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DAIMLERCHRYSLER AG ORD D1668R123 567 "6,607" X "6,607"
AES CORP COM 00130H105 309 "8,300" X "8,300"
AMB PROPERTY CORP COM 00163T109 369 "17,800" X "17,800"
AMR CORP COM 1765106 591 "10,100" X "10,100"
AT&T CORP COM 1957109 "9,127" "113,342" X "113,342"
ABBOTT LABS COM 2824100 "3,599" "76,000" X "76,000"
AEROQUIP-VICKERS INC COM 7869100 395 "6,900" X "6,900"
AETNA INC COM 8117103 510 "6,149" X "6,149"
AIR PRODS & CHEMS INC COM 9158106 356 "10,400" X "10,400"
AIRTOUCH COMMUNICATIONS INC COM 00949T100 "4,609" "47,700" X "47,700"
ALBERTSONS INC COM 13104104 657 "12,100" X "12,100"
ALCAN ALUMINIUM LTD NEW COM 13716105 259 "10,050" X "10,050"
ALCOA INC COM 13817101 688 "16,700" X "16,700"
ALLERGAN INC COM 18490102 949 "10,800" X "10,800"
ALLIEDSIGNAL INC COM 19512102 "1,048" "21,300" X "21,300"
ALLSTATE CORP COM 20002101 "2,022" "54,550" X "54,550"
ALLTEL CORP COM 20039103 "1,067" "17,100" X "17,100"
ALTERA CORP COM 21441100 327 "5,500" X "5,500"
ALZA CORP DEL COM 22615108 371 "9,700" X "9,700"
AMEREN CORP COM 23608102 590 "16,300" X "16,300"
AMERICA ONLINE INC DEL COM 02364J104 "7,490" "51,300" X "51,300"
AMERICAN ELEC PWR INC COM 25537101 369 "9,300" X "9,300"
AMERICAN EXPRESS CO COM 25816109 "3,066" "25,800" X "25,800"
AMERICAN GENERAL CORP COM 26351106 "1,235" "17,515" X "17,515"
AMERICAN HOME PRODS CORP COM 26609107 "3,832" "58,000" X "58,000"
AMERICAN INTL GROUP INC COM 26874107 "8,618" "70,956" X "70,956"
AMERICAN STORES CO NEW COM 30096101 409 "12,400" X "12,400"
AMERITECH CORP NEW COM 30954101 "4,179" "72,200" X "72,200"
AMGEN INC COM 31162100 "3,197" "42,700" X "42,700"
AMP INC COM 31897101 566 "10,536" X "10,536"
AMSOUTH BANCORPORATION COM 32165102 200 "4,400" X "4,400"
ANADARKO PETE CORP COM 32511107 310 "8,200" X "8,200"
ANHEUSER BUSCH COS INC COM 35229103 "1,341" "17,600" X "17,600"
AON CORP COM 37389103 468 "7,400" X "7,400"
APPLE COMPUTER INC COM 37833100 320 "8,900" X "8,900"
APPLIED MATLS INC COM 38222105 "1,851" "30,000" X "30,000"
ARCHER DANIELS MIDLAND CO COM 39483102 381 "25,939" X "25,939"
ASCEND COMMUNICATIONS INC COM 43491109 862 "10,300" X "10,300"
ASSOCIATED BANC CORP COM 45487105 355 "11,100" X "11,100"
ASSOCIATES FIRST CAP CORP CL A 46008108 "1,510" "33,556" X "33,556"
ATLANTIC RICHFIELD CO COM 48825103 "1,120" "14,900" X "14,900"
AUTOMATIC DATA PROCESSING INC COM 53015103 "1,318" "30,700" X "30,700"
AVERY DENNISON CORP COM 53611109 311 "5,400" X "5,400"
AVON PRODS INC COM 54303102 607 "12,900" X "12,900"
BB&T CORP COM 54937107 546 "15,100" X "15,100"
BMC SOFTWARE INC COM 55921100 586 "15,800" X "15,800"
BAKER HUGHES INC COM 57224107 384 "15,780" X "15,780"
BALL CORP COM 58498106 469 "10,000" X "10,000"
BANK NEW YORK INC COM 64057102 "1,254" "34,900" X "34,900"
BANK ONE CORP COM 06423A103 "3,939" "71,535" X "71,535"
BANKAMERICA CORP NEW COM 06605F102 "7,139" "101,081" X "101,081"
BANKBOSTON CORP COM 06605R106 598 "13,800" X "13,800"
BANKERS TR CORP COM 66365107 362 "4,100" X "4,100"
BARRICK GOLD CORP COM 67901108 334 "19,600" X "19,600"
BATTLE MTN GOLD CO COM 71593107 29 "10,700" X "10,700"
BAXTER INTL INC COM 71813109 845 "12,800" X "12,800"
BEAR STEARNS COS INC COM 73902108 694 "15,525" X "15,525"
BECTON DICKINSON & CO COM 75887109 563 "14,700" X "14,700"
BELL ATLANTIC CORP COM 77853109 "4,655" "89,192" X "89,192"
BELLSOUTH CORP COM 79860102 "5,879" "145,000" X "145,000"
BERKSHIRE HATHAWAY INC DEL CL B 84670207 431 168 X 168
BESTFOODS COM 08658U101 784 "16,100" X "16,100"
BEVERLY ENTERPRISES INC COM NEW 87851309 112 "21,800" X "21,800"
BIOMET INC COM 90613100 231 "5,500" X "5,500"
BLACK & DECKER CORP COM 91797100 211 "3,800" X "3,800"
BOEING CO COM 97023105 "1,236" "35,636" X "35,636"
BOSTON SCIENTIFIC CORP COM 101137107 856 "21,100" X "21,100"
BRISTOL MYERS SQUIBB CO COM 110122108 "7,926" "121,500" X "121,500"
BROWNING FERRIS INDS COM 115885105 224 "5,800" X "5,800"
BURLINGTON NORTHN SANTA FE CP COM 12189T104 "1,285" "39,075" X "39,075"
BURLINGTON RES INC COM 122014103 337 "8,439" X "8,439"
CBS CORP COM 12490K107 "1,359" "33,200" X "33,200"
CIGNA CORP COM 125509109 "1,148" "13,700" X "13,700"
CIT GROUP INC CL A 125577106 "1,057" "34,600" X "34,600"
CNF TRANSN INC COM 12612W104 514 "13,600" X "13,600"
CSX CORP COM 126408103 378 "9,716" X "9,716"
CVS CORP COM 126650100 874 "18,400" X "18,400"
CAMPBELL SOUP CO COM 134429109 810 "19,900" X "19,900"
CAPITAL ONE FINL CORP COM 14040H105 513 "3,400" X "3,400"
CARDINAL HEALTH INC COM 14149Y108 "1,106" "16,756" X "16,756"
CARNIVAL CORP COM 143658102 "1,637" "33,700" X "33,700"
CAROLINA PWR & LT CO COM 144141108 265 "7,000" X "7,000"
CATERPILLAR INC DEL COM 149123101 859 "18,700" X "18,700"
CENDANT CORP COM 151313103 607 "38,542" X "38,542"
CENTEX CORP COM 152312104 844 "25,300" X "25,300"
CENTRAL & SOUTH WEST CORP COM 152357109 227 "9,700" X "9,700"
CENTURY TEL ENTERPRISES INC COM 156686107 351 "5,000" X "5,000"
CERIDIAN CORP COM 15677T106 223 "6,100" X "6,100"
CHAMPION INTL CORP COM 158525105 230 "5,600" X "5,600"
CHANCELLOR MEDIA CORP COM 158915108 223 "4,726" X "4,726"
CHASE MANHATTAN CORP NEW COM 16161A108 "4,639" "57,048" X "57,048"
CHEVRON CORPORATION COM 166751107 "2,627" "29,200" X "29,200"
CHILE FD INC COM 168834109 773 "80,400" X "80,400"
CHIRON CORP COM 170040109 279 "12,700" X "12,700"
CHUBB CORP COM 171232101 474 "8,100" X "8,100"
CINCINNATI FINL CORP COM 172062101 284 "7,800" X "7,800"
CINERGY CORP COM 172474108 224 "8,162" X "8,162"
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 284 "3,700" X "3,700"
CISCO SYS INC COM 17275R102 "10,308" "93,100" X "93,100"
CITIGROUP INC COM 172967101 "8,009" "123,930" X "123,930"
CLEAR CHANNEL COMMUNICATIONS COM 184502102 805 "12,000" X "12,000"
CLOROX CO DEL COM 189054109 "1,570" "13,400" X "13,400"
COASTAL CORP COM 190441105 314 "9,500" X "9,500"
COCA COLA CO COM 191216100 "9,197" "148,400" X "148,400"
COCA COLA ENTERPRISES INC COM 191219104 638 "21,100" X "21,100"
COLGATE PALMOLIVE CO COM 194162103 "1,178" "12,800" X "12,800"
COLUMBIA ENERGY GROUP COM 197648108 253 "4,850" X "4,850"
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 539 "28,488" X "28,488"
COMCAST CORP CL A SPL 200300200 "1,103" "17,525" X "17,525"
COMERICA INC COM 200340107 493 "7,900" X "7,900"
COMPANIA DE TELECOMUNICS CHILE SPNSRD ADR NEW 204449300 423 "19,400" X "19,400"
COMPAQ COMPUTER CORP COM 204493100 "2,559" "80,762" X "80,762"
COMPUTER ASSOC INTL INC COM 204912109 "1,350" "37,955" X "37,955"
COMPUTER SCIENCES CORP COM 205363104 320 "5,800" X "5,800"
COMPUWARE CORP COM 205638109 618 "25,900" X "25,900"
CONAGRA INC COM 205887102 544 "21,300" X "21,300"
CONSECO INC COM 208464107 474 "15,365" X "15,365"
CONSOLIDATED EDISON INC COM 209115104 462 "10,200" X "10,200"
CONSOLIDATED NAT GAS CO COM 209615103 229 "4,700" X "4,700"
COOPER INDS INC COM 216669101 205 "4,800" X "4,800"
CORNING INC COM 219350105 606 "10,100" X "10,100"
COSTCO COMPANIES INC COM 22160Q102 897 "9,800" X "9,800"
COUNTRYWIDE CR INDS INC DEL COM 222372104 424 "11,300" X "11,300"
CROWN CORK & SEAL INC COM 228255105 203 "7,100" X "7,100"
DQE INC COM 23329J104 238 "6,200" X "6,200"
DTE ENERGY CO COM 233331107 692 "18,000" X "18,000"
DANA CORP COM 235811106 305 "8,016" X "8,016"
DANAHER CORP DEL COM 235851102 266 "5,100" X "5,100"
DAYTON HUDSON CORP COM 239753106 "1,906" "27,300" X "27,300"
DEERE & CO COM 244199105 436 "11,300" X "11,300"
DELL COMPUTER CORP COM 247025109 "5,465" "133,700" X "133,700"
DELTA AIR LINES INC DEL COM 247361108 597 "8,000" X "8,000"
DISNEY WALT CO COM 254687106 "3,015" "94,900" X "94,900"
DOLLAR GEN CORP COM 256669102 284 "8,350" X "8,350"
DOMINION RES INC VA COM 257470104 349 "9,450" X "9,450"
DOVER CORP COM 260003108 325 "9,900" X "9,900"
DOW CHEM CO COM 260543103 "1,010" "10,550" X "10,550"
DU PONT E I DE NEMOURS & CO COM 263534109 "2,954" "50,000" X "50,000"
DUKE ENERGY CORP COM 264399106 879 "16,097" X "16,097"
DUN & BRADSTREET CORP DEL COM 26483B106 253 "7,100" X "7,100"
E M C CORP MASS COM 268648102 "3,858" "30,200" X "30,200"
EASTMAN KODAK CO COM 277461109 "1,360" "21,000" X "21,000"
EATON CORP COM 278058102 229 "3,200" X "3,200"
ECOLAB INC COM 278865100 738 "20,800" X "20,800"
EDISON INTL COM 281020107 650 "29,200" X "29,200"
ELECTRONIC DATA SYS NEW COM 285661104 "1,042" "21,400" X "21,400"
EMERSON ELEC CO COM 291011104 "1,053" "19,900" X "19,900"
EMPRESA NACIONAL DE ELCTRCIDAD SPONSORED ADR 29244T101 284 "21,800" X "21,800"
ENERSIS S A SPONSORED ADR 29274F104 278 "11,200" X "11,200"
ENRON CORP COM 293561106 "1,709" "26,600" X "26,600"
ENTERGY CORP NEW COM 29364G103 322 "11,700" X "11,700"
EQUIFAX INC COM 294429105 227 "6,600" X "6,600"
EQUITABLE COS INC COM 29444G107 406 "5,800" X "5,800"
EXXON CORP COM 302290101 "8,532" "119,600" X "119,600"
FPL GROUP INC COM 302571104 431 "8,100" X "8,100"
FDX CORP COM 31304N107 616 "6,640" X "6,640"
FEDERAL HOME LN MTG CORP COM 313400301 "1,885" "33,000" X "33,000"
FEDERAL NATL MTG ASSN COM 313586109 "4,887" "69,700" X "69,700"
FEDERATED DEPT STORES INC DEL COM 31410H101 809 "20,150" X "20,150"
FIFTH THIRD BANCORP COM 316773100 882 "13,375" X "13,375"
FIRST DATA CORP COM 319963104 898 "21,000" X "21,000"
FIRST UN CORP COM 337358105 "4,034" "75,046" X "75,046"
FIRSTAR CORP NEW WIS COM 33763V109 832 "9,300" X "9,300"
FIRSTENERGY CORP COM 337932107 330 "11,800" X "11,800"
FLEET FINL GROUP INC NEW COM 338915101 "1,268" "33,692" X "33,692"
FLEETWOOD ENTERPRISES INC COM 339099103 415 "14,500" X "14,500"
FLUOR CORP COM 343861100 597 "22,100" X "22,100"
FORD MTR CO DEL COM 345370100 "4,421" "77,900" X "77,900"
FORT JAMES CORP COM 347471104 311 "9,800" X "9,800"
FORTUNE BRANDS INC COM 349631101 244 "6,300" X "6,300"
FRANKLIN RES INC COM 354613101 450 "16,000" X "16,000"
FRONTIER CORPORATION COM 35906P105 384 "7,400" X "7,400"
GPU INC COM 36225X100 228 "6,100" X "6,100"
GTE CORP COM 362320103 "2,148" "35,500" X "35,500"
GANNETT INC COM 364730101 788 "12,500" X "12,500"
GAP INC DEL COM 364760108 "2,188" "32,500" X "32,500"
GATEWAY 2000 INC COM 367833100 535 "7,800" X "7,800"
GENERAL DYNAMICS CORP COM 369550108 302 "4,700" X "4,700"
GENERAL ELEC CO COM 369604103 "17,572" "156,800" X "156,800"
GENERAL INSTR CORP DEL COM 370120107 236 "7,800" X "7,800"
GENERAL MLS INC COM 370334104 725 "9,600" X "9,600"
GENERAL MTRS CORP COM 370442105 "4,067" "46,300" X "46,300"
GENUINE PARTS CO COM 372460105 783 "27,175" X "27,175"
GEORGIA PAC CORP COM GA PAC GRP 373298108 282 "3,800" X "3,800"
GILLETTE CO COM 375766102 "3,076" "50,876" X "50,876"
GOLDEN WEST FINL CORP DEL COM 381317106 468 "4,900" X "4,900"
GOODYEAR TIRE & RUBR CO COM 382550101 339 "6,800" X "6,800"
GRAINGER W W INC COM 384802104 207 "4,800" X "4,800"
GUIDANT CORP COM 401698105 "1,688" "27,900" X "27,900"
HALLIBURTON CO COM 406216101 728 "18,900" X "18,900"
HARRIS CORP DEL COM 413875105 323 "11,300" X "11,300"
HARTFORD FINL SVCS GROUP INC COM 416515104 858 "15,100" X "15,100"
HASBRO INC COM 418056107 234 "8,100" X "8,100"
HEALTHSOUTH CORP COM 421924101 197 "19,000" X "19,000"
HEINZ H J CO COM 423074103 767 "16,200" X "16,200"
HERSHEY FOODS CORP COM 427866108 437 "7,800" X "7,800"
HEWLETT PACKARD CO COM 428236103 "3,423" "49,600" X "49,600"
HOME DEPOT INC COM 437076102 "5,542" "87,718" X "87,718"
HOMESTAKE MNG CO COM 437614100 94 "10,900" X "10,900"
HONEYWELL INC COM 438506107 687 "7,600" X "7,600"
HOUSEHOLD INTL INC COM 441815107 "1,024" "22,446" X "22,446"
HUNTINGTON BANCSHARES INC COM 446150104 282 "9,100" X "9,100"
IBP INC COM 449223106 602 "32,300" X "32,300"
IMS HEALTH INC COM 449934108 547 "16,500" X "16,500"
ILLINOIS TOOL WKS INC COM 452308109 687 "11,100" X "11,100"
IMMUNEX CORP NEW COM 452528102 233 "2,800" X "2,800"
INCO LTD COM 453258402 204 "15,300" X "15,300"
INGERSOLL RAND CO COM 456866102 427 "8,600" X "8,600"
INTEL CORP COM 458140100 "11,867" "98,750" X "98,750"
INTERNATIONAL BUSINESS MACHS COM 459200101 "9,346" "52,000" X "52,000"
INTL PAPER CO COM 460146103 570 "13,500" X "13,500"
INTERPUBLIC GROUP COS INC COM 460690100 537 "6,900" X "6,900"
INTUIT COM 461202103 580 "5,700" X "5,700"
JEFFERSON PILOT CORP COM 475070108 568 "8,387" X "8,387"
JOHNSON & JOHNSON COM 478160104 "7,010" "73,800" X "73,800"
JOHNSON CTLS INC COM 478366107 243 "3,900" X "3,900"
K MART CORP COM 482584109 723 "43,001" X "43,001"
KANSAS CITY SOUTHN INDS INC COM 485170104 205 "3,600" X "3,600"
KAUFMAN & BROAD HOME CORP COM 486168107 234 "10,373" X "10,373"
KELLOGG CO COM 487836108 659 "19,500" X "19,500"
KENNAMETAL INC COM 489170100 364 "20,800" X "20,800"
KEYCORP NEW COM 493267108 618 "20,400" X "20,400"
KIMBERLY CLARK CORP COM 494368103 "1,134" "23,656" X "23,656"
KOHLS CORP COM 500255104 610 "8,600" X "8,600"
KROGER CO COM 501044101 "1,257" "21,000" X "21,000"
LAIDLAW INC COM 50730K503 94 "16,200" X "16,200"
LEHMAN BROS HLDGS INC COM 524908100 "1,040" "17,400" X "17,400"
LILLY ELI & CO COM 532457108 "5,286" "61,700" X "61,700"
LIMITED INC COM 532716107 391 "9,866" X "9,866"
LINCOLN NATL CORP IND COM 534187109 484 "4,900" X "4,900"
LINEAR TECHNOLOGY CORP COM 535678106 246 "4,800" X "4,800"
LOCKHEED MARTIN CORP COM 539830109 546 "14,480" X "14,480"
LOEWS CORP COM 540424108 993 "13,300" X "13,300"
LOWES COS INC COM 548661107 "1,252" "20,700" X "20,700"
LUCENT TECHNOLOGIES INC COM 549463107 "7,899" "73,308" X "73,308"
MBIA INC COM 55262C100 249 "4,300" X "4,300"
MBNA CORP COM 55262L100 910 "38,125" X "38,125"
MCI WORLDCOM INC COM 55268B106 "9,210" "103,992" X "103,992"
MGIC INVT CORP WIS COM 552848103 217 "6,200" X "6,200"
MALLINCKRODT INC NEW COM 561232109 266 "10,000" X "10,000"
MARSH & MCLENNAN COS INC COM 571748102 924 "12,450" X "12,450"
MARRIOTT INTL INC NEW CL A 571903202 387 "11,500" X "11,500"
MASCO CORP COM 574599106 424 "15,000" X "15,000"
MATTEL INC COM 577081102 316 "12,688" X "12,688"
MAY DEPT STORES CO COM 577778103 717 "18,336" X "18,336"
MAYTAG CORP COM 578592107 272 "4,500" X "4,500"
MCDERMOTT INTL INC COM 580037109 286 "11,300" X "11,300"
MCDONALDS CORP COM 580135101 "3,553" "76,800" X "76,800"
MCGRAW HILL COS INC COM 580645109 480 "8,800" X "8,800"
MCKESSON HBOC INC COM 58155Q103 "1,039" "15,743" X "15,743"
MEDIAONE GROUP INC COM 58440J104 "1,880" "29,600" X "29,600"
MEDTRONIC INC COM 585055106 "2,236" "31,162" X "31,162"
MELLON BK CORP COM 585509102 985 "14,000" X "14,000"
MERCANTILE BANCORPORATION INC COM 587342106 328 "6,900" X "6,900"
MERCK & CO INC COM 589331107 "9,018" "111,300" X "111,300"
MERRILL LYNCH & CO INC COM 590188108 "1,539" "17,400" X "17,400"
MEYER FRED INC DEL NEW COM 592907109 400 "6,800" X "6,800"
MICROSOFT CORP COM 594918104 "25,869" "286,600" X "286,600"
MICRON TECHNOLOGY INC COM 595112103 550 "11,400" X "11,400"
MINNESOTA MNG & MFG CO COM 604059105 "1,308" "18,200" X "18,200"
MOBIL CORP COM 607059102 "3,122" "34,900" X "34,900"
MONSANTO CO COM 611662107 "1,316" "28,000" X "28,000"
MORGAN J P & CO INC COM 616880100 "1,122" "8,800" X "8,800"
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 "3,092" "30,942" X "30,942"
MOTOROLA INC COM 620076109 "1,998" "26,700" X "26,700"
NCR CORP NEW COM 6.29E+112 295 "5,900" X "5,900"
NALCO CHEM CO COM 629853102 409 "15,400" X "15,400"
NATIONAL CITY CORP COM 635405103 "1,480" "22,300" X "22,300"
NAVISTAR INTL CORP NEW COM 6.39E+112 514 "12,800" X "12,800"
NEW YORK TIMES CO CL A 650111107 222 "7,800" X "7,800"
NEXTEL COMMUNICATIONS INC CL A 65332V103 458 "12,500" X "12,500"
NIKE INC CL B 654106103 704 "12,200" X "12,200"
NORDSTROM INC COM 655664100 249 "6,100" X "6,100"
NORFOLK SOUTHERN CORP COM 655844108 619 "22,600" X "22,600"
NORTHERN TELECOM LTD COM 665815106 "2,256" "36,320" X "36,320"
NORTHERN TR CORP COM 665859104 551 "6,200" X "6,200"
NOVELL INC COM 670006105 531 "21,100" X "21,100"
OCCIDENTAL PETE CORP DEL COM 674599105 279 "15,500" X "15,500"
OFFICE DEPOT INC COM 676220106 659 "17,900" X "17,900"
OMNICOM GROUP INC COM 681919106 687 "8,600" X "8,600"
ONEOK INC NEW COM 682680103 213 "8,600" X "8,600"
ORACLE CORP COM 68389X105 "2,644" "99,100" X "99,100"
OWENS CORNING COM 69073F103 792 "24,900" X "24,900"
PECO ENERGY CO COM 693304107 "1,216" "26,300" X "26,300"
PG&E CORP COM 69331C108 "1,028" "33,100" X "33,100"
PNC BK CORP COM 693475105 "1,100" "19,800" X "19,800"
P P & L RES INC COM 693499105 203 "8,200" X "8,200"
PPG INDS INC COM 693506107 410 "8,000" X "8,000"
PACCAR INC COM 693718108 305 "7,410" X "7,410"
PACIFICORP COM 695114108 585 "33,900" X "33,900"
PARAMETRIC TECHNOLOGY CORP COM 699173100 243 "12,300" X "12,300"
PAYCHEX INC COM 704326107 337 "7,100" X "7,100"
PENNEY J C INC COM 708160106 514 "12,700" X "12,700"
PEOPLESOFT INC COM 712713106 146 "10,000" X "10,000"
PEPSICO INC COM 713448108 "3,068" "77,500" X "77,500"
PHARMACIA & UPJOHN INC COM 716941109 "1,369" "21,950" X "21,950"
PFIZER INC COM 717081103 "9,903" "70,500" X "70,500"
PHILIP MORRIS COS INC COM 718154107 "3,452" "96,800" X "96,800"
PHILLIPS PETE CO COM 718507106 562 "11,900" X "11,900"
PIONEER HI BRED INTL INC COM 723686101 429 "11,400" X "11,400"
PITNEY BOWES INC COM 724479100 "1,090" "17,100" X "17,100"
PLACER DOME INC COM 725906101 124 "11,100" X "11,100"
PRAXAIR INC COM 74005P104 303 "8,400" X "8,400"
PRECISION CASTPARTS CORP COM 740189105 270 "6,700" X "6,700"
PREMARK INTL INC COM 740459102 833 "25,300" X "25,300"
PROCTER & GAMBLE CO COM 742718109 "7,663" "77,368" X "77,368"
PROGRESSIVE CORP OHIO COM 743315103 775 "5,400" X "5,400"
PROLOGIS TR SH BEN INT 743410102 566 "27,600" X "27,600"
PROVIDIAN FINL CORP COM 74406A102 848 "7,050" X "7,050"
PUBLIC SVC ENTERPRISE GROUP COM 744573106 382 "10,000" X "10,000"
QUAKER OATS CO COM 747402105 488 "7,800" X "7,800"
RJR NABISCO HOLDINGS CORP COM NEW 74960K876 900 "36,000" X "36,000"
R O C TAIWAN FD SH BEN INT 749651105 167 "28,000" X "28,000"
RALSTON PURINA CO COM RAL-PUR GP 751277302 454 "17,000" X "17,000"
RAYTHEON CO CL B 755111408 727 "12,400" X "12,400"
REGIONS FINL CORP COM 758940100 336 "9,700" X "9,700"
RELIANT ENERGY INC COM 75952J108 401 "14,369" X "14,369"
REPUBLIC N Y CORP COM 760719104 212 "4,600" X "4,600"
RITE AID CORP COM 767754104 298 "11,900" X "11,900"
ROCKWELL INTL CORP NEW COM 773903109 356 "8,400" X "8,400"
ROHM & HAAS CO COM 775371107 245 "7,300" X "7,300"
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 "4,805" "92,400" X "92,400"
SBC COMMUNICATIONS INC COM 78387G103 "6,373" "135,228" X "135,228"
SLM HLDG CORP COM 78442A109 301 "7,200" X "7,200"
SAFECO CORP COM 786429100 251 "6,200" X "6,200"
SAFEWAY INC COM NEW 786514208 "1,108" "21,600" X "21,600"
ST PAUL COS INC COM 792860108 396 "12,744" X "12,744"
SARA LEE CORP COM 803111103 985 "39,800" X "39,800"
SCHERING PLOUGH CORP COM 806605101 "4,746" "85,800" X "85,800"
SCHLUMBERGER LTD COM 806857108 "1,414" "23,500" X "23,500"
SCHWAB CHARLES CORP NEW COM 808513105 "2,216" "23,050" X "23,050"
SEAGATE TECHNOLOGY COM 811804103 748 "25,300" X "25,300"
SEAGRAM LTD COM 811850106 735 "14,700" X "14,700"
SEARS ROEBUCK & CO COM 812387108 "1,505" "33,300" X "33,300"
SEMPRA ENERGY COM 816851109 368 "19,182" X "19,182"
SERVICE CORP INTL COM 817565104 212 "14,900" X "14,900"
SHERWIN WILLIAMS CO COM 824348106 236 "8,400" X "8,400"
SOLECTRON CORP COM 834182107 510 "10,500" X "10,500"
SOUTHERN CO COM 842587107 778 "32,300" X "32,300"
SOUTHTRUST CORP COM 844730101 228 "6,100" X "6,100"
SOUTHWEST AIRLS CO COM 844741108 495 "16,375" X "16,375"
SPRINT CORP COM FON GROUP 852061100 "2,904" "29,600" X "29,600"
SPRINT CORP PCS COM SER 1 852061506 871 "19,650" X "19,650"
STAPLES INC COM 855030102 788 "23,975" X "23,975"
STATE STR CORP COM 857477103 674 "8,200" X "8,200"
STERLING SOFTWARE INC COM 859547101 283 "11,900" X "11,900"
SUMMIT BANCORP COM 866005101 289 "7,400" X "7,400"
SUN MICROSYSTEMS INC COM 866810104 "2,674" "21,400" X "21,400"
SUNOCO INC COM 86764P109 426 "11,800" X "11,800"
SUNTRUST BKS INC COM 867914103 822 "13,200" X "13,200"
SUPERVALU INC COM 868536103 258 "12,500" X "12,500"
SYMBOL TECHNOLOGIES INC COM 871508107 207 "4,600" X "4,600"
SYNOPSYS INC COM 871607107 935 "17,400" X "17,400"
SYNOVUS FINL CORP COM 87161C105 261 "12,750" X "12,750"
SYSCO CORP COM 871829107 579 "22,000" X "22,000"
TCA CABLE TV INC COM 872241104 218 "5,000" X "5,000"
TJX COS INC NEW COM 872540109 568 "16,700" X "16,700"
TRW INC COM 872649108 295 "5,600" X "5,600"
TANDY CORP COM 875382103 272 "4,256" X "4,256"
TECH DATA CORP COM 878237106 257 "11,200" X "11,200"
TELLABS INC COM 879664100 "1,300" "13,300" X "13,300"
TENET HEALTHCARE CORP COM 88033G100 294 "14,800" X "14,800"
TENNECO INC NEW COM 8.80E+105 221 "7,919" X "7,919"
TEXACO INC COM 881694103 "1,334" "23,500" X "23,500"
TEXAS INSTRS INC COM 882508104 "2,372" "23,900" X "23,900"
TEXAS UTILS CO COM 882848104 539 "12,920" X "12,920"
TEXTRON INC COM 883203101 449 "5,800" X "5,800"
3COM CORP COM 885535104 730 "31,300" X "31,300"
TIME WARNER INC COM 887315109 "5,985" "83,200" X "83,200"
TOYS R US INC COM 892335100 202 "10,750" X "10,750"
TRANSAMERICA CORP COM 893485102 398 "5,600" X "5,600"
TRICON GLOBAL RESTAURANTS COM 895953107 471 "6,620" X "6,620"
TRIBUNE CO NEW COM 896047107 386 "5,900" X "5,900"
TRIGON HEALTHCARE INC COM 89618L100 305 "8,900" X "8,900"
TYCO INTL LTD NEW COM 902124106 "2,490" "34,703" X "34,703"
USX MARATHON GROUP COM NEW 902905827 363 "13,200" X "13,200"
US BANCORP DEL COM 902973106 "1,322" "38,802" X "38,802"
UNUM CORP COM 903192102 295 "6,200" X "6,200"
USX-U S STL COM 90337T101 736 "31,300" X "31,300"
UNILEVER N V NEW YORK SHS 904784501 "1,847" "27,800" X "27,800"
UNICOM CORP COM 904911104 435 "11,900" X "11,900"
UNION CAMP CORP COM 905530101 208 "3,100" X "3,100"
UNION CARBIDE CORP COM 905581104 271 "6,000" X "6,000"
UNION PAC CORP COM 907818108 623 "11,300" X "11,300"
UNION PAC RES GROUP INC COM 907834105 151 "12,731" X "12,731"
UNION PLANTERS CORP COM 908068109 264 "6,000" X "6,000"
UNISYS CORP COM 909214108 313 "11,300" X "11,300"
UNITED HEALTHCARE CORP COM 910581107 426 "8,100" X "8,100"
US AIRWAYS GROUP INC COM 911905107 220 "4,500" X "4,500"
U S WEST INC NEW COM 91273H101 "2,612" "47,431" X "47,431"
UNITED TECHNOLOGIES CORP COM 913017109 "1,381" "10,200" X "10,200"
UNIVERSAL CORP VA COM 913456109 496 "19,400" X "19,400"
UNOCAL CORP COM 915289102 401 "10,900" X "10,900"
UTILICORP UTD INC COM 918005109 737 "32,400" X "32,400"
V F CORP COM 918204108 244 "5,168" X "5,168"
VIACOM INC CL B 925524308 "1,335" "15,900" X "15,900"
WACHOVIA CORP COM 929771103 755 "9,300" X "9,300"
WAL MART STORES INC COM 931142103 "10,805" "115,900" X "115,900"
WALGREEN CO COM 931422109 "1,359" "48,100" X "48,100"
WARNER LAMBERT CO COM 934488107 "3,342" "50,500" X "50,500"
WASHINGTON MUT INC COM 939322103 "1,225" "29,963" X "29,963"
WASTE MGMT INC DEL COM 94106L109 "1,155" "26,027" X "26,027"
WATERS CORP COM 941848103 567 "5,400" X "5,400"
WATSON PHARMACEUTICALS INC COM 942683103 327 "7,400" X "7,400"
WELLS FARGO & CO NEW COM 949746101 "2,987" "83,730" X "83,730"
WEYERHAEUSER CO COM 962166104 658 "11,850" X "11,850"
WHIRLPOOL CORP COM 963320106 207 "3,800" X "3,800"
WILLIAMS COS INC DEL COM 969457100 794 "20,100" X "20,100"
WINN DIXIE STORES INC COM 974280109 265 "7,100" X "7,100"
WRIGLEY WM JR CO COM 982526105 506 "5,600" X "5,600"
XEROX CORP COM 984121103 "1,930" "36,156" X "36,156"
GRAND TOTAL "582,708"
FRUIT OF THE LOOM LTD ORD CL A G3682L105 169 "15,700" X "15,700"
LORAL SPACE & COMMUNICATIONS COM G56462107 293 "20,300" X "20,300"
SANTA FE INTL CORP ORD G7805C108 196 "10,500" X "10,500"
XOMA LTD ORD G9825R107 36 "11,907" X "11,907"
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 550 "14,100" X "14,100"
OMI CORP NEW COM Y6476W104 15 "7,300" X "7,300"
A D C TELECOMMUNICATIONS COM 886101 777 "16,300" X "16,300"
AFC CABLE SYS INC COM 950105 215 "7,225" X "7,225"
ACT MFG INC COM 973107 162 "9,800" X "9,800"
AFLAC INC COM 1055102 "1,820" "33,424" X "33,424"
AGCO CORP COM 1084102 66 "10,100" X "10,100"
AES CORP COM 00130H105 "1,475" "39,600" X "39,600"
AK STL HLDG CORP COM 1547108 181 "8,000" X "8,000"
AMB PROPERTY CORP COM 00163T109 166 "8,000" X "8,000"
AMR CORP COM 1765106 "2,553" "43,600" X "43,600"
APAC TELESERVICES INC COM 1.85E+108 50 "15,100" X "15,100"
AT&T CORP COM 1957109 "41,182" "515,979" X "515,979"
AT&T CORP COM LIB GRP A 1957208 265 "5,038" X "5,038"
AAMES FINL CORP COM 00253A101 20 "11,700" X "11,700"
ABACUS DIRECT CORP COM 2553105 287 "3,500" X "3,500"
ABBOTT LABS COM 2824100 "17,466" "373,100" X "373,100"
ABERCROMBIE & FITCH CO CL A 2896207 742 "8,065" X "8,065"
ACCEPTANCE INS COS INC COM 4308102 81 "6,000" X "6,000"
ACNIELSEN CORP COM 4833109 220 "8,102" X "8,102"
ACTEL CORP COM 4934105 105 "6,400" X "6,400"
ACXIOM CORP COM 5125109 328 "12,380" X "12,380"
ADAC LABS COM NEW 5313200 169 "12,401" X "12,401"
ADAPTEC INC COM 00651F108 352 "15,400" X "15,400"
ADELPHIA COMMUNICATIONS CORP CL A 6848105 227 "3,600" X "3,600"
ADOBE SYS INC COM 00724F101 880 "15,500" X "15,500"
ADVANCED DEPOSITION TECHNOLS COM 7521107 24 "11,600" X "11,600"
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 76 "7,900" X "7,900"
ADVANTAGE LEARNING SYSTEMS COM 00757K100 211 "6,800" X "6,800"
AEGIS COMMUNICATIONS GROUP INC COM 00760B105 14 "15,600" X "15,600"
AEROQUIP-VICKERS INC COM 7869100 820 "14,300" X "14,300"
ADVANCED MICRO DEVICES INC COM 7903107 521 "33,600" X "33,600"
ADVANCED ENERGY INDS COM 7973100 156 "6,637" X "6,637"
AETNA INC COM 8117103 "2,895" "34,882" X "34,882"
AFFILIATED COMPUTER SERVICES CL A 8190100 256 "5,600" X "5,600"
AGOURON PHARMACEUTICALS INC COM 8488108 271 "4,800" X "4,800"
AIR PRODS & CHEMS INC COM 9158106 "1,822" "53,200" X "53,200"
AIRBORNE FGHT CORP COM 9266107 221 "7,100" X "7,100"
AIRTOUCH COMMUNICATIONS INC COM 00949T100 "14,639" "151,500" X "151,500"
ALASKA AIR GROUP INC COM 11659109 76 "1,600" X "1,600"
ALBEMARLE CORP COM 12653101 135 "6,450" X "6,450"
ALBERTO CULVER CO CL B CONV 13068101 231 "9,900" X "9,900"
ALBERTSONS INC COM 13104104 "3,020" "55,600" X "55,600"
ALCAN ALUMINIUM LTD NEW COM 13716105 605 "23,450" X "23,450"
ALCOA INC COM 13817101 "3,709" "90,064" X "90,064"
ALEXANDERS INC COM 14752109 81 "1,200" X "1,200"
ALIANT COMMUNICATIONS INC COM 16090102 233 "5,700" X "5,700"
ALL AMERICAN SEMICONDUCTOR INC COM 16557100 20 "27,600" X "27,600"
ALLEGHANY CORP DEL COM 17175100 146 795 X 795
ALLEGHENY ENERGY INC COM 17361106 487 "16,500" X "16,500"
ALLEGHENY TELEDYNE INC COM 17415100 897 "47,371" X "47,371"
ALLERGAN INC COM 18490102 "1,968" "22,400" X "22,400"
ALLIANCE CAP MGMT L P UNIT LTD PARTN 18548107 420 "16,600" X "16,600"
ALLIANT TECHSYSTEMS INC COM 18804104 155 "2,000" X "2,000"
ALLIEDSIGNAL INC COM 19512102 "6,448" "131,100" X "131,100"
ALLIED WASTE INDS INC COM PAR$.01NEW 19589308 211 "14,600" X "14,600"
ALLMERICA FINL CORP COM 19754100 445 "8,086" X "8,086"
ALLSTATE CORP COM 20002101 "7,545" "203,586" X "203,586"
ALLTEL CORP COM 20039103 "3,925" "62,929" X "62,929"
ALPHARMA INC CL A 20813101 249 "6,350" X "6,350"
ALTERA CORP COM 21441100 "1,160" "19,500" X "19,500"
ALZA CORP DEL COM 22615108 933 "24,380" X "24,380"
AMAZON COM INC COM 23135106 "3,168" "18,400" X "18,400"
AMBAC FINL GROUP INC COM 23139108 400 "7,400" X "7,400"
AMERADA HESS CORP COM 23551104 971 "19,300" X "19,300"
AMERCO COM 23586100 172 "8,000" X "8,000"
AMEREN CORP COM 23608102 "1,458" "40,277" X "40,277"
AMERICA ONLINE INC DEL COM 02364J104 "35,698" "244,509" X "244,509"
AMERICA WEST HLDG CORP CL B 23657208 200 "10,500" X "10,500"
AMERICAN ANNUITY GROUP INC COM 23840101 250 "11,500" X "11,500"
AMERICAN BANKERS INS GROUP INC COM 24456105 343 "6,600" X "6,600"
AMERICAN BUSINESS PRODS GA COM 24763104 118 "8,412" X "8,412"
AMERICAN EAGLE OUTFITTERS INC COM 02553D108 79 "1,100" X "1,100"
AMERICAN ELEC PWR INC COM 25537101 "1,766" "44,500" X "44,500"
AMERICAN EXPRESS CO COM 25816109 "12,768" "108,663" X "108,663"
AMERICAN FINL GROUP INC OHIO COM 25932104 158 "4,500" X "4,500"
AMERICAN FREIGHTWAYS CORP COM 02629V108 73 "5,700" X "5,700"
AMERICAN GENERAL CORP COM 26351106 "4,398" "62,383" X "62,383"
AMERICAN GREETINGS CORP CL A 26375105 381 "15,000" X "15,000"
AMERICAN HEALTH PPTYS INC COM 26494104 115 "6,300" X "6,300"
AMERICAN HOME PRODS CORP COM 26609107 "20,273" "310,700" X "310,700"
AMERICAN INTL GROUP INC COM 26874107 "36,193" "300,047" X "300,047"
AMERICAN MGMT SYS INC COM 27352103 191 "5,600" X "5,600"
AMERICAN MOBILE SATELLITE CORP COM 02755R103 65 "8,700" X "8,700"
AMERICAN NATL INS CO COM 28591105 167 "2,500" X "2,500"
AMERICAN ONCOLOGY RES INC COM 28910107 94 "10,400" X "10,400"
AMERICAN PWR CONVERSION CORP COM 29066107 311 "11,500" X "11,500"
AMERICAN STD COS INC DEL COM 29712106 347 "10,100" X "10,100"
AMERICAN TOWER CORP CL A 29912201 286 "11,670" X "11,670"
AMERICAN STORES CO NEW COM 30096101 "2,198" "66,600" X "66,600"
AMERICAN WTR WKS INC COM 30411102 218 "7,500" X "7,500"
AMERICAN WOODMARK CORP COM 30506109 239 "7,560" X "7,560"
AMERICREDIT CORP COM 03060R101 171 "13,000" X "13,000"
AMERIN CORP COM 03070X106 148 "7,300" X "7,300"
AMERISOURCE HEALTH CORP CL A 03071P102 157 "4,600" X "4,600"
AMERITRADE HLDG CORP CL A 03072H109 309 "5,000" X "5,000"
AMES DEPT STORES INC COM NEW 30789507 375 "10,100" X "10,100"
AMERITECH CORP NEW COM 30954101 "15,615" "269,800" X "269,800"
AMF BOWLING INC COM 03113V109 29 "7,200" X "7,200"
AMGEN INC COM 31162100 "10,235" "136,700" X "136,700"
AMISTAR CORP COM 31535107 24 "11,300" X "11,300"
AMP INC COM 31897101 "2,719" "50,654" X "50,654"
AMRESCO INC COM 31909104 52 "6,800" X "6,800"
AMPEX CORP DEL CL A 32092108 69 "25,600" X "25,600"
AMSOUTH BANCORPORATION COM 32165102 "1,189" "26,125" X "26,125"
ANADARKO PETE CORP COM 32511107 "1,023" "27,100" X "27,100"
ANADIGICS INC COM 32515108 104 "5,900" X "5,900"
ANALOG DEVICES INC COM 32654105 577 "19,399" X "19,399"
ANCHOR BANCORP WIS INC COM 32839102 134 "8,700" X "8,700"
ANDREW CORP COM 34425108 255 "20,733" X "20,733"
ANHEUSER BUSCH COS INC COM 35229103 "8,800" "115,500" X "115,500"
ANIXTER INTL INC COM 35290105 101 "8,500" X "8,500"
ANNTAYLOR STORES CORP COM 36115103 256 "5,800" X "5,800"
AON CORP COM 37389103 "2,456" "38,825" X "38,825"
APACHE CORP COM 37411105 579 "22,200" X "22,200"
APARTMENT INVT & MGMT CO CL A 03748R101 323 "8,924" X "8,924"
APOGEE ENTERPRISES INC COM 37598109 132 "11,100" X "11,100"
APOLLO GROUP INC CL A 37604105 172 "5,750" X "5,750"
APPLE COMPUTER INC COM 37833100 "1,215" "33,800" X "33,800"
APRIA HEALTHCARE GROUP INC COM 37933108 94 "7,900" X "7,900"
APPLIED MATLS INC COM 38222105 "5,744" "93,110" X "93,110"
APPLIED PWR INC CL A 38225108 87 "3,200" X "3,200"
APTARGROUP INC COM 38336103 31 "1,200" X "1,200"
AQUA ALLIANCE INC CL A 38367108 6 "2,700" X "2,700"
ARCHER DANIELS MIDLAND CO COM 39483102 "2,014" "137,131" X "137,131"
ARCHSTONE CMNTYS TR SH BEN INT 39581103 322 "16,000" X "16,000"
ARGONAUT GROUP INC COM 40157109 110 "4,300" X "4,300"
ARKANSAS BEST CORP DEL COM 40790107 153 "22,500" X "22,500"
ARMCO INC COM 42170100 59 "13,400" X "13,400"
ARMSTRONG WORLD INDS INC COM 42476101 384 "8,500" X "8,500"
ARROW ELECTRS INC COM 42735100 186 "12,424" X "12,424"
ARVIN INDS INC COM 43339100 168 "5,000" X "5,000"
ASARCO INC COM 43413103 125 "9,100" X "9,100"
ASCEND COMMUNICATIONS INC COM 43491109 "4,329" "51,725" X "51,725"
ASCENT ENTMT GROUP INC COM 43628106 41 "3,714" X "3,714"
ASHLAND INC COM 44204105 851 "20,800" X "20,800"
ASHTON TECHNOLOGY GROUP INC COM 45084100 61 "16,800" X "16,800"
ASPECT TELECOMMUNICATIONS CORP COM 45237104 36 "5,500" X "5,500"
ASSOCIATED BANC CORP COM 45487105 226 "7,065" X "7,065"
ASSOCIATED GROUP INC CL A 45651106 198 "4,000" X "4,000"
AT HOME CORP COM SER A 45919107 "2,116" "13,500" X "13,500"
ASSOCIATES FIRST CAP CORP CL A 46008108 "7,989" "177,536" X "177,536"
ASTORIA FINL CORP COM 46265104 463 "9,260" X "9,260"
ATLANTIC RICHFIELD CO COM 48825103 "5,570" "76,300" X "76,300"
ATMEL CORP COM 49513104 175 "11,500" X "11,500"
AU BON PAIN INC CL A 50103100 41 "7,900" X "7,900"
AUTHENTIC FITNESS CORP COM 52661105 127 "8,200" X "8,200"
AUTODESK INC COM 52769106 675 "16,700" X "16,700"
AUTOLIV INC COM 52800109 110 "2,919" X "2,919"
AUTOMATIC DATA PROCESSING INC COM 53015103 "5,991" "144,800" X "144,800"
AUTOZONE INC COM 53332102 "1,172" "38,600" X "38,600"
AVALONBAY CMNTYS INC COM 53484101 156 "4,924" X "4,924"
AVANT CORP COM 53487104 138 "7,775" X "7,775"
AVERY DENNISON CORP COM 53611109 "1,386" "24,100" X "24,100"
AVID TECHNOLOGY INC COM 05367P100 96 "5,500" X "5,500"
AVIS RENT A CAR INC COM 53790101 199 "7,200" X "7,200"
AVNET INC COM 53807103 223 "6,100" X "6,100"
AVON PRODS INC COM 54303102 "2,852" "60,600" X "60,600"
AXENT TECHNOLOGIES INC COM 05459C108 19 800 X 800
AXYS PHARMACEUTICALS INC COM 54635107 34 "8,000" X "8,000"
BB&T CORP COM 54937107 "2,967" "81,996" X "81,996"
BEC ENERGY COM 05538M101 217 "5,900" X "5,900"
BHC COMMUNICATIONS INC CL A 55448104 233 "1,907" X "1,907"
BISYS GROUP INC COM 55472104 169 "3,000" X "3,000"
BJS WHOLESALE CLUB INC COM 05548J106 307 "11,600" X "11,600"
BJ SVCS CO COM 55482103 273 "11,662" X "11,662"
BP AMOCO P L C SPONSORED ADR 55622104 0 0 X 0
BRE PROPERTIES INC CL A 5.56E+109 145 "6,406" X "6,406"
BMC SOFTWARE INC COM 55921100 "2,454" "66,200" X "66,200"
BAKER HUGHES INC COM 57224107 "1,806" "74,280" X "74,280"
BAKER J INC COM 57232100 58 "15,500" X "15,500"
BALL CORP COM 58498106 507 "10,800" X "10,800"
BALTIMORE GAS & ELEC CO COM 59165100 877 "34,550" X "34,550"
BANCTEC INC COM 59784108 15 "1,250" X "1,250"
BANCWEST CORP NEW COM 59790105 204 "4,800" X "4,800"
BANK NEW YORK INC COM 64057102 "6,583" "183,188" X "183,188"
BANK ONE CORP COM 06423A103 "15,574" "282,843" X "282,843"
BANK UTD CORP CL A 65412108 143 "3,500" X "3,500"
BANKAMERICA CORP NEW COM 06605F102 "29,307" "414,962" X "414,962"
BANKBOSTON CORP COM 06605R106 "2,959" "68,320" X "68,320"
BANKERS TR CORP COM 66365107 "1,982" "22,459" X "22,459"
BANKNORTH GROUP INC DEL COM 06646L100 164 "5,800" X "5,800"
BARD C R INC COM 67383109 565 "11,200" X "11,200"
BARNES & NOBLE INC COM 67774109 222 "6,900" X "6,900"
BARRICK GOLD CORP COM 67901108 655 "38,400" X "38,400"
BARRETT RES CORP COM PAR $0.01 68480201 142 "5,660" X "5,660"
BASIN EXPL INC COM 70107107 90 "6,500" X "6,500"
BATTLE MTN GOLD CO COM 71593107 164 "59,800" X "59,800"
BAUSCH & LOMB INC COM 71707103 813 "12,500" X "12,500"
BAXTER INTL INC COM 71813109 "4,714" "71,418" X "71,418"
BEA SYS INC COM 73325102 159 "10,200" X "10,200"
BEAR STEARNS COS INC COM 73902108 "1,828" "40,917" X "40,917"
BEAZER HOMES USA INC COM 07556Q105 221 "10,500" X "10,500"
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ETEC SYS INC COM 26922C103 85 "2,900" X "2,900"
E-TEK DYNAMICS INC COM 269240107 204 "5,700" X "5,700"
E TRADE GROUP INC COM 269246104 793 "13,600" X "13,600"
EARTHGRAINS CO COM 270319106 115 "5,200" X "5,200"
EARTHLINK NETWORK INC COM 270322100 192 "3,200" X "3,200"
EASCO INC COM 2.70E+107 99 "13,600" X "13,600"
EASTERN ENTERPRISES COM 27637F100 229 "6,300" X "6,300"
EASTMAN CHEM CO COM 277432100 790 "18,775" X "18,775"
EASTMAN KODAK CO COM 277461109 "4,931" "77,200" X "77,200"
EATON CORP COM 278058102 "1,316" "18,400" X "18,400"
EBAY INC COM 278642103 "1,565" "11,400" X "11,400"
ECHO BAY MINES LTD COM 278751102 46 "27,300" X "27,300"
ECOLAB INC COM 278865100 962 "27,100" X "27,100"
EDISON INTL COM 281020107 "1,787" "80,300" X "80,300"
EDUCATION MGMT CORP COM 28139T101 326 "10,600" X "10,600"
J D EDWARDS & CO COM 281667105 110 "9,200" X "9,200"
EDWARDS AG INC COM 281760108 510 "15,612" X "15,612"
EL PASO ELEC CO COM NEW 283677854 6 831 X 831
EL PASO ENERGY CORP DEL COM 283905107 489 "14,964" X "14,964"
ELCOR CORP COM 284443108 30 850 X 850
ELECTRO SCIENTIFIC INDS COM 285229100 205 "4,400" X "4,400"
ELECTRONIC ARTS INC COM 285512109 499 "10,500" X "10,500"
ELECTRONIC DATA SYS NEW COM 285661104 "5,317" "109,200" X "109,200"
ELECTRONICS FOR IMAGING INC COM 286082102 296 "7,600" X "7,600"
EMERSON ELEC CO COM 291011104 "5,708" "107,823" X "107,823"
EMMIS COMMUNICATIONS CORP CL A 291525103 205 "4,100" X "4,100"
ENERGY EAST CORP COM 29266M109 578 "11,000" X "11,000"
ENGELHARD CORP COM 292845104 529 "31,242" X "31,242"
ENRON CORP COM 293561106 "5,364" "83,487" X "83,487"
ENRON OIL & GAS CO COM 293562104 344 "20,700" X "20,700"
ENTERGY CORP NEW COM 29364G103 "1,530" "55,644" X "55,644"
EQUIFAX INC COM 294429105 "1,114" "32,402" X "32,402"
EQUINOX SYS INC COM 294436100 113 "12,050" X "12,050"
EQUITABLE COS INC COM 29444G107 "1,638" "23,400" X "23,400"
EQUITABLE RES INC COM 294549100 27 "1,050" X "1,050"
EQUITY INNS INC COM 294703103 17 "2,000" X "2,000"
EQUITY OFFICE PROPERTIES TRUST COM 294741103 736 "28,934" X "28,934"
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 680 "16,475" X "16,475"
ERIE INDTY CO CL A 29530P102 140 "5,100" X "5,100"
ETHAN ALLEN INTERIORS INC COM 297602104 175 "4,200" X "4,200"
ETHYL CORP COM 297659104 79 "18,500" X "18,500"
EVEREST REINS HLDGS INC COM 299808105 125 "4,000" X "4,000"
EXAR CORP COM 300645108 55 "3,400" X "3,400"
EXCEL TECHNOLOGY INC COM 30067T103 137 "13,200" X "13,200"
EXCITE INC COM 300904109 812 "5,800" X "5,800"
EXECUTIVE TELECARD LTD COM 301601100 55 "17,180" X "17,180"
EXODUS COMMUNICATIONS INC COM 302088109 256 "1,900" X "1,900"
EXPRESS SCRIPTS INC CL A 302182100 567 "6,600" X "6,600"
EXTENDED STAY AMER INC COM 30224P101 164 "16,100" X "16,100"
EXXON CORP COM 302290101 "41,321" "585,600" X "585,600"
FEI CO COM 30241L109 44 "5,300" X "5,300"
F M C CORP COM NEW 302491303 405 "8,200" X "8,200"
FPL GROUP INC COM 302571104 "2,359" "44,300" X "44,300"
FAIRFIELD CMNTYS INC COM PAR $0.01 304231301 87 "9,700" X "9,700"
FAMILY DLR STORES INC COM 307000109 672 "29,200" X "29,200"
FASTENAL CO COM 311900104 158 "4,500" X "4,500"
FDX CORP COM 31304N107 "3,267" "35,200" X "35,200"
FEDERAL HOME LN MTG CORP COM 313400301 "9,100" "159,300" X "159,300"
FEDERAL MOGUL CORP COM 313549107 434 "10,100" X "10,100"
FEDERAL NATL MTG ASSN COM 313586109 "18,026" "260,300" X "260,300"
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 125 "5,900" X "5,900"
FEDERAL SIGNAL CORP COM 313855108 180 "8,634" X "8,634"
FEDERATED DEPT STORES INC DEL COM 31410H101 "2,580" "64,300" X "64,300"
FELCOR LODGING TR INC COM 31430F101 280 "12,079" X "12,079"
FERRO CORP COM 315405100 117 "4,725" X "4,725"
FIFTH THIRD BANCORP COM 316773100 "3,915" "59,369" X "59,369"
FINANCIAL SEC ASSURN HLDGS LTD COM 31769P100 228 "4,600" X "4,600"
FINOVA GROUP INC COM 317928109 233 "4,500" X "4,500"
FIREARMS TRAINING SYS INC CL A 318120102 24 "23,400" X "23,400"
FIRST AMERN FINL CORP COM 318522307 150 "9,500" X "9,500"
FIRST AMER CORP TENN COM 318900107 610 "16,548" X "16,548"
FIRST CTZNS BANCSHARES INC N C CL A 31946M103 122 "1,500" X "1,500"
FIRST DATA CORP COM 319963104 "4,543" "106,272" X "106,272"
FIRST FINL BANCORP OH COM 320209109 119 "5,456" X "5,456"
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 146 "6,100" X "6,100"
FIRST HEALTH GROUP CORP COM 320960107 188 "11,700" X "11,700"
FIRST SEC CORP DEL COM 336294103 465 "24,090" X "24,090"
FIRST TENN NATL CORP COM 337162101 546 "14,900" X "14,900"
FIRST UN CORP COM 337358105 "13,105" "245,237" X "245,237"
FIRST VA BANKS INC COM 337477103 262 "5,725" X "5,725"
FIRST WESTERN BANCORP INC COM 337505101 247 "7,850" X "7,850"
FIRSTAR CORP NEW WIS COM 33763V109 "4,932" "55,108" X "55,108"
FISERV INC COM 337738108 475 "8,850" X "8,850"
FIRSTMERIT CORP COM 337915102 219 "8,500" X "8,500"
FIRSTENERGY CORP COM 337932107 "1,540" "55,117" X "55,117"
FLEET FINL GROUP INC NEW COM 338915101 "5,147" "136,792" X "136,792"
FLEETWOOD ENTERPRISES INC COM 339099103 570 "19,900" X "19,900"
FLORIDA EAST COAST INDS COM 340632108 171 "5,700" X "5,700"
FLORIDA PROGRESS CORP COM 341109106 478 "12,650" X "12,650"
FLOWERS INDS INC COM 343496105 270 "10,975" X "10,975"
FLOWSERVE CORP COM 34354P105 172 "11,077" X "11,077"
FLUOR CORP COM 343861100 629 "23,300" X "23,300"
FOCUS ENHANCEMENTS INC COM 344159108 25 "15,300" X "15,300"
FOOD LION INC CL B 344775101 202 "22,400" X "22,400"
FOOD LION INC CL A 344775200 416 "45,150" X "45,150"
FOODMAKER INC NEW COM NEW 344839204 184 "7,200" X "7,200"
FOOTSTAR INC COM 344912100 159 "4,954" X "4,954"
FORD MTR CO DEL COM 345370100 "17,218" "303,400" X "303,400"
FORE SYSTEMS INC COM 345449102 216 "11,400" X "11,400"
FOREST LABS INC CL A 345838106 536 "9,500" X "9,500"
FORT JAMES CORP COM 347471104 "1,639" "51,720" X "51,720"
FORTUNE BRANDS INC COM 349631101 "1,586" "41,000" X "41,000"
FOSSIL INC COM 349882100 189 "6,350" X "6,350"
FOSTER WHEELER CORP COM 350244109 130 "10,700" X "10,700"
FOUNDATION HEALTH SYS INC COM 350404109 229 "18,792" X "18,792"
FRANCHISE FIN CORP AMER COM 351807102 118 "5,600" X "5,600"
FRANKLIN RES INC COM 354613101 "1,618" "57,530" X "57,530"
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 432 "39,767" X "39,767"
FREQUENCY ELECTRS INC COM 358010106 88 "11,675" X "11,675"
FRONTIER CORPORATION COM 35906P105 "2,018" "38,900" X "38,900"
FRONTIER INS GROUP INC NEW COM 359081106 76 "6,420" X "6,420"
FUISZ TECHNOLOGIES LTD COM 359536109 63 "9,600" X "9,600"
FULLER H B CO COM 359694106 212 "3,600" X "3,600"
FURNITURE BRANDS INTL INC COM 360921100 272 "12,300" X "12,300"
FURON CO COM 361106107 109 "8,600" X "8,600"
G & K SVCS INC CL A 361268105 199 "4,300" X "4,300"
GATX CORP COM 361448103 316 "9,600" X "9,600"
GPU INC COM 36225X100 "1,067" "28,600" X "28,600"
GTE CORP COM 362320103 "14,466" "239,100" X "239,100"
GALILEO INTERNATIONAL INC COM 363547100 605 "12,500" X "12,500"
GALLAGHER ARTHUR J & CO COM 363576109 193 "4,200" X "4,200"
GANNETT INC COM 364730101 "4,190" "66,500" X "66,500"
GAP INC DEL COM 364760108 "9,062" "134,625" X "134,625"
GARTNER GROUP INC NEW COM 366651107 255 "11,300" X "11,300"
GATEWAY 2000 INC COM 367833100 "2,304" "33,600" X "33,600"
GAYLORD ENTMT CO NEW COM 367905106 80 "3,295" X "3,295"
GAYLORD CONTAINER CORP CL A 368145108 152 "20,300" X "20,300"
GENENTECH INC COM SPL 368710307 "1,059" "11,950" X "11,950"
GENERAL DATACOMM INDS INC COM 369487103 40 "15,700" X "15,700"
GENERAL DYNAMICS CORP COM 369550108 "1,812" "28,200" X "28,200"
GENERAL ELEC CO COM 369604103 "87,575" "791,636" X "791,636"
GENERAL EMPLOYMENT ENTERPRISES COM 369730106 50 "10,329" X "10,329"
GENERAL GROWTH PPTYS INC COM 370021107 139 "4,300" X "4,300"
GENERAL INSTR CORP DEL COM 370120107 "1,173" "38,700" X "38,700"
GENERAL MLS INC COM 370334104 "2,666" "35,277" X "35,277"
GENERAL MTRS CORP COM 370442105 "14,482" "166,700" X "166,700"
GENERAL MTRS CORP CL H NEW 370442832 803 "15,916" X "15,916"
GENERAL NUTRITION COS INC COM 37047F103 122 "8,700" X "8,700"
GENTEX CORP COM 371901109 216 "10,000" X "10,000"
GENSIA SICOR INC COM 372450106 85 "30,083" X "30,083"
GENUINE PARTS CO COM 372460105 "1,120" "38,862" X "38,862"
GEOCITIES COM 37247V106 318 "2,900" X "2,900"
GENZYME CORP COM GENL DIV 372917104 454 "9,000" X "9,000"
GEORGIA PAC CORP COM GA PAC GRP 373298108 "1,619" "21,800" X "21,800"
GEORGIA PAC CORP COM-TIMBER GRP 373298702 251 "11,200" X "11,200"
GETCHELL GOLD CORP COM 374265106 107 "4,089" X "4,089"
GETTY PETE MARKETING INC COM 374292100 12 "4,022" X "4,022"
GETTY RLTY CORP NEW COM 374297109 50 "4,022" X "4,022"
GIBSON GREETINGS INC COM 374827103 46 "6,300" X "6,300"
GILLETTE CO COM 375766102 "15,574" "262,030" X "262,030"
GLATFELTER P H CO COM 377316104 96 "8,600" X "8,600"
GLENAYRE TECHNOLOGIES INC COM 377899109 41 "11,950" X "11,950"
GLOBAL INDL TECHNOLOGIES INC COM 379335102 35 "3,320" X "3,320"
GLOBAL INDS LTD COM 379336100 91 "9,000" X "9,000"
GLOBAL MARINE INC COM 379352404 267 "22,700" X "22,700"
GLOBAL TELESYSTEMS GROUP COM 37936U104 263 "4,700" X "4,700"
GOLDEN ST BANCORP INC COM 381197102 414 "18,600" X "18,600"
GOLDEN WEST FINL CORP DEL COM 381317106 "1,614" "16,900" X "16,900"
GOODRICH B F CO COM 382388106 543 "15,830" X "15,830"
GOODYEAR TIRE & RUBR CO COM 382550101 "1,828" "36,700" X "36,700"
GOODYS FAMILY CLOTHING INC COM 382588101 70 "5,000" X "5,000"
GO2NET INC COM 383486107 265 "2,000" X "2,000"
GRACE W R & CO DEL NEW COM 38388F108 206 "17,000" X "17,000"
GRAINGER W W INC COM 384802104 986 "22,900" X "22,900"
GREAT ATLANTIC & PAC TEA INC COM 390064103 249 "8,300" X "8,300"
GREAT LAKES CHEM CORP COM 390568103 404 "11,000" X "11,000"
GREENPOINT FINL CORP COM 395384100 431 "12,400" X "12,400"
GREY WOLF INC COM 397888108 23 "16,000" X "16,000"
GTECH HLDGS CORP COM 400518106 139 "5,700" X "5,700"
GUIDANT CORP COM 401698105 "5,076" "83,900" X "83,900"
GULFSTREAM AEROSPACE CORP COM 402734107 377 "8,700" X "8,700"
GYMBOREE CORP COM 403777105 56 "6,300" X "6,300"
HCIA INC COM 403908106 8 "1,800" X "1,800"
HCC INS HLDGS INC COM 404132102 121 "6,300" X "6,300"
HCR MANOR CARE INC COM 404134108 555 "24,350" X "24,350"
HRPT PPTYS TR COM SH BEN INT 40426W101 197 "14,600" X "14,600"
HSB GROUP INC COM 40428N109 232 "6,250" X "6,250"
HUBCO INC COM 404382103 339 "10,103" X "10,103"
HADCO CORP COM 404681108 277 "8,800" X "8,800"
HALLIBURTON CO COM 406216101 "4,117" "106,932" X "106,932"
HALTER MARINE GROUP INC COM 40642Y105 44 "7,496" X "7,496"
HAMBRECHT & QUIST GROUP INC COM 406545103 215 "6,200" X "6,200"
HANCOCK FABRICS INC COM 409900107 8 "1,332" X "1,332"
HANDLEMAN CO DEL COM 410252100 99 "7,425" X "7,425"
HANNA M A CO COM 410522106 103 "8,050" X "8,050"
HANNAFORD BROS CO COM 410550107 150 "3,300" X "3,300"
HARCOURT GEN INC COM 41163G101 639 "14,411" X "14,411"
HARKEN ENERGY CORP COM 412552101 39 "24,100" X "24,100"
HARLEY DAVIDSON INC COM 412822108 "1,116" "19,400" X "19,400"
HARMAN INTL INDS INC COM 413086109 193 "5,240" X "5,240"
HARNISCHFEGER INDS INC COM 413345109 76 "13,433" X "13,433"
HARRAHS ENTMT INC COM 413619107 652 "34,200" X "34,200"
HARRIS CORP DEL COM 413875105 641 "22,400" X "22,400"
HARSCO CORP COM 415864107 98 "3,900" X "3,900"
HARTE-HANKS INC COM 416196103 217 "7,900" X "7,900"
HARTFORD FINL SVCS GROUP INC COM 416515104 "3,130" "55,100" X "55,100"
HARTFORD LIFE INC CL A 416592103 215 "3,900" X "3,900"
HASBRO INC COM 418056107 "1,448" "50,025" X "50,025"
HAWAIIAN ELEC INDUSTRIES COM 419870100 179 "5,100" X "5,100"
HEALTHSOUTH CORP COM 421924101 "1,027" "98,976" X "98,976"
HEALTH MGMT ASSOC INC NEW CL A 421933102 483 "39,602" X "39,602"
HEARST-ARGYLE TELEVISION INC COM 422317107 186 "7,557" X "7,557"
HECLA MNG CO COM 422704106 72 "26,100" X "26,100"
HEFTEL BROADCASTING CORP CL A 422799106 321 "7,400" X "7,400"
HEILIG MEYERS CO COM 422893107 58 "11,150" X "11,150"
HEINZ H J CO COM 423074103 "4,382" "92,500" X "92,500"
HELLER FINANCIAL INC CL A 423328103 165 "7,000" X "7,000"
HELMERICH & PAYNE INC COM 423452101 302 "13,300" X "13,300"
HENRY JACK & ASSOC INC COM 426281101 51 "1,381" X "1,381"
HERCULES INC COM 427056106 576 "22,800" X "22,800"
HERSHEY FOODS CORP COM 427866108 "1,820" "32,500" X "32,500"
HERTZ CORP CL A 428040109 166 "3,100" X "3,100"
HEWLETT PACKARD CO COM 428236103 "16,070" "236,974" X "236,974"
HIBERNIA CORP CL A 428656102 238 "18,126" X "18,126"
HILB ROGAL & HAMILTON CO COM 431294107 41 "2,400" X "2,400"
HILLENBRAND INDS INC COM 431573104 319 "6,900" X "6,900"
HILTON HOTELS CORP COM 432848109 800 "56,900" X "56,900"
HOLLINGER INTL INC CL A 435569108 141 "10,400" X "10,400"
HOLLYWOOD PK INC NEW COM 436255103 38 "3,700" X "3,700"
HOME DEPOT INC COM 437076102 "22,582" "362,762" X "362,762"
HOMESTAKE MNG CO COM 437614100 453 "52,549" X "52,549"
HON INDS INC COM 438092108 211 "9,600" X "9,600"
HONEYWELL INC COM 438506107 "2,494" "32,900" X "32,900"
HORACE MANN EDUCATORS CORP NEW COM 440327104 113 "4,900" X "4,900"
HORMEL FOODS CORP COM 440452100 267 "7,500" X "7,500"
HOST MARRIOTT SVCS CORP COM 440914109 53 "7,820" X "7,820"
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 114 "4,200" X "4,200"
HOST MARRIOTT CORP NEW COM 44107P104 284 "25,543" X "25,543"
HOUGHTON MIFFLIN CO COM 441560109 300 "6,400" X "6,400"
HOUSEHOLD INTL INC COM 441815107 "5,387" "118,077" X "118,077"
HUBBELL INC CL B 443510201 349 "8,732" X "8,732"
HUDSON TECHNOLOGIES INC COM 444144109 5 "2,900" X "2,900"
HUMANA INC COM 444859102 662 "38,400" X "38,400"
HUMAN GENOME SCIENCES INC COM 444903108 142 "4,100" X "4,100"
HUNT J B TRANS SVCS INC COM 445658107 176 "8,400" X "8,400"
HUNTINGTON BANCSHARES INC COM 446150104 "1,666" "53,853" X "53,853"
HUSSMANN INTL INC COM 448110106 104 "7,050" X "7,050"
ICN PHARMACEUTICALS INC NEW COM 448924100 251 "9,970" X "9,970"
HYPERION SOLUTIONS CORP COM 44914M104 102 "7,000" X "7,000"
IBP INC COM 449223106 739 "39,700" X "39,700"
ICG COMMUNICATIONS INC COM 449246107 135 "6,700" X "6,700"
ICOS CORP COM 449295104 277 "8,200" X "8,200"
IDEC PHARMACEUTICALS CORP COM 449370105 77 "1,500" X "1,500"
IDM ENVIRONMENTAL CORP COM 449391101 4 "17,200" X "17,200"
IHOP CORP COM 449623107 169 "4,300" X "4,300"
IMC GLOBAL INC COM 449669100 348 "17,009" X "17,009"
IPC INFORMATION SYS INC COM NEW 44980K206 210 "10,900" X "10,900"
IMS HEALTH INC COM 449934108 "2,773" "83,716" X "83,716"
ITI TECHNOLOGIES INC COM 450564109 69 "2,300" X "2,300"
IXC COMMUNICATIONS INC COM 450713102 252 "5,500" X "5,500"
ITT INDS INC IND COM 450911102 849 "24,000" X "24,000"
IDACORP INC COM 451107106 156 "5,300" X "5,300"
IDEXX LABS INC COM 45168D104 196 "8,200" X "8,200"
IKON OFFICE SOLUTIONS INC COM 451713101 431 "33,670" X "33,670"
ILLINOIS TOOL WKS INC COM 452308109 "3,514" "56,800" X "56,800"
ILLINOVA CORP COM 452317100 201 "9,500" X "9,500"
IMATION CORP COM 45245A107 230 "13,930" X "13,930"
IMMULOGIC PHARMACEUTICAL CORP COM 45252R100 49 "26,300" X "26,300"
IMMUNEX CORP NEW COM 452528102 816 "9,800" X "9,800"
IMPERIAL BANCORP COM 452556103 116 "6,795" X "6,795"
IMPERIAL CR INDS INC COM 452729106 47 "6,400" X "6,400"
IMPERIAL SUGAR CO NEW COM 453096109 74 "12,165" X "12,165"
INCO LTD COM 453258402 228 "17,100" X "17,100"
INDEPENDENT BANK CORP MASS COM 453836108 162 "11,800" X "11,800"
INDYMAC MTG HLDGS INC COM 456607100 127 "11,700" X "11,700"
INFINITY BROADCASTING CP NEW CL A 45662S102 337 "13,100" X "13,100"
INFORMIX CORP COM 456779107 167 "22,600" X "22,600"
INFOSEEK CORP COM 45678M107 303 "4,100" X "4,100"
INGERSOLL RAND CO COM 456866102 "1,809" "36,450" X "36,450"
INGRAM MICRO INC CL A 457153104 128 "5,600" X "5,600"
INHALE THERAPEUTIC SYS INC COM 457191104 130 "4,800" X "4,800"
INKTOMI CORP COM 457277101 515 "6,000" X "6,000"
INNKEEPERS USA TR COM 4576J0104 132 "14,200" X "14,200"
INPUT/OUTPUT INC COM 457652105 61 "9,600" X "9,600"
INTEGRA INC COM 45811M105 38 "26,200" X "26,200"
INTEGRATED DEVICE TECHNOLOGY COM 458118106 77 "14,200" X "14,200"
INTEGRATED HEALTH SVCS INC COM 45812C106 41 "7,400" X "7,400"
INTEGRATED SYS INC COM 45812M104 92 "7,200" X "7,200"
INTEL CORP COM 458140100 "48,794" "409,600" X "409,600"
INTELLIGENT MED IMAGING INC COM 45815T106 27 "20,100" X "20,100"
INTERIM SVCS INC COM 45868P100 128 "8,500" X "8,500"
INTERGRAPH CORP COM 458683109 71 "10,500" X "10,500"
INTERMEDIA COMMUNICATIONS INC COM 458801107 309 "11,600" X "11,600"
INTERMET CORP COM 45881K104 131 "9,800" X "9,800"
INTERNATIONAL BUSINESS MACHS COM 459200101 "39,686" "223,900" X "223,900"
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 "1,003" "26,700" X "26,700"
INTERNATIONAL HOME FOODS INC COM 459655106 268 "16,700" X "16,700"
INTERNATIONAL GAME TECHNOLOGY COM 459902102 172 "11,800" X "11,800"
INTERNATIONAL NETWORK SVCS COM 460053101 385 "5,500" X "5,500"
INTL PAPER CO COM 460146103 "2,991" "70,900" X "70,900"
INTERNATIONAL RECTIFIER CORP COM 460254105 92 "13,200" X "13,200"
INTERPOOL INC COM 46062R108 146 "10,850" X "10,850"
INTERPUBLIC GROUP COS INC COM 460690100 "2,453" "31,500" X "31,500"
INTERSTATE BAKERIES CORP DEL COM 46072H108 183 "8,500" X "8,500"
INTERSTATE ENERGY CORP WISE COM 460845100 221 "8,333" X "8,333"
INTERWEST BANCORP INC COM 460931108 148 "6,200" X "6,200"
INTIMATE BRANDS INC CL A 461156101 "1,184" "24,600" X "24,600"
INTUIT COM 461202103 733 "7,200" X "7,200"
INVESTORS FINL SERVICES CORP COM 461915100 108 "3,742" X "3,742"
IOMEGA CORP COM 462030107 183 "35,700" X "35,700"
IPALCO ENTERPRISES INC COM 462613100 250 "11,400" X "11,400"
IRVINE APT CMNTYS INC COM 463606103 230 "7,000" X "7,000"
I2 TECHNOLOGIES INC COM 465754109 160 "6,000" X "6,000"
IVAX CORP COM 465823102 170 "14,400" X "14,400"
JB OXFORD HLDGS INC COM 466107109 154 "21,300" X "21,300"
JSB FINANCIAL INC COM 46624M100 190 "3,800" X "3,800"
JABIL CIRCUIT INC COM 466313103 365 "9,000" X "9,000"
JACOBS ENGR GROUP INC DEL COM 469814107 268 "6,800" X "6,800"
JACOR COMMUNUNICATIONS INC CL A 469858401 357 "4,700" X "4,700"
JEFFERSON PILOT CORP COM 475070108 "2,115" "31,218" X "31,218"
JOHN NUVEEN CO CL A 478035108 180 "4,300" X "4,300"
JOHNS MANVILLE CORP NEW COM 478129109 219 "12,700" X "12,700"
JOHNSON & JOHNSON COM 478160104 "30,619" "326,816" X "326,816"
JOHNSON CTLS INC COM 478366107 "1,223" "19,600" X "19,600"
JONES APPAREL GROUP INC COM 480074103 310 "11,100" X "11,100"
JONES INTERCABLE INC CL A 480206200 312 "7,900" X "7,900"
JONES PHARMA INC COM 480236108 243 "7,000" X "7,000"
JOSTENS INC COM 481088102 527 "24,800" X "24,800"
JOURNAL REGISTER CO COM 481138105 90 "7,500" X "7,500"
KLA-TENCORP CORP COM 482480100 962 "19,800" X "19,800"
K MART CORP COM 482584109 "2,209" "131,400" X "131,400"
KN ENERGY INC COM 482620101 197 "9,900" X "9,900"
KANSAS CITY PWR & LT CO COM 485134100 190 "7,700" X "7,700"
KANSAS CITY SOUTHN INDS INC COM 485170104 827 "14,500" X "14,500"
KAUFMAN & BROAD HOME CORP COM 486168107 592 "26,248" X "26,248"
KAYDON CORP COM 486587108 116 "4,000" X "4,000"
KEANE INC COM 486665102 177 "8,300" X "8,300"
KEEBLER FOODS CO COM 487256109 266 "7,300" X "7,300"
KELLOGG CO COM 487836108 "3,080" "91,100" X "91,100"
KELLEY OIL & GAS CORP COM 487906109 11 "20,000" X "20,000"
KELLWOOD CO COM 488044108 60 "2,700" X "2,700"
KELLY SVCS INC CL A 488152208 155 "5,585" X "5,585"
KEMET CORP COM 488360108 71 "6,200" X "6,200"
KENNAMETAL INC COM 489170100 378 "21,600" X "21,600"
KERR MCGEE CORP COM 492386107 733 "22,346" X "22,346"
KEYCORP NEW COM 493267108 "3,343" "110,292" X "110,292"
KEYSPAN ENERGY COM 49337K106 572 "22,754" X "22,754"
KEYSTONE FINANCIAL INC COM 493482103 129 "4,000" X "4,000"
KILROY RLTY CORP COM 49427F108 164 "8,000" X "8,000"
KIMBALL INTL INC CL B 494274103 128 "8,600" X "8,600"
KIMBERLY CLARK CORP COM 494368103 "6,267" "130,740" X "130,740"
KIMCO REALTY CORP COM 49446R109 153 "4,150" X "4,150"
KING WORLD PRODTNS INC COM 495667107 437 "14,300" X "14,300"
KNICKERBOCKER L L INC COM NEW 498859305 12 "23,000" X "23,000"
KNIGHT RIDDER INC COM 499040103 "1,280" "25,600" X "25,600"
KNIGHT/TRIMARK GROUP INC CL A 499067106 308 "4,600" X "4,600"
KOHLS CORP COM 500255104 "2,715" "38,300" X "38,300"
KOMAG INC COM 500453105 55 "12,500" X "12,500"
KROGER CO COM 501044101 "4,101" "68,500" X "68,500"
LG&E ENERGY CORP COM 501917108 328 "15,737" X "15,737"
LTV CORP NEW COM 501921100 104 "19,300" X "19,300"
LNR PPTY CORP COM 501940100 104 "5,250" X "5,250"
LSI LOGIC CORP COM 502161102 967 "31,000" X "31,000"
LTX CORP COM 502392103 61 "12,600" X "12,600"
LA JOLLA PHARMACEUTICAL CO COM 503459109 26 "10,000" X "10,000"
LA Z BOY INC COM 505336107 268 "14,100" X "14,100"
LABOR READY INC COM NEW 505401208 258 "9,900" X "9,900"
LAFARGE CORP COM 505862102 140 "5,000" X "5,000"
LAIDLAW INC COM 50730K503 197 "33,900" X "33,900"
LAM RESH CORP COM 512807108 293 "10,100" X "10,100"
LAMAR ADVERTISING CO CL A 512815101 268 "7,900" X "7,900"
LANCASTER COLONY CORP COM 513847103 109 "4,100" X "4,100"
LASON INC COM 51808R107 304 "5,400" X "5,400"
LATTICE SEMICONDUCTOR CORP COM 518415104 173 "3,800" X "3,800"
LAUDER ESTEE COS INC CL A 518439104 699 "7,400" X "7,400"
LAWRENCE SVGS BK MASS NEW COM 520341108 133 "13,800" X "13,800"
LAWTER INTL INC COM 520786104 65 "9,266" X "9,266"
LEAR CORP COM 521865105 329 "7,700" X "7,700"
LEARNING CO INC COM 522008101 310 "10,700" X "10,700"
LEE ENTERPRISES INC COM 523768109 267 "9,200" X "9,200"
LEGATO SYS INC COM 524651106 346 "6,700" X "6,700"
LEGGETT & PLATT INC COM 524660107 432 "21,600" X "21,600"
LEGG MASON INC COM 524901105 126 "3,732" X "3,732"
LEHMAN BROS HLDGS INC COM 524908100 "2,148" "35,952" X "35,952"
LENNAR CORP COM 526057104 155 "6,950" X "6,950"
LESCO INC OHIO COM 526872106 46 "3,100" X "3,100"
LEUCADIA NATL CORP COM 527288104 306 "10,100" X "10,100"
LEVEL 3 COMMUNICATIONS INC COM 52729N100 "3,014" "41,400" X "41,400"
LEVEL ONE COMMUNICATIONS INC COM 527295109 151 "3,100" X "3,100"
LEXMARK INTL GROUP INC CL A 529771107 894 "8,000" X "8,000"
LIBERTY CORP S C COM 530370105 220 "4,200" X "4,200"
LILLY ELI & CO COM 532457108 "22,161" "261,100" X "261,100"
LIMITED INC COM 532716107 "2,120" "53,494" X "53,494"
LINCARE HLDGS INC COM 532791100 115 "4,100" X "4,100"
LINCOLN NATL CORP IND COM 534187109 "2,314" "23,400" X "23,400"
LINDSAY MFG CO COM 535555106 107 "5,400" X "5,400"
LINEAR TECHNOLOGY CORP COM 535678106 "1,005" "19,600" X "19,600"
LINENS N THINGS INC COM 535679104 41 900 X 900
LIPOSOME CO INC COM 536310105 167 "12,400" X "12,400"
LITTON INDS INC COM 538021106 322 "5,600" X "5,600"
LIZ CLAIBORNE INC COM 539320101 486 "14,900" X "14,900"
LOCKHEED MARTIN CORP COM 539830109 "3,686" "97,804" X "97,804"
LOEWS CORP COM 540424108 "2,201" "29,500" X "29,500"
LONE STAR STEAKHOUSE SALOON COM 542307103 104 "10,100" X "10,100"
LONGS DRUG STORES CORP COM 543162101 727 "23,900" X "23,900"
LONGVIEW FIBRE CO COM 543213102 79 "6,800" X "6,800"
LOUIS DREYFUS NAT GAS CORP COM 546011107 83 "5,700" X "5,700"
LOUISIANA PAC CORP COM 546347105 548 "29,410" X "29,410"
LOWES COS INC COM 548661107 "5,100" "84,300" X "84,300"
LUBRIZOL CORP COM 549271104 133 "5,900" X "5,900"
LUCENT TECHNOLOGIES INC COM 549463107 "34,670" "321,764" X "321,764"
LYCOS INC COM 550818108 482 "5,600" X "5,600"
LYONDELL CHEMICAL CO COM 552078107 97 "7,100" X "7,100"
M & T BK CORP COM 55261F104 335 700 X 700
MAF BANCORP INC COM 55261R108 144 "6,486" X "6,486"
MBIA INC COM 55262C100 "1,242" "21,418" X "21,418"
MBNA CORP COM 55262L100 "4,508" "188,802" X "188,802"
MCN ENERGY GROUP INC COM 55267J100 145 "9,000" X "9,000"
MCI WORLDCOM INC COM 55268B106 "39,439" "445,323" X "445,323"
MDU RES GROUP INC COM 552690109 3 150 X 150
MEMC ELECTR MATLS INC COM 552715104 42 "7,700" X "7,700"
MGIC INVT CORP WIS COM 552848103 908 "25,900" X "25,900"
MGI PHARMA INC COM 552880106 109 "13,000" X "13,000"
MGM GRAND INC COM 552953101 266 "7,907" X "7,907"
MMC NETWORKS INC COM 55308N102 202 "12,600" X "12,600"
MACDERMID INC COM 554273102 183 "5,400" X "5,400"
MACK CALI RLTY CORP COM 554489104 118 "4,000" X "4,000"
MACROMEDIA INC COM 556100105 249 "5,500" X "5,500"
MADDEN STEVEN LTD COM 556269108 84 "10,000" X "10,000"
MAIL-WELL INC COM 560321200 114 "8,500" X "8,500"
MALIBU ENTMT WORLDWIDE INC COM 561182106 16 "10,600" X "10,600"
MALLINCKRODT INC NEW COM 561232109 588 "22,100" X "22,100"
MANITOWOC INC COM 563571108 68 "1,625" X "1,625"
MANPOWER INC COM 56418H100 243 "10,400" X "10,400"
MANUGISTICS GROUP INC COM 565011103 44 "6,700" X "6,700"
MARINE DRILLING COS INC COM PAR $0.01 568240204 52 "4,700" X "4,700"
MARINER POST-ACUTE NETWORK INC COM 568459101 40 "18,180" X "18,180"
MARK IV INDS INC COM 570387100 128 "9,804" X "9,804"
MARKEL CORP COM 570535104 180 "1,000" X "1,000"
MARSH & MCLENNAN COS INC COM 571748102 "4,818" "64,950" X "64,950"
MARSHALL & ILSLEY CORP COM 571834100 715 "12,906" X "12,906"
MARRIOTT INTL INC NEW CL A 571903202 "1,964" "58,400" X "58,400"
MARTIN MARIETTA MATLS INC COM 573284106 257 "4,500" X "4,500"
MASCO CORP COM 574599106 "2,390" "84,600" X "84,600"
MASCOTECH INC COM 574670105 105 "6,800" X "6,800"
MASTEC INC COM 576323109 69 "3,000" X "3,000"
MATRIA HEALTHCARE INC COM 576817100 32 "11,800" X "11,800"
MATRIX SVC CO COM 576853105 34 "10,200" X "10,200"
MATTEL INC COM 577081102 "1,726" "69,402" X "69,402"
MAXIM INTEGRATED PRODS INC COM 57772K101 823 "15,200" X "15,200"
MAY DEPT STORES CO COM 577778103 "3,331" "85,143" X "85,143"
MAXICARE HEALTH PLANS INC COM NEW 577904204 44 "8,500" X "8,500"
MAYTAG CORP COM 578592107 "1,340" "22,200" X "22,200"
MCCORMICK & CO INC COM NON VTG 579780206 264 "9,100" X "9,100"
MCDERMOTT INTL INC COM 580037109 539 "21,300" X "21,300"
MCDONALDS CORP COM 580135101 "14,464" "319,196" X "319,196"
MCGRAW HILL COS INC COM 580645109 "2,344" "43,000" X "43,000"
MCKESSON HBOC INC COM 58155Q103 "4,392" "66,549" X "66,549"
MCLEODUSA INC COM 582266102 294 "7,000" X "7,000"
MCWHORTER TECHNOLOGIES INC COM 582803102 35 "2,600" X "2,600"
MEAD CORP COM 582834107 692 "22,500" X "22,500"
MEDAPHIS CORP COM 584028104 31 "12,800" X "12,800"
MEDIAONE GROUP INC COM 58440J104 "9,086" "143,083" X "143,083"
MEDIA GEN INC CL A 584404107 159 "3,400" X "3,400"
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 180 "6,000" X "6,000"
MEDIMMUNE INC COM 584699102 391 "6,600" X "6,600"
MEDITRUST CORP PAIRED CTF NEW 58501T306 244 "19,617" X "19,617"
MEDPARTNERS INC NEW COM 58503X107 123 "25,979" X "25,979"
MEDTRONIC INC COM 585055106 "9,721" "135,479" X "135,479"
MELLON BK CORP COM 585509102 "4,486" "63,746" X "63,746"
MENTOR CORP MINN COM 587188103 281 "19,100" X "19,100"
MENTOR GRAPHICS CORP COM 587200106 136 "10,100" X "10,100"
MERCANTILE BANCORPORATION INC COM 587342106 "1,758" "37,012" X "37,012"
MERCANTILE BANKSHARES CORP COM 587405101 323 "8,725" X "8,725"
MERCK & CO INC COM 589331107 "45,092" "562,336" X "562,336"
MERCURY GENL CORP NEW COM 589400100 188 "5,400" X "5,400"
MEREDITH CORP COM 589433101 299 "9,500" X "9,500"
MERIDIAN DATA INC COM 589601103 26 "12,000" X "12,000"
MERISTAR HOSPITALITY CORP COM 58984Y103 113 "6,230" X "6,230"
MERITOR AUTOMOTIVE INC COM 59000G100 119 "7,666" X "7,666"
MERRILL CORP COM 590175105 84 "6,300" X "6,300"
MERRILL LYNCH & CO INC COM 590188108 "7,367" "83,300" X "83,300"
METHODE ELECTRS INC CL A 591520200 28 "2,550" X "2,550"
METRIS COS INC COM 591598107 312 "7,732" X "7,732"
METRO GOLDWYN MAYER INC COM 591610100 117 "8,900" X "8,900"
METROMEDIA FIBER NETWORK INC CL A 591689104 503 "9,700" X "9,700"
METROMEDIA INTL GROUP INC COM 591695101 34 "6,900" X "6,900"
MEYER FRED INC DEL NEW COM 592907109 "2,139" "36,325" X "36,325"
MICHAELS STORES INC COM 594087108 20 800 X 800
MICROSOFT CORP COM 594918104 "105,094" "1,172,600" X 1 ",172,600"
MICROAGE INC COM 594928103 31 "5,800" X "5,800"
MICRO WHSE INC COM 59501B105 179 "11,100" X "11,100"
MICROCHIP TECHNOLOGY INC COM 595017104 315 "9,100" X "9,100"
MICRON ELECTRONICS INC COM 595100108 107 "9,100" X "9,100"
MICRON TECHNOLOGY INC COM 595112103 "2,721" "56,400" X "56,400"
MID ATLANTIC MED SVCS INC COM 59523C107 96 "9,600" X "9,600"
MIDLAND CO COM 597486109 212 "8,800" X "8,800"
MIDWAY GAMES INC COM 598148104 30 "3,418" X "3,418"
MILACRON INC COM 598709103 436 "27,700" X "27,700"
MILLENNIUM CHEMICALS INC COM 599903101 147 "7,400" X "7,400"
MILLER EXPL CO COM 600533103 46 "14,900" X "14,900"
MILLER HERMAN INC COM 600544100 250 "13,700" X "13,700"
MILLIPORE CORP COM 601073109 277 "11,500" X "11,500"
MILLS CORP COM 601148109 74 "4,100" X "4,100"
MINDSPRING ENTERPRISES INC COM 602683104 267 "3,100" X "3,100"
MINE SAFETY APPLIANCES CO COM 602720104 64 "1,100" X "1,100"
MINERALS TECHNOLOGIES INC COM 603158106 101 "2,100" X "2,100"
MINIMED INC COM 60365K108 346 "3,400" X "3,400"
MINNESOTA MNG & MFG CO COM 604059105 "6,742" "95,300" X "95,300"
MINNESOTA PWR INC COM 604110106 126 "6,400" X "6,400"
MIRAGE RESORTS INC COM 6.05E+108 812 "38,200" X "38,200"
MOBIL CORP COM 607059102 "16,095" "182,900" X "182,900"
MODIS PROFESSIONAL SVCS INC COM 607830106 226 "24,944" X "24,944"
MOHAWK INDS INC COM 608190104 288 "9,602" X "9,602"
MOLEX INC COM 608554101 447 "15,210" X "15,210"
MONSANTO CO COM 611662107 "6,707" "146,000" X "146,000"
MONTANA POWER CO COM 612085100 588 "8,000" X "8,000"
MOORE LTD COM 615785102 90 "9,100" X "9,100"
MORGAN J P & CO INC COM 616880100 "5,145" "41,700" X "41,700"
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 "13,975" "139,842" X "139,842"
MORRISON HEALTH CARE INC COM 61841L108 185 "10,343" X "10,343"
MORTON INTL INC IND NEW COM 619335102 "1,367" "37,200" X "37,200"
MOTOROLA INC COM 620076109 "10,343" "141,200" X "141,200"
MUELLER INDS INC COM 624756102 210 "9,400" X "9,400"
MURPHY OIL CORP COM 626717102 369 "8,900" X "8,900"
MYERS INDS INC COM 628464109 236 "10,961" X "10,961"
MYLAN LABS INC COM 628530107 509 "18,550" X "18,550"
NBTY INC COM 628782104 20 "4,200" X "4,200"
NCH CORP COM 628850109 72 "1,500" X "1,500"
NCO GROUP INC COM 628858102 205 "5,550" X "5,550"
NCR CORP NEW COM 6.29E+112 "1,178" "23,561" X "23,561"
NAC RE CORP COM 628907107 145 "2,700" X "2,700"
NIPSCO INDS INC COM 629140104 359 "13,290" X "13,290"
NL INDS INC COM NEW 629156407 84 "9,280" X "9,280"
NTL INC COM 629407107 597 "7,333" X "7,333"
NYMAGIC INC COM 629484106 52 "4,000" X "4,000"
NABISCO HLDGS CORP CL A 629526104 216 "5,200" X "5,200"
NABORS INDS INC COM 629568106 260 "14,300" X "14,300"
NACCO INDS INC CL A 629579103 244 "3,300" X "3,300"
NALCO CHEM CO COM 629853102 348 "13,100" X "13,100"
NATIONAL CITY CORP COM 635405103 "5,520" "83,158" X "83,158"
NATIONAL COMM BANCORP COM 635449101 164 "7,200" X "7,200"
NATIONAL DATA CORP COM 635621105 176 "4,200" X "4,200"
NATIONAL FUEL GAS CO N J COM 636180101 196 "5,000" X "5,000"
NATIONAL-OILWELL INC COM 637071101 67 "5,800" X "5,800"
NATIONAL SEMICONDUCTOR CORP COM 637640103 353 "37,937" X "37,937"
NATIONAL SVC INDS INC COM 637657107 361 "10,601" X "10,601"
NATIONAL STL CORP CL B 637844309 1 100 X 100
NATIONWIDE FINL SVCS INC CL A 638612101 223 "5,300" X "5,300"
NATIONWIDE HEALTH PPTYS INC COM 638620104 116 "6,100" X "6,100"
NAUTICA ENTERPRISES INC COM 639089101 89 "7,850" X "7,850"
NAVISTAR INTL CORP NEW COM 6.39E+112 857 "21,330" X "21,330"
NEIMAN MARCUS GROUP INC COM 640204103 131 "5,786" X "5,786"
NETWORKS ASSOCS INC COM 640938106 524 "17,064" X "17,064"
NETWORK APPLIANCE INC COM 64120L104 435 "8,600" X "8,600"
NETWORK COMPUTING DEVICES INC COM 64120N100 73 "14,500" X "14,500"
NETWORK EQUIP TECHNOLOGIES COM 641208103 76 "8,500" X "8,500"
NEW CENTURY ENERGIES INC COM 64352U103 835 "24,520" X "24,520"
NEW ENGLAND BUSINESS SVC INC COM 643872104 204 "7,100" X "7,100"
NEW ENGLAND ELEC SYS COM 644001109 388 "8,000" X "8,000"
NEW PLAN EXCEL RLTY TR INC COM 648053106 144 "7,500" X "7,500"
NEW YORK TIMES CO CL A 650111107 "1,289" "45,220" X "45,220"
NEWFIELD EXPL CO COM 651290108 140 "6,200" X "6,200"
NEWHALL LAND & FARMING CO CAL DEPOSITARY REC 651426108 148 "6,200" X "6,200"
NEWMONT MINING CORP COM 651639106 769 "43,957" X "43,957"
NEWPARK RES INC COM PAR $.01NE 651718504 70 "9,700" X "9,700"
NEWPORT NEWS SHIPBUILDING INC COM 652228107 260 "8,200" X "8,200"
NEXTEL COMMUNICATIONS INC CL A 65332V103 "2,267" "61,898" X "61,898"
NEXSTAR PHARMACEUTICALS INC COM 65333B106 190 "11,164" X "11,164"
NEXTLINK COMMUNICATIONS INC CL A 65333H707 118 "2,100" X "2,100"
NIELSEN MEDIA RESH INC COM NEW 653929307 125 "5,069" X "5,069"
NICOR INC COM 654086107 399 "11,100" X "11,100"
NIKE INC CL B 654106103 "3,380" "58,600" X "58,600"
NINE WEST GROUP INC COM 65440D102 153 "6,200" X "6,200"
NOBLE AFFILIATES INC COM 654894104 209 "7,200" X "7,200"
NOBLE DRILLING CORP COM 655042109 320 "18,500" X "18,500"
NORDSON CORP COM 655663102 173 "3,100" X "3,100"
NORDSTROM INC COM 655664100 "1,521" "37,200" X "37,200"
NORFOLK SOUTHERN CORP COM 655844108 "2,339" "88,700" X "88,700"
NORTH CAROLINA NAT GAS CORP COM 658221106 214 "7,050" X "7,050"
NORTH FORK BANCORPORATION NY COM 659424105 422 "19,984" X "19,984"
NORTHEAST UTILS COM 664397106 269 "19,400" X "19,400"
NORTHN STS PWR CO MINN COM 665772109 784 "33,800" X "33,800"
NORTHERN TELECOM LTD COM 665815106 "4,522" "72,795" X "72,795"
NORTHERN TR CORP COM 665859104 "2,194" "24,700" X "24,700"
NORTHROP GRUMMAN CORP COM 666807102 "1,029" "17,178" X "17,178"
NORTHWEST AIRLS CORP CL A 667280101 242 "8,700" X "8,700"
NOVA CORP GA COM 669784100 243 "9,260" X "9,260"
NOVACARE CORP COM 669930109 20 "11,400" X "11,400"
NOVELL INC COM 670006105 "2,426" "96,300" X "96,300"
NOVELLUS SYS INC COM 670008101 276 "5,000" X "5,000"
NUCOR CORP COM 670346105 987 "22,400" X "22,400"
OEC-MEDICAL SYS INC COM 670828102 9 400 X 400
OGE ENERGY CORP COM 670837103 223 "9,900" X "9,900"
OAKLEY INC COM 673662102 69 "10,000" X "10,000"
OAKWOOD HOMES CORP COM 674098108 83 "5,900" X "5,900"
OBJECTSHARE INC COM 674426101 7 "18,700" X "18,700"
OCCIDENTAL PETE CORP DEL COM 674599105 "1,449" "80,502" X "80,502"
OCEANEERING INTL INC COM 675232102 98 "6,500" X "6,500"
OFFICEMAX INC COM 67622M108 147 "17,100" X "17,100"
OFFICE DEPOT INC COM 676220106 "1,707" "46,375" X "46,375"
OGDEN CORP COM 676346109 218 "9,055" X "9,055"
OHIO CAS CORP COM 677240103 140 "3,600" X "3,600"
OLD KENT FINL CORP COM 679833103 534 "12,635" X "12,635"
OLD NATL BANCORP IND COM 680033107 146 "3,186" X "3,186"
OLD REP INTL CORP COM 680223104 281 "15,405" X "15,405"
OLIN CORP COM PAR $1 680665205 86 "8,500" X "8,500"
OLSTEN CORP COM 681385100 51 "8,300" X "8,300"
OMNICARE INC COM 681904108 215 "11,279" X "11,279"
OMNICOM GROUP INC COM 681919106 "3,153" "39,440" X "39,440"
OMNIPOINT CORP COM 68212D102 110 "7,600" X "7,600"
ON COMMAND CORP COM 682160106 106 "11,600" X "11,600"
ONE VALLEY BANCORP INC COM 682419106 142 "4,065" X "4,065"
ONEOK INC NEW COM 682680103 139 "5,600" X "5,600"
ONSALE INC COM 682838107 141 "4,200" X "4,200"
ORACLE CORP COM 68389X105 "9,112" "345,493" X "345,493"
ORANGE & ROCKLAND UTILS INC COM 684065105 29 500 X 500
ORBITAL SCIENCES CORP COM 685564106 159 "5,600" X "5,600"
ORGANOGENESIS INC COM 685906109 121 "10,493" X "10,493"
O REILLY AUTOMOTIVE INC COM 686091109 228 "5,100" X "5,100"
ORION CAP CORP COM 686268103 122 "3,912" X "3,912"
ORTHODONTIC CTRS AMER INC COM 68750P103 134 "8,500" X "8,500"
OTTER TAIL PWR CO COM 689648103 163 "4,100" X "4,100"
OUTBACK STEAKHOUSE INC COM 689899102 177 "5,400" X "5,400"
OUTDOOR SYS INC COM 690057104 529 "17,637" X "17,637"
OWENS CORNING COM 69073F103 849 "26,700" X "26,700"
OWENS ILL INC COM NEW 690768403 848 "33,900" X "33,900"
OXFORD HEALTH PLANS INC COM 691471106 155 "9,900" X "9,900"
P-COM INC COM 693262107 93 "12,200" X "12,200"
PECO ENERGY CO COM 693304107 "2,807" "60,700" X "60,700"
PG&E CORP COM 69331C108 "3,075" "98,990" X "98,990"
PMC-SIERRA INC COM 69344F106 128 "1,800" X "1,800"
PMI GROUP INC COM 69344M101 213 "4,600" X "4,600"
PNC BK CORP COM 693475105 "4,610" "82,967" X "82,967"
P P & L RES INC COM 693499105 891 "36,000" X "36,000"
PPG INDS INC COM 693506107 "2,306" "45,000" X "45,000"
PACCAR INC COM 693718108 738 "17,930" X "17,930"
PACIFIC CENTY FINL CORP COM 694058108 172 "8,250" X "8,250"
PACIFIC SUNWEAR CALIF INC COM 694873100 269 "7,750" X "7,750"
PACIFICARE HEALTH SYS DEL CL B 695112201 268 "3,923" X "3,923"
PACIFICORP COM 695114108 "1,161" "67,324" X "67,324"
PAGING NETWORK INC COM 695542100 76 "16,200" X "16,200"
PAINE WEBBER GROUP INC COM 695629105 711 "17,825" X "17,825"
PAIRGAIN TECHNOLOGIES INC COM 695934109 103 "10,600" X "10,600"
PALL CORP COM 696429307 471 "28,463" X "28,463"
PALOMAR MED TECHNOLOGIES INC COM 697529105 9 "15,500" X "15,500"
PANAMSAT CORP NEW COM 697933109 184 "5,900" X "5,900"
PAPA JOHNS INTL INC COM 698813102 181 "4,100" X "4,100"
PARAGON TRADE BRANDS INC COM 69912K107 7 "2,900" X "2,900"
PARAMETRIC TECHNOLOGY CORP COM 699173100 "1,221" "61,815" X "61,815"
PARK PL ENTMT CORP COM 700690100 228 "30,100" X "30,100"
PARKER DRILLING CO COM 701081101 24 "6,600" X "6,600"
PARKER HANNIFIN CORP COM 701094104 870 "25,400" X "25,400"
PARLUX FRAGRANCES INC COM 701645103 25 "18,100" X "18,100"
PATRIOT AMERN HOSPITALITY DEL PAIRED CTF 703352203 102 "19,867" X "19,867"
PAXAR CORP COM 704227107 93 "12,522" X "12,522"
PAYCHEX INC COM 704326107 "1,764" "37,188" X "37,188"
PAYLESS SHOESOURCE INC COM 704379106 252 "5,419" X "5,419"
PEC ISRAEL ECONOMIC CORP COM 705098101 199 "6,600" X "6,600"
PENNCORP FINL GROUP INC COM 708094107 3 "4,600" X "4,600"
PENNEY J C INC COM 708160106 "2,366" "58,431" X "58,431"
PENNZOIL-QUAKER STATE COMPANY COM 709323109 156 "12,570" X "12,570"
PENTAIR INC COM 709631105 176 "5,222" X "5,222"
PEOPLES BANCORP INC DEL COM 709909105 132 "13,349" X "13,349"
PEOPLES BK BRIDGEPORT CONN COM 710198102 210 "7,064" X "7,064"
PEOPLES ENERGY CORP COM 711030106 149 "4,600" X "4,600"
PEOPLES HERITAGE FINL GROUP COM 711147108 387 "21,480" X "21,480"
PEOPLESOFT INC COM 712713106 731 "50,000" X "50,000"
PEP BOYS MANNY MOE & JACK COM 713278109 180 "11,834" X "11,834"
PEPSICO INC COM 713448108 "13,752" "350,926" X "350,926"
PEREGRINE SYSTEMS INC COM 71366Q101 477 "14,200" X "14,200"
PERKIN ELMER CORP COM 714041100 "1,090" "11,235" X "11,235"
PERRIGO CO COM 714290103 88 "12,200" X "12,200"
PETSMART INC COM 716768106 153 "19,100" X "19,100"
PHARMACIA & UPJOHN INC COM 716941109 "4,600" "73,755" X "73,755"
PFIZER INC COM 717081103 "43,484" "313,400" X "313,400"
PHARMACEUTICAL PROD DEV INC COM 717124101 206 "6,139" X "6,139"
PHARMACEUTICAL RES INC COM 717125108 81 "11,121" X "11,121"
PHARMERICA INC COM 717135107 92 "18,304" X "18,304"
PHARMOS CORP COM NEW 717139208 79 "57,600" X "57,600"
PHELPS DODGE CORP COM 717265102 734 "14,900" X "14,900"
PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 253 "11,170" X "11,170"
PHILIP MORRIS COS INC COM 718154107 "20,335" "577,900" X "577,900"
PHILLIPS PETE CO COM 718507106 "2,637" "55,800" X "55,800"
PHILLIPS VAN HEUSEN CORP COM 718592108 49 "7,000" X "7,000"
PHYMATRIX CORP COM 718925100 20 "11,500" X "11,500"
PHYSICIANS SPECIALTY CORP COM 718934102 73 "10,800" X "10,800"
PHOENIX INVT PARTNERS LTD COM 719085102 170 "19,718" X "19,718"
PHOENIX TECHNOLOGY LTD COM 719153108 65 "7,600" X "7,600"
PHYCOR INC COM 71940F100 47 "9,800" X "9,800"
PHYSICIAN RELIANCE NETWORK INC COM 71940G108 104 "12,200" X "12,200"
PIER 1 IMPORTS INC COM 720279108 107 "13,183" X "13,183"
PINNACLE WEST CAP CORP COM 723484101 437 "12,000" X "12,000"
PIONEER GROUP INC COM 723684106 130 "8,800" X "8,800"
PIONEER HI BRED INTL INC COM 723686101 "2,250" "59,800" X "59,800"
PIONEER NAT RES CO COM 723787107 105 "13,585" X "13,585"
PITNEY BOWES INC COM 724479100 "4,507" "70,700" X "70,700"
PIXAR COM 725811103 193 "4,900" X "4,900"
PLACER DOME INC COM 725906101 288 "25,700" X "25,700"
PLANET HOLLYWOOD INTL INC CL A 727025108 15 "14,200" X "14,200"
PLATINUM SOFTWARE CORP COM 72764R105 18 "2,400" X "2,400"
PLATINUM TECHNOLOGY INTL INC COM 72764T101 490 "19,200" X "19,200"
PLATINUM ENTMT INC COM 727909103 123 "19,100" X "19,100"
PLAYBOY ENTERPRISES INC CL B 728117300 45 "2,000" X "2,000"
PLEXUS CORP COM 729132100 151 "5,400" X "5,400"
POGO PRODUCING CO COM 730448107 56 "4,300" X "4,300"
POLARIS INDS INC COM 731068102 137 "4,300" X "4,300"
POLAROID CORP COM 731095105 193 "9,628" X "9,628"
POLICY MGMT SYS CORP COM 731108106 147 "4,800" X "4,800"
POMEROY COMPUTER RES COM 731822102 93 "7,175" X "7,175"
POOL ENERGY SVCS CO COM 732788104 81 "5,300" X "5,300"
POPULAR INC COM 733174106 546 "17,700" X "17,700"
POST PPTYS INC COM 737464107 140 "3,900" X "3,900"
POTLATCH CORP COM 737628107 227 "6,700" X "6,700"
POTOMAC ELEC PWR CO COM 737679100 341 "14,700" X "14,700"
POWERHOUSE TECHNOLOGIES INC COM 739323103 182 "10,600" X "10,600"
PRAXAIR INC COM 74005P104 "1,396" "38,700" X "38,700"
PRECISION CASTPARTS CORP COM 740189105 236 "5,875" X "5,875"
PREMARK INTL INC COM 740459102 209 "6,350" X "6,350"
PREMIER PKS INC COM NEW 740540208 328 "8,800" X "8,800"
PREMIERE TECHNOLOGIES INC COM 74058F102 19 "1,700" X "1,700"
PREMISYS COMMUNICATIONS INC COM 740584107 63 "7,300" X "7,300"
PRESIDENTIAL LIFE CORP COM 740884101 160 "8,900" X "8,900"
PRICE T ROWE & ASSOCIATES COM 741477103 643 "18,700" X "18,700"
PRIMEDIA INC COM 74157K101 129 "9,200" X "9,200"
PRIMARK CORP COM 741903108 161 "7,600" X "7,600"
PRIME HOSPITALITY CORP COM 741917108 90 "9,100" X "9,100"
PRIMUS TELECOMMUNICATIONS GRP COM 741929103 94 "9,300" X "9,300"
PRIDE INTL INC COM 741932107 81 "9,800" X "9,800"
PRISON RLTY CORP COM 74264N105 201 "11,537" X "11,537"
PROCTER & GAMBLE CO COM 742718109 "31,872" "325,432" X "325,432"
PROGRESSIVE CORP OHIO COM 743315103 "2,199" "15,325" X "15,325"
PROLOGIS TR SH BEN INT 743410102 211 "10,300" X "10,300"
PROMUS HOTEL CORP NEW COM 74342P106 366 "10,053" X "10,053"
PROTECTION ONE INC COM 743663304 55 "8,800" X "8,800"
PROTECTIVE LIFE CORP COM 743674103 174 "4,600" X "4,600"
PROVIDENT BANKSHARES CORP COM 743859100 168 "6,434" X "6,434"
PROVIDENT COS INC COM 743862104 937 "27,116" X "27,116"
PROVIDIAN FINL CORP COM 74406A102 "3,564" "32,400" X "32,400"
PSINET INC COM 74437C101 426 "10,000" X "10,000"
PSYCHEMEDICS CORP COM 744375106 100 "25,100" X "25,100"
PUBLIC SVC CO N MEX COM 744499104 111 "6,500" X "6,500"
PUBLIC SVC ENTERPRISE GROUP COM 744573106 "2,280" "59,715" X "59,715"
PUBLIC STORAGE INC COM 74460D109 255 "10,200" X "10,200"
PUGET SOUND ENERGY INC COM 745332106 198 "8,606" X "8,606"
PULTE CORP COM 745867101 395 "19,000" X "19,000"
QLOGIC CORP COM 747277101 34 500 X 500
QUAKER OATS CO COM 747402105 "2,227" "35,600" X "35,600"
QUALCOMM INC COM 747525103 808 "6,500" X "6,500"
QUANTUM CORP COM 747906105 344 "19,100" X "19,100"
QUESTAR CORP COM 748356102 181 "10,700" X "10,700"
QUINTILES TRANSNATIONAL CORP COM 748767100 393 "10,416" X "10,416"
QUORUM HEALTH GROUP INC COM 749084109 83 "8,300" X "8,300"
R & B FALCON CORP COM 7.49E+105 316 "35,900" X "35,900"
QWEST COMMUNICATIONS INTL INC COM 749121109 "2,427" "33,664" X "33,664"
RCN CORP COM 749361101 198 "5,900" X "5,900"
RJR NABISCO HOLDINGS CORP COM NEW 74960K876 "2,430" "97,186" X "97,186"
RPM INC OHIO COM 749685103 92 "6,877" X "6,877"
RF MICRODEVICES INC COM 749941100 392 "4,100" X "4,100"
RAINFOREST CAFE INC COM 75086K104 52 "10,300" X "10,300"
RAMBUS INC DEL COM 750917106 193 "3,000" X "3,000"
RALCORP HLDGS INC NEW COM 751028101 59 "3,100" X "3,100"
RALSTON PURINA CO COM RAL-PUR GP 751277302 "2,029" "76,014" X "76,014"
RATIONAL SOFTWARE CORP COM NEW 75409P202 374 "13,940" X "13,940"
RAYCHEM CORP DEL COM 754603108 453 "20,100" X "20,100"
RAYMOND JAMES FINANCIAL INC COM 754730109 80 "4,050" X "4,050"
RAYONIER INC COM 754907103 158 "3,950" X "3,950"
RAYTHEON CO CL B 755111408 "4,708" "80,300" X "80,300"
READ-RITE CORP COM 755246105 48 "7,300" X "7,300"
READERS DIGEST ASSN INC CL A NON VTG 755267101 365 "11,600" X "11,600"
REALNETWORKS INC COM 75605L104 342 "2,800" X "2,800"
REEBOK INTL LTD COM 758110100 206 "13,000" X "13,000"
REGIS CORP MINN COM 758932107 165 "6,180" X "6,180"
REGENCY RLTY CORP COM 758939102 49 "2,600" X "2,600"
REGIONS FINL CORP COM 758940100 "1,926" "55,623" X "55,623"
REINSURANCE GROUP AMER INC COM 759351109 185 "4,350" X "4,350"
RELIANCE BANCORP INC COM 759451107 121 "4,200" X "4,200"
RELIANCE GROUP HOLDINGS INC COM 759464100 77 "10,200" X "10,200"
RELIANT ENERGY INC COM 75952J108 "1,927" "73,930" X "73,930"
RELIASTAR FINL CORP COM 75952U103 461 "10,826" X "10,826"
RELTEC CORP COM 759527104 286 "9,700" X "9,700"
REMEDY CORP COM 759548100 83 "5,900" X "5,900"
RENAISSANCE WORLDWIDE INC COM 75968A109 34 "5,500" X "5,500"
REPUBLIC INDS INC COM 760516104 708 "57,200" X "57,200"
REPUBLIC N Y CORP COM 760719104 "1,199" "26,000" X "26,000"
RESMED INC COM 761152107 305 "10,800" X "10,800"
RESPONSE ONCOLOGY INC COM PAR $0.01 761232305 12 "3,983" X "3,983"
RESTRAC INC COM 76126W108 58 "12,600" X "12,600"
REXALL SUNDOWN INC COM 761648104 130 "6,800" X "6,800"
REYNOLDS & REYNOLDS CO CL A 761695105 137 "7,200" X "7,200"
REYNOLDS METALS CO COM 761763101 860 "17,800" X "17,800"
RIGGS NATL CORP WASH DC COM 766570105 113 "6,708" X "6,708"
RITE AID CORP COM 767754104 "1,513" "60,500" X "60,500"
ROBERT HALF INTL INC COM 770323103 369 "11,250" X "11,250"
ROCK-TENN CO CL A 772739207 113 "7,350" X "7,350"
ROCKWELL INTL CORP NEW COM 773903109 "1,927" "45,400" X "45,400"
ROHM & HAAS CO COM 775371107 "1,289" "38,400" X "38,400"
ROLLINS INC COM 775711104 91 "5,400" X "5,400"
ROLLINS TRUCK LEASING CORP COM 775741101 124 "13,175" X "13,175"
ROSLYN BANCORP INC COM 778162107 96 "5,700" X "5,700"
ROSS STORES INC COM 778296103 298 "6,800" X "6,800"
ROSS SYS INC COM 778303107 124 "43,500" X "43,500"
ROUSE CO COM 779273101 145 "6,550" X "6,550"
ROWAN COS INC COM 779382100 275 "21,700" X "21,700"
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 "12,199" "234,600" X "234,600"
RUBY TUESDAY INC COM 781182100 120 "6,930" X "6,930"
RUDDICK CORP COM 781258108 218 "11,200" X "11,200"
RUSSELL CORP COM 782352108 197 "9,800" X "9,800"
RYANS FAMILY STEAK HOUSE INC COM 783519101 154 "12,800" X "12,800"
RYDER SYS INC COM 783549108 478 "17,300" X "17,300"
RYERSON TULL INC NEW COM 78375P107 115 "7,831" X "7,831"
SBC COMMUNICATIONS INC COM 78387G103 "23,265" "493,696" X "493,696"
SCI SYS INC COM 783890106 201 "6,800" X "6,800"
SDL INC COM 784076101 18 200 X 200
SEI INVESTMENTS CO COM 784117103 231 "2,500" X "2,500"
SFX ENTMT INC CL A 784178105 174 "2,700" X "2,700"
SLM HLDG CORP COM 78442A109 "1,783" "42,700" X "42,700"
SLI INC COM 78442T108 88 "4,200" X "4,200"
SPS TECHNOLOGIES INC COM 784626103 161 "4,100" X "4,100"
SPX CORP COM 784635104 200 "3,972" X "3,972"
S3 INC COM 784849101 23 "3,000" X "3,000"
SABRE GROUP HLDGS INC CL A 785905100 191 "4,200" X "4,200"
SAFECO CORP COM 786429100 "1,241" "30,700" X "30,700"
SAFEGUARD SCIENTIFICS INC COM 786449108 461 "6,800" X "6,800"
SAFESKIN CORP COM 786454108 50 "6,700" X "6,700"
SAFEWAY INC COM NEW 786514208 "5,816" "113,354" X "113,354"
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ST JUDE MED INC COM 790849103 500 "20,500" X "20,500"
ST PAUL BANCORP INC COM 792848103 0 1 X 1
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SAKS INC COM 79377W108 564 "21,702" X "21,702"
SANMINA CORP COM 800907107 357 "5,600" X "5,600"
SANTA FE ENERGY RES INC COM 802012104 75 "10,200" X "10,200"
SARA LEE CORP COM 803111103 "5,284" "213,500" X "213,500"
SBARRO INC COM 805844107 220 "8,300" X "8,300"
SCANA CORP COM 805898103 286 "13,200" X "13,200"
SCHEIN HENRY INC COM 806407102 105 "4,139" X "4,139"
SCHERING PLOUGH CORP COM 806605101 "19,880" "359,420" X "359,420"
SCHLUMBERGER LTD COM 806857108 "6,631" "110,176" X "110,176"
SCHOLASTIC CORP COM 807066105 20 400 X 400
SCHULMAN A INC COM 808194104 90 "6,618" X "6,618"
SCHWAB CHARLES CORP NEW COM 808513105 "8,962" "93,237" X "93,237"
SCIENTIFIC ATLANTA INC COM 808655104 482 "17,700" X "17,700"
SCIOS INC COM 808905103 111 "12,198" X "12,198"
SCOTSMAN INDS INC COM 809340102 5 300 X 300
SCRIPPS E W CO OHIO CL A 811054204 296 "6,680" X "6,680"
SEAGATE TECHNOLOGY COM 811804103 "2,044" "69,146" X "69,146"
SEAGRAM LTD COM 811850106 "2,055" "41,100" X "41,100"
SEALED AIR CORP NEW COM 81211K100 950 "19,307" X "19,307"
SEARS ROEBUCK & CO COM 812387108 "4,618" "102,200" X "102,200"
SECURE COMPUTING CORP COM 813705100 187 "17,800" X "17,800"
SECURITY DYNAMICS TECHNOLOGIES COM 814208104 91 "4,900" X "4,900"
SEGUE SOFTWARE INC COM 815807102 19 "2,000" X "2,000"
SEMPRA ENERGY COM 816851109 "1,042" "54,324" X "54,324"
SENSORMATIC ELECTRS CORP COM 817265101 121 "12,750" X "12,750"
SEPRACOR INC COM 817315104 427 "3,800" X "3,800"
SEQUENT COMPUTER SYS INC COM 817338106 91 "10,000" X "10,000"
SERVICE CORP INTL COM 817565104 976 "68,524" X "68,524"
SERVICE MERCHANDISE INC COM 817587108 12 "49,187" X "49,187"
SERVICEMASTER CO COM 81760N109 519 "25,575" X "25,575"
SHARED MED SYS CORP COM 819486101 295 "5,300" X "5,300"
SHAW INDS INC COM 820286102 274 "14,800" X "14,800"
SHERWIN WILLIAMS CO COM 824348106 "1,181" "42,000" X "42,000"
SHONEYS INC COM 825039100 27 "10,953" X "10,953"
SHOREWOOD PACKAGING CORP COM 825229107 180 "9,150" X "9,150"
SIEBEL SYS INC COM 826170102 542 "11,400" X "11,400"
SIGMA ALDRICH CORP COM 826552101 725 "24,800" X "24,800"
SIGMA DESIGNS INC COM 826565103 105 "17,500" X "17,500"
SILICON GRAPHICS INC COM 827056102 751 "44,984" X "44,984"
SILICON VY GROUP INC COM 827066101 103 "8,400" X "8,400"
SIMON PPTY GROUP INC NEW COM 828806109 423 "15,432" X "15,432"
SITEL CORP COM 82980K107 25 "10,500" X "10,500"
SKYTEL COMMUNICATIONS INC COM 83087Q104 135 "8,100" X "8,100"
SKYWEST INC COM 830879102 222 "7,700" X "7,700"
SMART MODULAR TECH INC COM 831690102 60 "4,000" X "4,000"
SMITH INTL INC COM 832110100 260 "6,500" X "6,500"
SMUCKER J M CO CL A 832696108 118 "5,300" X "5,300"
SMURFIT-STONE CONTAINER CORP COM 832727101 432 "22,356" X "22,356"
SNYDER COMMUNICATIONS INC COM 832914105 223 "8,000" X "8,000"
SNAP ON INC COM 833034101 432 "14,900" X "14,900"
SOCRATES TECHNOLOGIES CORP COM 833719107 52 "21,800" X "21,800"
SODEXHO MARRIOTT SVCS INC COM 833793102 149 "6,750" X "6,750"
SOLECTRON CORP COM 834182107 "2,744" "56,500" X "56,500"
SOLUTIA INC COM 834376105 256 "14,720" X "14,720"
SONAT INC COM 835415100 756 "25,200" X "25,200"
SONOCO PRODS CO COM 835495102 292 "12,709" X "12,709"
SOTHEBYS HLDGS INC CL A 835898107 278 "8,600" X "8,600"
SOUTHDOWN INC COM 841297104 199 "3,698" X "3,698"
SOUTHERN CO COM 842587107 "3,965" "170,090" X "170,090"
SOUTHTRUST CORP COM 844730101 "1,450" "38,868" X "38,868"
SOUTHWEST AIRLS CO COM 844741108 "2,626" "86,799" X "86,799"
SOUTHWEST GAS CORP COM 844895102 149 "5,400" X "5,400"
SOUTHWESTERN ENERGY CO COM 845467109 64 "9,100" X "9,100"
SOVEREIGN BANCORP INC COM 845905108 278 "22,672" X "22,672"
SPEEDWAY MOTORSPORTS INC COM 847788106 256 "6,200" X "6,200"
SPELLING ENTMT GROUP INC COM 847807104 290 "33,100" X "33,100"
SPIEKER PPTYS INC COM 848497103 183 "5,200" X "5,200"
SPORTS AUTH INC COM 849176102 98 "13,350" X "13,350"
SPRINT CORP COM FON GROUP 852061100 "10,663" "108,668" X "108,668"
SPRINT CORP PCS COM SER 1 852061506 "4,056" "91,534" X "91,534"
STANDARD PRODS CO COM 853836104 109 "6,731" X "6,731"
STANDARD REGISTER CO COM 853887107 154 "5,200" X "5,200"
STANLEY WKS COM 854616109 523 "20,400" X "20,400"
STAPLES INC COM 855030102 "3,573" "108,678" X "108,678"
STARBUCKS CORP COM 855244109 567 "20,200" X "20,200"
STARWOOD FINL TR MD CL A SH BEN IN 85568W104 195 "4,000" X "4,000"
STATE AUTO FINL CORP COM 855707105 49 "4,500" X "4,500"
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 491 "17,200" X "17,200"
STATE STR CORP COM 857477103 "3,033" "36,900" X "36,900"
STERIS CORP COM 859152100 335 "12,572" X "12,572"
STERLING COMM INC COM 859205106 413 "13,426" X "13,426"
STERLING SOFTWARE INC COM 859547101 169 "7,100" X "7,100"
STEWART & STEVENSON SVCS INC COM 860342104 17 "2,200" X "2,200"
STEWART ENTERPRISES INC CL A 860370105 120 "7,500" X "7,500"
STORAGE USA INC COM 861907103 133 "4,700" X "4,700"
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 471 "16,900" X "16,900"
STRATASYS INC COM 862685104 48 "11,900" X "11,900"
STRIDE RITE CORP COM 863314100 175 "14,300" X "14,300"
STRYKER CORP COM 863667101 570 "11,300" X "11,300"
SUIZA FOODS CORP COM 865077101 138 "4,100" X "4,100"
SUMMIT BANCORP COM 866005101 "1,759" "45,113" X "45,113"
SUN COMMUNITIES INC COM 866674104 76 "2,400" X "2,400"
SUN MICROSYSTEMS INC COM 866810104 "11,594" "92,800" X "92,800"
SUNBURST HOSPITALITY CORP COM 866948102 8 "2,258" X "2,258"
SUNBEAM CORP COM 867071102 60 "10,700" X "10,700"
SUNDSTRAND CORP COM 867323107 667 "9,600" X "9,600"
SUNGLASS HUT INTL INC COM 86736F106 91 "8,700" X "8,700"
SUNGARD DATA SYS INC COM 867363103 464 "11,600" X "11,600"
SUNOCO INC COM 86764P109 "1,129" "31,300" X "31,300"
SUNTRUST BKS INC COM 867914103 "4,724" "75,893" X "75,893"
SUPERIOR INDS INTL INC COM 868168105 124 "5,350" X "5,350"
SUPERVALU INC COM 868536103 590 "28,600" X "28,600"
SUSQUEHANNA BANCSHARES INC PA COM 869099101 162 "8,800" X "8,800"
SYBASE INC COM 871130100 95 "12,000" X "12,000"
SYBRON INTL CORP COM 87114F106 253 "10,100" X "10,100"
SYKES ENTERPRISES INC COM 871237103 113 "3,500" X "3,500"
SYLVAN LEARNING SYS INC COM 871399101 136 "4,950" X "4,950"
SYMANTEC CORP COM 871503108 137 "8,100" X "8,100"
SYMBOL TECHNOLOGIES INC COM 871508107 287 "6,375" X "6,375"
SYNALLOY CP DEL COM 871565107 15 "2,200" X "2,200"
SYNOPSYS INC COM 871607107 "1,345" "25,030" X "25,030"
SYNOVUS FINL CORP COM 87161C105 "1,319" "64,539" X "64,539"
SYSCO CORP COM 871829107 "2,094" "79,600" X "79,600"
SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 8 800 X 800
TBC CORP COM 872180104 81 "13,287" X "13,287"
TCA CABLE TV INC COM 872241104 348 "8,000" X "8,000"
TCF FINL CORP COM 872275102 312 "12,000" X "12,000"
TCI SATELLITE ENTMT INC CL A 872298104 4 "6,436" X "6,436"
TECO ENERGY INC COM 872375100 298 "15,000" X "15,000"
TII INDS INC COM NEW 872479209 26 "16,200" X "16,200"
TJX COS INC NEW COM 872540109 "2,601" "76,500" X "76,500"
TNP ENTERPRISES INC COM 872594106 9 300 X 300
TRW INC COM 872649108 "1,219" "26,800" X "26,800"
TMP WORLDWIDE INC COM 872941109 259 "4,000" X "4,000"
TV GUIDE INC CL A 87307Q109 317 "8,600" X "8,600"
TALBOTS INC COM 874161102 195 "8,000" X "8,000"
TANDY CORP COM 875382103 "1,593" "24,968" X "24,968"
TASTY BAKING CO COM 876553306 43 "3,875" X "3,875"
TAUBMAN CTRS INC COM 876664103 107 "8,700" X "8,700"
TECH DATA CORP COM 878237106 326 "14,200" X "14,200"
TECH SYM CORP COM 878308105 112 "5,400" X "5,400"
TECUMSEH PRODS CO CL A 878895200 219 "4,300" X "4,300"
TEKTRONIX INC COM 879131100 264 "10,450" X "10,450"
TELEFLEX INC COM 879369106 34 "1,000" X "1,000"
TELEGLOBE INC COM 87941V100 282 "9,292" X "9,292"
TELEPHONE & DATA SYS INC COM 879433100 650 "11,500" X "11,500"
TELLABS INC COM 879664100 "4,975" "50,900" X "50,900"
TELXON CORP COM 879700102 48 "5,050" X "5,050"
TEMPLE INLAND INC COM 879868107 759 "12,100" X "12,100"
TELETECH HOLDINGS INC COM 879939106 43 "6,500" X "6,500"
TENET HEALTHCARE CORP COM 88033G100 "1,424" "75,190" X "75,190"
TENNANT CO COM 880345103 202 "5,900" X "5,900"
TENNECO INC NEW COM 8.80E+105 "1,186" "42,461" X "42,461"
TERADYNE INC COM 880770102 529 "9,700" X "9,700"
TERRA INDS INC COM 880915103 39 "8,500" X "8,500"
TESORO PETE CORP COM 881609101 85 "7,700" X "7,700"
TEXACO INC COM 881694103 "7,829" "137,953" X "137,953"
TEXAS INDS INC COM 882491103 140 "5,658" X "5,658"
TEXAS INSTRS INC COM 882508104 "9,707" "97,800" X "97,800"
TEXAS UTILS CO COM 882848104 "2,744" "65,821" X "65,821"
TEXTRON INC COM 883203101 "2,987" "38,600" X "38,600"
THERMO CARDIOSYSTEMS INC COM NONREDEEM 88355K200 64 "8,000" X "8,000"
THERMO FIBERTEK INC COM 88355W105 90 "12,500" X "12,500"
THERMO ELECTRON CORP COM 883556102 480 "35,403" X "35,403"
THERMO INSTR SYS INC COM 883559106 168 "11,645" X "11,645"
THOMAS & BETTS CORP COM 884315102 496 "13,200" X "13,200"
3COM CORP COM 885535104 "2,172" "93,190" X "93,190"
TIDEWATER INC COM 886423102 258 "9,956" X "9,956"
TIFFANY & CO NEW COM 886547108 463 "6,200" X "6,200"
TIMBERLAND CO CL A 887100105 227 "3,600" X "3,600"
TIME WARNER INC COM 887315109 "20,764" "292,200" X "292,200"
TIMES MIRROR CO NEW COM SER A 887364107 957 "17,700" X "17,700"
TIMKEN CO COM 887389104 262 "16,100" X "16,100"
TOKHEIM CORP COM 889073102 57 "7,300" X "7,300"
TOOTSIE ROLL INDS INC COM 890516107 202 "4,386" X "4,386"
TORCHMARK CORP COM 891027104 968 "30,600" X "30,600"
TORO CO COM 891092108 35 "1,100" X "1,100"
TOSCO CORP COM NEW 891490302 516 "20,800" X "20,800"
TOTAL RENAL CARE HLDGS INC COM 89151A107 118 "10,735" X "10,735"
TOWER AUTOMOTIVE INC COM 891707101 127 "6,800" X "6,800"
TOTAL SYS SVCS INC COM 891906109 301 "16,050" X "16,050"
TOYS R US INC COM 892335100 "1,191" "63,325" X "63,325"
TRANS WORLD AIRLS INC COM PAR$.01NEW 893349837 35 "6,800" X "6,800"
TRANS WORLD ENTMT CORP COM 89336Q100 86 "7,800" X "7,800"
TRANSACTION SYS ARCHITECTS CL A 893416107 187 "5,200" X "5,200"
TRANSAMERICA CORP COM 893485102 "1,947" "27,428" X "27,428"
TRANSATLANTIC HLDGS INC COM 893521104 214 "2,850" X "2,850"
TRANSOCEAN OFFSHORE INC COM 893817106 395 "13,700" X "13,700"
TRAVELERS PPTY CAS CORP CL A 893939108 254 "7,100" X "7,100"
TRANSWORLD HEALTHCARE INC COM 894081108 41 "14,000" X "14,000"
TREDEGAR INDS INC COM 894650100 25 800 X 800
TREND LINES INC CL A 894859107 47 "22,700" X "22,700"
TRICON GLOBAL RESTAURANTS COM 895953107 "2,424" "34,512" X "34,512"
TRIBUNE CO NEW COM 896047107 "1,688" "25,800" X "25,800"
TRICO MARINE SERVICES INC COM 896106101 43 "7,500" X "7,500"
TRIGON HEALTHCARE INC COM 89618L100 188 "5,500" X "5,500"
TRINITY INDS INC COM 896522109 159 "5,400" X "5,400"
TRUE NORTH COMMUNICATIONS INC COM 897844106 264 "9,400" X "9,400"
TRUSTMARK CORP COM 898402102 268 "13,600" X "13,600"
TUBOSCOPE INC COM 898600101 75 "8,300" X "8,300"
TUPPERWARE CORP COM 899896104 219 "12,150" X "12,150"
TULTEX CORP COM 899900104 7 "11,000" X "11,000"
20TH CENTY INDS CAL COM PAR $10 901272203 109 "6,700" X "6,700"
TYCO INTL LTD NEW COM 902124106 "5,153" "71,818" X "71,818"
TYSON FOODS INC CL A 902494103 533 "25,761" X "25,761"
UAL CORP COM PAR $0.01 902549500 503 "6,472" X "6,472"
UCAR INTL INC COM 90262K109 129 "9,100" X "9,100"
UGI CORP NEW COM 902681105 15 900 X 900
UST CORP COM 902900109 97 "4,425" X "4,425"
USX MARATHON GROUP COM NEW 902905827 "2,180" "79,275" X "79,275"
UST INC COM 902911106 "1,089" "41,700" X "41,700"
U S HOME & GARDEN INC COM 902939107 71 "15,700" X "15,700"
US BANCORP DEL COM 902973106 "6,038" "177,248" X "177,248"
USA NETWORKS INC COM 902984103 491 "13,700" X "13,700"
UNUM CORP COM 903192102 "1,451" "30,500" X "30,500"
USANA INC COM 90328M107 93 "14,900" X "14,900"
U S CAN CORP COM 90328W105 71 "4,800" X "4,800"
U S G CORP COM NEW 903293405 226 "4,400" X "4,400"
U S FOODSERVICE COM 90331R101 149 "3,200" X "3,200"
USEC INC COM 9.03E+112 208 "15,300" X "15,300"
USX-U S STL COM 90337T101 886 "37,700" X "37,700"
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 223 "10,307" X "10,307"
UNIFI INC COM 904677101 103 "8,050" X "8,050"
UNILEVER N V NEW YORK SHS 904784501 "4,372" "65,800" X "65,800"
UNICOM CORP COM 904911104 "1,989" "54,400" X "54,400"
UNION CAMP CORP COM 905530101 "1,094" "16,300" X "16,300"
UNION CARBIDE CORP COM 905581104 "1,509" "33,400" X "33,400"
UNION PAC CORP COM 907818108 "3,130" "58,577" X "58,577"
UNION PAC RES GROUP INC COM 907834105 689 "58,009" X "58,009"
UNION PLANTERS CORP COM 908068109 "1,445" "32,883" X "32,883"
UNIONBANCAL CORP COM 908906100 582 "17,100" X "17,100"
UNIPHASE CORP COM 909149106 622 "5,400" X "5,400"
UNISOURCE WORLDWIDE INC COM 909208100 74 "10,450" X "10,450"
UNISYS CORP COM 909214108 "1,769" "63,900" X "63,900"
UNITED ASSET MGMT CORP COM 909420101 346 "15,300" X "15,300"
UNITED BANKSHARES INC WEST VA COM 909907107 160 "7,000" X "7,000"
UNITED DOMINION REALTY TR INC COM 910197102 121 "11,800" X "11,800"
UNITED HEALTHCARE CORP COM 910581107 "2,308" "43,864" X "43,864"
UNITED INDL CORP COM 910671106 154 "13,800" X "13,800"
UNITED INTL HLDGS INC CL A 910734102 418 "9,600" X "9,600"
UNITED RENTALS INC COM 911363109 179 "6,296" X "6,296"
UNITED STATES CELLULAR CORP COM 911684108 356 "8,100" X "8,100"
UNITED STATES FILTER CORP NEW COM NEW 911843209 785 "25,635" X "25,635"
US AIRWAYS GROUP INC COM 911905107 "1,074" "22,000" X "22,000"
U S INDS INC NEW COM 912080108 200 "12,190" X "12,190"
UNITED STS SATELLITE CL A 912534104 317 "18,500" X "18,500"
U S WEST INC NEW COM 91273H101 "6,802" "123,532" X "123,532"
U S TR CORP NEW COM 91288L105 312 "4,200" X "4,200"
UNITED TECHNOLOGIES CORP COM 913017109 "7,503" "55,400" X "55,400"
UNITED TELEVISION INC COM 913066106 166 "1,600" X "1,600"
UNITED WTR RES INC COM 913190104 167 "8,048" X "8,048"
UNITRIN INC COM 913275103 238 "7,600" X "7,600"
UNIVERSAL CORP VA COM 913456109 271 "10,600" X "10,600"
UNIVERSAL FOODS CORP COM 913538104 163 "7,900" X "7,900"
UNIVERSAL HLTH SVCS INC CL B 913903100 178 "4,120" X "4,120"
UNIVISION COMMUNICATIONS INC CL A 914906102 300 "6,000" X "6,000"
UNOCAL CORP COM 915289102 "2,327" "63,200" X "63,200"
UNOVA INC COM 91529B106 127 "9,600" X "9,600"
URBAN SHOPPING CTRS INC COM 917060105 83 "2,900" X "2,900"
USWEB CORP COM 917327108 499 "12,100" X "12,100"
UTILICORP UTD INC COM 918005109 341 "15,000" X "15,000"
V F CORP COM 918204108 "1,216" "25,774" X "25,774"
VLSI TECHNOLOGY INC COM 918270109 165 "8,500" X "8,500"
VALASSIS COMMUNICATIONS INC COM 918866104 336 "6,500" X "6,500"
VALHI INC NEW COM 918905100 139 "12,200" X "12,200"
VALENCE TECHNOLOGY INC COM 918914102 138 "20,800" X "20,800"
VALERO ENERGY CORP NEW COM 91913Y100 154 "6,200" X "6,200"
VALLEY NATL BANCORP COM 919794107 183 "7,248" X "7,248"
VALSPAR CORP COM 920355104 170 "5,400" X "5,400"
VANGUARD CELLULAR SYS INC CL A 922022108 29 "1,050" X "1,050"
VARCO INTL INC COM 922126107 63 "5,700" X "5,700"
VARIAN ASSOC INC COM 922204102 240 "6,200" X "6,200"
VASTAR RES INC COM 922380100 473 "9,900" X "9,900"
VENCOR INC NEW COM 92260R102 9 "6,900" X "6,900"
VENTAS INC COM 92276F100 50 "8,400" X "8,400"
VENATOR GROUP INC COM 922944103 152 "21,500" X "21,500"
VERISIGN INC COM 9.23E+106 323 "2,100" X "2,100"
VERITAS DGC INC COM 92343P107 13 900 X 900
VERITAS SOFTWARE CO COM 923436109 478 "5,925" X "5,925"
VERTEL CORP COM 924907108 8 "5,500" X "5,500"
VERTEX PHARMACEUTICALS INC COM 92532F100 151 "6,000" X "6,000"
VIAD CORP COM 92552R109 278 "10,000" X "10,000"
VIASOFT INC COM 92552U102 23 "5,500" X "5,500"
VIACOM INC CL B 925524308 "6,607" "78,712" X "78,712"
VICAL INC COM 925602104 104 "10,100" X "10,100"
VINTAGE PETE INC COM 927460105 76 "8,400" X "8,400"
VISIO CORP COM 927914101 141 "5,000" X "5,000"
VIRTUALFUND COM INC COM 92825A107 37 "28,300" X "28,300"
VISHAY INTERTECHNOLOGY INC COM 928298108 95 "6,525" X "6,525"
VISX INC DEL COM 92844S105 473 "4,400" X "4,400"
VITESSE SEMICONDUCTOR CORP COM 928497106 481 "9,500" X "9,500"
VORNADO RLTY TR SH BEN INT 929042109 283 "8,200" X "8,200"
VOXWARE INC COM 92906L105 28 "37,500" X "37,500"
VULCAN MATLS CO COM 929160109 545 "13,200" X "13,200"
WACHOVIA CORP COM 929771103 "3,709" "45,680" X "45,680"
WADDELL & REED FINL INC CL A 930059100 179 "8,721" X "8,721"
WAL MART STORES INC COM 931142103 "46,776" "507,400" X "507,400"
WALGREEN CO COM 931422109 "6,622" "234,400" X "234,400"
WALKER INTERACTIVE SYS INC COM 931664106 40 "9,400" X "9,400"
WALLACE COMPUTER SERVICES INC COM 932270101 129 "6,500" X "6,500"
WALTER INDS INC COM 93317Q105 78 "6,900" X "6,900"
WANG LABS INC NEW COM 93369N109 183 "9,300" X "9,300"
WARNACO GROUP INC CL A 934390105 215 "8,700" X "8,700"
WARNER LAMBERT CO COM 934488107 "13,390" "202,300" X "202,300"
WASHINGTON FED INC COM 938824109 224 "10,668" X "10,668"
WASHINGTON GAS LT CO COM 938837101 138 "6,100" X "6,100"
WASHINGTON MUT INC COM 939322103 "5,775" "141,278" X "141,278"
WASHINGTON POST CO CL B 939640108 574 "1,100" X "1,100"
WASHINGTON REAL ESTATE INVT TR SH BEN INT 939653101 132 "8,100" X "8,100"
WASTE MGMT INC DEL COM 94106L109 "6,267" "141,227" X "141,227"
WATERS CORP COM 941848103 914 "8,700" X "8,700"
WATSON PHARMACEUTICALS INC COM 942683103 862 "19,538" X "19,538"
WAUSAU-MOSINEE PAPER CORP COM 943315101 133 "9,505" X "9,505"
WAXMAN INDS INC COM 944124106 7 "19,200" X "19,200"
WEATHERFORD INTL INC COM 947074100 396 "15,157" X "15,157"
WEBB DEL CORP COM 947423109 9 400 X 400
WEBSTER FINL CORP CONN COM 947890109 141 "4,900" X "4,900"
WELLPOINT HEALTH NETWORK NEW COM 94973H108 764 "10,075" X "10,075"
WELLS FARGO & CO NEW COM 949746101 "13,605" "388,022" X "388,022"
WENDYS INTL INC COM 950590109 745 "26,200" X "26,200"
WERNER ENTERPRISES INC COM 950755108 115 "7,287" X "7,287"
WESCO FINL CORP COM 950817106 401 "1,200" X "1,200"
WESTAMERICA BANCORPORATION COM 957090103 190 "6,000" X "6,000"
WESTERN DIGITAL CORP COM 958102105 98 "12,300" X "12,300"
WESTERN RES INC COM 959425109 224 "8,400" X "8,400"
WESTERN WIRELESS CORP CL A 9.60E+208 247 "6,800" X "6,800"
WESTFIELD AMER INC COM 959910100 194 "11,100" X "11,100"
WESTPOINT STEVENS INC COM 961238102 116 "4,200" X "4,200"
WESTVACO CORP COM 961548104 537 "25,587" X "25,587"
WESTWOOD ONE INC COM 961815107 168 "5,900" X "5,900"
WEYERHAEUSER CO COM 962166104 "2,531" "45,600" X "45,600"
WHIRLPOOL CORP COM 963320106 908 "16,700" X "16,700"
WHITMAN CORP COM 96647K102 249 "14,500" X "14,500"
WHITNEY HLDG CORP COM 966612103 234 "6,350" X "6,350"
WHITTAKER CORP DEL COM PAR $0.01 966680407 143 "6,500" X "6,500"
WILEY JOHN & SONS INC CL A 968223206 319 "7,600" X "7,600"
WILLAMETTE INDS INC COM 969133107 "1,048" "27,764" X "27,764"
WILLIAMS COS INC DEL COM 969457100 "3,880" "98,239" X "98,239"
WILLIAMS SONOMA INC COM 969904101 251 "8,900" X "8,900"
WILMINGTON TRUST CORP COM 971807102 211 "3,700" X "3,700"
WINN DIXIE STORES INC COM 974280109 "1,274" "34,100" X "34,100"
WINSLOEW FURNITURE INC COM 975377102 262 "8,800" X "8,800"
WINSTAR COMMUNICATIONS INC COM 975515107 258 "7,100" X "7,100"
WISCONSIN CENT TRANSN CORP COM 976592105 36 "2,700" X "2,700"
WISCONSIN ENERGY CORP COM 976657106 362 "13,850" X "13,850"
WITCO CORP COM 977385103 104 "8,200" X "8,200"
WOLVERINE WORLD WIDE INC COM 978097103 94 "9,900" X "9,900"
WORLD ACCEP CORP DEL COM 981419104 145 "26,900" X "26,900"
WORLD COLOR PRESS INC DEL COM 981443104 111 "5,200" X "5,200"
WORTHINGTON INDS INC COM 981811102 222 "18,855" X "18,855"
WRIGLEY WM JR CO COM 982526105 "2,306" "25,500" X "25,500"
XILINX INC COM 983919101 746 "18,400" X "18,400"
XIRCOM INC COM 983922105 28 "1,100" X "1,100"
XEROX CORP COM 984121103 "8,639" "161,852" X "161,852"
XYLAN CORP COM 984151100 283 "7,700" X "7,700"
YAHOO INC COM 984332106 "4,041" "24,000" X "24,000"
YELLOW CORP COM 985509108 184 "10,600" X "10,600"
YORK INTL CORP NEW COM 986670107 215 "6,100" X "6,100"
YOUNG & RUBICAM INC COM 987425105 232 "5,700" X "5,700"
YOUNG BROADCASTING INC CL A 987434107 155 "3,400" X "3,400"
ZEBRA TECHNOLOGIES CORP CL A 989207105 21 900 X 900
ZENITH NATL INS CORP COM 989390109 51 "2,100" X "2,100"
ZIONS BANCORPORATION COM 989701107 472 "7,100" X "7,100"
GRAND TOTAL "2,765,744"
FRUIT OF THE LOOM LTD ORD CL A G3682L105 144 "13,370" X "13,370"
AES CORP COM 00130H105 "1,246" "33,458" X "33,458"
AMR CORP COM 1765106 "1,984" "33,874" X "33,874"
AT&T CORP COM 1957109 "31,079" "389,398" X "389,398"
ABBOTT LABS COM 2824100 "13,182" "281,581" X "281,581"
ADOBE SYS INC COM 00724F101 645 "11,364" X "11,364"
AEROQUIP-VICKERS INC COM 7869100 294 "5,131" X "5,131"
ADVANCED MICRO DEVICES INC COM 7903107 416 "26,825" X "26,825"
AETNA INC COM 8117103 "2,206" "26,581" X "26,581"
AIR PRODS & CHEMS INC COM 9158106 "1,459" "42,606" X "42,606"
AIRTOUCH COMMUNICATIONS INC COM 00949T100 "10,254" "106,126" X "106,126"
ALBERTO CULVER CO CL B C ONV 13068101 247 "10,554" X "10,554"
ALBERTSONS INC COM 13104104 "2,473" "45,524" X "45,524"
ALCAN ALUMINIUM LTD NEW COM 13716105 "1,090" "42,210" X "42,210"
ALCOA INC COM 13817101 "2,807" "68,162" X "68,162"
ALLEGHENY TELEDYNE INC COM 17415100 689 "36,390" X "36,390"
ALLERGAN INC COM 18490102 "1,078" "12,262" X "12,262"
ALLIEDSIGNAL INC COM 19512102 "5,091" "103,512" X "103,512"
ALLSTATE CORP COM 20002101 "5,642" "152,230" X "152,230"
ALLTEL CORP COM 20039103 "3,172" "50,846" X "50,846"
ALZA CORP DEL COM 22615108 711 "18,578" X "18,578"
AMERADA HESS CORP COM 23551104 845 "16,788" X "16,788"
AMEREN CORP COM 23608102 920 "25,421" X "25,421"
AMERICA ONLINE INC DEL COM 02364J104 "27,847" "190,734" X "190,734"
AMERICAN ELEC PWR INC COM 25537101 "1,408" "35,470" X "35,470"
AMERICAN EXPRESS CO COM 25816109 "9,860" "83,915" X "83,915"
AMERICAN GENERAL CORP COM 26351106 "3,294" "46,718" X "46,718"
AMERICAN GREETINGS CORP CL A 26375105 334 "13,169" X "13,169"
AMERICAN HOME PRODS CORP COM 26609107 "15,953" "244,492" X "244,492"
AMERICAN INTL GROUP INC COM 26874107 "27,493" "227,919" X "227,919"
AMERICAN STORES CO NEW COM 30096101 "1,678" "50,849" X "50,849"
AMERITECH CORP NEW COM 30954101 "11,812" "204,099" X "204,099"
AMGEN INC COM 31162100 "7,073" "94,464" X "94,464"
AMP INC COM 31897101 "2,181" "40,619" X "40,619"
AMSOUTH BANCORPORATION COM 32165102 "1,001" "22,000" X "22,000"
ANADARKO PETE CORP COM 32511107 843 "22,319" X "22,319"
ANDREW CORP COM 34425108 191 "15,477" X "15,477"
ANHEUSER BUSCH COS INC COM 35229103 "6,753" "88,635" X "88,635"
AON CORP COM 37389103 "1,992" "31,502" X "31,502"
APACHE CORP COM 37411105 472 "18,096" X "18,096"
APPLE COMPUTER INC COM 37833100 907 "25,229" X "25,229"
APPLIED MATLS INC COM 38222105 "4,229" "68,548" X "68,548"
ARCHER DANIELS MIDLAND CO COM 39483102 "1,615" "109,944" X "109,944"
ARMSTRONG WORLD INDS INC COM 42476101 336 "7,437" X "7,437"
ASCEND COMMUNICATIONS INC COM 43491109 "3,364" "40,199" X "40,199"
ASHLAND INC COM 44204105 568 "13,874" X "13,874"
ASSOCIATES FIRST CAP CORP CL A 46008108 "6,083" "135,181" X "135,181"
ATLANTIC RICHFIELD CO COM 48825103 "4,416" "60,489" X "60,489"
AUTODESK INC COM 52769106 447 "11,045" X "11,045"
AUTOMATIC DATA PROCESSING INC COM 53015103 "4,727" "114,249" X "114,249"
AUTOZONE INC COM 53332102 846 "27,836" X "27,836"
AVERY DENNISON CORP COM 53611109 "1,236" "21,503" X "21,503"
AVON PRODS INC COM 54303102 "2,294" "48,749" X "48,749"
BB&T CORP COM 54937107 "2,086" "57,655" X "57,655"
BMC SOFTWARE INC COM 55921100 "1,623" "43,785" X "43,785"
BAKER HUGHES INC COM 57224107 "1,474" "60,617" X "60,617"
BALL CORP COM 58498106 269 "5,731" X "5,731"
BALTIMORE GAS & ELEC CO COM 59165100 701 "27,636" X "27,636"
BANK NEW YORK INC COM 64057102 "5,074" "141,178" X "141,178"
BANK ONE CORP COM 06423A103 "12,015" "218,214" X "218,214"
BANKAMERICA CORP NEW COM 06605F102 "22,677" "321,091" X "321,091"
BANKBOSTON CORP COM 06605R106 "2,381" "54,979" X "54,979"
BANKERS TR CORP COM 66365107 "1,552" "17,587" X "17,587"
BARD C R INC COM 67383109 502 "9,951" X "9,951"
BARRICK GOLD CORP COM 67901108 "1,181" "69,229" X "69,229"
BATTLE MTN GOLD CO COM 71593107 117 "42,595" X "42,595"
BAUSCH & LOMB INC COM 71707103 679 "10,453" X "10,453"
BAXTER INTL INC COM 71813109 "3,502" "53,056" X "53,056"
BEAR STEARNS COS INC COM 73902108 921 "20,621" X "20,621"
BECTON DICKINSON & CO COM 75887109 "1,771" "46,226" X "46,226"
BELL ATLANTIC CORP COM 77853109 "14,889" "288,066" X "288,066"
BELLSOUTH CORP COM 79860102 "14,498" "361,879" X "361,879"
BEMIS INC COM 81437105 303 "9,749" X "9,749"
BESTFOODS COM 08658U101 "2,489" "52,958" X "52,958"
BETHLEHEM STL CORP COM 87509105 199 "24,124" X "24,124"
BIOMET INC COM 90613100 872 "20,802" X "20,802"
BLACK & DECKER CORP COM 91797100 903 "16,283" X "16,283"
BLOCK H & R INC COM 93671105 862 "18,193" X "18,193"
BOEING CO COM 97023105 "5,940" "174,074" X "174,074"
BOISE CASCADE CORP COM 97383103 337 "10,452" X "10,452"
BOSTON SCIENTIFIC CORP COM 101137107 "2,955" "72,862" X "72,862"
BRIGGS & STRATTON CORP COM 109043109 213 "4,322" X "4,322"
BRISTOL MYERS SQUIBB CO COM 110122108 "23,719" "368,804" X "368,804"
BROWN FORMAN CORP CL B 115637209 736 "12,765" X "12,765"
BROWNING FERRIS INDS COM 115885105 "1,132" "29,364" X "29,364"
BRUNSWICK CORP COM 117043109 324 "16,993" X "16,993"
BURLINGTON NORTHN SANTA FE CP COM 12189T104 "2,862" "87,051" X "87,051"
BURLINGTON RES INC COM 122014103 "1,312" "32,840" X "32,840"
CBS CORP COM 12490K107 "5,361" "130,947" X "130,947"
CIGNA CORP COM 125509109 "3,209" "38,290" X "38,290"
CSX CORP COM 126408103 "1,577" "40,496" X "40,496"
CVS CORP COM 126650100 "3,432" "72,252" X "72,252"
CABLETRON SYS INC COM 126920107 262 "31,940" X "31,940"
CAMPBELL SOUP CO COM 134429109 "3,361" "82,605" X "82,605"
CAPITAL ONE FINL CORP COM 14040H105 "1,836" "12,160" X "12,160"
CARDINAL HEALTH INC COM 14149Y108 "3,332" "50,488" X "50,488"
CARNIVAL CORP COM 143658102 "5,527" "113,808" X "113,808"
CAROLINA PWR & LT CO COM 144141108 "1,060" "28,034" X "28,034"
CASE CORP COM 14743R103 347 "13,667" X "13,667"
CATERPILLAR INC DEL COM 149123101 "3,052" "66,449" X "66,449"
CENDANT CORP COM 151313103 "2,492" "158,223" X "158,223"
CENTEX CORP COM 152312104 366 "10,957" X "10,957"
CENTRAL & SOUTH WEST CORP COM 152357109 924 "39,409" X "39,409"
CENTURY TEL ENTERPRISES INC COM 156686107 "1,194" "17,000" X "17,000"
CERIDIAN CORP COM 15677T106 970 "26,534" X "26,534"
CHAMPION INTL CORP COM 158525105 730 "17,788" X "17,788"
CHASE MANHATTAN CORP NEW COM 16161A108 "12,755" "156,870" X "156,870"
CHEVRON CORPORATION COM 166751107 "10,700" "120,995" X "120,995"
CHUBB CORP COM 171232101 "1,766" "30,150" X "30,150"
CINCINNATI FINL CORP COM 172062101 "1,128" "30,952" X "30,952"
CINERGY CORP COM 172474108 810 "29,441" X "29,441"
CIRCUIT CITY STORE INC CIR CT CITY GRP 172737108 "1,424" "18,588" X "18,588"
CISCO SYS INC COM 17275R102 "32,098" "292,961" X "292,961"
CITIGROUP INC COM 172967101 "26,772" "419,125" X "419,125"
CLEAR CHANNEL COMMUNICATIONS COM 184502102 "3,274" "48,823" X "48,823"
CLOROX CO DEL COM 189054109 "2,554" "21,793" X "21,793"
COASTAL CORP COM 190441105 "1,300" "39,388" X "39,388"
COCA COLA CO COM 191216100 "28,075" "457,440" X "457,440"
COCA COLA ENTERPRISES INC COM 191219104 "2,201" "72,761" X "72,761"
COLGATE PALMOLIVE CO COM 194162103 "4,992" "54,266" X "54,266"
COLUMBIA ENERGY GROUP COM 197648108 809 "15,474" X "15,474"
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 "2,267" "119,734" X "119,734"
COMCAST CORP CL A S PL 200300200 "4,314" "68,537" X "68,537"
COMERICA INC COM 200340107 "1,801" "28,843" X "28,843"
COMPAQ COMPUTER CORP COM 204493100 "9,922" "313,109" X "313,109"
COMPUTER ASSOC INTL INC COM 204912109 "3,553" "99,917" X "99,917"
COMPUTER SCIENCES CORP COM 205363104 "1,625" "29,441" X "29,441"
COMPUWARE CORP COM 205638109 "1,626" "68,120" X "68,120"
CONAGRA INC COM 205887102 "2,319" "90,737" X "90,737"
CONSECO INC COM 208464107 "1,835" "59,418" X "59,418"
CONSOLIDATED EDISON INC COM 209115104 "1,962" "43,309" X "43,309"
CONSOLIDATED NAT GAS CO COM 209615103 866 "17,785" X "17,785"
CONSOLIDATED STORES CORP COM 210149100 615 "20,302" X "20,302"
COOPER INDS INC COM 216669101 818 "19,199" X "19,199"
COOPER TIRE & RUBR CO COM 216831107 259 "14,079" X "14,079"
COORS ADOLPH CO CL B 217016104 369 "6,836" X "6,836"
CORNING INC COM 219350105 "2,581" "43,013" X "43,013"
COSTCO COMPANIES INC COM 22160Q102 "3,699" "40,399" X "40,399"
COUNTRYWIDE CR INDS INC DEL COM 222372104 784 "20,905" X "20,905"
CRANE CO COM 224399105 307 "12,686" X "12,686"
CROWN CORK & SEAL INC COM 228255105 649 "22,717" X "22,717"
CUMMINS ENGINE INC COM 231021106 279 "7,841" X "7,841"
CYPRUS AMAX MINERALS CO COM 232809103 205 "16,901" X "16,901"
DTE ENERGY CO COM 233331107 "1,032" "26,837" X "26,837"
DANA CORP COM 235811106 "1,166" "30,688" X "30,688"
DANAHER CORP DEL COM 235851102 "1,297" "24,818" X "24,818"
DARDEN RESTAURANTS INC COM 237194105 529 "25,634" X "25,634"
DAYTON HUDSON CORP COM 239753106 "5,450" "81,802" X "81,802"
DEERE & CO COM 244199105 "1,708" "44,230" X "44,230"
DELL COMPUTER CORP COM 247025109 "19,306" "472,314" X "472,314"
DELTA AIR LINES INC DEL COM 247361108 "1,830" "26,338" X "26,338"
DELUXE CORP COM 248019101 436 "14,976" X "14,976"
DILLARDS INC CL A 254067101 503 "19,804" X "19,804"
DISNEY WALT CO COM 254687106 "11,876" "381,560" X "381,560"
DOLLAR GEN CORP COM 256669102 "1,116" "32,812" X "32,812"
DOMINION RES INC VA COM 257470104 "1,336" "36,175" X "36,175"
DONNELLEY R R & SONS CO COM 257867101 806 "25,037" X "25,037"
DOVER CORP COM 260003108 "1,361" "41,405" X "41,405"
DOW CHEM CO COM 260543103 "3,821" "41,005" X "41,005"
DOW JONES & CO INC COM 260561105 820 "17,386" X "17,386"
DU PONT E I DE NEMOURS & CO COM 263534109 "12,125" "208,823" X "208,823"
DUKE ENERGY CORP COM 264399106 "3,669" "67,164" X "67,164"
DUN & BRADSTREET CORP DEL COM 26483B106 "1,092" "30,650" X "30,650"
EG & G INC COM 268457108 217 "8,241" X "8,241"
E M C CORP MASS COM 268648102 "11,888" "93,057" X "93,057"
EASTMAN CHEM CO COM 277432100 617 "14,673" X "14,673"
EASTMAN KODAK CO COM 277461109 "3,838" "60,093" X "60,093"
EATON CORP COM 278058102 949 "13,266" X "13,266"
ECOLAB INC COM 278865100 852 "24,014" X "24,014"
EDISON INTL COM 281020107 "1,456" "65,425" X "65,425"
ELECTRONIC DATA SYS NEW COM 285661104 "4,453" "91,451" X "91,451"
EMERSON ELEC CO COM 291011104 "4,299" "81,201" X "81,201"
ENGELHARD CORP COM 292845104 450 "26,579" X "26,579"
ENRON CORP COM 293561106 "3,945" "61,401" X "61,401"
ENTERGY CORP NEW COM 29364G103 "1,260" "45,825" X "45,825"
EQUIFAX INC COM 294429105 940 "27,331" X "27,331"
EXXON CORP COM 302290101 "31,838" "451,207" X "451,207"
F M C CORP COM NE W 302491303 303 "6,131" X "6,131"
FPL GROUP INC COM 302571104 "1,787" "33,566" X "33,566"
FDX CORP COM 31304N107 "2,543" "27,399" X "27,399"
FEDERAL HOME LN MTG CORP COM 313400301 "7,188" "125,832" X "125,832"
FEDERAL NATL MTG ASSN COM 313586109 "13,320" "192,343" X "192,343"
FEDERATED DEPT STORES INC DEL COM 31410H101 "1,556" "38,789" X "38,789"
FIFTH THIRD BANCORP COM 316773100 "3,263" "49,491" X "49,491"
FIRST DATA CORP COM 319963104 "3,510" "82,102" X "82,102"
FIRST UN CORP COM 337358105 "9,818" "183,728" X "183,728"
FIRSTAR CORP NEW WIS COM 33763V109 "3,820" "42,676" X "42,676"
FIRSTENERGY CORP COM 337932107 "1,230" "44,010" X "44,010"
FLEET FINL GROUP INC NEW COM 338915101 "3,967" "105,428" X "105,428"
FLUOR CORP COM 343861100 380 "14,073" X "14,073"
FORD MTR CO DEL COM 345370100 "12,735" "224,405" X "224,405"
FORT JAMES CORP COM 347471104 "1,296" "40,907" X "40,907"
FORTUNE BRANDS INC COM 349631101 "1,229" "31,755" X "31,755"
FRANKLIN RES INC COM 354613101 "1,320" "46,925" X "46,925"
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 335 "30,768" X "30,768"
FRONTIER CORPORATION COM 35906P105 "1,652" "31,850" X "31,850"
GPU INC COM 36225X100 888 "23,812" X "23,812"
GTE CORP COM 362320103 "10,828" "178,973" X "178,973"
GANNETT INC COM 364730101 "3,292" "52,257" X "52,257"
GAP INC DEL COM 364760108 "7,119" "105,754" X "105,754"
GATEWAY 2000 INC COM 367833100 "1,984" "28,938" X "28,938"
GENERAL DYNAMICS CORP COM 369550108 "1,511" "23,512" X "23,512"
GENERAL ELEC CO COM 369604103 "67,279" "608,173" X "608,173"
GENERAL INSTR CORP DEL COM 370120107 941 "31,053" X "31,053"
GENERAL MLS INC COM 370334104 "2,142" "28,341" X "28,341"
GENERAL MTRS CORP COM 370442105 "10,546" "121,397" X "121,397"
GENUINE PARTS CO COM 372460105 963 "33,412" X "33,412"
GEORGIA PAC CORP COM GA PAC GRP 373298108 "1,209" "16,283" X "16,283"
GILLETTE CO COM 375766102 "12,227" "205,714" X "205,714"
GOLDEN WEST FINL CORP DEL COM 381317106 "1,008" "10,558" X "10,558"
GOODRICH B F CO COM 382388106 476 "13,868" X "13,868"
GOODYEAR TIRE & RUBR CO COM 382550101 "1,437" "28,844" X "28,844"
GRACE W R & CO DEL NEW COM 38388F108 165 "13,578" X "13,578"
GRAINGER W W INC COM 384802104 757 "17,587" X "17,587"
GREAT ATLANTIC & PAC TEA INC COM 390064103 214 "7,132" X "7,132"
GREAT LAKES CHEM CORP COM 390568103 403 "10,954" X "10,954"
GUIDANT CORP COM 401698105 "3,381" "55,878" X "55,878"
HCR MANOR CARE INC COM 404134108 470 "20,600" X "20,600"
HALLIBURTON CO COM 406216101 "3,138" "81,502" X "81,502"
HARCOURT GEN INC COM 41163G101 583 "13,166" X "13,166"
HARRAHS ENTMT INC COM 413619107 446 "23,389" X "23,389"
HARRIS CORP DEL COM 413875105 420 "14,675" X "14,675"
HARTFORD FINL SVCS GROUP INC COM 416515104 "2,461" "43,314" X "43,314"
HASBRO INC COM 418056107 "1,053" "36,399" X "36,399"
HEALTHSOUTH CORP COM 421924101 814 "78,476" X "78,476"
HEINZ H J CO COM 423074103 "3,183" "67,188" X "67,188"
HELMERICH & PAYNE INC COM 423452101 212 "9,355" X "9,355"
HERCULES INC COM 427056106 472 "18,705" X "18,705"
HERSHEY FOODS CORP COM 427866108 "1,486" "26,529" X "26,529"
HEWLETT PACKARD CO COM 428236103 "12,772" "188,342" X "188,342"
HILTON HOTELS CORP COM 432848109 681 "48,428" X "48,428"
HOME DEPOT INC COM 437076102 "17,033" "273,622" X "273,622"
HOMESTAKE MNG CO COM 437614100 383 "44,399" X "44,399"
HONEYWELL INC COM 438506107 "1,768" "23,317" X "23,317"
HOUSEHOLD INTL INC COM 441815107 "4,087" "89,588" X "89,588"
HUMANA INC COM 444859102 536 "31,045" X "31,045"
HUNTINGTON BANCSHARES INC COM 446150104 "1,213" "39,206" X "39,206"
IMS HEALTH INC COM 449934108 "1,961" "59,196" X "59,196"
ITT INDS INC IND COM 450911102 683 "19,299" X "19,299"
IKON OFFICE SOLUTIONS INC COM 451713101 350 "27,324" X "27,324"
ILLINOIS TOOL WKS INC COM 452308109 "2,872" "46,424" X "46,424"
INCO LTD COM 453258402 409 "30,744" X "30,744"
INGERSOLL RAND CO COM 456866102 "1,514" "30,507" X "30,507"
INTEL CORP COM 458140100 "36,835" "309,214" X "309,214"
INTERNATIONAL BUSINESS MACHS COM 459200101 "30,371" "171,347" X "171,347"
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 740 "19,695" X "19,695"
INTL PAPER CO COM 460146103 "2,404" "56,979" X "56,979"
INTERPUBLIC GROUP COS INC COM 460690100 "2,011" "25,823" X "25,823"
JEFFERSON PILOT CORP COM 475070108 "1,330" "19,624" X "19,624"
JOHNSON & JOHNSON COM 478160104 "23,386" "249,622" X "249,622"
JOHNSON CTLS INC COM 478366107 984 "15,781" X "15,781"
KLA-TENCORP CORP COM 482480100 786 "16,178" X "16,178"
K MART CORP COM 482584109 "1,537" "91,435" X "91,435"
KELLOGG CO COM 487836108 "2,545" "75,265" X "75,265"
KERR MCGEE CORP COM 492386107 525 "16,006" X "16,006"
KEYCORP NEW COM 493267108 "2,561" "84,499" X "84,499"
KIMBERLY CLARK CORP COM 494368103 "4,814" "100,430" X "100,430"
KING WORLD PRODTNS INC COM 495667107 405 "13,267" X "13,267"
KNIGHT RIDDER INC COM 499040103 729 "14,575" X "14,575"
KOHLS CORP COM 500255104 "2,080" "29,342" X "29,342"
KROGER CO COM 501044101 "2,846" "47,536" X "47,536"
LSI LOGIC CORP COM 502161102 818 "26,224" X "26,224"
LAIDLAW INC COM 50730K503 356 "61,186" X "61,186"
LEHMAN BROS HLDGS INC COM 524908100 "1,261" "21,104" X "21,104"
LILLY ELI & CO COM 532457108 "17,314" "203,999" X "203,999"
LIMITED INC COM 532716107 "1,663" "41,979" X "41,979"
LINCOLN NATL CORP IND COM 534187109 "1,848" "18,692" X "18,692"
LIZ CLAIBORNE INC COM 539320101 390 "11,965" X "11,965"
LOCKHEED MARTIN CORP COM 539830109 "2,742" "72,769" X "72,769"
LOEWS CORP COM 540424108 "1,575" "21,108" X "21,108"
LONGS DRUG STORES CORP COM 543162101 220 "7,240" X "7,240"
LOUISIANA PAC CORP COM 546347105 374 "20,106" X "20,106"
LOWES COS INC COM 548661107 "3,958" "65,418" X "65,418"
LUCENT TECHNOLOGIES INC COM 549463107 "26,439" "245,373" X "245,373"
MBIA INC COM 55262C100 "1,072" "18,489" X "18,489"
MBNA CORP COM 55262L100 "3,551" "148,744" X "148,744"
MCI WORLDCOM INC COM 55268B106 "30,139" "340,308" X "340,308"
MGIC INVT CORP WIS COM 552848103 715 "20,402" X "20,402"
MALLINCKRODT INC NEW COM 561232109 353 "13,265" X "13,265"
MARSH & MCLENNAN COS INC COM 571748102 "3,545" "47,779" X "47,779"
MARRIOTT INTL INC NEW CL A 571903202 "1,514" "45,024" X "45,024"
MASCO CORP COM 574599106 "1,777" "62,914" X "62,914"
MATTEL INC COM 577081102 "1,327" "53,352" X "53,352"
MAY DEPT STORES CO COM 577778103 "2,542" "64,967" X "64,967"
MAYTAG CORP COM 578592107 "1,007" "16,685" X "16,685"
MCDERMOTT INTL INC COM 580037109 280 "11,057" X "11,057"
MCDONALDS CORP COM 580135101 "11,376" "251,058" X "251,058"
MCGRAW HILL COS INC COM 580645109 "1,982" "36,376" X "36,376"
MCKESSON HBOC INC COM 58155Q103 "3,398" "51,487" X "51,487"
MEAD CORP COM 582834107 587 "19,097" X "19,097"
MEDIAONE GROUP INC COM 58440J104 "7,153" "112,652" X "112,652"
MEDTRONIC INC COM 585055106 "7,773" "108,337" X "108,337"
MELLON BK CORP COM 585509102 "3,409" "48,436" X "48,436"
MERCANTILE BANCORPORATION INC COM 587342106 "1,389" "29,234" X "29,234"
MERCK & CO INC COM 589331107 "35,448" "442,066" X "442,066"
MEREDITH CORP COM 589433101 306 "9,745" X "9,745"
MERRILL LYNCH & CO INC COM 590188108 "5,821" "65,819" X "65,819"
MEYER FRED INC DEL NEW COM 592907109 "1,686" "28,643" X "28,643"
MICROSOFT CORP COM 594918104 "83,955" "936,732" X "936,732"
MICRON TECHNOLOGY INC COM 595112103 "2,215" "45,897" X "45,897"
MINNESOTA MNG & MFG CO COM 604059105 "5,283" "74,666" X "74,666"
MIRAGE RESORTS INC COM 6.05E+108 710 "33,402" X "33,402"
MOBIL CORP COM 607059102 "12,735" "144,716" X "144,716"
MONSANTO CO COM 611662107 "5,337" "116,170" X "116,170"
MOORE LTD COM 615785102 163 "16,480" X "16,480"
MORGAN J P & CO INC COM 616880100 "4,005" "32,460" X "32,460"
MORGAN STANLEY DEAN WITTER&CO COM NE W 617446448 "10,706" "107,132" X "107,132"
MORTON INTL INC IND NEW COM 619335102 827 "22,517" X "22,517"
MOTOROLA INC COM 620076109 "8,156" "111,347" X "111,347"
NALCO CHEM CO COM 629853102 323 "12,169" X "12,169"
NATIONAL CITY CORP COM 635405103 "4,029" "60,697" X "60,697"
NATIONAL SEMICONDUCTOR CORP COM 637640103 287 "30,852" X "30,852"
NATIONAL SVC INDS INC COM 637657107 264 "7,743" X "7,743"
NAVISTAR INTL CORP NEW COM 6.39E+112 501 "12,462" X "12,462"
NEW CENTURY ENERGIES INC COM 64352U103 722 "21,200" X "21,200"
NEW YORK TIMES CO CL A 650111107 965 "33,871" X "33,871"
NEWMONT MINING CORP COM 651639106 543 "31,055" X "31,055"
NEXTEL COMMUNICATIONS INC CL A 65332V103 "1,954" "53,352" X "53,352"
NICOR INC COM 654086107 318 "8,843" X "8,843"
NIKE INC CL B 654106103 "3,032" "52,561" X "52,561"
NORDSTROM INC COM 655664100 "1,077" "26,340" X "26,340"
NORFOLK SOUTHERN CORP COM 655844108 "1,855" "70,339" X "70,339"
NORTHN STS PWR CO MINN COM 665772109 655 "28,232" X "28,232"
NORTHERN TELECOM LTD COM 665815106 "7,652" "123,168" X "123,168"
NORTHERN TR CORP COM 665859104 "1,830" "20,600" X "20,600"
NORTHROP GRUMMAN CORP COM 666807102 764 "12,762" X "12,762"
NOVELL INC COM 670006105 "1,580" "62,711" X "62,711"
NUCOR CORP COM 670346105 713 "16,179" X "16,179"
OCCIDENTAL PETE CORP DEL COM 674599105 "1,154" "64,125" X "64,125"
OMNICOM GROUP INC COM 681919106 "2,506" "31,353" X "31,353"
ORACLE CORP COM 68389X105 "7,047" "267,194" X "267,194"
OWENS CORNING COM 69073F103 320 "10,047" X "10,047"
OWENS ILL INC COM NE W 690768403 721 "28,844" X "28,844"
PECO ENERGY CO COM 693304107 "1,920" "41,505" X "41,505"
PG&E CORP COM 69331C108 "2,204" "70,946" X "70,946"
PNC BK CORP COM 693475105 "3,104" "55,871" X "55,871"
P P & L RES INC COM 693499105 694 "28,045" X "28,045"
PPG INDS INC COM 693506107 "1,674" "32,658" X "32,658"
PACCAR INC COM 693718108 600 "14,568" X "14,568"
PACIFICORP COM 695114108 952 "55,163" X "55,163"
PALL CORP COM 696429307 379 "22,910" X "22,910"
PARAMETRIC TECHNOLOGY CORP COM 699173100 978 "49,537" X "49,537"
PARKER HANNIFIN CORP COM 701094104 691 "20,173" X "20,173"
PAYCHEX INC COM 704326107 "1,435" "30,247" X "30,247"
PENNEY J C INC COM 708160106 "1,977" "48,827" X "48,827"
PEOPLES ENERGY CORP COM 711030106 211 "6,531" X "6,531"
PEOPLESOFT INC COM 712713106 632 "43,206" X "43,206"
PEPSICO INC COM 713448108 "10,668" "272,233" X "272,233"
PERKIN ELMER CORP COM 714041100 897 "9,243" X "9,243"
PHARMACIA & UPJOHN INC COM 716941109 "5,879" "94,246" X "94,246"
PFIZER INC COM 717081103 "33,408" "240,781" X "240,781"
PHELPS DODGE CORP COM 717265102 530 "10,756" X "10,756"
PHILIP MORRIS COS INC COM 718154107 "15,902" "451,916" X "451,916"
PHILLIPS PETE CO COM 718507106 "2,232" "47,240" X "47,240"
PIONEER HI BRED INTL INC COM 723686101 "1,675" "44,517" X "44,517"
PITNEY BOWES INC COM 724479100 "3,229" "50,649" X "50,649"
PLACER DOME INC COM 725906101 519 "46,418" X "46,418"
PRAXAIR INC COM 74005P104 "1,055" "29,248" X "29,248"
PROCTER & GAMBLE CO COM 742718109 "24,132" "246,405" X "246,405"
PROGRESSIVE CORP OHIO COM 743315103 "1,933" "13,467" X "13,467"
PROVIDENT COS INC COM 743862104 868 "25,120" X "25,120"
PROVIDIAN FINL CORP COM 74406A102 "2,885" "26,231" X "26,231"
PUBLIC SVC ENTERPRISE GROUP COM 744573106 "1,585" "41,517" X "41,517"
QUAKER OATS CO COM 747402105 "1,584" "25,324" X "25,324"
RJR NABISCO HOLDINGS CORP COM NE W 74960K876 "1,505" "60,198" X "60,198"
RALSTON PURINA CO COM RA L-PUR GP 751277302 "1,625" "60,888" X "60,888"
RAYCHEM CORP DEL COM 754603108 324 "14,382" X "14,382"
RAYTHEON CO CL B 755111408 "3,664" "62,505" X "62,505"
REEBOK INTL LTD COM 758110100 168 "10,552" X "10,552"
REGIONS FINL CORP COM 758940100 "1,423" "41,091" X "41,091"
RELIANT ENERGY INC COM 75952J108 "1,376" "52,802" X "52,802"
REPUBLIC N Y CORP COM 760719104 918 "19,898" X "19,898"
REYNOLDS METALS CO COM 761763101 578 "11,962" X "11,962"
RITE AID CORP COM 767754104 "1,198" "47,931" X "47,931"
ROCKWELL INTL CORP NEW COM 773903109 "1,497" "35,278" X "35,278"
ROHM & HAAS CO COM 775371107 "1,042" "31,057" X "31,057"
ROWAN COS INC COM 779382100 198 "15,582" X "15,582"
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 "20,693" "397,944" X "397,944"
RYDER SYS INC COM 783549108 367 "13,267" X "13,267"
SBC COMMUNICATIONS INC COM 78387G103 "17,111" "363,088" X "363,088"
SLM HLDG CORP COM 78442A109 "1,284" "30,751" X "30,751"
SAFECO CORP COM 786429100 "1,024" "25,325" X "25,325"
SAFEWAY INC COM NE W 786514208 "4,625" "90,143" X "90,143"
ST JUDE MED INC COM 790849103 378 "15,527" X "15,527"
ST PAUL COS INC COM 792860108 "1,357" "43,701" X "43,701"
SARA LEE CORP COM 803111103 "4,194" "169,435" X "169,435"
SCHERING PLOUGH CORP COM 806605101 "15,086" "272,735" X "272,735"
SCHLUMBERGER LTD COM 806857108 "6,096" "101,290" X "101,290"
SCHWAB CHARLES CORP NEW COM 808513105 "7,147" "74,352" X "74,352"
SCIENTIFIC ATLANTA INC COM 808655104 381 "13,968" X "13,968"
SEAGATE TECHNOLOGY COM 811804103 "1,340" "45,324" X "45,324"
SEAGRAM LTD COM 811850106 "3,698" "73,958" X "73,958"
SEALED AIR CORP NEW COM 81211K100 762 "15,491" X "15,491"
SEARS ROEBUCK & CO COM 812387108 "3,211" "71,052" X "71,052"
SEMPRA ENERGY COM 816851109 855 "44,557" X "44,557"
SERVICE CORP INTL COM 817565104 723 "50,729" X "50,729"
SHARED MED SYS CORP COM 819486101 274 "4,923" X "4,923"
SHERWIN WILLIAMS CO COM 824348106 899 "31,953" X "31,953"
SIGMA ALDRICH CORP COM 826552101 547 "18,688" X "18,688"
SILICON GRAPHICS INC COM 827056102 580 "34,765" X "34,765"
SNAP ON INC COM 833034101 316 "10,903" X "10,903"
SOLECTRON CORP COM 834182107 "2,269" "46,714" X "46,714"
SONAT INC COM 835415100 615 "20,496" X "20,496"
SOUTHERN CO COM 842587107 "3,015" "129,336" X "129,336"
SOUTHTRUST CORP COM 844730101 "1,142" "30,600" X "30,600"
SOUTHWEST AIRLS CO COM 844741108 "1,889" "62,452" X "62,452"
SPRINT CORP COM FO N GROUP 852061100 "8,134" "82,894" X "82,894"
SPRINT CORP PCS CO M SER 1 852061506 "3,615" "81,582" X "81,582"
STANLEY WKS COM 854616109 422 "16,484" X "16,484"
STAPLES INC COM 855030102 "2,813" "85,567" X "85,567"
STATE STR CORP COM 857477103 "2,453" "29,844" X "29,844"
SUMMIT BANCORP COM 866005101 "1,254" "32,156" X "32,156"
SUN MICROSYSTEMS INC COM 866810104 "8,914" "71,348" X "71,348"
SUNOCO INC COM 86764P109 627 "17,390" X "17,390"
SUNTRUST BKS INC COM 867914103 "3,697" "59,392" X "59,392"
SUPERVALU INC COM 868536103 460 "22,322" X "22,322"
SYNOVUS FINL CORP COM 87161C105 "1,012" "49,533" X "49,533"
SYSCO CORP COM 871829107 "1,626" "61,809" X "61,809"
TJX COS INC NEW COM 872540109 "2,040" "59,995" X "59,995"
TRW INC COM 872649108 "1,011" "22,211" X "22,211"
TANDY CORP COM 875382103 "1,167" "18,293" X "18,293"
TEKTRONIX INC COM 879131100 222 "8,794" X "8,794"
TELLABS INC COM 879664100 "3,527" "36,078" X "36,078"
TEMPLE INLAND INC COM 879868107 650 "10,353" X "10,353"
TENET HEALTHCARE CORP COM 88033G100 "1,088" "57,476" X "57,476"
TENNECO INC NEW COM 8.80E+105 882 "31,559" X "31,559"
TEXACO INC COM 881694103 "5,629" "99,189" X "99,189"
TEXAS INSTRS INC COM 882508104 "7,171" "72,256" X "72,256"
TEXAS UTILS CO COM 882848104 "2,181" "52,321" X "52,321"
TEXTRON INC COM 883203101 "2,271" "29,346" X "29,346"
THERMO ELECTRON CORP COM 883556102 399 "29,443" X "29,443"
THOMAS & BETTS CORP COM 884315102 396 "10,552" X "10,552"
3COM CORP COM 885535104 "1,551" "66,532" X "66,532"
TIME WARNER INC COM 887315109 "16,175" "227,614" X "227,614"
TIMES MIRROR CO NEW COM SE R A 887364107 804 "14,875" X "14,875"
TIMKEN CO COM 887389104 186 "11,467" X "11,467"
TORCHMARK CORP COM 891027104 823 "26,027" X "26,027"
TOYS R US INC COM 892335100 878 "46,648" X "46,648"
TRANSAMERICA CORP COM 893485102 "1,648" "23,216" X "23,216"
TRICON GLOBAL RESTAURANTS COM 895953107 "1,982" "28,215" X "28,215"
TRIBUNE CO NEW COM 896047107 "1,440" "22,012" X "22,012"
TUPPERWARE CORP COM 899896104 192 "10,654" X "10,654"
TYCO INTL LTD NEW COM 902124106 "8,680" "120,971" X "120,971"
USX MARATHON GROUP COM NE W 902905827 "1,570" "57,073" X "57,073"
UST INC COM 902911106 903 "34,564" X "34,564"
US BANCORP DEL COM 902973106 "4,606" "135,220" X "135,220"
UNUM CORP COM 903192102 "1,219" "25,623" X "25,623"
USX-U S STL COM 90337T101 387 "16,488" X "16,488"
UNILEVER N V NEW YO RK SHS 904784501 "7,891" "118,779" X "118,779"
UNICOM CORP COM 904911104 "1,473" "40,296" X "40,296"
UNION CAMP CORP COM 905530101 857 "12,765" X "12,765"
UNION CARBIDE CORP COM 905581104 "1,113" "24,622" X "24,622"
UNION PAC CORP COM 907818108 "2,454" "45,929" X "45,929"
UNION PAC RES GROUP INC COM 907834105 553 "46,573" X "46,573"
UNION PLANTERS CORP COM 908068109 "1,121" "25,514" X "25,514"
UNISYS CORP COM 909214108 "1,341" "48,433" X "48,433"
UNITED HEALTHCARE CORP COM 910581107 "1,819" "34,574" X "34,574"
US AIRWAYS GROUP INC COM 911905107 790 "16,182" X "16,182"
U S WEST INC NEW COM 91273H101 "5,137" "93,292" X "93,292"
UNITED TECHNOLOGIES CORP COM 913017109 "5,676" "41,906" X "41,906"
UNOCAL CORP COM 915289102 "1,646" "44,721" X "44,721"
V F CORP COM 918204108 "1,048" "22,214" X "22,214"
VIACOM INC CL B 925524308 "5,416" "64,519" X "64,519"
WACHOVIA CORP COM 929771103 "3,051" "37,585" X "37,585"
WAL MART STORES INC COM 931142103 "38,040" "412,640" X "412,640"
WALGREEN CO COM 931422109 "5,235" "185,296" X "185,296"
WARNER LAMBERT CO COM 934488107 "10,083" "152,347" X "152,347"
WASHINGTON MUT INC COM 939322103 "4,500" "110,095" X "110,095"
WASTE MGMT INC DEL COM 94106L109 "4,929" "111,079" X "111,079"
WELLS FARGO & CO NEW COM 949746101 "10,698" "305,101" X "305,101"
WENDYS INTL INC COM 950590109 657 "23,118" X "23,118"
WESTVACO CORP COM 961548104 394 "18,740" X "18,740"
WEYERHAEUSER CO COM 962166104 "2,047" "36,884" X "36,884"
WHIRLPOOL CORP COM 963320106 765 "14,069" X "14,069"
WILLAMETTE INDS INC COM 969133107 778 "20,597" X "20,597"
WILLIAMS COS INC DEL COM 969457100 "3,135" "79,379" X "79,379"
WINN DIXIE STORES INC COM 974280109 "1,029" "27,531" X "27,531"
WORTHINGTON INDS INC COM 981811102 202 "17,199" X "17,199"
WRIGLEY WM JR CO COM 982526105 "1,945" "21,503" X "21,503"
XEROX CORP COM 984121103 "6,490" "121,598" X "121,598"
GRAND TOTAL "1," "945,386"
</TABLE>
