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AFLAC INC COM 1055102 565 "11,800" X "11,800"
AES CORP COM 00130H105 494 "8,500" X "8,500"
AMB PROPERTY CORP COM 00163T109 418 "17,800" X "17,800"
AMR CORP COM 1765106 607 "8,900" X "8,900"
AT&T CORP COM 1957109 "9,517" "169,040" X "169,040"
AT&T CORP COM LIB GRP A 1957208 204 "5,562" X "5,562"
ABBOTT LABS COM 2824100 "3,410" "74,100" X "74,100"
ADOBE SYS INC COM 00724F101 550 "6,700" X "6,700"
AETNA INC COM 8117103 532 "5,949" X "5,949"
AIR PRODS & CHEMS I NC COM 9158106 411 "10,200" X "10,200"
ALBERTSONS INC COM 13104104 "1,001" "19,423" X "19,423"
ALCAN ALUMINIUM L TD NEW COM 13716105 315 "9,850" X "9,850"
ALCOA INC COM 13817101 "1,009" "16,300" X "16,300"
ALLERGAN INC COM 18490102 "1,188" "10,700" X "10,700"
ALLIEDSIGNAL INC COM 19512102 "1,298" "20,600" X "20,600"
ALLSTATE CORP COM 20002101 "1,900" "52,958" X "52,958"
ALLTEL CORP COM 20039103 "1,216" "17,000" X "17,000"
ALTERA CORP COM 21441100 405 "11,000" X "11,000"
ALZA CORP DEL COM 22615108 214 "4,200" X "4,200"
AMERADA HESS CORP COM 23551104 214 "3,600" X "3,600"
AMEREN CORP COM 23608102 618 "16,100" X "16,100"
AMERICA ONLINE IN C DEL COM 02364J104 "5,873" "53,150" X "53,150"
AMERICAN ELEC PWR I NC COM 25537101 342 "9,100" X "9,100"
AMERICAN EXPRESS CO COM 25816109 "3,134" "23,800" X "23,800"
AMERICAN GENERAL CO RP COM 26351106 "1,298" "17,215" X "17,215"
AMERICAN HOME PRO DS CORP COM 26609107 "3,266" "56,100" X "56,100"
AMERICAN INTL GRO UP INC COM 26874107 "8,034" "68,156" X "68,156"
AMERITECH CORP NE W COM 30954101 "5,204" "70,800" X "70,800"
AMGEN INC COM 31162100 "2,405" "39,500" X "39,500"
ANADARKO PETE COR P COM 32511107 298 "8,100" X "8,100"
ANHEUSER BUSCH CO S INC COM 35229103 "1,206" "17,000" X "17,000"
AON CORP COM 37389103 443 "10,750" X "10,750"
APACHE CORP COM 37411105 "1,240" "31,800" X "31,800"
APPLE COMPUTER IN C COM 37833100 445 "9,600" X "9,600"
APPLIED MATLS INC COM 38222105 "2,194" "29,700" X "29,700"
ARCHER DANIELS MI DL AND CO COM 39483102 388 "25,139" X "25,139"
ASSOCIATES FIRST CA P CORP CL A 46008108 "1,451" "32,756" X "32,756"
ATLANTIC RICHFIEL D CO COM 48825103 "1,589" "18,600" X "18,600"
AUTOMATIC DATA PR OC ESSING INC COM 53015103 "1,365" "29,900" X "29,900"
AVERY DENNISON CO RP COM 53611109 314 "5,200" X "5,200"
AVON PRODS INC COM 54303102 694 "12,500" X "12,500"
BB&T CORP COM 54937107 543 "14,800" X "14,800"
BMC SOFTWARE INC COM 55921100 837 "15,500" X "15,500"
BAKER HUGHES INC COM 57224107 515 "15,380" X "15,380"
BALL CORP COM 58498106 418 "9,900" X "9,900"
BANK OF AMERICA C OR PORATION COM 60505104 "7,469" "100,886" X "100,886"
BANK NEW YORK INC COM 64057102 "1,247" "34,000" X "34,000"
BANK ONE CORP COM 06423A103 "4,321" "71,505" X "71,505"
BANKBOSTON CORP COM 06605R106 690 "13,500" X "13,500"
BARRICK GOLD CORP COM 67901108 384 "19,800" X "19,800"
BATTLE MTN GOLD C O COM 71593107 25 "10,400" X "10,400"
BAUSCH & LOMB INC COM 71707103 207 "2,700" X "2,700"
BAXTER INTL INC COM 71813109 770 "12,700" X "12,700"
BEAR STEARNS COS IN C COM 73902108 880 "18,825" X "18,825"
BECTON DICKINSON & CO COM 75887109 432 "14,400" X "14,400"
BELL ATLANTIC COR P COM 77853109 "4,557" "68,858" X "68,858"
BELLSOUTH CORP COM 79860102 "5,456" "114,700" X "114,700"
BERKSHIRE HATHAWA Y INC DEL CL B 84670207 409 168 X 168
BEST BUY INC COM 86516101 641 "9,500" X "9,500"
BESTFOODS COM 08658U101 795 "15,500" X "15,500"
BEVERLY ENTERPRIS ES INC COM NEW 87851309 176 "21,800" X "21,800"
BIOMET INC COM 90613100 215 "5,400" X "5,400"
BLACK & DECKER CO RP COM 91797100 234 "3,700" X "3,700"
BOEING CO COM 97023105 "1,593" "35,486" X "35,486"
BOSTON SCIENTIFIC C ORP COM 101137107 "1,476" "33,600" X "33,600"
BRISTOL MYERS SQU IB B CO COM 110122108 "8,508" "119,100" X "119,100"
BROWNING FERRIS I ND S COM 115885105 241 "5,600" X "5,600"
BURLINGTON NORTHN S ANTA FE CP COM 12189T104 "1,193" "38,475" X "38,475"
BURLINGTON RES IN C COM 122014103 356 "8,239" X "8,239"
CBS CORP COM 12490K107 "1,412" "32,500" X "32,500"
CIGNA CORP COM 125509109 890 "10,000" X "10,000"
CIT GROUP INC CL A 125577106 996 "34,500" X "34,500"
CMS ENERGY CORP COM 125896100 205 "4,900" X "4,900"
CNF TRANSN INC COM 12612W104 522 "13,600" X "13,600"
CSX CORP COM 126408103 427 "9,416" X "9,416"
CVS CORP COM 126650100 908 "17,900" X "17,900"
CAMPBELL SOUP CO COM 134429109 872 "18,800" X "18,800"
CAPITAL ONE FINL CO RP COM 14040H105 551 "9,900" X "9,900"
CARDINAL HEALTH I NC COM 14149Y108 "1,055" "16,456" X "16,456"
CARNIVAL CORP COM 143658102 "1,596" "32,900" X "32,900"
CAROLINA PWR & LT C O COM 144141108 291 "6,800" X "6,800"
CATERPILLAR INC D EL COM 149123101 "1,098" "18,300" X "18,300"
CENDANT CORP COM 151313103 706 "34,442" X "34,442"
CENTEX CORP COM 152312104 943 "25,100" X "25,100"
CENTRAL & SOUTH W ES T CORP COM 152357109 222 "9,500" X "9,500"
CENTURYTEL INC COM 156700106 238 "6,000" X "6,000"
CHAMPION INTL COR P COM 158525105 201 "4,200" X "4,200"
CHANCELLOR MEDIA CO RP COM 158915108 261 "4,726" X "4,726"
CHASE MANHATTAN C OR P NEW COM 16161A108 "4,327" "49,950" X "49,950"
CHEVRON CORPORATI ON COM 166751107 "2,750" "28,400" X "28,400"
CHILE FD INC COM 168834109 901 "80,400" X "80,400"
CHIRON CORP COM 170040109 264 "12,700" X "12,700"
CHUBB CORP COM 171232101 549 "7,900" X "7,900"
CINCINNATI FINL C OR P COM 172062101 285 "7,600" X "7,600"
CINERGY CORP COM 172474108 255 "7,962" X "7,962"
CIRCUIT CITY STOR E INC CIRCT CITY GRP 172737108 335 "3,600" X "3,600"
CISCO SYS INC COM 17275R102 "11,943" "183,800" X "183,800"
CITIGROUP INC COM 172967101 "9,039" "188,195" X "188,195"
CITRIX SYS INC COM 177376100 605 "10,700" X "10,700"
CLEAR CHANNEL COM MU NICATIONS COM 184502102 972 "14,100" X "14,100"
CLOROX CO DEL COM 189054109 972 "9,100" X "9,100"
COASTAL CORP COM 190441105 372 "9,300" X "9,300"
COCA COLA CO COM 191216100 "8,744" "138,500" X "138,500"
COCA COLA ENTERPR IS ES INC COM 191219104 649 "21,800" X "21,800"
COLGATE PALMOLIVE C O COM 194162103 "1,225" "12,400" X "12,400"
COLUMBIA ENERGY G RO UP COM 197648108 298 "4,750" X "4,750"
COLUMBIA/HCA HEAL TH CARE CORP COM 197677107 568 "24,888" X "24,888"
COMCAST CORP CL A SPL 200300200 "1,574" "40,950" X "40,950"
COMERICA INC COM 200340107 458 "7,700" X "7,700"
COMPANIA DE TELEC OM UNICS CHILE SPNSRD ADR NEW 204449300 466 "19,400" X "19,400"
COMPAQ COMPUTER C OR P COM 204493100 "1,875" "79,162" X "79,162"
COMPUTER ASSOC IN TL INC COM 204912109 "1,645" "29,905" X "29,905"
COMPUTER SCIENCES C ORP COM 205363104 394 "5,700" X "5,700"
COMPUWARE CORP COM 205638109 811 "25,500" X "25,500"
CONAGRA INC COM 205887102 551 "20,700" X "20,700"
CONSECO INC COM 208464107 455 "14,965" X "14,965"
CONSOLIDATED EDIS ON INC COM 209115104 443 "9,800" X "9,800"
CONSOLIDATED NAT GA S CO COM 209615103 286 "4,700" X "4,700"
COOPER INDS INC COM 216669101 229 "4,400" X "4,400"
CORNING INC COM 219350105 722 "10,300" X "10,300"
COSTCO COMPANIES IN C COM 22160Q102 769 "9,600" X "9,600"
COUNTRYWIDE CR IN DS INC DEL COM 222372104 201 "4,700" X "4,700"
DQE INC COM 23329J104 258 "6,434" X "6,434"
DTE ENERGY CO COM 233331107 716 "17,900" X "17,900"
DANA CORP COM 235811106 360 "7,816" X "7,816"
DANAHER CORP DEL COM 235851102 291 "5,000" X "5,000"
DAYTON HUDSON COR P COM 239753106 "1,512" "22,000" X "22,000"
DEERE & CO COM 244199105 424 "10,700" X "10,700"
DELL COMPUTER COR P COM 247025109 "4,288" "115,900" X "115,900"
DELPHI AUTOMOTIVE S YS CORP COM 247126105 622 "33,155" X "33,155"
DELTA AIR LINES I NC DEL COM 247361108 482 "7,800" X "7,800"
DIAL CORP NEW COM 25247D101 216 "5,800" X "5,800"
DISNEY WALT CO COM 254687106 "2,906" "92,400" X "92,400"
DOLLAR GEN CORP COM 256669102 295 "10,187" X "10,187"
DOMINION RES INC VA COM 257470104 401 "9,250" X "9,250"
DONNELLEY R R & S ON S CO COM 257867101 222 "6,000" X "6,000"
DOVER CORP COM 260003108 326 "9,300" X "9,300"
DOW CHEM CO COM 260543103 "1,653" "12,750" X "12,750"
DOW JONES & CO IN C COM 260561105 212 "4,000" X "4,000"
DU PONT E I DE NE MO URS & CO COM 263534109 "3,384" "48,700" X "48,700"
DUKE ENERGY CORP COM 264399106 854 "15,697" X "15,697"
DUN & BRADSTREET CO RP DEL COM 26483B106 245 "6,900" X "6,900"
E M C CORP MASS COM 268648102 "3,377" "61,400" X "61,400"
EASTMAN KODAK CO COM 277461109 "1,415" "20,600" X "20,600"
EATON CORP COM 278058102 285 "3,100" X "3,100"
ECOLAB INC COM 278865100 899 "20,600" X "20,600"
EDISON INTL COM 281020107 772 "28,863" X "28,863"
ELECTRONIC DATA S YS NEW COM 285661104 "1,176" "20,800" X "20,800"
EMERSON ELEC CO COM 291011104 "1,220" "19,400" X "19,400"
EMPRESA NACIONAL DE ELCTRCIDAD SPONSORED ADR 29244T101 256 "21,800" X "21,800"
ENERSIS S A SPONSORED ADR 29274F104 248 "11,200" X "11,200"
ENRON CORP COM 293561106 "2,199" "26,900" X "26,900"
ENTERGY CORP NEW COM 29364G103 356 "11,400" X "11,400"
EQUIFAX INC COM 294429105 225 "6,300" X "6,300"
EQUITABLE COS INC COM 29444G107 389 "5,800" X "5,800"
EXXON CORP COM 302290101 "8,543" "109,500" X "109,500"
FPL GROUP INC COM 302571104 426 "7,800" X "7,800"
FDX CORP COM 31304N107 704 "12,980" X "12,980"
FEDERAL HOME LN M TG CORP COM 313400301 "2,210" "38,100" X "38,100"
FEDERAL NATL MTG AS SN COM 313586109 "4,536" "65,500" X "65,500"
FEDERATED DEPT ST OR ES INC DEL COM 31410H101 "1,051" "19,850" X "19,850"
FIFTH THIRD BANCO RP COM 316773100 870 "13,075" X "13,075"
FIRST DATA CORP COM 319963104 984 "20,100" X "20,100"
FIRST UN CORP COM 337358105 "3,448" "72,946" X "72,946"
FIRSTAR CORP NEW WI S COM 33763V109 725 "25,900" X "25,900"
FIRSTENERGY CORP COM 337932107 357 "11,500" X "11,500"
FLEET FINL GROUP IN C NEW COM 338915101 "1,464" "32,992" X "32,992"
FLEETWOOD ENTERPR IS ES INC COM 339099103 381 "14,400" X "14,400"
FLUOR CORP COM 343861100 401 "9,900" X "9,900"
FORD MTR CO DEL COM 345370100 "4,312" "76,400" X "76,400"
FORT JAMES CORP COM 347471104 364 "9,600" X "9,600"
FORTUNE BRANDS IN C COM 349631101 244 "5,900" X "5,900"
FRANKLIN RES INC COM 354613101 585 "14,400" X "14,400"
FRONTIER CORPORAT IO N COM 35906P105 425 "7,200" X "7,200"
GPU INC COM 36225X100 259 "6,131" X "6,131"
GTE CORP COM 362320103 "2,621" "34,600" X "34,600"
GANNETT INC COM 364730101 864 "12,100" X "12,100"
GAP INC DEL COM 364760108 "2,569" "51,000" X "51,000"
GATEWAY INC COM 367626108 448 "7,600" X "7,600"
GENERAL DYNAMICS CO RP COM 369550108 308 "4,500" X "4,500"
GENERAL ELEC CO COM 369604103 "17,172" "150,000" X "150,000"
GENERAL INSTR COR P DEL COM 370120107 323 "7,600" X "7,600"
GENERAL MLS INC COM 370334104 764 "9,500" X "9,500"
GENERAL MTRS CORP COM 370442105 "2,791" "41,800" X "41,800"
GENUINE PARTS CO COM 372460105 944 "26,975" X "26,975"
GEORGIA PAC CORP COM GA PAC GRP 373298108 351 "7,400" X "7,400"
GILLETTE CO COM 375766102 "2,038" "48,876" X "48,876"
GOLDEN WEST FINL CO RP DEL COM 381317106 470 "4,800" X "4,800"
GOODYEAR TIRE & R UB R CO COM 382550101 394 "6,700" X "6,700"
GRACE W R & CO DE L NEW COM 38388F108 739 "40,200" X "40,200"
GRAINGER W W INC COM 384802104 253 "4,700" X "4,700"
GUIDANT CORP COM 401698105 "1,415" "27,500" X "27,500"
GULFSTREAM AEROSP AC E CORP COM 402734107 270 "4,000" X "4,000"
HALLIBURTON CO COM 406216101 833 "18,400" X "18,400"
HARTFORD FINL SVC S GROUP INC COM 416515104 851 "14,600" X "14,600"
HASBRO INC COM 418056107 221 "7,900" X "7,900"
HEALTHSOUTH CORP COM 421924101 272 "18,200" X "18,200"
HEINZ H J CO COM 423074103 792 "15,800" X "15,800"
HERSHEY FOODS COR P COM 427866108 451 "7,600" X "7,600"
HEWLETT PACKARD C O COM 428236103 "4,939" "48,300" X "48,300"
HOME DEPOT INC COM 437076102 "5,631" "86,118" X "86,118"
HOMESTAKE MNG CO COM 437614100 93 "11,400" X "11,400"
HONEYWELL INC COM 438506107 "1,032" "7,500" X "7,500"
HOUSEHOLD INTL IN C COM 441815107 "1,035" "21,846" X "21,846"
HUNTINGTON BANCSH AR ES INC COM 446150104 308 "8,800" X "8,800"
IBP INC COM 449223106 765 "32,200" X "32,200"
IMC GLOBAL INC COM 449669100 296 "16,800" X "16,800"
IMS HEALTH INC COM 449934108 503 "16,100" X "16,100"
ILLINOIS TOOL WKS I NC COM 452308109 886 "10,800" X "10,800"
IMMUNEX CORP NEW COM 452528102 357 "2,800" X "2,800"
INCO LTD COM 453258402 288 "16,000" X "16,000"
INGERSOLL RAND CO COM 456866102 543 "8,400" X "8,400"
INTEL CORP COM 458140100 "11,429" "190,400" X "190,400"
INTERNATIONAL BUS IN ESS MACHS COM 459200101 "13,494" "103,000" X "103,000"
INTERNATIONAL FLA VO RS&FRAGRANC COM 459506101 226 "5,100" X "5,100"
INTL PAPER CO COM 460146103 894 "17,704" X "17,704"
INTERPUBLIC GROUP C OS INC COM 460690100 580 "6,700" X "6,700"
INTUIT COM 461202103 514 "5,700" X "5,700"
JEFFERSON PILOT C OR P COM 475070108 548 "8,287" X "8,287"
JOHNSON & JOHNSON COM 478160104 "7,162" "72,100" X "72,100"
JOHNSON CTLS INC COM 478366107 263 "3,800" X "3,800"
KLA-TENCORP CORP COM 482480100 201 "3,100" X "3,100"
K MART CORP COM 482584109 "1,031" "62,701" X "62,701"
KANSAS CITY SOUTH N INDS INC COM 485170104 479 "7,500" X "7,500"
KAUFMAN & BROAD H OM E CORP COM 486168107 256 "10,273" X "10,273"
KELLOGG CO COM 487836108 627 "19,000" X "19,000"
KEYCORP NEW COM 493267108 626 "19,500" X "19,500"
KIMBERLY CLARK CO RP COM 494368103 "1,787" "31,356" X "31,356"
KNIGHT RIDDER INC COM 499040103 571 "10,400" X "10,400"
KOHLS CORP COM 500255104 664 "8,600" X "8,600"
KROGER CO COM 501044101 "1,023" "36,600" X "36,600"
LSI LOGIC CORP COM 502161102 268 "5,800" X "5,800"
LAIDLAW INC COM 50730K503 117 "15,800" X "15,800"
LEHMAN BROS HLDGS I NC COM 524908100 "1,083" "17,400" X "17,400"
LILLY ELI & CO COM 532457108 "4,395" "60,800" X "60,800"
LIMITED INC COM 532716107 411 "9,055" X "9,055"
LINCOLN NATL CORP I ND COM 534187109 502 "9,600" X "9,600"
LOCKHEED MARTIN C OR P COM 539830109 521 "13,980" X "13,980"
LOEWS CORP COM 540424108 554 "7,000" X "7,000"
LOWES COS INC COM 548661107 "1,185" "20,900" X "20,900"
LUCENT TECHNOLOGI ES INC COM 549463107 "10,874" "161,246" X "161,246"
MBIA INC COM 55262C100 265 "4,100" X "4,100"
MBNA CORP COM 55262L100 "1,137" "37,125" X "37,125"
MCI WORLDCOM INC COM 55268B106 "8,847" "102,792" X "102,792"
MGIC INVT CORP WI S COM 552848103 297 "6,100" X "6,100"
MARSH & MCLENNAN CO S INC COM 571748102 932 "12,350" X "12,350"
MARRIOTT INTL INC N EW CL A 571903202 430 "11,500" X "11,500"
MASCO CORP COM 574599106 422 "14,600" X "14,600"
MATTEL INC COM 577081102 446 "16,888" X "16,888"
MAY DEPT STORES C O COM 577778103 709 "17,336" X "17,336"
MAYTAG CORP COM 578592107 307 "4,400" X "4,400"
MCDERMOTT INTL IN C COM 580037109 314 "11,100" X "11,100"
MCDONALDS CORP COM 580135101 "3,171" "75,200" X "75,200"
MCGRAW HILL COS I NC COM 580645109 464 "8,600" X "8,600"
MCKESSON HBOC INC COM 58155Q103 496 "15,443" X "15,443"
MEDIAONE GROUP IN C COM 58440J104 "2,149" "28,900" X "28,900"
MEDTRONIC INC COM 585055106 "2,372" "30,462" X "30,462"
MELLON BK CORP COM 585509102 997 "27,400" X "27,400"
MERCANTILE BANCOR PO RATION INC COM 587342106 383 "6,700" X "6,700"
MERCK & CO INC COM 589331107 "8,253" "110,400" X "110,400"
MERRILL LYNCH & C O INC COM 590188108 "1,767" "22,100" X "22,100"
MICROSOFT CORP COM 594918104 "25,637" "282,300" X "282,300"
MICRON TECHNOLOGY I NC COM 595112103 447 "11,100" X "11,100"
MINNESOTA MNG & M FG CO COM 604059105 "1,563" "17,700" X "17,700"
MOBIL CORP COM 607059102 "3,422" "34,000" X "34,000"
MONSANTO CO COM 611662107 "1,106" "27,400" X "27,400"
MORGAN J P & CO I NC COM 616880100 "2,217" "15,500" X "15,500"
MORGAN STANLEY DE AN WITTER&CO COM NEW 617446448 "3,377" "32,942" X "32,942"
MOTOROLA INC COM 620076109 "2,517" "26,000" X "26,000"
NCR CORP NEW COM 6.29E+112 288 "5,900" X "5,900"
NABISCO GROUP HLD G CORP COM 62952P102 466 "23,800" X "23,800"
NALCO CHEM CO COM 629853102 788 "15,200" X "15,200"
NATIONAL CITY COR P COM 635405103 "1,408" "21,500" X "21,500"
NAVISTAR INTL COR P NEW COM 6.39E+112 640 "12,800" X "12,800"
NEW YORK TIMES CO CL A 650111107 272 "7,400" X "7,400"
NEWELL RUBBERMAID I NC COM 651229106 650 "13,984" X "13,984"
NEXTEL COMMUNICAT IO NS INC CL A 65332V103 622 "12,400" X "12,400"
NIAGARA MOHAWK HL DG S INC COM 653520106 320 "19,900" X "19,900"
NIKE INC CL B 654106103 753 "11,900" X "11,900"
NORDSTROM INC COM 655664100 201 "6,000" X "6,000"
NORFOLK SOUTHERN CO RP COM 655844108 691 "22,100" X "22,100"
NORTEL NETWORKS C OR P COM 656569100 "2,728" "31,420" X "31,420"
NORTHERN TR CORP COM 665859104 592 "6,100" X "6,100"
NOVELL INC COM 670006105 549 "20,700" X "20,700"
OCCIDENTAL PETE C OR P DEL COM 674599105 319 "15,100" X "15,100"
OFFICE DEPOT INC COM 676220106 884 "40,050" X "40,050"
OMNICOM GROUP INC COM 681919106 704 "8,800" X "8,800"
ORACLE CORP COM 68389X105 "3,653" "97,300" X "97,300"
OWENS CORNING COM 69073F103 849 "24,700" X "24,700"
OWENS ILL INC COM NEW 690768403 232 "7,100" X "7,100"
PECO ENERGY CO COM 693304107 "1,043" "24,900" X "24,900"
PG&E CORP COM 69331C108 "1,060" "32,600" X "32,600"
PE CORP COM PE BIO GRP 69332S102 207 "1,800" X "1,800"
PNC BK CORP COM 693475105 "1,118" "19,400" X "19,400"
P P & L RES INC COM 693499105 252 "8,200" X "8,200"
PPG INDS INC COM 693506107 461 "7,800" X "7,800"
PACCAR INC COM 693718108 390 "7,310" X "7,310"
PACIFICORP COM 695114108 617 "33,600" X "33,600"
PAINE WEBBER GROU P INC COM 695629105 238 "5,100" X "5,100"
PARAMETRIC TECHNO LO GY CORP COM 699173100 155 "11,200" X "11,200"
PARKER HANNIFIN C OR P COM 701094104 218 "4,775" X "4,775"
PAYCHEX INC COM 704326107 330 "10,350" X "10,350"
PENNEY J C INC COM 708160106 "1,054" "21,700" X "21,700"
PEOPLESOFT INC COM 712713106 173 "10,000" X "10,000"
PEPSICO INC COM 713448108 "2,974" "76,100" X "76,100"
PHARMACIA & UPJOH N INC COM 716941109 "1,213" "21,350" X "21,350"
PFIZER INC COM 717081103 "7,797" "70,200" X "70,200"
PHILIP MORRIS COS I NC COM 718154107 "3,792" "93,100" X "93,100"
PHILLIPS PETE CO COM 718507106 584 "11,600" X "11,600"
PIONEER HI BRED I NT L INC COM 723686101 432 "11,100" X "11,100"
PITNEY BOWES INC COM 724479100 "1,079" "16,800" X "16,800"
PIXAR COM 725811103 375 "8,700" X "8,700"
PLACER DOME INC COM 725906101 159 "13,500" X "13,500"
PRAXAIR INC COM 74005P104 401 "8,200" X "8,200"
PRECISION CASTPAR TS CORP COM 740189105 285 "6,700" X "6,700"
PREMARK INTL INC COM 740459102 941 "25,100" X "25,100"
PROCTER & GAMBLE CO COM 742718109 "6,525" "72,268" X "72,268"
PROGRESSIVE CORP OH IO COM 743315103 595 "4,100" X "4,100"
PROLOGIS TR SH BEN INT 743410102 433 "21,400" X "21,400"
PROVIDENT COS INC COM 743862104 216 "5,400" X "5,400"
PROVIDIAN FINL CO RP COM 74406A102 774 "7,650" X "7,650"
PUBLIC SVC ENTERP RI SE GROUP COM 744573106 396 "9,700" X "9,700"
QUAKER OATS CO COM 747402105 511 "7,700" X "7,700"
R O C TAIWAN FD SH BEN INT 749651105 766 "98,000" X "98,000"
RALSTON PURINA CO COM RAL-PUR GP 751277302 475 "15,600" X "15,600"
RAYTHEON CO CL B 755111408 "1,073" "15,250" X "15,250"
REGIONS FINL CORP COM 758940100 365 "9,500" X "9,500"
RELIANT ENERGY IN C COM 75952J108 427 "14,469" X "14,469"
REPUBLIC N Y CORP COM 760719104 307 "4,500" X "4,500"
RITE AID CORP COM 767754104 286 "11,600" X "11,600"
ROCKWELL INTL COR P NEW COM 773903109 498 "8,200" X "8,200"
ROHM & HAAS CO COM 775371107 388 "9,055" X "9,055"
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 "6,164" "102,300" X "102,300"
RYERSON TULL INC NE W COM 78375P107 347 "15,400" X "15,400"
SBC COMMUNICATION S INC COM 78387G103 "7,874" "134,633" X "134,633"
SLM HLDG CORP COM 78442A109 321 "7,000" X "7,000"
SAFECO CORP COM 786429100 269 "6,100" X "6,100"
SAFEWAY INC COM NEW 786514208 "1,059" "21,400" X "21,400"
ST PAUL COS INC COM 792860108 386 "12,144" X "12,144"
SARA LEE CORP COM 803111103 871 "38,400" X "38,400"
SCHERING PLOUGH C OR P COM 806605101 "4,447" "83,900" X "83,900"
SCHLUMBERGER LTD COM 806857108 "1,452" "22,800" X "22,800"
SCHWAB CHARLES CO RP NEW COM 808513105 "2,890" "26,300" X "26,300"
SEAGATE TECHNOLOG Y COM 811804103 620 "24,200" X "24,200"
SEAGRAM LTD COM 811850106 766 "15,200" X "15,200"
SEALED AIR CORP N EW COM 81211K100 235 "3,615" X "3,615"
SEARS ROEBUCK & C O COM 812387108 "1,457" "32,700" X "32,700"
SEMPRA ENERGY COM 816851109 427 "18,882" X "18,882"
SERVICE CORP INTL COM 817565104 279 "14,500" X "14,500"
SHERWIN WILLIAMS CO COM 824348106 228 "8,200" X "8,200"
SOLECTRON CORP COM 834182107 680 "10,200" X "10,200"
SOUTHERN CO COM 842587107 860 "31,400" X "31,400"
SOUTHTRUST CORP COM 844730101 226 "5,900" X "5,900"
SOUTHWEST AIRLS C O COM 844741108 497 "15,975" X "15,975"
SPRINT CORP COM FON GROUP 852061100 "3,021" "57,200" X "57,200"
SPRINT CORP PCS COM SER 1 852061506 "1,094" "19,150" X "19,150"
STAPLES INC COM 855030102 723 "23,375" X "23,375"
STATE STR CORP COM 857477103 683 "8,000" X "8,000"
STERLING SOFTWARE I NC COM 859547101 315 "11,800" X "11,800"
SUMMIT BANCORP COM 866005101 301 "7,200" X "7,200"
SUN MICROSYSTEMS IN C COM 866810104 "3,072" "44,600" X "44,600"
SUNOCO INC COM 86764P109 353 "11,700" X "11,700"
SUNTRUST BKS INC COM 867914103 889 "12,800" X "12,800"
SUPERVALU INC COM 868536103 319 "12,400" X "12,400"
SYMBOL TECHNOLOGI ES INC COM 871508107 254 "6,900" X "6,900"
SYNOPSYS INC COM 871607107 955 "17,300" X "17,300"
SYNOVUS FINL CORP COM 87161C105 247 "12,450" X "12,450"
SYSCO CORP COM 871829107 644 "21,600" X "21,600"
TJX COS INC NEW COM 872540109 473 "14,200" X "14,200"
TRW INC COM 872649108 348 "5,500" X "5,500"
TANDY CORP COM 875382103 406 "8,312" X "8,312"
TECH DATA CORP COM 878237106 639 "16,700" X "16,700"
TELLABS INC COM 879664100 "1,649" "24,400" X "24,400"
TEMPLETON RUSSIA FD INC COM 88022F105 480 "28,000" X "28,000"
TENET HEALTHCARE CO RP COM 88033G100 280 "14,400" X "14,400"
TEXACO INC COM 881694103 "1,425" "22,800" X "22,800"
TEXAS INSTRS INC COM 882508104 "3,205" "22,100" X "22,100"
TEXAS UTILS CO COM 882848104 516 "12,520" X "12,520"
TEXTRON INC COM 883203101 444 "5,400" X "5,400"
3COM CORP COM 885535104 406 "15,200" X "15,200"
TIME WARNER INC COM 887315109 "5,195" "69,700" X "69,700"
TOYS R US INC COM 892335100 216 "10,450" X "10,450"
TRANSAMERICA CORP COM 893485102 405 "5,400" X "5,400"
TRICON GLOBAL RES TA URANTS COM 895953107 352 "6,420" X "6,420"
TRIBUNE CO NEW COM 896047107 497 "5,700" X "5,700"
TRIGON HEALTHCARE I NC COM 89618L100 324 "8,900" X "8,900"
TYCO INTL LTD NEW COM 902124106 "3,961" "41,810" X "41,810"
UAL CORP COM PAR $0.01 902549500 930 "14,300" X "14,300"
USX MARATHON GROU P COM NEW 902905827 905 "27,800" X "27,800"
US BANCORP DEL COM 902973106 "1,289" "37,902" X "37,902"
UNUM CORP COM 903192102 328 "6,000" X "6,000"
USX-U S STL COM 90337T101 837 "31,000" X "31,000"
UNILEVER N V N Y SHS NEW 904784709 "1,868" "26,785" X "26,785"
UNICOM CORP COM 904911104 447 "11,600" X "11,600"
UNION CARBIDE COR P COM 905581104 283 "5,800" X "5,800"
UNION PAC CORP COM 907818108 662 "11,000" X "11,000"
UNION PAC RES GRO UP INC COM 907834105 203 "12,431" X "12,431"
UNION PLANTERS CO RP COM 908068109 268 "6,000" X "6,000"
UNISYS CORP COM 909214108 440 "11,300" X "11,300"
UNITED HEALTHCARE C ORP COM 910581107 463 "7,400" X "7,400"
UNITED STATES CEL LU LAR CORP COM 911684108 567 "10,600" X "10,600"
U S WEST INC NEW COM 91273H101 "2,358" "40,131" X "40,131"
UNITED TECHNOLOGI ES CORP COM 913017109 "1,233" "17,201" X "17,201"
UNIVERSAL CORP VA COM 913456109 549 "19,300" X "19,300"
UNOCAL CORP COM 915289102 420 "10,600" X "10,600"
UTILICORP UTD INC COM 918005109 785 "32,300" X "32,300"
V F CORP COM 918204108 217 "5,068" X "5,068"
VIACOM INC CL B 925524308 "1,355" "30,800" X "30,800"
VODAFONE GROUP PL C SPONSORED ADR 92857T107 "2,610" "13,250" X "13,250"
WACHOVIA CORP COM 929771103 770 "9,000" X "9,000"
WAL MART STORES I NC COM 931142103 "11,046" "226,400" X "226,400"
WALGREEN CO COM 931422109 "1,384" "47,100" X "47,100"
WARNER LAMBERT CO COM 934488107 "3,510" "50,600" X "50,600"
WASHINGTON MUT IN C COM 939322103 "1,035" "29,263" X "29,263"
WASTE MGMT INC DE L COM 94106L109 "1,383" "25,727" X "25,727"
WATERS CORP COM 941848103 574 "10,800" X "10,800"
WATSON PHARMACEUT IC ALS INC COM 942683103 379 "10,800" X "10,800"
WELLPOINT HEALTH NE TWORK NEW COM 94973H108 204 "2,400" X "2,400"
WELLS FARGO & CO NE W COM 949746101 "3,567" "82,030" X "82,030"
WEYERHAEUSER CO COM 962166104 794 "11,550" X "11,550"
WHIRLPOOL CORP COM 963320106 274 "3,700" X "3,700"
WILLAMETTE INDS I NC COM 969133107 230 "5,000" X "5,000"
WILLIAMS COS INC DE L COM 969457100 843 "19,800" X "19,800"
WINN DIXIE STORES I NC COM 974280109 255 "6,900" X "6,900"
WRIGLEY WM JR CO COM 982526105 486 "5,400" X "5,400"
XEROX CORP COM 984121103 "2,094" "35,456" X "35,456"
GRAND TOTAL "610,787"
FRUIT OF THE LOOM LTD ORD CL A G3682L105 149 "15,270" X "15,270"
AFLAC INC COM 1055102 "2,710" "56,600" X "56,600"
AES CORP COM 00130H105 "2,346" "40,358" X "40,358"
AMR CORP COM 1765106 "2,216" "32,474" X "32,474"
AT&T CORP COM 1957109 "37,634" "674,296" X "674,296"
ABBOTT LABS COM 2824100 "14,655" "322,081" X "322,081"
ADOBE SYS INC COM 00724F101 "1,065" "12,964" X "12,964"
ADVANCED MICRO DEVICES INC COM 7903107 560 "31,025" X "31,025"
AETNA INC COM 8117103 "2,681" "29,981" X "29,981"
AIR PRODS & CHEMS INC COM 9158106 "1,956" "48,606" X "48,606"
ALBERTO CULVER CO CL B C ONV 13068101 321 "12,054" X "12,054"
ALBERTSONS INC COM 13104104 "4,588" "88,973" X "88,973"
ALCAN ALUMINIUM LTD NEW COM 13716105 "1,530" "47,910" X "47,910"
ALCOA INC COM 13817101 "4,842" "78,262" X "78,262"
ALLEGHENY TELEDYNE INC COM 17415100 927 "40,990" X "40,990"
ALLERGAN INC COM 18490102 "1,561" "14,062" X "14,062"
ALLIEDSIGNAL INC COM 19512102 "7,384" "117,212" X "117,212"
ALLSTATE CORP COM 20002101 "6,136" "171,030" X "171,030"
ALLTEL CORP COM 20039103 "4,258" "59,546" X "59,546"
ALZA CORP DEL COM 22615108 "1,088" "21,378" X "21,378"
AMERADA HESS CORP COM 23551104 "1,142" "19,188" X "19,188"
AMEREN CORP COM 23608102 "1,114" "29,021" X "29,021"
AMERICA ONLINE INC DEL COM 02364J104 "25,430" "230,134" X "230,134"
AMERICAN ELEC PWR INC COM 25537101 "1,531" "40,770" X "40,770"
AMERICAN EXPRESS CO COM 25816109 "12,429" "95,515" X "95,515"
AMERICAN GENERAL CORP COM 26351106 "4,011" "53,218" X "53,218"
AMERICAN GREETINGS CORP CL A 26375105 433 "14,369" X "14,369"
AMERICAN HOME PRODS CORP COM 26609107 "15,956" "277,492" X "277,492"
AMERICAN INTL GROUP INC COM 26874107 "30,731" "262,519" X "262,519"
AMERITECH CORP NEW COM 30954101 "17,118" "232,899" X "232,899"
AMGEN INC COM 31162100 "6,603" "108,464" X "108,464"
AMSOUTH BANCORPORATION COM 32165102 867 "37,400" X "37,400"
ANADARKO PETE CORP COM 32511107 950 "25,819" X "25,819"
ANDREW CORP COM 34425108 335 "17,677" X "17,677"
ANHEUSER BUSCH COS INC COM 35229103 "7,153" "100,835" X "100,835"
AON CORP COM 37389103 "2,236" "54,203" X "54,203"
APACHE CORP COM 37411105 924 "23,696" X "23,696"
APPLE COMPUTER INC COM 37833100 "1,557" "33,629" X "33,629"
APPLIED MATLS INC COM 38222105 "5,832" "78,948" X "78,948"
ARCHER DANIELS MIDLAND CO COM 39483102 "1,924" "124,644" X "124,644"
ARMSTRONG WORLD INDS INC COM 42476101 488 "8,437" X "8,437"
ASHLAND INC COM 44204105 625 "15,574" X "15,574"
ASSOCIATES FIRST CAP CORP CL A 46008108 "6,841" "154,381" X "154,381"
ATLANTIC RICHFIELD CO COM 48825103 "5,715" "68,389" X "68,389"
AUTODESK INC COM 52769106 374 "12,645" X "12,645"
AUTOMATIC DATA PROCESSING INC COM 53015103 "5,766" "131,049" X "131,049"
AUTOZONE INC COM 53332102 959 "31,836" X "31,836"
AVERY DENNISON CORP COM 53611109 "1,455" "24,103" X "24,103"
AVON PRODS INC COM 54303102 "3,089" "55,649" X "55,649"
BB&T CORP COM 54937107 "2,442" "66,555" X "66,555"
BMC SOFTWARE INC COM 55921100 "2,699" "49,985" X "49,985"
BAKER HUGHES INC COM 57224107 "2,322" "69,317" X "69,317"
BALL CORP COM 58498106 276 "6,531" X "6,531"
BANK OF AMERICA CORPORATION COM 60505104 "27,103" "369,691" X "369,691"
BANK NEW YORK INC COM 64057102 "5,917" "161,278" X "161,278"
BANK ONE CORP COM 06423A103 "14,897" "250,114" X "250,114"
BANKBOSTON CORP COM 06605R106 "3,210" "62,779" X "62,779"
BARD C R INC COM 67383109 524 "10,951" X "10,951"
BARRICK GOLD CORP COM 67901108 "1,601" "82,629" X "82,629"
BATTLE MTN GOLD CO COM 71593107 119 "48,695" X "48,695"
BAUSCH & LOMB INC COM 71707103 930 "12,153" X "12,153"
BAXTER INTL INC COM 71813109 "3,738" "61,656" X "61,656"
BEAR STEARNS COS INC COM 73902108 "1,156" "24,721" X "24,721"
BECTON DICKINSON & CO COM 75887109 "1,582" "52,726" X "52,726"
BELL ATLANTIC CORP COM 77853109 "21,506" "328,966" X "328,966"
BELLSOUTH CORP COM 79860102 "18,815" "401,379" X "401,379"
BEMIS INC COM 81437105 443 "11,149" X "11,149"
BEST BUY INC COM 86516101 "2,930" "43,400" X "43,400"
BESTFOODS COM 08658U101 "2,938" "59,358" X "59,358"
BETHLEHEM STL CORP COM 87509105 212 "27,524" X "27,524"
BIOMET INC COM 90613100 946 "23,802" X "23,802"
BLACK & DECKER CORP COM 91797100 "1,160" "18,383" X "18,383"
BLOCK H & R INC COM 93671105 "1,040" "20,793" X "20,793"
BOEING CO COM 97023105 "9,119" "206,374" X "206,374"
BOISE CASCADE CORP COM 97383103 512 "11,952" X "11,952"
BOSTON SCIENTIFIC CORP COM 101137107 "3,680" "83,762" X "83,762"
BRIGGS & STRATTON CORP COM 109043109 290 "5,022" X "5,022"
BRISTOL MYERS SQUIBB CO COM 110122108 "29,640" "420,804" X "420,804"
BROWN FORMAN CORP CL B 115637209 949 "14,565" X "14,565"
BROWNING FERRIS INDS COM 115885105 "1,430" "33,264" X "33,264"
BRUNSWICK CORP COM 117043109 541 "19,393" X "19,393"
BURLINGTON NORTHN SANTA FE CP COM 12189T104 "3,083" "99,451" X "99,451"
BURLINGTON RES INC COM 122014103 "1,624" "37,540" X "37,540"
CBS CORP COM 12490K107 "6,552" "150,847" X "150,847"
CIGNA CORP COM 125509109 "3,844" "43,190" X "43,190"
CMS ENERGY CORP COM 125896100 "1,043" "24,900" X "24,900"
CSX CORP COM 126408103 "2,089" "46,096" X "46,096"
CVS CORP COM 126650100 "4,195" "82,652" X "82,652"
CABLETRON SYS INC COM 126920107 475 "36,540" X "36,540"
CAMPBELL SOUP CO COM 134429109 "4,285" "92,405" X "92,405"
CAPITAL ONE FINL CORP COM 14040H105 "2,321" "41,680" X "41,680"
CARDINAL HEALTH INC COM 14149Y108 "3,699" "57,688" X "57,688"
CARNIVAL CORP COM 143658102 "6,301" "129,908" X "129,908"
CAROLINA PWR & LT CO COM 144141108 "1,371" "32,034" X "32,034"
CASE CORP COM 14743R103 754 "15,667" X "15,667"
CATERPILLAR INC DEL COM 149123101 "4,527" "75,449" X "75,449"
CENDANT CORP COM 151313103 "3,338" "162,823" X "162,823"
CENTEX CORP COM 152312104 472 "12,557" X "12,557"
CENTRAL & SOUTH WEST CORP COM 152357109 "1,054" "45,109" X "45,109"
CENTURYTEL INC COM 156700106 "1,169" "29,400" X "29,400"
CERIDIAN CORP COM 15677T106 "1,001" "30,634" X "30,634"
CHAMPION INTL CORP COM 158525105 971 "20,288" X "20,288"
CHASE MANHATTAN CORP NEW COM 16161A108 "15,529" "179,270" X "179,270"
CHEVRON CORPORATION COM 166751107 "13,212" "138,795" X "138,795"
CHUBB CORP COM 171232101 "2,380" "34,250" X "34,250"
CINCINNATI FINL CORP COM 172062101 "1,313" "34,952" X "34,952"
CINERGY CORP COM 172474108 "1,077" "33,641" X "33,641"
CIRCUIT CITY STORE INC CIR CT CITY GRP 172737108 "1,980" "21,288" X "21,288"
CISCO SYS INC COM 17275R102 "43,535" "676,922" X "676,922"
CITIGROUP INC COM 172967101 "34,012" "716,038" X "716,038"
CLEAR CHANNEL COMMUNICATIONS COM 184502102 "4,848" "70,323" X "70,323"
CLOROX CO DEL COM 189054109 "2,659" "24,893" X "24,893"
COASTAL CORP COM 190441105 "1,804" "45,088" X "45,088"
COCA COLA CO COM 191216100 "32,678" "522,840" X "522,840"
COCA COLA ENTERPRISES INC COM 191219104 "2,676" "89,961" X "89,961"
COLGATE PALMOLIVE CO COM 194162103 "6,109" "61,866" X "61,866"
COLUMBIA ENERGY GROUP COM 197648108 "1,095" "17,474" X "17,474"
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 "2,745" "120,334" X "120,334"
COMCAST CORP CL A S PL 200300200 "6,026" "156,774" X "156,774"
COMERICA INC COM 200340107 "1,958" "32,943" X "32,943"
COMPAQ COMPUTER CORP COM 204493100 "8,535" "360,309" X "360,309"
COMPUTER ASSOC INTL INC COM 204912109 "6,254" "113,717" X "113,717"
COMPUTER SCIENCES CORP COM 205363104 "2,328" "33,641" X "33,641"
COMPUWARE CORP COM 205638109 "2,476" "77,820" X "77,820"
CONAGRA INC COM 205887102 "2,754" "103,437" X "103,437"
CONSECO INC COM 208464107 "2,082" "68,418" X "68,418"
CONSOLIDATED EDISON INC COM 209115104 "2,177" "48,109" X "48,109"
CONSOLIDATED NAT GAS CO COM 209615103 "1,238" "20,385" X "20,385"
CONSOLIDATED STORES CORP COM 210149100 626 "23,202" X "23,202"
CONSTELLATION ENERGY CORP COM 210371100 934 "31,536" X "31,536"
COOPER INDS INC COM 216669101 "1,040" "19,999" X "19,999"
COOPER TIRE & RUBR CO COM 216831107 380 "16,079" X "16,079"
COORS ADOLPH CO CL B 217016104 388 "7,836" X "7,836"
CORNING INC COM 219350105 "3,626" "51,713" X "51,713"
COSTCO COMPANIES INC COM 22160Q102 "3,715" "46,399" X "46,399"
COUNTRYWIDE CR INDS INC DEL COM 222372104 "1,018" "23,805" X "23,805"
CRANE CO COM 224399105 452 "14,386" X "14,386"
CROWN CORK & SEAL INC COM 228255105 739 "25,917" X "25,917"
CUMMINS ENGINE INC COM 231021106 511 "8,941" X "8,941"
CYPRUS AMAX MINERALS CO COM 232809103 293 "19,301" X "19,301"
DTE ENERGY CO COM 233331107 "1,229" "30,737" X "30,737"
DANA CORP COM 235811106 "1,621" "35,188" X "35,188"
DANAHER CORP DEL COM 235851102 "1,663" "28,618" X "28,618"
DARDEN RESTAURANTS INC COM 237194105 618 "28,334" X "28,334"
DATA GEN CORP COM 237688106 155 "10,641" X "10,641"
DAYTON HUDSON CORP COM 239753106 "6,091" "93,702" X "93,702"
DEERE & CO COM 244199105 "1,943" "49,030" X "49,030"
DELL COMPUTER CORP COM 247025109 "19,884" "537,414" X "537,414"
DELPHI AUTOMOTIVE SYS CORP COM 247126105 "2,223" "119,732" X "119,732"
DELTA AIR LINES INC DEL COM 247361108 "1,719" "29,838" X "29,838"
DELUXE CORP COM 248019101 649 "16,676" X "16,676"
DILLARDS INC CL A 254067101 797 "22,704" X "22,704"
DISNEY WALT CO COM 254687106 "13,445" "436,360" X "436,360"
DOLLAR GEN CORP COM 256669102 "1,358" "46,815" X "46,815"
DOMINION RES INC VA COM 257470104 "1,766" "40,775" X "40,775"
DONNELLEY R R & SONS CO COM 257867101 "1,028" "27,737" X "27,737"
DOVER CORP COM 260003108 "1,582" "45,205" X "45,205"
DOW CHEM CO COM 260543103 "5,913" "46,605" X "46,605"
DOW JONES & CO INC COM 260561105 "1,023" "19,286" X "19,286"
DU PONT E I DE NEMOURS & CO COM 263534109 "16,321" "238,923" X "238,923"
DUKE ENERGY CORP COM 264399106 "4,196" "77,164" X "77,164"
DUN & BRADSTREET CORP DEL COM 26483B106 "1,235" "34,850" X "34,850"
EG & G INC COM 268457108 336 "9,441" X "9,441"
E M C CORP MASS COM 268648102 "11,798" "214,514" X "214,514"
EASTMAN CHEM CO COM 277432100 858 "16,573" X "16,573"
EASTMAN KODAK CO COM 277461109 "4,620" "68,193" X "68,193"
EATON CORP COM 278058102 "1,395" "15,166" X "15,166"
ECOLAB INC COM 278865100 "1,196" "27,414" X "27,414"
EDISON INTL COM 281020107 "1,967" "73,525" X "73,525"
ELECTRONIC DATA SYS NEW COM 285661104 "5,908" "104,451" X "104,451"
EMERSON ELEC CO COM 291011104 "5,803" "92,301" X "92,301"
ENGELHARD CORP COM 292845104 601 "26,579" X "26,579"
ENRON CORP COM 293561106 "6,123" "74,901" X "74,901"
ENTERGY CORP NEW COM 29364G103 "1,635" "52,325" X "52,325"
EQUIFAX INC COM 294429105 "1,097" "30,731" X "30,731"
EXXON CORP COM 302290101 "39,689" "514,607" X "514,607"
F M C CORP COM NE W 302491303 460 "6,731" X "6,731"
FPL GROUP INC COM 302571104 "2,090" "38,266" X "38,266"
FDX CORP COM 31304N107 "3,418" "62,998" X "62,998"
FEDERAL HOME LN MTG CORP COM 313400301 "8,545" "147,332" X "147,332"
FEDERAL NATL MTG ASSN COM 313586109 "14,854" "217,243" X "217,243"
FEDERATED DEPT STORES INC DEL COM 31410H101 "2,334" "44,089" X "44,089"
FIFTH THIRD BANCORP COM 316773100 "3,787" "56,891" X "56,891"
FIRST DATA CORP COM 319963104 "4,478" "91,502" X "91,502"
FIRST UN CORP COM 337358105 "9,641" "205,128" X "205,128"
FIRSTAR CORP NEW WIS COM 33763V109 "3,926" "140,228" X "140,228"
FIRSTENERGY CORP COM 337932107 "1,544" "49,810" X "49,810"
FLEET FINL GROUP INC NEW COM 338915101 "5,362" "120,828" X "120,828"
FLORIDA PROGRESS CORP COM 341109106 855 "20,700" X "20,700"
FLUOR CORP COM 343861100 647 "15,973" X "15,973"
FORD MTR CO DEL COM 345370100 "14,471" "256,405" X "256,405"
FORT JAMES CORP COM 347471104 "1,769" "46,707" X "46,707"
FORTUNE BRANDS INC COM 349631101 "1,463" "35,355" X "35,355"
FRANKLIN RES INC COM 354613101 "2,174" "53,525" X "53,525"
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 622 "34,668" X "34,668"
FRONTIER CORPORATION COM 35906P105 "2,162" "36,650" X "36,650"
GPU INC COM 36225X100 "1,127" "26,712" X "26,712"
GTE CORP COM 362320103 "15,595" "205,873" X "205,873"
GANNETT INC COM 364730101 "4,229" "59,257" X "59,257"
GAP INC DEL COM 364760108 "9,162" "181,881" X "181,881"
GATEWAY INC COM 367626108 "1,949" "33,038" X "33,038"
GENERAL DYNAMICS CORP COM 369550108 "1,850" "27,012" X "27,012"
GENERAL ELEC CO COM 369604103 "78,340" "693,273" X "693,273"
GENERAL INSTR CORP DEL COM 370120107 "1,549" "36,453" X "36,453"
GENERAL MLS INC COM 370334104 "2,607" "32,441" X "32,441"
GENERAL MTRS CORP COM 370442105 "9,068" "137,397" X "137,397"
GENUINE PARTS CO COM 372460105 "1,334" "38,112" X "38,112"
GEORGIA PAC CORP COM GA PAC GRP 373298108 "1,723" "36,366" X "36,366"
GILLETTE CO COM 375766102 "9,640" "235,114" X "235,114"
GOLDEN WEST FINL CORP DEL COM 381317106 "1,182" "12,058" X "12,058"
GOODRICH B F CO COM 382388106 670 "15,768" X "15,768"
GOODYEAR TIRE & RUBR CO COM 382550101 "1,943" "33,044" X "33,044"
GRACE W R & CO DEL NEW COM 38388F108 272 "14,778" X "14,778"
GRAINGER W W INC COM 384802104 "1,065" "19,787" X "19,787"
GREAT ATLANTIC & PAC TEA INC COM 390064103 275 "8,132" X "8,132"
GREAT LAKES CHEM CORP COM 390568103 574 "12,454" X "12,454"
GUIDANT CORP COM 401698105 "3,296" "64,078" X "64,078"
HCR MANOR CARE INC COM 404134108 568 "23,500" X "23,500"
HALLIBURTON CO COM 406216101 "4,217" "93,202" X "93,202"
HARCOURT GEN INC COM 41163G101 777 "15,066" X "15,066"
HARRAHS ENTMT INC COM 413619107 594 "26,989" X "26,989"
HARRIS CORP DEL COM 413875105 657 "16,775" X "16,775"
HARTFORD FINL SVCS GROUP INC COM 416515104 "2,806" "48,114" X "48,114"
HASBRO INC COM 418056107 "1,159" "41,499" X "41,499"
HEALTHSOUTH CORP COM 421924101 "1,313" "87,876" X "87,876"
HEINZ H J CO COM 423074103 "3,824" "76,288" X "76,288"
HELMERICH & PAYNE INC COM 423452101 251 "10,555" X "10,555"
HERCULES INC COM 427056106 838 "21,305" X "21,305"
HERSHEY FOODS CORP COM 427866108 "1,765" "29,729" X "29,729"
HEWLETT PACKARD CO COM 428236103 "21,622" "215,142" X "215,142"
HILTON HOTELS CORP COM 432848109 778 "54,828" X "54,828"
HOME DEPOT INC COM 437076102 "20,228" "313,922" X "313,922"
HOMESTAKE MNG CO COM 437614100 451 "55,099" X "55,099"
HONEYWELL INC COM 438506107 "3,096" "26,717" X "26,717"
HOUSEHOLD INTL INC COM 441815107 "4,817" "101,688" X "101,688"
HUMANA INC COM 444859102 460 "35,545" X "35,545"
HUNTINGTON BANCSHARES INC COM 446150104 "1,565" "44,706" X "44,706"
IMS HEALTH INC COM 449934108 "2,100" "67,196" X "67,196"
ITT INDS INC IND COM 450911102 713 "18,699" X "18,699"
IKON OFFICE SOLUTIONS INC COM 451713101 470 "31,324" X "31,324"
ILLINOIS TOOL WKS INC COM 452308109 "4,348" "53,024" X "53,024"
INCO LTD COM 453258402 733 "40,744" X "40,744"
INGERSOLL RAND CO COM 456866102 "2,269" "35,107" X "35,107"
INTEL CORP COM 458140100 "41,836" "703,128" X "703,128"
INTERNATIONAL BUSINESS MACHS COM 459200101 "49,709" "384,594" X "384,594"
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 998 "22,495" X "22,495"
INTL PAPER CO COM 460146103 "4,387" "86,880" X "86,880"
INTERPUBLIC GROUP COS INC COM 460690100 "2,575" "29,723" X "29,723"
JEFFERSON PILOT CORP COM 475070108 "1,484" "22,424" X "22,424"
JOHNSON & JOHNSON COM 478160104 "27,932" "285,022" X "285,022"
JOHNSON CTLS INC COM 478366107 "1,253" "18,081" X "18,081"
KLA-TENCORP CORP COM 482480100 "1,205" "18,578" X "18,578"
K MART CORP COM 482584109 "1,723" "104,835" X "104,835"
KANSAS CITY SOUTHN INDS INC COM 485170104 "1,480" "23,200" X "23,200"
KAUFMAN & BROAD HOME CORP COM 486168107 252 "10,142" X "10,142"
KELLOGG CO COM 487836108 "2,837" "85,965" X "85,965"
KERR MCGEE CORP COM 492386107 919 "18,305" X "18,305"
KEYCORP NEW COM 493267108 "3,049" "94,899" X "94,899"
KIMBERLY CLARK CORP COM 494368103 "6,431" "112,830" X "112,830"
KING WORLD PRODTNS INC COM 495667107 528 "15,167" X "15,167"
KNIGHT RIDDER INC COM 499040103 916 "16,675" X "16,675"
KOHLS CORP COM 500255104 "2,651" "34,342" X "34,342"
KROGER CO COM 501044101 "4,888" "174,958" X "174,958"
LSI LOGIC CORP COM 502161102 "1,394" "30,224" X "30,224"
LAIDLAW INC COM 50730K503 516 "69,986" X "69,986"
LEHMAN BROS HLDGS INC COM 524908100 "1,563" "25,104" X "25,104"
LILLY ELI & CO COM 532457108 "16,710" "233,299" X "233,299"
LIMITED INC COM 532716107 "2,049" "45,166" X "45,166"
LINCOLN NATL CORP IND COM 534187109 "2,238" "42,784" X "42,784"
LIZ CLAIBORNE INC COM 539320101 488 "13,365" X "13,365"
LOCKHEED MARTIN CORP COM 539830109 "3,109" "83,470" X "83,470"
LOEWS CORP COM 540424108 "1,828" "23,108" X "23,108"
LONGS DRUG STORES CORP COM 543162101 285 "8,240" X "8,240"
LOUISIANA PAC CORP COM 546347105 542 "22,806" X "22,806"
LOWES COS INC COM 548661107 "4,457" "78,618" X "78,618"
LUCENT TECHNOLOGIES INC COM 549463107 "43,438" "644,124" X "644,124"
MBIA INC COM 55262C100 "1,366" "21,089" X "21,089"
MBNA CORP COM 55262L100 "5,205" "169,944" X "169,944"
MCI WORLDCOM INC COM 55268B106 "33,927" "394,208" X "394,208"
MGIC INVT CORP WIS COM 552848103 "1,133" "23,302" X "23,302"
MALLINCKRODT INC NEW COM 561232109 552 "15,165" X "15,165"
MARSH & MCLENNAN COS INC COM 571748102 "4,204" "55,679" X "55,679"
MARRIOTT INTL INC NEW CL A 571903202 "1,974" "52,824" X "52,824"
MASCO CORP COM 574599106 "2,062" "71,414" X "71,414"
MATTEL INC COM 577081102 "2,336" "88,352" X "88,352"
MAY DEPT STORES CO COM 577778103 "2,893" "70,766" X "70,766"
MAYTAG CORP COM 578592107 "1,309" "18,785" X "18,785"
MCDERMOTT INTL INC COM 580037109 355 "12,557" X "12,557"
MCDONALDS CORP COM 580135101 "11,884" "287,658" X "287,658"
MCGRAW HILL COS INC COM 580645109 "2,248" "41,676" X "41,676"
MCKESSON HBOC INC COM 58155Q103 "1,889" "58,787" X "58,787"
MEAD CORP COM 582834107 906 "21,697" X "21,697"
MEDIAONE GROUP INC COM 58440J104 "9,546" "128,352" X "128,352"
MEDTRONIC INC COM 585055106 "9,644" "123,837" X "123,837"
MELLON BK CORP COM 585509102 "4,022" "110,572" X "110,572"
MERCANTILE BANCORPORATION INC COM 587342106 "1,904" "33,334" X "33,334"
MERCK & CO INC COM 589331107 "37,020" "500,266" X "500,266"
MEREDITH CORP COM 589433101 382 "11,045" X "11,045"
MERRILL LYNCH & CO INC COM 590188108 "6,229" "77,919" X "77,919"
MICROSOFT CORP COM 594918104 "97,541" "1,081,532" X 1 ",081,532"
MICRON TECHNOLOGY INC COM 595112103 "2,136" "52,997" X "52,997"
MILLIPORE CORP COM 601073109 379 "9,341" X "9,341"
MINNESOTA MNG & MFG CO COM 604059105 "7,413" "85,266" X "85,266"
MIRAGE RESORTS INC COM 6.05E+108 704 "42,002" X "42,002"
MOBIL CORP COM 607059102 "16,416" "165,816" X "165,816"
MONSANTO CO COM 611662107 "5,279" "133,870" X "133,870"
MORGAN J P & CO INC COM 616880100 "5,277" "37,560" X "37,560"
MORGAN STANLEY DEAN WITTER&CO COM NE W 617446448 "12,385" "120,832" X "120,832"
MOTOROLA INC COM 620076109 "12,104" "127,747" X "127,747"
NABISCO GROUP HLDG CORP COM 62952P102 "1,346" "68,798" X "68,798"
NALCO CHEM CO COM 629853102 719 "13,869" X "13,869"
NATIONAL CITY CORP COM 635405103 "4,362" "66,597" X "66,597"
NATIONAL SEMICONDUCTOR CORP COM 637640103 900 "35,552" X "35,552"
NATIONAL SVC INDS INC COM 637657107 315 "8,743" X "8,743"
NAVISTAR INTL CORP NEW COM 6.39E+112 703 "14,062" X "14,062"
NETWORK APPLIANCE INC COM 64120L104 855 "15,300" X "15,300"
NEW CENTURY ENERGIES INC COM 64352U103 947 "24,400" X "24,400"
NEW YORK TIMES CO CL A 650111107 "1,376" "37,371" X "37,371"
NEWELL RUBBERMAID INC COM 651229106 "2,775" "59,684" X "59,684"
NEWMONT MINING CORP COM 651639106 705 "35,455" X "35,455"
NEXTEL COMMUNICATIONS INC CL A 65332V103 "3,144" "62,652" X "62,652"
NIAGARA MOHAWK HLDGS INC COM 653520106 637 "39,664" X "39,664"
NICOR INC COM 654086107 382 "10,043" X "10,043"
NIKE INC CL B 654106103 "3,771" "59,561" X "59,561"
NORDSTROM INC COM 655664100 "1,006" "30,040" X "30,040"
NORFOLK SOUTHERN CORP COM 655844108 "2,420" "80,339" X "80,339"
NORTEL NETWORKS CORP COM 656569100 "12,212" "140,668" X "140,668"
NORTHN STS PWR CO MINN COM 665772109 782 "32,332" X "32,332"
NORTHERN TR CORP COM 665859104 "2,299" "23,700" X "23,700"
NORTHROP GRUMMAN CORP COM 666807102 966 "14,562" X "14,562"
NOVELL INC COM 670006105 "1,890" "71,311" X "71,311"
NUCOR CORP COM 670346105 877 "18,479" X "18,479"
OCCIDENTAL PETE CORP DEL COM 674599105 "1,557" "73,725" X "73,725"
OFFICE DEPOT INC COM 676220106 "1,747" "79,200" X "79,200"
OMNICOM GROUP INC COM 681919106 "3,036" "37,953" X "37,953"
ONEOK INC NEW COM 682680103 214 "6,734" X "6,734"
ORACLE CORP COM 68389X105 "11,327" "305,093" X "305,093"
OWENS CORNING COM 69073F103 393 "11,447" X "11,447"
OWENS ILL INC COM NE W 690768403 "1,077" "32,944" X "32,944"
PECO ENERGY CO COM 693304107 "1,700" "40,605" X "40,605"
PG&E CORP COM 69331C108 "2,640" "81,246" X "81,246"
PE CORP COM PE BIO GRP 69332S102 "1,233" "10,743" X "10,743"
PNC BK CORP COM 693475105 "3,709" "64,371" X "64,371"
P P & L RES INC COM 693499105 "1,028" "33,445" X "33,445"
PPG INDS INC COM 693506107 "2,177" "36,858" X "36,858"
PACCAR INC COM 693718108 884 "16,568" X "16,568"
PACIFICORP COM 695114108 "1,159" "63,063" X "63,063"
PAINE WEBBER GROUP INC COM 695629105 "1,445" "30,900" X "30,900"
PALL CORP COM 696429307 584 "26,310" X "26,310"
PARAMETRIC TECHNOLOGY CORP COM 699173100 794 "57,237" X "57,237"
PARKER HANNIFIN CORP COM 701094104 "1,051" "22,973" X "22,973"
PAYCHEX INC COM 704326107 "1,657" "51,971" X "51,971"
PENNEY J C INC COM 708160106 "2,711" "55,827" X "55,827"
PEOPLES ENERGY CORP COM 711030106 284 "7,531" X "7,531"
PEOPLESOFT INC COM 712713106 880 "51,006" X "51,006"
PEP BOYS MANNY MOE & JACK COM 713278109 239 "11,060" X "11,060"
PEPSICO INC COM 713448108 "12,110" "313,033" X "313,033"
PHARMACIA & UPJOHN INC COM 716941109 "6,104" "107,446" X "107,446"
PFIZER INC COM 717081103 "30,113" "274,381" X "274,381"
PHELPS DODGE CORP COM 717265102 759 "12,256" X "12,256"
PHILIP MORRIS COS INC COM 718154107 "20,544" "511,216" X "511,216"
PHILLIPS PETE CO COM 718507106 "2,699" "53,640" X "53,640"
PIONEER HI BRED INTL INC COM 723686101 "1,979" "50,817" X "50,817"
PITNEY BOWES INC COM 724479100 "3,665" "57,049" X "57,049"
PLACER DOME INC COM 725906101 814 "68,918" X "68,918"
POLAROID CORP COM 731095105 255 "9,240" X "9,240"
POTLATCH CORP COM 737628107 269 "6,125" X "6,125"
PRAXAIR INC COM 74005P104 "1,637" "33,448" X "33,448"
PROCTER & GAMBLE CO COM 742718109 "25,115" "281,405" X "281,405"
PROGRESSIVE CORP OHIO COM 743315103 "2,228" "15,367" X "15,367"
PROVIDENT COS INC COM 743862104 "1,149" "28,720" X "28,720"
PROVIDIAN FINL CORP COM 74406A102 "2,817" "30,131" X "30,131"
PUBLIC SVC ENTERPRISE GROUP COM 744573106 "1,901" "46,517" X "46,517"
PULTE CORP COM 745867101 211 "9,139" X "9,139"
QUAKER OATS CO COM 747402105 "1,900" "28,624" X "28,624"
RALSTON PURINA CO COM RA L-PUR GP 751277302 "2,103" "69,088" X "69,088"
RAYCHEM CORP DEL COM 754603108 610 "16,482" X "16,482"
RAYTHEON CO CL B 755111408 "5,025" "71,405" X "71,405"
REEBOK INTL LTD COM 758110100 223 "11,952" X "11,952"
REGIONS FINL CORP COM 758940100 "1,822" "47,391" X "47,391"
RELIANT ENERGY INC COM 75952J108 "1,735" "62,802" X "62,802"
REPUBLIC N Y CORP COM 760719104 "1,527" "22,398" X "22,398"
REYNOLDS METALS CO COM 761763101 806 "13,662" X "13,662"
RITE AID CORP COM 767754104 "1,350" "54,831" X "54,831"
ROCKWELL INTL CORP NEW COM 773903109 "2,447" "40,278" X "40,278"
ROHM & HAAS CO COM 775371107 "1,925" "44,904" X "44,904"
ROWAN COS INC COM 779382100 326 "17,682" X "17,682"
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 "27,380" "454,444" X "454,444"
RYDER SYS INC COM 783549108 394 "15,167" X "15,167"
SBC COMMUNICATIONS INC COM 78387G103 "24,139" "416,188" X "416,188"
SLM HLDG CORP COM 78442A109 "1,583" "34,551" X "34,551"
SAFECO CORP COM 786429100 "1,276" "28,925" X "28,925"
SAFEWAY INC COM NE W 786514208 "5,210" "105,243" X "105,243"
ST JUDE MED INC COM 790849103 635 "17,827" X "17,827"
ST PAUL COS INC COM 792860108 "1,527" "48,001" X "48,001"
SARA LEE CORP COM 803111103 "4,343" "191,435" X "191,435"
SCHERING PLOUGH CORP COM 806605101 "16,527" "311,835" X "311,835"
SCHLUMBERGER LTD COM 806857108 "7,381" "115,890" X "115,890"
SCHWAB CHARLES CORP NEW COM 808513105 "9,499" "86,452" X "86,452"
SCIENTIFIC ATLANTA INC COM 808655104 575 "15,968" X "15,968"
SEAGATE TECHNOLOGY COM 811804103 "1,210" "47,224" X "47,224"
SEAGRAM LTD COM 811850106 "4,567" "90,658" X "90,658"
SEALED AIR CORP NEW COM 81211K100 "1,148" "17,691" X "17,691"
SEARS ROEBUCK & CO COM 812387108 "3,599" "80,752" X "80,752"
SEMPRA ENERGY COM 816851109 "1,151" "50,857" X "50,857"
SERVICE CORP INTL COM 817565104 "1,109" "57,629" X "57,629"
SHARED MED SYS CORP COM 819486101 367 "5,623" X "5,623"
SHERWIN WILLIAMS CO COM 824348106 "1,003" "36,153" X "36,153"
SIGMA ALDRICH CORP COM 826552101 733 "21,288" X "21,288"
SILICON GRAPHICS INC COM 827056102 654 "39,965" X "39,965"
SNAP ON INC COM 833034101 503 "13,903" X "13,903"
SOLECTRON CORP COM 834182107 "3,555" "53,314" X "53,314"
SONAT INC COM 835415100 775 "23,396" X "23,396"
SOUTHERN CO COM 842587107 "3,918" "147,836" X "147,836"
SOUTHTRUST CORP COM 844730101 "1,358" "35,400" X "35,400"
SOUTHWEST AIRLS CO COM 844741108 "2,215" "71,152" X "71,152"
SPRINT CORP COM FO N GROUP 852061100 "9,680" "183,288" X "183,288"
SPRINT CORP PCS CO M SER 1 852061506 "5,323" "93,182" X "93,182"
STANLEY WKS COM 854616109 608 "18,884" X "18,884"
STAPLES INC COM 855030102 "3,046" "98,467" X "98,467"
STATE STR CORP COM 857477103 "2,907" "34,044" X "34,044"
SUMMIT BANCORP COM 866005101 "1,520" "36,356" X "36,356"
SUN MICROSYSTEMS INC COM 866810104 "11,295" "163,996" X "163,996"
SUNOCO INC COM 86764P109 582 "19,290" X "19,290"
SUNTRUST BKS INC COM 867914103 "4,721" "67,992" X "67,992"
SUPERVALU INC COM 868536103 648 "25,222" X "25,222"
SYNOVUS FINL CORP COM 87161C105 "1,139" "57,333" X "57,333"
SYSCO CORP COM 871829107 "2,093" "70,209" X "70,209"
TJX COS INC NEW COM 872540109 "2,272" "68,195" X "68,195"
TRW INC COM 872649108 "1,400" "25,511" X "25,511"
TANDY CORP COM 875382103 "2,003" "40,986" X "40,986"
TEKTRONIX INC COM 879131100 299 "9,894" X "9,894"
TELLABS INC COM 879664100 "5,598" "82,856" X "82,856"
TEMPLE INLAND INC COM 879868107 809 "11,853" X "11,853"
TENET HEALTHCARE CORP COM 88033G100 "1,219" "65,676" X "65,676"
TENNECO INC NEW COM 8.80E+105 861 "36,059" X "36,059"
TEXACO INC COM 881694103 "7,106" "113,689" X "113,689"
TEXAS INSTRS INC COM 882508104 "12,029" "82,956" X "82,956"
TEXAS UTILS CO COM 882848104 "2,451" "59,421" X "59,421"
TEXTRON INC COM 883203101 "2,630" "31,946" X "31,946"
THERMO ELECTRON CORP COM 883556102 671 "33,443" X "33,443"
THOMAS & BETTS CORP COM 884315102 569 "12,052" X "12,052"
3COM CORP COM 885535104 "2,045" "76,632" X "76,632"
TIME WARNER INC COM 887315109 "18,574" "252,714" X "252,714"
TIMES MIRROR CO NEW COM SE R A 887364107 905 "15,275" X "15,275"
TIMKEN CO COM 887389104 257 "13,167" X "13,167"
TORCHMARK CORP COM 891027104 963 "28,227" X "28,227"
TOYS R US INC COM 892335100 "1,091" "52,748" X "52,748"
TRANSAMERICA CORP COM 893485102 "1,989" "26,516" X "26,516"
TRICON GLOBAL RESTAURANTS COM 895953107 "1,749" "32,315" X "32,315"
TRIBUNE CO NEW COM 896047107 "2,197" "25,212" X "25,212"
TUPPERWARE CORP COM 899896104 312 "12,254" X "12,254"
TYCO INTL LTD NEW COM 902124106 "16,464" "173,763" X "173,763"
USX MARATHON GROUP COM NE W 902905827 "2,125" "65,273" X "65,273"
UST INC COM 902911106 "1,093" "37,364" X "37,364"
US BANCORP DEL COM 902973106 "5,237" "154,020" X "154,020"
UNUM CORP COM 903192102 "1,605" "29,323" X "29,323"
USX-U S STL COM 90337T101 507 "18,788" X "18,788"
UNILEVER N V N Y SH S NEW 904784709 "8,452" "121,180" X "121,180"
UNICOM CORP COM 904911104 "1,774" "45,996" X "45,996"
UNION CARBIDE CORP COM 905581104 "1,376" "28,222" X "28,222"
UNION PAC CORP COM 907818108 "3,057" "52,429" X "52,429"
UNION PAC RES GROUP INC COM 907834105 872 "53,473" X "53,473"
UNION PLANTERS CORP COM 908068109 "1,350" "30,214" X "30,214"
UNISYS CORP COM 909214108 "2,225" "57,133" X "57,133"
UNITED HEALTHCARE CORP COM 910581107 "2,297" "36,674" X "36,674"
US AIRWAYS GROUP INC COM 911905107 679 "15,582" X "15,582"
U S WEST INC NEW COM 91273H101 "6,268" "106,692" X "106,692"
UNITED TECHNOLOGIES CORP COM 913017109 "7,327" "102,212" X "102,212"
UNOCAL CORP COM 915289102 "2,034" "51,321" X "51,321"
V F CORP COM 918204108 "1,086" "25,414" X "25,414"
VIACOM INC CL B 925524308 "6,439" "146,338" X "146,338"
VULCAN MATLS CO COM 929160109 "1,018" "21,100" X "21,100"
WACHOVIA CORP COM 929771103 "3,678" "42,985" X "42,985"
WAL MART STORES INC COM 931142103 "45,499" "942,980" X "942,980"
WALGREEN CO COM 931422109 "6,233" "212,196" X "212,196"
WARNER LAMBERT CO COM 934488107 "12,505" "180,247" X "180,247"
WASHINGTON MUT INC COM 939322103 "4,457" "125,995" X "125,995"
WASTE MGMT INC DEL COM 94106L109 "6,938" "129,079" X "129,079"
WATSON PHARMACEUTICALS INC COM 942683103 705 "20,100" X "20,100"
WELLPOINT HEALTH NETWORK NEW COM 94973H108 "1,214" "14,300" X "14,300"
WELLS FARGO & CO NEW COM 949746101 "14,975" "350,301" X "350,301"
WENDYS INTL INC COM 950590109 742 "26,218" X "26,218"
WESTVACO CORP COM 961548104 616 "21,240" X "21,240"
WEYERHAEUSER CO COM 962166104 "2,921" "42,484" X "42,484"
WHIRLPOOL CORP COM 963320106 "1,189" "16,069" X "16,069"
WILLAMETTE INDS INC COM 969133107 "1,082" "23,497" X "23,497"
WILLIAMS COS INC DEL COM 969457100 "3,894" "91,479" X "91,479"
WINN DIXIE STORES INC COM 974280109 "1,161" "31,431" X "31,431"
WORTHINGTON INDS INC COM 981811102 322 "19,599" X "19,599"
WRIGLEY WM JR CO COM 982526105 "2,214" "24,603" X "24,603"
XEROX CORP COM 984121103 "8,280" "140,198" X "140,198"
GRAND TOTAL "2," "379,372"
FRUIT OF THE LOOM LTD ORD CL A G3682L105 76 "7,800" X "7,800"
LORAL SPACE & COMMUNICA TIONS COM G56462107 365 "20,300" X "20,300"
SANTA FE INTL CORP ORD G7805C108 242 "10,500" X "10,500"
TRANSOCEAN OFFSHORE INC CAYMON ORD G90076103 360 "13,700" X "13,700"
XOMA LTD ORD G9825R107 72 "11,907" X "11,907"
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 617 "14,100" X "14,100"
OMI CORP NEW COM Y6476W104 15 "7,300" X "7,300"
A D C TELECOMMUNICATION S COM 886101 834 "18,300" X "18,300"
AFC CABLE SYS INC COM 950105 255 "7,225" X "7,225"
ACT MFG INC COM 973107 137 "9,800" X "9,800"
ACT NETWORKS INC COM 975102 92 "5,400" X "5,400"
AFLAC INC COM 1055102 "2,495" "52,124" X "52,124"
AGCO CORP COM 1084102 114 "10,100" X "10,100"
AES CORP COM 00130H105 "2,005" "34,500" X "34,500"
AK STL HLDG CORP COM 1547108 180 "8,000" X "8,000"
AMB PROPERTY CORP COM 00163T109 188 "8,000" X "8,000"
AMR CORP COM 1765106 "2,430" "35,600" X "35,600"
APAC TELESERVICES INC COM 1.85E+108 49 "15,100" X "15,100"
AT&T CORP COM 1957109 "37,324" "668,743" X "668,743"
AT&T CORP COM LIB GRP A 1957208 370 "10,074" X "10,074"
AAMES FINL CORP COM 00253A101 15 "11,700" X "11,700"
ABACUS DIRECT CORP COM 2553105 320 "3,500" X "3,500"
ABBOTT LABS COM 2824100 "14,442" "317,400" X "317,400"
ABERCROMBIE & FITCH CO CL A 2896207 774 "16,130" X "16,130"
ACCEPTANCE INS COS INC COM 4308102 90 "6,000" X "6,000"
ACNIELSEN CORP COM 4833109 245 "8,102" X "8,102"
ACTEL CORP COM 4934105 94 "6,400" X "6,400"
ACXIOM CORP COM 5125109 209 "8,380" X "8,380"
ADAC LABS COM NEW 5313200 90 "12,401" X "12,401"
ADAPTEC INC COM 00651F108 544 "15,400" X "15,400"
ADELPHIA COMMUNICATIONS CORP CL A 6848105 229 "3,600" X "3,600"
ADOBE SYS INC COM 00724F101 "1,109" "13,500" X "13,500"
ADVANCED DEPOSITION TEC HNOLS COM 7521107 14 "11,600" X "11,600"
ADVANCED FIBRE COMMUNIC ATIONS COM 00754A105 123 "7,900" X "7,900"
AEGIS COMMUNICATIONS GR OUP INC COM 00760B105 14 "15,600" X "15,600"
ADVANCED MICRO DEVICES INC COM 7903107 522 "28,900" X "28,900"
ADVANCED ENERGY INDS COM 7973100 269 "6,637" X "6,637"
AETNA INC COM 8117103 "2,690" "30,082" X "30,082"
AFFILIATED COMPUTER SER VICES CL A 8190100 284 "5,600" X "5,600"
AIR EXPRESS INTL CORP COM 9104100 122 "4,800" X "4,800"
AIR PRODS & CHEMS INC COM 9158106 "1,843" "45,800" X "45,800"
AIRBORNE FGHT CORP COM 9266107 197 "7,100" X "7,100"
ALASKA AIR GROUP INC COM 11659109 67 "1,600" X "1,600"
ALBEMARLE CORP COM 12653101 149 "6,450" X "6,450"
ALBERTO CULVER CO CL B CONV 13068101 213 "8,000" X "8,000"
ALBERTSONS INC COM 13104104 "4,337" "84,114" X "84,114"
ALCAN ALUMINIUM LTD NEW COM 13716105 513 "16,050" X "16,050"
ALCOA INC COM 13817101 "4,849" "78,364" X "78,364"
ALEXANDERS INC COM 14752109 89 "1,200" X "1,200"
ALIANT COMMUNICATIONS I NC COM 16090102 263 "5,700" X "5,700"
ALLEGHANY CORP DEL COM 17175100 147 793 X 793
ALLEGHENY ENERGY INC COM 17361106 529 "16,500" X "16,500"
ALLEGHENY TELEDYNE INC COM 17415100 925 "40,871" X "40,871"
ALLEGIANCE TELECOM INC COM 01747T102 220 "4,000" X "4,000"
ALLERGAN INC COM 18490102 "2,253" "20,300" X "20,300"
ALLIANCE CAP MGMT L P UNIT LTD PARTN 18548107 536 "16,600" X "16,600"
ALLIANT CORP COM 18802108 236 "8,333" X "8,333"
ALLIANT TECHSYSTEMS INC COM 18804104 173 "2,000" X "2,000"
ALLIEDSIGNAL INC COM 19512102 "7,106" "112,800" X "112,800"
ALLIED WASTE INDS INC COM PAR$.01NEW 19589308 288 "14,600" X "14,600"
ALLMERICA FINL CORP COM 19754100 492 "8,086" X "8,086"
ALLSTATE CORP COM 20002101 "6,317" "176,086" X "176,086"
ALLTEL CORP COM 20039103 "3,899" "54,529" X "54,529"
ALPHA INDS INC COM 20753109 393 "8,250" X "8,250"
ALPHARMA INC CL A 20813101 226 "6,350" X "6,350"
ALTERA CORP COM 21441100 "1,436" "39,000" X "39,000"
ALZA CORP DEL COM 22615108 "1,072" "21,080" X "21,080"
AMAZON COM INC COM 23135106 "2,302" "18,400" X "18,400"
AMBAC FINL GROUP INC COM 23139108 423 "7,400" X "7,400"
AMERADA HESS CORP COM 23551104 976 "16,400" X "16,400"
AMERCO COM 23586100 180 "8,000" X "8,000"
AMEREN CORP COM 23608102 "1,584" "41,277" X "41,277"
AMERICA ONLINE INC DEL COM 02364J104 "24,455" "221,308" X "221,308"
AMERICA WEST HLDG CORP CL B 23657208 198 "10,500" X "10,500"
AMERICAN ANNUITY GROUP INC COM 23840101 279 "11,500" X "11,500"
AMERICAN BANKERS INS GR OUP INC COM 24456105 359 "6,600" X "6,600"
AMERICAN BUSINESS PRODS GA COM 24763104 128 "8,412" X "8,412"
AMERICAN EAGLE OUTFITTE RS NEW COM 2.55E+109 191 "4,200" X "4,200"
AMERICAN ELEC PWR INC COM 25537101 "1,439" "38,300" X "38,300"
AMERICAN EXPRESS CO COM 25816109 "12,240" "94,063" X "94,063"
AMERICAN FINL GROUP INC OHIO COM 25932104 153 "4,500" X "4,500"
AMERICAN FREIGHTWAYS CO RP COM 02629V108 112 "5,700" X "5,700"
AMERICAN GENERAL CORP COM 26351106 "4,092" "54,283" X "54,283"
AMERICAN GREETINGS CORP CL A 26375105 380 "12,600" X "12,600"
AMERICAN HEALTH PPTYS I NC COM 26494104 127 "6,300" X "6,300"
AMERICAN HOME PRODS COR P COM 26609107 "15,381" "267,500" X "267,500"
AMERICAN INTL GROUP INC COM 26874107 "30,301" "258,847" X "258,847"
AMERICAN MGMT SYS INC COM 27352103 180 "5,600" X "5,600"
AMERICAN MOBILE SATELLI TE CORP COM 02755R103 142 "8,700" X "8,700"
AMERICAN NATL INS CO COM 28591105 178 "2,500" X "2,500"
AMERICAN PWR CONVERSION CORP COM 29066107 463 "23,000" X "23,000"
AMERICAN STD COS INC DE L COM 29712106 478 "10,100" X "10,100"
AMERICAN TOWER CORP CL A 29912201 280 "11,670" X "11,670"
AMERICAN WTR WKS INC COM 30411102 231 "7,500" X "7,500"
AMERICAN WOODMARK CORP COM 30506109 266 "7,560" X "7,560"
AMERICREDIT CORP COM 03060R101 208 "13,000" X "13,000"
AMERISOURCE HEALTH CORP CL A 03071P102 117 "4,600" X "4,600"
AMERITRADE HLDG CORP CL A 03072H109 551 "5,200" X "5,200"
AMES DEPT STORES INC COM NEW 30789507 461 "10,100" X "10,100"
AMERITECH CORP NEW COM 30954101 "17,486" "237,900" X "237,900"
AMF BOWLING INC COM 03113V109 61 "7,200" X "7,200"
AMGEN INC COM 31162100 "6,958" "114,300" X "114,300"
AMISTAR CORP COM 31535107 22 "11,300" X "11,300"
AMRESCO INC COM 31909104 44 "6,800" X "6,800"
AMPEX CORP DEL CL A 32092108 130 "25,600" X "25,600"
AMSOUTH BANCORPORATION COM 32165102 772 "33,287" X "33,287"
ANADARKO PETE CORP COM 32511107 854 "23,200" X "23,200"
ANADIGICS INC COM 32515108 218 "5,900" X "5,900"
ANALOG DEVICES INC COM 32654105 974 "19,399" X "19,399"
ANCHOR BANCORP WIS INC COM 32839102 155 "8,700" X "8,700"
ANDREW CORP COM 34425108 341 "18,033" X "18,033"
ANDRX CORP COM 34551101 309 "4,000" X "4,000"
ANHEUSER BUSCH COS INC COM 35229103 "7,087" "99,900" X "99,900"
ANIXTER INTL INC COM 35290105 155 "8,500" X "8,500"
ANNTAYLOR STORES CORP COM 36115103 261 "5,800" X "5,800"
ANTEC CORP COM 03664P105 160 "5,000" X "5,000"
AON CORP COM 37389103 "2,060" "49,937" X "49,937"
APACHE CORP COM 37411105 "1,439" "36,900" X "36,900"
APARTMENT INVT & MGMT C O CL A 03748R101 382 "8,924" X "8,924"
APOGEE ENTERPRISES INC COM 37598109 149 "11,100" X "11,100"
APPLE COMPUTER INC COM 37833100 "1,551" "33,500" X "33,500"
APRIA HEALTHCARE GROUP INC COM 37933108 134 "7,900" X "7,900"
APPLIED MATLS INC COM 38222105 "6,014" "81,410" X "81,410"
APTARGROUP INC COM 38336103 36 "1,200" X "1,200"
AQUA ALLIANCE INC CL A 38367108 3 "2,700" X "2,700"
ARCHER DANIELS MIDLAND CO COM 39483102 "1,816" "117,631" X "117,631"
ARCHSTONE CMNTYS TR SH BEN INT 39581103 351 "16,000" X "16,000"
ARDEN RLTY GROUP INC COM 39793104 111 "4,500" X "4,500"
ARGONAUT GROUP INC COM 40157109 103 "4,300" X "4,300"
ARKANSAS BEST CORP DEL COM 40790107 224 "22,500" X "22,500"
ARMCO INC COM 42170100 89 "13,400" X "13,400"
ARMSTRONG WORLD INDS IN C COM 42476101 416 "7,200" X "7,200"
ARROW ELECTRS INC COM 42735100 236 "12,424" X "12,424"
ARVIN INDS INC COM 43339100 189 "5,000" X "5,000"
ASARCO INC COM 43413103 147 "7,800" X "7,800"
ASCENT ENTMT GROUP INC COM 43628106 52 "3,714" X "3,714"
ASHLAND INC COM 44204105 554 "13,800" X "13,800"
ASHTON TECHNOLOGY GROUP INC COM 45084100 210 "16,800" X "16,800"
ASPECT TELECOMMUNICATIO NS CORP COM 45237104 54 "5,500" X "5,500"
ASSOCIATED BANC CORP COM 45487105 293 "7,065" X "7,065"
ASSOCIATED GROUP INC CL A 45651106 261 "4,000" X "4,000"
AT HOME CORP COM SER A 45919107 "2,108" "39,084" X "39,084"
ASSOCIATES FIRST CAP CO RP CL A 46008108 "6,557" "147,964" X "147,964"
ASTORIA FINL CORP COM 46265104 319 "7,260" X "7,260"
ATLANTIC RICHFIELD CO COM 48825103 "5,808" "69,500" X "69,500"
ATMEL CORP COM 49513104 301 "11,500" X "11,500"
AUTHENTIC FITNESS CORP COM 52661105 144 "8,200" X "8,200"
AUTODESK INC COM 52769106 438 "14,800" X "14,800"
AUTOLIV INC COM 52800109 88 "2,919" X "2,919"
AUTOMATIC DATA PROCESSI NG INC COM 53015103 "5,500" "125,000" X "125,000"
AUTONATION INC COM 05329W102 "1,019" "57,200" X "57,200"
AUTOZONE INC COM 53332102 "1,018" "33,800" X "33,800"
AVALONBAY CMNTYS INC COM 53484101 182 "4,924" X "4,924"
AVANT CORP COM 53487104 98 "7,775" X "7,775"
AVERY DENNISON CORP COM 53611109 "1,214" "20,100" X "20,100"
AVID TECHNOLOGY INC COM 05367P100 89 "5,500" X "5,500"
AVIS RENT A CAR INC COM 53790101 210 "7,200" X "7,200"
AVNET INC COM 53807103 284 "6,100" X "6,100"
AVON PRODS INC COM 54303102 "2,892" "52,100" X "52,100"
AXENT TECHNOLOGIES INC COM 05459C108 9 800 X 800
AXYS PHARMACEUTICALS IN C COM 54635107 27 "8,000" X "8,000"
BB&T CORP COM 54937107 "2,649" "72,196" X "72,196"
BEC ENERGY COM 05538M101 243 "5,900" X "5,900"
BHC COMMUNICATIONS INC CL A 55448104 245 "1,907" X "1,907"
BISYS GROUP INC COM 55472104 176 "3,000" X "3,000"
BJS WHOLESALE CLUB INC COM 05548J106 349 "11,600" X "11,600"
BJ SVCS CO COM 55482103 343 "11,662" X "11,662"
BRE PROPERTIES INC CL A 5.56E+109 166 "6,406" X "6,406"
BMC SOFTWARE INC COM 55921100 "3,159" "58,500" X "58,500"
BAKER HUGHES INC COM 57224107 "2,133" "63,680" X "63,680"
BAKER J INC COM 57232100 134 "15,500" X "15,500"
BALL CORP COM 58498106 414 "9,800" X "9,800"
BANCTEC INC COM 59784108 22 "1,250" X "1,250"
BANCWEST CORP NEW COM 59790105 178 "4,800" X "4,800"
BANK OF AMERICA CORPORA TION COM 60505104 "26,397" "360,062" X "360,062"
BANK NEW YORK INC COM 64057102 "5,818" "158,588" X "158,588"
BANK ONE CORP COM 06423A103 "14,601" "245,143" X "245,143"
BANK UTD CORP CL A 65412108 141 "3,500" X "3,500"
BANKBOSTON CORP COM 06605R106 "3,002" "58,720" X "58,720"
BANKNORTH GROUP INC DEL COM 06646L100 191 "5,800" X "5,800"
BANTA CORP COM 66821109 138 "6,575" X "6,575"
BARD C R INC COM 67383109 445 "9,300" X "9,300"
BARNES & NOBLE INC COM 67774109 189 "6,900" X "6,900"
BARRICK GOLD CORP COM 67901108 533 "27,500" X "27,500"
BARRETT RES CORP COM PAR $0.01 68480201 217 "5,660" X "5,660"
BASIN EXPL INC COM 70107107 130 "6,500" X "6,500"
BATTLE MTN GOLD CO COM 71593107 128 "52,400" X "52,400"
BAUSCH & LOMB INC COM 71707103 819 "10,700" X "10,700"
BAXTER INTL INC COM 71813109 "3,796" "62,618" X "62,618"
BEA SYS INC COM 73325102 291 "10,200" X "10,200"
BEAR STEARNS COS INC COM 73902108 "1,759" "37,617" X "37,617"
BEAZER HOMES USA INC COM 07556Q105 243 "10,500" X "10,500"
BECKMAN COULTER INC COM 75811109 198 "4,067" X "4,067"
BECTON DICKINSON & CO COM 75887109 "1,548" "51,600" X "51,600"
BED BATH & BEYOND INC COM 75896100 758 "19,700" X "19,700"
BELCO OIL & GAS CORP COM 77410108 51 "7,400" X "7,400"
BELL & HOWELL CO NEW COM 77852101 182 "4,800" X "4,800"
BELL ATLANTIC CORP COM 77853109 "20,983" "320,966" X "320,966"
BELLSOUTH CORP COM 79860102 "19,279" "411,296" X "411,296"
BELO A H CORP DEL COM SER A 80555105 285 "14,500" X "14,500"
BEMIS INC COM 81437105 413 "10,400" X "10,400"
BERGEN BRUNSWIG CORP CL A 83739102 329 "19,065" X "19,065"
BERKLEY W R CORP COM 84423102 92 "3,675" X "3,675"
BERKSHIRE HATHAWAY INC DEL CL A 84670108 "8,819" 128 X 128
BERKSHIRE HATHAWAY INC DEL CL B 84670207 819 364 X 364
BEST BUY INC COM 86516101 "2,633" "39,000" X "39,000"
BESTFOODS COM 08658U101 "3,034" "61,300" X "61,300"
BETHLEHEM STL CORP COM 87509105 267 "34,715" X "34,715"
BEVERLY ENTERPRISES INC COM NEW 87851309 92 "11,400" X "11,400"
BILLING CONCEPTS CORP COM 90063108 97 "8,700" X "8,700"
BINDLEY WESTN INDS INC COM 90324104 226 "9,821" X "9,821"
BIO TECHNOLOGY GEN CORP COM 90578105 98 "15,000" X "15,000"
BIOGEN INC COM 90597105 "1,261" "19,600" X "19,600"
BIOMET INC COM 90613100 811 "20,400" X "20,400"
BLACK & DECKER CORP COM 91797100 "1,231" "19,500" X "19,500"
BLACK BOX CORP DEL COM 91826107 130 "2,600" X "2,600"
BLACK HILLS CORP COM 92113109 161 "6,950" X "6,950"
BLOCK DRUG INC CL A 93644102 70 "1,691" X "1,691"
BLOCK H & R INC COM 93671105 940 "18,800" X "18,800"
BLOUNT INTL INC CL A 95177101 201 "7,400" X "7,400"
BLYTH INDS INC COM 09643P108 153 "4,450" X "4,450"
BOB EVANS FARMS INC COM 96761101 26 "1,301" X "1,301"
BOEING CO COM 97023105 "8,866" "200,644" X "200,644"
BOISE CASCADE CORP COM 97383103 357 "8,300" X "8,300"
BOISE CASCADE OFFICE PR ODS COM 97403109 112 "9,500" X "9,500"
BORDERS GROUP INC COM 99709107 141 "8,900" X "8,900"
BORG-WARNER AUTOMOTIVE INC COM 99724106 349 "6,353" X "6,353"
BOSTON PROPERTIES INC COM 101121101 151 "4,200" X "4,200"
BOSTON SCIENTIFIC CORP COM 101137107 "3,875" "88,184" X "88,184"
BOWATER INC COM 102183100 293 "6,200" X "6,200"
BOWNE & CO INC COM 103043105 99 "7,600" X "7,600"
BRIGGS & STRATTON CORP COM 109043109 156 "2,700" X "2,700"
BRINKER INTL INC COM 109641100 443 "16,300" X "16,300"
BRISTOL MYERS SQUIBB CO COM 110122108 "29,706" "421,732" X "421,732"
BROADCAST COM INC COM 111310108 427 "3,200" X "3,200"
BROADCOM CORP CL A 111320107 434 "3,000" X "3,000"
BROADVISION INC COM 111412102 295 "4,000" X "4,000"
BROWN FORMAN CORP CL B 115637209 746 "11,450" X "11,450"
BROWN TOM INC COM NEW 115660201 124 "8,000" X "8,000"
BROWN SHOE INC NEW COM 115736100 57 "2,600" X "2,600"
BROWNING FERRIS INDS COM 115885105 "1,458" "33,900" X "33,900"
BRUNSWICK CORP COM 117043109 538 "19,300" X "19,300"
BRUSH WELLMAN INC COM 117421107 132 "7,300" X "7,300"
BURLINGTON INDS INC COM 121693105 108 "11,900" X "11,900"
BURLINGTON NORTHN SANTA FE CP COM 12189T104 "2,936" "94,724" X "94,724"
BURLINGTON RES INC COM 122014103 "1,577" "36,466" X "36,466"
BURR BROWN CORP COM 122574106 172 "4,700" X "4,700"
CBL & ASSOC PPTYS INC COM 124830100 206 "7,800" X "7,800"
CCB FINL CORP COM 124875105 180 "3,400" X "3,400"
CBRL GROUP INC COM 12489V106 173 "10,000" X "10,000"
CBS CORP COM 12490K107 "6,259" "144,084" X "144,084"
C-CUBE MICROSYSTEMS INC COM 125015107 184 "5,800" X "5,800"
C D I CORP COM 125071100 136 "4,000" X "4,000"
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CONOCO INC CL A 208251306 493 "17,700" X "17,700"
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DEERE & CO COM 244199105 "1,955" "49,350" X "49,350"
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DOMINION RES INC VA COM 257470104 "1,583" "36,550" X "36,550"
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DOWNEY FINL CORP COM 261018105 195 "8,899" X "8,899"
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DU PONT E I DE NEMOURS & CO COM 263534109 "15,794" "231,200" X "231,200"
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DUN & BRADSTREET CORP D EL COM 26483B106 "1,262" "35,608" X "35,608"
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EASTMAN CHEM CO COM 277432100 842 "16,275" X "16,275"
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ELECTRONICS FOR IMAGING INC COM 286082102 390 "7,600" X "7,600"
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ENTERGY CORP NEW COM 29364G103 "1,489" "47,644" X "47,644"
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ERIE INDTY CO CL A 29530P102 145 "5,100" X "5,100"
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ETHYL CORP COM 297659104 111 "18,500" X "18,500"
EVEREN CAPITAL CORP COM 299761106 239 "8,000" X "8,000"
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EXAR CORP COM 300645108 84 "3,400" X "3,400"
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FPL GROUP INC COM 302571104 "2,103" "38,500" X "38,500"
FAIRFIELD CMNTYS INC COM PAR $0.01 304231301 156 "9,700" X "9,700"
FAMILY DLR STORES INC COM 307000109 701 "29,200" X "29,200"
FASTENAL CO COM 311900104 236 "4,500" X "4,500"
FDX CORP COM 31304N107 "3,304" "60,900" X "60,900"
FEDERAL HOME LN MTG COR P COM 313400301 "8,248" "142,200" X "142,200"
FEDERAL MOGUL CORP COM 313549107 525 "10,100" X "10,100"
FEDERAL NATL MTG ASSN COM 313586109 "15,022" "219,700" X "219,700"
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 135 "5,900" X "5,900"
FEDERAL SIGNAL CORP COM 313855108 183 "8,634" X "8,634"
FEDERATED DEPT STORES I NC DEL COM 31410H101 "2,949" "55,700" X "55,700"
FELCOR LODGING TR INC COM 31430F101 251 "12,079" X "12,079"
FERRO CORP COM 315405100 130 "4,725" X "4,725"
FIFTH THIRD BANCORP COM 316773100 "3,425" "51,454" X "51,454"
FINANCIAL SEC ASSURN HL DGS LTD COM 31769P100 239 "4,600" X "4,600"
FINOVA GROUP INC COM 317928109 237 "4,500" X "4,500"
FIREARMS TRAINING SYS I NC CL A 318120102 21 "23,400" X "23,400"
FIRST AMERN FINL CORP COM 318522307 170 "9,500" X "9,500"
FIRST AMER CORP TENN COM 318900107 688 "16,548" X "16,548"
FIRST DATA CORP COM 319963104 "4,462" "91,172" X "91,172"
FIRST FINL BANCORP OH COM 320209109 123 "5,456" X "5,456"
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 167 "6,100" X "6,100"
FIRST HEALTH GROUP CORP COM 320960107 252 "11,700" X "11,700"
FIRST SEC CORP DEL COM 336294103 656 "24,090" X "24,090"
FIRST TENN NATL CORP COM 337162101 571 "14,900" X "14,900"
FIRST UN CORP COM 337358105 "10,126" "215,437" X "215,437"
FIRST VA BANKS INC COM 337477103 281 "5,725" X "5,725"
FIRST WESTERN BANCORP I NC COM 337505101 263 "7,850" X "7,850"
FIRSTAR CORP NEW WIS COM 33763V109 "3,943" "140,824" X "140,824"
FISERV INC COM 337738108 416 "13,275" X "13,275"
FIRSTMERIT CORP COM 337915102 239 "8,500" X "8,500"
FIRSTENERGY CORP COM 337932107 "1,464" "47,217" X "47,217"
FLEET FINL GROUP INC NE W COM 338915101 "5,254" "118,392" X "118,392"
FLEETWOOD ENTERPRISES I NC COM 339099103 497 "18,800" X "18,800"
FLORIDA EAST COAST INDS COM 340632108 252 "5,700" X "5,700"
FLORIDA PROGRESS CORP COM 341109106 808 "19,550" X "19,550"
FLOWERS INDS INC COM 343496105 238 "10,975" X "10,975"
FLOWSERVE CORP COM 34354P105 210 "11,077" X "11,077"
FLUOR CORP COM 343861100 842 "20,800" X "20,800"
FOCUS ENHANCEMENTS INC COM 344159108 16 "15,300" X "15,300"
FOOD LION INC CL B 344775101 259 "22,400" X "22,400"
FOOD LION INC CL A 344775200 536 "45,150" X "45,150"
FOODMAKER INC NEW COM NEW 344839204 204 "7,200" X "7,200"
FOOTSTAR INC COM 344912100 184 "4,954" X "4,954"
FORD MTR CO DEL COM 345370100 "14,916" "264,300" X "264,300"
FOREST LABS INC CL A 345838106 439 "9,500" X "9,500"
FORT JAMES CORP COM 347471104 "1,686" "44,520" X "44,520"
FORTUNE BRANDS INC COM 349631101 "1,456" "35,200" X "35,200"
FOSSIL INC COM 349882100 307 "6,350" X "6,350"
FOSTER WHEELER CORP COM 350244109 133 "9,400" X "9,400"
FOUNDATION HEALTH SYS I NC COM 350404109 282 "18,792" X "18,792"
FOX ENTMT GROUP INC CL A 35138T107 323 "12,000" X "12,000"
FRANCHISE FIN CORP AMER COM 351807102 123 "5,600" X "5,600"
FRANKLIN RES INC COM 354613101 "2,004" "49,330" X "49,330"
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 616 "34,367" X "34,367"
FREQUENCY ELECTRS INC COM 358010106 96 "11,675" X "11,675"
FRONTIER CORPORATION COM 35906P105 "1,971" "33,400" X "33,400"
FRONTIER INS GROUP INC NEW COM 359081106 99 "6,420" X "6,420"
FUISZ TECHNOLOGIES LTD COM 359536109 32 "9,600" X "9,600"
FULLER H B CO COM 359694106 246 "3,600" X "3,600"
FURNITURE BRANDS INTL I NC COM 360921100 343 "12,300" X "12,300"
FURON CO COM 361106107 163 "8,600" X "8,600"
G & K SVCS INC CL A 361268105 225 "4,300" X "4,300"
GATX CORP COM 361448103 365 "9,600" X "9,600"
GPU INC COM 36225X100 "1,029" "24,400" X "24,400"
GTE CORP COM 362320103 "15,122" "199,800" X "199,800"
GALILEO INTERNATIONAL I NC COM 363547100 668 "12,500" X "12,500"
GALLAGHER ARTHUR J & CO COM 363576109 208 "4,200" X "4,200"
GANNETT INC COM 364730101 "4,083" "57,200" X "57,200"
GAP INC DEL COM 364760108 "8,797" "174,638" X "174,638"
GARTNER GROUP INC NEW COM 366651107 232 "11,300" X "11,300"
GATEWAY INC COM 367626108 "1,682" "28,500" X "28,500"
GAYLORD ENTMT CO NEW COM 367905106 99 "3,295" X "3,295"
GAYLORD CONTAINER CORP CL A 368145108 161 "20,300" X "20,300"
GENERAL DATACOMM INDS I NC COM 369487103 41 "15,700" X "15,700"
GENERAL DYNAMICS CORP COM 369550108 "1,651" "24,100" X "24,100"
GENERAL ELEC CO COM 369604103 "77,285" "683,936" X "683,936"
GENERAL EMPLOYMENT ENTE RPRISES COM 369730106 57 "10,329" X "10,329"
GENERAL GROWTH PPTYS IN C COM 370021107 153 "4,300" X "4,300"
GENERAL INSTR CORP DEL COM 370120107 "1,432" "33,700" X "33,700"
GENERAL MLS INC COM 370334104 "2,442" "30,377" X "30,377"
GENERAL MTRS CORP COM 370442105 "9,742" "147,600" X "147,600"
GENERAL MTRS CORP CL H NEW 370442832 895 "15,916" X "15,916"
GENERAL NUTRITION COS I NC COM 37047F103 203 "8,700" X "8,700"
GENTEX CORP COM 371901109 196 "7,000" X "7,000"
GENUINE PARTS CO COM 372460105 "1,157" "33,062" X "33,062"
GENZYME CORP COM GENL DIV 372917104 437 "9,000" X "9,000"
GEORGIA PAC CORP COM GA PAC GRP 373298108 "1,786" "37,700" X "37,700"
GEORGIA PAC CORP COM-TIMBER GRP 373298702 283 "11,200" X "11,200"
GETTY PETE MARKETING IN C COM 374292100 12 "4,022" X "4,022"
GETTY RLTY CORP NEW COM 374297109 58 "4,022" X "4,022"
GIBSON GREETINGS INC COM 374827103 40 "6,300" X "6,300"
GILEAD SCIENCES INC COM 375558103 193 "3,700" X "3,700"
GILLETTE CO COM 375766102 "9,275" "226,230" X "226,230"
GLATFELTER P H CO COM 377316104 126 "8,600" X "8,600"
GLENAYRE TECHNOLOGIES I NC COM 377899109 43 "11,950" X "11,950"
GLOBAL INDL TECHNOLOGIE S INC COM 379335102 40 "3,320" X "3,320"
GLOBAL INDS LTD COM 379336100 219 "17,100" X "17,100"
GLOBAL MARINE INC COM 379352404 350 "22,700" X "22,700"
GLOBAL TELESYSTEMS GROU P COM 37936U104 616 "7,600" X "7,600"
GOLDEN ST BANCORP INC COM 381197102 409 "18,600" X "18,600"
GOLDEN WEST FINL CORP D EL COM 381317106 "1,470" "15,000" X "15,000"
GOLDMAN SACHS GROUP INC COM 38141G104 462 "6,400" X "6,400"
GOLF TR AMER INC COM 38168B103 269 "11,000" X "11,000"
GOODRICH B F CO COM 382388106 571 "13,430" X "13,430"
GOODYEAR TIRE & RUBR CO COM 382550101 "1,864" "31,700" X "31,700"
GOODYS FAMILY CLOTHING INC COM 382588101 57 "5,000" X "5,000"
GO2NET INC COM 383486107 368 "4,000" X "4,000"
GRACE W R & CO DEL NEW COM 38388F108 658 "35,800" X "35,800"
GRACO INC COM 384109104 199 "6,775" X "6,775"
GRAINGER W W INC COM 384802104 "1,065" "19,800" X "19,800"
GRANITE CONSTR INC COM 387328107 186 "6,350" X "6,350"
GREAT ATLANTIC & PAC TE A INC COM 390064103 240 "7,100" X "7,100"
GREAT LAKES CHEM CORP COM 390568103 419 "9,100" X "9,100"
GREENPOINT FINL CORP COM 395384100 407 "12,400" X "12,400"
GREY WOLF INC COM 397888108 40 "16,000" X "16,000"
GTECH HLDGS CORP COM 400518106 134 "5,700" X "5,700"
GUIDANT CORP COM 401698105 "3,812" "74,100" X "74,100"
GULFSTREAM AEROSPACE CO RP COM 402734107 588 "8,700" X "8,700"
GYMBOREE CORP COM 403777105 66 "6,300" X "6,300"
HCIA INC COM 403908106 16 "1,800" X "1,800"
HCC INS HLDGS INC COM 404132102 143 "6,300" X "6,300"
HCR MANOR CARE INC COM 404134108 504 "20,850" X "20,850"
HRPT PPTYS TR COM SH BEN INT 40426W101 224 "14,600" X "14,600"
HSB GROUP INC COM 40428N109 257 "6,250" X "6,250"
HADCO CORP COM 404681108 350 "8,800" X "8,800"
HALLIBURTON CO COM 406216101 "4,196" "92,732" X "92,732"
HALTER MARINE GROUP INC COM 40642Y105 50 "7,496" X "7,496"
HAMBRECHT & QUIST GROUP INC COM 406545103 230 "6,200" X "6,200"
HANCOCK FABRICS INC COM 409900107 6 "1,332" X "1,332"
HANDLEMAN CO DEL COM 410252100 88 "7,425" X "7,425"
HANNA M A CO COM 410522106 132 "8,050" X "8,050"
HANNAFORD BROS CO COM 410550107 177 "3,300" X "3,300"
HARCOURT GEN INC COM 41163G101 624 "12,111" X "12,111"
HARKEN ENERGY CORP COM 412552101 39 "24,100" X "24,100"
HARLEY DAVIDSON INC COM 412822108 "1,055" "19,400" X "19,400"
HARMAN INTL INDS INC COM 413086109 231 "5,240" X "5,240"
HARNISCHFEGER INDS INC COM 413345109 17 "8,500" X "8,500"
HARRAHS ENTMT INC COM 413619107 662 "30,100" X "30,100"
HARRIS CORP DEL COM 413875105 631 "16,100" X "16,100"
HARSCO CORP COM 415864107 125 "3,900" X "3,900"
HARTE-HANKS INC COM 416196103 214 "7,900" X "7,900"
HARTFORD FINL SVCS GROU P INC COM 416515104 "2,747" "47,100" X "47,100"
HARTFORD LIFE INC CL A 416592103 205 "3,900" X "3,900"
HASBRO INC COM 418056107 "1,222" "43,725" X "43,725"
HAVERTY FURNITURE INC COM 419596101 146 "4,150" X "4,150"
HAWAIIAN ELEC INDUSTRIE S COM 419870100 181 "5,100" X "5,100"
HEALTHSOUTH CORP COM 421924101 "1,265" "84,676" X "84,676"
HEALTH MGMT ASSOC INC N EW CL A 421933102 446 "39,602" X "39,602"
HEALTHEON CORP COM 422209106 431 "5,600" X "5,600"
HEARST-ARGYLE TELEVISIO N INC COM 422317107 181 "7,557" X "7,557"
HECLA MNG CO COM 422704106 54 "26,100" X "26,100"
HEILIG MEYERS CO COM 422893107 76 "11,150" X "11,150"
HEINZ H J CO COM 423074103 "4,040" "80,600" X "80,600"
HELLER FINANCIAL INC CL A 423328103 195 "7,000" X "7,000"
HELMERICH & PAYNE INC COM 423452101 276 "11,600" X "11,600"
HENRY JACK & ASSOC INC COM 426281101 54 "1,381" X "1,381"
HERCULES INC COM 427056106 771 "19,600" X "19,600"
HERSHEY FOODS CORP COM 427866108 "1,645" "27,700" X "27,700"
HERTZ CORP CL A 428040109 192 "3,100" X "3,100"
HEWLETT PACKARD CO COM 428236103 "20,519" "204,174" X "204,174"
HIBERNIA CORP CL A 428656102 284 "18,126" X "18,126"
HIGHWOODS PPTYS INC COM 431284108 236 "8,600" X "8,600"
HILB ROGAL & HAMILTON C O COM 431294107 54 "2,400" X "2,400"
HILLENBRAND INDS INC COM 431573104 298 "6,900" X "6,900"
HILTON HOTELS CORP COM 432848109 685 "48,300" X "48,300"
HISPANIC BROADCASTING C ORP CL A 43357B104 561 "7,400" X "7,400"
HOLLINGER INTL INC CL A 435569108 124 "10,400" X "10,400"
HOLLYWOOD PK INC NEW COM 436255103 63 "3,700" X "3,700"
HOME DEPOT INC COM 437076102 "20,270" "314,562" X "314,562"
HOMESTAKE MNG CO COM 437614100 379 "46,349" X "46,349"
HON INDS INC COM 438092108 280 "9,600" X "9,600"
HONEYWELL INC COM 438506107 "3,349" "28,900" X "28,900"
HORACE MANN EDUCATORS C ORP NEW COM 440327104 133 "4,900" X "4,900"
HORMEL FOODS CORP COM 440452100 302 "7,500" X "7,500"
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 114 "4,200" X "4,200"
HOST MARRIOTT CORP NEW COM 44107P104 303 "25,543" X "25,543"
HOUGHTON MIFFLIN CO COM 441560109 301 "6,400" X "6,400"
HOUSEHOLD INTL INC COM 441815107 "4,665" "98,477" X "98,477"
HUBBELL INC CL B 443510201 396 "8,732" X "8,732"
HUDSON TECHNOLOGIES INC COM 444144109 7 "2,900" X "2,900"
HUDSON UNITED BANCORP COM 444165104 309 "10,103" X "10,103"
HUMANA INC COM 444859102 427 "33,000" X "33,000"
HUMAN GENOME SCIENCES I NC COM 444903108 162 "4,100" X "4,100"
HUNT J B TRANS SVCS INC COM 445658107 136 "8,400" X "8,400"
HUNTINGTON BANCSHARES I NC COM 446150104 "1,643" "46,953" X "46,953"
HUSSMANN INTL INC COM 448110106 117 "7,050" X "7,050"
ICN PHARMACEUTICALS INC NEW COM 448924100 321 "9,970" X "9,970"
HYPERION SOLUTIONS CORP COM 44914M104 125 "7,000" X "7,000"
IBP INC COM 449223106 943 "39,700" X "39,700"
ICG COMMUNICATIONS INC COM 449246107 143 "6,700" X "6,700"
ICOS CORP COM 449295104 335 "8,200" X "8,200"
IDEC PHARMACEUTICALS CO RP COM 449370105 116 "1,500" X "1,500"
IHOP CORP COM 449623107 207 "8,600" X "8,600"
IMC GLOBAL INC COM 449669100 557 "31,609" X "31,609"
IPC COMMUNICATIONS INC COM NEW 44980K206 752 "10,900" X "10,900"
IMS HEALTH INC COM 449934108 "2,285" "73,116" X "73,116"
ITI TECHNOLOGIES INC COM 450564109 52 "2,300" X "2,300"
IXC COMMUNICATIONS INC COM 450713102 216 "5,500" X "5,500"
ITT INDS INC IND COM 450911102 743 "19,500" X "19,500"
IDACORP INC COM 451107106 167 "5,300" X "5,300"
IDEXX LABS INC COM 45168D104 191 "8,200" X "8,200"
IKON OFFICE SOLUTIONS I NC COM 451713101 433 "28,870" X "28,870"
ILLINOIS TOOL WKS INC COM 452308109 "3,993" "48,700" X "48,700"
ILLINOVA CORP COM 452317100 259 "9,500" X "9,500"
IMATION CORP COM 45245A107 346 "13,930" X "13,930"
IMMULOGIC PHARMACEUTICA L CORP COM 45252R100 49 "26,300" X "26,300"
IMMUNEX CORP NEW COM 452528102 "1,249" "9,800" X "9,800"
IMPERIAL BANCORP COM 452556103 135 "6,795" X "6,795"
IMPERIAL CR INDS INC COM 452729106 45 "6,400" X "6,400"
IMPERIAL SUGAR CO NEW COM 453096109 84 "12,165" X "12,165"
INCO LTD COM 453258402 243 "13,500" X "13,500"
INDEPENDENT BANK CORP M ASS COM 453836108 186 "11,800" X "11,800"
INDYMAC MTG HLDGS INC COM 456607100 267 "16,700" X "16,700"
INFINITY BROADCASTING C P NEW CL A 45662S102 390 "13,100" X "13,100"
INFORMIX CORP COM 456779107 193 "22,600" X "22,600"
INFOSEEK CORP COM 45678M107 331 "6,900" X "6,900"
INFOSPACE COM INC COM 45678T102 207 "4,400" X "4,400"
INGERSOLL RAND CO COM 456866102 "2,007" "31,050" X "31,050"
INGRAM MICRO INC CL A 457153104 144 "5,600" X "5,600"
INKTOMI CORP COM 457277101 592 "4,500" X "4,500"
INNKEEPERS USA TR COM 4576J0104 142 "14,200" X "14,200"
INPUT/OUTPUT INC COM 457652105 73 "9,600" X "9,600"
INTEGRA INC COM 45811M105 34 "26,200" X "26,200"
INTEGRATED DEVICE TECHN OLOGY COM 458118106 208 "19,150" X "19,150"
INTEGRATED HEALTH SVCS INC COM 45812C106 59 "7,400" X "7,400"
INTEGRATED SYS INC COM 45812M104 85 "7,200" X "7,200"
INTEL CORP COM 458140100 "42,263" "710,300" X "710,300"
INTERIM SVCS INC COM 45868P100 175 "8,500" X "8,500"
INTERGRAPH CORP COM 458683109 81 "10,500" X "10,500"
INTERMEDIA COMMUNICATIO NS INC COM 458801107 348 "11,600" X "11,600"
INTERMET CORP COM 45881K104 148 "9,800" X "9,800"
INTERNATIONAL BUSINESS MACHS COM 459200101 "49,128" "380,100" X "380,100"
INTERNATIONAL FLAVORS&F RAGRANC COM 459506101 "1,034" "23,300" X "23,300"
INTERNATIONAL HOME FOOD S INC COM 459655106 308 "16,700" X "16,700"
INTERNATIONAL GAME TECH NOLOGY COM 459902102 218 "11,800" X "11,800"
INTERNATIONAL NETWORK S VCS COM 460053101 333 "8,250" X "8,250"
INTL PAPER CO COM 460146103 "4,134" "81,871" X "81,871"
INTERNATIONAL RECTIFIER CORP COM 460254105 176 "13,200" X "13,200"
INTERPOOL INC COM 46062R108 141 "10,850" X "10,850"
INTERPUBLIC GROUP COS I NC COM 460690100 "2,339" "27,000" X "27,000"
INTERSTATE BAKERIES COR P DEL COM 46072H108 191 "8,500" X "8,500"
INTERWEST BANCORP INC COM 460931108 155 "6,200" X "6,200"
INTIMATE BRANDS INC CL A 461156101 "1,224" "25,830" X "25,830"
INTUIT COM 461202103 649 "7,200" X "7,200"
INVESTORS FINL SERVICES CORP COM 461915100 150 "3,742" X "3,742"
IOMEGA CORP COM 462030107 176 "35,700" X "35,700"
IPALCO ENTERPRISES INC COM 462613100 242 "11,400" X "11,400"
I2 TECHNOLOGIES INC COM 465754109 366 "8,500" X "8,500"
IVAX CORP COM 465823102 203 "14,400" X "14,400"
JB OXFORD HLDGS INC COM 466107109 301 "21,300" X "21,300"
JSB FINANCIAL INC COM 46624M100 193 "3,800" X "3,800"
JABIL CIRCUIT INC COM 466313103 406 "9,000" X "9,000"
JACOBS ENGR GROUP INC D EL COM 469814107 258 "6,800" X "6,800"
JEFFERSON PILOT CORP COM 475070108 "1,557" "23,518" X "23,518"
JOHN NUVEEN CO CL A 478035108 184 "4,300" X "4,300"
JOHNS MANVILLE CORP NEW COM 478129109 165 "12,700" X "12,700"
JOHNSON & JOHNSON COM 478160104 "27,765" "283,316" X "283,316"
JOHNSON CTLS INC COM 478366107 "1,171" "16,900" X "16,900"
JONES APPAREL GROUP INC COM 480074103 487 "14,207" X "14,207"
JONES INTERCABLE INC CL A 480206200 191 "3,900" X "3,900"
JONES PHARMA INC COM 480236108 276 "7,000" X "7,000"
JOSTENS INC COM 481088102 234 "11,100" X "11,100"
KLA-TENCORP CORP COM 482480100 "1,103" "17,000" X "17,000"
K MART CORP COM 482584109 "2,046" "124,500" X "124,500"
KN ENERGY INC COM 482620101 132 "9,900" X "9,900"
KANSAS CITY PWR & LT CO COM 485134100 196 "7,700" X "7,700"
KANSAS CITY SOUTHN INDS INC COM 485170104 "1,417" "22,200" X "22,200"
KAUFMAN & BROAD HOME CO RP COM 486168107 344 "13,848" X "13,848"
KAYDON CORP COM 486587108 134 "4,000" X "4,000"
KEANE INC COM 486665102 188 "8,300" X "8,300"
KEEBLER FOODS CO COM 487256109 222 "7,300" X "7,300"
KELLOGG CO COM 487836108 "2,574" "78,000" X "78,000"
KELLEY OIL & GAS CORP COM 487906109 4 "20,000" X "20,000"
KELLWOOD CO COM 488044108 73 "2,700" X "2,700"
KELLY SVCS INC CL A 488152208 179 "5,585" X "5,585"
KEMET CORP COM 488360108 142 "6,200" X "6,200"
KENNAMETAL INC COM 489170100 174 "5,600" X "5,600"
KERR MCGEE CORP COM 492386107 981 "19,545" X "19,545"
KEYCORP NEW COM 493267108 "3,055" "95,092" X "95,092"
KEYSTONE FINANCIAL INC COM 493482103 118 "4,000" X "4,000"
KILROY RLTY CORP COM 49427F108 194 "8,000" X "8,000"
KIMBALL INTL INC CL B 494274103 145 "8,600" X "8,600"
KIMBERLY CLARK CORP COM 494368103 "6,882" "120,740" X "120,740"
KIMCO REALTY CORP COM 49446R109 162 "4,150" X "4,150"
KING WORLD PRODTNS INC COM 495667107 411 "11,800" X "11,800"
KNICKERBOCKER L L INC COM NEW 498859305 5 "23,000" X "23,000"
KNIGHT RIDDER INC COM 499040103 989 "18,000" X "18,000"
KNIGHT/TRIMARK GROUP IN C CL A 499067106 555 "9,200" X "9,200"
KOHLS CORP COM 500255104 "2,586" "33,500" X "33,500"
KOMAG INC COM 500453105 41 "12,500" X "12,500"
KROGER CO COM 501044101 "4,617" "165,250" X "165,250"
LG&E ENERGY CORP COM 501917108 330 "15,737" X "15,737"
LTV CORP NEW COM 501921100 129 "19,300" X "19,300"
LNR PPTY CORP COM 501940100 112 "5,250" X "5,250"
LSI LOGIC CORP COM 502161102 "1,222" "26,500" X "26,500"
LTX CORP COM 502392103 168 "12,600" X "12,600"
LA JOLLA PHARMACEUTICAL CO COM 503459109 8 "10,000" X "10,000"
LA Z BOY INC COM 505336107 324 "14,100" X "14,100"
LABOR READY INC COM NEW 505401208 322 "9,900" X "9,900"
LAFARGE CORP COM 505862102 177 "5,000" X "5,000"
LAIDLAW INC COM 50730K503 172 "23,300" X "23,300"
LAM RESH CORP COM 512807108 472 "10,100" X "10,100"
LAMAR ADVERTISING CO CL A 512815101 323 "7,900" X "7,900"
LANCASTER COLONY CORP COM 513847103 141 "4,100" X "4,100"
LASON INC COM 51808R107 268 "5,400" X "5,400"
LATTICE SEMICONDUCTOR C ORP COM 518415104 237 "3,800" X "3,800"
LAUDER ESTEE COS INC CL A 518439104 742 "14,800" X "14,800"
LAWRENCE SVGS BK MASS N EW COM 520341108 129 "13,800" X "13,800"
LEAR CORP COM 521865105 383 "7,700" X "7,700"
LEE ENTERPRISES INC COM 523768109 281 "9,200" X "9,200"
LEGATO SYS INC COM 524651106 387 "6,700" X "6,700"
LEGGETT & PLATT INC COM 524660107 601 "21,600" X "21,600"
LEGG MASON INC COM 524901105 144 "3,732" X "3,732"
LEHMAN BROS HLDGS INC COM 524908100 "2,033" "32,652" X "32,652"
LENNAR CORP COM 526057104 167 "6,950" X "6,950"
LESCO INC OHIO COM 526872106 59 "3,100" X "3,100"
LEUCADIA NATL CORP COM 527288104 253 "10,100" X "10,100"
LEVEL 3 COMMUNICATIONS INC COM 52729N100 "2,601" "43,300" X "43,300"
LEVEL ONE COMMUNICATION S INC COM 527295109 250 "5,100" X "5,100"
LEXMARK INTL GROUP INC CL A 529771107 "1,057" "16,000" X "16,000"
LIBERTY CORP S C COM 530370105 229 "4,200" X "4,200"
LIBERTY PPTY TR SH BEN INT 531172104 119 "4,800" X "4,800"
LILLY ELI & CO COM 532457108 "16,223" "226,500" X "226,500"
LIMITED INC COM 532716107 "1,473" "32,458" X "32,458"
LINCARE HLDGS INC COM 532791100 103 "4,100" X "4,100"
LINCOLN NATL CORP IND COM 534187109 "2,103" "40,200" X "40,200"
LINDSAY MFG CO COM 535555106 95 "5,400" X "5,400"
LINEAR TECHNOLOGY CORP COM 535678106 "1,318" "19,600" X "19,600"
LINENS N THINGS INC COM 535679104 39 900 X 900
LIPOSOME CO INC COM 536310105 237 "12,400" X "12,400"
LITTON INDS INC COM 538021106 402 "5,600" X "5,600"
LIZ CLAIBORNE INC COM 539320101 464 "12,700" X "12,700"
LOCKHEED MARTIN CORP COM 539830109 "3,174" "85,204" X "85,204"
LOEWS CORP COM 540424108 "2,754" "34,800" X "34,800"
LONE STAR STEAKHOUSE SA LOON COM 542307103 98 "10,100" X "10,100"
LONGS DRUG STORES CORP COM 543162101 553 "16,000" X "16,000"
LONGVIEW FIBRE CO COM 543213102 106 "6,800" X "6,800"
LOUIS DREYFUS NAT GAS C ORP COM 546011107 123 "5,700" X "5,700"
LOUISIANA PAC CORP COM 546347105 615 "25,910" X "25,910"
LOWES COS INC COM 548661107 "4,189" "73,900" X "73,900"
LUBRIZOL CORP COM 549271104 166 "5,900" X "5,900"
LUCENT TECHNOLOGIES INC COM 549463107 "42,882" "635,884" X "635,884"
LYCOS INC COM 550818108 515 "5,600" X "5,600"
LYONDELL CHEMICAL CO COM 552078107 146 "7,100" X "7,100"
M & T BK CORP COM 55261F104 385 700 X 700
MAF BANCORP INC COM 55261R108 157 "6,486" X "6,486"
MBIA INC COM 55262C100 "1,180" "18,218" X "18,218"
MBNA CORP COM 55262L100 "4,989" "162,902" X "162,902"
MCN ENERGY GROUP INC COM 55267J100 249 "11,800" X "11,800"
MCI WORLDCOM INC COM 55268B106 "33,467" "388,023" X "388,023"
MDU RES GROUP INC COM 552690109 3 150 X 150
MEMC ELECTR MATLS INC COM 552715104 94 "7,700" X "7,700"
MGIC INVT CORP WIS COM 552848103 "1,045" "22,300" X "22,300"
MGI PHARMA INC COM 552880106 137 "13,000" X "13,000"
MGM GRAND INC COM 552953101 387 "7,907" X "7,907"
MMC NETWORKS INC COM 55308N102 564 "12,600" X "12,600"
MACDERMID INC COM 554273102 251 "5,400" X "5,400"
MACK CALI RLTY CORP COM 554489104 124 "4,000" X "4,000"
MACROMEDIA INC COM 556100105 194 "5,500" X "5,500"
MADDEN STEVEN LTD COM 556269108 136 "10,000" X "10,000"
MAIL-WELL INC COM 560321200 138 "8,500" X "8,500"
MALIBU ENTMT WORLDWIDE INC COM 561182106 15 "10,600" X "10,600"
MALLINCKRODT INC NEW COM 561232109 720 "19,800" X "19,800"
MANITOWOC INC COM 563571108 101 "2,437" X "2,437"
MANPOWER INC COM 56418H100 235 "10,400" X "10,400"
MANUGISTICS GROUP INC COM 565011103 97 "6,700" X "6,700"
MARINE DRILLING COS INC COM PAR $0.01 568240204 64 "4,700" X "4,700"
MARINER POST-ACUTE NETW ORK INC COM 568459101 10 "18,180" X "18,180"
MARK IV INDS INC COM 570387100 207 "9,804" X "9,804"
MARKEL CORP COM 570535104 187 "1,000" X "1,000"
MARSH & MCLENNAN COS IN C COM 571748102 "4,307" "57,050" X "57,050"
MARSHALL & ILSLEY CORP COM 571834100 831 "12,906" X "12,906"
MARRIOTT INTL INC NEW CL A 571903202 "1,906" "51,000" X "51,000"
MARTIN MARIETTA MATLS I NC COM 573284106 266 "4,500" X "4,500"
MASCO CORP COM 574599106 "2,125" "73,600" X "73,600"
MASCOTECH INC COM 574670105 115 "6,800" X "6,800"
MASTEC INC COM 576323109 85 "3,000" X "3,000"
MATRIA HEALTHCARE INC COM 576817100 86 "11,800" X "11,800"
MATRIX SVC CO COM 576853105 42 "10,200" X "10,200"
MATTEL INC COM 577081102 "2,515" "95,142" X "95,142"
MAXIM INTEGRATED PRODS INC COM 57772K101 "1,117" "16,800" X "16,800"
MAY DEPT STORES CO COM 577778103 "2,969" "72,643" X "72,643"
MAXICARE HEALTH PLANS I NC COM NEW 577904204 40 "8,500" X "8,500"
MAYTAG CORP COM 578592107 "1,338" "19,200" X "19,200"
MCCORMICK & CO INC COM NON VTG 579780206 287 "9,100" X "9,100"
MCDERMOTT INTL INC COM 580037109 548 "19,400" X "19,400"
MCDONALDS CORP COM 580135101 "11,394" "275,796" X "275,796"
MCGRAW HILL COS INC COM 580645109 "1,980" "36,700" X "36,700"
MCKESSON HBOC INC COM 58155Q103 "1,852" "57,649" X "57,649"
MCLEODUSA INC COM 582266102 385 "7,000" X "7,000"
MCWHORTER TECHNOLOGIES INC COM 582803102 38 "2,600" X "2,600"
MEAD CORP COM 582834107 797 "19,100" X "19,100"
MEDAPHIS CORP COM 584028104 74 "12,800" X "12,800"
MEDIAONE GROUP INC COM 58440J104 "9,184" "123,483" X "123,483"
MEDIA GEN INC CL A 584404107 173 "3,400" X "3,400"
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 152 "6,000" X "6,000"
MEDIMMUNE INC COM 584699102 447 "6,600" X "6,600"
MEDITRUST CORP PAIRED CTF NEW 58501T306 256 "19,617" X "19,617"
MEDPARTNERS INC NEW COM 58503X107 196 "25,979" X "25,979"
MEDTRONIC INC COM 585055106 "9,079" "116,579" X "116,579"
MELLON BK CORP COM 585509102 "4,023" "110,592" X "110,592"
MENTOR CORP MINN COM 587188103 356 "19,100" X "19,100"
MENTOR GRAPHICS CORP COM 587200106 129 "10,100" X "10,100"
MERCANTILE BANCORPORATI ON INC COM 587342106 "1,926" "33,712" X "33,712"
MERCANTILE BANKSHARES C ORP COM 587405101 309 "8,725" X "8,725"
MERCK & CO INC COM 589331107 "35,508" "479,836" X "479,836"
MERCURY GENL CORP NEW COM 589400100 184 "5,400" X "5,400"
MEREDITH CORP COM 589433101 270 "7,800" X "7,800"
MERIDIAN DATA INC COM 589601103 105 "12,000" X "12,000"
MERISTAR HOSPITALITY CO RP COM 58984Y103 140 "6,230" X "6,230"
MERITOR AUTOMOTIVE INC COM 59000G100 195 "7,666" X "7,666"
MERRILL CORP COM 590175105 91 "6,300" X "6,300"
MERRILL LYNCH & CO INC COM 590188108 "6,163" "77,100" X "77,100"
METHODE ELECTRS INC CL A 591520200 58 "2,550" X "2,550"
METRIS COS INC COM 591598107 304 "7,464" X "7,464"
METRO GOLDWYN MAYER INC COM 591610100 162 "8,900" X "8,900"
METROMEDIA FIBER NETWOR K INC CL A 591689104 697 "19,400" X "19,400"
METROMEDIA INTL GROUP I NC COM 591695101 52 "6,900" X "6,900"
MICHAELS STORES INC COM 594087108 25 800 X 800
MICROSOFT CORP COM 594918104 "91,062" "1,009,700" X 1 ",009,700"
MICROAGE INC COM 594928103 22 "5,800" X "5,800"
MICRO WHSE INC COM 59501B105 198 "11,100" X "11,100"
MICROCHIP TECHNOLOGY IN C COM 595017104 431 "9,100" X "9,100"
MICRON ELECTRONICS INC COM 595100108 92 "9,100" X "9,100"
MICRON TECHNOLOGY INC COM 595112103 "1,959" "48,600" X "48,600"
MID ATLANTIC MED SVCS I NC COM 59523C107 95 "9,600" X "9,600"
MIDAMERICAN ENERGY HLDG S NEW COM 59562V107 222 "6,400" X "6,400"
MIDLAND CO COM 597486109 223 "8,800" X "8,800"
MIDWAY GAMES INC COM 598148104 44 "3,418" X "3,418"
MILLENNIUM PHARMACEUTIC ALS INC COM 599902103 61 "1,700" X "1,700"
MILLENNIUM CHEMICALS IN C COM 599903101 174 "7,400" X "7,400"
MILLER EXPL CO COM 600533103 33 "14,900" X "14,900"
MILLER HERMAN INC COM 600544100 288 "13,700" X "13,700"
MILLIPORE CORP COM 601073109 410 "10,100" X "10,100"
MINDSPRING ENTERPRISES INC COM 602683104 275 "6,200" X "6,200"
MINE SAFETY APPLIANCES CO COM 602720104 70 "1,100" X "1,100"
MINERALS TECHNOLOGIES I NC COM 603158106 117 "2,100" X "2,100"
MINIMED INC COM 60365K108 369 "4,800" X "4,800"
MINNESOTA MNG & MFG CO COM 604059105 "7,155" "82,300" X "82,300"
MINNESOTA PWR INC COM 604110106 127 "6,400" X "6,400"
MIRAGE RESORTS INC COM 6.05E+108 563 "33,600" X "33,600"
MOBIL CORP COM 607059102 "15,632" "157,900" X "157,900"
MODINE MFG CO COM 607828100 104 "3,200" X "3,200"
MODIS PROFESSIONAL SVCS INC COM 607830106 343 "24,944" X "24,944"
MOHAWK INDS INC COM 608190104 292 "9,602" X "9,602"
MOLEX INC COM 608554101 563 "15,210" X "15,210"
MONSANTO CO COM 611662107 "5,091" "129,100" X "129,100"
MONTANA POWER CO COM 612085100 564 "8,000" X "8,000"
MORGAN J P & CO INC COM 616880100 "5,648" "40,200" X "40,200"
MORGAN STANLEY DEAN WIT TER&CO COM NEW 617446448 "12,315" "120,142" X "120,142"
MORRISON HEALTH CARE IN C COM 61841L108 259 "10,343" X "10,343"
MOTOROLA INC COM 620076109 "11,559" "122,000" X "122,000"
MUELLER INDS INC COM 624756102 319 "9,400" X "9,400"
MURPHY OIL CORP COM 626717102 434 "8,900" X "8,900"
MYERS INDS INC COM 628464109 219 "10,961" X "10,961"
MYLAN LABS INC COM 628530107 492 "18,550" X "18,550"
NBTY INC COM 628782104 27 "4,200" X "4,200"
NCH CORP COM 628850109 74 "1,500" X "1,500"
NCO GROUP INC COM 628858102 211 "5,550" X "5,550"
NCR CORP NEW COM 6.29E+112 "1,150" "23,561" X "23,561"
NL INDS INC COM NEW 629156407 103 "9,280" X "9,280"
NTL INC COM 629407107 735 "8,533" X "8,533"
NYMAGIC INC COM 629484106 62 "4,000" X "4,000"
NABISCO GROUP HLDG CORP COM 62952P102 "1,494" "76,386" X "76,386"
NABISCO HLDGS CORP CL A 629526104 225 "5,200" X "5,200"
NABORS INDS INC COM 629568106 360 "14,722" X "14,722"
NACCO INDS INC CL A 629579103 228 "3,100" X "3,100"
NALCO CHEM CO COM 629853102 571 "11,000" X "11,000"
NATIONAL CITY CORP COM 635405103 "4,661" "71,158" X "71,158"
NATIONAL COMM BANCORP COM 635449101 158 "7,200" X "7,200"
NATIONAL DATA CORP COM 635621105 180 "4,200" X "4,200"
NATIONAL FUEL GAS CO N J COM 636180101 243 "5,000" X "5,000"
NATIONAL-OILWELL INC COM 637071101 74 "5,800" X "5,800"
NATIONAL SEMICONDUCTOR CORP COM 637640103 826 "32,637" X "32,637"
NATIONAL SVC INDS INC COM 637657107 331 "9,201" X "9,201"
NATIONAL STL CORP CL B 637844309 1 100 X 100
NATIONWIDE FINL SVCS IN C CL A 638612101 240 "5,300" X "5,300"
NATIONWIDE HEALTH PPTYS INC COM 638620104 116 "6,100" X "6,100"
NAUTICA ENTERPRISES INC COM 639089101 132 "7,850" X "7,850"
NAVISTAR INTL CORP NEW COM 6.39E+112 677 "13,530" X "13,530"
NEIMAN MARCUS GROUP INC COM 640204103 149 "5,786" X "5,786"
NETWORKS ASSOCS INC COM 640938106 251 "17,064" X "17,064"
NETWORK APPLIANCE INC COM 64120L104 765 "13,700" X "13,700"
NETWORK COMPUTING DEVIC ES INC COM 64120N100 70 "14,500" X "14,500"
NETWORK EQUIP TECHNOLOG IES COM 641208103 84 "8,500" X "8,500"
NEW CENTURY ENERGIES IN C COM 64352U103 808 "20,820" X "20,820"
NEW ENGLAND BUSINESS SV C INC COM 643872104 219 "7,100" X "7,100"
NEW ENGLAND ELEC SYS COM 644001109 401 "8,000" X "8,000"
NEW PLAN EXCEL RLTY TR INC COM 648053106 135 "7,500" X "7,500"
NEW YORK TIMES CO CL A 650111107 "1,429" "38,820" X "38,820"
NEWELL RUBBERMAID INC COM 651229106 "2,938" "63,181" X "63,181"
NEWFIELD EXPL CO COM 651290108 176 "6,200" X "6,200"
NEWHALL LAND & FARMING CO CAL DEPOSITARY REC 651426108 153 "6,200" X "6,200"
NEWMONT MINING CORP COM 651639106 647 "32,557" X "32,557"
NEWPARK RES INC COM PAR $.01NE 651718504 86 "9,700" X "9,700"
NEWPORT NEWS SHIPBUILDI NG INC COM 652228107 242 "8,200" X "8,200"
NEXTEL COMMUNICATIONS I NC CL A 65332V103 "2,670" "53,198" X "53,198"
NEXSTAR PHARMACEUTICALS INC COM 65333B106 223 "11,164" X "11,164"
NEXTLINK COMMUNICATIONS INC CL A 65333H707 379 "5,100" X "5,100"
NIAGARA MOHAWK HLDGS IN C COM 653520106 916 "57,000" X "57,000"
NIELSEN MEDIA RESH INC COM NEW 653929307 148 "5,069" X "5,069"
NICOR INC COM 654086107 365 "9,600" X "9,600"
NIKE INC CL B 654106103 "3,128" "49,400" X "49,400"
NISOURCE INC COM 65473P105 343 "13,290" X "13,290"
NOBLE AFFILIATES INC COM 654894104 203 "7,200" X "7,200"
NOBLE DRILLING CORP COM 655042109 364 "18,500" X "18,500"
NORDSON CORP COM 655663102 190 "3,100" X "3,100"
NORDSTROM INC COM 655664100 "1,092" "32,600" X "32,600"
NORFOLK SOUTHERN CORP COM 655844108 "2,302" "76,400" X "76,400"
NORTEL NETWORKS CORP COM 656569100 "4,062" "46,795" X "46,795"
NORTH CAROLINA NAT GAS CORP COM 658221106 241 "7,050" X "7,050"
NORTH FORK BANCORPORATI ON NY COM 659424105 426 "19,984" X "19,984"
NORTHEAST UTILS COM 664397106 343 "19,400" X "19,400"
NORTHN STS PWR CO MINN COM 665772109 699 "28,900" X "28,900"
NORTHERN TR CORP COM 665859104 "2,047" "21,100" X "21,100"
NORTHPOINT COMMUNICATIO NS HLDG COM 666610100 365 "10,000" X "10,000"
NORTHROP GRUMMAN CORP COM 666807102 993 "14,978" X "14,978"
NORTHWEST AIRLS CORP CL A 667280101 283 "8,700" X "8,700"
NOVA CORP GA COM 669784100 232 "9,260" X "9,260"
NOVACARE CORP COM 669930109 17 "11,400" X "11,400"
NOVELL INC COM 670006105 "1,884" "71,100" X "71,100"
NOVELLUS SYS INC COM 670008101 341 "5,000" X "5,000"
NUCOR CORP COM 670346105 930 "19,600" X "19,600"
OGE ENERGY CORP COM 670837103 235 "9,900" X "9,900"
OAKLEY INC COM 673662102 71 "10,000" X "10,000"
OAKWOOD HOMES CORP COM 674098108 77 "5,900" X "5,900"
OBJECTSHARE INC COM 674426101 13 "18,700" X "18,700"
OCCIDENTAL PETE CORP DE L COM 674599105 "1,464" "69,302" X "69,302"
OCEAN ENERGY INC TEX COM 6.75E+110 187 "19,438" X "19,438"
OCEANEERING INTL INC COM 675232102 105 "6,500" X "6,500"
OFFICEMAX INC COM 67622M108 205 "17,100" X "17,100"
OFFICE DEPOT INC COM 676220106 "2,016" "91,362" X "91,362"
OGDEN CORP COM 676346109 244 "9,055" X "9,055"
OHIO CAS CORP COM 677240103 130 "3,600" X "3,600"
OLD KENT FINL CORP COM 679833103 556 "13,267" X "13,267"
OLD NATL BANCORP IND COM 680033107 144 "4,779" X "4,779"
OLD REP INTL CORP COM 680223104 267 "15,405" X "15,405"
OLIN CORP COM PAR $1 680665205 112 "8,500" X "8,500"
OLSTEN CORP COM 681385100 52 "8,300" X "8,300"
OMNICARE INC COM 681904108 142 "11,279" X "11,279"
OMNICOM GROUP INC COM 681919106 "2,779" "34,740" X "34,740"
OMEGA HEALTHCARE INVS I NC COM 681936100 139 "5,400" X "5,400"
OMNIPOINT CORP COM 68212D102 220 "7,600" X "7,600"
ON COMMAND CORP COM 682160106 204 "11,600" X "11,600"
ONE VALLEY BANCORP INC COM 682419106 152 "4,065" X "4,065"
ONEOK INC NEW COM 682680103 70 "2,200" X "2,200"
ORACLE CORP COM 68389X105 "11,096" "298,892" X "298,892"
ORANGE & ROCKLAND UTILS INC COM 684065105 29 500 X 500
ORBITAL SCIENCES CORP COM 685564106 180 "7,600" X "7,600"
ORGANOGENESIS INC COM 685906109 98 "10,493" X "10,493"
O REILLY AUTOMOTIVE INC COM 686091109 257 "5,100" X "5,100"
ORION CAP CORP COM 686268103 140 "3,912" X "3,912"
ORTHODONTIC CTRS AMER I NC COM 68750P103 120 "8,500" X "8,500"
OTTER TAIL PWR CO COM 689648103 158 "4,100" X "4,100"
OUTBACK STEAKHOUSE INC COM 689899102 212 "5,400" X "5,400"
OUTDOOR SYS INC COM 690057104 644 "17,637" X "17,637"
OWENS CORNING COM 69073F103 856 "24,900" X "24,900"
OWENS ILL INC COM NEW 690768403 945 "28,900" X "28,900"
OXFORD HEALTH PLANS INC COM 691471106 154 "9,900" X "9,900"
P-COM INC COM 693262107 64 "12,200" X "12,200"
PECO ENERGY CO COM 693304107 "2,154" "51,200" X "51,200"
PG&E CORP COM 69331C108 "2,817" "86,690" X "86,690"
PE CORP COM PE BIO GRP 69332S102 "1,106" "9,635" X "9,635"
PMC-SIERRA INC COM 69344F106 212 "3,600" X "3,600"
PMI GROUP INC COM 69344M101 289 "4,600" X "4,600"
PNC BK CORP COM 693475105 "4,234" "73,467" X "73,467"
P P & L RES INC COM 693499105 969 "31,500" X "31,500"
PPG INDS INC COM 693506107 "2,303" "39,000" X "39,000"
PACCAR INC COM 693718108 824 "15,430" X "15,430"
PACIFIC CENTY FINL CORP COM 694058108 178 "8,250" X "8,250"
PACIFIC SUNWEAR CALIF I NC COM 694873100 283 "11,625" X "11,625"
PACIFICARE HEALTH SYS D EL CL A 695112102 282 "3,923" X "3,923"
PACIFICORP COM 695114108 "1,061" "57,724" X "57,724"
PAGING NETWORK INC COM 695542100 78 "16,200" X "16,200"
PAINE WEBBER GROUP INC COM 695629105 "1,315" "28,125" X "28,125"
PAIRGAIN TECHNOLOGIES I NC COM 695934109 179 "15,600" X "15,600"
PALL CORP COM 696429307 543 "24,463" X "24,463"
PANAMSAT CORP NEW COM 697933109 230 "5,900" X "5,900"
PANERA BREAD CO CL A 69840W108 50 "7,900" X "7,900"
PAPA JOHNS INTL INC COM 698813102 183 "4,100" X "4,100"
PARAGON TRADE BRANDS IN C COM 69912K107 2 "2,900" X "2,900"
PARAMETRIC TECHNOLOGY C ORP COM 699173100 741 "53,415" X "53,415"
PARK PL ENTMT CORP COM 700690100 292 "30,100" X "30,100"
PARKER DRILLING CO COM 701081101 22 "6,600" X "6,600"
PARKER HANNIFIN CORP COM 701094104 997 "21,800" X "21,800"
PARLUX FRAGRANCES INC COM 701645103 32 "18,100" X "18,100"
PAXAR CORP COM 704227107 113 "12,522" X "12,522"
PAYCHEX INC COM 704326107 "1,528" "47,931" X "47,931"
PAYLESS SHOESOURCE INC COM 704379106 290 "5,419" X "5,419"
PEC ISRAEL ECONOMIC COR P COM 705098101 208 "6,600" X "6,600"
PENNCORP FINL GROUP INC COM 708094107 2 "4,600" X "4,600"
PENNEY J C INC COM 708160106 "2,672" "55,031" X "55,031"
PENNZOIL-QUAKER STATE C OMPANY COM 709323109 189 "12,570" X "12,570"
PENSKE MOTORSPORTS INC COM 709598106 268 "5,400" X "5,400"
PENTAIR INC COM 709631105 239 "5,222" X "5,222"
PEOPLES BANCORP INC DEL COM 709909105 133 "13,349" X "13,349"
PEOPLES BK BRIDGEPORT C ONN COM 710198102 215 "7,064" X "7,064"
PEOPLES ENERGY CORP COM 711030106 132 "3,500" X "3,500"
PEOPLES HERITAGE FINL G ROUP COM 711147108 404 "21,480" X "21,480"
PEOPLESOFT INC COM 712713106 742 "43,000" X "43,000"
PEP BOYS MANNY MOE & JA CK COM 713278109 219 "10,134" X "10,134"
PEPSI BOTTLING GROUP IN C COM 713409100 210 "9,100" X "9,100"
PEPSICO INC COM 713448108 "11,766" "304,126" X "304,126"
PEREGRINE SYSTEMS INC COM 71366Q101 365 "14,200" X "14,200"
PERRIGO CO COM 714290103 93 "12,200" X "12,200"
PETSMART INC COM 716768106 196 "19,100" X "19,100"
PHARMACIA & UPJOHN INC COM 716941109 "3,258" "57,355" X "57,355"
PFIZER INC COM 717081103 "30,137" "274,600" X "274,600"
PHARMACEUTICAL PROD DEV INC COM 717124101 168 "6,139" X "6,139"
PHARMACEUTICAL RES INC COM 717125108 97 "11,121" X "11,121"
PHARMOS CORP COM NEW 717139208 97 "57,600" X "57,600"
PHELPS DODGE CORP COM 717265102 805 "13,000" X "13,000"
PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 258 "11,169" X "11,169"
PHILIP MORRIS COS INC COM 718154107 "19,997" "497,600" X "497,600"
PHILLIPS PETE CO COM 718507106 "2,385" "47,400" X "47,400"
PHILLIPS VAN HEUSEN COR P COM 718592108 69 "7,000" X "7,000"
PHYSICIANS SPECIALTY CO RP COM 718934102 103 "10,800" X "10,800"
PHOENIX INVT PARTNERS L TD COM 719085102 180 "19,718" X "19,718"
PHOENIX TECHNOLOGY LTD COM 719153108 136 "7,600" X "7,600"
PHYCOR INC COM 71940F100 73 "9,800" X "9,800"
PHOTRONICS INC COM 719405102 179 "7,300" X "7,300"
PIER 1 IMPORTS INC COM 720279108 148 "13,183" X "13,183"
PINNACLE WEST CAP CORP COM 723484101 483 "12,000" X "12,000"
PIONEER GROUP INC COM 723684106 152 "8,800" X "8,800"
PIONEER HI BRED INTL IN C COM 723686101 "2,029" "52,100" X "52,100"
PIONEER NAT RES CO COM 723787107 259 "23,585" X "23,585"
PITNEY BOWES INC COM 724479100 "3,682" "57,300" X "57,300"
PITTWAY CORP DEL CL A 725790208 191 "5,600" X "5,600"
PIXAR COM 725811103 630 "14,600" X "14,600"
PLACER DOME INC COM 725906101 331 "28,018" X "28,018"
PLANET HOLLYWOOD INTL I NC CL A 727025108 10 "14,200" X "14,200"
PLATINUM ENTMT INC COM 727909103 150 "19,100" X "19,100"
PLAYBOY ENTERPRISES INC CL B 728117300 53 "2,000" X "2,000"
PLEXUS CORP COM 729132100 163 "5,400" X "5,400"
POGO PRODUCING CO COM 730448107 80 "4,300" X "4,300"
POLARIS INDS INC COM 731068102 187 "4,300" X "4,300"
POLAROID CORP COM 731095105 227 "8,228" X "8,228"
POLICY MGMT SYS CORP COM 731108106 156 "5,200" X "5,200"
POMEROY COMPUTER RES COM 731822102 100 "7,175" X "7,175"
POOL ENERGY SVCS CO COM 732788104 108 "5,300" X "5,300"
POPULAR INC COM 733174106 537 "17,700" X "17,700"
POST PPTYS INC COM 737464107 160 "3,900" X "3,900"
POTLATCH CORP COM 737628107 250 "5,700" X "5,700"
POTOMAC ELEC PWR CO COM 737679100 433 "14,700" X "14,700"
POWERHOUSE TECHNOLOGIES INC COM 739323103 206 "10,600" X "10,600"
PRAXAIR INC COM 74005P104 "1,644" "33,600" X "33,600"
PRECISION CASTPARTS COR P COM 740189105 250 "5,875" X "5,875"
PREMARK INTL INC COM 740459102 572 "15,250" X "15,250"
PREMIER PKS INC COM NEW 740540208 323 "8,800" X "8,800"
PREMIERE TECHNOLOGIES I NC COM 74058F102 20 "1,700" X "1,700"
PREMISYS COMMUNICATIONS INC COM 740584107 53 "7,300" X "7,300"
PRESIDENTIAL LIFE CORP COM 740884101 175 "8,900" X "8,900"
PRICE T ROWE & ASSOCIAT ES COM 741477103 718 "18,700" X "18,700"
PRICELINE COM INC COM 741503106 "1,479" "12,800" X "12,800"
PRIMEDIA INC COM 74157K101 156 "9,200" X "9,200"
PRIMARK CORP COM 741903108 213 "7,600" X "7,600"
PRIME HOSPITALITY CORP COM 741917108 109 "9,100" X "9,100"
PRIMUS TELECOMMUNICATIO NS GRP COM 741929103 209 "9,300" X "9,300"
PRIDE INTL INC COM 741932107 104 "9,800" X "9,800"
PRISON RLTY TR COM 74264N105 113 "11,537" X "11,537"
PRIORITY HEALTHCARE COR P CL B 74264T102 171 "4,948" X "4,948"
PROCTER & GAMBLE CO COM 742718109 "25,207" "282,432" X "282,432"
PROGRESSIVE CORP OHIO COM 743315103 "1,874" "12,925" X "12,925"
PROLOGIS TR SH BEN INT 743410102 739 "36,500" X "36,500"
PROMUS HOTEL CORP NEW COM 74342P106 312 "10,053" X "10,053"
PROTECTIVE LIFE CORP COM 743674103 152 "4,600" X "4,600"
PROVIDENT AMER CORP COM 743832107 203 "7,300" X "7,300"
PROVIDENT BANKSHARES CO RP COM 743859100 157 "6,755" X "6,755"
PROVIDENT COS INC COM 743862104 909 "22,716" X "22,716"
PROVIDENT FINL GROUP IN C COM 743866105 148 "3,375" X "3,375"
PROVIDIAN FINL CORP COM 74406A102 "2,693" "28,800" X "28,800"
PSINET INC COM 74437C101 438 "10,000" X "10,000"
PSYCHEMEDICS CORP COM 744375106 126 "25,100" X "25,100"
PUBLIC SVC CO N MEX COM 744499104 129 "6,500" X "6,500"
PUBLIC SVC ENTERPRISE G ROUP COM 744573106 "1,897" "46,415" X "46,415"
PUBLIC STORAGE INC COM 74460D109 286 "10,200" X "10,200"
PUGET SOUND ENERGY INC COM 745332106 208 "8,606" X "8,606"
PULTE CORP COM 745867101 407 "17,600" X "17,600"
QLOGIC CORP COM 747277101 66 500 X 500
QUAKER OATS CO COM 747402105 "1,759" "26,500" X "26,500"
QUALCOMM INC COM 747525103 "2,153" "15,000" X "15,000"
QUANEX CORP COM 747620102 46 "1,600" X "1,600"
QUANTUM CORP COM 747906105 461 "19,100" X "19,100"
QUESTAR CORP COM 748356102 207 "10,700" X "10,700"
QUINTILES TRANSNATIONAL CORP COM 748767100 631 "15,016" X "15,016"
QUORUM HEALTH GROUP INC COM 749084109 104 "8,300" X "8,300"
R & B FALCON CORP COM 7.49E+105 179 "19,100" X "19,100"
QWEST COMMUNICATIONS IN TL INC COM 749121109 "2,226" "67,328" X "67,328"
RCN CORP COM 749361101 246 "5,900" X "5,900"
RPM INC OHIO COM 749685103 98 "6,877" X "6,877"
RF MICRODEVICES INC COM 749941100 493 "6,600" X "6,600"
RADIAN GROUP INC COM 750236101 395 "8,093" X "8,093"
RAINFOREST CAFE INC COM 75086K104 52 "10,300" X "10,300"
RAMBUS INC DEL COM 750917106 277 "3,000" X "3,000"
RALCORP HLDGS INC NEW COM 751028101 50 "3,100" X "3,100"
RALSTON PURINA CO COM RAL-PUR GP 751277302 "1,988" "65,314" X "65,314"
RATIONAL SOFTWARE CORP COM NEW 75409P202 459 "13,940" X "13,940"
RAYCHEM CORP DEL COM 754603108 648 "17,500" X "17,500"
RAYMOND JAMES FINANCIAL INC COM 754730109 145 "6,050" X "6,050"
RAYONIER INC COM 754907103 197 "3,950" X "3,950"
RAYTHEON CO CL B 755111408 "5,046" "71,700" X "71,700"
READ-RITE CORP COM 755246105 45 "7,300" X "7,300"
READERS DIGEST ASSN INC CL A NON VTG 755267101 461 "11,600" X "11,600"
REALNETWORKS INC COM 75605L104 386 "5,600" X "5,600"
RECKSON ASSOCS RLTY COR P COM 75621K106 141 "6,000" X "6,000"
REEBOK INTL LTD COM 758110100 209 "11,200" X "11,200"
REGENCY RLTY CORP COM 758939102 72 "3,300" X "3,300"
REGIONS FINL CORP COM 758940100 "1,873" "48,723" X "48,723"
REINSURANCE GROUP AMER INC COM 759351109 153 "4,350" X "4,350"
RELIANCE BANCORP INC COM 759451107 116 "4,200" X "4,200"
RELIANCE GROUP HOLDINGS INC COM 759464100 76 "10,200" X "10,200"
RELIANT ENERGY INC COM 75952J108 "1,810" "65,530" X "65,530"
RELIASTAR FINL CORP COM 75952U103 474 "10,826" X "10,826"
REMEDY CORP COM 759548100 159 "5,900" X "5,900"
RENAISSANCE WORLDWIDE I NC COM 75968A109 44 "5,500" X "5,500"
REPUBLIC N Y CORP COM 760719104 "1,527" "22,400" X "22,400"
REPUBLIC SVCS INC CL A 760759100 403 "16,300" X "16,300"
RESMED INC COM 761152107 358 "10,800" X "10,800"
RESPONSE ONCOLOGY INC COM PAR $0.01 761232305 12 "3,983" X "3,983"
REXALL SUNDOWN INC COM 761648104 83 "6,800" X "6,800"
REYNOLDS & REYNOLDS CO CL A 761695105 168 "7,200" X "7,200"
REYNOLDS METALS CO COM 761763101 926 "15,700" X "15,700"
REYNOLDS R J TOB HLDGS INC COM 76182K105 562 "17,829" X "17,829"
RHYTHMS NETCONNECTIONS INC COM 762430205 292 "5,000" X "5,000"
RIGGS NATL CORP WASH DC COM 766570105 138 "6,708" X "6,708"
RITE AID CORP COM 767754104 "1,283" "52,100" X "52,100"
ROBERT HALF INTL INC COM 770323103 293 "11,250" X "11,250"
ROCK-TENN CO CL A 772739207 123 "7,350" X "7,350"
ROCKWELL INTL CORP NEW COM 773903109 "2,387" "39,300" X "39,300"
ROHM & HAAS CO COM 775371107 "1,944" "45,343" X "45,343"
ROLLINS INC COM 775711104 86 "5,400" X "5,400"
ROLLINS TRUCK LEASING C ORP COM 775741101 147 "13,175" X "13,175"
ROSLYN BANCORP INC COM 778162107 98 "5,700" X "5,700"
ROSS STORES INC COM 778296103 343 "6,800" X "6,800"
ROSS SYS INC COM 778303107 109 "43,500" X "43,500"
ROUSE CO COM 779273101 166 "6,550" X "6,550"
ROWAN COS INC COM 779382100 350 "19,000" X "19,000"
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 "9,959" "165,300" X "165,300"
RUBY TUESDAY INC COM 781182100 132 "6,930" X "6,930"
RUDDICK CORP COM 781258108 224 "11,200" X "11,200"
RUSSELL CORP COM 782352108 168 "8,600" X "8,600"
RYANS FAMILY STEAK HOUS E INC COM 783519101 149 "12,800" X "12,800"
RYDER SYS INC COM 783549108 390 "15,000" X "15,000"
RYERSON TULL INC NEW COM 78375P107 553 "24,531" X "24,531"
SBC COMMUNICATIONS INC COM 78387G103 "25,004" "431,096" X "431,096"
SCI SYS INC COM 783890106 418 "8,800" X "8,800"
SCIPE HLDGS INC COM 78402P104 173 "5,300" X "5,300"
SDL INC COM 784076101 225 "4,400" X "4,400"
SEI INVESTMENTS CO COM 784117103 221 "2,500" X "2,500"
SFX ENTMT INC CL A 784178105 180 "2,700" X "2,700"
SLM HLDG CORP COM 78442A109 "1,704" "37,200" X "37,200"
SLI INC COM 78442T108 113 "4,200" X "4,200"
SPS TECHNOLOGIES INC COM 784626103 154 "4,100" X "4,100"
SPX CORP COM 784635104 332 "3,972" X "3,972"
S3 INC COM 784849101 27 "3,000" X "3,000"
SABRE GROUP HLDGS INC CL A 785905100 289 "4,200" X "4,200"
SAFECO CORP COM 786429100 "1,160" "26,300" X "26,300"
SAFEGUARD SCIENTIFICS I NC COM 786449108 422 "6,800" X "6,800"
SAFESKIN CORP COM 786454108 80 "6,700" X "6,700"
SAFEWAY INC COM NEW 786514208 "4,869" "98,354" X "98,354"
ST JOE CO COM 790148100 205 "7,600" X "7,600"
ST JUDE MED INC COM 790849103 631 "17,700" X "17,700"
ST PAUL BANCORP INC COM 792848103 0 1 X 1
ST PAUL COS INC COM 792860108 "1,458" "45,832" X "45,832"
SAKS INC COM 79377W108 627 "21,702" X "21,702"
SANMINA CORP COM 800907107 539 "7,100" X "7,100"
SANTA FE SNYDER CORP COM 80218K105 78 "10,200" X "10,200"
SAPIENT CORP COM 803062108 198 "3,500" X "3,500"
SARA LEE CORP COM 803111103 "4,159" "183,300" X "183,300"
SBARRO INC COM 805844107 225 "8,300" X "8,300"
SCANA CORP COM 805898103 309 "13,200" X "13,200"
SCHEIN HENRY INC COM 806407102 131 "4,139" X "4,139"
SCHERING PLOUGH CORP COM 806605101 "16,542" "312,120" X "312,120"
SCHLUMBERGER LTD COM 806857108 "5,692" "89,376" X "89,376"
SCHOLASTIC CORP COM 807066105 20 400 X 400
SCHULMAN A INC COM 808194104 114 "6,618" X "6,618"
SCHWAB CHARLES CORP NEW COM 808513105 "8,926" "81,237" X "81,237"
SCIENTIFIC ATLANTA INC COM 808655104 551 "15,300" X "15,300"
SCIOS INC COM 808905103 40 "12,198" X "12,198"
SCOTSMAN INDS INC COM 809340102 6 300 X 300
SCRIPPS E W CO OHIO CL A 811054204 318 "6,680" X "6,680"
SEAGATE TECHNOLOGY COM 811804103 "1,528" "59,646" X "59,646"
SEAGRAM LTD COM 811850106 "1,521" "30,200" X "30,200"
SEALED AIR CORP NEW COM 81211K100 "1,077" "16,607" X "16,607"
SEARS ROEBUCK & CO COM 812387108 "4,175" "93,700" X "93,700"
SECURE COMPUTING CORP COM 813705100 43 "17,800" X "17,800"
SEGUE SOFTWARE INC COM 815807102 15 "2,000" X "2,000"
SEMPRA ENERGY COM 816851109 "1,053" "46,524" X "46,524"
SENSORMATIC ELECTRS COR P COM 817265101 178 "12,750" X "12,750"
SEPRACOR INC COM 817315104 309 "3,800" X "3,800"
SEQUA CORPORATION CL A 817320104 103 "1,500" X "1,500"
SEQUENT COMPUTER SYS IN C COM 817338106 177 "10,000" X "10,000"
SERVICE CORP INTL COM 817565104 "1,150" "59,724" X "59,724"
SERVICE MERCHANDISE INC COM 817587108 18 "49,187" X "49,187"
SERVICEMASTER CO COM 81760N109 480 "25,575" X "25,575"
SHARED MED SYS CORP COM 819486101 294 "4,500" X "4,500"
SHAW INDS INC COM 820286102 244 "14,800" X "14,800"
SHERWIN WILLIAMS CO COM 824348106 "1,010" "36,400" X "36,400"
SHONEYS INC COM 825039100 24 "10,953" X "10,953"
SHOREWOOD PACKAGING COR P COM 825229107 169 "9,150" X "9,150"
SIEBEL SYS INC COM 826170102 757 "11,400" X "11,400"
SIGMA ALDRICH CORP COM 826552101 744 "21,600" X "21,600"
SIGMA DESIGNS INC COM 826565103 107 "17,500" X "17,500"
SILICON GRAPHICS INC COM 827056102 637 "38,884" X "38,884"
SILICON VY GROUP INC COM 827066101 141 "8,400" X "8,400"
SIMON PPTY GROUP INC NE W COM 828806109 392 "15,432" X "15,432"
SITEL CORP COM 82980K107 31 "10,500" X "10,500"
SKY FINL GROUP INC COM 83080P103 218 "8,000" X "8,000"
SKYTEL COMMUNICATIONS I NC COM 83087Q104 170 "8,100" X "8,100"
SKYWEST INC COM 830879102 192 "7,700" X "7,700"
SMART MODULAR TECH INC COM 831690102 70 "4,000" X "4,000"
SMITH A O COM 831865209 163 "5,900" X "5,900"
SMITH-GARDNER & ASSOCS COM 832059109 113 "14,000" X "14,000"
SMITH INTL INC COM 832110100 282 "6,500" X "6,500"
SMUCKER J M CO CL A 832696108 118 "5,300" X "5,300"
SMURFIT-STONE CONTAINER CORP COM 832727101 460 "22,356" X "22,356"
SNYDER COMMUNICATIONS I NC COM 832914105 262 "8,000" X "8,000"
SNAP ON INC COM 833034101 485 "13,400" X "13,400"
SOCRATES TECHNOLOGIES C ORP COM 833719107 23 "21,800" X "21,800"
SOLECTRON CORP COM 834182107 "3,221" "48,300" X "48,300"
SOLUTIA INC COM 834376105 314 "14,720" X "14,720"
SONAT INC COM 835415100 719 "21,700" X "21,700"
SONIC CORP COM 835451105 144 "4,425" X "4,425"
SONOCO PRODS CO COM 835495102 380 "12,709" X "12,709"
SOTHEBYS HLDGS INC CL A 835898107 328 "8,600" X "8,600"
SOUTHDOWN INC COM 841297104 238 "3,698" X "3,698"
SOUTHERN CO COM 842587107 "3,911" "147,590" X "147,590"
SOUTHTRUST CORP COM 844730101 "1,292" "33,668" X "33,668"
SOUTHWEST AIRLS CO COM 844741108 "2,362" "75,899" X "75,899"
SOUTHWEST GAS CORP COM 844895102 155 "5,400" X "5,400"
SOUTHWESTERN ENERGY CO COM 845467109 96 "9,100" X "9,100"
SOVEREIGN BANCORP INC COM 845905108 275 "22,672" X "22,672"
SPEEDWAY MOTORSPORTS IN C COM 847788106 244 "6,200" X "6,200"
SPIEKER PPTYS INC COM 848497103 202 "5,200" X "5,200"
SPORTS AUTH INC COM 849176102 59 "13,350" X "13,350"
SPRINGS INDS INC CL A 851783100 179 "4,100" X "4,100"
SPRINT CORP COM FON GROUP 852061100 "9,841" "186,336" X "186,336"
SPRINT CORP PCS COM SER 1 852061506 "4,692" "82,134" X "82,134"
STANDARD PRODS CO COM 853836104 172 "6,731" X "6,731"
STANDARD REGISTER CO COM 853887107 160 "5,200" X "5,200"
STANDEX INTL CORP COM 854231107 99 "3,600" X "3,600"
STANLEY WKS COM 854616109 566 "17,600" X "17,600"
STAPLES INC COM 855030102 "2,911" "94,078" X "94,078"
STARBUCKS CORP COM 855244109 759 "20,200" X "20,200"
STARWOOD FINL TR MD CL A SH BEN IN 85568W104 248 "4,000" X "4,000"
STATE AUTO FINL CORP COM 855707105 61 "4,500" X "4,500"
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 526 "17,200" X "17,200"
STATE STR CORP COM 857477103 "2,706" "31,700" X "31,700"
STERIGENICS INTL INC COM 85915R105 208 "7,900" X "7,900"
STERIS CORP COM 859152100 244 "12,572" X "12,572"
STERLING COMM INC COM 859205106 490 "13,426" X "13,426"
STERLING SOFTWARE INC COM 859547101 189 "7,100" X "7,100"
STEWART & STEVENSON SVC S INC COM 860342104 34 "2,200" X "2,200"
STEWART ENTERPRISES INC CL A 860370105 109 "7,500" X "7,500"
STORAGE USA INC COM 861907103 150 "4,700" X "4,700"
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 402 "16,900" X "16,900"
STRATASYS INC COM 862685104 42 "11,900" X "11,900"
STRIDE RITE CORP COM 863314100 147 "14,300" X "14,300"
STRYKER CORP COM 863667101 679 "11,300" X "11,300"
SUIZA FOODS CORP COM 865077101 172 "4,100" X "4,100"
SUMMIT BANCORP COM 866005101 "1,648" "39,413" X "39,413"
SUN COMMUNITIES INC COM 866674104 85 "2,400" X "2,400"
SUN MICROSYSTEMS INC COM 866810104 "11,089" "161,000" X "161,000"
SUNBURST HOSPITALITY CO RP COM 866948102 13 "2,258" X "2,258"
SUNBEAM CORP COM 867071102 85 "10,700" X "10,700"
SUNGLASS HUT INTL INC COM 86736F106 150 "8,700" X "8,700"
SUNGARD DATA SYS INC COM 867363103 400 "11,600" X "11,600"
SUNOCO INC COM 86764P109 848 "28,100" X "28,100"
SUNTRUST BKS INC COM 867914103 "4,548" "65,493" X "65,493"
SUPERIOR INDS INTL INC COM 868168105 147 "5,350" X "5,350"
SUPERVALU INC COM 868536103 634 "24,700" X "24,700"
SUSQUEHANNA BANCSHARES INC PA COM 869099101 156 "8,800" X "8,800"
SWIFT TRANSN CO COM 870756103 139 "6,300" X "6,300"
SYBASE INC COM 871130100 132 "12,000" X "12,000"
SYBRON INTL CORP COM 87114F106 278 "10,100" X "10,100"
SYKES ENTERPRISES INC COM 871237103 117 "3,500" X "3,500"
SYLVAN LEARNING SYS INC COM 871399101 135 "4,950" X "4,950"
SYMANTEC CORP COM 871503108 207 "8,100" X "8,100"
SYMBOL TECHNOLOGIES INC COM 871508107 353 "9,562" X "9,562"
SYNALLOY CP DEL COM 871565107 18 "2,200" X "2,200"
SYNETIC INC COM 87160F109 144 "2,100" X "2,100"
SYNOPSYS INC COM 871607107 "1,481" "26,830" X "26,830"
SYNOVUS FINL CORP COM 87161C105 "1,116" "56,139" X "56,139"
SYSCO CORP COM 871829107 "2,042" "68,500" X "68,500"
SYSTEMS & COMPUTER TECH NOLOGY COM 871873105 12 800 X 800
TBC CORP COM 872180104 94 "13,287" X "13,287"
TCA CABLE TV INC COM 872241104 444 "8,000" X "8,000"
TCF FINL CORP COM 872275102 334 "12,000" X "12,000"
TECO ENERGY INC COM 872375100 341 "15,000" X "15,000"
TII INDS INC COM NEW 872479209 31 "16,200" X "16,200"
TJX COS INC NEW COM 872540109 "2,205" "66,200" X "66,200"
TNP ENTERPRISES INC COM 872594106 11 300 X 300
TRW INC COM 872649108 "1,257" "22,900" X "22,900"
TMP WORLDWIDE INC COM 872941109 254 "4,000" X "4,000"
TV GUIDE INC CL A 87307Q109 315 "8,600" X "8,600"
TALBOTS INC COM 874161102 305 "8,000" X "8,000"
TANDY CORP COM 875382103 "2,128" "43,536" X "43,536"
TASTY BAKING CO COM 876553306 48 "3,875" X "3,875"
TAUBMAN CTRS INC COM 876664103 115 "8,700" X "8,700"
TECH DATA CORP COM 878237106 543 "14,200" X "14,200"
TECH SYM CORP COM 878308105 128 "5,400" X "5,400"
TECUMSEH PRODS CO CL A 878895200 260 "4,300" X "4,300"
TEKTRONIX INC COM 879131100 267 "8,850" X "8,850"
TELEFLEX INC COM 879369106 43 "1,000" X "1,000"
TELEGLOBE INC COM 87941V100 276 "9,292" X "9,292"
TELEPHONE & DATA SYS IN C COM 879433100 840 "11,500" X "11,500"
TELLABS INC COM 879664100 "5,851" "86,600" X "86,600"
TELXON CORP COM 879700102 40 "5,050" X "5,050"
TEMPLE INLAND INC COM 879868107 703 "10,300" X "10,300"
TELETECH HOLDINGS INC COM 879939106 66 "6,500" X "6,500"
TENET HEALTHCARE CORP COM 88033G100 "1,212" "65,290" X "65,290"
TENNANT CO COM 880345103 189 "5,900" X "5,900"
TENNECO INC NEW COM 8.80E+105 882 "36,961" X "36,961"
TERADYNE INC COM 880770102 696 "9,700" X "9,700"
TERRA INDS INC COM 880915103 34 "8,500" X "8,500"
TESORO PETE CORP COM 881609101 123 "7,700" X "7,700"
TEXACO INC COM 881694103 "7,541" "120,653" X "120,653"
TEXAS INDS INC COM 882491103 219 "5,658" X "5,658"
TEXAS INSTRS INC COM 882508104 "11,876" "81,900" X "81,900"
TEXAS UTILS CO COM 882848104 "2,331" "56,521" X "56,521"
TEXTRON INC COM 883203101 "2,708" "32,900" X "32,900"
THERMO CARDIOSYSTEMS IN C COM NONREDEEM 88355K200 87 "8,000" X "8,000"
THERMO FIBERTEK INC COM 88355W105 89 "12,500" X "12,500"
THERMO ELECTRON CORP COM 883556102 608 "30,303" X "30,303"
THERMO INSTR SYS INC COM 883559106 197 "11,645" X "11,645"
THOMAS & BETTS CORP COM 884315102 539 "11,400" X "11,400"
3COM CORP COM 885535104 "1,924" "72,090" X "72,090"
TIDEWATER INC COM 886423102 304 "9,956" X "9,956"
TIFFANY & CO NEW COM 886547108 598 "6,200" X "6,200"
TIMBERLAND CO CL A 887100105 245 "3,600" X "3,600"
TIME WARNER INC COM 887315109 "17,863" "248,100" X "248,100"
TIMES MIRROR CO NEW COM SER A 887364107 865 "14,600" X "14,600"
TIMKEN CO COM 887389104 275 "14,100" X "14,100"
TOKHEIM CORP COM 889073102 83 "7,300" X "7,300"
TOOTSIE ROLL INDS INC COM 890516107 169 "4,385" X "4,385"
TORCHMARK CORP COM 891027104 874 "25,600" X "25,600"
TORO CO COM 891092108 43 "1,100" X "1,100"
TOSCO CORP COM NEW 891490302 539 "20,800" X "20,800"
TOTAL RENAL CARE HLDGS INC COM 89151A107 167 "10,735" X "10,735"
TOWER AUTOMOTIVE INC COM 891707101 173 "6,800" X "6,800"
TOTAL SYS SVCS INC COM 891906109 305 "16,050" X "16,050"
TOYS R US INC COM 892335100 "1,138" "55,025" X "55,025"
TRANS WORLD AIRLS INC COM PAR$.01NEW 893349837 34 "6,800" X "6,800"
TRANS WORLD ENTMT CORP COM 89336Q100 88 "7,800" X "7,800"
TRANSACTION SYS ARCHITE CTS CL A 893416107 203 "5,200" X "5,200"
TRANSAMERICA CORP COM 893485102 "1,757" "23,428" X "23,428"
TRANSATLANTIC HLDGS INC COM 893521104 214 "2,850" X "2,850"
TRAVELERS PPTY CAS CORP CL A 893939108 278 "7,100" X "7,100"
TRANSWORLD HEALTHCARE I NC COM 894081108 47 "14,000" X "14,000"
TREDEGAR CORP COM 894650100 17 800 X 800
TREND LINES INC CL A 894859107 58 "22,700" X "22,700"
TRICON GLOBAL RESTAURAN TS COM 895953107 "1,603" "29,612" X "29,612"
TRIBUNE CO NEW COM 896047107 "1,917" "22,000" X "22,000"
TRICO MARINE SERVICES I NC COM 896106101 49 "7,500" X "7,500"
TRIGON HEALTHCARE INC COM 89618L100 200 "5,500" X "5,500"
TRINET CORP RLTY TR INC COM 896287109 150 "5,400" X "5,400"
TRINITY INDS INC COM 896522109 181 "5,400" X "5,400"
TRUE NORTH COMMUNICATIO NS INC COM 897844106 282 "9,400" X "9,400"
TRUSTMARK CORP COM 898402102 311 "13,600" X "13,600"
TUBOSCOPE INC COM 898600101 114 "8,300" X "8,300"
TUPPERWARE CORP COM 899896104 315 "12,350" X "12,350"
TULTEX CORP COM 899900104 8 "11,000" X "11,000"
20TH CENTY INDS CAL COM PAR $10 901272203 126 "6,700" X "6,700"
TYCO INTL LTD NEW COM 902124106 "6,532" "68,944" X "68,944"
TYSON FOODS INC CL A 902494103 580 "25,761" X "25,761"
UAL CORP COM PAR $0.01 902549500 "1,012" "15,572" X "15,572"
UCAR INTL INC COM 90262K109 230 "9,100" X "9,100"
UGI CORP NEW COM 902681105 18 900 X 900
UICI COM 902737105 166 "6,000" X "6,000"
UMB FINL CORP COM 902788108 116 "2,700" X "2,700"
UST CORP COM 902900109 134 "4,425" X "4,425"
USX MARATHON GROUP COM NEW 902905827 "2,624" "80,575" X "80,575"
UST INC COM 902911106 "1,024" "35,000" X "35,000"
U S HOME & GARDEN INC COM 902939107 59 "15,700" X "15,700"
US BANCORP DEL COM 902973106 "5,217" "153,448" X "153,448"
USA NETWORKS INC COM 902984103 550 "13,700" X "13,700"
UNUM CORP COM 903192102 "1,429" "26,100" X "26,100"
USANA INC COM 90328M107 123 "14,900" X "14,900"
U S CAN CORP COM 90328W105 107 "4,800" X "4,800"
U S G CORP COM NEW 903293405 246 "4,400" X "4,400"
U S FOODSERVICE COM 90331R101 136 "3,200" X "3,200"
USEC INC COM 9.03E+112 228 "15,300" X "15,300"
USX-U S STL COM 90337T101 940 "34,800" X "34,800"
ULTRAMAR DIAMOND SHAMRO CK CORP COM 904000106 225 "10,307" X "10,307"
UNIFI INC COM 904677101 171 "8,050" X "8,050"
UNILEVER N V N Y SHS NEW 904784709 "3,068" "43,982" X "43,982"
UNICOM CORP COM 904911104 "1,828" "47,400" X "47,400"
UNION CARBIDE CORP COM 905581104 "1,419" "29,100" X "29,100"
UNION PAC CORP COM 907818108 "2,949" "50,577" X "50,577"
UNION PAC RES GROUP INC COM 907834105 814 "49,909" X "49,909"
UNION PLANTERS CORP COM 908068109 "1,295" "28,983" X "28,983"
UNIONBANCAL CORP COM 908906100 618 "17,100" X "17,100"
UNIPHASE CORP COM 909149106 896 "5,400" X "5,400"
UNISOURCE WORLDWIDE INC COM 909208100 126 "10,450" X "10,450"
UNISYS CORP COM 909214108 "2,184" "56,100" X "56,100"
UNITED ASSET MGMT CORP COM 909420101 348 "15,300" X "15,300"
UNITED BANKSHARES INC W EST VA COM 909907107 186 "7,000" X "7,000"
UNITED DOMINION REALTY TR INC COM 910197102 139 "11,800" X "11,800"
UNITED HEALTHCARE CORP COM 910581107 "2,309" "36,864" X "36,864"
UNITED INDL CORP COM 910671106 153 "13,800" X "13,800"
UNITED INTL HLDGS INC CL A 910734102 325 "4,800" X "4,800"
UNITED RENTALS INC COM 911363109 186 "6,296" X "6,296"
UNITED STATES CELLULAR CORP COM 911684108 433 "8,100" X "8,100"
US AIRWAYS GROUP INC COM 911905107 793 "18,200" X "18,200"
U S INDS INC NEW COM 912080108 207 "12,190" X "12,190"
U S WEST INC NEW COM 91273H101 "6,018" "102,432" X "102,432"
U S TR CORP NEW COM 91288L105 296 "3,200" X "3,200"
UNITED TECHNOLOGIES COR P COM 913017109 "7,137" "99,557" X "99,557"
UNITED TELEVISION INC COM 913066106 168 "1,600" X "1,600"
UNITED WTR RES INC COM 913190104 183 "8,048" X "8,048"
UNITRIN INC COM 913275103 312 "7,600" X "7,600"
UNIVERSAL CORP VA COM 913456109 301 "10,600" X "10,600"
UNIVERSAL FOODS CORP COM 913538104 167 "7,900" X "7,900"
UNIVERSAL HLTH SVCS INC CL B 913903100 197 "4,120" X "4,120"
UNIVISION COMMUNICATION S INC CL A 914906102 548 "8,300" X "8,300"
UNOCAL CORP COM 915289102 "2,195" "55,400" X "55,400"
URBAN SHOPPING CTRS INC COM 917060105 91 "2,900" X "2,900"
USWEB CORP COM 917327108 268 "12,100" X "12,100"
UTILICORP UTD INC COM 918005109 365 "15,000" X "15,000"
V F CORP COM 918204108 935 "21,874" X "21,874"
VALASSIS COMMUNICATIONS INC COM 918866104 357 "9,750" X "9,750"
VALHI INC NEW COM 918905100 136 "12,200" X "12,200"
VALENCE TECHNOLOGY INC COM 918914102 153 "20,800" X "20,800"
VALERO ENERGY CORP NEW COM 91913Y100 133 "6,200" X "6,200"
VALLEY NATL BANCORP COM 919794107 219 "7,610" X "7,610"
VALSPAR CORP COM 920355104 205 "5,400" X "5,400"
VARCO INTL INC COM 922126107 62 "5,700" X "5,700"
VARIAN MED SYS INC COM 92220P105 157 "6,200" X "6,200"
VARIAN INC COM 922206107 84 "6,200" X "6,200"
VARIAN SEMICONDUCTOR EQ UIPMNT COM 922207105 105 "6,200" X "6,200"
VASTAR RES INC COM 922380100 519 "9,900" X "9,900"
VENTAS INC COM 92276F100 45 "8,400" X "8,400"
VENATOR GROUP INC COM 922944103 224 "21,500" X "21,500"
VERITY INC COM 92343C106 217 "4,000" X "4,000"
VERISIGN INC COM 9.23E+106 362 "4,200" X "4,200"
VERITAS DGC INC COM 92343P107 16 900 X 900
VERIO INC COM 923433106 243 "3,500" X "3,500"
VERITAS SOFTWARE CO COM 923436109 942 "9,925" X "9,925"
VERTEL CORP COM 924907108 10 "5,500" X "5,500"
VERTEX PHARMACEUTICALS INC COM 92532F100 145 "6,000" X "6,000"
VERTICALNET INC COM 92532L107 210 "2,000" X "2,000"
VIAD CORP COM 92552R109 309 "10,000" X "10,000"
VIASOFT INC COM 92552U102 19 "5,500" X "5,500"
VIACOM INC CL B 925524308 "6,121" "139,124" X "139,124"
VICAL INC COM 925602104 122 "10,100" X "10,100"
VINTAGE PETE INC COM 927460105 90 "8,400" X "8,400"
VISIO CORP COM 927914101 190 "5,000" X "5,000"
VIRTUALFUND COM INC COM 92825A107 44 "28,300" X "28,300"
VISHAY INTERTECHNOLOGY INC COM 928298108 171 "8,156" X "8,156"
VISX INC DEL COM 92844S105 697 "8,800" X "8,800"
VITESSE SEMICONDUCTOR C ORP COM 928497106 641 "9,500" X "9,500"
VODAFONE GROUP PLC SPONSORED ADR 92857T107 "12,864" "65,300" X "65,300"
VOICESTREAM WIRELESS CO RP COM 928615103 193 "6,800" X "6,800"
VORNADO RLTY TR SH BEN INT 929042109 290 "8,200" X "8,200"
VOXWARE INC COM 92906L105 39 "37,500" X "37,500"
VULCAN MATLS CO COM 929160109 975 "20,200" X "20,200"
WACHOVIA CORP COM 929771103 "3,352" "39,180" X "39,180"
WADDELL & REED FINL INC CL A 930059100 239 "8,721" X "8,721"
WAL MART STORES INC COM 931142103 "41,669" "863,600" X "863,600"
WALGREEN CO COM 931422109 "5,945" "202,400" X "202,400"
WALKER INTERACTIVE SYS INC COM 931664106 25 "9,400" X "9,400"
WALLACE COMPUTER SERVIC ES INC COM 932270101 163 "6,500" X "6,500"
WALTER INDS INC COM 93317Q105 89 "6,900" X "6,900"
WARNACO GROUP INC CL A 934390105 233 "8,700" X "8,700"
WARNER LAMBERT CO COM 934488107 "12,487" "179,987" X "179,987"
WASHINGTON FED INC COM 938824109 239 "10,668" X "10,668"
WASHINGTON GAS LT CO COM 938837101 159 "6,100" X "6,100"
WASHINGTON MUT INC COM 939322103 "4,326" "122,278" X "122,278"
WASHINGTON POST CO CL B 939640108 593 "1,100" X "1,100"
WASHINGTON REAL ESTATE INVT TR SH BEN INT 939653101 137 "8,100" X "8,100"
WASTE MGMT INC DEL COM 94106L109 "6,586" "122,527" X "122,527"
WATERS CORP COM 941848103 882 "16,600" X "16,600"
WATSON PHARMACEUTICALS INC COM 942683103 920 "26,238" X "26,238"
WAUSAU-MOSINEE PAPER CO RP COM 943315101 171 "9,505" X "9,505"
WEATHERFORD INTL INC COM 947074100 555 "15,157" X "15,157"
WEBB DEL CORP COM 947423109 10 400 X 400
WEBHIRE INC COM 94768W104 57 "12,600" X "12,600"
WEBSTER FINL CORP CONN COM 947890109 133 "4,900" X "4,900"
WELLPOINT HEALTH NETWOR K NEW COM 94973H108 "1,263" "14,875" X "14,875"
WELLS FARGO & CO NEW COM 949746101 "14,339" "335,422" X "335,422"
WENDYS INTL INC COM 950590109 629 "22,200" X "22,200"
WERNER ENTERPRISES INC COM 950755108 151 "7,287" X "7,287"
WESCO FINL CORP COM 950817106 372 "1,200" X "1,200"
WESTAMERICA BANCORPORAT ION COM 957090103 219 "6,000" X "6,000"
WESTERN DIGITAL CORP COM 958102105 80 "12,300" X "12,300"
WESTERN RES INC COM 959425109 224 "8,400" X "8,400"
WESTERN WIRELESS CORP CL A 9.60E+208 184 "6,800" X "6,800"
WESTFIELD AMER INC COM 959910100 167 "11,100" X "11,100"
WESTPOINT STEVENS INC COM 961238102 125 "4,200" X "4,200"
WESTVACO CORP COM 961548104 643 "22,187" X "22,187"
WESTWOOD ONE INC COM 961815107 211 "5,900" X "5,900"
WEYERHAEUSER CO COM 962166104 "2,688" "39,100" X "39,100"
WHIRLPOOL CORP COM 963320106 "1,058" "14,300" X "14,300"
WHITMAN CORP NEW COM 96647R107 261 "14,500" X "14,500"
WHITNEY HLDG CORP COM 966612103 252 "6,350" X "6,350"
WHITTAKER CORP DEL COM PAR $0.01 966680407 182 "6,500" X "6,500"
WHITTMAN-HART INC COM 966834103 191 "6,000" X "6,000"
WHOLE FOODS MKT INC COM 966837106 127 "2,644" X "2,644"
WILEY JOHN & SONS INC CL A 968223206 268 "15,200" X "15,200"
WILLAMETTE INDS INC COM 969133107 "1,113" "24,164" X "24,164"
WILLIAMS COS INC DEL COM 969457100 "3,692" "86,739" X "86,739"
WILLIAMS SONOMA INC COM 969904101 310 "8,900" X "8,900"
WILMINGTON TRUST CORP COM 971807102 212 "3,700" X "3,700"
WINN DIXIE STORES INC COM 974280109 "1,082" "29,300" X "29,300"
WINSLOEW FURNITURE INC COM 975377102 296 "8,800" X "8,800"
WINSTAR COMMUNICATIONS INC COM 975515107 346 "7,100" X "7,100"
WISCONSIN CENT TRANSN C ORP COM 976592105 51 "2,700" X "2,700"
WISCONSIN ENERGY CORP COM 976657106 347 "13,850" X "13,850"
WITCO CORP COM 977385103 164 "8,200" X "8,200"
WOLVERINE WORLD WIDE IN C COM 978097103 139 "9,900" X "9,900"
WORLD ACCEP CORP DEL COM 981419104 135 "26,900" X "26,900"
WORLD COLOR PRESS INC D EL COM 981443104 143 "5,200" X "5,200"
WORTHINGTON INDS INC COM 981811102 261 "15,855" X "15,855"
WRIGLEY WM JR CO COM 982526105 "1,953" "21,700" X "21,700"
XILINX INC COM 983919101 "1,053" "18,400" X "18,400"
XIRCOM INC COM 983922105 33 "1,100" X "1,100"
XEROX CORP COM 984121103 "8,331" "141,052" X "141,052"
YAHOO INC COM 984332106 "4,593" "26,662" X "26,662"
YELLOW CORP COM 985509108 188 "10,600" X "10,600"
YORK INTL CORP NEW COM 986670107 261 "6,100" X "6,100"
YOUNG & RUBICAM INC COM 987425105 259 "5,700" X "5,700"
YOUNG BROADCASTING INC CL A 987434107 145 "3,400" X "3,400"
ZEBRA TECHNOLOGIES CORP CL A 989207105 35 900 X 900
ZENITH NATL INS CORP COM 989390109 52 "2,100" X "2,100"
ZIONS BANCORPORATION COM 989701107 451 "7,100" X "7,100"
GRAND TOTAL "2,605,220"
</TABLE>
