FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2000
Check here if Amendment: [ ] Amendment Number:
This Amendment (Check only one.):
[ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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
November 13, 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: 1,218
Form 13F Information Table Value Total: $7,280,101,000
List of Other Included Mangers:
No. 13F File Number Name
<TABLE>
9/30/2000
NAME OF ISSUER TITLE OF CUSIP FAIR MARKET SHARES OR INVESTMENT DISCRETION MANAGER VOTING AUTHORITY
CLASS NUMBER VALUE(x1,000) PRINC. AMT. SOLE SHARED OTHER SOLE SHARED NONE
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
12 Technologies, COMMON STOCK 465754109 630 3,370 X 3,370
99 Cents Only Stores COMMON STOCK 65440K106 2,486 49,533 X 49,533
A.M. Castle & COMMON STOCK 148411101 104 10,800 X 10,800
A.O. Smith COMMON STOCK 831865209 227 18,100 X 18,100
A.T. Cross Company COMMON STOCK 227478104 71 13,200 X 13,200
AAR Corporation COMMON STOCK 000361105 238 20,800 X 20,800
Aaron Rents, Inc. COMMON STOCK 002535201 197 15,300 X 15,300
Abbott Laboratories COMMON STOCK 002824100 8,490 178,500 X 178,500
ABM Industries, Inc. COMMON STOCK 000957100 476 17,500 X 17,500
Abraxas Petroleum COMMON STOCK 003830106 463 119,237 X 119,237
Actel Corporation COMMON STOCK 004934105 1,491 41,500 X 41,500
Action Performance COMMON STOCK 004933107 43 12,600 X 12,600
Acxiom Corporation COMMON STOCK 005125109 14,172 446,375 X 446,375
ADAC Laboratories COMMON STOCK 005313200 337 16,200 X 16,200
Adaptec, Inc. COMMON STOCK 00651F108 224 11,200 X 11,200
Adaptive Broadband COMMON STOCK 00650M104 1,223 62,700 X 62,700
ADC Telecommun. COMMON STOCK 000886101 165,675 6,161,100 X 6,161,100
Adelphia COMMON STOCK 006848105 7,665 278,100 X 278,100
Administaff, Inc. COMMON STOCK 007094105 802 10,600 X 10,600
Adobe Systems, Inc. COMMON STOCK 00724F101 2,205 14,200 X 14,200
Adolph Coors Company COMMON STOCK 217016104 278 4,400 X 4,400
Advance Paradigm COMMON STOCK 007491103 818 19,400 X 19,400
Advanced Micro COMMON STOCK 007903107 846 35,800 X 35,800
Advanced Power COMMON STOCK 00761E108 1,693 51,100 X 51,100
Advanced Tissue COMMON STOCK 00755F103 345 46,400 X 46,400
ADVO, Inc. COMMON STOCK 007585102 521 15,800 X 15,800
Aeroflex, Inc. COMMON STOCK 007768104 1,117 22,975 X 22,975
AES Corporation COMMON STOCK 00130H105 3,610 52,700 X 52,700
Aetna Life & COMMON STOCK 008117103 950 16,363 X 16,363
AFLAC, Inc. COMMON STOCK 001055102 1,960 30,600 X 30,600
Agile Software COMMON STOCK 00846X105 8,130 90,400 X 90,400
Agilent Technologies COMMON STOCK 00846U101 6,011 122,842 X 122,842
Agribrands COMMON STOCK 00849R105 336 7,700 X 7,700
Air Products & COMMON STOCK 009158106 943 26,200 X 26,200
Alberto Culver COMMON STOCK 013068101 12,269 425,800 X 425,800
Albertson's, Inc. COMMON STOCK 013104104 1,940 92,399 X 92,399
Alcan Aluminium, COMMON STOCK 013716105 723 25,000 X 25,000
Alcoa, Inc. COMMON STOCK 013817101 2,520 99,552 X 99,552
Allan Telecom, Inc. COMMON STOCK 018091108 366 21,600 X 21,600
Allergan, Inc. COMMON STOCK 018490102 1,283 15,200 X 15,200
Alliance Pharmaceu- COMMON STOCK 018773101 558 36,600 X 36,600
Alliance Semiconduct COMMON STOCK 01877H100 1,367 68,800 X 68,800
Alliant Techsystems, COMMON STOCK 018804104 3,868 47,100 X 47,100
Allied Waste COMMON STOCK 019589308 207 22,500 X 22,500
Allstate Corporation COMMON STOCK 020002101 2,932 84,378 X 84,378
ALLTEL Corporation COMMON STOCK 020039103 1,884 36,100 X 36,100
Alpha Industries, COMMON STOCK 020753109 1,938 56,900 X 56,900
Alpharma, Inc. COMMON STOCK 020813101 3,637 59,500 X 59,500
Alteon Websystems, COMMON STOCK 02145A109 8,021 74,000 X 74,000
Altera Corporation COMMON STOCK 021441100 6,074 127,200 X 127,200
Alza Corporation COMMON STOCK 022615108 19,376 224,000 X 224,000
Amazon.com, Inc COMMON STOCK 023135106 338 8,800 X 8,800
Amerada Hess COMMON STOCK 023551104 696 10,400 X 10,400
Ameren Corporation COMMON STOCK 023608102 2,161 51,600 X 51,600
America Online, Inc. COMMON STOCK 02364J104 14,572 271,100 X 271,100
American Electric COMMON STOCK 025537101 3,155 80,640 X 80,640
American Express COMMON STOCK 025816109 88,845 1,462,470 X 1,462,470
American Freightways COMMON STOCK 02629V108 398 25,100 X 25,100
American General COMMON STOCK 026351106 2,291 29,370 X 29,370
American Home COMMON STOCK 026609107 8,496 150,200 X 150,200
American Int'l COMMON STOCK 026874107 226,555 2,367,658 X 2,367,658
American Italian COMMON STOCK 027070101 272 14,200 X 14,200
American Management COMMON STOCK 027352103 553 32,200 X 32,200
American Power PREFERRED 029066107 424 22,100 X 22,100
American States COMMON STOCK 029899101 209 6,900 X 6,900
AmeriCredit COMMON STOCK 03060R101 1,691 58,700 X 58,700
Ames Department COMMON STOCK 030789507 131 22,700 X 22,700
Amgen, Inc. COMMON STOCK 031162100 8,275 118,500 X 118,500
AMR Corporation COMMON STOCK 001765106 556 17,000 X 17,000
AmSouth Bancorp COMMON STOCK 032165102 541 43,250 X 43,250
Anadarko Petroleum COMMON STOCK 032511107 1,866 28,076 X 28,076
Analog Devices, Inc. COMMON STOCK 032654105 4,425 53,600 X 53,600
Analogic COMMON STOCK 032657207 388 10,100 X 10,100
Analysts COMMON STOCK 032681108 126 17,400 X 17,400
Anchor Bancorp COMMON STOCK 032839102 282 18,000 X 18,000
Anchor Gaming COMMON STOCK 033037102 718 9,021 X 9,021
Andrew Corporation COMMON STOCK 034425108 238 9,075 X 9,075
Anheuser-Busch COMMON STOCK 035229103 4,426 104,600 X 104,600
Anixter COMMON STOCK 035290105 2,322 79,700 X 79,700
AnnTaylor Stores COMMON STOCK 036115103 861 22,400 X 22,400
Annuity and Life Re COMMON STOCK G03910109 1,768 73,300 X 73,300
Aon Corporation COMMON STOCK 037389103 1,149 29,275 X 29,275
Apache Corporation COMMON STOCK 037411105 20,653 349,300 X 349,300
Apogee Enterprises, COMMON STOCK 037598109 122 21,500 X 21,500
Apple Computer, Inc. COMMON STOCK 037833100 963 37,400 X 37,400
Applebee's Intl, COMMON STOCK 037899101 1,405 61,100 X 61,100
Applica, Inc. COMMON STOCK 03815A106 110 17,800 X 17,800
Applied Industrial COMMON STOCK 03820C105 272 15,700 X 15,700
Applied Materials COMMON STOCK 038222105 6,005 101,240 X 101,240
AptarGroup, Inc. COMMON STOCK 038336103 663 27,700 X 27,700
APW, Ltd. COMMON STOCK G04397108 2,560 52,500 X 52,500
Arch Chemicals, Inc. COMMON STOCK 03937R102 312 17,100 X 17,100
Archer-Daniels- COMMON STOCK 039483102 624 72,401 X 72,401
Arctic Cat, Inc. COMMON STOCK 039670104 236 18,700 X 18,700
Ariba, Inc. COMMON STOCK 04033V104 430 3,000 X 3,000
Arkansas Best COMMON STOCK 040790107 235 15,300 X 15,300
Arrow Electronics COMMON STOCK 042735100 7,734 227,045 X 227,045
Artesyn Technolgies, COMMON STOCK 043127109 2,344 80,500 X 80,500
Arthur J. Gallagher COMMON STOCK 363576109 1,756 29,700 X 29,700
Ashland Oil, Inc. COMMON STOCK 044204105 273 8,100 X 8,100
Ashworth, Inc. COMMON STOCK 04516H101 81 10,300 X 10,300
ASM Lithography Hold COMMON STOCK N07059111 254 7,870 X 7,870
Aspect Communication COMMON STOCK 04523Q102 1,372 66,500 X 66,500
Aspen Technology, COMMON STOCK 045327103 916 20,300 X 20,300
Associates First COMMON STOCK 046008108 8,014 210,890 X 210,890
Astec Industries, COMMON STOCK 046224101 163 14,900 X 14,900
Astropower, Inc. COMMON STOCK 04644A101 1,110 28,000 X 28,000
AT&T Corporation COMMON STOCK 001957109 15,486 527,198 X 527,198
Atlantic Coast COMMON STOCK 048396105 1,516 47,100 X 47,100
Atmel Corporation COMMON STOCK 049513104 6,047 398,150 X 398,150
Atmos Energy COMMON STOCK 049560105 507 24,600 X 24,600
Atwood Oceanics, Inc COMMON STOCK 050095108 450 10,800 X 10,800
Audiovox Corporation COMMON STOCK 050757103 262 17,400 X 17,400
Auspex Systems, Inc. COMMON STOCK 052116100 283 22,900 X 22,900
Automatic Data COMMON STOCK 053015103 113,339 1,694,800 X 1,694,800
AutoZone, Inc. COMMON STOCK 053332102 5,942 261,900 X 261,900
Avant! COMMON STOCK 053487104 555 30,400 X 30,400
Avery Dennison COMMON STOCK 053611109 598 12,900 X 12,900
Avid Technology Inc. COMMON STOCK 05367P100 273 19,500 X 19,500
Avista Corp. COMMON STOCK 05379B107 824 36,600 X 36,600
Avon Products, Inc. COMMON STOCK 054303102 1,104 27,000 X 27,000
AVT Corporation COMMON STOCK 002420107 132 23,700 X 23,700
Aware, Inc. COMMON STOCK 05453N100 1,844 47,900 X 47,900
Axt, Inc. COMMON STOCK 00246W103 686 16,400 X 16,400
Aztar Corporation COMMON STOCK 054802103 484 31,500 X 31,500
B J Services Co. COMMON STOCK 055482103 23,069 377,400 X 377,400
Baker Hughes, Inc. COMMON STOCK 057224107 1,408 37,920 X 37,920
Baldor Electric COMMON STOCK 057741100 532 26,200 X 26,200
Banc One Corporation COMMON STOCK 06423A103 8,300 214,885 X 214,885
Bank of America COMMON STOCK 060505104 47,115 899,574 X 899,574
Bank of New York COMMON STOCK 064057102 8,926 159,200 X 159,200
Bank United Corp Cl COMMON STOCK 065412108 3,406 67,200 X 67,200
Banknorth Group, Inc COMMON STOCK 06646R107 11,748 657,250 X 657,250
Bard (C.R.), Inc. COMMON STOCK 067383109 245 5,800 X 5,800
Barnes Group, Inc. COMMON STOCK 067806109 266 14,500 X 14,500
Barr Laboratories, COMMON STOCK 068306109 3,140 47,350 X 47,350
BARRA, Inc. COMMON STOCK 068313105 670 10,800 X 10,800
Barrett Resources COMMON STOCK 068480201 972 25,700 X 25,700
Barrick Gold COMMON STOCK 067901108 688 45,100 X 45,100
Bausch & Lomb, Inc. COMMON STOCK 071707103 241 6,200 X 6,200
Baxter International COMMON STOCK 071813109 7,160 89,700 X 89,700
BB&T Corporation COMMON STOCK 054937107 1,383 45,900 X 45,900
BE Aerospace, Inc. COMMON STOCK 073302101 314 19,500 X 19,500
BEA Systems, Inc. COMMON STOCK 073325102 202 2,600 X 2,600
Becton, Dickinson COMMON STOCK 075887109 764 28,900 X 28,900
Bed, Bath, & Beyond COMMON STOCK 075896100 785 32,200 X 32,200
Belden, Inc. COMMON STOCK 077459105 447 18,900 X 18,900
BellSouth COMMON STOCK 079860102 8,678 215,600 X 215,600
Benchmark Electronic COMMON STOCK 08160H101 5,361 103,100 X 103,100
Beringer Wine COMMON STOCK 084102102 845 15,200 X 15,200
Best Buy Company COMMON STOCK 086516101 1,527 24,000 X 24,000
BestFoods COMMON STOCK 08658U101 2,328 32,000 X 32,000
Bethlehem Steel COMMON STOCK 087509105 44 14,700 X 14,700
BFGoodrich Company COMMON STOCK 382388106 6,994 178,500 X 178,500
Billing Concepts COMMON STOCK 090063108 105 32,800 X 32,800
Bindley Western COMMON STOCK 090324104 861 26,900 X 26,900
Biogen, Inc. COMMON STOCK 090597105 1,037 17,000 X 17,000
Biomatrix, Inc. COMMON STOCK 09060P102 319 18,200 X 18,200
Biomet, Inc. COMMON STOCK 090613100 711 20,300 X 20,300
Biosource COMMON STOCK 09066H104 1,708 55,100 X 55,100
Bio-Technology COMMON STOCK 090578104 484 42,300 X 42,300
Birmingham Steel COMMON STOCK 091250100 65 24,100 X 24,100
BISYS Group, Inc. COMMON STOCK 055472104 3,881 50,205 X 50,205
Black & Decker COMMON STOCK 091797100 325 9,500 X 9,500
Black Box COMMON STOCK 091826107 1,362 29,200 X 29,200
BMC Industries, Inc. COMMON STOCK 055607105 146 21,200 X 21,200
BMC Software, Inc. COMMON STOCK 055921100 537 28,100 X 28,100
Boeing Company COMMON STOCK 097023105 6,822 108,298 X 108,298
Bombay Company, Inc. COMMON STOCK 097924104 63 25,900 X 25,900
Books-A-Million, COMMON STOCK 098570104 36 13,900 X 13,900
Boston Scientific COMMON STOCK 101137107 764 46,500 X 46,500
Bowater, Inc. COMMON STOCK 102183100 5,534 119,185 X 119,185
Bowne & Company, COMMON STOCK 103043105 253 25,900 X 25,900
BP Amoco Plc COMMON STOCK 055622104 36,284 684,600 X 684,600
Brady Corporation COMMON STOCK 104674106 532 17,600 X 17,600
Brightpoint, Inc. COMMON STOCK 109473108 217 43,100 X 43,100
Bristol-Myers Squibb COMMON STOCK 110122108 12,939 226,500 X 226,500
Broadbase Software, COMMON STOCK 11130R100 792 58,400 X 58,400
Broadcom Corporation COMMON STOCK 111320107 6,728 27,600 X 27,600
Broadwing, Inc. COMMON STOCK 111620100 5,684 222,370 X 222,370
Brooktrout, Inc. COMMON STOCK 114580103 313 9,500 X 9,500
Brown Shoe Company, COMMON STOCK 115736100 129 14,000 X 14,000
Brown-Foreman COMMON STOCK 115637209 438 8,000 X 8,000
Brush Engineered COMMON STOCK 117421107 275 12,700 X 12,700
Buckeye COMMON STOCK 118255108 562 27,100 X 27,100
Burlington COMMON STOCK 122014103 917 24,902 X 24,902
Burlington Coat COMMON STOCK 121579106 491 34,300 X 34,300
Burlington Northern, COMMON STOCK 12189T104 998 46,284 X 46,284
C&D Technologies, COMMON STOCK 124661109 1,158 20,400 X 20,400
C.I.T. Group Inc-A COMMON STOCK 125577106 522 29,800 X 29,800
Cable & Wireless COMMON STOCK 126830207 3,831 90,000 X 90,000
Cable Design Tech- COMMON STOCK 126924109 812 33,400 X 33,400
Cabletron Systems COMMON STOCK 126920107 623 21,200 X 21,200
Cablevision Systems COMMON STOCK 12686C109 18,935 285,540 X 285,540
Cabot Oil & Gas COMMON STOCK 127097103 456 22,400 X 22,400
Cal Dive COMMON STOCK 127914109 703 12,300 X 12,300
Caliper Technologies COMMON STOCK 130876105 1,448 25,000 X 25,000
Calpine Capital Conv PREFERRED 13134E309 13,298 126,500 X 126,500
Calpine Corporation COMMON STOCK 131347106 519 4,970 X 4,970
Cambrex Corporation COMMON STOCK 132011107 2,121 57,300 X 57,300
Campbell Soup COMMON STOCK 134429109 1,250 48,300 X 48,300
Capital One COMMON STOCK 14040H105 1,590 22,700 X 22,700
Caraustar COMMON STOCK 140909102 220 19,900 X 19,900
Cardinal Health Inc. COMMON STOCK 14149Y108 2,831 32,100 X 32,100
Carnival Corporation COMMON STOCK 143658102 1,667 67,700 X 67,700
Casey's General COMMON STOCK 147528103 497 38,200 X 38,200
Cash America COMMON STOCK 14754D100 146 19,900 X 19,900
Catalina Marketing COMMON STOCK 148867104 4,316 114,700 X 114,700
Caterpillar, Inc. COMMON STOCK 149123101 1,350 40,000 X 40,000
Cato Corporation COMMON STOCK 149205106 240 19,200 X 19,200
C-COR.net Corp. COMMON STOCK 125010108 400 26,100 X 26,100
C-Cube Microsystems, COMMON STOCK 12501N108 2,089 101,900 X 101,900
CDI Corporation COMMON STOCK 125071100 237 14,800 X 14,800
CEC Entertainment, COMMON STOCK 125137109 1,976 61,750 X 61,750
Cendant Corporation COMMON STOCK 151313103 907 83,420 X 83,420
Centex Corporation COMMON STOCK 152312104 215 6,700 X 6,700
Central Parking COMMON STOCK 154785109 561 28,300 X 28,300
Centura Banks, Inc. COMMON STOCK 15640T100 2,962 77,300 X 77,300
CenturyTel, Inc. COMMON STOCK 156700106 432 15,850 X 15,850
Cephalon, Inc. COMMON STOCK 156708109 10,767 222,000 X 222,000
Ceridian Corporation COMMON STOCK 15677T106 460 16,400 X 16,400
Cerner Corporation COMMON STOCK 156782104 1,221 26,300 X 26,300
CH Energy Group, COMMON STOCK 12541M102 522 13,100 X 13,100
Champion COMMON STOCK 158496109 156 36,600 X 36,600
Charles Schwab COMMON STOCK 808513105 5,646 159,050 X 159,050
Charter One COMMON STOCK 160903100 585 23,990 X 23,990
Chase Manhattan COMMON STOCK 16161A108 11,119 240,738 X 240,738
CheckFree COMMON STOCK 162813109 3,366 80,360 X 80,360
Checkpoint Systems, COMMON STOCK 162825109 176 23,300 X 23,300
Cheesecake Factory, COMMON STOCK 163072101 1,041 24,075 X 24,075
Chemed Corporation COMMON STOCK 163596109 245 7,700 X 7,700
Chemfirst, Inc. COMMON STOCK 16361A106 248 11,900 X 11,900
Chevron Corporation COMMON STOCK 166751107 27,212 319,200 X 319,200
Chico's FAS, Inc. COMMON STOCK 168615102 459 13,500 X 13,500
Chieftan Internation COMMON STOCK 16867C101 1,171 56,600 X 56,600
China Telecom COMMON STOCK 16941M109 240 7,405 X 7,405
Chiquita Brands COMMON STOCK 170032106 161 51,600 X 51,600
Chiron Corporation COMMON STOCK 170040109 210 4,675 X 4,675
Chittenden COMMON STOCK 170228100 529 20,600 X 20,600
ChoicePoint, Inc. COMMON STOCK 170388102 1,437 31,335 X 31,335
Chubb Corporation COMMON STOCK 171232101 1,606 20,300 X 20,300
Ciber Inc COMMON STOCK 17163B102 1,897 230,000 X 230,000
CIENA Corporation COMMON STOCK 171779101 5,453 44,400 X 44,400
Cigna Corporation COMMON STOCK 125509109 85,473 818,700 X 818,700
Cincinnati Financial COMMON STOCK 172062101 657 18,500 X 18,500
CINergy Corporation COMMON STOCK 172474108 592 17,900 X 17,900
Cintas Corporation COMMON STOCK 172908105 7,556 173,460 X 173,460
Circle International COMMON STOCK 172574105 417 13,800 X 13,800
Circuit City COMMON STOCK 172737108 538 23,400 X 23,400
Cisco Systems, Inc. COMMON STOCK 17275R102 181,418 3,283,575 X 3,283,575
Citadel Comm Corp COMMON STOCK 172853202 1,175 69,100 X 69,100
Citigroup, Inc. COMMON STOCK 172967101 113,269 2,095,143 X 2,095,143
Citrix Systems, Inc. COMMON STOCK 177376100 421 21,000 X 21,000
CKE Restaurants, COMMON STOCK 12561E105 120 39,170 X 39,170
CLARCOR, Inc. COMMON STOCK 179895107 367 18,800 X 18,800
Clear Channel COMMON STOCK 184502102 3,814 67,500 X 67,500
Clorox Company COMMON STOCK 189054109 1,068 27,000 X 27,000
CMS Energy Corp COMMON STOCK 125896100 2,061 76,500 X 76,500
CNF Transportation COMMON STOCK 12612W104 2,113 94,925 X 94,925
Coachmen Industries, COMMON STOCK 189873102 125 12,000 X 12,000
Coastal Corporation COMMON STOCK 190441105 1,853 25,000 X 25,000
Coca Cola Bottlng COMMON STOCK 191098102 289 6,900 X 6,900
Coca-Cola COMMON STOCK 191219104 763 47,900 X 47,900
Coca-Cola Company COMMON STOCK 191216100 15,727 285,300 X 285,300
Cognex Corporation COMMON STOCK 192422103 2,256 57,200 X 57,200
Coherent, Inc. COMMON STOCK 192479103 2,101 30,900 X 30,900
Cohu, Inc. COMMON STOCK 192576106 240 15,700 X 15,700
Colgate-Palmolive COMMON STOCK 194162103 3,115 66,000 X 66,000
Columbia Energy COMMON STOCK 197648108 19,482 274,400 X 274,400
Comcast Corporation COMMON STOCK 200300200 138,452 3,382,015 X 3,382,015
Comerica, Inc. COMMON STOCK 200340107 1,049 17,950 X 17,950
Comidisco, Inc. COMMON STOCK 200336105 4,120 216,105 X 216,105
Commerce Bancorp, COMMON STOCK 200519106 1,409 24,219 X 24,219
Commercial Federal COMMON STOCK 201647104 2,687 140,500 X 140,500
Commercial Metals COMMON STOCK 201723103 283 11,100 X 11,100
Commonwealth COMMON STOCK 203004106 71 12,700 X 12,700
Community First COMMON STOCK 203902101 2,811 160,100 X 160,100
Compaq Computers,Inc COMMON STOCK 204493100 5,400 195,793 X 195,793
Computer Associates COMMON STOCK 204912109 1,712 67,987 X 67,987
Computer Network COMMON STOCK 204925101 3,805 110,700 X 110,700
Computer Sciences Co COMMON STOCK 205363104 19,661 264,800 X 264,800
Computer Task COMMON STOCK 205477102 50 16,100 X 16,100
Compuware Corp. COMMON STOCK 205638109 349 41,700 X 41,700
Comverse Technology COMMON STOCK 205862402 7,787 72,100 X 72,100
ConAgra, Inc. COMMON STOCK 205887102 1,226 61,100 X 61,100
Concord COMMON STOCK 206186108 337 12,700 X 12,700
Concord EFS, Inc. COMMON STOCK 206197105 12,091 340,445 X 340,445
Cone Mills COMMON STOCK 206814105 89 19,700 X 19,700
Conexant Systems Inc COMMON STOCK 207142100 1,097 26,200 X 26,200
CONMED Corporation COMMON STOCK 207410101 163 11,900 X 11,900
Conoco, Inc. COMMON STOCK 208251405 6,727 249,726 X 249,726
Conseco Inc. COMMON STOCK 208464107 282 37,006 X 37,006
Consolidated COMMON STOCK 209341106 118 10,000 X 10,000
Consolidated COMMON STOCK 209798107 180 22,517 X 22,517
Consolidated Edison COMMON STOCK 209115104 1,595 46,750 X 46,750
Consolidated Stores COMMON STOCK 210149100 169 12,500 X 12,500
Constellation Brands COMMON STOCK 21036P108 2,792 51,400 X 51,400
Constellation Energy COMMON STOCK 210371100 841 16,900 X 16,900
Convergys PREFERRED 212485106 2,714 69,800 X 69,800
Cooper Companies, COMMON STOCK 216648402 393 11,100 X 11,100
Cooper Industries, COMMON STOCK 216669101 377 10,700 X 10,700
Copart, Inc. COMMON STOCK 217204106 583 42,000 X 42,000
COR Therapeutics COMMON STOCK 217753102 4,505 72,300 X 72,300
Corn Products COMMON STOCK 219023108 1,732 76,150 X 76,150
Corning Inc. COMMON STOCK 219350105 15,563 52,400 X 52,400
Cost Plus, Inc. COMMON STOCK 221485105 485 16,100 X 16,100
Costco Wholesale COMMON STOCK 22160K105 1,796 51,400 X 51,400
Countrywide Credit COMMON STOCK 222372104 6,414 169,900 X 169,900
Coventry Health COMMON STOCK 222862104 693 45,800 X 45,800
Cox Communications COMMON STOCK 224044107 124,697 3,260,050 X 3,260,050
CP & L Energy, Inc. COMMON STOCK 12614C106 755 18,100 X 18,100
Crescent Real Estate COMMON STOCK 225756105 893 40,000 X 40,000
Critical Path, Inc. COMMON STOCK 22674V100 6,099 100,400 X 100,400
Cross Timbers Oil Co COMMON STOCK 227573102 1,937 100,950 X 100,950
Crown Cork & Seal COMMON STOCK 228255105 150 14,000 X 14,000
CSX Corporation COMMON STOCK 126408103 543 24,900 X 24,900
CTS Corporation COMMON STOCK 126501105 1,965 38,800 X 38,800
Cullen/Frost Bankers COMMON STOCK 229899109 4,683 144,100 X 144,100
CUNO, Inc. COMMON STOCK 126583103 283 12,700 X 12,700
CVS Corporation CONVERTIBLE 126650100 5,654 122,100 X 122,100
Cygnus, Inc. COMMON STOCK 232560102 223 20,300 X 20,300
Cypress COMMON STOCK 232806109 9,051 217,750 X 217,750
Cyrk, Inc. COMMON STOCK 232817106 43 12,400 X 12,400
Cytyc Corporation COMMON STOCK 232946103 9,444 219,000 X 219,000
D.R. Horton, Inc. COMMON STOCK 23331A109 898 52,266 X 52,266
Dain Rauscher COMMON STOCK 233856103 939 10,100 X 10,100
Dallas Semiconductor COMMON STOCK 235204104 2,916 88,700 X 88,700
Damark International COMMON STOCK 235691102 141 11,500 X 11,500
Dana Corporation COMMON STOCK 235811106 364 16,945 X 16,945
Danaher Corporation COMMON STOCK 235851102 806 16,200 X 16,200
Darden Restaurants, COMMON STOCK 237194105 285 13,700 X 13,700
Datascope COMMON STOCK 238113104 389 11,600 X 11,600
Davox Corporation COMMON STOCK 239208101 104 10,300 X 10,300
Dean Foods Company COMMON STOCK 242361103 3,954 118,920 X 118,920
Deere & Company COMMON STOCK 244199105 891 26,800 X 26,800
Dell Computer COMMON STOCK 247025109 9,472 307,400 X 307,400
Delphi Automotive COMMON STOCK 247126105 3,312 218,944 X 218,944
Delphi Financial COMMON STOCK 247131105 635 15,685 X 15,685
Delta & Pine Land COMMON STOCK 247357106 2,067 80,500 X 80,500
Delta Air Lines, COMMON STOCK 247361108 621 14,000 X 14,000
Dendrite Int'l Inc COMMON STOCK 248239105 1,660 61,900 X 61,900
Department 56, Inc. COMMON STOCK 249509100 145 11,000 X 11,000
Devon Energy Corp COMMON STOCK 25179M103 890 14,800 X 14,800
Diagnostic Products COMMON STOCK 252450101 574 10,700 X 10,700
Digene Corporation COMMON STOCK 253752109 1,123 31,200 X 31,200
Digi International, COMMON STOCK 253798102 91 11,600 X 11,600
Dillard's Inc. COMMON STOCK 254067101 114 10,700 X 10,700
DIMON, Inc. COMMON STOCK 254394109 112 34,400 X 34,400
Dionex Corporation COMMON STOCK 254546104 475 17,200 X 17,200
Discount Auto Parts, COMMON STOCK 254642101 99 12,900 X 12,900
Dmc Stratex Networks COMMON STOCK 23322L106 2,625 163,400 X 163,400
Dollar General COMMON STOCK 256669102 3,274 195,474 X 195,474
Dominion Resources, COMMON STOCK 25746U109 4,565 78,628 X 78,628
Dover Corporation COMMON STOCK 260003108 20,319 432,900 X 432,900
Dow Chemical Company COMMON STOCK 260543103 1,935 77,600 X 77,600
Dow Jones & Company, COMMON STOCK 260561105 623 10,300 X 10,300
Downey Financial COMMON STOCK 261018105 868 21,965 X 21,965
Dress Barn COMMON STOCK 261570105 290 13,800 X 13,800
Dreyer's Grand Ice COMMON STOCK 261878102 1,379 63,960 X 63,960
Dril-Quip, Inc. COMMON STOCK 262037104 538 13,500 X 13,500
DST SYSTEMS INC COMMON STOCK 233326107 7,624 64,875 X 64,875
DTE Energy Company COMMON STOCK 233331107 631 16,500 X 16,500
Duke Energy Corp. COMMON STOCK 264399106 4,464 52,054 X 52,054
Duke Realty COMMON STOCK 264411505 1,255 52,000 X 52,000
Dun & Bradstreet COMMON STOCK 26483B106 627 18,200 X 18,200
DuPont Photomasks, COMMON STOCK 26613X101 770 13,100 X 13,100
Dura Automotive COMMON STOCK 265903104 1,517 164,300 X 164,300
Dura Pharmaceuticals COMMON STOCK 26632S109 2,249 63,600 X 63,600
DUSA Pharmaceuticals COMMON STOCK 266898105 647 21,000 X 21,000
Dycom Industries COMMON STOCK 267475101 2,362 56,750 X 56,750
Dynegy, Inc. COMMON STOCK 26816Q101 18,182 318,980 X 318,980
E*TRADE Group, Inc. COMMON STOCK 269246104 423 25,685 X 25,685
E.I. Du Pont De COMMON STOCK 263534109 6,163 148,726 X 148,726
E.W. Blanch Holdings COMMON STOCK 093210102 1,080 52,000 X 52,000
Earthgrains Company COMMON STOCK 270319106 605 32,800 X 32,800
Eastern Enterprises COMMON STOCK 27637F100 211 3,300 X 3,300
Eastman Chemical COMMON STOCK 277432100 6,822 184,700 X 184,700
Eastman Kodak COMMON STOCK 277461109 1,447 35,400 X 35,400
Eaton Corporation COMMON STOCK 278058102 518 8,400 X 8,400
Eaton Vance COMMON STOCK 278265103 3,193 62,600 X 62,600
Ecolab, Inc. COMMON STOCK 278865100 530 14,700 X 14,700
Edgewater Tech, Inc. COMMON STOCK 280358102 120 22,800 X 22,800
Edison International COMMON STOCK 281020107 1,977 102,400 X 102,400
Efficient Networks, COMMON STOCK 282056100 888 23,800 X 23,800
EGL, Inc. COMMON STOCK 268484102 669 22,100 X 22,100
El Paso Natural Gas COMMON STOCK 283905107 1,664 27,000 X 27,000
Elan Corporation Plc COMMON STOCK 284131208 23,022 420,500 X 420,500
Elcor Corporation COMMON STOCK 284443108 220 15,200 X 15,200
Electro Scientific COMMON STOCK 285229100 1,422 40,500 X 40,500
Electroglas, Inc. COMMON STOCK 285324109 275 16,100 X 16,100
Electronic Arts Inc. COMMON STOCK 285512109 6,636 134,410 X 134,410
Electronic Data COMMON STOCK 285661104 2,224 53,600 X 53,600
eLoyalty Corporation COMMON STOCK 290151109 487 38,200 X 38,200
EMC Corporation COMMON STOCK 268648102 26,006 262,355 X 262,355
Emerson Electric COMMON STOCK 291011104 6,995 104,400 X 104,400
Emmis Communications COMMON STOCK 291525103 1,089 44,000 X 44,000
Energen Corporation COMMON STOCK 29265N108 696 23,400 X 23,400
Enesco Group, Inc. COMMON STOCK 292973104 61 10,400 X 10,400
Engelhard COMMON STOCK 292845104 230 14,150 X 14,150
Enhance Financial COMMON STOCK 293310108 385 29,600 X 29,600
Enron Corporation COMMON STOCK 293561106 8,884 101,390 X 101,390
ENSCO International, COMMON STOCK 26874Q100 17,306 452,450 X 452,450
Entergy Corporation COMMON STOCK 29364G103 10,389 278,900 X 278,900
Enzo Biochem, Inc. COMMON STOCK 294100102 965 19,900 X 19,900
EOG Resources, Inc. COMMON STOCK 26875P101 107,765 2,772,100 X 2,772,100
Epicor Software COMMON STOCK 29426L108 112 32,000 X 32,000
Epresence, Inc. COMMON STOCK 294348107 124 18,300 X 18,300
Equifax, Inc. COMMON STOCK 294429105 431 16,000 X 16,000
Equity Residential COMMON STOCK 29476L107 1,200 25,000 X 25,000
Ericsson COMMON STOCK 294821400 327 22,055 X 22,055
Ericsson LM-B Shares COMMON STOCK 5959378 146 9,580 X 9,580
ESS Technology, Inc. COMMON STOCK 269151106 481 33,600 X 33,600
Esterline COMMON STOCK 297425100 264 13,400 X 13,400
Ethan Allen COMMON STOCK 297602104 868 30,650 X 30,650
Exabyte Corporation COMMON STOCK 300615101 200 17,800 X 17,800
Exodus Comm., Inc. COMMON STOCK 302088109 454 9,195 X 9,195
Expeditors Inter- COMMON STOCK 302130109 1,798 39,900 X 39,900
Extreme Networks Inc COMMON STOCK 30226D106 595 5,200 X 5,200
Exxon Mobil COMMON STOCK 30231G102 140,464 1,576,040 X 1,576,040
F.Y.I., Inc. COMMON STOCK 302712104 452 12,100 X 12,100
Factory 2-U Stores, COMMON STOCK 303072102 293 9,600 X 9,600
FactSet Research COMMON STOCK 303075105 951 25,300 X 25,300
Fair, Isaac and COMMON STOCK 303250104 482 11,300 X 11,300
Family Dollar Stores COMMON STOCK 307000109 6,843 355,535 X 355,535
Fannie Mae COMMON STOCK 313586109 68,039 951,600 X 951,600
Fedders Corporation COMMON STOCK 313135105 107 27,500 X 27,500
Federated Department COMMON STOCK 31410H101 622 23,800 X 23,800
FedEx Corporation COMMON STOCK 31428X106 1,450 32,700 X 32,700
Fidelity National COMMON STOCK 316326107 3,245 131,120 X 131,120
Fifth Third Bancorp COMMON STOCK 316773100 3,310 61,447 X 61,447
FileNET Corporation COMMON STOCK 316869106 484 26,600 X 26,600
First American COMMON STOCK 318522307 2,714 130,000 X 130,000
First BanCorp COMMON STOCK 339030108 7,057 180,942 X 180,942
First Bancorp Puerto COMMON STOCK 318672102 508 20,800 X 20,800
First Data COMMON STOCK 319963104 31,510 806,666 X 806,666
First Industrial COMMON STOCK 32054K103 14,290 464,700 X 464,700
First Midwest COMMON STOCK 320867104 848 31,850 X 31,850
First Union COMMON STOCK 337358105 3,648 113,342 X 113,342
Firstar Coporation COMMON STOCK 33763V109 2,752 122,988 X 122,988
FirstEnergy Corp COMMON STOCK 337932107 706 26,200 X 26,200
FirstMerit Corp. COMMON STOCK 337915102 2,568 111,920 X 111,920
Fiserv, Inc. COMMON STOCK 337738108 5,915 98,795 X 98,795
Fleetwood COMMON STOCK 339099103 343 25,300 X 25,300
Fleming Companies, COMMON STOCK 339130106 401 30,700 X 30,700
Florida Progress COMMON STOCK 341109106 614 11,600 X 11,600
Florida Rock COMMON STOCK 341140101 568 14,400 X 14,400
Flow International COMMON STOCK 343468104 123 11,300 X 11,300
Flowers Industries, COMMON STOCK 343496105 1,919 98,410 X 98,410
Fluor Corporation COMMON STOCK 343861100 258 8,600 X 8,600
FMC Corporation COMMON STOCK 302491303 248 3,700 X 3,700
Footstar, Inc. COMMON STOCK 344912100 488 15,100 X 15,100
Ford Motor Company COMMON STOCK 345370860 6,978 275,690 X 275,690
Forest Laboratories, COMMON STOCK 345838106 9,812 85,550 X 85,550
Fort James COMMON STOCK 347471104 715 23,400 X 23,400
Fortune Brands, Inc. COMMON STOCK 349631101 472 17,800 X 17,800
Forward Air COMMON STOCK 349853101 581 16,500 X 16,500
Fossil, Inc. COMMON STOCK 349882100 331 24,850 X 24,850
Foster Wheeler COMMON STOCK 350244109 228 31,500 X 31,500
Fox Entertainment COMMON STOCK 35138T107 2,783 105,000 X 105,000
FPL Group, Inc. COMMON STOCK 302571104 1,354 20,600 X 20,600
Franklin Covey COMMON STOCK 353469109 116 15,900 X 15,900
Franklin Resources COMMON STOCK 354613101 1,240 27,900 X 27,900
Freddie Mac COMMON STOCK 313400301 10,926 202,100 X 202,100
Freeport-McMoran COMMON STOCK 35671D857 152 17,300 X 17,300
Fremont General COMMON STOCK 357288109 187 54,300 X 54,300
Fresenius Med Cap COMMON STOCK 35802N303 2,126 2,250 X 2,250
Friede Goldman COMMON STOCK 358430106 266 37,704 X 37,704
Fritz Companies, COMMON STOCK 358846103 340 28,300 X 28,300
Frozen Food Express COMMON STOCK 359360104 32 12,600 X 12,600
Furniture Brands Int COMMON STOCK 360921100 831 50,020 X 50,020
G & K Services, Inc. COMMON STOCK 361268105 446 15,900 X 15,900
Gannett Company, COMMON STOCK 364730101 21,259 401,100 X 401,100
Gap, Inc. COMMON STOCK 364760108 2,169 107,777 X 107,777
Gardner Denver, Inc. COMMON STOCK 365558105 193 11,900 X 11,900
Gateway, Inc. COMMON STOCK 367626108 16,050 343,300 X 343,300
GBC Bancorp COMMON STOCK 361475106 307 9,000 X 9,000
Gemstar COMMON STOCK 36866W106 218 2,500 X 2,500
GenCorp,Inc. COMMON STOCK 368682100 267 32,900 X 32,900
General COMMON STOCK 369385109 288 40,300 X 40,300
General COMMON STOCK 370787103 356 29,200 X 29,200
General Dynamics COMMON STOCK 369550108 1,451 23,100 X 23,100
General Electric COMMON STOCK 369604103 277,926 4,817,800 X 4,817,800
General Mills, Inc. COMMON STOCK 370334104 48,986 1,379,900 X 1,379,900
General Motors COMMON STOCK 370442105 4,030 62,000 X 62,000
Gentex Corporation COMMON STOCK 371901109 2,662 106,460 X 106,460
Genuine Parts COMMON STOCK 372460105 374 19,600 X 19,600
Genzyme Corporation COMMON STOCK 372917104 332 4,880 X 4,880
Georgia-Pacific COMMON STOCK 373298108 504 21,190 X 21,190
Gerber Scientific, COMMON STOCK 373730100 146 16,900 X 16,900
Getty Images, Inc. COMMON STOCK 374276103 1,004 33,000 X 33,000
Gillette Company COMMON STOCK 375766102 3,739 121,100 X 121,100
Global Crossing, Ltd COMMON STOCK G3921A100 3,137 101,200 X 101,200
Global Industries, COMMON STOCK 379336100 1,301 104,100 X 104,100
Global Marine, Inc. COMMON STOCK 379352404 15,061 487,785 X 487,785
GLOBESPAN INC COMMON STOCK 379571102 10,211 83,700 X 83,700
Golden State Bancorp COMMON STOCK 381197102 10,022 424,200 X 424,200
Golden West COMMON STOCK 381317106 971 18,100 X 18,100
Goodyear Tire & COMMON STOCK 382550101 317 17,600 X 17,600
Goody's Family COMMON STOCK 382588101 99 25,100 X 25,100
GPU Inc. COMMON STOCK 36225X100 444 13,700 X 13,700
Graco, Inc. COMMON STOCK 384109104 1,573 48,800 X 48,800
Great Atlantic & COMMON STOCK 390064103 329 29,700 X 29,700
Great Plains COMMON STOCK 39119E105 433 15,400 X 15,400
Griffon Corporation COMMON STOCK 398433102 173 22,900 X 22,900
Group 1 Automotive, COMMON STOCK 398905109 179 16,500 X 16,500
Guidant Corporation COMMON STOCK 401698105 2,509 35,500 X 35,500
Guilford Mills, COMMON STOCK 401794102 28 14,800 X 14,800
Gymboree Corporation COMMON STOCK 403777105 103 18,900 X 18,900
H&R Block, Inc. COMMON STOCK 093671105 411 11,100 X 11,100
H.J. Heinz Company COMMON STOCK 423074103 3,075 82,950 X 82,950
Hain Celestial COMMON STOCK 405217100 790 22,500 X 22,500
Halliburton Company COMMON STOCK 406216101 26,005 531,400 X 531,400
HA-LO Industries, COMMON STOCK 404429102 199 49,650 X 49,650
Hancock Fabrics, COMMON STOCK 409900107 70 13,900 X 13,900
Hanger Orthopedic COMMON STOCK 41043F208 54 14,500 X 14,500
Harcourt General COMMON STOCK 41163G101 513 8,700 X 8,700
Harley-Davidson Inc. COMMON STOCK 412822108 71,300 1,489,300 X 1,489,300
Harman International COMMON STOCK 413086109 2,377 60,800 X 60,800
Harrah's COMMON STOCK 413619107 363 13,200 X 13,200
Hartmax Corporation COMMON STOCK 417119104 68 22,700 X 22,700
Hasbro, Inc. COMMON STOCK 418056107 9,294 812,650 X 812,650
HCA - The Healthcare COMMON STOCK 404119109 2,382 64,150 X 64,150
Health Management COMMON STOCK 421933102 11,776 565,780 X 565,780
HEALTHSOUTH COMMON STOCK 421924101 359 44,200 X 44,200
Heartland Express, COMMON STOCK 422347104 341 19,600 X 19,600
Heidrick & Struggles COMMON STOCK 422819102 776 15,100 X 15,100
Helix Technology COMMON STOCK 423319102 523 17,500 X 17,500
Hercules, Inc. COMMON STOCK 427056106 170 12,000 X 12,000
Herman Miller, Inc. COMMON STOCK 600544100 21,467 669,550 X 669,550
Hershey Foods COMMON STOCK 427866108 855 15,800 X 15,800
Hewlett-Packard COMMON STOCK 428236103 29,643 305,600 X 305,600
Hilb, Rogal and COMMON STOCK 431294107 429 10,300 X 10,300
Hilton Hotels COMMON STOCK 432848109 486 42,000 X 42,000
HNC Software, Inc. COMMON STOCK 40425P107 3,150 38,500 X 38,500
Hologic, Inc. COMMON STOCK 436440101 89 11,900 X 11,900
Home Depot, Inc. COMMON STOCK 437076102 16,886 318,230 X 318,230
Homestake Mining COMMON STOCK 437614100 157 30,200 X 30,200
Homestore.com, Inc. COMMON STOCK 437852106 6,592 141,000 X 141,000
Honeywell Intern. COMMON STOCK 438516106 19,106 536,311 X 536,311
Hooper Holmes, Inc. COMMON STOCK 439104100 2,093 220,100 X 220,100
Horizon Offshore Inc COMMON STOCK 44043J105 1,473 83,600 X 83,600
Houghton Mifflin COMMON STOCK 441560109 7,197 183,345 X 183,345
Household COMMON STOCK 441815107 33,533 592,185 X 592,185
HS Resources, Inc. COMMON STOCK 404297103 477 14,200 X 14,200
Hudson United COMMON STOCK 444165104 1,038 37,581 X 37,581
Hughes Supply, Inc. COMMON STOCK 444482103 359 18,300 X 18,300
Humana, Inc. COMMON STOCK 444859102 200 18,600 X 18,600
Huntington COMMON STOCK 446150104 422 28,737 X 28,737
Hutchinson COMMON STOCK 448407106 404 19,200 X 19,200
Hyperion Solutions COMMON STOCK 44914M104 1,366 52,780 X 52,780
IDEC Pharmaceuticals COMMON STOCK 449370105 8,238 46,980 X 46,980
IDEX Corporation COMMON STOCK 45167R104 654 23,400 X 23,400
IDEXX Laboratories, COMMON STOCK 45168D104 1,646 61,500 X 61,500
IHOP Corporation COMMON STOCK 449623107 296 15,500 X 15,500
Illinois Tool Works, COMMON STOCK 452308109 1,944 34,800 X 34,800
IMCO Recycling, Inc. COMMON STOCK 449681105 71 11,800 X 11,800
Immune Response COMMON STOCK 45252T106 146 21,200 X 21,200
Imperial Bancorp COMMON STOCK 452556103 656 34,300 X 34,300
IMRglobal COMMON STOCK 45321W106 1,766 151,900 X 151,900
IMS Health Inc. COMMON STOCK 449934108 701 33,800 X 33,800
Inco, Ltd. COMMON STOCK 453258402 332 20,600 X 20,600
Information COMMON STOCK 456905108 153 22,500 X 22,500
Ingersoll-Rand COMMON STOCK 456866102 632 18,650 X 18,650
Inktomi Corporation COMMON STOCK 457277101 529 4,640 X 4,640
Innovex, Inc. COMMON STOCK 457647105 155 11,400 X 11,400
Input/Output, Inc. COMMON STOCK 457652105 376 39,100 X 39,100
Insight Enterprises, COMMON STOCK 45765U103 2,279 83,625 X 83,625
Insituform COMMON STOCK 457667103 646 19,200 X 19,200
Integrated Device COMMON STOCK 458118106 17,220 190,270 X 190,270
Intel Corporation COMMON STOCK 458140100 103,268 2,480,900 X 2,480,900
Interface, Inc. COMMON STOCK 458665106 316 39,600 X 39,600
Intermagnetics COMMON STOCK 458771102 280 10,530 X 10,530
Intermet Corporation COMMON STOCK 45881K104 142 19,600 X 19,600
Intermune Pharmac, COMMON STOCK 45885B100 3,488 64,300 X 64,300
International Flavor COMMON STOCK 459506101 208 11,400 X 11,400
International Paper COMMON STOCK 460146103 3,170 110,504 X 110,504
Interpublic Group of COMMON STOCK 460690100 1,202 35,300 X 35,300
Intersil Holding COMMON STOCK 46069S109 8,080 162,000 X 162,000
Inter-Tel, Inc. COMMON STOCK 458372109 232 20,400 X 20,400
Intertrust COMMON STOCK 46113Q109 122 10,100 X 10,100
InterVoice-Brite, COMMON STOCK 461142101 267 25,400 X 25,400
Int'l Business COMMON STOCK 459200101 27,529 244,700 X 244,700
Intuit, Inc. COMMON STOCK 461202103 13,161 230,900 X 230,900
Invacare Corp COMMON STOCK 461203101 752 23,400 X 23,400
Investors Financial COMMON STOCK 461915100 1,465 23,200 X 23,200
Ionics, Inc. COMMON STOCK 462218108 269 12,600 X 12,600
Itron, Inc. COMMON STOCK 465741106 72 11,700 X 11,700
ITT Hartford Group, COMMON STOCK 416515104 1,889 25,900 X 25,900
ITT Industries,Inc. COMMON STOCK 450911102 324 10,000 X 10,000
IVAX Corporation COMMON STOCK 465823102 7,608 165,400 X 165,400
J. Baker, Inc. COMMON STOCK 057232100 49 10,800 X 10,800
J.C. Penney Company, COMMON STOCK 708160106 351 29,700 X 29,700
Jabil Circuit, Inc. COMMON STOCK 466313103 11,027 194,310 X 194,310
Jack Henry & COMMON STOCK 426281101 2,611 60,200 X 60,200
Jack in the Box, Inc COMMON STOCK 466367109 1,640 76,500 X 76,500
Jakks Pacific, Inc. COMMON STOCK 47012E106 1,112 118,200 X 118,200
JDS Uniphase Corp. COMMON STOCK 46612J101 10,827 114,345 X 114,345
Jefferson-Pilot COMMON STOCK 475070108 815 12,000 X 12,000
Jeffries Group, Inc. COMMON STOCK 472319102 534 19,535 X 19,535
JLG Industries, Inc. COMMON STOCK 466210101 412 33,800 X 33,800
Jo-Ann Stores, Inc. COMMON STOCK 47758P109 101 13,900 X 13,900
John H. Harland COMMON STOCK 412693103 337 22,000 X 22,000
Johnson & Johnson COMMON STOCK 478160104 82,552 878,800 X 878,800
Johnson Controls, COMMON STOCK 478366107 527 9,900 X 9,900
Juniper Networks, COMMON STOCK 48203R104 591 2,700 X 2,700
K2, Inc. COMMON STOCK 482732104 123 13,800 X 13,800
Kaman Corporation COMMON STOCK 483548103 227 18,000 X 18,000
Keebler Foods COMMON STOCK 487256109 9,106 216,800 X 216,800
Kellogg Company COMMON STOCK 487836108 1,125 46,500 X 46,500
Kellwood Company COMMON STOCK 488044108 338 18,500 X 18,500
KEMET Corporation COMMON STOCK 488360108 3,942 142,700 X 142,700
Kent Electronics COMMON STOCK 490553104 2,199 92,100 X 92,100
Kerr-Mcgee COMMON STOCK 492386107 729 11,004 X 11,004
Key Energy Group, COMMON STOCK 492914106 2,217 225,900 X 225,900
Keycorp COMMON STOCK 493267108 1,248 49,300 X 49,300
KeySpan Corporation COMMON STOCK 49337W100 618 15,400 X 15,400
Kimberly-Clark COMMON STOCK 494368103 25,912 464,272 X 464,272
King Pharmaceuticals COMMON STOCK 495582108 1,181 35,306 X 35,306
Kirby Corporation COMMON STOCK 497266106 373 19,000 X 19,000
KLA-Tencor COMMON STOCK 482480100 877 21,300 X 21,300
Kmart Corporation COMMON STOCK 482584109 329 54,800 X 54,800
Knight Ridder Inc. COMMON STOCK 499040103 452 8,900 X 8,900
Kohl's Corporation COMMON STOCK 500255104 2,186 37,900 X 37,900
Kroger Corporation COMMON STOCK 501044101 2,141 94,900 X 94,900
Kroll-O'Gara COMMON STOCK 501050108 103 17,200 X 17,200
Kronos, Inc. COMMON STOCK 501052104 287 9,550 X 9,550
Kulicke and Soffa COMMON STOCK 501242101 502 37,700 X 37,700
Labor Ready, Inc. COMMON STOCK 505401208 135 32,300 X 32,300
Laclede Gas Company COMMON STOCK 505588103 318 14,700 X 14,700
Landry's Seafood COMMON STOCK 51508L103 117 17,200 X 17,200
Landstar System, COMMON STOCK 515098101 308 6,900 X 6,900
Laser Vision Centers COMMON STOCK 51807H100 85 19,600 X 19,600
La-Z-Boy, Inc. COMMON STOCK 505336107 684 47,000 X 47,000
Leggett & Platt, Inc COMMON STOCK 524660107 353 22,300 X 22,300
Lehman Brothers Hldg COMMON STOCK 524908100 2,113 14,300 X 14,300
Lennox COMMON STOCK 526107107 408 43,536 X 43,536
Level 3 Comm., Inc. COMMON STOCK 52729N100 460 5,965 X 5,965
Lexmark Intl Group COMMON STOCK 529771107 555 14,800 X 14,800
Libbey, Inc. COMMON STOCK 529898108 367 11,800 X 11,800
Liberty Media Group COMMON STOCK 001957208 68,777 3,820,943 X 3,820,943
Lilly (Eli) & Compy COMMON STOCK 532457108 10,562 130,200 X 130,200
Lilly Industries, COMMON STOCK 532491107 531 18,000 X 18,000
Limited (The), Inc. COMMON STOCK 532716107 1,091 49,466 X 49,466
Lincoln National COMMON STOCK 534187109 1,054 21,900 X 21,900
Linear Technology COMMON STOCK 535678106 2,318 35,800 X 35,800
Linens 'N Things, COMMON STOCK 535679104 1,540 60,400 X 60,400
Liz Claiborne, Inc. COMMON STOCK 539320101 235 6,100 X 6,100
Lockheed Martin COMMON STOCK 539830109 1,615 49,000 X 49,000
Loews Corporation COMMON STOCK 540424108 950 11,400 X 11,400
Louis Dreyfus COMMON STOCK 546011107 1,331 33,600 X 33,600
Louisiana-Pacific COMMON STOCK 546347105 107 11,600 X 11,600
Lowe's Companies, COMMON STOCK 548661107 5,753 128,200 X 128,200
LSI Logic COMMON STOCK 502161102 1,041 35,600 X 35,600
Luby's, Inc. COMMON STOCK 549282101 92 17,300 X 17,300
Lucent Technologies, COMMON STOCK 549463107 12,712 415,941 X 415,941
Lydall, Inc. COMMON STOCK 550819106 140 12,200 X 12,200
M&T Bank Corporation COMMON STOCK 55261F104 7,242 14,200 X 14,200
M.D.C. Holdings, COMMON STOCK 552676108 426 16,400 X 16,400
MacDermid, Inc. COMMON STOCK 554273102 508 24,200 X 24,200
Macrovision Corp. COMMON STOCK 555904101 9,323 115,100 X 115,100
MAF Bancorp, Inc. COMMON STOCK 55261R108 445 17,900 X 17,900
Mallinckrodt, Inc. COMMON STOCK 561232109 351 7,700 X 7,700
Manitowoc Company, COMMON STOCK 563571108 368 19,100 X 19,100
Manor Care, Inc. COMMON STOCK 564055101 182 11,600 X 11,600
Manpower Inc. COMMON STOCK 56418H100 3,672 114,990 X 114,990
Marcus Corporation COMMON STOCK 566330106 239 22,800 X 22,800
Marriott COMMON STOCK 571903202 995 27,300 X 27,300
Marsh & McLennan COMMON STOCK 571748102 4,168 31,400 X 31,400
Marshall & Isley COMMON STOCK 571834100 5,659 112,895 X 112,895
Masco Corporation COMMON STOCK 574599106 2,785 149,500 X 149,500
Masco Tech, Inc. COMMON STOCK 574670105 575 34,700 X 34,700
Mastec Inc. COMMON STOCK 576323109 6,458 206,650 X 206,650
Material Sciences COMMON STOCK 576674105 130 11,400 X 11,400
Matrixone, Inc. COMMON STOCK 57685P304 7,388 184,700 X 184,700
Mattel, Inc. COMMON STOCK 577081102 546 48,775 X 48,775
Maxim Integrated COMMON STOCK 57772K101 2,646 32,900 X 32,900
MAXIMUS, Inc. COMMON STOCK 577933104 361 16,300 X 16,300
May Department COMMON STOCK 577778103 748 36,500 X 36,500
Mayor's Jewelers Inc COMMON STOCK 578462103 57 15,200 X 15,200
Maytag Corporation COMMON STOCK 578592107 273 8,800 X 8,800
MBIA, Inc. COMMON STOCK 55262C100 825 11,600 X 11,600
MBNA Corporation COMMON STOCK 55262L100 43,720 1,135,598 X 1,135,598
McDonald's COMMON STOCK 580135101 4,589 152,000 X 152,000
McGraw-Hill, Inc. COMMON STOCK 580645109 1,437 22,600 X 22,600
Mckesson HBOC, Inc. COMMON STOCK 58155Q103 997 32,622 X 32,622
McLeodUSA, Inc. COMMON STOCK 582266102 342 23,910 X 23,910
MDU Resources Group, COMMON STOCK 552690109 17,750 596,650 X 596,650
Mead Corporation COMMON STOCK 582834107 273 11,700 X 11,700
Meade Instruments COMMON STOCK 583062104 1,457 72,200 X 72,200
MediaOne Group, Inc. PREFERRED 58440J500 26,105 700,800 X 700,800
Medicis Pharmaceutic COMMON STOCK 584690309 3,684 59,900 X 59,900
MedImmune, Inc. COMMON STOCK 584699102 6,767 87,600 X 87,600
Medtronic, Inc. COMMON STOCK 585055106 31,389 605,815 X 605,815
Mellon Financial COMMON STOCK 58551A108 6,084 131,200 X 131,200
MemberWorks, Inc. COMMON STOCK 586002107 414 12,600 X 12,600
Men's Wearhouse, COMMON STOCK 587118100 912 32,200 X 32,200
Mentor Corporation COMMON STOCK 587188103 285 18,100 X 18,100
Merck & Co., Inc. COMMON STOCK 589331107 141,387 1,899,400 X 1,899,400
Mercury Computer COMMON STOCK 589378108 459 16,500 X 16,500
Mercury Interactive COMMON STOCK 589405109 1,787 11,400 X 11,400
Merix Corporation COMMON STOCK 590049102 1,118 17,250 X 17,250
Merrill Lynch & COMMON STOCK 590188108 6,112 92,600 X 92,600
Mesa Air Group, Inc. COMMON STOCK 590479101 137 25,100 X 25,100
META Group, Inc. COMMON STOCK 591002100 775 62,600 X 62,600
Methanex Corporation COMMON STOCK 59151K108 1,607 317,400 X 317,400
Methode Electronics, COMMON STOCK 591520200 2,153 48,600 X 48,600
MGIC Investment COMMON STOCK 552848103 47,610 778,900 X 778,900
Michael Foods, Inc. COMMON STOCK 594079105 332 14,200 X 14,200
Michaels Stores Inc. COMMON STOCK 594087108 1,820 45,500 X 45,500
Micromuse, Inc. COMMON STOCK 595094103 241 1,200 X 1,200
Micron Technology, COMMON STOCK 595112103 2,999 65,200 X 65,200
MICROS Systems, Inc. COMMON STOCK 594901100 200 13,300 X 13,300
Microsoft COMMON STOCK 594918104 88,941 1,476,195 X 1,476,195
Mid Atlantic Medical COMMON STOCK 59523C107 554 36,600 X 36,600
Midas, Inc. COMMON STOCK 595626102 168 12,000 X 12,000
Midway Games, Inc. COMMON STOCK 598148104 204 29,151 X 29,151
Midwest Express COMMON STOCK 597911106 218 10,840 X 10,840
Milacron, Inc. COMMON STOCK 598709103 359 27,000 X 27,000
Millennium COMMON STOCK 599902103 13,767 94,250 X 94,250
Millipore COMMON STOCK 601073109 257 5,300 X 5,300
Minimed, Inc. COMMON STOCK 60365K108 8,366 93,600 X 93,600
Minnesota Mining & COMMON STOCK 604059105 4,183 45,900 X 45,900
Mississippi Chemical COMMON STOCK 605288208 81 20,200 X 20,200
Molex, Inc. COMMON STOCK 608554101 1,223 22,475 X 22,475
Monaco Coach COMMON STOCK 60886R103 241 14,600 X 14,600
Montana Power Co COMMON STOCK 612085100 4,964 148,750 X 148,750
Morgan & Co (J.P.) COMMON STOCK 616880100 72,261 442,300 X 442,300
Morgan Keegan, Inc. COMMON STOCK 617410105 387 22,100 X 22,100
Morgan Stanley, Dean COMMON STOCK 617446448 83,449 912,640 X 912,640
Morrison Management COMMON STOCK 618459101 290 9,800 X 9,800
Motorola, Inc. COMMON STOCK 620076109 43,615 1,543,882 X 1,543,882
Mueller Industries, COMMON STOCK 624756102 601 26,800 X 26,800
Mutual Risk COMMON STOCK 628351108 2,273 103,600 X 103,600
Myers Industries, COMMON STOCK 628464109 212 16,684 X 16,684
Nabisco Group COMMON STOCK 62952P102 1,066 37,400 X 37,400
Nabors Industries COMMON STOCK 629568106 54,980 1,049,235 X 1,049,235
National COMMON STOCK 637640103 829 20,600 X 20,600
National City COMMON STOCK 635405103 24,554 1,109,800 X 1,109,800
National Data Corp. COMMON STOCK 635621105 13,686 417,100 X 417,100
National Discount COMMON STOCK 635646102 504 16,300 X 16,300
National Fuel Gas Co COMMON STOCK 636180101 20,018 357,065 X 357,065
National Instruments COMMON STOCK 636518102 2,815 63,800 X 63,800
National Oilwell, COMMON STOCK 637071101 1,103 35,300 X 35,300
Nature's Sunshine COMMON STOCK 639027101 96 12,900 X 12,900
Nautica Enterprises, COMMON STOCK 639089101 313 24,200 X 24,200
NBTY, Inc. COMMON STOCK 628782104 346 53,000 X 53,000
NCR Corporation COMMON STOCK 62886E108 420 11,100 X 11,100
Network Appliance, COMMON STOCK 64120L104 4,904 38,500 X 38,500
Network Equipment COMMON STOCK 641208103 177 16,600 X 16,600
New England Business COMMON STOCK 643872104 189 10,400 X 10,400
New Jersey Resources COMMON STOCK 646025106 561 13,800 X 13,800
New York Times COMMON STOCK 650111107 20,285 516,000 X 516,000
Newell Rubbermaid COMMON STOCK 651229106 691 30,299 X 30,299
Newfield Exploration COMMON STOCK 651290108 1,545 33,100 X 33,100
Newmont Mining COMMON STOCK 651639106 324 19,065 X 19,065
Nextel Communication COMMON STOCK 65332V103 4,100 87,700 X 87,700
Niagara Mohawk COMMON STOCK 653520106 287 18,200 X 18,200
NICOR, Inc. COMMON STOCK 654086107 6,757 186,700 X 186,700
Nike, Inc. COMMON STOCK 654106103 1,242 31,000 X 31,000
NiSource Inc. COMMON STOCK 65473P105 12,768 523,805 X 523,805
Noble Drilling COMMON STOCK 655042109 28,847 574,060 X 574,060
Nokia Corp. COMMON STOCK 654902204 1,534 38,535 X 38,535
Nordson Corporation COMMON STOCK 655663102 6,428 226,040 X 226,040
Nordstrom, Inc. COMMON STOCK 655664100 229 14,700 X 14,700
Norfolk Southern COMMON STOCK 655844108 644 44,000 X 44,000
Nortel Networks COMMON STOCK 656568102 21,190 355,760 X 355,760
North Fork COMMON STOCK 659424105 7,690 355,585 X 355,585
Northern Trust COMMON STOCK 665859104 20,450 230,100 X 230,100
Northrop Grumman COMMON STOCK 666807102 763 8,400 X 8,400
Northwest Natural COMMON STOCK 667655104 444 19,500 X 19,500
NorthWestern COMMON STOCK 668074107 349 17,900 X 17,900
NOVA Corporation COMMON STOCK 669784100 1,510 88,220 X 88,220
Novell, Inc. COMMON STOCK 670006105 369 37,100 X 37,100
Novellus Systems, COMMON STOCK 670008101 796 17,100 X 17,100
Noven COMMON STOCK 670009109 731 17,100 X 17,100
NS Group, Inc. COMMON STOCK 628916108 4,480 225,600 X 225,600
NSTAR COMMON STOCK 67019E107 1,461 36,280 X 36,280
NTT Docomo, Inc. COMMON STOCK 6129277 459 16 X 16
Nuance Communication COMMON STOCK 669967101 207 1,700 X 1,700
Nucor COMMON STOCK 670346105 283 9,400 X 9,400
Nuevo Energy Company COMMON STOCK 670509108 250 13,600 X 13,600
Nui Corp. COMMON STOCK 629430109 305 10,100 X 10,100
NVIDIA Corporation COMMON STOCK 67066G104 5,556 67,860 X 67,860
NVR, Inc. COMMON STOCK 62944T105 567 7,000 X 7,000
Nyfix, Inc. COMMON STOCK 670712108 873 19,500 X 19,500
Occidental COMMON STOCK 674599105 925 42,400 X 42,400
Oceaneering COMMON STOCK 675232102 296 17,800 X 17,800
Office Depot, Inc. COMMON STOCK 676220106 273 35,000 X 35,000
Offshore Logistics, COMMON STOCK 676255102 291 16,300 X 16,300
Old Kent Financial COMMON STOCK 679833103 5,762 199,142 X 199,142
OM Group, Inc. COMMON STOCK 670872100 811 18,600 X 18,600
Omnicare, Inc. COMMON STOCK 681904108 9,892 613,465 X 613,465
Omnicom Group, Inc. COMMON STOCK 681919106 1,503 20,600 X 20,600
Omnova Solutions, COMMON STOCK 682129101 170 30,600 X 30,600
On Assignment, Inc. COMMON STOCK 682159108 558 17,800 X 17,800
ONI Systems Corp COMMON STOCK 68273F103 265 3,075 X 3,075
Oracle Systems COMMON STOCK 68389X105 26,265 333,524 X 333,524
Orbital Sciences COMMON STOCK 685564106 243 29,000 X 29,000
O'Reilly Automotive, COMMON STOCK 686091109 1,713 117,100 X 117,100
Organogenesis, Inc. COMMON STOCK 685906109 388 26,400 X 26,400
Orthodontic Centers COMMON STOCK 68750P103 1,253 37,600 X 37,600
Oshkosh Truck Corp. COMMON STOCK 688239201 2,038 52,600 X 52,600
Osteotech, Inc. COMMON STOCK 688582105 102 10,700 X 10,700
Outback Steakhouse, COMMON STOCK 689899102 4,654 171,555 X 171,555
Owens & Minor, Inc. COMMON STOCK 690732102 403 25,600 X 25,600
Owens-Illinois, Inc. COMMON STOCK 690768403 153 16,500 X 16,500
P P & L Corporation COMMON STOCK 69351T106 681 16,300 X 16,300
Paccar Inc. COMMON STOCK 693718108 4,262 115,000 X 115,000
Pacific Sunwear of COMMON STOCK 694873100 462 24,650 X 24,650
Pactiv Corporation COMMON STOCK 695257105 211 18,900 X 18,900
Paine Webber Group, COMMON STOCK 695629105 1,172 17,200 X 17,200
Pall Corporation COMMON STOCK 696429307 277 13,900 X 13,900
Palm, Inc. COMMON STOCK 696642107 3,875 73,206 X 73,206
Panera Bread Company COMMON STOCK 69840W108 202 9,700 X 9,700
Parametric Technolog COMMON STOCK 699173100 8,663 792,100 X 792,100
PAREXEL COMMON STOCK 699462107 167 19,600 X 19,600
Park Electrochemical COMMON STOCK 700416209 456 8,200 X 8,200
Parker Hannifin COMMON STOCK 701094104 427 12,650 X 12,650
Patina Oil & Gas COMMON STOCK 703224105 262 13,100 X 13,100
Patterson Dental COMMON STOCK 703412106 2,494 110,800 X 110,800
Patterson Energy, COMMON STOCK 703414102 804 23,400 X 23,400
Paxar Corporation COMMON STOCK 704227107 304 34,000 X 34,000
Paychex, Inc. COMMON STOCK 704326107 2,258 43,000 X 43,000
P-Com, Inc. COMMON STOCK 693262107 397 59,900 X 59,900
PE Corp.- PE COMMON STOCK 69332S102 2,843 24,400 X 24,400
Peco Energy Company COMMON STOCK 693304107 16,019 264,500 X 264,500
Pediatrix Medical COMMON STOCK 705324101 158 12,200 X 12,200
Pegasus Systems, Inc COMMON STOCK 705906105 370 18,900 X 18,900
Penton Media, Inc. COMMON STOCK 709668107 679 24,700 X 24,700
Peoplesoft, Inc. COMMON STOCK 712713106 891 31,900 X 31,900
Pep Boys-Manny, Moe, COMMON STOCK 713278109 206 41,200 X 41,200
PepsiCo, Inc. COMMON STOCK 713448108 7,641 166,100 X 166,100
Performance Food COMMON STOCK 713755106 410 10,900 X 10,900
PerkinElmer, Inc. COMMON STOCK 714046109 14,415 138,100 X 138,100
Pfizer, Inc. COMMON STOCK 717081103 201,474 4,483,425 X 4,483,425
PG & E Corporation COMMON STOCK 69331C108 2,427 100,300 X 100,300
Pharmaceutical COMMON STOCK 717124101 515 19,400 X 19,400
Pharmacia COMMON STOCK 71713U102 8,999 149,514 X 149,514
Pharmacopeia, Inc. COMMON STOCK 71713B104 658 25,800 X 25,800
Phelps Dodge COMMON STOCK 717265102 375 8,990 X 8,990
Philadelphia COMMON STOCK 718009608 1,874 80,846 X 80,846
Phillip Morris COMMON STOCK 718154107 60,709 2,062,300 X 2,062,300
Phillips Petroleum COMMON STOCK 718507106 9,256 147,500 X 147,500
Phillips-Van Heusen COMMON STOCK 718592108 218 21,100 X 21,100
Phoenix Technologies COMMON STOCK 719153108 324 20,300 X 20,300
Phone.com, Inc. COMMON STOCK 71920Q100 817 7,190 X 7,190
Photronics, Inc. COMMON STOCK 719405102 2,118 97,100 X 97,100
Piedmont Natural Gas COMMON STOCK 720186105 2,085 68,100 X 68,100
Pier I Imports Inc COMMON STOCK 720279108 2,738 201,900 X 201,900
Pinnacle COMMON STOCK 723456109 446 20,500 X 20,500
Pinnacle Holdings, COMMON STOCK 72346N101 1,728 64,900 X 64,900
Pinnacle Systems, COMMON STOCK 723481107 437 38,800 X 38,800
Pinnacle West Cap. COMMON STOCK 723484101 3,902 76,700 X 76,700
Pioneer Group, Inc. COMMON STOCK 723684106 923 21,000 X 21,000
Pioneer-Standard COMMON STOCK 723877106 286 21,100 X 21,100
Pitney-Bowes, Inc. COMMON STOCK 724479100 3,135 79,500 X 79,500
Pixar, Inc. COMMON STOCK 725811103 6,146 191,300 X 191,300
Placer Dome, Inc. COMMON STOCK 725906101 352 37,300 X 37,300
Plains Resources, COMMON STOCK 726540503 260 13,800 X 13,800
Plantronics, Inc. COMMON STOCK 727493108 3,804 100,100 X 100,100
Plexus Corporation COMMON STOCK 729132100 3,088 43,800 X 43,800
Plum Creek Timber COMMON STOCK 729251108 2,231 100,000 X 100,000
PMC - Sierra Inc COMMON STOCK 69344F106 538 2,500 X 2,500
PNC Bank Corporation COMMON STOCK 693475105 2,171 33,400 X 33,400
Pogo Producing COMMON STOCK 730448107 794 31,300 X 31,300
Polaris Industries, COMMON STOCK 731068102 652 18,500 X 18,500
Polymedica Corp. COMMON STOCK 731738100 1,269 29,600 X 29,600
Polyone Corporation COMMON STOCK 73179P106 1,615 220,800 X 220,800
Pope & Talbot, Inc. COMMON STOCK 732827100 155 10,800 X 10,800
Portal Software COMMON STOCK 736126103 6,084 152,100 X 152,100
Power Integrations, COMMON STOCK 739276103 1,374 98,600 X 98,600
PPG Industries, Inc. COMMON STOCK 693506107 790 19,900 X 19,900
Praxair, Inc. COMMON STOCK 74005P104 673 18,000 X 18,000
Precision Drilling COMMON STOCK 74022D100 39,968 1,121,900 X 1,121,900
Pre-Paid Legal COMMON STOCK 740065107 565 17,500 X 17,500
Pride International, COMMON STOCK 741932107 3,827 144,400 X 144,400
Prime Hospitality COMMON STOCK 741917108 353 34,900 X 34,900
Priority Healthcare COMMON STOCK 74264T102 2,666 34,966 X 34,966
Procter & Gamble COMMON STOCK 742718109 10,104 150,800 X 150,800
Profit Recovery COMMON STOCK 743168106 380 38,500 X 38,500
Progress Software COMMON STOCK 743312100 376 27,600 X 27,600
Progressive COMMON STOCK 743315103 696 8,500 X 8,500
Project Software & COMMON STOCK 74339P101 263 16,900 X 16,900
Protective Life COMMON STOCK 743674103 6,534 218,700 X 218,700
Protein Design Labs, COMMON STOCK 74369L103 7,170 59,500 X 59,500
Provident Bankshares COMMON STOCK 743859100 359 21,414 X 21,414
Providian Financial COMMON STOCK 74406A102 2,121 16,700 X 16,700
Proxim, Inc. COMMON STOCK 744284100 1,509 33,900 X 33,900
Public Service COMMON STOCK 744573106 1,117 24,500 X 24,500
Qlogic Corporation COMMON STOCK 747277101 9,526 109,125 X 109,125
QRS Corporation COMMON STOCK 74726X105 176 11,700 X 11,700
Quaker Oats Company COMMON STOCK 747402105 1,219 15,400 X 15,400
QUALCOMM, Inc. COMMON STOCK 747525103 6,544 91,850 X 91,850
Quanex Corporation COMMON STOCK 747620102 202 10,600 X 10,600
Queens County COMMON STOCK 748242104 462 16,000 X 16,000
Quest Diagnostics COMMON STOCK 74834L100 5,598 48,780 X 48,780
Questar Corporation COMMON STOCK 748356102 2,722 97,885 X 97,885
Quiksilver, Inc. COMMON STOCK 74838C106 337 17,500 X 17,500
Quintiles Trans- COMMON STOCK 748767100 207 13,000 X 13,000
Qwest Communications COMMON STOCK 749121109 9,193 191,265 X 191,265
R.R. Donnelley & COMMON STOCK 257867101 339 13,800 X 13,800
Radian Group, Inc. COMMON STOCK 750236101 3,983 59,000 X 59,000
Radioshack Corp COMMON STOCK 750438103 9,092 140,700 X 140,700
RadiSys Corporation COMMON STOCK 750459109 3,134 62,000 X 62,000
Ralcorp Holding, COMMON STOCK 751028101 326 23,100 X 23,100
Ralston Purina COMMON STOCK 751277302 2,629 111,000 X 111,000
Rational Software COMMON STOCK 75409P202 8,202 118,230 X 118,230
Raymond James COMMON STOCK 754730109 2,278 69,150 X 69,150
Raytheon Company COMMON STOCK 755111408 1,106 38,900 X 38,900
Reader's Digest COMMON STOCK 755271202 5,574 179,800 X 179,800
Read-Rite COMMON STOCK 755246105 540 48,000 X 48,000
Regal Beloit COMMON STOCK 758750103 275 16,200 X 16,200
Regeneron COMMON STOCK 75886F107 927 28,400 X 28,400
Regions Financial COMMON STOCK 758940100 565 24,900 X 24,900
Regis Corporation COMMON STOCK 758932107 473 31,550 X 31,550
Reliance Steel & COMMON STOCK 759509102 455 21,600 X 21,600
Reliant Energy, Inc. COMMON STOCK 75952J108 1,572 33,797 X 33,797
Remedy Corporation COMMON STOCK 759548100 462 24,500 X 24,500
Remington Oil & Gas COMMON STOCK 759594302 173 16,600 X 16,600
Renal Care Group, COMMON STOCK 759930100 664 35,650 X 35,650
Republic Services COMMON STOCK 760759100 10,602 807,800 X 807,800
ResMed, Inc. COMMON STOCK 761152107 741 23,700 X 23,700
Respironics Inc COMMON STOCK 761230101 379 22,700 X 22,700
Riggs National COMMON STOCK 766570105 268 21,900 X 21,900
RLI Corporation COMMON STOCK 749607107 297 7,700 X 7,700
Roadway Express Inc. COMMON STOCK 769742107 269 15,000 X 15,000
Robbins & Myers, COMMON STOCK 770196103 201 8,500 X 8,500
Robotic Vision COMMON STOCK 771074101 162 27,200 X 27,200
Rockwell Internation COMMON STOCK 773903109 641 21,200 X 21,200
Rohm and Haas COMMON STOCK 775371107 716 24,624 X 24,624
Rollins Truck COMMON STOCK 775741101 284 44,950 X 44,950
Roper Industries, COMMON STOCK 776696106 787 23,700 X 23,700
Ross Stores, Inc. COMMON STOCK 778296103 31,694 2,204,810 X 2,204,810
Rowan Companies, Inc COMMON STOCK 779382100 9,231 318,300 X 318,300
Royal Appliance COMMON STOCK 780076105 68 11,500 X 11,500
Royal Dutch COMMON STOCK 780257804 61,970 1,033,900 X 1,033,900
RSA Security, Inc. COMMON STOCK 749719100 2,195 50,900 X 50,900
RTI International COMMON STOCK 74973W107 232 16,100 X 16,100
Ruby Tuesday, Inc. COMMON STOCK 781182100 534 47,500 X 47,500
Russ Berrie and COMMON STOCK 782233100 306 15,500 X 15,500
Ryans Family Steak COMMON STOCK 783519101 193 25,100 X 25,100
Ryland Group, Inc. COMMON STOCK 783764103 310 10,000 X 10,000
S&P 400 Mid-Cap COMMON STOCK 595635103 13,549 137,900 X 137,900
S3, Inc. COMMON STOCK 784849101 1,302 126,300 X 126,300
Sabre Holdings COMMON STOCK 785905100 423 14,606 X 14,606
Safeco Corporation COMMON STOCK 786429100 392 14,400 X 14,400
Safeway, Inc. COMMON STOCK 786514208 29,913 640,700 X 640,700
Saga Systems, Inc. COMMON STOCK 786610105 238 22,700 X 22,700
Salton, Inc. COMMON STOCK 795757103 284 8,800 X 8,800
Sanmina Corporation COMMON STOCK 800907107 1,657 17,700 X 17,700
Sapient Corporation COMMON STOCK 803062108 553 13,600 X 13,600
Sara Lee Corporation COMMON STOCK 803111103 3,774 185,800 X 185,800
SBC Communications, COMMON STOCK 78387G103 72,220 1,444,407 X 1,444,407
ScanSource, Inc. COMMON STOCK 806037107 1,772 33,200 X 33,200
Schering-Plough COMMON STOCK 806605101 40,911 879,800 X 879,800
Schlumberger, Ltd. COMMON STOCK 806857108 5,416 65,800 X 65,800
School Specialty, COMMON STOCK 807863105 288 13,500 X 13,500
Schweitzer-Mauduit COMMON STOCK 808541106 158 11,800 X 11,800
SCI Systems, Inc. COMMON STOCK 783890106 6,232 152,000 X 152,000
Scientific-Atlanta, COMMON STOCK 808655104 1,336 21,000 X 21,000
Scott Technologies, COMMON STOCK 810022301 232 13,100 X 13,100
Scotts Company COMMON STOCK 810186106 727 21,700 X 21,700
SCP Pool Corporation COMMON STOCK 784028102 388 13,100 X 13,100
Scripps Company COMMON STOCK 811054204 7,414 137,300 X 137,300
SEACOR SMIT, Inc. COMMON STOCK 811904101 618 13,250 X 13,250
Seagate Technology COMMON STOCK 811804103 1,822 26,400 X 26,400
Seagram Company, Ltd COMMON STOCK 811850106 2,895 50,400 X 50,400
Sealed Air COMMON STOCK 81211K100 436 9,640 X 9,640
Sears Roebuck & COMMON STOCK 812387108 1,277 39,400 X 39,400
Seitel, Inc. COMMON STOCK 816074306 267 18,600 X 18,600
Selective Insurance COMMON STOCK 816300107 354 19,800 X 19,800
Sempra Energy COMMON STOCK 816851109 482 23,173 X 23,173
Sepracor, Inc. COMMON STOCK 817315104 13,654 111,290 X 111,290
Serono SA COMMON STOCK 81752M101 3,781 125,000 X 125,000
Shaw Group, Inc. COMMON STOCK 820280105 13,818 196,000 X 196,000
Sherwin-Williams COMMON STOCK 824348106 391 18,300 X 18,300
Shopko Stores, Inc. COMMON STOCK 824911101 1,498 144,300 X 144,300
Siebel Systems, Inc. COMMON STOCK 826170102 5,810 52,200 X 52,200
Sierra Health COMMON STOCK 826322109 99 21,100 X 21,100
Sigma-Aldrich COMMON STOCK 826552101 300 9,100 X 9,100
Silicon Valley COMMON STOCK 827064106 2,190 37,600 X 37,600
Silicon Valley Group COMMON STOCK 827066101 695 26,400 X 26,400
Simon Property COMMON STOCK 828806109 914 39,000 X 39,000
Simpson Industries, COMMON STOCK 829060102 169 13,800 X 13,800
Simpson Manu- COMMON STOCK 829073105 425 9,500 X 9,500
SkyWest, Inc COMMON STOCK 830879102 1,922 37,500 X 37,500
SLI, Inc. COMMON STOCK 78442T108 196 26,800 X 26,800
Smith International, COMMON STOCK 832110100 9,646 118,255 X 118,255
Smithfield Foods, COMMON STOCK 832248108 1,147 43,700 X 43,700
Sola International, COMMON STOCK 834092108 120 18,700 X 18,700
Solectron COMMON STOCK 834182107 3,192 69,200 X 69,200
Sonic Corporation COMMON STOCK 835451105 430 13,650 X 13,650
Sony Corporation COMMON STOCK 6821506 335 3,300 X 3,300
South Financial COMMON STOCK 837841105 422 33,400 X 33,400
Southdown, Inc. COMMON STOCK 841297104 33,867 475,315 X 475,315
Southern Company COMMON STOCK 842587107 2,410 74,300 X 74,300
Southern Union COMMON STOCK 844030106 759 38,299 X 38,299
SouthTrust Corp. COMMON STOCK 844730101 7,843 249,500 X 249,500
Southwest Airlines COMMON STOCK 844741108 1,389 57,287 X 57,287
Southwest Bancorp COMMON STOCK 84476R109 722 22,100 X 22,100
Southwest Gas COMMON STOCK 844895102 509 24,300 X 24,300
Southwest Securities COMMON STOCK 845224104 361 12,340 X 12,340
Southwestern Energy COMMON STOCK 845467109 169 19,300 X 19,300
Specialty Equipment COMMON STOCK 847497203 373 15,100 X 15,100
Speedfam-IPEC, Inc. COMMON STOCK 847705100 262 22,900 X 22,900
Spherion Corporation COMMON STOCK 848420105 1,462 122,500 X 122,500
Sprint Corporation COMMON STOCK 852061100 14,395 491,100 X 491,100
Sprint PCS Group COMMON STOCK 852061506 8,942 255,045 X 255,045
SPS Technologies, COMMON STOCK 784626103 480 9,900 X 9,900
SPSS, Inc. COMMON STOCK 78462K102 204 7,600 X 7,600
SPX Corporation COMMON STOCK 784635104 9,317 65,640 X 65,640
St. Jude Medical, COMMON STOCK 790849103 485 9,516 X 9,516
St. Mary Land & COMMON STOCK 792228108 404 17,500 X 17,500
St. Paul Companies, COMMON STOCK 792860108 1,266 25,668 X 25,668
Standard Microsystem COMMON STOCK 853626109 268 12,300 X 12,300
Standard Pacific COMMON STOCK 85375C101 414 23,000 X 23,000
Stanley Works COMMON STOCK 854616109 221 9,600 X 9,600
Staples, Inc. COMMON STOCK 855030102 740 52,150 X 52,150
Starbucks COMMON STOCK 855244109 11,225 280,200 X 280,200
StarTek, Inc. COMMON STOCK 85569C107 316 10,900 X 10,900
Starwood Hotels & COMMON STOCK 85590A203 7,917 253,348 X 253,348
State Street COMMON STOCK 857477103 29,614 227,800 X 227,800
Staten Island COMMON STOCK 857550107 562 28,100 X 28,100
Steel Dynamics, Inc. COMMON STOCK 858119100 332 36,100 X 36,100
Stein Mart, Inc. COMMON STOCK 858375108 360 33,300 X 33,300
Steiner Leisure, COMMON STOCK P8744Y102 1,479 66,100 X 66,100
Stillwater Mining COMMON STOCK 86074Q102 809 29,900 X 29,900
Stilwell Financial, COMMON STOCK 860831106 1,127 25,900 X 25,900
Stone Energy COMMON STOCK 861642106 792 14,400 X 14,400
Stride Rite COMMON STOCK 863314100 169 33,400 X 33,400
Stryker Corporation COMMON STOCK 863667101 207 4,820 X 4,820
Sturm, Ruger & COMMON STOCK 864159108 170 20,800 X 20,800
Summit Bancorp COMMON STOCK 866005101 690 20,000 X 20,000
Sun Microsystems, COMMON STOCK 866810104 22,031 188,700 X 188,700
Sunoco, Inc. COMMON STOCK 86764P109 272 10,100 X 10,100
Sunrise Medical, COMMON STOCK 867910101 103 17,100 X 17,100
Suntrust Banks, Inc. COMMON STOCK 867914103 1,704 34,200 X 34,200
Supervalu, Inc. COMMON STOCK 868536103 221 14,700 X 14,700
Susquehanna COMMON STOCK 869099101 464 30,400 X 30,400
Swift Energy Co COMMON STOCK 870738101 719 17,300 X 17,300
Symbol Technologies, COMMON STOCK 871508107 401 11,167 X 11,167
SymmetriCom, Inc. COMMON STOCK 871543104 273 17,500 X 17,500
Syncor International COMMON STOCK 87157J106 685 18,600 X 18,600
Synovus Financial COMMON STOCK 87161C105 685 32,350 X 32,350
Sysco Corporation COMMON STOCK 871829107 1,769 38,200 X 38,200
Systems & Computer COMMON STOCK 871873105 443 25,200 X 25,200
T. Rowe Price and COMMON STOCK 741477103 649 13,834 X 13,834
Talk.com, Inc. COMMON STOCK 874264104 268 60,800 X 60,800
Target Corporation COMMON STOCK 87612E106 5,140 200,600 X 200,600
TBC Corporation COMMON STOCK 872180104 80 16,400 X 16,400
Techne Corporation COMMON STOCK 878377100 3,147 28,100 X 28,100
Technitrol, Inc. COMMON STOCK 878555101 1,293 12,800 X 12,800
Tektronix, Inc. COMMON STOCK 879131100 430 5,600 X 5,600
Telcom Semiconductor COMMON STOCK 87921P107 210 14,100 X 14,100
Teledyne COMMON STOCK 879360105 1,797 61,700 X 61,700
Telefonica S.A. COMMON STOCK 5732524 231 11,672 X 11,672
Telefonica SA ADR COMMON STOCK 879382208 6,449 108,496 X 108,496
TELEFONOS DE MEXICO COMMON STOCK 879403780 326 6,130 X 6,130
Telephone and Data COMMON STOCK 879433100 7,355 66,445 X 66,445
Tellabs, Inc. COMMON STOCK 879664100 57,868 1,211,900 X 1,211,900
Telxon Corporation COMMON STOCK 879700102 236 13,500 X 13,500
Temple-Inland, Inc. COMMON STOCK 879868107 223 5,900 X 5,900
Tenet Healthcare COMMON STOCK 88033G100 1,317 36,200 X 36,200
Tenneco COMMON STOCK 880349105 141 27,200 X 27,200
Teradyne, Inc. COMMON STOCK 880770102 704 20,100 X 20,100
Terayon COMMON STOCK 880775101 543 16,000 X 16,000
Tetra Tech, Inc. COMMON STOCK 88162G103 2,138 74,862 X 74,862
Tetra Technologies, COMMON STOCK 88162F105 1,795 118,200 X 118,200
Teva Pharmaceutical COMMON STOCK 881624209 12,339 168,600 X 168,600
Texaco, Inc. COMMON STOCK 881694103 8,432 160,600 X 160,600
Texas Industries, COMMON STOCK 882491103 520 16,300 X 16,300
Texas Instruments, COMMON STOCK 882508104 10,220 216,590 X 216,590
Textron, Inc. COMMON STOCK 883203101 756 16,400 X 16,400
The Bear Stearns Co. COMMON STOCK 073902108 782 12,409 X 12,409
Theragenics COMMON STOCK 883375107 148 22,800 X 22,800
Thermo Electron COMMON STOCK 883556102 512 19,700 X 19,700
Thomas Industries, COMMON STOCK 884425109 243 12,000 X 12,000
Thomas Nelson, Inc. COMMON STOCK 640376109 89 10,900 X 10,900
Thor Industries, COMMON STOCK 885160101 217 9,400 X 9,400
THQ, Inc. COMMON STOCK 872443403 348 14,950 X 14,950
Three-Five Systems, COMMON STOCK 88554L108 486 16,599 X 16,599
Tiffany & Co. COMMON STOCK 886547108 87,113 2,259,000 X 2,259,000
Timberland Company COMMON STOCK 887100105 1,283 31,300 X 31,300
Time Warner, Inc. COMMON STOCK 887315109 73,604 940,625 X 940,625
Titan International, COMMON STOCK 88830M102 92 16,000 X 16,000
TJX Companies, Inc. COMMON STOCK 872540109 754 33,500 X 33,500
Toll Brothers, Inc. COMMON STOCK 889478103 966 28,100 X 28,100
Tommy Hilfiger COMMON STOCK G8915Z102 984 102,200 X 102,200
Torchmark Corp. COMMON STOCK 891027104 1,875 67,400 X 67,400
Toro Company COMMON STOCK 891092108 309 9,800 X 9,800
Tosco Corporation COMMON STOCK 891490302 508 16,300 X 16,300
Tower Automotive, COMMON STOCK 891707101 344 36,700 X 36,700
Toys 'R' Us, Inc. COMMON STOCK 892335100 398 24,500 X 24,500
Transocean Sedco COMMON STOCK G90078109 1,427 24,347 X 24,347
Tredegar Corporation COMMON STOCK 894650100 509 29,400 X 29,400
Trenwick Group, Ltd. COMMON STOCK G9032C109 471 24,800 X 24,800
Triad Hospitals Inc. COMMON STOCK 89579K109 1,154 39,300 X 39,300
Triarc Companies, COMMON STOCK 895927101 421 17,100 X 17,100
Tribune Company COMMON STOCK 896047107 14,126 323,800 X 323,800
Tricon Global COMMON STOCK 895953107 507 16,550 X 16,550
Trimble Navigation, COMMON STOCK 896239100 1,504 67,200 X 67,200
True North Communica COMMON STOCK 897844106 2,524 70,600 X 70,600
TrustCo Bank COMMON STOCK 898349105 511 41,500 X 41,500
TRW Inc. COMMON STOCK 872649108 573 14,100 X 14,100
Tucker Anthony Sutro COMMON STOCK 89864710 449 17,700 X 17,700
TXU Corporation COMMON STOCK 873168108 4,647 117,287 X 117,287
Tyco International COMMON STOCK 902124106 14,937 287,956 X 287,956
TyCom, Ltd. COMMON STOCK G9144B106 357 9,290 X 9,290
U.S. Aggregates, Inc COMMON STOCK 90334D109 1,004 60,600 X 60,600
U.S. Bancorp COMMON STOCK 902973106 1,949 85,686 X 85,686
UGI Corporation COMMON STOCK 902681105 509 21,000 X 21,000
UIL Holdings Corp. COMMON STOCK 902748102 576 11,200 X 11,200
Ultratech Stepper, COMMON STOCK 904034105 262 16,300 X 16,300
Unicom Corporation COMMON STOCK 904911104 1,141 20,300 X 20,300
Unilever N.V. COMMON STOCK 904784709 3,182 65,953 X 65,953
Union Carbide COMMON STOCK 905581104 585 15,500 X 15,500
Union Pacific COMMON STOCK 907818108 1,108 28,500 X 28,500
Union Planters Corpo COMMON STOCK 908068109 506 15,300 X 15,300
Unisource Energy COMMON STOCK 909205106 411 25,100 X 25,100
Unisys Corporation COMMON STOCK 909214108 402 35,700 X 35,700
United Bankshares, COMMON STOCK 909907107 636 32,400 X 32,400
United Natural COMMON STOCK 911163103 487 39,400 X 39,400
United Stationers, COMMON STOCK 913004107 715 26,600 X 26,600
United Technologies COMMON STOCK 913017109 38,448 555,200 X 555,200
Unitedhealth Group, COMMON STOCK 91324P102 1,857 18,800 X 18,800
Universal Forest COMMON STOCK 913543104 178 15,600 X 15,600
Universal Health COMMON STOCK 913903100 3,674 42,900 X 42,900
Univision COMMON STOCK 914906102 8,421 225,300 X 225,300
Unocal Corporation COMMON STOCK 915289102 982 27,700 X 27,700
Unumprovident COMMON STOCK 91529Y106 743 27,282 X 27,282
URS Corporation COMMON STOCK 903236107 167 12,600 X 12,600
US Oncology, Inc. COMMON STOCK 90338W103 325 71,700 X 71,700
USa Education, Inc. COMMON STOCK 90390U102 848 17,600 X 17,600
USA Networks, Inc. COMMON STOCK 902984103 10,567 481,700 X 481,700
USAir Group, Inc. COMMON STOCK 911905107 228 7,500 X 7,500
USFreightways Co. COMMON STOCK 916906100 1,162 51,200 X 51,200
UST, Inc. COMMON STOCK 902911106 419 18,300 X 18,300
USX-Marathon COMMON STOCK 902905827 1,019 35,900 X 35,900
USX-U.S. Steel COMMON STOCK 90337T101 1,899 125,000 X 125,000
UTI Energy Corp COMMON STOCK 903387108 2,383 53,400 X 53,400
V F Corporation COMMON STOCK 918204108 316 12,800 X 12,800
Valassis COMMON STOCK 918866104 2,822 126,835 X 126,835
Valence Technology, COMMON STOCK 918914102 505 29,300 X 29,300
Valero Energy Corp. COMMON STOCK 91913Y100 9,776 277,850 X 277,850
Valmont Industries, COMMON STOCK 920253101 358 18,000 X 18,000
Varian Medical COMMON STOCK 92220P105 2,323 51,400 X 51,400
VeriSign, Inc. COMMON STOCK 92343E102 7,559 37,315 X 37,315
Veritas DGC, Inc. COMMON STOCK 92343P107 556 19,200 X 19,200
VERITAS Software COMMON STOCK 923436109 7,188 50,620 X 50,620
Verity, Inc. COMMON STOCK 92343C106 1,578 44,200 X 44,200
Verizon COMMON STOCK 92343V104 55,119 1,137,950 X 1,137,950
Vertex Pharmaceutica COMMON STOCK 92532F100 6,523 77,200 X 77,200
Viacom, Inc. COMMON STOCK 925524308 10,215 174,613 X 174,613
ViaSat, Inc. COMMON STOCK 92552V100 380 17,000 X 17,000
Vicor Corporation COMMON STOCK 925815102 1,785 32,900 X 32,900
Vignette Corporation COMMON STOCK 926734104 5,327 178,300 X 178,300
Vintage Petroleum, COMMON STOCK 927460105 1,108 48,700 X 48,700
Vishay Intertech. COMMON STOCK 928298108 4,362 141,865 X 141,865
Visteon Corporation COMMON STOCK 92839U107 287 19,024 X 19,024
Visual Networks, Inc COMMON STOCK 928444108 158 24,000 X 24,000
Vital Signs Inc COMMON STOCK 928469105 249 9,400 X 9,400
Vitesse Semiconducto COMMON STOCK 928497106 16,394 184,330 X 184,330
Vodafone group Plc COMMON STOCK 92857W100 2,791 75,435 X 75,435
Voicestream Wireless COMMON STOCK 928615103 208 1,795 X 1,795
Volt Information COMMON STOCK 928703107 254 11,800 X 11,800
Vulcan Materials COMMON STOCK 929160109 458 11,400 X 11,400
W.W. Grainger, Inc. COMMON STOCK 384802104 282 10,700 X 10,700
Wabash National COMMON STOCK 929566107 162 17,800 X 17,800
Wachovia Corporation COMMON STOCK 929771103 1,332 23,500 X 23,500
Walgreen Company COMMON STOCK 931422109 160,579 4,232,700 X 4,232,700
Wal-Mart Stores, Inc COMMON STOCK 931142103 101,308 2,105,100 X 2,105,100
Walt Disney Company COMMON STOCK 254687106 58,334 1,525,084 X 1,525,084
Washington Federal, COMMON STOCK 938824109 917 40,300 X 40,300
Washington Gas Light COMMON STOCK 938837101 1,112 41,370 X 41,370
Washington Group COMMON STOCK 938862109 460 40,200 X 40,200
Washington Mutual, COMMON STOCK 939322103 2,470 62,046 X 62,046
Waste Management, COMMON STOCK 94106L109 1,242 71,229 X 71,229
Waters Corporation COMMON STOCK 941848103 11,539 129,650 X 129,650
Watsco, Inc. COMMON STOCK 942622200 215 20,850 X 20,850
Watson COMMON STOCK 942683103 772 11,900 X 11,900
Watts Industries, COMMON STOCK 942749102 204 20,400 X 20,400
WD-40 Company COMMON STOCK 929236107 254 11,970 X 11,970
Webmethods, Inc. COMMON STOCK 94768C108 7,627 66,249 X 66,249
Wellpoint Health COMMON STOCK 94973H108 33,284 346,700 X 346,700
Wells Fargo & COMMON STOCK 949746101 13,399 291,660 X 291,660
Wendy's COMMON STOCK 950590109 259 12,900 X 12,900
Werner Enterprises COMMON STOCK 950755108 429 36,475 X 36,475
Wesley Jesen COMMON STOCK 951018100 480 12,500 X 12,500
Westvaco Corporation COMMON STOCK 961548104 304 11,400 X 11,400
Wet Seal, Inc. COMMON STOCK 961840105 166 10,600 X 10,600
Weyerhaeuser Company COMMON STOCK 962166104 1,021 25,300 X 25,300
Whirlpool COMMON STOCK 963320106 315 8,100 X 8,100
Whitney Holding COMMON STOCK 966612103 639 17,600 X 17,600
Whole Foods Market, COMMON STOCK 966837106 1,095 20,400 X 20,400
Willamette COMMON STOCK 969133107 347 12,400 X 12,400
Williams Companies, COMMON STOCK 969457100 5,197 123,000 X 123,000
Williams-Sonoma, COMMON STOCK 969904101 4,270 122,865 X 122,865
Winn-Dixie Stores, COMMON STOCK 974280109 230 16,000 X 16,000
Winnebago COMMON STOCK 974637100 205 16,400 X 16,400
Wolverine World COMMON STOCK 978097103 299 32,100 X 32,100
Woodward Governor Co COMMON STOCK 980745103 1,328 29,800 X 29,800
Worldcom, Inc. COMMON STOCK 98157D106 24,825 817,294 X 817,294
Wrigley (Wm) Jr COMMON STOCK 982526105 988 13,200 X 13,200
Xcel Energy, Inc. COMMON STOCK 98389B100 4,180 151,985 X 151,985
Xerox Corporation COMMON STOCK 984121103 1,149 76,300 X 76,300
Xilinx, Inc. COMMON STOCK 983919101 3,365 39,300 X 39,300
Xircom, Inc. COMMON STOCK 983922105 3,479 137,800 X 137,800
XL Capital Ltd. COMMON STOCK G98255105 1,985 27,000 X 27,000
X-Rite, Inc. COMMON STOCK 983857103 144 16,400 X 16,400
Yahoo! Inc. COMMON STOCK 984332106 5,769 63,400 X 63,400
Yellow Corporation COMMON STOCK 985509108 287 19,000 X 19,000
Young & Rubicam, Inc COMMON STOCK 987425105 431 8,700 X 8,700
Zale Corporation COMMON STOCK 988858106 889 27,400 X 27,400
Zebra Technologies COMMON STOCK 989207105 1,134 23,600 X 23,600
Zenith National COMMON STOCK 989390109 291 13,300 X 13,300
Zilog, Inc. COMMON STOCK 989524103 25 10,152 X 10,152
Zions Bancorporation COMMON STOCK 989701107 8,856 173,165 X 173,165
ZixIt Corporation COMMON STOCK 98974P100 390 12,800 X 12,800
Total: $7,280,101
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