AAL CAPITAL MANAGEMENT CORP /WI
13F-HR, 2000-07-31
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                  FORM 13F

                               FORM 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:  June 30, 2000

Check here if Amendment:  [   ]   Amendment Number:

This Amendment (Check only one.):
[   ]  is a restatement.
[   ]  adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:     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

July 31, 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:  1,171
Form 13F Information Table Value Total:  $7,293,651,000

List of Other Included Mangers:

No.               13F File Number                    Name



6/30/2000
<TABLE>

 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>
3Com Corporation      COMMON STOCK    885535104       2,311      40,100      X                                  40,100
99 Cents Only Stores  COMMON STOCK    65440K106       1,716      43,033      X                                  43,033
A.H. Belo             COMMON STOCK    080555105       4,401     254,200      X                                 254,200
A.O. Smith            COMMON STOCK    831865209         343      16,400      X                                  16,400
A.T. Cross Company    COMMON STOCK    227478104          59      11,900      X                                  11,900
AAR Corporation       COMMON STOCK    000361105         226      18,800      X                                  18,800
Aaron Rents, Inc.     COMMON STOCK    002535201         173      13,800      X                                  13,800
Abbott Laboratories   COMMON STOCK    002824100       7,879     176,800      X                                 176,800
ABM Industries, Inc.  COMMON STOCK    000957100         361      15,700      X                                  15,700
Abraxas Petroleum     COMMON STOCK    003830106         179     119,237      X                                 119,237
ACT MANUFACTURNG      COMMON STOCK    000973107       2,043      44,000      X                                  44,000
Actel Corporation     COMMON STOCK    004934105       1,456      31,900      X                                  31,900
Action Performance    COMMON STOCK    004933107          83      11,400      X                                  11,400
Active Software, Inc  COMMON STOCK    00504E100       4,265      54,900      X                                  54,900
Acxiom Corporation    COMMON STOCK    005125109       6,916     253,800      X                                 253,800
ADAC Laboratories     COMMON STOCK    005313200         346      14,400      X                                  14,400
Adaptec, Inc.         COMMON STOCK    00651F108         266      11,700      X                                  11,700
Adaptive Broadband    COMMON STOCK    00650M104       1,908      51,900      X                                  51,900
ADC Telecommun.       COMMON STOCK    000886101     258,863   3,086,300      X                               3,086,300
Adelphia              COMMON STOCK    006848105      17,517     373,700      X                                 373,700
Administaff, Inc.     COMMON STOCK    007094105         603       9,500      X                                   9,500
Adobe Systems, Inc.   COMMON STOCK    00724F101       1,807      13,900      X                                  13,900
Adolph Coors Company  COMMON STOCK    217016104         260       4,300      X                                   4,300
Advance Paradigm      COMMON STOCK    007491103         308      15,000      X                                  15,000
Advanced Micro        COMMON STOCK    007903107       1,360      17,600      X                                  17,600
Advanced Tissue       COMMON STOCK    00755F103         337      41,900      X                                  41,900
ADVO, Inc.            COMMON STOCK    007585102         596      14,200      X                                  14,200
Aeroflex, Inc.        COMMON STOCK    007768104         750      15,100      X                                  15,100
AES Corporation       COMMON STOCK    00130H105       2,213      48,500      X                                  48,500
Aetna Life &          COMMON STOCK    008117103       1,025      15,963      X                                  15,963
Affymetrix, Inc.      COMMON STOCK    00826T108       7,067      42,800      X                                  42,800
AFLAC, Inc.           COMMON STOCK    001055102       1,397      30,400      X                                  30,400
Agile Software        COMMON STOCK    00846X105       5,895      83,400      X                                  83,400
Agilent Technologies  COMMON STOCK    00846U101       9,016     122,242      X                                 122,242
Agribrands            COMMON STOCK    00849R105         298       7,100      X                                   7,100
Air Products &        COMMON STOCK    009158106         807      26,200      X                                  26,200
Alberto Culver        COMMON STOCK    013068101      12,821     419,500      X                                 419,500
Albertson's, Inc.     COMMON STOCK    013104104       3,066      92,199      X                                  92,199
Alcan Aluminium,      COMMON STOCK    013716105         769      24,800      X                                  24,800
Alcoa, Inc.           COMMON STOCK    013817101       2,858      98,552      X                                  98,552
Allan Telecom, Inc.   COMMON STOCK    018091108         345      19,500      X                                  19,500
Allergan, Inc.        COMMON STOCK    018490102       1,095      14,700      X                                  14,700
Alliance Pharmaceu-   COMMON STOCK    018773101         371      33,000      X                                  33,000
Alliance Semiconduct  COMMON STOCK    01877H100         725      29,500      X                                  29,500
Alliant Techsystems,  COMMON STOCK    018804104       2,643      39,200      X                                  39,200
Allied Waste          COMMON STOCK    019589308         213      21,300      X                                  21,300
Allstate Corporation  COMMON STOCK    020002101       1,886      84,778      X                                  84,778
ALLTEL Corporation    COMMON STOCK    020039103       2,230      36,000      X                                  36,000
Alpha Industries      COMMON STOCK    020753109       2,269      51,500      X                                  51,500
Alpharma, Inc.        COMMON STOCK    020813101       4,887      78,500      X                                  78,500
Alteon Websystems,    COMMON STOCK    02145A109       8,075      80,700      X                                  80,700
Altera Corp.          COMMON STOCK    021441100       6,198      60,800      X                                  60,800
ALZA Corporation      COMMON STOCK    022615108       8,733     147,700      X                                 147,700
Amerada Hess          COMMON STOCK    023551104         642      10,400      X                                  10,400
Ameren Corporation    COMMON STOCK    023608102       1,738      51,500      X                                  51,500
American Electric     COMMON STOCK    025537101       2,386      80,540      X                                  80,540
American Express      COMMON STOCK    025816109      75,826   1,454,700      X                               1,454,700
American Freightways  COMMON STOCK    02629V108         328      22,600      X                                  22,600
American General      COMMON STOCK    026351106       1,737      28,470      X                                  28,470
American Home         COMMON STOCK    026609107       8,736     148,700      X                                 148,700
American Int'l        COMMON STOCK    026874107     185,244   1,576,539      X                               1,576,539
American Italian      COMMON STOCK    027070101         265      12,800      X                                  12,800
American Management   COMMON STOCK    027352103       1,599      48,700      X                                  48,700
American Online, Inc  COMMON STOCK    02364J104      13,826     262,100      X                                 262,100
American Power        PREFERRED       029066107         894      21,900      X                                  21,900
American Xtal         COMMON STOCK    030514103         575      13,300      X                                  13,300
AmeriCredit           COMMON STOCK    03060R101         901      53,000      X                                  53,000
Ames Department       COMMON STOCK    030789507         158      20,400      X                                  20,400
Amgen, Inc.           COMMON STOCK    031162100       8,240     117,300      X                                 117,300
AMR Corporation       COMMON STOCK    001765106         442      16,700      X                                  16,700
AmSouth Bancorp       COMMON STOCK    032165102         702      44,550      X                                  44,550
Anadarko Petroleum    COMMON STOCK    032511107         715      14,500      X                                  14,500
Analog Devices, Inc.  COMMON STOCK    032654105       3,078      40,500      X                                  40,500
Analogic              COMMON STOCK    032657207         360       9,000      X                                   9,000
Analysts              COMMON STOCK    032681108         147      15,800      X                                  15,800
Anchor Bancorp        COMMON STOCK    032839102         265      17,300      X                                  17,300
Anchor Gaming         COMMON STOCK    033037102         389       8,121      X                                   8,121
Andrew Corporation    COMMON STOCK    034425108         305       9,075      X                                   9,075
Anheuser-Busch        COMMON STOCK    035229103       3,861      51,700      X                                  51,700
Anixter               COMMON STOCK    035290105       1,431      54,000      X                                  54,000
AnnTaylor Stores      COMMON STOCK    036115103         735      22,200      X                                  22,200
Annuity and Life Re   COMMON STOCK    G03910109       1,796      73,300      X                                  73,300
Aon Corporation       COMMON STOCK    037389103         903      29,075      X                                  29,075
Apache Corporation    COMMON STOCK    037411105      20,479     348,200      X                                 348,200
Apex, Inc.            COMMON STOCK    037548104       2,411      55,100      X                                  55,100
Apogee Enterprises,   COMMON STOCK    037598109          69      19,400      X                                  19,400
Apple Computer, Inc.  COMMON STOCK    037833100       1,969      37,600      X                                  37,600
Applebee's            COMMON STOCK    037899101       1,789      59,000      X                                  59,000
Applica, Inc.         COMMON STOCK    03815A106         181      16,000      X                                  16,000
Applied Materials     COMMON STOCK    038222105       8,356      92,200      X                                  92,200
Applied Power, Inc.   COMMON STOCK    038225108         921      27,495      X                                  27,495
AptarGroup, Inc.      COMMON STOCK    038336103         678      25,100      X                                  25,100
Arch Chemicals, Inc.  COMMON STOCK    03937R102         339      15,500      X                                  15,500
Archer-Daniels-       COMMON STOCK    039483102         673      68,553      X                                  68,553
Arctic Cat, Inc.      COMMON STOCK    039670104         208      17,500      X                                  17,500
Arkansas Best         COMMON STOCK    040790107         137      13,800      X                                  13,800
Arrow Electronics     COMMON STOCK    042735100       6,963     224,600      X                                 224,600
Artesyn Technolgies,  COMMON STOCK    043127109       1,761      63,300      X                                  63,300
Arthur J. Gallagher   COMMON STOCK    363576109       1,096      26,100      X                                  26,100
Ashland Oil, Inc.     COMMON STOCK    044204105         281       8,000      X                                   8,000
Aspect                COMMON STOCK    04523Q102       2,453      62,400      X                                  62,400
Aspen Technology,     COMMON STOCK    045327103         705      18,300      X                                  18,300
Associates First      COMMON STOCK    046008108       5,772     258,700      X                                 258,700
Astec Industries,     COMMON STOCK    046224101         340      13,400      X                                  13,400
Astropower, Inc.      COMMON STOCK    04644A101         431      15,900      X                                  15,900
AT&T Corporation      COMMON STOCK    001957109      18,649     589,692      X                                 589,692
Atlantic Coast        COMMON STOCK    048396105         419      13,200      X                                  13,200
Atmel Corporation     COMMON STOCK    049513104       7,471     202,600      X                                 202,600
Atmos Energy          COMMON STOCK    049560105         387      22,100      X                                  22,100
Atwood Oceanics, Inc  COMMON STOCK    050095108         430       9,700      X                                   9,700
Audiovox Corporation  COMMON STOCK    050757103         346      15,700      X                                  15,700
Auspex Systems, Inc.  COMMON STOCK    052116100         103      20,800      X                                  20,800
Autodesk, Inc.        COMMON STOCK    052769106         225       6,500      X                                   6,500
Automatic Data        COMMON STOCK    053015103      90,729   1,693,900      X                               1,693,900
AutoZone, Inc.        COMMON STOCK    053332102         334      15,200      X                                  15,200
Avant!                COMMON STOCK    053487104         510      27,200      X                                  27,200
Avery Dennison        COMMON STOCK    053611109         866      12,900      X                                  12,900
Avid Technology Inc.  COMMON STOCK    05367P100         208      17,300      X                                  17,300
Avon Products, Inc.   COMMON STOCK    054303102       1,202      27,000      X                                  27,000
AVT Corporation       COMMON STOCK    002420107       1,568     212,600      X                                 212,600
Aware, Inc.           COMMON STOCK    05453N100       2,050      40,100      X                                  40,100
Aztar Corporation     COMMON STOCK    054802103         451      29,100      X                                  29,100
Azurix Corp.          COMMON STOCK    05501M104       4,682     599,300      X                                 599,300
B J Services Co.      COMMON STOCK    055482103      18,875     302,000      X                                 302,000
Baker Hughes, Inc.    COMMON STOCK    057224107       1,201      37,520      X                                  37,520
Baldor Electric       COMMON STOCK    057741100         443      23,800      X                                  23,800
Banc One Corporation  COMMON STOCK    06423A103       2,175      81,900      X                                  81,900
Bank of America       COMMON STOCK    060505104       8,130     189,074      X                                 189,074
Bank of New York      COMMON STOCK    064057102       3,906      84,000      X                                  84,000
Bank One Corporation  COMMON STOCK    06423A103       3,469     130,585      X                                 130,585
Bank United Corp Cl   COMMON STOCK    065412108       2,365      67,200      X                                  67,200
BankAmerica Corp      COMMON STOCK    060505104      30,543     710,300      X                                 710,300
Banknorth Group, Inc  COMMON STOCK    06646R107       9,814     640,900      X                                 640,900
Bard (C.R.), Inc.     COMMON STOCK    067383109         274       5,700      X                                   5,700
Barnes Group, Inc.    COMMON STOCK    067806109         210      12,900      X                                  12,900
Barr Laboratories,    COMMON STOCK    068306109       1,082      24,150      X                                  24,150
BARRA, Inc.           COMMON STOCK    068313105         491       9,900      X                                   9,900
Barrett Resources     COMMON STOCK    068480201         700      23,000      X                                  23,000
Barrick Gold          COMMON STOCK    067901108         817      44,900      X                                  44,900
Bausch & Lomb, Inc.   COMMON STOCK    071707103         472       6,100      X                                   6,100
Baxter                COMMON STOCK    071813109       6,286      89,400      X                                  89,400
BB&T Corporation      COMMON STOCK    054937107         945      39,600      X                                  39,600
BE Aerospace, Inc.    COMMON STOCK    073302101         120      17,400      X                                  17,400
Becton, Dickinson     COMMON STOCK    075887109         815      28,400      X                                  28,400
Bed, Bath, & Beyond   COMMON STOCK    075896100         573      15,800      X                                  15,800
Belden, Inc.          COMMON STOCK    077459105         436      17,000      X                                  17,000
Bell Atlantic         COMMON STOCK    077853109      39,746     782,200      X                                 782,200
BellSouth             COMMON STOCK    079860102       9,147     214,600      X                                 214,600
Benchmark             COMMON STOCK    08160H101       2,259      61,800      X                                  61,800
Beringer Wine         COMMON STOCK    084102102         491      13,900      X                                  13,900
Best Buy Company      COMMON STOCK    086516101       1,493      23,600      X                                  23,600
BestFoods             COMMON STOCK    08658U101       2,168      31,300      X                                  31,300
Bethlehem Steel       COMMON STOCK    087509105          52      14,600      X                                  14,600
BFGoodrich Company    COMMON STOCK    382388106         409      12,000      X                                  12,000
Billing Concepts      COMMON STOCK    090063108         131      29,600      X                                  29,600
Bindley Western       COMMON STOCK    090324104         632      23,900      X                                  23,900
Biogen, Inc.          COMMON STOCK    090597105       1,084      16,800      X                                  16,800
Biomatrix, Inc.       COMMON STOCK    09060P102         369      16,300      X                                  16,300
Biomet, Inc.          COMMON STOCK    090613100         515      13,400      X                                  13,400
Bio-Technology        COMMON STOCK    090578104         502      38,100      X                                  38,100
Birmingham Steel      COMMON STOCK    091250100          84      21,700      X                                  21,700
BISYS Group,          COMMON STOCK    055472104       2,953      48,005      X                                  48,005
Black & Decker        COMMON STOCK    091797100         373       9,500      X                                   9,500
Black Box             COMMON STOCK    091826107       1,940      24,500      X                                  24,500
BMC Industries, Inc.  COMMON STOCK    055607105          78      19,200      X                                  19,200
BMC Software, Inc.    COMMON STOCK    055921100       1,007      27,600      X                                  27,600
Boeing Company        COMMON STOCK    097023105       4,327     103,488      X                                 103,488
Bombay Company, Inc.  COMMON STOCK    097924104          75      25,400      X                                  25,400
Books-A-Million,      COMMON STOCK    098570104          58      12,600      X                                  12,600
Boston Scientific     COMMON STOCK    101137107       1,016      46,300      X                                  46,300
Bowater Incorporated  COMMON STOCK    102183100       4,289      97,200      X                                  97,200
Bowne & Company,      COMMON STOCK    103043105         260      25,800      X                                  25,800
BP Amoco Plc          COMMON STOCK    055622104      38,723     684,600      X                                 684,600
Brady Corporation     COMMON STOCK    104674106         517      15,900      X                                  15,900
Brightpoint, Inc.     COMMON STOCK    109473108         337      38,900      X                                  38,900
Bristol-Myers Squibb  COMMON STOCK    110122108      13,106     225,000      X                                 225,000
Broadcom Corp.        COMMON STOCK    111320107       5,233      23,900      X                                  23,900
Broadwing, Inc.       COMMON STOCK    111620100       5,193     200,200      X                                 200,200
Brown Shoe Company,   COMMON STOCK    115736100         166      12,800      X                                  12,800
Brown-Foreman         COMMON STOCK    115637209         425       7,900      X                                   7,900
Brush Engineered      COMMON STOCK    117421107         178      11,400      X                                  11,400
Buckeye               COMMON STOCK    118255108         535      24,400      X                                  24,400
Burlington            COMMON STOCK    122014103         933      24,402      X                                  24,402
Burlington Northern,  COMMON STOCK    12189T104       1,117      48,684      X                                  48,684
Burr Brown Corp       COMMON STOCK    122574106      11,803     136,150      X                                 136,150
C&D Technologies,     COMMON STOCK    124661109       1,028      18,200      X                                  18,200
Cable & Wireless      COMMON STOCK    126830207       4,506      90,000      X                                  90,000
Cable Design Tech-    COMMON STOCK    126924109         670      20,000      X                                  20,000
Cabletron Systems     COMMON STOCK    126920107         518      20,500      X                                  20,500
Cablevision Systems   COMMON STOCK    12686C109      19,080     281,100      X                                 281,100
Cabot Oil & Gas       COMMON STOCK    127097103         420      19,800      X                                  19,800
Cal Dive              COMMON STOCK    127914109         601      11,100      X                                  11,100
Caliper Technologies  COMMON STOCK    130876105       1,067      23,200      X                                  23,200
Calpine Corporation   COMMON STOCK    131347106       7,943     120,800      X                                 120,800
Cambrex Corporation   COMMON STOCK    132011107       2,030      45,100      X                                  45,100
Campbell Soup         COMMON STOCK    134429109       1,404      48,200      X                                  48,200
Canandaigua Brands,   COMMON STOCK    137219200       2,512      49,800      X                                  49,800
Capital One           COMMON STOCK    14040H105         995      22,300      X                                  22,300
Caraustar             COMMON STOCK    140909102         272      18,000      X                                  18,000
Cardinal Health Inc.  COMMON STOCK    14149Y108       2,324      31,400      X                                  31,400
Carnival Corporation  COMMON STOCK    143658102       1,342      68,800      X                                  68,800
Carrier Access        COMMON STOCK    144460102       5,319     100,600      X                                 100,600
Casey's General       COMMON STOCK    147528103         366      35,300      X                                  35,300
Cash America          COMMON STOCK    14754D100         133      18,000      X                                  18,000
Catalina Marketing    COMMON STOCK    148867104       2,336      22,900      X                                  22,900
Caterpillar, Inc.     COMMON STOCK    149123101       1,348      39,800      X                                  39,800
Cato Corporation      COMMON STOCK    149205106         215      18,500      X                                  18,500
C-Cor. Net            COMMON STOCK    125010108       1,696      62,800      X                                  62,800
C-Cube Microsystems,  COMMON STOCK    12501N108       1,860      94,800      X                                  94,800
CDI Corporation       COMMON STOCK    125071100         271      13,300      X                                  13,300
CEC Entertainment     COMMON STOCK    125137109       1,254      48,950      X                                  48,950
Cendant Corporation   COMMON STOCK    151313103       1,150      82,120      X                                  82,120
Central Parking       COMMON STOCK    154785109         604      25,500      X                                  25,500
Centura Banks, Inc.   COMMON STOCK    15640T100       1,965      57,900      X                                  57,900
CenturyTel, Inc.      COMMON STOCK    156700106         453      15,750      X                                  15,750
Cephalon, Inc.        COMMON STOCK    156708109       9,376     156,600      X                                 156,600
Ceridian Corporation  COMMON STOCK    15677T106         392      16,300      X                                  16,300
Cerner Corporation    COMMON STOCK    156782104         643      23,600      X                                  23,600
CH Energy Group,      COMMON STOCK    12541M102         404      11,900      X                                  11,900
Champion              COMMON STOCK    158496109         161      33,100      X                                  33,100
Charles Schwab        COMMON STOCK    808513105       5,217     155,150      X                                 155,150
Charter One           COMMON STOCK    160903100         538      23,400      X                                  23,400
Chase Manhattan       COMMON STOCK    16161A108      10,643     231,038      X                                 231,038
CheckFree Holdings    COMMON STOCK    162816102       3,795      73,600      X                                  73,600
Checkpoint Systems,   COMMON STOCK    162825109         158      21,100      X                                  21,100
Cheesecake Factory,   COMMON STOCK    163072101         588      21,375      X                                  21,375
Chemfirst, Inc.       COMMON STOCK    16361A106         268      11,100      X                                  11,100
Chevron Corporation   COMMON STOCK    166751107      31,237     368,300      X                                 368,300
Chiquita Brands       COMMON STOCK    170032106         183      46,500      X                                  46,500
Chittenden            COMMON STOCK    170228100         486      19,900      X                                  19,900
ChoicePoint, Inc.     COMMON STOCK    170388102       1,252      28,135      X                                  28,135
Chubb Corporation     COMMON STOCK    171232101       1,218      19,800      X                                  19,800
Ciber Inc             COMMON STOCK    17163B102       1,616     121,900      X                                 121,900
CIENA Corporation     COMMON STOCK    171779101       6,667      40,000      X                                  40,000
Cigna Corporation     COMMON STOCK    125509109      76,585     819,100      X                                 819,100
Cincinnati Financial  COMMON STOCK    172062101         569      18,100      X                                  18,100
CINergy Corporation   COMMON STOCK    172474108         448      17,600      X                                  17,600
Cintas Corporation    COMMON STOCK    172908105       6,670     181,800      X                                 181,800
Circle International  COMMON STOCK    172574105         309      12,300      X                                  12,300
Circuit City          COMMON STOCK    172737108       7,427     223,800      X                                 223,800
Cisco Systems, Inc.   COMMON STOCK    17275R102     205,364   3,230,900      X                               3,230,900
Citigroup, Inc.       COMMON STOCK    172967101      94,459   1,567,784      X                               1,567,784
Citrix Systems, Inc.  COMMON STOCK    177376100         398      21,000      X                                  21,000
CKE Restaurants,      COMMON STOCK    12561E105         106      35,370      X                                  35,370
CLARCOR, Inc.         COMMON STOCK    179895107         336      16,900      X                                  16,900
Clear Channel         COMMON STOCK    184502102       2,910      38,800      X                                  38,800
Clorox Company        COMMON STOCK    189054109       1,188      26,500      X                                  26,500
CMS Energy Corp       COMMON STOCK    125896100       1,686      76,200      X                                  76,200
CNF Transportation    COMMON STOCK    12612W104       2,132      93,700      X                                  93,700
Coachmen Industries,  COMMON STOCK    189873102         125      10,900      X                                  10,900
Coastal Corporation   COMMON STOCK    190441105       1,498      24,600      X                                  24,600
Coca Cola Bottlng     COMMON STOCK    191098102         282       6,200      X                                   6,200
Coca-Cola             COMMON STOCK    191219104         778      47,700      X                                  47,700
Coca-Cola Company     COMMON STOCK    191216100      16,220     282,400      X                                 282,400
Coeur d'Alene Mines   COMMON STOCK    192108108          65      26,700      X                                  26,700
Cognex Corporation    COMMON STOCK    192422103       2,779      53,700      X                                  53,700
Coherent, Inc.        COMMON STOCK    192479103       2,307      27,500      X                                  27,500
Cohu, Inc.            COMMON STOCK    192576106         380      14,100      X                                  14,100
Colgate-Palmolive     COMMON STOCK    194162103       3,940      65,800      X                                  65,800
Columbia Energy       COMMON STOCK    197648108      18,001     274,300      X                                 274,300
Comcast Corporation   COMMON STOCK    200300200     135,865   3,354,700      X                               3,354,700
Comerica, Inc.        COMMON STOCK    200340107         792      17,650      X                                  17,650
Comidisco, Inc.       COMMON STOCK    200336105       4,442     199,100      X                                 199,100
Commerce Bancorp,     COMMON STOCK    200519106         990      21,519      X                                  21,519
Commercial Federal    COMMON STOCK    201647104       2,121     136,300      X                                 136,300
Commercial Metals     COMMON STOCK    201723103         272       9,900      X                                   9,900
Commonwealth          COMMON STOCK    203004106          68      11,600      X                                  11,600
Community First       COMMON STOCK    203902101       2,597     159,200      X                                 159,200
Compaq Computers,Inc  COMMON STOCK    204493100       4,949     193,593      X                                 193,593
Computer Associates   COMMON STOCK    204912109      16,613     324,562      X                                 324,562
Computer Network      COMMON STOCK    204925101       1,991     114,600      X                                 114,600
Computer Sciences     COMMON STOCK    205363104      19,777     264,800      X                                 264,800
Computer Task         COMMON STOCK    205477102          74      14,600      X                                  14,600
Compuware Corp.       COMMON STOCK    205638109         423      40,800      X                                  40,800
Comverse Technology   COMMON STOCK    205862402       7,933      85,300      X                                  85,300
ConAgra, Inc.         COMMON STOCK    205887102       1,066      55,900      X                                  55,900
Concord               COMMON STOCK    206186108         459      11,500      X                                  11,500
Concord EFS, Inc.     COMMON STOCK    206197105       8,171     314,275      X                                 314,275
Cone Mills            COMMON STOCK    206814105         110      17,800      X                                  17,800
Conexant Systems Inc  COMMON STOCK    207142100       1,211      24,900      X                                  24,900
CONMED Corporation    COMMON STOCK    207410101         277      10,700      X                                  10,700
Conoco, Inc.          COMMON STOCK    208251405       4,427     180,226      X                                 180,226
Conseco Inc.          COMMON STOCK    208464107         358      36,706      X                                  36,706
Consolidated          COMMON STOCK    209798107         184      20,417      X                                  20,417
Consolidated Edison   COMMON STOCK    209115104       1,379      46,550      X                                  46,550
Consolidated Stores   COMMON STOCK    210149100         149      12,400      X                                  12,400
Constellation Energy  COMMON STOCK    210371100         547      16,800      X                                  16,800
Convergys             PREFERRED       212485106       3,600      69,400      X                                  69,400
Cooper Companies,     COMMON STOCK    216648402         360       9,900      X                                   9,900
Cooper Industries,    COMMON STOCK    216669101         345      10,600      X                                  10,600
Copart, Inc.          COMMON STOCK    217204106         602      37,600      X                                  37,600
COR Therapeutics      COMMON STOCK    217753102       2,892      33,900      X                                  33,900
Corn Products         COMMON STOCK    219023108       1,947      73,450      X                                  73,450
Corning Inc.          COMMON STOCK    219350105      14,249      52,800      X                                  52,800
Cost Plus, Inc.       COMMON STOCK    221485105         410      14,300      X                                  14,300
Costco Wholesale      COMMON STOCK    22160K1051      1,676      50,800      X                                  50,800
Countrywide Credit    COMMON STOCK    222372104       4,847     159,900      X                                 159,900
Coventry Health       COMMON STOCK    222862104         546      41,000      X                                  41,000
Cox Communications    COMMON STOCK    224044107     148,347   3,255,900      X                               3,255,900
CP & L Energy, Inc.   COMMON STOCK    12614C106         575      18,000      X                                  18,000
Crescent Real Estate  COMMON STOCK    225756105         820      40,000      X                                  40,000
Cross Timbers Oil     COMMON STOCK    227573102       2,586     116,900      X                                 116,900
Crown Cork & Seal     COMMON STOCK    228255105         213      14,200      X                                  14,200
CSX Corporation       COMMON STOCK    126408103         521      24,600      X                                  24,600
CTS Corporation       COMMON STOCK    126501105       1,656      36,800      X                                  36,800
Cullen/Frost Bankers  COMMON STOCK    229899109       3,618     137,500      X                                 137,500
CUNO, Inc.            COMMON STOCK    126583103         264      11,400      X                                  11,400
CVS Corporation       CONVERTIBLE     126650100       4,864     121,600      X                                 121,600
Cyberonics, Inc.      COMMON STOCK    23251P102         596      49,700      X                                  49,700
Cygnus, Inc.          COMMON STOCK    232560102         257      18,000      X                                  18,000
Cypress               COMMON STOCK    232806109       8,095     191,600      X                                 191,600
Cyrk, Inc.            COMMON STOCK    232817106          55      11,000      X                                  11,000
Cytyc Corporation     COMMON STOCK    232946103       7,793     146,000      X                                 146,000
D.R. Horton, Inc.     COMMON STOCK    23331A109         587      43,300      X                                  43,300
Dain Rauscher         COMMON STOCK    233856103         594       9,000      X                                   9,000
Dallas Semiconductor  COMMON STOCK    235204104       3,110      76,300      X                                  76,300
Damark International  COMMON STOCK    235691102         978      45,500      X                                  45,500
Dana Corporation      COMMON STOCK    235811106         365      17,245      X                                  17,245
Danaher Corporation   COMMON STOCK    235851102         796      16,100      X                                  16,100
Darden Restaurants,   COMMON STOCK    237194105         228      14,000      X                                  14,000
Datascope             COMMON STOCK    238113104         378      10,500      X                                  10,500
DDI Corporation       COMMON STOCK    233162106       3,135     110,000      X                                 110,000
Dean Foods Company    COMMON STOCK    242361103       3,742     118,100      X                                 118,100
Deere & Company       COMMON STOCK    244199105         992      26,800      X                                  26,800
Dell Computer         COMMON STOCK    247025109      14,488     293,800      X                                 293,800
Delphi Automotive     COMMON STOCK    247126105       3,186     218,744      X                                 218,744
Delphi Financial      COMMON STOCK    247131105         478      14,085      X                                  14,085
Delta & Pine Land     COMMON STOCK    247357106         674      26,900      X                                  26,900
Delta Air Lines,      COMMON STOCK    247361108         713      14,100      X                                  14,100
Dendrite              COMMON STOCK    248239105       2,046      61,400      X                                  61,400
Department 56, Inc.   COMMON STOCK    249509100         111      10,100      X                                  10,100
Diagnostic Products   COMMON STOCK    252450101         307       9,600      X                                   9,600
Digene Corporation    COMMON STOCK    253752109       1,054      26,100      X                                  26,100
Digi International,   COMMON STOCK    253798102          68      10,500      X                                  10,500
Digital Microwave     COMMON STOCK    253859102       3,595      94,300      X                                  94,300
Dillard's Inc.        COMMON STOCK    254067101         130      10,600      X                                  10,600
DIMON, Inc.           COMMON STOCK    254394109          66      31,200      X                                  31,200
Dionex Corporation    COMMON STOCK    254546104       1,185      44,300      X                                  44,300
Discount Auto Parts,  COMMON STOCK    254642101         117      11,700      X                                  11,700
Dollar General        COMMON STOCK    256669102       3,800     194,874      X                                 194,874
Dominion Resources,   COMMON STOCK    25746U109       3,225      75,208      X                                  75,208
Dover Corporation     COMMON STOCK    260003108      17,555     432,800      X                                 432,800
Dow Chemical Company  COMMON STOCK    260543103       2,288      75,800      X                                  75,800
Dow Jones & Company,  COMMON STOCK    260561105         754      10,300      X                                  10,300
Downey Financial      COMMON STOCK    261018105         573      19,765      X                                  19,765
DQE, Inc.             COMMON STOCK    23329J104       2,429      61,400      X                                  61,400
Dress Barn            COMMON STOCK    261570105         281      12,700      X                                  12,700
Dril-Quip, Inc.       COMMON STOCK    262037104         570      12,200      X                                  12,200
DST SYSTEMS INC       COMMON STOCK    233326107       4,438      58,300      X                                  58,300
DTE Energy Company    COMMON STOCK    233331107         492      16,100      X                                  16,100
Duke Energy Corp.     COMMON STOCK    264399106       2,363      41,919      X                                  41,919
Duke Realty           COMMON STOCK    264411505       1,163      52,000      X                                  52,000
Dun & Bradstreet      COMMON STOCK    26483B106         518      18,100      X                                  18,100
DuPont Photomasks,    COMMON STOCK    26613X101         897      13,100      X                                  13,100
Dura                  COMMON STOCK    26632S109         446      31,000      X                                  31,000
Dura Automotive       COMMON STOCK    265903104       1,776     164,300      X                                 164,300
DUSA Pharmaceuticals  COMMON STOCK    266898105       1,357      46,000      X                                  46,000
Dycom Industries      COMMON STOCK    267475101       2,122      46,150      X                                  46,150
Dynegy Inc.           COMMON STOCK    26816Q101      10,575     154,800      X                                 154,800
E.I. Du Pont De       COMMON STOCK    263534109       6,472     147,926      X                                 147,926
E.W. Blanch Holdings  COMMON STOCK    093210102         853      42,000      X                                  42,000
Earthgrains Company   COMMON STOCK    270319106         577      29,700      X                                  29,700
Eastern Enterprises   COMMON STOCK    27637F100         202       3,200      X                                   3,200
Eastman Chemical      COMMON STOCK    277432100       8,815     184,600      X                                 184,600
Eastman Kodak         COMMON STOCK    277461109       2,100      35,300      X                                  35,300
Eaton Corporation     COMMON STOCK    278058102         570       8,500      X                                   8,500
Eaton Vance           COMMON STOCK    278265103       1,152      24,900      X                                  24,900
Eaton Vance Corp.     COMMON STOCK    278265103         925      20,000      X                                  20,000
Ecolab, Inc.          COMMON STOCK    278865100         570      14,600      X                                  14,600
Edison International  COMMON STOCK    281020107       2,105     102,700      X                                 102,700
EGL, Inc.             COMMON STOCK    268484102         618      20,100      X                                  20,100
El Paso Natural Gas   COMMON STOCK    283905107       1,345      26,400      X                                  26,400
Elan Corporation Plc  COMMON STOCK    284131208      35,824     739,600      X                                 739,600
Elcor Corporation     COMMON STOCK    284443108         315      13,700      X                                  13,700
Electro Scientific    COMMON STOCK    285229100       1,695      38,500      X                                  38,500
Electroglas, Inc.     COMMON STOCK    285324109         310      14,400      X                                  14,400
Electronic Arts Inc.  COMMON STOCK    285512109       3,362      46,100      X                                  46,100
Electronic Data       COMMON STOCK    285661104       2,195      53,200      X                                  53,200
Eli Lilly & Company   COMMON STOCK    532457108      78,002     781,000      X                                 781,000
eLoyalty Corporation  COMMON STOCK    290151109         439      34,400      X                                  34,400
EMC Corporation       COMMON STOCK    268648102      19,058     247,710      X                                 247,710
Emerson Electric      COMMON STOCK    291011104       6,267     103,800      X                                 103,800
Energen Corporation   COMMON STOCK    29265N108         456      20,900      X                                  20,900
Engelhard             COMMON STOCK    292845104         240      14,050      X                                  14,050
Enhance Financial     COMMON STOCK    293310108         384      26,700      X                                  26,700
Enron Corporation     COMMON STOCK    293561106       5,392      83,600      X                                  83,600
ENSCO International,  COMMON STOCK    26874Q100      17,870     499,000      X                                 499,000
Entergy Corporation   COMMON STOCK    29364G103       7,597     279,400      X                                 279,400
Enzo Biochem, Inc.    COMMON STOCK    294100102       1,228      17,800      X                                  17,800
EOG Resources, Inc.   COMMON STOCK    26875P101      93,127   2,779,900      X                               2,779,900
Epicor Software       COMMON STOCK    29426L108          73      29,000      X                                  29,000
Epresence, Inc.       COMMON STOCK    294348107         118      16,300      X                                  16,300
Equifax, Inc.         COMMON STOCK    294429105         417      15,900      X                                  15,900
Equity Residential    COMMON STOCK    29476L107       1,150      25,000      X                                  25,000
ESS Technology, Inc.  COMMON STOCK    269151106         426      29,400      X                                  29,400
Esterline             COMMON STOCK    297425100         180      12,100      X                                  12,100
Ethan Allen           COMMON STOCK    297602104         664      27,650      X                                  27,650
Exabyte Corporation   COMMON STOCK    300615101          72      16,000      X                                  16,000
Expeditors Inter-     COMMON STOCK    302130109       1,696      35,700      X                                  35,700
Exxon Mobil           COMMON STOCK    30231G102     123,373   1,571,640      X                               1,571,640
F.Y.I., Inc.          COMMON STOCK    302712104         357      10,600      X                                  10,600
FactSet Research      COMMON STOCK    303075105         638      22,600      X                                  22,600
Fair, Isaac and       COMMON STOCK    303250104         444      10,100      X                                  10,100
Family Dollar Stores  COMMON STOCK    307000109       6,874     351,400      X                                 351,400
Fannie Mae            COMMON STOCK    313586109      48,039     920,500      X                                 920,500
Fedders Corporation   COMMON STOCK    313135105         144      24,800      X                                  24,800
Federated Department  COMMON STOCK    31410H101         824      24,400      X                                  24,400
FedEx Corporation     COMMON STOCK    31428X106       1,258      33,100      X                                  33,100
Fidelity National     COMMON STOCK    316326107       2,304     125,820      X                                 125,820
Fifth Third Bancorp   COMMON STOCK    316773100       2,237      35,375      X                                  35,375
FileNET Corporation   COMMON STOCK    316869106         439      23,900      X                                  23,900
First American        COMMON STOCK    318522307       1,730     120,900      X                                 120,900
First BanCorp         COMMON STOCK    339030108       3,490     102,642      X                                 102,642
First Bancorp Puerto  COMMON STOCK    318672102         351      18,900      X                                  18,900
First Data            COMMON STOCK    319963104      40,045     806,966      X                                 806,966
First Industrial      COMMON STOCK    32054K103      12,074     409,300      X                                 409,300
First Midwest         COMMON STOCK    320867104         668      28,750      X                                  28,750
First Union           COMMON STOCK    337358105       2,773     111,742      X                                 111,742
Firstar Coporation    COMMON STOCK    33763V109       2,327     110,473      X                                 110,473
FirstEnergy Corp      COMMON STOCK    337932107         608      26,000      X                                  26,000
FirstMerit Corp.      COMMON STOCK    337915102       2,174     101,700      X                                 101,700
Fiserv, Inc.          COMMON STOCK    337738108       4,922     113,800      X                                 113,800
Fleet Boston          COMMON STOCK    339030108       2,618      77,000      X                                  77,000
Fleetwood             COMMON STOCK    339099103         326      22,900      X                                  22,900
Fleming Companies,    COMMON STOCK    339130106         359      27,500      X                                  27,500
Florida Progress      COMMON STOCK    341109106         516      11,000      X                                  11,000
Florida Rock          COMMON STOCK    341140101         463      13,000      X                                  13,000
Flow International    COMMON STOCK    343468104         103      10,300      X                                  10,300
Flowers Industries,   COMMON STOCK    343496105       7,518     377,100      X                                 377,100
Fluor Corporation     COMMON STOCK    343861100         269       8,500      X                                   8,500
FMC Corporation       COMMON STOCK    302491303         209       3,600      X                                   3,600
Footstar, Inc.        COMMON STOCK    344912100         459      13,800      X                                  13,800
Ford Motor Company    COMMON STOCK    345370100       7,332     170,500      X                                 170,500
Forest Labs Inc.      COMMON STOCK    345838106       3,222      31,900      X                                  31,900
Fort James            COMMON STOCK    347471104         537      23,200      X                                  23,200
Fortune Brands, Inc.  COMMON STOCK    349631101         408      17,700      X                                  17,700
Fossil, Inc.          COMMON STOCK    349882100       1,031      53,050      X                                  53,050
Foster Wheeler        COMMON STOCK    350244109         246      28,500      X                                  28,500
Fox Entertainment     COMMON STOCK    35138T107       3,189     105,000      X                                 105,000
FPL Group, Inc.       COMMON STOCK    302571104       1,005      20,300      X                                  20,300
Franklin Covey        COMMON STOCK    353469109         100      14,400      X                                  14,400
Franklin Resources    COMMON STOCK    354613101         841      27,700      X                                  27,700
Freddie Mac           COMMON STOCK    313400301       6,614     163,300      X                                 163,300
Freeport-McMoran      COMMON STOCK    35671D857         167      18,100      X                                  18,100
Fremont General       COMMON STOCK    357288109         193      49,000      X                                  49,000
Friede Goldman        COMMON STOCK    358430106         306      34,204      X                                  34,204
Fritz Companies,      COMMON STOCK    358846103         264      25,600      X                                  25,600
Frozen Food Express   COMMON STOCK    359360104          34      11,400      X                                  11,400
Furniture Brands Int  COMMON STOCK    360921100         738      48,800      X                                  48,800
G & K Services, Inc.  COMMON STOCK    361268105         358      14,300      X                                  14,300
Gannett Company,      COMMON STOCK    364730101      23,985     401,000      X                                 401,000
Gap, Inc.             COMMON STOCK    364760108       3,027      96,862      X                                  96,862
Gardner Denver, Inc.  COMMON STOCK    365558105         191      10,700      X                                  10,700
Gateway  Inc.         COMMON STOCK    367626108      19,449     342,700      X                                 342,700
GenCorp,Inc.          COMMON STOCK    368682100         234      29,300      X                                  29,300
General               COMMON STOCK    369385109         184      35,900      X                                  35,900
General               COMMON STOCK    370787103         389      26,400      X                                  26,400
General Dynamics      COMMON STOCK    369550108       1,202      23,000      X                                  23,000
General Electric      COMMON STOCK    369604103     254,691   4,805,500      X                               4,805,500
General Mills, Inc.   COMMON STOCK    370334104      52,797   1,380,300      X                               1,380,300
General Motors        COMMON STOCK    370442105       3,542      61,000      X                                  61,000
General Motors Corp   COMMON STOCK    370442832         556       6,336      X                                   6,336
Gentex Corporation    COMMON STOCK    371901109       2,192      87,260      X                                  87,260
Genuine Parts         COMMON STOCK    372460105         394      19,700      X                                  19,700
Geon Company          COMMON STOCK    37246W105       1,408      76,100      X                                  76,100
Georgia-Pacific       COMMON STOCK    373298108         499      19,000      X                                  19,000
Gerber Scientific,    COMMON STOCK    373730100         178      15,500      X                                  15,500
Getty Images, Inc.    COMMON STOCK    374276103       1,093      29,500      X                                  29,500
Gillette Company      COMMON STOCK    375766102       4,154     118,900      X                                 118,900
Global Crossing, Ltd  COMMON STOCK    G3921A100       2,658     101,000      X                                 101,000
Global Industries,    COMMON STOCK    379336100       2,148     113,800      X                                 113,800
Global Marine, Inc.   COMMON STOCK    379352404      16,994     602,900      X                                 602,900
GLOBESPAN INC         COMMON STOCK    379571102       6,470      53,000      X                                  53,000
Golden State Bancorp  COMMON STOCK    381197102       6,750     375,000      X                                 375,000
Golden West           COMMON STOCK    381317106         735      18,000      X                                  18,000
Goodyear Tire &       COMMON STOCK    382550101         346      17,300      X                                  17,300
Goody's Family        COMMON STOCK    382588101         128      23,200      X                                  23,200
GPU Inc.              COMMON STOCK    36225X100         368      13,600      X                                  13,600
Graco, Inc.           COMMON STOCK    384109104       1,541      47,400      X                                  47,400
Great Plains          COMMON STOCK    39119E105         273      13,900      X                                  13,900
Griffon Corporation   COMMON STOCK    398433102         116      20,900      X                                  20,900
Group 1 Automotive,   COMMON STOCK    398905109         188      15,700      X                                  15,700
GTE Corporation       COMMON STOCK    362320103       9,020     144,900      X                                 144,900
Guidant Corporation   COMMON STOCK    401698105       1,742      35,200      X                                  35,200
Guilford Mills,       COMMON STOCK    401794102          57      13,400      X                                  13,400
Gymboree Corporation  COMMON STOCK    403777105          51      17,100      X                                  17,100
H&R Block, Inc.       COMMON STOCK    093671105         356      11,000      X                                  11,000
H.J. HEINZ COMPANY    COMMON STOCK    423074103       3,642      83,250      X                                  83,250
Hain Celestial        COMMON STOCK    405217100         748      20,400      X                                  20,400
Halliburton Company   COMMON STOCK    406216101      25,033     530,500      X                                 530,500
HA-LO Industries,     COMMON STOCK    404429102         251      44,650      X                                  44,650
Hancock Fabrics,      COMMON STOCK    409900107          55      13,000      X                                  13,000
Hanger Orthopedic     COMMON STOCK    41043F208          66      13,400      X                                  13,400
Harcourt General      COMMON STOCK    41163G101         435       8,000      X                                   8,000
Harley-Davidson Inc.  COMMON STOCK    412822108      57,334   1,489,200      X                               1,489,200
Harman International  COMMON STOCK    413086109       1,775      29,100      X                                  29,100
Harrah's              COMMON STOCK    413619107         285      13,600      X                                  13,600
Hartmax Corporation   COMMON STOCK    417119104          52      20,400      X                                  20,400
Hasbro, Inc.          COMMON STOCK    418056107         293      19,450      X                                  19,450
HCA - The Healthcare  COMMON STOCK    404119109       1,921      63,250      X                                  63,250
Health Management     COMMON STOCK    421933102       5,218     399,500      X                                 399,500
HEALTHSOUTH           COMMON STOCK    421924101         314      43,700      X                                  43,700
Heartland Express,    COMMON STOCK    422347104         295      17,700      X                                  17,700
Heidrick & Struggles  COMMON STOCK    422819102         852      13,500      X                                  13,500
Helix Technology      COMMON STOCK    423319102         620      15,900      X                                  15,900
Hercules, Inc.        COMMON STOCK    427056106         167      11,900      X                                  11,900
Herman Miller, Inc.   COMMON STOCK    600544100      17,274     667,600      X                                 667,600
Hershey Foods         COMMON STOCK    427866108         762      15,700      X                                  15,700
Hewlett-Packard       COMMON STOCK    428236103      37,438     299,800      X                                 299,800
Hilb, Rogal and       COMMON STOCK    431294107         319       9,200      X                                   9,200
Hilton Hotels         COMMON STOCK    432848109         388      41,400      X                                  41,400
HNC Software, Inc.    COMMON STOCK    40425P107       2,155      34,900      X                                  34,900
Hologic, Inc.         COMMON STOCK    436440101          72      10,700      X                                  10,700
Home Depot, Inc.      COMMON STOCK    437076102      16,575     331,900      X                                 331,900
Homestake Mining      COMMON STOCK    437614100         200      29,100      X                                  29,100
Honeywell             COMMON STOCK    438516106      18,026     535,111      X                                 535,111
Hooper Holmes, Inc    COMMON STOCK    439104100       1,221     152,700      X                                 152,700
Horizon Offshore Inc  COMMON STOCK    44043J105       2,367     152,700      X                                 152,700
Houghton Mifflin      COMMON STOCK    441560109       9,954     213,200      X                                 213,200
Household             COMMON STOCK    441815107      24,587     591,585      X                                 591,585
HS Resources, Inc.    COMMON STOCK    404297103         396      13,200      X                                  13,200
Hudson United         COMMON STOCK    444165104         796      35,481      X                                  35,481
Hughes Supply, Inc.   COMMON STOCK    444482103         324      16,400      X                                  16,400
Humana, Inc.          COMMON STOCK    444859102          92      18,800      X                                  18,800
Huntington            COMMON STOCK    446150104         397      25,116      X                                  25,116
Hutchinson            COMMON STOCK    448407106         247      17,300      X                                  17,300
Hyperion Solutions    COMMON STOCK    44914M104       1,634      50,380      X                                  50,380
IDEC Pharmaceuticals  COMMON STOCK    449370105       5,080      43,300      X                                  43,300
IDEX Corporation      COMMON STOCK    45167R104         657      20,800      X                                  20,800
Idexx Laboratories,   COMMON STOCK    45168D104       1,800      78,700      X                                  78,700
IHOP Corporation      COMMON STOCK    449623107         233      13,900      X                                  13,900
Illinois Tool Works,  COMMON STOCK    452308109       1,961      34,400      X                                  34,400
IMCO Recycling, Inc.  COMMON STOCK    449681105          59      10,800      X                                  10,800
Immune Response       COMMON STOCK    45252T106         208      19,100      X                                  19,100
Imperial Bancorp      COMMON STOCK    452556103         480      30,900      X                                  30,900
IMS Health Inc.       COMMON STOCK    449934108         603      33,500      X                                  33,500
Inco, Ltd.            COMMON STOCK    453258402         317      20,600      X                                  20,600
Information           COMMON STOCK    456905108          80      20,300      X                                  20,300
Informix Corporation  COMMON STOCK    456779107         684      91,900      X                                  91,900
Ingersoll-Rand        COMMON STOCK    456866102         735      18,250      X                                  18,250
Innovex, Inc.         COMMON STOCK    457647105         100      10,300      X                                  10,300
Input/Output, Inc.    COMMON STOCK    457652105         300      35,500      X                                  35,500
Insight Enterprise,   COMMON STOCK    45765U103       1,984      33,450      X                                  33,450
Insituform            COMMON STOCK    457667103         469      17,300      X                                  17,300
Integrated Device     COMMON STOCK    458118106      16,316     272,500      X                                 272,500
Intel Corporation     COMMON STOCK    458140100     276,867   2,071,000      X                               2,071,000
Inter. Rectif. Corp.  COMMON STOCK    460254105       1,674      29,900      X                                  29,900
Interface, Inc.       COMMON STOCK    458665106         138      36,300      X                                  36,300
INTERIM SERVICES INC  COMMON STOCK    45868P100       1,660      93,500      X                                  93,500
Intermet Corporation  COMMON STOCK    45881K104         122      17,700      X                                  17,700
International         COMMON STOCK    459200101       4,163      38,000      X                                  38,000
International         COMMON STOCK    460254105       2,414      43,100      X                                  43,100
International Flavor  COMMON STOCK    459506101         350      11,600      X                                  11,600
International Paper   COMMON STOCK    460146103       3,274     109,805      X                                 109,805
Interpublic Group of  COMMON STOCK    460690100       1,479      34,400      X                                  34,400
Intersil Holding      COMMON STOCK    46069S109       7,817     144,600      X                                 144,600
Inter-Tel, Inc.       COMMON STOCK    458372109         296      18,400      X                                  18,400
InterVoice-Brite,     COMMON STOCK    461142101         147      22,400      X                                  22,400
Int'l Business        COMMON STOCK    459200101      22,175     202,400      X                                 202,400
Intuit, Inc.          COMMON STOCK    461202103       8,267     199,800      X                                 199,800
Invacare Corp         COMMON STOCK    461203101         551      21,000      X                                  21,000
Investors Financial   COMMON STOCK    461915100         826      20,800      X                                  20,800
Ionics, Inc.          COMMON STOCK    462218108         346      11,300      X                                  11,300
Itron, Inc.           COMMON STOCK    465741106          87      10,500      X                                  10,500
ITT Hartford Group,   COMMON STOCK    416515104       1,376      24,600      X                                  24,600
ITT Industries,Inc.   COMMON STOCK    450911102         301       9,900      X                                   9,900
IVAX Corporation      COMMON STOCK    465823102       7,433     179,100      X                                 179,100
J. Baker, Inc.        COMMON STOCK    057232100          57      15,700      X                                  15,700
J.C. Penney Company,  COMMON STOCK    708160106         542      29,400      X                                  29,400
J.P. Morgan           COMMON STOCK    616880100      46,660     423,700      X                                 423,700
Jabil Circuit, Inc.   COMMON STOCK    466313103       8,987     181,100      X                                 181,100
Jack Henry &          COMMON STOCK    426281101       2,597      51,800      X                                  51,800
Jack in the Box,      COMMON STOCK    466367109       1,812      73,600      X                                  73,600
JAKKS Pacific, Inc.   COMMON STOCK    47012E106         195      13,200      X                                  13,200
Jefferson-Pilot       COMMON STOCK    475070108         655      11,600      X                                  11,600
Jeffries Group, Inc.  COMMON STOCK    472319102         345      17,100      X                                  17,100
JLG Industries, Inc.  COMMON STOCK    466210101         369      31,100      X                                  31,100
Jo-Ann Stores, Inc.   COMMON STOCK    47758P109          88      12,600      X                                  12,600
John H. Harland       COMMON STOCK    412693103         296      19,800      X                                  19,800
Johnson & Johnson     COMMON STOCK    478160104      89,365     877,200      X                                 877,200
Johnson Controls,     COMMON STOCK    478366107         503       9,800      X                                   9,800
Jones Pharma, Inc.    COMMON STOCK    480236108       3,158      79,075      X                                  79,075
Justin Industries,    COMMON STOCK    482171105         394      18,000      X                                  18,000
K2, Inc.              COMMON STOCK    482732104         104      12,500      X                                  12,500
Kaman Corporation     COMMON STOCK    483548103         173      16,200      X                                  16,200
KC Southern Ind, Inc  COMMON STOCK    485170302       1,153      13,000      X                                  13,000
Keebler Foods         COMMON STOCK    487256109       8,732     235,200      X                                 235,200
Kellogg Company       COMMON STOCK    487836108       1,374      46,200      X                                  46,200
Kellwood Company      COMMON STOCK    488044108         353      16,700      X                                  16,700
Kemet Corporation     COMMON STOCK    488360108       2,780     110,900      X                                 110,900
Kent Electronics      COMMON STOCK    490553104       3,416     114,600      X                                 114,600
Kerr-Mcgee            COMMON STOCK    492386107         625      10,604      X                                  10,604
Key Energy Group,     COMMON STOCK    492914106       1,344     139,600      X                                 139,600
Keycorp               COMMON STOCK    493267108         867      49,200      X                                  49,200
Kimberly-Clark        COMMON STOCK    494368103      26,706     465,472      X                                 465,472
Kirby Corporation     COMMON STOCK    497266106         363      17,100      X                                  17,100
KLA-Tencor            COMMON STOCK    482480100       1,247      21,300      X                                  21,300
Kmart Corporation     COMMON STOCK    482584109         371      54,500      X                                  54,500
Knight Ridder Inc.    COMMON STOCK    499040103         468       8,800      X                                   8,800
Kohl's Corporation    COMMON STOCK    500255104       2,069      37,200      X                                  37,200
Komag, Inc.           COMMON STOCK    500453105          68      38,600      X                                  38,600
Kroger Corporation    COMMON STOCK    501044101       2,094      94,900      X                                  94,900
Kroll-O'Gara          COMMON STOCK    501050108         104      15,500      X                                  15,500
Kronos, Inc.          COMMON STOCK    501052104         225       8,650      X                                   8,650
Kulicke and Soffa     COMMON STOCK    501242101       1,009      17,000      X                                  17,000
Labor Ready, Inc.     COMMON STOCK    505401208         198      29,900      X                                  29,900
Laclede Gas Company   COMMON STOCK    505588103         254      13,200      X                                  13,200
Landry's Seafood      COMMON STOCK    51508L103         147      17,300      X                                  17,300
Landstar System,      COMMON STOCK    515098101         375       6,300      X                                   6,300
Laser Vision Centers  COMMON STOCK    51807H100         110      17,700      X                                  17,700
Lason, Inc.           COMMON STOCK    51808R107          34      13,600      X                                  13,600
Lattice Semiconductr  COMMON STOCK    518415104       4,244      61,400      X                                  61,400
La-Z-Boy, Inc.        COMMON STOCK    505336107         602      43,000      X                                  43,000
Leggett & Platt, Inc  COMMON STOCK    524660107         365      22,100      X                                  22,100
Lehman Brothers Hldg  COMMON STOCK    524908100       1,324      14,000      X                                  14,000
Lennox                COMMON STOCK    526107107         533      40,236      X                                  40,236
Lexmark Intl Group    COMMON STOCK    529771107       1,002      14,900      X                                  14,900
Libbey, Inc.          COMMON STOCK    529898108         341      10,600      X                                  10,600
Liberty Media Group   COMMON STOCK    001957208      91,166   3,759,408      X                               3,759,408
Lilly (Eli) & Compy   COMMON STOCK    532457108      12,884     129,000      X                                 129,000
Lilly Industries,     COMMON STOCK    532491107         490      16,300      X                                  16,300
Limited (The), Inc.   COMMON STOCK    532716107       1,048      48,466      X                                  48,466
Lincoln National      COMMON STOCK    534187109         784      21,700      X                                  21,700
Linear Technology     COMMON STOCK    535678106       2,276      35,600      X                                  35,600
Linens 'n             COMMON STOCK    535679104       1,728      63,700      X                                  63,700
Liz Claiborne, Inc.   COMMON STOCK    539320101         212       6,000      X                                   6,000
Lockheed Martin       COMMON STOCK    539830109       1,129      45,500      X                                  45,500
Loews Corporation     COMMON STOCK    540424108         684      11,400      X                                  11,400
Louis Dreyfus         COMMON STOCK    546011107         892      28,500      X                                  28,500
Louisiana-Pacific     COMMON STOCK    546347105         127      11,700      X                                  11,700
Lowe's Companies      COMMON STOCK    548661107       4,500     109,600      X                                 109,600
LSI Logic             COMMON STOCK    502161102       9,894     182,800      X                                 182,800
Luby's, Inc.          COMMON STOCK    549282101         126      15,700      X                                  15,700
Lucent Technologies   COMMON STOCK    549463107     132,174   2,230,789      X                               2,230,789
Lydall, Inc.          COMMON STOCK    550819106         117      11,000      X                                  11,000
M&T Bank Corporation  COMMON STOCK    55261F104       5,895      13,100      X                                  13,100
M.D.C. Holdings,      COMMON STOCK    552676108         279      15,000      X                                  15,000
MacDermid, Inc.       COMMON STOCK    554273102         512      21,800      X                                  21,800
Macromedia, Inc.      COMMON STOCK    556100105       2,485      25,700      X                                  25,700
Macrovision Corp.     COMMON STOCK    555904101       6,399     100,100      X                                 100,100
MAF Bancorp, Inc.     COMMON STOCK    55261R108         295      16,200      X                                  16,200
Mallinckrodt, Inc.    COMMON STOCK    561232109         321       7,400      X                                   7,400
Manitowoc Company,    COMMON STOCK    563571108         465      17,400      X                                  17,400
Manor Care, Inc.      COMMON STOCK    564055101          79      11,300      X                                  11,300
Manpower Inc.         COMMON STOCK    56418H100       2,659      83,100      X                                  83,100
Marcus Corporation    COMMON STOCK    566330106         251      20,700      X                                  20,700
Marriott              COMMON STOCK    571903202         977      27,100      X                                  27,100
Marsh & McLennan      COMMON STOCK    571748102       3,227      30,900      X                                  30,900
Marshall & Isley      COMMON STOCK    571834100       4,287     103,300      X                                 103,300
Masco Corporation     COMMON STOCK    574599106       2,673     148,000      X                                 148,000
Masco Tech, Inc.      COMMON STOCK    574670105         337      31,200      X                                  31,200
Mastec Inc.           COMMON STOCK    576323109       4,898     128,250      X                                 128,250
Material Sciences     COMMON STOCK    576674105         107      10,700      X                                  10,700
Matrixone, Inc.       COMMON STOCK    57685P304       2,612      64,300      X                                  64,300
Mattel, Inc.          COMMON STOCK    577081102         639      48,475      X                                  48,475
Maxim Integrated      COMMON STOCK    57772K101       2,188      32,200      X                                  32,200
MAXIMUS, Inc.         COMMON STOCK    577933104         325      14,700      X                                  14,700
May Department        COMMON STOCK    577778103         902      37,600      X                                  37,600
Maytag Corporation    COMMON STOCK    578592107         332       9,000      X                                   9,000
MBIA, Inc.            COMMON STOCK    55262C100         545      11,300      X                                  11,300
MBNA Corporation      COMMON STOCK    55262L100      30,624   1,128,998      X                               1,128,998
McDonald's            COMMON STOCK    580135101       5,020     152,400      X                                 152,400
McGraw-Hill, Inc.     COMMON STOCK    580645109       1,199      22,200      X                                  22,200
Mckesson HBOC, Inc.   COMMON STOCK    58155Q103         666      31,822      X                                  31,822
MDU Resources Group,  COMMON STOCK    552690109      12,355     571,350      X                                 571,350
Mead Corporation      COMMON STOCK    582834107         293      11,600      X                                  11,600
MediaOne Group, Inc.  PREFERRED       58440J500      28,382     700,800      X                                 700,800
Medicis               COMMON STOCK    584690309       3,289      57,700      X                                  57,700
MedImmune, Inc        COMMON STOCK    584699102       8,170     110,400      X                                 110,400
MedQuist, Inc.        COMMON STOCK    584949101         830      24,400      X                                  24,400
Medtronic, Inc.       COMMON STOCK    585055106      33,399     670,500      X                                 670,500
Mellon Financial      COMMON STOCK    58551A108       4,770     130,900      X                                 130,900
MemberWorks, Inc.     COMMON STOCK    586002107         383      11,400      X                                  11,400
Men's Wearhouse,      COMMON STOCK    587118100         652      29,200      X                                  29,200
Mentor Corporation    COMMON STOCK    587188103         462      17,000      X                                  17,000
Mercator Software     COMMON STOCK    587587106       7,576     110,200      X                                 110,200
Merck & Co., Inc.     COMMON STOCK    589331107     145,342   1,896,800      X                               1,896,800
Mercury Computer      COMMON STOCK    589378108         485      15,000      X                                  15,000
Mercury Interactive   COMMON STOCK    589405109       2,709      28,000      X                                  28,000
Merix Corporation     COMMON STOCK    590049102       2,435      51,800      X                                  51,800
Merrill Lynch &       COMMON STOCK    590188108       5,095      44,300      X                                  44,300
Mesa Air Group, Inc.  COMMON STOCK    590479101         126      22,700      X                                  22,700
META Group, Inc.      COMMON STOCK    591002100       1,153      59,900      X                                  59,900
Methode Electronics,  COMMON STOCK    591520200       1,773      45,900      X                                  45,900
MGIC Investment       COMMON STOCK    552848103      34,024     747,800      X                                 747,800
Michael Foods, Inc.   COMMON STOCK    594079105         338      13,800      X                                  13,800
Michaels Stores Inc.  COMMON STOCK    594087108       9,662     210,900      X                                 210,900
MicroAge, Inc.        COMMON STOCK    594928103           3      12,900      X                                  12,900
Micron Technology,    COMMON STOCK    595112103       5,583      63,400      X                                  63,400
MICROS Systems, Inc.  COMMON STOCK    594901100         223      12,000      X                                  12,000
Microsoft             COMMON STOCK    594918104     116,520   1,456,500      X                               1,456,500
Midas, Inc.           COMMON STOCK    595626102         218      10,900      X                                  10,900
Midway Games, Inc.    COMMON STOCK    598148104         212      26,351      X                                  26,351
Midwest Express       COMMON STOCK    597911106         731      34,040      X                                  34,040
Milacron, Inc.        COMMON STOCK    598709103         363      25,000      X                                  25,000
Millennium            COMMON STOCK    599902103       8,961      80,100      X                                  80,100
Millipore             COMMON STOCK    601073109         392       5,200      X                                   5,200
Minimed, Inc.         COMMON STOCK    60365K108      10,301      87,300      X                                  87,300
Minnesota Mining &    COMMON STOCK    604059105       3,737      45,300      X                                  45,300
Mississippi Chemical  COMMON STOCK    605288208          87      18,300      X                                  18,300
Molex, Inc.           COMMON STOCK    608554101       1,082      22,475      X                                  22,475
Monaco Coach          COMMON STOCK    60886R103         180      13,200      X                                  13,200
Montana Power Co      COMMON STOCK    612085100       3,312      93,800      X                                  93,800
Morgan & Co (J.P.)    COMMON STOCK    616880100       2,048      18,600      X                                  18,600
Morgan Keegan, Inc.   COMMON STOCK    617410105         299      20,300      X                                  20,300
Morgan St Dean        COMMON STOCK    617446448      75,919     911,940      X                                 911,940
Morrison Knudsen      COMMON STOCK    61844A109         265      36,600      X                                  36,600
Motorola, Inc.        COMMON STOCK    620076109      44,564   1,533,382      X                               1,533,382
Mueller Industries    COMMON STOCK    624756102       1,378      49,200      X                                  49,200
Mutual Risk           COMMON STOCK    628351108       1,740     100,500      X                                 100,500
Myers Industries,     COMMON STOCK    628464109         149      13,840      X                                  13,840
Nabisco Group         COMMON STOCK    62952P102         965      37,200      X                                  37,200
Nabors Industries     COMMON STOCK    629568106      42,963   1,033,700      X                               1,033,700
National              COMMON STOCK    637640103       1,141      20,100      X                                  20,100
National City         COMMON STOCK    635405103      18,923   1,109,000      X                               1,109,000
National Computer     COMMON STOCK    635519101       1,980      40,200      X                                  40,200
National Data         COMMON STOCK    635621105       9,536     414,600      X                                 414,600
National Discount     COMMON STOCK    635646102         395      12,400      X                                  12,400
National Fuel Gas Co  COMMON STOCK    636180101      16,448     337,400      X                                 337,400
National Instruments  COMMON STOCK    636518102       2,613      59,900      X                                  59,900
National Oilwell,     COMMON STOCK    637071101       1,404      42,700      X                                  42,700
Nature's Sunshine     COMMON STOCK    639027101          83      11,900      X                                  11,900
Nautica Enterprises,  COMMON STOCK    639089101         259      24,200      X                                  24,200
Navistar              COMMON STOCK    63934E108         211       6,800      X                                   6,800
NBTY, Inc.            COMMON STOCK    628782104         300      47,000      X                                  47,000
NCR Corporation       COMMON STOCK    62886E108         424      10,900      X                                  10,900
Network Appliance     COMMON STOCK    64120L104       2,809      34,900      X                                  34,900
Network Equipment     COMMON STOCK    641208103         151      15,000      X                                  15,000
New Century           COMMON STOCK    64352U103       2,583      86,100      X                                  86,100
New Era Of Networks   COMMON STOCK    644312100       1,096      25,800      X                                  25,800
New Jersey Resources  COMMON STOCK    646025106         472      12,400      X                                  12,400
New York Times        COMMON STOCK    650111107      20,390     516,200      X                                 516,200
Newell Rubbermaid     COMMON STOCK    651229106         778      30,199      X                                  30,199
Newfield Exploration  COMMON STOCK    651290108       1,162      29,700      X                                  29,700
Newmont Mining        COMMON STOCK    651639106         408      18,865      X                                  18,865
Nextel Communication  COMMON STOCK    65332V103       5,299      86,600      X                                  86,600
Niagara Mohawk        COMMON STOCK    653520106         269      19,300      X                                  19,300
NICOR, Inc.           COMMON STOCK    654086107       5,602     171,700      X                                 171,700
Nike, Inc.            COMMON STOCK    654106103       1,234      31,000      X                                  31,000
NiSource Inc.         COMMON STOCK    65473P105       9,093     488,200      X                                 488,200
Noble Drilling        COMMON STOCK    655042109      22,921     556,500      X                                 556,500
Nordson Corporation   COMMON STOCK    655663102       2,374      46,900      X                                  46,900
Nordstrom, Inc.       COMMON STOCK    655664100         367      15,200      X                                  15,200
Norfolk Southern      COMMON STOCK    655844108         647      43,500      X                                  43,500
Nortel Networks       COMMON STOCK    656568102      23,073     338,060      X                                 338,060
North Fork            COMMON STOCK    659424105       5,245     346,800      X                                 346,800
Northern States       COMMON STOCK    665772109         351      17,400      X                                  17,400
Northern Trust        COMMON STOCK    665859104      14,965     230,000      X                                 230,000
Northrop Grumman      COMMON STOCK    666807102         530       8,000      X                                   8,000
Northwest Natural     COMMON STOCK    667655104         394      17,600      X                                  17,600
NorthWestern          COMMON STOCK    668074107         372      16,100      X                                  16,100
NOVA Corporation      COMMON STOCK    669784100       4,436     158,800      X                                 158,800
Novell, Inc.          COMMON STOCK    670006105         345      37,300      X                                  37,300
Novellus Systems,     COMMON STOCK    670008101       3,903      69,000      X                                  69,000
Noven                 COMMON STOCK    670009109         457      15,200      X                                  15,200
NS Group, Inc.        COMMON STOCK    628916108       3,226     154,100      X                                 154,100
NSTAR                 COMMON STOCK    67019E107       1,424      34,995      X                                  34,995
Nucor                 COMMON STOCK    670346105         319       9,600      X                                   9,600
Nuevo Energy Company  COMMON STOCK    670509108         232      12,300      X                                  12,300
NVR, Inc.             COMMON STOCK    62944T105         371       6,500      X                                   6,500
Oakwood Homes         COMMON STOCK    674098108          60      33,000      X                                  33,000
Occidental            COMMON STOCK    674599105         883      41,900      X                                  41,900
Oceaneering           COMMON STOCK    675232102         302      15,900      X                                  15,900
Office Depot, Inc.    COMMON STOCK    676220106         224      35,900      X                                  35,900
Offshore Logistics,   COMMON STOCK    676255102         211      14,700      X                                  14,700
Old Kent Financial    COMMON STOCK    679833103       5,273     198,143      X                                 198,143
OM Group, Inc.        COMMON STOCK    670872100         739      16,800      X                                  16,800
Omnicare, Inc.        COMMON STOCK    681904108       2,663     293,800      X                                 293,800
Omnicom Group, Inc.   COMMON STOCK    681919106       1,826      20,500      X                                  20,500
Omnova Solutions,     COMMON STOCK    682129101         174      27,800      X                                  27,800
On Assignment, Inc.   COMMON STOCK    682159108         473      15,500      X                                  15,500
Oracle Systems        COMMON STOCK    68389X105      27,230     323,924      X                                 323,924
Orbital Sciences      COMMON STOCK    685564106         319      26,200      X                                  26,200
O'Reilly Automotive,  COMMON STOCK    686091109         495      35,700      X                                  35,700
Organogenesis, Inc.   COMMON STOCK    685906109         272      23,800      X                                  23,800
Orthodontic Centers   COMMON STOCK    68750P103         767      33,900      X                                  33,900
Oshkosh Truck         COMMON STOCK    688239201       2,563      71,700      X                                  71,700
Outback Steakhouse,   COMMON STOCK    689899102       4,649     158,950      X                                 158,950
Owens & Minor, Inc.   COMMON STOCK    690732102         395      23,000      X                                  23,000
Owens-Illinois, Inc.  COMMON STOCK    690768403         194      16,600      X                                  16,600
P P & L Corporation   COMMON STOCK    69351T106         355      16,200      X                                  16,200
Paccar Inc.           COMMON STOCK    693718108       4,568     115,100      X                                 115,100
Pacific Gas &         COMMON STOCK    69331C108       1,079      43,800      X                                  43,800
Pacific Sunwear of    COMMON STOCK    694873100         415      22,150      X                                  22,150
Pactiv Corporation    COMMON STOCK    695257105         150      19,000      X                                  19,000
Paine Webber Group,   COMMON STOCK    695629105         760      16,700      X                                  16,700
Pall Corporation      COMMON STOCK    696429307         252      13,600      X                                  13,600
Parametric            COMMON STOCK    699173100       7,240     658,200      X                                 658,200
PAREXEL               COMMON STOCK    699462107         169      17,700      X                                  17,700
Park Electrochemical  COMMON STOCK    700416209         267       7,400      X                                   7,400
Parker Hannifin       COMMON STOCK    701094104         430      12,550      X                                  12,550
Patterson Dental      COMMON STOCK    703412106       2,190      42,950      X                                  42,950
Patterson Energy,     COMMON STOCK    703414102       2,160      75,800      X                                  75,800
Paxar Corporation     COMMON STOCK    704227107         381      31,900      X                                  31,900
Paychex, Inc.         COMMON STOCK    704326107       1,777      42,300      X                                  42,300
PE Corp.- PE          COMMON STOCK    69332S102       1,568      23,800      X                                  23,800
Peco Energy Company   COMMON STOCK    693304107       8,917     221,200      X                                 221,200
Pediatrix Medical     COMMON STOCK    705324101         128      11,000      X                                  11,000
Pegasus Systems, Inc  COMMON STOCK    705906105         184      16,900      X                                  16,900
Pentair, Inc.         COMMON STOCK    709631105      13,490     380,000      X                                 380,000
Penton Media, Inc.    COMMON STOCK    709668107         781      22,300      X                                  22,300
Peoplesoft, Inc.      COMMON STOCK    712713106         524      31,300      X                                  31,300
Pep Boys-Manny, Moe,  COMMON STOCK    713278109         223      37,200      X                                  37,200
PepsiCo, Inc.         COMMON STOCK    713448108       7,301     164,300      X                                 164,300
Performance Food      COMMON STOCK    713755106         310       9,700      X                                   9,700
PerkinElmer, Inc.     COMMON STOCK    714046109         364       5,500      X                                   5,500
Pfizer Inc.           COMMON STOCK    717081103     214,811   4,475,225      X                               4,475,225
PG & E Corporation    COMMON STOCK    69331C108       1,379      56,000      X                                  56,000
Pharmaceutical        COMMON STOCK    717124101         365      17,400      X                                  17,400
Pharmacia             COMMON STOCK    71713U102       7,485     144,814      X                                 144,814
Phelps Dodge          COMMON STOCK    717265102         338       9,090      X                                   9,090
Philadelphia          COMMON STOCK    718009608       1,591      77,646      X                                  77,646
Philip Morris         COMMON STOCK    718154107      54,820   2,063,800      X                               2,063,800
Phillips Petroleum    COMMON STOCK    718507106       4,364      86,100      X                                  86,100
Phillips-Van Heusen   COMMON STOCK    718592108         181      19,100      X                                  19,100
Phoenix Technologies  COMMON STOCK    719153108         295      18,100      X                                  18,100
Photronics, Inc       COMMON STOCK    719405102       2,719      95,800      X                                  95,800
Piedmont Natural Gas  COMMON STOCK    720186105         584      22,000      X                                  22,000
Pier 1 Imports        COMMON STOCK    720279108       3,117     319,700      X                                 319,700
Pinnacle              COMMON STOCK    723456109         358      18,400      X                                  18,400
Pinnacle Holdings,    COMMON STOCK    72346N101       1,555      28,800      X                                  28,800
Pinnacle Systems,     COMMON STOCK    723481107       2,116      94,100      X                                  94,100
Pinnacle West         COMMON STOCK    723484101       2,595      76,600      X                                  76,600
Pioneer Group, Inc.   COMMON STOCK    723684106         797      18,800      X                                  18,800
Pioneer-Standard      COMMON STOCK    723877106         280      19,000      X                                  19,000
Pitney-Bowes, Inc.    COMMON STOCK    724479100       3,180      79,500      X                                  79,500
Pixar, Inc.           COMMON STOCK    725811103       3,729     105,800      X                                 105,800
Placer Dome, Inc.     COMMON STOCK    725906101         356      37,200      X                                  37,200
Plains Resources,     COMMON STOCK    726540503         200      12,500      X                                  12,500
Plantronics, Inc.     COMMON STOCK    727493108       3,754      32,500      X                                  32,500
Plexus Corporation    COMMON STOCK    729132100       2,305      20,400      X                                  20,400
Plum Creek Timber     COMMON STOCK    729251108       2,600     100,000      X                                 100,000
PNC Bank Corporation  COMMON STOCK    693475105       1,547      33,000      X                                  33,000
Pogo Producing        COMMON STOCK    730448107         624      28,200      X                                  28,200
Polaris Industries,   COMMON STOCK    731068102         538      16,800      X                                  16,800
PolyMedica            COMMON STOCK    731738100         394       9,100      X                                   9,100
Pope & Talbot, Inc.   COMMON STOCK    732827100         819      51,200      X                                  51,200
Portal Software       COMMON STOCK    736126103       5,538      86,700      X                                  86,700
Power Integrations,   COMMON STOCK    739276103       1,143      48,500      X                                  48,500
PPG Industries, Inc.  COMMON STOCK    693506107         873      19,700      X                                  19,700
Praxair, Inc.         COMMON STOCK    74005P104         663      17,700      X                                  17,700
Precision Castparts   COMMON STOCK    740189105       1,072      23,700      X                                  23,700
Precision Drilling    COMMON STOCK    74022D100      14,357     371,700      X                                 371,700
Pre-Paid Legal        COMMON STOCK    740065107         472      15,800      X                                  15,800
Pride International   COMMON STOCK    741932107       3,441     139,000      X                                 139,000
Primark Corporation   COMMON STOCK    741903108         503      13,500      X                                  13,500
Prime Hospitality     COMMON STOCK    741917108         296      31,400      X                                  31,400
Priority Healthcare   COMMON STOCK    74264T102       2,450      32,966      X                                  32,966
Procter & Gamble      COMMON STOCK    742718109       8,542     149,200      X                                 149,200
Profit Recovery       COMMON STOCK    743168106         577      34,700      X                                  34,700
Progress Software     COMMON STOCK    743312100         448      25,000      X                                  25,000
Progressive           COMMON STOCK    743315103         622       8,400      X                                   8,400
Project Software &    COMMON STOCK    74339P101         274      15,200      X                                  15,200
Protective Life       COMMON STOCK    743674103       5,019     188,500      X                                 188,500
Protein Design Labs,  COMMON STOCK    74369L103       4,173      25,300      X                                  25,300
Provident Bankshares  COMMON STOCK    743859100         249      18,414      X                                  18,414
Providian Financial   COMMON STOCK    74406A102       1,458      16,200      X                                  16,200
Proxim, Inc.          COMMON STOCK    744284100       1,574      15,900      X                                  15,900
Public Service        COMMON STOCK    744573106         848      24,500      X                                  24,500
Qlogic Corporation    COMMON STOCK    747277101       6,633     100,400      X                                 100,400
QRS Corporation       COMMON STOCK    74726X105         260      10,600      X                                  10,600
Quaker Oats Company   COMMON STOCK    747402105       1,119      14,900      X                                  14,900
QUALCOMM, Inc.        COMMON STOCK    747525103       5,076      84,600      X                                  84,600
Queens County         COMMON STOCK    748242104         267      14,500      X                                  14,500
Questar Corporation   COMMON STOCK    748356102       1,860      96,000      X                                  96,000
Quiksilver, Inc.      COMMON STOCK    74838C106         244      15,700      X                                  15,700
Quintiles Trans-      COMMON STOCK    748767100         182      12,900      X                                  12,900
R.R. Donnelley &      COMMON STOCK    257867101         305      13,500      X                                  13,500
Radian Group, Inc.    COMMON STOCK    750236101       2,903      56,100      X                                  56,100
RadioShack            COMMON STOCK    750438103       6,410     135,300      X                                 135,300
RadiSys Corporation   COMMON STOCK    750459109         675      11,900      X                                  11,900
Ralcorp Holding,      COMMON STOCK    751028101         256      20,900      X                                  20,900
Ralston Purina        COMMON STOCK    751277302       2,209     110,800      X                                 110,800
Rational Software     COMMON STOCK    75409P202       5,037      54,200      X                                  54,200
Ravisent Technology   COMMON STOCK    754440105       1,315     186,200      X                                 186,200
Raymond James         COMMON STOCK    754730109         726      32,250      X                                  32,250
Raytheon Company      COMMON STOCK    755111408         741      38,500      X                                  38,500
Reader's Digest       COMMON STOCK    755267101       3,061      77,000      X                                  77,000
Reader's Digest       COMMON STOCK    755271202       4,225     120,700      X                                 120,700
Read-Rite             COMMON STOCK    755246105          77      34,900      X                                  34,900
Regal Beloit          COMMON STOCK    758750103         236      14,700      X                                  14,700
Regeneron             COMMON STOCK    75886F107         730      24,500      X                                  24,500
Regions Financial     COMMON STOCK    758940100         495      24,900      X                                  24,900
Regis Corporation     COMMON STOCK    758932107         357      28,550      X                                  28,550
Reliance Steel &      COMMON STOCK    759509102         371      19,400      X                                  19,400
Reliant Energy, Inc.  COMMON STOCK    75952J108         996      33,697      X                                  33,697
Remedy Corporation    COMMON STOCK    759548100       2,230      40,000      X                                  40,000
Remington Oil & Gas   COMMON STOCK    759594302         113      15,000      X                                  15,000
Renal Care Group Inc  COMMON STOCK    759930100       1,580      64,650      X                                  64,650
Republic Services     COMMON STOCK    760759100      12,131     758,200      X                                 758,200
Resmed, Inc.          COMMON STOCK    761152107       1,259      47,100      X                                  47,100
Respironics Inc       COMMON STOCK    761230101         369      20,500      X                                  20,500
Riggs National        COMMON STOCK    766570105         250      19,800      X                                  19,800
Rite Aid Corporation  COMMON STOCK    767754104         190      28,900      X                                  28,900
RLI Corporation       COMMON STOCK    749607107         240       6,900      X                                   6,900
Roadway Express Inc.  COMMON STOCK    769742107         316      13,500      X                                  13,500
Rockwell              COMMON STOCK    773903109       7,374     234,100      X                                 234,100
Rohm and Haas         COMMON STOCK    775371107         846      24,524      X                                  24,524
Rollins Truck         COMMON STOCK    775741101         283      40,850      X                                  40,850
Roper Industries,     COMMON STOCK    776696106         548      21,400      X                                  21,400
Ross Stores, Inc.     COMMON STOCK    778296103      37,585   2,202,800      X                               2,202,800
Rowan Companies, Inc  COMMON STOCK    779382100         316      10,400      X                                  10,400
Royal Appliance       COMMON STOCK    780076105          62      10,900      X                                  10,900
Royal Dutch           COMMON STOCK    780257804      63,495   1,031,400      X                               1,031,400
RSA Security, Inc.    COMMON STOCK    749719100       3,289      47,500      X                                  47,500
RTI International     COMMON STOCK    74973W107         166      14,600      X                                  14,600
Ruby Tuesday, Inc.    COMMON STOCK    781182100         541      43,100      X                                  43,100
Russ Berrie and       COMMON STOCK    782233100         275      14,300      X                                  14,300
Ryans Family Steak    COMMON STOCK    783519101         192      22,700      X                                  22,700
Ryland Group, Inc.    COMMON STOCK    783764103         201       9,100      X                                   9,100
S&P 400 Mid-Cap       COMMON STOCK    595635103       7,544      85,000      X                                  85,000
S3, Inc.              COMMON STOCK    784849101       2,040     138,300      X                                 138,300
Sabre Holdings        COMMON STOCK    785905100         408      14,306      X                                  14,306
Safeco Corporation    COMMON STOCK    786429100         284      14,300      X                                  14,300
Safeway Inc.          COMMON STOCK    786514208      28,884     640,100      X                                 640,100
Saga Systems, Inc.    COMMON STOCK    786610105         252      20,300      X                                  20,300
Salton, Inc.          COMMON STOCK    795757103         295       8,000      X                                   8,000
Sanmina Corporation   COMMON STOCK    800907107       5,763      67,400      X                                  67,400
Santa Fe Intern. Corp.COMMON STOCK    G7805C108       3,494     100,000      X                                 100,000
Sapient Corporation   COMMON STOCK    803062108         727       6,800      X                                   6,800
Sara Lee Corporation  COMMON STOCK    803111103       3,573     185,000      X                                 185,000
SBC Communications    COMMON STOCK    78387G103      62,363   1,441,907      X                               1,441,907
ScanSource, Inc.      COMMON STOCK    806037107       1,882      48,400      X                                  48,400
Schering-Plough       COMMON STOCK    806605101      44,344     878,100      X                                 878,100
Schlumberger, Ltd.    COMMON STOCK    806857108       4,851      65,000      X                                  65,000
Schweitzer-Mauduit    COMMON STOCK    808541106         135      10,800      X                                  10,800
Scientific-Atlanta,   COMMON STOCK    808655104       1,371      18,400      X                                  18,400
Scott Technologies,   COMMON STOCK    810022301         203      11,800      X                                  11,800
Scotts Company        COMMON STOCK    810186106         715      19,600      X                                  19,600
SCP Pool Corporation  COMMON STOCK    784028102         277      11,800      X                                  11,800
SEACOR SMIT, Inc.     COMMON STOCK    811904101         458      11,850      X                                  11,850
Seagate Technology    COMMON STOCK    811804103       1,441      26,200      X                                  26,200
Seagram Company, Ltd  COMMON STOCK    811850106       2,900      50,000      X                                  50,000
Sealed Air            COMMON STOCK    81211K100       8,581     163,840      X                                 163,840
Sears Roebuck &       COMMON STOCK    812387108       1,312      40,200      X                                  40,200
SEI Investments       COMMON STOCK    784117103       2,616      65,700      X                                  65,700
Seitel, Inc.          COMMON STOCK    816074306         134      16,500      X                                  16,500
Selective Insurance   COMMON STOCK    816300107         346      18,200      X                                  18,200
Sempra Energy         COMMON STOCK    816851109         391      22,973      X                                  22,973
Sepracor, Inc.        COMMON STOCK    817315104       7,503      62,200      X                                  62,200
Shaw Group, Inc.      COMMON STOCK    820280105         509      10,800      X                                  10,800
Sherwin-Williams      COMMON STOCK    824348106         390      18,400      X                                  18,400
Shopko Stores, Inc.   COMMON STOCK    824911101         318      20,700      X                                  20,700
Siebel Systems, Inc.  COMMON STOCK    826170102       3,746      22,900      X                                  22,900
Sierra Health         COMMON STOCK    826322109          60      18,900      X                                  18,900
Sigma-Aldrich         COMMON STOCK    826552101         281       9,600      X                                   9,600
Silicon Valley        COMMON STOCK    827064106       1,377      32,300      X                                  32,300
Silicon Valley Group  COMMON STOCK    827066101         611      23,600      X                                  23,600
Simon Property        COMMON STOCK    828806109         865      39,000      X                                  39,000
Simpson Industries,   COMMON STOCK    829060102          94      12,500      X                                  12,500
Simpson Manu-         COMMON STOCK    829073105         406       8,500      X                                   8,500
SkyWest, Inc.         COMMON STOCK    830879102         641      17,300      X                                  17,300
SLI, Inc.             COMMON STOCK    78442T108         287      23,700      X                                  23,700
SLM Holding Corp.     COMMON STOCK    78442A109         663      17,700      X                                  17,700
Smith International,  COMMON STOCK    832110100       8,512     116,900      X                                 116,900
Smithfield Foods,     COMMON STOCK    832248108       1,108      39,500      X                                  39,500
Snyder                COMMON STOCK    832914105       1,195      50,300      X                                  50,300
Sola International,   COMMON STOCK    834092108          85      17,400      X                                  17,400
Solectron             COMMON STOCK    834182107       2,852      68,100      X                                  68,100
Sonic Corporation     COMMON STOCK    835451105         369      12,550      X                                  12,550
South Financial       COMMON STOCK    837841105         436      30,100      X                                  30,100
Southdown, Inc.       COMMON STOCK    841297104      22,032     381,500      X                                 381,500
Southern Company      COMMON STOCK    842587107       1,723      73,900      X                                  73,900
Southern Union        COMMON STOCK    844030106         547      34,600      X                                  34,600
Southtrust            COMMON STOCK    844730101       5,647     249,600      X                                 249,600
Southwest Airlines    COMMON STOCK    844741108       1,068      56,387      X                                  56,387
Southwest Bancorp     COMMON STOCK    84476R109         411      19,800      X                                  19,800
Southwest Gas         COMMON STOCK    844895102         383      21,900      X                                  21,900
Southwest Securities  COMMON STOCK    845224104         376      10,100      X                                  10,100
Southwestern Energy   COMMON STOCK    845467109         109      17,500      X                                  17,500
Specialty Equipment   COMMON STOCK    847497203         363      13,400      X                                  13,400
Speedfam-IPEC, Inc.   COMMON STOCK    847705100         376      20,700      X                                  20,700
Sprint Corporation    COMMON STOCK    852061100      24,959     489,400      X                                 489,400
Sprint Corporation    COMMON STOCK    852061506      14,643     246,100      X                                 246,100
SPS Technologies,     COMMON STOCK    784626103         365       8,900      X                                   8,900
SPX Corporation       COMMON STOCK    784635104      14,960     123,700      X                                 123,700
St. Jude Medical,     COMMON STOCK    790849103         432       9,416      X                                   9,416
St. Mary Land &       COMMON STOCK    792228108         337       8,000      X                                   8,000
St. Paul Companies,   COMMON STOCK    792860108         825      24,168      X                                  24,168
Standard Microsystem  COMMON STOCK    853626109         168      10,900      X                                  10,900
Standard Pacific      COMMON STOCK    85375C101         201      20,100      X                                  20,100
Stanley Works         COMMON STOCK    854616109         230       9,700      X                                   9,700
Staples,  Inc.        COMMON STOCK    855030102         846      55,050      X                                  55,050
Starbucks             COMMON STOCK    855244109      10,799     282,800      X                                 282,800
StarTek, Inc.         COMMON STOCK    85569C107         499       9,900      X                                   9,900
Starwood Hotels &     COMMON STOCK    85590A203       8,186     253,348      X                                 253,348
State Street          COMMON STOCK    857477103      24,129     227,500      X                                 227,500
Staten Island         COMMON STOCK    857550107         453      25,700      X                                  25,700
Steel Dynamics, Inc.  COMMON STOCK    858119100         305      33,600      X                                  33,600
Stein Mart, Inc.      COMMON STOCK    858375108         310      30,200      X                                  30,200
Stillwater Mining     COMMON STOCK    86074Q102         750      26,900      X                                  26,900
Stone Energy          COMMON STOCK    861642106         777      13,000      X                                  13,000
Stride Rite           COMMON STOCK    863314100         186      30,300      X                                  30,300
Sturm, Ruger &        COMMON STOCK    864159108         167      18,800      X                                  18,800
Summit Bancorp        COMMON STOCK    866005101         485      19,700      X                                  19,700
Summit Technology,    COMMON STOCK    86627E101         596      31,600      X                                  31,600
Sun Microsystems,     COMMON STOCK    866810104      16,469     181,100      X                                 181,100
Sunoco, Inc.          COMMON STOCK    86764P109         288       9,800      X                                   9,800
Sunrise Medical,      COMMON STOCK    867910101          76      15,500      X                                  15,500
Suntrust Banks, Inc.  COMMON STOCK    867914103       1,576      34,500      X                                  34,500
Supervalu, Inc.       COMMON STOCK    868536103         278      14,600      X                                  14,600
Susquehanna           COMMON STOCK    869099101         392      27,500      X                                  27,500
Sybron International  COMMON STOCK    87114F106       1,391      70,200      X                                  70,200
Symbol Technologies,  COMMON STOCK    871508107       5,492     101,700      X                                 101,700
SymmetriCom, Inc.     COMMON STOCK    871543104         265      10,500      X                                  10,500
Syncor International  COMMON STOCK    87157J106         605       8,400      X                                   8,400
Synovus Financial     COMMON STOCK    87161C105         563      31,950      X                                  31,950
Sysco Corporation     COMMON STOCK    871829107       1,601      38,000      X                                  38,000
Systems & Computer    COMMON STOCK    871873105         454      22,700      X                                  22,700
T. Rowe Price and     COMMON STOCK    741477103         575      13,534      X                                  13,534
Talk.com, Inc.        COMMON STOCK    874264104         268      46,100      X                                  46,100
Target Corporation    COMMON STOCK    87612E106       5,800     100,000      X                                 100,000
TBC Corporation       COMMON STOCK    872180104          68      14,800      X                                  14,800
Techne Corporation    COMMON STOCK    878377100       3,198      24,600      X                                  24,600
Technitrol, Inc.      COMMON STOCK    878555101       1,114      11,500      X                                  11,500
Teekay Shipping Corp  COMMON STOCK    Y8564W103       1,483      45,100      X                                  45,100
Tektronix, Inc.       COMMON STOCK    879131100         392       5,300      X                                   5,300
Teledyne              COMMON STOCK    879360105         313      18,700      X                                  18,700
Telefonica SA ADR     COMMON STOCK    879382208       6,719     104,881      X                                 104,881
Telephone and Data    COMMON STOCK    879433100       6,085      60,700      X                                  60,700
Tellabs, Inc.         COMMON STOCK    879664100      82,905   1,211,400      X                               1,211,400
Telxon Corporation    COMMON STOCK    879700102         204      11,400      X                                  11,400
Temple-Inland, Inc.   COMMON STOCK    879868107         252       6,000      X                                   6,000
Tenet Healthcare      COMMON STOCK    88033G100         961      35,600      X                                  35,600
Tenneco               COMMON STOCK    880349105         125      23,800      X                                  23,800
Teradyne Inc.         COMMON STOCK    880770102       3,961      53,900      X                                  53,900
Terayon               COMMON STOCK    880775101       1,028      16,000      X                                  16,000
Tetra Tech, Inc.      COMMON STOCK    88162G103       2,037      89,062      X                                  89,062
Tetra Technologies,   COMMON STOCK    88162F105       2,700     190,300      X                                 190,300
Teva Pharmaceutical   COMMON STOCK    881624209       6,337     114,300      X                                 114,300
Texaco Inc.           COMMON STOCK    881694103       8,514     159,900      X                                 159,900
Texas Industries,     COMMON STOCK    882491103         424      14,700      X                                  14,700
Texas Instruments,    COMMON STOCK    882508104      12,831     186,800      X                                 186,800
Textron, Inc.         COMMON STOCK    883203101         896      16,500      X                                  16,500
The Bank of New York  COMMON STOCK    064057102       3,441      74,000      X                                  74,000
The Bear Stearns Co.  COMMON STOCK    073902108         521      12,509      X                                  12,509
The Shaw Group Inc.   COMMON STOCK    820280105       2,856      60,600      X                                  60,600
The Walt Disney       COMMON STOCK    254687106      49,602   1,278,000      X                               1,278,000
Theragenics           COMMON STOCK    883375107         176      20,600      X                                  20,600
Thermo Electron       COMMON STOCK    883556102         369      17,500      X                                  17,500
Thomas Industries,    COMMON STOCK    884425109         191      10,800      X                                  10,800
THQ, Inc.             COMMON STOCK    872443403         163      13,350      X                                  13,350
Three-Five Systems,   COMMON STOCK    88554L108         879      14,899      X                                  14,899
Tiffany & Co.         COMMON STOCK    886547108      76,235   1,129,400      X                               1,129,400
Timberland Company    COMMON STOCK    887100105       1,006      14,200      X                                  14,200
Time Warner, Inc.     COMMON STOCK    887315109      70,224     924,000      X                                 924,000
Titan International,  COMMON STOCK    88830M102          77      14,500      X                                  14,500
TJX Companies, Inc.   COMMON STOCK    872540109         636      33,900      X                                  33,900
Toll Brothers, Inc.   COMMON STOCK    889478103         523      25,500      X                                  25,500
Torchmark             COMMON STOCK    891027104       1,666      67,500      X                                  67,500
Toro Company          COMMON STOCK    891092108         293       8,900      X                                   8,900
Tosco Corporation     COMMON STOCK    891490302       9,069     320,300      X                                 320,300
Tower Automotive,     COMMON STOCK    891707101       1,716     137,300      X                                 137,300
Toys 'R' Us, Inc.     COMMON STOCK    892335100         357      24,500      X                                  24,500
Transocean Sedco      COMMON STOCK    G90078109       1,285      24,047      X                                  24,047
Tredegar Corporation  COMMON STOCK    894650100         504      26,500      X                                  26,500
Trenwick Group, Inc.  COMMON STOCK    895290104         189      13,000      X                                  13,000
Triarc Companies,     COMMON STOCK    895927101         342      16,700      X                                  16,700
Tribune Company       COMMON STOCK    896047107      11,329     323,700      X                                 323,700
Tricon Global         COMMON STOCK    895953107         470      16,650      X                                  16,650
Trimble Navigation,   COMMON STOCK    896239100         791      16,200      X                                  16,200
True North            COMMON STOCK    897844106       2,618      59,500      X                                  59,500
TrustCo Bank          COMMON STOCK    898349105         468      37,400      X                                  37,400
TRW Inc.              COMMON STOCK    872649108         599      13,800      X                                  13,800
TXU Corporation       COMMON STOCK    873168108       3,452     116,987      X                                 116,987
Tyco International    COMMON STOCK    902124106      12,959     273,556      X                                 273,556
U S West, Inc.        COMMON STOCK    91273H101       4,972      57,980      X                                  57,980
U.S. Aggregates, Inc  COMMON STOCK    90334D109       1,098      60,600      X                                  60,600
U.S. Bancorp          COMMON STOCK    902973106       1,646      85,486      X                                  85,486
UGI Corporation       COMMON STOCK    902681105         390      19,000      X                                  19,000
UIL Holdings Corp.    COMMON STOCK    902748102         442      10,100      X                                  10,100
Ultratech Stepper,    COMMON STOCK    904034105         219      14,700      X                                  14,700
Unicom Corporation    COMMON STOCK    904911104         785      20,300      X                                  20,300
Unilever N.V.         COMMON STOCK    904784709       2,806      65,253      X                                  65,253
Union Carbide         COMMON STOCK    905581104         762      15,400      X                                  15,400
Union Pacific         COMMON STOCK    907818108       1,056      28,400      X                                  28,400
Union Pacific         COMMON STOCK    907834105         620      28,204      X                                  28,204
Union Planters Corpo  COMMON STOCK    908068109         430      15,400      X                                  15,400
Unisource Energy      COMMON STOCK    909205106         339      22,600      X                                  22,600
Unisys Corporation    COMMON STOCK    909214108         514      35,300      X                                  35,300
United Bankshares,    COMMON STOCK    909907107         533      29,300      X                                  29,300
UNITED NATURAL        COMMON STOCK    911163103       1,224      89,000      X                                  89,000
United Stationers,    COMMON STOCK    913004107         774      23,900      X                                  23,900
United Technologies   COMMON STOCK    913017109      32,681     555,100      X                                 555,100
United Water          COMMON STOCK    913190104         963      27,600      X                                  27,600
Unitedhealth Group,   COMMON STOCK    91324P102       1,612      18,800      X                                  18,800
Universal Forest      COMMON STOCK    913543104         194      14,100      X                                  14,100
Universal Health      COMMON STOCK    913903100       3,646      55,400      X                                  55,400
Univision             COMMON STOCK    914906102      12,058     116,500      X                                 116,500
Unocal Corporation    COMMON STOCK    915289102         918      27,700      X                                  27,700
Unumprovident         COMMON STOCK    91529Y106         543      27,082      X                                  27,082
URS Corporation       COMMON STOCK    903236107         171      11,200      X                                  11,200
US Oncology, Inc.     COMMON STOCK    90338W103         319      63,700      X                                  63,700
USA Networks, Inc.    COMMON STOCK    902984103      11,146     515,400      X                                 515,400
USAir Group, Inc.     COMMON STOCK    911905107         296       7,600      X                                   7,600
USFreightways         COMMON STOCK    916906100       1,214      49,400      X                                  49,400
UST, Inc.             COMMON STOCK    902911106         267      18,200      X                                  18,200
USX - U.S. Steel      COMMON STOCK    90337T101       4,353     234,500      X                                 234,500
USX-Marathon          COMMON STOCK    902905827         890      35,500      X                                  35,500
UTI Energy Corp       COMMON STOCK    903387108       2,119      52,800      X                                  52,800
V F Corporation       COMMON STOCK    918204108         307      12,900      X                                  12,900
Valassis              COMMON STOCK    918866104       6,394     167,700      X                                 167,700
Valence Technology,   COMMON STOCK    918914102         444      24,100      X                                  24,100
Valmont Industries,   COMMON STOCK    920253101         322      16,200      X                                  16,200
Varian Medical        COMMON STOCK    92220P105       1,671      42,700      X                                  42,700
VeriSign, Inc.        COMMON STOCK    92343E102       5,507      31,200      X                                  31,200
Veritas DGC, Inc.     COMMON STOCK    92343P107         471      18,100      X                                  18,100
Veritas Software      COMMON STOCK    923436109       5,040      44,600      X                                  44,600
Verity, Inc.          COMMON STOCK    92343C106       1,588      41,800      X                                  41,800
Vertex                COMMON STOCK    92532F100       4,226      40,100      X                                  40,100
Viacom, Inc.          COMMON STOCK    925524308      11,859     173,913      X                                 173,913
ViaSat, Inc.          COMMON STOCK    92552V100         385       7,100      X                                   7,100
Vicor Corporation     COMMON STOCK    925815102       1,037      29,800      X                                  29,800
Vintage Petroleum,    COMMON STOCK    927460105         986      43,700      X                                  43,700
Vishay Intertech.     COMMON STOCK    928298108       4,644     122,400      X                                 122,400
Visteon Corporation   COMMON STOCK    92839U107         270      22,320      X                                  22,320
Visual Networks, Inc  COMMON STOCK    928444108         502      17,600      X                                  17,600
Vitesse Semi-         COMMON STOCK    928497106      12,359     168,000      X                                 168,000
Vodafone AirTouch     COMMON STOCK    92857T107       2,590      62,500      X                                  62,500
Volt Information      COMMON STOCK    928703107         349      10,600      X                                  10,600
Vulcan Materials      COMMON STOCK    929160109         482      11,300      X                                  11,300
W.W. Grainger, Inc.   COMMON STOCK    384802104         327      10,600      X                                  10,600
Wabash National       COMMON STOCK    929566107         192      16,100      X                                  16,100
Wachovia Corporation  COMMON STOCK    929771103       1,269      23,400      X                                  23,400
Walgreen Company      COMMON STOCK    931422109     136,201   4,231,500      X                               4,231,500
Wal-Mart Stores,      COMMON STOCK    931142103     120,960   2,099,100      X                               2,099,100
Walt Disney Company   COMMON STOCK    254687106       9,200     237,034      X                                 237,034
Washington Federal,   COMMON STOCK    938824109         668      36,600      X                                  36,600
Washington Gas Light  COMMON STOCK    938837101         967      40,200      X                                  40,200
Washington Mutual,    COMMON STOCK    939322103       1,803      62,446      X                                  62,446
Waste Management,     COMMON STOCK    94106L109       1,342      70,629      X                                  70,629
Waters Corporation    COMMON STOCK    941848103       7,451      59,700      X                                  59,700
Watsco, Inc.          COMMON STOCK    942622200         236      18,850      X                                  18,850
Watson                COMMON STOCK    942683103         586      10,900      X                                  10,900
Watts Industries,     COMMON STOCK    942749102         232      18,400      X                                  18,400
WD-40 Company         COMMON STOCK    929236107         223      10,770      X                                  10,770
Wellpoint Health      COMMON STOCK    94973H108      25,100     346,500      X                                 346,500
Wells Fargo &         COMMON STOCK    949746101       7,113     183,560      X                                 183,560
Wells Fargo &         COMMON STOCK    949746104       3,953     102,000      X                                 102,000
Wendy's               COMMON STOCK    950590109         224      12,600      X                                  12,600
Werner Enterprises    COMMON STOCK    950755108         381      32,975      X                                  32,975
Wesley Jesen          COMMON STOCK    951018100         458      12,200      X                                  12,200
Westvaco Corporation  COMMON STOCK    961548104         280      11,300      X                                  11,300
Weyerhaeuser Company  COMMON STOCK    962166104       1,140      26,500      X                                  26,500
Whirlpool             COMMON STOCK    963320106         382       8,200      X                                   8,200
Whitney Holding       COMMON STOCK    966612103         544      15,900      X                                  15,900
Whole Foods Market,   COMMON STOCK    966837106         756      18,300      X                                  18,300
Whx Corporation       COMMON STOCK    929248102          56      10,100      X                                  10,100
Willamette            COMMON STOCK    969133107         341      12,500      X                                  12,500
Williams              COMMON STOCK    969457100       5,103     122,400      X                                 122,400
Williams-Sonoma,      COMMON STOCK    969904101       4,600     141,800      X                                 141,800
Winn-Dixie Stores,    COMMON STOCK    974280109         232      16,200      X                                  16,200
Winnebago             COMMON STOCK    974637100         197      15,100      X                                  15,100
Wolverine World       COMMON STOCK    978097103         287      29,100      X                                  29,100
Worldcom, Inc.        COMMON STOCK    98157D106      37,300     813,094      X                                 813,094
Wrigley (Wm) Jr       COMMON STOCK    982526105       1,042      13,000      X                                  13,000
Wynn's International  COMMON STOCK    983195108         295      13,000      X                                  13,000
Xerox Corporation     COMMON STOCK    984121103       1,571      75,700      X                                  75,700
Xilinx, Inc.          COMMON STOCK    983919101       3,038      36,800      X                                  36,800
Xircom, Inc.          COMMON STOCK    983922105       3,245      68,300      X                                  68,300
XL Capital Ltd.       COMMON STOCK    G98255105       1,461      27,000      X                                  27,000
X-Rite, Inc.          COMMON STOCK    983857103         136      14,900      X                                  14,900
Yahoo! Inc.           COMMON STOCK    984332106       7,680      62,000      X                                  62,000
Yellow Corporation    COMMON STOCK    985509108         260      17,600      X                                  17,600
Young & Rubicam, Inc  COMMON STOCK    987425105         486       8,500      X                                   8,500
Zale Corporation      COMMON STOCK    988858106       1,515      41,500      X                                  41,500
Zebra Technologies    COMMON STOCK    989207105       1,724      38,900      X                                  38,900
Zenith National       COMMON STOCK    989390109         255      12,000      X                                  12,000
Zilog, Inc.           COMMON STOCK    989524103          25      10,152      X                                  10,152
Zions Bancorporation  COMMON STOCK    989701107       7,352     160,200      X                                 160,200
ZixIt Corporation     COMMON STOCK    98974P100         539      11,700      X                                  11,700

Total                                             7,293,651
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