<PAGE>
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
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Report for the Calendar Year or Quarter Ended: September 30, 2000
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: CIGNA Corporation
Address: One Liberty Place
Philadelphia, PA 19192-1550
Form 13F File Number: 28-1157
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: Kathryn Pietrowiak
Title: Assistant Corporate Secretary
Phone: 860-726-8908
Signature, Place, and Date of Signing:
/s/ Kathryn Pietrowiak
--------------------------------------------------------------------------------
[Signature]
Bloomfield, CT
--------------------------------------------------------------------------------
[City, State]
November 13, 2000
--------------------------------------------------------------------------------
[Date]
Report Type (Check only one):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and
all holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported
by other reporting manager(s).)
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FORM 13F SUMMARY PAGE
---------------------
Report Summary:
Number of Other Included Managers: 2
Form 13F Information Table Entry Total: 909
Form 13F Information Table Value Total: $7,041,551 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
No. 13F File Number Name
1 28-318 CIGNA Investments, Inc.
(Formerly known as CIGNA Investment Advisory Company,
Inc.)
2 28-2293 TimesSquare Capital Management, Inc.
(Formerly known as CIGNA Investments, Inc.)
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<CAPTION>
FORM 13F INFORMATION TABLE
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NAME OF TITLE CUSIP VALUE SHRS OR SH/PRN PUT/ INVESTMENT OTHER VOTING AUTHORITY
ISSUER OF CLASS (X$1000) PRN AMT CALL DISCRETION MANAGERS SOLE SHARED NONE
-------- -------- -------- -------- ------- -------- ---- -------- -------- --------- --------- -----------
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------- -------- -------- -------- --------------------- --------- -------- --------- --------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ABBOTT LABORATORIES COM 002824100 34,109 717,146 SH DEFINED 1,2 717,146
ABERCROMBIE & FITCH CO CL CL A 002896207 216 11,349 SH DEFINED 1,2 11,349
ACNIELSON CORP COM 004833109 1,479 62,100 SH DEFINED 1,2 62,100
ACTUATE CORP COM COM 00508B102 15,180 439,400 SH DEFINED 1,2 439,400
ACXIOM CORP COM 005125109 295 9,300 SH DEFINED 1,2 9,300
ADAPTEC INC COM 00651F108 924 46,200 SH DEFINED 1,2 46,200
ADC TELECOMM COM 000886101 8,882 330,300 SH DEFINED 1,2 330,300
ADOBE SYSTEMS INC COM 00724F101 8,647 55,700 SH DEFINED 1,2 55,700
ADVANCED ENERGY INDS INC COM 007973100 7,894 239,200 SH DEFINED 1,2 239,200
ADVANCED MICRO DEVICES IN COM 007903107 3,382 143,174 SH DEFINED 1,2 143,174
AEGON NV ORD AM REG 007924103 205 5,530 SH DEFINED 1,2 5,530
AEROFLEX INC COM 007768104 4,639 95,400 SH DEFINED 1,2 95,400
AES CORP COM 00130H105 14,399 210,200 SH DEFINED 1,2 210,200
AETHER SYSTEM INC COM COM 00808V105 2,110 20,000 SH DEFINED 1,2 20,000
AETNA INC COM 008117103 3,774 64,999 SH DEFINED 1,2 64,999
AFFILIATED COMPUTER SVCS CL A 008190100 264 5,300 SH DEFINED 1,2 5,300
AFFYMETRIX INC OC-CAP STK COM 00826T108 8,414 168,700 SH DEFINED 1,2 168,700
AGILENT TECHNOLOGIES INC COM 00846U101 10,310 210,677 SH DEFINED 1,2 210,677
AIR PRODUCTS & CHEMICALS COM 009158106 3,810 105,820 SH DEFINED 1,2 105,820
AK STL HLDG CORP COM COM 001547108 113 12,000 SH DEFINED 1,2 12,000
ALBERTO-CULVER CL B CONV 013068101 741 25,714 SH DEFINED 1,2 25,714
ALBERTSONS INC COM 013104104 4,139 197,088 SH DEFINED 1,2 197,088
ALCAN ALUMINIUM LTD COM 013716105 2,917 100,792 SH DEFINED 1,2 100,792
ALCOA INC COM COM 013817101 10,235 404,332 SH DEFINED 1,2 404,332
ALEXION PHARMACEUTICALS I COM 015351109 10,351 90,800 SH DEFINED 1,2 90,800
ALKERMES INC COM 01642T108 14,392 372,600 SH DEFINED 1,2 372,600
ALLEGHENY ENERGY COM 017361106 454 11,900 SH DEFINED 1,2 11,900
ALLEGHENY TECHNOLOGIES IN COM 01741R102 689 38,034 SH DEFINED 1,2 38,034
ALLERGAN INC COM 018490102 5,117 60,596 SH DEFINED 1,2 60,596
ALLIANCE PHARMACEUTICAL COM 018773101 587 38,500 SH DEFINED 1,2 38,500
ALLIANT ENERGY CORP COM COM 018802108 250 8,500 SH DEFINED 1,2 8,500
ALLIED WASTE INDS INC COM PR$.01 019589308 820 89,300 SH DEFINED 1,2 89,300
ALLMERICA FINL CORP COM 019754100 371 5,800 SH DEFINED 1,2 5,800
ALLSTATE CORP COM 020002101 11,916 342,904 SH DEFINED 1,2 342,904
ALLTEL CORP COM 020039103 7,792 149,305 SH DEFINED 1,2 149,305
ALPHA INDS INC COM 020753109 6,707 196,900 SH DEFINED 1,2 196,900
ALPHARMA INC CL A COM CL A 020813101 263 4,300 SH DEFINED 1,2 4,300
ALTERA CORP COM 021441100 8,872 185,800 SH DEFINED 1,2 185,800
ALZA CORP COM 022615108 4,612 53,322 SH DEFINED 1,2 53,322
AMBAC FINANCIAL GROUP, IN COM 023139108 549 7,500 SH DEFINED 1,2 7,500
AMER FAMILY COM 001055102 7,867 122,800 SH DEFINED 1,2 122,800
AMERADA HESS CORP COM 023551104 2,893 43,223 SH DEFINED 1,2 43,223
AMEREN CORP COM 023608102 2,647 63,214 SH DEFINED 1,2 63,214
AMERICA ONLINE INC DEL COM 02364J104 57,651 1,072,582 SH DEFINED 1,2 1,072,582
AMERICAN DENTAL PARTNERS COM 025353103 1,471 215,000 SH DEFINED 1,2 215,000
AMERICAN ELECTRIC POWER COM 025537101 5,809 148,470 SH DEFINED 1,2 148,470
AMERICAN EXPRESS CO COM 025816109 37,274 613,560 SH DEFINED 1,2 613,560
AMERICAN GENERAL CORP COM 026351106 9,187 117,779 SH DEFINED 1,2 117,779
AMERICAN GREETINGS CORP CL A 026375105 522 29,852 SH DEFINED 1,2 29,852
AMERICAN HOME PRODUCTS CO COM 026609107 34,110 603,052 SH DEFINED 1,2 603,052
AMERICAN INTERNATIONAL GR COM 026874107 108,305 1,131,860 SH DEFINED 1,2 1,131,860
AMERICAN MGMT SYS INC COM 027352103 4,134 240,500 SH DEFINED 1,2 240,500
AMERICAN POWER CONVERSION COM 029066107 1,733 90,300 SH DEFINED 1,2 90,300
AMERICAN STD COS INC DEL COM 029712106 338 7,600 SH DEFINED 1,2 7,600
AMERICAN WTR WKS INC COM 030411102 289 10,500 SH DEFINED 1,2 10,500
AMERICREDIT CORP COM 03060R101 233 8,100 SH DEFINED 1,2 8,100
AMGEN COM 031162100 33,287 476,692 SH DEFINED 1,2 476,692
AMR CORP COM 001765106 2,254 68,952 SH DEFINED 1,2 68,952
AMSOUTH BANCORPORATION COM 032165102 2,199 175,950 SH DEFINED 1,2 175,950
ANADARKO PETROLEUM CORP COM 032511107 7,436 111,890 SH DEFINED 1,2 111,890
ANALOG DEVICES COM 032654105 13,648 165,300 SH DEFINED 1,2 165,300
ANDREW CORP COM 034425108 974 37,197 SH DEFINED 1,2 37,197
ANGIOTECH PHARMACEUTICALS COM 034918102 901 22,800 SH DEFINED 1,2 22,800
ANHEUSER BUSCH COMPANIES COM 035229103 17,868 422,288 SH DEFINED 1,2 422,288
AON CORP COM 037389103 4,615 117,575 SH DEFINED 1,2 117,575
APACHE CORP COM 037411105 3,299 55,800 SH DEFINED 1,2 55,800
APOLLO GROUP INC CL A CL A 037604105 323 8,100 SH DEFINED 1,2 8,100
APPLE COMPUTER INC COM 037833100 3,855 149,722 SH DEFINED 1,2 149,722
APPLIED MATERIALS INC COM 038222105 22,349 376,800 SH DEFINED 1,2 376,800
APTARGROUP INC COM 038336103 9,276 387,500 SH DEFINED 1,2 387,500
APW LTD SHS COM G04397108 205 4,200 SH DEFINED 1,2 4,200
ARCH CHEMICAL INC COM COM 03937R102 2,962 162,300 SH DEFINED 1,2 162,300
ARCHER DANIELS MIDLAND CO COM 039483102 2,620 303,750 SH DEFINED 1,2 303,750
ARMSTRONG HLDGS INC COM 042384107 222 18,630 SH DEFINED 1,2 18,630
ARROW ELECTRONICS INC COM 042735100 351 10,300 SH DEFINED 1,2 10,300
ART TECHNOLOGY GRP INC OC COM 04289L107 5,306 56,000 SH DEFINED 1,2 56,000
ARTHUR J GALLAGHER & CO COM 363576109 237 4,000 SH DEFINED 1,2 4,000
ASHLAND INC COM COM 044204105 1,542 45,763 SH DEFINED 1,2 45,763
ASSOCIATES FIRST CAP CORP CL A 046008108 12,927 340,180 SH DEFINED 1,2 340,180
ASTORIA FINL CORP COM COM 046265104 216 5,600 SH DEFINED 1,2 5,600
AT&T CORP COM 001957109 51,208 1,743,238 SH DEFINED 1,2 1,743,238
ATMEL COM 049513104 732 48,225 SH DEFINED 1,2 48,225
AUDIOCODES LTD ORD M15342104 4,299 50,500 SH DEFINED 1,2 50,500
AUTODESK COM 052769106 679 26,770 SH DEFINED 1,2 26,770
AUTOMATIC DATA PROCESSING COM 053015103 19,431 290,564 SH DEFINED 1,2 290,564
AUTOZONE COM 053332102 1,359 59,900 SH DEFINED 1,2 59,900
AVERY DENNISON CORP COM 053611109 2,620 56,490 SH DEFINED 1,2 56,490
AVNET INC COM 053807103 272 9,600 SH DEFINED 1,2 9,600
AVOCENT CORP COM COM 053893103 248 4,500 SH DEFINED 1,2 4,500
AVON PRODUCTS INC COM 054303102 4,524 110,680 SH DEFINED 1,2 110,680
BAKER HUGHES INCORPORATED COM 057224107 5,654 152,286 SH DEFINED 1,2 152,286
BALL CORP COM 058498106 428 13,504 SH DEFINED 1,2 13,504
BANK OF AMERICA CORP COM 060505104 39,943 762,631 SH DEFINED 1,2 762,631
BANK OF NEW YORK INC COM 064057102 19,061 340,000 SH DEFINED 1,2 340,000
BANK ONE CORP COM 06423A103 20,549 532,006 SH DEFINED 1,2 532,006
BANKNORTH GROUP INC NEW COM 06646R107 284 15,900 SH DEFINED 1,2 15,900
BARD CR INC COM 067383109 985 23,307 SH DEFINED 1,2 23,307
BARR LABS COM 068306109 245 3,700 SH DEFINED 1,2 3,700
BARRETT RES CORP COM PR $01 068480201 11,499 304,100 SH DEFINED 1,2 304,100
BARRICK GOLD CORP COM 067901108 2,780 182,300 SH DEFINED 1,2 182,300
BATTLE MTN GOLD COM 071593107 22 12,300 SH DEFINED 1,2 12,300
BAUSCH & LOMB INC COM 071707103 953 24,475 SH DEFINED 1,2 24,475
BAXTER INTERNATIONAL INC. COM 071813109 10,739 134,553 SH DEFINED 1,2 134,553
BB&T CORPORATION COM 054937107 5,516 183,100 SH DEFINED 1,2 183,100
BCE, INC., COM 05534B109 540 23,176 SH DEFINED 23,176
BEAR STEARNS COM 073902108 3,273 51,953 SH DEFINED 1,2 51,953
BECKMAN COULTER INC COM COM 075811109 239 3,100 SH DEFINED 1,2 3,100
BECTON DICKINSON & CO COM 075887109 3,077 116,396 SH DEFINED 1,2 116,396
BED BATH & BEYOND INC COM 075896100 3,171 130,000 SH DEFINED 1,2 130,000
BELLSOUTH CORP COM 079860102 35,315 877,400 SH DEFINED 1,2 877,400
BELO (A.H.) CORP COM SER A 080555105 236 12,800 SH DEFINED 1,2 12,800
BEMIS CO COM 081437105 784 24,402 SH DEFINED 1,2 24,402
BERGEN BRUNSWIG CORP CL A 083739102 169 14,500 SH DEFINED 1,2 14,500
BEST BUY, INC. COM 086516101 6,089 95,700 SH DEFINED 1,2 95,700
BESTFOODS COM COM 08658U101 9,296 127,778 SH DEFINED 1,2 127,778
BETHLEHEM STEEL CORP COM 087509105 182 60,707 SH DEFINED 1,2 60,707
BINDVIEW DEV CORP COM COM 090327107 3,467 458,400 SH DEFINED 1,2 458,400
BIOGEN COM 090597105 4,203 68,900 SH DEFINED 1,2 68,900
BIOMET INC COM 090613100 2,903 82,956 SH DEFINED 1,2 82,956
BISYS GROUP INC COM 055472104 21,075 272,601 SH DEFINED 1,2 272,601
BJ SERVICES CO COM 055482103 11,278 184,500 SH DEFINED 1,2 184,500
BJS WHSL CLUB INC COM COM 05548J106 270 7,900 SH DEFINED 1,2 7,900
BLACK & DECKER CORP. COM 091797100 1,350 39,493 SH DEFINED 1,2 39,493
BMC SOFTWARE INC COM 055921100 2,171 113,500 SH DEFINED 1,2 113,500
BOEING CO COM 097023105 26,123 414,658 SH DEFINED 1,2 414,658
BOISE CASCADE CORP COM 097383103 704 26,504 SH DEFINED 1,2 26,504
BOOKHAM TECH PLC SPONS AD SPONS ADR 09856Q108 3,001 70,000 SH DEFINED 1,2 70,000
BOSTON SCIENTIFIC CORP COM 101137107 3,097 188,400 SH DEFINED 1,2 188,400
BOWATER INC COM 102183100 260 5,600 SH DEFINED 1,2 5,600
BRAUN CONSULTING INC COM COM 105651103 5,270 266,000 SH DEFINED 1,2 266,000
BRAZIL FUND INC COMMON US COM 105759104 1,695 99,000 SH DEFINED 99,000
BRIGGS & STRATTON COM 109043109 430 11,362 SH DEFINED 1,2 11,362
BRINKER INTL COM 109641100 211 7,000 SH DEFINED 1,2 7,000
BRISTOL MYERS SQUIBB CO COM 110122108 52,335 916,144 SH DEFINED 1,2 916,144
BROADCOM CORP CL A COM CL A 111320107 25,106 103,000 SH DEFINED 1,2 103,000
BROADWING INC COM COM 111620100 7,063 276,300 SH DEFINED 1,2 276,300
BROOKSTONE INC COM 114537103 660 47,130 SH DEFINED 1,2 47,130
BROWN-FORMAN CORP. CL B 115637209 1,870 34,151 SH DEFINED 1,2 34,151
BRUNSWICK CORP COM 117043109 736 40,350 SH DEFINED 1,2 40,350
BURLINGTON NORTHERN SANTA COM 12189T104 4,023 186,558 SH DEFINED 1,2 186,558
BURLINGTON RESOURCES INC. COM 122014103 3,651 99,180 SH DEFINED 1,2 99,180
BUSINESS OBJECTS SA SPON SPONS ADR 12328X107 16,507 146,000 SH DEFINED 1,2 146,000
C H ROBINSON WORLDWIDE IN COM 12541W100 254 4,500 SH DEFINED 1,2 4,500
C P & L ENERGY INC COM 12614C106 3,065 73,522 SH DEFINED 1,2 73,522
CABLE DESIGN TECHNOLOGIES COM 126924109 1,599 65,750 SH DEFINED 1,2 65,750
CABLETRON SYSTEMS INC COM 126920107 2,485 84,600 SH DEFINED 1,2 84,600
CABOT CORP COM 127055101 228 7,200 SH DEFINED 1,2 7,200
CADENCE DESIGN SYSTEM INC COM 127387108 681 26,500 SH DEFINED 1,2 26,500
CALIPER TECHNOLOGIES CORP COM 130876105 12,367 213,450 SH DEFINED 1,2 213,450
CALPINE CORP COM COM 131347106 6,764 64,800 SH DEFINED 1,2 64,800
CAMPBELL SOUP COM 134429109 5,040 194,784 SH DEFINED 1,2 194,784
CAPITAL ONE FINL CORP COM 14040H105 6,390 91,200 SH DEFINED 1,2 91,200
CARDINAL HEALTH INC COM 14149Y108 11,319 128,350 SH DEFINED 1,2 128,350
CARNIVAL CRUISE LINE COM 143658102 6,718 272,800 SH DEFINED 1,2 272,800
CATALINA MARKETING CORP COM 148867104 222 5,900 SH DEFINED 1,2 5,900
CATERPILLAR INC. COM 149123101 5,396 159,872 SH DEFINED 1,2 159,872
CDW COMPUTER CTRS INC COM 125129106 642 9,300 SH DEFINED 1,2 9,300
CENDANT CORP COM 151313103 3,632 334,021 SH DEFINED 1,2 334,021
CENTEX CORP COM 152312104 870 27,074 SH DEFINED 1,2 27,074
CENTRAL BANCSHARES SOUTH COM 20449H109 254 13,000 SH DEFINED 1,2 13,000
CENTURYTEL INCCOM COM 156700106 1,763 64,700 SH DEFINED 1,2 64,700
CERIDIAN CORP COM 15677T106 1,871 66,666 SH DEFINED 1,2 66,666
CHARLES RIV ASSOCS INC CO COM 159852102 2,270 187,200 SH DEFINED 1,2 187,200
CHARLES RIVER LABORATORIE COM 159864107 748 22,000 SH DEFINED 1,2 22,000
CHARTER ONE FINL INC COM 160903100 2,416 99,120 SH DEFINED 1,2 99,120
CHASE MANHATTAN CORP NEW COM 16161A108 28,093 608,238 SH DEFINED 1,2 608,238
CHECKFREE CORP NEW COM COM 162813109 335 8,000 SH DEFINED 1,2 8,000
CHECKPOINT SOFTWARE TECH ORD M22465104 6,407 40,680 SH DEFINED 40,680
CHEVRON CORP COM 166751107 25,758 302,142 SH DEFINED 1,2 302,142
CHIRON CORP COM 170040109 873 19,400 SH DEFINED 1,2 19,400
CHOICEPOINT INC COM 170388102 21,207 462,280 SH DEFINED 1,2 462,280
CHRIS CRAFT INDUSTRIES IN COM 170520100 305 3,700 SH DEFINED 1,2 3,700
CHUBB CORP COM 171232101 6,377 80,594 SH DEFINED 1,2 80,594
CIGNA CORP COM 125509109 31,779 304,400 SH DEFINED 1,2 304,400
CINCINNATI FINL CORP COM 172062101 2,691 75,800 SH DEFINED 1,2 75,800
CINERGY CORP COM 172474108 2,418 73,127 SH DEFINED 1,2 73,127
CINTAS CORP COM 172908105 784 18,000 SH DEFINED 1,2 18,000
CIRCUIT CITY STORES - CIR CIRCT CITY 172737108 2,167 94,196 SH DEFINED 1,2 94,196
CIRRUS LOGIC COM 172755100 286 7,100 SH DEFINED 1,2 7,100
CISCO SYSTEMS COM 17275R102 182,021 3,294,500 SH DEFINED 1,2 3,294,500
CIT GROUP INC COM CL A 125577106 2,132 121,800 SH DEFINED 1,2 121,800
CITIGROUP INC COM 172967101 113,144 2,092,835 SH DEFINED 1,2 2,092,835
CITRIX SYS INC COM COM 177376100 1,715 85,500 SH DEFINED 1,2 85,500
CITY NATIONAL COM 178566105 14,878 385,200 SH DEFINED 1,2 385,200
CLARENT CORP DEL COM COM 180461105 5,402 137,200 SH DEFINED 1,2 137,200
CLASSIC COMMNS INC CL A CL A 182728204 96 19,000 SH DEFINED 1,2 19,000
CLAYTON HOMES INC COM 184190106 149 14,900 SH DEFINED 1,2 14,900
CLEAR CHANNEL COMMUNICATI COM 184502102 15,334 271,400 SH DEFINED 1,2 271,400
CLOROX CO COM 189054109 4,283 108,268 SH DEFINED 1,2 108,268
CMS ENERGY CORP COM 125896100 1,377 51,100 SH DEFINED 1,2 51,100
COASTAL CORP COM 190441105 7,322 98,774 SH DEFINED 1,2 98,774
COCA COLA CO COM 191216100 63,295 1,148,214 SH DEFINED 1,2 1,148,214
COCA-COLA ENTERPRISES COM 191219104 3,079 193,200 SH DEFINED 1,2 193,200
COLGATE-PALMOLIVE CO COM 194162103 12,605 267,048 SH DEFINED 1,2 267,048
COLUMBIA ENERGY GROUP COM 197648108 2,617 36,858 SH DEFINED 1,2 36,858
COMCAST CORP CL A 200300101 232 5,700 SH DEFINED 1,2 5,700
COMCAST CORP CL A SPL 200300200 17,114 418,064 SH DEFINED 1,2 418,064
COMDISCO INC COM 200336105 313 16,400 SH DEFINED 1,2 16,400
COMERICA INC COM 200340107 4,210 72,050 SH DEFINED 1,2 72,050
COMMSCOPE INC COM COM 203372107 565 23,066 SH DEFINED 1,2 23,066
COMPANIA CERVECERIAS UNID SPONS ADR 204429104 761 33,800 SH DEFINED 33,800
COMPAQ COMPUTER CORP COM 204493100 21,705 786,967 SH DEFINED 1,2 786,967
COMPUTER ASSOCIATES INTL COM 204912109 6,938 275,448 SH DEFINED 1,2 275,448
COMPUTER SCIENCES COM 205363104 5,790 77,984 SH DEFINED 1,2 77,984
COMPUWARE CORP COM 205638109 1,404 167,600 SH DEFINED 1,2 167,600
COMPX INTL INC CL A CL A 20563P101 1,321 62,900 SH DEFINED 1,2 62,900
COMVERSE TECHNOLOGY INC COM PR$.10 205862402 16,826 155,800 SH DEFINED 1,2 155,800
CONAGRA FOODS, INC COM 205887102 4,925 245,501 SH DEFINED 1,2 245,501
CONCORD EFS INC COM COM 206197105 813 22,900 SH DEFINED 1,2 22,900
CONEXANT SYSTEMS, INC COM 207142100 4,401 105,100 SH DEFINED 1,2 105,100
CONOCO INC CL B 208251405 7,971 295,909 SH DEFINED 1,2 295,909
CONSECO INC COM 208464107 1,143 149,909 SH DEFINED 1,2 149,909
CONSOLIDATED EDISON INC COM 209115104 3,345 98,036 SH DEFINED 1,2 98,036
CONSOLIDATED STORES CORP COM 210149100 691 51,200 SH DEFINED 1,2 51,200
CONSTELLATION ENERGY GROU COM 210371100 3,428 68,902 SH DEFINED 1,2 68,902
CONVERGYS CORP COM 212485106 2,776 71,400 SH DEFINED 1,2 71,400
COOPER CAMERON CORP COM 216640102 7,789 105,700 SH DEFINED 1,2 105,700
COOPER INDUSTRIES INC COM 216669101 1,516 43,015 SH DEFINED 1,2 43,015
COOPER TIRE & RUBBER CO COM 216831107 338 33,616 SH DEFINED 1,2 33,616
COORS ADOLPH CL B 217016104 1,078 17,055 SH DEFINED 1,2 17,055
COR THERAPEUTICS INC COM 217753102 8,531 136,900 SH DEFINED 1,2 136,900
CORECOMM LTD ORD G2422R109 79 10,000 SH DEFINED 1,2 10,000
CORILLIAN CORP COM 218725109 501 52,100 SH DEFINED 1,2 52,100
CORNING INC COM 219350105 40,540 136,497 SH DEFINED 1,2 136,497
CORPORATE EXECUTIVE BOARD COM 21988R102 1,352 33,600 SH DEFINED 1,2 33,600
CORVIS CORP COM COM 221009103 327 5,353 SH DEFINED 1,2 5,353
COSTCO WHSL CORP NEW COM COM 22160K105 7,191 205,830 SH DEFINED 1,2 205,830
COUNTRYWIDE CREDIT COM 222372104 2,046 54,200 SH DEFINED 1,2 54,200
CRANE CORP COM 224399105 645 28,201 SH DEFINED 1,2 28,201
CROMPTON CORP COM COM 227116100 97 12,300 SH DEFINED 1,2 12,300
CROWN CORK & SEAL INC COM 228255105 623 58,277 SH DEFINED 1,2 58,277
CSX CORPORATION COM 126408103 2,201 100,890 SH DEFINED 1,2 100,890
CUMMINS ENGINE CO COM 231021106 572 19,104 SH DEFINED 1,2 19,104
CVS CORP COM COM 126650100 8,336 179,988 SH DEFINED 1,2 179,988
CYPRESS SEMICONDUCTOR COR COM 232806109 673 16,200 SH DEFINED 1,2 16,200
DALLAS SEMICONDUCTOR CORP COM 235204104 214 6,500 SH DEFINED 1,2 6,500
DANA CORP COM 235811106 1,498 69,693 SH DEFINED 1,2 69,693
DANAHER CORPORATION COM 235851102 3,249 65,300 SH DEFINED 1,2 65,300
DARDEN RESTAURANTS INC COM 237194105 1,177 56,540 SH DEFINED 1,2 56,540
DEERE & CO COM 244199105 3,591 108,005 SH DEFINED 1,2 108,005
DELL COMPUTER COM 247025109 37,006 1,201,000 SH DEFINED 1,2 1,201,000
DELPHI AUTOMOTIVE COM 247126105 3,909 258,416 SH DEFINED 1,2 258,416
DELTA AIRLINES INC COM 247361108 2,738 61,710 SH DEFINED 1,2 61,710
DELUXE CHECK PRINTERS INC COM 248019101 680 33,471 SH DEFINED 1,2 33,471
DEVON ENERGY CORPORATION COM 25179M103 4,661 77,489 SH DEFINED 1,2 77,489
DEVRY INC DEL COM 251893103 17,213 457,500 SH DEFINED 1,2 457,500
DIAL CORP USD1.50 (FROM S COM 25247D101 119 10,200 SH DEFINED 1,2 10,200
DIAMOND TECHNOLOGY PARTNE CL A 252762109 12,667 170,600 SH DEFINED 1,2 170,600
DIEBOLD, INC COM 253651103 202 7,600 SH DEFINED 1,2 7,600
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DONNELLY, R.R. & SONS CO. COM 257867101 1,389 56,534 SH DEFINED 1,2 56,534
DOVER CORP COM 260003108 4,438 94,548 SH DEFINED 1,2 94,548
DOW CHEMICAL CO COM 260543103 7,832 314,047 SH DEFINED 1,2 314,047
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DQE INC COM 23329J104 289 7,200 SH DEFINED 1,2 7,200
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DUKE ENERGY CORP COM 264399106 14,542 169,587 SH DEFINED 1,2 169,587
DYAX CORP COM COM 26746E103 6,781 155,000 SH DEFINED 1,2 155,000
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E M C CORP MASS COM 268648102 100,156 1,010,400 SH DEFINED 1,2 1,010,400
E TRADE GROUP INC COM 269246104 516 31,400 SH DEFINED 1,2 31,400
E.I. DUPONT DE NEMOURS & COM 263534109 19,945 481,339 SH DEFINED 1,2 481,339
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EASTMAN CHEMICAL CO.,INC. COM 277432100 1,466 39,699 SH DEFINED 1,2 39,699
EASTMAN KODAK CO. COM 277461109 5,861 143,398 SH DEFINED 1,2 143,398
EATON CORP COM 278058102 2,079 33,730 SH DEFINED 1,2 33,730
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ECOLAB COM 278865100 2,133 59,140 SH DEFINED 1,2 59,140
EDISON INTERNATIONAL COM 281020107 2,923 151,368 SH DEFINED 1,2 151,368
EDWARDS(AG)INC COM 281760108 466 8,900 SH DEFINED 1,2 8,900
EGL INC COM COM 268484102 1,274 42,100 SH DEFINED 1,2 42,100
EL PASO ENERGY CORP DEL C COM 283905107 10,518 170,674 SH DEFINED 1,2 170,674
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EMERSON ELECTRIC CO COM 291011104 13,274 198,124 SH DEFINED 1,2 198,124
EMMIS BROADCASTING CORPOR CL A 291525103 2,228 90,000 SH DEFINED 1,2 90,000
ENDESA NAC ELECTRICID ADR SPONS ADR 29244T101 1,591 144,600 SH DEFINED 144,600
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ENERGY EAST CORP COM 29266M109 301 13,300 SH DEFINED 1,2 13,300
ENGELHARD CORP COM 292845104 953 58,646 SH DEFINED 1,2 58,646
ENRON CORP. COM 293561106 29,923 341,492 SH DEFINED 1,2 341,492
ENSCO INTL INC COM COM 26874Q100 608 15,900 SH DEFINED 1,2 15,900
ENTERCOM COMMUNICATIONS C CL A 293639100 3,413 114,000 SH DEFINED 1,2 114,000
ENTERGY CORP. (NEW) COM 29364G103 3,859 103,596 SH DEFINED 1,2 103,596
EQUIFAX INC COM 294429105 1,751 65,000 SH DEFINED 1,2 65,000
EQUINIX INC COM COM 29444U106 1,582 178,300 SH DEFINED 1,2 178,300
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EXAR CORP COM 300645108 9,801 81,000 SH DEFINED 1,2 81,000
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FANNIE MAE COM 313586109 33,536 469,028 SH DEFINED 1,2 469,028
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FIRST DATA CORP COM 319963104 7,426 190,100 SH DEFINED 1,2 190,100
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FLEETBOSTON FINANCIAL COR COM 339030108 16,821 431,312 SH DEFINED 1,2 431,312
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FLORIDA PROGRESS CORP COM 341109106 2,409 45,500 SH DEFINED 1,2 45,500
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FMC CORP COM NEW 302491303 933 13,907 SH DEFINED 1,2 13,907
FORD MTR CO DEL COM PAR $ COM PR$.01 345370860 22,254 879,151 SH DEFINED 1,2 879,151
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FORT JAMES CORP COM 347471104 2,896 94,767 SH DEFINED 1,2 94,767
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FREEPORT MCMORAN COPPER + CL B 35671D857 634 71,900 SH DEFINED 1,2 71,900
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G & K SERVICES INC CL A 361268105 2,868 102,200 SH DEFINED 1,2 102,200
GANNETT CO COM 364730101 6,488 122,414 SH DEFINED 1,2 122,414
GAP, INC. COM 364760108 7,946 394,838 SH DEFINED 1,2 394,838
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GATX CORP COM 361448103 218 5,200 SH DEFINED 1,2 5,200
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GENERAL DYNAMICS CORP COM 369550108 5,764 91,768 SH DEFINED 1,2 91,768
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GENERAL MOTORS CORP COM 370442105 16,094 247,593 SH DEFINED 1,2 247,593
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GENZYME CORPORATION COM GE DIV 372917104 627 9,200 SH DEFINED 1,2 9,200
GEORGIA-PACIFIC CORP (GRO COM GA PAC 373298108 1,989 84,650 SH DEFINED 1,2 84,650
GEORGIA-PACIFIC CORP (TIM COM-TM GRP 373298702 234 8,700 SH DEFINED 1,2 8,700
GILEAD SCIENCES COM 375558103 527 4,800 SH DEFINED 1,2 4,800
GILLETTE CO. COM 375766102 15,088 488,692 SH DEFINED 1,2 488,692
GLOBAL MARINE INC COM 379352404 584 18,900 SH DEFINED 1,2 18,900
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GOODRICH B F CO COM 382388106 1,872 47,776 SH DEFINED 1,2 47,776
GOODYEAR TIRE & RUBBER CO COM 382550101 1,296 71,992 SH DEFINED 1,2 71,992
GPU INC COM 36225X100 1,817 56,000 SH DEFINED 1,2 56,000
GRACE WR & CO COM 38388F108 215 31,233 SH DEFINED 1,2 31,233
GRAINGER W W INC COM 384802104 1,137 43,230 SH DEFINED 1,2 43,230
GRANT PRIDECO INC.COM COM 38821G101 254 11,600 SH DEFINED 1,2 11,600
GREAT ATLANTIC & PACIFIC COM 390064103 128 11,600 SH DEFINED 1,2 11,600
GREAT LAKES CHEMICAL COM 390568103 717 24,454 SH DEFINED 1,2 24,454
GREENPOINT FINL CORP COM COM 395384100 329 11,100 SH DEFINED 1,2 11,100
GRUPO TELEVISA ADR (REP SP ADR REP 40049J206 1,442 25,000 SH DEFINED 25,000
GUIDANT CORP COM 401698105 10,009 141,600 SH DEFINED 1,2 141,600
H&R BLOCK COM 093671105 1,676 45,234 SH DEFINED 1,2 45,234
HAIN CELESTIAL GROUP INC COM 405217100 11,999 341,600 SH DEFINED 1,2 341,600
HALLIBURTON COM 406216101 10,041 205,182 SH DEFINED 1,2 205,182
HANOVER COMPRESSOR CO COM COM 410768105 204 6,200 SH DEFINED 1,2 6,200
HARCOURT GENNC COM 41163G101 1,971 33,399 SH DEFINED 1,2 33,399
HARLEY DAVIDSON, INC COM 412822108 6,688 139,700 SH DEFINED 1,2 139,700
HARRAHS ENTMT INC COM 413619107 1,509 54,872 SH DEFINED 1,2 54,872
HARRIS CORP COM 413875105 213 7,500 SH DEFINED 1,2 7,500
HARTE-HANKS INC COM COM 416196103 202 7,400 SH DEFINED 1,2 7,400
HARTFORD FIN SERV GRP INC COM 416515104 7,879 108,022 SH DEFINED 1,2 108,022
HASBRO INC. COM 418056107 919 80,390 SH DEFINED 1,2 80,390
HCA HEALTHCARE CO COM COM 404119109 9,608 258,811 SH DEFINED 1,2 258,811
HEALTH MGMT ASSOC INC N-C CL A 421933102 560 26,900 SH DEFINED 1,2 26,900
HEALTHSOUTH REHABILITATIO COM 421924101 1,452 178,700 SH DEFINED 1,2 178,700
HEINZ HJ CO COM 423074103 6,010 162,172 SH DEFINED 1,2 162,172
HENRY JACK & ASSOC INC COM 426281101 8,697 200,500 SH DEFINED 1,2 200,500
HERCULES INC COM 427056106 699 49,493 SH DEFINED 1,2 49,493
HERSHEY FOODS CORP COM 427866108 3,407 62,956 SH DEFINED 1,2 62,956
HEWLETT PACKARD CO COM 428236103 45,043 464,356 SH DEFINED 1,2 464,356
HIBERNIA CORP CL A 428656102 211 17,200 SH DEFINED 1,2 17,200
HILLENBRAND INDS INC COM 431573104 300 6,700 SH DEFINED 1,2 6,700
HILTON HOTELS CORP COM 432848109 1,961 169,616 SH DEFINED 1,2 169,616
HISPANIC BROADCASTING COR CL A 43357B104 326 11,700 SH DEFINED 1,2 11,700
HNC SOFTWARE INC COM COM 40425P107 237 2,900 SH DEFINED 1,2 2,900
HOME DEPOT COM 437076102 57,121 1,076,478 SH DEFINED 1,2 1,076,478
HOMESTAKE MINING CO COM 437614100 624 120,326 SH DEFINED 1,2 120,326
HONEYWELL INTERNATIONAL I COM 438516106 13,229 371,345 SH DEFINED 1,2 371,345
HORMEL GEORGE A & CO COM 440452100 254 15,200 SH DEFINED 1,2 15,200
HOST MARRIOTT CORP (REIT) COM 44107P104 129 11,445 SH DEFINED 1,2 11,445
HOUSEHOLD INTERNATIONAL,I COM 441815107 12,415 219,246 SH DEFINED 1,2 219,246
HUMANA INC COM 444859102 822 76,500 SH DEFINED 1,2 76,500
HUNTINGTON BANCSHARES INC COM 446150104 1,689 115,017 SH DEFINED 1,2 115,017
IBP INC COM 449223106 209 11,400 SH DEFINED 1,2 11,400
ICN PHARMACEUTICALS INC N COM 448924100 283 8,500 SH DEFINED 1,2 8,500
IDEC PHARMACEUTICAL CORP COM 449370105 929 5,300 SH DEFINED 1,2 5,300
ILEX ONCOLOGY INC COM COM 451923106 7,320 243,000 SH DEFINED 1,2 243,000
ILLINOIS TOOL WORKS INC. COM 452308109 7,853 140,548 SH DEFINED 1,2 140,548
IMC FERTILIZER GROUP COM 449669100 178 12,300 SH DEFINED 1,2 12,300
IMMUNOGEN INC COM 45253H101 1,279 37,400 SH DEFINED 1,2 37,400
IMS HEALTH INC COM COM 449934108 2,966 142,922 SH DEFINED 1,2 142,922
INCO LTD COM 453258402 1,408 87,289 SH DEFINED 1,2 87,289
INCYTE GENOMICS INC COM COM 45337C102 280 6,800 SH DEFINED 1,2 6,800
INDIA FUND INC. USD0.001 COM 454089103 7,936 654,542 SH DEFINED 654,542
INDYMAC BANCORP INC COM COM 456607100 7,995 388,800 SH DEFINED 1,2 388,800
INFOCUS CORPORATION COM 45665B106 212 4,000 SH DEFINED 1,2 4,000
INFORMATICA CORP COM COM 45666Q102 15,815 169,600 SH DEFINED 1,2 169,600
INFORMIX CORP COM 456779107 125 30,200 SH DEFINED 1,2 30,200
INGERSOLL RAND CO COM 456866102 2,518 74,318 SH DEFINED 1,2 74,318
INHALE THERAPEUTIC SYS CO COM 457191104 9,708 172,200 SH DEFINED 1,2 172,200
INKINE PHARMACEUTICAL CO COM 457214104 925 86,000 SH DEFINED 1,2 86,000
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INTEL CORP. COM 458140100 129,922 3,125,932 SH DEFINED 1,2 3,125,932
INTERNATIONAL BUSINESS MA COM 459200101 92,006 817,828 SH DEFINED 1,2 817,828
INTERNATIONAL PAPER CO COM 460146103 6,499 226,558 SH DEFINED 1,2 226,558
INTERNATIONAL RECTIFIER COM 460254105 334 6,600 SH DEFINED 1,2 6,600
INTERNATIONAL SPEEDWAY CO CL A 460335201 222 5,700 SH DEFINED 1,2 5,700
INTERNET SEC SYS INC COM COM 46060X107 285 3,800 SH DEFINED 1,2 3,800
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INTUIT COM 461202103 1,237 21,700 SH DEFINED 1,2 21,700
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INVITROGEN CORP COM COM 46185R100 13,144 184,800 SH DEFINED 1,2 184,800
IONICS INC COM 462218108 251 11,800 SH DEFINED 1,2 11,800
IPALCO ENTERPRISES COM 462613100 210 9,200 SH DEFINED 1,2 9,200
ITT INDUSTRIES,INC. COM 450911102 1,314 40,511 SH DEFINED 1,2 40,511
IVAX CORP COM 465823102 773 16,800 SH DEFINED 1,2 16,800
I2 TECHNOLOGIES INC COM 465754109 5,799 31,000 SH DEFINED 1,2 31,000
JABIL CIRCUIT INC COM 466313103 1,158 20,400 SH DEFINED 1,2 20,400
JDS UNIPHASE CORP COM COM 46612J101 41,113 434,200 SH DEFINED 1,2 434,200
JEFFERSON PILOT COM 475070108 3,224 47,493 SH DEFINED 1,2 47,493
JOHNSON & JOHNSON COM 478160104 60,530 644,362 SH DEFINED 1,2 644,362
JOHNSON CONTROLS INC COM 478366107 2,101 39,500 SH DEFINED 1,2 39,500
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K MART CORP COM 482584109 1,329 221,576 SH DEFINED 1,2 221,576
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KAYDON CORP COM 486587108 706 30,700 SH DEFINED 1,2 30,700
KELLOGG CO COM 487836108 5,037 208,264 SH DEFINED 1,2 208,264
KEMET CORP COM 488360108 257 9,300 SH DEFINED 1,2 9,300
KERR MCGEE COM 492386107 3,007 45,389 SH DEFINED 1,2 45,389
KEYCORP COM 493267108 5,050 199,492 SH DEFINED 1,2 199,492
KEYSPAN CORP COM 49337W100 2,476 61,700 SH DEFINED 1,2 61,700
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KING PHARMACEUTICALS INC COM 495582108 267 7,988 SH DEFINED 1,2 7,988
KLA INSTRUMENTS COM 482480100 3,530 85,700 SH DEFINED 1,2 85,700
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KOHLS CORP COM 500255104 8,745 151,600 SH DEFINED 1,2 151,600
KROGER CO COM 501044101 8,626 382,296 SH DEFINED 1,2 382,296
L S I LOGIC CORP COM 502161102 4,200 143,600 SH DEFINED 1,2 143,600
LAMAR ADVERTISING CO CL A CL A 512815101 14,796 390,650 SH DEFINED 1,2 390,650
LAN CHILE S.A. ADR SPONS ADR 501723100 441 67,130 SH DEFINED 67,130
LATTICE SEMICONDUCTOR COR COM 518415104 306 5,700 SH DEFINED 1,2 5,700
LEGG MASON INC COM 524901105 19,803 340,700 SH DEFINED 1,2 340,700
LEGGETT & PLATT COM 524660107 1,437 90,900 SH DEFINED 1,2 90,900
LEHMAN BROTHERS HLDGS INC COM 524908100 8,236 55,740 SH DEFINED 1,2 55,740
LEXMARK INTL INC CL A 529771107 2,213 59,000 SH DEFINED 1,2 59,000
LG&E ENERGY CORP. COM 501917108 342 14,000 SH DEFINED 1,2 14,000
LILLY ELI & CO COM 532457108 42,610 525,236 SH DEFINED 1,2 525,236
LIMITED THE COM 532716107 4,376 198,348 SH DEFINED 1,2 198,348
LINCARE HLDGS INC COM 532791100 16,963 591,300 SH DEFINED 1,2 591,300
LINCOLN NATIONAL CORP COM 534187109 4,247 88,240 SH DEFINED 1,2 88,240
LINEAR TECHNOLOGY CORP COM 535678106 9,298 143,600 SH DEFINED 1,2 143,600
LITTON INDUSTRIES COM 538021106 219 4,900 SH DEFINED 1,2 4,900
LIZ CLAIBORNE INC COM 539320101 985 25,583 SH DEFINED 1,2 25,583
LOCKHEED MARTIN CORP COM 539830109 6,480 196,614 SH DEFINED 1,2 196,614
LOEWS CORP COM 540424108 3,977 47,700 SH DEFINED 1,2 47,700
LONGS DRUG STORE COM 543162101 339 17,710 SH DEFINED 1,2 17,710
LOUISIANA PACIFIC CORP COM 546347105 470 51,152 SH DEFINED 1,2 51,152
LOWES COMPANIES INC COM 548661107 8,030 178,932 SH DEFINED 1,2 178,932
LTV CORP. COM 501921100 15 11,374 SH DEFINED 1,2 11,374
LUCENT TECHNOLOGIES INC COM 549463107 47,287 1,547,222 SH DEFINED 1,2 1,547,222
LYONDELL PETROCHEMICAL CO COM 552078107 150 12,700 SH DEFINED 1,2 12,700
MACDERMID INC COM 554273102 2,171 103,400 SH DEFINED 1,2 103,400
MACROMEDIA INC COM COM 556100105 428 5,300 SH DEFINED 1,2 5,300
MALLINCKRODT INC NEW COM 561232109 1,666 36,507 SH DEFINED 1,2 36,507
MANDALAY RESORT GROUP COM COM 562567107 215 8,400 SH DEFINED 1,2 8,400
MANHATTAN ASSOCS INC COM COM 562750109 11,148 182,000 SH DEFINED 1,2 182,000
MANOR CARE INC NEW COM COM 564055101 747 47,587 SH DEFINED 1,2 47,587
MANPOWER INC WIS COM 56418H100 259 8,100 SH DEFINED 1,2 8,100
MARCHFIRST INC COM COM 566244109 248 15,800 SH DEFINED 1,2 15,800
MARINE DRILLING COS INC COM PR$.01 568240204 9,497 332,500 SH DEFINED 1,2 332,500
MARKEL CORP COM 570535104 1,775 11,700 SH DEFINED 1,2 11,700
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MARSH & MCLENNAN COM 571748102 16,847 126,904 SH DEFINED 1,2 126,904
MARSHALL & IISLEY COM 571834100 561 11,200 SH DEFINED 1,2 11,200
MASCO CORP COM 574599106 3,896 209,200 SH DEFINED 1,2 209,200
MATAV RT-SPONSORED ADR SPONS ADR 559776109 839 35,615 SH DEFINED 35,615
MATRIXONE INC COM COM 57685P304 10,924 273,100 SH DEFINED 1,2 273,100
MATTEL INC COM 577081102 2,195 196,222 SH DEFINED 1,2 196,222
MAVERICK TUBE CORP COM 577914104 2,225 82,600 SH DEFINED 1,2 82,600
MAXIM INTEGRATED PRODS IN COM 57772K101 10,473 130,200 SH DEFINED 1,2 130,200
MAXIM PHARMACEUTICALS INC COM 57772M107 389 6,400 SH DEFINED 1,2 6,400
MAXIMUS INC COM COM 577933104 2,277 102,900 SH DEFINED 1,2 102,900
MAY DEPT STORES CO COM 577778103 3,048 148,686 SH DEFINED 1,2 148,686
MAYTAG COMPANY COM 578592107 1,122 36,125 SH DEFINED 1,2 36,125
MBIA, INC. COM 55262C100 3,236 45,500 SH DEFINED 1,2 45,500
MBNA CORP COM 55262L100 15,313 397,743 SH DEFINED 1,2 397,743
MCCORMICK & CO INC COM NON VT 579780206 220 7,400 SH DEFINED 1,2 7,400
MCDERMOTT INTERNATIONAL I COM 580037109 306 27,797 SH DEFINED 1,2 27,797
MCDONALDS CORP COM 580135101 18,517 613,412 SH DEFINED 1,2 613,412
MCGRAW HILL INC COM 580645109 5,701 89,696 SH DEFINED 1,2 89,696
MCKESSON HBOC, INC. COM 58155Q103 3,993 130,650 SH DEFINED 1,2 130,650
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MEAD CORP. COM 582834107 1,106 47,310 SH DEFINED 1,2 47,310
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MEDIMMUNE INC COM 584699102 7,509 97,200 SH DEFINED 1,2 97,200
MEDQUIST INC COM 584949101 3,468 171,788 SH DEFINED 1,2 171,788
MEDTRONIC COM 585055106 28,929 558,344 SH DEFINED 1,2 558,344
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MERCK & COMPANY COM 589331107 79,370 1,066,262 SH DEFINED 1,2 1,066,262
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MERRILL LYNCH & CO INC COM 590188108 24,533 371,716 SH DEFINED 1,2 371,716
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MGIC INVT CORP WIS COM 552848103 3,096 50,650 SH DEFINED 1,2 50,650
MICREL INC COM 594793101 771 11,500 SH DEFINED 1,2 11,500
MICROCHIP TECHNOLOGY INC COM 595017104 417 12,600 SH DEFINED 1,2 12,600
MICROMUSE INC COM 595094103 9,806 48,800 SH DEFINED 1,2 48,800
MICRON TECHNOLOGY INC COM 595112103 12,075 262,500 SH DEFINED 1,2 262,500
MICROSOFT CORP COM 594918104 147,416 2,444,200 SH DEFINED 1,2 2,444,200
MILLENNIUM PHARMACEUTICAL COM 599902103 1,446 9,900 SH DEFINED 1,2 9,900
MILLER HERMAN INC COM 600544100 446 13,900 SH DEFINED 1,2 13,900
MILLIPORE CORP COM 601073109 1,032 21,308 SH DEFINED 1,2 21,308
MINERAL TECH COM 603158106 18,170 395,000 SH DEFINED 1,2 395,000
MINIMED INC COM COM 60365K108 608 6,800 SH DEFINED 1,2 6,800
MINNESOTA MINING & MANUFA COM 604059105 16,804 184,402 SH DEFINED 1,2 184,402
MODIS PROF SVCS INC COM COM 607830106 53 10,300 SH DEFINED 1,2 10,300
MOLEX INC COM 608554101 5,095 93,600 SH DEFINED 1,2 93,600
MONTANA POWER CO COM 612085100 380 11,400 SH DEFINED 1,2 11,400
MOODY'S CORP COM 26483B106 2,564 74,461 SH DEFINED 1,2 74,461
MORGAN STANLEY DEAN WITTE COM NEW 617446448 47,798 522,740 SH DEFINED 1,2 522,740
MORGAN, J.P., & CO., INC COM 616880100 11,982 73,341 SH DEFINED 1,2 73,341
MOTOROLA INC COM 620076109 28,529 1,009,877 SH DEFINED 1,2 1,009,877
MURPHY OIL CORP COM 626717102 311 4,800 SH DEFINED 1,2 4,800
MYLAN LABS COM 628530107 374 13,900 SH DEFINED 1,2 13,900
NABISCO GROUP HLDG CORP COM 62952P102 4,286 150,400 SH DEFINED 1,2 150,400
NABORS INDUSTRIES COM 629568106 11,559 220,600 SH DEFINED 1,2 220,600
NATIONAL CITY CORP COM 635405103 6,199 280,200 SH DEFINED 1,2 280,200
NATIONAL COMM BANCORPORAT COM 635449101 435 21,800 SH DEFINED 1,2 21,800
NATIONAL DISC BROKERS GRO COM 635646102 10,438 337,400 SH DEFINED 1,2 337,400
NATIONAL FUEL GAS COM 636180101 241 4,300 SH DEFINED 1,2 4,300
NATIONAL INSTRS CORP COM COM 636518102 238 5,400 SH DEFINED 1,2 5,400
NATIONAL SEMICONDUCTOR CO COM 637640103 3,439 85,433 SH DEFINED 1,2 85,433
NATIONAL SERVICE INDUSTRY COM 637657107 369 18,885 SH DEFINED 1,2 18,885
NATIONAL-OILWELL INC COM 637071101 1,222 39,100 SH DEFINED 1,2 39,100
NATURAL MICROSYSTEMS CORP COM 638882100 9,215 171,300 SH DEFINED 1,2 171,300
NAVISTAR INTL COM 63934E108 835 27,891 SH DEFINED 1,2 27,891
NCR CORP NEW COM 62886E108 1,664 44,000 SH DEFINED 1,2 44,000
NEIMAN-MARCUS GROUP INC C CL B 640204301 266 9,307 SH DEFINED 1,2 9,307
NETWORK APPLIANCE INC COM COM 64120L104 18,533 145,500 SH DEFINED 1,2 145,500
NETWORKS ASSOCIATES INC COM 640938106 339 15,000 SH DEFINED 1,2 15,000
NEW YORK TIMES CL A CL A 650111107 3,042 77,370 SH DEFINED 1,2 77,370
NEWELL RUBBERMAID, INC COM 651229106 2,816 123,432 SH DEFINED 1,2 123,432
NEWFIELD EXPL CO COM COM 651290108 210 4,500 SH DEFINED 1,2 4,500
NEWMONT MINING COM 651639106 1,315 77,379 SH DEFINED 1,2 77,379
NEWPORT NEWS SHIPBUILDING COM 652228107 230 5,298 SH DEFINED 1,2 5,298
NEWS CORP LTD ADR NEW COM ADR NEW 652487703 1,982 35,000 SH DEFINED 35,000
NEXTEL COMMUNICATIONS INC CL A 65332V103 16,713 357,500 SH DEFINED 1,2 357,500
NIAGARA MOHAWK HOLDINGS, COM 653520106 1,191 75,590 SH DEFINED 1,2 75,590
NICOR INC COM 654086107 769 21,248 SH DEFINED 1,2 21,248
NIKE INC CL B 654106103 5,008 124,996 SH DEFINED 1,2 124,996
NISOURCE INC COM COM 65473P105 317 13,000 SH DEFINED 1,2 13,000
NOBLE AFFILIATES INC COM 654894104 223 6,000 SH DEFINED 1,2 6,000
NOBLE DRILLING CORP COM 655042109 724 14,400 SH DEFINED 1,2 14,400
NORDSTROM INC COM 655664100 947 60,854 SH DEFINED 1,2 60,854
NORFOLK SOUTHERN CORP COM 655844108 2,581 176,491 SH DEFINED 1,2 176,491
NORTEL NETWORKS CORP (NEW COM 656568102 87,200 1,457,195 SH DEFINED 1,2 1,457,195
NORTH FORK BANCORPORATION COM 659424105 404 18,700 SH DEFINED 1,2 18,700
NORTHEAST UTILITIES COM 664397106 347 16,000 SH DEFINED 1,2 16,000
NORTHERN TRUST COM 665859104 9,252 104,100 SH DEFINED 1,2 104,100
NORTHROP GRUMMAN CORP COM 666807102 2,971 32,695 SH DEFINED 1,2 32,695
NOVELL INC COM 670006105 1,494 150,292 SH DEFINED 1,2 150,292
NOVELLUS SYSTEMS COM 670008101 2,947 63,300 SH DEFINED 1,2 63,300
NSTAR COM COM 67019E107 246 6,100 SH DEFINED 1,2 6,100
NUCOR CORP COM 670346105 1,175 38,996 SH DEFINED 1,2 38,996
NVIDIA CORP COM COM 67066G104 549 6,700 SH DEFINED 1,2 6,700
OCCIDENTAL PETROLEUM CORP COM 674599105 4,102 188,076 SH DEFINED 1,2 188,076
OCEAN ENERGY INC TEX COM COM 67481E106 279 18,100 SH DEFINED 1,2 18,100
OFFICE DEPOT COM 676220106 1,116 142,900 SH DEFINED 1,2 142,900
OFFICEMAX INC COM 67622M108 43 12,100 SH DEFINED 1,2 12,100
OLD KENT FINL CORP COM 679833103 1,821 62,940 SH DEFINED 1,2 62,940
OLD REP INTL CORP COM 680223104 308 12,800 SH DEFINED 1,2 12,800
OM GROUP INC COM 670872100 1,222 28,000 SH DEFINED 1,2 28,000
OMNICOM GROUP COM 681919106 6,017 82,500 SH DEFINED 1,2 82,500
ON ASSIGNMENT INC COM 682159108 13,683 436,100 SH DEFINED 1,2 436,100
ONEOK INC NEW COM COM 682680103 640 16,102 SH DEFINED 1,2 16,102
ORACLE CORPORATION COM 68389X105 103,108 1,309,306 SH DEFINED 1,2 1,309,306
ORBOTECH LTD ISRAEL COM ORD M75253100 6,645 121,500 SH DEFINED 1,2 121,500
OUTBACK STEAK HOUSE COM 689899102 228 8,400 SH DEFINED 1,2 8,400
OWENS CORNING COM 69073F103 67 25,690 SH DEFINED 1,2 25,690
OWENS ILL INC COM NEW 690768403 623 67,400 SH DEFINED 1,2 67,400
OXFORD HEALTH COM 691471106 270 8,800 SH DEFINED 1,2 8,800
PACCAR INC COM 693718108 1,311 35,376 SH DEFINED 1,2 35,376
PACTIV CORP COM COM 695257105 908 81,195 SH DEFINED 1,2 81,195
PAINE WEBBER INC COM 695629105 4,626 67,900 SH DEFINED 1,2 67,900
PALL CORP COM 696429307 1,132 56,773 SH DEFINED 1,2 56,773
PALM INC COM 696642107 13,814 260,953 SH DEFINED 1,2 260,953
PARAMETRIC TECHNOLOGY COM 699173100 1,379 126,100 SH DEFINED 1,2 126,100
PARK PLACE ENTERTAINMENT COM 700690100 495 32,700 SH DEFINED 1,2 32,700
PARKER HANNIFIN COM 701094104 1,777 52,652 SH DEFINED 1,2 52,652
PAYCHEX INC COM 704326107 10,566 201,250 SH DEFINED 1,2 201,250
PE CORP COM PE BIOSYS GRO COM PE BIO 69332S102 11,217 96,280 SH DEFINED 1,2 96,280
PECO ENERGY CO COM 693304107 4,734 78,173 SH DEFINED 1,2 78,173
PENNEY J C INC COM 708160106 1,424 120,566 SH DEFINED 1,2 120,566
PENTON MEDIA INC COM COM 709668107 8,209 298,500 SH DEFINED 1,2 298,500
PEOPLES ENERGY CORP COM 711030106 545 16,320 SH DEFINED 1,2 16,320
PEOPLESOFT COM 712713106 3,581 128,169 SH DEFINED 1,2 128,169
PEPSI-COLA PUERTO RICO BO CL B 71343P101 9,165 2,471,254 SH DEFINED 1,2 2,471,254
PEPSICO INC COM 713448108 30,620 665,652 SH DEFINED 1,2 665,652
PERKINELMER INC. COM 714046109 2,369 22,699 SH DEFINED 1,2 22,699
PFIZER INC COM 717081103 131,976 2,936,887 SH DEFINED 1,2 2,936,887
PG+E CORPORATION COM 69331C108 4,296 177,594 SH DEFINED 1,2 177,594
PHARMACIA CORP COM COM 71713U102 36,392 604,649 SH DEFINED 1,2 604,649
PHELPS DODGE CORP COM 717265102 1,523 36,472 SH DEFINED 1,2 36,472
PHILIP MORRIS COS INC COM 718154107 30,629 1,040,477 SH DEFINED 1,2 1,040,477
PHILLIPS PETROLEUM CO COM 718507106 7,460 118,887 SH DEFINED 1,2 118,887
PHOTRONIC LABS INC COM 719405102 9,157 419,800 SH DEFINED 1,2 419,800
PIER 1 IMPORTS INC GA COM 720279108 138 10,200 SH DEFINED 1,2 10,200
PINNACLE WEST CAPITAL COR COM 723484101 1,994 39,200 SH DEFINED 1,2 39,200
PIONEER NAT RES CO COM 723787107 152 10,700 SH DEFINED 1,2 10,700
PITNEY BOWES INC COM 724479100 4,671 118,436 SH DEFINED 1,2 118,436
PLACER DOME COM 725906101 1,426 151,070 SH DEFINED 1,2 151,070
PLANTRONICS INC COM 727493108 5,974 157,200 SH DEFINED 1,2 157,200
PLEXUS CORP COM 729132100 3,440 48,800 SH DEFINED 1,2 48,800
PMC SIERRA INC COM 69344F106 13,060 60,673 SH DEFINED 1,2 60,673
PMI GROUP INC COM 69344M101 325 4,800 SH DEFINED 1,2 4,800
PNC FINANCIAL SERVICES GR COM 693475105 8,939 137,524 SH DEFINED 1,2 137,524
POLAROID CORP COM 731095105 277 20,617 SH DEFINED 1,2 20,617
POLYCOM INC COM 73172K104 509 7,600 SH DEFINED 1,2 7,600
POLYONE CORP COM COM 73179P106 77 10,500 SH DEFINED 1,2 10,500
POTLATCH CORP COM 737628107 414 13,093 SH DEFINED 1,2 13,093
POTOMAC ELECTRIC POWER CO COM 737679100 335 13,300 SH DEFINED 1,2 13,300
POWERWAVE TECHNOLOGIES IN COM 739363109 251 6,600 SH DEFINED 1,2 6,600
PPG INDUSTRIES, INC. COM 693506107 3,184 80,222 SH DEFINED 1,2 80,222
PPL CORP COM COM 69351T106 2,864 68,600 SH DEFINED 1,2 68,600
PRAXAIR INC COM 74005P104 2,781 74,404 SH DEFINED 1,2 74,404
PRECISION CAST PARTS COM 740189105 207 5,400 SH DEFINED 1,2 5,400
PRIMUS TELECOMMUNICATIONS COM 741929103 3,368 354,500 SH DEFINED 1,2 354,500
PROCTOR AND GAMBLE CO COM 742718109 40,448 603,708 SH DEFINED 1,2 603,708
PROGRESSIVE CORP OHIO COM 743315103 2,759 33,700 SH DEFINED 1,2 33,700
PROTECTIVE LIFE CORP COM 743674103 209 7,000 SH DEFINED 1,2 7,000
PROTEIN DESIGN LABS COM 74369L103 518 4,300 SH DEFINED 1,2 4,300
PROVIDIAN FINL CORP COM 74406A102 8,367 65,879 SH DEFINED 1,2 65,879
PSINET INC COM 74437C101 1,913 198,800 SH DEFINED 1,2 198,800
PUBLIC SERVICE ENTERPRISE COM 744573106 4,428 99,094 SH DEFINED 1,2 99,094
PUGET SOUND POWER & LIGHT COM 745332106 233 9,200 SH DEFINED 1,2 9,200
PULTE CORP COM 745867101 651 19,714 SH DEFINED 1,2 19,714
QLOGIC CORP COM COM 747277101 845 9,600 SH DEFINED 1,2 9,600
QLT INC COM COM 746927102 213 3,000 SH DEFINED 1,2 3,000
QUAKER OATS COM 747402105 4,825 60,976 SH DEFINED 1,2 60,976
QUALCOMM COM 747525103 24,631 345,700 SH DEFINED 1,2 345,700
QUANTUM CORP DSSG COM COM DSSG 747906204 261 17,300 SH DEFINED 1,2 17,300
QUEENS CNTY BANCORP INC C COM 748242104 1,363 47,200 SH DEFINED 1,2 47,200
QUEST DIAGNOSTICS INC COM COM 74834L100 2,104 18,335 SH DEFINED 1,2 18,335
QUESTAR CORP COM 748356102 239 8,600 SH DEFINED 1,2 8,600
QUINTILES TRANSNATIONAL C COM 748767100 846 53,100 SH DEFINED 1,2 53,100
QWEST COMMUNICATIONS INTL COM 749121109 36,924 768,259 SH DEFINED 1,2 768,259
RADIAN GROUP INC COM 750236101 16,828 249,300 SH DEFINED 1,2 249,300
RADIOSHACK CORP COM 750438103 5,590 86,500 SH DEFINED 1,2 86,500
RALSTON-RALSTON PURINA GR COM RA-PUR 751277302 3,347 141,295 SH DEFINED 1,2 141,295
RATIONAL SOFTWARE CORP NE COM NEW 75409P202 1,381 19,900 SH DEFINED 1,2 19,900
RAYTHEON CO CLASS B CL B 755111408 4,453 156,602 SH DEFINED 1,2 156,602
READERS DIGEST ASSN CDA L CL A NO VT 755267101 403 11,400 SH DEFINED 1,2 11,400
REEBOK INTL LTD COM 758110100 490 26,043 SH DEFINED 1,2 26,043
REGENERATION TECNOLOGIES COM 75886N100 476 57,700 SH DEFINED 1,2 57,700
REGIONS FINL CORP COM 758940100 2,291 101,000 SH DEFINED 1,2 101,000
REGIS CORP MINN COM 758932107 3,066 204,400 SH DEFINED 1,2 204,400
REHABCARE GROUP INC COM 759148109 1,675 39,400 SH DEFINED 1,2 39,400
RELIANT ENERGY INC COM 75952J108 6,537 140,577 SH DEFINED 1,2 140,577
RENAL CARE GROUP INC COM COM 759930100 10,344 555,400 SH DEFINED 1,2 555,400
RENT A CTR INC NEW COM COM 76009N100 18,405 530,600 SH DEFINED 1,2 530,600
REYNOLDS RJ TOB HLDGS INC COM 76182K105 358 11,100 SH DEFINED 1,2 11,100
RF MICRO DEVICES INC COM COM 749941100 243 7,600 SH DEFINED 1,2 7,600
RITCHIE BROS AUCTIONEERS COM 767744105 2,864 134,000 SH DEFINED 1,2 134,000
RITE AID CORP COM 767754104 467 116,632 SH DEFINED 1,2 116,632
ROBERT HALF INTL INC COM 770323103 663 19,100 SH DEFINED 1,2 19,100
ROCKWELL INTL CORP NEW CO COM 773903109 2,712 89,656 SH DEFINED 1,2 89,656
ROHM & HAAS CO COM 775371107 2,902 99,870 SH DEFINED 1,2 99,870
ROWAN COS INC COM 779382100 1,259 43,403 SH DEFINED 1,2 43,403
ROYAL BANK OF CANADA COM 780087102 1,129 37,800 SH DEFINED 37,800
ROYAL DUTCH PETROLEUM NY REG GLD 780257804 68,247 1,137,384 SH DEFINED 1,2 1,137,384
RPM, INC COM 749685103 103 11,400 SH DEFINED 1,2 11,400
RUSSELL CORP COM 782352108 239 15,025 SH DEFINED 1,2 15,025
RYDER SYSTEM INC COM 783549108 510 27,686 SH DEFINED 1,2 27,686
RYERSON TULL, INC COM 78375P107 230 24,421 SH DEFINED 1,2 24,421
SABRE GROUP HLDGS INC CL CL A 785905100 1,723 59,542 SH DEFINED 1,2 59,542
SAFECO CORP COM 786429100 1,603 58,844 SH DEFINED 1,2 58,844
SAFEWAY INC COM NEW 786514208 10,705 229,300 SH DEFINED 1,2 229,300
SAKS INC COM COM 79377W108 152 15,400 SH DEFINED 1,2 15,400
SANGSTAT MED CORP COM COM 801003104 2,176 169,800 SH DEFINED 1,2 169,800
SANMINA CORP COM 800907107 6,741 72,000 SH DEFINED 1,2 72,000
SAPIENT CORP COM 803062108 2,222 54,600 SH DEFINED 1,2 54,600
SARA LEE COM 803111103 8,147 401,068 SH DEFINED 1,2 401,068
SBA COMMUNICATIONS CORP C COM 78388J106 1,292 30,800 SH DEFINED 1,2 30,800
SBC COMMUNICATIONS INC COM 78387G103 78,751 1,575,022 SH DEFINED 1,2 1,575,022
SCANA CORP NEW COM COM 80589M102 346 11,200 SH DEFINED 1,2 11,200
SCHERING PLOUGH CORP COM 806605101 31,540 678,276 SH DEFINED 1,2 678,276
SCHLUMBERGER LTD COM 806857108 21,605 262,472 SH DEFINED 1,2 262,472
SCHOLASTIC CORP COM 807066105 943 11,850 SH DEFINED 1,2 11,850
SCHOOL SPECIALTY INC COM 807863105 716 33,600 SH DEFINED 1,2 33,600
SCHWAB CHARLES CORP COM 808513105 22,700 639,450 SH DEFINED 1,2 639,450
SCI SYSTEMS INC COM 783890106 640 15,600 SH DEFINED 1,2 15,600
SCIENTIFIC ATLANTA COM 808655104 4,776 75,064 SH DEFINED 1,2 75,064
SCOTT TECHNOLOGIES INC CO COM 810022301 6,411 361,800 SH DEFINED 1,2 361,800
SCOTTS CO CL A 810186106 7,806 233,000 SH DEFINED 1,2 233,000
SCP POOL CORP COM 784028102 8,427 284,450 SH DEFINED 1,2 284,450
SEAGATE TECHNOLOGY COM 811804103 7,252 105,100 SH DEFINED 1,2 105,100
SEAGRAM CO LTD COM 811850106 11,549 201,072 SH DEFINED 1,2 201,072
SEALED AIR COR CONV PFD S PF CV A $2 81211K209 634 14,097 SH DEFINED 1,2 14,097
SEALED AIR CORP COM 81211K100 1,869 41,294 SH DEFINED 1,2 41,294
SEARS ROEBUCK & CO. USD0. COM 812387108 5,141 158,568 SH DEFINED 1,2 158,568
SEI CORP COM 784117103 403 5,700 SH DEFINED 1,2 5,700
SEMPRA ENERGY COM 816851109 1,960 94,181 SH DEFINED 1,2 94,181
SEMTECH CORP COM 816850101 302 7,000 SH DEFINED 1,2 7,000
SEPRACOR COM 817315104 1,092 8,900 SH DEFINED 1,2 8,900
SHAW INDUSTRY COM 820286102 255 13,800 SH DEFINED 1,2 13,800
SHERWIN WILLIAMS CO COM 824348106 1,647 77,038 SH DEFINED 1,2 77,038
SIEBEL SYS INC COM 826170102 21,363 191,920 SH DEFINED 1,2 191,920
SIGMA-ALDRICH COM 826552101 1,271 38,500 SH DEFINED 1,2 38,500
SILICON VY BANCSHARES COM 827064106 285 4,900 SH DEFINED 1,2 4,900
SIX FLAGS INC COM COM 83001P109 7,425 479,000 SH DEFINED 1,2 479,000
SMITH INTERNATIONAL INC COM 832110100 10,114 124,000 SH DEFINED 1,2 124,000
SNAP-ON, INC. COM 833034101 709 30,073 SH DEFINED 1,2 30,073
SOLECTRON CORP COM 834182107 12,795 277,400 SH DEFINED 1,2 277,400
SOLUTIA INC COM COM 834376105 134 11,800 SH DEFINED 1,2 11,800
SONOCO PRODUCTS COM 835495102 193 10,700 SH DEFINED 1,2 10,700
SOUTHDOWN INC COM 841297104 278 3,900 SH DEFINED 1,2 3,900
SOUTHERN CO COM 842587107 9,791 301,832 SH DEFINED 1,2 301,832
SOUTHERN PERU COPPER CORP COM 843611104 682 44,000 SH DEFINED 44,000
SOUTHTRUST CORP COM 844730101 2,436 77,500 SH DEFINED 1,2 77,500
SOUTHWEST AIRLINES COM 844741108 5,576 229,949 SH DEFINED 1,2 229,949
SOUTHWEST BANCORPORATION COM 84476R109 1,216 37,200 SH DEFINED 1,2 37,200
SOVEREIGN BANCORP INC COM 845905108 225 24,300 SH DEFINED 1,2 24,300
SPDR TR UNIT SER 1 78462F103 5,141 35,382 SH DEFINED 1,2 35,382
SPHERION CORP COM COM 848420105 3,783 316,900 SH DEFINED 1,2 316,900
SPRINGS INDUSTRIES CL A 851783100 228 8,081 SH DEFINED 1,2 8,081
SPRINT CORP COM FON GR 852061100 12,862 438,772 SH DEFINED 1,2 438,772
SPRINT CORP (PCS GROUP) PCS CM SR1 852061506 15,658 446,586 SH DEFINED 1,2 446,586
SPX CORPORATION COM 784635104 483 3,400 SH DEFINED 1,2 3,400
ST JUDE MEDICAL COM 790849103 1,974 38,715 SH DEFINED 1,2 38,715
ST PAUL COMPANIES COM 792860108 5,332 108,120 SH DEFINED 1,2 108,120
STANLEY WORKS COM 854616109 923 40,012 SH DEFINED 1,2 40,012
STAPLES INC RETAIL & DELI COM 855030102 2,979 210,000 SH DEFINED 1,2 210,000
STARBUCKS CORP COM 855244109 3,465 86,500 SH DEFINED 1,2 86,500
STATE STREET CORP COM 857477103 9,724 74,800 SH DEFINED 1,2 74,800
STERLING BANCSHARES INC COM 858907108 807 52,900 SH DEFINED 1,2 52,900
STEWART ENTERPRISES CL A 860370105 22 11,500 SH DEFINED 1,2 11,500
STILWILL FINL INC COM COM 860831106 4,650 106,900 SH DEFINED 1,2 106,900
STORA ENSO CORP SPONS ADR SP AD RP R 86210M106 136 16,460 SH DEFINED 1,2 16,460
STORAGE TECHNOLOGY COM PR$.10 862111200 148 10,900 SH DEFINED 1,2 10,900
STRYKER CORP COM 863667101 897 20,900 SH DEFINED 1,2 20,900
SUMMIT BANCORP COM COM 866005101 2,777 80,500 SH DEFINED 1,2 80,500
SUN MICROSYSTEMS INC COM 866810104 86,034 736,908 SH DEFINED 1,2 736,908
SUN TRUST BANKS INC COM 867914103 6,879 138,104 SH DEFINED 1,2 138,104
SUNGUARD DATA SYSTEMS COM 867363103 12,510 292,200 SH DEFINED 1,2 292,200
SUNOCO, INC. COM 86764P109 1,091 40,503 SH DEFINED 1,2 40,503
SUNRISE ASSISTED LIVING I COM 86768K106 1,592 73,400 SH DEFINED 1,2 73,400
SUPER VALU STORES INC COM 868536103 981 65,106 SH DEFINED 1,2 65,106
SYBASE COM 871130100 223 9,700 SH DEFINED 1,2 9,700
SYBRON CORP DEL COM 87114F106 269 11,200 SH DEFINED 1,2 11,200
SYMANTEC CORP COM 871503108 277 6,300 SH DEFINED 1,2 6,300
SYMBOL TECHNOLOGIES COM 871508107 528 14,700 SH DEFINED 1,2 14,700
SYNOPSIS COM 871607107 284 7,500 SH DEFINED 1,2 7,500
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SYSCO CORP COM 871829107 7,309 157,820 SH DEFINED 1,2 157,820
T. ROWE PRICE COM 741477103 3,699 78,800 SH DEFINED 1,2 78,800
TARGET CORP COM COM 87612E106 10,807 421,752 SH DEFINED 1,2 421,752
TCF BKG & SVGS FA MINN COM 872275102 15,727 418,000 SH DEFINED 1,2 418,000
TD WATERHOUSE GROUP INC C COM 872362108 196 10,500 SH DEFINED 1,2 10,500
TECH DATA CORP COM 878237106 239 5,600 SH DEFINED 1,2 5,600
TECHNE CORP COM 878377100 246 2,200 SH DEFINED 1,2 2,200
TECO ENERGY COM 872375100 385 13,400 SH DEFINED 1,2 13,400
TEKTRONIX INC COM 879131100 1,699 22,123 SH DEFINED 1,2 22,123
TELE NORTE LESTE PART-ADR SPON AD PF 879246106 1,597 70,000 SH DEFINED 70,000
TELECOM DE CHILE ADR REP SP ADR NEW 204449300 535 30,800 SH DEFINED 30,800
TELEDYNE TECHNOLOGIES INC COM 879360105 370 12,708 SH DEFINED 1,2 12,708
TELEFONICA S A SPONS ADR 879382208 1,162 19,551 SH DEFINED 19,551
TELEFONOS DE MEXICO SA SP AD OR L 879403780 6,906 130,000 SH DEFINED 130,000
TELEPHONE & DATA SYSTEMS COM 879433100 720 6,500 SH DEFINED 1,2 6,500
TELLABS INC COM 879664100 9,173 192,100 SH DEFINED 1,2 192,100
TEMPLE INLAND INC COM 879868107 907 23,956 SH DEFINED 1,2 23,956
TENET HEALTHCARE CORP COM 88033G100 5,403 148,526 SH DEFINED 1,2 148,526
TENNECO AUTO INC COM COM 880349105 78 14,999 SH DEFINED 1,2 14,999
TERADYNE INC COM 880770102 2,821 80,600 SH DEFINED 1,2 80,600
TETRA TECH INC NEW COM 88162G103 9,591 335,800 SH DEFINED 1,2 335,800
TEVA PHARMACEUTICALS INDS ADR 881624209 1,210 16,530 SH DEFINED 16,530
TEXACO INC COM 881694103 13,379 254,842 SH DEFINED 1,2 254,842
TEXAS INSTRUMENTS INC COM 882508104 37,989 805,075 SH DEFINED 1,2 805,075
TEXTRON INC COM 883203101 3,110 67,436 SH DEFINED 1,2 67,436
THERMO ELECTRON COM 883556102 2,059 79,200 SH DEFINED 1,2 79,200
THOMAS & BETTS COM 884315102 466 26,698 SH DEFINED 1,2 26,698
TIDEWATER INC COM 886423102 296 6,500 SH DEFINED 1,2 6,500
TIFFANY & CO. COM 886547108 4,172 108,200 SH DEFINED 1,2 108,200
TIME WARNER INC COM COM 887315109 47,931 612,532 SH DEFINED 1,2 612,532
TIMKEN COMPANY COM 887389104 385 28,130 SH DEFINED 1,2 28,130
TJX COS INC COM 872540109 3,067 136,328 SH DEFINED 1,2 136,328
TOOTSIE ROLL INDS INC COM 890516107 7,579 193,100 SH DEFINED 1,2 193,100
TORCHMARK CORP COM 891027104 1,642 59,028 SH DEFINED 1,2 59,028
TORONTO DOMINION BANK COM NEW 891160509 1,428 48,000 SH DEFINED 48,000
TOSCO CORP COM NEW 891490302 2,202 70,600 SH DEFINED 1,2 70,600
TOYS R US INC COM 892335100 1,635 100,625 SH DEFINED 1,2 100,625
TRANSGENOMIC INC COM COM 89365K206 3,369 148,500 SH DEFINED 1,2 148,500
TRANSOCEAN SEDCO FOREX IN ORD G90078109 5,955 101,571 SH DEFINED 1,2 101,571
TRANSWITCH CORP COM 894065101 555 8,700 SH DEFINED 1,2 8,700
TREX COMPANY INC COM 89531P105 12,851 423,949 SH DEFINED 1,2 423,949
TRIAD HOSPS INC COM COM 89579K109 2,517 85,669 SH DEFINED 1,2 85,669
TRIBUNE CO COM 896047107 6,208 142,293 SH DEFINED 1,2 142,293
TRICON GLOBAL RESTAURANTS COM 895953107 2,076 67,775 SH DEFINED 1,2 67,775
TRIGON HEALTHCARE INC COM COM 89618L100 210 4,000 SH DEFINED 1,2 4,000
TRIQUINT SEMICONDUCTOR IN COM 89674K103 302 8,300 SH DEFINED 1,2 8,300
TRITON PCS HLDGS INC COM CL A 89677M106 4,725 171,800 SH DEFINED 1,2 171,800
TRW INC. COM 872649108 2,330 57,346 SH DEFINED 1,2 57,346
TUBOS DE ACERE MEX ADR NEW 898592506 838 50,000 SH DEFINED 50,000
TUPPERWARE CORPCOM COM 899896104 490 27,248 SH DEFINED 1,2 27,248
TXU CORP COM 873168108 4,873 122,984 SH DEFINED 1,2 122,984
TYCO INTERNATIONAL LTD COM 902124106 40,641 783,449 SH DEFINED 1,2 783,449
TYSON FOODS INC CL A 902494103 243 24,300 SH DEFINED 1,2 24,300
U S T INC COM 902911106 1,720 75,195 SH DEFINED 1,2 75,195
U.S. BANCORP COM 902973106 7,890 346,827 SH DEFINED 1,2 346,827
ULTRAMAR DIAMOND SHAMROCK COM 904000106 236 9,300 SH DEFINED 1,2 9,300
UNICOM CORP COM 904911104 4,813 85,662 SH DEFINED 1,2 85,662
UNILEVER N V NEW YORK SHS NY SHS NEW 904784709 12,753 264,311 SH DEFINED 1,2 264,311
UNION CARBIDE CORP COM 905581104 2,366 62,665 SH DEFINED 1,2 62,665
UNION OIL CO OF CALIFORNI COM 915289102 3,962 111,799 SH DEFINED 1,2 111,799
UNION PACIFIC CORP COM 907818108 4,483 115,306 SH DEFINED 1,2 115,306
UNION PLANTERS COM 908068109 2,066 62,500 SH DEFINED 1,2 62,500
UNISYS CORP. COM 909214108 1,919 170,565 SH DEFINED 1,2 170,565
UNITED HEALTH GROUP INC C COM 91324P102 6,695 67,800 SH DEFINED 1,2 67,800
UNITED TECH. CORP. COM 913017109 15,072 217,644 SH DEFINED 1,2 217,644
UNITED THERAPEUTICS CORP COM 91307C102 7,401 84,700 SH DEFINED 1,2 84,700
UNITRIN INC COM 913275103 234 7,400 SH DEFINED 1,2 7,400
UNIVERSAL COMPRESSION HOL COM 913431102 1,018 32,900 SH DEFINED 1,2 32,900
UNIVERSAL HEALTH SVCS INC CL B 913903100 377 4,400 SH DEFINED 1,2 4,400
UNIVISION COMMUNICATIONS CL A 914906102 826 22,100 SH DEFINED 1,2 22,100
UNUMPROVIDENT CORP COM 91529Y106 3,021 110,863 SH DEFINED 1,2 110,863
US AIRWAYS GROUP, INC COM 911905107 941 30,900 SH DEFINED 1,2 30,900
USA EDUCATION INC COM 90390U102 3,465 71,900 SH DEFINED 1,2 71,900
USINTERNETWORKING INC COM COM 917311805 1,835 275,000 SH DEFINED 1,2 275,000
USX MARATHON GRP COM NEW 902905827 4,186 147,523 SH DEFINED 1,2 147,523
USX US STEEL GRP COM 90337T101 755 49,714 SH DEFINED 1,2 49,714
UTILICORP UNITED INC COM 918005109 261 10,100 SH DEFINED 1,2 10,100
V F CORP COM 918204108 1,310 53,068 SH DEFINED 1,2 53,068
VALASSIS COMMUNICATIONS I COM 918866104 9,766 438,900 SH DEFINED 1,2 438,900
VALE RIO DOCE ADR (REP 25 SP ADR PFD 204412100 1,372 55,000 SH DEFINED 55,000
VALERO ENERGY CORP COM NE COM 91913Y100 215 6,100 SH DEFINED 1,2 6,100
VALUEVISION INTL INC -C CL A 92047K107 4,573 182,000 SH DEFINED 1,2 182,000
VARCO INTERNATIONAL INC C COM 922122106 204 9,800 SH DEFINED 1,2 9,800
VERITAS SOFTWARE CO COM COM 923436109 27,562 194,100 SH DEFINED 1,2 194,100
VERIZON COMMUNICATIONS CO COM 92343V104 61,113 1,261,697 SH DEFINED 1,2 1,261,697
VERTEX PHARM COM 92532F100 761 9,000 SH DEFINED 1,2 9,000
VIACOM INC CL B CL B 925524308 41,166 703,697 SH DEFINED 1,2 703,697
VIAD CORP COM COM 92552R109 268 10,100 SH DEFINED 1,2 10,100
VICOR CORP COM 925815102 244 4,500 SH DEFINED 1,2 4,500
VIMPEL-COMMUNICATION-SP A SPONS ADR 68370R109 560 29,000 SH DEFINED 29,000
VINA CONCHA Y TORO S A AD SPONS ADR 927191106 266 7,200 SH DEFINED 7,200
VISHAY INTERTECHNOLOGY COM 928298108 455 14,800 SH DEFINED 1,2 14,800
VISTEON CORP COM 92839U107 929 61,434 SH DEFINED 1,2 61,434
VITESSE SEMICONDUCTOR COR COM 928497106 1,716 19,300 SH DEFINED 1,2 19,300
VOYAGER NET INC COM COM 92906W101 1,955 324,100 SH DEFINED 1,2 324,100
VULCAN MATLS CO COM 929160109 1,885 46,900 SH DEFINED 1,2 46,900
WACHOVIA CORP COM 929771103 5,337 94,150 SH DEFINED 1,2 94,150
WADDELL & REED FINL INC C CL A 930059100 292 9,420 SH DEFINED 1,2 9,420
WAL-MART STORES INC COM 931142103 99,922 2,076,296 SH DEFINED 1,2 2,076,296
WALGREEN COM 931422109 17,655 465,368 SH DEFINED 1,2 465,368
WASHINGTON MUTUAL INC COM COM 939322103 9,949 249,891 SH DEFINED 1,2 249,891
WASHINGTON POST'B' CL B 939640108 528 1,000 SH DEFINED 1,2 1,000
WASTE MANAGEMENT, INC. COM 94106L109 4,991 286,195 SH DEFINED 1,2 286,195
WATERS CORP COM COM 941848103 1,210 13,600 SH DEFINED 1,2 13,600
WATSON PHARMACEUTICALS IN COM 942683103 3,270 50,400 SH DEFINED 1,2 50,400
WEATHERFORD INTL INC NEW COM 947074100 499 11,600 SH DEFINED 1,2 11,600
WELLPOINT CALIFORNIA SVCS COM 94973H108 2,755 28,700 SH DEFINED 1,2 28,700
WELLS FARGO CO COM 949746101 35,441 771,510 SH DEFINED 1,2 771,510
WENDYS INTERNATIONAL INC COM 950590109 1,059 52,786 SH DEFINED 1,2 52,786
WESTAMERICA BANCORPORATIO COM 957090103 1,439 43,050 SH DEFINED 1,2 43,050
WESTVACO COM 961548104 1,370 51,345 SH DEFINED 1,2 51,345
WESTWOOD ONE INC COM 961815107 259 12,100 SH DEFINED 1,2 12,100
WEYERHAEUSER CO COM 962166104 4,143 102,612 SH DEFINED 1,2 102,612
WHIRLPOOL CORP COM 963320106 1,459 37,536 SH DEFINED 1,2 37,536
WHITMAN CORP NEW COM COM 96647R107 170 14,700 SH DEFINED 1,2 14,700
WILLAMETTE INDUSTRIES INC COM 969133107 1,428 51,000 SH DEFINED 1,2 51,000
WILLIAMS COMPANIES COM 969457100 8,605 203,660 SH DEFINED 1,2 203,660
WILLIAMS SONOMA INC COM 969904101 212 6,100 SH DEFINED 1,2 6,100
WIND RIVER SYSTEMS INC COM 973149107 374 7,800 SH DEFINED 1,2 7,800
WINN- DIXIE STORES COM 974280109 942 65,518 SH DEFINED 1,2 65,518
WISCONSIN ENERGY CORP COM 976657106 257 12,900 SH DEFINED 1,2 12,900
WORLD ACCESS INC NEW COM 98141A101 148 27,335 SH DEFINED 1,2 27,335
WORLD WRESTLING FEDERATIO CL A 98156Q108 5,771 380,000 SH DEFINED 1,2 380,000
WORLDCOM INC GA NEW COM COM 98157D106 36,876 1,214,037 SH DEFINED 1,2 1,214,037
WORTHINGTON INDUSTRIES COM 981811102 374 39,905 SH DEFINED 1,2 39,905
WRIGLEY, WM. JR. COM 982526105 3,945 52,685 SH DEFINED 1,2 52,685
XCEL ENERGY INC COM COM 98389B100 4,290 155,989 SH DEFINED 1,2 155,989
XEROX CORP. COM 984121103 4,625 307,082 SH DEFINED 1,2 307,082
XILINX COM 983919101 12,972 151,500 SH DEFINED 1,2 151,500
XM SATELLITE RADIO HLDGS CL A 983759101 10,895 253,000 SH DEFINED 1,2 253,000
YAHOO INC COM 984332106 23,160 254,500 SH DEFINED 1,2 254,500
YOUNG + RUBICAM INC COM 987425105 1,663 33,600 SH DEFINED 1,2 33,600
ZEBRA TECHNOLOGY CL A 989207105 1,072 22,300 SH DEFINED 1,2 22,300
ZIONS BANCORP COM 989701107 470 9,200 SH DEFINED 1,2 9,200
ZORAN CORP COM 98975F101 4,495 92,200 SH DEFINED 1,2 92,200
3COM CORP COM 885535104 723 37,700 SH DEFINED 1,2 37,700
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