UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 1999
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: California State Teachers' Retirement System
Address: 7667 Folsom Blvd.
Sacramento, CA 95826
13F File Number:
The institutional investment manager filing this report and the person by
whom it is signed hereby represents that the person signing this report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that all information contained herein is true,
correct and complete, and that it is understood that required items,
statements, schedules, lists, and tables, are considered integral parts of
this form.
Persons signing this Report on Behalf of Reporting Manager:
Name: John Petzold
Title: Investment Officer III
Phone: 916-229-3737
Signature, Place, and Date of Signing:
John Petzold Sacramento, California August 15, 1999
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager: N/A
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 2520
Form 13F Information Table Value Total: $38,852,600
(Thousands)
List of Other Included Managers: N/A
<PAGE>
<TABLE> <C> <C> <C> <C>
AS OF JUNE 30, 1999
TITLE FAIR MKT INVMNT
OF VALUE INVMT OTHR AUTHOR
SECURITY NAME CLASS CUSIP (X1000) SHARES DSCRT MGRS (SOLE)
1ST SOURCE CORP COM 336901103 316 9,876SH SOLE 0 9,876
20TH CENTY INDS CAL USD10 901272203 2,815 152,136SH SOLE 0 152,136
3COM CORP COM 885535104 29,937 1,121,759SH SOLE 0 1,121,759
3DFX INTERACTIVE INC COM 88553X103 94 6,000SH SOLE 0 6,000
7 ELEVEN INC COM 817826100 1,216 547,848SH SOLE 0 547,848
99 CENTS ONLY STORES COM 65440K106 692 13,858SH SOLE 0 13,858
AAMES FINL CORP COM 00253A101 97 73,650SH SOLE 0 73,650
AAR CORP COM 000361105 2,280 100,479SH SOLE 0 100,479
AARON RENTS INC CL B 002535201 888 39,900SH SOLE 0 39,900
ABACUS DIRECT CORP COM 002553105 1,308 14,291SH SOLE 0 14,291
ABBOTT LABS COM NPV 002824100 194,350 4,273,816SH SOLE 0 4,273,816
ABERCROMBIE AND FITCH COM CL A002896207 17,401 362,516SH SOLE 0 362,516
ABM INDS INC COM 000957100 1,935 63,068SH SOLE 0 63,068
ACCEPTANCE INSURANCE CCOM 004308102 564 37,414SH SOLE 0 37,414
ACCLAIM ENTMT INC COM PAR 004325205 1,844 289,328SH SOLE 0 289,328
ACKERLEY COMMUNICATIONCOM 004527107 2,113 116,200SH SOLE 0 116,200
ACNIELSON CORP COM 004833109 17,352 573,631SH SOLE 0 573,631
ACTEL CORP COM 004934105 841 56,991SH SOLE 0 56,991
ACTION PERFORMANCE COSCOM 004933107 1,089 33,000SH SOLE 0 33,000
ACUSON COM 005113105 2,385 138,789SH SOLE 0 138,789
ACX TECHNOLOGIES INC COM 005123104 1,842 113,330SH SOLE 0 113,330
ACXIOM CORP COM 005125109 12,528 502,372SH SOLE 0 502,372
ADAC LABS COM NEW 005313200 174 23,932SH SOLE 0 23,932
ADAPTEC INC COM 00651F108 14,699 416,258SH SOLE 0 416,258
ADAPTIVE BROADBAND CORCOM 00650M104 1,226 56,030SH SOLE 0 56,030
ADC TELECOMMUNICATIONSCOM 000886101 38,339 841,470SH SOLE 0 841,470
ADELPHIA COMMUNICATIONCL A 006848105 5,892 92,600SH SOLE 0 92,600
ADOBE SYS INC COM 00724F101 14,953 182,002SH SOLE 0 182,002
ADTRAN INC COM 00738A106 1,078 29,625SH SOLE 0 29,625
ADVANCED COMMUNICATIONCOM 00751B106 20 2,000SH SOLE 0 2,000
ADVANCED FIBRE COMMUNICOM 00754A105 4,063 260,007SH SOLE 0 260,007
ADVANCED MATLS GROUP ICOM 00753U102 1 1,099SH SOLE 0 1,099
ADVANCED MICRO DEVICESCOM 007903107 6,795 376,170SH SOLE 0 376,170
ADVANCED RADIO TELECOMCOM 00754U101 49 3,400SH SOLE 0 3,400
ADVANCED TISSUE SCIENCCOM 00755F103 79 24,288SH SOLE 0 24,288
ADVANTA CORP CL A COM007942105 1,178 65,203SH SOLE 0 65,203
ADVANTICA RESTAURANT GCOM 00758B109 162 47,025SH SOLE 0 47,025
ADVO INC COM 007585102 1,485 71,574SH SOLE 0 71,574
AERIAL COMMUNICATIONS COM 007655103 368 27,291SH SOLE 0 27,291
AES CORP COM 00130H105 55,806 960,107SH SOLE 0 960,107
AETNA INC COM 008117103 36,345 406,370SH SOLE 0 406,370
AFC CABLE SYS INC COM 000950105 763 21,600SH SOLE 0 21,600
AFFILIATED COMPUTER SVCL A 008190100 3,382 66,800SH SOLE 0 66,800
AFFILIATED MANAGERS GRCOM 008252108 271 8,973SH SOLE 0 8,973
AFFYMETRIX INC OC CAP S00826T108 2,609 52,837SH SOLE 0 52,837
AFLAC INC COM 001055102 47,285 987,675SH SOLE 0 987,675
AFTERMARKET TECHNOLOGYCOM 008318107 459 40,345SH SOLE 0 40,345
AGCO CORP COM 001084102 2,140 189,168SH SOLE 0 189,168
AGL RES INC COM 001204106 3,221 174,702SH SOLE 0 174,702
AGRIBIOTECH INC NEW COM 008494106 135 22,314SH SOLE 0 22,314
AGRIBRANDS INTL INC COM 00849R105 1,180 29,823SH SOLE 0 29,823
AIR EXPRESS INTL CORP COM 009104100 2,076 81,797SH SOLE 0 81,797
AIR PRODS + CHEMS INC COM 009158106 25,378 630,505SH SOLE 0 630,505
AIRBORNE FGHT CORP COM 009266107 5,060 182,736SH SOLE 0 182,736
AIRGAS INC COM 009363102 2,349 191,718SH SOLE 0 191,718
AIRNET SYSTEMS INC COM 009417106 62 4,596SH SOLE 0 4,596
AIRTRAN HOLDINGS INC COM 00949P108 759 132,000SH SOLE 0 132,000
AK STL HLDG CORP COM 001547108 24,829 1,103,500SH SOLE 0 1,103,500
ALABAMA NATL BANCORPORCOM 010317105 222 8,865SH SOLE 0 8,865
ALARIS MED INC COM 011637105 186 55,099SH SOLE 0 55,099
ALASKA AIR GROUP INC COM 011659109 2,578 61,743SH SOLE 0 61,743
ALBANY INTL CORP NEW CLAS012348108 1,100 52,394SH SOLE 0 52,394
ALBEMARLE CORP COM 012653101 6,559 283,616SH SOLE 0 283,616
ALBERTO CULVER CO CL B CON013068101 3,950 148,368SH SOLE 0 148,368
ALBERTSONS INC COM 013104104 60,549 1,174,283SH SOLE 0 1,174,283
ALCOA INC COM 013817101 64,804 1,047,332SH SOLE 0 1,047,332
ALEXANDER + BALDWIN INCOM 014482103 4,082 183,452SH SOLE 0 183,452
ALEXANDERS INC COM 014752109 1,330 18,008SH SOLE 0 18,008
ALEXANDRIA REAL ESTATECOM 015271109 964 30,836SH SOLE 0 30,836
ALFA CORP COM 015385107 2,857 142,827SH SOLE 0 142,827
ALGOS PHARMACEUTICAL CCOM 015869100 588 26,653SH SOLE 0 26,653
ALIANT COMMUNICATIONS COM 016090102 5,577 120,756SH SOLE 0 120,756
ALKERMES INC COM 01642T108 1,277 55,200SH SOLE 0 55,200
ALLEGHANY CORP DEL COM 017175100 28,745 155,381SH SOLE 0 155,381
ALLEGHENY ENERGY INC COM 017361106 11,512 359,035SH SOLE 0 359,035
ALLEGHENY TELDYNE INC COM 017415100 37,476 1,656,409SH SOLE 0 1,656,409
ALLEN TELECOM INC COM 018091108 947 86,050SH SOLE 0 86,050
ALLERGAN INC COM 018490102 20,057 180,691SH SOLE 0 180,691
ALLIANT CORP COM 018802108 9,648 340,004SH SOLE 0 340,004
ALLIANT TECHSYSTEMS INCOM 018804104 4,356 50,353SH SOLE 0 50,353
ALLIED PRODS CORP DEL COM RTS 019411107 31 10,188SH SOLE 0 10,188
ALLIED SIGNAL INC COM 019512102 97,397 1,545,986SH SOLE 0 1,545,986
ALLIED WASTE INDUSTRIES INC 019589308 10,432 528,195SH SOLE 0 528,195
ALLMERICA FINL CORP COM 019754100 13,783 226,650SH SOLE 0 226,650
ALLSTATE CORP COM 020002101 82,253 2,292,778SH SOLE 0 2,292,778
ALLTEL CORP COM 020039103 55,872 781,432SH SOLE 0 781,432
ALPHARMA INC CL A 020813101 1,706 47,961SH SOLE 0 47,961
ALPINE GROUP INC COM 020825105 386 24,000SH SOLE 0 24,000
ALTERA CORP 021441100 29,269 795,079SH SOLE 0 795,079
ALTERNATIVE RES CORP COM 02145R102 71 10,175SH SOLE 0 10,175
ALTERRA HEALTHCARE CORCOM 02146C104 87 6,300SH SOLE 0 6,300
ALZA CORP COM 022615108 23,668 465,222SH SOLE 0 465,222
AMAZON COM INC COM 023135106 25,883 206,857SH SOLE 0 206,857
AMB PPTY CORP COM 00163T109 4,940 210,211SH SOLE 0 210,211
AMBAC FINL GROUP INC COM 023139108 14,755 258,293SH SOLE 0 258,293
AMC ENTMT INC COM 001669100 277 14,400SH SOLE 0 14,400
AMCOL INTL CORP COM 02341W103 872 60,655SH SOLE 0 60,655
AMCORE FINL INC COM RTS 023912108 1,580 68,529SH SOLE 0 68,529
AMERADA HESS CORP COM NPV 023551104 14,885 250,161SH SOLE 0 250,161
AMERCO COM 023586100 677 30,100SH SOLE 0 30,100
AMEREN CORP COM 023608102 15,695 408,990SH SOLE 0 408,990
AMERICA ONLINE INC DELCOM 02364J104 340,584 3,085,171SH SOLE 0 3,085,171
AMERICA WEST HLDG CORPCL B 023657208 1,886 99,900SH SOLE 0 99,900
AMERICAN ANNUITY GROUP INC 023840101 1,564 64,486SH SOLE 0 64,486
AMERICAN AXLE + MFG HLCOM 024061103 11 800SH SOLE 0 800
AMERICAN BANKERS INS GCOM 024456105 7,186 132,004SH SOLE 0 132,004
AMERICAN BUSINESS PRODCOM 024763104 1,024 67,156SH SOLE 0 67,156
AMERICAN CLASSIC VOYAGCOM 024928103 353 14,692SH SOLE 0 14,692
AMERICAN EAGLE OUTFITTCOM 02553E107 1,008 22,148SH SOLE 0 22,148
AMERICAN ELEC PWR INC COM 025537101 19,676 523,809SH SOLE 0 523,809
AMERICAN EXPRESS CO COM 025816109 172,879 1,328,563SH SOLE 0 1,328,563
AMERICAN FINL GROUP INCOM 025932104 4,704 138,087SH SOLE 0 138,087
AMERICAN FREIGHTWAYS CCOM 02629V108 524 26,794SH SOLE 0 26,794
AMERICAN GEN CORP COM 026351106 54,068 717,315SH SOLE 0 717,315
AMERICAN GREETINGS CORCL A 026375105 6,389 212,081SH SOLE 0 212,081
AMERICAN HEALTH PPTYS COM 026494104 1,411 70,136SH SOLE 0 70,136
AMERICAN HERITAGE LIFECOM 026522102 2,277 92,952SH SOLE 0 92,952
AMERICAN HOME PRODUCTSCOM 026609107 211,808 3,691,640SH SOLE 0 3,691,640
AMERICAN HOME SHIELD CRTS 026632117 0 35,587SH SOLE 0 35,587
AMERICAN HOMEPATIENT ICOM 026649103 34 21,550SH SOLE 0 21,550
AMERICAN INTL GROUP INCOM 026874107 413,109 3,527,756SH SOLE 0 3,527,756
AMERICAN ITALIAN PASTACL A 027070101 612 20,152SH SOLE 0 20,152
AMERICAN MGMT SYS INC COM 027352103 5,919 184,594SH SOLE 0 184,594
AMERICAN MOBILE SATELLCOM 02755R103 491 30,010SH SOLE 0 30,010
AMERICAN NATL INS CO COM 028591105 4,369 61,317SH SOLE 0 61,317
AMERICAN PWR CONVERSIOCOM 029066107 13,962 693,788SH SOLE 0 693,788
AMERICAN SATELLITE NETEXP6/30/025990961 0 14,359SH SOLE 0 14,359
AMERICAN STD COS INC DCOM 029712106 11,778 245,369SH SOLE 0 245,369
AMERICAN TOWER CORP CL A 029912201 2,405 100,216SH SOLE 0 100,216
AMERICAN WTR WKS INC COM RTS 030411102 6,925 225,192SH SOLE 0 225,192
AMERICREDIT CORP COM 03060R101 3,523 220,186SH SOLE 0 220,186
AMERISOURCE HEALTH CORCL A 03071P102 3,346 131,200SH SOLE 0 131,200
AMERITECH CORP NEW COM 030954101 237,389 3,229,777SH SOLE 0 3,229,777
AMERITRADE HLDG CORP CL A 03072H109 2,219 20,930SH SOLE 0 20,930
AMERON INTL CORP COM 030710107 144 3,274SH SOLE 0 3,274
AMERUS LIFE HLDGS INC COM 030732101 806 29,863SH SOLE 0 29,863
AMES DEPT STORES INC COM NEW 030789507 4,330 94,900SH SOLE 0 94,900
AMETEK AEROSPACE PRODSCOM 031100100 5,201 226,117SH SOLE 0 226,117
AMF BOWLING INC COM 03113V109 135 16,049SH SOLE 0 16,049
AMFM INC COM 001693100 27,504 498,938SH SOLE 0 498,938
AMGEN INC COM 031162100 94,196 1,547,373SH SOLE 0 1,547,373
AMLI RESIDENTIAL PPTYSSH BEN I001735109 883 39,453SH SOLE 0 39,453
AMPHENOL CORP NEW CL A 032095101 636 16,000SH SOLE 0 16,000
AMR CORP DEL COM 001765106 30,383 445,179SH SOLE 0 445,179
AMRESCO INC COM 031909104 770 119,603SH SOLE 0 119,603
AMSOUTH BANCORPORATIONCOM 032165102 15,775 680,303SH SOLE 0 680,303
ANADARKO PETE CORP COM 032511107 17,088 464,187SH SOLE 0 464,187
ANALOG DEVICES INC COM 032654105 26,936 536,710SH SOLE 0 536,710
ANALOGIC CORP COM PAR 032657207 1,556 50,057SH SOLE 0 50,057
ANALYSTS INTL CORP COM 032681108 1,283 89,263SH SOLE 0 89,263
ANCHOR BANCORP WIS INCCOM 032839102 1,559 87,500SH SOLE 0 87,500
ANCHOR GAMING COM 033037102 682 14,200SH SOLE 0 14,200
ANDREW CORP COM 034425108 4,619 243,920SH SOLE 0 243,920
ANDRX CORP COM 034551101 3,011 39,038SH SOLE 0 39,038
ANHEUSER BUSCH COS INCCOM 035229103 100,986 1,423,591SH SOLE 0 1,423,591
ANIXTER INTL INC COM 035290105 5,431 297,596SH SOLE 0 297,596
ANNTAYLOR STORES CORP COM 036115103 2,689 59,763SH SOLE 0 59,763
ANTEC CORP COM 03664P105 3,115 97,164SH SOLE 0 97,164
ANTHRACITE CAP INC COM 037023108 174 26,455SH SOLE 0 26,455
AON CORP COM 037389103 28,998 702,977SH SOLE 0 702,977
APAC TELESERVICES INC COM 00185E106 36 11,150SH SOLE 0 11,150
APACHE CORP COM 037411105 11,562 296,462SH SOLE 0 296,462
APARTMENT INVT. + MGMTCLASS A 03748R101 7,487 175,143SH SOLE 0 175,143
APOGEE ENTERPRISES INCCOM 037598109 1,490 110,902SH SOLE 0 110,902
APOLLO GROUP INC CL A 037604105 5,680 213,852SH SOLE 0 213,852
APPLE COMPUTER COM NPV 037833100 19,944 430,645SH SOLE 0 430,645
APPLEBEES INTL INC COM 037899101 2,706 89,812SH SOLE 0 89,812
APPLIED GRAPHICS TECHNCOM 037937109 1,062 84,128SH SOLE 0 84,128
APPLIED INDL TECHNOLOGCOM 03820C105 1,756 92,431SH SOLE 0 92,431
APPLIED MATERIALS INC COM 038222105 76,801 1,039,606SH SOLE 0 1,039,606
APPLIED MICRO CIRCUITSCDT COM 03822W109 2,354 28,622SH SOLE 0 28,622
APPLIED PWR INC COM CLAS038225108 4,143 151,676SH SOLE 0 151,676
APRIA HEALTHCARE GROUPCOM 037933108 2,022 118,923SH SOLE 0 118,923
APTARGROUP INC COM 038336103 6,189 206,296SH SOLE 0 206,296
AQUARION CO COM 03838W101 1,473 42,174SH SOLE 0 42,174
ARCADIA FINL LTD COM 039101100 549 70,900SH SOLE 0 70,900
ARCH CHEMICALS INC COM 03937R102 1,686 69,348SH SOLE 0 69,348
ARCH COAL INC COM 039380100 406 29,296SH SOLE 0 29,296
ARCHER DANIELS MIDLANDCOM 039483102 25,264 1,636,535SH SOLE 0 1,636,535
ARCHSTONE CMNTYS TR SH BEN I039581103 5,622 256,264SH SOLE 0 256,264
ARCTIC CAT INC COM 039670104 509 56,933SH SOLE 0 56,933
ARDEN RLTY INC COM 039793104 3,997 162,321SH SOLE 0 162,321
AREA BANCSHARES CORP NCOM 039872106 955 35,200SH SOLE 0 35,200
ARGONAUT GROUP INC COM 040157109 1,726 71,925SH SOLE 0 71,925
ARMCO INC COM 042170100 17,247 2,603,298SH SOLE 0 2,603,298
ARMSTRONG WORLD INDS ICOM 042476101 6,837 118,268SH SOLE 0 118,268
ARNOLD INDS INC COM 042595108 1,417 91,819SH SOLE 0 91,819
ARROW ELECTRS INC COM 042735100 6,014 316,500SH SOLE 0 316,500
ARROW INTERNATIONAL INC 042764100 898 34,703SH SOLE 0 34,703
ARTESYN TECHNOLOGIES ICOM 043127109 5,870 264,545SH SOLE 0 264,545
ARTHROCARE CORP COM 043136100 2,060 100,475SH SOLE 0 100,475
ARVIN INDS INC COM 043339100 1,694 44,716SH SOLE 0 44,716
ASARCO INC COM 043413103 2,081 110,594SH SOLE 0 110,594
ASCENT ENTMT GROUP INCCOM 043628106 1,780 126,015SH SOLE 0 126,015
ASHLAND INC COM 044204105 7,901 196,920SH SOLE 0 196,920
ASPECT DEV INC COM 045234101 547 29,556SH SOLE 0 29,556
ASPECT TELECOMMUNICATICOM 045237104 1,509 154,796SH SOLE 0 154,796
ASPEN TECHNOLOGY INC COM 045327103 666 56,700SH SOLE 0 56,700
ASSOCIATED BANC CORP COM 045487105 6,993 168,513SH SOLE 0 168,513
ASSOCIATED ESTATES RLTCOM 045604105 581 49,144SH SOLE 0 49,144
ASSOCIATED GROUP INC CL A 045651106 5,202 79,878SH SOLE 0 79,878
ASSOCIATES FIRST CAP CCL A 046008108 89,571 2,029,933SH SOLE 0 2,029,933
ASTORIA FINL CORP COM 046265104 6,234 141,882SH SOLE 0 141,882
AT + T CORP COM 001957109 513,567 9,201,657SH SOLE 0 9,201,657
AT HOME CORP COM SER 045919107 11,815 219,052SH SOLE 0 219,052
AT+T CORP COM LIBE001957208 116,852 3,179,640SH SOLE 0 3,179,640
ATLANTIC COAST AIRLINECOM 048396105 372 19,578SH SOLE 0 19,578
ATLANTIC RICHFIELD CO COM 048825103 80,787 966,782SH SOLE 0 966,782
ATLAS AIR INC COM 049164106 987 30,599SH SOLE 0 30,599
ATMEL CORP COM 049513104 15,388 587,605SH SOLE 0 587,605
ATMI INC COM 00207R101 298 10,000SH SOLE 0 10,000
ATMOS ENERGY CORP COM 049560105 2,766 110,648SH SOLE 0 110,648
ATWOOD OCEANICS INC COM 050095108 1,056 33,800SH SOLE 0 33,800
AURORA BIOSCIENCE CORPCOM 051920106 380 52,357SH SOLE 0 52,357
AUTHENTIC FITNESS CORPCOM 052661105 1,216 69,495SH SOLE 0 69,495
AUTODESK INCORPORATED COM STK 052769106 5,055 171,007SH SOLE 0 171,007
AUTOLIV COM 052800109 8,611 284,675SH SOLE 0 284,675
AUTOMATIC DATA PROCESSCOM 053015103 75,821 1,723,209SH SOLE 0 1,723,209
AUTONATION INC DEL COM 05329W102 14,010 786,499SH SOLE 0 786,499
AUTOZONE INC COM 053332102 16,345 542,588SH SOLE 0 542,588
AVADO BRANDS INC COM 05336P108 716 85,493SH SOLE 0 85,493
AVALONBAY CMNTYS INC COM 053484101 6,749 182,397SH SOLE 0 182,397
AVANT CORP COM 053487104 826 65,400SH SOLE 0 65,400
AVERY DENNISON CORP COM 053611109 27,355 453,079SH SOLE 0 453,079
AVIALL INC NEW 05366B102 1,758 93,459SH SOLE 0 93,459
AVIATION SALES CO COM 053672101 576 14,591SH SOLE 0 14,591
AVID TECHNOLOGY INC COM 05367P100 1,140 70,690SH SOLE 0 70,690
AVIRON COM 053762100 4 123SH SOLE 0 123
AVIS RENT A CAR INC COM 053790101 1,073 36,841SH SOLE 0 36,841
AVISTA CORP COM 05379B107 2,456 151,116SH SOLE 0 151,116
AVNET INC COM 053807103 7,244 155,791SH SOLE 0 155,791
AVON PRODS INC COM 054303102 40,144 723,319SH SOLE 0 723,319
AVONDALE INDS INC 054350103 2,508 64,299SH SOLE 0 64,299
AVX CORP NEW COM 002444107 1,815 74,461SH SOLE 0 74,461
AXENT TECHNOLOGIES INCCOM 05459C108 658 59,142SH SOLE 0 59,142
AXYS PHARMACEUTICAL INCOM 054635107 14 4,040SH SOLE 0 4,040
AZTAR CORP COM 054802103 1,655 180,175SH SOLE 0 180,175
BACOU USA INC COM 056439102 60 3,500SH SOLE 0 3,500
BAKER HUGHES INC COM 057224107 26,444 789,381SH SOLE 0 789,381
BALDOR ELEC CO COM 057741100 2,410 121,273SH SOLE 0 121,273
BALDWIN + LYONS INC CL B 057755209 1,587 66,991SH SOLE 0 66,991
BALL CORP COM 058498106 24,595 582,139SH SOLE 0 582,139
BALLARD MEDICAL PRODUCCOM 058566100 2,395 102,746SH SOLE 0 102,746
BANCFIRST CORP COM 05945F103 363 10,600SH SOLE 0 10,600
BANCORPSOUTH INC COM 059692103 1,386 76,488SH SOLE 0 76,488
BANCTEC INC COM 059784108 1,466 81,732SH SOLE 0 81,732
BANCWEST CORP NEW COM 059790105 3,457 93,121SH SOLE 0 93,121
BANDAG INC COM 059815100 2,007 57,873SH SOLE 0 57,873
BANK AMER CORP COM 060505104 380,352 5,188,094SH SOLE 0 5,188,094
BANK GRANITE CORP COM 062401104 638 25,901SH SOLE 0 25,901
BANK NEW YORK INC COM 064057102 78,482 2,139,204SH SOLE 0 2,139,204
BANK ONE CORP COM 06423A103 197,072 3,308,665SH SOLE 0 3,308,665
BANK PLUS CORP COM 064446107 47 8,761SH SOLE 0 8,761
BANK UTD CORP CL A 065412108 2,101 52,286SH SOLE 0 52,286
BANKBOSTON CORP COM 06605R106 42,486 831,019SH SOLE 0 831,019
BANKNORTH GROUP INC DEL 06646L100 1,452 44,000SH SOLE 0 44,000
BANTA CORP COM STK 066821109 2,442 116,272SH SOLE 0 116,272
BARD C R INC COM 067383109 7,194 150,473SH SOLE 0 150,473
BARNES + NOBLE INC COM 067774109 3,289 120,138SH SOLE 0 120,138
BARNES GROUP INC COM 067806109 1,433 65,868SH SOLE 0 65,868
BARNETT INC COM 068062108 73 9,675SH SOLE 0 9,675
BARR LABS INC COM 068306109 2,212 55,462SH SOLE 0 55,462
BARRA INC COM 068313105 606 24,000SH SOLE 0 24,000
BARRETT RES CORP COM 068480201 4,845 126,246SH SOLE 0 126,246
BASSETT FURNITURE INDSCOM 070203104 1,024 44,775SH SOLE 0 44,775
BATTLE MTN GOLD CO COM 071593107 1,468 602,191SH SOLE 0 602,191
BAUSCH + LOMB INC COM 071707103 11,542 150,871SH SOLE 0 150,871
BAXTER INTL INC COM 071813109 49,001 808,268SH SOLE 0 808,268
BAY VIEW CAP CORP DEL COM 07262L101 1,207 58,860SH SOLE 0 58,860
BB+T CORP COM 054937107 31,708 864,260SH SOLE 0 864,260
BE AEROSPACE INC COM 073302101 1,301 69,600SH SOLE 0 69,600
BEA SYS INC COM 073325102 3,254 113,943SH SOLE 0 113,943
BEAR STEARNS COS INC COM 073902108 16,026 342,799SH SOLE 0 342,799
BEC ENERGY COM 05538M101 6,514 157,916SH SOLE 0 157,916
BECKMAN COULTER INC COM 075811109 3,669 75,464SH SOLE 0 75,464
BECTON DICKINSON + CO COM 075887109 25,775 859,155SH SOLE 0 859,155
BED BATH + BEYOND INC COM 075896100 21,371 555,080SH SOLE 0 555,080
BEDFORD PPTY INVS INC COM PAR 076446301 1,158 64,800SH SOLE 0 64,800
BELCO OIL + GAS CORP COM 077410108 136 19,600SH SOLE 0 19,600
BELDEN INC COM 077459105 1,630 68,094SH SOLE 0 68,094
BELL + HOWELL CO NEW COM 077852101 1,732 45,800SH SOLE 0 45,800
BELL ATLANTIC CORP COM 077853109 284,599 4,353,332SH SOLE 0 4,353,332
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BENTON OIL + GAS CO 083288100 198 98,821SH SOLE 0 98,821
BERGEN BRUNSWIG CORP CLASS A 083739102 7,696 446,136SH SOLE 0 446,136
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CRANE CO COM 224399105 5,554 176,659SH SOLE 0 176,659
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DU PONT E I DE NEMOURSCOM 263534109 215,970 3,161,498SH SOLE 0 3,161,498
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DUKE ENERGY CO COM STK 264399106 55,019 1,011,607SH SOLE 0 1,011,607
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ELECTRONIC ARTS COM 285512109 11,260 207,561SH SOLE 0 207,561
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EMERSON ELEC CO COM 291011104 81,779 1,300,342SH SOLE 0 1,300,342
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ENRON CORP COM 293561106 80,572 985,585SH SOLE 0 985,585
ENRON OIL + GAS CO COM 293562104 3,966 195,876SH SOLE 0 195,876
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EVEREN CAPITAL CORP COM 299761106 336 11,264SH SOLE 0 11,264
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FIFTH THIRD BANCORP COM STK 316773100 55,027 826,703SH SOLE 0 826,703
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FINISH LINE INC CL A 317923100 579 51,448SH SOLE 0 51,448
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FLAGSTAR BANCORP INC COM 337930101 427 16,900SH SOLE 0 16,900
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FLEMING COS INC COM 339130106 1,122 96,500SH SOLE 0 96,500
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FLOWERS INDS INC COM 343496105 6,428 296,405SH SOLE 0 296,405
FLOWSERVE CORP COM 34354P105 1,882 99,388SH SOLE 0 99,388
FLUOR CORP COM 343861100 9,544 235,666SH SOLE 0 235,666
FM BANCORPORATION INC COM 302371109 674 17,855SH SOLE 0 17,855
FMC CORP COM NEW 302491303 6,686 97,874SH SOLE 0 97,874
FOAMEX INTL INC COM 344123104 60 10,721SH SOLE 0 10,721
FONAR CORP COM 344437108 4 3,351SH SOLE 0 3,351
FONAR CORP PFD NON 344437306 74 26,920SH SOLE 0 26,920
FOOD LION INC CL B 344775101 11,737 1,015,061SH SOLE 0 1,015,061
FOODMAKER INC 344839204 3,231 113,858SH SOLE 0 113,858
FOOTSTAR INC COM 344912100 27,208 731,648SH SOLE 0 731,648
FORCENERGY INC COM 345206106 28 30,100SH SOLE 0 30,100
FORD MTR CO DEL COM 345370100 191,418 3,391,673SH SOLE 0 3,391,673
FOREMOST CORP AMER COM 345469100 3,111 141,431SH SOLE 0 141,431
FOREST CITY ENTERPRISECOM 345550107 1,385 49,464SH SOLE 0 49,464
FOREST LABS INC COM 345838106 26,651 576,246SH SOLE 0 576,246
FOREST OIL CORP COM NEW 346091606 906 72,100SH SOLE 0 72,100
FORT JAMES CORP COM 347471104 35,949 949,161SH SOLE 0 949,161
FORTUNE BRANDS INC COM 349631101 19,613 474,026SH SOLE 0 474,026
FOSSIL INC COM 349882100 2,154 44,520SH SOLE 0 44,520
FOSTER WHEELER CORP COM 350244109 1,859 131,707SH SOLE 0 131,707
FOUNDATION HEALTH SYS COM 350404109 5,205 347,010SH SOLE 0 347,010
FPL GROUP INC COM 302571104 27,025 494,739SH SOLE 0 494,739
FRANCHISE FIN CORP AMECOM 351807102 3,531 158,694SH SOLE 0 158,694
FRANKLIN COVEY CO COM 353469109 153 20,703SH SOLE 0 20,703
FRANKLIN ELEC INC COM 353514102 1,075 16,542SH SOLE 0 16,542
FRANKLIN RES INC COM 354613101 28,401 699,097SH SOLE 0 699,097
FREEPORT MCMORAN COPPECL B 35671D857 9,228 514,453SH SOLE 0 514,453
FREMONT GEN CORP COM 357288109 3,559 188,534SH SOLE 0 188,534
FRIEDE GOLDMAN INTL INCOM 358430106 140 10,140SH SOLE 0 10,140
FRIEDMAN BILLINGS RAMSEY G358433100 12 1,047SH SOLE 0 1,047
FRIEDMANS INC CL A 358438109 89 10,225SH SOLE 0 10,225
FRITZ COMP INC COM 358846103 574 53,418SH SOLE 0 53,418
FRONTIER CORP COM 35906P105 47,003 799,212SH SOLE 0 799,212
FRONTIER INS GROUP INCCOM 359081106 1,303 84,763SH SOLE 0 84,763
FRUIT OF THE LOOM LTD SHS A G3682L105 2,002 205,311SH SOLE 0 205,311
FSI INTL INC 302633102 468 56,360SH SOLE 0 56,360
FUISZ TECHNOLOGIES LTDCOM 359536109 14 4,140SH SOLE 0 4,140
FULLER H B CO COM 359694106 3,429 50,153SH SOLE 0 50,153
FULTON FINL CORP PA COM 360271100 2,519 121,776SH SOLE 0 121,776
FURNITURE BRANDS INTL COM 360921100 4,456 159,853SH SOLE 0 159,853
FURON CO COM 361106107 1,490 78,408SH SOLE 0 78,408
G + K SERVICES CL A 361268105 4,023 76,808SH SOLE 0 76,808
GABLES RESIDENTIAL TR SH BEN I362418105 1,858 77,000SH SOLE 0 77,000
GALEY + LORD INC COM 36352K103 19 4,275SH SOLE 0 4,275
GALILEO INTL INC COM 363547100 4,028 75,373SH SOLE 0 75,373
GALLAGHER ARTHUR J + CCOM 363576109 2,595 52,430SH SOLE 0 52,430
GANNETT INC COM 364730101 55,584 778,758SH SOLE 0 778,758
GAP INC COM 364760108 122,139 2,424,600SH SOLE 0 2,424,600
GARDEN RIDGE CORP COM 36541P104 56 11,875SH SOLE 0 11,875
GARDNER DENVER INC COM 365558105 556 34,455SH SOLE 0 34,455
GARTNER GROUP INC NEW CL A 366651107 2,924 142,622SH SOLE 0 142,622
GATEWAY INC COM 367626108 25,400 430,406SH SOLE 0 430,406
GATX COM 361448103 6,641 174,464SH SOLE 0 174,464
GAYLORD CONTAINER CORPCL A 368145108 1,293 162,899SH SOLE 0 162,899
GAYLORD ENTMT CO NEW COM 367905106 1,588 52,943SH SOLE 0 52,943
GC COS INC COM 36155Q109 1,351 37,786SH SOLE 0 37,786
GELTEX PHARMACEUTICALSCOM 368538104 804 44,694SH SOLE 0 44,694
GENCORP INC COM 368682100 3,044 120,552SH SOLE 0 120,552
GENERAL BINDING CORP COM 369154109 3,260 138,712SH SOLE 0 138,712
GENERAL CHEM GROUP INCCOM 369332101 12 3,939SH SOLE 0 3,939
GENERAL COMMUNICATION INC 369385109 173 25,500SH SOLE 0 25,500
GENERAL DYNAMICS CORP COM 369550108 23,887 348,325SH SOLE 0 348,325
GENERAL ELEC CO COM 369604103 1,065,6189,430,252SH SOLE 0 9,430,252
GENERAL GROWTH PPTYS ICOM 370021107 3,928 110,637SH SOLE 0 110,637
GENERAL INSTR CORP DELCOM 370120107 19,889 467,983SH SOLE 0 467,983
GENERAL MAGIC INC COM 370253106 36 10,100SH SOLE 0 10,100
GENERAL MLS INC COM 370334104 35,455 441,124SH SOLE 0 441,124
GENERAL MTRS CORP COM 370442105 121,174 1,835,964SH SOLE 0 1,835,964
GENERAL MTRS CORP CL H NEW370442832 22,559 400,608SH SOLE 0 400,608
GENERAL NUTRITION COS COM 37047F103 6,723 288,396SH SOLE 0 288,396
GENERAL SEMICONDUCTOR COM 370787103 774 84,869SH SOLE 0 84,869
GENERALE CABLE CORP DECOM 369300108 797 49,800SH SOLE 0 49,800
GENESCO INC COM 371532102 1,280 87,900SH SOLE 0 87,900
GENESYS TELECOMMUNICATCOM 371931106 4 159SH SOLE 0 159
GENLYTE GROUP INC COM 372302109 319 14,199SH SOLE 0 14,199
GENRAD INC COM 372447102 1,715 80,256SH SOLE 0 80,256
GENTEX CORP COM 371901109 8,733 311,884SH SOLE 0 311,884
GENUINE PARTS CO COM 372460105 17,171 490,608SH SOLE 0 490,608
GENZYME CORP COM 372917104 9,681 199,616SH SOLE 0 199,616
GENZYME CORP COM MOLE372917500 35 12,868SH SOLE 0 12,868
GEON CO COM 37246W105 1,902 58,974SH SOLE 0 58,974
GEORGIA GULF CORP COM 373200203 2,989 177,144SH SOLE 0 177,144
GEORGIA PAC CORP COM 373298108 23,736 501,025SH SOLE 0 501,025
GEORGIA PAC CORP COM TIMB373298702 6,371 252,300SH SOLE 0 252,300
GERBER SCIENTIFIC INC COM 373730100 2,185 99,034SH SOLE 0 99,034
GETTY RLTY CORP NEW COM 374297109 713 49,590SH SOLE 0 49,590
GIANT CEM HLDG INC COM 374450104 310 13,559SH SOLE 0 13,559
GIBRALTOR STEEL CORP COM 37476F103 270 10,900SH SOLE 0 10,900
GILEAD SCIENCES INC COM 375558103 11,065 211,775SH SOLE 0 211,775
GILLETTE CO COM 375766102 134,256 3,274,531SH SOLE 0 3,274,531
GLATFELTER P H CO COM 377316104 1,644 112,422SH SOLE 0 112,422
GLEASON CORP COM 377339106 165 9,793SH SOLE 0 9,793
GLENAYRE TECHNOLOGIES COM 377899109 696 193,610SH SOLE 0 193,610
GLENBOROUGH RLTY TR INCOM 37803P105 1,629 93,100SH SOLE 0 93,100
GLIMCHER RLTY TR COM 379302102 1,131 69,098SH SOLE 0 69,098
GLOBAL INDL TECHNOLOGICOM 379335102 423 35,103SH SOLE 0 35,103
GLOBAL INDUSTRIES INC 379336100 1,113 86,900SH SOLE 0 86,900
GLOBAL MARINE INC COM NEW 379352404 9,124 588,616SH SOLE 0 588,616
GLOBAL TELESYSTEMS GROCDT COM 37936U104 10,531 130,012SH SOLE 0 130,012
GOLDEN ST BANCORP INC COM 381197102 3,191 141,844SH SOLE 0 141,844
GOLDEN WEST FINL CORP COM 381317106 15,393 157,075SH SOLE 0 157,075
GOLF TR AMER INC COM 38168B103 528 21,600SH SOLE 0 21,600
GOODRICH B F CO COM 382388106 8,501 200,027SH SOLE 0 200,027
GOODYEAR TIRE AND RUBBCOM 382550101 25,225 428,907SH SOLE 0 428,907
GOODYS FAMILY CLOTHINGCOM 382588101 318 27,784SH SOLE 0 27,784
GPU INC COM 36225X100 14,223 337,147SH SOLE 0 337,147
GRACE W R + CO DEL NEWCOM 38388F108 29,201 1,543,044SH SOLE 0 1,543,044
GRACO INC COM 384109104 2,709 92,232SH SOLE 0 92,232
GRAINGER W W INC COM 384802104 15,022 279,157SH SOLE 0 279,157
GRAND PREMIER FINL INCCOM 386174106 460 37,180SH SOLE 0 37,180
GRANITE CONSTR INC 387328107 1,228 41,908SH SOLE 0 41,908
GREAT ATLANTIC + PAC TCOM 390064103 3,381 99,998SH SOLE 0 99,998
GREAT LAKES CHEMICAL CCOM 390568103 7,774 168,771SH SOLE 0 168,771
GREAT LAKES REIT INC COM 390752103 761 46,800SH SOLE 0 46,800
GREAT PLAINS SOFTWARE COM 39119E105 408 8,643SH SOLE 0 8,643
GREENPOINT FINL CORP COM 395384100 8,446 257,398SH SOLE 0 257,398
GREIF BROS CORP CL A 397624107 1,147 44,962SH SOLE 0 44,962
GREY ADVERTISING INC COM 397838103 833 2,500SH SOLE 0 2,500
GREY WOLF INC COM 397888108 169 67,400SH SOLE 0 67,400
GRIFFON CORP COM 398433102 996 127,457SH SOLE 0 127,457
GRUBB + ELLIS CO COM PAR 400095204 41 8,075SH SOLE 0 8,075
GT INTERACTIVE SOFTWARCOM 36236E109 275 78,600SH SOLE 0 78,600
GTE CORP COM 362320103 206,097 2,722,578SH SOLE 0 2,722,578
GTECH HLDGS CORP COM 400518106 2,744 116,445SH SOLE 0 116,445
GUARANTEE LIFE COS INCCOM 400740106 819 32,600SH SOLE 0 32,600
GUESS INC COM 401617105 311 22,527SH SOLE 0 22,527
GUIDANT CORP COM 401698105 60,299 1,175,197SH SOLE 0 1,175,197
GUILFORD MLS INC COM 401794102 961 92,638SH SOLE 0 92,638
GUILFORD PHARMACEUTICACOM 401829106 481 37,742SH SOLE 0 37,742
GUITAR CTR INC COM 402040109 118 11,300SH SOLE 0 11,300
GULF IS FABRICATION INCOM 402307102 31 2,577SH SOLE 0 2,577
GULFSTREAM AEROSPACE CCOM 402734107 14,739 218,153SH SOLE 0 218,153
GYMBOREE CORP COM 403777105 747 71,158SH SOLE 0 71,158
H S RES INC COM 404297103 354 24,000SH SOLE 0 24,000
HA LO INDS INC COM 404429102 588 59,550SH SOLE 0 59,550
HADCO CORP COM 404681108 1,554 39,090SH SOLE 0 39,090
HAEMONETICS CORP MASS COM 405024100 564 28,127SH SOLE 0 28,127
HALLIBURTON CO COM 406216101 55,299 1,222,086SH SOLE 0 1,222,086
HALTER MARINE GROUP INCOM 40642Y105 594 89,686SH SOLE 0 89,686
HAMBRECHT + QUIST GROUCOM 406545103 197 5,331SH SOLE 0 5,331
HAMILTON BANCORP INC FCOM 407013101 598 24,900SH SOLE 0 24,900
HANCOCK HLDG CO COM 410120109 751 16,728SH SOLE 0 16,728
HANDLEMAN CO DEL COM 410252100 1,248 105,649SH SOLE 0 105,649
HANGER ORTHOPEDIC GROUCOM NEW 41043F208 239 16,849SH SOLE 0 16,849
HANNA M.A. CO COM STK 410522106 2,577 156,757SH SOLE 0 156,757
HANNAFORD BROS CO COM 410550107 7,155 133,743SH SOLE 0 133,743
HANOVER COMPRESSOR CO COM 410768105 1,216 37,860SH SOLE 0 37,860
HANOVER DIRECT INC COM 410783104 115 40,000SH SOLE 0 40,000
HARBINGER CORP COM 41145C103 922 73,725SH SOLE 0 73,725
HARBOR FL BANCSHARES ICOM 411901101 103 8,400SH SOLE 0 8,400
HARBOR FLA BANCORP INCCOM 411510100 168 13,822SH SOLE 0 13,822
HARCOURT GEN INC COM 41163G101 9,925 192,491SH SOLE 0 192,491
HARKEN ENERGY CORP COM 412552101 468 287,853SH SOLE 0 287,853
HARLAND JOHN H CO COM 412693103 1,604 80,431SH SOLE 0 80,431
HARLEY DAVIDSON INC COM RTS 412822108 38,390 706,031SH SOLE 0 706,031
HARLEYSVILLE GROUP INCCOM 412824104 1,782 86,921SH SOLE 0 86,921
HARLEYSVILLE NATL CORPCOM 412850109 627 17,550SH SOLE 0 17,550
HARMAN INTL INDS INC NCOM 413086109 1,943 44,166SH SOLE 0 44,166
HARRAHS ENTMT INC COM 413619107 7,459 338,859SH SOLE 0 338,859
HARRIS CORP DEL COM 413875105 8,276 211,193SH SOLE 0 211,193
HARSCO CORP COM 415864107 4,558 142,448SH SOLE 0 142,448
HARTE HANKS INC COM 416196103 3,045 112,266SH SOLE 0 112,266
HARTFORD FINANCIAL SVCCOM 416515104 37,314 639,896SH SOLE 0 639,896
HARTFORD LIFE INC CL A 416592103 3,489 66,300SH SOLE 0 66,300
HARTMARX CORP COM 417119104 4,044 965,700SH SOLE 0 965,700
HASBRO INC COM 418056107 14,653 524,488SH SOLE 0 524,488
HAWAIIAN ELEC INDS INCCOM 419870100 3,278 92,335SH SOLE 0 92,335
HAYES LEMMERZ INTL INCCOM 420781106 1,488 50,659SH SOLE 0 50,659
HCC INS HLDGS INC 404132102 2,297 101,250SH SOLE 0 101,250
HCR MANOR CARE INC COM 404134108 15,768 651,908SH SOLE 0 651,908
HEALTH CARE PPTY INVS COM 421915109 2,789 96,579SH SOLE 0 96,579
HEALTH CARE REIT INC COM 42217K106 1,938 83,342SH SOLE 0 83,342
HEALTH MGMT ASSOC CL A 421933102 15,548 1,382,023SH SOLE 0 1,382,023
HEALTHCARE FINL PARTNECOM 42219W108 635 18,546SH SOLE 0 18,546
HEALTHCARE RLTY TR COM 421946104 2,488 117,780SH SOLE 0 117,780
HEALTHSOUTH CORP COM 421924101 22,441 1,504,543SH SOLE 0 1,504,543
HEARST ARGYLE TELEVISICOM 422317107 3,457 144,022SH SOLE 0 144,022
HEARTLAND EXPRESS INC 422347104 1,827 111,594SH SOLE 0 111,594
HECLA MNG CO COM 422704106 429 207,874SH SOLE 0 207,874
HEICO CORP NEW 422806109 209 8,354SH SOLE 0 8,354
HEILIG MEYERS CO COM 422893107 1,224 179,736SH SOLE 0 179,736
HEINZ H J CO COM 423074103 50,743 1,012,333SH SOLE 0 1,012,333
HELIX TECHNOLOGY CORP COM 423319102 1,844 77,032SH SOLE 0 77,032
HELMERICH AND PAYNE INCOM 423452101 3,092 130,063SH SOLE 0 130,063
HENRY JACK + ASSOC INC 426281101 1,293 32,950SH SOLE 0 32,950
HENRY SCHEIN INC COM STK 806407102 1,052 33,200SH SOLE 0 33,200
HERBALIFE INTL INC CL A 426908208 290 26,487SH SOLE 0 26,487
HERCULES INC COM 427056106 33,635 855,572SH SOLE 0 855,572
HERSHEY FOODS CORP COM 427866108 24,240 408,261SH SOLE 0 408,261
HERTZ CORP CL A 428040109 2,220 35,801SH SOLE 0 35,801
HEWLETT PACKARD CO COM 428236103 287,041 2,856,129SH SOLE 0 2,856,129
HEXCEL CORP NEW COM 428291108 1,555 153,552SH SOLE 0 153,552
HIBERNIA CORP CL A 428656102 5,454 347,677SH SOLE 0 347,677
HIGHWOODS PPTYS INC COM 431284108 4,768 173,772SH SOLE 0 173,772
HILLENBRAND INDS INC COM 431573104 8,031 185,699SH SOLE 0 185,699
HILTON HOTELS CORP COM 432848109 12,999 916,248SH SOLE 0 916,248
HINES HORTICULTURE INCCOM 433245107 25,206 2,520,598SH SOLE 0 2,520,598
HISPANIC BROADCASTING COM 43357B104 4,871 64,200SH SOLE 0 64,200
HMT TECHNOLOGY CORP COM 403917107 166 66,300SH SOLE 0 66,300
HNC SOFTWARE INC COM 40425P107 1,553 50,400SH SOLE 0 50,400
HOLLINGER INTERNATIONACL A 435569108 622 52,400SH SOLE 0 52,400
HOLLYWOOD ENTMT CORP COM 436141105 1,402 71,658SH SOLE 0 71,658
HOLLYWOOD PK INC NEW COM 436255103 1,084 63,748SH SOLE 0 63,748
HOLOGIC INC 436440101 44 7,800SH SOLE 0 7,800
HOLOPHANE CORP COM 43645B106 921 24,161SH SOLE 0 24,161
HOME DEPOT INC COM 437076102 284,952 4,422,140SH SOLE 0 4,422,140
HOME PPTYS N Y INC COM 437306103 1,461 52,900SH SOLE 0 52,900
HOMEBASE INC COM 43738E108 796 126,067SH SOLE 0 126,067
HOMESTAKE MNG CO COM 437614100 5,263 642,785SH SOLE 0 642,785
HOMESTEAD VLG PPTYS INCOM 437851108 109 44,667SH SOLE 0 44,667
HON INDS INC COM 438092108 5,596 191,730SH SOLE 0 191,730
HONEYWELL INC COM 438506107 40,423 348,846SH SOLE 0 348,846
HOOPER HOLMES INC COM 439104100 429 21,062SH SOLE 0 21,062
HORACE MANN EDUCATORS NEW COM 440327104 3,288 120,950SH SOLE 0 120,950
HORIZON GROUP PPTYS INCOM 44041U102 3 980SH SOLE 0 980
HORIZON RES CORP COM 440437101 0 1SH SOLE 0 1
HORMEL FOODS CORP COM 440452100 7,351 182,624SH SOLE 0 182,624
HOSPITALITY PPTYS TR COM SH B44106M102 2,925 107,834SH SOLE 0 107,834
HOST MARRIOTT CORP NEWCOM 44107P104 7,269 612,125SH SOLE 0 612,125
HOST MARRIOTT SVCS CORCOM 440914109 1,159 142,668SH SOLE 0 142,668
HOUGHTON MIFFLIN CO COM 441560109 5,346 113,590SH SOLE 0 113,590
HOUSEHOLD INTL INC COM 441815107 64,218 1,355,532SH SOLE 0 1,355,532
HOUSTON EXPL CO COM 442120101 190 10,045SH SOLE 0 10,045
HOVNANIAN ENTERPRISES CL B 442487302 613 74,268SH SOLE 0 74,268
HRPT PPTYS TR COM SH B40426W101 5,725 373,896SH SOLE 0 373,896
HSB GROUP INC COM 40428N109 4,812 116,821SH SOLE 0 116,821
HUBBELL INC CLB 443510201 9,449 208,240SH SOLE 0 208,240
HUDSON UTD BANCORP COM 444165104 1,878 59,860SH SOLE 0 59,860
HUGHES SUPPLY INC COM 444482103 903 30,414SH SOLE 0 30,414
HUMAN GENOME SCIENCES COM 444903108 2,254 57,052SH SOLE 0 57,052
HUMANA INC COM 444859102 5,705 440,959SH SOLE 0 440,959
HUNT CORP COM 445591100 33 3,976SH SOLE 0 3,976
HUNT J B TRANS SVCS INCOM 445658107 2,248 138,324SH SOLE 0 138,324
HUNTINGTON BANCSHARES COM 446150104 21,555 615,856SH SOLE 0 615,856
HUSSMANN INTL INC COM 448110106 2,520 152,155SH SOLE 0 152,155
HUTCHINSON TECHNOLOGY COM 448407106 1,824 65,736SH SOLE 0 65,736
HVIDE MARINE INC CL A 448515106 41 18,805SH SOLE 0 18,805
HYPERION SOLUTIONS CORCOM 44914M104 2,060 115,649SH SOLE 0 115,649
I2 TECHNOLOGIES INC COM 465754109 640 14,892SH SOLE 0 14,892
IBP INC COM STK 449223106 6,798 286,226SH SOLE 0 286,226
ICG COMMUNICATIONS INCCOM 449246107 1,335 62,460SH SOLE 0 62,460
ICN PHARMACEUTICALS INCOM 448924100 8,326 258,658SH SOLE 0 258,658
ICOS CORP COM 449295104 4,726 115,795SH SOLE 0 115,795
IDACORP INC COM 451107106 4,099 130,141SH SOLE 0 130,141
IDEC PHARMACEUTICALS CCOM 449370105 3,922 50,900SH SOLE 0 50,900
IDENTIX INC 451906101 32 3,200SH SOLE 0 3,200
IDEX CORP COM 45167R104 3,260 99,166SH SOLE 0 99,166
IDEXX LABS INC COM 45168D104 2,519 108,036SH SOLE 0 108,036
IDT CORP COM 448947101 45 2,000SH SOLE 0 2,000
IDX SYS CORP COM 449491109 372 16,500SH SOLE 0 16,500
IHOP CORP NEW COM 449623107 1,581 65,710SH SOLE 0 65,710
IKON OFFICE SOLUTIONS COM 451713101 5,542 369,439SH SOLE 0 369,439
ILLINOIS TOOL WKS INC COM 452308109 78,395 957,207SH SOLE 0 957,207
ILLINOVA CORP COM 452317100 6,169 226,390SH SOLE 0 226,390
IMATION CORP COM 45245A107 2,641 106,435SH SOLE 0 106,435
IMC GLOBAL INC COM 449669100 5,783 332,860SH SOLE 0 332,860
IMC MTG CO COM 449923101 2 19,062SH SOLE 0 19,062
IMCLONE SYS INC COM 45245W109 8 326SH SOLE 0 326
IMCO RECYCLING INC COM 449681105 815 47,600SH SOLE 0 47,600
IMMUNEX CORP NEW COM 452528102 26,208 205,652SH SOLE 0 205,652
IMPAC MORT HOLDINGS INCOM 45254P102 163 32,225SH SOLE 0 32,225
IMPATH INC COM 45255G101 196 7,264SH SOLE 0 7,264
IMPERIAL BANCORP COM 452556103 2,427 122,493SH SOLE 0 122,493
IMPERIAL CR COML MTG ICOM 45272T102 1,082 100,060SH SOLE 0 100,060
IMPERIAL CR INDS INC COM 452729106 652 91,924SH SOLE 0 91,924
IMPERIAL SUGAR CO NEW COM 453096109 228 32,911SH SOLE 0 32,911
IMRGLOBAL CORP COM 45321W106 475 24,696SH SOLE 0 24,696
IMS HEALTH INC COM 449934108 33,414 1,069,248SH SOLE 0 1,069,248
INACOM CORP COM 45323G109 1,658 131,328SH SOLE 0 131,328
INCYTE PHARMACUTICALS COM 45337C102 1,218 46,058SH SOLE 0 46,058
INDIANA ENERGY INC COM 454707100 2,224 104,373SH SOLE 0 104,373
INDUS INTL INC COM 45578L100 14 3,275SH SOLE 0 3,275
INDUSTRI MATEMATIK INTCOM 455792101 236 96,921SH SOLE 0 96,921
INDY MAC MTG HLDGS INCCOM 456607100 3,377 211,032SH SOLE 0 211,032
INFINITY BROADCASTING CL A 45662S102 12,339 417,402SH SOLE 0 417,402
INFORMATION ARCHITECTSCOM 45669R107 167 62,983SH SOLE 0 62,983
INFORMATION RES INC COM RTS 456905108 1,005 114,888SH SOLE 0 114,888
INFORMIX CORP COM 456779107 7,903 926,328SH SOLE 0 926,328
INFOSEEK CORP COM 45678M107 4,666 97,345SH SOLE 0 97,345
INFOUSA INC NEW CL B 456818103 273 32,066SH SOLE 0 32,066
INGERSOLL RAND CO COM 456866102 34,236 529,758SH SOLE 0 529,758
INGRAM MICRO INC CL A 457153104 3,000 116,510SH SOLE 0 116,510
INHALE THERAPEUTIC SYSCOM 457191104 895 37,600SH SOLE 0 37,600
INKTOMI CORP COM 457277101 342 2,600SH SOLE 0 2,600
INNKEEPERS USA TR COM 4576J0104 943 94,315SH SOLE 0 94,315
INNOVATIVE CLINICAL SOCOM 45767E107 48 32,700SH SOLE 0 32,700
INNOVEX INC COM 457647105 507 36,181SH SOLE 0 36,181
INPRISE CORP COM 45766C102 127 26,011SH SOLE 0 26,011
INPUT/OUTPUT INC COM 457652105 1,083 143,200SH SOLE 0 143,200
INSIGHT ENTERPRISES INCOM 45765U103 389 15,706SH SOLE 0 15,706
INSIGNIA FINL GROUP INCOM 45767A105 492 46,831SH SOLE 0 46,831
INSITUFORM TECHNOLOGIECL A 457667103 443 20,477SH SOLE 0 20,477
INSPIRE INS SOLUTIONS COM 457732105 288 19,876SH SOLE 0 19,876
INTEGRATED DEVICE TECHCOM RTS 458118106 2,806 258,058SH SOLE 0 258,058
INTEGRATED HEALTH SVCSCOM 45812C106 719 89,835SH SOLE 0 89,835
INTEGRATED SYS INC CL A 45812M104 724 61,600SH SOLE 0 61,600
INTEL CORP COM 458140100 568,847 9,560,458SH SOLE 0 9,560,458
INTER TEL INC COM 458372109 1,385 75,916SH SOLE 0 75,916
INTERDIGITAL COMM CORPCOM 45866A105 738 163,899SH SOLE 0 163,899
INTERFACE INC CL A 458665106 1,131 131,142SH SOLE 0 131,142
INTERGRAPH CORP COM 458683109 1,287 166,080SH SOLE 0 166,080
INTERGRATED ELECTRICALCOM 45811E103 208 12,923SH SOLE 0 12,923
INTERIM SVCS INC COM 45868P100 5,488 266,104SH SOLE 0 266,104
INTERMEDIA COMMUNICATICOM 458801107 3,263 108,781SH SOLE 0 108,781
INTERMET CORP COM 45881K104 1,291 85,376SH SOLE 0 85,376
INTERNATIONAL BUSINESSCOM 459200101 694,051 5,369,833SH SOLE 0 5,369,833
INTERNATIONAL FLAVOURSCOM 459506101 13,269 299,534SH SOLE 0 299,534
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INTERNATIONAL SPECIALTNEW COM 460337108 343 33,638SH SOLE 0 33,638
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INTERPUBLIC GROUP COS COM 460690100 37,801 436,378SH SOLE 0 436,378
INTERSTATE BAKERIES CODEL NEW 46072H108 2,663 118,667SH SOLE 0 118,667
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INTIMATE BRANDS INC CL A 461156101 6,885 145,320SH SOLE 0 145,320
INTUIT COM 461202103 16,680 185,076SH SOLE 0 185,076
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IOMEGA CORP 462030107 3,890 787,796SH SOLE 0 787,796
IONICS INC COM 462218108 2,046 56,054SH SOLE 0 56,054
IPALCO ENTERPRISES COM RTS 462613100 8,860 418,165SH SOLE 0 418,165
IRON MTN INC DEL COM 46284P104 541 18,900SH SOLE 0 18,900
IRT PPTY CO COM 450058102 891 90,259SH SOLE 0 90,259
IRWIN FINL CORP COM 464119106 519 26,600SH SOLE 0 26,600
ISIS PHARMACEUTICALS 464330109 825 81,000SH SOLE 0 81,000
ITC DELTACOM COM 45031T104 1,369 48,875SH SOLE 0 48,875
ITEQ INC COM 450430103 59 28,280SH SOLE 0 28,280
ITI TECHNOLOGIES INC COM 450564109 189 8,360SH SOLE 0 8,360
ITT EDL SVCS INC COM 45068B109 202 7,750SH SOLE 0 7,750
ITT INDS INC COM 450911102 10,334 271,063SH SOLE 0 271,063
IVAX CORP 465823102 4,843 342,893SH SOLE 0 342,893
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IWERKS ENTMT INC WT EXP 2465916112 0 122SH SOLE 0 122
IXC COMMUNICATIONS INCCOM 450713102 1,866 47,471SH SOLE 0 47,471
JABIL CIRCUIT INC COM 466313103 6,817 151,060SH SOLE 0 151,060
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JDA SOFTWARE GROUP INCCOM 46612K108 632 67,885SH SOLE 0 67,885
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JEFFERSON PILOT CORP COM 475070108 19,119 288,861SH SOLE 0 288,861
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JO ANN STORES INC CL A 47758P109 644 42,908SH SOLE 0 42,908
JOHN NUVEEN CO CL A 478035108 1,024 23,977SH SOLE 0 23,977
JOHNS MANVILLE CORP COM 478129109 2,828 203,785SH SOLE 0 203,785
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JONES INTERCABLE INC CL A 480206200 735 15,000SH SOLE 0 15,000
JONES PHARMA INC COM 480236108 2,733 69,400SH SOLE 0 69,400
JOSTENS INC COM 481088102 2,366 112,318SH SOLE 0 112,318
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JP RLTY INC COM 46624A106 767 37,323SH SOLE 0 37,323
JSB FINL INC COM 46624M100 2,982 58,621SH SOLE 0 58,621
JUNO LTG INC COM 482047107 2,320 94,585SH SOLE 0 94,585
JUST FOR FEET INC COM 48213P106 461 71,575SH SOLE 0 71,575
JUSTIN INDS INC COM 482171105 1,464 105,007SH SOLE 0 105,007
K MART CORP COM 482584109 22,165 1,347,365SH SOLE 0 1,347,365
K N ENERGY INC COM 482620101 1,397 104,440SH SOLE 0 104,440
K2 INC COM 482732104 79 8,895SH SOLE 0 8,895
KAISER ALUM CORP COM 483007100 389 43,840SH SOLE 0 43,840
KAMAN CORP CL A 483548103 1,238 78,888SH SOLE 0 78,888
KANSAS CITY LIFE INS CCOM 484836101 2,230 51,850SH SOLE 0 51,850
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KANSAS CITY SOUTHN INDCOM 485170104 33,522 525,319SH SOLE 0 525,319
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KAYDON CORP COM 486587108 4,511 134,156SH SOLE 0 134,156
KCS ENERGY INC COM NEW 482434206 54 86,412SH SOLE 0 86,412
KEANE INC COM 486665102 6,653 294,048SH SOLE 0 294,048
KEEBLER FOODS CO COM 487256109 1,602 52,516SH SOLE 0 52,516
KELLEY OIL + GAS CORP COM 487906109 36 166,400SH SOLE 0 166,400
KELLOGG CO COM 487836108 37,923 1,149,189SH SOLE 0 1,149,189
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KELLY SVCS INC CL A 488152208 3,383 105,319SH SOLE 0 105,319
KEMET CORP COM 488360108 3,083 134,396SH SOLE 0 134,396
KENNAMETAL INC COM 489170100 2,754 88,824SH SOLE 0 88,824
KENT ELECTRS CORP COM 490553104 1,537 77,592SH SOLE 0 77,592
KERR MCGEE CORP COM 492386107 36,233 721,959SH SOLE 0 721,959
KEY ENERGY SVCS INC COM 492914106 62 17,300SH SOLE 0 17,300
KEYCORP NEW COM 493267108 41,040 1,277,510SH SOLE 0 1,277,510
KEYSPAN CORP COM 49337W100 12,932 490,326SH SOLE 0 490,326
KEYSTONE FINL INC COM 493482103 3,118 105,477SH SOLE 0 105,477
KILROY RLTY CORP COM 49427F108 1,982 81,300SH SOLE 0 81,300
KIMBALL INTL INC CL B 494274103 1,555 92,160SH SOLE 0 92,160
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KIMCO RLTY CORP 49446R109 5,234 131,685SH SOLE 0 131,685
KING WORLD PRODTNS INCCOM 495667107 11,325 325,302SH SOLE 0 325,302
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KLA TENCOR CORP COM 482480100 20,188 311,182SH SOLE 0 311,182
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KNIGHT TRANSN INC COM 499064103 176 8,250SH SOLE 0 8,250
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KNOLL INC COM 498904101 240 9,000SH SOLE 0 9,000
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KOHLS CORP COM 500255104 46,934 609,075SH SOLE 0 609,075
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KROGER CO COM 501044101 72,782 2,605,168SH SOLE 0 2,605,168
KRONOS INC COM 501052104 1,896 41,676SH SOLE 0 41,676
KULICKE + SOFFA INDS ICOM 501242101 1,873 69,844SH SOLE 0 69,844
LA Z BOY INC COM 505336107 4,713 204,926SH SOLE 0 204,926
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LACLEDE GAS CO COM RTS 505588103 1,615 69,460SH SOLE 0 69,460
LAFARGE CORP COM 505862102 4,976 140,429SH SOLE 0 140,429
LAKES GAMING INC COM 51206P109 110 10,053SH SOLE 0 10,053
LAM RESH CORP COM 512807108 5,237 112,163SH SOLE 0 112,163
LAMAR ADVERTISING CO CL A 512815101 1,759 42,968SH SOLE 0 42,968
LANCASTER COLONY CORP COM RTS 513847103 5,379 155,901SH SOLE 0 155,901
LANCE INC COM 514606102 1,133 72,526SH SOLE 0 72,526
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LANDRYS SEAFOOD REST ICOM 51508L103 328 40,938SH SOLE 0 40,938
LANDS END INC COM 515086106 5,329 110,735SH SOLE 0 110,735
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LASALLE HOTEL PPTYS COM SH B517942108 507 33,141SH SOLE 0 33,141
LASER MTG MGMT INC COM 51806D100 14 4,020SH SOLE 0 4,020
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LATTICE SEMICONDUCTOR CORP 518415104 4,472 71,836SH SOLE 0 71,836
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LEE ENTERPRISES INC COM 523768109 4,058 133,040SH SOLE 0 133,040
LEGATO SYSTEMS INC COM 524651106 13,629 236,000SH SOLE 0 236,000
LEGG MASON INC COM 524901105 5,215 135,460SH SOLE 0 135,460
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LEHMAN BROTHERS HLDGS COM 524908100 20,087 322,812SH SOLE 0 322,812
LENNAR CORP COM 526057104 3,032 126,328SH SOLE 0 126,328
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LEXMARK INTL GROUP INCCL A 529771107 29,698 453,400SH SOLE 0 453,400
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LHS GROUP INC COM 501938104 1,014 30,600SH SOLE 0 30,600
LIBBEY INC COM 529898108 1,224 42,202SH SOLE 0 42,202
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LIBERTY FINL COS INC COM 530512102 467 16,048SH SOLE 0 16,048
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LILLY INDL INC CL A 532491107 1,904 102,560SH SOLE 0 102,560
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LINCARE HLDGS INC COM 532791100 6,486 259,450SH SOLE 0 259,450
LINCOLN ELEC HLDGS INCCOM 533900106 984 48,000SH SOLE 0 48,000
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LINDSAY MFG CO COM 535555106 1,063 60,552SH SOLE 0 60,552
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LINENS N THINGS INC COM 535679104 3,715 84,912SH SOLE 0 84,912
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LONGVIEW FIBRE CO WASHCOM 543213102 2,760 176,628SH SOLE 0 176,628
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LUBYS CAFETERIAS INC COM 549282101 1,055 70,331SH SOLE 0 70,331
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LYCOS INC COM 550818108 8,030 87,400SH SOLE 0 87,400
LYDALL INC COM 550819106 713 62,014SH SOLE 0 62,014
LYONDELL CHEMICAL CO COM 552078107 3,879 188,083SH SOLE 0 188,083
M + T BK CORP COM 55261F104 14,060 25,564SH SOLE 0 25,564
M S CARRIERS INC COM 553533100 1,301 43,884SH SOLE 0 43,884
MACDERMID INC COM 554273102 2,585 55,600SH SOLE 0 55,600
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MACK CA RLTY CORP COM 554489104 5,075 164,043SH SOLE 0 164,043
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MADISON GAS + ELEC CO COM 557497104 1,360 66,354SH SOLE 0 66,354
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MAGNETEK INC COM 559424106 715 67,660SH SOLE 0 67,660
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MANPOWER INC WIS COM 56418H100 5,579 246,600SH SOLE 0 246,600
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MAPICS INC COM 564910107 845 80,000SH SOLE 0 80,000
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MARKEL CORP COM 570535104 3,287 17,577SH SOLE 0 17,577
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MBIA INC COM 55262C100 17,469 269,799SH SOLE 0 269,799
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MEDICIS PHARMACEUTICALCL A NEW584690309 1,603 63,180SH SOLE 0 63,180
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MEDPARTNERS INC COM 58503X107 3,934 524,509SH SOLE 0 524,509
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MENS WEARHOUSE INC 587118100 1,187 46,566SH SOLE 0 46,566
MENTOR CORP MINN COM 587188103 1,699 91,246SH SOLE 0 91,246
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MERANT PLC SPONSORE587336108 467 23,931SH SOLE 0 23,931
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MERCK + CO INC COM 589331107 522,859 7,074,707SH SOLE 0 7,074,707
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MESABA HLDGS INC AIRTRAN 59066B102 488 38,250SH SOLE 0 38,250
METAL MGMT INC COM 591097100 55 36,894SH SOLE 0 36,894
METALS USA INC COM 591324108 268 20,997SH SOLE 0 20,997
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MICHAEL FOODS INC NEW COM 594079105 1,557 66,254SH SOLE 0 66,254
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MIDAS INC COM 595626102 1,428 50,317SH SOLE 0 50,317
MIDWAY GAMES INC COM 598148104 1,201 92,857SH SOLE 0 92,857
MIDWEST BANC HLDGS INCCOM 598251106 23 1,200SH SOLE 0 1,200
MIDWEST EXPRESS HLDGS COM 597911106 1,285 37,800SH SOLE 0 37,800
MIKASA INC COM 59862T109 205 18,100SH SOLE 0 18,100
MILACRON INC COM 598709103 1,936 104,626SH SOLE 0 104,626
MILLENNIUM PHARMACEUTICOM 599902103 1,945 54,031SH SOLE 0 54,031
MILLER HERMAN INC COM 600544100 9,146 435,505SH SOLE 0 435,505
MILLER INDS INC TENN COM 600551105 368 93,350SH SOLE 0 93,350
MILLIPORE CORP COM 601073109 4,863 119,886SH SOLE 0 119,886
MILLS CORP COM 601148109 1,134 52,275SH SOLE 0 52,275
MINDSPRING ENTERPRISESCOM 602683104 9,410 212,364SH SOLE 0 212,364
MINE SAFETY APPLIANCESCOM 602720104 471 7,356SH SOLE 0 7,356
MINERALS TECHNOLOGIES COM 603158106 3,027 54,244SH SOLE 0 54,244
MINIMED INC COM 60365K108 2,231 29,000SH SOLE 0 29,000
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MINNESOTA PWR + LT CO COM 604110106 3,716 186,954SH SOLE 0 186,954
MIRAGE RESORTS INC COM 60462E104 9,406 561,562SH SOLE 0 561,562
MIRAVANT MED TECHNOLOGCOM 604690107 33 4,590SH SOLE 0 4,590
MISSISSIPPI CHEM CORP COM NEW 605288208 629 64,095SH SOLE 0 64,095
MISSISSIPPI VY BANKSHACOM 605720101 702 21,200SH SOLE 0 21,200
MITCHELL ENERGY + DEV CL A 606592202 1,939 100,407SH SOLE 0 100,407
MMC NETWORKS INC COM 55308N102 669 14,947SH SOLE 0 14,947
MMI COS INC COM 553087107 422 24,990SH SOLE 0 24,990
MOBIL CORP COM 607059102 217,020 2,193,241SH SOLE 0 2,193,241
MODINE MFG CO 607828100 2,671 82,031SH SOLE 0 82,031
MODIS PROFESSIONAL SVCCOM 607830106 4,264 314,426SH SOLE 0 314,426
MOHAWK INDS INC COM 608190104 2,833 93,282SH SOLE 0 93,282
MOLEX INC COM 608554101 8,176 220,976SH SOLE 0 220,976
MOMENTUM BUSINESS APPLCL A 60877P108 89 12,638SH SOLE 0 12,638
MONDAVI ROBERT CORP COM CL A609200100 742 20,400SH SOLE 0 20,400
MONSANTO CO COM 611662107 69,369 1,757,816SH SOLE 0 1,757,816
MONTANA PWR CO COM 612085100 12,297 174,430SH SOLE 0 174,430
MORGAN J P + CO INC COM 616880100 70,265 500,110SH SOLE 0 500,110
MORGAN KEEGAN INC COM 617410105 3,331 175,878SH SOLE 0 175,878
MORGAN STANLEY DEAN WICOM NEW 617446448 165,498 1,612,652SH SOLE 0 1,612,652
MORRISON KNUDSEN CORP COM 61844A109 590 57,171SH SOLE 0 57,171
MOTIVEPOWER INDS INC COM 61980K101 472 25,500SH SOLE 0 25,500
MOTOROLA INC COM 620076109 159,937 1,687,986SH SOLE 0 1,687,986
MRV COMMUNICATIONS INCCOM 553477100 639 48,700SH SOLE 0 48,700
MSC INDL DIRECT INC CL A 553530106 2,376 231,806SH SOLE 0 231,806
MTI TECHNOLOGY CORP COM 553903105 452 34,618SH SOLE 0 34,618
MTS SYS CORP COM 553777103 856 70,256SH SOLE 0 70,256
MUELLER INDS INC 624756102 2,853 84,056SH SOLE 0 84,056
MURPHY OIL CORP COM 626717102 7,340 150,376SH SOLE 0 150,376
MUSICLAND STORES INC COM 62758B109 1,140 120,045SH SOLE 0 120,045
MYERS IND INC COM 628464109 1,458 72,891SH SOLE 0 72,891
MYLAN LABS INC COM 628530107 12,432 469,126SH SOLE 0 469,126
NABISCO GROUP HLDG CORCOM 62952P102 18,755 958,746SH SOLE 0 958,746
NABISCO HLDGS CORP CL A 629526104 6,947 161,549SH SOLE 0 161,549
NABORS INDUSTRIES INC COM 629568106 18,231 747,944SH SOLE 0 747,944
NACCO INDS INC CL A 629579103 1,693 23,039SH SOLE 0 23,039
NALCO CHEM CO COM 629853102 9,327 179,801SH SOLE 0 179,801
NATIONAL BANCORP ALASKCOM 632587101 2,602 98,184SH SOLE 0 98,184
NATIONAL CITY CORP COM 635405103 58,779 897,390SH SOLE 0 897,390
NATIONAL COMM BANCORP COM 635449101 5,546 253,513SH SOLE 0 253,513
NATIONAL COMPUTER SYS COM 635519101 4,377 129,694SH SOLE 0 129,694
NATIONAL DATA CORP COM 635621105 3,915 91,570SH SOLE 0 91,570
NATIONAL FUEL GAS CO NCOM 636180101 5,081 104,767SH SOLE 0 104,767
NATIONAL GOLF PPTYS INCOM 63623G109 886 36,461SH SOLE 0 36,461
NATIONAL HEALTH INVS ICOM 63633D104 1,488 65,207SH SOLE 0 65,207
NATIONAL INSTRS CORP COM 636518102 929 23,000SH SOLE 0 23,000
NATIONAL OILWELL INC COM 637071101 1,259 89,922SH SOLE 0 89,922
NATIONAL PENN BANCSHARCOM 637138108 828 35,206SH SOLE 0 35,206
NATIONAL PRESTO INDS ICOM 637215104 1,094 28,609SH SOLE 0 28,609
NATIONAL PROCESSING INCOM 637229105 82 8,058SH SOLE 0 8,058
NATIONAL SEMICONDUCTORCOM 637640103 12,877 508,724SH SOLE 0 508,724
NATIONAL STEEL CORP CL B 637844309 580 69,238SH SOLE 0 69,238
NATIONAL SVC INDS INC 637657107 4,325 120,135SH SOLE 0 120,135
NATIONAL WESTN LIFE INCL A 638522102 751 7,800SH SOLE 0 7,800
NATIONWIDE FINL SVCS ICL A 638612101 3,353 74,100SH SOLE 0 74,100
NATIONWIDE HEALTH PPTYCOM 638620104 2,542 133,338SH SOLE 0 133,338
NATL CITY BANCSHRS INCOM 635313109 735 23,019SH SOLE 0 23,019
NATURES SUNSHINE PRODSCOM 639027101 688 65,526SH SOLE 0 65,526
NAUTICA ENTERPRISES INCOM 639089101 2,242 132,884SH SOLE 0 132,884
NAVISTAR INTL CORP INCCOM 63934E108 9,508 190,165SH SOLE 0 190,165
NBT BANCORP INC COM 628778102 450 21,967SH SOLE 0 21,967
NBTY INC COM 628782104 1,237 190,280SH SOLE 0 190,280
NCH CORP COM 628850109 1,580 31,910SH SOLE 0 31,910
NCI BLDG SYS INC COM 628852105 893 41,800SH SOLE 0 41,800
NCR CORP NEW COM 62886E108 16,368 335,322SH SOLE 0 335,322
NCS HEALTHCARE INC CL A 628874109 339 62,338SH SOLE 0 62,338
NEIMAN MARCUS GROUP INCOM 640204103 1,995 77,659SH SOLE 0 77,659
NEOMAGIC CORP COM 640497103 168 20,000SH SOLE 0 20,000
NETWORK APPLIANCE INC COM 64120L104 11,706 209,500SH SOLE 0 209,500
NETWORK EQUIP TECHNOLOCOM 641208103 667 67,573SH SOLE 0 67,573
NETWORK SOLUTIONS INC CL A 64121Q102 777 9,825SH SOLE 0 9,825
NETWORKS ASSOCS INC COM 640938106 12,094 823,397SH SOLE 0 823,397
NEUROGEN CORP COM 64124E106 567 38,800SH SOLE 0 38,800
NEVADA PWR CO COM 641423108 3,823 152,916SH SOLE 0 152,916
NEW CENTY ENERGIES INCCOM 64352U103 13,458 346,734SH SOLE 0 346,734
NEW ENGLAND BUSINESS SCOM 643872104 1,939 62,813SH SOLE 0 62,813
NEW ENGLAND ELEC SYS COM 644001109 11,793 235,268SH SOLE 0 235,268
NEW ERA OF NETWORKS INCOM 644312100 957 21,790SH SOLE 0 21,790
NEW JERSEY RES CORP COM 646025106 2,567 68,569SH SOLE 0 68,569
NEW PLAN EXCEL RLTY TRCOM 648053106 4,548 252,694SH SOLE 0 252,694
NEW YORK TIMES CO CL A 650111107 19,152 520,246SH SOLE 0 520,246
NEWELL RUBBERMAID INC COM 651229106 58,082 1,250,785SH SOLE 0 1,250,785
NEWFIELD EXPL CO COM 651290108 2,629 92,446SH SOLE 0 92,446
NEWFIELD EXPL CO COM 651290108 896 31,500SH SOLE 0 31,500
NEWMONT MNG CORP COM 651639106 9,778 491,955SH SOLE 0 491,955
NEWPARK RES INC COM PAR 651718504 1,797 202,432SH SOLE 0 202,432
NEWPORT NEWS SHIPBUILDCOM 652228107 3,867 131,079SH SOLE 0 131,079
NEXSTAR PHARMACEUTICALCOM 65333B106 1,577 79,100SH SOLE 0 79,100
NEXTEL COMMUNICATIONS CL A 65332V103 41,023 817,394SH SOLE 0 817,394
NEXTLINK COMMUNICATIONCL A PAR65333H707 6,310 84,839SH SOLE 0 84,839
NFO WORLDWIDE INC COM 62910N108 757 54,050SH SOLE 0 54,050
NIAGARA MOHAWK HLDGS ICOM 653520106 8,407 523,420SH SOLE 0 523,420
NICHOLS RESH CORP 653818104 688 31,450SH SOLE 0 31,450
NICOR INC COM 654086107 4,972 130,627SH SOLE 0 130,627
NIELSEN MEDIA RESH INCCOM NEW 653929307 4,645 158,796SH SOLE 0 158,796
NIKE INC CL B 654106103 50,308 794,439SH SOLE 0 794,439
NISOURCE INC COM 65473P105 11,506 445,754SH SOLE 0 445,754
NL INDS INC COM NEW 629156407 2,836 254,923SH SOLE 0 254,923
NOBLE AFFILIATES INC COM 654894104 4,713 167,190SH SOLE 0 167,190
NOBLE DRILLING CORP COM 655042109 10,979 557,680SH SOLE 0 557,680
NORDSON CORP COM NTS 655663102 4,659 76,062SH SOLE 0 76,062
NORDSTROM INC COM 655664100 17,431 520,343SH SOLE 0 520,343
NORFOLK SOUTHN CORP COM 655844108 31,754 1,054,075SH SOLE 0 1,054,075
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NORTEK INC COM 656559101 672 21,471SH SOLE 0 21,471
NORTH CAROLINA NAT GASCOM 658221106 1,153 33,861SH SOLE 0 33,861
NORTH FORK BANCORPORATCOM 659424105 9,805 458,704SH SOLE 0 458,704
NORTH PITTSBURGH SYS ICOM 661562108 240 14,100SH SOLE 0 14,100
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NORTHWEST AIRLS CORP CLASS A 667280101 6,037 185,747SH SOLE 0 185,747
NORTHWEST NAT GAS CO COM 667655104 1,817 75,307SH SOLE 0 75,307
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NOVELL INC COM 670006105 33,097 1,248,935SH SOLE 0 1,248,935
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NPC INTL INC COM 629360306 1,776 115,488SH SOLE 0 115,488
NTL INC COM 629407107 12,785 148,337SH SOLE 0 148,337
NU SKIN ENTERPRISES INCL A 67018T105 575 28,834SH SOLE 0 28,834
NUCOR CORP COM 670346105 11,779 248,308SH SOLE 0 248,308
NUEVO ENERGY CO COM 670509108 558 42,148SH SOLE 0 42,148
NUI CORP COM 629430109 742 29,663SH SOLE 0 29,663
NVR INC COM 62944T105 1,722 33,000SH SOLE 0 33,000
O REILLY AUTOMOTIVE INCOM 686091109 1,476 29,304SH SOLE 0 29,304
OAK INDS INC COM NEW 671400505 3,142 71,609SH SOLE 0 71,609
OAK TECHNOLOGY COM 671802106 76 20,975SH SOLE 0 20,975
OAKLEY INC COM 673662102 990 139,000SH SOLE 0 139,000
OAKWOOD HOMES CORP COM 674098108 2,018 153,762SH SOLE 0 153,762
OBJECTIVE SYS INTEGRATCOM 674424106 97 35,400SH SOLE 0 35,400
OCCIDENTAL PETE CORP COM 674599105 20,845 986,731SH SOLE 0 986,731
OCEAN ENERGY INC TEX COM 67481E106 8,578 891,219SH SOLE 0 891,219
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OCEANEERING INTL INC COM 675232102 1,699 105,386SH SOLE 0 105,386
OCTEL CORP COM 675727101 544 43,493SH SOLE 0 43,493
OCULAR SCIENCES INC COM 675744106 234 13,493SH SOLE 0 13,493
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OEA INC COM 670826106 577 64,998SH SOLE 0 64,998
OEC MED SYS INC COM 670828102 466 19,000SH SOLE 0 19,000
OFFICE DEPOT INC COM 676220106 28,952 1,312,262SH SOLE 0 1,312,262
OFFICE MAX INC COM 67622M108 6,079 506,622SH SOLE 0 506,622
OFFSHORE LOGISTICS INCCOM 676255102 935 84,058SH SOLE 0 84,058
OGDEN CORP COM 676346109 3,276 121,609SH SOLE 0 121,609
OGE ENERGY CORP COM 670837103 7,321 308,262SH SOLE 0 308,262
OHIO CAS CORP COM 677240103 4,900 135,652SH SOLE 0 135,652
OLD KENT FINL CORP COM 679833103 15,757 376,280SH SOLE 0 376,280
OLD NATL BANCORP IND COM RTS 680033107 2,864 95,254SH SOLE 0 95,254
OLD REP INTL CORP COM 680223104 7,981 460,995SH SOLE 0 460,995
OLIN CORP COM PAR 680665205 1,480 112,231SH SOLE 0 112,231
OLSTEN CORP COM 681385100 1,577 249,895SH SOLE 0 249,895
OM GROUP INC COM 670872100 1,926 55,835SH SOLE 0 55,835
OMEGA FINL CORP COM 682092101 691 19,891SH SOLE 0 19,891
OMEGA HEALTHCARE INVESREAL EST681936100 1,528 59,182SH SOLE 0 59,182
OMI CORPORATION SHS Y6476W104 269 130,380SH SOLE 0 130,380
OMNICARE INC COM 681904108 3,645 288,706SH SOLE 0 288,706
OMNICOM GROUP COM 681919106 39,487 493,585SH SOLE 0 493,585
OMNIPOINT CORP COM 68212D102 1,959 67,696SH SOLE 0 67,696
OMNIQUIP INTL INC COM 681969101 32 4,020SH SOLE 0 4,020
ON ASSIGNMENT INC COM 682159108 308 11,800SH SOLE 0 11,800
ONE VY BANCORP WEST VACOM 682419106 2,322 61,932SH SOLE 0 61,932
ONEIDA LTD COM 682505102 2,053 73,008SH SOLE 0 73,008
ONEOK INC NEW COM 682680103 2,371 74,684SH SOLE 0 74,684
OPEN MKT INC COM 68370M100 1,036 73,002SH SOLE 0 73,002
OPTICAL CABLE CORP COM 683827109 89 8,077SH SOLE 0 8,077
OPTICAL COATING LAB INCOM 683829105 2,433 29,100SH SOLE 0 29,100
ORACLE CORP COM 68389X105 173,828 4,682,227SH SOLE 0 4,682,227
ORANGE + ROCKLAND UTILCOM 684065105 3,196 54,757SH SOLE 0 54,757
ORBITAL SCIENCES CORP A COM 685564106 1,893 80,131SH SOLE 0 80,131
OREGON STL MLS INC COM 686079104 985 74,003SH SOLE 0 74,003
ORGANOGENESIS INC 685906109 824 87,925SH SOLE 0 87,925
ORIENTAL FINL GROUP INCOM 68618W100 363 15,066SH SOLE 0 15,066
ORION CAP CORP COM 686268103 4,200 117,086SH SOLE 0 117,086
ORTHODONTIC CTRS AMER COM 68750P103 5,914 418,700SH SOLE 0 418,700
OSHKOSH B GOSH INC CL A 688222207 2,194 103,860SH SOLE 0 103,860
OSULLIVAN INDUSTRIES COM 688609106 408 24,000SH SOLE 0 24,000
OTTER TAIL PWR CO COM 689648103 1,777 46,094SH SOLE 0 46,094
OUTBACK STEAKHOUSE INC 689899102 7,084 180,192SH SOLE 0 180,192
OUTDOOR SYS INC COM 690057104 3,374 92,430SH SOLE 0 92,430
OVERSEAS SHIPHOLDING GCOM 690368105 1,545 118,874SH SOLE 0 118,874
OWENS + MINOR INC NEW COM 690732102 1,273 115,728SH SOLE 0 115,728
OWENS CORNING COM 69073F103 4,759 138,432SH SOLE 0 138,432
OWENS ILL INC COM NEW 690768403 14,111 431,683SH SOLE 0 431,683
OXFORD HEALTH PLANS INCOM 691471106 3,798 244,059SH SOLE 0 244,059
P COM INC COM 693262107 556 106,204SH SOLE 0 106,204
P P + L RES INC COM 693499105 13,714 445,986SH SOLE 0 445,986
PACCAR INC COM 693718108 11,144 208,786SH SOLE 0 208,786
PACIFIC CAP BANCORP NECOM 69404P101 312 9,900SH SOLE 0 9,900
PACIFIC CENTY FINL CORCOM 694058108 6,689 310,230SH SOLE 0 310,230
PACIFIC GATEWAY EXCHANCOM 694327107 7,208 247,497SH SOLE 0 247,497
PACIFIC GULF PPTYS INCCOM 694396102 1,154 51,000SH SOLE 0 51,000
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PACIFICORP COM 695114108 14,802 805,528SH SOLE 0 805,528
PAGEMART WIRELESS INC CL A 69553J104 503 66,500SH SOLE 0 66,500
PAGING NETWORK INC COM 695542100 1,522 316,193SH SOLE 0 316,193
PAINE WEBBER GROUP INCCOM 695629105 18,408 393,747SH SOLE 0 393,747
PAIRGAIN TECHNOLOGIES COM 695934109 4,651 404,400SH SOLE 0 404,400
PALL CORP COM 696429307 7,506 338,302SH SOLE 0 338,302
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PAN PAC RETAIL PPTYS ICOM 69806L104 564 29,100SH SOLE 0 29,100
PANAMSAT CORP NEW COM 697933109 3,170 81,411SH SOLE 0 81,411
PAPA JOHNS INTL INC COM 698813102 6,725 150,483SH SOLE 0 150,483
PARAMETRIC TECHNOLOGY CORP 699173100 10,961 789,949SH SOLE 0 789,949
PAREXEL INTL CORP COM 699462107 2,101 157,800SH SOLE 0 157,800
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PARKER DRILLING CO COM 701081101 813 245,498SH SOLE 0 245,498
PARKER HANNIFIN CORP COM 701094104 14,889 325,447SH SOLE 0 325,447
PARKWAY PPTYS INC COM 70159Q104 965 29,144SH SOLE 0 29,144
PARTY CITY CORP COM 702145103 18 8,908SH SOLE 0 8,908
PATHOGENSIS CORP COM ########## 568 40,000SH SOLE 0 40,000
PATTERSON DENTAL CO COM 703412106 1,752 50,404SH SOLE 0 50,404
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PAXAR CORP COM 704227107 1,038 116,912SH SOLE 0 116,912
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PAYCHEX INC COM 704326107 26,878 843,243SH SOLE 0 843,243
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PAYMENTECH INC COM 704384106 637 25,099SH SOLE 0 25,099
PE CORP COM PE B69332S102 28,549 248,793SH SOLE 0 248,793
PECO ENERGY CO COM 693304107 23,461 560,274SH SOLE 0 560,274
PEDIATRIX MED GROUP COM 705324101 3,795 178,600SH SOLE 0 178,600
PEGASUS SYS INC COM 705906105 360 9,625SH SOLE 0 9,625
PEGASYSTEMS INC COM 705573103 83 8,108SH SOLE 0 8,108
PENN TREATY AMERN CORPCOM 707874103 231 9,600SH SOLE 0 9,600
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PENNEY J C INC COM 708160106 35,290 726,695SH SOLE 0 726,695
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PENNSYLVANIA REAL ESTASH BEN I709102107 707 33,774SH SOLE 0 33,774
PENNZENERGY CO COM 70931Q109 21,749 1,308,185SH SOLE 0 1,308,185
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PENSKE MOTORSPORTS INCCOM 709598106 531 10,701SH SOLE 0 10,701
PENTAIR INC COM 709631105 6,247 136,550SH SOLE 0 136,550
PENTON MEDIA INC COM 709668107 2,740 112,990SH SOLE 0 112,990
PEOPLES BK BRIDGEPORT CONN 710198102 1,545 50,764SH SOLE 0 50,764
PEOPLES ENERGY CORP COM 711030106 3,414 90,579SH SOLE 0 90,579
PEOPLES HERITAGE FINL COM 711147108 4,023 213,827SH SOLE 0 213,827
PEOPLESOFT INC COM 712713106 11,182 648,240SH SOLE 0 648,240
PEP BOYS MANNY MOE + JCOM 713278109 3,460 164,763SH SOLE 0 164,763
PEPSI COLA PUERTO RICOCL B 713434108 141 25,659SH SOLE 0 25,659
PEPSICO INC COM 713448108 168,135 4,345,980SH SOLE 0 4,345,980
PERCLOSE INC COM 71361C107 1,178 24,500SH SOLE 0 24,500
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PERFORMANCE FOOD GROUPCOM 713755106 754 27,750SH SOLE 0 27,750
PERRIGO CO 714290103 1,418 185,955SH SOLE 0 185,955
PERSONAL GROUP OF AMERCOM 715338109 784 78,400SH SOLE 0 78,400
PETCO ANIMAL SUPPLIES COM 716016100 799 50,750SH SOLE 0 50,750
PETSMART INC 716768106 3,526 343,956SH SOLE 0 343,956
PFF BANCORP INC COM 69331W104 852 45,432SH SOLE 0 45,432
PFIZER INC COM 717081103 398,937 3,639,995SH SOLE 0 3,639,995
PG+E CORP COM 69331C108 35,910 1,105,355SH SOLE 0 1,105,355
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PHARMACIA + UPJOHN INCCOM 716941109 80,240 1,412,372SH SOLE 0 1,412,372
PHARMACYCLICS INC COM 716933106 413 14,751SH SOLE 0 14,751
PHELPS DODGE CORP COM 717265102 11,056 178,495SH SOLE 0 178,495
PHILADELPHIA CONS HLDGCOM 717528103 485 19,800SH SOLE 0 19,800
PHILADELPHIA SUBN CORPCOM PAR 718009608 1,967 85,299SH SOLE 0 85,299
PHILIP MORRIS COS INC COM 718154107 273,126 6,796,287SH SOLE 0 6,796,287
PHILLIPS PETE CO COM 718507106 36,191 719,334SH SOLE 0 719,334
PHILLIPS VAN HEUSEN COCOM 718592108 944 94,361SH SOLE 0 94,361
PHOENIX INVT PARTNERS COM 719085102 691 80,090SH SOLE 0 80,090
PHOTRONICS INC 719405102 1,105 45,100SH SOLE 0 45,100
PHYCOR INC COM 71940F100 1,245 168,064SH SOLE 0 168,064
PICTURETEL CORP COM NEW 720035302 949 118,632SH SOLE 0 118,632
PIEDMONT NAT GAS INC COM 720186105 4,285 137,672SH SOLE 0 137,672
PIER 1 IMPORTS INC COM 720279108 4,109 365,200SH SOLE 0 365,200
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PINNACLE SYS INC COM 723481107 654 19,456SH SOLE 0 19,456
PINNACLE WEST CAP CORPCOM 723484101 11,926 296,293SH SOLE 0 296,293
PIONEER GROUP INC COM 723684106 1,469 85,142SH SOLE 0 85,142
PIONEER HI BRED INTL ICOM 723686101 26,586 682,798SH SOLE 0 682,798
PIONEER NAT RES CO COM 723787107 15,564 1,414,941SH SOLE 0 1,414,941
PIONEER STD ELECTRS INCOM 723877106 1,154 96,156SH SOLE 0 96,156
PITNEY BOWES INC COM 724479100 55,739 867,527SH SOLE 0 867,527
PITTSTON BRINKS GROUP COM 725701106 2,769 103,497SH SOLE 0 103,497
PITTSTON CO BURLINGT725701882 453 47,648SH SOLE 0 47,648
PITTWAY CORP DEL CL A 725790208 7,726 225,980SH SOLE 0 225,980
PIXAR COM 725811103 1,216 28,200SH SOLE 0 28,200
PLAINS RES INC COM PAR 726540503 1,315 69,200SH SOLE 0 69,200
PLANET HOLLYWOOD INTL COM 727025108 35 47,100SH SOLE 0 47,100
PLANTRONICS INC NEW COM 727493108 3,387 52,000SH SOLE 0 52,000
PLAYBOY ENTERPRISES INCOM CL B728117300 1,833 69,007SH SOLE 0 69,007
PLAYTEX PRODS INC COM 72813P100 1,610 103,424SH SOLE 0 103,424
PLEXUS CORP COM 729132100 904 30,000SH SOLE 0 30,000
PMC SIERRA INC COM 69344F106 10,292 174,632SH SOLE 0 174,632
PMI GROUP INC COM 69344M101 5,575 88,758SH SOLE 0 88,758
PNC BK CORP COM 693475105 49,853 865,127SH SOLE 0 865,127
POGO PRODUCING CO COM 730448107 2,216 118,979SH SOLE 0 118,979
POLARIS INDS INC COM 731068102 2,442 56,144SH SOLE 0 56,144
POLAROID CORP COM 731095105 3,297 119,909SH SOLE 0 119,909
POLICY MGMT SYS CORP COM 731108106 4,526 150,866SH SOLE 0 150,866
POLYMER GROUP INC COM 731745105 481 40,936SH SOLE 0 40,936
POOL ENERGY SVCS CO COM 732788104 1,188 58,502SH SOLE 0 58,502
POST PPTYS INC COM 737464107 4,353 106,171SH SOLE 0 106,171
POTLATCH CORP COM 737628107 3,247 73,910SH SOLE 0 73,910
POTOMAC ELEC PWR CO COM 737679100 10,027 340,624SH SOLE 0 340,624
POWERTEL INC COM 73936C109 1,056 35,350SH SOLE 0 35,350
POWERWAVE TECHNOLOGIESCOM 739363109 893 27,681SH SOLE 0 27,681
PPG INDS INC COM 693506107 29,720 503,194SH SOLE 0 503,194
PRAXAIR INC COM 74005P104 21,020 429,530SH SOLE 0 429,530
PRE PAID LEGAL SVCS INCOM 740065107 2,178 80,100SH SOLE 0 80,100
PRECISION CASTPARTS COCOM RTS 740189105 3,328 78,311SH SOLE 0 78,311
PREMARK INTL INC COM 740459102 5,421 144,551SH SOLE 0 144,551
PREMIER PKS INC COM NEW 740540208 1,929 52,481SH SOLE 0 52,481
PREMIERE TECHNOLOGIES COM 74058F102 555 48,300SH SOLE 0 48,300
PREMISYS COMMUNICATIONCOM 740584107 497 67,985SH SOLE 0 67,985
PRENTISS PPTYS TR SH BEN I740706106 2,718 115,050SH SOLE 0 115,050
PRESIDENTIAL LIFE CORPCOM 740884101 3,623 184,611SH SOLE 0 184,611
PRESSTEK INC 741113104 628 87,000SH SOLE 0 87,000
PREVIEW TRAVEL INC COM 74137R101 4 187SH SOLE 0 187
PRI AUTOMATION INC COM 69357H106 1,167 32,200SH SOLE 0 32,200
PRICE COMMUNICATIONS CCOM 741437305 26 1,700SH SOLE 0 1,700
PRICE ENTERPRISES INC COM NEW 741444202 111 15,487SH SOLE 0 15,487
PRICE T ROWE + ASSOC ICOM 741477103 29,158 759,828SH SOLE 0 759,828
PRIDE INTL INC COM 741932107 1,115 105,578SH SOLE 0 105,578
PRIMARK CORP COM 741903108 2,322 82,757SH SOLE 0 82,757
PRIME GROUP RLTY TR SH BEN I74158J103 225 13,064SH SOLE 0 13,064
PRIME HOSPITALITY CORPCOM 741917108 1,412 117,668SH SOLE 0 117,668
PRIME RETAIL INC COM 741570105 1,085 124,897SH SOLE 0 124,897
PRIMEDIA INC COM 74157K101 7,136 421,300SH SOLE 0 421,300
PRIMUS TELECOMM GROUP COM 741929103 2,715 121,000SH SOLE 0 121,000
PRIORITY HEALTHCARE COCL B 74264T102 875 25,353SH SOLE 0 25,353
PRISON REALTY CORP COM 74264N105 3,200 326,124SH SOLE 0 326,124
PROCTER + GAMBLE CO COM 742718109 342,542 3,838,002SH SOLE 0 3,838,002
PROFIT RECOVERY GROUP COM 743168106 804 17,000SH SOLE 0 17,000
PROGRESS SOFTWARE CORPCOM 743312100 1,907 67,515SH SOLE 0 67,515
PROGRESSIVE CORP OHIO COM 743315103 29,029 200,199SH SOLE 0 200,199
PROJECT SOFTWARE + DEVCOM 74339P101 4,387 140,377SH SOLE 0 140,377
PROLOGIS TR SH BEN I743410102 5,468 270,013SH SOLE 0 270,013
PROMUS HOTEL CORP NEW COM 74342P106 8,625 278,234SH SOLE 0 278,234
PROTECTIVE LIFE CORP COM 743674103 6,926 203,715SH SOLE 0 203,715
PROTEIN DESIGN LABS INCOM 74369L103 1,219 54,960SH SOLE 0 54,960
PROVIDENT BANKSHARES CORP 743859100 1,803 77,530SH SOLE 0 77,530
PROVIDENT COS INC COM 743862104 15,098 377,453SH SOLE 0 377,453
PROVIDENT FINL GROUP ICOM 743866105 3,850 87,998SH SOLE 0 87,998
PROVIDIAN FINL CORP COM 74406A102 40,985 439,513SH SOLE 0 439,513
PROVINCE HEALTHCARE COCOM 743977100 1,485 76,175SH SOLE 0 76,175
PROXYMED PHARMACY INC COM 744290107 48 3,000SH SOLE 0 3,000
PS BUSINESS PKS INC CACOM 69360J107 527 21,633SH SOLE 0 21,633
PSINET INC COM 74437C101 10,854 248,100SH SOLE 0 248,100
PSS WORLD MED INC COM 69366A100 3,366 300,883SH SOLE 0 300,883
PUBLIC STORAGE INC COM 74460D109 6,680 238,586SH SOLE 0 238,586
PUBLIC SVC CO N C INC COM 744516105 1,824 62,355SH SOLE 0 62,355
PUBLIC SVC CO NM COM 744499104 3,353 168,728SH SOLE 0 168,728
PUBLIC SVC ENTERPRISE COM 744573106 26,087 638,404SH SOLE 0 638,404
PUGET SOUND ENERGY INCCOM RTS 745332106 6,655 277,280SH SOLE 0 277,280
PULTE CORP COM 745867101 3,179 137,849SH SOLE 0 137,849
PXRE CORPORATION COM 693674103 618 34,091SH SOLE 0 34,091
QLOGIC CORP COM 747277101 3,351 25,390SH SOLE 0 25,390
QRS CORP COM 74726X105 1,817 23,300SH SOLE 0 23,300
QUADRAMED CORP COM 74730W101 115 14,186SH SOLE 0 14,186
QUAKER OATS CO COM 747402105 31,133 469,053SH SOLE 0 469,053
QUALCOMM INC COM 747525103 50,381 351,090SH SOLE 0 351,090
QUANEX CORP COM 747620102 1,397 49,022SH SOLE 0 49,022
QUANTUM CORP COM 747906105 11,792 488,802SH SOLE 0 488,802
QUEENS CNTY BANCORP COM 748242104 2,709 83,688SH SOLE 0 83,688
QUEST DIAGNOSTICS INC COM 74834L100 2,103 76,815SH SOLE 0 76,815
QUESTAR CORP COM 748356102 6,038 315,706SH SOLE 0 315,706
QUIKSILVER INC 74838C106 3,243 124,431SH SOLE 0 124,431
QUINTILES TRANSNATIONACOM 748767100 10,072 239,809SH SOLE 0 239,809
QUORUM HEALTH GROUP INCOM 749084109 2,665 212,115SH SOLE 0 212,115
QWEST COMMUNICATIONS ICOM 749121109 23,929 723,752SH SOLE 0 723,752
R + B FALCON CORP COM 74912E101 6,106 651,302SH SOLE 0 651,302
R.P.M. INC OHIO COM 749685103 4,150 292,537SH SOLE 0 292,537
RADIANT SYS INC COM 75025N102 564 39,584SH SOLE 0 39,584
RAINFOREST CAFE INC COM 75086K104 48 9,550SH SOLE 0 9,550
RALCORP HLDGS INC NEW COM 751028101 1,879 116,544SH SOLE 0 116,544
RALSTON PURINA CO COM RALS751277302 27,156 892,176SH SOLE 0 892,176
RAMBUS INC DEL COM 750917106 1,875 20,340SH SOLE 0 20,340
RANGE RES CORP COM 75281A109 72 11,779SH SOLE 0 11,779
RATIONAL SOFTWARE CORPCOM NEW 75409P202 6,010 182,476SH SOLE 0 182,476
RAYCHEM CORP COM 754603108 8,827 238,569SH SOLE 0 238,569
RAYMOND JAMES FINANCIACOM 754730109 4,482 186,747SH SOLE 0 186,747
RAYONIER INC COM 754907103 6,403 128,549SH SOLE 0 128,549
RAYOVAC CORP COM 755081106 757 33,376SH SOLE 0 33,376
RAYTHEON CO CL A 755111309 4 63SH SOLE 0 63
RAYTHEON CO CL B 755111408 65,882 935,817SH SOLE 0 935,817
RCN CORP COM 749361101 5,290 127,078SH SOLE 0 127,078
READ RITE CORP COM 755246105 987 159,107SH SOLE 0 159,107
READERS DIGEST ASSN INCOM CL A755267101 20,791 523,043SH SOLE 0 523,043
REAL NETWORKS INC COM 75605L104 5,550 80,577SH SOLE 0 80,577
REALTY INCOME CORP COM 756109104 1,874 78,900SH SOLE 0 78,900
RECKSON ASSOCS RLTY COCOM 75621K106 2,792 118,507SH SOLE 0 118,507
RECKSON SVC INDS INC COM 75621J109 27 1,760SH SOLE 0 1,760
RED ROOF INNS INC COM 757005103 594 33,100SH SOLE 0 33,100
REDWOOD TR INC. COM 758075402 500 30,200SH SOLE 0 30,200
REEBOK INTL LTD COM 758110100 3,180 170,722SH SOLE 0 170,722
REGAL BELOIT CORP COM 758750103 1,806 76,436SH SOLE 0 76,436
REGENCY RLTY CORP COM 758939102 1,348 61,444SH SOLE 0 61,444
REGENERON PHARMACEUTICCOM 75886F107 555 71,000SH SOLE 0 71,000
REGIONS FINL CORP COM 758940100 23,501 611,399SH SOLE 0 611,399
REGIS CORP MINNESOTA COM 758932107 1,033 53,836SH SOLE 0 53,836
REINSURANCE GROUP AMERCOM 759351109 4,657 132,127SH SOLE 0 132,127
RELIANCE GROUP HLDGS ICOM 759464100 2,307 310,169SH SOLE 0 310,169
RELIANCE STL + ALUM COCOM 759509102 1,346 34,500SH SOLE 0 34,500
RELIANT ENERGY INC COM 75952J108 22,335 808,512SH SOLE 0 808,512
RELIASTAR FINL CORP COM 75952U103 11,817 270,097SH SOLE 0 270,097
REMEC INC COM 759543101 392 24,300SH SOLE 0 24,300
REMEDY CORP COM 759548100 1,277 47,500SH SOLE 0 47,500
RENAISSANCE WORLDWIDE COM 75968A109 302 37,924SH SOLE 0 37,924
RENAL CARE GROUP INC COM 759930100 1,793 69,288SH SOLE 0 69,288
RENT A CTR INC NEW COM 76009N100 972 40,500SH SOLE 0 40,500
RENT WAY INC COM 76009U104 566 22,990SH SOLE 0 22,990
RENTAL SVC CORP COM 76009V102 5,487 191,678SH SOLE 0 191,678
REPUBLIC BANCORP INC COM 760282103 1,395 91,860SH SOLE 0 91,860
REPUBLIC GROUP INC COM 760473108 185 10,300SH SOLE 0 10,300
REPUBLIC NY CORP COM 760719104 20,423 299,514SH SOLE 0 299,514
REPUBLIC SEC FINL CORP 760758102 200 23,915SH SOLE 0 23,915
REPUBLIC SVCS INC CL A 760759100 4,178 168,800SH SOLE 0 168,800
RES CARE INC COM 760943100 502 22,050SH SOLE 0 22,050
RESOURCE AMER INC COM NEW 761195205 411 28,343SH SOLE 0 28,343
RESOURCE BANCSHARES MTG GRP IN761197102 453 44,156SH SOLE 0 44,156
RESPIRONICS INC 761230101 1,608 106,343SH SOLE 0 106,343
REVLON INC CL A 761525500 623 20,601SH SOLE 0 20,601
REXALL SUNDOWN INC COM 761648104 1,588 130,308SH SOLE 0 130,308
REYNOLDS + REYNOLDS COCL A 761695105 7,816 335,280SH SOLE 0 335,280
REYNOLDS METALS CO COM 761763101 33,802 572,916SH SOLE 0 572,916
RFS HOTEL INVS INC COM 74955J108 824 65,600SH SOLE 0 65,600
RH DONNELLEY CORP COM NEW 74955W307 1,860 95,060SH SOLE 0 95,060
RICHFOOD HLDGS INC COM 763408101 2,592 147,052SH SOLE 0 147,052
RIGGS NATL CORP WASH DCOM 766570105 1,608 78,182SH SOLE 0 78,182
RISK CAP HLDG INC COM 767711104 748 55,400SH SOLE 0 55,400
RITE AID CORP COM 767754104 20,374 827,373SH SOLE 0 827,373
RIVIANA FOODS INC DEL COM 769536103 294 15,700SH SOLE 0 15,700
RLI CORP COM 749607107 1,639 42,303SH SOLE 0 42,303
ROADWAY EXPRESS INC DECOM 769742107 979 50,517SH SOLE 0 50,517
ROBBINS + MYERS INC COM 770196103 833 37,320SH SOLE 0 37,320
ROBERT HALF INTL INC COM 770323103 9,607 372,190SH SOLE 0 372,190
ROBERTS PHARMACEUTICAL CORP 770491108 1,105 46,061SH SOLE 0 46,061
ROCHESTER GAS + ELEC CCOM 771367109 3,564 134,156SH SOLE 0 134,156
ROCK TENN CO COM CL A772739207 1,381 82,760SH SOLE 0 82,760
ROCKWELL INTL CORP NEWCOM 773903109 33,418 550,088SH SOLE 0 550,088
ROGERS CORP COM 775133101 773 26,200SH SOLE 0 26,200
ROHM + HAAS CO COM 775371107 26,486 617,749SH SOLE 0 617,749
ROHN INDS INC COM 775381106 104 75,527SH SOLE 0 75,527
ROLLINS INC COM 775711104 1,403 88,036SH SOLE 0 88,036
ROLLINS TRUCK LEASING COM 775741101 2,887 259,531SH SOLE 0 259,531
ROMAC INTL INC COM 775835101 523 58,896SH SOLE 0 58,896
ROPER INDS COM 776696106 3,068 95,868SH SOLE 0 95,868
ROSLYN BANCORP INC COM 778162107 2,468 143,566SH SOLE 0 143,566
ROSS STORES INC COM 778296103 9,615 190,876SH SOLE 0 190,876
ROUGE INDS INC DEL CL A 779088103 231 23,711SH SOLE 0 23,711
ROUSE CO COM 779273101 4,382 172,691SH SOLE 0 172,691
ROWAN COS INC COM 779382100 4,190 227,759SH SOLE 0 227,759
RPC INC COM 749660106 869 99,266SH SOLE 0 99,266
RTI INTL METALS INC COM 74973W107 560 38,100SH SOLE 0 38,100
RUBY TUESDAY INC COM 781182100 2,583 135,962SH SOLE 0 135,962
RUDDICK CORP COM 781258108 2,387 119,359SH SOLE 0 119,359
RURAL/METRO CORP 781748108 39 4,000SH SOLE 0 4,000
RUSS BERRIE + CO INC COM 782233100 1,754 70,867SH SOLE 0 70,867
RUSSELL CORP COM 782352108 1,921 98,516SH SOLE 0 98,516
RYANS FAMILY STEAK HOUCOM 783519101 1,628 140,031SH SOLE 0 140,031
RYDER SYS INC COM 783549108 5,591 215,423SH SOLE 0 215,423
RYERSON TULL INC NEW COM 78375P107 2,041 90,479SH SOLE 0 90,479
RYLAND GROUP INC COM 783764103 1,937 65,247SH SOLE 0 65,247
S + T BANCORP INC 783859101 556 22,000SH SOLE 0 22,000
S3 INC COM 784849101 1,418 155,906SH SOLE 0 155,906
SABRATEK CORP COM 78571U108 313 14,300SH SOLE 0 14,300
SABRE GROUP HLDGS INC CL A 785905100 12,413 180,551SH SOLE 0 180,551
SAFECO CORP COM 786429100 16,582 375,799SH SOLE 0 375,799
SAFEGUARD SCIENTIFICS COM 786449108 6,325 100,396SH SOLE 0 100,396
SAFESKIN CORP COM 786454108 1,118 93,192SH SOLE 0 93,192
SAFETY KLEEN CORP NEW COM NEW 78648R203 2,955 163,050SH SOLE 0 163,050
SAFEWAY INC COM NEW 786514208 81,008 1,636,528SH SOLE 0 1,636,528
SAGA SYS INC COM 786610105 57 4,453SH SOLE 0 4,453
SAKS INC COM 79377W108 10,597 366,986SH SOLE 0 366,986
SANCHEZ COMPUTER ASSOCCOM 799702105 2,909 84,000SH SOLE 0 84,000
SANDISK CORP COM 80004C101 12,528 278,400SH SOLE 0 278,400
SANGSTAT MED CORP COM 801003104 742 43,000SH SOLE 0 43,000
SANMINA CORP COM 800907107 7,559 99,620SH SOLE 0 99,620
SANTA FE SNYDER CORP COM 80218K105 3,641 455,165SH SOLE 0 455,165
SAPIENT CORP COM 803062108 453 8,000SH SOLE 0 8,000
SARA LEE CORP COM 803111103 58,496 2,578,315SH SOLE 0 2,578,315
SAUL CTRS INC COM 804395101 18 1,100SH SOLE 0 1,100
SAWTEK INC COM 805468105 646 14,080SH SOLE 0 14,080
SBARRO INC 805844107 3,871 143,052SH SOLE 0 143,052
SBC COMMUNICATIONS INCCOM 78387G103 319,554 5,509,555SH SOLE 0 5,509,555
SCANA CORP COM 805898103 7,448 318,633SH SOLE 0 318,633
SCHERING PLOUGH CORP COM 806605101 226,831 4,320,599SH SOLE 0 4,320,599
SCHOLASTIC CORP 807066105 1,383 27,320SH SOLE 0 27,320
SCHULMAN A INC COM 808194104 2,245 130,621SH SOLE 0 130,621
SCHWAB CHARLES CORP NEW COM 808513105 128,106 1,175,282SH SOLE 0 1,175,282
SCHWEITZER MAUDUIT INTCOM 808541106 943 62,877SH SOLE 0 62,877
SCI SYS INC COM 783890106 8,001 168,890SH SOLE 0 168,890
SCIENTIFIC ATLANTA INCCOM 808655104 7,402 205,616SH SOLE 0 205,616
SCIENTIFIC GAMES HLDGSCOM 808747109 751 38,500SH SOLE 0 38,500
SCIOS INC COM 808905103 171 52,553SH SOLE 0 52,553
SCM MICROSYSTEMS INC COM 784018103 574 12,384SH SOLE 0 12,384
SCOTSMAN INDS INC COM 809340102 1,275 59,129SH SOLE 0 59,129
SCOTT TECHNOLOGIES INCCOM 810022301 1,506 78,247SH SOLE 0 78,247
SCOTTS CO CL A 810186106 4,001 84,004SH SOLE 0 84,004
SCPIE HLDGS INC COM 78402P104 392 12,000SH SOLE 0 12,000
SCRIPPS E W CO OH CL A 811054204 5,550 116,685SH SOLE 0 116,685
SDL INC COM 784076101 2,941 57,600SH SOLE 0 57,600
SEABORD CORP DEL COM 811543107 1,626 4,782SH SOLE 0 4,782
SEACOR SMIT INC COM 811904101 1,265 23,654SH SOLE 0 23,654
SEAGATE TECHNOLOGY COM 811804103 16,901 659,562SH SOLE 0 659,562
SEALED AIR CORP NEW COM 81211K100 19,733 304,165SH SOLE 0 304,165
SEARS ROEBUCK + CO COM 812387108 54,999 1,234,192SH SOLE 0 1,234,192
SECURITY DYNAMICS TECHCOM 814208104 1,364 64,200SH SOLE 0 64,200
SEI INVESTMENTS CO COM 784117103 8,085 91,612SH SOLE 0 91,612
SEITEL INC COM NEW 816074306 840 51,886SH SOLE 0 51,886
SELECTIVE INS GROUP INCOM 816300107 1,875 98,359SH SOLE 0 98,359
SEMCO ENERGY INC COM 78412D109 822 53,260SH SOLE 0 53,260
SEMPRA ENERGY COM 816851109 15,740 695,692SH SOLE 0 695,692
SEMTECH CORP COM 816850101 1,793 34,398SH SOLE 0 34,398
SENSORMATIC ELECTRS COCOM 817265101 3,606 258,700SH SOLE 0 258,700
SEPRACOR INC COM 817315104 6,565 80,800SH SOLE 0 80,800
SEQUA CORP CL A 817320104 2,463 35,192SH SOLE 0 35,192
SEQUENT COMPUTER SYS ICOM 817338106 1,795 101,149SH SOLE 0 101,149
SEROLOGICALS CORP COM 817523103 452 55,650SH SOLE 0 55,650
SERVICE CORP INTL COM 817565104 13,970 725,732SH SOLE 0 725,732
SERVICE EXPERTS INC COM 817567100 223 10,200SH SOLE 0 10,200
SERVICE MASTER COMPANYCOM 81760N109 11,529 614,900SH SOLE 0 614,900
SFX ENTMT INC CL A 784178105 1,792 28,000SH SOLE 0 28,000
SHARED MEDI CAL SYSTEMCOM 819486101 4,174 63,970SH SOLE 0 63,970
SHAW GROUP INC COM 820280105 44 2,775SH SOLE 0 2,775
SHAW INDS INC COM 820286102 7,257 414,681SH SOLE 0 414,681
SHERWIN WILLIAMS CO COM 824348106 12,945 466,495SH SOLE 0 466,495
SHILOH INDS INC COM 824543102 48 3,298SH SOLE 0 3,298
SHOPKO STORES INC COM 824911101 2,711 74,287SH SOLE 0 74,287
SHOREWOOD PACKAGING COCOM 825229107 2,120 114,957SH SOLE 0 114,957
SHURGARD STORAGE CTRS CL A 82567D104 2,311 85,200SH SOLE 0 85,200
SICOR INC COM 825846108 406 95,500SH SOLE 0 95,500
SIEBEL SYS INC COM 826170102 13,018 196,319SH SOLE 0 196,319
SIERRA HEALTH SVCS INC 826322109 1,085 75,150SH SOLE 0 75,150
SIERRA PAC RES COM 826425100 3,379 92,883SH SOLE 0 92,883
SIGCORP INC COM 826912107 2,450 86,528SH SOLE 0 86,528
SIGMA ALDRICH COM 826552101 9,212 267,485SH SOLE 0 267,485
SILGAN HLDGS INC COM 827048109 706 35,500SH SOLE 0 35,500
SILICON GRAPHICS INC COM 827056102 7,892 481,962SH SOLE 0 481,962
SILICON VY BANCSHARES COM 827064106 2,551 103,088SH SOLE 0 103,088
SILICON VY GROUP INC COM 827066101 1,134 67,461SH SOLE 0 67,461
SILICONIX INC COM NEW 827079203 1,425 41,600SH SOLE 0 41,600
SIMON PPTY GROUP INC NCOM 828806109 12,162 479,271SH SOLE 0 479,271
SIMPSON INDS INC COM 829060102 743 72,525SH SOLE 0 72,525
SIMPSON MFG INC COM 829073105 1,154 24,300SH SOLE 0 24,300
SINCLAIR BROADCAST GROCL A 829226109 1,459 89,102SH SOLE 0 89,102
SIPEX CORP COM 829909100 731 35,652SH SOLE 0 35,652
SITEL CORP COM 82980K107 939 319,600SH SOLE 0 319,600
SKY FINL GROUP INC COM 83080P103 1,569 57,561SH SOLE 0 57,561
SKYLINE CORP COM 830830105 789 26,930SH SOLE 0 26,930
SKYTEL COMMUNICATIONS COM 83087Q104 3,108 148,425SH SOLE 0 148,425
SL GREEN RLTY CORP COM 78440X101 1,449 70,900SH SOLE 0 70,900
SLI INC COM 78442T108 862 31,925SH SOLE 0 31,925
SLM HLDG CORP COM 78442A109 35,975 785,262SH SOLE 0 785,262
SMART + FINAL INC 831683107 168 15,995SH SOLE 0 15,995
SMART MODULAR TECHNOLOCOM 831690102 1,460 84,000SH SOLE 0 84,000
SMARTALK TELESERVICES COM 83169A100 1 18,300SH SOLE 0 18,300
SMITH A O CORP COM 831865209 1,495 53,377SH SOLE 0 53,377
SMITH CHARLES E RESIDECOM 832197107 1,741 51,300SH SOLE 0 51,300
SMITH INTL INC COM 832110100 5,936 136,647SH SOLE 0 136,647
SMITHFIELD FOODS INC COM 832248108 3,786 113,240SH SOLE 0 113,240
SMUCKER J M CO CL A 832696108 1,498 67,345SH SOLE 0 67,345
SMURFIT STONE CONTAINECOM 832727101 8,973 436,373SH SOLE 0 436,373
SNAP ON INC COM 833034101 5,969 164,936SH SOLE 0 164,936
SNYDER COMMUNICATIONS COM 832914105 1,493 45,599SH SOLE 0 45,599
SODEXHO MARRIOTT SVCS COM 833793102 1,709 89,092SH SOLE 0 89,092
SOLA INTL INC COM 834092108 1,351 69,500SH SOLE 0 69,500
SOLECTRON CORP COM 834182107 65,172 977,279SH SOLE 0 977,279
SOLUTIA INC COM 834376105 6,511 305,494SH SOLE 0 305,494
SONAT INC COM 835415100 9,583 289,307SH SOLE 0 289,307
SONIC CORP 835451105 2,153 66,000SH SOLE 0 66,000
SONOCO PRODS CO COM 835495102 10,337 345,274SH SOLE 0 345,274
SOTHEBYS HLDGS INC CL A 835898107 4,622 121,245SH SOLE 0 121,245
SOUTH JERSEY INDS INC COM 838518108 1,273 44,951SH SOLE 0 44,951
SOUTHDOWN INC COM 841297104 12,600 196,111SH SOLE 0 196,111
SOUTHERN CO COM 842587107 51,273 1,934,849SH SOLE 0 1,934,849
SOUTHERN PAC FDG CORP COM 843576109 1 25,800SH SOLE 0 25,800
SOUTHERN PERU COPPER CCOM 843611104 1,070 74,100SH SOLE 0 74,100
SOUTHERN UN CO NEW COM 844030106 2,136 98,220SH SOLE 0 98,220
SOUTHTRUST CORP COM 844730101 17,339 451,830SH SOLE 0 451,830
SOUTHWEST AIRLS CO COM 844741108 29,189 937,790SH SOLE 0 937,790
SOUTHWEST BANCORPORATICOM 84476R109 371 20,600SH SOLE 0 20,600
SOUTHWEST GAS CORP COM 844895102 2,694 94,106SH SOLE 0 94,106
SOUTHWESTERN ENERGY COCOM 845467109 1,220 115,469SH SOLE 0 115,469
SOVEREIGN BANCORP INC COM 845905108 5,394 444,903SH SOLE 0 444,903
SOVRAN SELF STORAGE INCOM 84610H108 964 35,800SH SOLE 0 35,800
SPARTECH CORP COM NEW 847220209 1,483 46,900SH SOLE 0 46,900
SPECIALTY EQUIP COS INCOM 847497203 1,204 40,900SH SOLE 0 40,900
SPEEDWAY MOTORSPORTSINCOM 847788106 476 12,100SH SOLE 0 12,100
SPIEKER PPTYS INC COM 848497103 6,640 170,808SH SOLE 0 170,808
SPLASH TECHNOLOGY HLDGCOM 848623104 28 4,051SH SOLE 0 4,051
SPORTSLINE USA INC COM 848934105 368 10,252SH SOLE 0 10,252
SPRINGS INDS INC COM 851783100 2,223 50,953SH SOLE 0 50,953
SPRINT CORP COM 852061100 129,698 2,447,132SH SOLE 0 2,447,132
SPRINT CORP PCS COM 852061506 69,815 1,224,832SH SOLE 0 1,224,832
SPS TECHNOLOGIES INC COM 784626103 1,380 36,792SH SOLE 0 36,792
SPX CORP COM 784635104 7,795 93,351SH SOLE 0 93,351
SS+C TECHNOLOGIES INC COM 85227Q100 122 16,039SH SOLE 0 16,039
ST JOE CO COM 790148100 1,523 56,391SH SOLE 0 56,391
ST JOHN KNITS INC COM 790289102 1,623 55,480SH SOLE 0 55,480
ST JUDE MED INC COM 790849103 9,364 262,839SH SOLE 0 262,839
ST MARY LD + EXPL CO COM 792228108 253 12,300SH SOLE 0 12,300
ST PAUL BANCORP INC COM 792848103 4,791 187,879SH SOLE 0 187,879
ST PAUL COS INC COM 792860108 19,815 622,856SH SOLE 0 622,856
STAFF LEASING INC COM 852381102 1,031 80,082SH SOLE 0 80,082
STAFFMARK INC COM 852389105 243 24,200SH SOLE 0 24,200
STAGE STORES INC COM 85254C107 74 11,396SH SOLE 0 11,396
STANDARD MTR PRODS INCCL A 853666105 1,169 47,696SH SOLE 0 47,696
STANDARD PAC CORP NEW COM 85375C101 1,362 104,769SH SOLE 0 104,769
STANDARD PRODS CO COM 853836104 1,457 56,864SH SOLE 0 56,864
STANDARD REGISTER COM 853887107 2,909 94,617SH SOLE 0 94,617
STANDEX INTL CORP COM 854231107 2,461 89,909SH SOLE 0 89,909
STANLEY WORKS COM 854616109 21,600 671,083SH SOLE 0 671,083
STAPLES INC COM 855030102 46,087 1,489,689SH SOLE 0 1,489,689
STAR TELECOMMUNICATIONCOM 854923109 157 20,134SH SOLE 0 20,134
STARBUCKS CORP COM 855244109 20,957 557,918SH SOLE 0 557,918
STARRETT L S CO CL A FOR855668109 803 29,884SH SOLE 0 29,884
STARWOOD FINL TR MD CL A SH 85568W104 2,890 46,619SH SOLE 0 46,619
STARWOOD HOTELS + RESO1 CL B S85590A203 16,644 544,589SH SOLE 0 544,589
STATE AUTO FINL CORP COM 855707105 660 48,900SH SOLE 0 48,900
STATE STREET CORPORATICOM 857477103 44,838 525,188SH SOLE 0 525,188
STATEN IS BANCORP INC COM 857550107 1,058 58,795SH SOLE 0 58,795
STATION CASINOS INC 857689103 1,377 67,606SH SOLE 0 67,606
STEEL DYNAMICS INC COM 858119100 541 34,954SH SOLE 0 34,954
STEIN MART INC COM 858375108 595 63,448SH SOLE 0 63,448
STEPAN CHEM CO COM 858586100 442 17,400SH SOLE 0 17,400
STERIS CORP COM 859152100 4,841 249,878SH SOLE 0 249,878
STERLING BANCSHARES INCOM 858907108 258 19,300SH SOLE 0 19,300
STERLING COMM INC COM 859205106 19,554 532,080SH SOLE 0 532,080
STERLING SOFTWARE INC.COM 859547101 13,520 511,380SH SOLE 0 511,380
STEWART + STEVENSON SVCOM 860342104 2,498 163,808SH SOLE 0 163,808
STEWART ENTERPRISES INCL A 860370105 3,224 221,362SH SOLE 0 221,362
STILLWATER MNG CO COM 86074Q102 2,306 70,950SH SOLE 0 70,950
STONE + WEBSTER INC COM 861572105 1,154 43,336SH SOLE 0 43,336
STONE ENERGY CORP 861642106 1,309 30,900SH SOLE 0 30,900
STORAGE TECHNOLOGY CORCOM PAR 862111200 9,376 412,138SH SOLE 0 412,138
STORAGE USA INC COM 861907103 2,392 74,747SH SOLE 0 74,747
STRIDE RITE CORP COM 863314100 1,273 123,489SH SOLE 0 123,489
STRUCTURAL DYNAMICS RECOM RTS 863555108 2,137 115,120SH SOLE 0 115,120
STRYKER CORP COM 863667101 17,447 290,171SH SOLE 0 290,171
STUDENT LN CORP COM 863902102 179 4,028SH SOLE 0 4,028
STURM RUGER + CO INC COM 864159108 931 87,128SH SOLE 0 87,128
SUBURBAN LODGES AMER ICOM 864444104 21 3,270SH SOLE 0 3,270
SUIZA FOODS CORP COM 865077101 1,614 38,545SH SOLE 0 38,545
SUMMIT BANCORP COM 866005101 21,041 503,211SH SOLE 0 503,211
SUMMIT PPTYS INC COM 866239106 1,388 70,303SH SOLE 0 70,303
SUN CMNTYS INC COM 866674104 1,782 50,199SH SOLE 0 50,199
SUN HEALTHCARE GROUP ICOM 866933104 31 82,038SH SOLE 0 82,038
SUN MICROSYSTEMS INC COM 866810104 167,042 2,425,288SH SOLE 0 2,425,288
SUNBEAM CORP DEL NEW COM 867071102 2,305 290,414SH SOLE 0 290,414
SUNGARD DATA SYS INC COM 867363103 10,204 295,778SH SOLE 0 295,778
SUNGLASS HUT INTL INC COM 86736F106 2,217 128,960SH SOLE 0 128,960
SUNOCO INC COM 86764P109 27,877 923,454SH SOLE 0 923,454
SUNRISE ASSISTED LIVINCOM 86768K106 674 19,318SH SOLE 0 19,318
SUNRISE MED INC COM 867910101 434 60,857SH SOLE 0 60,857
SUNSTONE HOTEL INVS INCOM 867933103 927 109,100SH SOLE 0 109,100
SUNTERRA CORP COM 86787D109 2,295 164,659SH SOLE 0 164,659
SUNTRUST BKS INC COM 867914103 62,326 897,583SH SOLE 0 897,583
SUPERGEN INC COM 868059106 319 20,825SH SOLE 0 20,825
SUPERIOR CONSULTANT INCOM 868146101 378 15,300SH SOLE 0 15,300
SUPERIOR INDS INTL INCCOM 868168105 2,237 81,888SH SOLE 0 81,888
SUPERIOR SVCS INC COM 868316100 947 35,500SH SOLE 0 35,500
SUPERIOR TELECOM INC COM 868365107 497 19,863SH SOLE 0 19,863
SUPERVALU INC COM 868536103 9,080 352,992SH SOLE 0 352,992
SUSQUEHANNA BANCSHARESCOM 869099101 915 51,738SH SOLE 0 51,738
SWIFT ENERGY CO COM 870738101 524 49,010SH SOLE 0 49,010
SWIFT TRANSN INC 870756103 1,925 87,502SH SOLE 0 87,502
SYBASE INC COM 871130100 2,179 198,127SH SOLE 0 198,127
SYBRON INTL CORP WISCOCOM 87114F106 19,854 720,344SH SOLE 0 720,344
SYKES ENTERPRISES INC COM 871237103 706 21,156SH SOLE 0 21,156
SYLVAN LEARNING SYS INCOM 871399101 8,943 328,950SH SOLE 0 328,950
SYMANTEC CORP COM 871503108 4,441 174,160SH SOLE 0 174,160
SYMBOL TECHNOLOGIES INCOM 871508107 11,865 321,760SH SOLE 0 321,760
SYMS CORP COM 871551107 35 4,319SH SOLE 0 4,319
SYNETIC INC 87160F109 3,266 47,500SH SOLE 0 47,500
SYNOPSYS INC COM 871607107 14,448 261,791SH SOLE 0 261,791
SYNOVUS FINL CORP COM 87161C105 16,037 806,888SH SOLE 0 806,888
SYSCO CORP COM 871829107 28,625 960,160SH SOLE 0 960,160
SYSTEM SOFTWARE ASSOC COM 871839106 184 110,886SH SOLE 0 110,886
SYSTEMAX INC COM 871851101 462 37,295SH SOLE 0 37,295
SYSTEMS + COMPUTER TECCOM 871873105 1,550 106,466SH SOLE 0 106,466
TALBOTS INC COM 874161102 345 9,058SH SOLE 0 9,058
TALK COM INC COM 874264104 1,093 97,157SH SOLE 0 97,157
TANDY CORP COM 875382103 33,829 692,150SH SOLE 0 692,150
TANGER FACTORY OUTLET COM 875465106 390 15,000SH SOLE 0 15,000
TAUBMAN CENTERS INC REIT 876664103 1,395 105,800SH SOLE 0 105,800
TCA CABLE TV INC COM 872241104 11,049 199,086SH SOLE 0 199,086
TCF FINANCIAL CORP COM 872275102 8,589 308,137SH SOLE 0 308,137
TCI SATELLITE ENTMT INCL A 872298104 460 156,460SH SOLE 0 156,460
TECH DATA CORP COM 878237106 5,944 155,407SH SOLE 0 155,407
TECHNE CORP COM 878377100 1,890 74,500SH SOLE 0 74,500
TECHNITROL INC COM 878555101 1,409 43,700SH SOLE 0 43,700
TECHNOLOGY SOLUTIONS CCOM 87872T108 1,186 109,725SH SOLE 0 109,725
TECO ENERGY INC COM 872375100 8,877 390,187SH SOLE 0 390,187
TECUMSEH PRODS CO CL A 878895200 3,108 51,314SH SOLE 0 51,314
TEJON RANCH CO COM 879080109 800 31,543SH SOLE 0 31,543
TEKELEC INC COM 879101103 1,657 135,952SH SOLE 0 135,952
TEKTRONIX INC COM 879131100 3,918 129,799SH SOLE 0 129,799
TELEFLEX INC COM 879369106 5,041 116,056SH SOLE 0 116,056
TELEPHONE + DATA SYS ICOM 879433100 11,861 162,203SH SOLE 0 162,203
TELETECH HLDGS INC COM 879939106 396 39,084SH SOLE 0 39,084
TELIGENT INC CL A 87959Y103 110 1,843SH SOLE 0 1,843
TELLABS INC COM 879664100 111,605 1,651,874SH SOLE 0 1,651,874
TELXON CORP COM 879700102 104 13,091SH SOLE 0 13,091
TEMPLE INLAND INC COM 879868107 11,607 169,889SH SOLE 0 169,889
TENET HEALTHCARE CORP COM 88033G100 15,771 849,607SH SOLE 0 849,607
TENNANT CO COM 880345103 1,402 43,824SH SOLE 0 43,824
TENNECO INC NEW COM 88037E101 28,375 1,188,467SH SOLE 0 1,188,467
TERADYNE INC COM RTS 880770102 21,024 293,023SH SOLE 0 293,023
TEREX CORP NEW COM 880779103 630 20,700SH SOLE 0 20,700
TERRA INDS INC COM 880915103 5,822 1,455,516SH SOLE 0 1,455,516
TESORO PETE CORP COM 881609101 1,409 88,425SH SOLE 0 88,425
TETRA TECH INC NEW COM 88162G103 1,448 87,753SH SOLE 0 87,753
TETRA TECHNOLOGIES INCCOM 88162F105 76 7,980SH SOLE 0 7,980
TEXACO INC COM 881694103 94,729 1,516,277SH SOLE 0 1,516,277
TEXAS INDS INC COM 882491103 2,922 75,396SH SOLE 0 75,396
TEXAS INSTRS INC COM 882508104 158,003 1,097,246SH SOLE 0 1,097,246
TEXAS REGL BANCSHARES CL A VTG882673106 371 13,650SH SOLE 0 13,650
TEXAS UTILS CO COM 882848104 31,984 774,655SH SOLE 0 774,655
TEXTRON INC COM 883203101 35,782 434,708SH SOLE 0 434,708
THE TRUST COMPANY OF NCOM 898304100 524 22,281SH SOLE 0 22,281
THERAGENICS CORP COM 883375107 438 63,200SH SOLE 0 63,200
THERMEDICS INC COM 883901100 643 69,012SH SOLE 0 69,012
THERMO CARDIOSYSTEMS ICOM NONR88355K200 700 64,413SH SOLE 0 64,413
THERMO ECOTEK CORP COM 88355R106 99 12,314SH SOLE 0 12,314
THERMO ELECTRON CORP COM 883556102 8,701 433,686SH SOLE 0 433,686
THERMO FIBERTEK INC COM 88355W105 541 75,987SH SOLE 0 75,987
THERMO INSTR SYS INC COM 883559106 1,852 115,743SH SOLE 0 115,743
THERMOLASE COM 883624108 17 13,000SH SOLE 0 13,000
THERMOQUEST CORP COM 883655102 71 5,348SH SOLE 0 5,348
THERMOTREX CORP COM 883666109 33 4,329SH SOLE 0 4,329
THOMAS + BETTS CORP COM 884315102 7,499 158,715SH SOLE 0 158,715
THOMAS INDS INC COM 884425109 5,037 245,702SH SOLE 0 245,702
THOR INDS INC COM 885160101 1,390 48,981SH SOLE 0 48,981
THORNBURG MTG ASSET COCOM 885218107 613 61,287SH SOLE 0 61,287
TIDEWATER INC COM 886423102 6,460 211,819SH SOLE 0 211,819
TIFFANY + CO NEW COM 886547108 10,153 105,214SH SOLE 0 105,214
TIMBERLAND CO CL A 887100105 2,831 41,590SH SOLE 0 41,590
TIME WARNER INC COM 887315109 244,345 3,364,479SH SOLE 0 3,364,479
TIMES MIRROR CO NEW COM SER 887364107 12,872 217,248SH SOLE 0 217,248
TIMKEN CO COM 887389104 3,205 164,342SH SOLE 0 164,342
TITAN INTL INC ILL COM 88830M102 257 21,624SH SOLE 0 21,624
TITANIUM METALS CORP COM 888339108 458 40,677SH SOLE 0 40,677
TJ INTL INC 872534102 1,839 59,334SH SOLE 0 59,334
TJX COS INC NEW COM 872540109 38,606 1,158,914SH SOLE 0 1,158,914
TMP WORLDWIDE INC COM 872941109 2,759 43,442SH SOLE 0 43,442
TNP ENTERPRISES INC COM 872594106 1,408 38,836SH SOLE 0 38,836
TOLL BROS INC COM 889478103 2,054 95,829SH SOLE 0 95,829
TOOTSIE ROLL INDS INC COM 890516107 8,930 231,208SH SOLE 0 231,208
TORCHMARK INC COM 891027104 12,937 379,102SH SOLE 0 379,102
TORO CO COM 891092108 1,968 49,973SH SOLE 0 49,973
TOSCO CORP COM NEW 891490302 11,099 427,913SH SOLE 0 427,913
TOTAL RENAL CARE HLDGSCOM 89151A107 3,367 216,364SH SOLE 0 216,364
TOTAL SYS SVCS INC COM 891906109 4,820 253,695SH SOLE 0 253,695
TOWER AUTOMOTIVE INC COM 891707101 1,603 63,000SH SOLE 0 63,000
TOWN + CNTRY TR SH BEN I892081100 910 50,927SH SOLE 0 50,927
TOYS R US INC COM 892335100 15,343 741,657SH SOLE 0 741,657
TRAMMELL CROW CO COM 89288R106 1,490 90,652SH SOLE 0 90,652
TRANS WORLD AIRLS INC COM PAR 893349837 840 170,200SH SOLE 0 170,200
TRANSACTION NETWORK SVCOM 893414102 389 13,311SH SOLE 0 13,311
TRANSACTION SYS ARCHITCL A 893416107 4,130 105,900SH SOLE 0 105,900
TRANSAMERICA CORP COM 893485102 26,830 357,731SH SOLE 0 357,731
TRANSATLANTIC HLDGS INCOM 893521104 2,995 39,965SH SOLE 0 39,965
TRANSKARYOTIC THERAPIECOM 893735100 1,362 41,287SH SOLE 0 41,287
TRANSMONTAIGNE INC COM 893934109 201 16,000SH SOLE 0 16,000
TRANSTEXAS GAS CORP COM 893895102 21 36,027SH SOLE 0 36,027
TRAVELERS PPTY CAS CORCL A 893939108 6,415 163,950SH SOLE 0 163,950
TREDEGAR INDS INC COM 894650100 7,163 318,339SH SOLE 0 318,339
TREMONT CORP DEL COM PAR 894745207 164 7,626SH SOLE 0 7,626
TRENDWEST RESORTS INC COM 894917103 3,035 136,000SH SOLE 0 136,000
TRENWICK GROUP INC COM 895290104 1,366 55,402SH SOLE 0 55,402
TREX MED CORP COM 89531R101 43 7,093SH SOLE 0 7,093
TRIAD GTY INC COM 895925105 377 21,000SH SOLE 0 21,000
TRIANGLE BANCORP INC COM 895835106 259 15,300SH SOLE 0 15,300
TRIANGLE PHARMACEUTICACOM 89589H104 508 28,209SH SOLE 0 28,209
TRIARC COS INC CL A 895927101 2,188 102,988SH SOLE 0 102,988
TRIBUNE CO NEW COM 896047107 29,151 334,587SH SOLE 0 334,587
TRICON GLOBAL RESTAURACOM 895953107 22,937 423,772SH SOLE 0 423,772
TRIGON HEALTHCARE INC COM 89618L100 753 20,700SH SOLE 0 20,700
TRIMBLE NAVIGATION LTDCOM 896239100 597 46,386SH SOLE 0 46,386
TRIMERIS INC COM 896263100 960 66,199SH SOLE 0 66,199
TRINET CORP RLTY TR INCOM 896287109 1,852 66,900SH SOLE 0 66,900
TRINITY INDS INC COM 896522109 4,833 144,271SH SOLE 0 144,271
TRIUMPH GROUP INC NEW COM 896818101 404 15,825SH SOLE 0 15,825
TRUE NORTH COMMUNICATICOM 897844106 1,883 63,290SH SOLE 0 63,290
TRUSTCO BK CORP N Y COM 898349105 1,959 72,875SH SOLE 0 72,875
TRUSTMARK CORP COM 898402102 4,838 211,516SH SOLE 0 211,516
TRW INC COM 872649108 18,720 341,130SH SOLE 0 341,130
TUBOSCOPE INC COM 898600101 1,663 121,500SH SOLE 0 121,500
TUPPERWARE CORP COM 899896104 4,288 168,158SH SOLE 0 168,158
TV GUIDE INC CL A 87307Q109 11,185 305,400SH SOLE 0 305,400
TWINLAB CORP COM 901774109 341 39,720SH SOLE 0 39,720
TYCO INTL LTD NEW COM 902124106 224,210 2,366,334SH SOLE 0 2,366,334
TYLER TECHNOLOGIES INCCOM 902252105 253 38,937SH SOLE 0 38,937
TYSON FOODS INC (DEL) CLS A CO902494103 9,904 440,193SH SOLE 0 440,193
U S FOODSERVICE COM 90331R101 11,069 259,677SH SOLE 0 259,677
U S HOME CORP NEW COM 911920106 1,568 44,175SH SOLE 0 44,175
U S INDS INC NEW COM 912080108 29,856 1,756,257SH SOLE 0 1,756,257
U S OFFICE PRODS CO COM NEW 912325305 247 46,036SH SOLE 0 46,036
U S RESTAURANT PPTYS ICOM 902971100 761 35,800SH SOLE 0 35,800
U S TR CORP NEW COM 91288L105 7,406 80,060SH SOLE 0 80,060
U S WEST INC NEW COM 91273H101 82,486 1,404,023SH SOLE 0 1,404,023
UAL CORP COM PAR 902549500 7,114 110,079SH SOLE 0 110,079
UCAR INTL INC COM 90262K109 1,779 70,469SH SOLE 0 70,469
UDC HOMES INC COM 902646108 254 35,700SH SOLE 0 35,700
UGI CORP NEW COM 902681105 24,769 1,226,946SH SOLE 0 1,226,946
UICI COM 902737105 3,131 113,352SH SOLE 0 113,352
ULTRAMAR DIAMOND SHAMRCOM 904000106 6,800 311,763SH SOLE 0 311,763
ULTRATECH STEPPER INC COM 904034105 484 32,120SH SOLE 0 32,120
UMB FINL CORP COM 902788108 2,788 65,019SH SOLE 0 65,019
UNICOM CORP COM 904911104 22,866 592,965SH SOLE 0 592,965
UNIFI INC COM 904677101 4,644 218,560SH SOLE 0 218,560
UNIFIRST CORP COM 904708104 1,439 78,332SH SOLE 0 78,332
UNION CARBIDE CORP COM 905581104 18,331 376,020SH SOLE 0 376,020
UNION PAC CORP COM 907818108 54,562 935,688SH SOLE 0 935,688
UNION PACIFIC RES GROUCOM 907834105 11,527 706,606SH SOLE 0 706,606
UNION PLANTERS CORP COM 908068109 17,188 384,633SH SOLE 0 384,633
UNIONBANCAL CORP COM 908906100 6,143 170,052SH SOLE 0 170,052
UNISOURCE ENERGY CORP COM 909205106 1,082 90,625SH SOLE 0 90,625
UNISYS CORP COM 909214108 28,785 739,253SH SOLE 0 739,253
UNITED ASSET MGMT CORPCOM 909420101 4,605 202,404SH SOLE 0 202,404
UNITED AUTO GROUP INC COM 909440109 288 28,122SH SOLE 0 28,122
UNITED BANKSHARES INC COM 909907107 1,597 60,280SH SOLE 0 60,280
UNITED COS FINL CORP COM 909870107 3 78,562SH SOLE 0 78,562
UNITED DOMINION RLTY TCOM 910197102 3,498 297,726SH SOLE 0 297,726
UNITED FIRE CAS CO COM 910331107 1,145 44,041SH SOLE 0 44,041
UNITED HEALTHCARE CORPCOM 910581107 36,150 577,248SH SOLE 0 577,248
UNITED ILLUM CO COM 910637107 1,988 46,840SH SOLE 0 46,840
UNITED INTL HLDGS INC CL A 910734102 6,751 99,832SH SOLE 0 99,832
UNITED PAYORS + UTD PRCOM 911319101 464 20,013SH SOLE 0 20,013
UNITED RENTALS INC COM 911363109 1,019 34,550SH SOLE 0 34,550
UNITED STATES CELLULARCOM 911684108 2,114 39,512SH SOLE 0 39,512
UNITED STATIONERS INC COM 913004107 1,241 56,400SH SOLE 0 56,400
UNITED TECHNOLOGIES COCOM 913017109 104,615 1,457,739SH SOLE 0 1,457,739
UNITED TELEVISION INC COM 913066106 3,582 34,151SH SOLE 0 34,151
UNITED WIS INC NEW COM 913238101 37 4,641SH SOLE 0 4,641
UNITED WTR RES INC COM 913190104 2,335 102,900SH SOLE 0 102,900
UNITRIN INC COM 913275103 9,334 227,668SH SOLE 0 227,668
UNITRODE CORP COM 913283107 2,788 97,188SH SOLE 0 97,188
UNIVERSAL CORP VA COM 913456109 3,921 137,896SH SOLE 0 137,896
UNIVERSAL FOODS CORP COM 913538104 4,207 199,154SH SOLE 0 199,154
UNIVERSAL FST PRODS INCOM 913543104 974 45,298SH SOLE 0 45,298
UNIVERSAL HEALTH SVCS CL B 913903100 4,820 100,934SH SOLE 0 100,934
UNIVISION COMMUNICATIOCL A 914906102 3,459 53,214SH SOLE 0 53,214
UNOCAL CORP COM 915289102 27,086 683,555SH SOLE 0 683,555
UNOVA INC COM 91529B106 1,286 80,996SH SOLE 0 80,996
URBAN OUTFITTERS INC COM 917047102 776 30,886SH SOLE 0 30,886
URBAN SHOPPING CTRS INCOM 917060105 1,122 35,628SH SOLE 0 35,628
UROGEN CORP COM 917271108 5 19,700SH SOLE 0 19,700
US AIRWAYS GROUP INC COM 911905107 9,945 228,298SH SOLE 0 228,298
US BANCORP DEL COM 902973106 70,121 2,069,982SH SOLE 0 2,069,982
US BIOSCIENCE INC COM 911646206 777 79,647SH SOLE 0 79,647
US FREIGHTWAYS CORP COM 916906100 2,243 48,441SH SOLE 0 48,441
US ONCOLOGY INC COM 90338W103 1,410 117,464SH SOLE 0 117,464
USA NETWORKS INC COM 902984103 30,660 764,115SH SOLE 0 764,115
USBANCORP INC COM 917292104 1,070 67,917SH SOLE 0 67,917
USG CORP COM NEW 903293405 8,204 146,498SH SOLE 0 146,498
UST CORP COM 902900109 1,898 62,758SH SOLE 0 62,758
UST INC COM USD0902911106 15,166 517,380SH SOLE 0 517,380
USWEB CORP COM 917327108 2,035 91,713SH SOLE 0 91,713
USX MARATHON GROUP COM NEW 902905827 27,538 845,698SH SOLE 0 845,698
USX U S STL GROUP 90337T101 6,141 227,441SH SOLE 0 227,441
UTILICORP UTD INC COM 918005109 4,255 174,996SH SOLE 0 174,996
V F CORP COM 918204108 14,568 340,783SH SOLE 0 340,783
VAIL RESORTS INC COM 91879Q109 99 5,500SH SOLE 0 5,500
VALASSIS COMMUNICATIONCOM 918866104 5,400 147,427SH SOLE 0 147,427
VALERO ENERGY CORP COM 91913Y100 3,410 159,065SH SOLE 0 159,065
VALHI INC NEW 918905100 2,548 229,030SH SOLE 0 229,030
VALLEY NATL BANCORP COM 919794107 4,751 165,269SH SOLE 0 165,269
VALMONT INDS INC COM 920253101 1,394 81,868SH SOLE 0 81,868
VALSPAR CORP COM 920355104 8,465 222,754SH SOLE 0 222,754
VALUE CITY DEPT STORESCOM 920387107 624 50,949SH SOLE 0 50,949
VALUE LINE INC COM 920437100 1,190 30,520SH SOLE 0 30,520
VANTIVE CORP COM 922091103 714 62,427SH SOLE 0 62,427
VARCO INTL INC COM 922126107 2,184 202,032SH SOLE 0 202,032
VARIAN MED SYS INC COM 92220P105 3,017 119,466SH SOLE 0 119,466
VARLEN CORP COM 922248109 519 12,806SH SOLE 0 12,806
VASTAR RES INC COM 922380100 6,618 126,200SH SOLE 0 126,200
VEECO INSTRS INC DEL COM 922417100 428 12,600SH SOLE 0 12,600
VENATOR GROUP INC COM 922944103 23,616 2,262,566SH SOLE 0 2,262,566
VENCOR INC NEW COM 92260R102 26 173,273SH SOLE 0 173,273
VENTAS INC COM 92276F100 1,017 189,273SH SOLE 0 189,273
VERIO INC COM 923433106 301 4,333SH SOLE 0 4,333
VERISIGN INC COM 92343E102 3,505 40,632SH SOLE 0 40,632
VERITAS SOFTWARE CORP COM 923436109 11,976 126,150SH SOLE 0 126,150
VERITAS SOFTWARE CORP COM 923436109 8,544 90,000SH SOLE 0 90,000
VERTEX PHARMACEUTICALSCOM 92532F100 1,562 64,732SH SOLE 0 64,732
VESTA INS GROUP INC COM 925391104 41 8,916SH SOLE 0 8,916
VETERINARY CTRS AMER ICOM 925514101 768 56,600SH SOLE 0 56,600
VIACOM INC CL B 925524308 85,829 1,950,670SH SOLE 0 1,950,670
VIAD CORP COM 92552R109 7,991 258,302SH SOLE 0 258,302
VIASOFT INC COM 92552U102 118 33,650SH SOLE 0 33,650
VICAL INC COM 925602104 617 50,900SH SOLE 0 50,900
VICOR CORP 925815102 2,616 123,446SH SOLE 0 123,446
VINTAGE PETE INC COM 927460105 807 75,108SH SOLE 0 75,108
VISHAY INTERTECHNOLOGYCOM 928298108 4,758 226,568SH SOLE 0 226,568
VISIO CORP COM 927914101 2,291 60,200SH SOLE 0 60,200
VISUAL NETWORKS INC COM 928444108 277 8,669SH SOLE 0 8,669
VISX INC DEL 92844S105 11,047 139,504SH SOLE 0 139,504
VITESSE SEMICONDUCTOR COM 928497106 17,460 258,900SH SOLE 0 258,900
VIVUS COM 928551100 208 79,400SH SOLE 0 79,400
VLASIC FOODS INTL INC COM 928559103 957 130,831SH SOLE 0 130,831
VOLT INFORMATION SCIENCOM 928703107 1,330 58,152SH SOLE 0 58,152
VORNADO OPER CO COM 92904N103 34 4,275SH SOLE 0 4,275
VORNADO RLTY TR COM 929042109 6,176 174,883SH SOLE 0 174,883
VULCAN MATLS CO COM 929160109 13,311 282,599SH SOLE 0 282,599
VWR SCIENTIFIC PRODS CCOM RTS 918435108 1,716 46,766SH SOLE 0 46,766
WABASH NATL CORP COM 929566107 485 25,045SH SOLE 0 25,045
WACHOVIA CORP NEW 929771103 49,703 580,896SH SOLE 0 580,896
WACKENHUT CORRECTIONS COM 929798106 618 31,200SH SOLE 0 31,200
WADDELL + REED FINL INCL A 930059100 1,134 41,152SH SOLE 0 41,152
WADDELL + REED FINL INCL B 930059209 1,428 52,898SH SOLE 0 52,898
WAL MART STORES INC COM 931142103 611,555 12,674,72SH SOLE 0 12,674,72
WALDEN RESIDENTIAL PPTCOM 931210108 1,415 65,800SH SOLE 0 65,800
WALGREEN CO COM 931422109 82,031 2,792,539SH SOLE 0 2,792,539
WALLACE COMPUTER SER ICOM 932270101 2,530 101,184SH SOLE 0 101,184
WALTER INDS INC COM 93317Q105 986 76,200SH SOLE 0 76,200
WARNACO GROUP INC COM CL A934390105 4,365 163,165SH SOLE 0 163,165
WARNER LAMBERT CO COM 934488107 173,708 2,506,088SH SOLE 0 2,506,088
WASHINGTON FED INC COM 938824109 4,335 193,197SH SOLE 0 193,197
WASHINGTON GAS LT CO COM 938837101 3,879 149,174SH SOLE 0 149,174
WASHINGTON MUT INC COM 939322103 58,555 1,653,475SH SOLE 0 1,653,475
WASHINGTON POST CO CL B 939640108 14,463 26,896SH SOLE 0 26,896
WASHINGTON REAL ESTATESH BEN I939653101 1,840 108,656SH SOLE 0 108,656
WASTE MGMT INC DEL COM 94106L109 102,265 1,902,602SH SOLE 0 1,902,602
WATERS CORP COM 941848103 10,743 202,222SH SOLE 0 202,222
WATSCO INC COM 942622200 1,081 66,000SH SOLE 0 66,000
WATSON PHARMACEUTICALSCOM 942683103 13,463 383,967SH SOLE 0 383,967
WATTS INDS INC CL A 942749102 1,030 53,704SH SOLE 0 53,704
WAUSAU MOSINEE PAPER CCOM 943315101 3,734 207,472SH SOLE 0 207,472
WAVO CORP COM 944027101 410 64,385SH SOLE 0 64,385
WD 40 CO COM 929236107 1,384 55,348SH SOLE 0 55,348
WEATHERFORD INTL INC NCOM 947074100 8,408 229,572SH SOLE 0 229,572
WEBB DEL CORP COM 947423109 1,313 54,992SH SOLE 0 54,992
WEBSTER FINL CORP WATERBURY 947890109 1,388 51,160SH SOLE 0 51,160
WEEKS CORP COM 94856P102 1,769 58,000SH SOLE 0 58,000
WEINGARTEN RLTY INVS SH BEN I948741103 3,181 76,188SH SOLE 0 76,188
WEIS MKTS INC COM 948849104 3,165 80,896SH SOLE 0 80,896
WELLMAN INC COM 949702104 1,814 113,840SH SOLE 0 113,840
WELLPOINT HEALTH NETWOCL A 94973H108 20,557 242,200SH SOLE 0 242,200
WELLS FARGO + CO NEW COM 949746101 198,003 4,631,638SH SOLE 0 4,631,638
WELLSFORD REAL PPTYS ICOM 144A950240101 781 72,667SH SOLE 0 72,667
WENDYS INTL INC COM 950590109 9,893 348,973SH SOLE 0 348,973
WERNER ENTERPRISES INC 950755108 3,149 151,748SH SOLE 0 151,748
WESBANCO INC COM 950810101 1,432 47,744SH SOLE 0 47,744
WESCO FINL CORP COM 950817106 2,683 8,654SH SOLE 0 8,654
WEST MARINE INC COM 954235107 124 8,500SH SOLE 0 8,500
WEST PHARMACEUTICAL SVCOM 955306105 2,315 58,991SH SOLE 0 58,991
WEST TELESERVICES CORPCOM 956188106 312 33,298SH SOLE 0 33,298
WESTAMERICA BANCORPORACOM 957090103 4,769 130,654SH SOLE 0 130,654
WESTCORP INC 957907108 913 81,198SH SOLE 0 81,198
WESTERN BANCORP COM 957683105 717 16,482SH SOLE 0 16,482
WESTERN DIGITAL CORP COM RTS 958102105 2,193 337,458SH SOLE 0 337,458
WESTERN GAS RES INC COM 958259103 1,090 68,114SH SOLE 0 68,114
WESTERN INVT REAL ESTASH BEN I958468100 868 74,703SH SOLE 0 74,703
WESTERN RES INC COM 959425109 29,601 1,111,762SH SOLE 0 1,111,762
WESTERN WIRELESS CORP CL A 95988E204 2,256 83,560SH SOLE 0 83,560
WESTFIELD AMER INC COM 959910100 1,329 88,218SH SOLE 0 88,218
WESTINGHOUSE AIR BRAKECOM 960386100 1,569 60,500SH SOLE 0 60,500
WESTPOINT STEVENS INC COM 961238102 3,766 126,320SH SOLE 0 126,320
WESTVACO CORP COM 961548104 7,954 274,260SH SOLE 0 274,260
WESTWOOD ONE INC COM 961815107 12,842 359,854SH SOLE 0 359,854
WET SEAL INC 961840105 292 10,200SH SOLE 0 10,200
WEYERHAEUSER CO COM 962166104 38,222 555,952SH SOLE 0 555,952
WHIRLPOOL CORP COM 963320106 15,770 213,111SH SOLE 0 213,111
WHITE MTNS INS GROUP ICOM 964126106 4,280 30,357SH SOLE 0 30,357
WHITNEY HLDG CORP COM 966612103 2,458 61,835SH SOLE 0 61,835
WHITTMAN HART INC COM 966834103 1,174 36,964SH SOLE 0 36,964
WHOLE FOODS MKT INC COM 966837106 7,104 147,807SH SOLE 0 147,807
WICOR INC COM 929253102 2,499 89,461SH SOLE 0 89,461
WILEY JOHN + SON CLASS A 968223206 3,403 193,088SH SOLE 0 193,088
WILLAMETTE INDS INC COM 969133107 13,830 300,243SH SOLE 0 300,243
WILLIAMS COS INC COM 969457100 52,145 1,225,138SH SOLE 0 1,225,138
WILLIAMS SONOMA INC COM 969904101 5,017 144,114SH SOLE 0 144,114
WILMAR INDS INC COM 971426101 694 53,400SH SOLE 0 53,400
WILMINGTON TR CORP COM 971807102 6,694 116,673SH SOLE 0 116,673
WIND RIV SYS INC COM 973149107 4,886 304,173SH SOLE 0 304,173
WINDMERE DURABLE HLDGSCOM 973411101 1,299 76,966SH SOLE 0 76,966
WINN DIXIE STORES INC COM 974280109 15,107 408,975SH SOLE 0 408,975
WINNEBAGO IND INC. COM 974637100 2,042 90,768SH SOLE 0 90,768
WINSTAR COMMUNICATIONSCOM 975515107 7,173 147,144SH SOLE 0 147,144
WISCONSIN CENT TRANSN COM 976592105 2,782 147,409SH SOLE 0 147,409
WISCONSIN ENERGY CORP COM 976657106 9,330 372,266SH SOLE 0 372,266
WITCO CORP COM 977385103 4,094 207,285SH SOLE 0 207,285
WOLVERINE TUBE INC COM 978093102 747 29,720SH SOLE 0 29,720
WOLVERINE WORLD WIDE ICOM 978097103 1,904 136,022SH SOLE 0 136,022
WOODWARD GOVERNOR CO COM 980745103 164 6,300SH SOLE 0 6,300
WORLD ACCESS INC COM 98141A101 642 45,452SH SOLE 0 45,452
WORLD COLOR PRESS INC COM 981443104 3,047 110,800SH SOLE 0 110,800
WORTHINGTON INDS IN COM 981811102 4,265 259,492SH SOLE 0 259,492
WPS RES CORP COM 92931B106 2,556 85,197SH SOLE 0 85,197
WRIGLEY WM JR CO COM 982526105 28,615 318,546SH SOLE 0 318,546
WYMAN GORDON CO COM 983085101 1,708 88,463SH SOLE 0 88,463
WYNNS INTL INC COM 983195108 1,618 87,750SH SOLE 0 87,750
XEROX CORP COM 984121103 117,385 1,987,476SH SOLE 0 1,987,476
XILINX INC COM 983919101 35,529 620,601SH SOLE 0 620,601
XIRCOM INC COM 983922105 2,080 69,199SH SOLE 0 69,199
XTRA CORP COM 984138107 2,808 61,127SH SOLE 0 61,127
YAHOO INC COM 984332106 82,342 478,037SH SOLE 0 478,037
YANKEE ENERGY SYS INC COM 984779108 1,205 30,365SH SOLE 0 30,365
YELLOW CORP COM 985509108 1,323 74,523SH SOLE 0 74,523
YORK INTL CORP NEW COM 986670107 5,573 130,163SH SOLE 0 130,163
YOUNG BROADCASTING INCCL A 987434107 1,187 27,900SH SOLE 0 27,900
ZALE CORP NEW COM 988858106 7,141 178,534SH SOLE 0 178,534
ZEBRA TECHNOLOGIES CORCL A 989207105 1,973 51,328SH SOLE 0 51,328
ZENITH NATL INS CORP COM 989390109 1,892 76,843SH SOLE 0 76,843
ZIONS BANCORP COM 989701107 17,384 273,763SH SOLE 0 273,763
ZOLTEK COMPANIES INC 98975W104 31 3,900SH SOLE 0 3,900
ZONAGEN INC COM 98975L108 29 3,178SH SOLE 0 3,178
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