FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2000
Check here if Amendment: [ ] Amendment Number:
This Amendment (Check only one.):
[ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: AAL Capital Management Corporation
Address: 222 W. College Avenue
Appleton, WI 54919
Form 13F File Number: 28-3622
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: James H. Abitz
Title: Senior Vice President
Phone: 920-734-5721
Signature, Place, and Date of Signing:
/s/ James Abitz
- -------------------------------------------------------------
Signature
Appleton, Wisconsin
- -------------------------------------------------------------
City, State
May 4, 2000
- -------------------------------------------------------------
Date
Report Type (Check only one.):
[ X ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager: [If there are no entries in
this list, omit this section.]
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: None
Form 13F Information Table Entry Total: 1,145
Form 13F Information Table Value Total: $7,260,178,000
List of Other Included Mangers:
No. 13F File Number Name
<TABLE>
<CAPTION>
FORM 13F NAME OF REPORTING MANAGER: AAL CAPITAL MANAGEMENT CORPORATION #283622 DATE:3/31/2000
NAME OF ISSUER TITLE OF CUSIP FAIR MARKET SHARES OR INVESTMENT DISCRETION MANAGER VOTING AUTHORITY
CLASS NUMBER VALUE PRINC. AMT. SOLE SHARED OTHER SOLE SHARED NONE
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AAR Corporation COMMON STOCK 000361105 619 37,100 X 37,100
ADC Telecommun. COMMON STOCK 000886101 165,957 3,080,400 X 3,080,400
ABM Industries COMMON STOCK 000957100 329 14,000 X 14,000
Incorporated
AFLAC, Inc. COMMON STOCK 001055102 1,303 28,600 X 28,600
AES Corporation COMMON STOCK 00130H105 1,756 22,300 X 22,300
AMR Corporation COMMON STOCK 001765106 510 16,000 X 16,000
AT&T Corporation COMMON STOCK 001957109 126,911 2,256,198 X 2,256,198
Liberty Media Group COMMON STOCK 001957208 111,372 1,879,704 X 1,879,704
AVT Corporation COMMON STOCK 002420107 1,100 93,100 X 93,100
Aaron Rents, Inc. COMMON STOCK 002535201 188 12,500 X 12,500
Abbott Laboratories COMMON STOCK 002824100 5,831 165,700 X 165,700
Abraxas Petroleum COMMON STOCK 003830106 268 119,237 X 119,237
Corp.
Action Performance COMMON STOCK 004933107 137 10,300 X 10,300
Actel Corporation COMMON STOCK 004934105 489 13,700 X 13,700
Acxiom Corporation COMMON STOCK 005125109 1,561 46,945 X 46,945
ADAC Laboratories COMMON STOCK 005313200 177 12,900 X 12,900
Adaptive Broadband COMMON STOCK 00650M104 1,958 36,600 X 36,600
Corporation
Adaptec, Inc. COMMON STOCK 00651F108 433 11,200 X 11,200
Adelphia COMMON STOCK 006848105 16,959 346,100 X 346,100
Communications
Adobe Systems, Inc. COMMON STOCK 00724F101 1,425 12,800 X 12,800
Advance Paradigm COMMON STOCK 007491103 159 13,400 X 13,400
Inc.
Advanced Fibre COMMON STOCK 00754A105 853 13,600 X 13,600
Communications
Advanced Tissue COMMON STOCK 00755F103 240 35,500 X 35,500
Sciences, Inc.
ADVO, Inc. COMMON STOCK 007585102 323 12,900 X 12,900
Advanced Micro COMMON STOCK 007903107 907 15,900 X 15,900
Devices, Inc.
Aetna Life & COMMON STOCK 008117103 861 15,463 X 15,463
Casualty Company
Agribrands COMMON STOCK 00849R105 256 6,500 X 6,500
International, Inc.
Air Products & COMMON STOCK 009158106 700 24,600 X 24,600
Chemicals, Inc.
Alberto Culver COMMON STOCK 013068101 10,132 425,500 X 425,500
Company
Albertson's, Inc. COMMON STOCK 013104104 2,778 89,599 X 89,599
Alcan Aluminium, COMMON STOCK 013716105 796 23,500 X 23,500
Ltd.
Alcoa Inc. COMMON STOCK 013817101 2,789 39,700 X 39,700
Allegheny COMMON STOCK 01741R102 202 10,050 X 10,050
Technologies, Inc.
Allen Group, Inc COMMON STOCK 018091108 276 17,300 X 17,300
Allergan, Inc. COMMON STOCK 018490102 710 14,200 X 14,200
Alliance Pharmaceu- COMMON STOCK 018773101 441 29,500 X 29,500
tical Corporation
Alliant Techsystems COMMON STOCK 018804104 2,272 38,600 X 38,600
Allied Waste COMMON STOCK 019589308 133 20,200 X 20,200
Industries, Inc.
Allstate Corporation COMMON STOCK 020002101 2,064 86,678 X 86,678
ALL/TEL Corporation COMMON STOCK 020039103 2,138 33,900 X 33,900
Alpha Industries, COMMON STOCK 020753109 1,197 12,600 X 12,600
Inc.
Alpharma Inc COMMON STOCK 020813101 2,679 72,900 X 72,900
Altera Corp. COMMON STOCK 021441100 12,890 144,420 X 144,420
Alza Corporation COMMON STOCK 022615108 413 11,000 X 11,000
Amcol Intl Corp COMMON STOCK 02341W103 258 16,800 X 16,800
Amerada Hess COMMON STOCK 023551104 640 9,900 X 9,900
Corporation
Ameren Corporation COMMON STOCK 023608102 1,572 50,800 X 50,800
American Online, Inc COMMON STOCK 02364J104 16,544 246,000 X 246,000
American Electric COMMON STOCK 025537101 623 20,900 X 20,900
Power Company
American Express COMMON STOCK 025816109 71,863 482,500 X 482,500
Company
American Freightways COMMON STOCK 02629V108 300 20,100 X 20,100
American General COMMON STOCK 026351106 1,491 26,570 X 26,570
Corporation
American Home COMMON STOCK 026609107 7,550 140,800 X 140,800
Products Corporation
American Int'l COMMON STOCK 026874107 171,656 1,567,639 X 1,567,639
Group, Inc.
American Italian COMMON STOCK 027070101 283 11,500 X 11,500
Pasta Company
American Management COMMON STOCK 027352103 1,126 25,700 X 25,700
Systems
American Xtal COMMON STOCK 030514103 379 11,700 X 11,700
Technology, Inc.
AmeriCredit Corp. COMMON STOCK 03060R101 767 47,000 X 47,000
Ames Department COMMON STOCK 030789507 449 18,300 X 18,300
Stores, Inc.
Amgen, Inc. COMMON STOCK 031162100 6,764 110,200 X 110,200
AmSouth Bancorp COMMON STOCK 032165102 628 42,050 X 42,050
Anadarko Petroleum COMMON STOCK 032511107 534 13,800 X 13,800
Analog Devices, Inc. COMMON STOCK 032654105 7,266 90,200 X 90,200
Analogic COMMON STOCK 032657207 299 8,100 X 8,100
Corporation
Analysts Intl Corp COMMON STOCK 032681108 140 14,200 X 14,200
Anchor Bancorp COMMON STOCK 032839102 248 15,600 X 15,600
Wisconsin
Anchor Gaming COMMON STOCK 033037102 281 7,400 X 7,400
Anheuser-Busch COMMON STOCK 035229103 3,125 50,200 X 50,200
Companies, Inc.
Anixter Intl Inc COMMON STOCK 035290105 633 22,700 X 22,700
AnnTaylor Stores COMMON STOCK 036115103 455 19,800 X 19,800
Corporation
Aon Corporation COMMON STOCK 037389103 889 27,575 X 27,575
Apache Corporation COMMON STOCK 037411105 17,288 347,500 X 347,500
Apex, Inc. COMMON STOCK 037548104 1,277 34,400 X 34,400
Apogee Enterprises COMMON STOCK 037598109 69 17,400 X 17,400
Apple Computer, Inc. COMMON STOCK 037833100 2,377 17,500 X 17,500
Applebees Intl Inc COMMON STOCK 037899101 1,752 62,300 X 62,300
Applied Indl Technol COMMON STOCK 03820C105 208 13,000 X 13,000
Applied Materials COMMON STOCK 038222105 7,785 82,600 X 82,600
Inc.
Applied Pwr Inc COMMON STOCK 038225108 698 24,495 X 24,495
Aptargroup Inc COMMON STOCK 038336103 600 22,500 X 22,500
Archer-Daniels- COMMON STOCK 039483102 678 65,353 X 65,353
Midland Company
Arctic Cat Inc COMMON STOCK 039670104 161 15,700 X 15,700
Arkansas Best Corp COMMON STOCK 040790107 130 12,400 X 12,400
Arrow Electronics COMMON STOCK 042735100 7,946 225,425 X 225,425
Artesyn Technologies COMMON STOCK 043127109 443 23,400 X 23,400
Ashland Oil, Inc. COMMON STOCK 044204105 257 7,700 X 7,700
Aspect Communication COMMON STOCK 04523Q102 1,701 45,900 X 45,900
Inc.
Aspen Technology, COMMON STOCK 045327103 646 16,000 X 16,000
Inc.
At Home Corp. COMMON STOCK 045919107 557 16,900 X 16,900
Associates First COMMON STOCK 046008108 5,449 254,200 X 254,200
Capital Corporation
Astec Inds Inc COMMON STOCK 046224101 1,018 38,300 X 38,300
Atlantic Coast COMMON STOCK 048396105 300 11,600 X 11,600
Atlantic Richfield COMMON STOCK 048825103 2,967 34,900 X 34,900
Company
Atmel Corporation COMMON STOCK 049513104 8,874 171,895 X 171,895
Atmos Energy Corp COMMON STOCK 049560105 324 19,800 X 19,800
Atwood Oceanics, Inc COMMON STOCK 050095108 577 8,700 X 8,700
Audiovox Corporation COMMON STOCK 050757103 593 13,600 X 13,600
Auspex Sys Inc COMMON STOCK 052116100 189 17,200 X 17,200
Autodesk, Inc. COMMON STOCK 052769106 305 6,700 X 6,700
Automatic Data COMMON STOCK 053015103 81,557 1,690,300 X 1,690,300
Processing, Inc.
AutoZone, Inc. COMMON STOCK 053332102 411 14,800 X 14,800
Avery Dennison COMMON STOCK 053611109 745 12,200 X 12,200
Corporation
Avid Technology Inc. COMMON STOCK 05367P100 266 14,900 X 14,900
Avon Products, Inc. COMMON STOCK 054303102 756 26,000 X 26,000
Aware, Inc. COMMON STOCK 05453N100 903 22,500 X 22,500
Aztar Corporation COMMON STOCK 054802103 260 27,400 X 27,400
BB&T Corporation COMMON STOCK 054937107 1,047 37,300 X 37,300
Azurix Corp. COMMON STOCK 05501M104 4,157 554,200 X 554,200
BISYS Group, Inc. COMMON STOCK 055472104 3,052 45,905 X 45,905
B J Services Co. COMMON STOCK 055482103 9,860 133,470 X 133,470
Bmc Inds Inc Minn COMMON STOCK 055607105 98 17,200 X 17,200
BP Amoco Plc COMMON STOCK 055622104 36,327 684,600 X 684,600
BMC Software, Inc. COMMON STOCK 055921100 1,299 26,300 X 26,300
Baker Hughes, Inc. COMMON STOCK 057224107 1,071 35,420 X 35,420
Baldor Electric COMMON STOCK 057741100 406 22,500 X 22,500
Company
Bank of America COMMON STOCK 060505104 46,374 884,374 X 884,374
Corporation
Bank of New York COMMON STOCK 064057102 6,376 153,400 X 153,400
Company,Inc.
Bank One Corporation COMMON STOCK 06423A103 5,345 155,485 X 155,485
Bank United Corp Cl COMMON STOCK 065412108 2,213 70,100 X 70,100
A
Banknorth Group, Inc COMMON STOCK 06646L100 391 14,600 X 14,600
Bard (C.R.), Inc. COMMON STOCK 067383109 217 5,600 X 5,600
Barnes Group Inc COMMON STOCK 067806109 173 11,900 X 11,900
Barrick Gold COMMON STOCK 067901108 665 42,400 X 42,400
Corporation
Barr Laboratories, COMMON STOCK 068306109 609 14,500 X 14,500
Inc.
BARRA, Inc. COMMON STOCK 068313105 301 8,900 X 8,900
Barrett Resources COMMON STOCK 068480201 608 20,400 X 20,400
Corporation
Bausch & Lomb, Inc. COMMON STOCK 071707103 329 6,300 X 6,300
Baxter COMMON STOCK 071813109 4,413 70,400 X 70,400
International, Inc.
BE Aerospace, Inc. COMMON STOCK 073302101 92 15,600 X 15,600
The Bear Stearns Co. COMMON STOCK 073902108 557 12,209 X 12,209
Becton, Dickinson COMMON STOCK 075887109 710 27,000 X 27,000
and Company
Bed, Bath, & Beyond COMMON STOCK 075896100 595 15,100 X 15,100
Inc.
Belden Inc COMMON STOCK 077459105 421 15,300 X 15,300
Bell Atlantic COMMON STOCK 077853109 58,049 949,672 X 949,672
Corporation
BellSouth COMMON STOCK 079860102 9,541 203,000 X 203,000
Corporation
A.H. Belo COMMON STOCK 080555105 2,428 135,815 X 135,815
Corporation
Bemis Company, Inc. COMMON STOCK 081437105 207 5,600 X 5,600
Benchmark Electrs In COMMON STOCK 08160H101 1,672 45,200 X 45,200
Beringer Wine COMMON STOCK 084102102 445 12,400 X 12,400
Estates Holdings Inc
Best Buy Company COMMON STOCK 086516101 1,901 22,100 X 22,100
Inc
BestFoods COMMON STOCK 08658U101 1,404 30,000 X 30,000
Bethlehem Steel COMMON STOCK 087509105 85 14,100 X 14,100
Corporation
Billing Concepts COMMON STOCK 090063108 170 24,200 X 24,200
Corp.
Bindley Western COMMON STOCK 090324104 288 21,200 X 21,200
Bio Technology Gen COMMON STOCK 090578104 515 33,200 X 33,200
Biogen, Inc. COMMON STOCK 090597105 1,139 16,300 X 16,300
Biomatrix, Inc. COMMON STOCK 09060P102 367 14,400 X 14,400
Biomet, Inc. COMMON STOCK 090613100 444 12,200 X 12,200
Birmingham Steel COMMON STOCK 091250100 98 19,100 X 19,100
Corporation
Black & Decker COMMON STOCK 091797100 353 9,400 X 9,400
Corporation
Black Box Corp. COMMON STOCK 091826107 859 12,400 X 12,400
H&R Block, Inc. COMMON STOCK 093671105 474 10,600 X 10,600
Blockbuster, Inc. COMMON STOCK 093679108 5,641 564,100 X 564,100
Boeing Company COMMON STOCK 097023105 3,550 93,588 X 93,588
Boise Cascade COMMON STOCK 097383103 215 6,200 X 6,200
Corporation
Bombay Company, Inc. COMMON STOCK 097924104 76 22,800 X 22,800
Books-A-Million Inc COMMON STOCK 098570104 68 11,300 X 11,300
Boston Scientific COMMON STOCK 101137107 951 44,600 X 44,600
Corporation
Bowne & Co Inc COMMON STOCK 103043105 299 23,200 X 23,200
Brady Corporation COMMON STOCK 104674106 443 14,200 X 14,200
Brightpoint Inc COMMON STOCK 109473108 410 33,500 X 33,500
Bristol-Myers Squibb COMMON STOCK 110122108 12,347 213,800 X 213,800
Company
Brown-Foreman COMMON STOCK 115637209 403 7,400 X 7,400
Corporation
Brown Shoe Company, COMMON STOCK 115736100 137 11,400 X 11,400
Inc.
Brush Wellman, COMMON STOCK 117421107 180 10,200 X 10,200
Inc.
Buckeye Technologies COMMON STOCK 118255108 388 22,000 X 22,000
Burlington Northern, COMMON STOCK 12189T104 1,086 49,084 X 49,084
Inc.
Burlington COMMON STOCK 122014103 862 23,302 X 23,302
Resources, Inc.
Burr-Brown COMMON STOCK 122574106 12,682 233,225 X 233,225
Corporation
C&D Technologies, COMMON STOCK 124661109 484 8,200 X 8,200
Inc.
CBS Corporation COMMON STOCK 12490K107 4,657 82,251 X 82,251
C-COR.net Corp. COMMON STOCK 125010108 2,146 43,800 X 43,800
C-Cube Microsystems COMMON STOCK 125015107 2,818 38,700 X 38,700
C D I Corp COMMON STOCK 125071100 226 11,900 X 11,900
CEC Entertainment COMMON STOCK 125137109 1,338 49,350 X 49,350
Ch Energy Group, Inc COMMON STOCK 12541M102 322 10,600 X 10,600
Cigna Corporation COMMON STOCK 125509109 62,009 818,600 X 818,600
Cke Restaurants Inc COMMON STOCK 12561E105 202 31,670 X 31,670
CMS Energy Corp COMMON STOCK 125896100 1,385 76,400 X 76,400
CNF Transportation COMMON STOCK 12612W104 2,612 94,115 X 94,115
Inc.
CSX Corporation COMMON STOCK 126408103 550 23,400 X 23,400
CTS Corporation COMMON STOCK 126501105 2,257 39,600 X 39,600
CUNO, Inc. COMMON STOCK 126583103 277 10,200 X 10,200
CVS Corporation CONVERTIBLE 126650100 4,485 119,400 X 119,400
(formerly Melville)
Cable & Wireless COMMON STOCK 126830207 5,040 90,000 X 90,000
PLC-ADR
Cablevision Systems COMMON STOCK 12686C109 17,077 281,100 X 281,100
Corp, Class A
Cabletron Systems COMMON STOCK 126920107 4,339 148,000 X 148,000
Inc.
Cable Desing Technol COMMON STOCK 126924109 601 17,700 X 17,700
Cabot Oil & Gas Corp COMMON STOCK 127097103 284 15,700 X 15,700
Cal Dive Internation COMMON STOCK 127914109 497 9,800 X 9,800
Inc.
Calpine Corporation COMMON STOCK 131347106 4,967 52,845 X 52,845
Cambrex Corp COMMON STOCK 132011107 1,875 43,100 X 43,100
Campbell Soup COMMON STOCK 134429109 1,408 45,800 X 45,800
Company
Canandaigua Brands, COMMON STOCK 137219200 1,790 35,100 X 35,100
Inc.
Capital One COMMON STOCK 14040H105 1,016 21,200 X 21,200
Caraustar Inds Inc COMMON STOCK 140909102 226 16,000 X 16,000
Cardinal Health Inc. COMMON STOCK 14149Y108 1,385 30,200 X 30,200
(purchased Pyxis)
Carnival Corporation COMMON STOCK 143658102 1,645 66,300 X 66,300
Carolina First COMMON STOCK 143877108 211 16,100 X 16,100
Corporation
Carolina Power & COMMON STOCK 144141108 555 17,100 X 17,100
Light Company
Carrier Access COMMON STOCK 144460102 3,909 73,400 X 73,400
Corporation
Caseys Gen Stores COMMON STOCK 147528103 360 33,100 X 33,100
Cash Amer Invts Inc COMMON STOCK 14754D100 198 15,900 X 15,900
Catalina Marketing COMMON STOCK 148867104 2,177 21,500 X 21,500
Corporation
Caterpillar, Inc. COMMON STOCK 149123101 1,507 38,200 X 38,200
Cato Corporation COMMON STOCK 149205106 192 16,300 X 16,300
Cendant Corporation COMMON STOCK 151313103 1,405 75,920 X 75,920
Central & Southwest COMMON STOCK 152357109 1,635 95,800 X 95,800
Corporation
Central Pkg Corp COMMON STOCK 154785109 462 23,100 X 23,100
Centura Bks Inc COMMON STOCK 15640T100 1,988 43,400 X 43,400
CenturyTel, Inc. COMMON STOCK 156700106 8,537 229,950 X 229,950
Cephalon, Inc. COMMON STOCK 156708109 1,778 47,400 X 47,400
Ceridian Corporation COMMON STOCK 15677T106 297 15,500 X 15,500
Cerner Corp COMMON STOCK 156782104 570 21,100 X 21,100
Champion Enerprises COMMON STOCK 158496109 172 29,900 X 29,900
Champion COMMON STOCK 158525105 11,997 225,300 X 225,300
International Corp
Chase Manhattan COMMON STOCK 16161A108 11,595 132,992 X 132,992
Corporation
Checkpoint Sys Inc COMMON STOCK 162825109 158 18,900 X 18,900
Cheesecake Factory I COMMON STOCK 163072101 527 12,650 X 12,650
Chemfirst Inc COMMON STOCK 16361A106 222 11,400 X 11,400
Chevron Corporation COMMON STOCK 166751107 33,703 364,600 X 364,600
Chiquita Brands COMMON STOCK 170032106 197 41,400 X 41,400
International
Chittenden COMMON STOCK 170228100 528 17,800 X 17,800
Corporation
ChoicePoint Inc. COMMON STOCK 170388102 695 18,600 X 18,600
Chubb Corporation COMMON STOCK 171232101 1,277 18,900 X 18,900
Ciber Inc COMMON STOCK 17163B102 2,417 117,900 X 117,900
CIENA Corporation COMMON STOCK 171779101 5,045 40,000 X 40,000
Cincinnati Financial COMMON STOCK 172062101 662 17,600 X 17,600
Corporation
CINergy Corporation COMMON STOCK 172474108 366 17,000 X 17,000
Circle International COMMON STOCK 172574105 281 10,800 X 10,800
Group, Inc.
Circuit City COMMON STOCK 172737108 9,308 152,900 X 152,900
Stores, Inc.
Cisco Systems, Inc. COMMON STOCK 17275R102 245,483 3,175,200 X 3,175,200
Cintas Corporation COMMON STOCK 172908105 6,898 176,040 X 176,040
Citigroup, Inc. COMMON STOCK 172967101 90,700 1,529,184 X 1,529,184
Citrix Systems, Inc. COMMON STOCK 177376100 1,285 19,400 X 19,400
Clarcor,Inc. COMMON STOCK 179895107 266 15,000 X 15,000
Clear Channel COMMON STOCK 184502102 2,521 36,500 X 36,500
Communications, Inc.
Clorox Company COMMON STOCK 189054109 826 25,400 X 25,400
Coastal Corporation COMMON STOCK 190441105 4,416 96,000 X 96,000
Coca Cola Bottlng Co COMMON STOCK 191098102 291 5,500 X 5,500
Coca-Cola Company COMMON STOCK 191216100 12,495 266,200 X 266,200
Coca-Cola COMMON STOCK 191219104 988 45,800 X 45,800
Coeur D Alene Mines COMMON STOCK 192108108 54 18,300 X 18,300
Cognex Corporation COMMON STOCK 192422103 2,100 36,400 X 36,400
Coherent Inc COMMON STOCK 192479103 816 15,700 X 15,700
Cohu, Inc. COMMON STOCK 192576106 521 12,500 X 12,500
Colgate-Palmolive COMMON STOCK 194162103 3,540 62,800 X 62,800
Company
Columbia Energy COMMON STOCK 197648108 17,378 293,300 X 293,300
Group
Columbia/HCA COMMON STOCK 197677107 1,533 60,550 X 60,550
Healthcare Corporati
Columbia Sportswear COMMON STOCK 198516106 980 40,000 X 40,000
Comcast Corporation COMMON STOCK 200300200 145,398 3,352,100 X 3,352,100
Comidisco, Inc. COMMON STOCK 200336105 8,177 185,315 X 185,315
Comerica, Inc. COMMON STOCK 200340107 706 16,850 X 16,850
Commerce Bancorp COMMON STOCK 200519106 685 18,519 X 18,519
Commercial Federal COMMON STOCK 201647104 1,453 87,400 X 87,400
Corporation
Commercial Metals Co COMMON STOCK 201723103 249 9,000 X 9,000
Commonwealth Inds In COMMON STOCK 203004106 94 10,400 X 10,400
CommScope, Inc. COMMON STOCK 203372107 2,564 56,200 X 56,200
Community First COMMON STOCK 203902101 2,249 140,600 X 140,600
Bankshares
Compaq Computers,Inc COMMON STOCK 204493100 4,859 182,493 X 182,493
Computer Associates COMMON STOCK 204912109 18,695 315,862 X 315,862
International, Inc.
Computer Network COMMON STOCK 204925101 957 54,700 X 54,700
Technology Corp.
Computer Sciences COMMON STOCK 205363104 20,841 263,400 X 263,400
Corporation
Computer Task Group COMMON STOCK 205477102 144 13,100 X 13,100
Compuware Corp. COMMON STOCK 205638109 817 38,800 X 38,800
Comverse Technology COMMON STOCK 205862402 7,504 39,700 X 39,700
ConAgra, Inc. COMMON STOCK 205887102 961 53,000 X 53,000
Concord Comm, Inc. COMMON STOCK 206186108 324 9,100 X 9,100
Concord EFS, Inc. COMMON STOCK 206197105 6,705 292,345 X 292,345
Cone Mills COMMON STOCK 206814105 69 16,000 X 16,000
Corporation N C
Conexant Systems Inc COMMON STOCK 207142100 1,640 23,100 X 23,100
CONMED Corporation COMMON STOCK 207410101 241 9,600 X 9,600
Conoco, Inc. COMMON STOCK 208251405 4,526 176,626 X 176,626
Conseco Inc. COMMON STOCK 208464107 23,942 2,093,206 X 2,093,206
Consolidated Edison COMMON STOCK 20911510 657 22,650 X 22,650
Company of New York
Consolidated Edison, COMMON STOCK 209115104 687 23,700 X 23,700
Inc.
Consolidated Product COMMON STOCK 209798107 174 18,417 X 18,417
Consolidated Stores COMMON STOCK 210149100 135 11,900 X 11,900
Corporation
Constellation Energy COMMON STOCK 210371100 513 16,100 X 16,100
Group
Convergys Corp. PREFERRED 212485106 2,060 53,315 X 53,315
Cooper Cos Inc COMMON STOCK 216648402 283 8,800 X 8,800
Cooper Industries, COMMON STOCK 216669101 354 10,100 X 10,100
Inc.
Copart, Inc. COMMON STOCK 217204106 590 33,700 X 33,700
Cor Therapeutics Inc COMMON STOCK 217753102 2,479 37,600 X 37,600
Cordant Technologies COMMON STOCK 218412104 26,744 472,825 X 472,825
Corn Products COMMON STOCK 219023108 1,738 72,250 X 72,250
International, Inc.
Corning, Inc. COMMON STOCK 219350105 9,622 49,600 X 49,600
Cost Plus, Inc. COMMON STOCK 221485105 433 12,800 X 12,800
Costco Wholesale COMMON STOCK 22160K105 2,523 48,000 X 48,000
Corporation
Coulter Pharmaceut. COMMON STOCK 222116105 775 25,400 X 25,400
Countrywide Credit COMMON STOCK 222372104 4,038 148,200 X 148,200
Industries, Inc.
Coventry Health Care COMMON STOCK 222862104 316 37,200 X 37,200
Corporation
Cox Communications COMMON STOCK 224044107 157,911 3,255,900 X 3,255,900
Credence Systems Cor COMMON STOCK 225302108 1,076 8,600 X 8,600
Crescent Real Estate COMMON STOCK 225756105 700 40,000 X 40,000
Equities Company
A.T. Cross Company COMMON STOCK 227478104 63 10,700 X 10,700
Cross A T Co COMMON STOCK 227573102 923 70,700 X 70,700
Crown Cork & Seal COMMON STOCK 228255105 222 13,900 X 13,900
Company, Inc.
Cullen Frost Bankers COMMON STOCK 229899109 3,349 126,700 X 126,700
Cybex Computer COMMON STOCK 232522102 457 12,150 X 12,150
Products Corporation
Cygnus Inc COMMON STOCK 232560102 225 15,500 X 15,500
Cypress COMMON STOCK 232806109 8,976 182,040 X 182,040
Semiconductor Corp.
DBT Online, Inc. COMMON STOCK 233044106 221 11,900 X 11,900
DQE, Incorporated COMMON STOCK 23329J104 2,610 57,350 X 57,350
D R Horton Inc COMMON STOCK 23331A109 508 38,900 X 38,900
DTE Energy Company COMMON STOCK 233331107 452 15,600 X 15,600
Dain Rauscher Corp COMMON STOCK 233856103 521 7,900 X 7,900
Daisytek Intl Corp COMMON STOCK 234053106 1,195 75,600 X 75,600
Dallas Semiconductor COMMON STOCK 235204104 2,171 61,800 X 61,800
Damark International COMMON STOCK 235691102 1,643 43,100 X 43,100
Inc.
Dana Corporation COMMON STOCK 235811106 497 17,645 X 17,645
Danaher Corporation COMMON STOCK 235851102 785 15,400 X 15,400
Darden Restaurants, COMMON STOCK 237194105 246 13,800 X 13,800
Inc.
Datascope Corp. COMMON STOCK 238113104 298 9,400 X 9,400
Dean Foods Company COMMON STOCK 242361103 3,168 118,420 X 118,420
Deere & Company COMMON STOCK 244199105 958 25,200 X 25,200
Dell Computer COMMON STOCK 247025109 14,919 276,600 X 276,600
Corporation
Delphi Automotive COMMON STOCK 247126105 3,448 215,544 X 215,544
Systems
Delphi Financial COMMON STOCK 247131105 385 12,685 X 12,685
Group, Inc.
Delta & Pine Ld Co COMMON STOCK 247357106 480 24,300 X 24,300
Delta Air Lines, COMMON STOCK 247361108 740 13,900 X 13,900
Inc.
Deltek Systems COMMON STOCK 24785A108 1,259 82,200 X 82,200
Deluxe Corporation COMMON STOCK 248019101 209 7,900 X 7,900
Dendrite COMMON STOCK 248239105 515 24,600 X 24,600
International, Inc.
Department 56, Inc. COMMON STOCK 249509100 161 10,900 X 10,900
Diagnostic Products COMMON STOCK 252450101 208 8,500 X 8,500
Corporation
Digital Microwave Co COMMON STOCK 253859102 2,761 81,500 X 81,500
Dillard's Inc. COMMON STOCK 254067101 186 11,300 X 11,300
Dimon Inc COMMON STOCK 254394109 66 27,900 X 27,900
Dionex Corp COMMON STOCK 254546104 448 13,600 X 13,600
Discount Auto Parts, COMMON STOCK 254642101 93 10,400 X 10,400
Inc.
Walt Disney Company COMMON STOCK 254687106 9,232 223,134 X 223,134
Dollar General COMMON STOCK 256669102 4,154 154,580 X 154,580
Dominion Resources, COMMON STOCK 25746U109 2,829 73,608 X 73,608
Inc.
R.R. Donnelley & COMMON STOCK 257867101 285 13,600 X 13,600
Sons Company
Dover Corporation COMMON STOCK 260003108 1,048 21,900 X 21,900
The Dow Chemical COMMON STOCK 260543103 2,713 23,800 X 23,800
Company
Dow Jones & Company, COMMON STOCK 260561105 697 9,700 X 9,700
Inc.
Downey Finl Corp COMMON STOCK 261018105 375 17,665 X 17,665
Dress Barn COMMON STOCK 261570105 233 12,100 X 12,100
Corporation
Dril-Quip, Inc. COMMON STOCK 262037104 514 10,900 X 10,900
E.I. Du Pont De COMMON STOCK 263534109 7,462 141,126 X 141,126
Nemours And Company
Duke Energy Corp. COMMON STOCK 264399106 2,069 39,419 X 39,419
Duke Realty COMMON STOCK 264411505 995 52,000 X 52,000
Investments, Inc.
Dun & Bradstreet COMMON STOCK 26483B106 495 17,300 X 17,300
Corporation (The)
Dura Automotive COMMON STOCK 265903104 2,520 146,600 X 146,600
Dura Pharmaceuticals COMMON STOCK 26632S109 342 27,800 X 27,800
DUSA Pharmaceuticals COMMON STOCK 266898105 864 36,100 X 36,100
Dycom Industries, COMMON STOCK 267475101 2,099 43,050 X 43,050
Inc.
Dynegy Inc. COMMON STOCK 26816Q101 7,580 120,800 X 120,800
EGL, Inc. COMMON STOCK 268484102 423 18,100 X 18,100
EMC Corporation COMMON STOCK 268648102 13,732 109,855 X 109,855
ENSCO International, COMMON STOCK 26874Q100 16,263 450,180 X 450,180
Inc.
EOG Resources, Inc. COMMON STOCK 26875P101 32,550 1,536,300 X 1,536,300
Earthgrains Company COMMON STOCK 270319106 396 26,600 X 26,600
Eastern Utilities COMMON STOCK 277173100 402 12,800 X 12,800
Association
Eastman Chemical COMMON STOCK 277432100 8,376 184,100 X 184,100
Company
Eastman Kodak COMMON STOCK 277461109 1,847 34,000 X 34,000
Eaton Corporation COMMON STOCK 278058102 624 8,000 X 8,000
Eaton Vance Corp COMMON STOCK 278265103 953 22,200 X 22,200
Ecolab, Inc. COMMON STOCK 278865100 510 13,900 X 13,900
Edison International COMMON STOCK 281020107 1,695 102,300 X 102,300
El Paso Natural Gas COMMON STOCK 283905107 993 24,600 X 24,600
Company
Elan Corporation Plc COMMON STOCK 284131208 33,787 711,300 X 711,300
ADR
Elcor Corporation COMMON STOCK 284443108 428 12,400 X 12,400
Electro Scientific COMMON STOCK 285229100 2,117 36,500 X 36,500
Electroglas Inc COMMON STOCK 285324109 432 12,600 X 12,600
Electronic Arts Inc. COMMON STOCK 285512109 1,975 27,755 X 27,755
Electronic Data COMMON STOCK 285661104 3,254 50,700 X 50,700
Eloquent, Inc. COMMON STOCK 290140102 418 20,500 X 20,500
eLoyalty Corporation COMMON STOCK 290151109 642 26,900 X 26,900
Emerson Electric Co COMMON STOCK 291011104 5,361 101,400 X 101,400
Emmis Communications COMMON STOCK 291525103 721 15,500 X 15,500
Corporation
Energen Corp COMMON STOCK 29265N108 301 18,900 X 18,900
Engelhard COMMON STOCK 292845104 203 13,450 X 13,450
Corporation
Enhance Finl Svcs Gr COMMON STOCK 293310108 332 23,500 X 23,500
Enron Corporation COMMON STOCK 293561106 5,788 77,300 X 77,300
Entergy Corporation COMMON STOCK 29364G103 5,646 279,700 X 279,700
Enzo Biochem Inc COMMON STOCK 294100102 1,114 15,800 X 15,800
Epicor Software COMMON STOCK 29426L108 218 25,600 X 25,600
Corporation
Equifax, Inc. COMMON STOCK 294429105 384 15,200 X 15,200
Equity Residential COMMON STOCK 29476L107 1,005 25,000 X 25,000
Properties Trust
Esterline Tech Corp. COMMON STOCK 297425100 142 10,900 X 10,900
Ethan Allen Interior COMMON STOCK 297602104 641 25,650 X 25,650
Exabyte Corporation COMMON STOCK 300615101 106 14,300 X 14,300
Expeditors Intl Wash COMMON STOCK 302130109 1,264 31,800 X 31,800
Exxon Mobil COMMON STOCK 30231G102 120,371 1,546,940 X 1,546,940
Corporation
FPL Group, Inc. COMMON STOCK 302571104 889 19,300 X 19,300
F.Y.I., Inc. COMMON STOCK 302712104 247 9,100 X 9,100
FactSet Research COMMON STOCK 303075105 536 19,800 X 19,800
Systems, Inc.
Fair Isaac & Co Inc COMMON STOCK 303250104 338 8,700 X 8,700
Family Dollar Stores COMMON STOCK 307000109 7,345 352,885 X 352,885
Fedders Corp COMMON STOCK 313135105 126 22,600 X 22,600
Freddie Mac COMMON STOCK 313400301 7,022 158,900 X 158,900
Fannie Mae COMMON STOCK 313586109 51,691 915,900 X 915,900
Federated Department COMMON STOCK 31410H101 944 22,600 X 22,600
Stores, Inc.
FedEx Corporation COMMON STOCK 31428X106 1,217 31,200 X 31,200
Fidelity Nat Finl Co COMMON STOCK 316326107 583 42,220 X 42,220
Fifth Third Bancorp COMMON STOCK 316773100 2,096 33,275 X 33,275
Filenet Corp COMMON STOCK 316869106 604 20,300 X 20,300
The FINOVA Group COMMON STOCK 317928109 1,151 68,425 X 68,425
First Amern Finl Cor COMMON STOCK 318522307 582 41,000 X 41,000
First Bancorp/Puerto COMMON STOCK 318672102 315 17,900 X 17,900
Rico
First Data COMMON STOCK 319963104 35,629 805,166 X 805,166
Corporation
First Industrial COMMON STOCK 32054K103 10,290 377,600 X 377,600
Realty Trust, Inc.
First Midwest COMMON STOCK 320867104 627 25,850 X 25,850
Bancorp, Inc.
First Union COMMON STOCK 337358105 3,965 106,442 X 106,442
Corporation
Firstar Coporation COMMON STOCK 33763V109 2,422 105,573 X 105,573
Fiserv, Inc. COMMON STOCK 337738108 5,022 135,055 X 135,055
FirstMerit Corp. COMMON STOCK 337915102 1,690 91,670 X 91,670
FirstEnergy Corp COMMON STOCK 337932107 516 25,000 X 25,000
First BanCorp COMMON STOCK 339030108 6,079 166,542 X 166,542
Purerto Rico
Fleetwood COMMON STOCK 339099103 302 20,500 X 20,500
Enterprises, Inc.
Fleming Companies, COMMON STOCK 339130106 368 24,400 X 24,400
Inc.
Florida Progress COMMON STOCK 341109106 486 10,600 X 10,600
Florida Rock COMMON STOCK 341140101 325 11,600 X 11,600
Industries, Inc.
Flowers Industries, COMMON STOCK 343496105 2,937 193,360 X 193,360
Inc.
Fluor Corporation COMMON STOCK 343861100 254 8,200 X 8,200
Footstar, Inc. COMMON STOCK 344912100 370 13,100 X 13,100
Ford Motor Company COMMON STOCK 345370100 7,497 163,200 X 163,200
Forest Labs Inc. COMMON STOCK 345838106 15,627 184,930 X 184,930
Fort James COMMON STOCK 347471104 510 23,200 X 23,200
Corporation
Fortune Brands, Inc. COMMON STOCK 349631101 440 17,600 X 17,600
Fossil, Inc. COMMON STOCK 349882100 472 20,150 X 20,150
Foster Wheeler COMMON STOCK 350244109 173 25,600 X 25,600
Corporation
Fox Entertainment COMMON STOCK 35138T107 3,143 105,000 X 105,000
Group
Franklin Covey Co COMMON STOCK 353469109 92 12,700 X 12,700
Franklin Resources COMMON STOCK 354613101 893 26,700 X 26,700
Inc.
Freeport-McMoran COMMON STOCK 35671D857 211 17,500 X 17,500
Copper-B
Fremont Gen Corp COMMON STOCK 357288109 261 44,000 X 44,000
Friede Goldman COMMON STOCK 358430106 172 25,004 X 25,004
Halter, Inc.
Fritz Cos Inc COMMON STOCK 358846103 233 23,000 X 23,000
Frozen Food Expr Ind COMMON STOCK 359360104 34 10,200 X 10,200
Furniture Brands Int COMMON STOCK 360921100 8,055 428,200 X 428,200
G & K Svcs Inc COMMON STOCK 361268105 252 12,900 X 12,900
GPU Inc. COMMON STOCK 36225X100 361 13,200 X 13,200
GTE Corporation COMMON STOCK 362320103 9,926 139,800 X 139,800
Gallagher Arthur J & COMMON STOCK 363576109 735 22,600 X 22,600
Gannett Company, COMMON STOCK 364730101 28,199 400,700 X 400,700
Inc.
Gap, Inc. COMMON STOCK 364760108 4,566 91,662 X 91,662
Gateway, Inc. COMMON STOCK 367626108 18,031 340,200 X 340,200
Gencorp,Inc. COMMON STOCK 368682100 203 26,200 X 26,200
General Communicatio COMMON STOCK 369385109 171 31,800 X 31,800
General Dynamics COMMON STOCK 369550108 1,080 21,700 X 21,700
Corporation
General Electric COMMON STOCK 369604103 245,103 1,579,400 X 1,579,400
Company
General Mills, Inc. COMMON STOCK 370334104 49,917 1,379,400 X 1,379,400
General Motors COMMON STOCK 370442105 7,702 93,000 X 93,000
Corporation
General COMMON STOCK 370787103 398 23,100 X 23,100
Semiconductor, Inc.
Gentex Corporation COMMON STOCK 371901109 2,993 80,760 X 80,760
Genset COMMON STOCK 37244T104 624 19,200 X 19,200
Genuine Parts COMMON STOCK 372460105 454 19,000 X 19,000
Company
Geon Co COMMON STOCK 37246W105 1,296 60,300 X 60,300
Genzyme Corporation COMMON STOCK 372917104 7,615 151,925 X 151,925
Georgia-Pacific COMMON STOCK 373298108 728 18,400 X 18,400
Corporation
Gerber Scientific, COMMON STOCK 373730100 268 13,900 X 13,900
Inc.
Getty Images, Inc. COMMON STOCK 374276103 1,060 29,500 X 29,500
Gillette Company COMMON STOCK 375766102 4,353 115,500 X 115,500
Global Marine, Inc. COMMON STOCK 379352404 3,923 154,595 X 154,595
Golden State Bancorp COMMON STOCK 381197102 5,179 346,700 X 346,700
Golden West COMMON STOCK 381317106 543 17,400 X 17,400
Financial Corp.
B.F. Goodrich COMMON STOCK 382388106 341 11,900 X 11,900
Company
Goodyear Tire & COMMON STOCK 382550101 392 16,800 X 16,800
Rubber
Goody's Family COMMON STOCK 382588101 126 20,800 X 20,800
Clothing, Inc.
Graco Inc. COMMON STOCK 384109104 1,110 38,300 X 38,300
W.W. Grainger, Inc. COMMON STOCK 384802104 548 10,100 X 10,100
Great Lakes Chemical COMMON STOCK 390568103 211 6,200 X 6,200
Corporation
Great Plains COMMON STOCK 39119E105 528 9,900 X 9,900
Software, Inc.
Griffon Corp COMMON STOCK 398433102 144 18,400 X 18,400
Group 1 Automotive, COMMON STOCK 398905109 155 13,300 X 13,300
Inc.
Guidant Corporation COMMON STOCK 401698105 1,947 33,100 X 33,100
Guilford Mls Inc COMMON STOCK 401794102 92 12,000 X 12,000
Gymboree Corporation COMMON STOCK 403777105 63 15,300 X 15,300
HNC Software, Inc. COMMON STOCK 40425P107 1,715 23,800 X 23,800
Hs Res Inc COMMON STOCK 404297103 249 11,800 X 11,800
Ha-Lo Inds Inc COMMON STOCK 404429102 241 30,550 X 30,550
Hadco Corp COMMON STOCK 404681108 556 8,600 X 8,600
Haemonetics COMMON STOCK 405024100 743 33,000 X 33,000
Corporation
The Hain Food COMMON STOCK 405219106 323 11,400 X 11,400
Group, Inc.
Halliburton Company COMMON STOCK 406216101 21,628 527,500 X 527,500
Hancock Fabrics Inc COMMON STOCK 409900107 34 11,900 X 11,900
Hanger Orthopedic COMMON STOCK 41043F208 63 11,900 X 11,900
Group, Inc.
Harbinger Corp. COMMON STOCK 41145C103 708 24,300 X 24,300
Harcourt General COMMON STOCK 41163G101 287 7,700 X 7,700
Inc.
John H. Harland COMMON STOCK 412693103 257 19,000 X 19,000
Company
Harley-Davidson, COMMON STOCK 412822108 63,699 802,500 X 802,500
Inc.
Harman International COMMON STOCK 413086109 1,674 27,900 X 27,900
Industries
Harrah's COMMON STOCK 413619107 256 13,800 X 13,800
Entertainment
ITT Hartford Group, COMMON STOCK 416515104 1,255 23,800 X 23,800
Inc.
Hartford Life, Inc. COMMON STOCK 416592103 1,383 29,500 X 29,500
Hartmarx Corporation COMMON STOCK 417119104 51 18,500 X 18,500
Hasbro, Inc. COMMON STOCK 418056107 3,077 186,450 X 186,450
HEALTHSOUTH COMMON STOCK 421924101 231 41,500 X 41,500
Corporation
Health Management COMMON STOCK 421933102 4,063 285,160 X 285,160
Associates
Heartland Express In COMMON STOCK 422347104 264 18,800 X 18,800
H.J. Heinz Company COMMON STOCK 423074103 2,834 81,250 X 81,250
Helix Technology Cor COMMON STOCK 423319102 847 14,100 X 14,100
Henry Jack & Assoc I COMMON STOCK 426281101 937 25,400 X 25,400
Hercules, Inc. COMMON STOCK 427056106 184 11,400 X 11,400
Hershey Foods COMMON STOCK 427866108 726 14,900 X 14,900
Corporation
Hewlett-Packard COMMON STOCK 428236103 38,987 294,100 X 294,100
Company
Hilb Rogal & Hamilto COMMON STOCK 431294107 224 8,200 X 8,200
Hilton Hotels COMMON STOCK 432848109 308 39,700 X 39,700
Corporation
Home Depot, Inc. COMMON STOCK 437076102 20,401 316,300 X 316,300
Homestake Mining COMMON STOCK 437614100 167 27,900 X 27,900
Company
Honeywell COMMON STOCK 438516106 27,893 529,411 X 529,411
International, Inc.
Hooper Holmes, Inc. COMMON STOCK 439104100 697 20,300 X 20,300
Houghton Mifflin COMMON STOCK 441560109 8,376 197,375 X 197,375
Company
Household COMMON STOCK 441815107 21,958 588,485 X 588,485
International Corp.
Hudson United COMMON STOCK 444165104 674 31,081 X 31,081
Bancorp
Hughes Supply Inc COMMON STOCK 444482103 228 14,700 X 14,700
Humana, Inc. COMMON STOCK 444859102 132 18,000 X 18,000
Human Genome COMMON STOCK 444903108 615 7,400 X 7,400
Sciences, Inc.
Huntington COMMON STOCK 446150104 549 24,516 X 24,516
Bancshares, Inc.
Hutchinson COMMON STOCK 448407106 273 15,500 X 15,500
Technology Inc
Hyperion Solutions COMMON STOCK 44914M104 1,495 45,980 X 45,980
Corporation
IDEC Pharmaceuticals COMMON STOCK 449370105 4,686 47,700 X 47,700
Corporation
Ihop Corp COMMON STOCK 449623107 176 12,600 X 12,600
Imco Recycling Inc COMMON STOCK 449681105 115 10,400 X 10,400
IMS Health Inc. COMMON STOCK 449934108 559 33,000 X 33,000
ITT Industries,Inc. COMMON STOCK 450911102 292 9,400 X 9,400
IDEX Corporation COMMON STOCK 45167R104 507 18,600 X 18,600
IDEXX Laboratories, COMMON STOCK 45168D104 1,434 61,500 X 61,500
Inc.
Ikon Office COMMON STOCK 451713101 100 16,100 X 16,100
Solutions
Illinois Tool Works, COMMON STOCK 452308109 1,790 32,400 X 32,400
Inc.
Immune Response Corp COMMON STOCK 45252T106 187 16,300 X 16,300
InaCom Corporation COMMON STOCK 45323G109 79 28,608 X 28,608
Inco, Ltd. COMMON STOCK 453258402 377 20,600 X 20,600
Incyte COMMON STOCK 45337C102 1,557 17,900 X 17,900
Pharmaceuticals, Inc
Ingersoll-Rand COMMON STOCK 456866102 781 17,650 X 17,650
Company
Information COMMON STOCK 456905108 142 17,700 X 17,700
Resources, Inc.
Input/Output Inc COMMON STOCK 457652105 195 31,800 X 31,800
Insight Enterprises, COMMON STOCK 45765U103 596 16,350 X 16,350
Inc.
Insituform Technolog COMMON STOCK 457667103 481 15,700 X 15,700
Integrated Device COMMON STOCK 458118106 10,655 268,905 X 268,905
Technology, Inc.
Intel Corporation COMMON STOCK 458140100 270,392 2,049,400 X 2,049,400
Inter Tel Inc COMMON STOCK 458372109 443 16,200 X 16,200
Interface Flooring COMMON STOCK 458665106 140 33,000 X 33,000
Interim Svcs Inc COMMON STOCK 45868P100 2,308 124,300 X 124,300
Intermet Corp COMMON STOCK 45881K104 145 15,900 X 15,900
Int'l Business COMMON STOCK 459200101 27,423 232,400 X 232,400
Machines Corporation
Int'l Flavors COMMON STOCK 459506101 396 11,300 X 11,300
and Fragrances, Inc.
International Paper COMMON STOCK 460146103 4,256 99,554 X 99,554
Company
International Rectif COMMON STOCK 460254105 2,341 61,400 X 61,400
Interpublic Group of COMMON STOCK 460690100 1,422 30,100 X 30,100
Companies, Inc.
Intersil Holding COMMON STOCK 46069S109 1,551 30,000 X 30,000
Corporation
Intervoice Brite, COMMON STOCK 461142101 1,080 37,400 X 37,400
Inc.
Intuit, Inc. COMMON STOCK 461202103 10,135 186,390 X 186,390
Invacare Corp COMMON STOCK 461203101 516 18,800 X 18,800
Investors Financial COMMON STOCK 461915100 542 9,200 X 9,200
Services Corporation
Ionics Inc COMMON STOCK 462218108 258 10,100 X 10,100
IVAX Corporation COMMON STOCK 465823102 4,329 158,860 X 158,860
Jlg Inds Inc COMMON STOCK 466210101 255 27,900 X 27,900
Jabil Circuit, Inc. COMMON STOCK 466313103 6,708 155,100 X 155,100
Jack in the Box, Inc COMMON STOCK 466367109 1,352 63,400 X 63,400
JAKKS Pacific, Inc. COMMON STOCK 47012E106 254 11,800 X 11,800
Jan Bell Marketing I COMMON STOCK 470760109 41 14,100 X 14,100
Jeffries Group, Inc. COMMON STOCK 472319102 343 15,000 X 15,000
Jefferson-Pilot COMMON STOCK 475070108 752 11,300 X 11,300
Corporation
Jo-Ann Stores, Inc. COMMON STOCK 47758P109 94 11,200 X 11,200
Johnson & Johnson COMMON STOCK 478160104 60,856 868,600 X 868,600
Johnson Controls, COMMON STOCK 478366107 503 9,300 X 9,300
Inc.
Jones Pharma, Inc. COMMON STOCK 480236108 2,165 71,275 X 71,275
Justin Inds Inc COMMON STOCK 482171105 288 16,000 X 16,000
KLA-Tencor COMMON STOCK 482480100 1,668 19,800 X 19,800
Corporation
Kmart Corporation COMMON STOCK 482584109 508 52,400 X 52,400
K2 Inc COMMON STOCK 482732104 89 11,200 X 11,200
Kaman Corporation COMMON STOCK 483548103 142 14,600 X 14,600
KC Southern Ind, Inc COMMON STOCK 485170104 1,031 12,000 X 12,000
Keebler Foods COMMON STOCK 487256109 11,366 396,200 X 396,200
Company
Kellogg Company COMMON STOCK 487836108 1,117 43,600 X 43,600
Kellwood Corporation COMMON STOCK 488044108 307 17,500 X 17,500
KEMET CORPORATION COMMON STOCK 488360108 2,391 37,800 X 37,800
Kent Electrs Corp COMMON STOCK 490553104 2,738 93,800 X 93,800
Kerr-Mcgee COMMON STOCK 492386107 595 10,304 X 10,304
Corporation
Keycorp COMMON STOCK 493267108 914 48,100 X 48,100
Kimberly-Clark COMMON STOCK 494368103 25,876 462,072 X 462,072
Corporation
Kirby Expl Co. COMMON STOCK 497266106 304 15,400 X 15,400
Knight Ridder Inc. COMMON STOCK 499040103 464 9,100 X 9,100
Kohl's Corporation COMMON STOCK 500255104 1,804 17,600 X 17,600
Komag Inc COMMON STOCK 500453105 130 34,300 X 34,300
Kroger Corporation COMMON STOCK 501044101 1,577 89,800 X 89,800
Kroll-O'Gara COMMON STOCK 501050108 152 13,900 X 13,900
Company
Kronos Inc COMMON STOCK 501052104 236 7,950 X 7,950
Kulicke & Soffa Inds COMMON STOCK 501242101 955 14,900 X 14,900
LSI Logic COMMON STOCK 502161102 12,252 168,700 X 168,700
Corporation
La Z Boy Chair COMMON STOCK 505336107 592 38,500 X 38,500
Company
Labor Ready, Inc. COMMON STOCK 505401208 266 26,900 X 26,900
Laclede Gas Company COMMON STOCK 505588103 236 11,800 X 11,800
Landry's Seafood COMMON STOCK 51508L103 99 15,600 X 15,600
Restaurants, Inc.
Landstar Sys Inc COMMON STOCK 515098101 329 6,000 X 6,000
Laser Vision Centers COMMON STOCK 51807H100 110 15,800 X 15,800
Inc.
Lason, Inc. COMMON STOCK 51808R107 76 11,600 X 11,600
Lattice Semiconductr COMMON STOCK 518415104 2,985 44,100 X 44,100
Corporation
Leggett & Platt, Inc COMMON STOCK 524660107 452 21,000 X 21,000
Lehman Brothers Hldg COMMON STOCK 524908100 1,271 13,100 X 13,100
Lennox International COMMON STOCK 526107107 314 35,936 X 35,936
Inc.
Lexmark Intl Group COMMON STOCK 529771107 1,459 13,800 X 13,800
Libbey, Inc. COMMON STOCK 529898108 274 10,000 X 10,000
Ligand COMMON STOCK 53220K207 1,090 61,400 X 61,400
Pharmaceuticals, Inc
Lilly (Eli) & Compy COMMON STOCK 532457108 44,415 705,000 X 705,000
Lilly Indl Coatings COMMON STOCK 532491107 178 14,400 X 14,400
Limited (The), Inc. COMMON STOCK 532716107 970 23,033 X 23,033
Lincoln National COMMON STOCK 534187109 700 20,900 X 20,900
Corporation
Linear Technology COMMON STOCK 535678106 8,597 156,300 X 156,300
Corporation
Linens N Things Inc COMMON STOCK 535679104 2,079 60,700 X 60,700
Liposome Co. Inc. COMMON STOCK 536310105 421 24,100 X 24,100
Liz Claiborne, Inc. COMMON STOCK 539320101 293 6,400 X 6,400
L90, Inc. COMMON STOCK 539441105 996 52,400 X 52,400
Lockheed Martin COMMON STOCK 539830109 871 42,600 X 42,600
Corporation
Loews Corporation COMMON STOCK 540424108 575 11,500 X 11,500
Louisiana-Pacific COMMON STOCK 546347105 158 11,400 X 11,400
Corporation
Lowe's Companies, COMMON STOCK 548661107 6,258 107,200 X 107,200
Inc.
Luby's, Inc. COMMON STOCK 549282101 132 14,000 X 14,000
Lucent Technologies COMMON STOCK 549463107 133,832 2,202,989 X 2,202,989
Inc.
M&T Bank Corporation COMMON STOCK 55261F104 6,340 14,200 X 14,200
MAF Bancorp, Inc. COMMON STOCK 55261R108 244 15,100 X 15,100
MBIA, Inc. COMMON STOCK 55262C100 562 10,800 X 10,800
MBNA Corporation COMMON STOCK 55262L100 28,664 1,124,098 X 1,124,098
M D C Corp Colo COMMON STOCK 552676108 251 14,000 X 14,000
MCI Worldcom Inc. COMMON STOCK 55268B106 42,844 945,530 X 945,530
MDU Resources Group, COMMON STOCK 552690109 9,623 463,750 X 463,750
Inc.
MGIC Investment COMMON STOCK 552848103 32,065 735,000 X 735,000
Corporation
Macdermid Inc COMMON STOCK 554273102 519 19,600 X 19,600
Magellan Health Svcs COMMON STOCK 559079108 97 20,100 X 20,100
Mallinckrodt, Inc. COMMON STOCK 561232109 213 7,400 X 7,400
Manitowoc Inc COMMON STOCK 563571108 441 16,300 X 16,300
Manor Care, Inc. COMMON STOCK 564055101 149 11,000 X 11,000
Manpower Inc. COMMON STOCK 56418H100 2,260 63,650 X 63,650
Marchfirst, Inc. COMMON STOCK 566244109 5,317 149,000 X 149,000
Marcus Corp COMMON STOCK 566330106 242 18,700 X 18,700
Marsh & McLennan COMMON STOCK 571748102 3,177 28,800 X 28,800
Companies, Inc.
Marshall & Isley COMMON STOCK 571834100 5,562 96,315 X 96,315
Corporation
Marriott COMMON STOCK 571903202 841 26,700 X 26,700
International, Inc.
Masco Corporation COMMON STOCK 574599106 2,973 145,000 X 145,000
Mascotech, Inc. COMMON STOCK 574670105 329 28,000 X 28,000
Matrixone, Inc. COMMON STOCK 57685P304 2,396 60,000 X 60,000
Mattel, Inc. COMMON STOCK 577081102 473 45,275 X 45,275
Maxim Integrated COMMON STOCK 57772K101 11,256 158,390 X 158,390
Products
May Department COMMON STOCK 577778103 1,020 35,800 X 35,800
Stores Company
MAXIMUS, Inc. COMMON STOCK 577933104 403 13,200 X 13,200
Maytag Corporation COMMON STOCK 578592107 301 9,100 X 9,100
McDonald's COMMON STOCK 580135101 5,480 145,900 X 145,900
Corporation
McGraw-Hill, Inc. COMMON STOCK 580645109 960 21,100 X 21,100
Mckesson HBOC, Inc. COMMON STOCK 58155Q103 633 30,122 X 30,122
Mead Corporation COMMON STOCK 582834107 384 11,000 X 11,000
Mediaone Group, Inc. COMMON STOCK 58440J104 162,482 2,005,949 X 2,005,949
MediaOne Group, Inc. PREFERRED 58440J500 36,442 700,800 X 700,800
Convertible Security
Medicalogic, Inc. COMMON STOCK 584642102 690 39,700 X 39,700
Medicis Pharmaceutic COMMON STOCK 584690309 1,992 49,800 X 49,800
Corporation
MedImmune, Inc. COMMON STOCK 584699102 12,464 71,580 X 71,580
MedQuist, Inc. COMMON STOCK 584949101 612 22,500 X 22,500
Medtronic, Inc. COMMON STOCK 585055106 34,093 662,800 X 662,800
Mellon Financial COMMON STOCK 58551A108 3,830 129,800 X 129,800
Corporation
Mens Wearhouse Inc COMMON STOCK 587118100 779 26,300 X 26,300
Mentor Corp Minn COMMON STOCK 587188103 410 15,200 X 15,200
Merck & Company, COMMON STOCK 589331107 117,199 1,886,500 X 1,886,500
Inc.
Mercury Computer COMMON STOCK 589378108 650 13,300 X 13,300
Systems, Inc.
Mercury Interactive COMMON STOCK 589405109 6,570 82,900 X 82,900
Corporation
Merrill Lynch & COMMON STOCK 590188108 4,200 40,000 X 40,000
Company
Mesa Air Group Inc COMMON STOCK 590479101 134 21,500 X 21,500
MessageMedia, Inc. COMMON STOCK 590787107 873 68,800 X 68,800
META Group, Inc. COMMON STOCK 591002100 1,058 40,600 X 40,600
Methode Electrs Inc COMMON STOCK 591520200 2,626 52,000 X 52,000
Michael Foods, Inc. COMMON STOCK 594079105 267 12,700 X 12,700
Michaels Stores, COMMON STOCK 594087108 1,769 43,400 X 43,400
Inc.
Micrel, Inc. COMMON STOCK 594793101 3,888 40,500 X 40,500
MICROS Systems, Inc. COMMON STOCK 594901100 1,404 22,300 X 22,300
Microsoft COMMON STOCK 594918104 238,351 2,243,300 X 2,243,300
Corporation
Microage Inc COMMON STOCK 594928103 30 12,800 X 12,800
Micron Technology, COMMON STOCK 595112103 3,679 29,200 X 29,200
Inc.
Midas, Inc. COMMON STOCK 595626102 245 10,200 X 10,200
S&P 400 Mid-Cap COMMON STOCK 595635103 7,957 87,200 X 87,200
Depository Receipts
Midwest Express COMMON STOCK 597911106 850 33,140 X 33,140
Holdings, Inc.
Midway Games Inc. COMMON STOCK 598148104 316 23,851 X 23,851
Millennium COMMON STOCK 599902103 4,855 37,385 X 37,385
Pharmaceuticals, Inc
Herman Miller, Inc. COMMON STOCK 600544100 18,712 668,280 X 668,280
Millipore COMMON STOCK 601073109 1,519 26,900 X 26,900
Corporation
Minimed, Inc. COMMON STOCK 60365K108 12,765 98,570 X 98,570
Minnesota Mining & COMMON STOCK 604059105 3,817 43,100 X 43,100
Manufacturing
Mirage Resorts COMMON STOCK 60462E104 401 20,700 X 20,700
Incorporated
Mississippi Chem Cor COMMON STOCK 605288208 112 16,400 X 16,400
Modis Professional COMMON STOCK 607830106 1,252 101,225 X 101,225
Services, Inc.
Molex, Inc. COMMON STOCK 608554101 1,244 21,175 X 21,175
Monaco Coach Corp. COMMON STOCK 60886R103 224 11,800 X 11,800
Monsanto Company COMMON STOCK 611662107 3,523 68,400 X 68,400
Montana Power Co COMMON STOCK 612085100 5,610 87,650 X 87,650
Morgan & Co (J.P.) COMMON STOCK 616880100 58,299 442,500 X 442,500
Morgan Keegan, Inc. COMMON STOCK 617410105 326 18,600 X 18,600
Morgan Stanley, Dean COMMON STOCK 617446448 73,858 905,540 X 905,540
Witter, Discover
Morrison Knudsen Cor COMMON STOCK 61844A109 243 32,900 X 32,900
Motorola, Inc. COMMON STOCK 620076109 72,041 505,994 X 505,994
Mueller Inds Inc COMMON STOCK 624756102 1,248 41,100 X 41,100
Mutual Risk Mgmt Ltd COMMON STOCK 628351108 548 27,400 X 27,400
Myers Inds Inc COMMON STOCK 628464109 150 12,540 X 12,540
Nbty Inc COMMON STOCK 628782104 568 41,500 X 41,500
NCR Corporation COMMON STOCK 62886E108 417 10,400 X 10,400
NS Group, Inc. COMMON STOCK 628916108 2,326 142,600 X 142,600
Nfo Worldwide Inc COMMON STOCK 62910N108 308 14,000 X 14,000
Nabisco Group COMMON STOCK 62952P102 420 35,000 X 35,000
Holdings Corp.
Nabors Industries COMMON STOCK 629568106 25,872 666,595 X 666,595
National City COMMON STOCK 635405103 22,819 1,106,400 X 1,106,400
Corporation
National Computer Sy COMMON STOCK 635519101 1,025 20,200 X 20,200
National Data Corp COMMON STOCK 635621105 10,720 412,300 X 412,300
National Discount COMMON STOCK 635646102 528 10,700 X 10,700
Brokers Group, Inc.
National Fuel Gas Co COMMON STOCK 636180101 14,600 327,635 X 327,635
National Instruments COMMON STOCK 636518102 2,408 51,300 X 51,300
Corporation
National COMMON STOCK 637640103 1,122 18,500 X 18,500
Semiconductor Corpor
Natures Sunshine Pro COMMON STOCK 639027101 86 10,700 X 10,700
Nautica Enterprises COMMON STOCK 639089101 255 21,700 X 21,700
Navistar COMMON STOCK 63934E108 273 6,800 X 6,800
International Corp.
Networks Associates COMMON STOCK 640938106 3,425 106,195 X 106,195
Inc.
Network Equip Techno COMMON STOCK 641208103 134 13,400 X 13,400
Network Appliance COMMON STOCK 64120L104 2,722 32,900 X 32,900
New Century Energies COMMON STOCK 64352U103 2,574 85,600 X 85,600
New Jersey Res COMMON STOCK 646025106 479 11,200 X 11,200
New York Times COMMON STOCK 650111107 22,125 515,300 X 515,300
Company
Newell Rubbermaid COMMON STOCK 651229106 749 30,199 X 30,199
Inc
Newfield Expl Co COMMON STOCK 651290108 920 26,100 X 26,100
Newmont Mining COMMON STOCK 651639106 403 17,965 X 17,965
Corporation
Nextel Communication COMMON STOCK 65332V103 5,841 39,400 X 39,400
Inc.
Niagara Mohawk COMMON STOCK 653520106 3,648 270,200 X 270,200
Holdings, Inc.
NICOR, Inc. COMMON STOCK 654086107 5,395 163,800 X 163,800
Nike, Inc. COMMON STOCK 654106103 1,177 29,700 X 29,700
99 Cents Only Stores COMMON STOCK 65440K106 826 21,033 X 21,033
NiSource Inc. COMMON STOCK 65473P105 7,635 452,475 X 452,475
Noble Drilling COMMON STOCK 655042109 14,865 358,730 X 358,730
Corporation
Nordstrom, Inc. COMMON STOCK 655664100 428 14,500 X 14,500
Norfolk Southern COMMON STOCK 655844108 591 41,100 X 41,100
Corporation
Nortel Networks COMMON STOCK 656569100 19,616 155,680 X 155,680
Corporation
North Amern Vaccine COMMON STOCK 657201109 55 20,600 X 20,600
North Fork COMMON STOCK 659424105 5,758 322,115 X 322,115
Bancorporation, Inc.
Northern States COMMON STOCK 665772109 330 16,600 X 16,600
Power Company
Northern Trust COMMON STOCK 665859104 15,432 228,400 X 228,400
Corporation
Northrop Grumman COMMON STOCK 666807102 397 7,500 X 7,500
Corporation
Northwest Nat Gas Co COMMON STOCK 667655104 306 15,700 X 15,700
NorthWestern Corp. COMMON STOCK 668074107 299 14,500 X 14,500
NOVA Corporation COMMON STOCK 669784100 4,151 142,530 X 142,530
Novell, Inc. COMMON STOCK 670006105 1,008 35,200 X 35,200
Novellus Systems, COMMON STOCK 670008101 9,015 160,610 X 160,610
Inc.
Noven Pharmaceutical COMMON STOCK 670009109 148 13,500 X 13,500
NSTAR COMMON STOCK 67019E107 1,492 35,510 X 35,510
Nucor COMMON STOCK 670346105 470 9,400 X 9,400
Corporation
NVIDIA Corporation COMMON STOCK 67066G104 1,712 20,265 X 20,265
Om Group Inc COMMON STOCK 670872100 683 15,000 X 15,000
Oakwood Homes Corp COMMON STOCK 674098108 113 29,600 X 29,600
Occidental COMMON STOCK 674599105 820 39,500 X 39,500
Petroleum Corporatio
Oceaneering Intl Inc COMMON STOCK 675232102 268 14,300 X 14,300
Office Depot, Inc. COMMON STOCK 676220106 409 35,400 X 35,400
Offshore Logistics COMMON STOCK 676255102 183 13,200 X 13,200
Old Kent Financial COMMON STOCK 679833103 6,031 186,655 X 186,655
Corporation
Omnicare, Inc. COMMON STOCK 681904108 1,481 122,785 X 122,785
Omnicom Group, Inc. COMMON STOCK 681919106 1,794 19,200 X 19,200
Omnova Solutions Inc COMMON STOCK 682129101 147 26,200 X 26,200
Oracle Systems COMMON STOCK 68389X105 23,748 304,224 X 304,224
Corporation
Orbital Sciences Cor COMMON STOCK 685564106 353 23,500 X 23,500
Organogenesis Inc. COMMON STOCK 685906109 230 19,100 X 19,100
O Reilly Automotive COMMON STOCK 686091109 451 31,800 X 31,800
Orthodontic Ctrs Ame COMMON STOCK 68750P103 557 29,700 X 29,700
Oshkosh Truck Corp. COMMON STOCK 688239201 1,653 53,200 X 53,200
Outback Steakhouse, COMMON STOCK 689899102 4,733 147,595 X 147,595
Inc.
Owens & Minor Inc Ne COMMON STOCK 690732102 218 20,500 X 20,500
Owens-Illinois, Inc. COMMON STOCK 690768403 272 16,100 X 16,100
P-Com Inc COMMON STOCK 693262107 836 45,200 X 45,200
Peco Energy Company COMMON STOCK 693304107 738 20,000 X 20,000
Pacific Gas & COMMON STOCK 69331C108 2,043 97,300 X 97,300
Electric Company
PE Corp.- PE COMMON STOCK 69332S102 2,152 22,300 X 22,300
Biosystems Group
PNC Bank Corporation COMMON STOCK 693475105 1,424 31,600 X 31,600
PPG Industries, Inc. COMMON STOCK 693506107 978 18,700 X 18,700
P P & L Corporation COMMON STOCK 69351T106 322 15,400 X 15,400
Paccar, Inc. COMMON STOCK 693718108 5,740 114,800 X 114,800
Pacific Sunwear of COMMON STOCK 694873100 757 19,650 X 19,650
California, Inc.
Pactiv Corporation COMMON STOCK 695257105 161 18,400 X 18,400
Paine Webber Group, COMMON STOCK 695629105 678 15,400 X 15,400
Inc.
Pall Corporation COMMON STOCK 696429307 298 13,300 X 13,300
Parametric COMMON STOCK 699173100 10,034 476,400 X 476,400
Technology Company
Parexel Intl Corp COMMON STOCK 699462107 147 15,600 X 15,600
Parker Hannifin COMMON STOCK 701094104 502 12,150 X 12,150
Patterson Dental Co COMMON STOCK 703412106 1,551 40,550 X 40,550
Patterson Energy, COMMON STOCK 703414102 1,200 37,800 X 37,800
Inc.
Paxar Corp COMMON STOCK 704227107 282 29,300 X 29,300
Paychex, Inc. COMMON STOCK 704326107 1,393 26,600 X 26,600
J.C. Penney Company, COMMON STOCK 708160106 415 27,900 X 27,900
Inc.
Pentair, Inc. COMMON STOCK 709631105 13,046 352,015 X 352,015
Peoples Heritage COMMON STOCK 711147108 9,389 625,900 X 625,900
Financial Group
Peoplesoft, Inc. COMMON STOCK 712713106 576 28,800 X 28,800
PepsiCo, Inc. COMMON STOCK 713448108 5,423 156,900 X 156,900
PerkinElmer, Inc. COMMON STOCK 714046109 346 5,200 X 5,200
Pharmacia & Upjohn, COMMON STOCK 716941109 3,312 55,895 X 55,895
Inc.
Pfizer, Inc. COMMON STOCK 717081103 104,405 2,855,500 X 2,855,500
Pharmaceutical COMMON STOCK 717124101 261 15,400 X 15,400
Product Development
Phelps Dodge COMMON STOCK 717265102 418 8,790 X 8,790
Corporation
Philadelphia Subn Co COMMON STOCK 718009608 1,355 74,746 X 74,746
Phillip Morris COMMON STOCK 718154107 43,475 2,058,000 X 2,058,000
Companies, Inc.
Phillips Petroleum COMMON STOCK 718507106 1,258 27,200 X 27,200
Company
Phillips Van Heusen COMMON STOCK 718592108 131 17,100 X 17,100
Photronics, Inc. COMMON STOCK 719405102 2,563 72,600 X 72,600
PictureTel COMMON STOCK 720035302 222 25,400 X 25,400
Corporation
Piedmont Nat Gas Inc COMMON STOCK 720186105 511 19,600 X 19,600
Pier I Imports Inc COMMON STOCK 720279108 3,199 312,100 X 312,100
Pinnacle COMMON STOCK 723456109 333 16,400 X 16,400
Entertainment, Inc.
Pinnacle Holdings, COMMON STOCK 72346N101 1,895 34,300 X 34,300
Inc,
Pinnacle Systems COMMON STOCK 723481107 2,364 71,100 X 71,100
Inc.
Pinnacle West Cap. COMMON STOCK 723484101 2,146 76,100 X 76,100
Pioneer Group Inc COMMON STOCK 723684106 379 16,300 X 16,300
Pioner Std Electrs COMMON STOCK 723877106 269 17,100 X 17,100
Pitney-Bowes, Inc. COMMON STOCK 724479100 3,508 78,500 X 78,500
Pixar, Inc. COMMON STOCK 725811103 3,490 97,800 X 97,800
Placer Dome, Inc. COMMON STOCK 725906101 284 35,000 X 35,000
Plains Res Inc COMMON STOCK 726540503 140 11,200 X 11,200
Plantronics, Inc. COMMON STOCK 727493108 2,712 29,100 X 29,100
Plexus Corp COMMON STOCK 729132100 1,619 24,300 X 24,300
Plum Creek Timber COMMON STOCK 729251108 2,463 100,000 X 100,000
Company, Inc.
Pogo Producing COMMON STOCK 730448107 720 25,200 X 25,200
Company
Polaris Inds Inc COMMON STOCK 731068102 461 15,300 X 15,300
Pope & Talbot, Inc. COMMON STOCK 732827100 1,715 93,300 X 93,300
Portal Software COMMON STOCK 736126103 3,986 70,000 X 70,000
Power Integrations, COMMON STOCK 739276103 720 28,800 X 28,800
Inc.
Power-One, Inc. COMMON STOCK 739308104 930 15,400 X 15,400
Powerwave COMMON STOCK 739363109 2,463 19,700 X 19,700
Technologies, Inc.
Praxair, Inc. COMMON STOCK 74005P104 712 17,100 X 17,100
Pre Paid Legal COMMON STOCK 740065107 419 14,100 X 14,100
Precision Castparts COMMON STOCK 740189105 679 18,600 X 18,600
Corporation
Precision Drilling COMMON STOCK 74022D100 11,661 349,400 X 349,400
Corp.
T. Rowe Price and COMMON STOCK 741477103 511 12,934 X 12,934
Associates
Primark Corp COMMON STOCK 741903108 302 12,500 X 12,500
Prime Hospitality Co COMMON STOCK 741917108 223 30,700 X 30,700
Pride International, COMMON STOCK 741932107 3,603 157,900 X 157,900
Inc.
Priority Healthcare COMMON STOCK 74264T102 1,561 31,066 X 31,066
Corporation
Procter & Gamble COMMON STOCK 742718109 7,976 141,800 X 141,800
Company
The Profit Recovery COMMON STOCK 743168106 991 53,600 X 53,600
Group International
Progress Software Co COMMON STOCK 743312100 513 21,900 X 21,900
Progressive COMMON STOCK 743315103 609 8,000 X 8,000
Corporation
Project Software COMMON STOCK 74339P101 768 13,600 X 13,600
& Development
Protective Life COMMON STOCK 743674103 5,552 174,855 X 174,855
Corporation
Protein design Labs COMMON STOCK 74369L103 1,749 22,000 X 22,000
Provident Bankshares COMMON STOCK 743859100 252 15,995 X 15,995
Corporation
Providian Financial COMMON STOCK 74406A102 1,325 15,300 X 15,300
Corporation
Proxim, Inc. COMMON STOCK 744284100 886 7,400 X 7,400
Public Service COMMON STOCK 744573106 693 23,400 X 23,400
Enterprise
QRS Corporation COMMON STOCK 74726X105 1,317 17,500 X 17,500
Qlogic Corporation COMMON STOCK 747277101 8,948 66,035 X 66,035
Quaker Oats Company COMMON STOCK 747402105 873 14,400 X 14,400
QUALCOMM, Inc. COMMON STOCK 747525103 11,885 79,600 X 79,600
Queens County COMMON STOCK 748242104 240 13,300 X 13,300
Bancorp Inc.
Questar Corporation COMMON STOCK 748356102 1,795 96,705 X 96,705
Quiksilver, Inc. COMMON STOCK 74838C106 246 14,000 X 14,000
Quintiles Trans- COMMON STOCK 748767100 210 12,300 X 12,300
national Corp.
RLI Corporation COMMON STOCK 749607107 208 6,200 X 6,200
RPM, Inc. COMMON STOCK 749685103 7,015 637,715 X 637,715
RSA Security, Inc. COMMON STOCK 749719100 1,876 36,200 X 36,200
RTI International COMMON STOCK 74973W107 115 13,100 X 13,100
Metals
Radian Group, Inc. COMMON STOCK 750236101 4,676 98,200 X 98,200
RadiSys Corporation COMMON STOCK 750459109 679 11,300 X 11,300
Ralcorp Holding, COMMON STOCK 751028101 278 19,200 X 19,200
Inc.
Ralston Purina COMMON STOCK 751277302 2,968 108,400 X 108,400
Corporation
Rational Software COMMON STOCK 75409P202 3,502 45,765 X 45,765
Company
Ravisent Technology COMMON STOCK 754440105 1,034 74,500 X 74,500
Raymond James Finl I COMMON STOCK 754730109 599 28,850 X 28,850
Rayonier, Inc. COMMON STOCK 754907103 4,492 92,145 X 92,145
Raytheon Company COMMON STOCK 755111408 644 36,300 X 36,300
Read-Rite Corp COMMON STOCK 755246105 147 31,300 X 31,300
Reader's Digest COMMON STOCK 755267101 2,834 80,115 X 80,115
Association, Inc.
Reader's Digest COMMON STOCK 755271202 3,286 106,000 X 106,000
"Traces"
Regal Beloit Corp COMMON STOCK 758750103 229 13,100 X 13,100
Regeneron Pharmaceut COMMON STOCK 75886F107 579 19,600 X 19,600
Regis Corp Minn COMMON STOCK 758932107 378 25,550 X 25,550
Regions Financial COMMON STOCK 758940100 534 23,400 X 23,400
Reliance Steel & COMMON STOCK 759509102 389 17,400 X 17,400
Aluminum Co.
Reliant Energy, Inc. COMMON STOCK 75952J108 743 31,697 X 31,697
Remedy Corporation COMMON STOCK 759548100 1,319 31,300 X 31,300
Remington Oil & Gas COMMON STOCK 759594302 55 13,100 X 13,100
Renal Care Group Inc COMMON STOCK 759930100 1,812 83,550 X 83,550
Republic Services COMMON STOCK 760759100 7,353 672,300 X 672,300
ResMed, Inc. COMMON STOCK 761152107 1,427 20,000 X 20,000
Respironics Inc COMMON STOCK 761230101 265 18,400 X 18,400
Reynolds Metals COMMON STOCK 761763101 461 6,900 X 6,900
Company
Rigs National Corp- COMMON STOCK 766570105 217 17,800 X 17,800
Washington
Rite Aid Corporation COMMON STOCK 767754104 153 27,800 X 27,800
Rockwell Internation COMMON STOCK 773903109 9,763 233,500 X 233,500
al Corporation
Rohm & Haas Company COMMON STOCK 775371107 1,050 23,524 X 23,524
Rollins Truck COMMON STOCK 775741101 301 35,650 X 35,650
Leasing Corporation
Roper Inds Inc New COMMON STOCK 776696106 645 19,000 X 19,000
Ross Stores, Inc. COMMON STOCK 778296103 52,681 2,189,360 X 2,189,360
Rowan Companies, Inc COMMON STOCK 779382100 294 10,000 X 10,000
Royal Appliance Mfg COMMON STOCK 780076105 53 10,800 X 10,800
Royal Dutch COMMON STOCK 780257804 58,598 1,018,000 X 1,018,000
Petroleum Company
Ruby Tuesday, Inc. COMMON STOCK 781182100 340 19,400 X 19,400
Russ Berrie & COMMON STOCK 782233100 233 12,600 X 12,600
Company
Ryans Family Steak COMMON STOCK 783519101 217 22,700 X 22,700
House
SBC Communications, COMMON STOCK 78387G103 59,707 1,421,607 X 1,421,607
Inc.
SCPIE Holdings, Inc. COMMON STOCK 78402P104 230 7,500 X 7,500
Sei Corp COMMON STOCK 784117103 2,349 20,700 X 20,700
SLM Holding Corp. COMMON STOCK 78442A109 570 17,100 X 17,100
SLI, Inc. COMMON STOCK 78442T108 383 22,500 X 22,500
Sps Technologies Inc COMMON STOCK 784626103 241 7,900 X 7,900
SPX Corporation COMMON STOCK 784635104 13,054 114,570 X 114,570
S3, Inc. COMMON STOCK 784849101 2,564 122,100 X 122,100
Sabre Holdings COMMON STOCK 785905100 517 14,006 X 14,006
Corporation
Safeco Corporation COMMON STOCK 786429100 369 13,900 X 13,900
Safeway, Inc. COMMON STOCK 786514208 28,883 638,300 X 638,300
Saga Systems, Inc. COMMON STOCK 786610105 644 18,000 X 18,000
St. Jude Medical, COMMON STOCK 790849103 233 9,016 X 9,016
Inc.
St Mary Ld & Expl Co COMMON STOCK 792228108 209 7,000 X 7,000
St. Paul Companies, COMMON STOCK 792860108 832 24,368 X 24,368
Inc.
Salton, Inc. COMMON STOCK 795757103 308 7,100 X 7,100
Sanmina Corporation COMMON STOCK 800907107 6,506 96,290 X 96,290
Sara Lee Corporation COMMON STOCK 803111103 3,308 183,800 X 183,800
SAVVIS Communication COMMON STOCK 805423100 1,763 100,000 X 100,000
Corporation
ScanSource, Inc. COMMON STOCK 806037107 1,438 40,500 X 40,500
Schering-Plough COMMON STOCK 806605101 31,950 869,400 X 869,400
Schlumberger, Ltd. COMMON STOCK 806857108 4,536 59,300 X 59,300
Charles Schwab COMMON STOCK 808513105 5,022 88,400 X 88,400
Corporation
Scientific-Atlanta, COMMON STOCK 808655104 1,085 17,100 X 17,100
Inc.
Scott Technologies, COMMON STOCK 810022301 211 11,200 X 11,200
Inc.
Scotts Co COMMON STOCK 810186106 739 17,600 X 17,600
Seagate Technology COMMON STOCK 811804103 1,404 23,300 X 23,300
Inc.
Seagram Company, Ltd COMMON STOCK 811850106 2,785 46,800 X 46,800
SEACOR SMIT, Inc. COMMON STOCK 811904101 429 7,100 X 7,100
Sealed Air Corp. COMMON STOCK 81211K100 5,922 109,040 X 109,040
Sears Roebuck & COMMON STOCK 812387108 1,257 40,700 X 40,700
Company
Seitel Inc COMMON STOCK 816074306 121 15,200 X 15,200
Selective Ins Group COMMON STOCK 816300107 293 17,200 X 17,200
Sempra Energy COMMON STOCK 816851109 366 21,873 X 21,873
Sepracor, Inc. COMMON STOCK 817315104 5,793 79,570 X 79,570
The Shaw Group Inc. COMMON STOCK 820280105 1,199 34,000 X 34,000
Sherwin-Williams COMMON STOCK 824348106 390 17,800 X 17,800
Company
Shopko Stores Inc COMMON STOCK 824911101 332 18,700 X 18,700
Siebel Systems, Inc. COMMON STOCK 826170102 19,237 161,070 X 161,070
Sierra Health Svcs I COMMON STOCK 826322109 83 16,800 X 16,800
Sigma-Aldrich COMMON STOCK 826552101 290 10,800 X 10,800
Corporation
Silicon Graphics, COMMON STOCK 827056102 208 19,700 X 19,700
Inc.
Silicon Valley COMMON STOCK 827064106 1,013 14,100 X 14,100
Bancshares
Silicon Valley Group COMMON STOCK 827066101 575 20,900 X 20,900
Inc.
Simon Property COMMON STOCK 828806109 936 39,000 X 39,000
Group, Inc.
Simpson Inds Inc COMMON STOCK 829060102 111 11,300 X 11,300
Simpson Manufacturng COMMON STOCK 829073105 300 7,600 X 7,600
Skywest Inc COMMON STOCK 830879102 606 15,500 X 15,500
A.O. Smith COMMON STOCK 831865209 259 14,400 X 14,400
Corporation
Smithfield Foods Inc COMMON STOCK 832248108 696 34,800 X 34,800
Snyder Communication COMMON STOCK 832914105 1,010 44,900 X 44,900
Inc.
Sola Intl Inc COMMON STOCK 834092108 96 15,600 X 15,600
Solectron Corp. COMMON STOCK 834182107 2,556 63,800 X 63,800
Sonic Corp COMMON STOCK 835451105 312 11,450 X 11,450
Southdown, Inc. COMMON STOCK 841297104 22,291 377,815 X 377,815
Southern Company COMMON STOCK 842587107 1,577 72,500 X 72,500
Southern Union COMMON STOCK 844030106 534 29,576 X 29,576
Company
SouthTrust Corp. COMMON STOCK 844730101 6,878 270,400 X 270,400
Southwest Airlines COMMON STOCK 844741108 1,130 54,287 X 54,287
Co.
Southwest Bancorp COMMON STOCK 84476R109 344 17,700 X 17,700
of Texas, Inc.
Southwest Gas COMMON STOCK 844895102 370 19,400 X 19,400
Corporation
Southwestern Energy COMMON STOCK 845467109 103 15,600 X 15,600
Company
Speciality Equipment COMMON STOCK 847497203 249 12,000 X 12,000
Speedfam-Ipec, Inc. COMMON STOCK 847705100 368 18,500 X 18,500
Sports Auth Inc COMMON STOCK 849176102 52 20,100 X 20,100
Sprint Corporation COMMON STOCK 852061100 23,764 377,200 X 377,200
Sprint PCS Group COMMON STOCK 852061506 15,316 234,500 X 234,500
StaffMark, Inc. COMMON STOCK 852389105 146 18,400 X 18,400
Standard Pac Corp Ne COMMON STOCK 85375C101 185 18,500 X 18,500
Stanley Works COMMON STOCK 854616109 253 9,600 X 9,600
Staples, Inc. COMMON STOCK 855030102 1,011 50,550 X 50,550
Starbucks COMMON STOCK 855244109 11,987 267,480 X 267,480
Corporation
Starwood Hotels & COMMON STOCK 85590A203 6,650 253,348 X 253,348
Resorts Trust
State Street COMMON STOCK 857477103 1,676 17,300 X 17,300
Corporation
Staten Island COMMON STOCK 857550107 426 24,900 X 24,900
Bancorp, Inc.
Steel Dynamics, Inc. COMMON STOCK 858119100 348 30,100 X 30,100
Stein Mart Inc COMMON STOCK 858375108 230 27,900 X 27,900
Stillwater Mng Co COMMON STOCK 86074Q102 956 23,900 X 23,900
Stone Energy Corp. COMMON STOCK 861642106 561 11,400 X 11,400
Stride Rite COMMON STOCK 863314100 226 28,000 X 28,000
Corporation
Stryker Corporation COMMON STOCK 863667101 7,591 108,835 X 108,835
Sturm, Ruger & Co., COMMON STOCK 864159108 148 16,900 X 16,900
Inc.
Summit Bancorp COMMON STOCK 866005101 491 18,700 X 18,700
Summit Technology, COMMON STOCK 86627E101 267 29,300 X 29,300
Inc.
Sun Microsystems, COMMON STOCK 866810104 15,948 170,200 X 170,200
Inc.
Sunoco, Inc. COMMON STOCK 86764P109 266 9,700 X 9,700
Sunrise Med Inc COMMON STOCK 867910101 87 13,900 X 13,900
Suntrust Banks, Inc. COMMON STOCK 867914103 1,992 34,500 X 34,500
Supervalu, Inc. COMMON STOCK 868536103 282 14,900 X 14,900
Susquehanna COMMON STOCK 869099101 320 23,200 X 23,200
Bancshares, Inc.
Symbol Technologies, COMMON STOCK 871508107 3,767 45,765 X 45,765
Inc.
Syncor Intl Corp Del COMMON STOCK 87157J106 244 7,400 X 7,400
Synovus Financial COMMON STOCK 87161C105 565 29,950 X 29,950
Corp.
Sysco Corporation COMMON STOCK 871829107 1,270 35,600 X 35,600
Tbc Corp COMMON STOCK 872180104 67 13,300 X 13,300
Tcby Enterprises Inc COMMON STOCK 872245105 81 14,100 X 14,100
THQ, Inc. COMMON STOCK 872443403 206 11,550 X 11,550
TJX Companies, Inc. COMMON STOCK 872540109 739 33,300 X 33,300
Tnp Enterprises Inc COMMON STOCK 872594106 364 8,300 X 8,300
TRW Inc. COMMON STOCK 872649108 772 13,200 X 13,200
TSI International COMMON STOCK 872879101 6,878 82,800 X 82,800
Talk.com, Inc. COMMON STOCK 874264104 650 40,600 X 40,600
Tandy Corporation COMMON STOCK 875382103 4,766 93,900 X 93,900
Target Corporation COMMON STOCK 87612E106 7,124 95,300 X 95,300
Techne Corporation COMMON STOCK 878377100 1,587 23,000 X 23,000
Technitrol Inc COMMON STOCK 878555101 600 10,300 X 10,300
Tektronix, Inc. COMMON STOCK 879131100 291 5,200 X 5,200
Teledyne COMMON STOCK 879360105 294 16,900 X 16,900
Technologies, Inc.
Telefonica SA ADR COMMON STOCK 879382208 7,827 104,881 X 104,881
Telephone and Data COMMON STOCK 879433100 4,499 40,535 X 40,535
Systems, Inc.
Tellabs, Inc. COMMON STOCK 879664100 76,085 1,208,000 X 1,208,000
Telxon Corp COMMON STOCK 879700102 179 10,200 X 10,200
Temple-Inland, Inc. COMMON STOCK 879868107 304 6,100 X 6,100
Tenet Healthcare COMMON STOCK 88033G100 768 33,400 X 33,400
Corporation
Tenneco COMMON STOCK 880349105 167 21,100 X 21,100
Automotive, Inc.
Teradyne, Inc. COMMON STOCK 880770102 4,960 60,300 X 60,300
Terayon COMMON STOCK 880775101 1,066 5,200 X 5,200
Communications
Tetra Technologies, COMMON STOCK 88162F105 3,390 253,400 X 253,400
Tetra Tech, Inc. COMMON STOCK 88162G103 2,438 102,662 X 102,662
Texaco, Inc. COMMON STOCK 881694103 8,398 156,600 X 156,600
Texas Inds Inc COMMON STOCK 882491103 1,270 40,800 X 40,800
Texas Instruments, COMMON STOCK 882508104 14,032 87,700 X 87,700
Inc.
Texas Utilities COMMON STOCK 882848104 3,464 116,687 X 116,687
Company
Textron, Inc. COMMON STOCK 883203101 980 16,100 X 16,100
Theragenics COMMON STOCK 883375107 247 18,500 X 18,500
Corporation
Thermo Electron COMMON STOCK 883556102 346 17,000 X 17,000
Corporation
3Com Corporation COMMON STOCK 885535104 4,834 86,900 X 86,900
Three-Five Sys Inc COMMON STOCK 88554L108 458 7,633 X 7,633
Tiffany and Company COMMON STOCK 886547108 93,812 1,121,825 X 1,121,825
Timberland Co COMMON STOCK 887100105 673 13,200 X 13,200
Time Warner, Inc. COMMON STOCK 887315109 91,260 912,600 X 912,600
Times Mirror Company COMMON STOCK 887364107 11,329 121,900 X 121,900
Titan Intl Inc Ill COMMON STOCK 88830M102 93 12,900 X 12,900
Toll Brothers Inc COMMON STOCK 889478103 450 22,500 X 22,500
Torchmark COMMON STOCK 891027104 1,552 67,100 X 67,100
Corporation
Toro Co COMMON STOCK 891092108 237 7,900 X 7,900
Tosco Corporation COMMON STOCK 891490302 6,803 223,500 X 223,500
Tower Automotive COMMON STOCK 891707101 3,843 234,700 X 234,700
Toys 'R' Us, Inc. COMMON STOCK 892335100 381 25,700 X 25,700
Tredegar Corp COMMON STOCK 894650100 630 23,400 X 23,400
Trenwick Group Inc COMMON STOCK 895290104 164 11,600 X 11,600
Triarc Cos Inc COMMON STOCK 895927101 296 14,800 X 14,800
Tricon Global COMMON STOCK 895953107 505 16,250 X 16,250
Restaurants, Inc.
Tribune Company COMMON STOCK 896047107 936 25,600 X 25,600
Trimble Navigation L COMMON STOCK 896239100 363 14,100 X 14,100
True North Communica COMMON STOCK 897844106 2,170 55,200 X 55,200
TrustCo Bank COMMON STOCK 898349105 393 33,600 X 33,600
Corporation New York
Tuboscope Vetco Intl COMMON STOCK 898600101 476 28,000 X 28,000
Tyco International COMMON STOCK 902124106 13,130 263,256 X 263,256
Ltd.
Tyson Foods COMMON STOCK 902494103 834 74,945 X 74,945
USX-Marathon COMMON STOCK 902905827 868 33,300 X 33,300
Group, Inc.
UST, Inc. COMMON STOCK 902911106 286 18,300 X 18,300
U.S. Bancorp COMMON STOCK 902973106 1,774 81,086 X 81,086
USA Networks, Inc. COMMON STOCK 902984103 10,325 457,600 X 457,600
U.S. Aggregates, Inc COMMON STOCK 90334D109 871 60,600 X 60,600
USX-US Steel Group, COMMON STOCK 90337T101 10,293 411,700 X 411,700
Inc.
UTI Energy Corp COMMON STOCK 903387108 914 24,200 X 24,200
US Oncology, Inc. COMMON STOCK 90338W103 243 53,900 X 53,900
Ultratech Stepper, COMMON STOCK 904034105 191 13,400 X 13,400
Inc.
Unilever N.V. COMMON STOCK 904784709 2,962 61,553 X 61,553
Unicom Corporation COMMON STOCK 904911104 854 23,400 X 23,400
Union Carbide COMMON STOCK 905581104 840 14,400 X 14,400
Corporation
Union Pacific COMMON STOCK 907818108 1,045 26,700 X 26,700
Corporation
Union Pacific COMMON STOCK 907834105 392 27,004 X 27,004
Resources Group Inc.
Union Planters Corpo COMMON STOCK 908068109 465 15,100 X 15,100
Unisys Corporation COMMON STOCK 909214108 849 33,300 X 33,300
United Bankshares, COMMON STOCK 909907107 590 26,800 X 26,800
Inc.
United Healthcare COMMON STOCK 910581107 1,091 18,300 X 18,300
Corporation
United Illuminating COMMON STOCK 910637107 357 9,100 X 9,100
Company
United Natural Foods COMMON STOCK 911163103 168 11,200 X 11,200
USAir Group, Inc. COMMON STOCK 911905107 214 7,700 X 7,700
U S Home Corp New COMMON STOCK 911920106 327 8,600 X 8,600
U S West, Inc. COMMON STOCK 91273H101 3,957 54,480 X 54,480
U.S. Trust COMMON STOCK 91288L105 3,553 18,800 X 18,800
Corporation
United Stationers COMMON STOCK 913004107 764 21,400 X 21,400
Inc.
United Technologies COMMON STOCK 913017109 34,912 552,500 X 552,500
Corporation
United Wtr Res Inc COMMON STOCK 913190104 851 24,500 X 24,500
Universal Fst Prods COMMON STOCK 913543104 157 12,700 X 12,700
Universal Health Svc COMMON STOCK 913903100 2,627 53,600 X 53,600
Univision COMMON STOCK 914906102 12,258 108,480 X 108,480
Communications, Inc.
Unocal Corporation COMMON STOCK 915289102 774 26,000 X 26,000
Unumprovident COMMON STOCK 91529Y106 438 25,782 X 25,782
Corporation
USFREIGHTWAYS Corp COMMON STOCK 916906100 1,321 35,300 X 35,300
V F Corporation COMMON STOCK 918204108 303 12,600 X 12,600
Valassis COMMON STOCK 918866104 5,179 155,475 X 155,475
Communications, Inc.
Valence Technology I COMMON STOCK 918914102 509 21,600 X 21,600
Valero Energy Corp. COMMON STOCK 91913Y100 2,459 80,280 X 80,280
Valmont Inds Inc COMMON STOCK 920253101 254 14,700 X 14,700
Varian Medical COMMON STOCK 92220P105 1,666 36,500 X 36,500
Systems, Inc.
Veritas Software COMMON STOCK 923436109 35,926 274,240 X 274,240
Verity, Inc. COMMON STOCK 92343C106 1,606 39,400 X 39,400
VeriSign, Inc. COMMON STOCK 92343E102 3,289 22,000 X 22,000
Veritas DGC, Inc. COMMON STOCK 92343P107 456 16,200 X 16,200
Vertex Pharmaceutica COMMON STOCK 92532F100 1,774 37,900 X 37,900
Viacom, Inc. COMMON STOCK 925524308 3,962 75,100 X 75,100
Vicor Corporation COMMON STOCK 925815102 783 43,500 X 43,500
Vintage Pete Inc COMMON STOCK 927460105 789 39,200 X 39,200
Vishay Intertech. COMMON STOCK 928298108 6,053 108,805 X 108,805
Vitesse Semi- COMMON STOCK 928497106 10,775 111,950 X 111,950
conductor Corp.
Vodafone AirTouch COMMON STOCK 92857T107 3,473 62,500 X 62,500
Volt Information Sci COMMON STOCK 928703107 338 9,400 X 9,400
Vulcan Materials Co. COMMON STOCK 929160109 499 10,900 X 10,900
Wd 40 Co COMMON STOCK 929236107 203 9,670 X 9,670
Wicor Inc COMMON STOCK 929253102 719 23,200 X 23,200
Wabash Natl Corp COMMON STOCK 929566107 197 14,100 X 14,100
Wachovia Corporation COMMON STOCK 929771103 1,473 21,800 X 21,800
Waddell & Reed COMMON STOCK 930059100 2,162 51,100 X 51,100
Wal-Mart Stores, COMMON STOCK 931142103 114,935 2,070,900 X 2,070,900
Inc.
Walgreen Company COMMON STOCK 931422109 108,793 4,225,000 X 4,225,000
Warner-Lambert COMMON STOCK 934488107 12,548 128,700 X 128,700
Company
Washington Gas Light COMMON STOCK 938837101 1,103 40,580 X 40,580
Washington Mutual, COMMON STOCK 939322103 1,647 62,146 X 62,146
Inc.
Waste Management Inc COMMON STOCK 94106L109 912 66,629 X 66,629
Watsco Inc COMMON STOCK 942622200 190 18,250 X 18,250
Watson COMMON STOCK 942683103 409 10,300 X 10,300
Pharmaceuticals, Inc
Watts Industries COMMON STOCK 942749102 205 16,600 X 16,600
Inc.
Weatherford COMMON STOCK 947074100 5,630 95,530 X 95,530
International
Wellpoint Health COMMON STOCK 94973H108 24,184 346,100 X 346,100
Networks, Inc.
Wells Fargo & COMMON STOCK 949746101 7,281 177,860 X 177,860
Company
Wells Fargo & COMMON STOCK 949746104 2,497 61,000 X 61,000
Company
Wendy's COMMON STOCK 950590109 258 12,800 X 12,800
International
Werner Enterprises I COMMON STOCK 950755108 506 29,775 X 29,775
Wesley Jessen COMMON STOCK 951018100 399 11,100 X 11,100
Westvaco Corporation COMMON STOCK 961548104 360 10,800 X 10,800
Weyerhaeuser Company COMMON STOCK 962166104 1,442 25,300 X 25,300
Whirlpool COMMON STOCK 963320106 475 8,100 X 8,100
Corporation
Whitney Hldg Corp COMMON STOCK 966612103 460 14,100 X 14,100
Whole Foods Mkt Inc COMMON STOCK 966837106 680 16,400 X 16,400
Willamette COMMON STOCK 969133107 482 12,000 X 12,000
Industries, Inc.
Williams Companies, COMMON STOCK 969457100 5,220 118,800 X 118,800
Inc.
Williams-Sonoma, COMMON STOCK 969904101 5,381 173,585 X 173,585
Inc.
Windmere-Durable COMMON STOCK 973411101 209 14,200 X 14,200
Holdings, Inc.
Winn-Dixie Stores, COMMON STOCK 974280109 305 15,700 X 15,700
Inc.
Winnebago Inds Inc COMMON STOCK 974637100 247 13,700 X 13,700
Wolverine World COMMON STOCK 978097103 285 25,900 X 25,900
Wide, Inc.
Wrigley (Wm) Jr COMMON STOCK 982526105 960 12,500 X 12,500
Company
Wynns Intl Inc COMMON STOCK 983195108 162 11,700 X 11,700
X-Rite Inc COMMON STOCK 983857103 135 13,300 X 13,300
Xilinx, Inc. COMMON STOCK 983919101 6,253 75,500 X 75,500
Xircom, Inc. COMMON STOCK 983922105 1,880 50,800 X 50,800
Xerox Corporation COMMON STOCK 984121103 1,859 71,500 X 71,500
Yahoo! Inc. COMMON STOCK 984332106 9,751 56,900 X 56,900
Yellow Corporation COMMON STOCK 985509108 288 15,600 X 15,600
Young & Rubicam, Inc COMMON STOCK 987425105 353 7,500 X 7,500
Zale Corporation COMMON STOCK 988858106 1,840 39,000 X 39,000
Zebra Technologies C COMMON STOCK 989207105 1,825 36,500 X 36,500
Zenith National COMMON STOCK 989390109 240 10,800 X 10,800
Insurance Corp.
Zilog Inc COMMON STOCK 989524103 25 10,152 X 10,152
Zions Bancorporation COMMON STOCK 989701107 6,196 148,835 X 148,835
ZixIt Corporation COMMON STOCK 98974P100 706 9,700 X 9,700
Annuity and Life Re COMMON STOCK G03910109 1,687 64,900 X 64,900
(Holdings), Ltd.
Global Crossing COMMON STOCK G3921A100 3,439 84,000 X 84,000
Transocean Sedco COMMON STOCK G90078109 7,315 142,547 X 142,547
XL Capital Ltd. COMMON STOCK G98255105 1,495 27,000 X 27,000
Royal Caribbean COMMON STOCK V7780T103 4,763 170,100 X 170,100
Cruise Lines
Teekay Shipping Corp COMMON STOCK Y8564W103 1,243 45,100 X 45,100
GRAND TOTAL 7,260,178
</TABLE>
