NORTHWESTERN MUTUAL INVESTMENT SERVICES LLC
13F-HR, 2000-05-12
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                  UNITED STATES
              SECURITIES AND EXCHANGE COMMISSION
                    Washington, D.C.  20549

                          FORM 13F

                    FORM 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: March 31, 2000

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

Institutional Investment Manager Filing this Report:

Name:    Northwestern Mutual Investment Services, LLC
Address: 720 E. Wisconsin Ave.
         Milwaukee, WI  53202

13F File Number:  28-6374

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:     Barbara Courtney
Title:    Assistant Treasurer
Phone:    414-299-2418

/S/ Barbara Courtney     Milwaukee, Wisconsin     May 12, 2000


Report Type (Check only one.):
[ X]        13F HOLDINGS REPORT.
[  ]        13F NOTICE.
[  ]        13F COMBINATION REPORT.


List of Other Managers Reporting for this Manager:  None


<PAGE>
                    FORM 13F SUMMARY PAGE


Report Summary:

Number of Other Included Managers:  1

Form 13F Information Table Entry Total:  3239

Form 13F Information Table Value Total (000's):  $7,413,017


List of Other Included Managers:

     FORM 13F
NO.  FILE NO.      NAME
- ---  --------      ------------------------------------------
 1   First Filing  Northwestern Investment Management Company

<PAGE>
<TABLE>
Form 13F Information Table
<CAPTION>

                                                          VALUE    SHARES/ SH/ PUT/ INVSTMT  OTHER        VOTING AUTHORITY
NAME OF ISSUER                 TITLE OF CLASS --CUSIP--  (x$1000)  PRN AMT PRN CALL DSCRETN MANAGERS --SOLE-- -SHARED- --NONE--
- ------------------------------ -------------- ---------  --------  ------- --- ---- ------- -------- -------- -------- --------
<S>                            <C>            <C>        <C>       <C>     <C> <C>  <C>     <C>      <C>      <C>      <C>
                               COM            913903100        29      600 SH       DEFINED 1             600
                               COM            02553E106        61     1600 SH       DEFINED 1            1600
                               COM            302182100        55     1300 SH       DEFINED 1            1300
                               COM            460335201        81     1800 SH       DEFINED 1            1800
                               COM            640204202        47     1700 SH       DEFINED 1            1700
                               COM            67019E107        84     2000 SH       DEFINED 1            2000
                               COM            73172K104        87     1100 SH       DEFINED 1            1100
                               COM            12476Q102        51     2100 SH       DEFINED 1            2100
                               COM            913903100        98     2000 SH       DEFINED 1            2000
                               COM            356602102      2118    17500 SH       DEFINED 1           17500
                               COM            02553E106       140     3700 SH       DEFINED 1            3700
                               COM            302182100       126     3000 SH       DEFINED 1            3000
                               COM            460335201       189     4200 SH       DEFINED 1            4200
                               COM            640204202       108     3900 SH       DEFINED 1            3900
                               COM            67019E107       202     4800 SH       DEFINED 1            4800
                               COM            73172K104       206     2600 SH       DEFINED 1            2600
                               COM            12476Q102       549    22700 SH       DEFINED 1           22700
                               COM            913903100       624    12700 SH       DEFINED 1           12700
HAWAIIAN  ELECTRIC             COM            419870100        35     1100 SH       DEFINED 1            1100
HAWAIIAN  ELECTRIC             COM            419870100        80     2500 SH       DEFINED 1            2500
3COM CORPORATION               COM            885535104      2575    46300 SH       DEFINED 1           46300
3COM CORPORATION               COM            885535104       139     2500 SH       DEFINED 1            2500
3COM CORPORATION               COM            885535104        72     1300 SH       DEFINED 1            1300
3COM CORPORATION               COM            885535104       284     5100 SH       DEFINED 1            5100
3COM CORPORATION               COM            885535104      2798    50300 SH       DEFINED 1           50300
3COM CORPORATION               COM            885535104      3460    62200 SH       DEFINED 1           62200
ABBOTT LABORATORIES INC.       COM            002824100      7242   205800 SH       DEFINED 1          205800
ABBOTT LABORATORIES INC.       COM            002824100       387    11000 SH       DEFINED 1           11000
ABBOTT LABORATORIES INC.       COM            002824100      9754   277200 SH       DEFINED 1          277200
ABERCROMBIE & FITCH CO.        COM            002896207       176    11000 SH       DEFINED 1           11000
ABERCROMBIE & FITCH CO.        COM            002896207        56     3500 SH       DEFINED 1            3500
ABERCROMBIE & FITCH CO.        COM            002896207      2050   128100 SH       DEFINED 1          128100
ABERCROMBIE & FITCH CO.        COM            002896207       131     8200 SH       DEFINED 1            8200
ABMAC FINANCIAL GROUP INC      COM            023139108       519    10300 SH       DEFINED 1           10300
ABMAC FINANCIAL GROUP INC      COM            023139108       121     2400 SH       DEFINED 1            2400
ABMAC FINANCIAL GROUP INC      COM            023139108      6146   122000 SH       DEFINED 1          122000
ABMAC FINANCIAL GROUP INC      COM            023139108       277     5500 SH       DEFINED 1            5500
ACME COMMUNICATIONS            COM            004631107        82     3600 SH       DEFINED 1            3600
ACME COMMUNICATIONS            COM            004631107       130     5700 SH       DEFINED 1            5700
ACME COMMUNICATIONS            COM            004631107      1780    77800 SH       DEFINED 1           77800
ACNIELSEN CORPORATION          COM            004833109        45     2000 SH       DEFINED 1            2000
ACNIELSEN CORPORATION          COM            004833109       104     4600 SH       DEFINED 1            4600
ACUSON CORP.                   COM            005113105        13      900 SH       DEFINED 1             900
ACUSON CORP.                   COM            005113105        31     2100 SH       DEFINED 1            2100
ACXIOM CORP                    COM            005125109        96     2900 SH       DEFINED 1            2900
ACXIOM CORP                    COM            005125109       226     6800 SH       DEFINED 1            6800
ADAPTEC INC                    COM            00651F108       529    13700 SH       DEFINED 1           13700
ADAPTEC INC                    COM            00651F108        27      700 SH       DEFINED 1             700
ADAPTEC INC                    COM            00651F108       711    18400 SH       DEFINED 1           18400
ADC TELECOMMUNICATION          COM            000886101      2160    40100 SH       DEFINED 1           40100
ADC TELECOMMUNICATION          COM            000886101       113     2100 SH       DEFINED 1            2100
ADC TELECOMMUNICATION          COM            000886101      1255    23300 SH       DEFINED 1           23300
ADC TELECOMMUNICATION          COM            000886101     23172   430100 SH       DEFINED 1          430100
ADC TELECOMMUNICATION          COM            000886101      2904    53900 SH       DEFINED 1           53900
ADOBE SYSTEMS INCORPORATED     COM            00724F101      1792    16100 SH       DEFINED 1           16100
ADOBE SYSTEMS INCORPORATED     COM            00724F101       100      900 SH       DEFINED 1             900
ADOBE SYSTEMS INCORPORATED     COM            00724F101      2415    21700 SH       DEFINED 1           21700
ADOLPH COORS CO.               COM            217016104       239     5000 SH       DEFINED 1            5000
ADOLPH COORS CO.               COM            217016104        10      200 SH       DEFINED 1             200
ADOLPH COORS CO.               COM            217016104       316     6600 SH       DEFINED 1            6600
ADTRAN                         COM            00738A106        77     1300 SH       DEFINED 1            1300
ADTRAN                         COM            00738A106       184     3100 SH       DEFINED 1            3100
ADVANCED MICRO DEVICES, INC.   COM            007903107      1124    19700 SH       DEFINED 1           19700
ADVANCED MICRO DEVICES, INC.   COM            007903107        57     1000 SH       DEFINED 1            1000
ADVANCED MICRO DEVICES, INC.   COM            007903107      1512    26500 SH       DEFINED 1           26500
ADVENT SOFTWARE, INC.          COM            007974108        78     1700 SH       DEFINED 1            1700
ADVENT SOFTWARE, INC.          COM            007974108       284     6200 SH       DEFINED 1            6200
ADVENT SOFTWARE, INC.          COM            007974108      2904    63300 SH       DEFINED 1           63300
AES CORPORATION                COM            00130H105      2181    27700 SH       DEFINED 1           27700
AES CORPORATION                COM            00130H105       118     1500 SH       DEFINED 1            1500
AES CORPORATION                COM            00130H105      2930    37200 SH       DEFINED 1           37200
AETNA INC.                     COM            008117103      1119    20093 SH       DEFINED 1           20093
AETNA INC.                     COM            008117103        61     1100 SH       DEFINED 1            1100
AETNA INC.                     COM            008117103      1502    26963 SH       DEFINED 1           26963
AFFILIATED COMPUTER SERVICES,  COM            008190100        65     1700 SH       DEFINED 1            1700
AFFILIATED COMPUTER SERVICES,  COM            008190100       148     3900 SH       DEFINED 1            3900
AFLAC, INC.                    COM            001055102      1627    35700 SH       DEFINED 1           35700
AFLAC, INC.                    COM            001055102        87     1900 SH       DEFINED 1            1900
AFLAC, INC.                    COM            001055102      2187    48000 SH       DEFINED 1           48000
AGCO CORP                      COM            001084102        23     2000 SH       DEFINED 1            2000
AGCO CORP                      COM            001084102        53     4700 SH       DEFINED 1            4700
AGILENT TECHNOLOGIES           COM            00846U101       260     2500 SH       DEFINED 1            2500
AGILENT TECHNOLOGIES           COM            00846U101      2662    25600 SH       DEFINED 1           25600
AGL RESOURCES INC.             COM            001204106        35     1900 SH       DEFINED 1            1900
AGL RESOURCES INC.             COM            001204106        83     4500 SH       DEFINED 1            4500
AIR PRODUCTS & CHEMICALS, INC. COM            009158106       873    30700 SH       DEFINED 1           30700
AIR PRODUCTS & CHEMICALS, INC. COM            009158106        46     1600 SH       DEFINED 1            1600
AIR PRODUCTS & CHEMICALS, INC. COM            009158106      1174    41300 SH       DEFINED 1           41300
AIRBORNE FREIGHT CORP.         COM            009266107        41     1700 SH       DEFINED 1            1700
AIRBORNE FREIGHT CORP.         COM            009266107        91     3800 SH       DEFINED 1            3800
AIRGAS INC.                    COM            009363102        20     2400 SH       DEFINED 1            2400
AIRGAS INC.                    COM            009363102        47     5600 SH       DEFINED 1            5600
AK STEEL HOLDING CORPORATION   COM            001547108        36     3500 SH       DEFINED 1            3500
AK STEEL HOLDING CORPORATION   COM            001547108        85     8200 SH       DEFINED 1            8200
ALASKA AIR GROUP               COM            011659109        27      900 SH       DEFINED 1             900
ALASKA AIR GROUP               COM            011659109        63     2100 SH       DEFINED 1            2100
ALBANY INTERNATIONAL           COM            012348108        15     1016 SH       DEFINED 1            1016
ALBANY INTERNATIONAL           COM            012348108        36     2426 SH       DEFINED 1            2426
ALBEMARLE CORPORATION          COM            012653101        33     1600 SH       DEFINED 1            1600
ALBEMARLE CORPORATION          COM            012653101        77     3700 SH       DEFINED 1            3700
ALBERTO-CULVER COMPANY         COM            013068101       176     7400 SH       DEFINED 1            7400
ALBERTO-CULVER COMPANY         COM            013068101        10      400 SH       DEFINED 1             400
ALBERTO-CULVER COMPANY         COM            013068101       241    10100 SH       DEFINED 1           10100
ALBERTSON'S, INC.              COM            013104104      1759    56750 SH       DEFINED 1           56750
ALBERTSON'S, INC.              COM            013104104        93     3012 SH       DEFINED 1            3012
ALBERTSON'S, INC.              COM            013104104      2366    76326 SH       DEFINED 1           76326
ALCAN ALUMINUM LIMITED         COM            013716105       993    29300 SH       DEFINED 1           29300
ALCAN ALUMINUM LIMITED         COM            013716105        54     1600 SH       DEFINED 1            1600
ALCAN ALUMINUM LIMITED         COM            013716105      1338    39500 SH       DEFINED 1           39500
ALCATEL ALSTHOM                COM            421682500       147      700 SH       DEFINED 1             700
ALCOA INC                      COM            013817101      3449    49100 SH       DEFINED 1           49100
ALCOA INC                      COM            013817101       190     2700 SH       DEFINED 1            2700
ALCOA INC                      COM            013817101      4644    66100 SH       DEFINED 1           66100
ALEXANDER & BALDWIN INC.       COM            014482103        31     1500 SH       DEFINED 1            1500
ALEXANDER & BALDWIN INC.       COM            014482103        70     3400 SH       DEFINED 1            3400
ALLEGHENY ENERGY INC.          COM            017361106       105     3800 SH       DEFINED 1            3800
ALLEGHENY ENERGY INC.          COM            017361106       240     8700 SH       DEFINED 1            8700
ALLEGHENY TECHNOLOGIES         COM            01741R102       250    12481 SH       DEFINED 1           12481
ALLEGHENY TECHNOLOGIES         COM            01741R102        14      700 SH       DEFINED 1             700
ALLEGHENY TECHNOLOGIES         COM            01741R102       256    12750 SH       DEFINED 1           12750
ALLEGHENY TECHNOLOGIES         COM            01741R102      2958   147450 SH       DEFINED 1          147450
ALLEGHENY TECHNOLOGIES         COM            01741R102       338    16867 SH       DEFINED 1           16867
ALLEGIANCE TELECOM INC         COM            01747T102       157     1950 SH       DEFINED 1            1950
ALLEGIANCE TELECOM INC         COM            01747T102       181     2250 SH       DEFINED 1            2250
ALLEGIANCE TELECOM INC         COM            01747T102      2141    26550 SH       DEFINED 1           26550
ALLEGIANCE TELECOM INC         COM            01747T102      2866    35550 SH       DEFINED 1           35550
ALLERGAN INCORPORATED          COM            018490102       880    17600 SH       DEFINED 1           17600
ALLERGAN INCORPORATED          COM            018490102        45      900 SH       DEFINED 1             900
ALLERGAN INCORPORATED          COM            018490102      1185    23700 SH       DEFINED 1           23700
ALLIANT ENERGY                 COM            018802108        82     2700 SH       DEFINED 1            2700
ALLIANT ENERGY                 COM            018802108       189     6200 SH       DEFINED 1            6200
ALLMERICA FINANCIAL CORPORATIO COM            019754100        92     1800 SH       DEFINED 1            1800
ALLMERICA FINANCIAL CORPORATIO COM            019754100       219     4300 SH       DEFINED 1            4300
ALLSTATE CORPORATION           COM            020002101      2567   107794 SH       DEFINED 1          107794
ALLSTATE CORPORATION           COM            020002101       138     5800 SH       DEFINED 1            5800
ALLSTATE CORPORATION           COM            020002101      3458   145228 SH       DEFINED 1          145228
ALLTEL CORPORATION             COM            020039103      2649    42000 SH       DEFINED 1           42000
ALLTEL CORPORATION             COM            020039103       145     2300 SH       DEFINED 1            2300
ALLTEL CORPORATION             COM            020039103      3569    56600 SH       DEFINED 1           56600
ALTERA CORPORATION             COM            021441100      1624    18200 SH       DEFINED 1           18200
ALTERA CORPORATION             COM            021441100       607     6800 SH       DEFINED 1            6800
ALTERA CORPORATION             COM            021441100     31193   349500 SH       DEFINED 1          349500
ALTERA CORPORATION             COM            021441100      1410    15800 SH       DEFINED 1           15800
ALZA CORP.                     COM            022615108       515    13700 SH       DEFINED 1           13700
ALZA CORP.                     COM            022615108        26      700 SH       DEFINED 1             700
ALZA CORP.                     COM            022615108       612    16300 SH       DEFINED 1           16300
ALZA CORP.                     COM            022615108      7066   188100 SH       DEFINED 1          188100
ALZA CORP.                     COM            022615108       691    18400 SH       DEFINED 1           18400
AMAZON.COM INC                 COM            023135106        74     1100 SH       DEFINED 1            1100
AMAZON.COM INC                 COM            023135106       281     4200 SH       DEFINED 1            4200
AMAZON.COM INC                 COM            023135106      2807    41900 SH       DEFINED 1           41900
AMDOCS  LTD                    COM            G02602103       435     5900 SH       DEFINED 1            5900
AMDOCS  LTD                    COM            G02602103      1547    21000 SH       DEFINED 1           21000
AMDOCS  LTD                    COM            G02602103     15858   215200 SH       DEFINED 1          215200
AMERADA HESS CORP              COM            023551104       782    12100 SH       DEFINED 1           12100
AMERADA HESS CORP              COM            023551104        39      600 SH       DEFINED 1             600
AMERADA HESS CORP              COM            023551104      1060    16400 SH       DEFINED 1           16400
AMEREN CORPORATION             COM            023608102       569    18400 SH       DEFINED 1           18400
AMEREN CORPORATION             COM            023608102        31     1000 SH       DEFINED 1            1000
AMEREN CORPORATION             COM            023608102       764    24700 SH       DEFINED 1           24700
AMERICA ONLINE INC             COM            02364J104     20094   298800 SH       DEFINED 1          298800
AMERICA ONLINE INC             COM            02364J104      1069    15900 SH       DEFINED 1           15900
AMERICA ONLINE INC             COM            02364J104       188     2800 SH       DEFINED 1            2800
AMERICA ONLINE INC             COM            02364J104       807    12000 SH       DEFINED 1           12000
AMERICA ONLINE INC             COM            02364J104       659     9800 SH       DEFINED 1            9800
AMERICA ONLINE INC             COM            02364J104      9529   141700 SH       DEFINED 1          141700
AMERICA ONLINE INC             COM            02364J104      7411   110200 SH       DEFINED 1          110200
AMERICA ONLINE INC             COM            02364J104     27108   403100 SH       DEFINED 1          403100
AMERICAN ELECTRIC POWER CO INC COM            025537101       775    26000 SH       DEFINED 1           26000
AMERICAN ELECTRIC POWER CO INC COM            025537101        42     1400 SH       DEFINED 1            1400
AMERICAN ELECTRIC POWER CO INC COM            025537101      1043    35000 SH       DEFINED 1           35000
AMERICAN EXPRESS COMPANY       COM            025816109      8921    59900 SH       DEFINED 1           59900
AMERICAN EXPRESS COMPANY       COM            025816109       477     3200 SH       DEFINED 1            3200
AMERICAN EXPRESS COMPANY       COM            025816109     12019    80700 SH       DEFINED 1           80700
AMERICAN FINANCIAL GROUP, INC. COM            025932104        57     2000 SH       DEFINED 1            2000
AMERICAN FINANCIAL GROUP, INC. COM            025932104       132     4600 SH       DEFINED 1            4600
AMERICAN GENERAL CORPORATION   COM            026351106      1858    33103 SH       DEFINED 1           33103
AMERICAN GENERAL CORPORATION   COM            026351106       102     1810 SH       DEFINED 1            1810
AMERICAN GENERAL CORPORATION   COM            026351106      2499    44525 SH       DEFINED 1           44525
AMERICAN GREETINGS CORP.       COM            026375105       157     8600 SH       DEFINED 1            8600
AMERICAN GREETINGS CORP.       COM            026375105         9      500 SH       DEFINED 1             500
AMERICAN GREETINGS CORP.       COM            026375105       212    11600 SH       DEFINED 1           11600
AMERICAN HOME PRODUCTS         COM            026609107      9374   174800 SH       DEFINED 1          174800
AMERICAN HOME PRODUCTS         COM            026609107       504     9400 SH       DEFINED 1            9400
AMERICAN HOME PRODUCTS         COM            026609107       574    10700 SH       DEFINED 1           10700
AMERICAN HOME PRODUCTS         COM            026609107      6682   124600 SH       DEFINED 1          124600
AMERICAN HOME PRODUCTS         COM            026609107     12623   235400 SH       DEFINED 1          235400
AMERICAN INTERNATIONAL GROUP,I COM            026874107     22697   207278 SH       DEFINED 1          207278
AMERICAN INTERNATIONAL GROUP,I COM            026874107      1210    11046 SH       DEFINED 1           11046
AMERICAN INTERNATIONAL GROUP,I COM            026874107        77      700 SH       DEFINED 1             700
AMERICAN INTERNATIONAL GROUP,I COM            026874107       285     2600 SH       DEFINED 1            2600
AMERICAN INTERNATIONAL GROUP,I COM            026874107      2847    26000 SH       DEFINED 1           26000
AMERICAN INTERNATIONAL GROUP,I COM            026874107     30572   279195 SH       DEFINED 1          279195
AMERICAN ITALIAN PASTA COMPANY COM            027070101       121     4900 SH       DEFINED 1            4900
AMERICAN ITALIAN PASTA COMPANY COM            027070101      1660    67400 SH       DEFINED 1           67400
AMERICAN POWER CONVERSION      COM            029066107       279     6500 SH       DEFINED 1            6500
AMERICAN POWER CONVERSION      COM            029066107       652    15200 SH       DEFINED 1           15200
AMERICAN STANDARD COMPANIES IN COM            029712106        89     2400 SH       DEFINED 1            2400
AMERICAN STANDARD COMPANIES IN COM            029712106       207     5600 SH       DEFINED 1            5600
AMERICAN TOWER CORP            COM            029912201       588    11900 SH       DEFINED 1           11900
AMERICAN TOWER CORP            COM            029912201     10750   217722 SH       DEFINED 1          217722
AMERICAN WATER WORKS INC.      COM            030411102        78     3300 SH       DEFINED 1            3300
AMERICAN WATER WORKS INC.      COM            030411102       183     7700 SH       DEFINED 1            7700
AMERICAN WATES INDUSTRIES      COM            019589308       166    25300 SH       DEFINED 1           25300
AMERICAN WATES INDUSTRIES      COM            019589308         9     1300 SH       DEFINED 1            1300
AMERICAN WATES INDUSTRIES      COM            019589308       224    34100 SH       DEFINED 1           34100
AMETEK INCORPORATED            COM            031100100        21     1100 SH       DEFINED 1            1100
AMETEK INCORPORATED            COM            031100100        48     2500 SH       DEFINED 1            2500
AMGEN INC                      COM            031162100      8390   136700 SH       DEFINED 1          136700
AMGEN INC                      COM            031162100       448     7300 SH       DEFINED 1            7300
AMGEN INC                      COM            031162100     11305   184200 SH       DEFINED 1          184200
AMR CORPORATION                COM            001765106       634    19900 SH       DEFINED 1           19900
AMR CORPORATION                COM            001765106        35     1100 SH       DEFINED 1            1100
AMR CORPORATION                COM            001765106       851    26700 SH       DEFINED 1           26700
AMSOUTH BANCORPORATION         COM            032165102       783    52400 SH       DEFINED 1           52400
AMSOUTH BANCORPORATION         COM            032165102        42     2800 SH       DEFINED 1            2800
AMSOUTH BANCORPORATION         COM            032165102      1053    70500 SH       DEFINED 1           70500
ANADARKO PETROLEUM CORP        COM            032511107       662    17100 SH       DEFINED 1           17100
ANADARKO PETROLEUM CORP        COM            032511107        35      900 SH       DEFINED 1             900
ANADARKO PETROLEUM CORP        COM            032511107        77     2000 SH       DEFINED 1            2000
ANADARKO PETROLEUM CORP        COM            032511107       998    25800 SH       DEFINED 1           25800
ANADARKO PETROLEUM CORP        COM            032511107     18794   485800 SH       DEFINED 1          485800
ANADARKO PETROLEUM CORP        COM            032511107       890    23000 SH       DEFINED 1           23000
ANALOG DEVICES                 COM            032654105      3770    46800 SH       DEFINED 1           46800
ANALOG DEVICES                 COM            032654105       201     2500 SH       DEFINED 1            2500
ANALOG DEVICES                 COM            032654105      5075    63000 SH       DEFINED 1           63000
ANDREW CORPORATION             COM            034425108       251    10962 SH       DEFINED 1           10962
ANDREW CORPORATION             COM            034425108        14      600 SH       DEFINED 1             600
ANDREW CORPORATION             COM            034425108       339    14837 SH       DEFINED 1           14837
ANHEUSER-BUSCH COS INC         COM            035229103      3878    62300 SH       DEFINED 1           62300
ANHEUSER-BUSCH COS INC         COM            035229103       212     3400 SH       DEFINED 1            3400
ANHEUSER-BUSCH COS INC         COM            035229103        68     1100 SH       DEFINED 1            1100
ANHEUSER-BUSCH COS INC         COM            035229103       274     4400 SH       DEFINED 1            4400
ANHEUSER-BUSCH COS INC         COM            035229103      4538    72900 SH       DEFINED 1           72900
ANHEUSER-BUSCH COS INC         COM            035229103      5223    83900 SH       DEFINED 1           83900
AON CORPORATION                COM            037389103      1109    34375 SH       DEFINED 1           34375
AON CORPORATION                COM            037389103        59     1825 SH       DEFINED 1            1825
AON CORPORATION                COM            037389103       426    13200 SH       DEFINED 1           13200
AON CORPORATION                COM            037389103      4828   149700 SH       DEFINED 1          149700
AON CORPORATION                COM            037389103      1493    46300 SH       DEFINED 1           46300
APACHE  CORP                   COM            037411105       761    15300 SH       DEFINED 1           15300
APACHE  CORP                   COM            037411105        40      800 SH       DEFINED 1             800
APACHE  CORP                   COM            037411105      1025    20600 SH       DEFINED 1           20600
APOLLO GROUP INC.              COM            037604105        73     2600 SH       DEFINED 1            2600
APOLLO GROUP INC.              COM            037604105       172     6100 SH       DEFINED 1            6100
APPLE COMPUTER, INC.           COM            037833100      2920    21500 SH       DEFINED 1           21500
APPLE COMPUTER, INC.           COM            037833100       163     1200 SH       DEFINED 1            1200
APPLE COMPUTER, INC.           COM            037833100      3939    29000 SH       DEFINED 1           29000
APPLIED MATERIALS INC          COM            038222105      9557   101400 SH       DEFINED 1          101400
APPLIED MATERIALS INC          COM            038222105       518     5500 SH       DEFINED 1            5500
APPLIED MATERIALS INC          COM            038222105       159     1687 SH       DEFINED 1            1687
APPLIED MATERIALS INC          COM            038222105      1052    11162 SH       DEFINED 1           11162
APPLIED MATERIALS INC          COM            038222105       452     4800 SH       DEFINED 1            4800
APPLIED MATERIALS INC          COM            038222105       245     2596 SH       DEFINED 1            2596
APPLIED MATERIALS INC          COM            038222105      5024    53300 SH       DEFINED 1           53300
APPLIED MATERIALS INC          COM            038222105     18876   200281 SH       DEFINED 1          200281
APPLIED MATERIALS INC          COM            038222105     12875   136600 SH       DEFINED 1          136600
APPLIED MATERIALS INC          COM            038222105      2520    26738 SH       DEFINED 1           26738
APRIA HEALTHCARE GROUP, INC.   COM            037933108        26     1800 SH       DEFINED 1            1800
APRIA HEALTHCARE GROUP, INC.   COM            037933108        59     4100 SH       DEFINED 1            4100
ARCH COMMUNICATION GROUP-WTS   CONVT          039381116         0    32686 PRN      DEFINED 1           32686
ARCH COMMUNICATION GROUP-WTS   COM            039381504      1040   134177 SH       DEFINED 1          134177
ARCH COMMUNICATION GROUP-WTS   COM            039381603       274    35377 SH       DEFINED 1           35377
ARCHER DANIELS MIDLAND COMPANY COM            039483102       845    81423 SH       DEFINED 1           81423
ARCHER DANIELS MIDLAND COMPANY COM            039483102        45     4350 SH       DEFINED 1            4350
ARCHER DANIELS MIDLAND COMPANY COM            039483102      1138   109649 SH       DEFINED 1          109649
ARMSTRONG WORLD INDUSTRIES INC COM            042476101        95     5300 SH       DEFINED 1            5300
ARMSTRONG WORLD INDUSTRIES INC COM            042476101         5      300 SH       DEFINED 1             300
ARMSTRONG WORLD INDUSTRIES INC COM            042476101       129     7200 SH       DEFINED 1            7200
ARNOLD INDUSTRIES INC.         COM            042595108        10      800 SH       DEFINED 1             800
ARNOLD INDUSTRIES INC.         COM            042595108        24     1900 SH       DEFINED 1            1900
ARROW ELECTRONICS INC.         COM            042735100       116     3300 SH       DEFINED 1            3300
ARROW ELECTRONICS INC.         COM            042735100       268     7600 SH       DEFINED 1            7600
ARVIN INDUSTRIES INC           COM            043339100        20      900 SH       DEFINED 1             900
ARVIN INDUSTRIES INC           COM            043339100        45     2000 SH       DEFINED 1            2000
ASHLAND INC                    COM            044204105       324     9700 SH       DEFINED 1            9700
ASHLAND INC                    COM            044204105        20      600 SH       DEFINED 1             600
ASHLAND INC                    COM            044204105       435    13000 SH       DEFINED 1           13000
ASPECT MEDICAL SYSTEMS INC     COM            045235108        25      700 SH       DEFINED 1             700
ASPECT MEDICAL SYSTEMS INC     COM            045235108        50     1400 SH       DEFINED 1            1400
ASPECT MEDICAL SYSTEMS INC     COM            045235108      1030    28700 SH       DEFINED 1           28700
ASPEN TECHNOLOGY INC           COM            045327103        69     1700 SH       DEFINED 1            1700
ASPEN TECHNOLOGY INC           COM            045327103       153     3800 SH       DEFINED 1            3800
ASPEN TECHNOLOGY INC           COM            045327103      1809    44800 SH       DEFINED 1           44800
ASSOCIATED BANC-CORP           COM            045487105        66     2200 SH       DEFINED 1            2200
ASSOCIATED BANC-CORP           COM            045487105       152     5100 SH       DEFINED 1            5100
ASSOCIATES FIRST CAPITAL CORPO COM            046008108      2091    97538 SH       DEFINED 1           97538
ASSOCIATES FIRST CAPITAL CORPO COM            046008108       110     5144 SH       DEFINED 1            5144
ASSOCIATES FIRST CAPITAL CORPO COM            046008108      2815   131310 SH       DEFINED 1          131310
ASTORIA FINL CO                COM            046265104        51     1800 SH       DEFINED 1            1800
ASTORIA FINL CO                COM            046265104       122     4300 SH       DEFINED 1            4300
AT&T CORP-LIBERTY MEDIA        COM            001957208      1067    18000 SH       DEFINED 1           18000
AT&T CORP-LIBERTY MEDIA        COM            001957208     12271   207100 SH       DEFINED 1          207100
AT&T CORPORATION               COM            001957109     24067   427855 SH       DEFINED 1          427855
AT&T CORPORATION               COM            001957109      1290    22931 SH       DEFINED 1           22931
AT&T CORPORATION               COM            001957109       270     4795 SH       DEFINED 1            4795
AT&T CORPORATION               COM            001957109       821    14600 SH       DEFINED 1           14600
AT&T CORPORATION               COM            001957109      1065    18928 SH       DEFINED 1           18928
AT&T CORPORATION               COM            001957109      9461   168200 SH       DEFINED 1          168200
AT&T CORPORATION               COM            001957109     10896   193700 SH       DEFINED 1          193700
AT&T CORPORATION               COM            001957109     32408   576138 SH       DEFINED 1          576138
ATLANTIC RICHFIELD COMPANY     COM            048825103      4029    47400 SH       DEFINED 1           47400
ATLANTIC RICHFIELD COMPANY     COM            048825103       204     2400 SH       DEFINED 1            2400
ATLANTIC RICHFIELD COMPANY     COM            048825103      4990    58700 SH       DEFINED 1           58700
ATMEL CORP                     COM            049513104       196     3800 SH       DEFINED 1            3800
ATMEL CORP                     COM            049513104       723    14000 SH       DEFINED 1           14000
ATMEL CORP                     COM            049513104       387     7500 SH       DEFINED 1            7500
ATMEL CORP                     COM            049513104      7599   147200 SH       DEFINED 1          147200
ATMEL CORP                     COM            049513104       898    17400 SH       DEFINED 1           17400
AUTODESK, INC.                 COM            052769106       373     8200 SH       DEFINED 1            8200
AUTODESK, INC.                 COM            052769106        18      400 SH       DEFINED 1             400
AUTODESK, INC.                 COM            052769106       501    11000 SH       DEFINED 1           11000
AUTOMATIC DATA PROCESSING, INC COM            053015103      4039    83700 SH       DEFINED 1           83700
AUTOMATIC DATA PROCESSING, INC COM            053015103       212     4400 SH       DEFINED 1            4400
AUTOMATIC DATA PROCESSING, INC COM            053015103      5438   112700 SH       DEFINED 1          112700
AUTOZONE INC                   COM            053332102       538    19400 SH       DEFINED 1           19400
AUTOZONE INC                   COM            053332102        28     1000 SH       DEFINED 1            1000
AUTOZONE INC                   COM            053332102       722    26000 SH       DEFINED 1           26000
AVANEX CORP                    COM            05348W109       167     1100 SH       DEFINED 1            1100
AVANEX CORP                    COM            05348W109       501     3300 SH       DEFINED 1            3300
AVANEX CORP                    COM            05348W109        76      500 SH       DEFINED 1             500
AVANEX CORP                    COM            05348W109      2883    19000 SH       DEFINED 1           19000
AVANEX CORP                    COM            05348W109       698     4600 SH       DEFINED 1            4600
AVENUE A INC                   COM            053566105        24      800 SH       DEFINED 1             800
AVENUE A INC                   COM            053566105        24      800 SH       DEFINED 1             800
AVENUE A INC                   COM            053566105       503    16500 SH       DEFINED 1           16500
AVERY DENNISON CORP.           COM            053611109       922    15100 SH       DEFINED 1           15100
AVERY DENNISON CORP.           COM            053611109        49      800 SH       DEFINED 1             800
AVERY DENNISON CORP.           COM            053611109       208     3400 SH       DEFINED 1            3400
AVERY DENNISON CORP.           COM            053611109       843    13800 SH       DEFINED 1           13800
AVERY DENNISON CORP.           COM            053611109      5581    91400 SH       DEFINED 1           91400
AVERY DENNISON CORP.           COM            053611109      1240    20300 SH       DEFINED 1           20300
AVNET INCORPORATED             COM            053807103        88     1400 SH       DEFINED 1            1400
AVNET INCORPORATED             COM            053807103       208     3300 SH       DEFINED 1            3300
AVON PRODUCTS, INC.            COM            054303102       942    32400 SH       DEFINED 1           32400
AVON PRODUCTS, INC.            COM            054303102        49     1700 SH       DEFINED 1            1700
AVON PRODUCTS, INC.            COM            054303102      1270    43700 SH       DEFINED 1           43700
B B AND T CORP.                COM            054937107      1305    46500 SH       DEFINED 1           46500
B B AND T CORP.                COM            054937107        70     2500 SH       DEFINED 1            2500
B B AND T CORP.                COM            054937107      1757    62600 SH       DEFINED 1           62600
B.F. GOODRICH COMPANY          COM            382388106       422    14700 SH       DEFINED 1           14700
B.F. GOODRICH COMPANY          COM            382388106        23      800 SH       DEFINED 1             800
B.F. GOODRICH COMPANY          COM            382388106       571    19900 SH       DEFINED 1           19900
BAKER HUGHES INC.              COM            057224107      1332    44040 SH       DEFINED 1           44040
BAKER HUGHES INC.              COM            057224107        70     2310 SH       DEFINED 1            2310
BAKER HUGHES INC.              COM            057224107      1795    59330 SH       DEFINED 1           59330
BALL CORPORATION               COM            058498106       138     4000 SH       DEFINED 1            4000
BALL CORPORATION               COM            058498106         7      200 SH       DEFINED 1             200
BALL CORPORATION               COM            058498106       190     5500 SH       DEFINED 1            5500
BANC ONE CORPORATION           COM            06423A103      5278   153545 SH       DEFINED 1          153545
BANC ONE CORPORATION           COM            06423A103       284     8258 SH       DEFINED 1            8258
BANC ONE CORPORATION           COM            06423A103      7108   206786 SH       DEFINED 1          206786
BANDAG INC                     COM            059815100        16      700 SH       DEFINED 1             700
BANDAG INC                     COM            059815100        39     1700 SH       DEFINED 1            1700
BANESANDNOBLE.COM INC.         COM            067846105        77     8200 SH       DEFINED 1            8200
BANESANDNOBLE.COM INC.         COM            067846105       768    81400 SH       DEFINED 1           81400
BANK NATIONAL PARIS            COM            413366700       256     3400 SH       DEFINED 1            3400
BANK OF AMERICA CORP           COM            060505104     11982   228495 SH       DEFINED 1          228495
BANK OF AMERICA CORP           COM            060505104       644    12279 SH       DEFINED 1           12279
BANK OF AMERICA CORP           COM            060505104       654    12463 SH       DEFINED 1           12463
BANK OF AMERICA CORP           COM            060505104      7417   141443 SH       DEFINED 1          141443
BANK OF AMERICA CORP           COM            060505104     16139   307776 SH       DEFINED 1          307776
BANK OF NEW YORK COMPANY INC.  COM            064057102      4098    98600 SH       DEFINED 1           98600
BANK OF NEW YORK COMPANY INC.  COM            064057102       216     5200 SH       DEFINED 1            5200
BANK OF NEW YORK COMPANY INC.  COM            064057102       141     3400 SH       DEFINED 1            3400
BANK OF NEW YORK COMPANY INC.  COM            064057102       528    12700 SH       DEFINED 1           12700
BANK OF NEW YORK COMPANY INC.  COM            064057102      5682   136700 SH       DEFINED 1          136700
BANK OF NEW YORK COMPANY INC.  COM            064057102      5520   132800 SH       DEFINED 1          132800
BANK SARASIN                   COM            414954500       108       65 SH       DEFINED 1              65
BANTA                          COM            066821109        17      900 SH       DEFINED 1             900
BANTA                          COM            066821109        39     2100 SH       DEFINED 1            2100
BARNES & NOBLE INC             COM            067774109        55     2400 SH       DEFINED 1            2400
BARNES & NOBLE INC             COM            067774109      3243   141000 SH       DEFINED 1          141000
BARNES & NOBLE INC             COM            067774109       127     5500 SH       DEFINED 1            5500
BARRICK GOLD CORPORATION       COM            067901108       827    52700 SH       DEFINED 1           52700
BARRICK GOLD CORPORATION       COM            067901108        44     2800 SH       DEFINED 1            2800
BARRICK GOLD CORPORATION       COM            067901108      1115    71100 SH       DEFINED 1           71100
BAUSCH & LOMB INC.             COM            071707103       402     7700 SH       DEFINED 1            7700
BAUSCH & LOMB INC.             COM            071707103        21      400 SH       DEFINED 1             400
BAUSCH & LOMB INC.             COM            071707103       543    10400 SH       DEFINED 1           10400
BAXTER INTERNATIONAL INC.      COM            071813109      2445    39000 SH       DEFINED 1           39000
BAXTER INTERNATIONAL INC.      COM            071813109       132     2100 SH       DEFINED 1            2100
BAXTER INTERNATIONAL INC.      COM            071813109      3291    52500 SH       DEFINED 1           52500
BEA SYSTEMS INC                COM            073325102       528     7200 SH       DEFINED 1            7200
BEA SYSTEMS INC                COM            073325102      7360   100300 SH       DEFINED 1          100300
BEAR STEARNS CO INC            COM            073902108       735    16102 SH       DEFINED 1           16102
BEAR STEARNS CO INC            COM            073902108        41      892 SH       DEFINED 1             892
BEAR STEARNS CO INC            COM            073902108       983    21538 SH       DEFINED 1           21538
BECKMAN COULTER INC.           COM            075811109        64     1000 SH       DEFINED 1            1000
BECKMAN COULTER INC.           COM            075811109       148     2300 SH       DEFINED 1            2300
BECTON, DICKINSON & COMPANY    COM            075887109       881    33500 SH       DEFINED 1           33500
BECTON, DICKINSON & COMPANY    COM            075887109        47     1800 SH       DEFINED 1            1800
BECTON, DICKINSON & COMPANY    COM            075887109      1187    45100 SH       DEFINED 1           45100
BED BATH & BEYOND INC          COM            075896100       736    18700 SH       DEFINED 1           18700
BED BATH & BEYOND INC          COM            075896100        39     1000 SH       DEFINED 1            1000
BED BATH & BEYOND INC          COM            075896100       992    25200 SH       DEFINED 1           25200
BELL ATLANTIC CORPORATION      COM            077853109     12707   207880 SH       DEFINED 1          207880
BELL ATLANTIC CORPORATION      COM            077853109       683    11170 SH       DEFINED 1           11170
BELL ATLANTIC CORPORATION      COM            077853109       232     3800 SH       DEFINED 1            3800
BELL ATLANTIC CORPORATION      COM            077853109      2634    43100 SH       DEFINED 1           43100
BELL ATLANTIC CORPORATION      COM            077853109     17114   279984 SH       DEFINED 1          279984
BELLSOUTH CORPORATION          COM            079860102     11844   252000 SH       DEFINED 1          252000
BELLSOUTH CORPORATION          COM            079860102       635    13500 SH       DEFINED 1           13500
BELLSOUTH CORPORATION          COM            079860102     15952   339400 SH       DEFINED 1          339400
BELO (A.H.) CORP.              COM            080555105        72     4000 SH       DEFINED 1            4000
BELO (A.H.) CORP.              COM            080555105       168     9400 SH       DEFINED 1            9400
BEMIS COMPANY, INC.            COM            081437105       258     7000 SH       DEFINED 1            7000
BEMIS COMPANY, INC.            COM            081437105        15      400 SH       DEFINED 1             400
BEMIS COMPANY, INC.            COM            081437105       347     9400 SH       DEFINED 1            9400
BERGEN BRUNSWIG CORP           COM            083739102        31     4600 SH       DEFINED 1            4600
BERGEN BRUNSWIG CORP           COM            083739102        72    10600 SH       DEFINED 1           10600
BEST BUY CO INC                COM            086516101      2365    27500 SH       DEFINED 1           27500
BEST BUY CO INC                COM            086516101       129     1500 SH       DEFINED 1            1500
BEST BUY CO INC                COM            086516101      3182    37000 SH       DEFINED 1           37000
BESTFOODS INC                  COM            08658U101      1746    37300 SH       DEFINED 1           37300
BESTFOODS INC                  COM            08658U101        94     2000 SH       DEFINED 1            2000
BESTFOODS INC                  COM            08658U101      2355    50300 SH       DEFINED 1           50300
BETHLEHEM STEEL CORPORATION    COM            087509105       106    17600 SH       DEFINED 1           17600
BETHLEHEM STEEL CORPORATION    COM            087509105         5      900 SH       DEFINED 1             900
BETHLEHEM STEEL CORPORATION    COM            087509105       142    23600 SH       DEFINED 1           23600
BEVERLY ENTERPRISES, INC.      COM            087851309        13     3500 SH       DEFINED 1            3500
BEVERLY ENTERPRISES, INC.      COM            087851309        30     8100 SH       DEFINED 1            8100
BIOGEN INC.                    COM            090597105      1404    20100 SH       DEFINED 1           20100
BIOGEN INC.                    COM            090597105        77     1100 SH       DEFINED 1            1100
BIOGEN INC.                    COM            090597105      1894    27100 SH       DEFINED 1           27100
BIOMET, INC.                   COM            090613100       549    15100 SH       DEFINED 1           15100
BIOMET, INC.                   COM            090613100        29      800 SH       DEFINED 1             800
BIOMET, INC.                   COM            090613100       738    20300 SH       DEFINED 1           20300
BIOVAIL CORP                   COM            09067J109        93     2100 SH       DEFINED 1            2100
BIOVAIL CORP                   COM            09067J109       177     4000 SH       DEFINED 1            4000
BIOVAIL CORP                   COM            09067J109      2052    46300 SH       DEFINED 1           46300
BJ SERVICES COMPANY            COM            055482103       296     4000 SH       DEFINED 1            4000
BJ SERVICES COMPANY            COM            055482103      2024    27400 SH       DEFINED 1           27400
BJ SERVICES COMPANY            COM            055482103       177     2400 SH       DEFINED 1            2400
BJ SERVICES COMPANY            COM            055482103     37159   503000 SH       DEFINED 1          503000
BJ SERVICES COMPANY            COM            055482103       414     5600 SH       DEFINED 1            5600
BJ'S WHOLESALE CLUB INC.       COM            05548J106        97     2500 SH       DEFINED 1            2500
BJ'S WHOLESALE CLUB INC.       COM            05548J106       224     5800 SH       DEFINED 1            5800
BLACK & DECKER CORPORATION     COM            091797100       439    11700 SH       DEFINED 1           11700
BLACK & DECKER CORPORATION     COM            091797100        23      600 SH       DEFINED 1             600
BLACK & DECKER CORPORATION     COM            091797100       590    15700 SH       DEFINED 1           15700
BLACK HILLS CORP               COM            092113109        15      700 SH       DEFINED 1             700
BLACK HILLS CORP               COM            092113109        38     1700 SH       DEFINED 1            1700
BLUE STONE SOFTWARE INC.       COM            09623P102       152     4500 SH       DEFINED 1            4500
BLUE STONE SOFTWARE INC.       COM            09623P102      2886    85500 SH       DEFINED 1           85500
BLYTHE INDUSTRIES, INC.        COM            09643P108        44     1600 SH       DEFINED 1            1600
BLYTHE INDUSTRIES, INC.        COM            09643P108       104     3800 SH       DEFINED 1            3800
BMC SOFTWARE INCORPORATED      COM            055921100      1600    32400 SH       DEFINED 1           32400
BMC SOFTWARE INCORPORATED      COM            055921100        84     1700 SH       DEFINED 1            1700
BMC SOFTWARE INCORPORATED      COM            055921100       198     4000 SH       DEFINED 1            4000
BMC SOFTWARE INCORPORATED      COM            055921100      1378    27900 SH       DEFINED 1           27900
BMC SOFTWARE INCORPORATED      COM            055921100      2158    43700 SH       DEFINED 1           43700
BOB EVANS FARMS                COM            096761101        16     1300 SH       DEFINED 1            1300
BOB EVANS FARMS                COM            096761101        39     3100 SH       DEFINED 1            3100
BOEING COMPANY                 COM            097023105      4773   125818 SH       DEFINED 1          125818
BOEING COMPANY                 COM            097023105       261     6870 SH       DEFINED 1            6870
BOEING COMPANY                 COM            097023105      6392   168476 SH       DEFINED 1          168476
BOISE CASCADE CORPORATION      COM            097383103       264     7600 SH       DEFINED 1            7600
BOISE CASCADE CORPORATION      COM            097383103        14      400 SH       DEFINED 1             400
BOISE CASCADE CORPORATION      COM            097383103       358    10300 SH       DEFINED 1           10300
BORDERS GROUP, INC.            COM            099709107        46     2700 SH       DEFINED 1            2700
BORDERS GROUP, INC.            COM            099709107       107     6200 SH       DEFINED 1            6200
BORG WARNER AUTOMOTIVE         COM            099724106        35      900 SH       DEFINED 1             900
BORG WARNER AUTOMOTIVE         COM            099724106        83     2100 SH       DEFINED 1            2100
BOSTON SCIENTIFIC CORP.        COM            101137107      1183    55500 SH       DEFINED 1           55500
BOSTON SCIENTIFIC CORP.        COM            101137107        64     3000 SH       DEFINED 1            3000
BOSTON SCIENTIFIC CORP.        COM            101137107      1594    74800 SH       DEFINED 1           74800
BOWATER INCORPORATED           COM            102183100        96     1800 SH       DEFINED 1            1800
BOWATER INCORPORATED           COM            102183100       219     4100 SH       DEFINED 1            4100
BP AMOCO PLC                   COM            055622104       117     2200 SH       DEFINED 1            2200
BP AMOCO PLC                   COM            055622104       488     9200 SH       DEFINED 1            9200
BP AMOCO PLC                   COM            055622104      4898    92300 SH       DEFINED 1           92300
BRIGGS & STRATTON CORPORATION  COM            109043109       127     3100 SH       DEFINED 1            3100
BRIGGS & STRATTON CORPORATION  COM            109043109         8      200 SH       DEFINED 1             200
BRIGGS & STRATTON CORPORATION  COM            109043109       173     4200 SH       DEFINED 1            4200
BRINKER INT'L                  COM            109641100        65     2200 SH       DEFINED 1            2200
BRINKER INT'L                  COM            109641100       154     5200 SH       DEFINED 1            5200
BRISTOL-MYERS SQUIBB COMPANY   COM            110122108     15338   265600 SH       DEFINED 1          265600
BRISTOL-MYERS SQUIBB COMPANY   COM            110122108       820    14200 SH       DEFINED 1           14200
BRISTOL-MYERS SQUIBB COMPANY   COM            110122108       139     2400 SH       DEFINED 1            2400
BRISTOL-MYERS SQUIBB COMPANY   COM            110122108       635    11000 SH       DEFINED 1           11000
BRISTOL-MYERS SQUIBB COMPANY   COM            110122108       537     9300 SH       DEFINED 1            9300
BRISTOL-MYERS SQUIBB COMPANY   COM            110122108      7340   127100 SH       DEFINED 1          127100
BRISTOL-MYERS SQUIBB COMPANY   COM            110122108      4822    83500 SH       DEFINED 1           83500
BRISTOL-MYERS SQUIBB COMPANY   COM            110122108     20657   357700 SH       DEFINED 1          357700
BRITISH ENERGY                 COM            073829300       117    23739 SH       DEFINED 1           23739
BRITISH ENERGY                 COM            513024-*9         0    26500 SH       DEFINED 1           26500
BROADWING INC                  COM            111620100       271     7300 SH       DEFINED 1            7300
BROADWING INC                  COM            111620100       636    17100 SH       DEFINED 1           17100
BROWN-FORMAN CORP              COM            115637209       501     9200 SH       DEFINED 1            9200
BROWN-FORMAN CORP              COM            115637209        27      500 SH       DEFINED 1             500
BROWN-FORMAN CORP              COM            115637209       675    12400 SH       DEFINED 1           12400
BRUNSWICK CORPORATION          COM            117043109       233    12300 SH       DEFINED 1           12300
BRUNSWICK CORPORATION          COM            117043109        11      600 SH       DEFINED 1             600
BRUNSWICK CORPORATION          COM            117043109       314    16600 SH       DEFINED 1           16600
BUFFETS INC.                   COM            119882108        13     1400 SH       DEFINED 1            1400
BUFFETS INC.                   COM            119882108        30     3300 SH       DEFINED 1            3300
BUHRMANN                       COM            551675100       267    11000 SH       DEFINED 1           11000
BURLINGTN NORTH SANTA FE       COM            12189T104      1354    61199 SH       DEFINED 1           61199
BURLINGTN NORTH SANTA FE       COM            12189T104        73     3300 SH       DEFINED 1            3300
BURLINGTN NORTH SANTA FE       COM            12189T104      1824    82421 SH       DEFINED 1           82421
BURLINGTON INDUSTRIES INC.     COM            121693105         8     1800 SH       DEFINED 1            1800
BURLINGTON INDUSTRIES INC.     COM            121693105        18     4200 SH       DEFINED 1            4200
BURLINGTON RESOURCE INC        COM            122014103      1076    29075 SH       DEFINED 1           29075
BURLINGTON RESOURCE INC        COM            122014103        59     1605 SH       DEFINED 1            1605
BURLINGTON RESOURCE INC        COM            122014103      1451    39220 SH       DEFINED 1           39220
BUSINESS OBJECTS SA-SP ADR     COM            12328X107       328     3300 SH       DEFINED 1            3300
BUSINESS OBJECTS SA-SP ADR     COM            12328X107      6239    62700 SH       DEFINED 1           62700
C-CUBE MICROSYSTEMS INC        COM            125015107        66      900 SH       DEFINED 1             900
C-CUBE MICROSYSTEMS INC        COM            125015107       655     9000 SH       DEFINED 1            9000
C-CUBE MICROSYSTEMS INC        COM            125015107     12247   168200 SH       DEFINED 1          168200
C.H. ROBINSON WORLDWIDE, INC   COM            12541W100        48     1300 SH       DEFINED 1            1300
C.H. ROBINSON WORLDWIDE, INC   COM            12541W100        52     1400 SH       DEFINED 1            1400
C.H. ROBINSON WORLDWIDE, INC   COM            12541W100       164     4400 SH       DEFINED 1            4400
C.H. ROBINSON WORLDWIDE, INC   COM            12541W100       123     3300 SH       DEFINED 1            3300
C.H. ROBINSON WORLDWIDE, INC   COM            12541W100      2034    54600 SH       DEFINED 1           54600
C.R. BARD, INC.                COM            067383109       267     6900 SH       DEFINED 1            6900
C.R. BARD, INC.                COM            067383109        15      400 SH       DEFINED 1             400
C.R. BARD, INC.                COM            067383109       356     9200 SH       DEFINED 1            9200
CABLETRON SYSTEMS INC.         COM            126920107       706    24100 SH       DEFINED 1           24100
CABLETRON SYSTEMS INC.         COM            126920107        35     1200 SH       DEFINED 1            1200
CABLETRON SYSTEMS INC.         COM            126920107       956    32600 SH       DEFINED 1           32600
CABOT CORPORATION              COM            127055101        67     2200 SH       DEFINED 1            2200
CABOT CORPORATION              COM            127055101       159     5200 SH       DEFINED 1            5200
CADENCE DESIGN SYSTEMS INC.    COM            127387108       172     8300 SH       DEFINED 1            8300
CADENCE DESIGN SYSTEMS INC.    COM            127387108       400    19300 SH       DEFINED 1           19300
CALLAWAY GOLF                  COM            131193104        40     2600 SH       DEFINED 1            2600
CALLAWAY GOLF                  COM            131193104        93     6000 SH       DEFINED 1            6000
CALPINE CORP.                  COM            131347106       197     2100 SH       DEFINED 1            2100
CALPINE CORP.                  COM            131347106       470     5000 SH       DEFINED 1            5000
CAMBREX CORPORATION            COM            132011107       148     3400 SH       DEFINED 1            3400
CAMBREX CORPORATION            COM            132011107      1923    44200 SH       DEFINED 1           44200
CAMBRIDGE TECHNOLOGY PARTNERS, COM            132524109        28     2100 SH       DEFINED 1            2100
CAMBRIDGE TECHNOLOGY PARTNERS, COM            132524109        65     4800 SH       DEFINED 1            4800
CAMPBELL SOUP COMPANY          COM            134429109      1762    57300 SH       DEFINED 1           57300
CAMPBELL SOUP COMPANY          COM            134429109        92     3000 SH       DEFINED 1            3000
CAMPBELL SOUP COMPANY          COM            134429109      2371    77100 SH       DEFINED 1           77100
CAPITAL ONE FINL CORP          COM            14040H105      1266    26400 SH       DEFINED 1           26400
CAPITAL ONE FINL CORP          COM            14040H105        67     1400 SH       DEFINED 1            1400
CAPITAL ONE FINL CORP          COM            14040H105       422     8800 SH       DEFINED 1            8800
CAPITAL ONE FINL CORP          COM            14040H105      4846   101100 SH       DEFINED 1          101100
CAPITAL ONE FINL CORP          COM            14040H105      1707    35600 SH       DEFINED 1           35600
CARDINAL HEALTH INC            COM            14149Y108      1720    37500 SH       DEFINED 1           37500
CARDINAL HEALTH INC            COM            14149Y108        89     1950 SH       DEFINED 1            1950
CARDINAL HEALTH INC            COM            14149Y108      2319    50550 SH       DEFINED 1           50550
CARLISLE COMPANIES INCORPORATE COM            142339100        40     1000 SH       DEFINED 1            1000
CARLISLE COMPANIES INCORPORATE COM            142339100        96     2400 SH       DEFINED 1            2400
CARNIVAL CRUISE LINES INC      COM            143658102      2050    82600 SH       DEFINED 1           82600
CARNIVAL CRUISE LINES INC      COM            143658102       112     4500 SH       DEFINED 1            4500
CARNIVAL CRUISE LINES INC      COM            143658102      2759   111200 SH       DEFINED 1          111200
CAROLINA P&L                   COM            144141108       694    21400 SH       DEFINED 1           21400
CAROLINA P&L                   COM            144141108        39     1200 SH       DEFINED 1            1200
CAROLINA P&L                   COM            144141108       934    28800 SH       DEFINED 1           28800
CARPENTER TECHNOLOGY CORP.     COM            144285103        15      700 SH       DEFINED 1             700
CARPENTER TECHNOLOGY CORP.     COM            144285103        35     1700 SH       DEFINED 1            1700
CARTER-WALLACE INC.            COM            146285101        28     1500 SH       DEFINED 1            1500
CARTER-WALLACE INC.            COM            146285101        68     3600 SH       DEFINED 1            3600
CATALINA MARKETING CORPORATION COM            148867104       182     1800 SH       DEFINED 1            1800
CATALINA MARKETING CORPORATION COM            148867104       729     7200 SH       DEFINED 1            7200
CATALINA MARKETING CORPORATION COM            148867104       111     1100 SH       DEFINED 1            1100
CATALINA MARKETING CORPORATION COM            148867104     13699   135300 SH       DEFINED 1          135300
CATALINA MARKETING CORPORATION COM            148867104      1438    14200 SH       DEFINED 1           14200
CATERPILLAR INC.               COM            149123101      1877    47600 SH       DEFINED 1           47600
CATERPILLAR INC.               COM            149123101       103     2600 SH       DEFINED 1            2600
CATERPILLAR INC.               COM            149123101      2528    64100 SH       DEFINED 1           64100
CBRL GROUP INC.                COM            12489V106        20     2000 SH       DEFINED 1            2000
CBRL GROUP INC.                COM            12489V106        46     4600 SH       DEFINED 1            4600
CBS CORP   COMM                COM            12490K107      5782   102105 SH       DEFINED 1          102105
CBS CORP   COMM                COM            12490K107       310     5467 SH       DEFINED 1            5467
CBS CORP   COMM                COM            12490K107      7785   137492 SH       DEFINED 1          137492
CCB FINANCIAL                  COM            124875105        62     1400 SH       DEFINED 1            1400
CCB FINANCIAL                  COM            124875105       142     3200 SH       DEFINED 1            3200
CDW COMPUTERS                  COM            125129106       110     1300 SH       DEFINED 1            1300
CDW COMPUTERS                  COM            125129106       920    10900 SH       DEFINED 1           10900
CDW COMPUTERS                  COM            125129106       127     1500 SH       DEFINED 1            1500
CDW COMPUTERS                  COM            125129106       177     2100 SH       DEFINED 1            2100
CDW COMPUTERS                  COM            125129106     16651   197200 SH       DEFINED 1          197200
CDW COMPUTERS                  COM            125129106       287     3400 SH       DEFINED 1            3400
CDW COMPUTERS                  COM            125129106      1756    20800 SH       DEFINED 1           20800
CENDANT CORPORATION            COM            151313103      1763    95273 SH       DEFINED 1           95273
CENDANT CORPORATION            COM            151313103        94     5072 SH       DEFINED 1            5072
CENDANT CORPORATION            COM            151313103       353    19059 SH       DEFINED 1           19059
CENDANT CORPORATION            COM            151313103      4233   228804 SH       DEFINED 1          228804
CENDANT CORPORATION            COM            151313103      2372   128233 SH       DEFINED 1          128233
CENTEX CORPORATION             COM            152312104       188     7900 SH       DEFINED 1            7900
CENTEX CORPORATION             COM            152312104        10      400 SH       DEFINED 1             400
CENTEX CORPORATION             COM            152312104       255    10700 SH       DEFINED 1           10700
CENTRAL & SOUTH WEST CORPORATI COM            152357109       486    28500 SH       DEFINED 1           28500
CENTRAL & SOUTH WEST CORPORATI COM            152357109        26     1500 SH       DEFINED 1            1500
CENTRAL & SOUTH WEST CORPORATI COM            152357109       653    38300 SH       DEFINED 1           38300
CENTURYTEL INC                 COM            156700106       694    18700 SH       DEFINED 1           18700
CENTURYTEL INC                 COM            156700106        37     1000 SH       DEFINED 1            1000
CENTURYTEL INC                 COM            156700106       936    25200 SH       DEFINED 1           25200
CERIDIAN CORP                  COM            15677T106       372    19400 SH       DEFINED 1           19400
CERIDIAN CORP                  COM            15677T106        19     1000 SH       DEFINED 1            1000
CERIDIAN CORP                  COM            15677T106       501    26100 SH       DEFINED 1           26100
CHAMPION INTERNATIONAL         COM            158525105       687    12900 SH       DEFINED 1           12900
CHAMPION INTERNATIONAL         COM            158525105        37      700 SH       DEFINED 1             700
CHAMPION INTERNATIONAL         COM            158525105       921    17300 SH       DEFINED 1           17300
CHARLES RIVER ASSOCIATES INC.  COM            159852102        66     3400 SH       DEFINED 1            3400
CHARLES RIVER ASSOCIATES INC.  COM            159852102        64     3300 SH       DEFINED 1            3300
CHARLES RIVER ASSOCIATES INC.  COM            159852102       989    50900 SH       DEFINED 1           50900
CHARTER ONE FINANCIAL INC.     COM            160903100       152     7230 SH       DEFINED 1            7230
CHARTER ONE FINANCIAL INC.     COM            160903100       352    16760 SH       DEFINED 1           16760
CHASE MANHATTAN CORPORATION    COM            16161A108      9630   110448 SH       DEFINED 1          110448
CHASE MANHATTAN CORPORATION    COM            16161A108       514     5900 SH       DEFINED 1            5900
CHASE MANHATTAN CORPORATION    COM            16161A108       192     2200 SH       DEFINED 1            2200
CHASE MANHATTAN CORPORATION    COM            16161A108       732     8400 SH       DEFINED 1            8400
CHASE MANHATTAN CORPORATION    COM            16161A108      8482    97280 SH       DEFINED 1           97280
CHASE MANHATTAN CORPORATION    COM            16161A108     12966   148712 SH       DEFINED 1          148712
CHECKFREE HOLDINGS CORP        COM            162816102       134     1900 SH       DEFINED 1            1900
CHECKFREE HOLDINGS CORP        COM            162816102       303     4300 SH       DEFINED 1            4300
CHESAPEAKE CORP                COM            165159104        18      600 SH       DEFINED 1             600
CHESAPEAKE CORP                COM            165159104        41     1400 SH       DEFINED 1            1400
CHEVRON CORP                   COM            166751107      8116    87800 SH       DEFINED 1           87800
CHEVRON CORP                   COM            166751107       434     4700 SH       DEFINED 1            4700
CHEVRON CORP                   COM            166751107        55      600 SH       DEFINED 1             600
CHEVRON CORP                   COM            166751107       157     1700 SH       DEFINED 1            1700
CHEVRON CORP                   COM            166751107      2191    23700 SH       DEFINED 1           23700
CHEVRON CORP                   COM            166751107     10935   118300 SH       DEFINED 1          118300
CHIRON CORP.                   COM            170040109       309     6200 SH       DEFINED 1            6200
CHIRON CORP.                   COM            170040109       718    14400 SH       DEFINED 1           14400
CHRIS-CRAFT INDUSTRIES INC.    COM            170520100        72     1133 SH       DEFINED 1            1133
CHRIS-CRAFT INDUSTRIES INC.    COM            170520100       177     2781 SH       DEFINED 1            2781
CHUBB CORPORATION              COM            171232101      1588    23500 SH       DEFINED 1           23500
CHUBB CORPORATION              COM            171232101        81     1200 SH       DEFINED 1            1200
CHUBB CORPORATION              COM            171232101      2142    31700 SH       DEFINED 1           31700
CHURCH & DWIGHT INC.           COM            171340102        22     1300 SH       DEFINED 1            1300
CHURCH & DWIGHT INC.           COM            171340102        53     3100 SH       DEFINED 1            3100
CIENA CORP                     COM            171779101       782     6200 SH       DEFINED 1            6200
CIENA CORP                     COM            171779101     14605   115800 SH       DEFINED 1          115800
CIGNA CORPORATION              COM            125509109      1901    25100 SH       DEFINED 1           25100
CIGNA CORPORATION              COM            125509109       106     1400 SH       DEFINED 1            1400
CIGNA CORPORATION              COM            125509109      2538    33500 SH       DEFINED 1           33500
CINCINNATI FINANCIAL CORP.     COM            172062101       828    22000 SH       DEFINED 1           22000
CINCINNATI FINANCIAL CORP.     COM            172062101        45     1200 SH       DEFINED 1            1200
CINCINNATI FINANCIAL CORP.     COM            172062101      1114    29600 SH       DEFINED 1           29600
CINERGY CORPORATION            COM            172474108       456    21205 SH       DEFINED 1           21205
CINERGY CORPORATION            COM            172474108        26     1200 SH       DEFINED 1            1200
CINERGY CORPORATION            COM            172474108       615    28617 SH       DEFINED 1           28617
CINTAS CORPORATION             COM            172908105        59     1500 SH       DEFINED 1            1500
CINTAS CORPORATION             COM            172908105       876    22350 SH       DEFINED 1           22350
CINTAS CORPORATION             COM            172908105       221     5650 SH       DEFINED 1            5650
CINTAS CORPORATION             COM            172908105     16394   418350 SH       DEFINED 1          418350
CINTAS CORPORATION             COM            172908105       515    13150 SH       DEFINED 1           13150
CIRCUIT CITY GROUP COM         COM            172737108      1656    27200 SH       DEFINED 1           27200
CIRCUIT CITY GROUP COM         COM            172737108        91     1500 SH       DEFINED 1            1500
CIRCUIT CITY GROUP COM         COM            172737108       371     6100 SH       DEFINED 1            6100
CIRCUIT CITY GROUP COM         COM            172737108      4334    71200 SH       DEFINED 1           71200
CIRCUIT CITY GROUP COM         COM            172737108      2234    36700 SH       DEFINED 1           36700
CIRRUS LOGIC INC               COM            172755100        40     2200 SH       DEFINED 1            2200
CIRRUS LOGIC INC               COM            172755100        95     5200 SH       DEFINED 1            5200
CISCO SYSTEMS INCORPORATED     COM            17275R102     70818   916000 SH       DEFINED 1          916000
CISCO SYSTEMS INCORPORATED     COM            17275R102      3788    49000 SH       DEFINED 1           49000
CISCO SYSTEMS INCORPORATED     COM            17275R102       696     9000 SH       DEFINED 1            9000
CISCO SYSTEMS INCORPORATED     COM            17275R102      2822    36500 SH       DEFINED 1           36500
CISCO SYSTEMS INCORPORATED     COM            17275R102      2613    33800 SH       DEFINED 1           33800
CISCO SYSTEMS INCORPORATED     COM            17275R102     32494   420300 SH       DEFINED 1          420300
CISCO SYSTEMS INCORPORATED     COM            17275R102     24593   318100 SH       DEFINED 1          318100
CISCO SYSTEMS INCORPORATED     COM            17275R102     95380  1233700 SH       DEFINED 1         1233700
CIT GROUP INC                  COM            125577106       260    13320 SH       DEFINED 1           13320
CIT GROUP INC                  COM            125577106      3077   157770 SH       DEFINED 1          157770
CITADEL COMMUNICATIONS CORP    COM            172853202        84     2000 SH       DEFINED 1            2000
CITADEL COMMUNICATIONS CORP    COM            172853202       949    22500 SH       DEFINED 1           22500
CITIGROUP INC                  COM            172967101     26773   451382 SH       DEFINED 1          451382
CITIGROUP INC                  COM            172967101      1432    24145 SH       DEFINED 1           24145
CITIGROUP INC                  COM            172967101       341     5750 SH       DEFINED 1            5750
CITIGROUP INC                  COM            172967101       735    12400 SH       DEFINED 1           12400
CITIGROUP INC                  COM            172967101      1066    17975 SH       DEFINED 1           17975
CITIGROUP INC                  COM            172967101      8577   144600 SH       DEFINED 1          144600
CITIGROUP INC                  COM            172967101     13250   223400 SH       DEFINED 1          223400
CITIGROUP INC                  COM            172967101     36057   607911 SH       DEFINED 1          607911
CITRIX SYSTEMS INC             COM            177376100      1590    24000 SH       DEFINED 1           24000
CITRIX SYSTEMS INC             COM            177376100        80     1200 SH       DEFINED 1            1200
CITRIX SYSTEMS INC             COM            177376100       239     3600 SH       DEFINED 1            3600
CITRIX SYSTEMS INC             COM            177376100      2809    42400 SH       DEFINED 1           42400
CITRIX SYSTEMS INC             COM            177376100      2140    32300 SH       DEFINED 1           32300
CITY NATIONAL CORPORATION      COM            178566105        51     1500 SH       DEFINED 1            1500
CITY NATIONAL CORPORATION      COM            178566105       121     3600 SH       DEFINED 1            3600
CK WITCO CORP                  COM            12562C108        42     4078 SH       DEFINED 1            4078
CK WITCO CORP                  COM            12562C108        96     9463 SH       DEFINED 1            9463
CLAIRE'S STORES INC.           COM            179584107        34     1700 SH       DEFINED 1            1700
CLAIRE'S STORES INC.           COM            179584107        82     4100 SH       DEFINED 1            4100
CLAYTON HOMES INC.             COM            184190106        49     4800 SH       DEFINED 1            4800
CLAYTON HOMES INC.             COM            184190106       112    11100 SH       DEFINED 1           11100
CLEAR CHANNEL COMMUNICATIONS,  COM            184502102      3129    45300 SH       DEFINED 1           45300
CLEAR CHANNEL COMMUNICATIONS,  COM            184502102       166     2400 SH       DEFINED 1            2400
CLEAR CHANNEL COMMUNICATIONS,  COM            184502102       709    10262 SH       DEFINED 1           10262
CLEAR CHANNEL COMMUNICATIONS,  COM            184502102     12783   185100 SH       DEFINED 1          185100
CLEAR CHANNEL COMMUNICATIONS,  COM            184502102      4213    61000 SH       DEFINED 1           61000
CLECO CORPORATION              COM            12561W105        27      800 SH       DEFINED 1             800
CLECO CORPORATION              COM            12561W105        60     1800 SH       DEFINED 1            1800
CLEVELAND-CLIFFS INC.          COM            185896107        10      400 SH       DEFINED 1             400
CLEVELAND-CLIFFS INC.          COM            185896107        21      900 SH       DEFINED 1             900
CLOROX COMPANY                 COM            189054109      1027    31600 SH       DEFINED 1           31600
CLOROX COMPANY                 COM            189054109        55     1700 SH       DEFINED 1            1700
CLOROX COMPANY                 COM            189054109       146     4500 SH       DEFINED 1            4500
CLOROX COMPANY                 COM            189054109      1697    52200 SH       DEFINED 1           52200
CLOROX COMPANY                 COM            189054109      1385    42600 SH       DEFINED 1           42600
CMP GROUP                      COM            125887109        32     1100 SH       DEFINED 1            1100
CMP GROUP                      COM            125887109        76     2600 SH       DEFINED 1            2600
CMS ENERGY                     COM            125896100       281    15500 SH       DEFINED 1           15500
CMS ENERGY                     COM            125896100        16      900 SH       DEFINED 1             900
CMS ENERGY                     COM            125896100       379    20900 SH       DEFINED 1           20900
CNF TRANSPORTATION INC         COM            12612W104        44     1600 SH       DEFINED 1            1600
CNF TRANSPORTATION INC         COM            12612W104       105     3800 SH       DEFINED 1            3800
COASTAL CORP.                  COM            190441105      1316    28600 SH       DEFINED 1           28600
COASTAL CORP.                  COM            190441105        74     1600 SH       DEFINED 1            1600
COASTAL CORP.                  COM            190441105      1771    38500 SH       DEFINED 1           38500
COCA COLA ENTERPRISES INC.     COM            191219104      1229    57000 SH       DEFINED 1           57000
COCA COLA ENTERPRISES INC.     COM            191219104        65     3000 SH       DEFINED 1            3000
COCA COLA ENTERPRISES INC.     COM            191219104      1654    76700 SH       DEFINED 1           76700
COCA-COLA COMPANY              COM            191216100     15518   330600 SH       DEFINED 1          330600
COCA-COLA COMPANY              COM            191216100       826    17600 SH       DEFINED 1           17600
COCA-COLA COMPANY              COM            191216100        70     1500 SH       DEFINED 1            1500
COCA-COLA COMPANY              COM            191216100       230     4900 SH       DEFINED 1            4900
COCA-COLA COMPANY              COM            191216100       563    12000 SH       DEFINED 1           12000
COCA-COLA COMPANY              COM            191216100      2708    57700 SH       DEFINED 1           57700
COCA-COLA COMPANY              COM            191216100      5426   115600 SH       DEFINED 1          115600
COCA-COLA COMPANY              COM            191216100     20906   445400 SH       DEFINED 1          445400
COLGATE-PALMOLIVE CO           COM            194162103      4397    78000 SH       DEFINED 1           78000
COLGATE-PALMOLIVE CO           COM            194162103       231     4100 SH       DEFINED 1            4100
COLGATE-PALMOLIVE CO           COM            194162103      5919   105000 SH       DEFINED 1          105000
COLUMBIA ENERGY GROUP          COM            197648108       640    10800 SH       DEFINED 1           10800
COLUMBIA ENERGY GROUP          COM            197648108        33      550 SH       DEFINED 1             550
COLUMBIA ENERGY GROUP          COM            197648108       510     8600 SH       DEFINED 1            8600
COLUMBIA ENERGY GROUP          COM            197648108      5605    94600 SH       DEFINED 1           94600
COLUMBIA ENERGY GROUP          COM            197648108       898    15150 SH       DEFINED 1           15150
COLUMBIA/HCA HEALTHCARE CORPOR COM            197677107      1907    75350 SH       DEFINED 1           75350
COLUMBIA/HCA HEALTHCARE CORPOR COM            197677107       104     4100 SH       DEFINED 1            4100
COLUMBIA/HCA HEALTHCARE CORPOR COM            197677107      2572   101600 SH       DEFINED 1          101600
COMCAST CORP.                  COM            200300200      5383   124100 SH       DEFINED 1          124100
COMCAST CORP.                  COM            200300200       273     6300 SH       DEFINED 1            6300
COMCAST CORP.                  COM            200300200      7248   167100 SH       DEFINED 1          167100
COMDISCO INC.                  COM            200336105       229     5200 SH       DEFINED 1            5200
COMDISCO INC.                  COM            200336105       534    12100 SH       DEFINED 1           12100
COMERICA, INC.                 COM            200340107       879    21000 SH       DEFINED 1           21000
COMERICA, INC.                 COM            200340107        48     1150 SH       DEFINED 1            1150
COMERICA, INC.                 COM            200340107      1179    28150 SH       DEFINED 1           28150
COMPAQ COMPUTER CORPORATION    COM            204493100      6062   227667 SH       DEFINED 1          227667
COMPAQ COMPUTER CORPORATION    COM            204493100       324    12185 SH       DEFINED 1           12185
COMPAQ COMPUTER CORPORATION    COM            204493100       354    13300 SH       DEFINED 1           13300
COMPAQ COMPUTER CORPORATION    COM            204493100      4098   153900 SH       DEFINED 1          153900
COMPAQ COMPUTER CORPORATION    COM            204493100      8161   306509 SH       DEFINED 1          306509
COMPASS BANCSHARES INC.        COM            20449H109        78     3900 SH       DEFINED 1            3900
COMPASS BANCSHARES INC.        COM            20449H109       179     9000 SH       DEFINED 1            9000
COMPUTER ASSOCIATES INTL INC.  COM            204912109      4268    72112 SH       DEFINED 1           72112
COMPUTER ASSOCIATES INTL INC.  COM            204912109       225     3800 SH       DEFINED 1            3800
COMPUTER ASSOCIATES INTL INC.  COM            204912109       698    11800 SH       DEFINED 1           11800
COMPUTER ASSOCIATES INTL INC.  COM            204912109      7422   125400 SH       DEFINED 1          125400
COMPUTER ASSOCIATES INTL INC.  COM            204912109      5754    97212 SH       DEFINED 1           97212
COMPUTER HORIZONS CORP         COM            205908106        43     2500 SH       DEFINED 1            2500
COMPUTER SCIENCES CORP.        COM            205363104      1764    22300 SH       DEFINED 1           22300
COMPUTER SCIENCES CORP.        COM            205363104        95     1200 SH       DEFINED 1            1200
COMPUTER SCIENCES CORP.        COM            205363104      2374    30000 SH       DEFINED 1           30000
COMPUWARE CORPORATION          COM            205638109      1007    47800 SH       DEFINED 1           47800
COMPUWARE CORPORATION          COM            205638109        55     2600 SH       DEFINED 1            2600
COMPUWARE CORPORATION          COM            205638109      1359    64500 SH       DEFINED 1           64500
COMSAT CORP.                   COM            20564D107        37     1777 SH       DEFINED 1            1777
COMSAT CORP.                   COM            20564D107        87     4222 SH       DEFINED 1            4222
COMVERSE                       COM            205862402      1928    10200 SH       DEFINED 1           10200
COMVERSE                       COM            205862402        95      500 SH       DEFINED 1             500
COMVERSE                       COM            205862402       227     1200 SH       DEFINED 1            1200
COMVERSE                       COM            205862402      2504    13250 SH       DEFINED 1           13250
COMVERSE                       COM            205862402     46409   245550 SH       DEFINED 1          245550
COMVERSE                       COM            205862402      2608    13800 SH       DEFINED 1           13800
CONAGRA INC.                   COM            205887102      1194    65900 SH       DEFINED 1           65900
CONAGRA INC.                   COM            205887102        63     3500 SH       DEFINED 1            3500
CONAGRA INC.                   COM            205887102      1610    88800 SH       DEFINED 1           88800
CONCORD EFS INC.               COM            206197105       182     7950 SH       DEFINED 1            7950
CONCORD EFS INC.               COM            206197105       900    39225 SH       DEFINED 1           39225
CONCORD EFS INC.               COM            206197105       461    20100 SH       DEFINED 1           20100
CONCORD EFS INC.               COM            206197105       159     6950 SH       DEFINED 1            6950
CONCORD EFS INC.               COM            206197105      4888   213100 SH       DEFINED 1          213100
CONCORD EFS INC.               COM            206197105     14937   651225 SH       DEFINED 1          651225
CONCORD EFS INC.               COM            206197105       373    16250 SH       DEFINED 1           16250
CONECTIV INC.                  COM            206829103        56     3200 SH       DEFINED 1            3200
CONECTIV INC.                  COM            206829103       130     7400 SH       DEFINED 1            7400
CONEXANT SYSTEMS INC           COM            207142100      1981    27900 SH       DEFINED 1           27900
CONEXANT SYSTEMS INC           COM            207142100        99     1400 SH       DEFINED 1            1400
CONEXANT SYSTEMS INC           COM            207142100       767    10800 SH       DEFINED 1           10800
CONEXANT SYSTEMS INC           COM            207142100     14264   200900 SH       DEFINED 1          200900
CONEXANT SYSTEMS INC           COM            207142100      2670    37600 SH       DEFINED 1           37600
CONOCO 'B'                     COM            208251405      2147    83800 SH       DEFINED 1           83800
CONOCO 'B'                     COM            208251405       113     4400 SH       DEFINED 1            4400
CONOCO 'B'                     COM            208251405       138     5400 SH       DEFINED 1            5400
CONOCO 'B'                     COM            208251405       638    24900 SH       DEFINED 1           24900
CONOCO 'B'                     COM            208251405       538    21000 SH       DEFINED 1           21000
CONOCO 'B'                     COM            208251405      8039   313700 SH       DEFINED 1          313700
CONOCO 'B'                     COM            208251405      5527   215700 SH       DEFINED 1          215700
CONOCO 'B'                     COM            208251405      2893   112900 SH       DEFINED 1          112900
CONSECO INC                    COM            208464107       501    43770 SH       DEFINED 1           43770
CONSECO INC                    COM            208464107        27     2333 SH       DEFINED 1            2333
CONSECO INC                    COM            208464107       674    58937 SH       DEFINED 1           58937
CONSOLIDATED EDISON INC        COM            209115104       858    29600 SH       DEFINED 1           29600
CONSOLIDATED EDISON INC        COM            209115104        46     1600 SH       DEFINED 1            1600
CONSOLIDATED EDISON INC        COM            209115104      1157    39900 SH       DEFINED 1           39900
CONSOLIDATED PAPERS INC.       COM            209759109       119     3100 SH       DEFINED 1            3100
CONSOLIDATED PAPERS INC.       COM            209759109       277     7200 SH       DEFINED 1            7200
CONSOLIDATED STORES CORP       COM            210149100       168    14800 SH       DEFINED 1           14800
CONSOLIDATED STORES CORP       COM            210149100         9      800 SH       DEFINED 1             800
CONSOLIDATED STORES CORP       COM            210149100       228    20000 SH       DEFINED 1           20000
CONSTELLATION ENERGY GROUP     COM            210371100       638    20000 SH       DEFINED 1           20000
CONSTELLATION ENERGY GROUP     COM            210371100        35     1100 SH       DEFINED 1            1100
CONSTELLATION ENERGY GROUP     COM            210371100       861    27000 SH       DEFINED 1           27000
CONVERGYS                      COM            212485106       201     5200 SH       DEFINED 1            5200
CONVERGYS                      COM            212485106       467    12100 SH       DEFINED 1           12100
COOPER CAMERON CORP.           COM            216640102      1077    16100 SH       DEFINED 1           16100
COOPER CAMERON CORP.           COM            216640102        94     1400 SH       DEFINED 1            1400
COOPER CAMERON CORP.           COM            216640102      1391    20800 SH       DEFINED 1           20800
COOPER CAMERON CORP.           COM            216640102     20156   301400 SH       DEFINED 1          301400
COOPER INDUSTRIES, INC.        COM            216669101       441    12600 SH       DEFINED 1           12600
COOPER INDUSTRIES, INC.        COM            216669101        25      700 SH       DEFINED 1             700
COOPER INDUSTRIES, INC.        COM            216669101       375    10700 SH       DEFINED 1           10700
COOPER INDUSTRIES, INC.        COM            216669101      4459   127400 SH       DEFINED 1          127400
COOPER INDUSTRIES, INC.        COM            216669101       595    17000 SH       DEFINED 1           17000
COOPER TIRE & RUBBER COMPANY   COM            216831107       128    10200 SH       DEFINED 1           10200
COOPER TIRE & RUBBER COMPANY   COM            216831107         6      500 SH       DEFINED 1             500
COOPER TIRE & RUBBER COMPANY   COM            216831107       172    13700 SH       DEFINED 1           13700
COPPER MOUNTAIN                COM            217510106      1008    12300 SH       DEFINED 1           12300
COPPER MOUNTAIN                COM            217510106       123     1500 SH       DEFINED 1            1500
COPPER MOUNTAIN                COM            217510106     18657   227700 SH       DEFINED 1          227700
COPPER MOUNTAIN                COM            217510106      1368    16700 SH       DEFINED 1           16700
CORDANT TECHNOLOGIES INC.      COM            218412104        68     1200 SH       DEFINED 1            1200
CORDANT TECHNOLOGIES INC.      COM            218412104       164     2900 SH       DEFINED 1            2900
CORNING INC                    COM            219350105      7081    36500 SH       DEFINED 1           36500
CORNING INC                    COM            219350105       388     2000 SH       DEFINED 1            2000
CORNING INC                    COM            219350105       213     1100 SH       DEFINED 1            1100
CORNING INC                    COM            219350105       892     4600 SH       DEFINED 1            4600
CORNING INC                    COM            219350105      9118    47000 SH       DEFINED 1           47000
CORNING INC                    COM            219350105      9525    49100 SH       DEFINED 1           49100
COSTCO WHOLESALE CORP.         COM            22160K105      3117    59302 SH       DEFINED 1           59302
COSTCO WHOLESALE CORP.         COM            22160K105       168     3200 SH       DEFINED 1            3200
COSTCO WHOLESALE CORP.         COM            22160K105       173     3300 SH       DEFINED 1            3300
COSTCO WHOLESALE CORP.         COM            22160K105       652    12400 SH       DEFINED 1           12400
COSTCO WHOLESALE CORP.         COM            22160K105      7390   140600 SH       DEFINED 1          140600
COSTCO WHOLESALE CORP.         COM            22160K105      4206    80014 SH       DEFINED 1           80014
COUNTRYWIDE CREDIT INDUSTRIES  COM            222372104       414    15200 SH       DEFINED 1           15200
COUNTRYWIDE CREDIT INDUSTRIES  COM            222372104        22      800 SH       DEFINED 1             800
COUNTRYWIDE CREDIT INDUSTRIES  COM            222372104       556    20400 SH       DEFINED 1           20400
COVANCE INC                    COM            222816100        22     2000 SH       DEFINED 1            2000
COVANCE INC                    COM            222816100        49     4600 SH       DEFINED 1            4600
CRANE CO.                      COM            224399105       208     8825 SH       DEFINED 1            8825
CRANE CO.                      COM            224399105        13      550 SH       DEFINED 1             550
CRANE CO.                      COM            224399105       280    11875 SH       DEFINED 1           11875
CREDENCE SYSTEMS CORP          COM            225302108       576     4600 SH       DEFINED 1            4600
CREDENCE SYSTEMS CORP          COM            225302108     10636    85000 SH       DEFINED 1           85000
CROWN CASTLE INTL CORP         COM            228227104       579    15300 SH       DEFINED 1           15300
CROWN CASTLE INTL CORP         COM            228227104       140     3700 SH       DEFINED 1            3700
CROWN CASTLE INTL CORP         COM            228227104     10681   282000 SH       DEFINED 1          282000
CROWN CASTLE INTL CORP         COM            228227104      1682    44400 SH       DEFINED 1           44400
CROWN CORK & SEAL COMPANY,INC. COM            228255105       278    17400 SH       DEFINED 1           17400
CROWN CORK & SEAL COMPANY,INC. COM            228255105        14      900 SH       DEFINED 1             900
CROWN CORK & SEAL COMPANY,INC. COM            228255105       373    23300 SH       DEFINED 1           23300
CSG SYSTEMS INTL INC           COM            126349109        88     1800 SH       DEFINED 1            1800
CSG SYSTEMS INTL INC           COM            126349109       200     4100 SH       DEFINED 1            4100
CSX CORPORATION                COM            126408103       686    29200 SH       DEFINED 1           29200
CSX CORPORATION                COM            126408103        38     1600 SH       DEFINED 1            1600
CSX CORPORATION                COM            126408103       926    39400 SH       DEFINED 1           39400
CUMMINS ENGINE COMPANY, INC.   COM            231021106       207     5500 SH       DEFINED 1            5500
CUMMINS ENGINE COMPANY, INC.   COM            231021106        11      300 SH       DEFINED 1             300
CUMMINS ENGINE COMPANY, INC.   COM            231021106       282     7500 SH       DEFINED 1            7500
CVS CORPORATION                COM            126650100      1972    52500 SH       DEFINED 1           52500
CVS CORPORATION                COM            126650100       105     2800 SH       DEFINED 1            2800
CVS CORPORATION                COM            126650100      2656    70700 SH       DEFINED 1           70700
CYMER INC                      COM            232572107        45      900 SH       DEFINED 1             900
CYMER INC                      COM            232572107       185     3700 SH       DEFINED 1            3700
CYMER INC                      COM            232572107      2095    41900 SH       DEFINED 1           41900
CYPRESS SEMICONDUCTOR          COM            232806109       182     3700 SH       DEFINED 1            3700
CYPRESS SEMICONDUCTOR          COM            232806109       429     8700 SH       DEFINED 1            8700
CYTEC INDUSTRIES               COM            232820100        43     1400 SH       DEFINED 1            1400
CYTEC INDUSTRIES               COM            232820100       101     3300 SH       DEFINED 1            3300
DANA CORPORATION               COM            235811106       622    22065 SH       DEFINED 1           22065
DANA CORPORATION               COM            235811106        33     1178 SH       DEFINED 1            1178
DANA CORPORATION               COM            235811106       837    29700 SH       DEFINED 1           29700
DANAHER                        COM            235851102       969    19000 SH       DEFINED 1           19000
DANAHER                        COM            235851102        51     1000 SH       DEFINED 1            1000
DANAHER                        COM            235851102      1311    25700 SH       DEFINED 1           25700
DARDEN RESTAURANT INC          COM            237194105       314    17600 SH       DEFINED 1           17600
DARDEN RESTAURANT INC          COM            237194105        16      900 SH       DEFINED 1             900
DARDEN RESTAURANT INC          COM            237194105       422    23700 SH       DEFINED 1           23700
DAVID'S BRIDAL INC             COM            238576102        43     3600 SH       DEFINED 1            3600
DAVID'S BRIDAL INC             COM            238576102        75     6200 SH       DEFINED 1            6200
DAVID'S BRIDAL INC             COM            238576102      1373   113800 SH       DEFINED 1          113800
DBS HOLDINGS                   COM            617520300        62     8000 SH       DEFINED 1            8000
DEAN FOODS CO.                 COM            242361103        35     1300 SH       DEFINED 1            1300
DEAN FOODS CO.                 COM            242361103        78     2900 SH       DEFINED 1            2900
DEERE & COMPANY                COM            244199105      1186    31200 SH       DEFINED 1           31200
DEERE & COMPANY                COM            244199105        61     1600 SH       DEFINED 1            1600
DEERE & COMPANY                COM            244199105       239     6300 SH       DEFINED 1            6300
DEERE & COMPANY                COM            244199105      2789    73400 SH       DEFINED 1           73400
DEERE & COMPANY                COM            244199105      1600    42100 SH       DEFINED 1           42100
DELL COMPUTER CORP.            COM            247025109     18333   339900 SH       DEFINED 1          339900
DELL COMPUTER CORP.            COM            247025109       976    18100 SH       DEFINED 1           18100
DELL COMPUTER CORP.            COM            247025109       194     3600 SH       DEFINED 1            3600
DELL COMPUTER CORP.            COM            247025109       410     7600 SH       DEFINED 1            7600
DELL COMPUTER CORP.            COM            247025109       696    12900 SH       DEFINED 1           12900
DELL COMPUTER CORP.            COM            247025109      4725    87600 SH       DEFINED 1           87600
DELL COMPUTER CORP.            COM            247025109      7476   138600 SH       DEFINED 1          138600
DELL COMPUTER CORP.            COM            247025109     24709   458100 SH       DEFINED 1          458100
DELPHI AUTOMOTIVE SYSTEMS CORP COM            247126105      1210    75644 SH       DEFINED 1           75644
DELPHI AUTOMOTIVE SYSTEMS CORP COM            247126105        66     4104 SH       DEFINED 1            4104
DELPHI AUTOMOTIVE SYSTEMS CORP COM            247126105      1629   101837 SH       DEFINED 1          101837
DELTA AIR LINES INC            COM            247361108       953    17900 SH       DEFINED 1           17900
DELTA AIR LINES INC            COM            247361108        48      900 SH       DEFINED 1             900
DELTA AIR LINES INC            COM            247361108      1278    24000 SH       DEFINED 1           24000
DELUXE CORP.                   COM            248019101       260     9800 SH       DEFINED 1            9800
DELUXE CORP.                   COM            248019101        16      600 SH       DEFINED 1             600
DELUXE CORP.                   COM            248019101       350    13200 SH       DEFINED 1           13200
DENTSPLY INTERNATIONAL INC.    COM            249030107        51     1800 SH       DEFINED 1            1800
DENTSPLY INTERNATIONAL INC.    COM            249030107       119     4200 SH       DEFINED 1            4200
DETROIT EDISON COMPANY         COM            233331107       563    19400 SH       DEFINED 1           19400
DETROIT EDISON COMPANY         COM            233331107        29     1000 SH       DEFINED 1            1000
DETROIT EDISON COMPANY         COM            233331107       249     8600 SH       DEFINED 1            8600
DETROIT EDISON COMPANY         COM            233331107      2909   100300 SH       DEFINED 1          100300
DETROIT EDISON COMPANY         COM            233331107       760    26200 SH       DEFINED 1           26200
DEVON ENERGY CORPORATION       COM            25179M103       141     2900 SH       DEFINED 1            2900
DEVON ENERGY CORPORATION       COM            25179M103       330     6800 SH       DEFINED 1            6800
DEVRY INC                      COM            251893103        73     2400 SH       DEFINED 1            2400
DEVRY INC                      COM            251893103       168     5500 SH       DEFINED 1            5500
DEXTER CORPORATION             COM            252165105        42      800 SH       DEFINED 1             800
DEXTER CORPORATION             COM            252165105        95     1800 SH       DEFINED 1            1800
DIAL CORP.                     COM            25247D101        50     3600 SH       DEFINED 1            3600
DIAL CORP.                     COM            25247D101       114     8300 SH       DEFINED 1            8300
DIEBOLD INC                    COM            253651103        63     2300 SH       DEFINED 1            2300
DIEBOLD INC                    COM            253651103       151     5500 SH       DEFINED 1            5500
DILLARDS INC CL A              COM            254067101       237    14400 SH       DEFINED 1           14400
DILLARDS INC CL A              COM            254067101        13      800 SH       DEFINED 1             800
DILLARDS INC CL A              COM            254067101       319    19400 SH       DEFINED 1           19400
DIME BANCORP INC NEW           COM            25429Q102       192    10400 SH       DEFINED 1           10400
DIME BANCORP INC NEW           COM            25429Q102        70     3800 SH       DEFINED 1            3800
DIME BANCORP INC NEW           COM            25429Q102      2296   124100 SH       DEFINED 1          124100
DIME BANCORP INC NEW           COM            25429Q102       163     8800 SH       DEFINED 1            8800
DIVERSINET CORP                COM            25536K204        97     5400 SH       DEFINED 1            5400
DIVERSINET CORP                COM            25536K204      1037    58000 SH       DEFINED 1           58000
DOCUMENTUM INC                 COM            256159104        78     1000 SH       DEFINED 1            1000
DOCUMENTUM INC                 COM            256159104       936    12000 SH       DEFINED 1           12000
DOLE FOOD COMPANY INC.         COM            256605106        37     1900 SH       DEFINED 1            1900
DOLE FOOD COMPANY INC.         COM            256605106        86     4400 SH       DEFINED 1            4400
DOLLAR GENERAL CORP            COM            256669102       959    35668 SH       DEFINED 1           35668
DOLLAR GENERAL CORP            COM            256669102        51     1912 SH       DEFINED 1            1912
DOLLAR GENERAL CORP            COM            256669102      1288    47943 SH       DEFINED 1           47943
DOLLAR TREE STORES, INC.       COM            256747106       532    10200 SH       DEFINED 1           10200
DOLLAR TREE STORES, INC.       COM            256747106       109     2100 SH       DEFINED 1            2100
DOLLAR TREE STORES, INC.       COM            256747106        94     1800 SH       DEFINED 1            1800
DOLLAR TREE STORES, INC.       COM            256747106      9998   191800 SH       DEFINED 1          191800
DOLLAR TREE STORES, INC.       COM            256747106       255     4900 SH       DEFINED 1            4900
DOLLAR TREE STORES, INC.       COM            256747106      1856    35600 SH       DEFINED 1           35600
DOMINION RESOURCES INC.        COM            25746U109      1258    32725 SH       DEFINED 1           32725
DOMINION RESOURCES INC.        COM            25746U109        67     1742 SH       DEFINED 1            1742
DOMINION RESOURCES INC.        COM            25746U109      1691    43995 SH       DEFINED 1           43995
DONALDSON                      COM            257651109        36     1600 SH       DEFINED 1            1600
DONALDSON                      COM            257651109        81     3600 SH       DEFINED 1            3600
DOVER CORPORATION              COM            260003108      1307    27300 SH       DEFINED 1           27300
DOVER CORPORATION              COM            260003108        72     1500 SH       DEFINED 1            1500
DOVER CORPORATION              COM            260003108      1757    36700 SH       DEFINED 1           36700
DOW CHEMICAL COMPANY           COM            260543103      3340    29300 SH       DEFINED 1           29300
DOW CHEMICAL COMPANY           COM            260543103       182     1600 SH       DEFINED 1            1600
DOW CHEMICAL COMPANY           COM            260543103      4503    39500 SH       DEFINED 1           39500
DOW JONES & COMPANY, INC.      COM            260561105       855    11900 SH       DEFINED 1           11900
DOW JONES & COMPANY, INC.      COM            260561105        43      600 SH       DEFINED 1             600
DOW JONES & COMPANY, INC.      COM            260561105      1156    16100 SH       DEFINED 1           16100
DPL INCORPORATED               COM            233293109       100     4500 SH       DEFINED 1            4500
DPL INCORPORATED               COM            233293109       235    10600 SH       DEFINED 1           10600
DQE INCORP                     COM            23329J104       118     2600 SH       DEFINED 1            2600
DQE INCORP                     COM            23329J104       273     6000 SH       DEFINED 1            6000
DREYERS GRAND ICE CREAM INC    COM            261878102        23      900 SH       DEFINED 1             900
DREYERS GRAND ICE CREAM INC    COM            261878102        57     2200 SH       DEFINED 1            2200
DST SYSTEMS, INC.              COM            233326107       123     1900 SH       DEFINED 1            1900
DST SYSTEMS, INC.              COM            233326107      1033    15900 SH       DEFINED 1           15900
DST SYSTEMS, INC.              COM            233326107       143     2200 SH       DEFINED 1            2200
DST SYSTEMS, INC.              COM            233326107     19689   303200 SH       DEFINED 1          303200
DST SYSTEMS, INC.              COM            233326107       325     5000 SH       DEFINED 1            5000
DUKE ENERGY COMPANY            COM            264399106      2571    48971 SH       DEFINED 1           48971
DUKE ENERGY COMPANY            COM            264399106       138     2631 SH       DEFINED 1            2631
DUKE ENERGY COMPANY            COM            264399106      3463    65965 SH       DEFINED 1           65965
DUN & BRADSTREET CORPORATI     COM            26483B106       615    21500 SH       DEFINED 1           21500
DUN & BRADSTREET CORPORATI     COM            26483B106        34     1200 SH       DEFINED 1            1200
DUN & BRADSTREET CORPORATI     COM            26483B106       830    29000 SH       DEFINED 1           29000
DYCOM INDUSTRIES               COM            267475101       166     3400 SH       DEFINED 1            3400
DYCOM INDUSTRIES               COM            267475101      2372    48650 SH       DEFINED 1           48650
E*TRADE GROUP INC              COM            269246104       286     9500 SH       DEFINED 1            9500
E*TRADE GROUP INC              COM            269246104       666    22100 SH       DEFINED 1           22100
E.I. DU PONT DE NEMOURS & COMP COM            263534109      7397   139900 SH       DEFINED 1          139900
E.I. DU PONT DE NEMOURS & COMP COM            263534109       397     7500 SH       DEFINED 1            7500
E.I. DU PONT DE NEMOURS & COMP COM            263534109      9956   188300 SH       DEFINED 1          188300
EASTERN ENTERPRISES            COM            27637F100       216     3600 SH       DEFINED 1            3600
EASTERN ENTERPRISES            COM            27637F100         6      100 SH       DEFINED 1             100
EASTERN ENTERPRISES            COM            27637F100       293     4900 SH       DEFINED 1            4900
EASTMAN CHEMICAL COMPANY       COM            277432100       477    10475 SH       DEFINED 1           10475
EASTMAN CHEMICAL COMPANY       COM            277432100        23      500 SH       DEFINED 1             500
EASTMAN CHEMICAL COMPANY       COM            277432100       643    14125 SH       DEFINED 1           14125
EASTMAN KODAK COMPANY          COM            277461109      2297    42300 SH       DEFINED 1           42300
EASTMAN KODAK COMPANY          COM            277461109       125     2300 SH       DEFINED 1            2300
EASTMAN KODAK COMPANY          COM            277461109      3090    56900 SH       DEFINED 1           56900
EATON CORPORATION              COM            278058102       764     9800 SH       DEFINED 1            9800
EATON CORPORATION              COM            278058102        47      600 SH       DEFINED 1             600
EATON CORPORATION              COM            278058102      1037    13300 SH       DEFINED 1           13300
ECOLAB, INC.                   COM            278865100       638    17400 SH       DEFINED 1           17400
ECOLAB, INC.                   COM            278865100        33      900 SH       DEFINED 1             900
ECOLAB, INC.                   COM            278865100       183     5000 SH       DEFINED 1            5000
ECOLAB, INC.                   COM            278865100       770    21000 SH       DEFINED 1           21000
ECOLAB, INC.                   COM            278865100      7481   203900 SH       DEFINED 1          203900
ECOLAB, INC.                   COM            278865100       858    23400 SH       DEFINED 1           23400
EDISON INTERNATIONAL           COM            281020107       770    46500 SH       DEFINED 1           46500
EDISON INTERNATIONAL           COM            281020107        41     2500 SH       DEFINED 1            2500
EDISON INTERNATIONAL           COM            281020107      1037    62600 SH       DEFINED 1           62600
EDWARDS (A.G.) INC.            COM            281760108       124     3100 SH       DEFINED 1            3100
EDWARDS (A.G.) INC.            COM            281760108       292     7300 SH       DEFINED 1            7300
EL PASO ENERGY CORP            COM            283905107      1235    30600 SH       DEFINED 1           30600
EL PASO ENERGY CORP            COM            283905107        65     1600 SH       DEFINED 1            1600
EL PASO ENERGY CORP            COM            283905107      1663    41200 SH       DEFINED 1           41200
ELAN CORPORATION               COM            284131208      1245    26200 SH       DEFINED 1           26200
ELAN CORPORATION               COM            284131208     22803   480055 SH       DEFINED 1          480055
ELECTRONIC ARTS                COM            285512109       634     8900 SH       DEFINED 1            8900
ELECTRONIC ARTS                COM            285512109       149     2100 SH       DEFINED 1            2100
ELECTRONIC ARTS                COM            285512109     10785   151500 SH       DEFINED 1          151500
ELECTRONIC ARTS                COM            285512109       356     5000 SH       DEFINED 1            5000
ELECTRONIC DATA SYSTEMS        COM            285661104      4044    63000 SH       DEFINED 1           63000
ELECTRONIC DATA SYSTEMS        COM            285661104       218     3400 SH       DEFINED 1            3400
ELECTRONIC DATA SYSTEMS        COM            285661104       225     3500 SH       DEFINED 1            3500
ELECTRONIC DATA SYSTEMS        COM            285661104       905    14100 SH       DEFINED 1           14100
ELECTRONIC DATA SYSTEMS        COM            285661104      9166   142800 SH       DEFINED 1          142800
ELECTRONIC DATA SYSTEMS        COM            285661104      5450    84900 SH       DEFINED 1           84900
ELI LILLY & COMPANY            COM            532457108      9198   146000 SH       DEFINED 1          146000
ELI LILLY & COMPANY            COM            532457108       491     7800 SH       DEFINED 1            7800
ELI LILLY & COMPANY            COM            532457108       113     1800 SH       DEFINED 1            1800
ELI LILLY & COMPANY            COM            532457108       643    10200 SH       DEFINED 1           10200
ELI LILLY & COMPANY            COM            532457108       447     7100 SH       DEFINED 1            7100
ELI LILLY & COMPANY            COM            532457108      7421   117800 SH       DEFINED 1          117800
ELI LILLY & COMPANY            COM            532457108      4089    64900 SH       DEFINED 1           64900
ELI LILLY & COMPANY            COM            532457108     12386   196600 SH       DEFINED 1          196600
EMC CORPORATION                COM            268648102     17030   136243 SH       DEFINED 1          136243
EMC CORPORATION                COM            268648102       920     7356 SH       DEFINED 1            7356
EMC CORPORATION                COM            268648102       188     1500 SH       DEFINED 1            1500
EMC CORPORATION                COM            268648102       650     5200 SH       DEFINED 1            5200
EMC CORPORATION                COM            268648102       688     5500 SH       DEFINED 1            5500
EMC CORPORATION                COM            268648102      7738    61900 SH       DEFINED 1           61900
EMC CORPORATION                COM            268648102      7638    61100 SH       DEFINED 1           61100
EMC CORPORATION                COM            268648102     22930   183437 SH       DEFINED 1          183437
EMERSON ELECTRIC CO            COM            291011104      3077    58200 SH       DEFINED 1           58200
EMERSON ELECTRIC CO            COM            291011104       164     3100 SH       DEFINED 1            3100
EMERSON ELECTRIC CO            COM            291011104       952    18000 SH       DEFINED 1           18000
EMERSON ELECTRIC CO            COM            291011104      4140    78300 SH       DEFINED 1           78300
ENERGY EAST                    COM            29266M109        83     4200 SH       DEFINED 1            4200
ENERGY EAST                    COM            29266M109       194     9800 SH       DEFINED 1            9800
ENGAGE TECHNOLOGIES INC        COM            292827102        61      800 SH       DEFINED 1             800
ENGAGE TECHNOLOGIES INC        COM            292827102       725     9500 SH       DEFINED 1            9500
ENGELHARD CORP.                COM            292845104       254    16800 SH       DEFINED 1           16800
ENGELHARD CORP.                COM            292845104        14      900 SH       DEFINED 1             900
ENGELHARD CORP.                COM            292845104       343    22700 SH       DEFINED 1           22700
ENRON CORP                     COM            293561106      7173    95800 SH       DEFINED 1           95800
ENRON CORP                     COM            293561106       389     5200 SH       DEFINED 1            5200
ENRON CORP                     COM            293561106       449     6000 SH       DEFINED 1            6000
ENRON CORP                     COM            293561106      1602    21400 SH       DEFINED 1           21400
ENRON CORP                     COM            293561106     16248   217000 SH       DEFINED 1          217000
ENRON CORP                     COM            293561106      9659   129000 SH       DEFINED 1          129000
ENSCO INTERNATIONAL INCORPORAT COM            26874Q100       170     4700 SH       DEFINED 1            4700
ENSCO INTERNATIONAL INCORPORAT COM            26874Q100       394    10900 SH       DEFINED 1           10900
ENTERCOM                       COM            293639100       765    15000 SH       DEFINED 1           15000
ENTERCOM                       COM            293639100     14535   285000 SH       DEFINED 1          285000
ENTERGY CORPORATION            COM            29364G103       668    33100 SH       DEFINED 1           33100
ENTERGY CORPORATION            COM            29364G103        36     1800 SH       DEFINED 1            1800
ENTERGY CORPORATION            COM            29364G103       898    44500 SH       DEFINED 1           44500
EOG RESOURCES                  COM            26875P101       146     6900 SH       DEFINED 1            6900
EOG RESOURCES                  COM            26875P101       572    27000 SH       DEFINED 1           27000
EOG RESOURCES                  COM            26875P101      6060   286000 SH       DEFINED 1          286000
EPCOS                          COM            578599300       379     3000 SH       DEFINED 1            3000
EPRISE CORP                    COM            294352109         8      500 SH       DEFINED 1             500
EPRISE CORP                    COM            294352109        20     1300 SH       DEFINED 1            1300
EPRISE CORP                    COM            294352109       249    15800 SH       DEFINED 1           15800
EQUIFAX INC                    COM            294429105       477    18900 SH       DEFINED 1           18900
EQUIFAX INC                    COM            294429105        25     1000 SH       DEFINED 1            1000
EQUIFAX INC                    COM            294429105       644    25500 SH       DEFINED 1           25500
ETHYL CORPORATION              COM            297659104         9     2800 SH       DEFINED 1            2800
ETHYL CORPORATION              COM            297659104        20     6600 SH       DEFINED 1            6600
ETOYS INC                      COM            297862104        19     2200 SH       DEFINED 1            2200
ETOYS INC                      COM            297862104        70     7900 SH       DEFINED 1            7900
ETOYS INC                      COM            297862104       691    78100 SH       DEFINED 1           78100
EXPEDITORS INTL WASH INC       COM            302130109        72     1800 SH       DEFINED 1            1800
EXPEDITORS INTL WASH INC       COM            302130109       684    17200 SH       DEFINED 1           17200
EXPEDITORS INTL WASH INC       COM            302130109     12712   319800 SH       DEFINED 1          319800
EXTENSITY INC                  COM            302255104        48     1000 SH       DEFINED 1            1000
EXTENSITY INC                  COM            302255104        72     1500 SH       DEFINED 1            1500
EXTENSITY INC                  COM            302255104       922    19200 SH       DEFINED 1           19200
EXXON MOBILE CORP              COM            30231G102     35978   462373 SH       DEFINED 1          462373
EXXON MOBILE CORP              COM            30231G102      1922    24705 SH       DEFINED 1           24705
EXXON MOBILE CORP              COM            30231G102       204     2620 SH       DEFINED 1            2620
EXXON MOBILE CORP              COM            30231G102      1474    18938 SH       DEFINED 1           18938
EXXON MOBILE CORP              COM            30231G102       770     9892 SH       DEFINED 1            9892
EXXON MOBILE CORP              COM            30231G102     16996   218427 SH       DEFINED 1          218427
EXXON MOBILE CORP              COM            30231G102      7716    99167 SH       DEFINED 1           99167
EXXON MOBILE CORP              COM            30231G102     48453   622685 SH       DEFINED 1          622685
FAMILY DOLLAR STORES           COM            307000109       123     5900 SH       DEFINED 1            5900
FAMILY DOLLAR STORES           COM            307000109       285    13700 SH       DEFINED 1           13700
FASTENAL CO.                   COM            311900104        62     1300 SH       DEFINED 1            1300
FASTENAL CO.                   COM            311900104       144     3000 SH       DEFINED 1            3000
FEDERAL NATIONAL MORTGAGE ASSO COM            313586109      7743   137200 SH       DEFINED 1          137200
FEDERAL NATIONAL MORTGAGE ASSO COM            313586109       412     7300 SH       DEFINED 1            7300
FEDERAL NATIONAL MORTGAGE ASSO COM            313586109       243     4300 SH       DEFINED 1            4300
FEDERAL NATIONAL MORTGAGE ASSO COM            313586109      3065    54300 SH       DEFINED 1           54300
FEDERAL NATIONAL MORTGAGE ASSO COM            313586109     10430   184800 SH       DEFINED 1          184800
FEDERAL SIGNAL                 COM            313855108        29     1600 SH       DEFINED 1            1600
FEDERAL SIGNAL                 COM            313855108        65     3600 SH       DEFINED 1            3600
FEDERAL-MOGUL                  COM            313549107        42     2500 SH       DEFINED 1            2500
FEDERAL-MOGUL                  COM            313549107        97     5800 SH       DEFINED 1            5800
FEDERATED DEPARTMENT STORES, I COM            31410H101      1173    28100 SH       DEFINED 1           28100
FEDERATED DEPARTMENT STORES, I COM            31410H101        63     1500 SH       DEFINED 1            1500
FEDERATED DEPARTMENT STORES, I COM            31410H101       351     8400 SH       DEFINED 1            8400
FEDERATED DEPARTMENT STORES, I COM            31410H101      3444    82500 SH       DEFINED 1           82500
FEDERATED DEPARTMENT STORES, I COM            31410H101      1582    37900 SH       DEFINED 1           37900
FEDEX CORPORATION              COM            31428X106      1565    40140 SH       DEFINED 1           40140
FEDEX CORPORATION              COM            31428X106        83     2120 SH       DEFINED 1            2120
FEDEX CORPORATION              COM            31428X106        70     1800 SH       DEFINED 1            1800
FEDEX CORPORATION              COM            31428X106       289     7400 SH       DEFINED 1            7400
FEDEX CORPORATION              COM            31428X106      2535    65000 SH       DEFINED 1           65000
FEDEX CORPORATION              COM            31428X106      2099    53820 SH       DEFINED 1           53820
FERRO                          COM            315405100        21     1200 SH       DEFINED 1            1200
FERRO                          COM            315405100        50     2800 SH       DEFINED 1            2800
FHLMC                          COM            313400301      4114    93100 SH       DEFINED 1           93100
FHLMC                          COM            313400301       221     5000 SH       DEFINED 1            5000
FHLMC                          COM            313400301      5537   125300 SH       DEFINED 1          125300
FIFTH THIRD BANCORP            COM            316773100      2607    41375 SH       DEFINED 1           41375
FIFTH THIRD BANCORP            COM            316773100       140     2225 SH       DEFINED 1            2225
FIFTH THIRD BANCORP            COM            316773100       107     1700 SH       DEFINED 1            1700
FIFTH THIRD BANCORP            COM            316773100       422     6700 SH       DEFINED 1            6700
FIFTH THIRD BANCORP            COM            316773100      4618    73300 SH       DEFINED 1           73300
FIFTH THIRD BANCORP            COM            316773100      3508    55675 SH       DEFINED 1           55675
FINANCIAL SEC ASSURN HLDGS LTD COM            31769P100       235     3200 SH       DEFINED 1            3200
FINOVA GROUP                   COM            317928109        35     2100 SH       DEFINED 1            2100
FINOVA GROUP                   COM            317928109        81     4800 SH       DEFINED 1            4800
FIRST DATA CORPORATION         COM            319963104      2487    56200 SH       DEFINED 1           56200
FIRST DATA CORPORATION         COM            319963104       133     3000 SH       DEFINED 1            3000
FIRST DATA CORPORATION         COM            319963104      3345    75600 SH       DEFINED 1           75600
FIRST ENERGY CORPORATION       COM            337932107       641    31100 SH       DEFINED 1           31100
FIRST ENERGY CORPORATION       COM            337932107        33     1600 SH       DEFINED 1            1600
FIRST ENERGY CORPORATION       COM            337932107       866    42000 SH       DEFINED 1           42000
FIRST HEALTH GROUP             COM            320960107        54     1700 SH       DEFINED 1            1700
FIRST HEALTH GROUP             COM            320960107       123     3900 SH       DEFINED 1            3900
FIRST SECURITY                 COM            336294103        80     6700 SH       DEFINED 1            6700
FIRST SECURITY                 COM            336294103       186    15500 SH       DEFINED 1           15500
FIRST TENNESSEE NATL CORP      COM            337162101        89     4400 SH       DEFINED 1            4400
FIRST TENNESSEE NATL CORP      COM            337162101       209    10300 SH       DEFINED 1           10300
FIRST UNION CORPORATION        COM            337358105      4924   132186 SH       DEFINED 1          132186
FIRST UNION CORPORATION        COM            337358105       261     7020 SH       DEFINED 1            7020
FIRST UNION CORPORATION        COM            337358105       939    25200 SH       DEFINED 1           25200
FIRST UNION CORPORATION        COM            337358105     10911   292900 SH       DEFINED 1          292900
FIRST UNION CORPORATION        COM            337358105      6632   178052 SH       DEFINED 1          178052
FIRST VIRGINIA BANKS INC       COM            337477103        64     1700 SH       DEFINED 1            1700
FIRST VIRGINIA BANKS INC       COM            337477103       146     3900 SH       DEFINED 1            3900
FIRSTAR CORPORATION NEW        COM            33763V109      3010   131229 SH       DEFINED 1          131229
FIRSTAR CORPORATION NEW        COM            33763V109       159     6936 SH       DEFINED 1            6936
FIRSTAR CORPORATION NEW        COM            33763V109      4055   176765 SH       DEFINED 1          176765
FIRSTMERIT CORP                COM            337915102        57     3100 SH       DEFINED 1            3100
FIRSTMERIT CORP                COM            337915102       131     7100 SH       DEFINED 1            7100
FISERV                         COM            337738108       377    10125 SH       DEFINED 1           10125
FISERV                         COM            337738108       914    24586 SH       DEFINED 1           24586
FISERV                         COM            337738108      1314    35325 SH       DEFINED 1           35325
FISERV                         COM            337738108       156     4200 SH       DEFINED 1            4200
FISERV                         COM            337738108     10159   273175 SH       DEFINED 1          273175
FISERV                         COM            337738108     16688   448750 SH       DEFINED 1          448750
FISERV                         COM            337738108       363     9750 SH       DEFINED 1            9750
FLEETBOSTON FINANCIAL CORP     COM            339030108      4473   122551 SH       DEFINED 1          122551
FLEETBOSTON FINANCIAL CORP     COM            339030108       241     6597 SH       DEFINED 1            6597
FLEETBOSTON FINANCIAL CORP     COM            339030108      6027   165120 SH       DEFINED 1          165120
FLORIDA PROGRESS CORPORATION   COM            341109106       601    13100 SH       DEFINED 1           13100
FLORIDA PROGRESS CORPORATION   COM            341109106        32      700 SH       DEFINED 1             700
FLORIDA PROGRESS CORPORATION   COM            341109106       812    17700 SH       DEFINED 1           17700
FLOWERS INDUSTRIES INC         COM            343496105        52     3400 SH       DEFINED 1            3400
FLOWERS INDUSTRIES INC         COM            343496105       120     7900 SH       DEFINED 1            7900
FLOWSERVE                      COM            34354P105        17     1300 SH       DEFINED 1            1300
FLOWSERVE                      COM            34354P105        39     3000 SH       DEFINED 1            3000
FLUOR CORPORATION              COM            343861100       316    10200 SH       DEFINED 1           10200
FLUOR CORPORATION              COM            343861100        16      500 SH       DEFINED 1             500
FLUOR CORPORATION              COM            343861100       425    13700 SH       DEFINED 1           13700
FMC CORPORATION                COM            302491303       232     4100 SH       DEFINED 1            4100
FMC CORPORATION                COM            302491303        11      200 SH       DEFINED 1             200
FMC CORPORATION                COM            302491303       311     5500 SH       DEFINED 1            5500
FORD MOTOR COMPANY             COM            345370100      7428   161700 SH       DEFINED 1          161700
FORD MOTOR COMPANY             COM            345370100       400     8700 SH       DEFINED 1            8700
FORD MOTOR COMPANY             COM            345370100        83     1800 SH       DEFINED 1            1800
FORD MOTOR COMPANY             COM            345370100       285     6200 SH       DEFINED 1            6200
FORD MOTOR COMPANY             COM            345370100       312     6800 SH       DEFINED 1            6800
FORD MOTOR COMPANY             COM            345370100      3262    71000 SH       DEFINED 1           71000
FORD MOTOR COMPANY             COM            345370100      4272    93000 SH       DEFINED 1           93000
FORD MOTOR COMPANY             COM            345370100     10005   217800 SH       DEFINED 1          217800
FOREST LABORATORIES INC.       COM            345838106       296     3500 SH       DEFINED 1            3500
FOREST LABORATORIES INC.       COM            345838106       237     2800 SH       DEFINED 1            2800
FOREST LABORATORIES INC.       COM            345838106      3380    40000 SH       DEFINED 1           40000
FOREST LABORATORIES INC.       COM            345838106       558     6600 SH       DEFINED 1            6600
FORRESTER RESEARCH             COM            346563109       174     3200 SH       DEFINED 1            3200
FORRESTER RESEARCH             COM            346563109      2327    42900 SH       DEFINED 1           42900
FORT JAMES CORPORATION         COM            347471104       636    28900 SH       DEFINED 1           28900
FORT JAMES CORPORATION         COM            347471104        35     1600 SH       DEFINED 1            1600
FORT JAMES CORPORATION         COM            347471104       858    39000 SH       DEFINED 1           39000
FORTUNE BRANDS INC             COM            349631101       550    22000 SH       DEFINED 1           22000
FORTUNE BRANDS INC             COM            349631101        30     1200 SH       DEFINED 1            1200
FORTUNE BRANDS INC             COM            349631101       740    29600 SH       DEFINED 1           29600
FOUNDATION HEALTH SYSTEM       COM            350404109        34     4200 SH       DEFINED 1            4200
FOUNDATION HEALTH SYSTEM       COM            350404109        78     9700 SH       DEFINED 1            9700
FOUNDRY NETWORKS INC.          COM            35063R100       791     5500 SH       DEFINED 1            5500
FOUNDRY NETWORKS INC.          COM            35063R100     13584    94500 SH       DEFINED 1           94500
FPL GROUP, INC.                COM            302571104      1106    24000 SH       DEFINED 1           24000
FPL GROUP, INC.                COM            302571104        55     1200 SH       DEFINED 1            1200
FPL GROUP, INC.                COM            302571104      1488    32300 SH       DEFINED 1           32300
FRANKLIN RESOURCES             COM            354613101      1130    33800 SH       DEFINED 1           33800
FRANKLIN RESOURCES             COM            354613101        60     1800 SH       DEFINED 1            1800
FRANKLIN RESOURCES             COM            354613101      1521    45500 SH       DEFINED 1           45500
FREEPORT-MCMORAN COPPER & GOLD COM            35671D857       264    21900 SH       DEFINED 1           21900
FREEPORT-MCMORAN COPPER & GOLD COM            35671D857        14     1200 SH       DEFINED 1            1200
FREEPORT-MCMORAN COPPER & GOLD COM            35671D857       356    29500 SH       DEFINED 1           29500
FREESHOP                       COM            356873109        94     4800 SH       DEFINED 1            4800
FREESHOP                       COM            356873109      1051    53900 SH       DEFINED 1           53900
FUJI BANK                      COM            635628000         2    25000 SH       DEFINED 1           25000
FULLER (H.B.)                  COM            359694106        20      500 SH       DEFINED 1             500
FULLER (H.B.)                  COM            359694106        44     1100 SH       DEFINED 1            1100
FURNITURE BRANDS INT           COM            360921100        32     1700 SH       DEFINED 1            1700
FURNITURE BRANDS INT           COM            360921100        73     3900 SH       DEFINED 1            3900
GANNETT CO                     COM            364730101      2625    37300 SH       DEFINED 1           37300
GANNETT CO                     COM            364730101       141     2000 SH       DEFINED 1            2000
GANNETT CO                     COM            364730101      3540    50300 SH       DEFINED 1           50300
GAP, INC.                      COM            364760108      5715   114725 SH       DEFINED 1          114725
GAP, INC.                      COM            364760108       307     6162 SH       DEFINED 1            6162
GAP, INC.                      COM            364760108       254     5100 SH       DEFINED 1            5100
GAP, INC.                      COM            364760108      3044    61100 SH       DEFINED 1           61100
GAP, INC.                      COM            364760108      7690   154375 SH       DEFINED 1          154375
GARTNER GROUP INC - CLASS B    COM            366651206        40     3000 SH       DEFINED 1            3000
GARTNER GROUP INC - CLASS B    COM            366651206        93     7000 SH       DEFINED 1            7000
GASONICS INTERNATIONAL CORP.   COM            367278108       182     4600 SH       DEFINED 1            4600
GATEWAY INC                    COM            367626108      2247    42400 SH       DEFINED 1           42400
GATEWAY INC                    COM            367626108       122     2300 SH       DEFINED 1            2300
GATEWAY INC                    COM            367626108      3026    57100 SH       DEFINED 1           57100
GATX CORPORATION               COM            361448103        65     1700 SH       DEFINED 1            1700
GATX CORPORATION               COM            361448103       148     3900 SH       DEFINED 1            3900
GEMSTAR INTERNATIONAL GROUP LI COM            G3788V106      2587    30082 SH       DEFINED 1           30082
GEMSTAR INTERNATIONAL GROUP LI COM            G3788V106     47283   549800 SH       DEFINED 1          549800
GENERAL DYNAMICS CORPORATION   COM            369550108      1338    26900 SH       DEFINED 1           26900
GENERAL DYNAMICS CORPORATION   COM            369550108        70     1400 SH       DEFINED 1            1400
GENERAL DYNAMICS CORPORATION   COM            369550108      1801    36200 SH       DEFINED 1           36200
GENERAL ELECTRIC COMPANY       COM            369604103     68158   439200 SH       DEFINED 1          439200
GENERAL ELECTRIC COMPANY       COM            369604103      3647    23500 SH       DEFINED 1           23500
GENERAL ELECTRIC COMPANY       COM            369604103       497     3200 SH       DEFINED 1            3200
GENERAL ELECTRIC COMPANY       COM            369604103      1195     7700 SH       DEFINED 1            7700
GENERAL ELECTRIC COMPANY       COM            369604103      1924    12400 SH       DEFINED 1           12400
GENERAL ELECTRIC COMPANY       COM            369604103     14495    93400 SH       DEFINED 1           93400
GENERAL ELECTRIC COMPANY       COM            369604103     19010   122500 SH       DEFINED 1          122500
GENERAL ELECTRIC COMPANY       COM            369604103     91809   591600 SH       DEFINED 1          591600
GENERAL MILLS, INC.            COM            370334104      1473    40700 SH       DEFINED 1           40700
GENERAL MILLS, INC.            COM            370334104        80     2200 SH       DEFINED 1            2200
GENERAL MILLS, INC.            COM            370334104      1983    54800 SH       DEFINED 1           54800
GENERAL MOTORS CORP            COM            370442105      7097    85700 SH       DEFINED 1           85700
GENERAL MOTORS CORP            COM            370442105       381     4600 SH       DEFINED 1            4600
GENERAL MOTORS CORP            COM            370442105      9557   115400 SH       DEFINED 1          115400
GENTIVA HEALTH SERVICES        COM            37247A102         5      650 SH       DEFINED 1             650
GENTIVA HEALTH SERVICES        COM            37247A102         9     1225 SH       DEFINED 1            1225
GENUINE PARTS COMPANY          COM            372460105       568    23775 SH       DEFINED 1           23775
GENUINE PARTS COMPANY          COM            372460105        30     1250 SH       DEFINED 1            1250
GENUINE PARTS COMPANY          COM            372460105       766    32100 SH       DEFINED 1           32100
GENZYME CORPORATION            COM            372917104       145     2900 SH       DEFINED 1            2900
GENZYME CORPORATION            COM            372917104       336     6700 SH       DEFINED 1            6700
GEORGIA GULF CORPORATION       COM            373200203        29     1100 SH       DEFINED 1            1100
GEORGIA GULF CORPORATION       COM            373200203        65     2500 SH       DEFINED 1            2500
GEORGIA PACIFIC CORP           COM            373298108       906    22900 SH       DEFINED 1           22900
GEORGIA PACIFIC CORP           COM            373298108        51     1300 SH       DEFINED 1            1300
GEORGIA PACIFIC CORP           COM            373298108      1219    30800 SH       DEFINED 1           30800
GEORGIA PACIFIC CORP TIMBER    COM            373298702        72     2800 SH       DEFINED 1            2800
GEORGIA PACIFIC CORP TIMBER    COM            373298702       169     6600 SH       DEFINED 1            6600
GETTY IMAGES INC.              COM            374276103        72     2000 SH       DEFINED 1            2000
GETTY IMAGES INC.              COM            374276103      1369    38100 SH       DEFINED 1           38100
GETTY IMAGES INC.              COM            374276103       187     5200 SH       DEFINED 1            5200
GETTY IMAGES INC.              COM            374276103     25663   714100 SH       DEFINED 1          714100
GETTY IMAGES INC.              COM            374276103      1901    52900 SH       DEFINED 1           52900
GILEAD SCIENCES INC.           COM            375558103        95     1500 SH       DEFINED 1            1500
GILEAD SCIENCES INC.           COM            375558103       222     3500 SH       DEFINED 1            3500
GILLETTE COMPANY               COM            375766102      5412   143600 SH       DEFINED 1          143600
GILLETTE COMPANY               COM            375766102       286     7600 SH       DEFINED 1            7600
GILLETTE COMPANY               COM            375766102       490    13000 SH       DEFINED 1           13000
GILLETTE COMPANY               COM            375766102      5578   148000 SH       DEFINED 1          148000
GILLETTE COMPANY               COM            375766102      7289   193400 SH       DEFINED 1          193400
GLATFELTER (P.H.)              COM            377316104        15     1400 SH       DEFINED 1            1400
GLATFELTER (P.H.)              COM            377316104        35     3300 SH       DEFINED 1            3300
GLOBAL CROSSING LTD            COM            G3921A100      4150   101385 SH       DEFINED 1          101385
GLOBAL CROSSING LTD            COM            G3921A100       220     5380 SH       DEFINED 1            5380
GLOBAL CROSSING LTD            COM            G3921A100       340     8300 SH       DEFINED 1            8300
GLOBAL CROSSING LTD            COM            G3921A100      3979    97200 SH       DEFINED 1           97200
GLOBAL CROSSING LTD            COM            G3921A100      5601   136810 SH       DEFINED 1          136810
GLOBAL INDUSTRIES LTD          COM            379336100        83     5700 SH       DEFINED 1            5700
GLOBAL INDUSTRIES LTD          COM            379336100       183    12500 SH       DEFINED 1           12500
GLOBAL INDUSTRIES LTD          COM            379336100      2292   156700 SH       DEFINED 1          156700
GLOBAL MARINE INC              COM            379352404       287    11300 SH       DEFINED 1           11300
GLOBAL MARINE INC              COM            379352404       150     5900 SH       DEFINED 1            5900
GLOBAL MARINE INC              COM            379352404      2956   116500 SH       DEFINED 1          116500
GLOBAL MARINE INC              COM            379352404       350    13800 SH       DEFINED 1           13800
GOLDEN WEST FINANCIAL CORPORAT COM            381317106       674    21600 SH       DEFINED 1           21600
GOLDEN WEST FINANCIAL CORPORAT COM            381317106        37     1200 SH       DEFINED 1            1200
GOLDEN WEST FINANCIAL CORPORAT COM            381317106       908    29100 SH       DEFINED 1           29100
GOLDMAN SACHS GROUP INC        COM            38141G104       137     1300 SH       DEFINED 1            1300
GOLDMAN SACHS GROUP INC        COM            38141G104       599     5700 SH       DEFINED 1            5700
GOLDMAN SACHS GROUP INC        COM            38141G104       599     5700 SH       DEFINED 1            5700
GOLDMAN SACHS GROUP INC        COM            38141G104      6917    65800 SH       DEFINED 1           65800
GOLDMAN SACHS GROUP INC        COM            38141G104      2754    26200 SH       DEFINED 1           26200
GOODYEAR TIRE & RUBBER COMPANY COM            382550101       490    21000 SH       DEFINED 1           21000
GOODYEAR TIRE & RUBBER COMPANY COM            382550101        26     1100 SH       DEFINED 1            1100
GOODYEAR TIRE & RUBBER COMPANY COM            382550101       657    28200 SH       DEFINED 1           28200
GPU, INC.                      COM            36225X100       452    16500 SH       DEFINED 1           16500
GPU, INC.                      COM            36225X100        25      900 SH       DEFINED 1             900
GPU, INC.                      COM            36225X100       610    22300 SH       DEFINED 1           22300
GRANITE CONSTRUCTION           COM            387328107        24      900 SH       DEFINED 1             900
GRANITE CONSTRUCTION           COM            387328107        57     2100 SH       DEFINED 1            2100
GREAT ATLTC&PACIFIC COMP, INC. COM            390064103        99     5100 SH       DEFINED 1            5100
GREAT ATLTC&PACIFIC COMP, INC. COM            390064103         6      300 SH       DEFINED 1             300
GREAT ATLTC&PACIFIC COMP, INC. COM            390064103       135     6900 SH       DEFINED 1            6900
GREAT LAKES CHEMICAL           COM            390568103       262     7700 SH       DEFINED 1            7700
GREAT LAKES CHEMICAL           COM            390568103        14      400 SH       DEFINED 1             400
GREAT LAKES CHEMICAL           COM            390568103       354    10400 SH       DEFINED 1           10400
GREAT PLAINS SOFTWARE, INC     COM            39119E105        64     1200 SH       DEFINED 1            1200
GREAT PLAINS SOFTWARE, INC     COM            39119E105       817    15300 SH       DEFINED 1           15300
GREAT PLAINS SOFTWARE, INC     COM            39119E105       144     2700 SH       DEFINED 1            2700
GREAT PLAINS SOFTWARE, INC     COM            39119E105     14950   280100 SH       DEFINED 1          280100
GREAT PLAINS SOFTWARE, INC     COM            39119E105      1799    33700 SH       DEFINED 1           33700
GREENPOINT FINANCIAL CORP      COM            395384100        62     3142 SH       DEFINED 1            3142
GREENPOINT FINANCIAL CORP      COM            395384100        73     3700 SH       DEFINED 1            3700
GREENPOINT FINANCIAL CORP      COM            395384100       167     8500 SH       DEFINED 1            8500
GTE CORPORATION                COM            362320103      9237   130100 SH       DEFINED 1          130100
GTE CORPORATION                COM            362320103       490     6900 SH       DEFINED 1            6900
GTE CORPORATION                COM            362320103       128     1800 SH       DEFINED 1            1800
GTE CORPORATION                COM            362320103       575     8100 SH       DEFINED 1            8100
GTE CORPORATION                COM            362320103       462     6500 SH       DEFINED 1            6500
GTE CORPORATION                COM            362320103      6837    96300 SH       DEFINED 1           96300
GTE CORPORATION                COM            362320103      6035    85000 SH       DEFINED 1           85000
GTE CORPORATION                COM            362320103     12439   175200 SH       DEFINED 1          175200
GTECH HOLDINGS                 COM            400518106        22     1200 SH       DEFINED 1            1200
GTECH HOLDINGS                 COM            400518106        52     2800 SH       DEFINED 1            2800
GUIDANT CORP                   COM            401698105      2423    41200 SH       DEFINED 1           41200
GUIDANT CORP                   COM            401698105       129     2200 SH       DEFINED 1            2200
GUIDANT CORP                   COM            401698105        53      900 SH       DEFINED 1             900
GUIDANT CORP                   COM            401698105       176     3000 SH       DEFINED 1            3000
GUIDANT CORP                   COM            401698105      2741    46600 SH       DEFINED 1           46600
GUIDANT CORP                   COM            401698105      3258    55400 SH       DEFINED 1           55400
H & R BLOCK, INC.              COM            093671105       586    13100 SH       DEFINED 1           13100
H & R BLOCK, INC.              COM            093671105        31      700 SH       DEFINED 1             700
H & R BLOCK, INC.              COM            093671105       788    17600 SH       DEFINED 1           17600
HALLIBURTON COMPANY            COM            406216101      2427    59200 SH       DEFINED 1           59200
HALLIBURTON COMPANY            COM            406216101       127     3100 SH       DEFINED 1            3100
HALLIBURTON COMPANY            COM            406216101      3268    79700 SH       DEFINED 1           79700
HANNA (M.A.)                   COM            410522106        19     1700 SH       DEFINED 1            1700
HANNA (M.A.)                   COM            410522106        44     3900 SH       DEFINED 1            3900
HANNAFORD BROTHERS COMPANY     COM            410550107       103     1400 SH       DEFINED 1            1400
HANNAFORD BROTHERS COMPANY     COM            410550107       243     3300 SH       DEFINED 1            3300
HANOVER COMPRESSOR COMPANY     COM            410768105        57     1000 SH       DEFINED 1            1000
HANOVER COMPRESSOR COMPANY     COM            410768105       131     2300 SH       DEFINED 1            2300
HARCOURT GENERAL               COM            41163G101       358     9600 SH       DEFINED 1            9600
HARCOURT GENERAL               COM            41163G101        22      600 SH       DEFINED 1             600
HARCOURT GENERAL               COM            41163G101       477    12800 SH       DEFINED 1           12800
HARLEY DAVIDSON INC            COM            412822108      1603    20200 SH       DEFINED 1           20200
HARLEY DAVIDSON INC            COM            412822108        87     1100 SH       DEFINED 1            1100
HARLEY DAVIDSON INC            COM            412822108       302     3800 SH       DEFINED 1            3800
HARLEY DAVIDSON INC            COM            412822108      1405    17700 SH       DEFINED 1           17700
HARLEY DAVIDSON INC            COM            412822108     13613   171500 SH       DEFINED 1          171500
HARLEY DAVIDSON INC            COM            412822108      2167    27300 SH       DEFINED 1           27300
HARRAHS ENTERTAINMENT          COM            413619107       319    17200 SH       DEFINED 1           17200
HARRAHS ENTERTAINMENT          COM            413619107        17      900 SH       DEFINED 1             900
HARRAHS ENTERTAINMENT          COM            413619107       431    23200 SH       DEFINED 1           23200
HARRIS CORPORATION             COM            413875105        79     2300 SH       DEFINED 1            2300
HARRIS CORPORATION             COM            413875105       190     5500 SH       DEFINED 1            5500
HARSCO CORPORATION             COM            415864107        41     1400 SH       DEFINED 1            1400
HARSCO CORPORATION             COM            415864107        93     3200 SH       DEFINED 1            3200
HARTE-HANKS INC.               COM            416196103        52     2300 SH       DEFINED 1            2300
HARTE-HANKS INC.               COM            416196103       123     5400 SH       DEFINED 1            5400
HASBRO INC.                    COM            418056107       428    25925 SH       DEFINED 1           25925
HASBRO INC.                    COM            418056107        22     1350 SH       DEFINED 1            1350
HASBRO INC.                    COM            418056107       577    34975 SH       DEFINED 1           34975
HEALTH MANAGEMENT ASSOC INC    COM            421933102        37     2600 SH       DEFINED 1            2600
HEALTH MANAGEMENT ASSOC INC    COM            421933102       657    46100 SH       DEFINED 1           46100
HEALTH MANAGEMENT ASSOC INC    COM            421933102       123     8600 SH       DEFINED 1            8600
HEALTH MANAGEMENT ASSOC INC    COM            421933102      8450   593000 SH       DEFINED 1          593000
HEALTH MANAGEMENT ASSOC INC    COM            421933102       286    20100 SH       DEFINED 1           20100
HEALTHSOUTH CORP               COM            421924101       288    51700 SH       DEFINED 1           51700
HEALTHSOUTH CORP               COM            421924101        15     2700 SH       DEFINED 1            2700
HEALTHSOUTH CORP               CONVT          421924AF8         1   100000 PRN      DEFINED 1          100000
HEALTHSOUTH CORP               CONVT          421924AF8         8  1050000 PRN      DEFINED 1         1050000
HEALTHSOUTH CORP               CONVT          421924AF8        29  3700000 PRN      DEFINED 1         3700000
HEALTHSOUTH CORP               COM            421924101       387    69600 SH       DEFINED 1           69600
HEIDRICK & STRUGGLES INTL      COM            422819102        40     1000 SH       DEFINED 1            1000
HEIDRICK & STRUGGLES INTL      COM            422819102        52     1300 SH       DEFINED 1            1300
HEIDRICK & STRUGGLES INTL      COM            422819102      1103    27500 SH       DEFINED 1           27500
HEILIG-MEYERS                  COM            422893107         8     2000 SH       DEFINED 1            2000
HEILIG-MEYERS                  COM            422893107        19     4700 SH       DEFINED 1            4700
HEINZ (HJ) CO                  COM            423074103      1676    48050 SH       DEFINED 1           48050
HEINZ (HJ) CO                  COM            423074103        91     2600 SH       DEFINED 1            2600
HEINZ (HJ) CO                  COM            423074103      2255    64650 SH       DEFINED 1           64650
HELMERICH & PAYNE, INC.        COM            423452101        53     1700 SH       DEFINED 1            1700
HELMERICH & PAYNE, INC.        COM            423452101       121     3900 SH       DEFINED 1            3900
HERCULES INCORPORATED          COM            427056106       229    14200 SH       DEFINED 1           14200
HERCULES INCORPORATED          COM            427056106        13      800 SH       DEFINED 1             800
HERCULES INCORPORATED          COM            427056106       310    19200 SH       DEFINED 1           19200
HERSHEY FOODS CORP             COM            427866108       907    18600 SH       DEFINED 1           18600
HERSHEY FOODS CORP             COM            427866108        49     1000 SH       DEFINED 1            1000
HERSHEY FOODS CORP             COM            427866108      1214    24900 SH       DEFINED 1           24900
HEWLETT-PACKARD COMPANY        COM            428236103     18108   136600 SH       DEFINED 1          136600
HEWLETT-PACKARD COMPANY        COM            428236103       968     7300 SH       DEFINED 1            7300
HEWLETT-PACKARD COMPANY        COM            428236103       186     1400 SH       DEFINED 1            1400
HEWLETT-PACKARD COMPANY        COM            428236103       822     6200 SH       DEFINED 1            6200
HEWLETT-PACKARD COMPANY        COM            428236103      9213    69500 SH       DEFINED 1           69500
HEWLETT-PACKARD COMPANY        COM            428236103     24352   183700 SH       DEFINED 1          183700
HIBERNIA                       COM            428656102        57     5400 SH       DEFINED 1            5400
HIBERNIA                       COM            428656102       133    12700 SH       DEFINED 1           12700
HILLENBRAND INDUSTRIES INC.    COM            431573104        75     2200 SH       DEFINED 1            2200
HILLENBRAND INDUSTRIES INC.    COM            431573104       177     5200 SH       DEFINED 1            5200
HILTON HOTELS CORP             COM            432848109       382    49300 SH       DEFINED 1           49300
HILTON HOTELS CORP             COM            432848109        21     2700 SH       DEFINED 1            2700
HILTON HOTELS CORP             CONVT          432848AL3         0    50000 PRN      DEFINED 1           50000
HILTON HOTELS CORP             CONVT          432848AL3         5   600000 PRN      DEFINED 1          600000
HILTON HOTELS CORP             CONVT          432848AL3        19  2450000 PRN      DEFINED 1         2450000
HILTON HOTELS CORP             COM            432848109       515    66500 SH       DEFINED 1           66500
HISPANIC BROADCASTING CORP     COM            43357B104       204     1800 SH       DEFINED 1            1800
HISPANIC BROADCASTING CORP     COM            43357B104       487     4300 SH       DEFINED 1            4300
HOME DEPOT, INC.               COM            437076102     19879   308197 SH       DEFINED 1          308197
HOME DEPOT, INC.               COM            437076102      1067    16550 SH       DEFINED 1           16550
HOME DEPOT, INC.               COM            437076102     11562   179250 SH       DEFINED 1          179250
HOME DEPOT, INC.               COM            437076102     26774   415094 SH       DEFINED 1          415094
HOMESTAKE MINING COMPANY       COM            437614100       209    34800 SH       DEFINED 1           34800
HOMESTAKE MINING COMPANY       COM            437614100        11     1900 SH       DEFINED 1            1900
HOMESTAKE MINING COMPANY       COM            437614100       281    46900 SH       DEFINED 1           46900
HON INDUSTRIES                 COM            438092108        54     2100 SH       DEFINED 1            2100
HON INDUSTRIES                 COM            438092108       124     4800 SH       DEFINED 1            4800
HONEYWELL INTERNATIONAL        COM            438516106      5588   106050 SH       DEFINED 1          106050
HONEYWELL INTERNATIONAL        COM            438516106       298     5650 SH       DEFINED 1            5650
HONEYWELL INTERNATIONAL        COM            438516106       490     9300 SH       DEFINED 1            9300
HONEYWELL INTERNATIONAL        COM            438516106      5627   106800 SH       DEFINED 1          106800
HONEYWELL INTERNATIONAL        COM            438516106      7521   142750 SH       DEFINED 1          142750
HOOPER HOLMES INC              COM            439104100        31      900 SH       DEFINED 1             900
HOOPER HOLMES INC              COM            439104100        69     2000 SH       DEFINED 1            2000
HOOPER HOLMES INC              COM            439104100      1328    38700 SH       DEFINED 1           38700
HORACE MANN EDUCATOR           COM            440327104        26     1400 SH       DEFINED 1            1400
HORACE MANN EDUCATOR           COM            440327104        59     3200 SH       DEFINED 1            3200
HORMEL CO.                     COM            440452100        81     4900 SH       DEFINED 1            4900
HORMEL CO.                     COM            440452100       189    11500 SH       DEFINED 1           11500
HOTEL RESERVATIONS INC -CL A   COM            441451101        37     2100 SH       DEFINED 1            2100
HOTEL RESERVATIONS INC -CL A   COM            441451101        71     4000 SH       DEFINED 1            4000
HOTEL RESERVATIONS INC -CL A   COM            441451101      1102    62100 SH       DEFINED 1           62100
HOUGHTON MIFFLIN               COM            441560109        47     1100 SH       DEFINED 1            1100
HOUGHTON MIFFLIN               COM            441560109       106     2500 SH       DEFINED 1            2500
HOUSEHOLD INTERNATIONAL INC.   COM            441815107      2345    62859 SH       DEFINED 1           62859
HOUSEHOLD INTERNATIONAL INC.   COM            441815107       128     3419 SH       DEFINED 1            3419
HOUSEHOLD INTERNATIONAL INC.   COM            441815107      3163    84779 SH       DEFINED 1           84779
HSB GROUP                      COM            40428N109        29     1000 SH       DEFINED 1            1000
HSB GROUP                      COM            40428N109        67     2300 SH       DEFINED 1            2300
HSBC HOLDINGS                  COM            615816300        16    10500 SH       DEFINED 1           10500
HUBBELL INC.,                  COM            443510201        60     2200 SH       DEFINED 1            2200
HUBBELL INC.,                  COM            443510201       140     5100 SH       DEFINED 1            5100
HUMANA, INC.                   COM            444859102       164    22400 SH       DEFINED 1           22400
HUMANA, INC.                   COM            444859102         9     1200 SH       DEFINED 1            1200
HUMANA, INC.                   COM            444859102       221    30200 SH       DEFINED 1           30200
HUNT, J.B. TRANSPORT SERVICES  COM            445658107        16     1200 SH       DEFINED 1            1200
HUNT, J.B. TRANSPORT SERVICES  COM            445658107        38     2800 SH       DEFINED 1            2800
HUNTINGTON BANCSHARES INC      COM            446150104       688    30728 SH       DEFINED 1           30728
HUNTINGTON BANCSHARES INC      COM            446150104        36     1602 SH       DEFINED 1            1602
HUNTINGTON BANCSHARES INC      COM            446150104       926    41384 SH       DEFINED 1           41384
IBP                            COM            449223106        57     3600 SH       DEFINED 1            3600
IBP                            COM            449223106       132     8400 SH       DEFINED 1            8400
ICN PHARMACEUTICAL             COM            448924100        74     2700 SH       DEFINED 1            2700
ICN PHARMACEUTICAL             COM            448924100       169     6200 SH       DEFINED 1            6200
IDACORP                        COM            451107106        45     1300 SH       DEFINED 1            1300
IDACORP                        COM            451107106       104     3000 SH       DEFINED 1            3000
IKON OFFICE SOLUTIONS INC      COM            451713101       123    19900 SH       DEFINED 1           19900
IKON OFFICE SOLUTIONS INC      COM            451713101         7     1100 SH       DEFINED 1            1100
IKON OFFICE SOLUTIONS INC      COM            451713101       166    26900 SH       DEFINED 1           26900
ILLINOIS TOOL WORKS INC.       COM            452308109      2227    40300 SH       DEFINED 1           40300
ILLINOIS TOOL WORKS INC.       COM            452308109       122     2200 SH       DEFINED 1            2200
ILLINOIS TOOL WORKS INC.       COM            452308109        94     1700 SH       DEFINED 1            1700
ILLINOIS TOOL WORKS INC.       COM            452308109       376     6800 SH       DEFINED 1            6800
ILLINOIS TOOL WORKS INC.       COM            452308109      3851    69700 SH       DEFINED 1           69700
ILLINOIS TOOL WORKS INC.       COM            452308109      2995    54200 SH       DEFINED 1           54200
IMATION CORPORATION            COM            45245A107        32     1200 SH       DEFINED 1            1200
IMATION CORPORATION            COM            45245A107        77     2900 SH       DEFINED 1            2900
IMC FERTILIZER GROUP INC       COM            449669100        57     3900 SH       DEFINED 1            3900
IMC FERTILIZER GROUP INC       COM            449669100       134     9100 SH       DEFINED 1            9100
IMS HEALTH INC                 COM            449934108       700    41300 SH       DEFINED 1           41300
IMS HEALTH INC                 COM            449934108        37     2200 SH       DEFINED 1            2200
IMS HEALTH INC                 COM            449934108       940    55500 SH       DEFINED 1           55500
INCO LIMITED                   COM            453258402       471    25700 SH       DEFINED 1           25700
INCO LIMITED                   COM            453258402        26     1400 SH       DEFINED 1            1400
INCO LIMITED                   COM            453258402       634    34600 SH       DEFINED 1           34600
INDIANA ENERGY                 COM            454707100        20     1000 SH       DEFINED 1            1000
INDIANA ENERGY                 COM            454707100        47     2400 SH       DEFINED 1            2400
INET TECHNOLOGIES INC          COM            45662V105        42      800 SH       DEFINED 1             800
INET TECHNOLOGIES INC          COM            45662V105       185     3500 SH       DEFINED 1            3500
INET TECHNOLOGIES INC          COM            45662V105      1969    37200 SH       DEFINED 1           37200
INFONAUTICS INC-CL A           COM            456662105        23     2800 SH       DEFINED 1            2800
INFONAUTICS INC-CL A           COM            456662105        45     5400 SH       DEFINED 1            5400
INFONAUTICS INC-CL A           COM            456662105       411    49800 SH       DEFINED 1           49800
INFORMIX                       COM            456779107       154     9100 SH       DEFINED 1            9100
INFORMIX                       COM            456779107       361    21300 SH       DEFINED 1           21300
INFORTE CORP                   COM            45677R107       113     2300 SH       DEFINED 1            2300
INFORTE CORP                   COM            45677R107      1401    28600 SH       DEFINED 1           28600
INGERSOLL-RAND COMPANY         COM            456866102       971    21950 SH       DEFINED 1           21950
INGERSOLL-RAND COMPANY         COM            456866102        51     1150 SH       DEFINED 1            1150
INGERSOLL-RAND COMPANY         COM            456866102      1305    29500 SH       DEFINED 1           29500
INSIGHT COMMUNICATIONS         COM            45768V108       266    12900 SH       DEFINED 1           12900
INSIGHT COMMUNICATIONS         COM            45768V108      4366   211700 SH       DEFINED 1          211700
INT'L MULTIFOOD                COM            460043102         8      600 SH       DEFINED 1             600
INT'L MULTIFOOD                COM            460043102        20     1500 SH       DEFINED 1            1500
INTEGRATED DEVICE TECH INC     COM            458118106       123     3100 SH       DEFINED 1            3100
INTEGRATED DEVICE TECH INC     COM            458118106       285     7200 SH       DEFINED 1            7200
INTEL CORP.                    COM            458140100     59002   447200 SH       DEFINED 1          447200
INTEL CORP.                    COM            458140100      3153    23900 SH       DEFINED 1           23900
INTEL CORP.                    COM            458140100       488     3700 SH       DEFINED 1            3700
INTEL CORP.                    COM            458140100      2217    16800 SH       DEFINED 1           16800
INTEL CORP.                    COM            458140100      1953    14800 SH       DEFINED 1           14800
INTEL CORP.                    COM            458140100     25886   196200 SH       DEFINED 1          196200
INTEL CORP.                    COM            458140100     20793   157600 SH       DEFINED 1          157600
INTEL CORP.                    COM            458140100     79479   602400 SH       DEFINED 1          602400
INTERNAT'L BUSINESS MACHINES   COM            459200101     28473   241300 SH       DEFINED 1          241300
INTERNAT'L BUSINESS MACHINES   COM            459200101      1522    12900 SH       DEFINED 1           12900
INTERNAT'L BUSINESS MACHINES   COM            459200101       165     1400 SH       DEFINED 1            1400
INTERNAT'L BUSINESS MACHINES   COM            459200101       507     4300 SH       DEFINED 1            4300
INTERNAT'L BUSINESS MACHINES   COM            459200101       578     4900 SH       DEFINED 1            4900
INTERNAT'L BUSINESS MACHINES   COM            459200101      5924    50200 SH       DEFINED 1           50200
INTERNAT'L BUSINESS MACHINES   COM            459200101      8142    69000 SH       DEFINED 1           69000
INTERNAT'L BUSINESS MACHINES   COM            459200101     38350   325000 SH       DEFINED 1          325000
INTERNATIONAL GAME TEC         COM            459902102        54     2500 SH       DEFINED 1            2500
INTERNATIONAL GAME TEC         COM            459902102       128     5900 SH       DEFINED 1            5900
INTERNATIONAL PAPER COMPANY    COM            460146103      2370    55431 SH       DEFINED 1           55431
INTERNATIONAL PAPER COMPANY    COM            460146103       128     2991 SH       DEFINED 1            2991
INTERNATIONAL PAPER COMPANY    COM            460146103      3192    74670 SH       DEFINED 1           74670
INTERPUBLIC GROUP OF COS INC   COM            460690100      1777    37600 SH       DEFINED 1           37600
INTERPUBLIC GROUP OF COS INC   COM            460690100        95     2000 SH       DEFINED 1            2000
INTERPUBLIC GROUP OF COS INC   COM            460690100       123     2600 SH       DEFINED 1            2600
INTERPUBLIC GROUP OF COS INC   COM            460690100       510    10800 SH       DEFINED 1           10800
INTERPUBLIC GROUP OF COS INC   COM            460690100      6062   128300 SH       DEFINED 1          128300
INTERPUBLIC GROUP OF COS INC   COM            460690100      2391    50600 SH       DEFINED 1           50600
INTERSTATE BAKERIES            COM            46072H108        34     2400 SH       DEFINED 1            2400
INTERSTATE BAKERIES            COM            46072H108        80     5600 SH       DEFINED 1            5600
INTERVOICE-BRITE INC           COM            461142101       133     4600 SH       DEFINED 1            4600
INTERVOICE-BRITE INC           COM            461142101      1357    47000 SH       DEFINED 1           47000
INTL FLAVORS & FRAGRANCES,INC. COM            459506101       494    14100 SH       DEFINED 1           14100
INTL FLAVORS & FRAGRANCES,INC. COM            459506101        28      800 SH       DEFINED 1             800
INTL FLAVORS & FRAGRANCES,INC. COM            459506101       666    19000 SH       DEFINED 1           19000
INTUIT INC                     COM            461202103       772    14200 SH       DEFINED 1           14200
INTUIT INC                     COM            461202103       359     6600 SH       DEFINED 1            6600
INTUIT INC                     COM            461202103     14148   260200 SH       DEFINED 1          260200
INTUIT INC                     COM            461202103       843    15500 SH       DEFINED 1           15500
INVENSYS PLC                   COM            080704100       230    32500 SH       DEFINED 1           32500
INVESTMENT TECH GROUP          COM            46145F105        39     1100 SH       DEFINED 1            1100
INVESTMENT TECH GROUP          COM            46145F105        88     2500 SH       DEFINED 1            2500
INVESTORS FINANCIAL SERVICES C COM            461915100       283     4800 SH       DEFINED 1            4800
INVESTORS FINANCIAL SERVICES C COM            461915100      1242    21100 SH       DEFINED 1           21100
INVESTORS FINANCIAL SERVICES C COM            461915100       130     2200 SH       DEFINED 1            2200
INVESTORS FINANCIAL SERVICES C COM            461915100     22743   386300 SH       DEFINED 1          386300
INVESTORS FINANCIAL SERVICES C COM            461915100      1649    28000 SH       DEFINED 1           28000
IPALCO ENTERPRISES, INC        COM            462613100        57     2900 SH       DEFINED 1            2900
IPALCO ENTERPRISES, INC        COM            462613100       133     6800 SH       DEFINED 1            6800
ISIS PHARMACEUTICALS INC       COM            464330109        86     6100 SH       DEFINED 1            6100
ISIS PHARMACEUTICALS INC       COM            464330109      1017    72300 SH       DEFINED 1           72300
ITHACA INDUSTRIES              COM            465679108        40   136000 SH       DEFINED 1          136000
ITT INDUSTRIES INC             COM            450911102       367    11800 SH       DEFINED 1           11800
ITT INDUSTRIES INC             COM            450911102        19      600 SH       DEFINED 1             600
ITT INDUSTRIES INC             COM            450911102       494    15900 SH       DEFINED 1           15900
IVAX                           COM            465823102       147     5400 SH       DEFINED 1            5400
IVAX                           COM            465823102       341    12500 SH       DEFINED 1           12500
J.C. PENNEY COMPANY INC        COM            708160106       518    34800 SH       DEFINED 1           34800
J.C. PENNEY COMPANY INC        COM            708160106        28     1900 SH       DEFINED 1            1900
J.C. PENNEY COMPANY INC        COM            708160106       698    46900 SH       DEFINED 1           46900
JABIL CIRCUIT, INC             COM            466313103      2387    55200 SH       DEFINED 1           55200
JABIL CIRCUIT, INC             COM            466313103       260     6000 SH       DEFINED 1            6000
JABIL CIRCUIT, INC             COM            466313103     45620  1054800 SH       DEFINED 1         1054800
JABIL CIRCUIT, INC             COM            466313103       597    13800 SH       DEFINED 1           13800
JACOBS ENGINEERING             COM            469814107        29      900 SH       DEFINED 1             900
JACOBS ENGINEERING             COM            469814107        68     2100 SH       DEFINED 1            2100
JAKKS PACIFIC INC              COM            47012E106        43     2000 SH       DEFINED 1            2000
JAZZTEL PLC-ADR                COM            47214R152       405     5000 SH       DEFINED 1            5000
JDS UNIPHASE CORP              COM            46612J101       229     1900 SH       DEFINED 1            1900
JDS UNIPHASE CORP              COM            46612J101      1989    16500 SH       DEFINED 1           16500
JDS UNIPHASE CORP              COM            46612J101     47731   395900 SH       DEFINED 1          395900
JEFFERSON-PILOT CORP.          COM            475070108       937    14075 SH       DEFINED 1           14075
JEFFERSON-PILOT CORP.          COM            475070108        53      800 SH       DEFINED 1             800
JEFFERSON-PILOT CORP.          COM            475070108      1255    18850 SH       DEFINED 1           18850
JOHNSON & JOHNSON              COM            478160104     13046   186200 SH       DEFINED 1          186200
JOHNSON & JOHNSON              COM            478160104       694     9900 SH       DEFINED 1            9900
JOHNSON & JOHNSON              COM            478160104       105     1500 SH       DEFINED 1            1500
JOHNSON & JOHNSON              COM            478160104       406     5800 SH       DEFINED 1            5800
JOHNSON & JOHNSON              COM            478160104      4001    57100 SH       DEFINED 1           57100
JOHNSON & JOHNSON              COM            478160104     17565   250700 SH       DEFINED 1          250700
JOHNSON CONTROLS INC           COM            478366107       616    11400 SH       DEFINED 1           11400
JOHNSON CONTROLS INC           COM            478366107        32      600 SH       DEFINED 1             600
JOHNSON CONTROLS INC           COM            478366107       833    15400 SH       DEFINED 1           15400
JONES APPAREL GROUP INC        COM            480074103       102     3200 SH       DEFINED 1            3200
JONES APPAREL GROUP INC        COM            480074103       504    15800 SH       DEFINED 1           15800
JONES APPAREL GROUP INC        COM            480074103       134     4200 SH       DEFINED 1            4200
JONES APPAREL GROUP INC        COM            480074103      5243   164500 SH       DEFINED 1          164500
JONES APPAREL GROUP INC        COM            480074103       308     9651 SH       DEFINED 1            9651
JOSTENS, INC.                  COM            481088102       110     4500 SH       DEFINED 1            4500
JOSTENS, INC.                  COM            481088102         5      200 SH       DEFINED 1             200
JOSTENS, INC.                  COM            481088102       146     6000 SH       DEFINED 1            6000
JUPITER COMMUNICATION          COM            482050101        39     1700 SH       DEFINED 1            1700
JUPITER COMMUNICATION          COM            482050101        97     4200 SH       DEFINED 1            4200
JUPITER COMMUNICATION          COM            482050101      1461    63500 SH       DEFINED 1           63500
K MART CORPORATION             COM            482584109       640    66100 SH       DEFINED 1           66100
K MART CORPORATION             COM            482584109        34     3500 SH       DEFINED 1            3500
K MART CORPORATION             COM            482584109       862    89000 SH       DEFINED 1           89000
KANSAS CITY POWER AND LIGHT    COM            485134100        61     2100 SH       DEFINED 1            2100
KANSAS CITY POWER AND LIGHT    COM            485134100       142     4900 SH       DEFINED 1            4900
KANSAS CITY SOUTHERN           COM            485170104      1272    14800 SH       DEFINED 1           14800
KANSAS CITY SOUTHERN           COM            485170104        69      800 SH       DEFINED 1             800
KANSAS CITY SOUTHERN           COM            485170104      1710    19900 SH       DEFINED 1           19900
KAUFMAN & BROAD HOME CORP.     COM            486168107       135     6300 SH       DEFINED 1            6300
KAUFMAN & BROAD HOME CORP.     COM            486168107         6      300 SH       DEFINED 1             300
KAUFMAN & BROAD HOME CORP.     COM            486168107       184     8600 SH       DEFINED 1            8600
KAYDON CORPORATION             COM            486587108       115     4200 SH       DEFINED 1            4200
KAYDON CORPORATION             COM            486587108       391    14300 SH       DEFINED 1           14300
KAYDON CORPORATION             COM            486587108        27     1000 SH       DEFINED 1            1000
KAYDON CORPORATION             COM            486587108       107     3900 SH       DEFINED 1            3900
KAYDON CORPORATION             COM            486587108      9346   342200 SH       DEFINED 1          342200
KAYDON CORPORATION             COM            486587108        66     2400 SH       DEFINED 1            2400
KAYDON CORPORATION             COM            486587108      1579    57800 SH       DEFINED 1           57800
KEANE                          COM            486665102        35     1400 SH       DEFINED 1            1400
KEANE                          COM            486665102       520    20600 SH       DEFINED 1           20600
KEANE                          COM            486665102        61     2400 SH       DEFINED 1            2400
KEANE                          COM            486665102      8545   338400 SH       DEFINED 1          338400
KEANE                          COM            486665102       144     5700 SH       DEFINED 1            5700
KEEBLER FOODS                  COM            487256109       169     5900 SH       DEFINED 1            5900
KEEBLER FOODS                  COM            487256109       651    22700 SH       DEFINED 1           22700
KEEBLER FOODS                  COM            487256109      7063   246200 SH       DEFINED 1          246200
KELLOGG COMPANY                COM            487836108      1391    54300 SH       DEFINED 1           54300
KELLOGG COMPANY                COM            487836108        74     2900 SH       DEFINED 1            2900
KELLOGG COMPANY                COM            487836108      1873    73100 SH       DEFINED 1           73100
KELLY SERVICES INCORPORATED    COM            488152208        29     1200 SH       DEFINED 1            1200
KELLY SERVICES INCORPORATED    COM            488152208        67     2800 SH       DEFINED 1            2800
KENNAMETAL INC                 COM            489170100        30     1000 SH       DEFINED 1            1000
KENNAMETAL INC                 COM            489170100        72     2400 SH       DEFINED 1            2400
KENT ELECTRONICS               COM            490553104       260     8900 SH       DEFINED 1            8900
KENT ELECTRONICS               COM            490553104      2837    97200 SH       DEFINED 1           97200
KERR-MCGEE CORP.               COM            492386107       725    12557 SH       DEFINED 1           12557
KERR-MCGEE CORP.               COM            492386107        34      595 SH       DEFINED 1             595
KERR-MCGEE CORP.               COM            492386107       976    16905 SH       DEFINED 1           16905
KEY CORP                       COM            493267108      1138    59900 SH       DEFINED 1           59900
KEY CORP                       COM            493267108        61     3200 SH       DEFINED 1            3200
KEY CORP                       COM            493267108       281    14800 SH       DEFINED 1           14800
KEY CORP                       COM            493267108      3245   170800 SH       DEFINED 1          170800
KEY CORP                       COM            493267108      1533    80700 SH       DEFINED 1           80700
KEYSPAN CORPORATION            COM            49337W100       124     4500 SH       DEFINED 1            4500
KEYSPAN CORPORATION            COM            49337W100       293    10600 SH       DEFINED 1           10600
KEYSTONE FINANCIAL             COM            493482103        31     1700 SH       DEFINED 1            1700
KEYSTONE FINANCIAL             COM            493482103        72     3900 SH       DEFINED 1            3900
KIMBERLY-CLARK CORP            COM            494368103      4073    72732 SH       DEFINED 1           72732
KIMBERLY-CLARK CORP            COM            494368103       218     3900 SH       DEFINED 1            3900
KIMBERLY-CLARK CORP            COM            494368103       168     3000 SH       DEFINED 1            3000
KIMBERLY-CLARK CORP            COM            494368103       224     4000 SH       DEFINED 1            4000
KIMBERLY-CLARK CORP            COM            494368103       599    10700 SH       DEFINED 1           10700
KIMBERLY-CLARK CORP            COM            494368103      2593    46300 SH       DEFINED 1           46300
KIMBERLY-CLARK CORP            COM            494368103      5914   105600 SH       DEFINED 1          105600
KIMBERLY-CLARK CORP            COM            494368103      5496    98144 SH       DEFINED 1           98144
KINDER MORGAN INC              COM            49455P101       131     3800 SH       DEFINED 1            3800
KINDER MORGAN INC              COM            49455P101       307     8900 SH       DEFINED 1            8900
KLA-TENCOR CORP.               COM            482480100      2022    24000 SH       DEFINED 1           24000
KLA-TENCOR CORP.               COM            482480100       101     1200 SH       DEFINED 1            1200
KLA-TENCOR CORP.               COM            482480100      2730    32400 SH       DEFINED 1           32400
KNIGHT RIDDER                  COM            499040103       571    11200 SH       DEFINED 1           11200
KNIGHT RIDDER                  COM            499040103        31      600 SH       DEFINED 1             600
KNIGHT RIDDER                  COM            499040103       769    15100 SH       DEFINED 1           15100
KNIGHT TRANSPORTATION, INC.    COM            499064103        81     4650 SH       DEFINED 1            4650
KOHLS DEPARTMENT STORES        COM            500255104      2235    21800 SH       DEFINED 1           21800
KOHLS DEPARTMENT STORES        COM            500255104       123     1200 SH       DEFINED 1            1200
KOHLS DEPARTMENT STORES        COM            500255104       390     3800 SH       DEFINED 1            3800
KOHLS DEPARTMENT STORES        COM            500255104      1005     9800 SH       DEFINED 1            9800
KOHLS DEPARTMENT STORES        COM            500255104      1517    14800 SH       DEFINED 1           14800
KOHLS DEPARTMENT STORES        COM            500255104     14412   140600 SH       DEFINED 1          140600
KOHLS DEPARTMENT STORES        COM            500255104     18635   181800 SH       DEFINED 1          181800
KOHLS DEPARTMENT STORES        COM            500255104      3014    29400 SH       DEFINED 1           29400
KONINKLIJKE PHILIPS ELECTRONIC COM            567143400       369     2300 SH       DEFINED 1            2300
KROGER CO                      COM            501044101      1955   111300 SH       DEFINED 1          111300
KROGER CO                      COM            501044101       104     5900 SH       DEFINED 1            5900
KROGER CO                      COM            501044101      2634   150000 SH       DEFINED 1          150000
L-3 COMMUNICATIONS HLDGS INC   COM            502424104        57     1100 SH       DEFINED 1            1100
L-3 COMMUNICATIONS HLDGS INC   COM            502424104       135     2600 SH       DEFINED 1            2600
LABRANCHE & COMPANY            COM            505447102        34     2700 SH       DEFINED 1            2700
LABRANCHE & COMPANY            COM            505447102       169    13400 SH       DEFINED 1           13400
LAMAR ADVERTISING COMPANY      COM            512815101        86     1900 SH       DEFINED 1            1900
LAMAR ADVERTISING COMPANY      COM            512815101       651    14300 SH       DEFINED 1           14300
LAMAR ADVERTISING COMPANY      COM            512815101     11549   253825 SH       DEFINED 1          253825
LANCASTER COLONY               COM            513847103        43     1400 SH       DEFINED 1            1400
LANCASTER COLONY               COM            513847103        98     3200 SH       DEFINED 1            3200
LANCE INCORPORATED             COM            514606102        11     1000 SH       DEFINED 1            1000
LANCE INCORPORATED             COM            514606102        26     2400 SH       DEFINED 1            2400
LANDS' END                     COM            515086106        62     1000 SH       DEFINED 1            1000
LANDS' END                     COM            515086106       148     2400 SH       DEFINED 1            2400
LEAR CORP                      COM            521865105       245     8700 SH       DEFINED 1            8700
LEAR CORP                      COM            521865105        65     2300 SH       DEFINED 1            2300
LEAR CORP                      COM            521865105      2801    99600 SH       DEFINED 1           99600
LEAR CORP                      COM            521865105       149     5300 SH       DEFINED 1            5300
LEE ENTERPRISES INC            COM            523768109        39     1500 SH       DEFINED 1            1500
LEE ENTERPRISES INC            COM            523768109        91     3500 SH       DEFINED 1            3500
LEGATO SYSTEMS                 COM            524651106       129     2900 SH       DEFINED 1            2900
LEGATO SYSTEMS                 COM            524651106       299     6700 SH       DEFINED 1            6700
LEGG MASON INC                 COM            524901105        82     1900 SH       DEFINED 1            1900
LEGG MASON INC                 COM            524901105       195     4500 SH       DEFINED 1            4500
LEGGETT & PLATT INCORPORATED   COM            524660107       565    26300 SH       DEFINED 1           26300
LEGGETT & PLATT INCORPORATED   COM            524660107        30     1400 SH       DEFINED 1            1400
LEGGETT & PLATT INCORPORATED   COM            524660107        65     3000 SH       DEFINED 1            3000
LEGGETT & PLATT INCORPORATED   COM            524660107       761    35400 SH       DEFINED 1           35400
LEHMAN BROTHERS HOLDINGS       COM            524908100      1562    16100 SH       DEFINED 1           16100
LEHMAN BROTHERS HOLDINGS       COM            524908100        87      900 SH       DEFINED 1             900
LEHMAN BROTHERS HOLDINGS       COM            524908100       184     1900 SH       DEFINED 1            1900
LEHMAN BROTHERS HOLDINGS       COM            524908100       679     7000 SH       DEFINED 1            7000
LEHMAN BROTHERS HOLDINGS       COM            524908100      6761    69700 SH       DEFINED 1           69700
LEHMAN BROTHERS HOLDINGS       COM            524908100      2095    21600 SH       DEFINED 1           21600
LEVEL 3 COMMUNICATIONS         COM            52729N100       137     1300 SH       DEFINED 1            1300
LEVEL 3 COMMUNICATIONS         COM            52729N100       370     3500 SH       DEFINED 1            3500
LEVEL 3 COMMUNICATIONS         COM            52729N100      3384    32000 SH       DEFINED 1           32000
LEVEL 3 COMMUNICATIONS         COM            52729N100      2506    23700 SH       DEFINED 1           23700
LEXMARK INT'L GROUP            COM            529771107      1808    17100 SH       DEFINED 1           17100
LEXMARK INT'L GROUP            COM            529771107        95      900 SH       DEFINED 1             900
LEXMARK INT'L GROUP            COM            529771107       190     1800 SH       DEFINED 1            1800
LEXMARK INT'L GROUP            COM            529771107       698     6600 SH       DEFINED 1            6600
LEXMARK INT'L GROUP            COM            529771107      7054    66700 SH       DEFINED 1           66700
LEXMARK INT'L GROUP            COM            529771107      2432    23000 SH       DEFINED 1           23000
LG&E ENERGY                    COM            501917108       101     4400 SH       DEFINED 1            4400
LG&E ENERGY                    COM            501917108       236    10300 SH       DEFINED 1           10300
LIMITED INC.                   COM            532716107      1213    28785 SH       DEFINED 1           28785
LIMITED INC.                   COM            532716107        65     1542 SH       DEFINED 1            1542
LIMITED INC.                   COM            532716107      1629    38674 SH       DEFINED 1           38674
LINCARE, INC.                  COM            532791100       165     5800 SH       DEFINED 1            5800
LINCARE, INC.                  COM            532791100       352    12400 SH       DEFINED 1           12400
LINCARE, INC.                  COM            532791100        51     1800 SH       DEFINED 1            1800
LINCARE, INC.                  COM            532791100      6600   232600 SH       DEFINED 1          232600
LINCARE, INC.                  COM            532791100       122     4300 SH       DEFINED 1            4300
LINCOLN NATIONAL CORPORATION   COM            534187109       878    26200 SH       DEFINED 1           26200
LINCOLN NATIONAL CORPORATION   COM            534187109        47     1400 SH       DEFINED 1            1400
LINCOLN NATIONAL CORPORATION   COM            534187109      1179    35200 SH       DEFINED 1           35200
LINENS & THIGNS INC            COM            535679104       490    14300 SH       DEFINED 1           14300
LINENS & THIGNS INC            COM            535679104        89     2600 SH       DEFINED 1            2600
LINENS & THIGNS INC            COM            535679104      8961   261633 SH       DEFINED 1          261633
LINENS & THIGNS INC            COM            535679104      1980    57800 SH       DEFINED 1           57800
LITTON INDUSTRIES, INC.        COM            538021106        66     1500 SH       DEFINED 1            1500
LITTON INDUSTRIES, INC.        COM            538021106       159     3600 SH       DEFINED 1            3600
LIZ CLAIBORNE, INC.            COM            539320101       362     7900 SH       DEFINED 1            7900
LIZ CLAIBORNE, INC.            COM            539320101        18      400 SH       DEFINED 1             400
LIZ CLAIBORNE, INC.            COM            539320101       490    10700 SH       DEFINED 1           10700
LOCKHEED MARTIN CORPORATION    COM            539830109      1084    53022 SH       DEFINED 1           53022
LOCKHEED MARTIN CORPORATION    COM            539830109        57     2800 SH       DEFINED 1            2800
LOCKHEED MARTIN CORPORATION    COM            539830109      1459    71408 SH       DEFINED 1           71408
LOEWS CORP.                    COM            540424108       710    14200 SH       DEFINED 1           14200
LOEWS CORP.                    COM            540424108        40      800 SH       DEFINED 1             800
LOEWS CORP.                    COM            540424108       955    19100 SH       DEFINED 1           19100
LONE STAR STEAKHOUSE           COM            542307103        11     1100 SH       DEFINED 1            1100
LONE STAR STEAKHOUSE           COM            542307103        26     2600 SH       DEFINED 1            2600
LONGS DRUG STORES CORP.        COM            543162101       118     5200 SH       DEFINED 1            5200
LONGS DRUG STORES CORP.        COM            543162101         7      300 SH       DEFINED 1             300
LONGS DRUG STORES CORP.        COM            543162101       162     7100 SH       DEFINED 1            7100
LONGVIEW FIBRE                 COM            543213102        27     1800 SH       DEFINED 1            1800
LONGVIEW FIBRE                 COM            543213102        60     4100 SH       DEFINED 1            4100
LOUISIANA - PACIFIC CORPORATIO COM            546347105       197    14200 SH       DEFINED 1           14200
LOUISIANA - PACIFIC CORPORATIO COM            546347105        11      800 SH       DEFINED 1             800
LOUISIANA - PACIFIC CORPORATIO COM            546347105       266    19200 SH       DEFINED 1           19200
LOWE'S COMPANIES, INC.         COM            548661107      2989    51200 SH       DEFINED 1           51200
LOWE'S COMPANIES, INC.         COM            548661107       158     2700 SH       DEFINED 1            2700
LOWE'S COMPANIES, INC.         COM            548661107      4022    68900 SH       DEFINED 1           68900
LSI LOGIC CORP                 COM            502161102      2890    39800 SH       DEFINED 1           39800
LSI LOGIC CORP                 COM            502161102       153     2100 SH       DEFINED 1            2100
LSI LOGIC CORP                 COM            502161102      3893    53600 SH       DEFINED 1           53600
LUBRIZOL CORP                  COM            549271104        55     1900 SH       DEFINED 1            1900
LUBRIZOL CORP                  COM            549271104       124     4300 SH       DEFINED 1            4300
LUCENT TECHNOLOGIES INC        COM            549463107     25445   418847 SH       DEFINED 1          418847
LUCENT TECHNOLOGIES INC        COM            549463107      1357    22335 SH       DEFINED 1           22335
LUCENT TECHNOLOGIES INC        COM            549463107       860    14150 SH       DEFINED 1           14150
LUCENT TECHNOLOGIES INC        COM            549463107     10541   173515 SH       DEFINED 1          173515
LUCENT TECHNOLOGIES INC        COM            549463107     34318   564900 SH       DEFINED 1          564900
LYONDELL CHEMICAL CO           COM            552078107        59     4000 SH       DEFINED 1            4000
LYONDELL CHEMICAL CO           COM            552078107       137     9300 SH       DEFINED 1            9300
MAGNETEK INC                   COM            559424106         7      800 SH       DEFINED 1             800
MAGNETEK INC                   COM            559424106        17     1900 SH       DEFINED 1            1900
MAIL-WELL INC.                 CONVT          560321AD3         1    99000 PRN      DEFINED 1           99000
MAIL-WELL INC.                 CONVT          560321AD3         4   500000 PRN      DEFINED 1          500000
MAIL-WELL INC.                 CONVT          560321AD3        14  1800000 PRN      DEFINED 1         1800000
MALLINCKRODT, INC              COM            561232109       267     9300 SH       DEFINED 1            9300
MALLINCKRODT, INC              COM            561232109        14      500 SH       DEFINED 1             500
MALLINCKRODT, INC              COM            561232109       359    12500 SH       DEFINED 1           12500
MANDALAY RESORT GROUP          COM            562567107        52     3100 SH       DEFINED 1            3100
MANDALAY RESORT GROUP          COM            562567107       122     7200 SH       DEFINED 1            7200
MANOR CARE INC                 COM            564055101       186    13800 SH       DEFINED 1           13800
MANOR CARE INC                 COM            564055101         9      700 SH       DEFINED 1             700
MANOR CARE INC                 COM            564055101       251    18600 SH       DEFINED 1           18600
MANPOWER INC                   COM            56418H100        92     2600 SH       DEFINED 1            2600
MANPOWER INC                   COM            56418H100       213     6000 SH       DEFINED 1            6000
MARK IV INDSUTRIES             COM            570387100        35     1600 SH       DEFINED 1            1600
MARK IV INDSUTRIES             COM            570387100        82     3700 SH       DEFINED 1            3700
MARRIOTT INTERNATIONAL INC CLA COM            571903202      1049    33300 SH       DEFINED 1           33300
MARRIOTT INTERNATIONAL INC CLA COM            571903202        57     1800 SH       DEFINED 1            1800
MARRIOTT INTERNATIONAL INC CLA COM            571903202      1414    44900 SH       DEFINED 1           44900
MARSH & MCLENNAN COMPANIES INC COM            571748102      3938    35700 SH       DEFINED 1           35700
MARSH & MCLENNAN COMPANIES INC COM            571748102       210     1900 SH       DEFINED 1            1900
MARSH & MCLENNAN COMPANIES INC COM            571748102       386     3500 SH       DEFINED 1            3500
MARSH & MCLENNAN COMPANIES INC COM            571748102      3966    35950 SH       DEFINED 1           35950
MARSH & MCLENNAN COMPANIES INC COM            571748102      5312    48150 SH       DEFINED 1           48150
MARSHALL & ILSLEY CORP         COM            571834100       208     3600 SH       DEFINED 1            3600
MARSHALL & ILSLEY CORP         COM            571834100       485     8400 SH       DEFINED 1            8400
MARTIN MARIETTA CORPORATION    COM            573284106        76     1600 SH       DEFINED 1            1600
MARTIN MARIETTA CORPORATION    COM            573284106       176     3700 SH       DEFINED 1            3700
MASCO CORPORATION              COM            574599106      1226    59800 SH       DEFINED 1           59800
MASCO CORPORATION              COM            574599106        66     3200 SH       DEFINED 1            3200
MASCO CORPORATION              COM            574599106      1652    80600 SH       DEFINED 1           80600
MATTEL, INC.                   COM            577081102       587    56260 SH       DEFINED 1           56260
MATTEL, INC.                   COM            577081102        32     3100 SH       DEFINED 1            3100
MATTEL, INC.                   COM            577081102       236    22600 SH       DEFINED 1           22600
MATTEL, INC.                   COM            577081102      2726   261200 SH       DEFINED 1          261200
MATTEL, INC.                   COM            577081102       792    75888 SH       DEFINED 1           75888
MAXIM INTEGRATED PRODUCTS      COM            57772K101       661     9300 SH       DEFINED 1            9300
MAXIM INTEGRATED PRODUCTS      COM            57772K101      1535    21600 SH       DEFINED 1           21600
MAXXAM                         COM            577913106         6      200 SH       DEFINED 1             200
MAXXAM                         COM            577913106        17      600 SH       DEFINED 1             600
MAY DEPARTMENT STORES CO       COM            577778103      1275    44750 SH       DEFINED 1           44750
MAY DEPARTMENT STORES CO       COM            577778103        67     2350 SH       DEFINED 1            2350
MAY DEPARTMENT STORES CO       COM            577778103      1716    60200 SH       DEFINED 1           60200
MAYTAG CORPORATION             COM            578592107       374    11300 SH       DEFINED 1           11300
MAYTAG CORPORATION             COM            578592107        20      600 SH       DEFINED 1             600
MAYTAG CORPORATION             COM            578592107       504    15200 SH       DEFINED 1           15200
MBIA INCORPORATED              COM            55262C100       692    13300 SH       DEFINED 1           13300
MBIA INCORPORATED              COM            55262C100        36      700 SH       DEFINED 1             700
MBIA INCORPORATED              COM            55262C100       937    18000 SH       DEFINED 1           18000
MBNA CORP                      COM            55262L100      2737   107332 SH       DEFINED 1          107332
MBNA CORP                      COM            55262L100       147     5750 SH       DEFINED 1            5750
MBNA CORP                      COM            55262L100      3687   144575 SH       DEFINED 1          144575
MC CORMICK & CO                COM            579780206        77     2400 SH       DEFINED 1            2400
MC CORMICK & CO                COM            579780206       181     5600 SH       DEFINED 1            5600
MC DONALD'S CORPORATION        COM            580135101      6810   181300 SH       DEFINED 1          181300
MC DONALD'S CORPORATION        COM            580135101       364     9700 SH       DEFINED 1            9700
MC DONALD'S CORPORATION        COM            580135101       120     3200 SH       DEFINED 1            3200
MC DONALD'S CORPORATION        COM            580135101       473    12600 SH       DEFINED 1           12600
MC DONALD'S CORPORATION        COM            580135101      5837   155400 SH       DEFINED 1          155400
MC DONALD'S CORPORATION        COM            580135101      9169   244100 SH       DEFINED 1          244100
MCDERMOTT INTERNATIONAL, INC.  COM            580037109        74     8000 SH       DEFINED 1            8000
MCDERMOTT INTERNATIONAL, INC.  COM            580037109         4      400 SH       DEFINED 1             400
MCDERMOTT INTERNATIONAL, INC.  COM            580037109        98    10700 SH       DEFINED 1           10700
MCGRAW-HILL COMPANIES INC      COM            580645109      1197    26300 SH       DEFINED 1           26300
MCGRAW-HILL COMPANIES INC      COM            580645109        64     1400 SH       DEFINED 1            1400
MCGRAW-HILL COMPANIES INC      COM            580645109       196     4300 SH       DEFINED 1            4300
MCGRAW-HILL COMPANIES INC      COM            580645109       769    16900 SH       DEFINED 1           16900
MCGRAW-HILL COMPANIES INC      COM            580645109      7016   154200 SH       DEFINED 1          154200
MCGRAW-HILL COMPANIES INC      COM            580645109      1611    35400 SH       DEFINED 1           35400
MCI WORLD COM INC              COM            55268B106     17218   379983 SH       DEFINED 1          379983
MCI WORLD COM INC              COM            55268B106       921    20322 SH       DEFINED 1           20322
MCI WORLD COM INC              COM            55268B106       162     3577 SH       DEFINED 1            3577
MCI WORLD COM INC              COM            55268B106       775    17105 SH       DEFINED 1           17105
MCI WORLD COM INC              COM            55268B106       547    12072 SH       DEFINED 1           12072
MCI WORLD COM INC              COM            55268B106      8585   189459 SH       DEFINED 1          189459
MCI WORLD COM INC              COM            55268B106      5879   129750 SH       DEFINED 1          129750
MCI WORLD COM INC              COM            55268B106     23190   511773 SH       DEFINED 1          511773
MCKESSON HBOC INC              COM            58155Q103       793    37753 SH       DEFINED 1           37753
MCKESSON HBOC INC              COM            58155Q103        42     2021 SH       DEFINED 1            2021
MCKESSON HBOC INC              COM            58155Q103      1066    50745 SH       DEFINED 1           50745
MCLEOD, INC.                   COM            582266102       116     1369 SH       DEFINED 1            1369
MCLEOD, INC.                   COM            582266102       775     9135 SH       DEFINED 1            9135
MCN ENERGY GROUP INC           COM            55267J100        73     2900 SH       DEFINED 1            2900
MCN ENERGY GROUP INC           COM            55267J100       170     6800 SH       DEFINED 1            6800
MEAD CORP.                     COM            582834107       482    13800 SH       DEFINED 1           13800
MEAD CORP.                     COM            582834107        24      700 SH       DEFINED 1             700
MEAD CORP.                     COM            582834107        49     1400 SH       DEFINED 1            1400
MEAD CORP.                     COM            582834107       192     5500 SH       DEFINED 1            5500
MEAD CORP.                     COM            582834107      1922    55000 SH       DEFINED 1           55000
MEAD CORP.                     COM            582834107       646    18500 SH       DEFINED 1           18500
MEDIA GENERAL                  COM            584404107        47      900 SH       DEFINED 1             900
MEDIA GENERAL                  COM            584404107       110     2100 SH       DEFINED 1            2100
MEDIA ONE GROUP INC            COM            58440J104      6642    82000 SH       DEFINED 1           82000
MEDIA ONE GROUP INC            COM            58440J104       356     4400 SH       DEFINED 1            4400
MEDIA ONE GROUP INC            COM            58440J104      8934   110300 SH       DEFINED 1          110300
MEDIMMUNE, INC.                COM            584699102       662     3800 SH       DEFINED 1            3800
MEDIMMUNE, INC.                COM            584699102       400     2300 SH       DEFINED 1            2300
MEDIMMUNE, INC.                COM            584699102     11701    67200 SH       DEFINED 1           67200
MEDIMMUNE, INC.                COM            584699102       923     5300 SH       DEFINED 1            5300
MEDITRUST CORPORATION          COM            58501T306        20    11117 SH       DEFINED 1           11117
MEDTRONIC, INCORPORATED        COM            585055106      8230   160000 SH       DEFINED 1          160000
MEDTRONIC, INCORPORATED        COM            585055106       442     8600 SH       DEFINED 1            8600
MEDTRONIC, INCORPORATED        COM            585055106       231     4500 SH       DEFINED 1            4500
MEDTRONIC, INCORPORATED        COM            585055106       921    17900 SH       DEFINED 1           17900
MEDTRONIC, INCORPORATED        COM            585055106      8528   165800 SH       DEFINED 1          165800
MEDTRONIC, INCORPORATED        COM            585055106     11085   215500 SH       DEFINED 1          215500
MELLON FINANCIAL CORPORATION   COM            58551A108      2009    68100 SH       DEFINED 1           68100
MELLON FINANCIAL CORPORATION   COM            58551A108       109     3700 SH       DEFINED 1            3700
MELLON FINANCIAL CORPORATION   COM            58551A108      2705    91700 SH       DEFINED 1           91700
MENTOR GRAPHICS CORPORATION    COM            587200106        33     2200 SH       DEFINED 1            2200
MENTOR GRAPHICS CORPORATION    COM            587200106        77     5100 SH       DEFINED 1            5100
MERCANTILE BANKSHARES CORP.    COM            587405101        70     2300 SH       DEFINED 1            2300
MERCANTILE BANKSHARES CORP.    COM            587405101       168     5500 SH       DEFINED 1            5500
MERCK & CO., INC.              COM            589331107     19439   312900 SH       DEFINED 1          312900
MERCK & CO., INC.              COM            589331107      1037    16700 SH       DEFINED 1           16700
MERCK & CO., INC.              COM            589331107       112     1800 SH       DEFINED 1            1800
MERCK & CO., INC.              COM            589331107       447     7200 SH       DEFINED 1            7200
MERCK & CO., INC.              COM            589331107      6051    97400 SH       DEFINED 1           97400
MERCK & CO., INC.              COM            589331107     26186   421500 SH       DEFINED 1          421500
MEREDITH CORPORATION           COM            589433101       191     6900 SH       DEFINED 1            6900
MEREDITH CORPORATION           COM            589433101        11      400 SH       DEFINED 1             400
MEREDITH CORPORATION           COM            589433101       257     9300 SH       DEFINED 1            9300
MERITOR AUTOMOTIVE INC         COM            59000G100        36     2300 SH       DEFINED 1            2300
MERITOR AUTOMOTIVE INC         COM            59000G100        87     5500 SH       DEFINED 1            5500
MERRILL LYNCH & CO             COM            590188108      5208    49600 SH       DEFINED 1           49600
MERRILL LYNCH & CO             COM            590188108       284     2700 SH       DEFINED 1            2700
MERRILL LYNCH & CO             COM            590188108      7014    66800 SH       DEFINED 1           66800
META SOLV SOFTWARE             COM            591393103        59     1000 SH       DEFINED 1            1000
META SOLV SOFTWARE             COM            591393103        95     1600 SH       DEFINED 1            1600
META SOLV SOFTWARE             COM            591393103      1217    20600 SH       DEFINED 1           20600
MGIC INVESTMENT CORP           COM            552848103       619    14200 SH       DEFINED 1           14200
MGIC INVESTMENT CORP           COM            552848103        35      800 SH       DEFINED 1             800
MGIC INVESTMENT CORP           COM            552848103       833    19100 SH       DEFINED 1           19100
MICHAELS STORES INC            COM            594087108       175     4300 SH       DEFINED 1            4300
MICRON TECHNOLOGY              COM            595112103      4549    36100 SH       DEFINED 1           36100
MICRON TECHNOLOGY              COM            595112103       252     2000 SH       DEFINED 1            2000
MICRON TECHNOLOGY              COM            595112103      6136    48700 SH       DEFINED 1           48700
MICROSOFT CORPORATION          COM            594918104     73344   690300 SH       DEFINED 1          690300
MICROSOFT CORPORATION          COM            594918104      3910    36800 SH       DEFINED 1           36800
MICROSOFT CORPORATION          COM            594918104       489     4600 SH       DEFINED 1            4600
MICROSOFT CORPORATION          COM            594918104      2603    24500 SH       DEFINED 1           24500
MICROSOFT CORPORATION          COM            594918104      1828    17200 SH       DEFINED 1           17200
MICROSOFT CORPORATION          COM            594918104     30079   283100 SH       DEFINED 1          283100
MICROSOFT CORPORATION          COM            594918104     19508   183600 SH       DEFINED 1          183600
MICROSOFT CORPORATION          COM            594918104     98855   930400 SH       DEFINED 1          930400
MICROSTRATEGY INC              COM            594972101        96     1100 SH       DEFINED 1            1100
MICROSTRATEGY INC              COM            594972101      1123    12900 SH       DEFINED 1           12900
MIDWEST EXPRESS HOLDINGS, INC. COM            597911106       327    12750 SH       DEFINED 1           12750
MIDWEST EXPRESS HOLDINGS, INC. COM            597911106      3213   125400 SH       DEFINED 1          125400
MIH                            COM            G6116R101       305     5000 SH       DEFINED 1            5000
MILACRON INC                   COM            598709103        72     5000 SH       DEFINED 1            5000
MILACRON INC                   COM            598709103         3      200 SH       DEFINED 1             200
MILACRON INC                   COM            598709103        97     6700 SH       DEFINED 1            6700
MILLENNIUM PHARMACEUTICAL      COM            599902103       195     1500 SH       DEFINED 1            1500
MILLENNIUM PHARMACEUTICAL      COM            599902103       455     3500 SH       DEFINED 1            3500
MILLER HERMAN INC              COM            600544100        76     2700 SH       DEFINED 1            2700
MILLER HERMAN INC              COM            600544100       176     6300 SH       DEFINED 1            6300
MILLIPORE CORPORATION          COM            601073109       344     6100 SH       DEFINED 1            6100
MILLIPORE CORPORATION          COM            601073109        17      300 SH       DEFINED 1             300
MILLIPORE CORPORATION          COM            601073109       463     8200 SH       DEFINED 1            8200
MINERALS TECHNOLOGY            COM            603158106        31      700 SH       DEFINED 1             700
MINERALS TECHNOLOGY            COM            603158106        76     1700 SH       DEFINED 1            1700
MINIMED INC.                   COM            60365K108       142     1100 SH       DEFINED 1            1100
MINIMED INC.                   COM            60365K108       324     2500 SH       DEFINED 1            2500
MINN PWR & LT CO TR            COM            604110106        42     2500 SH       DEFINED 1            2500
MINN PWR & LT CO TR            COM            604110106        96     5800 SH       DEFINED 1            5800
MINNESOTA MINING & MFG COMPANY COM            604059105      4765    53800 SH       DEFINED 1           53800
MINNESOTA MINING & MFG COMPANY COM            604059105       257     2900 SH       DEFINED 1            2900
MINNESOTA MINING & MFG COMPANY COM            604059105      6412    72400 SH       DEFINED 1           72400
MIRAGE RESORTS INC             COM            60462E104       500    25800 SH       DEFINED 1           25800
MIRAGE RESORTS INC             COM            60462E104        27     1400 SH       DEFINED 1            1400
MIRAGE RESORTS INC             COM            60462E104       674    34800 SH       DEFINED 1           34800
MMC NETWORKS INC               COM            55308N102        20      600 SH       DEFINED 1             600
MMC NETWORKS INC               COM            55308N102       449    13600 SH       DEFINED 1           13600
MMC NETWORKS INC               COM            55308N102        69     2100 SH       DEFINED 1            2100
MMC NETWORKS INC               COM            55308N102      8346   252900 SH       DEFINED 1          252900
MMC NETWORKS INC               COM            55308N102       924    28000 SH       DEFINED 1           28000
MODINE MANUFACTURING           COM            607828100        25     1000 SH       DEFINED 1            1000
MODINE MANUFACTURING           COM            607828100        58     2300 SH       DEFINED 1            2300
MODIS PROFESSIONAL SERVICES    COM            607830106        41     3300 SH       DEFINED 1            3300
MODIS PROFESSIONAL SERVICES    COM            607830106        94     7600 SH       DEFINED 1            7600
MOHAWK INDUSTRIES, INC.        COM            608190104        47     2100 SH       DEFINED 1            2100
MOHAWK INDUSTRIES, INC.        COM            608190104       107     4800 SH       DEFINED 1            4800
MOLEX INC.                     COM            608554101      1541    26225 SH       DEFINED 1           26225
MOLEX INC.                     COM            608554101        79     1350 SH       DEFINED 1            1350
MOLEX INC.                     COM            608554101      2074    35300 SH       DEFINED 1           35300
MONSANTO COMPANY               COM            611662107      4378    85000 SH       DEFINED 1           85000
MONSANTO COMPANY               COM            611662107       232     4500 SH       DEFINED 1            4500
MONSANTO COMPANY               COM            611662107      1118    21700 SH       DEFINED 1           21700
MONSANTO COMPANY               COM            611662107     12885   250200 SH       DEFINED 1          250200
MONSANTO COMPANY               COM            611662107      5892   114400 SH       DEFINED 1          114400
MONTANA POWER                  COM            612085100       237     3700 SH       DEFINED 1            3700
MONTANA POWER                  COM            612085100       557     8700 SH       DEFINED 1            8700
MORGAN JP & CO INC             COM            616880100      3057    23200 SH       DEFINED 1           23200
MORGAN JP & CO INC             COM            616880100       171     1300 SH       DEFINED 1            1300
MORGAN JP & CO INC             COM            616880100      4111    31200 SH       DEFINED 1           31200
MORGAN ST DEAN WITTER          COM            617446448     12133   148760 SH       DEFINED 1          148760
MORGAN ST DEAN WITTER          COM            617446448       645     7910 SH       DEFINED 1            7910
MORGAN ST DEAN WITTER          COM            617446448       326     4000 SH       DEFINED 1            4000
MORGAN ST DEAN WITTER          COM            617446448      1256    15400 SH       DEFINED 1           15400
MORGAN ST DEAN WITTER          COM            617446448     11492   140900 SH       DEFINED 1          140900
MORGAN ST DEAN WITTER          COM            617446448     16379   200810 SH       DEFINED 1          200810
MOTOROLA INC                   COM            620076109     13520    94962 SH       DEFINED 1           94962
MOTOROLA INC                   COM            620076109       729     5120 SH       DEFINED 1            5120
MOTOROLA INC                   COM            620076109       142     1000 SH       DEFINED 1            1000
MOTOROLA INC                   COM            620076109       769     5400 SH       DEFINED 1            5400
MOTOROLA INC                   COM            620076109       570     4000 SH       DEFINED 1            4000
MOTOROLA INC                   COM            620076109      8998    63200 SH       DEFINED 1           63200
MOTOROLA INC                   COM            620076109      5823    40900 SH       DEFINED 1           40900
MOTOROLA INC                   COM            620076109     18205   127870 SH       DEFINED 1          127870
MSC INDUSTRIAL DIRECT CO-A     COM            553530106        52     2900 SH       DEFINED 1            2900
MSC INDUSTRIAL DIRECT CO-A     COM            553530106       248    13800 SH       DEFINED 1           13800
MSC INDUSTRIAL DIRECT CO-A     COM            553530106      2794   155200 SH       DEFINED 1          155200
MURPHY OIL U.S.A. INC          COM            626717102        86     1500 SH       DEFINED 1            1500
MURPHY OIL U.S.A. INC          COM            626717102       207     3600 SH       DEFINED 1            3600
MYLAN LABORATORIES INC         COM            628530107       121     4400 SH       DEFINED 1            4400
MYLAN LABORATORIES INC         COM            628530107       281    10200 SH       DEFINED 1           10200
NABISCO GROUP HOLDINGS         COM            62952P102       523    43600 SH       DEFINED 1           43600
NABISCO GROUP HOLDINGS         COM            62952P102        28     2300 SH       DEFINED 1            2300
NABISCO GROUP HOLDINGS         COM            62952P102       706    58800 SH       DEFINED 1           58800
NABORS IND INC                 COM            629568106       144     3700 SH       DEFINED 1            3700
NABORS IND INC                 COM            629568106      1230    31700 SH       DEFINED 1           31700
NABORS IND INC                 COM            629568106       182     4700 SH       DEFINED 1            4700
NABORS IND INC                 COM            629568106       241     6200 SH       DEFINED 1            6200
NABORS IND INC                 COM            629568106     22538   580700 SH       DEFINED 1          580700
NABORS IND INC                 COM            629568106       427    11000 SH       DEFINED 1           11000
NABORS IND INC                 COM            629568106      2837    73100 SH       DEFINED 1           73100
NACCO INDUSTRIES, INC.         COM            629579103        53     1100 SH       DEFINED 1            1100
NACCO INDUSTRIES, INC.         COM            629579103         5      100 SH       DEFINED 1             100
NACCO INDUSTRIES, INC.         COM            629579103        72     1500 SH       DEFINED 1            1500
NATIONAL CITY CORP             COM            635405103      1702    82500 SH       DEFINED 1           82500
NATIONAL CITY CORP             COM            635405103        93     4500 SH       DEFINED 1            4500
NATIONAL CITY CORP             COM            635405103      2294   111200 SH       DEFINED 1          111200
NATIONAL COM BANCORP           COM            635449101        68     3700 SH       DEFINED 1            3700
NATIONAL COM BANCORP           COM            635449101       159     8600 SH       DEFINED 1            8600
NATIONAL FUEL AND GAS COMPANY  COM            636180101        58     1300 SH       DEFINED 1            1300
NATIONAL FUEL AND GAS COMPANY  COM            636180101       138     3100 SH       DEFINED 1            3100
NATIONAL SEMICONDUCTOR CORPORA COM            637640103      1394    23000 SH       DEFINED 1           23000
NATIONAL SEMICONDUCTOR CORPORA COM            637640103        79     1300 SH       DEFINED 1            1300
NATIONAL SEMICONDUCTOR CORPORA COM            637640103      1873    30900 SH       DEFINED 1           30900
NATIONAL SERVICE INDS, INC.    COM            637657107       114     5400 SH       DEFINED 1            5400
NATIONAL SERVICE INDS, INC.    COM            637657107         6      300 SH       DEFINED 1             300
NATIONAL SERVICE INDS, INC.    COM            637657107       154     7300 SH       DEFINED 1            7300
NATURAL MICROSYSTEMS CORP      COM            638882100       137     1600 SH       DEFINED 1            1600
NATURAL MICROSYSTEMS CORP      COM            638882100      1612    18800 SH       DEFINED 1           18800
NAVIGANT CONSULTING CO         COM            63935N107        15     1400 SH       DEFINED 1            1400
NAVIGANT CONSULTING CO         COM            63935N107        36     3300 SH       DEFINED 1            3300
NAVISTAR INTERNATIONAL CORP.   COM            63934E108       344     8570 SH       DEFINED 1            8570
NAVISTAR INTERNATIONAL CORP.   COM            63934E108        20      500 SH       DEFINED 1             500
NAVISTAR INTERNATIONAL CORP.   COM            63934E108       461    11500 SH       DEFINED 1           11500
NCH CORPORATION                COM            628850109         9      200 SH       DEFINED 1             200
NCH CORPORATION                COM            628850109        18      400 SH       DEFINED 1             400
NCO GROUP                      COM            628858102        29      900 SH       DEFINED 1             900
NCO GROUP                      COM            628858102        64     2000 SH       DEFINED 1            2000
NCR CORPORATION                COM            62886E108       522    13000 SH       DEFINED 1           13000
NCR CORPORATION                COM            62886E108        28      700 SH       DEFINED 1             700
NCR CORPORATION                COM            62886E108       698    17400 SH       DEFINED 1           17400
NEOFORMA.COM INC               COM            640475109        31     1900 SH       DEFINED 1            1900
NEOFORMA.COM INC               COM            640475109        54     3300 SH       DEFINED 1            3300
NEOFORMA.COM INC               COM            640475109       648    39600 SH       DEFINED 1           39600
NETWORK ASSOCIATES             COM            640938106       152     4700 SH       DEFINED 1            4700
NETWORK ASSOCIATES             COM            640938106       355    11000 SH       DEFINED 1           11000
NEW CENTURY ENERGIES INC.      COM            64352U103       463    15400 SH       DEFINED 1           15400
NEW CENTURY ENERGIES INC.      COM            64352U103        27      900 SH       DEFINED 1             900
NEW CENTURY ENERGIES INC.      COM            64352U103       625    20800 SH       DEFINED 1           20800
NEW YORK TIMES COMPANY         COM            650111107       983    22900 SH       DEFINED 1           22900
NEW YORK TIMES COMPANY         COM            650111107        56     1300 SH       DEFINED 1            1300
NEW YORK TIMES COMPANY         COM            650111107       219     5100 SH       DEFINED 1            5100
NEW YORK TIMES COMPANY         COM            650111107       833    19400 SH       DEFINED 1           19400
NEW YORK TIMES COMPANY         COM            650111107      5548   129200 SH       DEFINED 1          129200
NEW YORK TIMES COMPANY         COM            650111107      1327    30900 SH       DEFINED 1           30900
NEWELL RUBBERMAID INC          COM            651229106       937    37771 SH       DEFINED 1           37771
NEWELL RUBBERMAID INC          COM            651229106        48     1945 SH       DEFINED 1            1945
NEWELL RUBBERMAID INC          COM            651229106      1261    50832 SH       DEFINED 1           50832
NEWMONT MINING CORPORATION     COM            651639106       503    22430 SH       DEFINED 1           22430
NEWMONT MINING CORPORATION     COM            651639106        28     1258 SH       DEFINED 1            1258
NEWMONT MINING CORPORATION     COM            651639106       677    30180 SH       DEFINED 1           30180
NEWPORT NEWS SHIPBUILDING      COM            652228107        33     1100 SH       DEFINED 1            1100
NEWPORT NEWS SHIPBUILDING      COM            652228107        79     2600 SH       DEFINED 1            2600
NEWS CORP LTD                  COM            652487703       849    15100 SH       DEFINED 1           15100
NEWS CORP LTD                  COM            652487703      9793   174100 SH       DEFINED 1          174100
NEXTEL COMMUNICATIONS INC.     COM            65332V103      7205    48600 SH       DEFINED 1           48600
NEXTEL COMMUNICATIONS INC.     COM            65332V103       385     2600 SH       DEFINED 1            2600
NEXTEL COMMUNICATIONS INC.     COM            65332V103       297     2000 SH       DEFINED 1            2000
NEXTEL COMMUNICATIONS INC.     COM            65332V103      1067     7200 SH       DEFINED 1            7200
NEXTEL COMMUNICATIONS INC.     COM            65332V103     10748    72500 SH       DEFINED 1           72500
NEXTEL COMMUNICATIONS INC.     COM            65332V103      9710    65500 SH       DEFINED 1           65500
NIAGARA MOHAWK HOLDINGS INC    COM            653520106       339    25100 SH       DEFINED 1           25100
NIAGARA MOHAWK HOLDINGS INC    COM            653520106        18     1300 SH       DEFINED 1            1300
NIAGARA MOHAWK HOLDINGS INC    COM            653520106       456    33800 SH       DEFINED 1           33800
NICOR INC.                     COM            654086107       208     6300 SH       DEFINED 1            6300
NICOR INC.                     COM            654086107        10      300 SH       DEFINED 1             300
NICOR INC.                     COM            654086107       280     8500 SH       DEFINED 1            8500
NIKE, INC.                     COM            654106103      1486    37500 SH       DEFINED 1           37500
NIKE, INC.                     COM            654106103        79     2000 SH       DEFINED 1            2000
NIKE, INC.                     COM            654106103      2001    50500 SH       DEFINED 1           50500
NIPPON TEL & TEL               COM            664137300         1        1 SH       DEFINED 1               1
NISOURCE                       COM            65473P105        71     4200 SH       DEFINED 1            4200
NISOURCE                       COM            65473P105       167     9900 SH       DEFINED 1            9900
NOBLE AFFILIATES               COM            654894104        62     1900 SH       DEFINED 1            1900
NOBLE AFFILIATES               COM            654894104       148     4500 SH       DEFINED 1            4500
NOBLE DRILLING CORP            COM            655042109       186     4500 SH       DEFINED 1            4500
NOBLE DRILLING CORP            COM            655042109       431    10400 SH       DEFINED 1           10400
NOKIA A SHARES                 COM            590294100       404     2000 SH       DEFINED 1            2000
NORDSON                        COM            655663102        28      600 SH       DEFINED 1             600
NORDSON                        COM            655663102        60     1300 SH       DEFINED 1            1300
NORDSTROM, INC.                COM            655664100       549    18600 SH       DEFINED 1           18600
NORDSTROM, INC.                COM            655664100        30     1000 SH       DEFINED 1            1000
NORDSTROM, INC.                COM            655664100       738    25000 SH       DEFINED 1           25000
NORFOLK SOUTHERN CORPORATION   COM            655844108       733    51000 SH       DEFINED 1           51000
NORFOLK SOUTHERN CORPORATION   COM            655844108        39     2700 SH       DEFINED 1            2700
NORFOLK SOUTHERN CORPORATION   COM            655844108       986    68600 SH       DEFINED 1           68600
NORTEL NETWORK CORP            COM            656569100     22368   177520 SH       DEFINED 1          177520
NORTEL NETWORK CORP            COM            656569100      1179     9360 SH       DEFINED 1            9360
NORTEL NETWORK CORP            COM            656569100       403     3200 SH       DEFINED 1            3200
NORTEL NETWORK CORP            COM            656569100      1840    14600 SH       DEFINED 1           14600
NORTEL NETWORK CORP            COM            656569100     14465   114800 SH       DEFINED 1          114800
NORTEL NETWORK CORP            COM            656569100     30341   240800 SH       DEFINED 1          240800
NORTH FORK BANCORP             COM            659424105       107     6000 SH       DEFINED 1            6000
NORTH FORK BANCORP             COM            659424105       250    14000 SH       DEFINED 1           14000
NORTHEAST UTILITES             COM            664397106       105     4900 SH       DEFINED 1            4900
NORTHEAST UTILITES             COM            664397106       243    11300 SH       DEFINED 1           11300
NORTHERN STATES POWER COMPANY  COM            665772109       413    20800 SH       DEFINED 1           20800
NORTHERN STATES POWER COMPANY  COM            665772109        22     1100 SH       DEFINED 1            1100
NORTHERN STATES POWER COMPANY  COM            665772109       555    27900 SH       DEFINED 1           27900
NORTHERN TRUST CORPORATION     COM            665859104      2013    29800 SH       DEFINED 1           29800
NORTHERN TRUST CORPORATION     COM            665859104       108     1600 SH       DEFINED 1            1600
NORTHERN TRUST CORPORATION     COM            665859104      2709    40100 SH       DEFINED 1           40100
NORTHPOINT COMMUNICATION       COM            666610100        81     3500 SH       DEFINED 1            3500
NORTHROP GRUMMAN CORPORATION   COM            666807102       492     9300 SH       DEFINED 1            9300
NORTHROP GRUMMAN CORPORATION   COM            666807102        26      500 SH       DEFINED 1             500
NORTHROP GRUMMAN CORPORATION   COM            666807102       662    12500 SH       DEFINED 1           12500
NOVA CORPORATION               COM            669784100        73     2500 SH       DEFINED 1            2500
NOVA CORPORATION               COM            669784100       169     5800 SH       DEFINED 1            5800
NOVELL, INC.                   COM            670006105      1277    44600 SH       DEFINED 1           44600
NOVELL, INC.                   COM            670006105        69     2400 SH       DEFINED 1            2400
NOVELL, INC.                   COM            670006105      1720    60100 SH       DEFINED 1           60100
NOVELLUS SYSTEMS, INC.         COM            670008101      1717    30600 SH       DEFINED 1           30600
NOVELLUS SYSTEMS, INC.         COM            670008101       225     4000 SH       DEFINED 1            4000
NOVELLUS SYSTEMS, INC.         COM            670008101     30813   549000 SH       DEFINED 1          549000
NOVELLUS SYSTEMS, INC.         COM            670008101       522     9300 SH       DEFINED 1            9300
NTAP                           COM            64120L104      3310    40000 SH       DEFINED 1           40000
NTAP                           COM            64120L104       182     2200 SH       DEFINED 1            2200
NTAP                           COM            64120L104      2300    27800 SH       DEFINED 1           27800
NTAP                           COM            64120L104     39389   476000 SH       DEFINED 1          476000
NTAP                           COM            64120L104      4452    53800 SH       DEFINED 1           53800
NTL INC                        COM            629407107      1049    11300 SH       DEFINED 1           11300
NTL INC                        COM            629407107     19491   210000 SH       DEFINED 1          210000
NTT DOCOMO                     COM            612927700         6       15 SH       DEFINED 1              15
NUCOR CORP.                    COM            670346105       585    11700 SH       DEFINED 1           11700
NUCOR CORP.                    COM            670346105        30      600 SH       DEFINED 1             600
NUCOR CORP.                    COM            670346105       785    15700 SH       DEFINED 1           15700
NVIDIA CORP                    COM            67066G104        84     1000 SH       DEFINED 1            1000
NVIDIA CORP                    COM            67066G104       203     2400 SH       DEFINED 1            2400
O'REILLY AUTOMOTIVE, INC.      COM            686091109       190    13400 SH       DEFINED 1           13400
O'REILLY AUTOMOTIVE, INC.      COM            686091109       238    16800 SH       DEFINED 1           16800
O'REILLY AUTOMOTIVE, INC.      COM            686091109        99     7000 SH       DEFINED 1            7000
O'REILLY AUTOMOTIVE, INC.      COM            686091109      4373   308200 SH       DEFINED 1          308200
O'REILLY AUTOMOTIVE, INC.      COM            686091109      1122    79100 SH       DEFINED 1           79100
OCCIDENTAL PETROLEUM           COM            674599105      1023    49300 SH       DEFINED 1           49300
OCCIDENTAL PETROLEUM           COM            674599105        56     2700 SH       DEFINED 1            2700
OCCIDENTAL PETROLEUM           COM            674599105      1376    66300 SH       DEFINED 1           66300
OCEAN ENERGY                   COM            67481E106        82     5700 SH       DEFINED 1            5700
OCEAN ENERGY                   COM            67481E106       190    13200 SH       DEFINED 1           13200
OFFICE DEPOT INC               COM            676220106       510    44100 SH       DEFINED 1           44100
OFFICE DEPOT INC               COM            676220106        27     2300 SH       DEFINED 1            2300
OFFICE DEPOT INC               COM            676220106       687    59400 SH       DEFINED 1           59400
OFFICE MAX, INC.               COM            67622M108        25     3900 SH       DEFINED 1            3900
OFFICE MAX, INC.               COM            67622M108        59     9000 SH       DEFINED 1            9000
OGDEN CORPORATION              COM            676346109        20     1700 SH       DEFINED 1            1700
OGDEN CORPORATION              COM            676346109        47     3900 SH       DEFINED 1            3900
OGE ENERGY                     COM            670837103        50     2600 SH       DEFINED 1            2600
OGE ENERGY                     COM            670837103       119     6200 SH       DEFINED 1            6200
OHIO CASUALTY                  COM            677240103        36     2000 SH       DEFINED 1            2000
OHIO CASUALTY                  COM            677240103        86     4800 SH       DEFINED 1            4800
OLD KENT FINANCIAL CORPORATION COM            679833103       511    15800 SH       DEFINED 1           15800
OLD KENT FINANCIAL CORPORATION COM            679833103        29      900 SH       DEFINED 1             900
OLD KENT FINANCIAL CORPORATION COM            679833103       685    21200 SH       DEFINED 1           21200
OLD REPUBLIC INT'L             COM            680223104        59     4300 SH       DEFINED 1            4300
OLD REPUBLIC INT'L             COM            680223104       138    10000 SH       DEFINED 1           10000
OLIN CORPORATION               COM            680665205        27     1500 SH       DEFINED 1            1500
OLIN CORPORATION               COM            680665205        64     3600 SH       DEFINED 1            3600
OMNICARE INC                   COM            681904108        37     3100 SH       DEFINED 1            3100
OMNICARE INC                   COM            681904108        87     7200 SH       DEFINED 1            7200
OMNICOM GROUP INCORPORATED     COM            681919106      2224    23800 SH       DEFINED 1           23800
OMNICOM GROUP INCORPORATED     COM            681919106       112     1200 SH       DEFINED 1            1200
OMNICOM GROUP INCORPORATED     COM            681919106        84      900 SH       DEFINED 1             900
OMNICOM GROUP INCORPORATED     COM            681919106       318     3400 SH       DEFINED 1            3400
OMNICOM GROUP INCORPORATED     COM            681919106      3224    34500 SH       DEFINED 1           34500
OMNICOM GROUP INCORPORATED     COM            681919106      2990    32000 SH       DEFINED 1           32000
ONEOK, INC.                    COM            682680103       105     4200 SH       DEFINED 1            4200
ONEOK, INC.                    COM            682680103         5      200 SH       DEFINED 1             200
ONEOK, INC.                    COM            682680103       143     5700 SH       DEFINED 1            5700
ORACLE CORPORATION             COM            68389X105     29785   381550 SH       DEFINED 1          381550
ORACLE CORPORATION             COM            68389X105      1589    20350 SH       DEFINED 1           20350
ORACLE CORPORATION             COM            68389X105       250     3200 SH       DEFINED 1            3200
ORACLE CORPORATION             COM            68389X105       632     8100 SH       DEFINED 1            8100
ORACLE CORPORATION             COM            68389X105       890    11400 SH       DEFINED 1           11400
ORACLE CORPORATION             COM            68389X105      7377    94500 SH       DEFINED 1           94500
ORACLE CORPORATION             COM            68389X105      9126   116900 SH       DEFINED 1          116900
ORACLE CORPORATION             COM            68389X105     40077   513400 SH       DEFINED 1          513400
OREGON STEEL MILLS             COM            686079104         3      900 SH       DEFINED 1             900
OREGON STEEL MILLS             COM            686079104         8     2000 SH       DEFINED 1            2000
OUTBACK STEAKHOUSE             COM            689899102        80     2500 SH       DEFINED 1            2500
OUTBACK STEAKHOUSE             COM            689899102       189     5900 SH       DEFINED 1            5900
OVERSEAS SHIPHOLDING           COM            690368105        25     1100 SH       DEFINED 1            1100
OVERSEAS SHIPHOLDING           COM            690368105        62     2700 SH       DEFINED 1            2700
OWENS CORNING                  COM            69073F103       143     7400 SH       DEFINED 1            7400
OWENS CORNING                  COM            69073F103         8      400 SH       DEFINED 1             400
OWENS CORNING                  COM            69073F103       192     9900 SH       DEFINED 1            9900
OWENS ILLINOIS INC.            COM            690768403       339    20100 SH       DEFINED 1           20100
OWENS ILLINOIS INC.            COM            690768403        19     1100 SH       DEFINED 1            1100
OWENS ILLINOIS INC.            COM            690768403       457    27100 SH       DEFINED 1           27100
OXFORD HEALTH PLANS            COM            691471106        43     2800 SH       DEFINED 1            2800
OXFORD HEALTH PLANS            COM            691471106        99     6500 SH       DEFINED 1            6500
PACCAR INCORPORATED            COM            693718108       525    10490 SH       DEFINED 1           10490
PACCAR INCORPORATED            COM            693718108        25      500 SH       DEFINED 1             500
PACCAR INCORPORATED            COM            693718108       709    14170 SH       DEFINED 1           14170
PACIFIC CENTURY FINANCIAL CORP COM            694058108        55     2700 SH       DEFINED 1            2700
PACIFIC CENTURY FINANCIAL CORP COM            694058108       130     6400 SH       DEFINED 1            6400
PACIFICARE HLTH 'B'            COM            695112102        75     1500 SH       DEFINED 1            1500
PACIFICARE HLTH 'B'            COM            695112102       170     3400 SH       DEFINED 1            3400
PACTIV CORPORATION             COM            695257105       201    23000 SH       DEFINED 1           23000
PACTIV CORPORATION             COM            695257105        11     1300 SH       DEFINED 1            1300
PACTIV CORPORATION             COM            695257105       270    30900 SH       DEFINED 1           30900
PAINEWEBBER GROUP              COM            695629105       840    19100 SH       DEFINED 1           19100
PAINEWEBBER GROUP              COM            695629105        44     1000 SH       DEFINED 1            1000
PAINEWEBBER GROUP              COM            695629105      1131    25700 SH       DEFINED 1           25700
PALL CORPORATION               COM            696429307       372    16566 SH       DEFINED 1           16566
PALL CORPORATION               COM            696429307        20      900 SH       DEFINED 1             900
PALL CORPORATION               COM            696429307       503    22400 SH       DEFINED 1           22400
PAPA JOHN'S INT'L              COM            698813102        33     1000 SH       DEFINED 1            1000
PAPA JOHN'S INT'L              COM            698813102        79     2400 SH       DEFINED 1            2400
PARAMETRIC TECHNOLOGY CORP.    COM            699173100       758    36000 SH       DEFINED 1           36000
PARAMETRIC TECHNOLOGY CORP.    COM            699173100        40     1900 SH       DEFINED 1            1900
PARAMETRIC TECHNOLOGY CORP.    COM            699173100        48     2300 SH       DEFINED 1            2300
PARAMETRIC TECHNOLOGY CORP.    COM            699173100       569    27000 SH       DEFINED 1           27000
PARAMETRIC TECHNOLOGY CORP.    COM            699173100      1022    48500 SH       DEFINED 1           48500
PARK PLACE ENTERTAINMENT       COM            700690100       120    10400 SH       DEFINED 1           10400
PARK PLACE ENTERTAINMENT       COM            700690100       279    24100 SH       DEFINED 1           24100
PARKER-HANNIFIN CORPORATION    COM            701094104       620    15000 SH       DEFINED 1           15000
PARKER-HANNIFIN CORPORATION    COM            701094104        35      850 SH       DEFINED 1             850
PARKER-HANNIFIN CORPORATION    COM            701094104       833    20175 SH       DEFINED 1           20175
PATTERSON DENTAL COMPANY       COM            703412106       178     4650 SH       DEFINED 1            4650
PATTERSON DENTAL COMPANY       COM            703412106       752    19650 SH       DEFINED 1           19650
PATTERSON DENTAL COMPANY       COM            703412106       126     3300 SH       DEFINED 1            3300
PATTERSON DENTAL COMPANY       COM            703412106     15297   399925 SH       DEFINED 1          399925
PATTERSON DENTAL COMPANY       COM            703412106      1607    42000 SH       DEFINED 1           42000
PAYCHEX INCORPORATED           COM            704326107      1728    33000 SH       DEFINED 1           33000
PAYCHEX INCORPORATED           COM            704326107        92     1750 SH       DEFINED 1            1750
PAYCHEX INCORPORATED           COM            704326107       100     1900 SH       DEFINED 1            1900
PAYCHEX INCORPORATED           COM            704326107      1546    29515 SH       DEFINED 1           29515
PAYCHEX INCORPORATED           COM            704326107     28283   540000 SH       DEFINED 1          540000
PAYCHEX INCORPORATED           COM            704326107      2328    44450 SH       DEFINED 1           44450
PAYLESS SHOE SOURCE            COM            704379106        57     1100 SH       DEFINED 1            1100
PAYLESS SHOE SOURCE            COM            704379106       130     2500 SH       DEFINED 1            2500
PE CORP-PE BIOSYSTEMS GRP      COM            69332S102      2663    27600 SH       DEFINED 1           27600
PE CORP-PE BIOSYSTEMS GRP      COM            69332S102       135     1400 SH       DEFINED 1            1400
PE CORP-PE BIOSYSTEMS GRP      COM            69332S102      1158    12000 SH       DEFINED 1           12000
PE CORP-PE BIOSYSTEMS GRP      COM            69332S102       318     3300 SH       DEFINED 1            3300
PE CORP-PE BIOSYSTEMS GRP      COM            69332S102      3513    36400 SH       DEFINED 1           36400
PE CORP-PE BIOSYSTEMS GRP      COM            69332S102     21616   224000 SH       DEFINED 1          224000
PE CORP-PE BIOSYSTEMS GRP      COM            69332S102      3590    37200 SH       DEFINED 1           37200
PECO ENERGY COMPANY            COM            693304107       918    24900 SH       DEFINED 1           24900
PECO ENERGY COMPANY            COM            693304107        48     1300 SH       DEFINED 1            1300
PECO ENERGY COMPANY            COM            693304107      1235    33500 SH       DEFINED 1           33500
PENNZOIL-QUAKER STATE CO       COM            709323109        27     2600 SH       DEFINED 1            2600
PENNZOIL-QUAKER STATE CO       COM            709323109        65     6200 SH       DEFINED 1            6200
PENTAIR INC                    COM            709631105        59     1600 SH       DEFINED 1            1600
PENTAIR INC                    COM            709631105       141     3800 SH       DEFINED 1            3800
PEOPLES ENERGY CORPORATION     COM            711030106       132     4800 SH       DEFINED 1            4800
PEOPLES ENERGY CORPORATION     COM            711030106         5      200 SH       DEFINED 1             200
PEOPLES ENERGY CORPORATION     COM            711030106       176     6400 SH       DEFINED 1            6400
PEOPLESOFT, INC                COM            712713106       718    35900 SH       DEFINED 1           35900
PEOPLESOFT, INC                COM            712713106        40     2000 SH       DEFINED 1            2000
PEOPLESOFT, INC                COM            712713106       968    48400 SH       DEFINED 1           48400
PEP BOYS - MANNY, MOE & JACK   COM            713278109        42     7100 SH       DEFINED 1            7100
PEP BOYS - MANNY, MOE & JACK   COM            713278109         2      400 SH       DEFINED 1             400
PEP BOYS - MANNY, MOE & JACK   COM            713278109        56     9500 SH       DEFINED 1            9500
PEPSICO INC.                   COM            713448108      6736   194900 SH       DEFINED 1          194900
PEPSICO INC.                   COM            713448108       359    10400 SH       DEFINED 1           10400
PEPSICO INC.                   COM            713448108       100     2900 SH       DEFINED 1            2900
PEPSICO INC.                   COM            713448108       328     9500 SH       DEFINED 1            9500
PEPSICO INC.                   COM            713448108      3667   106100 SH       DEFINED 1          106100
PEPSICO INC.                   COM            713448108      9073   262500 SH       DEFINED 1          262500
PEREGRINE SYSTEMS              COM            71366Q101      2636    39300 SH       DEFINED 1           39300
PEREGRINE SYSTEMS              COM            71366Q101     48202   718762 SH       DEFINED 1          718762
PERKINELMER INC                COM            714046109       406     6100 SH       DEFINED 1            6100
PERKINELMER INC                COM            714046109        20      300 SH       DEFINED 1             300
PERKINELMER INC                COM            714046109       552     8300 SH       DEFINED 1            8300
PERRIGO                        COM            714290103        19     2500 SH       DEFINED 1            2500
PERRIGO                        COM            714290103        44     5800 SH       DEFINED 1            5800
PFIZER INC.                    COM            717081103     18950   518300 SH       DEFINED 1          518300
PFIZER INC.                    COM            717081103      1013    27700 SH       DEFINED 1           27700
PFIZER INC.                    COM            717081103        33      900 SH       DEFINED 1             900
PFIZER INC.                    COM            717081103       128     3500 SH       DEFINED 1            3500
PFIZER INC.                    COM            717081103      1177    32200 SH       DEFINED 1           32200
PFIZER INC.                    COM            717081103     25521   698000 SH       DEFINED 1          698000
PG&E CORP COM                  COM            69331C108      1079    51400 SH       DEFINED 1           51400
PG&E CORP COM                  COM            69331C108        57     2700 SH       DEFINED 1            2700
PG&E CORP COM                  COM            69331C108       216    10300 SH       DEFINED 1           10300
PG&E CORP COM                  COM            69331C108      2528   120400 SH       DEFINED 1          120400
PG&E CORP COM                  COM            69331C108      1453    69200 SH       DEFINED 1           69200
PHARMACIA & UPJOHN INC         COM            716941109      4114    69430 SH       DEFINED 1           69430
PHARMACIA & UPJOHN INC         COM            716941109       219     3700 SH       DEFINED 1            3700
PHARMACIA & UPJOHN INC         COM            716941109        53      900 SH       DEFINED 1             900
PHARMACIA & UPJOHN INC         COM            716941109      5540    93505 SH       DEFINED 1           93505
PHELPS DODGE CORPORATION       COM            717265102       513    10810 SH       DEFINED 1           10810
PHELPS DODGE CORPORATION       COM            717265102        24      496 SH       DEFINED 1             496
PHELPS DODGE CORPORATION       COM            717265102       695    14624 SH       DEFINED 1           14624
PHILIP MORRIS COMPANIES        COM            718154107      6692   316800 SH       DEFINED 1          316800
PHILIP MORRIS COMPANIES        COM            718154107       357    16900 SH       DEFINED 1           16900
PHILIP MORRIS COMPANIES        COM            718154107       744    35200 SH       DEFINED 1           35200
PHILIP MORRIS COMPANIES        COM            718154107      8769   415100 SH       DEFINED 1          415100
PHILIP MORRIS COMPANIES        COM            718154107      9012   426600 SH       DEFINED 1          426600
PHILLIPS PETROLEUM CO          COM            718507106      1568    33900 SH       DEFINED 1           33900
PHILLIPS PETROLEUM CO          COM            718507106        83     1800 SH       DEFINED 1            1800
PHILLIPS PETROLEUM CO          COM            718507106      2114    45700 SH       DEFINED 1           45700
PINNACLE HOLDINGS INC          COM            72346N101        83     1500 SH       DEFINED 1            1500
PINNACLE HOLDINGS INC          COM            72346N101       845    15300 SH       DEFINED 1           15300
PINNACLE WEST CAPITAL CORP     COM            723484101       319    11300 SH       DEFINED 1           11300
PINNACLE WEST CAPITAL CORP     COM            723484101        17      600 SH       DEFINED 1             600
PINNACLE WEST CAPITAL CORP     COM            723484101       431    15300 SH       DEFINED 1           15300
PIONEER NAT RESOURCES          COM            723787107        36     3400 SH       DEFINED 1            3400
PIONEER NAT RESOURCES          COM            723787107        84     7900 SH       DEFINED 1            7900
PITNEY BOWES INC.              COM            724479100      1586    35500 SH       DEFINED 1           35500
PITNEY BOWES INC.              COM            724479100        85     1900 SH       DEFINED 1            1900
PITNEY BOWES INC.              COM            724479100      2136    47800 SH       DEFINED 1           47800
PITTSTON BRINKS GROUP          COM            725701106        29     1700 SH       DEFINED 1            1700
PITTSTON BRINKS GROUP          COM            725701106        68     4000 SH       DEFINED 1            4000
PLACER DOME INCORPORATED       COM            725906101       354    43600 SH       DEFINED 1           43600
PLACER DOME INCORPORATED       COM            725906101        19     2300 SH       DEFINED 1            2300
PLACER DOME INCORPORATED       COM            725906101       477    58700 SH       DEFINED 1           58700
PLEXUS CORP                    COM            729132100       113     1700 SH       DEFINED 1            1700
PLEXUS CORP                    COM            729132100      1432    21500 SH       DEFINED 1           21500
PMC-SIERRA INC.                COM            69344F106       204     1000 SH       DEFINED 1            1000
PMC-SIERRA INC.                COM            69344F106      2220    10900 SH       DEFINED 1           10900
PMC-SIERRA INC.                COM            69344F106       224     1100 SH       DEFINED 1            1100
PMC-SIERRA INC.                COM            69344F106     40708   199856 SH       DEFINED 1          199856
PMC-SIERRA INC.                COM            69344F106      1324     6500 SH       DEFINED 1            6500
PMI GROUP INC.                 COM            69344M101        71     1500 SH       DEFINED 1            1500
PMI GROUP INC.                 COM            69344M101       168     3550 SH       DEFINED 1            3550
PNC BANK CORPORATION           COM            693475105      1771    39300 SH       DEFINED 1           39300
PNC BANK CORPORATION           COM            693475105        95     2100 SH       DEFINED 1            2100
PNC BANK CORPORATION           COM            693475105      2388    53000 SH       DEFINED 1           53000
POLAROID CORPORATION           COM            731095105       143     6000 SH       DEFINED 1            6000
POLAROID CORPORATION           COM            731095105         7      300 SH       DEFINED 1             300
POLAROID CORPORATION           COM            731095105       190     8000 SH       DEFINED 1            8000
POLICY MANAGEMENT SYSTEMS CORP COM            731108106        14     1200 SH       DEFINED 1            1200
POLICY MANAGEMENT SYSTEMS CORP COM            731108106        34     2800 SH       DEFINED 1            2800
PORSCHE AG NV PFD DM50         COM            469678400       225       85 SH       DEFINED 1              85
POTLATCH CORPORATION           COM            737628107       168     3900 SH       DEFINED 1            3900
POTLATCH CORPORATION           COM            737628107         9      200 SH       DEFINED 1             200
POTLATCH CORPORATION           COM            737628107       224     5200 SH       DEFINED 1            5200
POTOMAC ELECTRIC POWER COMPANY COM            737679100        91     4000 SH       DEFINED 1            4000
POTOMAC ELECTRIC POWER COMPANY COM            737679100       213     9400 SH       DEFINED 1            9400
POWER ONE INC.                 COM            739308104       175     2900 SH       DEFINED 1            2900
POWER ONE INC.                 COM            739308104       248     4100 SH       DEFINED 1            4100
POWER ONE INC.                 COM            739308104      2753    45600 SH       DEFINED 1           45600
PPG INDUSTRIES INC             COM            693506107      1214    23200 SH       DEFINED 1           23200
PPG INDUSTRIES INC             COM            693506107        68     1300 SH       DEFINED 1            1300
PPG INDUSTRIES INC             COM            693506107        42      800 SH       DEFINED 1             800
PPG INDUSTRIES INC             COM            693506107       256     4900 SH       DEFINED 1            4900
PPG INDUSTRIES INC             COM            693506107      2553    48800 SH       DEFINED 1           48800
PPG INDUSTRIES INC             COM            693506107      1637    31300 SH       DEFINED 1           31300
PRAXAIR INC                    COM            74005P104       887    21300 SH       DEFINED 1           21300
PRAXAIR INC                    COM            74005P104        50     1200 SH       DEFINED 1            1200
PRAXAIR INC                    COM            74005P104      1195    28700 SH       DEFINED 1           28700
PRECISION CASTPARTS CORP.      COM            740189105        29      800 SH       DEFINED 1             800
PRECISION CASTPARTS CORP.      COM            740189105        69     1900 SH       DEFINED 1            1900
PREDICTIVE SYSTEMS             COM            74036W102        68     1500 SH       DEFINED 1            1500
PREDICTIVE SYSTEMS             COM            74036W102      1052    23100 SH       DEFINED 1           23100
PREMIER PARKS                  COM            740540208        57     2700 SH       DEFINED 1            2700
PREMIER PARKS                  COM            740540208       130     6200 SH       DEFINED 1            6200
PRICE (TR)                     COM            741477103       632    16000 SH       DEFINED 1           16000
PRICE (TR)                     COM            741477103        36      900 SH       DEFINED 1             900
PRICE (TR)                     COM            741477103       853    21600 SH       DEFINED 1           21600
PRIMACOM                       COM            562233500       183     2500 SH       DEFINED 1            2500
PRIORITY HEALTHCARE            COM            74264T102       146     2900 SH       DEFINED 1            2900
PRIORITY HEALTHCARE            COM            74264T102      2306    45900 SH       DEFINED 1           45900
PROCTER & GAMBLE COMPANY       COM            742718109      9900   176000 SH       DEFINED 1          176000
PROCTER & GAMBLE COMPANY       COM            742718109       529     9400 SH       DEFINED 1            9400
PROCTER & GAMBLE COMPANY       COM            742718109       129     2300 SH       DEFINED 1            2300
PROCTER & GAMBLE COMPANY       COM            742718109       371     6600 SH       DEFINED 1            6600
PROCTER & GAMBLE COMPANY       COM            742718109       439     7800 SH       DEFINED 1            7800
PROCTER & GAMBLE COMPANY       COM            742718109      4258    75700 SH       DEFINED 1           75700
PROCTER & GAMBLE COMPANY       COM            742718109      5400    96000 SH       DEFINED 1           96000
PROCTER & GAMBLE COMPANY       COM            742718109     13331   237000 SH       DEFINED 1          237000
PROGRESSIVE CORP.              COM            743315103       745     9800 SH       DEFINED 1            9800
PROGRESSIVE CORP.              COM            743315103        46      600 SH       DEFINED 1             600
PROGRESSIVE CORP.              COM            743315103      1004    13200 SH       DEFINED 1           13200
PROTECTIVE LIFE                COM            743674103        70     2200 SH       DEFINED 1            2200
PROTECTIVE LIFE                COM            743674103       162     5100 SH       DEFINED 1            5100
PROVIDENT FIN'L GROUP          COM            743866105        55     1600 SH       DEFINED 1            1600
PROVIDENT FIN'L GROUP          COM            743866105       129     3800 SH       DEFINED 1            3800
PROVIDIAN FINANCIAL CORP       COM            74406A102      1642    18950 SH       DEFINED 1           18950
PROVIDIAN FINANCIAL CORP       COM            74406A102        87     1000 SH       DEFINED 1            1000
PROVIDIAN FINANCIAL CORP       COM            74406A102      2218    25600 SH       DEFINED 1           25600
PROVINCE HEALTHCARE COMPANY    COM            743977100        54     1900 SH       DEFINED 1            1900
PROVINCE HEALTHCARE COMPANY    COM            743977100       361    12600 SH       DEFINED 1           12600
PROVINCE HEALTHCARE COMPANY    COM            743977100       195     6800 SH       DEFINED 1            6800
PROVINCE HEALTHCARE COMPANY    COM            743977100      8622   301200 SH       DEFINED 1          301200
PROVINCE HEALTHCARE COMPANY    COM            743977100      2359    82400 SH       DEFINED 1           82400
PSS WORLD MEDICAL INC          COM            69366A100        16     2400 SH       DEFINED 1            2400
PSS WORLD MEDICAL INC          COM            69366A100        38     5600 SH       DEFINED 1            5600
PUBLIC SERV ENTRPRISE GRP, INC COM            744573106       865    29200 SH       DEFINED 1           29200
PUBLIC SERV ENTRPRISE GRP, INC COM            744573106        47     1600 SH       DEFINED 1            1600
PUBLIC SERV ENTRPRISE GRP, INC COM            744573106      1167    39400 SH       DEFINED 1           39400
PUBLIC SERVICE OF NEW MEXICO   COM            744499104        22     1400 SH       DEFINED 1            1400
PUBLIC SERVICE OF NEW MEXICO   COM            744499104        50     3200 SH       DEFINED 1            3200
PUGET SOUND POWER & LIGHT CO   COM            745332106        64     2900 SH       DEFINED 1            2900
PUGET SOUND POWER & LIGHT CO   COM            745332106       149     6700 SH       DEFINED 1            6700
PULTE CORPORATION              COM            745867101       121     5800 SH       DEFINED 1            5800
PULTE CORPORATION              COM            745867101         6      300 SH       DEFINED 1             300
PULTE CORPORATION              COM            745867101       163     7800 SH       DEFINED 1            7800
QIAGEN N.V.                    COM            573282500        53      389 SH       DEFINED 1             389
QLOGIC CORPORATION             COM            747277101       230     1700 SH       DEFINED 1            1700
QLOGIC CORPORATION             COM            747277101      1396    10300 SH       DEFINED 1           10300
QLOGIC CORPORATION             COM            747277101       339     2500 SH       DEFINED 1            2500
QLOGIC CORPORATION             COM            747277101       136     1000 SH       DEFINED 1            1000
QLOGIC CORPORATION             COM            747277101     34322   253300 SH       DEFINED 1          253300
QLOGIC CORPORATION             COM            747277101       786     5800 SH       DEFINED 1            5800
QLOGIC CORPORATION             COM            747277101      1328     9800 SH       DEFINED 1            9800
QUAKER OATS COMPANY            COM            747402105      1085    17900 SH       DEFINED 1           17900
QUAKER OATS COMPANY            COM            747402105        55      900 SH       DEFINED 1             900
QUAKER OATS COMPANY            COM            747402105        91     1500 SH       DEFINED 1            1500
QUAKER OATS COMPANY            COM            747402105       358     5900 SH       DEFINED 1            5900
QUAKER OATS COMPANY            COM            747402105      4462    73600 SH       DEFINED 1           73600
QUAKER OATS COMPANY            COM            747402105      1461    24100 SH       DEFINED 1           24100
QUALCOMM FINANCIAL TRUST       COM            747525103     14110    94500 SH       DEFINED 1           94500
QUALCOMM FINANCIAL TRUST       COM            747525103       732     4900 SH       DEFINED 1            4900
QUALCOMM FINANCIAL TRUST       COM            747525103     19067   127700 SH       DEFINED 1          127700
QUANTUM CORP - DLT STORAGE     COM            747906204        91     7600 SH       DEFINED 1            7600
QUANTUM CORP - DLT STORAGE     COM            747906204        67     5600 SH       DEFINED 1            5600
QUANTUM CORP - DLT STORAGE     COM            747906204      1027    86000 SH       DEFINED 1           86000
QUANTUM CORP - DLT STORAGE     COM            747906204       155    13000 SH       DEFINED 1           13000
QUESTOR CORPORATION            COM            748356102        52     2800 SH       DEFINED 1            2800
QUESTOR CORPORATION            COM            748356102       121     6500 SH       DEFINED 1            6500
QUINTILES TRANSNATIONAL CORP   COM            748767100       261    15300 SH       DEFINED 1           15300
QUINTILES TRANSNATIONAL CORP   COM            748767100        15      900 SH       DEFINED 1             900
QUINTILES TRANSNATIONAL CORP   COM            748767100       353    20700 SH       DEFINED 1           20700
QUORUM HEALTH GROUP, INC.      COM            749084109        47     4650 SH       DEFINED 1            4650
QUORUM HEALTH GROUP, INC.      COM            749084109        24     2400 SH       DEFINED 1            2400
QUORUM HEALTH GROUP, INC.      COM            749084109        56     5600 SH       DEFINED 1            5600
R.R. DONNELLEY & SONS COMPANY  COM            257867101       354    16900 SH       DEFINED 1           16900
R.R. DONNELLEY & SONS COMPANY  COM            257867101        19      900 SH       DEFINED 1             900
R.R. DONNELLEY & SONS COMPANY  COM            257867101       477    22800 SH       DEFINED 1           22800
RADIN GROUP INC                COM            750236101       474     9953 SH       DEFINED 1            9953
RADIN GROUP INC                COM            750236101       138     2900 SH       DEFINED 1            2900
RADIN GROUP INC                COM            750236101      8673   182100 SH       DEFINED 1          182100
RADIN GROUP INC                COM            750236101      1910    40100 SH       DEFINED 1           40100
RALSTON PURINA GROUP           COM            751277302      1117    40800 SH       DEFINED 1           40800
RALSTON PURINA GROUP           COM            751277302        60     2200 SH       DEFINED 1            2200
RALSTON PURINA GROUP           COM            751277302      1506    55000 SH       DEFINED 1           55000
RATIONAL SOFTWARE CORP         COM            75409P202        46      600 SH       DEFINED 1             600
RATIONAL SOFTWARE CORP         COM            75409P202       536     7000 SH       DEFINED 1            7000
RATIONAL SOFTWARE CORP         COM            75409P202       230     3000 SH       DEFINED 1            3000
RATIONAL SOFTWARE CORP         COM            75409P202      9869   129000 SH       DEFINED 1          129000
RATIONAL SOFTWARE CORP         COM            75409P202       528     6900 SH       DEFINED 1            6900
RAYONIER INC                   COM            754907103        44      900 SH       DEFINED 1             900
RAYONIER INC                   COM            754907103       107     2200 SH       DEFINED 1            2200
RAYTHEON CLASS B               COM            755111408       804    45300 SH       DEFINED 1           45300
RAYTHEON CLASS B               COM            755111408        43     2400 SH       DEFINED 1            2400
RAYTHEON CLASS B               COM            755111408      1083    61000 SH       DEFINED 1           61000
READER'S DIGEST ASSOCIATION IN COM            755267101       127     3600 SH       DEFINED 1            3600
READER'S DIGEST ASSOCIATION IN COM            755267101       297     8400 SH       DEFINED 1            8400
REEBOK INTERNATIONAL LTD.      COM            758110100        69     7500 SH       DEFINED 1            7500
REEBOK INTERNATIONAL LTD.      COM            758110100         4      400 SH       DEFINED 1             400
REEBOK INTERNATIONAL LTD.      COM            758110100        93    10100 SH       DEFINED 1           10100
REGIONS FINANCIAL CORP.        COM            758940100       668    29300 SH       DEFINED 1           29300
REGIONS FINANCIAL CORP.        COM            758940100        37     1600 SH       DEFINED 1            1600
REGIONS FINANCIAL CORP.        COM            758940100       899    39400 SH       DEFINED 1           39400
REGISTER.COM                   COM            75914G101        56      800 SH       DEFINED 1             800
REGISTER.COM                   COM            75914G101      1077    15500 SH       DEFINED 1           15500
RELIANT ENERGY INC             COM            75952J108       926    39526 SH       DEFINED 1           39526
RELIANT ENERGY INC             COM            75952J108        49     2073 SH       DEFINED 1            2073
RELIANT ENERGY INC             COM            75952J108      1251    53362 SH       DEFINED 1           53362
RELIASTAR FINANCIAL            COM            75952U103       102     3000 SH       DEFINED 1            3000
RELIASTAR FINANCIAL            COM            75952U103       237     7000 SH       DEFINED 1            7000
REUTERS GROUP PLC              COM            023691300        32     1000 SH       DEFINED 1            1000
REYNOLDS & REYNOLDS            COM            761695105        70     2600 SH       DEFINED 1            2600
REYNOLDS & REYNOLDS            COM            761695105       165     6100 SH       DEFINED 1            6100
REYNOLDS METALS COMPANY        COM            761763101       568     8500 SH       DEFINED 1            8500
REYNOLDS METALS COMPANY        COM            761763101        33      500 SH       DEFINED 1             500
REYNOLDS METALS COMPANY        COM            761763101       308     4600 SH       DEFINED 1            4600
REYNOLDS METALS COMPANY        COM            761763101      3712    55500 SH       DEFINED 1           55500
REYNOLDS METALS COMPANY        COM            761763101       762    11400 SH       DEFINED 1           11400
REYNOLDS,(R.J.) TOBACCO HOLDIN COM            76182K105        63     3700 SH       DEFINED 1            3700
REYNOLDS,(R.J.) TOBACCO HOLDIN COM            76182K105       148     8700 SH       DEFINED 1            8700
RITE AID CORPORATION           COM            767754104       190    34600 SH       DEFINED 1           34600
RITE AID CORPORATION           COM            767754104        10     1900 SH       DEFINED 1            1900
RITE AID CORPORATION           COM            767754104       257    46700 SH       DEFINED 1           46700
ROBERT HALF INTERNATIONAL INC  COM            770323103        19      400 SH       DEFINED 1             400
ROBERT HALF INTERNATIONAL INC  COM            770323103       228     4800 SH       DEFINED 1            4800
ROBERT HALF INTERNATIONAL INC  COM            770323103       142     3000 SH       DEFINED 1            3000
ROBERT HALF INTERNATIONAL INC  COM            770323103      2827    59600 SH       DEFINED 1           59600
ROBERT HALF INTERNATIONAL INC  COM            770323103       337     7100 SH       DEFINED 1            7100
ROCKWELL INTERNATIONAL CORPORA COM            773903109      1066    25500 SH       DEFINED 1           25500
ROCKWELL INTERNATIONAL CORPORA COM            773903109        54     1300 SH       DEFINED 1            1300
ROCKWELL INTERNATIONAL CORPORA COM            773903109      1434    34300 SH       DEFINED 1           34300
ROHM & HAAS COMPANY            COM            775371107      1308    29301 SH       DEFINED 1           29301
ROHM & HAAS COMPANY            COM            775371107        72     1605 SH       DEFINED 1            1605
ROHM & HAAS COMPANY            COM            775371107      1035    23200 SH       DEFINED 1           23200
ROHM & HAAS COMPANY            COM            775371107     12071   270500 SH       DEFINED 1          270500
ROHM & HAAS COMPANY            COM            775371107      1763    39513 SH       DEFINED 1           39513
ROLLINS                        COM            775711104        15     1000 SH       DEFINED 1            1000
ROLLINS                        COM            775711104        36     2400 SH       DEFINED 1            2400
ROMAC INTERNATIONAL INC        COM            775835101        54     6000 SH       DEFINED 1            6000
ROMAC INTERNATIONAL INC        COM            775835101       787    86800 SH       DEFINED 1           86800
ROSS STORES                    COM            778296103        75     3100 SH       DEFINED 1            3100
ROSS STORES                    COM            778296103       173     7200 SH       DEFINED 1            7200
ROWAN COMPANIES, INC           COM            779382100       362    12300 SH       DEFINED 1           12300
ROWAN COMPANIES, INC           COM            779382100        18      600 SH       DEFINED 1             600
ROWAN COMPANIES, INC           COM            779382100       489    16600 SH       DEFINED 1           16600
ROYAL DUTCH PETROLEUM CO.      COM            780257804     16526   287100 SH       DEFINED 1          287100
ROYAL DUTCH PETROLEUM CO.      COM            780257804       886    15400 SH       DEFINED 1           15400
ROYAL DUTCH PETROLEUM CO.      COM            780257804     22254   386600 SH       DEFINED 1          386600
RPM                            COM            749685103        41     3700 SH       DEFINED 1            3700
RPM                            COM            749685103        94     8500 SH       DEFINED 1            8500
RSA SECURITY                   COM            749719100       513     9900 SH       DEFINED 1            9900
RSA SECURITY                   COM            749719100      9596   185200 SH       DEFINED 1          185200
RUDDICK                        COM            781258108        18     1600 SH       DEFINED 1            1600
RUDDICK                        COM            781258108        40     3700 SH       DEFINED 1            3700
RUSSELL CORP.                  COM            782352108        63     4400 SH       DEFINED 1            4400
RUSSELL CORP.                  COM            782352108         3      200 SH       DEFINED 1             200
RUSSELL CORP.                  COM            782352108        86     6000 SH       DEFINED 1            6000
RYDER SYSTEM, INC.             COM            783549108       195     8600 SH       DEFINED 1            8600
RYDER SYSTEM, INC.             COM            783549108        11      500 SH       DEFINED 1             500
RYDER SYSTEM, INC.             COM            783549108       263    11600 SH       DEFINED 1           11600
RYERSON TULL                   COM            78375P107        12      800 SH       DEFINED 1             800
RYERSON TULL                   COM            78375P107        31     2000 SH       DEFINED 1            2000
SAFECO INC.                    COM            786429100       462    17400 SH       DEFINED 1           17400
SAFECO INC.                    COM            786429100        24      900 SH       DEFINED 1             900
SAFECO INC.                    COM            786429100       622    23400 SH       DEFINED 1           23400
SAFEWAY INC.                   COM            786514208      3082    68100 SH       DEFINED 1           68100
SAFEWAY INC.                   COM            786514208       167     3700 SH       DEFINED 1            3700
SAFEWAY INC.                   COM            786514208      4149    91700 SH       DEFINED 1           91700
SAKS INC.                      COM            79377W108        71     4900 SH       DEFINED 1            4900
SAKS INC.                      COM            79377W108       167    11500 SH       DEFINED 1           11500
SANMINA CORP                   COM            800907107        81     1200 SH       DEFINED 1            1200
SANMINA CORP                   COM            800907107      2557    37844 SH       DEFINED 1           37844
SANMINA CORP                   COM            800907107       284     4200 SH       DEFINED 1            4200
SANMINA CORP                   COM            800907107     46780   692400 SH       DEFINED 1          692400
SANMINA CORP                   COM            800907107       676    10000 SH       DEFINED 1           10000
SANTA FE INTERNATIONAL         COM            G7805C108      1750    47300 SH       DEFINED 1           47300
SANTA FE INTERNATIONAL         COM            G7805C108     32020   865401 SH       DEFINED 1          865401
SANTA FE SNYDER CORP           COM            80218K105        61     6300 SH       DEFINED 1            6300
SANTA FE SNYDER CORP           COM            80218K105       141    14600 SH       DEFINED 1           14600
SAPIENT                        COM            803062108       394     4700 SH       DEFINED 1            4700
SAPIENT                        COM            803062108      7029    83800 SH       DEFINED 1           83800
SARA LEE CORPORATION           COM            803111103      2191   121700 SH       DEFINED 1          121700
SARA LEE CORPORATION           COM            803111103       117     6500 SH       DEFINED 1            6500
SARA LEE CORPORATION           COM            803111103      2948   163800 SH       DEFINED 1          163800
SAWTEK INC                     COM            805468105        74     1400 SH       DEFINED 1            1400
SAWTEK INC                     COM            805468105       173     3300 SH       DEFINED 1            3300
SBC COMMUNICATIONS INCORPORATE COM            78387G103     19179   456650 SH       DEFINED 1          456650
SBC COMMUNICATIONS INCORPORATE COM            78387G103      1022    24323 SH       DEFINED 1           24323
SBC COMMUNICATIONS INCORPORATE COM            78387G103       701    16691 SH       DEFINED 1           16691
SBC COMMUNICATIONS INCORPORATE COM            78387G103       243     5790 SH       DEFINED 1            5790
SBC COMMUNICATIONS INCORPORATE COM            78387G103      8316   198010 SH       DEFINED 1          198010
SBC COMMUNICATIONS INCORPORATE COM            78387G103      2106    50139 SH       DEFINED 1           50139
SBC COMMUNICATIONS INCORPORATE COM            78387G103     25835   615125 SH       DEFINED 1          615125
SCHERING-PLOUGH CORPORATION    COM            806605101      7225   196600 SH       DEFINED 1          196600
SCHERING-PLOUGH CORPORATION    COM            806605101       386    10500 SH       DEFINED 1           10500
SCHERING-PLOUGH CORPORATION    COM            806605101      9735   264900 SH       DEFINED 1          264900
SCHLUMBERGER LIMITED           COM            806857108      5630    73600 SH       DEFINED 1           73600
SCHLUMBERGER LIMITED           COM            806857108       298     3900 SH       DEFINED 1            3900
SCHLUMBERGER LIMITED           COM            806857108        77     1000 SH       DEFINED 1            1000
SCHLUMBERGER LIMITED           COM            806857108       314     4100 SH       DEFINED 1            4100
SCHLUMBERGER LIMITED           COM            806857108      4322    56500 SH       DEFINED 1           56500
SCHLUMBERGER LIMITED           COM            806857108      7581    99100 SH       DEFINED 1           99100
SCHOLASTIC CORP.               COM            807066105        32      600 SH       DEFINED 1             600
SCHOLASTIC CORP.               COM            807066105        70     1300 SH       DEFINED 1            1300
SCHULMAN A INC                 COM            808194104        15     1100 SH       DEFINED 1            1100
SCHULMAN A INC                 COM            808194104        33     2500 SH       DEFINED 1            2500
SCHWAB, CHARLES CORP           COM            808513105      6235   109750 SH       DEFINED 1          109750
SCHWAB, CHARLES CORP           COM            808513105       335     5900 SH       DEFINED 1            5900
SCHWAB, CHARLES CORP           COM            808513105      8397   147800 SH       DEFINED 1          147800
SCI SYSTEMS INC                COM            783890106       264     4900 SH       DEFINED 1            4900
SCI SYSTEMS INC                COM            783890106       613    11400 SH       DEFINED 1           11400
SCIENT                         COM            80864H109       426     4700 SH       DEFINED 1            4700
SCIENT                         COM            80864H109        54      600 SH       DEFINED 1             600
SCIENT                         COM            80864H109      7674    84620 SH       DEFINED 1           84620
SCIENT                         COM            80864H109       608     6700 SH       DEFINED 1            6700
SCIENTIFIC-ATLANTA, INC.       COM            808655104      1332    21000 SH       DEFINED 1           21000
SCIENTIFIC-ATLANTA, INC.       COM            808655104        63     1000 SH       DEFINED 1            1000
SCIENTIFIC-ATLANTA, INC.       COM            808655104      1802    28400 SH       DEFINED 1           28400
SCOTTISH POWER PLC             COM            069007000       258    20000 SH       DEFINED 1           20000
SEAGATE TECHNOLOGY INC         COM            811804103      1675    27800 SH       DEFINED 1           27800
SEAGATE TECHNOLOGY INC         COM            811804103        90     1500 SH       DEFINED 1            1500
SEAGATE TECHNOLOGY INC         COM            811804103       374     6200 SH       DEFINED 1            6200
SEAGATE TECHNOLOGY INC         COM            811804103      4639    77000 SH       DEFINED 1           77000
SEAGATE TECHNOLOGY INC         COM            811804103      2265    37600 SH       DEFINED 1           37600
SEAGRAM COMPANY LTD.           COM            811850106      3457    58100 SH       DEFINED 1           58100
SEAGRAM COMPANY LTD.           COM            811850106       184     3100 SH       DEFINED 1            3100
SEAGRAM COMPANY LTD.           COM            811850106       791    13300 SH       DEFINED 1           13300
SEAGRAM COMPANY LTD.           COM            811850106      9157   153900 SH       DEFINED 1          153900
SEAGRAM COMPANY LTD.           COM            811850106      4653    78200 SH       DEFINED 1           78200
SEALED AIR CORP NEW            COM            81211K100       608    11186 SH       DEFINED 1           11186
SEALED AIR CORP NEW            COM            81211K100        33      614 SH       DEFINED 1             614
SEALED AIR CORP NEW            COM            81211K100       819    15071 SH       DEFINED 1           15071
SEARS, ROEBUCK & COMPANY       COM            812387108      1562    50600 SH       DEFINED 1           50600
SEARS, ROEBUCK & COMPANY       COM            812387108        83     2700 SH       DEFINED 1            2700
SEARS, ROEBUCK & COMPANY       COM            812387108      2103    68100 SH       DEFINED 1           68100
SEMPRA ENERGY                  COM            816851109       458    27359 SH       DEFINED 1           27359
SEMPRA ENERGY                  COM            816851109        24     1451 SH       DEFINED 1            1451
SEMPRA ENERGY                  COM            816851109       616    36802 SH       DEFINED 1           36802
SEMTECH CORP                   COM            816850101       160     2500 SH       DEFINED 1            2500
SEMTECH CORP                   COM            816850101      1320    20600 SH       DEFINED 1           20600
SEMTECH CORP                   COM            816850101       173     2700 SH       DEFINED 1            2700
SEMTECH CORP                   COM            816850101     25535   398600 SH       DEFINED 1          398600
SEMTECH CORP                   COM            816850101      1819    28400 SH       DEFINED 1           28400
SENSORMATIC ELECTRONICS CORP   COM            817265101       157     7000 SH       DEFINED 1            7000
SENSORMATIC ELECTRONICS CORP   COM            817265101        58     2600 SH       DEFINED 1            2600
SENSORMATIC ELECTRONICS CORP   COM            817265101      1539    68600 SH       DEFINED 1           68600
SENSORMATIC ELECTRONICS CORP   COM            817265101       135     6000 SH       DEFINED 1            6000
SEPRACOR INC                   COM            817315104       481     6600 SH       DEFINED 1            6600
SEPRACOR INC                   COM            817315104       167     2300 SH       DEFINED 1            2300
SEPRACOR INC                   COM            817315104      8810   121000 SH       DEFINED 1          121000
SEPRACOR INC                   COM            817315104       379     5200 SH       DEFINED 1            5200
SEQUA                          COM            817320104        16      400 SH       DEFINED 1             400
SEQUA                          COM            817320104        32      800 SH       DEFINED 1             800
SERVICE CORP INTL              COM            817565104       119    39800 SH       DEFINED 1           39800
SERVICE CORP INTL              COM            817565104         8     2500 SH       DEFINED 1            2500
SERVICE CORP INTL              COM            817565104       148    49200 SH       DEFINED 1           49200
SERVICEMASTER CO               COM            81760N109       287    25500 SH       DEFINED 1           25500
SERVICEMASTER CO               COM            81760N109      2759   245250 SH       DEFINED 1          245250
SHARED MEDICAL SYSTEMS CORP.   COM            819486101       187     3600 SH       DEFINED 1            3600
SHARED MEDICAL SYSTEMS CORP.   COM            819486101         5      100 SH       DEFINED 1             100
SHARED MEDICAL SYSTEMS CORP.   COM            819486101       254     4900 SH       DEFINED 1            4900
SHAW INDUSTRIES                COM            820286102        68     4500 SH       DEFINED 1            4500
SHAW INDUSTRIES                COM            820286102       161    10600 SH       DEFINED 1           10600
SHELL TRANSPORT & TRADING - AD COM            822703609       358     7300 SH       DEFINED 1            7300
SHELL TRANSPORT & TRADING - AD COM            822703609      4156    84700 SH       DEFINED 1           84700
SHERWIN-WILLIAMS COMPANY       COM            824348106       487    22200 SH       DEFINED 1           22200
SHERWIN-WILLIAMS COMPANY       COM            824348106        26     1200 SH       DEFINED 1            1200
SHERWIN-WILLIAMS COMPANY       COM            824348106       656    29900 SH       DEFINED 1           29900
SHIRE PHARMACEUTICALS GR-ADR   COM            82481R106      1087    21200 SH       DEFINED 1           21200
SHIRE PHARMACEUTICALS GR-ADR   COM            82481R106       190     3700 SH       DEFINED 1            3700
SHIRE PHARMACEUTICALS GR-ADR   COM            82481R106     19542   381300 SH       DEFINED 1          381300
SHIRE PHARMACEUTICALS GR-ADR   COM            82481R106      1968    38400 SH       DEFINED 1           38400
SIEBEL SYSTEMS INC             COM            826170102       263     2200 SH       DEFINED 1            2200
SIEBEL SYSTEMS INC             COM            826170102       776     6500 SH       DEFINED 1            6500
SIEBEL SYSTEMS INC             COM            826170102      3010    25200 SH       DEFINED 1           25200
SIEBEL SYSTEMS INC             COM            826170102      1827    15300 SH       DEFINED 1           15300
SIERRA PACIFIC RESOURCES       COM            826428104        33     2658 SH       DEFINED 1            2658
SIERRA PACIFIC RESOURCES       COM            826428104        77     6181 SH       DEFINED 1            6181
SIGMA-ALDRICH CORP             COM            826552101       363    13500 SH       DEFINED 1           13500
SIGMA-ALDRICH CORP             COM            826552101        19      700 SH       DEFINED 1             700
SIGMA-ALDRICH CORP             COM            826552101       489    18200 SH       DEFINED 1           18200
SILICON GRAPHICS               COM            827056102       260    24600 SH       DEFINED 1           24600
SILICON GRAPHICS               COM            827056102        14     1300 SH       DEFINED 1            1300
SILICON GRAPHICS               COM            827056102       350    33100 SH       DEFINED 1           33100
SILVERSTREAM SOFTWARE INC.     COM            827907106       185     2500 SH       DEFINED 1            2500
SILVERSTREAM SOFTWARE INC.     COM            827907106      3509    47500 SH       DEFINED 1           47500
SKYWEST INC                    COM            830879102       188     4800 SH       DEFINED 1            4800
SKYWEST INC                    COM            830879102      2524    64500 SH       DEFINED 1           64500
SLM HOLDING CORP               COM            78442A109       710    21300 SH       DEFINED 1           21300
SLM HOLDING CORP               COM            78442A109        40     1200 SH       DEFINED 1            1200
SLM HOLDING CORP               COM            78442A109       956    28700 SH       DEFINED 1           28700
SMARTFORCE PLC                 COM            83170A206        60     1300 SH       DEFINED 1            1300
SMARTFORCE PLC                 COM            83170A206       271     5900 SH       DEFINED 1            5900
SMARTFORCE PLC                 COM            83170A206      2702    58900 SH       DEFINED 1           58900
SMITH INTERNATIONAL INC        COM            832110100       132     1700 SH       DEFINED 1            1700
SMITH INTERNATIONAL INC        COM            832110100       302     3900 SH       DEFINED 1            3900
SMITHKLINE BEECHAM PLC         COM            013565600       158     7500 SH       DEFINED 1            7500
SMUCKER J M COMPANY            COM            832696108        18     1000 SH       DEFINED 1            1000
SMUCKER J M COMPANY            COM            832696108        42     2300 SH       DEFINED 1            2300
SMURFIT-STONE CONTAINER CORP   COM            832727101       410    24202 SH       DEFINED 1           24202
SMURFIT-STONE CONTAINER CORP   COM            832727101      4694   277134 SH       DEFINED 1          277134
SNAP-ON INCORPORATED           COM            833034101       206     7850 SH       DEFINED 1            7850
SNAP-ON INCORPORATED           COM            833034101        10      400 SH       DEFINED 1             400
SNAP-ON INCORPORATED           COM            833034101       276    10550 SH       DEFINED 1           10550
SOLECTRON                      COM            834182107      3141    78400 SH       DEFINED 1           78400
SOLECTRON                      COM            834182107       168     4200 SH       DEFINED 1            4200
SOLECTRON                      COM            834182107      4231   105600 SH       DEFINED 1          105600
SOLUTIA INC                    COM            834376105        49     3700 SH       DEFINED 1            3700
SOLUTIA INC                    COM            834376105       116     8700 SH       DEFINED 1            8700
SONERA OYJ                     COM            555658600       456     7000 SH       DEFINED 1            7000
SONOCO PRODUCTS COMPANY        COM            835495102        82     3500 SH       DEFINED 1            3500
SONOCO PRODUCTS COMPANY        COM            835495102       190     8100 SH       DEFINED 1            8100
SOTHEBY'S HOLDINGS             COM            835898107        37     2000 SH       DEFINED 1            2000
SOTHEBY'S HOLDINGS             COM            835898107        87     4700 SH       DEFINED 1            4700
SOUTHDOWN, INC.                COM            841297104        71     1200 SH       DEFINED 1            1200
SOUTHDOWN, INC.                COM            841297104       165     2800 SH       DEFINED 1            2800
SOUTHERN COMPANY               COM            842587107      1962    90200 SH       DEFINED 1           90200
SOUTHERN COMPANY               COM            842587107       104     4800 SH       DEFINED 1            4800
SOUTHERN COMPANY               COM            842587107      2640   121400 SH       DEFINED 1          121400
SOUTHTRUST CORP.               COM            844730101       570    22400 SH       DEFINED 1           22400
SOUTHTRUST CORP.               COM            844730101        31     1200 SH       DEFINED 1            1200
SOUTHTRUST CORP.               COM            844730101       771    30300 SH       DEFINED 1           30300
SOUTHWEST AIRLINES CO.         COM            844741108      1404    67475 SH       DEFINED 1           67475
SOUTHWEST AIRLINES CO.         COM            844741108        75     3587 SH       DEFINED 1            3587
SOUTHWEST AIRLINES CO.         COM            844741108       114     5500 SH       DEFINED 1            5500
SOUTHWEST AIRLINES CO.         COM            844741108       440    21150 SH       DEFINED 1           21150
SOUTHWEST AIRLINES CO.         COM            844741108      4603   221175 SH       DEFINED 1          221175
SOUTHWEST AIRLINES CO.         COM            844741108      1894    91000 SH       DEFINED 1           91000
SOVEREIGN BANCORP INC          COM            845905108        56     7400 SH       DEFINED 1            7400
SOVEREIGN BANCORP INC          COM            845905108       132    17400 SH       DEFINED 1           17400
SPRINGS INDUSTRIES, INC.       COM            851783100        91     2400 SH       DEFINED 1            2400
SPRINGS INDUSTRIES, INC.       COM            851783100         8      200 SH       DEFINED 1             200
SPRINGS INDUSTRIES, INC.       COM            851783100       122     3200 SH       DEFINED 1            3200
SPRINT CORP PCS                COM            852061506      7537   115400 SH       DEFINED 1          115400
SPRINT CORP PCS                COM            852061506       405     6200 SH       DEFINED 1            6200
SPRINT CORP PCS                COM            852061506       274     4200 SH       DEFINED 1            4200
SPRINT CORP PCS                COM            852061506      3351    51300 SH       DEFINED 1           51300
SPRINT CORP PCS                COM            852061506     10150   155400 SH       DEFINED 1          155400
SPRINT CORPORATION             COM            852061100      7352   116700 SH       DEFINED 1          116700
SPRINT CORPORATION             COM            852061100       391     6200 SH       DEFINED 1            6200
SPRINT CORPORATION             COM            852061100      9897   157100 SH       DEFINED 1          157100
SPX CORP.                      COM            784635104       125     1100 SH       DEFINED 1            1100
SPX CORP.                      COM            784635104       285     2500 SH       DEFINED 1            2500
ST. JUDE MEDICAL, INC.         COM            790849103       290    11250 SH       DEFINED 1           11250
ST. JUDE MEDICAL, INC.         COM            790849103        15      600 SH       DEFINED 1             600
ST. JUDE MEDICAL, INC.         COM            790849103       392    15200 SH       DEFINED 1           15200
ST. PAUL COMPANIES, INC.       COM            792860108      1038    30406 SH       DEFINED 1           30406
ST. PAUL COMPANIES, INC.       COM            792860108        54     1582 SH       DEFINED 1            1582
ST. PAUL COMPANIES, INC.       COM            792860108      1399    40986 SH       DEFINED 1           40986
STAGECOACH                     COM            041466700       232    75000 SH       DEFINED 1           75000
STANDARD REGISTER CO           COM            853887107        12      900 SH       DEFINED 1             900
STANDARD REGISTER CO           COM            853887107        28     2200 SH       DEFINED 1            2200
STANLEY WORKS                  COM            854616109       314    11900 SH       DEFINED 1           11900
STANLEY WORKS                  COM            854616109        16      600 SH       DEFINED 1             600
STANLEY WORKS                  COM            854616109       425    16100 SH       DEFINED 1           16100
STAPLES INC                    COM            855030102      1243    62150 SH       DEFINED 1           62150
STAPLES INC                    COM            855030102        68     3400 SH       DEFINED 1            3400
STAPLES INC                    COM            855030102      1674    83700 SH       DEFINED 1           83700
STARBUCKS                      COM            855244109       278     6200 SH       DEFINED 1            6200
STARBUCKS                      COM            855244109       645    14400 SH       DEFINED 1           14400
STATE STREET CORP.             COM            857477103      2073    21400 SH       DEFINED 1           21400
STATE STREET CORP.             COM            857477103       116     1200 SH       DEFINED 1            1200
STATE STREET CORP.             COM            857477103      2790    28800 SH       DEFINED 1           28800
STEINER LEISURE LTD            COM            P8744Y102        47     2450 SH       DEFINED 1            2450
STERIS CORP                    COM            859152100        24     2300 SH       DEFINED 1            2300
STERIS CORP                    COM            859152100        54     5300 SH       DEFINED 1            5300
STERLING SOFTWARE, INC.        COM            859547101        82     2700 SH       DEFINED 1            2700
STERLING SOFTWARE, INC.        COM            859547101       156     5100 SH       DEFINED 1            5100
STEWART & STEVENSON            COM            860342104        11     1000 SH       DEFINED 1            1000
STEWART & STEVENSON            COM            860342104        25     2200 SH       DEFINED 1            2200
STEWART ENTERPRISES            COM            860370105        18     3700 SH       DEFINED 1            3700
STEWART ENTERPRISES            COM            860370105        42     8600 SH       DEFINED 1            8600
STONE ENERGY CORP              COM            861642106        74     1500 SH       DEFINED 1            1500
STONE ENERGY CORP              COM            861642106       256     5200 SH       DEFINED 1            5200
STONE ENERGY CORP              COM            861642106      2822    57300 SH       DEFINED 1           57300
STONERIDGE, INC.               COM            86183P102        67     5800 SH       DEFINED 1            5800
STORAGE TECHNOLOGY             COM            862111200        54     3400 SH       DEFINED 1            3400
STORAGE TECHNOLOGY             COM            862111200       126     7900 SH       DEFINED 1            7900
STRUCTURAL DYNAMICS RESEARCH   COM            863555108        16     1200 SH       DEFINED 1            1200
STRUCTURAL DYNAMICS RESEARCH   COM            863555108        38     2800 SH       DEFINED 1            2800
STRYKER CORPORATION            COM            863667101       698    10000 SH       DEFINED 1           10000
STRYKER CORPORATION            COM            863667101       230     3300 SH       DEFINED 1            3300
STRYKER CORPORATION            COM            863667101     10463   150000 SH       DEFINED 1          150000
STRYKER CORPORATION            COM            863667101       537     7700 SH       DEFINED 1            7700
SUIZA CAPITAL TRUST II         COM            865077101        44     1100 SH       DEFINED 1            1100
SUIZA CAPITAL TRUST II         COM            865077101       101     2500 SH       DEFINED 1            2500
SUMMIT BANCORP INC             COM            866005101       614    23400 SH       DEFINED 1           23400
SUMMIT BANCORP INC             COM            866005101        32     1200 SH       DEFINED 1            1200
SUMMIT BANCORP INC             COM            866005101       827    31500 SH       DEFINED 1           31500
SUN MICROSYSTEMS INC           COM            866810104     19584   209000 SH       DEFINED 1          209000
SUN MICROSYSTEMS INC           COM            866810104      1040    11100 SH       DEFINED 1           11100
SUN MICROSYSTEMS INC           COM            866810104       206     2200 SH       DEFINED 1            2200
SUN MICROSYSTEMS INC           COM            866810104      1780    19000 SH       DEFINED 1           19000
SUN MICROSYSTEMS INC           COM            866810104       787     8400 SH       DEFINED 1            8400
SUN MICROSYSTEMS INC           COM            866810104     20577   219600 SH       DEFINED 1          219600
SUN MICROSYSTEMS INC           COM            866810104      8555    91300 SH       DEFINED 1           91300
SUN MICROSYSTEMS INC           COM            866810104     26396   281700 SH       DEFINED 1          281700
SUNGARD DATA                   COM            867363103       166     4400 SH       DEFINED 1            4400
SUNGARD DATA                   COM            867363103       381    10100 SH       DEFINED 1           10100
SUNOCO INC                     COM            86764P109       329    12000 SH       DEFINED 1           12000
SUNOCO INC                     COM            86764P109        16      600 SH       DEFINED 1             600
SUNOCO INC                     COM            86764P109       446    16300 SH       DEFINED 1           16300
SUNTRUST BANKS INC.            COM            867914103      2472    42800 SH       DEFINED 1           42800
SUNTRUST BANKS INC.            COM            867914103       133     2300 SH       DEFINED 1            2300
SUNTRUST BANKS INC.            COM            867914103      3332    57700 SH       DEFINED 1           57700
SUPERIOR IND INT'L             COM            868168105        29      900 SH       DEFINED 1             900
SUPERIOR IND INT'L             COM            868168105        67     2100 SH       DEFINED 1            2100
SUPERVALU INC                  COM            868536103       354    18700 SH       DEFINED 1           18700
SUPERVALU INC                  COM            868536103        19     1000 SH       DEFINED 1            1000
SUPERVALU INC                  COM            868536103       477    25200 SH       DEFINED 1           25200
SWIFT TRANSPORTATION CO. INC   COM            870756103        90     4400 SH       DEFINED 1            4400
SWIFT TRANSPORTATION CO. INC   COM            870756103        45     2200 SH       DEFINED 1            2200
SWIFT TRANSPORTATION CO. INC   COM            870756103       105     5100 SH       DEFINED 1            5100
SYBASE INCORPORATED            COM            871130100        57     2800 SH       DEFINED 1            2800
SYBASE INCORPORATED            COM            871130100       132     6500 SH       DEFINED 1            6500
SYBRON INTL                    COM            87114F106       168     5800 SH       DEFINED 1            5800
SYBRON INTL                    COM            87114F106      1035    35700 SH       DEFINED 1           35700
SYBRON INTL                    COM            87114F106       102     3500 SH       DEFINED 1            3500
SYBRON INTL                    COM            87114F106       151     5200 SH       DEFINED 1            5200
SYBRON INTL                    COM            87114F106     19331   666600 SH       DEFINED 1          666600
SYBRON INTL                    COM            87114F106       238     8200 SH       DEFINED 1            8200
SYBRON INTL                    COM            87114F106      1882    64900 SH       DEFINED 1           64900
SYCAMORE NETWORKS              COM            871206108      1780    13800 SH       DEFINED 1           13800
SYKES ENTERPRISES INC.         COM            871237103        27     1400 SH       DEFINED 1            1400
SYKES ENTERPRISES INC.         COM            871237103        65     3400 SH       DEFINED 1            3400
SYLVAN LEARNING SYSTEMS INC.   COM            871399101        27     1700 SH       DEFINED 1            1700
SYLVAN LEARNING SYSTEMS INC.   COM            871399101        64     4000 SH       DEFINED 1            4000
SYMANTEC CORP                  COM            871503108       150     2000 SH       DEFINED 1            2000
SYMANTEC CORP                  COM            871503108       346     4600 SH       DEFINED 1            4600
SYMBOL TECHNOLOGIES INC.       COM            871508107       247     3000 SH       DEFINED 1            3000
SYMBOL TECHNOLOGIES INC.       COM            871508107       576     7000 SH       DEFINED 1            7000
SYNOPSYS                       COM            871607107       117     2400 SH       DEFINED 1            2400
SYNOPSYS                       COM            871607107       273     5600 SH       DEFINED 1            5600
SYNOVUS FINANCIAL CORP         COM            87161C105       707    37450 SH       DEFINED 1           37450
SYNOVUS FINANCIAL CORP         COM            87161C105        37     1950 SH       DEFINED 1            1950
SYNOVUS FINANCIAL CORP         COM            87161C105       952    50450 SH       DEFINED 1           50450
SYSCO CORPORATION              COM            871829107      1574    44100 SH       DEFINED 1           44100
SYSCO CORPORATION              COM            871829107        82     2300 SH       DEFINED 1            2300
SYSCO CORPORATION              COM            871829107      2120    59400 SH       DEFINED 1           59400
TALBOTS, INC. (THE)            COM            874161102       141     2400 SH       DEFINED 1            2400
TALBOTS, INC. (THE)            COM            874161102       241     4100 SH       DEFINED 1            4100
TALBOTS, INC. (THE)            COM            874161102      3203    54400 SH       DEFINED 1           54400
TANDY CORPORATION              COM            875382103      1314    25900 SH       DEFINED 1           25900
TANDY CORPORATION              COM            875382103        71     1400 SH       DEFINED 1            1400
TANDY CORPORATION              COM            875382103      1771    34900 SH       DEFINED 1           34900
TCF FINANCIAL                  COM            872275102        67     2800 SH       DEFINED 1            2800
TCF FINANCIAL                  COM            872275102       157     6600 SH       DEFINED 1            6600
TECAN AG-REG                   COM            569620000       127      300 SH       DEFINED 1             300
TECH DATA                      COM            878237106        59     1800 SH       DEFINED 1            1800
TECH DATA                      COM            878237106       135     4100 SH       DEFINED 1            4100
TECO ENERGY INCORPORATED       COM            872375100        86     4400 SH       DEFINED 1            4400
TECO ENERGY INCORPORATED       COM            872375100       198    10200 SH       DEFINED 1           10200
TECUMSEH PRODS 'A'             COM            878895200        31      700 SH       DEFINED 1             700
TECUMSEH PRODS 'A'             COM            878895200        70     1600 SH       DEFINED 1            1600
TEKTRONIX, INC.                COM            879131100       353     6300 SH       DEFINED 1            6300
TEKTRONIX, INC.                COM            879131100        17      300 SH       DEFINED 1             300
TEKTRONIX, INC.                COM            879131100       479     8550 SH       DEFINED 1            8550
TELEFLEX INCORPORATED          COM            879369106       114     3200 SH       DEFINED 1            3200
TELEFLEX INCORPORATED          COM            879369106        46     1300 SH       DEFINED 1            1300
TELEFLEX INCORPORATED          COM            879369106       107     3000 SH       DEFINED 1            3000
TELEFONICA DE ESPANA           COM            573252400       226     9363 SH       DEFINED 1            9363
TELEFONOS DE MEXICO (TELMEX)   COM            879403780       335     5000 SH       DEFINED 1            5000
TELEPHONE AND DATA SYSTEMS     COM            879433100       233     2100 SH       DEFINED 1            2100
TELEPHONE AND DATA SYSTEMS     COM            879433100       544     4900 SH       DEFINED 1            4900
TELLABS INC                    COM            879664100      3389    53800 SH       DEFINED 1           53800
TELLABS INC                    COM            879664100       183     2900 SH       DEFINED 1            2900
TELLABS INC                    COM            879664100       189     3000 SH       DEFINED 1            3000
TELLABS INC                    COM            879664100      1310    20800 SH       DEFINED 1           20800
TELLABS INC                    COM            879664100       321     5100 SH       DEFINED 1            5100
TELLABS INC                    COM            879664100      3905    62000 SH       DEFINED 1           62000
TELLABS INC                    COM            879664100     24961   396300 SH       DEFINED 1          396300
TELLABS INC                    COM            879664100      4566    72500 SH       DEFINED 1           72500
TELOCITY INC                   COM            87971D103         1      100 SH       DEFINED 1             100
TELOCITY INC                   COM            87971D103         2      200 SH       DEFINED 1             200
TELOCITY INC                   COM            87971D103        30     2400 SH       DEFINED 1            2400
TEMPLE-INLAND INC.             COM            879868107       369     7400 SH       DEFINED 1            7400
TEMPLE-INLAND INC.             COM            879868107        20      400 SH       DEFINED 1             400
TEMPLE-INLAND INC.             COM            879868107       289     5800 SH       DEFINED 1            5800
TEMPLE-INLAND INC.             COM            879868107      3397    68200 SH       DEFINED 1           68200
TEMPLE-INLAND INC.             COM            879868107       503    10100 SH       DEFINED 1           10100
TENET HEALTHCARE CORP          COM            88033G100       959    41700 SH       DEFINED 1           41700
TENET HEALTHCARE CORP          COM            88033G100        53     2300 SH       DEFINED 1            2300
TENET HEALTHCARE CORP          CONVT          88033GAD2         1    75000 PRN      DEFINED 1           75000
TENET HEALTHCARE CORP          COM            88033G100       297    12900 SH       DEFINED 1           12900
TENET HEALTHCARE CORP          CONVT          88033GAD2         1   150000 PRN      DEFINED 1          150000
TENET HEALTHCARE CORP          COM            88033G100      3429   149100 SH       DEFINED 1          149100
TENET HEALTHCARE CORP          CONVT          88033GAD2         4   500000 PRN      DEFINED 1          500000
TENET HEALTHCARE CORP          COM            88033G100      1290    56100 SH       DEFINED 1           56100
TERADYNE                       COM            880770102      1884    22900 SH       DEFINED 1           22900
TERADYNE                       COM            880770102       107     1300 SH       DEFINED 1            1300
TERADYNE                       COM            880770102      2533    30800 SH       DEFINED 1           30800
TESCO TECNNOLOGIES INCORPORATE COM            872386107       128     6200 SH       DEFINED 1            6200
TESCO TECNNOLOGIES INCORPORATE COM            872386107      1702    82500 SH       DEFINED 1           82500
TETRA TECH INC.                COM            88162G103       135     5700 SH       DEFINED 1            5700
TETRA TECH INC.                COM            88162G103       169     7100 SH       DEFINED 1            7100
TETRA TECH INC.                COM            88162G103     20156   848678 SH       DEFINED 1          848678
TETRA TECH INC.                COM            88162G103      2071    87200 SH       DEFINED 1           87200
TEXACO INC.                    COM            881694103      3974    74100 SH       DEFINED 1           74100
TEXACO INC.                    COM            881694103       215     4000 SH       DEFINED 1            4000
TEXACO INC.                    COM            881694103      5346    99700 SH       DEFINED 1           99700
TEXAS INSTRUMENTS INCORPORATED COM            882508104     17152   107200 SH       DEFINED 1          107200
TEXAS INSTRUMENTS INCORPORATED COM            882508104       928     5800 SH       DEFINED 1            5800
TEXAS INSTRUMENTS INCORPORATED COM            882508104       288     1800 SH       DEFINED 1            1800
TEXAS INSTRUMENTS INCORPORATED COM            882508104      1024     6400 SH       DEFINED 1            6400
TEXAS INSTRUMENTS INCORPORATED COM            882508104      1056     6600 SH       DEFINED 1            6600
TEXAS INSTRUMENTS INCORPORATED COM            882508104     11728    73300 SH       DEFINED 1           73300
TEXAS INSTRUMENTS INCORPORATED COM            882508104     10528    65800 SH       DEFINED 1           65800
TEXAS INSTRUMENTS INCORPORATED COM            882508104     23136   144600 SH       DEFINED 1          144600
TEXAS UTILITIES COMPANY        COM            882848104      1098    36995 SH       DEFINED 1           36995
TEXAS UTILITIES COMPANY        COM            882848104        58     1967 SH       DEFINED 1            1967
TEXAS UTILITIES COMPANY        COM            882848104      1479    49815 SH       DEFINED 1           49815
TEXTRON INC                    COM            883203101      1211    19900 SH       DEFINED 1           19900
TEXTRON INC                    COM            883203101        67     1100 SH       DEFINED 1            1100
TEXTRON INC                    COM            883203101      1631    26800 SH       DEFINED 1           26800
THE CORPORATE EXECUTIVE BOARD  COM            21988R102        81     1600 SH       DEFINED 1            1600
THE CORPORATE EXECUTIVE BOARD  COM            21988R102       884    17419 SH       DEFINED 1           17419
THE CORPORATE EXECUTIVE BOARD  COM            21988R102       254     5000 SH       DEFINED 1            5000
THE CORPORATE EXECUTIVE BOARD  COM            21988R102     16281   320800 SH       DEFINED 1          320800
THE CORPORATE EXECUTIVE BOARD  COM            21988R102      2776    54700 SH       DEFINED 1           54700
THE MANAGEMENT NETWORK GROUP   COM            561693102        54     2000 SH       DEFINED 1            2000
THE MANAGEMENT NETWORK GROUP   COM            561693102       172     6400 SH       DEFINED 1            6400
THE MANAGEMENT NETWORK GROUP   COM            561693102      2063    76600 SH       DEFINED 1           76600
THE SABRE GROUP HOLDINGS, INC  COM            785905100       643    17409 SH       DEFINED 1           17409
THE SABRE GROUP HOLDINGS, INC  COM            785905100        26      711 SH       DEFINED 1             711
THE SABRE GROUP HOLDINGS, INC  COM            785905100       863    23367 SH       DEFINED 1           23367
THERMO ELECTRON CORP           COM            883556102       432    21200 SH       DEFINED 1           21200
THERMO ELECTRON CORP           COM            883556102        24     1200 SH       DEFINED 1            1200
THERMO ELECTRON CORP           COM            883556102       581    28500 SH       DEFINED 1           28500
THOMAS & BETTS CORPORATION     COM            884315102       218     7700 SH       DEFINED 1            7700
THOMAS & BETTS CORPORATION     COM            884315102        11      400 SH       DEFINED 1             400
THOMAS & BETTS CORPORATION     COM            884315102       294    10400 SH       DEFINED 1           10400
TIBCO SOFTWARE INC             COM            88632Q103       391     4800 SH       DEFINED 1            4800
TIBCO SOFTWARE INC             COM            88632Q103       652     8000 SH       DEFINED 1            8000
TIBCO SOFTWARE INC             COM            88632Q103      1418    17400 SH       DEFINED 1           17400
TIBCO SOFTWARE INC             COM            88632Q103        98     1200 SH       DEFINED 1            1200
TIBCO SOFTWARE INC             COM            88632Q103     14417   176900 SH       DEFINED 1          176900
TIBCO SOFTWARE INC             COM            88632Q103     13203   162000 SH       DEFINED 1          162000
TIBCO SOFTWARE INC             COM            88632Q103       954    11700 SH       DEFINED 1           11700
TIDEWATER INC                  COM            886423102        60     1900 SH       DEFINED 1            1900
TIDEWATER INC                  COM            886423102       140     4400 SH       DEFINED 1            4400
TIFFANY & COMPANY              COM            886547108        50      600 SH       DEFINED 1             600
TIFFANY & COMPANY              COM            886547108       226     2700 SH       DEFINED 1            2700
TIFFANY & COMPANY              COM            886547108       209     2500 SH       DEFINED 1            2500
TIFFANY & COMPANY              COM            886547108      2233    26700 SH       DEFINED 1           26700
TIFFANY & COMPANY              COM            886547108       477     5700 SH       DEFINED 1            5700
TIME WARNER INC                COM            887315109     17220   172200 SH       DEFINED 1          172200
TIME WARNER INC                COM            887315109       920     9200 SH       DEFINED 1            9200
TIME WARNER INC                COM            887315109       130     1300 SH       DEFINED 1            1300
TIME WARNER INC                COM            887315109       570     5700 SH       DEFINED 1            5700
TIME WARNER INC                COM            887315109       530     5300 SH       DEFINED 1            5300
TIME WARNER INC                COM            887315109      6760    67600 SH       DEFINED 1           67600
TIME WARNER INC                COM            887315109      5250    52500 SH       DEFINED 1           52500
TIME WARNER INC                COM            887315109     23200   232000 SH       DEFINED 1          232000
TIMES MIRROR COMPANY           COM            887364107       744     8000 SH       DEFINED 1            8000
TIMES MIRROR COMPANY           COM            887364107        37      400 SH       DEFINED 1             400
TIMES MIRROR COMPANY           COM            887364107      1004    10800 SH       DEFINED 1           10800
TIMKEN COMPANY                 COM            887389104       135     8300 SH       DEFINED 1            8300
TIMKEN COMPANY                 COM            887389104         8      500 SH       DEFINED 1             500
TIMKEN COMPANY                 COM            887389104       182    11200 SH       DEFINED 1           11200
TJX COMPANIES, INC.            COM            872540109       921    41500 SH       DEFINED 1           41500
TJX COMPANIES, INC.            COM            872540109        49     2200 SH       DEFINED 1            2200
TJX COMPANIES, INC.            COM            872540109       422    19000 SH       DEFINED 1           19000
TJX COMPANIES, INC.            COM            872540109      4844   218300 SH       DEFINED 1          218300
TJX COMPANIES, INC.            COM            872540109      1240    55900 SH       DEFINED 1           55900
TOLLGRADE COMMUNICATIONS INC   COM            889542106       148     2800 SH       DEFINED 1            2800
TOLLGRADE COMMUNICATIONS INC   COM            889542106      1489    28100 SH       DEFINED 1           28100
TORCHMARK CORPORATION          COM            891027104       407    17600 SH       DEFINED 1           17600
TORCHMARK CORPORATION          COM            891027104        21      900 SH       DEFINED 1             900
TORCHMARK CORPORATION          COM            891027104       548    23700 SH       DEFINED 1           23700
TOSCO CORP                     COM            891490302       587    19300 SH       DEFINED 1           19300
TOSCO CORP                     COM            891490302        30     1000 SH       DEFINED 1            1000
TOSCO CORP                     COM            891490302       134     4400 SH       DEFINED 1            4400
TOSCO CORP                     COM            891490302       947    31100 SH       DEFINED 1           31100
TOSCO CORP                     COM            891490302       648    21300 SH       DEFINED 1           21300
TOSCO CORP                     COM            891490302       545    17900 SH       DEFINED 1           17900
TOSCO CORP                     COM            891490302      7475   245600 SH       DEFINED 1          245600
TOSCO CORP                     COM            891490302      5451   179100 SH       DEFINED 1          179100
TOSCO CORP                     COM            891490302     13024   427900 SH       DEFINED 1          427900
TOSCO CORP                     COM            891490302       791    26000 SH       DEFINED 1           26000
TOTAL FINA ELF                 COM            490541300       220     1520 SH       DEFINED 1            1520
TOTAL RENAL CARE HOLDINGS, INC COM            89151A107        22     6900 SH       DEFINED 1            6900
TOTAL RENAL CARE HOLDINGS, INC COM            89151A107         9     2800 SH       DEFINED 1            2800
TOTAL RENAL CARE HOLDINGS, INC COM            89151A107        20     6400 SH       DEFINED 1            6400
TOWER AUTOMOTIVE, INC.         COM            891707101       555    33882 SH       DEFINED 1           33882
TOWER AUTOMOTIVE, INC.         COM            891707101       115     7000 SH       DEFINED 1            7000
TOWER AUTOMOTIVE, INC.         COM            891707101     10151   619900 SH       DEFINED 1          619900
TOWER AUTOMOTIVE, INC.         COM            891707101      1639   100100 SH       DEFINED 1          100100
TOYS "R" US                    COM            892335100       487    32900 SH       DEFINED 1           32900
TOYS "R" US                    COM            892335100        25     1700 SH       DEFINED 1            1700
TOYS "R" US                    COM            892335100       653    44100 SH       DEFINED 1           44100
TRAMMELL CROW COMPANY          COM            89288R106        37     3300 SH       DEFINED 1            3300
TRANSACTION SYSTEMS ARCHITECTS COM            893416107        40     1400 SH       DEFINED 1            1400
TRANSACTION SYSTEMS ARCHITECTS COM            893416107        32     1100 SH       DEFINED 1            1100
TRANSACTION SYSTEMS ARCHITECTS COM            893416107        75     2600 SH       DEFINED 1            2600
TRANSOCEAN SEDCO FOREX INC     COM            G90078109      1422    27704 SH       DEFINED 1           27704
TRANSOCEAN SEDCO FOREX INC     COM            G90078109        76     1487 SH       DEFINED 1            1487
TRANSOCEAN SEDCO FOREX INC     COM            G90078109      1919    37401 SH       DEFINED 1           37401
TRIBUNE COMPANY                COM            896047107      1163    31800 SH       DEFINED 1           31800
TRIBUNE COMPANY                COM            896047107        62     1700 SH       DEFINED 1            1700
TRIBUNE COMPANY                COM            896047107       186     5100 SH       DEFINED 1            5100
TRIBUNE COMPANY                COM            896047107       687    18800 SH       DEFINED 1           18800
TRIBUNE COMPANY                COM            896047107      5558   152000 SH       DEFINED 1          152000
TRIBUNE COMPANY                COM            896047107      1565    42800 SH       DEFINED 1           42800
TRICON GLOBAL RESTAURANTS, INC COM            895953107       640    20590 SH       DEFINED 1           20590
TRICON GLOBAL RESTAURANTS, INC COM            895953107        35     1130 SH       DEFINED 1            1130
TRICON GLOBAL RESTAURANTS, INC COM            895953107       860    27690 SH       DEFINED 1           27690
TRIGON HEALTHCARE              COM            89618L100        46     1300 SH       DEFINED 1            1300
TRIGON HEALTHCARE              COM            89618L100       111     3100 SH       DEFINED 1            3100
TRINITY INDUSTRIES INC         COM            896522109        31     1300 SH       DEFINED 1            1300
TRINITY INDUSTRIES INC         COM            896522109        73     3100 SH       DEFINED 1            3100
TRIQUINT SEMICONDUCTOR         COM            89674K103        96     1300 SH       DEFINED 1            1300
TRIQUINT SEMICONDUCTOR         COM            89674K103       213     2900 SH       DEFINED 1            2900
TRW INC.                       COM            872649108       954    16300 SH       DEFINED 1           16300
TRW INC.                       COM            872649108        53      900 SH       DEFINED 1             900
TRW INC.                       COM            872649108      1281    21900 SH       DEFINED 1           21900
TUPPERWARE                     COM            899896104       122     7700 SH       DEFINED 1            7700
TUPPERWARE                     COM            899896104         6      400 SH       DEFINED 1             400
TUPPERWARE                     COM            899896104       164    10400 SH       DEFINED 1           10400
TYCO INTERNATIONAL LTD         COM            902124106     11273   226018 SH       DEFINED 1          226018
TYCO INTERNATIONAL LTD         COM            902124106       604    12120 SH       DEFINED 1           12120
TYCO INTERNATIONAL LTD         COM            902124106       185     3700 SH       DEFINED 1            3700
TYCO INTERNATIONAL LTD         COM            902124106      2053    41156 SH       DEFINED 1           41156
TYCO INTERNATIONAL LTD         COM            902124106       748    15000 SH       DEFINED 1           15000
TYCO INTERNATIONAL LTD         COM            902124106     23950   480198 SH       DEFINED 1          480198
TYCO INTERNATIONAL LTD         COM            902124106      7586   152100 SH       DEFINED 1          152100
TYCO INTERNATIONAL LTD         COM            902124106     15184   304440 SH       DEFINED 1          304440
TYSON FOODS INC                COM            902494103        87     7800 SH       DEFINED 1            7800
TYSON FOODS INC                COM            902494103       202    18200 SH       DEFINED 1           18200
U S WEST INC NEW               COM            91273H101      4910    67605 SH       DEFINED 1           67605
U S WEST INC NEW               COM            91273H101       267     3681 SH       DEFINED 1            3681
U S WEST INC NEW               COM            91273H101      6617    91108 SH       DEFINED 1           91108
U.S. FOODSERVICE               COM            90331R101        88     3400 SH       DEFINED 1            3400
U.S. FOODSERVICE               COM            90331R101       206     8000 SH       DEFINED 1            8000
UCAR INT'L                     COM            90262K109        20     1500 SH       DEFINED 1            1500
UCAR INT'L                     COM            90262K109        47     3600 SH       DEFINED 1            3600
ULTRAMAR DIAMOND SHA           COM            904000106        74     2900 SH       DEFINED 1            2900
ULTRAMAR DIAMOND SHA           COM            904000106       175     6900 SH       DEFINED 1            6900
UNICOM CORP.                   COM            904911104      1062    29100 SH       DEFINED 1           29100
UNICOM CORP.                   COM            904911104        58     1600 SH       DEFINED 1            1600
UNICOM CORP.                   COM            904911104      1431    39200 SH       DEFINED 1           39200
UNIFI                          COM            904677101        18     2000 SH       DEFINED 1            2000
UNIFI                          COM            904677101        42     4700 SH       DEFINED 1            4700
UNILEVER NV-CVA                COM            904784709      3682    76507 SH       DEFINED 1           76507
UNILEVER NV-CVA                COM            904784709       195     4053 SH       DEFINED 1            4053
UNILEVER NV-CVA                COM            904784709      4960   103067 SH       DEFINED 1          103067
UNION CARBIDE CORPORATION      COM            905581104      1044    17900 SH       DEFINED 1           17900
UNION CARBIDE CORPORATION      COM            905581104        52      900 SH       DEFINED 1             900
UNION CARBIDE CORPORATION      COM            905581104      1405    24100 SH       DEFINED 1           24100
UNION PACIFIC CORPORATION      COM            907818108      1303    33300 SH       DEFINED 1           33300
UNION PACIFIC CORPORATION      COM            907818108        70     1800 SH       DEFINED 1            1800
UNION PACIFIC CORPORATION      COM            907818108       673    17200 SH       DEFINED 1           17200
UNION PACIFIC CORPORATION      COM            907818108      7950   203200 SH       DEFINED 1          203200
UNION PACIFIC CORPORATION      COM            907818108      1753    44800 SH       DEFINED 1           44800
UNION PACIFIC RESOURCE GROUP   COM            907834105       489    33758 SH       DEFINED 1           33758
UNION PACIFIC RESOURCE GROUP   COM            907834105        26     1800 SH       DEFINED 1            1800
UNION PACIFIC RESOURCE GROUP   COM            907834105       660    45492 SH       DEFINED 1           45492
UNION PLANTERS CAPITAL TRUST A COM            908068109       579    18800 SH       DEFINED 1           18800
UNION PLANTERS CAPITAL TRUST A COM            908068109        31     1000 SH       DEFINED 1            1000
UNION PLANTERS CAPITAL TRUST A COM            908068109       783    25400 SH       DEFINED 1           25400
UNISYS CORPORATION             COM            909214108      1056    41400 SH       DEFINED 1           41400
UNISYS CORPORATION             COM            909214108        56     2200 SH       DEFINED 1            2200
UNISYS CORPORATION             COM            909214108      1425    55900 SH       DEFINED 1           55900
UNITED HEALTHCARE CORP         COM            910581107      1353    22700 SH       DEFINED 1           22700
UNITED HEALTHCARE CORP         COM            910581107        78     1300 SH       DEFINED 1            1300
UNITED HEALTHCARE CORP         COM            910581107      1825    30600 SH       DEFINED 1           30600
UNITED TECHNOLOGIES CORP       COM            913017109      4050    64100 SH       DEFINED 1           64100
UNITED TECHNOLOGIES CORP       COM            913017109       215     3400 SH       DEFINED 1            3400
UNITED TECHNOLOGIES CORP       COM            913017109      5453    86300 SH       DEFINED 1           86300
UNITRIN INCORPORATED           COM            913275103        99     2500 SH       DEFINED 1            2500
UNITRIN INCORPORATED           COM            913275103       227     5700 SH       DEFINED 1            5700
UNIVERSAL CORP                 COM            913456109        17     1100 SH       DEFINED 1            1100
UNIVERSAL CORP                 COM            913456109        38     2500 SH       DEFINED 1            2500
UNIVERSAL FOODS CORPORATION    COM            913538104        36     1700 SH       DEFINED 1            1700
UNIVERSAL FOODS CORPORATION    COM            913538104        86     4000 SH       DEFINED 1            4000
UNIVISION COMMUNICATIONS INC.  COM            914906102       396     3500 SH       DEFINED 1            3500
UNIVISION COMMUNICATIONS INC.  COM            914906102       915     8100 SH       DEFINED 1            8100
UNOCAL CORP.                   COM            915289102       964    32400 SH       DEFINED 1           32400
UNOCAL CORP.                   COM            915289102        51     1700 SH       DEFINED 1            1700
UNOCAL CORP.                   COM            915289102      1300    43700 SH       DEFINED 1           43700
UNUM PROVIDENT CORPORATION     COM            91529Y106       548    32206 SH       DEFINED 1           32206
UNUM PROVIDENT CORPORATION     COM            91529Y106        28     1676 SH       DEFINED 1            1676
UNUM PROVIDENT CORPORATION     COM            91529Y106       735    43231 SH       DEFINED 1           43231
US BANKCORP                    COM            902973106      2124    97087 SH       DEFINED 1           97087
US BANKCORP                    COM            902973106       113     5159 SH       DEFINED 1            5159
US BANKCORP                    COM            902973106       645    29500 SH       DEFINED 1           29500
US BANKCORP                    COM            902973106      7560   345600 SH       DEFINED 1          345600
US BANKCORP                    COM            902973106      2871   131231 SH       DEFINED 1          131231
USAIR GROUP, INC.              COM            911905107       267     9600 SH       DEFINED 1            9600
USAIR GROUP, INC.              COM            911905107        17      600 SH       DEFINED 1             600
USAIR GROUP, INC.              COM            911905107       359    12900 SH       DEFINED 1           12900
USG CORPORATION                COM            903293405        71     1700 SH       DEFINED 1            1700
USG CORPORATION                COM            903293405       164     3900 SH       DEFINED 1            3900
UST INCORPORATED               COM            902911106       358    22900 SH       DEFINED 1           22900
UST INCORPORATED               COM            902911106        20     1300 SH       DEFINED 1            1300
UST INCORPORATED               COM            902911106       481    30800 SH       DEFINED 1           30800
USX-MARATHON GROUP             COM            902905827      1084    41600 SH       DEFINED 1           41600
USX-MARATHON GROUP             COM            902905827        57     2200 SH       DEFINED 1            2200
USX-MARATHON GROUP             COM            902905827      1460    56000 SH       DEFINED 1           56000
USX-U S STEEL GROUP INC.       COM            90337T101       298    11900 SH       DEFINED 1           11900
USX-U S STEEL GROUP INC.       COM            90337T101        15      600 SH       DEFINED 1             600
USX-U S STEEL GROUP INC.       COM            90337T101       398    15900 SH       DEFINED 1           15900
UTILICORP UNITED               COM            918005109        58     3200 SH       DEFINED 1            3200
UTILICORP UNITED               COM            918005109       134     7400 SH       DEFINED 1            7400
UTSTARCOM INC                  COM            918076100       297     3800 SH       DEFINED 1            3800
UTSTARCOM INC                  COM            918076100       211     2700 SH       DEFINED 1            2700
UTSTARCOM INC                  COM            918076100      3489    44700 SH       DEFINED 1           44700
VALASSIS COMMUNICATIONS INC    COM            918866104        63     1900 SH       DEFINED 1            1900
VALASSIS COMMUNICATIONS INC    COM            918866104       150     4500 SH       DEFINED 1            4500
VALERO ENERGY CORP             COM            91913Y100        58     1900 SH       DEFINED 1            1900
VALERO ENERGY CORP             COM            91913Y100       135     4400 SH       DEFINED 1            4400
VARCO INTERNATIONAL INC        COM            922126107        28     2200 SH       DEFINED 1            2200
VARCO INTERNATIONAL INC        COM            922126107        66     5200 SH       DEFINED 1            5200
VERISIGN INC                   COM            92343E102        60      400 SH       DEFINED 1             400
VERISIGN INC                   COM            92343E102      1091     7300 SH       DEFINED 1            7300
VERISIGN INC                   COM            92343E102     19869   132900 SH       DEFINED 1          132900
VF CORPORATION                 COM            918204108       380    15800 SH       DEFINED 1           15800
VF CORPORATION                 COM            918204108        22      900 SH       DEFINED 1             900
VF CORPORATION                 COM            918204108       513    21300 SH       DEFINED 1           21300
VIACOM INCORPORATED- CL B      COM            925524308      4922    93312 SH       DEFINED 1           93312
VIACOM INCORPORATED- CL B      COM            925524308       264     5000 SH       DEFINED 1            5000
VIACOM INCORPORATED- CL B      COM            925524308       100     1900 SH       DEFINED 1            1900
VIACOM INCORPORATED- CL B      COM            925524308       401     7600 SH       DEFINED 1            7600
VIACOM INCORPORATED- CL B      COM            925524308      4347    82400 SH       DEFINED 1           82400
VIACOM INCORPORATED- CL B      COM            925524308      6631   125712 SH       DEFINED 1          125712
VIAD CORPORATION               COM            92552R109        73     3200 SH       DEFINED 1            3200
VIAD CORPORATION               COM            92552R109       172     7500 SH       DEFINED 1            7500
VIANT                          COM            92553N107       523    15600 SH       DEFINED 1           15600
VIANT                          COM            92553N107        74     2200 SH       DEFINED 1            2200
VIANT                          COM            92553N107      9043   269938 SH       DEFINED 1          269938
VIANT                          COM            92553N107       583    17400 SH       DEFINED 1           17400
VIASYSTEMS GROUP INC           COM            92553H100       116     7500 SH       DEFINED 1            7500
VIASYSTEMS GROUP INC           COM            92553H100      1287    83000 SH       DEFINED 1           83000
VIATEL                         COM            925529208       143     2840 SH       DEFINED 1            2840
VIATEL                         COM            925529208       819    16325 SH       DEFINED 1           16325
VIGNETTE CORPORATION           COM            926734104      1442     9000 SH       DEFINED 1            9000
VIGNETTE CORPORATION           COM            926734104     26414   164828 SH       DEFINED 1          164828
VISHAY INTERTECH               COM            928298108       161     2900 SH       DEFINED 1            2900
VISHAY INTERTECH               COM            928298108       374     6725 SH       DEFINED 1            6725
VISX INC.                      COM            92844S105        40     2200 SH       DEFINED 1            2200
VISX INC.                      COM            92844S105        93     5100 SH       DEFINED 1            5100
VITESSE SEMICONDUTOR COR       COM            928497106       501     5200 SH       DEFINED 1            5200
VITESSE SEMICONDUTOR COR       COM            928497106      1165    12100 SH       DEFINED 1           12100
VULCAN MATERIALS               COM            929160109       614    13400 SH       DEFINED 1           13400
VULCAN MATERIALS               COM            929160109        32      700 SH       DEFINED 1             700
VULCAN MATERIALS               COM            929160109       825    18000 SH       DEFINED 1           18000
W.R. GRACE & CO.               COM            38388F108       123     9700 SH       DEFINED 1            9700
W.R. GRACE & CO.               COM            38388F108         8      600 SH       DEFINED 1             600
W.R. GRACE & CO.               COM            38388F108       164    12900 SH       DEFINED 1           12900
W.W. GRAINGER, INC.            COM            384802104       678    12500 SH       DEFINED 1           12500
W.W. GRAINGER, INC.            COM            384802104        38      700 SH       DEFINED 1             700
W.W. GRAINGER, INC.            COM            384802104       673    12400 SH       DEFINED 1           12400
W.W. GRAINGER, INC.            COM            384802104     12564   231600 SH       DEFINED 1          231600
W.W. GRAINGER, INC.            COM            384802104       911    16800 SH       DEFINED 1           16800
WACHOVIA CORPORATION           COM            929771103      1831    27100 SH       DEFINED 1           27100
WACHOVIA CORPORATION           COM            929771103       101     1500 SH       DEFINED 1            1500
WACHOVIA CORPORATION           COM            929771103      2473    36600 SH       DEFINED 1           36600
WADDELL & REED FINANCIAL INC C COM            930059100       279     6600 SH       DEFINED 1            6600
WADDELL & REED FINANCIAL INC C COM            930059100      3059    72300 SH       DEFINED 1           72300
WAL-MART STORES                COM            931142103     33061   595700 SH       DEFINED 1          595700
WAL-MART STORES                COM            931142103      1765    31800 SH       DEFINED 1           31800
WAL-MART STORES                COM            931142103       289     5200 SH       DEFINED 1            5200
WAL-MART STORES                COM            931142103       716    12900 SH       DEFINED 1           12900
WAL-MART STORES                COM            931142103      1116    20100 SH       DEFINED 1           20100
WAL-MART STORES                COM            931142103      8408   151500 SH       DEFINED 1          151500
WAL-MART STORES                COM            931142103     10978   197800 SH       DEFINED 1          197800
WAL-MART STORES                COM            931142103     44533   802400 SH       DEFINED 1          802400
WALGREEN COMPANY               COM            931422109      3458   134300 SH       DEFINED 1          134300
WALGREEN COMPANY               COM            931422109       185     7200 SH       DEFINED 1            7200
WALGREEN COMPANY               COM            931422109       167     6500 SH       DEFINED 1            6500
WALGREEN COMPANY               COM            931422109       919    35700 SH       DEFINED 1           35700
WALGREEN COMPANY               COM            931422109      7272   282400 SH       DEFINED 1          282400
WALGREEN COMPANY               COM            931422109      4658   180900 SH       DEFINED 1          180900
WALLACE COMPUTER SERVICES INC. COM            932270101        17     1400 SH       DEFINED 1            1400
WALLACE COMPUTER SERVICES INC. COM            932270101        39     3300 SH       DEFINED 1            3300
WALT DISNEY COMPANY            COM            254687106     11420   276008 SH       DEFINED 1          276008
WALT DISNEY COMPANY            COM            254687106       608    14700 SH       DEFINED 1           14700
WALT DISNEY COMPANY            COM            254687106     15388   371907 SH       DEFINED 1          371907
WARNACO GROUP                  COM            934390105        22     1900 SH       DEFINED 1            1900
WARNACO GROUP                  COM            934390105        52     4400 SH       DEFINED 1            4400
WARNER-LAMBERT COMPANY         COM            934488107     11213   115000 SH       DEFINED 1          115000
WARNER-LAMBERT COMPANY         COM            934488107       605     6200 SH       DEFINED 1            6200
WARNER-LAMBERT COMPANY         COM            934488107       107     1100 SH       DEFINED 1            1100
WARNER-LAMBERT COMPANY         COM            934488107       741     7600 SH       DEFINED 1            7600
WARNER-LAMBERT COMPANY         COM            934488107       429     4400 SH       DEFINED 1            4400
WARNER-LAMBERT COMPANY         COM            934488107      8434    86500 SH       DEFINED 1           86500
WARNER-LAMBERT COMPANY         COM            934488107      3764    38600 SH       DEFINED 1           38600
WARNER-LAMBERT COMPANY         COM            934488107     15093   154800 SH       DEFINED 1          154800
WASHINGTON GAS LIGHT CO        COM            938837101        44     1600 SH       DEFINED 1            1600
WASHINGTON GAS LIGHT CO        COM            938837101       101     3700 SH       DEFINED 1            3700
WASHINGTON MUTUAL INC          COM            939322103      2049    77314 SH       DEFINED 1           77314
WASHINGTON MUTUAL INC          COM            939322103       108     4086 SH       DEFINED 1            4086
WASHINGTON MUTUAL INC          COM            939322103       525    19800 SH       DEFINED 1           19800
WASHINGTON MUTUAL INC          COM            939322103      6039   227900 SH       DEFINED 1          227900
WASHINGTON MUTUAL INC          COM            939322103      2760   104136 SH       DEFINED 1          104136
WASHINGTON POST                COM            939640108       162      300 SH       DEFINED 1             300
WASHINGTON POST                COM            939640108       379      700 SH       DEFINED 1             700
WASTE MANAGEMENT NEW           COM            94106L109      1136    82997 SH       DEFINED 1           82997
WASTE MANAGEMENT NEW           COM            94106L109        61     4457 SH       DEFINED 1            4457
WASTE MANAGEMENT NEW           COM            94106L109       164    12005 SH       DEFINED 1           12005
WASTE MANAGEMENT NEW           COM            94106L109      1963   143417 SH       DEFINED 1          143417
WASTE MANAGEMENT NEW           COM            94106L109      1529   111685 SH       DEFINED 1          111685
WATERS CORPORATION             COM            941848103       695     7300 SH       DEFINED 1            7300
WATERS CORPORATION             COM            941848103       200     2100 SH       DEFINED 1            2100
WATERS CORPORATION             COM            941848103     12068   126700 SH       DEFINED 1          126700
WATERS CORPORATION             COM            941848103       467     4900 SH       DEFINED 1            4900
WATSON PHARMACEUTICAL          COM            942683103       512    12900 SH       DEFINED 1           12900
WATSON PHARMACEUTICAL          COM            942683103        28      700 SH       DEFINED 1             700
WATSON PHARMACEUTICAL          COM            942683103       687    17300 SH       DEFINED 1           17300
WAUSAU-MOSINEE PAPER           COM            943315101        22     1700 SH       DEFINED 1            1700
WAUSAU-MOSINEE PAPER           COM            943315101        53     4100 SH       DEFINED 1            4100
WEATHERFORD INT'L INC          COM            947074100       136     2300 SH       DEFINED 1            2300
WEATHERFORD INT'L INC          COM            947074100      2098    35600 SH       DEFINED 1           35600
WEATHERFORD INT'L INC          COM            947074100       218     3700 SH       DEFINED 1            3700
WEATHERFORD INT'L INC          COM            947074100     38423   651925 SH       DEFINED 1          651925
WEATHERFORD INT'L INC          COM            947074100       507     8600 SH       DEFINED 1            8600
WEBSTER FINL CORP              COM            947890109        35     1500 SH       DEFINED 1            1500
WEBSTER FINL CORP              COM            947890109        83     3600 SH       DEFINED 1            3600
WELLMAN INC.                   COM            949702104        24     1200 SH       DEFINED 1            1200
WELLMAN INC.                   COM            949702104        53     2700 SH       DEFINED 1            2700
WELLPOINT HEALTH NETWORKS INC  COM            94973H108       594     8500 SH       DEFINED 1            8500
WELLPOINT HEALTH NETWORKS INC  COM            94973H108        35      500 SH       DEFINED 1             500
WELLPOINT HEALTH NETWORKS INC  COM            94973H108       804    11500 SH       DEFINED 1           11500
WELLS FARGO COMPANY            COM            949746101      8996   219760 SH       DEFINED 1          219760
WELLS FARGO COMPANY            COM            949746101       483    11800 SH       DEFINED 1           11800
WELLS FARGO COMPANY            COM            949746101     12123   296130 SH       DEFINED 1          296130
WENDY'S INTERNATIONAL, INC.    COM            950590109       323    16000 SH       DEFINED 1           16000
WENDY'S INTERNATIONAL, INC.    COM            950590109        18      900 SH       DEFINED 1             900
WENDY'S INTERNATIONAL, INC.    COM            950590109       436    21600 SH       DEFINED 1           21600
WESLEY JESSEN VISIONCARE       COM            951018100       169     4700 SH       DEFINED 1            4700
WESLEY JESSEN VISIONCARE       COM            951018100        83     2300 SH       DEFINED 1            2300
WESLEY JESSEN VISIONCARE       COM            951018100      1175    32700 SH       DEFINED 1           32700
WESTAMERICA BANCORPORATION     COM            957090103        36     1300 SH       DEFINED 1            1300
WESTAMERICA BANCORPORATION     COM            957090103        83     3000 SH       DEFINED 1            3000
WESTPOINT STEVENS              COM            961238102        34     1800 SH       DEFINED 1            1800
WESTPOINT STEVENS              COM            961238102        80     4200 SH       DEFINED 1            4200
WESTVACO CORPORATION           COM            961548104       449    13450 SH       DEFINED 1           13450
WESTVACO CORPORATION           COM            961548104        23      700 SH       DEFINED 1             700
WESTVACO CORPORATION           COM            961548104       602    18050 SH       DEFINED 1           18050
WESTWOOD ONE, INC.             COM            961815107       138     3800 SH       DEFINED 1            3800
WESTWOOD ONE, INC.             COM            961815107       236     6500 SH       DEFINED 1            6500
WESTWOOD ONE, INC.             COM            961815107       319     8800 SH       DEFINED 1            8800
WESTWOOD ONE, INC.             COM            961815107      2567    70800 SH       DEFINED 1           70800
WEYERHAEUSER COMPANY           COM            962166104      1790    31400 SH       DEFINED 1           31400
WEYERHAEUSER COMPANY           COM            962166104        97     1700 SH       DEFINED 1            1700
WEYERHAEUSER COMPANY           COM            962166104      2411    42300 SH       DEFINED 1           42300
WHIRLPOOL CORPORATION          COM            963320106       580     9900 SH       DEFINED 1            9900
WHIRLPOOL CORPORATION          COM            963320106        35      600 SH       DEFINED 1             600
WHIRLPOOL CORPORATION          COM            963320106       786    13400 SH       DEFINED 1           13400
WHITEHALL JEWELLERS INC        COM            965063100        40     1700 SH       DEFINED 1            1700
WHITEHALL JEWELLERS INC        COM            965063100        61     2600 SH       DEFINED 1            2600
WHITEHALL JEWELLERS INC        COM            965063100      1173    49900 SH       DEFINED 1           49900
WHITMAN CORP                   COM            96647R107        67     4800 SH       DEFINED 1            4800
WHITMAN CORP                   COM            96647R107       156    11200 SH       DEFINED 1           11200
WILD OATS COMMUNITY MARKET     COM            96808B107        92     4500 SH       DEFINED 1            4500
WILD OATS COMMUNITY MARKET     COM            96808B107      1587    77400 SH       DEFINED 1           77400
WILLAMETTE INDUSTRIES INC      COM            969133107       602    15000 SH       DEFINED 1           15000
WILLAMETTE INDUSTRIES INC      COM            969133107        32      800 SH       DEFINED 1             800
WILLAMETTE INDUSTRIES INC      COM            969133107       807    20100 SH       DEFINED 1           20100
WILLIAMS COMMUNICATIONS GROUP, COM            969455104       155     3000 SH       DEFINED 1            3000
WILLIAMS COMMUNICATIONS GROUP, COM            969455104       560    10800 SH       DEFINED 1           10800
WILLIAMS COMMUNICATIONS GROUP, COM            969455104      5933   114500 SH       DEFINED 1          114500
WILLIAMS COMPANIES INC         COM            969457100      2557    58200 SH       DEFINED 1           58200
WILLIAMS COMPANIES INC         COM            969457100       136     3100 SH       DEFINED 1            3100
WILLIAMS COMPANIES INC         COM            969457100      3445    78400 SH       DEFINED 1           78400
WILLIAMS SONOMA                COM            969904101        59     1900 SH       DEFINED 1            1900
WILLIAMS SONOMA                COM            969904101       136     4400 SH       DEFINED 1            4400
WILMINGTON TRUST CORP.         COM            971807102        53     1100 SH       DEFINED 1            1100
WILMINGTON TRUST CORP.         COM            971807102       126     2600 SH       DEFINED 1            2600
WINN-DIXIE STORES, INC.        COM            974280109       389    20000 SH       DEFINED 1           20000
WINN-DIXIE STORES, INC.        COM            974280109        21     1100 SH       DEFINED 1            1100
WINN-DIXIE STORES, INC.        COM            974280109       521    26800 SH       DEFINED 1           26800
WISCONSIN CENTRAL TRANSPORTATI COM            976592105        21     1700 SH       DEFINED 1            1700
WISCONSIN CENTRAL TRANSPORTATI COM            976592105        50     4100 SH       DEFINED 1            4100
WISCONSIN ENERGY CORP          COM            976657106        80     4000 SH       DEFINED 1            4000
WISCONSIN ENERGY CORP          COM            976657106       231    11600 SH       DEFINED 1           11600
WM. WRIGLEY JR. COMPANY        COM            982526105      1191    15500 SH       DEFINED 1           15500
WM. WRIGLEY JR. COMPANY        COM            982526105        69      900 SH       DEFINED 1             900
WM. WRIGLEY JR. COMPANY        COM            982526105      1605    20900 SH       DEFINED 1           20900
WORTHINGTON INDUSTRIES         COM            981811102       147    11900 SH       DEFINED 1           11900
WORTHINGTON INDUSTRIES         COM            981811102         7      600 SH       DEFINED 1             600
WORTHINGTON INDUSTRIES         COM            981811102       199    16050 SH       DEFINED 1           16050
XEROX CORPORATION              COM            984121103      2314    89000 SH       DEFINED 1           89000
XEROX CORPORATION              COM            984121103       125     4800 SH       DEFINED 1            4800
XEROX CORPORATION              COM            984121103      3115   119800 SH       DEFINED 1          119800
XILINX INC                     COM            983919101      3536    42700 SH       DEFINED 1           42700
XILINX INC                     COM            983919101       190     2300 SH       DEFINED 1            2300
XILINX INC                     COM            983919101      4762    57500 SH       DEFINED 1           57500
XL CAPITAL LTD                 COM            G98255105       554    10000 SH       DEFINED 1           10000
XL CAPITAL LTD                 COM            G98255105      6196   111900 SH       DEFINED 1          111900
YAHOO                          COM            984332106     12082    70500 SH       DEFINED 1           70500
YAHOO                          COM            984332106       634     3700 SH       DEFINED 1            3700
YAHOO                          COM            984332106     16263    94900 SH       DEFINED 1           94900
YORK INTERNATIONAL CORP.       COM            986670107        30     1300 SH       DEFINED 1            1300
YORK INTERNATIONAL CORP.       COM            986670107        91     3900 SH       DEFINED 1            3900
YOUNG & RUBICAM INC            COM            987425105       437     9300 SH       DEFINED 1            9300
YOUNG & RUBICAM INC            COM            987425105        24      500 SH       DEFINED 1             500
YOUNG & RUBICAM INC            COM            987425105       592    12600 SH       DEFINED 1           12600
ZIONS BANCORPORATION           COM            989701107       121     2900 SH       DEFINED 1            2900
ZIONS BANCORPORATION           COM            989701107       350     8400 SH       DEFINED 1            8400
</TABLE>


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