UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 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 November 5, 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: 2611
Form 13F Information Table Value Total: $35,538,042
(Thousands)
List of Other Included Managers: N/A
<PAGE>
<TABLE> <C> <C>
AS OF SEPTEMBER 30, 1999
Security Name Title Cusip Fair Mkt Shares Invmnt Other Investment
Class Value Discret Mgrs. Authority
(x1000) (SOLE)
1ST SOURCE CORP COM 336901103 237 9,876SH SOLE 0 9,876
20TH CENTY INDS CAL USD10 901272203 2,948 152,136SH SOLE 0 152,136
24 / 7 MEDIA INC COM 901314104 1,890 49,900SH SOLE 0 49,900
3COM CORP COM 885535104 27,861 969,089SH SOLE 0 969,089
3DFX INTERACTIVE INC COM 88553X103 50 6,000SH SOLE 0 6,000
7 ELEVEN INC COM 817826100 1,079 547,848SH SOLE 0 547,848
99 CENTS ONLY STORES COM 65440K106 501 13,858SH SOLE 0 13,858
AAMES FINL CORP COM 00253A101 55 73,650SH SOLE 0 73,650
AAR CORP COM 000361105 1,809 100,479SH SOLE 0 100,479
AARON RENTS INC CL B 002535201 688 39,900SH SOLE 0 39,900
ABACUS DIRECT CORP COM 002553105 1,742 14,291SH SOLE 0 14,291
ABBOTT LABS COM NPV002824100 152,381 4,153,496SH SOLE 0 4,153,496
ABERCROMBIE AND FITCHCOM CL 002896207 9,477 278,216SH SOLE 0 278,216
ABGENIX INC COM 00339B107 364 9,300SH SOLE 0 9,300
ABM INDS INC COM 000957100 1,600 63,068SH SOLE 0 63,068
ACCEPTANCE INSURANCE COM 004308102 472 37,414SH SOLE 0 37,414
ACCLAIM ENTMT INC COM PAR004325205 2,197 289,328SH SOLE 0 289,328
ACCREDO HEALTH INC COM 00437V104 4,272 135,633SH SOLE 0 135,633
ACKERLEY COMMUNICATIOCOM 004527107 1,431 116,200SH SOLE 0 116,200
ACNIELSONCORP COM 004833109 12,715 560,431SH SOLE 0 560,431
ACT NETWORKS INC COM 000975102 418 47,400SH SOLE 0 47,400
ACTEL CORP COM 004934105 1,083 56,991SH SOLE 0 56,991
ACTION PERFORMANCE COCOM 004933107 695 33,000SH SOLE 0 33,000
ACTUATE CORP COM 00508B102 1,142 33,700SH SOLE 0 33,700
ACTV INC COM 00088E104 1,420 101,900SH SOLE 0 101,900
ACUSON COM 005113105 1,770 138,789SH SOLE 0 138,789
ACX TECHNOLOGIES INC COM 005123104 1,077 113,330SH SOLE 0 113,330
ACXIOM CORP COM 005125109 9,875 502,372SH SOLE 0 502,372
ADAPTEC INC COM 00651F108 13,147 331,258SH SOLE 0 331,258
ADAPTIVE BROADBAND COCOM 00650M104 1,877 56,030SH SOLE 0 56,030
ADC TELECOMMUNICATIONCOM 000886101 30,663 731,170SH SOLE 0 731,170
ADELPHIA COMMUNICATIOCL A 006848105 4,017 68,300SH SOLE 0 68,300
ADFORCE INC COM 006867105 368 14,500SH SOLE 0 14,500
ADOBE SYS INC COM 00724F101 19,561 172,342SH SOLE 0 172,342
ADTRAN INC COM 00738A106 1,135 29,625SH SOLE 0 29,625
ADVANCED COMMUNICATIOCOM 00751B106 311 38,900SH SOLE 0 38,900
ADVANCED DIGITAL INFOCOM 007525108 2,353 84,600SH SOLE 0 84,600
ADVANCED FIBRE COMMUNCOM 00754A105 5,785 260,007SH SOLE 0 260,007
ADVANCED MATLS GROUP COM 00753U102 1 1,099SH SOLE 0 1,099
ADVANCED MICRO DEVICECOM 007903107 6,536 380,280SH SOLE 0 380,280
ADVANCED RADIO TELECOCOM 00754U101 2,704 214,200SH SOLE 0 214,200
ADVANTA CORP CL A CO007942105 954 65,203SH SOLE 0 65,203
ADVANTICARESTAURANT GCOM 00758B109 143 47,025SH SOLE 0 47,025
ADVO INC COM 007585102 1,427 71,574SH SOLE 0 71,574
AERIAL COMMUNICATIONSCOM 007655103 2,189 80,691SH SOLE 0 80,691
AES CORP COM 00130H105 48,741 826,127SH SOLE 0 826,127
AETNA INC COM 008117103 19,445 394,830SH SOLE 0 394,830
AFC CABLESYS INC COM 000950105 918 21,600SH SOLE 0 21,600
AFFILIATED COMPUTER SCL A 008190100 2,714 66,800SH SOLE 0 66,800
AFFILIATED MANAGERS GCOM 008252108 245 8,973SH SOLE 0 8,973
AFFYMETRIX INC OC CAP 00826T108 5,201 52,837SH SOLE 0 52,837
AFLAC INC COM 001055102 42,502 1,014,985SH SOLE 0 1,014,985
AFTERMARKET TECHNOLOGCOM 008318107 424 40,345SH SOLE 0 40,345
AGCO CORP COM 001084102 2,459 189,168SH SOLE 0 189,168
AGL RES INC COM 001204106 2,088 128,502SH SOLE 0 128,502
AGRIBIOTECH INC NEW COM 008494106 91 22,314SH SOLE 0 22,314
AGRIBRANDS INTL INC COM 00849R105 1,480 29,823SH SOLE 0 29,823
AIR EXPRESS INTL CORPCOM 009104100 1,856 81,797SH SOLE 0 81,797
AIR PRODS + CHEMS INCCOM 009158106 17,939 613,295SH SOLE 0 613,295
AIRBORNE FGHT CORP COM 009266107 3,849 182,736SH SOLE 0 182,736
AIRGAS INC COM 009363102 2,229 191,718SH SOLE 0 191,718
AIRTRAN HOLDINGS INC COM 00949P108 664 132,000SH SOLE 0 132,000
AK STL HLDG CORP COM 001547108 19,666 1,077,600SH SOLE 0 1,077,600
ALABAMA NATL BANCORPOCOM 010317105 206 8,865SH SOLE 0 8,865
ALARIS MED INC COM 011637105 165 55,099SH SOLE 0 55,099
ALASKA AIR GROUP INC COM 011659109 2,512 61,743SH SOLE 0 61,743
ALBANY INTL CORP NEW CLA012348108 792 52,394SH SOLE 0 52,394
ALBEMARLECORP COM 012653101 5,315 264,116SH SOLE 0 264,116
ALBERTO CULVER CO CL B CO013068101 3,319 143,508SH SOLE 0 143,508
ALBERTSONS INC COM 013104104 45,142 1,141,023SH SOLE 0 1,141,023
ALCOA INC COM 013817101 62,806 1,011,972SH SOLE 0 1,011,972
ALEXANDER+ BALDWIN INCOM 014482103 3,910 163,752SH SOLE 0 163,752
ALEXANDERS INC COM 014752109 1,266 17,508SH SOLE 0 17,508
ALEXANDRIA REAL ESTATCOM 015271109 908 30,836SH SOLE 0 30,836
ALFA CORP COM 015385107 2,321 142,827SH SOLE 0 142,827
ALGOS PHARMACEUTICAL COM 015869100 227 26,653SH SOLE 0 26,653
ALKERMES INC COM 01642T108 1,590 55,200SH SOLE 0 55,200
ALLEGHANYCORP DEL COM 017175100 27,290 154,181SH SOLE 0 154,181
ALLEGHENY TELDYNE INCCOM 017415100 27,607 1,635,999SH SOLE 0 1,635,999
ALLEGHENYENERGY INC COM 017361106 6,902 216,535SH SOLE 0 216,535
ALLEGIANCE TELECOM INCOM 01747T102 9,904 188,200SH SOLE 0 188,200
ALLEN TELECOM INC COM 018091108 839 86,050SH SOLE 0 86,050
ALLERGAN INC COM 018490102 19,494 177,221SH SOLE 0 177,221
ALLIANT CORP COM 018802108 9,406 339,704SH SOLE 0 339,704
ALLIANT TECHSYSTEMS ICOM 018804104 3,490 50,353SH SOLE 0 50,353
ALLIED SIGNAL INC COM 019512102 90,012 1,501,766SH SOLE 0 1,501,766
ALLIED WASTE INDUSTRIES INC 019589308 5,556 475,400SH SOLE 0 475,400
ALLMERICAFINL CORP COM 019754100 9,413 197,650SH SOLE 0 197,650
ALLSTATE CORP COM 020002101 54,984 2,204,858SH SOLE 0 2,204,858
ALLTEL CORP COM 020039103 58,971 837,957SH SOLE 0 837,957
ALPHARMAINC CL A 020813101 1,694 47,961SH SOLE 0 47,961
ALPINE GROUP INC COM 020825105 311 24,000SH SOLE 0 24,000
ALTERA CORP 021441100 36,100 832,279SH SOLE 0 832,279
ALTERRA HEALTHCARE COCOM 02146C104 56 6,300SH SOLE 0 6,300
ALZA CORP COM 022615108 11,452 267,502SH SOLE 0 267,502
AMAZON COM INC COM 023135106 33,423 418,114SH SOLE 0 418,114
AMB PPTY CORP COM 00163T109 4,454 210,211SH SOLE 0 210,211
AMBAC FINL GROUP INC COM 023139108 10,958 231,293SH SOLE 0 231,293
AMC ENTMTINC COM 001669100 201 14,400SH SOLE 0 14,400
AMCOL INTL CORP COM 02341W103 895 60,655SH SOLE 0 60,655
AMCORE FINL INC COM RTS023912108 1,413 68,529SH SOLE 0 68,529
AMERADA HESS CORP COM NPV023551104 14,908 243,401SH SOLE 0 243,401
AMERCO COM 023586100 860 30,100SH SOLE 0 30,100
AMEREN CORP COM 023608102 14,806 391,560SH SOLE 0 391,560
AMERICA ONLINE INC DECOM 02364J104 320,415 3,079,061SH SOLE 0 3,079,061
AMERICA WEST HLDG CORCL B 023657208 1,730 99,900SH SOLE 0 99,900
AMERICAN ANNUITY GROUP INC 023840101 1,395 64,486SH SOLE 0 64,486
AMERICAN AXLE + MFG HCOM 024061103 44 3,100SH SOLE 0 3,100
AMERICAN BUSINESS PROCOM 024763104 1,058 67,156SH SOLE 0 67,156
AMERICAN CLASSIC VOYACOM 024928103 337 14,692SH SOLE 0 14,692
AMERICAN EAGLE OUTFITCOM 02553E106 1,073 22,148SH SOLE 0 22,148
AMERICAN ELEC PWR INCCOM 025537101 17,566 514,759SH SOLE 0 514,759
AMERICAN EXPRESS CO COM 025816109 173,828 1,287,613SH SOLE 0 1,287,613
AMERICAN FINL GROUP ICOM 025932104 3,645 129,887SH SOLE 0 129,887
AMERICAN FREIGHTWAYS COM 02629V108 487 26,794SH SOLE 0 26,794
AMERICAN GEN CORP COM 026351106 43,652 690,155SH SOLE 0 690,155
AMERICAN GREETINGS COCL A 026375105 5,310 206,211SH SOLE 0 206,211
AMERICAN HEALTH PPTYSCOM 026494104 1,409 70,036SH SOLE 0 70,036
AMERICAN HERITAGE LIFCOM 026522102 2,932 92,352SH SOLE 0 92,352
AMERICAN HOME PRODUCTCOM 026609107 148,732 3,583,900SH SOLE 0 3,583,900
AMERICAN HOME SHIELD RTS 026632117 0 35,587SH SOLE 0 35,587
AMERICAN HOMEPATIENT COM 026649103 15 21,550SH SOLE 0 21,550
AMERICAN INTL GROUP ICOM 026874107 373,143 4,292,081SH SOLE 0 4,292,081
AMERICAN ITALIAN PASTCL A 027070101 577 20,152SH SOLE 0 20,152
AMERICAN MGMT SYS INCCOM 027352103 4,736 184,594SH SOLE 0 184,594
AMERICAN MOBILE SATELCOM 02755R103 525 30,010SH SOLE 0 30,010
AMERICAN NATL INS CO COM 028591105 3,880 57,917SH SOLE 0 57,917
AMERICAN PWR CONVERSICOM 029066107 13,085 688,688SH SOLE 0 688,688
AMERICAN STD COS INC COM 029712106 9,477 245,369SH SOLE 0 245,369
AMERICAN TOWER CORP CL A 029912201 1,967 100,216SH SOLE 0 100,216
AMERICAN WTR WKS INC COM RTS030411102 5,819 201,092SH SOLE 0 201,092
AMERICREDIT CORP COM 03060R101 3,289 220,186SH SOLE 0 220,186
AMERISOURCE HEALTH COCL A 03071P102 3,108 131,200SH SOLE 0 131,200
AMERITECH CORP NEW COM030954101 215,311 3,225,637SH SOLE 0 3,225,637
AMERITRADE HLDG CORP CL A 03072H109 2,793 151,990SH SOLE 0 151,990
AMERUS LIFE HLDGS INCCOM 030732101 633 29,863SH SOLE 0 29,863
AMES DEPTSTORES INC COM NEW030789507 2,955 92,700SH SOLE 0 92,700
AMETEK AEROSPACE PRODCOM 031100100 4,480 226,117SH SOLE 0 226,117
AMF BOWLING INC COM 03113V109 66 16,049SH SOLE 0 16,049
AMFM INC COM 001693100 28,840 474,738SH SOLE 0 474,738
AMGEN INC COM 031162100 122,201 1,499,393SH SOLE 0 1,499,393
AMLI RESIDENTIAL PPTYSH BEN 001735109 829 39,453SH SOLE 0 39,453
AMPHENOL CORP NEW CL A 032095101 793 16,000SH SOLE 0 16,000
AMR CORP DEL COM 001765106 23,044 422,829SH SOLE 0 422,829
AMRESCO INC COM 031909104 359 119,603SH SOLE 0 119,603
AMSOUTH BANCORPORATIOCOM 032165102 14,225 606,942SH SOLE 0 606,942
ANADARKO PETE CORP COM 032511107 13,195 431,737SH SOLE 0 431,737
ANALOG DEVICES INC COM 032654105 30,356 592,310SH SOLE 0 592,310
ANALOGIC CORP COM PAR032657207 1,580 50,057SH SOLE 0 50,057
ANALYSTS INTL CORP COM 032681108 926 89,263SH SOLE 0 89,263
ANCHOR BANCORP WIS INCOM 032839102 1,422 87,500SH SOLE 0 87,500
ANCHOR GAMING COM 033037102 845 14,200SH SOLE 0 14,200
ANDREW CORP COM 034425108 4,116 236,890SH SOLE 0 236,890
ANDRX CORP COM 034551101 2,285 39,038SH SOLE 0 39,038
ANESTA CORP COM 034603100 62 6,800SH SOLE 0 6,800
ANHEUSER BUSCH COS INCOM 035229103 95,301 1,360,231SH SOLE 0 1,360,231
ANIXTER INTL INC COM 035290105 6,919 297,596SH SOLE 0 297,596
ANNTAYLORSTORES CORP COM 036115103 2,443 59,763SH SOLE 0 59,763
ANSWERTHINK CONSULTINCDT COM036916104 597 62,076SH SOLE 0 62,076
ANTEC CORP COM 03664P105 5,162 97,164SH SOLE 0 97,164
ANTHRACITE CAP INC COM 037023108 57 8,355SH SOLE 0 8,355
AON CORP COM 037389103 20,302 686,757SH SOLE 0 686,757
APAC TELESERVICES INCCOM 00185E106 47 11,150SH SOLE 0 11,150
APACHE CORP COM 037411105 12,945 299,742SH SOLE 0 299,742
APARTMENT INVT. + MGMCLASS A03748R101 6,699 175,143SH SOLE 0 175,143
APOGEE ENTERPRISES INCOM 037598109 780 110,902SH SOLE 0 110,902
APOLLO GROUP INC CL A 037604105 4,518 213,852SH SOLE 0 213,852
APPLE COMPUTER COM NPV037833100 27,328 431,635SH SOLE 0 431,635
APPLEBEESINTL INC COM 037899101 3,026 89,812SH SOLE 0 89,812
APPLIED GRAPHICS TECHCOM 037937109 726 84,128SH SOLE 0 84,128
APPLIED INDL TECHNOLOCOM 03820C105 1,664 92,431SH SOLE 0 92,431
APPLIED MATERIALS INCCOM 038222105 87,588 1,127,436SH SOLE 0 1,127,436
APPLIED MICRO CIRCUITCDT COM03822W109 4,483 78,644SH SOLE 0 78,644
APPLIED PWR INC COM CLA038225108 4,607 151,676SH SOLE 0 151,676
APPLIEDTHEORY CORP COM 03828R104 183 15,400SH SOLE 0 15,400
APRIA HEALTHCARE GROUCOM 037933108 1,992 118,923SH SOLE 0 118,923
APTARGROUP INC COM 038336103 5,518 206,296SH SOLE 0 206,296
AQUARION CO COM 03838W101 1,513 42,174SH SOLE 0 42,174
ARCADIA FINL LTD COM 039101100 306 70,900SH SOLE 0 70,900
ARCH CHEMICALS INC COM 03937R102 1,123 69,348SH SOLE 0 69,348
ARCH COALINC COM 039380100 361 29,296SH SOLE 0 29,296
ARCHER DANIELS MIDLANCOM 039483102 20,242 1,669,451SH SOLE 0 1,669,451
ARCHSTONECMNTYS TR SH BEN 039581103 5,061 256,264SH SOLE 0 256,264
ARCTIC CAT INC COM 039670104 544 56,933SH SOLE 0 56,933
ARDEN RLTY INC COM 039793104 3,528 162,221SH SOLE 0 162,221
AREA BANCSHARES CORP COM 039872106 1,014 35,200SH SOLE 0 35,200
ARGONAUT GROUP INC COM 040157109 1,807 71,925SH SOLE 0 71,925
ARIBA INC COM 04033V104 2,977 20,600SH SOLE 0 20,600
ARMCO INC COM 042170100 11,504 1,643,398SH SOLE 0 1,643,398
ARMSTRONG WORLD INDS COM 042476101 5,168 115,008SH SOLE 0 115,008
ARNOLD INDS INC COM 042595108 1,159 91,819SH SOLE 0 91,819
ARROW ELECTRS INC COM 042735100 5,578 316,500SH SOLE 0 316,500
ARROW INTERNATIONAL INC 042764100 887 34,703SH SOLE 0 34,703
ARTESYN TECHNOLOGIES COM 043127109 5,018 264,545SH SOLE 0 264,545
ARVIN INDS INC COM 043339100 1,383 44,716SH SOLE 0 44,716
ASARCO INC COM 043413103 2,902 107,484SH SOLE 0 107,484
ASCENT ENTMT GROUP INCOM 043628106 1,733 126,015SH SOLE 0 126,015
ASHLAND INC COM 044204105 6,395 190,200SH SOLE 0 190,200
ASHTON TECHNOLOGY GROCOM 045084100 2,297 306,300SH SOLE 0 306,300
ASPECT DEV INC COM 045234101 1,232 48,656SH SOLE 0 48,656
ASPECT TELECOMMUNICATCOM 045237104 2,627 154,796SH SOLE 0 154,796
ASPEN TECHNOLOGY INC COM 045327103 553 56,700SH SOLE 0 56,700
ASSOCIATED BANC CORP COM 045487105 5,848 161,613SH SOLE 0 161,613
ASSOCIATED ESTATES RLCOM 045604105 452 49,144SH SOLE 0 49,144
ASSOCIATED GROUP INC CL A 045651106 4,833 79,878SH SOLE 0 79,878
ASSOCIATES FIRST CAP CL A 046008108 71,206 1,977,943SH SOLE 0 1,977,943
ASTORIA FINL CORP COM 046265104 4,363 141,882SH SOLE 0 141,882
ASYST TECHNOLOGIES INCOM 04648X107 663 20,100SH SOLE 0 20,100
AT + T CORP COM 001957109 397,584 9,139,858SH SOLE 0 9,139,858
AT HOME CORP COM SER045919107 11,033 266,252SH SOLE 0 266,252
AT+T CORP COM LIB001957208 118,640 3,179,640SH SOLE 0 3,179,640
ATLANTIC COAST AIRLINCOM 048396105 348 19,578SH SOLE 0 19,578
ATLANTIC RICHFIELD COCOM 048825103 83,552 942,762SH SOLE 0 942,762
ATLAS AIRINC COM 049164106 669 30,599SH SOLE 0 30,599
ATMEL CORP COM 049513104 16,896 499,705SH SOLE 0 499,705
ATMI INC COM 00207R101 373 10,000SH SOLE 0 10,000
ATMOS ENERGY CORP COM 049560105 9,120 378,048SH SOLE 0 378,048
ATWOOD OCEANICS INC COM 050095108 1,033 33,800SH SOLE 0 33,800
AUSPEX SYS INC COM 052116100 624 70,300SH SOLE 0 70,300
AUTHENTICFITNESS CORPCOM 052661105 1,221 69,495SH SOLE 0 69,495
AUTOBYTELINC COM 05275N106 297 25,300SH SOLE 0 25,300
AUTODESK INCORPORATEDCOM STK052769106 3,634 166,137SH SOLE 0 166,137
AUTOLIV COM 052800109 10,711 284,675SH SOLE 0 284,675
AUTOMATIC DATA PROCESCOM 053015103 75,036 1,681,469SH SOLE 0 1,681,469
AUTONATION INC DEL COM 05329W102 9,831 786,499SH SOLE 0 786,499
AUTOZONE INC COM 053332102 12,091 430,868SH SOLE 0 430,868
AVADO BRANDS INC COM 05336P108 481 85,493SH SOLE 0 85,493
AVALONBAYCMNTYS INC COM 053484101 6,179 182,397SH SOLE 0 182,397
AVANT CORP COM 053487104 1,167 65,400SH SOLE 0 65,400
AVERY DENNISON CORP COM 053611109 22,268 422,149SH SOLE 0 422,149
AVIALL INC NEW 05366B102 958 93,459SH SOLE 0 93,459
AVIATION SALES CO COM 053672101 277 14,591SH SOLE 0 14,591
AVID TECHNOLOGY INC COM 05367P100 928 70,690SH SOLE 0 70,690
AVIRON COM 053762100 323 13,323SH SOLE 0 13,323
AVIS RENTA CAR INC COM 053790101 769 36,841SH SOLE 0 36,841
AVISTA CORP COM 05379B107 2,600 148,016SH SOLE 0 148,016
AVNET INC COM 053807103 6,543 155,791SH SOLE 0 155,791
AVON PRODS INC COM 054303102 17,462 703,759SH SOLE 0 703,759
AVX CORP NEW COM 002444107 2,615 74,461SH SOLE 0 74,461
AWARE INCMASS COM 05453N100 2,783 97,000SH SOLE 0 97,000
AXA FINL INC COM 002451102 13,127 235,196SH SOLE 0 235,196
AXENT TECHNOLOGIES INCOM 05459C108 1,527 118,042SH SOLE 0 118,042
AZTAR CORP COM 054802103 1,847 180,175SH SOLE 0 180,175
BACOU USAINC COM 056439102 58 3,500SH SOLE 0 3,500
BAKER HUGHES INC COM 057224107 22,091 761,771SH SOLE 0 761,771
BALDOR ELEC CO COM 057741100 2,297 121,273SH SOLE 0 121,273
BALDWIN +LYONS INC CL B 057755209 1,378 66,991SH SOLE 0 66,991
BALL CORP COM 058498106 26,445 600,159SH SOLE 0 600,159
BANCFIRSTCORP COM 05945F103 334 10,600SH SOLE 0 10,600
BANCORPSOUTH INC COM 059692103 1,296 76,488SH SOLE 0 76,488
BANCWEST CORP NEW COM 059790105 3,775 92,921SH SOLE 0 92,921
BANDAG INC COM 059815100 1,823 56,973SH SOLE 0 56,973
BANK AMER CORP COM 060505104 270,505 4,857,561SH SOLE 0 4,857,561
BANK GRANITE CORP COM 062401104 738 25,901SH SOLE 0 25,901
BANK NEW YORK INC COM 064057102 67,797 2,027,564SH SOLE 0 2,027,564
BANK ONE CORP COM 06423A103 111,739 3,209,745SH SOLE 0 3,209,745
BANK UTD CORP CL A 065412108 1,693 52,286SH SOLE 0 52,286
BANKBOSTON CORP COM 06605R106 35,045 807,959SH SOLE 0 807,959
BANKNORTHGROUP INC DEL 06646L100 1,315 44,000SH SOLE 0 44,000
BANTA CORP COM STK066821109 2,581 115,672SH SOLE 0 115,672
BANYAN SYS INC COM 066908104 1,307 135,800SH SOLE 0 135,800
BARD C R INC COM 067383109 6,872 146,023SH SOLE 0 146,023
BARNES + NOBLE INC COM 067774109 3,124 120,138SH SOLE 0 120,138
BARNES GROUP INC COM 067806109 1,321 65,868SH SOLE 0 65,868
BARNESANDNOBLE COM INCL A 067846105 1,391 72,000SH SOLE 0 72,000
BARR LABSINC COM 068306109 1,761 55,462SH SOLE 0 55,462
BARRA INC COM 068313105 504 24,000SH SOLE 0 24,000
BARRETT RES CORP COM 068480201 4,663 126,246SH SOLE 0 126,246
BASSETT FURNITURE INDCOM 070203104 851 44,775SH SOLE 0 44,775
BATTLE MTN GOLD CO COM 071593107 1,474 462,312SH SOLE 0 462,312
BAUSCH + LOMB INC COM 071707103 9,849 149,371SH SOLE 0 149,371
BAXTER INTL INC COM 071813109 47,591 789,888SH SOLE 0 789,888
BAY VIEW CAP CORP DELCOM 07262L101 780 58,860SH SOLE 0 58,860
BB+T CORP COM 054937107 27,766 857,640SH SOLE 0 857,640
BE AEROSPACE INC COM 073302101 831 69,600SH SOLE 0 69,600
BEA SYS INC COM 073325102 4,737 134,143SH SOLE 0 134,143
BEAR STEARNS COS INC COM 073902108 12,808 333,229SH SOLE 0 333,229
BEC ENERGY COM 05538M101 4,661 120,290SH SOLE 0 120,290
BECKMAN COULTER INC COM 075811109 3,405 75,464SH SOLE 0 75,464
BECTON DICKINSON + COCOM 075887109 18,735 667,625SH SOLE 0 667,625
BED BATH + BEYOND INCCOM 075896100 16,916 484,180SH SOLE 0 484,180
BEDFORD PPTY INVS INCCOM PAR076446301 1,094 64,800SH SOLE 0 64,800
BELCO OIL+ GAS CORP COM 077410108 132 19,600SH SOLE 0 19,600
BELDEN INC COM 077459105 1,396 68,094SH SOLE 0 68,094
BELL + HOWELL CO NEW COM 077852101 1,680 45,800SH SOLE 0 45,800
BELL ATLANTIC CORP COM 077853109 285,326 4,238,822SH SOLE 0 4,238,822
BELLSOUTH CORP COM 079860102 232,430 5,165,109SH SOLE 0 5,165,109
BELO A H CORP COM SER080555105 4,263 222,908SH SOLE 0 222,908
BEMIS INC COM RTS081437105 4,641 137,017SH SOLE 0 137,017
BENCHMARKELECTRS INC 08160H101 427 12,100SH SOLE 0 12,100
BENTON OIL + GAS CO 083288100 266 98,821SH SOLE 0 98,821
BERGEN BRUNSWIG CORP CLASS A083739102 4,629 446,136SH SOLE 0 446,136
BERINGER WINE ESTATESCL B 084102102 575 14,002SH SOLE 0 14,002
BERKLEY WR CORP COM 084423102 2,242 97,475SH SOLE 0 97,475
BERKSHIREREALTY CO INCOM 084710102 1,283 106,922SH SOLE 0 106,922
BERLITZ INTERNATIONALNEW 08520F100 190 9,038SH SOLE 0 9,038
BERRY PETE CO CL A 085789105 764 56,342SH SOLE 0 56,342
BEST BUY CO INC COM STK086516101 34,193 551,500SH SOLE 0 551,500
BESTFOODS COM 08658U101 37,621 774,699SH SOLE 0 774,699
BETHLEHEM STL CORP COM 087509105 2,570 348,515SH SOLE 0 348,515
BEVERLY ENTERPRISES ICOM NEW087851309 1,074 252,630SH SOLE 0 252,630
BEYOND COM CORP COM 08860E101 347 28,300SH SOLE 0 28,300
BHC COMMUNICATIONS INCL A 055448104 4,579 32,825SH SOLE 0 32,825
BIG FLOWER HOLDINGS ICOM 089159107 1,351 47,700SH SOLE 0 47,700
BILLING CONCEPTS CORPCOM 090063108 402 80,364SH SOLE 0 80,364
BINDLEY WESTN INDS INCOM 090324104 720 50,304SH SOLE 0 50,304
BIO RAD LABORATORIES CLASS A090572207 980 35,788SH SOLE 0 35,788
BIO TECHNOLOGY GEN COCOM 090578105 1,449 151,047SH SOLE 0 151,047
BIOGEN INC COM 090597105 48,423 614,409SH SOLE 0 614,409
BIOMATRIXINC 09060P102 601 26,780SH SOLE 0 26,780
BIOMET INC COM 090613100 7,815 297,015SH SOLE 0 297,015
BISYS GROUP INC COM 055472104 3,371 71,865SH SOLE 0 71,865
BJ SVCS CO COM 055482103 13,275 417,280SH SOLE 0 417,280
BJS WHSL CLUB INC COM 05548J106 7,265 245,734SH SOLE 0 245,734
BLACK + DECKER CORPORCOM 091797100 11,372 248,918SH SOLE 0 248,918
BLACK BOXCORP COM 091826107 3,887 74,041SH SOLE 0 74,041
BLACK HILLS CORP COM 092113109 1,957 83,936SH SOLE 0 83,936
BLANCH E W HLDGS INC 093210102 2,490 38,239SH SOLE 0 38,239
BLOCK DRUG INC CL A 093644102 1,807 50,271SH SOLE 0 50,271
BLOCK H + R INC COM 093671105 12,049 277,378SH SOLE 0 277,378
BLOCKBUSTER INC CL A 093679108 1,563 122,600SH SOLE 0 122,600
BLOUT INTL INC NEW COM 095180105 42 3,110SH SOLE 0 3,110
BLYTH INDS INC COM 09643P108 1,870 66,650SH SOLE 0 66,650
BMC INDS INC MINN COM 055607105 1,257 102,072SH SOLE 0 102,072
BMC SOFTWARE INC COM 055921100 76,103 1,063,446SH SOLE 0 1,063,446
BOB EVANSFARMS INC COM 096761101 3,391 166,425SH SOLE 0 166,425
BOCA RESORTS INC CL A 09688T106 534 50,849SH SOLE 0 50,849
BOEING CO COM 097023105 112,483 2,638,898SH SOLE 0 2,638,898
BOISE CASCADE CORP COM 097383103 5,223 143,344SH SOLE 0 143,344
BOISE CASCADE OFFICE COM 097403109 418 38,396SH SOLE 0 38,396
BOK FINL CORP COM NEW05561Q201 601 30,824SH SOLE 0 30,824
BORDERS GROUP INC COM 099709107 3,976 270,714SH SOLE 0 270,714
BORG WARNER AUTOMOTIVCOM 099724106 1,579 36,712SH SOLE 0 36,712
BOSTON PPTYS INC COM 101121101 4,307 140,356SH SOLE 0 140,356
BOSTON SCIENTIFIC CORCOM 101137107 27,476 1,110,122SH SOLE 0 1,110,122
BOWATER INC COM 102183100 7,917 150,796SH SOLE 0 150,796
BOWNE + CO INC COM 103043105 1,875 154,600SH SOLE 0 154,600
BOYD GAMING CORP COM 103304101 304 50,634SH SOLE 0 50,634
BOYDS COLLECTION LTD COM 103354106 96 7,800SH SOLE 0 7,800
BOYKIN LODGING CO COM 103430104 648 48,900SH SOLE 0 48,900
BRADLEY REAL ESTATE ICOM 104580105 1,326 72,175SH SOLE 0 72,175
BRADY CORP CL A 104674106 2,607 81,480SH SOLE 0 81,480
BRANDYWINE RLTY TR SH BEN 105368203 1,602 98,600SH SOLE 0 98,600
BRE PPTYS INC COM RTS05564E106 3,023 126,272SH SOLE 0 126,272
BREED TECHNOLOGIES INC 106702103 25 66,745SH SOLE 0 66,745
BRENTON BKS INC COM 107211104 1,136 81,699SH SOLE 0 81,699
BRIGGS + STRATTON CORCOM 109043109 4,147 71,047SH SOLE 0 71,047
BRIGHTPOINT INC COM 109473108 1,589 218,200SH SOLE 0 218,200
BRINKER INTL INC COM 109641100 7,373 272,446SH SOLE 0 272,446
BRIO TECHNOLOGY INC COM 109704106 550 24,700SH SOLE 0 24,700
BRISTOL MYERS SQUIBB COM 110122108 366,197 5,425,139SH SOLE 0 5,425,139
BROADCOM CORP CL A 111320107 12,295 112,800SH SOLE 0 112,800
BROADVISION INC COM 111412102 12,981 97,558SH SOLE 0 97,558
BROCADE COMMUNICATIONCOM 111621108 3,045 14,500SH SOLE 0 14,500
BROTHERS GOURMET COFFCOM 114822109 0 8,321SH SOLE 0 8,321
BROWN + BROWN INC COM 115236101 877 26,362SH SOLE 0 26,362
BROWN FORMAN CORP CLASS B115637209 11,338 181,767SH SOLE 0 181,767
BROWN SHOE INC NEW COM 115736100 1,166 63,691SH SOLE 0 63,691
BROWN TOMINC COM NEW115660201 997 67,613SH SOLE 0 67,613
BRUNSWICK CORP COM 117043109 6,408 257,623SH SOLE 0 257,623
BRUSH WELLMAN INC COM 117421107 1,098 74,729SH SOLE 0 74,729
BSB BANCORP INC COM 055652101 643 26,800SH SOLE 0 26,800
BT FINL CORP COM 055763106 513 21,284SH SOLE 0 21,284
BUCKEYE TECHNOLOGIES COM 118255108 1,782 113,600SH SOLE 0 113,600
BUCKLE INC COM 118440106 331 19,200SH SOLE 0 19,200
BUDGET GROUP INC CL A 119003101 264 37,400SH SOLE 0 37,400
BUFFETS INC COM STK119882108 1,889 162,524SH SOLE 0 162,524
BUILDING ONE SVCS CORCOM 120114103 211 17,291SH SOLE 0 17,291
BURLINGTON COAT FACTOCOM 121579106 3,748 189,778SH SOLE 0 189,778
BURLINGTON INDS INC COM 121693105 1,118 248,527SH SOLE 0 248,527
BURLINGTON NORTHN SANCOM 12189T104 34,756 1,263,839SH SOLE 0 1,263,839
BURLINGTON RES INC COM 122014103 17,429 474,271SH SOLE 0 474,271
BURNHAM PAC PPTYS INC 12232C108 979 92,663SH SOLE 0 92,663
BURNS INTL SVCS CORP COM 122374101 729 45,239SH SOLE 0 45,239
BURR BROWN COM 122574106 5,579 141,253SH SOLE 0 141,253
BUSH INDSINC CL A 123164105 423 32,350SH SOLE 0 32,350
BUTLER MFG CO DEL COM 123655102 804 30,640SH SOLE 0 30,640
C CUBE MICROSYSTEMS ICOM 125015107 3,705 85,173SH SOLE 0 85,173
C D I CORP COM 125071100 1,625 59,510SH SOLE 0 59,510
C H ROBINSON WORLDWIDCOM 12541W100 1,683 49,966SH SOLE 0 49,966
C+D TECHNOLOGIES COM 124661109 1,824 50,244SH SOLE 0 50,244
CABLE DESIGN TECHNOLOCOM 126924109 1,802 78,992SH SOLE 0 78,992
CABLETRON SYSTEMS INCCOM STK126920107 7,051 449,452SH SOLE 0 449,452
CABLEVISION SYS CORP CL A 12686C109 18,530 254,712SH SOLE 0 254,712
CABOT CORP COM 127055101 5,583 235,089SH SOLE 0 235,089
CABOT INDL TR COM SH 127072106 726 37,735SH SOLE 0 37,735
CABOT OIL + GAS CORP CL A 127097103 1,639 95,030SH SOLE 0 95,030
CADENCE DESIGN SYS INCOM 127387108 11,516 861,046SH SOLE 0 861,046
CADIZ INC COM 127537108 383 40,039SH SOLE 0 40,039
CAIS INTERNET INC COM 12476Q102 242 20,100SH SOLE 0 20,100
CALGON CARBON CORP COM STK129603106 1,846 271,044SH SOLE 0 271,044
CALIFORNIA MICRO DEVICOM 130439102 0 41SH SOLE 0 41
CALIFORNIA WATER SERVCOM 130788102 1,466 53,546SH SOLE 0 53,546
CALLAWAY GOLF CO COM 131193104 2,649 217,329SH SOLE 0 217,329
CALPINE CORP COM 131347106 3,962 46,583SH SOLE 0 46,583
CAMBREX CORP COM 132011107 1,642 62,100SH SOLE 0 62,100
CAMBRIDGETECHNOLOGY PCOM 132524109 1,243 85,728SH SOLE 0 85,728
CAMDEN PPTY TR 133131102 3,407 126,785SH SOLE 0 126,785
CAMPBELL SOUP CO COM 134429109 47,008 1,201,479SH SOLE 0 1,201,479
CANANDAIGUA WINE INC CL A 137219200 209 3,500SH SOLE 0 3,500
CAPITAL AUTOMOTIVE RECOM SH 139733109 780 63,000SH SOLE 0 63,000
CAPITAL ONE FINL CORPCOM 14040H105 27,439 703,563SH SOLE 0 703,563
CAPITAL RE CORP 140432105 379 37,928SH SOLE 0 37,928
CAPITOL FED FINL COM 14057C106 1,830 183,600SH SOLE 0 183,600
CAPROCK COMMUNICATIONCOM 140667106 2,239 96,300SH SOLE 0 96,300
CAPSTEAD MTG CORP COM 14067E100 703 178,527SH SOLE 0 178,527
CARAUSTARINDS INC COM 140909102 2,022 79,293SH SOLE 0 79,293
CARBO CERAMICS INC COM 140781105 245 8,927SH SOLE 0 8,927
CARDINAL HEALTH INC COM 14149Y108 64,032 1,174,900SH SOLE 0 1,174,900
CARDIOTHORACIC SYS INCOM 141907105 2,215 132,257SH SOLE 0 132,257
CAREERBUILDER INC OC COM 141684100 115 16,400SH SOLE 0 16,400
CAREMARK RX INC COM 141705103 3,016 524,509SH SOLE 0 524,509
CAREMATRIX CORP COM 141706101 167 32,200SH SOLE 0 32,200
CARLISLE COS INC COM 142339100 4,604 116,560SH SOLE 0 116,560
CARMIKE CINEMAS INC CL A 143436103 348 26,533SH SOLE 0 26,533
CAROLINA FIRST CORP 143877108 467 23,547SH SOLE 0 23,547
CAROLINA PWR + LT CO COM 144141108 15,293 432,315SH SOLE 0 432,315
CARPENTERTECHNOLOGY CCOM 144285103 1,763 71,946SH SOLE 0 71,946
CARRAMERICA RLTY CORPCOM 144418100 4,497 204,979SH SOLE 0 204,979
CARRIER ACCESS CORP COM 144460102 3,231 77,275SH SOLE 0 77,275
CARTER WALLACE INC. COM 146285101 3,201 179,096SH SOLE 0 179,096
CASE CORP COM 14743R103 10,104 202,849SH SOLE 0 202,849
CASEYS GEN STORES INCCOM 147528103 2,473 184,458SH SOLE 0 184,458
CASH AMERINTL INC COM 14754D100 1,154 122,234SH SOLE 0 122,234
CASTLE + COOKE INC NECOM 148433105 1,693 110,115SH SOLE 0 110,115
CASTLE A M CO COM 148411101 653 51,708SH SOLE 0 51,708
CATALINA MARKETING COCOM 148867104 4,400 51,874SH SOLE 0 51,874
CATALYTICA INC COM 148885106 505 33,649SH SOLE 0 33,649
CATELLUS DEV CORP 149111106 2,492 212,054SH SOLE 0 212,054
CATERPILLAR INC COM 149123101 53,885 983,080SH SOLE 0 983,080
CATHAY BANCORP INC COM 149150104 250 7,002SH SOLE 0 7,002
CATO CORPNEW CL A 149205106 286 20,283SH SOLE 0 20,283
CB RICHARD ELLIS SVCSCOM 12489L108 401 26,538SH SOLE 0 26,538
CBL + ASSOC PPTYS INCCOM 124830100 1,668 68,273SH SOLE 0 68,273
CBRL GROUP INC COM 12489V106 3,359 216,679SH SOLE 0 216,679
CBS CORP COM 12490K107 89,287 1,930,538SH SOLE 0 1,930,538
CCB FINL CORP COM 124875105 5,776 138,766SH SOLE 0 138,766
CCC INFORMATION SVCS COM 12487Q109 546 41,440SH SOLE 0 41,440
CD RADIO INC COM 125127100 2,041 80,051SH SOLE 0 80,051
CDNOW N2KINC COM 125086108 586 47,119SH SOLE 0 47,119
CDW COMPUTER CTRS INCCOM 125129106 1,921 39,300SH SOLE 0 39,300
CEC ENTMTINC COM 125137109 3,737 104,157SH SOLE 0 104,157
CELGENE CORP COM 151020104 203 7,500SH SOLE 0 7,500
CELL PATHWAYS INC NEWCOM 15114R101 470 48,800SH SOLE 0 48,800
CELLNET DATA SYS COM 15115M101 307 77,907SH SOLE 0 77,907
CELLSTAR CORP COM 150925105 417 55,640SH SOLE 0 55,640
CENDANT CORP COM 151313103 35,573 2,004,085SH SOLE 0 2,004,085
CENTER TRINC COM 151845104 766 68,829SH SOLE 0 68,829
CENTERPOINT PPTYS TR COM 151895109 2,005 59,400SH SOLE 0 59,400
CENTEX CONSTR PRODS ICOM 15231R109 646 17,400SH SOLE 0 17,400
CENTEX CORP COM 152312104 4,356 147,338SH SOLE 0 147,338
CENTINAL CELLULAR CORCL A NE15133V208 396 8,720SH SOLE 0 8,720
CENTOCOR INC COM 152342101 12,160 207,638SH SOLE 0 207,638
CENTRAL + SOUTH WEST COM 152357109 11,846 560,755SH SOLE 0 560,755
CENTRAL GARDEN + PET CO 153527106 221 29,000SH SOLE 0 29,000
CENTRAL HUDSON GAS + COM 153609102 4,205 106,789SH SOLE 0 106,789
CENTRAL NEWSPAPERS INCL A 154647101 4,833 108,610SH SOLE 0 108,610
CENTRAL PKG CORP COM 154785109 667 22,800SH SOLE 0 22,800
CENTURA BKS INC 15640T100 3,385 81,818SH SOLE 0 81,818
CENTURY COMMUNICATIONCL A 156503104 8,531 186,980SH SOLE 0 186,980
CENTURY SOUTH BANK INCOM 156683104 274 11,920SH SOLE 0 11,920
CENTURYBUSINESS SVCS COM 156490104 263 22,600SH SOLE 0 22,600
CENTURYTEL INC COM 156700106 16,119 396,783SH SOLE 0 396,783
CEPHALON INC COM 156708109 1,603 89,225SH SOLE 0 89,225
CERIDIAN CORP COM 15677T106 10,158 408,364SH SOLE 0 408,364
CERNER CORP 156782104 1,770 116,084SH SOLE 0 116,084
CFW COMMUNICATIONS COCOM 124923103 301 12,600SH SOLE 0 12,600
CHAMPION ENTERPRISES COM 158496109 1,535 170,593SH SOLE 0 170,593
CHAMPION INTL CORP COM 158525105 13,919 270,926SH SOLE 0 270,926
CHARMING SHOPPES INC COM 161133103 1,390 271,241SH SOLE 0 271,241
CHART INDS INC COM 16115Q100 179 36,300SH SOLE 0 36,300
CHARTER ONE FINL INC COM 160903100 10,351 447,600SH SOLE 0 447,600
CHASE MANHATTAN CORP COM 16161A108 180,142 2,389,939SH SOLE 0 2,389,939
CHATEAU CMNTYS INC COM 161726104 1,613 62,051SH SOLE 0 62,051
CHATTEM INC COM 162456107 201 9,110SH SOLE 0 9,110
CHECKFREEHLDGS CORP COM 162816102 4,367 106,200SH SOLE 0 106,200
CHECKPOINT SYS INC COM 162825103 1,048 112,498SH SOLE 0 112,498
CHEESECAKE FACTORY 163072101 1,461 52,638SH SOLE 0 52,638
CHELSEA GCA REALTY INCOM 163262108 1,450 45,856SH SOLE 0 45,856
CHEMED CORP COM 163596109 1,178 38,936SH SOLE 0 38,936
CHEMFIRSTINC COM 16361A106 1,775 64,995SH SOLE 0 64,995
CHEMICAL FINL CORP COM 163731102 417 12,298SH SOLE 0 12,298
CHEROKEE INC NEW WT SER 16444L111 0 5SH SOLE 0 5
CHEROKEE INC NEW WT SER 16444L129 0 4SH SOLE 0 4
CHEROKEE INC NEW WT SER 16444L137 0 21SH SOLE 0 21
CHESAPEAKE CORP COM RTS165159104 2,003 66,228SH SOLE 0 66,228
CHESAPEAKE ENERGY CORCOM 165167107 850 219,270SH SOLE 0 219,270
CHEVRON CORP COM 166751107 158,689 1,788,042SH SOLE 0 1,788,042
CHICAGO TITLE CORP COM 168228104 10,460 261,903SH SOLE 0 261,903
CHILDRENSPL RETAIL STCOM 168905107 1,156 43,400SH SOLE 0 43,400
CHIQUITA BRANDS INTL COM STK170032106 844 142,226SH SOLE 0 142,226
CHIRON CORP COM STK170040109 14,087 508,772SH SOLE 0 508,772
CHITTENDEN CORP COM 170228100 2,645 92,794SH SOLE 0 92,794
CHOICE HOTELS INC COM 169905106 3,624 211,624SH SOLE 0 211,624
CHOICEPOINT INC COM 170388102 3,417 50,709SH SOLE 0 50,709
CHRIS CRAFT INDS INC COM 170520100 5,804 103,404SH SOLE 0 103,404
CHS ELECTRONICS INC COM NEW12542A206 209 145,442SH SOLE 0 145,442
CHUBB CORP COM 171232101 23,776 479,121SH SOLE 0 479,121
CHURCH + DWIGHT INC COM 171340102 3,422 136,884SH SOLE 0 136,884
CIBER INC COM 17163B102 813 53,100SH SOLE 0 53,100
CIENA CORP COM 171779101 15,212 416,776SH SOLE 0 416,776
CIGNA CORP COM 125509109 42,851 551,141SH SOLE 0 551,141
CILCORP INC COM 171794100 3,223 49,726SH SOLE 0 49,726
CINCINNATI BELL INC COM 171870108 8,868 456,226SH SOLE 0 456,226
CINCINNATI FINL CORP COM 172062101 17,534 467,195SH SOLE 0 467,195
CINERGY CORP COM 172474108 11,867 419,136SH SOLE 0 419,136
CINTAS CORP COM 172908105 14,896 257,654SH SOLE 0 257,654
CIRCLE INTL GROUP INCCOM 172574105 1,245 60,935SH SOLE 0 60,935
CIRCUIT CITY STORES ICOM 172737108 27,357 648,464SH SOLE 0 648,464
CIRRUS LOGIC INC COM 172755100 2,310 210,028SH SOLE 0 210,028
CISCO SYS INC COM 17275R102 632,887 9,230,798SH SOLE 0 9,230,798
CIT GROUPINC CL A 125577106 1,192 57,991SH SOLE 0 57,991
CITATION CORP ALA COM 172895104 660 38,800SH SOLE 0 38,800
CITIGROUP INC COM 172967101 413,946 9,407,869SH SOLE 0 9,407,869
CITIZENS BKG CORP MICCOM 174420109 678 25,963SH SOLE 0 25,963
CITIZENS UTILS CO DELCL B 177342201 25,823 2,282,666SH SOLE 0 2,282,666
CITRIX SYS INC COM 177376100 16,618 268,300SH SOLE 0 268,300
CITY HLDGCO COM 177835105 362 18,795SH SOLE 0 18,795
CITY NATLCORP COM 178566105 5,057 150,688SH SOLE 0 150,688
CK WITCO CORP COM 12562C108 6,393 429,755SH SOLE 0 429,755
CKE RESTAURANTS INC COM 12561E105 1,121 154,598SH SOLE 0 154,598
CLAIRE S STORES INC COM 179584107 4,118 248,656SH SOLE 0 248,656
CLARCOR INC 179895107 1,748 103,986SH SOLE 0 103,986
CLARIFY INC COM 180492100 9,316 185,162SH SOLE 0 185,162
CLAYTON HOMES INC COM 184190106 4,069 468,384SH SOLE 0 468,384
CLEAR CHANNEL COMMUNICOM 184502102 73,213 916,590SH SOLE 0 916,590
CLECO CORP NEW COM 12561W105 2,518 77,639SH SOLE 0 77,639
CLEVELANDCLIFFS INC COM 185896107 1,864 59,876SH SOLE 0 59,876
CLOROX CO COM 189054109 34,482 901,502SH SOLE 0 901,502
CMG INFORMATION SVCS COM 125750109 23,646 230,693SH SOLE 0 230,693
CMP GROUPINC COM 125887109 2,226 84,390SH SOLE 0 84,390
CMS ENERGY CORP COM 125896100 10,495 309,239SH SOLE 0 309,239
CNA FINL CORP COM 126117100 2,941 84,042SH SOLE 0 84,042
CNA SURETY CORP COM 12612L108 712 54,262SH SOLE 0 54,262
CNB BANCSHARES INC COM 126126101 3,228 60,913SH SOLE 0 60,913
CNET INC COM 125945105 9,496 169,576SH SOLE 0 169,576
CNF TRANSN INC COM 12612W104 5,476 147,015SH SOLE 0 147,015
COACHMEN INDS INC COM 189873102 777 50,100SH SOLE 0 50,100
COAST FEDERAL LITIGATCONTING19034Q110 72 70,248SH SOLE 0 70,248
COASTAL CORP COM 190441105 23,439 572,548SH SOLE 0 572,548
COCA COLA CO COM 191216100 325,313 6,742,236SH SOLE 0 6,742,236
COCA COLA ENTERPRISESCOM STK191219104 25,786 1,142,886SH SOLE 0 1,142,886
COCA COLABOTTLING CO COM 191098102 1,518 27,064SH SOLE 0 27,064
COGNEX CORP COM 192422103 3,508 116,222SH SOLE 0 116,222
COHERENT INC COM 192479103 1,644 73,690SH SOLE 0 73,690
COHU INC COM 192576106 1,293 61,200SH SOLE 0 61,200
COINSTAR INC COM 19259P300 553 55,600SH SOLE 0 55,600
COLEMAN CO INC 193559101 74 7,778SH SOLE 0 7,778
COLGATE PALMOLIVE CO COM 194162103 73,457 1,605,612SH SOLE 0 1,605,612
COLLINS +AIKMAN CORP COM 194830105 1,166 166,536SH SOLE 0 166,536
COLONIAL BANCGROUPINCCOM 195493309 1,629 145,576SH SOLE 0 145,576
COLONIAL PPTYS TR COM SH 195872106 2,053 76,757SH SOLE 0 76,757
COLUMBIA / HCA HEALTHCOM 197677107 33,276 1,570,532SH SOLE 0 1,570,532
COLUMBIA ENERGY GROUPCOM 197648108 12,047 217,559SH SOLE 0 217,559
COLUMBIA LABS INC COM STK197779101 635 84,700SH SOLE 0 84,700
COLUMBUS MCKINNON CORCOM 199333105 398 23,100SH SOLE 0 23,100
COMAIR HLDGS INC COM 199789108 4,183 250,643SH SOLE 0 250,643
COMCAST CORP CL A SP200300200 81,173 2,035,680SH SOLE 0 2,035,680
COMDIAL CORP COM NEW200332302 0 1SH SOLE 0 1
COMDISCO INC COM 200336105 9,949 515,181SH SOLE 0 515,181
COMERICA INC COM 200340107 22,251 439,522SH SOLE 0 439,522
COMFORT SYS USA INC COM 199908104 172 14,591SH SOLE 0 14,591
COMMERCE BANCORP INC COM 200519106 2,601 62,679SH SOLE 0 62,679
COMMERCE BANCSHARES ICOM 200525103 7,236 204,538SH SOLE 0 204,538
COMMERCE GROUP INC MACOM 200641108 911 39,593SH SOLE 0 39,593
COMMERCE ONE INC DEL COM 200693109 3,195 32,700SH SOLE 0 32,700
COMMERCIAL FED CORP COM 201647104 2,684 136,755SH SOLE 0 136,755
COMMERCIAL INTERTECH COM 201709102 853 70,731SH SOLE 0 70,731
COMMERCIAL METALS CO COM 201723103 1,754 61,023SH SOLE 0 61,023
COMMERCIAL NET LEASE COM 202218103 929 87,400SH SOLE 0 87,400
COMMNET CELLULAR INC COM NEW202604203 986 31,500SH SOLE 0 31,500
COMMONWEALTH BANCORP COM 20268X102 845 49,496SH SOLE 0 49,496
COMMONWEALTH TEL ENTECOM 203349105 1,864 42,359SH SOLE 0 42,359
COMMSCOPEINC COM 203372107 3,710 114,158SH SOLE 0 114,158
COMMUNITYFIRST BANKSHCOM 203902101 1,566 92,800SH SOLE 0 92,800
COMMUNITYTR BANCORP ICOM 204149108 674 31,065SH SOLE 0 31,065
COMPAQ COMPUTER CORP COM 204493100 108,015 4,721,963SH SOLE 0 4,721,963
COMPASS BANCSHARES INCOM 20449H109 5,519 220,747SH SOLE 0 220,747
COMPLETE BUSINES SOLUCOM 20452F107 301 22,026SH SOLE 0 22,026
COMPUCOM SYS INC COM 204780100 254 67,907SH SOLE 0 67,907
COMPUCREDIT CORP COM 20478N100 343 18,500SH SOLE 0 18,500
COMPUSA INC 204932107 1,943 323,756SH SOLE 0 323,756
COMPUTER ASSOC INTL ICOM 204912109 90,442 1,479,620SH SOLE 0 1,479,620
COMPUTER HORIZONS CORCOM 205908106 1,005 86,489SH SOLE 0 86,489
COMPUTER NETWORK TECHCOM 204925101 458 49,200SH SOLE 0 49,200
COMPUTER SCIENCES CORCOM 205363104 33,095 470,685SH SOLE 0 470,685
COMPUTER TASK GROUP ICOM 205477102 1,097 74,384SH SOLE 0 74,384
COMPUWARE CORP COM 205638109 25,636 983,624SH SOLE 0 983,624
COMSAT CORP COM SER20564D107 4,750 160,352SH SOLE 0 160,352
COMVERSE TECHNOLOGY ICOM NEW205862402 22,265 236,075SH SOLE 0 236,075
CONAGRA INC COM 205887102 29,691 1,315,929SH SOLE 0 1,315,929
CONCENTRIC NETWORK COCOM 20589R107 4,975 244,933SH SOLE 0 244,933
CONCORD COMMUNICATIONCOM 206186108 932 23,458SH SOLE 0 23,458
CONCORD EFS INC COM 206197105 12,955 628,121SH SOLE 0 628,121
CONECTIV INC COM 206829103 4,549 231,804SH SOLE 0 231,804
CONEXANT SYS INC COM 207142100 26,209 360,726SH SOLE 0 360,726
CONMED CORP 207410101 1,212 49,487SH SOLE 0 49,487
CONNECTICUT ENERGY COCOM 207567108 1,198 30,961SH SOLE 0 30,961
CONOCO INC CL A 208251306 2,739 98,700SH SOLE 0 98,700
CONOCO INC CL B 208251405 47,390 1,731,127SH SOLE 0 1,731,127
CONSECO INC COM STK208464107 18,904 994,966SH SOLE 0 994,966
CONSOL ENERGY INC COM 20854P109 285 19,800SH SOLE 0 19,800
CONSOLIDATED EDISON ICOM 209115104 25,482 614,023SH SOLE 0 614,023
CONSOLIDATED FREIGHTWCOM 209232107 743 75,257SH SOLE 0 75,257
CONSOLIDATED GRAPHICSCOM 209341106 844 20,024SH SOLE 0 20,024
CONSOLIDATED NAT GAS COM 209615103 15,891 254,766SH SOLE 0 254,766
CONSOLIDATED PAPERS ICOM 209759109 5,410 201,309SH SOLE 0 201,309
CONSOLIDATED PRODS INCOM 209798107 659 67,550SH SOLE 0 67,550
CONSOLIDATED STORES CCOM 210149100 7,309 331,272SH SOLE 0 331,272
CONSTELLATION ENERGY COM 210371100 11,054 393,018SH SOLE 0 393,018
CONTIFINANCIAL CORP COM 21075V107 22 20,700SH SOLE 0 20,700
CONTINENTAL AIRLS INCCOM CL 210795308 6,528 199,338SH SOLE 0 199,338
CONTOUR ENERGY CO COM 21220C103 22 16,640SH SOLE 0 16,640
CONVERGYS CORP COM 212485106 8,384 423,186SH SOLE 0 423,186
COOPER CAMERON CORP COM 216640102 18,222 482,690SH SOLE 0 482,690
COOPER COS INC COM NEW216648402 689 22,300SH SOLE 0 22,300
COOPER INDS INC COM 216669101 12,682 271,271SH SOLE 0 271,271
COOPER TIRE + RUBR COCOM 216831107 4,151 235,536SH SOLE 0 235,536
COORS ADOLPH CO CLASS B217016104 5,171 95,539SH SOLE 0 95,539
COPART INC COM 217204106 885 48,000SH SOLE 0 48,000
COPPER MTN NETWORKS ICOM 217510106 1,034 11,800SH SOLE 0 11,800
COR THERAPEUTICS INC COM 217753102 1,331 70,078SH SOLE 0 70,078
CORAM HEALTHCARE CORPCOM 218103109 1 1,094SH SOLE 0 1,094
CORDANT TECHNOLOGIES COM 218412104 5,285 173,646SH SOLE 0 173,646
CORIXA CORP COM 21887F100 1,181 87,900SH SOLE 0 87,900
CORN PRODUCTS INTL INCOM 219023108 3,012 98,959SH SOLE 0 98,959
CORNERSTONE PPTYS INCCDT COM21922H103 4,128 270,658SH SOLE 0 270,658
CORNERSTONE RLTY INCOCOM 21922V102 1,025 113,900SH SOLE 0 113,900
CORNICHE GROUP INC PFD SER219269206 3 4,298SH SOLE 0 4,298
CORNING INC COM 219350105 51,219 747,044SH SOLE 0 747,044
CORPORATEEXPRESS INC COM 219888104 3,134 333,226SH SOLE 0 333,226
CORT BUSINESS SVCS COCOM 220493100 789 34,100SH SOLE 0 34,100
CORUS BANKSHARES INC COM 220873103 539 21,052SH SOLE 0 21,052
COSTAR GROUP INC COM 22160N109 683 28,600SH SOLE 0 28,600
COSTCO WHSL CORP NEW COM 22160K105 42,975 596,873SH SOLE 0 596,873
COTELLIGENT INC COM 221630106 52 14,693SH SOLE 0 14,693
COUNTRYWIDE CR INDS ICOM 222372104 10,575 327,916SH SOLE 0 327,916
COUSINS PPTYS INC COM 222795106 2,447 72,098SH SOLE 0 72,098
COVAD COMMUNICATIONS COM 222814204 14,922 342,300SH SOLE 0 342,300
COVANCE INC COM 222816100 1,551 160,131SH SOLE 0 160,131
COVENTRY HELATH CARE COM 222862104 941 99,034SH SOLE 0 99,034
COX COMMUNICATIONS INCL A 224044107 18,997 455,010SH SOLE 0 455,010
COX RADIOINC CL A 224051102 613 10,300SH SOLE 0 10,300
CPI CORP COM 125902106 2,232 65,298SH SOLE 0 65,298
CRANE CO COM 224399105 3,841 171,179SH SOLE 0 171,179
CRAWFORD + CO COM CLA224633107 1,553 108,521SH SOLE 0 108,521
CREATIVE COMPUTERS INCOM 22527E107 289 45,300SH SOLE 0 45,300
CREDENCE SYSTEMS CORPCOM 225302108 2,435 54,270SH SOLE 0 54,270
CREDIT ACCEPTANCE CORCOM 225310101 415 69,094SH SOLE 0 69,094
CREE RESH INC COM 225447101 1,639 48,300SH SOLE 0 48,300
CRESCENT REAL ESTATE COM 225756105 5,743 319,064SH SOLE 0 319,064
CRESTLINECAP CORP COM 226153104 1,318 64,090SH SOLE 0 64,090
CRIIMI MAE INC COM 226603108 301 145,800SH SOLE 0 145,800
CROSS TIMBERS OIL CO COM 227573102 1,168 86,510SH SOLE 0 86,510
CROWN AMERICAN RLTY 228186102 463 71,918SH SOLE 0 71,918
CROWN CORK + SEAL INCCOM 228255105 16,978 700,131SH SOLE 0 700,131
CSG SYS INTL INC COM 126349109 2,450 89,400SH SOLE 0 89,400
CSS INDS INC COM 125906107 951 41,364SH SOLE 0 41,364
CSX CORP COM 126408103 24,758 584,256SH SOLE 0 584,256
CT COMMUNICATIONS INCCOM NEW126426402 272 5,500SH SOLE 0 5,500
CTC COMMUNICATIONS GRCOM 126419100 850 51,700SH SOLE 0 51,700
CTS CORP COM 126501105 7,213 125,442SH SOLE 0 125,442
CUBIC CORP COM 229669106 1,051 44,839SH SOLE 0 44,839
CULLEN FROST BANKERS COM 229899109 4,579 183,155SH SOLE 0 183,155
CUMMINS ENGINE INC COM 231021106 5,331 107,029SH SOLE 0 107,029
CUNO INC COM 126583103 1,475 74,231SH SOLE 0 74,231
CURTISS WRIGHT CORP COM 231561101 1,042 32,318SH SOLE 0 32,318
CVB FINL CORP COM 126600105 775 29,263SH SOLE 0 29,263
CVS CORP COM 126650100 50,620 1,240,313SH SOLE 0 1,240,313
CYBERONICS INC COM 23251P102 615 34,400SH SOLE 0 34,400
CYGNUS INC COM 232560102 636 56,700SH SOLE 0 56,700
CYMER INC COM 232572107 2,181 62,878SH SOLE 0 62,878
CYPRESS SEMICONDUCTORCOM 232806109 6,587 306,368SH SOLE 0 306,368
CYPRUS AMAX MINERALS COM 232809103 4,789 244,015SH SOLE 0 244,015
CYTEC INDS INC COM 232820100 3,359 142,940SH SOLE 0 142,940
CYTYC CORP COM 232946103 1,253 32,400SH SOLE 0 32,400
D.R.HORTON INC COM 23331A109 890 68,812SH SOLE 0 68,812
DAIN RAUSCHER CORP COM 233856103 2,756 56,248SH SOLE 0 56,248
DAISYTEK INTL CORP COM 234053106 380 27,000SH SOLE 0 27,000
DAL TILE INTL INC COM 23426R108 482 60,683SH SOLE 0 60,683
DALLAS SEMICONDUCTOR COM 235204104 5,393 100,916SH SOLE 0 100,916
DANA CORP COM 235811106 16,469 443,612SH SOLE 0 443,612
DANAHER CORP COM 235851102 23,512 446,247SH SOLE 0 446,247
DARDEN RESTAURANTS INCOM 237194105 7,450 380,823SH SOLE 0 380,823
DATA GEN CORP COM 237688106 2,432 115,483SH SOLE 0 115,483
DATA TRANSMISSION NETWORK CO238017107 753 30,200SH SOLE 0 30,200
DATASCOPECORP COM 238113104 2,214 63,034SH SOLE 0 63,034
DATASTREAM SYS INC COM 238124101 397 30,255SH SOLE 0 30,255
DATAWARE TECHNOLOGIESCOM 237920103 2 797SH SOLE 0 797
DAVE + BUSTERS INC COM 23833N104 169 14,189SH SOLE 0 14,189
DAVIDS BRIDAL INC COM 238576102 188 25,300SH SOLE 0 25,300
DAYTON HUDSON CORP COM 239753106 72,197 1,202,032SH SOLE 0 1,202,032
DBT ONLINE INC COM 233044106 661 26,490SH SOLE 0 26,490
DE LUXE CORP COM 248019101 7,114 209,241SH SOLE 0 209,241
DEAN FOODS CO COM 242361103 5,900 135,429SH SOLE 0 135,429
DEERE + CO COM 244199105 25,317 654,403SH SOLE 0 654,403
DELHAIZE AMER INC CL B 246688204 7,617 336,653SH SOLE 0 336,653
DELIAS INC. COM 246885107 376 59,800SH SOLE 0 59,800
DELL COMPUTER CORP COM 247025109 289,974 6,935,094SH SOLE 0 6,935,094
DELPHI AUTOMOTIVE SYSCOM 247126105 24,410 1,519,680SH SOLE 0 1,519,680
DELPHI FINL GROUP INC 247131105 596 19,740SH SOLE 0 19,740
DELTA + PINE LD CO COM 247357106 2,810 108,592SH SOLE 0 108,592
DELTA AIR LINES INC DCOM 247361108 19,243 396,763SH SOLE 0 396,763
DELTIC TIMBER CORP COM 247850100 1,912 84,062SH SOLE 0 84,062
DENDRITE INTL INC COM 248239105 4,020 85,076SH SOLE 0 85,076
DENTSPLY INTL INC NEW 249030107 2,802 123,156SH SOLE 0 123,156
DEPARTMENT 56 INC COM 249509100 984 41,105SH SOLE 0 41,105
DESTIA COMMUNICATIONSCOM 25063E100 269 21,500SH SOLE 0 21,500
DETROIT DIESEL CORP COM 250837101 142 7,652SH SOLE 0 7,652
DEVELOPERS DIVERSIFIECOM 251591103 2,539 181,380SH SOLE 0 181,380
DEVON ENERGY CORPORATCOM 25179M103 28,891 697,209SH SOLE 0 697,209
DEVRY INCDEL COM 251893103 4,474 223,704SH SOLE 0 223,704
DEXTER CORP COM 252165105 2,918 78,201SH SOLE 0 78,201
DIAGNOSTIC PRODS CORPCOM STK252450101 1,284 47,889SH SOLE 0 47,889
DIAL CORPNEW COM 25247D101 10,078 395,202SH SOLE 0 395,202
DIAMOND OFFSHORE DRILCOM 25271C102 7,680 230,110SH SOLE 0 230,110
DIEBOLD INC COM 253651103 6,475 279,994SH SOLE 0 279,994
DIGITAL MICROWAVE CORCOM 253859102 1,964 125,197SH SOLE 0 125,197
DIGITAL RIV INC COM 25388B104 1,118 51,400SH SOLE 0 51,400
DII GROUPINC COM 232949107 2,455 69,782SH SOLE 0 69,782
DILLARDS INC CL A 254067101 6,090 299,796SH SOLE 0 299,796
DIME BANCORP INC NEW COM USD25429Q102 7,503 428,770SH SOLE 0 428,770
DIME CMNTY BANCORP INCOM 253922108 812 39,150SH SOLE 0 39,150
DIMON INC COM 254394109 417 107,607SH SOLE 0 107,607
DIONEX CORP COM 254546104 9,690 226,660SH SOLE 0 226,660
DISCOUNT AUTO PTS INCCOM 254642101 454 28,183SH SOLE 0 28,183
DISNEY WALT CO COM 254687106 146,112 5,619,677SH SOLE 0 5,619,677
DOCUMENTUM INC COM 256159104 655 30,300SH SOLE 0 30,300
DOLE FOODINC COM 256605106 2,603 137,018SH SOLE 0 137,018
DOLLAR GEN CORP 256669102 32,397 1,049,291SH SOLE 0 1,049,291
DOLLAR THRIFTY AUTOMOCOM 256743105 665 32,163SH SOLE 0 32,163
DOLLAR TREE STORES INCOM 256747106 3,580 89,650SH SOLE 0 89,650
DOMINION RES INC VA COM 257470104 23,315 516,673SH SOLE 0 516,673
DONALDSONINC COM 257651109 2,515 108,482SH SOLE 0 108,482
DONALDSONLUFKIN + JENDLJDIRE257661504 702 46,000SH SOLE 0 46,000
DONALDSONLUFKIN+JENRECOM 257661108 2,999 75,800SH SOLE 0 75,800
DONNA KARAN INTL INC COM 257826107 157 18,500SH SOLE 0 18,500
DONNELLEY R R + SONS COM 257867101 24,174 837,189SH SOLE 0 837,189
DORAL FINL CORP COM 25811P100 372 27,800SH SOLE 0 27,800
DOUBLECLICK INC COM 258609304 10,066 84,501SH SOLE 0 84,501
DOVER CORP COM 260003108 23,924 585,296SH SOLE 0 585,296
DOW CHEM CO COM 260543103 68,977 607,062SH SOLE 0 607,062
DOW JONES + CO INC COM 260561105 13,451 252,010SH SOLE 0 252,010
DOWNEY FINL CORP COM 261018105 2,262 112,405SH SOLE 0 112,405
DPL INC COM 233293109 7,943 450,691SH SOLE 0 450,691
DQE COM STK23329J104 10,768 275,210SH SOLE 0 275,210
DRESS BARN INC COM 261570105 1,637 89,260SH SOLE 0 89,260
DREYERS GRAND ICE CRECOM NPV261878102 2,582 148,632SH SOLE 0 148,632
DSP COMMUNICATIONS INCOM 23332K106 2,390 125,800SH SOLE 0 125,800
DSP GROUPINC COM 23332B106 167 4,200SH SOLE 0 4,200
DST SYS INC DEL COM 233326107 7,822 137,526SH SOLE 0 137,526
DTE ENERGY CO COM 233331107 13,996 384,776SH SOLE 0 384,776
DU PONT E I DE NEMOURCOM 263534109 161,360 2,667,105SH SOLE 0 2,667,105
DUFF + PHELPS CREDIT COM 26432F109 392 4,908SH SOLE 0 4,908
DUKE ENERGY CO COM STK264399106 54,512 988,877SH SOLE 0 988,877
DUKE WEEKS REALITY COCOM NEW264411505 5,870 301,017SH SOLE 0 301,017
DUN + BRADSTREET CORPCOM 26483B106 13,292 444,912SH SOLE 0 444,912
DUPONT PHOTOMASKS INCCOM 26613X101 344 7,462SH SOLE 0 7,462
DURA AUTOMOTIVE SYS ICOM 265903104 86 3,594SH SOLE 0 3,594
DURA PHARMACEUTICALS COM 26632S109 2,217 159,056SH SOLE 0 159,056
DURAMED PHARMACEUTICACOM RTS266354109 442 57,000SH SOLE 0 57,000
DYCOM INDS INC COM 267475101 877 20,796SH SOLE 0 20,796
DYNEGY INC COM 26816L102 7,837 378,813SH SOLE 0 378,813
DYNEX CAPINC COM NEW26817Q506 219 32,408SH SOLE 0 32,408
E M C CORP MASS COM 268648102 219,460 3,074,749SH SOLE 0 3,074,749
E SPIRE COMMUNICATIONCOM 269153102 1,643 226,653SH SOLE 0 226,653
E TEK DYNAMICS INC COM 269240107 3,543 65,300SH SOLE 0 65,300
E TRADE GROUP INC COM 269246104 11,817 502,860SH SOLE 0 502,860
E4L INC COM 268452109 434 113,900SH SOLE 0 113,900
EAGLE GEOPHYSICAL INCCOM 269524104 1 3,334SH SOLE 0 3,334
EAGLE USAAIRFREIGHT ICOM 270018104 584 19,500SH SOLE 0 19,500
EARTHGRAINS CO COM 270319106 2,003 90,536SH SOLE 0 90,536
EARTHLINKNETWORK INC COM 270322100 2,412 56,179SH SOLE 0 56,179
EAST WESTBANCORP INC COM 27579R104 193 16,245SH SOLE 0 16,245
EASTERN ENTERPRISES COM 27637F100 33,157 714,023SH SOLE 0 714,023
EASTERN UTILS ASSOC COM 277173100 3,105 103,948SH SOLE 0 103,948
EASTGROUP PPTYS INC COM 277276101 854 47,100SH SOLE 0 47,100
EASTMAN CHEM CO COM 277432100 8,203 205,719SH SOLE 0 205,719
EASTMAN KODAK CO COM 277461109 85,507 1,130,676SH SOLE 0 1,130,676
EATON CORP COM 278058102 17,637 204,343SH SOLE 0 204,343
EATON VANCE CORP COM NON278265103 4,079 127,476SH SOLE 0 127,476
EBAY INC COM 278642103 8,351 59,200SH SOLE 0 59,200
ECHOSTAR COMMUNICATIOCL A 278762109 9,441 103,962SH SOLE 0 103,962
ECLIPSYS CORP COM 278856109 925 64,340SH SOLE 0 64,340
ECOLAB INC COM 278865100 16,563 485,370SH SOLE 0 485,370
EDIFY CORP COM 280599101 851 67,900SH SOLE 0 67,900
EDISON INTL COM 281020107 23,707 975,105SH SOLE 0 975,105
EDUCATIONMGMT CORP COM 28139T101 411 33,236SH SOLE 0 33,236
EDWARDS AG INC COM 281760108 9,301 352,636SH SOLE 0 352,636
EDWARDS JD + CO COM 281667105 808 38,989SH SOLE 0 38,989
EEX CORP COM NEW26842V207 309 105,219SH SOLE 0 105,219
EFAX COM INC COM 282012103 565 73,500SH SOLE 0 73,500
EFFICIENT NETWORKS INCOM 282056100 1,237 34,000SH SOLE 0 34,000
EG + G INC COM 268457108 1,877 47,229SH SOLE 0 47,229
EL PASO ELEC CO COM NEW283677854 1,521 168,993SH SOLE 0 168,993
EL PASO ENERGY CORP DCOM 283905107 13,479 334,874SH SOLE 0 334,874
ELCOR CHEM CORP COM 284443108 1,873 74,916SH SOLE 0 74,916
ELECTRIC LIGHTWARE INCL A 284895109 415 31,311SH SOLE 0 31,311
ELECTRO RENT COM 285218103 2,228 178,248SH SOLE 0 178,248
ELECTRO SCIENTIFIC INCOM 285229100 1,507 28,292SH SOLE 0 28,292
ELECTROGLAS INC COM 285324109 1,199 51,300SH SOLE 0 51,300
ELECTRONIC ARTS COM 285512109 14,060 194,261SH SOLE 0 194,261
ELECTRONIC DATA SYS CCOM 285661104 71,918 1,358,539SH SOLE 0 1,358,539
ELETRONICS FOR IMAGING INC 286082102 8,513 165,608SH SOLE 0 165,608
EMCORE CORP COM 290846104 304 21,900SH SOLE 0 21,900
EMERSON ELEC CO COM 291011104 79,916 1,264,742SH SOLE 0 1,264,742
EMMIS COMMUNICATIONS CL A 291525103 1,222 18,500SH SOLE 0 18,500
EMPIRE DIST ELEC CO COM 291641108 1,433 56,060SH SOLE 0 56,060
EMULEX CORP COM NEW292475209 2,070 24,100SH SOLE 0 24,100
ENERGEN CORP COM 29265N108 1,837 90,706SH SOLE 0 90,706
ENERGY EAST CORP COM 29266M109 9,009 379,346SH SOLE 0 379,346
ENESCO GROUP INC COM 292973104 1,149 74,741SH SOLE 0 74,741
ENGELHARD CORP COM 292845104 25,070 1,373,678SH SOLE 0 1,373,678
ENGINEERING ANIMATIONCOM 292872108 473 29,912SH SOLE 0 29,912
ENHANCE FINL SVCS GROCOM 293310108 736 41,604SH SOLE 0 41,604
ENRON CORP COM 293561106 79,628 1,939,190SH SOLE 0 1,939,190
ENSCO INTL INC COM 26874Q100 8,207 454,384SH SOLE 0 454,384
ENTERCOM COMMUNICATIOCOM 293639100 475 13,200SH SOLE 0 13,200
ENTERGY CORP COM 29364G103 19,088 659,638SH SOLE 0 659,638
ENTERTAINMENT PPTYS TCOM SH 29380T105 581 39,703SH SOLE 0 39,703
ENTREMED INC COM 29382F103 333 15,392SH SOLE 0 15,392
ENZO BIOCHEM INC COM 294100102 2,408 84,878SH SOLE 0 84,878
ENZON INC COM 293904108 3,642 119,400SH SOLE 0 119,400
EOG RESOURCES INC COM 26875P101 6,028 283,676SH SOLE 0 283,676
EPICOR SOFTWARE CORP COM 29426L108 575 99,980SH SOLE 0 99,980
EQUIFAX INC COM 294429105 21,084 749,667SH SOLE 0 749,667
EQUITABLERES INC COM 294549100 4,239 112,098SH SOLE 0 112,098
EQUITY INNS INC COM 294703103 904 106,400SH SOLE 0 106,400
EQUITY OFFICE PPTYS TCOM 294741103 16,734 719,741SH SOLE 0 719,741
EQUITY RESIDENTIAL PPSH BEN 29476L107 13,807 325,827SH SOLE 0 325,827
ERIE INDTY CO CL A 29530P102 4,730 143,591SH SOLE 0 143,591
ESS TECHNOLOGY INC COM 269151106 306 23,100SH SOLE 0 23,100
ESSEX PROPERTY TRUST COM 297178105 1,487 42,564SH SOLE 0 42,564
ESTERLINETECHNOLOGIESCOM 297425100 1,100 69,840SH SOLE 0 69,840
ETEC SYS INC COM 26922C103 1,934 51,400SH SOLE 0 51,400
ETHAN ALLEN INTERIORSCOM 297602104 4,376 137,541SH SOLE 0 137,541
ETHYL CORP COM 297659104 1,441 371,982SH SOLE 0 371,982
ETOWN CORP COM 269242103 1,050 21,168SH SOLE 0 21,168
ETOYS INC COM 297862104 1,604 24,100SH SOLE 0 24,100
EVEREN CAPITAL CORP COM 299761106 332 11,264SH SOLE 0 11,264
EVEREST REINSURANCE HCOM 299808105 3,955 166,100SH SOLE 0 166,100
EXECUTONEINFORMATION COM 301607107 1,057 352,400SH SOLE 0 352,400
EXIDE CORP COM 302051107 494 51,635SH SOLE 0 51,635
EXODUS COMMUNICATIONSCOM 302088109 19,377 268,896SH SOLE 0 268,896
EXPEDITORES INTL WASHCOM 302130109 4,352 135,600SH SOLE 0 135,600
EXPRESS SCRIPTS INC CL A 302182100 7,545 96,428SH SOLE 0 96,428
EXTENDED STAY AMER INCOM 30224P101 1,045 116,080SH SOLE 0 116,080
EXTREME NETWORKS INC COM 30226D106 1,728 27,300SH SOLE 0 27,300
EXXON CORP COM 302290101 504,212 6,634,367SH SOLE 0 6,634,367
F + M NATL CORP COM 302374103 1,280 49,244SH SOLE 0 49,244
F N B CORP PA 302520101 1,135 46,815SH SOLE 0 46,815
FACTORY 2U INC COM 303072102 329 11,000SH SOLE 0 11,000
FACTSET RESH SYS INC COM 303075105 1,220 21,450SH SOLE 0 21,450
FAIR ISSAC + CO INC 303250104 1,075 38,300SH SOLE 0 38,300
FAIRCHILDCORP CL A 303698104 705 68,822SH SOLE 0 68,822
FAIRFIELDCMNTYS INC 304231301 1,108 101,300SH SOLE 0 101,300
FAMILY DLR STORES INCCOM 307000109 22,378 1,059,337SH SOLE 0 1,059,337
FAMILY GOLF CTRS INC COM 30701A106 79 31,365SH SOLE 0 31,365
FARMER BROS CO COM 307675108 1,242 7,484SH SOLE 0 7,484
FARMERS CAP BK CORP 309562106 242 6,764SH SOLE 0 6,764
FASTENAL CO 311900104 15,753 334,285SH SOLE 0 334,285
FBL FINL GROUP INC CL A 30239F106 342 16,572SH SOLE 0 16,572
FDX CORP COM 31304N107 31,223 803,168SH SOLE 0 803,168
FEDERAL HOME LN MTG CCOM FOR313400301 98,421 1,892,717SH SOLE 0 1,892,717
FEDERAL MOGUL CORP COM 313549107 3,697 134,140SH SOLE 0 134,140
FEDERAL NATL MTG ASSNCOM 313586109 176,201 2,810,777SH SOLE 0 2,810,777
FEDERAL RLTY INVT TR SH BEN 313747206 2,410 115,125SH SOLE 0 115,125
FEDERAL SIGNAL CORP COM STK313855108 3,974 199,959SH SOLE 0 199,959
FEDERATED DEPT STORESCOM 31410H101 24,489 560,555SH SOLE 0 560,555
FEDERATEDINVS INC PA CL B 314211103 1,833 106,257SH SOLE 0 106,257
FELCOR LODGING TR INCCOM 31430F101 3,046 174,051SH SOLE 0 174,051
FERRO CORP COM STK315405100 2,879 135,085SH SOLE 0 135,085
FIDELITY NATL FINL INCOM 316326107 1,319 86,821SH SOLE 0 86,821
FIFTH THIRD BANCORP COM STK316773100 44,635 733,603SH SOLE 0 733,603
FILENET CORP 316869106 1,280 119,782SH SOLE 0 119,782
FINANCIALFED CORP COM 317492106 984 52,500SH SOLE 0 52,500
FINANCIALSEC ASSUR HLCOM 31769P100 3,829 74,072SH SOLE 0 74,072
FINET COMINC COM 317922300 2,054 677,500SH SOLE 0 677,500
FINISH LINE INC CL A 317923100 450 51,448SH SOLE 0 51,448
FINOVA GROUP INC COM 317928109 8,672 237,602SH SOLE 0 237,602
FIRST AMERICAN FINL CCOM 318522307 3,307 247,284SH SOLE 0 247,284
FIRST AMERN CORP TENNCOM 318900107 11,267 259,017SH SOLE 0 259,017
FIRST BANCORP P R COM 318672102 557 28,200SH SOLE 0 28,200
FIRST BUSE CORP CL A 319383105 37 1,600SH SOLE 0 1,600
FIRST COMM BANCSHARESCL B 319777207 166 8,000SH SOLE 0 8,000
FIRST COMWLTH FINL COCOM 319829107 823 32,284SH SOLE 0 32,284
FIRST CTZNS BANCSHARES INC N31946M103 1,886 24,569SH SOLE 0 24,569
FIRST DATA CORP COM 319963104 59,600 1,358,404SH SOLE 0 1,358,404
FIRST FINL BANCORP COM 320209109 1,580 67,238SH SOLE 0 67,238
FIRST FINL BANKSHARESCOM 32020R109 409 12,306SH SOLE 0 12,306
FIRST FINL CORP IND COM 320218100 375 10,232SH SOLE 0 10,232
FIRST HEALTH GROUP COCOM 320960107 6,668 297,172SH SOLE 0 297,172
FIRST INDCORP 32054R108 770 36,657SH SOLE 0 36,657
FIRST INDL RLTY TR INCOM 32054K103 2,786 112,564SH SOLE 0 112,564
FIRST LIBERTY FINL CORP 320691108 339 11,987SH SOLE 0 11,987
FIRST MERCHANTS CORP COM 320817109 239 10,032SH SOLE 0 10,032
FIRST MIDWEST BANCORPCOM 320867104 3,033 79,418SH SOLE 0 79,418
FIRST REPBK SAN FRANCCOM 336158100 390 14,700SH SOLE 0 14,700
FIRST SECCORP DEL COM 336294103 11,471 482,374SH SOLE 0 482,374
FIRST SIERRA FINL INCCOM 335944104 547 51,200SH SOLE 0 51,200
FIRST TENN NATL CORP COM 337162101 9,697 344,798SH SOLE 0 344,798
FIRST UN CORP COM 337358105 93,723 2,630,823SH SOLE 0 2,630,823
FIRST UTDBANCSHARES ICOM 33741E104 158 8,904SH SOLE 0 8,904
FIRST VA BKS INC COM RTS337477103 7,072 162,352SH SOLE 0 162,352
FIRST WASH BANCORP INCOM 33748T104 687 39,270SH SOLE 0 39,270
FIRST WASH RLTY TR INCOM 337489504 40 1,900SH SOLE 0 1,900
FIRSTAR CORP WIS COM 33763V109 72,982 2,848,088SH SOLE 0 2,848,088
FIRSTENERGY CORP COM 337932107 16,798 663,635SH SOLE 0 663,635
FIRSTFED FINL CORP DECOM 337907109 2,162 124,432SH SOLE 0 124,432
FIRSTMERIT CORP COM 337915102 4,440 174,969SH SOLE 0 174,969
FIRSTPLUSFINL GROUP ICOM 33763B103 28 110,562SH SOLE 0 110,562
FISERV INC 337738108 23,137 711,909SH SOLE 0 711,909
FISHER SCIENTIFIC INTCOM MEW338032204 404 18,800SH SOLE 0 18,800
FLAGSTAR BANCORP INC COM 337930101 260 16,900SH SOLE 0 16,900
FLEET BOSTON CORP COM 33901A108 56,638 1,546,436SH SOLE 0 1,546,436
FLEETWOODENTERPRISES COM 339099103 2,207 109,308SH SOLE 0 109,308
FLEMING COS INC COM 339130106 947 96,500SH SOLE 0 96,500
FLORIDA EAST COAST INCOM 340632108 4,095 130,776SH SOLE 0 130,776
FLORIDA PROGRESS CORPCOM 341109106 13,047 282,094SH SOLE 0 282,094
FLORIDA ROCK INDS INCCOM 341140101 2,359 67,896SH SOLE 0 67,896
FLOWERS INDS INC COM 343496105 4,019 296,305SH SOLE 0 296,305
FLOWSERVECORP COM 34354P105 1,652 99,388SH SOLE 0 99,388
FLUOR CORP COM 343861100 8,957 222,526SH SOLE 0 222,526
FLYCAST COMMUNICATIONCOM 344067103 414 9,100SH SOLE 0 9,100
FM BANCORPORATION INCCOM 302371109 620 17,855SH SOLE 0 17,855
FMC CORP COM NEW302491303 4,595 95,224SH SOLE 0 95,224
FONAR CORP COM 344437108 3 3,351SH SOLE 0 3,351
FONAR CORP PFD NON344437306 74 26,920SH SOLE 0 26,920
FOOTSTAR INC COM 344912100 25,791 731,648SH SOLE 0 731,648
FORCENERGY INC COM 345206106 23 30,100SH SOLE 0 30,100
FORD MTR CO DEL COM 345370100 165,899 3,301,473SH SOLE 0 3,301,473
FOREMOST CORP AMER COM 345469100 3,392 141,331SH SOLE 0 141,331
FOREST CITY ENTERPRISCOM 345550107 1,104 49,464SH SOLE 0 49,464
FOREST LABS INC COM 345838106 20,348 483,046SH SOLE 0 483,046
FOREST OIL CORP COM NEW346091606 1,230 72,100SH SOLE 0 72,100
FORT JAMES CORP COM 347471104 31,590 1,183,711SH SOLE 0 1,183,711
FORTUNE BRANDS INC COM 349631101 14,834 459,966SH SOLE 0 459,966
FOSSIL INC COM 349882100 1,807 66,780SH SOLE 0 66,780
FOSTER WHEELER CORP COM 350244109 1,545 128,097SH SOLE 0 128,097
FOUNDATION HEALTH SYSCOM 350404109 3,275 347,010SH SOLE 0 347,010
FPL GROUP INC COM 302571104 24,347 483,319SH SOLE 0 483,319
FRANCHISEFIN CORP AMECOM 351807102 3,709 158,694SH SOLE 0 158,694
FRANKLIN COVEY CO COM 353469109 159 20,703SH SOLE 0 20,703
FRANKLIN ELEC INC COM 353514102 1,092 16,542SH SOLE 0 16,542
FRANKLIN RES INC COM 354613101 20,758 679,197SH SOLE 0 679,197
FREEPORT MCMORAN COPPCL B 35671D857 7,553 485,363SH SOLE 0 485,363
FREMONT GEN CORP COM 357288109 1,779 188,534SH SOLE 0 188,534
FRIEDE GOLDMAN INTL ICOM 358430106 103 10,140SH SOLE 0 10,140
FRIEDMAN BILLINGS RAMSEY 358433100 331 47,647SH SOLE 0 47,647
FRITZ COMP INC COM 358846103 554 53,418SH SOLE 0 53,418
FRONTIER INS GROUP INCOM 359081106 742 84,763SH SOLE 0 84,763
FSI INTL INC 302633102 465 56,360SH SOLE 0 56,360
FULLER H B CO COM 359694106 3,023 49,653SH SOLE 0 49,653
FULTON FINL CORP PA COM 360271100 2,283 121,776SH SOLE 0 121,776
FURNITUREBRANDS INTL COM 360921100 3,147 159,853SH SOLE 0 159,853
FURON CO COM 361106107 1,955 78,408SH SOLE 0 78,408
G + K SERVICES CL A 361268105 3,111 76,808SH SOLE 0 76,808
GABLES RESIDENTIAL TRSH BEN 362418105 1,848 77,000SH SOLE 0 77,000
GADZOOX NETWORKS INC COM 362555104 140 2,600SH SOLE 0 2,600
GALILEO INTL INC COM 363547100 5,082 126,273SH SOLE 0 126,273
GALLAGHERARTHUR J + CCOM 363576109 2,792 52,430SH SOLE 0 52,430
GANNETT INC COM 364730101 58,008 838,418SH SOLE 0 838,418
GAP INC COM 364760108 75,325 2,353,900SH SOLE 0 2,353,900
GARDNER DENVER INC COM 365558105 521 34,455SH SOLE 0 34,455
GARTNER GROUP INC NEWCL A 366651107 2,282 142,622SH SOLE 0 142,622
GARTNER GROUP INC NEWCL B 366651206 1,966 117,816SH SOLE 0 117,816
GATEWAY INC COM 367626108 41,094 933,952SH SOLE 0 933,952
GATX COM 361448103 5,171 166,464SH SOLE 0 166,464
GAYLORD CONTAINER CORCL A 368145108 1,161 162,899SH SOLE 0 162,899
GAYLORD ENTMT CO NEW COM 367905106 1,562 52,943SH SOLE 0 52,943
GC COS INC COM 36155Q109 1,134 37,786SH SOLE 0 37,786
GELTEX PHARMACEUTICALCOM 368538104 497 44,694SH SOLE 0 44,694
GENCORP INC COM 368682100 2,208 120,552SH SOLE 0 120,552
GENERAL BINDING CORP COM 369154109 2,809 138,712SH SOLE 0 138,712
GENERAL COMMUNICATION INC 369385109 133 25,500SH SOLE 0 25,500
GENERAL DYNAMICS CORPCOM 369550108 35,353 566,218SH SOLE 0 566,218
GENERAL ELEC CO COM 369604103 1,090,7169,199,502SH SOLE 0 9,199,502
GENERAL GROWTH PPTYS COM 370021107 4,096 130,037SH SOLE 0 130,037
GENERAL INSTR CORP DECOM 370120107 22,272 464,003SH SOLE 0 464,003
GENERAL MLS INC COM 370334104 34,498 425,244SH SOLE 0 425,244
GENERAL MTRS CORP CL H NE370442832 13,363 233,408SH SOLE 0 233,408
GENERAL MTRS CORP COM 370442105 111,403 1,770,064SH SOLE 0 1,770,064
GENERAL SEMICONDUCTORCOM 370787103 875 84,869SH SOLE 0 84,869
GENERALE CABLE CORP DCOM 369300108 598 49,800SH SOLE 0 49,800
GENESCO INC COM 371532102 1,099 87,900SH SOLE 0 87,900
GENESYS TELECOMMUNICACOM 371931106 7 159SH SOLE 0 159
GENLYTE GROUP INC COM 372302109 337 14,199SH SOLE 0 14,199
GENRAD INC COM 372447102 1,535 80,256SH SOLE 0 80,256
GENTEK INC COM 37245X104 275 24,194SH SOLE 0 24,194
GENTEX CORP COM 371901109 8,628 417,684SH SOLE 0 417,684
GENUINE PARTS CO COM 372460105 12,659 476,558SH SOLE 0 476,558
GENZYME CORP COM 372917104 8,995 199,616SH SOLE 0 199,616
GENZYME CORP COM MOL372917500 65 11,368SH SOLE 0 11,368
GENZYME CORP COM SUR372917609 0 1SH SOLE 0 1
GEON CO COM 37246W105 1,519 58,974SH SOLE 0 58,974
GEORGIA GULF CORP COM 373200203 3,122 177,144SH SOLE 0 177,144
GEORGIA PAC CORP COM 373298108 19,579 484,185SH SOLE 0 484,185
GEORGIA PAC CORP COM TIM373298702 5,771 252,300SH SOLE 0 252,300
GERBER SCIENTIFIC INCCOM 373730100 2,216 99,034SH SOLE 0 99,034
GETTY RLTY CORP NEW COM 374297109 669 49,590SH SOLE 0 49,590
GIANT CEMHLDG INC COM 374450104 311 13,559SH SOLE 0 13,559
GIBRALTORSTEEL CORP COM 37476F103 230 10,900SH SOLE 0 10,900
GILEAD SCIENCES INC COM 375558103 10,072 156,921SH SOLE 0 156,921
GILLETTE CO COM 375766102 106,068 3,125,381SH SOLE 0 3,125,381
GLATFELTER P H CO COM 377316104 1,848 112,422SH SOLE 0 112,422
GLENAYRE TECHNOLOGIESCOM 377899109 581 193,610SH SOLE 0 193,610
GLENBOROUGH RLTY TR ICOM 37803P105 1,536 93,100SH SOLE 0 93,100
GLIMCHER RLTY TR COM 379302102 1,015 69,098SH SOLE 0 69,098
GLOBAL CROSSING LTD SHS G3921A100 20,979 791,656SH SOLE 0 791,656
GLOBAL FINANCIAL INFOCO INV 379992977 51,870 300,000SH SOLE 0 300,000
GLOBAL INDL TECHNOLOGCOM 379335102 430 35,103SH SOLE 0 35,103
GLOBAL INDUSTRIES INC 379336100 706 86,900SH SOLE 0 86,900
GLOBAL MARINE INC COM NEW379352404 9,675 588,616SH SOLE 0 588,616
GLOBAL TELESYSTEMS GRCDT COM37936U104 10,376 526,224SH SOLE 0 526,224
GLOBIX CORP COM 37957F101 3,015 64,500SH SOLE 0 64,500
GO2NET COM 383486107 4,144 64,000SH SOLE 0 64,000
GOLDEN STBANCORP INC COM 381197102 2,544 141,844SH SOLE 0 141,844
GOLDEN WEST FINL CORPCOM 381317106 14,879 151,345SH SOLE 0 151,345
GOLDMAN SACHS GROUP ICOM 38141G104 10,199 167,200SH SOLE 0 167,200
GOLF TR AMER INC COM 38168B103 427 21,600SH SOLE 0 21,600
GOODRICH B F CO COM 382388106 8,365 288,462SH SOLE 0 288,462
GOODYEAR TIRE AND RUBCOM 382550101 20,126 418,197SH SOLE 0 418,197
GOODYS FAMILY CLOTHINCOM 382588101 224 27,784SH SOLE 0 27,784
GPU INC COM 36225X100 10,782 330,487SH SOLE 0 330,487
GRACE W R+ CO DEL NEWCOM 38388F108 25,198 1,538,814SH SOLE 0 1,538,814
GRACO INC COM 384109104 3,026 92,232SH SOLE 0 92,232
GRAINGER W W INC COM 384802104 12,879 267,967SH SOLE 0 267,967
GRAND PREMIER FINL INCOM 386174106 572 37,180SH SOLE 0 37,180
GRANITE CONSTR INC 387328107 1,092 41,908SH SOLE 0 41,908
GREAT ATLANTIC + PAC COM 390064103 2,946 97,178SH SOLE 0 97,178
GREAT LAKES CHEMICAL COM 390568103 6,244 164,041SH SOLE 0 164,041
GREAT LAKES REIT INC COM 390752103 705 46,800SH SOLE 0 46,800
GREAT PLAINS SOFTWARECOM 39119E105 445 8,643SH SOLE 0 8,643
GREENPOINT FINL CORP COM 395384100 6,776 255,098SH SOLE 0 255,098
GREIF BROS CORP CL A 397624107 1,270 44,962SH SOLE 0 44,962
GREY ADVERTISING INC COM 397838103 920 2,500SH SOLE 0 2,500
GREY WOLFINC COM 397888108 202 67,400SH SOLE 0 67,400
GRIFFON CORP COM 398433102 1,020 127,457SH SOLE 0 127,457
GT INTERACTIVE SOFTWACOM 36236E109 228 78,600SH SOLE 0 78,600
GTE CORP COM 362320103 205,658 2,675,228SH SOLE 0 2,675,228
GTECH HLDGS CORP COM 400518106 2,496 116,445SH SOLE 0 116,445
GUARANTEELIFE COS INCCOM 400740106 996 32,600SH SOLE 0 32,600
GUESS INC COM 401617105 303 22,527SH SOLE 0 22,527
GUIDANT CORP COM 401698105 64,629 1,205,197SH SOLE 0 1,205,197
GUILFORD MLS INC COM 401794102 799 92,638SH SOLE 0 92,638
GUILFORD PHARMACEUTICCOM 401829106 576 37,742SH SOLE 0 37,742
GUITAR CTR INC COM 402040109 107 11,300SH SOLE 0 11,300
GYMBOREE CORP COM 403777105 489 71,158SH SOLE 0 71,158
H S RES INC COM 404297103 393 24,000SH SOLE 0 24,000
HA LO INDS INC COM 404429102 372 59,550SH SOLE 0 59,550
HADCO CORP COM 404681108 1,691 39,090SH SOLE 0 39,090
HAEMONETICS CORP MASSCOM 405024100 554 28,127SH SOLE 0 28,127
HALLIBURTON CO COM 406216101 49,045 1,196,216SH SOLE 0 1,196,216
HALTER MARINE GROUP ICOM 40642Y105 488 89,686SH SOLE 0 89,686
HAMBRECHT+ QUIST GROUCOM 406545103 260 5,331SH SOLE 0 5,331
HAMILTON BANCORP INC COM 407013101 529 24,900SH SOLE 0 24,900
HANCOCK HLDG CO COM 410120109 669 16,728SH SOLE 0 16,728
HANDLEMANCO DEL COM 410252100 1,400 105,649SH SOLE 0 105,649
HANGER ORTHOPEDIC GROCOM NEW41043F208 244 16,849SH SOLE 0 16,849
HANNA M.A. CO COM STK410522106 1,783 156,757SH SOLE 0 156,757
HANNAFORDBROS CO COM 410550107 7,793 110,643SH SOLE 0 110,643
HANOVER COMPRESSOR COCOM 410768105 1,204 37,860SH SOLE 0 37,860
HANOVER DIRECT INC COM 410783104 103 40,000SH SOLE 0 40,000
HARBINGERCORP COM 41145C103 1,244 73,725SH SOLE 0 73,725
HARBOR FLA BANCORP INCOM 411510100 168 13,822SH SOLE 0 13,822
HARBOR FLBANCSHARES ICOM 411901101 102 8,400SH SOLE 0 8,400
HARCOURT GEN INC COM 41163G101 7,781 186,941SH SOLE 0 186,941
HARKEN ENERGY CORP COM 412552101 324 287,853SH SOLE 0 287,853
HARLAND JOHN H CO COM 412693103 1,563 80,431SH SOLE 0 80,431
HARLEY DAVIDSON INC COM RTS412822108 34,850 696,131SH SOLE 0 696,131
HARLEYSVILLE GROUP INCOM 412824104 1,220 86,721SH SOLE 0 86,721
HARLEYSVILLE NATL CORCOM 412850109 636 18,428SH SOLE 0 18,428
HARMAN INTL INDS INC COM 413086109 1,858 44,166SH SOLE 0 44,166
HARMONIC INC COM 413160102 7,862 60,100SH SOLE 0 60,100
HARRAHS ENTMT INC COM 413619107 9,240 332,989SH SOLE 0 332,989
HARRIS CORP DEL COM 413875105 5,665 205,073SH SOLE 0 205,073
HARSCO CORP COM 415864107 3,935 142,448SH SOLE 0 142,448
HARTE HANKS INC COM 416196103 2,828 112,266SH SOLE 0 112,266
HARTFORD FINANCIAL SVCOM 416515104 25,374 620,776SH SOLE 0 620,776
HARTFORD LIFE INC CL A 416592103 2,394 48,600SH SOLE 0 48,600
HARTMARX CORP COM 417119104 1,284 320,900SH SOLE 0 320,900
HASBRO INC COM 418056107 11,061 514,458SH SOLE 0 514,458
HAWAIIAN ELEC INDS INCOM 419870100 2,556 72,635SH SOLE 0 72,635
HAYES LEMMERZ INTL INCOM 420781106 1,178 50,659SH SOLE 0 50,659
HCC INS HLDGS INC 404132102 1,702 101,250SH SOLE 0 101,250
HEALTH CARE PPTY INVSCOM 421915109 2,535 96,579SH SOLE 0 96,579
HEALTH CARE REIT INC COM 42217K106 1,667 83,342SH SOLE 0 83,342
HEALTH MGMT ASSOC CL A 421933102 13,417 1,731,223SH SOLE 0 1,731,223
HEALTHCARE RLTY TR COM 421946104 2,208 117,780SH SOLE 0 117,780
HEALTHEONCORP COM 422209106 1,047 28,300SH SOLE 0 28,300
HEALTHSOUTH CORP COM 421924101 7,194 1,174,463SH SOLE 0 1,174,463
HEARST ARGYLE TELEVISCOM 422317107 3,096 144,022SH SOLE 0 144,022
HEARTLANDEXPRESS INC 422347104 1,576 111,594SH SOLE 0 111,594
HECLA MNGCO COM 422704106 611 207,874SH SOLE 0 207,874
HEICO CORP NEW 422806109 156 8,354SH SOLE 0 8,354
HEIDRICK + STRUGGLES COM 422819102 288 15,100SH SOLE 0 15,100
HEILIG MEYERS CO COM 422893107 854 179,736SH SOLE 0 179,736
HEINZ H J CO COM 423074103 42,249 982,543SH SOLE 0 982,543
HELIX TECHNOLOGY CORPCOM 423319102 2,561 77,032SH SOLE 0 77,032
HELLER FINL INC CL A 423328103 541 24,063SH SOLE 0 24,063
HELMERICHAND PAYNE INCOM 423452101 3,199 126,383SH SOLE 0 126,383
HEMISPHERX BIOPHARMA COM 42366C103 219 32,200SH SOLE 0 32,200
HENRY JACK + ASSOC INC 426281101 1,217 32,950SH SOLE 0 32,950
HENRY SCHEIN INC COM STK806407102 473 33,200SH SOLE 0 33,200
HERBALIFEINTL INC CL A 426908208 404 26,487SH SOLE 0 26,487
HERCULES INC COM 427056106 24,342 850,382SH SOLE 0 850,382
HERSHEY FOODS CORP COM 427866108 19,152 393,371SH SOLE 0 393,371
HERTZ CORP CL A 428040109 1,575 35,801SH SOLE 0 35,801
HEWLETT PACKARD CO COM 428236103 251,665 2,773,169SH SOLE 0 2,773,169
HEXCEL CORP NEW COM 428291108 893 153,552SH SOLE 0 153,552
HIBERNIA CORP CL A 428656102 4,042 347,677SH SOLE 0 347,677
HIGHWOODS PPTYS INC COM 431284108 4,496 173,772SH SOLE 0 173,772
HILLENBRAND INDS INC COM 431573104 3,932 149,099SH SOLE 0 149,099
HILTON HOTELS CORP COM 432848109 6,554 663,658SH SOLE 0 663,658
HINES HORTICULTURE INCOM 433245107 24,576 2,520,598SH SOLE 0 2,520,598
HISPANIC BROADCASTINGCOM 43357B104 4,887 64,200SH SOLE 0 64,200
HMT TECHNOLOGY CORP COM 403917107 232 66,300SH SOLE 0 66,300
HNC SOFTWARE INC COM 40425P107 2,000 50,400SH SOLE 0 50,400
HOLLINGERINTERNATIONACL A 435569108 622 52,400SH SOLE 0 52,400
HOLLYWOODENTMT CORP COM 436141105 1,075 71,658SH SOLE 0 71,658
HOLLYWOODPK INC NEW COM 436255103 980 63,748SH SOLE 0 63,748
HOME DEPOT INC COM 437076102 296,041 4,313,890SH SOLE 0 4,313,890
HOME PPTYS N Y INC COM 437306103 1,412 52,900SH SOLE 0 52,900
HOMEBASE INC COM 43738E108 496 126,067SH SOLE 0 126,067
HOMESTAKE MNG CO COM 437614100 6,060 659,575SH SOLE 0 659,575
HOMESTEADVLG PPTYS INCOM 437851108 126 44,667SH SOLE 0 44,667
HOMESTORE COM INC COM 437852106 567 13,600SH SOLE 0 13,600
HON INDS INC COM 438092108 3,691 191,730SH SOLE 0 191,730
HONEYWELL INC COM 438506107 38,299 344,066SH SOLE 0 344,066
HOOPER HOLMES INC COM 439104100 540 21,062SH SOLE 0 21,062
HORACE MANN EDUCATORSNEW COM440327104 3,119 120,850SH SOLE 0 120,850
HORIZON RES CORP COM 440437101 0 1SH SOLE 0 1
HORMEL FOODS CORP COM 440452100 6,599 159,724SH SOLE 0 159,724
HOSPITALITY PPTYS TR COM SH 44106M102 2,690 121,234SH SOLE 0 121,234
HOST MARRIOTT CORP NECOM 44107P104 5,628 592,425SH SOLE 0 592,425
HOUGHTON MIFFLIN CO COM 441560109 4,615 113,590SH SOLE 0 113,590
HOUSEHOLD INTL INC COM 441815107 52,821 1,316,402SH SOLE 0 1,316,402
HOUSTON EXPL CO COM 442120101 218 10,045SH SOLE 0 10,045
HOVNANIANENTERPRISES CL B 442487302 613 74,268SH SOLE 0 74,268
HRPT PPTYS TR COM SH 40426W101 4,206 373,896SH SOLE 0 373,896
HSB GROUPINC COM 40428N109 4,107 116,721SH SOLE 0 116,721
HUBBELL INC CLB 443510201 5,678 178,140SH SOLE 0 178,140
HUDSON UTD BANCORP COM 444165104 1,844 59,860SH SOLE 0 59,860
HUGHES SUPPLY INC COM 444482103 662 30,414SH SOLE 0 30,414
HUMAN GENOME SCIENCESCOM 444903108 4,208 57,052SH SOLE 0 57,052
HUMANA INC COM 444859102 2,944 428,249SH SOLE 0 428,249
HUNT J B TRANS SVCS ICOM 445658107 1,919 138,324SH SOLE 0 138,324
HUNTINGTON BANCSHARESCOM 446150104 17,357 653,446SH SOLE 0 653,446
HUSSMANN INTL INC COM 448110106 2,587 152,155SH SOLE 0 152,155
HUTCHINSON TECHNOLOGYCOM 448407106 1,775 65,736SH SOLE 0 65,736
HVIDE MARINE INC CL A 448515106 7 18,805SH SOLE 0 18,805
HYPERION SOLUTIONS COCOM 44914M104 2,544 115,649SH SOLE 0 115,649
HYPERION TELECOMMUNICCL A 44914K306 1,645 66,300SH SOLE 0 66,300
I2 TECHNOLOGIES INC COM 465754109 578 14,892SH SOLE 0 14,892
IBP INC COM STK449223106 4,788 193,926SH SOLE 0 193,926
ICG COMMUNICATIONS INCOM 449246107 972 62,460SH SOLE 0 62,460
ICN PHARMACEUTICALS ICOM 448924100 4,446 258,658SH SOLE 0 258,658
ICOS CORP COM 449295104 3,416 115,795SH SOLE 0 115,795
IDACORP INC COM 451107106 3,429 113,841SH SOLE 0 113,841
IDEC PHARMACEUTICALS COM 449370105 5,585 59,400SH SOLE 0 59,400
IDENTIX INC 451906101 266 31,300SH SOLE 0 31,300
IDEX CORP COM 45167R104 2,808 99,166SH SOLE 0 99,166
IDEXX LABS INC COM 45168D104 1,860 108,036SH SOLE 0 108,036
IDT CORP COM 448947101 1,120 53,500SH SOLE 0 53,500
IDX SYS CORP COM 449491109 299 16,500SH SOLE 0 16,500
IHOP CORPNEW COM 449623107 1,331 65,710SH SOLE 0 65,710
IKON OFFICE SOLUTIONSCOM 451713101 3,929 367,599SH SOLE 0 367,599
ILLINOIS TOOL WKS INCCOM 452308109 69,714 934,977SH SOLE 0 934,977
ILLINOVA CORP COM 452317100 6,218 221,590SH SOLE 0 221,590
IMATION CORP COM 45245A107 3,299 106,435SH SOLE 0 106,435
IMC GLOBAL INC COM 449669100 4,308 295,860SH SOLE 0 295,860
IMC MTG CO COM 449923101 2 19,062SH SOLE 0 19,062
IMCLONE SYS INC COM 45245W109 1,251 37,626SH SOLE 0 37,626
IMCO RECYCLING INC COM 449681105 714 47,600SH SOLE 0 47,600
IMMUNEX CORP NEW COM 452528102 14,969 345,104SH SOLE 0 345,104
IMPAC MORT HOLDINGS ICOM 45254P102 47 10,225SH SOLE 0 10,225
IMPATH INC COM 45255G101 212 7,264SH SOLE 0 7,264
IMPERIAL BANCORP COM 452556103 2,603 122,493SH SOLE 0 122,493
IMPERIAL CR COML MTG COM 45272T102 1,101 100,060SH SOLE 0 100,060
IMPERIAL CR INDS INC COM 452729106 402 91,924SH SOLE 0 91,924
IMPERIAL SUGAR CO NEWCOM 453096109 202 32,911SH SOLE 0 32,911
IMRGLOBALCORP COM 45321W106 204 24,696SH SOLE 0 24,696
IMS HEALTH INC COM 449934108 22,534 987,798SH SOLE 0 987,798
INACOM CORP COM 45323G109 1,207 131,328SH SOLE 0 131,328
INCYTE PHARMACUTICALSCOM 45337C102 1,065 46,058SH SOLE 0 46,058
INDIANA ENERGY INC COM 454707100 2,084 103,873SH SOLE 0 103,873
INDUSTRI MATEMATIK INCOM 455792101 233 96,921SH SOLE 0 96,921
INDY MAC MTG HLDGS INCOM 456607100 3,165 211,032SH SOLE 0 211,032
INET TECHNOLOGIES INCCOM 45662V105 722 18,100SH SOLE 0 18,100
INFINITY BROADCASTINGCL A 45662S102 5,476 186,802SH SOLE 0 186,802
INFOCURE CORP COM 45665A108 1,427 75,600SH SOLE 0 75,600
INFORMATICA CORP COM 45666Q102 76 1,500SH SOLE 0 1,500
INFORMATION ARCHITECTCOM 45669R107 126 62,983SH SOLE 0 62,983
INFORMATION RES INC COM RTS456905108 1,271 114,888SH SOLE 0 114,888
INFORMIX CORP COM 456779107 6,627 834,928SH SOLE 0 834,928
INFOSEEK CORP COM 45678M107 4,379 141,845SH SOLE 0 141,845
INFOSPACECOM INC COM 45678T102 280 6,800SH SOLE 0 6,800
INFOUSA INC NEW CL B 456818103 220 32,066SH SOLE 0 32,066
INGERSOLL RAND CO COM 456866102 28,327 515,618SH SOLE 0 515,618
INGRAM MICRO INC CL A 457153104 1,500 116,510SH SOLE 0 116,510
INHALE THERAPEUTIC SYCOM 457191104 1,142 37,600SH SOLE 0 37,600
INKTOMI CORP COM 457277101 12,819 106,800SH SOLE 0 106,800
INNKEEPERS USA TR COM 4576J0104 784 94,315SH SOLE 0 94,315
INNOVATIVE CLINICAL SCOM 45767E107 25 32,700SH SOLE 0 32,700
INNOVEX INC COM 457647105 326 36,181SH SOLE 0 36,181
INPUT/OUTPUT INC COM 457652105 949 143,200SH SOLE 0 143,200
INSIGHT ENTERPRISES ICOM 45765U103 510 15,706SH SOLE 0 15,706
INSIGNIA FINL GROUP ICOM 45767A105 410 46,831SH SOLE 0 46,831
INSITUFORM TECHNOLOGICL A 457667103 512 20,477SH SOLE 0 20,477
INSPIRE INS SOLUTIONSCOM 457732105 137 19,876SH SOLE 0 19,876
INTEGRATED DEVICE TECCOM RTS458118106 4,774 258,058SH SOLE 0 258,058
INTEGRATED HEALTH SVCCOM 45812C106 140 89,835SH SOLE 0 89,835
INTEGRATED SYS INC CL A 45812M104 628 61,600SH SOLE 0 61,600
INTEL CORP COM 458140100 690,252 9,288,508SH SOLE 0 9,288,508
INTER TELINC COM 458372109 1,348 75,916SH SOLE 0 75,916
INTERDIGITAL COMM CORCOM 45866A105 901 163,899SH SOLE 0 163,899
INTERFACEINC CL A 458665106 672 131,142SH SOLE 0 131,142
INTERGRAPH CORP COM 458683109 934 166,080SH SOLE 0 166,080
INTERGRATED ELECTRICACOM 45811E103 204 12,923SH SOLE 0 12,923
INTERIM SVCS INC COM 45868P100 4,263 260,324SH SOLE 0 260,324
INTERMEDIA COMMUNICATCOM 458801107 2,405 110,581SH SOLE 0 110,581
INTERMET CORP COM 45881K104 723 85,376SH SOLE 0 85,376
INTERNATIONAL BUSINESCOM 459200101 631,628 5,220,063SH SOLE 0 5,220,063
INTERNATIONAL FIBERCOCOM 45950T101 247 47,100SH SOLE 0 47,100
INTERNATIONAL FLAVOURCOM 459506101 10,042 291,084SH SOLE 0 291,084
INTERNATIONAL GAME TECOM 459902102 7,893 438,501SH SOLE 0 438,501
INTERNATIONAL HOME FOCOM 459655106 724 41,362SH SOLE 0 41,362
INTERNATIONAL MULTIFOCOM 460043102 1,657 72,024SH SOLE 0 72,024
INTERNATIONAL NETWORKCOM 460053101 3,133 57,616SH SOLE 0 57,616
INTERNATIONAL PAPER CCOM 460146103 53,855 1,120,521SH SOLE 0 1,120,521
INTERNATIONAL RECTIFICOM 460254105 2,396 157,084SH SOLE 0 157,084
INTERNATIONAL SPECIALNEW COM460337108 334 33,638SH SOLE 0 33,638
INTERNATIONAL SPEEDWACLA REC460335201 410 7,805SH SOLE 0 7,805
INTERNET CAP GROUP INCOM 46059C106 882 10,039SH SOLE 0 10,039
INTERPOOLINC COM 46062R108 195 25,541SH SOLE 0 25,541
INTERPUBLIC GROUP COSCOM 460690100 38,449 934,936SH SOLE 0 934,936
INTERSTATE BAKERIES CDEL NEW46072H108 2,518 109,467SH SOLE 0 109,467
INTERSTATE HOTRLS MGMCOM 46088R108 0 2SH SOLE 0 2
INTERTAN INC COM 461120107 285 14,500SH SOLE 0 14,500
INTERVU INC COM 46114R106 1,960 52,800SH SOLE 0 52,800
INTERWEST BANCORP INCCOM 460931108 413 19,896SH SOLE 0 19,896
INTIMATE BRANDS INC CL A 461156101 5,658 145,320SH SOLE 0 145,320
INTUIT COM 461202103 14,163 161,576SH SOLE 0 161,576
INVACARE CORP COM 461203101 1,875 95,868SH SOLE 0 95,868
INVESTMENT TECHNOLOGYCOM 46145F105 3,296 143,297SH SOLE 0 143,297
INVESTORSFINL SERVICECL A 461915209 0 1,709SH SOLE 0 1,709
INVESTORSFINL SERVICECOM 461915100 1,471 42,800SH SOLE 0 42,800
IOMEGA CORP 462030107 2,610 787,796SH SOLE 0 787,796
IONICS INC COM 462218108 2,365 73,054SH SOLE 0 73,054
IPALCO ENTERPRISES COM RTS462613100 7,174 369,065SH SOLE 0 369,065
IRON MTN INC DEL COM 46284P104 640 18,900SH SOLE 0 18,900
IRT PPTY CO COM 450058102 812 90,259SH SOLE 0 90,259
IRWIN FINL CORP COM 464119106 534 26,600SH SOLE 0 26,600
ISIS PHARMACEUTICALS 464330109 906 81,000SH SOLE 0 81,000
ISS GROUPINC OC COM 450306105 1,322 48,500SH SOLE 0 48,500
ITC DELTACOM COM 45031T104 1,344 48,875SH SOLE 0 48,875
ITEQ INC COM 450430103 58 28,280SH SOLE 0 28,280
ITI TECHNOLOGIES INC COM 450564109 251 8,360SH SOLE 0 8,360
ITT EDL SVCS INC COM 45068B109 151 7,750SH SOLE 0 7,750
ITT INDS INC COM 450911102 8,267 259,873SH SOLE 0 259,873
ITURF INC COM 46575Q100 154 14,700SH SOLE 0 14,700
IVAX CORP 465823102 5,658 342,893SH SOLE 0 342,893
IWERKS ENTMT INC COM 465916104 0 62SH SOLE 0 62
IXC COMMUNICATIONS INCOM 450713102 1,872 47,471SH SOLE 0 47,471
JABIL CIRCUIT INC COM 466313103 5,676 114,660SH SOLE 0 114,660
JACK IN THE BOX INC COM 466367109 2,839 113,858SH SOLE 0 113,858
JACOBS ENGR GROUP INCCOM 469814107 2,729 83,972SH SOLE 0 83,972
JDA SOFTWARE GROUP INCOM 46612K108 793 67,885SH SOLE 0 67,885
JDN RLTY CORP COM 465917102 2,008 97,950SH SOLE 0 97,950
JDS UNIPHASE CORP COM 46612J101 29,591 260,000SH SOLE 0 260,000
JEFFBANKSINC COM 472317106 238 8,234SH SOLE 0 8,234
JEFFERSON PILOT CORP COM 475070108 17,833 282,221SH SOLE 0 282,221
JEFFRIES GROUP INC NECOM 472319102 2,851 136,596SH SOLE 0 136,596
JLG INDS INC COM 466210101 2,396 157,780SH SOLE 0 157,780
JO ANN STORES INC CL A 47758P109 534 42,908SH SOLE 0 42,908
JOHN NUVEEN CO CL A 478035108 898 23,977SH SOLE 0 23,977
JOHNS MANVILLE CORP COM 478129109 2,358 179,685SH SOLE 0 179,685
JOHNSON + JOHNSON COM 478160104 361,796 3,937,915SH SOLE 0 3,937,915
JOHNSON CTLS INC COM 478366107 15,017 226,452SH SOLE 0 226,452
JONES APPAREL GROUP ICOM 480074103 11,333 394,200SH SOLE 0 394,200
JONES INTERCABLE INC CL A 480206200 811 15,000SH SOLE 0 15,000
JONES PHARMA INC COM 480236108 3,432 104,100SH SOLE 0 104,100
JOSTENS INC COM 481088102 2,079 108,718SH SOLE 0 108,718
JOURNAL REGISTER CO COM 481138105 41 3,000SH SOLE 0 3,000
JP RLTY INC COM 46624A106 639 37,323SH SOLE 0 37,323
JSB FINL INC COM 46624M100 3,356 58,621SH SOLE 0 58,621
JUNO LTG INC COM NEW482047206 66 5,553SH SOLE 0 5,553
JUNO ONLINE SVCS INC COM 482048105 358 22,100SH SOLE 0 22,100
JUST FOR FEET INC COM 48213P106 148 71,575SH SOLE 0 71,575
JUSTIN INDS INC COM 482171105 1,490 105,007SH SOLE 0 105,007
K MART CORP COM 482584109 15,397 1,317,365SH SOLE 0 1,317,365
K N ENERGY INC COM 482620101 10,550 470,200SH SOLE 0 470,200
KAISER ALUM CORP COM 483007100 364 43,840SH SOLE 0 43,840
KAMAN CORP CL A 483548103 1,006 78,888SH SOLE 0 78,888
KANSAS CITY LIFE INS COM 484836101 1,893 51,850SH SOLE 0 51,850
KANSAS CITY PWR + LT COM 485134100 4,436 183,380SH SOLE 0 183,380
KANSAS CITY SOUTHN INCOM 485170104 23,271 500,448SH SOLE 0 500,448
KAUFMAN +BROAD HOME CCOM 486168107 2,211 107,209SH SOLE 0 107,209
KAYDON CORP COM 486587108 3,337 134,156SH SOLE 0 134,156
KCS ENERGY INC COM NEW482434206 86 86,412SH SOLE 0 86,412
KEANE INC COM 486665102 6,329 277,448SH SOLE 0 277,448
KEEBLER FOODS CO COM 487256109 1,569 52,516SH SOLE 0 52,516
KELLOGG CO COM 487836108 41,812 1,116,849SH SOLE 0 1,116,849
KELLWOOD CO COM 488044108 2,022 91,913SH SOLE 0 91,913
KELLY SVCS INC CL A 488152208 3,173 105,319SH SOLE 0 105,319
KEMET CORP COM 488360108 4,296 134,396SH SOLE 0 134,396
KENNAMETAL INC COM 489170100 2,298 88,824SH SOLE 0 88,824
KENT ELECTRS CORP COM 490553104 1,435 77,592SH SOLE 0 77,592
KERR MCGEE CORP COM 492386107 28,147 511,189SH SOLE 0 511,189
KEY ENERGY SVCS INC COM 492914106 85 17,300SH SOLE 0 17,300
KEYCORP NEW COM 493267108 32,068 1,242,340SH SOLE 0 1,242,340
KEYSPAN CORP COM 49337W100 12,745 445,226SH SOLE 0 445,226
KEYSTONE FINL INC COM 493482103 2,500 105,277SH SOLE 0 105,277
KILROY RLTY CORP COM 49427F108 1,717 81,300SH SOLE 0 81,300
KIMBALL INTL INC CL B 494274103 1,774 92,160SH SOLE 0 92,160
KIMBERLY CLARK CORP COM 494368103 89,690 1,700,290SH SOLE 0 1,700,290
KIMCO REALTY DEPOSIT49446R877 11 472SH SOLE 0 472
KIMCO RLTY CORP 49446R109 4,708 131,685SH SOLE 0 131,685
KINDER MORGAN INC KANCOM 49455P101 2,173 96,840SH SOLE 0 96,840
KING WORLD PRODTNS INCOM 495667107 10,424 277,972SH SOLE 0 277,972
KIRBY CORP COM 497266106 2,218 113,018SH SOLE 0 113,018
KLA TENCOR CORP COM 482480100 18,625 286,542SH SOLE 0 286,542
KNIGHT RIDDER INC COM 499040103 12,815 233,005SH SOLE 0 233,005
KNIGHT TRANSN INC COM 499064103 120 8,250SH SOLE 0 8,250
KNIGHT TRIMARK GROUP CL A 499067106 6,612 223,200SH SOLE 0 223,200
KNOLL INC COM 498904101 242 9,000SH SOLE 0 9,000
KOGER EQUITY INC COM 500228101 1,242 77,600SH SOLE 0 77,600
KOHLS CORP COM 500255104 36,572 553,075SH SOLE 0 553,075
KOMAG INC COM 500453105 499 166,198SH SOLE 0 166,198
KONOVER PPTY TR INC COM 50047R100 39 6,300SH SOLE 0 6,300
KORN / FERRY INTL COM NEW500643200 821 35,600SH SOLE 0 35,600
KROGER CO COM 501044101 56,091 2,542,368SH SOLE 0 2,542,368
KRONOS INC COM 501052104 1,529 41,676SH SOLE 0 41,676
KULICKE +SOFFA INDS ICOM 501242101 1,698 69,844SH SOLE 0 69,844
LA Z BOY INC COM 505336107 3,893 204,226SH SOLE 0 204,226
LABOR READY INC COM NEW505401208 664 65,978SH SOLE 0 65,978
LABORATORY CORP AMER COM 50540R102 657 239,042SH SOLE 0 239,042
LACLEDE GAS CO COM RTS505588103 1,578 69,360SH SOLE 0 69,360
LAFARGE CORP COM 505862102 4,465 139,529SH SOLE 0 139,529
LAM RESH CORP COM 512807108 6,842 112,163SH SOLE 0 112,163
LAMAR ADVERTISING CO CL A 512815101 2,127 42,968SH SOLE 0 42,968
LANCASTERCOLONY CORP COM RTS513847103 4,982 155,701SH SOLE 0 155,701
LANCE INC COM 514606102 942 72,126SH SOLE 0 72,126
LANDAMERICA FINL GROUCOM 514936103 423 21,424SH SOLE 0 21,424
LANDAUER INC COM 51476K103 922 36,693SH SOLE 0 36,693
LANDRYS SEAFOOD REST COM 51508L103 328 40,938SH SOLE 0 40,938
LANDS ENDINC COM 515086106 7,309 110,735SH SOLE 0 110,735
LANDSTAR SYS INC COM 515098101 1,912 55,027SH SOLE 0 55,027
LASALLE HOTEL PPTYS COM SH 517942108 429 33,141SH SOLE 0 33,141
LASER VISION CTRS INC 51807H100 716 51,000SH SOLE 0 51,000
LASERSIGHT INC COM 517924106 1,234 90,600SH SOLE 0 90,600
LASON HLDGS INC COM 51808R107 687 15,437SH SOLE 0 15,437
LATITUDE COMMUNICATIOCOM 518292107 333 11,400SH SOLE 0 11,400
LATTICE SEMICONDUCTOR CORP 518415104 4,265 143,672SH SOLE 0 143,672
LAUDER ESTEE COS INC CL A 518439104 8,300 212,470SH SOLE 0 212,470
LAUNCH MEDIA INC COM 518567102 334 27,800SH SOLE 0 27,800
LAWSON PRODS INC COM 520776105 1,316 60,849SH SOLE 0 60,849
LCA VISION INC COM NEW501803209 432 81,300SH SOLE 0 81,300
LEAP WIRELESS INTL INCOM 521863100 1,031 43,886SH SOLE 0 43,886
LEAR CORP COM 521865105 7,330 208,307SH SOLE 0 208,307
LEARN2 COM INC COM 522002104 298 102,500SH SOLE 0 102,500
LEARNING TREE INTL INCOM 522015106 402 24,300SH SOLE 0 24,300
LEE ENTERPRISES INC COM 523768109 3,615 132,040SH SOLE 0 132,040
LEGATO SYSTEMS INC COM 524651106 19,774 453,600SH SOLE 0 453,600
LEGG MASON INC COM 524901105 5,190 135,460SH SOLE 0 135,460
LEGGETT +PLATT INC COM 524660107 11,271 572,506SH SOLE 0 572,506
LEHMAN BROTHERS HLDGSCOM 524908100 18,642 319,352SH SOLE 0 319,352
LENNAR CORP COM 526057104 2,013 126,328SH SOLE 0 126,328
LEUCADIA NATL CORP COM 527288104 3,789 180,432SH SOLE 0 180,432
LEVEL 3 COMMUNICATIONCOM 52729N100 42,700 817,721SH SOLE 0 817,721
LEXINGTONCORPORATE PPCOM 529043101 408 36,437SH SOLE 0 36,437
LEXMARK INTL GROUP INCL A 529771107 34,446 427,900SH SOLE 0 427,900
LG + E ENERGY CORP COM 501917108 7,010 329,887SH SOLE 0 329,887
LHS GROUPINC COM 501938104 901 30,600SH SOLE 0 30,600
LIBBEY INC COM 529898108 1,248 42,202SH SOLE 0 42,202
LIBERTY CORP S C COM 530370105 6,204 133,784SH SOLE 0 133,784
LIBERTY DIGITAL INC CL A 530436104 1,534 65,800SH SOLE 0 65,800
LIBERTY FINL COS INC COM 530512102 352 16,048SH SOLE 0 16,048
LIBERTY PROPERTY SH BEN 531172104 4,198 185,027SH SOLE 0 185,027
LIFE USA HLDS INC COM NEW531918209 1,138 55,162SH SOLE 0 55,162
LIFEPOINTHOSPS INC COM 53219L109 853 98,163SH SOLE 0 98,163
LIGAND PHARMACEUTICALCL B 53220K207 689 90,321SH SOLE 0 90,321
LILLY ELI + CO COM 532457108 202,624 3,156,756SH SOLE 0 3,156,756
LILLY INDL INC CL A 532491107 1,397 102,560SH SOLE 0 102,560
LIMITED INC COM 532716107 23,016 601,736SH SOLE 0 601,736
LINCARE HLDGS INC COM 532791100 6,242 234,150SH SOLE 0 234,150
LINCOLN ELEC HLDGS INCOM 533900106 1,002 48,000SH SOLE 0 48,000
LINCOLN NATL CORP IN COM 534187109 20,549 547,064SH SOLE 0 547,064
LINDSAY MFG CO COM 535555106 1,188 60,552SH SOLE 0 60,552
LINEAR TECHNOLOGY CORCOM 535678106 38,706 658,481SH SOLE 0 658,481
LINENS N THINGS INC COM 535679104 2,866 84,912SH SOLE 0 84,912
LIPOSOME INC COM 536310105 934 122,775SH SOLE 0 122,775
LITTELFUSE INC COM 537008104 1,932 86,842SH SOLE 0 86,842
LITTON INDS INC COM 538021106 5,227 95,473SH SOLE 0 95,473
LIZ CLAIBORNE INC COM 539320101 5,808 187,348SH SOLE 0 187,348
LNR PPTY CORP COM 501940100 2,192 107,596SH SOLE 0 107,596
LOCKHEED MARTIN CORP COM 539830109 34,868 1,066,700SH SOLE 0 1,066,700
LODGIAN INC COM 54021P106 96 25,662SH SOLE 0 25,662
LOEWS CORP COM 540424108 21,229 302,457SH SOLE 0 302,457
LONE STARINDS INC COM NEW542290408 3,062 61,400SH SOLE 0 61,400
LONE STARSTEAKHOUSE +COM 542307103 879 114,367SH SOLE 0 114,367
LONE STARTECHNOLOGIESCOM 542312103 1,725 86,229SH SOLE 0 86,229
LONG BEACH FINL CORP COM 542446109 413 26,000SH SOLE 0 26,000
LONGS DRUG STORES CORCOM 543162101 3,095 103,594SH SOLE 0 103,594
LONGVIEW FIBRE CO WASCOM 543213102 2,194 176,428SH SOLE 0 176,428
LOUIS DREYFUS NAT GASCOM 546011107 363 16,921SH SOLE 0 16,921
LOUISIANAPAC CORP COM 546347105 4,556 291,605SH SOLE 0 291,605
LOWES COS INC USD0.50548661107 50,337 1,032,550SH SOLE 0 1,032,550
LSI LOGIC CORP COM 502161102 20,505 394,327SH SOLE 0 394,327
LTC HEALTHCARE INC COM 50217R104 10 5,340SH SOLE 0 5,340
LTC PROPERTIES 502175102 843 79,300SH SOLE 0 79,300
LTV CORP NEW COM 501921100 2,110 388,131SH SOLE 0 388,131
LTX CORP COM 502392103 1,625 118,700SH SOLE 0 118,700
LUBRIZOL CORP COM 549271104 4,025 156,709SH SOLE 0 156,709
LUBYS CAFETERIAS INC COM 549282101 809 70,331SH SOLE 0 70,331
LUCENT TECHNOLOGIES ICOM 549463107 572,157 8,819,376SH SOLE 0 8,819,376
LYCOS INC COM 550818108 8,762 174,800SH SOLE 0 174,800
LYDALL INC COM 550819106 640 62,014SH SOLE 0 62,014
LYONDELL CHEMICAL CO COM 552078107 2,516 188,083SH SOLE 0 188,083
M + T BK CORP COM 55261F104 10,540 22,964SH SOLE 0 22,964
M S CARRIERS INC COM 553533100 1,053 43,884SH SOLE 0 43,884
MACDERMIDINC COM 554273102 1,894 55,600SH SOLE 0 55,600
MACERICH CO REIT 554382101 2,100 90,796SH SOLE 0 90,796
MACK CA RLTY CORP COM 554489104 4,398 164,043SH SOLE 0 164,043
MACROMEDIA INC COM 556100105 8,049 196,908SH SOLE 0 196,908
MADISON GAS + ELEC COCOM 557497104 1,319 66,354SH SOLE 0 66,354
MAF BANCORP INC COM 55261R108 1,608 80,916SH SOLE 0 80,916
MAGELLAN HEALTH SVCS COM 559079108 644 88,030SH SOLE 0 88,030
MAGNETEK INC COM 559424106 605 67,660SH SOLE 0 67,660
MAIL WELLHLDGS INC COM 560321200 997 71,844SH SOLE 0 71,844
MAKER COMMUNICATIONS COM 560875106 289 12,300SH SOLE 0 12,300
MALLINCKRODT INC NEW COM 561232109 5,800 192,140SH SOLE 0 192,140
MANDALAY RESORT GROUPCOM 562567107 13,482 682,652SH SOLE 0 682,652
MANITOWOCINC COM 563571108 5,130 150,322SH SOLE 0 150,322
MANOR CARE INC NEW COM 564055101 10,295 598,993SH SOLE 0 598,993
MANPOWER INC WIS COM 56418H100 7,182 246,600SH SOLE 0 246,600
MANUFACTURED HOME CMNCOM 564682102 1,485 63,541SH SOLE 0 63,541
MANUGISTICS GROUP INCCOM 565011103 624 59,391SH SOLE 0 59,391
MAPICS INC COM 564910107 695 80,000SH SOLE 0 80,000
MAPQUEST COM INC COM 565644101 183 15,400SH SOLE 0 15,400
MARCUS CORP COM 566330106 927 76,878SH SOLE 0 76,878
MARIMBA INC COM 56781Q109 1,153 38,600SH SOLE 0 38,600
MARINE DRILLING COS ICOM PAR568240204 2,605 164,714SH SOLE 0 164,714
MARINER POST ACUTE NECOM 568459101 59 157,548SH SOLE 0 157,548
MARK IV INDS INC COM 570387100 3,948 199,913SH SOLE 0 199,913
MARKEL CORP COM 570535104 3,200 17,577SH SOLE 0 17,577
MARKETINGSVCS GROUP ICOM 570907105 432 36,400SH SOLE 0 36,400
MARRIOTT INTL INC NEWCL A 571903202 22,293 682,000SH SOLE 0 682,000
MARSH + MCLENNAN COS COM 571748102 53,762 784,845SH SOLE 0 784,845
MARSHALL + ILSLEY CORCOM 571834100 16,935 296,782SH SOLE 0 296,782
MARSHALL INDS COM 572393106 2,619 71,740SH SOLE 0 71,740
MARTIN MARIETTA MATLSCOM 573284106 4,800 120,188SH SOLE 0 120,188
MARVAL ENTERPRISES INCOM 57383M108 175 32,200SH SOLE 0 32,200
MASCO CORP COM 574599106 37,124 1,197,541SH SOLE 0 1,197,541
MASCOTECHINC COM 574670105 2,222 133,647SH SOLE 0 133,647
MASTEC INC COM 576323109 2,533 86,043SH SOLE 0 86,043
MASTECH CORP COM 57632N105 1,027 76,046SH SOLE 0 76,046
MATHEWS INTL CORP CL A 577128101 1,458 48,400SH SOLE 0 48,400
MATTEL INC COM 577081102 23,208 1,221,481SH SOLE 0 1,221,481
MAVERICK TUBE CORP COM 577914104 497 29,900SH SOLE 0 29,900
MAXIM INTEGRATED PRODCOM 57772K101 31,162 493,906SH SOLE 0 493,906
MAXXIM MED INC COM 57777G105 315 13,140SH SOLE 0 13,140
MAY DEPT STORES CO COM 577778103 33,868 929,486SH SOLE 0 929,486
MAYTAG CORP COM 578592107 8,441 253,379SH SOLE 0 253,379
MBIA INC COM 55262C100 12,307 263,959SH SOLE 0 263,959
MBNA CORP COM 55262L100 49,599 2,174,193SH SOLE 0 2,174,193
MCCLATCHYCO CL A 579489105 3,641 101,850SH SOLE 0 101,850
MCCORMICK+ CO INC COM NON579780206 6,215 187,981SH SOLE 0 187,981
MCDERMOTTINTL INC COM 580037109 2,905 143,476SH SOLE 0 143,476
MCDONALDS CORP COM 580135101 166,662 3,853,452SH SOLE 0 3,853,452
MCGRATH RENTCORP COM 580589109 1,320 73,320SH SOLE 0 73,320
MCGRAW HILL COS INC COM 580645109 25,690 531,055SH SOLE 0 531,055
MCI WORLDCOM INC COM 55268B106 390,416 5,431,881SH SOLE 0 5,431,881
MCKESSON HBOC INC COM 58155Q103 21,807 751,963SH SOLE 0 751,963
MCLEODUSAINC COM 582266102 6,823 160,294SH SOLE 0 160,294
MCN ENERGY GROUP INC COM 55267J100 3,502 203,774SH SOLE 0 203,774
MDU RES GROUP INC COM 552690109 3,513 156,115SH SOLE 0 156,115
MEAD CORP COM 582834107 9,642 280,501SH SOLE 0 280,501
MECHANICAL TECHNOLOGYCOM 583538103 292 8,200SH SOLE 0 8,200
MEDALLIANCE INC ESCROW 584022990 0 4,000SH SOLE 0 4,000
MEDALLIONFINL CORP COM 583928106 617 30,488SH SOLE 0 30,488
MEDIA GENINC CL A 584404107 3,827 74,665SH SOLE 0 74,665
MEDIA METRIX INC OC COM 58440X103 664 9,500SH SOLE 0 9,500
MEDIAONE GROUP INC COM 58440J104 112,826 1,651,617SH SOLE 0 1,651,617
MEDICAL ASSURN INC COM 58449U100 2,446 97,604SH SOLE 0 97,604
MEDICAL MANAGER CORP COM 58461U103 4,846 97,397SH SOLE 0 97,397
MEDICIS PHARMACEUTICACL A NE584690309 1,801 63,180SH SOLE 0 63,180
MEDICONSULT COM INC COM 58469J100 359 46,300SH SOLE 0 46,300
MEDIMMUNEINC 584699102 14,177 142,264SH SOLE 0 142,264
MEDITRUST PAIRED 58501T306 3,069 361,108SH SOLE 0 361,108
MEDQUIST INC COM 584949101 950 28,400SH SOLE 0 28,400
MEDTRONIC INC COM 585055106 113,597 3,194,294SH SOLE 0 3,194,294
MELLON BK CORP COM 585509102 28,543 848,858SH SOLE 0 848,858
MELLON FINL CORP COM 58551A108 30,204 898,250SH SOLE 0 898,250
MEMBERWORKS INC COM 586002107 461 13,800SH SOLE 0 13,800
MEMC ELECTR MATLS INCCOM 552715104 895 65,100SH SOLE 0 65,100
MENS WEARHOUSE INC 587118100 1,001 46,566SH SOLE 0 46,566
MENTOR CORP MINN COM 587188103 2,601 91,246SH SOLE 0 91,246
MENTOR GRAPHICS CORP COM 587200106 2,167 253,057SH SOLE 0 253,057
MERCANTILE BANKSHARESCOM 587405101 5,225 168,902SH SOLE 0 168,902
MERCK + CO INC COM 589331107 441,868 6,817,637SH SOLE 0 6,817,637
MERCURY GEN CORP NEW COM 589400100 4,181 151,693SH SOLE 0 151,693
MERCURY INTERACTIVE CCOM 589405109 10,871 168,372SH SOLE 0 168,372
MEREDITH CORP COM 589433101 5,022 138,288SH SOLE 0 138,288
MERIDIAN RESOURCE CORCOM 58977Q109 447 94,155SH SOLE 0 94,155
MERISTAR HOSPITALITY COM 58984Y103 2,131 138,571SH SOLE 0 138,571
MERITOR AUTOMOTIVE INCOM 59000G100 3,978 190,539SH SOLE 0 190,539
MERRILL CORP COM 590175105 1,444 72,412SH SOLE 0 72,412
MERRILL LYNCH + CO INCOM 590188108 69,434 1,030,557SH SOLE 0 1,030,557
MERRY GO ROUND ENTERPCOM RTS590436101 0 3,700SH SOLE 0 3,700
MESABA HLDGS INC AIRTRAN59066B102 449 38,250SH SOLE 0 38,250
MESSAGEMEDIA INC COM 590787107 2,221 206,600SH SOLE 0 206,600
METAL MGMT INC COM 591097100 54 36,894SH SOLE 0 36,894
METALS USA INC COM 591324108 214 20,997SH SOLE 0 20,997
METAMOR WORLDWIDE INCCOM 59133P100 1,204 67,850SH SOLE 0 67,850
METHODE ELECTRS INC CL A 591520200 2,326 123,213SH SOLE 0 123,213
METRICOM INC COM 591596101 1,142 50,200SH SOLE 0 50,200
METRIS COS INC COM 591598107 2,297 77,861SH SOLE 0 77,861
METRO GOLDWYN MAYER ICOM 591610100 2,812 160,664SH SOLE 0 160,664
METRO INFORMATION SVCCOM 59162P104 169 13,196SH SOLE 0 13,196
METROMEDIA FIBER NETWCL A 591689104 3,723 151,946SH SOLE 0 151,946
METROMEDIA INTER. GRPCOM 591695101 530 128,398SH SOLE 0 128,398
MGC COMMUNICATIONS INCOM 552763302 866 41,738SH SOLE 0 41,738
MGIC INVTCORP WIS COM 552848103 14,865 311,309SH SOLE 0 311,309
MGM GRANDINC COM 552953101 3,247 63,519SH SOLE 0 63,519
MICHAEL FOODS INC NEWCOM 594079105 1,741 66,254SH SOLE 0 66,254
MICHAELS STORES INC COM 594087108 1,482 50,253SH SOLE 0 50,253
MICREL INC COM 594793101 2,238 51,596SH SOLE 0 51,596
MICRO WHSE INC COM 59501B105 937 77,717SH SOLE 0 77,717
MICROCHIPTECHNOLOGY ICOM 595017104 11,917 231,953SH SOLE 0 231,953
MICROMUSEINC COM 595094103 2,414 37,567SH SOLE 0 37,567
MICRON ELECTRONICS INCOM 595100108 622 59,200SH SOLE 0 59,200
MICRON TECHNOLOGY INCCOM 595112103 45,169 679,236SH SOLE 0 679,236
MICROS SYS INC COM 594901100 2,098 51,800SH SOLE 0 51,800
MICROSOFT CORP COM 594918104 1,302,02814,377,116SH SOLE 0 14,377,116
MICROSTRATEGY INC CL A 594972101 3,420 61,000SH SOLE 0 61,000
MID AMER APT CMNTYS ICOM 59522J103 1,185 55,133SH SOLE 0 55,133
MID AMER BANCORP COM 595915109 283 11,712SH SOLE 0 11,712
MID ATLANTIC MED SVCS INC 59523C107 1,393 155,860SH SOLE 0 155,860
MID STATEBANCSHARES COM 595440108 276 9,000SH SOLE 0 9,000
MIDAMERICA ENERGY HLDCOM 59562V107 4,488 152,129SH SOLE 0 152,129
MIDAS INC COM 595626102 1,038 50,317SH SOLE 0 50,317
MIDWAY GAMES INC COM 598148104 1,462 92,857SH SOLE 0 92,857
MIDWEST BANC HLDGS INCOM 598251106 33 2,000SH SOLE 0 2,000
MIDWEST EXPRESS HLDGSCOM 597911106 990 37,800SH SOLE 0 37,800
MIKASA INC COM 59862T109 213 18,100SH SOLE 0 18,100
MILACRON INC COM 598709103 1,804 101,606SH SOLE 0 101,606
MILLENNIUM CHEMICALS COM 599903101 3,496 171,069SH SOLE 0 171,069
MILLENNIUM PHARMACEUTCOM 599902103 4,019 61,831SH SOLE 0 61,831
MILLER HERMAN INC COM 600544100 10,265 429,405SH SOLE 0 429,405
MILLER INDS INC TENN COM 600551105 263 93,350SH SOLE 0 93,350
MILLIPORE CORP COM 601073109 4,412 117,446SH SOLE 0 117,446
MILLS CORP COM 601148109 931 52,275SH SOLE 0 52,275
MINDSPRING ENTERPRISECOM 602683104 3,565 128,764SH SOLE 0 128,764
MINE SAFETY APPLIANCECOM 602720104 441 7,356SH SOLE 0 7,356
MINERALS TECHNOLOGIESCOM 603158106 2,634 54,244SH SOLE 0 54,244
MINIMED INC COM 60365K108 2,849 29,000SH SOLE 0 29,000
MINNESOTA MNG + MFG CCOM 604059105 112,799 1,174,230SH SOLE 0 1,174,230
MINNESOTAPWR + LT CO COM 604110106 2,834 161,354SH SOLE 0 161,354
MIRAGE RESORTS INC COM 60462E104 7,642 545,852SH SOLE 0 545,852
MISSISSIPPI CHEM CORPCOM NEW605288208 449 64,095SH SOLE 0 64,095
MISSISSIPPI VY BANKSHCOM 605720101 669 21,200SH SOLE 0 21,200
MITCHELL ENERGY + DEVCL A 606592202 2,454 100,407SH SOLE 0 100,407
MMC NETWORKS INC COM 55308N102 1,982 63,547SH SOLE 0 63,547
MMI COS INC COM 553087107 273 24,990SH SOLE 0 24,990
MOBIL CORP COM 607059102 215,240 2,136,381SH SOLE 0 2,136,381
MODINE MFG CO 607828100 1,903 81,631SH SOLE 0 81,631
MODIS PROFESSIONAL SVCOM 607830106 4,166 314,426SH SOLE 0 314,426
MOHAWK INDS INC COM 608190104 1,860 93,282SH SOLE 0 93,282
MOLEX INC COM 608554101 8,013 220,276SH SOLE 0 220,276
MONDAVI ROBERT CORP COM CL 609200100 766 20,400SH SOLE 0 20,400
MONSANTO CO COM 611662107 61,327 1,718,446SH SOLE 0 1,718,446
MONTANA PWR CO COM 612085100 10,320 339,060SH SOLE 0 339,060
MORGAN J P + CO INC COM 616880100 55,304 484,060SH SOLE 0 484,060
MORGAN KEEGAN INC COM 617410105 3,001 175,878SH SOLE 0 175,878
MORGAN STANLEY DEAN WCOM NEW617446448 139,662 1,565,932SH SOLE 0 1,565,932
MORRISON KNUDSEN CORPCOM 61844A109 590 57,171SH SOLE 0 57,171
MOTIVEPOWER INDS INC COM 61980K101 281 25,500SH SOLE 0 25,500
MOTOROLA INC COM 620076109 145,601 1,654,556SH SOLE 0 1,654,556
MP3 COM INC COM 62473M109 391 10,400SH SOLE 0 10,400
MPATH INTERACTIVE INCCOM 62473C101 339 29,500SH SOLE 0 29,500
MRV COMMUNICATIONS INCOM 553477100 1,154 48,700SH SOLE 0 48,700
MSC INDL DIRECT INC CL A 553530106 1,222 135,806SH SOLE 0 135,806
MTI TECHNOLOGY CORP COM 553903105 1,603 69,518SH SOLE 0 69,518
MTS SYS CORP COM 553777103 729 70,256SH SOLE 0 70,256
MUELLER INDS INC 624756102 2,495 84,056SH SOLE 0 84,056
MURPHY OIL CORP COM 626717102 7,968 147,376SH SOLE 0 147,376
MUSICLANDSTORES INC COM 62758B109 1,065 120,045SH SOLE 0 120,045
MYERS INDINC COM 628464109 1,423 80,180SH SOLE 0 80,180
MYLAN LABS INC COM 628530107 8,620 469,126SH SOLE 0 469,126
NABISCO GROUP HLDG COCOM 62952P102 13,974 931,606SH SOLE 0 931,606
NABISCO HLDGS CORP CL A 629526104 3,361 97,249SH SOLE 0 97,249
NABORS INDUSTRIES INCCOM 629568106 15,506 620,244SH SOLE 0 620,244
NACCO INDS INC CL A 629579103 1,564 22,379SH SOLE 0 22,379
NATIONAL BANCORP ALASCOM 632587101 2,516 98,184SH SOLE 0 98,184
NATIONAL CITY CORP COM 635405103 45,691 1,712,060SH SOLE 0 1,712,060
NATIONAL COMM BANCORPCOM 635449101 5,503 250,513SH SOLE 0 250,513
NATIONAL COMPUTER SYSCOM 635519101 4,973 129,694SH SOLE 0 129,694
NATIONAL DATA CORP COM 635621105 2,381 91,570SH SOLE 0 91,570
NATIONAL DISC BROKERSCOM 635646102 267 10,100SH SOLE 0 10,100
NATIONAL FUEL GAS CO COM 636180101 4,326 91,667SH SOLE 0 91,667
NATIONAL GOLF PPTYS ICOM 63623G109 820 36,461SH SOLE 0 36,461
NATIONAL HEALTH INVS COM 63633D104 1,072 65,207SH SOLE 0 65,207
NATIONAL INSTRS CORP COM 636518102 1,219 34,500SH SOLE 0 34,500
NATIONAL OILWELL INC COM 637071101 1,478 89,922SH SOLE 0 89,922
NATIONAL PENN BANCSHACOM 637138108 968 35,206SH SOLE 0 35,206
NATIONAL PRESTO INDS COM 637215104 1,105 28,609SH SOLE 0 28,609
NATIONAL PROCESSING ICOM 637229105 73 8,058SH SOLE 0 8,058
NATIONAL SEMICONDUCTOCOM 637640103 14,590 477,394SH SOLE 0 477,394
NATIONAL STEEL CORP CL B 637844309 480 69,238SH SOLE 0 69,238
NATIONAL SVC INDS INC 637657107 3,668 116,455SH SOLE 0 116,455
NATIONAL WESTN LIFE ICL A 638522102 661 7,800SH SOLE 0 7,800
NATIONWIDE FINL SVCS CL A 638612101 1,924 54,400SH SOLE 0 54,400
NATIONWIDE HEALTH PPTCOM 638620104 2,217 133,338SH SOLE 0 133,338
NATL CITYBANCSHRS INCOM 635313109 702 23,019SH SOLE 0 23,019
NATURES SUNSHINE PRODCOM 639027101 620 65,526SH SOLE 0 65,526
NAUTICA ENTERPRISES ICOM 639089101 2,143 132,884SH SOLE 0 132,884
NAVARRE CORP COM 639208107 1,644 169,700SH SOLE 0 169,700
NAVIGANT CONSULTING CCOM 63935N107 469 10,105SH SOLE 0 10,105
NAVISTAR INTL CORP INCOM 63934E108 8,593 184,805SH SOLE 0 184,805
NBT BANCORP INC COM 628778102 380 21,967SH SOLE 0 21,967
NBTY INC COM 628782104 1,451 190,280SH SOLE 0 190,280
NCH CORP COM 628850109 1,442 31,910SH SOLE 0 31,910
NCI BLDG SYS INC COM 628852105 692 41,800SH SOLE 0 41,800
NCR CORP NEW COM 62886E108 11,087 335,322SH SOLE 0 335,322
NCS HEALTHCARE INC CL A 628874109 164 62,338SH SOLE 0 62,338
NEIMAN MARCUS GROUP ICOM 640204103 1,815 77,659SH SOLE 0 77,659
NEOMAGIC CORP COM 640497103 155 20,000SH SOLE 0 20,000
NET PERCEPTIONS INC COM 64107U101 531 31,000SH SOLE 0 31,000
NETBANK INC COM 640933107 1,064 48,100SH SOLE 0 48,100
NETGRAVITY INC COM 641114103 1,362 41,200SH SOLE 0 41,200
NETOBJECTS INC COM 64114L102 122 21,700SH SOLE 0 21,700
NETOPIA INC COM 64114K104 1,727 43,300SH SOLE 0 43,300
NETWORK APPLIANCE INCCOM 64120L104 18,180 253,820SH SOLE 0 253,820
NETWORK EQUIP TECHNOLCOM 641208103 621 67,573SH SOLE 0 67,573
NETWORK EVENT THEATERCOM 640924106 1,472 65,800SH SOLE 0 65,800
NETWORK PERIPHERALS ICOM 64121R100 469 25,700SH SOLE 0 25,700
NETWORK SOLUTIONS INCCL A 64121Q102 6,801 74,025SH SOLE 0 74,025
NETWORKS ASSOCS INC COM 640938106 15,147 791,997SH SOLE 0 791,997
NEUROGEN CORP COM 64124E106 645 38,800SH SOLE 0 38,800
NEW CENTY ENERGIES INCOM 64352U103 11,161 333,774SH SOLE 0 333,774
NEW ENGLAND BUSINESS COM 643872104 1,794 62,813SH SOLE 0 62,813
NEW ENGLAND ELEC SYS COM 644001109 10,897 210,068SH SOLE 0 210,068
NEW ERA OF NETWORKS ICOM 644312100 1,585 73,290SH SOLE 0 73,290
NEW JERSEY RES CORP COM 646025106 2,739 68,469SH SOLE 0 68,469
NEW PLAN EXCEL RLTY TCOM 648053106 4,501 252,694SH SOLE 0 252,694
NEW YORK TIMES CO CL A 650111107 18,449 491,986SH SOLE 0 491,986
NEWELL RUBBERMAID INCCOM 651229106 30,571 1,070,305SH SOLE 0 1,070,305
NEWFIELD EXPL CO COM 651290108 3,045 92,446SH SOLE 0 92,446
NEWMONT MNG CORP COM 651639106 12,377 478,345SH SOLE 0 478,345
NEWPARK RES INC COM PAR651718504 1,569 202,432SH SOLE 0 202,432
NEWPORT NEWS SHIPBUILCOM 652228107 4,235 131,079SH SOLE 0 131,079
NEXTCARD INC COM 65332K107 375 15,300SH SOLE 0 15,300
NEXTEL COMMUNICATIONSCL A 65332V103 69,900 1,030,784SH SOLE 0 1,030,784
NEXTERA ENTERPRISES ICL A 65332E101 92 25,700SH SOLE 0 25,700
NEXTLINK COMMUNICATIOCL A PA65333H707 20,968 404,452SH SOLE 0 404,452
NFO WORLDWIDE INC COM 62910N108 689 54,050SH SOLE 0 54,050
NIAGARA MOHAWK HLDGS COM 653520106 7,915 508,620SH SOLE 0 508,620
NICHOLS RESH CORP 653818104 837 31,450SH SOLE 0 31,450
NICOR INC COM 654086107 4,709 126,617SH SOLE 0 126,617
NIELSEN MEDIA RESH INCOM NEW653929307 5,905 158,796SH SOLE 0 158,796
NIKE INC CL B 654106103 43,908 772,009SH SOLE 0 772,009
NISOURCE INC COM 65473P105 7,811 353,054SH SOLE 0 353,054
NL INDS INC COM NEW629156407 3,218 254,923SH SOLE 0 254,923
NOBLE AFFILIATES INC COM 654894104 4,849 167,190SH SOLE 0 167,190
NOBLE DRILLING CORP COM 655042109 10,799 493,680SH SOLE 0 493,680
NORDSON CORP COM NTS655663102 3,727 76,062SH SOLE 0 76,062
NORDSTROM INC COM 655664100 10,968 406,223SH SOLE 0 406,223
NORFOLK SOUTHN CORP COM 655844108 25,103 1,024,595SH SOLE 0 1,024,595
NORTEK INC COM 656559101 733 21,471SH SOLE 0 21,471
NORTH FORK BANCORPORACOM 659424105 8,664 444,304SH SOLE 0 444,304
NORTH PITTSBURGH SYS COM 661562108 257 14,100SH SOLE 0 14,100
NORTHEASTOPTIC NETWORCOM 664334109 2,276 60,300SH SOLE 0 60,300
NORTHEASTUTILS COM 664397106 24,160 1,314,831SH SOLE 0 1,314,831
NORTHERN STS PWR CO MCOM 665772109 8,631 400,299SH SOLE 0 400,299
NORTHERN TRUST CORP COM 665859104 26,054 312,029SH SOLE 0 312,029
NORTHPOINT COMMUNICATCOM 666610100 792 42,800SH SOLE 0 42,800
NORTHROP GRUMMAN CORPCOM 666807102 12,409 195,222SH SOLE 0 195,222
NORTHWESTAIRLS CORP CLASS A667280101 4,589 179,947SH SOLE 0 179,947
NORTHWESTERN CORP COM 668074107 1,499 65,912SH SOLE 0 65,912
NORTHWESTNAT GAS CO COM 667655104 1,931 74,807SH SOLE 0 74,807
NOVA CORPGA COM 669784100 2,901 116,022SH SOLE 0 116,022
NOVACARE INC COM 669930109 240 202,338SH SOLE 0 202,338
NOVELL INC COM 670006105 22,081 1,067,345SH SOLE 0 1,067,345
NOVELLUS SYS INC COM 670008101 11,898 176,426SH SOLE 0 176,426
NPC INTL INC COM 629360306 1,299 115,488SH SOLE 0 115,488
NSTAR COM 67019E107 3,296 85,056SH SOLE 0 85,056
NTL INC COM 629407107 15,359 159,837SH SOLE 0 159,837
NU SKIN ENTERPRISES ICL A 67018T105 389 28,834SH SOLE 0 28,834
NUCOR CORP COM 670346105 11,494 241,348SH SOLE 0 241,348
NUEVO ENERGY CO COM 670509108 727 42,148SH SOLE 0 42,148
NUI CORP COM 629430109 734 29,663SH SOLE 0 29,663
NVR INC COM 62944T105 1,667 33,000SH SOLE 0 33,000
O REILLY AUTOMOTIVE ICOM 686091109 1,397 29,304SH SOLE 0 29,304
OAK INDS INC COM NEW671400505 2,435 71,609SH SOLE 0 71,609
OAKLEY INC COM 673662102 860 139,000SH SOLE 0 139,000
OAKWOOD HOMES CORP COM 674098108 692 153,762SH SOLE 0 153,762
OCCIDENTAL PETE CORP COM 674599105 22,189 959,511SH SOLE 0 959,511
OCEAN ENERGY INC TEX COM 67481E106 15,445 1,516,119SH SOLE 0 1,516,119
OCEANEERING INTL INC COM 675232102 1,772 105,386SH SOLE 0 105,386
OCEANFIRST FINL CORP COM 675234108 607 37,090SH SOLE 0 37,090
OCTEL CORP COM 675727101 489 43,493SH SOLE 0 43,493
OCULAR SCIENCES INC COM 675744106 261 13,493SH SOLE 0 13,493
OCWEN FINL CORP COM 675746101 435 65,062SH SOLE 0 65,062
OEA INC COM 670826106 496 64,998SH SOLE 0 64,998
OEC MED SYS INC COM 670828102 667 19,000SH SOLE 0 19,000
OFFICE DEPOT INC COM 676220106 10,454 995,582SH SOLE 0 995,582
OFFICE MAX INC COM 67622M108 2,945 506,622SH SOLE 0 506,622
OFFSHORE LOGISTICS INCOM 676255102 867 84,058SH SOLE 0 84,058
OGDEN CORP COM 676346109 1,262 121,609SH SOLE 0 121,609
OGE ENERGY CORP COM 670837103 5,942 267,062SH SOLE 0 267,062
OHIO CAS CORP COM 677240103 3,934 233,104SH SOLE 0 233,104
OLD KENT FINL CORP COM 679833103 12,971 349,379SH SOLE 0 349,379
OLD NATL BANCORP IND COM RTS680033107 2,750 95,254SH SOLE 0 95,254
OLD REP INTL CORP COM 680223104 5,010 346,995SH SOLE 0 346,995
OLIN CORP COM PAR680665205 1,528 112,131SH SOLE 0 112,131
OLSTEN CORP COM 681385100 2,608 249,895SH SOLE 0 249,895
OM GROUP INC COM 670872100 2,143 55,835SH SOLE 0 55,835
OMEGA FINL CORP COM 682092101 629 19,891SH SOLE 0 19,891
OMEGA HEALTHCARE INVEREAL ES681936100 1,243 59,182SH SOLE 0 59,182
OMEGA RESH INC COM 68211E101 277 71,500SH SOLE 0 71,500
OMI CORPORATION SHS Y6476W104 334 130,380SH SOLE 0 130,380
OMNICARE INC COM 681904108 2,779 288,706SH SOLE 0 288,706
OMNICOM GROUP COM 681919106 38,151 481,775SH SOLE 0 481,775
OMNIPOINTCORP COM 68212D102 7,772 139,096SH SOLE 0 139,096
ON ASSIGNMENT INC COM 682159108 283 11,800SH SOLE 0 11,800
ONE VY BANCORP WEST VCOM 682419106 2,137 61,932SH SOLE 0 61,932
ONEIDA LTD COM 682505102 1,739 73,008SH SOLE 0 73,008
ONEMAIN COM INC COM 68267P109 1,318 80,200SH SOLE 0 80,200
ONEOK INC NEW COM 682680103 6,204 204,684SH SOLE 0 204,684
ONHEALTH NETWORK CO COM 68272W107 373 59,600SH SOLE 0 59,600
OPEN MKT INC COM 68370M100 958 73,002SH SOLE 0 73,002
OPTICAL CABLE CORP COM 683827109 89 8,077SH SOLE 0 8,077
ORACLE CORP COM 68389X105 192,811 4,237,597SH SOLE 0 4,237,597
ORBITAL SCIENCES CORPA COM 685564106 1,402 80,131SH SOLE 0 80,131
OREGON STL MLS INC COM 686079104 828 74,003SH SOLE 0 74,003
ORGANOGENESIS INC 685906109 659 87,925SH SOLE 0 87,925
ORIENTAL FINL GROUP ICOM 68618W100 347 15,066SH SOLE 0 15,066
ORION CAPCORP COM 686268103 5,547 117,086SH SOLE 0 117,086
ORTHODONTIC CTRS AMERCOM 68750P103 5,399 309,600SH SOLE 0 309,600
OSHKOSH BGOSH INC CL A 688222207 1,659 103,860SH SOLE 0 103,860
OSULLIVANINDUSTRIES COM 688609106 360 24,000SH SOLE 0 24,000
OTTER TAIL PWR CO COM 689648103 1,950 45,894SH SOLE 0 45,894
OUTBACK STEAKHOUSE INC 689899102 4,589 180,192SH SOLE 0 180,192
OUTDOOR SYS INC COM 690057104 3,304 92,430SH SOLE 0 92,430
OVERSEAS SHIPHOLDING COM 690368105 1,835 118,874SH SOLE 0 118,874
OWENS + MINOR INC NEWCOM 690732102 1,114 115,728SH SOLE 0 115,728
OWENS CORNING COM 69073F103 2,916 134,452SH SOLE 0 134,452
OWENS ILL INC COM NEW690768403 8,310 419,423SH SOLE 0 419,423
OXFORD HEALTH PLANS ICOM 691471106 3,051 244,059SH SOLE 0 244,059
P COM INC COM 693262107 936 133,704SH SOLE 0 133,704
P P + L RES INC COM 693499105 11,728 433,366SH SOLE 0 433,366
PACCAR INC COM 693718108 10,444 205,296SH SOLE 0 205,296
PACIFIC CAP BANCORP NCOM 69404P101 341 9,900SH SOLE 0 9,900
PACIFIC CENTY FINL COCOM 694058108 5,699 278,830SH SOLE 0 278,830
PACIFIC GATEWAY EXCHACOM 694327107 1,842 112,497SH SOLE 0 112,497
PACIFIC GULF PPTYS INCOM 694396102 1,017 51,000SH SOLE 0 51,000
PACIFIC SUNWEAR OF CACOM 694873100 517 18,450SH SOLE 0 18,450
PACIFICARE HEALTH SYSCOM 695112102 4,872 112,637SH SOLE 0 112,637
PACIFICORP COM 695114108 15,916 790,868SH SOLE 0 790,868
PAGEMART WIRELESS INCCL A 69553J104 399 66,500SH SOLE 0 66,500
PAGING NETWORK INC COM 695542100 326 316,193SH SOLE 0 316,193
PAINE WEBBER GROUP INCOM 695629105 14,004 386,317SH SOLE 0 386,317
PAIRGAIN TECHNOLOGIESCOM 695934109 4,548 356,700SH SOLE 0 356,700
PALL CORP COM 696429307 7,606 328,012SH SOLE 0 328,012
PALM HBR HOMES INC COM 696639103 709 51,538SH SOLE 0 51,538
PAN PAC RETAIL PPTYS COM 69806L104 497 29,100SH SOLE 0 29,100
PANAMSAT CORP NEW COM 697933109 2,941 81,411SH SOLE 0 81,411
PANJA INC COM 698493103 917 70,911SH SOLE 0 70,911
PAPA JOHNS INTL INC COM 698813102 5,667 137,383SH SOLE 0 137,383
PARADYNE CORP COM 69911G107 1,526 54,500SH SOLE 0 54,500
PARAMETRIC TECHNOLOGY CORP 699173100 10,345 766,299SH SOLE 0 766,299
PAREXEL INTL CORP COM 699462107 1,440 157,800SH SOLE 0 157,800
PARK ELECTROCHEMICAL CORP 700416209 1,250 38,038SH SOLE 0 38,038
PARK NATLCORP 700658107 1,419 14,052SH SOLE 0 14,052
PARK PL ENTMT CORP COM 700690100 9,679 774,346SH SOLE 0 774,346
PARKER DRILLING CO COM 701081101 1,089 245,498SH SOLE 0 245,498
PARKER HANNIFIN CORP COM 701094104 13,911 310,427SH SOLE 0 310,427
PARKWAY PPTYS INC COM 70159Q104 940 29,144SH SOLE 0 29,144
PARTY CITY CORP COM 702145103 18 8,908SH SOLE 0 8,908
PATHOGENSIS CORP COM 70321E104 615 40,000SH SOLE 0 40,000
PATTERSONDENTAL CO COM 703412106 2,498 50,404SH SOLE 0 50,404
PATTERSONENERGYINC COM 703414102 676 44,500SH SOLE 0 44,500
PAXAR CORP COM 704227107 1,111 116,912SH SOLE 0 116,912
PAXSON COMMUNICATIONSCOM 704231109 222 18,100SH SOLE 0 18,100
PAYCHEX INC COM 704326107 29,864 875,123SH SOLE 0 875,123
PAYLESS SHOESOURCE INCOM 704379106 5,816 115,167SH SOLE 0 115,167
PCORDER COM INC CL A 70453H107 186 5,300SH SOLE 0 5,300
PE CORP COM CEL69332S201 5,389 133,890SH SOLE 0 133,890
PE CORP COM PE 69332S102 35,228 487,586SH SOLE 0 487,586
PECO ENERGY CO COM 693304107 19,763 527,004SH SOLE 0 527,004
PEDIATRIXMED GROUP COM 705324101 382 27,500SH SOLE 0 27,500
PEGASUS COMMUNICATIONCL A 705904100 794 17,600SH SOLE 0 17,600
PEGASUS SYS INC COM 705906105 1,475 39,325SH SOLE 0 39,325
PEGASYSTEMS INC COM 705573103 233 29,908SH SOLE 0 29,908
PENN TREATY AMERN CORCOM 707874103 200 9,600SH SOLE 0 9,600
PENNCORP FINL GROUP ICOM 708094107 40 58,334SH SOLE 0 58,334
PENNEY J C INC COM 708160106 24,464 709,095SH SOLE 0 709,095
PENNSYLVANIA ENTERPRICOM 708720107 1,234 38,036SH SOLE 0 38,036
PENNSYLVANIA REAL ESTSH BEN 709102107 637 33,774SH SOLE 0 33,774
PENNZOIL QUAKER ST COCOM 709323109 3,015 238,840SH SOLE 0 238,840
PENTAIR INC COM 709631105 5,479 136,550SH SOLE 0 136,550
PENTON MEDIA INC COM 709668107 1,836 112,990SH SOLE 0 112,990
PEOPLES BK BRIDGEPORT CONN 710198102 1,199 50,764SH SOLE 0 50,764
PEOPLES ENERGY CORP COM 711030106 3,097 88,009SH SOLE 0 88,009
PEOPLES HERITAGE FINLCOM 711147108 3,555 213,827SH SOLE 0 213,827
PEOPLESOFT INC COM 712713106 10,769 635,810SH SOLE 0 635,810
PEP BOYS MANNY MOE + COM 713278109 2,384 160,243SH SOLE 0 160,243
PEPSI BOTTLING GROUP COM 713409100 5,518 323,400SH SOLE 0 323,400
PEPSICO INC COM 713448108 128,504 4,213,240SH SOLE 0 4,213,240
PER SE TECHNOLOGIES ICOM 713569200 581 169,050SH SOLE 0 169,050
PERCLOSE INC COM 71361C107 1,141 24,500SH SOLE 0 24,500
PEREGRINESYS INC COM 71366Q101 2,071 50,819SH SOLE 0 50,819
PERFORMANCE FOOD GROUCOM 713755106 711 27,750SH SOLE 0 27,750
PERKINELMER INC COM 714046109 3,270 82,275SH SOLE 0 82,275
PERRIGO CO 714290103 1,464 185,955SH SOLE 0 185,955
PERSONAL GROUP OF AMECOM 715338109 490 78,400SH SOLE 0 78,400
PERVASIVESOFTWARE INCCOM 715710109 690 20,000SH SOLE 0 20,000
PETCO ANIMAL SUPPLIESCOM 716016100 603 50,750SH SOLE 0 50,750
PETSMART INC 716768106 1,279 343,956SH SOLE 0 343,956
PFF BANCORP INC COM 69331W104 937 45,432SH SOLE 0 45,432
PFIZER INC COM 717081103 380,349 10,602,06SH SOLE 0 10,602,065
PG+E CORP COM 69331C108 27,775 1,073,425SH SOLE 0 1,073,425
PHARMACEUTICAL PROD DCOM 717124101 625 46,095SH SOLE 0 46,095
PHARMACIA + UPJOHN INCOM 716941109 68,311 1,376,542SH SOLE 0 1,376,542
PHARMACYCLICS INC COM 716933106 603 14,751SH SOLE 0 14,751
PHELPS DODGE CORP COM 717265102 9,337 169,565SH SOLE 0 169,565
PHILADELPHIA CONS HLDCOM 717528103 267 19,800SH SOLE 0 19,800
PHILADELPHIA SUBN CORCOM PAR718009608 2,010 85,299SH SOLE 0 85,299
PHILIP MORRIS COS INCCOM 718154107 223,885 6,548,727SH SOLE 0 6,548,727
PHILLIPS PETE CO COM 718507106 34,118 699,854SH SOLE 0 699,854
PHILLIPS VAN HEUSEN CCOM 718592108 837 94,361SH SOLE 0 94,361
PHOENIX INVT PARTNERSCOM 719085102 671 80,090SH SOLE 0 80,090
PHOTRONICS INC 719405102 1,012 45,100SH SOLE 0 45,100
PHYCOR INC COM 71940F100 735 168,064SH SOLE 0 168,064
PICTURETEL CORP COM NEW720035302 504 118,632SH SOLE 0 118,632
PIEDMONT NAT GAS INC COM 720186105 3,809 125,672SH SOLE 0 125,672
PIER 1 IMPORTS INC COM 720279108 2,397 365,200SH SOLE 0 365,200
PILGRIMS PRIDE CORP CL A 721467207 200 38,957SH SOLE 0 38,957
PILGRIMS PRIDE CORP COM 721467108 677 77,915SH SOLE 0 77,915
PINNACLE SYS INC COM 723481107 824 19,456SH SOLE 0 19,456
PINNACLE WEST CAP CORCOM 723484101 8,977 246,793SH SOLE 0 246,793
PIONEER GROUP INC COM 723684106 1,277 85,142SH SOLE 0 85,142
PIONEER HI BRED INTL COM 723686101 26,336 663,578SH SOLE 0 663,578
PIONEER NAT RES CO COM 723787107 2,111 198,691SH SOLE 0 198,691
PIONEER STD ELECTRS ICOM 723877106 1,388 96,156SH SOLE 0 96,156
PITNEY BOWES INC COM 724479100 51,203 840,257SH SOLE 0 840,257
PITTSTON BRINKS GROUPCOM 725701106 2,400 103,497SH SOLE 0 103,497
PITTSTON CO BURLING725701882 384 47,648SH SOLE 0 47,648
PITTWAY CORP DEL CL A 725790208 7,118 225,980SH SOLE 0 225,980
PIXAR COM 725811103 1,061 28,200SH SOLE 0 28,200
PLAINS RES INC COM PAR726540503 1,237 69,200SH SOLE 0 69,200
PLANET HOLLYWOOD INTLCOM 727025108 6 47,100SH SOLE 0 47,100
PLANTRONICS INC NEW COM 727493108 2,587 52,000SH SOLE 0 52,000
PLAYBOY ENTERPRISES ICOM CL 728117300 1,842 69,007SH SOLE 0 69,007
PLAYTEX PRODS INC COM 72813P100 1,526 103,424SH SOLE 0 103,424
PLEXUS CORP COM 729132100 919 30,000SH SOLE 0 30,000
PLX TECHNOLOGY INC COM 693417107 885 36,700SH SOLE 0 36,700
PMC SIERRA INC COM 69344F106 20,214 218,532SH SOLE 0 218,532
PMI GROUPINC COM 69344M101 5,442 133,137SH SOLE 0 133,137
PNC BK CORP COM 693475105 44,293 840,677SH SOLE 0 840,677
POGO PRODUCING CO COM 730448107 2,469 118,979SH SOLE 0 118,979
POLARIS INDS INC COM 731068102 1,944 56,144SH SOLE 0 56,144
POLAROID CORP COM 731095105 3,033 116,669SH SOLE 0 116,669
POLICY MGMT SYS CORP COM 731108106 4,771 150,866SH SOLE 0 150,866
POLYCOM INC COM 73172K104 1,601 33,600SH SOLE 0 33,600
POLYMER GROUP INC COM 731745105 604 40,936SH SOLE 0 40,936
POOL ENERGY SVCS CO COM 732788104 1,441 58,502SH SOLE 0 58,502
POPULAR INC COM 733174106 9,444 340,321SH SOLE 0 340,321
PORTAL SOFTWARE INC COM 736126103 484 12,500SH SOLE 0 12,500
POST PPTYS INC COM 737464107 4,174 106,171SH SOLE 0 106,171
POTLATCH CORP COM 737628107 2,957 71,790SH SOLE 0 71,790
POTOMAC ELEC PWR CO COM 737679100 6,411 252,024SH SOLE 0 252,024
POWER INTEGRATIONS COM 739276103 727 10,500SH SOLE 0 10,500
POWERTEL INC COM 73936C109 2,040 37,050SH SOLE 0 37,050
POWERWAVETECHNOLOGIESCOM 739363109 3,707 76,881SH SOLE 0 76,881
PPG INDS INC COM 693506107 29,108 485,134SH SOLE 0 485,134
PRAXAIR INC COM 74005P104 19,561 425,230SH SOLE 0 425,230
PRE PAID LEGAL SVCS ICOM 740065107 3,154 80,100SH SOLE 0 80,100
PRECISIONCASTPARTS COCOM RTS740189105 2,388 78,311SH SOLE 0 78,311
PREMARK INTL INC COM 740459102 7,209 142,751SH SOLE 0 142,751
PREMIER PKS INC COM NEW740540208 1,522 52,481SH SOLE 0 52,481
PREMIERE TECHNOLOGIESCOM 74058F102 899 151,400SH SOLE 0 151,400
PREMISYS COMMUNICATIOCOM 740584107 565 67,985SH SOLE 0 67,985
PRENTISS PPTYS TR SH BEN 740706106 2,553 115,050SH SOLE 0 115,050
PRESIDENTIAL LIFE CORCOM 740884101 3,161 184,611SH SOLE 0 184,611
PRESSTEK INC 741113104 631 87,000SH SOLE 0 87,000
PREVIEW TRAVEL INC COM 74137R101 1,643 101,087SH SOLE 0 101,087
PRI AUTOMATION INC COM 69357H106 1,163 32,200SH SOLE 0 32,200
PRICE COMMUNICATIONS COM 741437305 347 13,860SH SOLE 0 13,860
PRICE ENTERPRISES INCCOM NEW741444202 121 15,487SH SOLE 0 15,487
PRICE T ROWE + ASSOC COM 741477103 20,834 759,328SH SOLE 0 759,328
PRICELINE COM INC COM 741503106 5,354 83,000SH SOLE 0 83,000
PRIDE INTL INC COM 741932107 1,498 105,578SH SOLE 0 105,578
PRIMARK CORP COM 741903108 2,353 82,757SH SOLE 0 82,757
PRIME GROUP RLTY TR SH BEN 74158J103 196 13,064SH SOLE 0 13,064
PRIME HOSPITALITY CORCOM 741917108 941 117,668SH SOLE 0 117,668
PRIME RETAIL INC COM 741570105 921 124,897SH SOLE 0 124,897
PRIMEDIA INC COM 74157K101 5,898 421,300SH SOLE 0 421,300
PRIMUS TELECOMM GROUPCOM 741929103 2,541 121,000SH SOLE 0 121,000
PRIORITY HEALTHCARE CCL B 74264T102 783 25,353SH SOLE 0 25,353
PRISM FINL CORP COM 74264Q108 57 5,700SH SOLE 0 5,700
PRISON REALTY CORP COM 74264N105 3,506 326,124SH SOLE 0 326,124
PRIVATE BUSINESS INC COM 74267D104 24 5,100SH SOLE 0 5,100
PROCIURENET INC COM 742804107 3 18,800SH SOLE 0 18,800
PROCTER + GAMBLE CO COM 742718109 350,557 3,739,272SH SOLE 0 3,739,272
PROFIT RECOVERY GROUPCOM 743168106 1,138 25,500SH SOLE 0 25,500
PROGRESS SOFTWARE CORCOM 743312100 2,118 67,515SH SOLE 0 67,515
PROGRESSIVE CORP OHIOCOM 743315103 15,955 195,319SH SOLE 0 195,319
PROJECT SOFTWARE + DECOM 74339P101 7,510 140,377SH SOLE 0 140,377
PROLOGIS TR SH BEN 743410102 4,317 228,713SH SOLE 0 228,713
PROMUS HOTEL CORP NEWCOM 74342P106 9,060 278,234SH SOLE 0 278,234
PROTECTIVE LIFE CORP COM 743674103 4,591 158,315SH SOLE 0 158,315
PROTEIN DESIGN LABS ICOM 74369L103 1,985 54,960SH SOLE 0 54,960
PROVIDENTAMERN CORP COM 743832107 413 27,300SH SOLE 0 27,300
PROVIDENTBANKSHARES CORP 743859100 1,650 77,530SH SOLE 0 77,530
PROVIDENTFINL GROUP ICOM 743866105 3,170 86,698SH SOLE 0 86,698
PROVIDIAN FINL CORP COM 74406A102 37,066 468,073SH SOLE 0 468,073
PROVINCE HEALTHCARE CCOM 743977100 1,503 130,705SH SOLE 0 130,705
PROXICOM INC COM 744282104 1,638 28,000SH SOLE 0 28,000
PROXIM INC COM 744284100 782 17,000SH SOLE 0 17,000
PROXYMED PHARMACY INCCOM 744290107 474 37,700SH SOLE 0 37,700
PS BUSINESS PKS INC CCOM 69360J107 562 21,633SH SOLE 0 21,633
PSINET INC COM 74437C101 7,881 219,100SH SOLE 0 219,100
PSS WORLDMED INC COM 69366A100 2,689 300,883SH SOLE 0 300,883
PUBLIC STORAGE INC COM 74460D109 6,009 238,586SH SOLE 0 238,586
PUBLIC SVC CO N C INCCOM 744516105 1,911 62,155SH SOLE 0 62,155
PUBLIC SVC CO NM COM 744499104 2,984 163,528SH SOLE 0 163,528
PUBLIC SVC ENTERPRISECOM 744573106 23,778 615,624SH SOLE 0 615,624
PUGET SOUND ENERGY INCOM RTS745332106 5,324 237,280SH SOLE 0 237,280
PULITZER INC COM 745769109 1,775 39,066SH SOLE 0 39,066
PULTE CORP COM 745867101 2,913 133,949SH SOLE 0 133,949
PXRE GROUP LIMITED BESHS G73018106 496 34,091SH SOLE 0 34,091
QLOGIC CORP COM 747277101 4,620 66,180SH SOLE 0 66,180
QRS CORP COM 74726X105 2,241 34,950SH SOLE 0 34,950
QUADRAMEDCORP COM 74730W101 741 98,786SH SOLE 0 98,786
QUAKER OATS CO COM 747402105 28,429 459,453SH SOLE 0 459,453
QUALCOMM INC COM 747525103 82,543 436,300SH SOLE 0 436,300
QUANEX CORP COM 747620102 1,256 49,022SH SOLE 0 49,022
QUANTUM CORP DSSG CO747906204 6,874 488,802SH SOLE 0 488,802
QUANTUM CORP HDDG CO747906303 1,818 244,401SH SOLE 0 244,401
QUEENS CNTY BANCORP COM 748242104 2,312 83,688SH SOLE 0 83,688
QUEST DIAGNOSTICS INCCOM 74834L100 1,997 76,815SH SOLE 0 76,815
QUESTAR CORP COM 748356102 5,129 283,006SH SOLE 0 283,006
QUIKSILVER INC 74838C106 2,271 124,431SH SOLE 0 124,431
QUINTILESTRANSNATIONACOM 748767100 4,564 239,809SH SOLE 0 239,809
QUORUM HEALTH GROUP ICOM 749084109 1,491 212,115SH SOLE 0 212,115
QWEST COMMUNICATIONS COM 749121109 19,403 656,352SH SOLE 0 656,352
R + B FALCON CORP COM 74912E101 16,003 1,219,302SH SOLE 0 1,219,302
R G S ENERGY GROUP INCOM 74956K104 2,802 114,356SH SOLE 0 114,356
R.P.M. INC OHIO COM 749685103 3,534 289,937SH SOLE 0 289,937
RADIAN GROUP INC COM 750236101 5,607 130,585SH SOLE 0 130,585
RADIANT SYS INC COM 75025N102 641 39,584SH SOLE 0 39,584
RADIO ONEINC CL A 75040P108 457 11,000SH SOLE 0 11,000
RALCORP HLDGS INC NEWCOM 751028101 2,061 116,544SH SOLE 0 116,544
RALSTON PURINA CO COM RAL751277302 24,319 872,446SH SOLE 0 872,446
RAMBUS INC DEL COM 750917106 1,348 20,340SH SOLE 0 20,340
RARE MEDIUM GROUP INCCOM 75382N109 381 36,100SH SOLE 0 36,100
RATIONAL SOFTWARE CORCOM NEW75409P202 5,343 182,476SH SOLE 0 182,476
RAYMOND JAMES FINANCICOM 754730109 3,723 186,747SH SOLE 0 186,747
RAYONIER INC COM 754907103 4,874 116,049SH SOLE 0 116,049
RAYOVAC CORP COM 755081106 722 33,376SH SOLE 0 33,376
RAYTHEON CO CL B 755111408 45,335 913,547SH SOLE 0 913,547
RAZORFISHINC CL A 755236106 422 9,700SH SOLE 0 9,700
RCN CORP COM 749361101 5,210 127,078SH SOLE 0 127,078
READ RITECORP COM 755246105 701 159,107SH SOLE 0 159,107
READERS DIGEST ASSN ICOM CL 755267101 9,762 333,743SH SOLE 0 333,743
REAL NETWORKS INC COM 75605L104 16,529 158,077SH SOLE 0 158,077
REALTY INCOME CORP COM 756109104 1,825 78,900SH SOLE 0 78,900
RECKSON ASSOCS RLTY CCL B 75621K304 210 9,601SH SOLE 0 9,601
RECKSON ASSOCS RLTY CCOM 75621K106 2,466 118,507SH SOLE 0 118,507
REDBACK NETWORKS INC COM 757209101 1,598 14,800SH SOLE 0 14,800
REDWOOD TR INC. COM 758075402 391 30,200SH SOLE 0 30,200
REEBOK INTL LTD COM 758110100 1,774 166,022SH SOLE 0 166,022
REGAL BELOIT CORP COM 758750103 1,586 76,436SH SOLE 0 76,436
REGENCY RLTY CORP COM 758939102 1,649 78,544SH SOLE 0 78,544
REGENERONPHARMACEUTICCOM 75886F107 577 71,000SH SOLE 0 71,000
REGIONS FINL CORP COM 758940100 17,961 598,699SH SOLE 0 598,699
REGIS CORP MINNESOTA COM 758932107 1,036 53,836SH SOLE 0 53,836
REINSURANCE GROUP AMECOM 759351109 3,394 132,127SH SOLE 0 132,127
RELIANCE GROUP HLDGS COM 759464100 1,376 310,169SH SOLE 0 310,169
RELIANCE STL + ALUM CCOM 759509102 1,087 51,750SH SOLE 0 51,750
RELIANT ENERGY INC COM 75952J108 21,474 793,482SH SOLE 0 793,482
RELIASTARFINL CORP COM 75952U103 5,526 166,197SH SOLE 0 166,197
REMEC INC COM 759543101 334 24,300SH SOLE 0 24,300
REMEDY CORP COM 759548100 1,348 47,500SH SOLE 0 47,500
RENAISSANCE WORLDWIDECOM 75968A109 147 37,924SH SOLE 0 37,924
RENAL CARE GROUP INC COM 759930100 1,518 69,288SH SOLE 0 69,288
RENT A CTR INC NEW COM 76009N100 754 40,500SH SOLE 0 40,500
RENT WAY INC COM 76009U104 437 22,990SH SOLE 0 22,990
REPUBLIC BANCORP INC COM 760282103 1,062 91,860SH SOLE 0 91,860
REPUBLIC GROUP INC COM 760473108 144 10,300SH SOLE 0 10,300
REPUBLIC NY CORP COM 760719104 17,852 290,564SH SOLE 0 290,564
REPUBLIC SEC FINL CORP 760758102 208 23,915SH SOLE 0 23,915
RES CARE INC COM 760943100 375 22,050SH SOLE 0 22,050
RESOURCE AMER INC COM NEW761195205 211 28,343SH SOLE 0 28,343
RESOURCE BANCSHARES MTG GRP 761197102 219 44,156SH SOLE 0 44,156
RESPIRONICS INC 761230101 877 106,343SH SOLE 0 106,343
REVLON INC CL A 761525500 376 20,601SH SOLE 0 20,601
REXALL SUNDOWN INC COM 761648104 1,604 130,308SH SOLE 0 130,308
REYNOLDS + REYNOLDS CCL A 761695105 6,831 335,280SH SOLE 0 335,280
REYNOLDS METALS CO COM 761763101 28,180 466,756SH SOLE 0 466,756
REYNOLDS R J TOB HLDGCOM 76182K105 8,365 309,831SH SOLE 0 309,831
RF MICRO DEVICES INC COM 749941100 5,819 127,200SH SOLE 0 127,200
RFS HOTEL INVS INC COM 74955J108 754 65,600SH SOLE 0 65,600
RH DONNELLEY CORP COM NEW74955W307 1,770 95,060SH SOLE 0 95,060
RHYTHMS NETCONNECTIONCOM 762430205 2,456 71,200SH SOLE 0 71,200
RIGGS NATL CORP WASH COM 766570105 1,319 78,182SH SOLE 0 78,182
RISK CAP HLDG INC COM 767711104 866 55,400SH SOLE 0 55,400
RITE AID CORP COM 767754104 9,446 683,843SH SOLE 0 683,843
RIVIANA FOODS INC DELCOM 769536103 302 15,700SH SOLE 0 15,700
RLI CORP COM 749607107 1,396 42,303SH SOLE 0 42,303
ROADWAY EXPRESS INC DCOM 769742107 1,020 50,517SH SOLE 0 50,517
ROBBINS +MYERS INC COM 770196103 578 37,320SH SOLE 0 37,320
ROBERT HALF INTL INC COM 770323103 8,840 372,190SH SOLE 0 372,190
ROBERTS PHARMACEUTICAL CORP 770491108 1,393 46,061SH SOLE 0 46,061
ROCK FINLCORP MICH COM 772150108 674 36,800SH SOLE 0 36,800
ROCK TENNCO COM CL 772739207 1,195 82,760SH SOLE 0 82,760
ROCKWELL INTL CORP NECOM 773903109 28,067 534,608SH SOLE 0 534,608
ROGERS CORP COM 775133101 963 26,200SH SOLE 0 26,200
ROHM + HAAS CO COM 775371107 21,892 605,999SH SOLE 0 605,999
ROHN INDSINC COM 775381106 151 75,527SH SOLE 0 75,527
ROLLINS INC COM 775711104 1,359 88,036SH SOLE 0 88,036
ROLLINS TRUCK LEASINGCOM 775741101 2,628 259,531SH SOLE 0 259,531
ROMAC INTL INC COM 775835101 488 58,896SH SOLE 0 58,896
ROPER INDS COM 776696106 3,667 95,868SH SOLE 0 95,868
ROSLYN BANCORP INC COM 778162107 2,566 143,566SH SOLE 0 143,566
ROSS STORES INC COM 778296103 7,683 381,752SH SOLE 0 381,752
ROUGE INDS INC DEL CL A 779088103 175 23,711SH SOLE 0 23,711
ROUSE CO COM 779273101 3,960 172,191SH SOLE 0 172,191
ROWAN COSINC COM 779382100 3,597 221,349SH SOLE 0 221,349
RPC INC COM 749660106 689 99,266SH SOLE 0 99,266
RSA SEC INC COM 749719100 1,705 64,200SH SOLE 0 64,200
RTI INTL METALS INC COM 74973W107 381 38,100SH SOLE 0 38,100
RUBY TUESDAY INC COM 781182100 2,651 135,962SH SOLE 0 135,962
RUDDICK CORP COM 781258108 1,895 119,359SH SOLE 0 119,359
RUSS BERRIE + CO INC COM 782233100 1,484 70,867SH SOLE 0 70,867
RUSSELL CORP COM 782352108 1,345 94,776SH SOLE 0 94,776
RYANS FAMILY STEAK HOCOM 783519101 1,260 140,031SH SOLE 0 140,031
RYDER SYS INC COM 783549108 4,247 208,423SH SOLE 0 208,423
RYERSON TULL INC NEW COM 78375P107 2,092 90,479SH SOLE 0 90,479
RYLAND GROUP INC COM 783764103 1,484 65,247SH SOLE 0 65,247
S + T BANCORP INC 783859101 501 22,000SH SOLE 0 22,000
S3 INC COM 784849101 1,627 155,906SH SOLE 0 155,906
SABRATEK CORP COM 78571U108 40 14,300SH SOLE 0 14,300
SABRE HLDGS CORP CL A 785905100 7,764 180,551SH SOLE 0 180,551
SAFECO CORP COM 786429100 10,083 360,109SH SOLE 0 360,109
SAFEGUARD SCIENTIFICSNON TRA460994916 0 1SH SOLE 0 1
SAFEGUARD SCIENTIFICSNON TRA90399A958 0 5,019SH SOLE 0 5,019
SAFEGUARDSCIENTIFICS COM 786449108 6,827 100,396SH SOLE 0 100,396
SAFESCIENCE INC COM 786452102 410 25,800SH SOLE 0 25,800
SAFESKIN CORP COM 786454108 766 93,192SH SOLE 0 93,192
SAFETY KLEEN CORP NEWCOM NEW78648R203 1,967 163,050SH SOLE 0 163,050
SAFEWAY INC COM NEW786514208 58,432 1,535,148SH SOLE 0 1,535,148
SAGA SYS INC COM 786610105 64 4,453SH SOLE 0 4,453
SAGENT TECHNOLOGY INCOC COM 786693101 333 35,300SH SOLE 0 35,300
SAKS INC COM 79377W108 5,574 366,986SH SOLE 0 366,986
SALESLOGGIX CORP COM 79466P105 250 12,500SH SOLE 0 12,500
SANCHEZ COMPUTER ASSOCOM 799702105 2,951 84,000SH SOLE 0 84,000
SANDISK CORP COM 80004C101 9,589 147,100SH SOLE 0 147,100
SANGSTAT MED CORP COM 801003104 919 43,000SH SOLE 0 43,000
SANMINA CORP COM 800907107 7,708 99,620SH SOLE 0 99,620
SANTA FE SNYDER CORP COM 80218K105 4,096 455,165SH SOLE 0 455,165
SAPIENT CORP COM 803062108 754 8,000SH SOLE 0 8,000
SARA LEE CORP COM 803111103 58,326 2,495,215SH SOLE 0 2,495,215
SAUL CTRSINC COM 804395101 96 6,100SH SOLE 0 6,100
SAWTEK INC COM 805468105 1,630 46,560SH SOLE 0 46,560
SBC COMMUNICATIONS INCOM 78387G103 274,141 5,368,735SH SOLE 0 5,368,735
SCANA CORP COM 805898103 6,490 268,333SH SOLE 0 268,333
SCHERING PLOUGH CORP COM 806605101 184,631 4,232,229SH SOLE 0 4,232,229
SCHLUMBERGER LTD COM 806857108 103,059 1,653,905SH SOLE 0 1,653,905
SCHOLASTIC CORP 807066105 1,366 27,320SH SOLE 0 27,320
SCHULMAN A INC COM 808194104 2,246 129,721SH SOLE 0 129,721
SCHWAB CHARLES CORP NEW COM808513105 74,284 2,221,574SH SOLE 0 2,221,574
SCHWEITZER MAUDUIT INCOM 808541106 813 62,877SH SOLE 0 62,877
SCI SYS INC COM 783890106 7,505 168,890SH SOLE 0 168,890
SCIENT CORP COM 80864H109 608 9,500SH SOLE 0 9,500
SCIENTIFIC ATLANTA INCOM 808655104 9,989 201,546SH SOLE 0 201,546
SCIENTIFIC GAMES HLDGCOM 808747109 760 38,500SH SOLE 0 38,500
SCM MICROSYSTEMS INC COM 784018103 563 12,384SH SOLE 0 12,384
SCOTT TECHNOLOGIES INCOM 810022301 1,545 78,247SH SOLE 0 78,247
SCOTTS CO CL A 810186106 2,909 84,004SH SOLE 0 84,004
SCPIE HLDGS INC COM 78402P104 378 12,000SH SOLE 0 12,000
SCRIPPS EW CO OH CL A 811054204 5,693 115,885SH SOLE 0 115,885
SDL INC COM 784076101 4,396 57,600SH SOLE 0 57,600
SEABORD CORP DEL COM 811543107 1,033 4,782SH SOLE 0 4,782
SEACOR SMIT INC COM 811904101 1,212 23,654SH SOLE 0 23,654
SEAGATE TECHNOLOGY COM 811804103 19,267 629,112SH SOLE 0 629,112
SEALED AIR CORP NEW COM 81211K100 14,345 279,555SH SOLE 0 279,555
SEARS ROEBUCK + CO COM 812387108 32,630 1,039,992SH SOLE 0 1,039,992
SECURITY FIRST TECH CCOM 814279105 1,850 47,600SH SOLE 0 47,600
SEI INVESTMENTS CO COM 784117103 8,179 91,612SH SOLE 0 91,612
SEITEL INC COM NEW816074306 506 51,886SH SOLE 0 51,886
SELECTIVEINS GROUP INCOM 816300107 1,857 98,359SH SOLE 0 98,359
SEMCO ENERGY INC COM 78412D109 742 53,260SH SOLE 0 53,260
SEMPRA ENERGY COM 816851109 14,076 676,332SH SOLE 0 676,332
SEMTECH CORP COM 816850101 2,520 68,796SH SOLE 0 68,796
SENSORMATIC ELECTRS CCOM 817265101 3,282 258,700SH SOLE 0 258,700
SEPRACOR INC COM 817315104 6,100 80,800SH SOLE 0 80,800
SEQUA CORP CL A 817320104 2,217 35,192SH SOLE 0 35,192
SEROLOGICALS CORP COM 817523103 237 55,650SH SOLE 0 55,650
SERVICE CORP INTL COM 817565104 7,500 710,042SH SOLE 0 710,042
SERVICE EXPERTS INC COM 817567100 106 10,200SH SOLE 0 10,200
SERVICE MASTER COMPANCOM 81760N109 9,877 614,900SH SOLE 0 614,900
SFX ENTMTINC CL A 784178105 1,286 42,000SH SOLE 0 42,000
SHARED MEDI CAL SYSTECOM 819486101 3,021 64,620SH SOLE 0 64,620
SHAW INDSINC COM 820286102 6,550 412,581SH SOLE 0 412,581
SHERWIN WILLIAMS CO COM 824348106 9,470 452,315SH SOLE 0 452,315
SHOP AT HOME INC COM NEW825066301 2,471 274,600SH SOLE 0 274,600
SHOPKO STORES INC COM 824911101 2,154 74,287SH SOLE 0 74,287
SHOREWOODPACKAGING COCOM 825229107 1,559 114,957SH SOLE 0 114,957
SHURGARD STORAGE CTRSCL A 82567D104 2,109 85,200SH SOLE 0 85,200
SICOR INC COM 825846108 379 95,500SH SOLE 0 95,500
SIEBEL SYS INC COM 826170102 14,026 210,519SH SOLE 0 210,519
SIERRA HEALTH SVCS INC 826322109 761 75,150SH SOLE 0 75,150
SIERRA PAC RES NEW COM 826428104 5,601 251,712SH SOLE 0 251,712
SIGCORP INC COM 826912107 2,204 86,428SH SOLE 0 86,428
SIGMA ALDRICH COM 826552101 8,296 261,305SH SOLE 0 261,305
SILGAN HLDGS INC COM 827048109 710 35,500SH SOLE 0 35,500
SILICON GRAPHICS INC COM 827056102 5,339 488,182SH SOLE 0 488,182
SILICON VY BANCSHARESCOM 827064106 2,487 103,088SH SOLE 0 103,088
SILICON VY GROUP INC COM 827066101 797 67,461SH SOLE 0 67,461
SILICONIXINC COM NEW827079203 1,955 41,600SH SOLE 0 41,600
SILKNET SOFTWARE INC COM 827094103 457 9,900SH SOLE 0 9,900
SIMON PPTY GROUP INC COM 828806109 9,376 417,871SH SOLE 0 417,871
SIMPSON INDS INC COM 829060102 802 72,525SH SOLE 0 72,525
SIMPSON MFG INC COM 829073105 1,139 24,300SH SOLE 0 24,300
SINCLAIR BROADCAST GRCL A 829226109 5,361 591,602SH SOLE 0 591,602
SIPEX CORP COM 829909100 510 35,652SH SOLE 0 35,652
SITEL CORP COM 82980K107 1,358 319,600SH SOLE 0 319,600
SKY FINL GROUP INC COM 83080P103 2,322 98,825SH SOLE 0 98,825
SKYLINE CORP COM 830830105 692 26,930SH SOLE 0 26,930
SKYTEL COMMUNICATIONSCOM 83087Q104 2,718 148,425SH SOLE 0 148,425
SL GREEN RLTY CORP COM 78440X101 1,453 70,900SH SOLE 0 70,900
SLI INC COM 78442T108 680 31,925SH SOLE 0 31,925
SLM HLDG CORP COM 78442A109 32,739 761,382SH SOLE 0 761,382
SMART + FINAL INC 831683107 160 15,995SH SOLE 0 15,995
SMART MODULAR TECHNOLCOM 831690102 2,861 84,000SH SOLE 0 84,000
SMARTALK TELESERVICESCOM 83169A100 1 18,300SH SOLE 0 18,300
SMITH A OCORP COM 831865209 1,615 53,377SH SOLE 0 53,377
SMITH CHARLES E RESIDCOM 832197107 1,754 51,300SH SOLE 0 51,300
SMITH INTL INC COM 832110100 5,534 136,647SH SOLE 0 136,647
SMITHFIELD FOODS INC COM 832248108 3,029 113,240SH SOLE 0 113,240
SMUCKER JM CO CL A 832696108 1,423 67,345SH SOLE 0 67,345
SMURFIT STONE CONTAINCOM 832727101 9,437 436,373SH SOLE 0 436,373
SNAP ON INC COM 833034101 5,377 165,456SH SOLE 0 165,456
SNYDER COMMUNICATIONSCOM 832914105 693 45,599SH SOLE 0 45,599
SODEXHO MARRIOTT SVCSCOM 833793102 1,515 89,092SH SOLE 0 89,092
SOFTNET SYS INC COM 833964109 1,333 54,700SH SOLE 0 54,700
SOLA INTLINC COM 834092108 1,077 69,500SH SOLE 0 69,500
SOLECTRON CORP COM 834182107 63,461 883,699SH SOLE 0 883,699
SOLUTIA INC COM 834376105 5,461 305,494SH SOLE 0 305,494
SONAT INC COM 835415100 11,474 289,107SH SOLE 0 289,107
SONIC CORP 835451105 2,009 66,000SH SOLE 0 66,000
SONOCO PRODS CO COM 835495102 6,033 264,474SH SOLE 0 264,474
SOTHEBYS HLDGS INC CL A 835898107 3,130 121,245SH SOLE 0 121,245
SOURCE MEDIA INC COM NEW836153304 2,555 283,900SH SOLE 0 283,900
SOUTH JERSEY INDS INCCOM 838518108 1,186 44,951SH SOLE 0 44,951
SOUTHDOWNINC COM 841297104 10,454 195,411SH SOLE 0 195,411
SOUTHERN CO COM 842587107 48,283 1,875,069SH SOLE 0 1,875,069
SOUTHERN PAC FDG CORPCOM 843576109 1 25,800SH SOLE 0 25,800
SOUTHERN PERU COPPER COM 843611104 1,250 74,100SH SOLE 0 74,100
SOUTHERN UN CO NEW COM 844030106 1,959 103,130SH SOLE 0 103,130
SOUTHTRUST CORP COM 844730101 15,939 444,300SH SOLE 0 444,300
SOUTHWEST AIRLS CO COM 844741108 23,419 1,541,969SH SOLE 0 1,541,969
SOUTHWESTBANCORPORATICOM 84476R109 359 20,600SH SOLE 0 20,600
SOUTHWESTERN ENERGY CCOM 845467109 1,046 115,469SH SOLE 0 115,469
SOUTHWESTGAS CORP COM 844895102 2,516 93,406SH SOLE 0 93,406
SOVEREIGN BANCORP INCCOM 845905108 4,046 444,903SH SOLE 0 444,903
SOVRAN SELF STORAGE ICOM 84610H108 814 35,800SH SOLE 0 35,800
SPARTECH CORP COM NEW847220209 1,375 46,900SH SOLE 0 46,900
SPECIALTYEQUIP COS INCOM 847497203 1,033 40,900SH SOLE 0 40,900
SPEEDFAM IPEC INC COM 847705100 479 39,877SH SOLE 0 39,877
SPEEDWAY MOTORSPORTSICOM 847788106 524 12,100SH SOLE 0 12,100
SPIEKER PPTYS INC COM 848497103 5,925 170,808SH SOLE 0 170,808
SPORTSLINE USA INC COM 848934105 1,811 61,252SH SOLE 0 61,252
SPRINGS INDS INC COM 851783100 1,679 49,463SH SOLE 0 49,463
SPRINT CORP COM 852061100 129,134 2,380,352SH SOLE 0 2,380,352
SPRINT CORP PCS COM852061506 89,177 1,196,002SH SOLE 0 1,196,002
SPS TECHNOLOGIES INC COM 784626103 1,396 36,792SH SOLE 0 36,792
SPX CORP COM 784635104 8,472 93,351SH SOLE 0 93,351
SPYGLASS INC COM 852192103 1,116 89,300SH SOLE 0 89,300
SS+C TECHNOLOGIES INCCOM 85227Q100 88 16,039SH SOLE 0 16,039
ST JOE CO COM 790148100 1,212 56,191SH SOLE 0 56,191
ST JUDE MED INC COM 790849103 7,921 251,469SH SOLE 0 251,469
ST MARY LD + EXPL CO COM 792228108 321 12,300SH SOLE 0 12,300
ST PAUL BANCORP INC COM 792848103 4,298 187,879SH SOLE 0 187,879
ST PAUL COS INC COM 792860108 16,650 605,456SH SOLE 0 605,456
STAFF LEASING INC COM 852381102 608 60,782SH SOLE 0 60,782
STAFFMARKINC COM 852389105 192 24,200SH SOLE 0 24,200
STANCORP FINL GROUP ICOM 852891100 430 19,200SH SOLE 0 19,200
STANDARD MTR PRODS INCL A 853666105 927 47,696SH SOLE 0 47,696
STANDARD PAC CORP NEWCOM 85375C101 1,074 104,769SH SOLE 0 104,769
STANDARD PRODS CO COM 853836104 2,013 56,864SH SOLE 0 56,864
STANDARD REGISTER COM 853887107 2,212 94,117SH SOLE 0 94,117
STANDEX INTL CORP COM 854231107 2,428 89,909SH SOLE 0 89,909
STANLEY WORKS COM 854616109 20,596 817,713SH SOLE 0 817,713
STAPLES INC COM 855030102 38,754 1,776,709SH SOLE 0 1,776,709
STAR TELECOMMUNICATIOCOM 854923109 109 20,134SH SOLE 0 20,134
STARBUCKSCORP COM 855244109 13,826 557,918SH SOLE 0 557,918
STARMEDIANETWORK INC COM 855546107 756 20,600SH SOLE 0 20,600
STARRETT L S CO CL A FO855668109 743 29,884SH SOLE 0 29,884
STARWOOD FINL TR MD CL A SH85568W104 1,448 51,819SH SOLE 0 51,819
STARWOOD HOTELS + RES1 CL B 85590A203 11,250 504,189SH SOLE 0 504,189
STATE AUTO FINL CORP COM 855707105 501 48,900SH SOLE 0 48,900
STATE STREET CORPORATCOM 857477103 29,091 450,158SH SOLE 0 450,158
STATEN ISBANCORP INC COM 857550107 1,106 58,795SH SOLE 0 58,795
STATION CASINOS INC 857689103 1,572 67,606SH SOLE 0 67,606
STEEL DYNAMICS INC COM 858119100 548 34,954SH SOLE 0 34,954
STEIN MART INC COM 858375108 452 63,448SH SOLE 0 63,448
STEPAN CHEM CO COM 858586100 397 17,400SH SOLE 0 17,400
STERIS CORP COM 859152100 3,436 249,878SH SOLE 0 249,878
STERLING BANCSHARES ICOM 858907108 221 19,300SH SOLE 0 19,300
STERLING COMM INC COM 859205106 9,877 532,080SH SOLE 0 532,080
STERLING SOFTWARE INCCOM 859547101 10,228 511,380SH SOLE 0 511,380
STEWART +STEVENSON SVCOM 860342104 2,150 163,808SH SOLE 0 163,808
STEWART ENTERPRISES ICL A 860370105 1,342 221,362SH SOLE 0 221,362
STILLWATER MNG CO COM 86074Q102 1,907 70,950SH SOLE 0 70,950
STONE + WEBSTER INC COM 861572105 1,213 43,336SH SOLE 0 43,336
STONE ENERGY CORP 861642106 1,576 30,900SH SOLE 0 30,900
STORAGE TECHNOLOGY COCOM PAR862111200 7,959 412,138SH SOLE 0 412,138
STORAGE USA INC COM 861907103 2,056 74,747SH SOLE 0 74,747
STRIDE RITE CORP COM 863314100 864 123,489SH SOLE 0 123,489
STRUCTURAL DYNAMICS RCOM RTS863555108 1,730 115,120SH SOLE 0 115,120
STRYKER CORP COM 863667101 14,702 287,571SH SOLE 0 287,571
STUDENT LN CORP COM 863902102 165 4,028SH SOLE 0 4,028
STURM RUGER + CO INC COM 864159108 784 87,128SH SOLE 0 87,128
SUIZA FOODS CORP COM 865077101 1,445 38,545SH SOLE 0 38,545
SUMMIT BANCORP COM 866005101 16,067 495,331SH SOLE 0 495,331
SUMMIT PPTYS INC COM 866239106 1,402 70,303SH SOLE 0 70,303
SUMMIT TECHNOLOGY INCCOM 86627E101 1,077 58,800SH SOLE 0 58,800
SUN CMNTYS INC COM 866674104 1,660 50,199SH SOLE 0 50,199
SUN HEALTHCARE GROUP COM 866933104 20 82,038SH SOLE 0 82,038
SUN MICROSYSTEMS INC COM 866810104 220,492 2,370,878SH SOLE 0 2,370,878
SUNBEAM CORP DEL NEW COM 867071102 1,652 290,414SH SOLE 0 290,414
SUNGARD DATA SYS INC COM 867363103 7,783 295,778SH SOLE 0 295,778
SUNGLASS HUT INTL INCCOM 86736F106 1,362 128,960SH SOLE 0 128,960
SUNOCO INC COM 86764P109 24,457 893,404SH SOLE 0 893,404
SUNRISE ASSISTED LIVICOM 86768K106 513 19,318SH SOLE 0 19,318
SUNRISE MED INC COM 867910101 365 60,857SH SOLE 0 60,857
SUNRISE TECHNOLOGIES INTL 86769L103 336 71,100SH SOLE 0 71,100
SUNSTONE HOTEL INVS ICOM 867933103 955 109,100SH SOLE 0 109,100
SUNTERRA CORP COM 86787D109 1,955 164,659SH SOLE 0 164,659
SUNTRUST BKS INC COM 867914103 57,367 872,503SH SOLE 0 872,503
SUPERGEN INC COM 868059106 478 20,825SH SOLE 0 20,825
SUPERIOR CONSULTANT ICOM 868146101 180 15,300SH SOLE 0 15,300
SUPERIOR INDS INTL INCOM 868168105 2,293 81,888SH SOLE 0 81,888
SUPERIOR TELECOM INC COM 868365107 277 19,863SH SOLE 0 19,863
SUPERIOR TR 1 PFD CNV86836P202 21 622SH SOLE 0 622
SUPERVALU INC COM 868536103 7,936 359,684SH SOLE 0 359,684
SUSQUEHANNA BANCSHARECOM 869099101 892 51,738SH SOLE 0 51,738
SWIFT ENERGY CO COM 870738101 619 49,010SH SOLE 0 49,010
SWIFT TRANSN INC 870756103 1,723 87,502SH SOLE 0 87,502
SYBASE INC COM 871130100 2,340 198,127SH SOLE 0 198,127
SYBRON INTL CORP WISCCOM 87114F106 15,315 569,844SH SOLE 0 569,844
SYKES ENTERPRISES INCCOM 871237103 522 21,156SH SOLE 0 21,156
SYLVAN LEARNING SYS ICOM 871399101 4,103 211,750SH SOLE 0 211,750
SYMANTEC CORP COM 871503108 6,264 174,160SH SOLE 0 174,160
SYMBOL TECHNOLOGIES ICOM 871508107 10,819 321,760SH SOLE 0 321,760
SYNOPSYS INC COM 871607107 11,910 212,091SH SOLE 0 212,091
SYNOVUS FINL CORP COM 87161C105 14,507 776,308SH SOLE 0 776,308
SYSCO CORP COM 871829107 32,334 922,170SH SOLE 0 922,170
SYSTEM SOFTWARE ASSOCCOM NEW871839205 54 27,722SH SOLE 0 27,722
SYSTEMAX INC COM 871851101 312 37,295SH SOLE 0 37,295
SYSTEMS +COMPUTER TECCOM 871873105 1,337 106,466SH SOLE 0 106,466
T HQ INC COM 872443403 2,092 48,500SH SOLE 0 48,500
TALBOTS INC COM 874161102 405 9,058SH SOLE 0 9,058
TALK COM INC COM 874264104 1,254 97,157SH SOLE 0 97,157
TALK COM INC RTS EXP87499A961 0 2SH SOLE 0 2
TANDY CORP COM 875382103 33,497 648,060SH SOLE 0 648,060
TANGER FACTORY OUTLETCOM 875465106 342 15,000SH SOLE 0 15,000
TAUBMAN CENTERS INC REIT 876664103 1,217 105,800SH SOLE 0 105,800
TCF FINANCIAL CORP COM 872275102 8,770 307,037SH SOLE 0 307,037
TECH DATACORP COM 878237106 3,618 155,407SH SOLE 0 155,407
TECHNE CORP COM 878377100 2,337 74,500SH SOLE 0 74,500
TECHNITROL INC COM 878555101 1,540 43,700SH SOLE 0 43,700
TECHNOLOGY SOLUTIONS COM 87872T108 1,550 109,725SH SOLE 0 109,725
TECO ENERGY INC COM 872375100 6,614 313,087SH SOLE 0 313,087
TECUMSEH PRODS CO CL A 878895200 2,572 51,314SH SOLE 0 51,314
TEJON RANCH CO COM 879080109 923 31,543SH SOLE 0 31,543
TEKELEC INC COM 879101103 1,878 135,952SH SOLE 0 135,952
TEKTRONIX INC COM 879131100 4,228 126,199SH SOLE 0 126,199
TELEBANC FINL CORP COM 87925R109 1,918 83,400SH SOLE 0 83,400
TELEFLEX INC COM 879369106 4,577 116,056SH SOLE 0 116,056
TELEPHONE+ DATA SYS ICOM 879433100 14,406 162,203SH SOLE 0 162,203
TELESCAN INC COM 879516102 1,055 64,200SH SOLE 0 64,200
TELETECH HLDGS INC COM 879939106 557 39,084SH SOLE 0 39,084
TELIGENT INC CL A 87959Y103 703 14,143SH SOLE 0 14,143
TELLABS INC COM 879664100 82,049 1,441,044SH SOLE 0 1,441,044
TEMPLE INLAND INC COM 879868107 9,937 162,909SH SOLE 0 162,909
TENET HEALTHCARE CORPCOM 88033G100 14,495 825,337SH SOLE 0 825,337
TENFOLD CORP COM 88033A103 387 14,600SH SOLE 0 14,600
TENNANT CO COM 880345103 1,485 43,824SH SOLE 0 43,824
TENNECO INC NEW COM 88037E101 16,552 973,667SH SOLE 0 973,667
TERADYNE INC COM RTS880770102 20,658 586,046SH SOLE 0 586,046
TERAYON COMMUNICATIONCOM 880775101 660 13,500SH SOLE 0 13,500
TEREX CORP NEW COM 880779103 652 20,700SH SOLE 0 20,700
TERRA INDS INC COM 880915103 2,062 1,222,216SH SOLE 0 1,222,216
TESORO PETE CORP COM 881609101 1,459 88,425SH SOLE 0 88,425
TETRA TECH INC NEW COM 88162G103 1,464 87,752SH SOLE 0 87,752
TEXACO INC COM 881694103 94,893 1,503,257SH SOLE 0 1,503,257
TEXAS INDS INC COM 882491103 2,790 75,396SH SOLE 0 75,396
TEXAS INSTRS INC COM 882508104 176,190 2,142,132SH SOLE 0 2,142,132
TEXAS REGL BANCSHARESCL A VT882673106 338 13,650SH SOLE 0 13,650
TEXAS UTILS CO COM 882848104 28,033 751,305SH SOLE 0 751,305
TEXTRON INC COM 883203101 32,376 418,428SH SOLE 0 418,428
THE TRUSTCOMPANY OF NCOM 898304100 512 22,281SH SOLE 0 22,281
THERAGENICS CORP COM 883375107 806 63,200SH SOLE 0 63,200
THERMEDICS INC COM 883901100 509 69,012SH SOLE 0 69,012
THERMO CARDIOSYSTEMS COM NON88355K200 459 64,413SH SOLE 0 64,413
THERMO ECOTEK CORP COM 88355R106 112 12,314SH SOLE 0 12,314
THERMO ELECTRON CORP COM 883556102 5,661 421,306SH SOLE 0 421,306
THERMO FIBERTEK INC COM 88355W105 465 75,987SH SOLE 0 75,987
THERMO INSTR SYS INC COM 883559106 1,237 115,743SH SOLE 0 115,743
THERMOLASE COM 883624108 24 13,000SH SOLE 0 13,000
THERMOQUEST CORP COM 883655102 54 5,348SH SOLE 0 5,348
THESTREETCOM INC COM 88368Q103 323 17,800SH SOLE 0 17,800
THOMAS + BETTS CORP COM 884315102 7,868 154,265SH SOLE 0 154,265
THOMAS INDS INC COM 884425109 4,592 245,702SH SOLE 0 245,702
THOR INDSINC COM 885160101 1,249 48,981SH SOLE 0 48,981
THORNBURG MTG ASSET CCOM 885218107 540 61,287SH SOLE 0 61,287
TICKETMASTER ONLINE CCL B 88633P203 1,473 60,900SH SOLE 0 60,900
TIDEWATER INC COM 886423102 5,401 211,819SH SOLE 0 211,819
TIFFANY + CO NEW COM 886547108 12,613 210,428SH SOLE 0 210,428
TIMBERLAND CO CL A 887100105 3,249 83,180SH SOLE 0 83,180
TIME WARNER INC COM 887315109 220,164 3,624,099SH SOLE 0 3,624,099
TIME WARNER TELECOM ICL A 887319101 1,079 51,700SH SOLE 0 51,700
TIMES MIRROR CO NEW COM SER887364107 13,559 206,028SH SOLE 0 206,028
TIMKEN CO COM 887389104 2,574 159,632SH SOLE 0 159,632
TITAN INTL INC ILL COM 88830M102 222 21,624SH SOLE 0 21,624
TITANIUM METALS CORP COM 888339108 364 40,677SH SOLE 0 40,677
TJ INTL INC 872534102 1,491 59,334SH SOLE 0 59,334
TJX COS INC NEW COM 872540109 30,866 1,099,894SH SOLE 0 1,099,894
TMP WORLDWIDE INC COM 872941109 2,645 43,442SH SOLE 0 43,442
TNP ENTERPRISES INC COM 872594106 1,508 38,736SH SOLE 0 38,736
TOLL BROSINC COM 889478103 1,827 95,829SH SOLE 0 95,829
TOO INC COM 890333107 1,250 69,679SH SOLE 0 69,679
TOOTSIE ROLL INDS INCCOM 890516107 7,601 231,208SH SOLE 0 231,208
TORCHMARKINC COM 891027104 9,525 368,112SH SOLE 0 368,112
TORO CO COM 891092108 1,868 49,973SH SOLE 0 49,973
TOSCO CORP COM NEW891490302 12,249 485,113SH SOLE 0 485,113
TOTAL RENAL CARE HLDGCOM 89151A107 1,609 216,364SH SOLE 0 216,364
TOTAL SYSSVCS INC COM 891906109 4,123 253,695SH SOLE 0 253,695
TOWER AUTOMOTIVE INC COM 891707101 1,248 63,000SH SOLE 0 63,000
TOWN + CNTRY TR SH BEN 892081100 901 50,927SH SOLE 0 50,927
TOYS R US INC COM 892335100 10,741 716,097SH SOLE 0 716,097
TRACK DATA CORP COM 891918104 405 41,800SH SOLE 0 41,800
TRAMMELL CROW CO COM 89288R106 1,201 90,652SH SOLE 0 90,652
TRANS WORLD AIRLS INCCOM PAR893349837 606 170,200SH SOLE 0 170,200
TRANSACTION NETWORK SCOM 893414102 522 13,311SH SOLE 0 13,311
TRANSACTION SYS ARCHICL A 893416107 2,853 105,900SH SOLE 0 105,900
TRANSATLANTIC HLDGS ICOM 893521104 2,316 32,965SH SOLE 0 32,965
TRANSKARYOTIC THERAPICOM 893735100 2,121 41,287SH SOLE 0 41,287
TRANSMONTAIGNE INC COM 893934109 240 16,000SH SOLE 0 16,000
TRANSTEXAS GAS CORP COM 893895102 17 36,027SH SOLE 0 36,027
TRANSWITCH CORP COM 894065101 2,685 47,100SH SOLE 0 47,100
TRAVELERSPPTY CAS CORCL A 893939108 4,662 158,050SH SOLE 0 158,050
TREDEGAR INDS INC COM 894650100 6,777 317,039SH SOLE 0 317,039
TRENDWESTRESORTS INC COM 894917103 3,536 136,000SH SOLE 0 136,000
TRENWICK GROUP INC COM 895290104 918 55,402SH SOLE 0 55,402
TREX INC COM 89531P105 295 11,100SH SOLE 0 11,100
TREX MED CORP COM 89531R101 29 7,093SH SOLE 0 7,093
TRIAD GTYINC COM 895925105 354 21,000SH SOLE 0 21,000
TRIAD HOSPS INC COM 89579K109 994 98,163SH SOLE 0 98,163
TRIANGLE BANCORP INC COM 895835106 283 15,300SH SOLE 0 15,300
TRIANGLE PHARMACEUTICCOM 89589H104 543 28,209SH SOLE 0 28,209
TRIARC COS INC CL A 895927101 2,208 102,988SH SOLE 0 102,988
TRIBUNE CO NEW COM 896047107 32,347 650,194SH SOLE 0 650,194
TRICON GLOBAL RESTAURCOM 895953107 16,847 411,532SH SOLE 0 411,532
TRIGON HEALTHCARE INCCOM 89618L100 605 20,700SH SOLE 0 20,700
TRIMBLE NAVIGATION LTCOM 896239100 496 46,386SH SOLE 0 46,386
TRINET CORP RLTY TR ICOM 896287109 1,593 66,900SH SOLE 0 66,900
TRINITY INDS INC COM 896522109 4,454 144,271SH SOLE 0 144,271
TRIQUINT SEMICONDUCTOCOM 89674K103 343 6,000SH SOLE 0 6,000
TRIUMPH GROUP INC NEWCOM 896818101 420 15,825SH SOLE 0 15,825
TRUE NORTH COMMUNICATCOM 897844106 2,302 63,290SH SOLE 0 63,290
TRUSTCO BK CORP N Y COM 898349105 2,152 72,875SH SOLE 0 72,875
TRUSTMARKCORP COM 898402102 4,759 211,516SH SOLE 0 211,516
TRW INC COM 872649108 16,538 332,430SH SOLE 0 332,430
TUBOSCOPEINC COM 898600101 1,511 121,500SH SOLE 0 121,500
TUESDAY MORNING CORP COM NEW899035505 121 4,800SH SOLE 0 4,800
TUPPERWARE CORP COM 899896104 3,309 163,428SH SOLE 0 163,428
TV GUIDE INC CL A 87307Q109 8,854 226,300SH SOLE 0 226,300
TWINLAB CORP COM 901774109 353 39,720SH SOLE 0 39,720
TYLER TECHNOLOGIES INCOM 902252105 173 38,937SH SOLE 0 38,937
TYSON FOODS INC (DEL)CLS A C902494103 6,263 380,993SH SOLE 0 380,993
U S FOODSERVICE COM 90331R101 7,349 408,254SH SOLE 0 408,254
U S HOME CORP NEW COM 911920106 1,229 44,175SH SOLE 0 44,175
U S INDS INC NEW COM 912080108 27,661 1,756,257SH SOLE 0 1,756,257
U S OFFICE PRODS CO COM NEW912325305 161 46,036SH SOLE 0 46,036
U S RESTAURANT PPTYS COM 902971100 680 35,800SH SOLE 0 35,800
U S TR CORP NEW COM 91288L105 6,435 80,060SH SOLE 0 80,060
U S WEST INC NEW COM 91273H101 78,222 1,370,813SH SOLE 0 1,370,813
UAL CORP COM PAR902549500 3,460 52,979SH SOLE 0 52,979
UCAR INTLINC COM 90262K109 1,608 70,469SH SOLE 0 70,469
UDC HOMESINC COM 902646108 254 35,700SH SOLE 0 35,700
UGI CORP NEW COM 902681105 27,299 1,174,161SH SOLE 0 1,174,161
UICI COM 902737105 2,898 113,352SH SOLE 0 113,352
ULTRAMAR DIAMOND SHAMCOM 904000106 7,904 309,963SH SOLE 0 309,963
ULTRATECHSTEPPER INC COM 904034105 410 32,120SH SOLE 0 32,120
UMB FINL CORP COM 902788108 2,706 64,819SH SOLE 0 64,819
UNICOM CORP COM 904911104 21,499 582,045SH SOLE 0 582,045
UNIFI INC COM 904677101 2,404 218,560SH SOLE 0 218,560
UNIFIRST CORP COM 904708104 1,077 78,332SH SOLE 0 78,332
UNIGRAPHICS SOLUTIONSCL A 904928108 336 12,400SH SOLE 0 12,400
UNION CARBIDE CORP COM 905581104 20,770 365,590SH SOLE 0 365,590
UNION PAC CORP COM 907818108 40,049 833,268SH SOLE 0 833,268
UNION PACIFIC RES GROCOM 907834105 11,153 686,366SH SOLE 0 686,366
UNION PLANTERS CORP COM 908068109 15,450 379,133SH SOLE 0 379,133
UNIONBANCAL CORP COM 908906100 4,316 119,052SH SOLE 0 119,052
UNISOURCEENERGY CORP COM 909205106 1,071 90,625SH SOLE 0 90,625
UNISTAR FINL SVC CORPCOM 90921U100 412 14,900SH SOLE 0 14,900
UNISYS CORP COM 909214108 37,254 825,573SH SOLE 0 825,573
UNITED ASSET MGMT CORCOM 909420101 3,896 202,404SH SOLE 0 202,404
UNITED AUTO GROUP INCCOM 909440109 357 28,122SH SOLE 0 28,122
UNITED BANKSHARES INCCOM 909907107 1,466 60,280SH SOLE 0 60,280
UNITED COS FINL CORP COM 909870107 8 78,562SH SOLE 0 78,562
UNITED DOMINION RLTY COM 910197102 3,331 297,726SH SOLE 0 297,726
UNITED FIRE CAS CO COM 910331107 1,013 44,041SH SOLE 0 44,041
UNITED HEALTHCARE CORCOM 910581107 27,291 560,538SH SOLE 0 560,538
UNITED ILLUM CO COM 910637107 2,247 46,440SH SOLE 0 46,440
UNITED PAYORS + UTD PCOM 911319101 353 20,013SH SOLE 0 20,013
UNITED RENTALS INC COM 911363109 751 34,550SH SOLE 0 34,550
UNITED STATES CELLULACOM 911684108 2,687 39,512SH SOLE 0 39,512
UNITED STATIONERS INCCOM 913004107 1,202 56,400SH SOLE 0 56,400
UNITED TECHNOLOGIES CCOM 913017109 84,027 1,416,688SH SOLE 0 1,416,688
UNITED TELEVISION INCCOM 913066106 3,851 34,151SH SOLE 0 34,151
UNITED WTR RES INC COM 913190104 3,351 102,700SH SOLE 0 102,700
UNITEDGLOBALCOM CL A 913247508 7,172 100,132SH SOLE 0 100,132
UNITRIN INC COM 913275103 6,560 188,768SH SOLE 0 188,768
UNITRODE CORP COM 913283107 4,082 97,188SH SOLE 0 97,188
UNIVERSALCORP VA COM 913456109 2,986 114,296SH SOLE 0 114,296
UNIVERSALFOODS CORP COM 913538104 4,545 198,154SH SOLE 0 198,154
UNIVERSALFST PRODS INCOM 913543104 592 45,298SH SOLE 0 45,298
UNIVERSALHEALTH SVCS CL B 913903100 2,612 100,934SH SOLE 0 100,934
UNIVISIONCOMMUNICATIOCL A 914906102 4,330 53,214SH SOLE 0 53,214
UNOCAL CORP COM 915289102 24,630 664,555SH SOLE 0 664,555
UNOVA INC COM 91529B106 1,872 139,999SH SOLE 0 139,999
UNUMPROVIDENT CORP COM 91529Y106 19,191 651,913SH SOLE 0 651,913
URBAN OUTFITTERS INC COM 917047102 683 30,886SH SOLE 0 30,886
URBAN SHOPPING CTRS ICOM 917060105 1,038 35,628SH SOLE 0 35,628
UROGEN CORP COM 917271108 6 19,700SH SOLE 0 19,700
US AIRWAYS GROUP INC COM 911905107 5,767 219,678SH SOLE 0 219,678
US BANCORP DEL COM 902973106 60,870 2,016,402SH SOLE 0 2,016,402
US BIOSCIENCE INC COM 911646206 1,135 79,647SH SOLE 0 79,647
US FREIGHTWAYS CORP COM 916906100 2,295 48,441SH SOLE 0 48,441
US ONCOLOGY INC COM 90338W103 1,065 117,464SH SOLE 0 117,464
USA NETWORKS INC COM 902984103 20,329 524,615SH SOLE 0 524,615
USBANCORPINC COM 917292104 917 67,917SH SOLE 0 67,917
USG CORP COM NEW903293405 6,977 146,498SH SOLE 0 146,498
USINTERNETWORKING INCCOM 917311805 847 27,100SH SOLE 0 27,100
UST CORP COM 902900109 1,930 62,758SH SOLE 0 62,758
UST INC COM USD902911106 14,984 496,380SH SOLE 0 496,380
USWEB CORP COM 917327108 7,734 225,413SH SOLE 0 225,413
USX MARATHON GROUP COM NEW902905827 24,271 829,778SH SOLE 0 829,778
USX U S STL GROUP 90337T101 5,781 224,501SH SOLE 0 224,501
UTILICORPUTD INC COM 918005109 2,991 141,996SH SOLE 0 141,996
V F CORP COM 918204108 10,236 330,183SH SOLE 0 330,183
VAIL RESORTS INC COM 91879Q109 128 5,500SH SOLE 0 5,500
VALASSIS COMMUNICATIOCOM 918866104 7,870 179,127SH SOLE 0 179,127
VALERO ENERGY CORP COM 91913Y100 3,062 159,065SH SOLE 0 159,065
VALHI INCNEW 918905100 2,491 229,030SH SOLE 0 229,030
VALLEY MEDIA INC COM 91972C106 136 11,400SH SOLE 0 11,400
VALLEY NATL BANCORP COM 919794107 4,094 164,569SH SOLE 0 164,569
VALMONT INDS INC COM 920253101 1,382 81,868SH SOLE 0 81,868
VALSPAR CORP COM 920355104 7,278 222,654SH SOLE 0 222,654
VALUE AMER INC COM 92038N102 370 29,000SH SOLE 0 29,000
VALUE CITY DEPT STORECOM 920387107 764 50,949SH SOLE 0 50,949
VALUE LINE INC COM 920437100 1,064 30,520SH SOLE 0 30,520
VANTIVE CORP COM 922091103 1,029 118,427SH SOLE 0 118,427
VARCO INTL INC COM 922126107 2,462 202,032SH SOLE 0 202,032
VARIAN INC COM 922206107 2,121 119,466SH SOLE 0 119,466
VARIAN MED SYS INC COM 92220P105 2,613 119,466SH SOLE 0 119,466
VARIAN SEMICONDUCTOR COM 922207105 2,516 119,466SH SOLE 0 119,466
VASTAR RES INC COM 922380100 6,776 108,300SH SOLE 0 108,300
VEECO INSTRS INC DEL COM 922417100 353 12,600SH SOLE 0 12,600
VENATOR GROUP INC COM 922944103 23,534 2,748,466SH SOLE 0 2,748,466
VENCOR INC NEW COM 92260R102 20 173,273SH SOLE 0 173,273
VENTAS INC COM 92276F100 899 189,273SH SOLE 0 189,273
VENTIV HEALTH INC COM 922793104 150 15,200SH SOLE 0 15,200
VERIO INC COM 923433106 3,989 128,666SH SOLE 0 128,666
VERISIGN INC COM 92343E102 12,815 120,332SH SOLE 0 120,332
VERITAS DGC INC COM 92343P107 1,334 69,300SH SOLE 0 69,300
VERITAS SOFTWARE CORPCOM 923436109 39,905 525,500SH SOLE 0 525,500
VERITY INC COM 92343C106 6,331 92,000SH SOLE 0 92,000
VERTEX PHARMACEUTICALCOM 92532F100 2,011 64,732SH SOLE 0 64,732
VETERINARY CTRS AMER COM 925514101 647 56,600SH SOLE 0 56,600
VIACOM INC CL B 925524308 80,351 1,901,810SH SOLE 0 1,901,810
VIAD CORP COM 92552R109 7,620 258,302SH SOLE 0 258,302
VIATEL INC COM 925529208 3,134 106,000SH SOLE 0 106,000
VICAL INC COM 925602104 703 50,900SH SOLE 0 50,900
VICOR CORP 925815102 2,801 123,446SH SOLE 0 123,446
VIGNETTE CORP COM 926734104 4,965 54,867SH SOLE 0 54,867
VINTAGE PETE INC COM 927460105 1,014 75,108SH SOLE 0 75,108
VISHAY INTERTECHNOLOGCOM 928298108 5,381 226,568SH SOLE 0 226,568
VISIO CORP COM 927914101 2,363 60,200SH SOLE 0 60,200
VISUAL NETWORKS INC COM 928444108 1,450 34,169SH SOLE 0 34,169
VISX INC DEL 92844S105 11,034 139,504SH SOLE 0 139,504
VITESSE SEMICONDUCTORCOM 928497106 20,388 238,800SH SOLE 0 238,800
VLASIC FOODS INTL INCCOM 928559103 908 130,831SH SOLE 0 130,831
VOICESTREAM WIRELESS COM 928615103 14,152 229,300SH SOLE 0 229,300
VOLT INFORMATION SCIECOM 928703107 1,410 58,152SH SOLE 0 58,152
VORNADO RLTY TR COM 929042109 6,880 211,683SH SOLE 0 211,683
VULCAN MATLS CO COM 929160109 10,032 273,919SH SOLE 0 273,919
WABASH NATL CORP COM 929566107 509 25,045SH SOLE 0 25,045
WACHOVIA CORP NEW 929771103 44,074 560,556SH SOLE 0 560,556
WACKENHUTCORRECTIONS COM 929798106 417 31,200SH SOLE 0 31,200
WADDELL +REED FINL INCL A 930059100 913 41,152SH SOLE 0 41,152
WAL MART STORES INC COM 931142103 586,78812,337,204SH SOLE 0 12,337,204
WALDEN RESIDENTIAL PPCOM 931210108 1,435 65,800SH SOLE 0 65,800
WALGREEN CO COM 931422109 69,108 2,723,459SH SOLE 0 2,723,459
WALLACE COMPUTER SER COM 932270101 2,049 101,184SH SOLE 0 101,184
WALTER INDS INC COM 93317Q105 1,029 76,200SH SOLE 0 76,200
WARNACO GROUP INC COM CL 934390105 2,978 163,165SH SOLE 0 163,165
WARNER LAMBERT CO COM 934488107 164,314 2,475,538SH SOLE 0 2,475,538
WASHINGTON FED INC COM 938824109 4,457 192,197SH SOLE 0 192,197
WASHINGTON GAS LT CO COM 938837101 3,479 128,274SH SOLE 0 128,274
WASHINGTON MUT INC COM 939322103 46,687 1,596,125SH SOLE 0 1,596,125
WASHINGTON POST CO CL B 939640108 12,085 23,696SH SOLE 0 23,696
WASHINGTON REAL ESTATSH BEN 939653101 1,711 108,656SH SOLE 0 108,656
WASTE MGMT INC DEL COM 94106L109 45,024 2,338,933SH SOLE 0 2,338,933
WATERS CORP COM 941848103 12,247 202,222SH SOLE 0 202,222
WATSCO INC COM 942622200 751 66,000SH SOLE 0 66,000
WATSON PHARMACEUTICALCOM 942683103 7,581 248,037SH SOLE 0 248,037
WATTS INDS INC CL A 942749102 1,168 53,704SH SOLE 0 53,704
WAUSAU MOSINEE PAPER COM 943315101 2,516 207,472SH SOLE 0 207,472
WAVE SYSTEMS CORP COM 943526103 1,262 117,400SH SOLE 0 117,400
WAVO CORP COM 944027101 302 64,385SH SOLE 0 64,385
WD 40 CO COM 929236107 1,295 55,348SH SOLE 0 55,348
WEATHERFORD INTL INC COM 947074100 7,346 229,572SH SOLE 0 229,572
WEBB DEL CORP COM 947423109 1,210 54,992SH SOLE 0 54,992
WEBSTER FINL CORP WATERBURY 947890109 1,305 51,160SH SOLE 0 51,160
WEBTRENDSCORP COM 94844D104 847 19,000SH SOLE 0 19,000
WEINGARTEN RLTY INVS SH BEN 948741103 2,848 76,188SH SOLE 0 76,188
WEIS MKTSINC COM 948849104 2,771 80,896SH SOLE 0 80,896
WELLMAN INC COM 949702104 2,056 113,840SH SOLE 0 113,840
WELLPOINT HEALTH NETWCL A 94973H108 10,068 176,630SH SOLE 0 176,630
WELLS FARGO + CO NEW COM 949746101 178,500 4,504,738SH SOLE 0 4,504,738
WELLSFORDREAL PPTYS ICOM 144950240101 690 72,667SH SOLE 0 72,667
WENDYS INTL INC COM 950590109 8,930 336,963SH SOLE 0 336,963
WERNER ENTERPRISES INC 950755108 2,668 151,348SH SOLE 0 151,348
WESBANCO INC COM 950810101 1,217 47,744SH SOLE 0 47,744
WESCO FINL CORP COM 950817106 2,345 8,654SH SOLE 0 8,654
WEST MARINE INC COM 954235107 68 8,500SH SOLE 0 8,500
WEST PHARMACEUTICAL SCOM 955306105 2,238 58,991SH SOLE 0 58,991
WEST TELESERVICES CORCOM 956188106 345 33,298SH SOLE 0 33,298
WESTAMERICA BANCORPORCOM 957090103 3,952 130,654SH SOLE 0 130,654
WESTCORP INC 957907108 1,213 81,198SH SOLE 0 81,198
WESTERN BANCORP COM 957683105 637 16,482SH SOLE 0 16,482
WESTERN DIGITAL CORP COM RTS958102105 1,244 337,458SH SOLE 0 337,458
WESTERN GAS RES INC COM 958259103 1,273 68,114SH SOLE 0 68,114
WESTERN PPTYS TR SH BEN 959261108 812 74,703SH SOLE 0 74,703
WESTERN RES INC COM 959425109 22,759 1,064,762SH SOLE 0 1,064,762
WESTERN WIRELESS CORPCL A 95988E204 3,747 83,560SH SOLE 0 83,560
WESTERNBANK PR COM 959897109 474 39,100SH SOLE 0 39,100
WESTFIELDAMER INC COM 959910100 1,224 88,218SH SOLE 0 88,218
WESTINGHOUSE AIR BRAKCOM 960386100 1,100 60,500SH SOLE 0 60,500
WESTPOINTSTEVENS INC COM 961238102 2,984 126,320SH SOLE 0 126,320
WESTVACO CORP COM 961548104 6,825 266,340SH SOLE 0 266,340
WESTWOOD ONE INC COM 961815107 14,715 326,090SH SOLE 0 326,090
WET SEAL INC 961840105 169 10,200SH SOLE 0 10,200
WEYERHAEUSER CO COM 962166104 31,225 541,872SH SOLE 0 541,872
WHIRLPOOL CORP COM 963320106 13,533 207,201SH SOLE 0 207,201
WHITE MTNS INS GROUP COM 964126106 4,117 30,357SH SOLE 0 30,357
WHITMAN CORP NEW COM 96647R107 4,302 301,910SH SOLE 0 301,910
WHITNEY HLDG CORP COM 966612103 2,126 61,835SH SOLE 0 61,835
WHITTMAN HART INC COM 966834103 1,434 36,964SH SOLE 0 36,964
WHOLE FOODS MKT INC COM 966837106 4,048 123,707SH SOLE 0 123,707
WICOR INC COM 929253102 2,431 83,661SH SOLE 0 83,661
WILEY JOHN + SON CLASS A968223206 3,029 193,088SH SOLE 0 193,088
WILLAMETTE INDS INC COM 969133107 12,706 294,643SH SOLE 0 294,643
WILLIAMS COS INC COM 969457100 44,861 1,192,318SH SOLE 0 1,192,318
WILLIAMS SONOMA INC COM 969904101 6,999 144,114SH SOLE 0 144,114
WILMAR INDS INC COM 971426101 550 42,700SH SOLE 0 42,700
WILMINGTON TR CORP COM 971807102 5,263 108,373SH SOLE 0 108,373
WIND RIV SYS INC COM 973149107 2,931 154,274SH SOLE 0 154,274
WINDMERE DURABLE HLDGCOM 973411101 928 76,966SH SOLE 0 76,966
WINN DIXIE STORES INCCOM 974280109 11,794 397,275SH SOLE 0 397,275
WINNEBAGOIND INC. COM 974637100 2,173 90,768SH SOLE 0 90,768
WINSTAR COMMUNICATIONCOM 975515107 8,994 230,244SH SOLE 0 230,244
WISCONSINCENT TRANSN COM 976592105 2,018 147,409SH SOLE 0 147,409
WISCONSINENERGY CORP COM 976657106 7,572 323,066SH SOLE 0 323,066
WOLVERINETUBE INC COM 978093102 461 29,720SH SOLE 0 29,720
WOLVERINEWORLD WIDE ICOM 978097103 1,547 136,022SH SOLE 0 136,022
WOODWARD GOVERNOR CO COM 980745103 157 6,300SH SOLE 0 6,300
WORLD ACCESS INC COM 98141A101 508 45,452SH SOLE 0 45,452
WORLDGATECOMMUNICATIOCOM 98156L307 693 30,300SH SOLE 0 30,300
WORLDPORTCOMMUNICATIOCOM 98155J105 22 31,700SH SOLE 0 31,700
WORTHINGTON INDS IN COM 981811102 4,285 252,072SH SOLE 0 252,072
WPS RES CORP COM 92931B106 2,231 79,497SH SOLE 0 79,497
WRIGLEY WM JR CO COM 982526105 21,445 311,646SH SOLE 0 311,646
WYMAN GORDON CO COM 983085101 1,653 88,463SH SOLE 0 88,463
WYNDHAM INTL INC CL A 983101106 1,228 467,832SH SOLE 0 467,832
WYNNS INTL INC COM 983195108 1,399 87,750SH SOLE 0 87,750
XCEED INC COM 98388N105 982 45,800SH SOLE 0 45,800
XEROX CORP COM 984121103 75,517 1,800,696SH SOLE 0 1,800,696
XILINX INC COM 983919101 37,373 570,301SH SOLE 0 570,301
XIRCOM INC COM 983922105 2,954 69,199SH SOLE 0 69,199
XTRA CORP COM 984138107 2,430 61,127SH SOLE 0 61,127
YAHOO INC COM 984332106 80,752 449,872SH SOLE 0 449,872
YANKEE ENERGY SYS INCCOM 984779108 1,224 28,665SH SOLE 0 28,665
YELLOW CORP COM 985509108 1,234 74,523SH SOLE 0 74,523
YORK INTLCORP NEW COM986670107 4,678 130,163SH SOLE 0 130,163
YOUNG BROADCASTING INCL A 987434107 1,461 27,900SH SOLE 0 27,900
ZALE CORPNEW COM 988858106 6,541 170,734SH SOLE 0 170,734
ZEBRA TECHNOLOGIES COCL A 989207105 2,334 51,328SH SOLE 0 51,328
ZENITH NATL INS CORP COM 989390109 1,638 76,643SH SOLE 0 76,643
ZIFF DAVIS INC COM ZDN989511209 761 35,800SH SOLE 0 35,800
ZIONS BANCORP COM 989701107 13,454 244,063SH SOLE 0 244,063
ZIXIT CORP COM 98974P100 1,061 35,800SH SOLE 0 35,800
ZOMAX OPTICAL MEDIA ICOM 989929104 2,841 109,800SH SOLE 0 109,800
</TABLE>
