Report for the Calendar Year or Quarter Ended: June 30, 2000
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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 08/17/00
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: 1540
Form 13F Information Table Value Total: $20,224,369
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 499 41,603 SH SOLE 41,603 0 0
ADC TELECOMMUNICATIONS INC COM 000886101 21072 502,457 SH SOLE 502,457 0 0
ABM INDS INC COM 000957100 792 34,445 SH SOLE 34,445 0 0
AFLAC INC COM 001055102 16638 362,195 SH SOLE 362,195 0 0
AGCO CORP COM 001084102 992 81,020 SH SOLE 81,020 0 0
AGL RESOURCES INC COM 001204106 1255 78,750 SH SOLE 78,750 0 0
AES CORP COM 00130H105 21478 470,756 SH SOLE 470,756 0 0
AK STEEL HOLDING CORP COM 001547108 1248 155,939 SH SOLE 155,939 0 0
AMR CORP COM 001765106 6120 231,504 SH SOLE 231,504 0 0
AT&T CORP COM 001957109 181763 5,747,441 SH SOLE 5,747,441 0 0
AVT CORP COM 002420107 352 47,700 SH SOLE 47,700 0 0
AARON RENTS INC COM 002535201 384 30,606 SH SOLE 30,606 0 0
ABBOTT LABORATORIES COM 002824100 104015 2,334,134 SH SOLE 2,334,134 0 0
ABERCROMBIE & FITCH - CL A COM 002896207 1794 147,167 SH SOLE 147,167 0 0
AC NIELSEN CORP COM 004833109 1794 81,549 SH SOLE 81,549 0 0
ACTION PERFORMANCE COS COM 004933107 183 25,254 SH SOLE 25,254 0 0
ACTEL CORP COM 004934105 1559 34,179 SH SOLE 34,179 0 0
ACUSON CORP COM 005113105 453 33,547 SH SOLE 33,547 0 0
ACXIOM CORP COM 005125109 3433 125,985 SH SOLE 125,985 0 0
ADAC LABS COM 005313200 761 31,715 SH SOLE 31,715 0 0
ADAPTIVE BROADBAND CORP COM 00650M104 2111 57,429 SH SOLE 57,429 0 0
ADAPTEC INC COM 00651F108 1935 85,062 SH SOLE 85,062 0 0
ADMINISTAFF INC COM 007094105 1318 20,750 SH SOLE 20,750 0 0
ADOBE SYSTEMS INC COM 00724F101 25921 199,389 SH SOLE 199,389 0 0
ADTRAN INC COM 00738A106 3441 57,473 SH SOLE 57,473 0 0
ADVANCE PARADIGM INC COM 007491103 676 32,970 SH SOLE 32,970 0 0
ADVANCED TISSUE SCIENC COM 00755F103 709 88,227 SH SOLE 88,227 0 0
ADVO INC COM 007585102 1316 31,338 SH SOLE 31,338 0 0
AEROFLEX INC COM 007768104 1272 32,000 SH SOLE 32,000 0 0
ADVANCED MICRO DEVICES COM 007903107 15313 198,227 SH SOLE 198,227 0 0
AETNA INC COM 008117103 13614 212,090 SH SOLE 212,090 0 0
AFFILIATED COMPUTER COM 008190100 2355 71,219 SH SOLE 71,219 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 50348 682,691 SH SOLE 682,691 0 0
AGRIBRANDS INTL INC COM 00849R105 655 15,607 SH SOLE 15,607 0 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 15882 515,456 SH SOLE 515,456 0 0
AIRBORNE FREIGHT CORP COM 009266107 1253 66,166 SH SOLE 66,166 0 0
AIRGAS INC COM 009363102 518 91,076 SH SOLE 91,076 0 0
ALASKA AIR GROUP INC COM 011659109 982 36,211 SH SOLE 36,211 0 0
ALBANY INTL CORP CL A COM 012348108 569 39,258 SH SOLE 39,258 0 0
ALBEMARLE CORP COM 012653101 1253 63,449 SH SOLE 63,449 0 0
ALBERTO-CULVER CO CLASS B COM 013068101 4955 162,141 SH SOLE 162,141 0 0
ALBERTSONS INC COM 013104104 21406 643778 SH SOLE 643778 0 0
ALCAN ALUMINIUM LIMITED COM 013716105 7475 241145 SH SOLE 241145 0 0
ALCOA INC COM 013817101 43915 1,514,327 SH SOLE 1,514,327 0 0
ALEXANDER & BALDWIN INC COM 014482103 1308 59,280 SH SOLE 59,280 0 0
ALLEGHENY ENERGY INC COM 017361106 4425 161,635 SH SOLE 161,635 0 0
ALLEGHENY TECH INC NEW COM 01741R102 3463 192,394 SH SOLE 192,394 0 0
ALLEN TELECOM INC COM 018091108 752 42,500 SH SOLE 42,500 0 0
ALLERGAN INC COM 018490102 15157 203,447 SH SOLE 203,447 0 0
ALLIANCE PHARMACEUTCAL COM 018773101 812 72,200 SH SOLE 72,200 0 0
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 1591 64,787 SH SOLE 64,787 0 0
ALLIANT CORP COM 018802108 2979 114,592 SH SOLE 114,592 0 0
ALLIANT TECHSYSTEMS COM 018804104 973 14,423 SH SOLE 14,423 0 0
ALLIED WASTE INDS INC COM 019589308 1378 137,778 SH SOLE 137,778 0 0
ALLMERICA FINANCIAL CORP COM 019754100 4120 78,672 SH SOLE 78,672 0 0
ALLSTATE CORP COM 020002101 26540 1,192,827 SH SOLE 1,192,827 0 0
ALLTEL CORP COM 020039103 30896 498,829 SH SOLE 498,829 0 0
ALPHA INDS INC COM 020753109 2688 60,995 SH SOLE 60,995 0 0
ALPHARMA INC COM 020813101 3257 52,329 SH SOLE 52,329 0 0
ALTERA CORP COM 021441100 15175 297,735 SH SOLE 297,735 0 0
ALZA CORP COM 022615108 7352 124,351 SH SOLE 124,351 0 0
AMBAC FINL GROUP INC COM 023139108 5547 101,195 SH SOLE 101,195 0 0
AMCAST INDL CORP COM 023395106 120 13,768 SH SOLE 13,768 0 0
AMCOL INTL CORP COM 02341W103 680 41,192 SH SOLE 41,192 0 0
AMERADA HESS CORP COM 023551104 7725 125,097 SH SOLE 125,097 0 0
AMEREN CORP COM 023608102 7908 234,315 SH SOLE 234,315 0 0
AMERICA ONLINE INC COM 02364J104 181765 3,449,866 SH SOLE 3,449,866 0 0
AMERICAN ELECTRIC POWER COM 025537101 8768 295,976 SH SOLE 295,976 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 930 66,438 SH SOLE 66,438 0 0
AMERICAN EXPRESS COM 025816109 103842 1,992,179 SH SOLE 1,992,179 0 0
AMERICAN FINL GROUP INC COM 025932104 2058 82,953 SH SOLE 82,953 0 0
AMERICAN FREIGHTWAYS CORP COM 02629V108 715 49,338 SH SOLE 49,338 0 0
AMERICAN GENERAL CORP COM 026351106 20597 337,663 SH SOLE 337,663 0 0
AMERICAN GREETINGS CLASS A COM 026375105 909 47,867 SH SOLE 47,867 0 0
AMERICAN HOME PRODUCTS CORP COM 026609107 114509 1,949,083 SH SOLE 1,949,083 0 0
AMERICAN INTL GROUP COM 026874107 163330 2,085,066 SH SOLE 2,085,066 0 0
AMERICAN ITALIAN PASTA CO COM 027070101 582 28,131 SH SOLE 28,131 0 0
AMERICAN MGMT SYS INC COM 027352103 2069 63,030 SH SOLE 63,030 0 0
AMERICAN PWR CONVERSION CORP COM 029066107 13250 324,661 SH SOLE 324,661 0 0
AMERICAN STD COS INC DEL COM 029712106 4230 103,172 SH SOLE 103,172 0 0
AMERICAN STS WTR CO COM 029899101 410 13,770 SH SOLE 13,770 0 0
AMERICAN WATER WORKS INC COM 030411102 3517 140,677 SH SOLE 140,677 0 0
AMERICAN XTAL TECHNOLOGY INC COM 030514103 1245 28,785 SH SOLE 28,785 0 0
AMERICREDIT CORP COM 03060R101 1958 115,170 SH SOLE 115,170 0 0
AMES DEPARTMENT STORES COM 030789507 347 44,784 SH SOLE 44,784 0 0
AMETEK INC NEW COM 031100100 751 42,888 SH SOLE 42,888 0 0
AMGEN INC COM 031162100 108497 1,544,444 SH SOLE 1,544,444 0 0
AMSOUTH BANCORP COM 032165102 6939 440,565 SH SOLE 440,565 0 0
ANADARKO PETROLEUM CORP COM 032511107 11346 230,081 SH SOLE 230,081 0 0
ANALOG DEVICES INC COM 032654105 40498 532,871 SH SOLE 532,871 0 0
ANALOGIC CORP COM 032657207 787 19,676 SH SOLE 19,676 0 0
ANALYSTS INTL CORP COM 032681108 323 34,735 SH SOLE 34,735 0 0
ANCHOR BANCORP WIS INC COM 032839102 584 38,145 SH SOLE 38,145 0 0
ANCHOR GAMING COM 033037102 872 18,186 SH SOLE 18,186 0 0
ANDREW CORP COM 034425108 4776 142,288 SH SOLE 142,288 0 0
ANGELICA CORP COM 034663104 107 13,337 SH SOLE 13,337 0 0
ANHEUSER-BUSCH COS INC COM 035229103 48735 652,513 SH SOLE 652,513 0 0
ANIXTER INTL INC COM 035290105 1473 55,572 SH SOLE 55,572 0 0
ANNTAYLOR STORES CORP COM 036115103 1603 48,379 SH SOLE 48,379 0 0
ANTEC CORP COM 03664P105 2238 53,845 SH SOLE 53,845 0 0
AON CORP COM 037389103 14890 479,354 SH SOLE 479,354 0 0
APACHE CORP COM 037411105 6591 112,073 SH SOLE 112,073 0 0
APEX INC COM 037548104 1841 42,088 SH SOLE 42,088 0 0
APOGEE ENTERPRISES INC COM 037598109 151 42,659 SH SOLE 42,659 0 0
APOLLO GROUP INC - CL A COM 037604105 3103 110,823 SH SOLE 110,823 0 0
APPLE COMPUTER INC COM 037833100 24463 467,076 SH SOLE 467,076 0 0
APPLEBEES INTL INC COM 037899101 1258 41,515 SH SOLE 41,515 0 0
APRIA HEALTHCARE GROUP INC COM 037933108 880 71,875 SH SOLE 71,875 0 0
APPLICA INC COM 03815A106 393 34,730 SH SOLE 34,730 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 518 31,657 SH SOLE 31,657 0 0
APPLIED MATERIALS INC COM 038222105 108831 1,200,898 SH SOLE 1,200,898 0 0
APPLIED PWR INC COM 038225108 2008 59,941 SH SOLE 59,941 0 0
APTARGROUP INC COM 038336103 1504 55,700 SH SOLE 55,700 0 0
ARCH CHEMICALS INC COM 03937R102 752 34,392 SH SOLE 34,392 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 6816 694,642 SH SOLE 694,642 0 0
ARCTIC CAT INC COM 039670104 457 38,453 SH SOLE 38,453 0 0
ARKANSAS BEST CORP DEL COM 040790107 301 30,337 SH SOLE 30,337 0 0
ARMSTRONG HLDGS INC COM 042384107 485 31,657 SH SOLE 31,657 0 0
ARNOLD INDS INC COM 042595108 358 29,683 SH SOLE 29,683 0 0
ARROW ELECTRONICS INC COM 042735100 4369 140,925 SH SOLE 140,925 0 0
ARTESYN TECHNOLOGIES INC COM 043127109 1589 57,143 SH SOLE 57,143 0 0
ARVIN INDS INC COM 043339100 588 33,858 SH SOLE 33,858 0 0
ASHLAND INC COM 044204105 2004 57,154 SH SOLE 57,154 0 0
ASHWORTH INC COM 04516H101 97 21,640 SH SOLE 21,640 0 0
ASPECT COMMUNICATIONS CORP COM 04523Q102 2979 75,775 SH SOLE 75,775 0 0
ASPEN TECHNOLOGIES INC COM 045327103 1509 39,200 SH SOLE 39,200 0 0
ASSOCIATED BANC CORP COM 045487105 2195 100,639 SH SOLE 100,639 0 0
ASSOCIATES FIRST CAPITAL COM 046008108 31854 1,427,650 SH SOLE 1,427,650 0 0
ASTEC INDS COM 046224101 745 29,379 SH SOLE 29,379 0 0
ASTORIA FINL CORP COM 046265104 1961 76,150 SH SOLE 76,150 0 0
ATLANTIC COAST AIRLINES HLDG COM 048396105 905 28,517 SH SOLE 28,517 0 0
ATMEL CORP COM 049513104 12087 327,786 SH SOLE 327,786 0 0
ATMOS ENERGY CORP COM 049560105 848 48472 SH SOLE 48472 0 0
ATWOOD OCEANICS INC COM 050095108 933 21,026 SH SOLE 21,026 0 0
AUDIOVOX CORP COM 050757103 737 33,419 SH SOLE 33,419 0 0
AUSPEX SYSTEMS INC COM 052116100 213 43,103 SH SOLE 43,103 0 0
AUTODESK INC COM 052769106 3114 89,765 SH SOLE 89,765 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 50473 942,324 SH SOLE 942,324 0 0
AUTOZONE INC COM 053332102 3338 151,723 SH SOLE 151,723 0 0
AVANT CORP COM 053487104 315 16,800 SH SOLE 16,800 0 0
AVERY DENNISON CORP COM 053611109 9390 139,887 SH SOLE 139,887 0 0
AVID TECHNOLOGY INC COM 05367P100 443 36,947 SH SOLE 36,947 0 0
AVNET INC COM 053807103 3774 63,702 SH SOLE 63,702 0 0
AVON PRODUCTS COM 054303102 19199 431,438 SH SOLE 431,438 0 0
AWARE INC MASS COM 05453N100 1007 19,700 SH SOLE 19,700 0 0
AZTAR CORP COM 054802103 1025 66,138 SH SOLE 66,138 0 0
BB&T CORP COM 054937107 9289 389071 SH SOLE 389071 0 0
BISYS GROUP INC COM 055472104 2609 42,423 SH SOLE 42,423 0 0
BJ SERVICES CO COM 055482103 7910 126556 SH SOLE 126556 0 0
BJ'S WHOLESALE CLUB INC COM 05548J106 3546 107,454 SH SOLE 107,454 0 0
BMC INDS INC MINN COM 055607105 171 42,073 SH SOLE 42,073 0 0
BP AMOCO P L C COM 055622104 12597 222,717 SH SOLE 222,717 0 0
BMC SOFTWARE, INC COM 055921100 9905 271,482 SH SOLE 271,482 0 0
BAKER HUGHES, INC COM 057224107 16345 510,782 SH SOLE 510,782 0 0
BAKER J INC COM 057232100 126 21,626 SH SOLE 21,626 0 0
BALDOR ELEC CO COM 057741100 1011 54,273 SH SOLE 54,273 0 0
BALL CORP COM 058498106 669 20,789 SH SOLE 20,789 0 0
BANDAG INC COM 059815100 686 28,279 SH SOLE 28,279 0 0
BANGOR HYDRO ELEC CO COM 060077104 265 11,325 SH SOLE 11,325 0 0
BANK AMER CORP COM 060505104 114918 2,672,517 SH SOLE 2,672,517 0 0
BANK OF NEW YORK CO INC COM 064057102 43407 933490 SH SOLE 933490 0 0
BANK ONE CORP COM 06423A103 46012 1,732,208 SH SOLE 1,732,208 0 0
BANKNORTH GROUP INC NEW COM 06646R107 2874 187,700 SH SOLE 187,700 0 0
BANTA CORP COM 066821109 647 34,161 SH SOLE 34,161 0 0
BARD, C R INC COM 067383109 4154 86,314 SH SOLE 86,314 0 0
BARNES & NOBLE INC COM 067774109 2162 97,175 SH SOLE 97,175 0 0
BARNES GROUP INC COM 067806109 472 28,917 SH SOLE 28,917 0 0
BARRICK GOLD CORP COM 067901108 13757 756,395 SH SOLE 756,395 0 0
BARR LABS INC COM 068306109 2368 52,851 SH SOLE 52,851 0 0
BARRA INC COM 068313105 1065 21,496 SH SOLE 21,496 0 0
BARRETT RESOURCES CORP COM 068480201 1523 50,021 SH SOLE 50,021 0 0
BASSETT FURNITURE INDS INC COM 070203104 235 18,627 SH SOLE 18,627 0 0
BAUSCH & LOMB INC COM 071707103 6652 85,965 SH SOLE 85,965 0 0
BAXTER INTL INC COM 071813109 31394 446494 SH SOLE 446494 0 0
BE AEROSPACE INC COM 073302101 263 38,231 SH SOLE 38,231 0 0
BEAR STEARNS COS INC COM 073902108 9918 238,269 SH SOLE 238,269 0 0
BECKMAN COULTER INC COM 075811109 2441 41,815 SH SOLE 41,815 0 0
BECTON, DICKINSON & CO COM 075887109 11639 405,729 SH SOLE 405,729 0 0
BED BATH & BEYOND INC COM 075896100 11696 645,292 SH SOLE 645,292 0 0
BELDEN INC COM 077459105 957 37,339 SH SOLE 37,339 0 0
BELL ATLANTIC CORP COM 077853109 118035 2,322,954 SH SOLE 2,322,954 0 0
BELLSOUTH CORP COM 079860102 92619 2,172,882 SH SOLE 2,172,882 0 0
BELO, AH CORP COM 080555105 2954 170,603 SH SOLE 170,603 0 0
BEMIS CO COM 081437105 1949 57,966 SH SOLE 57,966 0 0
BENCHMARK ELECTRS INC COM 08160H101 912 24,934 SH SOLE 24,934 0 0
BERGEN BRUNSWIG CORP CL COM 083739102 1006 182,991 SH SOLE 182,991 0 0
BERINGER WINE ESTATES HOLDIN COM 084102102 1066 30186 SH SOLE 30186 0 0
BEST BUY CO INC COM 086516101 26979 426,546 SH SOLE 426,546 0 0
BESTFOODS COM 08658U101 29420 424,831 SH SOLE 424,831 0 0
BETHLEHEM STEEL CORP COM 087509105 516 144,809 SH SOLE 144,809 0 0
BILLING INFO CONCEPTS COM 090063108 290 65,299 SH SOLE 65,299 0 0
BINDLEY WESTN INDS INC COM 090324104 1374 51,974 SH SOLE 51,974 0 0
BIO TECHNOLOGY GEN CORP COM 090578105 1079 81,816 SH SOLE 81,816 0 0
BIOGEN INC COM 090597105 14760 228,840 SH SOLE 228,840 0 0
BIOMATRIX INC COM 09060P102 802 35,449 SH SOLE 35,449 0 0
BIOMET INC COM 090613100 4708 183,727 SH SOLE 183,727 0 0
BIRMINGHAM STEEL CORP COM 091250100 181 46,668 SH SOLE 46,668 0 0
BLACK & DECKER CORP COM 091797100 4803 122,185 SH SOLE 122,185 0 0
BLACK BOX CORP COM 091826107 2378 30,037 SH SOLE 30,037 0 0
BLACK HILLS CORP COM 092113109 631 27,956 SH SOLE 27,956 0 0
BLANCH E W HLDGS INC COM 093210102 411 20,220 SH SOLE 20,220 0 0
BLOCK, H & R INC COM 093671105 3328 102,803 SH SOLE 102,803 0 0
BLYTH INC COM 09643P108 2020 68,476 SH SOLE 68,476 0 0
BOB EVANS FARMS COM 096761101 762 51,007 SH SOLE 51,007 0 0
BOEING CO COM 097023105 52395 1,253,103 SH SOLE 1,253,103 0 0
BOISE CASCADE CORP COM 097383103 14402 556,609 SH SOLE 556,609 0 0
BOMBAY CO INC COM 097924104 164 55,796 SH SOLE 55,796 0 0
BOOKS-A-MILLION INC COM 098570104 129 27,790 SH SOLE 27,790 0 0
BORDERS GROUP INC COM 099709107 4088 262,661 SH SOLE 262,661 0 0
BORG WARNER INC COM 099724106 1315 37,435 SH SOLE 37,435 0 0
BOSTON SCIENTIFIC CORP COM 101137107 14022 639,165 SH SOLE 639,165 0 0
BOWATER INC COM 102183100 3324 75,324 SH SOLE 75,324 0 0
BOWNE & CO INC COM 103043105 571 56,740 SH SOLE 56,740 0 0
BRADY CORP COM 104674106 1131 34,798 SH SOLE 34,798 0 0
BRIGGS & STRATTON CORP COM 109043109 3774 110195 SH SOLE 110195 0 0
BRIGHTPOINT INC COM 109473108 717 82,848 SH SOLE 82,848 0 0
BRINKER INTL, INC COM 109641100 2739 93,645 SH SOLE 93,645 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 174771 3,000,364 SH SOLE 3,000,364 0 0
BROADCOM CORP COM 111320107 30695 140,200 SH SOLE 140,200 0 0
BROADWING INC COM 111620100 8297 319,884 SH SOLE 319,884 0 0
BROWN-FORMAN COM 115637209 7251 134,900 SH SOLE 134,900 0 0
BROWN SHOE INC NEW COM 115736100 365 28,065 SH SOLE 28,065 0 0
BRUNSWICK CORP COM 117043109 1096 66,151 SH SOLE 66,151 0 0
BRUSH ENGINEERED MATLS INC COM 117421107 392 25,100 SH SOLE 25,100 0 0
BUCKEYE TECHNOLOGIES INC COM 118255108 1177 53,668 SH SOLE 53,668 0 0
BUFFETS INC COM 119882108 663 52,259 SH SOLE 52,259 0 0
BUILDING MATLS HLDG CORP COM 120113105 172 19,484 SH SOLE 19,484 0 0
BURLINGTON INDS INC COM 121693105 86 50,860 SH SOLE 50,860 0 0
BURLINGTON NORTHERN SANTA FE COM 12189T104 15770 687,525 SH SOLE 687,525 0 0
BURLINGTON RESOURCES INC COM 122014103 15104 394,865 SH SOLE 394,865 0 0
BURR BROWN CORP COM 122574106 7198 83,034 SH SOLE 83,034 0 0
BUTLER MFG CO DEL COM 123655102 181 10,620 SH SOLE 10,620 0 0
C&D TECHNOLOGIES INC COM 124661109 2253 39,871 SH SOLE 39,871 0 0
CCB FINL CORP COM 124875105 2121 57,337 SH SOLE 57,337 0 0
CBRL GROUP INC COM 12489V106 1132 77,074 SH SOLE 77,074 0 0
C-CORNET CORP COM 125010108 1349 49,965 SH SOLE 49,965 0 0
C-CUBE MICROSYSTEMS INC NEW COM 12501N108 1254 63,884 SH SOLE 63,884 0 0
C D I CORP COM 125071100 597 29,287 SH SOLE 29,287 0 0
CDW COMPUTER CTRS INC COM 125129106 7914 126,626 SH SOLE 126,626 0 0
CEC ENTMT INC COM 125137109 1064 41,536 SH SOLE 41,536 0 0
CH ENERGY GROUP INC COM 12541M102 878 25,868 SH SOLE 25,868 0 0
C H ROBINSON WORLDWIDE INC COM 12541W100 2985 60,297 SH SOLE 60,297 0 0
CIGNA CORP COM 125509109 23340 249,621 SH SOLE 249,621 0 0
CKE RESTAURANTS INC COM 12561E105 233 77,627 SH SOLE 77,627 0 0
CLECO CORP NEW COM 12561W105 1029 30,725 SH SOLE 30,725 0 0
CMP GROUP INC COM 125887109 1328 45,293 SH SOLE 45,293 0 0
CMS ENERGY CORP COM 125896100 1722 77,831 SH SOLE 77,831 0 0
CPI CORP COM 125902106 290 13747 SH SOLE 13747 0 0
CNF TRANSPORTATION INC COM 12612W104 1583 69,579 SH SOLE 69,579 0 0
C P & L ENERGY INC COM 12614C106 7926 248,168 SH SOLE 248,168 0 0
CSG SYS INTL INC COM 126349109 4350 77,599 SH SOLE 77,599 0 0
CSX CORP COM 126408103 6929 327021 SH SOLE 327021 0 0
CTS CORP COM 126501105 1906 42,366 SH SOLE 42,366 0 0
CUNO INC COM 126583103 580 25,080 SH SOLE 25,080 0 0
CVS INC COM 126650100 24802 620,041 SH SOLE 620,041 0 0
CABLETRON SYSTEMS INC COM 126920107 3543 140,326 SH SOLE 140,326 0 0
CABLE DESIGN TECHNOLOGIES CO COM 126924109 1455 43,424 SH SOLE 43,424 0 0
CABOT CORP COM 127055101 2598 95,355 SH SOLE 95,355 0 0
CABOT OIL & GAS CORP COM 127097103 925 43,642 SH SOLE 43,642 0 0
CADENCE DESIGN SYSTEMS, INC COM 127387108 7352 360,842 SH SOLE 360,842 0 0
CAL DIVE INTL INC COM 127914109 1293 23,853 SH SOLE 23,853 0 0
CALLAWAY GOLF CO COM 131193104 1754 107,534 SH SOLE 107,534 0 0
CALPINE CORP COM 131347106 30047 456,984 SH SOLE 456,984 0 0
CAMBREX CORP COM 132011107 1702 37,820 SH SOLE 37,820 0 0
CAMBRIDGE TECH PARTNER COM 132524109 740 84,874 SH SOLE 84,874 0 0
CAMPBELL SOUP CO COM 134429109 23154 794,994 SH SOLE 794,994 0 0
CANANDAIGUA BRANDS INC COM 137219200 1397 27,698 SH SOLE 27,698 0 0
CAPITAL ONE FINL CORP COM 14040H105 10926 244,839 SH SOLE 244,839 0 0
CARAUSTAR INDS INC COM 140909102 593 39174 SH SOLE 39174 0 0
CARDINAL HEALTH INC COM 14149Y108 33836 457,238 SH SOLE 457,238 0 0
CARLISLE COS INC COM 142339100 1909 42,415 SH SOLE 42,415 0 0
CARMIKE CINEMAS INC COM 143436103 68 17,478 SH SOLE 17,478 0 0
CARNIVAL CORP COM 143658102 13069 670222 SH SOLE 670222 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 611 28,912 SH SOLE 28,912 0 0
CARTER-WALLACE INC COM 146285101 1254 62,302 SH SOLE 62,302 0 0
CASCADE NAT GAS CORP COM 147339105 283 16,979 SH SOLE 16,979 0 0
CASEYS GEN STORES INC COM 147528103 829 79,878 SH SOLE 79,878 0 0
CASH AMER INTL INC COM 14754D100 288 39,022 SH SOLE 39,022 0 0
CASTLE A M & CO COM 148411101 180 21,595 SH SOLE 21,595 0 0
CATALINA MARKETING CORP COM 148867104 2861 28,051 SH SOLE 28,051 0 0
CATERPILLAR INC COM 149123101 12121 357,820 SH SOLE 357,820 0 0
CATO CORP NEW COM 149205106 473 40,667 SH SOLE 40,667 0 0
CENDANT CORP COM 151313103 16115 1,151,048 SH SOLE 1,151,048 0 0
CENTEX CORP COM 152312104 1802 76,679 SH SOLE 76,679 0 0
CENTIGRAM COMMUNICATIONS COR COM 152317103 237 9,267 SH SOLE 9,267 0 0
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GLOBAL MARINE INC COM 379352404 7259 257,513 SH SOLE 257,513 0 0
GOLDEN WEST FINANCIAL CORP COM 381317106 10504 257,384 SH SOLE 257,384 0 0
GOODRICH, B F CO COM 382388106 12930 379,588 SH SOLE 379,588 0 0
GOODYEAR TIRE & RUBBER CO COM 382550101 3331 166,553 SH SOLE 166,553 0 0
GOODYS FAMILY CLOTHING INC COM 382588101 280 50,916 SH SOLE 50,916 0 0
GOTTSCHALKS INC COM 383485109 122 19,331 SH SOLE 19,331 0 0
GRACE W R & CO DEL NEW COM 38388F108 1300 107,198 SH SOLE 107,198 0 0
GRACO INC COM 384109104 1016 31,267 SH SOLE 31,267 0 0
GRAINGER, W W INC COM 384802104 7794 252,950 SH SOLE 252,950 0 0
GRANITE CONSTRUCTION INC COM 387328107 906 36,992 SH SOLE 36,992 0 0
GRANT PRIDECO INC COM 38821G101 5091 203,621 SH SOLE 203,621 0 0
GREAT ATLANTIC & PAC TEA CO COM 390064103 756 45,449 SH SOLE 45,449 0 0
GREAT LAKES CHEMICAL CORP COM 390568103 1928 61,209 SH SOLE 61,209 0 0
GREAT PLAINS SOFTWARE COM 39119E105 598 30,465 SH SOLE 30,465 0 0
GREEN MOUNTAIN PWR CORP COM 393154109 68 8,273 SH SOLE 8,273 0 0
GREENPOINT FINANCIAL CORP COM 395384100 2881 153,669 SH SOLE 153,669 0 0
GRIFFON CORP COM 398433102 255 45,861 SH SOLE 45,861 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 397 33,102 SH SOLE 33,102 0 0
GTECH HOLDINGS CORP COM 400518106 1076 47,448 SH SOLE 47,448 0 0
GUIDANT CORP COM 401698105 23454 473825 SH SOLE 473825 0 0
GUILFORD MLS INC COM 401794102 125 29,503 SH SOLE 29,503 0 0
GYMBOREE CORP COM 403777105 112 37,426 SH SOLE 37,426 0 0
HCA-HEALTHCARE CO COM 404119109 26226 863,391 SH SOLE 863,391 0 0
HNC SOFTWARE INC COM 40425P107 2544 41,201 SH SOLE 41,201 0 0
HSB GROUP INC COM 40428N109 1239 39,811 SH SOLE 39,811 0 0
HS RESOURCES INC COM 404297103 867 28,904 SH SOLE 28,904 0 0
HA-LO INDS INC COM 404429102 457 81,237 SH SOLE 81,237 0 0
HAGGAR CORP COM 405173105 123 10,443 SH SOLE 10,443 0 0
HAIN CELESTIAL GROUP INC COM 405217100 1624 44,276 SH SOLE 44,276 0 0
HALLIBURTON CO COM 406216101 32766 694,372 SH SOLE 694,372 0 0
HANCOCK FABRICS INC COM 409900107 124 29,195 SH SOLE 29,195 0 0
HANGER ORTHOPEDIC GROUP INC COM 41043F208 145 29,338 SH SOLE 29,338 0 0
HANNA M A CO COM 410522106 583 64,777 SH SOLE 64,777 0 0
HANNAFORD BROTHERS CO COM 410550107 4484 62,386 SH SOLE 62,386 0 0
HANOVER COMPRESSOR CO COM 410768105 3124 82,202 SH SOLE 82,202 0 0
HARCOURT GENERAL INC COM 41163G101 5562 102291 SH SOLE 102291 0 0
HARLAND, JOHN H CO COM 412693103 681 45,580 SH SOLE 45,580 0 0
HARLEY-DAVIDSON INC COM 412822108 17195 446,636 SH SOLE 446,636 0 0
HARMAN INTL INDS INC COM 413086109 1604 26,287 SH SOLE 26,287 0 0
HARMON INDS INC NEW COM 413136102 231 17,444 SH SOLE 17,444 0 0
HARRAHS ENTERTAINMENT, INC COM 413619107 2902 138,593 SH SOLE 138,593 0 0
HARRIS CORP COM 413875105 3301 100,800 SH SOLE 100,800 0 0
HARSCO CORP COM 415864107 1439 56,443 SH SOLE 56,443 0 0
HARTE HANKS INC COM 416196103 2461 98,430 SH SOLE 98,430 0 0
HARTFORD FINANCIAL SERVS GRP COM 416515104 26884 480,608 SH SOLE 480,608 0 0
HARTMARX CORP COM 417119104 116 45,225 SH SOLE 45,225 0 0
HASBRO INC COM 418056107 4831 320719 SH SOLE 320719 0 0
HAWAIIAN ELECTRIC INDS COM 419870100 1478 45,036 SH SOLE 45,036 0 0
HEALTHSOUTH CORP COM 421924101 3559 495,135 SH SOLE 495,135 0 0
HEALTH MANAGEMENT ASSOCIATES COM 421933102 4836 370,183 SH SOLE 370,183 0 0
HEARTLAND EXPRESS INC COM 422347104 648 38,811 SH SOLE 38,811 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 1856 29,400 SH SOLE 29,400 0 0
HEINZ, H J CO COM 423074103 27791 635,225 SH SOLE 635,225 0 0
HELIX TECHNOLOGY CORP COM 423319102 1339 34,344 SH SOLE 34,344 0 0
HELMERICH & PAYNE COM 423452101 2650 70,911 SH SOLE 70,911 0 0
HENRY JACK & ASSOC INC COM 426281101 3116 62,171 SH SOLE 62,171 0 0
HERCULES INC COM 427056106 1655 117,672 SH SOLE 117,672 0 0
HERSHEY FOODS CORP COM 427866108 12809 264,096 SH SOLE 264,096 0 0
HEWLETT PACKARD CO COM 428236103 189909 1,520,790 SH SOLE 1,520,790 0 0
HIBERNIA CORP - CL A COM 428656102 2500 229,862 SH SOLE 229,862 0 0
HILB ROGAL & HAMILTON CO COM 431294107 700 20,170 SH SOLE 20,170 0 0
HILLENBRAND INDS INC COM 431573104 2935 93,718 SH SOLE 93,718 0 0
HILTON HOTELS CORP COM 432848109 4972 530,391 SH SOLE 530,391 0 0
HISPANIC BROADCASTIN COM 43357B104 5324 160,727 SH SOLE 160,727 0 0
HOLOGIC INC COM 436440101 159 23619 SH SOLE 23619 0 0
HOME DEPOT INC COM 437076102 173188 3468104 SH SOLE 3468104 0 0
HOMESTAKE MINING CO COM 437614100 4015 583,929 SH SOLE 583,929 0 0
HON INDS COM 438092108 2002 85,171 SH SOLE 85,171 0 0
HONEYWELL INTL INC COM 438516106 35983 1,068,144 SH SOLE 1,068,144 0 0
HOOPER HOLMES INC COM 439104100 799 99,841 SH SOLE 99,841 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 826 55,069 SH SOLE 55,069 0 0
HORMEL FOODS CORP COM 440452100 3519 209,315 SH SOLE 209,315 0 0
HOUGHTON MIFFLIN CO COM 441560109 2083 44,607 SH SOLE 44,607 0 0
HOUSEHOLD INTL INC COM 441815107 36096 868,483 SH SOLE 868,483 0 0
HUBBELL INC - CL B COM 443510201 2350 92,144 SH SOLE 92,144 0 0
HUDSON UNITED BANCORP COM 444165104 1741 77,604 SH SOLE 77,604 0 0
HUFFY CORP COM 444356109 67 15,615 SH SOLE 15,615 0 0
HUGHES SUPPLY INC COM 444482103 714 36,160 SH SOLE 36,160 0 0
HUMANA INC COM 444859102 1547 317337 SH SOLE 317337 0 0
HUNT, J B TRANSPORT SVCS INC COM 445658107 700 45,324 SH SOLE 45,324 0 0
HUNTINGTON BANCSHARES INC COM 446150104 2534 176,304 SH SOLE 176,304 0 0
HUTCHINSON TECHNOLOGY COM 448407106 542 38,058 SH SOLE 38,058 0 0
ICN PHARMACEUTICALS INC NEW COM 448924100 3154 113,395 SH SOLE 113,395 0 0
HYPERION SOLUTIONS CORP COM 44914M104 1601 49,349 SH SOLE 49,349 0 0
IBP INC COM 449223106 2345 151,896 SH SOLE 151,896 0 0
IDEC PHARMACEUTICALS COM 449370105 7724 65,839 SH SOLE 65,839 0 0
IHOP CORP COM 449623107 515 30,769 SH SOLE 30,769 0 0
IMC GLOBAL INC COM 449669100 2142 164,750 SH SOLE 164,750 0 0
IMCO RECYCLING INC COM 449681105 135 24,905 SH SOLE 24,905 0 0
IMS HEALTH INC COM 449934108 7965 442479 SH SOLE 442479 0 0
ITT INDS INC COM 450911102 4280 140,919 SH SOLE 140,919 0 0
IDACORP INC COM 451107106 1722 53,402 SH SOLE 53,402 0 0
IDEX CORP COM 45167R104 1435 45,473 SH SOLE 45,473 0 0
IDEXX LABS CORP COM 45168D104 1272 55,611 SH SOLE 55,611 0 0
IKON OFFICE SOLUTIONS COM 451713101 342 88,372 SH SOLE 88,372 0 0
ILLINOIS TOOL WORKS COM 452308109 26328 461,888 SH SOLE 461,888 0 0
IMATION CORP COM 45245A107 1503 51,168 SH SOLE 51,168 0 0
IMMUNE RESPONSE CORP COM 45252T106 440 40,442 SH SOLE 40,442 0 0
IMPERIAL BANCORP COM 452556103 565 36,300 SH SOLE 36,300 0 0
INCO LIMITED COM 453258402 3180 206,832 SH SOLE 206,832 0 0
INCYTE PHARMACEUTICALS INC COM 45337C102 3743 45,537 SH SOLE 45,537 0 0
INFINITY BROADCASTING CP NEW COM 45662S102 2462 67,569 SH SOLE 67,569 0 0
INFORMIX CORP COM 456779107 2994 402,563 SH SOLE 402,563 0 0
INGERSOLL-RAND CO COM 456866102 9378 233,002 SH SOLE 233,002 0 0
INFORMATION RESOURCES INC COM 456905108 171 43,309 SH SOLE 43,309 0 0
INNOVEX INC COM 457647105 222 22,787 SH SOLE 22,787 0 0
INPUT/OUTPUT INC COM 457652105 658 77,932 SH SOLE 77,932 0 0
INSIGHT ENTERPRISES INC COM 45765U103 2371 39,974 SH SOLE 39,974 0 0
INSITUFORM TECHNOLGIES INC CL COM 457667103 1042 38,414 SH SOLE 38,414 0 0
A
INSTEEL INDS INC COM 45774W108 80 13,002 SH SOLE 13,002 0 0
INSURANCE AUTO AUCTIONS INC COM 457875102 376 17,783 SH SOLE 17,783 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 8370 139,785 SH SOLE 139,785 0 0
INTEL CORP COM 458140100 336575 5,035,256 SH SOLE 5,035,256 0 0
INTER TEL INC SER A COM 458372109 640 39,826 SH SOLE 39,826 0 0
INTERFACE INC CL A COM 458665106 306 80,383 SH SOLE 80,383 0 0
INTERIM SVCS INC COM 45868P100 1733 97637 SH SOLE 97637 0 0
INTERMAGNETICS GEN CORP COM 458771102 368 20,003 SH SOLE 20,003 0 0
INTERMET CORP COM 45881K104 268 38,975 SH SOLE 38,975 0 0
INTL BUSINESS MACHINE COM 459200101 295709 2699000 SH SOLE 2699000 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 3608 119,527 SH SOLE 119,527 0 0
INTL GAME TECHNOLOGY COM 459902102 2810 106,033 SH SOLE 106,033 0 0
INTL MULTIFOODS CORP COM 460043102 339 19,572 SH SOLE 19,572 0 0
INTL PAPER CO COM 460146103 22270 746,989 SH SOLE 746,989 0 0
INTL RECTIFIER CORP COM 460254105 5257 93,880 SH SOLE 93,880 0 0
INTL SPEEDWAY CORP COM 460335201 3203 77,422 SH SOLE 77,422 0 0
INTERPUBLIC GROUP OF COS COM 460690100 18865 438,711 SH SOLE 438,711 0 0
INTERSTATE BAKERIES CORP DEL COM 46072H108 1335 95,378 SH SOLE 95,378 0 0
INTERVOICE-BRITE INC COM 461142101 324 49,307 SH SOLE 49,307 0 0
INTUIT INC COM 461202103 12408 299,897 SH SOLE 299,897 0 0
INVACARE CORP COM 461203101 1209 46,076 SH SOLE 46,076 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1739 44033 SH SOLE 44033 0 0
INVESTORS FINL SERVICES CORP COM 461915100 1785 44,966 SH SOLE 44,966 0 0
IONICS INC COM 462218108 761 24,857 SH SOLE 24,857 0 0
IPALCO ENTERPRISES INC COM 462613100 2471 122,787 SH SOLE 122,787 0 0
ITRON INC COM 465741106 190 22,988 SH SOLE 22,988 0 0
IVAX CORP COM 465823102 9642 232,348 SH SOLE 232,348 0 0
J & J SNACK FOODS CORP COM 466032109 246 13,742 SH SOLE 13,742 0 0
JLG INDS INC COM 466210101 810 68,217 SH SOLE 68,217 0 0
JABIL CIRCUIT INC COM 466313103 14131 284759 SH SOLE 284759 0 0
JACK IN THE BOX INC COM 466367109 1446 58,711 SH SOLE 58,711 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 1164 35,615 SH SOLE 35,615 0 0
JAKKS PACIFIC INC COM 47012E106 428 29,025 SH SOLE 29,025 0 0
JAN BELL MARKETING INC COM 470760109 82 34,473 SH SOLE 34,473 0 0
JEFFERIES GROUP INC NEW COM 472319102 746 36,939 SH SOLE 36,939 0 0
JEFFERSON-PILOT CORP COM 475070108 8964 158,827 SH SOLE 158,827 0 0
JO-ANN STORES INC COM 47758P109 192 27410 SH SOLE 27410 0 0
JOHNSON & JOHNSON COM 478160104 214473 2105256 SH SOLE 2105256 0 0
JOHNSON CONTROLS INC COM 478366107 3246 63,258 SH SOLE 63,258 0 0
JONES APPAREL GROUP INC COM 480074103 4183 178,011 SH SOLE 178,011 0 0
JONES PHARMA INC COM 480236108 3992 99,965 SH SOLE 99,965 0 0
JUSTIN INDS INC COM 482171105 857 39,169 SH SOLE 39,169 0 0
KLA-TENCOR CORP COM 482480100 16772 286,395 SH SOLE 286,395 0 0
K MART CORP COM 482584109 2288 335,797 SH SOLE 335,797 0 0
K-SWISS INC COM 482686102 260 16,321 SH SOLE 16,321 0 0
K2 INC COM 482732104 229 27,513 SH SOLE 27,513 0 0
KAMAN CORP COM 483548103 382 35,775 SH SOLE 35,775 0 0
KANSAS CITY POWER & LIGHT CO COM 485134100 1999 88,852 SH SOLE 88,852 0 0
KANSAS CITY SOUTHERN INDS COM 485170104 29439 165,970 SH SOLE 165,970 0 0
KAUFMAN & BROAD HOME COM 486168107 795 40,150 SH SOLE 40,150 0 0
KAYDON CORP COM 486587108 877 41,755 SH SOLE 41,755 0 0
KEANE INC COM 486665102 2226 102,956 SH SOLE 102,956 0 0
KELLOGG CO COM 487836108 18450 620,158 SH SOLE 620,158 0 0
KELLWOOD CO COM 488044108 771 36,498 SH SOLE 36,498 0 0
KELLY SERVICES INC-CL COM 488152208 1153 49,855 SH SOLE 49,855 0 0
KEMET CORP COM 488360108 3342 133,334 SH SOLE 133,334 0 0
KENNAMETAL INC COM 489170100 889 41487 SH SOLE 41487 0 0
KENT ELECTRONICS CORP COM 490553104 1288 43,187 SH SOLE 43,187 0 0
KERR-MCGEE CORP COM 492386107 8503 144,267 SH SOLE 144,267 0 0
KEYCORP COM 493267108 12149 689,292 SH SOLE 689,292 0 0
KEYSPAN CORP COM 49337W100 6021 195,807 SH SOLE 195,807 0 0
KEYSTONE FINANCIAL INC COM 493482103 1421 66,858 SH SOLE 66,858 0 0
KIMBERLY-CLARK CORP COM 494368103 44921 782,929 SH SOLE 782,929 0 0
KINDER MORGAN INC KANS COM 49455P101 5734 165,897 SH SOLE 165,897 0 0
KIRBY CORP COM 497266106 800 37,640 SH SOLE 37,640 0 0
KNIGHT-RIDDER INC COM 499040103 6133 115,303 SH SOLE 115,303 0 0
KOHLS CORP COM 500255104 42808 769,584 SH SOLE 769,584 0 0
KOMAG INC COM 500453105 147 84,015 SH SOLE 84,015 0 0
KROGER CO COM 501044101 26595 1,205,437 SH SOLE 1,205,437 0 0
KROLL O GARA CO COM 501050108 228 34,143 SH SOLE 34,143 0 0
KRONOS INC COM 501052104 499 19,180 SH SOLE 19,180 0 0
KULICKE & SOFFA INDS INC COM 501242101 1083 36,493 SH SOLE 36,493 0 0
L G & E ENERGY CORP COM 501917108 4532 189,830 SH SOLE 189,830 0 0
LSI LOGIC CORP COM 502161102 25142 464,524 SH SOLE 464,524 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 2682 47,002 SH SOLE 47,002 0 0
LA Z BOY INC COM 505336107 1318 94,168 SH SOLE 94,168 0 0
LABOR READY INC COM 505401208 436 65,767 SH SOLE 65,767 0 0
LACLEDE GAS CO COM 505588103 559 29,019 SH SOLE 29,019 0 0
LANCASTER COLONY CORORATION COM 513847103 1098 56,315 SH SOLE 56,315 0 0
LANCE INC COM 514606102 315 35,031 SH SOLE 35,031 0 0
LANDS END INC COM 515086106 1414 42,368 SH SOLE 42,368 0 0
LANDRYS SEAFOOD RESTAURANTS COM 51508L103 324 38,157 SH SOLE 38,157 0 0
LANDSTAR SYS INC COM 515098101 857 14,385 SH SOLE 14,385 0 0
LANIER WORLDWIDE INC COM 51589L105 36 35,500 SH SOLE 35,500 0 0
LASER VISION CTRS INC COM 51807H100 240 38,745 SH SOLE 38,745 0 0
LASON INC COM 51808R107 73 29,047 SH SOLE 29,047 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 5120 74,069 SH SOLE 74,069 0 0
LAWSON PRODUCTS COM 520776105 387 15,725 SH SOLE 15,725 0 0
LEAR CORP COM 521865105 1921 96,043 SH SOLE 96,043 0 0
LEE ENTERPRISES COM 523768109 1455 62,420 SH SOLE 62,420 0 0
LEGATO SYSTEMS INC COM 524651106 1901 125,665 SH SOLE 125,665 0 0
LEGGETT & PLATT INC COM 524660107 4614 279,623 SH SOLE 279,623 0 0
LEGG MASON INC COM 524901105 4643 92,859 SH SOLE 92,859 0 0
LEHMAN BROS HLDGS INC COM 524908100 13430 142,021 SH SOLE 142,021 0 0
LENNOX INTL INC COM 526107107 1166 87,999 SH SOLE 87,999 0 0
LEXMARK INTL INC COM 529771107 10465 155,611 SH SOLE 155,611 0 0
LIBBEY INC COM 529898108 781 24,297 SH SOLE 24,297 0 0
LILLIAN VERNON CORP COM 532430105 145 13833 SH SOLE 13833 0 0
LILLY, ELI & CO COM 532457108 168095 1,683,052 SH SOLE 1,683,052 0 0
LILLY INDS INC COM 532491107 1074 35,721 SH SOLE 35,721 0 0
LIMITED INC COM 532716107 18160 839,771 SH SOLE 839,771 0 0
LINCARE HLDGS INC COM 532791100 1886 76,602 SH SOLE 76,602 0 0
LINCOLN NATIONAL CORP COM 534187109 16080 445,128 SH SOLE 445,128 0 0
LINDSAY MFG CO COM 535555106 374 19,068 SH SOLE 19,068 0 0
LINEAR TECHNOLOGY CORP COM 535678106 28789 450,269 SH SOLE 450,269 0 0
LINENS'N THINGS COM 535679104 1645 60,644 SH SOLE 60,644 0 0
LITTON INDS INC COM 538021106 6576 156,574 SH SOLE 156,574 0 0
LIZ CLAIBORNE INC COM 539320101 2720 77160 SH SOLE 77160 0 0
LOCKHEED MARTIN CORP COM 539830109 11377 458,526 SH SOLE 458,526 0 0
LOEWS CORP COM 540424108 4385 73,091 SH SOLE 73,091 0 0
LONESTAR STEAKHOUSE SALOON COM 542307103 368 36375 SH SOLE 36375 0 0
LONGS DRUG STORES INC COM 543162101 1193 54,869 SH SOLE 54,869 0 0
LONGVIEW FIBRE CO COM 543213102 779 70,387 SH SOLE 70,387 0 0
LOUIS DREYFUS NAT GAS CORP COM 546011107 1937 61,870 SH SOLE 61,870 0 0
LOUISIANA-PACIFIC CORP COM 546347105 1264 116,210 SH SOLE 116,210 0 0
LOWES COS COM 548661107 34510 840,427 SH SOLE 840,427 0 0
LUBRIZOL CORP COM 549271104 1631 77,682 SH SOLE 77,682 0 0
LUBYS INC COM 549282101 276 34,464 SH SOLE 34,464 0 0
LUCENT TECHNOLOGIES INC COM 549463107 283007 4,776,492 SH SOLE 4,776,492 0 0
LYDALL INC DEL COM 550819106 256 24,107 SH SOLE 24,107 0 0
LYONDELL CHEMICAL CO COM 552078107 2792 166,716 SH SOLE 166,716 0 0
MAF BANCORP INC COM 55261R108 665 36,539 SH SOLE 36,539 0 0
MBIA INC COM 55262C100 8632 179,129 SH SOLE 179,129 0 0
MBNA CORP COM 55262L100 34298 1,264,438 SH SOLE 1,264,438 0 0
M D C HLDGS INC COM 552676108 631 33,874 SH SOLE 33,874 0 0
MCN ENERGY GROUP INC COM 55267J100 2660 124,466 SH SOLE 124,466 0 0
MGIC INVESTMENT CORP COM 552848103 14834 326,017 SH SOLE 326,017 0 0
M S CARRIERS INC COM 553533100 328 18,616 SH SOLE 18,616 0 0
MACDERMID INC COM 554273102 1123 47,794 SH SOLE 47,794 0 0
MACROMEDIA INC COM 556100105 7003 72,431 SH SOLE 72,431 0 0
MAGNETEK INC COM 559424106 202 25,200 SH SOLE 25,200 0 0
MALLINCKRODT INC COM 561232109 5321 122,499 SH SOLE 122,499 0 0
MANDALAY RESORT GROU COM 562567107 2574 128,708 SH SOLE 128,708 0 0
MANITOWOC CO, INC COM 563571108 1053 39,371 SH SOLE 39,371 0 0
MANOR CARE INC COM 564055101 1411 201,558 SH SOLE 201,558 0 0
MANPOWER INC WISCONSIN COM 56418H100 3540 110,620 SH SOLE 110,620 0 0
MARCHFIRST INC COM 566244109 3935 215,593 SH SOLE 215,593 0 0
MARCUS CORP COM 566330106 554 45,699 SH SOLE 45,699 0 0
MARK IV INDS INC COM 570387100 1338 64,091 SH SOLE 64,091 0 0
MARSH & MCLENNAN COS COM 571748102 35555 340,441 SH SOLE 340,441 0 0
MARSHALL & ILSLEY CORP COM 571834100 6485 156,265 SH SOLE 156,265 0 0
MARRIOTT INTL INC NEW COM 571903202 9299 257,853 SH SOLE 257,853 0 0
MARTIN MARIETTA MATERIALS COM 573284106 2729 67,488 SH SOLE 67,488 0 0
MASCO CORP COM 574599106 11858 656,523 SH SOLE 656,523 0 0
MASCOTECH INC COM 574670105 739 68,368 SH SOLE 68,368 0 0
MATERIAL SCIENCIES CORP COM 576674105 236 23,607 SH SOLE 23,607 0 0
MATTEL INC COM 577081102 6078 460874 SH SOLE 460874 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 28549 420,222 SH SOLE 420,222 0 0
MAY DEPARTMENT STORES CO COM 577778103 8765 365198 SH SOLE 365198 0 0
MAXXAM INC COM 577913106 129 7,289 SH SOLE 7,289 0 0
MAXIMUS INC COM 577933104 716 32,372 SH SOLE 32,372 0 0
MAYTAG CORP COM 578592107 4261 115,555 SH SOLE 115,555 0 0
MCCORMICK & CO COM 579780206 3298 101489 SH SOLE 101489 0 0
MCDERMOTT INTL, INC COM 580037109 471 53,443 SH SOLE 53,443 0 0
MCDONALDS CORP COM 580135101 61285 1,860,634 SH SOLE 1,860,634 0 0
MCGRAW-HILL INC COM 580645109 15562 288,185 SH SOLE 288,185 0 0
MCKESSON HBOC INC COM 58155Q103 6928 330,897 SH SOLE 330,897 0 0
MCWHORTER TECHNOLOGIES INC COM 582803102 297 15,296 SH SOLE 15,296 0 0
MEAD CORP COM 582834107 2855 113,069 SH SOLE 113,069 0 0
MEDIA GENERAL INC -CL COM 584404107 1805 37,161 SH SOLE 37,161 0 0
MEDIAONE GROUP INC COM 58440J104 18905 283,752 SH SOLE 283,752 0 0
MEDICIS PHARMACEUTICAL CORP COM 584690309 2557 44868 SH SOLE 44868 0 0
MEDIMMUNE INC COM 584699102 24359 329,173 SH SOLE 329,173 0 0
MEDQUIST INC COM 584949101 1866 54,873 SH SOLE 54,873 0 0
MEDTRONIC INC COM 585055106 89712 1,800,999 SH SOLE 1,800,999 0 0
MELLON FINL CORP COM 58551A108 20009 549,123 SH SOLE 549,123 0 0
MEMBERWORKS INC COM 586002107 791 23,526 SH SOLE 23,526 0 0
MENS WEARHOUSE INC COM 587118100 1433 64,236 SH SOLE 64,236 0 0
MENTOR CORP MINN COM 587188103 1013 37,245 SH SOLE 37,245 0 0
MENTOR GRAPHICS CORP COM 587200106 1790 90,040 SH SOLE 90,040 0 0
MERCANTILE BANKSHARES CORP COM 587405101 2957 99,199 SH SOLE 99,199 0 0
MERCK & CO COM 589331107 266616 3,479,492 SH SOLE 3,479,492 0 0
MERCURY COMPUTER SYS COM 589378108 1047 32,400 SH SOLE 32,400 0 0
MERCURY INTERACTIVE CP COM 589405109 10997 113,659 SH SOLE 113,659 0 0
MEREDITH CORP COM 589433101 1678 49,726 SH SOLE 49,726 0 0
MERITOR AUTOMOTIVE INC COM 59000G100 1375 93,734 SH SOLE 93,734 0 0
MERRILL LYNCH & CO COM 590188108 71871 624,966 SH SOLE 624,966 0 0
MESA AIR GROUP INC COM 590479101 286 51,758 SH SOLE 51,758 0 0
METHODE ELECTRS INC COM 591520200 2127 55,064 SH SOLE 55,064 0 0
METLIFE COM 59156R108 2127 101,000 SH SOLE 101,000 0 0
MICHAEL FOOD INC NEW COM 594079105 757 30,878 SH SOLE 30,878 0 0
MICHAELS STORES INC COM 594087108 2172 47,407 SH SOLE 47,407 0 0
MICREL INC COM 594793101 5573 128,310 SH SOLE 128,310 0 0
MICROS SYS INC COM 594901100 477 25703 SH SOLE 25703 0 0
MICROSOFT CORP COM 594918104 632255 7,903,182 SH SOLE 7,903,182 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 6626 113,721 SH SOLE 113,721 0 0
MICRON TECHNOLOGY INC COM 595112103 75614 858,642 SH SOLE 858,642 0 0
MIDAS GROUP INC COM 595626102 494 24,684 SH SOLE 24,684 0 0
MIDWEST EXPRESS HLDGS INC COM 597911106 465 21,629 SH SOLE 21,629 0 0
MIDWAY GAMES INC COM 598148104 469 58,156 SH SOLE 58,156 0 0
MILACRON INC COM 598709103 2065 142,390 SH SOLE 142,390 0 0
MILLENNIUM PHARMACTC COM 599902103 15257 136,371 SH SOLE 136,371 0 0
MILLER, HERMAN INC COM 600544100 2969 114,753 SH SOLE 114,753 0 0
MILLIPORE CORP COM 601073109 4578 60,741 SH SOLE 60,741 0 0
MINERALS TECHNOLOGIES INC COM 603158106 1344 29,209 SH SOLE 29,209 0 0
MINIMED INC COM 60365K108 5568 47,183 SH SOLE 47,183 0 0
MINNESOTA MINING & MFG CO COM 604059105 50863 616,518 SH SOLE 616,518 0 0
MINNESOTA POWER & LIGHT CO COM 604110106 1805 104,255 SH SOLE 104,255 0 0
MIPS TECHNOLOGIES INC COM 604567206 544 14,117 SH SOLE 14,117 0 0
MISSISSIPPI CHEM CORP COM 605288208 191 40,169 SH SOLE 40,169 0 0
MODINE MANUFACTURING CO COM 607828100 1080 40,006 SH SOLE 40,006 0 0
MODIS PROFESSIONAL SVCS INC COM 607830106 1054 138,283 SH SOLE 138,283 0 0
MOHAWK INDS INC COM 608190104 1818 83,589 SH SOLE 83,589 0 0
MOLEX INC COM 608554101 14106 293,107 SH SOLE 293,107 0 0
MONACO COACH CORP COM 60886R103 395 28,995 SH SOLE 28,995 0 0
MONTANA POWER CO COM 612085100 5673 160,662 SH SOLE 160,662 0 0
MORGAN, JP & CO COM 616880100 21476 195,016 SH SOLE 195,016 0 0
MORGAN KEEGAN INC COM 617410105 659 44,700 SH SOLE 44,700 0 0
MORGAN S D WITTER DISCOVER CO COM 617446448 137342 1,649,748 SH SOLE 1,649,748 0 0
MORRISON KNUDSEN CORP NEW COM 61844A109 583 80,472 SH SOLE 80,472 0 0
MORRISON MGMT SPECIALISTS IN COM 618459101 420 14,900 SH SOLE 14,900 0 0
MOTOROLA INC COM 620076109 92285 3,175,413 SH SOLE 3,175,413 0 0
MUELLER INDS INC COM 624756102 1496 53,425 SH SOLE 53,425 0 0
MURPHY OIL CORP COM 626717102 3900 65,609 SH SOLE 65,609 0 0
MUTUAL RISK MGMT LTD COM 628351108 1142 65,964 SH SOLE 65,964 0 0
MYERS INDS INC COM 628464109 299 30572 SH SOLE 30572 0 0
MYLAN LABORATORIES COM 628530107 3473 190,277 SH SOLE 190,277 0 0
NBTY INC COM 628782104 650 101,918 SH SOLE 101,918 0 0
NCH CORP COM 628850109 210 5816 SH SOLE 5816 0 0
NCO GROUP INC COM 628858102 799 34541 SH SOLE 34541 0 0
NCR CORP COM 62886E108 5682 145,924 SH SOLE 145,924 0 0
NVR INC COM 62944T105 826 14,488 SH SOLE 14,488 0 0
NABISCO GROUP HLDG CORP COM 62952P102 9909 382,016 SH SOLE 382,016 0 0
NABORS INDS COM 629568106 8980 216,061 SH SOLE 216,061 0 0
NACCO INDS -CL A COM 629579103 1225 34,875 SH SOLE 34,875 0 0
NASH FINCH CO COM 631158102 144 17,432 SH SOLE 17,432 0 0
NASHUA CORP COM 631226107 75 9,058 SH SOLE 9,058 0 0
NATIONAL CITY CORP COM 635405103 13126 769,278 SH SOLE 769,278 0 0
NATIONAL COMM BANCORP COM 635449101 2517 156679 SH SOLE 156679 0 0
NATIONAL COMPUTER SYS INC COM 635519101 2418 49,090 SH SOLE 49,090 0 0
NATIONAL DATA CORP COM 635621105 1160 50,424 SH SOLE 50,424 0 0
NATIONAL DISC BROKERS GROUP COM 635646102 840 26,339 SH SOLE 26,339 0 0
NATIONAL FUEL GAS CO COM 636180101 2730 55,996 SH SOLE 55,996 0 0
NATIONAL INSTRUMENTS COM 636518102 3351 76,825 SH SOLE 76,825 0 0
NATIONAL PRESTO INDS, INC COM 637215104 343 11,142 SH SOLE 11,142 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 14976 263,903 SH SOLE 263,903 0 0
NATIONAL SERVICE INDS, IN COM 637657107 608 30,388 SH SOLE 30,388 0 0
NATURES SUNSHINE PRODUCTS IN COM 639027101 185 26,394 SH SOLE 26,394 0 0
NAUTICA ENTERPRISES COM 639089101 569 53,228 SH SOLE 53,228 0 0
NAVISTAR INTL COM 63934E108 2132 68,639 SH SOLE 68,639 0 0
NAVIGANT CONSULTING COM 63935N107 224 52,751 SH SOLE 52,751 0 0
NEIMAN MARCUS GROUP INC COM 640204202 2044 69,131 SH SOLE 69,131 0 0
NELSON THOMAS INC COM 640376109 187 21,873 SH SOLE 21,873 0 0
NETWORK ASSOCIATES INC COM 640938106 4174 204,863 SH SOLE 204,863 0 0
NETWORK EQUIP TECHNOLOGIES COM 641208103 332 32,962 SH SOLE 32,962 0 0
NETWORK APPLIANCE INC COM 64120L104 39604 491,975 SH SOLE 491,975 0 0
NEW CENTURY ENERGIES INC COM 64352U103 3828 127,598 SH SOLE 127,598 0 0
NEW ENGLAND BUSINESS SVC INC COM 643872104 338 20,799 SH SOLE 20,799 0 0
NEW JERSEY RES COM 646025106 1036 27,219 SH SOLE 27,219 0 0
NEW YORK TIMES CO -CL A COM 650111107 7502 189,936 SH SOLE 189,936 0 0
NEWELL RUBBERMAID INC COM 651229106 8384 325,588 SH SOLE 325,588 0 0
NEWFIELD EXPL CO COM 651290108 2509 64,140 SH SOLE 64,140 0 0
NEWMONT MINING CORP COM 651639106 10021 463,380 SH SOLE 463,380 0 0
NEWPORT NEWS SHIPBUILDING COM 652228107 1666 45,340 SH SOLE 45,340 0 0
NEXTEL COMMUNICATIONS COM 65332V103 64243 1,049,929 SH SOLE 1,049,929 0 0
NIAGARA MOHAWK HLDGS INC COM 653520106 2782 199,641 SH SOLE 199,641 0 0
NICOR INC COM 654086107 2287 70094 SH SOLE 70094 0 0
NIKE INC -CL B COM 654106103 19956 501,247 SH SOLE 501,247 0 0
99 CENTS ONLY STORES COM 65440K106 2045 51,276 SH SOLE 51,276 0 0
NISOURCE INC COM 65473P105 3325 178,501 SH SOLE 178,501 0 0
NOBLE AFFILIATES INC COM 654894104 3024 81,188 SH SOLE 81,188 0 0
NOBLE DRILLING CORP COM 655042109 8043 195,278 SH SOLE 195,278 0 0
NORDSON CORP COM 655663102 1128 22,285 SH SOLE 22,285 0 0
NORDSTROM INC COM 655664100 5483 227,289 SH SOLE 227,289 0 0
NORFOLK SOUTHERN CORP COM 655844108 8190 550,606 SH SOLE 550,606 0 0
NORTEL NETWORKS CORP NEW COM 656568102 305333 4,473,750 SH SOLE 4,473,750 0 0
NORTH FORK BANCORP COM 659424105 3886 256917 SH SOLE 256917 0 0
NORTHEAST UTILITIES COM 664397106 4604 211,656 SH SOLE 211,656 0 0
NORTHERN STATES POWER CO COM 665772109 4706 233,102 SH SOLE 233,102 0 0
NORTHERN TRUST CORP COM 665859104 16066 246,933 SH SOLE 246,933 0 0
NORTHROP GRUMMAN CORP COM 666807102 16883 254,836 SH SOLE 254,836 0 0
NORTHWEST NAT GAS CO COM 667655104 862 38,506 SH SOLE 38,506 0 0
NORTHWESTERN CORP COM 668074107 820 35,449 SH SOLE 35,449 0 0
NOVA CORP COM 669784100 2919 104,484 SH SOLE 104,484 0 0
NOVELL INC COM 670006105 3670 396,767 SH SOLE 396,767 0 0
NOVELLUS SYS INC COM 670008101 10723 189,571 SH SOLE 189,571 0 0
NOVEN PHARMACEUTICALS INC COM 670009109 994 33,075 SH SOLE 33,075 0 0
NSTAR COM 67019E107 3495 85,907 SH SOLE 85,907 0 0
NUCOR CORP COM 670346105 3899 117,498 SH SOLE 117,498 0 0
NUEVO ENERGY CO COM 670509108 510 27,000 SH SOLE 27,000 0 0
NVIDIA CORP COM 67066G104 5860 92188 SH SOLE 92188 0 0
OGE ENERGY CORP COM 670837103 2055 111,084 SH SOLE 111,084 0 0
OM GROUP INC COM 670872100 1609 36,558 SH SOLE 36,558 0 0
OAKWOOD HOMES CORP COM 674098108 131 72,396 SH SOLE 72,396 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 17651 838,049 SH SOLE 838,049 0 0
OCEAN ENERGY INC COM 67481E106 3434 242,025 SH SOLE 242,025 0 0
OCEANEERING INTL INC COM 675232102 665 34,981 SH SOLE 34,981 0 0
OFFICE DEPOT INC COM 676220106 3124 499,878 SH SOLE 499,878 0 0
OFFICEMAX INC COM 67622M108 774 154767 SH SOLE 154767 0 0
OFFSHORE LOGISTICS INC COM 676255102 466 32,439 SH SOLE 32,439 0 0
OGDEN CORP COM 676346109 590 65,564 SH SOLE 65,564 0 0
OHIO CAS CORP COM 677240103 827 77,836 SH SOLE 77,836 0 0
OLD KENT FINL CORP COM 679833103 3334 124,617 SH SOLE 124,617 0 0
OLD REPUBLIC INTL CORP COM 680223104 2771 167,953 SH SOLE 167,953 0 0
OLIN CORP COM 680665205 1021 61,862 SH SOLE 61,862 0 0
OMNICARE INC COM 681904108 1165 128,561 SH SOLE 128,561 0 0
OMNICOM GROUP COM 681919106 23785 267,061 SH SOLE 267,061 0 0
OMNOVA SOLUTIONS INC COM 682129101 395 63,206 SH SOLE 63,206 0 0
ON ASSIGNMENT INC COM 682159108 1005 32,945 SH SOLE 32,945 0 0
ONEOK INC NEW COM 682680103 870 33,553 SH SOLE 33,553 0 0
ORACLE CORP COM 68389X105 357944 4,258,065 SH SOLE 4,258,065 0 0
ORBITAL SCIENCES CORP COM 685564106 701 57,516 SH SOLE 57,516 0 0
ORGANOGENESIS INC COM 685906109 552 48,282 SH SOLE 48,282 0 0
O'REILLY AUTOMOTIVE COM 686091109 1080 77,802 SH SOLE 77,802 0 0
ORTHODONTIC CTRS AMER INC COM 68750P103 1674 73,978 SH SOLE 73,978 0 0
OSHKOSH B GOSH INC COM 688222207 319 19,505 SH SOLE 19,505 0 0
OSHKOSH TRUCK CORP COM 688239201 913 25,550 SH SOLE 25,550 0 0
OSTEOTECH INC COM 688582105 229 21,806 SH SOLE 21,806 0 0
OUTBACK STEAKHOUSE INC COM 689899102 3218 110,031 SH SOLE 110,031 0 0
OVERSEAS SHIPHOLDING GROUP COM 690368105 1136 46,135 SH SOLE 46,135 0 0
OWENS & MINOR INC NEW COM 690732102 864 50,280 SH SOLE 50,280 0 0
OWENS CORNING COM 69073F103 597 64,588 SH SOLE 64,588 0 0
OWENS ILLINOIS COM 690768403 1220 104,413 SH SOLE 104,413 0 0
OXFORD HEALTH PLANS INC COM 691471106 2774 116,497 SH SOLE 116,497 0 0
OXFORD INDS INC COM 691497309 212 11,762 SH SOLE 11,762 0 0
P-COM INC COM 693262107 641 112,658 SH SOLE 112,658 0 0
PECO ENERGY CO COM 693304107 8672 215,113 SH SOLE 215,113 0 0
P G & E CORP COM 69331C108 10425 423,343 SH SOLE 423,343 0 0
PE CORP COM 69332S102 21128 320,731 SH SOLE 320,731 0 0
PMI GROUP INC COM 69344M101 5685 119,693 SH SOLE 119,693 0 0
P N C BANK CORP COM 693475105 24105 514,235 SH SOLE 514,235 0 0
P P G INDS INC COM 693506107 8486 191,496 SH SOLE 191,496 0 0
PPL CORP COM 69351T106 3559 162,213 SH SOLE 162,213 0 0
PSS WORLD MED INC COM 69366A100 627 93,327 SH SOLE 93,327 0 0
PACCAR INC COM 693718108 3365 84,785 SH SOLE 84,785 0 0
PACIFIC CENTURY FINCL CORP COM 694058108 1665 113,865 SH SOLE 113,865 0 0
PACIFIC SUNWEAR CALIF INC COM 694873100 903 48,185 SH SOLE 48,185 0 0
PACIFICARE HLTH SYS DEL CL A COM 695112102 3083 51216 SH SOLE 51216 0 0
PACTIV CORP COM 695257105 1503 190847 SH SOLE 190847 0 0
PAINE WEBBER GROUP COM 695629105 9848 216,448 SH SOLE 216,448 0 0
PALL CORP COM 696429307 5141 277,891 SH SOLE 277,891 0 0
PANERA BREAD CO COM 69840W108 189 18,682 SH SOLE 18,682 0 0
PAPA JOHNS INTL INC COM 698813102 969 39,563 SH SOLE 39,563 0 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 4708 427969 SH SOLE 427969 0 0
PAREXEL INTL CORP COM 699462107 366 38,258 SH SOLE 38,258 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 580 16,082 SH SOLE 16,082 0 0
PARK PL ENTMT CORP COM 700690100 5459 447,939 SH SOLE 447,939 0 0
PARKER-HANNIFIN CORP COM 701094104 4716 137,682 SH SOLE 137,682 0 0
PATTERSON DENTAL CO COM 703412106 1318 51,671 SH SOLE 51,671 0 0
PAXAR CORP COM 704227107 828 69,378 SH SOLE 69,378 0 0
PAYCHEX INC COM 704326107 25005 595,369 SH SOLE 595,369 0 0
PAYLESS SHOESOURCE INC COM 704379106 1700 33,163 SH SOLE 33,163 0 0
PEDIATRIX MED GROUP COM 705324101 278 23,942 SH SOLE 23,942 0 0
PEGASUS SYSTEMS INC COM 705906105 357 32,798 SH SOLE 32,798 0 0
PENFORD CORP COM 707051108 245 11,410 SH SOLE 11,410 0 0
PENNEY, JC CO COM 708160106 3342 181,237 SH SOLE 181,237 0 0
PENNZOIL-QUAKER STATE CO COM 709323109 1286 106,611 SH SOLE 106,611 0 0
PENTAIR INC COM 709631105 2473 69659 SH SOLE 69659 0 0
PENTON MEDIA INC COM 709668107 1680 48,000 SH SOLE 48,000 0 0
PEOPLES ENERGY CORP COM 711030106 1277 39,429 SH SOLE 39,429 0 0
PEOPLESOFT INC COM 712713106 7124 425,332 SH SOLE 425,332 0 0
PEP BOYS-MANNY MOE & JACK COM 713278109 490 81,597 SH SOLE 81,597 0 0
PEPSICO INC COM 713448108 100777 2,267,843 SH SOLE 2,267,843 0 0
PER-SE TECHNOLOGIES INC COM 713569309 20 2,155 SH SOLE 2,155 0 0
PERFORMANCE FOOD GROUP CO COM 713755106 687 21,470 SH SOLE 21,470 0 0
PERKINELMER INC COM 714046109 7164 108,336 SH SOLE 108,336 0 0
PERRIGO CO COM 714290103 618 97,877 SH SOLE 97,877 0 0
PETRO-CDA COM 71644E102 2591 135,900 SH SOLE 135,900 0 0
PFIZER INC COM 717081103 451399 9,404,152 SH SOLE 9,404,152 0 0
PHARMACEUTICAL PROD DEV INC COM 717124101 795 37,858 SH SOLE 37,858 0 0
PHARMACIA CORP COM 71713U102 96050 1,858,279 SH SOLE 1,858,279 0 0
PHELPS DODGE CORP COM 717265102 5472 147,135 SH SOLE 147,135 0 0
PHILADELPHIA SUBN CORP COM 718009608 1288 62,823 SH SOLE 62,823 0 0
PHILIP MORRIS COS, INC COM 718154107 101444 3,819,052 SH SOLE 3,819,052 0 0
PHILLIPS PETROLEUM CO COM 718507106 16011 315,867 SH SOLE 315,867 0 0
PHILLIPS VAN HEUSEN CP COM 718592108 399 41,950 SH SOLE 41,950 0 0
PHOENIX TECHNOLOGY LTD COM 719153108 628 38,524 SH SOLE 38,524 0 0
PHOTRONICS INC COM 719405102 1267 44,669 SH SOLE 44,669 0 0
PIEDMONT NAT GAS INC COM 720186105 1278 48,105 SH SOLE 48,105 0 0
PIER 1 IMPORTS INC COM 720279108 1467 150,483 SH SOLE 150,483 0 0
PILLOWTEX CORP COM 721501104 94 22,013 SH SOLE 22,013 0 0
PINNACLE ENTMT INC COM 723456109 780 40,132 SH SOLE 40,132 0 0
PINNACLE SYS INC COM 723481107 1688 75,063 SH SOLE 75,063 0 0
PINNACLE WEST CAPITAL COM 723484101 3160 93,281 SH SOLE 93,281 0 0
PIONEER GROUP INC COM 723684106 1728 40,783 SH SOLE 40,783 0 0
PIONEER NATURAL RESOURCE COM 723787107 1768 138,700 SH SOLE 138,700 0 0
PIONEER STD ELECTRS INC COM 723877106 617 41,863 SH SOLE 41,863 0 0
PITNEY BOWES INC COM 724479100 12548 313,712 SH SOLE 313,712 0 0
PITTSTON CO - BRINKS GROUP COM 725701106 972 71,032 SH SOLE 71,032 0 0
PLACER DOME INC COM 725906101 5994 626,828 SH SOLE 626,828 0 0
PLAINS RES INC COM 726540503 440 27,500 SH SOLE 27,500 0 0
PLANTRONICS INC NEW COM 727493108 955 24,818 SH SOLE 24,818 0 0
PLEXUS CORP COM 729132100 3055 27,037 SH SOLE 27,037 0 0
POGO PRODUCING CO COM 730448107 1367 61,800 SH SOLE 61,800 0 0
POLARIS INDS INC COM 731068102 1191 37,218 SH SOLE 37,218 0 0
POLAROID CORP COM 731095105 2951 163,372 SH SOLE 163,372 0 0
POLICY MANAGEMENT SYS CORP COM 731108106 656 42,696 SH SOLE 42,696 0 0
POLYCOM INC COM 73172K104 4892 51,995 SH SOLE 51,995 0 0
POLYMEDICA CORP COM 731738100 562 13,000 SH SOLE 13,000 0 0
POPE & TALBOT INC COM 732827100 365 22,806 SH SOLE 22,806 0 0
POTLATCH CORP COM 737628107 1051 31,743 SH SOLE 31,743 0 0
POTOMAC ELECTRIC POWER COM 737679100 4319 172,752 SH SOLE 172,752 0 0
POWERWAVE TECHNOLOGIES INC COM 739363109 4241 96,381 SH SOLE 96,381 0 0
PRAXAIR INC COM 74005P104 9316 248,852 SH SOLE 248,852 0 0
PRE PAID LEGAL SVCS INC COM 740065107 1033 34,593 SH SOLE 34,593 0 0
PRECISION CASTPARTS CORP COM 740189105 1498 33,095 SH SOLE 33,095 0 0
PREMIER PKS INC COM 740540208 2576 113,251 SH SOLE 113,251 0 0
PRICE, T ROWE ASSOCIATES COM 741477103 5716 134,491 SH SOLE 134,491 0 0
PRIMARK CORP COM 741903108 1147 30783 SH SOLE 30783 0 0
PRIME HOSPITALITY CORP COM 741917108 691 73,223 SH SOLE 73,223 0 0
PRIDE INTL INC COM 741932107 2377 96,049 SH SOLE 96,049 0 0
PRIORITY HEALTHCARE CORP COM 74264T102 184 2,480 SH SOLE 2,480 0 0
PRIORITY HEALTHCARE CORP-CL A COM 74264T201 2047 31,248 SH SOLE 31,248 0 0
PROCTER & GAMBLE CO COM 742718109 109792 1,917,771 SH SOLE 1,917,771 0 0
PROFIT RECOVERY GROUP INTL I COM 743168106 1248 75,050 SH SOLE 75,050 0 0
PROGRESS SOFTWARE CORP COM 743312100 968 53,958 SH SOLE 53,958 0 0
PROGRESSIVE CORP - OHIO COM 743315103 4121 55,689 SH SOLE 55,689 0 0
PROJECT SOFTWARE & DEV INC COM 74339P101 596 33,133 SH SOLE 33,133 0 0
PROTECTIVE LIFE CORP COM 743674103 2461 92,433 SH SOLE 92,433 0 0
PROTEIN DESIGN LABS COM 74369L103 4931 29,893 SH SOLE 29,893 0 0
PROVIDENT BANKSHARES CORP COM 743859100 552 40,922 SH SOLE 40,922 0 0
PROVIDENT FINANCIAL GRP INC COM 743866105 1659 69,672 SH SOLE 69,672 0 0
PROVIDIAN FINANCIAL CORP COM 74406A102 20980 233,114 SH SOLE 233,114 0 0
PROXIM INC COM 744284100 1819 18,376 SH SOLE 18,376 0 0
PUBLIC SERV CO OF NEW MEXICO COM 744499104 844 54,662 SH SOLE 54,662 0 0
PUBLIC SERVICE ENTERPRISE COM 744573106 12152 350,974 SH SOLE 350,974 0 0
PUGET SOUND ENERGY INC COM 745332106 2606 122,273 SH SOLE 122,273 0 0
PULTE CORP COM 745867101 719 33,253 SH SOLE 33,253 0 0
QRS CORP COM 74726X105 527 21,463 SH SOLE 21,463 0 0
QLOGIC CORP COM 747277101 7195 108,919 SH SOLE 108,919 0 0
QUAKER CHEM CORP COM 747316107 238 13,726 SH SOLE 13,726 0 0
QUAKER OATS CO COM 747402105 17394 231,534 SH SOLE 231,534 0 0
QUALCOMM INC COM 747525103 66681 1,111,343 SH SOLE 1,111,343 0 0
QUANEX CORP COM 747620102 324 21,794 SH SOLE 21,794 0 0
QUANTA SVCS INC COM 74762E102 4829 87,796 SH SOLE 87,796 0 0
QUANTUM CORP COM 747906204 2292 236,544 SH SOLE 236,544 0 0
QUEENS CNTY BANCORP INC COM 748242104 596 32,322 SH SOLE 32,322 0 0
QUEST DIAGNOSTICS INC COM 74834L100 4993 66,800 SH SOLE 66,800 0 0
QUESTAR CORP COM 748356102 2244 115,837 SH SOLE 115,837 0 0
QUIKSILVER INC COM 74838C106 534 34,342 SH SOLE 34,342 0 0
QUINTILES TRANSNATIONAL CORP COM 748767100 2253 159,500 SH SOLE 159,500 0 0
QUORUM HEALTH GROUP INC COM 749084109 987 95,715 SH SOLE 95,715 0 0
R & B FALCON CORP COM 74912E101 4699 199,412 SH SOLE 199,412 0 0
RLI CORP COM 749607107 527 15,170 SH SOLE 15,170 0 0
RPM INC-OHIO COM 749685103 1535 151,601 SH SOLE 151,601 0 0
RSA SEC INC COM 749719100 4124 59,552 SH SOLE 59,552 0 0
RTI INTL METALS INC COM 74973W107 365 32,047 SH SOLE 32,047 0 0
RADIAN GROUP INC COM 750236101 2962 57,246 SH SOLE 57,246 0 0
RADIOSHACK CORP COM 750438103 19376 408,983 SH SOLE 408,983 0 0
RADISYS CORP COM 750459109 1436 25303 SH SOLE 25303 0 0
RALCORP HLDGS INC NEW COM 751028101 570 46,560 SH SOLE 46,560 0 0
RALSTON PURINA GROUP COM 751277302 9362 469,568 SH SOLE 469,568 0 0
RATIONAL SOFTWARE CORP COM 75409P202 12272 132,045 SH SOLE 132,045 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1587 70,551 SH SOLE 70,551 0 0
RAYONIER INC COM 754907103 1393 38,822 SH SOLE 38,822 0 0
RAYTHEON CO CL B COM 755111408 9952 516,985 SH SOLE 516,985 0 0
READ-RITE CORP COM 755246105 170 76,753 SH SOLE 76,753 0 0
READERS DIGEST ASSN COM 755267101 6206 156117 SH SOLE 156117 0 0
REEBOK INTL LIMITED COM 758110100 1028 64,487 SH SOLE 64,487 0 0
REGAL BELOIT CORP COM 758750103 518 32,241 SH SOLE 32,241 0 0
REGENERON PHARMACEUTCL COM 75886F107 1564 52,471 SH SOLE 52,471 0 0
REGIS CORP MINN COM 758932107 783 62,612 SH SOLE 62,612 0 0
REGIONS FINANCIAL CORP COM 758940100 7661 385,483 SH SOLE 385,483 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 815 42,625 SH SOLE 42,625 0 0
RELIANT ENERGY INC COM 75952J108 22694 767,669 SH SOLE 767,669 0 0
RELIASTAR FINANCIAL CORP COM 75952U103 6973 132,983 SH SOLE 132,983 0 0
REMEDY CORP COM 759548100 2640 47,346 SH SOLE 47,346 0 0
REMINGTON OIL & GAS CORP COM 759594302 245 32,694 SH SOLE 32,694 0 0
RENAL CARE GROUP INC COM 759930100 1681 68,726 SH SOLE 68,726 0 0
REPUBLIC GROUP INC COM 760473108 164 18,174 SH SOLE 18,174 0 0
REPUBLIC SVCS INC COM 760759100 1158 72,365 SH SOLE 72,365 0 0
RESMED INC COM 761152107 1238 46,298 SH SOLE 46,298 0 0
RESPIRONICS INC COM 761230101 811 45,036 SH SOLE 45,036 0 0
REYNOLDS & REYNOLDS CO-CL COM 761695105 2044 112,017 SH SOLE 112,017 0 0
REYNOLDS R J TOB HLDGS INC COM 76182K105 4363 156,186 SH SOLE 156,186 0 0
RIGGS NATL CORP WASH DC COM 766570105 549 43,523 SH SOLE 43,523 0 0
RITE AID CORP COM 767754104 1923 292,984 SH SOLE 292,984 0 0
ROADWAY EXPRESS INC DEL COM 769742107 694 29,600 SH SOLE 29,600 0 0
ROBBINS & MYERS INC COM 770196103 385 16,868 SH SOLE 16,868 0 0
ROBERT HALF INTL, INC COM 770323103 7499 263,130 SH SOLE 263,130 0 0
ROCKWELL INTL CORP COM 773903109 15680 497,785 SH SOLE 497,785 0 0
ROHM & HAAS CO COM 775371107 11526 334,086 SH SOLE 334,086 0 0
ROLLINS INC COM 775711104 583 39,215 SH SOLE 39,215 0 0
ROLLINS TRUCK LEASING CORP COM 775741101 609 87,735 SH SOLE 87,735 0 0
ROPER INDS INC NEW COM 776696106 1193 46,549 SH SOLE 46,549 0 0
ROSS STORES INC COM 778296103 2204 129,158 SH SOLE 129,158 0 0
ROWAN COS INC COM 779382100 3500 115,216 SH SOLE 115,216 0 0
ROYAL APPLIANCE MFG CO COM 780076105 147 25,808 SH SOLE 25,808 0 0
ROYAL DUTCH PETE CO COM 780257804 185071 3,006,237 SH SOLE 3,006,237 0 0
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RUDDICK CORP COM 781258108 733 62,041 SH SOLE 62,041 0 0
RUSS BERRIE & CO COM 782233100 606 31,468 SH SOLE 31,468 0 0
RUSSELL CORP COM 782352108 498 24,877 SH SOLE 24,877 0 0
RYAN'S FAMILY STK HOUSES INC COM 783519101 455 53,876 SH SOLE 53,876 0 0
RYDER SYSTEM INC COM 783549108 1785 94,251 SH SOLE 94,251 0 0
RYERSON TULL INC NEW COM 78375P107 314 30,265 SH SOLE 30,265 0 0
RYLAND GROUP INC COM 783764103 472 21,354 SH SOLE 21,354 0 0
SBC COMMUNICATIONS INC COM 78387G103 213152 4,928,380 SH SOLE 4,928,380 0 0
SCI SYSTEMS INC COM 783890106 8766 223,702 SH SOLE 223,702 0 0
SCP POOL CORP COM 784028102 610 25950 SH SOLE 25950 0 0
SCPIE HLDGS INC COM 78402P104 356 17,367 SH SOLE 17,367 0 0
SEI INVESTMENTS CO COM 784117103 3245 81,507 SH SOLE 81,507 0 0
STUDENT LOAN MARKETING ASSN COM 78442A109 6710 179,229 SH SOLE 179,229 0 0
SLI INC COM 78442T108 656 54,083 SH SOLE 54,083 0 0
SPS TECHNOLOGIES INC COM 784626103 795 19,363 SH SOLE 19,363 0 0
SPX CORP COM 784635104 5558 45,960 SH SOLE 45,960 0 0
S3 INC COM 784849101 2061 139,730 SH SOLE 139,730 0 0
SABRE GROUP HOLDINGS CL A COM 785905100 4766 167,243 SH SOLE 167,243 0 0
SAFECO CORP COM 786429100 6391 321574 SH SOLE 321574 0 0
SAFEWAY INC COM 786514208 31148 692,167 SH SOLE 692,167 0 0
SAGA SYS INC COM 786610105 547 43986 SH SOLE 43986 0 0
ST JUDE MEDICAL INC COM 790849103 6038 131,613 SH SOLE 131,613 0 0
ST MARY LD & EXPL CO COM 792228108 720 17,115 SH SOLE 17,115 0 0
ST PAUL COS COM 792860108 15174 444,652 SH SOLE 444,652 0 0
SAKS INC COM 79377W108 2195 209,001 SH SOLE 209,001 0 0
SALTON INC COM 795757103 649 17,611 SH SOLE 17,611 0 0
SANMINA CORP COM 800907107 18090 211,579 SH SOLE 211,579 0 0
SANTA FE SNYDER CORP COM 80218K105 3008 264,440 SH SOLE 264,440 0 0
SAPIENT CORP COM 803062108 10761 100,627 SH SOLE 100,627 0 0
SARA LEE CORP COM 803111103 25980 1,345,237 SH SOLE 1,345,237 0 0
SAWTEK INC COM 805468105 3551 61694 SH SOLE 61694 0 0
SCANA CORP NEW COM 80589M102 3657 151,586 SH SOLE 151,586 0 0
SCHERING-PLOUGH CORP COM 806605101 112503 2,227,781 SH SOLE 2,227,781 0 0
SCHLUMBERGER, LTD COM 806857108 62472 837,151 SH SOLE 837,151 0 0
SCHOLASTIC CORP COM 807066105 1418 23,191 SH SOLE 23,191 0 0
SCHULMAN, A INC COM 808194104 471 39,016 SH SOLE 39,016 0 0
SCHWAB, CHARLES CORP COM 808513105 78061 2,321,519 SH SOLE 2,321,519 0 0
SCHWEITZER-MAUDUIT INT'L INC COM 808541106 300 23,984 SH SOLE 23,984 0 0
SCIENTIFIC-ATLANTA INC COM 808655104 21046 282,500 SH SOLE 282,500 0 0
SCOTT TECHNOLOGIES INC COM 810022301 464 27,013 SH SOLE 27,013 0 0
SCOTTS CO COM 810186106 1565 42884 SH SOLE 42884 0 0
SEAGATE TECHNOLOGY COM 811804103 32309 587,434 SH SOLE 587,434 0 0
SEAGRAM CO LIMITED COM 811850106 40154 692,316 SH SOLE 692,316 0 0
SEACOR SMIT INC COM 811904101 1003 25,935 SH SOLE 25,935 0 0
SEALED AIR CORP NEW COM 81211K100 5235 99,957 SH SOLE 99,957 0 0
SEARS ROEBUCK & CO COM 812387108 13736 421,039 SH SOLE 421,039 0 0
SEITEL INC COM 816074306 300 36,974 SH SOLE 36,974 0 0
SELECTIVE INS GROUP INC COM 816300107 789 41,549 SH SOLE 41,549 0 0
SEMTECH CORP COM 816850101 3824 50,000 SH SOLE 50,000 0 0
SEMPRA ENERGY COM 816851109 3819 224,675 SH SOLE 224,675 0 0
SENSORMATIC ELECTRONICS CORP COM 817265101 1732 109,509 SH SOLE 109,509 0 0
SEPRACOR INC COM 817315104 13097 108,576 SH SOLE 108,576 0 0
SEQUA CORP - CL A COM 817320104 494 12,934 SH SOLE 12,934 0 0
SHARED MEDICAL SYSTEMS CORP COM 819486101 2254 30,910 SH SOLE 30,910 0 0
SHAW GROUP INC COM 820280105 1109 23,525 SH SOLE 23,525 0 0
SHAW INDS INC COM 820286102 2380 190,422 SH SOLE 190,422 0 0
SHERWIN-WILLIAMS CO COM 824348106 7465 352,330 SH SOLE 352,330 0 0
SHOPKO STORES INC COM 824911101 711 46275 SH SOLE 46275 0 0
SIEBEL SYSTEMS INC COM 826170102 50944 311,463 SH SOLE 311,463 0 0
SIERRA HEALTH SVCS INC COM 826322109 132 41,315 SH SOLE 41,315 0 0
SIERRA PAC RES NEW COM 826428104 1392 110,831 SH SOLE 110,831 0 0
SIGMA-ALDRICH COM 826552101 4029 137,757 SH SOLE 137,757 0 0
SILICON GRAPHICS INC COM 827056102 242 64,564 SH SOLE 64,564 0 0
SILICON VY BANCSHARES COM 827064106 2946 69,106 SH SOLE 69,106 0 0
SILICON VALLEY GROUP COM 827066101 1327 51,299 SH SOLE 51,299 0 0
SIMPSON INDS INC COM 829060102 208 27684 SH SOLE 27684 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 883 18,471 SH SOLE 18,471 0 0
SKYLINE CORP COM 830830105 289 13,443 SH SOLE 13,443 0 0
SKYWEST INC COM 830879102 1400 37,783 SH SOLE 37,783 0 0
SMITH A O COM 831865209 753 35,961 SH SOLE 35,961 0 0
SMITH INTL, INC COM 832110100 5280 72,514 SH SOLE 72,514 0 0
SMITHFIELD FOODS INC COM 832248108 2428 86,537 SH SOLE 86,537 0 0
SMUCKER, J M CO - CL A COM 832696108 727 37763 SH SOLE 37763 0 0
SMURFIT-STONE CONTAINER CORP COM 832727101 827 64235 SH SOLE 64235 0 0
SNYDER COMMUNICATIONS INC COM 832914105 2610 109,882 SH SOLE 109,882 0 0
SNAP-ON INC COM 833034101 1447 54,337 SH SOLE 54,337 0 0
SOLA INTL INC COM 834092108 187 38,331 SH SOLE 38,331 0 0
SOLECTRON CORP COM 834182107 39459 942,297 SH SOLE 942,297 0 0
SOLUTIA INC COM 834376105 2167 157594 SH SOLE 157594 0 0
SONIC CORP COM 835451105 819 27,881 SH SOLE 27,881 0 0
SONOCO PRODUCTS CO COM 835495102 3015 146,626 SH SOLE 146,626 0 0
SOTHEBY'S HOLDINGS, INC -CL A COM 835898107 1465 83,705 SH SOLE 83,705 0 0
SOUTH FINL GROUP INC COM 837841105 962 66,358 SH SOLE 66,358 0 0
SOUTHDOWN INC COM 841297104 2994 51,839 SH SOLE 51,839 0 0
SOUTHERN CO COM 842587107 20498 879,255 SH SOLE 879,255 0 0
SOUTHERN UN CO NEW COM 844030106 1215 76,857 SH SOLE 76,857 0 0
SOUTHTRUST CORP COM 844730101 5964 263,585 SH SOLE 263,585 0 0
SOUTHWEST AIRLINES COM 844741108 14219 750,825 SH SOLE 750,825 0 0
SOUTHWEST BANCORP/TX COM 84476R109 894 43,070 SH SOLE 43,070 0 0
SOUTHWEST GAS CORP COM 844895102 830 47,453 SH SOLE 47,453 0 0
SOUTHWEST SECS GROUP INC COM 845224104 430 12,700 SH SOLE 12,700 0 0
SOUTHWESTERN ENERGY CO COM 845467109 240 38,344 SH SOLE 38,344 0 0
SOVEREIGN BANCORP INC COM 845905108 2244 319,173 SH SOLE 319,173 0 0
SPACELABS MED INC COM 846247104 164 14,540 SH SOLE 14,540 0 0
SPARTAN MTRS INC COM 846819100 81 19,276 SH SOLE 19,276 0 0
SPECIALTY EQUIP COS INC COM 847497203 800 29,500 SH SOLE 29,500 0 0
SPEEDFAM-IPEC INC COM 847705100 823 45,270 SH SOLE 45,270 0 0
SPORTS AUTHORITY INC COM 849176102 27 24,200 SH SOLE 24,200 0 0
SPRINGS INDS -CL A COM 851783100 732 22,876 SH SOLE 22,876 0 0
SPRINT CORP COM 852061100 70630 1,384,895 SH SOLE 1,384,895 0 0
SPRINT CORP-PCS GROUP COM 852061506 90750 1,525,212 SH SOLE 1,525,212 0 0
STAFFMARK INC COM 852389105 302 45,177 SH SOLE 45,177 0 0
STANDARD MICROSYSTEMS CORP COM 853626109 368 23,952 SH SOLE 23,952 0 0
STANDARD MTR PRODS INC COM 853666105 166 19,576 SH SOLE 19,576 0 0
STANDARD PAC CORP NEW COM 85375C101 449 44,917 SH SOLE 44,917 0 0
STANDARD REGISTER CO COM 853887107 483 33,924 SH SOLE 33,924 0 0
STANDEX INTL CORP COM 854231107 309 19,496 SH SOLE 19,496 0 0
STANLEY WORKS COM 854616109 2939 123,730 SH SOLE 123,730 0 0
STAPLES INC COM 855030102 12568 817,413 SH SOLE 817,413 0 0
STARBUCKS CORP COM 855244109 9066 237,396 SH SOLE 237,396 0 0
STARTEK INC COM 85569C107 1081 21,466 SH SOLE 21,466 0 0
STATE STREET CORP COM 857477103 18904 178,234 SH SOLE 178,234 0 0
STATEN ISLAND BANCOR INC COM 857550107 1049 59,545 SH SOLE 59,545 0 0
STEEL DYNAMICS INC COM 858119100 668 73,715 SH SOLE 73,715 0 0
STEEL TECHNOLOGIES INC COM 858147101 120 16,803 SH SOLE 16,803 0 0
STEIN MART INC COM 858375108 693 67,654 SH SOLE 67,654 0 0
STERIS CORP COM 859152100 816 91,953 SH SOLE 91,953 0 0
STEWART & STEVENSON SERVICES COM 860342104 490 32,504 SH SOLE 32,504 0 0
STEWART ENTERPRISES INC COM 860370105 497 140,857 SH SOLE 140,857 0 0
STILLWATER MNG CO COM 86074Q102 1627 58,383 SH SOLE 58,383 0 0
STONE ENERGY CORP COM 861642106 1684 28,178 SH SOLE 28,178 0 0
STORAGE TECHNOLOGY CORP -CL A COM 862111200 1562 142,793 SH SOLE 142,793 0 0
STRIDE RITE CORP COM 863314100 416 67,877 SH SOLE 67,877 0 0
STRUCTURAL DYNAMICS RESEARCH COM 863555108 727 48,290 SH SOLE 48,290 0 0
STRYKER CORP COM 863667101 12576 287,448 SH SOLE 287,448 0 0
STURM RUGER & CO INC COM 864159108 367 41,380 SH SOLE 41,380 0 0
SUIZA FOODS CORP COM 865077101 2120 43,374 SH SOLE 43,374 0 0
SUMMIT BANCORP COM 866005101 9488 385,315 SH SOLE 385,315 0 0
SUMMIT TECHNOLOGY INC COM 86627E101 1356 71,858 SH SOLE 71,858 0 0
SUN MICROSYSTEMS INC COM 866810104 217878 2,395,907 SH SOLE 2,395,907 0 0
SUNGARD DATA SYSTEMS, INC COM 867363103 5904 190,463 SH SOLE 190,463 0 0
SUNOCO INC COM 86764P109 3476 118,093 SH SOLE 118,093 0 0
SUNRISE MED INC COM 867910101 167 34,182 SH SOLE 34,182 0 0
SUNTRUST BANKS INC COM 867914103 23601 516,584 SH SOLE 516,584 0 0
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SUPERVALU INC COM 868536103 3042 159,558 SH SOLE 159,558 0 0
SUSQUEHANNA BANCSHARES INC P COM 869099101 823 57,722 SH SOLE 57,722 0 0
SWIFT TRANSN CO COM 870756103 1260 89,970 SH SOLE 89,970 0 0
SWISS ARMY BRANDS INC COM 870827102 62 12,071 SH SOLE 12,071 0 0
SYBASE INC COM 871130100 2996 130,271 SH SOLE 130,271 0 0
SYBRON INTL CORP COM 87114F106 3018 152,303 SH SOLE 152,303 0 0
SYKES ENTERPRISES INC COM 871237103 747 57,990 SH SOLE 57,990 0 0
SYLVAN LEARNING SYS COM 871399101 914 66,494 SH SOLE 66,494 0 0
SYMANTEC CORP COM 871503108 4657 86,333 SH SOLE 86,333 0 0
SYMBOL TECHNOLOGIES COM 871508107 10749 199,049 SH SOLE 199,049 0 0
SYMMETRICOM INC COM 871543104 582 23,061 SH SOLE 23,061 0 0
SYNCOR INTL CORP DEL COM 87157J106 655 18,189 SH SOLE 18,189 0 0
SYNOPSYS INC COM 871607107 3574 103,415 SH SOLE 103,415 0 0
SYNOVUS FINL CORP COM 87161C105 5008 284,165 SH SOLE 284,165 0 0
SYSCO CORP COM 871829107 21839 518,443 SH SOLE 518,443 0 0
SYSTEMS & COMPUTER TECHNOLOG COM 871873105 987 49,352 SH SOLE 49,352 0 0
TBC CORP COM 872180104 151 32,555 SH SOLE 32,555 0 0
TCF FINANCIAL CORP COM 872275102 3047 118,624 SH SOLE 118,624 0 0
TECO ENERGY INC COM 872375100 3749 186,866 SH SOLE 186,866 0 0
THQ INC COM 872443403 349 28,632 SH SOLE 28,632 0 0
T J X COS INC COM 872540109 8277 441,422 SH SOLE 441,422 0 0
TRW INC COM 872649108 5799 133,697 SH SOLE 133,697 0 0
TXU CORP COM 873168108 15064 510,655 SH SOLE 510,655 0 0
TACO CABANA INC COM 873425102 129 19,447 SH SOLE 19,447 0 0
TALISMAN ENERGY INC COM 87425E103 2514 75,900 SH SOLE 75,900 0 0
TALK COM INC COM 874264104 580 99,748 SH SOLE 99,748 0 0
TARGET CORP COM 87612E106 14182 489,042 SH SOLE 489,042 0 0
TECH DATA CORP COM 878237106 3219 73,893 SH SOLE 73,893 0 0
TECHNE CORP COM 878377100 4056 31,198 SH SOLE 31,198 0 0
TECHNITROL INC COM 878555101 2418 24957 SH SOLE 24957 0 0
TECUMSEH PRODUCTS CO - CL COM 878895200 1057 27,682 SH SOLE 27,682 0 0
TEKTRONIX INC COM 879131100 6230 84,184 SH SOLE 84,184 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 692 41,343 SH SOLE 41,343 0 0
TELEFLEX INC COM 879369106 1917 53,628 SH SOLE 53,628 0 0
TELEFONOS DE MEXICO S A COM 879403780 980 17,164 SH SOLE 17,164 0 0
TELEPHONE & DATA SYSTEMS, INC COM 879433100 9126 91,035 SH SOLE 91,035 0 0
TELLABS INC COM 879664100 38879 568,089 SH SOLE 568,089 0 0
TELXON CORP COM 879700102 447 25021 SH SOLE 25021 0 0
TEMPLE-INLAND INC COM 879868107 6546 155,846 SH SOLE 155,846 0 0
TENET HEALTHCARE CORP COM 88033G100 13138 486,605 SH SOLE 486,605 0 0
TENNECO AUTOMOTIVE INC COM 880349105 272 51,760 SH SOLE 51,760 0 0
TERADYNE INC COM 880770102 17902 243,562 SH SOLE 243,562 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 295 20,796 SH SOLE 20,796 0 0
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TEXACO INC COM 881694103 42001 788744 SH SOLE 788744 0 0
TEXAS INDS INC COM 882491103 933 32,301 SH SOLE 32,301 0 0
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THERMO ELECTRON CORP COM 883556102 5611 266,394 SH SOLE 266,394 0 0
THOMAS & BETTS CORP COM 884315102 5593 292,454 SH SOLE 292,454 0 0
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3COM CORP COM 885535104 32131 557,581 SH SOLE 557,581 0 0
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TIFFANY & CO COM 886547108 7730 229,027 SH SOLE 229,027 0 0
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TIMKEN CO COM 887389104 7978 428,332 SH SOLE 428,332 0 0
TITAN CORP COM 888266103 3274 73,158 SH SOLE 73,158 0 0
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UNICOM CORP COM 904911104 23530 608,197 SH SOLE 608,197 0 0
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UNITEDHEALTH GROUP INC COM 91324P102 21687 252,905 SH SOLE 252,905 0 0
UNITRIN INC COM 913275103 3050 103,831 SH SOLE 103,831 0 0
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V F CORP COM 918204108 3858 162,035 SH SOLE 162,035 0 0
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VALENCE TECHNOLOGY INC COM 918914102 976 52,919 SH SOLE 52,919 0 0
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VARIAN ASSOCIATES INC COM 92220P105 1859 47,525 SH SOLE 47,525 0 0
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VERITY INC COM 92343C106 1816 47,800 SH SOLE 47,800 0 0
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VISTEON CORP COM 92839U107 2409 198,655 SH SOLE 198,655 0 0
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WALGREEN CO COM 931422109 52569 1,633,204 SH SOLE 1,633,204 0 0
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WENDY'S INTL, INC COM 950590109 2372 133,156 SH SOLE 133,156 0 0
WERNER ENTERPRISES INC COM 950755108 840 72,680 SH SOLE 72,680 0 0
WESLEY JESSEN VISIONCARE INC COM 951018100 1010 26,894 SH SOLE 26,894 0 0
WESTAMERICA BANCORPO COM 957090103 1155 44,205 SH SOLE 44,205 0 0
WESTPOINT STEVENS INC COM 961238102 810 72,783 SH SOLE 72,783 0 0
WESTVACO CORP COM 961548104 2743 110,548 SH SOLE 110,548 0 0
WESTWOOD ONE INC COM 961815107 5588 163,755 SH SOLE 163,755 0 0
WET SEAL INC COM 961840105 278 21,219 SH SOLE 21,219 0 0
WEYERHAEUSER CO COM 962166104 13849 322,078 SH SOLE 322,078 0 0
WHIRLPOOL CORP COM 963320106 3779 81,055 SH SOLE 81,055 0 0
WHITMAN CORP NEW COM 96647R107 2490 201,194 SH SOLE 201,194 0 0
WHITNEY HLDG CORP COM 966612103 1184 34,645 SH SOLE 34,645 0 0
WHOLE FOODS MKT INC COM 966837106 1650 39,935 SH SOLE 39,935 0 0
WILLAMETTE INDS, INC COM 969133107 3338 122,479 SH SOLE 122,479 0 0
WILLIAMS COS INC COM 969457100 25994 623,535 SH SOLE 623,535 0 0
WILLIAMS SONOMA INC COM 969904101 2627 80,986 SH SOLE 80,986 0 0
WILMINGTON TRUST CORP COM 971807102 1992 46,601 SH SOLE 46,601 0 0
WINN-DIXIE STORES INC COM 974280109 2472 172,722 SH SOLE 172,722 0 0
WINNEBAGO INDS COM 974637100 436 33,342 SH SOLE 33,342 0 0
WISCONSIN CENT TRANSN CORP COM 976592105 892 68,612 SH SOLE 68,612 0 0
WISCONSIN ENERGY CORP COM 976657106 3416 172,409 SH SOLE 172,409 0 0
WOLVERINE TUBE INC COM 978093102 328 19,268 SH SOLE 19,268 0 0
WOLVERINE WORLD WIDE INC COM 978097103 627 63,482 SH SOLE 63,482 0 0
WORLDCOM INC GA NEW COM 98157D106 205880 4,487,850 SH SOLE 4,487,850 0 0
WORTHINGTON INDS, INC COM 981811102 3108 295,959 SH SOLE 295,959 0 0
WRIGLEY, W M JR CO COM 982526105 14225 177391 SH SOLE 177391 0 0
WYNNS INTL INC COM 983195108 651 28,678 SH SOLE 28,678 0 0
X-RITE INC COM 983857103 298 32,644 SH SOLE 32,644 0 0
XILINX INC COM 983919101 39861 482,798 SH SOLE 482,798 0 0
XIRCOM INC COM 983922105 2170 45,688 SH SOLE 45,688 0 0
XEROX CORP COM 984121103 14271 687,739 SH SOLE 687,739 0 0
YAHOO INC COM 984332106 101470 819,130 SH SOLE 819,130 0 0
YELLOW CORP COM 985509108 564 38,244 SH SOLE 38,244 0 0
YORK INTL COM 986670107 1348 53,395 SH SOLE 53,395 0 0
YOUNG & RUBICAM INC COM 987425105 4974 86,982 SH SOLE 86,982 0 0
ZALE CORP NEW COM 988858106 1964 53,821 SH SOLE 53,821 0 0
ZEBRA TECHNOLOGIES CORP COM 989207105 2135 48,175 SH SOLE 48,175 0 0
ZENITH NATL INS CORP COM 989390109 562 26,442 SH SOLE 26,442 0 0
ZIONS BANCORP COM 989701107 5768 125,685 SH SOLE 125,685 0 0
ZIXIT CORP COM 98974P100 1107 24,024 SH SOLE 24,024 0 0
EVEREST RE GROUP LTD COM G3223R108 2182 66,370 SH SOLE 66,370 0 0
FLAG TELECOM HOLDINGS LTD COM G3529L102 982 66,000 SH SOLE 66,000 0 0
GEMSTAR INTL GROUP LTD COM G3788V106 3590 58,417 SH SOLE 58,417 0 0
GLOBAL CROSSING LTD COM G3921A100 36171 1374686 SH SOLE 1374686 0 0
SANTA FE INTL CORP COM G7805C108 985 28,200 SH SOLE 28,200 0 0
TRANSOCEAN SEDCO FOREX INC COM G90078109 16106 301,391 SH SOLE 301,391 0 0
FLEXTRONICS INTL LTD COM Y2573F102 412 6,000 SH SOLE 6,000 0 0
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