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GLOBAL CROSSING LTD COM G3921A100 6,882 222,002 X 222,002
TRANSOCEAN SEDCO FOREX INC ORD G90078109 3,116 53,152 X 53,152
A D C TELECOMMUNICATIONS COM 000886101 4,787 178,000 X 178,000
AFLAC INC COM 001055102 4,286 66,900 X 66,900
AES CORP COM 00130H105 7,885 115,116 X 115,116
AMR CORP COM 001765106 1,235 37,774 X 37,774
AT&T CORP COM 001957109 27,827 947,291 X 947,291
ABBOTT LABS COM 002824100 18,591 390,881 X 390,881
ADAPTEC INC COM 00651F108 500 25,000 X 25,000
ADOBE SYS INC COM 00724F101 4,677 30,128 X 30,128
ADVANCED MICRO DEVICES INC COM 007903107 1,856 78,550 X 78,550
AETNA INC COM 008117103 2,066 35,581 X 35,581
AGILENT TECHNOLOGIES INC COM 00846U101 5,593 114,294 X 114,294
AIR PRODS & CHEMS INC COM 009158106 2,081 57,806 X 57,806
ALBERTO CULVER CO CL B CONV 013068101 402 13,954 X 13,954
ALBERTSONS INC COM 013104104 2,242 106,772 X 106,772
ALCAN ALUMINIUM LTD NEW COM 013716105 1,598 55,210 X 55,210
ALCOA INC COM 013817101 5,527 218,338 X 218,338
ALLEGHENY TECHNOLOGIES INC COM 01741R102 372 20,545 X 20,545
ALLERGAN INC COM 018490102 2,788 33,024 X 33,024
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 455 49,500 X 49,500
ALLSTATE CORP COM 020002101 6,433 185,130 X 185,130
ALLTEL CORP COM 020039103 4,151 79,546 X 79,546
ALTERA CORP COM 021441100 4,804 100,600 X 100,600
ALZA CORP DEL COM 022615108 2,524 29,178 X 29,178
AMERADA HESS CORP COM 023551104 1,519 22,688 X 22,688
AMEREN CORP COM 023608102 1,454 34,721 X 34,721
AMERICA ONLINE INC DEL COM 02364J104 31,297 582,268 X 582,268
AMERICAN ELEC PWR INC COM 025537101 3,172 81,075 X 81,075
AMERICAN EXPRESS CO COM 025816109 20,403 335,845 X 335,845
AMERICAN GENERAL CORP COM 026351106 4,970 63,718 X 63,718
AMERICAN GREETINGS CORP CL A 026375105 283 16,169 X 16,169
AMERICAN HOME PRODS CORP COM 026609107 18,592 328,692 X 328,692
AMERICAN INTL GROUP INC COM 026874107 55,838 583,547 X 583,547
AMERICAN PWR CONVERSION CORP COM 029066107 940 49,000 X 49,000
AMGEN INC COM 031162100 18,101 259,228 X 259,228
AMSOUTH BANCORPORATION COM 032165102 1,188 95,000 X 95,000
ANADARKO PETE CORP COM 032511107 4,076 61,335 X 61,335
ANALOG DEVICES INC COM 032654105 7,398 89,600 X 89,600
ANDREW CORP COM 034425108 536 20,477 X 20,477
ANHEUSER BUSCH COS INC COM 035229103 9,659 228,270 X 228,270
AON CORP COM 037389103 2,524 64,303 X 64,303
APACHE CORP COM 037411105 1,821 30,796 X 30,796
APPLE COMPUTER INC COM 037833100 2,110 81,958 X 81,958
APPLIED MATLS INC COM 038222105 12,129 204,496 X 204,496
ARCHER DANIELS MIDLAND CO COM 039483102 1,377 159,626 X 159,626
ARMSTRONG HLDGS INC COM 042384107 121 10,137 X 10,137
ASHLAND INC COM 044204105 592 17,574 X 17,574
ASSOCIATES FIRST CAP CORP CL A 046008108 6,980 183,681 X 183,681
AUTODESK INC COM 052769106 367 14,445 X 14,445
AUTOMATIC DATA PROCESSING INC COM 053015103 10,576 158,149 X 158,149
AUTOZONE INC COM 053332102 731 32,236 X 32,236
AVERY DENNISON CORP COM 053611109 1,303 28,103 X 28,103
AVON PRODS INC COM 054303102 2,446 59,849 X 59,849
BB&T CORP COM 054937107 3,038 100,855 X 100,855
BMC SOFTWARE INC COM 055921100 1,191 62,285 X 62,285
BAKER HUGHES INC COM 057224107 3,097 83,417 X 83,417
BALL CORP COM 058498106 229 7,231 X 7,231
BANK OF AMERICA CORPORATION COM 060505104 21,698 414,291 X 414,291
BANK NEW YORK INC COM 064057102 10,432 186,078 X 186,078
BANK ONE CORP COM 06423A103 11,256 291,414 X 291,414
BARD C R INC COM 067383109 543 12,851 X 12,851
BARRICK GOLD CORP COM 067901108 1,522 99,829 X 99,829
BAUSCH & LOMB INC COM 071707103 524 13,453 X 13,453
BAXTER INTL INC COM 071813109 5,879 73,656 X 73,656
BEAR STEARNS COS INC COM 073902108 1,708 27,111 X 27,111
BECTON DICKINSON & CO COM 075887109 1,687 63,826 X 63,826
BED BATH & BEYOND INC COM 075896100 1,739 71,300 X 71,300
BELLSOUTH CORP COM 079860102 19,021 472,579 X 472,579
BEMIS INC COM 081437105 429 13,349 X 13,349
BEST BUY INC COM 086516101 3,315 52,100 X 52,100
BESTFOODS COM 08658U101 5,089 69,958 X 69,958
BETHLEHEM STL CORP COM 087509105 98 32,600 X 32,600
BIOGEN INC COM 090597105 2,275 37,300 X 37,300
BIOMET INC COM 090613100 1,570 44,853 X 44,853
BLACK & DECKER CORP COM 091797100 717 20,983 X 20,983
BLOCK H & R INC COM 093671105 915 24,693 X 24,693
BOEING CO COM 097023105 14,255 226,274 X 226,274
BOISE CASCADE CORP COM 097383103 384 14,452 X 14,452
BOSTON SCIENTIFIC CORP COM 101137107 1,684 102,462 X 102,462
BRIGGS & STRATTON CORP COM 109043109 205 5,422 X 5,422
BRISTOL MYERS SQUIBB CO COM 110122108 28,317 495,704 X 495,704
BROADCOM CORP CL A 111320107 13,650 56,000 X 56,000
BROWN FORMAN CORP CL B 115637209 951 17,365 X 17,365
BRUNSWICK CORP COM 117043109 403 22,093 X 22,093
BURLINGTON NORTHN SANTA FE CP COM 12189T104 2,198 101,951 X 101,951
BURLINGTON RES INC COM 122014103 2,000 54,340 X 54,340
CIGNA CORP COM 125509109 4,154 39,790 X 39,790
CIT GROUP INC CL A 125577106 1,159 66,200 X 66,200
CMS ENERGY CORP COM 125896100 746 27,700 X 27,700
C P & L ENERGY INC COM 12614C106 1,677 40,234 X 40,234
CSX CORP COM 126408103 1,204 55,196 X 55,196
CVS CORP COM 126650100 4,564 98,552 X 98,552
CABLETRON SYS INC COM 126920107 1,364 46,440 X 46,440
CAMPBELL SOUP CO COM 134429109 2,748 106,205 X 106,205
CAPITAL ONE FINL CORP COM 14040H105 3,474 49,580 X 49,580
CARDINAL HEALTH INC COM 14149Y108 6,181 70,088 X 70,088
CARNIVAL CORP COM 143658102 3,657 148,508 X 148,508
CATERPILLAR INC DEL COM 149123101 2,945 87,249 X 87,249
CENDANT CORP COM 151313103 1,991 183,123 X 183,123
CENTEX CORP COM 152312104 474 14,757 X 14,757
CENTURYTEL INC COM 156700106 965 35,400 X 35,400
CERIDIAN CORP COM 15677T106 1,028 36,634 X 36,634
CHARTER ONE FINL INC COM 160903100 1,291 52,950 X 52,950
CHASE MANHATTAN CORP NEW COM 16161A108 15,244 330,055 X 330,055
CHEVRON CORPORATION COM 166751107 14,032 164,595 X 164,595
CHUBB CORP COM 171232101 3,485 44,050 X 44,050
CINCINNATI FINL CORP COM 172062101 1,443 40,652 X 40,652
CINERGY CORP COM 172474108 1,324 40,041 X 40,041
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 1,189 51,676 X 51,676
CISCO SYS INC COM 17275R102 98,872 1,789,544 X 1,789,544
CITIGROUP INC COM 172967101 61,331 1,134,449 X 1,134,449
CITRIX SYS INC COM 177376100 941 46,900 X 46,900
CLEAR CHANNEL COMMUNICATIONS COM 184502102 8,341 147,623 X 147,623
CLOROX CO DEL COM 189054109 2,338 59,086 X 59,086
COASTAL CORP COM 190441105 4,009 54,088 X 54,088
COCA COLA CO COM 191216100 34,433 624,640 X 624,640
COCA COLA ENTERPRISES INC COM 191219104 1,682 105,561 X 105,561
COLGATE PALMOLIVE CO COM 194162103 6,836 144,832 X 144,832
COLUMBIA ENERGY GROUP COM 197648108 1,425 20,074 X 20,074
COMCAST CORP CL A SPL 200300200 9,341 228,174 X 228,174
COMERICA INC COM 200340107 2,305 39,443 X 39,443
COMPAQ COMPUTER CORP COM 204493100 11,821 428,609 X 428,609
COMPUTER ASSOC INTL INC COM 204912109 3,753 149,017 X 149,017
COMPUTER SCIENCES CORP COM 205363104 3,151 42,441 X 42,441
COMPUWARE CORP COM 205638109 771 92,020 X 92,020
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 4,244 39,300 X 39,300
CONAGRA INC COM 205887102 2,697 134,437 X 134,437
CONEXANT SYSTEMS INC COM 207142100 2,404 57,400 X 57,400
CONOCO INC CL B 208251405 4,231 157,056 X 157,056
CONSECO INC COM 208464107 625 81,918 X 81,918
CONSOLIDATED EDISON INC COM 209115104 1,826 53,509 X 53,509
CONSOLIDATED STORES CORP COM 210149100 379 28,102 X 28,102
CONSTELLATION ENERGY CORP COM 210371100 1,882 37,836 X 37,836
CONVERGYS CORP COM 212485106 1,508 38,800 X 38,800
COOPER INDS INC COM 216669101 828 23,499 X 23,499
COOPER TIRE & RUBR CO COM 216831107 181 17,979 X 17,979
COORS ADOLPH CO CL B 217016104 584 9,236 X 9,236
CORNING INC COM 219350105 22,012 74,113 X 74,113
COSTCO WHSL CORP NEW COM 22160K105 3,937 112,698 X 112,698
COUNTRYWIDE CR INDS INC DEL COM 222372104 1,091 28,905 X 28,905
CRANE CO COM 224399105 352 15,386 X 15,386
CROWN CORK & SEAL INC COM 228255105 340 31,817 X 31,817
CUMMINS ENGINE INC COM 231021106 313 10,441 X 10,441
DTE ENERGY CO COM 233331107 1,375 35,937 X 35,937
DANA CORP COM 235811106 808 37,588 X 37,588
DANAHER CORP DEL COM 235851102 1,777 35,718 X 35,718
DARDEN RESTAURANTS INC COM 237194105 644 30,934 X 30,934
DEERE & CO COM 244199105 1,966 59,130 X 59,130
DELL COMPUTER CORP COM 247025109 20,103 652,414 X 52,414
DELPHI AUTOMOTIVE SYS CORP COM 247126105 2,138 141,331 X 141,331
DELTA AIR LINES INC DEL COM 247361108 1,373 30,938 X 30,938
DELUXE CORP COM 248019101 369 18,176 X 18,176
DEVON ENERGY CORP NEW COM 25179M103 1,937 32,200 X 32,200
DILLARDS INC CL A 254067101 251 23,604 X 23,604
DISNEY WALT CO COM DISNEY 254687106 20,106 525,660 X 525,660
DOLLAR GEN CORP COM 256669102 1,388 82,891 X 82,891
DOMINION RES INC VA NEW COM 25746U109 3,483 59,995 X 59,995
DONNELLEY R R & SONS CO COM 257867101 755 30,737 X 30,737
DOVER CORP COM 260003108 2,403 51,205 X 51,205
DOW CHEM CO COM 260543103 4,262 170,915 X 170,915
DOW JONES & CO INC COM 260561105 1,336 22,086 X 22,086
DU PONT E I DE NEMOURS & CO COM 263534109 10,897 262,970 X 262,970
DUKE ENERGY CORP COM 264399106 7,955 92,764 X 92,764
DUN & BRADSTREET CORP DEL COM 26483B106 1,407 40,850 X 40,850
E M C CORP MASS COM 268648102 54,502 549,828 X 549,828
EASTERN ENTERPRISES COM 27637F100 442 6,921 X 6,921
EASTMAN CHEM CO COM 277432100 712 19,273 X 19,273
EASTMAN KODAK CO COM 277461109 3,176 77,693 X 77,693
EATON CORP COM 278058102 1,126 18,266 X 18,266
ECOLAB INC COM 278865100 1,165 32,314 X 32,314
EDISON INTL COM 281020107 1,586 82,125 X 82,125
EL PASO ENERGY CORP DEL COM 283905107 3,611 58,596 X 58,596
ELECTRONIC DATA SYS NEW COM 285661104 4,883 117,651 X 117,651
EMERSON ELEC CO COM 291011104 7,216 107,701 X 107,701
ENGELHARD CORP COM 292845104 525 32,279 X 32,279
ENRON CORP COM 293561106 16,325 186,302 X 186,302
ENTERGY CORP NEW COM 29364G103 2,094 56,225 X 56,225
EQUIFAX INC COM 294429105 960 35,631 X 35,631
EXXON MOBIL CORP COM 30231G102 78,297 878,513 X 878,513
F M C CORP COM NEW 302491303 512 7,631 X 7,631
FPL GROUP INC COM 302571104 2,943 44,766 X 44,766
FEDERAL HOME LN MTG CORP COM 313400301 9,473 175,232 X 175,232
FEDERAL NATL MTG ASSN COM 313586109 18,157 253,943 X 253,943
FEDERATED DEPT STORES INC DEL COM 31410H101 1,371 52,489 X 52,489
FEDEX CORP COM 31428X106 3,188 71,898 X 71,898
FIFTH THIRD BANCORP COM 316773100 6,319 117,286 X 117,286
FIRST DATA CORP COM 319963104 3,992 102,202 X 102,202
FIRST UN CORP COM 337358105 7,993 248,328 X 248,328
FIRSTAR CORP NEW WIS COM 33763V109 5,406 241,629 X 241,629
FIRSTENERGY CORP COM 337932107 1,552 57,610 X 57,610
FLEETBOSTON FINL CORP COM 339030108 8,876 227,597 X 227,597
FLORIDA PROGRESS CORP COM 341109106 1,318 24,900 X 24,900
FLUOR CORP COM 343861100 572 19,073 X 19,073
FORD MTR CO DEL COM PAR $0.01 345370860 12,082 477,305 X 477,305
FORT JAMES CORP COM 347471104 1,577 51,607 X 51,607
FORTUNE BRANDS INC COM 349631101 1,048 39,555 X 39,555
FRANKLIN RES INC COM 354613101 2,729 61,425 X 61,425
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 340 38,568 X 38,568
GPU INC COM 36225X100 993 30,612 X 30,612
GANNETT INC COM 364730101 3,522 66,457 X 66,457
GAP INC DEL COM 364760108 4,312 214,280 X 214,280
GATEWAY INC COM 367626108 3,795 81,176 X 81,176
GENERAL DYNAMICS CORP COM 369550108 3,148 50,112 X 50,112
GENERAL ELEC CO COM 369604103 144,087 2,497,719 X 2,497,719
GENERAL MLS INC COM 370334104 2,555 71,982 X 71,982
GENERAL MTRS CORP COM 370442105 8,794 135,297 X 135,297
GENUINE PARTS CO COM 372460105 841 44,112 X 44,112
GEORGIA PAC CORP COM GA PAC GRP 373298108 1,010 42,966 X 42,966
GILLETTE CO COM 375766102 8,198 265,514 X 265,514
GOLDEN WEST FINL CORP DEL COM 381317106 2,138 39,874 X 39,874
GOODRICH B F CO COM 382388106 1,006 25,668 X 25,668
GOODYEAR TIRE & RUBR CO COM 382550101 710 39,444 X 39,444
GRACE W R & CO DEL NEW COM 38388F108 116 16,878 X 16,878
GRAINGER W W INC COM 384802104 623 23,687 X 23,687
GREAT LAKES CHEM CORP COM 390568103 386 13,154 X 13,154
GUIDANT CORP COM 401698105 5,470 77,378 X 77,378
HCA-HEALTHCARE CO COM 404119109 5,225 140,734 X 140,734
HALLIBURTON CO COM 406216101 5,496 112,302 X 112,302
HARCOURT GEN INC COM 41163G101 1,089 18,466 X 18,466
HARLEY DAVIDSON INC COM 412822108 3,658 76,400 X 76,400
HARRAHS ENTMT INC COM 413619107 808 29,389 X 29,389
HARTFORD FINL SVCS GROUP INC COM 416515104 4,122 56,514 X 56,514
HASBRO INC COM 418056107 495 43,299 X 43,299
HEALTHSOUTH CORP COM 421924101 790 97,176 X 97,176
HEINZ H J CO COM 423074103 3,246 87,588 X 87,588
HERCULES INC COM 427056106 383 27,105 X 27,105
HERSHEY FOODS CORP COM 427866108 1,863 34,429 X 34,429
HEWLETT PACKARD CO COM 428236103 24,400 251,542 X 251,542
HILTON HOTELS CORP COM 432848109 1,076 93,028 X 93,028
HOME DEPOT INC COM 437076102 30,988 583,983 X 583,983
HOMESTAKE MNG CO COM 437614100 344 66,299 X 66,299
HONEYWELL INTL INC COM 438516106 7,194 201,931 X 201,931
HOUSEHOLD INTL INC COM 441815107 6,743 119,088 X 119,088
HUMANA INC COM 444859102 451 41,945 X 41,945
HUNTINGTON BANCSHARES INC COM 446150104 929 63,260 X 63,260
IMS HEALTH INC COM 449934108 1,556 74,996 X 74,996
ITT INDS INC IND COM 450911102 717 22,099 X 22,099
ILLINOIS TOOL WKS INC COM 452308109 4,253 76,124 X 76,124
INCO LTD COM 453258402 739 45,844 X 45,844
INGERSOLL-RAND CO COM 456866102 1,379 40,707 X 40,707
INTEL CORP COM 458140100 70,368 1,693,056 X 1,693,056
INTERNATIONAL BUSINESS MACHS COM 459200101 49,949 443,994 X 443,994
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 460 25,195 X 25,195
INTL PAPER CO COM 460146103 3,498 121,945 X 121,945
INTERPUBLIC GROUP COS INC COM 460690100 2,641 77,546 X 77,546
JDS UNIPHASE CORP COM 46612J101 22,346 236,000 X 236,000
JEFFERSON PILOT CORP COM 475070108 1,766 26,024 X 26,024
JOHNSON & JOHNSON COM 478160104 32,937 350,622 X 350,622
JOHNSON CTLS INC COM 478366107 1,153 21,681 X 21,681
KLA-TENCOR CORP COM 482480100 1,930 46,856 X 46,856
K MART CORP COM 482584109 726 120,935 X 120,935
KAUFMAN & BROAD HOME CORP COM 486168107 324 12,042 X 12,042
KELLOGG CO COM 487836108 2,474 102,265 X 102,265
KERR MCGEE CORP COM 492386107 1,577 23,805 X 23,805
KEYCORP NEW COM 493267108 2,749 108,599 X 108,599
KEYSPAN CORP COM 49337W100 1,356 33,800 X 33,800
KIMBERLY CLARK CORP COM 494368103 7,575 135,730 X 135,730
KNIGHT RIDDER INC COM 499040103 969 19,075 X 19,075
KOHLS CORP COM 500255104 4,799 83,184 X 83,184
KROGER CO COM 501044101 4,697 208,158 X 208,158
LSI LOGIC CORP COM 502161102 2,292 78,348 X 78,348
LEGGETT & PLATT INC COM 524660107 786 49,700 X 49,700
LEHMAN BROS HLDGS INC COM 524908100 4,522 30,604 X 30,604
LEXMARK INTL NEW CL A 529771107 1,204 32,100 X 32,100
LILLY ELI & CO COM 532457108 23,104 284,799 X 284,799
LIMITED INC COM 532716107 2,401 108,832 X 108,832
LINCOLN NATL CORP IND COM 534187109 2,319 48,184 X 48,184
LINEAR TECHNOLOGY CORP COM 535678106 5,076 78,400 X 78,400
LIZ CLAIBORNE INC COM 539320101 518 13,465 X 13,465
LOCKHEED MARTIN CORP COM 539830109 3,546 107,570 X 107,570
LOEWS CORP COM 540424108 2,077 24,908 X 24,908
LOUISIANA PAC CORP COM 546347105 241 26,206 X 26,206
LOWES COS INC COM 548661107 4,331 96,518 X 96,518
LUCENT TECHNOLOGIES INC COM 549463107 25,737 842,124 X 842,124
MBIA INC COM 55262C100 1,763 24,789 X 24,789
MBNA CORP COM 55262L100 8,271 214,844 X 214,844
MGIC INVT CORP WIS COM 552848103 1,638 26,802 X 26,802
MALLINCKRODT INC NEW COM 561232109 769 16,865 X 16,865
MANOR CARE INC NEW COM 564055101 406 25,900 X 25,900
MARSH & MCLENNAN COS INC COM 571748102 9,091 68,479 X 68,479
MARRIOTT INTL INC NEW CL A 571903202 2,205 60,524 X 60,524
MASCO CORP COM 574599106 2,146 115,214 X 115,214
MATTEL INC COM 577081102 1,202 107,452 X 107,452
MAXIM INTEGRATED PRODS INC COM 57772K101 5,735 71,300 X 71,300
MAY DEPT STORES CO COM 577778103 1,643 80,166 X 80,166
MAYTAG CORP COM 578592107 605 19,485 X 19,485
MCDERMOTT INTL INC COM 580037109 165 14,957 X 14,957
MCDONALDS CORP COM 580135101 10,057 333,158 X 333,158
MCGRAW HILL COS INC COM 580645109 3,119 49,076 X 49,076
MCKESSON HBOC INC COM 58155Q103 2,188 71,587 X 71,587
MEAD CORP COM 582834107 608 25,997 X 25,997
MEDIMMUNE INC COM 584699102 4,087 52,900 X 52,900
MEDTRONIC INC COM 585055106 15,651 302,074 X 302,074
MELLON FINL CORP COM 58551A108 5,707 123,072 X 123,072
MERCK & CO INC COM 589331107 43,186 580,166 X 580,166
MERCURY INTERACTIVE CORP COM 589405109 3,151 20,100 X 20,100
MEREDITH CORP COM 589433101 379 12,845 X 12,845
MERRILL LYNCH & CO INC COM 590188108 13,374 202,638 X 202,638
MICROSOFT CORP COM 594918104 80,037 1,327,032 X 1,327,032
MICRON TECHNOLOGY INC COM 595112103 6,550 142,394 X 142,394
MILLIPORE CORP COM 601073109 564 11,641 X 11,641
MINNESOTA MNG & MFG CO COM 604059105 9,091 99,766 X 99,766
MOLEX INC COM 608554101 2,695 49,500 X 49,500
MORGAN J P & CO INC COM 616880100 6,545 40,060 X 40,060
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 25,938 283,664 X 283,664
MOTOROLA INC COM 620076109 15,536 549,941 X 549,941
NCR CORP NEW COM 62886E108 915 24,200 X 24,200
NABISCO GROUP HLDG CORP COM 62952P102 2,348 82,398 X 82,398
NATIONAL CITY CORP COM 635405103 3,392 153,294 X 153,294
NATIONAL SEMICONDUCTOR CORP COM 637640103 1,805 44,852 X 44,852
NATIONAL SVC INDS INC COM 637657107 198 10,143 X 10,143
NAVISTAR INTL CORP NEW COM 63934E108 445 14,862 X 14,862
NETWORK APPLIANCE INC COM 64120L104 10,037 78,800 X 78,800
NEW YORK TIMES CO CL A 650111107 1,654 42,071 X 42,071
NEWELL RUBBERMAID INC COM 651229106 1,535 67,284 X 67,284
NEWMONT MINING CORP COM 651639106 720 42,355 X 42,355
NEXTEL COMMUNICATIONS INC CL A 65332V103 8,972 191,904 X 191,904
NIAGARA MOHAWK HLDGS INC COM 653520106 637 40,464 X 40,464
NICOR INC COM 654086107 421 11,643 X 11,643
NIKE INC CL B 654106103 2,723 67,961 X 67,961
NORDSTROM INC COM 655664100 511 32,840 X 32,840
NORFOLK SOUTHERN CORP COM 655844108 1,415 96,739 X 96,739
NORTEL NETWORKS CORP NEW COM 656568102 44,867 753,272 X 753,272
NORTHERN TR CORP COM 665859104 4,968 55,900 X 55,900
NORTHROP GRUMMAN CORP COM 666807102 1,641 18,062 X 18,062
NOVELL INC COM 670006105 815 82,011 X 82,011
NOVELLUS SYS INC COM 670008101 1,541 33,100 X 33,100
NUCOR CORP COM 670346105 617 20,479 X 20,479
OCCIDENTAL PETE CORP DEL COM 674599105 2,029 93,025 X 93,025
OFFICE DEPOT INC COM 676220106 602 77,000 X 77,000
OLD KENT FINL CORP COM 679833103 996 34,430 X 34,430
OMNICOM GROUP INC COM 681919106 3,271 44,853 X 44,853
ONEOK INC NEW COM 682680103 292 7,334 X 7,334
ORACLE CORP COM 68389X105 55,904 709,886 X 709,886
OWENS ILL INC COM NEW 690768403 341 36,844 X 36,844
PECO ENERGY CO COM 693304107 2,592 42,805 X 42,805
PG&E CORP COM 69331C108 2,355 97,346 X 97,346
PE CORP COM PE BIO GRP 69332S102 6,125 52,572 X 52,572
PNC FINL SVCS GROUP INC COM 693475105 4,737 72,871 X 72,871
PPG INDS INC COM 693506107 1,741 43,858 X 43,858
PPL CORP COM 69351T106 1,522 36,445 X 36,445
PACCAR INC COM 693718108 714 19,268 X 19,268
PACTIV CORP COM 695257105 477 42,659 X 42,659
PAINE WEBBER GROUP INC COM 695629105 2,541 37,300 X 37,300
PALL CORP COM 696429307 618 31,010 X 31,010
PALM INC COM 696642107 7,540 142,429 X 142,429
PARAMETRIC TECHNOLOGY CORP COM 699173100 751 68,637 X 68,637
PARKER HANNIFIN CORP COM 701094104 951 28,173 X 28,173
PAYCHEX INC COM 704326107 4,933 93,955 X 93,955
PENNEY J C INC COM 708160106 779 65,927 X 65,927
PEOPLES ENERGY CORP COM 711030106 295 8,831 X 8,831
PEOPLESOFT INC COM 712713106 1,970 70,506 X 70,506
PEPSICO INC COM 713448108 16,741 363,933 X 363,933
PERKINELMER INC COM 714046109 1,299 12,441 X 12,441
PFIZER INC COM 717081103 71,548 1,592,172 X 1,592,172
PHARMACIA CORP COM 71713U102 19,696 327,248 X 327,248
PHELPS DODGE CORP COM 717265102 831 19,906 X 19,906
PHILIP MORRIS COS INC COM 718154107 16,715 567,816 X 567,816
PHILLIPS PETE CO COM 718507106 4,031 64,240 X 64,240
PINNACLE WEST CAP CORP COM 723484101 1,084 21,300 X 21,300
PITNEY BOWES INC COM 724479100 2,542 64,449 X 64,449
PLACER DOME INC COM 725906101 779 82,518 X 82,518
POLAROID CORP COM 731095105 151 11,240 X 11,240
POTLATCH CORP COM 737628107 225 7,125 X 7,125
PRAXAIR INC COM 74005P104 1,489 39,848 X 39,848
PRICE T ROWE & ASSOCIATES COM 741477103 1,436 30,600 X 30,600
PROCTER & GAMBLE CO COM 742718109 22,097 329,805 X 329,805
PROGRESSIVE CORP OHIO COM 743315103 1,520 18,567 X 18,567
PROVIDIAN FINL CORP COM 74406A102 4,576 36,031 X 36,031
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2,418 54,117 X 54,117
PULTE CORP COM 745867101 335 10,139 X 10,139
QUAKER OATS CO COM 747402105 2,645 33,424 X 33,424
QUALCOMM INC COM 747525103 13,381 187,800 X 187,800
QUINTILES TRANSNATIONAL CORP COM 748767100 465 29,200 X 29,200
QWEST COMMUNICATIONS INTL INC COM 749121109 20,131 418,844 X 418,844
RADIOSHACK CORP COM 750438103 3,030 46,886 X 46,886
RALSTON PURINA CO COM RAL-PUR GP 751277302 1,835 77,488 X 77,488
RAYTHEON CO CL B 755111408 2,437 85,705 X 85,705
REEBOK INTL LTD COM 758110100 270 14,352 X 14,352
REGIONS FINL CORP COM 758940100 1,252 55,191 X 55,191
RELIANT ENERGY INC COM 75952J108 3,446 74,102 X 74,102
ROCKWELL INTL CORP NEW COM 773903109 1,415 46,778 X 46,778
ROHM & HAAS CO COM 775371107 1,587 54,602 X 54,602
ROWAN COS INC COM 779382100 690 23,782 X 23,782
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 32,411 540,744 X 540,744
RYDER SYS INC COM 783549108 276 14,967 X 14,967
SBC COMMUNICATIONS INC COM 78387G103 42,740 854,796 X 854,796
SABRE HLDGS CORP CL A 785905100 943 32,579 X 32,579
SAFECO CORP COM 786429100 878 32,225 X 32,225
SAFEWAY INC COM NEW 786514208 5,852 125,343 X 125,343
ST JUDE MED INC COM 790849103 1,083 21,227 X 21,227
ST PAUL COS INC COM 792860108 2,776 56,301 X 56,301
SANMINA CORP COM 800907107 3,567 38,100 X 38,100
SAPIENT CORP COM 803062108 1,217 29,900 X 29,900
SARA LEE CORP COM 803111103 4,455 219,335 X 219,335
SCHERING PLOUGH CORP COM 806605101 17,179 369,435 X 369,435
SCHLUMBERGER LTD COM 806857108 11,836 143,790 X 143,790
SCHWAB CHARLES CORP NEW COM 808513105 12,360 348,156 X 348,156
SCIENTIFIC ATLANTA INC COM 808655104 2,554 40,136 X 40,136
SEAGATE TECHNOLOGY COM 811804103 3,983 57,724 X 57,724
SEAGRAM LTD COM 811850106 6,321 110,058 X 110,058
SEALED AIR CORP NEW COM 81211K100 954 21,091 X 21,091
SEARS ROEBUCK & CO COM 812387108 2,803 86,452 X 86,452
SEMPRA ENERGY COM 816851109 1,072 51,498 X 51,498
SHERWIN WILLIAMS CO COM 824348106 875 40,953 X 40,953
SIEBEL SYS INC COM 826170102 11,688 105,000 X 105,000
SIGMA ALDRICH CORP COM 826552101 670 20,288 X 20,288
SNAP ON INC COM 833034101 349 14,803 X 14,803
SOLECTRON CORP COM 834182107 6,998 151,728 X 151,728
SOUTHERN CO COM 842587107 5,308 163,636 X 163,636
SOUTHTRUST CORP COM 844730101 1,333 42,400 X 42,400
SOUTHWEST AIRLS CO COM 844741108 3,048 125,678 X 125,678
SPRINT CORP COM FON GROUP 852061100 6,542 223,188 X 223,188
SPRINT CORP PCS COM SER 1 852061506 8,210 234,164 X 234,164
STANLEY WKS COM 854616109 502 21,784 X 21,784
STAPLES INC COM 855030102 1,624 114,467 X 114,467
STARBUCKS CORP COM 855244109 1,891 47,200 X 47,200
STATE STR CORP COM 857477103 5,297 40,744 X 40,744
STILWELL FINL INC COM 860831106 2,466 56,700 X 56,700
SUMMIT BANCORP COM 866005101 1,513 43,856 X 43,856
SUN MICROSYSTEMS INC COM 866810104 46,699 399,992 X 399,992
SUNOCO INC COM 86764P109 592 21,990 X 21,990
SUNTRUST BKS INC COM 867914103 3,745 75,192 X 75,192
SUPERVALU INC COM 868536103 502 33,322 X 33,322
SYNOVUS FINL CORP COM 87161C105 1,520 71,733 X 71,733
SYSCO CORP COM 871829107 3,891 84,009 X 84,009
TJX COS INC NEW COM 872540109 1,660 73,795 X 73,795
TRW INC COM 872649108 1,272 31,311 X 31,311
TXU CORP COM 873168108 2,640 66,621 X 66,621
TARGET CORP COM 87612E106 5,878 229,404 X 229,404
TEKTRONIX INC COM 879131100 929 12,094 X 12,094
TELLABS INC COM 879664100 4,935 103,356 X 103,356
TEMPLE INLAND INC COM 879868107 491 12,953 X 12,953
TENET HEALTHCARE CORP COM 88033G100 2,887 79,376 X 79,376
TERADYNE INC COM 880770102 1,530 43,700 X 43,700
TEXACO INC COM 881694103 7,302 139,089 X 139,089
TEXAS INSTRS INC COM 882508104 20,570 435,924 X 435,924
TEXTRON INC COM 883203101 1,667 36,146 X 36,146
THERMO ELECTRON CORP COM 883556102 1,137 43,743 X 43,743
THOMAS & BETTS CORP COM 884315102 252 14,452 X 14,452
TIFFANY & CO NEW COM 886547108 1,411 36,600 X 36,600
TIME WARNER INC COM 887315109 26,113 333,714 X 333,714
TIMKEN CO COM 887389104 208 15,167 X 15,167
TORCHMARK CORP COM 891027104 896 32,227 X 32,227
TOSCO CORP COM NEW 891490302 1,138 36,500 X 36,500
TOYS R US INC COM 892335100 885 54,448 X 54,448
TRICON GLOBAL RESTAURANTS COM 895953107 1,127 36,815 X 36,815
TRIBUNE CO NEW COM 896047107 3,391 77,742 X 77,742
TUPPERWARE CORP COM 899896104 262 14,554 X 14,554
TYCO INTL LTD NEW COM 902124106 22,038 424,826 X 424,826
USX MARATHON GROUP COM NEW 902905827 2,232 78,673 X 78,673
UST INC COM 902911106 935 40,864 X 40,864
US BANCORP DEL COM 902973106 4,280 188,120 X 188,120
USX-U S STL COM 90337T101 340 22,388 X 22,388
USA ED INC COM 90390U102 1,891 39,251 X 39,251
UNILEVER N V N Y SHS NEW 904784709 6,952 144,080 X 144,080
UNICOM CORP COM 904911104 2,494 44,396 X 44,396
UNION CARBIDE CORP COM 905581104 1,284 34,022 X 34,022
UNION PAC CORP COM 907818108 2,431 62,529 X 62,529
UNION PLANTERS CORP COM 908068109 1,121 33,914 X 33,914
UNISYS CORP COM 909214108 887 78,833 X 78,833
US AIRWAYS GROUP INC COM 911905107 514 16,882 X 16,882
UNITED TECHNOLOGIES CORP COM 913017109 8,172 118,012 X 118,012
UNITEDHEALTH GROUP INC COM 91324P102 3,997 40,474 X 40,474
UNOCAL CORP COM 915289102 2,173 61,321 X 61,321
UNUMPROVIDENT CORP COM 91529Y106 1,654 60,688 X 60,688
V F CORP COM 918204108 716 29,014 X 29,014
VERIZON COMMUNICATIONS COM 92343V104 33,200 685,411 X 685,411
VERITAS SOFTWARE CO COM 923436109 14,399 101,400 X 101,400
VIACOM INC CL B 925524308 22,373 382,450 X 382,450
VISTEON CORP COM 92839U107 501 33,105 X 33,105
VULCAN MATLS CO COM 929160109 1,025 25,500 X 25,500
WACHOVIA CORP COM 929771103 2,907 51,285 X 51,285
WAL MART STORES INC COM 931142103 54,202 1,126,280 X 1,126,280
WALGREEN CO COM 931422109 9,659 254,596 X 254,596
WASHINGTON MUT INC COM 939322103 5,410 135,895 X 135,895
WASTE MGMT INC DEL COM 94106L109 2,734 156,779 X 156,779
WATSON PHARMACEUTICALS INC COM 942683103 1,667 25,700 X 25,700
WELLPOINT HEALTH NETWORK NEW COM 94973H108 1,517 15,800 X 15,800
WELLS FARGO & CO NEW COM 949746101 19,069 415,101 X 415,101
WENDYS INTL INC COM 950590109 574 28,618 X 28,618
WESTVACO CORP COM 961548104 676 25,340 X 25,340
WEYERHAEUSER CO COM 962166104 2,240 55,484 X 55,484
WHIRLPOOL CORP COM 963320106 699 17,969 X 17,969
WILLAMETTE INDS INC COM 969133107 773 27,597 X 27,597
WILLIAMS COS INC DEL COM 969457100 4,718 111,679 X 111,679
WINN DIXIE STORES INC COM 974280109 511 35,531 X 35,531
WORLDCOM INC GA NEW COM 98157D106 22,005 724,461 X 724,461
WORTHINGTON INDS INC COM 981811102 201 21,399 X 21,399
WRIGLEY WM JR CO COM 982526105 2,142 28,603 X 28,603
XCEL ENERGY INC COM 98389B100 2,352 85,532 X 85,532
XILINX INC COM 983919101 7,090 82,800 X 82,800
XEROX CORP COM 984121103 2,532 168,098 X 168,098
YAHOO INC COM 984332106 12,604 138,500 X 138,500
YOUNG & RUBICAM INC COM 987425105 916 18,500 X 18,500
GRAND TOTAL 3,183,582
GLOBAL CROSSING LTD COM G3921A100 1,361 43,910X 43,910
TRANSOCEAN SEDCO FOREX INC ORD G90078109 604 10,295X 10,295
A D C TELECOMMUNICATIONS COM 000886101 976 36,300X 36,300
AFLAC INC COM 001055102 833 13,000X 13,000
AES CORP COM 00130H105 1,528 22,300X 22,300
AMR CORP COM 001765106 239 7,300X 7,300
AT&T CORP COM 001957109 5,479 186,515X 186,515
ABBOTT LABS COM 002824100 3,600 75,700X 75,700
ADOBE SYS INC COM 00724F101 963 6,200X 6,200
ADVANCED MICRO DEVICES INC COM 007903107 359 15,200X 15,200
AETNA INC COM 008117103 401 6,904X 6,904
AGILENT TECHNOLOGIES INC COM 00846U101 1,099 22,455X 22,455
AIR PRODS & CHEMS INC COM 009158106 403 11,200X 11,200
ALBERTO CULVER CO CL B CONV 013068101 118 4,100X 4,100
ALBERTSONS INC COM 013104104 435 20,722X 20,722
ALCAN ALUMINIUM LTD NEW COM 013716105 311 10,750X 10,750
ALCOA INC COM 013817101 1,071 42,296X 42,296
ALEXANDER & BALDWIN INC COM 014482103 57 2,200X 2,200
ALLERGAN INC COM 018490102 608 7,200X 7,200
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 88 9,600X 9,600
ALLSTATE CORP COM 020002101 1,246 35,858X 35,858
ALLTEL CORP COM 020039103 804 15,400X 15,400
ALTERA CORP COM 021441100 969 20,300X 20,300
ALZA CORP DEL COM 022615108 484 5,600X 5,600
AMERADA HESS CORP COM 023551104 295 4,400X 4,400
AMEREN CORP COM 023608102 281 6,700X 6,700
AMERICA ONLINE INC DEL COM 02364J104 6,138 114,200X 114,200
AMERICAN ELEC PWR INC COM 025537101 613 15,680X 15,680
AMERICAN EXPRESS CO COM 025816109 3,997 65,800X 65,800
AMERICAN GENERAL CORP COM 026351106 966 12,389X 12,389
AMERICAN HOME PRODS CORP COM 026609107 3,603 63,700X 63,700
AMERICAN INTL GROUP INC COM 026874107 10,975 114,694X 114,694
AMERICAN PWR CONVERSION CORP COM 029066107 182 9,500X 9,500
AMGEN INC COM 031162100 3,603 51,600X 51,600
AMSOUTH BANCORPORATION COM 032165102 230 18,400X 18,400
ANADARKO PETE CORP COM 032511107 791 11,908X 11,908
ANALOG DEVICES INC COM 032654105 1,470 17,800X 17,800
ANDREW CORP COM 034425108 105 4,017X 4,017
ANHEUSER BUSCH COS INC COM 035229103 1,870 44,200X 44,200
AON CORP COM 037389103 489 12,450X 12,450
APACHE CORP COM 037411105 420 7,100X 7,100
APPLE COMPUTER INC COM 037833100 408 15,900X 15,900
APPLIED MATLS INC COM 038222105 2,384 40,200X 40,200
ARCHER DANIELS MIDLAND CO COM 039483102 267 30,908X 30,908
ASSOCIATES FIRST CAP CORP CL A 046008108 1,354 35,626X 35,626
AUTOMATIC DATA PROCESSING INC COM 053015103 2,053 30,700X 30,700
AVERY DENNISON CORP COM 053611109 255 5,500X 5,500
AVON PRODS INC COM 054303102 474 11,600X 11,600
BB&T CORP COM 054937107 587 19,500X 19,500
BMC SOFTWARE INC COM 055921100 245 12,800X 12,800
BAKER HUGHES INC COM 057224107 600 16,160X 16,160
BALL CORP COM 058498106 44 1,400X 1,400
BANK OF AMERICA CORPORATION COM 060505104 4,292 81,953X 81,953
BANK NEW YORK INC COM 064057102 2,024 36,100X 36,100
BANK ONE CORP COM 06423A103 2,181 56,464X 56,464
BARRICK GOLD CORP COM 067901108 294 19,300X 19,300
BAXTER INTL INC COM 071813109 1,141 14,300X 14,300
BEAR STEARNS COS INC COM 073902108 446 7,073X 7,073
BECTON DICKINSON & CO COM 075887109 328 12,400X 12,400
BED BATH & BEYOND INC COM 075896100 337 13,800X 13,800
BELLSOUTH CORP COM 079860102 3,735 92,800X 92,800
BEST BUY INC COM 086516101 643 10,100X 10,100
BESTFOODS COM 08658U101 989 13,600X 13,600
BIOGEN INC COM 090597105 439 7,200X 7,200
BIOMET INC COM 090613100 305 8,700X 8,700
BLACK & DECKER CORP COM 091797100 140 4,100X 4,100
BLOCK H & R INC COM 093671105 178 4,800X 4,800
BOEING CO COM 097023105 2,892 45,910X 45,910
BOSTON SCIENTIFIC CORP COM 101137107 327 19,890X 19,890
BRISTOL MYERS SQUIBB CO COM 110122108 5,577 97,620X 97,620
BROADCOM CORP CL A 111320107 2,681 11,000X 11,000
BROWN FORMAN CORP CL B 115637209 186 3,400X 3,400
BURLINGTON NORTHN SANTA FE CP COM 12189T104 426 19,760X 19,760
BURLINGTON RES INC COM 122014103 389 10,567X 10,567
CIGNA CORP COM 125509109 804 7,700X 7,700
CIT GROUP INC CL A 125577106 261 14,900X 14,900
C P & L ENERGY INC COM 12614C106 325 7,800X 7,800
CSX CORP COM 126408103 233 10,682X 10,682
CVS CORP COM 126650100 885 19,100X 19,100
CABLETRON SYS INC COM 126920107 264 9,000X 9,000
CAMPBELL SOUP CO COM 134429109 533 20,600X 20,600
CAPITAL ONE FINL CORP COM 14040H105 673 9,600X 9,600
CARDINAL HEALTH INC COM 14149Y108 1,199 13,600X 13,600
CARNIVAL CORP COM 143658102 709 28,800X 28,800
CATERPILLAR INC DEL COM 149123101 570 16,900X 16,900
CENDANT CORP COM 151313103 386 35,479X 35,479
CENTEX CORP COM 152312104 93 2,900X 2,900
CENTURYTEL INC COM 156700106 188 6,900X 6,900
CERIDIAN CORP COM 15677T106 199 7,100X 7,100
CHARTER ONE FINL INC COM 160903100 249 10,215X 10,215
CHASE MANHATTAN CORP NEW COM 16161A108 3,022 65,434X 65,434
CHEVRON CORPORATION COM 166751107 2,719 31,900X 31,900
CHIRON CORP COM 170040109 32 700X 700
CHUBB CORP COM 171232101 673 8,500X 8,500
CINCINNATI FINL CORP COM 172062101 280 7,900X 7,900
CINERGY CORP COM 172474108 256 7,748X 7,748
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 230 10,000X 10,000
CISCO SYS INC COM 17275R102 19,426 351,600X 351,600
CITIGROUP INC COM 172967101 12,125 224,273X 224,273
CITRIX SYS INC COM 177376100 191 9,500X 9,500
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,619 28,650X 28,650
CLOROX CO DEL COM 189054109 455 11,500X 11,500
COASTAL CORP COM 190441105 778 10,500X 10,500
COCA COLA CO COM 191216100 6,791 123,200X 123,200
COCA COLA ENTERPRISES INC COM 191219104 325 20,400X 20,400
COLGATE PALMOLIVE CO COM 194162103 1,326 28,100X 28,100
COLUMBIA ENERGY GROUP COM 197648108 273 3,850X 3,850
COMCAST CORP CL A SPL 200300200 1,831 44,724X 44,724
COMERICA INC COM 200340107 444 7,600X 7,600
COMPAQ COMPUTER CORP COM 204493100 2,291 83,054X 83,054
COMPUTER ASSOC INTL INC COM 204912109 741 29,424X 29,424
COMPUTER SCIENCES CORP COM 205363104 609 8,200X 8,200
COMPUWARE CORP COM 205638109 149 17,850X 17,850
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 821 7,600X 7,600
CONAGRA INC COM 205887102 524 26,100X 26,100
CONEXANT SYSTEMS INC COM 207142100 482 11,500X 11,500
CONOCO INC CL B 208251405 820 30,452X 30,452
CONSECO INC COM 208464107 121 15,897X 15,897
CONSOLIDATED EDISON INC COM 209115104 355 10,400X 10,400
CONSOLIDATED STORES CORP COM 210149100 113 8,400X 8,400
CONSTELLATION ENERGY CORP COM 210371100 363 7,300X 7,300
CONVERGYS CORP COM 212485106 292 7,500X 7,500
COOPER INDS INC COM 216669101 162 4,600X 4,600
CORNING INC COM 219350105 4,366 14,700X 14,700
COSTCO WHSL CORP NEW COM 22160K105 765 21,890X 21,890
COUNTRYWIDE CR INDS INC DEL COM 222372104 211 5,600X 5,600
COX COMMUNICATIONS INC NEW CL A 224044107 38 1,000X 1,000
CROWN CORK & SEAL INC COM 228255105 66 6,200X 6,200
CUMMINS ENGINE INC COM 231021106 84 2,800X 2,800
DTE ENERGY CO COM 233331107 268 7,000X 7,000
DANA CORP COM 235811106 158 7,335X 7,335
DANAHER CORP DEL COM 235851102 343 6,900X 6,900
DEERE & CO COM 244199105 412 12,400X 12,400
DELL COMPUTER CORP COM 247025109 3,953 128,300X 128,300
DELPHI AUTOMOTIVE SYS CORP COM 247126105 414 27,392X 27,392
DELTA AIR LINES INC DEL COM 247361108 266 6,000X 6,000
DEVON ENERGY CORP NEW COM 25179M103 439 7,300X 7,300
DILLARDS INC CL A 254067101 49 4,600X 4,600
DISNEY WALT CO COM DISNEY 254687106 3,898 101,900X 101,900
DOLLAR GEN CORP COM 256669102 269 16,035X 16,035
DOMINION RES INC VA NEW COM 25746U109 674 11,602X 11,602
DONNELLEY R R & SONS CO COM 257867101 147 6,000X 6,000
DOVER CORP COM 260003108 465 9,900X 9,900
DOW CHEM CO COM 260543103 848 34,000X 34,000
DOW JONES & CO INC COM 260561105 260 4,300X 4,300
DU PONT E I DE NEMOURS & CO COM 263534109 2,112 50,959X 50,959
DUKE ENERGY CORP COM 264399106 1,543 17,989X 17,989
DUN & BRADSTREET CORP DEL COM 26483B106 272 7,900X 7,900
E M C CORP MASS COM 268648102 10,755 108,500X 108,500
EOG RES INC COM 26875P101 54 1,400X 1,400
EASTMAN CHEM CO COM 277432100 138 3,725X 3,725
EASTMAN KODAK CO COM 277461109 613 15,000X 15,000
EATON CORP COM 278058102 222 3,600X 3,600
ECOLAB INC COM 278865100 227 6,300X 6,300
EDISON INTL COM 281020107 307 15,900X 15,900
EL PASO ENERGY CORP DEL COM 283905107 703 11,400X 11,400
ELECTRONIC DATA SYS NEW COM 285661104 971 23,400X 23,400
EMERSON ELEC CO COM 291011104 1,400 20,900X 20,900
ENRON CORP COM 293561106 3,163 36,100X 36,100
ENTERGY CORP NEW COM 29364G103 462 12,400X 12,400
EQUIFAX INC COM 294429105 186 6,900X 6,900
EXXON MOBIL CORP COM 30231G102 15,292 171,584X 171,584
FPL GROUP INC COM 302571104 572 8,700X 8,700
FEDERAL HOME LN MTG CORP COM 313400301 1,865 34,500X 34,500
FEDERAL NATL MTG ASSN COM 313586109 3,575 50,000X 50,000
FEDERATED DEPT STORES INC DEL COM 31410H101 298 11,400X 11,400
FEDEX CORP COM 31428X106 617 13,920X 13,920
FIFTH THIRD BANCORP COM 316773100 1,226 22,750X 22,750
FIRST DATA CORP COM 319963104 773 19,800X 19,800
FIRST UN CORP COM 337358105 1,550 48,152X 48,152
FIRSTAR CORP NEW WIS COM 33763V109 1,047 46,810X 46,810
FIRSTENERGY CORP COM 337932107 302 11,200X 11,200
FLEETBOSTON FINL CORP COM 339030108 1,775 45,523X 45,523
FLEETWOOD ENTERPRISES INC COM 339099103 14 1,000X 1,000
FLORIDA PROGRESS CORP COM 341109106 254 4,800X 4,800
FLUOR CORP COM 343861100 111 3,700X 3,700
FORD MTR CO DEL COM PAR $0.01 345370860 2,397 94,700X 94,700
FOREST LABS INC COM 345838106 103 900X 900
FORT JAMES CORP COM 347471104 306 10,000X 10,000
FORTUNE BRANDS INC COM 349631101 204 7,700X 7,700
FRANKLIN RES INC COM 354613101 529 11,900X 11,900
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 66 7,441X 7,441
GPU INC COM 36225X100 191 5,900X 5,900
GANNETT INC COM 364730101 684 12,900X 12,900
GAP INC DEL COM 364760108 836 41,537X 41,537
GATEWAY INC COM 367626108 734 15,700X 15,700
GENERAL DYNAMICS CORP COM 369550108 609 9,700X 9,700
GENERAL ELEC CO COM 369604103 28,250 489,700X 489,700
GENERAL MLS INC COM 370334104 493 13,900X 13,900
GENERAL MTRS CORP COM 370442105 1,723 26,500X 26,500
GENUINE PARTS CO COM 372460105 163 8,575X 8,575
GEORGIA PAC CORP COM GA PAC GRP 373298108 195 8,300X 8,300
GILLETTE CO COM 375766102 1,588 51,428X 51,428
GOLDEN WEST FINL CORP DEL COM 381317106 461 8,600X 8,600
GOODRICH B F CO COM 382388106 196 5,000X 5,000
GOODYEAR TIRE & RUBR CO COM 382550101 137 7,600X 7,600
GRACE W R & CO DEL NEW COM 38388F108 23 3,300X 3,300
GRAINGER W W INC COM 384802104 121 4,600X 4,600
GUIDANT CORP COM 401698105 1,057 14,950X 14,950
HCA-HEALTHCARE CO COM 404119109 1,013 27,297X 27,297
HALLIBURTON CO COM 406216101 1,067 21,800X 21,800
HANOVER COMPRESSOR CO COM 410768105 33 1,000X 1,000
HARCOURT GEN INC COM 41163G101 212 3,600X 3,600
HARLEY DAVIDSON INC COM 412822108 709 14,800X 14,800
HARRAHS ENTMT INC COM 413619107 157 5,700X 5,700
HARTFORD FINL SVCS GROUP INC COM 416515104 802 11,000X 11,000
HASBRO INC COM 418056107 96 8,375X 8,375
HEALTHSOUTH CORP COM 421924101 153 18,800X 18,800
HEINZ H J CO COM 423074103 630 17,000X 17,000
HERSHEY FOODS CORP COM 427866108 363 6,700X 6,700
HEWLETT PACKARD CO COM 428236103 4,792 49,400X 49,400
HILTON HOTELS CORP COM 432848109 208 18,000X 18,000
HOME DEPOT INC COM 437076102 6,075 114,496X 114,496
HOMESTAKE MNG CO COM 437614100 67 12,849X 12,849
HONEYWELL INTL INC COM 438516106 1,396 39,187X 39,187
HOUSEHOLD INTL INC COM 441815107 1,308 23,092X 23,092
HUMANA INC COM 444859102 87 8,100X 8,100
HUNTINGTON BANCSHARES INC COM 446150104 180 12,258X 12,258
IMS HEALTH INC COM 449934108 301 14,500X 14,500
ITT INDS INC IND COM 450911102 139 4,300X 4,300
ILLINOIS TOOL WKS INC COM 452308109 821 14,700X 14,700
IMMUNEX CORP NEW COM 452528102 26 600X 600
INCO LTD COM 453258402 144 8,900X 8,900
INFINITY BROADCASTING CP NEW CL A 45662S102 40 1,200X 1,200
INGERSOLL-RAND CO COM 456866102 266 7,850X 7,850
INTEL CORP COM 458140100 13,907 334,100X 334,100
INTERNATIONAL BUSINESS MACHS COM 459200101 9,754 86,700X 86,700
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 89 4,900X 4,900
INTL PAPER CO COM 460146103 676 23,573X 23,573
INTERPUBLIC GROUP COS INC COM 460690100 511 15,000X 15,000
IVAX CORP COM 465823102 110 2,400X 2,400
JDS UNIPHASE CORP COM 46612J101 4,327 45,700X 45,700
JEFFERSON PILOT CORP COM 475070108 339 5,000X 5,000
JOHNSON & JOHNSON COM 478160104 6,566 69,900X 69,900
JOHNSON CTLS INC COM 478366107 223 4,200X 4,200
KLA-TENCOR CORP COM 482480100 400 9,700X 9,700
K MART CORP COM 482584109 161 26,900X 26,900
KAUFMAN & BROAD HOME CORP COM 486168107 63 2,348X 2,348
KELLOGG CO COM 487836108 518 21,400X 21,400
KERR MCGEE CORP COM 492386107 343 5,182X 5,182
KEYCORP NEW COM 493267108 532 21,012X 21,012
KEYSPAN CORP COM 49337W100 265 6,600X 6,600
KIMBERLY CLARK CORP COM 494368103 1,515 27,148X 27,148
KNIGHT RIDDER INC COM 499040103 188 3,700X 3,700
KOHLS CORP COM 500255104 929 16,100X 16,100
KROGER CO COM 501044101 912 40,400X 40,400
LSI LOGIC CORP COM 502161102 445 15,200X 15,200
LEGGETT & PLATT INC COM 524660107 152 9,600X 9,600
LEHMAN BROS HLDGS INC COM 524908100 1,005 6,800X 6,800
LEXMARK INTL NEW CL A 529771107 233 6,200X 6,200
LILLY ELI & CO COM 532457108 4,478 55,200X 55,200
LIMITED INC COM 532716107 466 21,100X 21,100
LINCOLN NATL CORP IND COM 534187109 448 9,300X 9,300
LINEAR TECHNOLOGY CORP COM 535678106 1,062 16,400X 16,400
LIZ CLAIBORNE INC COM 539320101 100 2,600X 2,600
LOCKHEED MARTIN CORP COM 539830109 686 20,820X 20,820
LOEWS CORP COM 540424108 525 6,300X 6,300
LOWES COS INC COM 548661107 839 18,700X 18,700
LUCENT TECHNOLOGIES INC COM 549463107 5,008 163,873X 163,873
MBIA INC COM 55262C100 341 4,800X 4,800
MBNA CORP COM 55262L100 1,602 41,607X 41,607
MGIC INVT CORP WIS COM 552848103 318 5,200X 5,200
MARSH & MCLENNAN COS INC COM 571748102 1,766 13,300X 13,300
MARRIOTT INTL INC NEW CL A 571903202 426 11,700X 11,700
MASCO CORP COM 574599106 415 22,300X 22,300
MATTEL INC COM 577081102 233 20,865X 20,865
MAXIM INTEGRATED PRODS INC COM 57772K101 1,158 14,400X 14,400
MAY DEPT STORES CO COM 577778103 318 15,499X 15,499
MAYTAG CORP COM 578592107 118 3,800X 3,800
MCDONALDS CORP COM 580135101 1,947 64,500X 64,500
MCGRAW HILL COS INC COM 580645109 604 9,500X 9,500
MCKESSON HBOC INC COM 58155Q103 424 13,864X 13,864
MEAD CORP COM 582834107 117 5,000X 5,000
MEDIMMUNE INC COM 584699102 796 10,300X 10,300
MEDTRONIC INC COM 585055106 3,031 58,500X 58,500
MELLON FINL CORP COM 58551A108 1,109 23,908X 23,908
MERCK & CO INC COM 589331107 8,419 113,100X 113,100
MERCURY INTERACTIVE CORP COM 589405109 611 3,900X 3,900
MERRILL LYNCH & CO INC COM 590188108 2,633 39,900X 39,900
MICROSOFT CORP COM 594918104 15,767 261,700X 261,700
MICRON TECHNOLOGY INC COM 595112103 1,270 27,600X 27,600
MINNESOTA MNG & MFG CO COM 604059105 1,832 20,100X 20,100
MOLEX INC COM 608554101 524 9,625X 9,625
MORGAN J P & CO INC COM 616880100 1,405 8,600X 8,600
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 5,098 55,752X 55,752
MOTOROLA INC COM 620076109 3,036 107,470X 107,470
NCR CORP NEW COM 62886E108 178 4,700X 4,700
NABISCO GROUP HLDG CORP COM 62952P102 456 16,000X 16,000
NATIONAL CITY CORP COM 635405103 657 29,700X 29,700
NATIONAL SEMICONDUCTOR CORP COM 637640103 350 8,700X 8,700
NAVISTAR INTL CORP NEW COM 63934E108 86 2,880X 2,880
NETWORK APPLIANCE INC COM 64120L104 1,974 15,500X 15,500
NEW YORK TIMES CO CL A 650111107 322 8,200X 8,200
NEWELL RUBBERMAID INC COM 651229106 298 13,063X 13,063
NEWMONT MINING CORP COM 651639106 139 8,192X 8,192
NEXTEL COMMUNICATIONS INC CL A 65332V103 1,777 38,000X 38,000
NIAGARA MOHAWK HLDGS INC COM 653520106 124 7,900X 7,900
NIKE INC CL B 654106103 529 13,200X 13,200
NOBLE DRILLING CORP COM 655042109 40 800X 800
NORFOLK SOUTHERN CORP COM 655844108 275 18,800X 18,800
NORTEL NETWORKS CORP NEW COM 656568102 8,808 147,880X 147,880
NORTHERN TR CORP COM 665859104 960 10,800X 10,800
NORTHROP GRUMMAN CORP COM 666807102 318 3,500X 3,500
NOVELL INC COM 670006105 158 15,900X 15,900
NOVELLUS SYS INC COM 670008101 298 6,400X 6,400
NUCOR CORP COM 670346105 121 4,000X 4,000
OCCIDENTAL PETE CORP DEL COM 674599105 441 20,200X 20,200
OFFICE DEPOT INC COM 676220106 130 16,600X 16,600
OLD KENT FINL CORP COM 679833103 195 6,730X 6,730
OMNICOM GROUP INC COM 681919106 635 8,700X 8,700
ORACLE CORP COM 68389X105 10,979 139,410X 139,410
OWENS CORNING COM 69073F103 0 0X 0
OWENS ILL INC COM NEW 690768403 66 7,100X 7,100
PECO ENERGY CO COM 693304107 503 8,300X 8,300
PG&E CORP COM 69331C108 457 18,900X 18,900
PE CORP COM PE BIO GRP 69332S102 1,188 10,200X 10,200
PNC FINL SVCS GROUP INC COM 693475105 917 14,100X 14,100
PPG INDS INC COM 693506107 337 8,500X 8,500
PPL CORP COM 69351T106 296 7,100X 7,100
PACCAR INC COM 693718108 208 5,620X 5,620
PACTIV CORP COM 695257105 92 8,261X 8,261
PAINE WEBBER GROUP INC COM 695629105 493 7,200X 7,200
PALL CORP COM 696429307 121 6,066X 6,066
PALM INC COM 696642107 1,461 27,604X 27,604
PARAMETRIC TECHNOLOGY CORP COM 699173100 145 13,300X 13,300
PARKER HANNIFIN CORP COM 701094104 184 5,450X 5,450
PAYCHEX INC COM 704326107 1,051 20,025X 20,025
PENNEY J C INC COM 708160106 172 14,600X 14,600
PEOPLESOFT INC COM 712713106 383 13,700X 13,700
PEPSICO INC COM 713448108 3,280 71,300X 71,300
PERKINELMER INC COM 714046109 251 2,400X 2,400
PFIZER INC COM 717081103 14,146 314,800X 314,800
PHARMACIA CORP COM 71713U102 3,818 63,438X 63,438
PHELPS DODGE CORP COM 717265102 160 3,840X 3,840
PHILIP MORRIS COS INC COM 718154107 3,265 110,900X 110,900
PHILLIPS PETE CO COM 718507106 778 12,400X 12,400
PINNACLE WEST CAP CORP COM 723484101 209 4,100X 4,100
PITNEY BOWES INC COM 724479100 493 12,500X 12,500
PIXAR COM 725811103 35 1,100X 1,100
PLACER DOME INC COM 725906101 151 16,000X 16,000
PRAXAIR INC COM 74005P104 288 7,700X 7,700
PRICE T ROWE & ASSOCIATES COM 741477103 277 5,900X 5,900
PROCTER & GAMBLE CO COM 742718109 4,341 64,796X 64,796
PROGRESSIVE CORP OHIO COM 743315103 295 3,600X 3,600
PROVIDIAN FINL CORP COM 74406A102 883 6,950X 6,950
PUBLIC SVC ENTERPRISE GROUP COM 744573106 500 11,200X 11,200
PULTE CORP COM 745867101 66 2,000X 2,000
QUAKER OATS CO COM 747402105 514 6,500X 6,500
QUALCOMM INC COM 747525103 2,629 36,900X 36,900
QWEST COMMUNICATIONS INTL INC COM 749121109 3,945 82,076X 82,076
RADIOSHACK CORP COM 750438103 588 9,096X 9,096
RALSTON PURINA CO COM RAL-PUR GP 751277302 355 15,000X 15,000
RAYTHEON CO CL B 755111408 481 16,900X 16,900
REEBOK INTL LTD COM 758110100 88 4,700X 4,700
REGIONS FINL CORP COM 758940100 243 10,700X 10,700
RELIANT ENERGY INC COM 75952J108 669 14,382X 14,382
ROCKWELL INTL CORP NEW COM 773903109 296 9,800X 9,800
ROHM & HAAS CO COM 775371107 306 10,534X 10,534
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 6,377 106,400X 106,400
RUSSELL CORP COM 782352108 25 1,600X 1,600
SBC COMMUNICATIONS INC COM 78387G103 8,453 169,053X 169,053
SABRE HLDGS CORP CL A 785905100 184 6,364X 6,364
SAFECO CORP COM 786429100 169 6,200X 6,200
SAFEWAY INC COM NEW 786514208 1,135 24,300X 24,300
ST JUDE MED INC COM 790849103 209 4,100X 4,100
ST PAUL COS INC COM 792860108 597 12,102X 12,102
SANMINA CORP COM 800907107 693 7,400X 7,400
SAPIENT CORP COM 803062108 236 5,800X 5,800
SARA LEE CORP COM 803111103 863 42,500X 42,500
SCHERING PLOUGH CORP COM 806605101 3,399 73,100X 73,100
SCHLUMBERGER LTD COM 806857108 2,297 27,900X 27,900
SCHWAB CHARLES CORP NEW COM 808513105 2,394 67,450X 67,450
SCIENTIFIC ATLANTA INC COM 808655104 496 7,800X 7,800
SCOTTISH PWR PLC SPON ADR FINAL 81013T705 0 0X 0
SEAGATE TECHNOLOGY COM 811804103 773 11,200X 11,200
SEAGRAM LTD COM 811850106 1,281 22,300X 22,300
SEALED AIR CORP NEW COM 81211K100 186 4,116X 4,116
SEARS ROEBUCK & CO COM 812387108 652 20,100X 20,100
SEMPRA ENERGY COM 816851109 208 10,001X 10,001
SHERWIN WILLIAMS CO COM 824348106 169 7,900X 7,900
SIEBEL SYS INC COM 826170102 2,271 20,400X 20,400
SOLECTRON CORP COM 834182107 1,356 29,400X 29,400
SOUTHERN CO COM 842587107 1,028 31,700X 31,700
SOUTHTRUST CORP COM 844730101 258 8,200X 8,200
SOUTHWEST AIRLS CO COM 844741108 591 24,387X 24,387
SPRINT CORP COM FON GROUP 852061100 1,281 43,700X 43,700
SPRINT CORP PCS COM SER 1 852061506 1,613 46,000X 46,000
STANLEY WKS COM 854616109 97 4,200X 4,200
STAPLES INC COM 855030102 314 22,150X 22,150
STARBUCKS CORP COM 855244109 365 9,100X 9,100
STATE STR CORP COM 857477103 1,027 7,900X 7,900
STILWELL FINL INC COM 860831106 479 11,000X 11,000
SUMMIT BANCORP COM 866005101 293 8,500X 8,500
SUN MICROSYSTEMS INC COM 866810104 9,165 78,500X 78,500
SUNTRUST BKS INC COM 867914103 727 14,600X 14,600
SUPERVALU INC COM 868536103 98 6,500X 6,500
SYNOVUS FINL CORP COM 87161C105 295 13,900X 13,900
SYSCO CORP COM 871829107 801 17,300X 17,300
TJX COS INC NEW COM 872540109 322 14,300X 14,300
TRW INC COM 872649108 248 6,100X 6,100
TXU CORP COM 873168108 513 12,949X 12,949
TARGET CORP COM 87612E106 1,140 44,500X 44,500
TEKTRONIX INC COM 879131100 177 2,300X 2,300
TELLABS INC COM 879664100 1,008 21,100X 21,100
TEMPLE INLAND INC COM 879868107 95 2,500X 2,500
TENET HEALTHCARE CORP COM 88033G100 560 15,400X 15,400
TERADYNE INC COM 880770102 298 8,500X 8,500
TEXACO INC COM 881694103 1,412 26,900X 26,900
TEXAS INSTRS INC COM 882508104 4,058 86,000X 86,000
TEXTRON INC COM 883203101 323 7,000X 7,000
THERMO ELECTRON CORP COM 883556102 221 8,500X 8,500
TIFFANY & CO NEW COM 886547108 274 7,100X 7,100
TIME WARNER INC COM 887315109 5,125 65,500X 65,500
TIMKEN CO COM 887389104 41 3,000X 3,000
TORCHMARK CORP COM 891027104 172 6,200X 6,200
TOSCO CORP COM NEW 891490302 221 7,100X 7,100
TOYS R US INC COM 892335100 223 13,700X 13,700
TRICON GLOBAL RESTAURANTS COM 895953107 220 7,170X 7,170
TRIBUNE CO NEW COM 896047107 657 15,053X 15,053
TRIGON HEALTHCARE INC COM 89618L100 60 1,150X 1,150
TUPPERWARE CORP COM 899896104 83 4,600X 4,600
TYCO INTL LTD NEW COM 902124106 4,325 83,372X 83,372
UAL CORP COM PAR $0.01 902549500 42 1,000X 1,000
USX MARATHON GROUP COM NEW 902905827 464 16,350X 16,350
UST INC COM 902911106 181 7,900X 7,900
US BANCORP DEL COM 902973106 828 36,412X 36,412
USA ED INC COM 90390U102 366 7,600X 7,600
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 91 3,600X 3,600
UNILEVER N V N Y SHS NEW 904784709 1,366 28,321X 28,321
UNICOM CORP COM 904911104 483 8,600X 8,600
UNION CARBIDE CORP COM 905581104 249 6,600X 6,600
UNION PAC CORP COM 907818108 470 12,100X 12,100
UNION PLANTERS CORP COM 908068109 218 6,600X 6,600
UNISYS CORP COM 909214108 172 15,300X 15,300
UNITED STATES CELLULAR CORP COM 911684108 18 250X 250
US AIRWAYS GROUP INC COM 911905107 100 3,300X 3,300
UNITED TECHNOLOGIES CORP COM 913017109 1,586 22,900X 22,900
UNITEDHEALTH GROUP INC COM 91324P102 780 7,900X 7,900
UNIVERSAL CORP VA COM 913456109 31 1,050X 1,050
UNIVISION COMMUNICATIONS INC CL A 914906102 22 600X 600
UNOCAL CORP COM 915289102 422 11,900X 11,900
UNUMPROVIDENT CORP COM 91529Y106 320 11,735X 11,735
UTILICORP UTD INC COM 918005109 28 1,100X 1,100
V F CORP COM 918204108 138 5,574X 5,574
VERIZON COMMUNICATIONS COM 92343V104 6,466 133,492X 133,492
VERITAS SOFTWARE CO COM 923436109 2,783 19,600X 19,600
VIACOM INC CL B 925524308 4,387 74,991X 74,991
VISTEON CORP COM 92839U107 101 6,701X 6,701
VULCAN MATLS CO COM 929160109 197 4,900X 4,900
WACHOVIA CORP COM 929771103 561 9,900X 9,900
WAL MART STORES INC COM 931142103 10,602 220,300X 220,300
WALGREEN CO COM 931422109 1,870 49,300X 49,300
WASHINGTON MUT INC COM 939322103 1,086 27,283X 27,283
WASTE MGMT INC DEL COM 94106L109 530 30,402X 30,402
WATSON PHARMACEUTICALS INC COM 942683103 324 5,000X 5,000
WELLPOINT HEALTH NETWORK NEW COM 94973H108 298 3,100X 3,100
WELLS FARGO & CO NEW COM 949746101 3,733 81,270X 81,270
WEYERHAEUSER CO COM 962166104 436 10,800X 10,800
WHIRLPOOL CORP COM 963320106 136 3,500X 3,500
WILLIAMS COS INC DEL COM 969457100 913 21,600X 21,600
WORLDCOM INC GA NEW COM 98157D106 4,349 143,186X 143,186
WRIGLEY WM JR CO COM 982526105 419 5,600X 5,600
XCEL ENERGY INC COM 98389B100 455 16,535X 16,535
XILINX INC COM 983919101 1,421 16,600X 16,600
XEROX CORP COM 984121103 490 32,552X 32,552
YAHOO INC COM 984332106 2,465 27,000X 27,000
YOUNG & RUBICAM INC COM 987425105 178 3,600X 3,600
GRAND TOTAL 621,811
GLOBAL CROSSING LTD COM G3921A100 2,583 83,315 X 83,315
TRANSOCEAN SEDCO FOREX INC ORD G90078109 1,201 20,489 X 20,489
A D C TELECOMMUNICATIONS COM 000886101 2,193 81,552 X 81,552
AFLAC INC COM 001055102 2,076 32,400 X 32,400
AES CORP COM 00130H105 3,007 43,900 X 43,900
AMB PROPERTY CORP COM 00163T109 393 16,000 X 16,000
AMR CORP COM 001765106 543 16,600 X 16,600
AT&T CORP COM 001957109 10,610 361,187 X 361,187
AT&T CORP COM LIB GRP A 001957208 2,947 163,748 X 163,748
AT&T CORP COM WIRLES GRP 001957406 378 18,100 X 18,100
AXA FINL INC COM 002451102 1,172 23,000 X 23,000
ABBOTT LABS COM 002824100 6,968 146,500 X 146,500
ABGENIX INC COM 00339B107 339 4,200 X 4,200
ADOBE SYS INC COM 00724F101 1,816 11,700 X 11,700
ADVANCED MICRO DEVICES INC COM 007903107 711 30,100 X 30,100
AETNA INC COM 008117103 781 13,449 X 13,449
AGILENT TECHNOLOGIES INC COM 00846U101 2,128 43,486 X 43,486
AIR PRODS & CHEMS INC COM 009158106 803 22,300 X 22,300
ALBERTSONS INC COM 013104104 873 41,549 X 41,549
ALCAN ALUMINIUM LTD NEW COM 013716105 615 21,250 X 21,250
ALCOA INC COM 013817101 2,093 82,692 X 82,692
ALLEGHENY ENERGY INC COM 017361106 309 8,100 X 8,100
ALLEGIANCE TELECOM INC COM 01747T102 274 7,350 X 7,350
ALLERGAN INC COM 018490102 1,115 13,200 X 13,200
ALLIANT CORP COM 018802108 230 7,844 X 7,844
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 164 17,900 X 17,900
ALLMERICA FINL CORP COM 019754100 332 5,200 X 5,200
ALLSTATE CORP COM 020002101 2,583 74,328 X 74,328
ALLTEL CORP COM 020039103 1,623 31,100 X 31,100
ALTERA CORP COM 021441100 1,943 40,700 X 40,700
ALZA CORP DEL COM 022615108 908 10,500 X 10,500
AMAZON COM INC COM 023135106 488 12,700 X 12,700
AMBAC FINL GROUP INC COM 023139108 359 4,900 X 4,900
AMERADA HESS CORP COM 023551104 569 8,500 X 8,500
AMEREN CORP COM 023608102 532 12,700 X 12,700
AMERICA ONLINE INC DEL COM 02364J104 12,470 232,000 X 232,000
AMERICAN ELEC PWR INC COM 025537101 1,178 30,100 X 30,100
AMERICAN EXPRESS CO COM 025816109 8,444 139,000 X 139,000
AMERICAN GENERAL CORP COM 026351106 1,975 25,315 X 25,315
AMERICAN HOME PRODS CORP COM 026609107 6,946 122,800 X 122,800
AMERICAN INTL GROUP INC COM 026874107 22,780 238,062 X 238,062
AMERICAN PWR CONVERSION CORP COM 029066107 393 20,500 X 20,500
AMERICAN STD COS INC DEL COM 029712106 240 5,400 X 5,400
AMERICAN TOWER CORP CL A 029912201 313 8,300 X 8,300
AMGEN INC COM 031162100 6,899 98,800 X 98,800
AMKOR TECHNOLOGY INC COM 031652100 227 8,700 X 8,700
AMSOUTH BANCORPORATION COM 032165102 435 34,811 X 34,811
ANADARKO PETE CORP COM 032511107 1,701 25,588 X 25,588
ANALOG DEVICES INC COM 032654105 3,104 37,600 X 37,600
ANDREW CORP COM 034425108 206 7,850 X 7,850
ANDRX CORP DEL COM ANDRX GRP 034553107 224 2,400 X 2,400
ANHEUSER BUSCH COS INC COM 035229103 3,410 80,600 X 80,600
AON CORP COM 037389103 952 24,250 X 24,250
APACHE CORP COM 037411105 757 12,800 X 12,800
APARTMENT INVT & MGMT CO CL A 03748R101 208 4,512 X 4,512
APOLLO GROUP INC CL A 037604105 217 5,450 X 5,450
APPLE COMPUTER INC COM 037833100 842 32,700 X 32,700
APPLIED MICRO CIRCUITS CORP COM 03822W109 1,408 6,800 X 6,800
APPLIED MATLS INC COM 038222105 4,591 77,400 X 77,400
ARCHER DANIELS MIDLAND CO COM 039483102 506 58,663 X 58,663
ARIBA INC COM 04033V104 1,461 10,200 X 10,200
ARROW ELECTRS INC COM 042735100 337 9,900 X 9,900
ART TECHNOLOGY GROUP INC COM 04289L107 284 3,000 X 3,000
ASHLAND INC COM 044204105 209 6,200 X 6,200
AT HOME CORP COM SER A 045919107 245 17,324 X 17,324
ASSOCIATES FIRST CAP CORP CL A 046008108 2,704 71,156 X 71,156
ATMEL CORP COM 049513104 383 25,200 X 25,200
AUTOMATIC DATA PROCESSING INC COM 053015103 4,166 62,300 X 62,300
AUTONATION INC COM 05329W102 151 25,100 X 25,100
AUTOZONE INC COM 053332102 279 12,300 X 12,300
AVALONBAY CMNTYS INC COM 053484101 251 5,265 X 5,265
AVERY DENNISON CORP COM 053611109 496 10,700 X 10,700
AVON PRODS INC COM 054303102 969 23,700 X 23,700
BB&T CORP COM 054937107 1,384 45,928 X 45,928
BISYS GROUP INC COM 055472104 224 2,900 X 2,900
BJS WHOLESALE CLUB INC COM 05548J106 242 7,100 X 7,100
BJ SVCS CO COM 055482103 306 5,000 X 5,000
BMC SOFTWARE INC COM 055921100 461 24,100 X 24,100
BAKER HUGHES INC COM 057224107 1,233 33,220 X 33,220
BANK OF AMERICA CORPORATION COM 060505104 8,896 169,846 X 169,846
BANK NEW YORK INC COM 064057102 4,042 72,100 X 72,100
BANK ONE CORP COM 06423A103 4,303 111,416 X 111,416
BARRICK GOLD CORP COM 067901108 647 42,400 X 42,400
BAXTER INTL INC COM 071813109 2,259 28,300 X 28,300
BEA SYS INC COM 073325102 1,853 23,800 X 23,800
BEAR STEARNS COS INC COM 073902108 776 12,325 X 12,325
BECTON DICKINSON & CO COM 075887109 616 23,300 X 23,300
BED BATH & BEYOND INC COM 075896100 624 25,600 X 25,600
BELLSOUTH CORP COM 079860102 7,701 191,332 X 191,332
BELO A H CORP DEL COM SER A 080555105 201 10,900 X 10,900
BERKSHIRE HATHAWAY INC DEL CL B 084670207 368 178 X 178
BEST BUY INC COM 086516101 1,311 20,600 X 20,600
BESTFOODS COM 08658U101 2,110 29,000 X 29,000
BETHLEHEM STL CORP COM 087509105 36 12,100 X 12,100
BIOGEN INC COM 090597105 836 13,700 X 13,700
BIOMET INC COM 090613100 604 17,250 X 17,250
BLACK & DECKER CORP COM 091797100 277 8,100 X 8,100
BLOCK H & R INC COM 093671105 334 9,000 X 9,000
BOEING CO COM 097023105 5,190 82,386 X 82,386
BORDERS GROUP INC COM 099709107 171 12,300 X 12,300
BOSTON SCIENTIFIC CORP COM 101137107 703 42,800 X 42,800
BRINKER INTL INC COM 109641100 298 9,900 X 9,900
BRISTOL MYERS SQUIBB CO COM 110122108 10,877 190,400 X 190,400
BROADCOM CORP CL A 111320107 5,094 20,900 X 20,900
BROADVISION INC COM 111412102 344 13,400 X 13,400
BROADWING INC COM 111620100 378 14,785 X 14,785
BROCADE COMMUNICATIONS SYS INC COM 111621108 1,628 6,900 X 6,900
BROWN FORMAN CORP CL B 115637209 334 6,100 X 6,100
BURLINGTON NORTHN SANTA FE CP COM 12189T104 1,224 56,775 X 56,775
BURLINGTON RES INC COM 122014103 819 22,239 X 22,239
CDW COMPUTER CTRS INC COM 125129106 214 3,100 X 3,100
CIGNA CORP COM 125509109 1,743 16,700 X 16,700
CIT GROUP INC CL A 125577106 457 26,100 X 26,100
CMGI INC COM 125750109 450 16,100 X 16,100
CMS ENERGY CORP COM 125896100 280 10,400 X 10,400
C P & L ENERGY INC COM 12614C106 609 14,600 X 14,600
CSX CORP COM 126408103 447 20,516 X 20,516
CVS CORP COM 126650100 1,797 38,800 X 38,800
CABLEVISION SYS CORP CL A 12686C109 438 6,600 X 6,600
CABLETRON SYS INC COM 126920107 523 17,800 X 17,800
CADENCE DESIGN SYSTEM INC COM 127387108 442 17,200 X 17,200
CALPINE CORP COM 131347106 856 8,200 X 8,200
CAMPBELL SOUP CO COM 134429109 1,056 40,800 X 40,800
CAPITAL ONE FINL CORP COM 14040H105 1,373 19,600 X 19,600
CARDINAL HEALTH INC COM 14149Y108 3,388 38,418 X 38,418
CAREMARK RX INC COM 141705103 163 14,500 X 14,500
CARNIVAL CORP COM 143658102 1,377 55,900 X 55,900
CATERPILLAR INC DEL COM 149123101 1,134 33,600 X 33,600
CELGENE CORP COM 151020104 250 4,200 X 4,200
CENDANT CORP COM 151313103 758 69,742 X 69,742
CENTURYTEL INC COM 156700106 349 12,800 X 12,800
CERIDIAN CORP COM 15677T106 370 13,200 X 13,200
CHARTER ONE FINL INC COM 160903100 457 18,735 X 18,735
CHASE MANHATTAN CORP NEW COM 16161A108 6,109 132,275 X 132,275
CHEVRON CORPORATION COM 166751107 5,328 62,500 X 62,500
CHIRON CORP COM 170040109 392 8,700 X 8,700
CHRIS CRAFT INDS INC COM 170520100 637 7,731 X 7,731
CHUBB CORP COM 171232101 1,400 17,700 X 17,700
CIENA CORP COM 171779101 2,432 19,800 X 19,800
CINCINNATI FINL CORP COM 172062101 572 16,100 X 16,100
CINERGY CORP COM 172474108 505 15,262 X 15,262
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 483 21,000 X 21,000
CISCO SYS INC COM 17275R102 38,990 705,700 X 705,700
CINTAS CORP COM 172908105 486 11,150 X 11,150
CITIGROUP INC COM 172967101 24,487 452,937 X 452,937
CITIZENS COMMUNICATIONS CO COM 17453B101 258 19,165 X 19,165
CITRIX SYS INC COM 177376100 355 17,700 X 17,700
CLAYTON HOMES INC COM 184190106 130 12,975 X 12,975
CLEAR CHANNEL COMMUNICATIONS COM 184502102 4,153 73,496 X 73,496
CLOROX CO DEL COM 189054109 866 21,900 X 21,900
COASTAL CORP COM 190441105 1,527 20,600 X 20,600
COCA COLA CO COM 191216100 85,106 1,543,882 X 1,543,882
COCA COLA ENTERPRISES INC COM 191219104 92,560 5,807,671 X 5,807,671
COLE KENNETH PRODTNS INC CL A 193294105 260 7,350 X 7,350
COLGATE PALMOLIVE CO COM 194162103 2,582 54,700 X 54,700
COLUMBIA ENERGY GROUP COM 197648108 660 9,300 X 9,300
COMCAST CORP CL A SPL 200300200 3,744 91,450 X 91,450
COMERICA INC COM 200340107 938 16,050 X 16,050
COMMERCE ONE INC DEL COM 200693109 820 10,440 X 10,440
COMPAQ COMPUTER CORP COM 204493100 4,498 163,090 X 163,090
COMPUTER ASSOC INTL INC COM 204912109 1,514 60,105 X 60,105
COMPUTER SCIENCES CORP COM 205363104 1,114 15,000 X 15,000
COMPUWARE CORP COM 205638109 286 34,200 X 34,200
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 2,441 22,600 X 22,600
CONAGRA INC COM 205887102 1,019 50,800 X 50,800
CONCORD EFS INC COM 206197105 489 13,775 X 13,775
CONEXANT SYSTEMS INC COM 207142100 976 23,300 X 23,300
CONOCO INC CL B 208251405 1,577 58,544 X 58,544
CONSECO INC COM 208464107 245 32,079 X 32,079
CONSOLIDATED EDISON INC COM 209115104 669 19,600 X 19,600
CONSOLIDATED STORES CORP COM 210149100 176 13,000 X 13,000
CONSTELLATION ENERGY CORP COM 210371100 684 13,750 X 13,750
CONVERGYS CORP COM 212485106 556 14,300 X 14,300
COOPER CAMERON CORP COM 216640102 309 4,200 X 4,200
COOPER INDS INC COM 216669101 342 9,700 X 9,700
COORS ADOLPH CO CL B 217016104 209 3,300 X 3,300
COR THERAPEUTICS INC COM 217753102 212 3,400 X 3,400
CORNING INC COM 219350105 8,316 28,000 X 28,000
COSTCO WHSL CORP NEW COM 22160K105 1,551 44,400 X 44,400
COUNTRYWIDE CR INDS INC DEL COM 222372104 411 10,900 X 10,900
COX COMMUNICATIONS INC NEW CL A 224044107 568 14,862 X 14,862
CREE INC COM 225447101 221 1,900 X 1,900
CROWN CORK & SEAL INC COM 228255105 127 11,900 X 11,900
CYPRESS SEMICONDUCTOR CORP COM 232806109 391 9,400 X 9,400
DQE INC COM 23329J104 217 5,400 X 5,400
DPL INC COM 233293109 315 10,600 X 10,600
DST SYS INC DEL COM 233326107 423 3,602 X 3,602
DTE ENERGY CO COM 233331107 501 13,100 X 13,100
DANA CORP COM 235811106 309 14,362 X 14,362
DANAHER CORP DEL COM 235851102 881 17,700 X 17,700
DARDEN RESTAURANTS INC COM 237194105 229 11,000 X 11,000
DEERE & CO COM 244199105 815 24,500 X 24,500
DELL COMPUTER CORP COM 247025109 8,181 265,500 X 265,500
DELPHI AUTOMOTIVE SYS CORP COM 247126105 767 50,723 X 50,723
DELTA AIR LINES INC DEL COM 247361108 528 11,900 X 11,900
DEVON ENERGY CORP NEW COM 25179M103 1,010 16,785 X 16,785
DIAL CORP NEW COM 25247D101 194 16,700 X 16,700
DIAMOND OFFSHORE DRILLING INC COM 25271C102 254 6,200 X 6,200
DISNEY WALT CO COM DISNEY 254687106 7,539 197,100 X 197,100
DOLLAR GEN CORP COM 256669102 544 32,450 X 32,450
DOLLAR TREE STORES INC COM 256747106 276 6,800 X 6,800
DOMINION RES INC VA NEW COM 25746U109 1,307 22,502 X 22,502
DONALDSON LUFKIN & JENRETTE NW COM DLJ 257661108 224 2,500 X 2,500
DONNELLEY R R & SONS CO COM 257867101 297 12,100 X 12,100
DOUBLECLICK INC COM 258609304 241 7,530 X 7,530
DOVER CORP COM 260003108 962 20,500 X 20,500
DOW CHEM CO COM 260543103 1,650 66,150 X 66,150
DOW JONES & CO INC COM 260561105 484 8,000 X 8,000
DU PONT E I DE NEMOURS & CO COM 263534109 4,137 99,846 X 99,846
DUKE ENERGY CORP COM 264399106 2,984 34,797 X 34,797
DUKE WEEKS REALTY CORP COM NEW 264411505 270 11,208 X 11,208
DUN & BRADSTREET CORP DEL COM 26483B106 510 14,800 X 14,800
DYNEGY INC NEW CL A 26816Q101 787 13,800 X 13,800
E M C CORP MASS COM 268648102 20,975 211,600 X 211,600
ENSCO INTL INC COM 26874Q100 432 11,300 X 11,300
EOG RES INC COM 26875P101 225 5,800 X 5,800
E TRADE GROUP INC COM 269246104 412 25,095 X 25,095
EASTGROUP PPTY INC COM 277276101 214 9,600 X 9,600
EASTMAN CHEM CO COM 277432100 263 7,125 X 7,125
EASTMAN KODAK CO COM 277461109 1,214 29,700 X 29,700
EATON CORP COM 278058102 438 7,100 X 7,100
EBAY INC COM 278642103 522 7,600 X 7,600
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 353 6,700 X 6,700
ECOLAB INC COM 278865100 526 14,600 X 14,600
EDISON INTL COM 281020107 792 41,000 X 41,000
EDWARDS AG INC COM 281760108 356 6,800 X 6,800
EL PASO ELEC CO COM NEW 283677854 238 17,300 X 17,300
EL PASO ENERGY CORP DEL COM 283905107 1,331 21,600 X 21,600
ELECTRONIC ARTS INC COM 285512109 454 9,200 X 9,200
ELECTRONIC DATA SYS NEW COM 285661104 1,868 45,000 X 45,000
EMERSON ELEC CO COM 291011104 2,734 40,800 X 40,800
EMULEX CORP COM NEW 292475209 343 2,800 X 2,800
ENERGY EAST CORP COM 29266M109 202 8,938 X 8,938
ENGELHARD CORP COM 292845104 202 12,450 X 12,450
ENRON CORP COM 293561106 7,001 79,900 X 79,900
ENTERGY CORP NEW COM 29364G103 860 23,100 X 23,100
ENZON INC COM 293904108 264 4,000 X 4,000
EQUIFAX INC COM 294429105 364 13,500 X 13,500
EQUITABLE RES INC COM 294549100 247 3,900 X 3,900
EQUITY OFFICE PROPERTIES TRUST COM 294741103 658 21,188 X 21,188
EXAR CORP COM 300645108 1,035 8,550 X 8,550
EXODUS COMMUNICATIONS INC COM 302088109 1,308 26,500 X 26,500
EXPEDITORS INTL WASH INC COM 302130109 203 4,500 X 4,500
EXTREME NETWORKS INC COM 30226D106 252 2,200 X 2,200
EXXON MOBIL CORP COM 30231G102 30,117 337,923 X 337,923
FPL GROUP INC COM 302571104 1,078 16,400 X 16,400
FAMILY DLR STORES INC COM 307000109 206 10,700 X 10,700
FEDERAL HOME LN MTG CORP COM 313400301 3,790 70,100 X 70,100
FEDERAL NATL MTG ASSN COM 313586109 7,729 108,100 X 108,100
FEDERATED DEPT STORES INC DEL COM 31410H101 566 21,650 X 21,650
FEDEX CORP COM 31428X106 1,242 28,000 X 28,000
FIFTH THIRD BANCORP COM 316773100 2,515 46,687 X 46,687
FINISAR COM 31787A101 218 4,500 X 4,500
FIRST BANCORP P R COM 318672102 271 11,100 X 11,100
FIRST DATA CORP COM 319963104 1,523 39,000 X 39,000
FIRST SEC CORP DEL COM 336294103 186 11,400 X 11,400
FIRST UN CORP COM 337358105 3,092 96,066 X 96,066
FIRSTAR CORP NEW WIS COM 33763V109 2,099 93,790 X 93,790
FISERV INC COM 337738108 533 8,900 X 8,900
FIRSTENERGY CORP COM 337932107 854 31,700 X 31,700
FLEETBOSTON FINL CORP COM 339030108 3,437 88,135 X 88,135
FLORIDA PROGRESS CORP COM 341109106 466 8,800 X 8,800
FLUOR CORP COM 343861100 210 7,000 X 7,000
FORD MTR CO DEL COM PAR $0.01 345370860 4,546 179,600 X 179,600
FOREST LABS INC COM 345838106 757 6,600 X 6,600
FORT JAMES CORP COM 347471104 608 19,900 X 19,900
FORTUNE BRANDS INC COM 349631101 368 13,900 X 13,900
FOUNDRY NETWORKS INC COM 35063R100 234 3,500 X 3,500
FOX ENTMT GROUP INC CL A 35138T107 220 8,300 X 8,300
FRANKLIN RES INC COM 354613101 1,186 26,700 X 26,700
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 120 13,600 X 13,600
GPU INC COM 36225X100 360 11,100 X 11,100
GANNETT INC COM 364730101 1,431 27,000 X 27,000
GAP INC DEL COM 364760108 1,744 86,674 X 86,674
GATEWAY INC COM 367626108 1,529 32,700 X 32,700
GENENTECH INC COM NEW 368710406 1,244 6,700 X 6,700
GENERAL DYNAMICS CORP COM 369550108 1,112 17,700 X 17,700
GENERAL ELEC CO COM 369604103 52,444 909,100 X 909,100
GENERAL MLS INC COM 370334104 1,104 31,100 X 31,100
GENERAL MTRS CORP COM 370442105 3,393 52,200 X 52,200
GENERAL MTRS CORP CL H NEW 370442832 1,673 45,001 X 45,001
GENUINE PARTS CO COM 372460105 646 33,875 X 33,875
GENZYME CORP COM GENL DIV 372917104 423 6,200 X 6,200
GEORGIA PAC CORP COM GA PAC GRP 373298108 385 16,400 X 16,400
GILEAD SCIENCES INC COM 375558103 586 5,346 X 5,346
GILLETTE CO COM 375766102 3,121 101,076 X 101,076
GLOBAL MARINE INC COM 379352404 340 11,000 X 11,000
GLOBAL TELESYSTEMS INC COM 37936U104 65 14,200 X 14,200
GLOBESPAN INC COM 379571102 244 2,000 X 2,000
GOLDEN WEST FINL CORP DEL COM 381317106 933 17,400 X 17,400
GOLDMAN SACHS GROUP INC COM 38141G104 1,162 10,200 X 10,200
GOODRICH B F CO COM 382388106 380 9,700 X 9,700
GOODYEAR TIRE & RUBR CO COM 382550101 263 14,600 X 14,600
GRAINGER W W INC COM 384802104 232 8,800 X 8,800
GRANT PRIDECO INC COM 38821G101 200 9,125 X 9,125
GREY WOLF INC COM 397888108 100 17,400 X 17,400
GUIDANT CORP COM 401698105 2,078 29,400 X 29,400
HCA-HEALTHCARE CO COM 404119109 1,978 53,288 X 53,288
HALLIBURTON CO COM 406216101 2,011 41,100 X 41,100
HARCOURT GEN INC COM 41163G101 437 7,400 X 7,400
HARLEY DAVIDSON INC COM 412822108 1,436 30,000 X 30,000
HARRAHS ENTMT INC COM 413619107 285 10,350 X 10,350
HARTE-HANKS INC COM 416196103 403 14,800 X 14,800
HARTFORD FINL SVCS GROUP INC COM 416515104 1,641 22,500 X 22,500
HASBRO INC COM 418056107 178 15,550 X 15,550
HAWAIIAN ELEC INDUSTRIES COM 419870100 272 7,800 X 7,800
HEALTHSOUTH CORP COM 421924101 292 36,000 X 36,000
HEALTH MGMT ASSOC INC NEW CL A 421933102 404 19,400 X 19,400
HEINZ H J CO COM 423074103 1,205 32,500 X 32,500
HERCULES INC COM 427056106 141 10,000 X 10,000
HERSHEY FOODS CORP COM 427866108 752 13,900 X 13,900
HEWLETT PACKARD CO COM 428236103 9,380 96,700 X 96,700
HIBERNIA CORP CL A 428656102 138 11,300 X 11,300
HILLENBRAND INDS INC COM 431573104 210 4,700 X 4,700
HILTON HOTELS CORP COM 432848109 380 32,900 X 32,900
HOME DEPOT INC COM 437076102 12,508 235,727 X 235,727
HOMESTAKE MNG CO COM 437614100 121 23,400 X 23,400
HONEYWELL INTL INC COM 438516106 2,585 72,574 X 72,574
HOUSEHOLD INTL INC COM 441815107 2,634 46,525 X 46,525
HUMANA INC COM 444859102 159 14,800 X 14,800
HUMAN GENOME SCIENCES INC COM 444903108 606 3,500 X 3,500
HUNTINGTON BANCSHARES INC COM 446150104 345 23,482 X 23,482
ICN PHARMACEUTICALS INC NEW COM 448924100 234 7,050 X 7,050
IBP INC COM 449223106 183 10,000 X 10,000
IDEC PHARMACEUTICALS CORP COM 449370105 579 3,300 X 3,300
IMS HEALTH INC COM 449934108 643 31,000 X 31,000
ITT INDS INC IND COM 450911102 253 7,800 X 7,800
IDACORP INC COM 451107106 578 12,500 X 12,500
ILLINOIS TOOL WKS INC COM 452308109 1,632 29,200 X 29,200
IMCLONE SYS INC COM 45245W109 246 2,100 X 2,100
IMMUNEX CORP NEW COM 452528102 659 15,150 X 15,150
INCO LTD COM 453258402 410 25,400 X 25,400
INFINITY BROADCASTING CP NEW CL A 45662S102 732 22,181 X 22,181
INFORMIX CORP COM 456779107 86 20,900 X 20,900
INFOSPACE INC COM 45678T102 269 8,900 X 8,900
INGERSOLL-RAND CO COM 456866102 572 16,900 X 16,900
INKTOMI CORP COM 457277101 581 5,100 X 5,100
INTEGRATED DEVICE TECHNOLOGY COM 458118106 760 8,400 X 8,400
INTEL CORP COM 458140100 26,912 647,500 X 647,500
INTELECT COMMUNICATIONS INC COM 458144102 16 11,000 X 11,000
INTERNATIONAL BUSINESS MACHS COM 459200101 19,271 171,300 X 171,300
INTERNATIONAL GAME TECHNOLOGY COM 459902102 215 6,382 X 6,382
INTL PAPER CO COM 460146103 1,340 46,700 X 46,700
INTERNATIONAL RECTIFIER CORP COM 460254105 202 4,000 X 4,000
INTERPUBLIC GROUP COS INC COM 460690100 1,032 30,300 X 30,300
INTUIT COM 461202103 690 12,100 X 12,100
IOMEGA CORP COM 462030107 130 25,900 X 25,900
I2 TECHNOLOGIES INC COM 465754109 1,530 8,180 X 8,180
IVAX CORP COM 465823102 529 11,500 X 11,500
JDS UNIPHASE CORP COM 46612J101 8,351 88,200 X 88,200
JABIL CIRCUIT INC COM 466313103 437 7,700 X 7,700
JEFFERSON PILOT CORP COM 475070108 702 10,337 X 10,337
JOHNSON & JOHNSON COM 478160104 12,869 137,000 X 137,000
JOHNSON CTLS INC COM 478366107 489 9,200 X 9,200
JONES APPAREL GROUP INC COM 480074103 217 8,201 X 8,201
JUNIPER NETWORKS INC COM 48203R104 2,846 13,000 X 13,000
KLA-TENCOR CORP COM 482480100 791 19,200 X 19,200
K MART CORP COM 482584109 292 48,701 X 48,701
KELLOGG CO COM 487836108 992 41,000 X 41,000
KERR MCGEE CORP COM 492386107 602 9,091 X 9,091
KEYCORP NEW COM 493267108 1,053 41,600 X 41,600
KEYSPAN CORP COM 49337W100 481 12,000 X 12,000
KIMBERLY CLARK CORP COM 494368103 2,939 52,656 X 52,656
KINDER MORGAN INC KANS COM 49455P101 311 7,600 X 7,600
KING PHARMACEUTICALS INC COM 495582108 268 8,006 X 8,006
KNIGHT RIDDER INC COM 499040103 361 7,100 X 7,100
KOHLS CORP COM 500255104 2,198 38,100 X 38,100
KROGER CO COM 501044101 1,782 79,000 X 79,000
LG&E ENERGY CORP COM 501917108 202 8,271 X 8,271
LSI LOGIC CORP COM 502161102 913 31,200 X 31,200
LAM RESEARCH CORP COM 512807108 218 10,400 X 10,400
LAUDER ESTEE COS INC CL A 518439104 223 6,100 X 6,100
LEARN2 COM INC COM 522002104 26 12,600 X 12,600
LEGGETT & PLATT INC COM 524660107 304 19,200 X 19,200
LEGG MASON INC COM 524901105 589 10,132 X 10,132
LEHMAN BROS HLDGS INC COM 524908100 1,862 12,600 X 12,600
LEVEL 3 COMMUNICATIONS INC COM 52729N100 1,450 18,800 X 18,800
LEXMARK INTL NEW CL A 529771107 480 12,800 X 12,800
LILLY ELI & CO COM 532457108 8,721 107,500 X 107,500
LIMITED INC COM 532716107 886 40,172 X 40,172
LINCOLN NATL CORP IND COM 534187109 938 19,500 X 19,500
LINEAR TECHNOLOGY CORP COM 535678106 2,163 33,400 X 33,400
LITTON INDS INC COM 538021106 295 6,600 X 6,600
LOCKHEED MARTIN CORP COM 539830109 1,255 38,080 X 38,080
LOEWS CORP COM 540424108 884 10,600 X 10,600
LOWES COS INC COM 548661107 1,719 38,300 X 38,300
LUCENT TECHNOLOGIES INC COM 549463107 9,837 321,861 X 321,861
LYCOS INC COM 550818108 598 8,700 X 8,700
M & T BK CORP COM 55261F104 235 461 X 461
MAF BANCORP INC COM 55261R108 203 8,175 X 8,175
MBIA INC COM 55262C100 661 9,300 X 9,300
MBNA CORP COM 55262L100 3,254 84,525 X 84,525
MGIC INVT CORP WIS COM 552848103 715 11,700 X 11,700
MMC NETWORKS INC COM 55308N102 278 2,200 X 2,200
MACROMEDIA INC COM 556100105 259 3,200 X 3,200
MALLINCKRODT INC NEW COM 561232109 283 6,200 X 6,200
MANUGISTICS GROUP INC COM 565011103 304 3,100 X 3,100
MARSH & MCLENNAN COS INC COM 571748102 3,564 26,850 X 26,850
MARSHALL & ILSLEY CORP COM 571834100 371 7,400 X 7,400
MARRIOTT INTL INC NEW CL A 571903202 878 24,100 X 24,100
MASCO CORP COM 574599106 808 43,400 X 43,400
MATTEL INC COM 577081102 447 39,988 X 39,988
MAXIM INTEGRATED PRODS INC COM 57772K101 2,461 30,600 X 30,600
MAY DEPT STORES CO COM 577778103 637 31,086 X 31,086
MAYTAG CORP COM 578592107 239 7,700 X 7,700
MCCORMICK & CO INC COM NON VTG 579780206 211 7,100 X 7,100
MCDONALDS CORP COM 580135101 4,362 144,500 X 144,500
MCGRAW HILL COS INC COM 580645109 1,157 18,200 X 18,200
MCKESSON HBOC INC COM 58155Q103 810 26,499 X 26,499
MCLEODUSA INC CL A 582266102 378 26,400 X 26,400
MEAD CORP COM 582834107 224 9,600 X 9,600
MEDAREX INC COM 583916101 258 2,200 X 2,200
MEDIMMUNE INC COM 584699102 1,800 23,300 X 23,300
MEDTRONIC INC COM 585055106 6,388 123,300 X 123,300
MELLON FINL CORP COM 58551A108 2,416 52,100 X 52,100
MERCK & CO INC COM 589331107 16,555 222,400 X 222,400
MERCURY INTERACTIVE CORP COM 589405109 1,473 9,400 X 9,400
MERRILL LYNCH & CO INC COM 590188108 5,320 80,600 X 80,600
METRIS COS INC COM 591598107 405 10,242 X 10,242
METROMEDIA FIBER NETWORK INC CL A 591689104 545 22,400 X 22,400
MICREL INC COM 594793101 275 4,100 X 4,100
MICROSOFT CORP COM 594918104 31,604 524,000 X 524,000
MICROCHIP TECHNOLOGY INC COM 595017104 268 8,100 X 8,100
MICROMUSE INC COM 595094103 442 2,200 X 2,200
MICRON TECHNOLOGY INC COM 595112103 2,558 55,600 X 55,600
MILLENNIUM PHARMACEUTICALS INC COM 599902103 949 6,500 X 6,500
MILLER HERMAN INC COM 600544100 250 7,800 X 7,800
MILLIPORE CORP COM 601073109 281 5,800 X 5,800
MINERALS TECHNOLOGIES INC COM 603158106 391 8,500 X 8,500
MINIMED INC COM 60365K108 268 3,000 X 3,000
MINNESOTA MNG & MFG CO COM 604059105 3,736 41,000 X 41,000
MOLEX INC COM 608554101 1,531 28,126 X 28,126
MONTANA POWER CO COM 612085100 220 6,600 X 6,600
MORGAN J P & CO INC COM 616880100 2,810 17,200 X 17,200
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 10,514 114,984 X 114,984
MOTOROLA INC COM 620076109 5,902 208,917 X 208,917
MURPHY OIL CORP COM 626717102 227 3,500 X 3,500
MYLAN LABS INC COM 628530107 253 9,400 X 9,400
NCR CORP NEW COM 62886E108 325 8,600 X 8,600
NTL INC COM 629407107 512 11,051 X 11,051
NVR INC COM 62944T105 332 4,100 X 4,100
NABISCO GROUP HLDG CORP COM 62952P102 869 30,500 X 30,500
NABORS INDS INC COM 629568106 421 8,032 X 8,032
NATIONAL CITY CORP COM 635405103 1,325 59,900 X 59,900
NATIONAL COMM BANCORP COM 635449101 224 11,215 X 11,215
NATIONAL SEMICONDUCTOR CORP COM 637640103 708 17,600 X 17,600
NETWORKS ASSOCS INC COM 640938106 249 11,000 X 11,000
NETWORK APPLIANCE INC COM 64120L104 3,808 29,900 X 29,900
NEW YORK TIMES CO CL A 650111107 601 15,300 X 15,300
NEWELL RUBBERMAID INC COM 651229106 623 27,325 X 27,325
NEWMONT MINING CORP COM 651639106 269 15,851 X 15,851
NEWPORT CORP COM 651824104 255 1,600 X 1,600
NEXTEL COMMUNICATIONS INC CL A 65332V103 3,483 74,500 X 74,500
NEXTLINK COMMUNICATIONS INC CL A 65333H707 784 22,275 X 22,275
NIAGARA MOHAWK HLDGS INC COM 653520106 296 18,800 X 18,800
NIKE INC CL B 654106103 1,022 25,500 X 25,500
NOBLE DRILLING CORP COM 655042109 568 11,300 X 11,300
NORDSTROM INC COM 655664100 188 12,100 X 12,100
NORFOLK SOUTHERN CORP COM 655844108 585 40,000 X 40,000
NORTEL NETWORKS CORP NEW COM 656568102 17,909 300,680 X 300,680
NORTH FORK BANCORPORATION NY COM 659424105 280 12,948 X 12,948
NORTHERN TR CORP COM 665859104 2,240 25,200 X 25,200
NORTHROP GRUMMAN CORP COM 666807102 582 6,400 X 6,400
NOVELL INC COM 670006105 299 30,100 X 30,100
NOVELLUS SYS INC COM 670008101 577 12,400 X 12,400
NUCOR CORP COM 670346105 247 8,200 X 8,200
NVIDIA CORP COM 67066G104 213 2,600 X 2,600
OCCIDENTAL PETE CORP DEL COM 674599105 790 36,200 X 36,200
OCEAN ENERGY INC TEX COM 67481E106 202 13,096 X 13,096
OFFICE DEPOT INC COM 676220106 228 29,250 X 29,250
OLD KENT FINL CORP COM 679833103 354 12,220 X 12,220
OLD REP INTL CORP COM 680223104 218 9,050 X 9,050
OMNICOM GROUP INC COM 681919106 1,327 18,200 X 18,200
ORACLE CORP COM 68389X105 23,227 294,950 X 294,950
OWENS ILL INC COM NEW 690768403 135 14,600 X 14,600
OXFORD HEALTH PLANS INC COM 691471106 298 9,700 X 9,700
PECO ENERGY CO COM 693304107 951 15,700 X 15,700
PG&E CORP COM 69331C108 907 37,500 X 37,500
PE CORP COM PE BIO GRP 69332S102 2,283 19,600 X 19,600
PE CORP CELERA GEN GRP 69332S201 339 3,400 X 3,400
PMC-SIERRA INC COM 69344F106 2,002 9,300 X 9,300
PNC FINL SVCS GROUP INC COM 693475105 1,879 28,900 X 28,900
PPG INDS INC COM 693506107 679 17,100 X 17,100
PPL CORP COM 69351T106 584 14,000 X 14,000
PACCAR INC COM 693718108 401 10,810 X 10,810
PACTIV CORP COM 695257105 177 15,819 X 15,819
PAINE WEBBER GROUP INC COM 695629105 1,008 14,800 X 14,800
PALL CORP COM 696429307 306 15,333 X 15,333
PALM INC COM 696642107 3,082 58,216 X 58,216
PARAMETRIC TECHNOLOGY CORP COM 699173100 271 24,800 X 24,800
PARKER HANNIFIN CORP COM 701094104 370 10,975 X 10,975
PAYCHEX INC COM 704326107 1,966 37,450 X 37,450
PENNEY J C INC COM 708160106 328 27,800 X 27,800
PEOPLESOFT INC COM 712713106 735 26,300 X 26,300
PEPSICO INC COM 713448108 6,868 149,300 X 149,300
PERKINELMER INC COM 714046109 459 4,400 X 4,400
PFIZER INC COM 717081103 27,547 613,000 X 613,000
PHARMACIA CORP COM 71713U102 7,372 122,491 X 122,491
PHELPS DODGE CORP COM 717265102 301 7,218 X 7,218
PHILIP MORRIS COS INC COM 718154107 5,932 201,500 X 201,500
PHILLIPS PETE CO COM 718507106 1,481 23,600 X 23,600
PINNACLE WEST CAP CORP COM 723484101 382 7,500 X 7,500
PIONEER NAT RES CO COM 723787107 201 14,200 X 14,200
PITNEY BOWES INC COM 724479100 1,179 29,900 X 29,900
PLACER DOME INC COM 725906101 277 29,400 X 29,400
POLYCOM INC COM 73172K104 214 3,200 X 3,200
POPULAR INC COM 733174106 246 9,100 X 9,100
PORTAL SOFTWARE INC COM 736126103 248 6,200 X 6,200
POTOMAC ELEC PWR CO COM 737679100 224 8,900 X 8,900
PRAXAIR INC COM 74005P104 628 16,800 X 16,800
PRECISION CASTPARTS CORP COM 740189105 629 16,400 X 16,400
PRICE T ROWE & ASSOCIATES COM 741477103 512 10,900 X 10,900
PRIMEDIA INC COM 74157K101 174 10,600 X 10,600
PROCTER & GAMBLE CO COM 742718109 8,359 124,768 X 124,768
PROGRESSIVE CORP OHIO COM 743315103 614 7,500 X 7,500
PROTEIN DESIGN LABS INC COM 74369L103 313 2,600 X 2,600
PROVIDIAN FINL CORP COM 74406A102 1,791 14,100 X 14,100
PUBLIC SVC ENTERPRISE GROUP COM 744573106 956 21,400 X 21,400
PUGET SOUND ENERGY INC COM 745332106 467 18,400 X 18,400
QLOGIC CORP COM 747277101 534 6,066 X 6,066
QUAKER OATS CO COM 747402105 1,013 12,800 X 12,800
QUALCOMM INC COM 747525103 5,251 73,700 X 73,700
QUANTUM CORP COM DSSG 747906204 154 10,200 X 10,200
QUEST DIAGNOSTICS INC COM 74834L100 230 2,000 X 2,000
QUINTILES TRANSNATIONAL CORP COM 748767100 171 10,700 X 10,700
R & B FALCON CORP COM 74912E101 391 14,022 X 14,022
QWEST COMMUNICATIONS INTL INC COM 749121109 8,824 183,587 X 183,587
RF MICRODEVICES INC COM 749941100 243 7,600 X 7,600
RADIOSHACK CORP COM 750438103 1,138 17,612 X 17,612
RAMBUS INC DEL COM 750917106 403 5,100 X 5,100
RALSTON PURINA CO COM RAL-PUR GP 751277302 666 28,100 X 28,100
RATIONAL SOFTWARE CORP COM NEW 75409P202 833 12,000 X 12,000
RAYTHEON CO CL B 755111408 872 30,650 X 30,650
READERS DIGEST ASSN INC CL A NON VTG 755267101 254 7,200 X 7,200
REDBACK NETWORKS INC COM 757209101 1,082 6,600 X 6,600
REGIONS FINL CORP COM 758940100 445 19,600 X 19,600
RELIANT ENERGY INC COM 75952J108 1,235 26,569 X 26,569
REYNOLDS & REYNOLDS CO CL A 761695105 209 10,500 X 10,500
ROBERT HALF INTL INC COM 770323103 510 14,700 X 14,700
ROCKWELL INTL CORP NEW COM 773903109 514 17,000 X 17,000
ROHM & HAAS CO COM 775371107 604 20,798 X 20,798
ROLLINS INC COM 775711104 150 10,100 X 10,100
ROWAN COS INC COM 779382100 264 9,100 X 9,100
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 13,048 217,700 X 217,700
SBC COMMUNICATIONS INC COM 78387G103 17,059 341,173 X 341,173
SCI SYS INC COM 783890106 467 11,400 X 11,400
SDL INC COM 784076101 1,361 4,400 X 4,400
SEI INVESTMENTS CO COM 784117103 233 3,300 X 3,300
SPX CORP COM 784635104 312 2,200 X 2,200
SABRE HLDGS CORP CL A 785905100 398 13,759 X 13,759
SAFECO CORP COM 786429100 335 12,300 X 12,300
SAFEWAY INC COM NEW 786514208 2,353 50,400 X 50,400
ST JUDE MED INC COM 790849103 395 7,750 X 7,750
ST PAUL COS INC COM 792860108 1,246 25,278 X 25,278
SANDISK CORP COM 80004C101 254 3,800 X 3,800
SANMINA CORP COM 800907107 1,320 14,100 X 14,100
SAPIENT CORP COM 803062108 452 11,100 X 11,100
SARA LEE CORP COM 803111103 1,686 83,000 X 83,000
SCANA CORP NEW COM 80589M102 373 12,089 X 12,089
SCHERING PLOUGH CORP COM 806605101 6,584 141,600 X 141,600
SCHLUMBERGER LTD COM 806857108 4,420 53,700 X 53,700
SCHWAB CHARLES CORP NEW COM 808513105 5,348 150,650 X 150,650
SCIENTIFIC ATLANTA INC COM 808655104 961 15,100 X 15,100
SCOTTISH PWR PLC SPON ADR FINAL 81013T705 354 11,774 X 11,774
SEAGATE TECHNOLOGY COM 811804103 1,580 22,900 X 22,900
SEAGRAM LTD COM 811850106 2,297 40,000 X 40,000
SEALED AIR CORP NEW COM 81211K100 377 8,331 X 8,331
SEARS ROEBUCK & CO COM 812387108 1,219 37,600 X 37,600
SEMPRA ENERGY COM 816851109 379 18,204 X 18,204
SEPRACOR INC COM 817315104 540 4,400 X 4,400
SERVICE CORP INTL COM 817565104 38 15,600 X 15,600
SERVICEMASTER CO COM 81760N109 108 10,900 X 10,900
SHERWIN WILLIAMS CO COM 824348106 355 16,600 X 16,600
SIEBEL SYS INC COM 826170102 4,786 43,000 X 43,000
SIGMA ALDRICH CORP COM 826552101 281 8,500 X 8,500
SMITH INTL INC COM 832110100 277 3,400 X 3,400
SOFTWARE COM INC COM 83402P104 272 1,500 X 1,500
SOLECTRON CORP COM 834182107 3,229 70,000 X 70,000
SOLUTIA INC COM 834376105 131 11,500 X 11,500
SOUTHERN CO COM 842587107 2,044 63,000 X 63,000
SOUTHTRUST CORP COM 844730101 478 15,200 X 15,200
SOUTHWEST AIRLS CO COM 844741108 1,222 50,387 X 50,387
SPRINT CORP COM FON GROUP 852061100 2,708 92,400 X 92,400
SPRINT CORP PCS COM SER 1 852061506 3,233 92,200 X 92,200
STANLEY WKS COM 854616109 219 9,500 X 9,500
STAPLES INC COM 855030102 682 48,075 X 48,075
STARBUCKS CORP COM 855244109 701 17,500 X 17,500
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 450 14,400 X 14,400
STATE STR CORP COM 857477103 2,132 16,400 X 16,400
STILWELL FINL INC COM 860831106 1,083 24,900 X 24,900
STRYKER CORP COM 863667101 670 15,600 X 15,600
SUMMIT BANCORP COM 866005101 555 16,100 X 16,100
SUN MICROSYSTEMS INC COM 866810104 18,260 156,400 X 156,400
SUNGARD DATA SYS INC COM 867363103 410 9,588 X 9,588
SUNOCO INC COM 86764P109 210 7,800 X 7,800
SUNTRUST BKS INC COM 867914103 1,395 28,000 X 28,000
SUPERVALU INC COM 868536103 181 12,000 X 12,000
SYBRON INTL CORP COM 87114F106 254 10,600 X 10,600
SYCAMORE NETWORKS INC COM 871206108 562 5,200 X 5,200
SYMBOL TECHNOLOGIES INC COM 871508107 497 13,837 X 13,837
SYNOVUS FINL CORP COM 87161C105 566 26,700 X 26,700
SYSCO CORP COM 871829107 1,598 34,500 X 34,500
TCF FINL CORP COM 872275102 245 6,500 X 6,500
TECO ENERGY INC COM 872375100 265 9,200 X 9,200
TJX COS INC NEW COM 872540109 637 28,300 X 28,300
TRW INC COM 872649108 447 11,000 X 11,000
TMP WORLDWIDE INC COM 872941109 338 4,200 X 4,200
TXU CORP COM 873168108 999 25,220 X 25,220
TARGET CORP COM 87612E106 2,227 86,900 X 86,900
TEKTRONIX INC COM 879131100 349 4,550 X 4,550
TELEPHONE & DATA SYS INC COM 879433100 454 4,100 X 4,100
TELLABS INC COM 879664100 1,982 41,500 X 41,500
TENET HEALTHCARE CORP COM 88033G100 1,106 30,400 X 30,400
TERADYNE INC COM 880770102 620 17,700 X 17,700
TEXACO INC COM 881694103 2,756 52,500 X 52,500
TEXAS INSTRS INC COM 882508104 7,986 169,245 X 169,245
TEXTRON INC COM 883203101 586 12,700 X 12,700
THERMO ELECTRON CORP COM 883556102 456 17,557 X 17,557
3COM CORP COM 885535104 482 25,100 X 25,100
TIBCO SOFTWARE INC COM 88632Q103 684 8,100 X 8,100
TIFFANY & CO NEW COM 886547108 524 13,600 X 13,600
TIME WARNER INC COM 887315109 10,665 136,300 X 136,300
TORCHMARK CORP COM 891027104 314 11,300 X 11,300
TOSCO CORP COM NEW 891490302 421 13,500 X 13,500
TOYS R US INC COM 892335100 381 23,450 X 23,450
TRANSATLANTIC HLDGS INC COM 893521104 389 4,200 X 4,200
TRANSWITCH CORP COM 894065101 351 5,500 X 5,500
TRICON GLOBAL RESTAURANTS COM 895953107 420 13,720 X 13,720
TRIBUNE CO NEW COM 896047107 1,313 30,101 X 30,101
TRUSTCO BK CORP N Y COM 898349105 127 10,300 X 10,300
TYCO INTL LTD NEW COM 902124106 8,834 170,298 X 170,298
USX MARATHON GROUP COM NEW 902905827 880 31,000 X 31,000
UST INC COM 902911106 329 14,400 X 14,400
US BANCORP DEL COM 902973106 1,768 77,702 X 77,702
USA NETWORKS INC COM 902984103 267 12,178 X 12,178
USA ED INC COM 90390U102 718 14,900 X 14,900
UNILEVER N V N Y SHS NEW 904784709 2,633 54,560 X 54,560
UNICOM CORP COM 904911104 927 16,500 X 16,500
UNION CARBIDE CORP COM 905581104 495 13,100 X 13,100
UNION PAC CORP COM 907818108 929 23,900 X 23,900
UNION PLANTERS CORP COM 908068109 397 12,000 X 12,000
UNISYS CORP COM 909214108 334 29,700 X 29,700
UNITED PARCEL SERVICE INC CL B 911312106 288 5,100 X 5,100
US AIRWAYS GROUP INC COM 911905107 213 7,000 X 7,000
UNITED TECHNOLOGIES CORP COM 913017109 2,881 41,600 X 41,600
UNITED TELEVISION INC COM 913066106 309 2,100 X 2,100
UNITEDHEALTH GROUP INC COM 91324P102 1,580 16,000 X 16,000
UNIVERSAL HLTH SVCS INC CL B 913903100 257 3,000 X 3,000
UNIVISION COMMUNICATIONS INC CL A 914906102 437 11,700 X 11,700
UNOCAL CORP COM 915289102 804 22,700 X 22,700
UNUMPROVIDENT CORP COM 91529Y106 610 22,369 X 22,369
V F CORP COM 918204108 263 10,668 X 10,668
VENATOR GROUP INC COM 922944103 132 10,700 X 10,700
VERISIGN INC COM 92343E102 2,505 12,365 X 12,365
VERIZON COMMUNICATIONS COM 92343V104 12,389 255,780 X 255,780
VERITAS SOFTWARE CO COM 923436109 5,847 41,175 X 41,175
VERTEX PHARMACEUTICALS INC COM 92532F100 304 3,600 X 3,600
VIACOM INC CL B 925524308 9,116 155,832 X 155,832
VIGNETTE CORP COM 926734104 379 12,700 X 12,700
VISTEON CORP COM 92839U107 199 13,169 X 13,169
VITESSE SEMICONDUCTOR CORP COM 928497106 1,032 11,600 X 11,600
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 524 14,150 X 14,150
VOICESTREAM WIRELESS CORP COM 928615103 1,688 14,540 X 14,540
VULCAN MATLS CO COM 929160109 378 9,400 X 9,400
WACHOVIA CORP COM 929771103 1,128 19,900 X 19,900
WAL MART STORES INC COM 931142103 20,780 431,800 X 431,800
WALGREEN CO COM 931422109 3,919 103,300 X 103,300
WASHINGTON MUT INC COM 939322103 2,121 53,279 X 53,279
WASTE MGMT INC DEL COM 94106L109 1,025 58,787 X 58,787
WATERS CORP COM 941848103 748 8,400 X 8,400
WATSON PHARMACEUTICALS INC COM 942683103 603 9,300 X 9,300
WEATHERFORD INTL INC COM 947074100 384 8,925 X 8,925
WEBMD CORP COM 94769M105 262 17,178 X 17,178
WELLPOINT HEALTH NETWORK NEW COM 94973H108 538 5,600 X 5,600
WELLS FARGO & CO NEW COM 949746101 7,218 157,130 X 157,130
WENDYS INTL INC COM 950590109 207 10,300 X 10,300
WESTERN DIGITAL CORP COM 958102105 73 12,500 X 12,500
WESTVACO CORP COM 961548104 252 9,450 X 9,450
WEYERHAEUSER CO COM 962166104 850 21,050 X 21,050
WHIRLPOOL CORP COM 963320106 268 6,900 X 6,900
WHITMAN CORP NEW COM 96647R107 124 10,700 X 10,700
WILLAMETTE INDS INC COM 969133107 302 10,800 X 10,800
WILLIAMS COS INC DEL COM 969457100 1,800 42,600 X 42,600
WINN DIXIE STORES INC COM 974280109 204 14,200 X 14,200
WORLDCOM INC GA NEW COM 98157D106 8,843 291,115 X 291,115
WRIGLEY WM JR CO COM 982526105 831 11,100 X 11,100
XCEL ENERGY INC COM 98389B100 837 30,440 X 30,440
XILINX INC COM 983919101 3,288 38,400 X 38,400
XEROX CORP COM 984121103 962 63,856 X 63,856
YAHOO INC COM 984332106 4,887 53,700 X 53,700
YOUNG & RUBICAM INC COM 987425105 327 6,600 X 6,600
ZIONS BANCORPORATION COM 989701107 292 5,700 X 5,700
GRAND TOTAL 1,515,908
<S>
</TABLE>