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: OHIO PERS
Address: 277 EAST TOWN STREET
COLUMBUS, OH 43215
13F File Number:
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 OHIO PERS:
Name: LAURIE F. HACKING
Title: EXECUTIVE DIRECTOR
Phone: 614-466-2822
Signature, Place, and Date of Signing:
/s/ LAURIE F. HACKING COLUMBUS, OHIO 08/16/00
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: 0
Form 13F Information Table Entry Total: 1521
Form 13F Information Table Value Total: $19,570,405
List of Other Included Managers:
No. 13F File Number Name
NONE
<PAGE>
<TABLE> <C>
<C>
FORM 13F INFORMATION TABLE
NAME OF ISSUER TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
(x/$1000) PRN AMT PRN CALL DSCRETN MNGRS
OF CUSIP SOLE SHARED NONE
CLASS
AAR CORP COM 000361105 697 41,783 SH SOLE 41,783 0 0
ADC TELECOMMUNICATIONS INC COM 000886101 12310 456,997 SH SOLE 456,997 0 0
ABM INDS INC COM 000957100 809 34,445 SH SOLE 34,445 0 0
AFLAC INC COM 001055102 13389 293,869 SH SOLE 293,869 0 0
AGCO CORP COM 001084102 898 78,964 SH SOLE 78,964 0 0
AGL RESOURCES INC COM 001204106 1433 77,994 SH SOLE 77,994 0 0
AES CORP COM 00130H105 8974 227,907 SH SOLE 227,907 0 0
AK STEEL HOLDING CORP COM 001547108 1578 152,088 SH SOLE 152,088 0 0
AMR CORP COM 001765106 6060 190116 SH SOLE 190116 0 0
AT&T CORP COM 001957109 294830 5235599 SH SOLE 5235599 0 0
AARON RENTS INC COM 002535201 461 30,606 SH SOLE 30,606 0 0
ABBOTT LABORATORIES COM 002824100 81304 2,310,589 SH SOLE 2,310,589 0 0
ABERCROMBIE & FITCH - CL A COM 002896207 2299 143,677 SH SOLE 143,677 0 0
A.C. NIELSEN CORP COM 004833109 1793 79,690 SH SOLE 79,690 0 0
ACTION PERFORMANCE COS COM 004933107 336 25,254 SH SOLE 25,254 0 0
ACTEL CORP COM 004934105 1203 33,696 SH SOLE 33,696 0 0
ACUSON CORP COM 005113105 477 32,224 SH SOLE 32,224 0 0
ACXIOM CORP COM 005125109 4091 123,023 SH SOLE 123,023 0 0
ADAC LABS COM 005313200 436 31,715 SH SOLE 31,715 0 0
ADAPTIVE BROADBAND CORP COM 00650M104 2774 51,842 SH SOLE 51,842 0 0
ADAPTEC INC COM 00651F108 4557 117,973 SH SOLE 117,973 0 0
ADOBE SYSTEMS INC COM 00724F101 20336 182,691 SH SOLE 182,691 0 0
ADTRAN INC COM 00738A106 3357 56,483 SH SOLE 56,483 0 0
ADVANCE PARADIGM INC COM 007491103 392 32,970 SH SOLE 32,970 0 0
ADVANCED TISSUE SCIENC COM 00755F103 587 87,000 SH SOLE 87,000 0 0
ADVO INC COM 007585102 789 31,554 SH SOLE 31,554 0 0
ADVANCED MICRO DEVICES COM 007903107 10958 192,028 SH SOLE 192,028 0 0
AETNA INC COM 008117103 11756 211,811 SH SOLE 211,811 0 0
AFFILIATED COMPUTER COM 008190100 2641 69,489 SH SOLE 69,489 0 0
AGRIBRANDS INTL INC COM 00849R105 616 15,678 SH SOLE 15,678 0 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 14680 516,217 SH SOLE 516,217 0 0
AIRBORNE FREIGHT CORP COM 009266107 1588 66,166 SH SOLE 66,166 0 0
AIRGAS INC COM 009363102 737 88,699 SH SOLE 88,699 0 0
ALASKA AIR GROUP INC COM 011659109 1061 35,295 SH SOLE 35,295 0 0
ALBANY INTL CORP CL A COM 012348108 565 38,145 SH SOLE 38,145 0 0
ALBEMARLE CORP COM 012653101 1292 62,285 SH SOLE 62,285 0 0
ALBERTO-CULVER CO CL B COM 013068101 1989 83,527 SH SOLE 83,527 0 0
ALBERTSONS INC COM 013104104 18878 611,443 SH SOLE 611,443 0 0
ALCAN ALUMINIUM LIMITED COM 013716105 8244 242,029 SH SOLE 242,029 0 0
ALCOA INC COM 013817101 17087 486,457 SH SOLE 486,457 0 0
ALEXANDER & BALDWIN INC COM 014482103 1206 58,489 SH SOLE 58,489 0 0
ALLEGHENY ENERGY INC COM 017361106 4371 157,857 SH SOLE 157,857 0 0
ALLEGHENY TECH INC NEW COM 01741R102 2073 103,321 SH SOLE 103,321 0 0
ALLEN TELECOM INC COM 018091108 677 42,500 SH SOLE 42,500 0 0
ALLERGAN INC COM 018490102 10075 201,496 SH SOLE 201,496 0 0
ALLIANCE PHARMACEUTCAL COM 018773101 1078 72,200 SH SOLE 72,200 0 0
ALLIANT CORP COM 018802108 3402 111,781 SH SOLE 111,781 0 0
ALLIANT TECHSYSTEMS COM 018804104 851 14,453 SH SOLE 14,453 0 0
ALLIED WASTE INDS INC COM 019589308 972 148,067 SH SOLE 148,067 0 0
ALLMERICA FINANCIAL CORP COM 019754100 3931 77,082 SH SOLE 77,082 0 0
ALLSTATE CORP COM 020002101 36621 1,537,895 SH SOLE 1,537,895 0 0
ALLTEL CORP COM 020039103 27317 431,895 SH SOLE 431,895 0 0
ALPHA INDS INC COM 020753109 1452 30,561 SH SOLE 30,561 0 0
ALPHARMA INC COM 020813101 1672 45,486 SH SOLE 45,486 0 0
ALTERA CORP COM 021441100 12972 290,689 SH SOLE 290,689 0 0
ALZA CORP COM 022615108 4523 120,424 SH SOLE 120,424 0 0
AMBAC FINL GROUP INC COM 023139108 5040 100,044 SH SOLE 100,044 0 0
AMCAST INDL CORP COM 023395106 126 13,768 SH SOLE 13,768 0 0
AMCOL INTL CORP COM 02341W103 633 41,192 SH SOLE 41,192 0 0
AMERADA HESS CORP COM 023551104 8831 136,655 SH SOLE 136,655 0 0
AMEREN CORP COM 023608102 6379 206,186 SH SOLE 206,186 0 0
AMERICA ONLINE INC COM 02364J104 229040 3,396,327 SH SOLE 3,396,327 0 0
AMERICAN ELECTRIC POWER COM 025537101 6390 214,345 SH SOLE 214,345 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 2460 64,847 SH SOLE 64,847 0 0
AMERICAN EXPRESS COM 025816109 34323 691,363 SH SOLE 691,363 0 0
AMERICAN FINL GROUP INC COM 025932104 2316 80,894 SH SOLE 80,894 0 0
AMERICAN FREIGHTWAYS CORP COM 02629V108 737 49,338 SH SOLE 49,338 0 0
AMERICAN GENERAL CORP COM 026351106 19067 339,724 SH SOLE 339,724 0 0
AMER GREETINGS CORP COM 026375105 1361 74,601 SH SOLE 74,601 0 0
AMERICAN HOME PRODUCTS CORP COM 026609107 105032 1,954,092 SH SOLE 1,954,092 0 0
AMERICAN INTL GROUP COM 026874107 152805 2,093,223 SH SOLE 2,093,223 0 0
AMERICAN ITALIAN PASTA CO COM 027070101 693 28,131 SH SOLE 28,131 0 0
AMERICAN MGMT SYS INC COM 027352103 2754 62,862 SH SOLE 62,862 0 0
AMERICAN POWER CONVERSION COM 029066107 11956 278,851 SH SOLE 278,851 0 0
AMERICAN STD COS INC DEL COM 029712106 3736 100,979 SH SOLE 100,979 0 0
AMERICAN STS WTR CO COM 029899101 410 13,770 SH SOLE 13,770 0 0
AMERICAN WATER WORKS INC COM 030411102 3847 161,979 SH SOLE 161,979 0 0
AMERICAN XTAL TECHNOLOGY INC COM 030514103 932 28,785 SH SOLE 28,785 0 0
AMERICREDIT CORP COM 03060R101 1876 114,996 SH SOLE 114,996 0 0
AMES DEPARTMENT STORES COM 030789507 1100 44,784 SH SOLE 44,784 0 0
AMETEK INC NEW COM 031100100 806 41,873 SH SOLE 41,873 0 0
AMGEN INC COM 031162100 94654 1,542,228 SH SOLE 1,542,228 0 0
AMSOUTH BANCORP COM 032165102 6451 431,882 SH SOLE 431,882 0 0
ANADARKO PETROLEUM CORP COM 032511107 9480 245,032 SH SOLE 245,032 0 0
ANALOG DEVICES INC COM 032654105 42847 532,262 SH SOLE 532,262 0 0
ANALOGIC CORP COM 032657207 726 19,676 SH SOLE 19,676 0 0
ANALYSTS INTL CORP COM 032681108 343 34,735 SH SOLE 34,735 0 0
ANCHOR BANCORP WIS INC COM 032839102 606 38,145 SH SOLE 38,145 0 0
ANCHOR GAMING COM 033037102 699 18,436 SH SOLE 18,436 0 0
ANDREW CORP COM 034425108 2182 95,389 SH SOLE 95,389 0 0
ANGELICA CORP COM 034663104 133 13,337 SH SOLE 13,337 0 0
ANHEUSER-BUSCH COMPANIES INC COM 035229103 43559 699,743 SH SOLE 699,743 0 0
ANIXTER INTL INC COM 035290105 1549 55,572 SH SOLE 55,572 0 0
ANNTAYLOR STORES CORP COM 036115103 1115 48,478 SH SOLE 48,478 0 0
AON CORP COM 037389103 12247 379,765 SH SOLE 379,765 0 0
APACHE CORP COM 037411105 6267 125,977 SH SOLE 125,977 0 0
APEX INC COM 037548104 1186 31,949 SH SOLE 31,949 0 0
APOGEE ENTERPRISES INC COM 037598109 169 42,659 SH SOLE 42,659 0 0
APOLLO GROUP INC - CL A COM 037604105 3058 108,483 SH SOLE 108,483 0 0
APPLE COMPUTER INC COM 037833100 15517 228499 SH SOLE 228499 0 0
APPLEBEES INTL INC COM 037899101 1177 41,860 SH SOLE 41,860 0 0
APRIA HEALTHCARE GROUP INC COM 037933108 1010 69,968 SH SOLE 69,968 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 511 31,931 SH SOLE 31,931 0 0
APPLIED MATERIALS INC COM 038222105 112288 1,191,380 SH SOLE 1,191,380 0 0
APPLIED PWR INC COM 038225108 1712 60,055 SH SOLE 60,055 0 0
APTARGROUP INC COM 038336103 1495 56,032 SH SOLE 56,032 0 0
ARCH COAL INC COM 039380100 141 20,170 SH SOLE 20,170 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 7207 698,846 SH SOLE 698,846 0 0
ARCTIC CAT INC COM 039670104 394 38,453 SH SOLE 38,453 0 0
ARKANSAS BEST CORP DEL COM 040790107 319 30,337 SH SOLE 30,337 0 0
ARMSTRONG WORLD IND INC COM 042476101 566 31,657 SH SOLE 31,657 0 0
ARNOLD INDUSTRIES INC COM 042595108 370 28,860 SH SOLE 28,860 0 0
ARROW ELECTRONICS INC COM 042735100 4845 137,452 SH SOLE 137,452 0 0
ARTESYN TECHNOLOGIES INC COM 043127109 1084 57227 SH SOLE 57227 0 0
ARVIN INDUSTRIES INC COM 043339100 748 33,055 SH SOLE 33,055 0 0
ASHLAND INC COM 044204105 2673 80395 SH SOLE 80395 0 0
ASHWORTH INC COM 04516H101 93 21,640 SH SOLE 21,640 0 0
ASPECT COMMUNICATIONS CORP COM 04523Q102 2771 74,762 SH SOLE 74,762 0 0
ASPEN TECHNOLOGIES INC COM 045327103 1573 38,952 SH SOLE 38,952 0 0
ASSOCIATED BANC CORP COM 045487105 2439 89,792 SH SOLE 89,792 0 0
ASSOCIATES FIRST CAPITAL COM 046008108 17190 804,188 SH SOLE 804,188 0 0
ASTEC INDS COM 046224101 780 29,379 SH SOLE 29,379 0 0
ASTORIA FINL CORP COM 046265104 2146 75,635 SH SOLE 75,635 0 0
ATLANTIC COAST AIRLINES HLDG COM 048396105 738 28,517 SH SOLE 28,517 0 0
ATLANTIC RICHFIELD CO COM 048825103 41836 492,190 SH SOLE 492,190 0 0
ATMEL CORP COM 049513104 16494 319,492 SH SOLE 319,492 0 0
ATMOS ENERGY CORP COM 049560105 794 48,472 SH SOLE 48,472 0 0
ATWOOD OCEANICS INC COM 050095108 1394 21026 SH SOLE 21026 0 0
AUDIOVOX CORP COM 050757103 1442 33,050 SH SOLE 33,050 0 0
AUSPEX SYSTEMS INC COM 052116100 465 42,228 SH SOLE 42,228 0 0
AUTODESK INC COM 052769106 4001 87,945 SH SOLE 87,945 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 45471 942,402 SH SOLE 942,402 0 0
AUTOZONE INC COM 053332102 5903 212,720 SH SOLE 212,720 0 0
AVERY DENNISON CORP COM 053611109 10369 169,812 SH SOLE 169,812 0 0
AVIATION SALES CO COM 053672101 152 23,131 SH SOLE 23,131 0 0
AVID TECHNOLOGY INC COM 05367P100 655 36,632 SH SOLE 36,632 0 0
AVNET INC COM 053807103 3912 62,101 SH SOLE 62,101 0 0
AVON PRODUCTS COM 054303102 10868 371,563 SH SOLE 371,563 0 0
AZTAR CORP COM 054802103 638 67,180 SH SOLE 67,180 0 0
BB&T CORP COM 054937107 10766 383,657 SH SOLE 383,657 0 0
BISYS GROUP INC COM 055472104 2821 42423 SH SOLE 42423 0 0
BJ SERVICES CO COM 055482103 8079 109,367 SH SOLE 109,367 0 0
BJ'S WHOLESALE CLUB INC COM 05548J106 4026 104,925 SH SOLE 104,925 0 0
BMC INDS INC MINN COM 055607105 239 42,073 SH SOLE 42,073 0 0
BMC SOFTWARE, INC COM 055921100 17813 360,763 SH SOLE 360,763 0 0
BAKER HUGHES, INC COM 057224107 12419 410,560 SH SOLE 410,560 0 0
BAKER J INC COM 057232100 151 21,626 SH SOLE 21,626 0 0
BALDOR ELEC CO COM 057741100 997 55,187 SH SOLE 55,187 0 0
BALL CORP COM 058498106 1389 40,183 SH SOLE 40,183 0 0
BANDAG INC COM 059815100 645 28,039 SH SOLE 28,039 0 0
BANGOR HYDRO ELEC CO COM 060077104 196 11,325 SH SOLE 11,325 0 0
BANK AMER CORP COM 060505104 136672 2,606,381 SH SOLE 2,606,381 0 0
BANK OF NEW YORK CO INC COM 064057102 34044 819,109 SH SOLE 819,109 0 0
BANK ONE CORP COM 06423A103 61533 1783565 SH SOLE 1783565 0 0
BANKNORTH GROUP INC DEL COM 06646L100 962 35,879 SH SOLE 35,879 0 0
BANTA CORP COM 066821109 622 33,870 SH SOLE 33,870 0 0
BARD, C. R. INC COM 067383109 2340 60,475 SH SOLE 60,475 0 0
BARNES & NOBLE INC COM 067774109 2263 96,552 SH SOLE 96,552 0 0
BARNES GROUP INC COM 067806109 424 29,229 SH SOLE 29,229 0 0
BARRICK GOLD CORP COM 067901108 11877 757,100 SH SOLE 757,100 0 0
BARR LABS INC COM 068306109 988 35,283 SH SOLE 35,283 0 0
BARRA INC COM 068313105 730 21,541 SH SOLE 21,541 0 0
BARRETT RESOURCES CORP COM 068480201 1493 50,079 SH SOLE 50,079 0 0
BASSETT FURNITURE INDS INC COM 070203104 264 18,845 SH SOLE 18,845 0 0
BAUSCH & LOMB INC COM 071707103 4875 93,419 SH SOLE 93,419 0 0
BAXTER INTL INC COM 071813109 27355 436,371 SH SOLE 436,371 0 0
BE AEROSPACE INC COM 073302101 225 38,231 SH SOLE 38,231 0 0
BEAR STEARNS COMPANIES INC COM 073902108 24451 535,903 SH SOLE 535,903 0 0
BECKMAN COULTER INC COM 075811109 2611 40,685 SH SOLE 40,685 0 0
BECTON, DICKINSON & CO COM 075887109 10495 398,877 SH SOLE 398,877 0 0
BED BATH & BEYOND INC COM 075896100 4199 213,293 SH SOLE 213,293 0 0
BELDEN INC COM 077459105 1030 37,444 SH SOLE 37,444 0 0
BELL ATLANTIC CORP COM 077853109 153695 2,514,435 SH SOLE 2,514,435 0 0
BELLSOUTH CORP COM 079860102 102274 2,181,835 SH SOLE 2,181,835 0 0
BELO, A.H. CORP COM 080555105 2975 166,416 SH SOLE 166,416 0 0
BEMIS CO COM 081437105 2130 57,770 SH SOLE 57,770 0 0
BENCHMARK ELECTRS INC COM 08160H101 923 24,934 SH SOLE 24,934 0 0
BERGEN BRUNSWIG CORP CL COM 083739102 1204 178,377 SH SOLE 178,377 0 0
BERINGER WINE ESTATES HOLDING COM 084102102 1083 30,186 SH SOLE 30,186 0 0
BEST BUY CO INC COM 086516101 26821 311,870 SH SOLE 311,870 0 0
BESTFOODS COM 08658U101 19615 419,019 SH SOLE 419,019 0 0
BETHLEHEM STEEL CORP COM 087509105 869 144809 SH SOLE 144809 0 0
BEVERLY ENTERPRISES INC COM 087851309 455 123,382 SH SOLE 123,382 0 0
BILLING INFO CONCEPTS COM 090063108 417 59,300 SH SOLE 59,300 0 0
BINDLEY WESTN INDS INC COM 090324104 703 51,864 SH SOLE 51,864 0 0
BIO TECHNOLOGY GEN CORP COM 090578105 1261 81,332 SH SOLE 81,332 0 0
BIOGEN INC COM 090597105 15888 227,383 SH SOLE 227,383 0 0
BIOMATRIX INC COM 09060P102 860 35,356 SH SOLE 35,356 0 0
BIOMET INC COM 090613100 4123 170,010 SH SOLE 170,010 0 0
BIRMINGHAM STEEL CORP COM 091250100 239 46,668 SH SOLE 46,668 0 0
BLACK & DECKER CORP COM 091797100 3748 99,790 SH SOLE 99,790 0 0
BLACK BOX CORP COM 091826107 2084 30,099 SH SOLE 30,099 0 0
BLACK HILLS CORP COM 092113109 600 27,207 SH SOLE 27,207 0 0
BLANCH E W HLDGS INC COM 093210102 404 20,220 SH SOLE 20,220 0 0
BLOCK, H & R INC COM 093671105 5035 112,524 SH SOLE 112,524 0 0
BLYTH INC COM 09643P108 1825 66,832 SH SOLE 66,832 0 0
BOB EVANS FARMS COM 096761101 630 50,373 SH SOLE 50,373 0 0
BOEING CO COM 097023105 45995 1,216,407 SH SOLE 1,216,407 0 0
BOISE CASCADE CORP COM 097383103 19348 556,765 SH SOLE 556,765 0 0
BOMBAY CO INC COM 097924104 185 55,796 SH SOLE 55,796 0 0
BOOKS-A-MILLION INC COM 098570104 167 27,790 SH SOLE 27,790 0 0
BORDERS GROUP INC COM 099709107 1853 107,798 SH SOLE 107,798 0 0
BORG-WARNER AUTOMOTIVE, INC COM 099724106 1447 36,755 SH SOLE 36,755 0 0
BOSTON SCIENTIFIC CORP COM 101137107 13446 630,876 SH SOLE 630,876 0 0
BOWATER INC COM 102183100 3929 73,614 SH SOLE 73,614 0 0
BOWNE & CO INC COM 103043105 731 56,740 SH SOLE 56,740 0 0
BRADY CORP COM 104674106 1088 34,870 SH SOLE 34,870 0 0
BRIGGS & STRATTON CORP COM 109043109 5057 122,959 SH SOLE 122,959 0 0
BRIGHTPOINT INC COM 109473108 1005 82,056 SH SOLE 82,056 0 0
BRINKER INTL, INC COM 109641100 2713 91,376 SH SOLE 91,376 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 174637 3,010,989 SH SOLE 3,010,989 0 0
BROADWING INC COM 111620100 11666 313,710 SH SOLE 313,710 0 0
BROWN-FORMAN COM 115637209 4286 78,734 SH SOLE 78,734 0 0
BROWN SHOE INC NEW COM 115736100 337 28,065 SH SOLE 28,065 0 0
BRUNSWICK CORP COM 117043109 2056 108568 SH SOLE 108568 0 0
BRUSH WELLMAN INC COM 117421107 442 25,100 SH SOLE 25,100 0 0
BUCKEYE TECHNOLOGIES INC COM 118255108 975 53,816 SH SOLE 53,816 0 0
BUFFETS INC COM 119882108 461 51,051 SH SOLE 51,051 0 0
BUILDING MATLS HLDG CORP COM 120113105 177 19484 SH SOLE 19484 0 0
BURLINGTON INDUSTRIES INC COM 121693105 215 49,084 SH SOLE 49,084 0 0
BURLINGTON NORTHERN SANTA FE COM 12189T104 17973 790,003 SH SOLE 790,003 0 0
BURLINGTON RESOURCES INC COM 122014103 18284 494,171 SH SOLE 494,171 0 0
BURR BROWN CORP COM 122574106 4649 85,504 SH SOLE 85,504 0 0
BUTLER MFG CO DEL COM 123655102 264 10,816 SH SOLE 10,816 0 0
C&D TECHNOLOGIES INC COM 124661109 589 19,956 SH SOLE 19,956 0 0
CCB FINL CORP COM 124875105 2509 56,701 SH SOLE 56,701 0 0
CBRL GROUP INC COM 12489V106 752 75,186 SH SOLE 75,186 0 0
CBS CORP COM 12490K107 69038 1,219,212 SH SOLE 1,219,212 0 0
C-COR.NET CORP COM 125010108 2416 49,300 SH SOLE 49,300 0 0
C-CUBE MICROSYSTEMS COM 125015107 4542 62,386 SH SOLE 62,386 0 0
C D I CORP COM 125071100 556 29,287 SH SOLE 29,287 0 0
CDW COMPUTER CTRS INC COM 125129106 2606 61,727 SH SOLE 61,727 0 0
CEC ENTMT INC COM 125137109 1134 41,795 SH SOLE 41,795 0 0
CH ENERGY GROUP INC COM 12541M102 787 25,922 SH SOLE 25,922 0 0
C H ROBINSON WORLDWIDE INC COM 12541W100 2175 58,386 SH SOLE 58,386 0 0
CIGNA CORP COM 125509109 14636 193213 SH SOLE 193213 0 0
CKE RESTAURANTS INC COM 12561E105 495 77,627 SH SOLE 77,627 0 0
CLECO CORP NEW COM 12561W105 997 29,986 SH SOLE 29,986 0 0
CK WITCO CORP COM 12562C108 1685 165,362 SH SOLE 165,362 0 0
CMP GROUP INC COM 125887109 1287 44184 SH SOLE 44184 0 0
CMS ENERGY CORP COM 125896100 2318 127,874 SH SOLE 127,874 0 0
CPI CORP COM 125902106 324 13,897 SH SOLE 13,897 0 0
CNF TRANSPORTATION INC COM 12612W104 1882 67,823 SH SOLE 67,823 0 0
CSG SYS INTL INC COM 126349109 3694 75,681 SH SOLE 75,681 0 0
CSX CORP COM 126408103 7701 327,704 SH SOLE 327,704 0 0
CTS CORP COM 126501105 2412 42,320 SH SOLE 42,320 0 0
CUNO INC COM 126583103 680 25,080 SH SOLE 25,080 0 0
CVS INC COM 126650100 16896 449,814 SH SOLE 449,814 0 0
CABLETRON SYSTEMS INC COM 126920107 6081 207,004 SH SOLE 207,004 0 0
CABLE DESIGN TECHNOLOGIES CO COM 126924109 1474 43,424 SH SOLE 43,424 0 0
CABOT CORP COM 127055101 2839 93,074 SH SOLE 93,074 0 0
CABOT OIL & GAS CORP COM 127097103 696 38,542 SH SOLE 38,542 0 0
CADENCE DESIGN SYSTEMS, INC COM 127387108 7251 351,554 SH SOLE 351,554 0 0
CAL DIVE INTL INC COM 127914109 1208 23,804 SH SOLE 23,804 0 0
CALLAWAY GOLF CO COM 131193104 1621 104,581 SH SOLE 104,581 0 0
CALPINE CORP COM 131347106 15323 326,012 SH SOLE 326,012 0 0
CAMBREX CORP COM 132011107 1645 37,820 SH SOLE 37,820 0 0
CAMBRIDGE TECH PARTNER COM 132524109 1111 81,919 SH SOLE 81,919 0 0
CAMPBELL SOUP CO COM 134429109 19758 642,536 SH SOLE 642,536 0 0
CANANDAIGUA BRANDS INC COM 137219200 1416 27,755 SH SOLE 27,755 0 0
CAPITAL ONE FINL CORP COM 14040H105 10326 215,398 SH SOLE 215,398 0 0
CARAUSTAR INDUSTRIES INC COM 140909102 553 39,174 SH SOLE 39,174 0 0
CARDINAL HEALTH INC COM 14149Y108 21512 468,917 SH SOLE 468,917 0 0
CARLISLE COMPANIES INC COM 142339100 1653 41,329 SH SOLE 41,329 0 0
CARMIKE CINEMAS INC COM 143436103 95 17,478 SH SOLE 17,478 0 0
CARNIVAL CORP COM 143658102 23031 928,221 SH SOLE 928,221 0 0
CAROLINA FIRST CORP COM 143877108 519 39,535 SH SOLE 39,535 0 0
CAROLINA POWER & LIGHT COM 144141108 5717 176,232 SH SOLE 176,232 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 586 28,159 SH SOLE 28,159 0 0
CARTER-WALLACE INC COM 146285101 1139 60,762 SH SOLE 60,762 0 0
CASCADE NAT GAS CORP COM 147339105 274 16979 SH SOLE 16979 0 0
CASEYS GEN STORES INC COM 147528103 882 81,071 SH SOLE 81,071 0 0
CASH AMER INTL INC COM 14754D100 485 39,022 SH SOLE 39,022 0 0
CASTLE A M & CO COM 148411101 270 21,595 SH SOLE 21,595 0 0
CATALINA MARKETING CORP COM 148867104 2846 28,110 SH SOLE 28,110 0 0
CATERPILLAR INC COM 149123101 21217 537,984 SH SOLE 537,984 0 0
CATO CORP NEW COM 149205106 478 40,667 SH SOLE 40,667 0 0
CENDANT CORP COM 151313103 21559 1,165,332 SH SOLE 1,165,332 0 0
CENTEX CORP COM 152312104 2135 89,654 SH SOLE 89,654 0 0
CENTIGRAM COMMUNICATIONS CORP COM 152317103 176 9,267 SH SOLE 9,267 0 0
CENTRAL & SOUTH WEST CORP COM 152357109 4021 234,828 SH SOLE 234,828 0 0
CENTRAL PKG CORP COM 154785109 1133 56,641 SH SOLE 56,641 0 0
CENTRAL VT PUB SVC CORP COM 155771108 184 17625 SH SOLE 17625 0 0
CENTURA BANKS INC COM 15640T100 2778 60,629 SH SOLE 60,629 0 0
CENTURYTEL INC COM 156700106 5727 154,251 SH SOLE 154,251 0 0
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GRACO INC COM 384109104 910 31,385 SH SOLE 31,385 0 0
GRAINGER, W. W. INC COM 384802104 19199 353,907 SH SOLE 353,907 0 0
GRANITE CONSTRUCTION INC COM 387328107 971 35,949 SH SOLE 35,949 0 0
GR ATLANTIC & PACIFIC TEA CO COM 390064103 886 45449 SH SOLE 45449 0 0
GREAT LAKES CHEMICAL CORP COM 390568103 2159 63,508 SH SOLE 63,508 0 0
GREAT PLAINS SOFTWARE COM 39119E105 1284 24,065 SH SOLE 24,065 0 0
GREEN MOUNTAIN PWR CORP COM 393154109 55 8,273 SH SOLE 8,273 0 0
GREENPOINT FINANCIAL CORP COM 395384100 2985 152,083 SH SOLE 152,083 0 0
GRIFFON CORP COM 398433102 358 45,861 SH SOLE 45,861 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 380 32,661 SH SOLE 32,661 0 0
GTECH HOLDINGS CORP COM 400518106 859 46,256 SH SOLE 46,256 0 0
GUIDANT CORP COM 401698105 32144 545,970 SH SOLE 545,970 0 0
GUILFORD MLS INC COM 401794102 227 29,503 SH SOLE 29,503 0 0
GYMBOREE CORP COM 403777105 154 37,426 SH SOLE 37,426 0 0
HNC SOFTWARE INC COM 40425P107 2721 37756 SH SOLE 37756 0 0
HSB GROUP INC COM 40428N109 1126 38,911 SH SOLE 38,911 0 0
HS RESOURCES INC COM 404297103 611 28,904 SH SOLE 28,904 0 0
HA-LO INDS INC COM 404429102 590 74,885 SH SOLE 74,885 0 0
HADCO CORP COM 404681108 1359 20,954 SH SOLE 20,954 0 0
HAGGAR CORP COM 405173105 146 10,594 SH SOLE 10,594 0 0
HAIN FOOD GROUP INC COM 405219106 790 27,914 SH SOLE 27,914 0 0
HALLIBURTON CO COM 406216101 29195 709,917 SH SOLE 709,917 0 0
HANCOCK FABRICS INC COM 409900107 84 29,195 SH SOLE 29,195 0 0
HANGER ORTHOPEDIC GROUP INC COM 41043F208 154 29,338 SH SOLE 29,338 0 0
HANNA M A CO COM 410522106 714 63,073 SH SOLE 63,073 0 0
HANNAFORD BROTHERS CO COM 410550107 4464 60,530 SH SOLE 60,530 0 0
HANOVER COMPRESSOR CO COM 410768105 1139 40,049 SH SOLE 40,049 0 0
HARBINGER CORP COM 41145C103 1733 59,512 SH SOLE 59,512 0 0
HARCOURT GENERAL INC COM 41163G101 3989 107,091 SH SOLE 107,091 0 0
HARLAND, JOHN H. CO COM 412693103 628 46,494 SH SOLE 46,494 0 0
HARLEY-DAVIDSON INC COM 412822108 9018 227,214 SH SOLE 227,214 0 0
HARMAN INTL INDS INC COM 413086109 1583 26,376 SH SOLE 26,376 0 0
HARMON INDS INC NEW COM 413136102 316 17444 SH SOLE 17444 0 0
HARRAHS ENTERTAINMENT, INC COM 413619107 3667 197548 SH SOLE 197548 0 0
HARRIS CORP COM 413875105 3402 98,423 SH SOLE 98,423 0 0
HARSCO CORP COM 415864107 1596 55,159 SH SOLE 55,159 0 0
HARTE HANKS INC COM 416196103 2183 96,227 SH SOLE 96,227 0 0
HARTFORD FINCL SERVICES GRP COM 416515104 31019 588,031 SH SOLE 588,031 0 0
HARTMARX CORP COM 417119104 124 45,225 SH SOLE 45,225 0 0
HASBRO INC COM 418056107 5364 321,413 SH SOLE 321,413 0 0
HAWAIIAN ELECTRIC INDUSTRIES COM 419870100 1396 43,889 SH SOLE 43,889 0 0
HEALTHSOUTH CORP COM 421924101 2569 451,682 SH SOLE 451,682 0 0
HEALTH MANAGEMENT ASSOCIATES COM 421933102 5105 358,242 SH SOLE 358,242 0 0
HEARTLAND EXPRESS INC COM 422347104 648 46,115 SH SOLE 46,115 0 0
HEILIG-MEYERS CO COM 422893107 231 58,728 SH SOLE 58,728 0 0
HEINZ, H. J. CO COM 423074103 18712 536,546 SH SOLE 536,546 0 0
HELIX TECHNOLOGY CORP COM 423319102 2063 34344 SH SOLE 34344 0 0
HELMERICH & PAYNE COM 423452101 2145 69,184 SH SOLE 69,184 0 0
HENRY JACK & ASSOC INC COM 426281101 2293 62,171 SH SOLE 62,171 0 0
HERCULES INC COM 427056106 2108 130,712 SH SOLE 130,712 0 0
HERSHEY FOODS CORP COM 427866108 12726 261,038 SH SOLE 261,038 0 0
HEWLETT PACKARD CO COM 428236103 204175 1,536,594 SH SOLE 1,536,594 0 0
HIBERNIA CORP - CL A COM 428656102 2359 224,635 SH SOLE 224,635 0 0
HILB ROGAL & HAMILTON CO COM 431294107 551 20,170 SH SOLE 20,170 0 0
HILLENBRAND INDS INC COM 431573104 3117 91,689 SH SOLE 91,689 0 0
HILTON HOTELS CORP COM 432848109 4358 562,282 SH SOLE 562,282 0 0
HISPANIC BROADCASTIN COM 43357B104 4446 78,521 SH SOLE 78,521 0 0
HOLOGIC INC COM 436440101 187 23619 SH SOLE 23619 0 0
HOME DEPOT INC COM 437076102 224300 3,477,517 SH SOLE 3,477,517 0 0
HOMESTAKE MINING CO COM 437614100 4384 730,633 SH SOLE 730,633 0 0
HON INDUSTRIES COM 438092108 2142 83,198 SH SOLE 83,198 0 0
HONEYWELL INTL INC COM 438516106 65651 1,246,040 SH SOLE 1,246,040 0 0
HOOPER HOLMES INC COM 439104100 853 49,715 SH SOLE 49,715 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 991 53,725 SH SOLE 53,725 0 0
HORMEL FOODS CORP COM 440452100 3369 204,978 SH SOLE 204,978 0 0
HOUGHTON MIFFLIN CO COM 441560109 1839 43,328 SH SOLE 43,328 0 0
HOUSEHOLD INTL INC COM 441815107 31804 852,367 SH SOLE 852,367 0 0
HUBBELL INC - CL B COM 443510201 2489 90,911 SH SOLE 90,911 0 0
HUDSON UNITED BANCORP COM 444165104 1683 77,604 SH SOLE 77,604 0 0
HUFFY CORP COM 444356109 68 15,615 SH SOLE 15,615 0 0
HUGHES SUPPLY INC COM 444482103 560 36,160 SH SOLE 36,160 0 0
HUMANA INC COM 444859102 1772 242,267 SH SOLE 242,267 0 0
HUNT,J.B. TRANSPORT SVCS INC COM 445658107 605 44,201 SH SOLE 44,201 0 0
HUNTINGTON BANCSHARES INC COM 446150104 5372 264,089 SH SOLE 264,089 0 0
HUTCHINSON TECHNOLOGY COM 448407106 671 38,058 SH SOLE 38,058 0 0
ICN PHARMACEUTICALS INC NEW COM 448924100 3004 110,227 SH SOLE 110,227 0 0
HYPERION SOLUTIONS CORP COM 44914M104 1601 49,252 SH SOLE 49,252 0 0
IBP INC COM 449223106 2340 148,561 SH SOLE 148,561 0 0
IDEC PHARMCEUTICALS COM 449370105 6389 65,027 SH SOLE 65,027 0 0
IHOP CORP COM 449623107 433 30,924 SH SOLE 30,924 0 0
IMC GLOBAL INC COM 449669100 2362 160,825 SH SOLE 160,825 0 0
IMCO RECYCLING INC COM 449681105 281 25,438 SH SOLE 25,438 0 0
IMS HEALTH INC COM 449934108 7936 468,553 SH SOLE 468,553 0 0
ITT INDUSTRIES INC COM 450911102 3171 102079 SH SOLE 102079 0 0
IDACORP INC COM 451107106 1811 52,116 SH SOLE 52,116 0 0
IDEX CORP COM 45167R104 1241 45,548 SH SOLE 45,548 0 0
IDEXX LABS CORP COM 45168D104 1310 56205 SH SOLE 56205 0 0
IKON OFFICE SOLUTIONS COM 451713101 1569 253,570 SH SOLE 253,570 0 0
ILLINOIS TOOL WORKS COM 452308109 18416 333,314 SH SOLE 333,314 0 0
IMATION CORP COM 45245A107 1341 50,238 SH SOLE 50,238 0 0
IMMUNE RESPONSE CORP COM 45252T106 459 39,900 SH SOLE 39,900 0 0
INACOM CORP COM 45323G109 193 70,150 SH SOLE 70,150 0 0
INCO LIMITED COM 453258402 3895 211,979 SH SOLE 211,979 0 0
INCYTE PHARMACEUTICALS INC COM 45337C102 3877 44,341 SH SOLE 44,341 0 0
INDIANA ENERGY INC COM 454707100 996 51,095 SH SOLE 51,095 0 0
INFINITY BROADCASTING CP NEW COM 45662S102 2188 67,569 SH SOLE 67,569 0 0
INFORMIX CORP COM 456779107 6578 388,350 SH SOLE 388,350 0 0
INGERSOLL-RAND CO COM 456866102 13275 299,991 SH SOLE 299,991 0 0
INFORMATION RESOURCES INC COM 456905108 346 43309 SH SOLE 43309 0 0
INNOVEX INC COM 457647105 223 22,787 SH SOLE 22,787 0 0
INPUT/OUTPUT INC COM 457652105 477 77,932 SH SOLE 77,932 0 0
INSIGHT ENTERPRISES INC COM 45765U103 1448 39,749 SH SOLE 39,749 0 0
INSITUFORM TECH INC CL A COM 457667103 1183 38,624 SH SOLE 38,624 0 0
INSTEEL INDUSTRIES INC COM 45774W108 73 13,002 SH SOLE 13,002 0 0
INSURANCE AUTO AUCTIONS INC COM 457875102 300 17,783 SH SOLE 17,783 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 5285 133,385 SH SOLE 133,385 0 0
INTEL CORP COM 458140100 331351 5022847 SH SOLE 5022847 0 0
INTER TEL INC SER A COM 458372109 1090 39,826 SH SOLE 39,826 0 0
INTERFACE INC CL A COM 458665106 344 80,905 SH SOLE 80,905 0 0
INTERIM SVCS INC COM 45868P100 1812 97,637 SH SOLE 97,637 0 0
INTERMAGNETICS GEN CORP COM 458771102 328 19,900 SH SOLE 19,900 0 0
INTERMET CORP COM 45881K104 356 38,975 SH SOLE 38,975 0 0
INTL BUSINESS MACHINE COM 459200101 319746 2,709,711 SH SOLE 2,709,711 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 4238 120872 SH SOLE 120872 0 0
INTL GAME TECHNOLOGY COM 459902102 2272 104750 SH SOLE 104750 0 0
INTL MULTIFOODS CORP COM 460043102 253 18,930 SH SOLE 18,930 0 0
INTL PAPER CO COM 460146103 28889 675,756 SH SOLE 675,756 0 0
INTL RECTIFIER CORP COM 460254105 3579 93,880 SH SOLE 93,880 0 0
INTL SPEEDWAY CORP COM 460335201 3398 75,616 SH SOLE 75,616 0 0
INTERPUBLIC GROUP OF COS COM 460690100 20187 427,241 SH SOLE 427,241 0 0
INTERSTATE BAKERIES CORP DEL COM 46072H108 1341 94,098 SH SOLE 94,098 0 0
INTERVOICE-BRITE INC COM 461142101 1424 49,307 SH SOLE 49,307 0 0
INTUIT INC COM 461202103 15430 283,776 SH SOLE 283,776 0 0
INVACARE CORP COM 461203101 1264 46,076 SH SOLE 46,076 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1516 42,997 SH SOLE 42,997 0 0
INVESTORS FINL SERVICES CORP COM 461915100 660 22,425 SH SOLE 22,425 0 0
IONICS INC COM 462218108 635 24,857 SH SOLE 24,857 0 0
IPALCO ENTERPRISES INC COM 462613100 2337 119,865 SH SOLE 119,865 0 0
ITRON INC COM 465741106 159 22,988 SH SOLE 22,988 0 0
IVAX CORP COM 465823102 6213 227,996 SH SOLE 227,996 0 0
J & J SNACK FOODS CORP COM 466032109 275 13,860 SH SOLE 13,860 0 0
JLG INDS INC COM 466210101 627 68,217 SH SOLE 68,217 0 0
JABIL CIRCUIT INC COM 466313103 10954 253,268 SH SOLE 253,268 0 0
JACK IN THE BOX INC COM 466367109 1254 58837 SH SOLE 58837 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 1103 34,618 SH SOLE 34,618 0 0
JAKKS PACIFIC INC COM 47012E106 626 29,025 SH SOLE 29,025 0 0
JAN BELL MARKETING INC COM 470760109 99 34,473 SH SOLE 34,473 0 0
JEFFERIES GROUP INC NEW COM 472319102 842 36,805 SH SOLE 36,805 0 0
JEFFERSON-PILOT CORP COM 475070108 7991 120,049 SH SOLE 120,049 0 0
JO-ANN STORES INC COM 47758P109 230 27,410 SH SOLE 27,410 0 0
JOHNSON & JOHNSON COM 478160104 146682 2,088,001 SH SOLE 2,088,001 0 0
JOHNSON CONTROLS INC COM 478366107 5490 101,553 SH SOLE 101,553 0 0
JONES APPAREL GROUP INC COM 480074103 5555 175,637 SH SOLE 175,637 0 0
JONES PHARMA INC COM 480236108 3036 99,965 SH SOLE 99,965 0 0
JOSTENS INC COM 481088102 1239 50,833 SH SOLE 50,833 0 0
JUSTIN INDS INC COM 482171105 705 39,169 SH SOLE 39,169 0 0
KLA-TENCOR CORP COM 482480100 23680 281,073 SH SOLE 281,073 0 0
K MART CORP COM 482584109 5601 578,118 SH SOLE 578,118 0 0
K-SWISS INC COM 482686102 245 16,510 SH SOLE 16,510 0 0
K2 INC COM 482732104 218 27,513 SH SOLE 27,513 0 0
KAMAN CORP COM 483548103 349 35,775 SH SOLE 35,775 0 0
KANSAS CITY POWER & LIGHT CO. COM 485134100 2515 86,735 SH SOLE 86,735 0 0
KANSAS CITY SOUTHERN INDS COM 485170104 28526 165,970 SH SOLE 165,970 0 0
KAUFMAN & BROAD HOME COM 486168107 1174 54,750 SH SOLE 54,750 0 0
KAYDON CORP COM 486587108 1120 41,001 SH SOLE 41,001 0 0
KEANE INC COM 486665102 2555 101,169 SH SOLE 101,169 0 0
KELLOGG CO COM 487836108 15117 587,087 SH SOLE 587,087 0 0
KELLWOOD CO COM 488044108 752 42,803 SH SOLE 42,803 0 0
KELLY SERVICES INC-CL COM 488152208 1166 48,706 SH SOLE 48,706 0 0
KEMET CORP COM 488360108 2113 66,806 SH SOLE 66,806 0 0
KENNAMETAL INC COM 489170100 1214 40,397 SH SOLE 40,397 0 0
KENT ELECTRONICS CORP COM 490553104 1263 43,276 SH SOLE 43,276 0 0
KERR-MCGEE CORP COM 492386107 9080 157,228 SH SOLE 157,228 0 0
KEYCORP COM 493267108 22786 1,199,253 SH SOLE 1,199,253 0 0
KEYSPAN CORP COM 49337W100 5283 191,224 SH SOLE 191,224 0 0
KEYSTONE FINANCIAL INC COM 493482103 1200 65,304 SH SOLE 65,304 0 0
KIMBERLY-CLARK CORP COM 494368103 46349 826,731 SH SOLE 826,731 0 0
KINDER MORGAN INC KANS COM 49455P101 5566 161,334 SH SOLE 161,334 0 0
KIRBY CORP COM 497266106 745 37,725 SH SOLE 37,725 0 0
KNIGHT-RIDDER INC COM 499040103 6659 129,939 SH SOLE 129,939 0 0
KOHLS CORP COM 500255104 12714 248,070 SH SOLE 248,070 0 0
KOMAG INC COM 500453105 319 84,015 SH SOLE 84,015 0 0
KROGER CO COM 501044101 22010 1,253,232 SH SOLE 1,253,232 0 0
KROLL O GARA CO COM 501050108 373 34,143 SH SOLE 34,143 0 0
KRONOS INC COM 501052104 571 19262 SH SOLE 19262 0 0
KULICKE & SOFFA INDS INC COM 501242101 1165 36,365 SH SOLE 36,365 0 0
L G & E ENERGY CORP COM 501917108 4241 185,395 SH SOLE 185,395 0 0
LSI LOGIC CORP COM 502161102 33505 461,343 SH SOLE 461,343 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 2380 45,818 SH SOLE 45,818 0 0
LA Z BOY INC COM 505336107 1451 94,362 SH SOLE 94,362 0 0
LABOR READY INC COM 505401208 649 65,767 SH SOLE 65,767 0 0
LACLEDE GAS CO COM 505588103 580 29,019 SH SOLE 29,019 0 0
LANCASTER COLONY CORORATION COM 513847103 1685 55,139 SH SOLE 55,139 0 0
LANCE INC COM 514606102 366 34,458 SH SOLE 34,458 0 0
LANDS END INC COM 515086106 2534 41337 SH SOLE 41337 0 0
LANDRYS SEAFOOD RESTAURANTS COM 51508L103 243 38,157 SH SOLE 38,157 0 0
LANDSTAR SYS INC COM 515098101 802 14,650 SH SOLE 14,650 0 0
LANIER WORLDWIDE INC COM 51589L105 73 35500 SH SOLE 35500 0 0
LASER VISION CTRS INC COM 51807H100 269 38,745 SH SOLE 38,745 0 0
LASON INC COM 51808R107 192 29,047 SH SOLE 29,047 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 4987 73,672 SH SOLE 73,672 0 0
LAWSON PRODUCTS COM 520776105 379 15,908 SH SOLE 15,908 0 0
LEAR CORP COM 521865105 2649 94,180 SH SOLE 94,180 0 0
LEE ENTERPRISES COM 523768109 1592 60,932 SH SOLE 60,932 0 0
LEGATO SYSTEMS INC COM 524651106 5442 121,957 SH SOLE 121,957 0 0
LEGGETT & PLATT INC COM 524660107 6304 293,216 SH SOLE 293,216 0 0
LEGG MASON INC COM 524901105 3528 81,565 SH SOLE 81,565 0 0
LEHMAN BROS HLDGS INC COM 524908100 18345 189,125 SH SOLE 189,125 0 0
LENNOX INTL INC COM 526107107 770 87,999 SH SOLE 87,999 0 0
LEXMARK INTL INC COM 529771107 20559 194,409 SH SOLE 194,409 0 0
LIBBEY INC COM 529898108 677 24,720 SH SOLE 24,720 0 0
LILLIAN VERNON CORP COM 532430105 131 13,833 SH SOLE 13,833 0 0
LILLY, ELI & CO COM 532457108 102858 1,642,444 SH SOLE 1,642,444 0 0
LILLY INDS INC COM 532491107 442 35,721 SH SOLE 35,721 0 0
LIMITED INC COM 532716107 7352 349,057 SH SOLE 349,057 0 0
LINCARE HLDGS INC COM 532791100 2131 75,093 SH SOLE 75,093 0 0
LINCOLN NATIONAL CORP COM 534187109 14175 423,124 SH SOLE 423,124 0 0
LINDSAY MFG CO COM 535555106 327 19,068 SH SOLE 19,068 0 0
LINEAR TECHNOLOGY CORP COM 535678106 29157 530,136 SH SOLE 530,136 0 0
LINENS'N THINGS COM 535679104 2077 60,644 SH SOLE 60,644 0 0
LIPOSOME CO INC COM 536310105 1051 60,191 SH SOLE 60,191 0 0
LITTON INDUSTRIES INC COM 538021106 2810 63,582 SH SOLE 63,582 0 0
LIZ CLAIBORNE INC COM 539320101 4117 89,871 SH SOLE 89,871 0 0
LOCKHEED MARTIN CORP COM 539830109 8936 437,251 SH SOLE 437,251 0 0
LOEWS CORP COM 540424108 6161 123,226 SH SOLE 123,226 0 0
LONESTAR STEAKHOUSE SALOON COM 542307103 390 38,252 SH SOLE 38,252 0 0
LONGS DRUG STORES INC COM 543162101 1029 45,209 SH SOLE 45,209 0 0
LONGVIEW FIBRE CO COM 543213102 1012 68,617 SH SOLE 68,617 0 0
LOUIS DREYFUS NAT GAS CORP COM 546011107 677 19,900 SH SOLE 19,900 0 0
LOUISIANA-PACIFIC CORP COM 546347105 1631 117,565 SH SOLE 117,565 0 0
LOWES COMPANIES COM 548661107 26907 460,927 SH SOLE 460,927 0 0
LUBRIZOL CORP COM 549271104 2196 76,228 SH SOLE 76,228 0 0
LUBYS INC COM 549282101 325 34,464 SH SOLE 34,464 0 0
LUCENT TECHNOLOGIES INC COM 549463107 293283 4788301 SH SOLE 4788301 0 0
LYDALL INC DEL COM 550819106 211 24,107 SH SOLE 24,107 0 0
LYONDELL CHEMICAL CO COM 552078107 2400 162709 SH SOLE 162709 0 0
MAF BANCORP INC COM 55261R108 599 36,980 SH SOLE 36,980 0 0
MBIA INC COM 55262C100 22345 429,200 SH SOLE 429,200 0 0
MBNA CORP COM 55262L100 30747 1,205,755 SH SOLE 1,205,755 0 0
M D C HLDGS INC COM 552676108 615 34303 SH SOLE 34303 0 0
MCN ENERGY GROUP INC COM 55267J100 3038 121,534 SH SOLE 121,534 0 0
MCI WORLDCOM INC COM 55268B106 191917 4,235,405 SH SOLE 4,235,405 0 0
MGIC INVESTMENT CORP COM 552848103 5312 121,768 SH SOLE 121,768 0 0
M S CARRIERS INC COM 553533100 444 18,911 SH SOLE 18,911 0 0
MACDERMID INC COM 554273102 1269 47,893 SH SOLE 47,893 0 0
MACROMEDIA INC COM 556100105 6389 70,744 SH SOLE 70,744 0 0
MAGELLAN HEALTH SVCS INC COM 559079108 237 49,157 SH SOLE 49,157 0 0
MAGNETEK INC COM 559424106 220 24,440 SH SOLE 24,440 0 0
MALLINCKRODT INC COM 561232109 2437 84774 SH SOLE 84774 0 0
MANDALAY RESORT GROU COM 562567107 2120 125,608 SH SOLE 125,608 0 0
MANITOWOC CO., INC COM 563571108 1100 40,008 SH SOLE 40,008 0 0
MANOR CARE INC COM 564055101 2034 150,677 SH SOLE 150,677 0 0
MANPOWER INC WISCONSIN COM 56418H100 3834 107,992 SH SOLE 107,992 0 0
MARCHFIRST INC COM 566244109 7880 220,809 SH SOLE 220,809 0 0
MARCUS CORP COM 566330106 594 45,924 SH SOLE 45,924 0 0
MARK IV INDUSTRIES INC COM 570387100 1381 62,577 SH SOLE 62,577 0 0
MARSH & MCLENNAN COMPANIES COM 571748102 34221 310,219 SH SOLE 310,219 0 0
MARSHALL & ILSLEY CORP COM 571834100 8878 153,737 SH SOLE 153,737 0 0
MARRIOTT INTL INC NEW COM 571903202 9025 286,512 SH SOLE 286,512 0 0
MARTIN MARIETTA MATERIALS COM 573284106 3129 65,869 SH SOLE 65,869 0 0
MASCO CORP COM 574599106 13784 672,368 SH SOLE 672,368 0 0
MASCOTECH INC COM 574670105 844 68,516 SH SOLE 68,516 0 0
MATERIAL SCIENCIES CORP COM 576674105 319 23,607 SH SOLE 23,607 0 0
MATTEL INC COM 577081102 5050 480,972 SH SOLE 480,972 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 28569 402,032 SH SOLE 402,032 0 0
MAY DEPARTMENT STORES CO COM 577778103 14306 501,948 SH SOLE 501,948 0 0
MAXXAM INC COM 577913106 202 7,088 SH SOLE 7,088 0 0
MAXIMUS INC COM 577933104 987 32,372 SH SOLE 32,372 0 0
MAYTAG CORP COM 578592107 4259 128,585 SH SOLE 128,585 0 0
MCCORMICK & CO COM 579780206 3225 100,003 SH SOLE 100,003 0 0
MCDERMOTT INTL, INC COM 580037109 833 90645 SH SOLE 90645 0 0
MCDONALDS CORP COM 580135101 74329 1,988,736 SH SOLE 1,988,736 0 0
MCGRAW-HILL INC COM 580645109 13436 295,303 SH SOLE 295,303 0 0
MCKESSON HBOC INC COM 58155Q103 6815 324,531 SH SOLE 324,531 0 0
MCWHORTER TECHNOLOGIES INC COM 582803102 184 15,296 SH SOLE 15,296 0 0
MEAD CORP COM 582834107 3960 113,348 SH SOLE 113,348 0 0
MEDIA GENERAL INC -CL COM 584404107 1947 37,173 SH SOLE 37,173 0 0
MEDIAONE GROUP INC COM 58440J104 78534 969,560 SH SOLE 969,560 0 0
MEDICIS PHARMACEUTICAL CORP COM 584690309 1795 44,868 SH SOLE 44,868 0 0
MEDIMMUNE INC COM 584699102 5695 98,112 SH SOLE 98,112 0 0
MEDQUIST INC COM 584949101 1501 55,195 SH SOLE 55,195 0 0
MEDTRONIC INC COM 585055106 88191 1,714,522 SH SOLE 1,714,522 0 0
MELLON FINL CORP COM 58551A108 16711 561,701 SH SOLE 561,701 0 0
MENS WEARHOUSE INC COM 587118100 1909 64,433 SH SOLE 64,433 0 0
MENTOR CORP MINN COM 587188103 1008 37,321 SH SOLE 37,321 0 0
MENTOR GRAPHICS CORP COM 587200106 1335 88,283 SH SOLE 88,283 0 0
MERCANTILE BANKSHARES CORP COM 587405101 2972 97,235 SH SOLE 97,235 0 0
MERCK & CO COM 589331107 218564 3,518,125 SH SOLE 3,518,125 0 0
MERCURY COMPUTER SYS COM 589378108 1584 32,400 SH SOLE 32,400 0 0
MERCURY INTERACTIVE CP COM 589405109 9346 117,934 SH SOLE 117,934 0 0
MEREDITH CORP COM 589433101 1637 59,136 SH SOLE 59,136 0 0
MERITOR AUTOMOTIVE INC COM 59000G100 1931 91,612 SH SOLE 91,612 0 0
MERRILL LYNCH & CO COM 590188108 60567 576,828 SH SOLE 576,828 0 0
MESA AIR GROUP INC COM 590479101 329 52,640 SH SOLE 52,640 0 0
METHODE ELECTRS INC COM 591520200 2796 55,361 SH SOLE 55,361 0 0
MICHAEL FOOD INC NEW COM 594079105 655 31,177 SH SOLE 31,177 0 0
MICHAELS STORES INC COM 594087108 1935 47,492 SH SOLE 47,492 0 0
MICREL INC COM 594793101 3043 63,391 SH SOLE 63,391 0 0
MICROS SYS INC COM 594901100 1603 25,473 SH SOLE 25,473 0 0
MICROSOFT CORP COM 594918104 829822 7,810,087 SH SOLE 7,810,087 0 0
MICROAGE INC COM 594928103 74 31,511 SH SOLE 31,511 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 7259 110,398 SH SOLE 110,398 0 0
MICRON TECHNOLOGY INC COM 595112103 25784 409263 SH SOLE 409263 0 0
MIDAS GROUP INC COM 595626102 600 25,006 SH SOLE 25,006 0 0
MIDWEST EXPRESS HLDGS INC COM 597911106 557 21,721 SH SOLE 21,721 0 0
MIDWAY GAMES INC COM 598148104 774 58399 SH SOLE 58399 0 0
MILACRON INC COM 598709103 590 40881 SH SOLE 40881 0 0
MILLENNIUM PHARMACTC COM 599902103 4196 64,619 SH SOLE 64,619 0 0
MILLER, HERMAN INC COM 600544100 3142 112,208 SH SOLE 112,208 0 0
MILLIPORE CORP COM 601073109 3898 69,060 SH SOLE 69,060 0 0
MINERALS TECHNOLOGIES INC COM 603158106 1280 28,725 SH SOLE 28,725 0 0
MINIMED INC COM 60365K108 5780 44,632 SH SOLE 44,632 0 0
MINNESOTA MINING & MFG. CO. COM 604059105 55251 623,865 SH SOLE 623,865 0 0
MINNESOTA POWER & LIGHT CO COM 604110106 1688 101,505 SH SOLE 101,505 0 0
MIRAGE RESORTS INC COM 60462E104 5450 281,296 SH SOLE 281,296 0 0
MISSISSIPPI CHEM CORP COM 605288208 274 40169 SH SOLE 40169 0 0
MODINE MANUFACTURING CO COM 607828100 980 39,002 SH SOLE 39,002 0 0
MODIS PROFESSIONAL SVCS INC COM 607830106 1668 134,820 SH SOLE 134,820 0 0
MOHAWK INDS INC COM 608190104 1889 84,409 SH SOLE 84,409 0 0
MOLEX INC COM 608554101 13939 237,252 SH SOLE 237,252 0 0
MONACO COACH CORP COM 60886R103 551 28,995 SH SOLE 28,995 0 0
MONSANTO CO COM 611662107 49175 954,859 SH SOLE 954,859 0 0
MONTANA POWER CO COM 612085100 10174 158,961 SH SOLE 158,961 0 0
MORGAN, J.P. & CO COM 616880100 25586 194,199 SH SOLE 194,199 0 0
MORGAN KEEGAN INC COM 617410105 771 44,700 SH SOLE 44,700 0 0
MORGAN S D WITTER DISCOVER COM 617446448 133275 1,608,139 SH SOLE 1,608,139 0 0
MORRISON KNUDSEN CORP NEW COM 61844A109 593 80,472 SH SOLE 80,472 0 0
MOTOROLA INC COM 620076109 52079 1,070,122 SH SOLE 1,070,122 0 0
MUELLER INDS INC COM 624756102 1633 53,757 SH SOLE 53,757 0 0
MURPHY OIL CORP COM 626717102 3692 64,061 SH SOLE 64,061 0 0
MUTUAL RISK MGMT LTD COM 628351108 1344 67,185 SH SOLE 67,185 0 0
MYERS INDS INC COM 628464109 335 30,734 SH SOLE 30,734 0 0
MYLAN LABORATORIES COM 628530107 5111 185,854 SH SOLE 185,854 0 0
NBTY INC COM 628782104 1392 101,667 SH SOLE 101,667 0 0
NCH CORP COM 628850109 255 5,631 SH SOLE 5,631 0 0
NCO GROUP INC COM 628858102 1072 33,567 SH SOLE 33,567 0 0
NCR CORP COM 62886E108 5893 146,864 SH SOLE 146,864 0 0
NFO WORLDWIDE INC COM 62910N108 800 34,344 SH SOLE 34,344 0 0
NABISCO GROUP HLDG CORP COM 62952P102 4511 373,959 SH SOLE 373,959 0 0
NABORS INDUSTRIES COM 629568106 7780 200,452 SH SOLE 200,452 0 0
NACCO INDUSTRIES -CL A COM 629579103 2103 43,880 SH SOLE 43,880 0 0
NASH FINCH CO COM 631158102 142 17,432 SH SOLE 17,432 0 0
NASHUA CORP COM 631226107 76 9,058 SH SOLE 9,058 0 0
NATIONAL CITY CORP COM 635405103 20546 996172 SH SOLE 996172 0 0
NATIONAL COMM BANCORP COM 635449101 2831 153,051 SH SOLE 153,051 0 0
NATIONAL COMPUTER SYS INC COM 635519101 2496 49,189 SH SOLE 49,189 0 0
NATIONAL DATA CORP COM 635621105 1315 50,583 SH SOLE 50,583 0 0
NATIONAL DISC BROKERS GROUP COM 635646102 1289 26,116 SH SOLE 26,116 0 0
NATIONAL FUEL GAS CO COM 636180101 2434 54,624 SH SOLE 54,624 0 0
NATIONAL INSTRUMENTS COM 636518102 3608 76,871 SH SOLE 76,871 0 0
NATIONAL PRESTO INDS, INC COM 637215104 368 11,291 SH SOLE 11,291 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 15680 258,103 SH SOLE 258,103 0 0
NATIONAL SERVICE INDS, INC COM 637657107 1005 47,695 SH SOLE 47,695 0 0
NATURES SUNSHINE PRODUCTS COM 639027101 211 26394 SH SOLE 26394 0 0
NAUTICA ENTERPRISES COM 639089101 625 53,228 SH SOLE 53,228 0 0
NAVISTAR INTL COM 63934E108 3829 95,426 SH SOLE 95,426 0 0
NAVIGANT CONSULTING COM 63935N107 566 51,479 SH SOLE 51,479 0 0
NEIMAN MARCUS GROUP INC COM 640204202 1880 67,585 SH SOLE 67,585 0 0
NELSON THOMAS INC COM 640376109 174 21,873 SH SOLE 21,873 0 0
NETWORK ASSOCIATES INC COM 640938106 6461 200,331 SH SOLE 200,331 0 0
NETWORK EQUIP TECHNOLOGIES COM 641208103 330 32,962 SH SOLE 32,962 0 0
NETWORK APPLIANCE INC COM 64120L104 37979 458,956 SH SOLE 458,956 0 0
NEW CENTURY ENERGIES INC COM 64352U103 3836 127,598 SH SOLE 127,598 0 0
NEW ENGLAND BUSINESS SVC INC COM 643872104 359 20,799 SH SOLE 20,799 0 0
NEW JERSEY RES COM 646025106 1168 27,329 SH SOLE 27,329 0 0
NEW YORK TIMES CO -CL A COM 650111107 8534 198,750 SH SOLE 198,750 0 0
NEWELL RUBBERMAID INC COM 651229106 10866 437,925 SH SOLE 437,925 0 0
NEWFIELD EXPL CO COM 651290108 2254 63956 SH SOLE 63956 0 0
NEWMONT MINING CORP COM 651639106 12623 562,591 SH SOLE 562,591 0 0
NEWPORT NEWS SHIPBUILDING COM 652228107 1364 45,102 SH SOLE 45,102 0 0
NEXTEL COMMUNICATIONS COM 65332V103 40731 549,486 SH SOLE 549,486 0 0
NIAGARA MOHAWK HLDGS INC COM 653520106 2792 206,813 SH SOLE 206,813 0 0
NICOR INC COM 654086107 2323 70,518 SH SOLE 70,518 0 0
NIKE INC -CL B COM 654106103 16586 418,566 SH SOLE 418,566 0 0
99 CENTS ONLY STORES COM 65440K106 2015 51,347 SH SOLE 51,347 0 0
NISOURCE INC COM 65473P105 2970 175989 SH SOLE 175989 0 0
NOBLE AFFILIATES INC COM 654894104 2620 79,833 SH SOLE 79,833 0 0
NOBLE DRILLING CORP COM 655042109 7854 189,822 SH SOLE 189,822 0 0
NORDSON CORP COM 655663102 1004 21,792 SH SOLE 21,792 0 0
NORDSTROM INC COM 655664100 6076 205,954 SH SOLE 205,954 0 0
NORFOLK SOUTHERN CORP COM 655844108 7857 551,384 SH SOLE 551,384 0 0
NORSK HYDRO A S COM 656531605 3018 79,299 SH SOLE 79,299 0 0
NORTEL NETWORKS CORP COM 656569100 135113 2,142,526 SH SOLE 2,142,526 0 0
NORTH AMERN VACCINE INC COM 657201109 136 50,523 SH SOLE 50,523 0 0
NORTH FORK BANCORP COM 659424105 4505 252,022 SH SOLE 252,022 0 0
NORTHEAST UTILITIES COM 664397106 4392 204,261 SH SOLE 204,261 0 0
NORTHERN STATES POWER CO COM 665772109 4623 232,598 SH SOLE 232,598 0 0
NORTHERN TRUST CORP COM 665859104 16607 245,809 SH SOLE 245,809 0 0
NORTHROP GRUMMAN CORP COM 666807102 19653 371,240 SH SOLE 371,240 0 0
NORTHWEST NAT GAS CO COM 667655104 751 38,506 SH SOLE 38,506 0 0
NORTHWESTERN CORP COM 668074107 733 35,522 SH SOLE 35,522 0 0
NOVA CORP COM 669784100 3024 103,826 SH SOLE 103,826 0 0
NOVELL INC COM 670006105 14704 513,667 SH SOLE 513,667 0 0
NOVELLUS SYS INC COM 670008101 9547 170,097 SH SOLE 170,097 0 0
NOVEN PHARMACEUTICALS INC COM 670009109 362 33,075 SH SOLE 33,075 0 0
NSTAR COM 67019E107 3600 85,710 SH SOLE 85,710 0 0
NUCOR CORP COM 670346105 6961 139,214 SH SOLE 139,214 0 0
NVIDIA CORP COM 67066G104 1895 44,872 SH SOLE 44,872 0 0
OGE ENERGY CORP COM 670837103 2080 108,395 SH SOLE 108,395 0 0
OM GROUP INC COM 670872100 1663 36,558 SH SOLE 36,558 0 0
OAKWOOD HOMES CORP COM 674098108 276 72,396 SH SOLE 72,396 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 18082 871,410 SH SOLE 871,410 0 0
OCEAN ENERGY INC COM 67481E106 3393 236,040 SH SOLE 236,040 0 0
OCEANEERING INTL INC COM 675232102 656 34,981 SH SOLE 34,981 0 0
OFFICE DEPOT INC COM 676220106 7564 654,170 SH SOLE 654,170 0 0
OFFICEMAX INC COM 67622M108 985 151,517 SH SOLE 151,517 0 0
OFFSHORE LOGISTICS INC COM 676255102 450 32,439 SH SOLE 32,439 0 0
OGDEN CORP COM 676346109 762 63,806 SH SOLE 63,806 0 0
OHIO CAS CORP COM 677240103 1435 80,285 SH SOLE 80,285 0 0
OLD KENT FINL CORP COM 679833103 4054 133,016 SH SOLE 133,016 0 0
OLD REPUBLIC INTL CORP COM 680223104 2427 176,475 SH SOLE 176,475 0 0
OLIN CORP COM 680665205 1070 60,290 SH SOLE 60,290 0 0
OMNICARE INC COM 681904108 1509 125,061 SH SOLE 125,061 0 0
OMNICOM GROUP COM 681919106 25286 270,082 SH SOLE 270,082 0 0
OMNOVA SOLUTIONS INC COM 682129101 361 64256 SH SOLE 64256 0 0
ONEOK INC NEW COM 682680103 896 35827 SH SOLE 35827 0 0
ORACLE CORP COM 68389X105 332550 4,260,049 SH SOLE 4,260,049 0 0
ORBITAL SCIENCES CORP COM 685564106 863 57,516 SH SOLE 57,516 0 0
ORGANOGENESIS INC COM 685906109 565 46,833 SH SOLE 46,833 0 0
OREGON STEEL MILLS INC COM 686079104 19 4,900 SH SOLE 4,900 0 0
O'REILLY AUTOMOTIVE COM 686091109 1104 77802 SH SOLE 77802 0 0
ORTHODONTIC CTRS AMER INC COM 68750P103 1406 73,978 SH SOLE 73,978 0 0
OSHKOSH B GOSH INC COM 688222207 355 19,725 SH SOLE 19,725 0 0
OSTEOTECH INC COM 688582105 292 21,806 SH SOLE 21,806 0 0
OUTBACK STEAKHOUSE INC COM 689899102 3403 106,137 SH SOLE 106,137 0 0
OVERSEAS SHIPHOLDING GROUP COM 690368105 1030 44,890 SH SOLE 44,890 0 0
OWENS & MINOR INC NEW COM 690732102 534 50,280 SH SOLE 50,280 0 0
OWENS CORNING COM 69073F103 1617 83,458 SH SOLE 83,458 0 0
OWENS ILLINOIS COM 690768403 1797 106,484 SH SOLE 106,484 0 0
OXFORD HEALTH PLANS INC COM 691471106 1730 113,428 SH SOLE 113,428 0 0
OXFORD INDS INC COM 691497309 213 11,762 SH SOLE 11,762 0 0
P-COM INC COM 693262107 2048 110,686 SH SOLE 110,686 0 0
PECO ENERGY CO COM 693304107 7565 205,156 SH SOLE 205,156 0 0
P G & E CORP COM 69331C108 8904 424,021 SH SOLE 424,021 0 0
PE CORP COM 69332S102 30291 313892 SH SOLE 313892 0 0
PMI GROUP INC COM 69344M101 3336 70,327 SH SOLE 70,327 0 0
P N C BANK CORP COM 693475105 34430 764,058 SH SOLE 764,058 0 0
P P G INDUSTRIES INC COM 693506107 10040 191,921 SH SOLE 191,921 0 0
PPL CORP COM 69351T106 3401 162,441 SH SOLE 162,441 0 0
PSS WORLD MED INC COM 69366A100 616 90,898 SH SOLE 90,898 0 0
PACCAR INC COM 693718108 5882 117,632 SH SOLE 117,632 0 0
PACIFIC CENTURY FINCL CORP COM 694058108 2263 111,418 SH SOLE 111,418 0 0
PACIFIC SUNWEAR CALIF INC COM 694873100 1855 48,185 SH SOLE 48,185 0 0
PACIFICARE HEALTH SYS DEL CLA COM 695112102 3081 61,774 SH SOLE 61,774 0 0
PACTIV CORP COM 695257105 1672 192,484 SH SOLE 192,484 0 0
PAINE WEBBER GROUP COM 695629105 7237 164,476 SH SOLE 164,476 0 0
PALL CORP COM 696429307 5856 260,998 SH SOLE 260,998 0 0
PANERA BREAD CO COM 69840W108 140 18,682 SH SOLE 18,682 0 0
PAPA JOHNS INTL INC COM 698813102 1348 40,859 SH SOLE 40,859 0 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 8613 408,917 SH SOLE 408,917 0 0
PAREXEL INTL CORP COM 699462107 361 38,258 SH SOLE 38,258 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 394 16,082 SH SOLE 16,082 0 0
PARK PL ENTMT CORP COM 700690100 5064 437,965 SH SOLE 437,965 0 0
PARKER-HANNIFIN CORP COM 701094104 5271 127,598 SH SOLE 127,598 0 0
PATTERSON DENTAL CO COM 703412106 990 51,787 SH SOLE 51,787 0 0
PAXAR CORP COM 704227107 691 71,799 SH SOLE 71,799 0 0
PAYCHEX INC COM 704326107 12964 371,274 SH SOLE 371,274 0 0
PAYLESS SHOESOURCE INC COM 704379106 2233 42,998 SH SOLE 42,998 0 0
PEDIATRIX MED GROUP COM 705324101 174 23,942 SH SOLE 23,942 0 0
PENFORD CORP COM 707051108 207 11,410 SH SOLE 11,410 0 0
PENNEY, J.C. CO COM 708160106 5820 391,288 SH SOLE 391,288 0 0
PENNZOIL-QUAKER STATE CO COM 709323109 1083 103,766 SH SOLE 103,766 0 0
PENTAIR INC COM 709631105 2516 67,874 SH SOLE 67,874 0 0
PEOPLES ENERGY CORP COM 711030106 1088 39,654 SH SOLE 39,654 0 0
PEOPLESOFT INC COM 712713106 8082 404,122 SH SOLE 404,122 0 0
PEP BOYS-MANNY MOE & JACK COM 713278109 361 60,804 SH SOLE 60,804 0 0
PEPSICO INC COM 713448108 76341 2,188,981 SH SOLE 2,188,981 0 0
PER-SE TECHNOLOGIES INC COM 713569309 13 2,155 SH SOLE 2,155 0 0
PERFORMANCE FOOD GROUP CO COM 713755106 474 21,688 SH SOLE 21,688 0 0
PERKINELMER INC COM 714046109 4840 72,789 SH SOLE 72,789 0 0
PERRIGO CO COM 714290103 724 95,364 SH SOLE 95,364 0 0
PHARMACIA & UPJOHN INC COM 716941109 44507 748,010 SH SOLE 748,010 0 0
PFIZER INC COM 717081103 212875 5,822,214 SH SOLE 5,822,214 0 0
PHARMACEUTICAL PROD DEV INC COM 717124101 641 37,858 SH SOLE 37,858 0 0
PHELPS DODGE CORP COM 717265102 7772 164,045 SH SOLE 164,045 0 0
PHILADELPHIA SUBN CORP COM 718009608 1141 62,968 SH SOLE 62,968 0 0
PHILIP MORRIS COMPANIES, INC COM 718154107 72462 3,430,135 SH SOLE 3,430,135 0 0
PHILLIPS PETROLEUM CO COM 718507106 17559 379,650 SH SOLE 379,650 0 0
PHILLIPS VAN HEUSEN CP COM 718592108 322 41,950 SH SOLE 41,950 0 0
PHOTRONICS INC COM 719405102 1302 36,869 SH SOLE 36,869 0 0
PICTURETEL CORP COM 720035302 545 62,295 SH SOLE 62,295 0 0
PIEDMONT NAT GAS INC COM 720186105 1254 48,105 SH SOLE 48,105 0 0
PIER 1 IMPORTS INC COM 720279108 1496 145,990 SH SOLE 145,990 0 0
PILLOWTEX CORP COM 721501104 88 22,013 SH SOLE 22,013 0 0
PINNACLE ENTMT INC COM 723456109 815 40,132 SH SOLE 40,132 0 0
PINNACLE SYS INC COM 723481107 2479 74554 SH SOLE 74554 0 0
PINNACLE WEST CAPITAL COM 723484101 2638 93,572 SH SOLE 93,572 0 0
PIONEER GROUP INC COM 723684106 947 40,742 SH SOLE 40,742 0 0
PIONEER NATURAL RESOURCE COM 723787107 1424 135,604 SH SOLE 135,604 0 0
PIONEER STD ELECTRS INC COM 723877106 659 41,863 SH SOLE 41,863 0 0
PITNEY BOWES INC COM 724479100 17943 401,530 SH SOLE 401,530 0 0
PITTSTON CO - BRINKS GROUP COM 725701106 1161 68,320 SH SOLE 68,320 0 0
PLACER DOME INC COM 725906101 5948 732,017 SH SOLE 732,017 0 0
PLAINS RES INC COM 726540503 344 27,500 SH SOLE 27,500 0 0
PLANTRONICS INC NEW COM 727493108 772 24,869 SH SOLE 24,869 0 0
PLEXUS CORP COM 729132100 1779 26,706 SH SOLE 26,706 0 0
POGO PRODUCING CO COM 730448107 1765 61,800 SH SOLE 61,800 0 0
POLARIS INDS INC COM 731068102 1130 37,505 SH SOLE 37,505 0 0
POLAROID CORP COM 731095105 3664 154,272 SH SOLE 154,272 0 0
POLICY MANAGEMENT SYS CORP COM 731108106 498 41,474 SH SOLE 41,474 0 0
POLYCOM INC COM 73172K104 3741 47,243 SH SOLE 47,243 0 0
POPE & TALBOT INC COM 732827100 423 23,029 SH SOLE 23,029 0 0
POTLATCH CORP COM 737628107 1434 33,344 SH SOLE 33,344 0 0
POTOMAC ELECTRIC POWER COM 737679100 3817 168,697 SH SOLE 168,697 0 0
POWERWAVE TECHNOLOGIES INC COM 739363109 1275 30,607 SH SOLE 30,607 0 0
PRAXAIR INC COM 74005P104 8412 202,089 SH SOLE 202,089 0 0
PRE PAID LEGAL SVCS INC COM 740065107 1029 34,659 SH SOLE 34,659 0 0
PRECISION CASTPARTS CORP COM 740189105 1177 32,253 SH SOLE 32,253 0 0
PREMIER PKS INC COM 740540208 2318 110,380 SH SOLE 110,380 0 0
PRICE, T. ROWE ASSOCIATES COM 741477103 5309 134,404 SH SOLE 134,404 0 0
PRIME RETAIL, INC COM 741570105 342 156,240 SH SOLE 156,240 0 0
PRIMARK CORP COM 741903108 741 30,724 SH SOLE 30,724 0 0
PRIME HOSPITALITY CORP COM 741917108 545 75,113 SH SOLE 75,113 0 0
PRIDE INTL INC COM 741932107 2124 92,872 SH SOLE 92,872 0 0
PRIORITY HEALTHCARE CORP COM 74264T102 119 2,374 SH SOLE 2,374 0 0
PRIORITY HEALTHCARE CORP-CL A COM 74264T201 1578 31,248 SH SOLE 31,248 0 0
PROCTER & GAMBLE CO COM 742718109 111707 1,977,108 SH SOLE 1,977,108 0 0
PROFIT RECOVERY GROUP INTL I COM 743168106 1384 74,804 SH SOLE 74,804 0 0
PROGRESS SOFTWARE CORP COM 743312100 1259 53,722 SH SOLE 53,722 0 0
PROGRESSIVE CORP - OHIO COM 743315103 6141 80,736 SH SOLE 80,736 0 0
PROJECT SOFTWARE & DEV INC COM 74339P101 1872 33,133 SH SOLE 33,133 0 0
PROTECTIVE LIFE CORP COM 743674103 2864 90,209 SH SOLE 90,209 0 0
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PROVIDENT FINANCIAL GRP INC COM 743866105 2314 67,927 SH SOLE 67,927 0 0
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PROXIM INC COM 744284100 2159 18041 SH SOLE 18041 0 0
PUBLIC SERV CO OF NEW MEXICO COM 744499104 848 53,820 SH SOLE 53,820 0 0
PUBLIC SERV ENTERPRISE COM 744573106 10448 352,686 SH SOLE 352,686 0 0
PUGET SOUND ENERGY INC COM 745332106 2642 119,083 SH SOLE 119,083 0 0
PULTE CORP COM 745867101 714 34,181 SH SOLE 34,181 0 0
QRS CORP COM 74726X105 1564 20,782 SH SOLE 20,782 0 0
QLOGIC CORP COM 747277101 14418 106,406 SH SOLE 106,406 0 0
QUAKER CHEM CORP COM 747316107 233 13,726 SH SOLE 13,726 0 0
QUAKER OATS CO COM 747402105 12180 200915 SH SOLE 200915 0 0
QUALCOMM INC COM 747525103 165332 1,107,287 SH SOLE 1,107,287 0 0
QUANEX CORP COM 747620102 395 21,935 SH SOLE 21,935 0 0
QUANTUM CORP COM 747906204 2758 231,052 SH SOLE 231,052 0 0
QUEENS CNTY BANCORP INC COM 748242104 588 32,565 SH SOLE 32,565 0 0
QUESTAR CORP COM 748356102 2118 114,109 SH SOLE 114,109 0 0
QUIKSILVER INC COM 74838C106 603 34,342 SH SOLE 34,342 0 0
QUINTILES TRANSNATIONAL CORP COM 748767100 2277 133,428 SH SOLE 133,428 0 0
QUORUM HEALTH GROUP INC COM 749084109 937 93,076 SH SOLE 93,076 0 0
R & B FALCON CORP COM 74912E101 3926 199,412 SH SOLE 199,412 0 0
RLI CORP COM 749607107 511 15,254 SH SOLE 15,254 0 0
RPM INC-OHIO COM 749685103 1634 148,543 SH SOLE 148,543 0 0
RSA SEC INC COM 749719100 3071 59,267 SH SOLE 59,267 0 0
RTI INTL METALS INC COM 74973W107 282 32,047 SH SOLE 32,047 0 0
RADIAN GROUP INC COM 750236101 2723 57,180 SH SOLE 57,180 0 0
RADISYS CORP COM 750459109 1512 25,148 SH SOLE 25,148 0 0
RALCORP HLDGS INC NEW COM 751028101 681 46,954 SH SOLE 46,954 0 0
RALSTON PURINA GROUP COM 751277302 12638 459,569 SH SOLE 459,569 0 0
RATIONAL SOFTWARE CORP COM 75409P202 9785 127,910 SH SOLE 127,910 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1466 70,648 SH SOLE 70,648 0 0
RAYONIER INC COM 754907103 1849 37,930 SH SOLE 37,930 0 0
RAYTHEON CO CL B COM 755111408 11667 657,278 SH SOLE 657,278 0 0
READ-RITE CORP COM 755246105 360 76,753 SH SOLE 76,753 0 0
READERS DIGEST ASSN COM 755267101 5416 153,092 SH SOLE 153,092 0 0
REEBOK INTL LIMITED COM 758110100 787 85,107 SH SOLE 85,107 0 0
REGAL BELOIT CORP COM 758750103 564 32,241 SH SOLE 32,241 0 0
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REGIS CORP MINN COM 758932107 927 62,612 SH SOLE 62,612 0 0
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RELIANCE STEEL & ALUMINUM CO COM 759509102 956 42,713 SH SOLE 42,713 0 0
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REMEDY CORP COM 759548100 1879 44,607 SH SOLE 44,607 0 0
REMINGTON OIL & GAS CORP COM 759594302 137 32,694 SH SOLE 32,694 0 0
RENAL CARE GROUP INC COM 759930100 1489 68,652 SH SOLE 68,652 0 0
REPUBLIC GROUP INC COM 760473108 195 18,174 SH SOLE 18,174 0 0
RESMED INC COM 761152107 824 23,088 SH SOLE 23,088 0 0
RESPIRONICS INC COM 761230101 647 45,036 SH SOLE 45,036 0 0
REYNOLDS & REYNOLDS CO-CL COM 761695105 2950 109,267 SH SOLE 109,267 0 0
REYNOLDS METALS CO COM 761763101 12673 189,497 SH SOLE 189,497 0 0
REYNOLDS R J TOB HLDGS INC COM 76182K105 2639 155,225 SH SOLE 155,225 0 0
RIGGS NATL CORP WASH DC COM 766570105 530 43,523 SH SOLE 43,523 0 0
RITE AID CORP COM 767754104 1653 293859 SH SOLE 293859 0 0
ROBBINS & MYERS INC COM 770196103 399 16,868 SH SOLE 16,868 0 0
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ROHM & HAAS CO COM 775371107 10786 241,711 SH SOLE 241,711 0 0
ROLLINS INC COM 775711104 568 38,207 SH SOLE 38,207 0 0
ROLLINS TRUCK LEASING CORP COM 775741101 736 87,186 SH SOLE 87,186 0 0
ROPER INDS INC NEW COM 776696106 1580 46,549 SH SOLE 46,549 0 0
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ROYAL APPLIANCE MFG CO COM 780076105 131 26,546 SH SOLE 26,546 0 0
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RUSS BERRIE & CO COM 782233100 584 31,586 SH SOLE 31,586 0 0
RUSSELL CORP COM 782352108 553 38,655 SH SOLE 38,655 0 0
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RYDER SYSTEM INC COM 783549108 2190 96,543 SH SOLE 96,543 0 0
RYERSON TULL INC NEW COM 78375P107 456 29,420 SH SOLE 29,420 0 0
RYLAND GROUP INC COM 783764103 411 21,921 SH SOLE 21,921 0 0
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SEI INVESTMENTS CO COM 784117103 1030 27,251 SH SOLE 27,251 0 0
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SLI INC COM 78442T108 936 55,050 SH SOLE 55,050 0 0
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SPX CORP COM 784635104 5100 44,763 SH SOLE 44,763 0 0
S3 INC COM 784849101 2456 116,952 SH SOLE 116,952 0 0
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SAKS INC COM 79377W108 2964 204,428 SH SOLE 204,428 0 0
SALTON INC COM 795757103 800 18,441 SH SOLE 18,441 0 0
SANMINA CORP COM 800907107 12343 182,692 SH SOLE 182,692 0 0
SANTA FE SNYDER CORP COM 80218K105 2461 259,072 SH SOLE 259,072 0 0
SARA LEE CORP COM 803111103 24577 1,365,415 SH SOLE 1,365,415 0 0
SAWTEK INC COM 805468105 3161 60,129 SH SOLE 60,129 0 0
SCANA CORP NEW COM 80589M102 3624 147,527 SH SOLE 147,527 0 0
SCHERING-PLOUGH CORP COM 806605101 82167 2,213,257 SH SOLE 2,213,257 0 0
SCHLUMBERGER, LTD. COM 806857108 65460 855,688 SH SOLE 855,688 0 0
SCHOLASTIC CORP COM 807066105 1212 22,471 SH SOLE 22,471 0 0
SCHULMAN, A. INC COM 808194104 508 38,322 SH SOLE 38,322 0 0
SCHWAB, CHARLES CORP COM 808513105 46706 1233153 SH SOLE 1233153 0 0
SCHWEITZER-MAUDUIT INT'L. INC COM 808541106 312 24,138 SH SOLE 24,138 0 0
SCIENTIFIC-ATLANTA INC COM 808655104 15474 244,650 SH SOLE 244,650 0 0
SCOTT TECHNOLOGIES INC COM 810022301 518 27,469 SH SOLE 27,469 0 0
SCOTTS CO COM 810186106 1805 42,969 SH SOLE 42,969 0 0
SEAGATE TECHNOLOGY COM 811804103 52231 845,843 SH SOLE 845,843 0 0
SEAGRAM CO LIMITED COM 811850106 40757 684,995 SH SOLE 684,995 0 0
SEACOR SMIT INC COM 811904101 698 17,341 SH SOLE 17,341 0 0
SEALED AIR CORP NEW COM 81211K100 7027 129384 SH SOLE 129384 0 0
SEARS ROEBUCK & CO COM 812387108 17973 586,872 SH SOLE 586,872 0 0
SECTOR SPDR TR COM 81369Y407 1990 68,000 SH SOLE 68,000 0 0
SEITEL INC COM 816074306 296 37,331 SH SOLE 37,331 0 0
SELECTIVE INS GROUP INC COM 816300107 721 42,246 SH SOLE 42,246 0 0
SEMPRA ENERGY COM 816851109 3812 227,603 SH SOLE 227,603 0 0
SENSORMATIC ELECTRONICS CORP COM 817265101 2395 106,752 SH SOLE 106,752 0 0
SEPRACOR INC COM 817315104 7000 96138 SH SOLE 96138 0 0
SEQUA CORP - CL A COM 817320104 498 12578 SH SOLE 12578 0 0
SERVICE CORP INTL COM 817565104 392 130,586 SH SOLE 130,586 0 0
SHARED MEDICAL SYSTEMS CORP COM 819486101 1603 30,910 SH SOLE 30,910 0 0
SHAW INDUSTRIES INC COM 820286102 2857 188,090 SH SOLE 188,090 0 0
SHERWIN-WILLIAMS CO COM 824348106 8128 367,376 SH SOLE 367,376 0 0
SHOPKO STORES INC COM 824911101 829 46724 SH SOLE 46724 0 0
SHOREWOOD PACKAGING CORP COM 825229107 616 28,735 SH SOLE 28,735 0 0
SIEBEL SYSTEMS INC COM 826170102 33588 281,220 SH SOLE 281,220 0 0
SIERRA HEALTH SVCS INC COM 826322109 204 41,315 SH SOLE 41,315 0 0
SIERRA PAC RES NEW COM 826428104 1352 108,148 SH SOLE 108,148 0 0
SIGMA-ALDRICH COM 826552101 4069 151,415 SH SOLE 151,415 0 0
SILICON GRAPHICS INC COM 827056102 2829 267,808 SH SOLE 267,808 0 0
SILICON VY BANCSHARES COM 827064106 1233 34,321 SH SOLE 34,321 0 0
SILICON VALLEY GROUP COM 827066101 1411 51,299 SH SOLE 51,299 0 0
SIMPSON INDS INC COM 829060102 272 27,684 SH SOLE 27,684 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 730 18,471 SH SOLE 18,471 0 0
SKYLINE CORP COM 830830105 292 13,443 SH SOLE 13,443 0 0
SKYWEST INC COM 830879102 1481 37,862 SH SOLE 37,862 0 0
SMITH A O COM 831865209 647 35,961 SH SOLE 35,961 0 0
SMITH INTL, INC COM 832110100 5439 70,178 SH SOLE 70,178 0 0
SMITHFIELD FOODS INC COM 832248108 1734 86,717 SH SOLE 86,717 0 0
SMUCKER, J. M. CO - CL A COM 832696108 667 37,052 SH SOLE 37,052 0 0
SNYDER COMMUNICATIONS INC COM 832914105 2475 109,983 SH SOLE 109,983 0 0
SNAP-ON INC COM 833034101 1746 66,664 SH SOLE 66,664 0 0
SOLA INTL INC COM 834092108 235 38,331 SH SOLE 38,331 0 0
SOLECTRON CORP COM 834182107 36652 913,440 SH SOLE 913,440 0 0
SOLUTIA INC COM 834376105 2064 154,337 SH SOLE 154,337 0 0
SONIC CORP COM 835451105 766 28,093 SH SOLE 28,093 0 0
SONOCO PRODUCTS CO COM 835495102 3318 144,265 SH SOLE 144,265 0 0
SOTHEBY'S HOLDINGS, INC-CL A COM 835898107 1531 81,652 SH SOLE 81,652 0 0
SOUTHDOWN INC COM 841297104 2999 50,611 SH SOLE 50,611 0 0
SOUTHERN CO COM 842587107 17061 784,422 SH SOLE 784,422 0 0
SOUTHERN UN CO NEW COM 844030106 1268 73,701 SH SOLE 73,701 0 0
SOUTHTRUST CORP COM 844730101 6248 245,626 SH SOLE 245,626 0 0
SOUTHWEST AIRLINES COM 844741108 12402 595,883 SH SOLE 595,883 0 0
SOUTHWEST BANCORP/TX COM 84476R109 837 43,070 SH SOLE 43,070 0 0
SOUTHWEST GAS CORP COM 844895102 905 47,453 SH SOLE 47,453 0 0
SOUTHWESTERN ENERGY CO COM 845467109 254 38,344 SH SOLE 38,344 0 0
SOVEREIGN BANCORP INC COM 845905108 2335 308,762 SH SOLE 308,762 0 0
SPACELABS MED INC COM 846247104 232 14,540 SH SOLE 14,540 0 0
SPARTAN MTRS INC COM 846819100 80 19,276 SH SOLE 19,276 0 0
SPECIALTY EQUIP COS INC COM 847497203 737 35,500 SH SOLE 35,500 0 0
SPEEDFAM-IPEC INC COM 847705100 900 45,270 SH SOLE 45,270 0 0
SPORTS AUTHORITY INC COM 849176102 126 49,218 SH SOLE 49,218 0 0
SPRINGS INDUSTRIES -CL A COM 851783100 783 20,611 SH SOLE 20,611 0 0
SPRINT CORP COM 852061100 87752 1,387,378 SH SOLE 1,387,378 0 0
SPRINT CORP-PCS GROUP COM 852061506 85135 1,299,773 SH SOLE 1,299,773 0 0
STAFFMARK INC COM 852389105 359 45,177 SH SOLE 45,177 0 0
STANDARD MICROSYSTEMS CORP COM 853626109 349 23,952 SH SOLE 23,952 0 0
STANDARD MTR PRODS INC COM 853666105 297 19,985 SH SOLE 19,985 0 0
STANDARD PAC CORP NEW COM 85375C101 453 45,338 SH SOLE 45,338 0 0
STANDARD REGISTER CO COM 853887107 427 33,190 SH SOLE 33,190 0 0
STANDEX INTL CORP COM 854231107 304 19,622 SH SOLE 19,622 0 0
STANLEY WORKS COM 854616109 3609 136,852 SH SOLE 136,852 0 0
STAPLES INC COM 855030102 10812 540,578 SH SOLE 540,578 0 0
STARBUCKS CORP COM 855244109 11847 264,372 SH SOLE 264,372 0 0
STARTEK INC COM 85569C107 509 6,900 SH SOLE 6,900 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A203 32188 1,250,000 SH SOLE 1,250,000 0 0
STATE STREET CORP COM 857477103 17114 176,658 SH SOLE 176,658 0 0
STATEN ISLAND BANCOR INC COM 857550107 1043 60,895 SH SOLE 60,895 0 0
STEEL DYNAMICS INC COM 858119100 852 73,715 SH SOLE 73,715 0 0
STEEL TECHNOLOGIES INC COM 858147101 133 16,803 SH SOLE 16,803 0 0
STEIN MART INC COM 858375108 564 68,401 SH SOLE 68,401 0 0
STERIS CORP COM 859152100 919 89,645 SH SOLE 89,645 0 0
STERLING SOFTWARE INC COM 859547101 1115 34,033 SH SOLE 34,033 0 0
STEWART & STEVENSON SERVICES COM 860342104 355 31,547 SH SOLE 31,547 0 0
STEWART ENTERPRISES INC COM 860370105 677 137,014 SH SOLE 137,014 0 0
STILLWATER MNG CO COM 86074Q102 2329 58,232 SH SOLE 58,232 0 0
STONE & WEBSTER INC COM 861572105 291 20,085 SH SOLE 20,085 0 0
STONE ENERGY CORP COM 861642106 1388 28,178 SH SOLE 28,178 0 0
STORAGE TECHNOLOGY CORP -CL A COM 862111200 2217 139,125 SH SOLE 139,125 0 0
STRIDE RITE CORP COM 863314100 553 68,613 SH SOLE 68,613 0 0
STRUCTURAL DYNAMICS RESEARCH COM 863555108 634 46,937 SH SOLE 46,937 0 0
STRYKER CORP COM 863667101 4889 140,183 SH SOLE 140,183 0 0
STURM RUGER & CO INC COM 864159108 362 41,380 SH SOLE 41,380 0 0
SUIZA FOODS CORP COM 865077101 1740 43,226 SH SOLE 43,226 0 0
SUMMIT BANCORP COM 866005101 11296 430,305 SH SOLE 430,305 0 0
SUMMIT TECHNOLOGY INC COM 86627E101 656 71,858 SH SOLE 71,858 0 0
SUN MICROSYSTEMS INC COM 866810104 222472 2,374,221 SH SOLE 2,374,221 0 0
SUNGARD DATA SYSTEMS, INC COM 867363103 6969 184,601 SH SOLE 184,601 0 0
SUNOCO INC COM 86764P109 3935 143,738 SH SOLE 143,738 0 0
SUNRISE MED INC COM 867910101 214 34,182 SH SOLE 34,182 0 0
SUNTRUST BANKS INC COM 867914103 21238 367,759 SH SOLE 367,759 0 0
SUPERIOR INDUSTRIES INTL. COM 868168105 1112 35,099 SH SOLE 35,099 0 0
SUPERVALU INC COM 868536103 1978 104,440 SH SOLE 104,440 0 0
SUSQUEHANNA BANCSHARES INC P COM 869099101 785 56,842 SH SOLE 56,842 0 0
SWIFT TRANSN CO COM 870756103 1811 88,339 SH SOLE 88,339 0 0
SWISS ARMY BRANDS INC COM 870827102 59 12,071 SH SOLE 12,071 0 0
SYBASE INC COM 871130100 2359 116,133 SH SOLE 116,133 0 0
SYBRON INTL CORP COM 87114F106 4308 148,544 SH SOLE 148,544 0 0
SYKES ENTERPRISES INC COM 871237103 1075 56,377 SH SOLE 56,377 0 0
SYLVAN LEARNING SYS COM 871399101 1097 68820 SH SOLE 68820 0 0
SYMANTEC CORP COM 871503108 6333 84,301 SH SOLE 84,301 0 0
SYMBOL TECHNOLOGIES COM 871508107 7056 128,580 SH SOLE 128,580 0 0
SYMMETRICOM INC COM 871543104 244 23,061 SH SOLE 23,061 0 0
SYNCOR INTL CORP DEL COM 87157J106 300 18,189 SH SOLE 18,189 0 0
SYNOPSYS INC COM 871607107 4912 100,767 SH SOLE 100,767 0 0
SYNOVUS FINL CORP COM 87161C105 6060 321,076 SH SOLE 321,076 0 0
SYSCO CORP COM 871829107 17907 495,709 SH SOLE 495,709 0 0
TBC CORP COM 872180104 165 32555 SH SOLE 32555 0 0
TCBY ENTERPRISES INC COM 872245105 202 35,193 SH SOLE 35,193 0 0
TCF FINANCIAL CORP COM 872275102 2779 116,719 SH SOLE 116,719 0 0
TECO ENERGY INC COM 872375100 3582 184,301 SH SOLE 184,301 0 0
THQ INC COM 872443403 508 28,398 SH SOLE 28,398 0 0
T J X COMPANIES INC COM 872540109 10350 466,477 SH SOLE 466,477 0 0
TNP ENTERPRISES INC COM 872594106 904 20,625 SH SOLE 20,625 0 0
TRW INC COM 872649108 8334 142467 SH SOLE 142467 0 0
TACO CABANA INC COM 873425102 120 20,136 SH SOLE 20,136 0 0
TALK COM INC COM 874264104 1591 99,455 SH SOLE 99,455 0 0
TANDY CORP COM 875382103 15037 296,299 SH SOLE 296,299 0 0
TARGET CORP COM 87612E106 24614 658,576 SH SOLE 658,576 0 0
TECH DATA CORP COM 878237106 2371 72,110 SH SOLE 72,110 0 0
TECHNE CORP COM 878377100 2149 31,147 SH SOLE 31,147 0 0
TECHNITROL INC COM 878555101 1454 24,957 SH SOLE 24,957 0 0
TECUMSEH PRODUCTS CO - CL COM 878895200 1198 27,232 SH SOLE 27,232 0 0
TEKTRONIX INC COM 879131100 3885 69,367 SH SOLE 69,367 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 721 41,518 SH SOLE 41,518 0 0
TELEFLEX INC COM 879369106 1849 52,264 SH SOLE 52,264 0 0
TELEFONOS DE MEXICO S A COM 879403780 6686 100,360 SH SOLE 100,360 0 0
TELEPHONE & DATA SYSTEMS, INC COM 879433100 9932 89,476 SH SOLE 89,476 0 0
TELLABS INC COM 879664100 37808 600,282 SH SOLE 600,282 0 0
TELXON CORP COM 879700102 439 25,021 SH SOLE 25,021 0 0
TEMPLE-INLAND INC COM 879868107 3276 65,767 SH SOLE 65,767 0 0
TENET HEALTHCARE CORP COM 88033G100 11203 481,854 SH SOLE 481,854 0 0
TENNECO AUTOMOTIVE INC COM 880349105 411 51,760 SH SOLE 51,760 0 0
TERADYNE INC COM 880770102 19716 240,434 SH SOLE 240,434 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 278 20796 SH SOLE 20796 0 0
TETRA TECH INC NEW COM 88162G103 1405 59,177 SH SOLE 59,177 0 0
TEXACO INC COM 881694103 45695 850,140 SH SOLE 850,140 0 0
TEXAS INDS INC COM 882491103 1023 32,360 SH SOLE 32,360 0 0
TEXAS INSTRUMENTS INC COM 882508104 97638 1,220,474 SH SOLE 1,220,474 0 0
TEXAS UTILITIES CO COM 882848104 16364 551221 SH SOLE 551221 0 0
TEXTRON INC COM 883203101 13250 217,659 SH SOLE 217,659 0 0
THERAGENICS CORP COM 883375107 607 45,363 SH SOLE 45,363 0 0
THERMO ELECTRON CORP COM 883556102 6769 332,201 SH SOLE 332,201 0 0
THOMAS & BETTS CORP COM 884315102 11377 402,719 SH SOLE 402,719 0 0
THOMAS INDS INC COM 884425109 456 24,322 SH SOLE 24,322 0 0
THOR INDS INC COM 885160101 454 18,664 SH SOLE 18,664 0 0
3COM CORP COM 885535104 29855 536,720 SH SOLE 536,720 0 0
THREE FIVE SYS INC COM 88554L108 742 18,551 SH SOLE 18,551 0 0
TIDEWATER INC COM 886423102 2489 78,252 SH SOLE 78,252 0 0
TIFFANY & CO COM 886547108 4358 104,237 SH SOLE 104,237 0 0
TIMBERLAND CO COM 887100105 820 32,142 SH SOLE 32,142 0 0
TIME WARNER INC COM 887315109 197187 1,971,871 SH SOLE 1,971,871 0 0
TIMES MIRROR CO -SER A COM 887364107 8508 91,542 SH SOLE 91,542 0 0
TIMKEN CO COM 887389104 5839 359332 SH SOLE 359332 0 0
TITAN INTL INC ILL COM 88830M102 228 31779 SH SOLE 31779 0 0
TOLL BROTHERS INC COM 889478103 1121 56,037 SH SOLE 56,037 0 0
TORCHMARK CORP COM 891027104 4848 209,624 SH SOLE 209,624 0 0
TORO CO COM 891092108 583 19,482 SH SOLE 19,482 0 0
TOSCO CORP COM 891490302 7104 231,967 SH SOLE 231,967 0 0
TOTAL RENAL CARE HLDGS INC COM 89151A107 276 88,393 SH SOLE 88,393 0 0
TOWER AUTOMOTIVE INC COM 891707101 1180 72,064 SH SOLE 72,064 0 0
TOYS R US INC COM 892335100 3836 258,969 SH SOLE 258,969 0 0
TRANSACTION SYS ARCH COM 893416107 1313 45,476 SH SOLE 45,476 0 0
TRANSWITCH CORP COM 894065101 2710 56,375 SH SOLE 56,375 0 0
TREDEGAR CORP COM 894650100 1543 57,279 SH SOLE 57,279 0 0
TRENWICK GROUP INC COM 895290104 404 28,571 SH SOLE 28,571 0 0
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TRICON GLOBAL RESTAURANTS COM 895953107 7116 229,088 SH SOLE 229,088 0 0
TRIBUNE CO COM 896047107 9983 273,049 SH SOLE 273,049 0 0
TRIGON HEALTHCARE INC COM 89618L100 1945 54,398 SH SOLE 54,398 0 0
TRIMBLE NAVIGATION LTD COM 896239100 894 34,720 SH SOLE 34,720 0 0
TRINITY INDUSTRIES INC COM 896522109 1265 53,386 SH SOLE 53,386 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 1974 53,712 SH SOLE 53,712 0 0
TRUE NORTH COMMUNICATIONS IN COM 897844106 2913 74,096 SH SOLE 74,096 0 0
TRUSTCO BK CORP N Y COM 898349105 962 82331 SH SOLE 82331 0 0
TUBOSCOPE INC COM 898600101 1166 68,603 SH SOLE 68,603 0 0
TUPPERWARE CORP COM 899896104 1423 90014 SH SOLE 90014 0 0
TYCO INTL LIMITED NEW COM 902124106 129869 2,590,894 SH SOLE 2,590,894 0 0
TYSON FOODS INC CLASS COM 902494103 3622 325,591 SH SOLE 325,591 0 0
UCAR INTL INC COM 90262K109 793 60,100 SH SOLE 60,100 0 0
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UST INC COM 902911106 4068 260,374 SH SOLE 260,374 0 0
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USG CORP COM 903293405 2914 69,496 SH SOLE 69,496 0 0
U S FOODSERVICE COM 90331R101 3692 143,390 SH SOLE 143,390 0 0
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ULTRAMAR DIAMOND SHAMROCK COM 904000106 3115 122,748 SH SOLE 122,748 0 0
ULTRATECH STEPPER INC COM 904034105 468 32,868 SH SOLE 32,868 0 0
UNIFI INC COM 904677101 673 75,280 SH SOLE 75,280 0 0
UNILEVER N V NY SHS COM 904784709 40862 849,083 SH SOLE 849,083 0 0
UNICOM CORP COM 904911104 25013 685,299 SH SOLE 685,299 0 0
UNION CARBIDE CORP COM 905581104 11732 201,187 SH SOLE 201,187 0 0
UNION PACIFIC CORP COM 907818108 15278 390,488 SH SOLE 390,488 0 0
UNION PACIFIC RESOURCES GRP COM 907834105 7411 511,129 SH SOLE 511,129 0 0
UNION PLANTERS CORP COM 908068109 4799 155,743 SH SOLE 155,743 0 0
UNISYS CORP COM 909214108 11964 465,750 SH SOLE 465,750 0 0
UNITED BANKSHARES INC WEST V COM 909907107 1445 65,678 SH SOLE 65,678 0 0
UNITED HEALTHCARE CORP COM 910581107 17039 285,773 SH SOLE 285,773 0 0
UNITED ILLUM CO COM 910637107 865 22,035 SH SOLE 22,035 0 0
UNITED NAT FOODS INC COM 911163103 421 28,069 SH SOLE 28,069 0 0
USAIR GROUP COM 911905107 2262 81,339 SH SOLE 81,339 0 0
U S HOME CORP NEW COM 911920106 798 21,000 SH SOLE 21,000 0 0
U S WEST INC NEW COM 91273H101 63391 872,851 SH SOLE 872,851 0 0
U S TR CORP NEW COM 91288L105 5428 28,677 SH SOLE 28,677 0 0
UNITED STATIONERS INC COM 913004107 1865 52,249 SH SOLE 52,249 0 0
UNITED TECHNOLOGIES CORP COM 913017109 37861 599,192 SH SOLE 599,192 0 0
UNITED WTR RES INC COM 913190104 2076 59,743 SH SOLE 59,743 0 0
UNITRIN INC COM 913275103 4066 102,290 SH SOLE 102,290 0 0
UNIVERSAL CORP/VIRGINIA COM 913456109 587 38996 SH SOLE 38996 0 0
UNIVERSAL FOODS CORP COM 913538104 1458 68,203 SH SOLE 68,203 0 0
UNIVERSAL FST PRODS INC COM 913543104 386 31,186 SH SOLE 31,186 0 0
UNIVERSAL HLTH SVCS INC COM 913903100 2309 47,131 SH SOLE 47,131 0 0
UNIVISION COMMUNICATIONS INC COM 914906102 10870 192,383 SH SOLE 192,383 0 0
UNOCAL CORP COM 915289102 11162 375,202 SH SOLE 375,202 0 0
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UTILICORP UNITED INC COM 918005109 2350 130,131 SH SOLE 130,131 0 0
V F CORP COM 918204108 4274 177,617 SH SOLE 177,617 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 2738 82,204 SH SOLE 82,204 0 0
VALENCE TECHNOLOGY INC COM 918914102 1247 52,919 SH SOLE 52,919 0 0
VALERO ENERGY CORP COM 91913Y100 2397 78,100 SH SOLE 78,100 0 0
VALMONT INDS INC COM 920253101 622 36,086 SH SOLE 36,086 0 0
VARCO INTL COM 922126107 1115 88,326 SH SOLE 88,326 0 0
VARIAN ASSOCIATES INC COM 92220P105 2166 47,474 SH SOLE 47,474 0 0
VENTIV HEALTH INC COM 922793104 162 16,100 SH SOLE 16,100 0 0
VERITAS SOFTWARE CO COM 923436109 79435 606,375 SH SOLE 606,375 0 0
VERITY INC COM 92343C106 1948 47,800 SH SOLE 47,800 0 0
VERITAS DGC INC COM 92343P107 318 11,300 SH SOLE 11,300 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1848 39,483 SH SOLE 39,483 0 0
VIACOM INC C CL B COM 925524308 54373 1,030,769 SH SOLE 1,030,769 0 0
VIAD CORP COM 92552R109 3083 134,778 SH SOLE 134,778 0 0
VICOR CORP COM 925815102 1141 63,401 SH SOLE 63,401 0 0
VINTAGE PETE INC COM 927460105 1931 95,934 SH SOLE 95,934 0 0
VISHAY INTERTECHNOLGY COM 928298108 4525 122,023 SH SOLE 122,023 0 0
VISX INC DEL COM 92844S105 1623 88,931 SH SOLE 88,931 0 0
VITAL SIGNS INC COM 928469105 435 18,959 SH SOLE 18,959 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 21920 227,736 SH SOLE 227,736 0 0
VODAFONE AIRTOUCH PLC COM 92857T107 556 10,000 SH SOLE 10,000 0 0
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WD-40 CO COM 929236107 499 23,764 SH SOLE 23,764 0 0
WHX CORP COM 929248102 152 22,121 SH SOLE 22,121 0 0
WICOR INC COM 929253102 1793 57,845 SH SOLE 57,845 0 0
WABASH NATL CORP COM 929566107 503 35,324 SH SOLE 35,324 0 0
WACHOVIA CORP COM 929771103 15773 233,455 SH SOLE 233,455 0 0
WAL-MART STORES INC COM 931142103 378961 6,707,266 SH SOLE 6,707,266 0 0
WALGREEN CO COM 931422109 39116 1,519,056 SH SOLE 1,519,056 0 0
WALLACE COMPUTER SERVS, INC COM 932270101 631 53,380 SH SOLE 53,380 0 0
WARNACO GROUP INC -CL COM 934390105 866 73,350 SH SOLE 73,350 0 0
WARNER-LAMBERT CO COM 934488107 126185 1,291,718 SH SOLE 1,291,718 0 0
WASHINGTON GAS LIGHT CO COM 938837101 1745 64,172 SH SOLE 64,172 0 0
WASHINGTON MUTUAL, INC COM 939322103 36310 1,370,198 SH SOLE 1,370,198 0 0
WASHINGTON POST CO COM 939640108 7341 13,569 SH SOLE 13,569 0 0
WASTE MGMT INC DEL COM 94106L109 9366 684,241 SH SOLE 684,241 0 0
WATERS CORP COM 941848103 8568 89,955 SH SOLE 89,955 0 0
WATSCO INC COM 942622200 467 44,783 SH SOLE 44,783 0 0
WATSON PHARMACEUTICALS, INC COM 942683103 5507 138,752 SH SOLE 138,752 0 0
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WAUSAU-MOSINEE PAPER CORP COM 943315101 882 68,210 SH SOLE 68,210 0 0
WEATHERFORD INTL INC COM 947074100 11688 199,789 SH SOLE 199,789 0 0
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WELLMAN INC COM 949702104 888 44,798 SH SOLE 44,798 0 0
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WELLS FARGO & CO NEW COM 949746101 90470 2,220,134 SH SOLE 2,220,134 0 0
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WEYERHAEUSER CO COM 962166104 20148 353,482 SH SOLE 353,482 0 0
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WHITMAN CORP NEW COM 96647R107 2767 198,529 SH SOLE 198,529 0 0
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WHOLE FOODS MKT INC COM 966837106 1655 39,935 SH SOLE 39,935 0 0
WILLAMETTE INDUSTRIES, INC COM 969133107 5139 128,082 SH SOLE 128,082 0 0
WILLIAMS COMPANIES INC COM 969457100 27325 621,899 SH SOLE 621,899 0 0
WILLIAMS SONOMA INC COM 969904101 2451 79,072 SH SOLE 79,072 0 0
WILMINGTON TRUST CORP COM 971807102 2219 45,634 SH SOLE 45,634 0 0
WINDMERE-DURABLE HLDGS INC COM 973411101 512 34,730 SH SOLE 34,730 0 0
WINN-DIXIE STORES INC COM 974280109 3287 169,102 SH SOLE 169,102 0 0
WINNEBAGO INDUSTRIES COM 974637100 605 33,515 SH SOLE 33,515 0 0
WISCONSIN CENT TRANSN CORP COM 976592105 829 67,642 SH SOLE 67,642 0 0
WISCONSIN ENERGY CORP COM 976657106 3332 167,131 SH SOLE 167,131 0 0
WOLVERINE TUBE INC COM 978093102 251 19,562 SH SOLE 19,562 0 0
WOLVERINE WORLD WIDE INC COM 978097103 698 63,482 SH SOLE 63,482 0 0
WORTHINGTON INDUSTRIES, INC COM 981811102 8230 665,014 SH SOLE 665,014 0 0
WRIGLEY, W. M. JR. CO COM 982526105 13537 176,229 SH SOLE 176,229 0 0
WYNDHAM INTL INC COM 983101106 1187 633,330 SH SOLE 633,330 0 0
WYNNS INTL INC COM 983195108 396 28678 SH SOLE 28678 0 0
X-RITE INC COM 983857103 331 32,644 SH SOLE 32,644 0 0
XILINX INC COM 983919101 39789 480,475 SH SOLE 480,475 0 0
XIRCOM INC COM 983922105 1690 45,688 SH SOLE 45,688 0 0
XEROX CORP COM 984121103 24721 950,792 SH SOLE 950,792 0 0
YAHOO INC COM 984332106 136070 793,988 SH SOLE 793,988 0 0
YELLOW CORP COM 985509108 705 38,244 SH SOLE 38,244 0 0
YORK INTL COM 986670107 1227 52,476 SH SOLE 52,476 0 0
YOUNG & RUBICAM INC COM 987425105 3044 64,772 SH SOLE 64,772 0 0
ZALE CORP NEW COM 988858106 2545 53,933 SH SOLE 53,933 0 0
ZEBRA TECHNOLOGIES CORP COM 989207105 2409 48,175 SH SOLE 48,175 0 0
ZENITH NATL INS CORP COM 989390109 587 26,442 SH SOLE 26,442 0 0
ZIONS BANCORP COM 989701107 5106 122,672 SH SOLE 122,672 0 0
ZIXIT CORP COM 98974P100 1713 23,533 SH SOLE 23,533 0 0
EVEREST RE GROUP LTD COM G3223R108 2129 65,272 SH SOLE 65,272 0 0
FLAG TELECOM HOLDINGS LTD COM G3529L102 1493 66,000 SH SOLE 66,000 0 0
GLOBAL CROSSING LTD COM G3921A100 47124 1,151,129 SH SOLE 1,151,129 0 0
TRANSOCEAN SEDCO FOREX INC COM G90078109 14455 281,713 SH SOLE 281,713 0 0
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