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GLOBAL CROSSING LTD COM G3921A100 5,781 219,702 X 219,702
TRANSOCEAN SEDCO FOREX INC ORD G90078109 2,798 52,352 X 52,352
A D C TELECOMMUNICATIONS COM 000886101 7,062 84,200 X 84,200
AFLAC INC COM 001055102 3,036 66,100 X 66,100
AES CORP COM 00130H105 4,846 106,216 X 106,216
AMR CORP COM 001765106 988 37,374 X 37,374
AT&T CORP COM 001957109 25,205 796,995 X 796,995
ABBOTT LABS COM 002824100 17,200 385,981 X 385,981
ADAPTEC INC COM 00651F108 592 26,000 X 26,000
ADOBE SYS INC COM 00724F101 3,878 29,828 X 29,828
ADVANCED MICRO DEVICES INC COM 007903107 2,953 38,225 X 38,225
AETNA INC COM 008117103 2,252 35,081 X 35,081
AGILENT TECHNOLOGIES INC COM 00846U101 8,304 112,594 X 112,594
AIR PRODS & CHEMS INC COM 009158106 1,760 57,106 X 57,106
ALBERTO CULVER CO CL B CONV 013068101 426 13,954 X 13,954
ALBERTSONS INC COM 013104104 3,510 105,572 X 105,572
ALCAN ALUMINIUM LTD NEW COM 013716105 1,690 54,510 X 54,510
ALCOA INC COM 013817101 6,242 215,239 X 215,239
ALLEGHENY TECHNOLOGIES INC COM 01741R102 372 20,645 X 20,645
ALLERGAN INC COM 018490102 2,401 32,224 X 32,224
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 471 47,100 X 47,100
ALLSTATE CORP COM 020002101 4,128 185,530 X 185,530
ALLTEL CORP COM 020039103 4,865 78,546 X 78,546
ALTERA CORP COM 021441100 5,056 49,600 X 49,600
ALZA CORP DEL COM 022615108 1,512 25,578 X 25,578
AMERADA HESS CORP COM 023551104 1,395 22,588 X 22,588
AMEREN CORP COM 023608102 1,152 34,121 X 34,121
AMERICA ONLINE INC DEL COM 02364J104 30,151 572,268 X 572,268
AMERICAN ELEC PWR INC COM 025537101 2,375 80,175 X 80,175
AMERICAN EXPRESS CO COM 025816109 17,350 332,845 X 332,845
AMERICAN GENERAL CORP COM 026351106 3,777 61,918 X 61,918
AMERICAN GREETINGS CORP CL A 026375105 305 16,069 X 16,069
AMERICAN HOME PRODS CORP COM 026609107 19,082 324,792 X 324,792
AMERICAN INTL GROUP INC COM 026874107 45,108 383,898 X 383,898
AMERICAN PWR CONVERSION CORP COM 029066107 1,971 48,300 X 48,300
AMGEN INC COM 031162100 17,965 255,728 X 255,728
AMSOUTH BANCORPORATION COM 032165102 1,540 97,800 X 97,800
ANADARKO PETE CORP COM 032511107 1,574 31,919 X 31,919
ANALOG DEVICES INC COM 032654105 6,696 88,100 X 88,100
ANDREW CORP COM 034425108 677 20,177 X 20,177
ANHEUSER BUSCH COS INC COM 035229103 8,405 112,535 X 112,535
AON CORP COM 037389103 1,982 63,803 X 63,803
APACHE CORP COM 037411105 1,670 28,396 X 28,396
APPLE COMPUTER INC COM 037833100 4,245 81,058 X 81,058
APPLIED MATLS INC COM 038222105 18,224 201,096 X 201,096
ARCHER DANIELS MIDLAND CO COM 039483102 1,473 150,110 X 150,110
ASHLAND INC COM 044204105 616 17,574 X 17,574
ASSOCIATES FIRST CAP CORP CL A 046008108 4,049 181,481 X 181,481
AUTODESK INC COM 052769106 505 14,545 X 14,545
AUTOMATIC DATA PROCESSING INC COM 053015103 8,369 156,249 X 156,249
AUTOZONE INC COM 053332102 733 33,336 X 33,336
AVERY DENNISON CORP COM 053611109 1,873 27,903 X 27,903
AVON PRODS INC COM 054303102 2,637 59,249 X 59,249
BB&T CORP COM 054937107 2,071 86,755 X 86,755
BMC SOFTWARE INC COM 055921100 2,218 60,785 X 60,785
BAKER HUGHES INC COM 057224107 2,634 82,317 X 82,317
BALL CORP COM 058498106 236 7,331 X 7,331
BANK OF AMERICA CORPORATION COM 060505104 17,746 412,691 X 412,691
BANK NEW YORK INC COM 064057102 8,541 183,678 X 183,678
BANK ONE CORP COM 06423A103 7,589 285,714 X 285,714
BARD C R INC COM 067383109 604 12,551 X 12,551
BARRICK GOLD CORP COM 067901108 1,794 98,629 X 98,629
BAUSCH & LOMB INC COM 071707103 1,025 13,253 X 13,253
BAXTER INTL INC COM 071813109 5,080 72,256 X 72,256
BEAR STEARNS COS INC COM 073902108 1,145 27,511 X 27,511
BECTON DICKINSON & CO COM 075887109 1,805 62,926 X 62,926
BED BATH & BEYOND INC COM 075896100 1,269 35,000 X 35,000
BELL ATLANTIC CORP COM 077853109 19,566 385,066 X 385,066
BELLSOUTH CORP COM 079860102 19,977 468,679 X 468,679
BEMIS INC COM 081437105 445 13,249 X 13,249
BEST BUY INC COM 086516101 3,226 51,000 X 51,000
BESTFOODS COM 08658U101 4,734 68,358 X 68,358
BETHLEHEM STL CORP COM 087509105 116 32,500 X 32,500
BIOGEN INC COM 090597105 2,387 37,000 X 37,000
BIOMET INC COM 090613100 1,130 29,402 X 29,402
BLACK & DECKER CORP COM 091797100 833 21,183 X 21,183
BLOCK H & R INC COM 093671105 796 24,593 X 24,593
BOEING CO COM 097023105 9,449 225,974 X 225,974
BOISE CASCADE CORP COM 097383103 369 14,252 X 14,252
BOSTON SCIENTIFIC CORP COM 101137107 2,230 101,662 X 101,662
BRISTOL MYERS SQUIBB CO COM 110122108 28,624 491,404 X 491,404
BROADCOM CORP CL A 111320107 5,233 23,900 X 23,900
BROWN FORMAN CORP CL B 115637209 912 16,965 X 16,965
BRUNSWICK CORP COM 117043109 364 21,993 X 21,993
BURLINGTON NORTHN SANTA FE CP COM 12189T104 2,446 106,651 X 106,651
BURLINGTON RES INC COM 122014103 2,052 53,640 X 53,640
CIGNA CORP COM 125509109 3,795 40,590 X 40,590
CMS ENERGY CORP COM 125896100 604 27,300 X 27,300
CSX CORP COM 126408103 1,153 54,396 X 54,396
CVS CORP COM 126650100 3,886 97,152 X 97,152
CABLETRON SYS INC COM 126920107 1,147 45,440 X 45,440
CAMPBELL SOUP CO COM 134429109 3,067 105,305 X 105,305
CAPITAL ONE FINL CORP COM 14040H105 2,177 48,780 X 48,780
CARDINAL HEALTH INC COM 14149Y108 5,068 68,488 X 68,488
CARNIVAL CORP COM 143658102 2,937 150,608 X 150,608
CATERPILLAR INC DEL COM 149123101 2,942 86,849 X 86,849
CENDANT CORP COM 151313103 2,513 179,523 X 179,523
CENTEX CORP COM 152312104 349 14,857 X 14,857
CENTURYTEL INC COM 156700106 1,006 35,000 X 35,000
CERIDIAN CORP COM 15677T106 869 36,134 X 36,134
CHARTER ONE FINL INC COM 160903100 1,201 52,200 X 52,200
CHASE MANHATTAN CORP NEW COM 16161A108 14,185 307,955 X 307,955
CHEVRON CORPORATION COM 166751107 13,773 162,395 X 162,395
CHUBB CORP COM 171232101 2,684 43,650 X 43,650
CINCINNATI FINL CORP COM 172062101 1,259 40,052 X 40,052
CINERGY CORP COM 172474108 1,008 39,641 X 39,641
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 1,682 50,676 X 50,676
CISCO SYS INC COM 17275R102 110,131 1,732,644 X 1,732,644
CITIGROUP INC COM 172967101 50,642 840,537 X 840,537
CITRIX SYS INC COM 177376100 871 46,000 X 46,000
CLEAR CHANNEL COMMUNICATIONS COM 184502102 6,332 84,423 X 84,423
CLOROX CO DEL COM 189054109 2,621 58,486 X 58,486
COASTAL CORP COM 190441105 3,250 53,388 X 53,388
COCA COLA CO COM 191216100 35,413 616,540 X 616,540
COCA COLA ENTERPRISES INC COM 191219104 1,709 104,761 X 104,761
COLGATE PALMOLIVE CO COM 194162103 8,600 143,632 X 143,632
COLUMBIA ENERGY GROUP COM 197648108 1,324 20,174 X 20,174
COMCAST CORP CL A SPL 200300200 9,055 223,574 X 223,574
COMERICA INC COM 200340107 1,748 38,943 X 38,943
COMPAQ COMPUTER CORP COM 204493100 10,811 422,909 X 422,909
COMPUTER ASSOC INTL INC COM 204912109 7,505 146,617 X 146,617
COMPUTER SCIENCES CORP COM 205363104 3,110 41,641 X 41,641
COMPUWARE CORP COM 205638109 931 89,720 X 89,720
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 3,534 38,000 X 38,000
CONAGRA INC COM 205887102 2,338 122,637 X 122,637
CONEXANT SYSTEMS INC COM 207142100 2,631 54,100 X 54,100
CONOCO INC CL B 208251405 3,821 155,556 X 155,556
CONSECO INC COM 208464107 789 80,918 X 80,918
CONSOLIDATED EDISON INC COM 209115104 1,564 52,809 X 52,809
CONSOLIDATED STORES CORP COM 210149100 331 27,602 X 27,602
CONSTELLATION ENERGY CORP COM 210371100 1,212 37,236 X 37,236
CONVERGYS CORP COM 212485106 1,982 38,200 X 38,200
COOPER INDS INC COM 216669101 755 23,199 X 23,199
COOPER TIRE & RUBR CO COM 216831107 201 18,079 X 18,079
COORS ADOLPH CO CL B 217016104 553 9,136 X 9,136
CORNING INC COM 219350105 18,544 68,713 X 68,713
COSTCO WHSL CORP NEW COM 22160K105 3,673 111,298 X 111,298
COUNTRYWIDE CR INDS INC DEL COM 222372104 855 28,205 X 28,205
CRANE CO COM 224399105 367 15,086 X 15,086
CROWN CORK & SEAL INC COM 228255105 479 31,917 X 31,917
CUMMINS ENGINE INC COM 231021106 282 10,341 X 10,341
DTE ENERGY CO COM 233331107 1,086 35,537 X 35,537
DANA CORP COM 235811106 803 37,888 X 37,888
DANAHER CORP DEL COM 235851102 1,746 35,318 X 35,318
DARDEN RESTAURANTS INC COM 237194105 501 30,834 X 30,834
DEERE & CO COM 244199105 2,155 58,230 X 58,230
DELL COMPUTER CORP COM 247025109 31,630 641,414 X 641,414
DELPHI AUTOMOTIVE SYS CORP COM 247126105 2,042 140,231 X 140,231
DELTA AIR LINES INC DEL COM 247361108 1,544 30,538 X 30,538
DELUXE CORP COM 248019101 424 17,976 X 17,976
DILLARDS INC CL A 254067101 287 23,404 X 23,404
DISNEY WALT CO COM DISNEY 254687106 20,084 517,460 X 517,460
DOLLAR GEN CORP COM 256669102 1,599 81,991 X 81,991
DOMINION RES INC VA NEW COM 25746U109 2,542 59,295 X 59,295
DONNELLEY R R & SONS CO COM 257867101 684 30,337 X 30,337
DOVER CORP COM 260003108 2,049 50,505 X 50,505
DOW CHEM CO COM 260543103 5,084 168,415 X 168,415
DOW JONES & CO INC COM 260561105 1,618 22,086 X 22,086
DU PONT E I DE NEMOURS & CO COM 263534109 11,409 260,771 X 260,771
DUKE ENERGY CORP COM 264399106 5,156 91,464 X 91,464
DUN & BRADSTREET CORP DEL COM 26483B106 1,152 40,250 X 40,250
E M C CORP MASS COM 268648102 41,587 540,528 X 540,528
EASTERN ENTERPRISES COM 27637F100 430 6,821 X 6,821
EASTMAN CHEM CO COM 277432100 911 19,073 X 19,073
EASTMAN KODAK CO COM 277461109 4,593 77,193 X 77,193
EATON CORP COM 278058102 1,210 18,066 X 18,066
ECOLAB INC COM 278865100 1,258 32,214 X 32,214
EDISON INTL COM 281020107 1,698 82,825 X 82,825
EL PASO ENERGY CORP DEL COM 283905107 2,934 57,596 X 57,596
ELECTRONIC DATA SYS NEW COM 285661104 4,787 116,051 X 116,051
EMERSON ELEC CO COM 291011104 6,418 106,301 X 106,301
ENGELHARD CORP COM 292845104 542 31,779 X 31,779
ENRON CORP COM 293561106 11,765 182,402 X 182,402
ENTERGY CORP NEW COM 29364G103 1,559 57,325 X 57,325
EQUIFAX INC COM 294429105 920 35,031 X 35,031
EXXON MOBIL CORP COM 30231G102 68,068 867,113 X 867,113
F M C CORP COM NEW 302491303 437 7,531 X 7,531
FPL GROUP INC COM 302571104 2,196 44,366 X 44,366
FEDERAL HOME LN MTG CORP COM 313400301 7,012 173,132 X 173,132
FEDERAL NATL MTG ASSN COM 313586109 13,091 250,843 X 250,843
FEDERATED DEPT STORES INC DEL COM 31410H101 1,802 53,389 X 53,389
FEDEX CORP COM 31428X106 2,744 72,198 X 72,198
FIFTH THIRD BANCORP COM 316773100 4,876 77,091 X 77,091
FIRST DATA CORP COM 319963104 5,097 102,702 X 102,702
FIRST UN CORP COM 337358105 6,060 244,228 X 244,228
FIRSTAR CORP NEW WIS COM 33763V109 5,089 241,629 X 241,629
FIRSTENERGY CORP COM 337932107 1,347 57,610 X 57,610
FLEETBOSTON FINL CORP COM 339030108 7,629 224,397 X 224,397
FLORIDA PROGRESS CORP COM 341109106 1,153 24,600 X 24,600
FLUOR CORP COM 343861100 600 18,973 X 18,973
FORD MTR CO DEL COM 345370100 12,909 300,205 X 300,205
FORT JAMES CORP COM 347471104 1,184 51,207 X 51,207
FORTUNE BRANDS INC COM 349631101 908 39,355 X 39,355
FRANKLIN RES INC COM 354613101 1,841 60,625 X 60,625
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 368 39,768 X 39,768
GPU INC COM 36225X100 820 30,312 X 30,312
GTE CORP COM 362320103 14,932 239,873 X 239,873
GANNETT INC COM 364730101 3,969 66,357 X 66,357
GAP INC DEL COM 364760108 6,621 211,880 X 211,880
GATEWAY INC COM 367626108 4,550 80,176 X 80,176
GENERAL DYNAMICS CORP COM 369550108 2,613 50,012 X 50,012
GENERAL ELEC CO COM 369604103 130,598 2,464,119 X 2,464,119
GENERAL MLS INC COM 370334104 2,776 72,582 X 72,582
GENERAL MTRS CORP COM 370442105 7,734 133,197 X 133,197
GENUINE PARTS CO COM 372460105 882 44,112 X 44,112
GEORGIA PAC CORP COM GA PAC GRP 373298108 1,115 42,466 X 42,466
GILLETTE CO COM 375766102 9,088 260,114 X 260,114
GOLDEN WEST FINL CORP DEL COM 381317106 1,607 39,374 X 39,374
GOODRICH B F CO COM 382388106 912 26,768 X 26,768
GOODYEAR TIRE & RUBR CO COM 382550101 779 38,944 X 38,944
GRACE W R & CO DEL NEW COM 38388F108 202 16,678 X 16,678
GRAINGER W W INC COM 384802104 721 23,387 X 23,387
GREAT LAKES CHEM CORP COM 390568103 427 13,554 X 13,554
GUIDANT CORP COM 401698105 3,776 76,278 X 76,278
HCA-HEALTHCARE CO COM 404119109 4,220 138,934 X 138,934
HALLIBURTON CO COM 406216101 5,219 110,602 X 110,602
HARCOURT GEN INC COM 41163G101 971 17,866 X 17,866
HARLEY DAVIDSON INC COM 412822108 2,914 75,700 X 75,700
HARRAHS ENTMT INC COM 413619107 636 30,389 X 30,389
HARTFORD FINL SVCS GROUP INC COM 416515104 2,999 53,614 X 53,614
HASBRO INC COM 418056107 645 42,799 X 42,799
HEALTHSOUTH CORP COM 421924101 689 95,876 X 95,876
HEINZ H J CO COM 423074103 3,836 87,688 X 87,688
HERCULES INC COM 427056106 376 26,705 X 26,705
HERSHEY FOODS CORP COM 427866108 1,660 34,229 X 34,229
HEWLETT PACKARD CO COM 428236103 31,099 249,042 X 249,042
HILTON HOTELS CORP COM 432848109 862 91,928 X 91,928
HOME DEPOT INC COM 437076102 28,778 576,283 X 576,283
HOMESTAKE MNG CO COM 437614100 446 64,899 X 64,899
HONEYWELL INTL INC COM 438516106 6,698 198,831 X 198,831
HOUSEHOLD INTL INC COM 441815107 4,900 117,888 X 117,888
HUMANA INC COM 444859102 202 41,445 X 41,445
HUNTINGTON BANCSHARES INC COM 446150104 874 55,246 X 55,246
IMS HEALTH INC COM 449934108 1,330 73,896 X 73,896
ITT INDS INC IND COM 450911102 665 21,899 X 21,899
ILLINOIS TOOL WKS INC COM 452308109 4,282 75,124 X 75,124
INCO LTD COM 453258402 697 45,344 X 45,344
INGERSOLL-RAND CO COM 456866102 1,622 40,307 X 40,307
INTEL CORP COM 458140100 111,512 834,128 X 834,128
INTERNATIONAL BUSINESS MACHS COM 459200101 48,382 441,594 X 441,594
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 776 25,695 X 25,695
INTL PAPER CO COM 460146103 3,597 120,645 X 120,645
INTERPUBLIC GROUP COS INC COM 460690100 3,231 75,146 X 75,146
JEFFERSON PILOT CORP COM 475070108 1,452 25,724 X 25,724
JOHNSON & JOHNSON COM 478160104 35,292 346,422 X 346,422
JOHNSON CTLS INC COM 478366107 1,092 21,281 X 21,281
KLA-TENCOR CORP COM 482480100 2,715 46,356 X 46,356
K MART CORP COM 482584109 815 119,635 X 119,635
KANSAS CITY SOUTHN INDS INC COM 485170104 2,457 27,700 X 27,700
KAUFMAN & BROAD HOME CORP COM 486168107 237 11,942 X 11,942
KELLOGG CO COM 487836108 3,004 100,965 X 100,965
KERR MCGEE CORP COM 492386107 1,379 23,405 X 23,405
KEYCORP NEW COM 493267108 1,907 108,199 X 108,199
KIMBERLY CLARK CORP COM 494368103 7,937 138,330 X 138,330
KNIGHT RIDDER INC COM 499040103 1,031 19,375 X 19,375
KOHLS CORP COM 500255104 4,516 81,184 X 81,184
KROGER CO COM 501044101 4,588 207,958 X 207,958
LSI LOGIC CORP COM 502161102 4,138 76,448 X 76,448
LEGGETT & PLATT INC COM 524660107 807 48,900 X 48,900
LEHMAN BROS HLDGS INC COM 524908100 2,847 30,104 X 30,104
LEXMARK INTL GROUP INC CL A 529771107 2,172 32,300 X 32,300
LILLY ELI & CO COM 532457108 28,095 281,299 X 281,299
LIMITED INC COM 532716107 2,315 107,032 X 107,032
LINCOLN NATL CORP IND COM 534187109 1,723 47,684 X 47,684
LINEAR TECHNOLOGY CORP COM 535678106 4,955 77,500 X 77,500
LIZ CLAIBORNE INC COM 539320101 482 13,665 X 13,665
LOCKHEED MARTIN CORP COM 539830109 2,473 99,670 X 99,670
LOEWS CORP COM 540424108 1,476 24,608 X 24,608
LONGS DRUG STORES CORP COM 543162101 210 9,640 X 9,640
LOUISIANA PAC CORP COM 546347105 282 25,906 X 25,906
LOWES COS INC COM 548661107 3,910 95,218 X 95,218
LUCENT TECHNOLOGIES INC COM 549463107 48,059 811,124 X 811,124
MBIA INC COM 55262C100 1,180 24,489 X 24,489
MBNA CORP COM 55262L100 5,415 199,644 X 199,644
MGIC INVT CORP WIS COM 552848103 1,201 26,402 X 26,402
MALLINCKRODT INC NEW COM 561232109 724 16,665 X 16,665
MANOR CARE INC NEW COM 564055101 178 25,400 X 25,400
MARSH & MCLENNAN COS INC COM 571748102 7,016 67,179 X 67,179
MARRIOTT INTL INC NEW CL A 571903202 2,154 59,724 X 59,724
MASCO CORP COM 574599106 2,018 111,714 X 111,714
MATTEL INC COM 577081102 1,399 106,052 X 106,052
MAXIM INTEGRATED PRODS INC COM 57772K101 4,790 70,500 X 70,500
MAY DEPT STORES CO COM 577778103 1,989 82,866 X 82,866
MAYTAG CORP COM 578592107 719 19,485 X 19,485
MCDERMOTT INTL INC COM 580037109 131 14,857 X 14,857
MCDONALDS CORP COM 580135101 10,964 332,858 X 332,858
MCGRAW HILL COS INC COM 580645109 2,618 48,476 X 48,476
MCKESSON HBOC INC COM 58155Q103 1,472 70,287 X 70,287
MEAD CORP COM 582834107 644 25,497 X 25,497
MEDIAONE GROUP INC COM 58440J104 10,123 152,652 X 152,652
MEDIMMUNE INC COM 584699102 3,848 52,000 X 52,000
MEDTRONIC INC COM 585055106 14,848 298,074 X 298,074
MELLON FINL CORP COM 58551A108 4,455 122,272 X 122,272
MERCK & CO INC COM 589331107 43,881 572,666 X 572,666
MERCURY INTERACTIVE CORP COM 589405109 1,916 19,800 X 19,800
MEREDITH CORP COM 589433101 427 12,645 X 12,645
MERRILL LYNCH & CO INC COM 590188108 11,111 96,619 X 96,619
MICROSOFT CORP COM 594918104 104,859 1,310,732 X 1,310,732
MICRON TECHNOLOGY INC COM 595112103 12,170 138,194 X 138,194
MILLIPORE CORP COM 601073109 862 11,441 X 11,441
MINNESOTA MNG & MFG CO COM 604059105 8,132 98,566 X 98,566
MOLEX INC COM 608554101 2,353 48,900 X 48,900
MORGAN J P & CO INC COM 616880100 4,456 40,460 X 40,460
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 23,473 281,964 X 281,964
MOTOROLA INC COM 620076109 15,579 536,041 X 536,041
NCR CORP NEW COM 62886E108 923 23,700 X 23,700
NABISCO GROUP HLDG CORP COM 62952P102 2,111 81,398 X 81,398
NATIONAL CITY CORP COM 635405103 2,576 150,994 X 150,994
NATIONAL SEMICONDUCTOR CORP COM 637640103 2,494 43,952 X 43,952
NATIONAL SVC INDS INC COM 637657107 201 10,043 X 10,043
NAVISTAR INTL CORP NEW COM 63934E108 477 15,362 X 15,362
NETWORK APPLIANCE INC COM 64120L104 6,110 75,900 X 75,900
NEW CENTURY ENERGIES INC COM 64352U103 870 29,000 X 29,000
NEW YORK TIMES CO CL A 650111107 1,670 42,271 X 42,271
NEWELL RUBBERMAID INC COM 651229106 1,709 66,384 X 66,384
NEWMONT MINING CORP COM 651639106 903 41,755 X 41,755
NEXTEL COMMUNICATIONS INC CL A 65332V103 11,559 188,904 X 188,904
NIAGARA MOHAWK HLDGS INC COM 653520106 597 42,864 X 42,864
NICOR INC COM 654086107 377 11,543 X 11,543
NIKE INC CL B 654106103 2,710 68,061 X 68,061
NORDSTROM INC COM 655664100 809 33,540 X 33,540
NORFOLK SOUTHERN CORP COM 655844108 1,420 95,439 X 95,439
NORTEL NETWORKS CORP NEW COM 656568102 50,360 737,872 X 737,872
NORTHN STS PWR CO MINN COM 665772109 788 39,032 X 39,032
NORTHERN TR CORP COM 665859104 3,598 55,300 X 55,300
NORTHROP GRUMMAN CORP COM 666807102 1,157 17,462 X 17,462
NOVELL INC COM 670006105 758 81,911 X 81,911
NOVELLUS SYS INC COM 670008101 1,844 32,600 X 32,600
NUCOR CORP COM 670346105 703 21,179 X 21,179
OCCIDENTAL PETE CORP DEL COM 674599105 1,936 91,925 X 91,925
OFFICE DEPOT INC COM 676220106 493 78,800 X 78,800
OLD KENT FINL CORP COM 679833103 916 34,230 X 34,230
OMNICOM GROUP INC COM 681919106 3,941 44,253 X 44,253
ORACLE CORP COM 68389X105 59,423 706,886 X 706,886
OWENS CORNING COM 69073F103 127 13,747 X 13,747
OWENS ILL INC COM NEW 690768403 425 36,344 X 36,344
PECO ENERGY CO COM 693304107 1,705 42,305 X 42,305
PG&E CORP COM 69331C108 2,365 96,046 X 96,046
PE CORP COM PE BIO GRP 69332S102 3,417 51,872 X 51,872
PNC FINL SVCS GROUP INC COM 693475105 3,388 72,271 X 72,271
PPG INDS INC COM 693506107 1,921 43,358 X 43,358
PPL CORP COM 69351T106 786 35,845 X 35,845
PACCAR INC COM 693718108 757 19,068 X 19,068
PACTIV CORP COM 695257105 330 41,859 X 41,859
PAINE WEBBER GROUP INC COM 695629105 1,652 36,300 X 36,300
PALL CORP COM 696429307 568 30,710 X 30,710
PARAMETRIC TECHNOLOGY CORP COM 699173100 757 68,837 X 68,837
PARKER HANNIFIN CORP COM 701094104 955 27,873 X 27,873
PAYCHEX INC COM 704326107 3,883 92,455 X 92,455
PENNEY J C INC COM 708160106 1,197 64,927 X 64,927
PEOPLES ENERGY CORP COM 711030106 283 8,731 X 8,731
PEOPLESOFT INC COM 712713106 1,153 68,806 X 68,806
PEPSICO INC COM 713448108 15,950 358,933 X 358,933
PERKINELMER INC COM 714046109 809 12,241 X 12,241
PFIZER INC COM 717081103 75,248 1,567,672 X 1,567,672
PHARMACIA CORP COM 71713U102 16,341 316,148 X 316,148
PHELPS DODGE CORP COM 717265102 729 19,606 X 19,606
PHILIP MORRIS COS INC COM 718154107 15,128 569,516 X 569,516
PHILLIPS PETE CO COM 718507106 3,205 63,240 X 63,240
PINNACLE WEST CAP CORP COM 723484101 715 21,100 X 21,100
PITNEY BOWES INC COM 724479100 2,566 64,149 X 64,149
PLACER DOME INC COM 725906101 780 81,518 X 81,518
POLAROID CORP COM 731095105 199 11,040 X 11,040
POTLATCH CORP COM 737628107 236 7,125 X 7,125
PRAXAIR INC COM 74005P104 1,469 39,248 X 39,248
PRICE T ROWE & ASSOCIATES COM 741477103 1,279 30,100 X 30,100
PROCTER & GAMBLE CO COM 742718109 18,652 325,805 X 325,805
PROGRESSIVE CORP OHIO COM 743315103 1,344 18,167 X 18,167
PROVIDIAN FINL CORP COM 74406A102 3,198 35,531 X 35,531
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,867 53,917 X 53,917
PULTE CORP COM 745867101 221 10,239 X 10,239
QUAKER OATS CO COM 747402105 2,451 32,624 X 32,624
QUALCOMM INC COM 747525103 11,070 184,500 X 184,500
QUINTILES TRANSNATIONAL CORP COM 748767100 405 28,700 X 28,700
RADIOSHACK CORP COM 750438103 2,198 46,386 X 46,386
RALSTON PURINA CO COM RAL-PUR GP 751277302 1,525 76,488 X 76,488
RAYTHEON CO CL B 755111408 1,629 84,605 X 84,605
REEBOK INTL LTD COM 758110100 224 14,052 X 14,052
REGIONS FINL CORP COM 758940100 1,093 54,991 X 54,991
RELIANT ENERGY INC COM 75952J108 2,176 73,602 X 73,602
RITE AID CORP COM 767754104 423 64,431 X 64,431
ROCKWELL INTL CORP NEW COM 773903109 1,474 46,778 X 46,778
ROHM & HAAS CO COM 775371107 1,870 54,202 X 54,202
ROWAN COS INC COM 779382100 710 23,382 X 23,382
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 32,883 534,144 X 534,144
RYDER SYS INC COM 783549108 280 14,767 X 14,767
SBC COMMUNICATIONS INC COM 78387G103 36,646 847,296 X 847,296
SLM HLDG CORP COM 78442A109 1,458 38,951 X 38,951
SABRE HLDGS CORP CL A 785905100 917 32,179 X 32,179
SAFECO CORP COM 786429100 631 31,725 X 31,725
SAFEWAY INC COM NEW 786514208 5,564 123,643 X 123,643
ST JUDE MED INC COM 790849103 960 20,927 X 20,927
ST PAUL COS INC COM 792860108 1,802 52,801 X 52,801
SANMINA CORP COM 800907107 3,164 37,000 X 37,000
SAPIENT CORP COM 803062108 1,561 14,600 X 14,600
SARA LEE CORP COM 803111103 4,184 216,635 X 216,635
SCHERING PLOUGH CORP COM 806605101 18,414 364,635 X 364,635
SCHLUMBERGER LTD COM 806857108 10,581 141,790 X 141,790
SCHWAB CHARLES CORP NEW COM 808513105 11,404 339,156 X 339,156
SCIENTIFIC ATLANTA INC COM 808655104 2,960 39,736 X 39,736
SEAGATE TECHNOLOGY COM 811804103 3,114 56,624 X 56,624
SEAGRAM LTD COM 811850106 6,302 108,658 X 108,658
SEALED AIR CORP NEW COM 81211K100 1,094 20,891 X 20,891
SEARS ROEBUCK & CO COM 812387108 2,863 87,752 X 87,752
SEMPRA ENERGY COM 816851109 865 50,898 X 50,898
SHARED MED SYS CORP COM 819486101 490 6,723 X 6,723
SHERWIN WILLIAMS CO COM 824348106 863 40,753 X 40,753
SIEBEL SYS INC COM 826170102 8,129 49,700 X 49,700
SIGMA ALDRICH CORP COM 826552101 620 21,188 X 21,188
SNAP ON INC COM 833034101 389 14,603 X 14,603
SOLECTRON CORP COM 834182107 6,220 148,528 X 148,528
SOUTHERN CO COM 842587107 3,768 161,636 X 161,636
SOUTHTRUST CORP COM 844730101 948 41,900 X 41,900
SOUTHWEST AIRLS CO COM 844741108 2,338 123,478 X 123,478
SPRINT CORP COM FON GROUP 852061100 11,133 218,288 X 218,288
SPRINT CORP PCS COM SER 1 852061506 13,564 227,964 X 227,964
STANLEY WKS COM 854616109 520 21,884 X 21,884
STAPLES INC COM 855030102 1,855 120,667 X 120,667
STARBUCKS CORP COM 855244109 1,745 45,700 X 45,700
STATE STR CORP COM 857477103 4,247 40,044 X 40,044
SUMMIT BANCORP COM 866005101 1,080 43,856 X 43,856
SUN MICROSYSTEMS INC COM 866810104 35,938 395,192 X 395,192
SUNOCO INC COM 86764P109 650 22,090 X 22,090
SUNTRUST BKS INC COM 867914103 3,440 75,292 X 75,292
SUPERVALU INC COM 868536103 624 32,722 X 32,722
SYNOVUS FINL CORP COM 87161C105 1,238 70,233 X 70,233
SYSCO CORP COM 871829107 3,497 83,009 X 83,009
TJX COS INC NEW COM 872540109 1,401 74,695 X 74,695
TRW INC COM 872649108 1,332 30,711 X 30,711
TXU CORP COM 873168108 1,936 65,621 X 65,621
TARGET CORP COM 87612E106 6,583 113,502 X 113,502
TEKTRONIX INC COM 879131100 895 12,094 X 12,094
TELLABS INC COM 879664100 6,978 101,956 X 101,956
TEMPLE INLAND INC COM 879868107 544 12,953 X 12,953
TENET HEALTHCARE CORP COM 88033G100 2,105 77,976 X 77,976
TERADYNE INC COM 880770102 3,175 43,200 X 43,200
TEXACO INC COM 881694103 7,321 137,489 X 137,489
TEXAS INSTRS INC COM 882508104 27,999 407,624 X 407,624
TEXTRON INC COM 883203101 1,952 35,946 X 35,946
THERMO ELECTRON CORP COM 883556102 816 38,743 X 38,743
THOMAS & BETTS CORP COM 884315102 274 14,352 X 14,352
3COM CORP COM 885535104 5,032 87,332 X 87,332
TIFFANY & CO NEW COM 886547108 1,222 18,100 X 18,100
TIME WARNER INC COM 887315109 24,906 327,714 X 327,714
TIMKEN CO COM 887389104 282 15,167 X 15,167
TORCHMARK CORP COM 891027104 788 31,927 X 31,927
TOSCO CORP COM NEW 891490302 1,019 36,000 X 36,000
TOYS R US INC COM 892335100 786 53,948 X 53,948
TRICON GLOBAL RESTAURANTS COM 895953107 1,037 36,715 X 36,715
TRIBUNE CO NEW COM 896047107 3,099 88,544 X 88,544
TUPPERWARE CORP COM 899896104 314 14,254 X 14,254
TYCO INTL LTD NEW COM 902124106 19,918 420,426 X 420,426
USX MARATHON GROUP COM NEW 902905827 1,944 77,573 X 77,573
UST INC COM 902911106 593 40,364 X 40,364
US BANCORP DEL COM 902973106 3,606 187,320 X 187,320
USX-U S STL COM 90337T101 408 21,988 X 21,988
UNILEVER N V N Y SHS NEW 904784709 6,122 142,380 X 142,380
UNICOM CORP COM 904911104 1,714 44,296 X 44,296
UNION CARBIDE CORP COM 905581104 1,659 33,522 X 33,522
UNION PAC CORP COM 907818108 2,296 61,729 X 61,729
UNION PAC RES GROUP INC COM 907834105 1,381 62,773 X 62,773
UNION PLANTERS CORP COM 908068109 939 33,614 X 33,614
UNISYS CORP COM 909214108 1,132 77,733 X 77,733
US AIRWAYS GROUP INC COM 911905107 647 16,582 X 16,582
U S WEST INC NEW COM 91273H101 10,847 126,492 X 126,492
UNITED TECHNOLOGIES CORP COM 913017109 6,901 117,212 X 117,212
UNITEDHEALTH GROUP INC COM 91324P102 3,471 40,474 X 40,474
UNOCAL CORP COM 915289102 2,005 60,521 X 60,521
UNUMPROVIDENT CORP COM 91529Y106 1,204 59,988 X 59,988
V F CORP COM 918204108 679 28,514 X 28,514
VERITAS SOFTWARE CO COM 923436109 11,008 97,400 X 97,400
VIACOM INC CL B 925524308 25,901 379,850 X 379,850
VISTEON CORP COM 92839U107 393 32,407 X 32,407
VULCAN MATLS CO COM 929160109 1,071 25,100 X 25,100
WACHOVIA CORP COM 929771103 2,739 50,485 X 50,485
WAL MART STORES INC COM 931142103 63,974 1,110,180 X 1,110,180
WALGREEN CO COM 931422109 8,079 250,996 X 250,996
WASHINGTON MUT INC COM 939322103 3,938 136,395 X 136,395
WASTE MGMT INC DEL COM 94106L109 2,939 154,679 X 154,679
WATSON PHARMACEUTICALS INC COM 942683103 1,290 24,000 X 24,000
WELLPOINT HEALTH NETWORK NEW COM 94973H108 1,123 15,500 X 15,500
WELLS FARGO & CO NEW COM 949746101 15,550 401,301 X 401,301
WENDYS INTL INC COM 950590109 504 28,318 X 28,318
WESTVACO CORP COM 961548104 621 25,040 X 25,040
WEYERHAEUSER CO COM 962166104 2,493 57,984 X 57,984
WHIRLPOOL CORP COM 963320106 847 18,169 X 18,169
WILLAMETTE INDS INC COM 969133107 752 27,597 X 27,597
WILLIAMS COS INC DEL COM 969457100 4,585 109,979 X 109,979
WINN DIXIE STORES INC COM 974280109 516 36,031 X 36,031
WORLDCOM INC GA NEW COM 98157D106 32,716 713,161 X 713,161
WORTHINGTON INDS INC COM 981811102 223 21,199 X 21,199
WRIGLEY WM JR CO COM 982526105 2,286 28,503 X 28,503
XILINX INC COM 983919101 6,605 80,000 X 80,000
XEROX CORP COM 984121103 3,442 165,898 X 165,898
YAHOO INC COM 984332106 16,760 135,300 X 135,300
YOUNG & RUBICAM INC COM 987425105 1,029 18,000 X 18,000
GRAND TOTAL 3,121,331
GLOBAL CROSSING LTD COM G3921A100 2,355 89,507 X 89,507
TRANSOCEAN SEDCO FOREX INC ORD G90078109 1,138 21,289 X 21,289
AD C TELECOMMUNICATIONS COM 000886101 3,756 44,787 X 44,787
AFLAC INC COM 001055102 1,543 33,600 X 33,600
AES CORP COM 00130H105 1,976 43,300 X 43,300
AMB PROPERTY CORP COM 00163T109 365 16,000 X 16,000
AMFM INC COM 001693100 1,311 18,926 X 18,926
AMR CORP COM 001765106 460 17,400 X 17,400
AT&T CORP COM 001957109 10,209 323,343 X 323,343
AT&T CORP COM LIB GRP A 001957208 4,095 168,848 X 168,848
AT&T CORP COM WIRLES GRP 001957406 505 18,100 X 18,100
AXA FINL INC COM 002451102 782 23,000 X 23,000
ABBOTT LABS COM 002824100 6,836 153,400 X 153,400
ABGENIX INC COM 00339B107 240 2,000 X 2,000
ADAPTEC INC COM 00651F108 232 10,200 X 10,200
ADELPHIA COMMUNICATIONS CORP CL A 006848105 233 4,968 X 4,968
ADOBE SYS INC COM 00724F101 1,599 12,300 X 12,300
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 240 5,300 X 5,300
ADVANCED MICRO DEVICES INC COM 007903107 1,197 15,500 X 15,500
AETNA INC COM 008117103 902 14,049 X 14,049
AFFYMETRIX INC COM 00826T108 272 1,645 X 1,645
AGILENT TECHNOLOGIES INC COM 00846U101 3,378 45,788 X 45,788
AIR PRODS & CHEMS INC COM 009158106 744 24,572 X 24,572
AKAMAI TECHNOLOGIES INC COM 00971T101 227 1,916 X 1,916
ALBERTO CULVER CO CL B CONV 013068101 205 6,700 X 6,700
ALBERTSONS INC COM 013104104 1,441 43,349 X 43,349
ALCAN ALUMINIUM LTD NEW COM 013716105 687 22,150 X 22,150
ALCOA INC COM 013817101 2,539 88,160 X 88,160
ALLEGHENY ENERGY INC COM 017361106 244 8,900 X 8,900
ALLEGIANCE TELECOM INC COM 01747T102 490 7,650 X 7,650
ALLERGAN INC COM 018490102 1,021 13,700 X 13,700
ALLIANT CORP COM 018802108 204 7,844 X 7,844
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 182 18,200 X 18,200
ALLMERICA FINL CORP COM 019754100 283 5,400 X 5,400
ALLSTATE CORP COM 020002101 1,765 79,652 X 79,652
ALLTEL CORP COM 020039103 2,007 32,400 X 32,400
ALTERA CORP COM 021441100 2,161 21,200 X 21,200
ALZA CORP DEL COM 022615108 568 9,600 X 9,600
AMAZON COM INC COM 023135106 461 12,700 X 12,700
AMBAC FINL GROUP INC COM 023139108 280 5,100 X 5,100
AMERADA HESS CORP COM 023551104 550 8,900 X 8,900
AMEREN CORP COM 023608102 449 13,300 X 13,300
AMERICA ONLINE INC DEL COM 02364J104 12,815 242,500 X 242,500
AMERICAN ELEC PWR INC COM 025537101 933 31,500 X 31,500
AMERICAN EXPRESS CO COM 025816109 7,579 145,400 X 145,400
AMERICAN GENERAL CORP COM 026351106 1,587 26,015 X 26,015
AMERICAN HOME PRODS CORP COM 026609107 7,602 129,760 X 129,760
AMERICAN INTL GROUP INC COM 026874107 19,730 167,724 X 167,724
AMERICAN PWR CONVERSION CORP COM 029066107 865 21,200 X 21,200
AMERICAN STD COS INC DEL COM 029712106 221 5,400 X 5,400
AMERICAN TOWER CORP CL A 029912201 346 8,300 X 8,300
AMGEN INC COM 031162100 7,325 103,900 X 103,900
AMKOR TECHNOLOGY INC COM 031652100 283 8,000 X 8,000
AMSOUTH BANCORPORATION COM 032165102 602 38,211 X 38,211
ANADARKO PETE CORP COM 032511107 710 14,400 X 14,400
ANALOG DEVICES INC COM 032654105 2,979 39,200 X 39,200
ANDREW CORP COM 034425108 274 8,150 X 8,150
ANHEUSER BUSCH COS INC COM 035229103 3,159 42,300 X 42,300
AON CORP COM 037389103 791 25,450 X 25,450
APACHE CORP COM 037411105 735 12,500 X 12,500
APPLE COMPUTER INC COM 037833100 1,796 34,300 X 34,300
APPLIED MICRO CIRCUITS CORP COM 03822W109 701 7,100 X 7,100
APPLIED MATLS INC COM 038222105 7,313 80,700 X 80,700
ARCHER DANIELS MIDLAND CO COM 039483102 573 58,389 X 58,389
ARIBA INC COM 04033V104 931 9,500 X 9,500
ARROW ELECTRS INC COM 042735100 307 9,900 X 9,900
ART TECHNOLOGY GROUP INC COM 04289L107 273 2,700 X 2,700
ASHLAND INC COM 044204105 231 6,600 X 6,600
ASPECT COMMUNICATIONS CORP COM 04523Q102 236 6,000 X 6,000
AT HOME CORP COM SER A 045919107 359 17,324 X 17,324
ASSOCIATES FIRST CAP CORP CL A 046008108 1,661 74,456 X 74,456
ATMEL CORP COM 049513104 487 13,200 X 13,200
AUTOMATIC DATA PROCESSING INC COM 053015103 3,542 66,706 X 66,706
AUTONATION INC COM 05329W102 177 25,100 X 25,100
AUTOZONE INC COM 053332102 299 13,600 X 13,600
AVALONBAY CMNTYS INC COM 053484101 220 5,265 X 5,265
AVERY DENNISON CORP COM 053611109 758 11,300 X 11,300
AVNET INC COM 053807103 215 3,633 X 3,633
AVON PRODS INC COM 054303102 1,104 24,800 X 24,800
BB&T CORP COM 054937107 864 36,201 X 36,201
BJS WHOLESALE CLUB INC COM 05548J106 234 7,100 X 7,100
BJ SVCS CO COM 055482103 313 5,000 X 5,000
BMC SOFTWARE INC COM 055921100 905 24,800 X 24,800
BAKER HUGHES INC COM 057224107 1,111 34,720 X 34,720
BANK OF AMERICA CORPORATION COM 060505104 7,716 179,900 X 179,900
BANK NEW YORK INC COM 064057102 3,529 75,900 X 75,900
BANK ONE CORP COM 06423A103 3,091 116,625 X 116,625
BANKATLANTIC BANCORP CL B 065908105 61 10,300 X 10,300
BANKNORTH GROUP INC NEW COM 06646R107 157 10,254 X 10,254
BARD C R INC COM 067383109 241 5,000 X 5,000
BARRICK GOLD CORP COM 067901108 804 44,200 X 44,200
BAUSCH & LOMB INC COM 071707103 426 5,500 X 5,500
BAXTER INTL INC COM 071813109 2,067 29,400 X 29,400
BEA SYS INC COM 073325102 1,211 24,500 X 24,500
BEAR STEARNS COS INC COM 073902108 575 13,825 X 13,825
BECTON DICKINSON & CO COM 075887109 697 24,300 X 24,300
BED BATH & BEYOND INC COM 075896100 486 13,400 X 13,400
BELL ATLANTIC CORP COM 077853109 7,942 156,748 X 156,748
BELLSOUTH CORP COM 079860102 8,652 203,570 X 203,570
BELO A H CORP DEL COM SER A 080555105 189 10,900 X 10,900
BEMIS INC COM 081437105 205 6,100 X 6,100
BERKSHIRE HATHAWAY INC DEL CL B 084670207 313 178 X 178
BEST BUY INC COM 086516101 1,347 21,300 X 21,300
BESTFOODS COM 08658U101 2,098 30,300 X 30,300
BETHLEHEM STL CORP COM 087509105 46 12,800 X 12,800
BIOGEN INC COM 090597105 929 14,400 X 14,400
BIOMET INC COM 090613100 465 12,100 X 12,100
BLACK & DECKER CORP COM 091797100 338 8,600 X 8,600
BLOCK DRUG INC CL A 093644102 364 8,612 X 8,612
BLOCK H & R INC COM 093671105 308 9,500 X 9,500
BOEING CO COM 097023105 3,671 88,060 X 88,060
BORDERS GROUP INC COM 099709107 191 12,300 X 12,300
BOSTON SCIENTIFIC CORP COM 101137107 983 44,800 X 44,800
BRINKER INTL INC COM 109641100 298 10,200 X 10,200
BRISTOL MYERS SQUIBB CO COM 110122108 11,714 201,500 X 201,500
BROADCOM CORP CL A 111320107 1,970 9,000 X 9,000
BROADVISION INC COM 111412102 696 13,700 X 13,700
BROADWING INC COM 111620100 433 16,685 X 16,685
BROCADE COMMUNICATIONS SYS INC COM 111621108 1,266 6,900 X 6,900
BROWN FORMAN CORP CL B 115637209 344 6,400 X 6,400
BURLINGTON NORTHN SANTA FE CP COM 12189T104 1,392 60,675 X 60,675
BURLINGTON RES INC COM 122014103 889 23,239 X 23,239
BURR BROWN CORP COM 122574106 247 2,850 X 2,850
CIGNA CORP COM 125509109 1,692 18,100 X 18,100
CMGI INC COM 125750109 747 16,300 X 16,300
CMS ENERGY CORP COM 125896100 241 10,900 X 10,900
CSG SYS INTL INC COM 126349109 308 5,500 X 5,500
CSX CORP COM 126408103 454 21,416 X 21,416
CVS CORP COM 126650100 1,620 40,500 X 40,500
CABLEVISION SYS CORP CL A 12686C109 618 9,100 X 9,100
CABLETRON SYS INC COM 126920107 467 18,500 X 18,500
CADENCE DESIGN SYSTEM INC COM 127387108 401 19,700 X 19,700
CALPINE CORP COM 131347106 539 8,200 X 8,200
CAMPBELL SOUP CO COM 134429109 1,249 42,900 X 42,900
CAPITAL ONE FINL CORP COM 14040H105 910 20,400 X 20,400
CARDINAL HEALTH INC COM 14149Y108 2,910 39,318 X 39,318
CAREMARK RX INC COM 141705103 99 14,500 X 14,500
CARNIVAL CORP COM 143658102 1,194 61,702 X 61,702
CATERPILLAR INC DEL COM 149123101 1,196 35,300 X 35,300
CELGENE CORP COM 151020104 259 4,400 X 4,400
CENDANT CORP COM 151313103 1,016 72,542 X 72,542
CENTURYTEL INC COM 156700106 382 13,300 X 13,300
CERIDIAN CORP COM 15677T106 337 14,000 X 14,000
CHARTER ONE FINL INC COM 160903100 451 19,600 X 19,600
CHASE MANHATTAN CORP NEW COM 16161A108 6,099 131,975 X 131,975
CHEVRON CORPORATION COM 166751107 5,571 65,878 X 65,878
CHIRON CORP COM 170040109 413 8,700 X 8,700
CHRIS CRAFT INDS INC COM 170520100 511 7,731 X 7,731
CHUBB CORP COM 171232101 1,132 18,400 X 18,400
CIENA CORP COM 171779101 1,700 10,200 X 10,200
CINCINNATI FINL CORP COM 172062101 525 16,700 X 16,700
CINERGY CORP COM 172474108 403 15,862 X 15,862
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 720 21,700 X 21,700
CISCO SYS INC COM 17275R102 46,566 731,480 X 731,480
CINTAS CORP COM 172908105 420 11,450 X 11,450
CITIGROUP INC COM 172967101 21,509 357,834 X 357,834
CITIZENS COMMUNICATIONS CO COM 17453B101 331 19,165 X 19,165
CITRIX SYS INC COM 177376100 352 18,600 X 18,600
CLAYTON HOMES INC COM 184190106 104 12,975 X 12,975
CLEAR CHANNEL COMMUNICATIONS COM 184502102 2,633 35,100 X 35,100
CLOROX CO DEL COM 189054109 1,026 22,900 X 22,900
COASTAL CORP COM 190441105 1,321 21,700 X 21,700
COCA COLA CO COM 191216100 89,077 1,551,348 X 1,551,348
COCA COLA ENTERPRISES INC COM 191219104 94,499 5,793,071 X 5,793,071
COLE KENNETH PRODTNS INC CL A 193294105 294 7,350 X 7,350
COLGATE PALMOLIVE CO COM 194162103 3,443 57,500 X 57,500
COLUMBIA ENERGY GROUP COM 197648108 643 9,800 X 9,800
COMCAST CORP CL A SPL 200300200 3,837 94,750 X 94,750
COMERICA INC COM 200340107 756 16,850 X 16,850
COMMERCE ONE INC DEL COM 200693109 445 9,800 X 9,800
COMPAQ COMPUTER CORP COM 204493100 4,358 170,490 X 170,490
COMPUTER ASSOC INTL INC COM 204912109 3,213 62,898 X 62,898
COMPUTER SCIENCES CORP COM 205363104 1,165 15,600 X 15,600
COMPUWARE CORP COM 205638109 388 37,400 X 37,400
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 2,130 22,900 X 22,900
CONAGRA INC COM 205887102 942 49,400 X 49,400
CONCORD EFS INC COM 206197105 397 15,275 X 15,275
CONEXANT SYSTEMS INC COM 207142100 1,158 24,088 X 24,088
CONOCO INC CL B 208251405 1,512 61,544 X 61,544
CONSECO INC COM 208464107 330 33,879 X 33,879
CONSOLIDATED EDISON INC COM 209115104 613 20,700 X 20,700
CONSOLIDATED STORES CORP COM 210149100 125 10,400 X 10,400
CONSTELLATION ENERGY CORP COM 210371100 467 14,350 X 14,350
CONTINENTAL AIRLS INC CL B 210795308 202 4,300 X 4,300
CONVERGYS CORP COM 212485106 773 14,900 X 14,900
COOPER CAMERON CORP COM 216640102 317 4,800 X 4,800
COOPER INDS INC COM 216669101 345 10,819 X 10,819
COORS ADOLPH CO CL B 217016104 206 3,400 X 3,400
COPPER MTN NETWORKS INC COM 217510106 229 2,600 X 2,600
CORNING INC COM 219350105 7,449 27,600 X 27,600
COSTCO WHSL CORP NEW COM 22160K105 1,531 46,400 X 46,400
COUNTRYWIDE CR INDS INC DEL COM 222372104 343 11,300 X 11,300
COVAD COMMUNICATIONS GROUP INC COM 222814204 186 11,550 X 11,550
COX COMMUNICATIONS INC NEW CL A 224044107 681 14,954 X 14,954
CREE INC COM 225447101 254 1,900 X 1,900
CROWN CASTLE INTL CORP COM 228227104 241 6,600 X 6,600
CROWN CORK & SEAL INC COM 228255105 191 12,700 X 12,700
CYPRESS SEMICONDUCTOR CORP COM 232806109 397 9,400 X 9,400
DQE INC COM 23329J104 221 5,600 X 5,600
DPL INC COM 233293109 254 11,600 X 11,600
DST SYS INC DEL COM 233326107 274 3,602 X 3,602
DTE ENERGY CO COM 233331107 419 13,700 X 13,700
DANA CORP COM 235811106 325 15,362 X 15,362
DANAHER CORP DEL COM 235851102 905 18,300 X 18,300
DARDEN RESTAURANTS INC COM 237194105 188 11,600 X 11,600
DEERE & CO COM 244199105 944 25,500 X 25,500
DELL COMPUTER CORP COM 247025109 13,359 270,900 X 270,900
DELPHI AUTOMOTIVE SYS CORP COM 247126105 782 53,801 X 53,801
DELTA AIR LINES INC DEL COM 247361108 627 12,400 X 12,400
DEVON ENERGY CORP NEW COM 25179M103 287 5,112 X 5,112
DIAL CORP NEW COM 25247D101 173 16,700 X 16,700
DIAMOND OFFSHORE DRILLING INC COM 25271C102 218 6,200 X 6,200
DIGITAL MICROWAVE CORP COM 253859102 210 5,500 X 5,500
DISNEY WALT CO COM DISNEY 254687106 8,047 207,922 X 207,922
DOCUMENTUM INC COM 256159104 206 2,300 X 2,300
DOLLAR GEN CORP COM 256669102 662 33,950 X 33,950
DOLLAR TREE STORES INC COM 256747106 332 8,400 X 8,400
DOMINION RES INC VA NEW COM 25746U109 1,056 25,108 X 25,108
DONNELLEY R R & SONS CO COM 257867101 284 12,600 X 12,600
DOUBLECLICK INC COM 258609304 287 7,530 X 7,530
DOVER CORP COM 260003108 868 21,400 X 21,400
DOW CHEM CO COM 260543103 2,081 68,950 X 68,950
DOW JONES & CO INC COM 260561105 623 8,500 X 8,500
DU PONT E I DE NEMOURS & CO COM 263534109 4,673 107,111 X 107,111
DUKE ENERGY CORP COM 264399106 2,046 36,297 X 36,297
DUKE WEEKS REALTY CORP COM NEW 264411505 251 11,208 X 11,208
DUN & BRADSTREET CORP DEL COM 26483B106 447 15,600 X 15,600
DYNEGY INC NEW CL A 26816Q101 471 6,900 X 6,900
E M C CORP MASS COM 268648102 17,105 221,600 X 221,600
ENSCO INTL INC COM 26874Q100 405 11,300 X 11,300
E-TEK DYNAMICS INC COM 269240107 712 2,700 X 2,700
E TRADE GROUP INC COM 269246104 439 26,595 X 26,595
EASTGROUP PPTY INC COM 277276101 202 9,600 X 9,600
EASTMAN CHEM CO COM 277432100 355 7,425 X 7,425
EASTMAN KODAK CO COM 277461109 1,873 31,634 X 31,634
EATON CORP COM 278058102 496 7,400 X 7,400
EBAY INC COM 278642103 384 7,000 X 7,000
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 235 7,100 X 7,100
ECOLAB INC COM 278865100 602 15,400 X 15,400
EDISON INTL COM 281020107 884 43,100 X 43,100
EDWARDS AG INC COM 281760108 265 6,800 X 6,800
EL PASO ELEC CO COM NEW 283677854 194 17,300 X 17,300
EL PASO ENERGY CORP DEL COM 283905107 1,146 22,500 X 22,500
ELECTRONIC ARTS INC COM 285512109 365 5,000 X 5,000
ELECTRONIC DATA SYS NEW COM 285661104 1,947 47,200 X 47,200
EMERSON ELEC CO COM 291011104 2,578 42,700 X 42,700
EMULEX CORP COM NEW 292475209 204 3,100 X 3,100
ENERGY EAST CORP COM 29266M109 207 10,838 X 10,838
ENGELHARD CORP COM 292845104 224 13,150 X 13,150
ENRON CORP COM 293561106 5,361 82,900 X 82,900
ENTERGY CORP NEW COM 29364G103 674 24,800 X 24,800
ENTRUST TECHNOLOGIES INC COM 293848107 215 2,600 X 2,600
EPICOR SOFTWARE CORP COM 29426L108 36 14,300 X 14,300
EQUIFAX INC COM 294429105 370 14,100 X 14,100
EQUITY OFFICE PROPERTIES TRUST COM 294741103 565 20,487 X 20,487
EXAR CORP COM 300645108 745 8,550 X 8,550
EXODUS COMMUNICATIONS INC COM 302088109 1,262 27,400 X 27,400
EXPEDITORS INTL WASH INC COM 302130109 219 4,600 X 4,600
EXXON MOBIL CORP COM 30231G102 28,065 357,140 X 357,140
FPL GROUP INC COM 302571104 878 18,005 X 18,005
FAMILY DLR STORES INC COM 307000109 209 10,700 X 10,700
FEDERAL HOME LN MTG CORP COM 313400301 2,973 73,400 X 73,400
FEDERAL NATL MTG ASSN COM 313586109 5,927 113,867 X 113,867
FEDERATED DEPT STORES INC DEL COM 31410H101 788 23,350 X 23,350
FEDEX CORP COM 31428X106 1,129 29,700 X 29,700
FIFTH THIRD BANCORP COM 316773100 2,064 32,625 X 32,625
FIRST BANCORP P R COM 318672102 206 11,100 X 11,100
FIRST DATA CORP COM 319963104 2,059 41,500 X 41,500
FIRST SEC CORP DEL COM 336294103 155 11,400 X 11,400
FIRST UN CORP COM 337358105 2,496 100,846 X 100,846
FIRSTAR CORP NEW WIS COM 33763V109 2,089 99,190 X 99,190
FISERV INC COM 337738108 415 9,600 X 9,600
FIRSTENERGY CORP COM 337932107 769 32,900 X 32,900
FLEETBOSTON FINL CORP COM 339030108 3,156 92,835 X 92,835
FLORIDA PROGRESS CORP COM 341109106 436 9,300 X 9,300
FLUOR CORP COM 343861100 234 7,400 X 7,400
FORD MTR CO DEL COM 345370100 5,311 123,500 X 123,500
FOREST LABS INC COM 345838106 707 7,000 X 7,000
FORT JAMES CORP COM 347471104 483 20,900 X 20,900
FORTUNE BRANDS INC COM 349631101 344 14,900 X 14,900
FOUNDRY NETWORKS INC COM 35063R100 297 2,700 X 2,700
FOX ENTMT GROUP INC CL A 35138T107 298 9,800 X 9,800
FRANKLIN RES INC COM 354613101 844 27,800 X 27,800
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 138 14,900 X 14,900
GPU INC COM 36225X100 317 11,700 X 11,700
GTE CORP COM 362320103 5,609 90,100 X 90,100
GANNETT INC COM 364730101 1,699 28,400 X 28,400
GAP INC DEL COM 364760108 2,837 90,774 X 90,774
GATEWAY INC COM 367626108 1,935 34,100 X 34,100
GENERAL DYNAMICS CORP COM 369550108 977 18,700 X 18,700
GENERAL ELEC CO COM 369604103 51,016 961,263 X 961,263
GENERAL MLS INC COM 370334104 1,255 32,800 X 32,800
GENERAL MTRS CORP COM 370442105 3,197 55,241 X 55,241
GENERAL MTRS CORP CL H NEW 370442832 1,006 11,467 X 11,467
GENUINE PARTS CO COM 372460105 696 34,775 X 34,775
GENZYME CORP COM GENL DIV 372917104 398 6,700 X 6,700
GEORGIA PAC CORP COM GA PAC GRP 373298108 449 17,100 X 17,100
GILEAD SCIENCES INC COM 375558103 380 5,346 X 5,346
GILLETTE CO COM 375766102 3,680 105,614 X 105,614
GLOBAL MARINE INC COM 379352404 347 12,300 X 12,300
GLOBAL TELESYSTEMS INC COM 37936U104 189 15,700 X 15,700
GLOBESPAN INC COM 379571102 244 2,000 X 2,000
GOLDEN WEST FINL CORP DEL COM 381317106 743 18,200 X 18,200
GOLDMAN SACHS GROUP INC COM 38141G104 787 8,300 X 8,300
GOODRICH B F CO COM 382388106 364 10,700 X 10,700
GOODYEAR TIRE & RUBR CO COM 382550101 314 15,921 X 15,921
GRAINGER W W INC COM 384802104 283 9,200 X 9,200
GRANT PRIDECO INC COM 38821G101 228 9,125 X 9,125
GREY WOLF INC COM 397888108 108 21,600 X 21,600
GUIDANT CORP COM 401698105 1,520 30,700 X 30,700
HCA-HEALTHCARE CO COM 404119109 1,695 55,788 X 55,788
HALLIBURTON CO COM 406216101 2,029 43,000 X 43,000
HARCOURT GEN INC COM 41163G101 419 7,700 X 7,700
HARLEY DAVIDSON INC COM 412822108 1,209 31,400 X 31,400
HARRAHS ENTMT INC COM 413619107 238 11,350 X 11,350
HARTE-HANKS INC COM 416196103 370 14,800 X 14,800
HARTFORD FINL SVCS GROUP INC COM 416515104 1,264 22,600 X 22,600
HASBRO INC COM 418056107 248 16,450 X 16,450
HAWAIIAN ELEC INDUSTRIES COM 419870100 256 7,800 X 7,800
HEALTHSOUTH CORP COM 421924101 271 37,700 X 37,700
HEALTH MGMT ASSOC INC NEW CL A 421933102 253 19,400 X 19,400
HEINZ H J CO COM 423074103 1,509 34,500 X 34,500
HERCULES INC COM 427056106 148 10,500 X 10,500
HERSHEY FOODS CORP COM 427866108 713 14,700 X 14,700
HEWLETT PACKARD CO COM 428236103 12,835 102,746 X 102,746
HIBERNIA CORP CL A 428656102 123 11,300 X 11,300
HILTON HOTELS CORP COM 432848109 322 34,400 X 34,400
HISPANIC BROADCASTING CORP CL A 43357B104 225 6,800 X 6,800
HOME DEPOT INC COM 437076102 12,418 248,563 X 248,563
HOMESTAKE MNG CO COM 437614100 168 24,400 X 24,400
HONEYWELL INTL INC COM 438516106 2,583 76,674 X 76,674
HOUSEHOLD INTL INC COM 441815107 2,033 48,925 X 48,925
HUMANA INC COM 444859102 76 15,600 X 15,600
HUMAN GENOME SCIENCES INC COM 444903108 480 3,600 X 3,600
HUNTINGTON BANCSHARES INC COM 446150104 351 22,211 X 22,211
IBP INC COM 449223106 154 10,000 X 10,000
IDEC PHARMACEUTICALS CORP COM 449370105 411 3,500 X 3,500
IMS HEALTH INC COM 449934108 587 32,600 X 32,600
ITT INDS INC IND COM 450911102 249 8,200 X 8,200
IDACORP INC COM 451107106 403 12,500 X 12,500
ILLINOIS TOOL WKS INC COM 452308109 1,733 30,400 X 30,400
IMATION CORP COM 45245A107 211 7,200 X 7,200
IMMUNEX CORP NEW COM 452528102 759 15,350 X 15,350
INCO LTD COM 453258402 401 26,100 X 26,100
INFINITY BROADCASTING CP NEW CL A 45662S102 877 24,081 X 24,081
INFORMIX CORP COM 456779107 155 20,900 X 20,900
INFOSPACE INC COM 45678T102 492 8,900 X 8,900
INGERSOLL-RAND CO COM 456866102 712 17,700 X 17,700
INKTOMI CORP COM 457277101 627 5,300 X 5,300
INTEGRATED DEVICE TECHNOLOGY COM 458118106 491 8,200 X 8,200
INTEL CORP COM 458140100 45,773 342,060 X 342,060
INTELECT COMMUNICATIONS INC COM 458144102 25 11,000 X 11,000
INTERNATIONAL BUSINESS MACHS COM 459200101 20,070 183,008 X 183,008
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 336 11,457 X 11,457
INTL PAPER CO COM 460146103 1,475 49,718 X 49,718
INTERNATIONAL RECTIFIER CORP COM 460254105 224 4,000 X 4,000
INTERNET CAP GROUP INC COM 46059C106 352 9,500 X 9,500
INTERPUBLIC GROUP COS INC COM 460690100 1,337 31,100 X 31,100
INTUIT COM 461202103 525 12,700 X 12,700
IOMEGA CORP COM 462030107 104 25,900 X 25,900
I2 TECHNOLOGIES INC COM 465754109 874 8,380 X 8,380
IVAX CORP COM 465823102 477 11,500 X 11,500
JDS UNIPHASE CORP COM 46612J101 4,668 38,940 X 38,940
JABIL CIRCUIT INC COM 466313103 417 8,400 X 8,400
JEFFERSON PILOT CORP COM 475070108 612 10,837 X 10,837
JOHNSON & JOHNSON COM 478160104 14,820 145,317 X 145,317
JOHNSON CTLS INC COM 478366107 493 9,600 X 9,600
JUNIPER NETWORKS INC COM 48203R104 1,820 12,500 X 12,500
KLA-TENCOR CORP COM 482480100 1,171 20,000 X 20,000
K MART CORP COM 482584109 347 51,001 X 51,001
KANA COMMUNICATIONS COM 483600102 241 3,900 X 3,900
KANSAS CITY SOUTHN INDS INC COM 485170104 1,135 12,800 X 12,800
KELLOGG CO COM 487836108 1,273 42,800 X 42,800
KERR MCGEE CORP COM 492386107 559 9,491 X 9,491
KEYCORP NEW COM 493267108 779 44,200 X 44,200
KEYSPAN CORP COM 49337W100 320 10,412 X 10,412
KIMBERLY CLARK CORP COM 494368103 3,256 56,756 X 56,756
KINDER MORGAN INC KANS COM 49455P101 280 8,100 X 8,100
KNIGHT RIDDER INC COM 499040103 399 7,500 X 7,500
KOHLS CORP COM 500255104 2,186 39,300 X 39,300
KROGER CO COM 501044101 1,842 83,500 X 83,500
LG&E ENERGY CORP COM 501917108 271 11,371 X 11,371
LSI LOGIC CORP COM 502161102 1,743 32,200 X 32,200
LAM RESEARCH CORP COM 512807108 405 10,800 X 10,800
LATTICE SEMICONDUCTOR CORP COM 518415104 221 3,200 X 3,200
LAUDER ESTEE COS INC CL A 518439104 302 6,100 X 6,100
LEARN2 COM INC COM 522002104 25 12,600 X 12,600
LEGGETT & PLATT INC COM 524660107 332 20,100 X 20,100
LEGG MASON INC COM 524901105 507 10,132 X 10,132
LEHMAN BROS HLDGS INC COM 524908100 1,229 13,000 X 13,000
LEVEL 3 COMMUNICATIONS INC COM 52729N100 1,698 19,300 X 19,300
LEXMARK INTL GROUP INC CL A 529771107 921 13,700 X 13,700
LILLY ELI & CO COM 532457108 11,300 113,365 X 113,365
LIMITED INC COM 532716107 905 41,872 X 41,872
LINCOLN NATL CORP IND COM 534187109 737 20,400 X 20,400
LINEAR TECHNOLOGY CORP COM 535678106 2,225 34,800 X 34,800
LITTON INDS INC COM 538021106 277 6,600 X 6,600
LOCKHEED MARTIN CORP COM 539830109 930 37,480 X 37,480
LOEWS CORP COM 540424108 660 11,000 X 11,000
LOWES COS INC COM 548661107 1,647 40,100 X 40,100
LUCENT TECHNOLOGIES INC COM 549463107 19,634 331,957 X 331,957
LYCOS INC COM 550818108 491 9,100 X 9,100
M & T BK CORP COM 55261F104 207 461 X 461
MBIA INC COM 55262C100 472 9,800 X 9,800
MBNA CORP COM 55262L100 2,268 83,625 X 83,625
MGIC INVT CORP WIS COM 552848103 551 12,100 X 12,100
MRV COMMUNICATIONS INC COM 553477100 235 3,500 X 3,500
MACROMEDIA INC COM 556100105 309 3,200 X 3,200
MALLINCKRODT INC NEW COM 561232109 282 6,500 X 6,500
MARCHFIRST INC COM 566244109 192 10,528 X 10,528
MARSH & MCLENNAN COS INC COM 571748102 2,929 28,050 X 28,050
MARSHALL & ILSLEY CORP COM 571834100 307 7,400 X 7,400
MARRIOTT INTL INC NEW CL A 571903202 928 26,076 X 26,076
MASCO CORP COM 574599106 807 44,700 X 44,700
MATTEL INC COM 577081102 551 41,788 X 41,788
MAXIM INTEGRATED PRODS INC COM 57772K101 2,160 31,800 X 31,800
MAY DEPT STORES CO COM 577778103 825 34,671 X 34,671
MAYTAG CORP COM 578592107 302 8,200 X 8,200
MCCORMICK & CO INC COM NON VTG 579780206 231 7,100 X 7,100
MCDONALDS CORP COM 580135101 5,053 154,014 X 154,014
MCGRAW HILL COS INC COM 580645109 1,026 19,000 X 19,000
MCKESSON HBOC INC COM 58155Q103 578 27,599 X 27,599
MCLEODUSA INC CL A 582266102 571 27,600 X 27,600
MEAD CORP COM 582834107 253 10,000 X 10,000
MEDIAONE GROUP INC COM 58440J104 4,456 67,200 X 67,200
MEDIMMUNE INC COM 584699102 1,776 24,000 X 24,000
MEDTRONIC INC COM 585055106 6,401 128,500 X 128,500
MELLON FINL CORP COM 58551A108 1,997 54,800 X 54,800
MERCK & CO INC COM 589331107 18,028 235,078 X 235,078
MERCURY INTERACTIVE CORP COM 589405109 938 9,700 X 9,700
MERRILL LYNCH & CO INC COM 590188108 4,669 40,600 X 40,600
METRIS COS INC COM 591598107 257 10,242 X 10,242
METROMEDIA FIBER NETWORK INC CL A 591689104 889 22,400 X 22,400
MICREL INC COM 594793101 222 5,100 X 5,100
MICROSOFT CORP COM 594918104 44,027 551,224 X 551,224
MICROCHIP TECHNOLOGY INC COM 595017104 350 6,000 X 6,000
MICROMUSE INC COM 595094103 348 2,100 X 2,100
MICRON TECHNOLOGY INC COM 595112103 5,028 57,100 X 57,100
MILLENNIUM PHARMACEUTICALS INC COM 599902103 750 6,700 X 6,700
MILLER HERMAN INC COM 600544100 202 7,800 X 7,800
MILLIPORE CORP COM 601073109 452 6,000 X 6,000
MINERALS TECHNOLOGIES INC COM 603158106 391 8,500 X 8,500
MINIMED INC COM 60365K108 201 1,700 X 1,700
MINNESOTA MNG & MFG CO COM 604059105 3,557 43,271 X 43,271
MOLEX INC COM 608554101 1,397 29,026 X 29,026
MONTANA POWER CO COM 612085100 233 6,600 X 6,600
MORGAN J P & CO INC COM 616880100 2,023 18,506 X 18,506
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 10,055 120,784 X 120,784
MOTOROLA INC COM 620076109 6,315 217,811 X 217,811
MURPHY OIL CORP COM 626717102 208 3,500 X 3,500
NCR CORP NEW COM 62886E108 347 8,900 X 8,900
NTL INC COM 629407107 722 12,051 X 12,051
NVR INC COM 62944T105 234 4,100 X 4,100
NABISCO GROUP HLDG CORP COM 62952P102 833 32,100 X 32,100
NABORS INDS INC COM 629568106 334 8,032 X 8,032
NATIONAL CITY CORP COM 635405103 1,072 62,800 X 62,800
NATIONAL SEMICONDUCTOR CORP COM 637640103 1,039 18,300 X 18,300
NAVISTAR INTL CORP NEW COM 63934E108 205 6,600 X 6,600
NETWORKS ASSOCS INC COM 640938106 234 11,500 X 11,500
NETWORK APPLIANCE INC COM 64120L104 2,455 30,500 X 30,500
NEW CENTURY ENERGIES INC COM 64352U103 330 11,000 X 11,000
NEW YORK TIMES CO CL A 650111107 644 16,300 X 16,300
NEWELL RUBBERMAID INC COM 651229106 750 29,392 X 29,392
NEWMONT MINING CORP COM 651639106 360 16,651 X 16,651
NEXTEL COMMUNICATIONS INC CL A 65332V103 4,742 77,500 X 77,500
NEXTLINK COMMUNICATIONS INC CL A 65333H707 872 22,976 X 22,976
NIAGARA MOHAWK HLDGS INC COM 653520106 287 20,600 X 20,600
NIKE INC CL B 654106103 1,075 27,000 X 27,000
NOBLE DRILLING CORP COM 655042109 465 11,300 X 11,300
NORDSTROM INC COM 655664100 314 13,000 X 13,000
NORFOLK SOUTHERN CORP COM 655844108 622 41,800 X 41,800
NORTEL NETWORKS CORP NEW COM 656568102 21,259 311,480 X 311,480
NORTH FORK BANCORPORATION NY COM 659424105 196 12,948 X 12,948
NORTHN STS PWR CO MINN COM 665772109 297 14,700 X 14,700
NORTHERN TR CORP COM 665859104 1,705 26,200 X 26,200
NORTHROP GRUMMAN CORP COM 666807102 431 6,500 X 6,500
NOVELL INC COM 670006105 302 32,700 X 32,700
NOVELLUS SYS INC COM 670008101 724 12,800 X 12,800
NUCOR CORP COM 670346105 299 9,000 X 9,000
OCCIDENTAL PETE CORP DEL COM 674599105 796 37,800 X 37,800
OCEAN ENERGY INC TEX COM 67481E106 186 13,096 X 13,096
OFFICE DEPOT INC COM 676220106 197 31,450 X 31,450
OLD KENT FINL CORP COM 679833103 348 13,020 X 13,020
OMNICOM GROUP INC COM 681919106 1,692 19,000 X 19,000
ONE VALLEY BANCORP INC COM 682419106 256 8,200 X 8,200
ORACLE CORP COM 68389X105 26,217 312,616 X 312,616
OWENS ILL INC COM NEW 690768403 178 15,200 X 15,200
OXFORD HEALTH PLANS INC COM 691471106 231 9,700 X 9,700
PECO ENERGY CO COM 693304107 665 16,500 X 16,500
PG&E CORP COM 69331C108 963 39,100 X 39,100
PE CORP COM PE BIO GRP 69332S102 1,357 20,600 X 20,600
PE CORP CELERA GEN GRP 69332S201 331 3,600 X 3,600
PMC-SIERRA INC COM 69344F106 1,706 9,600 X 9,600
PNC FINL SVCS GROUP INC COM 693475105 1,420 30,300 X 30,300
PPG INDS INC COM 693506107 789 17,800 X 17,800
PPL CORP COM 69351T106 320 14,600 X 14,600
PACCAR INC COM 693718108 441 11,110 X 11,110
PACTIV CORP COM 695257105 129 16,419 X 16,419
PAGING NETWORK INC COM 695542100 7 10,000 X 10,000
PAINE WEBBER GROUP INC COM 695629105 683 15,000 X 15,000
PALL CORP COM 696429307 295 15,933 X 15,933
PARAMETRIC TECHNOLOGY CORP COM 699173100 290 26,400 X 26,400
PARKER HANNIFIN CORP COM 701094104 393 11,475 X 11,475
PAYCHEX INC COM 704326107 1,644 39,150 X 39,150
PENNEY J C INC COM 708160106 538 29,200 X 29,200
PEOPLESOFT INC COM 712713106 456 27,200 X 27,200
PEPSICO INC COM 713448108 6,906 155,400 X 155,400
PEREGRINE SYSTEMS INC COM 71366Q101 299 8,625 X 8,625
PERKINELMER INC COM 714046109 311 4,700 X 4,700
PFIZER INC COM 717081103 30,880 644,677 X 644,677
PHARMACIA CORP COM 71713U102 6,491 125,591 X 125,591
PHELPS DODGE CORP COM 717265102 280 7,518 X 7,518
PHILIP MORRIS COS INC COM 718154107 5,725 216,019 X 216,019
PHILLIPS PETE CO COM 718507106 1,247 24,600 X 24,600
PINNACLE WEST CAP CORP COM 723484101 268 7,900 X 7,900
PIONEER NAT RES CO COM 723787107 181 14,200 X 14,200
PITNEY BOWES INC COM 724479100 1,248 31,200 X 31,200
PLACER DOME INC COM 725906101 295 30,900 X 30,900
PORTAL SOFTWARE INC COM 736126103 396 6,200 X 6,200
POTOMAC ELEC PWR CO COM 737679100 230 9,200 X 9,200
PRAXAIR INC COM 74005P104 651 17,400 X 17,400
PRECISION CASTPARTS CORP COM 740189105 371 8,200 X 8,200
PRICE T ROWE & ASSOCIATES COM 741477103 480 11,300 X 11,300
PRIMEDIA INC COM 74157K101 241 10,600 X 10,600
PROCTER & GAMBLE CO COM 742718109 7,539 131,942 X 131,942
PROGRESSIVE CORP OHIO COM 743315103 577 7,800 X 7,800
PROTEIN DESIGN LABS INC COM 74369L103 231 1,400 X 1,400
PROVIDIAN FINL CORP COM 74406A102 1,323 14,700 X 14,700
PSINET INC COM 74437C101 287 11,440 X 11,440
PUBLIC SVC ENTERPRISE GROUP COM 744573106 783 22,600 X 22,600
PUGET SOUND ENERGY INC COM 745332106 392 18,400 X 18,400
QLOGIC CORP COM 747277101 337 5,100 X 5,100
QUAKER OATS CO COM 747402105 1,022 13,600 X 13,600
QUALCOMM INC COM 747525103 4,596 76,600 X 76,600
QUANTUM CORP COM DSSG 747906204 121 12,500 X 12,500
QUANTUM CORP COM HDDG 747906303 144 13,050 X 13,050
QUINTILES TRANSNATIONAL CORP COM 748767100 158 11,200 X 11,200
R & B FALCON CORP COM 74912E101 330 14,022 X 14,022
QWEST COMMUNICATIONS INTL INC COM 749121109 463 9,326 X 9,326
RF MICRODEVICES INC COM 749941100 342 3,900 X 3,900
RADIOSHACK CORP COM 750438103 882 18,612 X 18,612
RAMBUS INC DEL COM 750917106 546 5,300 X 5,300
RALSTON PURINA CO COM RAL-PUR GP 751277302 594 29,800 X 29,800
RATIONAL SOFTWARE CORP COM NEW 75409P202 595 6,400 X 6,400
RAYTHEON CO CL B 755111408 619 32,150 X 32,150
READERS DIGEST ASSN INC CL A NON VTG 755267101 286 7,200 X 7,200
REALNETWORKS INC COM 75605L104 278 5,500 X 5,500
REDBACK NETWORKS INC COM 757209101 1,182 6,600 X 6,600
REGIONS FINL CORP COM 758940100 417 21,000 X 21,000
RELIANT ENERGY INC COM 75952J108 830 28,069 X 28,069
RELIASTAR FINL CORP COM 75952U103 294 5,600 X 5,600
REYNOLDS & REYNOLDS CO CL A 761695105 192 10,500 X 10,500
REYNOLDS R J TOB HLDGS INC COM 76182K105 201 7,200 X 7,200
RITE AID CORP COM 767754104 172 26,200 X 26,200
ROBERT HALF INTL INC COM 770323103 445 15,600 X 15,600
ROCKWELL INTL CORP NEW COM 773903109 590 18,989 X 18,989
ROHM & HAAS CO COM 775371107 752 21,798 X 21,798
ROLLINS INC COM 775711104 150 10,100 X 10,100
ROWAN COS INC COM 779382100 286 9,400 X 9,400
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 13,981 227,100 X 227,100
SBC COMMUNICATIONS INC COM 78387G103 15,482 357,973 X 357,973
SCI SYS INC COM 783890106 455 11,600 X 11,600
SDL INC COM 784076101 1,226 4,300 X 4,300
SLM HLDG CORP COM 78442A109 591 15,800 X 15,800
SPX CORP COM 784635104 278 2,300 X 2,300
SABRE HLDGS CORP CL A 785905100 415 14,559 X 14,559
SAFECO CORP COM 786429100 258 13,000 X 13,000
SAFEGUARD SCIENTIFICS INC COM 786449108 253 7,900 X 7,900
SAFEWAY INC COM NEW 786514208 2,367 52,600 X 52,600
ST JUDE MED INC COM 790849103 369 8,050 X 8,050
ST PAUL COS INC COM 792860108 863 25,278 X 25,278
SANDISK CORP COM 80004C101 245 4,000 X 4,000
SANMINA CORP COM 800907107 1,286 15,040 X 15,040
SANTA FE SNYDER CORP COM 80218K105 194 17,040 X 17,040
SAPIENT CORP COM 803062108 674 6,300 X 6,300
SARA LEE CORP COM 803111103 1,690 87,500 X 87,500
SCHERING PLOUGH CORP COM 806605101 7,479 148,100 X 148,100
SCHLUMBERGER LTD COM 806857108 4,225 56,400 X 56,400
SCHWAB CHARLES CORP NEW COM 808513105 5,210 154,950 X 154,950
SCIENTIFIC ATLANTA INC COM 808655104 1,170 15,700 X 15,700
SCOTTISH PWR PLC SPON ADR FINAL 81013T705 394 11,774 X 11,774
SEAGATE TECHNOLOGY COM 811804103 1,315 23,900 X 23,900
SEAGRAM LTD COM 811850106 2,430 41,900 X 41,900
SEALED AIR CORP NEW COM 81211K100 452 8,631 X 8,631
SEARS ROEBUCK & CO COM 812387108 1,296 39,956 X 39,956
SEMPRA ENERGY COM 816851109 325 19,104 X 19,104
SEPRACOR INC COM 817315104 555 4,600 X 4,600
SERVICEMASTER CO COM 81760N109 124 10,900 X 10,900
SHERWIN WILLIAMS CO COM 824348106 369 17,400 X 17,400
SIEBEL SYS INC COM 826170102 3,533 21,600 X 21,600
SIGMA ALDRICH CORP COM 826552101 269 9,200 X 9,200
SMITH INTL INC COM 832110100 248 3,400 X 3,400
SOLECTRON CORP COM 834182107 2,885 68,600 X 68,600
SOLUTIA INC COM 834376105 158 11,500 X 11,500
SOUTHERN CO COM 842587107 1,534 65,800 X 65,800
SOUTHTRUST CORP COM 844730101 360 15,900 X 15,900
SOUTHWEST AIRLS CO COM 844741108 992 52,387 X 52,387
SPRINT CORP COM FON GROUP 852061100 4,876 95,600 X 95,600
SPRINT CORP PCS COM SER 1 852061506 5,664 95,200 X 95,200
STANLEY WKS COM 854616109 237 10,000 X 10,000
STAPLES INC COM 855030102 813 52,875 X 52,875
STARBUCKS CORP COM 855244109 687 18,000 X 18,000
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 469 14,400 X 14,400
STATE STR CORP COM 857477103 1,814 17,100 X 17,100
STRYKER CORP COM 863667101 770 17,600 X 17,600
SUMMIT BANCORP COM 866005101 424 17,200 X 17,200
SUN MICROSYSTEMS INC COM 866810104 14,886 163,700 X 163,700
SUNGARD DATA SYS INC COM 867363103 297 9,588 X 9,588
SUNOCO INC COM 86764P109 241 8,200 X 8,200
SUNTRUST BKS INC COM 867914103 1,361 29,800 X 29,800
SUPERVALU INC COM 868536103 238 12,500 X 12,500
SYBRON INTL CORP COM 87114F106 210 10,600 X 10,600
SYCAMORE NETWORKS INC COM 871206108 497 4,500 X 4,500
SYMANTEC CORP COM 871503108 243 4,500 X 4,500
SYMBOL TECHNOLOGIES INC COM 871508107 769 14,237 X 14,237
SYNOVUS FINL CORP COM 87161C105 488 27,700 X 27,700
SYSCO CORP COM 871829107 1,516 36,000 X 36,000
TJX COS INC NEW COM 872540109 577 30,800 X 30,800
TRW INC COM 872649108 499 11,500 X 11,500
TMP WORLDWIDE INC COM 872941109 310 4,200 X 4,200
TXU CORP COM 873168108 776 26,320 X 26,320
TARGET CORP COM 87612E106 2,659 45,700 X 45,700
TEKTRONIX INC COM 879131100 352 4,750 X 4,750
TELEPHONE & DATA SYS INC COM 879433100 431 4,300 X 4,300
TELLABS INC COM 879664100 2,963 43,300 X 43,300
TEMPLE INLAND INC COM 879868107 210 5,000 X 5,000
TENET HEALTHCARE CORP COM 88033G100 853 31,600 X 31,600
TERADYNE INC COM 880770102 1,360 18,500 X 18,500
TEXACO INC COM 881694103 2,929 55,000 X 55,000
TEXAS INSTRS INC COM 882508104 11,437 166,744 X 166,744
TEXTRON INC COM 883203101 733 13,500 X 13,500
THERMO ELECTRON CORP COM 883556102 350 16,600 X 16,600
3COM CORP COM 885535104 2,196 38,100 X 38,100
TIBCO SOFTWARE INC COM 88632Q103 783 7,300 X 7,300
TIFFANY & CO NEW COM 886547108 479 7,100 X 7,100
TIME WARNER INC COM 887315109 10,891 143,324 X 143,324
TORCHMARK CORP COM 891027104 296 12,000 X 12,000
TOSCO CORP COM NEW 891490302 399 14,100 X 14,100
TOYS R US INC COM 892335100 356 24,450 X 24,450
TRANSATLANTIC HLDGS INC COM 893521104 352 4,200 X 4,200
TRANSWITCH CORP COM 894065101 228 2,950 X 2,950
TRICON GLOBAL RESTAURANTS COM 895953107 407 14,420 X 14,420
TRIBUNE CO NEW COM 896047107 1,264 36,103 X 36,103
TRIGON HEALTHCARE INC COM 89618L100 211 4,100 X 4,100
TRIQUINT SEMICONDUCTOR INC COM 89674K103 211 2,200 X 2,200
TRUSTCO BK CORP N Y COM 898349105 129 10,300 X 10,300
TYCO INTL LTD NEW COM 902124106 8,475 178,898 X 178,898
USX MARATHON GROUP COM NEW 902905827 807 32,200 X 32,200
UST INC COM 902911106 223 15,200 X 15,200
US BANCORP DEL COM 902973106 1,592 83,144 X 83,144
USA NETWORKS INC COM 902984103 263 12,178 X 12,178
UNILEVER N V N Y SHS NEW 904784709 2,454 57,060 X 57,060
UNICOM CORP COM 904911104 673 17,400 X 17,400
UNION CARBIDE CORP COM 905581104 678 13,700 X 13,700
UNION PAC CORP COM 907818108 946 25,712 X 25,712
UNION PAC RES GROUP INC COM 907834105 595 27,031 X 27,031
UNION PLANTERS CORP COM 908068109 355 12,700 X 12,700
UNISYS CORP COM 909214108 450 30,900 X 30,900
UNITED PARCEL SERVICE INC CL B 911312106 207 3,500 X 3,500
US AIRWAYS GROUP INC COM 911905107 277 7,100 X 7,100
U S WEST INC NEW COM 91273H101 5,702 66,495 X 66,495
UNITED TECHNOLOGIES CORP COM 913017109 2,596 44,100 X 44,100
UNITED TELEVISION INC COM 913066106 270 2,100 X 2,100
UNITEDHEALTH GROUP INC COM 91324P102 1,449 16,900 X 16,900
UNITEDGLOBALCOM CL A 913247508 257 5,500 X 5,500
UNIVISION COMMUNICATIONS INC CL A 914906102 605 5,850 X 5,850
UNOCAL CORP COM 915289102 788 23,800 X 23,800
UNUMPROVIDENT CORP COM 91529Y106 475 23,669 X 23,669
V F CORP COM 918204108 266 11,168 X 11,168
VALASSIS COMMUNICATIONS INC COM 918866104 204 5,350 X 5,350
VASTAR RES INC COM 922380100 230 2,800 X 2,800
VENATOR GROUP INC COM 922944103 119 11,600 X 11,600
VERISIGN INC COM 92343E102 2,218 12,565 X 12,565
VERIO INC COM 923433106 311 5,600 X 5,600
VERITAS SOFTWARE CO COM 923436109 4,744 41,975 X 41,975
VERTEX PHARMACEUTICALS INC COM 92532F100 200 1,900 X 1,900
VERTICALNET INC COM 92532L107 207 5,600 X 5,600
VIACOM INC CL B 925524308 11,224 164,066 X 164,066
VIGNETTE CORP COM 926734104 661 12,700 X 12,700
VISTEON CORP COM 92839U107 165 13,570 X 13,570
VITESSE SEMICONDUCTOR CORP COM 928497106 905 12,300 X 12,300
VODAFONE AIRTOUCH PLC SPONSORED ADR 92857T107 586 14,150 X 14,150
VOICESTREAM WIRELESS CORP COM 928615103 1,714 14,740 X 14,740
VULCAN MATLS CO COM 929160109 423 9,900 X 9,900
WACHOVIA CORP COM 929771103 1,123 20,700 X 20,700
WADDELL & REED FINL INC CL A 930059100 230 7,000 X 7,000
WAL MART STORES INC COM 931142103 26,187 455,430 X 455,430
WALGREEN CO COM 931422109 3,513 109,946 X 109,946
WASHINGTON MUT INC COM 939322103 1,602 55,479 X 55,479
WASTE MGMT INC DEL COM 94106L109 1,168 61,487 X 61,487
WATERS CORP COM 941848103 562 4,500 X 4,500
WATSON PHARMACEUTICALS INC COM 942683103 484 9,000 X 9,000
WEATHERFORD INTL INC COM 947074100 355 8,925 X 8,925
WELLPOINT HEALTH NETWORK NEW COM 94973H108 427 5,900 X 5,900
WELLS FARGO & CO NEW COM 949746101 6,264 161,658 X 161,658
WENDYS INTL INC COM 950590109 191 10,700 X 10,700
WESTERN DIGITAL CORP COM 958102105 63 12,500 X 12,500
WESTERN WIRELESS CORP CL A 95988E204 251 4,600 X 4,600
WESTVACO CORP COM 961548104 244 9,850 X 9,850
WEYERHAEUSER CO COM 962166104 995 23,150 X 23,150
WHIRLPOOL CORP COM 963320106 350 7,500 X 7,500
WHITMAN CORP NEW COM 96647R107 134 10,800 X 10,800
WILLAMETTE INDS INC COM 969133107 311 11,400 X 11,400
WILLIAMS COS INC DEL COM 969457100 1,859 44,600 X 44,600
WINN DIXIE STORES INC COM 974280109 216 15,100 X 15,100
WINSTAR COMMUNICATIONS INC COM 975515107 246 7,250 X 7,250
WORLDCOM INC GA NEW COM 98157D106 14,057 305,899 X 305,899
WRIGLEY WM JR CO COM 982526105 930 11,600 X 11,600
XILINX INC COM 983919101 3,236 39,200 X 39,200
XEROX CORP COM 984121103 1,383 66,656 X 66,656
YAHOO INC COM 984332106 6,875 55,500 X 55,500
YOUNG & RUBICAM INC COM 987425105 389 6,800 X 6,800
ZIONS BANCORPORATION COM 989701107 262 5,700 X 5,700
GRAND TOTAL 1,574,818
GLOBAL CROSSING LTD COM G3921A100 1,245 47,327X 47,327
LORAL SPACE & COMMUNICATIONS COM G56462107 8 1,085X 1,085
SANTA FE INTL CORP ORD G7805C108 23 650X 650
TRANSOCEAN SEDCO FOREX INC ORD G90078109 631 11,804X 11,804
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 15 810X 810
A D C TELECOMMUNICATIONS COM 000886101 2,275 27,125X 27,125
AFLAC INC COM 001055102 924 20,124X 20,124
AGCO CORP COM 001084102 38 3,085X 3,085
AES CORP COM 00130H105 1,312 28,750X 28,750
AMFM INC COM 001693100 234 3,395X 3,395
AMR CORP COM 001765106 340 12,855X 12,855
AT&T CORP COM 001957109 7,353 232,491X 232,491
AT&T CORP COM LIB GRP A 001957208 940 38,748X 38,748
AXA FINL INC COM 002451102 200 5,875X 5,875
ABBOTT LABS COM 002824100 4,994 112,065X 112,065
ABERCROMBIE & FITCH CO CL A 002896207 23 1,910X 1,910
ACCEPTANCE INS COS INC COM 004308102 2 385X 385
ACTEL CORP COM 004934105 19 425X 425
ADAPTEC INC COM 00651F108 173 7,625X 7,625
ADELPHIA COMMUNICATIONS CORP CL A 006848105 61 1,298X 1,298
ADOBE SYS INC COM 00724F101 1,186 9,125X 9,125
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 79 1,745X 1,745
ADVANCED MICRO DEVICES INC COM 007903107 982 12,710X 12,710
AETNA INC COM 008117103 690 10,757X 10,757
AFFILIATED COMPUTER SERVICES CL A 008190100 15 445X 445
AGILENT TECHNOLOGIES INC COM 00846U101 2,265 30,708X 30,708
AIR PRODS & CHEMS INC COM 009158106 534 17,315X 17,315
ALASKA AIR GROUP INC COM 011659109 41 1,500X 1,500
ALBEMARLE CORP COM 012653101 14 715X 715
ALBERTSONS INC COM 013104104 1,051 31,614X 31,614
ALCAN ALUMINIUM LTD NEW COM 013716105 346 11,150X 11,150
ALCOA INC COM 013817101 1,749 60,296X 60,296
ALEXANDER & BALDWIN INC COM 014482103 62 2,800X 2,800
ALEXANDERS INC COM 014752109 6 80X 80
ALLEGHANY CORP DEL COM 017175100 15 89X 89
ALLEGHENY ENERGY INC COM 017361106 67 2,465X 2,465
ALLEGHENY TECHNOLOGIES INC COM 01741R102 114 6,347X 6,347
ALLEGIANCE TELECOM INC COM 01747T102 154 2,407X 2,407
ALLERGAN INC COM 018490102 773 10,370X 10,370
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 103 10,330X 10,330
ALLMERICA FINL CORP COM 019754100 103 1,961X 1,961
ALLSTATE CORP COM 020002101 1,267 56,942X 56,942
ALLTEL CORP COM 020039103 1,402 22,643X 22,643
ALPHARMA INC CL A 020813101 25 400X 400
ALTERA CORP COM 021441100 1,488 14,595X 14,595
ALZA CORP DEL COM 022615108 535 9,050X 9,050
AMAZON COM INC COM 023135106 190 5,225X 5,225
AMBAC FINL GROUP INC COM 023139108 68 1,245X 1,245
AMERADA HESS CORP COM 03551104 397 6,425X 6,425
AMEREN CORP COM 023608102 352 10,442X 10,442
AMERICA ONLINE INC DEL COM 02364J104 8,759 166,039X 166,039
AMERICAN ELEC PWR INC COM 025537101 678 22,884X 22,884
AMERICAN EXPRESS CO COM 025816109 4,985 95,644X 95,644
AMERICAN FINL GROUP INC OHIO COM 025932104 5 200X 200
AMERICAN GENERAL CORP COM 026351106 1,171 19,203X 19,203
AMERICAN GREETINGS CORP CL A 026375105 111 5,865X 5,865
AMERICAN HOME PRODS CORP COM 026609107 5,537 94,250X 94,250
AMERICAN INTL GROUP INC COM 026874107 12,614 107,354X 107,354
AMERICAN NATL INS CO COM 028591105 21 420X 420
AMERICAN PWR CONVERSION CORP COM 029066107 623 15,270X 15,270
AMERICAN TOWER CORP CL A 029912201 35 845X 845
AMERICAN WTR WKS INC COM 030411102 10 405X 405
AMERITRADE HLDG CORP CL A 03072H109 8 710X 710
AMGEN INC COM 031162100 5,286 75,240X 75,240
AMSOUTH BANCORPORATION COM 032165102 444 28,195X 28,195
ANADARKO PETE CORP COM 032511107 435 8,830X 8,830
ANALOG DEVICES INC COM 032654105 2,000 26,318X 26,318
ANDREW CORP COM 034425108 251 7,488X 7,488
ANHEUSER BUSCH COS INC COM 035229103 2,462 32,960X 32,960
ANNTAYLOR STORES CORP COM 036115103 13 400X 400
AON CORP COM 037389103 607 19,527X 19,527
APACHE CORP COM 037411105 548 9,310X 9,310
APPLE COMPUTER INC COM 037833100 1,248 23,820X 23,820
APRIA HEALTHCARE GROUP INC COM 037933108 13 1,045X 1,045
APPLIED MICRO CIRCUITS CORP COM 03822W109 237 2,400X 2,400
APPLIED MATLS INC COM 038222105 5,304 58,526X 58,526
ARCHER DANIELS MIDLAND CO COM 039483102 450 45,852X 45,852
ARGONAUT GROUP INC COM 040157109 6 325X 325
ARROW ELECTRS INC COM 042735100 95 3,054X 3,054
ASHLAND INC COM 044204105 170 4,845X 4,845
ASPECT COMMUNICATIONS CORP COM 04523Q102 45 1,140X 1,140
ASSOCIATED BANC CORP COM 045487105 4 198X 198
AT HOME CORP COM SER A 045919107 113 5,442X 5,442
ASSOCIATES FIRST CAP CORP CL A 046008108 1,186 53,139X 53,139
ASYST TECHNOLOGY CORP COM 04648X107 14 420X 420
ATMEL CORP COM 049513104 194 5,270X 5,270
AUTODESK INC COM 052769106 167 4,805X 4,805
AUTOMATIC DATA PROCESSING INC COM 053015103 2,641 49,310X 49,310
AUTONATION INC COM 05329W102 83 11,775X 11,775
AUTOZONE INC COM 053332102 270 12,255X 12,255
AVANT CORP COM 053487104 10 520X 520
AVERY DENNISON CORP COM 053611109 466 6,945X 6,945
AVID TECHNOLOGY INC COM 05367P100 10 860X 860
AVNET INC COM 053807103 102 1,718X 1,718
AVON PRODS INC COM 054303102 819 18,400X 18,400
AXENT TECHNOLOGIES INC COM 05459C108 37 1,500X 1,500
AZTAR CORP COM 054802103 3 180X 180
BB&T CORP COM 054937107 683 28,621X 28,621
BISYS GROUP INC COM 055472104 36 580X 580
BJS WHOLESALE CLUB INC COM 05548J106 51 1,545X 1,545
BJ SVCS CO COM 055482103 128 2,047X 2,047
BRE PROPERTIES INC CL A 05564E106 20 706X 706
BMC SOFTWARE INC COM 055921100 681 18,675X 18,675
BAKER HUGHES INC COM 057224107 712 22,240X 22,240
BALL CORP COM 058498106 49 1,520X 1,520
BANCWEST CORP NEW COM 059790105 9 520X 520
BANK OF AMERICA CORPORATION COM 060505104 5,230 121,627X 121,627
BANK NEW YORK INC COM 064057102 2,505 53,878X 53,878
BANK ONE CORP COM 06423A103 2,218 83,503X 83,503
BARD C R INC COM 067383109 184 3,825X 3,825
BARRICK GOLD CORP COM 067901108 366 20,100X 20,100
BARRETT RES CORP COM PAR $0.01 068480201 39 1,280X 1,280
BAUSCH & LOMB INC COM 071707103 288 3,720X 3,720
BAXTER INTL INC COM 071813109 1,680 23,893X 23,893
BEA SYS INC COM 073325102 333 6,740X 6,740
BEAR STEARNS COS INC COM 073902108 460 11,040X 11,040
BECTON DICKINSON & CO COM 075887109 571 19,915X 19,915
BED BATH & BEYOND INC COM 075896100 413 11,380X 11,380
BELL ATLANTIC CORP COM 077853109 5,640 110,996X 110,996
BELLSOUTH CORP COM 079860102 5,890 138,176X 138,176
BELO A H CORP DEL COM SER A 080555105 57 3,290X 3,290
BERGEN BRUNSWIG CORP CL A 083739102 17 3,040X 3,040
BERKLEY W R CORP COM 084423102 11 575X 575
BERKSHIRE HATHAWAY INC DEL CL A 084670108 377 7X 7
BEST BUY INC COM 086516101 903 14,275X 14,275
BESTFOODS COM 08658U101 1,598 23,080X 23,080
BETHLEHEM STL CORP COM 087509105 38 10,700X 10,700
BIOGEN INC COM 090597105 695 10,770X 10,770
BIOMET INC COM 090613100 311 8,090X 8,090
BLACK & DECKER CORP COM 091797100 301 7,665X 7,665
BLACK BOX CORP DEL COM 091826107 87 1,100X 1,100
BLOCK H & R INC COM 093671105 230 7,105X 7,105
BLYTH INC COM 09643P108 10 335X 335
BOEING CO COM 097023105 2,835 67,809X 67,809
BORDERS GROUP INC COM 099709107 25 1,610X 1,610
BOSTON SCIENTIFIC CORP COM 101137107 599 27,314X 27,314
BOWATER INC COM 102183100 44 1,005X 1,005
BRINKER INTL INC COM 109641100 111 3,800X 3,800
BRISTOL MYERS SQUIBB CO COM 110122108 8,344 143,252X 143,252
BROADCOM CORP CL A 111320107 1,594 7,280X 7,280
BROADVISION INC COM 111412102 211 4,144X 4,144
BROADWING INC COM 111620100 111 4,297X 4,297
BROWN FORMAN CORP CL B 115637209 240 4,470X 4,470
BRUNSWICK CORP COM 117043109 128 7,745X 7,745
BRUSH ENGINEERED MATLS INC COM 117421107 8 485X 485
BURLINGTON NORTHN SANTA FE CP COM 12189T104 720 31,379X 31,379
BURLINGTON RES INC COM 122014103 611 15,981X 15,981
BURR BROWN CORP COM 122574106 81 930X 930
CCB FINL CORP COM 124875105 7 200X 200
CBRL GROUP INC COM 12489V106 61 4,165X 4,165
C D I CORP COM 125071100 6 305X 305
CDW COMPUTER CTRS INC COM 125129106 25 400X 400
CEC ENTMT INC COM 125137109 18 700X 700
CIGNA CORP COM 125509109 1,163 12,435X 12,435
CIT GROUP INC CL A 125577106 53 3,270X 3,270
CLECO CORP NEW COM 12561W105 7 200X 200
CMGI INC COM 125750109 182 3,963X 3,963
CMS ENERGY CORP COM 125896100 166 7,490X 7,490
CNA FINL CORP COM 126117100 38 1,110X 1,110
CNET NETWORKS INC COM 12613R104 8 345X 345
CSG SYS INTL INC COM 126349109 107 1,900X 1,900
CSX CORP COM 126408103 349 16,457X 16,457
CVS CORP COM 126650100 1,151 28,776X 28,776
CABLEVISION SYS CORP CL A 12686C109 174 2,565X 2,565
CABLETRON SYS INC COM 126920107 342 13,550X 13,550
CABOT CORP COM 127055101 91 3,345X 3,345
CABOT OIL & GAS CORP CL A 127097103 21 1,001X 1,001
CADENCE DESIGN SYSTEM INC COM 127387108 128 6,265X 6,265
CALGON CARBON CORP COM 129603106 3 365X 365
CALLAWAY GOLF CO COM 131193104 38 2,325X 2,325
CAMBRIDGE TECH PARTNERS MASS COM 132524109 22 2,475X 2,475
CAMPBELL SOUP CO COM 134429109 805 27,635X 27,635
CAPITAL ONE FINL CORP COM 14040H105 637 14,275X 14,275
CARDINAL HEALTH INC COM 14149Y108 1,544 20,859X 20,859
CAREMARK RX INC COM 141705103 28 4,079X 4,079
CARLISLE COS INC COM 142339100 18 400X 400
CARNIVAL CORP COM 143658102 657 33,690X 33,690
CARPENTER TECHNOLOGY CORP COM 144285103 6 300X 300
CATERPILLAR INC DEL COM 149123101 869 25,665X 25,665
CELLSTAR CORP COM 150925105 4 1,500X 1,500
CENDANT CORP COM 151313103 730 52,136X 52,136
CENTEX CORP COM 152312104 94 4,000X 4,000
CENTURYTEL INC COM 156700106 301 10,455X 10,455
CEPHALON INC COM 156708109 12 200X 200
CERIDIAN CORP COM 15677T106 252 10,483X 10,483
CERNER CORP COM 156782104 11 400X 400
CHAMPION INTL CORP COM 158525105 0 0X 0
CHARTER ONE FINL INC COM 160903100 367 15,935X 15,935
CHASE MANHATTAN CORP NEW COM 16161A108 4,144 89,976X 89,976
CHECKFREE HLDGS CORP COM 162816102 68 1,325X 1,325
CHEVRON CORPORATION COM 166751107 4,023 47,434X 47,434
CHOICE HOTELS INTL INC COM 169905106 15 1,470X 1,470
CHIRON CORP COM 170040109 157 3,311X 3,311
CHRIS CRAFT INDS INC COM 170520100 12 188X 188
CHUBB CORP COM 171232101 768 12,490X 12,490
CIENA CORP COM 171779101 515 3,090X 3,090
CINCINNATI FINL CORP COM 172062101 449 14,291X 14,291
CINERGY CORP COM 172474108 285 11,212X 11,212
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 470 14,155X 14,155
CISCO SYS INC COM 17275R102 31,517 497,808X 497,808
CINTAS CORP COM 172908105 143 3,885X 3,885
CITIGROUP INC COM 172967101 14,795 245,556X 245,556
CITRIX SYS INC COM 177376100 258 13,610X 13,610
CITY NATL CORP COM 178566105 23 660X 660
CLAIRES STORES INC COM 179584107 10 500X 500
CLARCOR INC COM 179895107 28 1,422X 1,422
CLAYTON HOMES INC COM 184190106 21 2,572X 2,572
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,748 23,303X 23,303
CLOROX CO DEL COM 189054109 747 16,659X 16,659
COACHMEN INDS INC COM 189873102 2 200X 200
COASTAL CORP COM 190441105 1,033 16,965X 16,965
COCA COLA CO COM 191216100 10,095 175,750X 175,750
COCA COLA ENTERPRISES INC COM 191219104 461 28,250X 28,250
COGNEX CORP COM 192422103 92 1,780X 1,780
COHERENT INC COM 192479103 22 260X 260
COLGATE PALMOLIVE CO COM 194162103 2,493 41,645X 41,645
COLUMBIA ENERGY GROUP COM 197648108 375 5,720X 5,720
COMCAST CORP CL A SPL 200300200 2,515 62,087X 62,087
COMDISCO INC COM 200336105 68 3,060X 3,060
COMERICA INC COM 200340107 497 11,082X 11,082
COMMERCE BANCSHARES INC COM 200525103 39 1,317X 1,317
COMMUNITY FIRST BANKSHARES INC COM 203902101 3 175X 175
COMPASS BANCSHARES INC COM 20449H109 85 5,000X 5,000
COMPAQ COMPUTER CORP COM 204493100 3,139 122,794X 122,794
COMPUTER ASSOC INTL INC COM 204912109 2,058 40,212X 40,212
COMPUTER SCIENCES CORP COM 205363104 983 13,160X 13,160
COMPUWARE CORP COM 205638109 280 27,015X 27,015
COMSAT CORP COM SER 1 20564D107 28 1,138X 1,138
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 1,005 10,808X 10,808
CONAGRA INC COM 205887102 691 36,237X 36,237
CONCORD EFS INC COM 206197105 118 4,530X 4,530
CONEXANT SYSTEMS INC COM 207142100 747 15,355X 15,355
CONOCO INC CL B 208251405 1,077 43,846X 43,846
CONSECO INC COM 208464107 244 25,061X 25,061
CONSOLIDATED EDISON INC COM 209115104 374 12,635X 12,635
CONSOLIDATED PAPERS INC COM 209759109 51 1,385X 1,385
CONSTELLATION ENERGY CORP COM 210371100 349 10,720X 10,720
CONVERGYS CORP COM 212485106 467 9,010X 9,010
COOPER CAMERON CORP COM 216640102 97 1,465X 1,465
COOPER INDS INC COM 216669101 267 8,205X 8,205
COR THERAPEUTICS INC COM 217753102 9 100X 100
CORNING INC COM 219350105 5,317 19,703X 19,703
COSTCO WHSL CORP NEW COM 22160K105 1,051 31,846X 31,846
COUNTRYWIDE CR INDS INC DEL COM 222372104 305 10,057X 10,057
COVENTRY HEALTH CARE INC COM 222862104 45 3,385X 3,385
COX COMMUNICATIONS INC NEW CL A 224044107 356 7,814X 7,814
CRAWFORD & CO CL B 224633107 11 965X 965
CREDENCE SYS CORP COM 225302108 91 1,640X 1,640
CROMPTON CORP COM 227116100 49 3,978X 3,978
CROWN CORK & SEAL INC COM 228255105 147 9,784X 9,784
CULLEN FROST BANKERS INC COM 229899109 10 385X 385
CUMMINS ENGINE INC COM 231021106 116 4,240X 4,240
CYPRESS SEMICONDUCTOR CORP COM 232806109 24 570X 570
CYTEC INDS INC COM 232820100 24 985X 985
CYTYC CORP COM 232946103 11 200X 200
DPL INC COM 233293109 66 3,000X 3,000
DST SYS INC DEL COM 233326107 110 1,440X 1,440
DTE ENERGY CO COM 233331107 362 11,830X 11,830
DALLAS SEMICONDUCTOR CORP COM 235204104 117 2,880X 2,880
DANA CORP COM 235811106 249 11,753X 11,753
DANAHER CORP DEL COM 235851102 511 10,332X 10,332
DARDEN RESTAURANTS INC COM 237194105 149 9,185X 9,185
DAVE & BUSTERS INC COM 23833N104 0 45X 45
DEERE & CO COM 244199105 712 19,245X 19,245
DELL COMPUTER CORP COM 247025109 8,785 178,150X 178,150
DELPHI AUTOMOTIVE SYS CORP COM 247126105 609 41,831X 41,831
DELTA AIR LINES INC DEL COM 247361108 401 7,930X 7,930
DENTSPLY INTL INC NEW COM 249030107 10 325X 325
DEVON ENERGY CORP NEW COM 25179M103 109 1,943X 1,943
DIAGNOSTIC PRODS CORP COM 252450101 8 240X 240
DIAMOND OFFSHORE DRILLING INC COM 25271C102 91 2,595X 2,595
DIEBOLD INC COM 253651103 52 1,883X 1,883
DIGITAL MICROWAVE CORP COM 253859102 92 2,400X 2,400
DILLARDS INC CL A 254067101 90 7,370X 7,370
DIME BANCORP INC NEW COM 25429Q102 86 5,451X 5,451
DISNEY WALT CO COM DISNEY 254687106 5,780 148,912X 148,912
DOCUMENTUM INC COM 256159104 16 180X 180
DOLE FOOD INC COM 256605106 31 1,885X 1,885
DOLLAR GEN CORP COM 256669102 495 25,398X 25,398
DOLLAR TREE STORES INC COM 256747106 128 3,232X 3,232
DOMINION RES INC VA NEW COM 25746U109 770 17,963X 17,963
DONALDSON LUFKIN & JENRETTE NW COM DLJ 257661108 70 1,645X 1,645
DONNELLEY R R & SONS CO COM 257867101 204 9,045X 9,045
DORAL FINL CORP COM 25811P100 7 630X 630
DOUBLECLICK INC COM 258609304 68 1,788X 1,788
DOVER CORP COM 260003108 647 15,955X 15,955
DOW CHEM CO COM 260543103 1,472 48,775X 48,775
DOW JONES & CO INC COM 260561105 370 5,045X 5,045
DU PONT E I DE NEMOURS & CO COM 263534109 3,261 74,545X 74,545
DUKE ENERGY CORP COM 264399106 1,580 28,019X 28,019
DUN & BRADSTREET CORP DEL COM 26483B106 403 14,073X 14,073
DURA PHARMACEUTICALS INC COM 26632S109 29 1,985X 1,985
DYCOM INDS INC COM 267475101 35 750X 750
E M C CORP MASS COM 268648102 11,991 155,848X 155,848
ENSCO INTL INC COM 26874Q100 138 3,865X 3,865
EOG RES INC COM 26875P101 64 1,900X 1,900
E-TEK DYNAMICS INC COM 269240107 90 340X 340
E TRADE GROUP INC COM 269246104 76 4,620X 4,620
EARTHLINK INC COM 270321102 63 4,104X 4,104
EASTMAN CHEM CO COM 277432100 263 5,500X 5,500
EASTMAN KODAK CO COM 277461109 1,494 25,105X 25,105
EATON CORP COM 278058102 429 6,405X 6,405
EBAY INC COM 278642103 72 1,320X 1,320
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 135 4,090X 4,090
ECOLAB INC COM 278865100 351 8,990X 8,990
EDISON INTL COM 281020107 504 24,565X 24,565
J D EDWARDS & CO COM 281667105 10 650X 650
EDWARDS AG INC COM 281760108 131 3,357X 3,357
EL PASO ENERGY CORP DEL COM 283905107 880 17,269X 17,269
ELCOR CORP COM 284443108 16 675X 675
ELECTRO SCIENTIFIC INDS COM 285229100 63 1,420X 1,420
ELECTRONIC ARTS INC COM 285512109 105 1,445X 1,445
ELECTRONIC DATA SYS NEW COM 285661104 1,370 33,220X 33,220
ELECTRONICS FOR IMAGING INC COM 286082102 28 1,105X 1,105
EMERSON ELEC CO COM 291011104 1,971 32,638X 32,638
ENERGY EAST CORP COM 29266M109 90 4,745X 4,745
ENGELHARD CORP COM 292845104 146 8,582X 8,582
ENRON CORP COM 293561106 3,351 51,954X 51,954
ENTERGY CORP NEW COM 29364G103 495 18,224X 18,224
EPICOR SOFTWARE CORP COM 29426L108 11 4,300X 4,300
EQUIFAX INC COM 294429105 277 10,537X 10,537
EQUITABLE RES INC COM 294549100 36 750X 750
EQUITY INNS INC COM 294703103 7 1,100X 1,100
EQUITY OFFICE PROPERTIES TRUST COM 294741103 144 5,222X 5,222
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 200 4,345X 4,345
EXAR CORP COM 300645108 17 190X 190
EXODUS COMMUNICATIONS INC COM 302088109 357 7,740X 7,740
EXXON MOBIL CORP COM 30231G102 19,711 251,090X 251,090
FPL GROUP INC COM 302571104 708 14,310X 14,310
FAMILY DLR STORES INC COM 307000109 121 6,210X 6,210
FASTENAL CO COM 311900104 62 1,220X 1,220
FEDERAL HOME LN MTG CORP COM 313400301 2,065 50,995X 50,995
FEDERAL NATL MTG ASSN COM 313586109 3,913 74,985X 74,985
FEDERATED DEPT STORES INC DEL COM 31410H101 584 17,295X 17,295
FEDEX CORP COM 31428X106 792 20,830X 20,830
FERRO CORP COM 315405100 35 1,675X 1,675
FIDELITY NATL FINL INC COM 316326107 25 1,372X 1,372
FIFTH THIRD BANCORP COM 316773100 1,345 21,261X 21,261
FIRST DATA CORP COM 319963104 1,467 29,567X 29,567
FIRST HEALTH GROUP CORP COM 320960107 135 4,105X 4,105
FIRST SEC CORP DEL COM 336294103 73 5,380X 5,380
FIRST TENN NATL CORP COM 337162101 50 3,045X 3,045
FIRST UN CORP COM 337358105 1,752 70,602X 70,602
FIRSTAR CORP NEW WIS COM 33763V109 1,564 74,276X 74,276
FISERV INC COM 337738108 122 2,825X 2,825
FIRSTENERGY CORP COM 337932107 421 18,017X 18,017
FLEETBOSTON FINL CORP COM 339030108 2,435 71,631X 71,631
FLEETWOOD ENTERPRISES INC COM 339099103 30 2,090X 2,090
FLORIDA EAST COAST INDS COM 340632108 15 380X 380
FLORIDA PROGRESS CORP COM 341109106 324 6,915X 6,915
FLOWERS INDS INC COM 343496105 39 1,965X 1,965
FLUOR CORP COM 343861100 173 5,485X 5,485
FORD MTR CO DEL COM 345370100 3,783 87,980X 87,980
FOREST LABS INC COM 345838106 324 3,205X 3,205
FORT JAMES CORP COM 347471104 397 17,180X 17,180
FORTUNE BRANDS INC COM 349631101 305 13,230X 13,230
FOUNDATION HEALTH SYS INC COM 350404109 32 2,462X 2,462
FRANKLIN RES INC COM 354613101 536 17,645X 17,645
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 101 10,897X 10,897
FULLER H B CO COM 359694106 18 400X 400
GATX CORP COM 361448103 87 2,545X 2,545
GPU INC COM 36225X100 232 8,575X 8,575
GTE CORP COM 362320103 4,296 69,020X 69,020
GALLAGHER ARTHUR J & CO COM 363576109 38 900X 900
GANNETT INC COM 364730101 1,286 21,500X 21,500
GAP INC DEL COM 364760108 1,806 57,802X 57,802
GATEWAY INC COM 367626108 1,177 20,745X 20,745
GENERAL DYNAMICS CORP COM 369550108 754 14,435X 14,435
GENERAL ELEC CO COM 369604103 37,953 716,090X 716,090
GENERAL MLS INC COM 370334104 812 21,234X 21,234
GENERAL MTRS CORP COM 370442105 2,345 40,395X 40,395
GENERAL MTRS CORP CL H NEW 370442832 271 3,094X 3,094
GENTEX CORP COM 371901109 25 985X 985
GENUINE PARTS CO COM 372460105 248 12,412X 12,412
GENZYME CORP COM GENL DIV 372917104 92 1,545X 1,545
GEORGIA PAC CORP COM GA PAC GRP 373298108 314 11,950X 11,950
GETTY RLTY CORP NEW COM 374297109 3 307X 307
GILEAD SCIENCES INC COM 375558103 89 1,251X 1,251
GILLETTE CO COM 375766102 2,654 75,975X 75,975
GLOBAL INDS LTD COM 379336100 40 2,100X 2,100
GLOBAL MARINE INC COM 379352404 121 4,280X 4,280
GLOBAL TELESYSTEMS INC COM 37936U104 10 790X 790
GOLDEN ST BANCORP INC COM 381197102 70 3,905X 3,905
GOLDEN WEST FINL CORP DEL COM 381317106 576 14,120X 14,120
GOODRICH B F CO COM 382388106 300 8,814X 8,814
GOODYEAR TIRE & RUBR CO COM 382550101 240 11,990X 11,990
GOODYS FAMILY CLOTHING INC COM 382588101 2 305X 305
GO2NET INC COM 383486107 7 140X 140
GRACE W R & CO DEL NEW COM 38388F108 57 4,700X 4,700
GRAINGER W W INC COM 384802104 197 6,385X 6,385
GRANT PRIDECO INC COM 38821G101 74 2,977X 2,977
GUIDANT CORP COM 401698105 1,087 21,955X 21,955
HCA-HEALTHCARE CO COM 404119109 1,172 38,584X 38,584
HCC INS HLDGS INC COM 404132102 8 405X 405
HALLIBURTON CO COM 406216101 1,465 31,037X 31,037
HANNA M A CO COM 410522106 16 1,795X 1,795
HANNAFORD BROS CO COM 410550107 17 240X 240
HANOVER COMPRESSOR CO COM 410768105 38 1,000X 1,000
HARCOURT GEN INC COM 41163G101 253 4,646X 4,646
HARLEY DAVIDSON INC COM 412822108 923 23,980X 23,980
HARRAHS ENTMT INC COM 413619107 188 8,970X 8,970
HARSCO CORP COM 415864107 8 305X 305
HARTFORD FINL SVCS GROUP INC COM 416515104 942 16,835X 16,835
HASBRO INC COM 418056107 200 13,305X 13,305
HAVERTY FURNITURE INC COM 419596101 6 650X 650
HEALTHSOUTH CORP COM 421924101 228 31,681X 31,681
HEALTH MGMT ASSOC INC NEW CL A 421933102 68 5,232X 5,232
HEARST-ARGYLE TELEVISION INC COM 422317107 13 672X 672
HECLA MNG CO COM 422704106 14 12,200X 12,200
HEINZ H J CO COM 423074103 1,188 27,165X 27,165
HELMERICH & PAYNE INC COM 423452101 64 1,800X 1,800
HENRY JACK & ASSOC INC COM 426281101 33 652X 652
HERSHEY FOODS CORP COM 427866108 444 9,110X 9,110
HEWLETT PACKARD CO COM 428236103 8,774 70,259X 70,259
HIBERNIA CORP CL A 428656102 51 4,696X 4,696
HILB ROGAL & HAMILTON CO COM 431294107 6 180X 180
HILLENBRAND INDS INC COM 431573104 33 1,065X 1,065
HILTON HOTELS CORP COM 432848109 367 39,186X 39,186
HOME DEPOT INC COM 437076102 8,266 165,520X 165,520
HOMESTAKE MNG CO COM 437614100 135 19,654X 19,654
HON INDS INC COM 438092108 42 1,785X 1,785
HONEYWELL INTL INC COM 438516106 1,911 56,735X 56,735
HORMEL FOODS CORP COM 440452100 17 1,010X 1,010
HOST MARRIOTT CORP NEW COM 44107P104 52 5,523X 5,523
HOUSEHOLD INTL INC COM 441815107 1,576 37,927X 37,927
HUDSON UNITED BANCORP COM 444165104 16 712X 712
HUMANA INC COM 444859102 68 12,840X 12,840
HUMAN GENOME SCIENCES INC COM 444903108 37 280X 280
HUNT J B TRANS SVCS INC COM 445658107 17 1,085X 1,085
HUNTINGTON BANCSHARES INC COM 446150104 313 19,788X 19,788
ICN PHARMACEUTICALS INC NEW COM 448924100 67 2,420X 2,420
IBP INC COM 449223106 8 505X 505
IDEC PHARMACEUTICALS CORP COM 449370105 108 920X 920
IMC GLOBAL INC COM 449669100 47 3,624X 3,624
IMS HEALTH INC COM 449934108 425 23,626X 23,626
ITT INDS INC IND COM 450911102 206 6,790X 6,790
IDACORP INC COM 451107106 30 925X 925
IDEXX LABS INC COM 45168D104 4 170X 170
ILLINOIS TOOL WKS INC COM 452308109 1,193 20,930X 20,930
IMMUNEX CORP NEW COM 452528102 326 6,590X 6,590
IMPERIAL CR INDS INC COM 452729106 2 425X 425
INCO LTD COM 453258402 141 9,200X 9,200
INFINITY BROADCASTING CP NEW CL A 45662S102 200 5,477X 5,477
INFORMIX CORP COM 456779107 46 6,175X 6,175
INFOSPACE INC COM 45678T102 60 1,080X 1,080
INGERSOLL-RAND CO COM 456866102 431 10,700X 10,700
INKTOMI CORP COM 457277101 225 1,900X 1,900
INNKEEPERS USA TR COM 4576J0104 13 1,375X 1,375
INTEGRATED DEVICE TECHNOLOGY COM 458118106 142 2,365X 2,365
INTEL CORP COM 458140100 32,629 244,071X 244,071
INTERLOGIX INC COM 458763109 1 82X 82
INTERMET CORP COM 45881K104 5 690X 690
INTERNATIONAL BUSINESS MACHS COM 459200101 14,168 129,315X 129,315
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 257 8,505X 8,505
INTERNATIONAL GAME TECHNOLOGY COM 459902102 32 1,217X 1,217
INTL PAPER CO COM 460146103 1,096 36,772X 36,772
INTERNATIONAL RECTIFIER CORP COM 460254105 80 1,430X 1,430
INTERPUBLIC GROUP COS INC COM 460690100 924 21,480X 21,480
INTERWEST BANCORP INC COM 460931108 6 405X 405
INTIMATE BRANDS INC CL A 461156101 47 2,370X 2,370
INTUIT COM 461202103 148 3,570X 3,570
IOMEGA CORP COM 462030107 25 6,200X 6,200
I2 TECHNOLOGIES INC COM 465754109 239 2,295X 2,295
IVAX CORP COM 465823102 219 5,285X 5,285
JDS UNIPHASE CORP COM 46612J101 1,223 10,200X 10,200
JABIL CIRCUIT INC COM 466313103 122 2,450X 2,450
JACOBS ENGR GROUP INC DEL COM 469814107 10 300X 300
JEFFERSON PILOT CORP COM 475070108 416 7,368X 7,368
JOHNSON & JOHNSON COM 478160104 10,426 102,341X 102,341
JOHNSON CTLS INC COM 478366107 311 6,065X 6,065
JONES APPAREL GROUP INC COM 480074103 70 2,991X 2,991
JONES PHARMA INC COM 480236108 68 1,702X 1,702
JUNIPER NETWORKS INC COM 48203R104 221 1,520X 1,520
KLA-TENCOR CORP COM 482480100 834 14,250X 14,250
K MART CORP COM 482584109 282 41,395X 41,395
KANSAS CITY SOUTHN INDS INC COM 485170104 760 8,565X 8,565
KAUFMAN & BROAD HOME CORP COM 486168107 80 4,058X 4,058
KEANE INC COM 486665102 42 1,945X 1,945
KELLOGG CO COM 487836108 868 29,170X 29,170
KELLWOOD CO COM 488044108 4 200X 200
KEMET CORP COM 488360108 15 610X 610
KENNAMETAL INC COM 489170100 19 865X 865
KERR MCGEE CORP COM 492386107 425 7,217X 7,217
KEYCORP NEW COM 493267108 590 33,457X 33,457
KEYSPAN CORP COM 49337W100 124 4,034X 4,034
KEYSTONE FINANCIAL INC COM 493482103 6 305X 305
KIMBERLY CLARK CORP COM 494368103 2,353 41,011X 41,011
KNIGHT RIDDER INC COM 499040103 295 5,545X 5,545
KNIGHT TRADING GROUP INC COM 499063105 13 425X 425
KOHLS CORP COM 500255104 1,287 23,140X 23,140
KOMAG INC COM 500453105 8 4,400X 4,400
KROGER CO COM 501044101 1,327 60,150X 60,150
LG&E ENERGY CORP COM 501917108 63 2,642X 2,642
LNR PPTY CORP COM 501940100 15 795X 795
LSI LOGIC CORP COM 502161102 1,221 22,560X 22,560
LA Z BOY INC COM 505336107 16 1,125X 1,125
LAFARGE CORP COM 505862102 6 285X 285
LAM RESEARCH CORP COM 512807108 125 3,320X 3,320
LANCASTER COLONY CORP COM 513847103 14 740X 740
LATTICE SEMICONDUCTOR CORP COM 518415104 129 1,865X 1,865
LAUDER ESTEE COS INC CL A 518439104 110 2,225X 2,225
LEE ENTERPRISES INC COM 523768109 13 560X 560
LEGATO SYS INC COM 524651106 43 2,845X 2,845
LEGGETT & PLATT INC COM 524660107 228 13,830X 13,830
LEGG MASON INC COM 524901105 14 287X 287
LEHMAN BROS HLDGS INC COM 524908100 958 10,132X 10,132
LENNAR CORP COM 526057104 27 1,350X 1,350
LEVEL 3 COMMUNICATIONS INC COM 52729N100 583 6,625X 6,625
LEXMARK INTL GROUP INC CL A 529771107 658 9,790X 9,790
LIBERTY CORP S C COM 530370105 13 320X 320
LILLY ELI & CO COM 532457108 7,825 78,350X 78,350
LIMITED INC COM 532716107 598 27,636X 27,636
LINCARE HLDGS INC COM 532791100 9 365X 365
LINCOLN NATL CORP IND COM 534187109 549 15,195X 15,195
LINDSAY MFG CO COM 535555106 19 945X 945
LINEAR TECHNOLOGY CORP COM 535678106 1,495 23,380X 23,380
LIZ CLAIBORNE INC COM 539320101 163 4,625X 4,625
LOCKHEED MARTIN CORP COM 539830109 682 27,494X 27,494
LOEWS CORP COM 540424108 497 8,285X 8,285
LOUISIANA PAC CORP COM 546347105 73 6,700X 6,700
LOWES COS INC COM 548661107 1,104 26,890X 26,890
LUCENT TECHNOLOGIES INC COM 549463107 13,838 233,548X 233,548
LYCOS INC COM 550818108 105 1,945X 1,945
LYONDELL CHEMICAL CO COM 552078107 16 985X 985
M & T BK CORP COM 55261F104 18 40X 40
MAF BANCORP INC COM 55261R108 6 321X 321
MBIA INC COM 55262C100 332 6,893X 6,893
MBNA CORP COM 55262L100 1,522 56,127X 56,127
MCN ENERGY GROUP INC COM 55267J100 52 2,445X 2,445
MDU RES GROUP INC COM 552690109 13 610X 610
MGIC INVT CORP WIS COM 552848103 382 8,405X 8,405
MACROMEDIA INC COM 556100105 87 900X 900
MALLINCKRODT INC NEW COM 561232109 228 5,240X 5,240
MANITOWOC INC COM 563571108 36 1,337X 1,337
MANPOWER INC COM 56418H100 81 2,545X 2,545
MANUGISTICS GROUP INC COM 565011103 21 445X 445
MARSH & MCLENNAN COS INC COM 571748102 1,956 18,730X 18,730
MARSHALL & ILSLEY CORP COM 571834100 117 2,831X 2,831
MARRIOTT INTL INC NEW CL A 571903202 603 16,715X 16,715
MASCO CORP COM 574599106 631 34,955X 34,955
MASTEC INC COM 576323109 7 180X 180
MATTEL INC COM 577081102 437 33,117X 33,117
MAXIM INTEGRATED PRODS INC COM 57772K101 1,428 21,020X 21,020
MAY DEPT STORES CO COM 577778103 581 24,193X 24,193
MAYTAG CORP COM 578592107 224 6,085X 6,085
MCCORMICK & CO INC COM NON VTG 579780206 48 1,485X 1,485
MCDERMOTT INTL INC COM 580037109 38 4,325X 4,325
MCDONALDS CORP COM 580135101 3,168 96,171X 96,171
MCGRAW HILL COS INC COM 580645109 750 13,895X 13,895
MCKESSON HBOC INC COM 58155Q103 427 20,389X 20,389
MCLEODUSA INC CL A 582266102 199 9,610X 9,610
MCWHORTER TECHNOLOGIES INC COM 582803102 4 200X 200
MEAD CORP COM 582834107 190 7,530X 7,530
MEDIAONE GROUP INC COM 58440J104 2,948 44,463X 44,463
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 22 385X 385
MEDIMMUNE INC COM 584699102 1,067 14,413X 14,413
MEDITRUST CORP PAIRED CTF NEW 58501T306 19 5,092X 5,092
MEDTRONIC INC COM 585055106 4,445 89,233X 89,233
MELLON FINL CORP COM 58551A108 1,493 40,977X 40,977
MERCANTILE BANKSHARES CORP COM 587405101 43 1,450X 1,450
MERCK & CO INC COM 589331107 12,739 166,256X 166,256
MERCURY INTERACTIVE CORP COM 589405109 422 4,360X 4,360
MERRILL LYNCH & CO INC COM 590188108 3,189 27,730X 27,730
METHODE ELECTRS INC CL A 591520200 68 1,770X 1,770
METRO GOLDWYN MAYER INC COM 591610100 26 990X 990
METROMEDIA FIBER NETWORK INC CL A 591689104 272 6,860X 6,860
MICHAELS STORES INC COM 594087108 18 400X 400
MICROSOFT CORP COM 594918104 28,705 358,818X 358,818
MICROCHIP TECHNOLOGY INC COM 595017104 118 2,020X 2,020
MICRON TECHNOLOGY INC COM 595112103 3,329 37,800X 37,800
MID ATLANTIC MED SVCS INC COM 59523C107 44 3,245X 3,245
MIDWAY GAMES INC COM 598148104 15 1,918X 1,918
MILLENNIUM PHARMACEUTICALS INC COM 599902103 204 1,820X 1,820
MILLER HERMAN INC COM 600544100 80 3,100X 3,100
MILLIPORE CORP COM 601073109 289 3,840X 3,840
MINE SAFETY APPLIANCES CO COM 602720104 6 240X 240
MINNESOTA MNG & MFG CO COM 604059105 2,334 28,290X 28,290
MINNESOTA PWR INC COM 604110106 31 1,810X 1,810
MODIS PROFESSIONAL SVCS INC COM 607830106 30 3,399X 3,399
MOLEX INC COM 608554101 596 12,393X 12,393
MONTANA POWER CO COM 612085100 110 3,105X 3,105
MORGAN J P & CO INC COM 616880100 1,413 12,830X 12,830
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 6,808 81,774X 81,774
MOTOROLA INC COM 620076109 4,510 155,197X 155,197
MURPHY OIL CORP COM 626717102 122 2,060X 2,060
MYLAN LABS INC COM 628530107 79 4,335X 4,335
NCH CORP COM 628850109 4 100X 100
NCR CORP NEW COM 6.29E+112 270 6,941X 6,941
NTL INC COM 629407107 179 2,989X 2,989
NABISCO GROUP HLDG CORP COM 62952P102 641 24,706X 24,706
NABORS INDS INC COM 629568106 148 3,572X 3,572
NATIONAL CITY CORP COM 635405103 771 45,206X 45,206
NATIONAL DATA CORP COM 635621105 7 325X 325
NATIONAL-OILWELL INC COM 637071101 49 1,485X 1,485
NATIONAL SEMICONDUCTOR CORP COM 637640103 737 12,982X 12,982
NAVISTAR INTL CORP NEW COM 6.39E+112 160 5,155X 5,155
NEIMAN MARCUS GROUP INC CL A 640204202 33 1,100X 1,100
NETWORKS ASSOCS INC COM 640938106 71 3,484X 3,484
NETWORK APPLIANCE INC COM 64120L104 1,765 21,920X 21,920
NEW CENTURY ENERGIES INC COM 64352U103 240 8,010X 8,010
NEW PLAN EXCEL RLTY TR INC COM 648053106 18 1,365X 1,365
NEW YORK TIMES CO CL A 650111107 516 13,075X 13,075
NEWELL RUBBERMAID INC COM 651229106 512 19,891X 19,891
NEWHALL LAND & FARMING CO CAL DEPOSITARY REC 651426108 11 405X 405
NEWMONT MINING CORP COM 651639106 284 13,127X 13,127
NEXTEL COMMUNICATIONS INC CL A 65332V103 2,978 48,666X 48,666
NEXTLINK COMMUNICATIONS INC CL A 65333H707 253 6,656X 6,656
NIAGARA MOHAWK HLDGS INC COM 653520106 253 18,130X 18,130
NIKE INC CL B 654106103 685 17,200X 17,200
NISOURCE INC COM 65473P105 46 2,465X 2,465
NOBLE AFFILIATES INC COM 654894104 63 1,700X 1,700
NOBLE DRILLING CORP COM 655042109 149 3,615X 3,615
NORDSON CORP COM 655663102 20 400X 400
NORDSTROM INC COM 655664100 272 11,270X 11,270
NORFOLK SOUTHERN CORP COM 655844108 430 28,930X 28,930
NORTEL NETWORKS CORP NEW COM 656568102 10,359 151,780X 151,780
NORTH FORK BANCORPORATION NY COM 659424105 92 6,109X 6,109
NORTHN STS PWR CO MINN COM 665772109 223 11,030X 11,030
NORTHERN TR CORP COM 665859104 1,022 15,710X 15,710
NORTHROP GRUMMAN CORP COM 666807102 385 5,818X 5,818
NORTHWEST AIRLS CORP CL A 667280101 15 505X 505
NOVELL INC COM 670006105 222 24,005X 24,005
NOVELLUS SYS INC COM 670008101 584 10,320X 10,320
NUCOR CORP COM 670346105 268 8,065X 8,065
OGE ENERGY CORP COM 670837103 32 1,745X 1,745
OCCIDENTAL PETE CORP DEL COM 674599105 620 29,447X 29,447
OCEAN ENERGY INC TEX COM 6.75E+110 51 3,623X 3,623
OFFICE DEPOT INC COM 676220106 168 26,872X 26,872
OHIO CAS CORP COM 677240103 20 1,925X 1,925
OLD KENT FINL CORP COM 679833103 247 9,231X 9,231
OLD REP INTL CORP COM 680223104 47 2,835X 2,835
OLIN CORP COM PAR $1 680665205 49 2,985X 2,985
OMNICARE INC COM 681904108 17 1,924X 1,924
OMNICOM GROUP INC COM 681919106 1,177 13,220X 13,220
ORACLE CORP COM 68389X105 16,472 195,944X 195,944
ORBITAL SCIENCES CORP COM 685564106 15 1,205X 1,205
ORGANOGENESIS INC COM 685906109 20 1,733X 1,733
OWENS CORNING COM 69073F103 39 4,205X 4,205
OWENS ILL INC COM NEW 690768403 124 10,650X 10,650
OXFORD HEALTH PLANS INC COM 691471106 67 2,810X 2,810
PECO ENERGY CO COM 693304107 571 14,155X 14,155
PG&E CORP COM 69331C108 589 23,900X 23,900
PE CORP COM PE BIO GRP 69332S102 993 15,080X 15,080
PE CORP CELERA GEN GRP 69332S201 98 1,044X 1,044
PMC-SIERRA INC COM 69344F106 391 2,200X 2,200
PMI GROUP INC COM 69344M101 88 1,850X 1,850
PNC FINL SVCS GROUP INC COM 693475105 1,043 22,252X 22,252
PPG INDS INC COM 693506107 593 13,390X 13,390
PPL CORP COM 69351T106 234 10,650X 10,650
PTEK HLDGS INC COM 69366M104 14 4,200X 4,200
PACCAR INC COM 693718108 315 7,935X 7,935
PACIFIC CENTY FINL CORP COM 694058108 27 1,815X 1,815
PACIFICARE HEALTH SYS DEL COM 695112102 55 913X 913
PACTIV CORP COM 695257105 110 13,951X 13,951
PAINE WEBBER GROUP INC COM 695629105 467 10,255X 10,255
PALL CORP COM 696429307 162 8,733X 8,733
PARAMETRIC TECHNOLOGY CORP COM 699173100 239 21,720X 21,720
PARK PL ENTMT CORP COM 700690100 71 5,855X 5,855
PARKER HANNIFIN CORP COM 701094104 263 7,665X 7,665
PAXAR CORP COM 704227107 26 2,142X 2,142
PAYCHEX INC COM 704326107 1,268 30,188X 30,188
PENNEY J C INC COM 708160106 353 19,171X 19,171
PENTAIR INC COM 709631105 28 800X 800
PEOPLESOFT INC COM 712713106 330 19,703X 19,703
PEP BOYS MANNY MOE & JACK COM 713278109 45 7,574X 7,574
PEPSICO INC COM 713448108 4,624 104,046X 104,046
PERKINELMER INC COM 714046109 229 3,460X 3,460
PFIZER INC COM 717081103 21,980 457,919X 457,919
PHARMACIA CORP COM 71713U102 5,040 97,517X 97,517
PHELPS DODGE CORP COM 717265102 271 7,275X 7,275
PHILIP MORRIS COS INC COM 718154107 4,421 166,440X 166,440
PHILLIPS PETE CO COM 718507106 885 17,460X 17,460
PHILLIPS VAN HEUSEN CORP COM 718592108 4 465X 465
PHOENIX TECHNOLOGY LTD COM 719153108 8 505X 505
PHYCOR INC COM 71940F100 2 2,900X 2,900
PIER 1 IMPORTS INC COM 720279108 38 3,848X 3,848
PINNACLE ENTMT INC COM 723456109 6 285X 285
PINNACLE WEST CAP CORP COM 723484101 203 6,005X 6,005
PIONEER GROUP INC COM 723684106 49 1,145X 1,145
PIONEER NAT RES CO COM 723787107 48 3,800X 3,800
PITNEY BOWES INC COM 724479100 753 18,820X 18,820
PIXAR COM 725811103 46 1,300X 1,300
PLACER DOME INC COM 725906101 187 19,518X 19,518
POLICY MGMT SYS CORP COM 731108106 20 1,305X 1,305
POMEROY COMPUTER RES COM 731822102 7 480X 480
POPULAR INC COM 733174106 60 3,145X 3,145
POWERWAVE TECHNOLOGIES INC COM 739363109 13 300X 300
PRAXAIR INC COM 74005P104 445 11,890X 11,890
PRICE T ROWE & ASSOCIATES COM 741477103 454 10,685X 10,685
PRIDE INTL INC COM 741932107 45 1,825X 1,825
PRISON RLTY TR COM 74264N105 5 1,717X 1,717
PRIORITY HEALTHCARE CORP CL B 74264T102 13 173X 173
PROCTER & GAMBLE CO COM 742718109 5,419 94,652X 94,652
PROGRESSIVE CORP OHIO COM 743315103 356 4,810X 4,810
PROVIDIAN FINL CORP COM 74406A102 931 10,340X 10,340
PSINET INC COM 74437C101 77 3,080X 3,080
PUBLIC SVC ENTERPRISE GROUP COM 744573106 606 17,500X 17,500
PULTE CORP COM 745867101 53 2,465X 2,465
QLOGIC CORP COM 747277101 114 1,720X 1,720
QUAKER OATS CO COM 747402105 707 9,410X 9,410
QUALCOMM INC COM 747525103 3,071 51,180X 51,180
QUANTUM CORP COM DSSG 747906204 45 4,667X 4,667
QUANTUM CORP COM HDDG 747906303 31 2,793X 2,793
QUINTILES TRANSNATIONAL CORP COM 748767100 125 8,881X 8,881
R & B FALCON CORP COM 7.49E+105 87 3,710X 3,710
QWEST COMMUNICATIONS INTL INC COM 749121109 318 6,393X 6,393
RPM INC OHIO COM 749685103 5 462X 462
RSA SEC INC COM 749719100 72 1,040X 1,040
RF MICRODEVICES INC COM 749941100 28 325X 325
RADIOSHACK CORP COM 750438103 640 13,516X 13,516
RAMBUS INC DEL COM 750917106 560 5,440X 5,440
RALCORP HLDGS INC NEW COM 751028101 21 1,700X 1,700
RALSTON PURINA CO COM RAL-PUR GP 751277302 442 22,179X 22,179
RATIONAL SOFTWARE CORP COM NEW 75409P202 233 2,510X 2,510
RAYMOND JAMES FINANCIAL INC COM 754730109 2 95X 95
RAYTHEON CO CL B 755111408 479 24,865X 24,865
READERS DIGEST ASSN INC CL A NON VTG 755267101 98 2,470X 2,470
REALNETWORKS INC COM 75605L104 33 650X 650
REEBOK INTL LTD COM 758110100 107 6,740X 6,740
REGIONS FINL CORP COM 758940100 362 18,213X 18,213
RELIANCE GROUP HOLDINGS INC COM 759464100 1 1,000X 1,000
RELIANT ENERGY INC COM 75952J108 693 23,450X 23,450
RELIASTAR FINL CORP COM 75952U103 126 2,411X 2,411
REMEDY CORP COM 759548100 21 385X 385
RENAISSANCE WORLDWIDE INC COM 75968A109 1 345X 345
REYNOLDS R J TOB HLDGS INC COM 76182K105 75 2,693X 2,693
RIGGS NATL CORP WASH DC COM 766570105 9 688X 688
RITE AID CORP COM 767754104 129 19,640X 19,640
ROBERT HALF INTL INC COM 770323103 143 5,030X 5,030
ROCKWELL INTL CORP NEW COM 773903109 447 14,175X 14,175
ROHM & HAAS CO COM 775371107 481 13,941X 13,941
ROLLINS INC COM 775711104 9 585X 585
ROSLYN BANCORP INC COM 778162107 53 3,200X 3,200
ROSS STORES INC COM 778296103 69 4,065X 4,065
ROUSE CO COM 779273101 32 1,295X 1,295
ROWAN COS INC COM 779382100 240 7,900X 7,900
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 6,803 110,500X 110,500
RYERSON TULL INC NEW COM 78375P107 54 5,161X 5,161
SBC COMMUNICATIONS INC COM 78387G103 10,696 247,305X 247,305
SCI SYS INC COM 783890106 118 3,010X 3,010
SDL INC COM 784076101 371 1,300X 1,300
SEI INVESTMENTS CO COM 784117103 48 1,200X 1,200
SLM HLDG CORP COM 78442A109 486 12,970X 12,970
S1 CORPORATION COM 78463B101 5 200X 200
SABRE HLDGS CORP CL A 785905100 301 10,577X 10,577
SAFECO CORP COM 786429100 189 9,495X 9,495
SAFEGUARD SCIENTIFICS INC COM 786449108 76 2,360X 2,360
SAFEWAY INC COM NEW 786514208 1,643 36,399X 36,399
ST JOE CO COM 790148100 15 505X 505
ST JUDE MED INC COM 790849103 324 7,065X 7,065
ST PAUL COS INC COM 792860108 601 17,607X 17,607
SAKS INC COM 79377W108 38 3,600X 3,600
SANMINA CORP COM 800907107 876 10,240X 10,240
SAPIENT CORP COM 803062108 346 3,240X 3,240
SARA LEE CORP COM 803111103 1,320 68,335X 68,335
SCHERING PLOUGH CORP COM 806605101 5,461 108,145X 108,145
SCHLUMBERGER LTD COM 806857108 2,349 31,481X 31,481
SCHULMAN A INC COM 808194104 16 1,368X 1,368
SCHWAB CHARLES CORP NEW COM 808513105 3,087 91,803X 91,803
SCIENTIFIC ATLANTA INC COM 808655104 878 11,790X 11,790
SCOTTISH PWR PLC SPON ADR FINAL 81013T705 163 4,872X 4,872
SCRIPPS E W CO OHIO CL A 811054204 22 440X 440
SEAGATE TECHNOLOGY COM 811804103 922 16,761X 16,761
SEAGRAM LTD COM 811850106 1,346 23,200X 23,200
SEALED AIR CORP NEW COM 81211K100 360 6,882X 6,882
SEARS ROEBUCK & CO COM 812387108 903 27,670X 27,670
SEGUE SOFTWARE INC COM 815807102 1 140X 140
SEMPRA ENERGY COM 816851109 248 14,581X 14,581
SEPRACOR INC COM 817315104 162 1,340X 1,340
SERVICE CORP INTL COM 817565104 14 4,524X 4,524
SERVICEMASTER CO COM 81760N109 15 1,335X 1,335
SHAW INDS INC COM 820286102 31 2,445X 2,445
SHERWIN WILLIAMS CO COM 824348106 280 13,210X 13,210
SIEBEL SYS INC COM 826170102 2,180 13,330X 13,330
SIGMA ALDRICH CORP COM 826552101 227 7,770X 7,770
SIMON PPTY GROUP INC NEW COM 828806109 25 1,122X 1,122
SKYWEST INC COM 830879102 11 300X 300
SMITH INTL INC COM 832110100 105 1,445X 1,445
SMUCKER J M CO CL A 832696108 6 325X 325
SMURFIT-STONE CONTAINER CORP COM 832727101 46 3,566X 3,566
SNYDER COMMUNICATIONS INC COM SNC 832914105 44 1,865X 1,865
SOLECTRON CORP COM 834182107 1,722 41,130X 41,130
SONOCO PRODS CO COM 835495102 41 1,984X 1,984
SOUTHDOWN INC COM 841297104 31 538X 538
SOUTHERN CO COM 842587107 1,221 52,355X 52,355
SOUTHTRUST CORP COM 844730101 262 11,583X 11,583
SOUTHWEST AIRLS CO COM 844741108 653 34,462X 34,462
SOVEREIGN BANCORP INC COM 845905108 43 6,161X 6,161
SPRINT CORP COM FON GROUP 852061100 3,065 60,096X 60,096
SPRINT CORP PCS COM SER 1 852061506 3,517 59,108X 59,108
STANDARD REGISTER CO COM 853887107 8 565X 565
STANLEY WKS COM 854616109 148 6,225X 6,225
STAPLES INC COM 855030102 564 36,683X 36,683
STARBUCKS CORP COM 855244109 516 13,515X 13,515
STATE AUTO FINL CORP COM 855707105 3 260X 260
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 26 806X 806
STATE STR CORP COM 857477103 1,297 12,230X 12,230
STERIS CORP COM 859152100 26 2,962X 2,962
STEWART & STEVENSON SVCS INC COM 860342104 18 1,200X 1,200
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 40 3,675X 3,675
STRYKER CORP COM 863667101 140 3,210X 3,210
SUMMIT BANCORP COM 866005101 377 15,323X 15,323
SUN MICROSYSTEMS INC COM 866810104 10,424 114,630X 114,630
SUNBEAM CORP COM 867071102 10 2,929X 2,929
SUNGARD DATA SYS INC COM 867363103 110 3,545X 3,545
SUNOCO INC COM 86764P109 177 6,025X 6,025
SUNTRUST BKS INC COM 867914103 1,096 23,988X 23,988
SUPERIOR INDS INTL INC COM 868168105 5 200X 200
SUPERVALU INC COM 868536103 162 8,487X 8,487
SYBASE INC COM 871130100 73 3,185X 3,185
SYBRON INTL CORP COM 87114F106 14 705X 705
SYCAMORE NETWORKS INC COM 871206108 121 1,095X 1,095
SYLVAN LEARNING SYS INC COM 871399101 16 1,175X 1,175
SYMANTEC CORP COM 871503108 70 1,305X 1,305
SYMBOL TECHNOLOGIES INC COM 871508107 181 3,250X 3,250
SYNALLOY CP DEL COM 871565107 1 160X 160
SYNOPSYS INC COM 871607107 74 2,155X 2,155
SYNOVUS FINL CORP COM 87161C105 415 23,554X 23,554
SYSCO CORP COM 871829107 1,112 26,405X 26,405
SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 1 60X 60
TCF FINL CORP COM 872275102 43 1,670X 1,670
TECO ENERGY INC COM 872375100 52 2,605X 2,605
TJX COS INC NEW COM 872540109 449 23,945X 23,945
TRW INC COM 872649108 385 8,870X 8,870
TXU CORP COM 873168108 613 20,766X 20,766
TARGET CORP COM 8.76E+110 1,872 32,275X 32,275
TAUBMAN CTRS INC COM 876664103 7 610X 610
TECH DATA CORP COM 878237106 12 265X 265
TECHNE CORP COM 878377100 13 100X 100
TECUMSEH PRODS CO CL A 878895200 11 300X 300
TEKTRONIX INC COM 879131100 192 2,600X 2,600
TELEFLEX INC COM 879369106 30 800X 800
TELEPHONE & DATA SYS INC COM 879433100 119 1,185X 1,185
TELLABS INC COM 879664100 2,021 29,530X 29,530
TELXON CORP COM 879700102 7 395X 395
TEMPLE INLAND INC COM 879868107 167 3,965X 3,965
TENET HEALTHCARE CORP COM 88033G100 690 25,555X 25,555
TERADYNE INC COM 880770102 949 12,910X 12,910
TEXACO INC COM 881694103 2,057 38,633X 38,633
TEXAS INSTRS INC COM 882508104 8,166 118,890X 118,890
TEXTRON INC COM 883203101 549 10,110X 10,110
THERMO ELECTRON CORP COM 883556102 249 11,838X 11,838
THERMO INSTR SYS INC COM 883559106 16 840X 840
3COM CORP COM 885535104 1,512 26,245X 26,245
TIDEWATER INC COM 886423102 83 2,300X 2,300
TIFFANY & CO NEW COM 886547108 346 5,125X 5,125
TIME WARNER INC COM 887315109 7,063 92,930X 92,930
TIMKEN CO COM 887389104 104 5,585X 5,585
TOOTSIE ROLL INDS INC COM 890516107 12 350X 350
TORCHMARK CORP COM 891027104 227 9,195X 9,195
TORO CO COM 891092108 20 600X 600
TOSCO CORP COM NEW 891490302 318 11,230X 11,230
TOTAL SYS SVCS INC COM 891906109 12 760X 760
TOYS R US INC COM 892335100 317 21,735X 21,735
TRANSATLANTIC HLDGS INC COM 893521104 9 110X 110
TREDEGAR CORP COM 894650100 8 400X 400
TRICON GLOBAL RESTAURANTS COM 895953107 324 11,467X 11,467
TRIBUNE CO NEW COM 896047107 851 24,328X 24,328
TRIGON HEALTHCARE INC COM 89618L100 73 1,410X 1,410
TRINITY INDS INC COM 896522109 19 1,025X 1,025
TRIQUINT SEMICONDUCTOR INC COM 89674K103 19 200X 200
21ST CENTY INS GROUP COM 90130N103 15 940X 940
TYCO INTL LTD NEW COM 902124106 4,146 87,506X 87,506
TYSON FOODS INC CL A 902494103 29 3,346X 3,346
UAL CORP COM PAR $0.01 902549500 121 2,077X 2,077
UGI CORP NEW COM 902681105 10 500X 500
USX MARATHON GROUP COM NEW 902905827 583 23,245X 23,245
UST INC COM 902911106 174 11,850X 11,850
US BANCORP DEL COM 902973106 1,053 54,703X 54,703
USA NETWORKS INC COM 902984103 117 5,420X 5,420
USX-U S STL COM 90337T101 138 7,425X 7,425
UTI ENERGY CORP COM 903387108 11 285X 285
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 142 5,717X 5,717
UNIFI INC COM 904677101 33 2,670X 2,670
UNILEVER N V N Y SHS NEW 904784709 1,265 29,421X 29,421
UNICOM CORP COM 904911104 676 17,475X 17,475
UNION CARBIDE CORP COM 905581104 455 9,190X 9,190
UNION PAC CORP COM 907818108 726 19,532X 19,532
UNION PAC RES GROUP INC COM 907834105 434 19,714X 19,714
UNION PLANTERS CORP COM 908068109 287 10,268X 10,268
UNIONBANCAL CORP COM 908906100 22 1,210X 1,210
UNISYS CORP COM 909214108 334 22,965X 22,965
UNITED ASSET MGMT CORP COM 909420101 145 6,185X 6,185
UNITED STATES CELLULAR CORP COM 911684108 41 655X 655
US AIRWAYS GROUP INC COM 911905107 225 5,760X 5,760
U S INDS INC NEW COM 912080108 54 4,435X 4,435
U S WEST INC NEW COM 91273H101 3,341 38,962X 38,962
UNITED TECHNOLOGIES CORP COM 913017109 1,951 33,141X 33,141
UNITED TELEVISION INC COM 913066106 10 80X 80
UNITEDHEALTH GROUP INC COM 91324P102 988 11,519X 11,519
UNITRIN INC COM 913275103 40 1,365X 1,365
UNIVERSAL CORP VA COM 913456109 22 1,050X 1,050
UNIVERSAL FOODS CORP COM 913538104 17 905X 905
UNIVISION COMMUNICATIONS INC CL A 914906102 224 2,165X 2,165
UNOCAL CORP COM 915289102 580 17,495X 17,495
UNUMPROVIDENT CORP COM 91529Y106 327 16,292X 16,292
URBAN SHOPPING CTRS INC COM 917060105 7 220X 220
UTILICORP UTD INC COM 918005109 59 2,990X 2,990
V F CORP COM 918204108 189 7,879X 7,879
VALERO ENERGY CORP NEW COM 91913Y100 45 1,425X 1,425
VALLEY NATL BANCORP COM 919794107 2 88X 88
VALSPAR CORP COM 920355104 20 600X 600
VARCO INTL INC DEL COM 922122106 33 1,420X 1,420
VARIAN MED SYS INC COM 92220P105 95 2,420X 2,420
VARIAN INC COM 922206107 110 2,380X 2,380
VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 149 2,380X 2,380
VERISIGN INC COM 9.23E+106 474 2,688X 2,688
VERITAS DGC INC COM 92343P107 13 500X 500
VERITAS SOFTWARE CO COM 923436109 3,179 28,125X 28,125
VIACOM INC CL B 925524308 7,309 107,183X 107,183
VIGNETTE CORP COM 926734104 157 3,020X 3,020
VISHAY INTERTECHNOLOGY INC COM 928298108 23 608X 608
VISTEON CORP COM 92839U107 123 10,119X 10,119
VISX INC DEL COM 92844S105 38 1,360X 1,360
VITESSE SEMICONDUCTOR CORP COM 928497106 276 3,750X 3,750
VOICESTREAM WIRELESS CORP COM 928615103 376 3,234X 3,234
VULCAN MATLS CO COM 929160109 300 7,025X 7,025
WACHOVIA CORP COM 929771103 781 14,395X 14,395
WAL MART STORES INC COM 931142103 16,976 294,595X 294,595
WALGREEN CO COM 931422109 2,363 73,420X 73,420
WALLACE COMPUTER SERVICES INC COM 932270101 19 1,900X 1,900
WARNACO GROUP INC CL A 934390105 27 3,465X 3,465
WASHINGTON FED INC COM 938824109 18 976X 976
WASHINGTON MUT INC COM 939322103 1,158 40,093X 40,093
WASHINGTON POST CO CL B 939640108 5 11X 11
WASTE MGMT INC DEL COM 94106L109 870 45,812X 45,812
WATERS CORP COM 941848103 217 1,740X 1,740
WATSON PHARMACEUTICALS INC COM 942683103 390 7,253X 7,253
WEATHERFORD INTL INC COM 947074100 122 3,077X 3,077
WEBB DEL CORP COM 947423109 3 200X 200
WEBSTER FINL CORP CONN COM 947890109 1 30X 30
WELLMAN INC COM 949702104 6 365X 365
WELLPOINT HEALTH NETWORK NEW COM 94973H108 346 4,775X 4,775
WELLS FARGO & CO NEW COM 949746101 4,556 117,587X 117,587
WERNER ENTERPRISES INC COM 950755108 6 482X 482
WESTAMERICA BANCORPORATION COM 957090103 26 1,005X 1,005
WESTERN DIGITAL CORP COM 958102105 24 4,700X 4,700
WESTPOINT STEVENS INC COM 961238102 10 925X 925
WESTVACO CORP COM 961548104 232 9,347X 9,347
WEYERHAEUSER CO COM 962166104 727 16,915X 16,915
WHIRLPOOL CORP COM 963320106 258 5,525X 5,525
WILEY JOHN & SONS INC CL A 968223206 9 385X 385
WILLAMETTE INDS INC COM 969133107 211 7,759X 7,759
WILLIAMS COS INC DEL COM 969457100 1,329 31,869X 31,869
WIND RIVER SYSTEMS INC COM 973149107 11 281X 281
WINN DIXIE STORES INC COM 974280109 145 10,155X 10,155
WINSTAR COMMUNICATIONS INC COM 975515107 70 2,078X 2,078
WISCONSIN CENT TRANSN CORP COM 976592105 20 1,500X 1,500
WOLVERINE WORLD WIDE INC COM 978097103 24 2,405X 2,405
WORLDCOM INC GA NEW COM 98157D106 9,530 207,747X 207,747
WRIGLEY WM JR CO COM 982526105 634 7,905X 7,905
WYNDHAM INTL INC CL A 983101106 9 3,500X 3,500
XILINX INC COM 983919101 1,896 22,960X 22,960
XIRCOM INC COM 983922105 38 800X 800
XEROX CORP COM 984121103 1,008 48,587X 48,587
YAHOO INC COM 984332106 4,248 34,296X 34,296
YOUNG & RUBICAM INC COM 987425105 237 4,145X 4,145
ZEBRA TECHNOLOGIES CORP CL A 989207105 13 285X 285
ZENITH NATL INS CORP COM 989390109 26 1,200X 1,200
ZIONS BANCORPORATION COM 989701107 45 985X 985
GRAND TOTAL 923,849
<S>
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