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Previous: TRILLIUM ASSET MANAGEMENT CORP, 13F-HR, 2000-08-11 |
Next: FENIMORE ASSET MANAGEMENT INC, 13F-HR, 2000-08-11 |
<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: June 30, 2000
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, California, August 11, 2000
[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.)
<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:
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 3,315
Form 13F Information Table Value Total: $18,727,514 (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.
No. Form 13F File Number Name
1 28-5764 Symphony Asset Management, Inc.
Charles Schwab Investment Management, Inc. ("CSIM") is a wholly-owned direct
subsidiary of The Charles Schwab Corporation ("Schwab"), which is a publicly
traded company. U.S. Trust Corporation ("UST"), which is also a wholly-owned
direct subsidiary of Schwab, files a separate report on Form 13F, via its
subsidiary, the United States Trust Company of New York, under File Number
28-380. Neither CSIM nor UST has any power or influence with respect to the
voting or disposition of securities reflected in the other's Form 13F.
<PAGE>
FORM 13F - as of 6/30/00
Charles Schwab Investment Management, Inc. (CSIM)
<TABLE>
<CAPTION>
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------- -------------------------
VOTING AUTHORITY
-------------------------
TITLE OF VALUE SHARES/ SH/ PUT/ INVSTM OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT RN CALL DSCRET MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AAR CORP COM 000361105 754 62,800 SH SOLE 62,800
ABC BANCORP. COM 000400101 12 1,200 SH SOLE 1,200
ADC TELECOMMUNICATIONS COM 000886101 3,607 43,000 SH OTHER 43,000
ADC TELECOMMUNICATIONS COM 000886101 32,700 389,860 SH SOLE 389,860
ACTV INC. COM 00088E104 1,643 110,000 SH SOLE 110,000
ABM INDUSTRIES INC COM 000957100 1,201 52,200 SH SOLE 52,200
ACE LIMITED ORD G0070K103 15 520 SH SOLE 520
ACT NETWORKS INC COM 000975102 20 1,300 SH SOLE 1,300
AEP INDUSTRIES INC COM 001031103 10 400 SH SOLE 400
AFLAC INC COM 001055102 16,292 354,650 SH SOLE 354,650
AGCO CORPORATION COM 001084102 1,623 132,500 SH SOLE 132,500
AGL RESOURCES COM 001204106 1,925 120,800 SH SOLE 120,800
AHL SERVICES INC COM 001296102 219 35,700 SH SOLE 35,700
AES CORPORATION COM 00130H105 25,780 565,036 SH SOLE 565,036
AK STEEL HOLDING CORP COM 001547108 475 59,327 SH SOLE 59,327
AMB PROPERTY CORP COM 00163T109 52 2,300 SH SOLE 2,300
AMC ENTERTAINMENT INC COM 001669100 7 1,400 SH SOLE 1,400
AMDOCS LTD. ORD G02602103 9 111 SH SOLE 111
AMFM INC COM 001693100 8,611 124,798 SH SOLE 124,798
AMLI RESIDENTIAL PPT SH BEN INT 001735109 12 500 SH SOLE 500
AMR CORP. COM 001765106 5,221 197,484 SH SOLE 197,484
AT&T CORP COM 001957109 1,841 58,200 SH OTHER (1) 58,200
AT&T CORP COM 001957109 155,145 4,905,759 SH SOLE 4,905,759
AT&T CORP-LIBERTY MEDIA A COM LIB GRP A 001957208 29 1,206 SH SOLE 1,206
A S V INC COM 001963107 10 700 SH SOLE 700
ATG INCORPORATED COM 00206P106 3 1,100 SH SOLE 1,100
ATMI INCORPORATED COM 00207R101 2,823 60,700 SH SOLE 60,700
AVT CORP COM 002420107 544 73,700 SH SOLE 73,700
AVX CORP COM 002444107 2,330 101,600 SH SOLE 101,600
AXA FINANCIAL INC. COM 002451102 8,082 237,700 SH OTHER (1) 237,700
AXA FINANCIAL INC. COM 002451102 8,786 258,400 SH SOLE 258,400
AARON RENTS INC COM 002535201 41 3,300 SH SOLE 3,300
AARON RENTS INC CL A 002535300 656 42,000 SH SOLE 42,000
ABBOTT LABS COM 002824100 87,976 1,974,219 SH SOLE 1,974,219
ABERCROMBIE & FITCH CL A CL A 002896207 821 67,400 SH SOLE 67,400
ABGENIX INCORPORATED COM 00339B107 10,416 86,900 SH SOLE 86,900
ABIOMED INC COM 003654100 12 400 SH SOLE 400
ABOUT.COM INC COM 003736105 16 500 SH SOLE 500
ACACIA RESEARCH CORP COM 003881109 7 300 SH SOLE 300
ACCLAIM ENTMT INC. COM PAR $0.02 004325205 173 120,500 SH SOLE 120,500
ACCRUE SOFTWARE INC COM 00437W102 28 800 SH SOLE 800
ACETO CORPORATION COM 004446100 6 500 SH SOLE 500
ACKERLY GROUP INC COM 004527107 603 51,300 SH SOLE 51,300
ACLARA BIOSCIENCES INC COM 00461P106 56 1,100 SH SOLE 1,100
ACME COMMUNICATIONS INC COM 004631107 13 700 SH SOLE 700
ACNIELSON CORP COM 004833109 801 36,400 SH SOLE 36,400
Page 1 of 59
<PAGE>
ACTIVISION INC COM NEW 004930202 348 53,600 SH SOLE 53,600
ARCTRADE INTERNATIONAL COM 004931101 21 1,000 SH SOLE 1,000
ACTION PERFORMANCE COS INC. COM 004933107 9 4,300 SH SOLE 4,300
ACTEL CORP COM 004934105 2,523 55,300 SH SOLE 55,300
ACTIVE SOFTWARE INC. COM 00504E100 62 800 SH SOLE 800
ACTUATE CORPORATION COM 00508B102 3,245 60,800 SH SOLE 60,800
ACUSON CORP COM 005113105 807 59,800 SH SOLE 59,800
ACXIOM CORPORATION COM 005125109 1,155 42,400 SH SOLE 42,400
ADAM.COM INC COM 00547M101 6 1,500 SH SOLE 1,500
ADAPTIVE BROADBAND CORP COM 00650M104 3,014 82,000 SH SOLE 82,000
ADAPTEC INC. COM 00651F108 3,176 139,600 SH SOLE 139,600
ADECCO SA-ADR SPONSORED ADR 006754105 13 127 SH SOLE 127
ADELPHIA BUSINESS SOLUT. CL A 006847107 21 900 SH SOLE 900
ADELPHIA COMM-CL A CL A 006848105 2,719 58,000 SH OTHER (1) 58,000
ADELPHIA COMM-CL A CL A 006848105 3,043 64,907 SH SOLE 64,907
ADMINISTAFF INC COM 007094105 89 1,400 SH SOLE 1,400
ADOBE SYSTEMS INC COM 00724F101 20,307 156,204 SH SOLE 156,204
ADTRAN INC COM 00738A106 1,395 23,300 SH SOLE 23,300
ADVANCED PARADIGM COM 007491103 947 46,200 SH SOLE 46,200
ADVANCED DIGITAL INFO. COM 007525108 1,767 110,900 SH SOLE 110,900
ADVANCED TECHNICAL PRDTS COM 007548100 2 400 SH SOLE 400
ADVANCED FIBRE COM 00754A105 1,097 24,200 SH OTHER (1) 24,200
ADVANCED FIBRE COM 00754A105 2,093 46,200 SH SOLE 46,200
ADVANCED RADIO TELECOM COM 00754U101 901 61,600 SH SOLE 61,600
ADVEST GROUP INC. COM 007566102 15 700 SH SOLE 700
ADVANTAGE LEARNING COM 00757K100 1,122 73,000 SH SOLE 73,000
ADVO SYSTEMS INC COM 007585102 1,852 44,100 SH SOLE 44,100
AEROFLEX INC COM 007768104 20 400 SH SOLE 400
ADVANCED MICRO DEVICES COM 007903107 14,638 189,494 SH SOLE 189,494
ADVANTA CORP-CLASS A CL A 007942105 739 60,609 SH SOLE 60,609
ADVANCED ENERGY INDUSTRIES COM 007973100 3,666 62,200 SH SOLE 62,200
ADVENT SOFTWARE INC. COM 007974108 4,160 64,500 SH SOLE 64,500
AETHER SYSTEMS INC COM 00808V105 205 1,000 SH SOLE 1,000
AETNA INCORPORATED COM 008117103 11,632 181,225 SH SOLE 181,225
AFFILIATED COMPUTER SVCS CL A 008190100 1,035 31,300 SH SOLE 31,300
AFFILIATED MANAGERS GROUP COM 008252108 2,161 47,500 SH SOLE 47,500
AFFYMETRIX INC COM 00826T108 2,394 14,500 SH SOLE 14,500
AG CHEM EQUIP INC COM 008363103 9 1,400 SH SOLE 1,400
AGENCY.COM LTD COM 008447104 14 800 SH SOLE 800
AGILENT TECH INC COM 00846U101 366 4,958 SH OTHER (1) 4,958
AGILENT TECH INC COM 00846U101 24,562 333,039 SH SOLE 333,039
AGILE SOFTWARE CORP COM 00846X105 85 1,200 SH SOLE 1,200
AGRIBRANDS INTL INC COM 00849R105 994 23,700 SH SOLE 23,700
AIR PRODUCTS & CHEMICALS COM 009158106 9,249 300,158 SH SOLE 300,158
AIRBORNE FREIGHT COM 009266107 1,998 105,500 SH SOLE 105,500
AIRGAS INCORPORATED COM 009363102 841 147,900 SH SOLE 147,900
AIRGATE PCS INC. COM 009367103 16 300 SH SOLE 300
AIRNET COMMUNICATIONS COM 00941P106 13 500 SH SOLE 500
AIRTRAN HOLDINGS INC COM 00949P108 4 1,000 SH SOLE 1,000
AKAMAI TECHNOLOGIES COM 00971T101 52 438 SH SOLE 438
ALBAMA NATL. BANCORP COM 010317105 8 400 SH SOLE 400
ALAMOSA PCS HOLDINGS COM 011593100 29 1,400 SH SOLE 1,400
ALASKA AIRGROUP INC COM 011659109 1,587 58,500 SH SOLE 58,500
ALASKA COMM SYSTEMS GROUP COM 01167P101 11 1,100 SH SOLE 1,100
ALBANY INTERNATIONAL CL A 012348108 940 64,801 SH SOLE 64,801
ALBANY MOLECULAR RESEARCH COM 012423109 22 400 SH SOLE 400
Page 2 of 59
<PAGE>
ALBEMARLE CORP COM 012653101 1,989 100,700 SH SOLE 100,700
ALBERTO CULVER - CL B CL B CONV 013068101 1,810 59,217 SH SOLE 59,217
ALBERTSONS INC COM 013104104 1,988 59,800 SH OTHER (1) 59,800
ALBERTSONS INC COM 013104104 18,353 551,956 SH SOLE 551,956
ALCAN ALUMINUM - ADR COM 013716105 4,951 159,701 SH SOLE 159,701
ALCOA INC COM 013817101 2,581 89,000 SH OTHER (1) 89,000
ALCOA INC COM 013817101 32,945 1,136,038 SH SOLE 1,136,038
ALCATEL ALSTHOM - ADR SPONSORED ADR 013904305 42 638 SH SOLE 638
ALEXANDER & BALDWIN COM 014482103 2,054 93,100 SH SOLE 93,100
ALEXANDRIA REAL EST COM 015271109 17 500 SH SOLE 500
ALEXION PHARMACEUTICALS COM 015351109 29 400 SH SOLE 400
ALFA CORPORATION COM 015385107 1,456 83,200 SH SOLE 83,200
ALKERMES INC COM 01642T108 5,523 117,200 SH SOLE 117,200
ALLAIRE CORPORATION COM 016714107 29 800 SH SOLE 800
ALLEGHANY CORP COM 017175100 540 3,212 SH SOLE 3,212
ALLEGHENY ENERGY INC COM 017361106 1,777 64,900 SH SOLE 64,900
ALLEGHENY TECHNOLOGIES COM 01741R102 2,122 117,910 SH SOLE 117,910
ALLEGIANCE TELECOM INC. COM 01747T102 3,981 62,200 SH SOLE 62,200
ALLEN TELECOM INC COM 018091108 119 6,700 SH SOLE 6,700
ALLERGAN INCORPORATED COM 018490102 7,174 96,300 SH OTHER (1) 96,300
ALLERGAN INCORPORATED COM 018490102 12,633 169,570 SH SOLE 169,570
ALLIANCE CAP. MGMT HOLD UNIT LTD PARTN 01855A101 232 4,900 SH SOLE 4,900
ALLIANCE PHARMACEUTICAL COM 018773101 12 1,100 SH SOLE 1,100
ALLIANCE SEMICONDUCTOR COM 01877H100 2,461 100,200 SH SOLE 100,200
ALLIANT ENERGY CORP COM 018802108 1,219 46,900 SH SOLE 46,900
ALLIANT TECHSYSTEMS INC COM 018804104 1,376 20,400 SH SOLE 20,400
ALLIED CAPITAL CORP COM 01903Q108 320 18,800 SH SOLE 18,800
ALLIED RISER COMMUNICATIONS COM 019496108 20 1,400 SH SOLE 1,400
ALLIED WASTE INDUSTRIES COM 019589308 2,339 233,865 SH SOLE 233,865
ALLMERICA FINANCIAL CORP COM 019754100 1,645 31,400 SH SOLE 31,400
ALLOY ONLINE INC COM 019855105 2 200 SH SOLE 200
ALLSCRIPTS INC COM 019886100 14 600 SH SOLE 600
ALLSTATE CORP COM 020002101 21,365 960,240 SH SOLE 960,240
ALLTEL CORPORATION COM 020039103 25,295 408,392 SH SOLE 408,392
ALLTRISTA CORP COM 020040101 4 200 SH SOLE 200
ALPHA INDUSTRIES COM 020753109 1,013 23,000 SH SOLE 23,000
ALPHARMA INC. CL A 020813101 4,648 74,667 SH SOLE 74,667
ALTERA CORPORATION COM 021441100 26,558 260,537 SH SOLE 260,537
ALTEON WEBSYSTEMS INC COM 02145A109 220 2,200 SH SOLE 2,200
ALTERRA HEALTHCARE CORP COM 02146C104 6 3,200 SH SOLE 3,200
ALZA CORP COM 022615108 7,803 131,978 SH SOLE 131,978
AMAZON.COM INC. COM 023135106 7,339 202,100 SH SOLE 202,100
AMBAC FINANCIAL GROUP INC COM 023139108 2,560 46,700 SH SOLE 46,700
AMCAST INDUSTRIAL CORP. COM 023395106 15 1,700 SH SOLE 1,700
AMCOL INTERNATIONAL CORP COM 02341W103 939 56,900 SH SOLE 56,900
AMERADA HESS CO COM 023551104 7,465 120,892 SH SOLE 120,892
AMERCO COM 023586100 968 48,400 SH SOLE 48,400
AMEREN CORPORATION COM 023608102 6,114 181,143 SH SOLE 181,143
AMERICA ONLINE INC COM 02364J104 154,714 2,932,967 SH SOLE 2,932,967
AMERICA W. HOLDINGS CORP CL B 023657208 1,286 75,100 SH SOLE 75,100
AMCORE FINANCIAL COM 023912108 1,056 57,650 SH SOLE 57,650
AMERICAN AXLE & MFG HOLD COM 024061103 16 1,100 SH SOLE 1,100
AMERICAN BANK CONN WATER. COM 024327108 12 600 SH SOLE 600
AMERICAN CLASSIC VOYAGES COM 024928103 912 44,200 SH SOLE 44,200
AMER CAP STRATEGIES LTD COM 024937104 1,203 50,400 SH SOLE 50,400
AMERICAN ELECTRIC POWER COM 025537101 11,634 392,700 SH SOLE 392,700
AMERICAN EAGLE OUTFITTERS COM 02553E106 379 27,100 SH SOLE 27,100
Page 3 of 59
<PAGE>
AMERICAN EXPRESS CO COM 025816109 91,325 1,752,037 SH SOLE 1,752,037
AMERICAN FINANCIAL GROUP COM 025932104 883 35,600 SH SOLE 35,600
AMERICAN FREIGHTWAYS COM 02629V108 1,082 74,600 SH SOLE 74,600
AMERICAN GENERAL CORP COM 026351106 19,907 326,345 SH SOLE 326,345
AMERICAN GREETINGS - CL A CL A 026375105 1,308 68,857 SH SOLE 68,857
AMERICAN HOME PRODUCTS COM 026609107 98,718 1,680,310 SH SOLE 1,680,310
AMERICAN INT'L GROUP COM 026874107 7,215 61,400 SH OTHER (1) 61,400
AMERICAN INT'L GROUP COM 026874107 236,496 2,012,729 SH SOLE 2,012,729
AMERICAN ITALIAN PASTA CO CL A 027070101 877 42,400 SH SOLE 42,400
AMERICAN MNGMT SYSTEMS COM 027352103 755 23,000 SH SOLE 23,000
AMERCAN NATNL CAN GROUP COM 027714104 24 1,400 SH SOLE 1,400
AMER. NAT. INSURANCE COM 028591105 770 15,100 SH SOLE 15,100
AMERICAN RETIREMENT COM 028913101 4 700 SH SOLE 700
AMERICAN POWER CONVERSION COM 029066107 9,408 230,525 SH SOLE 230,525
AMERICAN REAL ESTATE DEPOSITRY UNIT 029169109 12 1,300 SH SOLE 1,300
AMERICAN REALTY COM PAR $.01 NEW 029177409 7 700 SH SOLE 700
AMERICAN STANDARD COS INC COM 029712106 1,533 37,400 SH SOLE 37,400
AMERICAN STATES WATER CO. COM 029899101 631 21,200 SH SOLE 21,200
AMERICAN TOWER SYSTEMS CL A 029912201 3,539 84,900 SH SOLE 84,900
AMERICAN SUPERCONDUCTOR COM 030111108 34 700 SH SOLE 700
AMERICAN WATER WORKS COM 030411102 1,428 57,100 SH SOLE 57,100
AMERICAN XTAL TECHNOLOGY COM 030514103 17 400 SH SOLE 400
AMERICREDIT CORPORATION COM 03060R101 969 57,000 SH SOLE 57,000
AMERIPATH INCORPORATED COM 03071D109 17 1,900 SH SOLE 1,900
AMERISOURCE HEALTH CORP CL A 03071P102 3,422 110,400 SH SOLE 110,400
AMERITRADE HOLDING-CL A CL A 03072H109 1,097 94,400 SH SOLE 94,400
AMERUS LIFE HOLDINGS CL-A COM 030732101 1,103 53,500 SH SOLE 53,500
AMES DEPARTMENT STORES COM NEW 030789507 518 66,800 SH SOLE 66,800
AMETEK INC. COM 031100100 1,194 68,200 SH SOLE 68,200
AMGEN INC COM 031162100 92,211 1,312,616 SH SOLE 1,312,616
AMKOR TECHNOLOGY INC. COM 031652100 131 3,700 SH SOLE 3,700
AMRESCO CAPITAL TRUST COM SH BEN INT 031919103 13 1,300 SH SOLE 1,300
AMPHENOL CORP CL A 032095101 1,589 24,000 SH SOLE 24,000
AMSOUTH BANCORPORATION COM 032165102 8,199 520,578 SH SOLE 520,578
AMYLIN PHARMACETICALS COM 032346108 26 1,700 SH SOLE 1,700
AMTRAN INC COM 03234G106 7 600 SH SOLE 600
ANACOMP INC (DEL) COM 032371106 2 600 SH SOLE 600
ANADARKO PETE CORP COM 032511107 8,612 174,650 SH SOLE 174,650
ANADIGICS INC. COM 032515108 2,168 63,650 SH SOLE 63,650
ANALOG DEVICES INC COM 032654105 3,428 45,100 SH OTHER (1) 45,100
ANALOG DEVICES INC COM 032654105 34,785 457,700 SH SOLE 457,700
ANALOGIC CORPORATION COM 032657207 1,192 29,800 SH SOLE 29,800
ANALYSTS INTL CORP COM 032681108 50 5,400 SH SOLE 5,400
ANALYTICAL SURVEYS INC. COM NEW 032683302 3 1,000 SH SOLE 1,000
ANCHOR BANCORP WISCONSIN COM 032839102 885 57,800 SH SOLE 57,800
ANCHOR GAMING COM 033037102 1,352 28,200 SH SOLE 28,200
ANCOR COMMUNICATIONS COM 03332K108 29 800 SH SOLE 800
ANDERSEN GROUP INC COM 033501107 5 400 SH SOLE 400
ANDERSONS INC COM 034164103 14 1,500 SH SOLE 1,500
ANDREW CORP COM 034425108 3,213 95,725 SH SOLE 95,725
ANDRX CORPORATION COM 034551101 2,039 31,900 SH SOLE 31,900
ANGELICA CORP COM 034663104 14 1,700 SH SOLE 1,700
ANHEUSER BUSCH CO INC COM 035229103 44,105 590,527 SH SOLE 590,527
ANIXTER INTERNATIONAL COM 035290105 2,250 84,900 SH SOLE 84,900
ANN TAYLOR STORES COM 036115103 798 24,100 SH SOLE 24,100
ANSOFT CORP COM 036384105 18 1,800 SH SOLE 1,800
ANTEC CORPORATION COM 03664P105 1,002 24,100 SH SOLE 24,100
Page 4 of 59
<PAGE>
ANSWERTHINK CONSULTING GP COM 036916104 17 1,000 SH SOLE 1,000
ANTIGENICS INC COM 037032109 10 600 SH SOLE 600
AON CORP COM 037389103 10,122 325,860 SH SOLE 325,860
APACHE CORP COM 037411105 8,762 148,989 SH SOLE 148,989
APARTMENT INV&MGMT CL A 03748R101 78 1,800 SH SOLE 1,800
APEX INC COM 037548104 2,006 45,850 SH SOLE 45,850
APOGEE ENTERPRISES INC COM 037598109 23 6,500 SH SOLE 6,500
APOLLO GROUP INC CL A CL A 037604105 1,249 44,600 SH SOLE 44,600
APPLE COMPUTERS COM 037833100 22,319 426,132 SH SOLE 426,132
APPLEBEES INTL INC. COM 037899101 1,755 57,900 SH SOLE 57,900
APRIA HEALTHCARE GROUP COM 037933108 1,385 113,100 SH SOLE 113,100
APPLIED GRAPHICS TECH. COM 037937109 10 2,300 SH SOLE 2,300
APPLICA INCORPORATED COM 03815A106 593 52,400 SH SOLE 52,400
APPLIED DIGITAL SOLUTIONS COM 038188108 6 1,800 SH SOLE 1,800
APPLIED INDUST TECH INC COM 03820C105 786 48,000 SH SOLE 48,000
APPLIED MATERIALS INC COM 038222105 1,903 21,000 SH OTHER (1) 21,000
APPLIED MATERIALS INC COM 038222105 93,078 1,027,073 SH SOLE 1,027,073
APPLIED POWER CL.A CL A 038225108 1,283 38,300 SH SOLE 38,300
APPLIED MICRO CIRCUITS COM 03822W109 6,922 70,100 SH SOLE 70,100
APPLIED THEORY CORP COM 03828R104 12 800 SH SOLE 800
APPNET INC COM 03831Q101 36 1,000 SH SOLE 1,000
APROPOS TECH INC COM 038334108 6 300 SH SOLE 300
APTARGROUP INC COM 038336103 2,273 84,200 SH SOLE 84,200
ARCH CAPITAL GROUP LTD COM 03937L105 12 800 SH SOLE 800
ARCH CHEMICALS INC COM 03937R102 105 4,800 SH SOLE 4,800
ARCH COAL INC COM 039380100 623 81,100 SH SOLE 81,100
ARCH COMMUNICATIONS GROUP COM NEW 039381504 3 500 SH SOLE 500
ARCHER-DANIELS-MIDLAND COM 039483102 7,773 792,179 SH SOLE 792,179
ARCHSTONE COMMUNITY SH BEN INT 039581103 78 3,700 SH SOLE 3,700
ARCTIC CAT INCORPORATED COM 039670104 59 5,000 SH SOLE 5,000
ARDEN REALTY GROUP COM 039793104 40 1,700 SH SOLE 1,700
AREA BANKCSHARES CORP COM 039872106 779 34,900 SH SOLE 34,900
ARGONAUT GROUP INC COM 040157109 810 47,300 SH SOLE 47,300
ARGOSY GAMING CORPORATION COM 040228108 873 60,700 SH SOLE 60,700
ARGUSS HOLDINGS INC COM 040282105 21 1,100 SH SOLE 1,100
ARIBA INC COM 04033V104 539 5,500 SH SOLE 5,500
ARIS CORP COM 04040A101 6 2,000 SH SOLE 2,000
ARKANSAS BEST CORPORATION COM 040790107 49 4,900 SH SOLE 4,900
ARMSTRONG HOLDINGS INC COM 042384107 934 61,000 SH SOLE 61,000
ARNOLD INDUSTRIES INC COM 042595108 624 51,700 SH SOLE 51,700
ARROW ELECTRONICS COM 042735100 1,748 56,400 SH SOLE 56,400
ARROW INTERNATIONAL COM 042764100 1,611 48,100 SH SOLE 48,100
ART TECHNOLOGY INC COM 04289L107 192 1,900 SH SOLE 1,900
ARTISAN COMPONENTS INC COM 042923102 12 1,100 SH SOLE 1,100
ARTESYN TECH COM 043127109 2,233 80,300 SH SOLE 80,300
ARTHROCARE CORPORATION COM 043136100 16 300 SH SOLE 300
ARVIN INDUSTRIES COM 043339100 989 56,900 SH SOLE 56,900
ASHFORD.COM INC COM 044093102 3 1,100 SH SOLE 1,100
ASHLAND INCORPORATED COM 044204105 3,326 94,856 SH SOLE 94,856
ASHWORTH INCORPORATED COM 04516H101 12 2,700 SH SOLE 2,700
ASK JEEVES INC COM 045174109 16 900 SH SOLE 900
ASPECT MEDICAL SYSTEMS COM 045235108 11 400 SH SOLE 400
ASPECT COMMUNICATIONS CO COM 04523Q102 1,124 28,600 SH SOLE 28,600
ASPEN TECHNOLOGY INC. COM 045327103 2,333 60,600 SH SOLE 60,600
ASPEON INC COM 045354107 5 1,000 SH SOLE 1,000
ASSOCIATED BANCORP COM 045487105 989 45,347 SH SOLE 45,347
AT HOME CORP -SER A COM SER A 045919107 3,874 186,696 SH SOLE 186,696
Page 5 of 59
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ASSOC FIRST CAP CLA 046008108 21,036 942,806 SH SOLE 942,806
ASTEC INDUSTRIES INC. COM 046224101 1,122 44,200 SH SOLE 44,200
ASTORIA FINANCIAL CORP COM 046265104 805 31,250 SH SOLE 31,250
ASYST TECHNOLOGIES INC. COM 04648X107 2,298 67,100 SH SOLE 67,100
ATCHISON CASTING CORP. COM 046613105 5 900 SH SOLE 900
ATLANTIC COAST AIR COM 048396105 1,337 42,100 SH SOLE 42,100
ATLAS AIR INC COM 049164106 2,678 74,650 SH SOLE 74,650
ATMEL CORPORATION COM 049513104 4,639 125,800 SH SOLE 125,800
ATMOS ENERGY CORPORATION COM 049560105 1,276 72,900 SH SOLE 72,900
ATRIX LABS INC. COM 04962L101 13 1,400 SH SOLE 1,400
ATRION CORP COM 049904105 4 300 SH SOLE 300
ATWOOD OCEANIC COM 050095108 1,331 30,000 SH SOLE 30,000
AUDIOVOX CORP. CL A 050757103 106 4,800 SH SOLE 4,800
AURORA FOODS INC. COM 05164B106 564 140,900 SH SOLE 140,900
AURORA BIOSCIENCES CORP. COM 051920106 82 1,200 SH SOLE 1,200
AUSPEX COM 052116100 317 69,700 SH SOLE 69,700
AUTOBYTEL.COM INC. COM 05275N106 11 1,800 SH SOLE 1,800
AUTODESK INC COM 052769106 2,570 74,100 SH SOLE 74,100
AUTO DATA PROCESS COM 053015103 43,290 808,224 SH SOLE 808,224
AUTONATION INC. COM 05329W102 1,121 158,700 SH SOLE 158,700
AUTOTOTE CORP CLASS A CL A 053323101 3 700 SH SOLE 700
AUTOZONE INC COM 053332102 4,323 196,515 SH SOLE 196,515
AVALONBAY COMMUNITIES COM 053484101 71 1,700 SH SOLE 1,700
AVANT! CORPORATION COM 053487104 1,562 90,700 SH SOLE 90,700
AVANEX CORP COM 05348W109 19 200 SH SOLE 200
AVANT IMMUNOTHERAPEUTICS COM 053491106 22 2,100 SH SOLE 2,100
AVATAR HOLDINGS INC COM 053494100 16 700 SH SOLE 700
AVERY DENNISON CORP. COM 053611109 9,721 144,815 SH SOLE 144,815
AVIALL INC COM 05366B102 6 1,200 SH SOLE 1,200
AVIATION SALES COMPANY COM 053672101 5 800 SH SOLE 800
AVID TECHNOLOGY COM 05367P100 68 5,700 SH SOLE 5,700
AVIGEN INC COM 053690103 1,501 34,200 SH SOLE 34,200
AVIRON COM 053762100 25 800 SH SOLE 800
AVIS GROUP HOLDINGS INC COM 053790101 1,241 66,200 SH SOLE 66,200
AVISTA CORP COM 05379B107 1,798 103,100 SH SOLE 103,100
AVNET INC COM 053807103 2,287 38,600 SH OTHER (1) 38,600
AVNET INC COM 053807103 1,223 20,647 SH SOLE 20,647
AVON PRODUCTS INC COM 054303102 14,180 318,654 SH SOLE 318,654
AWARE INCORPORATED COM 05453N100 2,469 48,300 SH SOLE 48,300
AXENT TECHNOLOGIES INC COM 05459C108 1,553 62,600 SH SOLE 62,600
AZTAR CORP COM 054802103 1,572 101,400 SH SOLE 101,400
BB&T CORPORATION COM 054937107 10,734 449,607 SH SOLE 449,607
AZURIX CORP COM 05501M104 19 2,700 SH SOLE 2,700
BHC COMMUNICATIONS INC CL A 055448104 1,870 12,300 SH SOLE 12,300
THE BISYS GROUP INCOR COM 055472104 1,089 17,700 SH SOLE 17,700
BJ SERVICES COM 055482103 2,650 42,400 SH SOLE 42,400
BJ'S WHOLESALE CLUB INC COM 05548J106 1,218 36,900 SH SOLE 36,900
BMC INDUSTRIES INC-MINN COM 055607105 26 6,500 SH SOLE 6,500
BOK FINANCIAL CORPORATION COM 05561Q201 1,904 108,394 SH SOLE 108,394
BRE PROPERTIES-CL A CL A 05564E106 35 1,200 SH SOLE 1,200
BSB BANCORP INC COM 055652101 4 200 SH SOLE 200
BT FINANCIAL CORP COM 055763106 618 35,815 SH SOLE 35,815
BMC SOFTWARE COM 055921100 11,255 313,000 SH SOLE 313,000
BACOU USA INC. COM 056439102 20 1,000 SH SOLE 1,000
BAKER HUGHES INC COM 057224107 13,754 429,820 SH SOLE 429,820
J BAKER & CO COM 057232100 22 3,800 SH SOLE 3,800
BALDOR ELECTRIC CO COM 057741100 1,535 82,420 SH SOLE 82,420
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BALDWIN & LYONS INC. CL-B CL B 057755209 10 600 SH SOLE 600
BALL CORP COM 058498106 2,793 86,763 SH SOLE 86,763
BALLY TOTAL FITNESS COM 05873K108 1,304 51,400 SH SOLE 51,400
BANCFIRST CORP ZANES COM 059450106 11 700 SH SOLE 700
BANCFIRST CORP COM 05945F103 16 500 SH SOLE 500
BANCORPSOUTH INCORPORATED COM 059692103 1,745 124,100 SH SOLE 124,100
BANCWEST CORP COM 059790105 3,690 224,500 SH OTHER (1) 224,500
BANCWEST CORP COM 059790105 848 51,600 SH SOLE 51,600
BANDAG INCOPORATED COM 059815100 1,130 46,600 SH SOLE 46,600
BANGOR HYDRO-ELECTRIC CO COM 060077104 54 2,300 SH SOLE 2,300
BANK OF AMERICA CORP COM 060505104 92,518 2,151,590 SH SOLE 2,151,590
BANK GRANITE FALLS COM 062401104 9 400 SH SOLE 400
BANK NEW YORK INC COM 064057102 44,807 963,586 SH SOLE 963,586
BANK ONE CORP COM 06423A103 39,440 1,484,791 SH SOLE 1,484,791
BANK UNITED CORP - CL A CL A 065412108 2,516 71,500 SH SOLE 71,500
BANKFIRST CORP COM 066442104 12 1,500 SH SOLE 1,500
BANKNORTH GROUP INC COM 06646R107 1,003 65,512 SH SOLE 65,512
BANTA CORPORATION COM 066821109 1,015 53,600 SH SOLE 53,600
BARD C.R. INC COM 067383109 3,471 72,120 SH SOLE 72,120
BARNES & NOBLE INC COM 067774109 926 41,600 SH SOLE 41,600
BARNES GROUP COM 067806109 714 43,800 SH SOLE 43,800
BARNESANDNOBLE.COM INC. CL A 067846105 10 1,600 SH SOLE 1,600
BARRICK GOLD CORP-CANADA COM 067901108 5,209 286,379 SH SOLE 286,379
BARR LABORATORIES INC. COM 068306109 3,368 75,150 SH SOLE 75,150
BARRA INC COM 068313105 25 500 SH SOLE 500
BARRETT RESOURCES CORP. COM 068480201 2,347 77,100 SH SOLE 77,100
BASIN EXPLORATION INC COM 070107107 717 40,100 SH SOLE 40,100
BASSETT FURNITURE INC. COM 070203104 25 2,000 SH SOLE 2,000
BATTLE MOUNTAIN GOLD COM 071593107 617 282,100 SH SOLE 282,100
BAUSCH & LOMB COM 071707103 3,729 48,200 SH OTHER (1) 48,200
BAUSCH & LOMB COM 071707103 5,394 69,716 SH SOLE 69,716
BAXTER INTERNATIONAL COM 071813109 4,746 67,500 SH OTHER (1) 67,500
BAXTER INTERNATIONAL COM 071813109 26,715 379,949 SH SOLE 379,949
BAY VIEW CAP CORP COM 07262L101 687 70,000 SH SOLE 70,000
BAYCORP HOLDGS LTD COM 072728108 2 200 SH SOLE 200
BE AEROSPACE INCORPORATED COM 073302101 34 5,000 SH SOLE 5,000
BE FREE INC COM 073308108 13 1,400 SH SOLE 1,400
BE INCORPORATED COM 073309106 10 1,900 SH SOLE 1,900
BEA SYSTEMS INC COM 073325102 7,119 144,000 SH SOLE 144,000
BEAR STEARNS COS INC COM 073902108 6,544 157,210 SH SOLE 157,210
BEBE STORES INCORPORATED COM 075571109 8 900 SH SOLE 900
BECKMAN COULTER INC COM 075811109 1,068 18,300 SH SOLE 18,300
BECTON DICKINSON & CO COM 075887109 9,395 327,510 SH SOLE 327,510
BED BATH & BEYOND INC COM 075896100 6,627 182,800 SH SOLE 182,800
BEDFORD PROPERTY COM PAR $0.02 076446301 17 900 SH SOLE 900
BEL FUSE INC CLASS A CL A 077347201 19 700 SH SOLE 700
BEL FUSE INC CL-B CL B 077347300 13 500 SH SOLE 500
BELCO OIL & GAS COM 077410108 17 2,000 SH SOLE 2,000
BELDEN INC COM 077459105 1,450 56,600 SH SOLE 56,600
BELL & HOWELL CO COM 077852101 1,220 50,300 SH SOLE 50,300
BELL ATLANTIC CORP COM 077853109 1,580 31,100 SH OTHER (1) 31,100
BELL ATLANTIC CORP COM 077853109 102,343 2,014,132 SH SOLE 2,014,132
BELL SOUTH CORP COM 079860102 8,572 201,100 SH OTHER (1) 201,100
BELL SOUTH CORP COM 079860102 104,721 2,456,792 SH SOLE 2,456,792
A.H. BELO CORP CL A COM SER A 080555105 1,298 75,000 SH SOLE 75,000
BEMIS COMPANY COM 081437105 2,546 75,711 SH SOLE 75,711
BENCHMARK ELECTRONICS INC COM 08160H101 1,389 38,000 SH SOLE 38,000
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BENTON OIL & GAS CO COM 083288100 1 400 SH SOLE 400
BERGEN BRUNSWIG CL A 083739102 1,598 290,500 SH SOLE 290,500
BERINGER WINES ESTATES CL B 084102102 1,497 42,400 SH SOLE 42,400
BERKLEY (WR) CORP COM 084423102 1,022 54,500 SH SOLE 54,500
BERKSHIRE BANCORP COM 084597103 17 500 SH SOLE 500
BERKSHIRE HATHAWAY CL A. CL A 084670108 46,806 870 SH SOLE 870
BERKSHIRE HATHAWAY - CL B CL B 084670207 5,141 2,921 SH SOLE 2,921
BERRY PETROLEUM CL A CL A 085789105 17 1,000 SH SOLE 1,000
BEST BUY COM 086516101 16,685 263,800 SH SOLE 263,800
BESTFOODS CORP COM 08658U101 25,124 362,800 SH SOLE 362,800
BETHLEHEM STEEL CORP COM 087509105 1,551 435,366 SH SOLE 435,366
BEVERLY ENTERPRISES INC. COM NEW 087851309 606 215,300 SH SOLE 215,300
BEYOND.COM CORPORATION COM 08860E101 204 152,000 SH SOLE 152,000
BILLING CONCEPTS CORP COM 090063108 43 9,700 SH SOLE 9,700
BINDLY WESTERN INDUSTRIES COM 090324104 2,125 80,364 SH SOLE 80,364
BINDVIEW DEVELOPMENT CORP COM 090327107 1,321 110,100 SH SOLE 110,100
BIO RAD LABS INCORPORATED CL A 090572207 13 500 SH SOLE 500
BIO-TECHNOLOGY GENERAL COM 090578105 1,693 128,400 SH SOLE 128,400
BIOCRYSTAL PHARMACEUTICAL COM 09058V103 20 700 SH SOLE 700
BIOGEN INC COM 090597105 12,636 195,900 SH SOLE 195,900
BIOMATRIX INC COM 09060P102 1,156 51,100 SH SOLE 51,100
BIOMET COM 090613100 5,563 144,732 SH SOLE 144,732
BIOMARIN PHARMACEUTICAL COM 09061G101 31 1,800 SH SOLE 1,800
BIOPURE CORP CL A 09065H105 13 700 SH SOLE 700
BIRMINGHAM STEEL CORP COM 091250100 22 5,800 SH SOLE 5,800
BIRMINGHAM UTILITIES COM 091270108 4 300 SH SOLE 300
BLACK & DECKER COM 091797100 4,552 115,797 SH SOLE 115,797
BLACK BOX CORPORATION COM 091826107 3,341 42,200 SH SOLE 42,200
BLACK HILLS CORP COM 092113109 1,020 45,200 SH SOLE 45,200
E.W. BLANCH HOLDINGS COM 093210102 573 30,700 SH SOLE 30,700
BLOCK DRUG CO CL A 093644102 22 515 SH SOLE 515
BLOCK H&R INC COM 093671105 4,161 128,517 SH SOLE 128,517
BLOUNT INTL INC COM 095180105 9 1,200 SH SOLE 1,200
BLUESTONE SOFTWARE COM 09623P102 13 500 SH SOLE 500
BLYTH INDUSTRIES INC COM 09643P108 923 31,300 SH SOLE 31,300
BOB EVANS FARMS INC COM 096761101 1,240 83,000 SH SOLE 83,000
BOCA RESORTS INC-CL.A CL A 09688T106 18 1,800 SH SOLE 1,800
BOEING CO COM 097023105 4,039 96,600 SH OTHER (1) 96,600
BOEING CO COM 097023105 48,325 1,155,762 SH SOLE 1,155,762
BOISE CASCADE CORP COM 097383103 1,962 75,816 SH SOLE 75,816
THE BOMBAY COMPANY INC. COM 097924104 24 8,000 SH SOLE 8,000
BONE CARE INTERNL INC COM 098072101 33 1,400 SH SOLE 1,400
BOOKS-A-MILLION INC COM 098570104 14 3,000 SH SOLE 3,000
BORDERS GROUP COM 099709107 837 53,800 SH SOLE 53,800
BORG-WARNER AUTOMOTIVE COM 099724106 2,087 59,417 SH SOLE 59,417
BOSTON ACOUSTICS INC COM 100534106 9 800 SH SOLE 800
BOSTON BEER COMPANY CL A 100557107 3 300 SH SOLE 300
BOSTON COMMUNICATIONS COM 100582105 18 1,300 SH SOLE 1,300
BOSTON PROPERTIES COM 101121101 73 1,900 SH SOLE 1,900
BOSTON SCIENTIFIC COM 101137107 11,982 546,198 SH SOLE 546,198
BOTTOMLINE TECHNOLOGIES COM 101388106 17 500 SH SOLE 500
BOWATER INC COM 102183100 1,443 32,700 SH SOLE 32,700
BOWNE & CO INC COM 103043105 863 85,800 SH SOLE 85,800
BOYD GAMING CORP COM 103304101 16 2,800 SH SOLE 2,800
BOYDS COLLECTION LTD COM 103354106 19 2,200 SH SOLE 2,200
BRADLEY REAL ESTATE COM 104580105 15 700 SH SOLE 700
BRADY CORPORATION CL A 104674106 1,706 52,500 SH SOLE 52,500
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BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 19 1,000 SH SOLE 1,000
BRAUN CONSULTING INC COM 105651103 13 600 SH SOLE 600
BREAKAWAY SOLUTIONS INC COM 106372105 27 1,000 SH SOLE 1,000
BRENTON BANKS INC COM 107211104 3 200 SH SOLE 200
BRIGGS & STRATTON CORP COM 109043109 1,144 33,400 SH SOLE 33,400
BRIGHTPOINT INCORPORATED COM 109473108 1,119 129,250 SH SOLE 129,250
BRINKER INTL INC COM 109641100 1,076 36,800 SH SOLE 36,800
BRIO TECHNOLOGY COM 109704106 19 900 SH SOLE 900
BRISTOL-MYERS SQUIBB CO COM 110122108 7,543 129,500 SH OTHER (1) 129,500
BRISTOL-MYERS SQUIBB CO COM 110122108 147,871 2,538,564 SH SOLE 2,538,564
BROADBASE SOFTWARE INC. COM 11130R100 74 2,400 SH SOLE 2,400
BROADCOM CORPORATION CL A 111320107 15,457 183,370 SH SOLE 183,370
BROADVISION COM 111412102 7,180 141,311 SH SOLE 141,311
BROADWING INC COM 111620100 1,696 65,400 SH OTHER (1) 65,400
BROADWING INC COM 111620100 3,232 124,620 SH SOLE 124,620
BROCADE COMM. SYSTEMS COM 111621108 550 3,000 SH SOLE 3,000
BROOKDALE LIVING COMMUNITY COM 112462106 19 1,300 SH SOLE 1,300
BROOKLINE BANCORP COM 113739106 16 1,400 SH SOLE 1,400
BROOKS AUTOMATION INC. COM 11434A100 2,225 34,800 SH SOLE 34,800
BROWN & BROWN INC COM 115236101 1,518 29,200 SH SOLE 29,200
BROWN-FORMAN CORP - CL B CL B 115637209 4,791 89,144 SH SOLE 89,144
TOM BROWN INC. COM NEW 115660201 1,810 78,500 SH SOLE 78,500
BROWN SHOE COMPANY INC COM 115736100 53 4,100 SH SOLE 4,100
BRUNSWICK CORP COM 117043109 1,953 117,907 SH SOLE 117,907
BRUSH WELLMAN INC COM 117421107 48 3,100 SH SOLE 3,100
BUCA INC COM 117769109 17 1,100 SH SOLE 1,100
BSQUARE COM 11776U102 25 1,100 SH SOLE 1,100
BUCKEYE PARTNERS UNIT LTD PARTN 118230101 19 700 SH SOLE 700
BUCKEYE TECHNOLOGIES INC. COM 118255108 1,689 77,000 SH SOLE 77,000
BUCKLE INC COM 118440106 523 44,550 SH SOLE 44,550
BUDGET GROUP INC CL A 119003101 7 1,600 SH SOLE 1,600
BUFFETS INCORPORATED COM 119882108 1,142 90,000 SH SOLE 90,000
BUILDING MATERIAL HOLDING COM 120113105 17 1,900 SH SOLE 1,900
BULL RUN CORP COM 120182100 2 1,100 SH SOLE 1,100
BURLINGTON COAT FACTORY COM 121579106 1,023 94,640 SH SOLE 94,640
BURLINGTON NORTHERN SANTA COM 12189T104 13,742 599,128 SH SOLE 599,128
BURLINGTON RESOURCES COM 122014103 11,100 290,189 SH SOLE 290,189
BURNHAM PACIFIC PROP REIT COM 12232C108 10 1,500 SH SOLE 1,500
BURR-BROWN CORP COM 122574106 2,861 33,000 SH SOLE 33,000
BUSH BOAKE ALLEN INC COM 123162109 1,824 41,700 SH SOLE 41,700
BUTLER MANUFACTURING CO COM 123655102 22 1,300 SH SOLE 1,300
BUY.COM INC COM 124269101 16 3,100 SH SOLE 3,100
C & D TECHNOLOGIES COM 124661109 3,226 57,100 SH SOLE 57,100
CAIS INTERNET INC COM 12476Q102 10 700 SH SOLE 700
CBL & ASSOC PROP COM 124830100 12 500 SH SOLE 500
CCB FINANCIAL COM 124875105 814 22,000 SH SOLE 22,000
CCC INFORMATION SERVICES COM 12487Q109 12 1,100 SH SOLE 1,100
CB RICHARD ELLIS SERVICES COM 12489L108 10 1,100 SH SOLE 1,100
CBRL GROUP INC COM 12489V106 1,899 129,300 SH SOLE 129,300
CFW COMMUNICATION COM 124923103 1,054 28,100 SH SOLE 28,100
C-BRIDGE NET SOLUTIONS COM 12500B105 10 600 SH SOLE 600
C-COR.NET CORPORATION COM 125010108 878 32,500 SH OTHER (1) 32,500
C-COR.NET CORPORATION COM 125010108 1,958 72,500 SH SOLE 72,500
C-CUBE MICROSYSTEMS INC COM 12501N108 463 31,900 SH SOLE 31,900
CDI CORP COM 125071100 899 44,100 SH SOLE 44,100
CDNOW INC COM 125086108 207 67,000 SH SOLE 67,000
CDW COMPUTER CENTERS INC COM 125129106 3,413 54,600 SH SOLE 54,600
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CEC ENTERTAINMENT COM 125137109 1,480 62,750 SH SOLE 62,750
CH ENERGY GROUP INC COM 12541M102 1,324 39,000 SH SOLE 39,000
C.H. ROBINSON WORLDWIDE COM 12541W100 1,421 28,700 SH SOLE 28,700
CIGNA CORPORATION COM 125509109 20,810 222,565 SH SOLE 222,565
CIT GROUP INCORPORATED CL A 125577106 2,264 139,300 SH SOLE 139,300
CKE RESTAURANTS INC COM 12561E105 338 112,800 SH SOLE 112,800
CLECO CORPORATION COM 12561W105 1,605 47,900 SH SOLE 47,900
CMG INFORMATION SEVICES COM 125750109 7,490 163,486 SH SOLE 163,486
CMI CORP CL-A CL A 125761304 6 1,600 SH SOLE 1,600
CMP GROUP INC COM 125887109 2,090 71,300 SH SOLE 71,300
CMS ENERGY CORPORATION COM 125896100 3,312 149,700 SH SOLE 149,700
CPI CORP COM 125902106 44 2,100 SH SOLE 2,100
CSS INDUSTRIES INC COM 125906107 12 600 SH SOLE 600
CTG RESOURCES INC STK COM 125957100 693 18,900 SH SOLE 18,900
CTB INTERNATIONAL CORP COM 125960104 11 1,600 SH SOLE 1,600
CSK AUTO CORPORATION COM 125965103 451 59,600 SH SOLE 59,600
CNA FINANCIAL CORP. COM 126117100 3,757 110,500 SH SOLE 110,500
CNA SURETY CORPORATION COM 12612L108 1,090 91,300 SH SOLE 91,300
CNF TRANSPORTATION INC COM 12612W104 630 27,700 SH SOLE 27,700
CNET NETWORKS INC COM 12613R104 1,071 43,600 SH SOLE 43,600
CSG SYSTEMS INTERNATIONAL COM 126349109 1,480 26,400 SH SOLE 26,400
CSX CORP COM 126408103 5,686 268,355 SH SOLE 268,355
CTC COMMUNICATIONS GROUP COM 126419100 1,760 48,900 SH SOLE 48,900
CT COMMUNICATIONS INC COM NEW 126426402 28 1,000 SH SOLE 1,000
CTS CORP. COM 126501105 738 16,400 SH SOLE 16,400
CUNO COM 126583103 876 37,900 SH SOLE 37,900
CVB FINANCIAL CORPORATION COM 126600105 840 53,100 SH SOLE 53,100
CVS CORPORATION COM 126650100 20,760 519,012 SH SOLE 519,012
CV THERAPEUTICS INC COM 126667104 2,752 39,700 SH SOLE 39,700
CABLEVISION SYSTEMS CL. A CL A 12686C109 5,097 75,100 SH SOLE 75,100
CABLETRON SYSTEMS INC COM 126920107 5,965 236,229 SH SOLE 236,229
CABLE DESIGN TECHNOLOGIES COM 126924109 2,233 66,650 SH SOLE 66,650
CACHEFLOW INC COM 126946102 105 1,700 SH SOLE 1,700
CABOT CORP COM 127055101 1,076 39,500 SH SOLE 39,500
CABOT INDUSTRIAL TRUST COM 127072106 18 900 SH SOLE 900
CABOT OIL & GAS CL A CL A 127097103 1,398 66,000 SH SOLE 66,000
CABOT MICROELECTRONICS COM 12709P103 27 600 SH SOLE 600
CACI INTERNATIONAL CL A 127190304 12 600 SH SOLE 600
CADENCE DESIGN SYSTEMS COM 127387108 2,980 146,250 SH SOLE 146,250
CADIZ INC COM 127537108 13 1,600 SH SOLE 1,600
CADMUS COMM CORP COM 127587103 14 1,400 SH SOLE 1,400
CAL DIVE INTERNATIONAL COM 127914109 1,837 33,900 SH SOLE 33,900
CALDERA SYSTEMS INC COM 128780103 14 1,100 SH SOLE 1,100
CALGON CARBON CORPORATION COM 129603106 4 500 SH SOLE 500
CALICO COMMERCE INC. COM 129897104 15 900 SH SOLE 900
CALIFORNIA AMPLIFIER INC COM 129900106 27 600 SH SOLE 600
CALIFORNIA WATER SERVICE COM 130788102 672 27,700 SH SOLE 27,700
CALIPER TECHNOLOGIES CORP COM 130876105 23 500 SH SOLE 500
CALLAWAY GOLF COM 131193104 2,693 165,100 SH SOLE 165,100
CALLON PETROLEUM COM 13123X102 16 1,100 SH SOLE 1,100
CALPINE CORPORATION COM 131347106 4,813 73,200 SH SOLE 73,200
CAM COMMERCE SOLUTIONS COM 131916108 3 500 SH SOLE 500
CAMBREX CORPORATION COM 132011107 2,615 58,100 SH SOLE 58,100
CAMBRIDGE TECHNOLOGY COM 132524109 1,167 133,800 SH SOLE 133,800
CAMDEN PROPERTY SH BEN INT 133131102 29 1,000 SH SOLE 1,000
CAMPBELL SOUP COMPANY COM 134429109 15,985 548,827 SH SOLE 548,827
CANANDAIGUA BRANDS INC- A CL A 137219200 2,128 42,200 SH SOLE 42,200
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CAPITAL CITY BANK GROUP COM 139674105 10 500 SH SOLE 500
CAPITAL ONE FINANCIAL COM 14040H105 11,536 258,500 SH SOLE 258,500
CAPITOL BANCORP LTD COM 14056D105 8 700 SH SOLE 700
CAPITOL FEDERAL FINL COM 14057C106 25 2,300 SH SOLE 2,300
CAPROCK COMMUNICATIONS COM 140667106 18 900 SH SOLE 900
CAPSTEAD MORTGAGE CORP COM NEW 14067E407 7 850 SH SOLE 850
THE CARBIDE/GRAPHITE GR COM 140777103 4 1,100 SH SOLE 1,100
CARBO CERAMICS COM 140781105 18 500 SH SOLE 500
CARAUSTAR INDUSTRIES INC. COM 140909102 820 59,000 SH SOLE 59,000
CARDINAL HEALTH INC COM 14149Y108 27,314 369,110 SH SOLE 369,110
CAREMARK RX INC COM 141705103 2,931 430,200 SH SOLE 430,200
CAREINSITE INC. COM 14170M106 34 1,900 SH SOLE 1,900
CARY INTERNATIONAL COM 141750109 7 500 SH SOLE 500
CARLISLE COMPANIES INC COM 142339100 2,939 65,300 SH SOLE 65,300
CARMIKE CINEMAS INC CL A 143436103 5 1,400 SH SOLE 1,400
CARNIVAL CORP CLASS A COM 143658102 9,083 465,800 SH SOLE 465,800
CARPENTER TECHNOLOGY COM 144285103 999 47,300 SH SOLE 47,300
CARRAMERICA REALTY REIT COM 144418100 48 1,800 SH SOLE 1,800
CARRIER ACCESS CORP. COM 144460102 2,855 54,000 SH OTHER (1) 54,000
CARRIER ACCESS CORP. COM 144460102 740 14,000 SH SOLE 14,000
CARTER WALLACE INC COM 146285101 1,992 99,000 SH SOLE 99,000
CASCADE BANCORP COM 147154108 10 880 SH SOLE 880
CASCADE NATURAL GAS CORP COM 147339105 43 2,600 SH SOLE 2,600
CASEY'S GENERAL STORES COM 147528103 1,254 120,900 SH SOLE 120,900
CASH AMERICA INT'L COM 14754D100 39 5,300 SH SOLE 5,300
CASTLE (A.M.) & CO COM 148411101 21 2,500 SH SOLE 2,500
CATALINA MARKETING CORP COM 148867104 1,071 10,500 SH SOLE 10,500
CATALYTICA INC. COM 148885106 779 70,800 SH SOLE 70,800
CATELLUS DEV CORP COM 149111106 966 64,400 SH SOLE 64,400
CATERPILLAR INC COM 149123101 15,552 459,086 SH SOLE 459,086
CATHAY BANCORP COM 149150104 904 19,500 SH SOLE 19,500
CATO CORP CLASS A CL A 149205106 73 6,300 SH SOLE 6,300
CEDAR FAIR LP DEPOSITRY UNIT 150185106 27 1,400 SH SOLE 1,400
CELL GENESYS INC COM 150921104 22 800 SH SOLE 800
CELLSTAR CORPORATION COM 150925105 354 127,400 SH SOLE 127,400
CELGENE CORP COM 151020104 8,319 141,300 SH SOLE 141,300
CELL PATHWAYS INC. COM 15114R101 19 800 SH SOLE 800
CENDANT CORPORATION COM 151313103 12,941 924,352 SH SOLE 924,352
CENIT BANCORP INC COM 15131W109 6 500 SH SOLE 500
CENTENNIAL BNCP COM 15133T104 8 907 SH SOLE 907
CENTENNIAL CELLULAR CL A NEW 15133V208 759 55,200 SH SOLE 55,200
CENTER TRUST INC CENTER TR INC 151845104 7 1,400 SH SOLE 1,400
CENTERPOINT PROP SH BEN INT 151895109 20 500 SH SOLE 500
CENTEX CORP COM 152312104 1,822 77,522 SH SOLE 77,522
CENTIGRAM COMMUNICATIONS COM 152317103 31 1,200 SH SOLE 1,200
CENTILLIUM COMMUNICATIONS COM 152319109 62 900 SH SOLE 900
CENTEX CONSTRUCTION COM 15231R109 910 40,100 SH SOLE 40,100
CENTRA SOFTWARE INC. COM 15234X103 9 900 SH SOLE 900
CENTRAL COAST BANCORP COM 153145107 13 880 SH SOLE 880
CENTRAL EUROPEAN DIST. COM 153435102 2 400 SH SOLE 400
CENTRAL GARDEN & PET COM 153527106 15 1,700 SH SOLE 1,700
CENTRAL NEWSPAPERS CL A 154647101 1,132 17,900 SH SOLE 17,900
CENTRAL PARKING CORP COM 154785109 2,018 85,200 SH SOLE 85,200
CENTRAL VERMONT PUBLIC SV COM 155771108 28 2,500 SH SOLE 2,500
CENTURA BANKS COM 15640T100 1,031 30,370 SH SOLE 30,370
CENTURY BUSINESS SERVICES COM 156490104 390 201,400 SH SOLE 201,400
CENTURY SOUTH BANKS INC COM 156683104 8 400 SH SOLE 400
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CENTURYTEL INC COM 156700106 5,186 180,387 SH SOLE 180,387
CEPHALON INC COM 156708109 4,431 74,000 SH SOLE 74,000
CERIDIAN CORP COM 15677T106 4,226 175,632 SH SOLE 175,632
CERNER CORPORATION COM 156782104 2,155 79,100 SH SOLE 79,100
CERUS CORPORATION COM 157085101 1,403 27,400 SH SOLE 27,400
CHALONE INC COM 157639105 2 200 SH SOLE 200
CHAMPION ENTERPRISES INC COM 158496109 539 110,600 SH SOLE 110,600
CHAMPIONSHIP AUTO RACING COM 158711101 18 700 SH SOLE 700
CHARLES & COLVARD LTD. COM 159765106 11 1,500 SH SOLE 1,500
CHARTER ONE FINANCIAL INC COM 160903100 6,296 273,725 SH SOLE 273,725
CHARMING SHOPPES INC. COM 161133103 1,090 214,000 SH SOLE 214,000
CHARTER COMMUNICATIONS CL A 16117M107 71 4,300 SH SOLE 4,300
CHASE MANHATTAN CORP COM 16161A108 1,725 37,450 SH OTHER (1) 37,450
CHASE MANHATTAN CORP COM 16161A108 74,355 1,614,209 SH SOLE 1,614,209
CHATEAU COMMUNITY COM 161726104 17 600 SH SOLE 600
CHATTEM INCORPORATED COM 162456107 15 1,100 SH SOLE 1,100
CHEAP TICKETS INC. COM 162672109 17 1,400 SH SOLE 1,400
CHECKFREE HOLDINGS CORP. COM 162816102 1,681 32,600 SH SOLE 32,600
CHECKPOINT SYSTEMS INC COM 162825103 37 4,900 SH SOLE 4,900
CHEESECAKE FACTORY INC COM 163072101 1,810 65,800 SH SOLE 65,800
CHELSEA GCA REALTY COM 163262108 17 500 SH SOLE 500
CHEMED COM 163596109 70 2,500 SH SOLE 2,500
CHEMFIRST INC COM 16361A106 917 38,000 SH SOLE 38,000
CHEMFAB CORP COM 16361L102 8 700 SH SOLE 700
CHEMICAL FINANCIAL CORP COM 163731102 776 29,846 SH SOLE 29,846
CHESAPEAKE CORP COM 165159104 1,105 37,300 SH SOLE 37,300
CHEVRON CORPORATION COM 166751107 4,537 53,500 SH OTHER (1) 53,500
CHEVRON CORPORATION COM 166751107 72,571 855,668 SH SOLE 855,668
CHICOS COM 168615102 716 35,800 SH SOLE 35,800
CHILDREN'S PLACE STORES COM 168905107 1,132 55,200 SH SOLE 55,200
CHOICE HOTELS INTL INC COM 169905106 1,126 113,300 SH SOLE 113,300
CHIQUITTA BRANDS INTL COM 170032106 44 11,200 SH SOLE 11,200
CHIREX CORP COM 170038103 658 32,900 SH SOLE 32,900
CHIRON CORP COM 170040109 5,207 109,612 SH SOLE 109,612
CHITTENDEN CORP COM 170228100 1,542 68,400 SH SOLE 68,400
CHOICEPOINT INC. COM 170388102 3,855 86,639 SH SOLE 86,639
CHOICE ONE COMMUNICATIONS COM 17038P104 29 700 SH SOLE 700
CHORDIANT SOFTWARE COM 170404107 18 1,100 SH SOLE 1,100
CHRIS-CRAFT INDUSTRIES COM 170520100 1,349 20,426 SH SOLE 20,426
CHROMATICS COLOR SCI INTL COM NEW 171116304 6 1,300 SH SOLE 1,300
CHROMCRAFT REVINGTON COM 171117104 9 800 SH SOLE 800
CHROMAVISION MED SYSTEMS COM 17111P104 15 1,100 SH SOLE 1,100
CHUBB CORP COM 171232101 13,819 224,707 SH SOLE 224,707
CHURCH AND DWIGHT INC COM 171340102 1,510 83,900 SH SOLE 83,900
CIBER INC COM 17163B102 501 49,000 SH SOLE 49,000
CIDCO INC. COM 171768104 1 200 SH SOLE 200
CIENA CORPORATION COM 171779101 13,135 78,800 SH SOLE 78,800
CINCINNATI FINL CORP COM 172062101 6,695 212,959 SH SOLE 212,959
CINERGY CORP COM 172474108 5,277 207,465 SH SOLE 207,465
CIRCLE INTERNATIONAL COM 172574105 1,023 40,700 SH SOLE 40,700
CIRCUIT CITY STORES COM 172737108 9,031 272,112 SH SOLE 272,112
CIRCOR INTL INC COM 17273K109 10 1,250 SH SOLE 1,250
CIRRUS LOGIC INC COM 172755100 2,277 142,300 SH SOLE 142,300
CISCO SYSTEMS INC COM 17275R102 11,473 180,500 SH OTHER (1) 180,500
CISCO SYSTEMS INC COM 17275R102 568,052 8,936,899 SH SOLE 8,936,899
CITADEL COMMUNICATIONS COM 172853202 35 1,000 SH SOLE 1,000
CINTAS CORP COM 172908105 3,869 105,450 SH SOLE 105,450
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CITIGROUP INC COM 172967101 12,216 202,750 SH OTHER (1) 202,750
CITIGROUP INC COM 172967101 265,308 4,403,445 SH SOLE 4,403,445
CITIZENS BANKING CORP MIC COM 174420109 167 10,290 SH SOLE 10,290
CITIZENS COMMUNICATIONS COM 17453B101 2,721 157,718 SH SOLE 157,718
CITRIX SYSTEMS INC COM 177376100 4,498 237,500 SH SOLE 237,500
CITY HLDG CO. COM 177835105 5 800 SH SOLE 800
CITY NATIONAL CORP COM 178566105 5,678 163,400 SH OTHER (1) 163,400
CITY NATIONAL CORP COM 178566105 907 26,100 SH SOLE 26,100
CLAIRE'S STORES INC. COM 179584107 2,123 110,275 SH SOLE 110,275
CLARCOR INCORPORATED COM 179895107 1,112 55,950 SH SOLE 55,950
CLARENT CORP COM 180461105 72 1,000 SH SOLE 1,000
DICK CLARK PROD INC COM 181512104 12 990 SH SOLE 990
CLARUS CORP COM 182707109 19 500 SH SOLE 500
CLAYTON HOMES COM 184190106 541 67,682 SH SOLE 67,682
CLEAR CHANNEL COMMUNICATION COM 184502102 33,095 441,264 SH SOLE 441,264
CLEVELAND CLIFFS COM 185896107 620 24,000 SH SOLE 24,000
CLOROX CO COM 189054109 13,441 299,932 SH SOLE 299,932
CLOSURE MEDICAL CORP COM 189093107 21 900 SH SOLE 900
COACHMEN INDUSTRIES INC COM 189873102 43 3,700 SH SOLE 3,700
COASTAL BANCORP INC COM 19041P105 12 800 SH SOLE 800
COASTAL CORP COM 190441105 16,999 279,242 SH SOLE 279,242
COASTAL FINL CORP COM 19046E105 9 924 SH SOLE 924
THE COBALT GROUP INC. COM 19074Q103 5 700 SH SOLE 700
COBALT NETWORKS COM 19074R101 46 800 SH SOLE 800
COCA COLA BOTTLING COM 191098102 860 18,900 SH SOLE 18,900
COCA-COLA COMPANY COM 191216100 182,512 3,177,582 SH SOLE 3,177,582
COCA COLA ENTERPRISES COM 191219104 8,716 534,300 SH SOLE 534,300
COEUR D'ALENE MINING COM 192108108 13 5,500 SH SOLE 5,500
COGNEX CORP. COM 192422103 1,237 23,900 SH SOLE 23,900
COGNITRONICS CORP COM 192432102 8 600 SH SOLE 600
COHERENT INC. COM 192479103 4,714 56,200 SH SOLE 56,200
COHOES BANCORP INC COM 192513109 17 1,200 SH SOLE 1,200
COHU INC COM 192576106 1,173 43,500 SH SOLE 43,500
COINSTAR INC COM 19259P300 11 1,100 SH SOLE 1,100
COLDWATER CREEK INC COM 193068103 21 700 SH SOLE 700
KENNETH COLE PRODUCTIONS CL A 193294105 1,794 44,850 SH SOLE 44,850
COLGATE PALMOLIVE CO COM 194162103 3,736 62,400 SH OTHER (1) 62,400
COLGATE PALMOLIVE CO COM 194162103 44,992 751,436 SH SOLE 751,436
COLLINS & AIKMAN CORP COM 194830105 7 1,300 SH SOLE 1,300
COLONIAL BANCGROUP INC. COM 195493309 608 67,500 SH SOLE 67,500
COLONIAL PROPERTS COM SH BEN INT 195872106 14 500 SH SOLE 500
COLUMBIA BKG SYS INC COM 197236102 15 1,210 SH SOLE 1,210
COLUMBIA ENERGY GROUP COM 197648108 6,945 105,824 SH SOLE 105,824
COLUMBIA SPORTSWEAR COM 198516106 24 900 SH SOLE 900
COLUMBUS MCKINNON CORP. COM 199333105 7 500 SH SOLE 500
COMFORT SYSTEMS COM 199908104 322 80,600 SH SOLE 80,600
COMCAST CORP CLASS A COM 200300101 661 17,000 SH SOLE 17,000
COMCAST SPECIAL A CL A SPL 200300200 47,305 1,184,434 SH SOLE 1,184,434
COMDISCO INC COM 200336105 2,119 94,966 SH SOLE 94,966
COMERICA INC COM 200340107 9,490 211,476 SH SOLE 211,476
COMMERCE BANCORP INC COM 200519106 1,004 21,830 SH SOLE 21,830
COMMERCE BANCSHARES COM 200525103 997 33,528 SH SOLE 33,528
COMMERCE GROUP INC COM 200641108 2,168 73,500 SH SOLE 73,500
COMMERCE ONE COM 200693109 200 4,400 SH SOLE 4,400
COMMERCIAL FEDERAL CORP COM 201647104 2,065 132,700 SH SOLE 132,700
COMMERCIAL METALS COM 201723103 944 34,333 SH SOLE 34,333
COMMERCIAL NET LEASE COM 202218103 11 1,000 SH SOLE 1,000
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COMMONWEALTH INDUSTRIES COM 203004106 25 4,300 SH SOLE 4,300
COMMONWEALTH TELEPHONE COM 203349105 598 12,700 SH SOLE 12,700
COMMSCOPE INC. COM 203372107 5,219 127,300 SH OTHER (1) 127,300
COMMSCOPE INC. COM 203372107 1,234 30,100 SH SOLE 30,100
COMMUNICATION INTELL COM 20338K106 9 1,900 SH SOLE 1,900
COMMUNITY BANK SYSTEM COM 203607106 11 500 SH SOLE 500
COMMUNITY FIRST BANKSHARE COM 203902101 1,940 118,900 SH SOLE 118,900
COMMUNITY TRUST BANKCORP COM 204149108 12 660 SH SOLE 660
COMPAQ COMPUTERS COM 204493100 56,285 2,201,846 SH SOLE 2,201,846
COMPASS BANCSHARES INC COM 20449H109 1,230 72,112 SH SOLE 72,112
COMPLETE BUSINESS SOLUTIONS COM 20452F107 1,438 81,900 SH SOLE 81,900
COMPTEK RESEARCH INC COM 204682108 18 1,000 SH SOLE 1,000
COMPUCREDIT CORP COM 20478N100 36 1,200 SH SOLE 1,200
COMPUTER ASSOC INT'L INC COM 204912109 38,772 757,445 SH SOLE 757,445
COMPUTER NETWORK TECH COM 204925101 886 51,000 SH SOLE 51,000
COMPUTER SCIENCES CORP COM 205363104 16,502 220,942 SH SOLE 220,942
COMPUTER TASK GROUP COM 205477102 227 48,800 SH SOLE 48,800
COMPUWARE CORPORATION COM 205638109 4,865 475,500 SH SOLE 475,500
COMPX INTERNATIONAL CL A 20563P101 16 800 SH SOLE 800
COMSAT CORPORATION COM SER 1 20564D107 2,699 114,852 SH SOLE 114,852
COMVERSE TECHNOLOGY COM 205862402 17,819 191,600 SH SOLE 191,600
CONAGRA INC COM 205887102 12,252 642,748 SH SOLE 642,748
COMPUTER HORIZONS CORP COM 205908106 949 70,600 SH SOLE 70,600
COM21 INCORPORATED COM 205937105 1,165 46,600 SH SOLE 46,600
CONCORD COMMUNICATIONS COM 206186108 1,396 35,000 SH SOLE 35,000
CONCORD EFS INC COM 206197105 2,964 114,012 SH SOLE 114,012
CONCOUR TECHNOLOGIES COM 206708109 3 700 SH SOLE 700
CONCURRENT COMPUTER CORP COM 206710204 1,495 113,900 SH SOLE 113,900
CONE MILLS CORPORATION COM 206814105 31 5,000 SH SOLE 5,000
CONECTIV INCORPORATED COM 206829103 982 63,100 SH SOLE 63,100
CONESTOGA ENTERPRISE COM 207015108 13 700 SH SOLE 700
CONEXANT SYSTEMS INC COM 207142100 7,255 149,196 SH SOLE 149,196
CONMED CORP COM 207410101 913 35,300 SH SOLE 35,300
CONNECTICUT WATER SVC COM 207797101 13 500 SH SOLE 500
CONOCO INC CLASS B CL B 208251405 11,584 471,600 SH SOLE 471,600
CONSECO INC COM 208464107 3,726 382,124 SH SOLE 382,124
CONSOL ENERGY INC COM 20854P109 27 1,800 SH SOLE 1,800
CONS EDISON INCORPORATED COM 209115104 8,366 282,391 SH SOLE 282,391
CONSOLIDATED FREIGHTWAYS COM 209232107 9 2,200 SH SOLE 2,200
CONSOLIDATED GRAPHICS COM 209341106 314 33,500 SH SOLE 33,500
CONSOLIDATED PAPERS COM 209759109 2,095 57,300 SH SOLE 57,300
CONSOLIDATED PRODUCTS COM 209798107 62 6,880 SH SOLE 6,880
CONSOLIDATED STORES CORP COM 210149100 1,380 114,988 SH SOLE 114,988
CONSOLIDATED TOMOKA COM 210226106 13 1,100 SH SOLE 1,100
CONSTELLATION ENERGY GRP COM 210371100 6,264 192,358 SH SOLE 192,358
CONTINENTAL AIR CL B 210795308 1,946 41,400 SH SOLE 41,400
CONVERGENT COMMUNICATIONS COM NEW 211914403 10 1,300 SH SOLE 1,300
CONVERGYS CORP COM 212485106 9,720 187,365 SH SOLE 187,365
COOPER CAMERON CORP COM 216640102 2,402 36,400 SH SOLE 36,400
COOPER COS INC COM NEW 216648402 1,219 33,500 SH SOLE 33,500
COOPER INDUSTRIES INC COM 216669101 1,762 54,100 SH OTHER (1) 54,100
COOPER INDUSTRIES INC COM 216669101 4,180 128,355 SH SOLE 128,355
COOPER TIRE & RUBBER CO COM 216831107 2,418 217,364 SH SOLE 217,364
COORS ADOLPH CO - CL B CL B 217016104 2,951 48,777 SH SOLE 48,777
COORSTEK INC COM 217020106 12 250 SH SOLE 250
COPART COM 217204106 1,862 116,400 SH SOLE 116,400
COPPER MOUNTAIN NETWORKS COM 217510106 123 1,400 SH SOLE 1,400
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COR THERAPEUTIC COM 217753102 4,948 58,000 SH SOLE 58,000
CORDIANT COMM GROUP SPON ADR NEW 218514206 19 693 SH SOLE 693
CORILLIAN CORP COM 218725109 13 800 SH SOLE 800
CORINTHIAN COLL INC COM 218868107 19 800 SH SOLE 800
CORIXA CORPORATION COM 21887F100 47 1,100 SH SOLE 1,100
CORN PRODUCTS INTL. COM 219023108 737 27,800 SH SOLE 27,800
CORNELL CORRECTIONS INC COM 219141108 13 1,600 SH SOLE 1,600
CORNERSTONE REALTY INC COM 21922V102 12 1,200 SH SOLE 1,200
CORNING INCORPORATED COM 219350105 2,402 8,900 SH OTHER (1) 8,900
CORNING INCORPORATED COM 219350105 95,441 353,648 SH SOLE 353,648
CORPORATE EXECUTIVE BOARD COM 21988R102 24 400 SH SOLE 400
CORRECTIONAL SERVICES COM 219921103 8 2,000 SH SOLE 2,000
CORRECTIONAL PROP COM 22025E104 12 1,100 SH SOLE 1,100
CORUS BANKSHARES INC COM 220873103 809 30,600 SH SOLE 30,600
CORVEL CORP COM 221006109 15 600 SH SOLE 600
COST PLUS INCORPORATED COM 221485105 1,277 44,500 SH SOLE 44,500
COSTCO WHOLESALE CORP COM 22160K105 3,036 92,000 SH OTHER (1) 92,000
COSTCO WHOLESALE CORP COM 22160K105 19,137 579,896 SH SOLE 579,896
COSTAR GROUP INC COM 22160N109 15 600 SH SOLE 600
COULTER PHARMACEUTICAL COM 222116105 14 700 SH SOLE 700
COUNTRYWIDE CREDIT COM 222372104 4,462 147,209 SH SOLE 147,209
COUSINS PROPERTIES COM 222795106 31 800 SH SOLE 800
COVAD COMMUNICATIONS GRP COM 222814204 64 3,950 SH SOLE 3,950
COVANCE INC COM 222816100 1,071 121,500 SH SOLE 121,500
COVENTRY HEALTH CARE CORP COM 222862104 1,827 137,100 SH SOLE 137,100
COX COMMUNICATIONS CL A 224044107 14,959 328,321 SH SOLE 328,321
COX RADIO INC CLASS A CL A 224051102 1,750 62,500 SH SOLE 62,500
CRAFTMADE INTERNATIONAL COM 22413E104 8 1,200 SH SOLE 1,200
CRANE COMPANY COM 224399105 1,999 82,219 SH SOLE 82,219
CRAWFORD & CO CLASS B CL B 224633107 12 1,100 SH SOLE 1,100
CREATIVE BIOMOLECULES COM 225270107 25 1,800 SH SOLE 1,800
CREDENCE SYSTEMS CORP COM 225302108 1,611 29,200 SH SOLE 29,200
CREE INC COM 225447101 2,363 17,700 SH SOLE 17,700
CRESCENT EQUITIES COM 225756105 66 3,200 SH SOLE 3,200
CRESTLINE CAPITAL CORP COM 226153104 14 800 SH SOLE 800
CRITICAL PATH INC COM 22674V100 99 1,700 SH SOLE 1,700
CROMPTON CORP COM 227116100 792 64,624 SH SOLE 64,624
CROSS COMPANY CL A 227478104 28 5,700 SH SOLE 5,700
CROSS TIMBERS OIL CO. COM 227573102 2,302 104,025 SH SOLE 104,025
CROSSMAN COMMUNITIES INC. COM 22764E109 12 700 SH SOLE 700
CROSSROADS SYSTEMS INC COM 22765D100 18 700 SH SOLE 700
CROWN CASTLE INTL COM 228227104 3,146 86,200 SH SOLE 86,200
CROWN CORK & SEAL INC COM 228255105 2,134 142,268 SH SOLE 142,268
CUBIST PHARMACEUTICALS COM 229678107 34 700 SH SOLE 700
CULLEN FROST BANKERS COM 229899109 1,066 40,500 SH SOLE 40,500
CUMMINS ENGINE INC COM 231021106 1,209 44,380 SH SOLE 44,380
CUMULUS MEDIA INC. CL A 231082108 554 60,700 SH SOLE 60,700
CURATIVE HEALTH SERVICES COM 231264102 11 1,900 SH SOLE 1,900
CURAGEN CORPORATION COM 23126R101 61 1,600 SH SOLE 1,600
CURTISS-WRIGHT COM 231561101 803 21,600 SH SOLE 21,600
CYBER-CARE INC. COM 23243T105 9 900 SH SOLE 900
CYBERSOURCE CORP COM 23251J106 12 900 SH SOLE 900
CYBERONICS COM 23251P102 473 39,400 SH SOLE 39,400
CYBEX CORP COM 232522102 1,773 41,850 SH SOLE 41,850
CYLINK CORPORATION COM 232565101 15 900 SH SOLE 900
CYMER INC. COM 232572107 2,975 62,300 SH SOLE 62,300
CYPRESS COMMUNICATIONS COM 232743104 9 1,200 SH SOLE 1,200
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CYPRESS SEMICONDUCTOR COM 232806109 2,210 52,300 SH OTHER (1) 52,300
CYPRESS SEMICONDUCTOR COM 232806109 2,649 62,700 SH SOLE 62,700
CYRK INTERNATIONAL INC COM 232817106 21 4,200 SH SOLE 4,200
CYSIVE INC COM 23281T108 24 1,000 SH SOLE 1,000
CYTEC INDUSTRIES INC. COM 232820100 2,222 90,000 SH SOLE 90,000
CYOTGEN CORP COM 232824102 23 2,300 SH SOLE 2,300
D & E COMMUNICATIONS COM 232860106 14 700 SH SOLE 700
D&K HEALTHCARE RES. COM 232861104 16 1,500 SH SOLE 1,500
CYTYC CORP COM 232946103 4,254 79,700 SH SOLE 79,700
DPL INC COM 233293109 1,616 73,644 SH SOLE 73,644
DQE INC COM 23329J104 1,815 45,950 SH SOLE 45,950
D R HORTON INC COM 23331A109 1,999 147,400 SH SOLE 147,400
DST SYSTEMS INC COM 233326107 2,817 37,000 SH SOLE 37,000
DSP GROUP INC COM 23332B106 3,214 57,400 SH SOLE 57,400
DTE ENERGY COMPANY COM 233331107 6,015 196,803 SH SOLE 196,803
DT INDUS INC. COM 23333J108 11 1,200 SH SOLE 1,200
DAIN RAUSCHER CORPORATION COM 233856103 1,987 30,100 SH SOLE 30,100
DAISYTEK INTERNATIONAL COM 234053106 344 36,400 SH SOLE 36,400
DAL-TILE INTL INC COM 23426R108 960 116,400 SH SOLE 116,400
DALEEN TECHNOLOGIES COM 23437N104 12 800 SH SOLE 800
DALLAS SEMICONDUCTOR CORP COM 235204104 1,288 31,600 SH SOLE 31,600
DANA CORP COM 235811106 4,564 215,410 SH SOLE 215,410
DANAHER CORP COM 235851102 9,329 188,700 SH SOLE 188,700
DARDEN RESTAURANTS INC COM 237194105 835 51,400 SH OTHER (1) 51,400
DARDEN RESTAURANTS INC COM 237194105 2,852 175,520 SH SOLE 175,520
DATA BROADCASTING COM 237596101 1,218 192,900 SH SOLE 192,900
DATA RETURN CORPORATION COM 23785M104 26 900 SH SOLE 900
DATASCOPE CORP COM 238113104 1,260 35,000 SH SOLE 35,000
DATASTREAM SYSTEMS INC COM 238124101 10 800 SH SOLE 800
DATUM INC COM 238208102 25 1,100 SH SOLE 1,100
DAVE AND BUSTER'S INC COM 23833N104 11 1,700 SH SOLE 1,700
DAVOX CORP. COM 239208101 4 300 SH SOLE 300
DEAN FOODS COMPANY COM 242361103 699 22,050 SH SOLE 22,050
DEB SHOPS INC COM 242728103 9 700 SH SOLE 700
DEERE & CO COM 244199105 11,334 306,327 SH SOLE 306,327
DEL MONTE FOODS COMPANY COM 24522P103 10 1,500 SH SOLE 1,500
DELCO REMY INTL. INC. COM 246626105 10 1,200 SH SOLE 1,200
DELHAIZE AMERICA INC CL A 246688105 77 4,366 SH SOLE 4,366
DELL COMPUTER CORP COM 247025109 2,199 44,600 SH OTHER (1) 44,600
DELL COMPUTER CORP COM 247025109 162,570 3,296,728 SH SOLE 3,296,728
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 6,222 427,236 SH SOLE 427,236
DELPHI FINANCIAL GRP CL A 247131105 1,623 47,826 SH SOLE 47,826
DELTA & PINE LAND CO COM 247357106 2,060 82,200 SH SOLE 82,200
DELTA AIRLINES INC COM 247361108 8,687 171,806 SH SOLE 171,806
DELTA NATURAL GAS COM 247748106 3 200 SH SOLE 200
DELTIC TIMBER CORP COM 247850100 51 2,400 SH SOLE 2,400
DELTEK SYSTEMS COM 24785A108 7 1,200 SH SOLE 1,200
DELUXE CORP COM 248019101 2,393 101,572 SH SOLE 101,572
DENDRITE INTERNATIONAL COM 248239105 2,867 86,050 SH SOLE 86,050
DENTSPLY INT'L INC COM 249030107 1,057 34,300 SH SOLE 34,300
DEPARTMENT 56 INC. COM 249509100 451 41,000 SH SOLE 41,000
DETROIT DIESEL CORP COM 250837101 726 49,200 SH SOLE 49,200
DEVELOPERS DIVRS COM 251591103 24 1,600 SH SOLE 1,600
DEVON ENERGY CORP COM 25179M103 2,675 47,602 SH SOLE 47,602
DEVRY INC COM 251893103 976 36,900 SH SOLE 36,900
DEXTER CORP COM 252165105 2,395 49,900 SH SOLE 49,900
DIAGNOSTIC PRODUCTS CORP COM 252450101 1,024 32,000 SH SOLE 32,000
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DIAL CORPORATION COM 25247D101 703 67,800 SH SOLE 67,800
DIAMOND OFFSHORE DRILL COM 25271C102 2,824 80,400 SH SOLE 80,400
DIAMOND TECH CL A 252762109 3,934 44,700 SH SOLE 44,700
DIEBOLD INC COM 253651103 1,049 37,618 SH SOLE 37,618
DIGENE CORPORATION COM 253752109 24 600 SH SOLE 600
DIGEX INC CL A 253756100 48 700 SH SOLE 700
DIGI INTERNATIONAL INC COM 253798102 19 2,900 SH SOLE 2,900
DIGITAL COURIER TECH. COM 253838106 11 1,700 SH SOLE 1,700
DIGITAL LIGHTWAVE INC COM 253855100 131 1,300 SH SOLE 1,300
DIGITAL MICROWAVE COM 253859102 5,784 151,700 SH SOLE 151,700
DIGITAL IMPACT INC COM 25385G106 10 700 SH SOLE 700
DIGITAL ISLAND COM 25385N101 88 1,800 SH SOLE 1,800
DIGITAL INSIGHT COM 25385P106 20 600 SH SOLE 600
DIGITAL RIVER. COM 25388B104 359 46,700 SH SOLE 46,700
DIGITAS INC COM 25388K104 24 1,500 SH SOLE 1,500
DIGITAL THINK INC COM 25388M100 29 800 SH SOLE 800
DIME COMMUNITY BANCORP COM 253922108 8 500 SH SOLE 500
DILLARDS INC CLASS A COM 254067101 1,332 108,733 SH SOLE 108,733
DIME BANCORP INC COM 25429Q102 1,145 72,726 SH SOLE 72,726
DIMON INCORPORATED COM 254394109 18 8,300 SH SOLE 8,300
DIONEX CORP. COM 254546104 1,279 47,800 SH SOLE 47,800
DISCOUNT AUTO PARTS INC COM 254642101 26 2,600 SH SOLE 2,600
WALT DISNEY CO COM 254687106 1,739 44,800 SH OTHER (1) 44,800
WALT DISNEY CO COM 254687106 104,947 2,703,941 SH SOLE 2,703,941
DITECH COMM CORP COM 25500M103 76 800 SH SOLE 800
DIVERSA CORP COM 255064107 13 400 SH SOLE 400
DIXIE GROUP INC CL A 255519100 9 2,300 SH SOLE 2,300
DOBSON COMMUNICATIONS CL A 256069105 50 2,600 SH SOLE 2,600
DOCUMENTUM INCORPORATED COM 256159104 3,432 38,400 SH SOLE 38,400
DOLE FOOD COMPANY COM 256605106 1,694 121,000 SH SOLE 121,000
DOLLAR GENERAL STORES COM 256669102 8,000 410,239 SH SOLE 410,239
DOLLAR THRIFTY AUTO. COM 256743105 955 51,800 SH SOLE 51,800
DOLLAR TREE STORES COM 256747106 2,190 55,350 SH SOLE 55,350
DOMINION RESOURCES COM 25746U109 13,350 311,381 SH SOLE 311,381
DONALDSON CO INC COM 257651109 1,995 101,000 SH SOLE 101,000
DONALDSON LUFKIN & JENRETTE COM 257661108 3,191 75,200 SH SOLE 75,200
3ONNELLEY R R & SONS COM 257867101 3,662 162,306 SH SOLE 162,306
DORAL FINANCIAL CORP COM 25811P100 13 1,100 SH SOLE 1,100
DOUBLECLICK INC. COM 258609304 2,591 67,968 SH SOLE 67,968
DOVER CORP COM 260003108 10,914 269,065 SH SOLE 269,065
DOVER DOWNS ENTERTAINMENT COM 260086103 1,075 76,800 SH SOLE 76,800
DOW CHEMICAL CO COM 260543103 26,071 863,628 SH SOLE 863,628
DOW JONES & CO INC COM 260561105 8,578 117,100 SH SOLE 117,100
DOWNEY FINANCIAL CORP COM 261018105 1,957 67,471 SH SOLE 67,471
DRESS BARN INC COM 261570105 945 42,700 SH SOLE 42,700
DREXLER TECHNOLOGY COM 261876106 13 1,000 SH SOLE 1,000
DREYER'S GRAND ICE CREAM COM 261878102 1,275 60,700 SH SOLE 60,700
DRIL-QUIP INC COM 262037104 1,875 40,100 SH SOLE 40,100
DROVERS BANCSHARES CORP COM 262120108 10 630 SH SOLE 630
DRUGSTORE.COM INC COM 262241102 9 1,200 SH SOLE 1,200
DSL.NET INC COM 262506108 14 1,400 SH SOLE 1,400
DUPONT E I DE NEMOURS COM 263534109 1,601 36,600 SH OTHER (1) 36,600
DUPONT E I DE NEMOURS COM 263534109 59,716 1,364,938 SH SOLE 1,364,938
DUANE READE INC COM 263578106 968 37,600 SH SOLE 37,600
DUKE ENERGY CORP COM 264399106 27,033 479,523 SH SOLE 479,523
DUKE-WEEKS REALTY COM NEW 264411505 76 3,390 SH SOLE 3,390
DUN & BRADSTREET COM 26483B106 5,967 208,456 SH SOLE 208,456
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DURA AUTOMOTIVE SYSTEMS CL A 265903104 6 600 SH SOLE 600
DUPONT PHOTOMASKS INC COM 26613X101 2,315 33,800 SH SOLE 33,800
DURA PHARMACEUTICALS COM 26632S109 1,537 106,900 SH SOLE 106,900
DURAMED PHARMACEUTICALS COM 266354109 10 1,900 SH SOLE 1,900
DYCOM INDS INC COM 267475101 3,869 84,100 SH SOLE 84,100
DYNEGY INC CL A 26816Q101 5,881 86,088 SH SOLE 86,088
EGL INC COM 268484102 1,880 61,150 SH SOLE 61,150
E-LOAN INC COM 26861P107 8 1,600 SH SOLE 1,600
EMC CORPORATION COM 268648102 213,562 2,775,782 SH SOLE 2,775,782
ENSCO INTERNATIONAL INC COM 26874Q100 3,993 111,500 SH OTHER (1) 111,500
ENSCO INTERNATIONAL INC COM 26874Q100 2,919 81,500 SH SOLE 81,500
EOG RESOURCES INC COM 26875P101 2,278 68,000 SH SOLE 68,000
E.PIPHANY INC COM 26881V100 96 900 SH SOLE 900
ESS TECHNOLOGY COM 269151106 1,301 97,600 SH SOLE 97,600
E.SPIRE COMM INC COM 269153102 11 1,600 SH SOLE 1,600
E-STAMP CORP COM 269154100 1 700 SH SOLE 700
E-TEK DYNAMICS INC COM 269240107 528 2,000 SH SOLE 2,000
E'TOWN CORP COM 269242103 1,256 18,900 SH SOLE 18,900
E*TRADE GROUP COM 269246104 2,377 144,035 SH SOLE 144,035
EAGLE BANCSHARES INC COM 26942C109 8 700 SH SOLE 700
EARTHGRAINS COMPANY COM 270319106 1,969 101,300 SH SOLE 101,300
EARTHLINK INC COM 270321102 1,116 72,300 SH SOLE 72,300
EARTHWEB INC COM 27032C108 314 22,400 SH SOLE 22,400
EASTERN ENTERPRISES COM 27637F100 2,227 35,343 SH SOLE 35,343
EASTGROUP PROPERTIES COM 277276101 15 700 SH SOLE 700
EASTMAN CHEMICAL CO COM 277432100 1,862 39,000 SH OTHER (1) 39,000
EASTMAN CHEMICAL CO COM 277432100 5,008 104,889 SH SOLE 104,889
EASTMAN KODAK COMPANY COM 277461109 24,430 410,581 SH SOLE 410,581
EATON CORP COM 278058102 6,583 98,261 SH SOLE 98,261
EATON VANCE CORP COM NON VTG 278265103 934 20,200 SH SOLE 20,200
EBAY INC COM 278642103 8,304 152,900 SH SOLE 152,900
EBENX INC COM 278668108 17 800 SH SOLE 800
ECHELON CORPORATION COM 27874N105 4,125 71,200 SH SOLE 71,200
ECHOSTAR COMMUNICATIONS CL A 278762109 4,281 129,300 SH SOLE 129,300
ECLIPSE SURGICAL TECH INC COM 278849104 11 2,400 SH SOLE 2,400
ECLIPSYS CORPORATION COM 278856109 586 78,100 SH SOLE 78,100
ECOLAB INC COM 278865100 6,729 172,270 SH SOLE 172,270
EDISON INTERNATIONAL COM 281020107 9,363 456,729 SH SOLE 456,729
EDISON SCHOOLS INC CL A 281033100 23 1,000 SH SOLE 1,000
EDUCATION MGMT CORP COM 28139T101 18 1,000 SH SOLE 1,000
J.D. EDWARDS & COMPANY COM 281667105 1,026 68,100 SH SOLE 68,100
EDWARDS (A.G.) INC COM 281760108 2,154 55,243 SH SOLE 55,243
EDWARDS LIFESCIENCES COM 28176E108 147 7,940 SH OTHER (1) 7,940
EDWARDS LIFESCIENCES COM 28176E108 28 1,500 SH SOLE 1,500
EFFICIENT NETWORKS INC COM 282056100 110 1,500 SH SOLE 1,500
EGAINS COMMUNICATION COM 28225C103 12 1,000 SH SOLE 1,000
EGGHEAD.COM INC COM 282329101 246 83,749 SH SOLE 83,749
JR CIGAR INC COM 282491109 6 600 SH SOLE 600
EL PASO ELECTRIC COMPANY COM NEW 283677854 1,376 123,000 SH SOLE 123,000
EL PASO ENERGY CORP COM 283905107 15,462 303,547 SH SOLE 303,547
ELAN CORPORATION ADR ADR 284131208 24 500 SH SOLE 500
ELAN CORP -CONT. RIGHT RT G29539148 40 80,200 SH SOLE 80,200
ELANTEC SEMICONDUCTOR INC COM 284155108 28 400 SH SOLE 400
ELCOM INTERNATIONAL INC COM 284434107 11 1,600 SH SOLE 1,600
ELCOR CORPORATION COM 284443108 955 45,200 SH SOLE 45,200
ELECTRO RENT CORPORATION COM 285218103 13 1,100 SH SOLE 1,100
ELECTRO SCIENTIFIC INDS COM 285229100 1,339 30,400 SH OTHER (1) 30,400
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ELECTRO SCIENTIFIC INDS COM 285229100 2,536 57,600 SH SOLE 57,600
ELECTROGLAS INC COM 285324109 963 48,700 SH SOLE 48,700
ELECTRONIC ARTS INC COM 285512109 3,071 42,100 SH SOLE 42,100
ELECTRONIC DATA SYSTEMS COM 285661104 25,270 612,600 SH SOLE 612,600
ELECTRONICS BOUTIQUE HLDG COM 286045109 13 800 SH SOLE 800
ELECTRONICS FOR IMAGING COM 286082102 924 36,500 SH SOLE 36,500
ELOT INC COM 290143106 3 1,500 SH SOLE 1,500
ELOYALTY CORPORATION COM 290151109 13 1,000 SH SOLE 1,000
EMBARCADERO TECHNOLOGIES COM 290787100 21 700 SH SOLE 700
EMBREX INC. COM 290817105 4 300 SH SOLE 300
EMCORE CORPORATION COM 290846104 60 500 SH SOLE 500
EMERGE INTERACTIVE INC CL A 29088W103 16 900 SH SOLE 900
EMERSON ELECTRIC CO COM 291011104 33,908 561,626 SH SOLE 561,626
EMISPHERE TECHNOLOGIES COM 291345106 21 500 SH SOLE 500
EMMIS COMMUNICATIONS CL A 291525103 968 23,400 SH SOLE 23,400
EMPIRE DISTRICT ELEC CO COM 291641108 823 37,300 SH SOLE 37,300
EMULEX CORP COM NEW 292475209 1,379 21,000 SH SOLE 21,000
EMUSIC.COM INC COM 292476108 216 90,800 SH SOLE 90,800
ENCOMPASS SERVICES CORP COM 29255U104 843 146,558 SH SOLE 146,558
ENERGEN CORP COM 29265N108 1,518 69,600 SH SOLE 69,600
ENERGY EAST CORPORATION COM 29266M109 1,343 70,428 SH SOLE 70,428
ENERGIZER HOLDINGS INC COM 29266R108 46 2,534 SH SOLE 2,534
ENGAGE TECHNOLOGIES INC COM 292827102 36 2,800 SH SOLE 2,800
ENGELHARD CORP COM 292845104 2,808 164,588 SH SOLE 164,588
ENERGYNORTH COM 292925104 12 200 SH SOLE 200
ENERGYSOUTH INC COM 292970100 15 800 SH SOLE 800
ENESCO GROUP INCORPORATED COM 292973104 17 3,600 SH SOLE 3,600
ENHANCE FINANCIAL SVCS GP COM 293310108 1,262 87,800 SH SOLE 87,800
ENRON CORP COM 293561106 60,508 938,116 SH SOLE 938,116
ENTERCOM COMMUNICATIONS CL A 293639100 49 1,000 SH SOLE 1,000
ENTERGY CORP COM 29364G103 8,750 321,825 SH SOLE 321,825
ENTERPRISE PRODUCTS PRTNR COM 293792107 25 1,100 SH SOLE 1,100
ENTREMED COM 29382F103 973 32,500 SH SOLE 32,500
ENTRADE INC. COM 29382L100 3 400 SH SOLE 400
ENTRUST TECHNOLOGIES COM 293848107 2,218 26,800 SH SOLE 26,800
ENZON INC COM 293904108 982 23,100 SH SOLE 23,100
ENZO BIOCHEM INC COM 294100102 3,754 54,400 SH SOLE 54,400
ENVISION DEVELOPMENT CORP COM 29410N102 9 400 SH SOLE 400
EPRESENCE INC. COM 294348107 378 56,500 SH SOLE 56,500
EQUIFAX INC COM 294429105 4,670 177,915 SH SOLE 177,915
EQUITABLE RESOURCES COM 294549100 912 18,900 SH SOLE 18,900
EQUITEX INC. COM PAR $0.02 294592308 9 1,300 SH SOLE 1,300
EQUITY INNS INC COM 294703103 12 1,900 SH SOLE 1,900
EQUITY OFFICE PROP COM 294741103 230 8,348 SH SOLE 8,348
EQUITY ONE INCORPORATED COM 294752100 11 1,100 SH SOLE 1,100
EQUITY RES PROP TR SH BEN INT 29476L107 166 3,600 SH SOLE 3,600
ERIE INDEMNITY CO-CL A CL A 29530P102 1,310 41,600 SH SOLE 41,600
ESHARE TECHNOLOGIES INC COM 296428105 10 1,400 SH SOLE 1,400
ESPEED INC CL A CL A 296643109 9 200 SH SOLE 200
ESSEX PROPERTY TRUST COM 297178105 17 400 SH SOLE 400
ESTERLINE TECHNOLOGIES COM 297425100 48 3,200 SH SOLE 3,200
ETHAN ALLEN INTERIORS INC COM 297602104 754 38,800 SH SOLE 38,800
ETHYL CORP COM 297659104 438 175,300 SH SOLE 175,300
ETOYS INC COM 297862104 17 2,700 SH SOLE 2,700
EVEREST RE GROUP LTD COM G3223R108 1,055 32,100 SH SOLE 32,100
EVERGREEN RES INC COM NO PAR 299900308 951 32,100 SH SOLE 32,100
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EXABYTE COM 300615101 20 4,400 SH SOLE 4,400
EXAR CORPORATION COM 300645108 3,496 40,100 SH SOLE 40,100
EXCALIBUR TECHNOLOGIES COM NEW 300651205 48 1,200 SH SOLE 1,200
EXCEL LEGACY CORPORATION COM 300665106 1 363 SH SOLE 363
EXCELON CORPORATION COM 300691102 11 1,400 SH SOLE 1,400
EXCHANGE APPLICATIONS INC COM 300867108 27 1,000 SH SOLE 1,000
EXELIXIS INC. COM 30161Q104 40 1,200 SH SOLE 1,200
EXTENDED SYSTEMS INC COM 301973103 19 200 SH SOLE 200
EXIDE CORPORATION COM 302051107 14 1,700 SH SOLE 1,700
EXODUS COMMUNICATIONS COM 302088109 10,115 219,600 SH SOLE 219,600
EXPEDIA INC COM 302125109 15 1,000 SH SOLE 1,000
EXPEDITORS INTL WASH INC COM 302130109 1,411 29,700 SH SOLE 29,700
EXPRESS SCRIPTS INC CL A CL A 302182100 1,429 23,000 SH SOLE 23,000
EXTENED STAY AMER. INC. COM 30224P101 1,910 206,500 SH SOLE 206,500
EXTENSITY INC. COM 302255104 17 500 SH SOLE 500
EXTREME NETWORKS INC COM 30226D106 158 1,500 SH SOLE 1,500
EZENIA! INC COM 302311105 8 1,800 SH SOLE 1,800
EXXON MOBIL CORPORATION COM 30231G102 6,264 79,800 SH OTHER (1) 79,800
EXXON MOBIL CORPORATION COM 30231G102 355,999 4,535,013 SH SOLE 4,535,013
F&M BANCORP MD COM 302367107 4 200 SH SOLE 200
F&M NATIONAL CORPORATION COM 302374103 1,112 52,933 SH SOLE 52,933
FBL FINANCIAL GROUP CL A COM 30239F106 1,003 63,700 SH SOLE 63,700
FEI COMPANY COM 30241L109 21 700 SH SOLE 700
FMC CORP COM 302491303 2,162 37,278 SH SOLE 37,278
FNB CORPORATION/PA COM 302520101 960 46,548 SH SOLE 46,548
FPIC INSURANCE GROUP COM 302563101 11 700 SH SOLE 700
FPL GROUP INC COM 302571104 11,780 237,980 SH SOLE 237,980
FSI INTL INC COM 302633102 28 1,300 SH SOLE 1,300
FIRST VISUAL CR COM 30266P100 9 1,200 SH SOLE 1,200
F.Y.I. INC. COM 302712104 1,095 35,300 SH SOLE 35,300
FACTORY 2U STORES INC COM 303072102 23 600 SH SOLE 600
FACTSET RESEARCH SYS INC COM 303075105 1,958 69,300 SH SOLE 69,300
FAIR ISAAC & CO. COM 303250104 1,355 30,800 SH SOLE 30,800
FAIRCHILD CORPORATION CL A 303698104 7 1,400 SH SOLE 1,400
FAIRCHILD SEMICON INT'L-A CL A 303726103 85 2,100 SH SOLE 2,100
FAIRFIELD COMMUNITIES COM PAR $0.01 304231301 683 86,700 SH SOLE 86,700
FALCON PRODUCTS INC. COM 306075102 14 1,500 SH SOLE 1,500
FAMILY DOLLAR STORES COM 307000109 1,968 100,600 SH SOLE 100,600
FARM FAMILY HOLDINGS INC COM 307901108 19 600 SH SOLE 600
FARMERS CAP BK CORP COM 309562106 12 400 SH SOLE 400
FATBRAIN.COM INC COM 311889109 5 800 SH SOLE 800
FASTENAL CO COM 311900104 1,104 21,800 SH SOLE 21,800
FEDDERS CORPORATION COM 313135105 40 6,800 SH SOLE 6,800
FREDDIE MAC COM 313400301 1,519 37,500 SH OTHER (1) 37,500
FREDDIE MAC COM 313400301 36,825 909,252 SH SOLE 909,252
FEDERAL-MOGUL CORP COM 313549107 108 11,300 SH SOLE 11,300
FANNIE MAE COM 313586109 2,844 54,500 SH OTHER (1) 54,500
FANNIE MAE COM 313586109 68,074 1,304,417 SH SOLE 1,304,417
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 18 900 SH SOLE 900
FEDERAL SIGNAL CORP COM 313855108 1,614 97,800 SH SOLE 97,800
FEDERATED DEPT STORES COM 31410H101 9,259 274,337 SH SOLE 274,337
FEDERATED INVESTORS CL B 314211103 1,655 47,200 SH SOLE 47,200
FEDEX CORPORATION COM 31428X106 14,568 383,368 SH SOLE 383,368
FELCOR LODGING TRUST INC COM 31430F101 31 1,700 SH SOLE 1,700
FERRO CORP COM 315405100 1,571 74,800 SH SOLE 74,800
F5 NETWORKS INC COM 315616102 33 600 SH SOLE 600
FIBERMARK INC COM 315646109 4 300 SH SOLE 300
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FIDELITY BANKSHARES COM 316047109 13 800 SH SOLE 800
FIDELITY NATL FINL INC. COM 316326107 2,917 159,282 SH SOLE 159,282
FIFTH THIRD BANK COM 316773100 25,545 403,870 SH SOLE 403,870
FILENET CORP COM 316869106 1,352 73,600 SH SOLE 73,600
FINANCIAL FEDERAL CORP COM 317492106 556 32,000 SH SOLE 32,000
FINANCIAL SEC ASSURANCE COM 31769P100 1,442 19,000 SH SOLE 19,000
FINISAR CORPORATION COM 31787A101 107 4,100 SH SOLE 4,100
FINOVA GROUP INC COM 317928109 497 38,200 SH SOLE 38,200
FIRE POND INC. COM 318224102 29 800 SH SOLE 800
FIRST AMER FINACIAL CORP. COM 318522307 2,206 154,100 SH SOLE 154,100
FIRST BANCORP/PUERTO RICO COM 318672102 1,216 65,500 SH SOLE 65,500
FIRST BUSEY CORP COM 319383105 475 28,900 SH SOLE 28,900
FIRST CHARTER CORP COM 319439105 16 1,000 SH SOLE 1,000
FIRST CITIZENS BCSHS CL A 31946M103 1,505 25,300 SH SOLE 25,300
FIRST COMMONWEALTH COM 319829107 1,117 123,300 SH SOLE 123,300
FIRST FED CAP CORP COM 319960100 8 700 SH SOLE 700
FIRST FED FINL CORP COM 319961108 11 600 SH SOLE 600
FIRST DATA CORP COM 319963104 27,360 551,329 SH SOLE 551,329
FIRST FINANCIAL BANCORP COM 320209109 2,023 102,743 SH SOLE 102,743
FIRSRT FINL BANKSHARES COM 32020R109 586 21,300 SH SOLE 21,300
FIRST FIN CORP/INDIANA COM 320218100 9 300 SH SOLE 300
FIRST INDUSTRIAL REALTY COM 32054K103 27 900 SH SOLE 900
FIRST MERCHANTS CORP COM 320817109 8 400 SH SOLE 400
FIRST MID WEST BANC/IL COM 320867104 725 31,200 SH SOLE 31,200
FIRST HEALTH GROUP CORP. COM 320960107 925 28,200 SH SOLE 28,200
FIRST NIAGARA FINANCIAL COM 33582U100 11 1,200 SH SOLE 1,200
FIRST NORTHERN CAPITAL COM 335832101 17 1,300 SH SOLE 1,300
FIRST REPUBLIC BANK COM 336158100 8 400 SH SOLE 400
FIRST SECURITY CORP COM 336294103 1,597 117,727 SH SOLE 117,727
FIRST SENTINEL BANCORP COM 33640T103 635 77,262 SH SOLE 77,262
FIRST SOURCE CORP COM 336901103 636 40,542 SH SOLE 40,542
FIRST TENN NATL CORP COM 337162101 1,257 75,900 SH SOLE 75,900
FIRST UNION CORP COM 337358105 31,927 1,286,717 SH SOLE 1,286,717
FIRST UNITED BANCSHARES COM 33741E104 820 54,000 SH SOLE 54,000
FIRST UTD CORP COM 33741H107 10 900 SH SOLE 900
FIRST VIRGINIA BANKS INC COM 337477103 899 25,825 SH SOLE 25,825
FIRST WASH RLTY TR INC COM 337489504 13 600 SH SOLE 600
THE FIRST YEARS INC. COM 337610109 17 1,500 SH SOLE 1,500
FIRSTCOM CORP COM 33763T104 1,008 66,900 SH SOLE 66,900
FIRSTAR CORP COM 33763V109 26,929 1,278,523 SH SOLE 1,278,523
FISERV INC COM 337738108 3,369 77,893 SH SOLE 77,893
FIRSTFED FINANCIAL CORP COM 337907109 13 900 SH SOLE 900
FIRSTMERIT CORP COM 337915102 1,045 48,900 SH SOLE 48,900
FIRSTFED AMER BANCOR COM 337929103 12 1,000 SH SOLE 1,000
FLAGSTAR BANCORP COM 337930101 8 1,000 SH SOLE 1,000
FIRSTENERGY CORPORATION COM 337932107 7,132 305,096 SH SOLE 305,096
FISHER SCIENTIFIC INTL. COM NEW 338032204 2,158 87,200 SH SOLE 87,200
FLEET BOSTON FINANCIAL COM 339030108 40,571 1,193,277 SH SOLE 1,193,277
FLEETWOOD ENTERPRISES COM 339099103 1,082 75,900 SH SOLE 75,900
FLEMING CO COM 339130106 1,206 92,300 SH SOLE 92,300
FLEXSTEEL INDUSTRIES INC. COM 339382103 7 600 SH SOLE 600
FLEXTRONICS INTERNATIONAL ORD Y2573F102 100 1,449 SH SOLE 1,449
FLORIDA EAST COAST INDS. COM 340632108 848 21,200 SH SOLE 21,200
FLORIDA PROGRESS CORP COM 341109106 6,033 128,700 SH SOLE 128,700
FLORIDA PUBLIC UTILITES COM 341135101 3 200 SH SOLE 200
FLORIDA ROCK INDUSTRIES COM 341140101 1,546 43,400 SH SOLE 43,400
FLOW INTL CORP COM 343468104 26 2,600 SH SOLE 2,600
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FLOWERS INDUSTRIES COM 343496105 1,003 50,300 SH SOLE 50,300
FLOWSERVE CORPORATION COM 34354P105 1,199 79,634 SH SOLE 79,634
FLUOR CORP COM 343861100 3,048 96,375 SH SOLE 96,375
FOAMEX INTERNATIONAL INC COM 344123104 2 400 SH SOLE 400
FOCAL COMMUNICATIONS COM 344155106 58 1,600 SH SOLE 1,600
FOGDOG INC COM 344167101 0 300 SH SOLE 300
FOOTSTAR INC COM 344912100 1,596 48,000 SH SOLE 48,000
FORD MOTOR COMPANY COM 345370100 3,186 74,100 SH OTHER (1) 74,100
FORD MOTOR COMPANY COM 345370100 67,471 1,569,095 SH SOLE 1,569,095
FOREST CITY ENTERPRISES CL A 345550107 2,159 64,700 SH SOLE 64,700
FOREST LABS INC CL A 345838106 5,010 49,600 SH SOLE 49,600
FOREST OIL CORP COM 346091606 1,887 118,400 SH SOLE 118,400
FORRESTER RESEARCH COM 346563109 3,255 44,700 SH SOLE 44,700
FORT JAMES CORPORATION COM 347471104 6,091 263,395 SH SOLE 263,395
FORTUNE BRANDS INC COM 349631101 4,923 213,458 SH SOLE 213,458
FORWARD AIR CORP COM 349853101 1,816 45,400 SH SOLE 45,400
FOSSIL INCORPORATED COM 349882100 1,342 69,050 SH SOLE 69,050
FOSTER WHEELER CORP COM 350244109 815 94,500 SH SOLE 94,500
FOUNDATION HEALTH SYSTEMS COM 350404109 3,422 263,200 SH SOLE 263,200
FOUNDRY NETWORKS INC COM 35063R100 352 3,200 SH SOLE 3,200
4 KIDS ENTERTAINMENT COM 350865101 672 25,800 SH SOLE 25,800
4FRONT TECHNOLOGIES COM 351042106 17 1,400 SH SOLE 1,400
FOX ENTERTAINMENT GRP CL A 35138T107 3,177 104,600 SH SOLE 104,600
FRANCHISE FINANCE CORP COM 351807102 32 1,400 SH SOLE 1,400
FRANKLIN COVEY CO COM 353469109 22 3,200 SH SOLE 3,200
FRANKLIN ELECTRIC CO INC COM 353514102 806 11,900 SH SOLE 11,900
FRANKLIN RESOURCES INC COM 354613101 10,088 332,100 SH SOLE 332,100
FREEMARKETS INC COM 356602102 52 1,100 SH SOLE 1,100
FREEPORT-MCMORAN SER B CL B 35671D857 1,929 208,509 SH SOLE 208,509
FREESHOP.COM INC. COM 356873109 3 500 SH SOLE 500
FREMONT GENERAL CORP COM 357288109 636 161,400 SH SOLE 161,400
FRENCH FRAGRANCES INC COM 357658103 10 1,200 SH SOLE 1,200
FRESH DEL MONTE PRODUCE ORD G36738105 788 114,600 SH SOLE 114,600
FRIEDE GOLDMAN HALTER INC COM 358430106 946 114,955 SH SOLE 114,955
FRITZ COMPANIES INC COM 358846103 879 85,200 SH SOLE 85,200
FRONTIER AIRLINES INC COM 359065109 9 600 SH SOLE 600
FRONTIER FINANCIAL CORP COM 35907K105 684 37,200 SH SOLE 37,200
FRONTIER OIL CORP COM 35914P105 16 2,000 SH SOLE 2,000
FRONTLINE CAPITAL GROUP COM 35921N101 19 900 SH SOLE 900
FROZEN FOOD EXPRESS IND. COM 359360104 5 1,500 SH SOLE 1,500
FULLER H B CO COM 359694106 1,362 29,900 SH SOLE 29,900
FULTON FIN CORP COM 360271100 872 49,323 SH SOLE 49,323
FURNITURE BRANDS INTL INC COM 360921100 1,655 109,400 SH SOLE 109,400
G&K SERVICES INC. CL A 361268105 1,192 47,550 SH SOLE 47,550
GA FINANCIAL COM 361437106 10 800 SH SOLE 800
GATX CORP COM 361448103 860 25,300 SH SOLE 25,300
GBC BANCORP COM 361475106 12 400 SH SOLE 400
GC COMPANIES INC. COM 36155Q109 45 2,000 SH SOLE 2,000
GST TELECOMM. INC. COM 361942105 71 74,600 SH SOLE 74,600
GP STRATEGIES CORPORATION COM 36225V104 7 1,500 SH SOLE 1,500
GPU INC COM 36225X100 4,510 166,652 SH SOLE 166,652
GTE CORP COM 362320103 2,347 37,700 SH OTHER (1) 37,700
GTE CORP COM 362320103 77,906 1,251,498 SH SOLE 1,251,498
GABELLI ASSET MGMT INC CL A 36239Y102 18 700 SH SOLE 700
GABLES RESIDTL TR SH BEN INT 362418105 13 500 SH SOLE 500
GADZOOKS INC. COM 362553109 7 600 SH SOLE 600
GADZOOX NETWORKS INC COM 362555104 8 600 SH SOLE 600
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GALILEO INTERNATIONAL INC COM 363547100 1,098 52,600 SH SOLE 52,600
ARTHUR J. GALLEGHER & CO COM 363576109 3,360 80,000 SH SOLE 80,000
GANNETT CO COM 364730101 21,269 355,592 SH SOLE 355,592
GAP INC COM 364760108 2,104 67,337 SH OTHER (1) 67,337
GAP INC COM 364760108 34,426 1,101,624 SH SOLE 1,101,624
GARDEN FRESH RESTAURANT COM 365235100 14 1,300 SH SOLE 1,300
GARDNER DENVER MACHINERY COM 365558105 52 2,900 SH SOLE 2,900
GARTNER GROUP INC CL.B CL B 366651206 22 2,251 SH SOLE 2,251
GASONICS INTL CORP COM 367278108 43 1,100 SH SOLE 1,100
GATEWAY INC COM 367626108 23,216 415,000 SH SOLE 415,000
GAYLORD ENTERTAINMENT COM 367905106 1,537 71,500 SH SOLE 71,500
GAYLORD CONTAINER CORP CL A 368145108 307 114,400 SH SOLE 114,400
GEERLING & WADE COM 368473104 1 400 SH SOLE 400
GELTEX PHARMACEUTICALS COM 368538104 14 700 SH SOLE 700
GENCORP INCORPORATED COM 368682100 779 97,400 SH SOLE 97,400
GENE LOGIC INCORPORATED COM 368689105 46 1,300 SH SOLE 1,300
GENENTECH INC. COM NEW 368710406 550 3,200 SH SOLE 3,200
GENERAL CABLE CORP COM 369300108 14 1,700 SH SOLE 1,700
GENERAL COMMUNICATION CL A 369385109 50 9,700 SH SOLE 9,700
GENERAL DYNAMICS CORP COM 369550108 3,318 63,500 SH OTHER (1) 63,500
GENERAL DYNAMICS CORP COM 369550108 13,907 266,162 SH SOLE 266,162
GENERAL ELECTRIC CO COM 369604103 13,563 255,900 SH OTHER (1) 255,900
GENERAL ELECTRIC CO COM 369604103 672,701 12,692,476 SH SOLE 12,692,476
GENERAL GROWTH PROP COM 370021107 41 1,300 SH SOLE 1,300
GENERAL MILLS INC COM 370334104 1,721 45,000 SH OTHER (1) 45,000
GENERAL MILLS INC COM 370334104 15,092 394,550 SH SOLE 394,550
GENERAL MOTORS CORP COM 370442105 40,905 704,501 SH SOLE 704,501
GENERAL MOTORS-CLASS H CL H NEW 370442832 11,740 133,792 SH SOLE 133,792
GENERAL SEMICONDUCTOR INC COM 370787103 1,192 80,800 SH SOLE 80,800
GENESCO INC COM 371532102 749 46,600 SH SOLE 46,600
GENESEE CORP - CL B CL B 371601204 4 200 SH SOLE 200
GENTEX CORP COM 371901109 1,178 46,900 SH SOLE 46,900
GENLYTE GROUP INC. COM 372302109 619 29,400 SH SOLE 29,400
GENOME THERAPEUTCS CORP. COM 372430108 21 700 SH SOLE 700
GENRAD COM 372447102 575 63,900 SH SOLE 63,900
GENUINE PARTS CO COM 372460105 4,598 229,901 SH SOLE 229,901
GEON COMPANY COM 37246W105 934 55,000 SH SOLE 55,000
GENTIVA HEALTH SERVICES COM 37247A102 4 450 SH SOLE 450
GENZYME- GENERAL DIVISION COM 372917104 2,740 46,100 SH SOLE 46,100
GENZYME SURGICAL PRODUCTS COM SURG PRODS 372917609 10 996 SH SOLE 996
GEORGIA GULF CORP COM 373200203 17 800 SH SOLE 800
GEORGIA-PACIFIC GROUP COM 373298108 5,861 223,282 SH SOLE 223,282
GEORGIA PAC(TIMBER GROUP) COM-TIMBER GRP 373298702 1,127 52,100 SH SOLE 52,100
GEOWORKS CORPORATION COM 373692102 13 800 SH SOLE 800
GERBER SCIENTIFIC INC. COM 373730100 590 51,300 SH SOLE 51,300
GERON CORP COM 374163103 19 600 SH SOLE 600
GETTHERE.COM INC COM 374266104 14 1,300 SH SOLE 1,300
GETTY IMAGES INC COM 374276103 915 24,700 SH SOLE 24,700
GETTY RLTY CORP NEW COM 374297109 11 1,000 SH SOLE 1,000
GIBRALTAR STEEL CORP COM 37476F103 8 600 SH SOLE 600
GILEAD SCIENCES INC COM 375558103 1,939 27,265 SH SOLE 27,265
GILLETTE COMPANY COM 375766102 46,958 1,344,048 SH SOLE 1,344,048
GLATFELTER P.H. CO COM 377316104 932 91,500 SH SOLE 91,500
GLENAYRE TECHNOLOGIES INC COM 377899109 16 1,500 SH SOLE 1,500
GLENBOROUGH REALTY COM 37803P105 16 900 SH SOLE 900
GLIMCHER REALTY TRUST SH BEN INT 379302102 12 800 SH SOLE 800
GLOBAL CROSSING LTD COM G3921A100 16,661 633,214 SH SOLE 633,214
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GLOBAL INDUSTRIES LMTD COM 379336100 3,713 196,700 SH SOLE 196,700
GLOBAL IMAGING SYSTEMS COM 37934A100 440 41,900 SH SOLE 41,900
GLOBAL MARINE INC COM 379352404 2,796 99,200 SH SOLE 99,200
GLOBAL SOURCES LIMITED ORD G39300101 2 66 SH SOLE 66
GLOBAL TELESYSTEMS GROUP COM 37936U104 1,293 107,200 SH SOLE 107,200
GLOBAL SPORTS INC COM 37937A107 254 39,500 SH SOLE 39,500
GLOBALNET FINANCIAL.COM COM NEW 37937R209 15 700 SH SOLE 700
GLOBESPAN INC COM 379571102 208 1,700 SH SOLE 1,700
GLOBIX CORP COM 37957F101 29 1,000 SH SOLE 1,000
GOAMERICA INC COM 38020R106 20 1,300 SH SOLE 1,300
GOLDEN CYCLE GOLD CORP COM 380894105 3 600 SH SOLE 600
GOLDEN STATE BANCORP INC COM 381197102 1,391 77,300 SH SOLE 77,300
GOLDEN STATE VINTNERS INC CL B 38121K208 2 400 SH SOLE 400
GOLDEN WEST FINANCIAL COM 381317106 8,671 212,457 SH SOLE 212,457
GOLDMAN SACHS COM 38141G104 190 2,000 SH SOLE 2,000
GOLF TRUST OF AMER COM 38168B103 14 900 SH SOLE 900
GOODRICH B F CO COM 382388106 4,779 140,309 SH SOLE 140,309
GOODYEAR TIRE & RUBBER CO COM 382550101 4,077 203,826 SH SOLE 203,826
GOODYS FAMILY CLOTHING COM 382588101 43 7,800 SH SOLE 7,800
GOTTSCHALKS COM 383485109 27 4,200 SH SOLE 4,200
GO2NET INC. COM 383486107 840 16,700 SH SOLE 16,700
GOTO.COM INC COM 38348T107 20 1,300 SH SOLE 1,300
W.R. GRACE & COMPANY-NEW COM 38388F108 2,446 203,000 SH SOLE 203,000
GRACO INC. COM 384109104 1,415 43,537 SH SOLE 43,537
GRAINGER (W.W.) INC COM 384802104 3,839 124,608 SH SOLE 124,608
GRAND UNION CO. COM 386532402 92 173,000 SH SOLE 173,000
GRANITE CONSTRUCTION INC. COM 387328107 1,442 58,850 SH SOLE 58,850
GRANT PRIDECO INC COM 38821G101 73 2,900 SH SOLE 2,900
GRAPHIC PACKAGING INT'L COM 388690109 2 1,000 SH SOLE 1,000
GRAY COMMUNICATION COM 389190109 11 1,100 SH SOLE 1,100
GRAY COMMUNICATIONS CL B 389190208 11 1,100 SH SOLE 1,100
GREAT ATLANTIC & PAC TEA INC COM 390064103 1,902 114,400 SH SOLE 114,400
GREAT LAKES CHEMICAL COM 390568103 2,307 73,225 SH SOLE 73,225
GREAT SOUTHN BANCORP COM 390905107 9 500 SH SOLE 500
GREAT PLAINS SOFTWARE COM 39119E105 828 42,200 SH SOLE 42,200
GREATER BAY BANCORP COM 391648102 1,843 39,416 SH SOLE 39,416
GREEN MOUNTAIN POWER COM 393154109 8 1,000 SH SOLE 1,000
GREENBRIER COMPANIES INC COM 393657101 12 1,600 SH SOLE 1,600
GREENPOINT FIN'L CORP COM 395384100 1,228 65,500 SH SOLE 65,500
GREIF BROTHERS CORP CL A 397624107 1,488 48,400 SH SOLE 48,400
GREY ADVERTISING INC COM 397838103 1,612 3,100 SH SOLE 3,100
GREY WOLF INCORPORATED COM 397888108 1,942 388,400 SH SOLE 388,400
GRIC COMMUNICATIONS COM 398081109 9 500 SH SOLE 500
GRIFFON CORP COM 398433102 32 5,700 SH SOLE 5,700
GROUP ONE AUTOMOTIVE COM 398905109 635 52,900 SH SOLE 52,900
GROVE REAL ESTATE SH BEN INT 399613108 16 1,000 SH SOLE 1,000
GTECH HOLDINGS CORP COM 400518106 1,749 77,100 SH SOLE 77,100
GUESS INC COM 401617105 17 1,200 SH SOLE 1,200
GUEST SUPPLY INC COM 401630108 11 600 SH SOLE 600
GUIDANT CORPORATION COM 401698105 19,578 395,508 SH SOLE 395,508
GUILFORD MILLS INC. COM 401794102 15 3,600 SH SOLE 3,600
GUILFORD PHARMACEUTICALS COM 401829106 11 700 SH SOLE 700
GUITAR CENTER INC COM 402040109 12 1,100 SH SOLE 1,100
GULF ISLAND FABRICATION COM 402307102 22 1,300 SH SOLE 1,300
GULFMARK OFFSHORE INC COM 402629109 7 300 SH SOLE 300
GUM TECH INTL INC. COM 402803100 6 400 SH SOLE 400
GYMBOREE CORPORATION COM 403777105 13 4,400 SH SOLE 4,400
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HCA-THE HEALTHCARE CO. COM 404119109 22,301 734,188 SH SOLE 734,188
HCC INSURANCE HOLDING INC COM 404132102 2,002 106,050 SH SOLE 106,050
HNC SOFTWARE COM 40425P107 883 19,400 SH SOLE 19,400
HRPT PROPERTIES COM SH BEN INT 40426W101 21 3,400 SH SOLE 3,400
HSB GROUP INC COM 40428N109 1,920 61,700 SH SOLE 61,700
HS RESOURCESINC COM 404297103 24 800 SH SOLE 800
HA LO INDUSTRIES COM 404429102 983 174,775 SH SOLE 174,775
HAEMONETICS CORPORATION COM 405024100 1,142 54,400 SH SOLE 54,400
HAGGAR CORPORATION COM 405173105 32 2,700 SH SOLE 2,700
HAIN CELESTIAL GROUP COM 405217100 2,301 62,706 SH SOLE 62,706
HALLIBURTON CO COM 406216101 27,239 577,249 SH SOLE 577,249
HANCOCK FABRICS INC COM 409900107 15 3,500 SH SOLE 3,500
HANCOCK HOLDING CO COM 410120109 787 23,145 SH SOLE 23,145
JOHN HANCOCK FINANCIAL COM 41014S106 211 8,900 SH SOLE 8,900
HANDLEMAN CO DEL COM 410252100 764 61,100 SH SOLE 61,100
HANGER ORTHOPEDIC COM NEW 41043F208 24 4,800 SH SOLE 4,800
HANNA COMPANY COM 410522106 932 103,600 SH SOLE 103,600
HANNAFORD BROS CO COM 410550107 1,754 24,400 SH SOLE 24,400
HANOVER COMPRESSOR COM 410768105 4,727 124,400 SH SOLE 124,400
HANOVER DIRECT INC COM 410783104 693 443,400 SH SOLE 443,400
HARCOURT GENERAL INC COM 41163G101 5,117 94,100 SH SOLE 94,100
HARBOR FLORIDA BANCSHARES COM 411901101 579 55,500 SH SOLE 55,500
HARDINGE INCORPORATED COM 412324303 8 800 SH SOLE 800
JOHN HARLAND COM 412693103 963 69,800 SH SOLE 69,800
HARLEY DAVIDSON INC COM 412822108 15,173 394,100 SH SOLE 394,100
HARLEYSVILLE GROUP INC. COM 412824104 1,025 61,200 SH SOLE 61,200
HARLEYSVILLE NATIONAL PA COM 412850109 13 400 SH SOLE 400
HARMAN INTERNATIONAL COM 413086109 2,416 39,600 SH SOLE 39,600
HARMON INDUSTRIES COM 413136102 23 1,700 SH SOLE 1,700
HARMONIC INC. COM 413160102 631 25,507 SH SOLE 25,507
HARRAH'S ENTERTAINMENT COM 413619107 3,543 169,211 SH SOLE 169,211
HARRIS CORP DEL COM 413875105 1,258 38,400 SH SOLE 38,400
HARRIS FINANCIAL INC COM 414541102 9 1,400 SH SOLE 1,400
HARSCO CORP COM 415864107 403 15,800 SH SOLE 15,800
HARTE-HANKS INC COM 416196103 1,000 40,000 SH SOLE 40,000
HARTFORD FINANCIAL SVCS COM 416515104 16,328 291,892 SH SOLE 291,892
HARTMARX CORP COM 417119104 14 5,600 SH SOLE 5,600
HASBRO INC COM 418056107 3,542 235,134 SH SOLE 235,134
HAVERTY FURNITURE COM 419596101 397 46,700 SH SOLE 46,700
HAWAIIAN ELECTRIC INDS COM 419870100 2,280 69,500 SH SOLE 69,500
HAWK CORPORATION CL A 420089104 9 1,200 SH SOLE 1,200
HAWKINS CHEMICAL INC COM 420200107 10 1,300 SH SOLE 1,300
HAYES LEMMERZ COM 420781106 778 64,500 SH SOLE 64,500
HEARME INC COM 421903105 3 700 SH SOLE 700
HEALTHCARE SERVICES GROUP COM 421906108 11 2,500 SH SOLE 2,500
HEALTH CARE PROP COM 421915109 33 1,224 SH SOLE 1,224
HEALTHSOUTH CORPORATION COM 421924101 3,603 501,273 SH SOLE 501,273
HEALTH MANAGEMENT ASSOC CL A 421933102 1,625 124,428 SH SOLE 124,428
HEALTHCARE REALTY COM 421946104 15 900 SH SOLE 900
HEALTH CARE COM 42217K106 11 700 SH SOLE 700
HEALTHAXIS INC COM 42219D100 106 27,800 SH SOLE 27,800
HEALTH MGMT. SYSTEMS COM 42219M100 4 1,400 SH SOLE 1,400
HEALTHEON/WEBMD CORP COM 422209106 72 4,849 SH SOLE 4,849
HEALTHCENTRAL.COM COM 42221V106 2 800 SH SOLE 800
HEARST-ARGYLE TELEVISION COM 422317107 2,165 111,000 SH SOLE 111,000
HEARTLAND EXPRESS COM 422347104 1,146 68,647 SH SOLE 68,647
HEICO CORP NEW A CL A 422806208 12 1,000 SH SOLE 1,000
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HEIDRICK & STRUGGLES INTL COM 422819102 38 600 SH SOLE 600
HEINZ H J CO COM 423074103 20,087 459,138 SH SOLE 459,138
HELEN OF TROY LTD COM G4388N106 346 61,800 SH SOLE 61,800
HELIX TECHNOLOGY CORP. COM 423319102 1,895 48,600 SH SOLE 48,600
HELLER FINANCIAL INC CL A 423328103 1,982 96,659 SH SOLE 96,659
HELMERICH & PAYNE INC COM 423452101 4,003 107,100 SH SOLE 107,100
HENRY (JACK) & ASSOC COM 426281101 4,416 88,100 SH SOLE 88,100
HERCULES INC COM 427056106 1,894 134,707 SH SOLE 134,707
HERSHEY FOODS INC COM 427866108 8,793 181,298 SH SOLE 181,298
HERTZ CORPORATION CLASS A CL A 428040109 786 28,000 SH SOLE 28,000
HEWLETT PACKARD CO COM 428236103 1,623 13,000 SH OTHER (1) 13,000
HEWLETT PACKARD CO COM 428236103 163,158 1,306,573 SH SOLE 1,306,573
HEXCEL CORP COM 428291108 14 1,500 SH SOLE 1,500
HI / FN INC COM 428358105 13 300 SH SOLE 300
HIBERNIA CORP - CL A CL A 428656102 910 83,700 SH SOLE 83,700
HICKORY TECH CORP. COM 429060106 13 1,100 SH SOLE 1,100
HIGH SPEED ACCESS COM 42979U102 11 1,700 SH SOLE 1,700
HIGHWOODS PROP COM 431284108 36 1,500 SH SOLE 1,500
HILB ROGAL & HAMILTON CO COM 431294107 968 27,900 SH SOLE 27,900
HILLENBRAND INDUSTRIES COM 431573104 1,212 38,700 SH SOLE 38,700
HILTON HOTELS CORP COM 432848109 4,166 451,165 SH SOLE 451,165
HISPANIC BROADCASTING CL A 43357B104 2,014 60,800 SH SOLE 60,800
HOLLINGER INTL CLASS A CL A 435569108 853 62,600 SH SOLE 62,600
HOLLYWOOD.COM INC COM 436137103 9 1,100 SH SOLE 1,100
HOLLYWOOD ENTERTAINMENT COM 436141105 780 99,000 SH SOLE 99,000
HOLOGIC INCORPORATED COM 436440101 34 5,000 SH SOLE 5,000
HOME DEPOT COM 437076102 3,765 75,400 SH OTHER (1) 75,400
HOME DEPOT COM 437076102 147,956 2,962,822 SH SOLE 2,962,822
HOME PROP OF NY COM 437306103 15 500 SH SOLE 500
HOMEGROCER.COM INC COM 43740K100 12 2,000 SH SOLE 2,000
HOMESTAKE MNG CO COM 437614100 2,329 338,707 SH SOLE 338,707
HOMESTORE.COM INC COM 437852106 64 2,200 SH SOLE 2,200
HON INDUSTRIES INC COM 438092108 949 40,400 SH SOLE 40,400
HONEYWELL INTL INC COM 438516106 34,860 1,034,815 SH SOLE 1,034,815
HOOPER HOLMES INC COM 439104100 1,134 141,700 SH SOLE 141,700
HORACE MANN EDUCATORS COM 440327104 1,304 86,900 SH SOLE 86,900
HORIZON FINANCIAL COM 44041F105 10 1,100 SH SOLE 1,100
HORMEL FOODS CORP COM 440452100 1,458 86,700 SH SOLE 86,700
HOSPITALITY PROP COM SH BEN INT 44106M102 34 1,500 SH SOLE 1,500
HOST MARRIOTT CORP (NEW) COM 44107P104 53 5,700 SH SOLE 5,700
HOT TOPIC INC COM 441339108 13 400 SH SOLE 400
HOTEL RESERVATIONS NET CL A 441451101 12 400 SH SOLE 400
HOTJOBS.COM LIMITED COM 441474103 14 1,000 SH SOLE 1,000
HOUGHTON MIFLIN CO COM 441560109 976 20,900 SH SOLE 20,900
HOUSEHOLD INTL CORP COM 441815107 25,509 613,741 SH SOLE 613,741
HOUSTON EXPLORATION CO. COM 442120101 1,289 51,300 SH SOLE 51,300
HOWELL CORPORATION COM 443051107 6 600 SH SOLE 600
HUB GROUP CL A 443320106 10 700 SH SOLE 700
HUBBELL INC CLASS B CL B 443510201 988 38,738 SH SOLE 38,738
HUDSON CITY BANCORP COM 443683107 46 2,700 SH SOLE 2,700
HUDSON RIVER BANCORP INC. COM 444128102 19 1,600 SH SOLE 1,600
HUDSON UNITED BANCORP COM 444165104 536 33,379 SH SOLE 33,379
HUFFY CORP COM 444356109 9 2,100 SH SOLE 2,100
HUGHES SUPPLY INC. COM 444482103 1,066 53,950 SH SOLE 53,950
HUGOTON ROYALTY TRUST UNIT BEN INT 444717102 16 1,300 SH SOLE 1,300
HUMANA INC COM 444859102 1,016 208,442 SH SOLE 208,442
HUMAN GENOME COM 444903108 4,228 31,700 SH SOLE 31,700
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HUNT J B TRANS SVCS INC COM 445658107 1,171 75,850 SH SOLE 75,850
HUNTINGTON BANCSHARES COM 446150104 4,792 303,082 SH SOLE 303,082
HUTCHINSON TECHNOLOGY COM 448407106 818 57,400 SH SOLE 57,400
HUTTIG BUILDING PROD. INC COM 448451104 1 311 SH SOLE 311
ICN PHARMACEUTICALS INC COM 448924100 1,315 47,274 SH SOLE 47,274
IDT CORP COM 448947101 1,819 53,600 SH SOLE 53,600
HYPERCOM CORPORATION COM 44913M105 1,061 73,800 SH SOLE 73,800
HYPERION SOLUTIONS CORP COM 44914M104 2,266 69,845 SH SOLE 69,845
HYSEQ INCORPORATED COM 449163302 18 400 SH SOLE 400
IBP INC COM 449223106 743 48,100 SH SOLE 48,100
ICG COMMUNICATIONS INC COM 449246107 2,341 106,100 SH SOLE 106,100
ICOS CORP COM 449295104 717 16,300 SH SOLE 16,300
IDEC PHARMACEUTICALS CORP COM 449370105 2,874 24,500 SH SOLE 24,500
IDG BOOKS WORLDWIDE CL A 449384106 11 1,200 SH SOLE 1,200
IDX SYSTEMS CORP COM 449491109 842 59,600 SH SOLE 59,600
IGEN INC COM 449536101 552 33,300 SH SOLE 33,300
IHOP CORP COM 449623107 787 47,000 SH SOLE 47,000
IMC GLOBAL INC COM 449669100 848 65,260 SH SOLE 65,260
IMCO RECYCLING INC COM 449681105 24 4,400 SH SOLE 4,400
IMS HEALTH INC COM 449934108 7,299 405,486 SH SOLE 405,486
IRT PROPERTY COM 450058102 14 1,600 SH SOLE 1,600
ISS GROUP INC COM 450306105 2,389 24,200 SH SOLE 24,200
ITC DELTACOM INC COM 45031T104 832 37,300 SH SOLE 37,300
ISTAR FINANCIAL INC COM 45031U101 48 2,290 SH SOLE 2,290
ITT EDUCATIONAL SERVICES COM 45068B109 902 51,350 SH SOLE 51,350
ITXC CORP COM 45069F109 39 1,100 SH SOLE 1,100
IXL ENTERPRISES INC COM 450718101 36 2,500 SH SOLE 2,500
IBASIS INC COM 450732102 43 1,000 SH SOLE 1,000
IBEAM BROADCASTING COM 45073P101 52 2,900 SH SOLE 2,900
IBIS TECHNOLOGY CORP COM 450909106 1,069 17,700 SH SOLE 17,700
ITT INDUSTRIES INC COM 450911102 3,088 101,647 SH SOLE 101,647
IDACORP INC COM 451107106 2,645 82,000 SH SOLE 82,000
IDEAMALL INC. COM 451662100 10 2,000 SH SOLE 2,000
IDEX CORP COM 45167R104 2,188 69,325 SH SOLE 69,325
IDEXX LABORATORIES INC COM 45168D104 1,928 84,300 SH SOLE 84,300
IGATE CAPITAL CORPORATION COM 45169U105 1,473 107,100 SH SOLE 107,100
IKON OFFICE SOLUTIONS COM 451713101 1,651 425,977 SH SOLE 425,977
IDENTIX INC COM 451906101 17 1,100 SH SOLE 1,100
ILEX ONCOLOGY INC COM 451923106 18 500 SH SOLE 500
ILLINOIS TOOL WKS INC COM 452308109 22,356 392,213 SH SOLE 392,213
ILLUMINET HOLDINGS INC COM 452334105 41 800 SH SOLE 800
IMAGEX.COM INC COM 45244D102 6 1,000 SH SOLE 1,000
IMATION CORPORATION COM 45245A107 614 20,900 SH SOLE 20,900
IMCLONE SYSTEMS COM 45245W109 5,152 67,400 SH SOLE 67,400
IMANAGE INC COM 45245Y105 11 1,100 SH SOLE 1,100
IMMERSION CORPORATION COM 452521107 15 500 SH SOLE 500
IMMUCOR INC COM 452526106 9 1,600 SH SOLE 1,600
IMMUNEX CORPORATION-NEW COM 452528102 14,307 289,400 SH SOLE 289,400
IMPERIAL BANCORP COM 452556103 1,548 107,943 SH SOLE 107,943
IMPERIAL CREDIT IND. COM 452729106 8 1,900 SH SOLE 1,900
IMMUNOMEDICS INC COM 452907108 29 1,200 SH SOLE 1,200
IMR GLOBAL CORP COM 45321W106 1,069 81,850 SH SOLE 81,850
INAMED CORP. COM 453235103 18 500 SH SOLE 500
INCO LIMITED COM 453258402 2,146 139,549 SH SOLE 139,549
INCYTE PHAR. INC. COM 45337C102 5,696 69,300 SH SOLE 69,300
INDEPENDENCE COMMUNITY BK COM 453414104 1,985 149,800 SH SOLE 149,800
INDUSTRIAL BANCORP COM 455882100 6 500 SH SOLE 500
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INDYMAC MORTGAGE HLDGS INC COM 456607100 27 2,000 SH SOLE 2,000
INFINITY BROADCASTING CL A 45662S102 393 10,775 SH SOLE 10,775
INET TECHNOLOGIES INC COM 45662V105 65 1,200 SH SOLE 1,200
INFOCURE CORP COM 45665A108 393 69,900 SH SOLE 69,900
INFOCUS CORPORATION COM 45665B106 1,577 49,000 SH SOLE 49,000
INFORMATICA COM 45666Q102 82 1,000 SH SOLE 1,000
INFONET SERVICES CORP. CL B 45666T106 100 8,400 SH SOLE 8,400
INFORMATION HOLDINGS INC. COM 456727106 26 700 SH SOLE 700
INFO RESOURCES ENGINEERNG COM PAR $0.01 45675F303 13 500 SH SOLE 500
INFORMIX CORP COM 456779107 1,158 155,750 SH SOLE 155,750
INFOSPACE INC COM 45678T102 354 6,400 SH SOLE 6,400
INFOUSA INC. COM 456818301 15 2,300 SH SOLE 2,300
INGERSOLL RAND CO COM 456866102 8,859 220,097 SH SOLE 220,097
INFO RESOURCES COM 456905108 21 5,300 SH SOLE 5,300
INGRAM MICRO CL A 457153104 2,701 154,900 SH SOLE 154,900
INHALE THERAPEUTIC SYS COM 457191104 4,607 45,400 SH SOLE 45,400
INKTOMI CORP COM 457277101 367 3,100 SH SOLE 3,100
INNOVEX INCORPORATED COM 457647105 21 2,200 SH SOLE 2,200
INPUT/OUTPUT INC. COM 457652105 111 13,200 SH SOLE 13,200
INSIGHT ENTER. COM 45765U103 3,393 57,200 SH SOLE 57,200
INSITUFORM TECHNOLOGIES CL A 457667103 1,457 53,700 SH SOLE 53,700
INPRISE CORP COM 45766C102 795 129,800 SH SOLE 129,800
INSO CORPORATION COM 457674109 187 36,000 SH SOLE 36,000
INSIGHT COMMUNICATIONS CL A 45768V108 20 1,300 SH SOLE 1,300
INKEEPERS USA TRUST COM 4576J0104 14 1,500 SH SOLE 1,500
INSTEEL INDUSTRIES COM 45774W108 11 1,700 SH SOLE 1,700
INSURANCE AUTO AUCTIONS COM 457875102 46 2,200 SH SOLE 2,200
INTEGRATED DEVICE TECH COM 458118106 3,161 52,800 SH SOLE 52,800
INTEGRATED ELECTRICA COM 45811E103 407 79,500 SH SOLE 79,500
INTEL CORP COM 458140100 8,703 65,100 SH OTHER (1) 65,100
INTEL CORP COM 458140100 575,156 4,302,240 SH SOLE 4,302,240
INTEGRA BANK CORP. COM 45814P105 629 37,012 SH SOLE 37,012
INTELLIGROUP INC. COM 45816A106 8 700 SH SOLE 700
INTER PARFUMS INC COM 458334109 4 450 SH SOLE 450
INTER-TEL INC. COM 458372109 883 59,900 SH SOLE 59,900
INTERACTIVE INTELLIGENCE COM 45839M103 26 700 SH SOLE 700
INTERACT COMMERCE CORP COM 45839Y107 8 700 SH SOLE 700
INTERCEPT GROUP INC. COM 45845L107 17 1,000 SH SOLE 1,000
INTERDENT COM 45865R109 5 1,400 SH SOLE 1,400
INTERFACE INC. CL A CL A 458665106 37 9,800 SH SOLE 9,800
INTERDIGITAL COMMUNICATIONS COM 45866A105 1,900 114,700 SH SOLE 114,700
INTERGRAPH CORP COM 458683109 8 1,000 SH SOLE 1,000
INTERIM SERVICES INC COM 45868P100 608 34,230 SH SOLE 34,230
INTERLIANT INC COM 458742103 30 1,300 SH SOLE 1,300
INTERMAGNETICS GENERAL COM 458771102 81 4,300 SH SOLE 4,300
INTERMEDIA COMMUNICATIONS COM 458801107 1,062 35,700 SH SOLE 35,700
INTERMET CORP COM 45881K104 37 5,400 SH SOLE 5,400
INTERNAP NETWORK SERVICES COM 45885A102 158 3,800 SH SOLE 3,800
INTERNATIONAL BANCSHARES COM 459044103 1,501 45,999 SH SOLE 45,999
IBM CORPORATION COM 459200101 2,936 26,800 SH OTHER (1) 26,800
IBM CORPORATION COM 459200101 249,452 2,276,804 SH SOLE 2,276,804
INTERNATIONAL FLAVORS COM 459506101 4,167 138,028 SH SOLE 138,028
INTERNATIONAL HOME FOODS COM 459655106 980 46,800 SH SOLE 46,800
INTL GAME TECHNOLOGY COM 459902102 1,238 46,700 SH SOLE 46,700
INTL MULTIFOODS COM 460043102 10 600 SH SOLE 600
INTERNATIONAL PAPER CO COM 460146103 18,414 617,659 SH SOLE 617,659
INTERNATIONAL RECTIFIER COM 460254105 8,182 146,100 SH SOLE 146,100
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INTERNATIONAL SPEEDWAY CL A 460335201 1,309 31,645 SH SOLE 31,645
INTL SPECIALTY PRODS INC COM 460337108 831 146,100 SH SOLE 146,100
INTERNET CAPITAL GROUP COM 46059C106 30 800 SH SOLE 800
INTERNET PICTURES CORP COM 46059S101 20 1,321 SH SOLE 1,321
INTERPUBLIC GROUP COM 460690100 15,866 368,970 SH SOLE 368,970
INTERSPEED INC. COM 46070W107 8 500 SH SOLE 500
INTERSTATE BAKERIES INC COM 46072H108 545 38,900 SH SOLE 38,900
INTERSTATE HOTELS CORP COM 46088R108 0 90 SH SOLE 90
INTERWEST BANCORP INC COM 460931108 465 33,200 SH SOLE 33,200
INTRANET SOLUTIONS INC COM NEW 460939309 1,627 42,400 SH SOLE 42,400
INTERNET.COM CORP COM 460967102 16 800 SH SOLE 800
INTERTAN INC. COM 461120107 727 61,850 SH SOLE 61,850
INTERTRUST TECHNOLOGIES COM 46113Q109 45 2,200 SH SOLE 2,200
INTERVOICE-BRITE INC COM 461142101 454 69,178 SH SOLE 69,178
INTERWORLD CORPORATION COM 46114Q108 14 700 SH SOLE 700
INTERWOVEN INC COM 46114T102 77 700 SH SOLE 700
INTIMATE BRANDS INC. CL A 461156101 5,655 286,340 SH SOLE 286,340
INTRAWARE INC. COM 46118M103 13 800 SH SOLE 800
INTUIT INCORPORATED COM 461202103 4,676 113,015 SH SOLE 113,015
INVACARE CORPORATION COM 461203101 1,853 70,600 SH SOLE 70,600
INVESTMENT TECHNOLOGY GRP COM 46145F105 2,647 67,000 SH SOLE 67,000
INVITROGEN CORP COM 46185R100 53 700 SH SOLE 700
INVESTORS FINANCIAL SERV COM 461915100 2,532 63,800 SH SOLE 63,800
IOMEGA CORPORATION COM 462030107 2,373 593,300 SH SOLE 593,300
IONICS INC COM 462218108 1,139 37,200 SH SOLE 37,200
IPALCO ENTERPRISES INC COM 462613100 1,026 51,000 SH SOLE 51,000
IRON MOUNTAIN INC COM 462846106 4,001 117,670 SH SOLE 117,670
IRWIN FINANCIAL COM 464119106 650 45,000 SH SOLE 45,000
ISIS PHARMACEUTICALS COM 464330109 1,101 75,900 SH SOLE 75,900
ISLE OF CAPRIS CASINOS COM 464592104 15 1,100 SH SOLE 1,100
IT GROUP COM 465266104 9 1,900 SH SOLE 1,900
ITRON INC COM 465741106 23 2,800 SH SOLE 2,800
I2 TECHNOLOGIES COM 465754109 11,573 111,000 SH SOLE 111,000
IVAX CORPORATION COM 465823102 4,229 101,900 SH SOLE 101,900
IVILLAGE INC COM 46588H105 8 900 SH SOLE 900
JDN REALTY COM 465917102 13 1,300 SH SOLE 1,300
J & J SNACK FOODS CORP COM 466032109 43 2,400 SH SOLE 2,400
JDS UNIPHASE CORP COM 46612J101 38,466 320,884 SH SOLE 320,884
JDA SOFTWARE GROUP COM 46612K108 994 51,800 SH SOLE 51,800
JLG INDUSTRIES COM 466210101 1,216 102,400 SH SOLE 102,400
JNI CORPORATION COM 46622G105 19 600 SH SOLE 600
JP REALTY INC COM 46624A106 12 700 SH SOLE 700
JABIL CIRCUIT INC COM 466313103 2,620 52,800 SH OTHER (1) 52,800
JABIL CIRCUIT INC COM 466313103 4,908 98,900 SH SOLE 98,900
JACK IN THE BOX INC COM 466367109 2,069 84,000 SH SOLE 84,000
JACOBS ENGINEERING COM 469814107 1,844 56,400 SH SOLE 56,400
JAKKS PACIFIC INC COM 47012E106 597 44,000 SH SOLE 44,000
JAN BELL MARKETING COM 470760109 11 4,800 SH SOLE 4,800
JASON INC COM 471171108 12 1,200 SH SOLE 1,200
JEFFERIES GROUP INC COM 472319102 107 5,300 SH SOLE 5,300
JEFFERSON PILOT CORP COM 475070108 7,784 137,922 SH SOLE 137,922
JFAX.COM COM 477366108 1 400 SH SOLE 400
JO-ANN STORES INC CL A CL A 47758P109 28 4,000 SH SOLE 4,000
JOHN NUVEEN COMPANY CL A CL A 478035108 667 15,900 SH SOLE 15,900
JOHNS MANVILLE CORP COM 478129109 1,162 88,100 SH SOLE 88,100
JOHNSON & JOHNSON COM 478160104 9,607 94,300 SH OTHER (1) 94,300
JOHNSON & JOHNSON COM 478160104 181,913 1,785,648 SH SOLE 1,785,648
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JOHNSON CONTROLS COM 478366107 5,905 115,075 SH SOLE 115,075
JONES APPAREL GROUP COM 480074103 1,772 75,400 SH SOLE 75,400
JONES LANG LASALLE INC COM 48020Q107 15 1,100 SH SOLE 1,100
JONES PHARMACEUTICALS COM 480236108 1,490 37,300 SH SOLE 37,300
JOURNAL REGISTER CO COM 481138105 1,838 100,700 SH SOLE 100,700
JUNIPER NETWORKS INC COM 48203R104 1,281 8,800 SH SOLE 8,800
JUNO LIGHTING INC COM NEW 482047206 0 29 SH SOLE 29
JUNO ONLINE SERVICES INC COM 482048105 10 900 SH SOLE 900
JUPITER COMMUNICATIONS COM 482050101 12 500 SH SOLE 500
JUSTIN INDUSTRIES COM 482171105 1,321 60,400 SH SOLE 60,400
JWGENESIS FINANCIAL COM 482227105 9 1,041 SH SOLE 1,041
KLA-TENCOR CORPORATION COM 482480100 13,824 236,050 SH SOLE 236,050
K MART CORP COM 482584109 4,312 633,017 SH SOLE 633,017
K-SWISS INC. CLASS A CL A 482686102 43 2,700 SH SOLE 2,700
K2 INCORPORATED COM 482732104 29 3,500 SH SOLE 3,500
K V PHARMACEUTICAL CL A 482740206 1,044 39,400 SH SOLE 39,400
KAISER ALUMINUM COM 483007100 675 168,700 SH SOLE 168,700
KAMAN CORP CL A 483548103 59 5,500 SH SOLE 5,500
KANA COMMUNICATIONS INC COM 483600102 152 2,464 SH SOLE 2,464
KANSAS CITY LIFE COM 484836101 691 25,700 SH SOLE 25,700
KANSAS CITY POWER & LIGHT COM 485134100 844 37,500 SH SOLE 37,500
KANSAS CITY SOUTHERN INDS COM 485170104 13,099 147,700 SH SOLE 147,700
KAUFMAN & BROAD HOME CORP COM 486168107 2,730 137,781 SH SOLE 137,781
KAYDON CORPORATION COM 486587108 1,382 65,800 SH SOLE 65,800
KEANE INCORPORATED COM 486665102 1,014 46,900 SH SOLE 46,900
KEEBLER FOODS COMPANY COM 487256109 89 2,400 SH SOLE 2,400
KELLOGG CO COM 487836108 15,234 512,062 SH SOLE 512,062
KELLSTROM INDS COM 488035106 3 600 SH SOLE 600
KELLWOOD CO COM 488044108 1,350 63,900 SH SOLE 63,900
KELLY SERVICES INC CL A CL A 488152208 21 900 SH SOLE 900
KEMET CORPORATION COM 488360108 1,278 51,000 SH SOLE 51,000
KENNAMETAL INC COM 489170100 1,453 67,800 SH SOLE 67,800
KENT ELECTRONICS CORP COM 490553104 2,012 67,500 SH SOLE 67,500
KERR MCGEE CORP COM 492386107 7,090 120,294 SH SOLE 120,294
KEY ENERGY SERVICES INC. COM 492914106 1,759 182,800 SH SOLE 182,800
KEY PRODUCTION CO COM 493138101 21 1,200 SH SOLE 1,200
KEYCORP COM 493267108 10,347 587,054 SH SOLE 587,054
KEYNOTE COM 493308100 49 700 SH SOLE 700
KEYSPAN CORPORATION COM 49337W100 2,507 81,534 SH SOLE 81,534
KEYSTONE FINANCIAL COM 493482103 659 31,000 SH SOLE 31,000
KEYSTONE PROPERTY TRUST COM 493596100 12 900 SH SOLE 900
KFORCE.COM INC. COM 493732101 656 94,500 SH SOLE 94,500
KIMBALL INTL CL B 494274103 1,282 86,900 SH SOLE 86,900
KILROY REALTY COM 49427F108 21 800 SH SOLE 800
KIMBERLY-CLARK CORP COM 494368103 40,109 709,264 SH SOLE 709,264
KIMCO REALTY CORP COM 49446R109 70 1,700 SH SOLE 1,700
KINDER MORGAN INC COM 49455P101 2,374 68,700 SH SOLE 68,700
KING PHARMACEUTICALS INC. COM 495582108 1,905 43,425 SH SOLE 43,425
KIRBY CORP. COM 497266106 1,211 57,000 SH SOLE 57,000
KNIGHT-RIDDER INC COM 499040103 1,803 33,900 SH OTHER (1) 33,900
KNIGHT-RIDDER INC COM 499040103 5,765 108,383 SH SOLE 108,383
KNIGHT TRADING GROUP INC. COM 499063105 2,081 69,800 SH SOLE 69,800
KNIGHT TRANSPORTATION INC COM 499064103 12 800 SH SOLE 800
KOGER EQUITY INC COM 500228101 12 700 SH SOLE 700
KOHL'S CORPORATION COM 500255104 23,535 423,100 SH SOLE 423,100
KOMAG INC COM 500453105 13 7,700 SH SOLE 7,700
KONOVER PROPERTY INC. COM 50047R100 8 1,600 SH SOLE 1,600
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KOPIN CORPORATION COM 500600101 4,695 67,800 SH SOLE 67,800
KORN/FERRY INTL COM NEW 500643200 29 900 SH SOLE 900
KRISPY KREME DOUGHNUTS COM 501014104 29 400 SH SOLE 400
KROGER CO COM 501044101 23,528 1,081,742 SH SOLE 1,081,742
KROLL-O'GARA COMPANY COM 501050108 347 51,900 SH SOLE 51,900
KRONOS INCORPORATED COM 501052104 706 27,150 SH SOLE 27,150
KULICKE & SOFFA INDS INC COM 501242101 724 12,200 SH OTHER (1) 12,200
KULICKE & SOFFA INDS INC COM 501242101 3,183 53,600 SH SOLE 53,600
LCA-VISION INC. COM NEW 501803209 3 1,400 SH SOLE 1,400
LG&E ENERGY CORP COM 501917108 1,754 73,455 SH SOLE 73,455
LTV CORPORATION COM 501921100 603 209,800 SH SOLE 209,800
LHS GROUP INC. COM 501938104 1,266 36,700 SH SOLE 36,700
LNR PROPERTY CORPORATION COM 501940100 965 49,500 SH SOLE 49,500
LSB BANCSHARES INC COM 502158108 6 500 SH SOLE 500
LSI LOGIC COM 502161102 3,350 61,900 SH OTHER (1) 61,900
LSI LOGIC COM 502161102 21,206 391,794 SH SOLE 391,794
LTC PROPERTYS INC. COM 502175102 11 1,800 SH SOLE 1,800
LTX CORPORATION COM 502392103 3,511 100,500 SH SOLE 100,500
L-3 COMMUNICATIONS COM 502424104 1,078 18,900 SH SOLE 18,900
LA-Z-BOY CHAIR CO. COM 505336107 2,041 145,800 SH SOLE 145,800
LABOR READY INCORPORATED COM NEW 505401208 609 91,850 SH SOLE 91,850
LABONE INC COM 50540L105 7 1,300 SH SOLE 1,300
LAB CORP OF AMERICA COM NEW 50540R409 2,147 27,840 SH SOLE 27,840
LABRANCHE & CO INC COM 505447102 17 1,200 SH SOLE 1,200
LACLEDE GAS COMPANY COM 505588103 776 43,800 SH SOLE 43,800
LAFARGE CORP. COMMON COM 505862102 1,008 48,000 SH SOLE 48,000
LAKELAND FINL CORP COM 511656100 9 800 SH SOLE 800
LAM RESEARCH CORPORATION COM 512807108 1,676 44,700 SH OTHER (1) 44,700
LAM RESEARCH CORPORATION COM 512807108 2,636 70,300 SH SOLE 70,300
LAMAR ADVERTISING CL A 512815101 1,594 36,800 SH SOLE 36,800
LANCASTER COLONY CORP COM 513847103 496 25,450 SH SOLE 25,450
LANCE INC COM 514606102 577 64,100 SH SOLE 64,100
LANDAMERICA FINANCIAL GRP COM 514936103 18 800 SH SOLE 800
LANDMARK SYSTEMS CORP. COM 51506S100 13 2,200 SH SOLE 2,200
LANDS END COM 515086106 577 17,300 SH SOLE 17,300
LANDRY'S SEAFOOD RES COM 51508L103 55 6,500 SH SOLE 6,500
LANDSTAR SYSTEMS INC COM 515098101 1,221 20,500 SH SOLE 20,500
LANTE CORPORATION COM 516540101 22 1,100 SH SOLE 1,100
LASER VISION CENTERS INC COM 51807H100 334 58,700 SH SOLE 58,700
LASON INC COM 51808R107 189 75,500 SH SOLE 75,500
LATITUDE COMMUNICATION COM 518292107 4 400 SH SOLE 400
LATTICE SEMICONDUCTOR COM 518415104 1,956 28,300 SH SOLE 28,300
ESTEE LAUDER COMPANIES CL A 518439104 3,723 75,300 SH SOLE 75,300
LAWSON PRODUCTS INC COM 520776105 49 2,000 SH SOLE 2,000
LEAP WIRELESS INTL. INC COM 521863100 2,609 55,500 SH SOLE 55,500
LEAR CORPORATION COM 521865105 756 37,800 SH SOLE 37,800
LEARNING TREE INTER. COM 522015106 2,903 47,400 SH SOLE 47,400
LEE ENTERPRISES COM 523768109 536 23,000 SH SOLE 23,000
LEGATO SYSTEMS INC COM 524651106 731 48,300 SH SOLE 48,300
LEGGETT & PLATT INC COM 524660107 4,287 259,800 SH SOLE 259,800
LEGG MASON INC COM 524901105 1,690 33,800 SH SOLE 33,800
LEHMAN BROS HOLDING INC COM 524908100 15,071 159,380 SH SOLE 159,380
LENNAR CORPORATION COM 526057104 2,597 128,271 SH SOLE 128,271
LENNOX INTERNATIONAL INC. COM 526107107 165 12,483 SH SOLE 12,483
LEUCADIA NATIONAL CORP. COM 527288104 716 31,400 SH SOLE 31,400
LEVEL 3 COMM INC. COM 52729N100 18,313 208,100 SH SOLE 208,100
LEXICON GENETICS INC COM 528872104 45 1,300 SH SOLE 1,300
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LEXMARK INT'L GROUP INC CL A 529771107 11,426 169,900 SH SOLE 169,900
LIBBEY INC COM 529898108 1,099 34,200 SH SOLE 34,200
LIBERATE TECHNOLOGIES COM 530129105 70 2,400 SH SOLE 2,400
LIBERTY CORPORATION COM 530370105 1,802 42,900 SH SOLE 42,900
LIBERTY DIGITAL INC CL.A CL A 530436104 459 15,300 SH SOLE 15,300
LIBERTY FINANCIAL CO COM 530512102 2,295 104,600 SH SOLE 104,600
LIBERTY PROP TR COM 531172104 44 1,700 SH SOLE 1,700
LIFEPOINT HOSPITALS INC COM 53219L109 24 1,100 SH SOLE 1,100
LIGAND PHARMACEUTICALS CL B 53220K207 756 57,300 SH SOLE 57,300
LIFEMINDERS INC COM 53220Q105 18 600 SH SOLE 600
LIGHTBRIDGE INC. COM 532226107 852 35,700 SH SOLE 35,700
LIGHTSPAN INC COM 53226T103 8 1,500 SH SOLE 1,500
LILLIAN VERNON COM 532430105 23 2,200 SH SOLE 2,200
LILLY (ELI) & CO COM 532457108 144,998 1,451,792 SH SOLE 1,451,792
LILLY INDUSTRIES INC CL A 532491107 1,616 53,750 SH SOLE 53,750
LIMITED INC COM 532716107 12,123 560,590 SH SOLE 560,590
LINCARE HOLDING COM 532791100 946 38,400 SH SOLE 38,400
LINCOLN ELECTRIC HOLDINGS COM 533900106 1,317 92,400 SH SOLE 92,400
LINCOLN NATL CORP COM 534187109 9,437 261,226 SH SOLE 261,226
LINDSAY MFG CO COM 535555106 59 3,000 SH SOLE 3,000
LINEAR TECHNOLOGY COM 535678106 25,543 399,500 SH SOLE 399,500
LINENS 'N THINGS INC COM 535679104 572 28,600 SH SOLE 28,600
LIQUI BOX CORPORATION COM 536314107 10 200 SH SOLE 200
LIQUID AUDIO COM 53631T102 7 700 SH SOLE 700
LITTELFUSE INC COM 537008104 2,117 43,200 SH SOLE 43,200
LITTON INDUSTRIES INC COM 538021106 1,327 31,600 SH SOLE 31,600
LIZ CLAIBORNE INC COM 539320101 2,800 79,446 SH SOLE 79,446
LOCKHEED MARTIN CORP COM 539830109 12,786 515,294 SH SOLE 515,294
LOEWS CINEPLEX ENTMT CORP COM 540423100 394 123,700 SH SOLE 123,700
LOEWS CORPORATION COM 540424108 8,222 137,040 SH SOLE 137,040
LOISLAW.COM COM 541431102 7 800 SH SOLE 800
LONE STAR STEAK HOUSE COM 542307103 14 1,400 SH SOLE 1,400
LONE STAR TECHNOLOGY COM 542312103 2,428 52,500 SH SOLE 52,500
LONGS DRUG STORES INC COM 543162101 2,568 118,082 SH SOLE 118,082
LONGVIEW FIBRE CO COM 543213102 1,214 109,700 SH SOLE 109,700
LOOKSMART LTD COM 543442107 41 2,200 SH SOLE 2,200
LORAL SPACE & COMM COM G56462107 847 122,100 SH SOLE 122,100
LOUDEYE TECH INC. COM 545754103 16 900 SH SOLE 900
LOUIS DREYFUS NAT. GAS COM 546011107 2,959 94,500 SH SOLE 94,500
LOUISIANA-PACIFIC CORP COM 546347105 1,574 144,728 SH SOLE 144,728
LOWES COMPANIES INC COM 548661107 20,577 501,126 SH SOLE 501,126
LUBRIZOL CORP COM 549271104 695 33,100 SH SOLE 33,100
LUBY'S INC. COM 549282101 45 5,600 SH SOLE 5,600
LUCENT TECHNOLOGIES INC COM 549463107 247,922 4,184,332 SH SOLE 4,184,332
LUMINANT WORLDWIDE CORP COM 550260103 12 1,300 SH SOLE 1,300
LUMINEX CORP COM 55027E102 33 800 SH SOLE 800
LYCOS INC. COM 550818108 3,418 63,300 SH SOLE 63,300
LYDALL INC COM 550819106 45 4,200 SH SOLE 4,200
LYNX EXPL CO COM NEW 551812308 14 300 SH SOLE 300
LYONDELL CHEMICAL CO COM 552078107 1,075 64,200 SH SOLE 64,200
M&T BANK CORPORATION COM 55261F104 2,160 4,800 SH SOLE 4,800
MAF BANCORP COM 55261R108 1,017 55,925 SH SOLE 55,925
MBIA INC COM 55262C100 6,350 131,786 SH SOLE 131,786
MBNA CORP COM 55262L100 27,460 1,027,041 SH SOLE 1,027,041
MDC HOLDINGS INC COM 552676108 972 52,200 SH SOLE 52,200
MCN ENERGY GROUP INC COM 55267J100 1,129 52,800 SH SOLE 52,800
MDU RESOURCES COM 552690109 590 27,300 SH SOLE 27,300
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MEMC ELECTRONIC MATERIALS COM 552715104 2,716 150,904 SH SOLE 150,904
MGC COMMUNICATIONS INC. COM 552763302 3,896 65,000 SH SOLE 65,000
MGIC INVESTMENT CORP WISC COM 552848103 6,399 140,638 SH SOLE 140,638
MGI PHARMA INC COM 552880106 17 600 SH SOLE 600
MGM GRAND INCORPORATED COM 552953101 2,515 78,300 SH SOLE 78,300
MKS INSTRUMENTS INC COM 55306N104 23 600 SH SOLE 600
MMC NETWORKS INCORPORATED COM 55308N102 3,730 69,800 SH SOLE 69,800
MRV COMMUNICATIONS INC COM 553477100 8,393 124,800 SH SOLE 124,800
MSC INDUSTRIAL DIRECT CL A 553530106 1,539 73,500 SH SOLE 73,500
M.S. CARRIERS INC COM 553533100 504 28,600 SH SOLE 28,600
MTI TECHNOLOGY CORP COM 553903105 541 67,600 SH SOLE 67,600
MACDERMID INC COM 554273102 1,584 67,400 SH SOLE 67,400
MACE SEC INTL INC COM 554335109 1 400 SH SOLE 400
MACERICH COMPANY COM 554382101 20 900 SH SOLE 900
MACK CALI REALTY COM 554489104 41 1,600 SH SOLE 1,600
MACROVISION INC COM 555904101 1,470 23,000 SH SOLE 23,000
MACROMEDIA INC COM 556100105 3,036 31,400 SH SOLE 31,400
MADISON GAS & ELEC CO COM 557497104 689 34,900 SH SOLE 34,900
MAGNETEK INC COM 559424106 12 1,500 SH SOLE 1,500
MAIL.COM INC CL A 560311102 9 1,600 SH SOLE 1,600
MAIL-WELL INC COM 560321200 903 104,700 SH SOLE 104,700
MAINE PUBLIC SERVICES COM 560483109 4 200 SH SOLE 200
MALLINCKRODT INC COM 561232109 4,118 94,800 SH SOLE 94,800
MANAGEMENT NETWORK GROUP COM 561693102 35 1,000 SH SOLE 1,000
MANDALAY RESORT GROUP MANDALAY 562567107 1,076 53,800 SH SOLE 53,800
MANHATTAN ASSOCIATES INC. COM 562750109 15 600 SH SOLE 600
MANITOWOC COMPANY INC COM 563571108 1,476 55,162 SH SOLE 55,162
MANNING GREG AUCTIONS COM 563823103 9 800 SH SOLE 800
MANOR CARE INC COM 564055101 1,085 154,933 SH SOLE 154,933
MANPOWER INC. COM 56418H100 1,485 46,400 SH SOLE 46,400
MANUF. HOME COMMUN. COM 564682102 12 500 SH SOLE 500
MANUGISTICS INC COM 565011103 2,875 61,500 SH SOLE 61,500
MAPINFO CORPORATION COM 565105103 30 750 SH SOLE 750
MARCHFIRST INC COM 566244109 1,419 77,741 SH SOLE 77,741
MARCUS CORP COM 566330106 850 70,125 SH SOLE 70,125
MARIMBA COM 56781Q109 10 700 SH SOLE 700
MARINE DRILLING CO. COM 568240204 3,522 125,800 SH SOLE 125,800
MARK IV INDUSTRIES COM 570387100 1,994 95,500 SH SOLE 95,500
MARKEL CORP. COM 570535104 2,252 15,900 SH SOLE 15,900
MARKETWATCH.COM INC COM 570619106 8 400 SH SOLE 400
MARKETING SERVICES GROUP COM 570907105 283 63,800 SH SOLE 63,800
MARSH & MCLENNAN COS. INC COM 571748102 5,410 51,800 SH OTHER (1) 51,800
MARSH & MCLENNAN COS. INC COM 571748102 36,363 348,178 SH SOLE 348,178
MARSH SUPER MARKETS CL B 571783208 10 1,000 SH SOLE 1,000
MARSHALL & ILSLEY COM 571834100 2,498 60,185 SH SOLE 60,185
MARRIOTT INT'L CLA 571903202 11,776 326,532 SH SOLE 326,532
MARTIN MARIETTA MATERIALS COM 573284106 918 22,700 SH SOLE 22,700
MARVEL ENTERPRISES INC COM 57383M108 14 2,300 SH SOLE 2,300
MASCO CORP COM 574599106 10,286 569,490 SH SOLE 569,490
MASCOTECH INC. COM 574670105 1,107 102,400 SH SOLE 102,400
MASTEC INC COM 576323109 1,014 26,550 SH SOLE 26,550
MATERIAL SCIENCES CORP COM 576674105 38 3,800 SH SOLE 3,800
MATRIXONE INC. COM 57685P304 49 1,200 SH SOLE 1,200
MATTEL INC COM 577081102 7,239 548,902 SH SOLE 548,902
MATTHEWS INTERNATIONAL CL A 577128101 832 28,700 SH SOLE 28,700
MATTSON TECHNOLOGY COM 577223100 36 1,100 SH SOLE 1,100
MAUI LD & PINEAPPLE COM 577345101 18 800 SH SOLE 800
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MAXTOR CORP COM NEW 577729205 2,598 246,000 SH SOLE 246,000
MAXIM INTEGRATED PROD COM 57772K101 24,322 358,000 SH SOLE 358,000
MAXIM PHARMACEUTICAL COM 57772M107 46 900 SH SOLE 900
MAXWELL TECHNOLOGIES INC COM 577767106 14 1,000 SH SOLE 1,000
MAXYGEN COM 577776107 45 800 SH SOLE 800
MAY DEPT STORES CO COM 577778103 10,473 436,379 SH SOLE 436,379
MAXICARE HEALTH PLANS COM NEW 577904204 1 1,400 SH SOLE 1,400
MAXXAM INC COM 577913106 272 15,300 SH SOLE 15,300
MAVERICK TUBE CORP COM 577914104 1,121 38,500 SH SOLE 38,500
MAXIMUS INCORPORATED COM 577933104 991 48,700 SH SOLE 48,700
MAYTAG CORP COM 578592107 3,927 108,006 SH SOLE 108,006
MCCLATCHY COMPANY - CL A CL A 579489105 769 23,200 SH SOLE 23,200
MCCORMICK & CO COM NON VTG 579780206 1,310 40,300 SH SOLE 40,300
MCDERMOTT INTL INC COM 580037109 1,675 190,100 SH SOLE 190,100
MCDONALD'S CORP COM 580135101 57,669 1,750,874 SH SOLE 1,750,874
MCGRAW HILL INC COM 580645109 2,851 52,800 SH OTHER (1) 52,800
MCGRAW HILL INC COM 580645109 14,127 261,614 SH SOLE 261,614
MCK COMMUNICATIONS COM 581243102 14 600 SH SOLE 600
MCKESSON HBOC INC COM 58155Q103 7,675 366,573 SH SOLE 366,573
MCLEODUSA INCORPORATED COM 582266102 6,822 329,744 SH SOLE 329,744
MCWHORTER TECHNOLOGIES COM 582803102 41 2,100 SH SOLE 2,100
MEAD CORP COM 582834107 3,523 139,519 SH SOLE 139,519
MEADE INSTRUMENTS CORP. COM 583062104 20 800 SH SOLE 800
MECHANICAL TECH INC COM 583538103 27 1,800 SH SOLE 1,800
MEDAREX INC. COM 583916101 6,228 73,700 SH SOLE 73,700
MEDIA ARTS GROUP COM 58439C102 10 2,500 SH SOLE 2,500
MEDIA GENERAL INC CL A CL A 584404107 986 20,300 SH SOLE 20,300
MEDIA METRIX INC COM 58440X103 15 600 SH SOLE 600
MEDIAPLEX INC COM 58446B105 15 800 SH SOLE 800
MEDIABAY INC COM 58446J108 3 900 SH SOLE 900
MEDIACOM COMMUNICATIONS CL A 58446K105 22 1,400 SH SOLE 1,400
MEDICAL ASSURANCE INC COM 58449U100 562 49,956 SH SOLE 49,956
MEDICAL MANAGER CORP COM 58461U103 705 20,687 SH SOLE 20,687
MEDICALOGIC COM 584642102 17 1,846 SH SOLE 1,846
MEDICIS PHARM-CL A CL A 584690309 3,671 64,400 SH SOLE 64,400
MEDIMMUNE INC COM 584699102 19,159 258,900 SH SOLE 258,900
MEDTRONIC INC COM 585055106 76,601 1,537,778 SH SOLE 1,537,778
MELLON FINANCIAL CORP COM 58551A108 24,090 661,140 SH SOLE 661,140
MEMBERWORKS INC COM 586002107 1,170 34,800 SH SOLE 34,800
MENS WEARHOUSE COM 587118100 2,181 97,750 SH SOLE 97,750
MENTOR CORP MINN COM 587188103 1,416 52,100 SH SOLE 52,100
MENTOR GRAPHICS CORP. COM 587200106 2,781 139,900 SH SOLE 139,900
MERCANTILE COM 587405101 1,263 42,375 SH SOLE 42,375
MERCATOR SOFTWARE INC. COM 587587106 4,304 62,600 SH SOLE 62,600
MERCHANTS BANCSHARES INC. COM 588448100 10 500 SH SOLE 500
MERCHANTS NEW YORK BANCORP COM 589167105 700 40,700 SH SOLE 40,700
MERCK & CO COM 589331107 9,839 128,400 SH OTHER (1) 128,400
MERCK & CO COM 589331107 226,186 2,951,854 SH SOLE 2,951,854
MERCURY COMPUTER SYSTEMS COM 589378108 1,493 46,200 SH SOLE 46,200
MERCURY GEN CORP COM 589400100 775 32,800 SH SOLE 32,800
MERCURY INTERACTIVE COM 589405109 9,830 101,600 SH SOLE 101,600
MEREDITH CORP COM 589433101 1,951 57,812 SH SOLE 57,812
MERIDIAN RESOURCE COM 58977Q109 9 1,600 SH SOLE 1,600
MERISTAR HOSPITALITY CORP COM 58984Y103 25 1,200 SH SOLE 1,200
MERIDIAN GOLD INC COM 589975101 13 2,100 SH SOLE 2,100
MERITOR AUTOMOTIVE INC COM 59000G100 458 41,600 SH SOLE 41,600
MERRILL LYNCH & CO COM 590188108 57,315 498,392 SH SOLE 498,392
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MESA AIR GROUP INC COM 590479101 43 7,800 SH SOLE 7,800
MESABA HLDGS INC COM 59066B102 11 1,100 SH SOLE 1,100
MESSAGEMEDIA INC COM 590787107 415 118,700 SH SOLE 118,700
MESTEK INC COM 590829107 12 700 SH SOLE 700
META GROUP INC. COM 591002100 21 1,100 SH SOLE 1,100
METACREATIONS CORP COM 591016100 16 1,300 SH SOLE 1,300
METALS USA INC COM 591324108 368 78,400 SH SOLE 78,400
METASOLV SOFTWARE INC COM 591393103 44 1,000 SH SOLE 1,000
METHODE ELEC INC CLASS A CL A 591520200 3,019 78,150 SH SOLE 78,150
METRICOM INC COM 591596101 25 900 SH SOLE 900
METRIS COMPANIES COM 591598107 1,006 40,050 SH SOLE 40,050
METRO GOLDWYN MAYER INC COM 591610100 3,264 124,937 SH SOLE 124,937
METRO INFORMATION SVCS COM 59162P104 7 700 SH SOLE 700
METROCALL INCORPORATED COM 591647102 9 1,000 SH SOLE 1,000
METROMEDIA FIBER NETWORK CL A 591689104 10,712 269,910 SH SOLE 269,910
METROMEDIA INTL GROUP INC COM 591695101 949 199,700 SH SOLE 199,700
MICHAEL FOODS INC COM 594079105 1,149 46,900 SH SOLE 46,900
MICHAELS STORES INC. COM 594087108 3,303 72,100 SH SOLE 72,100
MICREL INC COM 594793101 2,120 48,800 SH SOLE 48,800
MICROS SYSTEMS INC COM 594901100 691 40,400 SH SOLE 40,400
MICROSOFT CORP COM 594918104 11,248 140,600 SH OTHER (1) 140,600
MICROSOFT CORP COM 594918104 540,191 6,752,382 SH SOLE 6,752,382
MICROVISION INC WASH COM 594960106 20 400 SH SOLE 400
MICROSTRATEGY INC. CL A 594972101 1,533 51,100 SH SOLE 51,100
MICROCHIP TECHNOLOGY INC COM 595017104 2,738 47,000 SH SOLE 47,000
MICROFINANCIAL INC COM 595072109 14 1,400 SH SOLE 1,400
MICROMUSE INC COM 595094103 3,177 19,200 SH SOLE 19,200
MICRON ELECTRONICS COM 595100108 2,649 211,900 SH SOLE 211,900
MICRON TECHNOLOGY INC COM 595112103 2,642 30,000 SH OTHER (1) 30,000
MICRON TECHNOLOGY INC COM 595112103 62,144 705,680 SH SOLE 705,680
MICROSEMI CORP. COM 595137100 51 1,500 SH SOLE 1,500
MID-AMER APT CMN COM 59522J103 12 500 SH SOLE 500
MID ATLANTIC MED SERVICES COM 59523C107 1,393 103,200 SH SOLE 103,200
MID-STATE BANCSHARES COM 595440108 654 24,000 SH SOLE 24,000
MIDAS INCORPORATED COM 595626102 754 37,700 SH SOLE 37,700
MIDCOAST ENERGY RES COM 59563W104 11 700 SH SOLE 700
MID-AMERICA BANCORP COM 595915109 10 406 SH SOLE 406
MIDWEST EXPRESS HLDGS COM 597911106 647 32,700 SH SOLE 32,700
MIDWAY GAMES COM 598148104 660 88,866 SH SOLE 88,866
MIDWEST GRAIN PRODUCTS COM 59832G104 12 1,500 SH SOLE 1,500
MIKASA COM 59862T109 8 700 SH SOLE 700
MIIX GROUP INC COM 59862V104 12 1,000 SH SOLE 1,000
MILACRON INC COM 598709103 1,234 85,100 SH SOLE 85,100
MILLENNIUM PHARMACEUTICAL COM 599902103 5,755 51,442 SH SOLE 51,442
MILLENIUM CHEMICAL INC COM 599903101 434 25,500 SH SOLE 25,500
MILLER (HERMAN) INC COM 600544100 978 37,800 SH SOLE 37,800
MILLIPORE CORP COM 601073109 4,394 58,291 SH SOLE 58,291
MILLS CORP COM 601148109 13 700 SH SOLE 700
MINE SAFETY APPLIANCES CO COM 602720104 754 31,400 SH SOLE 31,400
MINERALS TECH INC COM 603158106 2,084 45,300 SH SOLE 45,300
MINIMED INCORPORATED COM 60365K108 2,454 20,800 SH SOLE 20,800
MINNESOTA MNG & MFG CO COM 604059105 42,922 520,268 SH SOLE 520,268
MINNESOTA POWER INC COM 604110106 791 45,700 SH SOLE 45,700
MINNTECH CORP COM 604258103 9 1,300 SH SOLE 1,300
MIPS TECHNOLOGIES INC. CL A 604567107 34 800 SH SOLE 800
MISSISSIPPI CHEM CORP COM 605288208 24 5,100 SH SOLE 5,100
MISSISSIPPI VY BANCSHARES COM 605720101 12 500 SH SOLE 500
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MITCHELL ENERGY CL A CL A 606592202 916 28,500 SH SOLE 28,500
MOBILE MINI INC COM 60740F105 13 600 SH SOLE 600
MODINE MFG COM 607828100 1,744 64,600 SH SOLE 64,600
MODIS PROFESSIONAL SVCS COM 607830106 1,607 210,800 SH SOLE 210,800
MOHAWK INDUSTRIES INC COM 608190104 576 26,500 SH SOLE 26,500
MOLECULAR DEVICES COM 60851C107 28 400 SH SOLE 400
MOLEX INC COM 608554101 12,073 250,871 SH SOLE 250,871
MOLEX INC. -CL A CL A 608554200 2,342 66,900 SH SOLE 66,900
MONACO COACH CORPORATION COM 60886R103 593 43,500 SH SOLE 43,500
ROBERT MONDAVI CORP CL A CL A 609200100 543 17,700 SH SOLE 17,700
MONTANA POWER CO COM 612085100 2,430 68,800 SH SOLE 68,800
MONY GROUP INC COM 615337102 913 27,000 SH SOLE 27,000
MORGAN J.P. & COMPANY COM 616880100 3,755 34,100 SH OTHER (1) 34,100
MORGAN J.P. & COMPANY COM 616880100 22,914 208,074 SH SOLE 208,074
MORGAN KEEGAN INC COM 617410105 985 66,750 SH SOLE 66,750
MORGAN ST DEAN WITTER & CO COM 617446448 3,655 43,900 SH OTHER (1) 43,900
MORGAN ST DEAN WITTER & CO COM 617446448 122,749 1,474,462 SH SOLE 1,474,462
MORRISON KNUDSEN CORP. COM 61844A109 875 120,700 SH SOLE 120,700
MOTIENT CORPORATION COM 619908106 19 1,200 SH SOLE 1,200
MOTOROLA INC COM 620076109 80,306 2,763,230 SH SOLE 2,763,230
MOVADO GROUP INCORPORATED COM 624580106 346 28,800 SH SOLE 28,800
MP3.COM INC COM 62473M109 23 1,700 SH SOLE 1,700
MUELLER INDUSTRIES INC COM 624756102 764 27,300 SH SOLE 27,300
MULTIPLE ZONES COM 624906103 6 1,600 SH SOLE 1,600
MULTEX.COM INC COM 625367107 18 700 SH SOLE 700
MURPHY OIL COM 626717102 1,722 28,970 SH SOLE 28,970
MUSICMAKER.COM INC COM 62757C108 1 500 SH SOLE 500
MUSICLAND STORES CORP COM 62758B109 12 1,600 SH SOLE 1,600
MUTUAL RISK MGMT LTD COM 628351108 130 7,500 SH SOLE 7,500
MYERS INDUSTRIES INC COM 628464109 501 46,580 SH SOLE 46,580
MYLAN LABS COM 628530107 1,247 68,350 SH SOLE 68,350
MYRIAD GENETICS INC COM 62855J104 3,391 22,900 SH SOLE 22,900
MYPOINTS.COM INC. COM 62855T102 25 1,300 SH SOLE 1,300
NBTY INCORPORATED COM 628782104 1,005 157,600 SH SOLE 157,600
NCH CORP COM 628850109 11 300 SH SOLE 300
NCI BUILDING SYS INC COM 628852105 780 38,500 SH SOLE 38,500
NCO GROUP INC COM 628858102 41 1,761 SH SOLE 1,761
NCR CORP COM 62886E108 5,009 128,651 SH SOLE 128,651
NS GROUP INC COM 628916108 25 1,200 SH SOLE 1,200
NL INDUS INC COM 629156407 1,665 109,200 SH SOLE 109,200
NPC INTERNATIONAL INC COM 629360306 433 48,300 SH SOLE 48,300
NPS PHARMACUTICALS COM 62936P103 27 1,000 SH SOLE 1,000
NTL INCORPORATED COM 629407107 4,880 81,507 SH SOLE 81,507
NUI CORPORATION COM 629430109 748 27,700 SH SOLE 27,700
NVR INC COM 62944T105 1,271 22,300 SH SOLE 22,300
NABISCO HOLDINGS CLASS A CL A 629526104 1,439 27,400 SH SOLE 27,400
NABISCO GROUP HOLDINGS COM 62952P102 11,024 425,036 SH SOLE 425,036
NABORS INDUSTRIES INC COM 629568106 3,417 82,217 SH SOLE 82,217
NACCO INDUSTRIES - CL A CL A 629579103 634 18,050 SH SOLE 18,050
NANOGEN INCORPORATED COM 630075109 21 500 SH SOLE 500
NASH FINCH CO COM 631158102 34 4,100 SH SOLE 4,100
NASHUA CORPORATION COM 631226107 8 1,000 SH SOLE 1,000
NATL BANCORP OF ALASKA COM 632587101 2,364 65,900 SH SOLE 65,900
NATIONAL BEVERAGE CO COM 635017106 10 1,200 SH SOLE 1,200
NATL CITY BANCORPORATION COM 635312101 10 700 SH SOLE 700
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NATIONAL CITY CORP COM 635405103 13,675 801,448 SH SOLE 801,448
NATIONAL COMMERCE BANK COM 635449101 1,007 62,700 SH SOLE 62,700
NATL COMPUTER SYSTEMS COM 635519101 778 15,800 SH SOLE 15,800
NATIONAL DATA CORPORATION COM 635621105 1,750 76,100 SH SOLE 76,100
NATIONAL DISCOUNT BROKER COM 635646102 1,320 41,400 SH SOLE 41,400
NATIONAL FUEL GAS CO COM 636180101 1,346 27,600 SH SOLE 27,600
NATL GOLF PROPERTIES REIT COM 63623G109 17 800 SH SOLE 800
NATL HEALTH INVEST COM 63633D104 8 700 SH SOLE 700
NATIONAL INFO CONSORTIUM COM 636491102 15 1,300 SH SOLE 1,300
NATIONAL INSTRUMENTS CORP COM 636518102 1,507 34,550 SH SOLE 34,550
NATIONAL-OILWELL INC COM 637071101 4,707 143,169 SH SOLE 143,169
NATIONAL PENN BANCSHARES COM 637138108 777 37,680 SH SOLE 37,680
NATIONAL PRESTO INDS INC COM 637215104 55 1,800 SH SOLE 1,800
NATIONAL PROCESSING INC COM 637229105 19 1,500 SH SOLE 1,500
NATIONAL SEMICONDUCTOR COM 637640103 12,947 228,137 SH SOLE 228,137
NATIONAL SERVICES INDS INC COM 637657107 918 47,100 SH SOLE 47,100
NATIONAL STEEL CORP CL B CL B 637844309 10 2,400 SH SOLE 2,400
NATIONAL WESTERN LIFE CL A 638522102 22 300 SH SOLE 300
NATIONAL WIRELESS HLDGS COM 638560102 13 600 SH SOLE 600
NATIONSRENT INC COM 638588103 479 125,700 SH SOLE 125,700
NATIONWIDE FIN SVC INC CL A 638612101 1,702 51,787 SH SOLE 51,787
NATIONWIDE HEALTH PPTYS INC COM 638620104 15 1,100 SH SOLE 1,100
NATURAL MICROSYSTEMS CORP COM 638882100 4,014 35,700 SH SOLE 35,700
NATURES SUNSHINE PRODUCTS COM 639027101 24 3,400 SH SOLE 3,400
NAUTICA ENTERPRISES INC COM 639089101 858 80,300 SH SOLE 80,300
NAVISTAR INTL CORP COM 63934E108 2,605 83,853 SH SOLE 83,853
NAVISITE INC COM 63935M109 67 1,600 SH SOLE 1,600
NAVIGANT CONSULTING CO COM 63935N107 376 88,500 SH SOLE 88,500
NAVIGANT INTERNATIONAL COM 63935R108 13 1,300 SH SOLE 1,300
NEFF CORPORATION CL A 640094108 5 1,200 SH SOLE 1,200
NEIMAN-MARCUS GROUP INC A CL A 640204202 919 31,100 SH SOLE 31,100
NEIMAN-MARCUS GROUP CL.B CL B 640204301 13 452 SH SOLE 452
THOMAS NELSON INC. COM 640376109 23 2,700 SH SOLE 2,700
NEOFORMA.COM INC. COM 640475109 13 1,900 SH SOLE 1,900
NEON SYSTEMS INC COM 640509105 13 700 SH SOLE 700
NETBANK INC COM 640933107 795 63,900 SH SOLE 63,900
NETWORKS ASSOCIATES INC COM 640938106 1,808 88,750 SH SOLE 88,750
NET PERCEPTIONS INC COM 64107U101 14 900 SH SOLE 900
NET2PHONE INC COM 64108N106 14 400 SH SOLE 400
NETCENTIVES INC COM 64108P101 20 1,100 SH SOLE 1,100
NETCREATIONS INC COM 64110N102 23 500 SH SOLE 500
NETEGRITY INC COM 64110P107 3,178 42,200 SH SOLE 42,200
NETMANAGE INCORPORATED COM 641144100 602 134,700 SH SOLE 134,700
NETOPIA INC COM 64114K104 1,409 35,000 SH SOLE 35,000
NETOBJECTS INC. COM 64114L102 7 800 SH SOLE 800
NETRO CORPORATION COM 64114R109 80 1,400 SH SOLE 1,400
NETSOLVE INC. COM 64115J106 16 600 SH SOLE 600
NETIQ CORP COM 64115P102 52 876 SH SOLE 876
NETSCOUT SYSTEMS INC COM 64115T104 13 1,000 SH SOLE 1,000
NETRATINGS INC COM 64116M108 23 900 SH SOLE 900
NETWORK EQUIPMT TECH INC COM 641208103 42 4,200 SH SOLE 4,200
NETWORK APPLIANCE INC COM 64120L104 31,411 390,200 SH SOLE 390,200
NETWORK ACCESS SOLUTIONS COM 64120S109 11 1,100 SH SOLE 1,100
NETWORK PERIPHERALS INC COM 64121R100 554 33,100 SH SOLE 33,100
NETWORK PLUS CORP COM 64122D506 20 1,400 SH SOLE 1,400
NETZERO INC COM 64122R109 13 2,400 SH SOLE 2,400
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NETWORK COMMERCE INC. COM 64122T105 12 2,100 SH SOLE 2,100
NUEBERGER BERMAN INC. COM 641234109 65 1,400 SH SOLE 1,400
NEUROGEN CORPORATION COM 64124E106 23 800 SH SOLE 800
NEUROCRINE BIOSCIENCES COM 64125C109 50 1,400 SH SOLE 1,400
NEW CENTURY FINANCIAL CORP COM 64352D101 15 1,700 SH SOLE 1,700
NEW CENTURY ENERGIES INC COM 64352U103 4,644 154,800 SH SOLE 154,800
NEW ENGLAND BUSINESS SERV COM 643872104 510 31,400 SH SOLE 31,400
NEW ERA OF NETWORKS COM 644312100 893 21,000 SH SOLE 21,000
NEW JERSEY RESOURCES COM 646025106 1,568 41,200 SH SOLE 41,200
NEW PLAN EXCEL REALTY TR COM 648053106 30 2,300 SH SOLE 2,300
NEW YORK TIMES CL A CL A 650111107 8,936 226,226 SH SOLE 226,226
NEWELL RUBBERMAID INC COM 651229106 9,245 359,022 SH SOLE 359,022
NEWFIELD EXPLORATION CO. COM 651290108 3,592 91,800 SH SOLE 91,800
NEWHALL LAND & FARM CO. DEPOSITARY REC 651426108 21 800 SH SOLE 800
NEWMONT MINING CORP COM 651639106 4,890 226,108 SH SOLE 226,108
NEWPARK RESOURCES INC COM 651718504 1,391 147,400 SH SOLE 147,400
NEWPORT CORP COM 651824104 86 800 SH SOLE 800
NEWPORT NEWS SHIPBUILDING COM 652228107 584 15,900 SH SOLE 15,900
NEXELL THERAPEUTICS INC COM NEW 65332H203 7 450 SH SOLE 450
NEXTCARD INC COM 65332K107 10 1,200 SH SOLE 1,200
NEXTEL COMUNICATIONS CL A CL A 65332V103 59,058 965,200 SH SOLE 965,200
NEXTLINK COMMUNICATIONS CL A 65333H707 4,113 108,417 SH SOLE 108,417
NEXT LEVEL COMMUNICATIONS COM 65333U104 189 2,200 SH SOLE 2,200
NIAGARA MOHAWK HOLDINGS COM 653520106 3,277 235,102 SH SOLE 235,102
NICOR INC COM 654086107 1,987 60,901 SH SOLE 60,901
NIKE CLASS B CL B 654106103 14,038 352,603 SH SOLE 352,603
99 CENTS ONLY STORES COM 65440K106 2,875 72,100 SH SOLE 72,100
NISOURCE INC COM 65473P105 1,209 64,900 SH SOLE 64,900
NOBLE AFFILIATES COM 654894104 1,080 29,000 SH SOLE 29,000
NOBLE DRILLING CORP COM 655042109 3,237 78,600 SH SOLE 78,600
NORDSON CORP COM 655663102 1,797 35,500 SH SOLE 35,500
NORDSTROM CORP COM 655664100 4,249 176,122 SH SOLE 176,122
NORFOLK SOUTHERN CORP COM 655844108 7,086 476,388 SH SOLE 476,388
NORTEK INC COM 656559101 10 500 SH SOLE 500
NORTEL NETWORKS CORP COM 656568102 10,777 157,900 SH OTHER (1) 157,900
NORTEL NETWORKS CORP COM 656568102 143,226 2,098,556 SH SOLE 2,098,556
NORTH FORK BANK INC NY COM 659424105 1,550 102,500 SH SOLE 102,500
NORTH PITTSBURGH SYS COM 661562108 15 1,000 SH SOLE 1,000
NORTHEAST OPTIC NETWORK COM 664334109 2,262 36,700 SH SOLE 36,700
NORTHEAST UTILITY COM 664397106 1,532 70,424 SH SOLE 70,424
NORTHERN STATES POWER COM 665772109 4,114 203,800 SH SOLE 203,800
NORTHERN TRUST CORP COM 665859104 18,992 291,900 SH SOLE 291,900
NORTHFIELD LABS INC COM 666135108 18 1,100 SH SOLE 1,100
NORTHLAND CRANBERRIES INC CL A 666499108 9 2,300 SH SOLE 2,300
NORTHPOINT COMMUNICATIONS COM 666610100 37 3,300 SH SOLE 3,300
NORTHROP CORP COM 666807102 6,145 92,761 SH SOLE 92,761
NORTHWEST AIRLINES CORP A CL A 667280101 1,348 44,300 SH SOLE 44,300
NORTHWEST BANCORP INC COM 667328108 694 100,900 SH SOLE 100,900
NORTHWEST NATURAL GAS CO. COM 667655104 1,360 60,800 SH SOLE 60,800
NORTHWESTERN CORP COM 668074107 1,253 54,200 SH SOLE 54,200
NOVA CORP COM 669784100 1,062 38,000 SH SOLE 38,000
NOVADIGM INC. COM 669937104 762 38,600 SH SOLE 38,600
NUANCE COMMUNICATIONS COM 669967101 67 800 SH SOLE 800
NOVELL INC COM 670006105 4,098 443,029 SH SOLE 443,029
NOVELLUS SYSTEMS INC COM 670008101 1,759 31,100 SH OTHER (1) 31,100
NOVELLUS SYSTEMS INC COM 670008101 9,348 165,275 SH SOLE 165,275
NOVOSTE CORP. COM 67010C100 55 900 SH SOLE 900
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NU SKIN ASIA PACIFIC INC. CL A 67018T105 398 69,200 SH SOLE 69,200
NUCENTRIX BROADBAND NET COM 670198100 5 200 SH SOLE 200
NSTAR COM 67019E107 60 1,467 SH SOLE 1,467
NUCOR CORPORATION COM 670346105 3,809 114,784 SH SOLE 114,784
NUEVO ENERGY CORP. COM 670509108 772 40,900 SH SOLE 40,900
NUMERICAL TECHNOLOGIES COM 67053T101 39 800 SH SOLE 800
NVEST L P UNIT LTD PARTN 67065F107 38 1,000 SH SOLE 1,000
NVIDIA COMMON STOCK COM 67066G104 102 1,600 SH SOLE 1,600
NYFIX INC COM 670712108 2,260 53,900 SH SOLE 53,900
OGE ENERGY CORP COM 670837103 984 53,200 SH SOLE 53,200
OM GROUP INC. COM 670872100 2,473 56,200 SH SOLE 56,200
OTG SOFTWARE INC COM 671059103 20 700 SH SOLE 700
OYO GEOSPACE CORPORATION COM 671074102 6 300 SH SOLE 300
OAK TECHNOLOGY INC COM 671802106 28 1,300 SH SOLE 1,300
OAKLEY INC COM 673662102 1,709 148,600 SH SOLE 148,600
OAKWOOD HOMES CORP COM 674098108 13 7,400 SH SOLE 7,400
OBJECTIVE SYST. INTEGR. COM 674424106 10 900 SH SOLE 900
OCCIDENTAL PETRO CORP COM 674599105 3,378 160,400 SH OTHER (1) 160,400
OCCIDENTAL PETRO CORP COM 674599105 9,946 472,192 SH SOLE 472,192
OCEAN ENERGY INC. COM 67481E106 1,483 104,500 SH SOLE 104,500
OCEANEERING INTL INC. COM 675232102 101 5,300 SH SOLE 5,300
OCEANFIRST FINANCIAL CORP COM 675234108 7 400 SH SOLE 400
OCULAR SCIENCES COM 675744106 583 49,600 SH SOLE 49,600
OCWEN FINANCIAL CORP COM 675746101 730 131,320 SH SOLE 131,320
OFFICE DEPOT COM 676220106 2,692 430,650 SH SOLE 430,650
OFFICEMAX INCORPORATED COM 67622M108 1,212 242,400 SH SOLE 242,400
OFFICIAL PAYMENTS CORP COM 676235104 3 800 SH SOLE 800
OFFSHORE LOGISTICS INC COM 676255102 68 4,700 SH SOLE 4,700
OGDEN CORP COM 676346109 950 105,500 SH SOLE 105,500
OHIO CASUALTY CORP COM 677240103 1,379 129,800 SH SOLE 129,800
OIL DRI CORP OF AMERICA COM 677864100 4 400 SH SOLE 400
OLD DOMINION FREIGHT COM 679580100 12 1,200 SH SOLE 1,200
OLD KENT FINANCIAL CORP COM 679833103 4,868 181,989 SH SOLE 181,989
OLD NATL BANCORP COM 680033107 912 31,107 SH SOLE 31,107
OLD REPUBLIC INTL CORP COM 680223104 1,059 64,175 SH SOLE 64,175
OLIN CORP COM 680665205 1,652 100,100 SH SOLE 100,100
OMNICARE INC COM 681904108 365 40,300 SH SOLE 40,300
OMNICOM GROUP COM 681919106 20,324 228,200 SH SOLE 228,200
OMEGA HEALTHCARE INVS INC COM 681936100 5 1,000 SH SOLE 1,000
OMEGA FINL CORP COM 682092101 13 500 SH SOLE 500
OMNOVA SOLUTIONS INC COM 682129101 49 7,800 SH SOLE 7,800
ON ASSIGNMENT INC. COM 682159108 1,461 47,900 SH SOLE 47,900
ON COMMAND CORPORATION COM 682160106 13 900 SH SOLE 900
ON-DISPLAY COM 68232L100 49 600 SH SOLE 600
ONE VALLEY BANCORP COM 682419106 2,291 73,300 SH SOLE 73,300
1-800-FLOWERS.COM INC. CL A 68243Q106 6 1,200 SH SOLE 1,200
ONIEDA LIMITED COM 682505102 625 35,200 SH SOLE 35,200
ONEMAIN.COM COM 68267P109 10 900 SH SOLE 900
ONEOK INCORPORATED COM 682680103 2,238 86,300 SH SOLE 86,300
ON2.COM INC COM 68338A107 10 2,000 SH SOLE 2,000
ONYX PHARM. INC. COM 683399109 15 1,200 SH SOLE 1,200
ONYX SOFTWARE CORP COM 683402101 42 1,400 SH SOLE 1,400
OPEN MARKET INC COM 68370M100 302 21,900 SH SOLE 21,900
OPTICAL CABLE CORP COM 683827109 2,487 82,200 SH SOLE 82,200
ORACLE CORPORATION COM 68389X105 8,137 96,800 SH OTHER (1) 96,800
ORACLE CORPORATION COM 68389X105 305,956 3,639,621 SH SOLE 3,639,621
ORBITAL SCIENCES CORP COM 685564106 1,055 86,600 SH SOLE 86,600
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ORCHID BIOSCIENCES INC COM 68571P100 34 900 SH SOLE 900
ORGANOGENESIS INC COM 685906109 17 1,500 SH SOLE 1,500
O'REILLY AUTOMOTIVE INC COM 686091109 31 11,800 SH SOLE 11,800
ORGANIC INC. COM 68617E101 23 2,400 SH SOLE 2,400
ORIENTAL FINANCIAL GROUP COM 68618W100 7 500 SH SOLE 500
ORTHODONTIC CENTERS OF AMER COM 68750P103 2,563 113,300 SH SOLE 113,300
ORTHALLIANCE INC. CL A 687913103 13 2,100 SH SOLE 2,100
OSHKOSH B'GOSH INC. CL A CL A 688222207 11 700 SH SOLE 700
OSHKOSH TRUCK CORP COM 688239201 1,382 38,650 SH SOLE 38,650
OSICOM TECHNOLOGIES INC COM PAR $0.30 688271501 25 300 SH SOLE 300
OSTEOTECH INC. COM 688582105 7 3,300 SH SOLE 3,300
OTTER TAIL POWER CO COM 689648103 1,071 51,000 SH SOLE 51,000
OUTBACK STEAKHOUSE INC COM 689899102 1,433 48,975 SH SOLE 48,975
OVERSEAS SHIPHOLDING COM 690368105 1,803 73,200 SH SOLE 73,200
OWENS AND MINOR INC HLDG COM 690732102 1,313 76,400 SH SOLE 76,400
OWENS CORNING COM 69073F103 1,460 157,811 SH SOLE 157,811
OWENS-ILLINOIS INC COM 690768403 2,362 202,093 SH SOLE 202,093
OXFORD HEALTH PLANS INC COM 691471106 1,236 51,900 SH SOLE 51,900
OXFORD INDUSTRIES INC COM 691497309 27 1,500 SH SOLE 1,500
OXIGENE INC COM 691828107 9 900 SH SOLE 900
PBOC HOLDINGS INC. COM 69316G108 13 1,500 SH SOLE 1,500
PC CONNECTION INC. COM 69318J100 2,910 51,050 SH SOLE 51,050
PC-TEL INC. COM 69325Q105 19 500 SH SOLE 500
P-COM INC. COM 693262107 939 165,100 SH SOLE 165,100
PECO ENERGY COMPANY COM 693304107 8,896 220,665 SH SOLE 220,665
PG&E CORP COM 69331C108 12,031 488,574 SH SOLE 488,574
PFF BANCORP INC COM 69331W104 520 28,500 SH SOLE 28,500
PE CORP-PE BIOSYSTEMS GRP COM PE BIO GRP 69332S102 17,599 267,164 SH SOLE 267,164
PE CORP-CELERA GENOMICS CELERA GEN GRP 69332S201 140 1,500 SH SOLE 1,500
PICO HOLDINGS INC COM NEW 693366205 14 1,000 SH SOLE 1,000
PLX TECHNOLOGY INC COM 693417107 33 800 SH SOLE 800
PMC COML TR SH BEN INT 693434102 10 1,000 SH SOLE 1,000
PMI GROUP INC COM 69344M101 1,247 26,250 SH SOLE 26,250
PNC BANK CORP COM 693475105 933 19,900 SH OTHER (1) 19,900
PNC BANK CORP COM 693475105 18,125 386,671 SH SOLE 386,671
PPG INDUS INC COM 693506107 10,240 231,075 SH SOLE 231,075
PPL CORPORATION COM 69351T106 4,233 192,965 SH SOLE 192,965
PRI AUTOMATION INC COM 69357H106 3,230 49,400 SH SOLE 49,400
PS BUSINESS PARKS INC./CA COM 69360J107 12 500 SH SOLE 500
PSS WORLD MEDICAL INC COM 69366A100 1,015 151,100 SH SOLE 151,100
PTEK HOLDINGS INC COM 69366M104 327 100,700 SH SOLE 100,700
PACCAR INC COM 693718108 4,032 101,583 SH SOLE 101,583
PAC-WEST TELECOMM INC COM 69371Y101 16 800 SH SOLE 800
PACIFIC CAPITAL COM 69404P101 1,306 52,100 SH SOLE 52,100
PACIFIC CENTURY FINANCIAL COM 694058108 621 42,450 SH SOLE 42,450
PACIFIC GATEWAY EXCHANGE COM 694327107 150 44,000 SH SOLE 44,000
PACIFIC GULF PROP COM 694396102 20 800 SH SOLE 800
PACIFIC SUNWEAR OF CA. COM 694873100 1,285 74,425 SH SOLE 74,425
PACIFICARE HEALTH SYSTEMS COM 695112102 1,352 22,464 SH SOLE 22,464
PACKAGING CORP OF AMERICA COM 695156109 27 2,700 SH SOLE 2,700
PACKETEER INC COM 695210104 20 700 SH SOLE 700
PACTIV CORPORATION COM 695257105 1,007 127,856 SH SOLE 127,856
PAINE WEBBER GROUP INC COM 695629105 8,795 193,287 SH SOLE 193,287
PALL CORP COM 696429307 3,034 163,999 SH SOLE 163,999
PALM HARBOR HOMES INC COM 696639103 707 48,787 SH SOLE 48,787
PALM INC. COM 696642107 27 800 SH SOLE 800
PANAMSAT CORP COM 697933109 1,778 40,700 SH SOLE 40,700
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PAN PACIFIC RETAIL PROP. COM 69806L104 18 900 SH SOLE 900
PANERA BREAD COMPANY CL A CL A 69840W108 23 2,300 SH SOLE 2,300
PAPA JOHN'S INT'L INC COM 698813102 1,583 64,600 SH SOLE 64,600
PARADYNE NETWORKS INC COM 69911G107 29 900 SH SOLE 900
PARAMETRIC TECH COM 699173100 3,730 344,232 SH SOLE 344,232
PAREXEL INTERNATIONAL CO COM 699462107 63 6,600 SH SOLE 6,600
PARK ELECTROCHEMICAL CORP. COM 700416209 862 23,900 SH SOLE 23,900
PARK NATIONAL CORPORATION COM 700658107 1,899 20,925 SH SOLE 20,925
PARK OHIO HOLDINGS CORP COM 700666100 9 1,100 SH SOLE 1,100
PARK PLACE ENTERTAINMENT COM 700690100 99 8,100 SH SOLE 8,100
PARKER DRILLING CO. COM 701081101 1,010 163,200 SH SOLE 163,200
PARKER HANNIFIN CORP COM 701094104 5,145 150,208 SH SOLE 150,208
PARKERVISION INC COM 701354102 20 400 SH SOLE 400
PARKWAY PROPERTIES INC COM 70159Q104 15 500 SH SOLE 500
PATHOGENESIS CORP COM 70321E104 910 35,000 SH SOLE 35,000
PATINA OIL & GAS CO COM 703224105 31 1,500 SH SOLE 1,500
PATTERSON DENTAL COMPANY COM 703412106 989 19,400 SH SOLE 19,400
PATTERSON ENERGY COM 703414102 2,063 72,400 SH SOLE 72,400
PAXAR CORPORATION COM 704227107 1,299 108,835 SH SOLE 108,835
PAXSON COMMUNICATIONS COM 704231109 936 117,000 SH SOLE 117,000
PAYCHEX INCORPORATED COM 704326107 20,291 483,117 SH SOLE 483,117
PAYLESS SHOESOURCE INC COM 704379106 790 15,416 SH SOLE 15,416
PEDIATRIX MEDICAL GROUP COM 705324101 51 4,400 SH SOLE 4,400
PEGASYSTEMS INC COM 705573103 8 1,500 SH SOLE 1,500
PEGASUS COMMUNICATIONS CL A 705904100 3,474 70,800 SH SOLE 70,800
PEGASUS SOLUTIONS INC. COM 705906105 567 56,650 SH SOLE 56,650
PENFORD CORP COM 707051108 58 2,700 SH SOLE 2,700
PENN-AMER GROUP INC COM 707247102 7 900 SH SOLE 900
PENN ENGINEERING & MFG COM NON VTG 707389300 18 500 SH SOLE 500
PENN TREATY AMERICAN CORP COM 707874103 17 1,000 SH SOLE 1,000
PENN VIRGINIA CORP COM 707882106 10 400 SH SOLE 400
PENNACO ENERGY INC COM 708046107 10 600 SH SOLE 600
PENNEY J C INC COM 708160106 6,269 340,020 SH SOLE 340,020
PENNZOIL-QUAKER STATE COM 709323109 2,034 168,600 SH SOLE 168,600
PENTAIR INC COM 709631105 1,157 32,600 SH SOLE 32,600
PENTON MEDIA INC COM 709668107 2,643 75,500 SH SOLE 75,500
PENWEST PHARM CO COM 709754105 12 1,200 SH SOLE 1,200
PEOPLES BK BRIDGEPORT COM 710198102 726 39,500 SH SOLE 39,500
PEOPLES ENERGY CORP COM 711030106 1,229 37,973 SH SOLE 37,973
PEOPLES HLDG CO COM 711148106 10 500 SH SOLE 500
PEOPLESOFT INC COM 712713106 5,548 336,300 SH SOLE 336,300
PEP BOYS INC COM 713278109 739 123,200 SH SOLE 123,200
PEPSI BOTTLING GROUP COM 713409100 117 4,000 SH SOLE 4,000
PEPSICO INC COM 713448108 81,960 1,844,397 SH SOLE 1,844,397
PEREGRINE SYSTEMS INC COM 71366Q101 2,085 60,100 SH SOLE 60,100
PERFORMANCE FOOD CORP. COM 713755106 1,059 33,100 SH SOLE 33,100
PERFORMANCE TECH. INC. COM 71376K102 5 600 SH SOLE 600
PERKINELMER INC COM 714046109 3,855 58,296 SH SOLE 58,296
PEROT SYSTEMS CORP CL A 714265105 26 2,400 SH SOLE 2,400
PERRIGO CO COM 714290103 990 156,800 SH SOLE 156,800
PERSISTENCE SOFTWARE INC COM 715329108 13 700 SH SOLE 700
PERVASIVE SOFTWARE INC. COM 715710109 8 1,500 SH SOLE 1,500
PETCO ANIMAL SUPPLIES INC COM 716016100 22 1,100 SH SOLE 1,100
PETSMART INCORPORATED COM 716768106 793 235,000 SH SOLE 235,000
PHARMACYCLICS INC. COM 716933106 2,111 34,600 SH SOLE 34,600
PFIZER INC COM 717081103 388,582 8,095,454 SH SOLE 8,095,454
PFSWEB INC COM 717098107 5 1,000 SH SOLE 1,000
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PHARMACEUTICAL PRODUCT COM 717124101 1,233 58,700 SH SOLE 58,700
PHARMACOPEIA INC COM 71713B104 2,133 46,000 SH SOLE 46,000
PHARMACIA CORPORATION COM 71713U102 84,165 1,628,345 SH SOLE 1,628,345
PHELPS DODGE CORP COM 717265102 3,979 106,999 SH SOLE 106,999
PHILADELPHIA SUBUR CORP COM 718009608 1,851 98,000 SH SOLE 98,000
PHILIP MORRIS COS INC COM 718154107 79,192 2,981,362 SH SOLE 2,981,362
PHILLIPS PETRO CO COM 718507106 16,998 335,350 SH SOLE 335,350
PHILLIPS-VAN HEUSEN CORP COM 718592108 50 5,300 SH SOLE 5,300
PHOENIX INV PARTNERS LTD COM 719085102 993 94,600 SH SOLE 94,600
PHOENIX TECHNOLOGIES COM 719153108 912 60,700 SH SOLE 60,700
PHONE.COM INC COM 71920Q100 130 2,000 SH SOLE 2,000
PHOTON DYNAMICS INC. COM 719364101 30 400 SH SOLE 400
PHOTRONICS INC COM 719405102 1,938 68,300 SH SOLE 68,300
PIEDMONT NATURAL GAS CO. COM 720186105 1,947 73,300 SH SOLE 73,300
PIER 1 IMPORTS INC COM 720279108 2,277 233,500 SH SOLE 233,500
PILGRIMS PRIDE CORP. COM 721467108 10 1,400 SH SOLE 1,400
PILLOWTEX CORP COM 721501104 7 1,700 SH SOLE 1,700
PILOT NETWORK SREVICES COM 721596104 10 700 SH SOLE 700
PINNACLE ENTERTAINMENT COM 723456109 109 5,600 SH SOLE 5,600
PINNACLE HOLDINGS INC COM 72346N101 70 1,300 SH SOLE 1,300
PINNACLE SYSTEMS INC COM 723481107 2,507 111,500 SH SOLE 111,500
PINNACLE WEST CAPITAL COM 723484101 3,770 111,300 SH SOLE 111,300
PIONEER GROUP INC COM 723684106 2,445 57,700 SH SOLE 57,700
PIONEER NATURAL RESOURCES COM 723787107 2,725 213,700 SH SOLE 213,700
PIONEER STANDARD ELECTRS INC COM 723877106 937 63,500 SH SOLE 63,500
PITNEY BOWES INC COM 724479100 13,620 345,302 SH SOLE 345,302
PITT-DES MOINES INC. COM 724508106 10 500 SH SOLE 500
PITTSTON BRINKS GROUP COM 725701106 1,514 110,600 SH SOLE 110,600
PIXAR INC. COM 725811103 818 23,200 SH SOLE 23,200
PIVOTAL CORP COM 72581R106 14 600 SH SOLE 600
PLACER DOME INC COM 725906101 2,272 237,600 SH SOLE 237,600
PLAINS ALL AMERN PIP UNIT LTD PARTN 726503105 19 1,000 SH SOLE 1,000
PLAINS RESOURCES INC COM PAR $0.10 726540503 16 1,000 SH SOLE 1,000
PLANTRONICS COM 727493108 4,089 35,400 SH SOLE 35,400
PLAYBOY ENTERPRISES INC CL B 728117300 9 700 SH SOLE 700
PLAYTEX PRODUCTS INC. COM 72813P100 1,462 129,200 SH SOLE 129,200
PLEXUS CORPORATION COM 729132100 4,509 39,900 SH SOLE 39,900
POWER PLUG INC. COM 72919P103 69 1,100 SH SOLE 1,100
POGO PRODUCING COMPANY COM 730448107 2,089 94,400 SH SOLE 94,400
POLARIS INDUSTRIES INC COM 731068102 1,706 53,300 SH SOLE 53,300
POLAROID CORP COM 731095105 2,388 132,195 SH SOLE 132,195
POLICY MANAGEMENT SYSTEM COM 731108106 1,173 76,300 SH SOLE 76,300
RALPH LAUREN CORP CL A 731572103 993 69,700 SH SOLE 69,700
POLYCOM INCORPORATED COM 73172K104 1,835 19,500 SH SOLE 19,500
POLYMEDICA CORP. COM 731738100 13 2,800 SH SOLE 2,800
POLYMER GROUP INC. COM 731745105 12 1,300 SH SOLE 1,300
POMEROY COMPUTER COM 731822102 16 1,100 SH SOLE 1,100
POPE & TALBOT INC COM 732827100 54 3,400 SH SOLE 3,400
POPULAR INC. COM 733174106 67 3,500 SH SOLE 3,500
PORTAL SOFTWARE INC COM 736126103 287 4,500 SH SOLE 4,500
POST PROPERTIES INC COM 737464107 44 1,000 SH SOLE 1,000
POTLATCH CORP COM 737628107 873 26,360 SH SOLE 26,360
POTOMAC ELECTRIC POWER CO COM 737679100 1,810 72,400 SH SOLE 72,400
POWELL INDUSTRIES INC COM 739128106 20 2,000 SH SOLE 2,000
POWER INTEGRATION INC COM 739276103 1,388 58,900 SH SOLE 58,900
POWER-ONE INCORPORATED COM 739308104 8,192 71,900 SH SOLE 71,900
POWERWAVE TECHNOLOGIES COM 739363109 1,527 34,700 SH SOLE 34,700
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POWERTEL INCORPORATED COM 73936C109 1,256 17,700 SH SOLE 17,700
PRAXAIR INC COM 74005P104 7,938 212,030 SH SOLE 212,030
PRE PAID LEGAL COM 740065107 1,431 47,900 SH SOLE 47,900
PRECISION CASTPARTS CORP COM 740189105 2,385 52,700 SH SOLE 52,700
PREDICTIVE SYSTEMS COM 74036W102 25 700 SH SOLE 700
PREMIER NATIONAL BANCORP COM 74053F107 8 620 SH SOLE 620
PREMIER PARKS INC COM 740540208 1,042 45,800 SH SOLE 45,800
PRENTISS PROP TRUST REIT SH BEN INT 740706106 19 800 SH SOLE 800
PRESIDENTIAL LIFE CORP COM 740884101 895 64,500 SH SOLE 64,500
PRESSTEK INC. COM 741113104 1,127 69,100 SH SOLE 69,100
PREVIEW SYSTEMS INC COM 741379101 5 400 SH SOLE 400
PRICE COMMUNICATIONS COM NEW 741437305 642 27,255 SH SOLE 27,255
PRICE T. ROWE & ASSOC INC COM 741477103 6,647 156,400 SH SOLE 156,400
PRICELINE.COM INC COM 741503106 182 4,800 SH SOLE 4,800
PRICESMART INC COM 741511109 8 200 SH SOLE 200
PRIMEDIA INC COM 74157K101 2,077 91,300 SH SOLE 91,300
PRIMEX TECHNOLOGIES INC. COM 741597108 11 500 SH SOLE 500
PRIMUS KNOWLEDGE SOLUTION COM 74163Q100 23 500 SH SOLE 500
PRIMA ENERGY CORP COM PAR $0.015 741901201 56 1,050 SH SOLE 1,050
PRIMARK CORP COM 741903108 1,777 47,700 SH SOLE 47,700
PRIME HOSPITALITY CORP COM 741917108 1,063 112,600 SH SOLE 112,600
PRIMUS TELECOMM GROUP COM 741929103 1,973 79,300 SH SOLE 79,300
PRIDE INTERNATIONAL INC COM 741932107 3,787 153,000 SH SOLE 153,000
PRINTRONIX INC COM 742578107 8 600 SH SOLE 600
PRIORITY HLTHCARE CORP B CL B 74264T102 3,628 48,827 SH SOLE 48,827
PROBUSINESS SERVICES INC COM 742674104 1,333 50,200 SH SOLE 50,200
PROCOM TECHNOLOGY INC COM 74270W107 1,266 24,500 SH SOLE 24,500
PROCTER & GAMBLE CO COM 742718109 96,382 1,707,422 SH SOLE 1,707,422
PRODIGY COMM. CL A CL A 74283P206 16 1,500 SH SOLE 1,500
PROFFESSIONALS INS COM 742954100 13 520 SH SOLE 520
PROFIT RECOVERY GRP COM 743168106 466 37,300 SH SOLE 37,300
PROGENICS PHARMACEUTICALS COM 743187106 4 300 SH SOLE 300
PROGRESS SOFTWARE CORP COM 743312100 1,379 76,900 SH SOLE 76,900
PROGRESSIVE CORP COM 743315103 7,374 99,651 SH SOLE 99,651
PROJECT SOFTWARE & DEV INC COM 74339P101 877 48,700 SH SOLE 48,700
PROLOGIS TRUST SH BEN INT 743410102 92 4,300 SH SOLE 4,300
PROTECTIVE LIFE CORP COM 743674103 905 34,000 SH SOLE 34,000
PROTEIN DESIGN LABS INC COM 74369L103 7,011 42,500 SH SOLE 42,500
PROVANT INCORPORATED COM 743724106 245 43,600 SH SOLE 43,600
PROVIDENCE ENERGY COM 743743106 12 300 SH SOLE 300
PROVIDENT BANKSHARES COM 743859100 832 61,649 SH SOLE 61,649
PROVIDENT FINANCIAL GROUP COM 743866105 486 20,400 SH SOLE 20,400
PROVINCE HEALTHCARE CO. COM 743977100 1,582 43,800 SH SOLE 43,800
PROVIDIAN FINANCIAL CORP COM 74406A102 16,559 183,994 SH SOLE 183,994
PROXICOM INCORPORATED COM 744282104 72 1,500 SH SOLE 1,500
PROXIM CORP COM 744284100 2,722 27,500 SH SOLE 27,500
PSINET INC COM 74437C101 1,977 78,682 SH SOLE 78,682
PUBLIC SVC CO OF N MEX COM 744499104 1,352 87,600 SH SOLE 87,600
PUBLIC SERVICE ENTERPRISE COM 744573106 2,697 77,900 SH OTHER (1) 77,900
PUBLIC SERVICE ENTERPRISE COM 744573106 9,954 287,485 SH SOLE 287,485
PUBLIC STORAGE INC COM 74460D109 80 3,400 SH SOLE 3,400
PUERTO RICAN CEMENT CO COM 745075101 11 400 SH SOLE 400
PUGET SOUND ENERGY INC COM 745332106 1,074 50,400 SH SOLE 50,400
PULTE CORP COM 745867101 2,703 124,988 SH SOLE 124,988
PUMA TECHNOLOGY INC COM 745887109 2,365 88,200 SH SOLE 88,200
PURCHASEPRO.COM INC. COM 746144104 35 850 SH SOLE 850
PURE RESOURCES INC COM 74622E102 3 172 SH SOLE 172
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QRS CORPORATION COM 74726X105 803 35,500 SH SOLE 35,500
QLOGIC CORP COM 747277101 2,847 43,100 SH SOLE 43,100
QUAKER CHEM CORP COM 747316107 36 2,100 SH SOLE 2,100
QUAKER CITY BANCORP COM 74731K106 8 500 SH SOLE 500
QUAKER OATS COMPANY COM 747402105 2,967 39,500 SH OTHER (1) 39,500
QUAKER OATS COMPANY COM 747402105 12,898 171,687 SH SOLE 171,687
QUALCOMM INC COM 747525103 56,280 938,000 SH SOLE 938,000
QUANEX CORP COM 747620102 52 3,500 SH SOLE 3,500
QUANTA SERVICES INC COM COM 74762E102 6,867 124,850 SH SOLE 124,850
QUANTUM EFFECT DEVICES INC COM 74764T107 46 800 SH SOLE 800
QUANTUM CORP-DLT&STORAGE COM DSSG 747906204 41 4,200 SH SOLE 4,200
QUANTUM CORP-HARD DISK COM HDDG 747906303 21 1,900 SH SOLE 1,900
QUEENS COUNTY BANCORP COM 748242104 832 49,030 SH SOLE 49,030
QUEST DIAGNOSTICS INC COM 74834L100 7,221 96,600 SH SOLE 96,600
QUEST SOFTWARE INC. COM 74834T103 133 2,400 SH SOLE 2,400
QUESTAR CORP COM 748356102 734 37,900 SH SOLE 37,900
QUEST EDUCATION CORP. COM 74835F102 25 1,400 SH SOLE 1,400
QUICKLOGIC CORP COM 74837P108 9 400 SH SOLE 400
QUIKSILVER INC COM 74838C106 812 52,150 SH SOLE 52,150
QUINTILES TRANSNATIONAL CORP COM 748767100 1,484 105,060 SH SOLE 105,060
QUINTUS CORP COM 748798105 18 900 SH SOLE 900
QUIXOTE CORPORATION COM 749056107 12 800 SH SOLE 800
QUOKKA SPORTS INC COM 749077103 13 1,600 SH SOLE 1,600
QUORUM HEALTH GROUP COM 749084109 1,584 153,600 SH SOLE 153,600
QWEST COMMUNICATIONS COM 749121109 21,965 442,054 SH SOLE 442,054
R&B FALCON CORPORATION COM 74912E101 2,594 110,100 SH SOLE 110,100
RCN CORPORTION COM 749361101 1,142 45,000 SH SOLE 45,000
RFS HOTEL INVESTOR INC COM 74955J108 13 1,100 SH SOLE 1,100
RH DONNELLEY CORP COM NEW 74955W307 1,327 68,500 SH SOLE 68,500
RGS ENERGY GROUP INC COM 74956K104 1,742 78,300 SH SOLE 78,300
RLI CORPORATION COM 749607107 816 23,475 SH SOLE 23,475
RPM INC COM 749685103 478 47,243 SH SOLE 47,243
RSA SECURITY INC COM 749719100 1,364 19,700 SH SOLE 19,700
RTI INTERNATIONAL METALS COM 74973W107 44 3,900 SH SOLE 3,900
RF MICRO DEVICES INC COM 749941100 4,136 47,200 SH SOLE 47,200
RADIAN GROUP INC COM 750236101 1,493 28,859 SH SOLE 28,859
RADIANT SYSTEMS INC. COM 75025N102 1,399 58,300 SH SOLE 58,300
RADIO ONE INC CL A 75040P108 18 600 SH SOLE 600
RADIO ONE INC-CL D CL D NON VTG 75040P405 26 1,200 SH SOLE 1,200
RADIO UNICA COMMUNICATION COM 75040Q106 9 1,300 SH SOLE 1,300
RADIOSHACK CORP. COM 750438103 11,951 252,274 SH SOLE 252,274
RADISYS CORP COM 750459109 2,174 38,300 SH SOLE 38,300
RAILAMERICA INC. COM 750753105 6 866 SH SOLE 866
RAMBUS INC. COM 750917106 5,717 55,500 SH SOLE 55,500
RALCORP HOLDINGS INC COM 751028101 867 70,766 SH SOLE 70,766
RALSTON PURINA GROUP COM 751277302 7,677 390,669 SH SOLE 390,669
RAMP NETWORKS INC COM 751567108 10 800 SH SOLE 800
RARE HOSPITALITY INTL. COM 753820109 20 700 SH SOLE 700
RARE MEDIUM GROUP COM 75382N109 419 26,500 SH SOLE 26,500
RATIONAL SOFTWARE CORP COM 75409P202 4,786 51,500 SH SOLE 51,500
RAVISENT TECHNOLOGIES INC COM 754440105 15 2,100 SH SOLE 2,100
RAYMOND JAMES FIN CORP COM 754730109 2,421 107,600 SH SOLE 107,600
RAYONIER INC COM 754907103 526 14,675 SH SOLE 14,675
RAYOVAC CORPORATION COM 755081106 1,318 58,900 SH SOLE 58,900
RAYTHEON COMPANY-CLASS A CL A 755111309 1,011 52,000 SH SOLE 52,000
RAYTHEON COMPANY - CL B CL B 755111408 8,491 441,094 SH SOLE 441,094
RAZORFISH INC CL A 755236106 41 2,524 SH SOLE 2,524
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READ-RITE CORP. COM 755246105 4 11,200 SH SOLE 11,200
READERS DIGEST CL A NON VTG 755267101 2,413 60,700 SH SOLE 60,700
REAL NETWORK INC COM 75605L104 4,394 86,900 SH SOLE 86,900
REALTY INCOME CORP COM 756109104 12 500 SH SOLE 500
RECKSON ASSOCS RLTY CORP COM 75621K106 21 900 SH SOLE 900
RED HAT INC COM 756577102 111 4,100 SH SOLE 4,100
REDBACK NETWORKS INC. COM 757209101 730 4,100 SH SOLE 4,100
REEBOK INT'L LTD COM 758110100 2,665 167,218 SH SOLE 167,218
REGAL BELOIT CORPORATION COM 758750103 781 48,600 SH SOLE 48,600
REGENT COMMUNICATIONS INC COM 758865109 8 900 SH SOLE 900
REGENERON PHARM INC COM 75886F107 57 1,900 SH SOLE 1,900
REGIS CORP MINN COM 758932107 1,082 94,150 SH SOLE 94,150
REGENCY RITY CORP COM 758939102 33 1,400 SH SOLE 1,400
REGIONS FINANCIAL CORP COM 758940100 5,819 292,765 SH SOLE 292,765
REINSURANCE GROUP OF AMER COM 759351109 485 16,100 SH SOLE 16,100
RELIANCE GROUP HOLDINGS COM 759464100 181 241,200 SH SOLE 241,200
RELIANCE STL & ALUM CO COM 759509102 1,230 64,325 SH SOLE 64,325
RELIANT ENERGY INC COM 75952J108 11,605 392,574 SH SOLE 392,574
RELIASTAR FINANCIAL CORP COM 75952U103 2,834 54,050 SH SOLE 54,050
REMEC INC. COM 759543101 2,659 63,500 SH SOLE 63,500
REMEDY CORPORATION COM 759548100 3,808 68,300 SH SOLE 68,300
REMEDY TEMP INC CL A 759549108 11 900 SH SOLE 900
REMINGTON OIL & GAS CORP COM 759594302 34 4,500 SH SOLE 4,500
RENAL CARE GROUP INC COM 759930100 2,374 97,100 SH SOLE 97,100
RENT-A-CENTER INC COM 76009N100 1,179 52,400 SH SOLE 52,400
RENT-WAY COM 76009U104 1,497 51,300 SH SOLE 51,300
REPUBLIC BANCORP INC-CL.A CL A 760281204 16 1,600 SH SOLE 1,600
REPUBLIC BANCORP INC COM 760282103 861 96,390 SH SOLE 96,390
REPUBLIC GROUP INC COM 760473108 21 2,300 SH SOLE 2,300
REPUBLIC SECURITY FINL COM 760758102 520 104,000 SH SOLE 104,000
REPUBLIC SERVICES INC CL A 760759100 1,661 103,800 SH SOLE 103,800
RESEARCH FRONTIERS CORP COM 760911107 24 800 SH SOLE 800
RESTORATION HARDWARE INC COM 760981100 9 1,700 SH SOLE 1,700
RESMED INC. COM 761152107 1,902 71,100 SH SOLE 71,100
RESORTQUEST INTL. INC. COM 761183102 10 1,900 SH SOLE 1,900
RESOURCE AMERICA INC. CL A 761195205 13 2,000 SH SOLE 2,000
RESPIRONICS INC COM 761230101 128 7,100 SH SOLE 7,100
RETEK INC COM 76128Q109 38 1,200 SH SOLE 1,200
REVLON INC CL A 761525500 11 1,800 SH SOLE 1,800
REX STORES CORPORATION COM 761624105 335 14,376 SH SOLE 14,376
REYNOLDS & REYNOLDS CO CL A 761695105 865 47,400 SH SOLE 47,400
RJ REYNOLDS TOBACCO HLDS COM 76182K105 77 2,766 SH SOLE 2,766
RHYTHMS NETCONNECTIONS COM 762430205 24 1,900 SH SOLE 1,900
RICHMOND COUNTY FINL CORP COM 764556106 1,176 61,500 SH SOLE 61,500
RIGGS NATL CORP COM 766570105 828 65,600 SH SOLE 65,600
RITE AID CORP COM 767754104 2,208 336,414 SH SOLE 336,414
RIVIANA FOODS INC COM 769536103 16 900 SH SOLE 900
ROADWAY EXPRESS INC. COM 769742107 1,050 44,800 SH SOLE 44,800
ROANOKE ELECTRIC STEEL COM 769841107 10 800 SH SOLE 800
ROBBINS & MYERS INC COM 770196103 48 2,100 SH SOLE 2,100
ROBERT HALF INT'L INC COM 770323103 3,258 114,300 SH SOLE 114,300
ROCK-TENN CO - CL A CL A 772739207 428 50,030 SH SOLE 50,030
ROCKWELL INT'L CORP (NEW) COM 773903109 7,810 247,936 SH SOLE 247,936
ROFIN-SINAR TECH INC COM 775043102 18 1,400 SH SOLE 1,400
ROGERS CORP COM 775133101 28 800 SH SOLE 800
ROHM & HAAS COMPANY COM 775371107 9,973 289,062 SH SOLE 289,062
ROLLINS INC COM 775711104 952 64,000 SH SOLE 64,000
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ROLLINS TRUCK LEASING CORP COM 775741101 946 136,350 SH SOLE 136,350
ROPER INDUSTRIES INC. COM 776696106 1,681 65,600 SH SOLE 65,600
ROSLYN BANCORP INC COM 778162107 639 38,500 SH SOLE 38,500
ROSS STORES INCORPORATED COM 778296103 1,094 64,100 SH SOLE 64,100
ROUSE COMPANY COM 779273101 45 1,800 SH SOLE 1,800
ROWAN COS INC COM 779382100 3,702 121,881 SH SOLE 121,881
ROWECOM INC. COM 77957X108 2 500 SH SOLE 500
ROYAL APPLIANCE MFG CO COM 780076105 20 3,500 SH SOLE 3,500
ROYAL CARIBBEAN CRUISES COM V7780T103 1,715 92,700 SH SOLE 92,700
ROYAL DUTCH PETRO- NY SHS COM 780257804 7,147 116,100 SH OTHER (1) 116,100
ROYAL DUTCH PETRO- NY SHS COM 780257804 95,987 1,559,180 SH SOLE 1,559,180
RUBY TUESDAY INC COM 781182100 1,871 148,948 SH SOLE 148,948
RUDDICK CORP COM 781258108 1,160 98,200 SH SOLE 98,200
RUDOLPH TECH COM 781270103 19 500 SH SOLE 500
RURAL/METRO CORPORATION COM 781748108 2 1,100 SH SOLE 1,100
RUSH ENTERPRISES INC. COM 781846100 3 500 SH SOLE 500
RURAL CELLULAR CORP CL A CL A 781904107 1,815 23,700 SH SOLE 23,700
RUSS BERRIE & CO. INC. COM 782233100 922 47,900 SH SOLE 47,900
RUSSELL CORP COM 782352108 2,000 99,976 SH SOLE 99,976
RYAN'S FAM STEAK HOUSE COM 783519101 704 83,400 SH SOLE 83,400
RYDER SYS INC COM 783549108 1,492 78,762 SH SOLE 78,762
RYERSON TULL INC COM 78375P107 551 53,100 SH SOLE 53,100
RYLAND GROUP COM 783764103 721 32,600 SH SOLE 32,600
S & T BANCORP INC COM 783859101 1,044 57,200 SH SOLE 57,200
SBC COMMUNICATIONS INC. COM 78387G103 4,213 97,400 SH OTHER (1) 97,400
SBC COMMUNICATIONS INC. COM 78387G103 189,253 4,437,896 SH SOLE 4,437,896
SBA COMMUNICATIONS CORP COM 78388J106 47 900 SH SOLE 900
SCI SYSYTEMS INCORPORATED COM 783890106 3,135 80,000 SH SOLE 80,000
SCM MICROSYSTEMS INC. COM 784018103 1,890 31,200 SH SOLE 31,200
SCP POOL CORP COM 784028102 21 900 SH SOLE 900
SCPIE HOLDINGS INC. COM 78402P104 564 27,500 SH SOLE 27,500
SDL INCORPORATED COM 784076101 11,978 42,000 SH SOLE 42,000
SEI INVESTMENTS COMPANY COM 784117103 1,135 28,500 SH SOLE 28,500
SFX ENTERTAINMENT INC. CL A 784178105 1,715 37,850 SH SOLE 37,850
SJW CORP COM COM 784305104 12 100 SH SOLE 100
SL GREEN REALTY CORP COM 78440X101 13 500 SH SOLE 500
SLM HOLDING CORP COM 78442A109 7,793 208,150 SH SOLE 208,150
SLI INC. COM 78442T108 1,008 83,150 SH SOLE 83,150
SPS TECHNOLOGIES INC. COM 784626103 1,211 29,500 SH SOLE 29,500
SPX CORP COM 784635104 2,516 20,800 SH SOLE 20,800
S1 CORPORATION COM 78463B101 469 20,130 SH SOLE 20,130
S3 INCORPORATED COM 784849101 3,133 212,400 SH SOLE 212,400
SVI HOLDINGS INC COM 784872103 7 1,400 SH SOLE 1,400
SABA SOFTWARE INC. COM 784932105 25 1,200 SH SOLE 1,200
SABRE HLDGS CORP - CL A CL A 785905100 10,637 373,218 SH SOLE 373,218
SAFECO CORP COM 786429100 3,150 158,491 SH SOLE 158,491
SAFEGUARD SCIENTIFICS INC COM 786449108 2,001 62,400 SH SOLE 62,400
SAFESCIENCE INC COM 786452102 6 1,200 SH SOLE 1,200
SAFETY-KLEEN CORP. COM NEW 78648R203 3 44,000 SH SOLE 44,000
SAFEWAY INC COM 786514208 2,929 64,900 SH OTHER (1) 64,900
SAFEWAY INC COM 786514208 29,831 661,080 SH SOLE 661,080
SAGA SYSTEMS INC COM 786610105 784 63,000 SH SOLE 63,000
SAGE INC COM 786632109 9 700 SH SOLE 700
SAGENT TECHNOLOGY INC COM 786693101 21 1,500 SH SOLE 1,500
ST JOE CORP COM 790148100 1,371 45,700 SH SOLE 45,700
ST. JOSEPH LIGHT & POWER COM 790654107 4 200 SH SOLE 200
ST JUDE MED INC COM 790849103 5,042 109,897 SH SOLE 109,897
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ST MARY LND & EXPLORATION COM 792228108 114 2,700 SH SOLE 2,700
ST. PAUL COMPANIES INC COM 792860108 10,132 296,894 SH SOLE 296,894
SAKS INCORPORATED COM 79377W108 909 86,540 SH SOLE 86,540
SALEM COMMUNICATIONS CL A 794093104 15 1,600 SH SOLE 1,600
SALTON INC. COM 795757103 15 2,500 SH SOLE 2,500
SANCHEZ COMPUTER COM 799702105 1,252 52,700 SH SOLE 52,700
SANDERSON FARMS INC. COM 800013104 11 1,400 SH SOLE 1,400
SANDISK CORPORATION COM 80004C101 2,325 38,000 SH SOLE 38,000
SANDY SPRING BANCORP COM 800363103 4 200 SH SOLE 200
SANMINA CORP COM 800907107 15,258 181,260 SH SOLE 181,260
SANGSTAT MEDICAL CORP COM 801003104 1,103 38,200 SH SOLE 38,200
SANTA CRUZ OPERATION COM 801833104 482 75,600 SH SOLE 75,600
SANTA FE INTL CORP ORD G7805C108 2,379 68,100 SH SOLE 68,100
SANTA FE SNYDER CORP COM 80218K105 1,208 106,200 SH SOLE 106,200
SANTANDER BANCORP COM COM 802809103 14 1,100 SH SOLE 1,100
SAPIENT CORP COM 803062108 8,042 75,200 SH SOLE 75,200
SARA LEE CORP COM 803111103 21,075 1,091,238 SH SOLE 1,091,238
SATCON TECHNOLOGY CORP COM 803893106 26 1,000 SH SOLE 1,000
SAUCONY INC CL B 804120202 7 700 SH SOLE 700
SAUER INCORPORATED COM 804137107 950 96,200 SH SOLE 96,200
SAUL CENTERS INC COM 804395101 10 600 SH SOLE 600
SAVVIS COMMUNICATIONS COM 805423100 33 2,500 SH SOLE 2,500
SAWTEK INC COM 805468105 1,451 25,200 SH OTHER (1) 25,200
SAWTEK INC COM 805468105 1,445 25,100 SH SOLE 25,100
SCANA CORP COM 80589M102 1,660 68,805 SH SOLE 68,805
HENRY SCHEIN INC COM 806407102 1,525 88,400 SH SOLE 88,400
SCHEIN PHARMACEUTICALS COM 806416103 32 1,500 SH SOLE 1,500
SCHERING PLOUGH CORP COM 806605101 4,742 93,900 SH OTHER (1) 93,900
SCHERING PLOUGH CORP COM 806605101 95,494 1,890,962 SH SOLE 1,890,962
SCHLUMBERGER LTD COM 806857108 31,397 420,734 SH SOLE 420,734
SCHOLASTIC CORPORATION COM 807066105 2,237 36,600 SH SOLE 36,600
SCHOOL SPECIALTY INC. COM 807863105 20 1,100 SH SOLE 1,100
SCHULMAN (A.) INC COM 808194104 790 65,500 SH SOLE 65,500
SCHULTZ SAV O STORES INC COM 808196109 11 1,100 SH SOLE 1,100
SCHWAB CHARLES CORP COM 808513105 58,715 1,746,182 SH SOLE 1,746,182
SCHWEITZER-MANDUIT INTL COM 808541106 46 3,700 SH SOLE 3,700
SCIENT CORP COM 80864H109 88 2,000 SH SOLE 2,000
SCIENTIFIC ATLANTA INC COM 808655104 2,459 33,000 SH OTHER (1) 33,000
SCIENTIFIC ATLANTA INC COM 808655104 15,416 206,924 SH SOLE 206,924
SCIQUEST.COM INC COM 80908Q107 9 800 SH SOLE 800
SCOTT TECHNOLOGIES COM 810022301 658 38,300 SH SOLE 38,300
SCOTTS CO. CL A 810186106 2,234 66,500 SH SOLE 66,500
SCRIPPS CO (E.W.) CLASS A CL A 811054204 2,274 46,175 SH SOLE 46,175
SEABOARD CORPORATION COM 811543107 550 3,200 SH SOLE 3,200
SEACHANGE INTERNATIONAL COM 811699107 1,325 45,900 SH SOLE 45,900
SEACOAST BANKING CORP. CL A 811707108 16 600 SH SOLE 600
SEAGATE TECHNOLOGY COM 811804103 16,169 293,975 SH SOLE 293,975
SEAGRAM CO LTD-FOREIGN COM 811850106 18,315 315,775 SH SOLE 315,775
SEACOR HLDGS INC COM 811904101 1,532 39,600 SH SOLE 39,600
SEALED AIR CORPORATION COM 81211K100 5,544 105,854 SH SOLE 105,854
SEARS ROEBUCK & CO COM 812387108 15,201 465,918 SH SOLE 465,918
SECOND BANCORP INC. COM 813114105 6 400 SH SOLE 400
SECURITY CAPITAL GROUP CL B 81413P204 22 1,300 SH SOLE 1,300
SEITEL INCORPORATED COM NEW 816074306 37 4,500 SH SOLE 4,500
SELECTIVE INSURANCE GRP COM 816300107 1,214 63,900 SH SOLE 63,900
SEMTECH CORP COM 816850101 1,621 21,200 SH SOLE 21,200
SEMPRA ENERGY CORP COM 816851109 4,564 268,496 SH SOLE 268,496
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SEMITOOL INC. COM 816909105 10 600 SH SOLE 600
SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 7 950 SH SOLE 950
SENSORMATIC ELECTRIC CORP COM 817265101 471 29,800 SH SOLE 29,800
SEPRACOR INC COM 817315104 4,741 39,300 SH SOLE 39,300
SEQUA CORP. -CL A CL A 817320104 844 22,100 SH SOLE 22,100
SEQUENOM INC COM 817337108 27 600 SH SOLE 600
SERENA SOFTWARE INC COM 817492101 50 1,100 SH SOLE 1,100
SEROLOGICALS CORPORATION COM 817523103 15 3,000 SH SOLE 3,000
SERVICE CORPORATION INT'L COM 817565104 52 16,200 SH SOLE 16,200
SERVICEMASTER COMPANY COM 81760N109 2,027 178,200 SH SOLE 178,200
7-ELEVEN INC COM NEW 817826209 2,401 174,640 SH SOLE 174,640
SHARED MED SYS CORP COM 819486101 2,564 35,152 SH SOLE 35,152
SHARPER IMAGE COM 820013100 15 1,200 SH SOLE 1,200
SHAW GROUP INC. COM 820280105 1,678 35,600 SH SOLE 35,600
SHAW INDS INC COM 820286102 935 74,825 SH SOLE 74,825
SHERWIN WILLIAMS CO COM 824348106 4,694 221,561 SH SOLE 221,561
SHOPKO STORES INC COM 824911101 1,078 70,100 SH SOLE 70,100
SHOP AT HOME INC. COM NEW 825066301 302 64,600 SH SOLE 64,600
SHURGARD STORAGE COM 82567D104 14 600 SH SOLE 600
SICOR INC COM 825846108 1,560 195,000 SH SOLE 195,000
SIEBEL SYSTEMS INC COM 826170102 40,940 250,300 SH SOLE 250,300
SIEBERT FINANCIAL CORP COM 826176109 341 48,700 SH SOLE 48,700
SIERRA HEALTH SERVICES COM 826322109 23 7,200 SH SOLE 7,200
SIERRA PACIFIC RESOURCES COM 826428104 608 48,376 SH SOLE 48,376
SIERRACITIES INC COM 826521106 232 61,900 SH SOLE 61,900
SIGMA ALDRICH COM 826552101 3,981 136,109 SH SOLE 136,109
SIGMA DESIGNS INC COM 826565103 6 1,500 SH SOLE 1,500
SILGAN HOLDINGS INC COM 827048109 9 900 SH SOLE 900
SILICON GRAPHICS COM 827056102 295 78,600 SH SOLE 78,600
SILICON STORAGE TECH COM 827057100 1,272 14,400 SH OTHER (1) 14,400
SILICON STORAGE TECH COM 827057100 5,458 61,800 SH SOLE 61,800
SILICON IMAGE INC COM 82705T102 35 700 SH SOLE 700
SILICON VALLEY BANCSHARES COM 827064106 94 2,200 SH SOLE 2,200
SILICON VALLEY GROUP COM 827066101 2,042 78,900 SH SOLE 78,900
SILICONIX INC COM NEW 827079203 54 800 SH SOLE 800
SILVERSTREAM SOFTWARE INC COM 827907106 29 500 SH SOLE 500
SIMIONE CENT HLDGS INC COM PAR $0.001 828654301 0 119 SH SOLE 119
SIMON PROPERTY GRP COM 828806109 102 4,600 SH SOLE 4,600
SIMPSON INDUSTRIES INC COM 829060102 34 4,500 SH SOLE 4,500
SIMPSON MANUFACTURING INC COM 829073105 1,334 27,900 SH SOLE 27,900
SINCLAIR BROADCAST GROUP INC CL A 829226109 1,064 96,700 SH SOLE 96,700
SIRIUS SATELLITE RADIO INC COM 82966U103 3,691 83,300 SH SOLE 83,300
SITEL CORPORATION COM 82980K107 750 151,800 SH SOLE 151,800
SKY FINANCIAL GROUP COM 83080P103 735 46,110 SH SOLE 46,110
SKYLINE CORP COM 830830105 32 1,500 SH SOLE 1,500
SKYWEST INCORPORATED COM 830879102 2,127 57,400 SH SOLE 57,400
SMARTDISK CORPORATION COM 83169Q105 8 300 SH SOLE 300
SMITH (A.O.) CORP COM 831865209 1,135 54,200 SH SOLE 54,200
SMITH-GARDNER & ASSOC. COM 832059109 6 1,300 SH SOLE 1,300
SMITH INTERNATIONAL INC COM 832110100 1,915 26,300 SH SOLE 26,300
SMITH RESIDENTIAL COM 832197107 23 600 SH SOLE 600
SMITHFIELD FOODS INC. COM 832248108 3,707 132,100 SH SOLE 132,100
J.M. SMUCKER CO. CLASS A CL A 832696108 1,186 61,600 SH SOLE 61,600
SMURFIT-STONE CONTAINER COM 832727101 1,712 133,000 SH SOLE 133,000
SNYDER COMMUNICATIONS COM 832914105 3,992 168,100 SH SOLE 168,100
CIRCLE.COM COM CIRCLE COM 832914204 5 1,275 SH SOLE 1,275
SNAP-ON TOOLS CORP COM 833034101 2,163 81,250 SH SOLE 81,250
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SODEXHO MARRIOTT SERVICES COM 833793102 2,226 139,100 SH SOLE 139,100
SOFTNET SYSTEMS INC COM 833964109 549 57,000 SH SOLE 57,000
SOFTWARE.COM INC COM 83402P104 169 1,300 SH SOLE 1,300
SOFTWARE TECH CORP COM 834040107 58 1,900 SH SOLE 1,900
SOLA INTERNATIONAL INC. COM 834092108 284 58,200 SH SOLE 58,200
SOLECTRON CORP COM 834182107 31,240 756,920 SH SOLE 756,920
SOLUTIA INC COM 834376105 795 57,800 SH SOLE 57,800
SOMERA COMMUNICATIONS INC COM 834458101 26 1,900 SH SOLE 1,900
SONIC CORP. COM 835451105 1,146 39,000 SH SOLE 39,000
SONIC FOUNDRY INC. COM 83545R108 13 600 SH SOLE 600
SONIC WALL INC COM 835470105 70 800 SH SOLE 800
SONOCO PRODUCTS INC COM 835495102 1,331 64,741 SH SOLE 64,741
SONOSIGHT INC COM 83568G104 17 600 SH SOLE 600
SOTHEBY'S HOLDINGS INC CL A 835898107 553 31,600 SH SOLE 31,600
SOURCE INFO MGMT CO COM NEW 836151209 15 1,000 SH SOLE 1,000
SOUTH ALABAMA BANCORP COM 836234104 4 400 SH SOLE 400
SOUTH FINANCIAL GROUP COM 837841105 1,447 99,800 SH SOLE 99,800
SOUTH JERSEY INDS INC COM 838518108 13 500 SH SOLE 500
SOUTHDOWN INC COM 841297104 1,455 25,200 SH SOLE 25,200
SOUTHERN CO COM 842587107 20,192 866,131 SH SOLE 866,131
SOUTHERN PERU COPPER CORP COM 843611104 12 1,000 SH SOLE 1,000
SOUTHERN UNION CO COM 844030106 1,837 116,162 SH SOLE 116,162
SOUTHSIDE BANCSHARES COM 844700104 4 500 SH SOLE 500
SOUTHTRUST CORPORATION COM 844730101 4,964 219,387 SH SOLE 219,387
SOUTHWEST AIRLINES CO COM 844741108 12,468 658,366 SH SOLE 658,366
SOUTHWEST BANCORP INC COM 844767103 6 400 SH SOLE 400
SOUTHWEST BANCORP OF TX COM 84476R109 1,372 66,100 SH SOLE 66,100
SOUTHWEST GAS CORP. COM 844895102 1,274 72,800 SH SOLE 72,800
SOUTHWEST SECURITIES GRP. COM 845224104 1,148 33,530 SH SOLE 33,530
SOUTHWESTERN ENERGY CO. COM 845467109 32 5,100 SH SOLE 5,100
SOVEREIGN BANCORP COM 845905108 657 93,460 SH SOLE 93,460
SOVRAN SELF STORAGE INC COM 84610H108 17 800 SH SOLE 800
SPACELABS MEDICAL INC. COM 846247104 15 1,300 SH SOLE 1,300
SPANISH BROADCASTING CL A CL A 846425882 14 700 SH SOLE 700
SPARTAN MOTORS INC. COM 846819100 5 1,200 SH SOLE 1,200
SPARTECH CORP COM NEW 847220209 1,598 59,200 SH SOLE 59,200
SPECIALTY EQUIPMENT COS COM NEW 847497203 1,112 41,000 SH SOLE 41,000
SPECTRATEK TECHNOLOGY COM 847568102 28 400 SH SOLE 400
SPECTRIAN CORP COM 847608106 376 22,600 SH SOLE 22,600
SPECTRASITE HOLDINGS INC COM 84760T100 91 3,200 SH SOLE 3,200
SPEEDFAM-IPEC INC. COM 847705100 1,268 69,700 SH SOLE 69,700
SPEEDWAY MOTORSPORTS INC COM 847788106 568 24,700 SH SOLE 24,700
SPIEGEL CLASS A CL A 848457107 2,454 288,700 SH SOLE 288,700
SPIEKER PROPERTIES INC COM 848497103 83 1,800 SH SOLE 1,800
SPORTSLINE.COM INC COM 848934105 944 55,300 SH SOLE 55,300
SPRINGS INDS INC - CL A COM 851783100 1,710 53,442 SH SOLE 53,442
SPRINT CORP (FON GROUP) COM 852061100 58,189 1,140,966 SH SOLE 1,140,966
SPRINT CORP (PCS GROUP) PCS COM SER 1 852061506 69,426 1,166,819 SH SOLE 1,166,819
SPYGLASS INC COM 852192103 1,168 37,300 SH SOLE 37,300
STAFFMARK INC COM 852389105 48 7,200 SH SOLE 7,200
STAMPS.COM INC COM 852857101 7 1,000 SH SOLE 1,000
STANCORP FINANCIAL GROUP COM 852891100 26 800 SH SOLE 800
STANDARD MICROSYSTEMS CORP COM 853626109 46 3,000 SH SOLE 3,000
STANDARD MTR PRODS INC. COM 853666105 21 2,500 SH SOLE 2,500
STANDARD-PACIFIC CORP. COM 85375C101 676 67,600 SH SOLE 67,600
STANDARD REGISTER CO COM 853887107 849 59,600 SH SOLE 59,600
STANDEX INT'L CORP COM 854231107 40 2,500 SH SOLE 2,500
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STANLEY WORKS COM 854616109 2,949 124,186 SH SOLE 124,186
STAR TELECOM COM 854923109 314 123,900 SH SOLE 123,900
STAPLES INC COM 855030102 9,447 614,410 SH SOLE 614,410
STARBUCKS CORP COM 855244109 8,885 236,080 SH SOLE 236,080
STARMEDIA NETWORK COM 855546107 32 1,700 SH SOLE 1,700
STARTEK INC COM 85569C107 1,511 30,000 SH SOLE 30,000
STATE AUTO FINANCIAL CORP COM 855707105 973 81,900 SH SOLE 81,900
STARWOOD HOTELS & RES. WW PAIRED CTF 85590A203 172 5,280 SH SOLE 5,280
STATE STREET CORP COM 857477103 21,821 205,735 SH SOLE 205,735
STATEN ISLAND BANCORP COM 857550107 1,599 90,700 SH SOLE 90,700
STATION CASINOS INC COM 857689103 2,208 88,300 SH SOLE 88,300
STEEL DYNAMICS INC COM 858119100 1,002 110,600 SH SOLE 110,600
STEEL TECHNOLOGIES INC. COM 858147101 20 2,800 SH SOLE 2,800
STEELCASE INC CL A 858155203 916 53,900 SH SOLE 53,900
STEIN MART INC COM 858375108 105 10,200 SH SOLE 10,200
STEPAN COMPANY COM 858586100 5 200 SH SOLE 200
STERLING BANCSHARES INC. COM 858907108 608 56,200 SH SOLE 56,200
STERICYCLE INC. COM 858912108 26 1,100 SH SOLE 1,100
STERILE RECOVERIES COM 859151102 2 300 SH SOLE 300
STERIS CORPORATION COM 859152100 1,270 143,100 SH SOLE 143,100
STERLING BANCORP/NY COM 859158107 13 840 SH SOLE 840
STERLING FINANCIAL CORP COM 859317109 10 500 SH SOLE 500
STEWART & STEVENSON COM 860342104 904 60,000 SH SOLE 60,000
STEWART ENTERPRISES CL A CL A 860370105 789 223,500 SH SOLE 223,500
STILLWATER MINING CO COM 86074Q102 2,503 89,800 SH SOLE 89,800
STONE & WEBSTER INC COM 861572105 1 700 SH SOLE 700
STONE ENERGY CORP COM 861642106 2,623 43,900 SH SOLE 43,900
STONERIDGE INC COM 86183P102 419 47,900 SH SOLE 47,900
STORAGE USA INC COM 861907103 18 600 SH SOLE 600
STORAGE TECH CORP COM 862111200 362 33,100 SH SOLE 33,100
STREICHER MOBILE FUEL COM 862924107 2 600 SH SOLE 600
STRATTEC STRATEGY CORP. COM 863111100 10 300 SH SOLE 300
STRAYER EDUCATION INC COM 863236105 790 32,900 SH SOLE 32,900
STRIDE RITE CORP COM 863314100 62 10,100 SH SOLE 10,100
STRUCTURAL DYN RES. COM 863555108 1,223 81,200 SH SOLE 81,200
STRYKER CORPORATION COM 863667101 4,926 112,600 SH SOLE 112,600
STUDENT ADVANTAGE INC COM 86386Q105 14 1,900 SH SOLE 1,900
THE STUDENT LOAN CORP COM 863902102 1,856 44,200 SH SOLE 44,200
STURM RUGER & CO. INC. COM 864159108 57 6,400 SH SOLE 6,400
SUBURBAN LODGES OF AMER INC COM 864444104 13 2,200 SH SOLE 2,200
SUIZA FOODS CORP STK COM 865077101 1,075 22,000 SH SOLE 22,000
SUMMIT BANCORP COM 866005101 5,646 229,287 SH SOLE 229,287
SUMMIT PROP INC COM 866239106 13 600 SH SOLE 600
SUMMIT TECHNOLOGY INC COM 86627E101 1,920 101,700 SH SOLE 101,700
SUN COMMUNTIES INC COM 866674104 17 500 SH SOLE 500
SUN MICROSYSTEMS INC COM 866810104 8,112 89,200 SH OTHER (1) 89,200
SUN MICROSYSTEMS INC COM 866810104 184,414 2,027,924 SH SOLE 2,027,924
SUNBURST HOSPITALITY CORP COM 866948102 7 1,600 SH SOLE 1,600
SUNBEAM CORPORATION COM 867071102 778 226,414 SH SOLE 226,414
SUNGARD DATA SYSTEMS INC COM 867363103 2,173 70,100 SH SOLE 70,100
SUNGLASS HUT COM 86736F106 751 91,400 SH SOLE 91,400
SUNOCO INC COM 86764P109 3,540 120,252 SH SOLE 120,252
SUNRISE ASSISTED LIVING COM 86768K106 22 1,200 SH SOLE 1,200
SUNRISE TECHNOLOGIES COM 86769L103 992 99,200 SH SOLE 99,200
SUNRISE MEDICAL INC COM 867910101 22 4,600 SH SOLE 4,600
SUNTRUST BANKS COM 867914103 17,626 385,803 SH SOLE 385,803
SUPERCONDUCTOR TECH COM 867931107 12 300 SH SOLE 300
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SUPERGEN INC COM 868059106 2,440 67,300 SH SOLE 67,300
SUPERIOR ENERGY SERVICES COM 868157108 1,351 130,200 SH SOLE 130,200
SUPERIOR INDUSTRIES COM 868168105 1,475 57,300 SH SOLE 57,300
SUPERIOR NATL INSURANCE COM 868224106 0 1,300 SH SOLE 1,300
SUPERIOR SURGICAL MFG CO COM 868358102 8 900 SH SOLE 900
SUPERIOR TELECOM INC COM 868365107 434 43,625 SH SOLE 43,625
SUPERVALU INC COM 868536103 3,382 177,441 SH SOLE 177,441
SURMODICS INC COM 868873100 10 400 SH SOLE 400
SUSQUEHANNA BANCSHARES COM 869099101 1,308 91,775 SH SOLE 91,775
SWIFT ENERGY COMPANY COM 870738101 31 1,100 SH SOLE 1,100
SWIFT TRANSAPORTATION COM 870756103 1,984 141,700 SH SOLE 141,700
SWISS ARMY BRANDS INC COM 870827102 4 700 SH SOLE 700
SYBASE INC COM 871130100 1,074 46,700 SH SOLE 46,700
SYBRON CORPORATION COM 87114F106 1,238 62,500 SH SOLE 62,500
SYCAMORE NETWORKS INC COM 871206108 1,413 12,800 SH OTHER (1) 12,800
SYCAMORE NETWORKS INC COM 871206108 762 6,900 SH SOLE 6,900
SYKES ENTERPRISES INC. COM 871237103 400 31,100 SH SOLE 31,100
SYLVAN LEARNING SYS INC COM 871399101 1,240 90,200 SH SOLE 90,200
SYMANTEC CORP COM 871503108 1,710 31,700 SH SOLE 31,700
SYMBOL TECH INC COM 871508107 4,739 87,755 SH SOLE 87,755
SYMMETRICOM INC. COM 871543104 109 4,300 SH SOLE 4,300
SYMYX TECHNOLOGIES COM 87155S108 34 800 SH SOLE 800
SYNCOR INC. COM 87157J106 2,038 28,300 SH SOLE 28,300
SYNOPSYS INC COM 871607107 1,407 40,700 SH SOLE 40,700
SYNOVUS FINANCIAL CORP COM 87161C105 6,535 370,759 SH SOLE 370,759
SYNTEL INC COM 87162H103 819 81,900 SH SOLE 81,900
SYNTROLEUM CORP COM 871630109 26 1,500 SH SOLE 1,500
SYSCO CORP COM 871829107 18,132 430,428 SH SOLE 430,428
SYSTEMAX INC COM 871851101 281 72,500 SH SOLE 72,500
SYSTEMS & COMP TECHNOLOGY COM 871873105 1,576 78,800 SH SOLE 78,800
TBC CORP COM 872180104 25 5,400 SH SOLE 5,400
TCF FINANCIAL CORP COM 872275102 1,354 52,700 SH SOLE 52,700
TD WATERHOUSE GROUP INC COM 872362108 16 900 SH SOLE 900
TECO ENERGY INC COM 872375100 1,515 75,500 SH SOLE 75,500
TEPPCO PARTNERS UT LTD PARTNER 872384102 17 700 SH SOLE 700
TESSCO TECH INC COM 872386107 20 700 SH SOLE 700
T-HQ INC. COM NEW 872443403 509 45,300 SH SOLE 45,300
TJX COMPANY COM 872540109 7,569 403,682 SH SOLE 403,682
T/R SYSTEMS INC COM 87263U102 3 400 SH SOLE 400
TRW INC COM 872649108 6,882 158,657 SH SOLE 158,657
TMP WORLDWIDE INC COM 872941109 3,130 42,400 SH SOLE 42,400
TV GUIDE INC CL A 87307Q109 3,137 91,600 SH SOLE 91,600
TXU CORPORATION COM 873168108 10,346 350,710 SH SOLE 350,710
TACO CABANA INC CLASS A COM 873425102 31 4,700 SH SOLE 4,700
TALBOTS INC COM 874161102 1,170 21,300 SH SOLE 21,300
TALK CITY INC COM 874263106 1 500 SH SOLE 500
TALK.COM INC. COM 874264104 865 148,800 SH SOLE 148,800
TANGER FTRY OUTLET COM 875465106 19 800 SH SOLE 800
TANNING TECHNOLOGY CORP COM 87588P101 17 900 SH SOLE 900
TARGET CORP COM 87612E106 33,327 574,610 SH SOLE 574,610
TARAGON REALTY INVESTORS COM 876287103 14 1,300 SH SOLE 1,300
TARRANT APPAREL GROUP COM 876289109 7 800 SH SOLE 800
TASTY BAKING COMPANY COM 876553306 17 1,300 SH SOLE 1,300
TAUBMAN CENTERS INC COM 876664103 12 1,100 SH SOLE 1,100
TECH DATA CORP COM 878237106 1,281 29,400 SH SOLE 29,400
TECHNE CORP COM 878377100 5,746 44,200 SH SOLE 44,200
TECHNICLONE INTL CORP COM NEW 878517309 10 2,600 SH SOLE 2,600
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TECHNITROL INC COM 878555101 3,420 35,300 SH SOLE 35,300
TECHNOLOGY SOLUTIONS COM 87872T108 170 27,500 SH SOLE 27,500
TECUMSEH PRODUCTS CO-CL A CL A 878895200 1,627 42,600 SH SOLE 42,600
TEJON RANCH CO. COM 879080109 14 600 SH SOLE 600
TEKELEC COM 879101103 6,048 125,500 SH SOLE 125,500
TEKTRONIX INC COM 879131100 6,682 90,300 SH OTHER (1) 90,300
TEKTRONIX INC COM 879131100 4,252 57,455 SH SOLE 57,455
TELAXIS COMM. CORP COM 879202109 13 400 SH SOLE 400
TELECORP PCS INC CL A 879299105 97 2,400 SH SOLE 2,400
TELEDYNE TECHNOLOGIES COM 879360105 31 1,857 SH SOLE 1,857
TELEFLEX INCORPORATED COM 879369106 933 26,100 SH SOLE 26,100
TELEPHONE & DATA SYS INC COM 879433100 3,709 37,000 SH SOLE 37,000
TELESPECTRUM WORLDWIDE COM 87951U109 10 2,100 SH SOLE 2,100
TELIGENT INCORPORATED CL A 87959Y103 1,942 82,200 SH SOLE 82,200
TELLABS INC COM 879664100 2,108 30,800 SH OTHER (1) 30,800
TELLABS INC COM 879664100 35,229 514,756 SH SOLE 514,756
TELXON CORP. COM 879700102 5 3,300 SH SOLE 3,300
TEMPLE INLAND CO COM 879868107 3,109 74,019 SH SOLE 74,019
TELETECH HOLDINGS INC. COM 879939106 910 29,300 SH SOLE 29,300
TENFOLD CORPORATION COM 88033A103 15 900 SH SOLE 900
TENET HEALTHCARE CORP COM 88033G100 11,175 413,906 SH SOLE 413,906
TENNANT CO COM 880345103 739 19,700 SH SOLE 19,700
TENNECO AUTOMOTIVE CORP. COM 880349105 45 8,580 SH SOLE 8,580
TERADYNE INCORPORATED COM 880770102 15,883 216,100 SH SOLE 216,100
TERAYON COMMUNICATION COM 880775101 2,043 31,800 SH SOLE 31,800
TEREX CORPORATION COM 880779103 829 58,700 SH SOLE 58,700
TESORO PETRO. CORP. COM 881609101 687 67,900 SH SOLE 67,900
TETRA TECHNOLOGIES INC COM 88162F105 37 2,600 SH SOLE 2,600
TETRA TECH INC COM 88162G103 2,091 91,400 SH SOLE 91,400
TEXACO INC COM 881694103 4,063 76,300 SH OTHER (1) 76,300
TEXACO INC COM 881694103 38,413 721,369 SH SOLE 721,369
TEXAS BIOTECHNOLOGY COM 88221T104 21 1,100 SH SOLE 1,100
TEXAS IND COM 882491103 1,406 48,700 SH SOLE 48,700
TEXAS INSTRS INC COM 882508104 9,218 134,200 SH OTHER (1) 134,200
TEXAS INSTRS INC COM 882508104 143,798 2,093,506 SH SOLE 2,093,506
TEXAS REGIONAL BANCSHARES CL A VTG 882673106 782 30,800 SH SOLE 30,800
TEXTRON INC COM 883203101 10,773 198,345 SH SOLE 198,345
THERMA-WAVE INC. COM 88343A108 11 500 SH SOLE 500
THERMO ELECTRON CORP COM 883556102 3,521 167,151 SH SOLE 167,151
THERMO INSTRUMENT SYSTEMS COM 883559106 1,034 55,171 SH SOLE 55,171
THERMO CARDIOSYSTEMS INC COM NONREDEEM 88355K200 16 1,600 SH SOLE 1,600
THERMO ECOTEK CORP COM 88355R106 3 300 SH SOLE 300
THERMO FIBERTEK INC COM 88355W105 618 130,200 SH SOLE 130,200
THERMO TERRATECH INC COM 883598104 12 1,500 SH SOLE 1,500
THESTREET.COM COM 88368Q103 5 800 SH SOLE 800
THERMEDICS INC. COM 883901100 24 2,400 SH SOLE 2,400
THOMAS & BETTS CORP COM 884315102 765 39,977 SH SOLE 39,977
THOMAS INDUSTRIES COM 884425109 65 3,700 SH SOLE 3,700
THOR INDUSTRIES INC COM 885160101 59 2,800 SH SOLE 2,800
THORATEC LABS CORP COM NEW 885175307 21 1,300 SH SOLE 1,300
3COM CORPORATION COM 885535104 26,108 453,070 SH SOLE 453,070
3DO COMPANY COM 88553W105 607 77,400 SH SOLE 77,400
3DFX INTERACTIVE INC. COM 88553X103 10 1,300 SH SOLE 1,300
THREE-FIVE SYSTEMS INC COM 88554L108 2,776 47,048 SH SOLE 47,048
TIBCO SOFTWARE INC COM 88632Q103 568 5,300 SH SOLE 5,300
TICKETS.COM INC COM 88633M101 6 1,900 SH SOLE 1,900
TICKETMASTER CL B 88633P203 14 900 SH SOLE 900
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TIDEWATER INC COM 886423102 1,022 28,400 SH SOLE 28,400
TIFFANY & COMPANY COM 886547108 6,372 94,400 SH SOLE 94,400
TIMBERLAND CO CLASS A CL A 887100105 3,187 45,000 SH SOLE 45,000
TIME WARNER INC COM 887315109 127,874 1,682,550 SH SOLE 1,682,550
TIME WARNER TELECOM-CL A CL A 887319101 58 900 SH SOLE 900
TIMKEN COMPANY COM 887389104 1,571 84,332 SH SOLE 84,332
TITAN CORP COM 888266103 1,315 29,381 SH SOLE 29,381
TITAN INTERNATIONAL INC COM 88830M102 26 4,800 SH SOLE 4,800
TITAN PHARMACEUTICALS COM 888314101 26 600 SH SOLE 600
TIVO INC COM 888706108 32 900 SH SOLE 900
TOLL BROTHERS COM 889478103 1,751 85,400 SH SOLE 85,400
TOLLGRADE COMMUNICATIONS COM 889542106 53 400 SH SOLE 400
TOO INC COM 890333107 19 742 SH SOLE 742
TOOTSIE ROLL INDUSTRIES COM 890516107 2,460 70,280 SH SOLE 70,280
TOPPS INC. COM 890786106 1,140 99,100 SH SOLE 99,100
TORCHMARK CORP COM 891027104 4,411 178,689 SH SOLE 178,689
TORO COMPANY COM 891092108 972 29,500 SH SOLE 29,500
TOSCO CORP COM 891490302 5,515 194,800 SH SOLE 194,800
TOTAL RENAL CARE HOLDINGS COM 89151A107 1,037 172,900 SH SOLE 172,900
TOWER AUTOMOTIVE COM 891707101 1,391 111,300 SH SOLE 111,300
TOTAL SYSTEM SERVICES INC COM 891906109 1,711 107,800 SH SOLE 107,800
TOYS R US COM 892335100 4,548 312,276 SH SOLE 312,276
TRACTOR SUPPLY COMPANY COM 892356106 12 700 SH SOLE 700
TRAMMELL CROW CO COM 89288R106 806 75,000 SH SOLE 75,000
TRANS WORLD ENTERTAINMNT COM 89336Q100 1,252 103,250 SH SOLE 103,250
TRANSACTION SYSTEMS CL A 893416107 1,219 71,200 SH SOLE 71,200
TRANSATLANTIC HOLDINGS COM 893521104 1,750 20,900 SH SOLE 20,900
TRANSKARYOTIC THERAPIES COM 893735100 1,845 50,200 SH SOLE 50,200
TRANSOCEAN SEDCO FOREX ORD G90078109 14,607 273,341 SH SOLE 273,341
TRANSPORT CORP OF AMERICA COM 89385P102 7 1,100 SH SOLE 1,100
TRANSMONTAIGNE INC COM 893934109 10 1,600 SH SOLE 1,600
TRAVELOCITY.COM INC COM 893953109 5 300 SH SOLE 300
TRANSWITCH CORP COM 894065101 1,737 22,500 SH SOLE 22,500
TREDEGAR INDUSTRIES COM 894650100 1,682 88,500 SH SOLE 88,500
TRENDWEST RESORTS INC COM 894917103 11 700 SH SOLE 700
TRENWICK GROUP COM 895290104 634 43,550 SH SOLE 43,550
TREX COMPANY INC. COM 89531P105 25 500 SH SOLE 500
TRIAD HOSPITALS INC COM 89579K109 27 1,100 SH SOLE 1,100
TRIANGLE PHARMACEUTICALS COM 89589H104 727 80,200 SH SOLE 80,200
TRIAD GUARANTY INC COM 895925105 656 28,600 SH SOLE 28,600
TRIARC COMPANIES INC CL A 895927101 1,039 50,700 SH SOLE 50,700
TRICON GLOBAL RESTAURANTS COM 895953107 5,543 196,200 SH SOLE 196,200
TRIBUNE COMPANY COM 896047107 14,448 412,812 SH SOLE 412,812
TRICO MARINE SERVICES INC COM 896106101 17 1,300 SH SOLE 1,300
TRIGON HEALTHCARE COM 89618L100 1,083 21,000 SH SOLE 21,000
TRIMBLE NAVIGATION LTD COM 896239100 2,436 49,900 SH SOLE 49,900
TRIMERIS INCORPORATED COM 896263100 35 500 SH SOLE 500
TRINITY INDUSTRIES COM 896522109 532 28,750 SH SOLE 28,750
TRIQUINT SEMICONDUCTOR COM 89674K103 1,990 20,800 SH SOLE 20,800
TRITEL INC CL A 89675X104 74 2,500 SH SOLE 2,500
TRITON PCS HOLDINGS INC CL A 89677M106 87 1,500 SH SOLE 1,500
TRIZETTO GROUP INC COM 896882107 15 900 SH SOLE 900
TRIPATH IMAGING INC COM 896942109 16 2,600 SH SOLE 2,600
TROPICAL SPORTSWEAR INC COM 89708P102 9 500 SH SOLE 500
TROY GROUP INC COM 89733N106 7 500 SH SOLE 500
TRUE NORTH COMMUNICATIONS COM 897844106 1,074 24,400 SH SOLE 24,400
TRUETIME INC COM 897868105 1 400 SH SOLE 400
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THE TRUST CO. OF N.J. COM 898304100 761 41,700 SH SOLE 41,700
TRUSTCO BANK CORPORATION COM 898349105 1,493 119,424 SH SOLE 119,424
TRUSTMARK CORP. COM 898402102 799 45,800 SH SOLE 45,800
TUCKER ANTHONY SUTRO COM 898647102 22 1,200 SH SOLE 1,200
TUESDAY MORNING COM NEW 899035505 12 1,100 SH SOLE 1,100
TULARIK INC COM 899165104 38 1,300 SH SOLE 1,300
TUMBLEWEED CO CORP COM 899690101 36 700 SH SOLE 700
TUPPERWARE CORP COM 899896104 3,322 150,978 SH SOLE 150,978
TURNSTONE SYSTEMS INC COM 900423104 33 200 SH SOLE 200
TUSCARORA PLASTICS INC COM 900902107 6 400 SH SOLE 400
TUT SYSTEMS INC. COM 901103101 17 300 SH SOLE 300
TWEETER HOME ENT. GROUP COM 901167106 1,151 37,900 SH SOLE 37,900
21ST CENTURY INSURANCE COM 90130N103 902 57,300 SH SOLE 57,300
24/7 MEDIA INC. COM 901314104 867 55,500 SH SOLE 55,500
TWINLAB CORPORATION COM 901774109 390 61,100 SH SOLE 61,100
TYCO INTERNATIONAL LTD COM 902124106 56,483 1,223,056 SH SOLE 1,223,056
TYSON FOODS INC CL A CL A 902494103 1,187 135,600 SH SOLE 135,600
UAL CORP COM PAR $0.01 902549500 1,984 34,100 SH SOLE 34,100
UCAR INTERNATIONAL COM 90262K109 1,249 95,600 SH SOLE 95,600
UGI CORPORATION COM 902681105 1,292 63,000 SH SOLE 63,000
UICI COM 902737105 649 98,900 SH SOLE 98,900
UMB FINANCIAL CORP COM 902788108 1,558 47,468 SH SOLE 47,468
USX-MARATHON GROUP INC COM 902905827 10,298 410,902 SH SOLE 410,902
U S B HOLDING INC. COM 902910108 9 630 SH SOLE 630
UST INCORPORATED COM 902911106 3,318 225,900 SH SOLE 225,900
U.S. PLASTIC LUMBER CORP COM 902948108 318 72,200 SH SOLE 72,200
U.S. ENERGY SYSTEMS INC COM 902951102 3 600 SH SOLE 600
U.S. BANCORP (NEW) COM 902973106 18,883 980,933 SH SOLE 980,933
USA NETWORKS INC. COM 902984103 3,336 154,256 SH SOLE 154,256
URS CORPORATION COM 903236107 572 37,500 SH SOLE 37,500
US CAN CORPORATION COM 90328W105 10 600 SH SOLE 600
U S G CORPORATION COM 903293405 914 30,100 SH SOLE 30,100
US LEC CORPORATION CL A 90331S109 9 500 SH SOLE 500
USEC INCORPORATED COM 90333E108 843 182,300 SH SOLE 182,300
U.S. INTERACTIVE INC COM 90334M109 12 900 SH SOLE 900
USX-U.S. STEEL GROUP INC COM 90337T101 2,254 121,439 SH SOLE 121,439
UTI ENERGY CORP COM 903387108 1,657 41,300 SH SOLE 41,300
US ONCOLOGY INC CL A 90338W103 1,053 210,572 SH SOLE 210,572
U.S. WIRELESS CORP COM 90339C106 9 400 SH SOLE 400
ULTICOM INC COM 903844108 24 1,000 SH SOLE 1,000
ULTRAK INCORPORATED COM NO PAR 903898401 12 1,500 SH SOLE 1,500
ULTRAMAR DIAMOND SHAMROCK COM 904000106 1,313 52,900 SH SOLE 52,900
ULTRATECH STEPPER INC COM 904034105 741 49,800 SH SOLE 49,800
UNIFI INCORPORATED COM 904677101 1,577 127,400 SH SOLE 127,400
UNIFIRST CORPORATION COM 904708104 7 900 SH SOLE 900
UNIFY CORPORATION COM 904743101 338 39,500 SH SOLE 39,500
UNILEVER NV (ADR) NY SHS N Y SHS NEW 904784709 17,002 405,892 SH SOLE 405,892
UNICOM CORPORATION COM 904911104 9,279 239,852 SH SOLE 239,852
UNION CARBIDE CORP COM 905581104 8,616 174,060 SH SOLE 174,060
UNION PACIFIC CORP COM 907818108 12,070 324,577 SH SOLE 324,577
UNION PACIFIC RESOURCES COM 907834105 7,304 331,989 SH SOLE 331,989
UNION PLANTERS CORP COM 908068109 5,314 190,200 SH SOLE 190,200
UNIONBANCAL CORP COM 908906100 1,762 94,900 SH SOLE 94,900
UNIROYAL TECH. CORP. COM 909163107 7 600 SH SOLE 600
UNISOURCE ENERGY CORP. COM 909205106 1,129 75,280 SH SOLE 75,280
UNISYS CORP COM 909214108 5,991 411,365 SH SOLE 411,365
UNIT CORPORATION COM 909218109 22 1,600 SH SOLE 1,600
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UNITED ASSET MANAGEMENT COM 909420101 2,889 123,600 SH SOLE 123,600
UNITED COMMUNITY FINL CORP COM 909839102 538 80,900 SH SOLE 80,900
UNITED BANKSHARES INC COM 909907107 1,786 98,200 SH SOLE 98,200
UNITED DOMINION INDS LTD COM 909914103 1,440 84,700 SH SOLE 84,700
UNITED DOMINION REALTY TR INCOM 910197102 29 2,600 SH SOLE 2,600
UNITED ILLUMINATING CO COM 910637107 1,453 33,200 SH SOLE 33,200
UNITED NATIONAL BANCORP COM 910909100 633 34,430 SH SOLE 34,430
UNITED NATURAL FOODS INC COM 911163103 66 4,800 SH SOLE 4,800
UNITED PARCEL SERVICE CL B 911312106 177 3,000 SH SOLE 3,000
UNITED PARK CITY COM NEW 911315208 4 200 SH SOLE 200
UNITED RENTALS INC. COM 911363109 798 46,600 SH SOLE 46,600
US CELLULAR CORP COM 911684108 3,547 56,300 SH SOLE 56,300
US AIRWAYS GROUP COM 911905107 3,475 89,090 SH SOLE 89,090
U.S. INDUSTRIES INC. COM 912080108 600 49,500 SH SOLE 49,500
US WEST INCORPORATED(NEW) COM 91273H101 2,204 25,700 SH OTHER (1) 25,700
US WEST INCORPORATED(NEW) COM 91273H101 55,733 649,950 SH SOLE 649,950
UNITED STATIONERS INC COM 913004107 2,584 79,800 SH SOLE 79,800
UNITED TECHNOLOGIES COM 913017109 4,445 75,500 SH OTHER (1) 75,500
UNITED TECHNOLOGIES COM 913017109 36,592 621,524 SH SOLE 621,524
UNITED TELEVISION INC. COM 913066106 721 5,600 SH SOLE 5,600
UNITED THERAPEUTICS CORP COM 91307C102 54 500 SH SOLE 500
UNITED WATER RESOURCES COM 913190104 917 26,300 SH SOLE 26,300
UNITEDGLOBALCOM INC-CL.A CL A 913247508 1,777 38,000 SH SOLE 38,000
UNITEDHEALTH GROUP INC COM 91324P102 19,250 224,492 SH SOLE 224,492
UNITIL CORP COM 913259107 16 600 SH SOLE 600
UNITRIN INC COM 913275103 996 33,900 SH SOLE 33,900
UNIVERSAL CORP COM 913456109 1,276 60,400 SH SOLE 60,400
UNIVERSAL ELECTRONICS COM 913483103 25 1,000 SH SOLE 1,000
UNIVERSAL FOODS CORP COM 913538104 1,978 106,900 SH SOLE 106,900
UNIVERSAL FOREST PRODUCTS COM 913543104 639 46,500 SH SOLE 46,500
UNIVERSAL HEALTH REALTY SH BEN INT 91359E105 17 900 SH SOLE 900
UNIVERSAL HEALTH SERVICES CL B 913903100 4,664 71,200 SH SOLE 71,200
UNIVISION COMM INC CL A 914906102 6,189 59,800 SH SOLE 59,800
UNOCAL CORP COM 915289102 10,555 318,650 SH SOLE 318,650
UNOVA INCORPORATED COM 91529B106 862 117,900 SH SOLE 117,900
UNUMPROVIDENT CORP COM 91529Y106 6,435 320,742 SH SOLE 320,742
USFREIGHTWAYS CORP COM 916906100 1,535 62,500 SH SOLE 62,500
URBAN OUTFITTERS INC COM 917047102 331 37,600 SH SOLE 37,600
URBAN SHOPPING CENTERS COM 917060105 37 1,100 SH SOLE 1,100
U.S. INTERNETWORKING INC COM 917311805 53 2,600 SH SOLE 2,600
UTILICORP UNITED INC COM 918005109 1,007 50,650 SH SOLE 50,650
VA LINUX SYSTEMS INC COM 91819B105 53 1,227 SH SOLE 1,227
V F CORP COM 918204108 3,761 157,962 SH SOLE 157,962
VIB CORP COM 91823H106 10 1,591 SH SOLE 1,591
VYYO INC. COM 918458100 27 1,000 SH SOLE 1,000
VAIL RESORTS INC COM 91879Q109 944 57,900 SH SOLE 57,900
VALASSIS COMMUNICATIONS INC COM 918866104 1,483 38,900 SH SOLE 38,900
VALHI INC COM 918905100 652 62,800 SH SOLE 62,800
VALENCE TECH INC. COM 918914102 17 900 SH SOLE 900
VALERO ENERGY CORP COM 91913Y100 826 26,000 SH SOLE 26,000
VALLEY NATIONAL BANCORP COM 919794107 976 40,138 SH SOLE 40,138
VALMONT INDUSTRIES COM 920253101 1,087 54,700 SH SOLE 54,700
VALSPAR CORP COM 920355104 766 22,700 SH SOLE 22,700
VALUE CITY DEPT. STORES COM 920387107 675 71,100 SH SOLE 71,100
VALUE LINE INC COM 920437100 824 21,400 SH SOLE 21,400
VALUE VISION INT'L INC CL A 92047K107 530 22,100 SH SOLE 22,100
VARCO INTL INC COM 922122106 4,582 197,068 SH SOLE 197,068
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VARIAN INC. COM 922206107 60 1,300 SH SOLE 1,300
VARIAN SEMICONDUCTOR EQUIP COM 922207105 50 800 SH SOLE 800
VARIAN MEDICAL SYSTEMS COM 92220P105 2,657 67,900 SH SOLE 67,900
VASTAR RESOURCES INC. COM 922380100 4,533 55,200 SH SOLE 55,200
VECTREN CORP COM 92240G101 25 1,466 SH SOLE 1,466
VECTOR GROUP LTD. COM 92240M108 692 46,935 SH SOLE 46,935
VEECO INSTRUMENTS INC COM 922417100 3,690 50,370 SH SOLE 50,370
VENTANA MEDICAL SYS INC COM 92276H106 12 500 SH SOLE 500
VENTIV HEALTH INC COM 922793104 18 1,633 SH SOLE 1,633
VENTRO CORP COM 922815105 23 1,200 SH SOLE 1,200
VENATOR GROUP INC. COM 922944103 3,032 295,800 SH SOLE 295,800
VERIO INCORPORATED COM 923433106 2,530 45,600 SH SOLE 45,600
VERITAS SOFTWARE CORP COM 923436109 56,454 499,525 SH SOLE 499,525
VERITY INCORPORATED COM 92343C106 680 17,900 SH SOLE 17,900
VERISIGN INC COM 92343E102 19,365 109,715 SH SOLE 109,715
VERITAS DGC INC. COM 92343P107 1,552 59,700 SH SOLE 59,700
VERTEL CORP COM 924907108 16 900 SH SOLE 900
VERTEX PHARMACEUTICALS INC COM 92532F100 6,070 57,600 SH SOLE 57,600
VERTICAL NET INC COM 92532L107 74 2,000 SH SOLE 2,000
VESTA INSURANCE GROUP COM 925391104 14 2,300 SH SOLE 2,300
VETERINARY CTRS OF AMER COM 925514101 15 1,100 SH SOLE 1,100
VIACOM INC CLASS B CL B 925524308 133,877 1,963,360 SH SOLE 1,963,360
VIATEL INC COM 925529208 566 19,811 SH SOLE 19,811
VIALINK CO COM 92552Q101 7 700 SH SOLE 700
VIAD CORPORATION COM 92552R109 1,518 55,700 SH SOLE 55,700
VIASAT INC COM 92552V100 11 200 SH SOLE 200
VIANT CORPORATION COM 92553N107 39 1,300 SH SOLE 1,300
VIADOR INC COM 92553R108 13 800 SH SOLE 800
VICAL INC COM 925602104 812 42,200 SH SOLE 42,200
VICINITY CORP. COM 925653107 18 900 SH SOLE 900
VICOR CORP COM 925815102 1,076 30,900 SH SOLE 30,900
VIA NET.WORKS INC COM 925912107 42 2,700 SH SOLE 2,700
VIGNETTE CORP. COM 926734104 281 5,400 SH SOLE 5,400
VINTAGE PETROLEUM INC COM 927460105 3,299 146,200 SH SOLE 146,200
VIRATA CORP COM 927646109 78 1,300 SH SOLE 1,300
VIRCO MFG CORP COM 927651109 13 880 SH SOLE 880
VIRGINIA CAP BANCSHARES COM 927758102 17 1,100 SH SOLE 1,100
VIROPHARMA INC. COM 928241108 513 32,800 SH SOLE 32,800
VISHAY INTERTECHNOLOGY COM 928298108 2,828 74,550 SH OTHER (1) 74,550
VISHAY INTERTECHNOLOGY COM 928298108 2,868 75,600 SH SOLE 75,600
VISTA BANCORP COM 92830R103 12 840 SH SOLE 840
VISTEON CORP COM 92839U107 118 9,702 SH OTHER (1) 9,702
VISTEON CORP COM 92839U107 1,450 119,614 SH SOLE 119,614
VISUAL NETWORKS INC. COM 928444108 413 14,500 SH SOLE 14,500
VISX INCORPORATED COM 92844S105 525 18,700 SH SOLE 18,700
VITAL SIGNS INC COM 928469105 44 2,400 SH SOLE 2,400
VITESSE SEMICONDUCTOR COM 928497106 7,628 103,700 SH SOLE 103,700
VITRIA TECHNOLOGY INC COM 92849Q104 220 3,600 SH SOLE 3,600
VIXEL CORP COM 928552108 5 600 SH SOLE 600
VLASIC FOODS INTL COM 928559103 154 94,600 SH SOLE 94,600
VOICESTREAM WIRELESS CORP COM 928615103 682 5,861 SH SOLE 5,861
VOLT INFO SCIENCES COM 928703107 1,133 34,400 SH SOLE 34,400
VORNADO REALTY TR SH BEN INT 929042109 80 2,300 SH SOLE 2,300
VULCAN MATERIALS COMPANY COM 929160109 5,771 135,200 SH SOLE 135,200
W-D 40 COMPANY COM 929236107 679 32,700 SH SOLE 32,700
WFS FINANCIAL INC COM 92923B106 16 900 SH SOLE 900
WHX CORPORATION COM 929248102 15 2,800 SH SOLE 2,800
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W HOLDING COMPANY INC COM 929251106 12 1,400 SH SOLE 1,400
WMS INDUSTRIES INC. COM 929297109 1,016 65,800 SH SOLE 65,800
WPS RESOURCES CORP COM 92931B106 1,705 56,700 SH SOLE 56,700
WSFS FIN'L CORP COM 929328102 10 1,000 SH SOLE 1,000
WABASH NATL CORP COM 929566107 636 53,300 SH SOLE 53,300
WABTEC CORP. COM 929740108 1,142 110,107 SH SOLE 110,107
WACHOVIA CORPORATION COM 929771103 14,489 267,075 SH SOLE 267,075
WACKENHUT CORP COM SER A 929794105 622 48,100 SH SOLE 48,100
WACKENHUT CORRECTIONS COM 929798106 11 1,500 SH SOLE 1,500
WADDELL & REED FIN CL A CL A 930059100 5,805 176,900 SH SOLE 176,900
WAL-MART STORES INC COM 931142103 7,497 130,100 SH OTHER (1) 130,100
WAL-MART STORES INC COM 931142103 329,572 5,719,262 SH SOLE 5,719,262
WALGREEN CO COM 931422109 41,852 1,300,256 SH SOLE 1,300,256
WALLACE COMPUTER COM 932270101 884 89,500 SH SOLE 89,500
WALTER INDUSTRIES COM 93317Q105 1,148 100,400 SH SOLE 100,400
WARNACO GROUP INC CL A 934390105 915 118,100 SH SOLE 118,100
WASHINGTON FEDERAL INC. COM 938824109 906 49,640 SH SOLE 49,640
WASHINGTON GAS & LIGHT COM 938837101 748 31,100 SH SOLE 31,100
WASHINGTON MUTUAL INC COM 939322103 21,065 729,509 SH SOLE 729,509
WASHINGTON POST CLASS B CL B 939640108 813 1,700 SH OTHER (1) 1,700
WASHINGTON POST CLASS B CL B 939640108 2,629 5,500 SH SOLE 5,500
WASHINGTON REIT SH BEN INT 939653101 13 700 SH SOLE 700
WASHINGTON TRUST BANCORP COM 940610108 10 700 SH SOLE 700
WASTE CONNECTIONS INC. COM 941053100 20 1,000 SH SOLE 1,000
WASTE MANAGEMENT INC COM 94106L109 15,198 799,891 SH SOLE 799,891
WATCHGUARD TECHNOLOGIES INC COM 941105108 33 600 SH SOLE 600
WATER PIK TECHNOLOGIES INC COM 94113U100 1 195 SH SOLE 195
WATERS CORPORATION COM 941848103 5,117 41,000 SH SOLE 41,000
WATSCO INC COM 942622200 845 67,600 SH SOLE 67,600
WATSON PHARMACEUTICAL COM 942683103 6,971 129,700 SH SOLE 129,700
WATTS INDUSTRIES 'A' CL A 942749102 773 61,200 SH SOLE 61,200
WAUSAU-MOSINEE PAPER CORP COM 943315101 934 109,025 SH SOLE 109,025
WAVE SYSTEMS CORP. CL A 943526103 1,478 93,500 SH SOLE 93,500
WEATHERFORD INTERNATIONAL COM 947074100 2,621 65,830 SH SOLE 65,830
WEB STREET INC COM 947336103 2 800 SH SOLE 800
WEBB (DEL E.) CORP COM 947423109 599 39,100 SH SOLE 39,100
WEBSENSE COM 947684106 13 500 SH SOLE 500
WEBMETHODS INC COM 94768C108 157 1,000 SH SOLE 1,000
WEBLINK WIRELESS INC CL A 94769A101 15 1,100 SH SOLE 1,100
WEBSTER FINANCIAL CORP. COM 947890109 2,561 115,412 SH SOLE 115,412
WEB TRENDS CORP COM 94844D104 27 700 SH SOLE 700
WEBVAN GROUP COM 94845V103 5 700 SH SOLE 700
WEINGARTEN REALTY INVS SH BEN INT 948741103 32 800 SH SOLE 800
WEIS MARKETS INC COM 948849104 815 24,900 SH SOLE 24,900
WELLMAN INC COM 949702104 1,169 72,200 SH SOLE 72,200
WELLPOINT HEALTH NETWORKS CL A 94973H108 6,123 84,525 SH SOLE 84,525
WELLS FARGO COMPANY COM 949746101 81,169 2,094,691 SH SOLE 2,094,691
WENDYS INTL INC COM 950590109 2,732 153,375 SH SOLE 153,375
WERNER ENTERPRISES INC COM 950755108 1,270 109,862 SH SOLE 109,862
WESBANCO INC COM 950810101 994 41,000 SH SOLE 41,000
WESCO FINANCIAL CORP COM 950817106 820 4,000 SH SOLE 4,000
WESCO INTERNATIONAL INC COM 95082P105 16 1,700 SH SOLE 1,700
WESLEY JESSEN VISIONCARE COM 951018100 1,431 38,100 SH SOLE 38,100
WEST MARINE INCORPORATED COM 954235107 8 1,200 SH SOLE 1,200
WEST PHARMACEUTICAL SVCS COM 955306105 673 31,100 SH SOLE 31,100
WEST TELESERVICES CORP COM 956188106 3,480 137,500 SH SOLE 137,500
WESTAFF INCORPORATED COM 957070105 9 2,000 SH SOLE 2,000
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WESTAMERICA BANCORP COM 957090103 460 17,600 SH SOLE 17,600
WESTELL TECH. INC. CL A 957541105 365 24,300 SH OTHER (1) 24,300
WESTELL TECH. INC. CL A 957541105 38 2,560 SH SOLE 2,560
WESTCORP INC COM 957907108 13 1,080 SH SOLE 1,080
WESTERN DIGITAL CORP. COM 958102105 1,506 301,200 SH SOLE 301,200
WESTERN GAS RESOURCES COM 958259103 1,472 70,100 SH SOLE 70,100
WESTERN RESOURCES INC. COM 959425109 757 48,831 SH SOLE 48,831
WESTERN WIRELESS CL A CL A 95988E204 2,224 40,800 SH SOLE 40,800
WESTFIELD AMER INC COM 959910100 23 1,700 SH SOLE 1,700
WESTPOINT STEVENS INC COM 961238102 392 35,200 SH SOLE 35,200
WESTVACO CORP COM 961548104 3,464 139,613 SH SOLE 139,613
WESTWOOD ONE INC COM 961815107 2,177 63,800 SH SOLE 63,800
WET SEAL INC. CL A CL A 961840105 35 2,700 SH SOLE 2,700
WEYERHAEUSER COMPANY COM 962166104 13,322 309,817 SH SOLE 309,817
WHIRLPOOL CORP COM 963320106 4,530 97,156 SH SOLE 97,156
WHITE MTNS INSURANCE GRP. COM G9618E107 32 200 SH SOLE 200
WHITEHALL JEWELLERS INC COM 965063100 673 36,150 SH SOLE 36,150
WHITMAN CORPORATION COM 96647R107 947 76,500 SH SOLE 76,500
WHITNEY HOLDING CORP COM 966612103 1,791 52,400 SH SOLE 52,400
WHOLE FOODS MARKET INC COM 966837106 2,318 61,000 SH SOLE 61,000
WILD OATES MARKETS COM 96808B107 611 48,650 SH SOLE 48,650
WILEY (JOHN) & SONS-CL A CL A 968223206 3,002 133,400 SH SOLE 133,400
WILLAMETTE INDUSTRIES INC COM 969133107 4,127 151,432 SH SOLE 151,432
WILLIAMS COMMUNICATION GROUP CL A 969455104 63 1,900 SH SOLE 1,900
WILLIAMS COMPANIES INC COM 969457100 23,642 567,125 SH SOLE 567,125
WILLIAMS-SONOMA INC COM 969904101 947 29,200 SH SOLE 29,200
WILMINGTON TRUST CORP COM 971807102 817 19,100 SH SOLE 19,100
WIND RIVER SYSTEMS COM 973149107 1,544 40,760 SH SOLE 40,760
WINK COMMUNICATIONS COM 974168106 24 800 SH SOLE 800
WINN DIXIE STORES INC COM 974280109 2,761 192,911 SH SOLE 192,911
WINNEBAGO INDUSTRIES COM 974637100 607 50,500 SH SOLE 50,500
WINSTAR COMMUNICATIONS COM 975515107 1,706 50,350 SH SOLE 50,350
WIRELESS FACILITIES INC COM 97653A103 61 1,200 SH SOLE 1,200
WISCONSIN CENTRAL COM 976592105 1,421 109,300 SH SOLE 109,300
WISCONSIN ENERGY CORP COM 976657106 1,240 62,600 SH SOLE 62,600
WIT SOUNDVIEW GROUP INC. COM 977383108 32 3,000 SH SOLE 3,000
WITNESS SYSTEMS INC. COM 977424100 12 500 SH SOLE 500
WOLVERINE TUBE INC COM 978093102 51 3,000 SH SOLE 3,000
WOLVERINE WORLD WIDE INC COM 978097103 945 95,700 SH SOLE 95,700
WOMEN.COM NETWORKS INC COM 978149102 2 900 SH SOLE 900
WOODWARD GOVERNOR COM 980745103 14 500 SH SOLE 500
WORLD ACCEPTANCE CORP. COM 981419104 7 1,400 SH SOLE 1,400
WORLD ACCESS INC COM 98141A101 1,451 131,200 SH SOLE 131,200
WORLDPOINT COMMUNICATIONS COM 98155J105 1 600 SH SOLE 600
WORLDGATE COMMUNICATIONS COM 98156L307 9 500 SH SOLE 500
WORLDCOM INC COM 98157D106 169,801 3,701,377 SH SOLE 3,701,377
WORTHINGTON INDUSTRIES COM 981811102 1,326 126,302 SH SOLE 126,302
WORLDPAGES.COM INC COM 981922107 13 2,100 SH SOLE 2,100
WRIGLEY WM. JR. CO COM 982526105 11,983 149,443 SH SOLE 149,443
WYNNS INTERNATIONAL INC. COM 983195108 100 4,400 SH SOLE 4,400
XM SATELLITE RADIO CL A 983759101 30 800 SH SOLE 800
X-RITE INC COM 983857103 18 2,000 SH SOLE 2,000
XCEED INC COM 98388N105 419 45,900 SH SOLE 45,900
XILINX INC COM 983919101 33,537 406,200 SH SOLE 406,200
XIRCOM COM 983922105 808 22,600 SH SOLE 22,600
XEROX CORP COM 984121103 17,953 865,224 SH SOLE 865,224
XOMA LTD ORD G9825R107 7 1,700 SH SOLE 1,700
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<PAGE>
XTRA CORP COM 984138107 1,021 25,900 SH SOLE 25,900
XPEDIOR INC COM 98413B100 19 1,400 SH SOLE 1,400
XYBERNAUT CORP COM 984149104 16 1,400 SH SOLE 1,400
YAHOO INC COM 984332106 85,998 694,232 SH SOLE 694,232
THE YANKEE CANDLE CO INC. COM 984757104 32 1,500 SH SOLE 1,500
YELLOW CORPORATION COM 985509108 854 57,900 SH SOLE 57,900
YORK INTERNATIONAL CORP COM 986670107 2,086 82,600 SH SOLE 82,600
YOUNG & RUBICAM INC COM 987425105 5,210 91,100 SH SOLE 91,100
YOUNG BROADCASTING CL A 987434107 622 24,200 SH SOLE 24,200
YOUNG INNOVATIONS INC COM 987520103 14 800 SH SOLE 800
YOUTHSTREAM MEDIA NETWORK COM 987819109 277 46,600 SH SOLE 46,600
Z-TEL TECHNOLOGIES INC COM 988792107 11 900 SH SOLE 900
ZALE CORPORATION COM 988858106 821 22,500 SH SOLE 22,500
ZAMBA CORP COM 988881108 11 2,000 SH SOLE 2,000
ZAPATA CORP COM NEW 989070503 5 1,600 SH SOLE 1,600
ZAPME! CORPORATION COM 98912E100 5 1,800 SH SOLE 1,800
ZEBRA TECH CORP. CL A 989207105 820 18,500 SH SOLE 18,500
ZENITH NATIONAL INS CO COM 989390109 850 40,000 SH SOLE 40,000
ZIFF-DAVIS INC. COM ZD 989511100 539 59,900 SH SOLE 59,900
ZIONS BANCORPORATION COM 989701107 2,244 48,900 SH SOLE 48,900
ZIXIT CORPORATION COM 98974P100 1,631 35,400 SH SOLE 35,400
ZORAN CORP COM 98975F101 2,005 30,400 SH SOLE 30,400
ZOLTEK COMPANIES INC. COM 98975W104 5 600 SH SOLE 600
ZYGO CORP COM 989855101 27 300 SH SOLE 300
ZOMAX INCORPORATED COM 989929104 906 69,000 SH SOLE 69,000
TOTAL REPORT 18,727,514
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</TABLE>
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