|
|
|
|
|
|
|
|
|
|
Previous: METRICOM INC / DE, 10-Q, 2000-05-12 |
Next: FENIMORE ASSET MANAGEMENT INC, 13F-HR, 2000-05-12 |
<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: March 31, 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, May 12, 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: 3,386
Form 13F Information Table Value Total: $18,772,834 (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.
<PAGE>
<TABLE>
<CAPTION>
FORM 13F - as of 3/31/00
Charles Schwab Investment Management, Inc. (CSIM)
- ------------------------------------------------------------------------------------------------------------------------------------
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------- ----------------------
VOTING AUTHORITY
TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER ----------------------
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AAR CORP COM 000361105 918 55,000 SH SOLE 55,000
ABC BANCORP. COM 000400101 12 1,200 SH SOLE 1,200
ACE LIMITED ORD G0070K103 12 520 SH SOLE 520
ADC TELECOMMUNICATIONS COM 000886101 20,758 385,300 SH SOLE 385,300
ACTV INC. COM 00088E104 3,131 89,300 SH SOLE 89,300
ABM INDUSTRIES INC COM 000957100 1,093 46,500 SH SOLE 46,500
ACT NETWORKS INC COM 000975102 13 1,300 SH SOLE 1,300
AEP INDUSTRIES INC COM 001031103 13 400 SH SOLE 400
AFLAC INC COM 001055102 15,867 348,250 SH SOLE 348,250
AGCO CORPORATION COM 001084102 1,479 130,000 SH SOLE 130,000
AGL RESOURCES COM 001204106 2,021 110,000 SH SOLE 110,000
AHL SERVICES INC COM 001296102 389 38,400 SH SOLE 38,400
AES CORPORATION COM 00130H105 21,343 271,018 SH SOLE 271,018
AK STEEL HOLDING CORP COM 001547108 616 59,327 SH SOLE 59,327
AMB PROPERTY CORP (REIT) COM 00163T109 43 2,000 SH SOLE 2,000
AMC ENTERTAINMENT INC COM 001669100 7 1,400 SH SOLE 1,400
AMDOCS LTD. ORD G02602103 8 111 SH SOLE 111
AMFM INC COM 001693100 7,542 121,398 SH SOLE 121,398
AMLI RESIDENTIAL PPT SH BEN INT 001735109 10 500 SH SOLE 500
AMR CORP. COM 001765106 6,231 195,484 SH SOLE 195,484
AT&T CORP COM 001957109 2,469 43,900 SH OTHER (1) 43,900
AT&T CORP COM 001957109 229,440 4,078,939 SH SOLE 4,078,939
AT&T CORP-LIBERTY MEDIA A COM LIB GRP A 001957208 36 603 SH SOLE 603
A S V INC COM 001963107 11 700 SH SOLE 700
ATG INCORPORATED COM 00206P106 5 1,100 SH SOLE 1,100
ATMI INCORPORATED COM 00207R101 2,469 51,700 SH SOLE 51,700
AVT CORP COM 002420107 639 54,100 SH SOLE 54,100
AVX CORP COM 002444107 3,836 50,600 SH SOLE 50,600
AXA FINANCIAL INC. COM 002451102 7,903 220,300 SH OTHER (1) 220,300
AXA FINANCIAL INC. COM 002451102 9,270 258,400 SH SOLE 258,400
AARON RENTS INC COM 002535201 53 3,500 SH SOLE 3,500
AARON RENTS INC CL A 002535300 558 32,600 SH SOLE 32,600
ABBOTT LABS COM 002824100 68,176 1,937,519 SH SOLE 1,937,519
ABERCROMBIE & FITCH CL A CL A 002896207 1,078 67,400 SH SOLE 67,400
ABGENIX INCORPORATED COM 00339B107 5,028 36,400 SH SOLE 36,400
ABIOMED INC COM 003654100 16 400 SH SOLE 400
ABOUT.COM INC COM 003736105 44 500 SH SOLE 500
ACACIA RESEARCH CORP COM 003881109 13 300 SH SOLE 300
ACCLAIM ENTMT INC. COM PAR $0.02 004325205 518 156,500 SH SOLE 156,500
ACCRUE SOFTWARE INC COM 00437W102 27 600 SH SOLE 600
ACETO CORPORATION COM 004446100 5 500 SH SOLE 500
ACKERLY GROUP INC COM 004527107 597 39,500 SH SOLE 39,500
ACME COMMUNICATIONS INC COM 004631107 11 500 SH SOLE 500
ACNIELSON CORP COM 004833109 819 36,400 SH SOLE 36,400
ACTIVISION INC COM NEW 004930202 574 47,600 SH SOLE 47,600
ARCTRADE INTERNATIONAL COM 004931101 16 1,000 SH SOLE 1,000
ACTION PERFORMANCE INC COM 004933107 12 900 SH SOLE 900
ACTEL CORP COM 004934105 1,759 49,300 SH SOLE 49,300
ACTIVE SOFTWARE INC. COM 00504E100 38 600 SH SOLE 600
ACTUATE CORPORATION COM 00508B102 2,879 53,500 SH SOLE 53,500
ACUSON CORP COM 005113105 661 44,600 SH SOLE 44,600
ACX TECHNOLOGIES COM 005123104 4 1,000 SH SOLE 1,000
ACXIOM CORPORATION COM 005125109 1,403 42,200 SH SOLE 42,200
ADAC LABORATORIES COM NEW 005313200 55 4,000 SH SOLE 4,000
ADAM.COM INC COM 00547M101 9 1,000 SH SOLE 1,000
ADAPTIVE BROADBAND CORP COM 00650M104 3,435 64,200 SH SOLE 64,200
ADAPTEC INC. COM 00651F108 5,292 137,000 SH SOLE 137,000
ADECCO SA-ADR SPONSORED ADR 006754105 11 127 SH SOLE 127
ADELPHIA BUSINESS SOLUT. CL A 006847107 55 900 SH SOLE 900
ADELPHIA COMM-CL A CL A 006848105 2,191 44,707 SH SOLE 44,707
ADOBE SYSTEMS INC COM 00724F101 17,310 155,504 SH SOLE 155,504
ADTRAN INC COM 00738A106 1,385 23,300 SH SOLE 23,300
ADVANCED PARADIGM COM 007491103 420 35,400 SH SOLE 35,400
ADVANCED DIGITAL INFO. COM 007525108 3,346 97,700 SH SOLE 97,700
ADVANCED TECHNICAL PRDTS COM 007548100 2 400 SH SOLE 400
ADVANCED FIBRE COM 00754A105 1,517 24,200 SH OTHER (1) 24,200
ADVANCED FIBRE COM 00754A105 2,884 46,000 SH SOLE 46,000
ADVANCED RADIO TELECOM COM 00754U101 1,888 57,000 SH SOLE 57,000
ADVEST GROUP INC. COM 007566102 13 700 SH SOLE 700
ADVANTAGE LEARNING COM 00757K100 1,106 66,500 SH SOLE 66,500
ADVO SYSTEMS INC COM 007585102 988 39,500 SH SOLE 39,500
AERIAL COMMUNICATIONS COM 007655103 636 11,200 SH SOLE 11,200
AEROFLEX INC COM 007768104 20 400 SH SOLE 400
ADVANCED MICRO DEVICES COM 007903107 10,700 187,514 SH SOLE 187,514
ADVANTA CORP-CLASS A CL A 007942105 1,087 53,509 SH SOLE 53,509
ADVANCED ENERGY INDUSTRIES COM 007973100 2,902 56,900 SH SOLE 56,900
ADVENT SOFTWARE INC. COM 007974108 2,693 58,700 SH SOLE 58,700
AETHER SYSTEMS INC COM 00808V105 127 700 SH SOLE 700
AETNA INCORPORATED COM 008117103 9,901 177,803 SH SOLE 177,803
AFFILIATED COMPUTER SVCS CL A 008190100 1,189 31,300 SH SOLE 31,300
AFFILIATED MANAGERS GROUP COM 008252108 2,071 43,600 SH SOLE 43,600
AFFYMETRIX INC COM 00826T108 2,152 14,500 SH SOLE 14,500
AG CHEM EQUIP INC COM 008363103 12 1,400 SH SOLE 1,400
AGENCY.COM LTD COM 008447104 21 800 SH SOLE 800
AGILENT TECH INC COM 00846U101 198 1,900 SH SOLE 1,900
AGILE SOFTWARE CORP COM 00846X105 75 1,200 SH SOLE 1,200
AGRIBRANDS INTL INC COM 00849R105 767 19,500 SH SOLE 19,500
AIR PRODUCTS & CHEMICALS COM 009158106 8,442 296,858 SH SOLE 296,858
AIRBORNE FREIGHT COM 009266107 2,285 95,200 SH SOLE 95,200
AIRGAS INCORPORATED COM 009363102 1,096 131,900 SH SOLE 131,900
AIRGATE PCS INC. COM 009367103 32 300 SH SOLE 300
AIRNET COMMUNICATIONS COM 00941P106 17 500 SH SOLE 500
AIRTRAN HOLDINGS INC COM 00949P108 4 1,000 SH SOLE 1,000
AKAMAI TECHNOLOGIES COM 00971T101 32 200 SH SOLE 200
ALBAMA NATL. BANCORP COM 010317105 8 400 SH SOLE 400
ALAMOSA PCS HOLDINGS COM 011593100 53 1,400 SH SOLE 1,400
ALASKA AIRGROUP INC COM 011659109 1,635 54,400 SH SOLE 54,400
ALASKA COMM SYSTEMS GROUP COM 01167P101 10 800 SH SOLE 800
ALBANY INTERNATIONAL CL A 012348108 849 57,301 SH SOLE 57,301
ALBANY MOLECULAR RESEARCH COM 012423109 18 300 SH SOLE 300
ALBEMARLE CORP COM 012653101 1,820 87,700 SH SOLE 87,700
ALBERTO CULVER - CL B CL B CONV 013068101 1,793 75,317 SH SOLE 75,317
ALBERTSONS INC COM 013104104 15,971 515,204 SH SOLE 515,204
ALCAN ALUMINUM - ADR COM 013716105 5,322 157,099 SH SOLE 157,099
ALCOA INC COM 013817101 3,126 44,500 SH OTHER (1) 44,500
ALCOA INC COM 013817101 33,214 472,796 SH SOLE 472,796
ALCATEL ALSTHOM - ADR SPONSORED ADR 013904305 28 638 SH SOLE 638
ALEXANDER & BALDWIN COM 014482103 1,807 87,600 SH SOLE 87,600
ALEXANDRIA REAL EST COM 015271109 15 500 SH SOLE 500
ALEXION PHARMACEUTICALS COM 015351109 28 400 SH SOLE 400
ALFA CORPORATION COM 015385107 1,317 74,200 SH SOLE 74,200
ALKERMES INC COM 01642T108 4,644 50,200 SH SOLE 50,200
ALLAIRE CORPORATION COM 016714107 61 800 SH SOLE 800
ALLEGHANY CORP COM 017175100 597 3,174 SH SOLE 3,174
ALLEGHENY ENERGY INC COM 017361106 1,789 64,900 SH SOLE 64,900
ALLEGHENY TECHNOLOGIES COM 01741R102 2,467 122,964 SH SOLE 122,964
ALLEGIANCE TELECOM INC. COM 01747T102 4,652 57,700 SH SOLE 57,700
ALLEN TELECOM INC COM 018091108 107 6,700 SH SOLE 6,700
ALLERGAN INCORPORATED COM 018490102 4,815 96,300 SH OTHER (1) 96,300
ALLERGAN INCORPORATED COM 018490102 8,389 167,770 SH SOLE 167,770
ALLIANCE CAP. MGMT HOLD UNIT LTD PARTN 01855A101 178 4,300 SH SOLE 4,300
ALLIANCE PHARMACEUTICAL COM 018773101 16 1,100 SH SOLE 1,100
ALLIANCE SEMICONDUCTOR COM 01877H100 1,846 86,100 SH SOLE 86,100
ALLIANT ENERGY CORP COM 018802108 1,428 46,900 SH SOLE 46,900
ALLIANT TECHSYSTEMS INC COM 018804104 1,013 17,200 SH SOLE 17,200
ALLIED CAPITAL CORP COM 01903Q108 77 4,400 SH SOLE 4,400
ALLIED RISER COMMUNICATION COM 019496108 49 1,400 SH SOLE 1,400
ALLIED WASTE INDUSTRIES COM 019589308 1,526 232,565 SH SOLE 232,565
ALLMERICA FINANCIAL CORP COM 019754100 1,596 31,300 SH SOLE 31,300
ALLOY ONLINE INC COM 019855105 3 200 SH SOLE 200
ALLSCRIPTS INC COM 019886100 36 600 SH SOLE 600
ALLSTATE CORP COM 020002101 23,973 1,006,740 SH SOLE 1,006,740
ALLTEL CORPORATION COM 020039103 25,218 399,892 SH SOLE 399,892
ALLTRISTA CORP COM 020040101 5 200 SH SOLE 200
ALPHA INDUSTRIES COM 020753109 238 2,500 SH SOLE 2,500
ALPHARMA INC. CL A 020813101 2,226 60,567 SH SOLE 60,567
ALTERA CORPORATION COM 021441100 10,665 119,500 SH SOLE 119,500
ALTEON WEBSYSTEMS INC COM 02145A109 180 2,200 SH SOLE 2,200
ALTERRA HEALTHCARE CORP COM 02146C104 13 3,200 SH SOLE 3,200
ALZA CORP COM 022615108 4,920 130,978 SH SOLE 130,978
AMAZON.COM INC. COM 023135106 13,474 201,100 SH SOLE 201,100
AMBAC FINANCIAL GROUP INC COM 023139108 2,342 46,500 SH SOLE 46,500
AMCAST INDUSTRIAL CORP. COM 023395106 16 1,700 SH SOLE 1,700
AMCOL INTERNATIONAL CORP COM 02341W103 773 50,300 SH SOLE 50,300
AMERADA HESS CO COM 023551104 7,748 119,892 SH SOLE 119,892
AMERCO COM 023586100 724 39,400 SH SOLE 39,400
AMEREN CORPORATION COM 023608102 5,548 179,343 SH SOLE 179,343
AMERICA ONLINE INC COM 02364J104 192,874 2,868,015 SH SOLE 2,868,015
AMERICA W. HOLDINGS CORP CL B 023657208 1,003 64,700 SH SOLE 64,700
AMERICAN ANNUITY GROUP COM 023840101 1,145 75,050 SH SOLE 75,050
AMCORE FINANCIAL COM 023912108 948 53,050 SH SOLE 53,050
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 965 38,300 SH SOLE 38,300
AMER CAP STRATEGIES LTD COM 024937104 868 34,200 SH SOLE 34,200
AMERICAN ELECTRIC POWER COM 025537101 7,039 236,095 SH SOLE 236,095
AMERICAN EAGLE OUTFITTERS COM 02553E106 1,028 27,100 SH SOLE 27,100
AMERICAN EXPRESS CO COM 025816109 85,368 573,179 SH SOLE 573,179
AMERICAN FINANCIAL GROUP COM 025932104 1,300 45,400 SH SOLE 45,400
AMERICAN FREIGHTWAYS COM 02629V108 1,289 86,300 SH SOLE 86,300
AMERICAN GENERAL CORP COM 026351106 17,979 320,345 SH SOLE 320,345
AMERICAN GREETINGS - CL A CL A 026375105 1,581 86,657 SH SOLE 86,657
AMERICAN HOME PRODUCTS COM 026609107 89,586 1,670,610 SH SOLE 1,670,610
AMERICAN INT'L GROUP COM 026874107 3,066 28,000 SH OTHER (1) 28,000
AMERICAN INT'L GROUP COM 026874107 216,504 1,977,208 SH SOLE 1,977,208
AMERICAN ITALIAN PASTA CO CL A 027070101 921 37,400 SH SOLE 37,400
AMERICAN MNGMT SYSTEMS COM 027352103 1,008 23,000 SH SOLE 23,000
AMERICAN MOBILE SATELLITE COM 02755R103 29 1,200 SH SOLE 1,200
AMERCAN NATNL CAN GROUP COM 027714104 18 1,400 SH SOLE 1,400
AMER. NAT. INSURANCE COM 028591105 868 15,100 SH SOLE 15,100
AMERICAN RETIREMENT COM 028913101 6 700 SH SOLE 700
AMERICAN POWER CONVERSION COM 029066107 4,626 107,900 SH SOLE 107,900
AMERICAN REAL ESTATE DEPOSITRY UNIT 029169109 11 1,300 SH SOLE 1,300
AMERICAN REALTY (REIT) COM PAR $.01 NEW 029177409 11 700 SH SOLE 700
AMERICAN STANDARD COS INC COM 029712106 1,376 37,200 SH SOLE 37,200
AMERICAN STATES WATER CO. COM 029899101 556 18,700 SH SOLE 18,700
AMERICAN TOWER SYSTEMS CL A 029912201 3,886 78,700 SH SOLE 78,700
AMERICAN SUPERCONDUCTOR COM 030111108 31 700 SH SOLE 700
AMERICAN WATER WORKS COM 030411102 1,356 57,100 SH SOLE 57,100
AMERICAN XTAL TECHNOLOGY COM 030514103 13 400 SH SOLE 400
AMERICREDIT CORPORATION COM 03060R101 289 17,700 SH SOLE 17,700
AMERIPATH INCORPORATED COM 03071D109 15 1,900 SH SOLE 1,900
AMERISOURCE HEALTH CORP CL A 03071P102 1,515 101,000 SH SOLE 101,000
AMERITRADE HOLDING-CL A CL A 03072H109 1,962 93,900 SH SOLE 93,900
AMERUS LIFE HOLDINGS CL-A COM 030732101 856 47,200 SH SOLE 47,200
AMES DEPARTMENT STORES COM NEW 030789507 1,452 59,100 SH SOLE 59,100
AMETEK INC. COM 031100100 1,190 61,800 SH SOLE 61,800
AMGEN INC COM 031162100 79,825 1,300,616 SH SOLE 1,300,616
AMKOR TECHNOLOGY INC. COM 031652100 164 3,100 SH SOLE 3,100
AMRESCO CAPITAL TRUST COM SH BEN INT 031919103 13 1,300 SH SOLE 1,300
AMPHENOL CORP CL A 032095101 245 2,400 SH SOLE 2,400
AMSOUTH BANCORPORATION COM 032165102 7,611 509,528 SH SOLE 509,528
AMYLIN PHARMACETICALS COM 032346108 16 1,200 SH SOLE 1,200
AMTRAN INC COM 03234G106 11 600 SH SOLE 600
ANACOMP INC (DEL) COM 032371106 9 600 SH SOLE 600
ANADARKO PETE CORP COM 032511107 6,695 173,050 SH SOLE 173,050
ANADIGICS INC. COM 032515108 3,515 53,250 SH SOLE 53,250
ANALOG DEVICES INC COM 032654105 7,573 94,000 SH OTHER (1) 94,000
ANALOG DEVICES INC COM 032654105 36,277 450,300 SH SOLE 450,300
ANALOGIC CORPORATION COM 032657207 922 25,000 SH SOLE 25,000
ANALYSTS INTL CORP COM 032681108 53 5,400 SH SOLE 5,400
ANALYTICAL SURVEYS INC. COM NEW 032683302 6 1,000 SH SOLE 1,000
ANCHOR BANCORP WISCONSIN COM 032839102 760 47,900 SH SOLE 47,900
ANCHOR GAMING COM 033037102 983 25,900 SH SOLE 25,900
ANCOR COMMUNICATIONS COM 03332K108 33 800 SH SOLE 800
ANDERSEN GROUP INC COM 033501107 5 400 SH SOLE 400
ANDERSONS INC COM 034164103 11 1,500 SH SOLE 1,500
ANDOVER NET INC COM 034318105 6 300 SH SOLE 300
ANDREW CORP COM 034425108 2,499 109,225 SH SOLE 109,225
ANDRX CORPORATION COM 034551101 1,016 8,800 SH SOLE 8,800
ANGELICA CORP COM 034663104 17 1,700 SH SOLE 1,700
ANHEUSER BUSCH CO INC COM 035229103 36,767 590,627 SH SOLE 590,627
ANIXTER INTERNATIONAL COM 035290105 2,169 77,800 SH SOLE 77,800
ANN TAYLOR STORES COM 036115103 179 7,800 SH SOLE 7,800
ANSOFT CORP COM 036384105 22 1,800 SH SOLE 1,800
ANTEC CORPORATION COM 03664P105 1,071 23,900 SH SOLE 23,900
ANSWERTHINK CONSULTING GP COM 036916104 24 1,000 SH SOLE 1,000
ANTIGENICS INC COM 037032109 12 600 SH SOLE 600
AON CORP COM 037389103 10,382 321,935 SH SOLE 321,935
APACHE CORP COM 037411105 7,338 147,489 SH SOLE 147,489
APARTMENT INV&MGMT (REIT) CL A 03748R101 61 1,600 SH SOLE 1,600
APEX INC COM 037548104 1,453 39,150 SH SOLE 39,150
APOGEE ENTERPRISES INC COM 037598109 26 6,500 SH SOLE 6,500
APOLLO GROUP INC CL A CL A 037604105 1,252 44,400 SH SOLE 44,400
APPLE COMPUTERS COM 037833100 28,339 208,666 SH SOLE 208,666
APPLEBEES INTL INC. COM 037899101 1,536 54,600 SH SOLE 54,600
APRIA HEALTHCARE GROUP COM 037933108 1,411 97,700 SH SOLE 97,700
APPLIED GRAPHICS TECH. COM 037937109 9 1,500 SH SOLE 1,500
APPLIED DIGITAL SOLUTIONS COM 038188108 4 400 SH SOLE 400
APPLIED INDUST TECH INC COM 03820C105 624 39,000 SH SOLE 39,000
APPLIED MATERIALS INC COM 038222105 95,578 1,014,093 SH SOLE 1,014,093
APPLIED POWER CL.A CL A 038225108 1,092 38,300 SH SOLE 38,300
APPLIED MICRO CIRCUITS COM 03822W109 9,604 64,000 SH SOLE 64,000
APPLIEDTHEORY CORP COM 03828R104 10 500 SH SOLE 500
APPNET INC COM 03831Q101 38 800 SH SOLE 800
APROPOS TECH INC COM 038334108 11 300 SH SOLE 300
APTARGROUP INC COM 038336103 2,031 76,100 SH SOLE 76,100
ARCH CHEMICALS INC COM 03937R102 14 700 SH SOLE 700
ARCH COAL INC STK COM 039380100 440 62,900 SH SOLE 62,900
ARCH COMMUNICATIONS GROUP COM NEW 039381504 4 500 SH SOLE 500
ARCHER-DANIELS-MIDLAND COM 039483102 8,147 785,228 SH SOLE 785,228
ARCHSTONE COMMUNITY(REIT) SH BEN INT 039581103 68 3,400 SH SOLE 3,400
ARCTIC CAT INCORPORATED COM 039670104 51 5,000 SH SOLE 5,000
ARDEN REALTY GROUP (REIT) COM 039793104 31 1,500 SH SOLE 1,500
AREA BANKCSHARES CORP COM 039872106 555 27,900 SH SOLE 27,900
ARGONAUT GROUP INC COM 040157109 861 42,900 SH SOLE 42,900
ARGOSY GAMING CORPORATION COM 040228108 772 54,200 SH SOLE 54,200
ARGUSS HOLDINGS INC COM 040282105 25 1,100 SH SOLE 1,100
ARIBA INC COM 04033V104 524 2,500 SH SOLE 2,500
ARIS CORP COM 04040A101 9 1,400 SH SOLE 1,400
ARKANSAS BEST CORPORATION COM 040790107 51 4,900 SH SOLE 4,900
ARMSTRONG WORLD INDS COM 042476101 1,014 56,700 SH SOLE 56,700
ARNOLD INDUSTRIES INC COM 042595108 518 40,400 SH SOLE 40,400
ARROW ELECTRONICS COM 042735100 1,981 56,200 SH SOLE 56,200
ARROW INTERNATIONAL COM 042764100 1,500 47,800 SH SOLE 47,800
ART TECHNOLOGY INC COM 04289L107 105 1,600 SH SOLE 1,600
ARTISAN COMPONENTS INC COM 042923102 22 1,100 SH SOLE 1,100
ARTESYN TECH COM 043127109 1,320 69,700 SH SOLE 69,700
ARTHROCARE CORPORATION COM 043136100 28 300 SH SOLE 300
ARVIN INDUSTRIES COM 043339100 1,138 50,300 SH SOLE 50,300
ASCENT ENTERTAINMENT GRP COM 043628106 843 55,500 SH SOLE 55,500
ASHFORD.COM INC COM 044093102 5 1,100 SH SOLE 1,100
ASHLAND INCORPORATED COM 044204105 3,172 94,856 SH SOLE 94,856
ASHWORTH INCORPORATED COM 04516H101 12 2,700 SH SOLE 2,700
ASK JEEVES INC COM 045174109 43 700 SH SOLE 700
ASPECT DEVELOPMENT INC. COM 045234101 2,060 32,000 SH SOLE 32,000
ASPECT MEDICAL SYSTEMS COM 045235108 14 400 SH SOLE 400
ASPECT COMMUNICATIONS CO COM 04523Q102 1,060 28,600 SH SOLE 28,600
ASPEN TECHNOLOGY INC. COM 045327103 1,922 47,600 SH SOLE 47,600
ASPEON INC COM 045354107 20 1,000 SH SOLE 1,000
ASSOCIATED BANCORP COM 045487105 1,232 41,225 SH SOLE 41,225
AT HOME CORP -SER A COM SER A 045919107 6,110 185,496 SH SOLE 185,496
ASSOC FIRST CAP CLA 046008108 19,286 899,654 SH SOLE 899,654
ASTEC INDUSTRIES INC. COM 046224101 1,299 48,900 SH SOLE 48,900
ASTORIA FINANCIAL CORP COM 046265104 881 31,050 SH SOLE 31,050
ASYST TECHNOLOGIES INC. COM 04648X107 2,843 48,600 SH SOLE 48,600
ATCHISON CASTING CORP. COM 046613105 6 900 SH SOLE 900
ATLANTIC COAST AIR COM 048396105 862 33,300 SH SOLE 33,300
ATLANTIC RICHFIELD CO COM 048825103 35,094 412,870 SH SOLE 412,870
ATLAS AIR INC COM 049164106 1,723 62,950 SH SOLE 62,950
ATMEL CORPORATION COM 049513104 6,474 125,400 SH SOLE 125,400
ATMOS ENERGY CORPORATION COM 049560105 994 60,700 SH SOLE 60,700
ATRIX LABS INC. COM 04962L101 13 1,400 SH SOLE 1,400
ATRION CORP COM 049904105 3 300 SH SOLE 300
ATWOOD OCEANIC COM 050095108 1,724 26,000 SH SOLE 26,000
AUDIOVOX CORP. CL A 050757103 209 4,800 SH SOLE 4,800
AURORA FOODS INC. COM 05164B106 570 189,900 SH SOLE 189,900
AURORA BIOSCIENCES CORP. COM 051920106 49 1,200 SH SOLE 1,200
AUSPEX COM 052116100 826 75,100 SH SOLE 75,100
AUTOBYTEL.COM INC. COM 05275N106 9 1,100 SH SOLE 1,100
AUTODESK INC COM 052769106 3,312 72,800 SH SOLE 72,800
AUTO DATA PROCESS COM 053015103 38,283 793,424 SH SOLE 793,424
AUTONATION INC. COM 05329W102 1,255 158,100 SH SOLE 158,100
AUTOTOTE CORP CLASS A CL A 053323101 3 700 SH SOLE 700
AUTOWEB.COM INC. COM 053331104 8 1,100 SH SOLE 1,100
AUTOZONE INC COM 053332102 5,370 193,515 SH SOLE 193,515
AVALONBAY COMMUNITIES COM 053484101 62 1,700 SH SOLE 1,700
AVANT! CORPORATION COM 053487104 958 76,600 SH SOLE 76,600
AVANEX CORP COM 05348W109 30 200 SH SOLE 200
AVANT IMMUNOTHERAPEUTICS COM 053491106 14 1,500 SH SOLE 1,500
AVATAR HOLDINGS INC COM 053494100 14 700 SH SOLE 700
AVERY DENNISON CORP. COM 053611109 8,782 143,815 SH SOLE 143,815
AVIALL INC COM 05366B102 10 1,200 SH SOLE 1,200
AVIATION SALES COMPANY COM 053672101 24 3,800 SH SOLE 3,800
AVID TECHNOLOGY COM 05367P100 97 5,400 SH SOLE 5,400
AVIGEN INC COM 053690103 1,000 22,500 SH SOLE 22,500
AVIRON COM 053762100 22 800 SH SOLE 800
AVIS RENT A CAR INC. COM 053790101 989 56,100 SH SOLE 56,100
AVISTA CORP COM 05379B107 3,423 84,000 SH SOLE 84,000
AVNET INC COM 053807103 1,301 20,647 SH SOLE 20,647
AVON PRODUCTS INC COM 054303102 9,153 314,954 SH SOLE 314,954
AWARE INCORPORATED COM 05453N100 1,757 43,800 SH SOLE 43,800
AXENT TECHNOLOGIES INC COM 05459C108 1,074 57,100 SH SOLE 57,100
AZTAR CORP COM 054802103 835 87,900 SH SOLE 87,900
BB&T CORPORATION COM 054937107 12,429 442,911 SH SOLE 442,911
AZURIX CORP COM 05501M104 20 2,700 SH SOLE 2,700
BHC COMMUNICATIONS INC CL A 055448104 1,919 12,300 SH SOLE 12,300
THE BISYS GROUP INCOR COM 055472104 1,177 17,700 SH SOLE 17,700
BJ SERVICES COM 055482103 3,103 42,000 SH SOLE 42,000
BJ'S WHOLESALE CLUB INC COM 05548J106 1,418 36,700 SH SOLE 36,700
BMC INDUSTRIES INC-MINN COM 055607105 37 6,500 SH SOLE 6,500
BOK FINANCIAL CORPORATION COM 05561Q201 1,700 91,894 SH SOLE 91,894
BRE PROPERTIES-CL A(REIT) CL A 05564E106 26 1,000 SH SOLE 1,000
BSB BANCORP INC COM 055652101 4 200 SH SOLE 200
BT FINANCIAL CORP COM 055763106 435 27,815 SH SOLE 27,815
BMC SOFTWARE COM 055921100 15,203 307,900 SH SOLE 307,900
BACOU USA INC. COM 056439102 16 1,000 SH SOLE 1,000
BAKER HUGHES INC COM 057224107 12,718 420,419 SH SOLE 420,419
J BAKER & CO COM 057232100 27 3,800 SH SOLE 3,800
BALDOR ELECTRIC CO COM 057741100 1,619 89,620 SH SOLE 89,620
BALDWIN & LYONS INC. CL-B CL B 057755209 12 600 SH SOLE 600
BALL CORP COM 058498106 2,784 80,563 SH SOLE 80,563
BALLANTYNE INC COM 058516105 6 1,500 SH SOLE 1,500
BALLY TOTAL FITNESS COM 05873K108 1,176 48,000 SH SOLE 48,000
BANCFIRST CORP ZANES COM 059450106 15 700 SH SOLE 700
BANCFIRST CORP COM 05945F103 13 500 SH SOLE 500
BANCO SANTANDER PUERTO RC COM 059646109 13 1,100 SH SOLE 1,100
BANCORPSOUTH INCORPORATED COM 059692103 1,805 110,200 SH SOLE 110,200
BANCWEST CORP COM 059790105 4,434 224,500 SH OTHER (1) 224,500
BANCWEST CORP COM 059790105 1,019 51,600 SH SOLE 51,600
BANDAG INCOPORATED COM 059815100 883 38,400 SH SOLE 38,400
BANGOR HYDRO-ELECTRIC CO COM 060077104 40 2,300 SH SOLE 2,300
BANK OF AMERICA CORP COM 060505104 114,160 2,177,060 SH SOLE 2,177,060
BANK GRANITE FALLS COM 062401104 8 400 SH SOLE 400
BANK NEW YORK INC COM 064057102 39,293 945,386 SH SOLE 945,386
BANK ONE CORP COM 06423A103 49,960 1,453,373 SH SOLE 1,453,373
BANK UNITED CORP - CL A CL A 065412108 2,367 75,000 SH SOLE 75,000
BANKFIRST CORP COM 066442104 11 1,500 SH SOLE 1,500
BANKNORTH GROUP INC COM 06646L100 1,590 59,300 SH SOLE 59,300
BANTA CORPORATION COM 066821109 836 45,500 SH SOLE 45,500
BANYAN SYSTEMS INC COM 066908104 750 42,700 SH SOLE 42,700
BARD C.R. INC COM 067383109 2,767 71,520 SH SOLE 71,520
BARNES & NOBLE INC COM 067774109 957 41,600 SH SOLE 41,600
BARNES GROUP COM 067806109 592 40,800 SH SOLE 40,800
BARNESANDNOBLE.COM INC. CL A 067846105 10 1,100 SH SOLE 1,100
BARRICK GOLD CORP-CANADA COM 067901108 4,425 282,079 SH SOLE 282,079
BARR LABORATORIES INC. COM 068306109 1,907 45,400 SH SOLE 45,400
BARRA INC COM 068313105 17 500 SH SOLE 500
BARRETT RESOURCES CORP. COM 068480201 2,018 67,700 SH SOLE 67,700
BASIN EXPLORATION INC COM 070107107 636 42,600 SH SOLE 42,600
BASSETT FURNITURE INC. COM 070203104 34 2,400 SH SOLE 2,400
BATTLE MOUNTAIN GOLD COM 071593107 541 279,300 SH SOLE 279,300
BAUSCH & LOMB COM 071707103 4,113 78,816 SH SOLE 78,816
BAXTER INTERNATIONAL COM 071813109 2,489 39,700 SH OTHER (1) 39,700
BAXTER INTERNATIONAL COM 071813109 23,338 372,284 SH SOLE 372,284
BAY VIEW CAP CORP COM 07262L101 518 69,000 SH SOLE 69,000
BAYCORP HOLDGS LTD COM 072728108 4 200 SH SOLE 200
BE AEROSPACE INCORPORATED COM 073302101 35 6,000 SH SOLE 6,000
BE FREE INC COM 073308108 31 1,400 SH SOLE 1,400
BE INCORPORATED COM 073309106 21 1,400 SH SOLE 1,400
BEA SYSTEMS INC COM 073325102 5,268 71,800 SH SOLE 71,800
BEAR STEARNS COS INC COM 073902108 7,039 154,280 SH SOLE 154,280
BEBE STORES INCORPORATED COM 075571109 11 900 SH SOLE 900
BECKMAN COULTER INC COM 075811109 1,175 18,300 SH SOLE 18,300
BECTON DICKINSON & CO COM 075887109 8,499 323,010 SH SOLE 323,010
BED BATH & BEYOND INC COM 075896100 7,135 181,200 SH SOLE 181,200
BEDFORD PROPERTY COM PAR $0.02 076446301 14 900 SH SOLE 900
BEL FUSE INC CLASS A CL A 077347201 14 700 SH SOLE 700
BEL FUSE INC CL-B CL B 077347300 11 500 SH SOLE 500
BELCO OIL & GAS COM 077410108 21 2,000 SH SOLE 2,000
BELDEN INC COM 077459105 1,392 50,600 SH SOLE 50,600
BELL & HOWELL CO COM 077852101 1,384 44,300 SH SOLE 44,300
BELL ATLANTIC CORP COM 077853109 1,901 31,100 SH OTHER (1) 31,100
BELL ATLANTIC CORP COM 077853109 121,447 1,986,868 SH SOLE 1,986,868
BELL INDUSTRIES INC COM 078107109 2 600 SH SOLE 600
BELL SOUTH CORP COM 079860102 9,452 201,100 SH OTHER (1) 201,100
BELL SOUTH CORP COM 079860102 113,251 2,409,592 SH SOLE 2,409,592
A.H. BELO CORP CL A COM SER A 080555105 1,341 75,000 SH SOLE 75,000
BEMIS COMPANY COM 081437105 2,781 75,411 SH SOLE 75,411
BEN & JERRYS HOMEMADE INC CL A 081465106 13 400 SH SOLE 400
BENCHMARK ELECTRONICS INC COM 08160H101 1,143 30,900 SH SOLE 30,900
BENTON OIL & GAS CO COM 083288100 1 400 SH SOLE 400
BERGEN BRUNSWIG CL A 083739102 1,699 251,700 SH SOLE 251,700
BERINGER WINES ESTATES CL B 084102102 1,352 37,700 SH SOLE 37,700
BERKLEY (WR) CORP COM 084423102 1,130 49,000 SH SOLE 49,000
BERKSHIRE BANCORP COM 084597103 16 500 SH SOLE 500
BERKSHIRE HATHAWAY CL A. CL A 084670108 47,876 837 SH SOLE 837
BERKSHIRE HATHAWAY CL B. CL B 084670207 4,406 2,421 SH SOLE 2,421
BERRY PETROLEUM CL A CL A 085789105 17 1,000 SH SOLE 1,000
BEST BUY COM 086516101 22,326 259,600 SH SOLE 259,600
BESTFOODS CORP COM 08658U101 16,679 356,300 SH SOLE 356,300
BETHLEHEM STEEL CORP COM 087509105 2,104 350,678 SH SOLE 350,678
BEVERLY ENTERPRISES INC. COM NEW 087851309 624 169,100 SH SOLE 169,100
BEYOND.COM CORPORATION COM 08860E101 366 85,600 SH SOLE 85,600
BILLING CONCEPTS CORP COM 090063108 63 8,900 SH SOLE 8,900
BINDLY WESTERN INDUSTRIES COM 090324104 956 70,464 SH SOLE 70,464
BINDVIEW DEVELOPMENT CORP COM 090327107 2,994 96,400 SH SOLE 96,400
BIO RAD LABS INCORPORATED CL A 090572207 14 500 SH SOLE 500
BIO-TECHNOLOGY GENERAL COM 090578105 1,564 100,900 SH SOLE 100,900
BIOCRYSTAL PHARMACEUTICAL COM 09058V103 19 700 SH SOLE 700
BIOGEN INC COM 090597105 13,388 191,600 SH SOLE 191,600
BIOMATRIX INC COM 09060P102 1,104 43,300 SH SOLE 43,300
BIOMET COM 090613100 5,192 142,732 SH SOLE 142,732
BIOMARIN PHARMACEUTICAL COM 09061G101 39 1,100 SH SOLE 1,100
BIOPURE CORP CL A 09065H105 17 500 SH SOLE 500
BIRMINGHAM STEEL CORP COM 091250100 30 5,800 SH SOLE 5,800
BIRMINGHAM UTILITIES COM 091270108 5 300 SH SOLE 300
BLACK & DECKER COM 091797100 4,290 114,197 SH SOLE 114,197
BLACK BOX CORPORATION COM 091826107 2,541 36,700 SH SOLE 36,700
BLACK HILLS CORP COM 092113109 790 35,800 SH SOLE 35,800
E.W. BLANCH HOLDINGS COM 093210102 856 42,800 SH SOLE 42,800
BLOCK DRUG CO CL A 093644102 14 515 SH SOLE 515
BLOCK H&R INC COM 093671105 5,666 126,617 SH SOLE 126,617
BLOUNT INTL INC COM 095180105 15 1,200 SH SOLE 1,200
BLUESTONE SOFTWARE COM 09623P102 17 500 SH SOLE 500
BLYTH INDUSTRIES INC COM 09643P108 849 31,100 SH SOLE 31,100
BOB EVANS FARMS INC COM 096761101 904 72,300 SH SOLE 72,300
BOCA RESORTS INC-CL.A CL A 09688T106 11 1,300 SH SOLE 1,300
BOEING CO COM 097023105 1,081 28,500 SH OTHER (1) 28,500
BOEING CO COM 097023105 42,584 1,122,478 SH SOLE 1,122,478
BOISE CASCADE CORP COM 097383103 2,628 75,616 SH SOLE 75,616
BOISE CASCADE OFFICE COM 097403109 2,076 126,800 SH SOLE 126,800
THE BOMBAY COMPANY INC. COM 097924104 29 8,800 SH SOLE 8,800
BONE CARE INTERNL INC COM 098072101 24 1,400 SH SOLE 1,400
BOOKS-A-MILLION INC COM 098570104 21 3,500 SH SOLE 3,500
BORDERS GROUP COM 099709107 925 53,800 SH SOLE 53,800
BORG-WARNER AUTOMOTIVE COM 099724106 2,170 55,117 SH SOLE 55,117
BOSTON ACOUSTICS INC COM 100534106 8 800 SH SOLE 800
BOSTON BEER COMPANY CL A 100557107 2 300 SH SOLE 300
BOSTON COMMUNICATIONS COM 100582105 9 1,300 SH SOLE 1,300
BOSTON PROPERTIES (REIT) COM 101121101 54 1,700 SH SOLE 1,700
BOSTON SCIENTIFIC COM 101137107 11,495 539,350 SH SOLE 539,350
BOTTOMLINE TECHNOLOGIES COM 101388106 11 300 SH SOLE 300
BOWATER INC COM 102183100 1,745 32,700 SH SOLE 32,700
BOWNE & CO INC COM 103043105 901 70,000 SH SOLE 70,000
BOYD GAMING CORP COM 103304101 14 2,800 SH SOLE 2,800
BOYDS COLLECTION LTD COM 103354106 13 2,200 SH SOLE 2,200
BRADLEY REAL ESTATE REIT COM 104580105 12 700 SH SOLE 700
BRADY CORPORATION CL A 104674106 1,497 48,000 SH SOLE 48,000
BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 12 700 SH SOLE 700
BRAUN CONSULTING INC COM 105651103 19 600 SH SOLE 600
BREAKAWAY SOLUTIONS INC COM 106372105 46 1,000 SH SOLE 1,000
BRENTON BANKS INC COM 107211104 2 200 SH SOLE 200
BRIGGS & STRATTON CORP COM 109043109 1,365 33,200 SH SOLE 33,200
BRIGHTPOINT INCORPORATED COM 109473108 1,371 111,950 SH SOLE 111,950
BRINKER INTL INC COM 109641100 1,087 36,600 SH SOLE 36,600
BRIO TECHNOLOGY COM 109704106 34 900 SH SOLE 900
BRISTOL-MYERS SQUIBB CO COM 110122108 8,870 153,600 SH OTHER (1) 153,600
BRISTOL-MYERS SQUIBB CO COM 110122108 144,165 2,496,364 SH SOLE 2,496,364
BROADBASE SOFTWARE INC. COM 11130R100 96 1,200 SH SOLE 1,200
BROADCOM CORPORATION CL A 111320107 14,475 59,600 SH SOLE 59,600
BROADVISION COM 111412102 6,305 140,500 SH SOLE 140,500
BROADWING INC COM 111620100 4,303 115,700 SH OTHER (1) 115,700
BROADWING INC COM 111620100 4,634 124,620 SH SOLE 124,620
BROCADE COMM. SYSTEMS COM 111621108 502 2,800 SH SOLE 2,800
BROOKDALE LIVING CMNTYS INC COM 112462106 14 1,300 SH SOLE 1,300
BROOKE GROUP LTD COM 112525100 444 36,435 SH SOLE 36,435
BROOKLINE BANCORP COM 113739106 13 1,400 SH SOLE 1,400
BROOKS AUTOMATION INC. COM 11434A100 1,750 28,000 SH SOLE 28,000
BROWN & BROWN INC COM 115236101 921 23,800 SH SOLE 23,800
BROWN-FORMAN CORP - CL B CL B 115637209 4,782 87,844 SH SOLE 87,844
TOM BROWN INC. COM NEW 115660201 1,213 66,000 SH SOLE 66,000
BROWN SHOE COMPANY INC COM 115736100 52 4,300 SH SOLE 4,300
BRUNSWICK CORP COM 117043109 2,214 116,907 SH SOLE 116,907
BRUSH WELLMAN INC COM 117421107 55 3,100 SH SOLE 3,100
BUCA INC COM 117769109 14 1,100 SH SOLE 1,100
BSQUARE COM 11776U102 18 800 SH SOLE 800
BUCKEYE PARTNERS UNIT LTD PARTN 118230101 18 700 SH SOLE 700
BUCKEYE TECHNOLOGIES INC. COM 118255108 1,126 63,900 SH SOLE 63,900
BUCKLE INC COM 118440106 647 40,150 SH SOLE 40,150
BUDGET GROUP INC CL A 119003101 8 1,600 SH SOLE 1,600
BUFFETS INCORPORATED COM 119882108 646 71,500 SH SOLE 71,500
BUILDING MATERIAL HOLDING COM 120113105 17 1,900 SH SOLE 1,900
BULL RUN CORP COM 120182100 4 1,100 SH SOLE 1,100
BURLINGTON COAT FACTORY COM 121579106 1,446 84,140 SH SOLE 84,140
BURLINGTON NORTHERN SANTA COM 12189T104 13,008 587,928 SH SOLE 587,928
BURLINGTON RESOURCES COM 122014103 10,615 286,889 SH SOLE 286,889
BURNHAM PACIFIC PROP REIT COM 12232C108 11 1,500 SH SOLE 1,500
BURR-BROWN CORP COM 122574106 1,784 32,800 SH SOLE 32,800
BUSH BOAKE ALLEN INC COM 123162109 962 34,600 SH SOLE 34,600
BUTLER MANUFACTURING CO COM 123655102 32 1,300 SH SOLE 1,300
BUY.COM INC COM 124269101 30 3,100 SH SOLE 3,100
C & D TECHNOLOGIES COM 124661109 1,451 24,600 SH SOLE 24,600
CAIS INTERNET INC COM 12476Q102 12 500 SH SOLE 500
CBL & ASSOC PROP (REIT) COM 124830100 10 500 SH SOLE 500
CCB FINANCIAL COM 124875105 974 22,000 SH SOLE 22,000
CCC INFORMATION SERVICES COM 12487Q109 24 1,100 SH SOLE 1,100
CB RICHARD ELLIS SERVICES COM 12489L108 12 1,100 SH SOLE 1,100
CBRL GROUP INC COM 12489V106 1,233 123,300 SH SOLE 123,300
CBS CORPORATION COM 12490K107 55,525 980,568 SH SOLE 980,568
CFW COMMUNICATION COM 124923103 914 23,200 SH SOLE 23,200
C-BRIDGE NET SOLUTIONS COM 12500B105 23 400 SH SOLE 400
C-COR.NET CORPORATION COM 125010108 2,911 59,400 SH SOLE 59,400
C-CUBE MICROSYSTEMS INC COM 125015107 1,718 23,600 SH SOLE 23,600
CDI CORP COM 125071100 690 36,300 SH SOLE 36,300
CDNOW INC COM 125086108 190 50,300 SH SOLE 50,300
CDW COMPUTER CENTERS INC COM 125129106 2,288 27,100 SH SOLE 27,100
CEC ENTERTAINMENT COM 125137109 1,382 50,950 SH SOLE 50,950
CH ENERGY GROUP INC COM 12541M102 1,051 34,600 SH SOLE 34,600
C.H. ROBINSON WORLDWIDE COM 12541W100 1,062 28,500 SH SOLE 28,500
CIGNA CORPORATION COM 125509109 16,693 220,365 SH SOLE 220,365
CIT GROUP INCORPORATED CL A 125577106 2,689 137,900 SH SOLE 137,900
CKE RESTAURANTS INC COM 12561E105 620 97,300 SH SOLE 97,300
CLECO CORPORATION COM 12561W105 1,406 42,300 SH SOLE 42,300
CK WITCO CORP COM 12562C108 658 64,624 SH SOLE 64,624
CMG INFORMATION SEVICES COM 125750109 17,135 151,218 SH SOLE 151,218
CMI CORP CL-A CL A 125761304 7 1,600 SH SOLE 1,600
CMP GROUP INC COM 125887109 1,809 62,100 SH SOLE 62,100
CMS ENERGY CORPORATION COM 125896100 2,661 146,800 SH SOLE 146,800
CPI CORP COM 125902106 49 2,100 SH SOLE 2,100
CSS INDUSTRIES INC COM 125906107 11 600 SH SOLE 600
CTG RESOURCES INC STK COM 125957100 543 14,600 SH SOLE 14,600
CTB INTERNATIONAL CORP COM 125960104 11 1,600 SH SOLE 1,600
CSK AUTO CORPORATION COM 125965103 729 52,300 SH SOLE 52,300
CNA FINANCIAL CORP. COM 126117100 3,564 110,300 SH SOLE 110,300
CNA SURETY CORPORATION COM 12612L108 1,300 93,300 SH SOLE 93,300
CNF TRANSPORTATION INC COM 12612W104 763 27,500 SH SOLE 27,500
CNET NETWORKS INC COM 12613R104 2,185 43,100 SH SOLE 43,100
CSG SYSTEMS INTERNATIONAL COM 126349109 1,279 26,200 SH SOLE 26,200
CSX CORP COM 126408103 6,186 263,255 SH SOLE 263,255
CTC COMMUNICATIONS GROUP COM 126419100 1,944 45,600 SH SOLE 45,600
CT COMMUNICATIONS INC COM NEW 126426402 30 500 SH SOLE 500
CTS CORP. COM 126501105 935 16,400 SH SOLE 16,400
CUNO COM 126583103 1,001 36,900 SH SOLE 36,900
CVB FINANCIAL CORPORATION COM 126600105 651 46,100 SH SOLE 46,100
CV REIT INC COM 126640101 13 1,400 SH SOLE 1,400
CVS CORPORATION COM 126650100 19,135 509,422 SH SOLE 509,422
CV THERAPEUTICS INC COM 126667104 1,706 34,000 SH SOLE 34,000
CABLEVISION SYSTEMS CL. A CL A 12686C109 3,943 64,900 SH SOLE 64,900
CABLETRON SYSTEMS INC COM 126920107 1,178 40,200 SH OTHER (1) 40,200
CABLETRON SYSTEMS INC COM 126920107 6,775 231,129 SH SOLE 231,129
CABLE DESIGN TECHNOLOGIES COM 126924109 2,075 61,150 SH SOLE 61,150
CACHEFLOW INC COM 126946102 201 1,700 SH SOLE 1,700
CABOT CORP COM 127055101 1,205 39,500 SH SOLE 39,500
CABOT INDUSTRIAL TRUST COM 127072106 17 900 SH SOLE 900
CABOT OIL & GAS CL A CL A 127097103 856 47,400 SH SOLE 47,400
CACI INTERNATIONAL CL A 127190304 18 600 SH SOLE 600
CADENCE DESIGN SYSTEMS COM 127387108 1,921 92,600 SH OTHER (1) 92,600
CADENCE DESIGN SYSTEMS COM 127387108 3,020 145,550 SH SOLE 145,550
CADIZ INC COM 127537108 14 1,600 SH SOLE 1,600
CADMUS COMM CORP COM 127587103 12 1,400 SH SOLE 1,400
CAL DIVE INTERNATIONAL COM 127914109 1,741 34,300 SH SOLE 34,300
CALGON CARBON CORPORATION COM 129603106 3 500 SH SOLE 500
CALICO COMMERCE INC. COM 129897104 29 900 SH SOLE 900
CALIFORNIA AMPLIFIER INC COM 129900106 19 600 SH SOLE 600
CALIFORNIA WATER SERVICE COM 130788102 484 21,200 SH SOLE 21,200
CALIPER TECHNOLOGIES CORP COM 130876105 40 500 SH SOLE 500
CALLAWAY GOLF COM 131193104 2,345 151,300 SH SOLE 151,300
CALLON PETROLEUM COM 13123X102 13 1,100 SH SOLE 1,100
CALPINE CORPORATION COM 131347106 3,422 36,400 SH SOLE 36,400
CAM DATA SYSTEMS INC COM 131730103 8 500 SH SOLE 500
CAMBREX CORPORATION COM 132011107 2,571 59,100 SH SOLE 59,100
CAMBRIDGE TECHNOLOGY COM 132524109 1,539 113,500 SH SOLE 113,500
CAMDEN PROPERTY (REIT) SH BEN INT 133131102 27 1,000 SH SOLE 1,000
CAMERON ASHLEY COM 133290106 17 1,000 SH SOLE 1,000
CAMPBELL SOUP COMPANY COM 134429109 16,486 536,127 SH SOLE 536,127
CANANDAIGUA BRANDS INC- A CL A 137219200 1,979 38,800 SH SOLE 38,800
CAPITAL CITY BANK GROUP COM 139674105 10 500 SH SOLE 500
CAPITAL ONE FINANCIAL COM 14040H105 3,121 65,100 SH OTHER (1) 65,100
CAPITAL ONE FINANCIAL COM 14040H105 12,195 254,400 SH SOLE 254,400
CAPITOL BANCORP LTD COM 14056D105 9 700 SH SOLE 700
CAPITOL FEDERAL FINL COM 14057C106 17 1,800 SH SOLE 1,800
CAPROCK COMMUNICATIONS COM 140667106 44 900 SH SOLE 900
CAPSTEAD MORTGAGE CORP COM 14067E100 7 1,700 SH SOLE 1,700
THE CARBIDE/GRAPHITE GR COM 140777103 5 1,100 SH SOLE 1,100
CARBO CERAMICS COM 140781105 14 500 SH SOLE 500
CARAUSTAR INDUSTRIES INC. COM 140909102 638 45,200 SH SOLE 45,200
CARDINAL HEALTH INC COM 14149Y108 16,481 359,260 SH SOLE 359,260
CAREMARK RX INC COM 141705103 1,536 366,800 SH SOLE 366,800
CAREINSITE INC. COM 14170M106 44 1,900 SH SOLE 1,900
CAREY DIVERSIFIED LLC COM 14174P105 12 700 SH SOLE 700
CARY INTERNATIONAL COM 141750109 9 500 SH SOLE 500
CARLISLE COMPANIES INC COM 142339100 2,436 60,900 SH SOLE 60,900
CARMIKE CINEMAS INC CL A 143436103 12 2,200 SH SOLE 2,200
CARNIVAL CORP CLASS A COM 143658102 11,111 447,800 SH SOLE 447,800
CAROLINA FIRST COM 143877108 630 48,000 SH SOLE 48,000
CAROLINA POWER & LIGHT CO COM 144141108 6,792 209,377 SH SOLE 209,377
CARPENTER TECH COM 144285103 870 41,800 SH SOLE 41,800
CARRAMERICA REALTY REIT COM 144418100 34 1,600 SH SOLE 1,600
CARRIER ACCESS CORP. COM 144460102 2,876 54,000 SH OTHER (1) 54,000
CARRIER ACCESS CORP. COM 144460102 192 3,600 SH SOLE 3,600
CARTER WALLACE INC COM 146285101 1,628 86,800 SH SOLE 86,800
CASCADE BANCORP COM 147154108 7 880 SH SOLE 880
CASCADE NATURAL GAS CORP COM 147339105 42 2,600 SH SOLE 2,600
CASEY'S GENERAL STORES COM 147528103 1,413 129,900 SH SOLE 129,900
CASH AMERICA INT'L COM 14754D100 73 5,900 SH SOLE 5,900
CASTLE (A.M.) & CO COM 148411101 34 2,700 SH SOLE 2,700
CATALINA MARKETING CORP COM 148867104 1,063 10,500 SH SOLE 10,500
CATALYTICA INC. COM 148885106 1,040 71,400 SH SOLE 71,400
CATELLUS DEV CORP COM 149111106 888 64,000 SH SOLE 64,000
CATERPILLAR INC COM 149123101 17,648 447,486 SH SOLE 447,486
CATHAY BANCORP COM 149150104 731 15,900 SH SOLE 15,900
CATO CORP CLASS A CL A 149205106 74 6,300 SH SOLE 6,300
CEDAR FAIR LP DEPOSITRY UNIT 150185106 22 1,100 SH SOLE 1,100
CELL GENESYS INC COM 150921104 17 800 SH SOLE 800
CELLSTAR CORPORATION COM 150925105 899 112,400 SH SOLE 112,400
CELESTIAL SEASONINGS COM 151016102 14 400 SH SOLE 400
CELGENE CORP COM 151020104 4,042 40,600 SH SOLE 40,600
CELL PATHWAYS INC. COM 15114R101 21 600 SH SOLE 600
CENDANT CORPORATION COM 151313103 16,727 904,153 SH SOLE 904,153
CENIT BANCORP INC COM 15131W109 5 500 SH SOLE 500
CENTENNIAL BNCP COM 15133T104 9 907 SH SOLE 907
CENTENNIAL CELLULAR CL A NEW 15133V208 1,342 55,200 SH SOLE 55,200
CENTER TRUST INC CENTER TR INC 151845104 9 1,400 SH SOLE 1,400
CENTERPOINT PROP (REIT) SH BEN INT 151895109 18 500 SH SOLE 500
CENTEX CORP COM 152312104 1,827 76,722 SH SOLE 76,722
CENTIGRAM COMMUNICATIONS COM 152317103 23 1,200 SH SOLE 1,200
CENTEX CONSTRUCTION COM 15231R109 869 33,100 SH SOLE 33,100
CENTRA SOFTWARE INC. COM 15234X103 13 600 SH SOLE 600
CENTRAL & SOUTH WEST CORP COM 152357109 4,289 251,343 SH SOLE 251,343
CENTRAL COAST BANCORP COM 153145107 14 880 SH SOLE 880
CENTRAL EUROPEAN DIST. COM 153435102 2 400 SH SOLE 400
CENTRAL GARDEN & PET COM 153527106 17 1,700 SH SOLE 1,700
CENTRAL NEWSPAPERS CL A 154647101 595 17,700 SH SOLE 17,700
CENTRAL PARKING CORP COM 154785109 1,550 77,500 SH SOLE 77,500
CENTRAL VERMONT PUBLIC SV COM 155771108 26 2,500 SH SOLE 2,500
CENTURA BANKS COM 15640T100 1,405 30,670 SH SOLE 30,670
CENTURY BUSINESS SERVICES COM 156490104 444 152,700 SH SOLE 152,700
CENTURY SOUTH BANKS INC COM 156683104 8 400 SH SOLE 400
CENTURYTEL INC COM 156700106 4,644 125,100 SH OTHER (1) 125,100
CENTURYTEL INC COM 156700106 6,415 172,787 SH SOLE 172,787
CEPHALON INC COM 156708109 2,355 62,800 SH SOLE 62,800
CERIDIAN CORP COM 15677T106 3,314 172,718 SH SOLE 172,718
CERNER CORPORATION COM 156782104 1,968 72,900 SH SOLE 72,900
CERUS CORPORATION COM 157085101 1,139 23,600 SH SOLE 23,600
CHALONE INC COM 157639105 2 200 SH SOLE 200
CHAMPION ENTERPRISES INC COM 158496109 521 90,600 SH SOLE 90,600
CHAMPION INTL CORP COM 158525105 6,640 124,700 SH SOLE 124,700
CHAMPIONSHIP AUTO RACING COM 158711101 11 500 SH SOLE 500
CHARTER ONE FINANCIAL INC COM 160903100 2,533 120,625 SH SOLE 120,625
CHARMING SHOPPES INC. COM 161133103 1,032 181,500 SH SOLE 181,500
CHARTER COMMUNICATIONS CL A 16117M107 62 4,300 SH SOLE 4,300
CHASE MANHATTAN CORP COM 16161A108 2,755 31,600 SH OTHER (1) 31,600
CHASE MANHATTAN CORP COM 16161A108 91,999 1,055,190 SH SOLE 1,055,190
CHATEAU COMMUNITY (REIT) COM 161726104 15 600 SH SOLE 600
CHATTEM INCORPORATED COM 162456107 16 1,100 SH SOLE 1,100
CHEAP TICKETS INC. COM 162672109 14 1,000 SH SOLE 1,000
CHECKFREE HOLDINGS CORP. COM 162816102 2,284 32,400 SH SOLE 32,400
CHECKPOINT SYSTEMS INC COM 162825103 49 5,800 SH SOLE 5,800
CHEESECAKE FACTORY INC COM 163072101 1,877 45,100 SH SOLE 45,100
CHELSEA GCA REALTY (REIT) COM 163262108 15 500 SH SOLE 500
CHEMED COM 163596109 75 2,500 SH SOLE 2,500
CHEMFIRST INC COM 16361A106 877 45,100 SH SOLE 45,100
CHEMFAB CORP COM 16361L102 10 700 SH SOLE 700
CHEMICAL FINANCIAL CORP COM 163731102 517 23,346 SH SOLE 23,346
CHESAPEAKE CORP COM 165159104 1,109 37,500 SH SOLE 37,500
CHEVRON CORPORATION COM 166751107 4,945 53,500 SH OTHER (1) 53,500
CHEVRON CORPORATION COM 166751107 77,192 835,068 SH SOLE 835,068
CHICOS COM 168615102 665 39,200 SH SOLE 39,200
CHILDREN'S PLACE STORES COM 168905107 774 54,300 SH SOLE 54,300
CHOICE HOTELS INTL INC COM 169905106 1,416 98,100 SH SOLE 98,100
CHIQUITTA BRANDS INTL COM 170032106 60 12,700 SH SOLE 12,700
CHIREX CORP COM 170038103 587 30,500 SH SOLE 30,500
CHIRON CORP COM 170040109 5,447 109,212 SH SOLE 109,212
CHITTENDEN CORP COM 170228100 1,576 53,100 SH SOLE 53,100
CHOICEPOINT INC. COM 170388102 2,071 55,400 SH SOLE 55,400
CHOICE ONE COMMUNICATIONS COM 17038P104 25 700 SH SOLE 700
CHORDIANT SOFTWARE COM 170404107 13 800 SH SOLE 800
CHRIS-CRAFT INDUSTRIES COM 170520100 1,301 20,426 SH SOLE 20,426
CHROMATICS COLOR SCI INTL COM NEW 171116304 7 1,300 SH SOLE 1,300
CHROMCRAFT REVINGTON COM 171117104 6 800 SH SOLE 800
CHROMAVISION MED SYSTEMS COM 17111P104 12 800 SH SOLE 800
CHUBB CORP COM 171232101 14,830 219,507 SH SOLE 219,507
CHURCH AND DWIGHT INC COM 171340102 1,433 83,400 SH SOLE 83,400
CIBER INC COM 17163B102 775 37,800 SH SOLE 37,800
CIDCO INC. COM 171768104 1 200 SH SOLE 200
CIENA CORPORATION COM 171779101 9,913 78,600 SH SOLE 78,600
CINCINNATI FINL CORP COM 172062101 7,945 211,159 SH SOLE 211,159
CINERGY CORP COM 172474108 4,417 205,465 SH SOLE 205,465
CIRCLE INTERNATIONAL COM 172574105 1,105 42,500 SH SOLE 42,500
CIRCUIT CITY STORES COM 172737108 16,193 266,012 SH SOLE 266,012
CIRCOR INTL INC COM 17273K109 13 950 SH SOLE 950
CIRRUS LOGIC INC COM 172755100 2,427 133,000 SH SOLE 133,000
CISCO SYSTEMS INC COM 17275R102 16,050 207,600 SH OTHER (1) 207,600
CISCO SYSTEMS INC COM 17275R102 666,347 8,618,878 SH SOLE 8,618,878
CITADEL COMMUNICATIONS COM 172853202 34 800 SH SOLE 800
CINTAS CORP COM 172908105 4,117 105,050 SH SOLE 105,050
CITIGROUP INC COM 172967101 11,557 194,850 SH OTHER (1) 194,850
CITIGROUP INC COM 172967101 255,270 4,303,810 SH SOLE 4,303,810
CITIZENS BANKING CORP MIC COM 174420109 39 1,990 SH SOLE 1,990
CITIZENS UTILITIES CO CL B 177342201 2,576 157,318 SH SOLE 157,318
CITRIX SYSTEMS INC COM 177376100 1,034 15,600 SH OTHER (1) 15,600
CITRIX SYSTEMS INC COM 177376100 15,383 232,200 SH SOLE 232,200
CITY HLDG CO. COM 177835105 10 800 SH SOLE 800
CITY NATIONAL CORP COM 178566105 5,033 149,400 SH OTHER (1) 149,400
CITY NATIONAL CORP COM 178566105 879 26,100 SH SOLE 26,100
CLAIRE'S STORES INC. COM 179584107 1,915 95,475 SH SOLE 95,475
CLARCOR INCORPORATED COM 179895107 890 50,150 SH SOLE 50,150
CLARENT CORP COM 180461105 72 800 SH SOLE 800
DICK CLARK PROD INC COM 181512104 12 900 SH SOLE 900
CLARUS CORP COM 182707109 21 300 SH SOLE 300
CLAYTON HOMES COM 184190106 685 67,682 SH SOLE 67,682
CLEAR CHANNEL COMMUNICATIONS COM 184502102 29,895 432,864 SH SOLE 432,864
CLEVELAND CLIFFS COM 185896107 519 21,800 SH SOLE 21,800
CLOROX CO COM 189054109 9,641 296,632 SH SOLE 296,632
CLOSURE MEDICAL CORP COM 189093107 24 900 SH SOLE 900
COACHMEN INDUSTRIES INC COM 189873102 51 3,700 SH SOLE 3,700
COAST BANCORP COM 190297101 13 500 SH SOLE 500
COASTAL BANCORP INC COM 19041P105 13 800 SH SOLE 800
COASTAL CORP COM 190441105 12,546 272,742 SH SOLE 272,742
COASTAL FINL CORP COM 19046E105 11 924 SH SOLE 924
THE COBALT GROUP INC. COM 19074Q103 2 200 SH SOLE 200
COBALT NETWORKS COM 19074R101 33 700 SH SOLE 700
COCA COLA BOTTLING COM 191098102 773 14,600 SH SOLE 14,600
COCA-COLA COMPANY COM 191216100 145,590 3,101,782 SH SOLE 3,101,782
COCA COLA ENTERPRISES COM 191219104 11,023 511,200 SH SOLE 511,200
COEUR D'ALENE MINING COM 192108108 17 5,800 SH SOLE 5,800
COGNEX CORP. COM 192422103 346 6,000 SH SOLE 6,000
COGNITRONICS CORP COM 192432102 7 600 SH SOLE 600
COHERENT INC. COM 192479103 2,704 52,000 SH SOLE 52,000
COHOES BANCORP INC COM 192513109 12 1,200 SH SOLE 1,200
COHU INC COM 192576106 1,563 37,500 SH SOLE 37,500
COINSTAR INC COM 19259P300 14 1,100 SH SOLE 1,100
COLDWATER CREEK INC COM 193068103 12 700 SH SOLE 700
KENNETH COLE PRODUCTIONS CL A 193294105 1,525 38,850 SH SOLE 38,850
COLGATE PALMOLIVE CO COM 194162103 2,469 43,800 SH OTHER (1) 43,800
COLGATE PALMOLIVE CO COM 194162103 41,624 738,336 SH SOLE 738,336
COLLINS & AIKMAN CORP COM 194830105 7 1,300 SH SOLE 1,300
COLONIAL BANCGROUP INC. COM 195493309 726 67,500 SH SOLE 67,500
COLONIAL PROPERTS (REIT) COM SH BEN INT 195872106 12 500 SH SOLE 500
COLUMBIA BKG SYS INC COM 197236102 13 1,100 SH SOLE 1,100
COLUMBIA ENERGY GROUP COM 197648108 6,199 104,624 SH SOLE 104,624
COLUMBIA/HCA HEALTHCARE COM 197677107 18,222 719,888 SH SOLE 719,888
COLUMBIA SPORTSWEAR COM 198516106 22 900 SH SOLE 900
COLUMBUS MCKINNON CORP. COM 199333105 7 500 SH SOLE 500
COMFORT SYSTEMS COM 199908104 385 60,400 SH SOLE 60,400
COMCAST CORP CLASS A COM 200300101 701 17,000 SH SOLE 17,000
COMCAST SPECIAL A CL A SPL 200300200 50,542 1,165,234 SH SOLE 1,165,234
COMDISCO INC COM 200336105 4,190 94,966 SH SOLE 94,966
COMERICA INC COM 200340107 8,678 207,226 SH SOLE 207,226
COMMERCE BANCORP INC COM 200519106 800 21,630 SH SOLE 21,630
COMMERCE BANCSHARES COM 200525103 1,046 33,528 SH SOLE 33,528
COMMERCE GROUP INC COM 200641108 1,876 63,600 SH SOLE 63,600
COMMERCE ONE COM 200693109 284 1,900 SH SOLE 1,900
COMMERCIAL FEDERAL CORP COM 201647104 2,091 125,800 SH SOLE 125,800
COMMERCIAL METALS COM 201723103 744 26,933 SH SOLE 26,933
COMMERCIAL NET LEASE COM 202218103 10 1,000 SH SOLE 1,000
COMMONWEALTH INDUSTRIES COM 203004106 41 4,500 SH SOLE 4,500
COMMONWEALTH TELEPHONE COM 203349105 70 1,500 SH SOLE 1,500
COMMSCOPE INC. COM 203372107 3,399 74,500 SH OTHER (1) 74,500
COMMSCOPE INC. COM 203372107 1,364 29,900 SH SOLE 29,900
COMMUNICATION INTELL COM 20338K106 11 1,900 SH SOLE 1,900
COMMUNITY BANK SYSTEM COM 203607106 11 500 SH SOLE 500
COMMUNITY FIRST BANKSHARE COM 203902101 1,680 105,000 SH SOLE 105,000
COMMUNITY TRUST BANKCORP COM 204149108 12 660 SH SOLE 660
COMPAQ COMPUTERS COM 204493100 57,535 2,160,953 SH SOLE 2,160,953
COMPASS BANCSHARES INC COM 20449H109 1,438 72,112 SH SOLE 72,112
COMPLETE BUSINESS SOLUTNS COM 20452F107 1,562 69,800 SH SOLE 69,800
COMPTEK RESEARCH INC COM 204682108 14 1,000 SH SOLE 1,000
COMPUCREDIT CORP COM 20478N100 43 1,200 SH SOLE 1,200
COMPUTER ASSOC INT'L INC COM 204912109 40,446 683,352 SH SOLE 683,352
COMPUTER NETWORK TECH COM 204925101 817 46,700 SH SOLE 46,700
COMPUTER SCIENCES CORP COM 205363104 17,113 216,284 SH SOLE 216,284
COMPUTER TASK GROUP COM 205477102 416 37,800 SH SOLE 37,800
COMPUWARE CORPORATION COM 205638109 9,703 460,700 SH SOLE 460,700
COMPX INTERNATIONAL CL A 20563P101 15 800 SH SOLE 800
COMSAT CORPORATION COM SER 1 20564D107 2,057 99,752 SH SOLE 99,752
COMVERSE TECHNOLOGY COM 205862402 17,766 94,000 SH SOLE 94,000
CONAGRA INC COM 205887102 10,838 597,948 SH SOLE 597,948
CONCENTRIC NETWORK CORP COM 20589R107 336 6,100 SH SOLE 6,100
COMPUTER HORIZONS CORP COM 205908106 1,022 59,700 SH SOLE 59,700
COM21 INCORPORATED COM 205937105 2,218 47,200 SH SOLE 47,200
CONCORD COMMUNICATIONS COM 206186108 886 24,900 SH SOLE 24,900
CONCORD EFS INC COM 206197105 2,604 113,512 SH SOLE 113,512
CONCOUR TECHNOLOGIES COM 206708109 11 700 SH SOLE 700
CONCURRENT COMPUTER CORP COM 206710204 1,270 100,100 SH SOLE 100,100
CONE MILLS CORPORATION COM 206814105 22 5,000 SH SOLE 5,000
CONECTIV INCORPORATED COM 206829103 1,104 63,100 SH SOLE 63,100
CONESTOGA ENTERPRISE COM 207015108 15 700 SH SOLE 700
CONEXANT SYSTEMS INC COM 207142100 10,870 153,096 SH SOLE 153,096
CONMED CORP COM 207410101 704 28,100 SH SOLE 28,100
CONNECTICUT WATER SVC COM 207797101 14 500 SH SOLE 500
CONOCO INC CL A CL A 208251306 79 3,200 SH SOLE 3,200
CONOCO INC CLASS B CL B 208251405 11,721 457,400 SH SOLE 457,400
CONSECO INC COM 208464107 4,288 374,877 SH SOLE 374,877
CONSOL ENERGY INC COM 20854P109 19 1,800 SH SOLE 1,800
CONS EDISON INCORPORATED COM 209115104 7,865 271,191 SH SOLE 271,191
CONSOLIDATED FREIGHTWAYS COM 209232107 9 1,500 SH SOLE 1,500
CONSOLIDATED GRAPHICS COM 209341106 463 36,100 SH SOLE 36,100
CONSOLIDATED PAPERS COM 209759109 2,195 57,100 SH SOLE 57,100
CONSOLIDATED PRODUCTS COM 209798107 61 6,480 SH SOLE 6,480
CONSOLIDATED STORES CORP COM 210149100 1,676 147,300 SH SOLE 147,300
CONSOLIDATED TOMOKA COM 210226106 12 1,100 SH SOLE 1,100
CONSTELLATION ENERGY GRP COM 210371100 6,068 190,358 SH SOLE 190,358
CONTINENTAL AIR CL B 210795308 1,684 41,200 SH SOLE 41,200
CONVERGENT COMMUNICATIONS COM NEW 211914403 10 900 SH SOLE 900
CONVERGYS CORP COM 212485106 3,480 90,100 SH SOLE 90,100
COOPER CAMERON CORP COM 216640102 2,434 36,400 SH SOLE 36,400
COOPER COS INC COM NEW 216648402 850 26,400 SH SOLE 26,400
COOPER INDUSTRIES INC COM 216669101 4,461 127,455 SH SOLE 127,455
COOPER TIRE & RUBBER CO COM 216831107 2,438 194,064 SH SOLE 194,064
COORS ADOLPH CO - CL B CL B 217016104 2,332 48,777 SH SOLE 48,777
COORSTEK INC COM 217020106 10 250 SH SOLE 250
COPART COM 217204106 1,943 111,000 SH SOLE 111,000
COPPER MOUNTAIN NETWORKS COM 217510106 98 1,200 SH SOLE 1,200
COR THERAPEUTIC COM 217753102 3,342 50,700 SH SOLE 50,700
CORDANT TECH COM 218412104 3,999 70,700 SH SOLE 70,700
CORDIANT COMM GROUP SPON ADR NEW 218514206 22 693 SH SOLE 693
CORINTHIAN COLL INC COM 218868107 10 600 SH SOLE 600
CORIXA CORPORATION COM 21887F100 45 1,100 SH SOLE 1,100
CORN PRODUCTS INTL. COM 219023108 188 7,800 SH SOLE 7,800
CORNELL CORRECTIONS INC COM 219141108 12 1,100 SH SOLE 1,100
CORNERSTONE PPTYS COM 21922H103 56 3,200 SH SOLE 3,200
CORNERSTONE REALTY INC COM 21922V102 13 1,200 SH SOLE 1,200
CORNING INCORPORATED COM 219350105 1,727 8,900 SH OTHER (1) 8,900
CORNING INCORPORATED COM 219350105 66,402 342,278 SH SOLE 342,278
CORPORATE EXECUTIVE BOARD COM 21988R102 20 400 SH SOLE 400
CORRECTIONAL SERVICES COM 219921103 6 1,200 SH SOLE 1,200
CORRECTIONAL PROP (REIT) COM 22025E104 13 1,100 SH SOLE 1,100
CORUS BANKSHARES INC COM 220873103 562 23,800 SH SOLE 23,800
CORVEL CORP COM 221006109 16 600 SH SOLE 600
COST PLUS INCORPORATED COM 221485105 1,664 49,200 SH SOLE 49,200
COSTCO WHOLESALE CORP COM 22160K105 6,124 116,500 SH OTHER (1) 116,500
COSTCO WHOLESALE CORP COM 22160K105 29,871 568,296 SH SOLE 568,296
COSTAR GROUP INC COM 22160N109 22 600 SH SOLE 600
COULTER PHARMACEUTICAL COM 222116105 21 700 SH SOLE 700
COUNTRYWIDE CREDIT COM 222372104 3,902 143,209 SH SOLE 143,209
COUSINS PROPERTIES (REIT) COM 222795106 26 700 SH SOLE 700
COVAD COMMUNICATIONS GRP COM 222814204 181 2,500 SH SOLE 2,500
COVANCE INC COM 222816100 1,169 108,700 SH SOLE 108,700
COVENTRY HEALTH CARE CORP COM 222862104 983 115,700 SH SOLE 115,700
COX COMMUNICATIONS CL A 224044107 15,861 327,021 SH SOLE 327,021
COX RADIO INC CLASS A CL A 224051102 1,487 17,700 SH SOLE 17,700
CRAFTMADE INTERNATIONAL COM 22413E104 8 1,200 SH SOLE 1,200
CRANE COMPANY COM 224399105 1,901 80,669 SH SOLE 80,669
CRAWFORD & CO CLASS B CL B 224633107 14 1,100 SH SOLE 1,100
CREATIVE BIOMOLECULES COM 225270107 13 1,300 SH SOLE 1,300
CREATIVE COMPUTERS INC. COM 22527E107 15 1,400 SH SOLE 1,400
CREDENCE SYSTEMS CORP COM 225302108 1,814 14,500 SH SOLE 14,500
CREE INC COM 225447101 1,975 17,500 SH SOLE 17,500
CRESCENT EQUITIES (REIT) COM 225756105 53 3,000 SH SOLE 3,000
CRESTLINE CAPITAL CORP COM 226153104 14 800 SH SOLE 800
CRITICAL PATH INC COM 22674V100 94 1,100 SH SOLE 1,100
CROSS COMPANY CL A 227478104 25 4,300 SH SOLE 4,300
CROSS TIMBERS OIL CO. COM 227573102 1,201 91,925 SH SOLE 91,925
CROSSMAN COMMUNITIES INC. COM 22764E109 11 700 SH SOLE 700
CROSSROADS SYSTEMS INC COM 22765D100 72 700 SH SOLE 700
CROWN CASTLE INTL COM 228227104 3,242 85,600 SH SOLE 85,600
CROWN CORK & SEAL INC COM 228255105 2,196 137,268 SH SOLE 137,268
C3 INCORPORATED COM 22942P109 10 1,500 SH SOLE 1,500
CUBIST PHARMACEUTICALS COM 229678107 21 500 SH SOLE 500
CULLEN FROST BANKERS COM 229899109 1,084 41,000 SH SOLE 41,000
CUMMINS ENGINE INC COM 231021106 2,091 55,680 SH SOLE 55,680
CUMULUS MEDIA INC. CL A 231082108 805 56,000 SH SOLE 56,000
CURATIVE HEALTH SERVICES COM 231264102 11 1,900 SH SOLE 1,900
CURAGEN CORPORATION COM 23126R101 75 1,600 SH SOLE 1,600
CURTISS-WRIGHT COM 231561101 601 16,400 SH SOLE 16,400
CYBER-CARE INC. COM 23243T105 17 900 SH SOLE 900
CYBERSOURCE CORP COM 23251J106 22 600 SH SOLE 600
CYBERONICS COM 23251P102 557 29,800 SH SOLE 29,800
CYBEX CORP COM 232522102 1,405 37,350 SH SOLE 37,350
CYMER INC. COM 232572107 2,870 57,400 SH SOLE 57,400
CYPRESS COMMUNICATIONS COM 232743104 29 1,200 SH SOLE 1,200
CYPRESS SEMICONDUCTOR COM 232806109 4,369 88,600 SH OTHER (1) 88,600
CYPRESS SEMICONDUCTOR COM 232806109 3,067 62,200 SH SOLE 62,200
CYRK INTERNATIONAL INC COM 232817106 37 4,200 SH SOLE 4,200
CYSIVE INC COM 23281T108 34 500 SH SOLE 500
CYTEC INDUSTRIES INC. COM 232820100 2,597 84,800 SH SOLE 84,800
CYOTGEN CORP COM 232824102 15 1,700 SH SOLE 1,700
D & E COMMUNICATIONS COM 232860106 15 700 SH SOLE 700
D&K HEALTHCARE RES. COM 232861104 12 1,000 SH SOLE 1,000
CYTYC CORP COM 232946103 3,339 69,200 SH SOLE 69,200
DII GROUP INC COM 232949107 2,374 21,000 SH SOLE 21,000
DBT ONLINE INC COM 233044106 616 33,200 SH SOLE 33,200
DPL INC COM 233293109 1,634 73,644 SH SOLE 73,644
DQE INC COM 23329J104 2,091 45,950 SH SOLE 45,950
D R HORTON INC COM 23331A109 1,907 146,000 SH SOLE 146,000
DST SYSTEMS INC COM 233326107 2,377 36,600 SH SOLE 36,600
DSP GROUP INC COM 23332B106 3,333 50,500 SH SOLE 50,500
DTE ENERGY COMPANY COM 233331107 5,643 194,603 SH SOLE 194,603
DT INDUS INC. COM 23333J108 15 1,200 SH SOLE 1,200
DAIN RAUSCHER CORPORATION COM 233856103 1,787 27,100 SH SOLE 27,100
DAISYTEK INTERNATIONAL COM 234053106 528 33,400 SH SOLE 33,400
DAL-TILE INTL INC COM 23426R108 710 89,500 SH SOLE 89,500
DALEEN TECHNOLOGIES COM 23437N104 16 800 SH SOLE 800
DALLAS SEMICONDUCTOR CORP COM 235204104 1,103 31,400 SH SOLE 31,400
DAMARK INTL INC. CL A 235691102 42 1,100 SH SOLE 1,100
DANA CORP COM 235811106 6,016 213,418 SH SOLE 213,418
DANAHER CORP COM 235851102 9,506 186,400 SH SOLE 186,400
DARDEN RESTAURANTS INC COM 237194105 3,126 175,520 SH SOLE 175,520
DATA BROADCASTING COM 237596101 438 57,400 SH SOLE 57,400
DATA RETURN CORPORATION COM 23785M104 33 900 SH SOLE 900
DATASCOPE CORP COM 238113104 1,118 35,200 SH SOLE 35,200
DATASTREAM SYSTEMS INC COM 238124101 15 500 SH SOLE 500
DATUM INC COM 238208102 25 1,100 SH SOLE 1,100
DAVE AND BUSTER'S INC COM 23833N104 15 1,700 SH SOLE 1,700
DAVOX CORP. COM 239208101 8 300 SH SOLE 300
DAYTON SUPERIOR CORP CL A COM 240028100 20 800 SH SOLE 800
DEAN FOODS COMPANY COM 242361103 590 22,050 SH SOLE 22,050
DEB SHOPS INC COM 242728103 10 700 SH SOLE 700
DEERE & CO COM 244199105 11,203 294,827 SH SOLE 294,827
DEL MONTE FOODS COMPANY COM 24522P103 16 1,500 SH SOLE 1,500
DELCO REMY INTL. INC. COM 246626105 9 1,200 SH SOLE 1,200
DELHAIZE AMERICA INC CL A 246688105 60 3,466 SH SOLE 3,466
DELL COMPUTER CORP COM 247025109 2,406 44,600 SH OTHER (1) 44,600
DELL COMPUTER CORP COM 247025109 173,934 3,224,728 SH SOLE 3,224,728
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 6,707 419,189 SH SOLE 419,189
DELPHI FINANCIAL GRP CL A 247131105 1,313 43,226 SH SOLE 43,226
DELTA & PINE LAND CO COM 247357106 1,600 81,000 SH SOLE 81,000
DELTA AIRLINES INC COM 247361108 9,037 169,706 SH SOLE 169,706
DELTA NATURAL GAS COM 247748106 3 200 SH SOLE 200
DELTIC TIMBER CORP COM 247850100 57 2,400 SH SOLE 2,400
DELTEK SYSTEMS COM 24785A108 18 1,200 SH SOLE 1,200
DELUXE CORP COM 248019101 2,665 100,572 SH SOLE 100,572
DENDRITE INTERNATIONAL COM 248239105 1,536 73,350 SH SOLE 73,350
DENTSPLY INT'L INC COM 249030107 973 34,300 SH SOLE 34,300
DEPARTMENT 56 INC. COM 249509100 517 34,900 SH SOLE 34,900
DETROIT DIESEL CORP COM 250837101 895 46,800 SH SOLE 46,800
DEVELOPERS DIVRS (REIT) COM 251591103 17 1,200 SH SOLE 1,200
DEVON ENERGY CORP COM 25179M103 2,302 47,402 SH SOLE 47,402
DEVRY INC COM 251893103 1,119 36,700 SH SOLE 36,700
DEXTER CORP COM 252165105 2,364 44,600 SH SOLE 44,600
DIAGNOSTIC PRODUCTS CORP COM 252450101 621 25,400 SH SOLE 25,400
DIAL CORPORATION COM 25247D101 932 67,800 SH SOLE 67,800
DIAMOND OFFSHORE DRILL COM 25271C102 3,203 80,200 SH SOLE 80,200
DIAMOND TECH CL A 252762109 2,505 38,100 SH SOLE 38,100
DIEBOLD INC COM 253651103 1,029 37,418 SH SOLE 37,418
DIGENE CORPORATION COM 253752109 28 600 SH SOLE 600
DIGEX INC CL A 253756100 67 600 SH SOLE 600
DIGI INTERNATIONAL INC COM 253798102 27 2,900 SH SOLE 2,900
DIGITAL COURIER TECH. COM 253838106 18 1,700 SH SOLE 1,700
DIGITAL LIGHTWAVE INC COM 253855100 81 1,300 SH SOLE 1,300
DIGITAL MICROWAVE COM 253859102 4,549 134,300 SH SOLE 134,300
DIGITAL IMPACT INC COM 25385G106 25 700 SH SOLE 700
DIGITAL ISLAND COM 25385N101 55 900 SH SOLE 900
DIGITAL INSIGHT COM 25385P106 31 600 SH SOLE 600
DIGITAL RIVER. COM 25388B104 1,105 51,400 SH SOLE 51,400
DIME COMMUNITY BANCORP COM 253922108 8 500 SH SOLE 500
DILLARDS INC CLASS A COM 254067101 2,322 141,233 SH SOLE 141,233
DIME BANCORP INC COM 25429Q102 1,345 72,726 SH SOLE 72,726
DIMON INCORPORATED COM 254394109 21 8,700 SH SOLE 8,700
DIONEX CORP. COM 254546104 1,370 41,600 SH SOLE 41,600
DISCOUNT AUTO PARTS INC COM 254642101 29 3,200 SH SOLE 3,200
WALT DISNEY CO COM 254687106 109,450 2,645,314 SH SOLE 2,645,314
DITECH COMM CORP COM 25500M103 85 800 SH SOLE 800
DIVERSA CORP COM 255064107 19 400 SH SOLE 400
DIXIE GROUP INC CL A 255519100 17 3,800 SH SOLE 3,800
DOCUMENTUM INCORPORATED COM 256159104 2,621 33,600 SH SOLE 33,600
DOLE FOOD COMPANY COM 256605106 2,004 103,100 SH SOLE 103,100
DOLLAR GENERAL STORES COM 256669102 8,754 325,726 SH SOLE 325,726
DOLLAR THRIFTY AUTO. COM 256743105 894 52,000 SH SOLE 52,000
DOLLAR TREE STORES COM 256747106 1,903 36,500 SH SOLE 36,500
DOMINION RESOURCES COM 25746U109 10,533 274,020 SH SOLE 274,020
DONALDSON CO INC COM 257651109 2,094 92,800 SH SOLE 92,800
DONALDSON LUFKIN & JENRETTE COM 257661108 3,871 74,800 SH SOLE 74,800
DONNELLEY R R & SONS COM 257867101 3,327 158,906 SH SOLE 158,906
DORAL FINANCIAL CORP COM 25811P100 12 1,100 SH SOLE 1,100
DOUBLECLICK INC. COM 258609304 5,390 57,568 SH SOLE 57,568
DOVER CORP COM 260003108 12,589 262,965 SH SOLE 262,965
DOVER DOWNS ENTERTAINMENT COM 260086103 847 66,400 SH SOLE 66,400
DOW CHEMICAL CO COM 260543103 32,179 282,276 SH SOLE 282,276
DOW JONES & CO INC COM 260561105 8,316 115,800 SH SOLE 115,800
DOWNEY FINANCIAL CORP COM 261018105 1,175 55,271 SH SOLE 55,271
DRESS BARN INC COM 261570105 758 39,400 SH SOLE 39,400
DREXLER TECHNOLOGY COM 261876106 14 1,000 SH SOLE 1,000
DREYER'S GRAND ICE CREAM COM 261878102 1,339 52,000 SH SOLE 52,000
DRIL-QUIP INC COM 262037104 1,616 34,300 SH SOLE 34,300
DRKOOP.COM INC COM 262098106 4 1,200 SH SOLE 1,200
DROVERS BANCSHARES CORP COM 262120108 8 600 SH SOLE 600
DRUGSTORE.COM INC COM 262241102 13 1,000 SH SOLE 1,000
DSL.NET INC COM 262506108 31 1,400 SH SOLE 1,400
DUPONT E I DE NEMOURS COM 263534109 4,114 77,800 SH OTHER (1) 77,800
DUPONT E I DE NEMOURS COM 263534109 70,818 1,339,344 SH SOLE 1,339,344
DUANE READE INC COM 263578106 693 29,800 SH SOLE 29,800
D&P CREDIT RATING COM 26432F109 867 8,700 SH SOLE 8,700
DUKE ENERGY CORP COM 264399106 24,707 470,619 SH SOLE 470,619
DUKE-WEEKS REALTY (REIT) COM NEW 264411505 61 3,190 SH SOLE 3,190
DUN & BRADSTREET COM 26483B106 5,898 206,056 SH SOLE 206,056
DURA AUTOMOTIVE SYSTEMS CL A 265903104 10 600 SH SOLE 600
DUPONT PHOTOMASKS INC COM 26613X101 1,709 29,500 SH SOLE 29,500
DURA PHARMACEUTICALS COM 26632S109 1,129 91,700 SH SOLE 91,700
DURAMED PHARMACEUTICALS COM 266354109 13 1,900 SH SOLE 1,900
DYCOM INDS INC COM 267475101 3,612 74,100 SH SOLE 74,100
DYNEGY INC CL A 26816Q101 4,015 63,988 SH SOLE 63,988
DYNEX CAPITAL (REIT) COM NEW 26817Q506 10 1,700 SH SOLE 1,700
EGL INC COM 268484102 1,448 61,950 SH SOLE 61,950
E-LOAN INC COM 26861P107 8 1,100 SH SOLE 1,100
EMC CORPORATION COM 268648102 160,446 1,283,566 SH SOLE 1,283,566
ENSCO INTERNATIONAL INC COM 26874Q100 4,028 111,500 SH OTHER (1) 111,500
ENSCO INTERNATIONAL INC COM 26874Q100 2,937 81,300 SH SOLE 81,300
EOG RESOURCES INC COM 26875P101 1,441 68,000 SH SOLE 68,000
E.PIPHANY INC COM 26881V100 93 700 SH SOLE 700
ESS TECHNOLOGY COM 269151106 1,264 72,200 SH SOLE 72,200
E.SPIRE COMM INC COM 269153102 11 1,600 SH SOLE 1,600
E-STAMP CORP COM 269154100 5 700 SH SOLE 700
E-TEK DYNAMICS INC COM 269240107 423 1,800 SH SOLE 1,800
E'TOWN CORP COM 269242103 999 15,800 SH SOLE 15,800
E*TRADE GROUP COM 269246104 4,318 143,335 SH SOLE 143,335
EAGLE BANCSHARES INC COM 26942C109 12 700 SH SOLE 700
EARTHGRAINS COMPANY COM 270319106 1,322 88,900 SH SOLE 88,900
EARTHLINK INC COM 270321102 1,400 72,000 SH SOLE 72,000
EARTHWEB INC COM 27032C108 746 30,300 SH SOLE 30,300
EASTERN ENTERPRISES COM 27637F100 1,505 25,143 SH SOLE 25,143
EASTERN UTILITIES ASSOC COM 277173100 1,547 49,300 SH SOLE 49,300
EASTGROUP PROPERTIES COM 277276101 15 700 SH SOLE 700
EASTMAN CHEMICAL CO COM 277432100 4,731 103,989 SH SOLE 103,989
EASTMAN KODAK COMPANY COM 277461109 21,849 402,281 SH SOLE 402,281
EATON CORP COM 278058102 7,547 96,761 SH SOLE 96,761
EATON VANCE CORP COM NON VTG 278265103 210 4,900 SH SOLE 4,900
EBAY INC COM 278642103 13,394 76,100 SH SOLE 76,100
EBENX INC COM 278668108 9 300 SH SOLE 300
ECHELON CORPORATION COM 27874N105 4,153 63,400 SH SOLE 63,400
ECHOSTAR COMMUNICATIONS CL A 278762109 10,159 128,600 SH SOLE 128,600
ECLIPSE SURGICAL TECH INC COM 278849104 13 1,700 SH SOLE 1,700
ECLIPSYS CORPORATION COM 278856109 1,372 70,800 SH SOLE 70,800
ECOLAB INC COM 278865100 6,221 169,570 SH SOLE 169,570
EDISON INTERNATIONAL COM 281020107 7,434 448,829 SH SOLE 448,829
EDISON SCHOOLS INC CL A 281033100 16 800 SH SOLE 800
EDUCATION MGMT CORP COM 28139T101 14 1,000 SH SOLE 1,000
J.D. EDWARDS & COMPANY COM 281667105 2,204 67,700 SH SOLE 67,700
EDWARDS (A.G.) INC COM 281760108 2,202 55,043 SH SOLE 55,043
EFAX.COM INCORPORATED COM 282012103 8 1,400 SH SOLE 1,400
EFFICIENT NETWORKS INC COM 282056100 187 1,200 SH SOLE 1,200
EGAINS COMMUNICATION COM 28225C103 27 700 SH SOLE 700
EGGHEAD.COM INC COM 282329101 495 70,352 SH SOLE 70,352
JR CIGAR INC COM 282491109 6 600 SH SOLE 600
EL PASO ELECTRIC COMPANY COM NEW 283677854 1,159 111,700 SH SOLE 111,700
EL PASO ENERGY CORP COM 283905107 12,074 299,047 SH SOLE 299,047
ELANTEC SEMICONDUCTOR INC COM 284155108 15 200 SH SOLE 200
ELCOM INTERNATIONAL INC COM 284434107 16 1,100 SH SOLE 1,100
ELCOR CORPORATION COM 284443108 1,249 36,200 SH SOLE 36,200
ELECTRO RENT CORPORATION COM 285218103 13 1,100 SH SOLE 1,100
ELECTRO SCIENTIFIC INDS COM 285229100 2,018 34,800 SH OTHER (1) 34,800
ELECTRO SCIENTIFIC INDS COM 285229100 3,062 52,800 SH SOLE 52,800
ELECTROGLAS INC COM 285324109 1,421 41,500 SH SOLE 41,500
ELECTRONIC ARTS INC COM 285512109 2,997 42,100 SH SOLE 42,100
ELECTRONIC DATA SYSTEMS COM 285661104 2,317 36,100 SH OTHER (1) 36,100
ELECTRONIC DATA SYSTEMS COM 285661104 38,577 601,000 SH SOLE 601,000
ELECTRONICS BOUTIQUE HLDG COM 286045109 15 800 SH SOLE 800
ELECTRONICS FOR IMAGING COM 286082102 2,190 36,500 SH SOLE 36,500
ELOT INC COM 290143106 9 1,500 SH SOLE 1,500
ELOYALTY CORPORATION COM 290151109 24 1,000 SH SOLE 1,000
EMBREX INC. COM 290817105 5 300 SH SOLE 300
EMCORE CORPORATION COM 290846104 35 300 SH SOLE 300
EMERGE INTERACTIVE INC CL A 29088W103 18 600 SH SOLE 600
EMERSON ELECTRIC CO COM 291011104 28,406 537,226 SH SOLE 537,226
EMISPHERE TECHNOLOGI COM 291345106 26 500 SH SOLE 500
EMMIS COMMUNICATIONS CL A 291525103 140 3,000 SH SOLE 3,000
EMPIRE DISTRICT ELECTRIC COM 291641108 565 28,800 SH SOLE 28,800
EMULEX CORP COM NEW 292475209 2,292 21,000 SH SOLE 21,000
EMUSIC.COM INC COM 292476108 416 65,900 SH SOLE 65,900
ENCOMPASS SERVICES CORP COM 29255U104 269 46,814 SH SOLE 46,814
ENERGEN CORP COM 29265N108 991 62,200 SH SOLE 62,200
ENERGY EAST CORPORATION COM 29266M109 1,395 70,428 SH SOLE 70,428
ENGAGE TECHNOLOGIES INC COM 292827102 92 1,200 SH SOLE 1,200
ENGELHARD CORP COM 292845104 2,465 162,988 SH SOLE 162,988
ENERGYNORTH COM 292925104 12 200 SH SOLE 200
ENERGYSOUTH INC COM 292970100 15 800 SH SOLE 800
ENESCO GROUP INCORPORATED COM 292973104 27 3,800 SH SOLE 3,800
ENHANCE FINANCIAL SVCS GP COM 293310108 1,116 79,000 SH SOLE 79,000
ENRON CORP COM 293561106 68,684 917,316 SH SOLE 917,316
ENTERCOM COMMUNICATIONS CL A 293639100 41 800 SH SOLE 800
ENTERGY CORP COM 29364G103 6,055 299,925 SH SOLE 299,925
ENTERPRISE PRODUCTS PRTNR COM 293792107 22 1,100 SH SOLE 1,100
ENTREMED COM 29382F103 1,689 28,500 SH SOLE 28,500
ENTRADE INC. COM 29382L100 12 400 SH SOLE 400
ENTRUST TECHNOLOGIES COM 293848107 893 10,500 SH OTHER (1) 10,500
ENTRUST TECHNOLOGIES COM 293848107 2,246 26,400 SH SOLE 26,400
ENZON INC COM 293904108 415 11,000 SH SOLE 11,000
ENZO BIOCHEM INC COM 294100102 3,412 48,400 SH SOLE 48,400
ENVISION DEVELOPMENT CORP COM 29410N102 23 400 SH SOLE 400
EQUIFAX INC COM 294429105 4,444 176,015 SH SOLE 176,015
EQUITABLE RESOURCES COM 294549100 166 3,700 SH SOLE 3,700
EQUITEX INC. COM PAR $0.02 294592308 11 1,300 SH SOLE 1,300
EQUITY INNS INC (REIT) COM 294703103 13 1,900 SH SOLE 1,900
EQUITY OFFICE PROP (REIT) COM 294741103 161 6,400 SH SOLE 6,400
EQUITY ONE INCORPORATED COM 294752100 10 1,100 SH SOLE 1,100
EQUITY RES PROP TR (REIT) SH BEN INT 29476L107 129 3,200 SH SOLE 3,200
ERIE INDEMNITY CO-CL A CL A 29530P102 1,349 41,600 SH SOLE 41,600
ESHARE TECHNOLOGIES INC COM 296428105 2 200 SH SOLE 200
ESPEED INC CL A CL A 296643109 10 200 SH SOLE 200
ESSEX PROPERTY TRUST REIT COM 297178105 14 400 SH SOLE 400
ESTERLINE TECHNOLOGIES COM 297425100 40 3,100 SH SOLE 3,100
ETHAN ALLEN INTERIORS INC COM 297602104 785 31,400 SH SOLE 31,400
ETHYL CORP COM 297659104 534 174,400 SH SOLE 174,400
ETOYS INC COM 297862104 24 2,700 SH SOLE 2,700
EVEREST RE GROUP LTD COM G3223R108 1,047 32,100 SH SOLE 32,100
EVERGREEN RES INC COM NO PAR 299900308 924 38,200 SH SOLE 38,200
EXABYTE COM 300615101 33 4,400 SH SOLE 4,400
EXAR CORPORATION COM 300645108 2,082 29,100 SH SOLE 29,100
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 1,000 SH SOLE 1,000
EXCHANGE APPLICATIONS INC COM 300867108 53 1,000 SH SOLE 1,000
EXTENDED SYSTEMS INC COM 301973103 22 200 SH SOLE 200
EXIDE CORPORATION COM 302051107 20 1,700 SH SOLE 1,700
EXODUS COMMUNICATIONS COM 302088109 14,162 100,800 SH SOLE 100,800
EXPEDIA INC COM 302125109 21 1,000 SH SOLE 1,000
EXPEDITORS INTL WASH INC COM 302130109 1,181 29,700 SH SOLE 29,700
EXPRESS SCRIPTS INC CL A CL A 302182100 966 23,000 SH SOLE 23,000
EXTENED STAY AMER. INC. COM 30224P101 1,330 177,300 SH SOLE 177,300
EXTENSITY INC. COM 302255104 19 400 SH SOLE 400
EXTREME NETWORKS INC COM 30226D106 103 1,300 SH SOLE 1,300
EZENIA! INC COM 302311105 13 1,200 SH SOLE 1,200
EXXON MOBIL CORPORATION COM 30231G102 3,120 40,100 SH OTHER (1) 40,100
EXXON MOBIL CORPORATION COM 30231G102 343,236 4,411,069 SH SOLE 4,411,069
F&M BANCORP MD COM 302367107 4 200 SH SOLE 200
F&M NATIONAL CORPORATION COM 302374103 940 42,733 SH SOLE 42,733
FBL FINANCIAL GROUP CL A COM 30239F106 804 53,600 SH SOLE 53,600
FEI COMPANY COM 30241L109 21 700 SH SOLE 700
FMC CORP COM 302491303 2,089 36,978 SH SOLE 36,978
FNB CORPORATION/PA COM 302520101 634 34,503 SH SOLE 34,503
FPIC INSURANCE GROUP COM 302563101 12 700 SH SOLE 700
FPL GROUP INC COM 302571104 10,851 235,580 SH SOLE 235,580
FSI INTL INC COM 302633102 27 1,300 SH SOLE 1,300
FIRST VISUAL CR COM 30266P100 21 1,200 SH SOLE 1,200
F.Y.I. INC. COM 302712104 656 24,200 SH SOLE 24,200
FACTORY 2U STORES INC COM 303072102 15 600 SH SOLE 600
FACTSET RESEARCH SYS INC COM 303075105 1,556 57,500 SH SOLE 57,500
FAIR ISAAC & CO. COM 303250104 1,015 26,100 SH SOLE 26,100
FAIRCHILD CORPORATION CL A 303698104 10 1,400 SH SOLE 1,400
FAIRCHILD SEMICON INT'L-A CL A 303726103 1,380 37,800 SH OTHER (1) 37,800
FAIRCHILD SEMICON INT'L-A CL A 303726103 58 1,600 SH SOLE 1,600
FAIRFIELD COMMUNITIES COM PAR $0.01 304231301 598 75,400 SH SOLE 75,400
FALCON PRODUCTS INC. COM 306075102 18 1,500 SH SOLE 1,500
FAMILY DOLLAR STORES COM 307000109 2,094 100,600 SH SOLE 100,600
FARM FAMILY HOLDINGS INC COM 307901108 12 400 SH SOLE 400
FARMERS CAP BK CORP COM 309562106 14 400 SH SOLE 400
FARR COMPANY COM 311648109 15 900 SH SOLE 900
FATBRAIN.COM INC COM 311889109 9 800 SH SOLE 800
FASTENAL CO COM 311900104 1,034 21,600 SH SOLE 21,600
FEDDERS CORPORATION COM 313135105 38 6,800 SH SOLE 6,800
FREDDIE MAC COM 313400301 1,657 37,500 SH OTHER (1) 37,500
FREDDIE MAC COM 313400301 39,426 892,252 SH SOLE 892,252
FEDERAL-MOGUL CORP COM 313549107 189 11,300 SH SOLE 11,300
FANNIE MAE COM 313586109 3,076 54,500 SH OTHER (1) 54,500
FANNIE MAE COM 313586109 74,109 1,313,117 SH SOLE 1,313,117
FEDERAL (REIT) SH BEN INT NEW 313747206 17 900 SH SOLE 900
FEDERAL SIGNAL CORP COM 313855108 1,559 86,300 SH SOLE 86,300
FEDERATED DEPT STORES COM 31410H101 11,220 268,737 SH SOLE 268,737
FEDERATED INVESTORS CL B 314211103 167 6,100 SH SOLE 6,100
FEDEX CORPORATION COM 31428X106 14,738 377,908 SH SOLE 377,908
FELCOR LODGING TRUST INC COM 31430F101 27 1,500 SH SOLE 1,500
FERRO CORP COM 315405100 1,151 64,600 SH SOLE 64,600
F5 NETWORKS INC COM 315616102 34 500 SH SOLE 500
FIBERMARK INC COM 315646109 4 300 SH SOLE 300
FIDELITY BANKSHARES COM 316047109 11 800 SH SOLE 800
FIDELITY HLDGS INC COM 31617J306 26 1,200 SH SOLE 1,200
FIDELITY NATL FINL INC. COM 316326107 2,492 180,392 SH SOLE 180,392
FIFTH THIRD BANK COM 316773100 24,970 396,345 SH SOLE 396,345
FILENET CORP COM 316869106 1,824 61,300 SH SOLE 61,300
FINANCIAL FEDERAL CORP COM 317492106 529 29,100 SH SOLE 29,100
FINANCIAL SEC ASSURANCE COM 31769P100 1,381 18,800 SH SOLE 18,800
FINISAR CORPORATION COM 31787A101 190 1,300 SH SOLE 1,300
FINOVA GROUP INC COM 317928109 642 38,200 SH SOLE 38,200
FIRE POND INC. COM 318224102 33 800 SH SOLE 800
FIRST AMER FINACIAL CORP. COM 318522307 1,925 135,700 SH SOLE 135,700
FIRST BANCORP/PUERTO RICO COM 318672102 1,063 60,300 SH SOLE 60,300
FIRST BKG CO SOUTHEA COM 319286100 10 500 SH SOLE 500
FIRST BUSEY CORP COM 319383105 453 22,600 SH SOLE 22,600
FIRST CHARTER CORP COM 319439105 13 1,000 SH SOLE 1,000
FIRST CITIZENS BCSHS CL A 31946M103 1,208 21,400 SH SOLE 21,400
FIRST COMMERCE BANCS CL A 319777108 18 500 SH SOLE 500
FIRST COMMONWEALTH COM 319829107 941 109,100 SH SOLE 109,100
FIRST FED CAP CORP COM 319960100 8 700 SH SOLE 700
FIRST FED FINL CORP COM 319961108 10 600 SH SOLE 600
FIRST DATA CORP COM 319963104 23,923 540,629 SH SOLE 540,629
FIRST FINANCIAL BANCORP COM 320209109 1,624 90,243 SH SOLE 90,243
FIRSRT FINL BANKSHARES COM 32020R109 417 15,900 SH SOLE 15,900
FIRST FIN CORP/INDIANA COM 320218100 10 300 SH SOLE 300
FIRST INDUSTRIAL (REIT) COM 32054K103 25 900 SH SOLE 900
FIRST MERCHANTS CORP COM 320817109 8 400 SH SOLE 400
FIRST MID WEST BANC/IL COM 320867104 257 10,600 SH SOLE 10,600
FIRST HEALTH GROUP CORP. COM 320960107 136 4,300 SH SOLE 4,300
FIRST NORTHERN CAPITAL COM 335832101 16 1,300 SH SOLE 1,300
FIRST REPUBLIC BANK COM 336158100 8 400 SH SOLE 400
FIRST SECURITY CORP COM 336294103 1,410 117,527 SH SOLE 117,527
FIRST SENTINEL BANCORP COM 33640T103 533 69,362 SH SOLE 69,362
FIRST SOURCE CORP COM 336901103 695 35,542 SH SOLE 35,542
FIRST TENN NATL CORP COM 337162101 1,542 75,900 SH SOLE 75,900
FIRST UNION CORP COM 337358105 46,294 1,242,793 SH SOLE 1,242,793
FIRST UNITED BANCSHARES COM 33741E104 431 42,000 SH SOLE 42,000
FIRST UTD CORP COM 33741H107 9 900 SH SOLE 900
FIRST VIRGINIA BANKS INC COM 337477103 970 25,825 SH SOLE 25,825
FIRST WASH RLTY TR INC COM 337489504 11 600 SH SOLE 600
THE FIRST YEARS INC. COM 337610109 10 1,500 SH SOLE 1,500
FIRSTCOM CORP COM 33763T104 1,856 54,300 SH SOLE 54,300
FIRSTAR CORP COM 33763V109 28,786 1,254,996 SH SOLE 1,254,996
FISERV INC COM 337738108 2,897 77,893 SH SOLE 77,893
FIRSTFED FINANCIAL CORP COM 337907109 12 900 SH SOLE 900
FIRSTMERIT CORP COM 337915102 902 48,900 SH SOLE 48,900
FIRSTFED AMER BANCOR COM 337929103 11 1,000 SH SOLE 1,000
FLAGSTAR BANCORP COM 337930101 9 700 SH SOLE 700
FIRSTENERGY CORPORATION COM 337932107 6,227 301,896 SH SOLE 301,896
FISHER SCIENTIFIC INTL. COM NEW 338032204 3,435 77,200 SH SOLE 77,200
FLEET BOSTON FINANCIAL COM 339030108 4,738 129,800 SH OTHER (1) 129,800
FLEET BOSTON FINANCIAL COM 339030108 42,741 1,170,990 SH SOLE 1,170,990
FLEETWOOD ENTERPRISES COM 339099103 1,027 69,600 SH SOLE 69,600
FLEMING CO COM 339130106 1,214 80,600 SH SOLE 80,600
FLEXSTEEL INDUSTRIES INC. COM 339382103 7 600 SH SOLE 600
FLEXTRONICS INTERNATIONAL ORD Y2573F102 1,409 20,000 SH OTHER (1) 20,000
FLORIDA EAST COAST INDS. COM 340632108 1,028 21,200 SH SOLE 21,200
FLORIDA PROGRESS CORP COM 341109106 5,822 126,900 SH SOLE 126,900
FLORIDA PUBLIC UTILITES COM 341135101 3 200 SH SOLE 200
FLORIDA ROCK INDUSTRIES COM 341140101 1,044 37,300 SH SOLE 37,300
FLOW INTL CORP COM 343468104 31 2,600 SH SOLE 2,600
FLOWERS INDUSTRIES COM 343496105 759 50,000 SH SOLE 50,000
FLOWSERVE CORPORATION COM 34354P105 894 69,434 SH SOLE 69,434
FLUOR CORP COM 343861100 2,944 94,975 SH SOLE 94,975
FOAMEX INTERNATIONAL INC COM 344123104 4 400 SH SOLE 400
FOCAL COMMUNICATIONS COM 344155106 90 1,600 SH SOLE 1,600
FOGDOG INC COM 344167101 2 300 SH SOLE 300
FOOTSTAR INC COM 344912100 1,277 45,200 SH SOLE 45,200
FORD MOTOR COMPANY COM 345370100 3,404 74,100 SH OTHER (1) 74,100
FORD MOTOR COMPANY COM 345370100 70,679 1,538,595 SH SOLE 1,538,595
FOREST CITY ENTERPRISES CL A 345550107 1,704 58,000 SH SOLE 58,000
FOREST LABS INC CL A 345838106 4,174 49,400 SH SOLE 49,400
FOREST OIL CORP COM 346091606 1,056 99,400 SH SOLE 99,400
FORRESTER RESEARCH COM 346563109 2,013 37,100 SH SOLE 37,100
FORT JAMES CORPORATION COM 347471104 5,568 253,095 SH SOLE 253,095
FORTUNE BRANDS INC COM 349631101 5,304 212,158 SH SOLE 212,158
FORWARD AIR CORP COM 349853101 846 35,700 SH SOLE 35,700
FOSSIL INCORPORATED COM 349882100 1,403 59,850 SH SOLE 59,850
FOSTER WHEELER CORP COM 350244109 665 98,500 SH SOLE 98,500
FOUNDATION HEALTH SYSTEMS COM 350404109 1,833 229,100 SH SOLE 229,100
FOUNDRY NETWORKS INC COM 35063R100 431 3,000 SH SOLE 3,000
4 KIDS ENTERTAINMENT COM 350865101 513 21,700 SH SOLE 21,700
4FRONT TECHNOLOGIES COM 351042106 29 1,400 SH SOLE 1,400
FOX ENTERTAINMENT GRP CL A 35138T107 3,125 104,400 SH SOLE 104,400
FRANCHISE FINANCE (REIT) COM 351807102 33 1,400 SH SOLE 1,400
FRANKLIN COVEY CO COM 353469109 29 4,000 SH SOLE 4,000
FRANKLIN ELECTRIC CO INC COM 353514102 581 9,100 SH SOLE 9,100
FRANKLIN RESOURCES INC COM 354613101 10,877 325,300 SH SOLE 325,300
FREEDOM SECURITIES CORP COM 35644K103 19 1,200 SH SOLE 1,200
FREEMARKETS INC COM 356602102 109 900 SH SOLE 900
FREEPORT-MCMORAN SER B CL B 35671D857 2,505 207,709 SH SOLE 207,709
FREESHOP.COM INC. COM 356873109 10 500 SH SOLE 500
FREMONT GENERAL CORP COM 357288109 913 153,700 SH SOLE 153,700
FRENCH FRAGRANCES INC COM 357658103 9 1,200 SH SOLE 1,200
FRESH DEL MONTE PRODUCE ORD G36738105 756 88,900 SH SOLE 88,900
FRIEDE GOLDMAN HALTER INC COM 358430106 575 83,655 SH SOLE 83,655
FRITZ COMPANIES INC COM 358846103 755 74,600 SH SOLE 74,600
FRONTIER AIRLINES INC COM 359065109 7 600 SH SOLE 600
FRONTIER FINANCIAL CORP COM 35907K105 540 29,200 SH SOLE 29,200
FRONTIER OIL CORP COM 35914P105 15 2,000 SH SOLE 2,000
FROZEN FOOD EXPRESS IND. COM 359360104 11 3,200 SH SOLE 3,200
FULLER COM 359694106 1,050 26,300 SH SOLE 26,300
FULTON FIN CORP COM 360271100 989 46,975 SH SOLE 46,975
FURNITURE BRANDS INTL INC COM 360921100 1,859 98,800 SH SOLE 98,800
G&K SERVICES INC. CL A 361268105 986 50,450 SH SOLE 50,450
GA FINANCIAL COM 361437106 9 800 SH SOLE 800
GATX CORP COM 361448103 961 25,300 SH SOLE 25,300
GBC BANCORP COM 361475106 9 400 SH SOLE 400
GC COMPANIES INC. COM 36155Q109 70 2,000 SH SOLE 2,000
GST TELECOMM. INC. COM 361942105 675 110,200 SH SOLE 110,200
GP STRATEGIES CORPORATION COM 36225V104 6 1,500 SH SOLE 1,500
GPU INC COM 36225X100 4,518 165,052 SH SOLE 165,052
GTE CORP COM 362320103 2,677 37,700 SH OTHER (1) 37,700
GTE CORP COM 362320103 88,317 1,243,898 SH SOLE 1,243,898
GABELLI ASSET MGMT INC CL A 36239Y102 12 700 SH SOLE 700
GABLES RESIDTL TR (REIT) SH BEN INT 362418105 11 500 SH SOLE 500
GADZOOKS INC. COM 362553109 13 600 SH SOLE 600
GADZOOX NETWORKS INC COM 362555104 29 600 SH SOLE 600
GALILEO INTERNATIONAL INC COM 363547100 789 32,800 SH SOLE 32,800
ARTHUR J. GALLEGHER & CO COM 363576109 2,291 70,500 SH SOLE 70,500
GANNETT CO COM 364730101 25,187 357,892 SH SOLE 357,892
GAP INC COM 364760108 6,353 127,537 SH OTHER (1) 127,537
GAP INC COM 364760108 53,868 1,081,425 SH SOLE 1,081,425
GARDEN FRESH RESTAURANT COM 365235100 10 900 SH SOLE 900
GARDNER DENVER MACHINERY COM 365558105 55 2,900 SH SOLE 2,900
GARTNER GROUP INC CL.B CL B 366651206 30 2,251 SH SOLE 2,251
GASONICS INTL CORP COM 367278108 44 1,100 SH SOLE 1,100
GATEWAY INC COM 367626108 21,619 407,900 SH SOLE 407,900
GAYLORD ENTERTAINMENT COM 367905106 1,668 61,500 SH SOLE 61,500
GAYLORD CONTAINER CORP CL A 368145108 687 107,700 SH SOLE 107,700
GEERLING & WADE COM 368473104 2 400 SH SOLE 400
GELTEX PHARMACEUTICALS COM 368538104 12 700 SH SOLE 700
GENCORP INCORPORATED COM 368682100 605 78,000 SH SOLE 78,000
GENE LOGIC INCORPORATED COM 368689105 55 1,300 SH SOLE 1,300
GENENTECH INC. COM NEW 368710406 486 3,200 SH SOLE 3,200
GENERAL CABLE CORP COM 369300108 13 1,700 SH SOLE 1,700
GENERAL CIGAR HOLDINGS CL A 36933P100 8 500 SH SOLE 500
GENERAL COMMUNICATION CL A 369385109 52 9,700 SH SOLE 9,700
GENERAL DYNAMICS CORP COM 369550108 2,020 40,600 SH OTHER (1) 40,600
GENERAL DYNAMICS CORP COM 369550108 13,053 262,362 SH SOLE 262,362
GENERAL ELECTRIC CO COM 369604103 12,834 82,700 SH OTHER (1) 82,700
GENERAL ELECTRIC CO COM 369604103 641,311 4,132,492 SH SOLE 4,132,492
GENERAL GROWTH PROP REIT COM 370021107 40 1,300 SH SOLE 1,300
GENERAL MILLS INC COM 370334104 1,628 45,000 SH OTHER (1) 45,000
GENERAL MILLS INC COM 370334104 14,002 386,918 SH SOLE 386,918
GENERAL MOTORS CORP COM 370442105 67,974 820,823 SH SOLE 820,823
GENERAL MOTORS-CLASS H CL H NEW 370442832 9,696 77,882 SH SOLE 77,882
GENERAL SEMICONDUCTOR INC COM 370787103 1,427 82,700 SH SOLE 82,700
GENESCO INC COM 371532102 702 53,500 SH SOLE 53,500
GENESEE CORP - CL B CL B 371601204 4 200 SH SOLE 200
GENTEX CORP COM 371901109 1,738 46,900 SH SOLE 46,900
GENLYTE GROUP INC. COM 372302109 445 22,800 SH SOLE 22,800
GENOME THERAPEUTCS CORP. COM 372430108 12 500 SH SOLE 500
GENRAD COM 372447102 609 49,200 SH SOLE 49,200
GENUINE PARTS CO COM 372460105 5,409 226,551 SH SOLE 226,551
GEON COMPANY COM 37246W105 957 44,500 SH SOLE 44,500
GENZYME- GENERAL DIVISION COM 372917104 2,301 45,900 SH SOLE 45,900
GENZYME SURGICAL PRODUCTS COM SURG PRODS 372917609 12 996 SH SOLE 996
GEORGIA GULF CORP COM 373200203 16 600 SH SOLE 600
GEORGIA-PACIFIC GROUP COM 373298108 8,715 220,282 SH SOLE 220,282
GEORGIA PAC(TIMBER GROUP) COM-TIMBER GRP 373298702 1,335 52,100 SH SOLE 52,100
GEOWORKS CORPORATION COM 373692102 18 500 SH SOLE 500
GERALD STEVENS INC COM 37369G101 14 1,700 SH SOLE 1,700
GERBER SCIENTIFIC INC. COM 373730100 798 41,300 SH SOLE 41,300
GERON CORP COM 374163103 11 400 SH SOLE 400
GETTHERE.COM INC COM 374266104 11 700 SH SOLE 700
GETTY IMAGES INC COM 374276103 873 24,300 SH SOLE 24,300
GETTY RLTY CORP NEW COM 374297109 11 1,000 SH SOLE 1,000
GIBRALTAR STEEL CORP COM 37476F103 7 400 SH SOLE 400
GILEAD SCIENCES INC COM 375558103 1,715 27,065 SH SOLE 27,065
GILLETTE COMPANY COM 375766102 50,379 1,336,748 SH SOLE 1,336,748
GLATFELTER P.H. CO COM 377316104 802 75,500 SH SOLE 75,500
GLENAYRE TECHNOLOGIES INC COM 377899109 578 32,900 SH OTHER (1) 32,900
GLENAYRE TECHNOLOGIES INC COM 377899109 26 1,500 SH SOLE 1,500
GLENBOROUGH REALTY (REIT) COM 37803P105 13 900 SH SOLE 900
GLIMCHER REALTY TRUST SH BEN INT 379302102 11 800 SH SOLE 800
GLOBAL CROSSING LTD COM G3921A100 22,802 556,995 SH SOLE 556,995
GLOBAL INDUSTRIES LMTD COM 379336100 2,612 178,600 SH SOLE 178,600
GLOBAL IMAGING SYSTEMS COM 37934A100 357 46,100 SH SOLE 46,100
GLOBAL MARINE INC COM 379352404 2,507 98,800 SH SOLE 98,800
GLOBAL TELESYSTEMS GROUP COM 37936U104 2,181 106,400 SH SOLE 106,400
GLOBAL SPORTS INC COM 37937A107 687 36,900 SH SOLE 36,900
GLOBALNET FINANCIAL.COM COM NEW 37937R209 7 200 SH SOLE 200
GLOBESPAN INC COM 379571102 153 1,500 SH SOLE 1,500
GLOBIX CORP COM 37957F101 31 800 SH SOLE 800
GOLDEN CYCLE GOLD CORP COM 380894105 4 600 SH SOLE 600
GOLDEN STATE BANCORP INC COM 381197102 1,149 76,900 SH SOLE 76,900
GOLDEN STATE VINTNERS INC CL B 38121K208 2 400 SH SOLE 400
GOLDEN WEST FINANCIAL COM 381317106 6,542 209,757 SH SOLE 209,757
GOLDMAN SACHS COM 38141G104 1,051 10,000 SH OTHER (1) 10,000
GOLDMAN SACHS COM 38141G104 189 1,800 SH SOLE 1,800
GOLF TRUST OF AMER (REIT) COM 38168B103 15 900 SH SOLE 900
GOODRICH B F CO COM 382388106 3,962 138,109 SH SOLE 138,109
GOODYEAR TIRE & RUBBER CO COM 382550101 4,087 175,326 SH SOLE 175,326
GOODYS FAMILY CLOTHING COM 382588101 49 8,000 SH SOLE 8,000
GOTTSCHALKS COM 383485109 22 4,200 SH SOLE 4,200
GO2NET INC. COM 383486107 1,345 16,700 SH SOLE 16,700
GOTO.COM INC COM 38348T107 45 1,100 SH SOLE 1,100
W.R. GRACE & COMPANY-NEW COM 38388F108 2,384 187,900 SH SOLE 187,900
GRACO INC. COM 384109104 1,141 39,337 SH SOLE 39,337
GRAINGER (W.W.) INC COM 384802104 6,684 123,208 SH SOLE 123,208
GRAND PREMIER FINANCIAL COM 386174106 521 37,900 SH SOLE 37,900
GRAND UNION CO. COM 386532402 253 86,100 SH SOLE 86,100
GRANITE CONSTRUCTION INC. COM 387328107 1,638 60,650 SH SOLE 60,650
GRAY COMMUNICATION COM 389190109 8 700 SH SOLE 700
GRAY COMMUNICATIONS CL B 389190208 6 500 SH SOLE 500
GREAT ATLANTIC & PAC COM 390064103 1,923 98,600 SH SOLE 98,600
GREAT LAKES CHEMICAL COM 390568103 2,541 74,725 SH SOLE 74,725
GREAT SOUTHN BANCORP COM 390905107 9 500 SH SOLE 500
GREAT PLAINS SOFTWARE COM 39119E105 1,564 29,300 SH SOLE 29,300
GREATER BAY BANCORP COM 391648102 1,087 27,000 SH SOLE 27,000
GREEN MOUNTAIN POWER COM 393154109 8 1,200 SH SOLE 1,200
GREENBRIER COMPANIES INC COM 393657101 13 1,600 SH SOLE 1,600
GREENPOINT FIN'L CORP COM 395384100 1,285 65,500 SH SOLE 65,500
GREIF BROTHERS CORP CL A 397624107 1,329 41,700 SH SOLE 41,700
GREY ADVERTISING INC COM 397838103 941 2,300 SH SOLE 2,300
GREY WOLF INCORPORATED COM 397888108 1,210 307,200 SH SOLE 307,200
GRIC COMMUNICATIONS COM 398081109 14 400 SH SOLE 400
GRIFFON CORP COM 398433102 45 5,700 SH SOLE 5,700
GROUP ONE AUTOMOTIVE COM 398905109 448 38,500 SH SOLE 38,500
GROVE REAL ESTATE SH BEN INT 399613108 13 1,000 SH SOLE 1,000
GTECH HOLDINGS CORP COM 400518106 1,208 65,100 SH SOLE 65,100
GUESS INC COM 401617105 32 1,000 SH SOLE 1,000
GUEST SUPPLY INC COM 401630108 11 600 SH SOLE 600
GUIDANT CORPORATION COM 401698105 22,926 389,808 SH SOLE 389,808
GUILFORD MILLS INC. COM 401794102 29 3,800 SH SOLE 3,800
GUILFORD PHARMACEUTICALS COM 401829106 12 500 SH SOLE 500
GUITAR CENTER INC COM 402040109 13 1,100 SH SOLE 1,100
GULF ISLAND FABRICATION COM 402307102 19 1,300 SH SOLE 1,300
GULFMARK OFFSHORE INC COM 402629109 6 300 SH SOLE 300
GUM TECH INTL INC. COM 402803100 6 400 SH SOLE 400
GYMBOREE CORPORATION COM 403777105 20 4,800 SH SOLE 4,800
HCC INSURANCE HOLDING INC COM 404132102 1,241 93,650 SH SOLE 93,650
HNC SOFTWARE COM 40425P107 1,030 14,300 SH SOLE 14,300
HRPT PROPERTIES (REIT) COM SH BEN INT 40426W101 24 2,800 SH SOLE 2,800
HSB GROUP INC COM 40428N109 1,568 54,200 SH SOLE 54,200
HS RESOURCES INC COM 404297103 95 4,500 SH SOLE 4,500
HA LO INDUSTRIES COM 404429102 724 91,875 SH SOLE 91,875
HADCO CORP COM 404681108 1,829 28,300 SH SOLE 28,300
HAEMONETICS CORPORATION COM 405024100 1,051 46,700 SH SOLE 46,700
HAGGAR CORPORATION COM 405173105 33 2,400 SH SOLE 2,400
HAIN FOOD GROUP INC COM 405219106 948 33,500 SH SOLE 33,500
HALLIBURTON CO COM 406216101 23,191 565,635 SH SOLE 565,635
HANCOCK FABRICS INC COM 409900107 11 3,700 SH SOLE 3,700
HANCOCK HOLDING CO COM 410120109 557 18,045 SH SOLE 18,045
JOHN HANCOCK FINANCIAL COM 41014S106 150 8,300 SH SOLE 8,300
HANDLEMAN CO DEL COM 410252100 446 50,300 SH SOLE 50,300
HANGER ORTHOPEDIC COM NEW 41043F208 26 4,800 SH SOLE 4,800
HANNA COMPANY COM 410522106 1,007 89,000 SH SOLE 89,000
HANNAFORD BROS CO COM 410550107 1,800 24,400 SH SOLE 24,400
HANOVER COMPRESSOR COM 410768105 3,299 58,000 SH SOLE 58,000
HANOVER DIRECT INC COM 410783104 896 377,200 SH SOLE 377,200
HARBINGER CORP COM 41145C103 2,158 74,100 SH SOLE 74,100
HARCOURT GENERAL INC COM 41163G101 3,475 93,300 SH SOLE 93,300
HARBOR FLORIDA BANCSHARES COM 411901101 627 55,100 SH SOLE 55,100
HARDINGE INCORPORATED COM 412324303 8 800 SH SOLE 800
JOHN HARLAND COM 412693103 763 56,500 SH SOLE 56,500
HARLEY DAVIDSON INC COM 412822108 15,343 193,300 SH SOLE 193,300
HARLEYSVILLE GROUP INC. COM 412824104 719 49,600 SH SOLE 49,600
HARLEYSVILLE NATIONAL PA COM 412850109 11 400 SH SOLE 400
HARMAN INTERNATIONAL COM 413086109 2,082 34,700 SH SOLE 34,700
HARMON INDUSTRIES COM 413136102 40 2,200 SH SOLE 2,200
HARMONIC INC. COM 413160102 1,374 16,500 SH OTHER (1) 16,500
HARMONIC INC. COM 413160102 1,490 17,900 SH SOLE 17,900
HARRAH'S ENTERTAINMENT COM 413619107 3,115 167,811 SH SOLE 167,811
HARRIS CORP DEL COM 413875105 1,327 38,400 SH SOLE 38,400
HARRIS FINANCIAL INC COM 414541102 10 1,400 SH SOLE 1,400
HARSCO CORP COM 415864107 457 15,800 SH SOLE 15,800
HARTE-HANKS INC COM 416196103 903 39,800 SH SOLE 39,800
HARTFORD FINANCIAL SVCS COM 416515104 15,076 285,792 SH SOLE 285,792
HARTFORD LIFE CLASS A CL A 416592103 825 17,600 SH SOLE 17,600
HARTMARX CORP COM 417119104 20 7,400 SH SOLE 7,400
HASBRO INC COM 418056107 4,066 246,409 SH SOLE 246,409
HAVERTY FURNITURE COM 419596101 406 38,200 SH SOLE 38,200
HAWAIIAN ELECTRIC INDS COM 419870100 1,925 60,500 SH SOLE 60,500
HAWK CORPORATION CL A 420089104 6 1,200 SH SOLE 1,200
HAWKINS CHEMICAL INC COM 420200107 11 1,300 SH SOLE 1,300
HAYES LEMMERZ COM 420781106 1,119 58,500 SH SOLE 58,500
HEARME INC COM 421903105 18 700 SH SOLE 700
HEALTHCARE SERVICES GROUP COM 421906108 14 2,500 SH SOLE 2,500
HEALTH CARE PROP (REIT) COM 421915109 31 1,224 SH SOLE 1,224
HEALTHSOUTH CORPORATION COM 421924101 1,739 312,605 SH SOLE 312,605
HEALTH MANAGEMENT ASSOC CL A 421933102 1,773 124,428 SH SOLE 124,428
HEALTHCARE REALTY (REIT) COM 421946104 15 900 SH SOLE 900
HEALTH CARE (REIT) COM 42217K106 10 700 SH SOLE 700
HEALTHAXIS INC COM 42219D100 392 27,300 SH SOLE 27,300
HEALTH MGMT. SYSTEMS COM 42219M100 7 1,400 SH SOLE 1,400
HEALTHEON/WEBMD CORP COM 422209106 45 1,949 SH SOLE 1,949
HEALTHCENTRAL.COM COM 42221V106 4 800 SH SOLE 800
HEARST-ARGYLE TELEVISION COM 422317107 2,258 96,600 SH SOLE 96,600
HEARTLAND EXPRESS COM 422347104 789 56,147 SH SOLE 56,147
HEICO CORP NEW A CL A 422806208 14 1,000 SH SOLE 1,000
HEIDRICK & STRUGGLES INTL COM 422819102 16 400 SH SOLE 400
HEINZ H J CO COM 423074103 15,737 451,238 SH SOLE 451,238
HELEN OF TROY LTD COM G4388N106 479 69,700 SH SOLE 69,700
HELIX TECHNOLOGY CORP. COM 423319102 2,613 43,500 SH SOLE 43,500
HELLER FINANCIAL INC CL A 423328103 1,983 85,759 SH SOLE 85,759
HELMERICH & PAYNE INC COM 423452101 3,221 103,900 SH SOLE 103,900
HENRY (JACK) & ASSOC COM 426281101 2,817 76,400 SH SOLE 76,400
HERCULES INC COM 427056106 2,156 133,707 SH SOLE 133,707
HERSHEY FOODS INC COM 427866108 8,736 179,198 SH SOLE 179,198
HERTZ CORPORATION CLASS A CL A 428040109 954 28,000 SH SOLE 28,000
HEWLETT PACKARD CO COM 428236103 1,723 13,000 SH OTHER (1) 13,000
HEWLETT PACKARD CO COM 428236103 170,803 1,288,473 SH SOLE 1,288,473
HEXCEL CORP COM 428291108 8 1,500 SH SOLE 1,500
HI / FN INC COM 428358105 20 300 SH SOLE 300
HIBERNIA CORP - CL A CL A 428656102 879 83,700 SH SOLE 83,700
HICKORY TECH CORP. COM 429060106 11 800 SH SOLE 800
HIGH SPEED ACCESS COM 42979U102 16 1,200 SH SOLE 1,200
HIGHWOODS PROP (REIT) COM 431284108 32 1,500 SH SOLE 1,500
HILB ROGAL & HAMILTON CO COM 431294107 615 22,500 SH SOLE 22,500
HILLENBRAND INDUSTRIES COM 431573104 1,316 38,700 SH SOLE 38,700
HILTON HOTELS CORP COM 432848109 3,458 446,165 SH SOLE 446,165
HISPANIC BROADCASTING CL A 43357B104 3,443 30,400 SH SOLE 30,400
HOLLINGER INTL CLASS A CL A 435569108 673 62,600 SH SOLE 62,600
HOLLYWOOD.COM INC COM 436137103 13 800 SH SOLE 800
HOLLYWOOD ENTERTAINMENT COM 436141105 614 76,200 SH SOLE 76,200
HOLOGIC INCORPORATED COM 436440101 35 4,400 SH SOLE 4,400
HOME DEPOT COM 437076102 3,754 58,200 SH OTHER (1) 58,200
HOME DEPOT COM 437076102 186,871 2,897,222 SH SOLE 2,897,222
HOME PROP OF NY (REIT) COM 437306103 13 500 SH SOLE 500
HOMESTAKE MNG CO COM 437614100 2,015 335,907 SH SOLE 335,907
HOMESTORE.COM INC COM 437852106 88 1,800 SH SOLE 1,800
HON INDUSTRIES INC COM 438092108 1,033 40,100 SH SOLE 40,100
HONEYWELL INTL INC COM 438516106 52,922 1,004,453 SH SOLE 1,004,453
HOOPER HOLMES INC COM 439104100 2,110 61,500 SH SOLE 61,500
HORACE MANN EDUCATORS COM 440327104 1,422 77,100 SH SOLE 77,100
HORIZON FINANCIAL COM 44041F105 10 1,100 SH SOLE 1,100
HORMEL FOODS CORP COM 440452100 1,417 86,200 SH SOLE 86,200
HOSPITALITY PROP (REIT) COM SH BEN INT 44106M102 26 1,300 SH SOLE 1,300
HOST MARRIOTT CORP (NEW) COM 44107P104 51 5,700 SH SOLE 5,700
HOT TOPIC INC COM 441339108 14 400 SH SOLE 400
HOTJOBS.COM LIMITED COM 441474103 18 700 SH SOLE 700
HOUGHTON MIFLIN CO COM 441560109 878 20,700 SH SOLE 20,700
HOUSEHOLD INTL CORP COM 441815107 22,433 601,229 SH SOLE 601,229
HOUSTON EXPLORATION CO. COM 442120101 756 42,000 SH SOLE 42,000
HOWELL CORPORATION COM 443051107 4 600 SH SOLE 600
HOWMET INTERNATIONAL COM 443208103 1,260 62,400 SH SOLE 62,400
HUB GROUP CL A 443320106 6 400 SH SOLE 400
HUBBELL INC CLASS B CL B 443510201 1,055 38,538 SH SOLE 38,538
HUDSON CITY BANCORP COM 443683107 39 2,700 SH SOLE 2,700
HUDSON RIVER BANCORP INC. COM 444128102 12 1,200 SH SOLE 1,200
HUDSON UNITED BANCORP COM 444165104 518 23,879 SH SOLE 23,879
HUFFY CORP COM 444356109 9 2,100 SH SOLE 2,100
HUGHES SUPPLY INC. COM 444482103 667 43,050 SH SOLE 43,050
HUGOTON ROYALTY TRUST UNIT BEN INT 444717102 11 1,300 SH SOLE 1,300
HUMANA INC COM 444859102 1,540 210,642 SH SOLE 210,642
HUMAN GENOME COM 444903108 2,276 27,400 SH SOLE 27,400
HUNT J B TRANS SVCS INC COM 445658107 871 63,650 SH SOLE 63,650
HUNTINGTON BANCSHARES COM 446150104 6,712 299,976 SH SOLE 299,976
HUSSMAN INTERNATIONAL INC COM 448110106 1,209 95,300 SH SOLE 95,300
HUTCHINSON TECHNOLOGY COM 448407106 850 48,200 SH SOLE 48,200
HUTTIG BUILDING PROD. INC COM 448451104 1 311 SH SOLE 311
ICN PHARMACEUTICALS INC COM 448924100 1,283 47,074 SH SOLE 47,074
IDT CORP COM 448947101 1,897 45,700 SH SOLE 45,700
HYPERCOM CORPORATION COM 44913M105 1,043 60,900 SH SOLE 60,900
HYPERION SOLUTIONS CORP COM 44914M104 2,023 62,245 SH SOLE 62,245
HYSEQ INCORPORATED COM 449163302 18 400 SH SOLE 400
IBP INC COM 449223106 750 47,600 SH SOLE 47,600
ICG COMMUNICATIONS INC COM 449246107 3,334 92,300 SH SOLE 92,300
ICOS CORP COM 449295104 582 16,100 SH SOLE 16,100
IDEC PHARMACEUTICALS CORP COM 449370105 2,407 24,500 SH SOLE 24,500
IDG BOOKS WORLDWIDE CL A 449384106 9 800 SH SOLE 800
IDX SYSTEMS CORP COM 449491109 1,426 52,100 SH SOLE 52,100
IGEN INC COM 449536101 648 25,900 SH SOLE 25,900
IHOP CORP COM 449623107 547 39,100 SH SOLE 39,100
IMC GLOBAL INC COM 449669100 959 65,260 SH SOLE 65,260
IMCO RECYCLING INC COM 449681105 51 4,600 SH SOLE 4,600
IPC COMMUNICATIONS INC COM NEW 44980K206 62 300 SH SOLE 300
IMS HEALTH INC COM 449934108 6,790 400,886 SH SOLE 400,886
IRI INTERNATIONAL CORP. COM 45004F107 5 500 SH SOLE 500
IRT PROPERTY (REIT) COM 450058102 13 1,600 SH SOLE 1,600
ISS GROUP INC COM 450306105 2,808 24,100 SH SOLE 24,100
ITC DELTACOM INC COM 45031T104 1,329 37,300 SH SOLE 37,300
ITT EDUCATIONAL SERVICES COM 45068B109 828 51,750 SH SOLE 51,750
ITXC CORP COM 45069F109 42 900 SH SOLE 900
IXL ENTERPRISES INC COM 450718101 50 1,800 SH SOLE 1,800
IBASIS INC COM 450732102 33 800 SH SOLE 800
IBIS TECHNOLOGY CORP COM 450909106 1,638 18,200 SH SOLE 18,200
ITT INDUSTRIES INC COM 450911102 3,605 116,047 SH SOLE 116,047
IDACORP INC COM 451107106 2,717 78,200 SH SOLE 78,200
IDEX CORP COM 45167R104 1,663 61,025 SH SOLE 61,025
IDEXX LABORATORIES INC COM 45168D104 1,744 74,800 SH SOLE 74,800
IGATE CAPITAL CORPORATION COM 45169U105 4,350 96,400 SH SOLE 96,400
IKON OFFICE SOLUTIONS COM 451713101 2,406 388,777 SH SOLE 388,777
IDENTIX INC COM 451906101 22 800 SH SOLE 800
ILEX ONCOLOGY INC COM 451923106 21 500 SH SOLE 500
ILLINOIS TOOL WKS INC COM 452308109 21,239 384,413 SH SOLE 384,413
ILLUMINET HOLDINGS INC COM 452334105 39 800 SH SOLE 800
IMAGEX.COM INC COM 45244D102 8 400 SH SOLE 400
IMATION CORPORATION COM 45245A107 101 3,800 SH SOLE 3,800
IMCLONE SYSTEMS COM 45245W109 4,205 54,700 SH SOLE 54,700
IMANAGE INC COM 45245Y105 8 500 SH SOLE 500
IMMERSION CORPORATION COM 452521107 18 300 SH SOLE 300
IMMUCOR INC COM 452526106 11 1,100 SH SOLE 1,100
IMMUNEX CORPORATION-NEW COM 452528102 18,270 288,000 SH SOLE 288,000
IMPERIAL BANCORP COM 452556103 2,943 94,943 SH SOLE 94,943
IMPERIAL CREDIT IND. COM 452729106 9 1,900 SH SOLE 1,900
IMMUNOMEDICS INC COM 452907108 23 900 SH SOLE 900
IN FOCUS SYSTEMS INC. COM 452919103 1,633 45,600 SH SOLE 45,600
IMR GLOBAL CORP COM 45321W106 1,044 72,650 SH SOLE 72,650
INAMED CORP. COM 453235103 25 500 SH SOLE 500
INACOM CORP. COM 45323G109 28 10,040 SH SOLE 10,040
INCO LIMITED COM 453258402 2,519 137,549 SH SOLE 137,549
INCYTE PHAR. INC. COM 45337C102 4,800 54,900 SH SOLE 54,900
INDEPENDENCE COMMUNITY BK COM 453414104 1,612 144,900 SH SOLE 144,900
INDIANA ENERGY INC COM 454707100 1,122 57,533 SH SOLE 57,533
INDUSTRIAL BANCORP COM 455882100 5 500 SH SOLE 500
INDYMAC MORTGAGE (REIT) COM 456607100 30 2,000 SH SOLE 2,000
INFINITY BROADCASTING CL A 45662S102 304 9,375 SH SOLE 9,375
INET TECHNOLOGIES INC COM 45662V105 64 1,200 SH SOLE 1,200
INFOCURE CORP COM 45665A108 877 50,500 SH SOLE 50,500
INFORMATICA COM 45666Q102 61 800 SH SOLE 800
INFONET SERVICES CORP. CL B 45666T106 174 7,700 SH SOLE 7,700
INFORMATION HOLDINGS INC. COM 456727106 22 700 SH SOLE 700
INFO RESOURCES ENGINEERNG COM PAR $0.01 45675F303 18 500 SH SOLE 500
INFORMIX CORP COM 456779107 1,759 103,850 SH SOLE 103,850
INFOSPACE.COM COM 45678T102 364 2,500 SH SOLE 2,500
INFOUSA INC. COM 456818301 10 1,100 SH SOLE 1,100
INGERSOLL RAND CO COM 456866102 9,591 216,747 SH SOLE 216,747
INFO RESOURCES COM 456905108 44 5,500 SH SOLE 5,500
INGRAM MICRO CL A 457153104 2,051 133,400 SH SOLE 133,400
INHALE THERAPEUTIC SYS COM 457191104 2,473 33,200 SH SOLE 33,200
INKTOMI CORP COM 457277101 546 2,800 SH SOLE 2,800
INNOVEX INCORPORATED COM 457647105 26 2,700 SH SOLE 2,700
INPUT/OUTPUT INC. COM 457652105 81 13,200 SH SOLE 13,200
INSIGHT ENTER. COM 45765U103 1,862 51,100 SH SOLE 51,100
INSITUFORM TECHNOLOGIES CL A 457667103 1,449 47,300 SH SOLE 47,300
INPRISE CORP COM 45766C102 685 100,500 SH SOLE 100,500
INSO CORPORATION COM 457674109 379 28,100 SH SOLE 28,100
INSIGHT COMMUNICATIONS CL A 45768V108 21 1,000 SH SOLE 1,000
INKEEPERS USA TRUST(REIT) COM 4576J0104 12 1,500 SH SOLE 1,500
INSTEEL INDUSTRIES COM 45774W108 10 1,700 SH SOLE 1,700
INSURANCE AUTO AUCTIONS COM 457875102 37 2,200 SH SOLE 2,200
INSWEB COM 45809K103 8 800 SH SOLE 800
INTEGRATED DEVICE TECH COM 458118106 2,092 52,800 SH SOLE 52,800
INTEGRATED ELECTRICA COM 45811E103 339 64,500 SH SOLE 64,500
INTEL CORP COM 458140100 7,257 55,000 SH OTHER (1) 55,000
INTEL CORP COM 458140100 555,449 4,209,940 SH SOLE 4,209,940
INTELLIGROUP INC. COM 45816A106 12 400 SH SOLE 400
INTER PARFUMS INC COM 458334109 4 300 SH SOLE 300
INTER-TEL INC. COM 458372109 1,281 46,800 SH SOLE 46,800
INTERACTIVE INTELLIGENCE COM 45839M103 22 500 SH SOLE 500
INTERCEPT GROUP INC. COM 45845L107 18 700 SH SOLE 700
INTERDENT COM 45865R109 7 1,400 SH SOLE 1,400
INTERFACE INC. CL A CL A 458665106 49 11,500 SH SOLE 11,500
INTERDIGITAL COMMUNI COM 45866A105 2,303 91,200 SH SOLE 91,200
INTERGRAPH CORP COM 458683109 9 1,000 SH SOLE 1,000
INTERIM SERVICES INC COM 45868P100 344 18,530 SH SOLE 18,530
INTERLEAF INC COM NEW 458729209 1,231 26,200 SH SOLE 26,200
INTERLIANT INC COM 458742103 31 1,100 SH SOLE 1,100
INTERMAGNETICS GENERAL COM 458771102 73 4,300 SH SOLE 4,300
INTERMEDIA COMMUNICATIONS COM 458801107 1,725 35,700 SH SOLE 35,700
INTERMET CORP COM 45881K104 55 6,000 SH SOLE 6,000
INTERNAP NETWORK SERVICES COM 45885A102 152 3,300 SH SOLE 3,300
INTERNATIONAL BANCSHARES COM 459044103 1,312 32,400 SH SOLE 32,400
IBM CORPORATION COM 459200101 4,850 41,100 SH OTHER (1) 41,100
IBM CORPORATION COM 459200101 268,545 2,275,804 SH SOLE 2,275,804
INTERNATIONAL FLAVORS COM 459506101 4,798 136,828 SH SOLE 136,828
INTERNATIONAL HOME FOODS COM 459655106 749 46,800 SH SOLE 46,800
INTL GAME TECHNOLOGY COM 459902102 1,013 46,700 SH SOLE 46,700
INTL MULTIFOODS COM 460043102 8 600 SH SOLE 600
INTERNATIONAL PAPER CO COM 460146103 22,100 516,960 SH SOLE 516,960
INTERNATIONAL RECTIFIER COM 460254105 5,097 133,700 SH SOLE 133,700
INTERNATIONAL SPEEDWAY CL A 460335201 1,413 31,445 SH SOLE 31,445
INTL SPECIALTY PRODS INC COM 460337108 791 122,900 SH SOLE 122,900
INTERNET CAPITAL GROUP COM 46059C106 72 800 SH SOLE 800
INTERNET PICTURES CORP COM 46059S101 28 821 SH SOLE 821
INTERPUBLIC GROUP COM 460690100 17,001 359,820 SH SOLE 359,820
INTERSPEED INC. COM 46070W107 4 200 SH SOLE 200
INTERSTATE BAKERIES INC COM 46072H108 554 38,900 SH SOLE 38,900
INTERSTATE HOTELS CORP COM 46088R108 0 90 SH SOLE 90
INTERWEST BANCORP INC COM 460931108 369 26,800 SH SOLE 26,800
INTRANET SOLUTIONS INC COM NEW 460939309 1,550 33,700 SH SOLE 33,700
INTERNET.COM CORP COM 460967102 25 600 SH SOLE 600
INTERTAN INC. COM 461120107 1,042 75,750 SH SOLE 75,750
INTERTRUST TECHNOLOGIES COM 46113Q109 85 2,000 SH SOLE 2,000
INTERVOICE-BRITE INC COM 461142101 1,922 66,578 SH SOLE 66,578
INTERWORLD CORPORATION COM 46114Q108 40 700 SH SOLE 700
INTERVU INCORPORATED COM 46114R106 2,601 28,900 SH SOLE 28,900
INTERWOVEN INC COM 46114T102 66 600 SH SOLE 600
INTIMATE BRANDS INC. CL A 461156101 5,858 142,870 SH SOLE 142,870
INTRAWARE INC. COM 46118M103 33 800 SH SOLE 800
INTUIT INCORPORATED COM 461202103 6,107 112,315 SH SOLE 112,315
INVACARE CORPORATION COM 461203101 1,698 61,900 SH SOLE 61,900
INVESTMENT TECHNOLOGY GRP COM 46145F105 2,119 60,100 SH SOLE 60,100
INVITROGEN CORP COM 46185R100 29 500 SH SOLE 500
INVESTORS FINANCIAL SERV COM 461915100 1,802 30,600 SH SOLE 30,600
IOMEGA CORPORATION COM 462030107 1,927 505,400 SH SOLE 505,400
IONICS INC COM 462218108 769 30,100 SH SOLE 30,100
IPALCO ENTERPRISES INC COM 462613100 995 51,000 SH SOLE 51,000
IRON MOUNTAIN INC COM 462846106 3,467 101,770 SH SOLE 101,770
IRWIN FINANCIAL COM 464119106 533 35,500 SH SOLE 35,500
ISIS PHARMACEUTICALS COM 464330109 955 67,900 SH SOLE 67,900
ISLE OF CAPRIS CASINOS COM 464592104 14 1,100 SH SOLE 1,100
IT GROUP COM 465266104 10 1,300 SH SOLE 1,300
ITRON INC COM 465741106 20 2,900 SH SOLE 2,900
I2 TECHNOLOGIES COM 465754109 10,600 86,800 SH SOLE 86,800
IVAX CORPORATION COM 465823102 2,766 101,500 SH SOLE 101,500
IVILLAGE INC COM 46588H105 9 600 SH SOLE 600
JDN REALTY (REIT) COM 465917102 13 1,300 SH SOLE 1,300
IXNET INC COM 46601C109 60 1,300 SH SOLE 1,300
J & J SNACK FOODS CORP COM 466032109 48 2,400 SH SOLE 2,400
JDS UNIPHASE CORP COM 46612J101 43,099 357,484 SH SOLE 357,484
JDA SOFTWARE GROUP COM 46612K108 582 39,800 SH SOLE 39,800
JLG INDUSTRIES COM 466210101 735 80,600 SH SOLE 80,600
JNI CORPORATION COM 46622G105 31 600 SH SOLE 600
JP REALTY (REIT) COM 46624A106 12 700 SH SOLE 700
JABIL CIRCUIT INC COM 466313103 2,284 52,800 SH OTHER (1) 52,800
JABIL CIRCUIT INC COM 466313103 4,178 96,600 SH SOLE 96,600
JACK IN THE BOX INC COM 466367109 1,477 69,300 SH SOLE 69,300
JACOBS ENGINEERING COM 469814107 1,571 48,700 SH SOLE 48,700
JAKKS PACIFIC INC COM 47012E106 826 38,300 SH SOLE 38,300
JAN BELL MARKETING COM 470760109 14 4,800 SH SOLE 4,800
JASON INC COM 471171108 13 1,200 SH SOLE 1,200
JEFFERIES GROUP INC COM 472319102 124 5,400 SH SOLE 5,400
JEFFERSON PILOT CORP COM 475070108 9,081 136,422 SH SOLE 136,422
JFAX.COM COM 477366108 2 400 SH SOLE 400
JO-ANN STORES INC CL A CL A 47758P109 35 4,200 SH SOLE 4,200
JOHN NUVEEN COMPANY CL A CL A 478035108 601 15,700 SH SOLE 15,700
JOHNS MANVILLE CORP COM 478129109 964 87,600 SH SOLE 87,600
JOHNSON & JOHNSON COM 478160104 3,776 53,900 SH OTHER (1) 53,900
JOHNSON & JOHNSON COM 478160104 122,886 1,753,948 SH SOLE 1,753,948
JOHNSON CONTROLS COM 478366107 6,156 113,875 SH SOLE 113,875
JONES APPAREL GROUP COM 480074103 2,397 75,200 SH SOLE 75,200
JONES LANG LASALLE INC COM 48020Q107 17 1,100 SH SOLE 1,100
JONES PHARMACEUTICALS COM 480236108 644 21,200 SH SOLE 21,200
JOSTENS COM 481088102 2,074 85,100 SH SOLE 85,100
JOURNAL REGISTER CO COM 481138105 1,232 83,500 SH SOLE 83,500
JUNIPER NETWORKS INC COM 48203R104 1,054 4,000 SH SOLE 4,000
JUNO LIGHTING INC COM NEW 482047206 0 29 SH SOLE 29
JUNO ONLINE SERVICES INC COM 482048105 14 900 SH SOLE 900
JUPITER COMMUNICATIONS COM 482050101 12 500 SH SOLE 500
JUSTIN INDUSTRIES COM 482171105 914 50,800 SH SOLE 50,800
JWGENESIS FINANCIAL COM 482227105 16 1,041 SH SOLE 1,041
KLA-TENCOR CORPORATION COM 482480100 19,693 233,750 SH SOLE 233,750
K MART CORP COM 482584109 5,269 543,917 SH SOLE 543,917
K-SWISS INC. CLASS A CL A 482686102 40 2,700 SH SOLE 2,700
K2 INCORPORATED COM 482732104 28 3,500 SH SOLE 3,500
K V PHARMACEUTICAL CL A 482740206 895 33,300 SH SOLE 33,300
KAISER ALUMINUM COM 483007100 589 130,800 SH SOLE 130,800
KAMAN CORP CL A 483548103 54 5,500 SH SOLE 5,500
KANA COMMUNICATIONS INC COM 483600102 102 1,500 SH SOLE 1,500
KANSAS CITY LIFE COM 484836101 524 21,700 SH SOLE 21,700
KANSAS CITY POWER & LIGHT COM 485134100 1,088 37,500 SH SOLE 37,500
KANSAS CITY SOUTHERN INDS COM 485170104 12,444 144,800 SH SOLE 144,800
KAUFMAN & BROAD HOME CORP COM 486168107 2,782 129,781 SH SOLE 129,781
KAYDON CORPORATION COM 486587108 1,579 57,800 SH SOLE 57,800
KEANE INCORPORATED COM 486665102 1,179 46,700 SH SOLE 46,700
KEEBLER FOODS COMPANY COM 487256109 57 2,000 SH SOLE 2,000
KELLOGG CO COM 487836108 12,742 497,262 SH SOLE 497,262
KELLSTROM INDS COM 488035106 3 600 SH SOLE 600
KELLWOOD CO COM 488044108 962 54,800 SH SOLE 54,800
KELLY SERVICES INC CL A CL A 488152208 22 900 SH SOLE 900
KEMET CORPORATION COM 488360108 1,607 25,400 SH SOLE 25,400
KENNAMETAL INC COM 489170100 1,756 58,400 SH SOLE 58,400
KENT ELECTRONICS CORP COM 490553104 1,941 66,500 SH SOLE 66,500
KERR MCGEE CORP COM 492386107 6,806 117,858 SH SOLE 117,858
KEY ENERGY SERVICES INC. COM 492914106 1,850 159,100 SH SOLE 159,100
KEY PRODUCTION CO COM 493138101 16 1,200 SH SOLE 1,200
KEYCORP COM 493267108 10,770 566,854 SH SOLE 566,854
KEYNOTE COM 493308100 72 700 SH SOLE 700
KEYSPAN CORPORATION COM 49337W100 2,247 81,334 SH SOLE 81,334
KEYSTONE FINANCIAL COM 493482103 570 31,000 SH SOLE 31,000
KEYSTONE PROPERTY TRUST COM 493596100 12 900 SH SOLE 900
KIMBALL INTL CL B 494274103 846 76,900 SH SOLE 76,900
KILROY REALTY (REIT) COM 49427F108 17 800 SH SOLE 800
KIMBERLY-CLARK CORP COM 494368103 38,881 694,308 SH SOLE 694,308
KIMCO REALTY CORP (REIT) COM 49446R109 56 1,500 SH SOLE 1,500
KINDER MORGAN INC COM 49455P101 2,370 68,700 SH SOLE 68,700
KING PHARMACEUTICALS INC. COM 495582108 899 28,550 SH SOLE 28,550
KIRBY CORP. COM 497266106 916 46,400 SH SOLE 46,400
KITTY HAWK INC COM 498326107 3 600 SH SOLE 600
KNIGHT-RIDDER INC COM 499040103 5,826 114,383 SH SOLE 114,383
KNIGHT TRANSPORTATION INC COM 499064103 14 800 SH SOLE 800
KNIGHT/TRIMARK GROUP INC. CL A 499068104 3,560 69,800 SH SOLE 69,800
KOGER EQUITY INC (REIT) COM 500228101 12 700 SH SOLE 700
KOHL'S CORPORATION COM 500255104 21,289 207,700 SH SOLE 207,700
KOMAG INC COM 500453105 41 10,700 SH SOLE 10,700
KONOVER PROPERTY INC. COM 50047R100 9 1,600 SH SOLE 1,600
KOPIN CORPORATION COM 500600101 3,967 57,700 SH SOLE 57,700
KORN/FERRY INTL COM NEW 500643200 27 900 SH SOLE 900
KROGER CO COM 501044101 18,554 1,056,442 SH SOLE 1,056,442
KROLL-O'GARA COMPANY COM 501050108 458 41,900 SH SOLE 41,900
KRONOS INCORPORATED COM 501052104 665 22,450 SH SOLE 22,450
KULICKE & SOFFA INDS INC COM 501242101 2,985 46,600 SH SOLE 46,600
LCA-VISION INC. COM NEW 501803209 7 1,400 SH SOLE 1,400
LG&E ENERGY CORP COM 501917108 1,680 73,455 SH SOLE 73,455
LTV CORPORATION COM 501921100 720 202,000 SH SOLE 202,000
LHS GROUP INC. COM 501938104 1,643 36,500 SH SOLE 36,500
LNR PROPERTY CORPORATION COM 501940100 888 46,600 SH SOLE 46,600
LSB BANCSHARES INC COM 502158108 7 500 SH SOLE 500
LSI LOGIC COM 502161102 4,495 61,900 SH OTHER (1) 61,900
LSI LOGIC COM 502161102 27,524 378,994 SH SOLE 378,994
LTC PROPERTYS INC. COM 502175102 10 1,800 SH SOLE 1,800
LTX CORPORATION COM 502392103 3,886 86,000 SH SOLE 86,000
L-3 COMMUNICATIONS COM 502424104 307 5,900 SH SOLE 5,900
LA-Z-BOY CHAIR CO. COM 505336107 1,945 126,500 SH SOLE 126,500
LABOR READY INCORPORATED COM NEW 505401208 937 94,850 SH SOLE 94,850
LABONE INC COM 50540L105 9 1,300 SH SOLE 1,300
LAB CORP OF AMERICA COM 50540R102 979 227,000 SH SOLE 227,000
LABRANCHE & CO INC COM 505447102 15 1,200 SH SOLE 1,200
LACLEDE GAS COMPANY COM 505588103 782 39,100 SH SOLE 39,100
LAFARGE CORP. COMMON COM 505862102 1,135 47,800 SH SOLE 47,800
LAIDLAW INC COM 50730K503 0 1 SH SOLE 1
LAKELAND FINL CORP COM 511656100 11 800 SH SOLE 800
LAM RESEARCH CORPORATION COM 512807108 3,159 70,100 SH SOLE 70,100
LAMAR ADVERTISING CL A 512815101 1,219 26,800 SH SOLE 26,800
LANCASTER COLONY CORP COM 513847103 778 25,450 SH SOLE 25,450
LANCE INC COM 514606102 698 65,700 SH SOLE 65,700
LANDAMERICA FINANCIAL GRP COM 514936103 16 800 SH SOLE 800
LANDMARK SYSTEMS CORP. COM 51506S100 8 1,500 SH SOLE 1,500
LANDS END COM 515086106 98 1,600 SH SOLE 1,600
LANDRY'S SEAFOOD RES COM 51508L103 38 6,000 SH SOLE 6,000
LANDSTAR SYSTEMS INC COM 515098101 1,172 21,400 SH SOLE 21,400
LANTE CORPORATION COM 516540101 27 900 SH SOLE 900
LASER VISION CENTERS INC COM 51807H100 450 64,800 SH SOLE 64,800
LASON INC COM 51808R107 317 48,100 SH SOLE 48,100
LATITUDE COMMUNICATION COM 518292107 11 400 SH SOLE 400
LATTICE SEMICONDUCTOR COM 518415104 1,902 28,100 SH SOLE 28,100
ESTEE LAUDER COMPANIES CL A 518439104 3,760 75,100 SH SOLE 75,100
LAWSON PRODUCTS INC COM 520776105 48 2,000 SH SOLE 2,000
LEAP WIRELESS INTL. INC COM 521863100 3,908 39,600 SH SOLE 39,600
LEAR CORPORATION COM 521865105 1,058 37,600 SH SOLE 37,600
LEARNING TREE INTER. COM 522015106 1,438 40,500 SH SOLE 40,500
LEE ENTERPRISES COM 523768109 601 23,000 SH SOLE 23,000
LEGATO SYSTEMS INC COM 524651106 2,155 48,300 SH SOLE 48,300
LEGGETT & PLATT INC COM 524660107 5,519 256,700 SH SOLE 256,700
LEGG MASON INC COM 524901105 1,445 33,400 SH SOLE 33,400
LEHMAN BROS HOLDING INC COM 524908100 3,259 33,600 SH OTHER (1) 33,600
LEHMAN BROS HOLDING INC COM 524908100 15,082 155,480 SH SOLE 155,480
LENNAR CORPORATION COM 526057104 2,613 120,500 SH SOLE 120,500
LENNOX INTERNATIONAL INC. COM 526107107 112 12,783 SH SOLE 12,783
LEUCADIA NATIONAL CORP. COM 527288104 746 31,400 SH SOLE 31,400
LEVEL 3 COMM INC. COM 52729N100 21,182 200,300 SH SOLE 200,300
LEXMARK INT'L GROUP INC CL A 529771107 2,041 19,300 SH OTHER (1) 19,300
LEXMARK INT'L GROUP INC CL A 529771107 17,565 166,100 SH SOLE 166,100
LIBBEY INC COM 529898108 761 27,800 SH SOLE 27,800
LIBERATE TECHNOLOGIES COM 530129105 138 2,200 SH SOLE 2,200
LIBERTY CORPORATION COM 530370105 1,335 35,600 SH SOLE 35,600
LIBERTY DIGITAL INC CL.A CL A 530436104 219 5,700 SH SOLE 5,700
LIBERTY FINANCIAL CO COM 530512102 1,755 88,600 SH SOLE 88,600
LIBERTY PROP TR (REIT) COM 531172104 41 1,700 SH SOLE 1,700
LIFEMINDERS.COM INC COM 53219H108 41 600 SH SOLE 600
LIFEPOINT HOSPITALS INC COM 53219L109 18 1,100 SH SOLE 1,100
LIGAND PHARMACEUTICALS CL B 53220K207 1,049 59,100 SH SOLE 59,100
LIGHTBRIDGE INC. COM 532226107 849 36,300 SH SOLE 36,300
LIGHTSPAN PARTNERSHIP COM 532262102 20 1,100 SH SOLE 1,100
LILLIAN VERNON COM 532430105 23 2,400 SH SOLE 2,400
LILLY (ELI) & CO COM 532457108 86,763 1,377,192 SH SOLE 1,377,192
LILLY INDUSTRIES INC CL A 532491107 538 43,450 SH SOLE 43,450
LIMITED INC COM 532716107 11,641 276,336 SH SOLE 276,336
LINCARE HOLDING COM 532791100 1,090 38,400 SH SOLE 38,400
LINCOLN ELECTRIC HOLDINGS COM 533900106 2,044 84,500 SH SOLE 84,500
LINCOLN NATL CORP COM 534187109 8,671 258,826 SH SOLE 258,826
LINDSAY MFG CO COM 535555106 51 3,000 SH SOLE 3,000
LINEAR TECHNOLOGY COM 535678106 10,313 401,500 SH SOLE 401,500
LINENS 'N THINGS INC COM 535679104 716 20,900 SH SOLE 20,900
LIPOSOME INC COM 536310105 1,460 83,600 SH SOLE 83,600
LIQUI BOX CORPORATION COM 536314107 10 200 SH SOLE 200
LIQUID AUDIO COM 53631T102 5 400 SH SOLE 400
LITTELFUSE INC COM 537008104 1,361 37,100 SH SOLE 37,100
LITTON INDUSTRIES INC COM 538021106 1,396 31,600 SH SOLE 31,600
LIZ CLAIBORNE INC COM 539320101 3,617 78,946 SH SOLE 78,946
LOCKHEED MARTIN CORP COM 539830109 9,673 473,294 SH SOLE 473,294
LOEWS CINEPLEX ENTMT CORP COM 540423100 340 97,000 SH SOLE 97,000
LOEWS CORPORATION COM 540424108 6,207 124,140 SH SOLE 124,140
LOISLAW.COM COM 541431102 12 600 SH SOLE 600
LONE STAR STEAK HOUSE COM 542307103 14 1,400 SH SOLE 1,400
LONE STAR TECHNOLOGY COM 542312103 2,103 45,100 SH SOLE 45,100
LONGS DRUG STORES INC COM 543162101 2,265 99,582 SH SOLE 99,582
LONGVIEW FIBRE CO COM 543213102 1,395 94,600 SH SOLE 94,600
LOOKSMART LTD COM 543442107 97 2,200 SH SOLE 2,200
LORAL SPACE & COMM COM G56462107 1,228 120,500 SH SOLE 120,500
LOUIS DREYFUS NAT. GAS COM 546011107 2,523 74,200 SH SOLE 74,200
LOUISIANA-PACIFIC CORP COM 546347105 1,989 143,328 SH SOLE 143,328
LOWES COMPANIES INC COM 548661107 28,699 491,626 SH SOLE 491,626
LUBRIZOL CORP COM 549271104 954 33,100 SH SOLE 33,100
LUBY'S INC. COM 549282101 50 5,300 SH SOLE 5,300
LUCENT TECHNOLOGIES INC COM 549463107 243,763 4,012,567 SH SOLE 4,012,567
LUMINANT WORLDWIDE CORP COM 550260103 8 500 SH SOLE 500
LYCOS INC. COM 550818108 3,850 54,800 SH SOLE 54,800
LYDALL INC COM 550819106 39 4,400 SH SOLE 4,400
LYNX EXPL CO COM NEW 551812308 9 300 SH SOLE 300
LYONDELL CHEMICAL CO COM 552078107 947 64,200 SH SOLE 64,200
M&T BANK CORPORATION COM 55261F104 2,143 4,800 SH SOLE 4,800
MAF BANCORP COM 55261R108 871 53,825 SH SOLE 53,825
MBIA INC COM 55262C100 6,752 129,686 SH SOLE 129,686
MBNA CORP COM 55262L100 25,709 1,008,211 SH SOLE 1,008,211
MDC HOLDINGS INC COM 552676108 796 44,400 SH SOLE 44,400
MCN ENERGY GROUP INC COM 55267J100 1,320 52,800 SH SOLE 52,800
MCI WORLDCOM INC COM 55268B106 163,742 3,613,621 SH SOLE 3,613,621
MDU RESOURCES COM 552690109 566 27,300 SH SOLE 27,300
MEMC ELECTRONIC MATERIALS COM 552715104 2,566 127,504 SH SOLE 127,504
MGC COMMUNICATIONS INC. COM 552763302 3,704 51,800 SH SOLE 51,800
MGIC INVESTMENT CORP WISC COM 552848103 6,052 138,738 SH SOLE 138,738
MGI PHARMA INC COM 552880106 16 400 SH SOLE 400
MGM GRAND INCORPORATED COM 552953101 1,843 76,800 SH SOLE 76,800
MKS INSTRUMENTS INC COM 55306N104 30 600 SH SOLE 600
MMC NETWORKS INCORPORATED COM 55308N102 660 20,000 SH OTHER (1) 20,000
MMC NETWORKS INCORPORATED COM 55308N102 1,927 58,400 SH SOLE 58,400
MRV COMMUNICATIONS INC COM 553477100 4,838 52,800 SH SOLE 52,800
MSC INDUSTRIAL DIRECT CL A 553530106 1,183 65,700 SH SOLE 65,700
M.S. CARRIERS INC COM 553533100 613 26,100 SH SOLE 26,100
MTI TECHNOLOGY CORP COM 553903105 1,524 57,800 SH SOLE 57,800
MACDERMID INC COM 554273102 1,571 59,300 SH SOLE 59,300
MACE SEC INTL INC COM 554335109 2 400 SH SOLE 400
MACERICH COMPANY (REIT) COM 554382101 14 700 SH SOLE 700
MACK CALI REALTY (REIT) COM 554489104 36 1,400 SH SOLE 1,400
MACROVISION INC COM 555904101 792 9,200 SH SOLE 9,200
MACROMEDIA INC COM 556100105 2,818 31,200 SH SOLE 31,200
MADISON GAS & ELECTRIC COM 557497104 531 29,700 SH SOLE 29,700
MAGELLAN HEALTH SERVICES COM 559079108 30 6,200 SH SOLE 6,200
MAGNETEK INC COM 559424106 14 1,500 SH SOLE 1,500
MAIL.COM INC CL A 560311102 16 900 SH SOLE 900
MAIL-WELL INC COM 560321200 803 92,400 SH SOLE 92,400
MAINE PUBLIC SERVICES COM 560483109 3 200 SH SOLE 200
MALLINCKRODT INC COM 561232109 2,708 94,200 SH SOLE 94,200
MANAGEMENT NETWORK GROUP COM 561693102 16 600 SH SOLE 600
MANDALAY RESORT GROUP MANDALAY 562567107 901 53,400 SH SOLE 53,400
MANITOWOC COMPANY INC COM 563571108 1,366 50,462 SH SOLE 50,462
MANNING GREG AUCTIONS COM 563823103 16 800 SH SOLE 800
MANOR CARE INC COM 564055101 1,957 144,933 SH SOLE 144,933
MANPOWER INC. COM 56418H100 1,640 46,200 SH SOLE 46,200
MANUF. HOME COMMUN.(REIT) COM 564682102 12 500 SH SOLE 500
MANUGISTICS INC COM 565011103 2,672 52,400 SH SOLE 52,400
MAPINFO CORPORATION COM 565105103 29 750 SH SOLE 750
MAPQUEST.COM INC. COM 565644101 17 800 SH SOLE 800
MARCUS CORP COM 566330106 725 56,025 SH SOLE 56,025
MARIMBA COM 56781Q109 22 500 SH SOLE 500
MARINE DRILLING CO. COM 568240204 3,210 117,000 SH SOLE 117,000
MARK IV INDUSTRIES COM 570387100 1,893 85,800 SH SOLE 85,800
MARKEL CORP. COM 570535104 1,731 11,900 SH SOLE 11,900
MARKETWATCH.COM INC COM 570619106 10 300 SH SOLE 300
MARKETING SERVICES GROUP COM 570907105 1,019 57,400 SH SOLE 57,400
MARSH & MCLENNAN COS. INC COM 571748102 2,548 23,100 SH OTHER (1) 23,100
MARSH & MCLENNAN COS. INC COM 571748102 37,691 341,678 SH SOLE 341,678
MARSH SUPER MARKETS CL B 571783208 9 1,000 SH SOLE 1,000
MARSHALL & ILSLEY COM 571834100 3,464 59,985 SH SOLE 59,985
MARRIOTT INT'L - CL A CL A 571903202 10,182 323,232 SH SOLE 323,232
MARTIN MARIETTA MATERIALS COM 573284106 1,069 22,500 SH SOLE 22,500
MARVEL ENTERPRISES I COM 57383M108 9 1,500 SH SOLE 1,500
MASCO CORP COM 574599106 11,500 560,990 SH SOLE 560,990
MASCOTECH INC. COM 574670105 1,072 91,200 SH SOLE 91,200
MASTEC INC COM 576323109 507 5,700 SH SOLE 5,700
MATERIAL SCIENCES CORP COM 576674105 51 3,800 SH SOLE 3,800
MATTEL INC COM 577081102 4,973 476,452 SH SOLE 476,452
MATTHEWS INTERNATIONAL CL A 577128101 527 23,300 SH SOLE 23,300
MATTSON TECHNOLOGY COM 577223100 47 1,100 SH SOLE 1,100
MAUI LD & PINEAPPLE COM 577345101 12 800 SH SOLE 800
MAXTOR CORP COM NEW 577729205 2,910 224,900 SH SOLE 224,900
MAXIM INTEGRATED PRODS INC COM 57772K101 11,761 165,500 SH SOLE 165,500
MAXIM PHARMACEUTICAL COM 57772M107 42 900 SH SOLE 900
MAXWELL TECHNOLOGIES INC COM 577767106 14 1,000 SH SOLE 1,000
MAXYGEN COM 577776107 52 800 SH SOLE 800
MAY DEPT STORES CO COM 577778103 12,056 423,029 SH SOLE 423,029
MAXICARE HEALTH PLANS COM NEW 577904204 3 1,400 SH SOLE 1,400
MAXXAM INC COM 577913106 351 12,300 SH SOLE 12,300
MAVERICK TUBE CORP COM 577914104 1,113 34,300 SH SOLE 34,300
MAXIMUS INCORPORATED COM 577933104 1,156 37,900 SH SOLE 37,900
MAYTAG CORP COM 578592107 3,548 107,106 SH SOLE 107,106
MCCLATCHY COMPANY - CL A CL A 579489105 753 23,000 SH SOLE 23,000
MCCORMICK & CO COM NON VTG 579780206 1,293 40,100 SH SOLE 40,100
MCDERMOTT INTL INC COM 580037109 1,466 159,600 SH SOLE 159,600
MCDONALD'S CORP COM 580135101 691 18,400 SH OTHER (1) 18,400
MCDONALD'S CORP COM 580135101 65,140 1,734,174 SH SOLE 1,734,174
MCGRAW HILL INC COM 580645109 1,602 35,200 SH OTHER (1) 35,200
MCGRAW HILL INC COM 580645109 11,680 256,714 SH SOLE 256,714
MCK COMMUNICATIONS COM 581243102 29 600 SH SOLE 600
MCKESSON HBOC INC COM 58155Q103 6,749 321,377 SH SOLE 321,377
MCLEODUSA INCORPORATED COM 582266102 7,374 86,948 SH SOLE 86,948
MCWHORTER TECHNOLOGIES COM 582803102 28 2,300 SH SOLE 2,300
MEAD CORP COM 582834107 4,815 137,819 SH SOLE 137,819
MEADE INSTRUMENTS CORP. COM 583062104 28 400 SH SOLE 400
MECH FINANCIAL INC. COM 583492103 20 600 SH SOLE 600
MECHANICAL TECH INC COM 583538103 43 600 SH SOLE 600
MEDAREX INC. COM 583916101 3,070 61,100 SH SOLE 61,100
MEDIA ARTS GROUP COM 58439C102 6 900 SH SOLE 900
MEDIA GENERAL INC CL A CL A 584404107 1,053 20,100 SH SOLE 20,100
MEDIAONE GROUP INC COM 58440J104 63,752 787,067 SH SOLE 787,067
MEDIA METRIX INC COM 58440X103 17 400 SH SOLE 400
MEDIAPLEX INC COM 58446B105 42 800 SH SOLE 800
MEDIABAY INC COM 58446J108 7 900 SH SOLE 900
MEDIACOM COMMUNICATION CL A 58446K105 20 1,400 SH SOLE 1,400
MEDICAL ASSURANCE INC COM 58449U100 796 41,756 SH SOLE 41,756
MEDICAL MANAGER CORP COM 58461U103 725 20,687 SH SOLE 20,687
MEDICALOGIC COM 584642102 12 700 SH SOLE 700
MEDICIS PHARM-CL A CL A 584690309 2,520 63,000 SH SOLE 63,000
MEDIMMUNE INC COM 584699102 6,408 36,800 SH SOLE 36,800
MEDQUIST INC. COM 584949101 1,832 67,400 SH SOLE 67,400
MEDITRUST (NEW) (REIT) PAIRED CTF NEW 58501T306 5 2,900 SH SOLE 2,900
MEDSCAPE INC COM 585046105 11 2,000 SH SOLE 2,000
MEDTRONIC INC COM 585055106 77,608 1,508,778 SH SOLE 1,508,778
MELLON FINANCIAL CORP COM 58551A108 19,188 650,440 SH SOLE 650,440
MEMBERWORKS INC COM 586002107 1,292 32,200 SH SOLE 32,200
MENS WEARHOUSE COM 587118100 2,662 89,850 SH SOLE 89,850
MENTOR CORP MINN COM 587188103 1,342 49,700 SH SOLE 49,700
MENTOR GRAPHICS CORP. COM 587200106 1,877 124,100 SH SOLE 124,100
MERCANTILE COM 587405101 1,295 42,375 SH SOLE 42,375
MERCHANTS BANCSHARES INC. COM 588448100 9 500 SH SOLE 500
MERCHANTS NEW YORK BANCOR COM 589167105 505 30,700 SH SOLE 30,700
MERCK & CO COM 589331107 6,244 100,500 SH OTHER (1) 100,500
MERCK & CO COM 589331107 182,452 2,936,854 SH SOLE 2,936,854
MERCURY COMPUTER SYSTEMS COM 589378108 1,935 39,600 SH SOLE 39,600
MERCURY GEN CORP COM 589400100 962 32,600 SH SOLE 32,600
MERCURY INTERACTIVE COM 589405109 3,566 45,000 SH SOLE 45,000
MEREDITH CORP COM 589433101 2,069 74,712 SH SOLE 74,712
MERIDIAN RESOURCE COM 58977Q109 6 1,600 SH SOLE 1,600
MERISTAR HOSPITALITY CORP COM 58984Y103 21 1,200 SH SOLE 1,200
MERIDIAN GOLD INC COM 589975101 8 1,300 SH SOLE 1,300
MERITOR AUTOMOTIVE INC COM 59000G100 658 41,600 SH SOLE 41,600
MERRILL LYNCH & CO COM 590188108 49,885 475,092 SH SOLE 475,092
MESA AIR GROUP INC COM 590479101 49 7,800 SH SOLE 7,800
MESABA HLDGS INC COM 59066B102 13 1,100 SH SOLE 1,100
MESSAGEMEDIA INC COM 590787107 1,213 95,600 SH SOLE 95,600
MESTEK INC COM 590829107 12 700 SH SOLE 700
META GROUP INC. COM 591002100 29 1,100 SH SOLE 1,100
METACREATIONS CORP COM 591016100 13 600 SH SOLE 600
METALS USA INC COM 591324108 420 63,400 SH SOLE 63,400
METAMOR WORLDWIDE INC COM 59133P100 1,869 66,000 SH SOLE 66,000
METASOLV SOFTWARE INC COM 591393103 47 800 SH SOLE 800
METHODE ELEC INC CLASS A CL A 591520200 3,437 68,050 SH SOLE 68,050
METRICOM INC COM 591596101 32 700 SH SOLE 700
METRIS COMPANIES COM 591598107 1,038 26,700 SH SOLE 26,700
METRO GOLDWYN MAYER INC COM 591610100 3,170 124,637 SH SOLE 124,637
METRO INFORMATION SVCS COM 59162P104 10 700 SH SOLE 700
METROCALL INCORPORATED COM 591647102 4 400 SH SOLE 400
METROMEDIA FIBER NETWORK CL A 591689104 11,156 115,305 SH SOLE 115,305
METROMEDIA INTL GROUP INC COM 591695101 978 173,800 SH SOLE 173,800
MIAMI COMPUTER SUPPLY COM 593261100 612 19,500 SH SOLE 19,500
MICHAEL FOODS INC COM 594079105 974 46,400 SH SOLE 46,400
MICHAELS STORES INC. COM 594087108 2,555 62,700 SH SOLE 62,700
MICREL INC COM 594793101 2,323 24,200 SH SOLE 24,200
MICROS SYSTEMS INC COM 594901100 1,983 31,500 SH SOLE 31,500
MICROSOFT CORP COM 594918104 17,499 164,700 SH OTHER (1) 164,700
MICROSOFT CORP COM 594918104 694,969 6,540,882 SH SOLE 6,540,882
MICROAGE INC COM 594928103 9 4,000 SH SOLE 4,000
MICROVISION INC WASH COM 594960106 22 400 SH SOLE 400
MICROSTRATEGY INC. CL A 594972101 4,823 55,400 SH SOLE 55,400
MICROCHIP TECHNOLOGY INC COM 595017104 3,090 47,000 SH SOLE 47,000
MICROFINANCIAL INC COM 595072109 10 1,000 SH SOLE 1,000
MICROMUSE INC COM 595094103 2,637 19,000 SH SOLE 19,000
MICRON ELECTRONICS COM 595100108 2,524 180,300 SH SOLE 180,300
MICRON TECHNOLOGY INC COM 595112103 1,890 15,000 SH OTHER (1) 15,000
MICRON TECHNOLOGY INC COM 595112103 43,210 342,940 SH SOLE 342,940
MICROSEMI CORP. COM 595137100 51 1,500 SH SOLE 1,500
MID-AMER APT CMN COM 59522J103 11 500 SH SOLE 500
MID ATLANTIC MED SERVICES COM 59523C107 764 82,600 SH SOLE 82,600
MID-STATE BANCSHARES COM 595440108 470 18,800 SH SOLE 18,800
MIDAS INCORPORATED COM 595626102 1,111 46,300 SH SOLE 46,300
MIDCOAST ENERGY RES COM 59563W104 12 700 SH SOLE 700
MID-AMERICA BANCORP COM 595915109 11 406 SH SOLE 406
MIDWEST EXPRESS HLDGS COM 597911106 653 25,500 SH SOLE 25,500
MIDWAY GAMES COM 598148104 956 72,166 SH SOLE 72,166
MIDWEST GRAIN PRODUCTS COM 59832G104 10 1,500 SH SOLE 1,500
MIKASA COM 59862T109 5 700 SH SOLE 700
MIIX GROUP INC COM 59862V104 14 1,000 SH SOLE 1,000
MILACRON INC COM 598709103 1,432 99,183 SH SOLE 99,183
MILLENNIUM PHARMACEUTICAL COM 599902103 2,815 21,671 SH SOLE 21,671
MILLENIUM CHEMICAL INC COM 599903101 510 25,500 SH SOLE 25,500
MILLER (HERMAN) INC COM 600544100 1,053 37,600 SH SOLE 37,600
MILLIPORE CORP COM 601073109 3,233 57,291 SH SOLE 57,291
MILLS CORP (REIT) COM 601148109 13 700 SH SOLE 700
MINE SAFETY APPLIANCES CO COM 602720104 575 8,300 SH SOLE 8,300
MINERALS TECH INC COM 603158106 1,970 44,200 SH SOLE 44,200
MINIMED INCORPORATED COM 60365K108 2,694 20,800 SH SOLE 20,800
MINNESOTA MNG & MFG CO COM 604059105 45,261 511,068 SH SOLE 511,068
MINNESOTA POWER INC COM 604110106 760 45,700 SH SOLE 45,700
MINNTECH CORP COM 604258103 10 1,300 SH SOLE 1,300
MIPS TECHNOLOGIES INC. CL A 604567107 45 800 SH SOLE 800
MIRAGE RESORTS INC COM 60462E104 4,983 257,174 SH SOLE 257,174
MISSION CRITICAL SOFTWARE COM 605047109 24 400 SH SOLE 400
MISSISSIPPI CHEM CORP COM 605288208 35 5,100 SH SOLE 5,100
MISSISSIPPI VY BANCS COM 605720101 12 500 SH SOLE 500
MITCHELL ENERGY CL A CL A 606592202 619 28,300 SH SOLE 28,300
MOBILE MINI INC COM 60740F105 12 600 SH SOLE 600
MODINE MFG COM 607828100 1,377 54,800 SH SOLE 54,800
MODIS PROFESSIONAL SVCS COM 607830106 2,237 180,800 SH SOLE 180,800
MOHAWK INDUSTRIES INC COM 608190104 593 26,500 SH SOLE 26,500
MOLECULAR DEVICES COM 60851C107 15 200 SH SOLE 200
MOLEX INC COM 608554101 15,028 255,796 SH SOLE 255,796
MOLEX INC. -CL A CL A 608554200 2,219 50,000 SH SOLE 50,000
MONACO COACH CORPORATION COM 60886R103 770 40,500 SH SOLE 40,500
ROBERT MONDAVI CORP CL A CL A 609200100 502 14,400 SH SOLE 14,400
MONSANTO COMPANY COM 611662107 42,084 817,165 SH SOLE 817,165
MONTANA POWER CO COM 612085100 4,390 68,600 SH SOLE 68,600
MONEY GROUP INC COM 615337102 197 6,100 SH SOLE 6,100
MORGAN J.P. & COMPANY COM 616880100 3,939 29,900 SH OTHER (1) 29,900
MORGAN J.P. & COMPANY COM 616880100 29,443 223,474 SH SOLE 223,474
MORGAN KEEGAN INC COM 617410105 1,007 57,550 SH SOLE 57,550
MORGAN ST DEAN WITTER & CO COM 617446448 5,987 73,400 SH OTHER (1) 73,400
MORGAN ST DEAN WITTER & CO COM 617446448 117,850 1,444,902 SH SOLE 1,444,902
MORRISON KNUDSEN CORP. COM 61844A109 719 97,500 SH SOLE 97,500
MORTGAGE.COM COM 61910V102 6 2,300 SH SOLE 2,300
MOTOROLA INC COM 620076109 7,375 51,800 SH OTHER (1) 51,800
MOTOROLA INC COM 620076109 128,690 903,881 SH SOLE 903,881
MOVADO GROUP INCORPORATED COM 624580106 280 27,800 SH SOLE 27,800
MP3.COM INC COM 62473M109 36 1,700 SH SOLE 1,700
MUELLER INDUSTRIES INC COM 624756102 832 27,400 SH SOLE 27,400
MULTIPLE ZONES COM 624906103 12 1,600 SH SOLE 1,600
MULTEX.COM INC COM 625367107 26 700 SH SOLE 700
MURPHY OIL COM 626717102 1,658 28,770 SH SOLE 28,770
MUSICMAKER.COM INC COM 62757C108 2 500 SH SOLE 500
MUSICLAND STORES CORP COM 62758B109 10 1,600 SH SOLE 1,600
MUTUAL RISK MGMT LTD COM 628351108 164 8,200 SH SOLE 8,200
MYERS INDUSTRIES INC COM 628464109 440 36,680 SH SOLE 36,680
MYLAN LABS COM 628530107 1,874 68,150 SH SOLE 68,150
MYRIAD GENETICS INC COM 62855J104 1,241 20,600 SH SOLE 20,600
MYPOINTS.COM INC. COM 62855T102 35 1,300 SH SOLE 1,300
NBC INTERNET INC CL A 62873D105 17 400 SH SOLE 400
NBTY INCORPORATED COM 628782104 2,016 147,300 SH SOLE 147,300
NCH CORP COM 628850109 14 300 SH SOLE 300
NCI BUILDING SYS INC COM 628852105 621 33,000 SH SOLE 33,000
NCO GROUP INC COM 628858102 56 1,761 SH SOLE 1,761
NCR CORP COM 62886E108 5,074 126,451 SH SOLE 126,451
NS GROUP INC COM 628916108 15 900 SH SOLE 900
NFO WORLDWIDE INC COM 62910N108 139 6,300 SH SOLE 6,300
NL INDUS INC COM 629156407 1,264 97,200 SH SOLE 97,200
NPC INTERNATIONAL INC COM 629360306 313 41,000 SH SOLE 41,000
NPS PHARMACUTICALS COM 62936P103 15 1,000 SH SOLE 1,000
NTL INCORPORATED COM 629407107 6,859 73,907 SH SOLE 73,907
NUI CORPORATION COM 629430109 616 23,800 SH SOLE 23,800
NVR INC COM 62944T105 929 17,200 SH SOLE 17,200
NABISCO HOLDINGS CLASS A CL A 629526104 876 27,200 SH SOLE 27,200
NABISCO GROUP HOLDINGS COM 62952P102 3,930 327,536 SH SOLE 327,536
NABORS INDUSTRIES INC COM 629568106 3,176 81,817 SH SOLE 81,817
NACCO INDUSTRIES - CL A CL A 629579103 943 19,667 SH SOLE 19,667
NANOGEN INCORPORATED COM 630075109 17 500 SH SOLE 500
NASH FINCH CO COM 631158102 33 4,100 SH SOLE 4,100
NASHUA CORPORATION COM 631226107 17 2,000 SH SOLE 2,000
NATL BANCORP OF ALASKA COM 632587101 2,141 56,700 SH SOLE 56,700
NATIONAL BEVERAGE CO COM 635017106 10 1,200 SH SOLE 1,200
NATL CITY BANCORPORATION COM 635312101 10 700 SH SOLE 700
NATIONAL CITY BANCSHARES COM 635313109 557 29,312 SH SOLE 29,312
NATIONAL CITY CORP COM 635405103 16,100 780,624 SH SOLE 780,624
NATIONAL COMMERCE BANK COM 635449101 1,160 62,700 SH SOLE 62,700
NATL COMPUTER SYSTEMS COM 635519101 802 15,800 SH SOLE 15,800
NATIONAL DATA CORPORATION COM 635621105 1,784 68,600 SH SOLE 68,600
NATIONAL DISCOUNT BROKER COM 635646102 2,010 40,700 SH SOLE 40,700
NATIONAL FUEL GAS CO COM 636180101 1,230 27,600 SH SOLE 27,600
NATL GOLF PROPERTIES REIT COM 63623G109 17 800 SH SOLE 800
NATL HEALTH INVEST (REIT) COM 63633D104 8 700 SH SOLE 700
NATIONAL INFO CONSORTIUM COM 636491102 45 1,300 SH SOLE 1,300
NATIONAL INSTRUMENTS CORP COM 636518102 1,622 34,550 SH SOLE 34,550
NATIONAL-OILWELL INC COM 637071101 3,375 109,300 SH SOLE 109,300
NATIONAL PENN BANCSHARES COM 637138108 599 29,580 SH SOLE 29,580
NATIONAL PRESTO INDS INC COM 637215104 59 1,800 SH SOLE 1,800
NATIONAL PROCESSING INC COM 637229105 14 1,500 SH SOLE 1,500
NATIONAL SEMICONDUCTOR COM 637640103 13,303 219,437 SH SOLE 219,437
NATIONAL SERVICES INDUS COM 637657107 994 47,200 SH SOLE 47,200
NATIONAL STEEL CORP CL B CL B 637844309 13 1,700 SH SOLE 1,700
NATIONAL WESTERN LIFE CL A 638522102 24 300 SH SOLE 300
NATIONAL WIRELESS HLDGS COM 638560102 6 200 SH SOLE 200
NATIONSRENT COM 638588103 490 93,400 SH SOLE 93,400
NATIONWIDE FIN SVC CL A 638612101 1,749 59,800 SH SOLE 59,800
NATIONWIDE HEALTH (REIT) COM 638620104 11 1,100 SH SOLE 1,100
NATURAL MICROSYSTEMS CORP COM 638882100 2,401 28,000 SH SOLE 28,000
NATURES SUNSHINE PRODUCTS COM 639027101 27 3,400 SH SOLE 3,400
NAUTICA ENTERPRISES INC COM 639089101 759 64,600 SH SOLE 64,600
NAVISTAR INTL CORP COM 63934E108 3,341 83,253 SH SOLE 83,253
NAVISITE COM 63935M109 85 700 SH SOLE 700
NAVIGANT CONSULTING CO COM 63935N107 782 71,100 SH SOLE 71,100
NAVIGANT INTERNATIONAL COM 63935R108 12 1,300 SH SOLE 1,300
NEFF CORPORATION CL A 640094108 9 1,200 SH SOLE 1,200
NEIMAN-MARCUS GROUP INC A CL A 640204202 865 31,100 SH SOLE 31,100
NEIMAN-MARCUS GROUP CL.B CL B 640204301 12 452 SH SOLE 452
THOMAS NELSON INC. COM 640376109 21 2,700 SH SOLE 2,700
NEOFORMA.COM INC. COM 640475109 23 1,400 SH SOLE 1,400
NEOMAGIC CORP COM 640497103 6 1,300 SH SOLE 1,300
NEON SYSTEMS COM 640509105 23 700 SH SOLE 700
NETBANK COM 640933107 1,140 87,700 SH SOLE 87,700
NETWORKS ASSOCIATES INC COM 640938106 2,856 88,550 SH SOLE 88,550
NET PERCEPTIONS INC COM 64107U101 22 600 SH SOLE 600
NET2PHONE INC COM 64108N106 24 400 SH SOLE 400
NETCENTIVES INC COM 64108P101 24 800 SH SOLE 800
NETCREATIONS INC COM 64110N102 21 500 SH SOLE 500
NETEGRITY COM 64110P107 2,192 32,000 SH SOLE 32,000
NETMANAGE INCORPORATED COM 641144100 798 141,100 SH SOLE 141,100
NETOPIA INC COM 64114K104 2,223 30,900 SH SOLE 30,900
NETOBJECTS INC. COM 64114L102 14 600 SH SOLE 600
NETRO CORPORATION COM 64114R109 78 1,200 SH SOLE 1,200
NETSOLVE INC. COM 64115J106 13 400 SH SOLE 400
NETIQ CORP COM 64115P102 33 500 SH SOLE 500
NETSCOUT SYSTEMS INC COM 64115T104 17 1,000 SH SOLE 1,000
NETOPTIX CORPORATION COM 64116F103 3,796 22,100 SH SOLE 22,100
NETRATINGS INC COM 64116M108 17 700 SH SOLE 700
NETWORK EQUIPMT TECH INC COM 641208103 42 4,200 SH SOLE 4,200
NETWORK APPLIANCE INC COM 64120L104 31,652 382,500 SH SOLE 382,500
NETWORK ACCESS SOLUTIONS COM 64120S109 24 1,100 SH SOLE 1,100
NETWORK SOLUTIONS INC COM 64121Q102 6,179 40,200 SH SOLE 40,200
NETWORK PERIPHERALS INC COM 64121R100 859 24,200 SH SOLE 24,200
NETWORK PLUS CORP COM 64122D506 57 1,400 SH SOLE 1,400
NETZERO COM 64122R109 37 2,400 SH SOLE 2,400
NUEBERGER BERMAN INC. COM 641234109 34 1,200 SH SOLE 1,200
NEUROGEN CORPORATION COM 64124E106 25 800 SH SOLE 800
NEUROCRINE BIOSCIENCES COM 64125C109 33 1,400 SH SOLE 1,400
NEW CENTURY FIN COM 64352D101 11 1,100 SH SOLE 1,100
NEW CENTURY ENERGIES INC COM 64352U103 4,597 152,900 SH SOLE 152,900
NEW ENGLAND BUSINESS SERV COM 643872104 478 27,700 SH SOLE 27,700
NEW ERA OF NETWORKS COM 644312100 816 20,800 SH SOLE 20,800
NEW JERSEY RESOURCES COM 646025106 1,573 36,800 SH SOLE 36,800
NEW PLAN EXCEL REALTY TR COM 648053106 28 2,000 SH SOLE 2,000
NEW YORK TIMES CL A CL A 650111107 9,598 223,526 SH SOLE 223,526
NEWELL RUBBERMAID INC COM 651229106 8,530 343,786 SH SOLE 343,786
NEWFIELD EXPLORATION CO. COM 651290108 2,996 85,000 SH SOLE 85,000
NEWHALL LAND & FARM CO. DEPOSITARY REC 651426108 23 800 SH SOLE 800
NEWMONT MINING CORP COM 651639106 5,014 223,465 SH SOLE 223,465
NEWPARK RESOURCES INC COM 651718504 1,170 146,300 SH SOLE 146,300
NEWPORT CORP COM 651824104 27 200 SH SOLE 200
NEWPORT NEWS SHIPBUILDING COM 652228107 475 15,700 SH SOLE 15,700
NIAGARA BANCORP INC. COM 652914102 12 1,200 SH SOLE 1,200
NEXELL THERAPEUTICS COM 65332H104 7 1,800 SH SOLE 1,800
NEXTCARD INC COM 65332K107 18 1,200 SH SOLE 1,200
NEXTEL COMUNICATIONS CL A CL A 65332V103 67,973 458,500 SH SOLE 458,500
NEXTLINK COMMUNICATIONS CL A 65333H707 5,430 43,900 SH SOLE 43,900
NEXT LEVEL COMMUNICATIONS COM 65333U104 218 2,000 SH SOLE 2,000
NIAGARA MOHAWK HOLDINGS COM 653520106 3,232 239,402 SH SOLE 239,402
NICOR INC COM 654086107 1,986 60,301 SH SOLE 60,301
NIKE CLASS B CL B 654106103 13,607 343,403 SH SOLE 343,403
99 CENTS ONLY STORES COM 65440K106 2,449 62,400 SH SOLE 62,400
NISOURCE INC COM 65473P105 1,095 64,900 SH SOLE 64,900
NOBLE AFFILIATES COM 654894104 945 28,800 SH SOLE 28,800
NOBLE DRILLING CORP COM 655042109 3,249 78,400 SH SOLE 78,400
NORDSON CORP COM 655663102 1,410 30,600 SH SOLE 30,600
NORDSTROM CORP COM 655664100 5,083 172,322 SH SOLE 172,322
NORFOLK SOUTHERN CORP COM 655844108 6,716 467,188 SH SOLE 467,188
NORTEK INC COM 656559101 11 500 SH SOLE 500
NORTEL NETWORKS - FOREIGN COM 656569100 10,975 87,100 SH OTHER (1) 87,100
NORTEL NETWORKS - FOREIGN COM 656569100 125,505 996,068 SH SOLE 996,068
NORTH AMERICAN VACCINE COM 657201109 7 2,600 SH SOLE 2,600
NORTH FORK BANK INC NY COM 659424105 1,294 72,400 SH SOLE 72,400
NORTH PITTSBURGH SYS COM 661562108 9 700 SH SOLE 700
NORTHEAST OPTIC NETWORK COM 664334109 2,638 31,200 SH SOLE 31,200
NORTHEAST UTILITY COM 664397106 1,514 70,424 SH SOLE 70,424
NORTHERN STATES POWER COM 665772109 4,021 202,300 SH SOLE 202,300
NORTHERN TRUST COM 665859104 19,357 286,500 SH SOLE 286,500
NORTHFIELD LABS INC COM 666135108 22 1,100 SH SOLE 1,100
NORTHLAND CRANBERRIES CL A 666499108 13 2,300 SH SOLE 2,300
NORTHPOINT COMMUNICATIONS COM 666610100 69 3,000 SH SOLE 3,000
NORTHROP CORP COM 666807102 4,870 92,000 SH SOLE 92,000
NORTHWEST AIRLINES CORP A CL A 667280101 998 44,100 SH SOLE 44,100
NORTHWEST BANCORP INC COM 667328108 597 89,200 SH SOLE 89,200
NORTHWEST NATURAL GAS CO. COM 667655104 948 48,600 SH SOLE 48,600
NORTHWESTERN CORP COM 668074107 945 45,800 SH SOLE 45,800
NOVA CORP COM 669784100 1,101 37,800 SH SOLE 37,800
NOVADIGM INC. COM 669937104 475 29,200 SH SOLE 29,200
NOVELL INC COM 670006105 12,484 436,129 SH SOLE 436,129
NOVELLUS SYSTEMS INC COM 670008101 3,530 62,900 SH SOLE 62,900
NOVOSTE CORP. COM 67010C100 36 900 SH SOLE 900
NU SKIN ASIA PACIFIC INC. CL A 67018T105 452 56,900 SH SOLE 56,900
NSTAR COM 67019E107 62 1,467 SH SOLE 1,467
NUCOR CORPORATION COM 670346105 5,704 114,084 SH SOLE 114,084
NUEVO ENERGY CORP. COM 670509108 1,120 52,100 SH SOLE 52,100
NVEST L P UNIT LTD PARTN 67065F107 16 1,000 SH SOLE 1,000
NVIDIA COMMON STOCK COM 67066G104 68 800 SH SOLE 800
NYFIX INC COM 670712108 1,350 26,800 SH SOLE 26,800
OGE ENERGY CORP COM 670837103 1,021 53,200 SH SOLE 53,200
OM GROUP INC. COM 670872100 2,243 49,300 SH SOLE 49,300
ONIX SYSTEMS INC COM 67088G108 22 2,500 SH SOLE 2,500
OYO GEOSPACE CORPORATION COM 671074102 5 300 SH SOLE 300
OAK TECHNOLOGY INC COM 671802106 19 1,000 SH SOLE 1,000
OAKLEY INC COM 673662102 1,412 132,900 SH SOLE 132,900
OAKWOOD HOMES CORP COM 674098108 36 9,400 SH SOLE 9,400
OBJECTIVE SYST. INTEGR. COM 674424106 14 900 SH SOLE 900
OCCIDENTAL PETRO CORP COM 674599105 2,558 123,300 SH OTHER (1) 123,300
OCCIDENTAL PETRO CORP COM 674599105 9,696 467,292 SH SOLE 467,292
OCEAN ENERGY INC. COM 67481E106 1,496 104,100 SH SOLE 104,100
OCEANEERING INTL INC. COM 675232102 99 5,300 SH SOLE 5,300
OCEANFIRST FINANCIAL CORP COM 675234108 6 400 SH SOLE 400
OCULAR SCIENCES COM 675744106 1,001 63,600 SH SOLE 63,600
OCWEN FINANCIAL CORP COM 675746101 1,048 135,220 SH SOLE 135,220
OFFICE DEPOT COM 676220106 4,885 422,450 SH SOLE 422,450
OFFICEMAX INCORPORATED COM 67622M108 1,436 220,900 SH SOLE 220,900
OFFICIAL PAYMENTS CORP COM 676235104 25 600 SH SOLE 600
OFFSHORE LOGISTICS COM 676255102 65 4,700 SH SOLE 4,700
OGDEN CORP COM 676346109 1,108 92,800 SH SOLE 92,800
OHIO CASUALTY CORP COM 677240103 2,268 126,900 SH SOLE 126,900
OIL DRI CORP OF AMERICA COM 677864100 3 400 SH SOLE 400
OLD DOMINION FREIGHT COM 679580100 10 800 SH SOLE 800
OLD KENT FINANCIAL CORP COM 679833103 5,209 161,201 SH SOLE 161,201
OLD NATL BANCORP COM 680033107 1,028 31,107 SH SOLE 31,107
OLD REPUBLIC INTL CORP COM 680223104 882 64,175 SH SOLE 64,175
OLIN CORP COM 680665205 1,507 84,900 SH SOLE 84,900
OMNICARE INC COM 681904108 481 39,900 SH SOLE 39,900
OMNICOM GROUP COM 681919106 20,921 223,900 SH SOLE 223,900
OMEGA HEALTHCARE (REIT) COM 681936100 6 1,000 SH SOLE 1,000
OMEGA FINL CORP COM 682092101 13 500 SH SOLE 500
OMNOVA SOLUTIONS INC COM 682129101 51 9,100 SH SOLE 9,100
ON ASSIGNMENT INC. COM 682159108 999 22,200 SH SOLE 22,200
ON COMMAND CORPORATION COM 682160106 14 900 SH SOLE 900
ON-DISPLAY COM 68232L100 41 500 SH SOLE 500
ONE VALLEY BANCORP COM 682419106 1,970 56,900 SH SOLE 56,900
1-800-FLOWERS.COM INC. CL A 68243Q106 9 1,200 SH SOLE 1,200
ONIEDA LIMITED COM 682505102 535 27,600 SH SOLE 27,600
ONEMAIN.COM COM 68267P109 10 900 SH SOLE 900
ONEOK INCORPORATED COM 682680103 2,090 83,600 SH SOLE 83,600
ONHEALTH NETWORK COMPANY COM 68272W107 7 1,600 SH SOLE 1,600
ON2.COM INC COM 68338A107 20 1,400 SH SOLE 1,400
ONYX PHARM. INC. COM 683399109 17 1,200 SH SOLE 1,200
ONYX SOFTWARE CORP COM 683402101 45 1,400 SH SOLE 1,400
OPEN MARKET COM 68370M100 564 21,900 SH SOLE 21,900
OPTICAL CABLE COM 683827109 2,162 70,300 SH SOLE 70,300
ORACLE CORPORATION COM 68389X105 5,285 67,700 SH OTHER (1) 67,700
ORACLE CORPORATION COM 68389X105 277,697 3,557,371 SH SOLE 3,557,371
ORBITAL SCIENCES CORP COM 685564106 1,323 88,200 SH SOLE 88,200
ORGANOGENESIS COM 685906109 18 1,500 SH SOLE 1,500
O'REILLY AUTOMOTIVE INC COM 686091109 31 2,200 SH SOLE 2,200
ORGANIC INC. COM 68617E101 41 1,900 SH SOLE 1,900
ORIENTAL FINANCIAL GROUP COM 68618W100 10 500 SH SOLE 500
ORTEL CORPORATION COM 68749W102 4,561 24,300 SH SOLE 24,300
ORTHODONTIC CENTERS OF AM COM 68750P103 1,898 101,200 SH SOLE 101,200
ORTHALLIANCE INC. CL A 687913103 15 2,100 SH SOLE 2,100
OSHKOSH B'GOSH INC. CL A CL A 688222207 58 3,200 SH SOLE 3,200
OSHKOSH TRUCK CORP COM 688239201 700 22,550 SH SOLE 22,550
OSICOM TECHNOLOGIES COM PAR $0.30 688271501 34 300 SH SOLE 300
OSTEOTECH INC STK COM 688582105 9 700 SH SOLE 700
OTTER TAIL POWER CO COM 689648103 786 39,400 SH SOLE 39,400
OUTBACK STEAKHOUSE INC COM 689899102 1,564 48,775 SH SOLE 48,775
OVERSEAS SHIPHOLDING COM 690368105 1,388 60,500 SH SOLE 60,500
OWENS AND MINOR INC HLDG COM 690732102 683 64,300 SH SOLE 64,300
OWENS CORNING COM 69073F103 2,841 146,611 SH SOLE 146,611
OWENS-ILLINOIS INC COM 690768403 3,387 200,693 SH SOLE 200,693
OXFORD HEALTH PLANS COM 691471106 791 51,900 SH SOLE 51,900
OXFORD INDUSTRIES INC COM 691497309 27 1,500 SH SOLE 1,500
OXIGENE INC COM 691828107 19 900 SH SOLE 900
PBOC HOLDINGS INC. COM 69316G108 14 1,500 SH SOLE 1,500
PC CONNECTION INC. COM 69318J100 1,020 36,100 SH SOLE 36,100
PC-TEL INC. COM 69325Q105 38 500 SH SOLE 500
P-COM INC. COM 693262107 2,601 140,600 SH SOLE 140,600
PECO ENERGY COMPANY COM 693304107 8,934 242,265 SH SOLE 242,265
PG&E CORP COM 69331C108 9,876 470,274 SH SOLE 470,274
PFF BANCORP INC COM 69331W104 544 35,100 SH SOLE 35,100
PE CORP-PE BIOSYSTEMS GRP COM PE BIO GRP 69332S102 26,080 270,264 SH SOLE 270,264
PE CORP-CELERA GENOMICS CELERA GEN GRP 69332S201 119 1,300 SH SOLE 1,300
PICO HOLDINGS COM NEW 693366205 11 1,000 SH SOLE 1,000
PIMCO ADVISORS HLDGS UT LTD PART INT 69338P102 50 1,300 SH SOLE 1,300
PLX TECHNOLOGY INC COM 693417107 30 800 SH SOLE 800
PMC COML TR SH BEN INT 693434102 10 1,000 SH SOLE 1,000
PMI GROUP COM 69344M101 1,245 26,250 SH SOLE 26,250
PNC BANK CORP COM 693475105 17,122 379,971 SH SOLE 379,971
PPG INDUS INC COM 693506107 11,910 227,675 SH SOLE 227,675
PPL CORPORATION COM 69351T106 4,007 191,365 SH SOLE 191,365
PRI AUTOMATION COM 69357H106 2,641 43,200 SH SOLE 43,200
PS BUSINESS PARKS INC./CA COM 69360J107 10 500 SH SOLE 500
PSS WORLD MEDICAL INC COM 69366A100 884 130,300 SH SOLE 130,300
PTEK HOLDINGS INC COM 69366M104 690 104,100 SH SOLE 104,100
PACCAR INC COM 693718108 5,024 100,483 SH SOLE 100,483
PAC-WEST TELECOMM INC COM 69371Y101 503 16,100 SH OTHER (1) 16,100
PAC-WEST TELECOMM INC COM 69371Y101 25 800 SH SOLE 800
PACIFIC CAPITAL COM 69404P101 1,074 44,300 SH SOLE 44,300
PACIFIC CENTURY FINANCIAL COM 694058108 856 42,150 SH SOLE 42,150
PACIFIC GATEWAY EXCHANGE COM 694327107 595 40,500 SH SOLE 40,500
PACIFIC GULF PROP (REIT) COM 694396102 16 800 SH SOLE 800
PACIFIC SUNWEAR OF CA. COM 694873100 2,423 62,925 SH SOLE 62,925
PACIFICARE HEALTH SYSTEMS COM 695112102 1,110 22,264 SH SOLE 22,264
PACKAGING CORP OF AMERICA COM 695156109 28 2,700 SH SOLE 2,700
PACKETEER INC COM 695210104 25 700 SH SOLE 700
PACTIV CORPORATION COM 695257105 1,105 126,256 SH SOLE 126,256
PAINE WEBBER GROUP INC COM 695629105 8,333 189,387 SH SOLE 189,387
PAIRGAIN TECHNOLOGIES INC COM 695934109 2,687 143,800 SH SOLE 143,800
PALL CORP COM 696429307 3,626 161,599 SH SOLE 161,599
PALM HARBOR HOMES INC COM 696639103 583 37,887 SH SOLE 37,887
PANAMSAT CORP COM 697933109 1,825 37,200 SH SOLE 37,200
PAN PACIFIC RETAIL PROP. COM 69806L104 17 900 SH SOLE 900
PANERA BREAD COMPANY CL A CL A 69840W108 17 2,300 SH SOLE 2,300
PAPA JOHN'S INT'L INC COM 698813102 1,871 56,700 SH SOLE 56,700
PARADYNE NETWORKS INC COM 69911G107 22 700 SH SOLE 700
PARAMETRIC TECH COM 699173100 7,120 338,032 SH SOLE 338,032
PAREXEL INTERNATIONAL CO COM 699462107 69 7,300 SH SOLE 7,300
PARK ELECTROCHEMICAL COM 700416209 512 20,900 SH SOLE 20,900
PARK NATIONAL CORPORATION COM 700658107 1,613 18,325 SH SOLE 18,325
PARK OHIO HOLDINGS CORP COM 700666100 12 1,100 SH SOLE 1,100
PARK PLACE ENTERTAINMENT COM 700690100 88 7,600 SH SOLE 7,600
PARKER DRILLING CO. COM 701081101 707 141,400 SH SOLE 141,400
PARKER HANNIFIN CORP COM 701094104 6,108 147,858 SH SOLE 147,858
PARKERVISION INC COM 701354102 12 400 SH SOLE 400
PARKWAY PROPERTIES REIT COM 70159Q104 15 500 SH SOLE 500
PATHOGENESIS CORP COM 70321E104 821 36,100 SH SOLE 36,100
PATINA OIL & GAS CO COM 703224105 20 1,500 SH SOLE 1,500
PATTERSON DENTAL COMPANY COM 703412106 742 19,400 SH SOLE 19,400
PATTERSON ENERGY COM 703414102 1,889 59,500 SH SOLE 59,500
PAXAR CORPORATION COM 704227107 854 88,735 SH SOLE 88,735
PAXSON COMMUNICATIONS COM 704231109 736 95,000 SH SOLE 95,000
PAYCHEX INCORPORATED COM 704326107 16,542 315,845 SH SOLE 315,845
PAYLESS SHOESOURCE INC COM 704379106 1,054 20,300 SH SOLE 20,300
PEAPOD INC. COM 704718105 4 1,400 SH SOLE 1,400
PEDIATRIX MEDICAL GROUP COM 705324101 38 5,300 SH SOLE 5,300
PEERLESS SYSTEMS CORP COM 705536100 8 1,600 SH SOLE 1,600
PEGASYSTEMS INC COM 705573103 12 1,000 SH SOLE 1,000
PEGASUS COMMUNICATIONS CL A 705904100 4,011 28,500 SH SOLE 28,500
PEGASUS SYSTEMS INC COM 705906105 648 40,950 SH SOLE 40,950
PENFORD COM 707051108 49 2,700 SH SOLE 2,700
PENN-AMER GROUP INC COM 707247102 6 900 SH SOLE 900
PENN ENGINEERING & MFG COM NON VTG 707389300 12 500 SH SOLE 500
PENN TREATY AMERICAN CORP COM 707874103 17 1,000 SH SOLE 1,000
PENN VIRGINIA CORP COM 707882106 7 400 SH SOLE 400
PENNEY J C INC COM 708160106 4,329 291,020 SH SOLE 291,020
PENNZOIL-QUAKER STATE COM 709323109 1,525 146,100 SH SOLE 146,100
PENTAIR COM 709631105 1,201 32,400 SH SOLE 32,400
PENTON MEDIA INC COM 709668107 1,521 58,500 SH SOLE 58,500
PENWEST PHARM CO COM 709754105 15 1,200 SH SOLE 1,200
PEOPLES BK BRIDGEPORT COM 710198102 827 39,500 SH SOLE 39,500
PEOPLES ENERGY CORP COM 711030106 1,234 44,973 SH SOLE 44,973
PEOPLES HERITAGE COM 711147108 969 64,600 SH SOLE 64,600
PEOPLES HLDG CO COM 711148106 12 500 SH SOLE 500
PEOPLESOFT INC COM 712713106 6,662 333,100 SH SOLE 333,100
PEP BOYS INC COM 713278109 544 101,700 SH SOLE 101,700
PEPSI BOTTLING GROUP COM 713409100 76 3,800 SH SOLE 3,800
PEPSICO INC COM 713448108 63,464 1,836,197 SH SOLE 1,836,197
PEREGRINE SYSTEMS COM 71366Q101 3,950 58,900 SH SOLE 58,900
PERFORMANCE FOOD CORP. COM 713755106 553 25,300 SH SOLE 25,300
PERFORMANCE TECH. INC. COM 71376K102 26 600 SH SOLE 600
PERKINELMER INC COM 714046109 3,850 57,896 SH SOLE 57,896
PEROT SYSTEMS CORP CL A 714265105 48 2,400 SH SOLE 2,400
PERRIGO CO COM 714290103 1,049 138,200 SH SOLE 138,200
PERSISTENCE SOFTWARE INC COM 715329108 14 700 SH SOLE 700
PERVASIVE SOFTWARE INC. COM 715710109 13 1,000 SH SOLE 1,000
PETCO ANIMAL SUPPLIES INC COM 716016100 13 1,100 SH SOLE 1,100
PETSMART INCORPORATED COM 716768106 674 224,700 SH SOLE 224,700
PHARMACYCLICS INC. COM 716933106 1,609 28,900 SH SOLE 28,900
PHARMACIA & UPJOHN COM 716941109 22,275 375,943 SH SOLE 375,943
PFIZER INC COM 717081103 178,173 4,873,100 SH SOLE 4,873,100
PFSWEB INC COM 717098107 10 600 SH SOLE 600
PHARMACEUTICAL PRODUCT COM 717124101 776 45,800 SH SOLE 45,800
PHARMACOPEIA INC COM 71713B104 2,019 41,200 SH SOLE 41,200
PHELPS DODGE CORP COM 717265102 5,024 105,764 SH SOLE 105,764
PHILADELPHIA SUBUR CORP COM 718009608 1,388 76,600 SH SOLE 76,600
PHILIP MORRIS COS INC COM 718154107 63,604 3,010,862 SH SOLE 3,010,862
PHILLIPS PETRO CO COM 718507106 15,209 328,850 SH SOLE 328,850
PHILLIPS-VAN HEUSEN COM 718592108 41 5,300 SH SOLE 5,300
PHOENIX INV PARTNERS COM 719085102 640 82,600 SH SOLE 82,600
PHOENIX TECHNOLOGIES COM 719153108 997 47,200 SH SOLE 47,200
PHONE.COM INC COM 71920Q100 294 1,800 SH SOLE 1,800
PHOTON DYNAMICS INC. COM 719364101 14 200 SH SOLE 200
PHOTRONICS INC COM 719405102 1,755 49,700 SH SOLE 49,700
PICTURE TEL CORP COM NEW 720035302 66 7,500 SH SOLE 7,500
PIEDMONT NATURAL GAS CO. COM 720186105 1,923 73,800 SH SOLE 73,800
PIER 1 IMPORTS INC GA COM 720279108 1,974 192,600 SH SOLE 192,600
PILGRIMS PRIDE COM 721467108 9 1,400 SH SOLE 1,400
PILGRIM'S PRIDE CL A CL A 721467207 1 300 SH SOLE 300
PILLOWTEX CORP COM 721501104 12 2,900 SH SOLE 2,900
PILOT NETWORK SREVICES COM 721596104 13 400 SH SOLE 400
PINNACLE ENTERTAINMENT COM 723456109 114 5,600 SH SOLE 5,600
PINNACLE HOLDINGS INC COM 72346N101 61 1,100 SH SOLE 1,100
PINNACLE SYSTEMS INC COM 723481107 3,375 101,500 SH SOLE 101,500
PINNACLE WEST CAPITAL COM 723484101 3,095 109,800 SH SOLE 109,800
PIONEER GROUP INC COM 723684106 1,160 49,900 SH SOLE 49,900
PIONEER NATURAL RESOURCES COM 723787107 2,001 188,300 SH SOLE 188,300
PIONEER STANDARD ELECT COM 723877106 792 50,300 SH SOLE 50,300
PITNEY BOWES INC COM 724479100 15,011 335,902 SH SOLE 335,902
PITT-DES MOINES INC. COM 724508106 11 500 SH SOLE 500
PITTSTON BRINKS GROUP COM 725701106 1,579 92,900 SH SOLE 92,900
PIXAR INC. COM 725811103 828 23,200 SH SOLE 23,200
PIVOTAL CORP COM 72581R106 19 600 SH SOLE 600
PLACER DOME INC (ADR) COM 725906101 1,892 232,900 SH SOLE 232,900
PLAINS ALL AMERN PIP UNIT LTD PARTN 726503105 16 1,000 SH SOLE 1,000
PLAINS RESOURCES INC COM PAR $0.10 726540503 13 1,000 SH SOLE 1,000
PLANETRX.COM COM 727049108 11 1,400 SH SOLE 1,400
PLANTRONICS COM 727493108 2,917 31,300 SH SOLE 31,300
PLAYBOY ENTERPRISES INC CL B 728117300 10 500 SH SOLE 500
PLAYTEX PRODUCTS INC. COM 72813P100 1,473 113,300 SH SOLE 113,300
PLEXUS CORPORATION COM 729132100 2,412 36,200 SH SOLE 36,200
POWER PLUG INC. COM 72919P103 94 1,100 SH SOLE 1,100
POGO PRODUCING COMPANY COM 730448107 2,551 89,300 SH SOLE 89,300
POLARIS INDUSTRIES INC COM 731068102 1,693 56,200 SH SOLE 56,200
POLAROID CORP COM 731095105 2,767 116,495 SH SOLE 116,495
POLICY MANAGEMENT SYSTEM COM 731108106 712 59,300 SH SOLE 59,300
RALPH LAUREN CL A 731572103 1,168 62,500 SH SOLE 62,500
POLYCOM INCORPORATED COM 73172K104 1,544 19,500 SH SOLE 19,500
POLYMEDICA CORPORATION COM 731738100 18 300 SH SOLE 300
POLYMER GROUP INC. COM 731745105 17 1,300 SH SOLE 1,300
POMEROY COMPUTER COM 731822102 20 1,100 SH SOLE 1,100
POPE & TALBOT INC COM 732827100 62 3,400 SH SOLE 3,400
POPULAR INC. COM 733174106 78 3,500 SH SOLE 3,500
PORTAL SOFTWARE COM 736126103 228 4,000 SH SOLE 4,000
POST PROPERTIES INC(REIT) COM 737464107 40 1,000 SH SOLE 1,000
POTLATCH CORP COM 737628107 953 22,160 SH SOLE 22,160
POTOMAC ELECTRIC POWER COM 737679100 1,638 72,400 SH SOLE 72,400
POWELL INDUSTRIES COM 739128106 19 2,000 SH SOLE 2,000
POWER INTEGRATION COM 739276103 1,220 48,800 SH SOLE 48,800
POWER-ONE INCORPORATED COM 739308104 2,729 45,200 SH SOLE 45,200
POWERWAVE TECH COM 739363109 688 5,500 SH SOLE 5,500
POWERTEL INCORPORATED COM 73936C109 1,218 17,600 SH SOLE 17,600
PRAXAIR INC COM 74005P104 8,759 210,430 SH SOLE 210,430
PRE PAID LEGAL COM 740065107 1,253 42,200 SH SOLE 42,200
PRECISION CASTPARTS CORP COM 740189105 1,803 49,400 SH SOLE 49,400
PRECISION RESPONSE CORP. COM 740314109 1,072 44,200 SH SOLE 44,200
PREDICTIVE SYSTEMS COM 74036W102 23 500 SH SOLE 500
PREMIER NATIONAL BANCORP COM 74053F107 9 620 SH SOLE 620
PREMIER PARKS INC COM 740540208 958 45,600 SH SOLE 45,600
PRENTISS PROP TRUST REIT SH BEN INT 740706106 18 800 SH SOLE 800
PRESIDENTIAL LIFE CORP COM 740884101 774 56,300 SH SOLE 56,300
PRESSTEK INC. COM 741113104 1,522 64,100 SH SOLE 64,100
PREVIEW SYSTEMS INC COM 741379101 19 400 SH SOLE 400
PRICE COMMUNICATIONS COM NEW 741437305 146 6,355 SH SOLE 6,355
PRICE T. ROWE & ASSOC INC COM 741477103 6,111 154,700 SH SOLE 154,700
PRICELINE.COM INC COM 741503106 296 3,700 SH SOLE 3,700
PRICESMART INC COM 741511109 8 200 SH SOLE 200
PRIMEDIA INC COM 74157K101 2,922 91,300 SH SOLE 91,300
PRIMEX TECHNOLOGIES INC. COM 741597108 11 500 SH SOLE 500
PRIMUS KNOWLEDGE SOLUTION COM 74163Q100 26 300 SH SOLE 300
PRIMA ENERGY CORP COM PAR $0.015 741901201 28 1,050 SH SOLE 1,050
PRIMARK CORP COM 741903108 910 37,700 SH SOLE 37,700
PRIME HOSPITALITY CORP COM 741917108 689 95,100 SH SOLE 95,100
PRIMUS TELECOMM GROUP COM 741929103 3,773 73,000 SH SOLE 73,000
PRIDE INTERNATIONAL INC COM 741932107 2,845 124,700 SH SOLE 124,700
PRINTRONIX INC COM 742578107 12 600 SH SOLE 600
PRISON REALTY CORP COM 74264N105 7 2,300 SH SOLE 2,300
PRIORITY HLTHCARE CORP B CL B 74264T102 2,268 45,127 SH SOLE 45,127
PROBUSINESS SERVICES INC COM 742674104 1,131 43,800 SH SOLE 43,800
PROCOM TECHNOLOGY INC COM 74270W107 965 21,100 SH SOLE 21,100
PROCTER & GAMBLE CO COM 742718109 93,027 1,653,822 SH SOLE 1,653,822
PRODIGY CORP. COM 74283P107 23 1,500 SH SOLE 1,500
PROFFESSIONALS INS COM 742954100 10 520 SH SOLE 520
PROFIT RECOVERY GRP COM 743168106 518 28,000 SH SOLE 28,000
PROGENICS PHARMACEUTICALS COM 743187106 21 300 SH SOLE 300
PROGRESS SOFTWARE CORP COM 743312100 1,540 65,700 SH SOLE 65,700
PROGRESSIVE CORP COM 743315103 7,420 97,551 SH SOLE 97,551
PROJECT SOFTWARE & DEV INC COM 74339P101 2,300 40,700 SH SOLE 40,700
PROLOGIS TRUST (REIT) SH BEN INT 743410102 79 4,100 SH SOLE 4,100
PROTECTIVE LIFE COM 743674103 1,080 34,000 SH SOLE 34,000
PROTEIN DESIGN LABS INC COM 74369L103 2,822 35,500 SH SOLE 35,500
PROVANT INCORPORATED COM 743724106 637 79,600 SH SOLE 79,600
PROVIDENCE ENERGY COM 743743106 11 300 SH SOLE 300
PROVIDENT BANKSHARES COM 743859100 1,266 80,384 SH SOLE 80,384
PROVIDENT FINANCIAL GROUP COM 743866105 695 20,400 SH SOLE 20,400
PROVINCE HEALTHCARE CO. COM 743977100 1,114 38,900 SH SOLE 38,900
PROVIDIAN FINANCIAL CORP COM 74406A102 2,867 33,100 SH OTHER (1) 33,100
PROVIDIAN FINANCIAL CORP COM 74406A102 15,609 180,194 SH SOLE 180,194
PROXICOM INCORPORATED COM 744282104 62 1,400 SH SOLE 1,400
PROXIM CORP COM 744284100 2,813 23,500 SH SOLE 23,500
PSINET INC COM 74437C101 2,628 77,262 SH SOLE 77,262
PUBLIC SVC CO OF N MEX COM 744499104 1,266 80,400 SH SOLE 80,400
PUBLIC SERVICE ENTERPRISE COM 744573106 2,308 77,900 SH OTHER (1) 77,900
PUBLIC SERVICE ENTERPRISE COM 744573106 8,410 283,885 SH SOLE 283,885
PUBLIC STORAGE (REIT) COM 74460D109 67 3,200 SH SOLE 3,200
PUERTO RICAN CEMENT CO COM 745075101 13 400 SH SOLE 400
PUGET SOUND ENERGY INC COM 745332106 1,118 50,400 SH SOLE 50,400
PULTE CORP COM 745867101 2,551 122,188 SH SOLE 122,188
PUMA TECHNOLOGY INC COM 745887109 2,916 57,600 SH SOLE 57,600
PURCHASEPRO.COM INC. COM 746144104 54 750 SH SOLE 750
QRS CORPORATION COM 74726X105 1,972 26,200 SH SOLE 26,200
QLOGIC COM 747277101 2,751 20,300 SH OTHER (1) 20,300
QLOGIC COM 747277101 5,813 42,900 SH SOLE 42,900
QUAKER CHEM CORP COM 747316107 36 2,100 SH SOLE 2,100
QUAKER CITY BANCORP COM 74731K106 7 500 SH SOLE 500
QUAKER OATS COMPANY COM 747402105 2,395 39,500 SH OTHER (1) 39,500
QUAKER OATS COMPANY COM 747402105 10,305 169,987 SH SOLE 169,987
QUALCOMM COM 747525103 138,577 928,100 SH SOLE 928,100
QUANEX CORP COM 747620102 59 3,300 SH SOLE 3,300
QUANTA SERVICES INC COM COM 74762E102 4,145 68,300 SH SOLE 68,300
QUANTUM EFFECT DEVICES COM 74764T107 48 600 SH SOLE 600
QUANTUM CORP-DLT&STORAGE COM DSSG 747906204 44 3,700 SH SOLE 3,700
QUANTUM CORP-HARD DISK COM HDDG 747906303 21 1,900 SH SOLE 1,900
QUEENS COUNTY BANCORP COM 748242104 696 38,530 SH SOLE 38,530
QUEST DIAGNOSTIC COM 74834L100 3,343 84,100 SH SOLE 84,100
QUEST SOFTWARE INC. COM 74834T103 113 1,000 SH SOLE 1,000
QUESTAR CORP COM 748356102 696 37,500 SH SOLE 37,500
QUEST EDUCATION CORP. COM 74835F102 12 1,400 SH SOLE 1,400
QUICKLOGIC COM 74837P108 14 400 SH SOLE 400
QUIKSILVER INC COM 74838C106 879 50,050 SH SOLE 50,050
QUINTILES TRANSNATL COM 748767100 2,368 138,760 SH SOLE 138,760
QUINTUS CORP COM 748798105 27 900 SH SOLE 900
QUIXOTE CORPORATION COM 749056107 10 800 SH SOLE 800
QUOKKA SPORTS COM 749077103 13 1,200 SH SOLE 1,200
QUORUM HEALTH GROUP COM 749084109 1,297 128,900 SH SOLE 128,900
QWEST COMMUNICATIONS COM 749121109 21,347 440,154 SH SOLE 440,154
R & B FALCON CORPORATION COM 74912E101 2,162 109,800 SH SOLE 109,800
RCN CORPORTION COM 749361101 2,414 44,800 SH SOLE 44,800
RFS HOTEL INVESTOR (REIT) COM 74955J108 12 1,100 SH SOLE 1,100
RH DONNELLEY CORP COM NEW 74955W307 1,032 60,700 SH SOLE 60,700
RGS ENERGY GROUP INC COM 74956K104 1,411 66,400 SH SOLE 66,400
RLI CORPORATION COM 749607107 786 23,475 SH SOLE 23,475
RPM INC COM 749685103 520 47,243 SH SOLE 47,243
RSA SECURITY INC COM 749719100 518 10,000 SH SOLE 10,000
RTI INTERNATIONAL METALS COM 74973W107 37 4,200 SH SOLE 4,200
RF MICRO DEVICES INC COM 749941100 6,316 47,000 SH SOLE 47,000
RADIAN GROUP INC COM 750236101 1,374 28,859 SH SOLE 28,859
RADIANT SYSTEMS INC. COM 75025N102 2,138 34,000 SH SOLE 34,000
RADIO ONE INC CL A 75040P108 27 400 SH SOLE 400
RADIO UNICA COMMUNICATION COM 75040Q106 9 800 SH SOLE 800
RADISYS CORP COM 750459109 2,050 34,100 SH SOLE 34,100
RAILAMERICA INC. COM 750753105 6 866 SH SOLE 866
RAINMAKER SYSTEMS INC COM 750875106 13 1,600 SH SOLE 1,600
RAMBUS INC. COM 750917106 3,387 11,500 SH SOLE 11,500
RALCORP HOLDINGS INC COM 751028101 871 60,066 SH SOLE 60,066
RALSTON PURINA GROUP COM 751277302 10,506 383,769 SH SOLE 383,769
RAMP NETWORKS INC COM 751567108 16 800 SH SOLE 800
RARE HOSPITALITY INTL. COM 753820109 14 700 SH SOLE 700
RARE MEDIUM GROUP COM 75382N109 1,165 26,400 SH SOLE 26,400
RATIONAL SOFTWARE CORP COM 75409P202 3,924 51,300 SH SOLE 51,300
RAVISENT TECHNOLOGIES INC COM 754440105 12 900 SH SOLE 900
RAYMOND JAMES FIN CORP COM 754730109 2,104 101,400 SH SOLE 101,400
RAYONIER INC COM 754907103 706 14,475 SH SOLE 14,475
RAYOVAC CORPORATION COM 755081106 1,130 48,600 SH SOLE 48,600
RAYTHEON COMPANY-CLASS A CL A 755111309 978 52,000 SH SOLE 52,000
RAYTHEON COMPANY - CL B CL B 755111408 7,045 396,894 SH SOLE 396,894
RAZORFISH INC CL A 755236106 61 2,224 SH SOLE 2,224
READ-RITE CORP COM 755246105 9 1,900 SH SOLE 1,900
READERS DIGEST CL A NON VTG 755267101 2,140 60,500 SH SOLE 60,500
REAL NETWORK INC COM 75605L104 4,925 86,500 SH SOLE 86,500
REALTY INCOME CORP REIT COM 756109104 10 500 SH SOLE 500
RECKSON ASSOCIATES (REIT) COM 75621K106 17 900 SH SOLE 900
RED HAT INC COM 756577102 165 3,900 SH SOLE 3,900
REDBACK NETWORKS INC. COM 757209101 330 1,100 SH SOLE 1,100
REEBOK INT'L LTD COM 758110100 1,327 143,418 SH SOLE 143,418
REGAL BELOIT CORPORATION COM 758750103 676 38,600 SH SOLE 38,600
REGENERON PHARM INC COM 75886F107 195 6,600 SH SOLE 6,600
REGIS CORP MINN COM 758932107 1,159 78,250 SH SOLE 78,250
REGENCY RITY CORP COM 758939102 28 1,400 SH SOLE 1,400
REGIONS FINANCIAL CORP COM 758940100 6,597 289,165 SH SOLE 289,165
REINSURANCE GROUP OF AMER COM 759351109 383 16,100 SH SOLE 16,100
RELIANCE GROUP HOLDINGS COM 759464100 844 241,100 SH SOLE 241,100
RELIANCE STL & ALUM CO COM 759509102 1,227 54,825 SH SOLE 54,825
RELIANT ENERGY INC COM 75952J108 9,098 388,200 SH SOLE 388,200
RELIASTAR FINANCIAL CORP COM 75952U103 1,831 54,050 SH SOLE 54,050
REMEC INC. COM 759543101 2,641 52,300 SH SOLE 52,300
REMEDY CORPORATION COM 759548100 2,292 54,400 SH SOLE 54,400
REMEDY TEMP INC CL A 759549108 20 900 SH SOLE 900
REMINGTON OIL & GAS CORP COM 759594302 19 4,500 SH SOLE 4,500
RENAL CARE GROUP INC COM 759930100 1,993 91,900 SH SOLE 91,900
RENT-A-CENTER INC COM 76009N100 752 50,100 SH SOLE 50,100
RENT-WAY COM 76009U104 753 38,600 SH SOLE 38,600
REPUBLIC BANCORP INC-CL.A CL A 760281204 13 1,600 SH SOLE 1,600
REPUBLIC BANCORP INC COM 760282103 801 85,690 SH SOLE 85,690
REPUBLIC GROUP INC COM 760473108 25 2,300 SH SOLE 2,300
REPUBLIC SECURITY FINL COM 760758102 720 109,700 SH SOLE 109,700
REPUBLIC SERVICES INC CL A 760759100 1,135 103,800 SH SOLE 103,800
RESEARCH FRONTIERS CORP COM 760911107 24 800 SH SOLE 800
RESTORATION HARDWARE COM 760981100 9 1,700 SH SOLE 1,700
RESMED INC. COM 761152107 2,070 29,000 SH SOLE 29,000
RESORTQUEST INTL. INC. COM 761183102 7 1,200 SH SOLE 1,200
RESOURCE AMERICA INC. CL A 761195205 10 1,400 SH SOLE 1,400
RESPIRONICS INC COM 761230101 102 7,100 SH SOLE 7,100
RETEK INC COM 76128Q109 49 1,200 SH SOLE 1,200
REVLON INC CL A 761525500 16 1,800 SH SOLE 1,800
REX STORES CORPORATION COM 761624105 897 35,100 SH SOLE 35,100
REXALL SUNDOWN INC COM 761648104 1,795 127,100 SH SOLE 127,100
REYNOLDS & REYNOLDS CL A 761695105 1,274 47,200 SH SOLE 47,200
REYNOLDS METALS CO COM 761763101 5,360 80,154 SH SOLE 80,154
RJ REYNOLDS TOBACCO HLDS COM 76182K105 47 2,766 SH SOLE 2,766
RHYTHMS NETCONNECTIONS COM 762430205 70 1,900 SH SOLE 1,900
RICHMOND COUNTY FINL CORP COM 764556106 945 58,600 SH SOLE 58,600
RIGGS NATL CORP COM 766570105 756 62,000 SH SOLE 62,000
RISK CAPITAL HOLDINGS COM 767711104 13 800 SH SOLE 800
RITCHIE BROS. AUCTIONEERS COM 767744105 8 300 SH SOLE 300
RITE AID CORP COM 767754104 1,288 234,114 SH SOLE 234,114
RIVIANA FOODS INC COM 769536103 10 600 SH SOLE 600
ROADWAY EXPRESS INC. COM 769742107 650 32,100 SH SOLE 32,100
ROANOKE ELECTRIC STEEL COM 769841107 14 800 SH SOLE 800
ROBBINS & MYERS INC COM 770196103 50 2,100 SH SOLE 2,100
ROBERT HALF INT'L INC COM 770323103 2,702 56,950 SH SOLE 56,950
ROBERTSON CECO CORP COM PAR $0.01 770539203 14 1,400 SH SOLE 1,400
ROCK-TENN CO - CL A CL A 772739207 603 61,830 SH SOLE 61,830
ROCKWELL INT'L CORP (NEW) COM 773903109 10,258 245,336 SH SOLE 245,336
ROFIN-SINAR TECH INC COM 775043102 17 1,400 SH SOLE 1,400
ROGERS CORP COM 775133101 25 400 SH SOLE 400
ROHM & HAAS COMPANY COM 775371107 12,628 282,989 SH SOLE 282,989
ROLLINS INC COM 775711104 762 51,200 SH SOLE 51,200
ROLLINS TRUCK LEASING COM 775741101 897 106,350 SH SOLE 106,350
ROMAC INTERNATIONAL INC COM 775835101 786 86,700 SH SOLE 86,700
ROPER INDUSTRIES INC. COM 776696106 1,945 57,300 SH SOLE 57,300
ROSLYN BANCORP INC COM 778162107 175 9,800 SH SOLE 9,800
ROSS STORES INCORPORATED COM 778296103 1,542 64,100 SH SOLE 64,100
ROUSE COMPANY (REIT) COM 779273101 38 1,800 SH SOLE 1,800
ROWAN COS INC COM 779382100 3,382 114,881 SH SOLE 114,881
ROWECOM INC. COM 77957X108 9 500 SH SOLE 500
ROYAL APPLIANCE MFG CO COM 780076105 17 3,500 SH SOLE 3,500
ROYAL CARIBBEAN CRUISES COM V7780T103 2,590 92,500 SH SOLE 92,500
ROYAL DUTCH PETRO- NY SHS COM 780257804 5,566 96,700 SH OTHER (1) 96,700
ROYAL DUTCH PETRO- NY SHS COM 780257804 87,022 1,511,780 SH SOLE 1,511,780
RUBY TUESDAY INC COM 781182100 1,141 65,174 SH SOLE 65,174
RUDDICK CORP COM 781258108 934 85,400 SH SOLE 85,400
RUDOLPH TECH COM 781270103 23 500 SH SOLE 500
RURAL/METRO CORPORATION COM 781748108 1 1,100 SH SOLE 1,100
RUSH ENTERPRISES INC. COM 781846100 3 500 SH SOLE 500
RURAL CELLULAR CORP CL A CL A 781904107 1,311 19,400 SH SOLE 19,400
RUSS BERRIE & CO. INC. COM 782233100 749 40,500 SH SOLE 40,500
RUSSELL CORP COM 782352108 1,159 80,976 SH SOLE 80,976
RYAN'S FAM STEAK HOUSE COM 783519101 686 71,700 SH SOLE 71,700
RYDER SYS INC COM 783549108 1,850 81,562 SH SOLE 81,562
RYERSON TULL INC COM 78375P107 651 42,000 SH SOLE 42,000
RYLAND GROUP COM 783764103 581 31,000 SH SOLE 31,000
S & T BANCORP COM 783859101 882 51,500 SH SOLE 51,500
SANTA FE INTL CORP ORD G7805C108 2,512 67,900 SH SOLE 67,900
SBC COMMUNICATIONS INC. COM 78387G103 180,455 4,296,540 SH SOLE 4,296,540
SBA COMMUNICATIONS CORP COM 78388J106 31 700 SH SOLE 700
SCI SYSYTEMS INCORPORATED COM 783890106 4,294 79,800 SH SOLE 79,800
SCM MICROSYSTEMS INC. COM 784018103 2,561 26,400 SH SOLE 26,400
SCP POOL CORP COM 784028102 18 600 SH SOLE 600
SCPIE HOLDINGS INC. COM 78402P104 747 24,400 SH SOLE 24,400
SDL INCORPORATED COM 784076101 8,898 41,800 SH SOLE 41,800
SEI INVESTMENTS COMPANY COM 784117103 1,078 9,500 SH SOLE 9,500
SFX ENTERTAINMENT INC. CL A 784178105 1,537 37,650 SH SOLE 37,650
SJW CORP COM COM 784305104 12 100 SH SOLE 100
SL GREEN REALTY (REIT) COM 78440X101 12 500 SH SOLE 500
SLM HOLDING CORP COM 78442A109 6,867 206,150 SH SOLE 206,150
SLI INC. COM 78442T108 1,422 83,650 SH SOLE 83,650
SPS TECHNOLOGIES INC. COM 784626103 775 25,400 SH SOLE 25,400
SPX CORP COM 784635104 2,370 20,800 SH SOLE 20,800
S1 CORPORATION COM 78463B101 1,725 20,130 SH SOLE 20,130
S3 INCORPORATED COM 784849101 3,652 173,900 SH SOLE 173,900
SVI HOLDINGS INC COM 784872103 14 1,400 SH SOLE 1,400
SABRE HLDGS CORP - CL A CL A 785905100 12,688 343,502 SH SOLE 343,502
SAFECO CORP COM 786429100 4,128 155,391 SH SOLE 155,391
SAFEGUARD SCIENTIFICS COM 786449108 4,345 61,800 SH SOLE 61,800
SAFESCIENCE INC COM 786452102 16 1,200 SH SOLE 1,200
SAFETY-KLEEN CORP. COM NEW 78648R203 61 46,100 SH SOLE 46,100
SAFEWAY INC COM 786514208 28,543 630,780 SH SOLE 630,780
SAGA SYSTEMS INC COM 786610105 1,923 53,800 SH SOLE 53,800
SAGE INC COM 786632109 9 400 SH SOLE 400
SAGENT TECHNOLOGY INC COM 786693101 32 1,100 SH SOLE 1,100
ST JOE CORP COM 790148100 1,314 45,400 SH SOLE 45,400
ST. JOSEPH LIGHT & POWER COM 790654107 4 200 SH SOLE 200
ST JUDE MED INC COM 790849103 2,803 108,597 SH SOLE 108,597
ST MARY LND & EXPLORATION COM 792228108 81 2,700 SH SOLE 2,700
ST. PAUL COMPANIES INC COM 792860108 9,997 292,938 SH SOLE 292,938
SAKS INCORPORATED COM 79377W108 1,255 86,540 SH SOLE 86,540
SALEM COMMUNICATIONS CL A 794093104 7 600 SH SOLE 600
SALESLOGIX INC COM 79466P105 14 500 SH SOLE 500
SALTON INC. COM 795757103 17 400 SH SOLE 400
SANCHEZ COMPUTER COM 799702105 1,570 44,700 SH SOLE 44,700
SANDERSON FARMS INC. COM 800013104 11 1,400 SH SOLE 1,400
SANDISK CORPORATION COM 80004C101 4,631 37,800 SH SOLE 37,800
SANDY SPRING BANCORP COM 800363103 4 200 SH SOLE 200
SANMINA CORP COM 800907107 5,067 75,000 SH SOLE 75,000
SANGSTAT MEDICAL COR COM 801003104 880 31,800 SH SOLE 31,800
SANTA CRUZ OPERATION COM 801833104 618 65,900 SH SOLE 65,900
SANTA FE SNYDER CORP COM 80218K105 1,022 106,200 SH SOLE 106,200
SAPIENT COM 803062108 1,912 22,800 SH SOLE 22,800
SARA LEE CORP COM 803111103 20,224 1,123,538 SH SOLE 1,123,538
SATCON TECHNOLOGY COM 803893106 26 1,000 SH SOLE 1,000
SAUCONY INC CL B 804120202 7 700 SH SOLE 700
SAUER INCORPORATED COM 804137107 442 45,600 SH SOLE 45,600
SAUL CENTERS INC COM 804395101 10 600 SH SOLE 600
SAVVIS COMMUNICATIONS COM 805423100 37 2,100 SH SOLE 2,100
SAWTEK INC COM 805468105 1,309 24,900 SH SOLE 24,900
SCANA CORP COM 80589M102 1,690 68,805 SH SOLE 68,805
HENRY SCHEIN INC COM 806407102 1,237 76,400 SH SOLE 76,400
SCHEIN PHARMACEUTICALS COM 806416103 24 1,500 SH SOLE 1,500
SCHERING PLOUGH CORP COM 806605101 3,451 93,900 SH OTHER (1) 93,900
SCHERING PLOUGH CORP COM 806605101 68,276 1,857,862 SH SOLE 1,857,862
SCHLUMBERGER LTD COM 806857108 30,725 401,634 SH SOLE 401,634
SCHOLASTIC CORPORATION COM 807066105 1,699 31,500 SH SOLE 31,500
SCHOOL SPECIALTY INC. COM 807863105 24 1,100 SH SOLE 1,100
SCHULMAN (A.) INC COM 808194104 678 51,200 SH SOLE 51,200
SCHULTZ SAV O STORES INC COM 808196109 12 1,100 SH SOLE 1,100
SCHWAB CHARLES CORP COM 808513105 59,952 1,055,258 SH SOLE 1,055,258
SCHWEITZER-MANDUIT INTL COM 808541106 48 3,700 SH SOLE 3,700
SCIENT CORP COM 80864H109 163 1,800 SH SOLE 1,800
SCIENTIFIC ATLANTA INC COM 808655104 2,093 33,000 SH OTHER (1) 33,000
SCIENTIFIC ATLANTA INC COM 808655104 13,089 206,324 SH SOLE 206,324
SCIQUEST.COM INC COM 80908Q107 15 600 SH SOLE 600
SCOTT TECHNOLOGIES COM 810022301 629 33,300 SH SOLE 33,300
SCOTTS CO. CL A 810186106 2,268 54,000 SH SOLE 54,000
SCRIPPS CO E.W. CLASS A CL A 811054204 2,230 45,975 SH SOLE 45,975
SEABOARD CORPORATION COM 811543107 478 2,700 SH SOLE 2,700
SEACHANGE INTERNATIONAL COM 811699107 2,594 42,100 SH SOLE 42,100
SEACOAST BANKING CORP. CL A 811707108 16 600 SH SOLE 600
SEAGATE TECHNOLOGY COM 811804103 16,864 279,899 SH SOLE 279,899
SEAGRAM CO LTD-FOREIGN COM 811850106 18,182 305,575 SH SOLE 305,575
SEACOR HLDGS INC COM 811904101 1,425 23,600 SH SOLE 23,600
SEALED AIR CORPORATION COM 81211K100 5,678 104,548 SH SOLE 104,548
SEARS ROEBUCK & CO COM 812387108 14,364 465,218 SH SOLE 465,218
SECOND BANCORP INC. COM 813114105 7 400 SH SOLE 400
SECURITY CAPITAL GROUP CL B 81413P204 19 1,300 SH SOLE 1,300
SEITEL INCORPORATED COM NEW 816074306 44 5,500 SH SOLE 5,500
SELECT COMFORT CORP COM 81616X103 6 1,100 SH SOLE 1,100
SELECTIVE INSURANCE GRP COM 816300107 926 54,300 SH SOLE 54,300
SEMTECH CORP COM 816850101 1,345 21,000 SH SOLE 21,000
SEMPRA ENERGY COM 816851109 4,447 265,514 SH SOLE 265,514
SEMITOOL INC. COM 816909105 11 600 SH SOLE 600
SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 10 950 SH SOLE 950
SENSORMATIC ELECTRIC CORP COM 817265101 269 12,000 SH SOLE 12,000
SEPRACOR INC COM 817315104 2,832 38,900 SH SOLE 38,900
SEQUA CORP. -CL A CL A 817320104 682 17,200 SH SOLE 17,200
SEQUENOM INC COM 817337108 24 600 SH SOLE 600
SERENA SOFTWARE INC COM 817492101 29 900 SH SOLE 900
SEROLOGICALS CORPORATION COM 817523103 12 2,200 SH SOLE 2,200
SERVICE CORPORATION INT'L COM 817565104 49 16,200 SH SOLE 16,200
SERVICEMASTER COMPANY COM 81760N109 1,999 177,700 SH SOLE 177,700
7-ELEVEN INC COM 817826100 2,927 780,500 SH SOLE 780,500
SHARED MED SYS CORP COM 819486101 1,798 34,652 SH SOLE 34,652
SHARPER IMAGE COM 820013100 15 1,200 SH SOLE 1,200
SHAW GROUP INC. COM 820280105 1,082 30,700 SH SOLE 30,700
SHAW INDS INC COM 820286102 1,268 83,500 SH SOLE 83,500
SHERWIN WILLIAMS CO COM 824348106 4,817 219,561 SH SOLE 219,561
SHOPKO STORES INC COM 824911101 1,092 61,500 SH SOLE 61,500
SHOP AT HOME INC. COM NEW 825066301 478 55,400 SH SOLE 55,400
SHOPNOW.COM COM 82508R105 19 1,300 SH SOLE 1,300
SHURGARD STORAGE (REIT) COM 82567D104 16 600 SH SOLE 600
SICOR INC COM 825846108 1,721 165,900 SH SOLE 165,900
SIEBEL SYSTEMS INC COM 826170102 12,971 108,600 SH SOLE 108,600
SIEBERT FINANCIAL CORP COM 826176109 520 40,600 SH SOLE 40,600
SIERRA HEALTH SERVICES COM 826322109 40 8,200 SH SOLE 8,200
SIERRA PACIFIC RESOURCES COM 826428104 605 48,376 SH SOLE 48,376
SIERRACITIES INC COM 826521106 479 35,800 SH SOLE 35,800
SIGMA ALDRICH COM 826552101 3,626 134,909 SH SOLE 134,909
SIGMA DESIGNS INC COM 826565103 11 1,500 SH SOLE 1,500
SIGCORP INC. COM 826912107 971 38,849 SH SOLE 38,849
SILGAN HOLDINGS INC COM 827048109 11 900 SH SOLE 900
SILICON GRAPHICS COM 827056102 2,130 201,622 SH SOLE 201,622
SILICON STORAGE TECH COM 827057100 3,524 47,700 SH SOLE 47,700
SILICON IMAGE INC COM 82705T102 50 700 SH SOLE 700
SILICON VALLEY BANCSHARES COM 827064106 345 4,800 SH SOLE 4,800
SILICON VALLEY GROUP COM 827066101 1,881 68,400 SH SOLE 68,400
SILICONIX INC COM NEW 827079203 76 800 SH SOLE 800
SILKNET SOFTWARE INC COM 827094103 41 400 SH SOLE 400
SILVERSTREAM SOFTWARE INC COM 827907106 37 500 SH SOLE 500
SIMIONE CENT HLDGS INC COM PAR $0.001 828654301 0 119 SH SOLE 119
SIMON PROPERTY GRP (REIT) COM 828806109 103 4,300 SH SOLE 4,300
SIMPSON INDUSTRIES INC COM 829060102 44 4,500 SH SOLE 4,500
SIMPSON MANUFACTURING INC COM 829073105 924 23,400 SH SOLE 23,400
SINCLAIR BROADCAST CL A 829226109 891 99,700 SH SOLE 99,700
SIRIUS SATELLITE RADIO COM 82966U103 3,004 52,700 SH SOLE 52,700
SITEL CORPORATION COM 82980K107 820 119,200 SH SOLE 119,200
SKY FINANCIAL GROUP COM 83080P103 749 46,110 SH SOLE 46,110
SKYLINE COM 830830105 37 1,700 SH SOLE 1,700
SKYMALL INCORPORATED COM 830859104 9 1,300 SH SOLE 1,300
SKYWEST INCORPORATED COM 830879102 1,995 51,000 SH SOLE 51,000
SMARTDISK CORPORATION COM 83169Q105 8 300 SH SOLE 300
SMITH (A.O.) CORP COM 831865209 783 43,500 SH SOLE 43,500
SMITH-GARDNER & ASSOC. COM 832059109 7 400 SH SOLE 400
SMITH INTERNATIONAL INC COM 832110100 2,031 26,200 SH SOLE 26,200
SMITH RESIDENTIAL COM 832197107 14 400 SH SOLE 400
SMITHFIELD FOODS INC. COM 832248108 2,406 120,300 SH SOLE 120,300
J.M. SMUCKER CO. CLASS A CL A 832696108 882 48,000 SH SOLE 48,000
SMURFIT-STONE CONTAINER COM 832727101 2,241 132,300 SH SOLE 132,300
SNYDER COMMUNICATIONS COM 832914105 3,296 146,500 SH SOLE 146,500
CIRCLE.COM COM CIRCLE COM 832914204 11 1,275 SH SOLE 1,275
SNAP-ON TOOLS CORP COM 833034101 2,099 80,150 SH SOLE 80,150
SODEXHO MARRIOTT SERVICES COM 833793102 1,818 121,200 SH SOLE 121,200
SOFTNET SYSTEMS INC COM 833964109 974 33,300 SH SOLE 33,300
SOFTWARE.COM INC COM 83402P104 142 1,100 SH SOLE 1,100
SOLA INTERNATIONAL INC. COM 834092108 603 98,400 SH SOLE 98,400
SOLECTRON CORP COM 834182107 29,887 746,020 SH SOLE 746,020
SOLUTIA INC COM 834376105 773 57,800 SH SOLE 57,800
SOMERA COMMUNICATIONS INC COM 834458101 12 1,000 SH SOLE 1,000
SONIC CORP. COM 835451105 956 35,100 SH SOLE 35,100
SONIC FOUNDRY INC. COM 83545R108 20 200 SH SOLE 200
SONIC WALL INC COM 835470105 40 600 SH SOLE 600
SONOCO PRODUCTS INC COM 835495102 1,521 64,741 SH SOLE 64,741
SONOSIGHT INC COM 83568G104 20 600 SH SOLE 600
SOTHEBY'S HOLDINGS INC CL A 835898107 577 31,300 SH SOLE 31,300
SOURCE INFO MGMT CO COM NEW 836151209 18 1,000 SH SOLE 1,000
SOUTH ALABAMA BANCORP COM 836234104 4 400 SH SOLE 400
SOUTH JERSEY COM 838518108 14 500 SH SOLE 500
SOUTHDOWN INC COM 841297104 1,487 25,200 SH SOLE 25,200
SOUTHERN CO COM 842587107 18,962 871,831 SH SOLE 871,831
SOUTHERN PERU COPPER CORP COM 843611104 13 1,000 SH SOLE 1,000
SOUTHERN UNION CO COM 844030106 1,832 101,432 SH SOLE 101,432
SOUTHSIDE BANCSHARES COM 844700104 4 500 SH SOLE 500
SOUTHTRUST CORPORATION COM 844730101 5,522 217,087 SH SOLE 217,087
SOUTHWEST AIRLINES CO COM 844741108 13,436 645,554 SH SOLE 645,554
SOUTHWEST BANCORP INC COM 844767103 7 400 SH SOLE 400
SOUTHWEST BANCORP OF TX COM 84476R109 1,203 61,900 SH SOLE 61,900
SOUTHWEST GAS CORP. COM 844895102 1,212 63,600 SH SOLE 63,600
SOUTHWEST SECURITIES GRP. COM 845224104 987 22,730 SH SOLE 22,730
SOUTHWESTERN ENERGY CO. COM 845467109 34 5,100 SH SOLE 5,100
SOVEREIGN BANCORP COM 845905108 707 93,460 SH SOLE 93,460
SOVRAN SELF STORAGE REIT COM 84610H108 16 800 SH SOLE 800
SPACELABS MEDICAL INC. COM 846247104 24 1,500 SH SOLE 1,500
SPANISH BROADCASTING CL A CL A 846425882 12 500 SH SOLE 500
SPARTAN MOTORS INC. COM 846819100 5 1,200 SH SOLE 1,200
SPARTECH CORP COM NEW 847220209 1,767 51,400 SH SOLE 51,400
SPECIALTY EQUIPMENT COS COM NEW 847497203 660 31,800 SH SOLE 31,800
SPECTRATEK TECHNOLOGY COM 847568102 18 400 SH SOLE 400
SPECTRIAN CORP COM 847608106 509 22,600 SH SOLE 22,600
SPECTRASITE HOLDINGS INC COM 84760T100 79 2,800 SH SOLE 2,800
SPEEDFAM-IPEC INC. COM 847705100 1,214 61,100 SH SOLE 61,100
SPEEDWAY MOTORSPORTS COM 847788106 616 24,700 SH SOLE 24,700
SPIEGEL CLASS A CL A 848457107 1,938 242,300 SH SOLE 242,300
SPIEKER PROPERTIES (REIT) COM 848497103 71 1,600 SH SOLE 1,600
SPORTSLINE.COM INC COM 848934105 1,301 44,200 SH SOLE 44,200
THE SPORTS AUTHORITY COM 849176102 16 6,400 SH SOLE 6,400
SPRINGS INDS INC COM 851783100 1,795 47,242 SH SOLE 47,242
SPRINT CORP (FON GROUP) COM 852061100 70,526 1,119,466 SH SOLE 1,119,466
SPRINT CORP (PCS GROUP) PCS COM SER 1 852061506 71,074 1,088,219 SH SOLE 1,088,219
SPYGLASS INC COM 852192103 2,675 34,500 SH SOLE 34,500
STAFFMARK INC COM 852389105 54 6,800 SH SOLE 6,800
STAMPS.COM INC COM 852857101 19 1,000 SH SOLE 1,000
STANCORP FINANCIAL GROUP COM 852891100 22 800 SH SOLE 800
STANDARD MICROSYSTEMS COM 853626109 44 3,000 SH SOLE 3,000
STANDARD MTR PRODS INC. COM 853666105 48 3,200 SH SOLE 3,200
STANDARD-PACIFIC CORP. COM 85375C101 610 61,000 SH SOLE 61,000
STANDARD REGISTER COM 853887107 604 46,900 SH SOLE 46,900
STANDEX INT'L CORP COM 854231107 47 3,000 SH SOLE 3,000
STANLEY WORKS COM 854616109 3,244 122,986 SH SOLE 122,986
STAR TELECOM COM 854923109 583 97,200 SH SOLE 97,200
STAPLES INC COM 855030102 12,075 603,760 SH SOLE 603,760
STARBUCKS CORP COM 855244109 4,737 105,700 SH SOLE 105,700
STARMEDIA NETWORK COM 855546107 45 1,500 SH SOLE 1,500
STARTEK INC COM 85569C107 1,940 26,300 SH SOLE 26,300
STARWOOD FINANCIAL INC COM 85569R104 35 1,990 SH SOLE 1,990
STATE AUTO FINANCIAL CORP COM 855707105 577 72,100 SH SOLE 72,100
STARWOOD HOTELS & RES. WW PAIRED CTF 85590A203 131 4,980 SH SOLE 4,980
STATE STREET CORP COM 857477103 2,364 24,400 SH OTHER (1) 24,400
STATE STREET CORP COM 857477103 19,514 201,435 SH SOLE 201,435
STATEN ISLAND BANCORP COM 857550107 1,353 79,000 SH SOLE 79,000
STATION CASINOS INC COM 857689103 1,826 83,700 SH SOLE 83,700
STEEL DYNAMICS INC COM 858119100 1,152 99,600 SH SOLE 99,600
STEEL TECHNOLOGIES INC. COM 858147101 22 2,800 SH SOLE 2,800
STEELCASE INC CL A 858155203 618 51,500 SH SOLE 51,500
STEIN MART INC COM 858375108 91 11,000 SH SOLE 11,000
STEPAN COMPANY COM 858586100 4 200 SH SOLE 200
STERLING BANCSHARES INC. COM 858907108 541 56,600 SH SOLE 56,600
STERICYCLE INC. COM 858912108 28 1,100 SH SOLE 1,100
STERILE RECOVERIES COM 859151102 1 300 SH SOLE 300
STERIS CORPORATION COM 859152100 1,457 142,100 SH SOLE 142,100
STERLING BANCORP/NY COM 859158107 13 840 SH SOLE 840
STERLING FINANCIAL CORP COM 859317109 9 500 SH SOLE 500
STERLING SOFTWARE INC COM 859547101 1,513 49,600 SH SOLE 49,600
STEWART & STEVENSON COM 860342104 590 52,400 SH SOLE 52,400
STEWART ENTERPRISES CL A CL A 860370105 1,070 216,800 SH SOLE 216,800
STILLWATER MINING CO COM 86074Q102 3,288 82,200 SH SOLE 82,200
STONE & WEBSTER INC COM 861572105 48 3,300 SH SOLE 3,300
STONE ENERGY CORP COM 861642106 1,847 37,500 SH SOLE 37,500
STONERIDGE INC COM 86183P102 427 37,100 SH SOLE 37,100
STORAGE USA INC (REIT) COM 861907103 18 600 SH SOLE 600
STORAGE TECH CORP COM 862111200 521 32,700 SH SOLE 32,700
STREICHER MOBILE FUEL COM 862924107 3 600 SH SOLE 600
STRATTEC STRATEGY CORP. COM 863111100 10 300 SH SOLE 300
STRAYER EDUCATION INC COM 863236105 793 30,500 SH SOLE 30,500
STRIDE RITE CORP COM 863314100 81 10,100 SH SOLE 10,100
STRUCTURAL DYN RES. COM 863555108 1,058 78,400 SH SOLE 78,400
STRYKER CORPORATION COM 863667101 3,913 56,100 SH SOLE 56,100
STUDENT ADVANTAGE INC COM 86386Q105 11 1,100 SH SOLE 1,100
THE STUDENT LOAN CORP COM 863902102 1,613 39,400 SH SOLE 39,400
STURM RUGER & CO. INC. COM 864159108 56 6,400 SH SOLE 6,400
SUBURBAN LODGES OF AMER INC COM 864444104 14 2,200 SH SOLE 2,200
SUIZA FOODS CORP STK COM 865077101 886 22,000 SH SOLE 22,000
SUMMIT BANCORP COM 866005101 5,932 225,987 SH SOLE 225,987
SUMMIT PROP INC REIT COM 866239106 11 600 SH SOLE 600
SUMMIT TECHNOLOGY INC COM 86627E101 932 102,100 SH SOLE 102,100
SUN COMMUNTIES INC (REIT) COM 866674104 14 500 SH SOLE 500
SUN MICROSYSTEMS COM 866810104 10,870 116,000 SH OTHER (1) 116,000
SUN MICROSYSTEMS COM 866810104 186,528 1,990,624 SH SOLE 1,990,624
SUNBURST HOSPITALITY COM 866948102 8 1,600 SH SOLE 1,600
SUNBEAM CORPORATION COM 867071102 1,039 248,114 SH SOLE 248,114
SUNGARD DATA SYSTEMS INC COM 867363103 2,635 69,800 SH SOLE 69,800
SUNGLASS HUT COM 86736F106 680 87,100 SH SOLE 87,100
SUNOCO INC COM 86764P109 3,248 118,652 SH SOLE 118,652
SUNRISE ASSISTED LIVING COM 86768K106 16 1,200 SH SOLE 1,200
SUNRISE TECHNOLOGIES COM 86769L103 536 76,000 SH SOLE 76,000
SUNTERRA CORPORATION COM 86787D109 290 145,200 SH SOLE 145,200
SUNRISE MEDICAL COM 867910101 39 6,200 SH SOLE 6,200
SUNTRUST BANKS COM 867914103 23,678 410,003 SH SOLE 410,003
SUPERCONDUCTOR TECH COM 867931107 13 300 SH SOLE 300
SUPERGEN INC COM 868059106 2,434 50,700 SH SOLE 50,700
SUPERIOR ENERGY SERVICES COM 868157108 1,017 104,300 SH SOLE 104,300
SUPERIOR INDUSTRIES COM 868168105 1,657 52,300 SH SOLE 52,300
SUPERIOR NATL INSURANCE COM 868224106 0 1,300 SH SOLE 1,300
SUPERIOR SURGICAL MFG CO COM 868358102 9 900 SH SOLE 900
SUPERIOR TELECOM INC COM 868365107 470 36,525 SH SOLE 36,525
SUPERVALU INC COM 868536103 3,326 175,641 SH SOLE 175,641
SURMODICS INC COM 868873100 11 400 SH SOLE 400
SUSQUEHANNA BANCSHARES COM 869099101 1,083 78,375 SH SOLE 78,375
SWIFT ENERGY COMPANY COM 870738101 20 1,100 SH SOLE 1,100
SWIFT TRANSAPORTATION COM 870756103 2,694 131,400 SH SOLE 131,400
SWISS ARMY BRANDS COM 870827102 3 700 SH SOLE 700
SYBASE INC COM 871130100 240 11,800 SH SOLE 11,800
SYBRON CORPORATION COM 87114F106 1,801 62,100 SH SOLE 62,100
SYCAMORE NETWORKS COM 871206108 787 6,100 SH SOLE 6,100
SYKES ENTERPRISES INC. COM 871237103 589 30,900 SH SOLE 30,900
SYLVAN LEARNING SYS INC COM 871399101 1,611 101,100 SH SOLE 101,100
SYMANTEC CORP COM 871503108 2,366 31,500 SH SOLE 31,500
SYMBOL TECH INC COM 871508107 4,794 58,237 SH SOLE 58,237
SYMMETRICOM INC. COM 871543104 45 4,300 SH SOLE 4,300
SYMYX TECHNOLOGIES COM 87155S108 35 800 SH SOLE 800
SYNCOR INC. COM 87157J106 719 21,800 SH SOLE 21,800
SYNOPSYS INC COM 871607107 1,974 40,500 SH SOLE 40,500
SYNOVUS FINANCIAL COM 87161C105 6,895 365,309 SH SOLE 365,309
SYNTEL INC COM 87162H103 1,047 70,400 SH SOLE 70,400
SYNTROLEUM CORP COM 871630109 35 1,500 SH SOLE 1,500
SYSCO CORP COM 871829107 15,072 422,328 SH SOLE 422,328
SYSTEMAX INC COM 871851101 541 59,300 SH SOLE 59,300
SYSTEMS & COMP TECHNOLOGY COM 871873105 1,587 67,900 SH SOLE 67,900
TBC CORP COM 872180104 28 5,600 SH SOLE 5,600
TCBY ENTERPRISES INC COM 872245105 26 4,500 SH SOLE 4,500
TCF FINANCIAL COM 872275102 1,255 52,700 SH SOLE 52,700
TD WATERHOUSE GROUP INC COM 872362108 23 900 SH SOLE 900
TECO ENERGY COM 872375100 1,468 75,500 SH SOLE 75,500
TEPPCO PARTNERS UT LTD PARTNER 872384102 16 700 SH SOLE 700
TESSCO TECH INC COM 872386107 14 700 SH SOLE 700
T-HQ INC. COM NEW 872443403 551 30,800 SH SOLE 30,800
TJX COMPANY COM 872540109 8,883 400,382 SH SOLE 400,382
TNP ENTERPRISES INC COM 872594106 1,078 24,600 SH SOLE 24,600
TRW INC COM 872649108 9,094 155,457 SH SOLE 155,457
TSI INTL SOFTWARE LTD COM 872879101 4,070 49,000 SH SOLE 49,000
TMP WORLDWIDE INC COM 872941109 3,281 42,200 SH SOLE 42,200
TV GUIDE INC CL A 87307Q109 4,393 91,400 SH SOLE 91,400
TACO CABANA INC CLASS A COM 873425102 24 4,100 SH SOLE 4,100
TALBOTS INC COM 874161102 1,254 21,300 SH SOLE 21,300
TALK CITY INC COM 874263106 3 500 SH SOLE 500
TALK.COM INC. COM 874264104 1,974 123,400 SH SOLE 123,400
TANDY CORP COM 875382103 12,559 247,474 SH SOLE 247,474
TANGER FTRY OUTLET (REIT) COM 875465106 15 800 SH SOLE 800
TANNING TECHNOLOGY CORP COM 87588P101 26 600 SH SOLE 600
TARGET CORP COM 87612E106 41,935 561,010 SH SOLE 561,010
TARAGON REALTY INVESTORS COM 876287103 13 1,300 SH SOLE 1,300
TARRANT APPAREL GROUP COM 876289109 6 800 SH SOLE 800
TASTY BAKING COMPANY COM 876553306 14 1,300 SH SOLE 1,300
TAUBMAN CENTERS (REIT) COM 876664103 12 1,100 SH SOLE 1,100
TECH DATA CORP COM 878237106 960 29,200 SH SOLE 29,200
TECHNE CORP COM 878377100 2,815 40,800 SH SOLE 40,800
TECHNICLONE INTL CORP COM NEW 878517309 16 2,600 SH SOLE 2,600
TECHNITROL INC COM 878555101 1,782 30,600 SH SOLE 30,600
TECHNOLOGY SOLUTIONS COM 87872T108 244 26,700 SH SOLE 26,700
TECUMSEH PRODUCTS CO-CL A CL A 878895200 1,668 37,900 SH SOLE 37,900
TEJON RANCH CO. COM 879080109 14 600 SH SOLE 600
TEKELEC COM 879101103 3,939 106,100 SH SOLE 106,100
TEKTRONIX INC COM 879131100 3,018 53,900 SH OTHER (1) 53,900
TEKTRONIX INC COM 879131100 3,427 61,205 SH SOLE 61,205
TELAXIS COMM. CORP COM 879202109 24 400 SH SOLE 400
TELECORP PCS INC CL A 879299105 114 2,200 SH SOLE 2,200
TELEDYNE TECHNOLOGIES COM 879360105 102 5,857 SH SOLE 5,857
TELEFLEX INCORPORATED COM 879369106 919 25,900 SH SOLE 25,900
TELEPHONE & DATA SYS COM 879433100 4,063 36,600 SH SOLE 36,600
TELESPECTRUM WORLDWIDE COM 87951U109 15 2,100 SH SOLE 2,100
TELIGENT INCORPORATED CL A 87959Y103 1,196 17,900 SH SOLE 17,900
TELLABS INC COM 879664100 1,940 30,800 SH OTHER (1) 30,800
TELLABS INC COM 879664100 32,075 509,256 SH SOLE 509,256
TELXON CORPORATION COM 879700102 5 300 SH SOLE 300
TEMPLE INLAND CO COM 879868107 3,677 73,819 SH SOLE 73,819
TELETECH HOLDINGS INC. COM 879939106 193 5,600 SH SOLE 5,600
TENFOLD CORPORATION COM 88033A103 54 900 SH SOLE 900
TENET HEALTHCARE CORP COM 88033G100 9,386 408,106 SH SOLE 408,106
TENNANT CO COM 880345103 484 15,600 SH SOLE 15,600
TENNECO AUTOMOTIVE CORP. COM 880349105 68 8,580 SH SOLE 8,580
TERADYNE INCORPORATED COM 880770102 18,103 220,100 SH SOLE 220,100
TERAYON COMMUNICATION COM 880775101 3,219 15,700 SH SOLE 15,700
TEREX CORPORATION COM 880779103 818 56,900 SH SOLE 56,900
TESORO PETRO. CORP. COM 881609101 620 53,900 SH SOLE 53,900
TETRA TECHNOLOGIES INC COM 88162F105 35 2,600 SH SOLE 2,600
TETRA TECH INC COM 88162G103 2,083 87,700 SH SOLE 87,700
TEXACO INC COM 881694103 2,724 50,800 SH OTHER (1) 50,800
TEXACO INC COM 881694103 37,209 693,869 SH SOLE 693,869
TEXAS BIOTECHNOLOGY COM 88221T104 11 800 SH SOLE 800
TEXAS IND COM 882491103 1,348 43,300 SH SOLE 43,300
TEXAS INSTRS INC COM 882508104 9,776 61,100 SH OTHER (1) 61,100
TEXAS INSTRS INC COM 882508104 164,104 1,025,653 SH SOLE 1,025,653
TEXAS REGIONAL BANCSHARES CL A VTG 882673106 611 24,000 SH SOLE 24,000
TEXAS UTILITIES COM 882848104 10,055 338,710 SH SOLE 338,710
TEXTRON INC COM 883203101 11,812 194,045 SH SOLE 194,045
THERMA-WAVE INC. COM 88343A108 17 500 SH SOLE 500
THERMO ELECTRON CORP COM 883556102 3,954 194,051 SH SOLE 194,051
THERMO INSTRUMENT SYSTEMS COM 883559106 1,162 55,171 SH SOLE 55,171
THERMO BIOANALYSIS CORP. COM 88355H108 25 900 SH SOLE 900
THERMO CARDIOSYSTEMS INC COM NONREDEEM 88355K200 13 900 SH SOLE 900
THERMO ECOTEK CORP COM 88355R106 2 300 SH SOLE 300
THERMO FIBERTEK INC COM 88355W105 805 117,100 SH SOLE 117,100
THERMO OPTEK CORP COM 883582108 1,438 96,700 SH SOLE 96,700
THERMO TERRATECH INC COM 883598104 12 1,500 SH SOLE 1,500
THERMOQUEST CORP COM 883655102 1,484 88,600 SH SOLE 88,600
THESTREET.COM COM 88368Q103 7 800 SH SOLE 800
THERMEDICS INC. COM 883901100 20 2,400 SH SOLE 2,400
THOMAS & BETTS CORP COM 884315102 1,638 57,977 SH SOLE 57,977
THOMAS INDUSTRIES COM 884425109 69 3,700 SH SOLE 3,700
THOR INDUSTRIES INC COM 885160101 68 2,800 SH SOLE 2,800
THORATEC LABS CORP COM NEW 885175307 17 1,300 SH SOLE 1,300
3COM CORPORATION COM 885535104 24,807 445,970 SH SOLE 445,970
3DO COMPANY COM 88553W105 872 90,000 SH SOLE 90,000
3DFX INTERACTIVE INC. COM 88553X103 16 1,300 SH SOLE 1,300
THREE-FIVE SYSTEMS INC COM 88554L108 1,688 28,132 SH SOLE 28,132
TIBCO SOFTWARE INC COM 88632Q103 383 4,700 SH SOLE 4,700
TICKETS.COM INC COM 88633M101 12 1,300 SH SOLE 1,300
TICKETMASTER CL B 88633P203 15 600 SH SOLE 600
TIDEWATER INC COM 886423102 903 28,400 SH SOLE 28,400
TIFFANY & COMPANY COM 886547108 3,496 41,800 SH SOLE 41,800
TIMBERLAND CO CLASS A CL A 887100105 2,050 40,200 SH SOLE 40,200
TIME WARNER INC COM 887315109 162,405 1,624,050 SH SOLE 1,624,050
TIME WARNER TELECOM-CL A CL A 887319101 40 500 SH SOLE 500
TIMES MIRROR-NEW CL A COM SER A 887364107 7,314 78,700 SH SOLE 78,700
TIMKEN COMPANY COM 887389104 1,359 83,632 SH SOLE 83,632
TITAN CORP COM 888266103 443 8,681 SH SOLE 8,681
TITAN EXPLORATION INC. COM 888289105 2 400 SH SOLE 400
TITAN INTERNATIONAL INC COM 88830M102 35 4,800 SH SOLE 4,800
TITAN PHARMACEUTICALS COM 888314101 19 600 SH SOLE 600
TIVO INC COM 888706108 31 900 SH SOLE 900
TOLL BROTHERS COM 889478103 1,526 76,300 SH SOLE 76,300
TOLLGRADE COMMUNICATIONS COM 889542106 21 400 SH SOLE 400
TOO INC COM 890333107 23 742 SH SOLE 742
TOOTSIE ROLL INDUSTRIES COM 890516107 2,015 63,980 SH SOLE 63,980
TOPPS INC. COM 890786106 902 108,500 SH SOLE 108,500
TORCHMARK CORP COM 891027104 4,093 176,989 SH SOLE 176,989
TORO COMPANY COM 891092108 787 26,300 SH SOLE 26,300
TOSCO CORP COM 891490302 5,856 192,400 SH SOLE 192,400
TOTAL RENAL CARE HOLDINGS COM 89151A107 417 133,500 SH SOLE 133,500
TOWER AUTOMOTIVE COM 891707101 1,710 104,400 SH SOLE 104,400
TOTAL SYSTEM SERVICES INC COM 891906109 1,707 107,100 SH SOLE 107,100
TRACK DATA CORP. COM 891918104 14 1,900 SH SOLE 1,900
TOYS R US COM 892335100 3,815 257,576 SH SOLE 257,576
TRACTOR SUPPLY COMPANY COM 892356106 14 700 SH SOLE 700
TRAMMELL CROW CO COM 89288R106 759 68,600 SH SOLE 68,600
TRANSOCEAN SEDCO FOREX ORD G90078109 12,726 248,009 SH SOLE 248,009
TRANS WORLD ENTERTAINMNT COM 89336Q100 1,140 113,950 SH SOLE 113,950
TRANSACTION SYSTEMS CL A 893416107 1,877 65,000 SH SOLE 65,000
TRANSATLANTIC HOLDINGS COM 893521104 1,787 20,900 SH SOLE 20,900
TRANSKARYOTIC THERAPIES COM 893735100 2,592 46,600 SH SOLE 46,600
TRANSPORT CORP OF AMERICA COM 89385P102 5 1,100 SH SOLE 1,100
TRANSMONTAIGNE INC COM 893934109 11 1,600 SH SOLE 1,600
TRAVELERS PROP&CAS CORP CL A 893939108 1,502 36,400 SH SOLE 36,400
TRAVELOCITY.COM INC COM 893953109 9 300 SH SOLE 300
TRANSWITCH CORP COM 894065101 1,057 11,000 SH SOLE 11,000
TREDEGAR INDUSTRIES COM 894650100 2,123 78,800 SH SOLE 78,800
TRENDWEST RESORTS INC COM 894917103 17 700 SH SOLE 700
TRENWICK GROUP COM 895290104 585 41,450 SH SOLE 41,450
TREX COMPANY INC. COM 89531P105 19 500 SH SOLE 500
TRIAD HOSPITALS INC COM 89579K109 18 1,100 SH SOLE 1,100
TRIANGLE PHARMACEUTICALS COM 89589H104 1,043 66,200 SH SOLE 66,200
TRIAD GUARANTY INC COM 895925105 571 28,100 SH SOLE 28,100
TRIARC COMPANIES INC CL A 895927101 844 42,200 SH SOLE 42,200
TRICON GLOBAL RESTAURANTS COM 895953107 5,983 192,600 SH SOLE 192,600
TRIBUNE COMPANY COM 896047107 2,735 74,800 SH OTHER (1) 74,800
TRIBUNE COMPANY COM 896047107 11,225 307,012 SH SOLE 307,012
TRICO MARINE SERVICES INC COM 896106101 11 1,300 SH SOLE 1,300
TRIGON HEALTHCARE COM 89618L100 751 21,000 SH SOLE 21,000
TRIMBLE NAVIGATION LTD COM 896239100 1,151 44,700 SH SOLE 44,700
TRIMERIS INCORPORATED COM 896263100 15 300 SH SOLE 300
TRINITY INDUSTRIES COM 896522109 681 28,750 SH SOLE 28,750
TRIQUINT SEMICONDUCTOR COM 89674K103 1,529 20,800 SH SOLE 20,800
TRITEL INC CL A 89675X104 96 2,500 SH SOLE 2,500
TRITON PCS HOLDINGS INC CL A 89677M106 78 1,300 SH SOLE 1,300
TRIZETTO GROUP INC COM 896882107 14 400 SH SOLE 400
TRIPATH IMAGING INC COM 896942109 16 1,800 SH SOLE 1,800
TROPICAL SPORTSWEAR INC COM 89708P102 6 500 SH SOLE 500
TRUE NORTH COMMUNICATIONS COM 897844106 951 24,200 SH SOLE 24,200
TRUETIME INC COM 897868105 3 400 SH SOLE 400
THE TRUST CO. OF N.J. COM 898304100 626 32,300 SH SOLE 32,300
TRUSTCO BANK CORPORATION COM 898349105 1,170 100,124 SH SOLE 100,124
TRUSTMARK CORP. COM 898402102 925 45,800 SH SOLE 45,800
TUBOSCOPE INC. COM 898600101 1,610 94,700 SH SOLE 94,700
TUESDAY MORNING COM NEW 899035505 16 1,100 SH SOLE 1,100
TULARIK INC COM 899165104 34 1,100 SH SOLE 1,100
TUMBLEWEED CO CORP COM 899690101 70 600 SH SOLE 600
TUPPERWARE CORP COM 899896104 2,417 152,878 SH SOLE 152,878
TUSCARORA PLASTICS INC COM 900902107 5 400 SH SOLE 400
TUT SYSTEMS INC. COM 901103101 18 300 SH SOLE 300
TWEETER HOME ENT. GROUP COM 901167106 1,673 37,800 SH SOLE 37,800
21ST CENTURY INSURANCE COM 90130N103 1,223 56,900 SH SOLE 56,900
24/7 MEDIA INC. COM 901314104 1,631 41,300 SH SOLE 41,300
TWINLAB CORPORATION COM 901774109 536 75,200 SH SOLE 75,200
TYCO INTERNATIONAL LTD COM 902124106 58,049 1,163,890 SH SOLE 1,163,890
TYSON FOODS INC CL A CL A 902494103 1,502 135,000 SH SOLE 135,000
UAL CORP COM 902549500 2,042 34,100 SH SOLE 34,100
UCAR INTERNATIONAL COM 90262K109 1,139 86,400 SH SOLE 86,400
UGI CORPORATION COM 902681105 1,183 54,700 SH SOLE 54,700
UICI COM 902737105 536 80,900 SH SOLE 80,900
UMB FINANCIAL CORP COM 902788108 1,491 40,568 SH SOLE 40,568
USX-MARATHON GROUP INC COM 902905827 10,399 399,002 SH SOLE 399,002
U S B HOLDING INC. COM 902910108 9 600 SH SOLE 600
UST INCORPORATED COM 902911106 3,502 224,100 SH SOLE 224,100
U.S. PLASTIC LUMBER CORP COM 902948108 596 64,400 SH SOLE 64,400
U.S. ENERGY SYSTEMS INC COM 902951102 4 600 SH SOLE 600
U.S. BANCORP (NEW) COM 902973106 20,370 931,219 SH SOLE 931,219
USA NETWORKS INC. COM 902984103 3,457 153,200 SH SOLE 153,200
URS CORPORATION COM 903236107 444 33,800 SH SOLE 33,800
US CAN CORPORATION COM 90328W105 8 400 SH SOLE 400
U S G CORPORATION COM 903293405 1,254 29,900 SH SOLE 29,900
U.S. FOODSERVICE INC COM 90331R101 1,609 62,500 SH SOLE 62,500
US LEC CORPORATION CL A 90331S109 20 500 SH SOLE 500
USEC INCORPORATED COM 90333E108 771 166,700 SH SOLE 166,700
U.S. INTERACTIVE INC COM 90334M109 21 600 SH SOLE 600
USX-U.S. STEEL GROUP INC COM 90337T101 3,028 121,139 SH SOLE 121,139
UTI ENERGY CORP COM 903387108 1,476 39,100 SH SOLE 39,100
US ONCOLOGY INC CL A 90338W103 732 162,772 SH SOLE 162,772
U.S. WIRELESS CORP COM 90339C106 6 200 SH SOLE 200
UBID INCORPORATED COM 903469104 19 640 SH SOLE 640
ULTRAK INCORPORATED COM NO PAR 903898401 14 1,500 SH SOLE 1,500
ULTRAMAR DIAMOND SHAMROCK COM 904000106 1,342 52,900 SH SOLE 52,900
ULTRATECH STEPPER INC COM 904034105 634 44,500 SH SOLE 44,500
UNICAPITAL CORPORATION COM 90459D108 3 1,300 SH SOLE 1,300
UNIFI INCORPORATED COM 904677101 987 110,400 SH SOLE 110,400
UNIFIRST CORPORATION COM 904708104 10 900 SH SOLE 900
UNIFY CORPORATION COM 904743101 932 45,600 SH SOLE 45,600
UNILEVER NV (ADR) NY SHS N Y SHS NEW 904784709 18,814 390,943 SH SOLE 390,943
UNICOM CORPORATION COM 904911104 10,211 279,752 SH SOLE 279,752
UNION CARBIDE CORP COM 905581104 10,051 172,360 SH SOLE 172,360
UNION PACIFIC CORP COM 907818108 12,543 320,577 SH SOLE 320,577
UNION PACIFIC RESOURCES COM 907834105 4,756 328,020 SH SOLE 328,020
UNION PLANTERS COM 908068109 5,802 188,300 SH SOLE 188,300
UNIONBANCAL CORP COM 908906100 2,610 94,700 SH SOLE 94,700
UNIROYAL TECH. CORP. COM 909163107 14 300 SH SOLE 300
UNISOURCE ENERGY CORP. COM 909205106 784 53,380 SH SOLE 53,380
UNISYS CORP COM 909214108 10,357 406,165 SH SOLE 406,165
UNIT CORPORATION COM 909218109 18 1,600 SH SOLE 1,600
UNITED ASSET MANAGEMENT COM 909420101 1,882 108,700 SH SOLE 108,700
UNITED COMMUNITY FIN. COM 909839102 492 70,600 SH SOLE 70,600
UNITED BANKSHARES INC COM 909907107 1,989 90,400 SH SOLE 90,400
UNITED DOMINION INDUS. COM 909914103 1,310 72,000 SH SOLE 72,000
UNITED DOMINION (REIT) COM 910197102 26 2,600 SH SOLE 2,600
UNITED HEALTHCARE CORP COM 910581107 13,141 220,392 SH SOLE 220,392
UNITED ILLUMINATING COM 910637107 1,170 29,800 SH SOLE 29,800
UNITED NATIONAL BANCORP COM 910909100 768 35,630 SH SOLE 35,630
UNITED NATURAL FOODS INC COM 911163103 72 4,800 SH SOLE 4,800
UNITED PARCEL SERVICE CL B 911312106 176 2,800 SH SOLE 2,800
UNITED PARK CITY COM NEW 911315208 5 200 SH SOLE 200
UNITED RENTALS INC. COM 911363109 804 46,600 SH SOLE 46,600
US CELLULAR CORP COM 911684108 3,983 56,100 SH SOLE 56,100
US AIRWAYS GROUP COM 911905107 2,461 88,490 SH SOLE 88,490
US HOME CORP COM 911920106 1,060 27,900 SH SOLE 27,900
U.S. INDUSTRIES INC. COM 912080108 548 49,500 SH SOLE 49,500
US OFFICE PRODUCTS CO COM NEW 912325305 4 1,400 SH SOLE 1,400
US WEST INCORPORATED(NEW) COM 91273H101 1,866 25,700 SH OTHER (1) 25,700
US WEST INCORPORATED(NEW) COM 91273H101 46,300 637,521 SH SOLE 637,521
U.S. TRUST CORP COM 91288L105 2,079 11,000 SH SOLE 11,000
UNITED STATIONERS INC COM 913004107 2,798 78,400 SH SOLE 78,400
UNITED TECHNOLOGIES COM 913017109 4,771 75,500 SH OTHER (1) 75,500
UNITED TECHNOLOGIES COM 913017109 38,540 609,924 SH SOLE 609,924
UNITED TELEVISION INC. COM 913066106 172 1,300 SH SOLE 1,300
UNITED THERAPEUTICS CORP COM 91307C102 39 500 SH SOLE 500
UNITED WATER RESOURCES COM 913190104 285 8,200 SH SOLE 8,200
UNITEDGLOBALCOM INC-CL.A CL A 913247508 2,837 37,800 SH SOLE 37,800
UNITIL CORP COM 913259107 18 600 SH SOLE 600
UNITRIN INC COM 913275103 1,340 33,700 SH SOLE 33,700
UNIVERSAL CORP COM 913456109 914 60,700 SH SOLE 60,700
UNIVERSAL ELECTRONICS COM 913483103 24 1,000 SH SOLE 1,000
UNIVERSAL FOODS CORP COM 913538104 2,054 96,100 SH SOLE 96,100
UNIVERSAL FOREST PRODUCTS COM 913543104 536 43,300 SH SOLE 43,300
UNIVERSAL HEALTH REALTY SH BEN INT 91359E105 14 900 SH SOLE 900
UNIVERSAL HEALTH SERVICES CL B 913903100 3,185 65,000 SH SOLE 65,000
UNIVISION COMM INC CL A 914906102 6,735 59,600 SH SOLE 59,600
UNOCAL CORP COM 915289102 9,379 315,250 SH SOLE 315,250
UNOVA INCORPORATED COM 91529B106 1,353 100,200 SH SOLE 100,200
UNUMPROVIDENT CORP COM 91529Y106 4,786 281,523 SH SOLE 281,523
USFREIGHTWAYS CORP COM 916906100 2,254 60,200 SH SOLE 60,200
URBAN OUTFITTERS INC COM 917047102 496 33,600 SH SOLE 33,600
URBAN SHOPPING CENTERS COM 917060105 32 1,100 SH SOLE 1,100
U.S. INTERNETWORKING INC COM 917311805 93 2,400 SH SOLE 2,400
UTILICORP UNITED INC COM 918005109 915 50,650 SH SOLE 50,650
VA LINUX SYSTEMS COM 91819B105 66 1,100 SH SOLE 1,100
V F CORP COM 918204108 3,738 155,362 SH SOLE 155,362
VIB CORP COM 91823H106 11 1,545 SH SOLE 1,545
VAIL RESORTS INC COM 91879Q109 776 48,100 SH SOLE 48,100
VALASSIS COMMUNICATIONS COM 918866104 1,296 38,900 SH SOLE 38,900
VALHI INC COM 918905100 703 62,800 SH SOLE 62,800
VALENCE TECH INC. COM 918914102 21 900 SH SOLE 900
VALERO ENERGY CORP COM 91913Y100 796 26,000 SH SOLE 26,000
VALLEY NATIONAL BANCORP COM 919794107 1,027 38,228 SH SOLE 38,228
VALMONT INDUSTRIES COM 920253101 771 44,700 SH SOLE 44,700
VALSPAR CORP COM 920355104 870 22,700 SH SOLE 22,700
VALUE CITY DEPT. STORES COM 920387107 885 63,800 SH SOLE 63,800
VALUE AMERICA INC COM 92038N102 7 2,000 SH SOLE 2,000
VALUE LINE INC COM 920437100 644 17,400 SH SOLE 17,400
VALUE VISION INT'L CL A 92047K107 203 4,900 SH SOLE 4,900
VARCO INTL INC COM 922126107 1,684 133,400 SH SOLE 133,400
VARIAN INC. COM 922206107 50 1,300 SH SOLE 1,300
VARIAN SEMICONDUCTOR EQUIP COM 922207105 51 800 SH SOLE 800
VARIAN MEDICAL SYSTEMS COM 92220P105 3,016 66,100 SH SOLE 66,100
VASTAR RESOURCES INC. COM 922380100 4,087 55,000 SH SOLE 55,000
VEECO INSTRUMENTS INC COM 922417100 2,536 34,270 SH SOLE 34,270
VENTANA MEDICAL SYS COM 92276H106 13 300 SH SOLE 300
VENTIV HEALTH INC COM 922793104 16 1,633 SH SOLE 1,633
VENTRO CORP COM 922815105 45 800 SH SOLE 800
VENATOR GROUP INC. COM 922944103 2,330 260,700 SH SOLE 260,700
VERIO INCORPORATED COM 923433106 2,055 45,600 SH SOLE 45,600
VERITAS SOFTWARE CORP COM 923436109 1,670 12,750 SH OTHER (1) 12,750
VERITAS SOFTWARE CORP COM 923436109 29,897 495,625 SH SOLE 495,625
VERITY INCORPORATED COM 92343C106 729 17,900 SH SOLE 17,900
VERISIGN INC COM 92343E102 8,955 59,900 SH SOLE 59,900
VERITAS DGC INC. COM 92343P107 1,859 66,100 SH SOLE 66,100
VERTEL CORP COM 924907108 13 600 SH SOLE 600
VERTEX PHARMACEUTICALS COM 92532F100 2,387 51,000 SH SOLE 51,000
VERTICAL NET COM 92532L107 122 900 SH SOLE 900
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 47,118 893,226 SH SOLE 893,226
VIATEL INC COM 925529208 979 19,511 SH SOLE 19,511
VIALINK COM 92552Q101 13 400 SH SOLE 400
VIAD CORPORATION COM 92552R109 1,270 55,500 SH SOLE 55,500
VIASAT INC COM 92552V100 14 200 SH SOLE 200
VIANT CORPORATION COM 92553N107 34 1,000 SH SOLE 1,000
VIADOR INC COM 92553R108 24 500 SH SOLE 500
VICAL INC COM 925602104 961 28,700 SH SOLE 28,700
VICOR CORP COM 925815102 551 30,600 SH SOLE 30,600
VIA NET.WORKS INC COM 925912107 72 2,700 SH SOLE 2,700
VIGNETTE CORP. COM 926734104 256 1,600 SH SOLE 1,600
VINTAGE PETROLEUM INC COM 927460105 2,820 140,100 SH SOLE 140,100
VIRATA CORP COM 927646109 50 500 SH SOLE 500
VIRCO MFG CORP COM 927651109 9 880 SH SOLE 880
VIRGINIA CAP BANCSHARES COM 927758102 16 1,100 SH SOLE 1,100
VIROPHARMA INC. COM 928241108 1,815 29,600 SH SOLE 29,600
VISHAY INTERTECHNOLOGY COM 928298108 3,872 69,600 SH OTHER (1) 69,600
VISHAY INTERTECHNOLOGY COM 928298108 2,787 50,100 SH SOLE 50,100
VISTA BANCORP COM 92830R103 11 800 SH SOLE 800
VISUAL NETWORKS INC. COM 928444108 142 2,500 SH SOLE 2,500
VISX INCORPORATED COM 92844S105 336 18,400 SH SOLE 18,400
VITAL SIGNS INC COM 928469105 55 2,400 SH SOLE 2,400
VITESSE SEMICONDUCTOR COM 928497106 9,048 94,000 SH SOLE 94,000
VITRIA TECHNOLOGY INC COM 92849Q104 161 1,600 SH SOLE 1,600
VIXEL CORP COM 928552108 10 600 SH SOLE 600
VLASIC FOODS INTL COM 928559103 288 121,100 SH SOLE 121,100
VOICESTREAM WIRELESS CORP COM 928615103 440 3,415 SH SOLE 3,415
VOLT INFO SCIENCES COM 928703107 978 27,200 SH SOLE 27,200
VORNADO REALTY (REIT) SH BEN INT 929042109 70 2,100 SH SOLE 2,100
VULCAN MATERIALS COMPANY COM 929160109 6,148 134,200 SH SOLE 134,200
W-D 40 COMPANY COM 929236107 613 29,200 SH SOLE 29,200
WFS FINANCIAL INC COM 92923B106 17 900 SH SOLE 900
WHX CORPORATION COM 929248102 19 2,800 SH SOLE 2,800
W HOLDING COMPANY INC COM 929251106 13 1,400 SH SOLE 1,400
WICOR INC COM 929253102 2,638 85,100 SH SOLE 85,100
WMS INDUSTRIES INC. COM 929297109 498 50,400 SH SOLE 50,400
WPS RESOURCES CORP COM 92931B106 1,287 49,600 SH SOLE 49,600
WSFS FIN'L CORP COM 929328102 12 1,000 SH SOLE 1,000
WABASH NATL CORP COM 929566107 603 43,300 SH SOLE 43,300
WACHOVIA CORPORATION COM 929771103 17,686 261,775 SH SOLE 261,775
WACKENHUT CORP COM SER A 929794105 520 37,300 SH SOLE 37,300
WACKENHUT CORRECTIONS COM 929798106 14 1,500 SH SOLE 1,500
WADDELL & REED FINANCIAL CL A 930059100 2,598 61,400 SH SOLE 61,400
WAL-MART STORES INC COM 931142103 10,922 196,800 SH OTHER (1) 196,800
WAL-MART STORES INC COM 931142103 311,159 5,606,462 SH SOLE 5,606,462
WALGREEN CO COM 931422109 32,858 1,276,056 SH SOLE 1,276,056
WALLACE COMPUTER COM 932270101 859 72,700 SH SOLE 72,700
WALTER INDUSTRIES COM 93317Q105 655 84,500 SH SOLE 84,500
WARNACO GROUP CL A 934390105 1,289 109,100 SH SOLE 109,100
WARNER LAMBERT CO COM 934488107 105,710 1,084,202 SH SOLE 1,084,202
WASHINGTON FEDERAL INC. COM 938824109 765 40,140 SH SOLE 40,140
WASHINGTON GAS & LIGHT COM 938837101 846 31,100 SH SOLE 31,100
WASHINGTON MUTUAL INC COM 939322103 18,876 712,288 SH SOLE 712,288
WASHINGTON POST CLASS B CL B 939640108 920 1,700 SH OTHER (1) 1,700
WASHINGTON POST CLASS B CL B 939640108 1,677 3,100 SH SOLE 3,100
WASHINGTON REIT SH BEN INT 939653101 11 700 SH SOLE 700
WASHINGTON TRUST BANCORP COM 940610108 11 700 SH SOLE 700
WASTE CONNECTIONS INC. COM 941053100 12 1,000 SH SOLE 1,000
WASTE MANAGEMENT INC COM 94106L109 10,244 748,439 SH SOLE 748,439
WATCHGUARD TECHNOLOGIES COM 941105108 54 600 SH SOLE 600
WATER PIK TECHNOLOGIES COM 94113U100 1 195 SH SOLE 195
WATERS CORPORATION COM 941848103 3,886 40,800 SH SOLE 40,800
WATSCO INC COM 942622200 610 58,400 SH SOLE 58,400
WATSON PHARMACEUTICAL COM 942683103 5,088 128,200 SH SOLE 128,200
WATTS INDUSTRIES 'A' CL A 942749102 662 53,500 SH SOLE 53,500
WAUSAU-MOSINEE PAPER CORP COM 943315101 1,224 94,625 SH SOLE 94,625
WAVE SYSTEMS CORP. CL A 943526103 3,119 78,100 SH SOLE 78,100
WEATHERFORD INTERNATIONAL COM 947074100 3,868 65,630 SH SOLE 65,630
WEB STREET INC COM 947336103 7 800 SH SOLE 800
WEBB (DEL E.) CORP COM 947423109 542 36,600 SH SOLE 36,600
WEBMETHODS INC COM 94768C108 241 1,000 SH SOLE 1,000
WEBLINK WIRELESS INC CL A 94769A101 9 700 SH SOLE 700
WEBSTER FINANCIAL CORP. COM 947890109 2,318 100,800 SH SOLE 100,800
WEB TRENDS CORP COM 94844D104 43 600 SH SOLE 600
WEBVAN GROUP COM 94845V103 5 700 SH SOLE 700
WEINGARTEN REALTY (REIT) SH BEN INT 948741103 22 600 SH SOLE 600
WEIS MARKETS INC COM 948849104 847 24,900 SH SOLE 24,900
WELLMAN INC COM 949702104 1,288 65,000 SH SOLE 65,000
WELLPOINT HEALTH NETWORKS CL A 94973H108 5,822 83,325 SH SOLE 83,325
WELLS FARGO COMPANY COM 949746101 86,273 2,107,427 SH SOLE 2,107,427
WENDYS INTL INC COM 950590109 3,070 152,075 SH SOLE 152,075
WERNER ENTERPRISES INC COM 950755108 1,684 99,062 SH SOLE 99,062
WESBANCO INC COM 950810101 657 34,000 SH SOLE 34,000
WESCO FINANCIAL CORP COM 950817106 1,020 4,000 SH SOLE 4,000
WESCO INTERNATIONAL INC COM 95082P105 13 1,700 SH SOLE 1,700
WESLEY JESSEN VISIONCARE COM 951018100 1,517 42,200 SH SOLE 42,200
WEST MARINE INCORPORATED COM 954235107 12 1,200 SH SOLE 1,200
WEST PHARMACEUTICAL SVCS COM 955306105 628 24,800 SH SOLE 24,800
WEST TELESERVICES CORP COM 956188106 3,144 122,100 SH SOLE 122,100
WESTAFF INCORPORATED COM 957070105 13 1,400 SH SOLE 1,400
WESTAMERICA BANCORP COM 957090103 488 17,600 SH SOLE 17,600
WESTELL TECH. INC. CL A 957541105 1,505 47,200 SH OTHER (1) 47,200
WESTELL TECH. INC. CL A 957541105 56 1,760 SH SOLE 1,760
WESTCORP COM 957907108 13 900 SH SOLE 900
WESTERN DIGITAL CORP. COM 958102105 1,800 242,000 SH SOLE 242,000
WESTERN GAS RESOURCES COM 958259103 921 58,000 SH SOLE 58,000
WESTERN RESOURCES INC. COM 959425109 772 48,831 SH SOLE 48,831
WESTERN WIRELESS CL A CL A 95988E204 1,370 29,900 SH SOLE 29,900
WESTFIELD AMER INC COM 959910100 23 1,700 SH SOLE 1,700
WESTINGHOUSE AIR BRAKE COM 960386100 1,034 97,307 SH SOLE 97,307
WESTPOINT STEVENS INC COM 961238102 669 35,200 SH SOLE 35,200
WESTVACO CORP COM 961548104 4,593 137,613 SH SOLE 137,613
WESTWOOD ONE INC COM 961815107 2,313 63,800 SH SOLE 63,800
WET SEAL INC. CL A CL A 961840105 43 2,700 SH SOLE 2,700
WEYERHAEUSER COMPANY COM 962166104 17,300 303,517 SH SOLE 303,517
WHIRLPOOL CORP COM 963320106 5,649 96,356 SH SOLE 96,356
WHITEHALL JEWELLERS INC COM 965063100 694 29,550 SH SOLE 29,550
WHITE MTNS INSURANCE GRP. COM G9618E107 27 200 SH SOLE 200
WHITMAN CORPORATION COM 96647R107 1,059 76,000 SH SOLE 76,000
WHITNEY HOLDING CORP COM 966612103 1,520 46,600 SH SOLE 46,600
WHOLE FOODS MARKET INC COM 966837106 2,229 53,800 SH SOLE 53,800
WILD OATES MARKETS COM 96808B107 854 41,650 SH SOLE 41,650
WILEY (JOHN) & SONS-CL A CL A 968223206 2,149 119,400 SH SOLE 119,400
WILLAMETTE INDUSTRIES INC COM 969133107 6,004 149,632 SH SOLE 149,632
WILLIAMS COMMUNICATION GR CL A 969455104 88 1,700 SH SOLE 1,700
WILLIAMS COMPANIES INC COM 969457100 24,426 555,925 SH SOLE 555,925
WILLIAMS-SONOMA INC COM 969904101 905 29,200 SH SOLE 29,200
WILMINGTON TRUST CORP COM 971807102 929 19,100 SH SOLE 19,100
WIND RIVER SYSTEMS COM 973149107 597 16,460 SH SOLE 16,460
WINDMERE-DURABLE HLDGS COM 973411101 670 45,400 SH SOLE 45,400
WINK COMMUNICATIONS COM 974168106 27 800 SH SOLE 800
WINN DIXIE STORES INC COM 974280109 3,680 189,311 SH SOLE 189,311
WINNEBAGO INDUSTRIES COM 974637100 665 36,800 SH SOLE 36,800
WINSTAR COMMUNICATIONS COM 975515107 3,009 50,150 SH SOLE 50,150
WIRELESS FACILITIES INC COM 97653A103 105 1,000 SH SOLE 1,000
WISCONSIN CENTRAL COM 976592105 1,198 97,800 SH SOLE 97,800
WISCONSIN ENERGY CORP COM 976657106 1,248 62,600 SH SOLE 62,600
WIT CAPITAL GROUP INC COM 97737K309 15 900 SH SOLE 900
WITNESS SYSTEMS INC. COM 977424100 15 500 SH SOLE 500
WOLVERINE TUBE INC COM 978093102 41 3,200 SH SOLE 3,200
WOLVERINE WORLD WIDE COM 978097103 901 81,900 SH SOLE 81,900
WOMEN.COM NETWORKS COM 978149102 7 900 SH SOLE 900
WOODWARD GOVERNOR COM 980745103 12 500 SH SOLE 500
WORLD ACCEPTANCE CORP. COM 981419104 7 1,400 SH SOLE 1,400
WORLD ACCESS INC COM 98141A101 1,603 83,800 SH SOLE 83,800
WORLDPOINT COMMUNICATIONS COM 98155J105 2 600 SH SOLE 600
WORLDGATE COMMUNICATIONS COM 98156L307 15 500 SH SOLE 500
WORTHINGTON INDUSTRIES COM 981811102 1,563 126,302 SH SOLE 126,302
WORLDPAGES.COM INC COM 981922107 9 900 SH SOLE 900
WRIGLEY WM. JR. CO COM 982526105 11,210 145,943 SH SOLE 145,943
WYNNS INTERNATIONAL INC. COM 983195108 61 4,400 SH SOLE 4,400
XL CAPITAL LTD. CLASS-A CL A G98255105 10 183 SH SOLE 183
XM SATELLITE RADIO CL A 983759101 21 600 SH SOLE 600
X-RITE INC COM 983857103 20 2,000 SH SOLE 2,000
XCEED INC COM 98388N105 931 38,800 SH SOLE 38,800
XILINX INC COM 983919101 34,193 412,900 SH SOLE 412,900
XIRCOM COM 983922105 137 3,700 SH SOLE 3,700
XEROX CORP COM 984121103 21,295 819,024 SH SOLE 819,024
XOMA LTD ORD G9825R107 13 1,700 SH SOLE 1,700
XTRA CORP COM 984138107 825 21,700 SH SOLE 21,700
XPEDIOR INC COM 98413B100 25 1,100 SH SOLE 1,100
XYBERNAUT CORP COM 984149104 12 700 SH SOLE 700
YAHOO INC COM 984332106 113,781 663,932 SH SOLE 663,932
THE YANKEE CANDLE CO INC. COM 984757104 17 1,100 SH SOLE 1,100
YELLOW CORPORATION COM 985509108 844 45,800 SH SOLE 45,800
YORK INTERNATIONAL CORP COM 986670107 2,076 88,800 SH SOLE 88,800
YORK RESEARCH COM 987048105 2 1,100 SH SOLE 1,100
YOUNG & RUBICAM INC COM 987425105 4,235 90,100 SH SOLE 90,100
YOUNG BROADCASTING CL A 987434107 418 22,000 SH SOLE 22,000
YOUNG INNOVATIONS INC COM 987520103 12 800 SH SOLE 800
YOUTHSTREAM MEDIA NETWORK COM 987819109 536 40,800 SH SOLE 40,800
Z-TEL TECHNOLOGIES INC COM 988792107 21 500 SH SOLE 500
ZALE CORPORATION COM 988858106 1,062 22,500 SH SOLE 22,500
ZAMBA CORP COM 988881108 21 2,000 SH SOLE 2,000
ZAPATA CORP COM NEW 989070503 8 1,600 SH SOLE 1,600
ZAPME! CORPORATION COM 98912E100 14 1,800 SH SOLE 1,800
ZEBRA TECH CORP. CL A 989207105 920 18,400 SH SOLE 18,400
ZENITH NATIONAL INS CO COM 989390109 734 33,100 SH SOLE 33,100
ZIFF-DAVIS INC. COM ZD 989511100 181 11,600 SH SOLE 11,600
ZIONS BANCORPORATION COM 989701107 2,027 48,700 SH SOLE 48,700
ZIXIT CORPORATION COM 98974P100 2,184 30,000 SH SOLE 30,000
ZORAN CORP COM 98975F101 1,419 25,200 SH SOLE 25,200
ZOLTEK COMPANIES INC. COM 98975W104 6 600 SH SOLE 600
ZYGO CORP COM 989855101 14 300 SH SOLE 300
ZOMAX INCORPORATED COM 989929104 1,856 30,800 SH SOLE 30,800
TOTAL REPORT 18,772,834
- ------------ ----------
----------
</TABLE>
|
|