COMMON STOCK

SHARE VALUE

ACE LTD

$66,130.42

AGCO CORP

1,190.95

AK STL HLDG CORP

36,279.22

AMR CORP DEL

125,672.02

AT + T CORP

377,879.87

ATL ULTRASOUND

3,148.54

ABBOTT LABS

125,907.08

ABERCROMBIE AND FITCH CO

47,335.31

ACCESS HEALTH INC

2,953.84

ACCUSTAFF INC

3,388.84

ACMAT CORP

1,334.28

ACX TECHNOLOGIES INC

25,194.48

ADAPTEC INC

1,040.60

ADOBE SYS INC

8,942.61

ADVO INC

15,283.66

AEROQUIP VICKERS INC

6,186.48

ADVANTA CORP

1,434.50

AETNA INC

73,079.27

AFFILIATED COMPUTER SVCS INC

3,605.72

AHMANSON H F AND CO

100,180.25

AIR EXPRESS INTL CORP

17,174.33

AIR PRODS + CHEMS INC

24,793.98

AIRBOURNE FREIGHT CO

49,597.82

AIRTOUCH COMMUNICATIONS INC

143,521.58

ALAMO GROUP INC

1,381.41

ALASKA AIR GROUP INC

40,073.64

ALBANY INTL CORP

9,645.21

ALBERTO CULVER CO

23,514.85

ALBERTSONS INC

9,130.38

ALKERMES INC

6,255.80

ALLEGHENY TELDYNE INC

44,342.68

ALLERGAN INC

3,486.04

ALLIANT TECHSYSTEMS INC

2,961.85

ALLIED GROUP INC

2,595.93

ALLIED SIGNAL INC

47,191.90

ALLAMERICA FINL CORP

25,676.80

ALLSTATE CORP

180,976.14

ALLTEL CORP

19,597.35

ALPHARMA INC

12,714.92

ALPINE GROUP INC

1,764.35

ALTERA CORP

5,755.94

ALUMAX INC

1,540.71

ALUMINUM CO AMER

34,939.70

ALZA CORP

6,981.93

AMBAC FINL GROUP INC

42,533.01

AMERADA HESS CORP

28,027.43

AMERICA WEST HLDG CORP

63,954.25

AMERICAN BANKERS INS GROUP INC

18,300.81

AMERICAN DISP SVCS INC

1,213.05

AMERICAN ELEC PWR INC

3,299.03

AMERICAN EXPRESS CO

171,854.20

AMERICAN GEN CORP

22,174.18

AMERICAN GREETINGS CORP

144,435.02

AMERICAN HERITAGE LIFE INVT

2,165.78

AMERICAN HOME PRODUCTS CORP

183,981.62

AMERICAN INTL GROUP INC

380,028.74

AMERICAN NATL INS CO

8,171.11

AMERICAN STD COS INC DEL

37,887.22

AMERICAN TOWER SYS CORP

676.07

AMERICAN STORES CO NEW

14,158.03

AMERICREDIT CORP

4,397.79

AMERISOURCE HEALTH CORP

32,459.77

AMERUS LIFE HLDGS INC

1,770.18

AMERITECH CORP

193,161.83

AMGEN INC

68,558.22

AMP INC

22,366.34

AMOCO CORP

30,354.76

AMRESCO INC

1,579.20

ANADARKO PETE CORP

16,476.31

ANESTA CORP

17,293.25

ANHEUSER BUSCH COS INC

66,232.17

ANNTAYLOR STORES CORP

2,114.87

AON CORP

12,812.28

APACHE CORP

28,181.59

APOLLO GROUP INC

4,216.91

APPLE COMPUTER

11,842.84

APPLIED GRAPHICS TECHNOLOGIES

1,071.18

APPLIED INDL TECHNOLOGIES INC

937.55

APPLIED MATERIALS INC

19,594.27

ARBOR SOFTWARE CORP

12,203.29

ARCHER DANIELS MIDLAND CO

38,561.99

ARGONAUT GROUP INC

935.32

ARROW INTERNATIONAL INC

1,961.06

ASA HLDGS INC

14,737.91

ASCEND COMMUNICATIONS INC

3,847.80

ASHLAND INC

41,097.07

ASPECT DEV INC

2,329.83

ASSOCIATED BANC CORP

3,999.02

ASSOCIATES FIRST CAP CORP

130,481.97

ASTORIA FINL CORP

70,872.95

ATLANTIC COAST AIRLS INC

1,848.46

ATLANTIC RICHFIELD CO

26,956.68

ATMOS ENERGY CORP

5,487.45

ATWOOD OCEANICS INC

1,520.90

AUTODESK INCORPORATED

4,141.01

AUTOMATIC DATA PROCESSING INC

61,426.10

AUTOZONE INC

6,060.94

AVANT CORP

5,215.42

AVERY DENNISON CORP

78,887.56

AVIS RENT A CAR INC

22,020.68

AVON PRODS INC

17,081.37

AXYS PHARMACEUTICAL INC

2,133.58

AYDIN CORP

1,132.18

AZTAR CORP

1,846.92

BB+T CORP

7,500.12

BCE INC

7,469.77

BISYS GROUP INC

1,667.31

BJ SVCS CO

20,664.60

BMC SOFTWARE INC

6,912.31

BWAY CORP

1,563.18

BAKER HUGHES INC

12,905.24

BALDWIN PIANO + ORGAN CO

1,275.44

BALLANTYNE OMAHA INC

1,107.34

BANC ONE CORP

199,490.68

BANCTEC INC

3,305.66

BANK NEW YORK INC

198,343.83

BANK PLUS CORP

1,192.56

BANK UTD CORP

2,654.85

BANKAMERICA CORP

280,982.83

BANKBOSTON CORP

44,555.53

BANKERS TR NY CORP

9,296.59

BARRETT RES CORP

2,768.07

BAUSCH + LOMB INC

10,130.16

BAXTER INTL INC

45,358.38

BATTLE MTN CDA INC

828.78

BE AEROSPACE INC

538.36

BEAR STEARNS COS INC

66,793.25

BECTON DICKINSON + CO

8,417.88

BELL + HOWELL CO NEW

3,180.89

BELL ATLANTIC CORP

109,966.12

BELLSOUTH CORP

89,005.09

BELO A H CORP

44,395.33

BENEFICIAL CORP

17,744.73

BERGEN BRUNSWIG CORP

75,639.93

BEST BUY CO INC

28,401.86

BET HLDGS INC

20,552.92

BESTFOODS

25,589.40

BETHLEHEM STL CORP

27,664.87

BEVERLY ENTERPRISES INC

79,964.28

BILLING CONCEPTS CORP

2,788.71

BINDLEY WESTN INDS INC

2,548.41

BINKS SAMES CORP

2,368.80

BIOGEN INC

15,035.36

BIOMET INC

9,493.14

BIRMINGHAM STL CORP

1,906.22

BLACK + DECKER CORPORATION

66,676.34

BLACK BOX CORP

1,758.58

BLANCH E W HLDGS INC

1,449.19

BLYTH INDS INC

14,935.08

BOEING CO

139,740.08

BOISE CASCADE CORP

16,748.57

BORDERS GROUP INC

2,370.96

BORG WARNER AUTOMOTIVE INC

90,736.79

BOSTON SCIENTIFIC CORP

23,125.13

BOWATER INC

17,118.57

BOWNE + CO INC

4,436.30

BRIGHTPOINT INC

9,666.82

BRISTOL MYERS SQUIBB CO

354,378.46

BROWN + SHARPE MFG CO

1,951.97

BROWN FORMAN CORP

10,438.51

BROWNING FERRIS INDS INC

8,478.88

BRYLANE INC

2,324.13

BUDGET GROUP INC

31,564.11

BURLINGTON NORTHN SANTA FE

12,087.60

BURLINGTON RES INC

16,392.13

BUTLER MFG CO DEL

2,350.62

C+D TECHNOLOGIES

1,786.84

CCB FINL CORP

4,713.57

CBS CORP

88,463.57

C D I CORP

1,252.64

CHS ELECTRONICS INC

20,617.70

CIGNA CORP

29,164.97

CIT GROUP INC

52,681.05

CKE RESTAURANTS INC

1,453.81

CMAC INVT CORP

39,788.05

CSX CORP

57,191.28

CVS CORP

129,212.14

CABLE MICH INC

324.40

CALENERGY INC

91,504.05

CAMCO INTL INC

3,550.73

CAMPBELL SOUP CO

80,196.11

CANADIAN NATL RY CO

52,962.17

CANANDAIGUA WINE INC

2,788.24

CANNONDALE CORP

1,054.85

CAPITAL RE CORP

2,030.07

CARAUSTAR INDS INC

1,103.07

CAPSTAR HOTEL CO

2,070.27

CARDINAL HEALTH INC

14,903.19

CAREMATRIX CORP

1,692.96

CARMIKE CINEMAS INC

17,261.51

CARNIVAL CORP

5,078.33

CAROLINA PWR + LT CO

7,964.23

CARPENTER TECHNOLOGY CORP

3,901.17

CASE CORP

29,313.15

CASTLE A M CO

1,192.87

CASTLE + COOKE INC NEW

2,669.17

CATALINA MARKETING CORP

3,072.14

CATERPILLAR INC

62,653.98

CENDANT CORP

11,923.78

CENTEX CORP

16,607.47

CENTRAL + SOUTH WEST CORP

2,516.98

CENTRAL GARDEN + PET CO

1,764.35

CENTRAL ME PWR CO

720.90

CENTRIS GROUP INC

1,707.97

CENTURY TEL ENTERPRISES INC

109,672.08

CERIDIAN CORP

56,759.98

CHAMPION ENTERPRISES INC

4,343.88

CHAMPION INTL CORP

33,458.93

CHANCELLOR MEDIA CORP

3,181.97

CHARTER ONE FINL INC

39,287.34

CHARTWELL RE CORP

20,060.62

CHASE MANHATTAN CORP NEW

223,062.96

CHEMED CORP

1,259.26

CHERRY CORP

2,173.79

CHESAPEAKE CORP

20,008.86

CHEVRON CORP

124,465.90

CHIC BY H I S INC

1,775.91

CHIRON CORP

10,342.51

CHRYSLER CORP

71,138.51

CHUBB CORP

8,518.00

CIENA CORP

4,461.56

CINCINNATI FINL CORP

8,559.44

CINCINNATI MILACRON INC

2,127.19

CINERGY CORP

9,224.79

CIRCLE INTL GROUP INC

1,587.21

CIRCUIT CITY STORES INC

2,714.92

CISCO SYS INC

188,495.67

CITATION CORP ALA

1,602.00

CITICORP

313,586.24

CITIZENS UTILS CO DEL

26,887.26

CLEAR CHANNEL COMMUNICATIONS

27,463.89

CLEVELAND CLIFFS INC

3,105.87

CLOROX CO

30,873.87

COACHMEN INDS INC

10,044.52

COASTAL CORP

105,473.15

COCA COLA CO

558,735.17

COGNOS INC

2,265.23

COHERENT INC

1,416.50

COHU INC

719.05

COINSTAR INC

1,367.86

COLGATE PALMOLIVE CO

68,969.66

COLTEC INDS INC

40,583.35

COLUMBIA ENERGY GROUP

52,129.97

COLUMBIA / HCA HEALTHCARE CORP

70,351.52

COMCAST CORP

23,761.35

COMERICA INC

48,608.14

COMMERCIAL FED CORP

14,789.74

COMMERCIAL METALS CO

2,425.18

COMMONWEALTH ENERGY SYS

511.71

COMMONWEALTH INDS INC DEL

1,589.67

COMPAQ COMPUTER CORP

183,418.48

COMPUTER ASSOC INTL INC

61,246.38

COMPUTER SCIENCES CORP

10,962.59

COMSAT CORP

15,107.21

COMSTOCK RES INC

879.87

CONAGRA INC

37,994.36

CONCEPTS DIRECT INC

1,108.77

CONSECO INC

43,438.76

CONSOLIDATED EDISON INC

29,630.32

CONSOLIDATED NAT GAS CO

3,845.25

CONSOLIDATED STORES CORP

9,283.09

CONTINENTAL AIRLS INC

2,625.58

COOPER CAMERON CORP

1,319.80

COOPER INDS INC

11,877.92

COORS ADOLPH CO

7,122.72

CORDANT TECHNOLOGIES INC

4,319.85

CORNING INC

18,156.78

COSTCO COS INC

61,625.81

COUNTRYWIDE CR INDS INC

6,754.26

COVENTRY HELATH CARE INC

1,704.74

CRANE CO

8,198.60

CROWN CORK + SEAL INC

16,682.33

CUMMINS ENGINE INC

3,789.34

CUTTER + BUCK INC

1,796.70

CYTEC INDS INC

65,926.17

DPL INC

7,973.78

DQE

51,194.89

DSC COMMUNICATIONS CORP

5,471.43

DST SYS INC DEL

1,656.22

DTE ENERGY CO

4,229.12

DAIN RAUSCHER CORP

7,050.48

DALLAS SEMICONDUCTOR CORP

1,912.00

DANA CORP

14,636.09

DANAHER CORP

5,334.80

DARDEN RESTAURANTS INC

7,551.26

DATA PROCESSING CORP

956.96

DAYTON HUDSON CORP

231,118.22

DEAN FOODS CO

44,411.05

DEERE + CO

13,349.52

DEKALB GENETICS CORP

36,264.74

DELL COMPUTER CORP

273,695.36

DELPHI FINL GROUP INC

3,963.10

DELTA AIR LINES INC DE

53,198.00

DELTA WOODSIDE INDS INC NEW

1,700.43

DEVON ENERGY CORP

3,530.40

DEXTER CORP

705.65

DIEBOLD INC

16,296.93

DIME BANCORP INC NEW

45,930.71

DIMON INC

734.76

DISCOUNT AUTO PTS INC

2,242.80

DISNEY WALT CO

333,411.32

DOLE FOOD INC

8,388.53

DOLLAR GEN CORP

6,289.15

DOMINICKS SUPERMARKETS INC

1,482.69

DONALDSON LUFKIN+JENRETTE INC

31,683.95

DONNELLEY R R + SONS CO

3,495.43

DOVER CORP

47,102.40

DOW CHEM CO

54,093.42

DRESSER INDS INC

33,176.35

DU PONT E I DE NEMOURS + CO

317,806.50

DUKE ENERGY CO

150,463.04

EG + G INC

3,216.32

E M C CORP MASS

131,816.53

ESCO ELECTS CORP

2,224.31

ETEC SYS INC

2,168.09

E TRADE GROUP INC

1,441.57

EVI WEATHERFORD INC

48,196.50

EASTERN ENTERPRISES

3,381.45

EASTERN UTILS ASSOC

1,908.53

EASTMAN KODAK CO

7,292.86

EATON CORP

27,114.72

EATON VANCE CORP

8,218.24

ECHLIN INC

9,734.06

ECOLAB INC

26,588.22

ECOLOGY + ENVIRONMENT INC

2,587.84

EDISON INTL

64,845.44

EDWARDS A G INC

5,576.03

EL PASO NAT GAS CO

53,640.40

ELCOR CHEM CORP

6,720.99

ELECTRONIC ARTS

9,249.68

ELECTRONIC DATA SYS CORP NEW

20,079.80

ELETRONICS FOR IMAGING INC

7,237.02

EMERSON ELEC CO

29,760.17

ENERGY EAST CORP

23,236.50

ENESCO GROUP INC

1,970.46

ENHANCE FINL SVCS GROUP INC

2,661.78

ENNIS BUSINESS FORMS INC

3,624.36

ENRON CORP

100,798.33

ENTERGY CORP

5,491.46

ENVOY CORP NEW

2,568.74

EQUIFAX INC

10,605.30

EQUITABLE COMPANIES INC

55,776.90

EQUITY CORP INTL

2,247.72

ETHAN ALLEN INTERIORS INC

31,836.91

EVANS + SUTHERLAND COMPUTER CO

6,238.78

EVEREN CAPITAL CORP

3,036.40

EVEREST REINSURANCE HLDGS

43,103.72

EXCEL COMMUNICATIONS INC NEW

9,214.72

EXECUTIVE RISK INC

1,363.24

EXPEDITORES INTL WASH INC

21,200.58

EXTENDED STAY AMER INC

1,178.39

EXXON CORP

326,931.64

FMC CORP

5,293.75

FPL GROUP INC

11,878.19

FACTSET RESH SYS INC

5,807.24

FDX CORP

23,925.02

FEDDERS USA INC

3,007.98

FEDERAL HOME LN MTG CORP

24,416.05

FEDERAL NATL MTG ASSN

468,639.49

FEDERATED DEPT STORES INC DEL

17,307.80

FELCOR SUITE HOTELS INC

2,822.44

FIBERMARK INC

1,163.30

FIFTH THIRD BANCORP

25,464.35

FINANCIAL SEC ASSUR HLDGS LTD

3,113.11

FINGERHUT COS INC

7,360.56

FIRST CHICAGO NBD CORP

105,180.90

FIRST DATA CORP

84,483.30

FIRST DEFIANCE FINL CORP

1,224.91

FIRST UN CORP

306,928.04

FIRSTPLUS FINL GROUP INC

3,105.41

FISERV INC

3,140.07

FIRSTENERGY CORP

3,486.19

FLEET FINL GROUP INC

80,625.32

FLEETWOOD ENTERPRISES INC

6,131.33

FLORIDA PROGRESS CORP

3,699.53

FLUOR CORP

3,645.16

FOOTSTAR INC

35,431.24

FORCENERGY INC

1,207.27

FORD MTR CO DEL

287,915.78

FOREST CITY ENTERPRISES INC