01 02 03 6539
MARINE DRILLING COS INC COM PAR $0.01 568240204 339 21450 SH DEFINED 01 02 03 21450
MARINER POST-ACUTE NETWORK INC COM 568459101 0 0 SH DEFINED 01 02 03 0
MARK IV INDS INC COM 570387100 1257 63645 SH DEFINED 01 02 03 63645
MARKEL CORP COM 570535104 191 1050 SH DEFINED 01 02 03 1050
MARKETING SVCS GROUP INC COM 570907105 31 2600 SH DEFINED 01 02 03 2600
MARSH & MCLENNAN COS INC COM 571748102 32664 476854 SH DEFINED 01 02 03 476854
MARSHALL & ILSLEY CORP COM 571834100 5504 96448 SH DEFINED 01 02 03 96448
MARRIOTT INTL INC NEW CL A 571903202 4813 147230 SH DEFINED 01 02 03 147230
MARSHALL INDS COM 572393106 168 4600 SH DEFINED 01 02 03 4600
MARTIN MARIETTA MATLS INC COM 573284106 1729 43300 SH DEFINED 01 02 03 43300
MARVEL ENTERPRISES INC COM 57383M108 33 6100 SH DEFINED 01 02 03 6100
MASCO CORP COM 574599106 6843 220734 SH DEFINED 01 02 03 220734
MASCOTECH INC COM 574670105 155 9600 SH DEFINED 01 02 03 9600
MASTECH CORP COM 57632N105 119 8800 SH DEFINED 01 02 03 8800
MASTEC INC COM 576323109 137 4650 SH DEFINED 01 02 03 4650
MATRIA HEALTHCARE INC COM 576817100 4 600 SH DEFINED 01 02 03 600
MATTEL INC COM 577081102 3819 201000 SH DEFINED 01 02 03 201000
MATTHEWS INTL CORP CL A 577128101 121 4000 SH DEFINED 01 02 03 4000
MAXIM INTEGRATED PRODS INC COM 57772K101 62917 997200 SH DEFINED 01 02 03 997200
MAXTOR CORP COM NEW 577729205 62 9400 SH DEFINED 01 02 03 9400
MAXWELL TECHNOLOGIES INC COM 577767106 54 4100 SH DEFINED 01 02 03 4100
MAXXIM MED INC COM 57777G105 93 3900 SH DEFINED 01 02 03 3900
MAY DEPT STORES CO COM 577778103 6417 176100 SH DEFINED 01 02 03 176100
MAXXAM INC COM 577913106 396 7700 SH DEFINED 01 02 03 7700
MAVERICK TUBE CORP COM 577914104 71 4300 SH DEFINED 01 02 03 4300
MAXIMUS INC COM 577933104 48 1600 SH DEFINED 01 02 03 1600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MAYTAG CORP COM 578592107 1446 43404 SH DEFINED 01 02 03 43404
MCCLATCHY CO CL A 579489105 118 3300 SH DEFINED 01 02 03 3300
MCCORMICK & CO INC COM NON VTG 579780206 2178 65878 SH DEFINED 01 02 03 65878
MCDERMOTT INTL INC COM 580037109 799 39481 SH DEFINED 01 02 03 39481
MCDONALDS CORP COM 580135101 46734 1086838 SH DEFINED 01 02 03 1086838
MCGRATH RENTCORP COM 580589109 101 5600 SH DEFINED 01 02 03 5600
MCGRAW HILL COS INC COM 580645109 5712 118076 SH DEFINED 01 02 03 118076
MCKESSON HBOC INC COM 58155Q103 4142 142837 SH DEFINED 01 02 03 142837
MCMORAN EXPLORATION CO COM 582411104 138 6400 SH DEFINED 01 02 03 6400
MEAD CORP COM 582834107 2089 60768 SH DEFINED 01 02 03 60768
MEDALLION FINL CORP COM 583928106 107 5300 SH DEFINED 01 02 03 5300
MEDE AMER CORP COM 584067102 48 2100 SH DEFINED 01 02 03 2100
MEDIAONE GROUP INC COM 58440J104 22432 328372 SH DEFINED 01 02 03 328372
MEDIA METRIX INC COM 58440X103 119 1700 SH DEFINED 01 02 03 1700
MEDIA GEN INC CL A 584404107 1244 24268 SH DEFINED 01 02 03 24268
MEDICAL ASSURN INC COM 58449U100 155 6170 SH DEFINED 01 02 03 6170
MEDICAL MANAGER CORP NEW COM 58461U103 3 62 SH DEFINED 01 02 03 62
MEDICONSULT COM INC COM 58469J100 36 4700 SH DEFINED 01 02 03 4700
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 201 7050 SH DEFINED 01 02 03 7050
MEDIMMUNE INC COM 584699102 5302 53200 SH DEFINED 01 02 03 53200
MEDQUIST INC COM 584949101 461 13800 SH DEFINED 01 02 03 13800
MEDTRONIC INC COM 585055106 24121 679462 SH DEFINED 01 02 03 679462
MELITA INTERNATIONAL CORP COM 585493109 28 3600 SH DEFINED 01 02 03 3600
MELLON BK CORP COM 585509102 13220 391690 SH DEFINED 01 02 03 391690
MEMBERWORKS INC COM 586002107 107 3200 SH DEFINED 01 02 03 3200
MENS WEARHOUSE INC COM 587118100 133 6169 SH DEFINED 01 02 03 6169
MENTOR CORP MINN COM 587188103 182 6400 SH DEFINED 01 02 03 6400
MENTOR GRAPHICS CORP COM 587200106 657 76707 SH DEFINED 01 02 03 76707
MERCANTILE BANCORPORATION INC COM 587342106 0 0 SH DEFINED 01 02 03 0
MERCANTILE BANKSHARES CORP COM 587405101 2241 72434 SH DEFINED 01 02 03 72434
MERCHANTS N Y BANCORP INC COM 589167105 19 500 SH DEFINED 01 02 03 500
MERCK & CO INC COM 589331107 104322 1609598 SH DEFINED 01 02 03 1609598
MERCURY INTERACTIVE CORP COM 589405109 646 10000 SH DEFINED 01 02 03 10000
MEREDITH CORP COM 589433101 29 802 SH DEFINED 01 02 03 802
MERISTAR HOSPITALITY CORP COM 58984Y103 196 12880 SH DEFINED 01 02 03 12880
MERISEL INC COM 589849108 56 34600 SH DEFINED 01 02 03 34600
MERITOR AUTOMOTIVE INC COM 59000G100 1405 67300 SH DEFINED 01 02 03 67300
MERRILL CORP COM 590175105 98 4900 SH DEFINED 01 02 03 4900
MERRILL LYNCH & CO INC COM 590188108 24463 364098 SH DEFINED 01 02 03 364098
MESA AIR GROUP INC COM 590479101 43 7000 SH DEFINED 01 02 03 7000
MESABA HLDGS INC COM 59066B102 22 1850 SH DEFINED 01 02 03 1850
MESSAGEMEDIA INC COM 590787107 54 5000 SH DEFINED 01 02 03 5000
MESTEK INC COM 590829107 78 3900 SH DEFINED 01 02 03 3900
METALS USA INC COM 591324108 95 9300 SH DEFINED 01 02 03 9300
METAMOR WORLDWIDE INC COM 59133P100 147 8300 SH DEFINED 01 02 03 8300
METHODE ELECTRS INC CL A 591520200 169 8950 SH DEFINED 01 02 03 8950
METRICOM INC COM 591596101 75 3300 SH DEFINED 01 02 03 3300
METRIS COS INC COM 591598107 288 9794 SH DEFINED 01 02 03 9794
METRO INFORMATION SERVICES INC COM 59162P104 54 4200 SH DEFINED 01 02 03 4200
METROMEDIA FIBER NETWORK INC CL A 591689104 178 7285 SH DEFINED 01 02 03 7285
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
METROMEDIA INTL GROUP INC COM 591695101 59 14285 SH DEFINED 01 02 03 14285
METTLER TOLEDO INTERNATIONAL COM 592688105 287 9700 SH DEFINED 01 02 03 9700
MICHAEL FOOD INC NEW COM 594079105 108 4100 SH DEFINED 01 02 03 4100
MICHAELS STORES INC COM 594087108 322 10900 SH DEFINED 01 02 03 10900
MICREL INC COM 594793101 304 7000 SH DEFINED 01 02 03 7000
MICROS SYS INC COM 594901100 162 4000 SH DEFINED 01 02 03 4000
MICROSOFT CORP COM 594918104 384514 4245844 SH DEFINED 01 02 03 4245844
MICROSTRATEGY INC CL A 594972101 858 15300 SH DEFINED 01 02 03 15300
MICRO WHSE INC COM 59501B105 510 42300 SH DEFINED 01 02 03 42300
MICROCHIP TECHNOLOGY INC COM 595017104 2523 49100 SH DEFINED 01 02 03 49100
MICROMUSE INC COM 595094103 135 2100 SH DEFINED 01 02 03 2100
MICRON ELECTRONICS INC COM 595100108 133 12700 SH DEFINED 01 02 03 12700
MICRON TECHNOLOGY INC COM 595112103 20230 303928 SH DEFINED 01 02 03 303928
MID-AMER APT CMNTYS INC COM 59522J103 114 5300 SH DEFINED 01 02 03 5300
MID ATLANTIC MED SVCS INC COM 59523C107 125 14000 SH DEFINED 01 02 03 14000
MID-STATE BANCSHARES COM 595440108 6 200 SH DEFINED 01 02 03 200
MIDAMERICAN ENERGY HLDGS NEW COM 59562V107 1578 53500 SH DEFINED 01 02 03 53500
MIDAS GROUP INC COM 595626102 89 4300 SH DEFINED 01 02 03 4300
MID AMER BANCORP COM 595915109 14 600 SH DEFINED 01 02 03 600
MIDLAND CO COM 597486109 57 2700 SH DEFINED 01 02 03 2700
MIDWEST EXPRESS HLDGS INC COM 597911106 122 4650 SH DEFINED 01 02 03 4650
MIDWAY GAMES INC COM 598148104 113 7146 SH DEFINED 01 02 03 7146
MIDWEST BANC HOLDINGS INC COM 598251106 75 4600 SH DEFINED 01 02 03 4600
MIKASA INC COM 59862T109 5 400 SH DEFINED 01 02 03 400
MILACRON INC COM 598709103 375 21144 SH DEFINED 01 02 03 21144
MILLENNIUM PHARMACEUTICALS INC COM 599902103 3114 47900 SH DEFINED 01 02 03 47900
MILLER HERMAN INC COM 600544100 1840 76956 SH DEFINED 01 02 03 76956
MILLER INDS INC TENN COM 600551105 43 15350 SH DEFINED 01 02 03 15350
MILLIPORE CORP COM 601073109 763 20301 SH DEFINED 01 02 03 20301
MILLS CORP COM 601148109 98 5500 SH DEFINED 01 02 03 5500
MINE SAFETY APPLIANCES CO COM 602720104 52 825 SH DEFINED 01 02 03 825
MINERALS TECHNOLOGIES INC COM 603158106 1214 25000 SH DEFINED 01 02 03 25000
MINIMED INC COM 60365K108 2535 25800 SH DEFINED 01 02 03 25800
MINNESOTA MNG & MFG CO COM 604059105 18400 191543 SH DEFINED 01 02 03 191543
MINNESOTA PWR INC COM 604110106 1391 79194 SH DEFINED 01 02 03 79194
MIPS TECHNOLOGIES INC CL A 604567107 178 5600 SH DEFINED 01 02 03 5600
MISSION CRITICAL SOFTWARE INC COM 605047109 67 1500 SH DEFINED 01 02 03 1500
MISSISSIPPI CHEM CORP COM NEW 605288208 50 7104 SH DEFINED 01 02 03 7104
MISSISSIPPI VY BANCSHARES INC COM 605720101 76 2400 SH DEFINED 01 02 03 2400
MITCHELL ENERGY & DEV CORP CL A 606592202 139 5700 SH DEFINED 01 02 03 5700
MOBIL CORP COM 607059102 37439 371600 SH DEFINED 01 02 03 371600
MODEM MEDIA POPPE TYSON INC CL A 607533106 81 2200 SH DEFINED 01 02 03 2200
MODINE MFG CO COM 607828100 784 33634 SH DEFINED 01 02 03 33634
MODIS PROFESSIONAL SVCS INC COM 607830106 1355 102300 SH DEFINED 01 02 03 102300
MOHAWK INDS INC COM 608190104 1065 53400 SH DEFINED 01 02 03 53400
MOLECULAR DEVICES CORP COM 60851C107 39 1400 SH DEFINED 01 02 03 1400
MOLEX INC COM 608554101 5266 144757 SH DEFINED 01 02 03 144757
MOMENTUM BUSINESS APPS INC CL A 60877P108 0 4 SH DEFINED 01 02 03 4
MONACO COACH CORP COM 60886R103 108 4450 SH DEFINED 01 02 03 4450
MONDAVI ROBERT CORP CL A 609200100 248 6600 SH DEFINED 01 02 03 6600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MONSANTO CO COM 611662107 9954 278908 SH DEFINED 01 02 03 278908
MONTANA POWER CO COM 612085100 4683 153844 SH DEFINED 01 02 03 153844
MONY GROUP INC COM 615337102 427 14800 SH DEFINED 01 02 03 14800
MOOG INC CL A 615394202 78 2700 SH DEFINED 01 02 03 2700
MORGAN J P & CO INC COM 616880100 11699 102394 SH DEFINED 01 02 03 102394
MORGAN KEEGAN INC COM 617410105 129 7550 SH DEFINED 01 02 03 7550
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 35236 395083 SH DEFINED 01 02 03 395083
MORRISON KNUDSEN CORP NEW COM 61844A109 69 6722 SH DEFINED 01 02 03 6722
MOTIVEPOWER INDS INC COM 61980K101 80 7250 SH DEFINED 01 02 03 7250
MOTOROLA INC COM 620076109 26091 296490 SH DEFINED 01 02 03 296490
MOVADO GROUP INC COM 624580106 99 4300 SH DEFINED 01 02 03 4300
MPATH INTERACTIVE INC COM 62473C101 1 100 SH DEFINED 01 02 03 100
MUELLER INDS INC COM 624756102 425 14300 SH DEFINED 01 02 03 14300
MULTEX COM INC COM 625367107 54 4200 SH DEFINED 01 02 03 4200
MURPHY OIL CORP COM 626717102 2295 42446 SH DEFINED 01 02 03 42446
MUSICLAND STORES CORP COM 62758B109 70 8000 SH DEFINED 01 02 03 8000
MYERS INDS INC COM 628464109 99 5562 SH DEFINED 01 02 03 5562
MYLAN LABS INC COM 628530107 2152 117134 SH DEFINED 01 02 03 117134
NBT BANCORP INC COM 628778102 106 6115 SH DEFINED 01 02 03 6115
NBTY INC COM 628782104 128 16800 SH DEFINED 01 02 03 16800
NCH CORP COM 628850109 323 7155 SH DEFINED 01 02 03 7155
NCI BUILDING SYS INC COM 628852105 91 5500 SH DEFINED 01 02 03 5500
NCO GROUP INC COM 628858102 160 3400 SH DEFINED 01 02 03 3400
NCS HEALTHCARE INC CL A 628874109 24 9000 SH DEFINED 01 02 03 9000
NFO WORLDWIDE INC COM 62910N108 96 7500 SH DEFINED 01 02 03 7500
NL INDS INC COM NEW 629156407 73 5800 SH DEFINED 01 02 03 5800
NPC INTERNATIONAL INC COM 629360306 62 5500 SH DEFINED 01 02 03 5500
NUI CORP COM 629430109 50 2000 SH DEFINED 01 02 03 2000
NVR INC COM 62944T105 126 2500 SH DEFINED 01 02 03 2500
NABISCO GROUP HLDG CORP COM 62952P102 2460 164000 SH DEFINED 01 02 03 164000
NABISCO HLDGS CORP CL A 629526104 121 3500 SH DEFINED 01 02 03 3500
NABORS INDS INC COM 629568106 2621 104839 SH DEFINED 01 02 03 104839
NACCO INDS INC CL A 629579103 561 8034 SH DEFINED 01 02 03 8034
NALCO CHEM CO COM 629853102 283 5596 SH DEFINED 01 02 03 5596
NATIONAL BANCORP ALASKA COM 632587101 110 4300 SH DEFINED 01 02 03 4300
NATIONAL CITY BANCSHARES INC COM 635313109 148 4857 SH DEFINED 01 02 03 4857
NATIONAL CITY CORP COM 635405103 10814 405226 SH DEFINED 01 02 03 405226
NATIONAL COMM BANCORP COM 635449101 217 9900 SH DEFINED 01 02 03 9900
NATIONAL COMPUTER SYS INC COM 635519101 516 13450 SH DEFINED 01 02 03 13450
NATIONAL DISC BROKERS GROUP COM 635646102 79 3000 SH DEFINED 01 02 03 3000
NATIONAL EQUIP SVCS INC COM 635847106 2 200 SH DEFINED 01 02 03 200
NATIONAL FUEL GAS CO N J COM 636180101 3199 67797 SH DEFINED 01 02 03 67797
NATIONAL GOLF PPTYS INC COM 63623G109 97 4300 SH DEFINED 01 02 03 4300
NATIONAL HEALTH INVS INC COM 63633D104 100 6100 SH DEFINED 01 02 03 6100
NATIONAL INFO CONSORTIUM INC COM 636491102 110 4475 SH DEFINED 01 02 03 4475
NATIONAL INSTRS CORP COM 636518102 6748 190925 SH DEFINED 01 02 03 190925
NATIONAL-OILWELL INC COM 637071101 263 16000 SH DEFINED 01 02 03 16000
NATIONAL PENN BANCSHARES INC COM 637138108 109 3976 SH DEFINED 01 02 03 3976
NATIONAL PRESTO INDS INC COM 637215104 147 3800 SH DEFINED 01 02 03 3800
NATIONAL PROCESSING INC COM 637229105 2 200 SH DEFINED 01 02 03 200
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NATIONAL R V HLDGS INC COM 637277104 75 3800 SH DEFINED 01 02 03 3800
NATIONAL SEMICONDUCTOR CORP COM 637640103 2398 78638 SH DEFINED 01 02 03 78638
NATIONAL SVC INDS INC COM 637657107 841 26710 SH DEFINED 01 02 03 26710
NATIONAL STL CORP CL B 637844309 42 6000 SH DEFINED 01 02 03 6000
NATIONAL WESTN LIFE INS CO CL A 638522102 42 500 SH DEFINED 01 02 03 500
NATIONSRENT INC COM 638588103 3 400 SH DEFINED 01 02 03 400
NATIONWIDE HEALTH PPTYS INC COM 638620104 203 12200 SH DEFINED 01 02 03 12200
NATURES SUNSHINE PRODUCTS INC COM 639027101 69 7330 SH DEFINED 01 02 03 7330
NAUTICA ENTERPRISES INC COM 639089101 139 8600 SH DEFINED 01 02 03 8600
NAVARRE CORP COM 639208107 53 5500 SH DEFINED 01 02 03 5500
NAVIGANT CONSULTING INC COM 63935N107 2328 50200 SH DEFINED 01 02 03 50200
NEOMAGIC CORP COM 640497103 29 3800 SH DEFINED 01 02 03 3800
NETWORK EVENT THEATER INC COM 640924106 96 4300 SH DEFINED 01 02 03 4300
NETBANK INC COM 640933107 100 4500 SH DEFINED 01 02 03 4500
NETWORKS ASSOCS INC COM 640938106 2996 156650 SH DEFINED 01 02 03 156650
NET PERCEPTIONS INC COM 64107U101 80 4700 SH DEFINED 01 02 03 4700
NET2PHONE COM 64108N106 66 1275 SH DEFINED 01 02 03 1275
NETGRAVITY INC COM 641114103 99 3000 SH DEFINED 01 02 03 3000
NETOPIA INC COM 64114K104 104 2600 SH DEFINED 01 02 03 2600
NETIQ CORP COM 64115P102 5 175 SH DEFINED 01 02 03 175
NETWORK APPLIANCE INC COM 64120L104 2822 39400 SH DEFINED 01 02 03 39400
NETWORK EQUIP TECHNOLOGIES COM 641208103 71 7700 SH DEFINED 01 02 03 7700
NETWORK SOLUTIONS INC DEL COM 64121Q102 12863 140000 SH DEFINED 01 02 03 140000
NEW CENTURY FINANCIAL CORP COM 64352D101 85 4800 SH DEFINED 01 02 03 4800
NEW CENTURY ENERGIES INC COM 64352U103 3335 99729 SH DEFINED 01 02 03 99729
NEW ENGLAND BUSINESS SVC INC COM 643872104 120 4200 SH DEFINED 01 02 03 4200
NEW ENGLAND ELEC SYS COM 644001109 2838 54717 SH DEFINED 01 02 03 54717
NEW JERSEY RES COM 646025106 184 4600 SH DEFINED 01 02 03 4600
NEW YORK TIMES CO CL A 650111107 3601 96014 SH DEFINED 01 02 03 96014
NEWBRIDGE NETWORKS CORP COM 650901101 44 1700 SH DEFINED 01 02 03 1700
NEWELL RUBBERMAID INC COM 651229106 4335 151781 SH DEFINED 01 02 03 151781
NEWFIELD EXPL CO COM 651290108 306 9300 SH DEFINED 01 02 03 9300
NEWMONT MINING CORP COM 651639106 1951 75404 SH DEFINED 01 02 03 75404
NEWPARK RES INC COM PAR $.01NEW 651718504 149 19200 SH DEFINED 01 02 03 19200
NEWPORT NEWS SHIPBUILDING INC COM 652228107 1312 40600 SH DEFINED 01 02 03 40600
NEWS CORP LTD ADR NEW 652487703 50 1750 SH DEFINED 01 02 03 1750
NEWS CORP LTD SP ADR PFD 652487802 254 9500 SH DEFINED 01 02 03 9500
NIAGARA BANCORP INC COM 652914102 2 200 SH DEFINED 01 02 03 200
NEXTCARD INC COM 65332K107 54 2200 SH DEFINED 01 02 03 2200
NEXTEL COMMUNICATIONS INC CL A 65332V103 9955 146803 SH DEFINED 01 02 03 146803
NEXTLINK COMMUNICATIONS INC CL A 65333H707 301 5800 SH DEFINED 01 02 03 5800
NFRONT INC COM 65334N109 40 3600 SH DEFINED 01 02 03 3600
NIAGARA MOHAWK HLDGS INC COM 653520106 858 55600 SH DEFINED 01 02 03 55600
NICHOLS RESH CORP COM 653818104 112 4200 SH DEFINED 01 02 03 4200
NIELSEN MEDIA RESH INC COM NEW 653929307 320 8600 SH DEFINED 01 02 03 8600
NICOR INC COM 654086107 1392 37420 SH DEFINED 01 02 03 37420
NIKE INC CL B 654106103 8886 156234 SH DEFINED 01 02 03 156234
99 CENTS ONLY STORES COM 65440K106 36 1000 SH DEFINED 01 02 03 1000
NISOURCE INC COM 65473P105 3087 139531 SH DEFINED 01 02 03 139531
NOBLE AFFILIATES INC COM 654894104 1547 53335 SH DEFINED 01 02 03 53335
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NOKIA CORP SPONSORED ADR 654902204 58495 651300 SH DEFINED 01 02 03 651300
NOBLE DRILLING CORP COM 655042109 2964 135500 SH DEFINED 01 02 03 135500
NORDSON CORP COM 655663102 1255 25614 SH DEFINED 01 02 03 25614
NORDSTROM INC COM 655664100 1804 66807 SH DEFINED 01 02 03 66807
NORFOLK SOUTHERN CORP COM 655844108 5579 227715 SH DEFINED 01 02 03 227715
NORTEK INC COM 656559101 94 2750 SH DEFINED 01 02 03 2750
NORTEL NETWORKS CORP COM 656569100 36281 711394 SH DEFINED 01 02 03 711394
NORTH FORK BANCORPORATION NY COM 659424105 2532 129850 SH DEFINED 01 02 03 129850
NORTH PITTSBURGH SYS INC COM 661562108 37 2000 SH DEFINED 01 02 03 2000
NORTHEAST OPTIC NETWORK INC COM 664334109 117 3100 SH DEFINED 01 02 03 3100
NORTHEAST UTILS COM 664397106 2340 127333 SH DEFINED 01 02 03 127333
NORTHN STS PWR CO MINN COM 665772109 1170 54268 SH DEFINED 01 02 03 54268
NORTHERN TR CORP COM 665859104 5440 65145 SH DEFINED 01 02 03 65145
NORTHROP GRUMMAN CORP COM 666807102 2112 33232 SH DEFINED 01 02 03 33232
NORTHWEST BANCORP INC PA COM 667328108 107 12400 SH DEFINED 01 02 03 12400
NORTHWEST NAT GAS CO COM 667655104 173 6700 SH DEFINED 01 02 03 6700
NORTHWESTERN CORP COM 668074107 215 9450 SH DEFINED 01 02 03 9450
NOVA CORP GA COM 669784100 1640 65600 SH DEFINED 01 02 03 65600
NOVELL INC COM 670006105 23757 1148367 SH DEFINED 01 02 03 1148367
NUCOR CORP COM 670346105 1884 39567 SH DEFINED 01 02 03 39567
NUEVO ENERGY CO COM 670509108 184 10650 SH DEFINED 01 02 03 10650
NVIDIA CORP COM 67066G104 119 6200 SH DEFINED 01 02 03 6200
O CHARLEYS INC COM 670823103 38 2600 SH DEFINED 01 02 03 2600
OEA INC COM 670826106 47 6100 SH DEFINED 01 02 03 6100
OEC-MEDICAL SYS INC COM 670828102 63 1800 SH DEFINED 01 02 03 1800
OGE ENERGY CORP COM 670837103 1981 89049 SH DEFINED 01 02 03 89049
OM GROUP INC COM 670872100 246 6400 SH DEFINED 01 02 03 6400
OAK INDS INC COM NEW 671400505 141 4140 SH DEFINED 01 02 03 4140
OAKLEY INC COM 673662102 46 7500 SH DEFINED 01 02 03 7500
OAKWOOD HOMES CORP COM 674098108 73 16300 SH DEFINED 01 02 03 16300
OCCIDENTAL PETE CORP DEL COM 674599105 3834 165807 SH DEFINED 01 02 03 165807
OCEANEERING INTL INC COM 675232102 114 6800 SH DEFINED 01 02 03 6800
OCEANFIRST FINL CORP COM 675234108 64 3900 SH DEFINED 01 02 03 3900
OCTEL CORP COM 675727101 3 300 SH DEFINED 01 02 03 300
OCULAR SCIENCES INC COM 675744106 23 1200 SH DEFINED 01 02 03 1200
OCWEN FINL CORP COM 675746101 3 500 SH DEFINED 01 02 03 500
OFFICEMAX INC COM 67622M108 844 145200 SH DEFINED 01 02 03 145200
OFFICE DEPOT INC COM 676220106 1792 175900 SH DEFINED 01 02 03 175900
OFFSHORE LOGISTICS INC COM 676255102 66 6400 SH DEFINED 01 02 03 6400
OGDEN CORP COM 676346109 558 55800 SH DEFINED 01 02 03 55800
OHIO CAS CORP COM 677240103 1227 72700 SH DEFINED 01 02 03 72700
OLD KENT FINL CORP COM 679833103 3729 100441 SH DEFINED 01 02 03 100441
OLD REP INTL CORP COM 680223104 1770 122600 SH DEFINED 01 02 03 122600
OLIN CORP COM PAR $1 680665205 776 56942 SH DEFINED 01 02 03 56942
OLSTEN CORP COM 681385100 964 92350 SH DEFINED 01 02 03 92350
OMNICARE INC COM 681904108 1084 112600 SH DEFINED 01 02 03 112600
OMNICOM GROUP INC COM 681919106 9515 120161 SH DEFINED 01 02 03 120161
OMEGA HEALTHCARE INVS INC COM 681936100 174 8286 SH DEFINED 01 02 03 8286
OMEGA FINL CORP COM 682092101 85 2700 SH DEFINED 01 02 03 2700
OMNIPOINT CORP COM 68212D102 430 7700 SH DEFINED 01 02 03 7700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ON ASSIGNMENT INC COM 682159108 70 2900 SH DEFINED 01 02 03 2900
ON COMMAND CORP COM 682160106 4 200 SH DEFINED 01 02 03 200
ONE VALLEY BANCORP INC COM 682419106 319 9258 SH DEFINED 01 02 03 9258
ONEIDA LTD COM 682505102 113 4750 SH DEFINED 01 02 03 4750
ONEMAIN COM INC COM 68267P109 49 3000 SH DEFINED 01 02 03 3000
ONEOK INC NEW COM 682680103 2452 80886 SH DEFINED 01 02 03 80886
ONHEALTH NETWORK CO COM 68272W107 38 6000 SH DEFINED 01 02 03 6000
ONSALE INC COM 682838107 42 3100 SH DEFINED 01 02 03 3100
ONYX SOFTWARE CORP COM 683402101 56 3700 SH DEFINED 01 02 03 3700
OPEN MKT INC COM 68370M100 93 7100 SH DEFINED 01 02 03 7100
OPTICAL CABLE CORP COM 683827109 26 2400 SH DEFINED 01 02 03 2400
OPTICAL COATING LAB INC COM 683829105 258 2800 SH DEFINED 01 02 03 2800
ORACLE CORP COM 68389X105 120549 2649420 SH DEFINED 01 02 03 2649420
ORBITAL SCIENCES CORP COM 685564106 142 8100 SH DEFINED 01 02 03 8100
ORGANOGENESIS INC COM 685906109 64 8618 SH DEFINED 01 02 03 8618
OREGON STL MLS INC COM 686079104 339 30323 SH DEFINED 01 02 03 30323
O REILLY AUTOMOTIVE INC COM 686091109 148 3100 SH DEFINED 01 02 03 3100
ORIENTAL FINL GROUP INC COM 68618W100 66 2866 SH DEFINED 01 02 03 2866
ORION CAP CORP COM 686268103 284 6000 SH DEFINED 01 02 03 6000
ORTHODONTIC CTRS AMER INC COM 68750P103 177 10100 SH DEFINED 01 02 03 10100
OSHKOSH B GOSH INC CL A 688222207 78 4900 SH DEFINED 01 02 03 4900
OSHKOSH TRUCK CORP COM 688239201 28 1050 SH DEFINED 01 02 03 1050
OSTEOTECH INC COM 688582105 99 7300 SH DEFINED 01 02 03 7300
O'SULLIVAN INDS HLDGS INC COM 688609106 102 6800 SH DEFINED 01 02 03 6800
OTTER TAIL PWR CO COM 689648103 135 3175 SH DEFINED 01 02 03 3175
OUTBACK STEAKHOUSE INC COM 689899102 1821 71500 SH DEFINED 01 02 03 71500
OVERSEAS SHIPHOLDING GROUP INC COM 690368105 637 41271 SH DEFINED 01 02 03 41271
OWENS CORNING COM 69073F103 527 24300 SH DEFINED 01 02 03 24300
OWENS & MINOR INC NEW COM 690732102 164 17000 SH DEFINED 01 02 03 17000
OWENS ILL INC COM NEW 690768403 2906 146680 SH DEFINED 01 02 03 146680
OXFORD HEALTH PLANS INC COM 691471106 913 73000 SH DEFINED 01 02 03 73000
OXFORD INDS INC COM 691497309 37 1700 SH DEFINED 01 02 03 1700
P-COM INC COM 693262107 113 16200 SH DEFINED 01 02 03 16200
PECO ENERGY CO COM 693304107 3689 98377 SH DEFINED 01 02 03 98377
PG&E CORP COM 69331C108 5629 217535 SH DEFINED 01 02 03 217535
PFF BANCORP INC COM 69331W104 138 6700 SH DEFINED 01 02 03 6700
PE CORP COM PE BIO GRP 69332S102 5031 69628 SH DEFINED 01 02 03 69628
PE CORP CELERA GEN GRP 69332S201 325 8079 SH DEFINED 01 02 03 8079
PICO HLDGS INC COM NEW 693366205 101 4700 SH DEFINED 01 02 03 4700
PLX TECHNOLOGY INC COM 693417107 135 5600 SH DEFINED 01 02 03 5600
PMA CAP CORP CL A 693419202 30 1500 SH DEFINED 01 02 03 1500
PMC-SIERRA INC COM 69344F106 157 1700 SH DEFINED 01 02 03 1700
PMI GROUP INC COM 69344M101 2175 53200 SH DEFINED 01 02 03 53200
PNC BK CORP COM 693475105 8290 157347 SH DEFINED 01 02 03 157347
P P & L RES INC COM 693499105 1451 53610 SH DEFINED 01 02 03 53610
PPG INDS INC COM 693506107 4766 79435 SH DEFINED 01 02 03 79435
PRI AUTOMATION INC COM 69357H106 163 4500 SH DEFINED 01 02 03 4500
PS BUSINESS PKS INC CALIF COM 69360J107 104 4000 SH DEFINED 01 02 03 4000
PSS WORLD MED INC COM 69366A100 735 82275 SH DEFINED 01 02 03 82275
PXRE CORP COM 693674103 68 4678 SH DEFINED 01 02 03 4678
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PACCAR INC COM 693718108 2076 40798 SH DEFINED 01 02 03 40798
PACIFIC CAP BANCORP NEW COM 69404P101 186 5400 SH DEFINED 01 02 03 5400
PACIFIC CENTY FINL CORP COM 694058108 1608 78668 SH DEFINED 01 02 03 78668
PACIFIC GATEWAY EXCHANGE INC COM 694327107 46 2800 SH DEFINED 01 02 03 2800
PACIFIC GULF PPTYS INC COM 694396102 94 4700 SH DEFINED 01 02 03 4700
PACIFIC SUNWEAR CALIF INC COM 694873100 187 6687 SH DEFINED 01 02 03 6687
PACIFICARE HEALTH SYS DEL COM 695112102 2179 50374 SH DEFINED 01 02 03 50374
PACIFICORP COM 695114108 3838 190724 SH DEFINED 01 02 03 190724
PAGEMART WIRELESS INC CL A 69553J104 79 13100 SH DEFINED 01 02 03 13100
PAGING NETWORK INC COM 695542100 18 17900 SH DEFINED 01 02 03 17900
PAINE WEBBER GROUP INC COM 695629105 2335 64400 SH DEFINED 01 02 03 64400
PAIRGAIN TECHNOLOGIES INC COM 695934109 208 16300 SH DEFINED 01 02 03 16300
PALL CORP COM 696429307 1757 75773 SH DEFINED 01 02 03 75773
PALM HARBOR HOMES COM 696639103 67 4881 SH DEFINED 01 02 03 4881
PANAMSAT CORP NEW COM 697933109 18243 505000 SH DEFINED 01 02 03 505000
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 3 200 SH DEFINED 01 02 03 200
PAPA JOHNS INTL INC COM 698813102 1614 39125 SH DEFINED 01 02 03 39125
PARAMETRIC TECHNOLOGY CORP COM 699173100 55751 4129669 SH DEFINED 01 02 03 4129669
PAREXEL INTL CORP COM 699462107 58 6400 SH DEFINED 01 02 03 6400
PARK ELECTROCHEMICAL CORP COM 700416209 92 2800 SH DEFINED 01 02 03 2800
PARK NATL CORP COM 700658107 202 2000 SH DEFINED 01 02 03 2000
PARKER DRILLING CO COM 701081101 79 17700 SH DEFINED 01 02 03 17700
PARKER HANNIFIN CORP COM 701094104 2320 51779 SH DEFINED 01 02 03 51779
PARKWAY PPTYS INC COM 70159Q104 90 2800 SH DEFINED 01 02 03 2800
PATTERSON DENTAL CO COM 703412106 301 6075 SH DEFINED 01 02 03 6075
PATTERSON ENERGY INC COM 703414102 137 9000 SH DEFINED 01 02 03 9000
PAXAR CORP COM 704227107 111 11545 SH DEFINED 01 02 03 11545
PAXSON COMMUNICATIONS CORP COM 704231109 93 7600 SH DEFINED 01 02 03 7600
PAYCHEX INC COM 704326107 5398 158173 SH DEFINED 01 02 03 158173
PAYLESS SHOESOURCE INC COM 704379106 1540 30500 SH DEFINED 01 02 03 30500
PCORDER COM INC CL A 70453H107 60 1700 SH DEFINED 01 02 03 1700
PEC ISRAEL ECONOMIC CORP COM 705098101 125 3600 SH DEFINED 01 02 03 3600
PEDIATRIX MED GROUP COM 705324101 56 4000 SH DEFINED 01 02 03 4000
PEGASYSTEMS INC COM 705573103 39 5000 SH DEFINED 01 02 03 5000
PEGASUS COMMUNICATIONS CORP CL A 705904100 126 2800 SH DEFINED 01 02 03 2800
PEGASUS SYSTEMS INC COM 705906105 83 2200 SH DEFINED 01 02 03 2200
PENN TREATY AMERN CORP COM 707874103 2 100 SH DEFINED 01 02 03 100
PENNEY J C INC COM 708160106 4619 134373 SH DEFINED 01 02 03 134373
PENNSYLVANIA ENTERPRISES INC COM 708720107 86 2650 SH DEFINED 01 02 03 2650
PENNSYLVANIA RL ESTATE INVT TR SH BEN INT 709102107 91 4800 SH DEFINED 01 02 03 4800
PENNZOIL-QUAKER STATE COMPANY COM 709323109 1202 95185 SH DEFINED 01 02 03 95185
PENTAIR INC COM 709631105 1560 38876 SH DEFINED 01 02 03 38876
PENTON MEDIA INC COM 709668107 49 3000 SH DEFINED 01 02 03 3000
PEOPLES ENERGY CORP COM 711030106 1282 36424 SH DEFINED 01 02 03 36424
PEOPLES HLDG CO COM 711148106 133 3900 SH DEFINED 01 02 03 3900
PEOPLESOFT INC COM 712713106 1889 111527 SH DEFINED 01 02 03 111527
PEP BOYS MANNY MOE & JACK COM 713278109 535 35982 SH DEFINED 01 02 03 35982
PEPSICO INC COM 713448108 27411 906144 SH DEFINED 01 02 03 906144
PER SE TECHNOLOGIES INC COM 713569200 87 25400 SH DEFINED 01 02 03 25400
PERCLOSE INC COM 71361C107 84 1800 SH DEFINED 01 02 03 1800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PEREGRINE SYSTEMS INC COM 71366Q101 334 8200 SH DEFINED 01 02 03 8200
PERFORMANCE FOOD GROUP CO COM 713755106 215 8400 SH DEFINED 01 02 03 8400
PERRIGO CO COM 714290103 670 85100 SH DEFINED 01 02 03 85100
PERSONNEL GROUP AMER INC COM 715338109 53 8400 SH DEFINED 01 02 03 8400
PERVASIVE SOFTWARE INC COM 715710109 90 2600 SH DEFINED 01 02 03 2600
PETCO ANIMAL SUPPLIES COM 716016100 69 5800 SH DEFINED 01 02 03 5800
PETSMART INC COM 716768106 110 29600 SH DEFINED 01 02 03 29600
PHARMACYCLICS INC COM 716933106 86 2100 SH DEFINED 01 02 03 2100
PHARMACIA & UPJOHN INC COM 716941109 11322 228142 SH DEFINED 01 02 03 228142
PFIZER INC COM 717081103 68803 1914526 SH DEFINED 01 02 03 1914526
PHARMACEUTICAL PROD DEV INC COM 717124101 66 4899 SH DEFINED 01 02 03 4899
PHELPS DODGE CORP COM 717265102 1595 28959 SH DEFINED 01 02 03 28959
PHILADELPHIA CONS HLDG CORP COM 717528103 4 300 SH DEFINED 01 02 03 300
PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 221 9400 SH DEFINED 01 02 03 9400
PHILIP MORRIS COS INC COM 718154107 49029 1434129 SH DEFINED 01 02 03 1434129
PHILLIPS PETE CO COM 718507106 5123 105084 SH DEFINED 01 02 03 105084
PHILLIPS VAN HEUSEN CORP COM 718592108 57 6400 SH DEFINED 01 02 03 6400
PHOENIX INVT PARTNERS LTD COM 719085102 117 14000 SH DEFINED 01 02 03 14000
PHOENIX TECHNOLOGY LTD COM 719153108 106 9500 SH DEFINED 01 02 03 9500
PHYCOR INC COM 71940F100 76 17300 SH DEFINED 01 02 03 17300
PHOTRONICS INC COM 719405102 121 5400 SH DEFINED 01 02 03 5400
PICTURETEL CORP COM NEW 720035302 47 11100 SH DEFINED 01 02 03 11100
PIEDMONT NAT GAS INC COM 720186105 249 8200 SH DEFINED 01 02 03 8200
PIER 1 IMPORTS INC COM 720279108 165 24400 SH DEFINED 01 02 03 24400
PILGRIMS PRIDE CORP CL B 721467108 28 3200 SH DEFINED 01 02 03 3200
PILGRIMS PRIDE CORP CL A 721467207 8 1600 SH DEFINED 01 02 03 1600
PILLOWTEX CORP COM 721501104 2 200 SH DEFINED 01 02 03 200
PINNACLE HLDGS INC COM 72346N101 141 5400 SH DEFINED 01 02 03 5400
PINNACLE SYS INC COM 723481107 246 5800 SH DEFINED 01 02 03 5800
PINNACLE WEST CAP CORP COM 723484101 2805 77123 SH DEFINED 01 02 03 77123
PIONEER GROUP INC COM 723684106 101 6700 SH DEFINED 01 02 03 6700
PIONEER HI BRED INTL INC COM 723686101 4854 121915 SH DEFINED 01 02 03 121915
PIONEER NAT RES CO COM 723787107 1313 123600 SH DEFINED 01 02 03 123600
PIONEER STD ELECTRS INC COM 723877106 110 7637 SH DEFINED 01 02 03 7637
PITNEY BOWES INC COM 724479100 9576 157141 SH DEFINED 01 02 03 157141
PITTSTON CO COM BRINKS GRP 725701106 1057 45600 SH DEFINED 01 02 03 45600
PITTSTON CO COM BAX GROUP 725701882 72 8900 SH DEFINED 01 02 03 8900
PITTWAY CORP DEL CL A 725790208 198 6300 SH DEFINED 01 02 03 6300
PIXAR COM 725811103 132 3500 SH DEFINED 01 02 03 3500
PLACER DOME INC COM 725906101 1493 100379 SH DEFINED 01 02 03 100379
PLAINS RES INC COM PAR $0.10 726540503 95 5300 SH DEFINED 01 02 03 5300
PLANTRONICS INC NEW COM 727493108 209 4200 SH DEFINED 01 02 03 4200
PLAYERS INTL INC COM 727903106 3 400 SH DEFINED 01 02 03 400
PLAYBOY ENTERPRISES INC CL B 728117300 133 5000 SH DEFINED 01 02 03 5000
PLAYTEX PRODS INC COM 72813P100 130 8800 SH DEFINED 01 02 03 8800
PLEXUS CORP COM 729132100 123 4000 SH DEFINED 01 02 03 4000
POGO PRODUCING CO COM 730448107 208 10000 SH DEFINED 01 02 03 10000
POHANG IRON & STL LTD SPONSORED ADR 730450103 282 9000 SH DEFINED 01 02 03 9000
POLARIS INDS INC COM 731068102 215 6200 SH DEFINED 01 02 03 6200
POLAROID CORP COM 731095105 859 33046 SH DEFINED 01 02 03 33046
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
POLICY MGMT SYS CORP COM 731108106 1364 43136 SH DEFINED 01 02 03 43136
POLYCOM INC COM 73172K104 510 10700 SH DEFINED 01 02 03 10700
POLYMER GROUP INC COM 731745105 108 7300 SH DEFINED 01 02 03 7300
POOL ENERGY SVCS CO COM 732788104 145 5900 SH DEFINED 01 02 03 5900
POTLATCH CORP COM 737628107 1008 24465 SH DEFINED 01 02 03 24465
POTOMAC ELEC PWR CO COM 737679100 3507 137856 SH DEFINED 01 02 03 137856
POWER INTEGRATIONS INC COM 739276103 180 2600 SH DEFINED 01 02 03 2600
POWER-ONE INC COM 739308104 3 100 SH DEFINED 01 02 03 100
POWERTEL INC COM 73936C109 314 5700 SH DEFINED 01 02 03 5700
POWERWAVE TECHNOLOGIES INC COM 739363109 178 3700 SH DEFINED 01 02 03 3700
PREMIER BANCSHARES INC GA COM 739909109 114 6500 SH DEFINED 01 02 03 6500
PRAXAIR INC COM 74005P104 15940 346526 SH DEFINED 01 02 03 346526
PRE PAID LEGAL SVCS INC COM 740065107 193 4900 SH DEFINED 01 02 03 4900
PRECISION CASTPARTS CORP COM 740189105 1307 42838 SH DEFINED 01 02 03 42838
PREMARK INTL INC COM 740459102 3010 59600 SH DEFINED 01 02 03 59600
PREMIER NATL BANCORP INC COM 74053F107 200 SH DEFINED 01 02 03 200
PREMIER PKS INC COM NEW 740540208 2187 75400 SH DEFINED 01 02 03 75400
PREMIERE TECHNOLOGIES INC COM 74058F102 71 11900 SH DEFINED 01 02 03 11900
PREMISYS COMMUNICATIONS INC COM 740584107 55 6600 SH DEFINED 01 02 03 6600
PRENTISS PPTYS TR SH BEN INT 740706106 220 9900 SH DEFINED 01 02 03 9900
PRESIDENTIAL LIFE CORP COM 740884101 111 6500 SH DEFINED 01 02 03 6500
PRESSTEK INC COM 741113104 48 6600 SH DEFINED 01 02 03 6600
PREVIEW TRAVEL INC COM 74137R101 75 4600 SH DEFINED 01 02 03 4600
PRICE COMMUNICATIONS CORP COM NEW 741437305 223 8905 SH DEFINED 01 02 03 8905
PRICE T ROWE & ASSOCIATES COM 741477103 3537 128900 SH DEFINED 01 02 03 128900
PRICELINE COM INC COM 741503106 18383 285000 SH DEFINED 01 02 03 285000
PRIME RETAIL INC COM 741570105 87 11823 SH DEFINED 01 02 03 11823
PRIME RETAIL INC PFD CONV SER B 741570303 11 778 SH DEFINED 01 02 03 778
PRIME GROUP REALTY TRUST SH BEN INT 74158J103 3 200 SH DEFINED 01 02 03 200
PRIMEX TECHNOLOGIES INC COM 741597108 4 200 SH DEFINED 01 02 03 200
PRIMARK CORP COM 741903108 162 5685 SH DEFINED 01 02 03 5685
PRIME HOSPITALITY CORP COM 741917108 112 14000 SH DEFINED 01 02 03 14000
PRIMUS TELECOMMUNICATIONS GRP COM 741929103 118 5600 SH DEFINED 01 02 03 5600
PRIDE INTL INC COM 741932107 199 14000 SH DEFINED 01 02 03 14000
PRISM FINL CORP COM 74264Q108 30 3000 SH DEFINED 01 02 03 3000
PRIORITY HEALTHCARE CORP CL B 74264T102 71 2304 SH DEFINED 01 02 03 2304
PRIVATE BUSINESS INC COM 74267D104 72 15200 SH DEFINED 01 02 03 15200
PROBUSINESS SERVICES INC COM 742674104 62 2300 SH DEFINED 01 02 03 2300
PROCTER & GAMBLE CO COM 742718109 85903 916302 SH DEFINED 01 02 03 916302
PROFESSIONALS GROUP INC COM 742954100 103 4100 SH DEFINED 01 02 03 4100
PROFESSIONAL DETAILING INC COM 74312N107 52 2000 SH DEFINED 01 02 03 2000
PROFIT RECOVERY GROUP INTL INC COM 743168106 382 8550 SH DEFINED 01 02 03 8550
PROGRESS SOFTWARE CORP COM 743312100 165 5250 SH DEFINED 01 02 03 5250
PROGRESSIVE CORP OHIO COM 743315103 3013 36890 SH DEFINED 01 02 03 36890
PROJECT SOFTWARE & DEV INC COM 74339P101 123 2300 SH DEFINED 01 02 03 2300
PROMUS HOTEL CORP NEW COM 74342P106 2506 76957 SH DEFINED 01 02 03 76957
PROTECTION ONE INC COM 743663304 32 7900 SH DEFINED 01 02 03 7900
PROTECTIVE LIFE CORP COM 743674103 1699 58600 SH DEFINED 01 02 03 58600
PROTEIN DESIGN LABS INC COM 74369L103 228 6300 SH DEFINED 01 02 03 6300
PROVANT INC COM 743724106 58 3600 SH DEFINED 01 02 03 3600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PROVIDENT AMER CORP COM 743832107 48 3200 SH DEFINED 01 02 03 3200
PROVIDENT BANKSHARES CORP COM 743859100 332 15586 SH DEFINED 01 02 03 15586
PROVIDENT FINL GROUP INC COM 743866105 1426 39000 SH DEFINED 01 02 03 39000
PROVINCE HEALTHCARE CO COM 743977100 36 3100 SH DEFINED 01 02 03 3100
PROVIDIAN FINL CORP COM 74406A102 7487 94554 SH DEFINED 01 02 03 94554
PROXICOM INC COM 744282104 99 1700 SH DEFINED 01 02 03 1700
PROXIM INC COM 744284100 147 3200 SH DEFINED 01 02 03 3200
PROXYMED PHARMACY INC COM 744290107 88 7000 SH DEFINED 01 02 03 7000
PSINET INC COM 74437C101 26128 726400 SH DEFINED 01 02 03 726400
PUBLIC SVC CO N MEX COM 744499104 875 47937 SH DEFINED 01 02 03 47937
PUBLIC SVC CO N C INC COM 744516105 174 5600 SH DEFINED 01 02 03 5600
PUBLIC SVC ENTERPRISE GROUP COM 744573106 6961 180231 SH DEFINED 01 02 03 180231
PUBLICARD INC COM 744627100 65 7600 SH DEFINED 01 02 03 7600
PUGET SOUND ENERGY INC COM 745332106 2129 94880 SH DEFINED 01 02 03 94880
PULITZER INC COM 745769109 9 200 SH DEFINED 01 02 03 200
PULTE CORP COM 745867101 522 24000 SH DEFINED 01 02 03 24000
QRS CORP COM 74726X105 164 2550 SH DEFINED 01 02 03 2550
QLOGIC CORP COM 747277101 2334 33400 SH DEFINED 01 02 03 33400
QUADRAMED CORP COM 74730W101 57 7600 SH DEFINED 01 02 03 7600
QUAKER OATS CO COM 747402105 4413 71315 SH DEFINED 01 02 03 71315
QUALCOMM INC COM 747525103 14265 75400 SH DEFINED 01 02 03 75400
QUANEX CORP COM 747620102 110 4300 SH DEFINED 01 02 03 4300
QUANTUM CORP COM DSSG 747906204 2154 153192 SH DEFINED 01 02 03 153192
QUANTUM CORP COM HDDG 747906303 4 600 SH DEFINED 01 02 03 600
QUEENS CNTY BANCORP INC COM 748242104 202 7322 SH DEFINED 01 02 03 7322
QUEST DIAGNOSTICS INC COM 74834L100 198 7600 SH DEFINED 01 02 03 7600
QUEST SOFTWARE INC COM 74834T103 12 250 SH DEFINED 01 02 03 250
QUESTAR CORP COM 748356102 2057 113486 SH DEFINED 01 02 03 113486
QUIKSILVER INC COM 74838C106 97 5300 SH DEFINED 01 02 03 5300
QUINTILES TRANSNATIONAL CORP COM 748767100 2390 125600 SH DEFINED 01 02 03 125600
QUORUM HEALTH GROUP INC COM 749084109 638 90800 SH DEFINED 01 02 03 90800
QWEST COMMUNICATIONS INTL INC COM 749121109 160 5400 SH DEFINED 01 02 03 5400
RFS HOTEL INVS INC COM 74955J108 104 9000 SH DEFINED 01 02 03 9000
R H DONNELLEY CORP COM NEW 74955W307 89 4800 SH DEFINED 01 02 03 4800
R G S ENERGY GROUP INC COM 74956K104 243 9900 SH DEFINED 01 02 03 9900
RLI CORP COM 749607107 79 2400 SH DEFINED 01 02 03 2400
RPC INC COM 749660106 1 200 SH DEFINED 01 02 03 200
RPM INC OHIO COM 749685103 1226 100556 SH DEFINED 01 02 03 100556
RSA SEC INC COM 749719100 244 9200 SH DEFINED 01 02 03 9200
RTI INTL METALS INC COM 74973W107 42 4200 SH DEFINED 01 02 03 4200
RWD TECHNOLOGIES INC COM 74975B101 40 5100 SH DEFINED 01 02 03 5100
RACING CHAMPIONS CORP COM 750069106 31 5400 SH DEFINED 01 02 03 5400
RADIAN GROUP INC COM 750236101 447 10405 SH DEFINED 01 02 03 10405
RADIANT SYSTEMS INC COM 75025N102 233 14400 SH DEFINED 01 02 03 14400
RADISYS CORP COM 750459109 79 2008 SH DEFINED 01 02 03 2008
RALCORP HLDGS INC NEW COM 751028101 153 8635 SH DEFINED 01 02 03 8635
RALSTON PURINA CO COM RAL-PUR GP 751277302 4715 169527 SH DEFINED 01 02 03 169527
RARE MEDIUM GROUP INC COM 75382N109 62 5900 SH DEFINED 01 02 03 5900
RATIONAL SOFTWARE CORP COM NEW 75409P202 2278 77800 SH DEFINED 01 02 03 77800
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RAYMOND JAMES FINANCIAL INC COM 754730109 169 8500 SH DEFINED 01 02 03 8500
RAYONIER INC COM 754907103 1453 34600 SH DEFINED 01 02 03 34600
RAYOVAC CORP COM 755081106 147 6800 SH DEFINED 01 02 03 6800
RAYTHEON CO CL B 755111408 7797 157118 SH DEFINED 01 02 03 157118
RAZORFISH INC CL A 755236106 91 2100 SH DEFINED 01 02 03 2100
READ-RITE CORP COM 755246105 63 13500 SH DEFINED 01 02 03 13500
READERS DIGEST ASSN INC CL A NON VTG 755267101 3004 102700 SH DEFINED 01 02 03 102700
REALNETWORKS INC COM 75605L104 5751 55000 SH DEFINED 01 02 03 55000
REALTY INCOME CORP COM 756109104 164 7100 SH DEFINED 01 02 03 7100
RECKSON ASSOCS RLTY CORP COM 75621K106 273 13100 SH DEFINED 01 02 03 13100
RECKSON ASSOCS RLTY CORP CL B 75621K304 0 0 SH DEFINED 01 02 03 0
REDWOOD TR INC COM 758075402 67 5200 SH DEFINED 01 02 03 5200
REEBOK INTL LTD COM 758110100 355 33200 SH DEFINED 01 02 03 33200
REGAL BELOIT CORP COM 758750103 122 5900 SH DEFINED 01 02 03 5900
REGENERON PHARMACEUTICALS COM 75886F107 41 5100 SH DEFINED 01 02 03 5100
REGIS CORP MINN COM 758932107 135 7000 SH DEFINED 01 02 03 7000
REGENCY RLTY CORP COM 758939102 197 9400 SH DEFINED 01 02 03 9400
REGIONS FINL CORP COM 758940100 2775 92500 SH DEFINED 01 02 03 92500
RELIANCE BANCORP INC COM 759451107 102 2700 SH DEFINED 01 02 03 2700
RELIANCE GROUP HOLDINGS INC COM 759464100 46 10300 SH DEFINED 01 02 03 10300
RELIANCE STEEL & ALUMINUM CO COM 759509102 88 4200 SH DEFINED 01 02 03 4200
RELIANT ENERGY INC COM 75952J108 4083 150868 SH DEFINED 01 02 03 150868
RELIASTAR FINL CORP COM 75952U103 2926 88000 SH DEFINED 01 02 03 88000
REMEC INC COM 759543101 77 5600 SH DEFINED 01 02 03 5600
REMEDY CORP COM 759548100 167 5900 SH DEFINED 01 02 03 5900
RENAISSANCE WORLDWIDE INC COM 75968A109 16 4020 SH DEFINED 01 02 03 4020
REPUBLIC BANCSHARES INC COM 759929102 45 3100 SH DEFINED 01 02 03 3100
RENAL CARE GROUP INC COM 759930100 245 11175 SH DEFINED 01 02 03 11175
RENT A CTR INC NEW COM 76009N100 91 4900 SH DEFINED 01 02 03 4900
RENT WAY INC COM 76009U104 124 6500 SH DEFINED 01 02 03 6500
REPUBLIC BANCORP KY CL A 760281204 62 6200 SH DEFINED 01 02 03 6200
REPUBLIC BANCORP INC COM 760282103 137 11840 SH DEFINED 01 02 03 11840
REPUBLIC N Y CORP COM 760719104 3736 60810 SH DEFINED 01 02 03 60810
REPUBLIC SECURITY FINL CORP COM 760758102 106 12200 SH DEFINED 01 02 03 12200
REPUBLIC SVCS INC COM 760759100 100 9200 SH DEFINED 01 02 03 9200
RES-CARE INC COM 760943100 2 100 SH DEFINED 01 02 03 100
RESMED INC COM 761152107 126 3800 SH DEFINED 01 02 03 3800
RESOURCE AMERICA INC CL A 761195205 46 6200 SH DEFINED 01 02 03 6200
RESOURCE BANCSHARES MTG GROUP COM 761197102 3 700 SH DEFINED 01 02 03 700
RESPIRONICS INC COM 761230101 84 10196 SH DEFINED 01 02 03 10196
REXALL SUNDOWN INC COM 761648104 143 11600 SH DEFINED 01 02 03 11600
REYNOLDS & REYNOLDS CO CL A 761695105 1512 74208 SH DEFINED 01 02 03 74208
REYNOLDS METALS CO COM 761763101 2224 36842 SH DEFINED 01 02 03 36842
REYNOLDS R J TOB HLDGS INC COM 76182K105 2741 101533 SH DEFINED 01 02 03 101533
RICHMOND CNTY FINL CORP COM 764556106 246 13100 SH DEFINED 01 02 03 13100
RIGGS NATL CORP WASH DC COM 766570105 115 6800 SH DEFINED 01 02 03 6800
RISK CAP HLDGS INC COM 767711104 95 6100 SH DEFINED 01 02 03 6100
RITE AID CORP COM 767754104 1931 139824 SH DEFINED 01 02 03 139824
RIVIANA FOODS INC COM 769536103 83 4300 SH DEFINED 01 02 03 4300
ROADWAY EXPRESS INC DEL COM 769742107 89 4400 SH DEFINED 01 02 03 4400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ROBBINS & MYERS INC COM 770196103 36 2300 SH DEFINED 01 02 03 2300
ROBERT HALF INTL INC COM 770323103 2174 90600 SH DEFINED 01 02 03 90600
ROBERTS PHARMACEUTICAL CORP COM 770491108 245 8100 SH DEFINED 01 02 03 8100
ROCK-TENN CO CL A 772739207 72 4990 SH DEFINED 01 02 03 4990
ROCKWELL INTL CORP NEW COM 773903109 7277 138617 SH DEFINED 01 02 03 138617
ROGERS CORP COM 775133101 11 300 SH DEFINED 01 02 03 300
ROHM & HAAS CO COM 775371107 2982 82541 SH DEFINED 01 02 03 82541
ROLLINS INC COM 775711104 536 34725 SH DEFINED 01 02 03 34725
ROLLINS TRUCK LEASING CORP COM 775741101 126 12462 SH DEFINED 01 02 03 12462
ROMAC INTL INC COM 775835101 64 7700 SH DEFINED 01 02 03 7700
ROPER INDS INC NEW COM 776696106 291 7600 SH DEFINED 01 02 03 7600
ROSLYN BANCORP INC COM 778162107 0 5 SH DEFINED 01 02 03 5
ROSS STORES INC COM 778296103 1691 84000 SH DEFINED 01 02 03 84000
ROUGE INDS INC DEL CL A 779088103 1 200 SH DEFINED 01 02 03 200
ROWAN COS INC COM 779382100 787 48429 SH DEFINED 01 02 03 48429
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 62104 1051492 SH DEFINED 01 02 03 1051492
RUBY TUESDAY INC COM 781182100 158 8100 SH DEFINED 01 02 03 8100
RUDDICK CORP COM 781258108 795 50100 SH DEFINED 01 02 03 50100
RUSS BERRIE & CO COM 782233100 63 3000 SH DEFINED 01 02 03 3000
RUSSELL CORP COM 782352108 431 30400 SH DEFINED 01 02 03 30400
RYANS FAMILY STEAK HOUSE INC COM 783519101 102 11300 SH DEFINED 01 02 03 11300
RYDER SYS INC COM 783549108 780 38263 SH DEFINED 01 02 03 38263
RYERSON TULL INC NEW COM 78375P107 965 41740 SH DEFINED 01 02 03 41740
RYLAND GROUP INC COM 783764103 116 5100 SH DEFINED 01 02 03 5100
S & T BANCORP INC COM 783859101 152 6680 SH DEFINED 01 02 03 6680
SBC COMMUNICATIONS INC COM 78387G103 76987 1507707 SH DEFINED 01 02 03 1507707
SCI SYS INC COM 783890106 62461 1405600 SH DEFINED 01 02 03 1405600
SCM MICROSYSTEMS INC COM 784018103 145 3200 SH DEFINED 01 02 03 3200
SCPIE HLDGS INC COM 78402P104 101 3200 SH DEFINED 01 02 03 3200
SEMCO ENERGY INC COM 78412D109 6 400 SH DEFINED 01 02 03 400
SK TELECOM LTD SPONSORED ADR 78440P108 130 12600 SH DEFINED 01 02 03 12600
SL GREEN RLTY CORP COM 78440X101 78 3900 SH DEFINED 01 02 03 3900
SLM HLDG CORP COM 78442A109 4785 111278 SH DEFINED 01 02 03 111278
SLI INC COM 78442T108 82 3850 SH DEFINED 01 02 03 3850
SPDR TR UNIT SER 1 78462F103 157 1219 SH DEFINED 01 02 03 1219
SPS TECHNOLOGIES INC COM 784626103 129 3400 SH DEFINED 01 02 03 3400
SPX CORP COM 784635104 3694 40700 SH DEFINED 01 02 03 40700
S3 INC COM 784849101 141 13500 SH DEFINED 01 02 03 13500
SABRATEK CORP COM 78571U108 8 2900 SH DEFINED 01 02 03 2900
SABRE HLDGS CORP CL A 785905100 125 2900 SH DEFINED 01 02 03 2900
SAFECO CORP COM 786429100 1812 64719 SH DEFINED 01 02 03 64719
SAFEGUARD SCIENTIFICS INC COM 786449108 95 1400 SH DEFINED 01 02 03 1400
SAFESCIENCE INC COM 786452102 51 3200 SH DEFINED 01 02 03 3200
SAFESKIN CORP COM 786454108 79 9600 SH DEFINED 01 02 03 9600
SAFEWAY INC COM NEW 786514208 20843 547603 SH DEFINED 01 02 03 547603
SAGA SYS INC COM 786610105 105 7300 SH DEFINED 01 02 03 7300
SAGENT TECHNOLOGY INC COM 786693101 71 7500 SH DEFINED 01 02 03 7500
ST FRANCIS CAP CORP COM 789374105 4 200 SH DEFINED 01 02 03 200
ST JUDE MED INC COM 790849103 1196 37980 SH DEFINED 01 02 03 37980
ST MARY LD & EXPL CO COM 792228108 97 3700 SH DEFINED 01 02 03 3700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ST PAUL BANCORP INC COM 792848103 239 10450 SH DEFINED 01 02 03 10450
ST PAUL COS INC COM 792860108 3255 118369 SH DEFINED 01 02 03 118369
SAKS INC COM 79377W108 2157 142004 SH DEFINED 01 02 03 142004
SALESLOGIX CORP COM 79466P105 101 5050 SH DEFINED 01 02 03 5050
SANCHEZ COMPUTER ASSOCS INC COM 799702105 105 3000 SH DEFINED 01 02 03 3000
SANDERSON FARMS INC COM 800013104 50 5000 SH DEFINED 01 02 03 5000
SANDISK CORP COM 80004C101 502 7700 SH DEFINED 01 02 03 7700
SANDY SPRING BANCORP INC COM 800363103 3 100 SH DEFINED 01 02 03 100
SANMINA CORP COM 800907107 40111 518400 SH DEFINED 01 02 03 518400
SANGSTAT MED CORP COM 801003104 312 14600 SH DEFINED 01 02 03 14600
SANTA CRUZ OPERATION INC COM 801833104 104 8700 SH DEFINED 01 02 03 8700
SANTA FE SNYDER CORP COM 80218K105 1481 164610 SH DEFINED 01 02 03 164610
SARA LEE CORP COM 803111103 11165 476372 SH DEFINED 01 02 03 476372
SAUER INC COM 804137107 71 5800 SH DEFINED 01 02 03 5800
SAUL CTRS INC COM 804395101 3 200 SH DEFINED 01 02 03 200
SAWTEK INC COM 805468105 196 5600 SH DEFINED 01 02 03 5600
SCANA CORP COM 805898103 2283 94388 SH DEFINED 01 02 03 94388
SCHEIN HENRY INC COM 806407102 86 6000 SH DEFINED 01 02 03 6000
SCHEIN PHARMACEUTICAL INC COM 806416103 23 2400 SH DEFINED 01 02 03 2400
SCHERING PLOUGH CORP COM 806605101 36752 842450 SH DEFINED 01 02 03 842450
SCHLUMBERGER LTD COM 806857108 34241 549502 SH DEFINED 01 02 03 549502
SCHOLASTIC CORP COM 807066105 1210 24200 SH DEFINED 01 02 03 24200
SCHULMAN A INC COM 808194104 666 38473 SH DEFINED 01 02 03 38473
SCHWAB CHARLES CORP NEW COM 808513105 16130 478810 SH DEFINED 01 02 03 478810
SCHWEITZER-MAUDUIT INTL INC COM 808541106 57 4400 SH DEFINED 01 02 03 4400
SCIENTIFIC ATLANTA INC COM 808655104 2251 45413 SH DEFINED 01 02 03 45413
SCIENTIFIC GAMES HLDGS CORP COM 808747109 61 3100 SH DEFINED 01 02 03 3100
SCOTT TECHNOLOGIES INC COM 810022301 138 7000 SH DEFINED 01 02 03 7000
SCOTTS CO CL A 810186106 159 4600 SH DEFINED 01 02 03 4600
SCRIPPS E W CO OHIO CL A 811054204 211 4300 SH DEFINED 01 02 03 4300
SEABOARD CORP COM 811543107 65 300 SH DEFINED 01 02 03 300
SEACOAST FINL SVCS CORP COM 81170Q106 150 15000 SH DEFINED 01 02 03 15000
SEAGATE TECHNOLOGY COM 811804103 3651 118485 SH DEFINED 01 02 03 118485
SEAGRAM LTD COM 811850106 8528 187425 SH DEFINED 01 02 03 187425
SEACOR SMIT INC COM 811904101 164 3200 SH DEFINED 01 02 03 3200
SEALED AIR CORP NEW COM 81211K100 14532 283197 SH DEFINED 01 02 03 283197
SEARS ROEBUCK & CO COM 812387108 6384 203474 SH DEFINED 01 02 03 203474
SECOND BANCORP INC COM 813114105 5 200 SH DEFINED 01 02 03 200
SECURITY CAP GROUP INC CL B 81413P204 150 10200 SH DEFINED 01 02 03 10200
SECURITY FIRST TECHNOLOGIES CP COM 814279105 229 5900 SH DEFINED 01 02 03 5900
SEITEL INC COM NEW 816074306 69 7100 SH DEFINED 01 02 03 7100
SELECT COMFORT CORP COM 81616X103 1 200 SH DEFINED 01 02 03 200
SELECTIVE INS GROUP INC COM 816300107 196 10400 SH DEFINED 01 02 03 10400
SEMTECH CORP COM 816850101 278 7600 SH DEFINED 01 02 03 7600
SEMPRA ENERGY COM 816851109 2131 102396 SH DEFINED 01 02 03 102396
SENSORMATIC ELECTRS CORP COM 817265101 1168 92079 SH DEFINED 01 02 03 92079
SEPRACOR INC COM 817315104 2318 30700 SH DEFINED 01 02 03 30700
SEQUA CORPORATION CL A 817320104 630 10000 SH DEFINED 01 02 03 10000
SEROLOGICALS CORP COM 817523103 38 8875 SH DEFINED 01 02 03 8875
SERVICE CORP INTL COM 817565104 1502 142178 SH DEFINED 01 02 03 142178
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SERVICE EXPERTS INC COM 817567100 47 4500 SH DEFINED 01 02 03 4500
7-ELEVEN INC COM 817826100 79 40100 SH DEFINED 01 02 03 40100
SHARED MED SYS CORP COM 819486101 603 12900 SH DEFINED 01 02 03 12900
SHAW INDS INC COM 820286102 2083 131223 SH DEFINED 01 02 03 131223
SHELL TRANS & TRADING PLC NEW YRK SH NEW 822703609 232 5100 SH DEFINED 01 02 03 5100
SHERWIN WILLIAMS CO COM 824348106 1911 91268 SH DEFINED 01 02 03 91268
SHOE CARNIVAL INC COM 824889109 52 4700 SH DEFINED 01 02 03 4700
SHOPKO STORES INC COM 824911101 270 9300 SH DEFINED 01 02 03 9300
SHORELINE FINL CORP COM 825190101 3 125 SH DEFINED 01 02 03 125
SHOREWOOD PACKAGING CORP COM 825229107 125 9200 SH DEFINED 01 02 03 9200
SHURGARD STORAGE CTRS INC COM 82567D104 188 7600 SH DEFINED 01 02 03 7600
SICOR INC COM 825846108 116 29200 SH DEFINED 01 02 03 29200
SIEBEL SYS INC COM 826170102 5537 83100 SH DEFINED 01 02 03 83100
SIEBERT FINL CORP COM 826176109 19 1100 SH DEFINED 01 02 03 1100
SIERRA HEALTH SVCS INC COM 826322109 75 7400 SH DEFINED 01 02 03 7400
SIERRA PAC RES NEW COM 826428104 1908 85768 SH DEFINED 01 02 03 85768
SIGMA ALDRICH CORP COM 826552101 1647 51868 SH DEFINED 01 02 03 51868
SIGCORP INC COM 826912107 159 6250 SH DEFINED 01 02 03 6250
SILGAN HOLDINGS INC COM 827048109 76 3800 SH DEFINED 01 02 03 3800
SILICON GRAPHICS INC COM 827056102 975 89099 SH DEFINED 01 02 03 89099
SILICON VY BANCSHARES COM 827064106 130 5400 SH DEFINED 01 02 03 5400
SILICON VY GROUP INC COM 827066101 120 10200 SH DEFINED 01 02 03 10200
SILICONIX INC COM NEW 827079203 61 1300 SH DEFINED 01 02 03 1300
SILKNET SOFTWARE INC COM 827094103 88 1900 SH DEFINED 01 02 03 1900
SIMMONS 1ST NATL CORP CL A $5 PAR 828730200 6 200 SH DEFINED 01 02 03 200
SIMPSON INDS INC COM 829060102 57 5150 SH DEFINED 01 02 03 5150
SIMPSON MANUFACTURING CO INC COM 829073105 42 900 SH DEFINED 01 02 03 900
SINCLAIR BROADCAST GROUP INC CL A 829226109 41 4500 SH DEFINED 01 02 03 4500
SITEL CORP COM 82980K107 1 200 SH DEFINED 01 02 03 200
SIPEX CORP COM 829909100 87 6100 SH DEFINED 01 02 03 6100
SKY FINL GROUP INC COM 83080P103 442 18811 SH DEFINED 01 02 03 18811
SKYLINE CORP COM 830830105 90 3500 SH DEFINED 01 02 03 3500
SKYTEL COMMUNICATIONS INC COM 83087Q104 313 17100 SH DEFINED 01 02 03 17100
SKYWEST INC COM 830879102 118 5400 SH DEFINED 01 02 03 5400
SMART & FINAL INC COM 831683107 67 6700 SH DEFINED 01 02 03 6700
SMART MODULAR TECH INC COM 831690102 235 6900 SH DEFINED 01 02 03 6900
SMITH A O COM 831865209 172 5700 SH DEFINED 01 02 03 5700
SMITH INTL INC COM 832110100 2242 55346 SH DEFINED 01 02 03 55346
SMITH CHARLES E RESDNTL RLTY COM 832197107 161 4700 SH DEFINED 01 02 03 4700
SMITHFIELD FOODS INC COM 832248108 276 10300 SH DEFINED 01 02 03 10300
SMUCKER J M CO CL A 832696108 631 29871 SH DEFINED 01 02 03 29871
SMURFIT-STONE CONTAINER CORP COM 832727101 0 0 SH DEFINED 01 02 03 0
SNYDER COMMUNICATIONS INC COM 832914105 1051 69200 SH DEFINED 01 02 03 69200
SNAP ON INC COM 833034101 1226 37734 SH DEFINED 01 02 03 37734
SOLA INTL INC COM 834092108 140 9100 SH DEFINED 01 02 03 9100
SOLECTRON CORP COM 834182107 75971 1057910 SH DEFINED 01 02 03 1057910
SOLUTIA INC COM 834376105 1938 108400 SH DEFINED 01 02 03 108400
SONAT INC COM 835415100 4536 114289 SH DEFINED 01 02 03 114289
SONIC CORP COM 835451105 141 4625 SH DEFINED 01 02 03 4625
SONOCO PRODS CO COM 835495102 2301 100869 SH DEFINED 01 02 03 100869
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SONY CORP ADR NEW 835699307 150 1000 SH DEFINED 01 02 03 1000
SOTHEBYS HLDGS INC CL A 835898107 1363 52811 SH DEFINED 01 02 03 52811
SOURCE INFORMATION MGMT CO COM NEW 836151209 117 8250 SH DEFINED 01 02 03 8250
SOURCE MEDIA INC COM NEW 836153304 50 5600 SH DEFINED 01 02 03 5600
SOUTH JERSEY INDS INC COM 838518108 56 2114 SH DEFINED 01 02 03 2114
SOUTHDOWN INC COM 841297104 1878 35100 SH DEFINED 01 02 03 35100
SOUTHERN CO COM 842587107 8145 316308 SH DEFINED 01 02 03 316308
SOUTHERN PERU COPPER CORP COM 843611104 69 4100 SH DEFINED 01 02 03 4100
SOUTHERN UN CO NEW COM 844030106 97 5115 SH DEFINED 01 02 03 5115
SOUTHTRUST CORP COM 844730101 3648 101700 SH DEFINED 01 02 03 101700
SOUTHWEST AIRLS CO COM 844741108 3739 246169 SH DEFINED 01 02 03 246169
SOUTHWEST BANCORPORATION TEX COM 84476R109 136 7800 SH DEFINED 01 02 03 7800
SOUTHWEST GAS CORP COM 844895102 210 7800 SH DEFINED 01 02 03 7800
SOUTHWEST SECS GROUP INC COM 845224104 98 3630 SH DEFINED 01 02 03 3630
SOUTHWESTERN ENERGY CO COM 845467109 63 7000 SH DEFINED 01 02 03 7000
SOVEREIGN BANCORP INC COM 845905108 1532 168500 SH DEFINED 01 02 03 168500
SOVRAN SELF STORAGE INC COM 84610H108 77 3400 SH DEFINED 01 02 03 3400
SPARTECH CORP COM NEW 847220209 59 2000 SH DEFINED 01 02 03 2000
SPECIALTY EQUIP COS INC COM NEW 847497203 114 4500 SH DEFINED 01 02 03 4500
SPECTRASITE HLDGS INC COM 84760T100 56 4706 SH DEFINED 01 02 03 4706
SPEEDFAM-IPEC INC COM 847705100 86 7179 SH DEFINED 01 02 03 7179
SPIEGEL INC CL A 848457107 79 7800 SH DEFINED 01 02 03 7800
SPLITROCK SVCS INC COM 848636304 143 9550 SH DEFINED 01 02 03 9550
SPORTSLINE USA INC COM 848934105 136 4600 SH DEFINED 01 02 03 4600
SPRINGS INDS INC CL A 851783100 109 3200 SH DEFINED 01 02 03 3200
SPRINT CORP COM FON GROUP 852061100 40254 742014 SH DEFINED 01 02 03 742014
SPRINT CORP PCS COM SER 1 852061506 16564 222144 SH DEFINED 01 02 03 222144
SPYGLASS INC COM 852192103 68 5400 SH DEFINED 01 02 03 5400
SS&C TECHNOLOGIES INC COM 85227Q100 36 6600 SH DEFINED 01 02 03 6600
STAFF LEASING INC COM 852381102 71 7100 SH DEFINED 01 02 03 7100
STAFFMARK INC COM 852389105 87 11000 SH DEFINED 01 02 03 11000
STANCORP FINL GROUP INC COM 852891100 43 1900 SH DEFINED 01 02 03 1900
STANDARD MTR PRODS INC COM 853666105 66 3400 SH DEFINED 01 02 03 3400
STANDARD PAC CORP NEW COM 85375C101 88 8600 SH DEFINED 01 02 03 8600
STANDARD PRODS CO COM 853836104 136 3850 SH DEFINED 01 02 03 3850
STANDARD REGISTER CO COM 853887107 683 29070 SH DEFINED 01 02 03 29070
STANDEX INTL CORP COM 854231107 116 4300 SH DEFINED 01 02 03 4300
STANLEY WKS COM 854616109 1015 40284 SH DEFINED 01 02 03 40284
STAR TELECOMMUNICATIONS INC COM 854923109 46 8600 SH DEFINED 01 02 03 8600
STAPLES INC COM 855030102 7682 352194 SH DEFINED 01 02 03 352194
STARBUCKS CORP COM 855244109 4443 179300 SH DEFINED 01 02 03 179300
STARRETT L S CO CL A 855668109 7 300 SH DEFINED 01 02 03 300
STARTEK INC COM 85569C107 149 2700 SH DEFINED 01 02 03 2700
STATE AUTO FINL CORP COM 855707105 3 300 SH DEFINED 01 02 03 300
STATE STR CORP COM 857477103 19257 297986 SH DEFINED 01 02 03 297986
STATEN IS BANCORP INC COM 857550107 199 10600 SH DEFINED 01 02 03 10600
STATION CASINOS INC COM 857689103 121 5200 SH DEFINED 01 02 03 5200
STEEL DYNAMICS INC COM 858119100 168 10700 SH DEFINED 01 02 03 10700
STEIN MART INC COM 858375108 56 7900 SH DEFINED 01 02 03 7900
STEPAN CO COM 858586100 48 2100 SH DEFINED 01 02 03 2100
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STERLING BANCSHARES INC COM 858907108 132 11500 SH DEFINED 01 02 03 11500
STERICYCLE INC COM 858912108 95 6500 SH DEFINED 01 02 03 6500
STERIS CORP COM 859152100 1064 77400 SH DEFINED 01 02 03 77400
STERLING COMM INC COM 859205106 14747 794452 SH DEFINED 01 02 03 794452
STERLING FINL CORP COM 859317109 58 1500 SH DEFINED 01 02 03 1500
STERLING SOFTWARE INC COM 859547101 1836 91800 SH DEFINED 01 02 03 91800
STEWART & STEVENSON SVCS INC COM 860342104 440 33533 SH DEFINED 01 02 03 33533
STEWART ENTERPRISES INC CL A 860370105 714 117800 SH DEFINED 01 02 03 117800
STEWART INFORMATION SVCS CORP COM 860372101 57 3100 SH DEFINED 01 02 03 3100
STILLWATER MNG CO COM 86074Q102 234 8700 SH DEFINED 01 02 03 8700
STONE & WEBSTER INC COM 861572105 70 2500 SH DEFINED 01 02 03 2500
STONE ENERGY CORP COM 861642106 224 4400 SH DEFINED 01 02 03 4400
STONERIDGE INC COM 86183P102 3 200 SH DEFINED 01 02 03 200
STORAGE USA INC COM 861907103 193 7000 SH DEFINED 01 02 03 7000
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 2381 123680 SH DEFINED 01 02 03 123680
STRIDE RITE CORP COM 863314100 89 12700 SH DEFINED 01 02 03 12700
STRUCTURAL DYNAMICS RESH CORP COM 863555108 630 41895 SH DEFINED 01 02 03 41895
STRYKER CORP COM 863667101 4488 87782 SH DEFINED 01 02 03 87782
STUDENT LN CORP COM 863902102 98 2400 SH DEFINED 01 02 03 2400
STURM RUGER & CO INC COM 864159108 95 10500 SH DEFINED 01 02 03 10500
SUIZA FOODS CORP COM 865077101 1661 44300 SH DEFINED 01 02 03 44300
SUMMIT BANCORP COM 866005101 2855 88027 SH DEFINED 01 02 03 88027
SUMMIT PPTYS INC COM 866239106 124 6200 SH DEFINED 01 02 03 6200
SUN BANCORP INC COM 86663B102 54 3395 SH DEFINED 01 02 03 3395
SUN COMMUNITIES INC COM 866674104 149 4500 SH DEFINED 01 02 03 4500
SUN MICROSYSTEMS INC COM 866810104 102435 1101454 SH DEFINED 01 02 03 1101454
SUNBEAM CORP COM 867071102 111 19500 SH DEFINED 01 02 03 19500
SUNGLASS HUT INTL INC COM 86736F106 112 10600 SH DEFINED 01 02 03 10600
SUNGARD DATA SYS INC COM 867363103 2700 102600 SH DEFINED 01 02 03 102600
SUNOCO INC COM 86764P109 1106 40420 SH DEFINED 01 02 03 40420
SUNQUEST INFORMATION SYS INC COM 867654105 58 3600 SH DEFINED 01 02 03 3600
SUNRISE ASSISTED LIVING INC COM 86768K106 112 4200 SH DEFINED 01 02 03 4200
SUNRISE TECHNOLOGIES INTL INC COM 86769L103 45 9500 SH DEFINED 01 02 03 9500
SUNTERRA CORP COM 86787D109 193 16250 SH DEFINED 01 02 03 16250
SUNRISE MED INC COM 867910101 53 8900 SH DEFINED 01 02 03 8900
SUNTRUST BKS INC COM 867914103 10997 167253 SH DEFINED 01 02 03 167253
SUNSTONE HOTEL INVS INC COM 867933103 79 9000 SH DEFINED 01 02 03 9000
SUPERGEN INC COM 868059106 2 100 SH DEFINED 01 02 03 100
SUPERIOR CONSULTANT HLDGS CORP COM 868146101 28 2400 SH DEFINED 01 02 03 2400
SUPERIOR INDS INTL INC COM 868168105 846 30200 SH DEFINED 01 02 03 30200
SUPERIOR NATL INS GROUP DEL COM 868224106 42 3000 SH DEFINED 01 02 03 3000
SUPERIOR TR I PFD CV 8.50% 86836P202 24 711 SH DEFINED 01 02 03 711
SUPERIOR TELECOM INC COM 868365107 35 2525 SH DEFINED 01 02 03 2525
SUPERVALU INC COM 868536103 1259 57704 SH DEFINED 01 02 03 57704
SUSQUEHANNA BANCSHARES INC PA COM 869099101 168 9718 SH DEFINED 01 02 03 9718
SWIFT ENERGY CO COM 870738101 73 5810 SH DEFINED 01 02 03 5810
SWIFT TRANSN CO COM 870756103 1345 68300 SH DEFINED 01 02 03 68300
SYBASE INC COM 871130100 260 22000 SH DEFINED 01 02 03 22000
SYBRON INTL CORP COM 87114F106 2521 93800 SH DEFINED 01 02 03 93800
SYKES ENTERPRISES INC COM 871237103 109 4400 SH DEFINED 01 02 03 4400
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SYLVAN LEARNING SYS INC COM 871399101 1246 64300 SH DEFINED 01 02 03 64300
SYMANTEC CORP COM 871503108 2121 58962 SH DEFINED 01 02 03 58962
SYMBOL TECHNOLOGIES INC COM 871508107 2699 80269 SH DEFINED 01 02 03 80269
SYNCOR INTL CORP DEL COM 87157J106 49 1300 SH DEFINED 01 02 03 1300
SYNOPSYS INC COM 871607107 70970 1263800 SH DEFINED 01 02 03 1263800
SYNOVUS FINL CORP COM 87161C105 1984 106150 SH DEFINED 01 02 03 106150
SYNTEL INC COM 87162H103 38 4300 SH DEFINED 01 02 03 4300
SYSCO CORP COM 871829107 5819 165953 SH DEFINED 01 02 03 165953
SYSTEMAX INC COM 871851101 84 10000 SH DEFINED 01 02 03 10000
SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 118 9400 SH DEFINED 01 02 03 9400
SYNTHETIC INDS INC COM 871914107 5 200 SH DEFINED 01 02 03 200
TCF FINL CORP COM 872275102 2254 78900 SH DEFINED 01 02 03 78900
TD WATERHOUSE GRP INC COM 872362108 56 4350 SH DEFINED 01 02 03 4350
TECO ENERGY INC COM 872375100 3465 164029 SH DEFINED 01 02 03 164029
THQ INC COM NEW 872443403 177 4100 SH DEFINED 01 02 03 4100
TJ INTL INC COM 872534102 111 4400 SH DEFINED 01 02 03 4400
TJX COS INC NEW COM 872540109 3983 141924 SH DEFINED 01 02 03 141924
TNP ENTERPRISES INC COM 872594106 128 3300 SH DEFINED 01 02 03 3300
TRW INC COM 872649108 2775 55778 SH DEFINED 01 02 03 55778
TSI INTERNATIONAL SOFTWARE LTD COM 872879101 127 4700 SH DEFINED 01 02 03 4700
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 212 7188 SH DEFINED 01 02 03 7188
TALBOTS INC COM 874161102 364 8100 SH DEFINED 01 02 03 8100
TALK COM INC COM 874264104 185 14300 SH DEFINED 01 02 03 14300
TANDY CORP COM 875382103 6371 123268 SH DEFINED 01 02 03 123268
TAUBMAN CTRS INC COM 876664103 110 9600 SH DEFINED 01 02 03 9600
TECH DATA CORP COM 878237106 1187 51000 SH DEFINED 01 02 03 51000
TECHNE CORP COM 878377100 154 4900 SH DEFINED 01 02 03 4900
TECHNITROL INC COM 878555101 127 3600 SH DEFINED 01 02 03 3600
TECHNOLOGY SOLUTIONS CO COM 87872T108 147 10425 SH DEFINED 01 02 03 10425
TECUMSEH PRODS CO CL A 878895200 1514 30200 SH DEFINED 01 02 03 30200
TEJON RANCH CO DEL COM 879080109 97 3300 SH DEFINED 01 02 03 3300
TEKELEC COM 879101103 127 9200 SH DEFINED 01 02 03 9200
TEKTRONIX INC COM 879131100 1070 31950 SH DEFINED 01 02 03 31950
TELE NORTE LESTE PART S A SPON ADR PFD 879246106 392 25300 SH DEFINED 01 02 03 25300
TELEBANC FINANCIAL CORP COM 87925R109 166 7200 SH DEFINED 01 02 03 7200
TELEFLEX INC COM 879369106 1340 33920 SH DEFINED 01 02 03 33920
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 235 3300 SH DEFINED 01 02 03 3300
TELEGLOBE INC COM 87941V100 32 2100 SH DEFINED 01 02 03 2100
TELEPHONE & DATA SYS INC COM 879433100 4937 55591 SH DEFINED 01 02 03 55591
TELESCAN INC COM 879516102 66 4000 SH DEFINED 01 02 03 4000
TELLABS INC COM 879664100 25031 439616 SH DEFINED 01 02 03 439616
TEMPLE INLAND INC COM 879868107 2910 48100 SH DEFINED 01 02 03 48100
TENFOLD CORP COM 88033A103 69 2600 SH DEFINED 01 02 03 2600
TENET HEALTHCARE CORP COM 88033G100 3116 177403 SH DEFINED 01 02 03 177403
TENNANT CO COM 880345103 78 2300 SH DEFINED 01 02 03 2300
TERADYNE INC COM 880770102 5805 164692 SH DEFINED 01 02 03 164692
TERAYON COMMUNICATION SYS COM 880775101 171 3500 SH DEFINED 01 02 03 3500
TEREX CORP NEW COM 880779103 261 8300 SH DEFINED 01 02 03 8300
TERRA INDS INC COM 880915103 15 9000 SH DEFINED 01 02 03 9000
TESORO PETE CORP COM 881609101 155 9400 SH DEFINED 01 02 03 9400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TESORO PETE CORP PIES CV 1/100S 881609408 41 2600 SH DEFINED 01 02 03 2600
TETRA TECH INC NEW COM 88162G103 140 8362 SH DEFINED 01 02 03 8362
TEXACO INC COM 881694103 26486 419574 SH DEFINED 01 02 03 419574
TEXAS INDS INC COM 882491103 339 9150 SH DEFINED 01 02 03 9150
TEXAS INSTRS INC COM 882508104 91920 1117572 SH DEFINED 01 02 03 1117572
TEXAS REGL BANCSHARES INC CL A VTG 882673106 141 5700 SH DEFINED 01 02 03 5700
TEXAS UTILS CO COM 882848104 8444 226314 SH DEFINED 01 02 03 226314
TEXTRON INC COM 883203101 5103 65956 SH DEFINED 01 02 03 65956
THERAGENICS CORP COM 883375107 129 10100 SH DEFINED 01 02 03 10100
THERMO BIOANALYSIS CORP COM 88355H108 46 2500 SH DEFINED 01 02 03 2500
THERMO CARDIOSYSTEMS INC COM NONREDEEM 88355K200 31 4400 SH DEFINED 01 02 03 4400
THERMO ECOTEK CORP COM 88355R106 11 1200 SH DEFINED 01 02 03 1200
THERMO FIBERTEK INC COM 88355W105 47 7700 SH DEFINED 01 02 03 7700
THERMO ELECTRON CORP COM 883556102 962 71576 SH DEFINED 01 02 03 71576
THERMO OPTEK CORP COM 883582108 48 5700 SH DEFINED 01 02 03 5700
THERMOQUEST CORP COM 883655102 57 5600 SH DEFINED 01 02 03 5600
THERMOSPECTRA CORP COM 883660102 49 3100 SH DEFINED 01 02 03 3100
THESTREET COM COM 88368Q103 53 2900 SH DEFINED 01 02 03 2900
THERMEDICS INC COM 883901100 71 9600 SH DEFINED 01 02 03 9600
THOMAS & BETTS CORP COM 884315102 1525 29897 SH DEFINED 01 02 03 29897
THOMAS INDS INC COM 884425109 113 6050 SH DEFINED 01 02 03 6050
THOR INDS INC COM 885160101 84 3275 SH DEFINED 01 02 03 3275
THORNBURG MTG ASSET CORP COM 885218107 52 5900 SH DEFINED 01 02 03 5900
3DO CO COM 88553W105 101 10000 SH DEFINED 01 02 03 10000
3DFX INTERACTIVE INC COM 88553X103 1 100 SH DEFINED 01 02 03 100
3COM CORP COM 885535104 38812 1349984 SH DEFINED 01 02 03 1349984
TIDEWATER INC COM 886423102 1912 74992 SH DEFINED 01 02 03 74992
TIFFANY & CO NEW COM 886547108 4152 69272 SH DEFINED 01 02 03 69272
TIMBERLAND CO CL A 887100105 125 3200 SH DEFINED 01 02 03 3200
TIME WARNER INC COM 887315109 41153 677410 SH DEFINED 01 02 03 677410
TIMES MIRROR CO NEW COM SER A 887364107 2360 35856 SH DEFINED 01 02 03 35856
TIMKEN CO COM 887389104 659 40872 SH DEFINED 01 02 03 40872
TITAN CORP COM 888266103 89 6200 SH DEFINED 01 02 03 6200
TITAN INTL INC ILL COM 88830M102 88 8600 SH DEFINED 01 02 03 8600
TITANIUM METALS CORP COM 888339108 55 6100 SH DEFINED 01 02 03 6100
TOLL BROTHERS INC COM 889478103 130 6800 SH DEFINED 01 02 03 6800
TOO INC COM 890333107 7 407 SH DEFINED 01 02 03 407
TOPPS INC COM 890786106 50 6600 SH DEFINED 01 02 03 6600
TORCHMARK CORP COM 891027104 1957 75626 SH DEFINED 01 02 03 75626
TORO CO COM 891092108 142 3800 SH DEFINED 01 02 03 3800
TOSCO CORP COM NEW 891490302 2106 83400 SH DEFINED 01 02 03 83400
TOTAL RENAL CARE HLDGS INC COM 89151A107 674 90600 SH DEFINED 01 02 03 90600
TOWER AUTOMOTIVE INC COM 891707101 212 10700 SH DEFINED 01 02 03 10700
TRACK DATA CORP COM 891918104 28 2900 SH DEFINED 01 02 03 2900
TOWN & CTRY TR SH BEN INT 892081100 126 7100 SH DEFINED 01 02 03 7100
TOYS R US INC COM 892335100 2113 140835 SH DEFINED 01 02 03 140835
TRAMMELL CROW CO COM 89288R106 85 6400 SH DEFINED 01 02 03 6400
TRANS WORLD AIRLS INC COM PAR$.01NEW 893349837 60 16800 SH DEFINED 01 02 03 16800
TRANS WORLD ENTMT CORP COM 89336Q100 141 11100 SH DEFINED 01 02 03 11100
TRANSACTION NETWORK SVCS INC COM 893414102 110 2800 SH DEFINED 01 02 03 2800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TRANSACTION SYS ARCHITECTS CL A 893416107 1325 49200 SH DEFINED 01 02 03 49200
TRANSKARYOTIC THERAPIES INC COM 893735100 216 4200 SH DEFINED 01 02 03 4200
TRANSMONTAIGNE INC COM 893934109 105 7000 SH DEFINED 01 02 03 7000
TRAVELERS PPTY CAS CORP CL A 893939108 18 600 SH DEFINED 01 02 03 600
TRANSWITCH CORP COM 894065101 416 7300 SH DEFINED 01 02 03 7300
TREDEGAR CORP COM 894650100 165 7700 SH DEFINED 01 02 03 7700
TRENDWEST RESORTS INC COM 894917103 57 2200 SH DEFINED 01 02 03 2200
TRENWICK GROUP INC COM 895290104 59 3550 SH DEFINED 01 02 03 3550
TREX MED CORP COM 89531R101 35 8400 SH DEFINED 01 02 03 8400
TRIAD HOSPITALS INC COM 89579K109 57 5643 SH DEFINED 01 02 03 5643
TRIANGLE BANCORP INC COM 895835106 182 9850 SH DEFINED 01 02 03 9850
TRIANGLE PHARMACEUTICALS INC COM 89589H104 167 8700 SH DEFINED 01 02 03 8700
TRIAD GTY INC COM 895925105 44 2600 SH DEFINED 01 02 03 2600
TRIARC COS INC CL A 895927101 110 5150 SH DEFINED 01 02 03 5150
TRICON GLOBAL RESTAURANTS COM 895953107 3241 79168 SH DEFINED 01 02 03 79168
TRIBUNE CO NEW COM 896047107 6108 122776 SH DEFINED 01 02 03 122776
TRIGON HEALTHCARE INC COM 89618L100 1236 42800 SH DEFINED 01 02 03 42800
TRIMBLE NAVIGATION LTD COM 896239100 67 6300 SH DEFINED 01 02 03 6300
TRINET CORP RLTY TR INC COM 896287109 140 5900 SH DEFINED 01 02 03 5900
TRINITY INDS INC COM 896522109 1631 52821 SH DEFINED 01 02 03 52821
TRIQUINT SEMICONDUCTOR INC COM 89674K103 194 3400 SH DEFINED 01 02 03 3400
TRIUMPH GROUP INC NEW COM 896818101 133 5000 SH DEFINED 01 02 03 5000
TROPICAL SPORTSWEAR INTL CORP COM 89708P102 47 2500 SH DEFINED 01 02 03 2500
TRUE NORTH COMMUNICATIONS INC COM 897844106 331 9100 SH DEFINED 01 02 03 9100
TRUST CO NJ JERSEY CITY NEW COM 898304100 136 5900 SH DEFINED 01 02 03 5900
TRUSTCO BK CORP N Y COM 898349105 257 8690 SH DEFINED 01 02 03 8690
TUBOSCOPE INC COM 898600101 132 10600 SH DEFINED 01 02 03 10600
TUPPERWARE CORP COM 899896104 1079 53300 SH DEFINED 01 02 03 53300
TUT SYSTEMS COM 901103101 54 2100 SH DEFINED 01 02 03 2100
24 / 7 MEDIA INC COM 901314104 288 7600 SH DEFINED 01 02 03 7600
TWINLAB CORP COM 901774109 92 10400 SH DEFINED 01 02 03 10400
TYCO INTL LTD NEW COM 902124106 66279 641931 SH DEFINED 01 02 03 641931
TYSON FOODS INC CL A 902494103 3450 209886 SH DEFINED 01 02 03 209886
UCAR INTL INC COM 90262K109 1501 65800 SH DEFINED 01 02 03 65800
UGI CORP NEW COM 902681105 168 7245 SH DEFINED 01 02 03 7245
UICI COM 902737105 258 10100 SH DEFINED 01 02 03 10100
UMB FINL CORP COM 902788108 171 4092 SH DEFINED 01 02 03 4092
UST CORP COM 902900109 421 13700 SH DEFINED 01 02 03 13700
USX MARATHON GROUP COM NEW 902905827 3882 132711 SH DEFINED 01 02 03 132711
U S B HLDG INC COM 902910108 109 6520 SH DEFINED 01 02 03 6520
UST INC COM 902911106 2887 95627 SH DEFINED 01 02 03 95627
U S RESTAURANT PPTYS INC COM 902971100 67 3500 SH DEFINED 01 02 03 3500
US BANCORP DEL COM 902973106 19957 661115 SH DEFINED 01 02 03 661115
U S LIQUIDS INC COM 902974104 1 200 SH DEFINED 01 02 03 200
URS CORP NEW COM 903236107 7 300 SH DEFINED 01 02 03 300
U S CAN CORP COM 90328W105 2 100 SH DEFINED 01 02 03 100
U S G CORP COM NEW 903293405 2373 49950 SH DEFINED 01 02 03 49950
U S FOODSERVICE COM 90331R101 3431 190600 SH DEFINED 01 02 03 190600
US LEC CORP CL A 90331S109 52 2100 SH DEFINED 01 02 03 2100
U S INTERACTIVE INC COM 90334M109 2 100 SH DEFINED 01 02 03 100
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
USX-U S STL COM 90337T101 1239 48135 SH DEFINED 01 02 03 48135
U S XPRESS ENTERPRISES INC CL A 90338N103 1 200 SH DEFINED 01 02 03 200
US ONCOLOGY INC COM 90338W103 128 14082 SH DEFINED 01 02 03 14082
UTI ENERGY CORP COM 903387108 70 3600 SH DEFINED 01 02 03 3600
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 4052 158888 SH DEFINED 01 02 03 158888
ULTRATECH STEPPER INC COM 904034105 74 5800 SH DEFINED 01 02 03 5800
UNICAPITAL CORP NEW COM 90459D108 60 18700 SH DEFINED 01 02 03 18700
UNIFI INC COM 904677101 751 68229 SH DEFINED 01 02 03 68229
UNIFIRST CORP MASS COM 904708104 41 3000 SH DEFINED 01 02 03 3000
UNILAB CORP NEW COM 904763109 1 200 SH DEFINED 01 02 03 200
UNILEVER N V N Y SHS NEW 904784709 20544 301563 SH DEFINED 01 02 03 301563
UNICOM CORP COM 904911104 3771 102100 SH DEFINED 01 02 03 102100
UNIGRAPHICS SOLUTIONS INC CL A 904928108 65 2400 SH DEFINED 01 02 03 2400
UNION CARBIDE CORP COM 905581104 3387 59620 SH DEFINED 01 02 03 59620
UNION PAC CORP COM 907818108 7493 155907 SH DEFINED 01 02 03 155907
UNION PAC RES GROUP INC COM 907834105 1874 116653 SH DEFINED 01 02 03 116653
UNION PLANTERS CORP COM 908068109 3134 76900 SH DEFINED 01 02 03 76900
UNIONBANCAL CORP COM 908906100 167 4600 SH DEFINED 01 02 03 4600
UNISOURCE ENERGY CORP COM 909205106 104 8820 SH DEFINED 01 02 03 8820
UNISTAR FINANCIAL SVC CORP COM 90921U100 238 8600 SH DEFINED 01 02 03 8600
UNISYS CORP COM 909214108 5365 118900 SH DEFINED 01 02 03 118900
UNITED ASSET MGMT CORP COM 909420101 266 13800 SH DEFINED 01 02 03 13800
UNITED AUTO GROUP INC COM 909440109 58 4600 SH DEFINED 01 02 03 4600
UNITED CMNTY FINL CORP OHIO COM 909839102 77 5600 SH DEFINED 01 02 03 5600
UNITED BANKSHARES INC WEST VA COM 909907107 265 10900 SH DEFINED 01 02 03 10900
UNITED DOMINION REALTY TR INC COM 910197102 406 36300 SH DEFINED 01 02 03 36300
UNITED FIRE & CAS CO COM 910331107 48 2105 SH DEFINED 01 02 03 2105
UNITED HEALTHCARE CORP COM 910581107 5486 112673 SH DEFINED 01 02 03 112673
UNITED ILLUM CO COM 910637107 184 3800 SH DEFINED 01 02 03 3800
UNITED NATL BANCORP N J COM 910909100 5 210 SH DEFINED 01 02 03 210
UNITED NAT FOODS INC COM 911163103 37 4200 SH DEFINED 01 02 03 4200
UNITED PAYORS&UTD PROVIDERS COM 911319101 102 5800 SH DEFINED 01 02 03 5800
UNITED RETAIL GROUP INC COM 911380103 4 300 SH DEFINED 01 02 03 300
U S BIOSCIENCE INC COM PAR $0.01 911646206 302 21200 SH DEFINED 01 02 03 21200
US AIRWAYS GROUP INC COM 911905107 1096 41763 SH DEFINED 01 02 03 41763
U S HOME CORP NEW COM 911920106 105 3770 SH DEFINED 01 02 03 3770
U S OFFICE PRODS CO COM NEW 912325305 55 15800 SH DEFINED 01 02 03 15800
U S WEST INC NEW COM 91273H101 19121 335089 SH DEFINED 01 02 03 335089
U S TR CORP NEW COM 91288L105 52 650 SH DEFINED 01 02 03 650
UNITED STATIONERS INC COM 913004107 181 8500 SH DEFINED 01 02 03 8500
UNITED TECHNOLOGIES CORP COM 913017109 27585 465078 SH DEFINED 01 02 03 465078
UNITED TELEVISION INC COM 913066106 147 1300 SH DEFINED 01 02 03 1300
UNITED WTR RES INC COM 913190104 241 7400 SH DEFINED 01 02 03 7400
UNITRIN INC COM 913275103 2314 66600 SH DEFINED 01 02 03 66600
UNITRODE CORP COM 913283107 340 8100 SH DEFINED 01 02 03 8100
UNIVERSAL CORP VA COM 913456109 1124 43035 SH DEFINED 01 02 03 43035
UNIVERSAL FOODS CORP COM 913538104 1350 58858 SH DEFINED 01 02 03 58858
UNIVERSAL FST PRODS INC COM 913543104 158 12100 SH DEFINED 01 02 03 12100
UNIVISION COMMUNICATIONS INC CL A 914906102 7316 89900 SH DEFINED 01 02 03 89900
UNOCAL CORP COM 915289102 13519 364760 SH DEFINED 01 02 03 364760
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UNOVA INC COM 91529B106 135 10100 SH DEFINED 01 02 03 10100
UNUMPROVIDENT CORP COM 91529Y106 3342 113527 SH DEFINED 01 02 03 113527
USFREIGHTWAYS CORP COM 916906100 393 8300 SH DEFINED 01 02 03 8300
URBAN OUTFITTERS INC COM 917047102 58 2600 SH DEFINED 01 02 03 2600
URBAN SHOPPING CTRS INC COM 917060105 110 3800 SH DEFINED 01 02 03 3800
USBANCORP INC PA COM 917292104 54 4000 SH DEFINED 01 02 03 4000
USINTERNETWORKING INC COM 917311805 106 3400 SH DEFINED 01 02 03 3400
UTILICORP UTD INC COM 918005109 2346 111361 SH DEFINED 01 02 03 111361
V F CORP COM 918204108 1786 57613 SH DEFINED 01 02 03 57613
VAIL RESORTS INC COM 91879Q109 257 11100 SH DEFINED 01 02 03 11100
VALENCE TECHNOLOGY INC COM 918914102 46 9900 SH DEFINED 01 02 03 9900
VALERO ENERGY CORP NEW COM 91913Y100 1309 67991 SH DEFINED 01 02 03 67991
VALLEY NATL BANCORP COM 919794107 159 6375 SH DEFINED 01 02 03 6375
VALMONT INDS INC COM 920253101 100 5900 SH DEFINED 01 02 03 5900
VALUE CITY DEPT STORES INC COM 920387107 57 3800 SH DEFINED 01 02 03 3800
VALUE LINE INC COM 920437100 73 2100 SH DEFINED 01 02 03 2100
VALUEVISION INTL INC CL A 92047K107 166 6400 SH DEFINED 01 02 03 6400
VANS INC COM 921930103 43 3600 SH DEFINED 01 02 03 3600
VANTIVE CORP COM 922091103 69 7900 SH DEFINED 01 02 03 7900
VARCO INTL INC COM 922126107 888 72872 SH DEFINED 01 02 03 72872
VARIAN MED SYS INC COM 92220P105 144 6600 SH DEFINED 01 02 03 6600
VARIAN INC COM 922206107 87 4900 SH DEFINED 01 02 03 4900
VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 126 6000 SH DEFINED 01 02 03 6000
VEECO INSTRS INC DEL COM 922417100 132 4700 SH DEFINED 01 02 03 4700
VENTAS INC COM 92276F100 68 14400 SH DEFINED 01 02 03 14400
VENTANA MED SYS INC COM 92276H106 60 3500 SH DEFINED 01 02 03 3500
VERITY INC COM 92343C106 213 3100 SH DEFINED 01 02 03 3100
VERITAS DGC INC COM 92343P107 123 6400 SH DEFINED 01 02 03 6400
VERIO INC COM 923433106 226 7300 SH DEFINED 01 02 03 7300
VERITAS SOFTWARE CO COM 923436109 26958 355000 SH DEFINED 01 02 03 355000
VERSATEL TELECOM INTL N V SPONSORED ADR 925301103 18 1700 SH DEFINED 01 02 03 1700
VERTEX PHARMACEUTICALS INC COM 92532F100 323 10400 SH DEFINED 01 02 03 10400
VERTICALNET INC COM 92532L107 303 8200 SH DEFINED 01 02 03 8200
VETERINARY CTRS AMER INC COM 925514101 65 5700 SH DEFINED 01 02 03 5700
VIAD CORP COM 92552R109 2667 90400 SH DEFINED 01 02 03 90400
VIACOM INC CL B 925524308 14917 353074 SH DEFINED 01 02 03 353074
VIATEL INC COM 925529208 16593 561300 SH DEFINED 01 02 03 561300
VICAL INC COM 925602104 41 3000 SH DEFINED 01 02 03 3000
VICOR CORP COM 925815102 159 7000 SH DEFINED 01 02 03 7000
VINTAGE PETE INC COM 927460105 150 11100 SH DEFINED 01 02 03 11100
VISIO CORP COM 927914101 11249 286600 SH DEFINED 01 02 03 286600
VISHAY INTERTECHNOLOGY INC COM 928298108 1927 81128 SH DEFINED 01 02 03 81128
VISTANA INC COM 92839P108 83 5500 SH DEFINED 01 02 03 5500
VISX INC DEL COM 92844S105 4580 57900 SH DEFINED 01 02 03 57900
VISUAL NETWORKS INC COM 928444108 216 5100 SH DEFINED 01 02 03 5100
VITAL SIGNS INC COM 928469105 35 1700 SH DEFINED 01 02 03 1700
VITESSE SEMICONDUCTOR CORP COM 928497106 6027 70600 SH DEFINED 01 02 03 70600
VLASIC FOODS INTL INC COM 928559103 342 49300 SH DEFINED 01 02 03 49300
VODAFONE AIRTOUCH PLC SPONSORED ADR 92857T107 85487 359567 SH DEFINED 01 02 03 359567
VOLT INFORMATION SCIENCES INC COM 928703107 68 2800 SH DEFINED 01 02 03 2800
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VULCAN MATLS CO COM 929160109 1710 46700 SH DEFINED 01 02 03 46700
WFS FINL INC COM 92923B106 59 2900 SH DEFINED 01 02 03 2900
WD-40 CO COM 929236107 138 5900 SH DEFINED 01 02 03 5900
WICOR INC COM 929253102 291 10000 SH DEFINED 01 02 03 10000
WMS INDS INC COM 929297109 95 8200 SH DEFINED 01 02 03 8200
WPS RESOURCES CORP COM 92931B106 199 7100 SH DEFINED 01 02 03 7100
WABASH NATL CORP COM 929566107 201 9900 SH DEFINED 01 02 03 9900
WACHOVIA CORP COM 929771103 8509 108228 SH DEFINED 01 02 03 108228
WACKENHUT CORP COM SER A 929794105 73 3700 SH DEFINED 01 02 03 3700
WACKENHUT CORRECTIONS CORP COM 929798106 36 2700 SH DEFINED 01 02 03 2700
WADDELL & REED FINL INC CL A 930059100 0 1 SH DEFINED 01 02 03 1
WADDELL & REED FINL INC CL B 930059209 0 0 SH DEFINED 01 02 03 0
WAL MART STORES INC COM 931142103 134228 2822136 SH DEFINED 01 02 03 2822136
WALDEN RESIDENTIAL PPTYS INC COM 931210108 146 6700 SH DEFINED 01 02 03 6700
WALGREEN CO COM 931422109 12398 488610 SH DEFINED 01 02 03 488610
WALLACE COMPUTER SERVICES INC COM 932270101 979 48328 SH DEFINED 01 02 03 48328
WALTER INDS INC COM 93317Q105 155 11500 SH DEFINED 01 02 03 11500
WARNACO GROUP INC CL A 934390105 980 53700 SH DEFINED 01 02 03 53700
WARNER LAMBERT CO COM 934488107 49633 747771 SH DEFINED 01 02 03 747771
WASHINGTON FED INC COM 938824109 431 18600 SH DEFINED 01 02 03 18600
WASHINGTON GAS LT CO COM 938837101 1696 62511 SH DEFINED 01 02 03 62511
WASHINGTON MUT INC COM 939322103 8867 303139 SH DEFINED 01 02 03 303139
WASHINGTON POST CO CL B 939640108 5393 10561 SH DEFINED 01 02 03 10561
WASHINGTON REAL ESTATE INVT TR SH BEN INT 939653101 139 8800 SH DEFINED 01 02 03 8800
WASTE CONNECTIONS INC COM 941053100 33 1600 SH DEFINED 01 02 03 1600
WASTE MGMT INC DEL COM 94106L109 5774 299958 SH DEFINED 01 02 03 299958
WATERS CORP COM 941848103 3476 57400 SH DEFINED 01 02 03 57400
WATSCO INC COM 942622200 71 6200 SH DEFINED 01 02 03 6200
WATSON PHARMACEUTICALS INC COM 942683103 2329 76200 SH DEFINED 01 02 03 76200
WATTS INDS INC CL A 942749102 662 30424 SH DEFINED 01 02 03 30424
WAUSAU-MOSINEE PAPER CORP COM 943315101 754 62195 SH DEFINED 01 02 03 62195
WAVE SYSTEMS CORP CL A 943526103 109 10100 SH DEFINED 01 02 03 10100
WEATHERFORD INTL INC COM 947074100 2930 91567 SH DEFINED 01 02 03 91567
WEBB DEL CORP COM 947423109 125 5700 SH DEFINED 01 02 03 5700
WEBSTER FINL CORP CONN COM 947890109 1164 45650 SH DEFINED 01 02 03 45650
WEBTRENDS CORP COM 94844D104 62 1400 SH DEFINED 01 02 03 1400
WEINGARTEN RLTY INVS SH BEN INT 948741103 265 7100 SH DEFINED 01 02 03 7100
WELLMAN INC COM 949702104 903 49984 SH DEFINED 01 02 03 49984
WELLPOINT HEALTH NETWORK NEW COM 94973H108 2314 40600 SH DEFINED 01 02 03 40600
WELLS FARGO & CO NEW COM 949746101 33983 857604 SH DEFINED 01 02 03 857604
WELLSFORD REAL PPTYS INC COM 950240101 54 5700 SH DEFINED 01 02 03 5700
WENDYS INTL INC COM 950590109 1522 57700 SH DEFINED 01 02 03 57700
WERNER ENTERPRISES INC COM 950755108 195 11087 SH DEFINED 01 02 03 11087
WESBANCO INC COM 950810101 149 5850 SH DEFINED 01 02 03 5850
WESCO INTL INC COM 95082P105 68 4800 SH DEFINED 01 02 03 4800
WESLEY JESSEN VISIONCARE INC COM 951018100 131 4200 SH DEFINED 01 02 03 4200
WEST COAST BANCORP ORE NEW COM 952145100 118 8010 SH DEFINED 01 02 03 8010
WEST MARINE INC COM 954235107 38 4800 SH DEFINED 01 02 03 4800
WEST PHARMACEUTICAL SVSC INC COM 955306105 143 3763 SH DEFINED 01 02 03 3763
WEST TELESERVICES CORP COM 956188106 64 6200 SH DEFINED 01 02 03 6200
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WESTAMERICA BANCORPORATION COM 957090103 1080 35700 SH DEFINED 01 02 03 35700
WESTELL TECHNOLOGIES INC CL A 957541105 61 7500 SH DEFINED 01 02 03 7500
WESTERN BANCORP COM 957683105 205 5300 SH DEFINED 01 02 03 5300
WESTCORP INC COM 957907108 104 6994 SH DEFINED 01 02 03 6994
WESTERN DIGITAL CORP COM 958102105 78 20900 SH DEFINED 01 02 03 20900
WESTERN GAS RES INC COM 958259103 118 6300 SH DEFINED 01 02 03 6300
WESTERN PPTYS TR SH BEN INT 959261108 52 4800 SH DEFINED 01 02 03 4800
WESTERNBANK PUERTO RICO COM 959897109 132 10900 SH DEFINED 01 02 03 10900
WESTFIELD AMER INC COM 959910100 64 4600 SH DEFINED 01 02 03 4600
WESTINGHOUSE AIR BRAKE CO NEW COM 960386100 168 9250 SH DEFINED 01 02 03 9250
WESTPOINT STEVENS INC COM 961238102 1370 58000 SH DEFINED 01 02 03 58000
WESTVACO CORP COM 961548104 876 34171 SH DEFINED 01 02 03 34171
WESTWOOD ONE INC COM 961815107 2423 53700 SH DEFINED 01 02 03 53700
WET SEAL INC CL A 961840105 66 4000 SH DEFINED 01 02 03 4000
WEYERHAEUSER CO COM 962166104 15279 265144 SH DEFINED 01 02 03 265144
WHIRLPOOL CORP COM 963320106 2183 33429 SH DEFINED 01 02 03 33429
WHITE MTNS INS GROUP INC COM 964126106 142 1050 SH DEFINED 01 02 03 1050
WHITMAN CORP NEW COM 96647R107 1167 81900 SH DEFINED 01 02 03 81900
WHITNEY HLDG CORP COM 966612103 220 6400 SH DEFINED 01 02 03 6400
WHOLE FOODS MKT INC COM 966837106 186 5700 SH DEFINED 01 02 03 5700
WILD OATS MARKETS INC COM 96808B107 111 2800 SH DEFINED 01 02 03 2800
WILLAMETTE INDS INC COM 969133107 1866 43278 SH DEFINED 01 02 03 43278
WILLIAMS COS INC DEL COM 969457100 11207 299356 SH DEFINED 01 02 03 299356
WILLIAMS SONOMA INC COM 969904101 2530 52100 SH DEFINED 01 02 03 52100
WILMINGTON TRUST CORP COM 971807102 1475 30378 SH DEFINED 01 02 03 30378
WIND RIVER SYSTEMS INC COM 973149107 159 8375 SH DEFINED 01 02 03 8375
WINDMERE-DURABLE HLDGS INC COM 973411101 84 7000 SH DEFINED 01 02 03 7000
WINK COMMUNICATIONS COM 974168106 35 800 SH DEFINED 01 02 03 800
WINN DIXIE STORES INC COM 974280109 1825 61488 SH DEFINED 01 02 03 61488
WINNEBAGO INDS INC COM 974637100 139 5800 SH DEFINED 01 02 03 5800
WINSTAR COMMUNICATIONS INC COM 975515107 31 800 SH DEFINED 01 02 03 800
WISCONSIN CENT TRANSN CORP COM 976592105 816 59600 SH DEFINED 01 02 03 59600
WISCONSIN ENERGY CORP COM 976657106 2457 104852 SH DEFINED 01 02 03 104852
WIT CAP GROUP INC COM 97737K309 55 3000 SH DEFINED 01 02 03 3000
WOLVERINE TUBE INC COM 978093102 79 5100 SH DEFINED 01 02 03 5100
WOLVERINE WORLD WIDE INC COM 978097103 129 11300 SH DEFINED 01 02 03 11300
WOODWARD GOVERNOR CO COM 980745103 62 2500 SH DEFINED 01 02 03 2500
WORLD ACCESS INC COM 98141A101 103 9200 SH DEFINED 01 02 03 9200
WORLD COLOR PRESS INC DEL COM 981443104 384 10300 SH DEFINED 01 02 03 10300
WORLDGATE COMMUNICATIONS INC COM 98156L307 41 1800 SH DEFINED 01 02 03 1800
WORTHINGTON FOODS INC COM 981809106 3 200 SH DEFINED 01 02 03 200
WORTHINGTON INDS INC COM 981811102 1332 78373 SH DEFINED 01 02 03 78373
WRIGLEY WM JR CO COM 982526105 5111 74272 SH DEFINED 01 02 03 74272
WYMAN GORDON CO COM 983085101 127 6800 SH DEFINED 01 02 03 6800
WYNDHAM INTL INC CL A 983101106 115 43900 SH DEFINED 01 02 03 43900
WYNNS INTL INC COM 983195108 90 5668 SH DEFINED 01 02 03 5668
XCEED INC COM 98388N105 92 4300 SH DEFINED 01 02 03 4300
XILINX INC COM 983919101 82829 1263962 SH DEFINED 01 02 03 1263962
XIRCOM INC COM 983922105 260 6100 SH DEFINED 01 02 03 6100
XOMED SURGICAL PRODS INC COM 98412V107 225 3950 SH DEFINED 01 02 03 3950
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
XEROX CORP COM 984121103 29076 693324 SH DEFINED 01 02 03 693324
XTRA CORP COM 984138107 139 3500 SH DEFINED 01 02 03 3500
YAHOO INC COM 984332106 20765 115600 SH DEFINED 01 02 03 115600
YANKEE ENERGY SYS INC COM 984779108 126 2950 SH DEFINED 01 02 03 2950
YELLOW CORP COM 985509108 116 7000 SH DEFINED 01 02 03 7000
YORK INTL CORP NEW COM 986670107 1833 51000 SH DEFINED 01 02 03 51000
YOUNG & RUBICAM INC COM 987425105 84 1900 SH DEFINED 01 02 03 1900
YOUNG BROADCASTING INC CL A 987434107 120 2300 SH DEFINED 01 02 03 2300
ZAPATA CORP COM NEW 989070503 38 7500 SH DEFINED 01 02 03 7500
ZEBRA TECHNOLOGIES CORP CL A 989207105 273 6000 SH DEFINED 01 02 03 6000
ZENITH NATL INS CORP COM 989390109 58 2700 SH DEFINED 01 02 03 2700
ZIFF-DAVIS INC COM ZD 989511100 82 5100 SH DEFINED 01 02 03 5100
ZIONS BANCORPORATION COM 989701107 5275 95700 SH DEFINED 01 02 03 95700
BRITISH AWYS PLC ADR 2ND INSTAL 110419306 234 4100 SH DEFINED 01 02 03 4100
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 172 9908 SH DEFINED 01 02 03 9908
BRITISH STL PLC ADR FINAL INST 111015301 52 2000 SH DEFINED 01 02 03 2000
BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST 111021408 1763 11379 SH DEFINED 01 02 03 11379
BROKEN HILL PROPRIETARY LTD SPONSORED ADR 112169602 160 6890 SH DEFINED 01 02 03 6890
CABLE & WIRELESS HKT SPONSORED ADR 126828102 248 11423 SH DEFINED 01 02 03 11423
CADBURY SCHWEPPES PLC ADR 127209302 218 7858 SH DEFINED 01 02 03 7858
CANON INC ADR 138006309 593 20000 SH DEFINED 01 02 03 20000
DAI EI INC ADR 233798206 86 11500 SH DEFINED 01 02 03 11500
ELF AQUITAINE SPONSORED ADR 286269105 1553 16946 SH DEFINED 01 02 03 16946
ENDESA S A SPONSORED ADR 29258N107 918 48000 SH DEFINED 01 02 03 48000
ERICSSON L M TEL CO ADR CL B SEK10 294821400 638 20400 SH DEFINED 01 02 03 20400
FLETCHER CHALLENGE BLDG DIV SPONSORED ADR 339317109 31 2505 SH DEFINED 01 02 03 2505
FLETCHER CHALLENGE ENERGY DIV SPONSORED ADR 339318107 62 2505 SH DEFINED 01 02 03 2505
FLETCHER CHALLENGE LTD SP ADR FST DIV 339324402 18 4326 SH DEFINED 01 02 03 4326
FLETCHER CHALLENGE PAPER DIV SPONSORED ADR 339325102 34 5010 SH DEFINED 01 02 03 5010
GLAXO WELLCOME PLC SPONSORED ADR 37733W105 2335 44900 SH DEFINED 01 02 03 44900
HSBC HLDGS PLC SPON ADR NEW 404280406 411 7080 SH DEFINED 01 02 03 7080
HITACHI LIMITED ADR 10 COM 433578507 551 5050 SH DEFINED 01 02 03 5050
HONDA MOTOR LTD AMERN SHS 438128308 818 10000 SH DEFINED 01 02 03 10000
IMPERIAL CHEM INDS PLC ADR NEW 452704505 259 6000 SH DEFINED 01 02 03 6000
ISTITUTO BANC SAN PAOLO DI TOR SPONSORED ADR 465224103 550 21160 SH DEFINED 01 02 03 21160
ITO YOKADO LTD ADR NEW 465714301 826 10200 SH DEFINED 01 02 03 10200
KUBOTA CORP ADR 501173207 94 1350 SH DEFINED 01 02 03 1350
MAKITA CORP ADR NEW 560877300 176 16000 SH DEFINED 01 02 03 16000
MATSUSHITA ELEC INDL ADR 576879209 878 4200 SH DEFINED 01 02 03 4200
NATIONAL AUSTRALIA BK LTD SPONSORED ADR 632525408 688 9319 SH DEFINED 01 02 03 9319
NEWS CORP LTD ADR NEW 652487703 640 22500 SH DEFINED 01 02 03 22500
NORSK HYDRO A S SPONSORED ADR 656531605 151 3500 SH DEFINED 01 02 03 3500
REPSOL S A SPONSORED ADR 76026T205 598 30000 SH DEFINED 01 02 03 30000
RIO TINTO PLC SPONSORED ADR 767204100 476 6700 SH DEFINED 01 02 03 6700
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 1204 20392 SH DEFINED 01 02 03 20392
SANYO ELEC LTD ADR 5 COM 803038306 80 3400 SH DEFINED 01 02 03 3400
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 83 2600 SH DEFINED 01 02 03 2600
TELEFONICA S A SPONSORED ADR 879382208 942 19629 SH DEFINED 01 02 03 19629
UNILEVER N V N Y SHS NEW 904784709 997 14642 SH DEFINED 01 02 03 14642
VODAFONE AIRTOUCH PLC SPONSORED ADR 92857T107 2140 9000 SH DEFINED 01 02 03 9000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WESTPAC BKG CORP SPONSORED ADR 961214301 409 13300 SH DEFINED 01 02 03 13300
Grand Total: 8663127
</TABLE>
