<PAGE>
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 1999
Check here if Amendment [ ]; Amendment Number: ____
This Amendment (Check only one.):
[ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Charles Schwab Investment Management, Inc.
Address: 101 Montgomery Street
San Francisco, CA 94104
__________________________________________
Form 13F File Number: 28-3128
The institutional investment manager filing this report and the
person by whom it is signed hereby represent that the person
signing the report is authorized to submit it, that all
information contained herein is true, correct and complete, and
that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Benjamin L. Douglas
Title: Corporate Counsel
Phone: (415) 667-3082
Signature, Place, and Date of Signing:
/s/ Benjamin L. Douglas, San Francisco, November 10, 1999
[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this
reporting manager are reported in this report.)
1
<PAGE>
[ ] 13F NOTICE. (Check here if no holdings reported are in this
report, and all holdings are reported by other reporting
manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the
holdings for this reporting manager are reported in this
report and a portion are reported by other reporting
manager(s).)
List of Other Managers Reporting for this Manager:
2
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Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 3,189
Form 13F Information Table Value Total: $15,360,885 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file
number(s) of all institutional investment managers with respect
to which this report is filed, other than the manager filing this
report.
<TABLE>
No. Form 13F File Number Name
- ---- -------------------- ------------------------------
<S> <C> <C>
1 28-5764 Symphony Asset Management, Inc.
</TABLE>
3
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FORM 13F - as of 09/30/99
Charles Schwab Investment Management, Inc. (CSIM)
<TABLE>
<CAPTION>
COLUMN 8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 VOTING AUTHORITY
TITLE OF VALUE SHARES / SH / PUT/ INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AAR CORP COM 000361105 686 38,100 SH SOLE 38,100
ABC BANCORP. COM 000400101 13 1,000 SH SOLE 1,000
ADC TELECOMMUNICATIONS COM 000886101 7,167 170,900 SH SOLE 170,900
ACTV INC. COM 00088E104 15 1,100 SH SOLE 1,100
A.D.A.M. SOFTWARE INC COM 00088F101 8 700 SH SOLE 700
AFC CABLE SYSTEMS INC COM 000950105 689 16,200 SH SOLE 16,200
ABM INDUSTRIES INC COM 000957100 743 29,300 SH SOLE 29,300
ACT NETWORKS INC COM 000975102 8 900 SH SOLE 900
AFLAC INC COM 001055102 14,587 348,350 SH SOLE 348,350
AGCO CORPORATION COM 001084102 1,019 78,400 SH SOLE 78,400
AGL RESOURCES COM 001204106 341 21,000 SH SOLE 21,000
AHL SERVICES INC COM 001296102 602 23,100 SH SOLE 23,100
AES CORPORATION COM 00130H105 14,598 247,418 SH SOLE 247,418
AK STEEL HOLDING CORP COM 001547108 569 31,200 SH SOLE 31,200
AMB PROPERTY CORP COM 00163T109 34 1,600 SH SOLE 1,600
AMC ENTERTAINMENT INC COM 001669100 379 27,200 SH SOLE 27,200
AMFM INC COM 001693100 7,287 119,698 SH SOLE 119,698
AMR CORP. COM 001765106 11,668 214,084 SH SOLE 214,084
ANV CORP COM 001926104 10 300 SH SOLE 300
AT&T CORP COM 001957109 2,253 51,800 SH OTHER (1) 51,800
AT&T CORP COM 001957109 178,018 4,092,362 SH SOLE 4,092,362
AT&T CORP-LIBERTY MEDIA A COM LIB GRP A 001957208 24,851 669,386 SH SOLE 669,386
A S V INC COM 001963107 7 500 SH SOLE 500
ATG INCORPORATED COM 00206P106 6 1,100 SH SOLE 1,100
ATMI INCORPORATED COM 00207R101 1,071 28,700 SH SOLE 28,700
AVT CORP COM 002420107 545 17,800 SH SOLE 17,800
AVX CORP COM 002444107 2,374 67,600 SH SOLE 67,600
AXA FINANCIAL INC. COM 002451102 4,409 79,000 SH OTHER (1) 79,000
AXA FINANCIAL INC. COM 002451102 6,826 122,300 SH SOLE 122,300
AAVID THERMAL TECH. COM 002539104 16 700 SH SOLE 700
ABACUS DIRECT CORP. COM 002553105 1,426 11,700 SH SOLE 11,700
ABBOTT LABS COM 002824100 71,604 1,948,414 SH SOLE 1,948,414
ABERCROMBIE & FITCH CL A CL A 002896207 2,282 67,000 SH SOLE 67,000
ABOUT.COM INC COM 003736105 28 500 SH SOLE 500
ACCLAIM ENTMT INC. COM PAR $0.02 004325205 544 71,600 SH SOLE 71,600
ACCRUE SOFTWARE INC COM 00437W102 5 200 SH SOLE 200
ACKERLY GROUP INC COM 004527107 389 31,600 SH SOLE 31,600
ACNIELSON CORP COM 004833109 821 36,200 SH SOLE 36,200
ACTIVISION INC COM NEW 004930202 18 1,000 SH SOLE 1,000
ARCTRADE INTERNATIONAL COM 004931101 13 1,000 SH SOLE 1,000
ACTION PERFORMANCE INC COM 004933107 383 18,200 SH SOLE 18,200
ACTEL CORP COM 004934105 534 28,100 SH SOLE 28,100
ACTIVE SOFTWARE INC. COM 00504E100 10 400 SH SOLE 400
ACTUATE CORPORATION COM 00508B102 14 400 SH SOLE 400
ACUSON CORP COM 005113105 400 31,400 SH SOLE 31,400
ACX TECHNOLOGIES COM 005123104 333 35,000 SH SOLE 35,000
</TABLE>
Page 1 of 57
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ACXIOM CORPORATION COM 005125109 818 41,600 SH SOLE 41,600
ADAC LABORATORIES COM NEW 005313200 38 3,900 SH SOLE 3,900
ADAPTIVE BROADBAND CORP COM 00650M104 17 500 SH SOLE 500
ADAPTEC INC. COM 00651F108 2,477 134,900 SH SOLE 134,900
ADELPHIA COMM-CL A CL A 006848105 1,758 29,900 SH SOLE 29,900
ADMINISTAFF INC COM 007094105 215 13,500 SH SOLE 13,500
ADOBE SYSTEMS INC COM 00724F101 9,676 85,252 SH SOLE 85,252
ADTRAN INC COM 00738A106 1,843 48,100 SH SOLE 48,100
ADVANCED PARADIGM COM 007491103 734 13,400 SH SOLE 13,400
ADVANCED COMMUNICATION COM 00750X109 15 1,200 SH SOLE 1,200
ADVANCED COMMUNICATIONS COM 00751B106 2 300 SH SOLE 300
ADVANCED DIGITAL INFO. COM 007525108 8 300 SH SOLE 300
ADVANCED FIBRE COM 00754A105 2,105 94,600 SH SOLE 94,600
ADVANCED RADIO TELECOM COM 00754U101 9 700 SH SOLE 700
ADVEST GROUP INC. COM 007566102 7 400 SH SOLE 400
ADVANTAGE LEARNING COM 00757K100 816 43,800 SH SOLE 43,800
ADVO SYSTEMS INC COM 007585102 512 25,700 SH SOLE 25,700
AERIAL COMMUNICATIONS COM 007655103 33 1,200 SH SOLE 1,200
ADVANCED MICRO DEVICES COM 007903107 2,981 173,414 SH SOLE 173,414
ADVANTA CORP-CLASS A CL A 007942105 467 31,909 SH SOLE 31,909
ADVANCED ENERGY INDUSTRIES COM 007973100 1,047 33,900 SH SOLE 33,900
ADVENT SOFTWARE INC. COM 007974108 1,055 16,950 SH SOLE 16,950
AETNA INCORPORATED COM 008117103 8,949 181,703 SH SOLE 181,703
AFFILIATED COMPUTER SVCS CL A 008190100 3,258 80,200 SH SOLE 80,200
AFFILIATED MANAGERS GROUP COM 008252108 747 27,400 SH SOLE 27,400
AFFYMETRIX INC COM 00826T108 2,924 29,700 SH SOLE 29,700
AG CHEM EQUIP INC COM 008363103 7 700 SH SOLE 700
AGILE SOFTWARE CORP COM 00846X105 19 300 SH SOLE 300
AGRIBIOTECH INCORPORATED COM 008494106 197 48,600 SH SOLE 48,600
AGRIBRANDS INTL INC COM 00849R105 104 2,100 SH SOLE 2,100
AIR EXPRESS INTERNATIONAL COM 009104100 877 38,650 SH SOLE 38,650
AIR PRODUCTS & CHEMICALS COM 009158106 8,688 298,958 SH SOLE 298,958
AIRBORNE FREIGHT COM 009266107 423 20,100 SH SOLE 20,100
AIRGAS INCORPORATED COM 009363102 975 83,900 SH SOLE 83,900
AIRTRAN HOLDINGS INC COM 00949P108 5 1,000 SH SOLE 1,000
ALARIS MEDICAL INC. COM 011637105 180 60,000 SH SOLE 60,000
ALASKA AIRGROUP INC COM 011659109 818 20,100 SH SOLE 20,100
ALBANY INTERNATIONAL CL A 012348108 518 34,217 SH SOLE 34,217
ALBEMARLE CORP COM 012653101 1,185 58,900 SH SOLE 58,900
ALBERTO CULVER - CL B CL B CONV 013068101 1,608 69,517 SH SOLE 69,517
ALBERTSONS INC COM 013104104 21,127 534,004 SH SOLE 534,004
ALCAN ALUMINUM (ADR) COM 013716105 5,102 163,274 SH SOLE 163,274
ALCOA INC COM 013817101 29,709 478,696 SH SOLE 478,696
ALEXANDER & BALDWIN COM 014482103 1,234 51,700 SH SOLE 51,700
ALEXANDRIA REAL EST COM 015271109 9 300 SH SOLE 300
ALFA CORPORATION COM 015385107 761 46,800 SH SOLE 46,800
ALGOS PHARMA COM 015869100 106 12,500 SH SOLE 12,500
ALKERMES INC COM 01642T108 847 29,400 SH SOLE 29,400
ALLAIRE CORPORATION COM 016714107 11 200 SH SOLE 200
ALLEGHANY CORP COM 017175100 551 3,112 SH SOLE 3,112
ALLEGHENY ENERGY INC COM 017361106 2,042 64,200 SH SOLE 64,200
ALLEGHENY TELEDYNE INC COM 017415100 4,051 240,030 SH SOLE 240,030
ALLEGIANCE TELECOM INC. COM 01747T102 58 1,100 SH SOLE 1,100
ALLEN TELECOM INC COM 018091108 67 6,900 SH SOLE 6,900
ALLERGAN INCORPORATED COM 018490102 4,290 39,000 SH OTHER (1) 39,000
ALLERGAN INCORPORATED COM 018490102 9,255 84,135 SH SOLE 84,135
ALLIANCE CAPITAL MGMT LP UNIT LTD PARTN 018548107 91 3,300 SH SOLE 3,300
</TABLE>
Page 2 of 57
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ALLIANCE PHARMACEUTICAL COM 018773101 43 8,500 SH SOLE 8,500
ALLIANCE SEMICONDUCTOR COM 01877H100 9 800 SH SOLE 800
ALLIANT ENERGY CORP COM 018802108 1,287 46,500 SH SOLE 46,500
ALLIANT TECHSYSTEMS INC COM 018804104 866 12,500 SH SOLE 12,500
ALLIED CAPITAL CORP COM 01903Q108 1,728 77,000 SH SOLE 77,000
ALLIED SIGNAL INC COM 019512102 41,709 695,882 SH SOLE 695,882
ALLIED WASTE INDUSTRIES COM 019589308 2,385 204,065 SH SOLE 204,065
ALLMERICA FINANCIAL CORP COM 019754100 1,968 41,316 SH SOLE 41,316
ALLSTATE CORP COM 020002101 25,747 1,032,466 SH SOLE 1,032,466
ALLTEL CORPORATION COM 020039103 29,204 414,984 SH SOLE 414,984
ALLTRISTA CORP COM 020040101 5 200 SH SOLE 200
ALPHA INDUSTRIES COM 020753109 1,483 26,300 SH SOLE 26,300
ALPHARMA INC. CL A 020813101 1,217 34,467 SH SOLE 34,467
ALTERA CORPORATION COM 021441100 5,127 118,200 SH SOLE 118,200
ALTERRA HEALTHCARE CORP COM 02146C104 229 25,800 SH SOLE 25,800
ALZA CORP COM 022615108 5,359 125,178 SH SOLE 125,178
AMAZON.COM INC. COM 023135106 16,371 204,800 SH SOLE 204,800
AMBAC FINANCIAL GROUP INC COM 023139108 2,184 46,100 SH SOLE 46,100
AMCAST INDUSTRIAL CORP. COM 023395106 24 1,800 SH SOLE 1,800
AMCOL INTERNATIONAL CORP COM 02341W103 83 5,600 SH SOLE 5,600
AMERADA HESS CO COM 023551104 7,417 121,092 SH SOLE 121,092
AMERCO COM 023586100 780 27,300 SH SOLE 27,300
AMEREN CORPORATION COM 023608102 6,800 179,843 SH SOLE 179,843
AMERICA ONLINE INC COM 02364J104 147,421 1,417,508 SH SOLE 1,417,508
AMERICA W. HOLDINGS CORP CL B 023657208 807 46,600 SH SOLE 46,600
AMERICAN ANNUITY GROUP COM 023840101 1,143 52,850 SH SOLE 52,850
AMCORE FINANCIAL COM 023912108 694 33,650 SH SOLE 33,650
AMERICAN AXLE & MFG HOLD COM 024061103 16 1,100 SH SOLE 1,100
AMERICAN BANK CONN WATER. COM 024327108 13 600 SH SOLE 600
AMERICAN BUSINESS PROD GA COM 024763104 276 17,500 SH SOLE 17,500
AMERICAN CLASSIC VOYAGES COM 024928103 9 400 SH SOLE 400
AMERICAN ELECTRIC POWER COM 025537101 8,593 251,795 SH SOLE 251,795
AMERICAN EAGLE OUTFITTERS COM 02553E106 1,303 26,900 SH SOLE 26,900
AMERICAN EXPRESS CO COM 025816109 78,847 585,679 SH SOLE 585,679
AMERICAN FINANCIAL GROUP COM 025932104 1,268 45,200 SH SOLE 45,200
AMERICAN FREIGHTWAYS COM 02629V108 853 46,900 SH SOLE 46,900
AMERICAN GENERAL CORP COM 026351106 20,545 325,145 SH SOLE 325,145
AMERICAN GREETINGS CORP CL A 026375105 1,935 75,157 SH SOLE 75,157
AMER HLTH PROPERTIES COM 026494104 16 800 SH SOLE 800
AMERICAN HERITAGE LIFE COM 026522102 1,102 34,700 SH SOLE 34,700
AMERICAN HOME PRODUCTS COM 026609107 69,841 1,682,910 SH SOLE 1,682,910
AMERICAN INT'L GROUP COM 026874107 1,739 20,000 SH OTHER (1) 20,000
AMERICAN INT'L GROUP COM 026874107 174,706 2,009,558 SH SOLE 2,009,558
AMERICAN ITALIAN PASTA CO CL A 027070101 687 24,000 SH SOLE 24,000
AMERICAN MNGMT SYSTEMS COM 027352103 585 22,800 SH SOLE 22,800
AMERICAN MOBILE SATELLITE COM 02755R103 18 1,000 SH SOLE 1,000
AMERCAN NATNL CAN GROUP COM 027714104 16 1,000 SH SOLE 1,000
AMER. NAT. INSURANCE COM 028591105 1,400 20,900 SH SOLE 20,900
AMERICAN RETIREMENT COM 028913101 7 700 SH SOLE 700
AMERICAN POWER CONVERSION COM 029066107 2,025 106,600 SH SOLE 106,600
AMERICAN (REIT ILL-RESTR) COM 029166105 7 400 SH SOLE 400
AMERICAN REAL ESTATE DEPOSITRY UNIT 029169109 9 1,000 SH SOLE 1,000
AMERICAN REALTY (REIT) COM PAR $.01 NEW 029177409 11 700 SH SOLE 700
AMERICAN STANDARD COS INC COM 029712106 1,412 36,800 SH SOLE 36,800
AMERICAN STATES WATER CO. COM 029899101 60 1,800 SH SOLE 1,800
AMERICAN TOWER SYSTEMS CL A 029912201 1,520 77,700 SH SOLE 77,700
AMERICAN SUPERCONDUCTOR COM 030111108 11 700 SH SOLE 700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMERICAN WATER WORKS COM 030411102 1,632 56,400 SH SOLE 56,400
AMERICREDIT CORPORATION COM 03060R101 1,320 88,400 SH SOLE 88,400
AMERIPATH INCORPORATED COM 03071D109 8 1,000 SH SOLE 1,000
AMERISOURCE HEALTH CORP CL A 03071P102 495 20,900 SH SOLE 20,900
AMERITRADE HOLDING-CL A CL A 03072H109 3,930 213,900 SH SOLE 213,900
AMERUS LIFE HOLDINGS CL-A COM 030732101 621 29,300 SH SOLE 29,300
AMES DEPARTMENT STORES COM NEW 030789507 1,183 37,100 SH SOLE 37,100
AMERITECH CORP COM 030954101 94,936 1,412,998 SH SOLE 1,412,998
AMETEK INC. COM 031100100 783 39,500 SH SOLE 39,500
AMF BOWLING INCORPORATED COM 03113V109 7 1,617 SH SOLE 1,617
AMGEN INC COM 031162100 3,912 48,000 SH OTHER (1) 48,000
AMGEN INC COM 031162100 53,000 650,308 SH SOLE 650,308
AMKOR TECHNOLOGY INC. COM 031652100 37 2,300 SH SOLE 2,300
AMRESCO INC. COM 031909104 197 65,500 SH SOLE 65,500
AMRESCO CAPITAL TRUST COM SH BEN INT 031919103 11 1,300 SH SOLE 1,300
AMPHENOL CORP CL A 032095101 1,080 21,800 SH SOLE 21,800
AMSOUTH BANK CORP COM 032165102 5,263 224,550 SH SOLE 224,550
AMTRAN INC COM 03234G106 8 400 SH SOLE 400
ANADARKO PETE CORP COM 032511107 4,775 156,250 SH SOLE 156,250
ANADIGICS INC. COM 032515108 8 300 SH SOLE 300
ANALOG DEVICES INC COM 032654105 1,333 26,000 SH OTHER (1) 26,000
ANALOG DEVICES INC COM 032654105 5,468 106,700 SH SOLE 106,700
ANALOGIC CORPORATION COM 032657207 533 16,900 SH SOLE 16,900
ANALYSTS INTL CORP COM 032681108 273 26,350 SH SOLE 26,350
ANALYTICAL SURVEYS INC. COM NEW 032683302 3 200 SH SOLE 200
ANCHOR BANCORP WISCONSIN COM 032839102 639 39,300 SH SOLE 39,300
ANCHOR GAMING COM 033037102 976 16,400 SH SOLE 16,400
ANCOR COMMUNICATIONS COM 03332K108 10 400 SH SOLE 400
ANDERSEN GROUP INC COM 033501107 1 200 SH SOLE 200
ANDERSONS INC COM 034164103 5 600 SH SOLE 600
ANDREW CORP COM 034425108 1,767 101,725 SH SOLE 101,725
ANDRX CORPORATION COM 034551101 2,160 36,900 SH SOLE 36,900
ANGELICA CORP COM 034663104 24 2,100 SH SOLE 2,100
ANHEUSER BUSCH CO INC COM 035229103 43,244 617,227 SH SOLE 617,227
ANIXTER INTERNATIONAL COM 035290105 1,242 53,400 SH SOLE 53,400
ANN TAYLOR STORES COM 036115103 1,312 32,100 SH SOLE 32,100
ANSOFT CORP COM 036384105 15 1,800 SH SOLE 1,800
ANTEC CORPORATION COM 03664P105 2,364 44,500 SH SOLE 44,500
ANSWERTHINK CONSULTING GP COM 036916104 6 600 SH SOLE 600
AON CORP COM 037389103 9,978 337,535 SH SOLE 337,535
APACHE CORP COM 037411105 6,171 142,889 SH SOLE 142,889
APARTMENT INV&MGMT (REIT) CL A 03748R101 46 1,200 SH SOLE 1,200
APEX INC COM 037548104 511 27,350 SH SOLE 27,350
APOGEE ENTERPRISES INC COM 037598109 7 1,000 SH SOLE 1,000
APOLLO GROUP INC CL A CL A 037604105 930 44,000 SH SOLE 44,000
APPLE COMPUTERS COM 037833100 12,483 197,166 SH SOLE 197,166
APPLEBEES INTL INC. COM 037899101 1,186 35,200 SH SOLE 35,200
APRIA HEALTHCARE GROUP COM 037933108 1,042 62,200 SH SOLE 62,200
APPLIED GRAPHICS TECH. COM 037937109 256 29,700 SH SOLE 29,700
APPLIED INDUST TECH INC COM 03820C105 77 4,300 SH SOLE 4,300
APPLIED MAGNETICS COM 038213104 6 6,300 SH SOLE 6,300
APPLIED MATERIALS INC COM 038222105 37,101 477,562 SH SOLE 477,562
APPLIED POWER CL.A CL A 038225108 1,176 38,700 SH SOLE 38,700
APPLIED MICRO CIRCUITS COM 03822W109 3,842 67,400 SH SOLE 67,400
APPNET SYSTEMS INC COM 03831Q101 16 600 SH SOLE 600
APTARGROUP INC COM 038336103 1,423 53,200 SH SOLE 53,200
AQUARION COMPANY COM 03838W101 86 2,400 SH SOLE 2,400
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ARCH CHEMICALS INC COM 03937R102 8 500 SH SOLE 500
ARCH COAL INC STK COM 039380100 602 48,900 SH SOLE 48,900
ARCH COMMUNICATIONS GROUP COM NEW 039381504 2 500 SH SOLE 500
ARCHER-DANIELS-MIDLAND COM 039483102 9,507 780,028 SH SOLE 780,028
ARCHSTONE COMMUNITY(REIT) SH BEN INT 039581103 50 2,600 SH SOLE 2,600
ARCTIC CAT INCORPORATED COM 039670104 56 5,900 SH SOLE 5,900
ARDEN REALTY GROUP (REIT) COM 039793104 24 1,100 SH SOLE 1,100
ARDENT SOFTWARE INC. COM 039794102 652 24,200 SH SOLE 24,200
AREA BANKCSHARES CORP COM 039872106 634 22,000 SH SOLE 22,000
ARGONAUT GROUP INC COM 040157109 721 28,700 SH SOLE 28,700
ARGOSY GAMING CORPORATION COM 040228108 8 600 SH SOLE 600
ARGUSS HOLDINGS INC COM 040282105 12 800 SH SOLE 800
ARIBA INC COM 04033V104 116 800 SH SOLE 800
ARIS CORP COM 04040A101 8 1,400 SH SOLE 1,400
ARKANSAS BEST CORPORATION COM 040790107 58 4,700 SH SOLE 4,700
ARMCO INC. COM 042170100 922 131,700 SH SOLE 131,700
ARMSTRONG WORLD INDS COM 042476101 2,651 58,985 SH SOLE 58,985
ARNOLD INDUSTRIES INC COM 042595108 383 30,300 SH SOLE 30,300
ARROW ELECTRONICS COM 042735100 980 55,600 SH SOLE 55,600
ARROW INTERNATIONAL COM 042764100 780 30,500 SH SOLE 30,500
ART TECHNOLOGY INC COM 04289L107 19 500 SH SOLE 500
ARTISAN COMPONENTS INC COM 042923102 9 1,100 SH SOLE 1,100
ARTESYN TECH COM 043127109 823 43,400 SH SOLE 43,400
ARTHROCARE CORPORATION COM 043136100 16 300 SH SOLE 300
ARVIN INDUSTRIES COM 043339100 928 30,000 SH SOLE 30,000
ASARCO INC COM 043413103 2,091 77,988 SH SOLE 77,988
ASCENT ENTERTAINMENT GRP COM 043628106 10 700 SH SOLE 700
ASHLAND INCORPORATED COM 044204105 3,314 98,556 SH SOLE 98,556
ASHWORTH INCORPORATED COM 04516H101 11 2,300 SH SOLE 2,300
ASK JEEVES INC COM 045174109 14 400 SH SOLE 400
ASPECT DEVELOPMENT INC. COM 045234101 405 16,000 SH SOLE 16,000
ASPECT TELECOMMUNICATIONS COM 045237104 1,195 70,400 SH SOLE 70,400
ASPEN TECHNOLOGY INC. COM 045327103 344 35,300 SH SOLE 35,300
ASSOCIATED BANCORP COM 045487105 1,477 40,825 SH SOLE 40,825
ASSOCIATED GROUP INC-CL A CL A 045651106 3,358 55,500 SH SOLE 55,500
AT HOME CORP -SER A COM SER A 045919107 9,487 228,948 SH SOLE 228,948
ASSOC FIRST CAP CLA 046008108 33,712 936,454 SH SOLE 936,454
ASTEC INDUSTRIES INC. COM 046224101 572 23,700 SH SOLE 23,700
ASTORIA FINANCIAL CORP COM 046265104 949 30,850 SH SOLE 30,850
ASYST TECHNOLOGIES INC. COM 04648X107 7 200 SH SOLE 200
ATCHISON CASTING CORP. COM 046613105 8 900 SH SOLE 900
ATLANTIC COAST AIR COM 048396105 486 27,400 SH SOLE 27,400
ATLANTIC RICHFIELD CO COM 048825103 37,007 417,570 SH SOLE 417,570
ATLAS AIR INC COM 049164106 920 42,050 SH SOLE 42,050
ATMEL CORPORATION COM 049513104 1,934 57,200 SH SOLE 57,200
ATMOS ENERGY CORPORATION COM 049560105 1,168 48,400 SH SOLE 48,400
ATRIX LABS INC. COM 04962L101 7 1,000 SH SOLE 1,000
ATWOOD OCEANIC COM 050095108 9 300 SH SOLE 300
AUDIO BOOK CLUB INC COM 05068R108 11 900 SH SOLE 900
AUDIOVOX CORP. CL A 050757103 11 600 SH SOLE 600
AURORA FOODS INC. COM 05164B106 21 1,300 SH SOLE 1,300
AURORA BIOSCIENCES CORP. COM 051920106 16 1,200 SH SOLE 1,200
AUSPEX COM 052116100 9 1,000 SH SOLE 1,000
AUTHENTIC FITNESS INC. COM 052661105 534 30,400 SH SOLE 30,400
AUTOBYTEL.COM INC. COM 05275N106 9 800 SH SOLE 800
AUTOCYTE INC. COM 052768108 4 700 SH SOLE 700
AUTODESK INC COM 052769106 1,291 59,000 SH SOLE 59,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AUTO DATA PROCESS COM 053015103 35,679 799,524 SH SOLE 799,524
AUTONATION INC. COM 05329W102 3,300 262,700 SH SOLE 262,700
AUTOWEB.COM INC. COM 053331104 10 1,100 SH SOLE 1,100
AUTOZONE INC COM 053332102 5,447 194,115 SH SOLE 194,115
AVALONBAY COMMUNITIES COM 053484101 44 1,300 SH SOLE 1,300
AVANT! CORPORATION COM 053487104 767 43,000 SH SOLE 43,000
AVATAR HOLDINGS INC COM 053494100 10 500 SH SOLE 500
AVERY DENNISON CORP. COM 053611109 7,381 139,915 SH SOLE 139,915
AVIALL INC COM 05366B102 8 800 SH SOLE 800
AVIATION SALES COMPANY COM 053672101 304 16,000 SH SOLE 16,000
AVID TECHNOLOGY COM 05367P100 505 38,500 SH SOLE 38,500
AVIRON COM 053762100 439 18,100 SH SOLE 18,100
AVIS RENT A CAR INC. COM 053790101 800 38,300 SH SOLE 38,300
AVISTA CORP COM 05379B107 926 52,700 SH SOLE 52,700
AVNET INC COM 053807103 748 17,800 SH SOLE 17,800
AVON PRODUCTS INC COM 054303102 7,996 322,254 SH SOLE 322,254
AWARE INCORPORATED COM 05453N100 783 27,300 SH SOLE 27,300
AXENT TECHNOLOGIES INC COM 05459C108 510 39,400 SH SOLE 39,400
AZTAR CORP COM 054802103 99 9,700 SH SOLE 9,700
BB&T CORPORATION COM 054937107 13,080 404,000 SH SOLE 404,000
AZURIX CORP COM 05501M104 40 2,300 SH SOLE 2,300
BHC COMMUNICATIONS INC CL A 055448104 1,702 12,200 SH SOLE 12,200
THE BISYS GROUP INCOR COM 055472104 2,191 46,700 SH SOLE 46,700
BJ SERVICES COM 055482103 2,784 87,500 SH SOLE 87,500
BJ'S WHOLESALE CLUB INC COM 05548J106 3,556 120,300 SH SOLE 120,300
BMC INDUSTRIES INC-MINN COM 055607105 74 6,000 SH SOLE 6,000
BOK FINANCIAL CORPORATION COM 05561Q201 1,109 56,888 SH SOLE 56,888
BRE PROPERTIES-CL A(REIT) CL A 05564E106 19 800 SH SOLE 800
BT FINANCIAL CORP COM 055763106 410 17,000 SH SOLE 17,000
BMC SOFTWARE COM 055921100 21,862 305,500 SH SOLE 305,500
BACOU USA INC. COM 056439102 8 500 SH SOLE 500
BAKER HUGHES INC COM 057224107 11,957 412,319 SH SOLE 412,319
J BAKER & CO COM 057232100 28 3,500 SH SOLE 3,500
BALDOR ELECTRIC CO COM 057741100 782 41,320 SH SOLE 41,320
BALDWIN & LYONS INC. CL-B CL B 057755209 12 600 SH SOLE 600
BALL CORP COM 058498106 1,717 38,963 SH SOLE 38,963
BALLANTYNE INC COM 058516105 5 900 SH SOLE 900
BALLY TOTAL FITNESS COM 05873K108 908 29,700 SH SOLE 29,700
BANCFIRST CORP ZANES COM 059450106 11 500 SH SOLE 500
BANCFIRST CORP COM 05945F103 324 10,300 SH SOLE 10,300
BANCO SANTANDER PUERTO RC COM 059646109 17 1,000 SH SOLE 1,000
BANCORPSOUTH INCORPORATED COM 059692103 1,189 70,200 SH SOLE 70,200
BANCWEST CORP COM 059790105 1,044 25,700 SH SOLE 25,700
BANDAG INCOPORATED COM 059815100 915 28,600 SH SOLE 28,600
BANDAG INC CL A 059815308 379 15,000 SH SOLE 15,000
BANGOR HYDRO-ELECTRIC CO COM 060077104 28 1,700 SH SOLE 1,700
BANK OF AMERICA CORP COM 060505104 124,287 2,231,860 SH SOLE 2,231,860
BANK NEW YORK INC COM 064057102 31,685 947,586 SH SOLE 947,586
BANK ONE CORP COM 06423A103 51,772 1,487,173 SH SOLE 1,487,173
BANK PLUS CORP. COM 064446107 9 2,100 SH SOLE 2,100
BANK UNITED CORPORATION CL A 065412108 1,088 33,600 SH SOLE 33,600
BANKBOSTON CORPORATION COM 06605R106 16,632 383,448 SH SOLE 383,448
BANKFIRST CORP COM 066442104 14 1,500 SH SOLE 1,500
BANKNORTH GROUP INC COM 06646L100 974 32,600 SH SOLE 32,600
BANTA CORPORATION COM 066821109 797 35,700 SH SOLE 35,700
BARD C.R. INC COM 067383109 3,229 68,620 SH SOLE 68,620
BARNES & NOBLE INC COM 067774109 816 31,400 SH SOLE 31,400
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BARNES GROUP COM 067806109 554 27,600 SH SOLE 27,600
BARNES&NOBLE.COM INC. CL A 067846105 12 600 SH SOLE 600
BARRICK GOLD CORP COM 067901108 5,905 271,479 SH SOLE 271,479
BARR LABORATORIES INC. COM 068306109 902 28,400 SH SOLE 28,400
BARRA INC COM 068313105 11 500 SH SOLE 500
BARRETT RESOURCES CORP. COM 068480201 1,455 39,400 SH SOLE 39,400
BASIN EXPLORATION INC COM 070107107 10 400 SH SOLE 400
BASSETT FURNITURE INC. COM 070203104 48 2,500 SH SOLE 2,500
BATTLE MOUNTAIN GOLD COM 071593107 908 279,300 SH SOLE 279,300
BAUSCH & LOMB COM 071707103 4,999 75,816 SH SOLE 75,816
BAXTER INTERNATIONAL COM 071813109 2,392 39,700 SH OTHER (1) 39,700
BAXTER INTERNATIONAL COM 071813109 22,563 374,484 SH SOLE 374,484
BAY VIEW CAP CORP COM 07262L101 311 23,500 SH SOLE 23,500
BE AEROSPACE INCORPORATED COM 073302101 948 79,400 SH OTHER (1) 79,400
BE AEROSPACE INCORPORATED COM 073302101 433 36,300 SH SOLE 36,300
BE INCORPORATED COM 073309106 10 1,400 SH SOLE 1,400
BEA SYSTEMS INC COM 073325102 3,005 85,100 SH SOLE 85,100
BEAR STEARNS COS INC COM 073902108 5,660 147,264 SH SOLE 147,264
BEBE STORES INCORPORATED COM 075571109 12 500 SH SOLE 500
BECKMAN COULTER INC COM 075811109 808 17,900 SH SOLE 17,900
BECTON DICKINSON & CO COM 075887109 8,854 315,510 SH SOLE 315,510
BED BATH & BEYOND INC COM 075896100 2,875 178,300 SH SOLE 178,300
BEDFORD PROPERTY COM PAR $0.02 076446301 7 400 SH SOLE 400
BEL FUSE INC CLASS A CL A 077347201 17 500 SH SOLE 500
BELCO OIL & GAS COM 077410108 3 500 SH SOLE 500
BELDEN INC COM 077459105 697 34,000 SH SOLE 34,000
BELL & HOWELL CO COM 077852101 1,137 31,000 SH SOLE 31,000
BELL ATLANTIC CORP COM 077853109 1,710 25,400 SH OTHER (1) 25,400
BELL ATLANTIC CORP COM 077853109 134,024 1,991,068 SH SOLE 1,991,068
BELL INDUSTRIES INC COM 078107109 3 600 SH SOLE 600
BELL SOUTH CORP COM 079860102 6,476 143,900 SH OTHER (1) 143,900
BELL SOUTH CORP COM 079860102 109,365 2,430,342 SH SOLE 2,430,342
BELO (A.H.) CORP SER A COM SER A 080555105 1,421 74,300 SH SOLE 74,300
BEMIS COMPANY COM 081437105 2,389 70,511 SH SOLE 70,511
BENCHMARK ELECTRONICS INC COM 08160H101 826 23,400 SH SOLE 23,400
BENTON OIL & GAS CO COM 083288100 1 400 SH SOLE 400
BERGEN BRUNSWIG CL A 083739102 506 48,807 SH SOLE 48,807
BERINGER WINES ESTATES CL B 084102102 895 21,800 SH SOLE 21,800
BERKLEY (WR) CORP COM 084423102 683 29,700 SH SOLE 29,700
BERKSHIRE BANCORP COM 084597103 11 300 SH SOLE 300
BERKSHIRE HATHAWAY CL A. CL A 084670108 49,005 891 SH SOLE 891
BERKSHIRE HATHAWAY CL B. CL B 084670207 5,394 2,906 SH SOLE 2,906
BERKSHIRE REALTY (REIT) COM 084710102 10 800 SH SOLE 800
BERRY PETROLEUM CL A CL A 085789105 14 1,000 SH SOLE 1,000
BEST BUY COM 086516101 16,149 260,200 SH SOLE 260,200
BEST SOFTWARE INC. COM 086579109 22 1,100 SH SOLE 1,100
BESTFOODS CORP COM 08658U101 17,111 352,800 SH SOLE 352,800
BETHLEHEM STEEL CORP COM 087509105 573 77,635 SH SOLE 77,635
BEVERLY ENTERPRISES INC. COM NEW 087851309 488 114,900 SH SOLE 114,900
BEYOND.COM CORPORATION COM 08860E101 9 700 SH SOLE 700
BIG ENTERTAINMENT INC COM 089144109 14 800 SH SOLE 800
BIG FLOWER HOLDINGS INC. COM 089159107 643 22,700 SH SOLE 22,700
BILLING CONCEPTS CORP COM 090063108 201 40,200 SH SOLE 40,200
BINDLY WESTERN INDUSTRIES COM 090324104 651 45,464 SH SOLE 45,464
BINDVIEW DEVELOPMENT CORP COM 090327107 10 500 SH SOLE 500
BIO RAD LABS INCORPORATED CL A 090572207 8 300 SH SOLE 300
BIO-TECHNOLOGY GENERAL COM 090578105 642 66,900 SH SOLE 66,900
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BIOCRYSTAL PHARMACEUTICAL COM 09058V103 5 200 SH SOLE 200
BIOGEN INC COM 090597105 6,888 87,400 SH SOLE 87,400
BIOMATRIX INC COM 09060P102 590 26,300 SH SOLE 26,300
BIOMET COM 090613100 3,627 137,832 SH SOLE 137,832
BIOMARIN PHARMACEUTICAL COM 09061G101 10 600 SH SOLE 600
BIRMINGHAM STEEL CORP COM 091250100 43 5,700 SH SOLE 5,700
BLACK & DECKER COM 091797100 5,245 114,797 SH SOLE 114,797
BLACK BOX CORPORATION COM 091826107 1,176 22,400 SH SOLE 22,400
BLACK HILLS CORP COM 092113109 643 27,600 SH SOLE 27,600
E.W. BLANCH HOLDINGS COM 093210102 1,062 16,300 SH SOLE 16,300
BLOCK DRUG CO CL A 093644102 11 300 SH SOLE 300
BLOCK H&R INC COM 093671105 5,000 115,117 SH SOLE 115,117
BLOUNT INTL INC COM 095180105 1,145 84,800 SH SOLE 84,800
BLYTH INDUSTRIES INC COM 09643P108 867 30,900 SH SOLE 30,900
BOB EVANS FARMS INC COM 096761101 949 46,600 SH SOLE 46,600
BOEING CO COM 097023105 53,258 1,249,448 SH SOLE 1,249,448
BOISE CASCADE CORP COM 097383103 2,526 69,316 SH SOLE 69,316
BOISE CASCADE OFFICE COM 097403109 810 74,500 SH SOLE 74,500
THE BOMBAY COMPANY INC. COM 097924104 44 8,600 SH SOLE 8,600
BONE CARE INTERNL INC COM 098072101 8 800 SH SOLE 800
BOOKS-A-MILLION INC COM 098570104 28 3,400 SH SOLE 3,400
BORDERS GROUP COM 099709107 784 53,400 SH SOLE 53,400
BORG-WARNER AUTOMOTIVE COM 099724106 938 21,817 SH SOLE 21,817
BORON LEPORE & ASSOCS. COM 10001P102 84 15,000 SH SOLE 15,000
BOSTON ACOUSTICS INC COM 100534106 12 800 SH SOLE 800
BOSTON BEER COMPANY CL A 100557107 2 300 SH SOLE 300
BOSTON COMMUNICATIONS COM 100582105 7 1,300 SH SOLE 1,300
BOSTON PROPERTIES (REIT) COM 101121101 40 1,300 SH SOLE 1,300
BOSTON SCIENTIFIC COM 101137107 12,036 487,550 SH SOLE 487,550
BOWATER INC COM 102183100 1,927 36,700 SH SOLE 36,700
BOWNE & CO INC COM 103043105 619 51,300 SH SOLE 51,300
BOYD GAMING CORP COM 103304101 17 2,800 SH SOLE 2,800
BOYDS COLLECTION LTD COM 103354106 15 1,200 SH SOLE 1,200
BRADLEY REAL ESTATE REIT COM 104580105 13 700 SH SOLE 700
BRADY CORPORATION CL A 104674106 976 30,500 SH SOLE 30,500
BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 11 700 SH SOLE 700
BRAUN CONSULTING INC COM 105651103 10 600 SH SOLE 600
BRIGGS & STRATTON CORP COM 109043109 1,422 24,353 SH SOLE 24,353
BRIGHTPOINT INCORPORATED COM 109473108 558 76,650 SH SOLE 76,650
BRINKER INTL INC COM 109641100 982 36,200 SH SOLE 36,200
BRIO TECHNOLOGY COM 109704106 20 900 SH SOLE 900
BRISTOL-MYERS SQUIBB CO COM 110122108 8,897 131,800 SH OTHER (1) 131,800
BRISTOL-MYERS SQUIBB CO COM 110122108 173,047 2,563,664 SH SOLE 2,563,664
BROADCOM CORPORATION CL A 111320107 87 800 SH SOLE 800
BROADVISION COM 111412102 4,178 31,400 SH SOLE 31,400
BROCADE COMM. SYSTEMS COM 111621108 84 400 SH SOLE 400
BROOKDALE LIVING COMMUN COM 112462106 7 500 SH SOLE 500
BROOKE GROUP LTD COM 112525100 501 30,135 SH SOLE 30,135
BROOKLINE BANCORP COM 113739106 10 1,000 SH SOLE 1,000
BROWN & BROWN INC COM 115236101 575 17,300 SH SOLE 17,300
BROWN-FORMAN CORP - CL B CL B 115637209 5,273 84,544 SH SOLE 84,544
TOM BROWN INC. COM NEW 115660201 10 700 SH SOLE 700
BROWN SHOE COMPANY INC COM 115736100 77 4,200 SH SOLE 4,200
BRUNSWICK CORP COM 117043109 2,923 117,507 SH SOLE 117,507
BRUSH WELLMAN INC COM 117421107 46 3,100 SH SOLE 3,100
BUCA INC COM 117769109 10 800 SH SOLE 800
BUCKEYE PARTNERS UNIT LTD PARTN 118230101 14 500 SH SOLE 500
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BUCKEYE TECHNOLOGIES INC. COM 118255108 631 40,200 SH SOLE 40,200
BUCKLE INC COM 118440106 434 25,150 SH SOLE 25,150
BUDGET GROUP INC CL A 119003101 285 40,300 SH SOLE 40,300
BUFFETS INCORPORATED COM 119882108 589 50,700 SH SOLE 50,700
BUILDING MATERIAL HOLDING COM 120113105 24 2,400 SH SOLE 2,400
BUILDING ONE SERVICES COM 120114103 312 25,559 SH SOLE 25,559
BURLINGTON COAT FACTORY COM 121579106 1,200 60,740 SH SOLE 60,740
BURLINGTON IND INC COM 121693105 284 64,100 SH SOLE 64,100
BURLINGTON NORTHERN SANTA COM 12189T104 16,707 607,528 SH SOLE 607,528
BURLINGTON RESOURCES COM 122014103 8,268 224,989 SH SOLE 224,989
BURNHAM PACIFIC PROP REIT COM 12232C108 16 1,500 SH SOLE 1,500
BURNS INTL SERVICES COM 122374101 408 25,300 SH SOLE 25,300
BURR-BROWN CORP COM 122574106 1,791 45,350 SH SOLE 45,350
BUSH BOAKE ALLEN INC COM 123162109 609 23,100 SH SOLE 23,100
BUTLER MANUFACTURING CO COM 123655102 39 1,500 SH SOLE 1,500
C & D TECHNOLOGIES COM 124661109 599 16,500 SH SOLE 16,500
CBL & ASSOC PROP (REIT) COM 124830100 12 500 SH SOLE 500
CCB FINANCIAL COM 124875105 907 21,800 SH SOLE 21,800
CCC INFORMATION SERVICES COM 12487Q109 381 28,900 SH SOLE 28,900
CB RICHARD ELLIS SERVICES COM 12489L108 384 25,400 SH SOLE 25,400
CBRL GROUP INC COM 12489V106 343 22,100 SH SOLE 22,100
CBS CORPORATION COM 12490K107 42,151 911,382 SH SOLE 911,382
CFW COMMUNICATION COM 124923103 12 500 SH SOLE 500
C-COR.NET CORPORATION COM 125010108 12 400 SH SOLE 400
C-CUBE MICROSYSTEMS INC COM 125015107 2,179 50,100 SH SOLE 50,100
CDI CORP COM 125071100 746 27,300 SH SOLE 27,300
CDNOW INC COM 125086108 9 700 SH SOLE 700
CD RADIO INCORPORATED COM 125127100 732 28,700 SH SOLE 28,700
CDW COMPUTER CENTERS INC COM 125129106 3,343 68,400 SH SOLE 68,400
CEC ENTERTAINMENT COM 125137109 1,157 32,250 SH SOLE 32,250
C.H. ROBINSON WORLDWIDE COM 12541W100 1,735 51,500 SH SOLE 51,500
CHS ELECTRONICS COM NEW 12542A206 46 31,900 SH SOLE 31,900
CIGNA CORPORATION COM 125509109 1,780 22,900 SH OTHER (1) 22,900
CIGNA CORPORATION COM 125509109 20,212 259,965 SH SOLE 259,965
CIT GROUP INCORPORATED CL A 125577106 1,810 88,000 SH SOLE 88,000
CKE RESTAURANTS INC COM 12561E105 298 41,100 SH SOLE 41,100
CLECO CORPORATION COM 12561W105 856 26,400 SH SOLE 26,400
CK WITCO CORP COM 12562C108 2,979 204,564 SH SOLE 204,564
CMG INFORMATION SEVICES COM 125750109 5,730 55,900 SH SOLE 55,900
CMI CORP CL-A CL A 125761304 8 1,100 SH SOLE 1,100
CMP GROUP INC COM 125887109 1,058 40,100 SH SOLE 40,100
CMS ENERGY CORPORATION COM 125896100 5,172 152,400 SH SOLE 152,400
CPI CORP COM 125902106 14 400 SH SOLE 400
CSS INDUSTRIES INC COM 125906107 9 400 SH SOLE 400
C-NET INCORPORATED COM 125945105 4,838 86,400 SH SOLE 86,400
CTB INTERNATIONAL CORP COM 125960104 5 800 SH SOLE 800
CSK AUTO CORPORATION COM 125965103 11 500 SH SOLE 500
CNA FINANCIAL CORP. COM 126117100 3,822 109,200 SH SOLE 109,200
CNB BANCSHARES INC COM 126126101 1,097 20,700 SH SOLE 20,700
CNA SURETY CORPORATION COM 12612L108 701 53,400 SH SOLE 53,400
CNF TRANSPORTATION INC COM 12612W104 1,337 35,900 SH SOLE 35,900
CSG SYSTEMS INTERNATIONAL COM 126349109 578 21,100 SH SOLE 21,100
CSX CORP COM 126408103 11,808 278,655 SH SOLE 278,655
CT COMMUNICATIONS INC COM NEW 126426402 10 200 SH SOLE 200
CTS CORP. COM 126501105 1,932 33,600 SH SOLE 33,600
CUNO COM 126583103 4 200 SH SOLE 200
CVB FINANCIAL CORPORATION COM 126600105 490 18,500 SH SOLE 18,500
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CV REIT INC COM 126640101 12 1,000 SH SOLE 1,000
CVS CORPORATION COM 126650100 20,619 505,222 SH SOLE 505,222
CABLEVISION SYSTEMS CL. A CL A 12686C109 4,634 63,700 SH SOLE 63,700
CABLETRON SYSTEMS INC COM 126920107 3,356 213,929 SH SOLE 213,929
CABLE DESIGN TECHNOLOGIES COM 126924109 1,234 54,100 SH OTHER (1) 54,100
CABLE DESIGN TECHNOLOGIES COM 126924109 898 39,350 SH SOLE 39,350
CABOT CORP COM 127055101 929 39,100 SH SOLE 39,100
CABOT INDUSTRIAL TRUST COM 127072106 13 700 SH SOLE 700
CABOT OIL & GAS CL A CL A 127097103 568 32,900 SH SOLE 32,900
CACI INTERNATIONAL CL A 127190304 9 400 SH SOLE 400
CADENCE DESIGN SYSTEMS COM 127387108 1,227 92,600 SH OTHER (1) 92,600
CADENCE DESIGN SYSTEMS COM 127387108 1,694 127,850 SH SOLE 127,850
CADIZ INC COM 127537108 11 1,200 SH SOLE 1,200
CADMUS COMM CORP COM 127587103 11 1,000 SH SOLE 1,000
CAL DIVE INTERNATIONAL COM 127914109 17 500 SH SOLE 500
CALIFORNIA WATER SERVICE COM 130788102 548 20,000 SH SOLE 20,000
CALLAWAY GOLF COM 131193104 1,099 90,200 SH SOLE 90,200
CALLON PETROLEUM COM 13123X102 9 600 SH SOLE 600
CALPINE CORPORATION COM 131347106 2,901 34,100 SH SOLE 34,100
CAM DATA SYSTEMS INC COM 131730103 3 300 SH SOLE 300
CAMBREX CORPORATION COM 132011107 994 37,600 SH SOLE 37,600
CAMBRIDGE TECHNOLOGY COM 132524109 363 25,000 SH SOLE 25,000
CAMDEN PROPERTY (REIT) SH BEN INT 133131102 22 800 SH SOLE 800
CAMERON ASHLEY COM 133290106 9 1,000 SH SOLE 1,000
CAMPBELL SOUP COMPANY COM 134429109 21,856 558,627 SH SOLE 558,627
CANANDAIGUA BRANDS INC- A CL A 137219200 1,565 26,200 SH SOLE 26,200
CAPITAL CITY BANK GROUP COM 139674105 11 500 SH SOLE 500
CAPITAL ONE FINANCIAL COM 14040H105 1,821 46,700 SH OTHER (1) 46,700
CAPITAL ONE FINANCIAL COM 14040H105 9,859 252,800 SH SOLE 252,800
CAPITAL RE CORP COM 140432105 493 49,300 SH SOLE 49,300
CAPITOL BANCORP LTD COM 14056D105 8 700 SH SOLE 700
CAPITOL FEDERAL FINL COM 14057C106 16 1,600 SH SOLE 1,600
CAPROCK COMMUNICATIONS COM 140667106 16 700 SH SOLE 700
CAPSTEAD MORTGAGE CORP COM 14067E100 7 1,700 SH SOLE 1,700
THE CARBIDE/GRAPHITE GR COM 140777103 9 1,100 SH SOLE 1,100
CARBO CERAMICS COM 140781105 14 500 SH SOLE 500
CARAUSTAR INDUSTRIES INC. COM 140909102 732 28,700 SH SOLE 28,700
CARDINAL HEALTH INC COM 14149Y108 18,533 340,060 SH SOLE 340,060
CAREMATRIX CORPORATION COM 141706101 115 22,200 SH SOLE 22,200
CAREINSITE INC. COM 14170M106 66 1,300 SH SOLE 1,300
CAREY DIVERSIFIED LLC COM 14174P105 14 700 SH SOLE 700
CARY INTERNATIONAL COM 141750109 13 500 SH SOLE 500
CARDIOTHORACIC SYSTEMS COM 141907105 10 600 SH SOLE 600
CARLISLE COMPANIES INC COM 142339100 652 16,500 SH SOLE 16,500
CARMIKE CINEMAS INC CL A 143436103 29 2,200 SH SOLE 2,200
CARNIVAL CORP CLASS A COM 143658102 19,501 448,300 SH SOLE 448,300
CAROLINA FIRST COM 143877108 695 35,100 SH SOLE 35,100
CAROLINA POWER & LIGHT COM 144141108 7,354 207,877 SH SOLE 207,877
CARPENTER TECH COM 144285103 684 27,900 SH SOLE 27,900
CARRAMERICA REALTY REIT COM 144418100 26 1,200 SH SOLE 1,200
CARRIER ACCESS CORP. COM 144460102 25 600 SH SOLE 600
CARTER WALLACE INC COM 146285101 1,039 58,100 SH SOLE 58,100
CASCADE BANCORP COM 147154108 13 880 SH SOLE 880
CASCADE NATURAL GAS CORP COM 147339105 43 2,400 SH SOLE 2,400
CASE CORPORATION COM 14743R103 4,755 95,456 SH SOLE 95,456
CASELLA WASTE SYSTEMS CL A 147448104 292 17,500 SH SOLE 17,500
CASEY'S GENERAL STORES COM 147528103 1,060 79,100 SH SOLE 79,100
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CASH AMERICA INT'L COM 14754D100 318 33,700 SH SOLE 33,700
CASTLE (A.M.) & CO COM 148411101 35 2,800 SH SOLE 2,800
CATALINA MARKETING CORP COM 148867104 3,053 36,000 SH SOLE 36,000
CATALYTICA INC. COM 148885106 491 32,700 SH SOLE 32,700
CATELLUS DEV CORP COM 149111106 495 42,100 SH OTHER (1) 42,100
CATELLUS DEV CORP COM 149111106 552 47,000 SH SOLE 47,000
CATERPILLAR INC COM 149123101 24,983 455,786 SH SOLE 455,786
CATHAY BANCORP COM 149150104 453 12,700 SH SOLE 12,700
CATO CORP CLASS A CL A 149205106 87 6,200 SH SOLE 6,200
CEDAR FAIR LP DEPOSITRY UNIT 150185106 19 900 SH SOLE 900
CELLSTAR CORPORATION COM 150925105 504 67,200 SH SOLE 67,200
CELGENE CORP COM 151020104 11 400 SH SOLE 400
CELL PATHWAYS INC. COM 15114R101 321 33,400 SH SOLE 33,400
CENDANT CORPORATION COM 151313103 16,534 931,465 SH SOLE 931,465
CENIT BANCORP INC COM 15131W109 9 500 SH SOLE 500
CENTENNIAL BNCP COM 15133T104 10 825 SH SOLE 825
CENTENNIAL CELLULAR CL A NEW 15133V208 32 700 SH SOLE 700
CENTER TRUST INC CENTER TR INC 151845104 11 1,000 SH SOLE 1,000
CENTERPOINT PROP (REIT) SH BEN INT 151895109 10 300 SH SOLE 300
CENTEX CORP COM 152312104 2,277 77,022 SH SOLE 77,022
CENTIGRAM COMMUNICATIONS COM 152317103 12 1,100 SH SOLE 1,100
CENTEX CONSTRUCTION COM 15231R109 872 23,500 SH SOLE 23,500
CENTOCOR INC COM 152342101 2,747 46,900 SH SOLE 46,900
CENTRAL & SOUTH WEST CORP COM 152357109 5,764 272,843 SH SOLE 272,843
CENTRAL COAST BANCORP COM 153145107 17 800 SH SOLE 800
CENTRAL EUROPEAN DIST. COM 153435102 3 400 SH SOLE 400
CENTRAL GARDEN & PET COM 153527106 211 27,700 SH SOLE 27,700
CENTRAL HUDSON GAS ELEC COM 153609102 906 23,000 SH SOLE 23,000
CENTRAL NEWSPAPER CL A 154647101 788 17,700 SH SOLE 17,700
CENTRAL PARKING CORP COM 154785109 1,310 44,800 SH SOLE 44,800
CENTRAL VERMONT PUBLIC SV COM 155771108 33 2,500 SH SOLE 2,500
CENTURA BANKS COM 15640T100 935 22,600 SH SOLE 22,600
CENTURY BUSINESS SERVICES COM 156490104 1,071 92,100 SH SOLE 92,100
CENTURY COMMUNICATIONS CL A 156503104 1,757 38,500 SH SOLE 38,500
CENTURYTEL INC COM 156700106 3,469 85,400 SH OTHER (1) 85,400
CENTURYTEL INC COM 156700106 7,198 177,187 SH SOLE 177,187
CEPHALON INC COM 156708109 9 500 SH SOLE 500
CERIDIAN CORP COM 15677T106 4,558 183,218 SH SOLE 183,218
CERNER CORPORATION COM 156782104 776 50,900 SH SOLE 50,900
CHALONE INC COM 157639105 2 200 SH SOLE 200
CHAMPION ENTERPRISES INC COM 158496109 311 34,600 SH SOLE 34,600
CHAMPION INTL CORP COM 158525105 6,653 129,500 SH SOLE 129,500
CHAMPIONSHIP AUTO RACING COM 158711101 13 500 SH SOLE 500
CHARTER ONE FINANCIAL INC COM 160903100 2,281 98,631 SH SOLE 98,631
CHARMING SHOPPES INC. COM 161133103 574 112,000 SH SOLE 112,000
CHASE MANHATTAN CORP COM 16161A108 81,909 1,086,690 SH SOLE 1,086,690
CHATEAU COMMUNITY (REIT) COM 161726104 16 600 SH SOLE 600
CHATTEM INCORPORATED COM 162456107 346 15,700 SH SOLE 15,700
CHEAP TICKETS INC. COM 162672109 16 500 SH SOLE 500
CHECKFREE HOLDINGS CORP. COM 162816102 1,320 32,100 SH SOLE 32,100
CHECKPOINT SYSTEMS INC COM 162825103 404 43,400 SH SOLE 43,400
CHEESECAKE FACTORY INC COM 163072101 633 22,800 SH SOLE 22,800
CHELSEA GCA REALTY (REIT) COM 163262108 9 300 SH SOLE 300
CHEMDEX CORPORATION COM 163595101 18 600 SH SOLE 600
CHEMED COM 163596109 82 2,700 SH SOLE 2,700
CHEMFIRST INC COM 16361A106 713 26,100 SH SOLE 26,100
CHEMFAB CORP COM 16361L102 8 500 SH SOLE 500
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CHEMICAL FINANCIAL CORP COM 163731102 548 16,135 SH SOLE 16,135
CHESAPEAKE CORP COM 165159104 799 26,400 SH SOLE 26,400
CHEVRON CORPORATION COM 166751107 2,219 25,000 SH OTHER (1) 25,000
CHEVRON CORPORATION COM 166751107 75,790 853,968 SH SOLE 853,968
CHICAGO TITLE CORP COM 168228104 1,018 25,500 SH SOLE 25,500
CHILDREN'S PLACE STORES COM 168905107 828 31,100 SH SOLE 31,100
CHOICE HOTELS INTL INC COM 169905106 1,180 68,900 SH SOLE 68,900
CHIQUITTA BRANDS INTL COM 170032106 516 86,900 SH SOLE 86,900
CHIREX CORP COM 170038103 13 500 SH SOLE 500
CHIRON CORP COM 170040109 2,991 108,012 SH SOLE 108,012
CHITTENDEN CORP COM 170228100 972 34,100 SH SOLE 34,100
CHOICEPOINT INC. COM 170388102 1,246 18,500 SH SOLE 18,500
CHRIS-CRAFT INDUSTRIES COM 170520100 1,439 25,632 SH SOLE 25,632
CHROMATICS COLOR SCI INTL COM NEW 171116304 6 800 SH SOLE 800
CHROMCRAFT REVINGTON COM 171117104 10 800 SH SOLE 800
CHROMAVISION MED SYSTEMS COM 17111P104 10 800 SH SOLE 800
CHUBB CORP COM 171232101 11,676 234,407 SH SOLE 234,407
CHURCH AND DWIGHT INC COM 171340102 1,155 46,200 SH SOLE 46,200
CIBER INC COM 17163B102 573 37,400 SH SOLE 37,400
CIDCO INC. COM 171768104 3 200 SH SOLE 200
CIENA CORPORATION COM 171779101 2,825 77,400 SH SOLE 77,400
CILCORP INC COM 171794100 1,335 20,600 SH SOLE 20,600
CINCINNATI BELL COM 171870108 1,351 69,500 SH SOLE 69,500
CINCINNATI FINL CORP COM 172062101 7,730 205,959 SH SOLE 205,959
CINERGY CORP COM 172474108 5,832 205,994 SH SOLE 205,994
CIRCLE INTERNATIONAL COM 172574105 476 23,300 SH SOLE 23,300
CIRCUIT CITY STORES COM 172737108 10,640 252,212 SH SOLE 252,212
CIRRUS LOGIC INC COM 172755100 813 73,900 SH SOLE 73,900
CISCO SYSTEMS INC COM 17275R102 9,071 132,300 SH OTHER (1) 132,300
CISCO SYSTEMS INC COM 17275R102 287,463 4,192,714 SH SOLE 4,192,714
CITADEL COMMUNICATIONS COM 172853202 20 600 SH SOLE 600
CITATION CORPORATION COM 172895104 3 200 SH SOLE 200
CINTAS CORP COM 172908105 4,006 69,300 SH SOLE 69,300
CITIGROUP INC COM 172967101 6,752 153,450 SH OTHER (1) 153,450
CITIGROUP INC COM 172967101 192,087 4,365,610 SH SOLE 4,365,610
CITIZENS BANKING CORP MIC COM 174420109 921 35,250 SH SOLE 35,250
CITIZENS UTILITIES CO CL B 177342201 1,522 134,518 SH SOLE 134,518
CITRIX SYSTEMS INC COM 177376100 3,332 53,800 SH SOLE 53,800
CITY HLDG CO. COM 177835105 10 500 SH SOLE 500
CITY NATIONAL CORP COM 178566105 3,108 92,600 SH OTHER (1) 92,600
CITY NATIONAL CORP COM 178566105 869 25,900 SH SOLE 25,900
CLAIRE'S STORES INC. COM 179584107 1,015 61,275 SH SOLE 61,275
CLARCOR INCORPORATED COM 179895107 584 34,750 SH SOLE 34,750
CLARENT CORP COM 180461105 31 600 SH SOLE 600
CLARIFY INC. COM 180492100 1,504 29,900 SH SOLE 29,900
DICK CLARK PROD INC COM 181512104 11 900 SH SOLE 900
CLAYTON HOMES COM 184190106 580 66,782 SH SOLE 66,782
CLEAR CHANNEL COMMUNICATN COM 184502102 34,879 436,664 SH SOLE 436,664
CLEVELAND CLIFFS COM 185896107 423 13,600 SH SOLE 13,600
CLOROX CO COM 189054109 11,687 305,532 SH SOLE 305,532
CLOSURE MEDICAL CORP COM 189093107 225 16,560 SH SOLE 16,560
COACHMEN INDUSTRIES INC COM 189873102 338 22,000 SH SOLE 22,000
COAST BANCORP COM 190297101 9 500 SH SOLE 500
COASTAL BANCORP INC COM 19041P105 14 800 SH SOLE 800
COASTAL CORP COM 190441105 10,723 261,942 SH SOLE 261,942
COASTAL FINL CORP COM 19046E105 11 800 SH SOLE 800
COCA COLA BOTTLING COM 191098102 673 12,000 SH SOLE 12,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COCA-COLA COMPANY COM 191216100 151,973 3,161,982 SH SOLE 3,161,982
COCA COLA ENTERPRISES COM 191219104 12,348 547,300 SH SOLE 547,300
COEUR D'ALENE MINING COM 192108108 18 3,800 SH SOLE 3,800
COGNEX CORP. COM 192422103 1,594 52,800 SH SOLE 52,800
COGNITRONICS CORP COM 192432102 2 200 SH SOLE 200
COHERENT INC. COM 192479103 123 5,500 SH SOLE 5,500
COHOES BANCORP INC COM 192513109 7 600 SH SOLE 600
COHU INC COM 192576106 8 400 SH SOLE 400
COINSTAR INC COM 19259P300 8 800 SH SOLE 800
COLDWATER CREEK INC COM 193068103 14 700 SH SOLE 700
KENNETH COLE PRODUCTIONS CL A 193294105 7 200 SH SOLE 200
COLEMAN INC COM 193559101 645 67,500 SH SOLE 67,500
COLGATE PALMOLIVE CO COM 194162103 34,401 751,936 SH SOLE 751,936
COLLINS & AIKMAN CORP COM 194830105 9 1,300 SH SOLE 1,300
COLONIAL BANCGROUP INC. COM 195493309 752 67,200 SH SOLE 67,200
COLONIAL PROPERTS (REIT) COM SH BEN INT 195872106 13 500 SH SOLE 500
COLUMBIA BKG SYS INC COM 197236102 11 800 SH SOLE 800
COLUMBIA ENERGY GROUP COM 197648108 5,245 94,724 SH SOLE 94,724
COLUMBIA/HCA HEALTHCARE COM 197677107 15,473 730,274 SH SOLE 730,274
COLUMBIA SPORTSWEAR COM 198516106 9 600 SH SOLE 600
COLUMBUS MCKINNON CORP. COM 199333105 9 500 SH SOLE 500
COMAIR HOLDINGS INC COM 199789108 981 58,800 SH SOLE 58,800
COMFORT SYSTEMS COM 199908104 559 47,600 SH SOLE 47,600
COMCAST CORP CLASS A COM 200300101 613 17,000 SH SOLE 17,000
COMCAST SPECIAL A CL A SPL 200300200 38,241 959,034 SH SOLE 959,034
COMDISCO INC COM 200336105 1,815 93,966 SH SOLE 93,966
COMERICA INC COM 200340107 10,450 206,426 SH SOLE 206,426
COMMERCE BANCORP INC COM 200519106 440 10,600 SH SOLE 10,600
COMMERCE BANCSHARES COM 200525103 1,116 31,541 SH SOLE 31,541
COMMERCE GROUP INC COM 200641108 246 10,700 SH SOLE 10,700
COMMERCE ONE COM 200693109 39 400 SH SOLE 400
COMMERCIAL FEDERAL CORP COM 201647104 846 43,100 SH SOLE 43,100
COMMERCIAL METALS COM 201723103 567 19,733 SH SOLE 19,733
COMMNET CELLULAR INC COM 202604203 16 500 SH SOLE 500
COMMONWEALTH INDUSTRIES COM 203004106 58 4,300 SH SOLE 4,300
COMMONWEALTH TELEPHONE COM 203349105 1,200 27,266 SH SOLE 27,266
COMMSCOPE INC. COM 203372107 3,806 117,100 SH OTHER (1) 117,100
COMMSCOPE INC. COM 203372107 1,966 60,500 SH SOLE 60,500
COMMUNITY BANK SYSTEM COM 203607106 14 500 SH SOLE 500
COMMUNITY FIRST BANKSHARE COM 203902101 1,077 63,800 SH SOLE 63,800
COMPAQ COMPUTERS COM 204493100 50,507 2,201,953 SH SOLE 2,201,953
COMPASS BANCSHARES INC COM 20449H109 1,788 71,512 SH SOLE 71,512
COMPLETE BUSINESS COM 20452F107 216 15,800 SH SOLE 15,800
COMPTEK RESEARCH INC COM 204682108 2 300 SH SOLE 300
COMPUCREDIT CORP COM 20478N100 15 800 SH SOLE 800
COMPUTER ASSOC INT'L INC COM 204912109 41,972 685,252 SH SOLE 685,252
COMPUTER NETWORK TECH COM 204925101 7 700 SH SOLE 700
COMPUSA INC COM 204932107 230 37,600 SH SOLE 37,600
COMPUTER SCIENCES CORP COM 205363104 15,444 219,646 SH SOLE 219,646
COMPUTER TASK GROUP COM 205477102 350 23,700 SH SOLE 23,700
COMPUWARE CORPORATION COM 205638109 12,205 468,300 SH SOLE 468,300
COMPX INTERNATIONAL CL A 20563P101 15 800 SH SOLE 800
COMSAT CORPORATION COM SER 1 20564D107 447 15,093 SH SOLE 15,093
COMSTOCK RESOURCES INC COM NEW 205768203 7 1,800 SH SOLE 1,800
COMVERSE TECHNOLOGY COM 205862402 1,349 14,300 SH OTHER (1) 14,300
COMVERSE TECHNOLOGY COM 205862402 4,367 46,300 SH SOLE 46,300
CONAGRA INC COM 205887102 13,972 619,236 SH SOLE 619,236
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CONCENTRIC NETWORK CORP COM 20589R107 965 47,500 SH SOLE 47,500
COMPUTER HORIZONS CORP COM 205908106 444 38,200 SH SOLE 38,200
COM21 INCORPORATED COM 205937105 10 800 SH SOLE 800
CONCORD COMMUNICATIONS COM 206186108 1,944 48,900 SH OTHER (1) 48,900
CONCORD COMMUNICATIONS COM 206186108 644 16,200 SH SOLE 16,200
CONCORD EFS INC COM 206197105 2,316 112,312 SH SOLE 112,312
CONCOUR TECHNOLOGIES COM 206708109 14 500 SH SOLE 500
CONCURRENT COMPUTER CORP COM 206710204 8 1,200 SH SOLE 1,200
CONE MILLS CORPORATION COM 206814105 22 4,600 SH SOLE 4,600
CONECTIV INCORPORATED COM 206829103 1,227 62,500 SH SOLE 62,500
CONESTOGA ENTERPRISE COM 207015108 4 200 SH SOLE 200
CONEXANT SYSTEMS INC COM 207142100 131 1,800 SH SOLE 1,800
CONMED CORP COM 207410101 417 17,000 SH SOLE 17,000
CONNECTICUT ENERGY CORP COM 207567108 89 2,300 SH SOLE 2,300
CONNECTICUT WATER SVC COM 207797101 15 500 SH SOLE 500
CONOCO INC CL A CL A 208251306 89 3,200 SH SOLE 3,200
CONOCO INC CLASS B CL B 208251405 12,119 442,700 SH SOLE 442,700
CONSECO INC COM 208464107 7,941 411,177 SH SOLE 411,177
CONSOL ENERGY INC COM 20854P109 22 1,500 SH SOLE 1,500
CONS EDISON INCORPORATED COM 209115104 1,805 43,500 SH OTHER (1) 43,500
CONS EDISON INCORPORATED COM 209115104 12,030 289,891 SH SOLE 289,891
CONSOLIDATED FREIGHTWAYS COM 209232107 237 24,000 SH SOLE 24,000
CONSOLIDATED GRAPHICS COM 209341106 838 19,900 SH SOLE 19,900
CONSOLIDATED NATL GAS COM 209615103 7,285 116,799 SH SOLE 116,799
CONSOLIDATED PAPERS COM 209759109 1,518 56,500 SH SOLE 56,500
CONSOLIDATED PRODUCTS COM 209798107 364 37,300 SH SOLE 37,300
CONSOLIDATED STORES CORP COM 210149100 3,029 137,300 SH SOLE 137,300
CONSOLIDATED TOMOKA COM 210226106 7 500 SH SOLE 500
CONSTELLATION ENERGY GRP COM 210371100 4,966 176,558 SH SOLE 176,558
CONTINENTAL AIR CL B 210795308 517 15,800 SH SOLE 15,800
CONVERGENT COMMUNICATIONS COM NEW 211914403 2 200 SH SOLE 200
CONVERGYS CORP COM 212485106 55 2,800 SH SOLE 2,800
COOPER CAMERON CORP COM 216640102 1,359 36,000 SH SOLE 36,000
COOPER COS INC COM NEW 216648402 108 3,500 SH SOLE 3,500
COOPER INDUSTRIES INC COM 216669101 5,944 127,155 SH SOLE 127,155
COOPER TIRE & RUBBER CO COM 216831107 1,575 89,364 SH SOLE 89,364
COORS ADOLPH CO - CL B CL B 217016104 2,911 53,777 SH SOLE 53,777
COPART COM 217204106 627 34,000 SH SOLE 34,000
COPPER MOUNTAIN NETWORKS COM 217510106 44 500 SH SOLE 500
COR THERAPEUTIC COM 217753102 21 1,100 SH SOLE 1,100
CORDANT TECH COM 218412104 758 24,900 SH SOLE 24,900
CORINTHIAN COLL INC COM 218868107 4 200 SH SOLE 200
CORIXA CORPORATION COM 21887F100 15 1,100 SH SOLE 1,100
CORN PRODUCTS INTL. COM 219023108 1,641 53,900 SH SOLE 53,900
CORNELL CORRECTIONS INC COM 219141108 13 800 SH SOLE 800
CORNERSTONE PPTYS COM 21922H103 37 2,400 SH SOLE 2,400
CORNERSTONE REALTY INC COM 21922V102 5 600 SH SOLE 600
CORNING INCORPORATED COM 219350105 21,301 310,682 SH SOLE 310,682
CORPORATE EXPRESS INC. COM 219888104 1,148 122,000 SH SOLE 122,000
CORPORATE EXECUTIVE BOARD COM 21988R102 16 400 SH SOLE 400
CORRECTIONAL SERVICES COM 219921103 6 1,200 SH SOLE 1,200
CORRECTIONAL PROP (REIT) COM 22025E104 8 600 SH SOLE 600
CORT BUS SERVICE CORP COM 220493100 12 500 SH SOLE 500
CORUS BANKSHARES INC COM 220873103 446 17,400 SH SOLE 17,400
CORVEL CORP COM 221006109 9 400 SH SOLE 400
COST PLUS INCORPORATED COM 221485105 10 200 SH SOLE 200
COSTCO WHOLESALE CORP COM 22160K105 20,502 284,748 SH SOLE 284,748
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COSTAR GROUP INC COM 22160N109 10 400 SH SOLE 400
COTELLIGENT GROUP INC COM 221630106 6 1,800 SH SOLE 1,800
COULTER PHARMACEUTICAL COM 222116105 258 18,500 SH SOLE 18,500
COUNTRYWIDE CREDIT COM 222372104 4,541 140,809 SH SOLE 140,809
COUSINS PROPERTIES (REIT) COM 222795106 24 700 SH SOLE 700
COVAD COMMUNICATIONS GRP COM 222814204 57 1,300 SH SOLE 1,300
COVANCE INC COM 222816100 155 16,000 SH SOLE 16,000
COVENTRY HEALTH CARE CORP COM 222862104 796 83,800 SH SOLE 83,800
COX COMMUNICATIONS CL A 224044107 18,254 437,230 SH SOLE 437,230
COX RADIO INC CLASS A CL A 224051102 732 12,300 SH SOLE 12,300
CRAFTMADE INTERNATIONAL COM 22413E104 5 700 SH SOLE 700
CRANE COMPANY COM 224399105 1,719 76,619 SH SOLE 76,619
CRAWFORD & CO CLASS B CL B 224633107 13 900 SH SOLE 900
CREATIVE COMPUTERS INC. COM 22527E107 9 1,400 SH SOLE 1,400
CREDENCE SYSTEMS CORP COM 225302108 1,187 26,450 SH SOLE 26,450
CREDIT ACCEPTANCE CORP COM 225310101 300 50,000 SH SOLE 50,000
CREE RESEARCH INC COM 225447101 1,262 37,200 SH SOLE 37,200
CRESCENT EQUITIES (REIT) COM 225756105 41 2,300 SH SOLE 2,300
CRESTLINE CAPITAL CORP COM 226153104 16 800 SH SOLE 800
CRITICAL PATH INC COM 22674V100 32 800 SH SOLE 800
CROSS COMPANY CL A 227478104 17 4,100 SH SOLE 4,100
CROSS TIMBERS OIL CO. COM 227573102 804 59,525 SH SOLE 59,525
CROSSMAN COMMUNITIES INC. COM 22764E109 8 500 SH SOLE 500
CROWN CASTLE INTL COM 228227104 51 2,700 SH SOLE 2,700
CROWN CORK & SEAL INC COM 228255105 3,782 155,968 SH SOLE 155,968
C3 INCORPORATED COM 22942P109 6 600 SH SOLE 600
CULLEN FROST BANKERS COM 229899109 1,080 43,200 SH SOLE 43,200
CUMMINS ENGINE INC COM 231021106 2,908 58,380 SH SOLE 58,380
CUMULUS MEDIA INC. CL A 231082108 16 500 SH SOLE 500
CURATIVE HEALTH SERVICES COM 231264102 72 15,200 SH SOLE 15,200
CURTISS-WRIGHT COM 231561101 490 15,200 SH SOLE 15,200
CUSTOMTRACKS CORP COM 232046102 12 400 SH SOLE 400
CYBERSOURCE CORP COM 23251J106 22 400 SH SOLE 400
CYBERONICS COM 23251P102 21 1,200 SH SOLE 1,200
CYBEX CORP COM 232522102 664 19,900 SH SOLE 19,900
CYMER INC. COM 232572107 1,166 33,600 SH SOLE 33,600
CYPRESS SEMICONDUCTOR COM 232806109 2,778 129,200 SH SOLE 129,200
CYPRUS AMAX MINERALS CO COM 232809103 3,262 166,195 SH SOLE 166,195
CYRK INTERNATIONAL INC COM 232817106 23 4,100 SH SOLE 4,100
CYTEC INDUSTRIES INC. COM 232820100 1,210 50,400 SH SOLE 50,400
D & E COMMUNICATIONS COM 232860106 8 400 SH SOLE 400
D&K HEALTHCARE RES. COM 232861104 9 400 SH SOLE 400
CYTYC CORP COM 232946103 812 21,000 SH SOLE 21,000
DII GROUP INC COM 232949107 1,263 35,900 SH SOLE 35,900
DBT ONLINE INC COM 233044106 608 24,400 SH SOLE 24,400
DPL INC COM 233293109 1,519 86,175 SH SOLE 86,175
DQE INC COM 23329J104 1,782 45,550 SH SOLE 45,550
D R HORTON INC COM 23331A109 542 41,900 SH SOLE 41,900
DST SYSTEMS INC COM 233326107 2,343 41,200 SH SOLE 41,200
DSP GROUP INC COM 23332B106 8 200 SH SOLE 200
DSP COMMUNICATIONS INC COM 23332K106 961 50,600 SH SOLE 50,600
DTE ENERGY COMPANY COM 233331107 6,936 192,003 SH SOLE 192,003
DT INDUS INC. COM 23333J108 8 1,200 SH SOLE 1,200
DAIN RAUSCHER CORPORATION COM 233856103 931 19,000 SH SOLE 19,000
DAL-TILE INTL INC COM 23426R108 477 60,100 SH SOLE 60,100
DALLAS SEMICONDUCTOR CORP COM 235204104 834 15,600 SH SOLE 15,600
DAMARK INTL INC. CL A 235691102 11 1,100 SH SOLE 1,100
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DANA CORP COM 235811106 7,329 197,418 SH SOLE 197,418
DANAHER CORP COM 235851102 9,605 182,300 SH SOLE 182,300
DARDEN RESTAURANTS INC COM 237194105 2,070 105,800 SH OTHER (1) 105,800
DARDEN RESTAURANTS INC COM 237194105 3,027 154,720 SH SOLE 154,720
DATA BROADCASTING COM 237596101 345 45,600 SH SOLE 45,600
DATA GENERAL CORP COM 237688106 2,098 99,600 SH SOLE 99,600
DATASCOPE CORP COM 238113104 745 21,200 SH SOLE 21,200
DATUM INC COM 238208102 2 300 SH SOLE 300
DAVE AND BUSTER'S INC COM 23833N104 8 700 SH SOLE 700
DAYTON HUDSON CORP COM 239753106 34,609 576,210 SH SOLE 576,210
DAYTON SUPERIOR CORP CL A COM 240028100 14 800 SH SOLE 800
DEAN FOODS COMPANY COM 242361103 952 21,850 SH SOLE 21,850
DEB SHOPS INC COM 242728103 10 500 SH SOLE 500
DEERE & CO COM 244199105 11,576 299,227 SH SOLE 299,227
DEL MONTE FOODS COMPANY COM 24522P103 13 900 SH SOLE 900
DELCO REMY INTL. INC. COM 246626105 7 800 SH SOLE 800
DELHAIZE AMERICA INC CL A 246688105 65 3,066 SH SOLE 3,066
DELL COMPUTER CORP COM 247025109 4,190 100,200 SH OTHER (1) 100,200
DELL COMPUTER CORP COM 247025109 136,414 3,262,528 SH SOLE 3,262,528
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 6,495 404,389 SH SOLE 404,389
DELPHI FINANCIAL GRP CL A 247131105 897 29,722 SH SOLE 29,722
DELTA & PINE LAND CO COM 247357106 411 15,900 SH SOLE 15,900
DELTA AIRLINES INC COM 247361108 8,827 182,006 SH SOLE 182,006
DELTEK SYSTEMS COM 24785A108 15 900 SH SOLE 900
DELTA WOODSIDE IND. INC. COM 247909104 14 5,000 SH SOLE 5,000
DELTA FINANCIAL CORP COM 247918105 8 1,500 SH SOLE 1,500
DELUXE CORP COM 248019101 3,209 94,372 SH SOLE 94,372
DENDRITE INTERNATIONAL COM 248239105 1,460 30,900 SH SOLE 30,900
DENTSPLY INT'L INC COM 249030107 776 34,100 SH SOLE 34,100
DEPARTMENT 56 INC. COM 249509100 541 22,600 SH SOLE 22,600
DESTIA COMMUNICATIONS COM 25063E100 3 200 SH SOLE 200
DETROIT DIESEL CORP COM 250837101 562 30,400 SH SOLE 30,400
DEVELOPERS DIVRS (REIT) COM 251591103 17 1,200 SH SOLE 1,200
DEVON ENERGY CORP COM 25179M103 4,029 97,232 SH SOLE 97,232
DEVRY INC COM 251893103 2,258 112,900 SH SOLE 112,900
DEXTER CORP COM 252165105 1,011 27,100 SH SOLE 27,100
DIAGNOSTIC PRODUCTS CORP COM 252450101 547 20,400 SH SOLE 20,400
DIAL CORPORATION COM 25247D101 1,709 67,000 SH SOLE 67,000
DIAMOND OFFSHORE DRILL COM 25271C102 2,650 79,400 SH SOLE 79,400
DIAMOND TECH CL A 252762109 9 200 SH SOLE 200
DIEBOLD INC COM 253651103 861 37,218 SH SOLE 37,218
DIGENE CORPORATION COM 253752109 7 600 SH SOLE 600
DIGI INTERNATIONAL INC COM 253798102 31 2,800 SH SOLE 2,800
DIGITAL COURIER TECH. COM 253838106 9 1,700 SH SOLE 1,700
DIGITAL LIGHTWAVE INC COM 253855100 9 1,300 SH SOLE 1,300
DIGITAL MICROWAVE COM 253859102 1,180 75,200 SH SOLE 75,200
DIGITAL ISLAND COM 25385N101 16 600 SH SOLE 600
DIGITAL RIVER. COM 25388B104 555 25,500 SH SOLE 25,500
DIME COMMUNITY BANCORP COM 253922108 10 500 SH SOLE 500
DILLARDS INC CLASS A COM 254067101 2,777 136,733 SH SOLE 136,733
DIME BANCORP INC COM 25429Q102 1,262 72,126 SH SOLE 72,126
DIMON INCORPORATED COM 254394109 36 9,400 SH SOLE 9,400
DIONEX CORP. COM 254546104 1,253 29,300 SH SOLE 29,300
DISCOUNT AUTO PARTS INC COM 254642101 377 23,400 SH SOLE 23,400
WALT DISNEY CO COM 254687106 69,022 2,667,514 SH SOLE 2,667,514
DITECH COMM CORP COM 25500M103 11 200 SH SOLE 200
DIXIE GROUP INC CL A 255519100 26 3,300 SH SOLE 3,300
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DOCUMENTUM INCORPORATED COM 256159104 519 24,000 SH SOLE 24,000
DOLE FOOD COMPANY COM 256605106 458 24,100 SH SOLE 24,100
DOLLAR GENERAL STORES COM 256669102 9,032 292,526 SH SOLE 292,526
DOLLAR THRIFTY AUTO. COM 256743105 10 500 SH SOLE 500
DOLLAR TREE STORES COM 256747106 1,442 36,100 SH SOLE 36,100
DOMINION RESOURCES COM 257470104 11,107 246,138 SH SOLE 246,138
DONALDSON CO INC COM 257651109 1,340 57,800 SH SOLE 57,800
DONALDSON LUFKIN & JEN COM 257661108 2,928 74,000 SH SOLE 74,000
DONNELLEY R R & SONS COM 257867101 4,583 158,706 SH SOLE 158,706
DORAL FINANCIAL CORP COM 25811P100 11 800 SH SOLE 800
DOUBLECLICK INC. COM 258609304 95 800 SH SOLE 800
DOVER CORP COM 260003108 10,974 268,465 SH SOLE 268,465
DOVER DOWNS ENTERTAINMENT COM 260086103 10 700 SH SOLE 700
DOW CHEMICAL CO COM 260543103 1,136 10,000 SH OTHER (1) 10,000
DOW CHEMICAL CO COM 260543103 32,755 288,276 SH SOLE 288,276
DOW JONES & CO INC COM 260561105 6,400 119,900 SH SOLE 119,900
DOWNEY FINANCIAL CORP COM 261018105 768 38,171 SH SOLE 38,171
DRESS BARN INC COM 261570105 594 32,400 SH SOLE 32,400
DREXLER TECHNOLOGY COM 261876106 4 600 SH SOLE 600
DREYER'S GRAND ICE CREAM COM 261878102 559 32,200 SH SOLE 32,200
DRIL-QUIP INC COM 262037104 100 3,900 SH SOLE 3,900
DRKOOP.COM INC COM 262098106 9 600 SH SOLE 600
DROVERS BANCSHARES CORP COM 262120108 14 600 SH SOLE 600
DRUGSTORE.COM INC COM 262241102 29 800 SH SOLE 800
DUPONT E I DE NEMOURS COM 263534109 1,997 32,800 SH OTHER (1) 32,800
DUPONT E I DE NEMOURS COM 263534109 78,551 1,290,362 SH SOLE 1,290,362
DUANE READE INC COM 263578106 15 500 SH SOLE 500
D&P CREDIT RATING COM 26432F109 16 200 SH SOLE 200
DUKE ENERGY CORP COM 264399106 25,992 471,519 SH SOLE 471,519
DUKE-WEEKS REALTY (REIT) COM NEW 264411505 45 2,290 SH SOLE 2,290
DUN & BRADSTREET COM 26483B106 6,287 210,456 SH SOLE 210,456
DURA AUTOMOTIVE SYSTEMS CL A 265903104 5 200 SH SOLE 200
DUPONT PHOTOMASKS INC COM 26613X101 907 19,700 SH SOLE 19,700
DURA PHARMACEUTICALS COM 26632S109 905 64,900 SH SOLE 64,900
DURAMED PHARMACEUTICALS COM 266354109 8 1,000 SH SOLE 1,000
DYCOM INDS INC COM 267475101 1,257 29,800 SH SOLE 29,800
DYNEGY INC COM 26816L102 1,839 88,900 SH SOLE 88,900
DYNEX CAPITAL (REIT) COM NEW 26817Q506 8 1,200 SH SOLE 1,200
ENSEARCH EXPLORATION INC COM NEW 26842V207 4 1,200 SH SOLE 1,200
EG & G INC COM 268457108 2,018 50,696 SH SOLE 50,696
E-LOAN INC COM 26861P107 17 800 SH SOLE 800
EMC CORPORATION COM 268648102 92,702 1,297,662 SH SOLE 1,297,662
ENSCO INTERNATIONAL INC COM 26874Q100 1,008 55,800 SH OTHER (1) 55,800
ENSCO INTERNATIONAL INC COM 26874Q100 1,452 80,400 SH SOLE 80,400
EOG RESOURSES INC COM 26875P101 1,823 85,800 SH SOLE 85,800
ESS TECHNOLOGY COM 269151106 13 1,000 SH SOLE 1,000
E.SPIRE COMM INC COM 269153102 8 1,100 SH SOLE 1,100
ETEC SYSTEMS COM 26922C103 956 25,400 SH SOLE 25,400
E-TEK DYNAMICS INC COM 269240107 65 1,200 SH SOLE 1,200
E'TOWN CORP COM 269242103 541 10,900 SH SOLE 10,900
E*TRADE GROUP COM 269246104 3,302 140,500 SH SOLE 140,500
EAGLE BANCSHARES INC COM 26942C109 13 700 SH SOLE 700
EAGLE USA AIRFREIGHT COM 270018104 1,106 36,950 SH SOLE 36,950
EARTHGRAINS COMPANY COM 270319106 867 39,200 SH SOLE 39,200
EARTHLINK NETWORK INC COM 270322100 459 10,700 SH SOLE 10,700
EARTHSHELL CORP COM 27032B100 6 1,500 SH SOLE 1,500
EARTHWEB INC COM 27032C108 20 500 SH SOLE 500
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EASTERN ENTERPRISES COM 27637F100 2,110 45,443 SH SOLE 45,443
EASTERN UTILITIES ASSOC COM 277173100 839 28,100 SH SOLE 28,100
EASTGROUP PROPERTIES COM 277276101 9 500 SH SOLE 500
EASTMAN CHEMICAL CO COM 277432100 4,232 105,789 SH SOLE 105,789
EASTMAN KODAK COMPANY COM 277461109 31,584 418,681 SH SOLE 418,681
EATON CORP COM 278058102 8,334 96,561 SH SOLE 96,561
EATON VANCE CORP COM NON VTG 278265103 1,386 43,300 SH SOLE 43,300
EBAY INC COM 278642103 353 2,500 SH SOLE 2,500
ECHOSTAR COMMUNICATIONS CL A 278762109 54 600 SH SOLE 600
ECLIPSE SURGICAL TECH INC COM 278849104 3 200 SH SOLE 200
ECLIPSYS CORPORATION COM 278856109 13 900 SH SOLE 900
ECOLAB INC COM 278865100 5,766 168,970 SH SOLE 168,970
EDIFY CORP COM 280599101 16 1,300 SH SOLE 1,300
EDISON INTERNATIONAL COM 281020107 1,167 48,000 SH OTHER (1) 48,000
EDISON INTERNATIONAL COM 281020107 11,216 461,329 SH SOLE 461,329
EDUCATION MGMT CORP COM 28139T101 439 35,500 SH SOLE 35,500
J.D. EDWARDS & COMPANY COM 281667105 1,390 67,100 SH SOLE 67,100
EDWARDS (A.G.) INC COM 281760108 1,441 54,643 SH SOLE 54,643
EFAX.COM INCORPORATED COM 282012103 8 1,000 SH SOLE 1,000
EFFICIENT NETWORKS INC COM 282056100 22 600 SH SOLE 600
EGG HEAD INC COM 282330109 255 36,400 SH SOLE 36,400
EL PASO ELECTRIC COMPANY COM NEW 283677854 644 71,600 SH SOLE 71,600
EL PASO ENERGY CORP COM 283905107 2,722 68,368 SH SOLE 68,368
ELCOR CORPORATION COM 284443108 643 25,700 SH SOLE 25,700
ELECTRO RENT CORPORATION COM 285218103 431 34,500 SH SOLE 34,500
ELECTRO SCIENTIFIC INDS COM 285229100 1,060 19,900 SH SOLE 19,900
ELECTROGLAS INC COM 285324109 96 4,100 SH SOLE 4,100
ELECTRONIC ARTS INC COM 285512109 3,004 41,500 SH SOLE 41,500
ELECTRONIC DATA SYSTEMS COM 285661104 34,171 645,500 SH SOLE 645,500
ELECTRONICS BOUTIQUE HLDG COM 286045109 21 800 SH SOLE 800
ELECTRONICS FOR IMAGING COM 286082102 4,750 92,400 SH SOLE 92,400
EMERSON ELECTRIC CO COM 291011104 35,734 565,526 SH SOLE 565,526
EMMIS COMMUNICATIONS CORP CL A 291525103 1,143 17,300 SH SOLE 17,300
EMPIRE DISTRICT ELECTRIC COM 291641108 498 19,500 SH SOLE 19,500
EMULEX CORP COM NEW 292475209 17 200 SH SOLE 200
EMUSIC.COM INC COM 292476108 9 600 SH SOLE 600
ENERGEN CORP COM 29265N108 796 39,300 SH SOLE 39,300
ENERGY EAST CORPORATION COM 29266M109 1,636 68,900 SH SOLE 68,900
ENGAGE TECHNOLOGIES INC COM 292827102 30 800 SH SOLE 800
ENGELHARD CORP COM 292845104 1,033 56,800 SH OTHER (1) 56,800
ENGELHARD CORP COM 292845104 2,746 150,988 SH SOLE 150,988
ENGINEERING ANIMAT. INC. COM 292872108 183 11,600 SH SOLE 11,600
ENERGYSOUTH INC COM 292970100 6 300 SH SOLE 300
ENESCO GROUP INCORPORATED COM 292973104 288 18,700 SH SOLE 18,700
ENHANCE FINANCIAL SVCS GP COM 293310108 962 54,400 SH SOLE 54,400
ENRON CORP COM 293561106 37,794 916,216 SH SOLE 916,216
ENTERCOM COMM CORP CL A 293639100 22 600 SH SOLE 600
ENTERGY CORP COM 29364G103 8,957 309,525 SH SOLE 309,525
ENTERPRISE PRODUCTS PRTNR COM 293792107 22 1,100 SH SOLE 1,100
ENTREMED COM 29382F103 11 500 SH SOLE 500
ENTRUST TECHNOLOGIES COM 293848107 18 800 SH SOLE 800
ENZON INC COM 293904108 1,318 43,200 SH SOLE 43,200
EPICOR SOFTWARE CORP COM 29426L108 323 56,100 SH SOLE 56,100
EQUIFAX INC COM 294429105 4,959 176,315 SH SOLE 176,315
EQUITABLE RESOURCES COM 294549100 1,615 42,700 SH SOLE 42,700
EQUITEX INC. COM PAR $0.02 294592308 2 200 SH SOLE 200
EQUITY INNS INC (REIT) COM 294703103 12 1,400 SH SOLE 1,400
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EQUITY OFFICE PROP (REIT) COM 294741103 109 4,700 SH SOLE 4,700
EQUITY ONE INCORPORATED COM 294752100 9 800 SH SOLE 800
EQUITY RES PROP TR (REIT) SH BEN INT 29476L107 102 2,400 SH SOLE 2,400
ERIE INDEMNITY CO-CL A CL A 29530P102 1,357 41,200 SH SOLE 41,200
ESSEX PROPERTY TRUST REIT COM 297178105 14 400 SH SOLE 400
ESTERLINE TECHNOLOGIES COM 297425100 329 20,900 SH SOLE 20,900
ETHAN ALLEN INTERIORS INC COM 297602104 1,544 48,550 SH SOLE 48,550
ETHYL CORP COM 297659104 359 92,700 SH SOLE 92,700
ETOYS INC COM 297862104 140 2,100 SH SOLE 2,100
EVEREN CAPITAL CORP COM 299761106 1,298 44,000 SH SOLE 44,000
EVEREST REINSURANCE HLDGS COM 299808105 760 31,900 SH SOLE 31,900
EVERGREEN RES INC COM NO PAR 299900308 10 400 SH SOLE 400
EXABYTE COM 300615101 19 4,300 SH SOLE 4,300
EXCALIBUR TECHNOLOGIES COM NEW 300651205 10 1,200 SH SOLE 1,200
EXCEL SWITCHING CORP. COM 30067V108 563 15,700 SH SOLE 15,700
EXIDE CORPORATION COM 302051107 227 23,700 SH SOLE 23,700
EXODUS COMMUNICATIONS COM 302088109 115 1,600 SH SOLE 1,600
EXPEDITORS INTL WASH INC COM 302130109 1,922 59,900 SH SOLE 59,900
EXPRESS SCRIPTS INC CL A CL A 302182100 4,617 59,000 SH SOLE 59,000
EXTENED STAY AMER. INC. COM 30224P101 1,074 119,300 SH SOLE 119,300
EXTREME NETWORKS INC COM 30226D106 63 1,000 SH SOLE 1,000
EXXON CORP COM 302290101 1,671 22,000 SH OTHER (1) 22,000
EXXON CORP COM 302290101 238,457 3,140,169 SH SOLE 3,140,169
F&M BANK CORP COM 302371109 758 21,800 SH SOLE 21,800
F&M NATIONAL CORPORATION COM 302374103 695 26,733 SH SOLE 26,733
FBL FINANCIAL GROUP CL A COM 30239F106 745 36,100 SH SOLE 36,100
FMC CORP COM 302491303 1,837 38,078 SH SOLE 38,078
FNB CORPORATION/PA COM 302520101 614 25,303 SH SOLE 25,303
FPIC INSURANCE GROUP COM 302563101 158 10,500 SH SOLE 10,500
FPL GROUP INC COM 302571104 12,029 238,780 SH SOLE 238,780
FSI INTL INC COM 302633102 8 1,000 SH SOLE 1,000
FIRST VISUAL CR COM 30266P100 17 1,200 SH SOLE 1,200
F.Y.I. INC. COM 302712104 623 18,500 SH SOLE 18,500
FACTORY 2U STORES INC COM 303072102 12 400 SH SOLE 400
FACTSET RESEARCH SYS INC COM 303075105 1,029 18,100 SH SOLE 18,100
FAIR ISAAC & CO. COM 303250104 421 15,000 SH SOLE 15,000
FAIRCHILD CORPORATION CL A 303698104 10 1,000 SH SOLE 1,000
FAIRCHILD SEMICON INT'L-A CL A 303726103 24 1,000 SH SOLE 1,000
FAIRFIELD COMMUNITIES COM PAR $0.01 304231301 578 52,800 SH SOLE 52,800
FALCON PRODUCTS INC. COM 306075102 10 1,100 SH SOLE 1,100
FAMILY DOLLAR STORES COM 307000109 3,015 142,700 SH SOLE 142,700
FAMILY GOLF CENTERS INC COM 30701A106 11 4,350 SH SOLE 4,350
FARM FAMILY HOLDINGS INC COM 307901108 16 400 SH SOLE 400
FARR COMPANY COM 311648109 8 900 SH SOLE 900
FASTENAL CO COM 311900104 1,433 30,400 SH SOLE 30,400
FDX CORP COM 31304N107 14,628 377,508 SH SOLE 377,508
FEDDERS CORPORATION COM 313135105 43 7,200 SH SOLE 7,200
FREDDIE MAC COM 313400301 1,950 37,500 SH OTHER (1) 37,500
FREDDIE MAC COM 313400301 46,605 896,252 SH SOLE 896,252
FEDERAL-MOGUL CORP COM 313549107 945 34,300 SH SOLE 34,300
FANNIE MAE COM 313586109 2,087 33,300 SH OTHER (1) 33,300
FANNIE MAE COM 313586109 83,219 1,327,517 SH SOLE 1,327,517
FEDERAL (REIT) SH BEN INT NEW 313747206 15 700 SH SOLE 700
FEDERAL SIGNAL CORP COM 313855108 314 15,800 SH SOLE 15,800
FEDERATED DEPT STORES COM 31410H101 11,487 262,937 SH SOLE 262,937
FEDERATED INVESTORS CL B 314211103 26 1,500 SH SOLE 1,500
FELCOR LODGING TRUST INC COM 31430F101 23 1,300 SH SOLE 1,300
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FERRO CORP COM 315405100 902 42,300 SH SOLE 42,300
F5 NETWORKS INC COM 315616102 20 300 SH SOLE 300
FIDELITY BANKSHARES COM 316047109 13 800 SH SOLE 800
FIDELITY HLDGS INC COM 31617J108 13 800 SH SOLE 800
FIDELITY NATL FINL INC. COM 316326107 711 46,810 SH SOLE 46,810
FIFTH THIRD BANK COM 316773100 21,195 348,351 SH SOLE 348,351
FILENET CORP COM 316869106 495 46,300 SH SOLE 46,300
FINANCIAL FEDERAL CORP COM 317492106 340 18,000 SH SOLE 18,000
FINANCIAL SEC ASSURANCE COM 31769P100 967 18,700 SH SOLE 18,700
FINOVA GROUP INC COM 317928109 1,380 37,800 SH SOLE 37,800
FIRST AMER FINACIAL CORP. COM 318522307 591 44,200 SH SOLE 44,200
FIRST BANCORP/PUERTO RICO COM 318672102 711 36,000 SH SOLE 36,000
FIRST AMERICAN CORP. TN COM 318900107 2,889 67,386 SH SOLE 67,386
FIRST BKG CO SOUTHEA COM 319286100 13 500 SH SOLE 500
FIRST CHARTER CORP COM 319439105 9 500 SH SOLE 500
FIRST CITIZENS BCSHS CL A 31946M103 1,051 13,700 SH SOLE 13,700
FIRST COMMERCE BANCS CL A 319777108 10 500 SH SOLE 500
FIRST COMMONWEALTH COM 319829107 1,015 39,800 SH SOLE 39,800
FIRST FED FINL CORP COM 319961108 15 600 SH SOLE 600
FIRST DATA CORP COM 319963104 24,339 554,729 SH SOLE 554,729
FIRST FINANCIAL BANCORP COM 320209109 1,225 52,130 SH SOLE 52,130
FIRSRT FINL BANKSHARES COM 32020R109 472 14,200 SH SOLE 14,200
FIRST FIN CORP/INDIANA COM 320218100 268 7,300 SH SOLE 7,300
FIRST INDUSTRIAL (REIT) COM 32054K103 17 700 SH SOLE 700
FIRST LIBERTY FINL C COM 320691108 11 400 SH SOLE 400
FIRST MID WEST BANC/IL COM 320867104 1,359 35,600 SH SOLE 35,600
FIRST HEALTH GROUP CORP. COM 320960107 1,402 62,500 SH SOLE 62,500
FIRST NORTHERN CAPITAL COM 335832101 15 1,300 SH SOLE 1,300
FIRST SECURITY CORP COM 336294103 2,766 116,327 SH SOLE 116,327
FIRST SENTINEL BANCORP COM 33640T103 428 54,762 SH SOLE 54,762
FIRST SOURCE CORP COM 336901103 551 22,942 SH SOLE 22,942
FIRST TENN NATL CORP COM 337162101 2,109 75,000 SH SOLE 75,000
FIRST UNION CORP COM 337358105 43,693 1,228,631 SH SOLE 1,228,631
FIRST UNITED BANCSHARES COM 33741E104 499 28,100 SH SOLE 28,100
FIRST UTD CORP COM 33741H107 13 900 SH SOLE 900
FIRST VIRGINIA BANKS INC COM 337477103 1,116 25,625 SH SOLE 25,625
FIRST WASH RLTY TR I COM 337489504 13 600 SH SOLE 600
THE FIRST YEARS INC. COM 337610109 11 1,100 SH SOLE 1,100
FIRSTCOM CORP COM 33763T104 3 300 SH SOLE 300
FIRSTAR CORP COM 33763V109 1,294 50,500 SH OTHER (1) 50,500
FIRSTAR CORP COM 33763V109 31,913 1,245,396 SH SOLE 1,245,396
FISERV INC COM 337738108 2,372 72,993 SH SOLE 72,993
FIRSTFED FINANCIAL CORP COM 337907109 431 25,000 SH SOLE 25,000
FIRSTMERIT CORP COM 337915102 1,231 48,500 SH SOLE 48,500
FIRSTFED AMER BANCOR COM 337929103 13 1,000 SH SOLE 1,000
FLAGSTAR BANCORP COM 337930101 223 14,500 SH SOLE 14,500
FIRSTENERGY CORPORATION COM 337932107 829 32,500 SH OTHER (1) 32,500
FIRSTENERGY CORPORATION COM 337932107 7,464 292,696 SH SOLE 292,696
FISHER SCIENTIFIC INTL. COM NEW 338032204 17 800 SH SOLE 800
FLEET FINANCIAL GROUP COM 338915101 27,137 740,942 SH SOLE 740,942
FLEETWOOD ENTERPRISES COM 339099103 971 48,075 SH SOLE 48,075
FLEMING CO COM 339130106 531 54,100 SH SOLE 54,100
FLEXSTEEL INDUSTRIES INC. COM 339382103 8 600 SH SOLE 600
FLORIDA EAST COAST INDS. COM 340632108 492 15,700 SH SOLE 15,700
FLORIDA PROGRESS CORP COM 341109106 5,467 118,200 SH SOLE 118,200
FLORIDA ROCK INDUSTRIES COM 341140101 921 26,500 SH SOLE 26,500
FLOW INTL CORP COM 343468104 32 3,100 SH SOLE 3,100
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FLOWERS INDUSTRIES COM 343496105 669 49,300 SH SOLE 49,300
FLOWSERVE CORPORATION COM 34354P105 735 44,234 SH SOLE 44,234
FLUOR CORP COM 343861100 3,939 97,875 SH SOLE 97,875
FOCAL INCORPORATED COM 343909107 10 1,900 SH SOLE 1,900
FLYCAST COMMUNICATIONS COM 344067103 14 300 SH SOLE 300
FOCAL COMMUNICATIONS COM 344155106 26 1,000 SH SOLE 1,000
FOODMAKER INC COM 344839204 1,269 50,900 SH SOLE 50,900
FOOTSTAR INC COM 344912100 976 27,700 SH SOLE 27,700
FORD MOTOR COMPANY COM 345370100 1,596 31,800 SH OTHER (1) 31,800
FORD MOTOR COMPANY COM 345370100 78,413 1,562,395 SH SOLE 1,562,395
FOREMOST CORP OF AMERICA COM 345469100 794 33,100 SH SOLE 33,100
FOREST CITY ENTERPRISES CL A 345550107 779 34,900 SH SOLE 34,900
FOREST LABS INC CL A 345838106 2,304 54,700 SH SOLE 54,700
FOREST OIL CORP COM 346091606 891 52,200 SH SOLE 52,200
FORRESTER RESEARCH COM 346563109 468 12,000 SH SOLE 12,000
FORT JAMES CORPORATION COM 347471104 7,246 271,495 SH SOLE 271,495
FORTE SOFTWARE INC COM 349546101 11 400 SH SOLE 400
FORTUNE BRANDS INC COM 349631101 7,313 226,758 SH SOLE 226,758
FORWARD AIR CORP COM 349853101 9 400 SH SOLE 400
FOSSIL INCORPORATED COM 349882100 1,041 38,450 SH SOLE 38,450
FOSTER WHEELER CORP COM 350244109 853 70,685 SH SOLE 70,685
FOUNDATION HEALTH SYSTEMS COM 350404109 689 72,960 SH SOLE 72,960
4 KIDS ENTERTAINMENT COM 350865101 13 400 SH SOLE 400
4FRONT TECHNOLOGIES COM 351042106 20 1,400 SH SOLE 1,400
FOX ENTERTAINMENT GRP CL A 35138T107 49 2,300 SH SOLE 2,300
FRANCHISE FINANCE (REIT) COM 351807102 23 1,000 SH SOLE 1,000
FRANKLIN COVEY CO COM 353469109 229 29,800 SH SOLE 29,800
FRANKLIN ELECTRIC CO INC COM 353514102 436 6,600 SH SOLE 6,600
FRANKLIN RESOURCES INC COM 354613101 9,041 294,000 SH SOLE 294,000
FREEDOM SECURITIES CORP COM 35644K103 9 700 SH SOLE 700
FREEPORT-MCMORAN SER B CL B 35671D857 3,304 212,309 SH SOLE 212,309
FREMONT GENERAL CORP COM 357288109 386 40,600 SH SOLE 40,600
FRENCH FRAGRANCES INC COM 357658103 2 300 SH SOLE 300
FRESH DEL MONTE PRODUCE ORD G36738105 776 69,400 SH SOLE 69,400
FRIEDE GOLDMAN INTL INC COM 358430106 7 700 SH SOLE 700
FRITZ COMPANIES INC COM 358846103 491 47,300 SH SOLE 47,300
FRONTIER AIRLINES INC COM 359065109 3 300 SH SOLE 300
FRONTIER FINANCIAL CORP COM 35907K105 515 20,400 SH SOLE 20,400
FRONTIER INS GROUP INC COM 359081106 424 48,485 SH SOLE 48,485
FRONTIER OIL CORP COM 35914P105 3 500 SH SOLE 500
FROZEN FOOD EXPRESS IND. COM 359360104 23 3,700 SH SOLE 3,700
FRUIT OF THE LOOM LTD ORD CL A G3682L105 287 86,600 SH SOLE 86,600
FULLER COM 359694106 1,084 17,800 SH SOLE 17,800
FULTON FIN CORP COM 360271100 877 46,775 SH SOLE 46,775
FURNITURE BRANDS INTL INC COM 360921100 530 26,900 SH SOLE 26,900
FURON CO COM 361106107 20 800 SH SOLE 800
G&K SERVICES INC. CL A 361268105 1,071 26,450 SH SOLE 26,450
GA FINANCIAL COM 361437106 10 800 SH SOLE 800
GATX CORP COM 361448103 773 24,900 SH SOLE 24,900
GBC BANCORP COM 361475106 310 16,000 SH SOLE 16,000
GC COMPANIES INC. COM 36155Q109 57 1,900 SH SOLE 1,900
GST TELECOMM. INC. COM 361942105 9 1,300 SH SOLE 1,300
GP STRATEGIES CORPORATION COM 36225V104 17 1,500 SH SOLE 1,500
GPU INC COM 36225X100 4,990 152,952 SH SOLE 152,952
GTE CORP COM 362320103 2,898 37,700 SH OTHER (1) 37,700
GTE CORP COM 362320103 96,393 1,253,898 SH SOLE 1,253,898
GT INTERACTIVE SOTF. COM 36236E109 155 53,300 SH SOLE 53,300
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GABELLI ASSET MGMT INC CL A 36239Y102 11 700 SH SOLE 700
GABLES RESIDTL TR (REIT) SH BEN INT 362418105 12 500 SH SOLE 500
GADZOOX NETWORKS INC COM 362555104 22 400 SH SOLE 400
GALEY AND LORD INC COM 36352K103 6 2,300 SH SOLE 2,300
GALILEO INTERNATIONAL INC COM 363547100 2,085 51,800 SH SOLE 51,800
ARTHUR J. GALLEGHER COM 363576109 1,193 22,400 SH SOLE 22,400
GANNETT CO COM 364730101 25,198 364,192 SH SOLE 364,192
GAP INC COM 364760108 4,984 155,737 SH OTHER (1) 155,737
GAP INC COM 364760108 35,150 1,098,425 SH SOLE 1,098,425
GARDEN FRESH RESTAURANT COM 365235100 9 600 SH SOLE 600
GARDNER DENVER MACHINERY COM 365558105 44 2,900 SH SOLE 2,900
GARTNER GROUP INC CLASS A COM 366651107 508 31,900 SH SOLE 31,900
GARTNER GROUP INC CL.B CL B 366651206 33 1,951 SH SOLE 1,951
GASONICS INTL CORP COM 367278108 18 1,100 SH SOLE 1,100
GATEWAY INC COM 367626108 17,646 397,100 SH SOLE 397,100
GAYLORD ENTERTAINMENT COM 367905106 1,218 41,300 SH SOLE 41,300
GAYLORD CONTAINER CORP CL A 368145108 2 300 SH SOLE 300
GEERLING & WADE COM 368473104 4 400 SH SOLE 400
GELTEX PHARM. INC. COM 368538104 255 22,900 SH SOLE 22,900
GEMSTAR INTL ORD G3788V106 781 10,000 SH OTHER (1) 10,000
GENCORP INCORPORATED COM 368682100 1,053 57,500 SH SOLE 57,500
GENERAL BINDING CORP. COM 369154109 314 15,500 SH SOLE 15,500
GENERAL CABLE CORP COM 369300108 618 51,500 SH SOLE 51,500
GENERAL COMMUNICATION CL A 369385109 55 10,600 SH SOLE 10,600
GENERAL DYNAMICS CORP COM 369550108 2,535 40,600 SH OTHER (1) 40,600
GENERAL DYNAMICS CORP COM 369550108 16,200 259,462 SH SOLE 259,462
GENERAL ELECTRIC CO COM 369604103 5,655 47,700 SH OTHER (1) 47,700
GENERAL ELECTRIC CO COM 369604103 497,695 4,197,740 SH SOLE 4,197,740
GENERAL GROWTH PROP REIT COM 370021107 28 900 SH SOLE 900
GENERAL INSTRUMENT CORP COM 370120107 10,492 218,008 SH SOLE 218,008
GENERAL MILLS INC COM 370334104 1,825 22,500 SH OTHER (1) 22,500
GENERAL MILLS INC COM 370334104 16,181 199,459 SH SOLE 199,459
GENERAL MOTORS CORP COM 370442105 52,737 837,923 SH SOLE 837,923
GENERAL MOTORS-CLASS H CL H NEW 370442832 5,925 103,499 SH SOLE 103,499
GENERAL SEMICONDUCTOR INC COM 370787103 2 200 SH SOLE 200
GENESCO INC COM 371532102 13 1,000 SH SOLE 1,000
GENESEE CORP - CL B CL B 371601204 4 200 SH SOLE 200
GENTEX CORP COM 371901109 2,532 122,600 SH SOLE 122,600
GENESIS HEALTH VENTURES COM 371912106 17 7,100 SH SOLE 7,100
GENESYS TELECOM COM 371931106 1,352 29,600 SH SOLE 29,600
GENLYTE GROUP INC. COM 372302109 5 200 SH SOLE 200
GENRAD COM 372447102 738 38,600 SH SOLE 38,600
GENUINE PARTS CO COM 372460105 5,877 221,251 SH SOLE 221,251
GEON COMPANY COM 37246W105 713 27,700 SH SOLE 27,700
GENZYME- GENERAL DIVISION COM 372917104 2,041 45,300 SH SOLE 45,300
GENZYME SURGICAL PRODUCTS COM SURG PRODS 372917609 3 496 SH SOLE 496
GEORGIA GULF CORP COM 373200203 605 34,300 SH SOLE 34,300
GEORGIA-PACIFIC GROUP COM 373298108 8,816 217,682 SH SOLE 217,682
GEORGIA PAC(TIMBER GROUP) COM-TIMBER GRP 373298702 1,180 51,600 SH SOLE 51,600
GERALD STEVENS INC COM 37369G101 11 800 SH SOLE 800
GERBER SCIENTIFIC INC. COM 373730100 685 30,600 SH SOLE 30,600
GETTY IMAGES INC COM 374276103 24 1,000 SH SOLE 1,000
GETTY RLTY CORP NEW COM 374297109 14 1,000 SH SOLE 1,000
GIBRALTAR STEEL CORP COM 37476F103 4 200 SH SOLE 200
GIBSON GREETINGS INC COM 374827103 15 2,900 SH SOLE 2,900
GILEAD SCIENCES INC COM 375558103 1,724 26,865 SH SOLE 26,865
GILLETTE COMPANY COM 375766102 47,355 1,395,348 SH SOLE 1,395,348
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GLATFELTER P.H. CO COM 377316104 889 54,100 SH SOLE 54,100
GLEASON COM 377339106 13 800 SH SOLE 800
GLENBOROUGH REALTY (REIT) COM 37803P105 12 700 SH SOLE 700
GLIMCHER REALTY TRUST SH BEN INT 379302102 6 400 SH SOLE 400
GLOBAL CROSSING LTD COM G3921A100 19,798 747,110 SH SOLE 747,110
GLOBAL INDUSTRIES TECH COM 379335102 43 3,500 SH SOLE 3,500
GLOBAL INDUSTRIES LMTD COM 379336100 892 109,800 SH SOLE 109,800
GLOBAL IMAGING SYSTEMS COM 37934A100 12 800 SH SOLE 800
GLOBAL MARINE INC COM 379352404 1,606 97,700 SH SOLE 97,700
GLOBAL TELESYSTEMS GROUP COM 37936U104 63 3,200 SH SOLE 3,200
GLOBAL SPORTS INC COM 37937A107 4 200 SH SOLE 200
GLOBESPAN INC COM 379571102 19 300 SH SOLE 300
GLOBIX CORP COM 37957F101 9 200 SH SOLE 200
GOLDEN CYCLE GOLD CORP COM 380894105 3 600 SH SOLE 600
GOLDEN STATE BANCORP INC COM 381197102 1,372 76,500 SH SOLE 76,500
GOLDEN STATE VINTNERS INC CL B 38121K208 2 400 SH SOLE 400
GOLDEN WEST FINANCIAL COM 381317106 7,086 72,119 SH SOLE 72,119
GOLDMAN SACHS COM 38141G104 85 1,400 SH SOLE 1,400
GOLF TRUST OF AMER (REIT) COM 38168B103 10 500 SH SOLE 500
GOODRICH B F CO COM 382388106 3,857 133,009 SH SOLE 133,009
GOODYEAR TIRE & RUBBER CO COM 382550101 9,535 198,126 SH SOLE 198,126
GOODYS FAMILY CLOTHING COM 382588101 69 8,500 SH SOLE 8,500
GOTTSCHALKS COM 383485109 30 3,300 SH SOLE 3,300
GO2NET INC. COM 383486107 39 600 SH SOLE 600
GOTO.COM INC COM 38348T107 47 900 SH SOLE 900
W.R. GRACE & COMPANY-NEW COM 38388F108 1,363 84,852 SH SOLE 84,852
GRACO INC. COM 384109104 785 23,937 SH SOLE 23,937
GRAINGER (W.W.) INC COM 384802104 5,465 113,708 SH SOLE 113,708
GRANITE CONSTRUCTION INC. COM 387328107 880 33,750 SH SOLE 33,750
GRAY COMMUNICATION COM 389190109 12 700 SH SOLE 700
GREAT ATLANTIC & PAC COM 390064103 700 23,080 SH SOLE 23,080
GREAT LAKES CHEMICAL COM 390568103 2,970 78,025 SH SOLE 78,025
GREAT SOUTHN BANCORP COM 390905107 11 500 SH SOLE 500
GREAT PLAINS SOFTWARE COM 39119E105 984 19,100 SH SOLE 19,100
GREATER BAY BANCORP COM 391648102 17 500 SH SOLE 500
GREEN MOUNTAIN POWER COM 393154109 9 900 SH SOLE 900
GREENPOINT FIN'L CORP COM 395384100 1,721 64,800 SH SOLE 64,800
GREIF BROTHERS CORP CL A 397624107 757 26,800 SH SOLE 26,800
GREY ADVERTISING COM 397838103 662 1,800 SH SOLE 1,800
GRIFFON CORP COM 398433102 53 6,600 SH SOLE 6,600
GROUP ONE AUTOMOTIVE COM 398905109 573 31,300 SH SOLE 31,300
GROUP MAINT AMERICA COM 39943E107 544 43,500 SH SOLE 43,500
GROVE REAL ESTATE SH BEN INT 399613108 13 1,000 SH SOLE 1,000
GTECH HOLDINGS CORP COM 400518106 984 45,900 SH SOLE 45,900
GUARANTEE LIFE COMPANY COM 400740106 9 300 SH SOLE 300
GUESS INC COM 401617105 11 800 SH SOLE 800
GUEST SUPPLY INC COM 401630108 6 400 SH SOLE 400
GUIDANT CORPORATION COM 401698105 20,913 389,992 SH SOLE 389,992
GUILFORD MILLS INC. COM 401794102 282 32,700 SH SOLE 32,700
GUITAR CENTER INC COM 402040109 193 20,500 SH SOLE 20,500
GULF ISLAND FABRICATION COM 402307102 5 400 SH SOLE 400
GYMBOREE CORPORATION COM 403777105 32 4,700 SH SOLE 4,700
HCIA INC COM 403908106 9 900 SH SOLE 900
HMT TECHNOLOGY COM 403917107 177 50,500 SH SOLE 50,500
HCC INSURANCE HOLDING CO COM 404132102 956 56,850 SH SOLE 56,850
HNC SOFTWARE COM 40425P107 1,210 30,500 SH SOLE 30,500
HRPT PROPERTIES (REIT) COM SH BEN INT 40426W101 29 2,500 SH SOLE 2,500
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HSB GROUP INC COM 40428N109 549 15,600 SH SOLE 15,600
HS RESOURCESINC COM 404297103 70 4,300 SH SOLE 4,300
HA LO INDUSTRIES COM 404429102 426 68,175 SH SOLE 68,175
HADCO CORP COM 404681108 869 20,100 SH SOLE 20,100
HAEMONETICS CORPORATION COM 405024100 671 34,100 SH SOLE 34,100
HAGGAR CORPORATION COM 405173105 27 2,100 SH SOLE 2,100
HAIN FOOD GROUP INC COM 405219106 421 17,000 SH SOLE 17,000
HALLIBURTON CO COM 406216101 23,195 565,735 SH SOLE 565,735
HALTER MARINE GROUP INC. COM 40642Y105 38 7,000 SH SOLE 7,000
HAMBRECHT AND QUIST COM 406545103 1,820 37,200 SH SOLE 37,200
HANCOCK FABRICS INC COM 409900107 15 3,400 SH SOLE 3,400
HANCOSK HOLDING CO COM 410120109 558 13,945 SH SOLE 13,945
HANDLEMAN CO DEL COM 410252100 570 43,000 SH SOLE 43,000
HANGER ORTHOPEDIC COM NEW 41043F208 342 23,600 SH SOLE 23,600
HANNA COMPANY COM 410522106 639 56,200 SH SOLE 56,200
HANNAFORD BROS CO COM 410550107 2,050 29,100 SH SOLE 29,100
HANOVER COMPRESSOR COM 410768105 1,133 35,600 SH SOLE 35,600
HANOVER DIRECT INC COM 410783104 633 247,000 SH SOLE 247,000
HARBINGER CORP COM 41145C103 20 1,200 SH SOLE 1,200
HARCOURT GENERAL INC COM 41163G101 3,990 95,848 SH SOLE 95,848
HARBOR FLORIDA BANCSHARES COM 411901101 397 32,600 SH SOLE 32,600
HARDINGE INCORPORATED COM 412324303 13 800 SH SOLE 800
JOHN HARLAND COM 412693103 729 37,500 SH SOLE 37,500
HARLEY DAVIDSON INC COM 412822108 4,726 94,400 SH SOLE 94,400
HARLEYSVILLE GROUP INC. COM 412824104 470 33,400 SH SOLE 33,400
HARMAN INTERNATIONAL COM 413086109 1,014 24,100 SH SOLE 24,100
HARMON INDUSTRIES COM 413136102 33 2,600 SH SOLE 2,600
HARMONIC LITE COM 413160102 26 200 SH SOLE 200
HARRAH'S ENTERTAINMENT COM 413619107 1,696 61,100 SH OTHER (1) 61,100
HARRAH'S ENTERTAINMENT COM 413619107 4,385 158,011 SH SOLE 158,011
HARRIS CORP DEL COM 413875105 2,809 101,666 SH SOLE 101,666
HARRIS FINANCIAL INC COM 414541102 410 37,500 SH SOLE 37,500
HARSCO CORP COM 415864107 431 15,600 SH SOLE 15,600
HARTE-HANKS INC COM 416196103 997 39,600 SH SOLE 39,600
HARTFORD FINANCIAL SVCS COM 416515104 12,450 304,592 SH SOLE 304,592
HARTFORD LIFE CLASS A CL A 416592103 857 17,400 SH SOLE 17,400
HARTMARX CORP COM 417119104 30 7,400 SH SOLE 7,400
HASBRO INC COM 418056107 5,387 251,309 SH SOLE 251,309
HAVERTY FURNITURE COM 419596101 12 800 SH SOLE 800
HAWAIIAN ELECTRIC INDS COM 419870100 830 23,600 SH SOLE 23,600
HAWK CORPORATION CL A 420089104 6 1,200 SH SOLE 1,200
HAWKINS CHEMICAL INC COM 420200107 7 900 SH SOLE 900
HAYES LEMMERZ COM 420781106 877 37,700 SH SOLE 37,700
HEALTHCARE SERVICES GROUP COM 421906108 7 900 SH SOLE 900
HEALTH CARE PROP (REIT) COM 421915109 16 600 SH SOLE 600
HEALTHSOUTH CORPORATION COM 421924101 2,832 467,105 SH SOLE 467,105
HEALTH MANAGEMENT ASSOC CL A 421933102 907 122,928 SH SOLE 122,928
HEALTHCARE REALTY (REIT) COM 421946104 13 700 SH SOLE 700
HEALTH CARE (REIT) COM 42217K106 14 700 SH SOLE 700
HEALTH MGMT. SYSTEMS COM 42219M100 7 1,400 SH SOLE 1,400
HEALTHEON CORPORATION COM 422209106 48 1,300 SH SOLE 1,300
HEALTHWORLD CORP COM 42222E103 11 800 SH SOLE 800
HEARST-ARGYLE TELEVISION COM 422317107 1,352 62,900 SH SOLE 62,900
HEARTLAND EXPRESS COM 422347104 560 39,647 SH SOLE 39,647
HECLA MINING COMPANY COM 422704106 38 13,100 SH SOLE 13,100
HEICO CORP NEW A CL A 422806208 10 500 SH SOLE 500
HEILIG-MEYERS CO COM 422893107 323 67,900 SH SOLE 67,900
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HEINZ H J CO COM 423074103 19,635 456,638 SH SOLE 456,638
HELEN OF TROY LTD COM G4388N106 318 33,000 SH SOLE 33,000
HELIX TECHNOLOGY CORP. COM 423319102 13 400 SH SOLE 400
HELLER FINANCIAL INC CL A 423328103 19 859 SH SOLE 859
HELMERICH & PAYNE INC COM 423452101 2,230 88,104 SH SOLE 88,104
HENRY (JACK) & ASSOC COM 426281101 927 25,100 SH SOLE 25,100
HERCULES INC COM 427056106 3,830 133,807 SH SOLE 133,807
HERSHEY FOODS INC COM 427866108 9,007 184,998 SH SOLE 184,998
HERTZ CORPORATION CLASS A CL A 428040109 1,223 27,800 SH SOLE 27,800
HEWLETT PACKARD CO COM 428236103 121,336 1,318,873 SH SOLE 1,318,873
HEXCEL CORP COM 428291108 2 300 SH SOLE 300
HI / FN INC COM 428358105 33 300 SH SOLE 300
HIBERNIA CORP - CL A CL A 428656102 965 83,000 SH SOLE 83,000
HICKORY TECH CORP. COM 429060106 3 200 SH SOLE 200
HIGH SPEED ACCESS COM 42979U102 23 1,000 SH SOLE 1,000
HIGHWOODS PROP (REIT) COM 431284108 28 1,100 SH SOLE 1,100
HILB ROGAL & HAMILTON CO COM 431294107 5 200 SH SOLE 200
HILLENBRAND INDUSTRIES COM 431573104 1,010 38,300 SH SOLE 38,300
HILTON HOTELS CORP COM 432848109 3,028 306,622 SH SOLE 306,622
HISPANIC BROADCASTING CL A 43357B104 2,284 30,000 SH SOLE 30,000
HOLLINGER INTL CLASS A CL A 435569108 736 62,000 SH SOLE 62,000
HOLLYWOOD ENTERTAINMENT COM 436141105 14 900 SH SOLE 900
HOLLYWOOD PARK INC COM 436255103 91 5,900 SH SOLE 5,900
HOLOGIC INCORPORATED COM 436440101 19 4,700 SH SOLE 4,700
HOME DEPOT COM 437076102 130,610 1,903,248 SH SOLE 1,903,248
HOME PROP OF NY (REIT) COM 437306103 13 500 SH SOLE 500
HOMEBASE INC. COM 43738E108 5 1,200 SH SOLE 1,200
HOMESTAKE MNG CO COM 437614100 2,747 299,007 SH SOLE 299,007
HOMESTORE.COM INC COM 437852106 50 1,200 SH SOLE 1,200
HON INDUSTRIES INC COM 438092108 479 24,900 SH SOLE 24,900
HONEYWELL INC COM 438506107 18,541 166,566 SH SOLE 166,566
HOOPER HOLMES INC COM 439104100 910 35,500 SH SOLE 35,500
HORACE MANN EDUCATORS COM 440327104 795 30,800 SH SOLE 30,800
HORIZON FINANCIAL COM 44041F105 12 1,100 SH SOLE 1,100
HORMEL FOODS CORP COM 440452100 1,764 42,700 SH SOLE 42,700
HOSPITALITY PROP (REIT) COM SH BEN INT 44106M102 24 1,100 SH SOLE 1,100
HOST MARRIOTT CORP (NEW) COM 44107P104 40 4,200 SH SOLE 4,200
HOTJOBS.COM LIMITED COM 441474103 13 500 SH SOLE 500
HOUGHTON MIFLIN CO COM 441560109 2,169 53,400 SH SOLE 53,400
HOUSEHOLD INTL CORP COM 441815107 24,762 617,129 SH SOLE 617,129
HOUSTON EXPLORATION CO. COM 442120101 603 27,800 SH SOLE 27,800
HOWMET INTERNATIONAL COM 443208103 867 61,900 SH SOLE 61,900
HUB GROUP CL A 443320106 8 400 SH SOLE 400
HUBBELL INC CLASS B CL B 443510201 1,216 38,138 SH SOLE 38,138
HUDSON CITY BANCORP COM 443683107 17 1,200 SH SOLE 1,200
HUDSON RIVER BANCORP INC. COM 444128102 13 1,200 SH SOLE 1,200
HUDSON UNITED BANCORP COM 444165104 1,057 34,300 SH OTHER (1) 34,300
HUDSON UNITED BANCORP COM 444165104 703 22,800 SH SOLE 22,800
HUFFY CORP COM 444356109 18 1,800 SH SOLE 1,800
HUGHES SUPPLY INC. COM 444482103 699 32,150 SH SOLE 32,150
HUGOTON ROYALTY TRUST UNIT BEN INT 444717102 4 400 SH SOLE 400
HUMANA INC COM 444859102 1,349 196,242 SH SOLE 196,242
HUMAN GENOME COM 444903108 2,087 28,300 SH SOLE 28,300
HUNT J B TRANS SVCS INC COM 445658107 552 39,750 SH SOLE 39,750
HUNTINGTON BANCSHARES COM 446150104 7,947 299,176 SH SOLE 299,176
HUSSMAN INTERNATIONAL INC COM 448110106 1,080 63,500 SH SOLE 63,500
HUTCHINSON TECHNOLOGY COM 448407106 915 33,900 SH SOLE 33,900
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ICN PHARMACEUTICALS INC COM 448924100 373 21,674 SH SOLE 21,674
IDT CORP COM 448947101 601 28,700 SH SOLE 28,700
HYPERCOM CORPORATION COM 44913M105 8 1,000 SH SOLE 1,000
HYPERION TELECOMM. INC CL A 44914K306 5 200 SH SOLE 200
HYPERION SOLUTIONS CORP COM 44914M104 1,044 47,445 SH SOLE 47,445
IBP INC COM 449223106 1,373 55,600 SH OTHER (1) 55,600
IBP INC COM 449223106 1,158 46,900 SH SOLE 46,900
ICG COMMUNICATIONS INC COM 449246107 867 55,700 SH SOLE 55,700
ICOS CORP COM 449295104 1,714 58,100 SH SOLE 58,100
IDEC PHARMACEUTICALS CORP COM 449370105 2,388 25,400 SH SOLE 25,400
IDG BOOKS WORLDWIDE CL A 449384106 13 800 SH SOLE 800
IDX SYSTEMS CORP COM 449491109 194 10,700 SH SOLE 10,700
IGEN INC COM 449536101 534 21,400 SH SOLE 21,400
IHOP CORP COM 449623107 618 30,500 SH SOLE 30,500
IMC GLOBAL INC COM 449669100 940 64,560 SH SOLE 64,560
IMCO RECYCLING INC COM 449681105 57 3,800 SH SOLE 3,800
IPC COMMUNICATIONS INC COM NEW 44980K206 18 300 SH SOLE 300
IMS HEALTH INC COM 449934108 9,177 402,286 SH SOLE 402,286
IRI INTERNATIONAL CORP. COM 45004F107 2 500 SH SOLE 500
IRT PROPERTY (REIT) COM 450058102 8 900 SH SOLE 900
ISS GROUP INC COM 450306105 19 700 SH SOLE 700
ITC DELTACOM INC COM 45031T104 2,008 73,000 SH SOLE 73,000
ITT EDUCATIONAL SERVICES COM 45068B109 602 30,850 SH SOLE 30,850
IXC COMMUNICATIONS INC. COM 450713102 816 20,700 SH SOLE 20,700
IXL ENTERPRISES INC COM 450718101 50 1,400 SH SOLE 1,400
ITT INDUSTRIES INC COM 450911102 3,657 114,947 SH SOLE 114,947
IDACORP INC COM 451107106 669 22,200 SH SOLE 22,200
IDEX CORP. COM 45167R104 1,020 36,025 SH SOLE 36,025
IDEXX LABORATORIES INC COM 45168D104 818 47,500 SH SOLE 47,500
IKON OFFICE SOLUTIONS COM 451713101 1,971 184,377 SH SOLE 184,377
ILLINOIS TOOL WKS INC COM 452308109 24,003 321,921 SH SOLE 321,921
ILLINOVA CORP COM 452317100 918 32,700 SH SOLE 32,700
IMALL INC. COM PAR $0.001 45244X306 15 800 SH SOLE 800
IMATION CORPORATION COM 45245A107 1,376 44,400 SH SOLE 44,400
IMCLONE SYSTEMS COM 45245W109 17 500 SH SOLE 500
IMMUCOR INC COM 452526106 7 600 SH SOLE 600
IMMUNEX CORPORATION-NEW COM 452528102 4,546 104,800 SH SOLE 104,800
IMPERIAL BANCORP COM 452556103 1,030 48,492 SH SOLE 48,492
IMPERIAL CREDIT IND. COM 452729106 8 1,900 SH SOLE 1,900
IMR GLOBAL CORP COM 45321W106 358 43,450 SH SOLE 43,450
INACOM CORP. COM 45323G109 96 10,440 SH SOLE 10,440
INCO LIMITED COM 453258402 2,743 128,349 SH SOLE 128,349
INCYTE PHAR. INC. COM 45337C102 823 35,600 SH SOLE 35,600
INDEPENDENCE COMMUNITY BK COM 453414104 16 1,300 SH SOLE 1,300
INDIANA ENERGY INC COM 454707100 691 34,433 SH SOLE 34,433
INDUSTRIAL BANCORP COM 455882100 9 500 SH SOLE 500
INDYMAC MORTGAGE (REIT) COM 456607100 21 1,400 SH SOLE 1,400
INFINITY BROADCASTING CL A 45662S102 85 2,900 SH SOLE 2,900
INET TECHNOLOGIES INC COM 45662V105 32 800 SH SOLE 800
INFOCURE CORP COM 45665A108 11 600 SH SOLE 600
INFORMATICA COM 45666Q102 10 200 SH SOLE 200
INFORMATION HOLDINGS INC. COM 456727106 14 700 SH SOLE 700
INFO RESOURCES ENGINEERNG COM PAR $0.01 45675F303 10 500 SH SOLE 500
INFORMIX CORP COM 456779107 783 98,600 SH SOLE 98,600
INFOSEEK CORP COM 45678M107 1,053 34,100 SH SOLE 34,100
INFOSPACE.COM COM 45678T102 37 900 SH SOLE 900
INGERSOLL RAND CO COM 456866102 1,643 29,900 SH OTHER (1) 29,900
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INGERSOLL RAND CO COM 456866102 11,776 214,347 SH SOLE 214,347
INFO RESOURCES COM 456905108 60 5,400 SH SOLE 5,400
INGRAM MICRO CL A 457153104 402 31,200 SH SOLE 31,200
INHALE THERAPEUTIC SYS COM 457191104 577 19,000 SH SOLE 19,000
INKTOMI CORP COM 457277101 108 900 SH SOLE 900
INNOVEX INCORPORATED COM 457647105 26 2,900 SH SOLE 2,900
INPUT/OUTPUT INC. COM 457652105 470 70,900 SH SOLE 70,900
INSIGHT ENTER. COM 45765U103 1,017 31,300 SH SOLE 31,300
INSITUFORM TECHNOLOGIES CL A 457667103 780 31,200 SH SOLE 31,200
INSO CORPORATION COM 457674109 140 17,500 SH SOLE 17,500
INSIGHT COMMUNICATIONS CL A 45768V108 23 800 SH SOLE 800
INKEEPERS USA TRUST(REIT) COM 4576J0104 9 1,100 SH SOLE 1,100
INSPIRE INSURANCE SOLUTIO COM 457732105 157 22,900 SH SOLE 22,900
INSTEEL INDUSTRIES COM 45774W108 15 1,700 SH SOLE 1,700
INSURANCE AUTO AUCTIONS COM 457875102 34 2,300 SH SOLE 2,300
INSWEB COM 45809K103 12 600 SH SOLE 600
INTEGRATED DEVICE TECH COM 458118106 1,978 106,900 SH SOLE 106,900
INTEGRATED ELECTRICA COM 45811E103 13 800 SH SOLE 800
INTEGRATED HEALTH SVCS COM 45812C106 110 70,200 SH SOLE 70,200
INTEGRATED SYSTEMS INC COM 45812M104 234 23,000 SH SOLE 23,000
INTEL CORP COM 458140100 5,804 78,100 SH OTHER (1) 78,100
INTEL CORP COM 458140100 318,858 4,290,778 SH SOLE 4,290,778
INTER-TEL INC. COM 458372109 598 33,700 SH SOLE 33,700
INTERACTIVE PICTURES CORP COM 45839N101 4 200 SH SOLE 200
INTERCEPT GROUP INC. COM 45845L107 7 400 SH SOLE 400
INTERDENT COM 45865R109 12 1,400 SH SOLE 1,400
INTERFACE INC. CL A CL A 458665106 354 69,000 SH SOLE 69,000
INTERDIGITAL COMMUNI COM 45866A105 3 500 SH SOLE 500
INTERGRAPH CORP COM 458683109 6 1,000 SH SOLE 1,000
INTERIM SERVICES INC COM 45868P100 1,580 96,510 SH SOLE 96,510
INTERLIANT INC COM 458742103 11 900 SH SOLE 900
INTERMAGNETICS GENERAL COM 458771102 22 3,600 SH SOLE 3,600
INTERMEDIA COMMUNICATIONS COM 458801107 1,338 61,500 SH SOLE 61,500
INTERMET CORP COM 45881K104 303 35,800 SH SOLE 35,800
INTERNATIONAL BANCSHARES COM 459044103 1,052 23,500 SH SOLE 23,500
IBM CORPORATION COM 459200101 6,214 51,200 SH OTHER (1) 51,200
IBM CORPORATION COM 459200101 282,003 2,323,404 SH SOLE 2,323,404
INTERNATIONAL FLAVORS COM 459506101 4,683 135,728 SH SOLE 135,728
INTERNATIONAL HOME FOODS COM 459655106 812 46,400 SH SOLE 46,400
INT'L INTEGRATION INC COM 459698106 23 700 SH SOLE 700
INTERNATIONAL GAME TECH COM 459902102 1,085 60,300 SH SOLE 60,300
INTL MULTIFOODS COM 460043102 518 22,500 SH SOLE 22,500
INT'L NETWORK SERVICES COM 460053101 4,986 91,700 SH SOLE 91,700
INTERNATIONAL PAPER CO COM 460146103 25,519 530,960 SH SOLE 530,960
INTERNATIONAL RECTIFIER COM 460254105 1,064 69,800 SH SOLE 69,800
INTERNATIONAL SPEEDWAY CL A 460335201 1,159 22,056 SH SOLE 22,056
INTL SPECIALTY PRODS INC COM 460337108 858 86,300 SH SOLE 86,300
INT'L TELECOMMUNICATIONS COM 46047F104 3 300 SH SOLE 300
INTERPOOL INC COM 46062R108 239 31,400 SH SOLE 31,400
INTERPUBLIC GROUP COM 460690100 15,262 371,120 SH SOLE 371,120
INTERSTATE BAKERIES INC COM 46072H108 888 38,600 SH SOLE 38,600
INTERSTATE HOTELS CORP COM 46088R108 0 90 SH SOLE 90
INTERWEST BANCORP INC COM 460931108 427 20,600 SH SOLE 20,600
INTERNET.COM CORP COM 460967102 3 200 SH SOLE 200
INTERTAN INC. COM 461120107 10 500 SH SOLE 500
INTERVOICE-BRITE INC COM 461142101 450 40,678 SH SOLE 40,678
INTERWORLD CORPORATION COM 46114Q108 18 500 SH SOLE 500
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INTERVU INCORPORATED COM 46114R106 11 300 SH SOLE 300
INTIMATE BRANDS INC. CL A 461156101 5,910 151,770 SH SOLE 151,770
INTRAWARE INC. COM 46118M103 21 800 SH SOLE 800
INTUIT INCORPORATED COM 461202103 3,235 36,900 SH SOLE 36,900
INVACARE CORPORATION COM 461203101 775 39,600 SH SOLE 39,600
INVESTMENT TECHNOLOGY GRP COM 46145F105 1,668 72,505 SH SOLE 72,505
INTROGEN CORP COM 46185R100 7 200 SH SOLE 200
INVESTORS FINANCIAL SERV COM 461915100 667 19,400 SH SOLE 19,400
IOMEGA CORPORATION COM 462030107 398 118,000 SH SOLE 118,000
IONICS INC COM 462218108 725 22,400 SH SOLE 22,400
IPALCO ENTERPRISES INC COM 462613100 984 50,600 SH SOLE 50,600
IRON MOUNTAIN COM 46284P104 1,550 45,750 SH SOLE 45,750
IRWIN FINANCIAL COM 464119106 578 28,800 SH SOLE 28,800
ISIS PHARMACEUTICALS COM 464330109 425 38,000 SH SOLE 38,000
ISLE OF CAPRIS CASINOS COM 464592104 11 1,100 SH SOLE 1,100
IT GROUP COM 465266104 7 700 SH SOLE 700
ITRON INC COM 465741106 19 3,300 SH SOLE 3,300
I2 TECHNOLOGIES COM 465754109 1,599 41,200 SH SOLE 41,200
IVAX CORPORATION COM 465823102 3,254 197,200 SH SOLE 197,200
IVEX PACKAGING CORP COM 465855104 262 26,200 SH SOLE 26,200
IVILLAGE INC COM 46588H105 14 400 SH SOLE 400
JDN REALTY (REIT) COM 465917102 12 600 SH SOLE 600
IXNET INC COM 46601C109 14 900 SH SOLE 900
J & J SNACK FOODS CORP COM 466032109 45 2,300 SH SOLE 2,300
JDS UNIPHASE CORP COM 46612J101 5,645 49,600 SH SOLE 49,600
J. JILL GROUP INC COM 466189107 3 700 SH SOLE 700
JLG INDUSTRIES COM 466210101 825 54,300 SH SOLE 54,300
JP REALTY (REIT) COM 46624A106 9 500 SH SOLE 500
JSB FINANCIAL INC. COM 46624M100 784 13,700 SH SOLE 13,700
JABIL CIRCUIT INC COM 466313103 2,356 47,600 SH SOLE 47,600
JACOBS ENGINEERING COM 469814107 1,089 33,500 SH SOLE 33,500
JAKKS PACIFIC INC COM 47012E106 8 200 SH SOLE 200
JAN BELL MARKETING COM 470760109 22 7,200 SH SOLE 7,200
JASON INC COM 471171108 9 1,200 SH SOLE 1,200
JAVELIN SYSTEMS INC COM 471896100 10 1,000 SH SOLE 1,000
JEFFERIES GROUP INC COM 472319102 743 35,600 SH SOLE 35,600
JEFFERSON PILOT CORP COM 475070108 9,031 142,922 SH SOLE 142,922
JFAX.COM COM 477366108 2 400 SH SOLE 400
JO-ANN STORES INC CL A CL A 47758P109 55 4,400 SH SOLE 4,400
JOHN NUVEEN COMPANY CL A CL A 478035108 588 15,700 SH SOLE 15,700
JOHNS MANVILLE CORP COM 478129109 1,157 87,300 SH SOLE 87,300
JOHNSON & JOHNSON COM 478160104 6,303 68,600 SH OTHER (1) 68,600
JOHNSON & JOHNSON COM 478160104 158,786 1,728,280 SH SOLE 1,728,280
JOHNSON CONTROLS COM 478366107 7,591 114,475 SH SOLE 114,475
JONES APPAREL GROUP COM 480074103 2,145 74,600 SH SOLE 74,600
JONES INTERCABLE INC-CL A CL A 480206200 3,649 67,500 SH SOLE 67,500
JONES LANG LASALLE INC COM 48020Q107 13 800 SH SOLE 800
JONES PHARMACEUTICALS COM 480236108 1,765 53,550 SH SOLE 53,550
JOSTENS COM 481088102 1,151 60,182 SH SOLE 60,182
JOURNAL REGISTER CO COM 481138105 800 58,200 SH SOLE 58,200
JUNIPER NETWORKS INC COM 48203R104 182 1,000 SH SOLE 1,000
JUNO LIGHTING INC COM NEW 482047206 0 29 SH SOLE 29
JUNO ONLINE SERVICES INC COM 482048105 10 600 SH SOLE 600
JUST FOR FEET INC COM 48213P106 90 43,875 SH SOLE 43,875
JUSTIN INDUSTRIES COM 482171105 545 38,400 SH SOLE 38,400
JWGENESIS FINANCIAL COM 482227105 15 900 SH SOLE 900
KLA-TENCOR CORPORATION COM 482480100 6,674 102,675 SH SOLE 102,675
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
K MART CORP COM 482584109 7,222 617,917 SH SOLE 617,917
KN ENERGY INC COM 482620101 947 42,200 SH SOLE 42,200
K-SWISS INC. CLASS A CL A 482686102 16 500 SH SOLE 500
K2 INCORPORATED COM 482732104 28 3,200 SH SOLE 3,200
KAISER ALUMINUM COM 483007100 818 98,400 SH SOLE 98,400
KAMAN CORP CL A 483548103 71 5,600 SH SOLE 5,600
KANSAS CITY LIFE COM 484836101 540 14,800 SH SOLE 14,800
KANSAS CITY POWER & LIGHT COM 485134100 895 37,000 SH SOLE 37,000
KANSAS CITY SOUTHERN INDS COM 485170104 6,520 140,400 SH SOLE 140,400
KAUFMAN & BROAD HOME CORP COM 486168107 631 30,581 SH SOLE 30,581
KAYDON CORPORATION COM 486587108 388 15,600 SH SOLE 15,600
KEANE INCORPORATED COM 486665102 714 31,300 SH SOLE 31,300
KEEBLER FOODS COMPANY COM 487256109 48 1,600 SH SOLE 1,600
KELLOGG CO COM 487836108 19,324 516,162 SH SOLE 516,162
KELLSTROM INDS COM 488035106 119 12,200 SH SOLE 12,200
KELLWOOD CO COM 488044108 832 37,800 SH SOLE 37,800
KELLY SERVICES INC CL A CL A 488152208 21 700 SH SOLE 700
KEMET CORPORATION COM 488360108 1,854 58,000 SH SOLE 58,000
KENNAMETAL INC COM 489170100 929 35,900 SH SOLE 35,900
KENT ELECTRONICS CORP COM 490553104 703 38,000 SH SOLE 38,000
KERR MCGEE CORP COM 492386107 6,060 110,058 SH SOLE 110,058
KEY ENERGY SERVICES INC. COM 492914106 2 500 SH SOLE 500
KEY PRODUCTION CO COM 493138101 8 800 SH SOLE 800
KEYCORP COM 493267108 14,980 580,354 SH SOLE 580,354
KEYSPAN CORPORATION COM 49337W100 2,308 80,634 SH SOLE 80,634
KEYSTONE AUTO INDS INC COM 49338N109 219 20,000 SH SOLE 20,000
KEYSTONE FINANCIAL COM 493482103 736 31,000 SH SOLE 31,000
KIMBALL INTL CL B 494274103 1,009 52,400 SH SOLE 52,400
KILROY REALTY (REIT) COM 49427F108 11 500 SH SOLE 500
KIMBERLY-CLARK CORP COM 494368103 36,946 703,725 SH SOLE 703,725
KIMCO REALTY CORP (REIT) COM 49446R109 39 1,100 SH SOLE 1,100
KING PHARMACEUTICALS INC. COM 495582108 25 700 SH SOLE 700
KING WORLD PRODUCTIONS COM 495667107 3,568 95,154 SH SOLE 95,154
KIRBY CORP. COM 497266106 540 27,500 SH SOLE 27,500
KITTY HAWK INC COM 498326107 2 200 SH SOLE 200
KNOLL INC COM 498904101 427 15,900 SH SOLE 15,900
KNIGHT-RIDDER INC COM 499040103 4,993 90,983 SH SOLE 90,983
KNIGHT TRANSPORTATION INC COM 499064103 265 18,300 SH SOLE 18,300
KNIGHT/TRIMARK GROUP INC. CL A 499067106 62 2,100 SH SOLE 2,100
KOGER EQUITY INC (REIT) COM 500228101 11 700 SH SOLE 700
KOHL'S CORPORATION COM 500255104 13,946 210,900 SH SOLE 210,900
KOMAG INC COM 500453105 217 72,400 SH SOLE 72,400
KOPIN CORPORATION COM 500600101 6 200 SH SOLE 200
KORN/FERRY INTL COM NEW 500643200 21 900 SH SOLE 900
KROGER CO COM 501044101 1,765 80,000 SH OTHER (1) 80,000
KROGER CO COM 501044101 23,149 1,049,242 SH SOLE 1,049,242
KROLL-O'GARA COMPANY COM 501050108 447 26,800 SH SOLE 26,800
KRONOS INCORPORATED COM 501052104 570 15,550 SH SOLE 15,550
KULICKE & SOFFA INDS INC COM 501242101 824 33,900 SH SOLE 33,900
LCA-VISION INC. COM NEW 501803209 7 1,400 SH SOLE 1,400
LG&E ENERGY CORP COM 501917108 1,542 72,555 SH SOLE 72,555
LTV CORPORATION COM 501921100 620 114,000 SH SOLE 114,000
LHS GROUP INC. COM 501938104 1,054 35,800 SH SOLE 35,800
LNR PROPERTY CORPORATION COM 501940100 685 33,600 SH SOLE 33,600
LSB BANCSHARES INC COM 502158108 9 500 SH SOLE 500
LSI LOGIC COM 502161102 1,071 20,800 SH OTHER (1) 20,800
LSI LOGIC COM 502161102 9,708 188,597 SH SOLE 188,597
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LTC PROPERTYS INC. COM 502175102 11 1,000 SH SOLE 1,000
LTX CORPORATION COM 502392103 19 1,400 SH SOLE 1,400
L-3 COMMUNICATIONS COM 502424104 26 700 SH SOLE 700
LA-Z-BOY CHAIR CO. COM 505336107 1,230 64,500 SH SOLE 64,500
LABOR READY INCORPORATED COM NEW 505401208 514 51,050 SH SOLE 51,050
LABONE INC COM 50540L105 10 1,050 SH SOLE 1,050
LACLEDE GAS COMPANY COM 505588103 482 21,200 SH SOLE 21,200
LAFARGE CORP. COMMON COM 505862102 1,523 47,400 SH SOLE 47,400
LAIDLAW INC COM 50730K503 1,490 220,787 SH SOLE 220,787
LAKELAND FINL CORP COM 511656100 14 800 SH SOLE 800
LAM RESEARCH CORPORATION COM 512807108 2,867 47,000 SH SOLE 47,000
LAMAR ADVERTISING CL A 512815101 1,282 25,900 SH SOLE 25,900
LANCASTER COLONY CORP COM 513847103 808 25,250 SH SOLE 25,250
LANCE INC COM 514606102 453 34,700 SH SOLE 34,700
LANDAMERICA FINANCIAL GRP COM 514936103 387 19,600 SH SOLE 19,600
LANDMARK SYSTEMS CORP. COM 51506S100 12 1,500 SH SOLE 1,500
LANDS END COM 515086106 2,501 37,900 SH SOLE 37,900
LANDRY'S SEAFOOD RES COM 51508L103 54 6,800 SH SOLE 6,800
LANDSTAR SYSTEMS INC COM 515098101 400 11,500 SH SOLE 11,500
LASER VISION CENTERS INC COM 51807H100 8 600 SH SOLE 600
LASON INC COM 51808R107 1,158 26,000 SH SOLE 26,000
LATITUDE COMMUNICATION COM 518292107 12 400 SH SOLE 400
LATTICE SEMICONDUCTOR COM 518415104 2,010 67,700 SH SOLE 67,700
ESTEE LAUDER COMPANIES CL A 518439104 2,902 74,300 SH SOLE 74,300
LAWSON PRODUCTS INC COM 520776105 45 2,100 SH SOLE 2,100
LEAP WIRELESS INTL. INC COM 521863100 19 800 SH SOLE 800
LEAR CORPORATION COM 521865105 1,309 37,200 SH SOLE 37,200
LEE ENTERPRISES COM 523768109 624 22,800 SH SOLE 22,800
LEGATO SYSTEMS INC COM 524651106 3,775 86,600 SH SOLE 86,600
LEGGETT & PLATT INC COM 524660107 2,270 115,300 SH SOLE 115,300
LEGG MASON INC COM 524901105 1,264 33,000 SH SOLE 33,000
LEHMAN BROS HOLDING INC COM 524908100 8,868 152,080 SH SOLE 152,080
LENNAR CORPORATION COM 526057104 480 30,100 SH SOLE 30,100
LENNOX INTERNATIONAL INC. COM 526107107 12 800 SH SOLE 800
LEUCADIA NATIONAL CORP. COM 527288104 655 31,200 SH SOLE 31,200
LEVEL 3 COMM INC. COM 52729N100 10,334 197,900 SH SOLE 197,900
LEXMARK INT'L GROUP INC CL A 529771107 2,898 36,000 SH OTHER (1) 36,000
LEXMARK INT'L GROUP INC CL A 529771107 13,258 164,700 SH SOLE 164,700
LIBBEY INC COM 529898108 624 21,100 SH SOLE 21,100
LIBERATE TECHNOLOGIES COM 530129105 29 700 SH SOLE 700
LIBERTY CORPORATION COM 530370105 1,099 23,700 SH SOLE 23,700
LIBERTY DIGITAL INC CL.A CL A 530436104 16 700 SH SOLE 700
LIBERTY FINANCIAL CO COM 530512102 250 11,400 SH SOLE 11,400
LIBERTY PROP TR (REIT) COM 531172104 29 1,300 SH SOLE 1,300
LIFE USA HOLDINGS COM NEW 531918209 17 800 SH SOLE 800
LIFEPOINT HOSPITALS INC COM 53219L109 10 1,100 SH SOLE 1,100
LIGAND PHARMACEUTICALS CL B 53220K207 10 1,300 SH SOLE 1,300
LILLIAN VERNON COM 532430105 21 1,700 SH SOLE 1,700
LILLY (ELI) & CO COM 532457108 89,849 1,403,892 SH SOLE 1,403,892
LILLY INDUSTRIES INC CL A 532491107 458 33,650 SH SOLE 33,650
LIMITED INC COM 532716107 11,320 295,936 SH SOLE 295,936
LINCARE HOLDING COM 532791100 1,018 38,200 SH SOLE 38,200
LINCOLN ELECTRIC HOLDINGS COM 533900106 1,182 56,600 SH SOLE 56,600
LINCOLN NATL CORP COM 534187109 691 18,400 SH OTHER (1) 18,400
LINCOLN NATL CORP COM 534187109 9,437 251,226 SH SOLE 251,226
LINDSAY MFG CO COM 535555106 16 800 SH SOLE 800
LINEAR TECHNOLOGY COM 535678106 5,449 92,700 SH SOLE 92,700
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LINENS 'N THINGS INC COM 535679104 699 20,700 SH SOLE 20,700
LIPOSOME INC COM 536310105 347 45,600 SH SOLE 45,600
LIQUID AUDIO COM 53631T102 15 400 SH SOLE 400
LITTELFUSE INC COM 537008104 530 23,800 SH SOLE 23,800
LITTON INDUSTRIES INC COM 538021106 1,161 21,200 SH SOLE 21,200
LIZ CLAIBORNE INC COM 539320101 2,016 65,046 SH SOLE 65,046
LOCKHEED MARTIN COM 539830109 16,916 517,494 SH SOLE 517,494
LOEWS CINEPLEX ENTERTAIN COM 540423100 535 67,900 SH SOLE 67,900
LOEWS CORPORATION COM 540424108 9,780 139,340 SH SOLE 139,340
LONE STAR INDS COM 542290408 1,382 27,700 SH SOLE 27,700
LONE STAR STEAK HOUSE COM 542307103 360 46,800 SH SOLE 46,800
LONE STAR TECHNOLOGY COM 542312103 20 1,000 SH SOLE 1,000
LONG BEACH FINANCIAL CORP COM 542446109 11 700 SH SOLE 700
LONGS DRUG STORES INC COM 543162101 1,395 46,682 SH SOLE 46,682
LONGVIEW FIBRE CO COM 543213102 796 64,000 SH SOLE 64,000
LOOKSMART LTD COM 543442107 38 1,600 SH SOLE 1,600
LORAL SPACE & COMM COM G56462107 2,571 149,600 SH SOLE 149,600
LOUIS DREYFUS NAT. GAS COM 546011107 1,083 50,500 SH SOLE 50,500
LOUISIANA-PACIFIC CORP COM 546347105 2,207 141,228 SH SOLE 141,228
LOWES COMPANIES INC COM 548661107 23,591 483,926 SH SOLE 483,926
LUBRIZOL CORP COM 549271104 840 32,700 SH SOLE 32,700
LUBY'S INC. COM 549282101 363 31,600 SH SOLE 31,600
LUCENT TECHNOLOGIES INC COM 549463107 3,172 48,890 SH OTHER (1) 48,890
LUCENT TECHNOLOGIES INC COM 549463107 253,590 3,908,900 SH SOLE 3,908,900
LYCOS INC. COM 550818108 7,619 152,000 SH SOLE 152,000
LYDALL INC COM 550819106 36 3,500 SH SOLE 3,500
LYONDELL CHEMICAL CO COM 552078107 848 63,400 SH SOLE 63,400
M&T BANK CORPORATION COM 55261F104 2,157 4,700 SH SOLE 4,700
MAF BANCORP COM 55261R108 698 35,125 SH SOLE 35,125
MBIA INC COM 55262C100 6,504 139,486 SH SOLE 139,486
MBNA CORP COM 55262L100 23,383 1,025,011 SH SOLE 1,025,011
MDC HOLDINGS INC COM 552676108 534 33,000 SH SOLE 33,000
MCN ENERGY GROUP INC COM 55267J100 638 37,100 SH SOLE 37,100
MCI WORLDCOM INC COM 55268B106 174,229 2,424,049 SH SOLE 2,424,049
MDU RESOURCES COM 552690109 610 27,100 SH SOLE 27,100
MEMC ELECTRONIC MATERIALS COM 552715104 1,185 86,204 SH SOLE 86,204
MGC COMMUNICATIONS INC. COM 552763302 10 500 SH SOLE 500
MGIC INVESTMENT CORP WISC COM 552848103 6,735 141,038 SH SOLE 141,038
MGM GRAND INCORPORATED COM 552953101 1,950 38,100 SH SOLE 38,100
MKS INSTRUMENTS INC COM 55306N104 13 600 SH SOLE 600
MMI COMPANIES INC COM 553087107 9 800 SH SOLE 800
MMC NETWORKS INCORPORATED COM 55308N102 1,126 36,100 SH SOLE 36,100
MRV COMMUNICATIONS INC COM 553477100 26 1,100 SH SOLE 1,100
MSC INDUSTRIAL DIRECT CL A 553530106 358 39,000 SH SOLE 39,000
M.S. CARRIERS INC COM 553533100 446 18,600 SH SOLE 18,600
MTI TECHNOLOGY CORP COM 553903105 12 500 SH SOLE 500
MAC-GRAY CORP COM 554153106 6 900 SH SOLE 900
MACDERMID INC COM 554273102 1,073 31,500 SH SOLE 31,500
MACERICH COMPANY (REIT) COM 554382101 16 700 SH SOLE 700
MACK CALI REALTY (REIT) COM 554489104 32 1,200 SH SOLE 1,200
MACROVISION INC COM 555904101 1,864 42,000 SH SOLE 42,000
MACRO MEDIA INC COM 556100105 1,259 30,800 SH SOLE 30,800
MADISON GAS & ELECTRIC COM 557497104 378 19,000 SH SOLE 19,000
MAGELLAN HEALTH SERVICES COM 559079108 45 6,200 SH SOLE 6,200
MAGNETEK INC COM 559424106 340 38,000 SH SOLE 38,000
MAIL.COM INC CL A 560311102 13 900 SH SOLE 900
MAIL-WELL INC COM 560321200 877 63,200 SH SOLE 63,200
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MAKER COMMUNICATIONS INC COM 560875106 7 300 SH SOLE 300
MALLINCKRODT INC COM 561232109 3,211 106,353 SH SOLE 106,353
MANDALAY RESORT GROUP MANDALAY 562567107 36 1,800 SH SOLE 1,800
MANITOWOC COMPANY INC COM 563571108 1,087 31,862 SH SOLE 31,862
MANNING GREG AUCTIONS COM 563823103 8 600 SH SOLE 600
MANPOWER INC. COM 56418H100 1,340 46,000 SH SOLE 46,000
MANUF. HOME COMMUN.(REIT) COM 564682102 12 500 SH SOLE 500
MAPICS INC. COM 564910107 174 20,000 SH SOLE 20,000
MAPINFO CORPORATION COM 565105103 10 500 SH SOLE 500
MAPQUEST.COM INC. COM 565644101 2 200 SH SOLE 200
MARCUS CORP COM 566330106 526 43,625 SH SOLE 43,625
MARIMBA COM 56781Q109 15 500 SH SOLE 500
MARINE DRILLING CO. COM 568240204 1,085 68,600 SH SOLE 68,600
MARK IV INDUSTRIES COM 570387100 1,163 58,900 SH SOLE 58,900
MARKEL CORP. COM 570535104 1,202 6,600 SH SOLE 6,600
MARKETWATCH.COM INC COM 570619106 14 300 SH SOLE 300
MARKETING SERVICES GROUP COM 570907105 10 800 SH SOLE 800
MARSH & MCLENNAN COS. INC COM 571748102 1,582 23,100 SH OTHER (1) 23,100
MARSH & MCLENNAN COS. INC COM 571748102 23,371 341,178 SH SOLE 341,178
MARSH SUPER MARKETS CL B 571783208 12 1,000 SH SOLE 1,000
MARSHALL & ILSLEY COM 571834100 3,377 59,185 SH SOLE 59,185
MARRIOTT INT'L - CL A CL A 571903202 10,520 321,832 SH SOLE 321,832
MARSHALL IND COM 572393106 847 23,200 SH SOLE 23,200
MARTIN MARIETTA MATERIALS COM 573284106 891 22,300 SH SOLE 22,300
MARVEL ENTERPRISES I COM 57383M108 8 1,500 SH SOLE 1,500
MASCO CORP COM 574599106 17,428 562,190 SH SOLE 562,190
MASCOTECH INC. COM 574670105 895 55,300 SH SOLE 55,300
MASTEC INC COM 576323109 973 33,050 SH SOLE 33,050
MASTECH CORP COM 57632N105 282 20,900 SH SOLE 20,900
MATERIAL SCIENCES CORP COM 576674105 51 3,800 SH SOLE 3,800
MATTEL INC COM 577081102 10,039 528,352 SH SOLE 528,352
MATTHEWS INTERNATIONAL CL A 577128101 533 17,700 SH SOLE 17,700
MATTSON TECHNOLOGY COM 577223100 13 1,100 SH SOLE 1,100
MAUI LD & PINEAPPLE COM 577345101 8 400 SH SOLE 400
MAXTOR CORP COM NEW 577729205 13 1,900 SH SOLE 1,900
MAXIM GROUP INC COM 57772J104 78 14,600 SH SOLE 14,600
MAXIM INTEGRATED PROD COM 57772K101 5,161 81,800 SH SOLE 81,800
MAXIM PHARMACEUTICAL COM 57772M107 8 900 SH SOLE 900
MAXWELL TECHNOLOGIES INC COM 577767106 167 12,700 SH SOLE 12,700
MAY DEPT STORES CO COM 577778103 15,983 438,629 SH SOLE 438,629
MAXXIM MEDICAL COM 57777G105 476 19,900 SH SOLE 19,900
MAXICARE HEALTH PLANS COM NEW 577904204 7 1,400 SH SOLE 1,400
MAXXAM INC COM 577913106 473 9,200 SH SOLE 9,200
MAVERICK TUBE CORP COM 577914104 17 1,000 SH SOLE 1,000
MAXIMUS INCORPORATED COM 577933104 778 26,000 SH SOLE 26,000
MAYTAG CORP COM 578592107 3,635 109,106 SH SOLE 109,106
MCCLATCHY COMPANY CL A 579489105 815 22,800 SH SOLE 22,800
MCCORMICK & CO COM NON VTG 579780206 1,313 39,700 SH SOLE 39,700
MCDERMOTT INTL INC COM 580037109 1,529 75,516 SH SOLE 75,516
MCDONALD'S CORP COM 580135101 2,408 56,000 SH OTHER (1) 56,000
MCDONALD'S CORP COM 580135101 75,778 1,762,274 SH SOLE 1,762,274
MCGRAW HILL INC COM 580645109 1,703 35,200 SH OTHER (1) 35,200
MCGRAW HILL INC COM 580645109 12,235 252,914 SH SOLE 252,914
MCKESSON HBOC INC COM 58155Q103 10,199 351,677 SH SOLE 351,677
MCLEODUSA INCORPORATED COM 582266102 3,528 82,900 SH SOLE 82,900
MCWHORTER TECHNOLOGIES COM 582803102 31 2,300 SH SOLE 2,300
MEAD CORP COM 582834107 4,318 125,619 SH SOLE 125,619
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MEADE INSTRUMENTS CORP. COM 583062104 10 400 SH SOLE 400
MECH FINANCIAL INC. COM 583492103 10 300 SH SOLE 300
MECHANICAL TECH INC COM 583538103 21 600 SH SOLE 600
MEDE AMERICA CORP COM 584067102 14 600 SH SOLE 600
MEDIA ARTS GROUP COM 58439C102 4 900 SH SOLE 900
MEDIA GENERAL INC CL A 584404107 1,030 20,100 SH SOLE 20,100
MEDIAONE GROUP INC COM 58440J104 53,152 778,067 SH SOLE 778,067
MEDIA METRIX INC COM 58440X103 28 400 SH SOLE 400
MEDICAL ASSURANCE INC COM 58449U100 722 28,811 SH SOLE 28,811
MEDICAL MANAGER CORP COM 58461U103 2,052 41,249 SH SOLE 41,249
MEDICIS PHARM-CL A CL A 584690309 926 32,500 SH SOLE 32,500
MEDIMMUNE INC COM 584699102 9,278 93,100 SH SOLE 93,100
MEDQUIST INC. COM 584949101 525 15,700 SH SOLE 15,700
MEDITRUST (NEW) (REIT) PAIRED CTF NEW 58501T306 22 2,600 SH SOLE 2,600
MEDTRONIC INC COM 585055106 52,968 1,492,050 SH SOLE 1,492,050
MELLON BANK CORP COM 585509102 22,526 667,440 SH SOLE 667,440
MEMBERWORKS INC COM 586002107 688 20,600 SH SOLE 20,600
MENS WEARHOUSE COM 587118100 1,121 52,150 SH SOLE 52,150
MENTOR CORP MINN COM 587188103 921 32,300 SH SOLE 32,300
MENTOR GRAPHICS CORP. COM 587200106 712 83,100 SH SOLE 83,100
MERCANTILE COM 587405101 1,299 41,975 SH SOLE 41,975
MERCHANTS BANCSHARES INC. COM 588448100 12 500 SH SOLE 500
MERCHANTS NEW YORK BANCOR COM 589167105 433 11,400 SH SOLE 11,400
MERCK & CO COM 589331107 3,630 56,000 SH OTHER (1) 56,000
MERCK & CO COM 589331107 195,147 3,010,954 SH SOLE 3,010,954
MERCURY GEN CORP COM 589400100 893 32,400 SH SOLE 32,400
MERCURY INTERACTIVE COM 589405109 3,099 48,000 SH SOLE 48,000
MEREDITH CORP COM 589433101 2,782 76,612 SH SOLE 76,612
MERIDIAN RESOURCE COM 58977Q109 8 1,600 SH SOLE 1,600
MERISTAR HOSPITALITY CORP COM 58984Y103 14 900 SH SOLE 900
MERIDIAN GOLD INC COM 589975101 9 1,300 SH SOLE 1,300
MERITOR AUTOMOTIVE INC COM 59000G100 864 41,400 SH SOLE 41,400
MERRILL CORPORATION COM 590175105 66 3,300 SH SOLE 3,300
MERRILL LYNCH & CO COM 590188108 31,860 474,192 SH SOLE 474,192
MESA AIR GROUP INC COM 590479101 47 7,700 SH SOLE 7,700
MESABA HLDGS INC COM 59066B102 358 30,500 SH SOLE 30,500
MESSAGEMEDIA INC COM 590787107 15 1,400 SH SOLE 1,400
MESTEK INC COM 590829107 14 700 SH SOLE 700
META GROUP INC. COM 591002100 20 1,100 SH SOLE 1,100
METALS USA INC COM 591324108 492 48,300 SH SOLE 48,300
METAMOR WORLDWIDE INC COM 59133P100 779 43,900 SH SOLE 43,900
METHODE ELEC INC CLASS A CL A 591520200 824 43,650 SH SOLE 43,650
METRICOM INC COM 591596101 11 500 SH SOLE 500
METRIS COMPANIES COM 591598107 1,379 46,856 SH SOLE 46,856
METRO GOLDWYN MAYER INC COM 591610100 1,626 92,900 SH SOLE 92,900
METRO INFORMATION SVCS COM 59162P104 233 18,200 SH SOLE 18,200
METROMEDIA FIBER NETWORK CL A 591689104 1,803 73,605 SH SOLE 73,605
METROMEDIA INTL GROUP INC COM 591695101 328 79,400 SH SOLE 79,400
MICHAEL FOODS INC COM 594079105 781 29,700 SH SOLE 29,700
MICHAELS STORES INC. COM 594087108 1,289 43,700 SH SOLE 43,700
MICREL INC COM 594793101 2,195 50,600 SH SOLE 50,600
MICROS SYSTEMS INC COM 594901100 855 21,100 SH SOLE 21,100
MICROSOFT CORP COM 594918104 13,168 145,400 SH OTHER (1) 145,400
MICROSOFT CORP COM 594918104 592,153 6,538,612 SH SOLE 6,538,612
MICROAGE INC COM 594928103 8 3,600 SH SOLE 3,600
MICROSTRATEGY INC. CL A 594972101 28 500 SH SOLE 500
MICROCHIP TECHNOLOGY INC COM 595017104 1,593 31,000 SH SOLE 31,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MICRO WAREHOUSE INC COM 59501B105 129 10,700 SH SOLE 10,700
MICROFINANCIAL INC COM 595072109 11 1,000 SH SOLE 1,000
MICROMUSE INC COM 595094103 19 300 SH SOLE 300
MICRON ELECTRONICS COM 595100108 522 49,700 SH SOLE 49,700
MICRON TECHNOLOGY INC COM 595112103 21,289 319,840 SH SOLE 319,840
MICROSEMI CORP. COM 595137100 11 1,500 SH SOLE 1,500
MID-AMER APT CMN COM 59522J103 11 500 SH SOLE 500
MID ATLANTIC MED SERVICES COM 59523C107 543 60,800 SH SOLE 60,800
MID-STATE BANCSHARES COM 595440108 15 500 SH SOLE 500
MIDAS INCORPORATED COM 595626102 472 22,900 SH SOLE 22,900
MIDAMERICAN ENERGY HLDGS COM 59562V107 1,360 46,100 SH SOLE 46,100
MIDWEST EXPRESS HLDGS COM 597911106 519 19,800 SH SOLE 19,800
MIDWAY GAMES COM 598148104 834 52,966 SH SOLE 52,966
MIDWEST GRAIN PRODUCTS COM 59832G104 7 700 SH SOLE 700
MIKASA COM 59862T109 8 700 SH SOLE 700
MIIX GROUP INC COM 59862V104 3 200 SH SOLE 200
MILACRON INC COM 598709103 1,345 75,783 SH SOLE 75,783
MILLENNIUM PHARMACEUTICAL COM 599902103 2,984 45,900 SH SOLE 45,900
MILLENIUM CHEMICAL INC COM 599903101 521 25,500 SH SOLE 25,500
MILLER (HERMAN) INC COM 600544100 889 37,200 SH SOLE 37,200
MILLIPORE CORP COM 601073109 2,069 55,091 SH SOLE 55,091
MILLS CORP (REIT) COM 601148109 9 500 SH SOLE 500
MINDSPRING ENTERPRISE INC COM 602683104 1,138 41,100 SH SOLE 41,100
MINE SAFETY APPLIANCES CO COM 602720104 408 6,800 SH SOLE 6,800
MINERALS TECH INC COM 603158106 1,219 25,100 SH SOLE 25,100
MINIMED INCORPORATED COM 60365K108 2,024 20,600 SH SOLE 20,600
MINNESOTA MNG & MFG CO COM 604059105 50,516 525,868 SH SOLE 525,868
MINNESOTA POWER INC COM 604110106 797 45,400 SH SOLE 45,400
MINNTECH CORP COM 604258103 10 1,000 SH SOLE 1,000
MIPS TECHNOLOGIES INC. CL A 604567107 25 800 SH SOLE 800
MIRAGE RESORTS INC COM 60462E104 3,676 261,374 SH SOLE 261,374
MISSION CRITICAL SOFTWARE COM 605047109 9 200 SH SOLE 200
MISSISSIPPI CHEM CORP COM 605288208 261 37,240 SH SOLE 37,240
MISSISSIPPI VY BANCS COM 605720101 9 300 SH SOLE 300
MITCHELL ENERGY CL A CL A 606592202 1,510 61,800 SH SOLE 61,800
MOBIL CORP COM 607059102 102,205 1,014,442 SH SOLE 1,014,442
MOBILE MINI INC COM 60740F105 9 400 SH SOLE 400
MODINE MFG COM 607828100 865 37,100 SH SOLE 37,100
MODIS PROFESSIONAL SVCS COM 607830106 686 51,800 SH SOLE 51,800
MOHAWK INDUSTRIES INC COM 608190104 520 26,100 SH SOLE 26,100
MOLECULAR BIOSYSTEMS INC. COM 608513107 5 3,000 SH SOLE 3,000
MOLEX INC COM 608554101 3,389 93,157 SH SOLE 93,157
MOLEX INC. -CL A CL A 608554200 1,295 40,000 SH SOLE 40,000
MONACO COACH CORPORATION COM 60886R103 12 500 SH SOLE 500
ROBERT MONDAVI CORP CL A CL A 609200100 15 400 SH SOLE 400
MONSANTO COMPANY COM 611662107 29,159 817,065 SH SOLE 817,065
MONTANA POWER CO COM 612085100 2,064 67,800 SH SOLE 67,800
MONY GROUP INC COM 615337102 26 900 SH SOLE 900
MORGAN J.P. & COMPANY COM 616880100 26,823 234,774 SH SOLE 234,774
MORGAN KEEGAN INC COM 617410105 627 36,750 SH SOLE 36,750
MORGAN ST DEAN WITTER DIS COM 617446448 3,273 36,700 SH OTHER (1) 36,700
MORGAN ST DEAN WITTER DIS COM 617446448 66,953 750,701 SH SOLE 750,701
MORRISON KNUDSEN CORP. COM 61844A109 798 77,400 SH SOLE 77,400
MORTGAGE.COM COM 61910V102 7 700 SH SOLE 700
MOTIVEPOWER IND COM 61980K101 373 33,950 SH SOLE 33,950
MOTOROLA INC COM 620076109 69,049 784,644 SH SOLE 784,644
MOVADO GROUP INCORPORATED COM 624580106 426 18,500 SH SOLE 18,500
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MP3.COM INC COM 62473M109 49 1,300 SH SOLE 1,300
MUELLER INDUSTRIES INC COM 624756102 1,523 51,300 SH SOLE 51,300
MULTIPLE ZONES COM 624906103 9 1,600 SH SOLE 1,600
MULTEX.COM INC COM 625367107 6 500 SH SOLE 500
MURPHY OIL COM 626717102 1,258 23,270 SH SOLE 23,270
MUSICLAND STORES CORP COM 62758B109 404 46,200 SH SOLE 46,200
MYERS INDUSTRIES INC COM 628464109 557 31,380 SH SOLE 31,380
MYLAN LABS COM 628530107 1,238 67,350 SH SOLE 67,350
MYRIAD GENETICS INC COM 62855J104 12 700 SH SOLE 700
NBTY INCORPORATED COM 628782104 783 102,700 SH SOLE 102,700
NCH CORP COM 628850109 14 300 SH SOLE 300
NCI BUILDING SYS INC COM 628852105 404 24,400 SH SOLE 24,400
NCO GROUP INC COM 628858102 1,516 32,261 SH SOLE 32,261
NCR CORP COM 62886E108 1,532 46,351 SH SOLE 46,351
NCS HEALTHCARE INC-CL A CL A 628874109 38 14,500 SH SOLE 14,500
NS GROUP INC COM 628916108 10 900 SH SOLE 900
NFO WORLDWIDE INC COM 62910N108 66 5,200 SH SOLE 5,200
NL INDUS INC COM 629156407 857 67,900 SH SOLE 67,900
NPC INTERNATIONAL INC COM 629360306 9 800 SH SOLE 800
NPS PHARMACUTICALS COM 62936P103 6 1,000 SH SOLE 1,000
NTL INCORPORATED COM 629407107 4,468 46,500 SH SOLE 46,500
NUI CORPORATION COM 629430109 371 15,000 SH SOLE 15,000
NVR INC COM 62944T105 667 13,200 SH SOLE 13,200
NABISCO HOLDINGS CLASS A CL A 629526104 933 27,000 SH SOLE 27,000
NABISCO GROUP HOLDINGS COM 62952P102 6,163 410,836 SH SOLE 410,836
NABORS INDUSTRIES INC COM 629568106 1,708 68,300 SH SOLE 68,300
NACCO INDUSTRIES - CL A CL A 629579103 1,207 17,267 SH SOLE 17,267
NALCO CHEMICAL COMPANY COM 629853102 2,111 41,800 SH SOLE 41,800
NASH FINCH CO COM 631158102 22 3,100 SH SOLE 3,100
NASHUA CORPORATION COM 631226107 14 1,600 SH SOLE 1,600
NATL BANCORP OF ALASKA COM 632587101 943 36,800 SH SOLE 36,800
NATIONAL BEVERAGE CO COM 635017106 10 1,200 SH SOLE 1,200
NATL CITY BANCORPORATION COM 635312101 12 700 SH SOLE 700
NATIONAL CITY BANCSHARES COM 635313109 706 23,155 SH SOLE 23,155
NATIONAL CITY CORP COM 635405103 21,529 806,724 SH SOLE 806,724
NATIONAL COMMERCE BANK COM 635449101 1,362 62,000 SH SOLE 62,000
NATL COMPUTER SYSTEMS COM 635519101 598 15,600 SH SOLE 15,600
NATIONAL DATA CORPORATION COM 635621105 408 15,700 SH SOLE 15,700
NATIONAL DISCOUNT BROKER COM 635646102 11 400 SH SOLE 400
NATIONAL FUEL GAS CO COM 636180101 821 17,400 SH SOLE 17,400
NATL GOLF PROPERTIES REIT COM 63623G109 11 500 SH SOLE 500
NATL HEALTH INVEST (REIT) COM 63633D104 8 500 SH SOLE 500
NATIONAL INFO CONSORTIUM COM 636491102 22 900 SH SOLE 900
NATIONAL INSTRUMENTS CORP COM 636518102 2,196 62,125 SH SOLE 62,125
NATIONAL-OILWELL INC COM 637071101 1,154 70,200 SH SOLE 70,200
NATIONAL PENN BANCSHARES COM 637138108 594 21,600 SH SOLE 21,600
NATIONAL PRESTO INDS INC COM 637215104 62 1,600 SH SOLE 1,600
NATIONAL PROCESSING INC COM 637229105 10 1,100 SH SOLE 1,100
NATIONAL SEMICONDUCTOR COM 637640103 6,400 209,837 SH SOLE 209,837
NATIONAL SERVICES INDUS COM 637657107 1,594 50,594 SH SOLE 50,594
NATIONAL STEEL CORP CL B CL B 637844309 8 1,200 SH SOLE 1,200
NATIONAL WESTERN LIFE CL A 638522102 305 3,600 SH SOLE 3,600
NATIONSRENT COM 638588103 12 1,600 SH SOLE 1,600
NATIONWIDE FIN SVC CL A 638612101 371 10,500 SH SOLE 10,500
NATIONWIDE HEALTH (REIT) COM 638620104 18 1,100 SH SOLE 1,100
NAUTICA ENTERPRISES INC COM 639089101 824 51,100 SH SOLE 51,100
NAVISTAR INTL CORP COM 63934E108 814 17,500 SH OTHER (1) 17,500
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NAVISTAR INTL CORP COM 63934E108 4,081 87,753 SH SOLE 87,753
NAVIGANT CONSULTING CO COM 63935N107 1,428 30,800 SH SOLE 30,800
NAVIGANT INTERNATIONAL COM 63935R108 7 1,000 SH SOLE 1,000
NEFF CORPORATION CL A 640094108 10 800 SH SOLE 800
NEIMAN-MARCUS GROUP INC. COM 640204103 722 30,900 SH SOLE 30,900
THOMAS NELSON INC. COM 640376109 26 2,700 SH SOLE 2,700
NEOMAGIC CORP COM 640497103 260 33,500 SH SOLE 33,500
NEON SYSTEMS COM 640509105 11 400 SH SOLE 400
NETWORK EVENT THEATE COM 640924106 4 200 SH SOLE 200
NETBANK COM 640933107 13 600 SH SOLE 600
NETWORKS ASSOCIATES INC COM 640938106 1,678 87,750 SH SOLE 87,750
NET PERCEPTIONS INC COM 64107U101 3 200 SH SOLE 200
NET2PHONE INC COM 64108N106 10 200 SH SOLE 200
NETGRAVITY INCORPORATED COM 641114103 26 800 SH SOLE 800
NETOPIA INC COM 64114K104 24 600 SH SOLE 600
NETIQ CORP COM 64115P102 9 300 SH SOLE 300
NETSCOUT SYSTEMS INC COM 64115T104 11 500 SH SOLE 500
NETWORK EQUIPMT TECH INC COM 641208103 37 4,000 SH SOLE 4,000
NETWORK APPLIANCE INC COM 64120L104 6,668 93,100 SH SOLE 93,100
NETWORK ACCESS SOLUTIONS COM 64120S109 12 900 SH SOLE 900
NETWORK SOLUTIONS INC CL A 64121Q102 2,111 22,980 SH SOLE 22,980
NETWORK PERIPHERALS INC COM 64121R100 11 600 SH SOLE 600
NEUROGEN CORPORATION COM 64124E106 10 600 SH SOLE 600
NEUROCRINE BIOSCIENCES COM 64125C109 8 1,400 SH SOLE 1,400
NEW CENTURY FIN COM 64352D101 11 600 SH SOLE 600
NEW CENTURY ENERGIES INC COM 64352U103 4,912 146,900 SH SOLE 146,900
NEW ENGLAND BUSINESS SERV COM 643872104 486 17,000 SH SOLE 17,000
NEW ENGLAND ELECTRIC COM 644001109 1,556 30,000 SH SOLE 30,000
NEW ERA OF NETWORKS COM 644312100 450 20,800 SH SOLE 20,800
NEW JERSEY RESOURCES COM 646025106 964 24,100 SH SOLE 24,100
NEW PLAN EXCEL REALTY TR COM 648053106 32 1,800 SH SOLE 1,800
NEW YORK TIMES CL A CL A 650111107 7,921 211,226 SH SOLE 211,226
NEWELL RUBBERMAID INC COM 651229106 9,842 344,586 SH SOLE 344,586
NEWFIELD EXPLORATION CO. COM 651290108 1,670 50,700 SH SOLE 50,700
NEWHALL LAND & FARM CO. DEPOSITARY REC 651426108 15 600 SH SOLE 600
NEWMONT MINING CORP COM 651639106 5,658 218,665 SH SOLE 218,665
NEWPARK RESOURCES INC COM 651718504 669 86,300 SH SOLE 86,300
NEWPORT NEWS SHIPBUILDING COM 652228107 507 15,700 SH SOLE 15,700
NIAGARA BANCORP INC. COM 652914102 13 1,200 SH SOLE 1,200
NEXTCARD INC COM 65332K107 20 800 SH SOLE 800
NEXTEL COMUNICATIONS CL A CL A 65332V103 28,610 421,900 SH SOLE 421,900
NEXTLINK COMMUNICATIONS CL A 65333H707 4,728 91,200 SH SOLE 91,200
NIAGARA MOHAWK HOLDINGS COM 653520106 3,438 222,702 SH SOLE 222,702
NICHOLS RESEARCH CORP COM 653818104 21 800 SH SOLE 800
NIELSON MEDIA RES COM NEW 653929307 2,607 70,100 SH SOLE 70,100
NICOR INC COM 654086107 2,109 56,701 SH SOLE 56,701
NIKE CLASS B CL B 654106103 20,811 365,903 SH SOLE 365,903
99 CENTS ONLY STORES COM 65440K106 484 13,400 SH SOLE 13,400
NISOURCE INC COM 65473P105 1,418 64,100 SH SOLE 64,100
NOBLE AFFILIATES COM 654894104 824 28,400 SH SOLE 28,400
NOBLE DRILLING CORP COM 655042109 1,698 77,600 SH SOLE 77,600
NORDSON CORP COM 655663102 1,161 23,700 SH SOLE 23,700
NORDSTROM CORP COM 655664100 4,666 172,822 SH SOLE 172,822
NORFOLK SOUTHERN CORP COM 655844108 11,907 485,988 SH SOLE 485,988
NORTEK INC COM 656559101 17 500 SH SOLE 500
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NORTEL NETWORKS CORP COM 656569100 6,569 128,800 SH OTHER (1) 128,800
NORTEL NETWORKS CORP COM 656569100 47,197 925,440 SH SOLE 925,440
NORTH AMERICAN VACCINE COM 657201109 10 1,300 SH SOLE 1,300
NORTH FORK BANK INC NY COM 659424105 1,355 69,500 SH SOLE 69,500
NORTH PITTSBURGH SYS COM 661562108 4 200 SH SOLE 200
NORTHEAST OPTIC NETWORK COM 664334109 11 300 SH SOLE 300
NORTHEAST UTILITY COM 664397106 1,257 68,400 SH SOLE 68,400
NORTHERN STATES POWER COM 665772109 4,196 194,608 SH SOLE 194,608
NORTHERN TRUST COM 665859104 11,899 142,500 SH SOLE 142,500
NORTHFIELD LABS INC COM 666135108 9 600 SH SOLE 600
NORTHLAND CRANBERRIES CL A 666499108 8 1,200 SH SOLE 1,200
NORTHPOINT COMMUNICATIONS COM 666610100 43 2,300 SH SOLE 2,300
NORTHROP CORP COM 666807102 5,098 80,200 SH SOLE 80,200
NORTHWEST AIRLINES CORP A CL A 667280101 1,109 43,500 SH SOLE 43,500
NORTHWEST BANCORP INC COM 667328108 467 54,200 SH SOLE 54,200
NORTHWEST NATURAL GAS CO. COM 667655104 872 33,800 SH SOLE 33,800
NORTHWESTERN CORP COM 668074107 774 34,000 SH SOLE 34,000
NOVA CORP COM 669784100 935 37,400 SH SOLE 37,400
NOVELL INC COM 670006105 2,466 119,200 SH OTHER (1) 119,200
NOVELL INC COM 670006105 8,863 428,429 SH SOLE 428,429
NOVELLUS SYSTEMS INC COM 670008101 1,403 20,800 SH SOLE 20,800
NOVOSTE CORP. COM 67010C100 11 600 SH SOLE 600
NU SKIN ASIA PACIFIC INC. CL A 67018T105 9 700 SH SOLE 700
NSTAR COM 67019E107 1,718 44,324 SH SOLE 44,324
NUCOR CORPORATION COM 670346105 5,481 115,084 SH SOLE 115,084
NUEVO ENERGY CORP. COM 670509108 14 800 SH SOLE 800
NVEST L P UNIT LTD PARTN 67065F107 17 800 SH SOLE 800
NVIDIA COMMON STOCK COM 67066G104 13 700 SH SOLE 700
OEC MEDICAL SYSTEMS INC COM 670828102 569 16,200 SH SOLE 16,200
OGE ENERGY CORP COM 670837103 1,173 52,700 SH SOLE 52,700
OM GROUP INC. COM 670872100 1,282 33,400 SH SOLE 33,400
ONIX SYSTEMS INC COM 67088G108 14 2,500 SH SOLE 2,500
OAK INDUSTRIES INC COM 671400505 700 20,600 SH SOLE 20,600
OAKLEY INC COM 673662102 502 81,200 SH SOLE 81,200
OAKWOOD HOMES CORP COM 674098108 288 64,100 SH SOLE 64,100
OCCIDENTAL PETRO CORP COM 674599105 1,277 55,200 SH OTHER (1) 55,200
OCCIDENTAL PETRO CORP COM 674599105 10,170 439,792 SH SOLE 439,792
OCEAN ENERGY INC. COM 67481E106 2,107 206,816 SH SOLE 206,816
OCEANEERING INTL INC. COM 675232102 533 31,700 SH SOLE 31,700
OCULAR SCIENCES COM 675744106 585 30,200 SH SOLE 30,200
OCWEN FINANCIAL CORP COM 675746101 502 75,100 SH SOLE 75,100
OCWEN ASSET INV. CORP. COM 67574M106 9 2,000 SH SOLE 2,000
OFFICE DEPOT COM 676220106 4,709 462,250 SH SOLE 462,250
OFFICEMAX INCORPORATED COM 67622M108 337 58,000 SH SOLE 58,000
OFFSHORE LOGISTICS COM 676255102 43 4,200 SH SOLE 4,200
OGDEN CORP COM 676346109 109 10,900 SH SOLE 10,900
OHIO CASUALTY CORP COM 677240103 604 35,800 SH SOLE 35,800
OLD DOMINION FREIGHT COM 679580100 7 500 SH SOLE 500
OLD KENT FINANCIAL CORP COM 679833103 2,706 72,901 SH SOLE 72,901
OLD NATL BANCORP COM 680033107 839 29,052 SH SOLE 29,052
OLD REPUBLIC INTL CORP COM 680223104 919 63,675 SH SOLE 63,675
OLIN CORP COM 680665205 285 20,900 SH SOLE 20,900
OLSTEN CORP COM 681385100 1,053 100,900 SH SOLE 100,900
OMNICARE INC COM 681904108 379 39,400 SH SOLE 39,400
OMNICOM GROUP COM 681919106 18,459 233,100 SH SOLE 233,100
OMEGA HEALTHCARE (REIT) COM 681936100 11 500 SH SOLE 500
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OMEGA FINL CORP COM 682092101 9 300 SH SOLE 300
OMNIPOINT COMMUNICATIONS COM 68212D102 3,649 65,300 SH SOLE 65,300
ON ASSIGNMENT INC. COM 682159108 372 15,500 SH SOLE 15,500
ON COMMAND CORPORATION COM 682160106 11 600 SH SOLE 600
ONE VALLEY BANCORP COM 682419106 24 700 SH SOLE 700
1-800-FLOWERS.COM INC. CL A 68243Q106 7 500 SH SOLE 500
ONIEDA LIMITED COM 682505102 12 500 SH SOLE 500
ONEMAIN.COM COM 68267P109 3 200 SH SOLE 200
ONEOK INCORPORATED COM 682680103 1,857 61,265 SH SOLE 61,265
ONHEALTH NETWORK COMPANY COM 68272W107 8 1,200 SH SOLE 1,200
ONSALE INC COM 682838107 345 25,300 SH SOLE 25,300
ON2.COM INC COM 68338A107 21 1,400 SH SOLE 1,400
ONYX PHARM. INC. COM 683399109 7 900 SH SOLE 900
ONYX SOFTWARE CORP COM 683402101 11 700 SH SOLE 700
OPEN MARKET COM 68370M100 588 44,800 SH SOLE 44,800
OPTICAL CABLE COM 683827109 541 49,200 SH SOLE 49,200
OPTICAL COATING LABS COM 683829105 18 200 SH SOLE 200
ORACLE CORPORATION COM 68389X105 83,702 1,839,600 SH SOLE 1,839,600
ORBITAL SCIENCES CORP COM 685564106 315 18,000 SH SOLE 18,000
ORGANOGENESIS COM 685906109 8 1,100 SH SOLE 1,100
O'REILLY AUTOMOTIVE INC COM 686091109 1,554 32,600 SH SOLE 32,600
ORIENTAL FINANCIAL GROUP COM 68618W100 12 500 SH SOLE 500
ORION CAPITAL CORP COM 686268103 1,876 39,600 SH SOLE 39,600
ORTHODONTIC CENTERS OF AM COM 68750P103 1,216 69,500 SH SOLE 69,500
ORTHALLIANCE INC. CL A 687913103 7 1,000 SH SOLE 1,000
OSHKOSH B'GOSH INC. CL A CL A 688222207 299 18,700 SH SOLE 18,700
OSHKOSH TRUCK CORP COM 688239201 12 450 SH SOLE 450
OSTEOTECH INC STK COM 688582105 234 17,200 SH SOLE 17,200
OTTER TAIL POWER CO COM 689648103 659 15,500 SH SOLE 15,500
OUTBACK STEAKHOUSE INC COM 689899102 1,232 48,375 SH SOLE 48,375
OUTDOOR SYSTEMS INC. COM 690057104 3,897 109,000 SH SOLE 109,000
OVERSEAS SHIPHOLDING COM 690368105 625 40,500 SH SOLE 40,500
OWENS AND MINOR INC HLDG COM 690732102 412 42,800 SH SOLE 42,800
OWENS CORNING COM 69073F103 1,798 82,911 SH SOLE 82,911
OWENS-ILLINOIS INC COM 690768403 3,517 177,493 SH SOLE 177,493
OXFORD HEALTH PLANS COM 691471106 645 51,600 SH SOLE 51,600
OXFORD INDUSTRIES INC COM 691497309 32 1,500 SH SOLE 1,500
OXIGENE INC COM 691828107 10 900 SH SOLE 900
PBOC HOLDINGS INC. COM 69316G108 12 1,500 SH SOLE 1,500
P-COM INC. COM 693262107 91 13,000 SH SOLE 13,000
PECO ENERGY COMPANY COM 693304107 9,250 246,665 SH SOLE 246,665
PG&E CORP COM 69331C108 12,875 497,574 SH SOLE 497,574
PE CORP-PE BIOSYSTEMS GRP COM PE BIO GRP 69332S102 9,601 132,882 SH SOLE 132,882
PE CORP-CELERA GENOMICS CELERA GEN GRP 69332S201 16 400 SH SOLE 400
PICO HOLDINGS COM NEW 693366205 9 400 SH SOLE 400
PIMCO ADVISORS HLDGS UT LTD PART INT 69338P102 28 900 SH SOLE 900
PLX TECHNOLOGY INC COM 693417107 12 500 SH SOLE 500
PMC COML TR SH BEN INT 693434102 9 700 SH SOLE 700
PMC-SIERRA INC. COM 69344F106 6,050 65,400 SH SOLE 65,400
PMI GROUP COM 69344M101 1,424 34,850 SH SOLE 34,850
PNC BANK CORP COM 693475105 20,799 394,771 SH SOLE 394,771
PP&L RESOURCES INC COM 693499105 5,430 200,665 SH SOLE 200,665
PPG INDUS INC COM 693506107 13,889 231,475 SH SOLE 231,475
PRI AUTOMATION COM 69357H106 1,026 28,400 SH SOLE 28,400
PS BUSINESS PARKS INC./CA COM 69360J107 13 500 SH SOLE 500
PSS WORLD MEDICAL INC COM 69366A100 189 21,200 SH SOLE 21,200
PACCAR INC COM 693718108 4,944 97,183 SH SOLE 97,183
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PACIFIC CAPITAL COM 69404P101 981 28,500 SH SOLE 28,500
PACIFIC CENTURY FINANCIAL COM 694058108 855 41,850 SH SOLE 41,850
PACIFIC GATEWAY EXCHANGE COM 694327107 350 21,400 SH SOLE 21,400
PACIFIC GULF PROP (REIT) COM 694396102 10 500 SH SOLE 500
PACIFIC SUNWEAR OF CA. COM 694873100 1,083 38,625 SH SOLE 38,625
PACIFICARE HEALTH SYSTEMS CL A 695112102 954 22,064 SH SOLE 22,064
PACIFICORP COM 695114108 7,598 377,519 SH SOLE 377,519
PACKETEER INC COM 695210104 17 500 SH SOLE 500
PAGEMART WIRELESS CL A 69553J104 2 400 SH SOLE 400
PAGING NETWORK INC. COM 695542100 114 111,000 SH SOLE 111,000
PAINE WEBBER GROUP INC COM 695629105 7,007 193,287 SH SOLE 193,287
PAIRGAIN TECHNOLOGIES INC COM 695934109 1,121 87,900 SH SOLE 87,900
PALL CORP COM 696429307 3,378 145,699 SH SOLE 145,699
PALM HARBOR HOMES INC COM 696639103 408 29,687 SH SOLE 29,687
PANAMSAT CORP COM 697933109 809 22,400 SH SOLE 22,400
PAN PACIFIC RETAIL PROP. COM 69806L104 7 400 SH SOLE 400
PANERA BREAD COMPANY CL A CL A 69840W108 13 2,000 SH SOLE 2,000
PAPA JOHN'S INT'L INC COM 698813102 639 15,500 SH SOLE 15,500
PARADYNE NETWORKS INC COM 69911G107 14 500 SH SOLE 500
PARAMETRIC TECH COM 699173100 4,523 335,032 SH SOLE 335,032
PAREXEL INTERNATIONAL CO COM 699462107 269 29,500 SH SOLE 29,500
PARK ELECTROCHEMICAL COM 700416209 66 2,000 SH SOLE 2,000
PARK NATIONAL CORPORATION COM 700658107 1,162 11,500 SH SOLE 11,500
PARK OHIO HOLDINGS CORP COM 700666100 10 800 SH SOLE 800
PARK PLACE ENTERTAINMENT COM 700690100 71 5,700 SH SOLE 5,700
PARKER DRILLING CO. COM 701081101 2 500 SH SOLE 500
PARKER HANNIFIN CORP COM 701094104 6,344 141,558 SH SOLE 141,558
PARKERVISION INC COM 701354102 10 400 SH SOLE 400
PARKWAY PROPERTIES REIT COM 70159Q104 10 300 SH SOLE 300
PATHOGENESIS CORP COM 70321E104 264 17,200 SH SOLE 17,200
PATINA OIL & GAS CO COM 703224105 4 500 SH SOLE 500
PATTERSON DENTAL COMPANY COM 703412106 1,274 25,700 SH SOLE 25,700
PATTERSON ENERGY COM 703414102 14 900 SH SOLE 900
PAXAR CORPORATION COM 704227107 620 64,435 SH SOLE 64,435
PAXSON COMMUNICATIONS COM 704231109 747 61,000 SH SOLE 61,000
PAYCHEX INCORPORATED COM 704326107 10,553 309,245 SH SOLE 309,245
PAYLESS SHOESOURCE INC COM 704379106 1,025 20,300 SH SOLE 20,300
PEAPOD INC. COM 704718105 14 1,400 SH SOLE 1,400
PEC ISRAEL ECONOMIC COM 705098101 14 400 SH SOLE 400
PEDIATRIX MEDICAL GROUP COM 705324101 284 20,500 SH SOLE 20,500
PEERLESS SYSTEMS CORP COM 705536100 21 1,600 SH SOLE 1,600
PEGASUS COMMUNICATIONS CL A 705904100 9 200 SH SOLE 200
PEGASUS SYSTEMS INC COM 705906105 626 16,700 SH SOLE 16,700
PENFORD COM 707051108 37 2,700 SH SOLE 2,700
PENN-AMER GROUP INC COM 707247102 8 900 SH SOLE 900
PENN ENGINEERING & MFG COM NON VTG 707389300 12 500 SH SOLE 500
PENN TREATY AMERICAN CORP COM 707874103 10 500 SH SOLE 500
PENN VIRGINIA CORP COM 707882106 8 400 SH SOLE 400
PENNEY J C INC COM 708160106 11,774 342,520 SH SOLE 342,520
PENNSYLVANIA ENT. INC. COM 708720107 75 2,300 SH SOLE 2,300
PENNZOIL-QUAKER STATE COM 709323109 19 1,500 SH SOLE 1,500
PENTAIR COM 709631105 883 22,000 SH SOLE 22,000
PENTON MEDIA INC COM 709668107 590 36,300 SH SOLE 36,300
PENWEST PHARM CO COM 709754105 7 900 SH SOLE 900
PEOPLES BK BRIDGEPORT COM 710198102 928 39,300 SH SOLE 39,300
PEOPLES BK CORP INDI COM NON VTG 710313107 20 300 SH SOLE 300
PEOPLES ENERGY CORP COM 711030106 1,551 44,073 SH SOLE 44,073
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PEOPLES HERITAGE COM 711147108 1,062 63,900 SH SOLE 63,900
PEOPLES HLDG CO COM 711148106 10 300 SH SOLE 300
PEOPLESOFT INC COM 712713106 5,129 302,800 SH SOLE 302,800
PEP BOYS INC COM 713278109 1,552 104,332 SH SOLE 104,332
PEPSI BOTTLING GROUP COM 713409100 51 3,000 SH SOLE 3,000
PEPSICO INC COM 713448108 56,812 1,878,097 SH SOLE 1,878,097
PERCLOSE INC COM 71361C107 657 14,100 SH SOLE 14,100
PEREGRINE SYSTEMS COM 71366Q101 2,510 61,600 SH SOLE 61,600
PERFORMANCE FOOD CORP. COM 713755106 497 19,400 SH SOLE 19,400
PERFORMANCE TECH. INC. COM 71376K102 14 600 SH SOLE 600
PERIOPHONICS CO. COM 714005105 6 200 SH SOLE 200
PEROT SYSTEMS CORP CL A 714265105 32 1,700 SH SOLE 1,700
PERRIGO CO COM 714290103 749 95,100 SH SOLE 95,100
PERSISTENCE SOFTWARE INC COM 715329108 6 200 SH SOLE 200
PERSONNEL GROUP OF AMER. COM 715338109 240 38,400 SH SOLE 38,400
PERVASIVE SOFTWARE INC. COM 715710109 7 200 SH SOLE 200
PETCO ANIMAL SUPPLIES INC COM 716016100 7 600 SH SOLE 600
PETSMART INCORPORATED COM 716768106 148 39,900 SH SOLE 39,900
PHARMACYCLICS INC. COM 716933106 8 200 SH SOLE 200
PHARMACIA & UPJOHN COM 716941109 17,813 358,943 SH SOLE 358,943
PHARMAPRINT INC. COM 716950100 5 1,000 SH SOLE 1,000
PFIZER INC COM 717081103 178,635 4,970,700 SH SOLE 4,970,700
PHARMACEUTICAL PRODUCT COM 717124101 422 31,100 SH SOLE 31,100
PHARMACOPEIA INC COM 71713B104 9 800 SH SOLE 800
PHELPS DODGE CORP COM 717265102 4,098 74,426 SH SOLE 74,426
PHILADELPHIA SUBUR CORP COM 718009608 1,223 51,900 SH SOLE 51,900
PHILIP MORRIS COS INC COM 718154107 105,915 3,098,062 SH SOLE 3,098,062
PHILLIPS PETRO CO COM 718507106 15,466 317,250 SH SOLE 317,250
PHILLIPS-VAN HEUSEN COM 718592108 46 5,200 SH SOLE 5,200
PHOENIX INV PARTNERS COM 719085102 466 55,600 SH SOLE 55,600
PHOENIX TECHNOLOGIES COM 719153108 9 800 SH SOLE 800
PHONE.COM INC COM 71920Q100 76 500 SH SOLE 500
PHOTRONICS INC COM 719405102 738 32,900 SH SOLE 32,900
PHYCOR INC COM 71940F100 464 105,950 SH SOLE 105,950
PICTURE TEL CORP COM NEW 720035302 46 10,800 SH SOLE 10,800
PIEDMONT NATURAL GAS CO. COM 720186105 1,422 46,900 SH SOLE 46,900
PIER 1 IMPORTS INC GA COM 720279108 847 125,500 SH SOLE 125,500
PIERCE LEAHY COM 720722107 463 19,500 SH SOLE 19,500
PILGRIM CAPITAL CORP COM 72142Y103 9 300 SH SOLE 300
PILGRIMS PRIDE COM 721467108 290 33,350 SH SOLE 33,350
PILGRIM'S PRIDE CL A CL A 721467207 76 14,850 SH SOLE 14,850
PILLOWTEX CORP COM 721501104 152 20,200 SH SOLE 20,200
PINNACLE HOLDINGS INC COM 72346N101 18 700 SH SOLE 700
PINNACLE SYSTEMS INC COM 723481107 1,203 28,400 SH SOLE 28,400
PINNACLE WEST CAPITAL COM 723484101 1,782 49,000 SH SOLE 49,000
PIONEER GROUP INC COM 723684106 482 32,100 SH SOLE 32,100
PIONEER HI-BRED INTL INC COM 723686101 11,936 299,814 SH SOLE 299,814
PIONEER NATURAL RESOURCES COM 723787107 1,279 120,400 SH SOLE 120,400
PIONEER STANDARD ELECT COM 723877106 79 5,500 SH SOLE 5,500
PITNEY BOWES INC COM 724479100 21,273 349,102 SH SOLE 349,102
PITT-DES MOINES INC. COM 724508106 11 500 SH SOLE 500
PITTSTON BRINKS GROUP COM 725701106 712 30,700 SH SOLE 30,700
PITTSTON BAX GROUP COM 725701882 34 4,200 SH SOLE 4,200
PITTWAY CORP CL A 725790208 542 17,200 SH SOLE 17,200
PIXAR INC. COM 725811103 858 22,800 SH SOLE 22,800
PLACER DOME INC (ADR) COM 725906101 3,430 230,600 SH SOLE 230,600
PLAINS ALL AMERN PIP UNIT LTD PARTN 726503105 13 700 SH SOLE 700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PLAINS RESOURCES INC COM PAR $0.10 726540503 13 700 SH SOLE 700
PLANTRONICS COM 727493108 413 8,300 SH SOLE 8,300
PLAYERS INTL INC. COM 727903106 52 7,000 SH SOLE 7,000
PLAYBOY ENTERPRISES INC CL B 728117300 13 500 SH SOLE 500
PLAYTEX PRODUCTS INC. COM 72813P100 1,044 70,800 SH SOLE 70,800
PLEXUS CORPORATION COM 729132100 668 21,800 SH SOLE 21,800
POGO PRODUCING COMPANY COM 730448107 1,008 48,600 SH SOLE 48,600
POLARIS INDUSTRIES COM 731068102 1,060 30,600 SH SOLE 30,600
POLAROID CORP COM 731095105 2,210 84,995 SH SOLE 84,995
POLICY MANAGEMENT SYSTEM COM 731108106 471 14,900 SH SOLE 14,900
RALPH LAUREN CL A 731572103 13 700 SH SOLE 700
POLYCOM INCORPORATED COM 73172K104 1,873 39,300 SH SOLE 39,300
POLYMER GROUP INC. COM 731745105 6 400 SH SOLE 400
POMEROY COMPUTER COM 731822102 12 1,100 SH SOLE 1,100
POOL ENERGY SERVICES COM 732788104 118 4,800 SH SOLE 4,800
POPE & TALBOT INC COM 732827100 32 2,600 SH SOLE 2,600
POPULAR INC. COM 733174106 72 2,600 SH SOLE 2,600
PORTAL SOFTWARE COM 736126103 58 1,500 SH SOLE 1,500
POST PROPERTIES INC(REIT) COM 737464107 31 800 SH SOLE 800
POTLATCH CORP COM 737628107 2,235 54,260 SH SOLE 54,260
POTOMAC ELECTRIC POWER COM 737679100 1,821 71,600 SH SOLE 71,600
POWELL INDUSTRIES COM 739128106 13 1,500 SH SOLE 1,500
POWER INTEGRATION COM 739276103 14 200 SH SOLE 200
POWER-ONE INCORPORATED COM 739308104 5 200 SH SOLE 200
POWERWAVE TECH COM 739363109 24 500 SH SOLE 500
POWERTEL INCORPORATED COM 73936C109 1,944 35,300 SH SOLE 35,300
PREMIER BANCSHARES INC COM 739909109 606 34,600 SH SOLE 34,600
PRAXAIR INC COM 74005P104 9,234 200,830 SH SOLE 200,830
PRE PAID LEGAL COM 740065107 1,169 29,700 SH SOLE 29,700
PRECISION CASTPARTS CORP COM 740189105 912 29,900 SH SOLE 29,900
PREMARK INT'L CORP COM 740459102 1,939 38,400 SH SOLE 38,400
PREMIER PARKS INC COM 740540208 1,146 39,500 SH SOLE 39,500
PREMIERE TECHNOLOGIES COM 74058F102 341 57,500 SH SOLE 57,500
PRENTISS PROP TRUST REIT SH BEN INT 740706106 18 800 SH SOLE 800
PRESIDENTIAL LIFE CORP COM 740884101 656 38,300 SH SOLE 38,300
PRICE COMMUNICATIONS COM NEW 741437305 29 1,155 SH SOLE 1,155
PRICE ENTERPRISES INC COM NEW 741444202 8 1,000 SH SOLE 1,000
PRICE T. ROWE & ASSOC INC COM 741477103 2,080 75,800 SH SOLE 75,800
PRICELINE.COM INC COM 741503106 181 2,800 SH SOLE 2,800
PRIME BANCSHARES INC. COM 74157H108 16 700 SH SOLE 700
PRIMEDIA INC COM 74157K101 1,201 85,800 SH SOLE 85,800
PRIMEX TECHNOLOGIES INC. COM 741597108 10 500 SH SOLE 500
PRIMA ENERGY CORP COM PAR $0.015 741901201 16 700 SH SOLE 700
PRIMARK CORP COM 741903108 870 30,600 SH SOLE 30,600
PRIME HOSPITALITY CORP COM 741917108 579 72,400 SH SOLE 72,400
PRIMUS TELECOMM GROUP COM 741929103 771 36,700 SH SOLE 36,700
PRIDE INTERNATIONAL INC COM 741932107 1,156 81,500 SH SOLE 81,500
PRINTRONIX INC COM 742578107 11 600 SH SOLE 600
PRISON REALTY CORP COM 74264N105 23 2,100 SH SOLE 2,100
PRIORITY HLTHCARE CORP B CL B 74264T102 828 26,827 SH SOLE 26,827
PROBUSINESS SERVICES INC COM 742674104 744 27,700 SH SOLE 27,700
PROCTER & GAMBLE CO COM 742718109 159,358 1,699,822 SH SOLE 1,699,822
PRODIGY CORP. COM 74283P107 20 1,100 SH SOLE 1,100
PROFFESSIONALS INS COM 742954100 5 200 SH SOLE 200
PROFIT RECOVERY GRP COM 743168106 2,579 57,800 SH SOLE 57,800
PROGRESS SOFTWARE CORP COM 743312100 690 22,000 SH SOLE 22,000
PROGRESSIVE CORP COM 743315103 7,381 90,351 SH SOLE 90,351
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PROJECT SOFTWARE & DEVELE COM 74339P101 813 15,200 SH SOLE 15,200
PROLOGIS TRUST (REIT) SH BEN INT 743410102 59 3,100 SH SOLE 3,100
PROMUS HOTEL CORPORATION COM 74342P106 1,679 51,560 SH SOLE 51,560
PROTECTION ONE COM 743663304 567 141,800 SH SOLE 141,800
PROTECTIVE LIFE COM 743674103 980 33,800 SH SOLE 33,800
PROTEIN DESIGN LABS INC COM 74369L103 939 26,000 SH SOLE 26,000
PROVIDENT BANKSHARES COM 743859100 721 33,884 SH SOLE 33,884
PROVIDENT FINANCIAL GROUP COM 743866105 731 20,000 SH SOLE 20,000
PROVINCE HEALTHCARE CO. COM 743977100 6 500 SH SOLE 500
PROVIDIAN FINANCIAL CORP COM 74406A102 1,829 23,100 SH OTHER (1) 23,100
PROVIDIAN FINANCIAL CORP COM 74406A102 15,077 190,394 SH SOLE 190,394
PROXICOM INCORPORATED COM 744282104 35 600 SH SOLE 600
PROXIM CORP COM 744284100 9 200 SH SOLE 200
PSINET INC COM 74437C101 43 1,200 SH SOLE 1,200
PUBLIC SVC CO OF N MEX COM 744499104 850 46,600 SH SOLE 46,600
PUBLIC SERVICE CO OF NC COM 744516105 747 24,100 SH SOLE 24,100
PUBLIC SERVICE ENTERPRISE COM 744573106 10,969 283,985 SH SOLE 283,985
PUBLIC STORAGE (REIT) COM 74460D109 60 2,400 SH SOLE 2,400
PUERTO RICAN CEMENT CO COM 745075101 14 400 SH SOLE 400
PUGET SOUND ENERGY INC COM 745332106 1,120 49,900 SH SOLE 49,900
PULITZER INC COM 745769109 594 13,066 SH SOLE 13,066
PULTE CORP COM 745867101 1,213 55,788 SH SOLE 55,788
QRS CORPORATION COM 74726X105 1,032 16,100 SH SOLE 16,100
QLOGIC COM 747277101 42 600 SH SOLE 600
QUADRAMED CORP COM 74730W101 215 28,600 SH SOLE 28,600
QUAKER CHEM CORP COM 747316107 28 1,900 SH SOLE 1,900
QUAKER CITY BANCORP COM 74731K106 9 500 SH SOLE 500
QUAKER OATS COMPANY COM 747402105 1,912 30,900 SH OTHER (1) 30,900
QUAKER OATS COMPANY COM 747402105 10,852 175,387 SH SOLE 175,387
QUALCOMM COM 747525103 38,897 205,600 SH SOLE 205,600
QUANEX CORP COM 747620102 82 3,200 SH SOLE 3,200
QUANTA SERVICES INC COM COM 74762E102 18 600 SH SOLE 600
QUANTUM CORP-DLT&STORAGE COM DSSG 747906204 1,387 98,600 SH SOLE 98,600
QUANTUM CORP-HARD DISK COM HDDG 747906303 365 49,100 SH SOLE 49,100
QUEENS COUNTY BANCORP COM 748242104 683 24,730 SH SOLE 24,730
QUEST DIAGNOSTIC COM 74834L100 910 35,000 SH SOLE 35,000
QUEST SOFTWARE INC. COM 74834T103 33 700 SH SOLE 700
QUESTAR CORP COM 748356102 680 37,500 SH SOLE 37,500
QUEST EDUCATION CORP. COM 74835F102 8 1,000 SH SOLE 1,000
QUIKSILVER INC COM 74838C106 498 27,300 SH SOLE 27,300
QUINTILES TRANSNATL COM 748767100 1,061 55,760 SH SOLE 55,760
QUIXOTE CORPORATION COM 749056107 12 800 SH SOLE 800
QUORUM HEALTH GROUP COM 749084109 578 82,200 SH SOLE 82,200
QWEST COMMUNICATIONS COM 749121109 12,069 408,254 SH SOLE 408,254
R & B FALCON CORPORATION COM 74912E101 1,427 108,700 SH SOLE 108,700
RCN CORPORTION COM 749361101 62 1,500 SH SOLE 1,500
RFS HOTEL INVESTOR (REIT) COM 74955J108 10 900 SH SOLE 900
RH DONNELLEY CORP COM NEW 74955W307 814 43,700 SH SOLE 43,700
RGS ENERGY GROUP INC COM 74956K104 532 21,700 SH SOLE 21,700
RLI CORPORATION COM 749607107 392 11,875 SH SOLE 11,875
ROYAL CARIBBEAN CRUISES COM V7780T103 144 3,200 SH SOLE 3,200
RPM INC COM 749685103 571 46,843 SH SOLE 46,843
RSA SECURITY INC COM 749719100 1,225 46,100 SH SOLE 46,100
RTI INTERNATIONAL METALS COM 74973W107 40 4,000 SH SOLE 4,000
RF MICRO DEVICES INC COM 749941100 4,474 97,800 SH SOLE 97,800
RACING CHAMPIONS COM 750069106 7 1,200 SH SOLE 1,200
RADIAN GROUP INC COM 750236101 2,217 51,624 SH SOLE 51,624
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RADIO ONE INC CL A 75040P108 17 400 SH SOLE 400
RADISYS CORP COM 750459109 8 200 SH SOLE 200
RAILTEX INC COM 750766107 30 1,800 SH SOLE 1,800
RAMBUS INC. COM 750917106 689 10,400 SH SOLE 10,400
RALCORP HOLDINGS INC COM 751028101 730 41,266 SH SOLE 41,266
RALSTON PURINA GROUP COM 751277302 11,525 414,369 SH SOLE 414,369
RAMP NETWORKS INC COM 751567108 9 400 SH SOLE 400
RARE HOSPITALITY INTL. COM 753820109 11 500 SH SOLE 500
RARE MEDIUM GROUP COM 75382N109 3 300 SH SOLE 300
RATIONAL SOFTWARE CORP COM 75409P202 4,351 148,600 SH SOLE 148,600
RAYMOND JAMES FIN CORP COM 754730109 1,290 64,700 SH SOLE 64,700
RAYONIER INC COM 754907103 608 14,475 SH SOLE 14,475
RAYOVAC CORPORATION COM 755081106 770 35,600 SH SOLE 35,600
RAYTHEON COMPANY-CLASS A CL A 755111309 2,522 52,000 SH SOLE 52,000
RAYTHEON COMPANY - CL B CL B 755111408 21,264 428,494 SH SOLE 428,494
RAZORFISH INC CL A 755236106 22 500 SH SOLE 500
READ-RITE CORP COM 755246105 283 64,200 SH SOLE 64,200
READERS DIGEST CL A NON VTG 755267101 1,749 59,800 SH SOLE 59,800
REAL NETWORK INC COM 75605L104 9,369 89,600 SH SOLE 89,600
REALTY INCOME CORP REIT COM 756109104 12 500 SH SOLE 500
RECKSON SERVICE INDS. COM 75621J109 9 600 SH SOLE 600
RECKSON ASSOCIATES (REIT) COM 75621K106 15 700 SH SOLE 700
RED HAT INC COM 756577102 115 1,200 SH SOLE 1,200
REDBACK NETWORKS INC. COM 757209101 86 800 SH SOLE 800
REEBOK INT'L LTD COM 758110100 1,188 111,118 SH SOLE 111,118
REGAL BELOIT CORPORATION COM 758750103 616 29,700 SH SOLE 29,700
REGENERON PHARM INC COM 75886F107 55 6,800 SH SOLE 6,800
REGIS CORP MINN COM 758932107 944 49,050 SH SOLE 49,050
REGENCY RITY CORP COM 758939102 25 1,200 SH SOLE 1,200
REGIONS FINANCIAL CORP COM 758940100 8,660 288,665 SH SOLE 288,665
REINSURANCE GROUP OF AMER COM 759351109 403 15,700 SH SOLE 15,700
RELIANCE GROUP HOLDINGS COM 759464100 292 65,800 SH SOLE 65,800
RELIANCE STL & ALUM CO COM 759509102 780 37,125 SH SOLE 37,125
RELIANT ENERGY INC COM 75952J108 10,370 383,200 SH SOLE 383,200
RELIASTAR FINANCIAL CORP COM 75952U103 1,786 53,700 SH SOLE 53,700
REMEC INC. COM 759543101 477 34,700 SH SOLE 34,700
REMEDY CORPORATION COM 759548100 1,044 36,800 SH SOLE 36,800
REMEDY TEMP INC CL A 759549108 9 600 SH SOLE 600
REMINGTON OIL & GAS CORP COM 759594302 24 4,300 SH SOLE 4,300
RENAISSANCE WORLDWIDE INC COM 75968A109 245 63,220 SH SOLE 63,220
RENAL CARE GROUP INC COM 759930100 677 30,900 SH SOLE 30,900
RENT-A-CENTER INC COM 76009N100 551 29,600 SH SOLE 29,600
RENT-WAY COM 76009U104 488 25,700 SH SOLE 25,700
REPUBLIC BANCORP INC-CL.A CL A 760281204 12 1,200 SH SOLE 1,200
REPUBLIC BANCORP INC COM 760282103 10 900 SH SOLE 900
REPUBLIC GROUP INC COM 760473108 35 2,500 SH SOLE 2,500
REPUBLIC NEW YORK CORP COM 760719104 8,425 137,130 SH SOLE 137,130
REPUBLIC SECURITY FINL COM 760758102 589 67,800 SH SOLE 67,800
REPUBLIC SERVICES INC CL A 760759100 36 3,300 SH SOLE 3,300
RESEARCH FRONTIERS CORP COM 760911107 8 800 SH SOLE 800
RES-CARE INC COM 760943100 428 25,200 SH SOLE 25,200
RESTORATION HARDWARE COM 760981100 8 1,000 SH SOLE 1,000
RESMED INC. COM 761152107 625 18,900 SH SOLE 18,900
RESORTQUEST INTL. INC. COM 761183102 3 300 SH SOLE 300
RESOURCE AMERICA INC. CL A 761195205 9 1,200 SH SOLE 1,200
RESOURCE BANCSHARES COM 761197102 149 30,000 SH SOLE 30,000
RESPIRONICS INC COM 761230101 360 43,600 SH SOLE 43,600
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
REVLON INC CL A 761525500 9 500 SH SOLE 500
REXALL SUNDOWN INC COM 761648104 971 78,900 SH SOLE 78,900
REYNOLDS & REYNOLDS CL A 761695105 956 46,900 SH SOLE 46,900
REYNOLDS METALS CO COM 761763101 5,365 88,854 SH SOLE 88,854
RJ REYNOLDS TOBACCO HLDS COM 76182K105 58 2,132 SH SOLE 2,132
RHYTHMS NETCONNECTIONS COM 762430205 45 1,300 SH SOLE 1,300
RICHMOND COUNTY FINL CORP COM 764556106 11 600 SH SOLE 600
RIGGS NATL CORP COM 766570105 687 40,700 SH SOLE 40,700
RISK CAPITAL HOLDINGS COM 767711104 284 18,200 SH SOLE 18,200
RITCHIE BROS. AUCTIONEERS COM 767744105 11 300 SH SOLE 300
RITE AID CORP COM 767754104 4,415 319,614 SH SOLE 319,614
RIVIANA FOODS INC COM 769536103 348 18,100 SH SOLE 18,100
ROADWAY EXPRESS INC. COM 769742107 4 200 SH SOLE 200
ROANOKE ELECTRIC STEEL COM 769841107 14 800 SH SOLE 800
ROBBINS & MYERS INC COM 770196103 31 2,000 SH SOLE 2,000
ROBERT HALF INT'L INC COM 770323103 872 36,350 SH SOLE 36,350
ROBERTS PHARMACEUTICAL COM 770491108 1,388 45,900 SH SOLE 45,900
ROBERTSON CECO CORP COM PAR $0.01 770539203 8 1,000 SH SOLE 1,000
ROCK-TENN CO - CL A CL A 772739207 380 26,330 SH SOLE 26,330
ROCKWELL INT'L CORP (NEW) COM 773903109 13,116 249,836 SH SOLE 249,836
ROFIN-SINAR TECH INC COM 775043102 6 1,000 SH SOLE 1,000
ROHM & HAAS COMPANY COM 775371107 9,988 276,489 SH SOLE 276,489
ROLLINS INC COM 775711104 560 36,300 SH SOLE 36,300
ROLLINS TRUCK LEASING COM 775741101 788 77,850 SH SOLE 77,850
ROMAC INTERNATIONAL INC COM 775835101 465 56,200 SH SOLE 56,200
ROPER INDUSTRIES INC. COM 776696106 1,454 38,000 SH SOLE 38,000
ROSLYN BANCORP INC COM 778162107 1,657 92,700 SH SOLE 92,700
ROSS STORES INCORPORATED COM 778296103 1,284 63,800 SH SOLE 63,800
ROUSE COMPANY (REIT) COM 779273101 32 1,400 SH SOLE 1,400
ROWAN COS INC COM 779382100 2,488 153,081 SH SOLE 153,081
ROYAL APPLIANCE MFG CO COM 780076105 16 3,200 SH SOLE 3,200
ROYAL DUTCH PETRO- NY SHS COM 780257804 4,016 68,000 SH OTHER (1) 68,000
ROYAL DUTCH PETRO- NY SHS COM 780257804 89,071 1,508,080 SH SOLE 1,508,080
RUBY TUESDAY INC COM 781182100 770 39,474 SH SOLE 39,474
RUDDICK CORP COM 781258108 930 58,600 SH SOLE 58,600
RURAL/METRO CORPORATION COM 781748108 25 3,700 SH SOLE 3,700
RUSH ENTERPRISES INC. COM 781846100 8 500 SH SOLE 500
RUSS BERRIE & CO. INC. COM 782233100 649 31,000 SH SOLE 31,000
RUSSELL CORP COM 782352108 852 60,076 SH SOLE 60,076
RYAN'S FAM STEAK HOUSE COM 783519101 498 55,300 SH SOLE 55,300
RYDER SYS INC COM 783549108 1,688 82,862 SH SOLE 82,862
RYERSON TULL INC COM 78375P107 759 32,800 SH SOLE 32,800
RYLAND GROUP COM 783764103 475 20,900 SH SOLE 20,900
S & T BANCORP COM 783859101 710 31,200 SH SOLE 31,200
SANTA FE INTL CORP ORD G7805C108 1,451 67,300 SH SOLE 67,300
SBC COMMUNICATIONS INC. COM 78387G103 128,995 2,526,227 SH SOLE 2,526,227
SCI SYSYTEMS INCORPORATED COM 783890106 1,071 24,100 SH OTHER (1) 24,100
SCI SYSYTEMS INCORPORATED COM 783890106 1,751 39,400 SH SOLE 39,400
SCM MICROSYSTEMS INC. COM 784018103 832 18,300 SH SOLE 18,300
SCP POOL CORP COM 784028102 9 400 SH SOLE 400
SCPIE HOLDINGS INC. COM 78402P104 520 16,500 SH SOLE 16,500
SDL INCORPORATED COM 784076101 2,923 38,300 SH SOLE 38,300
SEI INVESTMENTS COMPANY COM 784117103 2,598 29,100 SH SOLE 29,100
SFX ENTERTAINMENT INC. CL A 784178105 29 950 SH SOLE 950
SJW CORP COM COM 784305104 9 100 SH SOLE 100
SL GREEN REALTY (REIT) COM 78440X101 10 500 SH SOLE 500
SLM HOLDING CORP COM 78442A109 9,062 210,750 SH SOLE 210,750
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SLI INC. COM 78442T108 868 40,750 SH SOLE 40,750
SPS TECHNOLOGIES INC. COM 784626103 641 16,900 SH SOLE 16,900
SPX CORP COM 784635104 4,090 45,067 SH SOLE 45,067
S3 INCORPORATED COM 784849101 1,078 103,300 SH SOLE 103,300
SVI HOLDINGS INC COM 784872103 9 1,000 SH SOLE 1,000
SABRE GROUP HOLDINGS INC. CL A 785905100 1,183 27,500 SH SOLE 27,500
SAFECO CORP COM 786429100 4,908 175,291 SH SOLE 175,291
SAFEGUARD SCIENTIFICS COM 786449108 2,883 42,400 SH SOLE 42,400
SAFESCIENCE INC COM 786452102 10 600 SH SOLE 600
SAFESKIN CORP COM 786454108 179 21,800 SH SOLE 21,800
SAFETY-KLEEN CORP. COM NEW 78648R203 551 45,700 SH SOLE 45,700
SAFEWAY INC COM 786514208 2,128 55,900 SH OTHER (1) 55,900
SAFEWAY INC COM 786514208 24,881 653,680 SH SOLE 653,680
SAGA SYSTEMS INC COM 786610105 517 35,800 SH SOLE 35,800
SAGENT TECHNOLOGY INC COM 786693101 10 1,100 SH SOLE 1,100
ST JOE CORP COM 790148100 970 45,000 SH SOLE 45,000
ST JUDE MED INC COM 790849103 3,440 109,197 SH SOLE 109,197
ST MARY LND & EXPLORATION COM 792228108 68 2,600 SH SOLE 2,600
ST. PAUL BANCORP COM 792848103 1,245 54,437 SH SOLE 54,437
ST. PAUL COMPANIES INC COM 792860108 8,207 298,438 SH SOLE 298,438
SAKS INCORPORATED COM 79377W108 1,005 66,140 SH SOLE 66,140
SALTON INC. COM 795757103 12 400 SH SOLE 400
SANCHEZ COMPUTER COM 799702105 1,005 28,600 SH SOLE 28,600
SANDERSON FARMS INC. COM 800013104 10 1,000 SH SOLE 1,000
SANDISK CORPORATION COM 80004C101 2,112 32,400 SH SOLE 32,400
SANMINA CORP COM 800907107 2,855 36,900 SH SOLE 36,900
SANGSTAT MEDICAL COR COM 801003104 370 17,300 SH SOLE 17,300
SANTA FE SNYDER CORP COM 80218K105 2,023 224,775 SH SOLE 224,775
SAPIENT COM 803062108 1,942 20,600 SH SOLE 20,600
SARA LEE CORP COM 803111103 26,940 1,149,438 SH SOLE 1,149,438
SATCON TECHNOLOGY COM 803893106 10 1,000 SH SOLE 1,000
SAUCONY INC CL B 804120202 11 700 SH SOLE 700
SAUER INCORPORATED COM 804137107 2 200 SH SOLE 200
SAWTEK INC COM 805468105 1,771 50,600 SH SOLE 50,600
SCANA CORP COM 805898103 1,640 67,800 SH SOLE 67,800
HENRY SCHEIN INC COM 806407102 353 24,800 SH SOLE 24,800
SCHEIN PHARMACEUTICALS COM 806416103 10 1,100 SH SOLE 1,100
SCHERING PLOUGH CORP COM 806605101 4,153 95,200 SH OTHER (1) 95,200
SCHERING PLOUGH CORP COM 806605101 82,135 1,882,762 SH SOLE 1,882,762
SCHLUMBERGER LTD COM 806857108 24,541 393,834 SH SOLE 393,834
SCHOLASTIC CORPORATION COM 807066105 20 400 SH SOLE 400
SCHOOL SPECIALTY INC. COM 807863105 10 600 SH SOLE 600
SCHULMAN (A.) INC COM 808194104 686 39,600 SH SOLE 39,600
SCHULTZ SAV O STORES INC COM 808196109 13 800 SH SOLE 800
SCHWAB CHARLES CORP COM 808513105 35,461 1,052,658 SH SOLE 1,052,658
SCHWEITZER-MANDUIT INTL COM 808541106 50 3,900 SH SOLE 3,900
SCIENT CORP COM 80864H109 45 700 SH SOLE 700
SCIENTIFIC ATLANTA INC COM 808655104 4,523 91,262 SH SOLE 91,262
SCIOS NOVA COM 808905103 141 38,300 SH SOLE 38,300
SCOTT TECHNOLOGIES COM 810022301 14 700 SH SOLE 700
SCOTTS CO. CL A 810186106 744 21,500 SH SOLE 21,500
SCRIPPS CO E.W. CLASS A CL A 811054204 2,607 53,075 SH SOLE 53,075
SEABOARD CORPORATION COM 811543107 367 1,700 SH SOLE 1,700
SEACOAST BANKING CORP. CL A 811707108 12 400 SH SOLE 400
SEAGATE TECHNOLOGY COM 811804103 9,250 300,199 SH SOLE 300,199
SEAGRAM CO LTD COM 811850106 13,772 302,675 SH SOLE 302,675
SEACOR HLDGS INC COM 811904101 887 17,300 SH SOLE 17,300
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SEALED AIR CORPORATION COM 81211K100 5,180 100,948 SH SOLE 100,948
SEARS ROEBUCK & CO COM 812387108 15,221 485,118 SH SOLE 485,118
SECURITY CAPITAL GROUP CL B 81413P204 15 1,000 SH SOLE 1,000
SECURITY 1ST TECHNOLOGIES COM 814279105 1,143 29,400 SH SOLE 29,400
SEITEL INCORPORATED COM NEW 816074306 57 5,800 SH SOLE 5,800
SELECT COMFORT CORP COM 81616X103 8 1,100 SH SOLE 1,100
SELECTIVE INSURANCE GRP COM 816300107 729 38,600 SH SOLE 38,600
SEMTECH CORP COM 816850101 1,428 39,000 SH SOLE 39,000
SEMPRA ENERGY COM 816851109 6,246 300,089 SH SOLE 300,089
SENSORMATIC ELECTRIC CORP COM 817265101 1,203 94,800 SH SOLE 94,800
SEPRACOR INC COM 817315104 4,032 53,400 SH SOLE 53,400
SEQUA CORP. -CL A CL A 817320104 800 12,700 SH SOLE 12,700
SERENA SOFTWARE INC COM 817492101 3 200 SH SOLE 200
SEROLOGICALS CORPORATION COM 817523103 115 27,100 SH SOLE 27,100
SERVICE CORPORATION INT'L COM 817565104 3,652 345,726 SH SOLE 345,726
SERVICE EXPERTS INC COM 817567100 284 27,400 SH SOLE 27,400
SERVICEMASTER COMPANY COM 81760N109 2,824 175,800 SH SOLE 175,800
7-ELEVEN INC COM 817826100 972 493,900 SH SOLE 493,900
SHARED MED SYS CORP COM 819486101 1,396 29,852 SH SOLE 29,852
SHAW GROUP INC. COM 820280105 4 200 SH SOLE 200
SHAW INDS INC COM 820286102 1,313 82,700 SH SOLE 82,700
SHERWIN WILLIAMS CO COM 824348106 4,538 216,761 SH SOLE 216,761
SHOPKO STORES INC COM 824911101 1,198 41,300 SH SOLE 41,300
SHOREWOOD PACKAGING COM 825229107 436 32,150 SH SOLE 32,150
SHURGARD STORAGE (REIT) COM 82567D104 15 600 SH SOLE 600
SICOR INC COM 825846108 417 105,000 SH SOLE 105,000
SIEBEL SYSTEMS INC COM 826170102 3,571 53,600 SH SOLE 53,600
SIEBERT FINANCIAL CORP COM 826176109 11 600 SH SOLE 600
SIERRA HEALTH SERVICES COM 826322109 389 38,450 SH SOLE 38,450
SIERRA PACIFIC RESOURCES COM 826428104 1,103 49,563 SH SOLE 49,563
SIGMA ALDRICH COM 826552101 4,258 134,109 SH SOLE 134,109
SIGMA DESIGNS INC COM 826565103 7 1,100 SH SOLE 1,100
SIGCORP INC. COM 826912107 771 30,249 SH SOLE 30,249
SILGAN HOLDINGS INC COM 827048109 408 20,400 SH SOLE 20,400
SILICON GRAPHICS COM 827056102 2,493 227,922 SH SOLE 227,922
SILICON STORAGE TECH COM 827057100 3 200 SH SOLE 200
SILICON VALLEY BANCSHARES COM 827064106 109 4,500 SH SOLE 4,500
SILICON VALLEY GROUP COM 827066101 545 46,100 SH SOLE 46,100
SILICONIX INC COM NEW 827079203 9 200 SH SOLE 200
SILKNET SOFTWARE INC COM 827094103 18 400 SH SOLE 400
SILVERSTREAM SOFTWARE INC COM 827907106 9 300 SH SOLE 300
SIMON PROPERTY GRP (REIT) COM 828806109 72 3,200 SH SOLE 3,200
SIMPSON INDUSTRIES INC COM 829060102 45 4,100 SH SOLE 4,100
SIMPSON MANUFACTURING INC COM 829073105 750 16,000 SH SOLE 16,000
SINCLAIR BROADCAST CL A 829226109 525 57,900 SH SOLE 57,900
SIPEX CORPORATION COM 829909100 262 18,300 SH SOLE 18,300
SKY FINANCIAL GROUP COM 83080P103 1,714 72,950 SH SOLE 72,950
SKYLINE COM 830830105 44 1,700 SH SOLE 1,700
SKYMALL INCORPORATED COM 830859104 7 1,200 SH SOLE 1,200
SKYWEST INCORPORATED COM 830879102 713 32,500 SH SOLE 32,500
SKYTEL COMMUNICATIONS INC COM 83087Q104 573 31,300 SH SOLE 31,300
SMART MODULAR COM 831690102 879 25,800 SH SOLE 25,800
SMITH (A.O.) CORP COM 831865209 986 32,600 SH SOLE 32,600
SMITH INTERNATIONAL INC COM 832110100 1,337 33,000 SH SOLE 33,000
SMITH RESIDENTIAL COM 832197107 14 400 SH SOLE 400
SMITHFIELD FOODS INC. COM 832248108 861 32,200 SH SOLE 32,200
J.M. SMUCKER CO. CLASS A CL A 832696108 695 32,900 SH SOLE 32,900
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SMURFIT-STONE CONTAINER COM 832727101 2,833 131,000 SH SOLE 131,000
SNYDER COMMUNICATIONS COM 832914105 399 26,300 SH SOLE 26,300
SNAP-ON TOOLS CORP COM 833034101 2,824 86,878 SH SOLE 86,878
SODEXHO MARRIOTT SERVICES COM 833793102 529 31,100 SH SOLE 31,100
SOFTNET SYSTEMS INC COM 833964109 5 200 SH SOLE 200
SOFTWARE.COM INC COM 83402P104 34 800 SH SOLE 800
SOFTWORKS INCORPORATED COM 83404P102 10 1,900 SH SOLE 1,900
SOLA INTERNATIONAL INC. COM 834092108 510 32,900 SH SOLE 32,900
SOLECTRON CORP COM 834182107 24,309 338,500 SH SOLE 338,500
SOLUTIA INC COM 834376105 1,021 57,100 SH SOLE 57,100
SONAT INC COM 835415100 5,718 144,079 SH SOLE 144,079
SONIC CORP. COM 835451105 749 24,600 SH SOLE 24,600
SONOCO PRODUCTS INC COM 835495102 1,461 64,041 SH SOLE 64,041
SONOSIGHT INC COM 83568G104 10 400 SH SOLE 400
SOTHEBY'S HOLDINGS INC CL A 835898107 803 31,100 SH SOLE 31,100
SOURCE INFO MGMT CO COM NEW 836151209 14 1,000 SH SOLE 1,000
SOUTH ALABAMA BANCORP COM 836234104 6 400 SH SOLE 400
SOUTH JERSEY COM 838518108 13 500 SH SOLE 500
SOUTHDOWN INC COM 841297104 1,338 25,000 SH SOLE 25,000
SOUTHERN CO COM 842587107 22,939 890,831 SH SOLE 890,831
SOUTHERN ENERGY HOMES INC COM 842814105 12 4,600 SH SOLE 4,600
SOUTHERN PERU COPPER CORP COM 843611104 17 1,000 SH SOLE 1,000
SOUTHERN UNION CO COM 844030106 689 36,275 SH SOLE 36,275
SOUTHSIDE BANCSHARES COM 844700104 5 500 SH SOLE 500
SOUTHTRUST CORPORATION COM 844730101 1,600 44,600 SH OTHER (1) 44,600
SOUTHTRUST CORPORATION COM 844730101 7,745 215,887 SH SOLE 215,887
SOUTHWEST AIRLINES CO COM 844741108 10,002 658,554 SH SOLE 658,554
SOUTHWEST BANCORP INC COM 844767103 9 400 SH SOLE 400
SOUTHWEST BANCORP OF TX COM 84476R109 640 36,700 SH SOLE 36,700
SOUTHWEST GAS CORP. COM 844895102 1,201 44,600 SH SOLE 44,600
SOUTHWEST SECURITIES GRP. COM 845224104 9 330 SH SOLE 330
SOUTHWESTERN ENERGY CO. COM 845467109 49 5,400 SH SOLE 5,400
SOVEREIGN BANCORP COM 845905108 827 90,960 SH SOLE 90,960
SOVRAN SELF STORAGE REIT COM 84610H108 11 500 SH SOLE 500
SPACELABS MEDICAL INC. COM 846247104 27 1,800 SH SOLE 1,800
SPARTAN MOTORS INC. COM 846819100 11 2,100 SH SOLE 2,100
SPARTECH CORP COM NEW 847220209 973 33,200 SH SOLE 33,200
SPECIALTY EQUIPMENT COM NEW 847497203 614 24,300 SH SOLE 24,300
SPEEDFAM-IPEC INC. COM 847705100 74 6,200 SH SOLE 6,200
SPEEDWAY MOTORSPORTS COM 847788106 2,698 62,300 SH SOLE 62,300
SPIEGEL CLASS A CL A 848457107 1,599 157,900 SH SOLE 157,900
SPIEKER PROPERTIES (REIT) COM 848497103 42 1,200 SH SOLE 1,200
SPLITROCK SERVICES INC COM 848636304 15 1,000 SH SOLE 1,000
SPORTSLINE USA INC. COM 848934105 18 600 SH SOLE 600
THE SPORTS AUTHORITY COM 849176102 18 5,600 SH SOLE 5,600
SPRINGS INDS INC COM 851783100 1,111 32,742 SH SOLE 32,742
SPRINT CORP (FON GROUP) COM 852061100 60,400 1,113,366 SH SOLE 1,113,366
SPRINT CORP (PCS GROUP) PCS COM SER 1 852061506 42,360 568,116 SH SOLE 568,116
SPYGLASS INC COM 852192103 10 800 SH SOLE 800
STAFFMARK INC COM 852389105 355 44,700 SH SOLE 44,700
STAMPS.COM INC COM 852857101 21 600 SH SOLE 600
STANCORP FINANCIAL GROUP COM 852891100 18 800 SH SOLE 800
STANDARD MICROSYSTEMS COM 853626109 27 2,900 SH SOLE 2,900
STANDARD MTR PRODS INC. COM 853666105 58 3,000 SH SOLE 3,000
STANDARD-PACIFIC CORP. COM 85375C101 388 37,900 SH SOLE 37,900
STANDARD PRODUCTS CO COM 853836104 131 3,700 SH SOLE 3,700
STANDARD REGISTER COM 853887107 862 36,700 SH SOLE 36,700
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STANDEX INT'L CORP COM 854231107 483 17,900 SH SOLE 17,900
STANFORD TELECOM COM 854402104 6 200 SH SOLE 200
STANLEY WORKS COM 854616109 3,070 121,886 SH SOLE 121,886
STAR TELECOM COM 854923109 417 77,100 SH SOLE 77,100
STAPLES INC COM 855030102 12,725 583,360 SH SOLE 583,360
STARBUCKS CORP COM 855244109 2,590 104,500 SH SOLE 104,500
STARMEDIA NETWORK COM 855546107 40 1,100 SH SOLE 1,100
STARWOOD FINANCIAL CL A SH BEN IN 85568W104 22 800 SH SOLE 800
STARTEK INC COM 85569C107 22 400 SH SOLE 400
STATE AUTO FINANCIAL CORP COM 855707105 520 50,700 SH SOLE 50,700
STARWOOD HOTELS & RES. WW PAIRED CTF 85590A203 74 3,300 SH SOLE 3,300
STATE STREET CORP COM 857477103 13,321 206,135 SH SOLE 206,135
STATEN ISLAND BANCORP COM 857550107 914 48,600 SH SOLE 48,600
STATION CASINOS INC COM 857689103 16 700 SH SOLE 700
STEEL DYNAMICS INC COM 858119100 971 61,900 SH SOLE 61,900
STEEL TECHNOLOGIES INC. COM 858147101 33 2,800 SH SOLE 2,800
STEELCASE INC CL A 858155203 3 200 SH SOLE 200
STEIN MART INC COM 858375108 78 11,000 SH SOLE 11,000
STERLING BANCSHARES INC. COM 858907108 11 1,000 SH SOLE 1,000
STERICYCLE INC. COM 858912108 16 1,100 SH SOLE 1,100
STERILE RECOVERIES COM 859151102 2 300 SH SOLE 300
STERIS CORPORATION COM 859152100 657 47,800 SH SOLE 47,800
STERLING BANCORP/NY COM 859158107 14 800 SH SOLE 800
STERLING COMMERCE INC COM 859205106 902 48,600 SH SOLE 48,600
STERLING FINANCIAL CORP COM 859317109 8 200 SH SOLE 200
STERLING SOFTWARE INC COM 859547101 984 49,200 SH SOLE 49,200
STEWART & STEVENSON COM 860342104 9 700 SH SOLE 700
STEWART ENTERPRISES CL A CL A 860370105 171 28,200 SH SOLE 28,200
STEWART INFO SVCS COM 860372101 293 16,000 SH SOLE 16,000
STILLWATER MINING CO COM 86074Q102 1,252 46,600 SH SOLE 46,600
STONE & WEBSTER INC COM 861572105 507 18,100 SH SOLE 18,100
STONE ENERGY CORP COM 861642106 1,140 22,400 SH SOLE 22,400
STONERIDGE INC COM 86183P102 540 31,100 SH SOLE 31,100
STORAGE USA INC (REIT) COM 861907103 17 600 SH SOLE 600
STORAGE TECH CORP COM 862111200 1,209 62,800 SH SOLE 62,800
STRATTEC STRATEGY CORP. COM 863111100 11 300 SH SOLE 300
STRAYER EDUCATION INC COM 863236105 429 21,600 SH SOLE 21,600
STRIDE RITE CORP COM 863314100 480 68,500 SH SOLE 68,500
STRUCTURAL DYN RES. COM 863555108 627 41,700 SH SOLE 41,700
STRYKER CORPORATION COM 863667101 2,735 53,500 SH SOLE 53,500
STUDENT ADVANTAGE INC COM 86386Q105 7 600 SH SOLE 600
THE STUDENT LOAN CORP COM 863902102 958 23,400 SH SOLE 23,400
STURM RUGER & CO. INC. COM 864159108 60 6,700 SH SOLE 6,700
SUBURBAN LODGES OF AMERIC COM 864444104 7 1,300 SH SOLE 1,300
SUIZA FOODS CORP STK COM 865077101 825 22,000 SH SOLE 22,000
SUMMIT BANCORP COM 866005101 7,376 227,387 SH SOLE 227,387
SUMMIT PROP INC REIT COM 866239106 12 600 SH SOLE 600
SUMMIT TECHNOLOGY INC COM 86627E101 11 600 SH SOLE 600
SUN COMMUNTIES INC (REIT) COM 866674104 10 300 SH SOLE 300
SUN MICROSYSTEMS COM 866810104 5,487 59,000 SH OTHER (1) 59,000
SUN MICROSYSTEMS COM 866810104 92,892 998,842 SH SOLE 998,842
SUNBURST HOSPITALITY COM 866948102 9 1,400 SH SOLE 1,400
SUNBEAM CORPORATION COM 867071102 706 124,100 SH SOLE 124,100
SUNGARD DATA SYSTEMS INC COM 867363103 1,813 68,900 SH SOLE 68,900
SUNGLASS HUT COM 86736F106 8 800 SH SOLE 800
SUNOCO INC COM 86764P109 3,267 119,352 SH SOLE 119,352
SUNRISE ASSISTED LIVING COM 86768K106 754 28,400 SH SOLE 28,400
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SUNRISE TECHNOLOGIES COM 86769L103 4 900 SH SOLE 900
SUNTERRA CORPORATION COM 86787D109 513 43,200 SH SOLE 43,200
SUNRISE MEDICAL COM 867910101 35 5,900 SH SOLE 5,900
SUNTRUST BANKS COM 867914103 2,367 36,000 SH OTHER (1) 36,000
SUNTRUST BANKS COM 867914103 27,563 419,203 SH SOLE 419,203
SUNSTONE HOTEL (REIT) COM 867933103 11 1,200 SH SOLE 1,200
SUPERGEN INC COM 868059106 16 700 SH SOLE 700
SUPERIOR CONSULTANTS COM 868146101 59 5,000 SH SOLE 5,000
SUPERIOR ENERGY SERVICES COM 868157108 3 500 SH SOLE 500
SUPERIOR INDUSTRIES COM 868168105 888 31,700 SH SOLE 31,700
SUPERIOR NATL INSURANCE COM 868224106 11 800 SH SOLE 800
SUPERIOR SURGICAL MFG CO COM 868358102 7 600 SH SOLE 600
SUPERIOR TELECOM INC COM 868365107 332 23,843 SH SOLE 23,843
SUPERVALU INC COM 868536103 3,510 160,926 SH SOLE 160,926
SUSQUEHANNA BANCSHARES COM 869099101 919 53,275 SH SOLE 53,275
SWIFT ENERGY COMPANY COM 870738101 3 200 SH SOLE 200
SWIFT TRANSAPORTATION COM 870756103 567 28,800 SH SOLE 28,800
SWISS ARMY BRANDS COM 870827102 12 1,300 SH SOLE 1,300
SYBASE INC COM 871130100 1,182 100,100 SH SOLE 100,100
SYBRON CORPORATION COM 87114F106 1,653 61,500 SH SOLE 61,500
SYKES ENTERPRISES INC. COM 871237103 393 15,900 SH SOLE 15,900
SYLVAN LEARNING SYS INC COM 871399101 486 25,100 SH SOLE 25,100
SYMANTEC CORP COM 871503108 1,115 31,000 SH SOLE 31,000
SYMBOL TECH INC COM 871508107 1,941 57,737 SH SOLE 57,737
SYMMETRICOM INC. COM 871543104 32 4,200 SH SOLE 4,200
SYNCOR INC. COM 87157J106 15 400 SH SOLE 400
SYNOPSYS INC COM 871607107 2,252 40,100 SH SOLE 40,100
SYNOVUS FINANCIAL COM 87161C105 6,731 360,209 SH SOLE 360,209
SYNTEL INC COM 87162H103 436 49,100 SH SOLE 49,100
SYNTROLEUM CORP COM 871630109 8 1,100 SH SOLE 1,100
SYSCO CORP COM 871829107 14,703 419,328 SH SOLE 419,328
SYSTEM SOFTWARE ASSOC INC COM NEW 871839205 12 6,250 SH SOLE 6,250
SYSTEMAX INC COM 871851101 369 44,000 SH SOLE 44,000
SYSTEMS & COMP TECHNOLOGY COM 871873105 480 38,200 SH SOLE 38,200
TBC CORP COM 872180104 39 5,700 SH SOLE 5,700
TCBY ENTERPRISES INC COM 872245105 24 5,200 SH SOLE 5,200
TCF FINANCIAL COM 872275102 1,491 52,200 SH SOLE 52,200
TECO ENERGY COM 872375100 1,580 74,800 SH SOLE 74,800
TEPPCO PARTNERS UT LTD PARTNER 872384102 14 700 SH SOLE 700
TESSCO TECH INC COM 872386107 7 400 SH SOLE 400
T-HQ INC. COM NEW 872443403 9 200 SH SOLE 200
T J INTERNATIONAL INC COM 872534102 568 22,600 SH SOLE 22,600
TJX COMPANY COM 872540109 2,130 75,900 SH OTHER (1) 75,900
TJX COMPANY COM 872540109 11,474 408,882 SH SOLE 408,882
TNP ENTERPRISES INC COM 872594106 697 17,900 SH SOLE 17,900
TRW INC COM 872649108 8,003 160,857 SH SOLE 160,857
TSI INTL SOFTWARE LTD COM 872879101 876 32,300 SH SOLE 32,300
TMP WORLDWIDE INC COM 872941109 2,520 41,400 SH SOLE 41,400
TV GUIDE INC CL A 87307Q109 3,752 95,900 SH SOLE 95,900
TACO CABANA INC CLASS A COM 873425102 10 1,000 SH SOLE 1,000
TALBOTS INC COM 874161102 1,663 37,000 SH SOLE 37,000
TALK.COM INC. COM 874264104 915 70,900 SH SOLE 70,900
TANDY CORP COM 875382103 2,109 40,800 SH OTHER (1) 40,800
TANDY CORP COM 875382103 12,931 250,174 SH SOLE 250,174
TANGER FTRY OUTLET (REIT) COM 875465106 11 500 SH SOLE 500
TANNING TECHNOLOGY CORP COM 87588P101 11 400 SH SOLE 400
TARAGON REALTY INVESTORS COM 876287103 17 1,300 SH SOLE 1,300
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TARRANT APPAREL GROUP COM 876289109 209 18,560 SH SOLE 18,560
TASTY BAKING COMPANY COM 876553306 7 600 SH SOLE 600
TAUBMAN CENTERS (REIT) COM 876664103 10 900 SH SOLE 900
TECH DATA CORP COM 878237106 326 14,000 SH SOLE 14,000
TECHNE CORP COM 878377100 800 25,500 SH SOLE 25,500
TECHNITROL INC COM 878555101 790 22,400 SH SOLE 22,400
TECHNOLOGY SOLUTIONS COM 87872T108 901 63,800 SH SOLE 63,800
TECUMSEH PRODUCTS CO CL A 878895200 1,263 25,200 SH SOLE 25,200
TEJON RANCH CO. COM 879080109 18 600 SH SOLE 600
TEKELEC COM 879101103 960 69,500 SH SOLE 69,500
TEKTRONIX INC COM 879131100 2,230 66,555 SH SOLE 66,555
TELEBANC FINANCIAL GROUP COM 87925R109 959 41,700 SH SOLE 41,700
TELEFLEX INCORPORATED COM 879369106 1,014 25,700 SH SOLE 25,700
TELEGLOBE INC COM 87941V100 820 53,100 SH SOLE 53,100
TELEPHONE & DATA SYS COM 879433100 3,215 36,200 SH SOLE 36,200
TELESPECTRUM WORLDWIDE COM 87951U109 9 1,500 SH SOLE 1,500
TELIGENT INCORPORATED CL A 87959Y103 10 200 SH SOLE 200
TELLABS INC COM 879664100 1,964 34,500 SH OTHER (1) 34,500
TELLABS INC COM 879664100 28,438 499,456 SH SOLE 499,456
TELXON CORPORATION COM 879700102 28 3,300 SH SOLE 3,300
TEMPLE INLAND CO COM 879868107 4,278 70,719 SH SOLE 70,719
TELETECH HOLDINGS INC. COM 879939106 1,016 71,300 SH SOLE 71,300
TENFOLD CORPORATION COM 88033A103 19 700 SH SOLE 700
TENET HEALTHCARE CORP COM 88033G100 7,071 402,606 SH SOLE 402,606
TENNANT CO COM 880345103 451 13,300 SH SOLE 13,300
TENNECO INC (NEW) COM 88037E101 3,540 208,256 SH SOLE 208,256
TERADYNE INCORPORATED COM 880770102 3,842 109,000 SH SOLE 109,000
TERAYON COMMUNICATION COM 880775101 15 300 SH SOLE 300
TEREX CORPORATION COM 880779103 1,090 34,600 SH SOLE 34,600
TERRA INDUSTRIES INC COM 880915103 133 79,000 SH SOLE 79,000
TERRA NITROGEN CO. LP COM UNIT 881005201 6 1,000 SH SOLE 1,000
TESORO PETRO. CORP. COM 881609101 620 37,600 SH SOLE 37,600
TETRA TECHNOLOGIES INC COM 88162F105 30 2,900 SH SOLE 2,900
TETRA TECH INC COM 88162G103 788 47,200 SH SOLE 47,200
TEXACO INC COM 881694103 3,207 50,800 SH OTHER (1) 50,800
TEXACO INC COM 881694103 44,943 711,969 SH SOLE 711,969
TEXAS IND COM 882491103 1,158 31,300 SH SOLE 31,300
TEXAS INSTRS INC COM 882508104 5,313 64,600 SH OTHER (1) 64,600
TEXAS INSTRS INC COM 882508104 83,081 1,010,102 SH SOLE 1,010,102
TEXAS REGIONAL BANCSHARES CL A VTG 882673106 428 17,500 SH SOLE 17,500
TEXAS UTILITIES COM 882848104 13,575 363,810 SH SOLE 363,810
TEXTRON INC COM 883203101 15,022 194,145 SH SOLE 194,145
THERAGENICS CORP COM 883375107 458 35,900 SH SOLE 35,900
THERMO ELECTRON CORP COM 883556102 2,651 197,251 SH SOLE 197,251
THERMO INSTRUMENT SYSTEMS COM 883559106 580 54,271 SH SOLE 54,271
THERMO BIOANALYSIS CORP. COM 88355H108 17 900 SH SOLE 900
THERMO CARDIOSYSTEMS INC COM NONREDEEM 88355K200 318 44,600 SH SOLE 44,600
THERMO ECOTEK CORP COM 88355R106 395 43,550 SH SOLE 43,550
THERMO FIBERTEK INC COM 88355W105 448 73,200 SH SOLE 73,200
THERMO OPTEK CORP COM 883582108 545 64,600 SH SOLE 64,600
THERMO TERRATECH INC COM 883598104 7 1,500 SH SOLE 1,500
THERMOLASE CORP-UNIT UNIT EX 000001 883624207 56 3,182 SH SOLE 3,182
THERMOQUEST CORP COM 883655102 572 56,500 SH SOLE 56,500
THESTREET.COM COM 88368Q103 11 600 SH SOLE 600
THERMEDICS INC. COM 883901100 387 52,100 SH SOLE 52,100
THOMAS & BETTS CORP COM 884315102 4,016 78,740 SH SOLE 78,740
THOMAS INDUSTRIES COM 884425109 69 3,700 SH SOLE 3,700
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
THOR INDUSTRIES INC COM 885160101 74 2,900 SH SOLE 2,900
THORATEC LABS CORP COM NEW 885175307 8 1,100 SH SOLE 1,100
3COM CORPORATION COM 885535104 13,609 473,370 SH SOLE 473,370
3DO COMPANY COM 88553W105 6 600 SH SOLE 600
3DFX INTERACTIVE INC. COM 88553X103 8 1,000 SH SOLE 1,000
THREE-FIVE SYSTEMS INC COM 88554L108 58 2,600 SH SOLE 2,600
TIBCO SOFTWARE INC COM 88632Q103 36 1,200 SH SOLE 1,200
TIDEWATER INC COM 886423102 714 28,000 SH SOLE 28,000
TIFFANY & COMPANY COM 886547108 2,481 41,400 SH SOLE 41,400
TIMBERLAND CO CLASS A CL A 887100105 1,016 26,000 SH SOLE 26,000
TIME WARNER INC COM 887315109 100,320 1,651,350 SH SOLE 1,651,350
TIME WARNER TELECOM-CL A CL A 887319101 10 500 SH SOLE 500
TIMES MIRROR-NEW CL A COM SER A 887364107 6,588 100,100 SH SOLE 100,100
TIMKEN COMPANY COM 887389104 1,390 86,232 SH SOLE 86,232
TITAN CORP COM 888266103 12 800 SH SOLE 800
TITAN EXPLORATION INC. COM 888289105 2 400 SH SOLE 400
TITAN INTERNATIONAL INC COM 88830M102 48 4,700 SH SOLE 4,700
TITANIUM METALS CORP COM 888339108 9 1,000 SH SOLE 1,000
TOLL BROTHERS COM 889478103 1,020 53,500 SH SOLE 53,500
TOO INC COM 890333107 13 742 SH SOLE 742
TOOTSIE ROLL INDUSTRIES COM 890516107 633 19,240 SH SOLE 19,240
TOPPS INC. COM 890786106 9 1,200 SH SOLE 1,200
TORCHMARK CORP COM 891027104 4,543 175,589 SH SOLE 175,589
TORO COMPANY COM 891092108 654 17,500 SH SOLE 17,500
TOSCO CORP COM 891490302 4,941 195,700 SH SOLE 195,700
TOTAL RENAL CARE HOLDINGS COM 89151A107 274 36,800 SH SOLE 36,800
TOWER AUTOMOTIVE COM 891707101 200 10,100 SH SOLE 10,100
TOTAL SYSTEM SERVICES INC COM 891906109 1,702 106,400 SH SOLE 106,400
TOWNE SERVICES INC. COM 892148107 5 1,600 SH SOLE 1,600
TOYS R US COM 892335100 4,843 322,876 SH SOLE 322,876
TRACTOR SUPPLY COMPANY COM 892356106 10 500 SH SOLE 500
TRAMMELL CROW CO COM 89288R106 612 46,200 SH SOLE 46,200
TRANS WORLD ENTERTAINMNT COM 89336Q100 802 63,250 SH SOLE 63,250
TRANSACTION NT SERVICES COM 893414102 20 500 SH SOLE 500
TRANSACTION SYSTEMS CL A 893416107 490 18,200 SH SOLE 18,200
TRANSATLANTIC HOLDINGS COM 893521104 1,454 20,700 SH SOLE 20,700
TRANSKARYOTIC THERAPIES COM 893735100 1,269 24,700 SH SOLE 24,700
TRANSOCEAN OFFSHORE INC ORD G90076103 1,620 52,900 SH SOLE 52,900
TRANSPORT CORP OF AMERICA COM 89385P102 14 1,100 SH SOLE 1,100
TRANSPORTATION TECH COM 89388T101 7 400 SH SOLE 400
TRANSMONTAIGNE INC COM 893934109 558 37,200 SH SOLE 37,200
TRAVELERS PROP&CAS CORP CL A 893939108 1,068 36,200 SH SOLE 36,200
TRANSWITCH CORP COM 894065101 1,790 31,400 SH SOLE 31,400
TRAVEL SERVICES COM 894169101 175 15,200 SH SOLE 15,200
TREDEGAR INDUSTRIES COM 894650100 964 45,100 SH SOLE 45,100
TRENDWEST RESORTS INC COM 894917103 13 500 SH SOLE 500
TRENWICK GROUP COM 895290104 287 17,350 SH SOLE 17,350
TREX COMPANY INC. COM 89531P105 13 500 SH SOLE 500
TREX MEDICAL CP COM 89531R101 5 1,100 SH SOLE 1,100
TRIAD HOSPITALS INC COM 89579K109 8 800 SH SOLE 800
TRIANGLE BANCORP INC COM 895835106 627 33,900 SH SOLE 33,900
TRIANGLE PHARMACEUTICALS COM 89589H104 13 700 SH SOLE 700
TRIAD GUARANTY INC COM 895925105 3 200 SH SOLE 200
TRIARC COMPANIES INC CL A 895927101 772 36,000 SH SOLE 36,000
TRICON GLOBAL RESTAURANTS COM 895953107 7,971 194,700 SH SOLE 194,700
TRIBUNE COMPANY COM 896047107 5,532 111,200 SH OTHER (1) 111,200
TRIBUNE COMPANY COM 896047107 15,204 305,612 SH SOLE 305,612
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TRICO MARINE SERVICES INC COM 896106101 2 300 SH SOLE 300
TRIGON HEALTHCARE COM 89618L100 601 20,800 SH SOLE 20,800
TRIMBLE NAVIGATION LTD COM 896239100 11 1,000 SH SOLE 1,000
TRINET CORP REALTY (REIT) COM 896287109 12 500 SH SOLE 500
TRINITY INDUSTRIES COM 896522109 888 28,750 SH SOLE 28,750
TRIQUINT SEMICONDUCTOR COM 89674K103 26 450 SH SOLE 450
TROPICAL SPORTSWEAR INC COM 89708P102 9 500 SH SOLE 500
TRUE NORTH COMMUNICATIONS COM 897844106 873 24,000 SH SOLE 24,000
THE TRUST CO. OF N.J. COM 898304100 589 25,600 SH SOLE 25,600
TRUSTCO BANK CORPORATION COM 898349105 1,016 34,412 SH SOLE 34,412
TRUSTMARK CORP. COM 898402102 1,024 45,500 SH SOLE 45,500
TUBOSCOPE INC. COM 898600101 803 64,600 SH SOLE 64,600
TUESDAY MORNING COM NEW 899035505 20 800 SH SOLE 800
TUMBLEWEED CO CORP COM 899690101 11 400 SH SOLE 400
TUPPERWARE CORP COM 899896104 2,205 108,878 SH SOLE 108,878
TUT SYSTEMS INC. COM 901103101 8 300 SH SOLE 300
TWENTIETH CENTURY INDUST COM 901272203 1,099 56,700 SH SOLE 56,700
24/7 MEDIA INC. COM 901314104 19 500 SH SOLE 500
TWINLAB CORPORATION COM 901774109 395 44,500 SH SOLE 44,500
TYCO INTERNATIONAL LTD COM 902124106 59,704 578,245 SH SOLE 578,245
TYSON FOODS INC CL A CL A 902494103 2,196 133,600 SH SOLE 133,600
UAL CORP COM 902549500 2,201 33,700 SH SOLE 33,700
UCAR INTERNATIONAL COM 90262K109 1,323 58,000 SH SOLE 58,000
UGI CORPORATION COM 902681105 895 38,500 SH SOLE 38,500
UICI COM 902737105 1,437 56,200 SH SOLE 56,200
UMB FINANCIAL CORP COM 902788108 996 23,862 SH SOLE 23,862
UST CORP COM 902900109 1,894 61,600 SH SOLE 61,600
USX-MARATHON GROUP INC COM 902905827 11,668 398,902 SH SOLE 398,902
UST INCORPORATED COM 902911106 6,828 226,184 SH SOLE 226,184
USA DETERGENTS INC COM 902938109 7 1,400 SH SOLE 1,400
U.S. PLASTIC LUMBER CORP COM 902948108 21 1,700 SH SOLE 1,700
U.S. BANCORP (NEW) COM 902973106 28,454 942,574 SH SOLE 942,574
USA NETWORKS INC. COM 902984103 2,930 75,600 SH SOLE 75,600
URS CORPORATION COM 903236107 515 21,000 SH SOLE 21,000
US CAN CORPORATION COM 90328W105 4 200 SH SOLE 200
U S G CORPORATION COM 903293405 1,411 29,700 SH SOLE 29,700
U.S. FOODSERVICE INC COM 90331R101 1,112 61,800 SH SOLE 61,800
US LEC CORPORATION CL A 90331S109 5 200 SH SOLE 200
USEC INCORPORATED COM 90333E108 17 1,700 SH SOLE 1,700
U.S. INTERACTIVE INC COM 90334M109 9 400 SH SOLE 400
USX-U.S. STEEL GROUP INC COM 90337T101 2,697 104,739 SH SOLE 104,739
UTI ENERGY CORP COM 903387108 4 200 SH SOLE 200
US ONCOLOGY INC CL A 90338W103 1,102 121,588 SH SOLE 121,588
UBID INCORPORATED COM 903469104 17 640 SH SOLE 640
ULTRAK INCORPORATED COM NO PAR 903898401 9 1,500 SH SOLE 1,500
ULTRAMAR DIAMOND SHAMROCK COM 904000106 1,334 52,300 SH SOLE 52,300
ULTRATECH STEPPER INC COM 904034105 354 27,800 SH SOLE 27,800
UNICAPITAL CORPORATION COM 90459D108 4 1,300 SH SOLE 1,300
UNIFI INCORPORATED COM 904677101 252 22,925 SH SOLE 22,925
UNIFIRST CORPORATION COM 904708104 10 700 SH SOLE 700
UNILEVER NV (ADR) NY SHS N Y SHS NEW 904784709 27,042 396,943 SH SOLE 396,943
UNICOM CORPORATION COM 904911104 10,112 273,752 SH SOLE 273,752
UNION CARBIDE CORP COM 905581104 9,514 167,560 SH SOLE 167,560
UNION PACIFIC CORP COM 907818108 15,677 326,177 SH SOLE 326,177
UNION PACIFIC RESOURCES COM 907834105 5,087 316,720 SH SOLE 316,720
UNION PLANTERS COM 908068109 7,840 192,400 SH SOLE 192,400
UNIONBANCAL CORP COM 908906100 3,835 105,800 SH SOLE 105,800
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UNISOURCE ENERGY CORP. COM 909205106 442 37,380 SH SOLE 37,380
UNISYS CORP COM 909214108 17,475 387,265 SH SOLE 387,265
UNIT CORPORATION COM 909218109 2 300 SH SOLE 300
UNITED ASSET MANAGEMENT COM 909420101 760 39,500 SH SOLE 39,500
UNITED COMMUNITY FIN. COM 909839102 10 700 SH SOLE 700
UNITED BANKSHARES INC COM 909907107 1,537 63,200 SH SOLE 63,200
UNITED DOMINION INDUS. COM 909914103 1,093 46,000 SH SOLE 46,000
UNITED DOMINION (REIT) COM 910197102 21 1,900 SH SOLE 1,900
UNITED FIRE & CASUALTY COM 910331107 258 11,200 SH SOLE 11,200
UNITED HEALTHCARE CORP COM 910581107 10,940 224,692 SH SOLE 224,692
UNITED ILLUMINATING COM 910637107 1,001 20,700 SH SOLE 20,700
UNITED NATIONAL BANCORP COM 910909100 12 500 SH SOLE 500
UNITED NATURAL FOODS INC COM 911163103 128 14,600 SH SOLE 14,600
UNITED PARK CITY COM NEW 911315208 6 200 SH SOLE 200
UNITED PAY & UNITED PROV COM 911319101 444 25,200 SH SOLE 25,200
UNITED RENTALS INC. COM 911363109 1,009 46,400 SH SOLE 46,400
US CELLULAR CORP COM 911684108 3,767 55,400 SH SOLE 55,400
US AIRWAYS GROUP COM 911905107 2,412 91,890 SH SOLE 91,890
US HOME CORP COM 911920106 501 18,000 SH SOLE 18,000
U.S. INDUSTRIES INC. COM 912080108 773 49,100 SH SOLE 49,100
US OFFICE PRODUCTS CO COM NEW 912325305 5 1,400 SH SOLE 1,400
US WEST INCORPORATED(NEW) COM 91273H101 1,467 25,700 SH OTHER (1) 25,700
US WEST INCORPORATED(NEW) COM 91273H101 36,407 638,021 SH SOLE 638,021
U.S. TRUST CORP COM 91288L105 1,431 17,800 SH SOLE 17,800
UNITED STATIONERS INC COM 913004107 908 42,600 SH SOLE 42,600
UNITED TECHNOLOGIES COM 913017109 2,450 41,300 SH OTHER (1) 41,300
UNITED TECHNOLOGIES COM 913017109 37,333 629,424 SH SOLE 629,424
UNITED TELEVISION INC. COM 913066106 1,274 11,300 SH SOLE 11,300
UNITED THERAPEUTICS CORP COM 91307C102 14 500 SH SOLE 500
UNITED WATER RESOURCES COM 913190104 1,817 55,700 SH SOLE 55,700
UNITEDGLOBALCOM INC-CL.A CL A 913247508 2,679 37,400 SH SOLE 37,400
UNITIL CORP COM 913259107 15 600 SH SOLE 600
UNITRIN INC COM 913275103 1,748 50,300 SH SOLE 50,300
UNITRODE CORP COM 913283107 1,693 40,300 SH SOLE 40,300
UNIVERSAL CORP COM 913456109 525 20,100 SH SOLE 20,100
UNIVERSAL ELECTRONICS COM 913483103 12 500 SH SOLE 500
UNIVERSAL FOODS CORP COM 913538104 826 36,000 SH SOLE 36,000
UNIVERSAL FOREST PRODUCTS COM 913543104 400 30,600 SH SOLE 30,600
UNIVERSAL HEALTH REALTY SH BEN INT 91359E105 9 500 SH SOLE 500
UNIVERSAL HEALTH SERVICES CL B 913903100 274 10,600 SH SOLE 10,600
UNIVISION COMM INC CL A 914906102 4,630 56,900 SH SOLE 56,900
UNOCAL CORP COM 915289102 11,432 308,450 SH SOLE 308,450
UNOVA INCORPORATED COM 91529B106 896 67,000 SH SOLE 67,000
UNUMPROVIDENT CORP COM 91529Y106 8,991 305,423 SH SOLE 305,423
USFREIGHTWAYS CORP COM 916906100 1,819 38,400 SH SOLE 38,400
URBAN OUTFITTERS INC COM 917047102 11 500 SH SOLE 500
URBAN SHOPPING CENTERS COM 917060105 12 400 SH SOLE 400
U.S. INTERNETWORKING INC COM 917311805 25 800 SH SOLE 800
USWEB CORPORATION COM 917327108 1,596 46,500 SH SOLE 46,500
UTILICORP UNITED INC COM 918005109 951 45,150 SH SOLE 45,150
V F CORP COM 918204108 4,131 133,262 SH SOLE 133,262
VIB CORP COM 91823H106 14 1,500 SH SOLE 1,500
VAIL RESORTS INC COM 91879Q109 856 36,900 SH SOLE 36,900
VALASSIS COMMUNICATIONS COM 918866104 1,692 38,500 SH SOLE 38,500
VALHI INC COM 918905100 679 62,400 SH SOLE 62,400
VALERO ENERGY CORP COM 91913Y100 397 20,600 SH SOLE 20,600
VALLEY NATIONAL BANCORP COM 919794107 941 37,828 SH SOLE 37,828
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VALMONT INDUSTRIES COM 920253101 540 32,000 SH SOLE 32,000
VALSPAR CORP COM 920355104 735 22,500 SH SOLE 22,500
VALUE CITY DEPT. STORES COM 920387107 650 43,300 SH SOLE 43,300
VALUE AMERICA INC COM 92038N102 10 800 SH SOLE 800
VALUE LINE INC COM 920437100 387 11,100 SH SOLE 11,100
VALUE VISION INT'L CL A 92047K107 13 500 SH SOLE 500
VARCO INTL INC COM 922126107 1,016 83,400 SH SOLE 83,400
VARIAN INC. COM 922206107 23 1,300 SH SOLE 1,300
VARIAN SEMICONDUCTOR EQUI COM 922207105 13 600 SH SOLE 600
VARIAN MEDICAL SYSTEMS COM 92220P105 960 43,900 SH SOLE 43,900
VASTAR RESOURCES INC. COM 922380100 3,860 61,700 SH SOLE 61,700
VEECO INSTRUMENTS INC COM 922417100 557 19,900 SH SOLE 19,900
VENATOR GROUP INC. COM 922944103 1,445 168,800 SH SOLE 168,800
VERIO INCORPORATED COM 923433106 43 1,400 SH SOLE 1,400
VERITAS SOFTWARE CORP COM 923436109 7,617 100,300 SH SOLE 100,300
VERITY INCORPORATED COM 92343C106 14 200 SH SOLE 200
VERISIGN INC. COM 92343E102 107 1,000 SH SOLE 1,000
VERITAS DGC INC. COM 92343P107 8 400 SH SOLE 400
VERTEX PHARMACEUTICALS COM 92532F100 1,100 35,400 SH SOLE 35,400
VERTICAL NET COM 92532L107 22 600 SH SOLE 600
VESTA INSURANCE GROUP COM 925391104 10 2,300 SH SOLE 2,300
VETERINARY CTRS OF AMER COM 925514101 295 25,800 SH SOLE 25,800
VIACOM INC CLASS B CL B 925524308 38,030 900,126 SH SOLE 900,126
VIATEL INC COM 925529208 1,215 41,100 SH SOLE 41,100
VIAD CORPORATION COM 92552R109 1,623 55,000 SH SOLE 55,000
VIANT CORPORATION COM 92553N107 24 500 SH SOLE 500
VICAL INC COM 925602104 10 700 SH SOLE 700
VICOR CORP COM 925815102 1,078 47,500 SH SOLE 47,500
VIGNETTE CORP. COM 926734104 54 600 SH SOLE 600
VIDEOSERVER INC COM 926918103 9 1,200 SH SOLE 1,200
VINTAGE PETROLEUM INC COM 927460105 1,135 84,100 SH SOLE 84,100
VIRCO MFG CORP COM 927651109 14 880 SH SOLE 880
VIRGINIA CAP BANCSHARES COM 927758102 3 200 SH SOLE 200
VISIO CORPORATION COM 927914101 1,503 38,300 SH SOLE 38,300
VIROPHARMA INC. COM 928241108 22 1,000 SH SOLE 1,000
VISHAY INTERTECHNOLOGY COM 928298108 2,408 101,375 SH SOLE 101,375
VISTA BANCORP COM 92830R103 14 800 SH SOLE 800
VISTA INFO SOLUTIONS INC COM NEW 928365204 5 1,500 SH SOLE 1,500
VISTANA COM 92839P108 9 600 SH SOLE 600
VISUAL NETWORKS INC. COM 928444108 21 500 SH SOLE 500
VISX INCORPORATED COM 92844S105 3,267 41,300 SH SOLE 41,300
VITAL SIGNS INC COM 928469105 49 2,400 SH SOLE 2,400
VITESSE SEMICONDUCTOR COM 928497106 3,961 46,400 SH SOLE 46,400
VLASIC FOODS INTL COM 928559103 396 57,100 SH SOLE 57,100
VODAFONE GRP PLC ADR SPONSORED ADR 92857T107 38,206 160,700 SH SOLE 160,700
VOICESTREAM WIRELESS CORP COM 928615103 111 1,800 SH SOLE 1,800
VOLT INFO SCIENCES COM 928703107 509 21,000 SH SOLE 21,000
VORNADO REALTY (REIT) SH BEN INT 929042109 55 1,700 SH SOLE 1,700
VULCAN MATERIALS COM 929160109 4,234 115,600 SH SOLE 115,600
W-D 40 COMPANY COM 929236107 487 21,000 SH SOLE 21,000
WFS FINANCIAL INC COM 92923B106 12 600 SH SOLE 600
WHX CORPORATION COM 929248102 33 3,300 SH SOLE 3,300
WICOR INC COM 929253102 1,558 53,600 SH SOLE 53,600
WMS INDUSTRIES INC. COM 929297109 8 700 SH SOLE 700
WPS RESOURCES CORP COM 92931B106 898 32,000 SH SOLE 32,000
WSFS FIN'L CORP COM 929328102 14 1,000 SH SOLE 1,000
WABASH NATL CORP COM 929566107 680 33,500 SH SOLE 33,500
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WACHOVIA CORPORATION COM 929771103 20,826 264,875 SH SOLE 264,875
WACKENHUT CORP COM SER A 929794105 356 18,000 SH SOLE 18,000
WACKENHUT CORRECTIONS COM 929798106 357 26,700 SH SOLE 26,700
WADDELL & REED FINANCIAL CL A 930059100 29 1,300 SH SOLE 1,300
WAL-MART STORES INC COM 931142103 6,982 146,800 SH OTHER (1) 146,800
WAL-MART STORES INC COM 931142103 271,233 5,702,662 SH SOLE 5,702,662
WALDEN RESIDENTIAL (REIT) COM 931210108 15 700 SH SOLE 700
WALGREEN CO COM 931422109 32,570 1,283,556 SH SOLE 1,283,556
WALL DATA INCORPORATED COM 932045107 17 3,100 SH SOLE 3,100
WALLACE COMPUTER COM 932270101 1,021 50,400 SH SOLE 50,400
WALTER INDUSTRIES COM 93317Q105 833 61,700 SH SOLE 61,700
WARNACO GROUP CL A 934390105 540 29,600 SH SOLE 29,600
WARNER LAMBERT CO COM 934488107 2,655 40,000 SH OTHER (1) 40,000
WARNER LAMBERT CO COM 934488107 75,113 1,131,645 SH SOLE 1,131,645
WASHINGTON FEDERAL INC. COM 938824109 931 40,140 SH SOLE 40,140
WASHINGTON GAS & LIGHT COM 938837101 838 30,900 SH SOLE 30,900
WASHINGTON MUTUAL INC COM 939322103 22,578 771,911 SH SOLE 771,911
WASHINGTON POST CLASS B CL B 939640108 867 1,700 SH OTHER (1) 1,700
WASHINGTON POST CLASS B CL B 939640108 3,264 6,400 SH SOLE 6,400
WASHINGTON REIT SH BEN INT 939653101 11 700 SH SOLE 700
WASHINGTON TRUST BANCORP COM 940610108 11 700 SH SOLE 700
WASTE CONNECTIONS INC. COM 941053100 10 500 SH SOLE 500
WASTE MANAGEMENT INC COM 94106L109 15,262 792,839 SH SOLE 792,839
WATERS CORPORATION COM 941848103 1,956 32,300 SH SOLE 32,300
WATKINS JOHNSON CO. COM 942486101 44 1,300 SH SOLE 1,300
WATSCO INC COM 942622200 481 42,300 SH SOLE 42,300
WATSON PHARMACEUTICAL COM 942683103 3,631 118,800 SH SOLE 118,800
WATTS INDUSTRIES 'A' CL A 942749102 672 30,900 SH SOLE 30,900
WAUSAU-MOSINEE PAPER CORP COM 943315101 791 65,225 SH SOLE 65,225
WAVE SYSTEMS CORP. CL A 943526103 10 900 SH SOLE 900
WEATHERFORD INTERNATIONAL COM 947074100 2,078 64,930 SH SOLE 64,930
WEBB (DEL E.) CORP COM 947423109 486 22,100 SH SOLE 22,100
WEBSTER FINANCIAL CORP. COM 947890109 1,214 47,600 SH SOLE 47,600
WEB TRENDS CORP COM 94844D104 13 300 SH SOLE 300
WEINGARTEN REALTY (REIT) SH BEN INT 948741103 22 600 SH SOLE 600
WEIS MARKETS INC COM 948849104 846 24,700 SH SOLE 24,700
WELLMAN INC COM 949702104 11 600 SH SOLE 600
WELLPOINT HEALTH NETWORKS CL A 94973H108 5,297 92,925 SH SOLE 92,925
WELLS FARGO COMPANY COM 949746101 85,214 2,150,512 SH SOLE 2,150,512
WENDYS INTL INC COM 950590109 4,122 156,275 SH SOLE 156,275
WERNER ENTERPRISES INC COM 950755108 1,150 65,262 SH SOLE 65,262
WESBANCO INC COM 950810101 589 23,100 SH SOLE 23,100
WESCO FINANCIAL CORP COM 950817106 1,057 3,900 SH SOLE 3,900
WESCO INTERNATIONAL INC COM 95082P105 11 800 SH SOLE 800
WESLEY JESSEN VISIONCARE COM 951018100 733 23,500 SH SOLE 23,500
WEST MARINE INCORPORATED COM 954235107 8 1,000 SH SOLE 1,000
WEST PHARMACEUTICAL SVCS COM 955306105 706 18,600 SH SOLE 18,600
WEST TELESERVICES CORP COM 956188106 772 74,400 SH SOLE 74,400
WESTAFF INCORPORATED COM 957070105 8 1,400 SH SOLE 1,400
WESTAMERICA BANCORP COM 957090103 532 17,600 SH SOLE 17,600
WESTELL TECH. INC. CL A 957541105 9 1,100 SH SOLE 1,100
WESTERN BANCORP COM 957683105 1,035 26,800 SH SOLE 26,800
WESTCORP COM 957907108 9 600 SH SOLE 600
WESTERN DIGITAL CORP. COM 958102105 75 19,900 SH SOLE 19,900
WESTERN GAS RESOURCES COM 958259103 15 800 SH SOLE 800
WESTERN RESOURCES INC. COM 959425109 1,037 48,531 SH SOLE 48,531
WESTERN WIRELESS CL A CL A 95988E204 2,677 59,700 SH SOLE 59,700
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WESTERNBANK PUERTO RICO COM 959897109 12 1,000 SH SOLE 1,000
WESTFIELD AMER INC COM 959910100 19 1,400 SH SOLE 1,400
WESTINGHOUSE AIR BRAKE COM 960386100 713 39,200 SH SOLE 39,200
WESTPOINT STEVENS INC COM 961238102 827 35,000 SH SOLE 35,000
WESTVACO CORP COM 961548104 3,490 136,213 SH SOLE 136,213
WESTWOOD ONE INC COM 961815107 3,100 68,700 SH SOLE 68,700
WET SEAL INC. CL A CL A 961840105 265 16,000 SH SOLE 16,000
WEYERHAEUSER COMPANY COM 962166104 14,793 256,717 SH SOLE 256,717
WHIRLPOOL CORP COM 963320106 6,450 98,756 SH SOLE 98,756
WHITE MTNS INSURANCE GRP. COM 964126106 883 6,509 SH SOLE 6,509
WHITEHALL JEWELLERS INC COM 965063100 12 400 SH SOLE 400
WHITMAN CORPORATION COM 96647R107 1,076 75,500 SH SOLE 75,500
WHITNEY HOLDING CORP COM 966612103 1,086 31,600 SH SOLE 31,600
WHITTMAN-HART INC COM 966834103 1,400 36,100 SH SOLE 36,100
WHOLE FOODS MARKET INC COM 966837106 478 14,600 SH SOLE 14,600
WILD OATES MARKETS COM 96808B107 683 17,300 SH SOLE 17,300
WILEY (JOHN) & SONS-CL A CL A 968223206 1,688 107,600 SH SOLE 107,600
WILLAMETTE INDUSTRIES INC COM 969133107 6,134 142,232 SH SOLE 142,232
WILLIAMS COMPANIES INC COM 969457100 20,782 555,125 SH SOLE 555,125
WILLIAMS-SONOMA INC COM 969904101 1,408 29,000 SH SOLE 29,000
WILMINGTON TRUST CORP COM 971807102 724 14,900 SH SOLE 14,900
WIND RIVER SYSTEMS COM 973149107 304 16,000 SH SOLE 16,000
WINDMERE-DURABLE HLDGS COM 973411101 2 200 SH SOLE 200
WINN DIXIE STORES INC COM 974280109 5,487 184,811 SH SOLE 184,811
WINNEBAGO INDUSTRIES COM 974637100 697 29,100 SH SOLE 29,100
WINSTAR COMMUNICATIONS COM 975515107 1,285 32,900 SH SOLE 32,900
WISCONSIN CENTRAL COM 976592105 886 64,700 SH SOLE 64,700
WISCONSIN ENERGY CORP COM 976657106 1,451 61,900 SH SOLE 61,900
WIT CAPITAL GROUP INC COM 97737K309 7 400 SH SOLE 400
WOLVERINE TUBE INC COM 978093102 54 3,500 SH SOLE 3,500
WOLVERINE WORLD WIDE COM 978097103 687 60,400 SH SOLE 60,400
WOODWARD GOVERNOR COM 980745103 5 200 SH SOLE 200
WORLD ACCEPTANCE CORP. COM 981419104 8 1,400 SH SOLE 1,400
WORLD ACCESS INC COM 98141A101 654 58,500 SH SOLE 58,500
WORLDPOINT COMMUNICATIONS COM 98155J105 0 600 SH SOLE 600
WORLDGATE COMMUNICATIONS COM 98156L307 11 500 SH SOLE 500
WORTHINGTON FOODS COM 981809106 10 700 SH SOLE 700
WORTHINGTON INDUSTRIES COM 981811102 1,088 64,002 SH SOLE 64,002
WRIGLEY WM. JR. CO COM 982526105 10,235 148,743 SH SOLE 148,743
WYMAN-GORDAN CO. COM 983085101 783 41,900 SH SOLE 41,900
WYNDHAM INTL INC CL A 983101106 8 3,200 SH SOLE 3,200
WYNNS INTERNATIONAL INC. COM 983195108 398 25,000 SH SOLE 25,000
X-RITE INC COM 983857103 13 2,000 SH SOLE 2,000
XCEED INC COM 98388N105 11 500 SH SOLE 500
XILINX INC COM 983919101 5,891 89,900 SH SOLE 89,900
XIRCOM COM 983922105 1,264 29,600 SH SOLE 29,600
XEROX CORP COM 984121103 35,224 839,924 SH SOLE 839,924
XL CAPITAL LTD. CLASS-A CL A G98255105 8 183 SH SOLE 183
XOMED SURGICAL PRODUCTS COM 98412V107 872 15,300 SH SOLE 15,300
XTRA CORP COM 984138107 652 16,400 SH SOLE 16,400
XOOM.COM INC COM 98413F101 20 400 SH SOLE 400
YAHOO INC. COM 984332106 27,960 155,766 SH SOLE 155,766
THE YANKEE CANDLE CO INC. COM 984757104 17 900 SH SOLE 900
YANKEE ENERGY SYSTEMS COM 984779108 9 200 SH SOLE 200
YELLOW CORPORATION COM 985509108 532 32,100 SH SOLE 32,100
YORK INTERNATIONAL CORP COM 986670107 870 24,200 SH SOLE 24,200
YORK RESEARCH COM 987048105 5 1,100 SH SOLE 1,100
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
YOUNG & RUBICAM INC COM 987425105 57 1,300 SH SOLE 1,300
YOUNG BROADCASTING CL A 987434107 770 14,700 SH SOLE 14,700
YOUNG INNOVATIONS INC COM 987520103 8 600 SH SOLE 600
ZALE CORPORATION COM 988858106 2,341 61,100 SH SOLE 61,100
ZAPATA CORP COM NEW 989070503 8 1,600 SH SOLE 1,600
ZEBRA TECH CORP. CL A 989207105 1,755 38,600 SH SOLE 38,600
ZENITH NATIONAL INS CO COM 989390109 534 25,000 SH SOLE 25,000
ZIFF-DAVIS INC. COM ZD 989511100 31 1,900 SH SOLE 1,900
ZILA INC. COM PAR $0.01 989513205 133 40,000 SH SOLE 40,000
ZIONS BANCORPORATION COM 989701107 2,652 48,100 SH SOLE 48,100
ZOMAX INCORPORATED COM 989929104 26 1,000 SH SOLE 1,000
TOTAL REPORT 15,360,885
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</TABLE>
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