PANAGORA ASSET MANAGEMENT INC
13F-HR, 2000-11-13
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<TABLE>
<S>
                                                                       <C>
 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>
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