<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: December 31, 1999
Check here if Amendment [ ]; Amendment Number: ____
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings
entries.
Institutional Investment Manager Filing this Report:
Name: Charles Schwab Investment Management, Inc.
Address: 101 Montgomery Street
San Francisco, CA 94104
- ------------------------------------------
Form 13F File Number: 28-3128
The institutional investment manager filing this report and the
person by whom it is signed hereby represent that the person
signing the report is authorized to submit it, that all
information contained herein is true, correct and complete, and
that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Benjamin L. Douglas
Title: Corporate Counsel
Phone: (415) 667-3082
Signature, Place, and Date of Signing:
/s/ Benjamin L. Douglas, San Francisco, February 11, 2000
- -------------------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this
reporting manager are reported in this report.)
<PAGE>
[ ] 13F NOTICE. (Check here if no holdings reported are in this
report, and all holdings are reported by other reporting
manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the
holdings for this reporting manager are reported in this
report and a portion are reported by other reporting
manager(s).)
List of Other Managers Reporting for this Manager:
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 3,300
Form 13F Information Table Value Total: $18,379,101 (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.
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FORM 13F - as of 12/31/99
Charles Schwab Investment Management, Inc. (CSIM)
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VOTING AUTHORITY
TITLE OF VALUE SHARES / SH / PUT / INVSTMT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AAR CORP COM 000361105 929 51,800 SH SOLE 51,800
ABC BANCORP. COM 000400101 13 1,200 SH SOLE 1,200
ACE LIMITED ORD G0070K103 730 43,745 SH SOLE 43,745
ADC TELECOMMUNICATIONS COM 000886101 14,034 193,400 SH SOLE 193,400
ACTV INC. COM 00088E104 4,080 89,300 SH SOLE 89,300
ABM INDUSTRIES INC COM 000957100 852 41,800 SH SOLE 41,800
ACT NETWORKS INC COM 000975102 12 1,300 SH SOLE 1,300
AEP INDUSTRIES INC COM 001031103 10 400 SH SOLE 400
AFLAC INC COM 001055102 16,546 350,650 SH SOLE 350,650
AGCO CORPORATION COM 001084102 1,314 97,800 SH SOLE 97,800
AGL RESOURCES COM 001204106 1,590 93,500 SH SOLE 93,500
AHL SERVICES INC COM 001296102 605 29,000 SH SOLE 29,000
AES CORPORATION COM 00130H105 20,438 273,418 SH SOLE 273,418
AK STEEL HOLDING CORP COM 001547108 2,158 114,327 SH SOLE 114,327
AMB PROPERTY CORP (REIT) COM 00163T109 36 1,800 SH SOLE 1,800
AMC ENTERTAINMENT INC COM 001669100 9 1,000 SH SOLE 1,000
AMDOCS LTD. ORD G02602103 4 111 SH SOLE 111
AMFM INC COM 001693100 9,445 120,698 SH SOLE 120,698
AMLI RESIDENTIAL PPT SH BEN INT 001735109 6 300 SH SOLE 300
AMR CORP. COM 001765106 13,158 196,384 SH SOLE 196,384
ANV CORP COM 001926104 12 300 SH SOLE 300
AT&T CORP COM 001957109 2,228 43,900 SH OTHER (1) 43,900
AT&T CORP COM 001957109 212,280 4,182,862 SH SOLE 4,182,862
A S V INC COM 001963107 7 500 SH SOLE 500
ATG INCORPORATED COM 00206P106 5 1,100 SH SOLE 1,100
ATMI INCORPORATED COM 00207R101 1,418 42,900 SH SOLE 42,900
AVT CORP COM 002420107 1,180 25,100 SH SOLE 25,100
AVX CORP COM 002444107 3,396 68,000 SH SOLE 68,000
AXA FINANCIAL INC. COM 002451102 6,697 197,700 SH OTHER (1) 197,700
AXA FINANCIAL INC. COM 002451102 9,014 266,100 SH SOLE 266,100
AARON RENTS INC COM 002535201 69 3,900 SH SOLE 3,900
AARON RENTS INC CL A 002535300 595 32,600 SH SOLE 32,600
AAVID THERMAL TECH. COM 002539104 17 700 SH SOLE 700
ABBOTT LABS COM 002824100 71,565 1,970,819 SH SOLE 1,970,819
ABERCROMBIE & FITCH CL A CL A 002896207 1,793 67,200 SH SOLE 67,200
ABGENIX INCORPORATED COM 00339B107 3,299 24,900 SH SOLE 24,900
ABOUT.COM INC COM 003736105 45 500 SH SOLE 500
ACACIA RESEARCH CORP COM 003881109 9 300 SH SOLE 300
ACCLAIM ENTMT INC. COM PAR $0.02 004325205 473 92,200 SH SOLE 92,200
ACCRUE SOFTWARE INC COM 00437W102 22 400 SH SOLE 400
ACETO CORPORATION COM 004446100 6 500 SH SOLE 500
ACKERLY GROUP INC COM 004527107 716 39,500 SH SOLE 39,500
ACME COMMUNICATIONS INC COM 004631107 17 500 SH SOLE 500
ACNIELSON CORP COM 004833109 891 36,200 SH SOLE 36,200
ACTIVISION INC COM NEW 004930202 602 39,300 SH SOLE 39,300
ARCTRADE INTERNATIONAL COM 004931101 15 1,000 SH
Page 1 of 59
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ACTION PERFORMANCE INC COM 004933107 6 500 SH SOLE 500
ACTEL CORP COM 004934105 881 36,700 SH SOLE 36,700
ACTIVE SOFTWARE INC. COM 00504E100 55 600 SH SOLE 600
ACTUATE CORPORATION COM 00508B102 1,964 45,800 SH SOLE 45,800
ACUSON CORP COM 005113105 560 44,600 SH SOLE 44,600
ACX TECHNOLOGIES COM 005123104 11 1,000 SH SOLE 1,000
ACXIOM CORPORATION COM 005125109 1,003 41,800 SH SOLE 41,800
ADAC LABORATORIES COM NEW 005313200 43 4,000 SH SOLE 4,000
ADAM.COM INC COM 00547M101 13 1,000 SH SOLE 1,000
ADAPTIVE BROADBAND CORP COM 00650M104 1,986 26,900 SH SOLE 26,900
ADAPTEC INC. COM 00651F108 6,758 135,500 SH SOLE 135,500
ADELPHIA BUSINESS SOLUT. CL A 006847107 19 400 SH SOLE 400
ADELPHIA COMM-CL A CL A 006848105 2,219 33,807 SH SOLE 33,807
ADFORCE INC COM 006867105 29 400 SH SOLE 400
ADOBE SYSTEMS INC COM 00724F101 10,949 162,804 SH SOLE 162,804
ADTRAN INC COM 00738A106 3,292 64,000 SH OTHER (1) 64,000
ADTRAN INC COM 00738A106 1,188 23,100 SH SOLE 23,100
ADVANCED PARADIGM COM 007491103 757 35,100 SH SOLE 35,100
ADVANCED COMMUNICATION COM 00750X109 23 1,200 SH SOLE 1,200
ADVANCED COMMUNICATIONS COM 00751B106 8 600 SH SOLE 600
ADVANCED DIGITAL INFO. COM 007525108 2,013 41,400 SH SOLE 41,400
ADVANCED TECHNICAL PRDTS COM 007548100 6 400 SH SOLE 400
ADVANCED FIBRE COM 00754A105 2,047 45,800 SH SOLE 45,800
ADVANCED RADIO TELECOM COM 00754U101 1,087 45,300 SH SOLE 45,300
ADVEST GROUP INC. COM 007566102 13 700 SH SOLE 700
ADVANTAGE LEARNING COM 00757K100 629 56,200 SH SOLE 56,200
ADVO SYSTEMS INC COM 007585102 841 35,400 SH SOLE 35,400
AERIAL COMMUNICATIONS COM 007655103 73 1,200 SH SOLE 1,200
ADVANCED MICRO DEVICES COM 007903107 5,383 186,014 SH SOLE 186,014
ADVANTA CORP-CLASS A CL A 007942105 809 44,309 SH SOLE 44,309
ADVANCED ENERGY INDUSTRIESCOM 007973100 2,270 46,100 SH SOLE 46,100
ADVENT SOFTWARE INC. COM 007974108 1,550 24,050 SH SOLE 24,050
AETHER SYSTEMS INC COM 00808V105 36 500 SH SOLE 500
AETNA INCORPORATED COM 008117103 10,688 191,503 SH SOLE 191,503
AFFILIATED COMPUTER SVCS CL A 008190100 1,431 31,100 SH SOLE 31,100
AFFILIATED MANAGERS GROUP COM 008252108 1,549 38,300 SH SOLE 38,300
AFFYMETRIX INC COM 00826T108 2,460 14,500 SH SOLE 14,500
AG CHEM EQUIP INC COM 008363103 10 1,000 SH SOLE 1,000
AGILENT TECH INC COM 00846U101 116 1,500 SH SOLE 1,500
AGILE SOFTWARE CORP COM 00846X105 109 500 SH SOLE 500
AGRIBRANDS INTL INC COM 00849R105 897 19,500 SH SOLE 19,500
AIR EXPRESS INTERNATIONAL COM 009104100 1,692 52,350 SH SOLE 52,350
AIR PRODUCTS & CHEMICALS COM 009158106 10,064 299,858 SH SOLE 299,858
AIRBORNE FREIGHT COM 009266107 1,760 80,000 SH SOLE 80,000
AIRGAS INCORPORATED COM 009363102 1,103 116,100 SH SOLE 116,100
AIRGATE PCS INC. COM 009367103 16 300 SH SOLE 300
AIRONET WIRELESS COMM INC COM 00943A107 20 300 SH SOLE 300
AIRTRAN HOLDINGS INC COM 00949P108 5 1,000 SH SOLE 1,000
AKAMAI TECHNOLOGIES COM 00971T101 66 200 SH SOLE 200
ALBAMA NATL. BANCORP COM 010317105 4 200 SH SOLE 200
ALASKA AIRGROUP INC COM 011659109 1,524 43,400 SH SOLE 43,400
ALASKA COMM SYSTEMS GROUP COM 01167P101 4 300 SH SOLE 300
ALBANY INTERNATIONAL CL A 012348108 778 50,201 SH SOLE 50,201
ALBEMARLE CORP COM 012653101 1,481 77,200 SH SOLE 77,200
ALBERTO CULVER - CL B CL B CONV 013068101 1,939 75,117 SH SOLE 75,117
ALBERTSONS INC COM 013104104 16,783 520,404 SH SOLE 520,404
ALCAN ALUMINUM - ADR COM 013716105 6,342 153,985 SH SOLE 153,985
Page 2 of 59
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ALCOA INC COM 013817101 2,963 35,700 SH OTHER (1) 35,700
ALCOA INC COM 013817101 40,354 486,196 SH SOLE 486,196
ALEXANDER & BALDWIN COM 014482103 1,627 71,300 SH SOLE 71,300
ALEXANDRIA REAL EST COM 015271109 16 500 SH SOLE 500
ALFA CORPORATION COM 015385107 1,064 65,200 SH SOLE 65,200
ALKERMES INC COM 01642T108 2,049 41,700 SH SOLE 41,700
ALLAIRE CORPORATION COM 016714107 29 200 SH SOLE 200
ALLEGHANY CORP COM 017175100 577 3,112 SH SOLE 3,112
ALLEGHENY ENERGY INC COM 017361106 1,740 64,600 SH SOLE 64,600
ALLEGHENY TECHNOLOGIES COM 01741R102 2,707 120,664 SH SOLE 120,664
ALLEGIANCE TELECOM INC. COM 01747T102 3,506 38,000 SH SOLE 38,000
ALLEN TELECOM INC COM 018091108 80 6,900 SH SOLE 6,900
ALLERGAN INCORPORATED COM 018490102 3,881 78,000 SH OTHER (1) 78,000
ALLERGAN INCORPORATED COM 018490102 8,466 170,170 SH SOLE 170,170
ALLIANCE CAP. MGMT HOLD UNIT LTD PARTN 01855A101 114 3,800 SH SOLE 3,800
ALLIANCE SEMICONDUCTOR COM 01877H100 1,141 68,400 SH SOLE 68,400
ALLIANT ENERGY CORP COM 018802108 1,284 46,700 SH SOLE 46,700
ALLIANT TECHSYSTEMS INC COM 018804104 1,072 17,200 SH SOLE 17,200
ALLIED CAPITAL CORP COM 01903Q108 22 1,200 SH SOLE 1,200
ALLIED RISER COMMUNICATN COM 019496108 25 1,200 SH SOLE 1,200
ALLIED WASTE INDUSTRIES COM 019589308 1,980 224,665 SH SOLE 224,665
ALLMERICA FINANCIAL CORP COM 019754100 2,309 41,516 SH SOLE 41,516
ALLSCRIPTS INC COM 019886100 18 400 SH SOLE 400
ALLSTATE CORP COM 020002101 24,387 1,016,140 SH SOLE 1,016,140
ALLTEL CORPORATION COM 020039103 34,215 413,792 SH SOLE 413,792
ALLTRISTA CORP COM 020040101 4 200 SH SOLE 200
ALPHA INDUSTRIES COM 020753109 29 500 SH SOLE 500
ALPHARMA INC. CL A 020813101 1,493 48,567 SH SOLE 48,567
ALTERA CORPORATION COM 021441100 5,888 118,800 SH SOLE 118,800
ALTEON WEBSYSTEMS INC COM 02145A109 79 900 SH SOLE 900
ALTERRA HEALTHCARE CORP COM 02146C104 13 1,600 SH SOLE 1,600
ALZA CORP COM 022615108 4,726 136,478 SH SOLE 136,478
AMAZON.COM INC. COM 023135106 15,667 205,800 SH SOLE 205,800
AMBAC FINANCIAL GROUP INC COM 023139108 2,416 46,300 SH SOLE 46,300
AMCAST INDUSTRIAL CORP. COM 023395106 28 1,700 SH SOLE 1,700
AMCOL INTERNATIONAL CORP COM 02341W103 814 50,500 SH SOLE 50,500
AMERADA HESS CO COM 023551104 6,917 121,892 SH SOLE 121,892
AMERCO COM 023586100 633 25,300 SH SOLE 25,300
AMEREN CORPORATION COM 023608102 5,942 181,443 SH SOLE 181,443
AMERICA ONLINE INC COM 02364J104 4,481 59,400 SH OTHER (1) 59,400
AMERICA ONLINE INC COM 02364J104 217,337 2,881,016 SH SOLE 2,881,016
AMERICA W. HOLDINGS CORP CL B 023657208 1,206 58,100 SH SOLE 58,100
AMERICAN ANNUITY GROUP COM 023840101 1,252 69,550 SH SOLE 69,550
AMCORE FINANCIAL COM 023912108 1,115 46,450 SH SOLE 46,450
AMERICAN AXLE & MFG HOLD COM 024061103 13 1,100 SH SOLE 1,100
AMERICAN BANK CONN WATER. COM 024327108 15 600 SH SOLE 600
AMERICAN CLASSIC VOYAGES COM 024928103 1,064 30,400 SH SOLE 30,400
AMER CAP STRATEGIES LTD COM 024937104 703 30,900 SH SOLE 30,900
AMERICAN ELECTRIC POWER COM 025537101 8,140 253,395 SH SOLE 253,395
AMERICAN EAGLE OUTFITTERS COM 02553E106 1,220 27,100 SH SOLE 27,100
AMERICAN EXPRESS CO COM 025816109 97,718 587,779 SH SOLE 587,779
AMERICAN FINANCIAL GROUP COM 025932104 1,197 45,400 SH SOLE 45,400
AMERICAN FREIGHTWAYS COM 02629V108 971 60,000 SH SOLE 60,000
AMERICAN GENERAL CORP COM 026351106 25,133 331,245 SH SOLE 331,245
AMERICAN GREETINGS CORP CL A 026375105 2,026 85,757 SH SOLE 85,757
AMERICAN HOME PRODUCTS COM 026609107 67,979 1,723,710 SH SOLE 1,723,710
AMERICAN INT'L GROUP COM 026874107 3,028 28,000 SH OTHER (1) 28,000
Page 3 of 59
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AMERICAN INT'L GROUP COM 026874107 219,100 2,026,358 SH SOLE 2,026,358
AMERICAN ITALIAN PASTA CO CL A 027070101 919 29,900 SH SOLE 29,900
AMERICAN MNGMT SYSTEMS COM 027352103 715 22,800 SH SOLE 22,800
AMERICAN MOBILE SATELLITE COM 02755R103 21 1,000 SH SOLE 1,000
AMERCAN NATNL CAN GROUP COM 027714104 13 1,000 SH SOLE 1,000
AMER. NAT. INSURANCE COM 028591105 1,332 20,900 SH SOLE 20,900
AMERICAN RETIREMENT COM 028913101 6 700 SH SOLE 700
AMERICAN POWER CONVERSION COM 029066107 2,827 107,200 SH SOLE 107,200
AMERICAN REAL ESTATE DEPOSITRY UNIT 029169109 10 1,300 SH SOLE 1,300
AMERICAN REALTY (REIT) COM PAR $.01 NEW 029177409 12 700 SH SOLE 700
AMERICAN STANDARD COS INC COM 029712106 1,697 37,000 SH SOLE 37,000
AMERICAN STATES WATER CO. COM 029899101 655 18,200 SH SOLE 18,200
AMERICAN TOWER SYSTEMS CL A 029912201 2,387 78,100 SH SOLE 78,100
AMERICAN SUPERCONDUCTOR COM 030111108 20 700 SH SOLE 700
AMERICAN WATER WORKS COM 030411102 1,203 56,600 SH SOLE 56,600
AMERICREDIT CORPORATION COM 03060R101 292 15,800 SH SOLE 15,800
AMERIPATH INCORPORATED COM 03071D109 11 1,400 SH SOLE 1,400
AMERISOURCE HEALTH CORP CL A 03071P102 1,207 79,500 SH SOLE 79,500
AMERITRADE HOLDING-CL A CL A 03072H109 2,017 93,000 SH SOLE 93,000
AMERUS LIFE HOLDINGS CL-A COM 030732101 948 41,200 SH SOLE 41,200
AMES DEPARTMENT STORES COM NEW 030789507 1,703 59,100 SH SOLE 59,100
AMETEK INC. COM 031100100 1,014 53,200 SH SOLE 53,200
AMGEN INC COM 031162100 6,559 109,200 SH OTHER (1) 109,200
AMGEN INC COM 031162100 80,208 1,335,416 SH SOLE 1,335,416
AMKOR TECHNOLOGY INC. COM 031652100 71 2,500 SH SOLE 2,500
AMRESCO INC. COM 031909104 14 9,700 SH SOLE 9,700
AMRESCO CAPITAL TRUST COM SH BEN INT 031919103 11 1,300 SH SOLE 1,300
AMPHENOL CORP CL A 032095101 27 400 SH SOLE 400
AMSOUTH BANK CORP COM 032165102 10,068 521,328 SH SOLE 521,328
AMTRAN INC COM 03234G106 12 600 SH SOLE 600
ANACOMP INC (DEL) COM 032371106 11 600 SH SOLE 600
ANADARKO PETE CORP COM 032511107 6,465 189,450 SH SOLE 189,450
ANADIGICS INC. COM 032515108 1,406 29,800 SH SOLE 29,800
ANALOG DEVICES INC COM 032654105 4,371 47,000 SH OTHER (1) 47,000
ANALOG DEVICES INC COM 032654105 21,660 232,900 SH SOLE 232,900
ANALOGIC CORPORATION COM 032657207 795 24,100 SH SOLE 24,100
ANALYSTS INTL CORP COM 032681108 70 5,600 SH SOLE 5,600
ANALYTICAL SURVEYS INC. COM NEW 032683302 11 1,000 SH SOLE 1,000
ANCHOR BANCORP WISCONSIN COM 032839102 724 47,900 SH SOLE 47,900
ANCHOR GAMING COM 033037102 973 22,400 SH SOLE 22,400
ANCOR COMMUNICATIONS COM 03332K108 41 600 SH SOLE 600
ANDERSEN GROUP INC COM 033501107 2 400 SH SOLE 400
ANDERSONS INC COM 034164103 8 1,000 SH SOLE 1,000
ANDREW CORP COM 034425108 2,118 111,825 SH SOLE 111,825
ANDRX CORPORATION COM 034551101 30 700 SH SOLE 700
ANGELICA CORP COM 034663104 17 1,700 SH SOLE 1,700
ANHEUSER BUSCH CO INC COM 035229103 42,924 605,627 SH SOLE 605,627
ANIXTER INTERNATIONAL COM 035290105 1,398 67,800 SH SOLE 67,800
ANN TAYLOR STORES COM 036115103 231 6,700 SH SOLE 6,700
ANSOFT CORP COM 036384105 11 1,800 SH SOLE 1,800
ANTEC CORPORATION COM 03664P105 872 23,900 SH SOLE 23,900
ANSWERTHINK CONSULTING GP COM 036916104 34 1,000 SH SOLE 1,000
AON CORP COM 037389103 13,597 339,935 SH SOLE 339,935
APACHE CORP COM 037411105 5,721 154,889 SH SOLE 154,889
APARTMENT INV&MGMT (REIT) CL A 03748R101 56 1,400 SH SOLE 1,400
APEX INC COM 037548104 1,176 36,450 SH SOLE 36,450
APOGEE ENTERPRISES INC COM 037598109 33 6,500 SH SOLE 6,500
Page 4 of 59
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APOLLO GROUP INC CL A CL A 037604105 887 44,200 SH SOLE 44,200
APPLE COMPUTERS COM 037833100 21,639 210,466 SH SOLE 210,466
APPLEBEES INTL INC. COM 037899101 1,381 46,800 SH SOLE 46,800
APRIA HEALTHCARE GROUP COM 037933108 1,532 85,400 SH SOLE 85,400
APPLIED GRAPHICS TECH. COM 037937109 13 1,500 SH SOLE 1,500
APPLIED INDUST TECH INC COM 03820C105 655 39,400 SH SOLE 39,400
APPLIED MATERIALS INC COM 038222105 62,237 491,262 SH SOLE 491,262
APPLIED POWER CL.A CL A 038225108 1,411 38,400 SH SOLE 38,400
APPLIED MICRO CIRCUITS COM 03822W109 4,021 31,600 SH SOLE 31,600
APPNET INC COM 03831Q101 35 800 SH SOLE 800
APTARGROUP INC COM 038336103 1,721 68,500 SH SOLE 68,500
AQUARION COMPANY COM 03838W101 814 22,000 SH SOLE 22,000
ARCH CHEMICALS INC COM 03937R102 15 700 SH SOLE 700
ARCH COAL INC STK COM 039380100 712 62,900 SH SOLE 62,900
ARCH COMMUNICATIONS GROUP COM NEW 039381504 3 500 SH SOLE 500
ARCHER-DANIELS-MIDLAND COM 039483102 9,839 807,328 SH SOLE 807,328
ARCHSTONE COMMUNITY(REIT) SH BEN INT 039581103 62 3,000 SH SOLE 3,000
ARCTIC CAT INCORPORATED COM 039670104 50 5,000 SH SOLE 5,000
ARDEN REALTY GROUP (REIT) COM 039793104 26 1,300 SH SOLE 1,300
ARDENT SOFTWARE INC. COM 039794102 1,229 31,500 SH SOLE 31,500
AREA BANKCSHARES CORP COM 039872106 684 27,900 SH SOLE 27,900
ARGONAUT GROUP INC COM 040157109 751 37,800 SH SOLE 37,800
ARGOSY GAMING CORPORATION COM 040228108 724 46,500 SH SOLE 46,500
ARGUSS HOLDINGS INC COM 040282105 14 1,100 SH SOLE 1,100
ARIBA INC COM 04033V104 355 2,000 SH SOLE 2,000
ARIS CORP COM 04040A101 16 1,400 SH SOLE 1,400
ARKANSAS BEST CORPORATION COM 040790107 55 4,600 SH SOLE 4,600
ARMSTRONG WORLD INDS COM 042476101 1,969 58,985 SH SOLE 58,985
ARNOLD INDUSTRIES INC COM 042595108 568 40,400 SH SOLE 40,400
ARROW ELECTRONICS COM 042735100 1,416 55,800 SH SOLE 55,800
ARROW INTERNATIONAL COM 042764100 1,105 38,100 SH SOLE 38,100
ART TECHNOLOGY INC COM 04289L107 90 700 SH SOLE 700
ARTISAN COMPONENTS INC COM 042923102 23 1,100 SH SOLE 1,100
ARTESYN TECH COM 043127109 1,294 61,600 SH SOLE 61,600
ARTHROCARE CORPORATION COM 043136100 18 300 SH SOLE 300
ARVIN INDUSTRIES COM 043339100 1,206 42,500 SH SOLE 42,500
ASCENT ENTERTAINMENT GRP COM 043628106 625 49,300 SH SOLE 49,300
ASHFORD.COM INC COM 044093102 12 1,100 SH SOLE 1,100
ASHLAND INCORPORATED COM 044204105 3,276 99,456 SH SOLE 99,456
ASHWORTH INCORPORATED COM 04516H101 11 2,700 SH SOLE 2,700
ASK JEEVES INC COM 045174109 68 600 SH SOLE 600
ASPECT DEVELOPMENT INC. COM 045234101 1,096 16,000 SH SOLE 16,000
ASPECT COMMUNICATIONS CO COM 04523Q102 1,119 28,600 SH SOLE 28,600
ASPEN TECHNOLOGY INC. COM 045327103 1,110 42,000 SH SOLE 42,000
ASSOCIATED BANCORP COM 045487105 1,405 41,025 SH SOLE 41,025
ASSOCIATED GROUP INC-CL A CL A 045651106 1,414 15,500 SH SOLE 15,500
AT HOME CORP -SER A COM SER A 045919107 8,884 207,196 SH SOLE 207,196
ASSOC FIRST CAP CLA 046008108 26,438 963,554 SH SOLE 963,554
ASTEC INDUSTRIES INC. COM 046224101 664 35,300 SH SOLE 35,300
ASTORIA FINANCIAL CORP COM 046265104 939 30,850 SH SOLE 30,850
ASYST TECHNOLOGIES INC. COM 04648X107 1,396 21,300 SH SOLE 21,300
ATCHISON CASTING CORP. COM 046613105 8 900 SH SOLE 900
ATLANTIC COAST AIR COM 048396105 746 31,400 SH SOLE 31,400
ATLANTIC RICHFIELD CO COM 048825103 36,829 425,770 SH SOLE 425,770
ATLAS AIR INC COM 049164106 1,549 56,450 SH SOLE 56,450
ATMEL CORPORATION COM 049513104 3,394 114,800 SH SOLE 114,800
ATMOS ENERGY CORPORATION COM 049560105 1,202 58,800 SH SOLE 58,800
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ATRIX LABS INC. COM 04962L101 5 1,000 SH SOLE 1,000
ATWOOD OCEANIC COM 050095108 877 22,700 SH SOLE 22,700
AUDIOVOX CORP. CL A 050757103 18 600 SH SOLE 600
AURORA FOODS INC. COM 05164B106 1,024 110,000 SH SOLE 110,000
AURORA BIOSCIENCES CORP. COM 051920106 32 1,200 SH SOLE 1,200
AUSPEX COM 052116100 708 69,100 SH SOLE 69,100
AUTOBYTEL.COM INC. COM 05275N106 12 800 SH SOLE 800
AUTODESK INC COM 052769106 2,548 75,500 SH SOLE 75,500
AUTO DATA PROCESS COM 053015103 43,543 808,224 SH SOLE 808,224
AUTONATION INC. COM 05329W102 2,442 264,000 SH SOLE 264,000
AUTOWEB.COM INC. COM 053331104 12 1,100 SH SOLE 1,100
AUTOZONE INC COM 053332102 6,314 195,415 SH SOLE 195,415
AVALONBAY COMMUNITIES COM 053484101 51 1,500 SH SOLE 1,500
AVANT CORPORATION COM 053487104 827 55,100 SH SOLE 55,100
AVATAR HOLDINGS INC COM 053494100 13 700 SH SOLE 700
AVERY DENNISON CORP. COM 053611109 10,532 144,515 SH SOLE 144,515
AVIALL INC COM 05366B102 7 800 SH SOLE 800
AVIATION SALES COMPANY COM 053672101 63 3,800 SH SOLE 3,800
AVID TECHNOLOGY COM 05367P100 71 5,400 SH SOLE 5,400
AVIGEN INC COM 053690103 629 20,300 SH SOLE 20,300
AVIRON COM 053762100 13 800 SH SOLE 800
AVIS RENT A CAR INC. COM 053790101 1,306 51,100 SH SOLE 51,100
AVISTA CORP COM 05379B107 939 60,800 SH SOLE 60,800
AVNET INC COM 053807103 1,249 20,647 SH SOLE 20,647
AVON PRODUCTS INC COM 054303102 11,139 337,554 SH SOLE 337,554
AWARE INCORPORATED COM 05453N100 1,306 35,900 SH SOLE 35,900
AXENT TECHNOLOGIES INC COM 05459C108 972 46,300 SH SOLE 46,300
AZTAR CORP COM 054802103 891 81,900 SH SOLE 81,900
BB&T CORPORATION COM 054937107 11,595 423,548 SH SOLE 423,548
AZURIX CORP COM 05501M104 21 2,300 SH SOLE 2,300
BHC COMMUNICATIONS INC CL A 055448104 1,952 12,200 SH SOLE 12,200
THE BISYS GROUP INCOR COM 055472104 1,148 17,600 SH SOLE 17,600
BJ SERVICES COM 055482103 1,744 41,700 SH SOLE 41,700
BJ'S WHOLESALE CLUB INC COM 05548J106 1,340 36,700 SH SOLE 36,700
BMC INDUSTRIES INC-MINN COM 055607105 32 6,600 SH SOLE 6,600
BOK FINANCIAL CORPORATION COM 05561Q201 1,624 80,394 SH SOLE 80,394
BRE PROPERTIES-CL A(REIT) CL A 05564E106 23 1,000 SH SOLE 1,000
BSB BANCORP INC COM 055652101 4 200 SH SOLE 200
BT FINANCIAL CORP COM 055763106 608 27,615 SH SOLE 27,615
BMC SOFTWARE COM 055921100 25,332 316,900 SH SOLE 316,900
BACOU USA INC. COM 056439102 11 700 SH SOLE 700
BAKER HUGHES INC COM 057224107 9,064 430,319 SH SOLE 430,319
J BAKER & CO COM 057232100 23 3,800 SH SOLE 3,800
BALDOR ELECTRIC CO COM 057741100 1,204 66,420 SH SOLE 66,420
BALDWIN & LYONS INC. CL-B CL B 057755209 13 600 SH SOLE 600
BALL CORP COM 058498106 2,849 72,363 SH SOLE 72,363
BALLANTYNE INC COM 058516105 9 1,500 SH SOLE 1,500
BALLY TOTAL FITNESS COM 05873K108 1,038 38,900 SH SOLE 38,900
BANCFIRST CORP ZANES COM 059450106 12 500 SH SOLE 500
BANCFIRST CORP COM 05945F103 10 300 SH SOLE 300
BANCO SANTANDER PUERTO RC COM 059646109 15 1,000 SH SOLE 1,000
BANCORPSOUTH INCORPORATED COM 059692103 1,535 94,100 SH SOLE 94,100
BANCWEST CORP COM 059790105 1,002 51,400 SH SOLE 51,400
BANDAG INCOPORATED COM 059815100 903 36,100 SH SOLE 36,100
BANGOR HYDRO-ELECTRIC CO COM 060077104 34 2,100 SH SOLE 2,100
BANK OF AMERICA CORP COM 060505104 112,609 2,243,760 SH SOLE 2,243,760
BANK GRANITE FALLS COM 062401104 4 200 SH SOLE 200
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BANK NEW YORK INC COM 064057102 38,655 966,386 SH SOLE 966,386
BANK ONE CORP COM 06423A103 47,788 1,490,473 SH SOLE 1,490,473
BANK PLUS CORP. COM 064446107 6 2,100 SH SOLE 2,100
BANK UNITED CORPORATION CL A 065412108 1,496 54,900 SH SOLE 54,900
BANKFIRST CORP COM 066442104 13 1,500 SH SOLE 1,500
BANKNORTH GROUP INC COM 06646L100 1,174 43,900 SH SOLE 43,900
BANTA CORPORATION COM 066821109 1,006 44,600 SH SOLE 44,600
BANYAN SYSTEMS INC COM 066908104 790 39,500 SH SOLE 39,500
BARD C.R. INC COM 067383109 3,669 69,220 SH SOLE 69,220
BARNES & NOBLE INC COM 067774109 854 41,400 SH SOLE 41,400
BARNES GROUP COM 067806109 591 36,200 SH SOLE 36,200
BARNESANDNOBLE.COM INC. CL A 067846105 11 800 SH SOLE 800
BARRICK GOLD CORP-CANADA COM 067901108 4,970 280,979 SH SOLE 280,979
BARR LABORATORIES INC. COM 068306109 1,177 37,500 SH SOLE 37,500
BARRA INC COM 068313105 16 500 SH SOLE 500
BARRETT RESOURCES CORP. COM 068480201 1,752 59,500 SH SOLE 59,500
BASIN EXPLORATION INC COM 070107107 538 30,500 SH SOLE 30,500
BASSETT FURNITURE INC. COM 070203104 38 2,400 SH SOLE 2,400
BATTLE MOUNTAIN GOLD COM 071593107 576 279,300 SH SOLE 279,300
BAUSCH & LOMB COM 071707103 5,257 76,816 SH SOLE 76,816
BAXTER INTERNATIONAL COM 071813109 2,494 39,700 SH OTHER (1) 39,700
BAXTER INTERNATIONAL COM 071813109 23,937 381,084 SH SOLE 381,084
BAY VIEW CAP CORP COM 07262L101 548 38,600 SH SOLE 38,600
BE AEROSPACE INCORPORATED COM 073302101 48 5,700 SH SOLE 5,700
BE FREE INC COM 073308108 43 600 SH SOLE 600
BE INCORPORATED COM 073309106 32 1,400 SH SOLE 1,400
BEA SYSTEMS INC COM 073325102 5,008 71,600 SH SOLE 71,600
BEAR STEARNS COS INC COM 073902108 6,848 160,180 SH SOLE 160,180
BEBE STORES INCORPORATED COM 075571109 14 500 SH SOLE 500
BECKMAN COULTER INC COM 075811109 921 18,100 SH SOLE 18,100
BECTON DICKINSON & CO COM 075887109 8,566 320,210 SH SOLE 320,210
BED BATH & BEYOND INC COM 075896100 6,227 179,200 SH SOLE 179,200
BEDFORD PROPERTY COM PAR $0.02 076446301 15 900 SH SOLE 900
BEL FUSE INC CLASS A CL A 077347201 14 500 SH SOLE 500
BEL FUSE INC CL-B CL B 077347300 12 500 SH SOLE 500
BELCO OIL & GAS COM 077410108 11 2,000 SH SOLE 2,000
BELDEN INC COM 077459105 966 46,000 SH SOLE 46,000
BELL & HOWELL CO COM 077852101 1,238 38,900 SH SOLE 38,900
BELL ATLANTIC CORP COM 077853109 1,915 31,100 SH OTHER (1) 31,100
BELL ATLANTIC CORP COM 077853109 125,118 2,032,368 SH SOLE 2,032,368
BELL INDUSTRIES INC COM 078107109 4 600 SH SOLE 600
BELL SOUTH CORP COM 079860102 8,403 179,500 SH OTHER (1) 179,500
BELL SOUTH CORP COM 079860102 115,526 2,467,842 SH SOLE 2,467,842
A.H. BELO CORP CL A COM SER A 080555105 1,420 74,500 SH SOLE 74,500
BEMIS COMPANY COM 081437105 2,564 73,511 SH SOLE 73,511
BENCHMARK ELECTRONICS INC COM 08160H101 704 30,700 SH SOLE 30,700
BENTON OIL & GAS CO COM 083288100 1 400 SH SOLE 400
BERGEN BRUNSWIG CL A 083739102 1,830 220,200 SH SOLE 220,200
BERINGER WINES ESTATES CL B 084102102 1,192 29,900 SH SOLE 29,900
BERKLEY (WR) CORP COM 084423102 879 42,100 SH SOLE 42,100
BERKSHIRE BANCORP COM 084597103 11 300 SH SOLE 300
BERKSHIRE HATHAWAY CL A. CL A 084670108 50,771 905 SH SOLE 905
BERKSHIRE HATHAWAY CL B. CL B 084670207 4,430 2,421 SH SOLE 2,421
BERRY PETROLEUM CL A CL A 085789105 15 1,000 SH SOLE 1,000
BEST BUY COM 086516101 13,129 261,600 SH SOLE 261,600
BEST SOFTWARE INC. COM 086579109 755 25,600 SH SOLE 25,600
BESTFOODS CORP COM 08658U101 18,891 359,400 SH SOLE 359,400
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BETHLEHEM STEEL CORP COM 087509105 2,435 290,735 SH SOLE 290,735
BEVERLY ENTERPRISES INC. COM NEW 087851309 663 151,600 SH SOLE 151,600
BEYOND.COM CORPORATION COM 08860E101 466 59,700 SH SOLE 59,700
BILLING CONCEPTS CORP COM 090063108 59 9,000 SH SOLE 9,000
BINDLY WESTERN INDUSTRIES COM 090324104 966 64,164 SH SOLE 64,164
BINDVIEW DEVELOPMENT CORP COM 090327107 1,883 37,900 SH SOLE 37,900
BIO RAD LABS INCORPORATED CL A 090572207 12 500 SH SOLE 500
BIO-TECHNOLOGY GENERAL COM 090578105 1,318 86,400 SH SOLE 86,400
BIOCRYSTAL PHARMACEUTICAL COM 09058V103 21 700 SH SOLE 700
BIOGEN INC COM 090597105 7,436 88,000 SH SOLE 88,000
BIOMATRIX INC COM 09060P102 733 38,100 SH SOLE 38,100
BIOMET COM 090613100 5,593 139,832 SH SOLE 139,832
BIOMARIN PHARMACEUTICAL COM 09061G101 13 1,100 SH SOLE 1,100
BIRMINGHAM STEEL CORP COM 091250100 31 5,800 SH SOLE 5,800
BLACK & DECKER COM 091797100 6,489 124,197 SH SOLE 124,197
BLACK BOX CORPORATION COM 091826107 2,124 31,700 SH SOLE 31,700
BLACK HILLS CORP COM 092113109 794 35,800 SH SOLE 35,800
E.W. BLANCH HOLDINGS COM 093210102 1,317 21,500 SH SOLE 21,500
BLOCK DRUG CO CL A 093644102 16 515 SH SOLE 515
BLOCK H&R INC COM 093671105 5,509 125,917 SH SOLE 125,917
BLOUNT INTL INC COM 095180105 19 1,200 SH SOLE 1,200
BLUESTONE SOFTWARE COM 09623P102 35 300 SH SOLE 300
BLYTH INDUSTRIES INC COM 09643P108 764 31,100 SH SOLE 31,100
BOB EVANS FARMS INC COM 096761101 1,003 65,000 SH SOLE 65,000
BOCA RESORTS INC-CL.A CL A 09688T106 13 1,300 SH SOLE 1,300
BOEING CO COM 097023105 51,003 1,227,148 SH SOLE 1,227,148
BOISE CASCADE CORP COM 097383103 3,046 75,216 SH SOLE 75,216
BOISE CASCADE OFFICE COM 097403109 1,620 108,000 SH SOLE 108,000
THE BOMBAY COMPANY INC. COM 097924104 40 8,800 SH SOLE 8,800
BONE CARE INTERNL INC COM 098072101 18 1,400 SH SOLE 1,400
BOOKS-A-MILLION INC COM 098570104 29 3,500 SH SOLE 3,500
BORDERS GROUP COM 099709107 861 53,600 SH SOLE 53,600
BORG-WARNER AUTOMOTIVE COM 099724106 1,779 43,917 SH SOLE 43,917
BOSTON ACOUSTICS INC COM 100534106 11 800 SH SOLE 800
BOSTON BEER COMPANY CL A 100557107 2 300 SH SOLE 300
BOSTON COMMUNICATIONS COM 100582105 7 1,300 SH SOLE 1,300
BOSTON PROPERTIES (REIT) COM 101121101 47 1,500 SH SOLE 1,500
BOSTON SCIENTIFIC COM 101137107 11,774 538,250 SH SOLE 538,250
BOTTOMLINE TECHNOLOGIES COM 101388106 11 300 SH SOLE 300
BOWATER INC COM 102183100 2,004 36,900 SH SOLE 36,900
BOWNE & CO INC COM 103043105 941 69,700 SH SOLE 69,700
BOYD GAMING CORP COM 103304101 16 2,800 SH SOLE 2,800
BOYDS COLLECTION LTD COM 103354106 11 1,600 SH SOLE 1,600
BRADLEY REAL ESTATE REIT COM 104580105 12 700 SH SOLE 700
BRADY CORPORATION CL A 104674106 1,442 42,500 SH SOLE 42,500
BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 11 700 SH SOLE 700
BRAUN CONSULTING INC COM 105651103 43 600 SH SOLE 600
BREAKAWAY SOLUTIONS INC COM 106372105 22 300 SH SOLE 300
BRENTON BANKS INC COM 107211104 2 200 SH SOLE 200
BRIGGS & STRATTON CORP COM 109043109 1,780 33,200 SH SOLE 33,200
BRIGHTPOINT INCORPORATED COM 109473108 1,320 100,550 SH SOLE 100,550
BRINKER INTL INC COM 109641100 874 36,400 SH SOLE 36,400
BRIO TECHNOLOGY COM 109704106 38 900 SH SOLE 900
BRISTOL-MYERS SQUIBB CO COM 110122108 9,859 153,600 SH OTHER (1) 153,600
BRISTOL-MYERS SQUIBB CO COM 110122108 164,979 2,570,264 SH SOLE 2,570,264
BROADBASE SOFTWARE INC. COM 11130R100 34 300 SH SOLE 300
BROADCOM CORPORATION CL A 111320107 7,790 28,600 SH SOLE 28,600
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BROADVISION COM 111412102 7,925 46,600 SH SOLE 46,600
BROADWING INC COM 111620100 3,160 85,700 SH OTHER (1) 85,700
BROADWING INC COM 111620100 4,595 124,620 SH SOLE 124,620
BROCADE COMM. SYSTEMS COM 111621108 212 1,200 SH SOLE 1,200
BROOKDALE LIVING COMMUN COM 112462106 11 900 SH SOLE 900
BROOKE GROUP LTD COM 112525100 544 36,435 SH SOLE 36,435
BROOKLINE BANCORP COM 113739106 10 1,000 SH SOLE 1,000
BROOKS AUTOMATION INC. COM 11434A100 589 18,100 SH SOLE 18,100
BROWN & BROWN INC COM 115236101 858 22,400 SH SOLE 22,400
BROWN-FORMAN CORP - CL B CL B 115637209 5,109 89,244 SH SOLE 89,244
TOM BROWN INC. COM NEW 115660201 649 48,500 SH SOLE 48,500
BROWN SHOE COMPANY INC COM 115736100 61 4,300 SH SOLE 4,300
BRUNSWICK CORP COM 117043109 2,630 118,207 SH SOLE 118,207
BRUSH WELLMAN INC COM 117421107 54 3,200 SH SOLE 3,200
BUCA INC COM 117769109 8 800 SH SOLE 800
BSQUARE COM 11776U102 34 800 SH SOLE 800
BUCKEYE PARTNERS UNIT LTD PARTN 118230101 13 500 SH SOLE 500
BUCKEYE TECHNOLOGIES INC. COM 118255108 866 58,200 SH SOLE 58,200
BUCKLE INC COM 118440106 590 39,850 SH SOLE 39,850
BUDGET GROUP INC CL A 119003101 15 1,600 SH SOLE 1,600
BUFFETS INCORPORATED COM 119882108 651 65,100 SH SOLE 65,100
BUILDING MATERIAL HOLDING COM 120113105 27 2,600 SH SOLE 2,600
BUILDING ONE SERVICES COM 120114103 8 900 SH SOLE 900
BULL RUN CORP COM 120182100 6 1,100 SH SOLE 1,100
BURLINGTON COAT FACTORY COM 121579106 1,056 76,140 SH SOLE 76,140
BURLINGTON NORTHERN SANTA COM 12189T104 14,958 616,828 SH SOLE 616,828
BURLINGTON RESOURCES COM 122014103 9,545 288,689 SH SOLE 288,689
BURNHAM PACIFIC PROP REIT COM 12232C108 14 1,500 SH SOLE 1,500
BURR-BROWN CORP COM 122574106 1,178 32,600 SH SOLE 32,600
BUSH BOAKE ALLEN INC COM 123162109 781 31,800 SH SOLE 31,800
BUTLER MANUFACTURING CO COM 123655102 29 1,300 SH SOLE 1,300
C & D TECHNOLOGIES COM 124661109 901 21,200 SH SOLE 21,200
CBL & ASSOC PROP (REIT) COM 124830100 10 500 SH SOLE 500
CCB FINANCIAL COM 124875105 950 21,800 SH SOLE 21,800
CCC INFORMATION SERVICES COM 12487Q109 19 1,100 SH SOLE 1,100
CB RICHARD ELLIS SERVICES COM 12489L108 14 1,100 SH SOLE 1,100
CBRL GROUP INC COM 12489V106 958 98,700 SH SOLE 98,700
CBS CORPORATION COM 12490K107 64,377 1,006,868 SH SOLE 1,006,868
CFW COMMUNICATION COM 124923103 754 21,700 SH SOLE 21,700
C-COR.NET CORPORATION COM 125010108 2,276 29,700 SH SOLE 29,700
C-CUBE MICROSYSTEMS INC COM 125015107 1,457 23,400 SH SOLE 23,400
CDI CORP COM 125071100 873 36,200 SH SOLE 36,200
CDNOW INC COM 125086108 497 50,300 SH SOLE 50,300
CDW COMPUTER CENTERS INC COM 125129106 2,437 31,000 SH SOLE 31,000
CEC ENTERTAINMENT COM 125137109 1,270 44,750 SH SOLE 44,750
CH ENERGY GROUP INC COM 12541M102 1,033 31,300 SH SOLE 31,300
C.H. ROBINSON WORLDWIDE COM 12541W100 1,133 28,500 SH SOLE 28,500
CIGNA CORPORATION COM 125509109 19,598 243,265 SH SOLE 243,265
CIT GROUP INCORPORATED CL A 125577106 3,293 155,900 SH SOLE 155,900
CKE RESTAURANTS INC COM 12561E105 574 97,700 SH SOLE 97,700
CLECO CORPORATION COM 12561W105 1,186 37,000 SH SOLE 37,000
CK WITCO CORP COM 12562C108 862 64,424 SH SOLE 64,424
CMG INFORMATION SEVICES COM 125750109 18,994 68,600 SH SOLE 68,600
CMI CORP CL-A CL A 125761304 11 1,600 SH SOLE 1,600
CMP GROUP INC COM 125887109 1,466 53,200 SH SOLE 53,200
CMS ENERGY CORPORATION COM 125896100 4,759 152,600 SH SOLE 152,600
CPI CORP COM 125902106 54 2,400 SH SOLE 2,400
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CSS INDUSTRIES INC COM 125906107 13 600 SH SOLE 600
CNET INCORPORATED COM 125945105 2,435 42,900 SH SOLE 42,900
CTG RESOURCES INC STK COM 125957100 507 14,600 SH SOLE 14,600
CTB INTERNATIONAL CORP COM 125960104 9 1,600 SH SOLE 1,600
CSK AUTO CORPORATION COM 125965103 805 46,000 SH SOLE 46,000
CNA FINANCIAL CORP. COM 126117100 4,275 109,800 SH SOLE 109,800
CNA SURETY CORPORATION COM 12612L108 935 71,900 SH SOLE 71,900
CNF TRANSPORTATION INC COM 12612W104 1,245 36,100 SH SOLE 36,100
CSG SYSTEMS INTERNATIONAL COM 126349109 1,037 26,000 SH SOLE 26,000
CSX CORP COM 126408103 8,806 280,655 SH SOLE 280,655
CTC COMMUNICATIONS GROUP COM 126419100 882 22,600 SH SOLE 22,600
CT COMMUNICATIONS INC COM NEW 126426402 28 500 SH SOLE 500
CTS CORP. COM 126501105 1,221 16,200 SH SOLE 16,200
CUNO COM 126583103 700 33,800 SH SOLE 33,800
CVB FINANCIAL CORPORATION COM 126600105 749 32,400 SH SOLE 32,400
CV REIT INC COM 126640101 9 1,000 SH SOLE 1,000
CVS CORPORATION COM 126650100 20,653 517,122 SH SOLE 517,122
CV THERAPEUTICS INC COM 126667104 766 29,400 SH SOLE 29,400
CABLEVISION SYSTEMS CL. A CL A 12686C109 4,840 64,100 SH SOLE 64,100
CABLETRON SYSTEMS INC COM 126920107 5,921 227,729 SH SOLE 227,729
CABLE DESIGN TECHNOLOGIES COM 126924109 1,222 53,150 SH SOLE 53,150
CACHEFLOW INC COM 126946102 91 700 SH SOLE 700
CABOT CORP COM 127055101 797 39,100 SH SOLE 39,100
CABOT INDUSTRIAL TRUST COM 127072106 17 900 SH SOLE 900
CABOT OIL & GAS CL A CL A 127097103 758 47,200 SH SOLE 47,200
CACI INTERNATIONAL CL A 127190304 14 600 SH SOLE 600
CADENCE DESIGN SYSTEMS COM 127387108 2,222 92,600 SH OTHER (1) 92,600
CADENCE DESIGN SYSTEMS COM 127387108 3,472 144,650 SH SOLE 144,650
CADIZ INC COM 127537108 15 1,600 SH SOLE 1,600
CADMUS COMM CORP COM 127587103 12 1,400 SH SOLE 1,400
CAL DIVE INTERNATIONAL COM 127914109 851 25,700 SH SOLE 25,700
CALGON CARBON CORPORATION COM 129603106 3 500 SH SOLE 500
CALICO COMMERCE INC. COM 129897104 37 700 SH SOLE 700
CALIFORNIA AMPLIFIER INC COM 129900106 16 600 SH SOLE 600
CALIFORNIA WATER SERVICE COM 130788102 606 20,000 SH SOLE 20,000
CALLAWAY GOLF COM 131193104 2,542 143,700 SH SOLE 143,700
CALLON PETROLEUM COM 13123X102 12 800 SH SOLE 800
CALPINE CORPORATION COM 131347106 2,317 36,200 SH SOLE 36,200
CAM DATA SYSTEMS INC COM 131730103 9 500 SH SOLE 500
CAMBREX CORPORATION COM 132011107 1,591 46,200 SH SOLE 46,200
CAMBRIDGE TECHNOLOGY COM 132524109 2,974 113,300 SH SOLE 113,300
CAMDEN PROPERTY (REIT) SH BEN INT 133131102 22 800 SH SOLE 800
CAMERON ASHLEY COM 133290106 10 1,000 SH SOLE 1,000
CAMPBELL SOUP COMPANY COM 134429109 21,755 562,327 SH SOLE 562,327
CANANDAIGUA BRANDS INC- A CL A 137219200 1,703 33,400 SH SOLE 33,400
CAPITAL CITY BANK GROUP COM 139674105 11 500 SH SOLE 500
CAPITAL ONE FINANCIAL COM 14040H105 2,250 46,700 SH OTHER (1) 46,700
CAPITAL ONE FINANCIAL COM 14040H105 12,606 261,600 SH SOLE 261,600
CAPITOL BANCORP LTD COM 14056D105 7 700 SH SOLE 700
CAPITOL FEDERAL FINL COM 14057C106 18 1,800 SH SOLE 1,800
CAPROCK COMMUNICATIONS COM 140667106 23 700 SH SOLE 700
CAPSTEAD MORTGAGE CORP COM 14067E100 7 1,700 SH SOLE 1,700
THE CARBIDE/GRAPHITE GR COM 140777103 7 1,100 SH SOLE 1,100
CARBO CERAMICS COM 140781105 11 500 SH SOLE 500
CARAUSTAR INDUSTRIES INC. COM 140909102 986 41,100 SH SOLE 41,100
CARDINAL HEALTH INC COM 14149Y108 17,166 358,560 SH SOLE 358,560
CAREMARK RX INC COM 141705103 1,637 323,400 SH SOLE 323,400
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CAREINSITE INC. COM 14170M106 121 1,500 SH SOLE 1,500
CAREY DIVERSIFIED LLC COM 14174P105 12 700 SH SOLE 700
CARY INTERNATIONAL COM 141750109 12 500 SH SOLE 500
CARLISLE COMPANIES INC COM 142339100 1,861 51,700 SH SOLE 51,700
CARMIKE CINEMAS INC CL A 143436103 17 2,200 SH SOLE 2,200
CARNIVAL CORP CLASS A COM 143658102 21,850 457,000 SH SOLE 457,000
CAROLINA FIRST COM 143877108 876 48,000 SH SOLE 48,000
CAROLINA POWER & LIGHT CO COM 144141108 6,397 210,177 SH SOLE 210,177
CARPENTER TECH COM 144285103 990 36,100 SH SOLE 36,100
CARRAMERICA REALTY REIT COM 144418100 30 1,400 SH SOLE 1,400
CARRIER ACCESS CORP. COM 144460102 40 600 SH SOLE 600
CARTER WALLACE INC COM 146285101 1,326 73,900 SH SOLE 73,900
CASCADE BANCORP COM 147154108 11 880 SH SOLE 880
CASCADE NATURAL GAS CORP COM 147339105 37 2,300 SH SOLE 2,300
CASEY'S GENERAL STORES COM 147528103 1,021 97,800 SH SOLE 97,800
CASH AMERICA INT'L COM 14754D100 62 6,400 SH SOLE 6,400
CASTLE (A.M.) & CO COM 148411101 32 2,700 SH SOLE 2,700
CATALINA MARKETING CORP COM 148867104 1,794 15,500 SH SOLE 15,500
CATALYTICA INC. COM 148885106 644 47,500 SH SOLE 47,500
CATELLUS DEV CORP COM 149111106 817 63,800 SH SOLE 63,800
CATERPILLAR INC COM 149123101 21,780 462,786 SH SOLE 462,786
CATHAY BANCORP COM 149150104 541 13,200 SH SOLE 13,200
CATO CORP CLASS A CL A 149205106 77 6,100 SH SOLE 6,100
CEDAR FAIR LP DEPOSITRY UNIT 150185106 21 1,100 SH SOLE 1,100
CELLSTAR CORPORATION COM 150925105 974 98,600 SH SOLE 98,600
CELGENE CORP COM 151020104 2,100 30,000 SH SOLE 30,000
CENDANT CORPORATION COM 151313103 24,904 937,565 SH SOLE 937,565
CENIT BANCORP INC COM 15131W109 9 500 SH SOLE 500
CENTENNIAL BNCP COM 15133T104 9 825 SH SOLE 825
CENTENNIAL CELLULAR CL A NEW 15133V208 1,517 18,300 SH SOLE 18,300
CENTER TRUST INC CENTER TR INC 151845104 10 1,000 SH SOLE 1,000
CENTERPOINT PROP (REIT) SH BEN INT 151895109 18 500 SH SOLE 500
CENTEX CORP COM 152312104 1,904 77,122 SH SOLE 77,122
CENTIGRAM COMMUNICATIONS COM 152317103 20 1,200 SH SOLE 1,200
CENTEX CONSTRUCTION COM 15231R109 1,225 31,400 SH SOLE 31,400
CENTRAL & SOUTH WEST CORP COM 152357109 5,499 274,943 SH SOLE 274,943
CENTRAL COAST BANCORP COM 153145107 13 800 SH SOLE 800
CENTRAL EUROPEAN DIST. COM 153435102 2 400 SH SOLE 400
CENTRAL GARDEN & PET COM 153527106 18 1,700 SH SOLE 1,700
CENTRAL NEWSPAPERS CL A 154647101 697 17,700 SH SOLE 17,700
CENTRAL PARKING CORP COM 154785109 1,283 67,100 SH SOLE 67,100
CENTRAL VERMONT PUBLIC SV COM 155771108 23 2,200 SH SOLE 2,200
CENTURA BANKS COM 15640T100 1,231 27,900 SH SOLE 27,900
CENTURY BUSINESS SERVICES COM 156490104 1,177 139,500 SH SOLE 139,500
CENTURY SOUTH BANKS INC COM 156683104 4 200 SH SOLE 200
CENTURYTEL INC COM 156700106 6,969 147,100 SH OTHER (1) 147,100
CENTURYTEL INC COM 156700106 8,674 183,087 SH SOLE 183,087
CEPHALON INC COM 156708109 1,922 55,600 SH SOLE 55,600
CERIDIAN CORP COM 15677T106 4,011 186,018 SH SOLE 186,018
CERNER CORPORATION COM 156782104 1,230 62,500 SH SOLE 62,500
CERUS CORPORATION COM 157085101 504 19,000 SH SOLE 19,000
CHALONE INC COM 157639105 2 200 SH SOLE 200
CHAMPION ENTERPRISES INC COM 158496109 763 89,100 SH SOLE 89,100
CHAMPION INTL CORP COM 158525105 8,108 130,900 SH SOLE 130,900
CHAMPIONSHIP AUTO RACING COM 158711101 12 500 SH SOLE 500
CHARTER ONE FINANCIAL INC COM 160903100 2,297 120,125 SH SOLE 120,125
CHARMING SHOPPES INC. COM 161133103 1,071 161,600 SH SOLE 161,600
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CHASE MANHATTAN CORP COM 16161A108 4,459 57,400 SH OTHER (1) 57,400
CHASE MANHATTAN CORP COM 16161A108 83,979 1,080,990 SH SOLE 1,080,990
CHATEAU COMMUNITY (REIT) COM 161726104 16 600 SH SOLE 600
CHATTEM INCORPORATED COM 162456107 10 500 SH SOLE 500
CHEAP TICKETS INC. COM 162672109 14 1,000 SH SOLE 1,000
CHECKFREE HOLDINGS CORP. COM 162816102 3,375 32,300 SH SOLE 32,300
CHECKPOINT SYSTEMS INC COM 162825103 59 5,800 SH SOLE 5,800
CHEESECAKE FACTORY INC COM 163072101 1,162 33,200 SH SOLE 33,200
CHELSEA GCA REALTY (REIT) COM 163262108 15 500 SH SOLE 500
CHEMDEX CORPORATION COM 163595101 89 800 SH SOLE 800
CHEMED COM 163596109 72 2,500 SH SOLE 2,500
CHEMFIRST INC COM 16361A106 798 36,500 SH SOLE 36,500
CHEMFAB CORP COM 16361L102 11 700 SH SOLE 700
CHEMICAL FINANCIAL CORP COM 163731102 709 22,235 SH SOLE 22,235
CHESAPEAKE CORP COM 165159104 1,068 35,000 SH SOLE 35,000
CHEVRON CORPORATION COM 166751107 3,638 42,000 SH OTHER (1) 42,000
CHEVRON CORPORATION COM 166751107 75,170 867,768 SH SOLE 867,768
CHICAGO TITLE CORP COM 168228104 1,665 36,000 SH SOLE 36,000
CHICOS COM 168615102 519 13,800 SH SOLE 13,800
CHILDREN'S PLACE STORES COM 168905107 689 41,900 SH SOLE 41,900
CHOICE HOTELS INTL INC COM 169905106 1,524 89,000 SH SOLE 89,000
CHIQUITTA BRANDS INTL COM 170032106 60 12,700 SH SOLE 12,700
CHIREX CORP COM 170038103 958 65,500 SH SOLE 65,500
CHIRON CORP COM 170040109 4,602 108,612 SH SOLE 108,612
CHITTENDEN CORP COM 170228100 1,375 46,400 SH SOLE 46,400
CHOICEPOINT INC. COM 170388102 2,011 48,600 SH SOLE 48,600
CHRIS-CRAFT INDUSTRIES COM 170520100 1,849 25,632 SH SOLE 25,632
CHROMATICS COLOR SCI INTL COM NEW 171116304 9 1,300 SH SOLE 1,300
CHROMCRAFT REVINGTON COM 171117104 8 800 SH SOLE 800
CHROMAVISION MED SYSTEMS COM 17111P104 12 800 SH SOLE 800
CHUBB CORP COM 171232101 13,268 235,607 SH SOLE 235,607
CHURCH AND DWIGHT INC COM 171340102 1,705 63,900 SH SOLE 63,900
CIBER INC COM 17163B102 1,034 37,600 SH SOLE 37,600
CIDCO INC. COM 171768104 1 200 SH SOLE 200
CIENA CORPORATION COM 171779101 4,485 78,000 SH SOLE 78,000
CINCINNATI FINL CORP COM 172062101 6,473 207,559 SH SOLE 207,559
CINERGY CORP COM 172474108 5,006 207,494 SH SOLE 207,494
CIRCLE INTERNATIONAL COM 172574105 641 28,800 SH SOLE 28,800
CIRCUIT CITY STORES COM 172737108 11,960 265,412 SH SOLE 265,412
CIRCOR INTL INC COM 17273K109 10 950 SH SOLE 950
CIRRUS LOGIC INC COM 172755100 1,436 107,900 SH SOLE 107,900
CISCO SYSTEMS INC COM 17275R102 15,222 142,100 SH OTHER (1) 142,100
CISCO SYSTEMS INC COM 17275R102 452,067 4,219,998 SH SOLE 4,219,998
CITADEL COMMUNICATIONS COM 172853202 39 600 SH SOLE 600
CINTAS CORP COM 172908105 3,703 69,700 SH SOLE 69,700
CITIGROUP INC COM 172967101 10,826 194,850 SH OTHER (1) 194,850
CITIGROUP INC COM 172967101 245,398 4,416,610 SH SOLE 4,416,610
CITIZENS BANKING CORP MIC COM 174420109 22 990 SH SOLE 990
CITIZENS UTILITIES CO CL B 177342201 2,221 156,518 SH SOLE 156,518
CITRIX SYSTEMS INC COM 177376100 14,330 116,500 SH SOLE 116,500
CITY HLDG CO. COM 177835105 7 500 SH SOLE 500
CITY NATIONAL CORP COM 178566105 3,709 112,600 SH OTHER (1) 112,600
CITY NATIONAL CORP COM 178566105 853 25,900 SH SOLE 25,900
CLAIRE'S STORES INC. COM 179584107 1,915 85,575 SH SOLE 85,575
CLARCOR INCORPORATED COM 179895107 730 40,550 SH SOLE 40,550
CLARENT CORP COM 180461105 47 600 SH SOLE 600
CLARIFY INC. COM 180492100 1,726 13,700 SH SOLE 13,700
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DICK CLARK PROD INC COM 181512104 13 900 SH SOLE 900
CLARUS CORP COM 182707109 20 300 SH SOLE 300
CLAYTON HOMES COM 184190106 616 67,082 SH SOLE 67,082
CLEAR CHANNEL COMMUNICATN COM 184502102 39,659 444,364 SH SOLE 444,364
CLEVELAND CLIFFS COM 185896107 679 21,800 SH SOLE 21,800
CLOROX CO COM 189054109 15,638 310,432 SH SOLE 310,432
CLOSURE MEDICAL CORP COM 189093107 12 900 SH SOLE 900
COACHMEN INDUSTRIES INC COM 189873102 56 3,700 SH SOLE 3,700
COAST BANCORP COM 190297101 12 500 SH SOLE 500
COASTAL BANCORP INC COM 19041P105 14 800 SH SOLE 800
COASTAL CORP COM 190441105 10,048 283,542 SH SOLE 283,542
COASTAL FINL CORP COM 19046E105 10 840 SH SOLE 840
COBALT NETWORKS COM 19074R101 65 600 SH SOLE 600
COCA COLA BOTTLING COM 191098102 682 14,400 SH SOLE 14,400
COCA-COLA COMPANY COM 191216100 186,160 3,195,882 SH SOLE 3,195,882
COCA COLA ENTERPRISES COM 191219104 10,024 498,100 SH SOLE 498,100
COEUR D'ALENE MINING COM 192108108 20 5,800 SH SOLE 5,800
COGNEX CORP. COM 192422103 39 1,000 SH SOLE 1,000
COGNITRONICS CORP COM 192432102 10 600 SH SOLE 600
COHERENT INC. COM 192479103 1,204 45,000 SH SOLE 45,000
COHOES BANCORP INC COM 192513109 12 1,200 SH SOLE 1,200
COHU INC COM 192576106 1,011 32,600 SH SOLE 32,600
COINSTAR INC COM 19259P300 15 1,100 SH SOLE 1,100
COLDWATER CREEK INC COM 193068103 14 700 SH SOLE 700
KENNETH COLE PRODUCTIONS CL A 193294105 997 21,800 SH SOLE 21,800
COLEMAN INC COM 193559101 855 91,800 SH SOLE 91,800
COLGATE PALMOLIVE CO COM 194162103 1,833 28,200 SH OTHER (1) 28,200
COLGATE PALMOLIVE CO COM 194162103 49,435 760,536 SH SOLE 760,536
COLLINS & AIKMAN CORP COM 194830105 7 1,300 SH SOLE 1,300
COLONIAL BANCGROUP INC. COM 195493309 697 67,200 SH SOLE 67,200
COLONIAL PROPERTS (REIT) COM SH BEN INT 195872106 12 500 SH SOLE 500
COLUMBIA BKG SYS INC COM 197236102 11 800 SH SOLE 800
COLUMBIA ENERGY GROUP COM 197648108 6,611 104,524 SH SOLE 104,524
COLUMBIA/HCA HEALTHCARE COM 197677107 21,943 748,574 SH SOLE 748,574
COLUMBIA SPORTSWEAR COM 198516106 19 900 SH SOLE 900
COLUMBUS MCKINNON CORP. COM 199333105 5 500 SH SOLE 500
COMAIR HOLDINGS INC COM 199789108 1,265 54,100 SH SOLE 54,100
COMFORT SYSTEMS COM 199908104 431 58,400 SH SOLE 58,400
COMCAST CORP CLASS A COM 200300101 814 17,000 SH SOLE 17,000
COMCAST SPECIAL A CL A SPL 200300200 49,280 974,634 SH SOLE 974,634
COMDISCO INC COM 200336105 3,515 94,366 SH SOLE 94,366
COMERICA INC COM 200340107 9,656 206,826 SH SOLE 206,826
COMMERCE BANCORP INC COM 200519106 833 20,600 SH SOLE 20,600
COMMERCE BANCSHARES COM 200525103 1,129 33,328 SH SOLE 33,328
COMMERCE GROUP INC COM 200641108 1,484 56,800 SH SOLE 56,800
COMMERCE ONE COM 200693109 354 1,800 SH SOLE 1,800
COMMERCIAL FEDERAL CORP COM 201647104 1,977 111,000 SH SOLE 111,000
COMMERCIAL METALS COM 201723103 921 27,133 SH SOLE 27,133
COMMERCIAL NET LEASE COM 202218103 3 300 SH SOLE 300
COMMNET CELLULAR INC COM 202604203 16 500 SH SOLE 500
COMMONWEALTH INDUSTRIES COM 203004106 59 4,500 SH SOLE 4,500
COMMONWEALTH TELEPHONE COM 203349105 26 500 SH SOLE 500
COMMSCOPE INC. COM 203372107 3,721 92,300 SH OTHER (1) 92,300
COMMSCOPE INC. COM 203372107 1,205 29,900 SH SOLE 29,900
COMMUNITY BANK SYSTEM COM 203607106 12 500 SH SOLE 500
COMMUNITY FIRST BANKSHARE COM 203902101 1,462 92,800 SH SOLE 92,800
COMMUNITY TRUST BANKCORP COM 204149108 4 200 SH SOLE 200
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COMPAQ COMPUTERS COM 204493100 59,436 2,196,253 SH SOLE 2,196,253
COMPASS BANCSHARES INC COM 20449H109 1,605 71,912 SH SOLE 71,912
COMPLETE BUSINESS COM 20452F107 1,553 61,800 SH SOLE 61,800
COMPTEK RESEARCH INC COM 204682108 14 1,000 SH SOLE 1,000
COMPUCREDIT CORP COM 20478N100 31 800 SH SOLE 800
COMPUTER ASSOC INT'L INC COM 204912109 49,100 702,052 SH SOLE 702,052
COMPUTER NETWORK TECH COM 204925101 890 38,800 SH SOLE 38,800
COMPUSA INC COM 204932107 773 150,900 SH SOLE 150,900
COMPUTER SCIENCES CORP COM 205363104 20,646 218,184 SH SOLE 218,184
COMPUTER TASK GROUP COM 205477102 560 37,800 SH SOLE 37,800
COMPUWARE CORPORATION COM 205638109 17,545 471,000 SH SOLE 471,000
COMPX INTERNATIONAL CL A 20563P101 15 800 SH SOLE 800
COMSAT CORPORATION COM SER 1 20564D107 1,710 86,052 SH SOLE 86,052
COMSTOCK RESOURCES INC COM NEW 205768203 5 1,800 SH SOLE 1,800
COMVERSE TECHNOLOGY COM 205862402 13,925 96,200 SH SOLE 96,200
CONAGRA INC COM 205887102 14,660 649,736 SH SOLE 649,736
CONCENTRIC NETWORK CORP COM 20589R107 28 900 SH SOLE 900
COMPUTER HORIZONS CORP COM 205908106 835 51,600 SH SOLE 51,600
COM21 INCORPORATED COM 205937105 799 35,600 SH SOLE 35,600
CONCORD COMMUNICATIONS COM 206186108 1,811 40,800 SH OTHER (1) 40,800
CONCORD COMMUNICATIONS COM 206186108 1,043 23,500 SH SOLE 23,500
CONCORD EFS INC COM 206197105 2,907 112,912 SH SOLE 112,912
CONCOUR TECHNOLOGIES COM 206708109 20 700 SH SOLE 700
CONCURRENT COMPUTER CORP COM 206710204 1,596 85,400 SH SOLE 85,400
CONE MILLS CORPORATION COM 206814105 23 5,000 SH SOLE 5,000
CONECTIV INCORPORATED COM 206829103 1,054 62,700 SH SOLE 62,700
CONESTOGA ENTERPRISE COM 207015108 9 500 SH SOLE 500
CONEXANT SYSTEMS INC COM 207142100 292 4,400 SH SOLE 4,400
CONMED CORP COM 207410101 727 28,100 SH SOLE 28,100
CONNECTICUT ENERGY CORP COM 207567108 750 19,300 SH SOLE 19,300
CONNECTICUT WATER SVC COM 207797101 16 500 SH SOLE 500
CONOCO INC CL A CL A 208251306 79 3,200 SH SOLE 3,200
CONOCO INC CLASS B CL B 208251405 11,487 461,800 SH SOLE 461,800
CONSECO INC COM 208464107 6,742 377,177 SH SOLE 377,177
CONSOL ENERGY INC COM 20854P109 15 1,500 SH SOLE 1,500
CONS EDISON INCORPORATED COM 209115104 10,074 291,991 SH SOLE 291,991
CONSOLIDATED FREIGHTWAYS COM 209232107 8 1,000 SH SOLE 1,000
CONSOLIDATED GRAPHICS COM 209341106 542 36,300 SH SOLE 36,300
CONSOLIDATED NATL GAS COM 209615103 8,215 126,499 SH SOLE 126,499
CONSOLIDATED PAPERS COM 209759109 1,804 56,700 SH SOLE 56,700
CONSOLIDATED PRODUCTS COM 209798107 63 6,180 SH SOLE 6,180
CONSOLIDATED STORES CORP COM 210149100 2,402 147,800 SH SOLE 147,800
CONSOLIDATED TOMOKA COM 210226106 10 800 SH SOLE 800
CONSTELLATION ENERGY GRP COM 210371100 5,468 188,558 SH SOLE 188,558
CONTINENTAL AIR CL B 210795308 1,819 41,000 SH SOLE 41,000
CONVERGENT COMMUNICATIONS COM NEW 211914403 8 500 SH SOLE 500
CONVERGYS CORP COM 212485106 2,758 89,700 SH SOLE 89,700
COOPER CAMERON CORP COM 216640102 1,772 36,200 SH SOLE 36,200
COOPER COS INC COM NEW 216648402 795 26,400 SH SOLE 26,400
COOPER INDUSTRIES INC COM 216669101 5,283 130,655 SH SOLE 130,655
COOPER TIRE & RUBBER CO COM 216831107 2,700 173,464 SH SOLE 173,464
COORS ADOLPH CO - CL B CL B 217016104 2,860 54,477 SH SOLE 54,477
COPART COM 217204106 2,010 46,200 SH SOLE 46,200
COPPER MOUNTAIN NETWORKS COM 217510106 49 1,000 SH SOLE 1,000
COR THERAPEUTIC COM 217753102 1,105 41,100 SH SOLE 41,100
CORDANT TECH COM 218412104 1,987 60,200 SH SOLE 60,200
CORINTHIAN COLL INC COM 218868107 14 600 SH SOLE 600
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CORIXA CORPORATION COM 21887F100 19 1,100 SH SOLE 1,100
CORN PRODUCTS INTL. COM 219023108 265 8,100 SH SOLE 8,100
CORNELL CORRECTIONS INC COM 219141108 9 1,100 SH SOLE 1,100
CORNERSTONE PPTYS COM 21922H103 42 2,900 SH SOLE 2,900
CORNERSTONE REALTY INC COM 21922V102 12 1,200 SH SOLE 1,200
CORNING INCORPORATED COM 219350105 41,490 321,782 SH SOLE 321,782
CORPORATE EXECUTIVE BOARD COM 21988R102 22 400 SH SOLE 400
CORRECTIONAL SERVICES COM 219921103 5 1,200 SH SOLE 1,200
CORRECTIONAL PROP (REIT) COM 22025E104 13 1,100 SH SOLE 1,100
CORT BUS SERVICE CORP COM 220493100 12 700 SH SOLE 700
CORUS BANKSHARES INC COM 220873103 571 23,800 SH SOLE 23,800
CORVEL CORP COM 221006109 14 600 SH SOLE 600
COST PLUS INCORPORATED COM 221485105 1,201 33,700 SH SOLE 33,700
COSTCO WHOLESALE CORP COM 22160K105 4,471 49,000 SH OTHER (1) 49,000
COSTCO WHOLESALE CORP COM 22160K105 26,458 289,948 SH SOLE 289,948
COSTAR GROUP INC COM 22160N109 22 600 SH SOLE 600
COULTER PHARMACEUTICAL COM 222116105 16 700 SH SOLE 700
COUNTRYWIDE CREDIT COM 222372104 3,598 142,509 SH SOLE 142,509
COUSINS PROPERTIES (REIT) COM 222795106 24 700 SH SOLE 700
COVAD COMMUNICATIONS GRP COM 222814204 95 1,700 SH SOLE 1,700
COVANCE INC COM 222816100 1,046 96,700 SH SOLE 96,700
COVENTRY HEALTH CARE CORP COM 222862104 738 109,300 SH SOLE 109,300
COX COMMUNICATIONS CL A 224044107 18,321 355,755 SH SOLE 355,755
COX RADIO INC CLASS A CL A 224051102 1,536 15,400 SH SOLE 15,400
CRAFTMADE INTERNATIONAL COM 22413E104 9 1,200 SH SOLE 1,200
CRANE COMPANY COM 224399105 1,508 75,869 SH SOLE 75,869
CRAWFORD & CO CLASS B CL B 224633107 12 900 SH SOLE 900
CREATIVE COMPUTERS INC. COM 22527E107 10 1,400 SH SOLE 1,400
CREDENCE SYSTEMS CORP COM 225302108 1,246 14,400 SH SOLE 14,400
CREE RESEARCH INC COM 225447101 1,477 17,300 SH SOLE 17,300
CRESCENT EQUITIES (REIT) COM 225756105 46 2,500 SH SOLE 2,500
CRESTLINE CAPITAL CORP COM 226153104 17 800 SH SOLE 800
CRITICAL PATH INC COM 22674V100 76 800 SH SOLE 800
CROSS COMPANY CL A 227478104 19 4,300 SH SOLE 4,300
CROSS TIMBERS OIL CO. COM 227573102 727 80,225 SH SOLE 80,225
CROSSMAN COMMUNITIES INC. COM 22764E109 11 700 SH SOLE 700
CROSSROADS SYSTEMS INC COM 22765D100 42 500 SH SOLE 500
CROWN CASTLE INTL COM 228227104 2,727 84,900 SH SOLE 84,900
CROWN CORK & SEAL INC COM 228255105 3,535 157,968 SH SOLE 157,968
CRYSTAL GAS STORAGE INC COM 229241104 11 200 SH SOLE 200
C3 INCORPORATED COM 22942P109 9 1,500 SH SOLE 1,500
CULLEN FROST BANKERS COM 229899109 1,383 53,700 SH SOLE 53,700
CUMMINS ENGINE INC COM 231021106 2,816 58,280 SH SOLE 58,280
CUMULUS MEDIA INC. CL A 231082108 1,756 34,600 SH SOLE 34,600
CURATIVE HEALTH SERVICES COM 231264102 15 1,900 SH SOLE 1,900
CURAGEN CORPORATION COM 23126R101 21 300 SH SOLE 300
CURTISS-WRIGHT COM 231561101 568 15,400 SH SOLE 15,400
CYBERSOURCE CORP COM 23251J106 31 600 SH SOLE 600
CYBERONICS COM 23251P102 475 29,800 SH SOLE 29,800
CYBEX CORP COM 232522102 806 19,900 SH SOLE 19,900
CYMER INC. COM 232572107 2,640 57,400 SH SOLE 57,400
CYPRESS SEMICONDUCTOR COM 232806109 2,004 61,900 SH SOLE 61,900
CYRK INTERNATIONAL INC COM 232817106 51 4,300 SH SOLE 4,300
CYSIVE INC COM 23281T108 36 500 SH SOLE 500
CYTEC INDUSTRIES INC. COM 232820100 1,623 70,200 SH SOLE 70,200
D & E COMMUNICATIONS COM 232860106 13 700 SH SOLE 700
D&K HEALTHCARE RES. COM 232861104 6 400 SH SOLE 400
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CYTYC CORP COM 232946103 1,832 30,000 SH SOLE 30,000
DII GROUP INC COM 232949107 1,483 20,900 SH SOLE 20,900
DBT ONLINE INC COM 233044106 804 33,000 SH SOLE 33,000
DPL INC COM 233293109 1,499 86,575 SH SOLE 86,575
DQE INC COM 23329J104 1,584 45,750 SH SOLE 45,750
D R HORTON INC COM 23331A109 1,644 119,000 SH SOLE 119,000
DST SYSTEMS INC COM 233326107 3,159 41,400 SH SOLE 41,400
DSP GROUP INC COM 23332B106 1,897 20,400 SH SOLE 20,400
DTE ENERGY COMPANY COM 233331107 6,074 193,603 SH SOLE 193,603
DT INDUS INC. COM 23333J108 9 1,200 SH SOLE 1,200
DAIN RAUSCHER CORPORATION COM 233856103 1,070 23,000 SH SOLE 23,000
DAISYTEK INTERNATIONAL COM 234053106 650 27,900 SH SOLE 27,900
DAL-TILE INTL INC COM 23426R108 906 89,500 SH SOLE 89,500
DALEEN TECHNOLOGIES COM 23437N104 9 400 SH SOLE 400
DALLAS SEMICONDUCTOR CORP COM 235204104 1,005 15,600 SH SOLE 15,600
DAMARK INTL INC. CL A 235691102 17 1,100 SH SOLE 1,100
DANA CORP COM 235811106 6,419 214,418 SH SOLE 214,418
DANAHER CORP COM 235851102 9,158 189,800 SH SOLE 189,800
DARDEN RESTAURANTS INC COM 237194105 2,528 139,500 SH OTHER (1) 139,500
DARDEN RESTAURANTS INC COM 237194105 3,096 170,820 SH SOLE 170,820
DATA BROADCASTING COM 237596101 474 57,400 SH SOLE 57,400
DATA RETURN CORPORATION COM 23785M104 37 700 SH SOLE 700
DATASCOPE CORP COM 238113104 1,124 28,100 SH SOLE 28,100
DATUM INC COM 238208102 11 1,100 SH SOLE 1,100
DAVE AND BUSTER'S INC COM 23833N104 14 1,700 SH SOLE 1,700
DAVOX CORP. COM 239208101 6 300 SH SOLE 300
DAYTON HUDSON CORP COM 239753106 1,638 22,300 SH OTHER (1) 22,300
DAYTON HUDSON CORP COM 239753106 42,763 582,310 SH SOLE 582,310
DAYTON SUPERIOR CORP CL A COM 240028100 13 800 SH SOLE 800
DEAN FOODS COMPANY COM 242361103 876 22,050 SH SOLE 22,050
DEB SHOPS INC COM 242728103 13 700 SH SOLE 700
DEERE & CO COM 244199105 13,486 310,927 SH SOLE 310,927
DEL MONTE FOODS COMPANY COM 24522P103 14 1,100 SH SOLE 1,100
DELCO REMY INTL. INC. COM 246626105 7 800 SH SOLE 800
DELHAIZE AMERICA INC CL A 246688105 70 3,466 SH SOLE 3,466
DELL COMPUTER CORP COM 247025109 5,110 100,200 SH OTHER (1) 100,200
DELL COMPUTER CORP COM 247025109 167,725 3,288,728 SH SOLE 3,288,728
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 6,648 422,089 SH SOLE 422,089
DELPHI FINANCIAL GRP CL A 247131105 1,153 38,426 SH SOLE 38,426
DELTA & PINE LAND CO COM 247357106 1,100 63,300 SH SOLE 63,300
DELTA AIRLINES INC COM 247361108 9,156 183,806 SH SOLE 183,806
DELTEK SYSTEMS COM 24785A108 16 1,200 SH SOLE 1,200
DELTA FINANCIAL CORP COM 247918105 6 1,500 SH SOLE 1,500
DELUXE CORP COM 248019101 2,869 104,572 SH SOLE 104,572
DENDRITE INTERNATIONAL COM 248239105 2,329 68,750 SH SOLE 68,750
DENTSPLY INT'L INC COM 249030107 806 34,100 SH SOLE 34,100
DEPARTMENT 56 INC. COM 249509100 733 32,400 SH SOLE 32,400
DETROIT DIESEL CORP COM 250837101 785 40,900 SH SOLE 40,900
DEVELOPERS DIVRS (REIT) COM 251591103 15 1,200 SH SOLE 1,200
DEVON ENERGY CORP COM 25179M103 1,545 47,002 SH SOLE 47,002
DEVRY INC COM 251893103 680 36,500 SH SOLE 36,500
DEXTER CORP COM 252165105 1,507 37,900 SH SOLE 37,900
DIAGNOSTIC PRODUCTS CORP COM 252450101 622 25,400 SH SOLE 25,400
DIAL CORPORATION COM 25247D101 1,639 67,400 SH SOLE 67,400
DIAMOND OFFSHORE DRILL COM 25271C102 2,439 79,800 SH SOLE 79,800
DIAMOND TECH CL A 252762109 2,226 25,900 SH SOLE 25,900
DIEBOLD INC COM 253651103 875 37,218 SH SOLE 37,218
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DIGENE CORPORATION COM 253752109 10 600 SH SOLE 600
DIGEX INC CL A 253756100 21 300 SH SOLE 300
DIGI INTERNATIONAL INC COM 253798102 30 2,900 SH SOLE 2,900
DIGITAL COURIER TECH. COM 253838106 16 1,700 SH SOLE 1,700
DIGITAL LIGHTWAVE INC COM 253855100 83 1,300 SH SOLE 1,300
DIGITAL MICROWAVE COM 253859102 2,815 120,100 SH SOLE 120,100
DIGITAL IMPACT INC COM 25385G106 25 500 SH SOLE 500
DIGITAL ISLAND COM 25385N101 76 800 SH SOLE 800
DIGITAL INSIGHT COM 25385P106 11 300 SH SOLE 300
DIGITAL RIVER. COM 25388B104 1,139 34,200 SH SOLE 34,200
DIME COMMUNITY BANCORP COM 253922108 9 500 SH SOLE 500
DILLARDS INC CLASS A COM 254067101 2,780 137,733 SH SOLE 137,733
DIME BANCORP INC COM 25429Q102 1,094 72,326 SH SOLE 72,326
DIMON INCORPORATED COM 254394109 28 8,700 SH SOLE 8,700
DIONEX CORP. COM 254546104 1,516 36,800 SH SOLE 36,800
DISCOUNT AUTO PARTS INC COM 254642101 58 3,200 SH SOLE 3,200
WALT DISNEY CO COM 254687106 78,642 2,688,614 SH SOLE 2,688,614
GO.COM COM GO COM 254687205 36 1,495 SH SOLE 1,495
DITECH COMM CORP COM 25500M103 19 200 SH SOLE 200
DIXIE GROUP INC CL A 255519100 28 3,800 SH SOLE 3,800
DOCUMENTUM INCORPORATED COM 256159104 1,623 27,100 SH SOLE 27,100
DOLE FOOD COMPANY COM 256605106 1,523 93,700 SH SOLE 93,700
DOLLAR GENERAL STORES COM 256669102 7,417 326,026 SH SOLE 326,026
DOLLAR THRIFTY AUTO. COM 256743105 955 39,900 SH SOLE 39,900
DOLLAR TREE STORES COM 256747106 1,758 36,300 SH SOLE 36,300
DOMINION RESOURCES COM 257470104 9,932 253,038 SH SOLE 253,038
DONALDSON CO INC COM 257651109 1,824 75,800 SH SOLE 75,800
DONALDSON LUFKIN & JEN COM 257661108 3,599 74,400 SH SOLE 74,400
DONNELLEY R R & SONS COM 257867101 3,955 159,406 SH SOLE 159,406
DORAL FINANCIAL CORP COM 25811P100 14 1,100 SH SOLE 1,100
DOUBLECLICK INC. COM 258609304 6,715 26,534 SH SOLE 26,534
DOVER CORP COM 260003108 12,649 278,765 SH SOLE 278,765
DOVER DOWNS ENTERTAINMENT COM 260086103 1,095 58,400 SH SOLE 58,400
DOW CHEMICAL CO COM 260543103 38,975 291,676 SH SOLE 291,676
DOW JONES & CO INC COM 260561105 8,357 122,900 SH SOLE 122,900
DOWNEY FINANCIAL CORP COM 261018105 1,057 52,371 SH SOLE 52,371
DRESS BARN INC COM 261570105 600 36,100 SH SOLE 36,100
DREXLER TECHNOLOGY COM 261876106 10 1,000 SH SOLE 1,000
DREYER'S GRAND ICE CREAM COM 261878102 772 45,400 SH SOLE 45,400
DRIL-QUIP INC COM 262037104 969 31,900 SH SOLE 31,900
DRKOOP.COM INC COM 262098106 10 800 SH SOLE 800
DROVERS BANCSHARES CORP COM 262120108 12 600 SH SOLE 600
DRUGSTORE.COM INC COM 262241102 36 1,000 SH SOLE 1,000
DSL.NET INC COM 262506108 17 1,200 SH SOLE 1,200
DUPONT E I DE NEMOURS COM 263534109 3,169 48,100 SH OTHER (1) 48,100
DUPONT E I DE NEMOURS COM 263534109 90,007 1,366,334 SH SOLE 1,366,334
DUANE READE INC COM 263578106 780 28,300 SH SOLE 28,300
D&P CREDIT RATING COM 26432F109 694 7,800 SH SOLE 7,800
DUKE ENERGY CORP COM 264399106 24,101 480,819 SH SOLE 480,819
DUKE-WEEKS REALTY (REIT) COM NEW 264411505 52 2,690 SH SOLE 2,690
DUN & BRADSTREET COM 26483B106 6,598 223,656 SH SOLE 223,656
DURA AUTOMOTIVE SYSTEMS CL A 265903104 7 400 SH SOLE 400
DUPONT PHOTOMASKS INC COM 26613X101 1,226 25,400 SH SOLE 25,400
DURA PHARMACEUTICALS COM 26632S109 1,147 82,300 SH SOLE 82,300
DURAMED PHARMACEUTICALS COM 266354109 10 1,400 SH SOLE 1,400
DYCOM INDS INC COM 267475101 2,133 48,400 SH SOLE 48,400
DYNEGY INC COM 26816L102 2,171 89,300 SH SOLE 89,300
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DYNEX CAPITAL (REIT) COM NEW 26817Q506 11 1,700 SH SOLE 1,700
E-LOAN INC COM 26861P107 13 800 SH SOLE 800
EMC CORPORATION COM 268648102 143,310 1,311,766 SH SOLE 1,311,766
ENSCO INTERNATIONAL INC COM 26874Q100 1,892 82,700 SH OTHER (1) 82,700
ENSCO INTERNATIONAL INC COM 26874Q100 1,851 80,900 SH SOLE 80,900
EOG RESOURSES INC COM 26875P101 1,510 86,000 SH SOLE 86,000
E.PIPHANY INC COM 26881V100 112 500 SH SOLE 500
ESS TECHNOLOGY COM 269151106 1,498 67,500 SH SOLE 67,500
E.SPIRE COMM INC COM 269153102 9 1,600 SH SOLE 1,600
E-STAMP CORP COM 269154100 16 700 SH SOLE 700
ETEC SYSTEMS COM 26922C103 1,584 35,300 SH SOLE 35,300
E-TEK DYNAMICS INC COM 269240107 188 1,400 SH SOLE 1,400
E'TOWN CORP COM 269242103 890 14,300 SH SOLE 14,300
E*TRADE GROUP COM 269246104 3,694 141,400 SH SOLE 141,400
EAGLE BANCSHARES INC COM 26942C109 10 700 SH SOLE 700
EAGLE USA AIRFREIGHT COM 270018104 2,650 61,450 SH SOLE 61,450
EARTHGRAINS COMPANY COM 270319106 1,271 78,800 SH SOLE 78,800
EARTHLINK NETWORK INC COM 270322100 795 18,700 SH SOLE 18,700
EARTHWEB INC COM 27032C108 825 16,400 SH SOLE 16,400
EASTERN ENTERPRISES COM 27637F100 1,145 19,943 SH SOLE 19,943
EASTERN UTILITIES ASSOC COM 277173100 1,149 37,900 SH SOLE 37,900
EASTGROUP PROPERTIES COM 277276101 13 700 SH SOLE 700
EASTMAN CHEMICAL CO COM 277432100 5,078 106,489 SH SOLE 106,489
EASTMAN KODAK COMPANY COM 277461109 27,903 421,181 SH SOLE 421,181
EATON CORP COM 278058102 6,998 96,361 SH SOLE 96,361
EATON VANCE CORP COM NON VTG 278265103 27 700 SH SOLE 700
EBAY INC COM 278642103 9,477 75,700 SH SOLE 75,700
ECHELON CORPORATION COM 27874N105 1,056 54,000 SH SOLE 54,000
ECHOSTAR COMMUNICATIONS CL A 278762109 6,230 63,900 SH SOLE 63,900
ECLIPSE SURGICAL TECH INC COM 278849104 13 1,700 SH SOLE 1,700
ECLIPSYS CORPORATION COM 278856109 1,476 57,600 SH SOLE 57,600
ECOLAB INC COM 278865100 6,724 171,870 SH SOLE 171,870
EDISON INTERNATIONAL COM 281020107 1,519 58,000 SH OTHER (1) 58,000
EDISON INTERNATIONAL COM 281020107 12,154 464,129 SH SOLE 464,129
EDISON SCHOOLS INC CL A 281033100 13 800 SH SOLE 800
EDUCATION MGMT CORP COM 28139T101 14 1,000 SH SOLE 1,000
J.D. EDWARDS & COMPANY COM 281667105 2,011 67,300 SH SOLE 67,300
EDWARDS (A.G.) INC COM 281760108 1,758 54,843 SH SOLE 54,843
EFAX.COM INCORPORATED COM 282012103 10 1,400 SH SOLE 1,400
EFFICIENT NETWORKS INC COM 282056100 54 800 SH SOLE 800
EGAINS COMMUNICATION COM 28225C103 19 500 SH SOLE 500
EGGHEAD.COM INC COM 282329101 783 48,352 SH SOLE 48,352
JR CIGAR INC COM 282491109 5 600 SH SOLE 600
EL PASO ELECTRIC COMPANY COM NEW 283677854 962 98,000 SH SOLE 98,000
EL PASO ENERGY CORP COM 283905107 11,595 298,747 SH SOLE 298,747
ELCOM INTERNATIONAL INC COM 284434107 14 400 SH SOLE 400
ELCOR CORPORATION COM 284443108 967 32,100 SH SOLE 32,100
ELECTRO RENT CORPORATION COM 285218103 13 1,100 SH SOLE 1,100
ELECTRO SCIENTIFIC INDS COM 285229100 1,570 21,500 SH SOLE 21,500
ELECTROGLAS INC COM 285324109 842 33,200 SH SOLE 33,200
ELECTRONIC ARTS INC COM 285512109 3,520 41,900 SH SOLE 41,900
ELECTRONIC DATA SYSTEMS COM 285661104 2,416 36,100 SH OTHER (1) 36,100
ELECTRONIC DATA SYSTEMS COM 285661104 42,545 635,600 SH SOLE 635,600
ELECTRONICS BOUTIQUE HLDG COM 286045109 14 800 SH SOLE 800
ELECTRONICS FOR IMAGING COM 286082102 2,110 36,300 SH SOLE 36,300
EMERSON ELECTRIC CO COM 291011104 32,946 574,226 SH SOLE 574,226
EMMIS COMMUNICATIONS CL A 291525103 37 300 SH SOLE 300
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EMPIRE DISTRICT ELECTRIC COM 291641108 647 28,600 SH SOLE 28,600
EMULEX CORP COM NEW 292475209 2,340 20,800 SH SOLE 20,800
EMUSIC.COM INC COM 292476108 575 56,100 SH SOLE 56,100
ENERGEN CORP COM 29265N108 1,002 55,500 SH SOLE 55,500
ENERGY EAST CORPORATION COM 29266M109 1,442 69,300 SH SOLE 69,300
ENGAGE TECHNOLOGIES INC COM 292827102 60 1,000 SH SOLE 1,000
ENGELHARD CORP COM 292845104 1,072 56,800 SH OTHER (1) 56,800
ENGELHARD CORP COM 292845104 3,152 166,988 SH SOLE 166,988
ENERGYSOUTH INC COM 292970100 12 600 SH SOLE 600
ENESCO GROUP INCORPORATED COM 292973104 42 3,800 SH SOLE 3,800
ENHANCE FINANCIAL SVCS GP COM 293310108 1,142 70,300 SH SOLE 70,300
ENRON CORP COM 293561106 41,562 936,616 SH SOLE 936,616
ENTERCOM COMMUNICATIONS CL A 293639100 40 600 SH SOLE 600
ENTERGY CORP COM 29364G103 8,346 324,125 SH SOLE 324,125
ENTERPRISE PRODUCTS PRTNR COM 293792107 20 1,100 SH SOLE 1,100
ENTREMED COM 29382F103 625 24,400 SH SOLE 24,400
ENTRUST TECHNOLOGIES COM 293848107 1,576 26,300 SH SOLE 26,300
ENZON INC COM 293904108 43 1,000 SH SOLE 1,000
ENZO BIOCHEM INC COM 294100102 1,852 41,100 SH SOLE 41,100
EQUIFAX INC COM 294429105 4,173 177,115 SH SOLE 177,115
EQUITABLE RESOURCES COM 294549100 23 700 SH SOLE 700
EQUITEX INC. COM PAR $0.02 294592308 10 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 138 5,600 SH SOLE 5,600
EQUITY ONE INCORPORATED COM 294752100 11 1,100 SH SOLE 1,100
EQUITY RES PROP TR (REIT) SH BEN INT 29476L107 120 2,800 SH SOLE 2,800
ERIE INDEMNITY CO-CL A CL A 29530P102 1,340 41,400 SH SOLE 41,400
ESSEX PROPERTY TRUST REIT COM 297178105 14 400 SH SOLE 400
ESTERLINE TECHNOLOGIES COM 297425100 36 3,100 SH SOLE 3,100
ETHAN ALLEN INTERIORS INC COM 297602104 1,000 31,200 SH SOLE 31,200
ETHYL CORP COM 297659104 584 148,400 SH SOLE 148,400
ETOYS INC COM 297862104 66 2,500 SH SOLE 2,500
EVEREST REINSURANCE HLDGS COM 299808105 716 32,100 SH SOLE 32,100
EVERGREEN RES INC COM NO PAR 299900308 751 38,000 SH SOLE 38,000
EXABYTE COM 300615101 33 4,400 SH SOLE 4,400
EXAR CORPORATION COM 300645108 918 15,600 SH SOLE 15,600
EXCALIBUR TECHNOLOGIES COM NEW 300651205 25 1,200 SH SOLE 1,200
EXCEL LEGACY CORPORATION COM 300665106 1 363 SH SOLE 363
EXCHANGE APPLICATIONS INC COM 300867108 28 500 SH SOLE 500
EXIDE CORPORATION COM 302051107 11 1,300 SH SOLE 1,300
EXODUS COMMUNICATIONS COM 302088109 8,899 100,200 SH SOLE 100,200
EXPEDIA INC COM 302125109 28 800 SH SOLE 800
EXPEDITORS INTL WASH INC COM 302130109 1,292 29,500 SH SOLE 29,500
EXPRESS SCRIPTS INC CL A CL A 302182100 1,459 22,800 SH SOLE 22,800
EXTENED STAY AMER. INC. COM 30224P101 1,207 158,300 SH SOLE 158,300
EXTREME NETWORKS INC COM 30226D106 100 1,200 SH SOLE 1,200
EZENIA! INC COM 302311105 10 1,200 SH SOLE 1,200
EXXON MOBIL CORPORATION COM 30231G102 1,772 22,000 SH OTHER (1) 22,000
EXXON MOBIL CORPORATION COM 30231G102 364,362 4,522,730 SH SOLE 4,522,730
F&M BANCORP MD COM 302367107 4 200 SH SOLE 200
F&M NATIONAL CORPORATION COM 302374103 1,040 37,733 SH SOLE 37,733
FBL FINANCIAL GROUP CL A COM 30239F106 1,012 50,600 SH SOLE 50,600
FMC CORP COM 302491303 2,159 37,678 SH SOLE 37,678
FNB CORPORATION/PA COM 302520101 739 33,203 SH SOLE 33,203
FPIC INSURANCE GROUP COM 302563101 8 500 SH SOLE 500
FPL GROUP INC COM 302571104 10,296 240,480 SH SOLE 240,480
FSI INTL INC COM 302633102 15 1,300 SH SOLE 1,300
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FIRST VISUAL CR COM 30266P100 14 1,200 SH SOLE 1,200
F.Y.I. INC. COM 302712104 816 24,000 SH SOLE 24,000
FACTORY 2U STORES INC COM 303072102 17 600 SH SOLE 600
FACTSET RESEARCH SYS INC COM 303075105 2,046 25,700 SH SOLE 25,700
FAIR ISAAC & CO. COM 303250104 1,224 23,100 SH SOLE 23,100
FAIRCHILD CORPORATION CL A 303698104 9 1,000 SH SOLE 1,000
FAIRCHILD SEMICON INT'L-A CL A 303726103 1,812 60,900 SH OTHER (1) 60,900
FAIRCHILD SEMICON INT'L-A CL A 303726103 36 1,200 SH SOLE 1,200
FAIRFIELD COMMUNITIES COM PAR $0.01 304231301 787 73,200 SH SOLE 73,200
FALCON PRODUCTS INC. COM 306075102 13 1,500 SH SOLE 1,500
FAMILY DOLLAR STORES COM 307000109 2,334 143,100 SH SOLE 143,100
FARM FAMILY HOLDINGS INC COM 307901108 17 400 SH SOLE 400
FARMERS CAP BK CORP COM 309562106 6 200 SH SOLE 200
FARR COMPANY COM 311648109 9 900 SH SOLE 900
FATBRAIN.COM INC COM 311889109 10 400 SH SOLE 400
FASTENAL CO COM 311900104 1,375 30,600 SH SOLE 30,600
FDX CORP COM 31304N107 16,031 391,608 SH SOLE 391,608
FEDDERS CORPORATION COM 313135105 40 7,200 SH SOLE 7,200
FREDDIE MAC COM 313400301 1,765 37,500 SH OTHER (1) 37,500
FREDDIE MAC COM 313400301 43,065 915,052 SH SOLE 915,052
FEDERAL-MOGUL CORP COM 313549107 694 34,500 SH SOLE 34,500
FANNIE MAE COM 313586109 2,079 33,300 SH OTHER (1) 33,300
FANNIE MAE COM 313586109 84,548 1,354,117 SH SOLE 1,354,117
FEDERAL (REIT) SH BEN INT NEW 313747206 17 900 SH SOLE 900
FEDERAL SIGNAL CORP COM 313855108 1,219 75,900 SH SOLE 75,900
FEDERATED DEPT STORES COM 31410H101 13,649 269,937 SH SOLE 269,937
FEDERATED INVESTORS CL B 314211103 34 1,700 SH SOLE 1,700
FELCOR LODGING TRUST INC COM 31430F101 23 1,300 SH SOLE 1,300
FERRO CORP COM 315405100 1,278 58,100 SH SOLE 58,100
F5 NETWORKS INC COM 315616102 57 500 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 31617J108 15 800 SH SOLE 800
FIDELITY NATL FINL INC. COM 316326107 805 56,010 SH SOLE 56,010
FIFTH THIRD BANK COM 316773100 29,163 397,445 SH SOLE 397,445
FILENET CORP COM 316869106 1,392 54,600 SH SOLE 54,600
FINANCIAL FEDERAL CORP COM 317492106 643 28,200 SH SOLE 28,200
FINANCIAL SEC ASSURANCE COM 31769P100 975 18,700 SH SOLE 18,700
FINISAR CORPORATION COM 31787A101 108 1,200 SH SOLE 1,200
FINOVA GROUP INC COM 317928109 1,349 38,000 SH SOLE 38,000
FIRST AMER FINACIAL CORP. COM 318522307 1,694 136,200 SH SOLE 136,200
FIRST BANCORP/PUERTO RICO COM 318672102 1,110 53,500 SH SOLE 53,500
FIRST BKG CO SOUTHEA COM 319286100 10 500 SH SOLE 500
FIRST BUSEY CORP COM 319383105 502 22,200 SH SOLE 22,200
FIRST CHARTER CORP COM 319439105 7 500 SH SOLE 500
FIRST CITIZENS BCSHS CL A 31946M103 1,304 18,700 SH SOLE 18,700
FIRST COMMERCE BANCS CL A 319777108 11 500 SH SOLE 500
FIRST COMMONWEALTH COM 319829107 1,222 101,800 SH SOLE 101,800
FIRST FED CAP CORP COM 319960100 6 400 SH SOLE 400
FIRST FED FINL CORP COM 319961108 14 600 SH SOLE 600
FIRST DATA CORP COM 319963104 27,769 563,129 SH SOLE 563,129
FIRST FINANCIAL BANCORP COM 320209109 1,647 77,043 SH SOLE 77,043
FIRST FINL BANKSHARES COM 32020R109 437 14,200 SH SOLE 14,200
FIRST FIN CORP/INDIANA COM 320218100 12 300 SH SOLE 300
FIRST INDUSTRIAL (REIT) COM 32054K103 19 700 SH SOLE 700
FIRST MERCHANTS CORP COM 320817109 5 200 SH SOLE 200
FIRST MID WEST BANC/IL COM 320867104 233 8,800 SH SOLE 8,800
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FIRST HEALTH GROUP CORP. COM 320960107 30 1,100 SH SOLE 1,100
FIRST NORTHERN CAPITAL COM 335832101 13 1,300 SH SOLE 1,300
FIRST SIERRA FINANCIAL COM 335944104 533 31,100 SH SOLE 31,100
FIRST REPUBLIC BANK COM 336158100 5 200 SH SOLE 200
FIRST SECURITY CORP COM 336294103 2,985 116,927 SH SOLE 116,927
FIRST SENTINEL BANCORP COM 33640T103 428 54,762 SH SOLE 54,762
FIRST SOURCE CORP COM 336901103 776 31,042 SH SOLE 31,042
FIRST TENN NATL CORP COM 337162101 2,149 75,400 SH SOLE 75,400
FIRST UNION CORP COM 337358105 41,245 1,256,993 SH SOLE 1,256,993
FIRST UNITED BANCSHARES COM 33741E104 562 42,000 SH SOLE 42,000
FIRST UTD CORP COM 33741H107 13 900 SH SOLE 900
FIRST VIRGINIA BANKS INC COM 337477103 1,110 25,825 SH SOLE 25,825
FIRST WASH RLTY TR I COM 337489504 11 600 SH SOLE 600
THE FIRST YEARS INC. COM 337610109 12 1,500 SH SOLE 1,500
FIRSTCOM CORP COM 33763T104 1,477 40,200 SH SOLE 40,200
FIRSTAR CORP COM 33763V109 27,338 1,294,096 SH SOLE 1,294,096
FISERV INC COM 337738108 2,812 73,393 SH SOLE 73,393
FIRSTFED FINANCIAL CORP COM 337907109 6 400 SH SOLE 400
FIRSTMERIT CORP COM 337915102 1,120 48,700 SH SOLE 48,700
FIRSTFED AMER BANCOR COM 337929103 12 1,000 SH SOLE 1,000
FLAGSTAR BANCORP COM 337930101 12 700 SH SOLE 700
FIRSTENERGY CORPORATION COM 337932107 6,949 306,296 SH SOLE 306,296
FISHER SCIENTIFIC INTL. COM NEW 338032204 2,377 65,800 SH SOLE 65,800
FLEET BOSTON FINANCIAL COM 339030108 1,076 30,900 SH OTHER (1) 30,900
FLEET BOSTON FINANCIAL COM 339030108 42,126 1,210,090 SH SOLE 1,210,090
FLEETWOOD ENTERPRISES COM 339099103 1,301 63,100 SH SOLE 63,100
FLEMING CO COM 339130106 739 72,100 SH SOLE 72,100
FLEXSTEEL INDUSTRIES INC. COM 339382103 8 600 SH SOLE 600
FLORIDA EAST COAST INDS. COM 340632108 1,253 30,000 SH SOLE 30,000
FLORIDA PROGRESS CORP COM 341109106 5,674 134,100 SH SOLE 134,100
FLORIDA ROCK INDUSTRIES COM 341140101 1,212 35,200 SH SOLE 35,200
FLOW INTL CORP COM 343468104 34 3,000 SH SOLE 3,000
FLOWERS INDUSTRIES COM 343496105 792 49,700 SH SOLE 49,700
FLOWSERVE CORPORATION COM 34354P105 1,046 61,534 SH SOLE 61,534
FLUOR CORP COM 343861100 4,545 99,075 SH SOLE 99,075
FLYCAST COMMUNICATIONS COM 344067103 39 300 SH SOLE 300
FOAMEX INTERNATIONAL INC COM 344123104 3 400 SH SOLE 400
FOCAL COMMUNICATIONS COM 344155106 29 1,200 SH SOLE 1,200
FOOTSTAR INC COM 344912100 1,193 39,100 SH SOLE 39,100
FORD MOTOR COMPANY COM 345370100 3,960 74,100 SH OTHER (1) 74,100
FORD MOTOR COMPANY COM 345370100 85,607 1,601,995 SH SOLE 1,601,995
FOREMOST CORP OF AMERICA COM 345469100 1,240 43,700 SH SOLE 43,700
FOREST CITY ENTERPRISES CL A 345550107 1,380 49,300 SH SOLE 49,300
FOREST LABS INC CL A 345838106 3,385 55,100 SH SOLE 55,100
FOREST OIL CORP COM 346091606 1,161 88,000 SH SOLE 88,000
FORRESTER RESEARCH COM 346563109 1,047 15,200 SH SOLE 15,200
FORT JAMES CORPORATION COM 347471104 6,964 254,395 SH SOLE 254,395
FORTUNE BRANDS INC COM 349631101 7,560 228,658 SH SOLE 228,658
FORWARD AIR CORP COM 349853101 989 22,800 SH SOLE 22,800
FOSSIL INCORPORATED COM 349882100 1,213 52,450 SH SOLE 52,450
FOSTER WHEELER CORP COM 350244109 874 98,485 SH SOLE 98,485
FOUNDATION HEALTH SYSTEMS COM 350404109 1,994 200,700 SH SOLE 200,700
FOUNDRY NETWORKS INC COM 35063R100 362 1,200 SH SOLE 1,200
4 KIDS ENTERTAINMENT COM 350865101 512 18,300 SH SOLE 18,300
4FRONT TECHNOLOGIES COM 351042106 19 1,400 SH SOLE 1,400
FOX ENTERTAINMENT GRP CL A 35138T107 2,581 103,500 SH SOLE 103,500
FRANCHISE FINANCE (REIT) COM 351807102 29 1,200 SH SOLE 1,200
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FRANKLIN COVEY CO COM 353469109 30 4,000 SH SOLE 4,000
FRANKLIN ELECTRIC CO INC COM 353514102 639 9,100 SH SOLE 9,100
FRANKLIN RESOURCES INC COM 354613101 10,670 332,800 SH SOLE 332,800
FREEDOM SECURITIES CORP COM 35644K103 14 1,200 SH SOLE 1,200
FREEPORT-MCMORAN SER B CL B 35671D857 4,500 213,009 SH SOLE 213,009
FREESHOP.COM INC. COM 356873109 14 300 SH SOLE 300
FREMONT GENERAL CORP COM 357288109 965 130,800 SH SOLE 130,800
FRENCH FRAGRANCES INC COM 357658103 5 700 SH SOLE 700
FRESH DEL MONTE PRODUCE ORD G36738105 800 88,900 SH SOLE 88,900
FRIEDE GOLDMAN HALTER INC COM 358430106 467 67,355 SH SOLE 67,355
FRITZ COMPANIES INC COM 358846103 717 68,300 SH SOLE 68,300
FRONTIER AIRLINES INC COM 359065109 3 300 SH SOLE 300
FRONTIER FINANCIAL CORP COM 35907K105 584 29,200 SH SOLE 29,200
FRONTIER INS GROUP INC COM 359081106 23 6,800 SH SOLE 6,800
FRONTIER OIL CORP COM 35914P105 14 2,000 SH SOLE 2,000
FROZEN FOOD EXPRESS IND. COM 359360104 12 3,200 SH SOLE 3,200
FULLER COM 359694106 1,298 23,200 SH SOLE 23,200
FULTON FIN CORP COM 360271100 842 46,775 SH SOLE 46,775
FURNITURE BRANDS INTL INC COM 360921100 1,866 84,800 SH SOLE 84,800
G&K SERVICES INC. CL A 361268105 1,219 37,650 SH SOLE 37,650
GA FINANCIAL COM 361437106 11 800 SH SOLE 800
GATX CORP COM 361448103 847 25,100 SH SOLE 25,100
GBC BANCORP COM 361475106 4 200 SH SOLE 200
GC COMPANIES INC. COM 36155Q109 52 2,000 SH SOLE 2,000
GST TELECOMM. INC. COM 361942105 999 110,200 SH SOLE 110,200
GP STRATEGIES CORPORATION COM 36225V104 9 1,500 SH SOLE 1,500
GPU INC COM 36225X100 4,944 165,152 SH SOLE 165,152
GTE CORP COM 362320103 2,660 37,700 SH OTHER (1) 37,700
GTE CORP COM 362320103 90,002 1,275,498 SH SOLE 1,275,498
GABELLI ASSET MGMT INC CL A 36239Y102 11 700 SH SOLE 700
GABLES RESIDTL TR (REIT) SH BEN INT 362418105 12 500 SH SOLE 500
GADZOOX NETWORKS INC COM 362555104 26 600 SH SOLE 600
GALILEO INTERNATIONAL INC COM 363547100 1,557 52,000 SH SOLE 52,000
ARTHUR J. GALLEGHER & CO COM 363576109 1,943 30,000 SH SOLE 30,000
GANNETT CO COM 364730101 30,243 370,792 SH SOLE 370,792
GAP INC COM 364760108 4,574 99,437 SH OTHER (1) 99,437
GAP INC COM 364760108 51,337 1,116,025 SH SOLE 1,116,025
GARDEN FRESH RESTAURANT COM 365235100 10 600 SH SOLE 600
GARDNER DENVER MACHINERY COM 365558105 48 2,900 SH SOLE 2,900
GARTNER GROUP INC CL.B CL B 366651206 27 1,951 SH SOLE 1,951
GASONICS INTL CORP COM 367278108 22 1,100 SH SOLE 1,100
GATEWAY INC COM 367626108 29,474 409,000 SH SOLE 409,000
GAYLORD ENTERTAINMENT COM 367905106 1,614 53,900 SH SOLE 53,900
GAYLORD CONTAINER CORP CL A 368145108 599 87,900 SH SOLE 87,900
GEERLING & WADE COM 368473104 3 400 SH SOLE 400
GELTEX PHARMACEUTICALS COM 368538104 6 500 SH SOLE 500
GENCORP INCORPORATED COM 368682100 761 77,100 SH SOLE 77,100
GENENTECH INC. COM NEW 368710406 565 4,200 SH SOLE 4,200
GENERAL CABLE CORP COM 369300108 13 1,700 SH SOLE 1,700
GENERAL CIGAR HOLDINGS CL A 36933P100 4 500 SH SOLE 500
GENERAL COMMUNICATION CL A 369385109 45 10,300 SH SOLE 10,300
GENERAL DYNAMICS CORP COM 369550108 2,142 40,600 SH OTHER (1) 40,600
GENERAL DYNAMICS CORP COM 369550108 13,813 261,862 SH SOLE 261,862
GENERAL ELECTRIC CO COM 369604103 11,513 74,400 SH OTHER (1) 74,400
GENERAL ELECTRIC CO COM 369604103 657,222 4,246,992 SH SOLE 4,246,992
GENERAL GROWTH PROP REIT COM 370021107 31 1,100 SH SOLE 1,100
GENERAL INSTRUMENT CORP COM 370120107 19,534 229,808 SH SOLE 229,808
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GENERAL MILLS INC COM 370334104 1,609 45,000 SH OTHER (1) 45,000
GENERAL MILLS INC COM 370334104 14,444 404,018 SH SOLE 404,018
GENERAL MOTORS CORP COM 370442105 61,633 847,923 SH SOLE 847,923
GENERAL MOTORS-CLASS H CL H NEW 370442832 7,745 80,682 SH SOLE 80,682
GENERAL SEMICONDUCTOR INC COM 370787103 858 60,500 SH SOLE 60,500
GENESCO INC COM 371532102 472 36,300 SH SOLE 36,300
GENESEE CORP - CL B CL B 371601204 4 200 SH SOLE 200
GENTEX CORP COM 371901109 1,290 46,500 SH SOLE 46,500
GENESIS HEALTH VENTURES COM 371912106 20 9,700 SH SOLE 9,700
GENESYS TELECOM COM 371931106 1,021 18,900 SH SOLE 18,900
GENLYTE GROUP INC. COM 372302109 487 22,800 SH SOLE 22,800
GENRAD COM 372447102 789 48,900 SH SOLE 48,900
GENUINE PARTS CO COM 372460105 5,577 224,751 SH SOLE 224,751
GEON COMPANY COM 37246W105 1,264 38,900 SH SOLE 38,900
GENZYME- GENERAL DIVISION COM 372917104 2,057 45,700 SH SOLE 45,700
GENZYME SURGICAL PRODUCTS COM SURG PRODS 372917609 3 496 SH SOLE 496
GEORGIA GULF CORP COM 373200203 18 600 SH SOLE 600
GEORGIA-PACIFIC GROUP COM 373298108 11,555 227,682 SH SOLE 227,682
GEORGIA PAC(TIMBER GROUP) COM-TIMBER GRP 373298702 1,276 51,800 SH SOLE 51,800
GERALD STEVENS INC COM 37369G101 9 1,100 SH SOLE 1,100
GERBER SCIENTIFIC INC. COM 373730100 913 41,600 SH SOLE 41,600
GETTHERE.COM INC COM 374266104 28 700 SH SOLE 700
GETTY IMAGES INC COM 374276103 1,188 24,300 SH SOLE 24,300
GETTY RLTY CORP NEW COM 374297109 11 1,000 SH SOLE 1,000
GIBRALTAR STEEL CORP COM 37476F103 5 200 SH SOLE 200
GIBSON GREETINGS INC COM 374827103 28 3,100 SH SOLE 3,100
GILEAD SCIENCES INC COM 375558103 1,454 26,865 SH SOLE 26,865
GILLETTE COMPANY COM 375766102 57,092 1,386,148 SH SOLE 1,386,148
GLATFELTER P.H. CO COM 377316104 1,012 69,500 SH SOLE 69,500
GLEASON COM 377339106 19 800 SH SOLE 800
GLENAYRE TECHNOLOGIES INC COM 377899109 9 800 SH SOLE 800
GLENBOROUGH REALTY (REIT) COM 37803P105 12 900 SH SOLE 900
GLIMCHER REALTY TRUST SH BEN INT 379302102 10 800 SH SOLE 800
GLOBAL CROSSING LTD COM G3921A100 27,990 559,795 SH SOLE 559,795
GLOBAL INDUSTRIES LMTD COM 379336100 1,290 149,600 SH SOLE 149,600
GLOBAL IMAGING SYSTEMS COM 37934A100 537 43,800 SH SOLE 43,800
GLOBAL MARINE INC COM 379352404 1,636 98,400 SH SOLE 98,400
GLOBAL TELESYSTEMS GROUP COM 37936U104 3,667 105,900 SH SOLE 105,900
GLOBAL SPORTS INC COM 37937A107 384 30,600 SH SOLE 30,600
GLOBESPAN INC COM 379571102 20 300 SH SOLE 300
GLOBIX CORP COM 37957F101 24 400 SH SOLE 400
GOLDEN CYCLE GOLD CORP COM 380894105 4 600 SH SOLE 600
GOLDEN STATE BANCORP INC COM 381197102 1,323 76,700 SH SOLE 76,700
GOLDEN STATE VINTNERS INC CL B 38121K208 2 400 SH SOLE 400
GOLDEN WEST FINANCIAL COM 381317106 7,201 214,957 SH SOLE 214,957
GOLDMAN SACHS COM 38141G104 151 1,600 SH SOLE 1,600
GOLF TRUST OF AMER (REIT) COM 38168B103 15 900 SH SOLE 900
GOODRICH B F CO COM 382388106 3,724 135,409 SH SOLE 135,409
GOODYEAR TIRE & RUBBER CO COM 382550101 4,948 175,526 SH SOLE 175,526
GOODYS FAMILY CLOTHING COM 382588101 43 8,000 SH SOLE 8,000
GOTTSCHALKS COM 383485109 31 4,200 SH SOLE 4,200
GO2NET INC. COM 383486107 1,810 20,800 SH OTHER (1) 20,800
GO2NET INC. COM 383486107 1,418 16,300 SH SOLE 16,300
GOTO.COM INC COM 38348T107 65 1,100 SH SOLE 1,100
W.R. GRACE & COMPANY-NEW COM 38388F108 2,339 168,600 SH SOLE 168,600
GRACO INC. COM 384109104 1,203 33,537 SH SOLE 33,537
GRAINGER (W.W.) INC COM 384802104 5,848 122,308 SH SOLE 122,308
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GRAND PREMIER FINANCIAL COM 386174106 547 36,900 SH SOLE 36,900
GRAND UNION CO. COM 386532402 663 65,500 SH SOLE 65,500
GRANITE CONSTRUCTION INC. COM 387328107 788 42,750 SH SOLE 42,750
GRAY COMMUNICATION COM 389190109 12 700 SH SOLE 700
GRAY COMMUNICATIONS CL B 389190208 3 200 SH SOLE 200
GREAT ATLANTIC & PAC COM 390064103 2,500 89,700 SH SOLE 89,700
GREAT LAKES CHEMICAL COM 390568103 3,025 79,225 SH SOLE 79,225
GREAT SOUTHN BANCORP COM 390905107 11 500 SH SOLE 500
GREAT PLAINS SOFTWARE COM 39119E105 1,914 25,600 SH SOLE 25,600
GREATER BAY BANCORP COM 391648102 870 20,300 SH SOLE 20,300
GREEN MOUNTAIN POWER COM 393154109 16 2,200 SH SOLE 2,200
GREENBRIER COMPANIES INC COM 393657101 2 200 SH SOLE 200
GREENPOINT FIN'L CORP COM 395384100 1,553 65,200 SH SOLE 65,200
GREIF BROTHERS CORP CL A 397624107 1,116 37,500 SH SOLE 37,500
GREY ADVERTISING INC COM 397838103 920 2,300 SH SOLE 2,300
GREY WOLF INCORPORATED COM 397888108 770 267,800 SH SOLE 267,800
GRIFFON CORP COM 398433102 48 6,100 SH SOLE 6,100
GROUP ONE AUTOMOTIVE COM 398905109 509 36,500 SH SOLE 36,500
GROUP MAINT AMERICA COM 39943E107 680 63,600 SH SOLE 63,600
GROVE REAL ESTATE SH BEN INT 399613108 13 1,000 SH SOLE 1,000
GTECH HOLDINGS CORP COM 400518106 1,261 57,300 SH SOLE 57,300
GUESS INC COM 401617105 17 800 SH SOLE 800
GUEST SUPPLY INC COM 401630108 9 600 SH SOLE 600
GUIDANT CORPORATION COM 401698105 18,457 392,708 SH SOLE 392,708
GUILFORD MILLS INC. COM 401794102 31 4,300 SH SOLE 4,300
GUITAR CENTER INC COM 402040109 11 1,100 SH SOLE 1,100
GULF ISLAND FABRICATION COM 402307102 12 1,300 SH SOLE 1,300
GULFMARK OFFSHORE INC COM 402629109 4 300 SH SOLE 300
GUM TECH INTL INC. COM 402803100 6 400 SH SOLE 400
GYMBOREE CORPORATION COM 403777105 27 4,800 SH SOLE 4,800
HCC INSURANCE HOLDING INC COM 404132102 1,058 80,250 SH SOLE 80,250
HNC SOFTWARE COM 40425P107 1,512 14,300 SH SOLE 14,300
HRPT PROPERTIES (REIT) COM SH BEN INT 40426W101 25 2,800 SH SOLE 2,800
HSB GROUP INC COM 40428N109 1,606 47,500 SH SOLE 47,500
HS RESOURCESINC COM 404297103 78 4,500 SH SOLE 4,500
HA LO INDUSTRIES COM 404429102 694 92,575 SH SOLE 92,575
HADCO CORP COM 404681108 1,301 25,500 SH SOLE 25,500
HAEMONETICS CORPORATION COM 405024100 1,017 42,700 SH SOLE 42,700
HAGGAR CORPORATION COM 405173105 27 2,400 SH SOLE 2,400
HAIN FOOD GROUP INC COM 405219106 609 27,200 SH SOLE 27,200
HALLIBURTON CO COM 406216101 23,177 575,835 SH SOLE 575,835
HANCOCK FABRICS INC COM 409900107 12 3,700 SH SOLE 3,700
HANCOSK HOLDING CO COM 410120109 699 18,045 SH SOLE 18,045
HANDLEMAN CO DEL COM 410252100 673 50,300 SH SOLE 50,300
HANGER ORTHOPEDIC COM NEW 41043F208 48 4,800 SH SOLE 4,800
HANNA COMPANY COM 410522106 877 80,200 SH SOLE 80,200
HANNAFORD BROS CO COM 410550107 2,031 29,300 SH SOLE 29,300
HANOVER COMPRESSOR COM 410768105 1,774 47,000 SH SOLE 47,000
HANOVER DIRECT INC COM 410783104 1,241 342,400 SH SOLE 342,400
HARBINGER CORP COM 41145C103 2,026 63,700 SH SOLE 63,700
HARCOURT GENERAL INC COM 41163G101 3,890 96,648 SH SOLE 96,648
HARBOR FLORIDA BANCSHARES COM 411901101 618 47,800 SH SOLE 47,800
HARDINGE INCORPORATED COM 412324303 10 800 SH SOLE 800
JOHN HARLAND COM 412693103 934 51,000 SH SOLE 51,000
HARLEY DAVIDSON INC COM 412822108 6,073 94,800 SH SOLE 94,800
HARLEYSVILLE GROUP INC. COM 412824104 684 48,000 SH SOLE 48,000
HARLEYSVILLE NATIONAL PA COM 412850109 7 200 SH SOLE 200
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HARMAN INTERNATIONAL COM 413086109 1,830 32,600 SH SOLE 32,600
HARMON INDUSTRIES COM 413136102 27 2,200 SH SOLE 2,200
HARMONIC INC. COM 413160102 1,680 17,700 SH SOLE 17,700
HARRAH'S ENTERTAINMENT COM 413619107 1,856 70,200 SH OTHER (1) 70,200
HARRAH'S ENTERTAINMENT COM 413619107 4,500 170,211 SH SOLE 170,211
HARRIS CORP DEL COM 413875105 1,292 48,400 SH SOLE 48,400
HARRIS FINANCIAL INC COM 414541102 3 400 SH SOLE 400
HARSCO CORP COM 415864107 495 15,600 SH SOLE 15,600
HARTE-HANKS INC COM 416196103 861 39,600 SH SOLE 39,600
HARTFORD FINANCIAL SVCS COM 416515104 14,473 305,492 SH SOLE 305,492
HARTFORD LIFE CLASS A CL A 416592103 774 17,600 SH SOLE 17,600
HARTMARX CORP COM 417119104 30 7,400 SH SOLE 7,400
HASBRO INC COM 418056107 5,025 263,609 SH SOLE 263,609
HAVERTY FURNITURE COM 419596101 467 37,000 SH SOLE 37,000
HAWAIIAN ELECTRIC INDS COM 419870100 1,530 53,000 SH SOLE 53,000
HAWK CORPORATION CL A 420089104 7 1,200 SH SOLE 1,200
HAWKINS CHEMICAL INC COM 420200107 11 1,300 SH SOLE 1,300
HAYES LEMMERZ COM 420781106 870 49,900 SH SOLE 49,900
HEALTHCARE SERVICES GROUP COM 421906108 8 1,100 SH SOLE 1,100
HEALTH CARE PROP (REIT) COM 421915109 29 1,224 SH SOLE 1,224
HEALTHSOUTH CORPORATION COM 421924101 1,722 320,405 SH SOLE 320,405
HEALTH MANAGEMENT ASSOC CL A 421933102 1,655 123,728 SH SOLE 123,728
HEALTHCARE REALTY (REIT) COM 421946104 11 700 SH SOLE 700
HEALTH CARE (REIT) COM 42217K106 11 700 SH SOLE 700
HEALTH MGMT. SYSTEMS COM 42219M100 9 1,400 SH SOLE 1,400
HEALTHEON/WEBMD CORP COM 422209106 73 1,949 SH SOLE 1,949
HEALTHWORLD CORP COM 42222E103 17 800 SH SOLE 800
HEARST-ARGYLE TELEVISION COM 422317107 2,252 84,600 SH SOLE 84,600
HEARTLAND EXPRESS COM 422347104 880 55,847 SH SOLE 55,847
HEICO CORP NEW A CL A 422806208 15 700 SH SOLE 700
HEIDRICK & STRUGGLES INTL COM 422819102 13 300 SH SOLE 300
HEINZ H J CO COM 423074103 18,777 471,638 SH SOLE 471,638
HELEN OF TROY LTD COM G4388N106 462 63,700 SH SOLE 63,700
HELIX TECHNOLOGY CORP. COM 423319102 1,645 36,700 SH SOLE 36,700
HELLER FINANCIAL INC CL A 423328103 1,516 75,559 SH SOLE 75,559
HELMERICH & PAYNE INC COM 423452101 1,776 81,400 SH SOLE 81,400
HENRY (JACK) & ASSOC COM 426281101 1,874 34,900 SH SOLE 34,900
HERCULES INC COM 427056106 3,802 136,407 SH SOLE 136,407
HERSHEY FOODS INC COM 427866108 8,920 187,798 SH SOLE 187,798
HERTZ CORPORATION CLASS A CL A 428040109 1,404 28,000 SH SOLE 28,000
HEWLETT PACKARD CO COM 428236103 151,591 1,330,473 SH SOLE 1,330,473
HEXCEL CORP COM 428291108 5 900 SH SOLE 900
HI / FN INC COM 428358105 12 300 SH SOLE 300
HIBERNIA CORP - CL A CL A 428656102 886 83,400 SH SOLE 83,400
HICKORY TECH CORP. COM 429060106 8 500 SH SOLE 500
HIGH SPEED ACCESS COM 42979U102 21 1,200 SH SOLE 1,200
HIGHWOODS PROP (REIT) COM 431284108 30 1,300 SH SOLE 1,300
HILB ROGAL & HAMILTON CO COM 431294107 613 21,700 SH SOLE 21,700
HILLENBRAND INDUSTRIES COM 431573104 1,220 38,500 SH SOLE 38,500
HILTON HOTELS CORP COM 432848109 4,319 448,765 SH SOLE 448,765
HISPANIC BROADCASTING CL A 43357B104 2,785 30,200 SH SOLE 30,200
HOLLINGER INTL CLASS A CL A 435569108 805 62,200 SH SOLE 62,200
HOLLYWOOD ENTERTAINMENT COM 436141105 1,089 75,100 SH SOLE 75,100
HOLLYWOOD PARK INC COM 436255103 130 5,800 SH SOLE 5,800
HOLOGIC INCORPORATED COM 436440101 23 4,000 SH SOLE 4,000
HOME DEPOT COM 437076102 2,962 43,200 SH OTHER (1) 43,200
HOME DEPOT COM 437076102 201,184 2,934,322 SH SOLE 2,934,322
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HOME PROP OF NY (REIT) COM 437306103 14 500 SH SOLE 500
HOMEBASE INC. COM 43738E108 4 1,200 SH SOLE 1,200
HOMESTAKE MNG CO COM 437614100 2,531 323,907 SH SOLE 323,907
HOMESTORE.COM INC COM 437852106 104 1,400 SH SOLE 1,400
HON INDUSTRIES INC COM 438092108 880 40,100 SH SOLE 40,100
HONEYWELL INTL INC COM 438516106 60,180 1,043,202 SH SOLE 1,043,202
HOOPER HOLMES INC COM 439104100 1,223 47,500 SH SOLE 47,500
HORACE MANN EDUCATORS COM 440327104 1,323 67,400 SH SOLE 67,400
HORIZON FINANCIAL COM 44041F105 10 1,100 SH SOLE 1,100
HORMEL FOODS CORP COM 440452100 1,751 43,100 SH SOLE 43,100
HOSPITALITY PROP (REIT) COM SH BEN INT 44106M102 21 1,100 SH SOLE 1,100
HOST MARRIOTT CORP (NEW) COM 44107P104 39 4,700 SH SOLE 4,700
HOTJOBS.COM LIMITED COM 441474103 31 700 SH SOLE 700
HOUGHTON MIFLIN CO COM 441560109 873 20,700 SH SOLE 20,700
HOUSEHOLD INTL CORP COM 441815107 23,059 619,029 SH SOLE 619,029
HOUSTON EXPLORATION CO. COM 442120101 779 39,300 SH SOLE 39,300
HOWELL CORPORATION COM 443051107 3 600 SH SOLE 600
HOWMET INTERNATIONAL COM 443208103 1,122 62,100 SH SOLE 62,100
HUB GROUP CL A 443320106 8 400 SH SOLE 400
HUBBELL INC CLASS B CL B 443510201 1,045 38,338 SH SOLE 38,338
HUDSON CITY BANCORP COM 443683107 16 1,200 SH SOLE 1,200
HUDSON RIVER BANCORP INC. COM 444128102 12 1,200 SH SOLE 1,200
HUDSON UNITED BANCORP COM 444165104 1,524 59,629 SH OTHER (1) 59,629
HUDSON UNITED BANCORP COM 444165104 610 23,879 SH SOLE 23,879
HUFFY CORP COM 444356109 11 2,100 SH SOLE 2,100
HUGHES SUPPLY INC. COM 444482103 928 43,050 SH SOLE 43,050
HUGOTON ROYALTY TRUST UNIT BEN INT 444717102 11 1,300 SH SOLE 1,300
HUMANA INC COM 444859102 1,640 200,342 SH SOLE 200,342
HUMAN GENOME COM 444903108 2,076 13,600 SH SOLE 13,600
HUNT J B TRANS SVCS INC COM 445658107 815 58,850 SH SOLE 58,850
HUNTINGTON BANCSHARES COM 446150104 7,191 301,176 SH SOLE 301,176
HUSSMAN INTERNATIONAL INC COM 448110106 1,261 83,700 SH SOLE 83,700
HUTCHINSON TECHNOLOGY COM 448407106 984 46,300 SH SOLE 46,300
HUTTIG BUILDING PROD. INC COM 448451104 2 311 SH SOLE 311
ICN PHARMACEUTICALS INC COM 448924100 1,186 46,874 SH SOLE 46,874
IDT CORP COM 448947101 747 39,600 SH SOLE 39,600
HYPERCOM CORPORATION COM 44913M105 552 55,200 SH SOLE 55,200
HYPERION SOLUTIONS CORP COM 44914M104 2,268 52,145 SH SOLE 52,145
IBP INC COM 449223106 1,793 99,600 SH OTHER (1) 99,600
IBP INC COM 449223106 848 47,100 SH SOLE 47,100
ICG COMMUNICATIONS INC COM 449246107 1,459 77,800 SH SOLE 77,800
ICOS CORP COM 449295104 465 15,900 SH SOLE 15,900
IDEC PHARMACEUTICALS CORP COM 449370105 2,397 24,400 SH SOLE 24,400
IDG BOOKS WORLDWIDE CL A 449384106 9 800 SH SOLE 800
IDX SYSTEMS CORP COM 449491109 1,431 45,800 SH SOLE 45,800
IGEN INC COM 449536101 759 25,500 SH SOLE 25,500
IHOP CORP COM 449623107 652 39,100 SH SOLE 39,100
IMC GLOBAL INC COM 449669100 1,060 64,760 SH SOLE 64,760
IMCO RECYCLING INC COM 449681105 48 3,800 SH SOLE 3,800
IPC COMMUNICATIONS INC COM NEW 44980K206 21 300 SH SOLE 300
IMS HEALTH INC COM 449934108 11,002 404,686 SH SOLE 404,686
IRI INTERNATIONAL CORP. COM 45004F107 2 500 SH SOLE 500
IRT PROPERTY (REIT) COM 450058102 13 1,600 SH SOLE 1,600
ISS GROUP INC COM 450306105 1,700 23,900 SH SOLE 23,900
ITC DELTACOM INC COM 45031T104 1,025 37,100 SH SOLE 37,100
ITT EDUCATIONAL SERVICES COM 45068B109 631 40,850 SH SOLE 40,850
ITXC CORP COM 45069F109 24 700 SH SOLE 700
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IXL ENTERPRISES INC COM 450718101 78 1,400 SH SOLE 1,400
IBASIS INC COM 450732102 17 600 SH SOLE 600
IBIS TECHNOLOGY CORP COM 450909106 655 13,200 SH SOLE 13,200
ITT INDUSTRIES INC COM 450911102 3,877 115,947 SH SOLE 115,947
IDACORP INC COM 451107106 1,657 61,800 SH SOLE 61,800
IDEX CORP COM 45167R104 1,647 54,225 SH SOLE 54,225
IDEXX LABORATORIES INC COM 45168D104 1,164 72,200 SH SOLE 72,200
IKON OFFICE SOLUTIONS COM 451713101 2,352 345,277 SH SOLE 345,277
ILLINOIS TOOL WKS INC COM 452308109 26,654 394,513 SH SOLE 394,513
ILLINOVA CORP COM 452317100 1,491 42,900 SH SOLE 42,900
ILLUMINET HOLDINGS INC COM 452334105 33 600 SH SOLE 600
IMATION CORPORATION COM 45245A107 27 800 SH SOLE 800
IMCLONE SYSTEMS COM 45245W109 1,843 46,500 SH SOLE 46,500
IMANAGE INC COM 45245Y105 16 500 SH SOLE 500
IMMERSION CORPORATION COM 452521107 12 300 SH SOLE 300
IMMUCOR INC COM 452526106 15 1,100 SH SOLE 1,100
IMMUNEX CORPORATION-NEW COM 452528102 11,519 105,200 SH SOLE 105,200
IMPERIAL BANCORP COM 452556103 1,645 68,192 SH SOLE 68,192
IMPERIAL CREDIT IND. COM 452729106 12 1,900 SH SOLE 1,900
IMPERIAL CREDIT MTG REIT COM 45272T102 3 300 SH SOLE 300
IN FOCUS SYSTEMS INC. COM 452919103 856 36,900 SH SOLE 36,900
IMR GLOBAL CORP COM 45321W106 793 63,150 SH SOLE 63,150
INACOM CORP. COM 45323G109 73 10,040 SH SOLE 10,040
INCO LIMITED COM 453258402 3,305 140,649 SH SOLE 140,649
INCYTE PHAR. INC. COM 45337C102 2,772 46,200 SH SOLE 46,200
INDEPENDENCE COMMUNITY BK COM 453414104 1,395 111,600 SH SOLE 111,600
INDIANA ENERGY INC COM 454707100 872 49,133 SH SOLE 49,133
INDUSTRIAL BANCORP COM 455882100 7 500 SH SOLE 500
INDYMAC MORTGAGE (REIT) COM 456607100 20 1,600 SH SOLE 1,600
INFINITY BROADCASTING CL A 45662S102 289 7,975 SH SOLE 7,975
INET TECHNOLOGIES INC COM 45662V105 70 1,000 SH SOLE 1,000
INFOCURE CORP COM 45665A108 1,413 45,300 SH SOLE 45,300
INFORMATICA COM 45666Q102 43 400 SH SOLE 400
INFORMATION HOLDINGS INC. COM 456727106 20 700 SH SOLE 700
INFO RESOURCES ENGINEERNG COM PAR $0.01 45675F303 10 500 SH SOLE 500
INFORMIX CORP COM 456779107 1,138 99,500 SH SOLE 99,500
INFOSPACE.COM COM 45678T102 235 1,100 SH SOLE 1,100
INFOUSA INC. COM 456818301 15 1,100 SH SOLE 1,100
INGERSOLL RAND CO COM 456866102 11,902 216,147 SH SOLE 216,147
INFO RESOURCES COM 456905108 51 5,500 SH SOLE 5,500
INGRAM MICRO CL A 457153104 1,558 118,700 SH SOLE 118,700
INHALE THERAPEUTIC SYS COM 457191104 1,200 28,200 SH SOLE 28,200
INKTOMI CORP COM 457277101 195 2,200 SH SOLE 2,200
INNOVEX INCORPORATED COM 457647105 19 2,000 SH SOLE 2,000
INPUT/OUTPUT INC. COM 457652105 67 13,200 SH SOLE 13,200
INSIGHT ENTER. COM 45765U103 1,714 42,200 SH SOLE 42,200
INSITUFORM TECHNOLOGIES CL A 457667103 1,187 42,000 SH SOLE 42,000
INPRISE CORP COM 45766C102 1,050 94,900 SH SOLE 94,900
INSO CORPORATION COM 457674109 829 25,700 SH SOLE 25,700
INSIGHT COMMUNICATIONS CL A 45768V108 30 1,000 SH SOLE 1,000
INKEEPERS USA TRUST(REIT) COM 4576J0104 12 1,500 SH SOLE 1,500
INSTEEL INDUSTRIES COM 45774W108 15 1,700 SH SOLE 1,700
INSURANCE AUTO AUCTIONS COM 457875102 35 2,200 SH SOLE 2,200
INSWEB COM 45809K103 15 600 SH SOLE 600
INTEGRATED DEVICE TECH COM 458118106 1,517 52,300 SH SOLE 52,300
INTEGRATED ELECTRICA COM 45811E103 649 64,500 SH SOLE 64,500
INTEGRATED SYSTEMS INC COM 45812M104 1,309 39,000 SH SOLE 39,000
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INTEL CORP COM 458140100 1,811 22,000 SH OTHER (1) 22,000
INTEL CORP COM 458140100 354,202 4,303,140 SH SOLE 4,303,140
INTER-TEL INC. COM 458372109 1,063 42,500 SH SOLE 42,500
INTERACTIVE INTELLIGENCE COM 45839M103 8 300 SH SOLE 300
INTERACTIVE PICTURES CORP COM 45839N101 14 600 SH SOLE 600
INTERCEPT GROUP INC. COM 45845L107 21 700 SH SOLE 700
INTERDENT COM 45865R109 11 1,400 SH SOLE 1,400
INTERFACE INC. CL A CL A 458665106 66 11,500 SH SOLE 11,500
INTERDIGITAL COMMUNI COM 45866A105 6,083 81,100 SH SOLE 81,100
INTERGRAPH CORP COM 458683109 5 1,000 SH SOLE 1,000
INTERIM SERVICES INC COM 45868P100 332 13,430 SH SOLE 13,430
INTERLEAF INC COM NEW 458729209 720 21,400 SH SOLE 21,400
INTERLIANT INC COM 458742103 23 900 SH SOLE 900
INTERMAGNETICS GENERAL COM 458771102 38 4,300 SH SOLE 4,300
INTERMEDIA COMMUNICATIONS COM 458801107 1,308 33,700 SH SOLE 33,700
INTERMET CORP COM 45881K104 66 5,700 SH SOLE 5,700
INTERNAP NETWORK SERVICES COM 45885A102 260 1,500 SH SOLE 1,500
INTERNATIONAL BANCSHARES COM 459044103 1,257 28,400 SH SOLE 28,400
IBM CORPORATION COM 459200101 1,868 17,300 SH OTHER (1) 17,300
IBM CORPORATION COM 459200101 252,807 2,340,804 SH SOLE 2,340,804
INTERNATIONAL FLAVORS COM 459506101 5,165 136,828 SH SOLE 136,828
INTERNATIONAL HOME FOODS COM 459655106 810 46,600 SH SOLE 46,600
INTL GAME TECHNOLOGY COM 459902102 1,229 60,500 SH SOLE 60,500
INTERNATIONAL PAPER CO COM 460146103 30,626 542,660 SH SOLE 542,660
INTERNATIONAL RECTIFIER COM 460254105 2,535 97,500 SH SOLE 97,500
INTERNATIONAL SPEEDWAY CL A 460335201 1,574 31,245 SH SOLE 31,245
INTL SPECIALTY PRODS INC COM 460337108 1,031 112,200 SH SOLE 112,200
INTERNET CAPITAL GROUP COM 46059C106 102 600 SH SOLE 600
INTERPUBLIC GROUP COM 460690100 21,507 372,820 SH SOLE 372,820
INTERSTATE BAKERIES INC COM 46072H108 700 38,600 SH SOLE 38,600
INTERSTATE HOTELS CORP COM 46088R108 0 90 SH SOLE 90
INTERWEST BANCORP INC COM 460931108 400 20,800 SH SOLE 20,800
INTRANET SOLUTIONS I COM NEW 460939309 914 24,700 SH SOLE 24,700
INTERNET.COM CORP COM 460967102 31 600 SH SOLE 600
INTERTAN INC. COM 461120107 862 33,000 SH SOLE 33,000
INTERTRUST TECHNOLOGIES COM 46113Q109 94 800 SH SOLE 800
INTERVOICE-BRITE INC COM 461142101 1,246 53,578 SH SOLE 53,578
INTERWORLD CORPORATION COM 46114Q108 60 700 SH SOLE 700
INTERVU INCORPORATED COM 46114R106 2,751 26,200 SH SOLE 26,200
INTERWOVEN INC COM 46114T102 73 600 SH SOLE 600
INTIMATE BRANDS INC. CL A 461156101 6,575 152,470 SH SOLE 152,470
INTRAWARE INC. COM 46118M103 64 800 SH SOLE 800
INTUIT INCORPORATED COM 461202103 6,702 111,815 SH SOLE 111,815
INVACARE CORPORATION COM 461203101 1,077 53,700 SH SOLE 53,700
INVESTMENT TECHNOLOGY GRP COM 46145F105 1,507 52,400 SH SOLE 52,400
INVITROGEN CORP COM 46185R100 24 400 SH SOLE 400
INVESTORS FINANCIAL SERV COM 461915100 1,104 24,000 SH SOLE 24,000
IOMEGA CORPORATION COM 462030107 1,496 443,400 SH SOLE 443,400
IONICS INC COM 462218108 835 29,700 SH SOLE 29,700
IPALCO ENTERPRISES INC COM 462613100 867 50,800 SH SOLE 50,800
IRON MOUNTAIN COM 46284P104 2,282 58,050 SH SOLE 58,050
IRWIN FINANCIAL COM 464119106 629 35,300 SH SOLE 35,300
ISIS PHARMACEUTICALS COM 464330109 722 115,500 SH SOLE 115,500
ISLE OF CAPRIS CASINOS COM 464592104 15 1,100 SH SOLE 1,100
IT GROUP COM 465266104 12 1,300 SH SOLE 1,300
ITRON INC COM 465741106 18 2,900 SH SOLE 2,900
I2 TECHNOLOGIES COM 465754109 8,385 43,000 SH SOLE 43,000
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IVAX CORPORATION COM 465823102 1,730 67,200 SH SOLE 67,200
IVILLAGE INC COM 46588H105 12 600 SH SOLE 600
JDN REALTY (REIT) COM 465917102 15 900 SH SOLE 900
IXNET INC COM 46601C109 33 1,100 SH SOLE 1,100
J & J SNACK FOODS CORP COM 466032109 49 2,400 SH SOLE 2,400
JDS UNIPHASE CORP COM 46612J101 21,487 133,200 SH SOLE 133,200
JDA SOFTWARE GROUP COM 46612K108 652 39,800 SH SOLE 39,800
JLG INDUSTRIES COM 466210101 1,285 80,600 SH SOLE 80,600
JNI CORPORATION COM 46622G105 26 400 SH SOLE 400
JP REALTY (REIT) COM 46624A106 11 700 SH SOLE 700
JSB FINANCIAL INC. COM 46624M100 887 17,100 SH SOLE 17,100
JABIL CIRCUIT INC COM 466313103 3,504 48,000 SH SOLE 48,000
JACK IN THE BOX INC COM 466367109 1,299 62,800 SH SOLE 62,800
JACOBS ENGINEERING COM 469814107 1,388 42,700 SH SOLE 42,700
JAKKS PACIFIC INC COM 47012E106 503 26,900 SH SOLE 26,900
JAN BELL MARKETING COM 470760109 14 4,800 SH SOLE 4,800
JASON INC COM 471171108 9 1,200 SH SOLE 1,200
JAVELIN SYSTEMS INC COM 471896100 9 1,000 SH SOLE 1,000
JEFFERIES GROUP INC COM 472319102 119 5,400 SH SOLE 5,400
JEFFERSON PILOT CORP COM 475070108 9,748 142,822 SH SOLE 142,822
JFAX.COM COM 477366108 3 400 SH SOLE 400
JO-ANN STORES INC CL A CL A 47758P109 47 4,200 SH SOLE 4,200
JOHN NUVEEN COMPANY CL A CL A 478035108 566 15,700 SH SOLE 15,700
JOHNS MANVILLE CORP COM 478129109 1,222 87,300 SH SOLE 87,300
JOHNSON & JOHNSON COM 478160104 6,388 68,600 SH OTHER (1) 68,600
JOHNSON & JOHNSON COM 478160104 165,078 1,772,648 SH SOLE 1,772,648
JOHNSON CONTROLS COM 478366107 6,562 115,375 SH SOLE 115,375
JONES APPAREL GROUP COM 480074103 2,029 74,800 SH SOLE 74,800
JONES INTERCABLE INC-CL A CL A 480206200 1,580 22,800 SH SOLE 22,800
JONES LANG LASALLE INC COM 48020Q107 13 1,100 SH SOLE 1,100
JONES PHARMACEUTICALS COM 480236108 43 1,000 SH SOLE 1,000
JOSTENS COM 481088102 1,950 80,200 SH SOLE 80,200
JOURNAL REGISTER CO COM 481138105 1,179 76,400 SH SOLE 76,400
JUNIPER NETWORKS INC COM 48203R104 408 1,200 SH SOLE 1,200
JUNO LIGHTING INC COM NEW 482047206 0 29 SH SOLE 29
JUNO ONLINE SERVICES INC COM 482048105 32 900 SH SOLE 900
JUPITER COMMUNICATIONS COM 482050101 9 300 SH SOLE 300
JUST FOR FEET INC COM 48213P106 0 6,300 SH SOLE 6,300
JUSTIN INDUSTRIES COM 482171105 713 47,900 SH SOLE 47,900
JWGENESIS FINANCIAL COM 482227105 27 900 SH SOLE 900
KLA-TENCOR CORPORATION COM 482480100 12,616 113,275 SH SOLE 113,275
K MART CORP COM 482584109 5,258 522,517 SH SOLE 522,517
K-SWISS INC. CLASS A CL A 482686102 52 2,800 SH SOLE 2,800
K2 INCORPORATED COM 482732104 27 3,500 SH SOLE 3,500
K V PHARMACEUTICAL CL A 482740206 656 29,900 SH SOLE 29,900
KAISER ALUMINUM COM 483007100 1,000 130,100 SH SOLE 130,100
KAMAN CORP CL A 483548103 71 5,500 SH SOLE 5,500
KANA COMMUNICATIONS INC COM 483600102 144 700 SH SOLE 700
KANSAS CITY LIFE COM 484836101 689 20,400 SH SOLE 20,400
KANSAS CITY POWER & LIGHT COM 485134100 821 37,200 SH SOLE 37,200
KANSAS CITY SOUTHERN INDS COM 485170104 11,045 148,000 SH SOLE 148,000
KAUFMAN & BROAD HOME CORP COM 486168107 2,629 108,681 SH SOLE 108,681
KAYDON CORPORATION COM 486587108 1,402 52,300 SH SOLE 52,300
KEANE INCORPORATED COM 486665102 1,476 46,500 SH SOLE 46,500
KEEBLER FOODS COMPANY COM 487256109 51 1,800 SH SOLE 1,800
KELLOGG CO COM 487836108 16,249 527,362 SH SOLE 527,362
KELLSTROM INDS COM 488035106 2 200 SH SOLE 200
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KELLWOOD CO COM 488044108 1,005 51,700 SH SOLE 51,700
2KELLY SERVICES INC CL A CL A 488152208 18 700 SH SOLE 700
KEMET CORPORATION COM 488360108 1,136 25,200 SH SOLE 25,200
KENNAMETAL INC COM 489170100 1,654 49,200 SH SOLE 49,200
KENT ELECTRONICS CORP COM 490553104 1,190 52,300 SH SOLE 52,300
KERR MCGEE CORP COM 492386107 6,867 110,758 SH SOLE 110,758
KEY ENERGY SERVICES INC. COM 492914106 699 134,700 SH SOLE 134,700
KEY PRODUCTION CO COM 493138101 9 1,200 SH SOLE 1,200
KEYCORP COM 493267108 13,146 594,154 SH SOLE 594,154
KEYNOTE COM 493308100 44 600 SH SOLE 600
KEYSPAN CORPORATION COM 49337W100 1,874 80,834 SH SOLE 80,834
KEYSTONE FINANCIAL COM 493482103 653 31,000 SH SOLE 31,000
KEYSTONE PROPERTY TRUST COM 493596100 14 900 SH SOLE 900
KIMBALL INTL CL B 494274103 1,092 66,200 SH SOLE 66,200
KILROY REALTY (REIT) COM 49427F108 18 800 SH SOLE 800
KIMBERLY-CLARK CORP COM 494368103 45,801 701,935 SH SOLE 701,935
KIMCO REALTY CORP (REIT) COM 49446R109 44 1,300 SH SOLE 1,300
KINDER MORGAN INC COM 49455P101 1,357 67,200 SH SOLE 67,200
KING PHARMACEUTICALS INC. COM 495582108 1,589 28,350 SH SOLE 28,350
KIRBY CORP. COM 497266106 933 45,500 SH SOLE 45,500
KITTY HAWK INC COM 498326107 1 200 SH SOLE 200
KNIGHT-RIDDER INC COM 499040103 6,603 110,983 SH SOLE 110,983
KNIGHT TRANSPORTATION INC COM 499064103 14 800 SH SOLE 800
KNIGHT/TRIMARK GROUP INC. CL A 499067106 3,018 65,600 SH SOLE 65,600
KOGER EQUITY INC (REIT) COM 500228101 12 700 SH SOLE 700
KOHL'S CORPORATION COM 500255104 15,463 214,200 SH SOLE 214,200
KOMAG INC COM 500453105 33 10,700 SH SOLE 10,700
KONOVER PROPERTY INC. COM 50047R100 10 1,600 SH SOLE 1,600
KOPIN CORPORATION COM 500600101 2,008 47,800 SH SOLE 47,800
KORN/FERRY INTL COM NEW 500643200 33 900 SH SOLE 900
KROGER CO COM 501044101 20,242 1,072,442 SH SOLE 1,072,442
KROLL-O'GARA COMPANY COM 501050108 685 41,500 SH SOLE 41,500
KRONOS INCORPORATED COM 501052104 1,245 20,750 SH SOLE 20,750
KULICKE & SOFFA INDS INC COM 501242101 1,660 39,000 SH SOLE 39,000
LCA-VISION INC. COM NEW 501803209 7 1,400 SH SOLE 1,400
LG&E ENERGY CORP COM 501917108 1,272 72,955 SH SOLE 72,955
LTV CORPORATION COM 501921100 669 162,100 SH SOLE 162,100
LHS GROUP INC. COM 501938104 879 35,800 SH SOLE 35,800
LNR PROPERTY CORPORATION COM 501940100 841 42,300 SH SOLE 42,300
LSB BANCSHARES INC COM 502158108 8 500 SH SOLE 500
LSI LOGIC COM 502161102 1,674 24,800 SH OTHER (1) 24,800
LSI LOGIC COM 502161102 12,886 190,897 SH SOLE 190,897
LTC PROPERTYS INC. COM 502175102 11 1,300 SH SOLE 1,300
LTX CORPORATION COM 502392103 1,542 68,900 SH SOLE 68,900
L-3 COMMUNICATIONS COM 502424104 29 700 SH SOLE 700
LA-Z-BOY CHAIR CO. COM 505336107 1,607 95,600 SH SOLE 95,600
LABOR READY INCORPORATED COM NEW 505401208 855 70,550 SH SOLE 70,550
LABONE INC COM 50540L105 9 1,300 SH SOLE 1,300
LAB CORP OF AMERICA COM 50540R102 770 208,800 SH SOLE 208,800
LABRANCHE & CO INC COM 505447102 15 1,200 SH SOLE 1,200
LACLEDE GAS COMPANY COM 505588103 677 31,300 SH SOLE 31,300
LAFARGE CORP. COMMON COM 505862102 1,315 47,600 SH SOLE 47,600
LAIDLAW INC COM 50730K503 0 1 SH SOLE 1
LAKELAND FINL CORP COM 511656100 12 800 SH SOLE 800
LAM RESEARCH CORPORATION COM 512807108 2,577 23,100 SH SOLE 23,100
LAMAR ADVERTISING CL A 512815101 1,569 25,900 SH SOLE 25,900
LANCASTER COLONY CORP COM 513847103 836 25,250 SH SOLE 25,250
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LANCE INC COM 514606102 482 48,200 SH SOLE 48,200
LANDAMERICA FINANCIAL GRP COM 514936103 15 800 SH SOLE 800
LANDMARK SYSTEMS CORP. COM 51506S100 16 1,500 SH SOLE 1,500
LANDS END COM 515086106 21 600 SH SOLE 600
LANDRY'S SEAFOOD RES COM 51508L103 55 6,300 SH SOLE 6,300
LANDSTAR SYSTEMS INC COM 515098101 711 16,600 SH SOLE 16,600
LANIER WORLDWIDE INC COM 51589L105 6 1,600 SH SOLE 1,600
LASER VISION CENTERS INC COM 51807H100 679 64,300 SH SOLE 64,300
LASON INC COM 51808R107 392 35,600 SH SOLE 35,600
LATITUDE COMMUNICATION COM 518292107 10 400 SH SOLE 400
LATTICE SEMICONDUCTOR COM 518415104 1,324 28,100 SH SOLE 28,100
ESTEE LAUDER COMPANIES CL A 518439104 3,768 74,700 SH SOLE 74,700
LAWSON PRODUCTS INC COM 520776105 46 2,000 SH SOLE 2,000
LEAP WIRELESS INTL. INC COM 521863100 2,410 30,700 SH SOLE 30,700
LEAR CORPORATION COM 521865105 1,197 37,400 SH SOLE 37,400
LEARNING TREE INTER. COM 522015106 991 35,400 SH SOLE 35,400
LEE ENTERPRISES COM 523768109 735 23,000 SH SOLE 23,000
LEGATO SYSTEMS INC COM 524651106 3,296 47,900 SH SOLE 47,900
LEGGETT & PLATT INC COM 524660107 5,492 256,200 SH SOLE 256,200
LEGG MASON INC COM 524901105 1,204 33,200 SH SOLE 33,200
LEHMAN BROS HOLDING INC COM 524908100 2,846 33,600 SH OTHER (1) 33,600
LEHMAN BROS HOLDING INC COM 524908100 13,413 158,380 SH SOLE 158,380
LENNAR CORPORATION COM 526057104 1,628 100,200 SH SOLE 100,200
LENNOX INTERNATIONAL INC. COM 526107107 10 1,100 SH SOLE 1,100
LEUCADIA NATIONAL CORP. COM 527288104 722 31,200 SH SOLE 31,200
LEVEL 3 COMM INC. COM 52729N100 16,727 204,300 SH SOLE 204,300
LEXMARK INT'L GROUP INC CL A 529771107 3,258 36,000 SH OTHER (1) 36,000
LEXMARK INT'L GROUP INC CL A 529771107 15,249 168,500 SH SOLE 168,500
LIBBEY INC COM 529898108 773 26,900 SH SOLE 26,900
LIBERATE TECHNOLOGIES COM 530129105 231 900 SH SOLE 900
LIBERTY CORPORATION COM 530370105 1,354 32,100 SH SOLE 32,100
LIBERTY DIGITAL INC CL.A CL A 530436104 52 700 SH SOLE 700
LIBERTY FINANCIAL CO COM 530512102 1,780 77,600 SH SOLE 77,600
LIBERTY PROP TR (REIT) COM 531172104 36 1,500 SH SOLE 1,500
LIFEMINDERS.COM INC COM 53219H108 23 400 SH SOLE 400
LIFEPOINT HOSPITALS INC COM 53219L109 13 1,100 SH SOLE 1,100
LIGAND PHARMACEUTICALS CL B 53220K207 573 44,500 SH SOLE 44,500
LIGHTBRIDGE INC. COM 532226107 733 26,400 SH SOLE 26,400
LILLIAN VERNON COM 532430105 21 1,900 SH SOLE 1,900
LILLY (ELI) & CO COM 532457108 93,991 1,413,392 SH SOLE 1,413,392
LILLY INDUSTRIES INC CL A 532491107 584 43,450 SH SOLE 43,450
LIMITED INC COM 532716107 12,874 297,236 SH SOLE 297,236
LINCARE HOLDING COM 532791100 1,325 38,200 SH SOLE 38,200
LINCOLN ELECTRIC HOLDINGS COM 533900106 1,537 74,500 SH SOLE 74,500
LINCOLN NATL CORP COM 534187109 10,317 257,926 SH SOLE 257,926
LINDSAY MFG CO COM 535555106 60 3,300 SH SOLE 3,300
LINEAR TECHNOLOGY COM 535678106 6,677 93,300 SH SOLE 93,300
LINENS 'N THINGS INC COM 535679104 619 20,900 SH SOLE 20,900
LIPOSOME INC COM 536310105 764 62,600 SH SOLE 62,600
LIQUI BOX CORPORATION COM 536314107 10 200 SH SOLE 200
LIQUID AUDIO COM 53631T102 11 400 SH SOLE 400
LITTELFUSE INC COM 537008104 779 32,100 SH SOLE 32,100
LITTON INDUSTRIES INC COM 538021106 1,566 31,400 SH SOLE 31,400
LIZ CLAIBORNE INC COM 539320101 3,042 80,846 SH SOLE 80,846
LOCKHEED MARTIN CORP COM 539830109 10,323 471,894 SH SOLE 471,894
LOEWS CINEPLEX ENTMT CORP COM 540423100 570 97,000 SH SOLE 97,000
LOEWS CORPORATION COM 540424108 7,661 126,240 SH SOLE 126,240
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LOISLAW.COM COM 541431102 16 400 SH SOLE 400
LONE STAR STEAK HOUSE COM 542307103 9 1,000 SH SOLE 1,000
LONE STAR TECHNOLOGY COM 542312103 1,051 37,700 SH SOLE 37,700
LONGS DRUG STORES INC COM 543162101 2,398 92,882 SH SOLE 92,882
LONGVIEW FIBRE CO COM 543213102 1,211 85,000 SH SOLE 85,000
LOOKSMART LTD COM 543442107 49 1,800 SH SOLE 1,800
LORAL SPACE & COMM COM G56462107 3,654 150,300 SH SOLE 150,300
LOUIS DREYFUS NAT. GAS COM 546011107 1,200 66,200 SH SOLE 66,200
LOUISIANA-PACIFIC CORP COM 546347105 2,034 142,728 SH SOLE 142,728
LOWES COMPANIES INC COM 548661107 29,990 501,926 SH SOLE 501,926
LUBRIZOL CORP COM 549271104 1,016 32,900 SH SOLE 32,900
LUBY'S INC. COM 549282101 60 5,300 SH SOLE 5,300
LUCENT TECHNOLOGIES INC COM 549463107 5,558 74,290 SH OTHER (1) 74,290
LUCENT TECHNOLOGIES INC COM 549463107 300,287 4,013,865 SH SOLE 4,013,865
LUMINANT WORLDWIDE CORP COM 550260103 23 500 SH SOLE 500
LYCOS INC. COM 550818108 4,312 54,200 SH SOLE 54,200
LYDALL INC COM 550819106 29 4,400 SH SOLE 4,400
LYONDELL CHEMICAL CO COM 552078107 815 63,900 SH SOLE 63,900
M&T BANK CORPORATION COM 55261F104 1,947 4,700 SH SOLE 4,700
MAF BANCORP COM 55261R108 909 43,425 SH SOLE 43,425
MBIA INC COM 55262C100 7,192 136,186 SH SOLE 136,186
MBNA CORP COM 55262L100 28,621 1,050,311 SH SOLE 1,050,311
MDC HOLDINGS INC COM 552676108 657 41,900 SH SOLE 41,900
MCN ENERGY GROUP INC COM 55267J100 1,247 52,500 SH SOLE 52,500
MCI WORLDCOM INC COM 55268B106 196,170 3,696,968 SH SOLE 3,696,968
MDU RESOURCES COM 552690109 542 27,100 SH SOLE 27,100
MEMC ELECTRONIC MATERIALS COM 552715104 1,399 114,204 SH SOLE 114,204
MGC COMMUNICATIONS INC. COM 552763302 1,898 37,400 SH SOLE 37,400
MGIC INVESTMENT CORP WISC COM 552848103 8,651 143,738 SH SOLE 143,738
MGM GRAND INCORPORATED COM 552953101 1,927 38,300 SH SOLE 38,300
MKS INSTRUMENTS INC COM 55306N104 22 600 SH SOLE 600
MMC NETWORKS INCORPORATED COM 55308N102 1,757 51,100 SH SOLE 51,100
MRV COMMUNICATIONS INC COM 553477100 3,213 51,100 SH SOLE 51,100
MSC INDUSTRIAL DIRECT CL A 553530106 1,332 100,500 SH SOLE 100,500
M.S. CARRIERS INC COM 553533100 618 25,900 SH SOLE 25,900
MTI TECHNOLOGY CORP COM 553903105 1,822 49,400 SH SOLE 49,400
MAC-GRAY CORP COM 554153106 3 900 SH SOLE 900
MACDERMID INC COM 554273102 1,700 41,400 SH SOLE 41,400
MACE SEC INTL INC COM 554335109 2 400 SH SOLE 400
MACERICH COMPANY (REIT) COM 554382101 15 700 SH SOLE 700
MACK CALI REALTY (REIT) COM 554489104 31 1,200 SH SOLE 1,200
MACROVISION INC COM 555904101 44 600 SH SOLE 600
MACROMEDIA INC COM 556100105 2,282 31,200 SH SOLE 31,200
MADISON GAS & ELECTRIC COM 557497104 537 26,700 SH SOLE 26,700
MAGELLAN HEALTH SERVICES COM 559079108 39 6,200 SH SOLE 6,200
MAGNETEK INC COM 559424106 12 1,500 SH SOLE 1,500
MAIL.COM INC CL A 560311102 17 900 SH SOLE 900
MAIL-WELL INC COM 560321200 1,089 80,700 SH SOLE 80,700
MAKER COMMUNICATIONS INC COM 560875106 26 600 SH SOLE 600
MALLINCKRODT INC COM 561232109 3,406 107,053 SH SOLE 107,053
MANAGEMENT NETWORK GROUP COM 561693102 20 600 SH SOLE 600
MANDALAY RESORT GROUP MANDALAY 562567107 1,075 53,400 SH SOLE 53,400
MANITOWOC COMPANY INC COM 563571108 1,454 42,762 SH SOLE 42,762
MANNING GREG AUCTIONS COM 563823103 11 800 SH SOLE 800
MANOR CARE INC COM 564055101 2,485 155,333 SH SOLE 155,333
MANPOWER INC. COM 56418H100 1,731 46,000 SH SOLE 46,000
MANUF. HOME COMMUN.(REIT) COM 564682102 12 500 SH SOLE 500
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MANUGISTICS INC COM 565011103 1,461 45,200 SH SOLE 45,200
MAPINFO CORPORATION COM 565105103 18 500 SH SOLE 500
MAPQUEST.COM INC. COM 565644101 18 800 SH SOLE 800
MARCUS CORP COM 566330106 753 56,025 SH SOLE 56,025
MARIMBA COM 56781Q109 23 500 SH SOLE 500
MARINE DRILLING CO. COM 568240204 2,107 93,900 SH SOLE 93,900
MARK IV INDUSTRIES COM 570387100 1,355 76,600 SH SOLE 76,600
MARKEL CORP. COM 570535104 1,426 9,200 SH SOLE 9,200
MARKETWATCH.COM INC COM 570619106 11 300 SH SOLE 300
MARKETING SERVICES GROUP COM 570907105 705 42,100 SH SOLE 42,100
MARSH & MCLENNAN COS. INC COM 571748102 2,210 23,100 SH OTHER (1) 23,100
MARSH & MCLENNAN COS. INC COM 571748102 33,460 349,678 SH SOLE 349,678
MARSH SUPER MARKETS CL B 571783208 10 1,000 SH SOLE 1,000
MARSHALL & ILSLEY COM 571834100 3,743 59,585 SH SOLE 59,585
MARRIOTT INT'L - CL A CL A 571903202 10,215 323,632 SH SOLE 323,632
MARTIN MARIETTA MATERIALS COM 573284106 923 22,500 SH SOLE 22,500
MARVEL ENTERPRISES I COM 57383M108 8 1,500 SH SOLE 1,500
MASCO CORP COM 574599106 14,763 581,790 SH SOLE 581,790
MASCOTECH INC. COM 574670105 1,043 82,200 SH SOLE 82,200
MASTEC INC COM 576323109 22 500 SH SOLE 500
MASTECH CORP COM 57632N105 2,052 82,900 SH SOLE 82,900
MATERIAL SCIENCES CORP COM 576674105 39 3,800 SH SOLE 3,800
MATTEL INC COM 577081102 6,333 482,552 SH SOLE 482,552
MATTHEWS INTERNATIONAL CL A 577128101 501 18,200 SH SOLE 18,200
MATTSON TECHNOLOGY COM 577223100 19 1,100 SH SOLE 1,100
MAUI LD & PINEAPPLE COM 577345101 10 600 SH SOLE 600
MAXTOR CORP COM NEW 577729205 1,243 171,500 SH SOLE 171,500
MAXIM INTEGRATED PROD COM 57772K101 7,758 164,400 SH SOLE 164,400
MAXIM PHARMACEUTICAL COM 57772M107 18 900 SH SOLE 900
MAXWELL TECHNOLOGIES INC COM 577767106 10 1,000 SH SOLE 1,000
MAY DEPT STORES CO COM 577778103 14,565 451,629 SH SOLE 451,629
MAXICARE HEALTH PLANS COM NEW 577904204 4 1,400 SH SOLE 1,400
MAXXAM INC COM 577913106 497 11,600 SH SOLE 11,600
MAVERICK TUBE CORP COM 577914104 723 29,300 SH SOLE 29,300
MAXIMUS INCORPORATED COM 577933104 1,174 34,600 SH SOLE 34,600
MAYTAG CORP COM 578592107 2,438 50,800 SH OTHER (1) 50,800
MAYTAG CORP COM 578592107 6,125 127,606 SH SOLE 127,606
MCCLATCHY COMPANY CL A 579489105 995 23,000 SH SOLE 23,000
MCCORMICK & CO COM NON VTG 579780206 1,187 39,900 SH SOLE 39,900
MCDERMOTT INTL INC COM 580037109 1,269 140,016 SH SOLE 140,016
MCDONALD'S CORP COM 580135101 742 18,400 SH OTHER (1) 18,400
MCDONALD'S CORP COM 580135101 72,134 1,789,374 SH SOLE 1,789,374
MCGRAW HILL INC COM 580645109 2,169 35,200 SH OTHER (1) 35,200
MCGRAW HILL INC COM 580645109 15,826 256,814 SH SOLE 256,814
MCK COMMUNICATIONS COM 581243102 14 600 SH SOLE 600
MCKESSON HBOC INC COM 58155Q103 7,292 323,177 SH SOLE 323,177
MCLEODUSA INCORPORATED COM 582266102 5,051 85,800 SH SOLE 85,800
MCWHORTER TECHNOLOGIES COM 582803102 37 2,300 SH SOLE 2,300
MEAD CORP COM 582834107 5,930 136,519 SH SOLE 136,519
MEADE INSTRUMENTS CORP. COM 583062104 11 400 SH SOLE 400
MECH FINANCIAL INC. COM 583492103 21 600 SH SOLE 600
MECHANICAL TECH INC COM 583538103 14 600 SH SOLE 600
MEDAREX INC. COM 583916101 1,933 51,900 SH SOLE 51,900
MEDIA ARTS GROUP COM 58439C102 3 900 SH SOLE 900
MEDIA GENERAL INC CL A CL A 584404107 1,045 20,100 SH SOLE 20,100
MEDIAONE GROUP INC COM 58440J104 62,024 807,467 SH SOLE 807,467
MEDIA METRIX INC COM 58440X103 14 400 SH SOLE 400
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MEDIAPLEX INC COM 58446B105 38 600 SH SOLE 600
MEDIABAY INC COM 58446J108 10 900 SH SOLE 900
MEDICAL ASSURANCE INC COM 58449U100 782 36,911 SH SOLE 36,911
MEDICAL MANAGER CORP COM 58461U103 1,726 20,487 SH SOLE 20,487
MEDICIS PHARM-CL A CL A 584690309 2,281 53,600 SH SOLE 53,600
MEDIMMUNE INC COM 584699102 6,071 36,600 SH SOLE 36,600
MEDQUIST INC. COM 584949101 1,520 58,900 SH SOLE 58,900
MEDITRUST (NEW) (REIT) PAIRED CTF NEW 58501T306 16 2,900 SH SOLE 2,900
MEDSCAPE INC COM 585046105 3 300 SH SOLE 300
MEDTRONIC INC COM 585055106 56,488 1,550,274 SH SOLE 1,550,274
MELLON FINANCIAL CORP COM 58551A108 23,055 676,840 SH SOLE 676,840
MEMBERWORKS INC COM 586002107 866 26,100 SH SOLE 26,100
MENS WEARHOUSE COM 587118100 2,284 77,750 SH SOLE 77,750
MENTOR CORP MINN COM 587188103 1,040 40,300 SH SOLE 40,300
MENTOR GRAPHICS CORP. COM 587200106 1,448 109,800 SH SOLE 109,800
MERCANTILE COM 587405101 1,347 42,175 SH SOLE 42,175
MERCHANTS BANCSHARES INC. COM 588448100 11 500 SH SOLE 500
MERCHANTS NEW YORK BANCOR COM 589167105 459 26,800 SH SOLE 26,800
MERCK & CO COM 589331107 5,251 78,300 SH OTHER (1) 78,300
MERCK & CO COM 589331107 203,532 3,034,954 SH SOLE 3,034,954
MERCURY COMPUTER SYSTEMS COM 589378108 1,197 34,200 SH SOLE 34,200
MERCURY GEN CORP COM 589400100 725 32,600 SH SOLE 32,600
MERCURY INTERACTIVE COM 589405109 2,407 22,300 SH SOLE 22,300
MEREDITH CORP COM 589433101 3,227 77,412 SH SOLE 77,412
MERIDIAN RESOURCE COM 58977Q109 5 1,600 SH SOLE 1,600
MERISTAR HOSPITALITY CORP COM 58984Y103 14 900 SH SOLE 900
MERIDIAN GOLD INC COM 589975101 9 1,300 SH SOLE 1,300
MERITOR AUTOMOTIVE INC COM 59000G100 893 46,100 SH OTHER (1) 46,100
MERITOR AUTOMOTIVE INC COM 59000G100 802 41,400 SH SOLE 41,400
MERRILL LYNCH & CO COM 590188108 40,822 488,892 SH SOLE 488,892
MESA AIR GROUP INC COM 590479101 37 7,800 SH SOLE 7,800
MESABA HLDGS INC COM 59066B102 9 800 SH SOLE 800
MESSAGEMEDIA INC COM 590787107 1,029 73,200 SH SOLE 73,200
MESTEK INC COM 590829107 14 700 SH SOLE 700
META GROUP INC. COM 591002100 21 1,100 SH SOLE 1,100
METALS USA INC COM 591324108 539 63,400 SH SOLE 63,400
METAMOR WORLDWIDE INC COM 59133P100 1,643 56,400 SH SOLE 56,400
METASOLV SOFTWARE INC COM 591393103 57 700 SH SOLE 700
METHODE ELEC INC CLASS A CL A 591520200 1,878 58,450 SH SOLE 58,450
METRICOM INC COM 591596101 39 500 SH SOLE 500
METRIS COMPANIES COM 591598107 946 26,500 SH SOLE 26,500
METRO GOLDWYN MAYER INC COM 591610100 2,937 124,637 SH SOLE 124,637
METRO INFORMATION SVCS COM 59162P104 17 700 SH SOLE 700
METROMEDIA FIBER NETWORK CL A 591689104 5,484 114,405 SH SOLE 114,405
METROMEDIA INTL GROUP INC COM 591695101 726 152,800 SH SOLE 152,800
MIAMI COMPUTER SUPPLY COM 593261100 717 19,300 SH SOLE 19,300
MICHAEL FOODS INC COM 594079105 884 35,900 SH SOLE 35,900
MICHAELS STORES INC. COM 594087108 1,539 54,000 SH SOLE 54,000
MICREL INC COM 594793101 1,378 24,200 SH SOLE 24,200
MICROS SYSTEMS INC COM 594901100 2,235 30,200 SH SOLE 30,200
MICROSOFT CORP COM 594918104 19,229 164,700 SH OTHER (1) 164,700
MICROSOFT CORP COM 594918104 776,027 6,646,912 SH SOLE 6,646,912
MICROAGE INC COM 594928103 14 4,000 SH SOLE 4,000
MICROSTRATEGY INC. CL A 594972101 3,549 16,900 SH SOLE 16,900
MICROCHIP TECHNOLOGY INC COM 595017104 2,135 31,200 SH SOLE 31,200
MICRO WAREHOUSE INC COM 59501B105 1,092 59,000 SH SOLE 59,000
MICROFINANCIAL INC COM 595072109 12 1,000 SH SOLE 1,000
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MICROMUSE INC COM 595094103 1,598 9,400 SH SOLE 9,400
MICRON ELECTRONICS COM 595100108 1,758 158,000 SH SOLE 158,000
MICRON TECHNOLOGY INC COM 595112103 2,333 30,000 SH OTHER (1) 30,000
MICRON TECHNOLOGY INC COM 595112103 26,563 341,640 SH SOLE 341,640
MICROSEMI CORP. COM 595137100 13 1,500 SH SOLE 1,500
MID-AMER APT CMN COM 59522J103 11 500 SH SOLE 500
MID ATLANTIC MED SERVICES COM 59523C107 687 82,600 SH SOLE 82,600
MID-STATE BANCSHARES COM 595440108 599 18,800 SH SOLE 18,800
MIDAS INCORPORATED COM 595626102 508 23,200 SH SOLE 23,200
MIDAMERICAN ENERGY HLDGS COM 59562V107 1,560 46,300 SH SOLE 46,300
MIDCOAST ENERGY RES COM 59563W104 8 500 SH SOLE 500
MID-AMERICA BANCORP COM 595915109 6 206 SH SOLE 206
MIDWEST EXPRESS HLDGS COM 597911106 749 23,500 SH SOLE 23,500
MIDWAY GAMES COM 598148104 1,510 63,066 SH SOLE 63,066
MIDWEST GRAIN PRODUCTS COM 59832G104 8 1,100 SH SOLE 1,100
MIKASA COM 59862T109 7 700 SH SOLE 700
MIIX GROUP INC COM 59862V104 15 1,000 SH SOLE 1,000
MILACRON INC COM 598709103 1,476 95,983 SH SOLE 95,983
MILLENNIUM PHARMACEUTICAL COM 599902103 3,879 31,795 SH SOLE 31,795
MILLENIUM CHEMICAL INC COM 599903101 504 25,500 SH SOLE 25,500
MILLER (HERMAN) INC COM 600544100 860 37,400 SH SOLE 37,400
MILLIPORE CORP COM 601073109 2,495 64,591 SH SOLE 64,591
MILLS CORP (REIT) COM 601148109 13 700 SH SOLE 700
MINDSPRING ENTERPRISE INC COM 602683104 1,091 41,300 SH SOLE 41,300
MINE SAFETY APPLIANCES CO COM 602720104 435 6,800 SH SOLE 6,800
MINERALS TECH INC COM 603158106 1,410 35,200 SH SOLE 35,200
MINIMED INCORPORATED COM 60365K108 1,509 20,600 SH SOLE 20,600
MINNESOTA MNG & MFG CO COM 604059105 52,419 535,568 SH SOLE 535,568
MINNESOTA POWER INC COM 604110106 774 45,700 SH SOLE 45,700
MINNTECH CORP COM 604258103 13 1,300 SH SOLE 1,300
MIPS TECHNOLOGIES INC. CL A 604567107 42 800 SH SOLE 800
MIRAGE RESORTS INC COM 60462E104 4,024 262,774 SH SOLE 262,774
MISSION CRITICAL SOFTWARE COM 605047109 28 400 SH SOLE 400
MISSISSIPPI CHEM CORP COM 605288208 32 5,100 SH SOLE 5,100
MISSISSIPPI VY BANCS COM 605720101 14 500 SH SOLE 500
MITCHELL ENERGY CL A CL A 606592202 933 42,300 SH SOLE 42,300
MOBILE MINI INC COM 60740F105 9 400 SH SOLE 400
MODINE MFG COM 607828100 1,213 48,500 SH SOLE 48,500
MODIS PROFESSIONAL SVCS COM 607830106 2,247 157,700 SH SOLE 157,700
MOHAWK INDUSTRIES INC COM 608190104 694 26,300 SH SOLE 26,300
MOLEX INC COM 608554101 11,692 206,257 SH SOLE 206,257
MOLEX INC. -CL A CL A 608554200 1,810 40,000 SH SOLE 40,000
MONACO COACH CORPORATION COM 60886R103 887 34,700 SH SOLE 34,700
ROBERT MONDAVI CORP CL A CL A 609200100 476 13,700 SH SOLE 13,700
MONSANTO COMPANY COM 611662107 29,792 836,265 SH SOLE 836,265
MONTANA POWER CO COM 612085100 2,459 68,200 SH SOLE 68,200
MONY GROUP INC COM 615337102 32 1,100 SH SOLE 1,100
MORGAN J.P. & COMPANY COM 616880100 29,551 233,374 SH SOLE 233,374
MORGAN KEEGAN INC COM 617410105 821 48,850 SH SOLE 48,850
MORGAN ST DEAN WITTER DIS COM 617446448 5,239 36,700 SH OTHER (1) 36,700
MORGAN ST DEAN WITTER DIS COM 617446448 105,150 736,601 SH SOLE 736,601
MORRISON KNUDSEN CORP. COM 61844A109 762 97,500 SH SOLE 97,500
MORTGAGE.COM COM 61910V102 9 1,600 SH SOLE 1,600
MOTOROLA INC COM 620076109 3,608 24,500 SH OTHER (1) 24,500
MOTOROLA INC COM 620076109 118,057 801,744 SH SOLE 801,744
MOVADO GROUP INCORPORATED COM 624580106 558 25,600 SH SOLE 25,600
MPATH INTERACTIVE COM 62473C101 13 500 SH SOLE 500
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MP3.COM INC COM 62473M109 48 1,500 SH SOLE 1,500
MUELLER INDUSTRIES INC COM 624756102 1,283 35,400 SH SOLE 35,400
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 1,938 33,770 SH SOLE 33,770
MUSICLAND STORES CORP COM 62758B109 14 1,600 SH SOLE 1,600
MUTUAL RISK MGMT LTD COM 628351108 136 8,100 SH SOLE 8,100
MYERS INDUSTRIES INC COM 628464109 553 35,080 SH SOLE 35,080
MYLAN LABS COM 628530107 1,709 67,850 SH SOLE 67,850
MYRIAD GENETICS INC COM 62855J104 741 16,100 SH SOLE 16,100
MYPOINTS.COM INC. COM 62855T102 37 500 SH SOLE 500
NBC INTERNET INC CL A 62873D105 31 400 SH SOLE 400
NBTY INCORPORATED COM 628782104 1,440 124,500 SH SOLE 124,500
NCH CORP COM 628850109 13 300 SH SOLE 300
NCI BUILDING SYS INC COM 628852105 607 32,800 SH SOLE 32,800
NCO GROUP INC COM 628858102 23 761 SH SOLE 761
NCR CORP COM 62886E108 2,142 56,551 SH SOLE 56,551
NCS HEALTHCARE INC-CL A CL A 628874109 5 2,100 SH SOLE 2,100
NS GROUP INC COM 628916108 7 900 SH SOLE 900
NFO WORLDWIDE INC COM 62910N108 141 6,300 SH SOLE 6,300
NL INDUS INC COM 629156407 1,285 85,300 SH SOLE 85,300
NPC INTERNATIONAL INC COM 629360306 323 41,000 SH SOLE 41,000
NPS PHARMACUTICALS COM 62936P103 12 1,000 SH SOLE 1,000
NTL INCORPORATED COM 629407107 7,301 58,525 SH SOLE 58,525
NUI CORPORATION COM 629430109 628 23,800 SH SOLE 23,800
NVR INC COM 62944T105 692 14,500 SH SOLE 14,500
NABISCO HOLDINGS CLASS A CL A 629526104 860 27,200 SH SOLE 27,200
NABISCO GROUP HOLDINGS COM 62952P102 3,486 328,136 SH SOLE 328,136
NABORS INDUSTRIES INC COM 629568106 2,519 81,417 SH SOLE 81,417
NACCO INDUSTRIES - CL A CL A 629579103 1,093 19,667 SH SOLE 19,667
NASH FINCH CO COM 631158102 23 3,600 SH SOLE 3,600
NASHUA CORPORATION COM 631226107 5 600 SH SOLE 600
NATL BANCORP OF ALASKA COM 632587101 1,395 49,700 SH SOLE 49,700
NATIONAL BEVERAGE CO COM 635017106 10 1,200 SH SOLE 1,200
NATL CITY BANCORPORATION COM 635312101 12 700 SH SOLE 700
NATIONAL CITY BANCSHARES COM 635313109 736 29,312 SH SOLE 29,312
NATIONAL CITY CORP COM 635405103 19,216 811,224 SH SOLE 811,224
NATIONAL COMMERCE BANK COM 635449101 1,416 62,400 SH SOLE 62,400
NATL COMPUTER SYSTEMS COM 635519101 587 15,600 SH SOLE 15,600
NATIONAL DATA CORPORATION COM 635621105 2,104 62,000 SH SOLE 62,000
NATIONAL DISCOUNT BROKER COM 635646102 739 28,000 SH SOLE 28,000
NATIONAL FUEL GAS CO COM 636180101 1,274 27,400 SH SOLE 27,400
NATL GOLF PROPERTIES REIT COM 63623G109 16 800 SH SOLE 800
NATL HEALTH INVEST (REIT) COM 63633D104 10 700 SH SOLE 700
NATIONAL INFO CONSORTIUM COM 636491102 35 1,100 SH SOLE 1,100
NATIONAL INSTRUMENTS CORP COM 636518102 1,314 34,350 SH SOLE 34,350
NATIONAL-OILWELL INC COM 637071101 1,500 95,600 SH SOLE 95,600
NATIONAL PENN BANCSHARES COM 637138108 738 29,380 SH SOLE 29,380
NATIONAL PRESTO INDS INC COM 637215104 64 1,800 SH SOLE 1,800
NATIONAL PROCESSING INC COM 637229105 13 1,500 SH SOLE 1,500
NATIONAL SEMICONDUCTOR COM 637640103 9,523 222,437 SH SOLE 222,437
NATIONAL SERVICES INDUS COM 637657107 1,504 50,994 SH SOLE 50,994
NATIONAL STEEL CORP CL B CL B 637844309 9 1,200 SH SOLE 1,200
NATIONAL WESTERN LIFE CL A 638522102 21 300 SH SOLE 300
NATIONSRENT COM 638588103 525 93,400 SH SOLE 93,400
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NATIONWIDE FIN SVC CL A 638612101 1,092 39,100 SH SOLE 39,100
NATIONWIDE HEALTH (REIT) COM 638620104 15 1,100 SH SOLE 1,100
NATURAL MICROSYSTEMS CORP COM 638882100 861 18,400 SH SOLE 18,400
NATURES SUNSHINE PRODUCTS COM 639027101 27 3,400 SH SOLE 3,400
NAUTICA ENTERPRISES INC COM 639089101 729 64,400 SH SOLE 64,400
NAVISTAR INTL CORP COM 63934E108 4,176 88,153 SH SOLE 88,153
NAVISITE COM 63935M109 60 600 SH SOLE 600
NAVIGANT CONSULTING CO COM 63935N107 763 70,200 SH SOLE 70,200
NAVIGANT INTERNATIONAL COM 63935R108 15 1,300 SH SOLE 1,300
NEFF CORPORATION CL A 640094108 8 1,200 SH SOLE 1,200
NEIMAN-MARCUS GROUP INC A CL A 640204202 869 31,100 SH SOLE 31,100
NEIMAN-MARCUS GROUP CL.B CL B 640204301 12 452 SH SOLE 452
THOMAS NELSON INC. COM 640376109 25 2,700 SH SOLE 2,700
NEOMAGIC CORP COM 640497103 14 1,300 SH SOLE 1,300
NEON SYSTEMS COM 640509105 27 700 SH SOLE 700
NETWORK EVENT THEATE COM 640924106 854 28,700 SH SOLE 28,700
NETBANK COM 640933107 894 48,300 SH SOLE 48,300
NETWORKS ASSOCIATES INC COM 640938106 2,353 88,150 SH SOLE 88,150
NET PERCEPTIONS INC COM 64107U101 25 600 SH SOLE 600
NET2PHONE INC COM 64108N106 9 200 SH SOLE 200
NETCENTIVES INC COM 64108P101 50 800 SH SOLE 800
NETCREATIONS INC COM 64110N102 13 300 SH SOLE 300
NETEGRITY COM 64110P107 1,589 27,900 SH SOLE 27,900
NETMANAGE INCORPORATED COM 641144100 514 104,000 SH SOLE 104,000
NETOPIA INC COM 64114K104 1,325 24,400 SH SOLE 24,400
NETRO CORPORATION COM 64114R109 51 1,000 SH SOLE 1,000
NETIQ CORP COM 64115P102 26 500 SH SOLE 500
NETSCOUT SYSTEMS INC COM 64115T104 16 500 SH SOLE 500
NETOPTIX CORPORATION COM 64116F103 1,108 16,600 SH SOLE 16,600
NETWORK EQUIPMT TECH INC COM 641208103 50 4,200 SH SOLE 4,200
NETWORK APPLIANCE INC COM 64120L104 16,214 195,200 SH SOLE 195,200
NETWORK ACCESS SOLUTIONS COM 64120S109 30 900 SH SOLE 900
NETWORK SOLUTIONS INC CL A 64121Q102 4,286 19,700 SH SOLE 19,700
NETWORK PERIPHERALS INC COM 64121R100 1,002 21,200 SH SOLE 21,200
NETWORK PLUS CORP COM 64122D506 21 1,000 SH SOLE 1,000
NETZERO COM 64122R109 59 2,200 SH SOLE 2,200
NUEBERGER BERMAN INC. COM 641234109 25 1,000 SH SOLE 1,000
NEUROGEN CORPORATION COM 64124E106 13 800 SH SOLE 800
NEUROCRINE BIOSCIENCES COM 64125C109 35 1,400 SH SOLE 1,400
NEW CENTURY FIN COM 64352D101 13 800 SH SOLE 800
NEW CENTURY ENERGIES INC COM 64352U103 4,799 158,000 SH SOLE 158,000
NEW ENGLAND BUSINESS SERV COM 643872104 677 27,700 SH SOLE 27,700
NEW ENGLAND ELECTRIC COM 644001109 2,080 40,200 SH SOLE 40,200
NEW ERA OF NETWORKS COM 644312100 991 20,800 SH SOLE 20,800
NEW JERSEY RESOURCES COM 646025106 1,285 32,900 SH SOLE 32,900
NEW PLAN EXCEL REALTY TR COM 648053106 28 1,800 SH SOLE 1,800
NEW YORK TIMES CL A CL A 650111107 11,359 231,226 SH SOLE 231,226
NEWELL RUBBERMAID INC COM 651229106 10,785 371,886 SH SOLE 371,886
NEWFIELD EXPLORATION CO. COM 651290108 2,036 76,100 SH SOLE 76,100
NEWHALL LAND & FARM CO. DEPOSITARY REC 651426108 16 600 SH SOLE 600
NEWMONT MINING CORP COM 651639106 5,419 221,165 SH SOLE 221,165
NEWPARK RESOURCES INC COM 651718504 695 113,500 SH SOLE 113,500
NEWPORT NEWS SHIPBUILDING COM 652228107 432 15,700 SH SOLE 15,700
NIAGARA BANCORP INC. COM 652914102 12 1,200 SH SOLE 1,200
NEXTCARD INC COM 65332K107 29 1,000 SH SOLE 1,000
NEXTEL COMUNICATIONS CL A CL A 65332V103 48,531 470,600 SH SOLE 470,600
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NEXTLINK COMMUNICATIONS CL A 65333H707 3,630 43,700 SH SOLE 43,700
NEXT LEVEL COMMUNICATIONS COM 65333U104 135 1,800 SH SOLE 1,800
NIAGARA MOHAWK HOLDINGS COM 653520106 3,358 240,902 SH SOLE 240,902
NICOR INC COM 654086107 1,862 57,301 SH SOLE 57,301
NIKE CLASS B CL B 654106103 18,294 369,103 SH SOLE 369,103
99 CENTS ONLY STORES COM 65440K106 1,580 41,300 SH SOLE 41,300
NISOURCE INC COM 65473P105 1,155 64,600 SH SOLE 64,600
NOBLE AFFILIATES COM 654894104 613 28,600 SH SOLE 28,600
NOBLE DRILLING CORP COM 655042109 2,548 77,800 SH SOLE 77,800
NORDSON CORP COM 655663102 1,312 27,200 SH SOLE 27,200
NORDSTROM CORP COM 655664100 4,547 173,622 SH SOLE 173,622
NORFOLK SOUTHERN CORP COM 655844108 10,242 499,588 SH SOLE 499,588
NORTEK INC COM 656559101 14 500 SH SOLE 500
NORTEL NETWORKS - FOREIGN COM 656569100 13,009 128,800 SH OTHER (1) 128,800
NORTEL NETWORKS - FOREIGN COM 656569100 95,191 942,488 SH SOLE 942,488
NORTH AMERICAN VACCINE COM 657201109 9 1,900 SH SOLE 1,900
NORTH FORK BANK INC NY COM 659424105 1,223 69,900 SH SOLE 69,900
NORTH PITTSBURGH SYS COM 661562108 7 500 SH SOLE 500
NORTHEAST OPTIC NETWORK COM 664334109 1,658 26,500 SH SOLE 26,500
NORTHEAST UTILITY COM 664397106 1,415 68,800 SH SOLE 68,800
NORTHERN STATES POWER COM 665772109 4,017 206,008 SH SOLE 206,008
NORTHERN TRUST COM 665859104 15,508 292,600 SH SOLE 292,600
NORTHFIELD LABS INC COM 666135108 12 1,100 SH SOLE 1,100
NORTHLAND CRANBERRIES CL A 666499108 14 2,300 SH SOLE 2,300
NORTHPOINT COMMUNICATIONS COM 666610100 67 2,800 SH SOLE 2,800
NORTHROP CORP COM 666807102 5,071 93,800 SH SOLE 93,800
NORTHWEST AIRLINES CORP A CL A 667280101 972 43,700 SH SOLE 43,700
NORTHWEST BANCORP INC COM 667328108 543 78,300 SH SOLE 78,300
NORTHWEST NATURAL GAS CO. COM 667655104 1,018 46,400 SH SOLE 46,400
NORTHWESTERN CORP COM 668074107 935 42,500 SH SOLE 42,500
NOVA CORP COM 669784100 1,187 37,600 SH SOLE 37,600
NOVADIGM INC. COM 669937104 606 29,200 SH SOLE 29,200
NOVELL INC COM 670006105 17,809 445,929 SH SOLE 445,929
NOVELLUS SYSTEMS INC COM 670008101 2,549 20,800 SH SOLE 20,800
NOVOSTE CORP. COM 67010C100 15 900 SH SOLE 900
NU SKIN ASIA PACIFIC INC. CL A 67018T105 497 54,800 SH SOLE 54,800
NSTAR COM 67019E107 51 1,267 SH SOLE 1,267
NUCOR CORPORATION COM 670346105 6,368 116,184 SH SOLE 116,184
NUEVO ENERGY CORP. COM 670509108 977 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 33 700 SH SOLE 700
NYFIX INC COM 670712108 664 23,400 SH SOLE 23,400
OGE ENERGY CORP COM 670837103 1,005 52,900 SH SOLE 52,900
OM GROUP INC. COM 670872100 1,519 44,100 SH SOLE 44,100
ONIX SYSTEMS INC COM 67088G108 15 2,500 SH SOLE 2,500
OYO GEOSPACE CORPORATION COM 671074102 3 300 SH SOLE 300
OAK INDUSTRIES INC COM 671400505 1,189 11,200 SH SOLE 11,200
OAKLEY INC COM 673662102 650 116,800 SH SOLE 116,800
OAKWOOD HOMES CORP COM 674098108 30 9,400 SH SOLE 9,400
OCCIDENTAL PETRO CORP COM 674599105 1,929 89,200 SH OTHER (1) 89,200
OCCIDENTAL PETRO CORP COM 674599105 10,114 467,692 SH SOLE 467,692
OCEAN ENERGY INC. COM 67481E106 1,114 143,700 SH SOLE 143,700
OCEANEERING INTL INC. COM 675232102 79 5,300 SH SOLE 5,300
OCEANFIRST FINANCIAL CORP COM 675234108 3 200 SH SOLE 200
OCULAR SCIENCES COM 675744106 715 37,900 SH SOLE 37,900
OCWEN FINANCIAL CORP COM 675746101 769 123,020 SH SOLE 123,020
OFFICE DEPOT COM 676220106 5,296 484,250 SH SOLE 484,250
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OFFICEMAX INCORPORATED COM 67622M108 1,021 185,700 SH SOLE 185,700
OFFICIAL PAYMENTS CORP COM 676235104 21 400 SH SOLE 400
OFFSHORE LOGISTICS COM 676255102 40 4,300 SH SOLE 4,300
OGDEN CORP COM 676346109 967 81,000 SH SOLE 81,000
OHIO CASUALTY CORP COM 677240103 1,611 100,300 SH SOLE 100,300
OIL DRI CORP OF AMERICA COM 677864100 6 400 SH SOLE 400
OLD DOMINION FREIGHT COM 679580100 5 500 SH SOLE 500
OLD KENT FINANCIAL CORP COM 679833103 5,614 158,701 SH SOLE 158,701
OLD NATL BANCORP COM 680033107 942 29,052 SH SOLE 29,052
OLD REPUBLIC INTL CORP COM 680223104 870 63,875 SH SOLE 63,875
OLIN CORP COM 680665205 1,472 74,300 SH SOLE 74,300
OLSTEN CORP COM 681385100 1,510 133,500 SH SOLE 133,500
OMNICARE INC COM 681904108 479 39,900 SH SOLE 39,900
OMNICOM GROUP COM 681919106 23,240 232,400 SH SOLE 232,400
OMEGA HEALTHCARE (REIT) COM 681936100 13 1,000 SH SOLE 1,000
OMEGA FINL CORP COM 682092101 9 300 SH SOLE 300
OMNOVA SOLUTIONS INC COM 682129101 71 9,100 SH SOLE 9,100
OMNIPOINT COMMUNICATIONS COM 68212D102 3,800 31,500 SH SOLE 31,500
ON ASSIGNMENT INC. COM 682159108 550 18,400 SH SOLE 18,400
ON COMMAND CORPORATION COM 682160106 17 900 SH SOLE 900
ONE VALLEY BANCORP COM 682419106 1,684 55,000 SH SOLE 55,000
1-800-FLOWERS.COM INC. CL A 68243Q106 9 800 SH SOLE 800
ONIEDA LIMITED COM 682505102 600 27,600 SH SOLE 27,600
ONEMAIN.COM COM 68267P109 14 900 SH SOLE 900
ONEOK INCORPORATED COM 682680103 1,874 74,600 SH SOLE 74,600
ONHEALTH NETWORK COMPANY COM 68272W107 14 1,600 SH SOLE 1,600
ON2.COM INC COM 68338A107 41 1,400 SH SOLE 1,400
ONYX PHARM. INC. COM 683399109 12 1,200 SH SOLE 1,200
ONYX SOFTWARE CORP COM 683402101 26 700 SH SOLE 700
OPEN MARKET COM 68370M100 988 21,900 SH SOLE 21,900
OPTICAL CABLE COM 683827109 1,242 62,100 SH SOLE 62,100
OPTICAL COATING LABS COM 683829105 118 400 SH SOLE 400
ORACLE CORPORATION COM 68389X105 3,631 32,400 SH OTHER (1) 32,400
ORACLE CORPORATION COM 68389X105 207,360 1,850,400 SH SOLE 1,850,400
ORBITAL SCIENCES CORP COM 685564106 1,286 69,300 SH SOLE 69,300
ORGANOGENESIS COM 685906109 13 1,500 SH SOLE 1,500
O'REILLY AUTOMOTIVE INC COM 686091109 26 1,200 SH SOLE 1,200
ORIENTAL FINANCIAL GROUP COM 68618W100 11 500 SH SOLE 500
ORTEL CORPORATION COM 68749W102 2,412 20,100 SH SOLE 20,100
ORTHODONTIC CENTERS OF AMECOM 68750P103 1,082 90,600 SH SOLE 90,600
ORTHALLIANCE INC. CL A 687913103 6 1,000 SH SOLE 1,000
OSHKOSH B'GOSH INC. CL A CL A 688222207 67 3,200 SH SOLE 3,200
OSHKOSH TRUCK CORP COM 688239201 661 22,550 SH SOLE 22,550
OSTEOTECH INC STK COM 688582105 9 700 SH SOLE 700
OTTER TAIL POWER CO COM 689648103 739 19,700 SH SOLE 19,700
OUTBACK STEAKHOUSE INC COM 689899102 1,260 48,575 SH SOLE 48,575
OVERSEAS SHIPHOLDING COM 690368105 886 59,800 SH SOLE 59,800
OWENS AND MINOR INC HLDG COM 690732102 554 62,000 SH SOLE 62,000
OWENS CORNING COM 69073F103 2,617 135,511 SH SOLE 135,511
OWENS-ILLINOIS INC COM 690768403 5,223 208,393 SH SOLE 208,393
OXFORD HEALTH PLANS COM 691471106 655 51,600 SH SOLE 51,600
OXFORD INDUSTRIES INC COM 691497309 30 1,500 SH SOLE 1,500
OXIGENE INC COM 691828107 14 900 SH SOLE 900
PBOC HOLDINGS INC. COM 69316G108 14 1,500 SH SOLE 1,500
PC CONNECTION INC. COM 69318J100 876 25,400 SH SOLE 25,400
PC-TEL INC. COM 69325Q105 16 300 SH SOLE 300
P-COM INC. COM 693262107 938 106,100 SH SOLE 106,100
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PECO ENERGY COMPANY COM 693304107 8,620 248,065 SH SOLE 248,065
PG&E CORP COM 69331C108 10,258 500,374 SH SOLE 500,374
PFF BANCORP INC COM 69331W104 444 22,900 SH SOLE 22,900
PE CORP-PE BIOSYSTEMS GRP COM PE BIO GRP 69332S102 16,276 135,282 SH SOLE 135,282
PE CORP-CELERA GENOMICS CELERA GEN GRP 69332S201 89 600 SH SOLE 600
PICO HOLDINGS COM NEW 693366205 9 700 SH SOLE 700
PIMCO ADVISORS HLDGS UT LTD PART INT 69338P102 41 1,100 SH SOLE 1,100
PLX TECHNOLOGY INC COM 693417107 15 800 SH SOLE 800
PMC COML TR SH BEN INT 693434102 10 1,000 SH SOLE 1,000
PMI GROUP COM 69344M101 1,701 34,850 SH SOLE 34,850
PNC BANK CORP COM 693475105 17,403 391,071 SH SOLE 391,071
PP&L RESOURCES INC COM 693499105 4,622 202,065 SH SOLE 202,065
PPG INDUS INC COM 693506107 14,557 232,675 SH SOLE 232,675
PRI AUTOMATION COM 69357H106 2,806 41,800 SH SOLE 41,800
PS BUSINESS PARKS INC./CA COM 69360J107 11 500 SH SOLE 500
PSS WORLD MEDICAL INC COM 69366A100 1,099 116,500 SH SOLE 116,500
PACCAR INC COM 693718108 5,392 121,683 SH SOLE 121,683
PAC-WEST TELECOMM INC COM 69371Y101 19 700 SH SOLE 700
PACIFIC CAPITAL COM 69404P101 1,236 40,200 SH SOLE 40,200
PACIFIC CENTURY FINANCIAL COM 694058108 788 42,150 SH SOLE 42,150
PACIFIC GATEWAY EXCHANGE COM 694327107 553 32,400 SH SOLE 32,400
PACIFIC GULF PROP (REIT) COM 694396102 16 800 SH SOLE 800
PACIFIC SUNWEAR OF CA. COM 694873100 1,649 51,725 SH SOLE 51,725
PACIFICARE HEALTH SYSTEMS CL A 695112102 1,180 22,264 SH SOLE 22,264
PACKETEER INC COM 695210104 36 500 SH SOLE 500
PACTIV CORPORATION COM 695257105 1,316 123,856 SH SOLE 123,856
PAINE WEBBER GROUP INC COM 695629105 7,541 194,287 SH SOLE 194,287
PAIRGAIN TECHNOLOGIES INC COM 695934109 1,657 116,800 SH SOLE 116,800
PALL CORP COM 696429307 3,387 157,099 SH SOLE 157,099
PALM HARBOR HOMES INC COM 696639103 682 37,887 SH SOLE 37,887
PANAMSAT CORP COM 697933109 1,864 31,400 SH SOLE 31,400
PAN PACIFIC RETAIL PROP. COM 69806L104 15 900 SH SOLE 900
PANERA BREAD COMPANY CL A CL A 69840W108 18 2,300 SH SOLE 2,300
PAPA JOHN'S INT'L INC COM 698813102 1,301 49,900 SH SOLE 49,900
PARADYNE NETWORKS INC COM 69911G107 14 500 SH SOLE 500
PARAMETRIC TECH COM 699173100 9,159 338,432 SH SOLE 338,432
PAREXEL INTERNATIONAL CO COM 699462107 71 6,000 SH SOLE 6,000
PARK ELECTROCHEMICAL COM 700416209 502 18,900 SH SOLE 18,900
PARK NATIONAL CORPORATION COM 700658107 1,548 16,125 SH SOLE 16,125
PARK OHIO HOLDINGS CORP COM 700666100 11 1,100 SH SOLE 1,100
PARK PLACE ENTERTAINMENT COM 700690100 81 6,500 SH SOLE 6,500
PARKER DRILLING CO. COM 701081101 401 125,800 SH SOLE 125,800
PARKER HANNIFIN CORP COM 701094104 7,351 143,258 SH SOLE 143,258
PARKERVISION INC COM 701354102 12 400 SH SOLE 400
PARKWAY PROPERTIES REIT COM 70159Q104 14 500 SH SOLE 500
PATHOGENESIS CORP COM 70321E104 774 36,100 SH SOLE 36,100
PATINA OIL & GAS CO COM 703224105 13 1,500 SH SOLE 1,500
PATTERSON DENTAL COMPANY COM 703412106 1,095 25,700 SH SOLE 25,700
PATTERSON ENERGY COM 703414102 701 53,900 SH SOLE 53,900
PAXAR CORPORATION COM 704227107 749 88,735 SH SOLE 88,735
PAXSON COMMUNICATIONS COM 704231109 1,047 87,700 SH SOLE 87,700
PAYCHEX INCORPORATED COM 704326107 12,834 320,845 SH SOLE 320,845
PAYLESS SHOESOURCE INC COM 704379106 954 20,300 SH SOLE 20,300
PEAPOD INC. COM 704718105 12 1,400 SH SOLE 1,400
PEDIATRIX MEDICAL GROUP COM 705324101 28 4,000 SH SOLE 4,000
PEERLESS SYSTEMS CORP COM 705536100 12 1,600 SH SOLE 1,600
PEGASUS COMMUNICATIONS CL A 705904100 2,444 25,000 SH SOLE 25,000
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PEGASUS SYSTEMS INC COM 705906105 1,333 22,100 SH SOLE 22,100
PENFORD COM 707051108 47 2,700 SH SOLE 2,700
PENN-AMER GROUP INC COM 707247102 7 900 SH SOLE 900
PENN ENGINEERING & MFG COM NON VTG 707389300 12 500 SH SOLE 500
PENN TREATY AMERICAN CORP COM 707874103 8 500 SH SOLE 500
PENN VIRGINIA CORP COM 707882106 7 400 SH SOLE 400
PENNEY J C INC COM 708160106 5,858 293,820 SH SOLE 293,820
PENNZOIL-QUAKER STATE COM 709323109 1,302 127,800 SH SOLE 127,800
PENTAIR COM 709631105 1,240 32,200 SH SOLE 32,200
PENTON MEDIA INC COM 709668107 1,236 51,500 SH SOLE 51,500
PENWEST PHARM CO COM 709754105 18 1,200 SH SOLE 1,200
PEOPLES BK BRIDGEPORT COM 710198102 830 39,300 SH SOLE 39,300
PEOPLES ENERGY CORP COM 711030106 1,520 45,373 SH SOLE 45,373
PEOPLES HERITAGE COM 711147108 967 64,200 SH SOLE 64,200
PEOPLES HLDG CO COM 711148106 14 500 SH SOLE 500
PEOPLESOFT INC COM 712713106 8,357 392,117 SH SOLE 392,117
PEP BOYS INC COM 713278109 1,178 129,132 SH SOLE 129,132
PEPSI BOTTLING GROUP COM 713409100 53 3,200 SH SOLE 3,200
PEPSICO INC COM 713448108 67,331 1,910,097 SH SOLE 1,910,097
PEREGRINE SYSTEMS COM 71366Q101 2,467 29,300 SH SOLE 29,300
PERFORMANCE FOOD CORP. COM 713755106 612 25,100 SH SOLE 25,100
PERFORMANCE TECH. INC. COM 71376K102 10 600 SH SOLE 600
PERKINELMER INC COM 714046109 2,326 55,796 SH SOLE 55,796
PEROT SYSTEMS CORP CL A 714265105 36 1,900 SH SOLE 1,900
PERRIGO CO COM 714290103 963 120,400 SH SOLE 120,400
PERSISTENCE SOFTWARE INC COM 715329108 16 700 SH SOLE 700
PERVASIVE SOFTWARE INC. COM 715710109 12 700 SH SOLE 700
PETCO ANIMAL SUPPLIES INC COM 716016100 16 1,100 SH SOLE 1,100
PETSMART INCORPORATED COM 716768106 1,094 190,200 SH SOLE 190,200
PHARMACYCLICS INC. COM 716933106 1,027 24,900 SH SOLE 24,900
PHARMACIA & UPJOHN COM 716941109 16,517 367,043 SH SOLE 367,043
PHARMAPRINT INC. COM 716950100 1 1,000 SH SOLE 1,000
PFIZER INC COM 717081103 162,668 5,014,800 SH SOLE 5,014,800
PHARMACEUTICAL PRODUCT COM 717124101 544 45,800 SH SOLE 45,800
PHARMACOPEIA INC COM 71713B104 747 33,000 SH SOLE 33,000
PHELPS DODGE CORP COM 717265102 6,979 103,964 SH SOLE 103,964
PHILADELPHIA SUBUR CORP COM 718009608 1,388 67,100 SH SOLE 67,100
PHILIP MORRIS COS INC COM 718154107 71,646 3,089,862 SH SOLE 3,089,862
PHILLIPS PETRO CO COM 718507106 15,583 331,550 SH SOLE 331,550
PHILLIPS-VAN HEUSEN COM 718592108 44 5,300 SH SOLE 5,300
PHOENIX INV PARTNERS COM 719085102 592 72,800 SH SOLE 72,800
PHOENIX TECHNOLOGIES COM 719153108 653 41,300 SH SOLE 41,300
PHONE.COM INC COM 71920Q100 162 1,400 SH SOLE 1,400
PHOTRONICS INC COM 719405102 1,257 43,900 SH SOLE 43,900
PICTURE TEL CORP COM NEW 720035302 35 8,100 SH SOLE 8,100
PIEDMONT NATURAL GAS CO. COM 720186105 1,770 58,500 SH SOLE 58,500
PIER 1 IMPORTS INC GA COM 720279108 1,130 177,300 SH SOLE 177,300
PIERCE LEAHY COM 720722107 1,220 28,200 SH SOLE 28,200
PILGRIMS PRIDE COM 721467108 12 1,400 SH SOLE 1,400
PILGRIM'S PRIDE CL A CL A 721467207 2 300 SH SOLE 300
PILLOWTEX CORP COM 721501104 18 2,900 SH SOLE 2,900
PINNACLE HOLDINGS INC COM 72346N101 38 900 SH SOLE 900
PINNACLE SYSTEMS INC COM 723481107 1,583 38,900 SH SOLE 38,900
PINNACLE WEST CAPITAL COM 723484101 3,328 108,900 SH SOLE 108,900
PIONEER GROUP INC COM 723684106 688 43,700 SH SOLE 43,700
PIONEER NATURAL RESOURCES COM 723787107 1,472 164,700 SH SOLE 164,700
PIONEER STANDARD ELECT COM 723877106 722 50,000 SH SOLE 50,000
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PITNEY BOWES INC COM 724479100 16,958 351,002 SH SOLE 351,002
PITT-DES MOINES INC. COM 724508106 12 500 SH SOLE 500
PITTSTON BRINKS GROUP COM 725701106 1,476 67,100 SH SOLE 67,100
PITTSTON BAX GROUP COM 725701882 45 4,200 SH SOLE 4,200
PITTWAY CORP CL A 725790208 860 19,200 SH SOLE 19,200
PIXAR INC. COM 725811103 814 23,000 SH SOLE 23,000
PIVOTAL CORP COM 72581R106 17 400 SH SOLE 400
PLACER DOME INC (ADR) COM 725906101 2,524 234,800 SH SOLE 234,800
PLAINS ALL AMERN PIP UNIT LTD PARTN 726503105 9 700 SH SOLE 700
PLAINS RESOURCES INC COM PAR $0.10 726540503 13 1,000 SH SOLE 1,000
PLANETRX.COM COM 727049108 15 1,000 SH SOLE 1,000
PLANTRONICS COM 727493108 1,961 27,400 SH SOLE 27,400
PLAYERS INTL INC. COM 727903106 62 7,600 SH SOLE 7,600
PLAYBOY ENTERPRISES INC CL B 728117300 12 500 SH SOLE 500
PLAYTEX PRODUCTS INC. COM 72813P100 1,528 99,400 SH SOLE 99,400
PLEXUS CORPORATION COM 729132100 1,272 28,900 SH SOLE 28,900
POWER PLUG INC. COM 72919P103 25 900 SH SOLE 900
POGO PRODUCING COMPANY COM 730448107 1,505 73,400 SH SOLE 73,400
POLARIS INDUSTRIES INC COM 731068102 1,494 41,200 SH SOLE 41,200
POLAROID CORP COM 731095105 1,928 102,495 SH SOLE 102,495
POLICY MANAGEMENT SYSTEM COM 731108106 1,493 58,400 SH SOLE 58,400
RALPH LAUREN CL A 731572103 933 54,700 SH SOLE 54,700
POLYCOM INCORPORATED COM 73172K104 1,229 19,300 SH SOLE 19,300
POLYMER GROUP INC. COM 731745105 11 600 SH SOLE 600
POMEROY COMPUTER COM 731822102 15 1,100 SH SOLE 1,100
POPE & TALBOT INC COM 732827100 51 3,200 SH SOLE 3,200
POPULAR INC. COM 733174106 84 3,000 SH SOLE 3,000
PORTAL SOFTWARE COM 736126103 175 1,700 SH SOLE 1,700
POST PROPERTIES INC(REIT) COM 737464107 31 800 SH SOLE 800
POTLATCH CORP COM 737628107 940 21,060 SH SOLE 21,060
POTOMAC ELECTRIC POWER COM 737679100 1,654 72,100 SH SOLE 72,100
POWELL INDUSTRIES COM 739128106 14 2,000 SH SOLE 2,000
POWER INTEGRATION COM 739276103 2,085 43,500 SH SOLE 43,500
POWER-ONE INCORPORATED COM 739308104 1,663 36,300 SH SOLE 36,300
POWERWAVE TECH COM 739363109 29 500 SH SOLE 500
POWERTEL INCORPORATED COM 73936C109 1,767 17,600 SH SOLE 17,600
PREMIER BANCSHARES INC COM 739909109 649 47,600 SH SOLE 47,600
PRAXAIR INC COM 74005P104 10,653 211,730 SH SOLE 211,730
PRE PAID LEGAL COM 740065107 905 37,700 SH SOLE 37,700
PRECISION CASTPARTS CORP COM 740189105 1,061 40,400 SH SOLE 40,400
PRECISION RESPONSE CORP. COM 740314109 858 35,400 SH SOLE 35,400
PREDICTIVE SYSTEMS COM 74036W102 33 500 SH SOLE 500
PREMIER NATIONAL BANCORP COM 74053F107 4 200 SH SOLE 200
PREMIER PARKS INC COM 740540208 1,311 45,400 SH SOLE 45,400
PREMIERE TECHNOLOGIES COM 74058F102 729 104,100 SH SOLE 104,100
PRENTISS PROP TRUST REIT SH BEN INT 740706106 17 800 SH SOLE 800
PRESIDENTIAL LIFE CORP COM 740884101 933 50,800 SH SOLE 50,800
PRESSTEK INC. COM 741113104 727 52,400 SH SOLE 52,400
PREVIEW TRAVEL INC. COM 74137R101 1,194 22,900 SH SOLE 22,900
PRICE COMMUNICATIONS COM NEW 741437305 32 1,155 SH SOLE 1,155
PRICE T. ROWE & ASSOC INC COM 741477103 6,013 162,800 SH SOLE 162,800
PRICELINE.COM INC COM 741503106 152 3,200 SH SOLE 3,200
PRIME BANCSHARES INC. COM 74157H108 17 700 SH SOLE 700
PRIMEDIA INC COM 74157K101 1,419 86,000 SH SOLE 86,000
PRIMEX TECHNOLOGIES INC. COM 741597108 10 500 SH SOLE 500
PRIMUS KNOWLEDGE SOLUTION COM 74163Q100 14 300 SH SOLE 300
PRIMA ENERGY CORP COM PAR $0.015 741901201 17 700 SH SOLE 700
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PRIMARK CORP COM 741903108 1,046 37,600 SH SOLE 37,600
PRIME HOSPITALITY CORP COM 741917108 834 94,600 SH SOLE 94,600
PRIMUS TELECOMM GROUP COM 741929103 2,303 60,200 SH SOLE 60,200
PRIDE INTERNATIONAL INC COM 741932107 1,644 112,400 SH SOLE 112,400
PRINTRONIX INC COM 742578107 14 600 SH SOLE 600
PRISON REALTY CORP COM 74264N105 12 2,300 SH SOLE 2,300
PRIORITY HLTHCARE CORP B CL B 74264T102 1,173 40,527 SH SOLE 40,527
PROBUSINESS SERVICES INC COM 742674104 1,361 37,800 SH SOLE 37,800
PROCOM TECHNOLOGY INC COM 74270W107 493 18,600 SH SOLE 18,600
PROCTER & GAMBLE CO COM 742718109 187,135 1,708,022 SH SOLE 1,708,022
PRODIGY CORP. COM 74283P107 25 1,300 SH SOLE 1,300
PROFFESSIONALS INS COM 742954100 12 520 SH SOLE 520
PROFIT RECOVERY GRP COM 743168106 744 28,000 SH SOLE 28,000
PROGRESS SOFTWARE CORP COM 743312100 1,748 30,800 SH SOLE 30,800
PROGRESSIVE CORP COM 743315103 7,360 100,651 SH SOLE 100,651
PROJECT SOFTWARE & DEVELE COM 74339P101 1,931 34,800 SH SOLE 34,800
PROLOGIS TRUST (REIT) SH BEN INT 743410102 69 3,600 SH SOLE 3,600
PROTECTIVE LIFE COM 743674103 1,082 34,000 SH SOLE 34,000
PROTEIN DESIGN LABS INC COM 74369L103 2,177 31,100 SH SOLE 31,100
PROVANT INCORPORATED COM 743724106 763 30,200 SH SOLE 30,200
PROVIDENCE ENERGY COM 743743106 11 300 SH SOLE 300
PROVIDENT AMER CORP COM 743832107 707 20,100 SH SOLE 20,100
PROVIDENT BANKSHARES COM 743859100 817 47,184 SH SOLE 47,184
PROVIDENT FINANCIAL GROUP COM 743866105 725 20,200 SH SOLE 20,200
PROVINCE HEALTHCARE CO. COM 743977100 498 26,200 SH SOLE 26,200
PROVIDIAN FINANCIAL CORP COM 74406A102 3,014 33,100 SH OTHER (1) 33,100
PROVIDIAN FINANCIAL CORP COM 74406A102 17,420 191,294 SH SOLE 191,294
PROXICOM INCORPORATED COM 744282104 75 600 SH SOLE 600
PROXIM CORP COM 744284100 2,585 23,500 SH SOLE 23,500
PSINET INC COM 74437C101 2,376 38,481 SH SOLE 38,481
PUBLIC SVC CO OF N MEX COM 744499104 1,089 67,000 SH SOLE 67,000
PUBLIC SERVICE CO OF NC COM 744516105 1,228 38,000 SH SOLE 38,000
PUBLIC SERVICE ENTERPRISE COM 744573106 1,897 54,500 SH OTHER (1) 54,500
PUBLIC SERVICE ENTERPRISE COM 744573106 9,959 286,085 SH SOLE 286,085
PUBLIC STORAGE (REIT) COM 74460D109 64 2,800 SH SOLE 2,800
PUERTO RICAN CEMENT CO COM 745075101 14 400 SH SOLE 400
PUGET SOUND ENERGY INC COM 745332106 967 49,900 SH SOLE 49,900
PULTE CORP COM 745867101 2,340 103,988 SH SOLE 103,988
PUMA TECHNOLOGY INC COM 745887109 2,887 22,100 SH SOLE 22,100
PURCHASEPRO.COM INC. COM 746144104 89 650 SH SOLE 650
QRS CORPORATION COM 74726X105 2,751 26,200 SH SOLE 26,200
QLOGIC COM 747277101 1,087 6,800 SH OTHER (1) 6,800
QLOGIC COM 747277101 3,405 21,300 SH SOLE 21,300
QUAKER CHEM CORP COM 747316107 30 2,100 SH SOLE 2,100
QUAKER CITY BANCORP COM 74731K106 8 500 SH SOLE 500
QUAKER OATS COMPANY COM 747402105 2,592 39,500 SH OTHER (1) 39,500
QUAKER OATS COMPANY COM 747402105 11,562 176,187 SH SOLE 176,187
QUALCOMM COM 747525103 148,368 842,400 SH SOLE 842,400
QUANEX CORP COM 747620102 87 3,400 SH SOLE 3,400
QUANTA SERVICES INC COM COM 74762E102 1,322 46,800 SH SOLE 46,800
QUANTUM CORP-DLT&STORAGE COM DSSG 747906204 51 3,400 SH SOLE 3,400
QUANTUM CORP-HARD DISK COM HDDG 747906303 13 1,900 SH SOLE 1,900
QUEENS COUNTY BANCORP COM 748242104 953 35,130 SH SOLE 35,130
QUEST DIAGNOSTIC COM 74834L100 1,531 50,100 SH SOLE 50,100
QUEST SOFTWARE INC. COM 74834T103 92 900 SH SOLE 900
QUESTAR CORP COM 748356102 563 37,500 SH SOLE 37,500
QUEST EDUCATION CORP. COM 74835F102 12 1,400 SH SOLE 1,400
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QUIKSILVER INC COM 74838C106 641 41,350 SH SOLE 41,350
QUINTILES TRANSNATL COM 748767100 2,587 138,460 SH SOLE 138,460
QUINTUS CORP COM 748798105 32 700 SH SOLE 700
QUIXOTE CORPORATION COM 749056107 12 800 SH SOLE 800
QUOKKA SPORTS COM 749077103 12 900 SH SOLE 900
QUORUM HEALTH GROUP COM 749084109 1,118 120,000 SH SOLE 120,000
QWEST COMMUNICATIONS COM 749121109 19,202 446,554 SH SOLE 446,554
R & B FALCON CORPORATION COM 74912E101 1,447 109,200 SH SOLE 109,200
RCN CORPORTION COM 749361101 2,153 44,400 SH SOLE 44,400
RFS HOTEL INVESTOR (REIT) COM 74955J108 11 1,100 SH SOLE 1,100
RH DONNELLEY CORP COM NEW 74955W307 1,038 55,000 SH SOLE 55,000
RGS ENERGY GROUP INC COM 74956K104 1,223 59,500 SH SOLE 59,500
RLI CORPORATION COM 749607107 734 21,575 SH SOLE 21,575
RPM INC COM 749685103 479 47,043 SH SOLE 47,043
RSA SECURITY INC COM 749719100 70 900 SH SOLE 900
RTI INTERNATIONAL METALS COM 74973W107 32 4,200 SH SOLE 4,200
RF MICRO DEVICES INC COM 749941100 3,196 46,700 SH SOLE 46,700
RADIAN GROUP INC COM 750236101 1,388 29,059 SH SOLE 29,059
RADIANT SYSTEMS INC. COM 75025N102 1,093 27,200 SH SOLE 27,200
RADIO ONE INC CL A 75040P108 37 400 SH SOLE 400
RADIO UNICA COMMUNICATION COM 75040Q106 6 200 SH SOLE 200
RADISYS CORP COM 750459109 1,372 26,900 SH SOLE 26,900
RAILTEX INC COM 750766107 36 2,000 SH SOLE 2,000
RAINMAKER SYSTEMS INC COM 750875106 16 800 SH SOLE 800
RAMBUS INC. COM 750917106 715 10,600 SH SOLE 10,600
RALCORP HOLDINGS INC COM 751028101 1,134 56,866 SH SOLE 56,866
RALSTON PURINA GROUP COM 751277302 11,592 415,869 SH SOLE 415,869
RAMP NETWORKS INC COM 751567108 12 800 SH SOLE 800
RARE HOSPITALITY INTL. COM 753820109 15 700 SH SOLE 700
RARE MEDIUM GROUP COM 75382N109 901 26,400 SH SOLE 26,400
RATIONAL SOFTWARE CORP COM 75409P202 2,795 56,900 SH SOLE 56,900
RAVISENT TECHNOLOGIES INC COM 754440105 23 600 SH SOLE 600
RAYMOND JAMES FIN CORP COM 754730109 1,645 88,000 SH SOLE 88,000
RAYONIER INC COM 754907103 699 14,475 SH SOLE 14,475
RAYOVAC CORPORATION COM 755081106 857 45,400 SH SOLE 45,400
RAYTHEON COMPANY-CLASS A CL A 755111309 1,290 52,000 SH SOLE 52,000
RAYTHEON COMPANY - CL B CL B 755111408 10,851 408,494 SH SOLE 408,494
RAZORFISH INC CL A 755236106 106 1,112 SH SOLE 1,112
READ-RITE CORP COM 755246105 9 1,900 SH SOLE 1,900
READERS DIGEST CL A NON VTG 755267101 1,755 60,000 SH SOLE 60,000
REAL NETWORK INC COM 75605L104 5,173 43,000 SH SOLE 43,000
REALTY INCOME CORP REIT COM 756109104 10 500 SH SOLE 500
RECKSON SERVICE INDS. COM 75621J109 37 600 SH SOLE 600
RECKSON ASSOCIATES (REIT) COM 75621K106 18 900 SH SOLE 900
RED HAT INC COM 756577102 338 1,600 SH SOLE 1,600
REDBACK NETWORKS INC. COM 757209101 178 1,000 SH SOLE 1,000
REEBOK INT'L LTD COM 758110100 1,072 130,918 SH SOLE 130,918
REGAL BELOIT CORPORATION COM 758750103 796 38,600 SH SOLE 38,600
REGENERON PHARM INC COM 75886F107 78 6,100 SH SOLE 6,100
REGIS CORP MINN COM 758932107 1,198 63,450 SH SOLE 63,450
REGENCY RITY CORP COM 758939102 24 1,200 SH SOLE 1,200
REGIONS FINANCIAL CORP COM 758940100 7,293 290,265 SH SOLE 290,265
REINSURANCE GROUP OF AMER COM 759351109 441 15,900 SH SOLE 15,900
RELIANCE BANCORP INC COM 759451107 497 14,400 SH SOLE 14,400
RELIANCE GROUP HOLDINGS COM 759464100 1,315 196,600 SH SOLE 196,600
RELIANCE STL & ALUM CO COM 759509102 1,212 51,725 SH SOLE 51,725
RELIANT ENERGY INC COM 75952J108 8,832 386,100 SH SOLE 386,100
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RELIASTAR FINANCIAL CORP COM 75952U103 2,118 54,050 SH SOLE 54,050
REMEC INC. COM 759543101 1,079 42,300 SH SOLE 42,300
REMEDY CORPORATION COM 759548100 2,260 47,700 SH SOLE 47,700
REMEDY TEMP INC CL A 759549108 17 900 SH SOLE 900
REMINGTON OIL & GAS CORP COM 759594302 18 4,700 SH SOLE 4,700
RENAL CARE GROUP INC COM 759930100 1,713 73,300 SH SOLE 73,300
RENT-A-CENTER INC COM 76009N100 828 41,800 SH SOLE 41,800
RENT-WAY COM 76009U104 669 35,800 SH SOLE 35,800
REPUBLIC BANCORP INC-CL.A CL A 760281204 10 1,200 SH SOLE 1,200
REPUBLIC BANCORP INC COM 760282103 903 74,390 SH SOLE 74,390
REPUBLIC GROUP INC COM 760473108 35 2,300 SH SOLE 2,300
REPUBLIC NEW YORK CORP COM 760719104 9,852 136,830 SH SOLE 136,830
REPUBLIC SECURITY FINL COM 760758102 598 83,600 SH SOLE 83,600
REPUBLIC SERVICES INC CL A 760759100 1,482 103,100 SH SOLE 103,100
RESEARCH FRONTIERS CORP COM 760911107 12 800 SH SOLE 800
RESTORATION HARDWARE COM 760981100 7 1,000 SH SOLE 1,000
RESMED INC. COM 761152107 1,031 24,700 SH SOLE 24,700
RESORTQUEST INTL. INC. COM 761183102 5 1,200 SH SOLE 1,200
RESOURCE AMERICA INC. CL A 761195205 11 1,400 SH SOLE 1,400
RESPIRONICS INC COM 761230101 57 7,200 SH SOLE 7,200
RETEK INC COM 76128Q109 75 1,000 SH SOLE 1,000
REVLON INC CL A 761525500 6 800 SH SOLE 800
REX STORES CORPORATION COM 761624105 522 14,900 SH SOLE 14,900
REXALL SUNDOWN INC COM 761648104 1,091 105,800 SH SOLE 105,800
REYNOLDS & REYNOLDS CL A 761695105 1,062 47,200 SH SOLE 47,200
REYNOLDS METALS CO COM 761763101 6,548 85,454 SH SOLE 85,454
RJ REYNOLDS TOBACCO HLDS COM 76182K105 40 2,266 SH SOLE 2,266
RHYTHMS NETCONNECTIONS COM 762430205 53 1,700 SH SOLE 1,700
RICHMOND COUNTY FINL CORP COM 764556106 910 50,400 SH SOLE 50,400
RIGGS NATL CORP COM 766570105 818 62,000 SH SOLE 62,000
RISK CAPITAL HOLDINGS COM 767711104 6 500 SH SOLE 500
RITCHIE BROS. AUCTIONEERS COM 767744105 8 300 SH SOLE 300
RITE AID CORP COM 767754104 2,597 232,114 SH SOLE 232,114
RIVIANA FOODS INC COM 769536103 11 600 SH SOLE 600
ROADWAY EXPRESS INC. COM 769742107 694 32,100 SH SOLE 32,100
ROANOKE ELECTRIC STEEL COM 769841107 13 800 SH SOLE 800
ROBBINS & MYERS INC COM 770196103 48 2,100 SH SOLE 2,100
ROBERT HALF INT'L INC COM 770323103 1,615 56,550 SH SOLE 56,550
ROBERTSON CECO CORP COM PAR $0.01 770539203 10 1,000 SH SOLE 1,000
ROCK-TENN CO - CL A CL A 772739207 576 39,030 SH SOLE 39,030
ROCKWELL INT'L CORP (NEW) COM 773903109 12,009 250,836 SH SOLE 250,836
ROFIN-SINAR TECH INC COM 775043102 10 1,400 SH SOLE 1,400
ROGERS CORP COM 775133101 15 400 SH SOLE 400
ROHM & HAAS COMPANY COM 775371107 11,819 290,489 SH SOLE 290,489
ROLLINS INC COM 775711104 752 50,100 SH SOLE 50,100
ROLLINS TRUCK LEASING COM 775741101 1,265 105,950 SH SOLE 105,950
ROMAC INTERNATIONAL INC COM 775835101 1,029 76,600 SH SOLE 76,600
ROPER INDUSTRIES INC. COM 776696106 1,883 49,800 SH SOLE 49,800
ROSLYN BANCORP INC COM 778162107 1,051 56,800 SH OTHER (1) 56,800
ROSLYN BANCORP INC COM 778162107 30 1,600 SH SOLE 1,600
ROSS STORES INCORPORATED COM 778296103 1,150 64,100 SH SOLE 64,100
ROUSE COMPANY (REIT) COM 779273101 34 1,600 SH SOLE 1,600
ROWAN COS INC COM 779382100 2,455 113,181 SH SOLE 113,181
ROWECOM INC. COM 77957X108 23 500 SH SOLE 500
ROYAL APPLIANCE MFG CO COM 780076105 17 3,500 SH SOLE 3,500
ROYAL CARIBBEAN CRUISES COM V7780T103 5,207 105,600 SH SOLE 105,600
ROYAL DUTCH PETRO- NY SHS COM 780257804 4,756 78,700 SH OTHER (1) 78,700
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ROYAL DUTCH PETRO- NY SHS COM 780257804 93,423 1,545,780 SH SOLE 1,545,780
RUBY TUESDAY INC COM 781182100 1,069 58,774 SH SOLE 58,774
RUDDICK CORP COM 781258108 1,181 76,200 SH SOLE 76,200
RUDOLPH TECH COM 781270103 10 300 SH SOLE 300
RURAL/METRO CORPORATION COM 781748108 17 4,000 SH SOLE 4,000
RUSH ENTERPRISES INC. COM 781846100 7 500 SH SOLE 500
RURAL CELLULAR CORP CL A CL A 781904107 1,186 13,100 SH SOLE 13,100
RUSS BERRIE & CO. INC. COM 782233100 1,005 38,300 SH SOLE 38,300
RUSSELL CORP COM 782352108 1,244 74,276 SH SOLE 74,276
RYAN'S FAM STEAK HOUSE COM 783519101 581 68,300 SH SOLE 68,300
RYDER SYS INC COM 783549108 2,032 83,162 SH SOLE 83,162
RYERSON TULL INC COM 78375P107 801 41,200 SH SOLE 41,200
RYLAND GROUP COM 783764103 724 31,400 SH SOLE 31,400
S & T BANCORP COM 783859101 1,032 44,500 SH SOLE 44,500
SBC COMMUNICATIONS INC. COM 78387G103 215,407 4,418,597 SH SOLE 4,418,597
SBA COMMUNICATIONS CORP COM 78388J106 4 200 SH SOLE 200
SCI SYSYTEMS INCORPORATED COM 783890106 3,255 39,600 SH SOLE 39,600
SCM MICROSYSTEMS INC. COM 784018103 1,477 23,100 SH SOLE 23,100
SCP POOL CORP COM 784028102 10 400 SH SOLE 400
SCPIE HOLDINGS INC. COM 78402P104 646 20,100 SH SOLE 20,100
SDL INCORPORATED COM 784076101 4,513 20,700 SH SOLE 20,700
SEI INVESTMENTS COMPANY COM 784117103 1,107 9,300 SH SOLE 9,300
SFX ENTERTAINMENT INC. CL A 784178105 1,355 37,450 SH SOLE 37,450
SJW CORP COM COM 784305104 12 100 SH SOLE 100
SL GREEN REALTY (REIT) COM 78440X101 11 500 SH SOLE 500
SLM HOLDING CORP COM 78442A109 8,761 207,350 SH SOLE 207,350
SLI INC. COM 78442T108 890 65,650 SH SOLE 65,650
SPS TECHNOLOGIES INC. COM 784626103 751 23,500 SH SOLE 23,500
SPX CORP COM 784635104 1,673 20,700 SH SOLE 20,700
S1 CORPORATION COM 78463B101 1,557 19,930 SH SOLE 19,930
S3 INCORPORATED COM 784849101 1,630 141,000 SH SOLE 141,000
SVI HOLDINGS INC COM 784872103 17 1,400 SH SOLE 1,400
SABRE GROUP HOLDINGS INC. CL A 785905100 2,009 39,200 SH SOLE 39,200
SAFECO CORP COM 786429100 4,393 176,591 SH SOLE 176,591
SAFEGUARD SCIENTIFICS COM 786449108 3,306 20,400 SH SOLE 20,400
SAFESCIENCE INC COM 786452102 7 600 SH SOLE 600
SAFESKIN CORP COM 786454108 1,157 95,400 SH SOLE 95,400
SAFETY-KLEEN CORP. COM NEW 78648R203 522 46,100 SH SOLE 46,100
SAFEWAY INC COM 786514208 22,841 642,280 SH SOLE 642,280
SAGA SYSTEMS INC COM 786610105 941 47,200 SH SOLE 47,200
SAGENT TECHNOLOGY INC COM 786693101 33 1,100 SH SOLE 1,100
SANTA FE INTL CORP ORD G7805C108 1,752 67,700 SH SOLE 67,700
ST JOE CORP COM 790148100 1,099 45,200 SH SOLE 45,200
ST JUDE MED INC COM 790849103 3,366 109,697 SH SOLE 109,697
ST MARY LND & EXPLORATION COM 792228108 62 2,500 SH SOLE 2,500
ST. PAUL COMPANIES INC COM 792860108 10,118 300,338 SH SOLE 300,338
SAKS INCORPORATED COM 79377W108 1,344 86,340 SH SOLE 86,340
SALEM COMMUNICATIONS CL A 794093104 14 600 SH SOLE 600
SALESLOGIX INC COM 79466P105 21 500 SH SOLE 500
SALTON INC. COM 795757103 13 400 SH SOLE 400
SANCHEZ COMPUTER COM 799702105 1,639 39,800 SH SOLE 39,800
SANDERSON FARMS INC. COM 800013104 9 1,000 SH SOLE 1,000
SANDISK CORPORATION COM 80004C101 1,819 18,900 SH SOLE 18,900
SANDY SPRING BANCORP COM 800363103 5 200 SH SOLE 200
SANMINA CORP COM 800907107 3,705 37,100 SH SOLE 37,100
SANGSTAT MEDICAL COR COM 801003104 818 27,500 SH SOLE 27,500
SANTA CRUZ OPERATION COM 801833104 1,677 55,200 SH SOLE 55,200
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SANTA FE SNYDER CORP COM 80218K105 1,162 145,200 SH SOLE 145,200
SAPIENT COM 803062108 5,807 41,200 SH SOLE 41,200
SARA LEE CORP COM 803111103 2,149 97,400 SH OTHER (1) 97,400
SARA LEE CORP COM 803111103 26,083 1,182,238 SH SOLE 1,182,238
SATCON TECHNOLOGY COM 803893106 8 1,000 SH SOLE 1,000
SAUCONY INC CL B 804120202 10 700 SH SOLE 700
SAUER INCORPORATED COM 804137107 413 45,600 SH SOLE 45,600
SAUL CENTERS INC COM 804395101 8 600 SH SOLE 600
SAWTEK INC COM 805468105 1,657 24,900 SH SOLE 24,900
SCANA CORP COM 805898103 1,828 68,000 SH SOLE 68,000
HENRY SCHEIN INC COM 806407102 893 67,100 SH SOLE 67,100
SCHEIN PHARMACEUTICALS COM 806416103 18 1,500 SH SOLE 1,500
SCHERING PLOUGH CORP COM 806605101 5,400 128,000 SH OTHER (1) 128,000
SCHERING PLOUGH CORP COM 806605101 80,830 1,915,962 SH SOLE 1,915,962
SCHLUMBERGER LTD COM 806857108 22,986 408,634 SH SOLE 408,634
SCHOLASTIC CORPORATION COM 807066105 1,685 27,100 SH SOLE 27,100
SCHOOL SPECIALTY INC. COM 807863105 17 1,100 SH SOLE 1,100
SCHULMAN (A.) INC COM 808194104 835 51,200 SH SOLE 51,200
SCHULTZ SAV O STORES INC COM 808196109 10 800 SH SOLE 800
SCHWAB CHARLES CORP COM 808513105 40,849 1,064,458 SH SOLE 1,064,458
SCHWEITZER-MANDUIT INTL COM 808541106 55 4,100 SH SOLE 4,100
SCIENT CORP COM 80864H109 138 1,600 SH SOLE 1,600
SCIENTIFIC ATLANTA INC COM 808655104 5,616 100,962 SH SOLE 100,962
SCIQUEST.COM INC COM 80908Q107 40 500 SH SOLE 500
SCOTT TECHNOLOGIES COM 810022301 570 30,200 SH SOLE 30,200
SCOTTISH POWER-ADR SPON ADR FINAL 81013T705 2 58 SH SOLE 58
SCOTTS CO. CL A 810186106 1,868 46,400 SH SOLE 46,400
SCRIPPS CO E.W. CLASS A CL A 811054204 2,387 53,275 SH SOLE 53,275
SEABOARD CORPORATION COM 811543107 427 2,200 SH SOLE 2,200
SEACHANGE INTERNATIONAL COM 811699107 1,220 34,500 SH SOLE 34,500
SEACOAST BANKING CORP. CL A 811707108 11 400 SH SOLE 400
SEAGATE TECHNOLOGY COM 811804103 13,354 286,799 SH SOLE 286,799
SEAGRAM CO LTD-FOREIGN COM 811850106 14,114 314,075 SH SOLE 314,075
SEACOR HLDGS INC COM 811904101 1,154 22,300 SH SOLE 22,300
SEALED AIR CORPORATION COM 81211K100 5,422 104,648 SH SOLE 104,648
SEARS ROEBUCK & CO COM 812387108 14,519 477,018 SH SOLE 477,018
SECOND BANCORP INC. COM 813114105 4 200 SH SOLE 200
SECURITY CAPITAL GROUP CL B 81413P204 13 1,000 SH SOLE 1,000
SEITEL INCORPORATED COM NEW 816074306 37 5,500 SH SOLE 5,500
SELECT COMFORT CORP COM 81616X103 4 1,100 SH SOLE 1,100
SELECTIVE INSURANCE GRP COM 816300107 880 51,200 SH SOLE 51,200
SEMTECH CORP COM 816850101 1,084 20,800 SH SOLE 20,800
SEMPRA ENERGY COM 816851109 5,424 312,189 SH SOLE 312,189
SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 12 950 SH SOLE 950
SENSORMATIC ELECTRIC CORP COM 817265101 26 1,500 SH SOLE 1,500
SEPRACOR INC COM 817315104 2,252 22,700 SH SOLE 22,700
SEQUA CORP. -CL A CL A 817320104 928 17,200 SH SOLE 17,200
SERENA SOFTWARE INC COM 817492101 19 600 SH SOLE 600
SEROLOGICALS CORPORATION COM 817523103 6 1,000 SH SOLE 1,000
SERVICE CORPORATION INT'L COM 817565104 1,437 207,126 SH SOLE 207,126
SERVICE EXPERTS INC COM 817567100 28 4,900 SH SOLE 4,900
SERVICEMASTER COMPANY COM 81760N109 2,176 176,700 SH SOLE 176,700
7-ELEVEN INC COM 817826100 1,198 672,400 SH SOLE 672,400
SHARED MED SYS CORP COM 819486101 2,015 39,552 SH SOLE 39,552
SHARPER IMAGE COM 820013100 8 600 SH SOLE 600
SHAW GROUP INC. COM 820280105 777 30,700 SH SOLE 30,700
SHAW INDS INC COM 820286102 1,280 82,900 SH SOLE 82,900
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SHERWIN WILLIAMS CO COM 824348106 4,579 218,061 SH SOLE 218,061
SHIRE PHARMACEUTICALS-ADR SPONSORED ADR 82481R106 1,594 54,740 SH SOLE 54,740
SHOPKO STORES INC COM 824911101 1,293 56,200 SH SOLE 56,200
SHOP AT HOME INC. COM NEW 825066301 501 50,400 SH SOLE 50,400
SHOPNOW.COM COM 82508R105 13 700 SH SOLE 700
SHOREWOOD PACKAGING CORP COM 825229107 961 50,750 SH SOLE 50,750
SHURGARD STORAGE (REIT) COM 82567D104 14 600 SH SOLE 600
SICOR INC COM 825846108 1,113 143,600 SH SOLE 143,600
SIEBEL SYSTEMS INC COM 826170102 9,064 107,900 SH SOLE 107,900
SIEBERT FINANCIAL CORP COM 826176109 559 37,900 SH SOLE 37,900
SIERRA HEALTH SERVICES COM 826322109 46 6,900 SH SOLE 6,900
SIERRA PACIFIC RESOURCES COM 826428104 832 48,076 SH SOLE 48,076
SIGMA ALDRICH COM 826552101 4,068 135,309 SH SOLE 135,309
SIGMA DESIGNS INC COM 826565103 17 1,500 SH SOLE 1,500
SIGCORP INC. COM 826912107 884 38,849 SH SOLE 38,849
SILGAN HOLDINGS INC COM 827048109 12 900 SH SOLE 900
SILICON GRAPHICS COM 827056102 2,254 229,722 SH SOLE 229,722
SILICON STORAGE TECH COM 827057100 1,654 40,100 SH SOLE 40,100
SILICON IMAGE INC COM 82705T102 35 500 SH SOLE 500
SILICON VALLEY BANCSHARES COM 827064106 243 4,900 SH SOLE 4,900
SILICON VALLEY GROUP COM 827066101 1,097 61,800 SH SOLE 61,800
SILICONIX INC COM NEW 827079203 26 200 SH SOLE 200
SILKNET SOFTWARE INC COM 827094103 66 400 SH SOLE 400
SILVERSTREAM SOFTWARE INC COM 827907106 36 300 SH SOLE 300
SIMON PROPERTY GRP (REIT) COM 828806109 87 3,800 SH SOLE 3,800
SIMPSON INDUSTRIES INC COM 829060102 47 4,200 SH SOLE 4,200
SIMPSON MANUFACTURING INC COM 829073105 958 21,900 SH SOLE 21,900
SINCLAIR BROADCAST CL A 829226109 982 80,500 SH SOLE 80,500
SIRIUS SATELLITE RADIO COM 82966U103 1,709 38,400 SH SOLE 38,400
SITEL CORPORATION COM 82980K107 770 110,000 SH SOLE 110,000
SKY FINANCIAL GROUP COM 83080P103 924 45,910 SH SOLE 45,910
SKYLINE COM 830830105 40 1,700 SH SOLE 1,700
SKYMALL INCORPORATED COM 830859104 10 1,300 SH SOLE 1,300
SKYWEST INCORPORATED COM 830879102 1,280 45,700 SH SOLE 45,700
SMARTDISK CORPORATION COM 83169Q105 10 300 SH SOLE 300
SMITH (A.O.) CORP COM 831865209 952 43,500 SH SOLE 43,500
SMITH INTERNATIONAL INC COM 832110100 1,640 33,000 SH SOLE 33,000
SMITH RESIDENTIAL COM 832197107 14 400 SH SOLE 400
SMITHFIELD FOODS INC. COM 832248108 2,021 84,200 SH SOLE 84,200
J.M. SMUCKER CO. CLASS A CL A 832696108 932 47,800 SH SOLE 47,800
SMURFIT-STONE CONTAINER COM 832727101 3,227 131,700 SH SOLE 131,700
SNYDER COMMUNICATIONS COM 832914105 2,589 134,500 SH SOLE 134,500
CIRCLE.COM COM CIRCLE COM 832914204 8 675 SH SOLE 675
SNAP-ON TOOLS CORP COM 833034101 2,332 87,778 SH SOLE 87,778
SODEXHO MARRIOTT SERVICES COM 833793102 1,331 102,400 SH SOLE 102,400
SOFTNET SYSTEMS INC COM 833964109 663 26,400 SH SOLE 26,400
SOFTWARE.COM INC COM 83402P104 96 1,000 SH SOLE 1,000
SOFTWORKS INCORPORATED COM 83404P102 18 1,900 SH SOLE 1,900
SOLA INTERNATIONAL INC. COM 834092108 642 46,300 SH SOLE 46,300
SOLECTRON CORP COM 834182107 2,581 27,132 SH OTHER (1) 27,132
SOLECTRON CORP COM 834182107 36,305 381,660 SH SOLE 381,660
SOLUTIA INC COM 834376105 885 57,300 SH SOLE 57,300
SOMERA COMMUNICATIONS INC COM 834458101 12 1,000 SH SOLE 1,000
SONIC CORP. COM 835451105 881 30,900 SH SOLE 30,900
SONIC WALL INC COM 835470105 20 500 SH SOLE 500
SONOCO PRODUCTS INC COM 835495102 1,461 64,241 SH SOLE 64,241
SONOSIGHT INC COM 83568G104 13 400 SH SOLE 400
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SOTHEBY'S HOLDINGS INC CL A 835898107 939 31,300 SH SOLE 31,300
SOURCE INFO MGMT CO COM NEW 836151209 17 1,000 SH SOLE 1,000
SOUTH ALABAMA BANCORP COM 836234104 5 400 SH SOLE 400
SOUTH JERSEY COM 838518108 14 500 SH SOLE 500
SOUTHDOWN INC COM 841297104 1,291 25,000 SH SOLE 25,000
SOUTHERN CO COM 842587107 21,167 900,731 SH SOLE 900,731
SOUTHERN ENERGY HOMES INC COM 842814105 3 1,200 SH SOLE 1,200
SOUTHERN PERU COPPER CORP COM 843611104 15 1,000 SH SOLE 1,000
SOUTHERN UNION CO COM 844030106 1,718 89,832 SH SOLE 89,832
SOUTHSIDE BANCSHARES COM 844700104 4 500 SH SOLE 500
SOUTHTRUST CORPORATION COM 844730101 2,923 77,300 SH OTHER (1) 77,300
SOUTHTRUST CORPORATION COM 844730101 8,228 217,587 SH SOLE 217,587
SOUTHWEST AIRLINES CO COM 844741108 10,740 663,454 SH SOLE 663,454
SOUTHWEST BANCORP INC COM 844767103 8 400 SH SOLE 400
SOUTHWEST BANCORP OF TX COM 84476R109 911 46,000 SH SOLE 46,000
SOUTHWEST GAS CORP. COM 844895102 1,327 57,700 SH SOLE 57,700
SOUTHWEST SECURITIES GRP. COM 845224104 540 19,730 SH SOLE 19,730
SOUTHWESTERN ENERGY CO. COM 845467109 33 5,100 SH SOLE 5,100
SOVEREIGN BANCORP COM 845905108 678 90,960 SH SOLE 90,960
SOVRAN SELF STORAGE REIT COM 84610H108 15 800 SH SOLE 800
SPACELABS MEDICAL INC. COM 846247104 35 1,900 SH SOLE 1,900
SPARTAN MOTORS INC. COM 846819100 14 3,100 SH SOLE 3,100
SPARTECH CORP COM NEW 847220209 1,445 44,800 SH SOLE 44,800
SPECIALTY EQUIPMENT COS COM NEW 847497203 735 30,700 SH SOLE 30,700
SPECTRIAN CORP COM 847608106 525 18,600 SH SOLE 18,600
SPEEDFAM-IPEC INC. COM 847705100 713 55,100 SH SOLE 55,100
SPEEDWAY MOTORSPORTS COM 847788106 1,488 53,500 SH SOLE 53,500
SPIEGEL CLASS A CL A 848457107 1,522 216,400 SH SOLE 216,400
SPIEKER PROPERTIES (REIT) COM 848497103 51 1,400 SH SOLE 1,400
SPLITROCK SERVICES INC COM 848636304 24 1,200 SH SOLE 1,200
SPORTSLINE.COM INC COM 848934105 2,050 40,900 SH SOLE 40,900
THE SPORTS AUTHORITY COM 849176102 13 6,400 SH SOLE 6,400
SPRINGS INDS INC COM 851783100 1,687 42,242 SH SOLE 42,242
SPRINT CORP (FON GROUP) COM 852061100 76,970 1,143,466 SH SOLE 1,143,466
SPRINT CORP (PCS GROUP) PCS COM SER 1 852061506 57,853 564,416 SH SOLE 564,416
SPYGLASS INC COM 852192103 1,047 27,600 SH SOLE 27,600
STAFFMARK INC COM 852389105 57 7,500 SH SOLE 7,500
STAMPS.COM INC COM 852857101 33 800 SH SOLE 800
STANCORP FINANCIAL GROUP COM 852891100 20 800 SH SOLE 800
STANDARD MICROSYSTEMS COM 853626109 32 3,000 SH SOLE 3,000
STANDARD MTR PRODS INC. COM 853666105 48 3,000 SH SOLE 3,000
STANDARD-PACIFIC CORP. COM 85375C101 671 61,000 SH SOLE 61,000
STANDARD REGISTER COM 853887107 899 46,400 SH SOLE 46,400
STANDEX INT'L CORP COM 854231107 63 3,000 SH SOLE 3,000
STANLEY WORKS COM 854616109 3,702 122,886 SH SOLE 122,886
STAR TELECOM COM 854923109 763 96,500 SH SOLE 96,500
STAPLES INC COM 855030102 12,480 601,460 SH SOLE 601,460
STARBUCKS CORP COM 855244109 2,544 104,900 SH SOLE 104,900
STARMEDIA NETWORK COM 855546107 52 1,300 SH SOLE 1,300
STARTEK INC COM 85569C107 830 22,900 SH SOLE 22,900
STARWOOD FINANCIAL INC COM 85569R104 24 1,390 SH SOLE 1,390
STATE AUTO FINANCIAL CORP COM 855707105 599 65,600 SH SOLE 65,600
STARWOOD HOTELS & RES. WW PAIRED CTF 85590A203 98 4,180 SH SOLE 4,180
STATE STREET CORP COM 857477103 15,521 212,435 SH SOLE 212,435
STATEN ISLAND BANCORP COM 857550107 1,172 65,100 SH SOLE 65,100
STATION CASINOS INC COM 857689103 1,553 69,200 SH SOLE 69,200
STEEL DYNAMICS INC COM 858119100 1,291 81,000 SH SOLE 81,000
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STEEL TECHNOLOGIES INC. COM 858147101 41 2,800 SH SOLE 2,800
STEELCASE INC CL A 858155203 614 51,200 SH SOLE 51,200
STEIN MART INC COM 858375108 63 11,000 SH SOLE 11,000
STEPAN COMPANY COM 858586100 5 200 SH SOLE 200
STERLING BANCSHARES INC. COM 858907108 483 43,200 SH SOLE 43,200
STERICYCLE INC. COM 858912108 21 1,100 SH SOLE 1,100
STERILE RECOVERIES COM 859151102 2 300 SH SOLE 300
STERIS CORPORATION COM 859152100 1,141 110,600 SH SOLE 110,600
STERLING BANCORP/NY COM 859158107 13 840 SH SOLE 840
STERLING COMMERCE INC COM 859205106 1,669 49,000 SH SOLE 49,000
STERLING FINANCIAL CORP COM 859317109 16 500 SH SOLE 500
STERLING SOFTWARE INC COM 859547101 1,556 49,400 SH SOLE 49,400
STEWART & STEVENSON COM 860342104 550 46,400 SH SOLE 46,400
STEWART ENTERPRISES CL A CL A 860370105 863 181,700 SH SOLE 181,700
STILLWATER MINING CO COM 86074Q102 2,295 72,000 SH SOLE 72,000
STONE & WEBSTER INC COM 861572105 55 3,300 SH SOLE 3,300
STONE ENERGY CORP COM 861642106 1,190 33,400 SH SOLE 33,400
STONERIDGE INC COM 86183P102 503 32,600 SH SOLE 32,600
STORAGE USA INC (REIT) COM 861907103 18 600 SH SOLE 600
STORAGE TECH CORP COM 862111200 1,158 62,800 SH SOLE 62,800
STRATTEC STRATEGY CORP. COM 863111100 10 300 SH SOLE 300
STRAYER EDUCATION INC COM 863236105 602 30,500 SH SOLE 30,500
STRIDE RITE CORP COM 863314100 68 10,500 SH SOLE 10,500
STRUCTURAL DYN RES. COM 863555108 755 59,200 SH SOLE 59,200
STRYKER CORPORATION COM 863667101 4,435 63,700 SH SOLE 63,700
STUDENT ADVANTAGE INC COM 86386Q105 18 800 SH SOLE 800
THE STUDENT LOAN CORP COM 863902102 1,646 33,000 SH SOLE 33,000
STURM RUGER & CO. INC. COM 864159108 57 6,400 SH SOLE 6,400
SUBURBAN LODGES OF AMERIC COM 864444104 11 2,200 SH SOLE 2,200
SUIZA FOODS CORP STK COM 865077101 872 22,000 SH SOLE 22,000
SUMMIT BANCORP COM 866005101 7,322 239,087 SH SOLE 239,087
SUMMIT PROP INC REIT COM 866239106 11 600 SH SOLE 600
SUMMIT TECHNOLOGY INC COM 86627E101 894 76,500 SH SOLE 76,500
SUN COMMUNTIES INC (REIT) COM 866674104 16 500 SH SOLE 500
SUN MICROSYSTEMS COM 866810104 10,919 141,000 SH OTHER (1) 141,000
SUN MICROSYSTEMS COM 866810104 155,860 2,012,724 SH SOLE 2,012,724
SUNBURST HOSPITALITY COM 866948102 9 1,600 SH SOLE 1,600
SUNBEAM CORPORATION COM 867071102 685 163,600 SH SOLE 163,600
SUNGARD DATA SYSTEMS INC COM 867363103 1,648 69,400 SH SOLE 69,400
SUNGLASS HUT COM 86736F106 845 75,100 SH SOLE 75,100
SUNOCO INC COM 86764P109 2,842 120,952 SH SOLE 120,952
SUNRISE ASSISTED LIVING COM 86768K106 12 900 SH SOLE 900
SUNRISE TECHNOLOGIES COM 86769L103 888 75,200 SH SOLE 75,200
SUNTERRA CORPORATION COM 86787D109 684 59,500 SH SOLE 59,500
SUNRISE MEDICAL COM 867910101 38 6,200 SH SOLE 6,200
SUNTRUST BANKS COM 867914103 29,046 422,103 SH SOLE 422,103
SUPERGEN INC COM 868059106 1,116 38,000 SH SOLE 38,000
SUPERIOR ENERGY SERVICES COM 868157108 656 97,200 SH SOLE 97,200
SUPERIOR INDUSTRIES COM 868168105 1,180 44,000 SH SOLE 44,000
SUPERIOR NATL INSURANCE COM 868224106 10 1,300 SH SOLE 1,300
SUPERIOR SURGICAL MFG CO COM 868358102 8 900 SH SOLE 900
SUPERIOR TELECOM INC COM 868365107 505 32,743 SH SOLE 32,743
SUPERVALU INC COM 868536103 3,557 177,841 SH SOLE 177,841
SURMODICS INC COM 868873100 12 400 SH SOLE 400
SUSQUEHANNA BANCSHARES COM 869099101 1,082 68,175 SH SOLE 68,175
SWIFT ENERGY COMPANY COM 870738101 9 800 SH SOLE 800
SWIFT TRANSAPORTATION COM 870756103 1,859 105,500 SH SOLE 105,500
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SWISS ARMY BRANDS COM 870827102 11 1,500 SH SOLE 1,500
SYBASE INC COM 871130100 27 1,600 SH SOLE 1,600
SYBRON CORPORATION COM 87114F106 1,523 61,700 SH SOLE 61,700
SYCAMORE NETWORKS COM 871206108 524 1,700 SH SOLE 1,700
SYKES ENTERPRISES INC. COM 871237103 1,356 30,900 SH SOLE 30,900
SYLVAN LEARNING SYS INC COM 871399101 1,110 85,400 SH SOLE 85,400
SYMANTEC CORP COM 871503108 1,829 31,200 SH SOLE 31,200
SYMBOL TECH INC COM 871508107 3,683 57,937 SH SOLE 57,937
SYMMETRICOM INC. COM 871543104 43 4,300 SH SOLE 4,300
SYMYX TECHNOLOGIES COM 87155S108 18 600 SH SOLE 600
SYNCOR INC. COM 87157J106 629 21,600 SH SOLE 21,600
SYNOPSYS INC COM 871607107 2,690 40,300 SH SOLE 40,300
SYNOVUS FINANCIAL COM 87161C105 7,243 364,409 SH SOLE 364,409
SYNTEL INC COM 87162H103 1,020 63,000 SH SOLE 63,000
SYNTROLEUM CORP COM 871630109 12 1,500 SH SOLE 1,500
SYSCO CORP COM 871829107 17,001 429,728 SH SOLE 429,728
SYSTEMAX INC COM 871851101 504 59,300 SH SOLE 59,300
SYSTEMS & COMP TECHNOLOGY COM 871873105 860 52,900 SH SOLE 52,900
TBC CORP COM 872180104 35 5,600 SH SOLE 5,600
TCBY ENTERPRISES INC COM 872245105 17 4,500 SH SOLE 4,500
TCF FINANCIAL COM 872275102 1,303 52,400 SH SOLE 52,400
TD WATERHOUSE GROUP INC COM 872362108 15 900 SH SOLE 900
TECO ENERGY COM 872375100 1,392 75,000 SH SOLE 75,000
TEPPCO PARTNERS UT LTD PARTNER 872384102 14 700 SH SOLE 700
TESSCO TECH INC COM 872386107 13 700 SH SOLE 700
T-HQ INC. COM NEW 872443403 710 30,600 SH SOLE 30,600
T J INTERNATIONAL INC COM 872534102 1,222 29,100 SH SOLE 29,100
TJX COMPANY COM 872540109 8,500 415,882 SH SOLE 415,882
TNP ENTERPRISES INC COM 872594106 1,019 24,700 SH SOLE 24,700
TRW INC COM 872649108 8,417 162,057 SH SOLE 162,057
TSI INTL SOFTWARE LTD COM 872879101 2,367 41,800 SH SOLE 41,800
TMP WORLDWIDE INC COM 872941109 2,939 20,700 SH SOLE 20,700
TV GUIDE INC CL A 87307Q109 3,904 90,800 SH SOLE 90,800
TACO CABANA INC CLASS A COM 873425102 29 3,600 SH SOLE 3,600
TALBOTS INC COM 874161102 946 21,200 SH SOLE 21,200
TALK.COM INC. COM 874264104 1,905 107,300 SH SOLE 107,300
TANDY CORP COM 875382103 12,399 252,074 SH SOLE 252,074
TANGER FTRY OUTLET (REIT) COM 875465106 17 800 SH SOLE 800
TANNING TECHNOLOGY CORP COM 87588P101 24 400 SH SOLE 400
TARAGON REALTY INVESTORS COM 876287103 13 1,300 SH SOLE 1,300
TARRANT APPAREL GROUP COM 876289109 8 800 SH SOLE 800
TASTY BAKING COMPANY COM 876553306 11 1,300 SH SOLE 1,300
TAUBMAN CENTERS (REIT) COM 876664103 12 1,100 SH SOLE 1,100
TECH DATA CORP COM 878237106 787 29,000 SH SOLE 29,000
TECHNE CORP COM 878377100 1,883 34,200 SH SOLE 34,200
TECHNITROL INC COM 878555101 1,193 26,800 SH SOLE 26,800
TECHNOLOGY SOLUTIONS COM 87872T108 858 26,200 SH SOLE 26,200
TECUMSEH PRODUCTS CO CL A 878895200 1,567 33,200 SH SOLE 33,200
TEJON RANCH CO. COM 879080109 14 600 SH SOLE 600
TEKELEC COM 879101103 2,036 90,500 SH SOLE 90,500
TEKTRONIX INC COM 879131100 2,523 64,905 SH SOLE 64,905
TELEBANC FINANCIAL GROUP COM 87925R109 1,945 74,800 SH SOLE 74,800
TELECORP PCS INC CL A 879299105 68 1,800 SH SOLE 1,800
TELEDYNE TECHNOLOGIES COM 879360105 5 557 SH SOLE 557
TELEFLEX INCORPORATED COM 879369106 805 25,700 SH SOLE 25,700
TELEPHONE & DATA SYS COM 879433100 4,586 36,400 SH SOLE 36,400
TELESPECTRUM WORLDWIDE COM 87951U109 11 1,500 SH SOLE 1,500
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TELIGENT INCORPORATED CL A 87959Y103 988 16,000 SH SOLE 16,000
TELLABS INC COM 879664100 33,047 514,856 SH SOLE 514,856
TELXON CORPORATION COM 879700102 5 300 SH SOLE 300
TEMPLE INLAND CO COM 879868107 4,769 72,319 SH SOLE 72,319
TELETECH HOLDINGS INC. COM 879939106 47 1,400 SH SOLE 1,400
TENFOLD CORPORATION COM 88033A103 28 700 SH SOLE 700
TENET HEALTHCARE CORP COM 88033G100 9,543 406,106 SH SOLE 406,106
TENNANT CO COM 880345103 445 13,600 SH SOLE 13,600
TENNECO AUTOMOTIVE CORP. COM 880349105 75 8,080 SH SOLE 8,080
TERADYNE INCORPORATED COM 880770102 15,378 233,000 SH SOLE 233,000
TERAYON COMMUNICATION COM 880775101 980 15,600 SH SOLE 15,600
TEREX CORPORATION COM 880779103 1,252 45,100 SH SOLE 45,100
TESORO PETRO. CORP. COM 881609101 619 53,500 SH SOLE 53,500
TETRA TECHNOLOGIES INC COM 88162F105 19 2,600 SH SOLE 2,600
TETRA TECH INC COM 88162G103 1,085 70,600 SH SOLE 70,600
TEXACO INC COM 881694103 2,759 50,800 SH OTHER (1) 50,800
TEXACO INC COM 881694103 39,440 726,169 SH SOLE 726,169
TEXAS IND COM 882491103 1,647 38,700 SH SOLE 38,700
TEXAS INSTRS INC COM 882508104 6,597 68,100 SH OTHER (1) 68,100
TEXAS INSTRS INC COM 882508104 99,583 1,027,953 SH SOLE 1,027,953
TEXAS REGIONAL BANCSHARES CL A VTG 882673106 655 22,600 SH SOLE 22,600
TEXAS UTILITIES COM 882848104 13,187 370,810 SH SOLE 370,810
TEXTRON INC COM 883203101 15,096 196,845 SH SOLE 196,845
THERMO ELECTRON CORP COM 883556102 3,128 208,551 SH SOLE 208,551
THERMO INSTRUMENT SYSTEMS COM 883559106 609 54,771 SH SOLE 54,771
THERMO BIOANALYSIS CORP. COM 88355H108 17 900 SH SOLE 900
THERMO ECOTEK CORP COM 88355R106 2 300 SH SOLE 300
THERMO FIBERTEK INC COM 88355W105 717 100,700 SH SOLE 100,700
THERMO OPTEK CORP COM 883582108 961 84,500 SH SOLE 84,500
THERMO TERRATECH INC COM 883598104 10 1,500 SH SOLE 1,500
THERMOQUEST CORP COM 883655102 859 83,300 SH SOLE 83,300
THESTREET.COM COM 88368Q103 15 800 SH SOLE 800
THERMEDICS INC. COM 883901100 13 2,400 SH SOLE 2,400
THOMAS & BETTS CORP COM 884315102 2,814 88,277 SH SOLE 88,277
THOMAS INDUSTRIES COM 884425109 78 3,800 SH SOLE 3,800
THOR INDUSTRIES INC COM 885160101 85 2,800 SH SOLE 2,800
THORATEC LABS CORP COM NEW 885175307 13 1,300 SH SOLE 1,300
3COM CORPORATION COM 885535104 3,553 75,600 SH OTHER (1) 75,600
3COM CORPORATION COM 885535104 22,347 475,470 SH SOLE 475,470
3DO COMPANY COM 88553W105 815 89,600 SH SOLE 89,600
3DFX INTERACTIVE INC. COM 88553X103 13 1,300 SH SOLE 1,300
THREE-FIVE SYSTEMS INC COM 88554L108 891 21,732 SH SOLE 21,732
TIBCO SOFTWARE INC COM 88632Q103 214 1,400 SH SOLE 1,400
TICKETS.COM INC COM 88633M101 16 1,100 SH SOLE 1,100
TICKETMASTER CL B 88633P203 12 300 SH SOLE 300
TIDEWATER INC COM 886423102 1,015 28,200 SH SOLE 28,200
TIFFANY & COMPANY COM 886547108 3,713 41,600 SH SOLE 41,600
TIMBERLAND CO CLASS A CL A 887100105 1,845 34,900 SH SOLE 34,900
TIME WARNER INC COM 887315109 121,815 1,681,650 SH SOLE 1,681,650
TIME WARNER TELECOM-CL A CL A 887319101 25 500 SH SOLE 500
TIMES MIRROR-NEW CL A COM SER A 887364107 5,233 78,100 SH SOLE 78,100
TIMKEN COMPANY COM 887389104 1,752 85,732 SH SOLE 85,732
TITAN CORP COM 888266103 47 1,000 SH SOLE 1,000
TITAN EXPLORATION INC. COM 888289105 2 400 SH SOLE 400
TITAN INTERNATIONAL INC COM 88830M102 31 4,800 SH SOLE 4,800
TIVO INC COM 888706108 24 700 SH SOLE 700
TOLL BROTHERS COM 889478103 1,259 67,600 SH SOLE 67,600
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TOO INC COM 890333107 13 742 SH SOLE 742
TOOTSIE ROLL INDUSTRIES COM 890516107 1,789 54,300 SH SOLE 54,300
TOPPS INC. COM 890786106 796 76,700 SH SOLE 76,700
TORCHMARK CORP COM 891027104 5,129 176,489 SH SOLE 176,489
TORO COMPANY COM 891092108 896 24,000 SH SOLE 24,000
TOSCO CORP COM 891490302 5,342 196,500 SH SOLE 196,500
TOTAL RENAL CARE HOLDINGS COM 89151A107 893 133,500 SH SOLE 133,500
TOWER AUTOMOTIVE COM 891707101 1,337 86,600 SH SOLE 86,600
TOTAL SYSTEM SERVICES INC COM 891906109 1,742 106,800 SH SOLE 106,800
TOYS R US COM 892335100 3,791 264,876 SH SOLE 264,876
TRACTOR SUPPLY COMPANY COM 892356106 11 700 SH SOLE 700
TRAMMELL CROW CO COM 89288R106 681 58,600 SH SOLE 58,600
TRANS WORLD ENTERTAINMNT COM 89336Q100 914 87,050 SH SOLE 87,050
TRANSACTION SYSTEMS CL A 893416107 1,498 53,500 SH SOLE 53,500
TRANSATLANTIC HOLDINGS COM 893521104 1,616 20,700 SH SOLE 20,700
TRANSKARYOTIC THERAPIES COM 893735100 1,220 31,700 SH SOLE 31,700
TRANSPORT CORP OF AMERICA COM 89385P102 14 1,100 SH SOLE 1,100
TRANSPORTATION TECH COM 89388T101 11 600 SH SOLE 600
TRANSMONTAIGNE INC COM 893934109 6 900 SH SOLE 900
TRAVELERS PROP&CAS CORP CL A 893939108 1,247 36,400 SH SOLE 36,400
TRANSWITCH CORP COM 894065101 44 600 SH SOLE 600
TRAVEL SERVICES COM 894169101 13 1,400 SH SOLE 1,400
TREDEGAR INDUSTRIES COM 894650100 1,415 68,400 SH SOLE 68,400
TRENDWEST RESORTS INC COM 894917103 11 500 SH SOLE 500
TRENWICK GROUP COM 895290104 597 35,250 SH SOLE 35,250
TREX COMPANY INC. COM 89531P105 13 500 SH SOLE 500
TREX MEDICAL CP COM 89531R101 3 1,100 SH SOLE 1,100
TRIAD HOSPITALS INC COM 89579K109 17 1,100 SH SOLE 1,100
TRIANGLE BANCORP INC COM 895835106 802 41,400 SH SOLE 41,400
TRIANGLE PHARMACEUTICALS COM 89589H104 791 61,700 SH SOLE 61,700
TRIAD GUARANTY INC COM 895925105 503 22,100 SH SOLE 22,100
TRIARC COMPANIES INC CL A 895927101 775 42,200 SH SOLE 42,200
TRIGEN ENERGY CORP COM 895930105 9 500 SH SOLE 500
TRICON GLOBAL RESTAURANTS COM 895953107 7,574 196,100 SH SOLE 196,100
TRIBUNE COMPANY COM 896047107 3,574 64,900 SH OTHER (1) 64,900
TRIBUNE COMPANY COM 896047107 17,395 315,912 SH SOLE 315,912
TRICO MARINE SERVICES INC COM 896106101 5 700 SH SOLE 700
TRIGON HEALTHCARE COM 89618L100 614 20,800 SH SOLE 20,800
TRIMBLE NAVIGATION LTD COM 896239100 941 43,500 SH SOLE 43,500
TRINITY INDUSTRIES COM 896522109 818 28,750 SH SOLE 28,750
TRIQUINT SEMICONDUCTOR COM 89674K103 1,151 10,350 SH SOLE 10,350
TRITON PCS HOLDINGS INC CL A 89677M106 50 1,100 SH SOLE 1,100
TRIZETTO GROUP INC COM 896882107 19 400 SH SOLE 400
TRIPATH IMAGING INC COM 896942109 3 700 SH SOLE 700
TROPICAL SPORTSWEAR INC COM 89708P102 8 500 SH SOLE 500
TRUE NORTH COMMUNICATIONS COM 897844106 1,073 24,000 SH SOLE 24,000
THE TRUST CO. OF N.J. COM 898304100 739 32,300 SH SOLE 32,300
TRUSTCO BANK CORPORATION COM 898349105 1,169 88,224 SH SOLE 88,224
TRUSTMARK CORP. COM 898402102 983 45,500 SH SOLE 45,500
TUBOSCOPE INC. COM 898600101 1,308 82,400 SH SOLE 82,400
TUESDAY MORNING COM NEW 899035505 15 800 SH SOLE 800
TUMBLEWEED CO CORP COM 899690101 34 400 SH SOLE 400
TUPPERWARE CORP COM 899896104 2,269 133,978 SH SOLE 133,978
TUSCARORA PLASTICS INC COM 900902107 5 400 SH SOLE 400
TUT SYSTEMS INC. COM 901103101 16 300 SH SOLE 300
TWEETER HOME ENT. GROUP COM 901167106 891 25,100 SH SOLE 25,100
TWENTIETH CENTURY INDUST COM 901272203 1,099 56,900 SH SOLE 56,900
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24/7 MEDIA INC. COM 901314104 1,873 33,300 SH SOLE 33,300
TWINLAB CORPORATION COM 901774109 466 58,700 SH SOLE 58,700
TYCO INTERNATIONAL LTD COM 902124106 46,082 1,185,390 SH SOLE 1,185,390
TYSON FOODS INC CL A CL A 902494103 2,182 134,300 SH SOLE 134,300
UAL CORP COM 902549500 2,629 33,900 SH SOLE 33,900
UCAR INTERNATIONAL COM 90262K109 1,318 74,000 SH SOLE 74,000
UGI CORPORATION COM 902681105 1,067 52,200 SH SOLE 52,200
UICI COM 902737105 805 76,200 SH SOLE 76,200
UMB FINANCIAL CORP COM 902788108 1,324 35,068 SH SOLE 35,068
UST CORP COM 902900109 295 9,300 SH SOLE 9,300
USX-MARATHON GROUP INC COM 902905827 9,939 402,602 SH SOLE 402,602
U S B HOLDING INC. COM 902910108 3 200 SH SOLE 200
UST INCORPORATED COM 902911106 5,725 227,284 SH SOLE 227,284
USA DETERGENTS INC COM 902938109 4 1,400 SH SOLE 1,400
U.S. PLASTIC LUMBER CORP COM 902948108 409 53,200 SH SOLE 53,200
U.S. BANCORP (NEW) COM 902973106 22,065 926,619 SH SOLE 926,619
USA NETWORKS INC. COM 902984103 4,210 76,200 SH SOLE 76,200
URS CORPORATION COM 903236107 635 29,300 SH SOLE 29,300
US CAN CORPORATION COM 90328W105 8 400 SH SOLE 400
U S G CORPORATION COM 903293405 1,400 29,700 SH SOLE 29,700
U.S. FOODSERVICE INC COM 90331R101 1,044 62,300 SH SOLE 62,300
US LEC CORPORATION CL A 90331S109 16 500 SH SOLE 500
USEC INCORPORATED COM 90333E108 1,042 148,800 SH SOLE 148,800
U.S. INTERACTIVE INC COM 90334M109 26 600 SH SOLE 600
USX-U.S. STEEL GROUP INC COM 90337T101 4,130 125,139 SH SOLE 125,139
UTI ENERGY CORP COM 903387108 632 27,400 SH SOLE 27,400
US ONCOLOGY INC CL A 90338W103 712 144,272 SH SOLE 144,272
UBID INCORPORATED COM 903469104 17 640 SH SOLE 640
ULTRAK INCORPORATED COM NO PAR 903898401 12 1,500 SH SOLE 1,500
ULTRAMAR DIAMOND SHAMROCK COM 904000106 1,191 52,500 SH SOLE 52,500
ULTRATECH STEPPER INC COM 904034105 637 39,500 SH SOLE 39,500
UNICAPITAL CORPORATION COM 90459D108 5 1,300 SH SOLE 1,300
UNIFI INCORPORATED COM 904677101 1,208 98,100 SH SOLE 98,100
UNIFIRST CORPORATION COM 904708104 11 900 SH SOLE 900
UNIFY CORPORATION COM 904743101 805 29,400 SH SOLE 29,400
UNILEVER NV (ADR) NY SHS N Y SHS NEW 904784709 22,001 404,143 SH SOLE 404,143
UNICOM CORPORATION COM 904911104 9,646 287,952 SH SOLE 287,952
UNION CARBIDE CORP COM 905581104 11,879 177,960 SH SOLE 177,960
UNION PACIFIC CORP COM 907818108 14,325 328,377 SH SOLE 328,377
UNION PACIFIC RESOURCES COM 907834105 4,190 328,620 SH SOLE 328,620
UNION PLANTERS COM 908068109 7,627 193,400 SH SOLE 193,400
UNIONBANCAL CORP COM 908906100 4,188 106,200 SH SOLE 106,200
UNISOURCE ENERGY CORP. COM 909205106 597 53,380 SH SOLE 53,380
UNISYS CORP COM 909214108 12,937 405,065 SH SOLE 405,065
UNIT CORPORATION COM 909218109 8 1,100 SH SOLE 1,100
UNITED ASSET MANAGEMENT COM 909420101 1,789 96,400 SH SOLE 96,400
UNITED COMMUNITY FIN. COM 909839102 527 53,000 SH SOLE 53,000
UNITED BANKSHARES INC COM 909907107 1,896 79,400 SH SOLE 79,400
UNITED DOMINION INDUS. COM 909914103 1,288 64,600 SH SOLE 64,600
UNITED DOMINION (REIT) COM 910197102 21 2,100 SH SOLE 2,100
UNITED HEALTHCARE CORP COM 910581107 12,378 232,992 SH SOLE 232,992
UNITED ILLUMINATING COM 910637107 1,367 26,600 SH SOLE 26,600
UNITED NATIONAL BANCORP COM 910909100 775 34,930 SH SOLE 34,930
UNITED NATURAL FOODS INC COM 911163103 60 5,000 SH SOLE 5,000
UNITED PARCEL SERVICE CL B 911312106 173 2,500 SH SOLE 2,500
UNITED PARK CITY COM NEW 911315208 6 200 SH SOLE 200
UNITED PAY & UNITED PROV COM 911319101 523 31,600 SH SOLE 31,600
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UNITED RENTALS INC. COM 911363109 795 46,400 SH SOLE 46,400
US CELLULAR CORP COM 911684108 5,632 55,800 SH SOLE 55,800
US AIRWAYS GROUP COM 911905107 2,946 91,890 SH SOLE 91,890
US HOME CORP COM 911920106 672 26,300 SH SOLE 26,300
U.S. INDUSTRIES INC. COM 912080108 690 49,300 SH SOLE 49,300
US OFFICE PRODUCTS CO COM NEW 912325305 4 1,400 SH SOLE 1,400
US WEST INCORPORATED(NEW) COM 91273H101 1,850 25,700 SH OTHER (1) 25,700
US WEST INCORPORATED(NEW) COM 91273H101 47,586 660,921 SH SOLE 660,921
U.S. TRUST CORP COM 91288L105 1,443 18,000 SH SOLE 18,000
UNITED STATIONERS INC COM 913004107 1,597 55,900 SH SOLE 55,900
UNITED TECHNOLOGIES COM 913017109 3,634 55,900 SH OTHER (1) 55,900
UNITED TECHNOLOGIES COM 913017109 41,569 639,524 SH SOLE 639,524
UNITED TELEVISION INC. COM 913066106 14 100 SH SOLE 100
UNITED THERAPEUTICS CORP COM 91307C102 23 500 SH SOLE 500
UNITED WATER RESOURCES COM 913190104 287 8,400 SH SOLE 8,400
UNITEDGLOBALCOM INC-CL.A CL A 913247508 2,627 37,200 SH SOLE 37,200
UNITIL CORP COM 913259107 21 600 SH SOLE 600
UNITRIN INC COM 913275103 1,900 50,500 SH SOLE 50,500
UNIVERSAL CORP COM 913456109 1,225 53,700 SH SOLE 53,700
UNIVERSAL ELECTRONICS COM 913483103 23 500 SH SOLE 500
UNIVERSAL FOODS CORP COM 913538104 1,683 82,600 SH SOLE 82,600
UNIVERSAL FOREST PRODUCTS COM 913543104 568 38,500 SH SOLE 38,500
UNIVERSAL HEALTH REALTY SH BEN INT 91359E105 13 900 SH SOLE 900
UNIVERSAL HEALTH SERVICES CL B 913903100 2,081 57,800 SH SOLE 57,800
UNIVISION COMM INC CL A 914906102 6,060 59,300 SH SOLE 59,300
UNOCAL CORP COM 915289102 10,587 315,450 SH SOLE 315,450
UNOVA INCORPORATED COM 91529B106 1,177 90,500 SH SOLE 90,500
UNUMPROVIDENT CORP COM 91529Y106 8,837 275,623 SH SOLE 275,623
USFREIGHTWAYS CORP COM 916906100 2,427 50,700 SH SOLE 50,700
URBAN OUTFITTERS INC COM 917047102 848 29,100 SH SOLE 29,100
URBAN SHOPPING CENTERS COM 917060105 11 400 SH SOLE 400
U.S. INTERNETWORKING INC COM 917311805 98 1,400 SH SOLE 1,400
USWEB CORPORATION COM 917327108 2,075 46,700 SH SOLE 46,700
UTILICORP UNITED INC COM 918005109 979 50,350 SH SOLE 50,350
V F CORP COM 918204108 4,628 154,262 SH SOLE 154,262
VIB CORP COM 91823H106 12 1,545 SH SOLE 1,545
VAIL RESORTS INC COM 91879Q109 804 44,800 SH SOLE 44,800
VALASSIS COMMUNICATIONS COM 918866104 1,635 38,700 SH SOLE 38,700
VALHI INC COM 918905100 655 62,400 SH SOLE 62,400
VALENCE TECH INC. COM 918914102 13 700 SH SOLE 700
VALERO ENERGY CORP COM 91913Y100 513 25,800 SH SOLE 25,800
VALLEY NATIONAL BANCORP COM 919794107 1,065 38,028 SH SOLE 38,028
VALMONT INDUSTRIES COM 920253101 720 44,800 SH SOLE 44,800
VALSPAR CORP COM 920355104 942 22,500 SH SOLE 22,500
VALUE CITY DEPT. STORES COM 920387107 808 53,400 SH SOLE 53,400
VALUE AMERICA INC COM 92038N102 10 2,000 SH SOLE 2,000
VALUE LINE INC COM 920437100 518 14,400 SH SOLE 14,400
VALUE VISION INT'L CL A 92047K107 40 700 SH SOLE 700
VARCO INTL INC COM 922126107 1,088 106,800 SH SOLE 106,800
VARIAN INC. COM 922206107 29 1,300 SH SOLE 1,300
VARIAN SEMICONDUCTOR EQUI COM 922207105 20 600 SH SOLE 600
VARIAN MEDICAL SYSTEMS COM 92220P105 1,693 56,800 SH SOLE 56,800
VASTAR RESOURCES INC. COM 922380100 3,652 61,900 SH SOLE 61,900
VEECO INSTRUMENTS INC COM 922417100 1,230 26,270 SH SOLE 26,270
VENTIV HEALTH INC COM 922793104 11 1,233 SH SOLE 1,233
VENATOR GROUP INC. COM 922944103 1,579 225,600 SH SOLE 225,600
VERIO INCORPORATED COM 923433106 2,097 45,400 SH SOLE 45,400
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VERITAS SOFTWARE CORP COM 923436109 2,218 15,500 SH OTHER (1) 15,500
VERITAS SOFTWARE CORP COM 923436109 21,662 151,350 SH SOLE 151,350
VERITY INCORPORATED COM 92343C106 762 17,900 SH SOLE 17,900
VERISIGN INC. COM 92343E102 11,361 59,500 SH SOLE 59,500
VERITAS DGC INC. COM 92343P107 769 54,900 SH SOLE 54,900
VERTEX PHARMACEUTICALS COM 92532F100 1,495 42,700 SH SOLE 42,700
VERTICAL NET COM 92532L107 131 800 SH SOLE 800
VESTA INSURANCE GROUP COM 925391104 9 2,300 SH SOLE 2,300
VETERINARY CTRS OF AMER COM 925514101 14 1,100 SH SOLE 1,100
VIACOM INC CLASS B CL B 925524308 55,634 920,526 SH SOLE 920,526
VIATEL INC COM 925529208 1,046 19,511 SH SOLE 19,511
VIAD CORPORATION COM 92552R109 1,539 55,200 SH SOLE 55,200
VIANT CORPORATION COM 92553N107 50 500 SH SOLE 500
VIADOR INC COM 92553R108 13 300 SH SOLE 300
VICAL INC COM 925602104 808 27,000 SH SOLE 27,000
VICOR CORP COM 925815102 1,239 30,600 SH SOLE 30,600
VIGNETTE CORP. COM 926734104 196 1,200 SH SOLE 1,200
VINTAGE PETROLEUM INC COM 927460105 1,393 115,500 SH SOLE 115,500
VIRATA CORP COM 927646109 12 400 SH SOLE 400
VIRCO MFG CORP COM 927651109 11 880 SH SOLE 880
VIRGINIA CAP BANCSHARES COM 927758102 13 800 SH SOLE 800
VISIO CORPORATION COM 927914101 2,356 49,600 SH SOLE 49,600
VIROPHARMA INC. COM 928241108 914 24,700 SH SOLE 24,700
VISHAY INTERTECHNOLOGY COM 928298108 2,568 81,200 SH OTHER (1) 81,200
VISHAY INTERTECHNOLOGY COM 928298108 1,578 49,900 SH SOLE 49,900
VISTA BANCORP COM 92830R103 14 800 SH SOLE 800
VISUAL NETWORKS INC. COM 928444108 40 500 SH SOLE 500
VISX INCORPORATED COM 92844S105 2,148 41,500 SH SOLE 41,500
VITAL SIGNS INC COM 928469105 55 2,400 SH SOLE 2,400
VITESSE SEMICONDUCTOR COM 928497106 4,898 93,400 SH SOLE 93,400
VITRIA TECHNOLOGY INC COM 92849Q104 140 600 SH SOLE 600
VIXEL CORP COM 928552108 7 400 SH SOLE 400
VLASIC FOODS INTL COM 928559103 522 91,800 SH SOLE 91,800
VOICESTREAM WIRELESS CORP COM 928615103 313 2,200 SH SOLE 2,200
VOLT INFO SCIENCES COM 928703107 652 27,300 SH SOLE 27,300
VORNADO REALTY (REIT) SH BEN INT 929042109 62 1,900 SH SOLE 1,900
VULCAN MATERIALS COMPANY COM 929160109 5,260 131,700 SH SOLE 131,700
W-D 40 COMPANY COM 929236107 602 27,200 SH SOLE 27,200
WFS FINANCIAL INC COM 92923B106 13 600 SH SOLE 600
WHX CORPORATION COM 929248102 25 2,800 SH SOLE 2,800
W HOLDING COMPANY INC COM 929251106 10 1,000 SH SOLE 1,000
WICOR INC COM 929253102 2,037 69,800 SH SOLE 69,800
WMS INDUSTRIES INC. COM 929297109 662 50,400 SH SOLE 50,400
WPS RESOURCES CORP COM 92931B106 1,106 44,000 SH SOLE 44,000
WSFS FIN'L CORP COM 929328102 13 1,000 SH SOLE 1,000
WABASH NATL CORP COM 929566107 653 43,500 SH SOLE 43,500
WACHOVIA CORPORATION COM 929771103 18,331 269,575 SH SOLE 269,575
WACKENHUT CORP COM SER A 929794105 557 37,300 SH SOLE 37,300
WACKENHUT CORRECTIONS COM 929798106 13 1,100 SH SOLE 1,100
WADDELL & REED FINANCIAL CL A 930059100 1,329 49,000 SH SOLE 49,000
WAL-MART STORES INC COM 931142103 13,604 196,800 SH OTHER (1) 196,800
WAL-MART STORES INC COM 931142103 398,137 5,759,662 SH SOLE 5,759,662
WALDEN RESIDENTIAL (REIT) COM 931210108 15 700 SH SOLE 700
WALGREEN CO COM 931422109 38,068 1,301,456 SH SOLE 1,301,456
WALLACE COMPUTER COM 932270101 1,144 68,800 SH SOLE 68,800
WALTER INDUSTRIES COM 93317Q105 892 82,500 SH SOLE 82,500
WARNACO GROUP CL A 934390105 1,122 91,100 SH SOLE 91,100
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WARNER LAMBERT CO COM 934488107 90,852 1,108,802 SH SOLE 1,108,802
WASHINGTON FEDERAL INC. COM 938824109 793 40,140 SH SOLE 40,140
WASHINGTON GAS & LIGHT COM 938837101 850 30,900 SH SOLE 30,900
WASHINGTON MUTUAL INC COM 939322103 19,240 739,988 SH SOLE 739,988
WASHINGTON POST CLASS B CL B 939640108 945 1,700 SH OTHER (1) 1,700
WASHINGTON POST CLASS B CL B 939640108 3,669 6,600 SH SOLE 6,600
WASHINGTON REIT SH BEN INT 939653101 11 700 SH SOLE 700
WASHINGTON TRUST BANCORP COM 940610108 12 700 SH SOLE 700
WASTE CONNECTIONS INC. COM 941053100 14 1,000 SH SOLE 1,000
WASTE MANAGEMENT INC COM 94106L109 13,880 807,539 SH SOLE 807,539
WATCHGUARD TECHNOLOGIES COM 941105108 12 400 SH SOLE 400
WATER PIK TECHNOLOGIES COM 94113U100 2 195 SH SOLE 195
WATERS CORPORATION COM 941848103 2,147 40,500 SH SOLE 40,500
WATKINS JOHNSON CO. COM 942486101 52 1,300 SH SOLE 1,300
WATSCO INC COM 942622200 675 58,400 SH SOLE 58,400
WATSON PHARMACEUTICAL COM 942683103 4,648 129,800 SH SOLE 129,800
WATTS INDUSTRIES 'A' CL A 942749102 794 53,800 SH SOLE 53,800
WAUSAU-MOSINEE PAPER CORP COM 943315101 1,005 86,025 SH SOLE 86,025
WAVE SYSTEMS CORP. CL A 943526103 741 62,100 SH SOLE 62,100
WEATHERFORD INTERNATIONAL COM 947074100 2,613 65,430 SH SOLE 65,430
WEB STREET INC COM 947336103 4 300 SH SOLE 300
WEBB (DEL E.) CORP COM 947423109 708 28,400 SH SOLE 28,400
WEBLINK WIRELESS INC CL A 94769A101 11 700 SH SOLE 700
WEBSTER FINANCIAL CORP. COM 947890109 2,370 100,600 SH SOLE 100,600
WEB TRENDS CORP COM 94844D104 24 300 SH SOLE 300
WEBVAN GROUP COM 94845V103 8 500 SH SOLE 500
WEINGARTEN REALTY (REIT) SH BEN INT 948741103 23 600 SH SOLE 600
WEIS MARKETS INC COM 948849104 1,083 24,900 SH SOLE 24,900
WELLMAN INC COM 949702104 961 51,600 SH SOLE 51,600
WELLPOINT HEALTH NETWORKS CL A 94973H108 6,134 93,025 SH SOLE 93,025
WELLS FARGO COMPANY COM 949746101 87,265 2,158,012 SH SOLE 2,158,012
WENDYS INTL INC COM 950590109 3,240 157,075 SH SOLE 157,075
WERNER ENTERPRISES INC COM 950755108 1,238 88,062 SH SOLE 88,062
WESBANCO INC COM 950810101 855 32,900 SH SOLE 32,900
WESCO FINANCIAL CORP COM 950817106 956 3,900 SH SOLE 3,900
WESCO INTERNATIONAL INC COM 95082P105 15 1,700 SH SOLE 1,700
WESLEY JESSEN VISIONCARE COM 951018100 1,083 28,600 SH SOLE 28,600
WEST MARINE INCORPORATED COM 954235107 10 1,200 SH SOLE 1,200
WEST PHARMACEUTICAL SVCS COM 955306105 761 24,600 SH SOLE 24,600
WEST TELESERVICES CORP COM 956188106 2,546 104,200 SH SOLE 104,200
WESTAFF INCORPORATED COM 957070105 12 1,400 SH SOLE 1,400
WESTAMERICA BANCORP COM 957090103 492 17,600 SH SOLE 17,600
WESTELL TECH. INC. CL A 957541105 12 1,100 SH SOLE 1,100
WESTCORP COM 957907108 13 900 SH SOLE 900
WESTERN DIGITAL CORP. COM 958102105 688 164,300 SH SOLE 164,300
WESTERN GAS RESOURCES COM 958259103 699 53,000 SH SOLE 53,000
WESTERN RESOURCES INC. COM 959425109 830 48,831 SH SOLE 48,831
WESTERN WIRELESS CL A CL A 95988E204 1,949 29,200 SH SOLE 29,200
WESTFIELD AMER INC COM 959910100 17 1,400 SH SOLE 1,400
WESTINGHOUSE AIR BRAKE COM 960386100 1,165 65,607 SH SOLE 65,607
WESTPOINT STEVENS INC COM 961238102 616 35,200 SH SOLE 35,200
WESTVACO CORP COM 961548104 4,503 138,013 SH SOLE 138,013
WESTWOOD ONE INC COM 961815107 2,424 31,900 SH SOLE 31,900
WET SEAL INC. CL A CL A 961840105 33 2,700 SH SOLE 2,700
WEYERHAEUSER COMPANY COM 962166104 22,407 312,017 SH SOLE 312,017
WHIRLPOOL CORP COM 963320106 6,777 104,156 SH SOLE 104,156
WHITE MTNS INSURANCE GRP. COM G9618E107 12 100 SH SOLE 100
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WHITEHALL JEWELLERS INC COM 965063100 726 19,700 SH SOLE 19,700
WHITMAN CORPORATION COM 96647R107 1,017 75,700 SH SOLE 75,700
WHITNEY HOLDING CORP COM 966612103 1,560 42,100 SH SOLE 42,100
WHITTMAN-HART INC COM 966834103 1,947 36,300 SH SOLE 36,300
WHOLE FOODS MARKET INC COM 966837106 2,110 45,500 SH SOLE 45,500
WILD OATES MARKETS COM 96808B107 731 32,950 SH SOLE 32,950
WILEY (JOHN) & SONS-CL A CL A 968223206 1,703 101,700 SH SOLE 101,700
WILLAMETTE INDUSTRIES INC COM 969133107 7,083 152,532 SH SOLE 152,532
WILLIAMS COMMUNICATION GR CL A 969455104 38 1,300 SH SOLE 1,300
WILLIAMS COMPANIES INC COM 969457100 17,253 564,525 SH SOLE 564,525
WILLIAMS-SONOMA INC COM 969904101 1,343 29,200 SH SOLE 29,200
WILMINGTON TRUST CORP COM 971807102 1,201 24,900 SH SOLE 24,900
WIND RIVER SYSTEMS COM 973149107 586 16,000 SH SOLE 16,000
WINDMERE-DURABLE HLDGS COM 973411101 634 37,300 SH SOLE 37,300
WINK COMMUNICATIONS COM 974168106 36 600 SH SOLE 600
WINN DIXIE STORES INC COM 974280109 4,591 191,811 SH SOLE 191,811
WINNEBAGO INDUSTRIES COM 974637100 738 36,800 SH SOLE 36,800
WINSTAR COMMUNICATIONS COM 975515107 2,491 33,100 SH SOLE 33,100
WIRELESS FACILITIES INC COM 97653A103 35 800 SH SOLE 800
WISCONSIN CENTRAL COM 976592105 1,133 84,300 SH SOLE 84,300
WISCONSIN ENERGY CORP COM 976657106 1,195 62,100 SH SOLE 62,100
WIT CAPITAL GROUP INC COM 97737K309 15 900 SH SOLE 900
WOLVERINE TUBE INC COM 978093102 45 3,200 SH SOLE 3,200
WOLVERINE WORLD WIDE COM 978097103 843 77,100 SH SOLE 77,100
WOMEN.COM NETWORKS COM 978149102 13 900 SH SOLE 900
WOODWARD GOVERNOR COM 980745103 14 500 SH SOLE 500
WORLD ACCEPTANCE CORP. COM 981419104 7 1,400 SH SOLE 1,400
WORLD ACCESS INC COM 98141A101 1,426 74,100 SH SOLE 74,100
WORLDPOINT COMMUNICATIONS COM 98155J105 1 600 SH SOLE 600
WORLDGATE COMMUNICATIONS COM 98156L307 24 500 SH SOLE 500
WORTHINGTON INDUSTRIES COM 981811102 2,075 125,302 SH SOLE 125,302
WRIGLEY WM. JR. CO COM 982526105 12,652 152,543 SH SOLE 152,543
WYNDHAM INTL INC CL A 983101106 9 3,200 SH SOLE 3,200
WYNNS INTERNATIONAL INC. COM 983195108 62 4,400 SH SOLE 4,400
XM SATELLITE RADIO CL A 983759101 15 400 SH SOLE 400
X-RITE INC COM 983857103 13 2,000 SH SOLE 2,000
XCEED INC COM 98388N105 1,129 27,200 SH SOLE 27,200
XILINX INC COM 983919101 18,829 414,100 SH SOLE 414,100
XIRCOM COM 983922105 53 700 SH SOLE 700
XEROX CORP COM 984121103 18,684 823,524 SH SOLE 823,524
XL CAPITAL LTD. CLASS-A CL A G98255105 9 183 SH SOLE 183
XTRA CORP COM 984138107 925 21,700 SH SOLE 21,700
YAHOO INC. COM 984332106 2,163 5,000 SH OTHER (1) 5,000
YAHOO INC. COM 984332106 148,311 342,766 SH SOLE 342,766
THE YANKEE CANDLE CO INC. COM 984757104 18 1,100 SH SOLE 1,100
YANKEE ENERGY SYSTEMS COM 984779108 778 17,700 SH SOLE 17,700
YELLOW CORPORATION COM 985509108 773 46,000 SH SOLE 46,000
YES MAIL COM 98583Q101 17 500 SH SOLE 500
YORK INTERNATIONAL CORP COM 986670107 1,800 65,600 SH SOLE 65,600
YORK RESEARCH COM 987048105 4 1,100 SH SOLE 1,100
YOUNG & RUBICAM INC COM 987425105 2,894 40,900 SH SOLE 40,900
YOUNG BROADCASTING CL A 987434107 938 18,400 SH SOLE 18,400
YOUNG INNOVATIONS INC COM 987520103 12 800 SH SOLE 800
ZALE CORPORATION COM 988858106 1,098 22,700 SH SOLE 22,700
ZAMBA CORP COM 988881108 35 2,000 SH SOLE 2,000
ZAPATA CORP COM NEW 989070503 7 1,600 SH SOLE 1,600
ZAPME! CORPORATION COM 98912E100 11 1,300 SH SOLE 1,300
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<PAGE>
ZEBRA TECH CORP. CL A 989207105 1,076 18,400 SH SOLE 18,400
ZENITH NATIONAL INS CO COM 989390109 656 31,800 SH SOLE 31,800
ZIFF-DAVIS INC. COM ZD 989511100 33 2,100 SH SOLE 2,100
ZIONS BANCORPORATION COM 989701107 2,871 48,500 SH SOLE 48,500
ZIXIT CORPORATION COM 98974P100 999 25,200 SH SOLE 25,200
ZORAN CORP COM 98975F101 976 17,500 SH SOLE 17,500
ZOLTEK COMPANIES INC. COM 98975W104 5 600 SH SOLE 600
ZOMAX INCORPORATED COM 989929104 1,167 25,800 SH SOLE 25,800
TOTAL REPORT 18,379,101
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</TABLE>
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