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GLOBAL CROSSING LTD COM G3921A100 7,979 194,902 X 194,902
TRANSOCEAN SEDCO FOREX INC ORD G90078109 2,681 52,252 X 52,252
A D C TELECOMMUNICATIONS COM 000886101 4,046 75,100 X 75,100
AFLAC INC COM 001055102 3,030 66,500 X 66,500
AES CORP COM 00130H105 4,068 51,658 X 51,658
AMR CORP COM 001765106 1,182 37,074 X 37,074
AT&T CORP COM 001957109 44,999 799,095 X 799,095
ABBOTT LABS COM 002824100 13,525 384,381 X 384,381
ADAPTEC INC COM 00651F108 1,004 26,000 X 26,000
ADOBE SYS INC COM 00724F101 3,298 29,628 X 29,628
ADVANCED MICRO DEVICES INC COM 007903107 2,101 36,825 X 36,825
AETNA INC COM 008117103 1,986 35,781 X 35,781
AIR PRODS & CHEMS INC COM 009158106 1,630 57,306 X 57,306
ALBERTO CULVER CO CL B CONV 013068101 332 13,954 X 13,954
ALBERTSONS INC COM 013104104 3,272 105,972 X 105,972
ALCAN ALUMINIUM LTD NEW COM 013716105 1,867 54,810 X 54,810
ALCOA INC COM 013817101 6,460 91,962 X 91,962
ALLEGHENY TECHNOLOGIES INC COM 01741R102 470 23,445 X 23,445
ALLERGAN INC COM 018490102 1,641 32,824 X 32,824
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 309 47,100 X 47,100
ALLSTATE CORP COM 020002101 4,799 201,530 X 201,530
ALLTEL CORP COM 020039103 4,962 78,446 X 78,446
ALZA CORP DEL COM 022615108 961 25,578 X 25,578
AMERADA HESS CORP COM 023551104 1,466 22,688 X 22,688
AMEREN CORP COM 023608102 1,062 34,321 X 34,321
AMERICA ONLINE INC DEL COM 02364J104 38,478 570,568 X 570,568
AMERICAN ELEC PWR INC COM 025537101 1,445 48,470 X 48,470
AMERICAN EXPRESS CO COM 025816109 16,668 111,915 X 111,915
AMERICAN GENERAL CORP COM 026351106 3,470 61,818 X 61,818
AMERICAN GREETINGS CORP CL A 026375105 291 15,969 X 15,969
AMERICAN HOME PRODS CORP COM 026609107 17,554 326,592 X 326,592
AMERICAN INTL GROUP INC COM 026874107 42,387 387,098 X 387,098
AMGEN INC COM 031162100 15,683 255,528 X 255,528
AMSOUTH BANCORPORATION COM 032165102 1,462 97,900 X 97,900
ANADARKO PETE CORP COM 032511107 1,235 31,919 X 31,919
ANALOG DEVICES INC COM 032654105 7,044 87,500 X 87,500
ANDREW CORP COM 034425108 459 20,077 X 20,077
ANHEUSER BUSCH COS INC COM 035229103 7,248 116,435 X 116,435
AON CORP COM 037389103 2,071 64,203 X 64,203
APACHE CORP COM 037411105 1,423 28,596 X 28,596
APPLE COMPUTER INC COM 037833100 5,491 40,429 X 40,429
APPLIED MATLS INC COM 038222105 18,039 191,396 X 191,396
ARCHER DANIELS MIDLAND CO COM 039483102 1,566 151,810 X 151,810
ASHLAND INC COM 044204105 591 17,774 X 17,774
ASSOCIATES FIRST CAP CORP CL A 046008108 3,892 182,081 X 182,081
ATLANTIC RICHFIELD CO COM 048825103 6,867 80,789 X 80,789
AUTODESK INC COM 052769106 698 15,345 X 15,345
AUTOMATIC DATA PROCESSING INC COM 053015103 7,607 157,649 X 157,649
AUTOZONE INC COM 053332102 958 34,536 X 34,536
AVERY DENNISON CORP COM 053611109 1,716 28,103 X 28,103
AVON PRODS INC COM 054303102 1,774 60,649 X 60,649
BB&T CORP COM 054937107 2,437 86,855 X 86,855
BMC SOFTWARE INC COM 055921100 3,016 61,085 X 61,085
BAKER HUGHES INC COM 057224107 2,490 82,317 X 82,317
BALL CORP COM 058498106 260 7,531 X 7,531
BANK OF AMERICA CORPORATION COM 060505104 22,385 426,891 X 426,891
BANK NEW YORK INC COM 064057102 7,651 184,078 X 184,078
BANK ONE CORP COM 06423A103 9,895 286,814 X 286,814
BARD C R INC COM 067383109 497 12,851 X 12,851
BARRICK GOLD CORP COM 067901108 1,547 98,629 X 98,629
BAUSCH & LOMB INC COM 071707103 749 14,353 X 14,353
BAXTER INTL INC COM 071813109 4,555 72,656 X 72,656
BEAR STEARNS COS INC COM 073902108 1,292 28,311 X 28,311
BECTON DICKINSON & CO COM 075887109 1,656 62,926 X 62,926
BED BATH & BEYOND INC COM 075896100 1,382 35,100 X 35,100
BELL ATLANTIC CORP COM 077853109 23,733 388,266 X 388,266
BELLSOUTH CORP COM 079860102 22,068 470,779 X 470,779
BEMIS INC COM 081437105 481 13,049 X 13,049
BEST BUY INC COM 086516101 4,395 51,100 X 51,100
BESTFOODS COM 08658U101 3,266 69,758 X 69,758
BETHLEHEM STL CORP COM 087509105 194 32,400 X 32,400
BIOGEN INC COM 090597105 2,627 37,600 X 37,600
BIOMET INC COM 090613100 1,026 28,202 X 28,202
BLACK & DECKER CORP COM 091797100 818 21,783 X 21,783
BLOCK H & R INC COM 093671105 1,096 24,493 X 24,493
BOEING CO COM 097023105 8,216 217,274 X 217,274
BOISE CASCADE CORP COM 097383103 495 14,252 X 14,252
BOSTON SCIENTIFIC CORP COM 101137107 2,211 103,762 X 103,762
BRIGGS & STRATTON CORP COM 109043109 231 5,622 X 5,622
BRISTOL MYERS SQUIBB CO COM 110122108 28,768 496,004 X 496,004
BROWN FORMAN CORP CL B 115637209 929 17,065 X 17,065
BRUNSWICK CORP COM 117043109 434 22,893 X 22,893
BURLINGTON NORTHN SANTA FE CP COM 12189T104 2,601 114,351 X 114,351
BURLINGTON RES INC COM 122014103 2,011 54,340 X 54,340
CBS CORP COM 12490K107 10,795 190,643 X 190,643
CIGNA CORP COM 125509109 3,196 42,190 X 42,190
CMS ENERGY CORP COM 125896100 524 28,900 X 28,900
CSX CORP COM 126408103 1,283 54,596 X 54,596
CVS CORP COM 126650100 3,679 97,952 X 97,952
CABLETRON SYS INC COM 126920107 1,338 45,540 X 45,540
CAMPBELL SOUP CO COM 134429109 3,281 106,705 X 106,705
CAPITAL ONE FINL CORP COM 14040H105 2,362 49,280 X 49,280
CARDINAL HEALTH INC COM 14149Y108 3,224 70,288 X 70,288
CARNIVAL CORP COM 143658102 3,829 154,308 X 154,308
CAROLINA PWR & LT CO COM 144141108 1,295 39,934 X 39,934
CATERPILLAR INC DEL COM 149123101 3,508 88,949 X 88,949
CENDANT CORP COM 151313103 3,266 176,523 X 176,523
CENTEX CORP COM 152312104 354 14,857 X 14,857
CENTRAL & SOUTH WEST CORP COM 152357109 909 53,109 X 53,109
CENTURYTEL INC COM 156700106 1,296 34,900 X 34,900
CERIDIAN CORP COM 15677T106 695 36,234 X 36,234
CHAMPION INTL CORP COM 158525105 1,283 24,088 X 24,088
CHASE MANHATTAN CORP NEW COM 16161A108 17,975 206,170 X 206,170
CHEVRON CORPORATION COM 166751107 15,169 164,095 X 164,095
CHUBB CORP COM 171232101 2,976 44,050 X 44,050
CINCINNATI FINL CORP COM 172062101 1,541 40,952 X 40,952
CINERGY CORP COM 172474108 854 39,741 X 39,741
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 3,097 50,876 X 50,876
CISCO SYS INC COM 17275R102 132,285 1,711,044 X 1,711,044
CITIGROUP INC COM 172967101 50,009 843,137 X 843,137
CITRIX SYS INC COM 177376100 2,968 44,800 X 44,800
CLEAR CHANNEL COMMUNICATIONS COM 184502102 5,851 84,723 X 84,723
CLOROX CO DEL COM 189054109 1,950 59,086 X 59,086
COASTAL CORP COM 190441105 2,456 53,388 X 53,388
COCA COLA CO COM 191216100 28,990 617,640 X 617,640
COCA COLA ENTERPRISES INC COM 191219104 2,293 106,361 X 106,361
COLGATE PALMOLIVE CO COM 194162103 8,216 145,732 X 145,732
COLUMBIA ENERGY GROUP COM 197648108 1,201 20,274 X 20,274
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 3,565 140,834 X 140,834
COMCAST CORP CL A SPL 200300200 10,049 231,674 X 231,674
COMERICA INC COM 200340107 1,639 39,143 X 39,143
COMPAQ COMPUTER CORP COM 204493100 11,437 423,609 X 423,609
COMPUTER ASSOC INTL INC COM 204912109 8,021 135,517 X 135,517
COMPUTER SCIENCES CORP COM 205363104 3,311 41,841 X 41,841
COMPUWARE CORP COM 205638109 1,898 90,120 X 90,120
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 3,610 19,100 X 19,100
CONAGRA INC COM 205887102 2,232 123,137 X 123,137
CONEXANT SYSTEMS INC COM 207142100 3,813 53,700 X 53,700
CONOCO INC CL B 208251405 4,014 156,656 X 156,656
CONSECO INC COM 208464107 935 81,718 X 81,718
CONSOLIDATED EDISON INC COM 209115104 1,608 55,209 X 55,209
CONSOLIDATED STORES CORP COM 210149100 315 27,702 X 27,702
CONSTELLATION ENERGY CORP COM 210371100 1,193 37,436 X 37,436
COOPER INDS INC COM 216669101 822 23,499 X 23,499
COOPER TIRE & RUBR CO COM 216831107 237 18,879 X 18,879
COORS ADOLPH CO CL B 217016104 439 9,136 X 9,136
CORNING INC COM 219350105 13,389 69,013 X 69,013
COSTCO WHSL CORP NEW COM 22160K105 5,845 111,198 X 111,198
COUNTRYWIDE CR INDS INC DEL COM 222372104 771 28,305 X 28,305
CRANE CO COM 224399105 388 16,486 X 16,486
CROWN CORK & SEAL INC COM 228255105 517 32,317 X 32,317
CUMMINS ENGINE INC COM 231021106 388 10,341 X 10,341
DTE ENERGY CO COM 233331107 1,061 36,337 X 36,337
DANA CORP COM 235811106 1,158 41,088 X 41,088
DANAHER CORP DEL COM 235851102 1,817 35,618 X 35,618
DARDEN RESTAURANTS INC COM 237194105 571 32,034 X 32,034
DEERE & CO COM 244199105 2,224 58,530 X 58,530
DELL COMPUTER CORP COM 247025109 34,596 641,414 X 641,414
DELPHI AUTOMOTIVE SYS CORP COM 247126105 2,260 141,231 X 141,231
DELTA AIR LINES INC DEL COM 247361108 1,717 32,238 X 32,238
DELUXE CORP COM 248019101 484 18,276 X 18,276
DILLARDS INC CL A 254067101 432 26,304 X 26,304
DISNEY WALT CO COM DISNEY 254687106 21,349 517,560 X 517,560
DOLLAR GEN CORP COM 256669102 1,774 66,014 X 66,014
DOMINION RES INC VA NEW COM 25746U109 2,287 59,495 X 59,495
DONNELLEY R R & SONS CO COM 257867101 662 31,637 X 31,637
DOVER CORP COM 260003108 2,437 50,905 X 50,905
DOW CHEM CO COM 260543103 6,248 54,805 X 54,805
DOW JONES & CO INC COM 260561105 1,615 22,486 X 22,486
DU PONT E I DE NEMOURS & CO COM 263534109 13,826 261,171 X 261,171
DUKE ENERGY CORP COM 264399106 4,797 91,364 X 91,364
DUN & BRADSTREET CORP DEL COM 26483B106 1,152 40,250 X 40,250
E M C CORP MASS COM 268648102 31,802 254,414 X 254,414
EASTERN ENTERPRISES COM 27637F100 402 6,721 X 6,721
EASTMAN CHEM CO COM 277432100 886 19,473 X 19,473
EASTMAN KODAK CO COM 277461109 4,285 78,893 X 78,893
EATON CORP COM 278058102 1,440 18,466 X 18,466
ECOLAB INC COM 278865100 1,189 32,414 X 32,414
EDISON INTL COM 281020107 1,436 86,725 X 86,725
EL PASO ENERGY CORP DEL COM 283905107 2,305 57,096 X 57,096
ELECTRONIC DATA SYS NEW COM 285661104 7,558 117,751 X 117,751
EMERSON ELEC CO COM 291011104 5,727 107,801 X 107,801
ENGELHARD CORP COM 292845104 478 31,579 X 31,579
ENRON CORP COM 293561106 13,403 179,002 X 179,002
ENTERGY CORP NEW COM 29364G103 1,248 61,825 X 61,825
EQUIFAX INC COM 294429105 892 35,331 X 35,331
EXXON MOBIL CORP COM 30231G102 67,308 863,613 X 863,613
F M C CORP COM NEW 302491303 431 7,631 X 7,631
FPL GROUP INC COM 302571104 2,067 44,866 X 44,866
FEDERAL HOME LN MTG CORP COM 313400301 7,681 173,832 X 173,832
FEDERAL NATL MTG ASSN COM 313586109 14,499 256,343 X 256,343
FEDERATED DEPT STORES INC DEL COM 31410H101 2,218 52,489 X 52,489
FEDEX CORP COM 31428X106 2,814 72,498 X 72,498
FIFTH THIRD BANCORP COM 316773100 4,863 77,191 X 77,191
FIRST DATA CORP COM 319963104 4,646 104,702 X 104,702
FIRST UN CORP COM 337358105 9,202 247,028 X 247,028
FIRSTAR CORP NEW WIS COM 33763V109 5,623 245,129 X 245,129
FIRSTENERGY CORP COM 337932107 1,201 58,210 X 58,210
FLEETBOSTON FINL CORP COM 339030108 8,355 228,897 X 228,897
FLORIDA PROGRESS CORP COM 341109106 1,124 24,500 X 24,500
FLUOR CORP COM 343861100 588 18,973 X 18,973
FORD MTR CO DEL COM 345370100 13,873 302,005 X 302,005
FORT JAMES CORP COM 347471104 1,190 54,107 X 54,107
FORTUNE BRANDS INC COM 349631101 1,026 41,055 X 41,055
FRANKLIN RES INC COM 354613101 2,081 62,225 X 62,225
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 493 40,868 X 40,868
GPU INC COM 36225X100 843 30,812 X 30,812
GTE CORP COM 362320103 17,258 243,073 X 243,073
GANNETT INC COM 364730101 4,909 69,757 X 69,757
GAP INC DEL COM 364760108 10,604 212,880 X 212,880
GATEWAY INC COM 367626108 4,200 79,176 X 79,176
GENERAL DYNAMICS CORP COM 369550108 2,498 50,212 X 50,212
GENERAL ELEC CO COM 369604103 127,327 820,473 X 820,473
GENERAL MLS INC COM 370334104 2,724 75,282 X 75,282
GENERAL MTRS CORP COM 370442105 13,258 160,097 X 160,097
GENUINE PARTS CO COM 372460105 1,063 44,512 X 44,512
GEORGIA PAC CORP COM GA PAC GRP 373298108 1,692 42,766 X 42,766
GILLETTE CO COM 375766102 10,108 268,214 X 268,214
GOLDEN WEST FINL CORP DEL COM 381317106 1,259 40,374 X 40,374
GOODRICH B F CO COM 382388106 791 27,568 X 27,568
GOODYEAR TIRE & RUBR CO COM 382550101 910 39,044 X 39,044
GRACE W R & CO DEL NEW COM 38388F108 230 17,878 X 17,878
GRAINGER W W INC COM 384802104 1,263 23,287 X 23,287
GREAT LAKES CHEM CORP COM 390568103 488 14,354 X 14,354
GUIDANT CORP COM 401698105 4,526 76,878 X 76,878
HALLIBURTON CO COM 406216101 4,544 110,502 X 110,502
HARLEY DAVIDSON INC COM 412822108 3,000 37,800 X 37,800
HARRAHS ENTMT INC COM 413619107 596 32,089 X 32,089
HARTFORD FINL SVCS GROUP INC COM 416515104 2,928 55,514 X 55,514
HASBRO INC COM 418056107 803 48,099 X 48,099
HEALTHSOUTH CORP COM 421924101 549 96,476 X 96,476
HEINZ H J CO COM 423074103 3,096 88,788 X 88,788
HERCULES INC COM 427056106 429 26,605 X 26,605
HERSHEY FOODS CORP COM 427866108 1,683 34,529 X 34,529
HEWLETT PACKARD CO COM 428236103 33,397 251,342 X 251,342
HILTON HOTELS CORP COM 432848109 716 92,428 X 92,428
HOME DEPOT INC COM 437076102 37,138 575,783 X 575,783
HOMESTAKE MNG CO COM 437614100 392 65,299 X 65,299
HONEYWELL INTL INC COM 438516106 10,428 197,931 X 197,931
HOUSEHOLD INTL INC COM 441815107 4,387 117,588 X 117,588
HUMANA INC COM 444859102 307 41,945 X 41,945
HUNTINGTON BANCSHARES INC COM 446150104 1,281 57,246 X 57,246
IMS HEALTH INC COM 449934108 1,304 76,996 X 76,996
ITT INDS INC IND COM 450911102 683 21,999 X 21,999
IKON OFFICE SOLUTIONS INC COM 451713101 232 37,424 X 37,424
ILLINOIS TOOL WKS INC COM 452308109 4,151 75,124 X 75,124
INCO LTD COM 453258402 883 48,044 X 48,044
INGERSOLL-RAND CO COM 456866102 1,810 40,907 X 40,907
INTEL CORP COM 458140100 110,224 835,428 X 835,428
INTERNATIONAL BUSINESS MACHS COM 459200101 53,194 450,794 X 450,794
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 922 26,295 X 26,295
INTL PAPER CO COM 460146103 4,428 103,579 X 103,579
INTERPUBLIC GROUP COS INC COM 460690100 3,314 70,146 X 70,146
JEFFERSON PILOT CORP COM 475070108 1,746 26,224 X 26,224
JOHNSON & JOHNSON COM 478160104 24,442 347,922 X 347,922
JOHNSON CTLS INC COM 478366107 1,156 21,381 X 21,381
JOSTENS INC COM 481088102 201 8,237 X 8,237
KLA-TENCOR CORP COM 482480100 3,863 45,856 X 45,856
K MART CORP COM 482584109 1,178 121,635 X 121,635
KANSAS CITY SOUTHN INDS INC COM 485170104 2,380 27,700 X 27,700
KAUFMAN & BROAD HOME CORP COM 486168107 254 11,842 X 11,842
KELLOGG CO COM 487836108 2,610 101,365 X 101,365
KERR MCGEE CORP COM 492386107 1,381 23,905 X 23,905
KEYCORP NEW COM 493267108 2,126 111,899 X 111,899
KIMBERLY CLARK CORP COM 494368103 7,794 139,030 X 139,030
KNIGHT RIDDER INC COM 499040103 1,080 21,075 X 21,075
KOHLS CORP COM 500255104 4,176 40,742 X 40,742
KROGER CO COM 501044101 3,665 208,658 X 208,658
LSI LOGIC CORP COM 502161102 5,400 74,348 X 74,348
LEGGETT & PLATT INC COM 524660107 1,058 49,200 X 49,200
LEHMAN BROS HLDGS INC COM 524908100 2,910 30,004 X 30,004
LEXMARK INTL GROUP INC CL A 529771107 3,373 31,900 X 31,900
LILLY ELI & CO COM 532457108 17,078 272,699 X 272,699
LIMITED INC COM 532716107 2,265 53,766 X 53,766
LINCOLN NATL CORP IND COM 534187109 1,638 48,884 X 48,884
LIZ CLAIBORNE INC COM 539320101 681 14,865 X 14,865
LOCKHEED MARTIN CORP COM 539830109 2,023 98,970 X 98,970
LOEWS CORP COM 540424108 1,330 26,608 X 26,608
LONGS DRUG STORES CORP COM 543162101 224 9,840 X 9,840
LOUISIANA PAC CORP COM 546347105 369 26,606 X 26,606
LOWES COS INC COM 548661107 5,582 95,618 X 95,618
LUCENT TECHNOLOGIES INC COM 549463107 48,419 797,024 X 797,024
MBIA INC COM 55262C100 1,296 24,889 X 24,889
MBNA CORP COM 55262L100 5,114 200,544 X 200,544
MCI WORLDCOM INC COM 55268B106 32,166 709,861 X 709,861
MGIC INVT CORP WIS COM 552848103 1,152 26,402 X 26,402
MALLINCKRODT INC NEW COM 561232109 493 17,165 X 17,165
MANOR CARE INC NEW COM 564055101 348 25,800 X 25,800
MARSH & MCLENNAN COS INC COM 571748102 7,367 66,779 X 66,779
MARRIOTT INTL INC NEW CL A 571903202 1,960 62,224 X 62,224
MASCO CORP COM 574599106 2,292 111,814 X 111,814
MATTEL INC COM 577081102 1,106 105,352 X 105,352
MAY DEPT STORES CO COM 577778103 2,370 83,166 X 83,166
MAYTAG CORP COM 578592107 702 21,185 X 21,185
MCDERMOTT INTL INC COM 580037109 135 14,657 X 14,657
MCDONALDS CORP COM 580135101 12,657 338,658 X 338,658
MCGRAW HILL COS INC COM 580645109 2,233 49,076 X 49,076
MCKESSON HBOC INC COM 58155Q103 1,478 70,387 X 70,387
MEAD CORP COM 582834107 898 25,697 X 25,697
MEDIAONE GROUP INC COM 58440J104 12,397 153,052 X 153,052
MEDTRONIC INC COM 585055106 15,363 298,674 X 298,674
MELLON FINL CORP COM 58551A108 3,783 127,172 X 127,172
MERCK & CO INC COM 589331107 36,316 584,566 X 584,566
MEREDITH CORP COM 589433101 356 12,845 X 12,845
MERRILL LYNCH & CO INC COM 590188108 9,725 92,619 X 92,619
MICROSOFT CORP COM 594918104 138,298 1,301,632 X 1,301,632
MICRON TECHNOLOGY INC COM 595112103 8,517 67,597 X 67,597
MILLIPORE CORP COM 601073109 640 11,341 X 11,341
MINNESOTA MNG & MFG CO COM 604059105 8,836 99,766 X 99,766
MIRAGE RESORTS INC COM 60462E104 936 48,302 X 48,302
MOLEX INC COM 608554101 2,885 49,100 X 49,100
MONSANTO CO COM 611662107 8,172 158,670 X 158,670
MORGAN J P & CO INC COM 616880100 5,700 43,260 X 43,260
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 23,234 284,864 X 284,864
MOTOROLA INC COM 620076109 25,250 177,347 X 177,347
NCR CORP NEW COM 62886E108 971 24,200 X 24,200
NABISCO GROUP HLDG CORP COM 62952P102 983 81,498 X 81,498
NATIONAL CITY CORP COM 635405103 3,178 154,094 X 154,094
NATIONAL SEMICONDUCTOR CORP COM 637640103 2,609 42,952 X 42,952
NATIONAL SVC INDS INC COM 637657107 214 10,143 X 10,143
NAVISTAR INTL CORP NEW COM 63934E108 632 15,762 X 15,762
NETWORK APPLIANCE INC COM 64120L104 6,297 76,100 X 76,100
NEW CENTURY ENERGIES INC COM 64352U103 869 28,900 X 28,900
NEW YORK TIMES CO CL A 650111107 1,841 42,871 X 42,871
NEWELL RUBBERMAID INC COM 651229106 1,751 70,584 X 70,584
NEWMONT MINING CORP COM 651639106 941 41,955 X 41,955
NEXTEL COMMUNICATIONS INC CL A 65332V103 13,513 91,152 X 91,152
NIAGARA MOHAWK HLDGS INC COM 653520106 633 46,864 X 46,864
NICOR INC COM 654086107 387 11,743 X 11,743
NIKE INC CL B 654106103 2,733 68,961 X 68,961
NORDSTROM INC COM 655664100 992 33,640 X 33,640
NORFOLK SOUTHERN CORP COM 655844108 1,360 95,439 X 95,439
NORTEL NETWORKS CORP COM 656569100 45,536 361,036 X 361,036
NORTHN STS PWR CO MINN COM 665772109 770 38,732 X 38,732
NORTHERN TR CORP COM 665859104 3,763 55,700 X 55,700
NORTHROP GRUMMAN CORP COM 666807102 924 17,462 X 17,462
NOVELL INC COM 670006105 2,339 81,711 X 81,711
NUCOR CORP COM 670346105 1,089 21,779 X 21,779
OCCIDENTAL PETE CORP DEL COM 674599105 1,907 91,925 X 91,925
OFFICE DEPOT INC COM 676220106 952 82,300 X 82,300
OLD KENT FINL CORP COM 679833103 976 30,500 X 30,500
OMNICOM GROUP INC COM 681919106 4,153 44,353 X 44,353
ORACLE CORP COM 68389X105 55,080 705,586 X 705,586
OWENS CORNING COM 69073F103 262 13,547 X 13,547
OWENS ILL INC COM NEW 690768403 635 37,644 X 37,644
PECO ENERGY CO COM 693304107 1,715 46,505 X 46,505
PG&E CORP COM 69331C108 2,017 96,046 X 96,046
PE CORP COM PE BIO GRP 69332S102 4,977 51,572 X 51,572
PNC BK CORP COM 693475105 3,315 73,571 X 73,571
PPG INDS INC COM 693506107 2,273 43,458 X 43,458
PPL CORP COM 69351T106 751 35,845 X 35,845
PACCAR INC COM 693718108 978 19,568 X 19,568
PACTIV CORP COM 695257105 371 42,759 X 42,759
PAINE WEBBER GROUP INC COM 695629105 1,571 35,700 X 35,700
PALL CORP COM 696429307 694 30,910 X 30,910
PARAMETRIC TECHNOLOGY CORP COM 699173100 1,448 68,737 X 68,737
PARKER HANNIFIN CORP COM 701094104 1,160 28,073 X 28,073
PAYCHEX INC COM 704326107 3,235 61,770 X 61,770
PENNEY J C INC COM 708160106 969 65,127 X 65,127
PEOPLES ENERGY CORP COM 711030106 242 8,831 X 8,831
PEOPLESOFT INC COM 712713106 1,342 67,106 X 67,106
PEP BOYS MANNY MOE & JACK COM 713278109 77 12,960 X 12,960
PEPSICO INC COM 713448108 12,696 364,033 X 364,033
PERKINELMER INC COM 714046109 794 11,941 X 11,941
PHARMACIA & UPJOHN INC COM 716941109 7,945 129,646 X 129,646
PFIZER INC COM 717081103 35,394 968,043 X 968,043
PHELPS DODGE CORP COM 717265102 957 20,206 X 20,206
PHILIP MORRIS COS INC COM 718154107 12,500 591,716 X 591,716
PHILLIPS PETE CO COM 718507106 2,929 63,340 X 63,340
PINNACLE WEST CAP CORP COM 723484101 598 21,200 X 21,200
PITNEY BOWES INC COM 724479100 2,965 66,349 X 66,349
PLACER DOME INC COM 725906101 662 81,418 X 81,418
POLAROID CORP COM 731095105 262 11,040 X 11,040
POTLATCH CORP COM 737628107 311 7,225 X 7,225
PRAXAIR INC COM 74005P104 1,655 39,748 X 39,748
PRICE T ROWE & ASSOCIATES COM 741477103 1,185 30,000 X 30,000
PROCTER & GAMBLE CO COM 742718109 18,589 329,005 X 329,005
PROGRESSIVE CORP OHIO COM 743315103 1,389 18,267 X 18,267
PROVIDIAN FINL CORP COM 74406A102 3,078 35,531 X 35,531
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,618 54,617 X 54,617
PULTE CORP COM 745867101 224 10,739 X 10,739
QUAKER OATS CO COM 747402105 2,026 33,424 X 33,424
QUALCOMM INC COM 747525103 27,548 184,500 X 184,500
QUINTILES TRANSNATIONAL CORP COM 748767100 490 28,700 X 28,700
RALSTON PURINA CO COM RAL-PUR GP 751277302 2,076 75,488 X 75,488
RAYTHEON CO CL B 755111408 1,502 84,605 X 84,605
REEBOK INTL LTD COM 758110100 128 13,852 X 13,852
REGIONS FINL CORP COM 758940100 1,248 54,691 X 54,691
RELIANT ENERGY INC COM 75952J108 1,741 73,902 X 73,902
REYNOLDS METALS CO COM 761763101 1,054 15,762 X 15,762
RITE AID CORP COM 767754104 365 64,931 X 64,931
ROCKWELL INTL CORP NEW COM 773903109 1,985 47,478 X 47,478
ROHM & HAAS CO COM 775371107 2,446 54,802 X 54,802
ROWAN COS INC COM 779382100 679 23,082 X 23,082
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 31,002 536,244 X 536,244
RYDER SYS INC COM 783549108 365 16,067 X 16,067
SBC COMMUNICATIONS INC COM 78387G103 35,937 853,096 X 853,096
SLM HLDG CORP COM 78442A109 1,324 39,751 X 39,751
SABRE HLDGS CORP CL A 785905100 1,182 32,381 X 32,381
SAFECO CORP COM 786429100 864 32,525 X 32,525
SAFEWAY INC COM NEW 786514208 5,758 127,243 X 127,243
ST JUDE MED INC COM 790849103 543 21,027 X 21,027
ST PAUL COS INC COM 792860108 1,942 56,901 X 56,901
SARA LEE CORP COM 803111103 4,090 227,235 X 227,235
SCHERING PLOUGH CORP COM 806605101 13,641 367,435 X 367,435
SCHLUMBERGER LTD COM 806857108 10,526 137,590 X 137,590
SCHWAB CHARLES CORP NEW COM 808513105 11,652 205,104 X 205,104
SCIENTIFIC ATLANTA INC COM 808655104 2,507 39,636 X 39,636
SEAGATE TECHNOLOGY COM 811804103 3,330 53,924 X 53,924
SEAGRAM LTD COM 811850106 6,453 108,458 X 108,458
SEALED AIR CORP NEW COM 81211K100 1,129 20,791 X 20,791
SEARS ROEBUCK & CO COM 812387108 2,893 94,452 X 94,452
SEMPRA ENERGY COM 816851109 856 51,098 X 51,098
SHARED MED SYS CORP COM 819486101 349 6,723 X 6,723
SHERWIN WILLIAMS CO COM 824348106 919 41,553 X 41,553
SIGMA ALDRICH CORP COM 826552101 680 25,288 X 25,288
SILICON GRAPHICS INC COM 827056102 488 46,165 X 46,165
SNAP ON INC COM 833034101 385 14,703 X 14,703
SOLECTRON CORP COM 834182107 5,948 148,228 X 148,228
SOUTHERN CO COM 842587107 3,661 168,336 X 168,336
SOUTHTRUST CORP COM 844730101 1,068 42,000 X 42,000
SOUTHWEST AIRLS CO COM 844741108 2,624 126,078 X 126,078
SPRINT CORP COM FON GROUP 852061100 13,781 217,888 X 217,888
SPRINT CORP PCS COM SER 1 852061506 14,113 215,464 X 215,464
STANLEY WKS COM 854616109 590 22,384 X 22,384
STAPLES INC COM 855030102 2,351 117,567 X 117,567
STATE STR CORP COM 857477103 3,879 40,044 X 40,044
SUMMIT BANCORP COM 866005101 1,149 43,756 X 43,756
SUN MICROSYSTEMS INC COM 866810104 36,993 394,792 X 394,792
SUNOCO INC COM 86764P109 618 22,590 X 22,590
SUNTRUST BKS INC COM 867914103 4,620 79,992 X 79,992
SUPERVALU INC COM 868536103 663 35,022 X 35,022
SYNOVUS FINL CORP COM 87161C105 1,320 69,933 X 69,933
SYSCO CORP COM 871829107 2,981 82,509 X 82,509
TJX COS INC NEW COM 872540109 1,722 77,595 X 77,595
TRW INC COM 872649108 1,779 30,411 X 30,411
TANDY CORP COM 875382103 2,451 48,286 X 48,286
TARGET CORP COM 87612E106 8,185 109,502 X 109,502
TEKTRONIX INC COM 879131100 660 11,794 X 11,794
TELLABS INC COM 879664100 6,333 100,556 X 100,556
TEMPLE INLAND INC COM 879868107 695 13,953 X 13,953
TENET HEALTHCARE CORP COM 88033G100 1,815 78,076 X 78,076
TERADYNE INC COM 880770102 3,501 42,700 X 42,700
TEXACO INC COM 881694103 7,433 138,289 X 138,289
TEXAS INSTRS INC COM 882508104 32,530 203,312 X 203,312
TEXAS UTILS CO COM 882848104 2,052 69,121 X 69,121
TEXTRON INC COM 883203101 2,261 37,146 X 37,146
THERMO ELECTRON CORP COM 883556102 808 39,643 X 39,643
THOMAS & BETTS CORP COM 884315102 408 14,452 X 14,452
3COM CORP COM 885535104 4,758 85,532 X 85,532
TIME WARNER INC COM 887315109 32,171 321,714 X 321,714
TIMES MIRROR CO NEW COM SER A 887364107 1,401 15,075 X 15,075
TIMKEN CO COM 887389104 251 15,467 X 15,467
TORCHMARK CORP COM 891027104 761 32,927 X 32,927
TOSCO CORP COM NEW 891490302 1,102 36,000 X 36,000
TOYS R US INC COM 892335100 888 59,948 X 59,948
TRICON GLOBAL RESTAURANTS COM 895953107 1,172 37,715 X 37,715
TRIBUNE CO NEW COM 896047107 2,173 59,424 X 59,424
TUPPERWARE CORP COM 899896104 225 14,254 X 14,254
TYCO INTL LTD NEW COM 902124106 21,194 422,826 X 422,826
USX MARATHON GROUP COM NEW 902905827 2,024 77,673 X 77,673
UST INC COM 902911106 668 42,764 X 42,764
US BANCORP DEL COM 902973106 4,122 188,420 X 188,420
USX-U S STL COM 90337T101 550 21,988 X 21,988
UNILEVER N V N Y SHS NEW 904784709 6,876 142,880 X 142,880
UNICOM CORP COM 904911104 1,985 54,396 X 54,396
UNION CARBIDE CORP COM 905581104 1,949 33,422 X 33,422
UNION PAC CORP COM 907818108 2,431 62,129 X 62,129
UNION PAC RES GROUP INC COM 907834105 915 63,073 X 63,073
UNION PLANTERS CORP COM 908068109 1,088 35,314 X 35,314
UNISYS CORP COM 909214108 1,994 77,633 X 77,633
UNITED HEALTHCARE CORP COM 910581107 2,533 42,474 X 42,474
US AIRWAYS GROUP INC COM 911905107 497 17,882 X 17,882
U S WEST INC NEW COM 91273H101 9,179 126,392 X 126,392
UNITED TECHNOLOGIES CORP COM 913017109 7,507 118,812 X 118,812
UNOCAL CORP COM 915289102 1,803 60,621 X 60,621
UNUMPROVIDENT CORP COM 91529Y106 1,016 59,988 X 59,988
V F CORP COM 918204108 713 29,614 X 29,614
VERITAS SOFTWARE CO COM 923436109 12,668 96,700 X 96,700
VIACOM INC CL B 925524308 9,191 174,238 X 174,238
VULCAN MATLS CO COM 929160109 1,145 25,000 X 25,000
WACHOVIA CORP COM 929771103 3,424 50,685 X 50,685
WAL MART STORES INC COM 931142103 61,809 1,113,680 X 1,113,680
WALGREEN CO COM 931422109 6,481 251,696 X 251,696
WARNER LAMBERT CO COM 934488107 20,978 214,747 X 214,747
WASHINGTON MUT INC COM 939322103 3,826 144,395 X 144,395
WASTE MGMT INC DEL COM 94106L109 2,120 154,879 X 154,879
WATSON PHARMACEUTICALS INC COM 942683103 952 24,000 X 24,000
WELLPOINT HEALTH NETWORK NEW COM 94973H108 1,111 15,900 X 15,900
WELLS FARGO & CO NEW COM 949746101 16,822 412,801 X 412,801
WENDYS INTL INC COM 950590109 602 29,818 X 29,818
WESTVACO CORP COM 961548104 839 25,140 X 25,140
WEYERHAEUSER CO COM 962166104 3,351 58,784 X 58,784
WHIRLPOOL CORP COM 963320106 1,094 18,669 X 18,669
WILLAMETTE INDS INC COM 969133107 1,119 27,897 X 27,897
WILLIAMS COS INC DEL COM 969457100 4,775 108,679 X 108,679
WINN DIXIE STORES INC COM 974280109 710 36,531 X 36,531
WORTHINGTON INDS INC COM 981811102 273 22,099 X 22,099
WRIGLEY WM JR CO COM 982526105 2,228 29,003 X 29,003
XILINX INC COM 983919101 6,650 80,300 X 80,300
XEROX CORP COM 984121103 4,319 166,098 X 166,098
YAHOO INC COM 984332106 22,570 131,700 X 131,700
YOUNG & RUBICAM INC COM 987425105 818 17,400 X 17,400
GRAND TOTAL 3,185,288
GLOBAL CROSSING LTD COM G3921A100 3,259 79,615 X 79,615
TRANSOCEAN SEDCO FOREX INC ORD G90078109 1,092 21,289 X 21,289
A D C TELECOMMUNICATIONS COM 000886101 2,031 37,700 X 37,700
AFLAC INC COM 001055102 1,540 33,800 X 33,800
AES CORP COM 00130H105 1,699 21,500 X 21,500
AMB PROPERTY CORP COM 00163T109 436 20,300 X 20,300
AMFM INC COM 001693100 1,137 18,226 X 18,226
AMR CORP COM 001765106 558 17,500 X 17,500
AT&T CORP COM 001957109 18,750 332,472 X 332,472
AT&T CORP COM LIB GRP A 001957208 5,623 94,374 X 94,374
AXA FINL INC COM 002451102 926 25,800 X 25,800
ABBOTT LABS COM 002824100 5,521 156,400 X 156,400
ADAPTEC INC COM 00651F108 406 10,500 X 10,500
ADOBE SYS INC COM 00724F101 1,399 12,500 X 12,500
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 332 5,300 X 5,300
ADVANCED MICRO DEVICES INC COM 007903107 867 15,200 X 15,200
AETNA INC COM 008117103 807 14,549 X 14,549
AFFYMETRIX INC COM 00826T108 244 1,645 X 1,645
AIR PRODS & CHEMS INC COM 009158106 699 25,072 X 25,072
ALBERTSONS INC COM 013104104 1,379 44,649 X 44,649
ALCAN ALUMINIUM LTD NEW COM 013716105 768 22,550 X 22,550
ALCOA INC COM 013817101 2,676 38,284 X 38,284
ALLEGHENY ENERGY INC COM 017361106 246 8,900 X 8,900
ALLEGIANCE TELECOM INC COM 01747T102 617 7,650 X 7,650
ALLERGAN INC COM 018490102 710 14,200 X 14,200
ALLIANT CORP COM 018802108 239 7,844 X 7,844
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 123 18,800 X 18,800
ALLMERICA FINL CORP COM 019754100 301 5,900 X 5,900
ALLSTATE CORP COM 020002101 2,079 87,352 X 87,352
ALLTEL CORP COM 020039103 2,081 32,900 X 32,900
ALTERA CORP COM 021441100 1,285 14,400 X 14,400
ALZA CORP DEL COM 022615108 387 10,300 X 10,300
AMAZON COM INC COM 023135106 887 13,100 X 13,100
AMBAC FINL GROUP INC COM 023139108 217 4,300 X 4,300
AMERADA HESS CORP COM 023551104 582 9,000 X 9,000
AMEREN CORP COM 023608102 418 13,500 X 13,500
AMERICA ONLINE INC DEL COM 02364J104 16,624 245,800 X 245,800
AMERICAN ELEC PWR INC COM 025537101 563 18,900 X 18,900
AMERICAN EXPRESS CO COM 025816109 7,379 49,400 X 49,400
AMERICAN GENERAL CORP COM 026351106 1,483 26,415 X 26,415
AMERICAN HOME PRODS CORP COM 026609107 7,175 133,460 X 133,460
AMERICAN INTL GROUP INC COM 026874107 18,753 171,124 X 171,124
AMERICAN PWR CONVERSION CORP COM 029066107 587 13,700 X 13,700
AMERICAN TOWER CORP CL A 029912201 420 8,500 X 8,500
AMGEN INC COM 031162100 6,485 105,300 X 105,300
AMKOR TECHNOLOGY INC COM 031652100 467 8,800 X 8,800
AMSOUTH BANCORPORATION COM 032165102 566 37,911 X 37,911
ANADARKO PETE CORP COM 032511107 569 14,700 X 14,700
ANALOG DEVICES INC COM 032654105 3,172 39,400 X 39,400
ANHEUSER BUSCH COS INC COM 035229103 2,785 44,600 X 44,600
AON CORP COM 037389103 840 26,050 X 26,050
APACHE CORP COM 037411105 637 12,800 X 12,800
APPLE COMPUTER INC COM 037833100 2,386 17,500 X 17,500
APPLIED MICRO CIRCUITS CORP COM 03822W109 1,140 7,600 X 7,600
APPLIED MATLS INC COM 038222105 7,649 80,877 X 80,877
ARCHER DANIELS MIDLAND CO COM 039483102 642 62,289 X 62,289
ARROW ELECTRS INC COM 042735100 370 10,500 X 10,500
ASHLAND INC COM 044204105 239 7,200 X 7,200
ASPECT COMMUNICATIONS CORP COM 04523Q102 233 6,300 X 6,300
ASPECT DEV INC COM 045234101 483 7,500 X 7,500
AT HOME CORP COM SER A 045919107 436 13,224 X 13,224
ASSOCIATES FIRST CAP CORP CL A 046008108 1,634 76,456 X 76,456
ATLANTIC RICHFIELD CO COM 048825103 2,780 32,700 X 32,700
ATMEL CORP COM 049513104 764 14,800 X 14,800
AUTODESK INC COM 052769106 268 5,900 X 5,900
AUTOLIV INC COM 052800109 228 7,600 X 7,600
AUTOMATIC DATA PROCESSING INC COM 053015103 3,290 68,606 X 68,606
AUTONATION INC COM 05329W102 248 31,300 X 31,300
AUTOZONE INC COM 053332102 394 14,200 X 14,200
AVERY DENNISON CORP COM 053611109 702 11,500 X 11,500
AVISTA CORP COM 05379B107 249 6,100 X 6,100
AVON PRODS INC COM 054303102 763 26,100 X 26,100
BB&T CORP COM 054937107 1,038 37,001 X 37,001
BJS WHOLESALE CLUB INC COM 05548J106 307 8,000 X 8,000
BJ SVCS CO COM 055482103 399 5,400 X 5,400
BMC SOFTWARE INC COM 055921100 1,249 25,300 X 25,300
BAKER HUGHES INC COM 057224107 1,065 35,220 X 35,220
BANK OF AMERICA CORPORATION COM 060505104 9,925 189,205 X 189,205
BANK NEW YORK INC COM 064057102 3,234 77,600 X 77,600
BANK ONE CORP COM 06423A103 4,131 119,595 X 119,595
BARD C R INC COM 067383109 209 5,400 X 5,400
BARNES & NOBLE INC COM 067774109 288 12,300 X 12,300
BARRICK GOLD CORP COM 067901108 706 45,000 X 45,000
BAUSCH & LOMB INC COM 071707103 329 6,300 X 6,300
BAXTER INTL INC COM 071813109 1,915 30,400 X 30,400
BEA SYS INC COM 073325102 858 11,700 X 11,700
BEAR STEARNS COS INC COM 073902108 649 14,225 X 14,225
BECTON DICKINSON & CO COM 075887109 676 25,700 X 25,700
BED BATH & BEYOND INC COM 075896100 528 13,400 X 13,400
BELL ATLANTIC CORP COM 077853109 9,857 161,248 X 161,248
BELLSOUTH CORP COM 079860102 9,772 208,470 X 208,470
BELO A H CORP DEL COM SER A 080555105 200 11,200 X 11,200
BEMIS INC COM 081437105 229 6,200 X 6,200
BERGEN BRUNSWIG CORP CL A 083739102 68 10,102 X 10,102
BERKSHIRE HATHAWAY INC DEL CL B 084670207 324 178 X 178
BEST BUY INC COM 086516101 1,815 21,100 X 21,100
BESTFOODS COM 08658U101 1,475 31,500 X 31,500
BETHLEHEM STL CORP COM 087509105 80 13,400 X 13,400
BIOGEN INC COM 090597105 1,174 16,800 X 16,800
BIOMET INC COM 090613100 440 12,100 X 12,100
BLACK & DECKER CORP COM 091797100 338 9,000 X 9,000
BLOCK DRUG INC CL A 093644102 240 8,712 X 8,712
BLOCK H & R INC COM 093671105 430 9,600 X 9,600
BOEING CO COM 097023105 3,277 86,660 X 86,660
BOISE CASCADE CORP COM 097383103 205 5,903 X 5,903
BORDERS GROUP INC COM 099709107 211 12,300 X 12,300
BOSTON SCIENTIFIC CORP COM 101137107 985 46,200 X 46,200
BOWATER INC COM 102183100 203 3,800 X 3,800
BRINKER INTL INC COM 109641100 235 7,900 X 7,900
BRISTOL MYERS SQUIBB CO COM 110122108 12,035 207,300 X 207,300
BROADCOM CORP CL A 111320107 1,894 7,800 X 7,800
BROADVISION INC COM 111412102 700 15,600 X 15,600
BROADWING INC COM 111620100 501 13,485 X 13,485
BROWN FORMAN CORP CL B 115637209 365 6,700 X 6,700
BURLINGTON NORTHN SANTA FE CP COM 12189T104 1,465 64,375 X 64,375
BURLINGTON RES INC COM 122014103 882 23,839 X 23,839
CCB FINL CORP COM 124875105 208 4,700 X 4,700
CBS CORP COM 12490K107 4,691 82,552 X 82,552
C-CUBE MICROSYSTEMS INC COM 125015107 226 3,100 X 3,100
CIGNA CORP COM 125509109 1,445 19,000 X 19,000
CMGI INC COM 125750109 1,980 17,400 X 17,400
CMS ENERGY CORP COM 125896100 212 11,700 X 11,700
CSG SYS INTL INC COM 126349109 312 6,400 X 6,400
CSX CORP COM 126408103 531 22,616 X 22,616
CTS CORP COM 126501105 274 4,800 X 4,800
CVS CORP COM 126650100 1,568 41,600 X 41,600
CABLEVISION SYS CORP CL A 12686C109 516 8,500 X 8,500
CABLETRON SYS INC COM 126920107 564 19,200 X 19,200
CADENCE DESIGN SYSTEM INC COM 127387108 371 18,000 X 18,000
CALPINE CORP COM 131347106 432 4,600 X 4,600
CAMPBELL SOUP CO COM 134429109 1,367 44,300 X 44,300
CAPITAL ONE FINL CORP COM 14040H105 1,002 20,900 X 20,900
CARDINAL HEALTH INC COM 14149Y108 1,850 40,318 X 40,318
CAREMARK RX INC COM 141705103 55 13,200 X 13,200
CARNIVAL CORP COM 143658102 1,590 64,402 X 64,402
CAROLINA PWR & LT CO COM 144141108 503 15,500 X 15,500
CATERPILLAR INC DEL COM 149123101 1,465 37,000 X 37,000
CENDANT CORP COM 151313103 1,342 72,542 X 72,542
CENTRAL & SOUTH WEST CORP COM 152357109 354 20,700 X 20,700
CENTURYTEL INC COM 156700106 494 13,300 X 13,300
CERIDIAN CORP COM 15677T106 280 14,600 X 14,600
CHAMPION INTL CORP COM 158525105 538 10,100 X 10,100
CHARTER ONE FINL INC COM 160903100 351 16,692 X 16,692
CHASE MANHATTAN CORP NEW COM 16161A108 7,850 89,750 X 89,750
CHEVRON CORPORATION COM 166751107 6,283 67,978 X 67,978
CHIRON CORP COM 170040109 574 11,500 X 11,500
CHRIS CRAFT INDS INC COM 170520100 492 7,732 X 7,732
CHUBB CORP COM 171232101 1,277 18,900 X 18,900
CIENA CORP COM 171779101 1,413 11,200 X 11,200
CINCINNATI FINL CORP COM 172062101 655 17,400 X 17,400
CINERGY CORP COM 172474108 358 16,662 X 16,662
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 1,303 21,400 X 21,400
CISCO SYS INC COM 17275R102 56,872 734,680 X 734,680
CINTAS CORP COM 172908105 464 11,850 X 11,850
CITIGROUP INC COM 172967101 21,672 365,134 X 365,134
CITIZENS UTILS CO DEL CL B 177342201 314 19,165 X 19,165
CITRIX SYS INC COM 177376100 1,219 18,400 X 18,400
CLAYTON HOMES INC COM 184190106 131 12,975 X 12,975
CLEAR CHANNEL COMMUNICATIONS COM 184502102 2,489 35,900 X 35,900
CLOROX CO DEL COM 189054109 795 24,100 X 24,100
COASTAL CORP COM 190441105 1,017 22,100 X 22,100
COCA COLA CO COM 191216100 72,394 1,542,048 X 1,542,048
COCA COLA ENTERPRISES INC COM 191219104 124,497 5,773,771 X 5,773,771
COGNEX CORP COM 192422103 208 3,600 X 3,600
COLE KENNETH PRODTNS INC CL A 193294105 288 7,350 X 7,350
COLGATE PALMOLIVE CO COM 194162103 3,326 59,000 X 59,000
COLUMBIA ENERGY GROUP COM 197648108 625 10,550 X 10,550
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 1,455 57,488 X 57,488
COMCAST CORP CL A SPL 200300200 4,309 99,350 X 99,350
COMDISCO INC COM 200336105 393 8,900 X 8,900
COMERICA INC COM 200340107 722 17,250 X 17,250
COMPAQ COMPUTER CORP COM 204493100 4,673 173,090 X 173,090
COMPUTER ASSOC INTL INC COM 204912109 3,543 59,798 X 59,798
COMPUTER SCIENCES CORP COM 205363104 1,280 16,100 X 16,100
COMPUWARE CORP COM 205638109 807 38,300 X 38,300
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 2,372 12,550 X 12,550
CONAGRA INC COM 205887102 913 50,400 X 50,400
CONCORD EFS INC COM 206197105 399 17,375 X 17,375
CONEXANT SYSTEMS INC COM 207142100 1,704 24,288 X 24,288
CONOCO INC CL B 208251405 1,592 62,144 X 62,144
CONSECO INC COM 208464107 398 34,779 X 34,779
CONSOLIDATED EDISON INC COM 209115104 658 22,600 X 22,600
CONSOLIDATED PAPERS INC COM 209759109 204 5,300 X 5,300
CONSOLIDATED STORES CORP COM 210149100 127 11,200 X 11,200
CONSTELLATION ENERGY CORP COM 210371100 467 14,650 X 14,650
CONVERGYS CORP COM 212485106 240 6,200 X 6,200
COOPER CAMERON CORP COM 216640102 321 4,800 X 4,800
COOPER INDS INC COM 216669101 441 12,819 X 12,819
CORDANT TECHNOLOGIES INC COM 218412104 204 3,600 X 3,600
CORNING INC COM 219350105 5,504 28,300 X 28,300
COSTCO WHSL CORP NEW COM 22160K105 2,494 47,300 X 47,300
COUNTRYWIDE CR INDS INC DEL COM 222372104 319 11,700 X 11,700
COVAD COMMUNICATIONS GROUP INC COM 222814204 558 7,700 X 7,700
COX COMMUNICATIONS INC NEW CL A 224044107 765 15,554 X 15,554
CREDENCE SYS CORP COM 225302108 263 2,100 X 2,100
CREE INC COM 225447101 203 1,800 X 1,800
CROWN CASTLE INTL CORP COM 228227104 223 5,900 X 5,900
CROWN CORK & SEAL INC COM 228255105 214 13,400 X 13,400
CYPRESS SEMICONDUCTOR CORP COM 232806109 446 9,100 X 9,100
DII GROUP INC COM 232949107 317 2,800 X 2,800
DQE INC COM 23329J104 255 5,600 X 5,600
DPL INC COM 233293109 204 9,200 X 9,200
DST SYS INC DEL COM 233326107 234 3,602 X 3,602
DTE ENERGY CO COM 233331107 414 14,200 X 14,200
DANA CORP COM 235811106 478 16,962 X 16,962
DANAHER CORP DEL COM 235851102 954 18,700 X 18,700
DARDEN RESTAURANTS INC COM 237194105 224 12,600 X 12,600
DEERE & CO COM 244199105 984 25,900 X 25,900
DELL COMPUTER CORP COM 247025109 14,825 274,000 X 274,000
DELPHI AUTOMOTIVE SYS CORP COM 247126105 882 54,890 X 54,890
DELTA AIR LINES INC DEL COM 247361108 723 13,500 X 13,500
DELUXE CORP COM 248019101 204 7,700 X 7,700
DEVON ENERGY CORP NEW COM 25179M103 248 5,112 X 5,112
DIAL CORP NEW COM 25247D101 257 18,700 X 18,700
DIAMOND OFFSHORE DRILLING INC COM 25271C102 292 7,300 X 7,300
DILLARDS INC CL A 254067101 176 10,700 X 10,700
DISNEY WALT CO COM DISNEY 254687106 8,761 212,322 X 212,322
DOLLAR GEN CORP COM 256669102 748 27,821 X 27,821
DOLLAR TREE STORES INC COM 256747106 292 5,600 X 5,600
DOMINION RES INC VA NEW COM 25746U109 1,020 27,055 X 27,055
DONNELLEY R R & SONS CO COM 257867101 278 13,300 X 13,300
DOUBLECLICK INC COM 258609304 602 6,430 X 6,430
DOVER CORP COM 260003108 1,015 21,200 X 21,200
DOW CHEM CO COM 260543103 2,636 23,050 X 23,050
DOW JONES & CO INC COM 260561105 646 9,000 X 9,000
DU PONT E I DE NEMOURS & CO COM 263534109 5,804 109,611 X 109,611
DUKE ENERGY CORP COM 264399106 1,997 37,897 X 37,897
DUKE WEEKS REALTY CORP COM NEW 264411505 214 11,208 X 11,208
DUN & BRADSTREET CORP DEL COM 26483B106 469 16,400 X 16,400
DYNEGY INC NEW CL A 26816Q101 590 9,400 X 9,400
E M C CORP MASS COM 268648102 13,358 106,500 X 106,500
ENSCO INTL INC COM 26874Q100 477 13,200 X 13,200
E-TEK DYNAMICS INC COM 269240107 565 2,400 X 2,400
E TRADE GROUP INC COM 269246104 771 25,595 X 25,595
EASTGROUP PPTY INC COM 277276101 206 9,600 X 9,600
EASTMAN CHEM CO COM 277432100 370 8,125 X 8,125
EASTMAN KODAK CO COM 277461109 1,784 32,934 X 32,934
EATON CORP COM 278058102 601 7,700 X 7,700
EBAY INC COM 278642103 488 2,700 X 2,700
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 964 12,200 X 12,200
ECOLAB INC COM 278865100 572 15,600 X 15,600
EDISON INTL COM 281020107 742 44,800 X 44,800
EDWARDS AG INC COM 281760108 272 6,800 X 6,800
EL PASO ELEC CO COM NEW 283677854 179 17,300 X 17,300
EL PASO ENERGY CORP DEL COM 283905107 933 23,100 X 23,100
ELECTRONIC ARTS INC COM 285512109 377 5,300 X 5,300
ELECTRONIC DATA SYS NEW COM 285661104 3,129 48,600 X 48,600
ELECTRONICS FOR IMAGING INC COM 286082102 294 4,900 X 4,900
EMERSON ELEC CO COM 291011104 2,377 44,600 X 44,600
EMULEX CORP COM NEW 292475209 306 2,800 X 2,800
ENERGY EAST CORP COM 29266M109 215 10,838 X 10,838
ENGELHARD CORP COM 292845104 205 13,550 X 13,550
ENRON CORP COM 293561106 6,238 83,100 X 83,100
ENTERGY CORP NEW COM 29364G103 567 28,100 X 28,100
EPICOR SOFTWARE CORP COM 29426L108 122 14,300 X 14,300
EQUIFAX INC COM 294429105 371 14,700 X 14,700
EQUITY OFFICE PROPERTIES TRUST COM 294741103 485 19,300 X 19,300
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 306 7,626 X 7,626
EXAR CORP COM 300645108 526 7,350 X 7,350
EXODUS COMMUNICATIONS INC COM 302088109 1,686 12,000 X 12,000
EXXON MOBIL CORP COM 30231G102 28,213 361,740 X 361,740
FPL GROUP INC COM 302571104 880 19,405 X 19,405
FAMILY DLR STORES INC COM 307000109 223 10,700 X 10,700
FEDERAL HOME LN MTG CORP COM 313400301 3,310 74,900 X 74,900
FEDERAL NATL MTG ASSN COM 313586109 6,686 118,167 X 118,167
FEDERATED DEPT STORES INC DEL COM 31410H101 987 23,350 X 23,350
FEDEX CORP COM 31428X106 1,180 30,400 X 30,400
FIFTH THIRD BANCORP COM 316773100 2,081 33,025 X 33,025
FIRST BANCORP P R COM 318672102 196 11,100 X 11,100
FIRST DATA CORP COM 319963104 1,923 43,200 X 43,200
FIRST SEC CORP DEL COM 336294103 151 12,600 X 12,600
FIRST UN CORP COM 337358105 3,873 103,846 X 103,846
FIRSTAR CORP NEW WIS COM 33763V109 2,332 101,690 X 101,690
FISERV INC COM 337738108 357 9,600 X 9,600
FIRSTENERGY CORP COM 337932107 689 33,400 X 33,400
FLEETBOSTON FINL CORP COM 339030108 3,530 96,435 X 96,435
FLORIDA PROGRESS CORP COM 341109106 431 9,400 X 9,400
FLUOR CORP COM 343861100 242 7,800 X 7,800
FORD MTR CO DEL COM 345370100 5,800 125,900 X 125,900
FOREST LABS INC COM 345838106 600 7,100 X 7,100
FORT JAMES CORP COM 347471104 493 22,400 X 22,400
FORTUNE BRANDS INC COM 349631101 393 15,700 X 15,700
FOX ENTMT GROUP INC CL A 35138T107 245 8,200 X 8,200
FRANKLIN RES INC COM 354613101 963 28,800 X 28,800
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 189 15,700 X 15,700
GPU INC COM 36225X100 331 12,100 X 12,100
GTE CORP COM 362320103 6,596 92,900 X 92,900
GANNETT INC COM 364730101 2,149 30,400 X 30,400
GAP INC DEL COM 364760108 4,645 92,974 X 92,974
GATEWAY INC COM 367626108 1,819 34,300 X 34,300
GENERAL DYNAMICS CORP COM 369550108 955 19,200 X 19,200
GENERAL ELEC CO COM 369604103 50,589 325,621 X 325,621
GENERAL MLS INC COM 370334104 1,295 35,800 X 35,800
GENERAL MTRS CORP COM 370442105 5,544 66,941 X 66,941
GENERAL MTRS CORP CL H NEW 370442832 1,250 9,967 X 9,967
GENTEX CORP COM 371901109 330 8,900 X 8,900
GENUINE PARTS CO COM 372460105 854 35,775 X 35,775
GENZYME CORP COM GENL DIV 372917104 291 5,800 X 5,800
GEORGIA PAC CORP COM GA PAC GRP 373298108 696 17,600 X 17,600
GILEAD SCIENCES INC COM 375558103 313 4,946 X 4,946
GILLETTE CO COM 375766102 4,189 111,114 X 111,114
GLOBAL MARINE INC COM 379352404 322 12,700 X 12,700
GLOBAL TELESYSTEMS GROUP COM 37936U104 283 13,800 X 13,800
GOLDEN WEST FINL CORP DEL COM 381317106 586 18,800 X 18,800
GOLDMAN SACHS GROUP INC COM 38141G104 484 4,600 X 4,600
GOODRICH B F CO COM 382388106 321 11,200 X 11,200
GOODYEAR TIRE & RUBR CO COM 382550101 384 16,721 X 16,721
GO2NET INC COM 383486107 209 2,600 X 2,600
GRAINGER W W INC COM 384802104 559 10,300 X 10,300
GREAT LAKES CHEM CORP COM 390568103 201 5,900 X 5,900
GUIDANT CORP COM 401698105 1,849 31,400 X 31,400
HALLIBURTON CO COM 406216101 1,750 42,400 X 42,400
HARLEY DAVIDSON INC COM 412822108 1,220 15,300 X 15,300
HARMONIC INC COM 413160102 233 2,800 X 2,800
HARRAHS ENTMT INC COM 413619107 229 12,350 X 12,350
HARRIS CORP DEL COM 413875105 214 6,200 X 6,200
HARTE-HANKS INC COM 416196103 313 13,800 X 13,800
HARTFORD FINL SVCS GROUP INC COM 416515104 1,250 23,700 X 23,700
HASBRO INC COM 418056107 325 19,450 X 19,450
HAWAIIAN ELEC INDUSTRIES COM 419870100 248 7,800 X 7,800
HEALTHSOUTH CORP COM 421924101 224 39,300 X 39,300
HEALTH MGMT ASSOC INC NEW CL A 421933102 333 23,400 X 23,400
HEINZ H J CO COM 423074103 1,276 36,600 X 36,600
HERCULES INC COM 427056106 179 11,100 X 11,100
HERSHEY FOODS CORP COM 427866108 770 15,800 X 15,800
HEWLETT PACKARD CO COM 428236103 14,092 106,046 X 106,046
HIBERNIA CORP CL A 428656102 119 11,300 X 11,300
HILTON HOTELS CORP COM 432848109 274 35,300 X 35,300
HISPANIC BROADCASTING CORP CL A 43357B104 340 3,000 X 3,000
HOME DEPOT INC COM 437076102 16,273 252,263 X 252,263
HOMESTAKE MNG CO COM 437614100 155 25,800 X 25,800
HONEYWELL INTL INC COM 438516106 4,098 77,774 X 77,774
HOST MARRIOTT CORP NEW COM 44107P104 174 19,630 X 19,630
HOUSEHOLD INTL INC COM 441815107 1,867 49,825 X 49,825
HUMANA INC COM 444859102 116 15,800 X 15,800
HUMAN GENOME SCIENCES INC COM 444903108 291 3,500 X 3,500
HUNTINGTON BANCSHARES INC COM 446150104 522 23,311 X 23,311
IBP INC COM 449223106 203 12,900 X 12,900
IDEC PHARMACEUTICALS CORP COM 449370105 422 4,300 X 4,300
IMS HEALTH INC COM 449934108 620 36,600 X 36,600
ISS GROUP INC COM 450306105 233 2,000 X 2,000
ITT INDS INC IND COM 450911102 258 8,300 X 8,300
IDACORP INC COM 451107106 382 11,000 X 11,000
IKON OFFICE SOLUTIONS INC COM 451713101 98 15,778 X 15,778
ILLINOIS TOOL WKS INC COM 452308109 1,721 31,000 X 31,000
IMMUNEX CORP NEW COM 452528102 1,094 17,250 X 17,250
INCO LTD COM 453258402 505 27,500 X 27,500
INFINITY BROADCASTING CP NEW CL A 45662S102 731 22,581 X 22,581
INFORMIX CORP COM 456779107 354 20,900 X 20,900
INFOSPACE COM INC COM 45678T102 524 3,600 X 3,600
INGERSOLL-RAND CO COM 456866102 805 18,200 X 18,200
INKTOMI CORP COM 457277101 1,092 5,600 X 5,600
INTEGRATED DEVICE TECHNOLOGY COM 458118106 357 9,000 X 9,000
INTEL CORP COM 458140100 46,057 348,860 X 348,860
INTERNATIONAL BUSINESS MACHS COM 459200101 22,447 190,108 X 190,108
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 417 12,257 X 12,257
INTL PAPER CO COM 460146103 1,856 43,547 X 43,547
INTERPUBLIC GROUP COS INC COM 460690100 1,436 30,400 X 30,400
INTUIT COM 461202103 631 11,600 X 11,600
IOMEGA CORP COM 462030107 75 19,600 X 19,600
I2 TECHNOLOGIES INC COM 465754109 598 4,900 X 4,900
IVAX CORP COM 465823102 346 12,700 X 12,700
JDS UNIPHASE CORP COM 46612J101 4,418 36,641 X 36,641
JABIL CIRCUIT INC COM 466313103 329 7,600 X 7,600
JEFFERSON PILOT CORP COM 475070108 748 11,237 X 11,237
JOHNSON & JOHNSON COM 478160104 10,477 149,017 X 149,017
JOHNSON CTLS INC COM 478366107 535 9,900 X 9,900
JONES APPAREL GROUP INC COM 480074103 212 6,701 X 6,701
KLA-TENCOR CORP COM 482480100 1,643 19,500 X 19,500
K MART CORP COM 482584109 509 52,501 X 52,501
KANSAS CITY SOUTHN INDS INC COM 485170104 1,074 12,500 X 12,500
KELLOGG CO COM 487836108 1,164 45,200 X 45,200
KEMET CORP COM 488360108 228 3,600 X 3,600
KERR MCGEE CORP COM 492386107 604 10,460 X 10,460
KEY ENERGY SVCS INC COM 492914106 192 16,600 X 16,600
KEYCORP NEW COM 493267108 882 46,400 X 46,400
KEYSPAN CORP COM 49337W100 288 10,412 X 10,412
KIMBERLY CLARK CORP COM 494368103 3,267 58,056 X 58,056
KINDER MORGAN INC KANS COM 49455P101 242 7,000 X 7,000
KNIGHT RIDDER INC COM 499040103 456 8,900 X 8,900
KNIGHT/TRIMARK GROUP INC NEW CL A 499068104 281 5,500 X 5,500
KOHLS CORP COM 500255104 2,040 19,900 X 19,900
KROGER CO COM 501044101 1,508 85,600 X 85,600
LG&E ENERGY CORP COM 501917108 262 11,471 X 11,471
LSI LOGIC CORP COM 502161102 2,317 31,900 X 31,900
LAM RESEARCH CORP COM 512807108 487 10,800 X 10,800
LATTICE SEMICONDUCTOR CORP COM 518415104 230 3,400 X 3,400
LAUDER ESTEE COS INC CL A 518439104 300 6,000 X 6,000
LEARN2 COM INC COM 522002104 52 12,600 X 12,600
LEGATO SYS INC COM 524651106 303 6,800 X 6,800
LEGGETT & PLATT INC COM 524660107 441 20,500 X 20,500
LEGG MASON INC COM 524901105 438 10,132 X 10,132
LEHMAN BROS HLDGS INC COM 524908100 1,280 13,200 X 13,200
LEVEL 3 COMMUNICATIONS INC COM 52729N100 2,052 19,400 X 19,400
LEXMARK INTL GROUP INC CL A 529771107 1,459 13,800 X 13,800
LILLY ELI & CO COM 532457108 7,033 112,265 X 112,265
LIMITED INC COM 532716107 903 21,436 X 21,436
LINCOLN NATL CORP IND COM 534187109 704 21,000 X 21,000
LINEAR TECHNOLOGY CORP COM 535678106 231 4,200 X 4,200
LITTON INDS INC COM 538021106 318 7,200 X 7,200
LIZ CLAIBORNE INC COM 539320101 279 6,100 X 6,100
LOCKHEED MARTIN CORP COM 539830109 774 37,880 X 37,880
LOEWS CORP COM 540424108 595 11,900 X 11,900
LOUISIANA PAC CORP COM 546347105 142 10,200 X 10,200
LOWES COS INC COM 548661107 2,376 40,700 X 40,700
LUCENT TECHNOLOGIES INC COM 549463107 20,324 334,157 X 334,157
LYCOS INC COM 550818108 576 8,200 X 8,200
M & T BK CORP COM 55261F104 250 561 X 561
MBIA INC COM 55262C100 536 10,300 X 10,300
MBNA CORP COM 55262L100 2,191 85,625 X 85,625
MCI WORLDCOM INC COM 55268B106 14,058 309,799 X 309,799
MGIC INVT CORP WIS COM 552848103 541 12,400 X 12,400
MACROMEDIA INC COM 556100105 289 3,200 X 3,200
MALLINCKRODT INC NEW COM 561232109 207 7,200 X 7,200
MANOR CARE INC NEW COM 564055101 142 10,550 X 10,550
MARSH & MCLENNAN COS INC COM 571748102 3,146 28,450 X 28,450
MARSHALL & ILSLEY CORP COM 571834100 427 7,400 X 7,400
MARRIOTT INTL INC NEW CL A 571903202 848 27,276 X 27,276
MASCO CORP COM 574599106 925 45,100 X 45,100
MATTEL INC COM 577081102 444 42,288 X 42,288
MAXIM INTEGRATED PRODS INC COM 57772K101 1,713 24,100 X 24,100
MAY DEPT STORES CO COM 577778103 999 35,371 X 35,371
MAYTAG CORP COM 578592107 308 9,300 X 9,300
MCDONALDS CORP COM 580135101 5,930 158,914 X 158,914
MCGRAW HILL COS INC COM 580645109 928 20,400 X 20,400
MCKESSON HBOC INC COM 58155Q103 587 27,935 X 27,935
MCLEODUSA INC COM 582266102 695 8,200 X 8,200
MEAD CORP COM 582834107 384 11,000 X 11,000
MEDIAONE GROUP INC COM 58440J104 5,451 67,300 X 67,300
MEDIMMUNE INC COM 584699102 946 5,435 X 5,435
MEDTRONIC INC COM 585055106 6,750 130,800 X 130,800
MELLON FINL CORP COM 58551A108 1,711 57,500 X 57,500
MERCK & CO INC COM 589331107 15,096 242,878 X 242,878
MERCURY INTERACTIVE CORP COM 589405109 618 7,800 X 7,800
MERRILL LYNCH & CO INC COM 590188108 4,215 40,000 X 40,000
METRIS COS INC COM 591598107 265 6,828 X 6,828
METROMEDIA FIBER NETWORK INC CL A 591689104 764 7,900 X 7,900
MICREL INC COM 594793101 269 2,800 X 2,800
MICROSOFT CORP COM 594918104 59,501 559,424 X 559,424
MICROSTRATEGY INC CL A 594972101 818 9,400 X 9,400
MICROCHIP TECHNOLOGY INC COM 595017104 355 5,400 X 5,400
MICROMUSE INC COM 595094103 236 1,700 X 1,700
MICRON TECHNOLOGY INC COM 595112103 3,596 28,400 X 28,400
MILLENNIUM PHARMACEUTICALS INC COM 599902103 442 3,400 X 3,400
MILLER HERMAN INC COM 600544100 218 7,800 X 7,800
MILLIPORE CORP COM 601073109 350 6,200 X 6,200
MINERALS TECHNOLOGIES INC COM 603158106 379 8,500 X 8,500
MINNESOTA MNG & MFG CO COM 604059105 3,865 43,671 X 43,671
MIRAGE RESORTS INC COM 60462E104 358 18,500 X 18,500
MOLEX INC COM 608554101 1,758 29,926 X 29,926
MONSANTO CO COM 611662107 3,364 65,100 X 65,100
MONTANA POWER CO COM 612085100 538 8,400 X 8,400
MORGAN J P & CO INC COM 616880100 2,612 19,906 X 19,906
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 10,112 123,984 X 123,984
MOTOROLA INC COM 620076109 10,491 73,638 X 73,638
MURPHY OIL CORP COM 626717102 202 3,500 X 3,500
MYLAN LABS INC COM 628530107 259 9,400 X 9,400
NCR CORP NEW COM 62886E108 377 9,400 X 9,400
NTL INC COM 629407107 977 10,525 X 10,525
NVR INC COM 62944T105 221 4,100 X 4,100
NABISCO GROUP HLDG CORP COM 62952P102 376 31,200 X 31,200
NABORS INDS INC COM 629568106 323 8,332 X 8,332
NATIONAL CITY CORP COM 635405103 1,353 65,400 X 65,400
NATIONAL SEMICONDUCTOR CORP COM 637640103 1,112 18,300 X 18,300
NAVISTAR INTL CORP NEW COM 63934E108 277 6,900 X 6,900
NETWORKS ASSOCS INC COM 640938106 326 10,100 X 10,100
NETWORK APPLIANCE INC COM 64120L104 2,574 31,100 X 31,100
NETWORK SOLUTIONS INC DEL COM 64121Q102 338 2,200 X 2,200
NEW CENTURY ENERGIES INC COM 64352U103 331 11,000 X 11,000
NEW YORK TIMES CO CL A 650111107 751 17,500 X 17,500
NEWELL RUBBERMAID INC COM 651229106 777 31,601 X 31,601
NEWMONT MINING CORP COM 651639106 412 18,351 X 18,351
NEXTEL COMMUNICATIONS INC CL A 65332V103 5,648 38,100 X 38,100
NEXTLINK COMMUNICATIONS INC CL A 65333H707 1,200 9,700 X 9,700
NIAGARA MOHAWK HLDGS INC COM 653520106 312 23,100 X 23,100
NIKE INC CL B 654106103 1,117 28,200 X 28,200
NOBLE DRILLING CORP COM 655042109 509 12,300 X 12,300
NORDSTROM INC COM 655664100 404 13,700 X 13,700
NORFOLK SOUTHERN CORP COM 655844108 619 43,400 X 43,400
NORTEL NETWORKS CORP COM 656569100 19,504 154,640 X 154,640
NORTH FORK BANCORPORATION NY COM 659424105 205 11,448 X 11,448
NORTHN STS PWR CO MINN COM 665772109 294 14,800 X 14,800
NORTHERN TR CORP COM 665859104 1,804 26,700 X 26,700
NORTHROP GRUMMAN CORP COM 666807102 360 6,800 X 6,800
NOVELL INC COM 670006105 945 33,000 X 33,000
NOVELLUS SYS INC COM 670008101 483 8,600 X 8,600
NUCOR CORP COM 670346105 470 9,400 X 9,400
OCCIDENTAL PETE CORP DEL COM 674599105 799 38,500 X 38,500
OCEAN ENERGY INC TEX COM 67481E106 322 22,396 X 22,396
OFFICE DEPOT INC COM 676220106 381 32,950 X 32,950
OLD KENT FINL CORP COM 679833103 371 11,600 X 11,600
OMNICOM GROUP INC COM 681919106 1,832 19,500 X 19,500
ONE VALLEY BANCORP INC COM 682419106 284 8,200 X 8,200
ORACLE CORP COM 68389X105 24,866 318,466 X 318,466
OWENS ILL INC COM NEW 690768403 270 16,000 X 16,000
PECO ENERGY CO COM 693304107 712 19,300 X 19,300
PG&E CORP COM 69331C108 836 39,800 X 39,800
PE CORP COM PE BIO GRP 69332S102 2,014 20,800 X 20,800
PE CORP CELERA GEN GRP 69332S201 350 3,800 X 3,800
PMC-SIERRA INC COM 69344F106 2,017 9,900 X 9,900
PNC BK CORP COM 693475105 1,410 31,300 X 31,300
PPG INDS INC COM 693506107 942 18,000 X 18,000
PPL CORP COM 69351T106 333 15,900 X 15,900
PACCAR INC COM 693718108 576 11,510 X 11,510
PACTIV CORP COM 695257105 157 18,119 X 18,119
PAGING NETWORK INC COM 695542100 26 10,000 X 10,000
PAINE WEBBER GROUP INC COM 695629105 660 15,000 X 15,000
PALL CORP COM 696429307 355 15,833 X 15,833
PANAMSAT CORP NEW COM 697933109 255 5,200 X 5,200
PARAMETRIC TECHNOLOGY CORP COM 699173100 590 28,000 X 28,000
PARK PL ENTMT CORP COM 700690100 199 17,200 X 17,200
PARKER HANNIFIN CORP COM 701094104 478 11,575 X 11,575
PAYCHEX INC COM 704326107 1,393 26,600 X 26,600
PENNEY J C INC COM 708160106 448 30,100 X 30,100
PEOPLESOFT INC COM 712713106 542 27,100 X 27,100
PEP BOYS MANNY MOE & JACK COM 713278109 59 10,000 X 10,000
PEPSICO INC COM 713448108 5,570 159,700 X 159,700
PEREGRINE SYSTEMS INC COM 71366Q101 262 3,900 X 3,900
PERKINELMER INC COM 714046109 306 4,600 X 4,600
PHARMACIA & UPJOHN INC COM 716941109 3,239 52,850 X 52,850
PFIZER INC COM 717081103 14,856 405,879 X 405,879
PHELPS DODGE CORP COM 717265102 402 8,478 X 8,478
PHILIP MORRIS COS INC COM 718154107 4,854 229,519 X 229,519
PHILLIPS PETE CO COM 718507106 1,147 24,800 X 24,800
PINNACLE WEST CAP CORP COM 723484101 231 8,200 X 8,200
PIONEER NAT RES CO COM 723787107 149 14,200 X 14,200
PITNEY BOWES INC COM 724479100 1,452 32,500 X 32,500
PLACER DOME INC COM 725906101 269 33,100 X 33,100
POPULAR INC COM 733174106 215 9,700 X 9,700
POTOMAC ELEC PWR CO COM 737679100 210 9,300 X 9,300
PRAXAIR INC COM 74005P104 741 17,800 X 17,800
PRECISION CASTPARTS CORP COM 740189105 358 9,800 X 9,800
PRICE T ROWE & ASSOCIATES COM 741477103 450 11,400 X 11,400
PRICELINE COM INC COM 741503106 280 3,500 X 3,500
PRIMEDIA INC COM 74157K101 358 11,200 X 11,200
PROCTER & GAMBLE CO COM 742718109 7,898 139,642 X 139,642
PROGRESSIVE CORP OHIO COM 743315103 608 8,000 X 8,000
PROVIDIAN FINL CORP COM 74406A102 1,291 14,900 X 14,900
PSINET INC COM 74437C101 231 6,800 X 6,800
PUBLIC SVC CO N MEX COM 744499104 183 11,600 X 11,600
PUBLIC SVC ENTERPRISE GROUP COM 744573106 699 23,600 X 23,600
PUGET SOUND ENERGY INC COM 745332106 408 18,400 X 18,400
QLOGIC CORP COM 747277101 732 5,400 X 5,400
QUAKER OATS CO COM 747402105 855 14,100 X 14,100
QUALCOMM INC COM 747525103 11,648 77,800 X 77,800
QUANTUM CORP COM DSSG 747906204 149 12,500 X 12,500
QUANTUM CORP COM HDDG 747906303 147 13,050 X 13,050
QUINTILES TRANSNATIONAL CORP COM 748767100 196 11,500 X 11,500
R & B FALCON CORP COM 74912E101 313 15,922 X 15,922
QWEST COMMUNICATIONS INTL INC COM 749121109 496 10,126 X 10,126
RF MICRODEVICES INC COM 749941100 511 3,800 X 3,800
RAMBUS INC DEL COM 750917106 412 1,400 X 1,400
RALSTON PURINA CO COM RAL-PUR GP 751277302 864 31,400 X 31,400
RATIONAL SOFTWARE CORP COM NEW 75409P202 505 6,600 X 6,600
RAYTHEON CO CL B 755111408 580 32,650 X 32,650
READERS DIGEST ASSN INC CL A NON VTG 755267101 255 7,200 X 7,200
REALNETWORKS INC COM 75605L104 285 5,000 X 5,000
REGIONS FINL CORP COM 758940100 513 22,500 X 22,500
RELIANT ENERGY INC COM 75952J108 731 30,969 X 30,969
RELIASTAR FINL CORP COM 75952U103 210 6,200 X 6,200
REYNOLDS METALS CO COM 761763101 448 6,700 X 6,700
RITE AID CORP COM 767754104 153 27,200 X 27,200
ROBERT HALF INTL INC COM 770323103 379 8,000 X 8,000
ROCKWELL INTL CORP NEW COM 773903109 807 19,589 X 19,589
ROHM & HAAS CO COM 775371107 999 22,398 X 22,398
ROLLINS INC COM 775711104 150 10,100 X 10,100
ROWAN COS INC COM 779382100 280 9,500 X 9,500
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 13,274 229,600 X 229,600
SBC COMMUNICATIONS INC COM 78387G103 15,522 367,473 X 367,473
SCI SYS INC COM 783890106 667 12,400 X 12,400
SDL INC COM 784076101 979 4,600 X 4,600
SLM HLDG CORP COM 78442A109 543 16,300 X 16,300
S1 CORPORATION COM 78463B101 291 3,400 X 3,400
SPX CORP COM 784635104 262 2,300 X 2,300
SABRE HLDGS CORP CL A 785905100 539 14,763 X 14,763
SAFECO CORP COM 786429100 361 13,600 X 13,600
SAFEGUARD SCIENTIFICS INC COM 786449108 538 7,800 X 7,800
SAFEWAY INC COM NEW 786514208 2,480 54,800 X 54,800
ST JUDE MED INC COM 790849103 221 8,550 X 8,550
ST PAUL COS INC COM 792860108 975 28,578 X 28,578
SAKS INC COM 79377W108 157 10,796 X 10,796
SANDISK CORP COM 80004C101 539 4,400 X 4,400
SANMINA CORP COM 800907107 676 10,000 X 10,000
SANTA FE SNYDER CORP COM 80218K105 162 17,040 X 17,040
SARA LEE CORP COM 803111103 1,686 93,400 X 93,400
SCHERING PLOUGH CORP COM 806605101 5,643 152,000 X 152,000
SCHLUMBERGER LTD COM 806857108 4,277 55,700 X 55,700
SCHWAB CHARLES CORP NEW COM 808513105 5,533 97,100 X 97,100
SCIENTIFIC ATLANTA INC COM 808655104 993 15,700 X 15,700
SCOTTISH PWR PLC SPON ADR FINAL 81013T705 393 12,412 X 12,412
SEAGATE TECHNOLOGY COM 811804103 1,443 23,300 X 23,300
SEAGRAM LTD COM 811850106 2,535 42,600 X 42,600
SEALED AIR CORP NEW COM 81211K100 463 8,531 X 8,531
SEARS ROEBUCK & CO COM 812387108 1,322 43,256 X 43,256
SEMPRA ENERGY COM 816851109 338 20,204 X 20,204
SEPRACOR INC COM 817315104 364 5,000 X 5,000
SERVICEMASTER CO COM 81760N109 259 23,000 X 23,000
7-ELEVEN INC COM 817826100 38 10,100 X 10,100
SHERWIN WILLIAMS CO COM 824348106 396 17,900 X 17,900
SIEBEL SYS INC COM 826170102 1,404 11,758 X 11,758
SIERRA PAC RES NEW COM 826428104 151 12,108 X 12,108
SIGMA ALDRICH CORP COM 826552101 296 11,000 X 11,000
SILICON GRAPHICS INC COM 827056102 208 19,700 X 19,700
SIMON PPTY GROUP INC NEW COM 828806109 291 12,500 X 12,500
SMITH INTL INC COM 832110100 279 3,600 X 3,600
SOLECTRON CORP COM 834182107 2,800 69,500 X 69,500
SOLUTIA INC COM 834376105 154 11,500 X 11,500
SONOCO PRODS CO COM 835495102 207 9,000 X 9,000
SOUTHERN CO COM 842587107 1,523 69,800 X 69,800
SOUTHTRUST CORP COM 844730101 410 16,100 X 16,100
SOUTHWEST AIRLS CO COM 844741108 1,130 54,287 X 54,287
SOVEREIGN BANCORP INC COM 845905108 97 12,892 X 12,892
SPRINT CORP COM FON GROUP 852061100 6,123 96,800 X 96,800
SPRINT CORP PCS COM SER 1 852061506 6,019 91,900 X 91,900
STANLEY WKS COM 854616109 282 10,700 X 10,700
STAPLES INC COM 855030102 1,135 56,750 X 56,750
STARBUCKS CORP COM 855244109 596 13,300 X 13,300
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 366 14,200 X 14,200
STATE STR CORP COM 857477103 1,731 17,800 X 17,800
STRYKER CORP COM 863667101 551 7,900 X 7,900
SUMMIT BANCORP COM 866005101 465 17,700 X 17,700
SUN MICROSYSTEMS INC COM 866810104 15,583 166,300 X 166,300
SUNGARD DATA SYS INC COM 867363103 339 8,988 X 8,988
SUNOCO INC COM 86764P109 244 8,900 X 8,900
SUNTRUST BKS INC COM 867914103 1,868 32,200 X 32,200
SUPERVALU INC COM 868536103 256 13,500 X 13,500
SYBRON INTL CORP COM 87114F106 281 9,700 X 9,700
SYMANTEC CORP COM 871503108 338 4,500 X 4,500
SYMBOL TECHNOLOGIES INC COM 871508107 809 9,825 X 9,825
SYNOPSYS INC COM 871607107 219 4,500 X 4,500
SYNOVUS FINL CORP COM 87161C105 559 29,600 X 29,600
SYSCO CORP COM 871829107 1,344 37,200 X 37,200
TJX COS INC NEW COM 872540109 717 32,300 X 32,300
TRW INC COM 872649108 679 11,600 X 11,600
TMP WORLDWIDE INC COM 872941109 327 4,200 X 4,200
TANDY CORP COM 875382103 1,011 19,912 X 19,912
TARGET CORP COM 87612E106 3,374 45,000 X 45,000
TEKTRONIX INC COM 879131100 260 4,650 X 4,650
TELEPHONE & DATA SYS INC COM 879433100 477 4,300 X 4,300
TELLABS INC COM 879664100 2,740 43,500 X 43,500
TEMPLE INLAND INC COM 879868107 289 5,800 X 5,800
TENET HEALTHCARE CORP COM 88033G100 753 32,300 X 32,300
TERADYNE INC COM 880770102 1,533 18,700 X 18,700
TEREX CORP NEW COM 880779103 236 16,400 X 16,400
TEXACO INC COM 881694103 3,026 56,300 X 56,300
TEXAS INSTRS INC COM 882508104 13,579 84,872 X 84,872
TEXAS UTILS CO COM 882848104 850 28,620 X 28,620
TEXTRON INC COM 883203101 858 14,100 X 14,100
THERMO ELECTRON CORP COM 883556102 348 17,100 X 17,100
3COM CORP COM 885535104 2,119 38,100 X 38,100
TIFFANY & CO NEW COM 886547108 393 4,700 X 4,700
TIME WARNER INC COM 887315109 14,356 143,624 X 143,624
TIMES MIRROR CO NEW COM SER A 887364107 604 6,500 X 6,500
TORCHMARK CORP COM 891027104 312 13,500 X 13,500
TOSCO CORP COM NEW 891490302 438 14,300 X 14,300
TOYS R US INC COM 892335100 407 27,450 X 27,450
TRANSATLANTIC HLDGS INC COM 893521104 359 4,200 X 4,200
TRANSWITCH CORP COM 894065101 274 2,850 X 2,850
TRICON GLOBAL RESTAURANTS COM 895953107 479 15,410 X 15,410
TRIBUNE CO NEW COM 896047107 910 24,900 X 24,900
TRUSTCO BK CORP N Y COM 898349105 120 10,300 X 10,300
TYCO INTL LTD NEW COM 902124106 9,253 184,598 X 184,598
USX MARATHON GROUP COM NEW 902905827 857 32,900 X 32,900
UST INC COM 902911106 256 16,400 X 16,400
US BANCORP DEL COM 902973106 1,857 85,144 X 85,144
USA NETWORKS INC COM 902984103 275 12,178 X 12,178
USX-U S STL COM 90337T101 233 9,300 X 9,300
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 297 11,700 X 11,700
UNILEVER N V N Y SHS NEW 904784709 2,794 58,060 X 58,060
UNICOM CORP COM 904911104 829 22,700 X 22,700
UNION CARBIDE CORP COM 905581104 811 13,900 X 13,900
UNION PAC CORP COM 907818108 1,020 26,312 X 26,312
UNION PAC RES GROUP INC COM 907834105 401 27,631 X 27,631
UNION PLANTERS CORP COM 908068109 441 14,300 X 14,300
UNISYS CORP COM 909214108 804 31,300 X 31,300
UNITED HEALTHCARE CORP COM 910581107 1,067 17,900 X 17,900
US AIRWAYS GROUP INC COM 911905107 231 8,300 X 8,300
U S WEST INC NEW COM 91273H101 4,895 67,395 X 67,395
U S TR CORP NEW COM 91288L105 341 1,800 X 1,800
UNITED TECHNOLOGIES CORP COM 913017109 2,884 45,500 X 45,500
UNITED TELEVISION INC COM 913066106 278 2,100 X 2,100
UNITEDGLOBALCOM CL A 913247508 458 6,100 X 6,100
UNIVISION COMMUNICATIONS INC CL A 914906102 763 6,750 X 6,750
UNOCAL CORP COM 915289102 747 25,100 X 25,100
UNUMPROVIDENT CORP COM 91529Y106 416 24,569 X 24,569
V F CORP COM 918204108 290 12,068 X 12,068
VASTAR RES INC COM 922380100 208 2,800 X 2,800
VERISIGN INC COM 92343E102 837 5,600 X 5,600
VERIO INC COM 923433106 234 5,200 X 5,200
VERITAS SOFTWARE CO COM 923436109 5,289 40,375 X 40,375
VERTICALNET INC COM 92532L107 381 2,800 X 2,800
VIACOM INC CL B 925524308 3,873 73,200 X 73,200
VIGNETTE CORP COM 926734104 304 1,900 X 1,900
VISHAY INTERTECHNOLOGY INC COM 928298108 344 6,193 X 6,193
VITESSE SEMICONDUCTOR CORP COM 928497106 1,194 12,400 X 12,400
VODAFONE AIRTOUCH PLC SPONSORED ADR 92857T107 786 14,150 X 14,150
VOICESTREAM WIRELESS CORP COM 928615103 1,353 10,500 X 10,500
VULCAN MATLS CO COM 929160109 440 9,600 X 9,600
WACHOVIA CORP COM 929771103 1,437 21,200 X 21,200
WADDELL & REED FINL INC CL A 930059100 305 7,200 X 7,200
WAL MART STORES INC COM 931142103 25,966 467,430 X 467,430
WALGREEN CO COM 931422109 2,872 112,046 X 112,046
WARNER LAMBERT CO COM 934488107 8,746 89,790 X 89,790
WASHINGTON MUT INC COM 939322103 1,584 59,579 X 59,579
WASTE MGMT INC DEL COM 94106L109 858 62,687 X 62,687
WATERS CORP COM 941848103 429 4,500 X 4,500
WATSON PHARMACEUTICALS INC COM 942683103 373 9,400 X 9,400
WEATHERFORD INTL INC COM 947074100 534 9,125 X 9,125
WELLPOINT HEALTH NETWORK NEW COM 94973H108 433 6,200 X 6,200
WELLS FARGO & CO NEW COM 949746101 6,912 169,130 X 169,130
WENDYS INTL INC COM 950590109 228 11,300 X 11,300
WESTERN WIRELESS CORP CL A 95988E204 234 5,100 X 5,100
WESTVACO CORP COM 961548104 352 10,550 X 10,550
WEYERHAEUSER CO COM 962166104 1,359 23,850 X 23,850
WHIRLPOOL CORP COM 963320106 487 8,300 X 8,300
WHITMAN CORP NEW COM 96647R107 153 11,000 X 11,000
WILLAMETTE INDS INC COM 969133107 473 11,800 X 11,800
WILLIAMS COS INC DEL COM 969457100 2,005 45,500 X 45,500
WINN DIXIE STORES INC COM 974280109 303 15,600 X 15,600
WINSTAR COMMUNICATIONS INC COM 975515107 363 6,050 X 6,050
WRIGLEY WM JR CO COM 982526105 945 12,300 X 12,300
XILINX INC COM 983919101 3,470 41,900 X 41,900
XEROX CORP COM 984121103 1,778 68,156 X 68,156
YAHOO INC COM 984332106 9,467 55,100 X 55,100
YOUNG & RUBICAM INC COM 987425105 320 6,800 X 6,800
ZIONS BANCORPORATION COM 989701107 254 6,100 X 6,100
GRAND TOTAL 1,658,608
DAIMLERCHRYSLER AG ORD D1668R123 318 5,530 X 5,530
GEMSTAR INTL GROUP LTD ORD G3788V106 574 12,400 X 12,400
GLOBAL CROSSING LTD COM G3921A100 1,914 60,770 X 60,770
LORAL SPACE & COMMUNICATIONS COM G56462107 264 26,885 X 26,885
SANTA FE INTL CORP ORD G7805C108 669 19,450 X 19,450
TRANSOCEAN SEDCO FOREX INC ORD G90078109 1,202 25,571 X 25,571
XL CAP LTD CL A G98255105 588 12,352 X 12,352
CHECK POINT SOFTWARE TECH LTD ORD M22465104 346 2,000 X 2,000
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 410 19,710 X 19,710
A D C TELECOMMUNICATIONS COM 000886101 3,114 51,260 X 51,260
ABM INDS INC COM 000957100 389 15,400 X 15,400
ACT MFG INC COM 000973107 269 7,400 X 7,400
AFLAC INC COM 001055102 1,841 37,724 X 37,724
AGCO CORP COM 001084102 151 12,685 X 12,685
AES CORP COM 00130H105 2,507 27,875 X 27,875
AMFM INC COM 001693100 2,124 31,995 X 31,995
AMR CORP COM 001765106 789 23,155 X 23,155
APAC CUSTOMER SERVICES INC COM 00185E106 136 14,300 X 14,300
AT&T CORP COM 001957109 23,454 502,731 X 502,731
AT&T CORP COM LIB GRP A 001957208 4,972 99,564 X 99,564
AXA FINL INC COM 002451102 1,973 60,475 X 60,475
ABBOTT LABS COM 002824100 8,432 219,365 X 219,365
ABERCROMBIE & FITCH CO CL A 002896207 197 17,910 X 17,910
ACCEPTANCE INS COS INC COM 004308102 53 11,985 X 11,985
ACTEL CORP COM 004934105 634 17,225 X 17,225
ADAPTEC INC COM 00651F108 306 11,325 X 11,325
ADELPHIA COMMUNICATIONS CORP CL A 006848105 524 10,576 X 10,576
ADOBE SYS INC COM 00724F101 2,930 24,225 X 24,225
ADVANCE PARADIGM INC COM 007491103 260 20,800 X 20,800
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 847 18,545 X 18,545
ADVANCED TISSUE SCIENCES INC COM 00755F103 76 13,300 X 13,300
ADVO INC COM 007585102 288 9,600 X 9,600
ADVANCED MICRO DEVICES INC COM 007903107 1,281 14,610 X 14,610
ADVANCED ENERGY INDS COM 007973100 290 4,200 X 4,200
AETNA INC COM 008117103 1,660 28,686 X 28,686
AFFILIATED COMPUTER SERVICES CL A 008190100 597 18,035 X 18,035
AFFILIATED MANAGERS GROUP COM 008252108 281 7,000 X 7,000
AIR PRODS & CHEMS INC COM 009158106 1,001 32,215 X 32,215
ALASKA AIR GROUP INC COM 011659109 529 18,400 X 18,400
ALBEMARLE CORP COM 012653101 229 10,915 X 10,915
ALBERTSONS INC COM 013104104 1,938 59,467 X 59,467
ALCAN ALUMINIUM LTD NEW COM 013716105 480 14,650 X 14,650
ALCOA INC COM 013817101 3,275 50,489 X 50,489
ALEXANDER & BALDWIN INC COM 014482103 1,019 48,500 X 48,500
ALEXANDERS INC COM 014752109 418 6,380 X 6,380
ALLEGHANY CORP DEL COM 017175100 617 3,660 X 3,660
ALLEGHENY ENERGY INC COM 017361106 479 15,765 X 15,765
ALLEGHENY TECHNOLOGIES INC COM 01741R102 280 11,585 X 11,585
ALLEGIANCE TELECOM INC COM 01747T102 1,232 17,407 X 17,407
ALLERGAN INC COM 018490102 1,370 23,270 X 23,270
ALLIANT TECHSYSTEMS INC COM 018804104 466 6,700 X 6,700
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 112 18,430 X 18,430
ALLMERICA FINL CORP COM 019754100 782 14,446 X 14,446
ALLSTATE CORP COM 020002101 2,696 113,850 X 113,850
ALLTEL CORP COM 020039103 3,513 52,723 X 52,723
ALLTRISTA CORP COM 020040101 232 10,900 X 10,900
ALPHARMA INC CL A 020813101 869 22,500 X 22,500
ALTERA CORP COM 021441100 3,062 29,945 X 29,945
ALZA CORP DEL COM 022615108 465 10,550 X 10,550
AMAZON COM INC COM 023135106 3,870 70,125 X 70,125
AMBAC FINL GROUP INC COM 023139108 703 14,645 X 14,645
AMERADA HESS CORP COM 023551104 491 7,725 X 7,725
AMEREN CORP COM 023608102 478 13,042 X 13,042
AMERICA ONLINE INC DEL COM 02364J104 21,928 365,996 X 365,996
AMERICAN ELEC PWR INC COM 025537101 991 27,055 X 27,055
AMERICAN EXPRESS CO COM 025816109 9,863 65,848 X 65,848
AMERICAN FINL GROUP INC OHIO COM 025932104 384 15,100 X 15,100
AMERICAN GENERAL CORP COM 026351106 1,492 26,641 X 26,641
AMERICAN GREETINGS CORP CL A 026375105 195 10,765 X 10,765
AMERICAN HOME PRODS CORP COM 026609107 10,195 181,350 X 181,350
AMERICAN INTL GROUP INC COM 026874107 26,415 240,821 X 240,821
AMERICAN NATL INS CO COM 028591105 595 11,520 X 11,520
AMERICAN PWR CONVERSION CORP COM 029066107 1,457 41,270 X 41,270
AMERICAN TOWER CORP CL A 029912201 429 9,215 X 9,215
AMERICAN WTR WKS INC COM 030411102 1,232 54,305 X 54,305
AMERITRADE HLDG CORP CL A 03072H109 339 20,210 X 20,210
AMGEN INC COM 031162100 9,444 168,640 X 168,640
AMSOUTH BANCORPORATION COM 032165102 811 55,695 X 55,695
ANADARKO PETE CORP COM 032511107 479 11,030 X 11,030
ANADIGICS INC COM 032515108 779 10,350 X 10,350
ANALOG DEVICES INC COM 032654105 8,061 104,950 X 104,950
ANDREW CORP COM 034425108 559 18,993 X 18,993
ANHEUSER BUSCH COS INC COM 035229103 5,138 72,810 X 72,810
ANNTAYLOR STORES CORP COM 036115103 210 10,000 X 10,000
AO TATNEFT SPON ADR REG S 03737P306 342 28,073 X 28,073
AON CORP COM 037389103 990 36,602 X 36,602
APACHE CORP COM 037411105 1,919 39,610 X 39,610
APPLE COMPUTER INC COM 037833100 2,793 22,510 X 22,510
APRIA HEALTHCARE GROUP INC COM 037933108 321 23,025 X 23,025
APPLIED MAGNETICS CP DEL COM 038213104 0 11,600 X 11,600
APPLIED MICRO CIRCUITS CORP COM 03822W109 1,907 14,800 X 14,800
APPLIED MATLS INC COM 038222105 12,118 119,026 X 119,026
ARCHER DANIELS MIDLAND CO COM 039483102 870 87,548 X 87,548
ARGONAUT GROUP INC COM 040157109 304 17,735 X 17,735
ARROW ELECTRS INC COM 042735100 741 16,904 X 16,904
ARTESYN TECHNOLOGIES INC COM 043127109 233 9,600 X 9,600
ASHLAND INC COM 044204105 203 5,945 X 5,945
ASPECT COMMUNICATIONS CORP COM 04523Q102 229 6,440 X 6,440
ASPECT DEV INC COM 045234101 235 3,400 X 3,400
ASSOCIATED BANC CORP COM 045487105 219 8,580 X 8,580
AT HOME CORP COM SER A 045919107 1,142 61,304 X 61,304
ASSOCIATES FIRST CAP CORP CL A 046008108 1,701 76,669 X 76,669
ASTEC INDS INC COM 046224101 776 30,900 X 30,900
ASYST TECHNOLOGY CORP COM 04648X107 499 9,320 X 9,320
ATMEL CORP COM 049513104 1,286 26,270 X 26,270
AUTODESK INC COM 052769106 227 5,905 X 5,905
AUTOMATIC DATA PROCESSING INC COM 053015103 4,919 91,410 X 91,410
AUTONATION INC COM 05329W102 916 100,375 X 100,375
AUTOZONE INC COM 053332102 334 14,555 X 14,555
AVANT CORP COM 053487104 285 15,820 X 15,820
AVERY DENNISON CORP COM 053611109 902 13,745 X 13,745
AVID TECHNOLOGY INC COM 05367P100 147 10,660 X 10,660
AVNET INC COM 053807103 1,786 22,718 X 22,718
AVON PRODS INC COM 054303102 1,453 35,000 X 35,000
AXENT TECHNOLOGIES INC COM 05459C108 225 11,200 X 11,200
AZTAR CORP COM 054802103 135 11,280 X 11,280
BB&T CORP COM 054937107 906 34,021 X 34,021
BCE INC COM 05534B109 9,203 80,200 X 80,200
BISYS GROUP INC COM 055472104 262 4,180 X 4,180
BJS WHOLESALE CLUB INC COM 05548J106 877 24,745 X 24,745
BJ SVCS CO COM 055482103 897 12,747 X 12,747
BP AMOCO P L C SPONSORED ADR 055622104 1,305 25,584 X 25,584
BRE PROPERTIES INC CL A 05564E106 391 14,006 X 14,006
BMC SOFTWARE INC COM 055921100 2,337 49,925 X 49,925
BAKER HUGHES INC COM 057224107 1,407 44,230 X 44,230
BALL CORP COM 058498106 240 7,620 X 7,620
BANCWEST CORP NEW COM 059790105 434 23,720 X 23,720
BANK OF AMERICA CORPORATION COM 060505104 13,072 266,786 X 266,786
BANK NEW YORK INC COM 064057102 4,237 103,178 X 103,178
BANK ONE CORP COM 06423A103 5,239 171,765 X 171,765
BARD C R INC COM 067383109 201 4,625 X 4,625
BARRICK GOLD CORP COM 067901108 447 26,600 X 26,600
BARRETT RES CORP COM PAR $0.01 068480201 234 7,380 X 7,380
BAUSCH & LOMB INC COM 071707103 297 4,920 X 4,920
BAXTER INTL INC COM 071813109 2,839 43,593 X 43,593
BEA SYS INC COM 073325102 981 20,340 X 20,340
BEAR STEARNS COS INC COM 073902108 2,379 55,484 X 55,484
BECTON DICKINSON & CO COM 075887109 943 36,815 X 36,815
BED BATH & BEYOND INC COM 075896100 495 13,480 X 13,480
BELL ATLANTIC CORP COM 077853109 13,294 224,368 X 224,368
BELLSOUTH CORP COM 079860102 14,298 293,676 X 293,676
BELO A H CORP DEL COM SER A 080555105 385 23,090 X 23,090
BERGEN BRUNSWIG CORP CL A 083739102 161 32,258 X 32,258
BERKLEY W R CORP COM 084423102 375 17,750 X 17,750
BERKSHIRE HATHAWAY INC DEL CL A 084670108 11,386 192 X 192
BEST BUY INC COM 086516101 1,419 17,575 X 17,575
BESTFOODS COM 08658U101 1,391 27,680 X 27,680
BETHLEHEM STL CORP COM 087509105 75 14,000 X 14,000
BINDLEY WESTN INDS INC COM 090324104 415 23,821 X 23,821
BIOGEN INC COM 090597105 2,010 34,170 X 34,170
BIOMET INC COM 090613100 346 9,690 X 9,690
BLACK & DECKER CORP COM 091797100 562 13,365 X 13,365
BLACK BOX CORP DEL COM 091826107 500 6,500 X 6,500
BLOCK H & R INC COM 093671105 560 13,405 X 13,405
BLYTH INDS INC COM 09643P108 406 13,685 X 13,685
BOEING CO COM 097023105 6,203 156,309 X 156,309
BORDERS GROUP INC COM 099709107 278 17,510 X 17,510
BOSTON SCIENTIFIC CORP COM 101137107 907 34,214 X 34,214
BOWATER INC COM 102183100 484 8,805 X 8,805
BRAZIL FD INC COM 105759104 2,171 144,150 X 144,150
BRINKER INTL INC COM 109641100 1,677 52,598 X 52,598
BRISTOL MYERS SQUIBB CO COM 110122108 16,300 310,852 X 310,852
BROADCOM CORP CL A 111320107 1,824 10,580 X 10,580
BROADVISION INC COM 111412102 3,728 84,845 X 84,845
BROADWING INC COM 111620100 1,399 49,423 X 49,423
BROWN FORMAN CORP CL B 115637209 298 5,470 X 5,470
BRUNSWICK CORP COM 117043109 248 12,945 X 12,945
BRUNSWICK TECHNOLOGIES INC CL A 117394106 105 11,400 X 11,400
BRUSH WELLMAN INC COM 117421107 188 10,185 X 10,185
BURLINGTON INDS INC COM 121693105 56 12,800 X 12,800
BURLINGTON NORTHN SANTA FE CP COM 12189T104 1,526 63,431 X 63,431
BURLINGTON RES INC COM 122014103 766 19,486 X 19,486
BURR BROWN CORP COM 122574106 370 5,430 X 5,430
C&D TECHNOLOGIES INC COM 124661109 219 3,400 X 3,400
CCB FINL CORP COM 124875105 564 14,262 X 14,262
CBRL GROUP INC COM 12489V106 185 13,365 X 13,365
CBS CORP COM 12490K107 7,056 120,042 X 120,042
C D I CORP COM 125071100 376 16,705 X 16,705
CDW COMPUTER CTRS INC COM 125129106 302 2,900 X 2,900
CEC ENTMT INC COM 125137109 1,310 43,675 X 43,675
CHS ELECTRONICS INC COM NEW 12542A206 1 11,200 X 11,200
CIGNA CORP COM 125509109 1,965 24,635 X 24,635
CIT GROUP INC CL A 125577106 270 15,970 X 15,970
CLECO CORP NEW COM 12561W105 214 6,200 X 6,200
CK WITCO CORP COM 12562C108 234 19,950 X 19,950
CMGI INC COM 125750109 3,578 50,221 X 50,221
CNA FINL CORP COM 126117100 212 6,910 X 6,910
CNET NETWORKS INC COM 12613R104 344 9,945 X 9,945
CSX CORP COM 126408103 663 31,657 X 31,657
CVS CORP COM 126650100 2,391 54,976 X 54,976
CABLEVISION SYS CORP CL A 12686C109 1,202 17,765 X 17,765
CABLETRON SYS INC COM 126920107 369 16,150 X 16,150
CABOT CORP COM 127055101 549 20,345 X 20,345
CADENCE DESIGN SYSTEM INC COM 127387108 1,409 83,815 X 83,815
CALGON CARBON CORP COM 129603106 65 10,265 X 10,265
CALLAWAY GOLF CO COM 131193104 197 11,825 X 11,825
CAMBRIDGE TECH PARTNERS MASS COM 132524109 133 12,075 X 12,075
CAMPBELL SOUP CO COM 134429109 1,475 56,735 X 56,735
CANADIAN PAC LTD NEW COM 135923100 662 27,800 X 27,800
CANADIAN NATL RY CO COM 136375102 377 13,418 X 13,418
CAPITAL ONE FINL CORP COM 14040H105 769 17,575 X 17,575
CARDINAL HEALTH INC COM 14149Y108 2,539 46,117 X 46,117
CAREMARK RX INC COM 141705103 158 24,713 X 24,713
CARLISLE COS INC COM 142339100 1,314 31,900 X 31,900
CARNIVAL CORP COM 143658102 1,873 75,290 X 75,290
CAROLINA PWR & LT CO COM 144141108 805 22,017 X 22,017
CARPENTER TECHNOLOGY CORP COM 144285103 225 11,200 X 11,200
CASH AMER INTL INC COM 14754D100 241 26,800 X 26,800
CATERPILLAR INC DEL COM 149123101 1,943 49,265 X 49,265
CELLSTAR CORP COM 150925105 78 13,600 X 13,600
CENDANT CORP COM 151313103 1,543 99,968 X 99,968
CENTEX CORP COM 152312104 333 13,800 X 13,800
CENTRAL & SOUTH WEST CORP COM 152357109 642 29,615 X 29,615
CENTURYTEL INC COM 156700106 967 39,467 X 39,467
CEPHALON INC COM 156708109 900 16,000 X 16,000
CERIDIAN CORP COM 15677T106 429 19,783 X 19,783
CERNER CORP COM 156782104 366 16,600 X 16,600
CHAMPION INTL CORP COM 158525105 920 13,990 X 13,990
CHARTER ONE FINL INC COM 160903100 1,344 66,175 X 66,175
CHASE MANHATTAN CORP NEW COM 16161A108 9,541 132,345 X 132,345
CHECKFREE HLDGS CORP COM 162816102 596 11,725 X 11,725
CHESAPEAKE CORP COM 165159104 378 12,100 X 12,100
CHEVRON CORPORATION COM 166751107 8,371 98,334 X 98,334
CHICOS FAS INC COM 168615102 725 40,400 X 40,400
CHILE FD INC COM 168834109 2,017 200,700 X 200,700
CHOICE HOTELS INTL INC COM 169905106 315 23,870 X 23,870
CHIRON CORP COM 170040109 1,371 30,303 X 30,303
CHRIS CRAFT INDS INC COM 170520100 487 7,926 X 7,926
CHUBB CORP COM 171232101 1,539 24,190 X 24,190
CIENA CORP COM 171779101 2,113 17,090 X 17,090
CINCINNATI FINL CORP COM 172062101 681 16,891 X 16,891
CINERGY CORP COM 172474108 370 13,818 X 13,818
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 1,021 17,355 X 17,355
CISCO SYS INC COM 17275R102 71,773 1,035,266 X 1,035,266
CINTAS CORP COM 172908105 903 22,785 X 22,785
CITIGROUP INC COM 172967101 31,197 524,286 X 524,286
CITRIX SYS INC COM 177376100 3,176 52,010 X 52,010
CITY NATL CORP COM 178566105 438 11,910 X 11,910
CLAIRES STORES INC COM 179584107 507 27,475 X 27,475
CLARCOR INC COM 179895107 582 32,359 X 32,359
CLAYTON HOMES INC COM 184190106 269 28,360 X 28,360
CLEAR CHANNEL COMMUNICATIONS COM 184502102 4,250 59,034 X 59,034
CLOROX CO DEL COM 189054109 1,193 32,459 X 32,459
COACHMEN INDS INC COM 189873102 211 13,700 X 13,700
COASTAL BANCORP INC COM 19041P105 368 24,000 X 24,000
COASTAL CORP COM 190441105 1,559 31,065 X 31,065
COCA COLA BOTTLING CO CONS COM 191098102 785 15,400 X 15,400
COCA COLA CO COM 191216100 17,622 373,650 X 373,650
COCA COLA ENTERPRISES INC COM 191219104 2,034 95,450 X 95,450
COGNEX CORP COM 192422103 841 14,780 X 14,780
COHERENT INC COM 192479103 240 4,160 X 4,160
COLGATE PALMOLIVE CO COM 194162103 2,916 51,045 X 51,045
COLUMBIA ENERGY GROUP COM 197648108 707 11,270 X 11,270
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 2,174 76,295 X 76,295
COMCAST CORP CL A SPL 200300200 3,773 94,187 X 94,187
COMDISCO INC COM 200336105 3,481 112,054 X 112,054
COMERICA INC COM 200340107 582 13,732 X 13,732
COMMERCE BANCSHARES INC COM 200525103 964 31,237 X 31,237
COMMERCIAL INTERTECH CORP COM 201709102 208 9,900 X 9,900
COMMUNITY FIRST BANKSHARES INC COM 203902101 452 26,775 X 26,775
COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW 204449300 1,290 67,175 X 67,175
COMPASS BANCSHARES INC COM 20449H109 1,127 60,912 X 60,912
COMPAQ COMPUTER CORP COM 204493100 4,356 148,979 X 148,979
COMPUTER ASSOC INTL INC COM 204912109 5,036 90,225 X 90,225
COMPUTER SCIENCES CORP COM 205363104 1,979 24,260 X 24,260
COMPUWARE CORP COM 205638109 498 39,615 X 39,615
COMSAT CORP COM SER 1 20564D107 365 14,956 X 14,956
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 2,449 27,462 X 27,462
CONAGRA INC COM 205887102 1,311 69,437 X 69,437
CONCORD EFS INC COM 206197105 1,753 78,354 X 78,354
CONEXANT SYSTEMS INC COM 207142100 1,291 21,555 X 21,555
CONOCO INC CL B 208251405 1,333 53,596 X 53,596
CONSECO INC COM 208464107 165 30,310 X 30,310
CONSOLIDATED EDISON INC COM 209115104 972 27,635 X 27,635
CONSOLIDATED PAPERS INC COM 209759109 575 15,185 X 15,185
CONSOLIDATED STORES CORP COM 210149100 124 10,005 X 10,005
CONSTELLATION ENERGY CORP COM 210371100 662 20,020 X 20,020
CONVERGYS CORP COM 212485106 1,919 43,610 X 43,610
COOPER CAMERON CORP COM 216640102 642 8,565 X 8,565
COOPER INDS INC COM 216669101 505 14,705 X 14,705
COPART INC COM 217204106 683 39,600 X 39,600
COR THERAPEUTICS INC COM 217753102 594 7,800 X 7,800
CORNING INC COM 219350105 8,140 41,213 X 41,213
COSTCO WHSL CORP NEW COM 22160K105 3,544 65,546 X 65,546
COUNTRYWIDE CR INDS INC DEL COM 222372104 477 17,257 X 17,257
COUSINS PPTYS INC COM 222795106 546 13,900 X 13,900
COVENTRY HEALTH CARE INC COM 222862104 137 12,885 X 12,885
COX COMMUNICATIONS INC NEW CL A 224044107 6,061 141,581 X 141,581
CRAWFORD & CO CL B 224633107 319 23,165 X 23,165
CREDENCE SYS CORP COM 225302108 331 2,320 X 2,320
CROWN CORK & SEAL INC COM 228255105 286 17,584 X 17,584
CULLEN FROST BANKERS INC COM 229899109 582 23,585 X 23,585
CUMMINS ENGINE INC COM 231021106 670 18,840 X 18,840
CYPRESS SEMICONDUCTOR CORP COM 232806109 3,091 59,370 X 59,370
CYTEC INDS INC COM 232820100 253 8,385 X 8,385
CYTYC CORP COM 232946103 260 5,800 X 5,800
DPL INC COM 233293109 596 25,650 X 25,650
DST SYS INC DEL COM 233326107 589 7,940 X 7,940
DTE ENERGY CO COM 233331107 1,162 35,630 X 35,630
DALLAS SEMICONDUCTOR CORP COM 235204104 1,334 31,080 X 31,080
DANA CORP COM 235811106 690 22,731 X 22,731
DANAHER CORP DEL COM 235851102 722 12,632 X 12,632
DARDEN RESTAURANTS INC COM 237194105 208 11,285 X 11,285
DAVE & BUSTERS INC COM 23833N104 84 11,445 X 11,445
DEERE & CO COM 244199105 1,863 46,145 X 46,145
DELL COMPUTER CORP COM 247025109 17,521 349,550 X 349,550
DELPHI AUTOMOTIVE SYS CORP COM 247126105 1,608 84,103 X 84,103
DELTA AIR LINES INC DEL COM 247361108 1,115 21,130 X 21,130
DENTSPLY INTL INC NEW COM 249030107 312 10,725 X 10,725
DEVON ENERGY CORP NEW COM 25179M103 791 16,443 X 16,443
DIAGNOSTIC PRODS CORP COM 252450101 330 10,740 X 10,740
DIAMOND OFFSHORE DRILLING INC COM 25271C102 1,249 30,995 X 30,995
DIEBOLD INC COM 253651103 539 18,681 X 18,681
DIGITAL MICROWAVE CORP COM 253859102 1,152 31,200 X 31,200
DILLARDS INC CL A 254067101 257 18,470 X 18,470
DIME BANCORP INC NEW COM 25429Q102 248 13,201 X 13,201
DISNEY WALT CO COM DISNEY 254687106 12,412 286,562 X 286,562
DOCUMENTUM INC COM 256159104 607 10,280 X 10,280
DOLE FOOD INC COM 256605106 202 11,524 X 11,524
DOLLAR GEN CORP COM 256669102 557 24,346 X 24,346
DOLLAR TREE STORES INC COM 256747106 628 10,855 X 10,855
DOMINION RES INC VA NEW COM 25746U109 1,752 38,930 X 38,930
DONALDSON LUFKIN & JENRETTE NW COM DLJ 257661108 519 12,445 X 12,445
DONNELLEY R R & SONS CO COM 257867101 377 17,745 X 17,745
DORAL FINL CORP COM 25811P100 800 67,030 X 67,030
DOUBLECLICK INC COM 258609304 1,696 22,358 X 22,358
DOVER CORP COM 260003108 1,507 29,655 X 29,655
DOW CHEM CO COM 260543103 3,766 33,325 X 33,325
DOW JONES & CO INC COM 260561105 950 14,645 X 14,645
DRESS BARN INC COM 261570105 290 14,800 X 14,800
DU PONT E I DE NEMOURS & CO COM 263534109 7,312 154,144 X 154,144
DUKE ENERGY CORP COM 264399106 3,010 52,350 X 52,350
DUN & BRADSTREET CORP DEL COM 26483B106 746 24,773 X 24,773
DURA PHARMACEUTICALS INC COM 26632S109 131 10,085 X 10,085
DYCOM INDS INC COM 267475101 238 4,575 X 4,575
E M C CORP MASS COM 268648102 22,611 162,824 X 162,824
ENSCO INTL INC COM 26874Q100 1,006 30,465 X 30,465
E-TEK DYNAMICS INC COM 269240107 643 3,140 X 3,140
E TRADE GROUP INC COM 269246104 1,011 47,020 X 47,020
EARTHLINK INC COM 270321102 374 19,841 X 19,841
EASTMAN CHEM CO COM 277432100 408 7,806 X 7,806
EASTMAN KODAK CO COM 277461109 2,877 51,230 X 51,230
EATON CORP COM 278058102 933 11,105 X 11,105
EATON VANCE CORP COM NON VTG 278265103 910 21,500 X 21,500
EBAY INC COM 278642103 3,408 21,410 X 21,410
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 1,496 23,490 X 23,490
ECOLAB INC COM 278865100 429 10,990 X 10,990
EDISON INTL COM 281020107 1,057 55,465 X 55,465
J D EDWARDS & CO COM 281667105 304 16,650 X 16,650
EDWARDS AG INC COM 281760108 2,163 57,481 X 57,481
EL PASO ENERGY CORP DEL COM 283905107 1,403 33,007 X 33,007
ELCOR CORP COM 284443108 394 12,375 X 12,375
ELECTRIC FUEL CORP COM 284871100 179 22,600 X 22,600
ELECTRO RENT CORP COM 285218103 515 46,800 X 46,800
ELECTRO SCIENTIFIC INDS COM 285229100 953 15,120 X 15,120
ELECTROGLAS INC COM 285324109 333 8,600 X 8,600
ELECTRONIC ARTS INC COM 285512109 795 13,145 X 13,145
ELECTRONIC DATA SYS NEW COM 285661104 4,828 70,220 X 70,220
ELECTRONICS FOR IMAGING INC COM 286082102 643 12,305 X 12,305
EMERSON ELEC CO COM 291011104 3,377 61,538 X 61,538
EMPRESA NACIONAL DE ELCTRCIDAD SPONSORED ADR 29244T101 919 77,100 X 77,100
ENERGEN CORP COM 29265N108 245 13,400 X 13,400
ENERGY EAST CORP COM 29266M109 375 17,945 X 17,945
ENERSIS S A SPONSORED ADR 29274F104 582 29,806 X 29,806
ENGELHARD CORP COM 292845104 181 10,307 X 10,307
ENRON CORP COM 293561106 6,854 98,354 X 98,354
ENTERGY CORP NEW COM 29364G103 1,504 59,124 X 59,124
EPICOR SOFTWARE CORP COM 29426L108 46 11,400 X 11,400
EQUIFAX INC COM 294429105 479 19,637 X 19,637
EQUITABLE RES INC COM 294549100 403 8,700 X 8,700
EQUITY INNS INC COM 294703103 182 27,400 X 27,400
EQUITY OFFICE PROPERTIES TRUST COM 294741103 599 22,024 X 22,024
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 755 16,594 X 16,594
EXAR CORP COM 300645108 524 6,540 X 6,540
EXODUS COMMUNICATIONS INC COM 302088109 2,447 27,670 X 27,670
EXPEDITORS INTL WASH INC COM 302130109 932 21,800 X 21,800
EXXON MOBIL CORP COM 30231G102 39,311 506,019 X 506,019
FPL GROUP INC COM 302571104 1,190 26,310 X 26,310
FAIR ISAAC & CO INC COM 303250104 267 6,300 X 6,300
FAMILY DLR STORES INC COM 307000109 1,119 58,710 X 58,710
FASTENAL CO COM 311900104 276 4,720 X 4,720
FEDERAL HOME LN MTG CORP COM 313400301 3,160 68,795 X 68,795
FEDERAL NATL MTG ASSN COM 313586109 9,320 154,535 X 154,535
FEDERATED DEPT STORES INC DEL COM 31410H101 1,462 42,995 X 42,995
FEDEX CORP COM 31428X106 1,922 50,990 X 50,990
FERRO CORP COM 315405100 452 19,750 X 19,750
FIDELITY NATL FINL INC COM 316326107 704 47,743 X 47,743
FIFTH THIRD BANCORP COM 316773100 1,647 26,086 X 26,086
FIRST DATA CORP COM 319963104 2,799 57,667 X 57,667
FIRST HEALTH GROUP CORP COM 320960107 722 23,705 X 23,705
FIRST SEC CORP DEL COM 336294103 969 68,632 X 68,632
FIRST TENN NATL CORP COM 337162101 407 21,445 X 21,445
FIRST UN CORP COM 337358105 5,266 165,202 X 165,202
FIRSTAR CORP NEW WIS COM 33763V109 2,244 90,193 X 90,193
FISERV INC COM 337738108 1,241 27,023 X 27,023
FIRSTENERGY CORP COM 337932107 873 34,317 X 34,317
FLEETBOSTON FINL CORP COM 339030108 5,488 154,591 X 154,591
FLEETWOOD ENTERPRISES INC COM 339099103 273 18,690 X 18,690
FLORIDA EAST COAST INDS COM 340632108 904 18,380 X 18,380
FLORIDA PROGRESS CORP COM 341109106 412 8,415 X 8,415
FLORIDA ROCK INDS INC COM 341140101 1,107 34,200 X 34,200
FLOWERS INDS INC COM 343496105 390 25,590 X 25,590
FLUOR CORP COM 343861100 348 10,385 X 10,385
FORD MTR CO DEL COM 345370100 11,184 204,380 X 204,380
FOREST LABS INC COM 345838106 3,363 40,005 X 40,005
FORT JAMES CORP COM 347471104 505 21,080 X 21,080
FORTUNE BRANDS INC COM 349631101 401 16,030 X 16,030
FOUNDATION HEALTH SYS INC COM 350404109 230 22,822 X 22,822
FRANKLIN RES INC COM 354613101 698 21,645 X 21,645
FREEPORT-MCMORAN COPPER & GOLD CL A 35671D105 362 39,108 X 39,108
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 416 43,197 X 43,197
FRESH CHOICE INC COM 358032100 85 21,920 X 21,920
FULLER H B CO COM 359694106 204 5,300 X 5,300
GATX CORP COM 361448103 699 19,545 X 19,545
GPU INC COM 36225X100 479 17,075 X 17,075
GTE CORP COM 362320103 5,737 84,620 X 84,620
GALLAGHER ARTHUR J & CO COM 363576109 663 17,800 X 17,800
GANNETT INC COM 364730101 2,606 40,800 X 40,800
GAP INC DEL COM 364760108 4,764 129,639 X 129,639
GASONICS INTL CORP COM 367278108 360 10,900 X 10,900
GATEWAY INC COM 367626108 1,406 25,445 X 25,445
GENCORP INC COM 368682100 109 10,800 X 10,800
GENER S A SPONSORED ADR 368731105 145 10,390 X 10,390
GENERAL DYNAMICS CORP COM 369550108 2,248 38,435 X 38,435
GENERAL ELEC CO COM 369604103 77,433 492,419 X 492,419
GENERAL MLS INC COM 370334104 1,518 41,734 X 41,734
GENERAL MTRS CORP COM 370442105 9,554 102,045 X 102,045
GENERAL MTRS CORP CL H NEW 370442832 943 9,794 X 9,794
GENESCO INC COM 371532102 241 18,600 X 18,600
GENTEX CORP COM 371901109 657 20,385 X 20,385
GENUINE PARTS CO COM 372460105 645 24,562 X 24,562
GENZYME CORP COM GENL DIV 372917104 729 14,945 X 14,945
GEORGIA PAC CORP COM GA PAC GRP 373298108 876 23,850 X 23,850
GETTY PETE MARKETING INC COM 374292100 74 21,835 X 21,835
GETTY RLTY CORP NEW COM 374297109 146 11,942 X 11,942
GILEAD SCIENCES INC COM 375558103 289 5,326 X 5,326
GILLETTE CO COM 375766102 5,519 149,175 X 149,175
GLOBAL INDS LTD COM 379336100 245 17,200 X 17,200
GLOBAL MARINE INC COM 379352404 1,019 42,380 X 42,380
GLOBAL TELESYSTEMS GROUP COM 37936U104 157 10,790 X 10,790
GOLDEN ST BANCORP INC COM 381197102 175 11,415 X 11,415
GOLDEN WEST FINL CORP DEL COM 381317106 1,743 51,070 X 51,070
GOODRICH B F CO COM 382388106 535 16,830 X 16,830
GOODYEAR TIRE & RUBR CO COM 382550101 624 22,590 X 22,590
GOODYS FAMILY CLOTHING INC COM 382588101 97 14,905 X 14,905
GO2NET INC COM 383486107 318 5,340 X 5,340
GRACE W R & CO DEL NEW COM 38388F108 316 24,300 X 24,300
GRAINGER W W INC COM 384802104 546 12,585 X 12,585
GUIDANT CORP COM 401698105 1,541 26,855 X 26,855
GUILFORD MLS INC COM 401794102 89 10,800 X 10,800
HCC INS HLDGS INC COM 404132102 162 13,805 X 13,805
HALLIBURTON CO COM 406216101 2,653 60,037 X 60,037
HANCOCK FABRICS INC COM 409900107 54 13,800 X 13,800
HANNA M A CO COM 410522106 217 18,845 X 18,845
HANNAFORD BROS CO COM 410550107 1,827 25,240 X 25,240
HANOVER COMPRESSOR CO COM 410768105 548 9,400 X 9,400
HARLEY DAVIDSON INC COM 412822108 5,537 139,080 X 139,080
HARRAHS ENTMT INC COM 413619107 356 17,320 X 17,320
HARSCO CORP COM 415864107 270 9,105 X 9,105
HARTFORD FINL SVCS GROUP INC COM 416515104 1,873 35,935 X 35,935
HASBRO INC COM 418056107 260 16,330 X 16,330
HAVERTY FURNITURE INC COM 419596101 147 13,050 X 13,050
HEALTHSOUTH CORP COM 421924101 458 56,781 X 56,781
HEALTH MGMT ASSOC INC NEW CL A 421933102 509 31,934 X 31,934
HEARTPORT INC COM 421969106 55 12,300 X 12,300
HEARST-ARGYLE TELEVISION INC COM 422317107 377 17,689 X 17,689
HECLA MNG CO COM 422704106 15 12,200 X 12,200
HEINZ H J CO COM 423074103 1,748 51,415 X 51,415
HELMERICH & PAYNE INC COM 423452101 204 6,500 X 6,500
HENRY JACK & ASSOC INC COM 426281101 693 17,552 X 17,552
HERSHEY FOODS CORP COM 427866108 509 11,210 X 11,210
HEWLETT PACKARD CO COM 428236103 21,662 160,459 X 160,459
HIBERNIA CORP CL A 428656102 279 26,296 X 26,296
HILB ROGAL & HAMILTON CO COM 431294107 781 27,580 X 27,580
HILLENBRAND INDS INC COM 431573104 484 16,065 X 16,065
HILTON HOTELS CORP COM 432848109 521 61,486 X 61,486
HOME DEPOT INC COM 437076102 19,457 345,667 X 345,667
HOMEBASE INC COM 43738E108 24 11,600 X 11,600
HOMESTAKE MNG CO COM 437614100 207 34,754 X 34,754
HON INDS INC COM 438092108 1,271 50,985 X 50,985
HONEYWELL INTL INC COM 438516106 4,623 82,547 X 82,547
HORACE MANN EDUCATORS CORP NEW COM 440327104 186 12,800 X 12,800
HORMEL FOODS CORP COM 440452100 540 35,410 X 35,410
HOST MARRIOTT CORP NEW COM 44107P104 287 26,871 X 26,871
HOUSEHOLD INTL INC COM 441815107 2,903 69,540 X 69,540
HUANENG PWR INTL INC SPON ADR N 443304100 139 15,020 X 15,020
HUDSON TECHNOLOGIES INC COM 444144109 23 12,000 X 12,000
HUDSON UNITED BANCORP COM 444165104 484 21,443 X 21,443
HUMANA INC COM 444859102 118 15,340 X 15,340
HUMAN GENOME SCIENCES INC COM 444903108 328 4,280 X 4,280
HUNT J B TRANS SVCS INC COM 445658107 352 21,335 X 21,335
HUNTINGTON BANCSHARES INC COM 446150104 433 23,737 X 23,737
ICN PHARMACEUTICALS INC NEW COM 448924100 315 12,492 X 12,492
IBP INC COM 449223106 850 51,505 X 51,505
IDEC PHARMACEUTICALS CORP COM 449370105 1,249 19,520 X 19,520
IMC GLOBAL INC COM 449669100 350 22,693 X 22,693
IMS HEALTH INC COM 449934108 847 49,626 X 49,626
ITI TECHNOLOGIES INC COM 450564109 244 9,480 X 9,480
IBIS TECHNOLOGY CORP COM 450909106 378 8,900 X 8,900
ITT INDS INC IND COM 450911102 397 12,590 X 12,590
IDACORP INC COM 451107106 598 16,225 X 16,225
IDEXX LABS INC COM 45168D104 359 13,670 X 13,670
IKON OFFICE SOLUTIONS INC COM 451713101 77 13,170 X 13,170
ILLINOIS TOOL WKS INC COM 452308109 2,609 40,730 X 40,730
IMMUNEX CORP NEW COM 452528102 3,689 93,690 X 93,690
IMPERIAL CR INDS INC COM 452729106 160 41,335 X 41,335
IN FOCUS SYS INC COM 452919103 668 22,300 X 22,300
INCO LTD COM 453258402 198 12,700 X 12,700
INFINITY BROADCASTING CP NEW CL A 45662S102 1,448 42,677 X 42,677
INFORMIX CORP COM 456779107 489 44,475 X 44,475
INFOSPACE COM INC COM 45678T102 386 5,380 X 5,380
INGERSOLL-RAND CO COM 456866102 1,007 21,450 X 21,450
INKTOMI CORP COM 457277101 2,263 14,700 X 14,700
INNKEEPERS USA TR COM 4576J0104 115 12,775 X 12,775
INTEGRATED DEVICE TECHNOLOGY COM 458118106 301 6,265 X 6,265
INTEL CORP COM 458140100 64,544 508,971 X 508,971
INTER PARFUMS INC COM 458334109 179 15,900 X 15,900
INTERMET CORP COM 45881K104 80 10,790 X 10,790
INTERNATIONAL BUSINESS MACHS COM 459200101 30,642 274,665 X 274,665
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 537 15,605 X 15,605
INTERNATIONAL GAME TECHNOLOGY COM 459902102 283 11,617 X 11,617
INTL PAPER CO COM 460146103 2,179 59,294 X 59,294
INTERNATIONAL RECTIFIER CORP COM 460254105 467 9,530 X 9,530
INTERPUBLIC GROUP COS INC COM 460690100 1,615 39,380 X 39,380
INTERWEST BANCORP INC COM 460931108 278 17,355 X 17,355
INTIMATE BRANDS INC CL A 461156101 1,493 38,775 X 38,775
INTUIT COM 461202103 872 24,270 X 24,270
INVESTORS FINL SERVICES CORP COM 461915100 250 3,066 X 3,066
IOMEGA CORP COM 462030107 197 54,400 X 54,400
I2 TECHNOLOGIES INC COM 465754109 3,403 26,330 X 26,330
IVAX CORP COM 465823102 2,255 82,385 X 82,385
JDS UNIPHASE CORP COM 46612J101 6,688 64,500 X 64,500
JABIL CIRCUIT INC COM 466313103 1,355 33,250 X 33,250
JACOBS ENGR GROUP INC DEL COM 469814107 332 10,600 X 10,600
JEFFERSON PILOT CORP COM 475070108 599 8,993 X 8,993
JOHNSON & JOHNSON COM 478160104 19,003 230,341 X 230,341
JOHNSON CTLS INC COM 478366107 738 11,665 X 11,665
JONES APPAREL GROUP INC COM 480074103 1,041 35,050 X 35,050
JONES PHARMA INC COM 480236108 1,578 54,764 X 54,764
JUNIPER NETWORKS INC COM 48203R104 268 1,260 X 1,260
KLA-TENCOR CORP COM 482480100 1,232 16,450 X 16,450
KLM ROYAL DUTCH AIRLS COM NY REG NEW 482516309 178 10,449 X 10,449
K MART CORP COM 482584109 834 102,695 X 102,695
KAISER ALUMINUM CORP COM 483007100 102 24,100 X 24,100
KANSAS CITY SOUTHN INDS INC COM 485170104 2,790 38,865 X 38,865
KAUFMAN & BROAD HOME CORP COM 486168107 413 21,458 X 21,458
KEANE INC COM 486665102 313 10,845 X 10,845
KELLOGG CO COM 487836108 1,397 57,370 X 57,370
KELLWOOD CO COM 488044108 474 27,700 X 27,700
KEMET CORP COM 488360108 559 7,505 X 7,505
KENNAMETAL INC COM 489170100 531 18,465 X 18,465
KERR MCGEE CORP COM 492386107 1,163 22,474 X 22,474
KEYCORP NEW COM 493267108 1,176 63,557 X 63,557
KEYSPAN CORP COM 49337W100 853 29,050 X 29,050
KEYSTONE FINANCIAL INC COM 493482103 215 14,346 X 14,346
KIMBERLY CLARK CORP COM 494368103 5,628 97,057 X 97,057
KNIGHT RIDDER INC COM 499040103 1,283 26,145 X 26,145
KNIGHT/TRIMARK GROUP INC NEW CL A 499068104 355 9,425 X 9,425
KOHLS CORP COM 500255104 1,351 28,140 X 28,140
KOMAG INC COM 500453105 46 15,700 X 15,700
KOREA FD COM 500634100 2,146 172,507 X 172,507
KROGER CO COM 501044101 2,126 114,550 X 114,550
KRONOS INC COM 501052104 346 10,775 X 10,775
KULICKE & SOFFA INDS INC COM 501242101 243 3,100 X 3,100
LG&E ENERGY CORP COM 501917108 1,518 65,135 X 65,135
LNR PPTY CORP COM 501940100 222 10,295 X 10,295
LSI LOGIC CORP COM 502161102 1,653 26,460 X 26,460
LTX CORP COM 502392103 234 5,115 X 5,115
LA Z BOY INC COM 505336107 606 38,625 X 38,625
LAFARGE CORP COM 505862102 373 14,785 X 14,785
LAM RESEARCH CORP COM 512807108 542 11,820 X 11,820
LANCASTER COLONY CORP COM 513847103 335 12,753 X 12,753
LATTICE SEMICONDUCTOR CORP COM 518415104 469 6,965 X 6,965
LAUDER ESTEE COS INC CL A 518439104 823 18,625 X 18,625
LEE ENTERPRISES INC COM 523768109 321 14,160 X 14,160
LEGATO SYS INC COM 524651106 461 35,645 X 35,645
LEGGETT & PLATT INC COM 524660107 2,542 118,930 X 118,930
LEGG MASON INC COM 524901105 999 26,419 X 26,419
LEHMAN BROS HLDGS INC COM 524908100 2,612 31,832 X 31,832
LENNAR CORP COM 526057104 202 10,850 X 10,850
LEVEL 3 COMMUNICATIONS INC COM 52729N100 5,102 57,325 X 57,325
LEXMARK INTL GROUP INC CL A 529771107 1,604 13,590 X 13,590
LIBERTY CORP S C COM 530370105 276 8,420 X 8,420
LILLY ELI & CO COM 532457108 11,487 148,750 X 148,750
LIMITED INC COM 532716107 1,266 28,014 X 28,014
LINCARE HLDGS INC COM 532791100 359 11,765 X 11,765
LINCOLN NATL CORP IND COM 534187109 1,190 34,195 X 34,195
LINDSAY MFG CO COM 535555106 224 12,557 X 12,557
LINEAR TECHNOLOGY CORP COM 535678106 3,255 56,980 X 56,980
LIZ CLAIBORNE INC COM 539320101 399 8,625 X 8,625
LOCKHEED MARTIN CORP COM 539830109 833 33,498 X 33,498
LOEWS CORP COM 540424108 2,008 36,435 X 36,435
LOUISIANA PAC CORP COM 546347105 163 12,200 X 12,200
LOWES COS INC COM 548661107 2,064 41,694 X 41,694
LUCENT TECHNOLOGIES INC COM 549463107 30,757 494,587 X 494,587
LYCOS INC COM 550818108 634 13,645 X 13,645
LYDALL INC DEL COM 550819106 114 12,900 X 12,900
LYONDELL CHEMICAL CO COM 552078107 244 13,285 X 13,285
M & T BK CORP COM 55261F104 1,335 3,040 X 3,040
MAF BANCORP INC COM 55261R108 354 18,880 X 18,880
MBIA INC COM 55262C100 682 13,793 X 13,793
MBNA CORP COM 55262L100 2,891 108,829 X 108,829
MB FINL INC COM 55263D107 128 11,600 X 11,600
MCN ENERGY GROUP INC COM 55267J100 274 11,045 X 11,045
MCI WORLDCOM INC COM 55268B106 20,483 450,803 X 450,803
MDU RES GROUP INC COM 552690109 974 44,660 X 44,660
MGIC INVT CORP WIS COM 552848103 483 10,105 X 10,105
MGI PPTYS INC COM 552885105 33 14,400 X 14,400
MSC SOFTWARE CORP COM 553531104 150 15,800 X 15,800
MACROMEDIA INC COM 556100105 418 4,800 X 4,800
MANITOWOC INC COM 563571108 265 7,974 X 7,974
MANPOWER INC COM 56418H100 1,089 30,845 X 30,845
MANUGISTICS GROUP INC COM 565011103 447 10,445 X 10,445
MARSH & MCLENNAN COS INC COM 571748102 3,571 36,230 X 36,230
MARSHALL & ILSLEY CORP COM 571834100 698 15,041 X 15,041
MARRIOTT INTL INC NEW CL A 571903202 1,069 33,415 X 33,415
MASCO CORP COM 574599106 1,435 63,955 X 63,955
MASTEC INC COM 576323109 1,021 11,820 X 11,820
MATTEL INC COM 577081102 893 72,703 X 72,703
MAXIM INTEGRATED PRODS INC COM 57772K101 2,581 39,820 X 39,820
MAY DEPT STORES CO COM 577778103 1,266 46,043 X 46,043
MAXICARE HEALTH PLANS INC COM NEW 577904204 21 13,800 X 13,800
MAYTAG CORP COM 578592107 402 11,685 X 11,685
MCCORMICK & CO INC COM NON VTG 579780206 1,144 36,685 X 36,685
MCDERMOTT INTL INC COM 580037109 109 13,425 X 13,425
MCDONALDS CORP COM 580135101 7,119 186,871 X 186,871
MCGRATH RENTCORP COM 580589109 285 17,800 X 17,800
MCGRAW HILL COS INC COM 580645109 1,428 27,195 X 27,195
MCKESSON HBOC INC COM 58155Q103 765 45,224 X 45,224
MCLEODUSA INC COM 582266102 1,543 61,710 X 61,710
MCWHORTER TECHNOLOGIES INC COM 582803102 191 12,600 X 12,600
MEAD CORP COM 582834107 492 14,130 X 14,130
MEDIAONE GROUP INC COM 58440J104 4,081 53,963 X 53,963
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 201 4,585 X 4,585
MEDIMMUNE INC COM 584699102 1,227 7,671 X 7,671
MEDITRUST CORP PAIRED CTF NEW 58501T306 39 19,649 X 19,649
MEDTRONIC INC COM 585055106 9,045 174,157 X 174,157
MELLON FINL CORP COM 58551A108 1,593 49,577 X 49,577
MERCANTILE BANKSHARES CORP COM 587405101 677 23,750 X 23,750
MERCK & CO INC COM 589331107 25,017 359,956 X 359,956
MERCURY INTERACTIVE CORP COM 589405109 212 2,360 X 2,360
MERIDIAN GOLD INC COM 589975101 91 16,500 X 16,500
MERRILL LYNCH & CO INC COM 590188108 5,783 56,730 X 56,730
METHODE ELECTRS INC CL A 591520200 820 19,670 X 19,670
METRIS COS INC COM 591598107 202 5,376 X 5,376
METRO GOLDWYN MAYER INC COM 591610100 720 23,990 X 23,990
METROMEDIA FIBER NETWORK INC CL A 591689104 1,583 51,260 X 51,260
MICHAELS STORES INC COM 594087108 351 8,900 X 8,900
MICROSOFT CORP COM 594918104 54,336 779,018 X 779,018
MICROCHIP TECHNOLOGY INC COM 595017104 1,543 24,870 X 24,870
MICRON TECHNOLOGY INC COM 595112103 4,958 35,600 X 35,600
MID ATLANTIC MED SVCS INC COM 59523C107 142 15,245 X 15,245
MIDWAY GAMES INC COM 598148104 80 12,098 X 12,098
MILLENNIUM PHARMACEUTICALS INC COM 599902103 391 4,920 X 4,920
MILLER HERMAN INC COM 600544100 1,892 69,100 X 69,100
MILLIPORE CORP COM 601073109 325 4,540 X 4,540
MINE SAFETY APPLIANCES CO COM 602720104 324 4,980 X 4,980
MINNESOTA MNG & MFG CO COM 604059105 5,578 64,440 X 64,440
MINNESOTA PWR INC COM 604110106 609 33,010 X 33,010
MIRAGE RESORTS INC COM 60462E104 511 25,070 X 25,070
MODIS PROFESSIONAL SVCS INC COM 607830106 180 23,799 X 23,799
MOLEX INC COM 608554101 1,571 28,589 X 28,589
MONTANA POWER CO COM 612085100 1,970 44,705 X 44,705
MORGAN J P & CO INC COM 616880100 5,203 40,530 X 40,530
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 8,414 109,624 X 109,624
MOTOROLA INC COM 620076109 12,327 103,563 X 103,563
MURPHY OIL CORP COM 626717102 375 6,360 X 6,360
MYLAN LABS INC COM 628530107 1,004 35,385 X 35,385
MYRIAD GENETICS INC COM 62855J104 740 11,500 X 11,500
NCH CORP COM 628850109 813 18,800 X 18,800
NCR CORP NEW COM 62886E108 346 8,953 X 8,953
NTL INC COM 629407107 1,444 18,874 X 18,874
NABISCO GROUP HLDG CORP COM 62952P102 380 29,506 X 29,506
NABORS INDS INC COM 629568106 953 24,159 X 24,159
NATIONAL CITY CORP COM 635405103 1,469 86,406 X 86,406
NATIONAL DATA CORP COM 635621105 805 29,025 X 29,025
NATIONAL-OILWELL INC COM 637071101 289 12,085 X 12,085
NATIONAL SEMICONDUCTOR CORP COM 637640103 939 15,482 X 15,482
NATIONAL TECHTEAM INC COM 638108100 96 24,000 X 24,000
NATURES SUNSHINE PRODUCTS INC COM 639027101 177 20,790 X 20,790
NAVISTAR INTL CORP NEW COM 63934E108 450 12,865 X 12,865
NEIMAN MARCUS GROUP INC CL A 640204202 327 12,700 X 12,700
NETWORKS ASSOCS INC COM 640938106 429 16,850 X 16,850
NETRIX CORP COM 641148101 196 15,700 X 15,700
NETWORK APPLIANCE INC COM 64120L104 2,242 30,320 X 30,320
NETWORK SOLUTIONS INC DEL COM 64121Q102 1,373 9,280 X 9,280
NEW CENTURY ENERGIES INC COM 64352U103 333 10,210 X 10,210
NEW PLAN EXCEL RLTY TR INC COM 648053106 242 16,845 X 16,845
NEW YORK TIMES CO CL A 650111107 1,012 24,575 X 24,575
NEWBRIDGE NETWORKS CORP COM 650901101 495 13,900 X 13,900
NEWELL RUBBERMAID INC COM 651229106 995 39,492 X 39,492
NEWHALL LAND & FARMING CO CAL DEPOSITARY REC 651426108 281 10,405 X 10,405
NEWMONT MINING CORP COM 651639106 554 23,645 X 23,645
NEXTEL COMMUNICATIONS INC CL A 65332V103 3,817 34,883 X 34,883
NEXTLINK COMMUNICATIONS INC CL A 65333H707 387 4,585 X 4,585
NIAGARA MOHAWK HLDGS INC COM 653520106 293 21,130 X 21,130
NIKE INC CL B 654106103 1,555 35,800 X 35,800
NISOURCE INC COM 65473P105 1,093 59,065 X 59,065
NOBLE AFFILIATES INC COM 654894104 1,057 29,300 X 29,300
NOBLE DRILLING CORP COM 655042109 1,794 44,915 X 44,915
NORDSON CORP COM 655663102 679 15,200 X 15,200
NORDSTROM INC COM 655664100 372 13,370 X 13,370
NORFOLK SOUTHERN CORP COM 655844108 961 54,530 X 54,530
NORTEL NETWORKS CORP COM 656569100 13,638 120,930 X 120,930
NORTH FORK BANCORPORATION NY COM 659424105 1,453 89,735 X 89,735
NORTHN STS PWR CO MINN COM 665772109 295 13,530 X 13,530
NORTHERN TR CORP COM 665859104 1,232 19,210 X 19,210
NORTHLAND CRANBERRIES INC CL A 666499108 38 10,400 X 10,400
NORTHROP GRUMMAN CORP COM 666807102 490 6,918 X 6,918
NORTHWEST AIRLS CORP CL A 667280101 326 13,205 X 13,205
NOVELL INC COM 670006105 1,003 51,105 X 51,105
NOVELLUS SYS INC COM 670008101 1,048 15,720 X 15,720
NUCOR CORP COM 670346105 592 13,765 X 13,765
ODS NETWORKS INC COM 67082N109 294 16,000 X 16,000
OGE ENERGY CORP COM 670837103 637 32,145 X 32,145
OCCIDENTAL PETE CORP DEL COM 674599105 2,226 103,847 X 103,847
OCEAN ENERGY INC TEX COM 67481E106 333 25,875 X 25,875
OFFICE DEPOT INC COM 676220106 1,284 121,022 X 121,022
OHIO CAS CORP COM 677240103 416 25,025 X 25,025
OLD KENT FINL CORP COM 679833103 328 10,891 X 10,891
OLD REP INTL CORP COM 680223104 830 58,226 X 58,226
OLIN CORP COM PAR $1 680665205 300 16,885 X 16,885
OMNICARE INC COM 681904108 269 17,724 X 17,724
OMNICOM GROUP INC COM 681919106 2,269 24,920 X 24,920
OMNOVA SOLUTIONS INC COM 682129101 65 10,800 X 10,800
ONEIDA LTD COM 682505102 454 23,750 X 23,750
ORACLE CORP COM 68389X105 33,421 418,094 X 418,094
ORBITAL SCIENCES CORP COM 685564106 156 12,505 X 12,505
ORGANOGENESIS INC COM 685906109 161 14,036 X 14,036
OWENS CORNING COM 69073F103 264 14,505 X 14,505
OWENS ILL INC COM NEW 690768403 273 20,250 X 20,250
OXFORD HEALTH PLANS INC COM 691471106 433 22,810 X 22,810
PECO ENERGY CO COM 693304107 1,140 27,355 X 27,355
PG&E CORP COM 69331C108 1,276 49,200 X 49,200
PE CORP COM PE BIO GRP 69332S102 1,715 28,580 X 28,580
PE CORP CELERA GEN GRP 69332S201 283 3,444 X 3,444
PMC-SIERRA INC COM 69344F106 12,625 65,800 X 65,800
PMI GROUP INC COM 69344M101 356 7,350 X 7,350
PNC BK CORP COM 693475105 1,839 42,152 X 42,152
PPG INDS INC COM 693506107 1,359 24,990 X 24,990
PPL CORP COM 69351T106 498 20,850 X 20,850
PSS WORLD MED INC COM 69366A100 89 10,300 X 10,300
PTEK HLDGS INC COM 69366M104 73 14,335 X 14,335
PACCAR INC COM 693718108 1,125 23,645 X 23,645
PACIFIC CENTY FINL CORP COM 694058108 495 24,069 X 24,069
PACIFIC GULF PPTYS INC COM 694396102 256 11,900 X 11,900
PACIFICARE HEALTH SYS DEL COM 695112102 310 6,028 X 6,028
PACTIV CORP COM 695257105 160 19,551 X 19,551
PAINE WEBBER GROUP INC COM 695629105 880 20,105 X 20,105
PALL CORP COM 696429307 363 16,266 X 16,266
PARAMETRIC TECHNOLOGY CORP COM 699173100 321 39,320 X 39,320
PARK PL ENTMT CORP COM 700690100 646 50,655 X 50,655
PARKER DRILLING CO COM 701081101 79 18,300 X 18,300
PARKER HANNIFIN CORP COM 701094104 683 14,690 X 14,690
PATTERSON ENERGY INC COM 703414102 381 13,500 X 13,500
PAXAR CORP COM 704227107 180 17,632 X 17,632
PAYCHEX INC COM 704326107 3,106 59,026 X 59,026
PENNEY J C INC COM 708160106 817 58,963 X 58,963
PENTAIR INC COM 709631105 941 24,600 X 24,600
PEOPLESOFT INC COM 712713106 528 37,853 X 37,853
PEP BOYS MANNY MOE & JACK COM 713278109 341 54,074 X 54,074
PEPSICO INC COM 713448108 4,888 133,246 X 133,246
PERKINELMER INC COM 714046109 283 5,143 X 5,143
PFIZER INC COM 717081103 25,243 599,250 X 599,250
PHELPS DODGE CORP COM 717265102 563 12,174 X 12,174
PHILIP MORRIS COS INC COM 718154107 7,381 337,440 X 337,440
PHILLIPS PETE CO COM 718507106 1,013 21,360 X 21,360
PHILLIPS VAN HEUSEN CORP COM 718592108 138 16,365 X 16,365
PHOENIX TECHNOLOGY LTD COM 719153108 443 22,567 X 22,567
PHYCOR INC COM 71940F100 10 16,550 X 16,550
PIER 1 IMPORTS INC COM 720279108 323 28,373 X 28,373
PINNACLE ENTMT INC COM 723456109 206 10,285 X 10,285
PINNACLE WEST CAP CORP COM 723484101 256 7,305 X 7,305
PIONEER GROUP INC COM 723684106 259 9,245 X 9,245
PIONEER NAT RES CO COM 723787107 364 35,300 X 35,300
PITNEY BOWES INC COM 724479100 957 23,420 X 23,420
PITT DESMOINES INC COM 724508106 288 12,000 X 12,000
PIXAR COM 725811103 595 16,000 X 16,000
PLACER DOME INC COM 725906101 433 52,983 X 52,983
PLEXUS CORP COM 729132100 215 2,800 X 2,800
POLICY MGMT SYS CORP COM 731108106 303 22,905 X 22,905
POMEROY COMPUTER RES COM 731822102 174 10,530 X 10,530
POPULAR INC COM 733174106 1,054 52,393 X 52,393
POTASH CORP SASK INC COM 73755L107 479 8,893 X 8,893
POWERWAVE TECHNOLOGIES INC COM 739363109 333 1,600 X 1,600
PRAXAIR INC COM 74005P104 1,013 22,790 X 22,790
PRICE T ROWE & ASSOCIATES COM 741477103 3,297 86,485 X 86,485
PRIDE INTL INC COM 741932107 243 10,725 X 10,725
PRISON RLTY TR COM 74264N105 46 14,929 X 14,929
PRIORITY HEALTHCARE CORP CL B 74264T102 685 12,377 X 12,377
PROCTER & GAMBLE CO COM 742718109 11,902 199,402 X 199,402
PROGRESS SOFTWARE CORP COM 743312100 760 38,000 X 38,000
PROGRESSIVE CORP OHIO COM 743315103 387 5,910 X 5,910
PROJECT SOFTWARE & DEV INC COM 74339P101 445 14,600 X 14,600
PROVIDIAN FINL CORP COM 74406A102 1,730 19,640 X 19,640
PSINET INC COM 74437C101 480 20,680 X 20,680
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,693 47,200 X 47,200
PULITZER INC COM 745769109 398 10,382 X 10,382
PULTE CORP COM 745867101 532 24,765 X 24,765
QLOGIC CORP COM 747277101 413 4,120 X 4,120
QUAKER OATS CO COM 747402105 1,207 18,510 X 18,510
QUALCOMM INC COM 747525103 11,113 102,480 X 102,480
QUANTUM CORP COM DSSG 747906204 362 31,067 X 31,067
QUANTUM CORP COM HDDG 747906303 187 15,993 X 15,993
QUINTILES TRANSNATIONAL CORP COM 748767100 151 10,581 X 10,581
R & B FALCON CORP COM 74912E101 500 24,110 X 24,110
QWEST COMMUNICATIONS INTL INC COM 749121109 6,406 147,093 X 147,093
R O C TAIWAN FD SH BEN INT 749651105 6,676 663,200 X 663,200
RPM INC OHIO COM 749685103 677 66,823 X 66,823
RSA SEC INC COM 749719100 349 5,940 X 5,940
RF MICRODEVICES INC COM 749941100 1,283 12,325 X 12,325
RAMBUS INC DEL COM 750917106 1,118 4,860 X 4,860
RALCORP HLDGS INC NEW COM 751028101 184 13,300 X 13,300
RALSTON PURINA CO COM RAL-PUR GP 751277302 753 42,579 X 42,579
RARE HOSPITALITY INTL INC COM 753820109 427 13,800 X 13,800
RATIONAL SOFTWARE CORP COM NEW 75409P202 2,035 23,910 X 23,910
RAYMOND JAMES FINANCIAL INC COM 754730109 710 35,270 X 35,270
RAYTHEON CO CL B 755111408 1,124 50,665 X 50,665
READERS DIGEST ASSN INC CL A NON VTG 755267101 249 7,770 X 7,770
REALNETWORKS INC COM 75605L104 1,117 23,450 X 23,450
REEBOK INTL LTD COM 758110100 237 13,940 X 13,940
REGIONS FINL CORP COM 758940100 440 21,513 X 21,513
RELIANCE GROUP HOLDINGS INC COM 759464100 112 40,800 X 40,800
RELIANT ENERGY INC COM 75952J108 1,160 43,581 X 43,581
RELIASTAR FINL CORP COM 75952U103 1,256 29,211 X 29,211
REMEDY CORP COM 759548100 265 4,985 X 4,985
RENAISSANCE WORLDWIDE INC COM 75968A109 38 10,145 X 10,145
REPUBLIC BANCORP INC COM 760282103 184 18,603 X 18,603
RESOURCE BANCSHARES MTG GROUP COM 761197102 152 30,303 X 30,303
REYNOLDS METALS CO COM 761763101 543 8,160 X 8,160
REYNOLDS R J TOB HLDGS INC COM 76182K105 222 10,693 X 10,693
RIGGS NATL CORP WASH DC COM 766570105 142 10,488 X 10,488
RIGHT MGMT CONSULTANTS INC COM 766573109 128 11,250 X 11,250
RITE AID CORP COM 767754104 181 36,040 X 36,040
ROBERT HALF INTL INC COM 770323103 1,046 17,115 X 17,115
ROCKWELL INTL CORP NEW COM 773903109 1,137 28,875 X 28,875
ROHM & HAAS CO COM 775371107 1,019 28,609 X 28,609
ROLLINS INC COM 775711104 552 38,435 X 38,435
ROSLYN BANCORP INC COM 778162107 424 24,930 X 24,930
ROSS STORES INC COM 778296103 557 26,865 X 26,865
ROSTELECOM OPEN JT STK LNG DST SPONSORED ADR 778529107 600 30,843 X 30,843
ROUSE CO COM 779273101 258 10,995 X 10,995
ROWAN COS INC COM 779382100 243 8,700 X 8,700
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 8,968 156,300 X 156,300
RUSS BERRIE & CO COM 782233100 235 12,600 X 12,600
RYERSON TULL INC NEW COM 78375P107 586 47,361 X 47,361
SBC COMMUNICATIONS INC COM 78387G103 23,727 541,550 X 541,550
SCI SYS INC COM 783890106 1,673 31,410 X 31,410
SDL INC COM 784076101 5,889 30,200 X 30,200
SEI INVESTMENTS CO COM 784117103 406 3,400 X 3,400
SLM HLDG CORP COM 78442A109 484 15,470 X 15,470
SPDR TR UNIT SER 1 78462F103 1,799 12,400 X 12,400
S1 CORPORATION COM 78463B101 1,021 18,800 X 18,800
SABRE HLDGS CORP CL A 785905100 439 12,565 X 12,565
SAFECO CORP COM 786429100 411 18,595 X 18,595
SAFEGUARD SCIENTIFICS INC COM 786449108 1,375 32,760 X 32,760
SAFEWAY INC COM NEW 786514208 1,990 45,099 X 45,099
ST JOE CO COM 790148100 464 16,105 X 16,105
ST JUDE MED INC COM 790849103 256 8,215 X 8,215
ST PAUL COS INC COM 792860108 3,188 89,483 X 89,483
SAKS INC COM 79377W108 153 13,400 X 13,400
SANFILIPPO JOHN B & SON INC COM 800422107 61 15,200 X 15,200
SANMINA CORP COM 800907107 471 7,840 X 7,840
SARA LEE CORP COM 803111103 1,946 129,735 X 129,735
SCHERING PLOUGH CORP COM 806605101 6,230 154,545 X 154,545
SCHLUMBERGER LTD COM 806857108 5,128 66,981 X 66,981
SCHULMAN A INC COM 808194104 466 36,223 X 36,223
SCHWAB CHARLES CORP NEW COM 808513105 4,973 111,759 X 111,759
SCIENTIFIC ATLANTA INC COM 808655104 904 13,890 X 13,890
SCOTTISH PWR PLC SPON ADR FINAL 81013T705 1,176 36,830 X 36,830
SCOTTS CO CL A 810186106 300 8,300 X 8,300
SCRIPPS E W CO OHIO CL A 811054204 576 12,340 X 12,340
SEACHANGE INTL INC COM 811699107 554 18,450 X 18,450
SEAGATE TECHNOLOGY COM 811804103 1,551 30,561 X 30,561
SEAGRAM LTD COM 811850106 2,122 39,300 X 39,300
SEALED AIR CORP NEW COM 81211K100 691 12,423 X 12,423
SEARS ROEBUCK & CO COM 812387108 3,494 95,170 X 95,170
SEGUE SOFTWARE INC COM 815807102 95 10,840 X 10,840
SEITEL INC COM NEW 816074306 126 20,200 X 20,200
SEMPRA ENERGY COM 816851109 560 30,175 X 30,175
SEPRACOR INC COM 817315104 1,402 15,240 X 15,240
SERVICE CORP INTL COM 817565104 73 14,324 X 14,324
SERVICEMASTER CO COM 81760N109 784 57,535 X 57,535
SHAW INDS INC COM 820286102 1,171 74,045 X 74,045
SHELDAHL CO COM 822440103 70 14,000 X 14,000
SHERWIN WILLIAMS CO COM 824348106 605 24,310 X 24,310
SIEBEL SYS INC COM 826170102 3,013 24,522 X 24,522
SIGMA ALDRICH CORP COM 826552101 296 10,070 X 10,070
SILICON GRAPHICS INC COM 827056102 130 18,139 X 18,139
SILICON VY BANCSHARES COM 827064106 210 3,400 X 3,400
SIMON PPTY GROUP INC NEW COM 828806109 227 8,922 X 8,922
SKYWEST INC COM 830879102 227 5,400 X 5,400
SMITH INTL INC COM 832110100 763 10,045 X 10,045
SMUCKER J M CO CL A 832696108 170 10,625 X 10,625
SMURFIT-STONE CONTAINER CORP COM 832727101 292 19,166 X 19,166
SNYDER COMMUNICATIONS INC COM SNC 832914105 268 11,265 X 11,265
SOLECTRON CORP COM 834182107 4,129 88,198 X 88,198
SONOCO PRODS CO COM 835495102 392 18,762 X 18,762
SOUTHDOWN INC COM 841297104 589 10,138 X 10,138
SOUTHERN CO COM 842587107 2,473 99,155 X 99,155
SOUTHTRUST CORP COM 844730101 591 24,758 X 24,758
SOUTHWEST AIRLS CO COM 844741108 1,492 68,799 X 68,799
SOVEREIGN BANCORP INC COM 845905108 345 50,211 X 50,211
SPRINT CORP COM FON GROUP 852061100 4,649 75,596 X 75,596
SPRINT CORP PCS COM SER 1 852061506 4,450 80,908 X 80,908
STANDARD COML CORP COM 853258101 32 10,434 X 10,434
STANDARD REGISTER CO COM 853887107 343 26,265 X 26,265
STANLEY WKS COM 854616109 358 12,125 X 12,125
STAPLES INC COM 855030102 1,268 66,508 X 66,508
STARBUCKS CORP COM 855244109 974 32,215 X 32,215
STATE AUTO FINL CORP COM 855707105 434 43,360 X 43,360
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 930 32,691 X 32,691
STATE STR CORP COM 857477103 2,231 23,030 X 23,030
STERIS CORP COM 859152100 92 10,230 X 10,230
STEWART & STEVENSON SVCS INC COM 860342104 222 18,400 X 18,400
STEWART ENTERPRISES INC CL A 860370105 83 17,300 X 17,300
STILLWATER MNG CO COM 86074Q102 424 15,150 X 15,150
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 269 20,675 X 20,675
STRYKER CORP COM 863667101 1,979 27,505 X 27,505
SUMMIT BANCORP COM 866005101 455 17,923 X 17,923
SUN MICROSYSTEMS INC COM 866810104 14,216 154,630 X 154,630
SUNBEAM CORP COM 867071102 58 16,680 X 16,680
SUNGARD DATA SYS INC COM 867363103 689 19,945 X 19,945
SUNOCO INC COM 86764P109 225 7,425 X 7,425
SUNTRUST BKS INC COM 867914103 3,630 71,528 X 71,528
SUPERIOR INDS INTL INC COM 868168105 328 10,200 X 10,200
SUPERVALU INC COM 868536103 629 30,387 X 30,387
SWIFT ENERGY CO COM 870738101 357 17,480 X 17,480
SYBASE INC COM 871130100 492 24,385 X 24,385
SYBRON INTL CORP COM 87114F106 893 28,705 X 28,705
SYCAMORE NETWORKS INC COM 871206108 439 5,595 X 5,595
SYLVAN LEARNING SYS INC COM 871399101 248 16,475 X 16,475
SYMANTEC CORP COM 871503108 687 11,005 X 11,005
SYMBOL TECHNOLOGIES INC COM 871508107 4,217 75,643 X 75,643
SYNALLOY CP DEL COM 871565107 83 10,660 X 10,660
SYNOPSYS INC COM 871607107 549 13,080 X 13,080
SYNOVUS FINL CORP COM 87161C105 515 27,754 X 27,754
SYSCO CORP COM 871829107 2,370 63,005 X 63,005
SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 416 17,660 X 17,660
TCF FINL CORP COM 872275102 303 12,970 X 12,970
TECO ENERGY INC COM 872375100 656 30,005 X 30,005
TJX COS INC NEW COM 872540109 561 29,245 X 29,245
TRW INC COM 872649108 981 16,770 X 16,770
TAIWAN FD INC COM 874036106 3,089 148,000 X 148,000
TANDY CORP COM 875382103 1,529 26,816 X 26,816
TARGET CORP COM 87612E106 4,065 61,075 X 61,075
TAUBMAN CTRS INC COM 876664103 203 17,010 X 17,010
TECH DATA CORP COM 878237106 745 17,765 X 17,765
TECHNE CORP COM 878377100 2,717 38,200 X 38,200
TECUMSEH PRODS CO CL A 878895200 497 10,700 X 10,700
TELEFLEX INC COM 879369106 1,054 30,500 X 30,500
TELEGLOBE INC COM 87941V100 231 9,292 X 9,292
TELEPHONE & DATA SYS INC COM 879433100 1,263 12,385 X 12,385
TELLABS INC COM 879664100 3,011 54,930 X 54,930
TELXON CORP COM 879700102 224 15,195 X 15,195
TEMPLE INLAND INC COM 879868107 394 7,865 X 7,865
TEMPLETON RUSSIA FD INC COM 88022F105 2,010 105,580 X 105,580
TENET HEALTHCARE CORP COM 88033G100 1,162 45,555 X 45,555
TERADYNE INC COM 880770102 4,566 41,510 X 41,510
TERRA INDS INC COM 880915103 67 24,200 X 24,200
TEXACO INC COM 881694103 2,340 47,333 X 47,333
TEXAS INSTRS INC COM 882508104 21,406 131,429 X 131,429
TEXAS UTILS CO COM 882848104 1,349 40,033 X 40,033
TEXTRON INC COM 883203101 1,258 20,310 X 20,310
THERMO ELECTRON CORP COM 883556102 280 14,438 X 14,438
THERMO INSTR SYS INC COM 883559106 342 19,150 X 19,150
3COM CORP COM 885535104 1,232 31,245 X 31,245
TIDEWATER INC COM 886423102 644 21,644 X 21,644
TIFFANY & CO NEW COM 886547108 2,677 36,825 X 36,825
TIME WARNER INC COM 887315109 15,868 176,430 X 176,430
TIMES MIRROR CO NEW COM SER A 887364107 509 5,225 X 5,225
TIMKEN CO COM 887389104 331 17,885 X 17,885
TOOTSIE ROLL INDS INC COM 890516107 1,776 57,650 X 57,650
TORCHMARK CORP COM 891027104 288 11,495 X 11,495
TORO CO COM 891092108 329 10,700 X 10,700
TOSCO CORP COM NEW 891490302 431 13,430 X 13,430
TOTAL SYS SVCS INC COM 891906109 3,128 156,910 X 156,910
TOYS R US INC COM 892335100 1,568 102,835 X 102,835
TRANSATLANTIC HLDGS INC COM 893521104 428 5,160 X 5,160
TRANSCANADA PIPELINES LTD COM 893526103 186 26,156 X 26,156
TRANSWITCH CORP COM 894065101 219 2,490 X 2,490
TREDEGAR CORP COM 894650100 638 24,700 X 24,700
TRICON GLOBAL RESTAURANTS COM 895953107 473 13,867 X 13,867
TRIBUNE CO NEW COM 896047107 1,245 32,175 X 32,175
TRIGON HEALTHCARE INC COM 89618L100 482 13,410 X 13,410
TRINITY INDS INC COM 896522109 232 10,425 X 10,425
TRIQUINT SEMICONDUCTOR INC COM 89674K103 1,409 13,700 X 13,700
21ST CENTY INS GROUP COM 90130N103 622 28,440 X 28,440
TYCO INTL LTD NEW COM 902124106 5,998 130,580 X 130,580
TYSON FOODS INC CL A 902494103 575 55,096 X 55,096
UAL CORP COM PAR $0.01 902549500 1,040 17,977 X 17,977
UGI CORP NEW COM 902681105 486 23,800 X 23,800
USX MARATHON GROUP COM NEW 902905827 1,416 60,845 X 60,845
UST INC COM 902911106 223 14,850 X 14,850
USA DETERGENTS INC COM 902938109 45 21,000 X 21,000
US BANCORP DEL COM 902973106 2,645 130,239 X 130,239
USA NETWORKS INC COM 902984103 939 40,820 X 40,820
U S G CORP COM NEW 903293405 202 4,845 X 4,845
USX-U S STL COM 90337T101 314 12,525 X 12,525
UTI ENERGY CORP COM 903387108 229 6,585 X 6,585
UGLY DUCKLING CORP COM 903512101 109 14,300 X 14,300
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 1,259 50,869 X 50,869
UNIFI INC COM 904677101 156 15,353 X 15,353
UNILEVER N V N Y SHS NEW 904784709 1,918 42,095 X 42,095
UNICOM CORP COM 904911104 1,454 36,575 X 36,575
UNION CARBIDE CORP COM 905581104 1,073 18,190 X 18,190
UNION PAC CORP COM 907818108 1,518 36,032 X 36,032
UNION PAC RES GROUP INC COM 907834105 447 23,315 X 23,315
UNION PLANTERS CORP COM 908068109 359 12,668 X 12,668
UNIONBANCAL CORP COM 908906100 758 27,310 X 27,310
UNISYS CORP COM 909214108 1,161 50,065 X 50,065
UNITED ASSET MGMT CORP COM 909420101 765 42,485 X 42,485
UNITED STATES CELLULAR CORP COM 911684108 688 11,455 X 11,455
US AIRWAYS GROUP INC COM 911905107 291 10,460 X 10,460
U S INDS INC NEW COM 912080108 262 21,485 X 21,485
U S WEST INC NEW COM 91273H101 3,342 46,938 X 46,938
U S TR CORP NEW COM 91288L105 1,877 12,200 X 12,200
UNITED STATIONERS INC COM 913004107 1,402 42,000 X 42,000
UNITED TECHNOLOGIES CORP COM 913017109 4,956 79,694 X 79,694
UNITED TELEVISION INC COM 913066106 1,966 14,580 X 14,580
UNITRIN INC COM 913275103 498 14,765 X 14,765
UNIVERSAL CORP VA COM 913456109 796 42,150 X 42,150
UNIVERSAL FOODS CORP COM 913538104 173 10,505 X 10,505
UNIVISION COMMUNICATIONS INC CL A 914906102 1,165 10,665 X 10,665
UNOCAL CORP COM 915289102 1,098 33,995 X 33,995
UNUMPROVIDENT CORP COM 91529Y106 536 31,522 X 31,522
URBAN SHOPPING CTRS INC COM 917060105 275 8,520 X 8,520
UTILICORP UTD INC COM 918005109 1,778 92,640 X 92,640
V F CORP COM 918204108 460 16,279 X 16,279
VALERO ENERGY CORP NEW COM 91913Y100 830 28,625 X 28,625
VALLEY NATL BANCORP COM 919794107 478 18,183 X 18,183
VALSPAR CORP COM 920355104 1,462 40,600 X 40,600
VANS INC COM 921930103 318 21,000 X 21,000
VARIAN MED SYS INC COM 92220P105 1,077 26,920 X 26,920
VARIAN INC COM 922206107 963 26,480 X 26,480
VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 1,781 26,480 X 26,480
VERISIGN INC COM 92343E102 1,795 12,880 X 12,880
VERITAS DGC INC COM 92343P107 259 10,800 X 10,800
VERITAS SOFTWARE CO COM 923436109 4,430 41,300 X 41,300
VIACOM INC CL B 925524308 5,251 96,564 X 96,564
VIATEL INC COM 925529208 623 16,300 X 16,300
VIGNETTE CORP COM 926734104 568 11,820 X 11,820
VISHAY INTERTECHNOLOGY INC COM 928298108 889 10,581 X 10,581
VISX INC DEL COM 92844S105 298 18,860 X 18,860
VITESSE SEMICONDUCTOR CORP COM 928497106 1,249 18,350 X 18,350
VODAFONE AIRTOUCH PLC SPONSORED ADR 92857T107 319 6,794 X 6,794
VOICESTREAM WIRELESS CORP COM 928615103 1,574 15,895 X 15,895
VULCAN MATLS CO COM 929160109 974 22,225 X 22,225
WICOR INC COM 929253102 1,157 36,800 X 36,800
WACHOVIA CORP COM 929771103 1,742 27,795 X 27,795
WAL MART STORES INC COM 931142103 35,578 642,495 X 642,495
WALGREEN CO COM 931422109 3,941 140,120 X 140,120
WALKER INTERACTIVE SYS INC COM 931664106 53 12,400 X 12,400
WALLACE COMPUTER SERVICES INC COM 932270101 276 25,200 X 25,200
WARNACO GROUP INC CL A 934390105 120 11,310 X 11,310
WARNER LAMBERT CO COM 934488107 11,497 100,738 X 100,738
WASHINGTON FED INC COM 938824109 476 27,313 X 27,313
WASHINGTON MUT INC COM 939322103 2,164 84,675 X 84,675
WASHINGTON POST CO CL B 939640108 884 1,811 X 1,811
WASTE MGMT INC DEL COM 94106L109 1,388 87,121 X 87,121
WATSON PHARMACEUTICALS INC COM 942683103 402 8,953 X 8,953
WEATHERFORD INTL INC COM 947074100 624 15,358 X 15,358
WEBB DEL CORP COM 947423109 275 18,400 X 18,400
WEBSTER FINL CORP CONN COM 947890109 493 23,052 X 23,052
WELLMAN INC COM 949702104 273 12,765 X 12,765
WELLPOINT HEALTH NETWORK NEW COM 94973H108 669 9,075 X 9,075
WELLS FARGO & CO NEW COM 949746101 9,840 239,647 X 239,647
WENDYS INTL INC COM 950590109 227 10,130 X 10,130
WERNER ENTERPRISES INC COM 950755108 193 10,294 X 10,294
WESTAMERICA BANCORPORATION COM 957090103 439 17,505 X 17,505
WESTERN DIGITAL CORP COM 958102105 460 66,900 X 66,900
WESTPOINT STEVENS INC COM 961238102 224 11,925 X 11,925
WESTVACO CORP COM 961548104 332 10,747 X 10,747
WEYERHAEUSER CO COM 962166104 1,830 34,275 X 34,275
WHIRLPOOL CORP COM 963320106 946 14,525 X 14,525
WILEY JOHN & SONS INC CL A 968223206 296 17,185 X 17,185
WILLAMETTE INDS INC COM 969133107 361 9,459 X 9,459
WILLIAMS COS INC DEL COM 969457100 2,251 60,179 X 60,179
WIND RIVER SYSTEMS INC COM 973149107 544 12,741 X 12,741
WINN DIXIE STORES INC COM 974280109 206 12,455 X 12,455
WINSTAR COMMUNICATIONS INC COM 975515107 316 7,928 X 7,928
WISCONSIN CENT TRANSN CORP COM 976592105 153 10,500 X 10,500
WOLVERINE WORLD WIDE INC COM 978097103 345 28,710 X 28,710
WORLD FUEL SVCS CORP COM 981475106 92 13,050 X 13,050
WORTHINGTON INDS INC COM 981811102 125 10,065 X 10,065
WRIGLEY WM JR CO COM 982526105 717 9,905 X 9,905
WYNDHAM INTL INC CL A 983101106 59 28,686 X 28,686
XILINX INC COM 983919101 2,971 40,560 X 40,560
XIRCOM INC COM 983922105 588 14,900 X 14,900
XEROX CORP COM 984121103 2,745 103,687 X 103,687
YAHOO INC COM 984332106 9,143 70,196 X 70,196
YOUNG & RUBICAM INC COM 987425105 281 5,045 X 5,045
ZALE CORP NEW COM 988858106 268 6,500 X 6,500
ZEBRA TECHNOLOGIES CORP CL A 989207105 410 7,185 X 7,185
ZENITH NATL INS CORP COM 989390109 448 18,300 X 18,300
ZIONS BANCORPORATION COM 989701107 1,020 24,585 X 24,585
GRAND TOTAL 2,227,944
<S>
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