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Previous: MERRILL LYNCH PIERCE FENNER & SMITH INC, S-1, 2000-05-05 |
Next: ALPHARMA INC, 8-K, 2000-05-05 |
Securities and Exchange Commission
Washington, D.C. 20549
Form 13F Cover Page
Report for the Calendar Year or Quarter Ended: March 31, 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: Metropolitan Life Insurance Company
Address: MetLife
4100 Boy Scout Blvd.
Tampa, FL 33607
13f File Number: 28-3714
The institutional investment manager filing this report and the person by whom
it is signed hereby represents 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: Robert A. Semke
Title: Assistant Vice-President
Phone: 813-870-8457
Signature, Place, and Date of Signing:
/s/Robert A. Semke________ Tampa, Florida________ May 14, 2000
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).)
<PAGE>
Report Summary
Number of other Included Managers: None
Form 13F Information Table Entry Total: 2,339
Form 13F Information Table Value Total ($000): 8,986,179
<PAGE>
<TABLE>
Title of Value Shrs Or Invt Discretion Other Voting
Name of Issuer Class Cusip (x$1000) Prn Amt Sole or Shared Mgrs Authority
Define Sole
<S> <C> <C> <C> <C> <C> <C> <C>
METROPOLITAN LIFE INSURANCE COMPANY
ADC TELECOMMUNICATIONS INC COM 000886101 5,592 103,788 X 103,788
ADC TELECOMMUNICATIONS INC COM 000886101 76 1,406 X 1,406
ADC TELECOMMUNICATIONS INC COM 000886101 4,231 78,534 X 78,534
ACTV INC COM 00088E104 184 5,259 X 5,259
ACTV INC COM 00088E104 50 1,415 X 1,415
AFLAC INC COM 001055102 4,173 91,600 X 91,600
AFLAC INC COM COM 001055102 57 1,251 X 1,251
AFLAC INC COM COM 001055102 3,326 72,995 X 72,995
AGCO CORP COM 001084102 93 8,149 X 8,149
AGCO CORP COM COM 001084102 24 2,100 X 2,100
AGL RES INC COM 001204106 144 7,813 X 7,813
AGL RES INC COM 001204106 393 21,402 X 21,402
AES CORP COM 00130H105 5,598 71,084 X 71,084
AES CORP COM COM 00130H105 76 970 X 970
AES CORP COM COM 00130H105 4,550 57,779 X 57,779
AMR CORP DEL COM 001765106 1,641 51,491 X 51,491
AMR CORP COM COM 001765106 22 696 X 696
AMR CORP DEL COM COM 001765106 1,319 41,374 X 41,374
AT + T CORP COM 001957109 61,574 1,093,449 X 1,093,449
A T & T CORP COM COM 001957109 162 2,879 X 2,879
A T & T CORP COM COM 001957109 846 15,026 X 15,026
AT&T CORP COM COM 001957109 56,057 995,479 X 995,479
ABBOTT LABS COM 002824100 18,546 527,067 X 527,067
ABBOTT LABS CORP DISC NTS COM 002824100 77 2,200 X 2,200
ABBOTT LABS CORP DISC NTS COM 002824100 254 7,229 X 7,229
ABBOTT LABS COM COM 002824100 16,168 459,484 X 459,484
ABGENIX INC COM 00339B107 170 1,229 X 1,229
ABGENIX INC COM COM 00339B107 48 347 X 347
ACTUATE CORP COM 00508B102 185 3,440 X 3,440
ACTUATE CORP COM COM 00508B102 57 1,068 X 1,068
ACUSON COM 005113105 53 3,600 X 3,600
ACUSON COM COM 005113105 688 46,467 X 46,467
ADAPTIVE BROADBAND CORP COM 00650M104 227 4,242 X 4,242
ADAPTIVE BROADBAND CORP COM COM 00650M104 75 1,406 X 1,406
ADAPTEC INC COM 00651F108 1,387 35,902 X 35,902
ADAPTEC INC COM 00651F108 42 1,100 X 1,100
ADAPTEC INC COM 00651F108 19 480 X 480
ADAPTEC INC COM COM 00651F108 1,142 29,560 X 29,560
ADMINISTAFF INC COM 007094105 44 1,132 X 1,132
ADMINISTAFF INC COM COM 007094105 1,387 35,346 X 35,346
ADOBE SYS INC COM 00724F101 4,511 40,525 X 40,525
ADOBE SYSTEMS INC COM COM 00724F101 45 400 X 400
ADOBE SYSTEMS INC COM COM 00724F101 63 565 X 565
ADOBE SYS INC DEL COM COM 00724F101 3,537 31,776 X 31,776
ADTRAN INC COM 00738A106 164 2,761 X 2,761
ADTRAN INC COM 00738A106 46 780 X 780
ADVANCED DIGITAL INFORMATION COM 007525108 192 5,608 X 5,608
ADVANCED DIGITAL INFORMATION COM 007525108 61 1,792 X 1,792
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 611 9,752 X 9,752
ADVANCED FIBER COMMUNICATIONS COM 00754A105 190 3,032 X 3,032
ADVANCED MICRO DEVICES INC COM 007903107 2,941 51,543 X 51,543
ADVANCED MICRO DEVICES INC COM COM 007903107 39 692 X 692
ADVANCED MICRO DEVICES INC COM COM 007903107 2,341 41,029 X 41,029
ADVENT SOFTWARE INC COM 007974108 161 3,512 X 3,512
ADVENT SOFTWARE INC COM 007974108 50 1,093 X 1,093
AETNA INC COM 008117103 2,726 49,125 X 49,125
AETNA INC COM COM 008117103 39 703 X 703
AETNA INC COM COM 008117103 2,804 50,517 X 50,517
AFFILIATED MANAGERS GROUP INC COM 008252108 157 3,301 X 3,301
AFFILIATED MANAGERS GROUP COM 008252108 85 1,800 X 1,800
AFFILIATED MANAGERS GROUP INC COM 008252108 44 933 X 933
AFFYMETRIX INC COM 00826T108 352 2,373 X 2,373
AFFYMETRIX INC OC-CAP STK COM 00826T108 109 735 X 735
AIR PRODS + CHEMS INC COM 009158106 2,205 77,548 X 77,548
AIR PRODS & CHEMS INC COM COM 009158106 31 1,078 X 1,078
AIR PRODS & CHEMS INC COM COM 009158106 2,580 90,728 X 90,728
AIRGAS INC COM 009363102 65 7,837 X 7,837
AIRGAS INC COM 009363102 667 80,200 X 80,200
AIRTRAN HOLDINGS INC COM 00949P108 46 10,403 X 10,403
AIRTRAN HLDGS INC COM 00949P108 11 2,400 X 2,400
ALBANY MOLECULAR RESH INC COM 012423109 45 766 X 766
ALBANY MOLECULAR RESH INC COM COM 012423109 1,666 28,539 X 28,539
ALBERTO CULVER CO CL B CON013068101 450 18,900 X 18,900
ALBERTO CULVER CO CL B CONV CL B CON013068101 6 262 X 262
ALBERTO CULVER CO CL B COM CL B CON013068101 274 11,494 X 11,494
ALBERTSONS INC COM 013104104 4,469 144,742 X 144,742
ALBERTSONS INC COM COM 013104104 61 1,991 X 1,991
ALBERTSONS INC COM COM 013104104 3,560 115,297 X 115,297
ALCAN ALUM LTD COM 013716105 2,551 74,891 X 74,891
ALCAN ALUMINIUM LTD COM COM 013716105 37 1,100 X 1,100
ALCAN ALUMINIUM LTD COM COM 013716105 35 1,030 X 1,030
ALCAN ALUM LTD COM 013716105 2,038 59,841 X 59,841
ALCOA INC COM 013817101 8,882 126,441 X 126,441
ALCOA INC COM 013817101 35 500 X 500
ALCOA INC COM 013817101 121 1,723 X 1,723
ALCOA INC COM COM 013817101 7,201 102,509 X 102,509
ALKERMES INC COM 01642T108 303 3,278 X 3,278
ALKERMES INC COM COM 01642T108 88 951 X 951
ALLEGHENY TECHNOLOGIES INC COM 01741R102 597 29,743 X 29,743
ALLEGHENY TECHNOLOGIES CUSIP COM 01741R102 9 439 X 439
ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 1,059 52,781 X 52,781
ALLERGAN INC COM 018490102 2,272 45,444 X 45,444
ALLERGAN INC COM COM 018490102 40 800 X 800
ALLERGAN INC COM COM 018490102 31 618 X 618
ALLERGAN INC COM COM 018490102 1,798 35,959 X 35,959
ALLIED CAP CORP NEW COM 01903Q108 152 8,741 X 8,741
ALLIED CAPITAL CORP COM COM 01903Q108 42 2,402 X 2,402
ALLIED WASTE INDUSTRIES INC COM PAR$019589308 396 60,300 X 60,300
ALLIED WASTE INDUSTRIES COM PAR$019589308 6 888 X 888
ALLIED WASTE INDS INC NEW COM COM PAR$019589308 207 31,547 X 31,547
ALLSTATE CORP COM 020002101 6,554 275,233 X 275,233
ALLSTATE CORP COM COM 020002101 38 1,600 X 1,600
ALLSTATE CORP COM COM 020002101 90 3,787 X 3,787
ALLSTATE CORP COM COM 020002101 6,188 259,880 X 259,880
ALLTEL CORP COM 020039103 6,866 108,553 X 108,553
ALLTEL CORP COM COM 020039103 93 1,476 X 1,476
ALLTEL CORP COM 020039103 5,439 85,991 X 85,991
ALPHA INDS INC COM 020753109 216 2,274 X 2,274
ALPHA INDS INC COM 020753109 63 659 X 659
ALZA CORP COM 022615108 1,315 35,000 X 35,000
ALZA CORP CL A COM COM 022615108 18 480 X 480
ALZA CORP COM COM 022615108 847 22,552 X 22,552
AMERADA HESS CORP COM 023551104 2,029 31,400 X 31,400
AMERADA HESS CORP COM COM 023551104 1,343 20,781 X 20,781
AMEREN CORP COM 023608102 1,460 47,200 X 47,200
AMEREN CORP COM COM 023608102 20 645 X 645
AMEREN CORP COM 023608102 1,994 64,442 X 64,442
AMERICA ONLINE INC DEL COM 02364J104 52,656 780,822 X 780,822
AMERICA ONLINE INC COM 02364J104 175 2,600 X 2,600
AMERICA ONLINE INC COM 02364J104 709 10,512 X 10,512
AMERICA ONLINE INC DEL COM COM 02364J104 46,041 682,726 X 682,726
AMERICAN ELEC PWR INC COM 025537101 1,997 67,000 X 67,000
AMER ELEC PWR CO INC COM COM 025537101 27 912 X 912
AMERICAN ELEC PWR INC COM COM 025537101 2,164 72,574 X 72,574
AMERICAN EXPRESS CO COM 025816109 22,805 153,116 X 153,116
AMER EXPRESS CO COM COM 025816109 60 400 X 400
AMER EXPRESS CO COM COM 025816109 314 2,105 X 2,105
AMERICAN EXPRESS CO COM COM 025816109 20,495 137,606 X 137,606
AMERICAN GEN CORP COM 026351106 4,723 84,149 X 84,149
AMER GEN CORP COM COM 026351106 65 1,162 X 1,162
AMERICAN GEN CORP COM COM 026351106 3,845 68,512 X 68,512
AMERICAN GREETINGS CORP CL A 026375105 378 20,720 X 20,720
AMER GREETINGS CORP CL A CL A 026375105 6 303 X 303
AMERICAN GREETINGS CORP CL A CL A 026375105 322 17,636 X 17,636
AMERICAN HOME PRODUCTS CORP COM 026609107 23,992 446,359 X 446,359
AMER HOME PRODS CORP COM COM 026609107 81 1,500 X 1,500
AMER HOME PRODS CORP COM COM 026609107 330 6,140 X 6,140
AMERICAN HOME PRODS CORP COM COM 026609107 21,492 399,849 X 399,849
AMERICAN INTL GROUP INC COM 026874107 58,014 529,809 X 529,809
AMER INTL GROUP INC COM COM 026874107 163 1,487 X 1,487
AMER INTL GROUP INC COM COM 026874107 797 7,280 X 7,280
AMERICAN INTL GROUP INC COM COM 026874107 52,449 478,982 X 478,982
AMERICAN MGMT SYS INC COM 027352103 251 5,727 X 5,727
AMERICAN MGMT SYS INC COM COM 027352103 73 1,657 X 1,657
AMERICREDIT CORP COM 03060R101 169 10,347 X 10,347
AMERICREDIT CORP COM COM 03060R101 46 2,828 X 2,828
AMF BOWLING INC COM 03113V109 23 10,918 X 10,918
AMF BOWLING INC COM 03113V109 10 4,809 X 4,809
AMGEN INC COM 031162100 21,454 349,563 X 349,563
AMGEN INC COM COM 031162100 86 1,400 X 1,400
AMGEN INC COM COM 031162100 295 4,803 X 4,803
AMGEN INC COM 031162100 18,221 296,880 X 296,880
AMKOR TECHNOLOGY INC COM 031652100 649 12,231 X 12,231
AMKOR TECHNOLOGY INC COM COM 031652100 201 3,782 X 3,782
AMPEX CORP DEL CL A 032092108 18 5,619 X 5,619
AMPEX CORP CL A COM EXCHA CL A 032092108 52 16,572.3 X 16,572
AMPEX CORP CL A COM CL A 032092108 5 1,719 X 1,719
AMPHENOL CORP NEW CL A 032095101 229 2,235 X 2,235
AMPHENOL CORP NEW CL A CL A 032095101 73 714 X 714
AMSOUTH BANCORPORATION COM 032165102 1,946 130,293 X 130,293
AMSOUTH BANCORPORATION COM 032165102 27 1,839 X 1,839
AMSOUTH BANCORPORATION COM COM 032165102 2,160 144,584 X 144,584
ANADARKO PETE CORP COM 032511107 1,686 43,578 X 43,578
ANADARKO PETROLEUM CORP COM 032511107 23 599 X 599
ANADARKO PETE CORP COM COM 032511107 1,696 43,834 X 43,834
ANADIGICS INC COM 032515108 235 3,565 X 3,565
ANADIGICS INC COM 032515108 69 1,050 X 1,050
ANALOG DEVICES INC COM 032654105 9,715 120,680 X 120,680
ANALOG DEVICES COM 032654105 40 500 X 500
ANALOG DEVICES COM 032654105 132 1,640 X 1,640
ANALOG DEVICES INC COM COM 032654105 8,534 106,007 X 106,007
ANCOR COMMUNICATIONS INC COM 03332K108 158 3,842 X 3,842
ANCOR COMMUNICATIONS INC COM 03332K108 52 1,258 X 1,258
ANDREW CORP COM 034425108 883 38,598 X 38,598
ANDREW CORP COM COM 034425108 9 385 X 385
ANDREW CORP COM COM 034425108 1,621 70,849 X 70,849
ANHEUSER BUSCH COS INC COM 035229103 9,939 159,669 X 159,669
ANHEUSER BUSCH CO INC COM COM 035229103 62 1,000 X 1,000
ANHEUSER BUSCH CO INC COM COM 035229103 136 2,188 X 2,188
ANHEUSER BUSCH COS INC COM COM 035229103 8,978 144,227 X 144,227
AON CORP COM 037389103 2,818 87,375 X 87,375
AON CORP COM COM 037389103 39 1,206 X 1,206
AON CORP COM COM 037389103 2,196 68,085 X 68,085
APACHE CORP COM 037411105 1,965 39,500 X 39,500
APACHE CORP COM COM 037411105 35 700 X 700
APACHE CORP COM COM 037411105 27 536 X 536
APACHE CORP COM COM 037411105 1,275 25,628 X 25,628
APPLE COMPUTER COM 037833100 7,526 55,412 X 55,412
APPLE COMPUTER INC COM COM 037833100 41 300 X 300
APPLE COMPUTER INC COM 037833100 7,282 53,621 X 53,621
APPLIED ANALYTICAL INDS INC COM 037939105 14 1,334 X 1,334
APPLIED ANALYSIS INC COM COM 037939105 143 13,663 X 13,663
APPLIED MATERIALS INC COM 038222105 24,678 261,837 X 261,837
APPLIED MATERIALS INC COM COM 038222105 47 500 X 500
APPLIED MATERIALS INC COM COM 038222105 335 3,558 X 3,558
APPLIED MATLS INC COM COM 038222105 21,636 229,560 X 229,560
APPLIED PWR INC CL A 038225108 146 5,137 X 5,137
APPLIED PWR INC CL A COM CL A 038225108 61 2,150 X 2,150
ARCH COAL INC COM 039380100 15 2,102.99 X 2,103
ARCH COAL INC COM COM 039380100 63 8,943 X 8,943
ARCH COAL INC COM 039380100 7 973.8 X 974
ARCHER DANIELS MIDLAND CO COM 039483102 2,098 203,489 X 203,489
ARCHER DANIELS MIDLAND COM COM 039483102 29 2,860 X 2,860
ARCHER DANIELS MIDLAND CO COM COM 039483102 1,732 167,954 X 167,954
ARMSTRONG WORLD INDS INC COM 042476101 241 13,500 X 13,500
ARMSTRONG WORLD INDS INC COM COM 042476101 3 188 X 188
ARMSTRONG WORLD INDS INC COM COM 042476101 174 9,744 X 9,744
ARNOLD INDS INC COM 042595108 32 2,500 X 2,500
ARNOLD INDS INC COM COM 042595108 509 39,700 X 39,700
ARROW INTERNATIONAL INC COM 042764100 50 1,600 X 1,600
ARROW INTL INC COM COM 042764100 453 14,436 X 14,436
ARTESYN TECHNOLOGIES INC COM 043127109 83 4,400 X 4,400
ARTESYN TECHNOLOGIES INC COM COM 043127109 660 34,850 X 34,850
ARTHROCARE CORP COM COM 043136100 1,012 11,000 X 11,000
ASHLAND INC COM 044204105 818 24,600 X 24,600
ASHLAND INC COM 044204105 11 339 X 339
ASHLAND INC COM 044204105 1,121 33,723 X 33,723
ASHLAND INC COM 044204105 132 3,957 X 3,957
ASPECT DEV INC COM 045234101 406 6,302 X 6,302
ASPECT DEV INC COM COM 045234101 123 1,903 X 1,903
ASPECT COMMUNICATIONS INC COM 04523Q102 236 6,375 X 6,375
ASPECT COMMUNICTIONS INC COM COM 04523Q102 77 2,081 X 2,081
ASSOCIATES FIRST CAP CORP CL A 046008108 5,335 249,570 X 249,570
ASSOCIATES FIRST CAP CORP CL A CL A 046008108 4,775 223,387 X 223,387
ASSOCIATES FIRST CAPITAL A COM CL A 046008108 201 9,412 X 9,412
ASYST TECHNOLOGIES INC COM 04648X107 246 4,198 X 4,198
ASYST TECHNOLOGIES INC COM 04648X107 78 1,328 X 1,328
ATLANTIC RICHFIELD CO COM 048825103 9,379 110,344 X 110,344
ATLANTIC RICHFIELD CO COM COM 048825103 42 500 X 500
ATLANTIC RICHFIELD CO COM COM 048825103 8,510 100,121 X 100,121
AUTODESK INCORPORATED COM 052769106 969 21,303 X 21,303
AUTODESK INC COM COM 052769106 13 286 X 286
AUTODESK INC COM COM 052769106 609 13,374 X 13,374
AUTOMATIC DATA PROCESSING INC COM 053015103 10,390 215,332 X 215,332
AUTOMATIC DATA PROCESSING INC COM COM 053015103 142 2,939 X 2,939
AUTOMATIC DATA PROCESSING INC COM 053015103 9,289 192,512 X 192,512
AUTOZONE INC COM 053332102 1,261 45,445 X 45,445
AUTOZONE INC COM COM 053332102 19 678 X 678
AUTOZONE INC COM COM 053332102 1,899 68,428 X 68,428
AVATAR HLDGS INC COM COM 053494100 854 42,700 X 42,700
AVERY DENNISON CORP COM 053611109 2,396 39,238 X 39,238
AVERY DENNISON CORP COM FORME COM 053611109 32 529 X 529
AVERY DENNISON CORP COM COM 053611109 1,861 30,474 X 30,474
AVISTA CORP COM 05379B107 196 4,804 X 4,804
AVISTA CORP COM COM 05379B107 57 1,400 X 1,400
AVON PRODS INC COM 054303102 2,422 82,802 X 82,802
AVON PRODS INC COM COM 054303102 33 1,139 X 1,139
AVON PRODS INC COM COM 054303102 1,842 62,975 X 62,975
BB+T CORP COM 054937107 3,341 119,061 X 119,061
BB&T CORP COM COM 054937107 44 1,556 X 1,556
BB&T CORP COM COM 054937107 2,643 94,202 X 94,202
BRE PPTYS INC CL A 05564E106 163 6,316 X 6,316
BRE PPTYS INC CL A CL A 05564E106 47 1,822 X 1,822
BMC SOFTWARE INC COM 055921100 4,167 84,396 X 84,396
BMC SOFTWARE INC COM COM 055921100 56 1,139 X 1,139
BMC SOFTWARE INC COM COM 055921100 3,190 64,616 X 64,616
BAKER HUGHES INC COM 057224107 3,355 110,920 X 110,920
BAKER HUGHES INC COM COM 057224107 47 1,548 X 1,548
BAKER HUGHES INC COM COM 057224107 2,629 86,916 X 86,916
BALL CORP COM 058498106 356 10,300 X 10,300
BALL CORP COM COM 058498106 5 142 X 142
BALL CORP COM COM 058498106 217 6,289 X 6,289
BANK AMER CORP COM 060505104 30,634 584,199 X 584,199
BANK OF AMERICA CORP. OLD C COM 060505104 154 2,930 X 2,930
BANK OF AMERICA CORP. OLD C COM 060505104 421 8,028 X 8,028
BANK OF AMERICA CORP COM 060505104 28,253 538,792 X 538,792
BANK NEW YORK INC COM 064057102 10,460 251,666 X 251,666
BANK OF NEW YORK INC COM COM 064057102 62 1,500 X 1,500
BANK OF NEW YORK INC COM COM 064057102 144 3,462 X 3,462
BANK NEW YORK INC COM COM 064057102 9,510 228,822 X 228,822
BANK ONE CORP COM 06423A103 13,527 392,099 X 392,099
BANK ONE CORP COM 06423A103 65 1,872 X 1,872
BANK ONE CORP COM 06423A103 186 5,393 X 5,393
BANK ONE CORP COM COM 06423A103 12,197 353,536 X 353,536
BARD C R INC COM 067383109 685 17,700 X 17,700
BARD C R INC COM COM 067383109 39 1,000 X 1,000
BARD C R INC COM COM 067383109 9 240 X 240
BARD C R INC COM 067383109 1,158 29,944 X 29,944
BARRICK GOLD CORP COM 067901108 2,076 132,311 X 132,311
BARRICK GOLD CORP COM (PREV COM 067901108 29 1,854 X 1,854
BARRICK GOLD CORP COM 067901108 2,436 155,256 X 155,256
BATTLE MTN GOLD CO COM 071593107 41 20,979 X 20,979
BATTLE MTN GOLD CO COM COM 071593107 24 12,178 X 12,178
BAUSCH + LOMB INC COM 071707103 1,054 20,200 X 20,200
BAUSCH & LOMB INC COM COM 071707103 14 271 X 271
BAUSCH & LOMB INC COM COM 071707103 961 18,406 X 18,406
BAXTER INTL INC COM 071813109 6,309 100,650 X 100,650
BAXTER INTL COM COM 071813109 86 1,368 X 1,368
BAXTER INTL INC COM COM 071813109 5,456 87,040 X 87,040
BEAR STEARNS COS INC COM 073902108 1,754 38,448 X 38,448
BEAR STEARNS COS INC COMMO COM 073902108 37 800 X 800
BEAR STEARNS COS INC COMMO COM 073902108 26 560 X 560
BEAR STEARNS COS INC COM COM 073902108 2,343 51,362 X 51,362
BECTON DICKINSON + CO COM 075887109 2,251 85,540 X 85,540
BECTON DICKINSON COM COM 075887109 31 1,177 X 1,177
BECTON DICKINSON & CO COM COM 075887109 2,727 103,650 X 103,650
BED BATH + BEYOND INC COM 075896100 1,941 49,293 X 49,293
BED BATH & BEYOND COM 075896100 26 657 X 657
BED BATH & BEYOND INC COM COM 075896100 1,486 37,739 X 37,739
BELL + HOWELL CO NEW COM 077852101 59 1,892 X 1,892
BELL & HOWELL CO NEW COM 077852101 660 21,136 X 21,136
BELL ATLANTIC CORP COM 077853109 32,480 531,364 X 531,364
BELL ATLANTIC CORP COM COM 077853109 153 2,500 X 2,500
BELL ATLANTIC CORP COM COM 077853109 446 7,302 X 7,302
BELL ATLANTIC CORP COM COM 077853109 29,507 482,740 X 482,740
BELLSOUTH CORP COM 079860102 30,194 644,130 X 644,130
BELLSOUTH CORP COM COM 079860102 150 3,200 X 3,200
BELLSOUTH CORP COM COM 079860102 415 8,851 X 8,851
BELLSOUTH CORP COM COM 079860102 27,810 593,282 X 593,282
BEMIS INC COM 081437105 649 17,600 X 17,600
BEMIS INC COM COM 081437105 9 245 X 245
BEMIS INC COM COM 081437105 1,338 36,276 X 36,276
BEST BUY CO INC COM 086516101 6,080 70,701 X 70,701
BEST BUY COMPANY INC COM 086516101 83 965 X 965
BEST BUY INC COM COM 086516101 4,588 53,349 X 53,349
BESTFOODS COM 08658U101 4,475 95,600 X 95,600
BESTFOODS CHG F COM 08658U101 61 1,311 X 1,311
BESTFOODS COM COM 08658U101 4,332 92,535 X 92,535
BETHLEHEM STL CORP COM 087509105 344 57,337 X 57,337
BETHLEHEM STL CORP COM COM 087509105 4 616 X 616
BETHLEHEM STL CORP COM COM 087509105 191 31,818 X 31,818
BEVERLY ENTERPRISES INC COM NEW 087851309 44 11,814 X 11,814
BEVERLY ENTERPRISES INC COM COM NEW 087851309 26 7,110 X 7,110
BIOGEN INC COM 090597105 3,640 52,100 X 52,100
BIOGEN INC COM COM 090597105 2,838 40,620 X 40,620
BIOMET INC COM 090613100 1,408 38,700 X 38,700
BIOMET INC COM COM 090613100 19 530 X 530
BIOMET INC COM COM 090613100 1,987 54,623 X 54,623
BLACK + DECKER CORPORATION COM 091797100 1,108 29,498 X 29,498
BLACK & DECKER CORP COM COM 091797100 15 408 X 408
BLACK & DECKER CORP COM COM 091797100 684 18,199 X 18,199
BLACK BOX CORP COM 091826107 182 2,628 X 2,628
BLACK BOX CORP DEL COM COM 091826107 59 856 X 856
BLOCK H + R INC COM 093671105 1,517 33,900 X 33,900
BLOCK H & R INC COM COM 093671105 21 460 X 460
BLOCK H & R INC COM COM 093671105 2,221 49,629 X 49,629
BLUESTONE SOFTWARE INC COM COM 09623P102 641 19,000 X 19,000
BOEING CO COM 097023105 11,284 298,428 X 298,428
BOEING CO COM COM 097023105 60 1,600 X 1,600
BOEING CO COM COM 097023105 166 4,394 X 4,394
BOEING CO COM COM 097023105 10,396 274,935 X 274,935
BOISE CASCADE CORP COM 097383103 692 19,900 X 19,900
BOISE CASCADE CORP COM COM 097383103 420 12,073 X 12,073
BORDERS GROUP INC COM 099709107 189 11,016 X 11,016
BORDERS GROUP INC COM COM 099709107 52 3,025 X 3,025
BOSTON SCIENTIFIC CORP COM 101137107 3,009 141,183 X 141,183
BOSTON SCIENTIFIC CO COM 101137107 42 1,950 X 1,950
BOSTON SCIENTIFIC CORP COM COM 101137107 2,390 112,126 X 112,126
BOYDS COLLECTION LTD COM 103354106 58 9,506 X 9,506
BOYDS COLLECTION LTD COM COM 103354106 12 1,900 X 1,900
BRADY CORP CL A 104674106 82 2,621 X 2,621
BRADY CORPORATION CL A COM CL A 104674106 936 30,024 X 30,024
BRIGGS + STRATTON CORP COM 109043109 325 7,900 X 7,900
BRIGGS & STRATTON CORP COM COM 109043109 41 1,000 X 1,000
BRIGGS & STRATTON CORP COM COM 109043109 4 108 X 108
BRIGGS & STRATTON CORP COM 109043109 862 20,964 X 20,964
BRISTOL MYERS SQUIBB CO COM 110122108 39,372 678,820 X 678,820
BRISTOL MYERS SQUIBB CO COM COM 110122108 151 2,600 X 2,600
BRISTOL MYERS SQUIBB CO COM COM 110122108 541 9,328 X 9,328
BRISTOL MYERS SQUIBB CO COM COM 110122108 35,361 609,678 X 609,678
BROADVISION INC COM 111412102 1,018 22,683 X 22,683
BROADVISION INC COM 111412102 314 6,997 X 6,997
BROWN FORMAN CORP CL B 115637209 1,314 24,136 X 24,136
BROWN FORMAN CORP CL B COM CL B 115637209 18 322 X 322
BROWN FORMAN CORP CL B CL B 115637209 1,147 21,079 X 21,079
BRUNSWICK CORP COM 117043109 552 29,133 X 29,133
BRUNSWICK CORP COM 117043109 170 9,000 X 9,000
BRUNSWICK CORP COM COM 117043109 8 431 X 431
BRUNSWICK CORP COM COM 117043109 1,017 53,711 X 53,711
BURLINGTON INDS INC COM 121693105 35 8,100 X 8,100
BURLINGTON INDS INC NEW COM COM 121693105 9 2,000 X 2,000
BURLINGTON NORTHN SANTA FE COM 12189T104 3,565 156,703 X 156,703
BURLINGTON NORTHERN SANTA FE COM COM 12189T104 49 2,148 X 2,148
BURLINGTON NORTH SANTA FE CORP COM 12189T104 3,384 148,754 X 148,754
BURLINGTON RES INC COM 122014103 2,734 73,900 X 73,900
BURLINGTON RESOURCES INC COM COM 122014103 38 1,022 X 1,022
BURLINGTON RES INC COM COM 122014103 2,198 59,392 X 59,392
BURR BROWN COM 122574106 288 5,299 X 5,299
BURR BROWN CORP COM COM 122574106 91 1,666 X 1,666
CBRL GROUP INC COM 12489V106 80 7,990 X 7,990
CBRL GROUP INC COM COM 12489V106 21 2,100 X 2,100
CBS CORP COM 12490K107 14,801 261,379 X 261,379
CBS CORP COM COM 12490K107 13,603 240,223 X 240,223
C COR NET CORPORATION COM 125010108 160 3,270 X 3,270
C COR ELECTRS INC COM 125010108 51 1,046 X 1,046
C CUBE MICROSYSTEMS INC COM 125015107 398 5,471 X 5,471
C CUBE MICROSYSTEMS INC COM COM 125015107 119 1,638 X 1,638
C H ROBINSON WORLDWIDE COM 12541W100 206 5,539 X 5,539
C H ROBINSON WORLDWIDE INC COM 12541W100 59 1,583 X 1,583
CIGNA CORP COM 125509109 4,387 57,910 X 57,910
CIGNA CORP COM COM 125509109 38 500 X 500
CIGNA CORP COM COM 125509109 66 874 X 874
CIGNA CORP COM COM 125509109 4,412 58,246 X 58,246
CK WITCO CORP COM 12562C108 163 15,989 X 15,989
CK WITCO CORPORATION COM 12562C108 121 11,900 X 11,900
CK WITCO CORP COM COM 12562C108 46 4,548 X 4,548
CMS ENERGY CORP COM 125896100 712 39,300 X 39,300
CMS ENERGY COM COM 125896100 10 544 X 544
CMS ENERGY CORP COM COM 125896100 394 21,734 X 21,734
CSG SYSTEMS INTL INC COM 126349109 230 4,720 X 4,720
CSX CORP COM 126408103 1,753 74,600 X 74,600
C S X CORP COM COM 126408103 24 1,026 X 1,026
CSX CORP COM COM 126408103 1,805 76,788 X 76,788
CTS CORP COM 126501105 220 3,858 X 3,858
CTS CORP COM 126501105 71 1,252 X 1,252
CVS CORP COM 126650100 5,015 133,523 X 133,523
CVS CORP FROM COM 126650100 69 1,842 X 1,842
CVS CORP COM 126650100 4,724 125,773 X 125,773
CABLETRON SYSTEMS INC COM 126920107 1,813 61,704 X 61,704
CABLETRON SYS INC COM COM 126920107 25 849 X 849
CABLETRON SYS INC COM COM 126920107 1,502 51,124 X 51,124
CALLAWAY GOLF CO COM 131193104 167 10,762 X 10,762
CALLAWAY GOLF CO COM COM 131193104 47 3,000 X 3,000
CAMDEN PPTY TR SH BEN I133131102 152 5,617 X 5,617
CAMDEN PPTY TR SHS BEN INT SH BEN I133131102 60 2,200 X 2,200
CAMPBELL SOUP CO COM 134429109 4,496 146,208 X 146,208
CAMPBELL SOUP CO COM COM 134429109 62 2,011 X 2,011
CAMPBELL SOUP CO COM COM 134429109 4,004 130,212 X 130,212
CANANDAIGUA WINE INC CL A 137219200 103 2,023 X 2,023
CANANDAIGUA BRANDS INC CL A 137219200 167 3,270 X 3,270
CANADAIGUA BRANDS INC CL A CL A 137219200 31 600 X 600
CAPITAL ONE FINL CORP COM 14040H105 3,220 67,166 X 67,166
CAPITAL ONE FINL CORP COM 14040H105 2,686 56,024 X 56,024
CAPITOL FED FINL COM 14057C106 118 12,476 X 12,476
CAPITOL FED FINL COM COM 14057C106 35 3,744 X 3,744
CAPROCK COMMUNICATIONS CORP COM 140667106 215 4,388 X 4,388
CAPROCK COMMUNICATIONS COM COM 140667106 62 1,270 X 1,270
CARDINAL HEALTH INC COM 14149Y108 4,471 97,456 X 97,456
CARDINAL HEALTH INC COM COM 14149Y108 60 1,317 X 1,317
CARDINAL HEALTH INC COM COM 14149Y108 3,534 77,041 X 77,041
CAREER ED CORP COM 141665109 33 933 X 933
CAREER ED CORP COM COM 141665109 538 15,385 X 15,385
CAREMARK RX INC COM 141705103 106 25,300 X 25,300
CAREMARK RX INC COM COM 141705103 34 8,110 X 8,110
CARNIVAL CORP COM 143658102 5,176 208,622 X 208,622
CARNIVAL CORP COM COM 143658102 4,685 188,834 X 188,834
CAROLINA PWR + LT CO COM 144141108 1,769 54,537 X 54,537
CAROLINA PWR & LT CO COM COM 144141108 24 750 X 750
CAROLINA PWR & LT CO COM COM 144141108 1,337 41,207 X 41,207
CATERPILLAR INC COM 149123101 4,770 120,953 X 120,953
CATERPILLAR INC COM COM 149123101 66 1,672 X 1,672
CATERPILLAR INC COM 149123101 3,922 99,445 X 99,445
CELGENE CORP COM 151020104 232 2,335 X 2,335
CELGENE CORP COM 151020104 74 743 X 743
CENDANT CORP COM 151313103 4,378 236,664 X 236,664
CENDANT CORP COM CHG F COM 151313103 62 3,343 X 3,343
CENDANT CORP COM COM 151313103 4,517 244,181 X 244,181
CENTEX CORP COM 152312104 476 20,000 X 20,000
CENTEX CORP COM COM 152312104 7 278 X 278
CENTEX CORP COM COM 152312104 416 17,488 X 17,488
CENTRAL + SOUTH WEST CORP COM 152357109 1,202 70,170 X 70,170
CENTRAL & SOUTHWEST CORP COM COM 152357109 17 999 X 999
CENTRAL & SOUTH WEST CORP COM COM 152357109 1,584 92,496 X 92,496
CENTURYBUSINESS SVCS INC COM 156490104 26 8,905 X 8,905
CENTURY BUSINESS INC COM COM 156490104 8 2,761 X 2,761
CENTURYTEL INC COM 156700106 1,778 47,900 X 47,900
CENTURYTEL INC COM 156700106 24 656 X 656
CENTURYTEL INC COM COM 156700106 2,264 60,971 X 60,971
CEPHALON INC COM 156708109 159 4,232 X 4,232
CEPHALON INC COM COM 156708109 52 1,377 X 1,377
CERIDIAN CORP COM 15677T106 904 47,109 X 47,109
CERIDIAN CORP COM COM 15677T106 1,395 72,724 X 72,724
CHAMPION INTL CORP COM 158525105 1,779 33,400 X 33,400
CHAMPION INTL CORP COM COM 158525105 37 700 X 700
CHAMPION INTL CORP COM COM 158525105 24 452 X 452
CHAMPION INTL CORP COM COM 158525105 1,157 21,726 X 21,726
CHART HOUSE ENTERPRISES INC COM COM 160902102 5,798 1,117,875 X 1,117,875
CHARMING SHOPPES INC COM 161133103 76 13,334 X 13,334
CHARMING SHOPPES INC PA COM COM 161133103 20 3,500 X 3,500
CHASE MANHATTAN CORP NEW COM 16161A108 24,603 282,182 X 282,182
CHASE MANHATTAN CORP (NEW) COM 16161A108 70 800 X 800
CHASE MANHATTAN CORP (NEW) COM 16161A108 338 3,878 X 3,878
CHASE MANHATTAN CORP NEW COM COM 16161A108 22,113 253,631 X 253,631
CHESAPEAKE ENERGY CORP COM 165167107 36 11,100 X 11,100
CHESAPEAKE ENERGY CORP COM COM 165167107 8 2,519 X 2,519
CHEVRON CORP COM 166751107 20,840 225,446 X 225,446
CHEVRON CORP COM COM 166751107 74 800 X 800
CHEVRON CORP COM COM 166751107 285 3,086 X 3,086
CHEVRON CORP COM COM 166751107 19,228 208,007 X 208,007
CHUBB CORP COM 171232101 4,125 61,048 X 61,048
CHUBB CORP COM COM 171232101 56 827 X 827
CHUBB CORP COM COM 171232101 4,025 59,574 X 59,574
CINCINNATI FINL CORP COM 172062101 2,092 55,600 X 55,600
CINCINNATI FINANCIAL CORP COM COM 172062101 29 771 X 771
CINCINNATI FINL CORP COM COM 172062101 1,735 46,124 X 46,124
CINERGY CORP COM 172474108 1,161 53,992 X 53,992
CINERGY CORP COM COM 172474108 950 44,185 X 44,185
CIRCUIT CITY STORES INC CIRCT CI172737108 4,219 69,300 X 69,300
CIRCUIT CITY STORES INC COM CIRCT CI172737108 58 956 X 956
CIRCUIT CITY GROUP COM CIRCT CI172737108 3,431 56,368 X 56,368
CIRRUS LOGIC INC COM 172755100 166 9,096 X 9,096
CIRRUS LOGIC INC COM COM 172755100 54 2,980 X 2,980
CISCO SYS INC COM 17275R102 181,025 2,341,487 X 2,341,487
CISCO SYS INC COM COM 17275R102 642 8,300 X 8,300
CISCO SYS INC COM COM 17275R102 2,378 30,764 X 30,764
CISCO SYS INC COM COM 17275R102 159,874 2,067,910 X 2,067,910
CITIGROUP INC COM 172967101 69,083 1,153,786 X 1,153,786
CITIGROUP INC COM CHG F COM 172967101 244 4,075 X 4,075
CITIGROUP INC COM CHG F COM 172967101 949 15,855 X 15,855
CITIGROUP INC COM COM 172967101 63,293 1,057,088 X 1,057,088
CITRIX SYS INC COM 177376100 4,113 62,088 X 62,088
CITRIX SYS INC COM COM 177376100 3,808 57,486 X 57,486
CLARCOR INC COM 179895107 73 4,112 X 4,112
CLARCOR INC COM 179895107 809 45,550 X 45,550
CLARK/BARDES HOLDINGS INC COM 180668105 7,917 555,600 X 555,600
CLEAR CHANNEL COMMUNICATIONS COM 184502102 8,064 116,758 X 116,758
CLEAR CHANNEL COMM INC COM COM 184502102 110 1,591 X 1,591
CLEAR CHANNEL COMMUNICATIONS COM 184502102 7,274 105,325 X 105,325
CLOROX CO COM 189054109 2,621 79,411 X 79,411
CLOROX CO COM COM 189054109 37 1,111 X 1,111
CLOROX CO COM COM 189054109 2,134 64,666 X 64,666
COASTAL CORP COM 190441105 3,340 72,609 X 72,609
COASTAL CORP COM COM 190441105 46 1,004 X 1,004
COASTAL CORP COM COM 190441105 2,838 61,694 X 61,694
COCA COLA CO COM 191216100 39,673 845,229 X 845,229
COCA COLA CO COM COM 191216100 141 3,000 X 3,000
COCA COLA CO COM COM 191216100 545 11,615 X 11,615
COCA COLA CO COM COM 191216100 35,198 749,903 X 749,903
COCA COLA ENTERPRISES INC COM 191219104 3,089 143,261 X 143,261
COCA COLA ENTERPRISES INC COM COM 191219104 43 2,000 X 2,000
COCA COLA ENTERPRISES INC COM COM 191219104 2,781 128,961 X 128,961
COFLEXIP SPONSORED ADR SPONSORE192384105 797 14,550 X 14,550
COGNEX CORP COM 192422103 279 4,844 X 4,844
COGNEX CORP COM COM 192422103 88 1,517 X 1,517
COHERENT INC COM 192479103 172 3,317 X 3,317
COHERENT INC COM COM 192479103 52 995 X 995
COLGATE PALMOLIVE CO COM 194162103 11,261 199,751 X 199,751
COLGATE PALMOLIVE COM COM 194162103 68 1,200 X 1,200
COLGATE PALMOLIVE COM COM 194162103 154 2,739 X 2,739
COLGATE PALMOLIVE CO COM 194162103 10,058 178,405 X 178,405
COLLINS + AIKMAN CORP COM 194830105 45 8,000 X 8,000
COLLINS & AIKMAN CORP NEW COM 194830105 19 3,415 X 3,415
COLUMBIA ENERGY GROUP COM 197648108 1,712 28,889 X 28,889
COLUMBIA ENERGY GROUP COM COM 197648108 23 382 X 382
COLUMBIA ENERGY GROUP COM COM 197648108 1,598 26,967 X 26,967
COLUMBIA / HCA HEALTHCARE CORP COM 197677107 4,880 192,792 X 192,792
COLUMBIA HCA HEALTHCARE COM COM 197677107 40 1,600 X 1,600
COLUMBIA HCA HEALTHCARE COM COM 197677107 67 2,648 X 2,648
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 3,909 154,415 X 154,415
COMCAST CORP CL A SPL200300200 13,745 316,888 X 316,888
COMCAST CORP CL A SPL COM CL A SPL200300200 74 1,700 X 1,700
COMCAST CORP CL A SPL COM CL A SPL200300200 153 3,534 X 3,534
COMCAST CORP CL A SPL CL A SPL200300200 12,046 277,725 X 277,725
COMERICA INC COM 200340107 2,255 53,850 X 53,850
COMERICA INC COM COM 200340107 31 735 X 735
COMERICA INC COM COM 200340107 2,457 58,668 X 58,668
COMMERCE BANCORP INC N J COM 200519106 154 4,166 X 4,166
COMMERCE BANCORP COM 200519106 164 4,440 X 4,440
COMMERCE BANCORP INC N J COM 200519106 44 1,186 X 1,186
COMMSCOPE INC COM 203372107 295 6,462 X 6,462
COMMSCOPE INC COM COM 203372107 96 2,091 X 2,091
COMPAQ COMPUTER CORP COM 204493100 15,590 577,409 X 577,409
COMPAQ COMPUTER CORP COM COM 204493100 216 7,994 X 7,994
COMPAQ COMPUTER CORP COM COM 204493100 14,085 521,685 X 521,685
COMPUTER ASSOC INTL INC COM 204912109 11,909 201,214 X 201,214
COMPUTER ASSOC INTL INC COM COM 204912109 77 1,300 X 1,300
COMPUTER ASSOC INTL INC COM COM 204912109 150 2,534 X 2,534
COMPUTER ASSOC INTL INC COM COM 204912109 9,620 162,539 X 162,539
COMPUTER SCIENCES CORP COM 205363104 4,588 57,984 X 57,984
COMPUTER SCIENCES CORP COM COM 205363104 62 782 X 782
COMPUTER SCIENCES CORP COM COM 205363104 3,704 46,807 X 46,807
COMPUWARE CORP COM 205638109 2,566 121,852 X 121,852
COMPUWARE CORP COM 205638109 35 1,682 X 1,682
COMPUWARE CORP COM 205638109 2,007 95,275 X 95,275
COMVERSE TECHNOLOGY INC COM PAR 205862402 4,970 26,296 X 26,296
COMVERSE TECH INC COM NEW COM PAR 205862402 127 670 X 670
COMVERSE TECHNOLOGY INC COM PAR 205862402 3,792 20,065 X 20,065
CONAGRA INC COM 205887102 3,022 166,723 X 166,723
CONAGRA INC COM COM 205887102 42 2,314 X 2,314
CONAGRA INC COM COM 205887102 2,414 133,160 X 133,160
CONCENTRIC NETWORK CORP DEL COM 20589R107 322 5,862 X 5,862
CONCENTRIC NETWORK CORP DEL COM 20589R107 95 1,733 X 1,733
CONEXANT SYS INC COM 207142100 5,237 73,767 X 73,767
CONEXANT SYSTEMS INC COM 207142100 5,308 74,760 X 74,760
CONOCO INC CL B 208251405 5,486 214,083 X 214,083
CONOCO INC CL B CL B 208251405 4,410 172,112 X 172,112
CONSECO INC COM 208464107 1,235 108,016 X 108,016
CONSECO INC. COM 208464107 18 1,538 X 1,538
CONSECO INC COM COM 208464107 1,307 114,300 X 114,300
CONSOLIDATED EDISON COM 209115104 2,184 74,988 X 74,988
CONSOLIDATED EDISON COM 209115104 30 1,039 X 1,039
CONSOLIDATED EDISON COM 209115104 2,723 93,507 X 93,507
CONSOLIDATED STORES CORP COM 210149100 429 37,700 X 37,700
CONSOLIDATED STORES CORP COMMO COM 210149100 6 520 X 520
CONSOLIDATED STORES CORP COM COM 210149100 228 20,001 X 20,001
CONSTELLATION ENERGY GROUP INC COM 210371100 1,629 51,110 X 51,110
CONSTELLATION ENERGY GROUP INC OLD C COM 210371100 22 703 X 703
CONSTELLATION ENGY GRP INC COM COM 210371100 1,475 46,269 X 46,269
COOPER INDS INC COM 216669101 1,112 31,768 X 31,768
COOPER INDS INC COM COM 216669101 35 1,000 X 1,000
COOPER INDS INC COM COM 216669101 15 442 X 442
COOPER INDS INC COM COM 216669101 1,040 29,724 X 29,724
COOPER TIRE + RUBR CO COM 216831107 320 25,500 X 25,500
COOPER TIRE & RUBBER COM 216831107 163 13,000 X 13,000
COOPER TIRE & RUBBER CO COM COM 216831107 4 356 X 356
COOPER TIRE & RUBR CO COM 216831107 577 45,904 X 45,904
COORS ADOLPH CO CL B 217016104 654 13,620 X 13,620
COORS ADOLPH CO CL B COM CL B 217016104 8 173 X 173
COORS ADOLPH CO CL B CL B 217016104 374 7,798 X 7,798
COR THERAPEUTICS INC COM 217753102 212 3,214 X 3,214
COR THERAPEUTICS INC COM 217753102 59 900 X 900
CORNING INC COM 219350105 18,310 94,384 X 94,384
CORNING INC COM COM 219350105 78 400 X 400
CORNING INC COM COM 219350105 233 1,200 X 1,200
CORNING INC COM COM 219350105 16,994 87,599 X 87,599
COSTCO WHSL CORP NEW COM 22160K105 7,981 151,846 X 151,846
COSTCO WHOLESALE CORP CUSIP COM 22160K105 110 2,086 X 2,086
COSTCO WHSL CORP NEW COM COM 22160K105 6,665 126,808 X 126,808
COUNTRYWIDE CR INDS INC COM 222372104 1,058 38,827 X 38,827
COUNTRYWIDE CRED INDS COM 222372104 15 534 X 534
COUNTRYWIDE CR INDS INC COM COM 222372104 1,354 49,687 X 49,687
COVANCE INC COM 222816100 92 8,512 X 8,512
COVANCE INC COM COM 222816100 23 2,100 X 2,100
COVENTRY HELATH CARE INC COM 222862104 85 10,007 X 10,007
COVENTRY HEALTH CARE INC COM COM 222862104 18 2,100 X 2,100
CRANE CO COM 224399105 474 20,107 X 20,107
CRANE CO COM COM 224399105 7 309 X 309
CRANE CO COM 224399105 1,889 80,159 X 80,159
CREDENCE SYSTEMS CORP COM 225302108 356 2,844 X 2,844
CREDENCE SYS CORP COM 225302108 109 873 X 873
CREE INC COM 225447101 382 3,383 X 3,383
CREE INC COM COM 225447101 120 1,065 X 1,065
CROSS TIMBERS OIL CO COM 227573102 112 8,537 X 8,537
CROSS TIMBERS OIL CO COM COM 227573102 28 2,141 X 2,141
CROWN CORK + SEAL INC COM 228255105 631 39,409 X 39,409
CROWN CORK & SEAL INC COM COM 228255105 9 573 X 573
CROWN CORK & SEAL INC COM COM 228255105 503 31,415 X 31,415
CUMMINS ENGINE INC COM 231021106 545 14,500 X 14,500
CUMMINS ENGINE INC COM COM 231021106 41 1,100 X 1,100
CUMMINS ENGINE INC COM COM 231021106 7 194 X 194
CUMMINS ENGINE INC COM COM 231021106 352 9,368 X 9,368
CYMER INC COM 232572107 187 3,741 X 3,741
CYMER INC COM COM 232572107 1,064 21,271 X 21,271
CYPRESS SEMICONDUCTOR CORP COM 232806109 704 14,369 X 14,369
CYPRESS SEMICONDUCTOR CORP COM 232806109 213 4,337 X 4,337
CYTEC INDS INC COM 232820100 184 5,996 X 5,996
CYTEC INDS INC COM COM 232820100 1,527 49,863 X 49,863
CYTYC CORP COM 232946103 236 4,900 X 4,900
CYTYC CORP COM COM 232946103 66 1,372 X 1,372
DII GROUP INC COM 232949107 559 4,946 X 4,946
DII GROUP INC COM 232949107 175 1,550 X 1,550
DSP GROUP INC COM 23332B106 225 3,404 X 3,404
DSP GROUP INC COM COM 23332B106 73 1,100 X 1,100
DTE ENERGY CO COM 233331107 1,454 49,800 X 49,800
D T E ENERGY CO COM COM 233331107 20 682 X 682
DTE ENERGY CO COM COM 233331107 2,038 69,836 X 69,836
DAIN RAUSCHER CORP COM 233856103 123 1,865 X 1,865
DAIN RAUSCHER CORP COM COM 233856103 890 13,505 X 13,505
DALLAS SEMICONDUCTOR CORP COM 235204104 294 8,044 X 8,044
DALLAS SEMICONDUCTOR CORP COM 235204104 86 2,350 X 2,350
DALLAS SEMICONDUCTOR CORP COM 235204104 92 2,522 X 2,522
DANA CORP COM 235811106 1,579 56,035 X 56,035
DANA CORP COM COM 235811106 22 773 X 773
DANA CORP COM 235811106 1,297 46,023 X 46,023
DANAHER CORP COM 235851102 2,489 48,800 X 48,800
DANAHER CORP COM COM 235851102 34 669 X 669
DANAHER CORP COM COM 235851102 2,086 40,895 X 40,895
DARDEN RESTAURANTS INC COM 237194105 751 42,141 X 42,141
DARDEN RESTAURANTS INC NTS COM 237194105 36 2,000 X 2,000
DARDEN RESTAURANTS INC COM 237194105 436 24,504 X 24,504
DEERE + CO COM 244199105 3,028 79,677 X 79,677
DEERE & CO COM COM 244199105 42 1,098 X 1,098
DEERE & CO COM COM 244199105 2,456 64,628 X 64,628
DELL COMPUTER CORP COM 247025109 47,346 877,799 X 877,799
DELL COMPUTER CORP COM COM 247025109 151 2,800 X 2,800
DELL COMPUTER CORP COM COM 247025109 644 11,948 X 11,948
DELL COMPUTER CORP COM COM 247025109 42,230 782,947 X 782,947
DELPHI AUTOMOTIVE SYS CORP COM 247126105 3,058 191,138 X 191,138
DELPHI AUTOMOTIVE SYS CORP COM COM 247126105 2,706 169,154 X 169,154
DELTA AIR LINES INC DE COM 247361108 2,362 44,348 X 44,348
DELTA AIRLINES INC COM COM 247361108 37 700 X 700
DELTA AIRLINES INC COM COM 247361108 33 624 X 624
DELTA AIR LINES INC DEL COM COM 247361108 2,718 51,037 X 51,037
DELUXE CORP COM 248019101 655 24,700 X 24,700
DELUXE CORP COM COM 248019101 40 1,500 X 1,500
DELUXE CORP COM COM 248019101 9 345 X 345
DELUXE CORP COM COM 248019101 1,588 59,941 X 59,941
DEXTER CORP COM 252165105 170 3,209 X 3,209
DEXTER CORP COM COM 252165105 50 939 X 939
DIGITAL MICROWAVE CORP COM 253859102 314 9,276 X 9,276
DIGITAL MICROWAVE CORP COM 253859102 92 2,728 X 2,728
DILLARDS INC CL A 254067101 492 29,950 X 29,950
DILLARDS INC-CL A COM CL A 254067101 8 504 X 504
DILLARDS INC CL A COM CL A 254067101 1,007 61,260 X 61,260
DISNEY WALT CO COM DISN254687106 29,219 708,331 X 708,331
WALT DISNEY CO COM COM DISN254687106 70 1,700 X 1,700
WALT DISNEY CO COM COM DISN254687106 400 9,698 X 9,698
DISNEY WALT CO COM COM DISN254687106 26,677 646,714 X 646,714
DITECH COMMUNICATIONS CORP COM COM 25500M103 1,697 16,000 X 16,000
DOCUMENTUM INC COM 256159104 172 2,205 X 2,205
DOCUMENTUM INC COM COM 256159104 47 598 X 598
DOLLAR GEN CORP COM 256669102 2,464 91,692 X 91,692
DOLLAR GENERAL COM 256669102 34 1,250 X 1,250
DOLLAR GEN CORP COM COM 256669102 1,923 71,542 X 71,542
DOMINION RES INC VA NEW COM 25746U109 3,143 81,760 X 81,760
DOMINION RESOURCES INC COM CHG F COM 25746U109 55 1,442 X 1,442
DOMINION RES INC VA NEW COM COM 25746U109 2,540 66,094 X 66,094
DONNELLEY R R + SONS CO COM 257867101 905 43,209 X 43,209
DONNELLEY R R & SONS CO COM COM 257867101 12 594 X 594
DONNELLEY R R & SONS CO COM COM 257867101 1,462 69,842 X 69,842
DOVER CORP COM 260003108 3,332 69,588 X 69,588
DOVER CORP COM COM 260003108 46 957 X 957
DOVER CORP COM COM 260003108 2,703 56,450 X 56,450
DOW CHEM CO COM 260543103 8,637 75,765 X 75,765
DOW CHEM CO COM COM 260543103 118 1,031 X 1,031
DOW CHEM CO COM COM 260543103 7,571 66,413 X 66,413
DOW JONES + CO INC COM 260561105 2,253 31,375 X 31,375
DOW JONES & CO INC COM COM 260561105 36 500 X 500
DOW JONES & CO INC COM COM 260561105 30 420 X 420
DOW JONES & CO INC COM COM 260561105 1,738 24,206 X 24,206
DU PONT E I DE NEMOURS + CO COM 263534109 18,896 356,962 X 356,962
DU PONT EI DE NEMOURS CO COM COM 263534109 69 1,300 X 1,300
DU PONT EI DE NEMOURS CO COM COM 263534109 260 4,911 X 4,911
DU PONT E I DE NEMOURS & CO COM 263534109 16,830 317,928 X 317,928
DUKE ENERGY CO COM 264399106 6,556 124,870 X 124,870
DUKE ENERGY CORP COM COM 264399106 90 1,719 X 1,719
DUKE ENERGY CORP COM COM 264399106 6,301 120,014 X 120,014
DUN + BRADSTREET CORP DEL COM 26483B106 1,574 54,978 X 54,978
DUN & BRADSTREET CORP DEL COM 26483B106 2,172 75,889 X 75,889
DYCOM INDS INC COM 267475101 264 5,418 X 5,418
DYCOM INDS INC COM 267475101 74 1,522 X 1,522
E M C CORP MASS COM 268648102 43,872 348,191 X 348,191
EMC CORP CN COM 268648102 151 1,200 X 1,200
EMC CORP CN COM 268648102 603 4,784 X 4,784
EMC CORP MASS COM 268648102 38,903 308,752 X 308,752
E*TRADE GROUP INC COM 269246104 7,498 248,902 X 248,902
EARTHGRAINS CO COM 270319106 79 5,344 X 5,344
EARTHGRAINS COMPANY COM 270319106 93 6,250 X 6,250
EARTHGRAINS CO COM 270319106 22 1,500 X 1,500
EASTERN ENTERPRISES COM 27637F100 818 13,666 X 13,666
EASTERN ENTERPRISES COM COM 27637F100 8 127 X 127
EASTERN ENTERPRISES COM 27637F100 2,213 36,959 X 36,959
EASTMAN CHEM CO COM 277432100 1,209 26,575 X 26,575
EASTMAN CHEM CO COM COM 277432100 17 367 X 367
EASTMAN CHEM CO COM COM 277432100 1,060 23,294 X 23,294
EASTMAN KODAK CO COM 277461109 5,850 107,706 X 107,706
EASTMAN KODAK CO COM COM 277461109 33 600 X 600
EASTMAN KODAK CO COM COM 277461109 81 1,484 X 1,484
EASTMAN KODAK CO COM COM 277461109 5,451 100,372 X 100,372
EATON CORP COM 278058102 2,017 25,861 X 25,861
EATON CORP COM 278058102 230 2,950 X 2,950
EATON CORP COM COM 278058102 39 500 X 500
EATON CORP COM COM 278058102 27 346 X 346
EATON CORP COM 278058102 1,765 22,631 X 22,631
EATON VANCE CORP COM NON 278265103 181 4,211 X 4,211
EATON VANCE CORP NON VTG COM COM NON 278265103 59 1,369 X 1,369
ECHELON CORP COM 27874N105 165 2,524 X 2,524
ECHELON CORP OC COM COM 27874N105 52 800 X 800
ECOLAB INC COM 278865100 1,629 44,400 X 44,400
ECOLAB INC COM COM 278865100 22 609 X 609
ECOLAB INC COM COM 278865100 1,092 29,768 X 29,768
EDISON INTL COM 281020107 1,965 118,654 X 118,654
EDISON INTL COM COM 281020107 27 1,632 X 1,632
EDISON INTL COM COM 281020107 1,758 106,151 X 106,151
EL PASO ELEC CO COM NEW 283677854 83 7,966 X 7,966
EL PASO ELEC CO COM NEW COM NEW 283677854 22 2,100 X 2,100
EL PASO ENERGY CORP DEL COM 283905107 3,173 78,583 X 78,583
EL PASO ENERGY CORP COM COM 283905107 43 1,073 X 1,073
EL PASO ENERGY CORP DEL COM COM 283905107 2,583 63,966 X 63,966
ELECTRO SCIENTIFIC INDS INC COM 285229100 214 3,686 X 3,686
ELECTRO SCIENTIFIC INDS INC COM 285229100 66 1,132 X 1,132
ELECTRONIC DATA SYS CORP NEW COM 285661104 10,326 160,879 X 160,879
ELECTRONIC DATA SYS CORP COM COM 285661104 71 1,100 X 1,100
ELECTRONIC DATA SYS CORP NEW COM 285661104 9,756 151,990 X 151,990
ELOT INC COM 290143106 46 7,800 X 7,800
ELOT INC COM COM 290143106 15 2,500 X 2,500
EMCORE CORP COM 290846104 157 1,366 X 1,366
EMCORE CORP COM 290846104 48 419 X 419
EMERSON ELEC CO COM 291011104 7,859 147,931 X 147,931
EMERSON ELEC CO COM COM 291011104 109 2,043 X 2,043
EMERSON ELEC CO COM COM 291011104 7,144 134,483 X 134,483
EMMIS COMMUNICATIONS CORP CL A 291525103 288 6,196 X 6,196
EMMIS COMMUNICATIONS CORP COM CL A 291525103 83 1,788 X 1,788
EMULEX CORP COM NEW 292475209 480 4,396 X 4,396
EMULEX CORP NEW COM NEW 292475209 148 1,355 X 1,355
ENGELHARD CORP COM 292845104 610 40,353 X 40,353
ENGELHARD CORP COM COM 292845104 9 591 X 591
ENGELHARD CORP COM 292845104 1,025 67,795 X 67,795
ENHANCE FINL SVCS GROUP INC COM 293310108 48 3,401 X 3,401
ENHANCE FINANCIAL SVCS GROUP COM 293310108 130 9,200 X 9,200
ENHANCE FINL SVCS GROUP INC COM 293310108 13 900 X 900
ENRON CORP COM 293561106 18,387 245,567 X 245,567
ENRON CORP COM COM 293561106 60 800 X 800
ENRON CORP COM COM 293561106 252 3,365 X 3,365
ENRON CORP COM COM 293561106 16,550 221,032 X 221,032
ENTERCOM COMMUNICATIONS CORP CL A 293639100 169 3,314 X 3,314
ENTERCOM COMMUNICATIONS CORP CL A 293639100 46 910 X 910
ENTERGY CORP COM 29364G103 1,703 84,350 X 84,350
ENTERGY CORP COM COM 29364G103 23 1,160 X 1,160
ENTERGY CORP NEW COM COM 29364G103 1,891 93,685 X 93,685
ENTRUST TECHNOLOGIES INC COM 293848107 185 2,178 X 2,178
ENTRUST TECHNOLOGIES INC COM 293848107 60 704 X 704
ENZON INC COM 293904108 192 5,101 X 5,101
ENZON INC COM COM 293904108 62 1,634 X 1,634
ENZO BIOCHEM INC COM 294100102 202 2,913 X 2,913
ENZO BIOCHEM INC COM 294100102 68 974 X 974
EQUIFAX INC COM 294429105 1,220 48,335 X 48,335
EQUIFAX INC COM COM 294429105 17 665 X 665
EQUIFAX INC COM COM 294429105 1,515 60,006 X 60,006
EQUITABLE RES INC COM 294549100 203 4,521 X 4,521
EQUITABLE RES INC COM COM 294549100 60 1,343 X 1,343
ETHAN ALLEN INTERIORS INC COM 297602104 132 5,267 X 5,267
ETHAN ALLEN INTERIORS COM 297602104 129 5,150 X 5,150
ETHAN ALLEN INTERIORS INC COM COM 297602104 40 1,597 X 1,597
ETHYL CORP COM 297659104 24 7,837 X 7,837
ETHYL CORP COM COM 297659104 8 2,500 X 2,500
EXAR CORP COM 300645108 171 2,383 X 2,383
EXAR CORP COM COM 300645108 49 688 X 688
EXCHANGE APPLICATIONS INC COM 300867108 164 3,092 X 3,092
EXCHANGE APPLICATIONS INC COM 300867108 52 986 X 986
EXTENDED STAY AMER INC COM 30224P101 82 10,871 X 10,871
EXTENDED STAY AMERICA INC COM 30224P101 19 2,500 X 2,500
EXXON MOBIL CORP COM 30231G102 92,107 1,181,809 X 1,181,809
EXXON MOBIL CORP CHG F COM 30231G102 329 4,216 X 4,216
EXXON MOBIL CORP CHG F COM 30231G102 1,266 16,240 X 16,240
EXXON MOBIL CORP COM 30231G102 83,618 1,072,887 X 1,072,887
FMC CORP COM NEW 302491303 631 11,164 X 11,164
FMC CORP COM COM NEW 302491303 34 600 X 600
FMC CORP COM COM NEW 302491303 8 143 X 143
FMC CORP NEW COM COM NEW 302491303 1,598 28,285 X 28,285
FPL GROUP INC COM 302571104 2,851 61,900 X 61,900
F P L GROUP INC COM COM 302571104 39 842 X 842
FPL GROUP INC COM COM 302571104 2,317 50,302 X 50,302
FAMILY DOLLAR STORES COM 307000109 213 10,250 X 10,250
FEDERAL HOME LN MTG CORP COM 313400301 10,552 238,813 X 238,813
FHLMC COM COM 313400301 62 1,400 X 1,400
FHLMC COM COM 313400301 144 3,269 X 3,269
FREDDIE MAC CORP COM COM 313400301 9,224 208,748 X 208,748
FEDERAL NATL MTG ASSN COM 313586109 19,839 350,756 X 350,756
FNMA COM COM 313586109 62 1,100 X 1,100
FNMA COM COM 313586109 273 4,820 X 4,820
FANNIE MAE COM 313586109 17,951 317,372 X 317,372
FEDERATED DEPT STORES INC DEL COM 31410H101 3,050 72,200 X 72,200
FEDERATED DEPT STORES INC COM (CHAN COM 31410H101 46,343 1,096,864 X 1,096,864
FEDERATED DEPT STORES INC COM (CHAN COM 31410H101 1,059 25,069 X 25,069
FEDERATED DEPT STORES INC COM (CHAN COM 31410H101 42 987 X 987
FEDERATED DEPT STORES INC DEL COM 31410H101 3,175 75,139 X 75,139
FEDEX CORP COM 31428X106 3,848 99,148 X 99,148
FEDEX CORP COM CHG F COM 31428X106 54 1,404 X 1,404
FEDEX CORP COM COM 31428X106 3,098 79,825 X 79,825
FIDELITY NATL FINL INC COM 316326107 112 8,110.67 X 8,111
FIDELITY NATL FINL CORP COM 316326107 31 2,254 X 2,254
FIFTH THIRD BANCORP COM 316773100 6,639 105,374 X 105,374
FIFTH THIRD BANCORP COM COM 316773100 91 1,451 X 1,451
FIFTH THIRD BANCORP COM 316773100 6,095 96,739 X 96,739
FINET COM INC COM PAR 317922300 13 10,473 X 10,473
FINET.COM INC COM COM PAR 317922300 6 4,638 X 4,638
FIRST AMERICAN FINL CORP COM 318522307 116 8,292 X 8,292
FIRST AMERN FINL CORP CALIF COM 318522307 32 2,306 X 2,306
FIRST DATA CORP COM 319963104 6,342 142,928 X 142,928
FIRST DATA CORP COM COM 319963104 40 900 X 900
FIRST DATA CORP COM COM 319963104 87 1,970 X 1,970
FIRST DATA CORP COM COM 319963104 5,085 114,596 X 114,596
FIRST HEALTH GROUP CORP COM 320960107 220 6,972 X 6,972
FIRST HEALTH GROUP CORP COM COM 320960107 62 1,970 X 1,970
FIRST UN CORP COM 337358105 12,574 337,566 X 337,566
FIRST UNION CORP COM COM 337358105 67 1,800 X 1,800
FIRST UNION CORP COM COM 337358105 173 4,644 X 4,644
FIRST UN CORP COM COM 337358105 11,202 300,727 X 300,727
FIRSTAR CORP WIS COM 33763V109 7,636 332,925 X 332,925
FIRSTSTAR CORP COM 33763V109 149 6,500 X 6,500
FIRSTAR CORP COM COM 33763V109 106 4,609 X 4,609
FIRSTAR CORP COM COM 33763V109 6,954 303,183 X 303,183
FIRSTENERGY CORP COM 337932107 1,583 76,760 X 76,760
FIRSTENERGY CORP COM COM 337932107 1,224 59,353 X 59,353
FISHER SCIENTIFIC INTL INC COM NEW 338032204 235 5,278 X 5,278
FISHER SCIENTIFIC INTL INC COM COM NEW 338032204 79 1,767 X 1,767
FLEETBOSTON FINL CORP COM 339030108 11,420 312,873 X 312,873
FLEET BOSTON FINANCIAL CORP. FORME COM 339030108 62 1,700 X 1,700
FLEET BOSTON FINANCIAL CORP. FORME COM 339030108 157 4,305 X 4,305
FLEET BOSTON FINL CORP COM COM 339030108 10,749 294,495 X 294,495
FLORIDA EAST COAST IND INC COM 340632108 204 4,214 X 4,214
FLORIDA EAST COAST INDS INC COM 340632108 60 1,236 X 1,236
FLORIDA PROGRESS CORP COM 341109106 1,505 32,801 X 32,801
FLORIDA PROGRESS CORP COM 341109106 21 461 X 461
FLORIDA PROGRESS CORP COM COM 341109106 1,041 22,682 X 22,682
FLUOR CORP COM 343861100 792 25,552 X 25,552
FLOUR CORP COM COM 343861100 11 357 X 357
FLUOR CORP COM 343861100 620 20,000 X 20,000
FORD MTR CO DEL COM 345370100 19,041 414,493 X 414,493
FORD MTR CO DEL COM COM 345370100 64 1,400 X 1,400
FORD MTR CO DEL COM COM 345370100 261 5,680 X 5,680
FORD MTR CO DEL COM COM 345370100 17,284 376,260 X 376,260
FORD MTR CO DEL COM COM 345370100 825 17,959 X 17,959
FORRESTER RESH INC COM 346563109 50 930 X 930
FORRESTER RESH INC COM COM 346563109 1,638 30,200 X 30,200
FORT JAMES CORP COM 347471104 1,637 74,399 X 74,399
FORT JAMES CORP COM 347471104 22 1,017 X 1,017
FORT JAMES CORP COM COM 347471104 1,851 84,119 X 84,119
FORTUNE BRANDS INC COM 349631101 1,387 55,488 X 55,488
FORTUNE BRANDS INC COM CHG F COM 349631101 37 1,500 X 1,500
FORTUNE BRANDS INC COM COM 349631101 1,213 48,517 X 48,517
FRANKLIN RES INC COM 354613101 2,859 85,500 X 85,500
FRANKLIN RESOURCES INC COM 354613101 40 1,185 X 1,185
FRANKLIN RES INC COM COM 354613101 2,292 68,537 X 68,537
FREEPORT MCMORAN COPPER + GOLD CL B 35671D857 645 53,499 X 53,499
FREEPORT MCMORAN COPPER B CL B 35671D857 440 36,515 X 36,515
FURNITURE BRANDS INTL INC COM 360921100 128 6,780 X 6,780
FURNITURE BRANDS INTL INC COM 360921100 166 8,800 X 8,800
FURNITURE BRANDS INTL INC COM COM 360921100 32 1,700 X 1,700
GPU INC COM 36225X100 1,138 41,589 X 41,589
G P U INC COM COM 36225X100 16 580 X 580
GPU INC COM COM 36225X100 1,330 48,586 X 48,586
GTE CORP COM 362320103 23,611 332,549 X 332,549
G T E CORP COM COM 362320103 64 900 X 900
G T E CORP COM COM 362320103 324 4,569 X 4,569
GTE CORP COM COM 362320103 21,380 301,129 X 301,129
GALLAGHER ARTHUR J + CO COM 363576109 160 4,926 X 4,926
GALLAGHER ARTHUR J & CO COM 363576109 46 1,412 X 1,412
GANNETT INC COM 364730101 6,695 95,139 X 95,139
GANNETT CO INC COM COM 364730101 92 1,310 X 1,310
GANNETT INC COM COM 364730101 5,428 77,124 X 77,124
GAP INC COM 364760108 14,560 292,306 X 292,306
GAP INC COM COM 364760108 77 1,537 X 1,537
GAP INC COM COM 364760108 201 4,026 X 4,026
GAP INC COM COM 364760108 13,079 262,562 X 262,562
GATEWAY INC COM 367626108 5,811 109,549 X 109,549
GATEWAY INC COM 367626108 106 2,000 X 2,000
GATEWAY INC FKA # COM 367626108 79 1,488 X 1,488
GATEWAY INC COM 367626108 4,434 83,594 X 83,594
GAYLORD ENTMT CO NEW COM 367905106 65 2,394 X 2,394
GAYLORD ENTMT CO NEW COM COM 367905106 924 34,072 X 34,072
GAYLORD CONTAINER CORP CL A 368145108 51 7,968 X 7,968
GAYLORD CONTAINER CORP CL A CL A 368145108 24 3,761 X 3,761
GENENTECH INC COM NEW 368710406 319 2,100 X 2,100
GENERAL DYNAMICS CORP COM 369550108 3,433 69,000 X 69,000
GEN DYNAMICS CORP COM COM 369550108 47 945 X 945
GENERAL DYNAMICS CORP COM COM 369550108 2,672 53,707 X 53,707
GENERAL ELEC CO COM 369604103 174,729 1,122,757 X 1,122,757
GEN ELEC CO COM COM 369604103 622 4,000 X 4,000
GEN ELEC CO COM COM 369604103 2,401 15,429 X 15,429
GENERAL ELEC CO COM COM 369604103 154,572 993,235 X 993,235
GENERAL MLS INC COM 370334104 3,757 103,833 X 103,833
GEN MILLS INC COM COM 370334104 52 1,428 X 1,428
GENERAL MLS INC COM COM 370334104 3,541 97,848 X 97,848
GENERAL MTRS CORP COM 370442105 18,210 219,894 X 219,894
GEN MTRS CORP COM COM 370442105 66 800 X 800
GEN MTRS CORP COM COM 370442105 258 3,110 X 3,110
GENERAL MTRS CORP COM COM 370442105 16,664 201,225 X 201,225
GEN MTRS CORP CL H COM CHG F CL H NEW370442832 75 600 X 600
GENERAL MOTORS CORP CL H NEW CL H NEW370442832 249 2,000 X 2,000
GENUINE PARTS CO COM 372460105 1,451 60,764 X 60,764
GENUINE PARTS CO COM COM 372460105 20 836 X 836
GENUINE PARTS CO COM COM 372460105 1,277 53,500 X 53,500
GEORGIA PAC CORP COM GA P373298108 2,312 58,433 X 58,433
GEORGIA-PAC (GEORGIA-PAC GP) COM GA P373298108 36 900 X 900
GEORGIA-PAC (GEORGIA-PAC GP) COM GA P373298108 32 804 X 804
GEORGIA PAC CORP COM COM GA P373298108 2,769 69,997 X 69,997
GILEAD SCIENCES INC COM 375558103 378 5,960 X 5,960
GILEAD SCIENCES INC COM COM 375558103 116 1,835 X 1,835
GILLETTE CO COM 375766102 13,802 366,240 X 366,240
GILLETTE CO COM COM 375766102 190 5,044 X 5,044
GILLETTE CO COM COM 375766102 12,625 335,000 X 335,000
GLENAYRE TECHNOLOGIES INC COM 377899109 148 8,454 X 8,454
GLENAYRE TECHNOLOGIES INC COM COM 377899109 50 2,844 X 2,844
GLOBAL INDUSTRIES INC COM 379336100 112 7,657 X 7,657
GLOBAL INDS LTD COM COM 379336100 42 2,856 X 2,856
GOLDEN WEST FINL CORP DEL COM 381317106 1,721 55,197 X 55,197
GOLDEN WEST FINL CORP DEL COM COM 381317106 37 1,200 X 1,200
GOLDEN WEST FINL CORP DEL COM COM 381317106 24 759 X 759
GOLDEN WEST FINL CORP DEL COM COM 381317106 2,030 65,105 X 65,105
GOODRICH B F CO COM 382388106 1,061 37,000 X 37,000
GOODRICH B F CO COM COM 382388106 15 517 X 517
GOODRICH B F CO COM 382388106 1,284 44,776 X 44,776
GOODYEAR TIRE AND RUBBER COM 382550101 1,257 53,900 X 53,900
GOODYEAR TIRE & RUBBER CO COM COM 382550101 17 735 X 735
GOODYEAR TIRE & RUBR CO COM COM 382550101 955 40,961 X 40,961
GO2NET COM 383486107 254 3,158 X 3,158
GO2NET INC COM COM 383486107 76 949 X 949
GRACE W R + CO DEL NEW COM 38388F108 377 29,312 X 29,312
W.R. GRACE & CO - W/I COM 38388F108 37 2,900 X 2,900
GRACE WR & CO DEL NEW COM COM 38388F108 213 16,564 X 16,564
GRAINGER W W INC COM 384802104 1,758 32,400 X 32,400
GRAINGER W W INC COM COM 384802104 24 439 X 439
GRAINGER W W INC COM COM 384802104 1,160 21,378 X 21,378
GREAT ATLANTIC + PAC TEA INC COM 390064103 308 15,795 X 15,795
GREAT ATLANTIC & PACIFIC TEA INC C COM 390064103 39 2,000 X 2,000
GREAT ATLANTIC & PACIFIC TEA INC C COM 390064103 4 180 X 180
GREAT ATLANTIC & PAC TEA INC COM 390064103 132 6,788 X 6,788
GREAT LAKES CHEMICAL CORP COM 390568103 670 19,700 X 19,700
GREAT LAKES CHEMICAL CORP COM COM 390568103 9 270 X 270
GREAT LAKES CHEM CORP COM COM 390568103 469 13,781 X 13,781
GREATER BAY BANCORP COM 391648102 60 1,500 X 1,500
GREATER BAY BANCORP COM COM 391648102 906 22,500 X 22,500
GREY WOLF INC COM 397888108 82 20,750 X 20,750
GREY WOLF INC COM COM 397888108 28 7,000 X 7,000
GRUPO TELEVISION SA DE CV SP ADR R40049J206 1,114 16,382 X 16,382
GUCCI GROUP N V COM NY R401566104 3,238 36,403 X 36,403
GUIDANT CORP COM 401698105 6,260 106,321 X 106,321
GUIDANT CORP COM COM 401698105 4,998 84,896 X 84,896
HNC SOFTWARE INC COM 40425P107 245 3,401 X 3,401
HNC SOFTWARE INC COM COM 40425P107 76 1,055 X 1,055
HAEMONETICS CORP MASS COM 405024100 85 3,794 X 3,794
HAEMONETICS CORP MASS COM COM 405024100 1,211 53,831 X 53,831
HALLIBURTON CO COM 406216101 6,206 150,907 X 150,907
HALLIBURTON CO COM COM 406216101 85 2,077 X 2,077
HALLIBURTON CO COM COM 406216101 5,060 123,040 X 123,040
HANOVER COMPRESSOR CO COM 410768105 229 4,035 X 4,035
HANOVER COMPRESSOR CO COM COM 410768105 1,202 21,130 X 21,130
HANOVER DIRECT INC COM 410783104 35 14,944 X 14,944
HANOVER DIRECT INC COM 410783104 9 3,791 X 3,791
HARBINGER CORP COM 41145C103 158 5,421 X 5,421
HARBINGER CORP COM COM 41145C103 51 1,744 X 1,744
HARCOURT GEN INC COM 41163G101 928 24,900 X 24,900
HARCOURT GEN INC COM COM 41163G101 12 334 X 334
HARCOURT GEN INC COM 41163G101 812 21,802 X 21,802
HARKEN ENERGY CORP COM 412552101 17 16,853 X 16,853
HARKEN ENERGY CORP COM 412552101 5 5,200 X 5,200
HARLEY DAVIDSON INC COM 412822108 4,175 52,600 X 52,600
HARLEY DAVIDSON INC COM COM 412822108 3,423 43,124 X 43,124
HARMONIC INC COM 413160102 298 3,577 X 3,577
HARMONIC INC COM COM 413160102 89 1,074 X 1,074
HARRAHS ENTMT INC COM 413619107 813 43,800 X 43,800
HARRAHS ENTERTAINMENT INC COM COM 413619107 11 604 X 604
HARRAHS ENTMT INC COM COM 413619107 444 23,907 X 23,907
HARSCO CORP COM 415864107 172 5,955 X 5,955
HARSCO CORP COM 415864107 46 1,576 X 1,576
HARTFORD FINANCIAL SVCS GRP COM 416515104 3,995 75,735 X 75,735
HARTFORD FINL SVCS GROUP INC COM 416515104 4,144 78,555 X 78,555
HASBRO INC COM 418056107 959 57,441 X 57,441
HASBRO INC COM COM 418056107 15 911 X 911
HASBRO INC COM COM 418056107 896 53,689 X 53,689
HAWAIIAN ELEC INDS INC COM 419870100 145 4,557 X 4,557
HAWAIIAN ELEC INDS INC COM COM 419870100 57 1,778 X 1,778
HEALTH CARE PPTY INVS INC COM 421915109 178 6,997 X 6,997
HEALTH CARE PPTY INVS INC COM COM 421915109 59 2,336 X 2,336
HEALTHSOUTH CORP COM 421924101 704 123,800 X 123,800
HEALTHSOUTH CORP COM COM 421924101 10 1,816 X 1,816
HEALTHSOUTH CORP COM COM 421924101 520 91,468 X 91,468
HEILIG MEYERS CO COM 422893107 39 9,900 X 9,900
HEILIG MEYERS CO COM 422893107 15 3,764 X 3,764
HEINZ H J CO COM 423074103 4,266 122,322 X 122,322
H J HEINZ CO COM COM 423074103 59 1,685 X 1,685
HEINZ H J CO COM COM 423074103 3,384 97,024 X 97,024
HELIX TECHNOLOGY CORP COM 423319102 187 3,108 X 3,108
HELIX TECHNOLOGY CORP COM 423319102 54 891 X 891
HELMERICH AND PAYNE INC COM 423452101 215 6,921 X 6,921
HELMERICH & PAYNE INC COM COM 423452101 939 30,304 X 30,304
HERCULES INC COM 427056106 582 36,100 X 36,100
HERCULES INC COM COM 427056106 8 499 X 499
HERCULES INC COM COM 427056106 369 22,891 X 22,891
HERSHEY FOODS CORP COM 427866108 2,335 47,900 X 47,900
HERSHEY FOODS CORP COM COM 427866108 32 650 X 650
HERSHEY FOODS CORP COM 427866108 2,663 54,626 X 54,626
HEWLETT PACKARD CO COM 428236103 45,697 343,912 X 343,912
HEWLETT PACKARD CO COM COM 428236103 146 1,100 X 1,100
HEWLETT PACKARD CO COM COM 428236103 637 4,791 X 4,791
HEWLETT PACKARD CO COM COM 428236103 41,676 313,646 X 313,646
HILB ROGAL + HAMILTON CO COM 431294107 44 1,600 X 1,600
HILB ROGAL & HAMILTON CO COM 431294107 1,000 36,616 X 36,616
HILTON HOTELS CORP COM 432848109 936 120,809 X 120,809
HILTON HOTELS CORP COM COM 432848109 5,444 702,442 X 702,442
HILTON HOTELS CORP COM COM 432848109 13 1,734 X 1,734
HILTON HOTELS CORP COM COM 432848109 975 125,854 X 125,854
HOLLINGER INTL INC CL A CL A 435569108 484 45,000 X 45,000
HOME DEPOT INC COM 437076102 50,818 787,870 X 787,870
HOME DEPOT INC COM COM 437076102 168 2,600 X 2,600
HOME DEPOT INC COM COM 437076102 698 10,825 X 10,825
HOME DEPOT INC COM COM 437076102 44,343 687,491 X 687,491
HOMESTAKE MNG CO COM 437614100 495 82,539 X 82,539
HOMESTAKE MNG CO COM COM 437614100 7 1,100 X 1,100
HOMESTAKE MNG CO COM COM 437614100 476 79,281 X 79,281
HONEYWELL INTL INC COM 438516106 14,314 271,674 X 271,674
HONEYWELL INTL INC COM CHANG COM 438516106 63 1,200 X 1,200
HONEYWELL INTL INC COM CHANG COM 438516106 196 3,722 X 3,722
HONEYWELL INTL INC COM COM 438516106 13,886 263,565 X 263,565
HORACE MANN EDUCATORS CORP NEW COM 440327104 95 5,157 X 5,157
HORACE MANN EDUCATORS CORP NEW COM 440327104 685 37,150 X 37,150
HOUSEHOLD INTL INC COM 441815107 5,995 160,663 X 160,663
HOUSEHOLD INTL INC COM COM 441815107 82 2,210 X 2,210
HOUSEHOLD INTL INC COM COM 441815107 4,779 128,075 X 128,075
HUMANA INC COM 444859102 388 53,000 X 53,000
HUMANA INC COM 444859102 6 787 X 787
HUMANA INC COM COM 444859102 242 33,068 X 33,068
HUMAN GENOME SCIENCES INC COM 444903108 523 6,291 X 6,291
HUMAN GENOME SCIENCES INC COM COM 444903108 160 1,927 X 1,927
HUNTINGTON BANCSHARES INC COM 446150104 1,758 78,580 X 78,580
HUNTINGTON BANCSHARES COM 446150104 24 1,080 X 1,080
HUNTINGTON BANCSHARES INC COM 446150104 1,508 67,392 X 67,392
ICG COMMUNICATIONS INC COM 449246107 237 6,551 X 6,551
ICG COMMUNICATIONS INC COM COM 449246107 77 2,119 X 2,119
IDEC PHARMACEUTICALS CORP COM 449370105 567 5,772 X 5,772
IDEC PHARMACEUTICALS CORP COM 449370105 167 1,700 X 1,700
IDEC PHARMACEUTICALS CORP COM COM 449370105 173 1,764 X 1,764
IPC INFORMATION INC COM NEW 44980K206 244 1,186 X 1,186
IPC COMMUNICATIONS INC NEW COM COM NEW 44980K206 70 342 X 342
IMS HEALTH INC COM 449934108 1,682 99,326 X 99,326
IMS HEALTH INC COM COM 449934108 1,366 80,651 X 80,651
ISS GROUP INC COM 450306105 407 3,490 X 3,490
ISS GROUP INC OC-COM COM 450306105 127 1,094 X 1,094
ITC DELTACOM COM 45031T104 236 6,614 X 6,614
ITC DELTACOM INC COM COM 45031T104 68 1,900 X 1,900
IBIS TECHNOLOGY CORP COM COM 450909106 1,530 17,000 X 17,000
ITT INDS INC COM 450911102 944 30,400 X 30,400
ITT INDS INC IND COM COM 450911102 689 22,173 X 22,173
IDACORP INC COM 451107106 182 5,228 X 5,228
IDACORP INC COM COM 451107106 51 1,475 X 1,475
IGATE CAP CORP COM 45169U105 230 5,107 X 5,107
IGATE CAP CORP COM COM 45169U105 62 1,380 X 1,380
IKON OFFICE SOLUTIONS INC COM 451713101 268 43,396 X 43,396
IKON OFFICE SOLUTIONS INC COM COM 451713101 37 6,000 X 6,000
IKON OFFICE SOLUTIONS INC COM COM 451713101 4 701 X 701
IKON OFFICE SOLUTIONS INC COM COM 451713101 148 23,990 X 23,990
ILEX ONCOLOGY INC COM COM 451923106 907 21,600 X 21,600
ILLINOIS TOOL WKS INC COM 452308109 5,659 102,426 X 102,426
ILLINOIS TOOL WKS INC COM COM 452308109 78 1,413 X 1,413
ILLINOIS TOOL WKS INC COM COM 452308109 4,596 83,182 X 83,182
IMCLONE SYS INC COM 45245W109 291 3,786 X 3,786
IMCLONE SYSTEMS INC COM 45245W109 90 1,172 X 1,172
IMPERIAL BANCORP COM 452556103 158 5,094 X 5,094
IMPERIAL BANCORP COM 452556103 47 1,504 X 1,504
INCO LTD COM 453258402 1,178 64,106 X 64,106
INCO LTD COM COM 453258402 39 2,100 X 2,100
INCO LTD COM COM 453258402 869 47,270 X 47,270
INCYTE PHARMACUTICALS INC COM 45337C102 287 3,285 X 3,285
INCYTE PHARMACEUTICALS INC COM 45337C102 92 1,051 X 1,051
INDEPENDENCE CMNTY BK CORP COM 453414104 105 9,422 X 9,422
INDEPENDENCE CMNTY BK CORP COM COM 453414104 30 2,700 X 2,700
INDY MAC MTG HLDGS INC COM 456607100 149 9,975 X 9,975
INDYMAC MTG HLDGS INC COM COM 456607100 39 2,600 X 2,600
INFORMATICA CORP COM 45666Q102 181 2,350 X 2,350
INFORMATICA CORP COM COM 45666Q102 55 718 X 718
INFORMATION HLDGS INC COM 456727106 18 577 X 577
INFORMATION HLDGS INC COM COM 456727106 1,415 45,177 X 45,177
INFORMIX CORP COM 456779107 618 36,487 X 36,487
INFORMIX CORP COM COM 456779107 190 11,237 X 11,237
INGERSOLL RAND CO COM 456866102 2,473 55,887 X 55,887
INGERSOLL RAND COM COM 456866102 34 769 X 769
INGERSOLL RAND CO COM 456866102 2,081 47,029 X 47,029
INGLES MKTS INC CL A 457030104 25 2,364 X 2,364
INGLES MARKETS INC CLASS A CL A 457030104 940 90,090 X 90,090
INGLES MKTS INC CL A CL A 457030104 5 471 X 471
INSURANCE AUTO AUCTIONS INC COM 457875102 429 25,400 X 25,400
INTEGRATED DEVICE TECHNOLOGY COM 458118106 455 11,482 X 11,482
INTEGRATED DEVICE TECH INC COM 458118106 151 3,816 X 3,816
INTEL CORP COM 458140100 150,843 1,143,292 X 1,143,292
INTEL CORP COM COM 458140100 541 4,100 X 4,100
INTEL CORP COM COM 458140100 2,073 15,711 X 15,711
INTEL CORP CALIF COM COM 458140100 133,330 1,010,560 X 1,010,560
INTERFACE INC CL A 458665106 34 7,900 X 7,900
INTERFACE INC CL A CL A 458665106 12 2,767 X 2,767
INTERDIGITAL COMM CORP COM 45866A105 168 6,733 X 6,733
INTERDIGITAL COMMUNICATIONS COM 45866A105 55 2,200 X 2,200
INTERIM SVCS INC COM 45868P100 142 7,635 X 7,635
INTERIM SVCS INC COM 45868P100 795 42,852 X 42,852
INTERMEDIA COMMUNICATIONS INC COM 458801107 316 6,546 X 6,546
INTERMEDIA COMMUNICATIONS COM 458801107 94 1,942 X 1,942
INTERNATIONAL BUSINESS MACHS COM 459200101 72,789 616,852 X 616,852
IBM CORP COM COM 459200101 260 2,200 X 2,200
IBM CORP COM COM 459200101 1,000 8,476 X 8,476
IBM CORP COM COM 459200101 63,820 540,847 X 540,847
INTERNATIONAL FLAVOURS COM 459506101 1,250 35,650 X 35,650
INTL FLAVORS & FRAGRANCES INC COM COM 459506101 17 494 X 494
INTL FLAVORS & FRAGRANCES INC COM 459506101 793 22,611 X 22,611
INTERNATIONAL PAPER CO COM 460146103 6,019 140,796 X 140,796
INTL PAPER COM COM 460146103 83 1,947 X 1,947
INTERNATIONAL PAPER CO COM COM 460146103 4,908 114,811 X 114,811
INTERNATIONAL RECTIFIER CORP COM 460254105 260 6,817 X 6,817
INTERNATIONAL RECTIFIER CORP COM 460254105 76 1,995 X 1,995
INTERPUBLIC GROUP COS INC COM 460690100 4,593 97,211 X 97,211
INTERPUBLIC GROUP COS INC COM COM 460690100 62 1,319 X 1,319
INTERPUBLIC GROUP COS INC COM COM 460690100 3,449 72,993 X 72,993
IOMEGA CORP COM 462030107 144 37,810 X 37,810
IOMEGA CORP COM COM 462030107 40 10,428 X 10,428
IRON MTN INC PA COM 462846106 157 4,604 X 4,604
IRON MTN INC PA COM COM 462846106 45 1,322 X 1,322
JEFFERSON PILOT CORP COM 475070108 2,441 36,668 X 36,668
JEFFERSON PILOT CORP COM COM 475070108 33 492 X 492
JEFFERSON PILOT CORP COM COM 475070108 1,959 29,435 X 29,435
JOHNSON + JOHNSON COM 478160104 33,450 476,150 X 476,150
JOHNSON & JOHNSON COM COM 478160104 148 2,100 X 2,100
JOHNSON & JOHNSON COM COM 478160104 459 6,539 X 6,539
JOHNSON & JOHNSON COM COM 478160104 29,416 418,738 X 418,738
JOHNSON CTLS INC COM 478366107 1,619 29,948 X 29,948
JOHNSON CONTROLS INC COM COM 478366107 22 401 X 401
JOHNSON CTLS INC COM COM 478366107 2,242 41,470 X 41,470
JONES PHARMA INC COM 480236108 226 7,442 X 7,442
JONES PHARMA INC COM 480236108 66 2,173 X 2,173
JOSTENS INC COM 481088102 383 15,694 X 15,694
JOSTENS INC COM COM 481088102 4 156 X 156
JOSTENS INC COM 481088102 186 7,634 X 7,634
KLA TENCOR CORP COM 482480100 5,279 62,660 X 62,660
KLA-TENCOR CORPORATION COM COM 482480100 71 844 X 844
KLA TENCOR CORP COM 482480100 4,727 56,108 X 56,108
K MART CORP COM 482584109 1,582 163,331 X 163,331
K MART CORP COM COM 482584109 40 4,100 X 4,100
K MART CORP COM COM 482584109 22 2,321 X 2,321
K MART CORP COM COM 482584109 1,959 202,209 X 202,209
KANSAS CITY SOUTHN INDS INC COM 485170104 3,291 38,300 X 38,300
KANSAS CITY SOUTHERN INDS COM COM 485170104 45 519 X 519
KANSAS CITY SOUTHN INDS INC COM 485170104 2,675 31,126 X 31,126
KAUFMAN + BROAD HOME CORP COM 486168107 491 22,894 X 22,894
KAUFMAN & BROAD HOME CORP COM COM 486168107 5 224 X 224
KAUFMAN & BROAD HOME CORP COM COM 486168107 218 10,152 X 10,152
KELLOGG CO COM 487836108 3,559 138,223 X 138,223
KELLOGG CO COM COM 487836108 49 1,906 X 1,906
KELLOGG CO COM COM 487836108 2,763 107,292 X 107,292
KEMET CORP COM 488360108 334 5,278 X 5,278
KEMET CORP COM COM 488360108 103 1,625 X 1,625
KERR MCGEE CORP COM 492386107 1,871 32,394 X 32,394
KERR MCGEE CORP COM COM 492386107 40 700 X 700
KERR MCGEE CORP COM COM 492386107 23 406 X 406
KERR MCGEE CORP COM 492386107 1,554 26,916 X 26,916
KEY ENERGY SVCS INC COM 492914106 120 10,400 X 10,400
KEY ENERGY SERVICES INC COM COM 492914106 35 3,000 X 3,000
KEYCORP NEW COM 493267108 2,875 151,322 X 151,322
KEYCORP COM COM 493267108 40 2,103 X 2,103
KEYCORP NEW COM COM 493267108 2,307 121,440 X 121,440
KIMBERLY CLARK CORP COM 494368103 10,700 190,863 X 190,863
KIMBERLY CLARK CORP COM COM 494368103 67 1,200 X 1,200
KIMBERLY CLARK CORP COM COM 494368103 143 2,559 X 2,559
KIMBERLY CLARK CORP COM COM 494368103 9,279 165,510 X 165,510
KNIGHT RIDDER INC COM 499040103 1,520 29,649 X 29,649
KNIGHT RIDDER INC COM COM 499040103 41 800 X 800
KNIGHT RIDDER INC COM COM 499040103 20 394 X 394
KNIGHT RIDDER INC COM 499040103 2,748 53,620 X 53,620
KOHLS CORP COM 500255104 5,779 56,383 X 56,383
KOHLS CORP COM COM 500255104 157 1,532 X 1,532
KOHLS CORP COM COM 500255104 4,435 43,266 X 43,266
KOMAG INC COM 500453105 31 8,226 X 8,226
KOMAG INC COM COM 500453105 10 2,516 X 2,516
KOPIN CORP COM 500600101 279 4,058 X 4,058
KOPIN CORP COM 500600101 1,877 27,299 X 27,299
KOREA TELECOM SPONSORE50063P103 773 17,650 X 17,650
KROGER CO COM 501044101 4,968 282,910 X 282,910
KROGER INC COM 501044101 213 12,140 X 12,140
KROGER CO COM COM 501044101 256,101 14,582,668 X 14,582,668
KROGER CO COM COM 501044101 3,840 218,653 X 218,653
KULICKE + SOFFA INDS INC COM 501242101 209 3,263 X 3,263
KULICKE & SOFFA INDS INC COM 501242101 67 1,044 X 1,044
LTV CORP NEW COM 501921100 45 12,564 X 12,564
LTV CORP COM COM 501921100 2,052 576,217 X 576,217
LTV CORP NEW COM COM 501921100 12 3,500 X 3,500
LSI LOGIC CORP COM 502161102 7,368 101,450 X 101,450
LSI LOGIC CORP COM COM 502161102 44 600 X 600
LSI LOGIC CORP COM COM 502161102 102 1,398 X 1,398
LSI LOGIC CORP COM COM 502161102 5,933 81,688 X 81,688
LTX CORP COM 502392103 281 6,210 X 6,210
LTX CORP COM 502392103 77 1,699 X 1,699
LABORATORY CORP AMER HLDGS COM 50540R102 45 10,478 X 10,478
LABORATORY CORP AMER HLDGS COM COM 50540R102 814 191,510 X 191,510
LAM RESH CORP COM 512807108 730 16,194 X 16,194
LAM RESH CORP COM COM 512807108 221 4,905 X 4,905
LATTICE SEMICONDUCTOR CORP COM 518415104 418 6,172 X 6,172
LATTICE SEMICONDUCTOR CORP COM COM 518415104 131 1,932 X 1,932
LEAP WIRELESS INTL INC COM 521863100 289 2,928 X 2,928
LEAP WIRELESS INTL INC COM COM 521863100 87 886 X 886
LEE ENTERPRISES INC COM 523768109 164 6,281 X 6,281
LEE ENTERPRISES INC COM COM 523768109 47 1,783 X 1,783
LEGGETT + PLATT INC COM 524660107 1,392 64,746 X 64,746
LEGGETT & PLATT COM 524660107 20 923 X 923
LEGGETT & PLATT INC COM COM 524660107 833 38,741 X 38,741
LEHMAN BROTHERS HLDGS INC COM 524908100 4,061 41,870 X 41,870
LEHMAN BROTHER COMMO COM 524908100 39 400 X 400
LEHMAN BROS HLDGS INC COM COM 524908100 3,320 34,223 X 34,223
LENNAR CORP COM 526057104 131 6,020 X 6,020
LENNAR CORP COM 526057104 182 8,400 X 8,400
LENNAR CORP COM COM 526057104 42 1,919 X 1,919
LEXMARK INTL GROUP INC CL A 529771107 4,652 43,992 X 43,992
LEXMARK INTERNATIONAL GROUP INC- CL CL A 529771107 180 1,700 X 1,700
LEXMARK INTL GROUP INC CL A CL A 529771107 3,561 33,670 X 33,670
LILLY ELI + CO COM 532457108 23,358 372,984 X 372,984
ELI LILLY COM COM 532457108 75 1,200 X 1,200
ELI LILLY COM COM 532457108 321 5,128 X 5,128
LILLY ELI & CO COM COM 532457108 20,465 326,788 X 326,788
LIMITED INC COM 532716107 3,079 73,100 X 73,100
LIMITED INC COM COM 532716107 43 1,009 X 1,009
LIMITED INC COM COM 532716107 3,976 94,394 X 94,394
LINCOLN NATL CORP IN COM 534187109 2,226 66,453 X 66,453
LINCOLN NATL CORP IND COM COM 534187109 37 1,100 X 1,100
LINCOLN NATL CORP IND COM COM 534187109 31 919 X 919
LINCOLN NATL CORP IND COM COM 534187109 1,830 54,617 X 54,617
LINEAR TECHNOLOGY CORP COM 535678106 5,853 106,425 X 106,425
LIZ CLAIBORNE INC COM 539320101 917 20,020 X 20,020
LIZ CLAIBORNE INC COM COM 539320101 13 278 X 278
LIZ CLAIBORNE INC COM COM 539320101 656 14,319 X 14,319
LOCKHEED MARTIN CORP COM 539830109 2,722 133,204 X 133,204
LOCKHEED MARTIN CORP COM COM 539830109 2,231 109,145 X 109,145
LOEWS CORP COM 540424108 1,860 37,195 X 37,195
LOEWS CORP COM COM 540424108 25 498 X 498
LOEWS CORP COM COM 540424108 1,484 29,684 X 29,684
LONE STAR TECHNOLOGIES INC COM 542312103 157 3,375 X 3,375
LONE STAR TECHNOLOGIES INC COM 542312103 49 1,042 X 1,042
LONGS DRUG STORES CORP COM 543162101 300 13,200 X 13,200
LONGS DRUG STORES CORP COM COM 543162101 4 184 X 184
LONGS DRUG STORES CORP COM COM 543162101 724 31,804 X 31,804
LOUISIANA PAC CORP COM 546347105 455 32,821 X 32,821
LOUISIANA PAC CORP COM COM 546347105 305 21,987 X 21,987
LOWES COS INC COM 548661107 7,630 130,714 X 130,714
LOWES COS INC COM COM 548661107 105 1,797 X 1,797
LOWES COS INC COM COM 548661107 6,117 104,785 X 104,785
LUCENT TECHNOLOGIES INC COM 549463107 66,809 1,090,756 X 1,090,756
LUCENT TECHNOLOGIES INC COM 549463107 233 3,800 X 3,800
LUCENT TECHNOLOGIES INC COM COM 549463107 58,120 948,904 X 948,904
MBIA INC COM 55262C100 1,772 34,030 X 34,030
MBIA INC COM 55262C100 24 468 X 468
MBIA INC COM COM 55262C100 1,534 29,457 X 29,457
MBNA CORP COM 55262L100 6,993 274,252 X 274,252
MBNA CORP COM COM 55262L100 96 3,770 X 3,770
MBNA CORP COM COM 55262L100 5,386 211,215 X 211,215
MCI WORLDCOM INC COM 55268B106 44,011 971,283 X 971,283
MCI WORLDCOM INC COM CHG F COM 55268B106 163 3,600 X 3,600
MCI WORLDCOM INC COM CHG F COM 55268B106 605 13,347 X 13,347
MCI WORLDCOM INC COM COM 55268B106 40,265 888,612 X 888,612
MDU RES GROUP INC COM 552690109 167 8,039 X 8,039
MDU RESOURCES GROUP INC COM 552690109 45 2,192 X 2,192
MGC COMMUNICATIONS INC COM 552763302 171 2,398 X 2,398
MGC COMMUNICATIONS INC COM COM 552763302 50 700 X 700
MGIC INVT CORP WIS COM 552848103 1,539 35,285 X 35,285
MGIC INVT CORP WIS COM 552848103 35 800 X 800
MGIC INVT CORP WIS COM 552848103 22 497 X 497
MGIC INVT CORP WIS COM COM 552848103 2,448 56,120 X 56,120
MRV COMMUNICATIONS INC COM 553477100 295 3,220 X 3,220
MRV COMMUNICATIONS INC CALIF COM 553477100 105 1,147 X 1,147
MACROVISION CORP COM 555904101 309 3,592 X 3,592
MACROVISION CORP COM COM 555904101 99 1,154 X 1,154
MAIL COM INC CL A COM CL A 560311102 914 53,000 X 53,000
MALLINCKRODT INC NEW COM 561232109 690 24,000 X 24,000
MALLINCKRODT INC COM 561232109 167 5,800 X 5,800
MALLINCKRODT INC COM CHGED COM 561232109 43 1,500 X 1,500
MALLINCKRODT INC COM CHGED COM 561232109 9 327 X 327
MALLINCKRODT INC NEW COM 561232109 1,239 43,089 X 43,089
MANOR CARE INC NEW COM 564055101 456 33,800 X 33,800
MANOR CARE INC CUSIP COM 564055101 7 484 X 484
MANOR CARE INC NEW COM COM 564055101 242 17,897 X 17,897
MARCUS CORP COM 566330106 31 2,400 X 2,400
MARCUS CORP COM 566330106 246 18,993 X 18,993
MARIMBA INC COM COM 56781Q109 662 15,000 X 15,000
MARINE DRILLING COS INC COM PAR 568240204 219 7,987 X 7,987
MARINE DRILLING COS INC COM PAR 568240204 61 2,215 X 2,215
MARSH + MCLENNAN COS INC COM 571748102 10,071 91,298 X 91,298
MARSH & MCLENNAN COS INC COM COM 571748102 138 1,254 X 1,254
MARSH & MCLENNAN COS INC COM COM 571748102 8,624 78,178 X 78,178
MARRIOTT INTL INC NEW CL A 571903202 2,655 84,282 X 84,282
MARRIOTT INTL INC NEW CL A CL A 571903202 2,107 66,882 X 66,882
MASCO CORP COM 574599106 3,131 152,755 X 152,755
MASCO CORP COM COM 574599106 43 2,102 X 2,102
MASCO CORP COM COM 574599106 2,476 120,795 X 120,795
MASTEC INC COM 576323109 242 2,717 X 2,717
MASTEC INC COM 576323109 72 811 X 811
MATTEL INC COM 577081102 1,470 139,985 X 139,985
MATTEL INC COM COM 577081102 21 1,978 X 1,978
MATTEL INC COM COM 577081102 1,182 112,555 X 112,555
MAXTOR CORP COM NEW 577729205 136 10,538 X 10,538
MAXTOR CORP COM NEW COM NEW 577729205 41 3,170 X 3,170
MAY DEPT STORES CO COM 577778103 3,273 114,850 X 114,850
MAY DEPT STORES CO COM COM 577778103 45 1,571 X 1,571
MAY DEPT STORES CO COM COM 577778103 3,577 125,515 X 125,515
MAYTAG CORP COM 578592107 956 28,853 X 28,853
MAYTAG CORP COM COM 578592107 36 1,100 X 1,100
MAYTAG CORP COM COM 578592107 13 397 X 397
MAYTAG CORP COM COM 578592107 1,763 53,223 X 53,223
MCDERMOTT INTL INC COM 580037109 183 19,900 X 19,900
MCDERMOTT INTL INC COM COM 580037109 320 34,837 X 34,837
MCDONALDS CORP COM 580135101 17,285 462,469 X 462,469
MCDONALDS CORP COM COM 580135101 67 1,800 X 1,800
MCDONALDS CORP COM COM 580135101 238 6,367 X 6,367
MCDONALDS CORP COM COM 580135101 15,808 422,959 X 422,959
MCGRAW HILL COS INC COM 580645109 3,090 67,922 X 67,922
MCGRAW-HILL INC COM COM 580645109 42 922 X 922
MCGRAW HILL COS INC COM COM 580645109 2,476 54,410 X 54,410
MCKESSON HBOC INC COM 58155Q103 1,947 92,734 X 92,734
MCKESSON HBOC INC COM COM 58155Q103 1,592 75,798 X 75,798
MEAD CORP COM 582834107 1,230 35,200 X 35,200
MEAD CORP COM COM 582834107 17 482 X 482
MEAD CORP COM COM 582834107 755 21,600 X 21,600
MEDIAONE GROUP INC COM 58440J104 16,963 209,420 X 209,420
MEDIAONE GROUP INC COM CHG F COM 58440J104 73 900 X 900
MEDIAONE GROUP INC COM COM 58440J104 15,365 189,686 X 189,686
MEDTRONIC INC COM 585055106 21,078 409,786 X 409,786
MEDTRONIC INC COM COM 585055106 77 1,500 X 1,500
MEDTRONIC INC COM COM 585055106 289 5,620 X 5,620
MEDTRONIC INC COM COM 585055106 18,307 355,906 X 355,906
MELLON FINL CORP COM 58551A108 5,171 173,823 X 173,823
MELLON FINANCIAL CORP CUSIP COM 58551A108 71 2,391 X 2,391
MELLON FINL CORP COM COM 58551A108 4,107 138,063 X 138,063
MENTOR CORP MINN COM 587188103 70 2,605 X 2,605
MENTOR CORP MINN COM COM 587188103 793 29,375 X 29,375
MENTOR GRAPHICS CORP COM 587200106 127 8,411 X 8,411
MENTOR GRAPHICS CORP COM COM 587200106 41 2,702 X 2,702
MERCK + CO INC COM 589331107 49,692 799,867 X 799,867
MERCK & CO INC COM COM 589331107 149 2,400 X 2,400
MERCK & CO INC COM COM 589331107 683 10,991 X 10,991
MERCK & CO INC COM COM 589331107 43,499 700,181 X 700,181
MERCURY INTERACTIVE CORP COM 589405109 825 10,411 X 10,411
MERCURY INTERACTIVE CORP COM 589405109 252 3,180 X 3,180
MEREDITH CORP COM 589433101 487 17,600 X 17,600
MEREDITH CORP COM COM 589433101 7 242 X 242
MEREDITH CORP COM COM 589433101 453 16,359 X 16,359
MERISEL INC COM 589849108 18 10,667 X 10,667
MERISEL INC COM 589849108 8 4,508 X 4,508
MERRILL LYNCH + CO INC COM 590188108 13,319 126,844 X 126,844
MERRILL LYNCH & CO INC COM COM 590188108 74 700 X 700
MERRILL LYNCH & CO INC COM COM 590188108 183 1,743 X 1,743
MERRILL LYNCH & CO INC COM 590188108 12,093 115,175 X 115,175
METHODE ELECTRS INC CL A 591520200 247 4,889 X 4,889
METHODE ELECTRS INC CL A COM CL A 591520200 81 1,600 X 1,600
METRIS COS INC COM 591598107 208 5,360 X 5,360
METRIS COS INC COM 591598107 1,654 42,534 X 42,534
METROMEDIA INTER. GRP INC COM 591695101 37 6,495 X 6,495
METROMEDIA INTL GROUP INC COM COM 591695101 22 3,886 X 3,886
METTLER TOLEDO INTL INC COM 592688105 218 5,332 X 5,332
METTLER-TOLEDO INTL INC COM 592688105 71 1,741 X 1,741
MICHAELS STORES INC COM 594087108 162 3,966 X 3,966
MICHAELS STORES INC COM COM 594087108 54 1,337 X 1,337
MICREL INC COM 594793101 381 3,966 X 3,966
MICREL INC COM 594793101 115 1,196 X 1,196
MICROSOFT CORP COM 594918104 189,242 1,781,103 X 1,781,103
MICROSOFT CORP COM COM 594918104 669 6,300 X 6,300
MICROSOFT CORP COM COM 594918104 2,248 21,161 X 21,161
MICROSOFT CORP COM COM 594918104 166,716 1,569,094 X 1,569,094
MICROSTRATEGY INC CL A 594972101 912 10,470 X 10,470
MICROSTRATEGY INC CL A CL A 594972101 278 3,197 X 3,197
MICROMUSE INC COM 595094103 398 2,870 X 2,870
MICROMUSE INC COM 595094103 120 868 X 868
MICRON TECHNOLOGY INC COM 595112103 11,652 92,474 X 92,474
MICRON TECHNOLOGY INC COM COM 595112103 160 1,268 X 1,268
MICRON TECHNOLOGY INC COM COM 595112103 9,313 73,913 X 73,913
MILACRON INC COM 598709103 258 17,900 X 17,900
MILACRON INC COM 598709103 40 2,800 X 2,800
MILACRON INC COM 598709103 3 174 X 174
MILACRON INC COM COM 598709103 704 48,768 X 48,768
MILLENNIUM PHARMACEUTICALS COM 599902103 650 5,007 X 5,007
MILLENNIUM PHARMACEUTICALS INC COM 599902103 200 1,538 X 1,538
MILLENIUM CHEMICALS INC COM 599903101 667 33,350 X 33,350
MILLIPORE CORP COM 601073109 925 16,396 X 16,396
MILLIPORE CORP COM COM 601073109 40 700 X 700
MILLIPORE CORP COM COM 601073109 12 212 X 212
MILLIPORE CORP COM COM 601073109 730 12,942 X 12,942
MINNESOTA MNG + MFG CO COM 604059105 12,139 137,068 X 137,068
MINNESOTA MNG & MFG CO COM COM 604059105 62 700 X 700
MINNESOTA MNG & MFG CO COM COM 604059105 167 1,887 X 1,887
MINNESOTA MNG & MFG CO COM COM 604059105 11,090 125,224 X 125,224
MIRAGE RESORTS INC COM 60462E104 1,261 65,100 X 65,100
MIRAGE RESORTS INC COM COM 60462E104 18 908 X 908
MIRAGE RESORTS INC COM COM 60462E104 1,077 55,599 X 55,599
MOLEX INC COM 608554101 3,984 67,821 X 67,821
MOLEX INC COM 608554101 54 921 X 921
MOLEX INC COM COM 608554101 3,218 54,782 X 54,782
MONSANTO CO COM COM 611662107 9,429 183,082 X 183,082
MONY GROUP INC COM 615337102 213 6,604 X 6,604
MONY GROUP INC COM COM 615337102 77 2,387 X 2,387
MORGAN J P + CO INC COM 616880100 7,803 59,228 X 59,228
MORGAN J P & CO INC COM COM 616880100 40 300 X 300
MORGAN J P & CO INC COM COM 616880100 107 814 X 814
MORGAN J P & CO INC COM COM 616880100 6,842 51,930 X 51,930
MORGAN STANLEY DEAN WITTER+CO COM NEW 617446448 32,313 389,897 X 389,897
MORGAN ST DEAN WITTER DISCOV COM NEW 617446448 66 800 X 800
MORGAN ST DEAN WITTER DISCOV COM NEW 617446448 434 5,238 X 5,238
MORGAN STANLEY DEAN WTTER & CO COM NEW 617446448 29,920 361,031 X 361,031
MOTOROLA INC COM 620076109 35,431 242,675 X 242,675
MOTOROLA INC COM COM 620076109 146 1,000 X 1,000
MOTOROLA INC COM COM 620076109 418 2,864 X 2,864
MOTOROLA INC COM COM 620076109 31,365 214,831 X 214,831
NCR CORP NEW COM 62886E108 1,304 32,500 X 32,500
NCR CORP COM 62886E108 36 900 X 900
NCR CORP NEW COM 62886E108 996 24,816 X 24,816
NABISCO GROUP HLDG CORP COM 62952P102 1,340 111,100 X 111,100
NABISCO GROUP HOLDINGS CHG F COM 62952P102 30 2,500 X 2,500
NABISCO GROUP HOLDINGS CHG F COM 62952P102 18 1,533 X 1,533
NABISCO GROUP HLDG CORP COM COM 62952P102 818 67,798 X 67,798
NACCO INDS INC CL A 629579103 197 4,117 X 4,117
NACCO INDS INC CL A COM CL A 629579103 2 38 X 38
NACCO INDS INC CL A CL A 629579103 583 12,167 X 12,167
NATIONAL CITY CORP COM 635405103 4,352 211,005 X 211,005
NATL CITY CORP COM COM 635405103 60 2,899 X 2,899
NATIONAL CITY CORP COM COM 635405103 4,227 204,959 X 204,959
NATIONAL COMPUTER SYS INC COM 635519101 219 4,306 X 4,306
NATIONAL COMPUTER SYS INC COM COM 635519101 63 1,236 X 1,236
NATIONAL INSTRS CORP COM 636518102 153 3,260 X 3,260
NATIONAL INSTRS CORP COM COM 636518102 49 1,037 X 1,037
NATIONAL OILWELL INC COM 637071101 211 6,836 X 6,836
NATIONAL-OILWELL INC COM 637071101 71 2,284 X 2,284
NATIONAL R V HLDGS INC COM 637277104 15 955 X 955
NATIONAL R V HLDGS INC COM 637277104 302 19,129 X 19,129
NATIONAL SEMICONDUCTOR CORP COM 637640103 3,596 59,191 X 59,191
NATL SEMICONDUCTOR CORP COM COM 637640103 43 700 X 700
NATL SEMICONDUCTOR CORP COM COM 637640103 49 806 X 806
NATIONAL SEMICONDUCTOR CORP COM 637640103 2,876 47,345 X 47,345
NATIONAL SVC INDS INC COM 637657107 293 13,905 X 13,905
NATL SVCS INDS INC COM COM 637657107 4 191 X 191
NATIONAL SVC INDS INC COM COM 637657107 626 29,720 X 29,720
NATURAL MICROSYSTEMS CORP COM COM 638882100 2,487 29,000 X 29,000
NAUTICA ENTERPRISES INC COM 639089101 46 3,914 X 3,914
NAUTICA ENTERPRISES INC COM COM 639089101 459 39,100 X 39,100
NAVISTAR INTL CORP INC COM 63934E108 866 21,573 X 21,573
NAVISTAR INTL CORP COM COM 63934E108 40 1,000 X 1,000
NAVISTAR INTL CORP COM COM 63934E108 12 299 X 299
NAVISTAR INTL CORP NEW COM COM 63934E108 533 13,273 X 13,273
NETSOLVE INC COM COM 64115J106 1,226 38,016 X 38,016
NETWORK APPLIANCE INC COM 64120L104 8,658 104,628 X 104,628
NETWORK APPLIANCE INC COM COM 64120L104 6,584 79,562 X 79,562
NEW CENTY ENERGIES INC COM 64352U103 1,193 39,700 X 39,700
NEW CENTURY ENERGIES INC COM COM 64352U103 725 24,101 X 24,101
NEW YORK TIMES CO CL A 650111107 2,567 59,786 X 59,786
NEW YORK TIMES CO CL A CL A 650111107 35 805 X 805
NEW YORK TIMES CO CL A CL A 650111107 2,053 47,820 X 47,820
NEWELL RUBBERMAID INC COM 651229106 2,384 96,096 X 96,096
NEWELL RUBBERMAID INC COM CHG F COM 651229106 33 1,326 X 1,326
NEWELL RUBBERMAID INC COM 651229106 1,920 77,396 X 77,396
NEWFIELD EXPL CO COM 651290108 185 5,249 X 5,249
NEWFIELD EXPL CO COM COM 651290108 70 1,974 X 1,974
NEWMONT MNG CORP COM 651639106 1,286 57,294 X 57,294
NEWMONT MINING CORP COM COM 651639106 18 788 X 788
NEWMONT MNG CORP COM COM 651639106 852 37,951 X 37,951
NEWPARK RES INC COM PAR 651718504 92 11,561 X 11,561
NEWPARK RES INC PAR $0.01 NEW COM PAR 651718504 19 2,400 X 2,400
NEWS CORP LTD ADR NEW 652487703 6,229 110,739 X 110,739
NEXTEL COMMUNICATIONS INC CL A 65332V103 18,557 125,173 X 125,173
NEXTEL COMMUNICATIONS INC-A CL A 65332V103 296 2,000 X 2,000
NEXTEL COMMUNICATIONS INC COM CL A 65332V103 74 500 X 500
NEXTEL COMMUNICATIONS INC CL A CL A 65332V103 16,123 108,757 X 108,757
NIAGARA MOHAWK HLDGS INC COM 653520106 833 61,700 X 61,700
NIAGARA MOHAWK HLDGS INC COM OLD C COM 653520106 12 880 X 880
NIAGARA MOHAWK HLDGS INC COM COM 653520106 978 72,436 X 72,436
NICOR INC COM 654086107 537 16,300 X 16,300
NICOR INC COM COM 654086107 7 221 X 221
NICOR INC COM COM 654086107 482 14,628 X 14,628
NIKE INC CL B 654106103 3,701 93,411 X 93,411
NIKE INC CL B COM CL B 654106103 52 1,316 X 1,316
NIKE INC CL B COM CL B 654106103 3,037 76,643 X 76,643
NORDSTROM INC COM 655664100 1,397 47,351 X 47,351
NORDSTROM INC COM COM 655664100 19 651 X 651
NORDSTROM INC WASH COM COM 655664100 794 26,927 X 26,927
NORFOLK SOUTHN CORP COM 655844108 1,819 127,661 X 127,661
NORFOLK SOUTHERN CORP COM COM 655844108 25 1,789 X 1,789
NORFOLK SOUTHN CORP COM COM 655844108 1,476 103,588 X 103,588
NORTEL NETWORKS CORP COM 656569100 62,310 494,035 X 494,035
NORTEL NETWORKS CORP. OLD C COM 656569100 214 1,700 X 1,700
NORTEL NETWORKS CORP. OLD C COM 656569100 792 6,280 X 6,280
NORTEL NETWORKS CORP COM COM 656569100 54,425 431,516 X 431,516
NORTHERN STS PWR CO MN COM 665772109 998 50,235 X 50,235
NORTHERN STATES PWR CO (MINN) COM COM 665772109 14 727 X 727
NORTHERN STS PWR CO MINN COM COM 665772109 868 43,661 X 43,661
NORTHERN TRUST CORP COM 665859104 5,198 76,941 X 76,941
NORTHERN TRUST CORP COM COM 665859104 71 1,046 X 1,046
NORTHERN TR CORP COM COM 665859104 4,186 61,963 X 61,963
NORTHROP GRUMMAN CORP COM 666807102 1,310 24,741 X 24,741
NORTHROP GRUMMAN CORP COM 666807102 106 2,000 X 2,000
NORTHROP GRUMMAN CORP COM COM 666807102 37 700 X 700
NORTHROP GRUMMAN CORP COM COM 666807102 17 326 X 326
NORTHROP GRUMMAN CORP COM COM 666807102 2,065 39,004 X 39,004
NOVELL INC COM 670006105 3,160 110,396 X 110,396
NOVELL INC COM COM 670006105 46 1,600 X 1,600
NOVELL INC COM COM 670006105 45 1,566 X 1,566
NOVELL INC COM 670006105 2,567 89,667 X 89,667
NUCOR CORP COM 670346105 1,510 30,200 X 30,200
NUCOR CORP COM COM 670346105 21 410 X 410
NUCOR CORP COM 670346105 1,206 24,121 X 24,121
NVEST LP UNIT LTD67065F107 2,301 140,000 X 140,000
NVIDIA CORP COM 67066G104 189 2,236 X 2,236
NVIDIA CORP COM COM 67066G104 80 942 X 942
OCCIDENTAL PETE CORP COM 674599105 2,539 122,368 X 122,368
OCCIDENTAL PETROLEUM CORP COM COM 674599105 39 1,900 X 1,900
OCCIDENTAL PETROLEUM CORP COM COM 674599105 36 1,728 X 1,728
OCCIDENTAL PETE CORP COM COM 674599105 2,050 98,803 X 98,803
OCEANFIRST FINL CORP COM 675234108 27 1,744 X 1,744
OCEANFIRST FINL CORP COM 675234108 857 54,634 X 54,634
OFFICE DEPOT INC COM 676220106 1,247 107,864 X 107,864
OFFICE DEPOT INC COM 676220106 18 1,547 X 1,547
OFFICE DEPOT INC COM COM 676220106 1,893 163,742 X 163,742
OFFICE MAX INC COM 67622M108 99 15,165 X 15,165
OFFICEMAX INC COM 67622M108 26 4,000 X 4,000
OHIO CAS CORP COM 677240103 159 8,921 X 8,921
OHIO CAS CORP COM 677240103 46 2,572 X 2,572
OLD KENT FINL CORP COM 679833103 1,309 40,920 X 40,920
OLD KENT FINANCIAL CORP COM COM 679833103 18 553 X 553
OLD KENT FINL CORP COM 679833103 801 25,016 X 25,016
OMNICOM GROUP COM 681919106 5,674 60,605 X 60,605
OMNICOM GROUP INC COMMO COM 681919106 78 834 X 834
OMNICOM GROUP INC COM COM 681919106 4,738 50,601 X 50,601
ONE VY BANCORP WEST VA INC COM 682419106 163 4,697 X 4,697
ONE VALLEY BANCORP INC COM 682419106 52 1,512 X 1,512
ONEOK INC NEW COM 682680103 373 14,930 X 14,930
ONEOK INC COM COM 682680103 4 149 X 149
ONEOK INC NEW COM COM 682680103 208 8,315 X 8,315
ORACLE CORP COM 68389X105 75,371 965,529 X 965,529
ORACLE CORP COM COM 68389X105 265 3,400 X 3,400
ORACLE CORP COM COM 68389X105 1,045 13,388 X 13,388
ORACLE CORPORATION COM COM 68389X105 66,537 852,363 X 852,363
OUTBACK STEAKHOUSE INC COM COM 689899102 1,058 33,000 X 33,000
OWENS + MINOR INC NEW COM 690732102 44 4,111 X 4,111
OWENS & MINOR INC NEW COM 690732102 518 48,742 X 48,742
OWENS CORNING COM 69073F103 312 16,111 X 16,111
OWENS CORNING COM COM 69073F103 251 12,953 X 12,953
OWENS ILL INC COM NEW 690768403 866 51,304 X 51,304
OWENS ILL INC NEW COM NEW 690768403 730 43,273 X 43,273
P COM INC COM 693262107 164 8,878 X 8,878
P COM INC COM COM 693262107 46 2,470 X 2,470
PECO ENERGY CO COM 693304107 2,325 63,056 X 63,056
PECO ENERGY CO COM 693304107 146 3,970 X 3,970
P E C O ENERGY CO COM COM 693304107 33 900 X 900
P E C O ENERGY CO COM COM 693304107 32 873 X 873
PECO ENERGY CO COM COM 693304107 1,917 51,982 X 51,982
PG+E CORP COM 69331C108 2,707 128,925 X 128,925
P G & E CORP COM COM 69331C108 38 1,805 X 1,805
PG&E CORP COM COM 69331C108 2,146 102,167 X 102,167
PE CORP COM PE B69332S102 6,893 71,430 X 71,430
PE CORP- PE BIOSYSTEMS GROUP CHG F COM PE B69332S102 93 968 X 968
PE CORP COM PE BIOSYS GROUP COM PE B69332S102 7,883 81,684 X 81,684
PE CORP CELERA G69332S201 653 7,090 X 7,090
PE CORP COM CELERA GENOMICS CELERA G69332S201 200 2,168 X 2,168
PNC FINL SVCS GROUP INC COM 693475105 4,592 101,895 X 101,895
PNC FINL CORP COM COM 693475105 36 800 X 800
PNC FINL CORP COM COM 693475105 62 1,382 X 1,382
PNC FINANCIAL SERVICES GROUP COM 693475105 4,271 94,779 X 94,779
PPG INDS INC COM 693506107 3,096 59,184 X 59,184
PPG INDS INC COM COM 693506107 43 817 X 817
PPG INDS INC COM COM 693506107 3,282 62,740 X 62,740
PPL CORP COM 69351T106 1,028 49,104 X 49,104
PPL CORP COM CHANG COM 69351T106 14 675 X 675
PPL CORP COM COM 69351T106 1,421 67,857 X 67,857
PRI AUTOMATION INC COM 69357H106 168 2,741 X 2,741
PRI AUTOMATION INC COM COM 69357H106 54 877 X 877
PSS WORLD MED INC COM 69366A100 60 8,906 X 8,906
PSS WORLD MED UNC COM COM 69366A100 17 2,500 X 2,500
PTEK HLDGS INC COM 69366M104 56 8,438 X 8,438
PTEK HLDGS INC COM COM 69366M104 11 1,600 X 1,600
PACCAR INC COM 693718108 1,371 27,430 X 27,430
PACCAR INC COM COM 693718108 18 368 X 368
PACCAR INC COM 693718108 1,121 22,424 X 22,424
PACTIV CORP COM 695257105 506 58,200 X 58,200
PACTIV CORP COM COM 695257105 402 46,226 X 46,226
PAGING NETWORK INC COM 695542100 31 12,117 X 12,117
PAINE WEBBER GROUP INC COM 695629105 2,142 48,673 X 48,673
PAINE WEBBER GROUP COM COM 695629105 40 900 X 900
PAINE WEBBER GROUP COM COM 695629105 30 671 X 671
PAINE WEBBER GROUP INC COM 695629105 2,816 64,008 X 64,008
PAIRGAIN TECHNOLOGIES INC COM 695934109 166 8,906 X 8,906
PAIRGAIN TECHNOLOGIES INC COM COM 695934109 50 2,684 X 2,684
PALL CORP COM 696429307 900 40,114 X 40,114
PALL CORP COM COM 696429307 13 583 X 583
PALL CORP COM COM 696429307 550 24,528 X 24,528
PARAMETRIC TECHNOLOGY CORP COM 699173100 1,950 92,561 X 92,561
PARAMETRIC TECHNOLOGY CORP COM (REST COM 699173100 27 1,266 X 1,266
PARAMETRIC TECHNOLOGY CORP COM COM 699173100 1,500 71,215 X 71,215
PARKER HANNIFIN CORP COM 701094104 1,599 38,695 X 38,695
PARKER HANNIFIN CORP COM COM 701094104 22 526 X 526
PARKER HANNIFIN CORP COM COM 701094104 1,065 25,769 X 25,769
PAYCHEX INC COM 704326107 4,448 84,933 X 84,933
PAYCHEX INC COM 704326107 61 1,159 X 1,159
PAYCHEX INC COM COM 704326107 3,388 64,680 X 64,680
PAYLESS SHOESOURCE INC COM 704379106 182 3,500 X 3,500
PAYLESS SHOESOURCE INC COM COM 704379106 713 13,725 X 13,725
PCORDER COM INC CL A 70453H107 7 301 X 301
PCORDER COM INC CL A CL A 70453H107 374 16,605 X 16,605
PEGASUS COMMUNICATIONS CORP CL A 705904100 213 1,515 X 1,515
PEGASUS COMMUNICATIONS CORP CL CL A 705904100 63 445 X 445
PENNEY J C INC COM 708160106 1,299 87,356 X 87,356
PENNEY J C INC COM COM 708160106 18 1,223 X 1,223
PENNEY J C INC COM COM 708160106 1,361 91,519 X 91,519
PENNZOIL QUAKER ST CO COM 709323109 117 11,213 X 11,213
PENNZOIL QUAKER ST CO COM COM 709323109 33 3,193 X 3,193
PEOPLES ENERGY CORP COM 711030106 327 11,900 X 11,900
PEOPLES ENERGY CORP COM COM 711030106 5 166 X 166
PEOPLES ENERGY CORP ILL COM COM 711030106 692 25,236 X 25,236
PEOPLESOFT INC COM 712713106 1,831 91,537 X 91,537
PEOPLESOFT INC COM 712713106 23 1,155 X 1,155
PEOPLESOFT INC COM COM 712713106 1,417 70,838 X 70,838
PEP BOYS MANNY MOE + JACK COM 713278109 38 6,347 X 6,347
PEP BOYS MANNY MOE & JACK COM COM 713278109 1 247 X 247
PEP BOYS MANNY MOE & JACK COM COM 713278109 101 17,058 X 17,058
PEPSICO INC COM 713448108 17,396 498,800 X 498,800
PEPSICO INC COM COM 713448108 239 6,845 X 6,845
PEPSICO INC COM COM 713448108 15,273 437,926 X 437,926
PEREGRINE SYS INC COM 71366Q101 475 7,076 X 7,076
PEREGRINE SYS INC COM COM 71366Q101 144 2,149 X 2,149
PERKINELMER INC COM 714046109 1,505 22,639 X 22,639
PERKINELMER INC CUSIP COM 714046109 47 700 X 700
PERKINELMER INC CUSIP COM 714046109 14 217 X 217
PERKLINELMER INC COM COM 714046109 3,750 56,389 X 56,389
PEROT SYS CORP CDT CL A CL A 714265105 700 35,000 X 35,000
PERRIGO CO COM 714290103 64 8,378 X 8,378
PERRIGO CO COM COM 714290103 17 2,200 X 2,200
PETSMART INC COM 716768106 42 13,900 X 13,900
PETSMART INC COM 716768106 22 7,238 X 7,238
PHARMACIA + UPJOHN INC COM 716941109 10,557 177,431 X 177,431
PHARMACIA & UPJOHN INC COM COM 716941109 9,556 160,597 X 160,597
PFIZER INC COM 717081103 48,435 1,324,746 X 1,324,746
PFIZER INC COM COM 717081103 157 4,300 X 4,300
PFIZER INC COM COM 717081103 666 18,204 X 18,204
PFIZER INC COM COM 717081103 43,069 1,177,963 X 1,177,963
PHELPS DODGE CORP COM 717265102 1,360 28,708 X 28,708
PHELPS DODGE CORP COM COM 717265102 18 380 X 380
PHELPS DODGE CORP COM COM 717265102 1,038 21,920 X 21,920
PHILIP MORRIS COS INC COM 718154107 17,066 807,860 X 807,860
PHILIP MORRIS CO COM COM 718154107 63 3,000 X 3,000
PHILIP MORRIS CO COM COM 718154107 235 11,126 X 11,126
PHILIP MORRIS COS INC COM COM 718154107 15,418 729,825 X 729,825
PHILLIPS PETE CO COM 718507106 4,003 86,555 X 86,555
PHILLIPS PETROLEUM CO COM COM 718507106 55 1,191 X 1,191
PHILLIPS PETE CO COM COM 718507106 3,177 68,699 X 68,699
PHYCOR INC COM 71940F100 10 9,561 X 9,561
PHYCOR INC COM COM 71940F100 3 2,900 X 2,900
PIEDMONT NAT GAS INC COM 720186105 115 4,400 X 4,400
PIEDMONT NAT GAS INC COM 720186105 496 19,027 X 19,027
PIER 1 IMPORTS INC COM 720279108 136 13,236 X 13,236
PIER 1 IMPORTS INC COM COM 720279108 41 3,998 X 3,998
PINNACLE HLDGS INC COM 72346N101 200 3,730 X 3,730
PINNACLE HLDGS INC COM COM 72346N101 60 1,122 X 1,122
PINNACLE SYS INC COM 723481107 172 5,184 X 5,184
PINNACLE SYS INC COM COM 723481107 53 1,598 X 1,598
PINNACLE WEST CAP CORP COM 723484101 815 28,900 X 28,900
PINNACLE WEST CAPITAL COM 723484101 135 4,800 X 4,800
PINNACLE WEST CAPITAL CORP COM COM 723484101 11 398 X 398
PINNACLE WEST CAP CORP COM COM 723484101 501 17,791 X 17,791
PIONEER NAT RES CO COM 723787107 132 12,608 X 12,608
PIONEER NAT RES CO COM 723787107 43 4,070 X 4,070
PITNEY BOWES INC COM 724479100 4,108 91,926 X 91,926
PITNEY BOWES INC COM COM 724479100 56 1,247 X 1,247
PITNEY BOWES INC COM COM 724479100 3,125 69,939 X 69,939
PITTSTON BRINKS GROUP COM BRIN725701106 102 6,008 X 6,008
PITTSTON CO BRINKS GROUP COM COM BRIN725701106 1,029 60,537 X 60,537
PLACER DOME INC COM 725906101 899 110,700 X 110,700
PLACER DOME INC COM COM 725906101 12 1,531 X 1,531
PLACER DOME INC COM 725906101 608 74,795 X 74,795
PLANTRONICS INC NEW COM 727493108 211 2,266 X 2,266
PLANTRONICS INC COM 727493108 62 669 X 669
POGO PRODUCING CO COM 730448107 164 5,753 X 5,753
POGO PRODUCING CO COM COM 730448107 46 1,624 X 1,624
POHANG IRON + STEEL LTD SPONSORE730450103 789 28,700 X 28,700
POLARIS INDS INC COM 731068102 92 3,067 X 3,067
POLARIS INDUSTRIES COM 731068102 155 5,130 X 5,130
POLARIS INDS PARTNERS INC COM COM 731068102 27 900 X 900
POLAROID CORP COM 731095105 501 21,096 X 21,096
POLAROID CORP COM COM 731095105 5 209 X 209
POLAROID CORP COM COM 731095105 253 10,644 X 10,644
POLYCOM INC COM 73172K104 230 2,903 X 2,903
POLYCOM INC COM 73172K104 74 929 X 929
POTLATCH CORP COM 737628107 574 13,353 X 13,353
POTLATCH CORP COM COM 737628107 6 136 X 136
POTLATCH CORP COM COM 737628107 409 9,507 X 9,507
POWER INTEGRATIONS COM 739276103 77 3,075 X 3,075
POWER INTEGRATIONS INC COM 739276103 397 15,883 X 15,883
POWERWAVE TECHNOLOGIES INC COM 739363109 248 1,985 X 1,985
POWERWAVE TECHNOLOGIES INC COM COM 739363109 70 563 X 563
POWERTEL INC COM 73936C109 235 3,393 X 3,393
POWERTEL INC COM COM 73936C109 70 1,009 X 1,009
PRAXAIR INC COM 74005P104 2,259 54,278 X 54,278
PRAXAIR INC COM COM 74005P104 31 747 X 747
PRAXAIR INC COM COM 74005P104 1,867 44,842 X 44,842
PRICE T ROWE + ASSOC INC COM 741477103 1,602 40,546 X 40,546
T. ROWE PRICE ASSOCIATES COM 741477103 22 562 X 562
PRICE T ROWE & ASSOC INC COM 741477103 957 24,218 X 24,218
PRIMEDIA INC COM 74157K101 278 8,700 X 8,700
PRIMUS TELECOMM GROUP INC COM 741929103 220 4,248 X 4,248
PRIMUS TELECOMMUNICATIONS COM 741929103 57 1,112 X 1,112
PRIDE INTL INC COM 741932107 197 8,594 X 8,594
PRIDE INTL INC COM COM 741932107 53 2,322 X 2,322
PROCTER + GAMBLE CO COM 742718109 25,438 450,238 X 450,238
PROCTER & GAMBLE CO COM COM 742718109 62 1,100 X 1,100
PROCTER & GAMBLE CO COM COM 742718109 349 6,179 X 6,179
PROCTER & GAMBLE CO COM COM 742718109 22,458 397,485 X 397,485
PROGRESSIVE CORP OHIO COM 743315103 1,976 25,973 X 25,973
PROGRESSIVE CORP COM COM 743315103 26 343 X 343
PROGRESSIVE CORP OHIO COM COM 743315103 1,551 20,395 X 20,395
PROTEIN DESIGN LABS INC COM 74369L103 202 2,545 X 2,545
PROTEIN DESIGN LABS INC COM 74369L103 59 740 X 740
PROVIDIAN FINL CORP COM 74406A102 4,197 48,451 X 48,451
PROVIDIAN FINL CORP COM 74406A102 58 667 X 667
PROVIDIAN FINL CORP COM COM 74406A102 3,328 38,419 X 38,419
PROXIM INC COM 744284100 195 1,630 X 1,630
PROXIM INC COM COM 744284100 63 530 X 530
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2,196 74,134 X 74,134
PUB SVC ENTERPRISE GROUP INC COM COM 744573106 36 1,200 X 1,200
PUB SVC ENTERPRISE GROUP INC COM COM 744573106 30 1,027 X 1,027
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2,888 97,479 X 97,479
PULTE CORP COM 745867101 397 19,040 X 19,040
PULTE CORP COM CHG F COM 745867101 4 203 X 203
PULTTE CORP COM COM 745867101 983 47,066 X 47,066
QUAKER OATS CO COM 747402105 2,820 46,512 X 46,512
QUAKER OATS CO COM COM 747402105 36 600 X 600
QUAKER OATS CO COM COM 747402105 38 629 X 629
QUAKER OATS CO COM COM 747402105 3,045 50,226 X 50,226
QUALCOMM INC COM 747525103 37,706 252,531 X 252,531
QUALCOMM INC COM COM 747525103 164 1,100 X 1,100
QUALCOMM INC COM COM 747525103 463 3,100 X 3,100
QUALCOMM INC COM 747525103 32,712 219,086 X 219,086
QUANTA SERVICES INC COM 74762E102 286 4,710 X 4,710
QUANTA SVCS INC COM COM 74762E102 89 1,460 X 1,460
QUEST DIAGNOSTICS INC COM 74834L100 232 5,829 X 5,829
QUEST DIAGNOSTICS INC COM COM 74834L100 62 1,556 X 1,556
QUINTILES TRANSNATIONAL CORP COM 748767100 612 35,875 X 35,875
QUINTILES TRANSNATIONAL CORP COM 748767100 386 22,610 X 22,610
QUORUM HEALTH GROUP INC COM 749084109 95 9,491 X 9,491
QUORUM HEALTH GROUP INC COM COM 749084109 30 2,948 X 2,948
R & B FALCON CORP COM 74912E101 242 12,300 X 12,300
RSA SEC INC COM 749719100 257 4,968 X 4,968
RSA SEC INC COM COM 749719100 80 1,546 X 1,546
RADIAN GROUP INC COM 750236101 241 5,070 X 5,070
RADIAN GROUP COM 750236101 214 4,500 X 4,500
RADIAN GROUP INC COM 750236101 68 1,426 X 1,426
RALCORP HLDGS INC NEW COM 751028101 56 3,846 X 3,846
RALCORP HLDGS INC NEW COM COM 751028101 635 43,800 X 43,800
RALSTON PURINA CO COM RAL-751277302 2,875 104,539 X 104,539
RALSTON PURINA CORP COM CHG F COM RAL-751277302 50 1,800 X 1,800
RALSTON PURINA CORP COM CHG F COM RAL-751277302 42 1,520 X 1,520
RALSTON PURINA CO-RALSTON COM RAL-751277302 3,126 113,685 X 113,685
RARE MEDIUM GROUP INC COM 75382N109 237 5,374 X 5,374
RARE MEDIUM GROUP INC COM COM 75382N109 67 1,527 X 1,527
RAYONIER INC COM 754907103 191 3,922 X 3,922
RAYONIER INC COM COM 754907103 586 12,023 X 12,023
RAYTHEON CO CL B 755111408 2,039 114,900 X 114,900
RAYTHEON INC COM CL B 755111408 28 1,591 X 1,591
RAYTHEON CO CL B CL B 755111408 1,590 89,568 X 89,568
REEBOK INTL LTD COM 758110100 227 24,592 X 24,592
REEBOK INTL LTD COM COM 758110100 2 264 X 264
REEBOK INTL LTD COM COM 758110100 116 12,529 X 12,529
REGIONS FINL CORP COM 758940100 1,674 73,400 X 73,400
REGIONS FINANCIAL CORP COM 758940100 23 1,028 X 1,028
REGIONS FINL CORP COM COM 758940100 1,676 73,481 X 73,481
REINSURANCE GRP OF AMERICA COM 759351109 113,933 4,784,689 X 4,784,689
RELIANCE GROUP HLDGS INC COM 759464100 35 9,965 X 9,965
RELIANCE GROUP HLDGS INC COM COM 759464100 11 3,285 X 3,285
RELIANT ENERGY INC COM 75952J108 2,334 99,077 X 99,077
RELIANT ENERGY INC COM OLD C COM 75952J108 33 1,390 X 1,390
RELIANT ENERGY INC COM 75952J108 1,913 81,169 X 81,169
RENAISSANCE WORLDWIDE INC COM 75968A109 33 6,352 X 6,352
RENAISSANCE WORLDWIDE INC COM COM 75968A109 20 3,906 X 3,906
REYNOLDS METALS CO COM 761763101 1,478 22,100 X 22,100
REYNOLDS METALS CO COM COM 761763101 40 600 X 600
REYNOLDS METALS CO COM COM 761763101 20 297 X 297
REYNOLDS METALS CO COM COM 761763101 2,547 38,092 X 38,092
RITE AID CORP COM 767754104 487 86,600 X 86,600
RITE AID CORP COM COM 767754104 7 1,217 X 1,217
RITE AID CORP COM COM 767754104 342 60,794 X 60,794
ROCKWELL INTL CORP NEW COM 773903109 2,774 66,345 X 66,345
ROCKWELL INTL CORP NEW COM 773903109 38 900 X 900
ROCKWELL INTL CORP NEW COM 773903109 37 894 X 894
ROCKWELL INTL CORP NEW COM COM 773903109 2,218 53,050 X 53,050
ROHM + HAAS CO COM 775371107 3,358 75,251 X 75,251
ROHM & HAAS CO COM COM 775371107 46 1,029 X 1,029
ROHM & HAAS CO COM COM 775371107 2,741 61,423 X 61,423
ROWAN COS INC COM 779382100 934 31,720 X 31,720
ROWAN COS INC COM COM 779382100 630 21,389 X 21,389
ROYAL BK SCOTLAND 9.00% PREF SP ADR P780097705 3,464 154,800 X 154,800
ROYAL DUTCH PETE CO NY REG G780257804 42,421 733,779 X 733,779
ROYAL DUTCH PETE CO NEW NY REG G780257804 150 2,600 X 2,600
ROYAL DUTCH PETE CO N Y NY REG G780257804 38,263 661,845 X 661,845
RUSSELL CORP COM 782352108 162 11,348 X 11,348
RUSSELL CORP COM COM 782352108 36 2,500 X 2,500
RUSSELL CORP COM COM 782352108 2 155 X 155
RUSSELL CORP COM 782352108 108 7,540 X 7,540
RYDER SYS INC COM 783549108 488 21,500 X 21,500
RYDER SYS INC COM COM 783549108 7 302 X 302
RYDER SYS INC COM COM 783549108 538 23,723 X 23,723
SBC COMMUNICATIONS INC COM 78387G103 49,176 1,167,376 X 1,167,376
S B C COMMUNICATIONS INC COM COM 78387G103 143 3,400 X 3,400
S B C COMMUNICATIONS INC COM COM 78387G103 676 16,042 X 16,042
SBC COMMUNICATIONS INC COM COM 78387G103 42,979 1,020,268 X 1,020,268
SCM MICROSYSTEMS INC COM 784018103 173 1,781 X 1,781
SCM MICROSYSTEMS INC COM COM 784018103 47 489 X 489
SLM HLDG CORP COM 78442A109 1,811 54,363 X 54,363
SLM HOLDING CORP COM COM 78442A109 33 1,000 X 1,000
SLM HLDG CORP COM COM 78442A109 1,394 41,861 X 41,861
SPS TECHNOLOGIES INC COM 784626103 52 1,700 X 1,700
SPS TECHNOLOGIES INC COM 784626103 502 16,453 X 16,453
S & P 500 DEPOSITORY RECEIPT UNIT SER78462F103 10,090 67,100 X 67,100
S1 CORP COM 78463B101 431 5,035 X 5,035
S1 CORP COM COM 78463B101 137 1,604 X 1,604
S3 INC COM 784849101 223 10,630 X 10,630
S3 INC COM COM 784849101 62 2,976 X 2,976
SABRE HLDGS CORP CL A 785905100 1,624 44,480 X 44,480
SABRE HOLDINGS CORP CL A 785905100 18 502 X 502
SABRE GROUP HLDGS INC CL A CL A 785905100 1,233 33,785 X 33,785
SAFECO CORP COM 786429100 1,180 44,429 X 44,429
SAFECO CORP COM COM 786429100 16 611 X 611
SAFECO CORP COM COM 786429100 815 30,700 X 30,700
SAFEWAY INC COM NEW 786514208 7,868 173,875 X 173,875
SAFEWAY INC COM COM NEW 786514208 108 2,392 X 2,392
SAFEWAY INC NEW COM COM NEW 786514208 6,338 140,061 X 140,061
SAGA COMMUNICATIONS CL A 786598102 19 981 X 981
SAGA COMMUNICATIONS INC CL A CL A 786598102 771 40,300 X 40,300
ST JUDE MED INC COM 790849103 725 28,100 X 28,100
ST JUDE MED INC COM COM 790849103 10 395 X 395
ST JUDE MED INC COM COM 790849103 448 17,357 X 17,357
ST PAUL COS INC COM 792860108 2,662 77,996 X 77,996
ST PAUL COS INC COM COM 792860108 36 1,068 X 1,068
ST PAUL COS INC COM 792860108 2,091 61,288 X 61,288
SANDISK CORP COM 80004C101 810 6,610 X 6,610
SANDISK CORP COM 80004C101 251 2,045 X 2,045
SARA LEE CORP COM 803111103 5,564 309,115 X 309,115
SARA LEE CORP (CONS FOODS CORP) COM 803111103 77 4,273 X 4,273
SARA LEE CORP COM 803111103 4,837 268,718 X 268,718
SAWTEK INC COM 805468105 172 3,273 X 3,273
SAWTEK INC COM 805468105 49 930 X 930
SCHERING PLOUGH CORP COM 806605101 18,706 503,854 X 503,854
SCHERING PLOUGH CORP COM COM 806605101 74 2,000 X 2,000
SCHERING PLOUGH CORP COM COM 806605101 256 6,908 X 6,908
SCHERING PLOUGH CORP COM COM 806605101 16,336 440,018 X 440,018
SCHLUMBERGER LTD COM 806857108 14,389 188,093 X 188,093
SCHLUMBERGER LTD COM COM 806857108 54 700 X 700
SCHLUMBERGER LTD COM COM 806857108 12,896 168,578 X 168,578
SCHWAB CHARLES CORP COM 808513105 15,941 280,594 X 280,594
SCHWAB CHARLES CORP NEW COM 808513105 68 1,200 X 1,200
SCHWAB CHARLES CORP NEW COM 808513105 219 3,855 X 3,855
SCHWAB CHARLES CORP NEW COM COM 808513105 13,909 244,825 X 244,825
SCIENTIFIC ATLANTA INC COM 808655104 3,471 54,884 X 54,884
SCIENTIFIC ATLANTA INC COM COM 808655104 47 738 X 738
SCIENTIFIC ATLANTA INC COM 808655104 3,466 54,802 X 54,802
SCIENTIFIC LEARNING OC-COM COM 808760102 1,127 44,000 X 44,000
SEAGATE TECHNOLOGY COM 811804103 4,579 74,150 X 74,150
SEAGATE TECHNOLOGY INC COM COM 811804103 60 979 X 979
SEAGATE TECHNOLOGY COM COM 811804103 5,771 93,465 X 93,465
SEAGRAM LTD COM 811850106 8,822 148,269 X 148,269
SEAGRAM LTD COM COM 811850106 121 2,038 X 2,038
SEAGRAM LTD COM COM 811850106 7,115 119,580 X 119,580
SEALED AIR CORP NEW COM 81211K100 1,584 29,170 X 29,170
SEALED AIR CORP NEW COM COM 81211K100 1,331 24,501 X 24,501
SEARS ROEBUCK + CO COM 812387108 3,955 129,159 X 129,159
SEARS ROEBUCK & CO COM COM 812387108 54 1,777 X 1,777
SEARS ROEBUCK & CO COM COM 812387108 4,505 147,099 X 147,099
SEMTECH CORP COM 816850101 280 4,375 X 4,375
SEMTECH CORP COM 816850101 84 1,317 X 1,317
SEMPRA ENERGY COM 816851109 1,079 64,438 X 64,438
SEMPRA ENERGY COM COM 816851109 940 56,097 X 56,097
SENSORMATIC ELECTRS CORP COM 817265101 218 9,737 X 9,737
SENSORMATIC ELECTRS CORP COM COM 817265101 72 3,224 X 3,224
7 ELEVEN INC COM 817826100 81 21,500 X 21,500
7-ELEVEN INC COM COM 817826100 17 4,558 X 4,558
SHARED MEDI CAL SYSTEM COM 819486101 467 9,000 X 9,000
SHARED MED SYS CORP COM COM 819486101 7 126 X 126
SHARED MED SYS CORP COM 819486101 955 18,419 X 18,419
SHERWIN WILLIAMS CO COM 824348106 1,202 54,306 X 54,306
SHERWIN WILLIAMS CO COM COM 824348106 17 780 X 780
SHERWIN WILLIAMS CO COM COM 824348106 932 42,124 X 42,124
SICOR INC COM 825846108 133 12,850 X 12,850
SICOR INC COM COM 825846108 38 3,700 X 3,700
SIERRA PAC RES NEW COM 826428104 138 11,056 X 11,056
SIERRA PAC RES NEW COM COM 826428104 55 4,406 X 4,406
SIERRACITIES INC COM 826521106 28 2,064 X 2,064
SIERRACITIES COM INC COM COM 826521106 477 35,700 X 35,700
SIGMA ALDRICH COM 826552101 927 34,478 X 34,478
SIGMA ALDRICH CORP COM COM 826552101 13 474 X 474
SIGMA ALDRICH CORP COM 826552101 1,798 66,894 X 66,894
SILICON GRAPHICS INC COM 827056102 640 60,600 X 60,600
SILICON GRAPHICS INC COM COM 827056102 9 858 X 858
SILICON GRAPHICS INC COM COM 827056102 433 41,041 X 41,041
SILICON VY BANCSHARES COM 827064106 199 2,775 X 2,775
SILICON VALLEY BANCSHARES COM COM 827064106 59 818 X 818
SINCLAIR BROADCAST GROUP INC CL A 829226109 28 3,145 X 3,145
SINCLAIR BROADCAST GRP INC CLA CL A 829226109 735 82,200 X 82,200
SKY FINL GROUP INC COM 83080P103 166 10,235 X 10,235
SKY FINL GROUP INC COM COM 83080P103 53 3,248 X 3,248
SNAP ON INC COM 833034101 524 19,998 X 19,998
SNAP ON TOOLS CORP COM COM 833034101 7 275 X 275
SNAP ON INC COM COM 833034101 394 15,062 X 15,062
SOLECTRON CORP COM 834182107 8,114 202,210 X 202,210
SOLECTRON CORP COM 834182107 111 2,754 X 2,754
SOLECTRON CORP COM 834182107 6,899 171,937 X 171,937
SOUTHERN CO COM 842587107 4,947 227,428 X 227,428
SOUTHERN CO COM COM 842587107 69 3,165 X 3,165
SOUTHERN CO COM COM 842587107 4,067 186,991 X 186,991
SOUTHTRUST CORP COM 844730101 1,444 56,783 X 56,783
SOUTHTRUST CORP COM 844730101 20 789 X 789
SOUTHTRUST CORP COM COM 844730101 1,892 74,361 X 74,361
SOUTHWEST AIRLS CO COM 844741108 3,514 168,865 X 168,865
SOUTHWEST AIRLINES COM 844741108 245 11,750 X 11,750
SOUTHWEST AIRLINES COM COM 844741108 49 2,372 X 2,372
SOUTHWEST AIRLS CO COM COM 844741108 2,835 136,204 X 136,204
SPRINGS INDS INC CL A 851783100 277 7,300 X 7,300
SPRINGS INDS INC COM CL A 851783100 38 1,000 X 1,000
SPRINGS INDS INC COM CL A 851783100 3 84 X 84
SPRINGS INDS INC CL A CL A 851783100 155 4,068 X 4,068
SPRINT CORP COM FON 852061100 18,928 299,257 X 299,257
SPRINT CORP COM COM FON 852061100 70 1,100 X 1,100
SPRINT CORP COM COM FON 852061100 259 4,097 X 4,097
SPRINT CORP (FON GROUP) COM COM FON 852061100 17,165 271,377 X 271,377
SPRINT CORP PCS COM 852061506 19,318 294,938 X 294,938
SPRINT CORP PCS COM SER 1 PCS COM 852061506 17,013 259,736 X 259,736
SPYGLASS INC COM 852192103 192 2,480 X 2,480
SPYGLASS INC COM 852192103 56 723 X 723
STANLEY WORKS COM 854616109 807 30,600 X 30,600
STANLEY WKS COM COM 854616109 11 420 X 420
STANLEY WKS COM 854616109 787 29,844 X 29,844
STAPLES INC COM 855030102 3,169 158,452 X 158,452
STAPLES INC COM COM 855030102 44 2,184 X 2,184
STAPLES INC COM COM 855030102 3,213 160,635 X 160,635
STATE STREET CORPORATION COM 857477103 5,361 55,338 X 55,338
STATE STREET CORP COM 857477103 73 752 X 752
STATE STREET CORP COM 857477103 4,289 44,276 X 44,276
STERICYCLE INC COM 858912108 42 1,698 X 1,698
STERICYCLE INC COM COM 858912108 1,163 46,519 X 46,519
STERIS CORP COM 859152100 88 8,612 X 8,612
STERIS CORP COM COM 859152100 25 2,400 X 2,400
STEWART INFORMATION SVCS CORP COM 860372101 23 1,455 X 1,455
STEWART INFORMATION SVCS CORP COM 860372101 357 22,595 X 22,595
STILLWATER MNG CO COM 86074Q102 206 5,140 X 5,140
STILLWATER MNG CO COM COM 86074Q102 58 1,452 X 1,452
SUIZA FOODS CORP COM 865077101 170 4,235 X 4,235
SUIZA FOODS CORP COM 865077101 129 3,200 X 3,200
SUIZA FOODS CORP COM 865077101 48 1,200 X 1,200
SUMMIT BANCORP COM 866005101 1,561 59,455 X 59,455
SUMMIT BANCORP COM COM 866005101 22 821 X 821
SUMMIT BANCORP COM COM 866005101 1,757 66,917 X 66,917
SUN MICROSYSTEMS INC COM 866810104 50,615 540,164 X 540,164
SUN MICROSYSTEMS INC COM COM 866810104 159 1,700 X 1,700
SUN MICROSYSTEMS INC COM COM 866810104 688 7,345 X 7,345
SUN MICROSYSTEMS INC COM COM 866810104 44,387 473,704 X 473,704
SUNBEAM CORP DEL NEW COM 867071102 50 11,834 X 11,834
SUNBEAM CORP DEL NEW COM COM 867071102 16 3,908 X 3,908
SUNGARD DATA SYSTEMS INC COM 867363103 227 6,000 X 6,000
SUNOCO INC COM 86764P109 844 30,835 X 30,835
SUNOCO INC COM CHG F COM 86764P109 12 424 X 424
SUNOCO INC COM COM 86764P109 1,175 42,912 X 42,912
SUNTRUST BKS INC COM 867914103 6,306 109,190 X 109,190
SUNTRUST BANKS INC COM COM 867914103 87 1,504 X 1,504
SUNTRUST BKS INC COM 867914103 5,871 101,668 X 101,668
SUPERIOR ENERGY SERVICES INC COM 868157108 1,219 125,000 X 125,000
SUPERVALU INC COM 868536103 856 45,206 X 45,206
SUPER VALU INC COM COM 868536103 36 1,900 X 1,900
SUPER VALU INC COM COM 868536103 12 656 X 656
SUPERVALU INC COM COM 868536103 1,083 57,168 X 57,168
SYBASE INC COM 871130100 221 10,904 X 10,904
SYBASE INC COM COM 871130100 65 3,200 X 3,200
SYNOVUS FINL CORP COM 87161C105 1,757 93,105 X 93,105
SYNOVUS FINANCIAL CORP COM COM 87161C105 25 1,315 X 1,315
SYNOVUS FINL CORP COM 87161C105 1,534 81,248 X 81,248
SYSCO CORP COM 871829107 4,066 112,561 X 112,561
SYSCO CORP COM COM 871829107 56 1,548 X 1,548
SYSCO CORP COM COM 871829107 3,197 88,499 X 88,499
TJX COS INC NEW COM 872540109 2,314 104,300 X 104,300
TJX COS INC COM CHG F COM 872540109 32 1,458 X 1,458
TJX COS INC NEW COM COM 872540109 2,635 118,775 X 118,775
TRW INC COM 872649108 2,499 42,714 X 42,714
TRW INC COM COM 872649108 33 571 X 571
TRW INC COM 872649108 2,033 34,749 X 34,749
TSI INTL SOFTWARE LTD COM 872879101 173 2,085 X 2,085
TSI INTL SOFTWARE LTD COM COM 872879101 49 593 X 593
TANDY CORP COM 875382103 3,353 66,064 X 66,064
TANDY CORP COM COM 875382103 36 700 X 700
TANDY CORP COM COM 875382103 46 909 X 909
TANDY CORP COM COM 875382103 2,630 51,823 X 51,823
TARGET CORP COM 87612E106 11,252 150,526 X 150,526
TARGET CORP COM CHANG COM 87612E106 67 900 X 900
TARGET CORP COM CHANG COM 87612E106 155 2,072 X 2,072
TARGET CORP COM COM 87612E106 10,161 135,938 X 135,938
TECH DATA CORP COM 878237106 220 6,700 X 6,700
TECHNE CORP COM 878377100 187 2,717 X 2,717
TECHNE CORP COM COM 878377100 54 776 X 776
TEKTRONIX INC COM 879131100 1,223 21,836 X 21,836
TEKTRONIX INC COM COM 879131100 12 222 X 222
TEKTRONIX INC COM COM 879131100 663 11,839 X 11,839
TELECOMUNICACOES DE SAO PAULO SPON ADR87929A102 965 32,515 X 32,515
TELEFONOS DE MEXICO S A SPON ADR879403780 5,104 76,605 X 76,605
TELESP CELULAR PARTICIPACOES SPON ADR87952L108 2,314 40,818 X 40,818
TELLABS INC COM 879664100 8,643 137,218 X 137,218
TELLABS INC COM COM 879664100 119 1,891 X 1,891
TELLABS INC COM COM 879664100 6,681 106,069 X 106,069
TEMPLE INLAND INC COM 879868107 1,004 20,151 X 20,151
TEMPLE INLAND INC COM COM 879868107 13 262 X 262
TEMPLE INLAND INC COM COM 879868107 765 15,362 X 15,362
TENET HEALTHCARE CORP COM 88033G100 2,464 106,000 X 106,000
TENET HEALTHCARE CORP COM 88033G100 167 7,180 X 7,180
TENET HEALTHCARE CORP COM CHG FROM COM 88033G100 34 1,464 X 1,464
TENET HEALTHCARE CORP COM COM 88033G100 2,901 124,780 X 124,780
TERADYNE INC COM 880770102 4,838 59,000 X 59,000
TERADYNE INC COM COM 880770102 66 804 X 804
TERADYNE INC COM COM 880770102 4,115 50,187 X 50,187
TERAYON COMMUNICATION SYS COM 880775101 424 2,067 X 2,067
TERAYON COMMUNICATION SYS COM COM 880775101 134 652 X 652
TEXACO INC COM 881694103 10,168 189,177 X 189,177
TEXACO INC COM COM 881694103 43 800 X 800
TEXACO INC COM COM 881694103 140 2,600 X 2,600
TEXACO INC COM COM 881694103 9,000 167,441 X 167,441
TEXAS INDS INC COM 882491103 91 2,878 X 2,878
TEXAS INDS INC COM COM 882491103 447 14,127 X 14,127
TEXAS INSTRS INC COM 882508104 44,513 278,209 X 278,209
TEXAS INSTRUMENTS INC COM COM 882508104 160 1,000 X 1,000
TEXAS INSTRUMENTS INC COM COM 882508104 603 3,771 X 3,771
TEXAS INSTRS INC COM COM 882508104 39,253 245,334 X 245,334
TEXAS UTILS CO COM 882848104 2,792 94,033 X 94,033
TEXAS UTILS CO COM COM 882848104 39 1,299 X 1,299
TEXAS UTILS CO COM COM 882848104 2,204 74,258 X 74,258
TEXTRON INC COM 883203101 3,144 51,655 X 51,655
TEXTRON INC COM COM 883203101 43 699 X 699
TEXTRON INC COM COM 883203101 2,494 40,964 X 40,964
THERMO ELECTRON CORP COM 883556102 1,066 52,300 X 52,300
THERMO ELECTRON CORP COM COM 883556102 15 744 X 744
THERMO ELECTRON CORP COM COM 883556102 844 41,406 X 41,406
THOMAS + BETTS CORP COM 884315102 568 20,100 X 20,100
THOMAS & BETTS CORP COM COM 884315102 8 271 X 271
THOMAS & BETTS CORP COM COM 884315102 686 24,284 X 24,284
3COM CORP COM 885535104 6,525 117,300 X 117,300
3 COM CORP COM 885535104 90 1,622 X 1,622
3COM CORP COM COM 885535104 7,356 132,246 X 132,246
TIME WARNER INC COM 887315109 44,025 440,248 X 440,248
TIME WARNER INC COM COM 887315109 180 1,800 X 1,800
TIME WARNER INC COM COM 887315109 38,251 382,506 X 382,506
TIMES MIRROR CO NEW COM SER 887364107 1,933 20,800 X 20,800
TIMES MIRROR CO NEW COM SER A COM SER 887364107 1,727 18,580 X 18,580
TIMKEN CO COM 887389104 441 27,144 X 27,144
TIMKEN CO COM COM 887389104 5 291 X 291
TIMKEN CO COM 887389104 235 14,466 X 14,466
TITAN CORP COM 888266103 348 6,827 X 6,827
TITAN CORP COM 888266103 102 2,009 X 2,009
TITAN PHARMACEUTICALS INC DEL COM 888314101 1,860 60,000 X 60,000
TORCHMARK INC COM 891027104 1,020 44,112 X 44,112
TORCHMARK CORP COM COM 891027104 37 1,600 X 1,600
TORCHMARK CORP COM COM 891027104 14 618 X 618
TORCHMARK CORP COM 891027104 1,733 74,949 X 74,949
TOSCO CORP COM NEW 891490302 1,498 48,923 X 48,923
TOSCO CORP COM COM NEW 891490302 21 676 X 676
TOSCO CORP NEW COM COM NEW 891490302 1,378 44,984 X 44,984
TOTAL RENAL CARE HLDGS INC COM 89151A107 29 9,439 X 9,439
TOTAL RENAL CARE HLDGS INC COM 89151A107 19 5,934 X 5,934
TOYS R US INC COM 892335100 1,213 81,900 X 81,900
TOYS R US INC COM COM 892335100 17 1,151 X 1,151
TOYS R US INC COM COM 892335100 895 60,421 X 60,421
TRANS WORLD AIRLS INC COM PAR$893349837 29 12,484 X 12,484
TRANS WORLD AIRLS INC .01 NEW COM PAR$893349837 5 2,256 X 2,256
TRANSACTION SYS ARCHITECTS INC CL A 893416107 132 4,557 X 4,557
TRANSACTION SYS ARCHITECTS INC CL A 893416107 542 18,778 X 18,778
TRANSWITCH CORP COM 894065101 510 5,301 X 5,301
TRANSWITCH CORP COM 894065101 154 1,601 X 1,601
TREDEGAR INDS INC COM 894650100 68 2,528 X 2,528
TREDEGAR INDUSTRIES INC COM 894650100 158 5,850 X 5,850
TREDEGAR CORP COM COM 894650100 19 700 X 700
TRICON GLOBAL RESTAURANTS INC COM 895953107 1,621 52,200 X 52,200
TRICON GLOBAL RESTAURANTS INC COM 895953107 1,306 42,050 X 42,050
TRIBUNE CO NEW COM 896047107 2,969 81,207 X 81,207
TRIBUNE CO COM COM 896047107 41 1,117 X 1,117
TRIBUNE CO NEW COM COM 896047107 3,238 88,575 X 88,575
TRIQUINT SEMICONDUCTOR INC COM 89674K103 299 4,068 X 4,068
TRIQUINT SEMICONDUCTOR INC COM COM 89674K103 93 1,261 X 1,261
TRUE NORTH COMMUNICATIONS COM 897844106 240 6,116 X 6,116
TRUE NORTH COMMUNICATIONS INC COM 897844106 671 17,058 X 17,058
TUPPERWARE CORP COM 899896104 429 27,157 X 27,157
TUPPERWARE CORP COM COM 899896104 38 2,400 X 2,400
TUPPERWARE CORP COM COM 899896104 286 18,104 X 18,104
TWEETER HOME ENTMT GROUP INC COM 901167106 86 1,941 X 1,941
TWEETER HOME ENTMT GRP INC COM COM 901167106 903 20,411 X 20,411
TYCO INTL LTD NEW COM 902124106 29,007 578,685 X 578,685
TYCO INTL LTD COM COM 902124106 70 1,400 X 1,400
TYCO INTL LTD NEW COM COM 902124106 25,661 511,944 X 511,944
TYCO INTL LTD COM COM 902124106 4 82 X 82
USX MARATHON GROUP COM NEW 902905827 2,767 106,184 X 106,184
USX MARATHON GROUP COM NEW COM NEW 902905827 38 1,461 X 1,461
USX MARATHON GROUP NEW COM COM NEW 902905827 2,977 114,215 X 114,215
UST INC COM 902911106 914 58,467 X 58,467
UST INC COM COM 902911106 34 2,200 X 2,200
UST INC COM COM 902911106 13 804 X 804
UST INC COM COM 902911106 1,222 78,182 X 78,182
US BANCORP DEL COM 902973106 5,555 253,964 X 253,964
US BANCORP COM COM 902973106 75 3,421 X 3,421
U S BANCORP DEL COM COM 902973106 5,297 242,137 X 242,137
USEC INC COM 90333E108 59 12,343 X 12,343
USEC INC COM COM 90333E108 31 6,500 X 6,500
USX U S STL GROUP COM 90337T101 771 30,821 X 30,821
USX - US STEEL COM 90337T101 37 1,500 X 1,500
USX U S STL GROUP COM COM 90337T101 673 26,916 X 26,916
UNIFI INC COM 904677101 72 8,044 X 8,044
UNIFI INC COM 904677101 19 2,100 X 2,100
UNILEVER N V N Y SHS 904784709 9,386 195,043 X 195,043
UNILEVER NV NY SHARES N Y SHS 904784709 63 1,314 X 1,314
UNILEVER N V NEW YORK SHS NEW N Y SHS 904784709 8,031 166,875 X 166,875
UNICOM CORP COM 904911104 2,691 73,734 X 73,734
UNICOM CORP COM COM 904911104 33 900 X 900
UNICOM CORP COM COM 904911104 37 1,022 X 1,022
UNICOM CORP COM COM 904911104 2,227 61,016 X 61,016
UNION CARBIDE CORP COM 905581104 2,737 46,930 X 46,930
UNION CARBIDE CORP COM COM 905581104 37 629 X 629
UNION CARBIDE CORP COM COM 905581104 2,189 37,535 X 37,535
UNION PAC CORP COM 907818108 3,341 85,400 X 85,400
UNION PACIFIC CORP COM COM 907818108 46 1,168 X 1,168
UNION PAC CORP COM COM 907818108 2,746 70,196 X 70,196
UNION PACIFIC RES GROUP INC COM 907834105 1,192 82,212 X 82,212
UNION PAC RES GROUP INC COM COM 907834105 859 59,252 X 59,252
UNION PLANTERS CORP COM 908068109 1,485 48,195 X 48,195
UNION PLANTERS CORP COM COM 908068109 20 663 X 663
UNION PLANTERS CORP TENN COM COM 908068109 978 31,741 X 31,741
UNISYS CORP COM 909214108 2,733 106,400 X 106,400
UNISYS CORP COM COM 909214108 41 1,600 X 1,600
UNISYS CORP COM 909214108 2,433 94,711 X 94,711
UNITED ASSET MGMT CORP COM 909420101 114 6,613 X 6,613
UNITED ASSET MGMT CORP COM COM 909420101 26,658 1,539,874 X 1,539,874
UNITED ASSET MGT CORP COM 909420101 33 1,900 X 1,900
UNITED DOMINION RLTY TR INC COM 910197102 145 14,410 X 14,410
UNITED DOMINION RLTY TR INC COM 910197102 41 4,124 X 4,124
UNITED HEALTHCARE CORP COM 910581107 3,514 58,937 X 58,937
UNITED HEALTHCARE CORP COM COM 910581107 48 798 X 798
UNITED HEALTHCARE CORP COM COM 910581107 2,823 47,344 X 47,344
US AIRWAYS GROUP INC COM 911905107 679 24,420 X 24,420
USAIR GROUP INC COM COM 911905107 9 336 X 336
US AIRWAYS GROUP INC COM COM 911905107 925 33,271 X 33,271
U S WEST INC NEW COM 91273H101 12,540 172,666 X 172,666
U S WEST INC COM CHG F COM 91273H101 73 1,000 X 1,000
U S WEST INC COM CHG F COM 91273H101 173 2,376 X 2,376
U S WEST INC NEW COM COM 91273H101 10,667 146,882 X 146,882
UNITED STATIONERS INC COM 913004107 162 4,539 X 4,539
UNITED STATIONERS INC COM COM 913004107 43 1,200 X 1,200
UNITED TECHNOLOGIES CORP COM 913017109 10,311 163,176 X 163,176
UNITED TECHNOLOGIES CORP COM COM 913017109 57 900 X 900
UNITED TECHNOLOGIES CORP COM COM 913017109 142 2,251 X 2,251
UNITED TECHNOLOGIES CORP COM COM 913017109 9,512 150,538 X 150,538
UNOCAL CORP COM 915289102 2,483 83,452 X 83,452
UNOCAL CORP COM COM 915289102 34 1,147 X 1,147
UNOCAL CORP COM COM 915289102 1,985 66,732 X 66,732
UNUMPROVIDENT CORP COM 91529Y106 1,372 81,031 X 81,031
UNUMPROVIDENT CORP. COM FKA U COM 91529Y106 19 1,128 X 1,128
UNUMPROVIDENT CORP COM 91529Y106 1,089 64,282 X 64,282
US FREIGHTWAYS CORP COM 916906100 130 3,461 X 3,461
USFREIGHTWAYS CORPORATION COM 916906100 237 6,340 X 6,340
U S FREIGHTSWAY CORP COM COM 916906100 38 1,025 X 1,025
V F CORP COM 918204108 977 40,600 X 40,600
V F CORP COM COM 918204108 13 555 X 555
V F CORP COM COM 918204108 1,591 66,110 X 66,110
VALERO ENERGY CORP COM 91913Y100 212 6,899 X 6,899
VALERO ENERGY CORP COM NEW COM 91913Y100 60 1,944 X 1,944
VALUEVISION INTL INC CL A 92047K107 213 5,148 X 5,148
VALUEVISION INTL INC CL A CL A 92047K107 68 1,651 X 1,651
VARCO INTL INC COM 922126107 105 8,321 X 8,321
VARCO INTL INC COM COM 922126107 397 31,450 X 31,450
VARIAN INC COM 922206107 166 4,328 X 4,328
VARIAN INC COM COM 922206107 1,394 36,333 X 36,333
VARIAN SEMICONDUCTOR EQUIP INC COM 922207105 275 4,315 X 4,315
VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 79 1,237 X 1,237
VARIAN MED SYS INC COM 92220P105 197 4,322 X 4,322
VARIAN MED SYS FNC COM COM 92220P105 56 1,229 X 1,229
VERITAS SOFTWARE CORP COM 923436109 17,393 132,774 X 132,774
VERITAS SOFTWARE CO COM COM 923436109 196 1,500 X 1,500
VERITY INC COM 92343C106 172 4,211 X 4,211
VERITY INC COM COM 92343C106 57 1,396 X 1,396
VERTEX PHARMACEUTICALS INC COM 92532F100 161 3,439 X 3,439
VERTEX PHARMACEUTICALS INC COM COM 92532F100 62 1,324 X 1,324
VERTICALNET INC COM 92532L107 656 4,826 X 4,826
VERTICALNET INC OC-COM COM 92532L107 201 1,476 X 1,476
VIACOM INC CL B 925524308 12,566 238,212 X 238,212
VIACOM INC CL B COM CL B 925524308 69 1,300 X 1,300
VIACOM INC NON-VTG COM CL B 925524308 11,361 215,383 X 215,383
VISUAL NETWORKS INC COM 928444108 190 3,356 X 3,356
VISUAL NETWORKS INC COM COM 928444108 55 968 X 968
VOICESTREAM WIRELESS CORP COM 928615103 0 0.09 X 0
VOICE STREAM WIRELESS CORP COM COM 928615103 245 1,901 X 1,901
VULCAN MATLS CO COM 929160109 1,546 33,736 X 33,736
VULCAN MATERIALS CO COM COM 929160109 22 470 X 470
VULCAN MATLS CO COM COM 929160109 1,156 25,235 X 25,235
WICOR INC COM 929253102 165 5,330 X 5,330
WICOR INC COM 929253102 46 1,480 X 1,480
WACHOVIA CORP NEW COM 929771103 4,759 70,440 X 70,440
WACHOVIA CORP NEW COM COM 929771103 64 953 X 953
WACHOVIA CORP NEW COM COM 929771103 4,432 65,593 X 65,593
WADDELL & REED FINL INC CL A CL A 930059100 2,107 49,800 X 49,800
WAL MART STORES INC COM 931142103 86,110 1,524,073 X 1,524,073
WAL MART STORES INC COM COM 931142103 305 5,400 X 5,400
WAL MART STORES INC COM COM 931142103 1,182 20,927 X 20,927
WAL MART STORES INC COM COM 931142103 75,763 1,340,946 X 1,340,946
WALGREEN CO COM 931422109 8,817 342,390 X 342,390
WALGREEN CO COM COM 931422109 121 4,718 X 4,718
WALGREEN CO COM 931422109 7,761 301,381 X 301,381
WALLACE COMPUTER SER INC COM 932270101 60 5,038 X 5,038
WALLACE COMPUTER SVCS INC COM 932270101 549 46,500 X 46,500
WARNER LAMBERT CO COM 934488107 28,704 293,834 X 293,834
WARNER LAMBERT CO COM COM 934488107 78 800 X 800
WARNER LAMBERT CO COM COM 934488107 394 4,037 X 4,037
WARNER LAMBERT CO COM COM 934488107 25,379 259,795 X 259,795
WASHINGTON GAS LT CO COM 938837101 174 6,397 X 6,397
WASHINGTON GAS LT CO COM COM 938837101 60 2,204 X 2,204
WASHINGTON MUT INC COM 939322103 5,238 197,665 X 197,665
WASHINGTON MUT INC COM COM 939322103 72 2,714 X 2,714
WASHINGTON MUTUAL INC COM COM 939322103 4,862 183,453 X 183,453
WASTE MGMT INC DEL COM 94106L109 2,865 209,303 X 209,303
WASTE MGMT INC DEL COM 94106L109 40 2,913 X 2,913
WASTE MGMT INC DEL COM COM 94106L109 2,233 163,159 X 163,159
WATSON PHARMACEUTICALS INC COM 942683103 1,310 33,000 X 33,000
WATSON PHARMACEUTICALS INC COM COM 942683103 18 451 X 451
WATSON PHARMACEUTICALS INC COM COM 942683103 2,177 54,860 X 54,860
WAVE SYSTEMS CORP CL A 943526103 230 5,759 X 5,759
WAVE CORP CL A CL A 943526103 65 1,616 X 1,616
WELLPOINT HEALTH NETWORKS INC COM 94973H108 1,570 22,475 X 22,475
WELLPOINT HEALTH NETWORK COM COM 94973H108 21 299 X 299
WELLPOINT HEALTH NETWORK INC COM 94973H108 2,143 30,664 X 30,664
WELLS FARGO + CO NEW COM 949746101 23,071 566,158 X 566,158
WELLS FARGO CO NEW CHG F COM 949746101 61 1,500 X 1,500
WELLS FARGO CO NEW CHG F COM 949746101 315 7,722 X 7,722
WELLS FARGO & CO NEW COM COM 949746101 20,665 507,114 X 507,114
WENDYS INTL INC COM 950590109 791 39,186 X 39,186
WENDYS INTL INC COM COM 950590109 11 562 X 562
WENDYS INTL INC COM COM 950590109 466 23,073 X 23,073
WESTERN DIGITAL CORP COM 958102105 105 14,118 X 14,118
WESTERN DIGITAL CORP DEL COM COM 958102105 44 5,857 X 5,857
WESTVACO CORP COM 961548104 1,151 34,500 X 34,500
WESTVACO CORP COM COM 961548104 37 1,100 X 1,100
WESTVACO CORP COM COM 961548104 16 471 X 471
WESTVACO CORP COM COM 961548104 1,832 54,879 X 54,879
WESTWOOD ONE INC COM 961815107 345 9,508 X 9,508
WESTWOOD ONE INC COM COM 961815107 106 2,917 X 2,917
WEYERHAEUSER CO COM 962166104 4,561 80,026 X 80,026
WEYERHAEUSER CO COM COM 962166104 63 1,104 X 1,104
WEYERHAEUSER CO COM COM 962166104 3,696 64,836 X 64,836
WHIRLPOOL CORP COM 963320106 1,545 26,347 X 26,347
WHIRLPOOL CORP COM COM 963320106 35 600 X 600
WHIRLPOOL CORP COM COM 963320106 21 350 X 350
WHIRLPOOL CORP COM COM 963320106 1,030 17,561 X 17,561
WILLAMETTE INDS INC COM 969133107 1,545 38,500 X 38,500
WILLAMETTE INDS INC NTS COM 969133107 21 524 X 524
WILLAMETTE INDS INC COM 969133107 1,080 26,906 X 26,906
WILLIAMS COS INC COM 969457100 6,589 149,973 X 149,973
WILLIAMS COS INC COM COM 969457100 90 2,044 X 2,044
WILLIAMS COS INC COM COM 969457100 5,237 119,204 X 119,204
WIND RIV SYS INC COM 973149107 266 7,338 X 7,338
WIND RIV SYS INC COM 973149107 79 2,176 X 2,176
WINN DIXIE STORES INC COM 974280109 975 50,141 X 50,141
WINN DIXIE STORES INC COM COM 974280109 14 698 X 698
WINN DIXIE STORES INC COM 974280109 725 37,311 X 37,311
WORTHINGTON INDS IN COM 981811102 491 39,713 X 39,713
WORTHINGTON IND INC COM COM 981811102 5 419 X 419
WORTHINGTON INDS INC COM COM 981811102 302 24,393 X 24,393
WRIGLEY WM JR CO COM 982526105 3,028 39,420 X 39,420
WRIGLEY WM JR CO COM COM 982526105 42 544 X 544
WRIGLEY WM JR CO COM COM 982526105 2,327 30,297 X 30,297
WYNDHAM INTL INC CL A 983101106 29 15,500 X 15,500
WYNDHAM INTL - CL A CL A 983101106 12 6,271 X 6,271
WYNDHAM INTL INC CL A COM CL A 983101106 19 9,932 X 9,932
WYNNS INTL INC COM 983195108 28 2,000 X 2,000
WYNNS INTL INC COM COM 983195108 10,994 795,942 X 795,942
WYNNS INTL INC COM 983195108 7 472 X 472
XILINX INC COM 983919101 9,105 109,947 X 109,947
XILINX INC COM 983919101 41 500 X 500
XILINX INC COM 983919101 124 1,498 X 1,498
XILINX INC COM COM 983919101 6,957 84,011 X 84,011
XEROX CORP COM 984121103 5,859 225,347 X 225,347
XEROX CORP COM COM 984121103 81 3,123 X 3,123
XEROX CORP COM COM 984121103 5,209 200,339 X 200,339
YAHOO INC COM 984332106 30,875 180,162 X 180,162
YAHOO INC COM 984332106 69 400 X 400
YAHOO INC COM 984332106 27,133 158,325 X 158,325
YOUNG + RUBICAM INC COM 987425105 1,169 24,875 X 24,875
YOUNG & RUBICAM INC COM COM 987425105 881 18,743 X 18,743
ZEBRA TECHNOLOGIES CORP CL A 989207105 169 3,382 X 3,382
ZEBRA TECHNOLOGIES CORP CL A CL A 989207105 49 981 X 981
ZIXIT CORP COM 98974P100 154 2,115 X 2,115
ZIXIT CORP COM COM 98974P100 47 650 X 650
GLOBAL CROSSING LTD COM G3921A100 10,965 267,848 X 267,848
GLOBAL CROSSING LTD COM G3921A100 9,830 240,120 X 240,120
TRANSOCEAN SEDCO FOREX INC ORD G90078109 3,699 72,098 X 72,098
TRANSOCEAN SEDCO FOREX INC COM ORD G90078109 3,630 70,750 X 70,750
WHITE MOUNTAINS INS GRP INC COM G9618E107 919 6,850 X 6,850
AUDIOCODES LTD ORD M15342104 1,536 15,300 X 15,300
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