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, 2000
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement
[ ] adds new holdings entries
Institutional Investment Manager Filing this report:
Name: 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: Principal Investment Officer
Phone: 916-229-3737
Signature, Place, and Date of Signing:
John Petzold Sacramento, California November 15, 2000
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: 2378
Form 13F Information Table Value Total: $44,545,327
(Thousands)
List of Other Included Managers: N/A
<PAGE>
<TABLE> <C> <C>
AS OF SEPTEMBER 30, 2000
Security Name Title Cusip Fair Mkt Shares InvmntOther Investment
Class Value DiscreMgrs. Authority
(x1000) (SOLE)
1ST SOURCE CORP COM 336901103 218 10,369 SH SOLE 0 10,369
21ST CENTURY INS GROUCOM 90130N103 1,779 105,036 SH SOLE 0 105,036
24 / 7 MEDIA INC COM 901314104 504 49,900 SH SOLE 0 49,900
3COM CORP COM 885535104 13,573 707,364 SH SOLE 0 707,364
7 ELEVEN INC COM NE817826209 938 73,569 SH SOLE 0 73,569
99 CENTS ONLY STORES COM 65440K106 927 18,477 SH SOLE 0 18,477
AAR CORP COM 000361105 936 81,879 SH SOLE 0 81,879
AARON RENTS INC CL B 002535201 514 39,900 SH SOLE 0 39,900
ABBOTT LABS COM NP002824100 219,295 4,610,678 SH SOLE 0 4,610,678
ABERCROMBIE AND FITCHCOM CL002896207 3,606 189,172 SH SOLE 0 189,172
ABGENIX INC COM 00339B107 17,262 213,600 SH SOLE 0 213,600
ABM INDS INC COM 000957100 1,715 63,068 SH SOLE 0 63,068
ABOUT COM INC COM 003736105 3,419 105,600 SH SOLE 0 105,600
ACACIA RESH CORP COM 003881109 1,123 32,200 SH SOLE 0 32,200
ACCLAIM ENTMT INC WT EXP004325163 1 630 SH SOLE 0 630
ACCREDO HEALTH INC COM 00437V104 462 9,450 SH SOLE 0 9,450
ACCRUE SOFTWARE INC COM 00437W102 313 26,200 SH SOLE 0 26,200
ACETO CORP COM 004446100 1,414 145,000 SH SOLE 0 145,000
ACKERLEY COMMUNICATIOCOM 004527107 1,162 116,200 SH SOLE 0 116,200
ACLARA BIOSCIENCES INCOM 00461P106 2,023 66,600 SH SOLE 0 66,600
ACNIELSON CORP COM 004833109 16,405 688,931 SH SOLE 0 688,931
ACTEL CORP COM 004934105 2,048 56,991 SH SOLE 0 56,991
ACTIVE PWR INC COM 00504W100 3,274 52,800 SH SOLE 0 52,800
ACTUANT CORP CL A 00508X104 372 94,376 SH SOLE 0 94,376
ACTUATE CORP COM 00508B102 4,657 134,800 SH SOLE 0 134,800
ACTV INC COM 00088E104 1,401 101,900 SH SOLE 0 101,900
ACUSON COM 005113105 3,157 138,789 SH SOLE 0 138,789
ACXIOM CORP COM 005125109 4,952 155,972 SH SOLE 0 155,972
ADAPTEC INC COM 00651F108 5,143 257,164 SH SOLE 0 257,164
ADAPTIVE BROADBAND COCOM 00650M104 2,084 106,860 SH SOLE 0 106,860
ADC TELECOMMUNICATIONCOM 000886101 71,492 2,658,636 SH SOLE 0 2,658,636
ADELPHIA BUSINESS SOLCL A 006847107 783 66,300 SH SOLE 0 66,300
ADELPHIA COMMUNICATIOCL A 006848105 2,237 81,179 SH SOLE 0 81,179
ADOBE SYS INC COM 00724F101 59,365 382,384 SH SOLE 0 382,384
ADTRAN INC COM 00738A106 1,260 29,625 SH SOLE 0 29,625
ADVANCED DIGITAL INFOCOM 007525108 2,570 169,200 SH SOLE 0 169,200
ADVANCED FIBRE COMMUNCOM 00754A105 6,519 172,107 SH SOLE 0 172,107
ADVANCED MICRO DEVICECOM 007903107 34,346 1,453,786 SH SOLE 0 1,453,786
ADVANCED RADIO TELECOCOM 00754U101 1,467 172,600 SH SOLE 0 172,600
ADVANCED TISSUE SCIENCOM 00755F103 692 93,000 SH SOLE 0 93,000
ADVANTA CORP CL A C007942105 734 65,203 SH SOLE 0 65,203
ADVENT SOFTWARE INC COM 007974108 2,306 33,000 SH SOLE 0 33,000
ADVISORTECH SERIES00799B951 17,500 2,525,253 SH SOLE 0 2,525,253
ADVO INC COM 007585102 2,362 71,574 SH SOLE 0 71,574
AEROFLEX INC COM 007768104 1,909 39,250 SH SOLE 0 39,250
AES CORP COM 00130H105 113,117 1,651,338 SH SOLE 0 1,651,338
AETHER SYSTEMS INC COM 00808V105 6,130 58,100 SH SOLE 0 58,100
AETNA INC COM 008117103 25,252 434,910 SH SOLE 0 434,910
AFFILIATED COMPUTER SCL A 008190100 3,332 66,800 SH SOLE 0 66,800
AFFILIATED MANAGERS GCOM 008252108 511 8,973 SH SOLE 0 8,973
AFFYMETRIX INC OC CAP00826T108 5,809 116,474 SH SOLE 0 116,474
AFLAC INC COM 001055102 71,646 1,118,371 SH SOLE 0 1,118,371
AGCO CORP COM 001084102 1,660 139,768 SH SOLE 0 139,768
AGILE SOFTWARE CORP DCOM 00846X105 17,043 189,500 SH SOLE 0 189,500
AGILENT TECHNOLOGIES COM 00846U101 60,307 1,232,323 SH SOLE 0 1,232,323
AGL RES INC COM 001204106 1,517 75,602 SH SOLE 0 75,602
AGRIBRANDS INTL INC COM 00849R105 1,301 29,823 SH SOLE 0 29,823
AIR PRODS + CHEMS INCCOM 009158106 23,169 643,580 SH SOLE 0 643,580
AIRBORNE FGHT CORP COM 009266107 1,238 121,536 SH SOLE 0 121,536
AIRGAS INC COM 009363102 1,247 183,018 SH SOLE 0 183,018
AIRGATE PCS INC COM 009367103 435 9,700 SH SOLE 0 9,700
AIRTRAN HOLDINGS INC COM 00949P108 586 132,000 SH SOLE 0 132,000
AK STL HLDG CORP COM 001547108 16,738 1,785,356 SH SOLE 0 1,785,356
AKAMAI TECHNOLOGIES ICOM 00971T101 7,788 148,300 SH SOLE 0 148,300
ALABAMA NATL BANCORPOCOM 010317105 592 27,365 SH SOLE 0 27,365
ALASKA AIR GROUP INC COM 011659109 927 38,643 SH SOLE 0 38,643
ALBANY INTL CORP NEW CL012348108 600 50,041 SH SOLE 0 50,041
ALBEMARLE CORP COM 012653101 945 46,816 SH SOLE 0 46,816
ALBERTO CULVER CO CL A 013068200 1,995 79,600 SH SOLE 0 79,600
ALBERTO CULVER CO CL B C013068101 3,979 138,106 SH SOLE 0 138,106
ALBERTSONS INC COM 013104104 23,458 1,117,045 SH SOLE 0 1,117,045
ALCOA INC COM 013817101 66,603 2,631,238 SH SOLE 0 2,631,238
ALEXANDER + BALDWIN ICOM 014482103 1,606 61,752 SH SOLE 0 61,752
ALEXANDERS INC COM 014752109 1,431 17,508 SH SOLE 0 17,508
ALEXANDRIA REAL ESTATCOM 015271109 1,123 32,736 SH SOLE 0 32,736
ALEXION PHARMACEUTICACOM 015351109 2,212 19,400 SH SOLE 0 19,400
ALFA CORP COM 015385107 2,393 137,227 SH SOLE 0 137,227
ALKERMES INC COM 01642T108 12,430 321,800 SH SOLE 0 321,800
ALLAIRE CORP COM 016714107 227 26,700 SH SOLE 0 26,700
ALLEGHANY CORP DEL COM 017175100 26,708 136,263 SH SOLE 0 136,263
ALLEGHENY ENERGY INC COM 017361106 6,474 169,535 SH SOLE 0 169,535
ALLEGHENY TECHNOLOGIECOM 01741R102 21,636 1,193,715 SH SOLE 0 1,193,715
ALLEGIANCE TELECOM INCOM 01747T102 8,905 239,050 SH SOLE 0 239,050
ALLEN TELECOM INC COM 018091108 1,457 86,050 SH SOLE 0 86,050
ALLERGAN INC COM 018490102 35,507 420,508 SH SOLE 0 420,508
ALLETE COM 018522102 2,422 109,454 SH SOLE 0 109,454
ALLIANCE PHARMACEUTICCOM 018773101 811 53,200 SH SOLE 0 53,200
ALLIANT CORP COM 018802108 3,989 135,804 SH SOLE 0 135,804
ALLIANT TECHSYSTEMS ICOM 018804104 1,171 14,253 SH SOLE 0 14,253
ALLIED RISER COMMUNCTCOM 019496108 406 61,300 SH SOLE 0 61,300
ALLIED WASTE INDUSTRIES INC019589308 4,498 489,593 SH SOLE 0 489,593
ALLMERICA FINL CORP COM 019754100 6,295 98,450 SH SOLE 0 98,450
ALLSTATE CORP COM 020002101 74,817 2,153,021 SH SOLE 0 2,153,021
ALLTEL CORP COM 020039103 51,292 982,838 SH SOLE 0 982,838
ALPHA INDS INC COM 020753109 1,594 46,800 SH SOLE 0 46,800
ALPHARMA INC CL A 020813101 6,972 114,061 SH SOLE 0 114,061
ALTEON WEBSYSTEMS INCCOM 02145A109 11,533 106,400 SH SOLE 0 106,400
ALTERA CORP 021441100 80,879 1,693,810 SH SOLE 0 1,693,810
ALZA CORP COM 022615108 40,232 465,111 SH SOLE 0 465,111
AMAZON COM INC COM 023135106 17,820 463,614 SH SOLE 0 463,614
AMB PPTY CORP COM 00163T109 4,102 167,011 SH SOLE 0 167,011
AMBAC FINL GROUP INC COM 023139108 13,580 185,393 SH SOLE 0 185,393
AMCOL INTL CORP COM 02341W103 296 60,655 SH SOLE 0 60,655
AMCORE FINL INC COM 023912108 1,345 68,529 SH SOLE 0 68,529
AMDOCS LIMITED SHS G02602103 18,717 300,073 SH SOLE 0 300,073
AMERADA HESS CORP COM NP023551104 18,051 269,676 SH SOLE 0 269,676
AMERCO COM 023586100 589 30,100 SH SOLE 0 30,100
AMEREN CORP COM 023608102 14,712 351,333 SH SOLE 0 351,333
AMERICA ONLINE INC DECOM 02364J104 368,686 6,859,267 SH SOLE 0 6,859,267
AMERICA WEST HLDG CORCL B 023657208 960 78,800 SH SOLE 0 78,800
AMERICAN CLASSIC VOYACOM 024928103 215 14,692 SH SOLE 0 14,692
AMERICAN EAGLE OUTFITCOM 02553E106 698 22,148 SH SOLE 0 22,148
AMERICAN ELEC PWR INCCOM 025537101 47,399 1,211,486 SH SOLE 0 1,211,486
AMERICAN EXPRESS CO COM 025816109 221,854 3,651,920 SH SOLE 0 3,651,920
AMERICAN FINL GROUP ICOM 025932104 438 18,887 SH SOLE 0 18,887
AMERICAN FREIGHTWAYS COM 02629V108 425 26,794 SH SOLE 0 26,794
AMERICAN GEN CORP COM 026351106 78,880 1,011,277 SH SOLE 0 1,011,277
AMERICAN GREETINGS COCL A 026375105 4,438 253,582 SH SOLE 0 253,582
AMERICAN HOME PRODUCTCOM 026609107 215,241 3,805,366 SH SOLE 0 3,805,366
AMERICAN INTL GROUP ICOM 026874107 629,695 6,580,747 SH SOLE 0 6,580,747
AMERICAN ITALIAN PASTCL A 027070101 387 20,152 SH SOLE 0 20,152
AMERICAN MGMT SYS INCCOM 027352103 2,195 127,694 SH SOLE 0 127,694
AMERICAN PWR CONVERSICOM 029066107 9,563 498,422 SH SOLE 0 498,422
AMERICAN STD COS INC COM 029712106 25,324 569,869 SH SOLE 0 569,869
AMERICAN SUPERCONDUCTCOM 030111108 1,308 26,600 SH SOLE 0 26,600
AMERICAN TELESOURCE ICOM 03018P108 255 110,200 SH SOLE 0 110,200
AMERICAN TOWER CORP CL A 029912201 11,658 309,328 SH SOLE 0 309,328
AMERICAN WTR WKS INC COM 030411102 4,605 167,092 SH SOLE 0 167,092
AMERICREDIT CORP COM 03060R101 6,142 213,186 SH SOLE 0 213,186
AMERISOURCE HEALTH COCL A 03071P102 6,166 131,200 SH SOLE 0 131,200
AMERITRADE HLDG CORP CL A 03072H109 7,629 429,790 SH SOLE 0 429,790
AMETEK AEROSPACE PRODCOM 031100100 1,460 68,917 SH SOLE 0 68,917
AMGEN INC COM 031162100 223,908 3,206,555 SH SOLE 0 3,206,555
AMKOR TECHNOLOGY INC COM 031652100 4,938 189,000 SH SOLE 0 189,000
AMLI RESIDENTIAL PPTYSH BEN001735109 947 39,453 SH SOLE 0 39,453
AMPHENOL CORP NEW CL A 032095101 2,306 40,500 SH SOLE 0 40,500
AMR CORP DEL COM 001765106 12,567 384,473 SH SOLE 0 384,473
AMSOUTH BANCORPORATIOCOM 032165102 17,075 1,365,981 SH SOLE 0 1,365,981
AMYLIN PHARMACEUTICALS INC 032346108 1,099 102,200 SH SOLE 0 102,200
ANADARKO PETE CORP COM 032511107 58,226 876,110 SH SOLE 0 876,110
ANADIGICS INC COM 032515108 1,560 70,500 SH SOLE 0 70,500
ANALOG DEVICES INC COM 032654105 84,029 1,017,766 SH SOLE 0 1,017,766
ANALOGIC CORP COM PA032657207 1,878 48,857 SH SOLE 0 48,857
ANALYSTS INTL CORP COM 032681108 644 89,263 SH SOLE 0 89,263
ANAREN MICROWAVE INC COM 032744104 2,346 17,300 SH SOLE 0 17,300
ANC RENT CORP COM 001813104 540 93,963 SH SOLE 0 93,963
ANCHOR BANCORP WIS INCOM 032839102 1,373 87,500 SH SOLE 0 87,500
ANCHOR GAMING COM 033037102 1,130 14,200 SH SOLE 0 14,200
ANDREW CORP COM 034425108 5,488 209,573 SH SOLE 0 209,573
ANDRX CORP DEL ANDRX 034553107 27,562 295,176 SH SOLE 0 295,176
ANHEUSER BUSCH COS INCOM 035229103 125,647 2,969,508 SH SOLE 0 2,969,508
ANIXTER INTL INC COM 035290105 1,733 59,496 SH SOLE 0 59,496
ANNTAYLOR STORES CORPCOM 036115103 2,297 59,763 SH SOLE 0 59,763
ANSWERTHINK CONSULTINCDT CO036916104 3,590 220,900 SH SOLE 0 220,900
ANTEC CORP COM 03664P105 2,194 74,364 SH SOLE 0 74,364
AON CORP COM 037389103 35,132 895,083 SH SOLE 0 895,083
APACHE CORP COM 037411105 30,882 522,318 SH SOLE 0 522,318
APARTMENT INVT. + MGMCLASS 03748R101 5,898 128,043 SH SOLE 0 128,043
APERIAN INC COM 037531100 0 1 SH SOLE 0 1
APOLLO GROUP INC CL A 037604105 7,734 193,952 SH SOLE 0 193,952
APPLE COMPUTER COM NP037833100 23,924 929,082 SH SOLE 0 929,082
APPLEBEES INTL INC COM 037899101 1,309 56,912 SH SOLE 0 56,912
APPLICA INC COM 03815A106 476 76,966 SH SOLE 0 76,966
APPLIED INDL TECHNOLOCOM 03820C105 1,600 92,431 SH SOLE 0 92,431
APPLIED MATERIALS INCCOM 038222105 150,698 2,540,743 SH SOLE 0 2,540,743
APPLIED MICRO CIRCUITCDT CO03822W109 86,301 416,788 SH SOLE 0 416,788
APPLIED MOLECULAR EVOCOM 03823E108 2,107 52,500 SH SOLE 0 52,500
APRIA HEALTHCARE GROUCOM 037933108 1,230 88,223 SH SOLE 0 88,223
APTARGROUP INC COM 038336103 1,661 69,396 SH SOLE 0 69,396
ARCH CAP GROUP LTD COM 03937L105 873 55,400 SH SOLE 0 55,400
ARCH CHEMICALS INC COM 03937R102 1,266 69,348 SH SOLE 0 69,348
ARCH COAL INC COM 039380100 731 73,106 SH SOLE 0 73,106
ARCH WIRELESS INC COM 039392105 301 60,200 SH SOLE 0 60,200
ARCHER DANIELS MIDLANCOM 039483102 14,779 1,713,455 SH SOLE 0 1,713,455
ARCHSTONE CMNTYS TR SH BEN039581103 3,286 133,764 SH SOLE 0 133,764
ARCTIC CAT INC COM 039670104 719 56,933 SH SOLE 0 56,933
ARDEN RLTY INC COM 039793104 3,398 126,721 SH SOLE 0 126,721
AREA BANCSHARES CORP COM 039872106 781 35,200 SH SOLE 0 35,200
AREMISSOFT CORP DE COM 040026106 548 14,600 SH SOLE 0 14,600
ARENA PHARMACEUTICALSCOM 040047102 3,393 78,900 SH SOLE 0 78,900
ARGONAUT GROUP INC COM 040157109 1,259 71,925 SH SOLE 0 71,925
ARIAD PHARMACEUTICALSCOM 04033A100 775 61,700 SH SOLE 0 61,700
ARIBA INC COM 04033V104 80,426 561,374 SH SOLE 0 561,374
ARMSTRONG HLDGS INC COM 042384107 1,205 100,908 SH SOLE 0 100,908
ARNOLD INDS INC COM 042595108 1,549 91,819 SH SOLE 0 91,819
ARROW ELECTRS INC COM 042735100 9,885 290,200 SH SOLE 0 290,200
ARROW INTERNATIONAL INC 042764100 1,262 34,703 SH SOLE 0 34,703
ART TECHNOLOGY GROUP OC COM04289L107 13,938 147,100 SH SOLE 0 147,100
ARTESYN TECHNOLOGIES COM 043127109 3,359 115,345 SH SOLE 0 115,345
ARVINMERITOR INC COM 043353101 4,219 287,270 SH SOLE 0 287,270
ASHLAND INC COM 044204105 6,267 186,035 SH SOLE 0 186,035
ASK JEEVES INC OC COM045174109 685 35,700 SH SOLE 0 35,700
ASPECT COMMUNICATIONSCOM 04523Q102 2,984 144,696 SH SOLE 0 144,696
ASPEN TECHNOLOGY INC COM 045327103 2,559 56,700 SH SOLE 0 56,700
ASSOCIATED BANC CORP COM 045487105 2,763 105,274 SH SOLE 0 105,274
ASSOCIATES FIRST CAP CL A 046008108 92,264 2,427,993 SH SOLE 0 2,427,993
ASTORIA FINL CORP COM 046265104 2,522 65,282 SH SOLE 0 65,282
ASYST TECHNOLOGIES INCOM 04648X107 1,179 58,200 SH SOLE 0 58,200
AT + T CORP COM 001957109 316,710 10,781,617 SH SOLE 0 10,781,617
AT HOME CORP COM SE045919107 5,361 379,552 SH SOLE 0 379,552
AT+T CORP COM LI001957208 101,927 5,662,622 SH SOLE 0 5,662,622
AT+T WIRELESS GROUP COM 001957406 12,991 622,300 SH SOLE 0 622,300
ATLANTIC COAST AIRLINCOM 048396105 630 19,578 SH SOLE 0 19,578
ATLAS AIR INC COM 049164106 1,293 30,599 SH SOLE 0 30,599
ATMEL CORP COM 049513104 12,451 819,820 SH SOLE 0 819,820
ATMI INC COM 00207R101 234 10,000 SH SOLE 0 10,000
ATMOS ENERGY CORP COM 049560105 18,386 891,448 SH SOLE 0 891,448
ATWOOD OCEANICS INC COM 050095108 1,409 33,800 SH SOLE 0 33,800
AURORA BIOSCIENCE CORCOM 051920106 5,590 82,200 SH SOLE 0 82,200
AUTODESK INCORPORATEDCOM ST052769106 4,186 164,960 SH SOLE 0 164,960
AUTOLIV COM 052800109 3,911 200,575 SH SOLE 0 200,575
AUTOMATIC DATA PROCESCOM 053015103 114,286 1,708,943 SH SOLE 0 1,708,943
AUTONATION INC DEL COM 05329W102 4,406 734,299 SH SOLE 0 734,299
AUTOZONE INC COM 053332102 10,697 471,487 SH SOLE 0 471,487
AVALONBAY CMNTYS INC COM 053484101 7,525 157,797 SH SOLE 0 157,797
AVANEX CORP COM 05348W109 388 3,600 SH SOLE 0 3,600
AVANT CORP COM 053487104 1,194 65,400 SH SOLE 0 65,400
AVANT IMMUNOTHERAPEUTCOM 053491106 860 79,500 SH SOLE 0 79,500
AVERY DENNISON CORP COM 053611109 14,788 318,877 SH SOLE 0 318,877
AVID TECHNOLOGY INC COM 05367P100 990 70,690 SH SOLE 0 70,690
AVIGEN INC COM 053690103 958 24,100 SH SOLE 0 24,100
AVIRON COM 053762100 1,220 20,923 SH SOLE 0 20,923
AVIS GROUP HLDGS INC COM 053790101 1,091 36,841 SH SOLE 0 36,841
AVISTA CORP COM 05379B107 3,330 148,016 SH SOLE 0 148,016
AVNET INC COM 053807103 8,062 284,134 SH SOLE 0 284,134
AVON PRODS INC COM 054303102 33,617 822,425 SH SOLE 0 822,425
AVX CORP NEW COM 002444107 4,317 165,622 SH SOLE 0 165,622
AWARE INC MASS COM 05453N100 2,006 52,100 SH SOLE 0 52,100
AXA FINL INC COM 002451102 20,981 411,892 SH SOLE 0 411,892
AXENT TECHNOLOGIES INCOM 05459C108 2,545 118,042 SH SOLE 0 118,042
AXT INC COM 00246W103 736 17,600 SH SOLE 0 17,600
AZTAR CORP COM 054802103 2,438 158,575 SH SOLE 0 158,575
BAKER HUGHES INC COM 057224107 42,313 1,139,745 SH SOLE 0 1,139,745
BALDOR ELEC CO COM 057741100 1,210 59,573 SH SOLE 0 59,573
BALDWIN + LYONS INC CL B 057755209 1,298 66,991 SH SOLE 0 66,991
BALL CORP COM 058498106 18,944 597,847 SH SOLE 0 597,847
BANCFIRST CORP COM 05945F103 338 10,600 SH SOLE 0 10,600
BANCORPSOUTH INC COM 059692103 1,244 86,505 SH SOLE 0 86,505
BANCWEST CORP NEW COM 059790105 3,612 185,842 SH SOLE 0 185,842
BANDAG INC COM 059815100 1,383 38,473 SH SOLE 0 38,473
BANK AMER CORP COM 060505104 263,277 5,026,773 SH SOLE 0 5,026,773
BANK GRANITE CORP COM 062401104 1,280 55,801 SH SOLE 0 55,801
BANK NEW YORK INC COM 064057102 112,717 2,010,556 SH SOLE 0 2,010,556
BANK ONE CORP COM 06423A103 123,852 3,206,530 SH SOLE 0 3,206,530
BANK UTD CORP CL A 065412108 2,650 52,286 SH SOLE 0 52,286
BANKNORTH GROUP INC NCOM 06646R107 7,117 398,127 SH SOLE 0 398,127
BANTA CORP COM ST066821109 4,068 166,872 SH SOLE 0 166,872
BARD C R INC COM 067383109 5,472 129,513 SH SOLE 0 129,513
BARNES + NOBLE INC COM 067774109 1,962 99,638 SH SOLE 0 99,638
BARNES GROUP INC COM 067806109 1,210 65,868 SH SOLE 0 65,868
BARNESANDNOBLE COM INCL A 067846105 353 72,000 SH SOLE 0 72,000
BARR LABS INC COM 068306109 5,517 83,193 SH SOLE 0 83,193
BARRA INC COM 068313105 1,490 24,000 SH SOLE 0 24,000
BARRETT RES CORP COM 068480201 3,231 85,446 SH SOLE 0 85,446
BATTLE MTN GOLD CO COM 071593107 809 462,312 SH SOLE 0 462,312
BAUSCH + LOMB INC COM 071707103 17,803 457,212 SH SOLE 0 457,212
BAXTER INTL INC COM 071813109 75,326 943,793 SH SOLE 0 943,793
BAY VIEW CAP CORP DELCOM 07262L101 633 58,860 SH SOLE 0 58,860
BB+T CORP COM 054937107 32,334 1,073,336 SH SOLE 0 1,073,336
BE INC COM 073309106 541 133,050 SH SOLE 0 133,050
BEA SYS INC COM 073325102 90,278 1,159,272 SH SOLE 0 1,159,272
BEAR STEARNS COS INC COM 073902108 25,802 409,554 SH SOLE 0 409,554
BECKMAN COULTER INC COM 075811109 3,599 46,664 SH SOLE 0 46,664
BECTON DICKINSON + COCOM 075887109 18,547 701,525 SH SOLE 0 701,525
BED BATH + BEYOND INCCOM 075896100 23,593 967,306 SH SOLE 0 967,306
BEDFORD PPTY INVS INCCOM PA076446301 1,316 64,800 SH SOLE 0 64,800
BELCO OIL + GAS CORP COM 077410108 174 19,600 SH SOLE 0 19,600
BELDEN INC COM 077459105 1,609 68,094 SH SOLE 0 68,094
BELL + HOWELL CO NEW COM 077852101 1,002 45,800 SH SOLE 0 45,800
BELLSOUTH CORP COM 079860102 223,235 5,546,202 SH SOLE 0 5,546,202
BELO A H CORP COM SE080555105 3,638 197,308 SH SOLE 0 197,308
BEMIS INC COM 081437105 4,511 140,434 SH SOLE 0 140,434
BENCHMARK ELECTRS INC 08160H101 936 18,000 SH SOLE 0 18,000
BERGEN BRUNSWIG CORP CLASS 083739102 4,338 371,136 SH SOLE 0 371,136
BERINGER WINE ESTATESCL B 084102102 678 12,202 SH SOLE 0 12,202
BERKLEY W R CORP COM 084423102 2,412 69,775 SH SOLE 0 69,775
BERRY PETE CO CL A 085789105 1,018 56,342 SH SOLE 0 56,342
BEST BUY CO INC COM ST086516101 43,282 680,274 SH SOLE 0 680,274
BESTFOODS COM 08658U101 56,475 776,283 SH SOLE 0 776,283
BETHLEHEM STL CORP COM 087509105 983 327,508 SH SOLE 0 327,508
BEVERLY ENTERPRISES ICOM NE087851309 1,500 252,630 SH SOLE 0 252,630
BHC COMMUNICATIONS INCL A 055448104 3,545 22,525 SH SOLE 0 22,525
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CUNO INC COM 126583103 1,652 74,231 SH SOLE 0 74,231
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CYMER INC COM 232572107 3,642 118,678 SH SOLE 0 118,678
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CYTEC INDS INC COM 232820100 2,716 81,240 SH SOLE 0 81,240
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CYTYC CORP COM 232946103 2,795 64,800 SH SOLE 0 64,800
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DATASCOPE CORP COM 238113104 2,112 63,034 SH SOLE 0 63,034
DATASTREAM SYS INC COM 238124101 390 30,255 SH SOLE 0 30,255
DAVITA INC COM 23918K108 1,623 216,364 SH SOLE 0 216,364
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DELHAIZE AMER INC CL A 246688105 369 21,177 SH SOLE 0 21,177
DELHAIZE AMER INC CL B 246688204 2,471 147,552 SH SOLE 0 147,552
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DELPHI AUTOMOTIVE SYSCOM 247126105 25,870 1,710,418 SH SOLE 0 1,710,418
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DELTA + PINE LD CO COM 247357106 2,700 105,092 SH SOLE 0 105,092
DELTA AIR LINES INC DCOM 247361108 19,251 433,816 SH SOLE 0 433,816
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DETROIT DIESEL CORP COM 250837101 175 7,652 SH SOLE 0 7,652
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DIGITAL IS INC DEL COM 25385N101 2,756 147,000 SH SOLE 0 147,000
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DIGITAL RIV INC COM 25388B104 331 51,400 SH SOLE 0 51,400
DIGITALTHINK INC COM 25388M100 2,296 54,500 SH SOLE 0 54,500
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DIME BANCORP INC NEW COM US25429Q102 3,978 184,470 SH SOLE 0 184,470
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DIRECT FOCUS INC COM 254931108 316 7,950 SH SOLE 0 7,950
DISNEY WALT CO DISNEY254687106 223,395 5,840,399 SH SOLE 0 5,840,399
DISNEY WALT CO GO COM254687205 1,733 163,121 SH SOLE 0 163,121
DITECH COMMUNICATIONSCOM 25500M103 2,038 49,700 SH SOLE 0 49,700
DMC STRATEX NETWORKS COM 23322L106 2,011 125,197 SH SOLE 0 125,197
DOBSON COMMUNICATIONSCL A 256069105 310 21,100 SH SOLE 0 21,100
DOCENT INC COM 25608L106 1,994 108,900 SH SOLE 0 108,900
DOCUMENTUM INC COM 256159104 2,460 30,300 SH SOLE 0 30,300
DOLE FOOD INC COM 256605106 701 46,718 SH SOLE 0 46,718
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DOMINION RES INC VA NCOM 25746U109 42,517 732,257 SH SOLE 0 732,257
DONALDSON INC COM 257651109 1,870 84,982 SH SOLE 0 84,982
DONALDSON LUFKIN + JEDLJDIR257661504 316 46,000 SH SOLE 0 46,000
DONALDSON LUFKIN+JENRCOM 257661108 6,699 74,900 SH SOLE 0 74,900
DONNELLEY R R + SONS COM 257867101 9,942 404,775 SH SOLE 0 404,775
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DOUBLECLICK INC COM 258609304 7,817 244,284 SH SOLE 0 244,284
DOVER CORP COM 260003108 26,503 564,635 SH SOLE 0 564,635
DOW CHEM CO COM 260543103 53,171 2,132,190 SH SOLE 0 2,132,190
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DPL INC COM 233293109 9,109 306,191 SH SOLE 0 306,191
DQE COM ST23329J104 4,868 121,310 SH SOLE 0 121,310
DRESS BARN INC COM 261570105 1,568 74,660 SH SOLE 0 74,660
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DST SYS INC DEL COM 233326107 10,989 93,526 SH SOLE 0 93,526
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DU PONT E I DE NEMOURCOM 263534109 119,478 2,883,325 SH SOLE 0 2,883,325
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DUPONT PHOTOMASKS INCCOM 26613X101 3,282 55,862 SH SOLE 0 55,862
DURA PHARMACEUTICALS COM 26632S109 5,627 159,056 SH SOLE 0 159,056
DYCOM INDS INC COM 267475101 1,523 36,594 SH SOLE 0 36,594
DYNEGY INC NEW CL A 26816Q101 34,630 607,540 SH SOLE 0 607,540
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E M C CORP MASS COM 268648102 667,250 6,731,396 SH SOLE 0 6,731,396
E PIPHANY INC COM 26881V100 7,752 100,600 SH SOLE 0 100,600
E SPIRE COMMUNICATIONCOM 269153102 666 226,653 SH SOLE 0 226,653
E TRADE GROUP INC COM 269246104 9,013 548,330 SH SOLE 0 548,330
EARTHGRAINS CO COM 270319106 1,669 90,536 SH SOLE 0 90,536
EARTHLINK INC COM 270321102 1,941 212,693 SH SOLE 0 212,693
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EASTGROUP PPTYS INC COM 277276101 1,048 47,100 SH SOLE 0 47,100
EASTMAN CHEM CO COM 277432100 8,758 237,111 SH SOLE 0 237,111
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EBAY INC COM 278642103 28,416 413,700 SH SOLE 0 413,700
EBENX INC COM 278668108 903 79,865 SH SOLE 0 79,865
ECHELON CORP OC COM27874N105 1,257 42,800 SH SOLE 0 42,800
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ECOLAB INC COM 278865100 12,133 336,446 SH SOLE 0 336,446
EDISON INTL COM 281020107 19,190 993,670 SH SOLE 0 993,670
EDISON SCHS INC CL A 281033100 2,648 83,400 SH SOLE 0 83,400
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EDWARDS A G INC COM 281760108 10,611 202,836 SH SOLE 0 202,836
EDWARDS J D + CO COM 281667105 2,062 79,689 SH SOLE 0 79,689
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EGL INC COM 268484102 590 19,500 SH SOLE 0 19,500
EL PASO ELEC CO COM NE283677854 2,327 168,993 SH SOLE 0 168,993
EL PASO ENERGY CORP DCOM 283905107 60,893 988,126 SH SOLE 0 988,126
ELANTEC SEMICONDUCTORCOM 284155108 3,218 32,300 SH SOLE 0 32,300
ELCOR CHEM CORP COM 284443108 1,086 74,916 SH SOLE 0 74,916
ELECTRIC LIGHTWARE INCL A 284895109 292 34,411 SH SOLE 0 34,411
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ELECTROGLAS INC COM 285324109 2,269 133,000 SH SOLE 0 133,000
ELECTRONIC ARTS COM 285512109 15,144 306,722 SH SOLE 0 306,722
ELECTRONIC DATA SYS CCOM 285661104 69,823 1,682,489 SH SOLE 0 1,682,489
ELETRONICS FOR IMAGING INC 286082102 3,644 144,308 SH SOLE 0 144,308
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EMCORE CORP COM 290846104 1,821 43,800 SH SOLE 0 43,800
EMERSON ELEC CO COM 291011104 99,758 1,488,930 SH SOLE 0 1,488,930
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EMMIS COMMUNICATIONS CL A 291525103 3,148 127,200 SH SOLE 0 127,200
EMPIRE DIST ELEC CO COM 291641108 1,472 56,060 SH SOLE 0 56,060
EMULEX CORP COM NE292475209 8,771 71,600 SH SOLE 0 71,600
ENERGEN CORP COM 29265N108 2,699 90,706 SH SOLE 0 90,706
ENERGIZER HLDGS INC COM 29266R108 6,334 258,536 SH SOLE 0 258,536
ENERGY EAST CORP COM 29266M109 4,305 190,295 SH SOLE 0 190,295
ENGAGE INC COM 292827102 351 43,200 SH SOLE 0 43,200
ENGELHARD CORP COM 292845104 21,815 1,342,476 SH SOLE 0 1,342,476
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ENRON CORP COM 293561106 188,387 2,149,925 SH SOLE 0 2,149,925
ENSCO INTL INC COM 26874Q100 12,542 327,884 SH SOLE 0 327,884
ENTERCOM COMMUNICATIOCOM 293639100 1,488 49,700 SH SOLE 0 49,700
ENTERGY CORP COM 29364G103 26,157 702,206 SH SOLE 0 702,206
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ENTREMED INC COM 29382F103 485 17,392 SH SOLE 0 17,392
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ENZO BIOCHEM INC COM 294100102 2,885 59,478 SH SOLE 0 59,478
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EOG RESOURCES INC COM 26875P101 11,704 301,076 SH SOLE 0 301,076
EPRESENCE INC COM 294348107 917 135,800 SH SOLE 0 135,800
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EQUITABLE RES INC COM 294549100 3,238 51,098 SH SOLE 0 51,098
EQUITY INNS INC COM 294703103 705 106,400 SH SOLE 0 106,400
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EQUITY RESIDENTIAL PPSH BEN29476L107 8,185 170,527 SH SOLE 0 170,527
ERIE INDTY CO CL A 29530P102 4,218 143,591 SH SOLE 0 143,591
ESS TECHNOLOGY INC COM 269151106 331 23,100 SH SOLE 0 23,100
ESSEX PROPERTY TRUST COM 297178105 2,523 45,564 SH SOLE 0 45,564
ESTERLINE TECHNOLOGIECOM 297425100 1,375 69,840 SH SOLE 0 69,840
ETHAN ALLEN INTERIORSCOM 297602104 2,798 98,841 SH SOLE 0 98,841
ETHYL CORP COM 297659104 535 371,982 SH SOLE 0 371,982
ETOWN CORP COM 269242103 1,416 21,168 SH SOLE 0 21,168
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EXPRESS SCRIPTS INC CL A 302182100 3,824 52,928 SH SOLE 0 52,928
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EXTENDED SYS INC COM 301973103 994 18,500 SH SOLE 0 18,500
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F N B CORP PA 302520101 1,051 49,155 SH SOLE 0 49,155
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FACTORY 2 U INC COM 303072102 336 11,000 SH SOLE 0 11,000
FACTSET RESH SYS INC COM 303075105 1,613 42,900 SH SOLE 0 42,900
FAIR ISSAC + CO INC 303250104 1,635 38,300 SH SOLE 0 38,300
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FAIRFIELD CMNTYS INC 304231301 1,026 101,300 SH SOLE 0 101,300
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FASTENAL CO 311900104 12,533 217,485 SH SOLE 0 217,485
FBL FINL GROUP INC CL A 30239F106 269 16,572 SH SOLE 0 16,572
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FIRST BUSE CORP CL A 319383105 1,051 56,800 SH SOLE 0 56,800
FIRST COMWLTH FINL COCOM 319829107 626 64,568 SH SOLE 0 64,568
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FISERV INC 337738108 25,530 426,384 SH SOLE 0 426,384
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FLEETBOSTON FINL CORPCOM 339030108 124,408 3,189,953 SH SOLE 0 3,189,953
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FLEMING COS INC COM 339130106 1,261 96,500 SH SOLE 0 96,500
FLEXTRONICS INTERNATICOM Y2573F102 11,210 136,500 SH SOLE 0 136,500
FLORIDA EAST COAST INCOM 340632108 2,783 67,876 SH SOLE 0 67,876
FLORIDA PROGRESS CORPCOM 341109106 13,091 247,291 SH SOLE 0 247,291
FLORIDA ROCK INDS INCCOM 341140101 2,465 62,496 SH SOLE 0 62,496
FLOWERS INDS INC COM 343496105 7,872 403,705 SH SOLE 0 403,705
FLOWSERVE CORP COM 34354P105 1,634 99,388 SH SOLE 0 99,388
FLUOR CORP COM 343861100 5,857 195,226 SH SOLE 0 195,226
FMC CORP COM NE302491303 39,691 591,855 SH SOLE 0 591,855
FOOTSTAR INC COM 344912100 21,926 678,548 SH SOLE 0 678,548
FORD MTR CO DEL COM PA345370860 139,691 5,518,649 SH SOLE 0 5,518,649
FOREST CITY ENTERPRISCOM 345550107 1,468 40,764 SH SOLE 0 40,764
FOREST LABS INC COM 345838106 32,359 282,146 SH SOLE 0 282,146
FOREST OIL CORP COM NE346091606 1,167 72,100 SH SOLE 0 72,100
FORT JAMES CORP COM 347471104 56,551 1,850,334 SH SOLE 0 1,850,334
FORTUNE BRANDS INC COM 349631101 27,710 1,045,652 SH SOLE 0 1,045,652
FOSSIL INC COM 349882100 889 66,780 SH SOLE 0 66,780
FOSTER WHEELER CORP COM 350244109 824 113,600 SH SOLE 0 113,600
FOUNDATION HEALTH SYSCOM 350404109 3,038 182,710 SH SOLE 0 182,710
FOUNDRY NETWORKS INC COM 35063R100 8,381 125,200 SH SOLE 0 125,200
FOX ENTMT GROUP INC CL A 35138T107 1,921 72,500 SH SOLE 0 72,500
FPL GROUP INC COM 302571104 36,832 560,190 SH SOLE 0 560,190
FRANCHISE FIN CORP AMCOM 351807102 1,276 56,694 SH SOLE 0 56,694
FRANKLIN ELEC INC COM 353514102 1,141 16,542 SH SOLE 0 16,542
FRANKLIN RES INC COM 354613101 38,006 855,404 SH SOLE 0 855,404
FREEPORT MCMORAN COPPCL B 35671D857 4,327 491,004 SH SOLE 0 491,004
FREMONT GEN CORP COM 357288109 648 188,534 SH SOLE 0 188,534
FRIEDE GOLDMAN HALTERCOM 358430106 433 61,260 SH SOLE 0 61,260
FRIEDMAN BILLINGS RAMSEY358433100 487 52,347 SH SOLE 0 52,347
FRITZ COMP INC COM 358846103 641 53,418 SH SOLE 0 53,418
FRONTLINE CAP GROUP COM 35921N101 395 24,000 SH SOLE 0 24,000
FSI INTL INC 302633102 803 56,360 SH SOLE 0 56,360
FULLER H B CO COM 359694106 689 23,953 SH SOLE 0 23,953
FULTON FINL CORP PA COM 360271100 2,725 137,564 SH SOLE 0 137,564
FURNITURE BRANDS INTLCOM 360921100 2,084 125,353 SH SOLE 0 125,353
G + K SERVICES CL A 361268105 1,931 68,808 SH SOLE 0 68,808
GABLES RESIDENTIAL TRSH BEN362418105 3,997 147,000 SH SOLE 0 147,000
GADZOOX NETWORKS INC COM 362555104 189 26,500 SH SOLE 0 26,500
GALILEO INTL INC COM 363547100 1,794 115,723 SH SOLE 0 115,723
GALLAGHER ARTHUR J + COM 363576109 5,839 98,760 SH SOLE 0 98,760
GANNETT INC COM 364730101 41,090 775,288 SH SOLE 0 775,288
GAP INC COM 364760108 47,186 2,344,625 SH SOLE 0 2,344,625
GARDNER DENVER INC COM 365558105 560 34,455 SH SOLE 0 34,455
GARTNER GROUP INC NEWCL A 366651107 1,658 142,622 SH SOLE 0 142,622
GATEWAY INC COM 367626108 44,606 954,132 SH SOLE 0 954,132
GATX COM 361448103 2,712 64,764 SH SOLE 0 64,764
GAYLORD CONTAINER CORCL A 368145108 275 162,899 SH SOLE 0 162,899
GAYLORD ENTMT CO NEW COM 367905106 1,147 48,043 SH SOLE 0 48,043
GELTEX PHARMACEUTICALCOM 368538104 2,092 44,694 SH SOLE 0 44,694
GENCORP INC COM 368682100 893 109,952 SH SOLE 0 109,952
GENE LOGIC COM 368689105 1,497 65,100 SH SOLE 0 65,100
GENENTECH INC COM 368710406 47,090 253,600 SH SOLE 0 253,600
GENERAL BINDING CORP COM 369154109 2,567 348,000 SH SOLE 0 348,000
GENERAL COMMUNICATION INC 369385109 279 39,000 SH SOLE 0 39,000
GENERAL DYNAMICS CORPCOM 369550108 35,723 568,731 SH SOLE 0 568,731
GENERAL ELEC CO COM 369604103 1,676,055 29,054,044 SH SOLE 0 29,054,044
GENERAL GROWTH PPTYS COM 370021107 523 16,237 SH SOLE 0 16,237
GENERAL MLS INC COM 370334104 33,636 947,484 SH SOLE 0 947,484
GENERAL MTRS CORP CL H N370442832 50,293 1,352,694 SH SOLE 0 1,352,694
GENERAL MTRS CORP COM 370442105 104,966 1,614,859 SH SOLE 0 1,614,859
GENERAL SEMICONDUCTORCOM 370787103 1,034 84,869 SH SOLE 0 84,869
GENERALE CABLE CORP DCOM 369300108 377 49,800 SH SOLE 0 49,800
GENESCO INC COM 371532102 1,489 87,900 SH SOLE 0 87,900
GENLYTE GROUP INC COM 372302109 363 14,199 SH SOLE 0 14,199
GENOME THERAPEUTICS CCOM 372430108 940 45,700 SH SOLE 0 45,700
GENRAD INC COM 372447102 883 80,256 SH SOLE 0 80,256
GENTEK INC COM 37245X104 369 24,194 SH SOLE 0 24,194
GENTEX CORP COM 371901109 8,405 336,184 SH SOLE 0 336,184
GENUINE PARTS CO COM 372460105 8,747 458,862 SH SOLE 0 458,862
GENZYME CORP COM 372917104 13,304 195,116 SH SOLE 0 195,116
GENZYME TRANSGENICS CCOM 37246E105 610 17,300 SH SOLE 0 17,300
GEORGIA GULF CORP COM 373200203 1,022 89,344 SH SOLE 0 89,344
GEORGIA PAC CORP COM 373298108 11,554 491,647 SH SOLE 0 491,647
GEORGIA PAC CORP COM TI373298702 4,426 164,700 SH SOLE 0 164,700
GEOWORKS COM 373692102 222 30,100 SH SOLE 0 30,100
GERBER SCIENTIFIC INCCOM 373730100 854 99,034 SH SOLE 0 99,034
GERON CORP COM 374163103 928 32,700 SH SOLE 0 32,700
GIBRALTOR STEEL CORP COM 37476F103 180 10,900 SH SOLE 0 10,900
GILEAD SCIENCES INC COM 375558103 13,955 127,221 SH SOLE 0 127,221
GILLETTE CO COM 375766102 85,713 2,776,115 SH SOLE 0 2,776,115
GLATFELTER P H CO COM 377316104 1,363 112,422 SH SOLE 0 112,422
GLENAYRE TECHNOLOGIESCOM 377899109 2,106 193,610 SH SOLE 0 193,610
GLENBOROUGH RLTY TR ICOM 37803P105 1,676 93,100 SH SOLE 0 93,100
GLIMCHER RLTY TR COM 379302102 1,032 69,098 SH SOLE 0 69,098
GLOBAL INDUSTRIES INC 379336100 1,086 86,900 SH SOLE 0 86,900
GLOBAL MARINE INC COM NE379352404 13,490 436,916 SH SOLE 0 436,916
GLOBAL TELESYSTEMS INCDT CO37936U104 1,949 427,224 SH SOLE 0 427,224
GLOBALNET FINL COM INCOM NE37937R209 408 64,600 SH SOLE 0 64,600
GLOBALSCAPE INC COM 37940G109 0 5,510 SH SOLE 0 5,510
GLOBESPAN SEMICONDUCTCOM 379571102 8,711 71,400 SH SOLE 0 71,400
GLOBIX CORP COM 37957F101 1,676 71,900 SH SOLE 0 71,900
GO2NET COM 383486107 3,473 64,000 SH SOLE 0 64,000
GOAMERICA INC COM 38020R106 314 35,500 SH SOLE 0 35,500
GOLDEN ST BANCORP INCCOM 381197102 3,351 141,844 SH SOLE 0 141,844
GOLDEN WEST FINL CORPCOM 381317106 24,625 459,214 SH SOLE 0 459,214
GOLDMAN SACHS GROUP ICOM 38141G104 41,371 363,100 SH SOLE 0 363,100
GOODRICH B F CO COM 382388106 11,019 281,181 SH SOLE 0 281,181
GOODYEAR TIRE AND RUBCOM 382550101 6,970 387,210 SH SOLE 0 387,210
GORMAN RUPP CO COM 383082104 1,282 78,000 SH SOLE 0 78,000
GOTO COM INC COM 38348T107 2,407 145,900 SH SOLE 0 145,900
GPU INC COM 36225X100 10,015 308,750 SH SOLE 0 308,750
GRACE W R + CO DEL NECOM 38388F108 6,833 993,885 SH SOLE 0 993,885
GRACO INC COM 384109104 12,198 378,232 SH SOLE 0 378,232
GRAINGER W W INC COM 384802104 10,520 399,808 SH SOLE 0 399,808
GRANITE CONSTR INC 387328107 1,016 41,908 SH SOLE 0 41,908
GRANT PRIDE INC COM 38821G101 5,036 229,572 SH SOLE 0 229,572
GREAT LAKES CHEMICAL COM 390568103 4,725 161,203 SH SOLE 0 161,203
GREAT LAKES REIT INC COM 390752103 813 46,800 SH SOLE 0 46,800
GREAT PLAINS SOFTWARECOM 39119E105 243 8,643 SH SOLE 0 8,643
GREENPOINT FINL CORP COM 395384100 17,135 578,398 SH SOLE 0 578,398
GREIF BROS CORP CL A 397624107 1,495 44,962 SH SOLE 0 44,962
GREY GLOBAL GROUP INCCOM 39787M108 20,533 33,130 SH SOLE 0 33,130
GREY WOLF INC COM 397888108 388 67,400 SH SOLE 0 67,400
GTECH HLDGS CORP COM 400518106 1,771 106,945 SH SOLE 0 106,945
GUESS INC COM 401617105 253 22,527 SH SOLE 0 22,527
GUIDANT CORP COM 401698105 80,537 1,139,339 SH SOLE 0 1,139,339
GUILFORD PHARMACEUTICCOM 401829106 870 37,742 SH SOLE 0 37,742
H S RES INC COM 404297103 807 24,000 SH SOLE 0 24,000
HA LO INDS INC COM 404429102 238 59,550 SH SOLE 0 59,550
HAEMONETICS CORP MASSCOM 405024100 717 28,127 SH SOLE 0 28,127
HALLIBURTON CO COM 406216101 57,586 1,176,725 SH SOLE 0 1,176,725
HANCOCK HLDG CO COM 410120109 518 16,728 SH SOLE 0 16,728
HANDLEMAN CO DEL COM 410252100 1,307 105,649 SH SOLE 0 105,649
HANDSPRING INC COM 410293104 4,524 65,500 SH SOLE 0 65,500
HANNA M.A. CO COM ST410522106 1,043 125,457 SH SOLE 0 125,457
HANOVER COMPRESSOR COCOM 410768105 2,494 75,720 SH SOLE 0 75,720
HARBOR FL BANCSHARES COM 411901101 268 22,221 SH SOLE 0 22,221
HARCOURT GEN INC COM 41163G101 10,937 185,374 SH SOLE 0 185,374
HARLAND JOHN H CO COM 412693103 1,232 80,431 SH SOLE 0 80,431
HARLEY DAVIDSON INC COM 412822108 53,845 1,124,696 SH SOLE 0 1,124,696
HARLEYSVILLE GROUP INCOM 412824104 1,649 86,721 SH SOLE 0 86,721
HARLEYSVILLE NATL CORCOM 412850109 556 18,427 SH SOLE 0 18,427
HARMAN INTL INDS INC COM 413086109 3,243 82,932 SH SOLE 0 82,932
HARMONIC INC COM 413160102 3,517 146,523 SH SOLE 0 146,523
HARRAHS ENTMT INC COM 413619107 10,105 367,443 SH SOLE 0 367,443
HARRIS CORP DEL COM 413875105 5,554 195,303 SH SOLE 0 195,303
HARSCO CORP COM 415864107 1,069 48,448 SH SOLE 0 48,448
HARTE HANKS INC COM 416196103 5,149 188,966 SH SOLE 0 188,966
HARTFORD FINANCIAL SVCOM 416515104 56,095 769,084 SH SOLE 0 769,084
HASBRO INC COM 418056107 20,416 1,784,978 SH SOLE 0 1,784,978
HAWAIIAN ELEC INDS INCOM 419870100 559 16,035 SH SOLE 0 16,035
HAYES LEMMERZ INTL INCOM 420781106 545 50,659 SH SOLE 0 50,659
HCA HEALTHCARE CO COM 404119109 56,277 1,515,868 SH SOLE 0 1,515,868
HCC INS HLDGS INC 404132102 13,901 684,350 SH SOLE 0 684,350
HEALTH CARE PPTY INVSCOM 421915109 1,864 62,907 SH SOLE 0 62,907
HEALTH CARE REIT INC COM 42217K106 1,479 83,342 SH SOLE 0 83,342
HEALTH MGMT ASSOC CL A 421933102 31,977 1,536,423 SH SOLE 0 1,536,423
HEALTHCARE RLTY TR COM 421946104 2,488 117,780 SH SOLE 0 117,780
HEALTHSOUTH CORP COM 421924101 8,071 993,392 SH SOLE 0 993,392
HEARST ARGYLE TELEVISCOM 422317107 3,968 198,422 SH SOLE 0 198,422
HEARTLAND EXPRESS INC 422347104 1,939 111,594 SH SOLE 0 111,594
HEIDRICK + STRUGGLES COM 422819102 776 15,100 SH SOLE 0 15,100
HEINZ H J CO COM 423074103 38,575 1,040,811 SH SOLE 0 1,040,811
HELIX TECHNOLOGY CORPCOM 423319102 2,301 77,032 SH SOLE 0 77,032
HELLER FINL INC CL A 423328103 687 24,063 SH SOLE 0 24,063
HELMERICH AND PAYNE ICOM 423452101 867 24,000 SH SOLE 0 24,000
HENRY JACK + ASSOC INC 426281101 2,858 65,900 SH SOLE 0 65,900
HENRY SCHEIN INC COM ST806407102 662 33,200 SH SOLE 0 33,200
HERBALIFE INTL INC CL A 426908208 245 26,487 SH SOLE 0 26,487
HERCULES INC COM 427056106 29,588 2,094,700 SH SOLE 0 2,094,700
HERSHEY FOODS CORP COM 427866108 19,596 362,056 SH SOLE 0 362,056
HERTZ CORP CL A 428040109 841 26,501 SH SOLE 0 26,501
HEWLETT PACKARD CO COM 428236103 271,633 2,800,345 SH SOLE 0 2,800,345
HEXCEL CORP NEW COM 428291108 2,054 153,552 SH SOLE 0 153,552
HIBERNIA CORP CL A 428656102 3,471 283,377 SH SOLE 0 283,377
HIGH SPEED ACCESS CORCOM 42979U102 208 57,500 SH SOLE 0 57,500
HIGHWOODS PPTYS INC COM 431284108 1,412 59,772 SH SOLE 0 59,772
HILLENBRAND INDS INC COM 431573104 2,766 61,799 SH SOLE 0 61,799
HILTON HOTELS CORP COM 432848109 10,825 936,188 SH SOLE 0 936,188
HINES HORTICULTURE INCOM 433245107 12,288 2,520,598 SH SOLE 0 2,520,598
HISPANIC BROADCASTINGCOM 43357B104 5,174 185,600 SH SOLE 0 185,600
HNC SOFTWARE INC COM 40425P107 19,807 242,100 SH SOLE 0 242,100
HOLLINGER INTERNATIONCL A 435569108 807 48,200 SH SOLE 0 48,200
HOLLYWOOD ENTMT CORP COM 436141105 533 71,658 SH SOLE 0 71,658
HOME DEPOT INC COM 437076102 374,465 7,057,063 SH SOLE 0 7,057,063
HOME PPTYS N Y INC COM 437306103 1,667 55,800 SH SOLE 0 55,800
HOMESTAKE MNG CO COM 437614100 3,379 651,404 SH SOLE 0 651,404
HOMESTORE COM INC COM 437852106 10,453 223,600 SH SOLE 0 223,600
HON INDS INC COM 438092108 2,806 113,930 SH SOLE 0 113,930
HONEYWELL INTL INC COM 438516106 76,982 2,160,897 SH SOLE 0 2,160,897
HOOPER HOLMES INC COM 439104100 401 42,124 SH SOLE 0 42,124
HORACE MANN EDUCATORSNEW CO440327104 14,956 913,350 SH SOLE 0 913,350
HORMEL FOODS CORP COM 440452100 3,694 221,348 SH SOLE 0 221,348
HOSPITALITY PPTYS TR COM SH44106M102 2,399 102,634 SH SOLE 0 102,634
HOST MARRIOTT CORP NECOM 44107P104 4,550 404,424 SH SOLE 0 404,424
HOTJOBS COM LTD COM 441474103 3,443 201,800 SH SOLE 0 201,800
HOUGHTON MIFFLIN CO COM 441560109 1,483 37,790 SH SOLE 0 37,790
HOUSEHOLD INTL INC COM 441815107 91,468 1,615,333 SH SOLE 0 1,615,333
HOUSTON EXPL CO COM 442120101 254 10,045 SH SOLE 0 10,045
HOVNANIAN ENTERPRISESCL B 442487302 371 74,268 SH SOLE 0 74,268
HRPT PPTYS TR COM SH40426W101 1,793 256,196 SH SOLE 0 256,196
HSB GROUP INC COM 40428N109 2,697 67,221 SH SOLE 0 67,221
HUBBELL INC CLB 443510201 3,284 131,040 SH SOLE 0 131,040
HUDSON UTD BANCORP COM 444165104 1,926 69,711 SH SOLE 0 69,711
HUGHES SUPPLY INC COM 444482103 597 30,414 SH SOLE 0 30,414
HUMAN GENOME SCIENCESCOM 444903108 24,394 140,904 SH SOLE 0 140,904
HUMANA INC COM 444859102 4,417 410,890 SH SOLE 0 410,890
HUNT J B TRANS SVCS ICOM 445658107 1,139 89,324 SH SOLE 0 89,324
HUNTINGTON BANCSHARESCOM 446150104 9,696 660,129 SH SOLE 0 660,129
HUTCHINSON TECHNOLOGYCOM 448407106 1,385 65,736 SH SOLE 0 65,736
HYPERION SOLUTIONS COCOM 44914M104 2,780 107,449 SH SOLE 0 107,449
HYSEQ INC COM 449163302 921 25,200 SH SOLE 0 25,200
I2 TECHNOLOGIES INC COM 465754109 62,068 331,805 SH SOLE 0 331,805
IBASIS INC COM 450732102 268 16,900 SH SOLE 0 16,900
IBIS TECHNOLOGY CORP COM 450909106 211 5,800 SH SOLE 0 5,800
IBP INC COM ST449223106 2,125 116,026 SH SOLE 0 116,026
ICN PHARMACEUTICALS ICOM 448924100 7,407 222,758 SH SOLE 0 222,758
ICOS CORP COM 449295104 6,267 115,795 SH SOLE 0 115,795
IDACORP INC COM 451107106 2,550 55,141 SH SOLE 0 55,141
IDEC PHARMACEUTICALS COM 449370105 17,027 97,100 SH SOLE 0 97,100
IDENTIX INC 451906101 380 31,300 SH SOLE 0 31,300
IDEX CORP COM 45167R104 13,230 473,566 SH SOLE 0 473,566
IDEXX LABS INC COM 45168D104 9,385 350,836 SH SOLE 0 350,836
IDT CORP COM 448947101 2,080 53,500 SH SOLE 0 53,500
IDX SYS CORP COM 449491109 266 16,500 SH SOLE 0 16,500
IGATE CAP CORP COM 45169U105 409 76,046 SH SOLE 0 76,046
IHOP CORP NEW COM 449623107 1,257 65,710 SH SOLE 0 65,710
IKON OFFICE SOLUTIONSCOM 451713101 8 1,946 SH SOLE 0 1,946
ILEX ONCOLOGY INC COM 451923106 660 21,900 SH SOLE 0 21,900
ILLINOIS TOOL WKS INCCOM 452308109 57,919 1,036,576 SH SOLE 0 1,036,576
IMANAGE INC COM 45245Y105 176 21,995 SH SOLE 0 21,995
IMATION CORP COM 45245A107 1,982 106,435 SH SOLE 0 106,435
IMC GLOBAL INC COM 449669100 9,340 644,160 SH SOLE 0 644,160
IMCLONE SYS INC COM 45245W109 15,947 136,226 SH SOLE 0 136,226
IMMERSION CORP COM 452521107 389 25,100 SH SOLE 0 25,100
IMMUNEX CORP NEW COM 452528102 19,558 449,612 SH SOLE 0 449,612
IMMUNOGEN INC COM 45253H101 2,267 66,300 SH SOLE 0 66,300
IMMUNOMEDICS INC COM 452907108 1,336 63,800 SH SOLE 0 63,800
IMPATH INC COM 45255G101 917 14,528 SH SOLE 0 14,528
IMPERIAL BANCORP COM 452556103 2,530 132,292 SH SOLE 0 132,292
IMRGLOBAL CORP COM 45321W106 287 24,696 SH SOLE 0 24,696
IMS HEALTH INC COM 449934108 17,336 835,477 SH SOLE 0 835,477
INCYTE GENOMICS INC COM 45337C102 5,022 122,116 SH SOLE 0 122,116
INDYMAC BANCORP INC COM 456607100 3,809 185,232 SH SOLE 0 185,232
INET TECHNOLOGIES INCCOM 45662V105 529 18,100 SH SOLE 0 18,100
INFINITY BROADCASTINGCL A 45662S102 27,965 847,439 SH SOLE 0 847,439
INFONET SVCS CORP CL B 45666T106 467 44,200 SH SOLE 0 44,200
INFORMATICA CORP COM 45666Q102 10,584 113,500 SH SOLE 0 113,500
INFORMATION ARCHITECTCOM 45669R107 219 66,000 SH SOLE 0 66,000
INFORMATION HLDGS INCCOM 456727106 2,488 70,200 SH SOLE 0 70,200
INFORMIX CORP COM 456779107 2,806 680,328 SH SOLE 0 680,328
INFOSPACE INC COM 45678T102 25,126 830,600 SH SOLE 0 830,600
INGERSOLL RAND CO COM 456866102 16,797 495,838 SH SOLE 0 495,838
INGRAM MICRO INC CL A 457153104 1,602 116,510 SH SOLE 0 116,510
INHALE THERAPEUTIC SYCOM 457191104 4,239 75,200 SH SOLE 0 75,200
INKTOMI CORP COM 457277101 30,689 269,200 SH SOLE 0 269,200
INNKEEPERS USA TR COM 4576J0104 1,050 102,415 SH SOLE 0 102,415
INPUT/OUTPUT INC COM 457652105 1,378 143,200 SH SOLE 0 143,200
INSIGHT ENTERPRISES ICOM 45765U103 642 23,559 SH SOLE 0 23,559
INSIGNIA FINL GROUP ICOM 45767A105 480 46,831 SH SOLE 0 46,831
INSITUFORM TECHNOLOGICL A 457667103 689 20,477 SH SOLE 0 20,477
INTEGRA BK CORP COM 45814P105 536 24,169 SH SOLE 0 24,169
INTEGRATED DEVICE TECCOM 458118106 18,911 208,958 SH SOLE 0 208,958
INTEGRATED SILICON SOCOM 45812P107 403 28,400 SH SOLE 0 28,400
INTEL CORP COM 458140100 835,105 20,092,750 SH SOLE 0 20,092,750
INTELIDATA TECHNOLOGICOM 45814T107 510 97,400 SH SOLE 0 97,400
INTER TEL INC COM 458372109 864 75,916 SH SOLE 0 75,916
INTERACT COMM CORP COM 45839Y107 541 49,500 SH SOLE 0 49,500
INTERDIGITAL COMM CORCOM 45866A105 2,079 148,499 SH SOLE 0 148,499
INTERFACE INC CL A 458665106 8,708 1,092,742 SH SOLE 0 1,092,742
INTERGRAPH CORP COM 458683109 1,194 166,080 SH SOLE 0 166,080
INTERLIANT INC COM 458742103 435 54,400 SH SOLE 0 54,400
INTERLINK ELECTRS COM 458751104 283 14,600 SH SOLE 0 14,600
INTERMEDIA COMMUNICATCOM 458801107 3,262 110,581 SH SOLE 0 110,581
INTERNAP NETWORK SVCSCOM 45885A102 3,490 108,000 SH SOLE 0 108,000
INTERNATIONAL BUSINESCOM 459200101 584,332 5,194,062 SH SOLE 0 5,194,062
INTERNATIONAL FIBERCOCOM 45950T101 689 47,100 SH SOLE 0 47,100
INTERNATIONAL FLAVOURCOM 459506101 4,764 261,050 SH SOLE 0 261,050
INTERNATIONAL GAME TECOM 459902102 26,117 776,701 SH SOLE 0 776,701
INTERNATIONAL MULTIFOCOM 460043102 1,251 72,024 SH SOLE 0 72,024
INTERNATIONAL PAPER CCOM 460146103 40,994 1,428,996 SH SOLE 0 1,428,996
INTERNATIONAL RECTIFICOM 460254105 7,225 142,884 SH SOLE 0 142,884
INTERNATIONAL SPECIALNEW CO460337108 181 33,638 SH SOLE 0 33,638
INTERNATIONAL SPEEDWACL A 460335201 304 7,805 SH SOLE 0 7,805
INTERNET CAP GROUP INCOM 46059C106 5,662 324,700 SH SOLE 0 324,700
INTERNET COM CORP COM 460967102 427 13,800 SH SOLE 0 13,800
INTERNET PICTURES CORCOM 46059S101 793 145,792 SH SOLE 0 145,792
INTERNET SEC SYS INC COM 46060X107 4,921 65,500 SH SOLE 0 65,500
INTERPOOL INC COM 46062R108 292 25,541 SH SOLE 0 25,541
INTERPUBLIC GROUP COSCOM 460690100 29,841 876,076 SH SOLE 0 876,076
INTERSIL HLDG CORP CL A 46069S109 928 18,600 SH SOLE 0 18,600
INTERSTATE BAKERIES CDEL NE46072H108 1,436 98,167 SH SOLE 0 98,167
INTERTAN INC COM 461120107 314 21,750 SH SOLE 0 21,750
INTERTRUST TECHNOLOGICOM 46113Q109 1,163 96,400 SH SOLE 0 96,400
INTERWORLD CORP COM 46114Q108 112 29,400 SH SOLE 0 29,400
INTERWOVEN INC 46114T102 20,984 185,600 SH SOLE 0 185,600
INTIMATE BRANDS INC CL A 461156101 6,211 332,340 SH SOLE 0 332,340
INTRANET SOLUTIONS INCOM NE460939309 1,540 30,800 SH SOLE 0 30,800
INTRAWARE INC COM 46118M103 253 33,900 SH SOLE 0 33,900
INTUIT COM 461202103 29,883 524,265 SH SOLE 0 524,265
INVACARE CORP COM 461203101 10,436 324,868 SH SOLE 0 324,868
INVESTMENT TECHNOLOGYCOM 46145F105 4,233 105,997 SH SOLE 0 105,997
INVESTORS FINL SERVICCOM 461915100 5,835 92,436 SH SOLE 0 92,436
INVITROGEN CORP COM 46185R100 506 7,108 SH SOLE 0 7,108
IOMEGA CORP 462030107 3,939 787,796 SH SOLE 0 787,796
IONICS INC COM 462218108 1,195 56,054 SH SOLE 0 56,054
IPALCO ENTERPRISES INCOM 462613100 1,676 73,265 SH SOLE 0 73,265
IPRINT COM INC COM 462628108 458 130,900 SH SOLE 0 130,900
IRON MTN INC PA COM 462846106 699 18,900 SH SOLE 0 18,900
IRT PPTY CO COM 450058102 790 90,259 SH SOLE 0 90,259
IRWIN FINL CORP COM 464119106 436 26,600 SH SOLE 0 26,600
ISIS PHARMACEUTICALS 464330109 932 81,000 SH SOLE 0 81,000
ISTAR FINL INC COM 45031U101 3,629 161,741 SH SOLE 0 161,741
ITC DELTACOM COM 45031T104 1,031 89,675 SH SOLE 0 89,675
ITT EDL SVCS INC COM 45068B109 316 11,650 SH SOLE 0 11,650
ITT INDS INC COM 450911102 8,551 263,622 SH SOLE 0 263,622
IVAX CORP 465823102 18,370 399,339 SH SOLE 0 399,339
JABIL CIRCUIT INC COM 466313103 19,285 339,820 SH SOLE 0 339,820
JACK IN THE BOX INC COM 466367109 1,881 87,758 SH SOLE 0 87,758
JACOBS ENGR GROUP INCCOM 469814107 2,595 64,372 SH SOLE 0 64,372
JDA SOFTWARE GROUP INCOM 46612K108 866 67,885 SH SOLE 0 67,885
JDN RLTY CORP COM 465917102 1,108 97,950 SH SOLE 0 97,950
JDS UNIPHASE CORP COM 46612J101 257,775 2,722,378 SH SOLE 0 2,722,378
JEFFERSON PILOT CORP COM 475070108 18,799 276,960 SH SOLE 0 276,960
JEFFRIES GROUP INC NECOM 472319102 2,841 105,696 SH SOLE 0 105,696
JLG INDS INC COM 466210101 1,628 133,580 SH SOLE 0 133,580
JOHN NUVEEN CO CL A 478035108 1,160 23,977 SH SOLE 0 23,977
JOHNS MANVILLE CORP COM 478129109 486 42,985 SH SOLE 0 42,985
JOHNSON + JOHNSON COM 478160104 402,991 4,289,990 SH SOLE 0 4,289,990
JOHNSON CTLS INC COM 478366107 25,954 487,967 SH SOLE 0 487,967
JONES APPAREL GROUP ICOM 480074103 5,581 210,600 SH SOLE 0 210,600
JP RLTY INC COM 46624A106 674 37,323 SH SOLE 0 37,323
JUNIPER NETWORKS INC COM 48203R104 125,743 574,332 SH SOLE 0 574,332
JUNO ONLINE SVCS INC COM 482048105 168 42,000 SH SOLE 0 42,000
JUPITER MEDIA METRIX COM 48206U104 239 15,000 SH SOLE 0 15,000
K MART CORP COM 482584109 7,636 1,272,630 SH SOLE 0 1,272,630
KAISER ALUM CORP COM 483007100 266 43,840 SH SOLE 0 43,840
KAMAN CORP CL A 483548103 996 78,888 SH SOLE 0 78,888
KANA COMMUNICATIONS ICOM 483600102 5,489 246,692 SH SOLE 0 246,692
KANSAS CITY LIFE INS COM 484836101 1,602 48,550 SH SOLE 0 48,550
KANSAS CITY PWR + LT COM 485134100 2,036 76,280 SH SOLE 0 76,280
KANSAS CITY SOUTHN INCOM NE485170302 8 921 SH SOLE 0 921
KAUFMAN + BROAD HOME COM 486168107 3,406 126,424 SH SOLE 0 126,424
KAYDON CORP COM 486587108 1,747 75,956 SH SOLE 0 75,956
KEANE INC COM 486665102 3,662 210,448 SH SOLE 0 210,448
KEEBLER FOODS CO COM 487256109 2,386 56,816 SH SOLE 0 56,816
KEITHLEY INSTRS INC COM 487584104 952 13,600 SH SOLE 0 13,600
KELLOGG CO COM 487836108 26,252 1,085,370 SH SOLE 0 1,085,370
KELLWOOD CO COM 488044108 964 52,813 SH SOLE 0 52,813
KELLY SVCS INC CL A 488152208 1,179 49,919 SH SOLE 0 49,919
KEMET CORP COM 488360108 8,740 316,392 SH SOLE 0 316,392
KENNAMETAL INC COM 489170100 1,816 70,524 SH SOLE 0 70,524
KENT ELECTRS CORP COM 490553104 1,853 77,592 SH SOLE 0 77,592
KERR MCGEE CORP COM 492386107 31,062 468,862 SH SOLE 0 468,862
KEY ENERGY SVCS INC COM 492914106 758 77,200 SH SOLE 0 77,200
KEYCORP NEW COM 493267108 30,118 1,189,830 SH SOLE 0 1,189,830
KEYNOTE SYS INC COM 493308100 4,885 182,600 SH SOLE 0 182,600
KEYSPAN CORP COM 49337W100 13,664 340,526 SH SOLE 0 340,526
KEYSTONE FINL INC COM 493482103 2,290 105,277 SH SOLE 0 105,277
KFORCE COM INC COM 493732101 206 58,896 SH SOLE 0 58,896
KILROY RLTY CORP COM 49427F108 2,170 81,300 SH SOLE 0 81,300
KIMBALL INTL INC CL B 494274103 1,647 92,160 SH SOLE 0 92,160
KIMBERLY CLARK CORP COM 494368103 94,526 1,693,639 SH SOLE 0 1,693,639
KIMCO RLTY CORP 49446R109 3,760 88,985 SH SOLE 0 88,985
KINDER MORGAN INC KANCOM 49455P101 11,935 291,540 SH SOLE 0 291,540
KING PHARMACEUTICALS COM 495582108 9,127 272,968 SH SOLE 0 272,968
KIRBY CORP COM 497266106 2,104 107,218 SH SOLE 0 107,218
KLA TENCOR CORP COM 482480100 23,265 564,847 SH SOLE 0 564,847
KNIGHT RIDDER INC COM 499040103 16,796 330,545 SH SOLE 0 330,545
KNIGHT TRADING GROUP COM 499063105 6,329 175,800 SH SOLE 0 175,800
KOGER EQUITY INC COM 500228101 1,319 77,600 SH SOLE 0 77,600
KOHLS CORP COM 500255104 51,701 896,232 SH SOLE 0 896,232
KOPIN CORP COM 500600101 1,976 109,800 SH SOLE 0 109,800
KORN / FERRY INTL COM NE500643200 1,346 35,600 SH SOLE 0 35,600
KROGER CO COM 501044101 50,467 2,236,766 SH SOLE 0 2,236,766
KRONOS INC COM 501052104 1,250 41,676 SH SOLE 0 41,676
KULICKE + SOFFA INDS COM 501242101 2,981 223,888 SH SOLE 0 223,888
L 3 COMMUNICATIONS HLCOM 502424104 565 10,000 SH SOLE 0 10,000
LA Z BOY INC COM 505336107 1,861 127,826 SH SOLE 0 127,826
LABOR READY INC COM NE505401208 276 65,978 SH SOLE 0 65,978
LABORATORY CORP AMER COM NE50540R409 13,729 114,644 SH SOLE 0 114,644
LACLEDE GAS CO COM 505588103 1,500 69,360 SH SOLE 0 69,360
LAFARGE CORP COM 505862102 6,891 316,829 SH SOLE 0 316,829
LAKEHEAD PIPELINE PARPREF U511557100 1,884 45,400 SH SOLE 0 45,400
LAM RESH CORP COM 512807108 5,586 266,789 SH SOLE 0 266,789
LAMAR ADVERTISING CO CL A 512815101 1,627 42,968 SH SOLE 0 42,968
LANCASTER COLONY CORPCOM RT513847103 1,132 46,101 SH SOLE 0 46,101
LANCE INC COM 514606102 701 72,126 SH SOLE 0 72,126
LANDAMERICA FINL GROUCOM 514936103 612 21,424 SH SOLE 0 21,424
LANDRYS SEAFOOD REST COM 51508L103 279 40,938 SH SOLE 0 40,938
LANDS END INC COM 515086106 895 42,635 SH SOLE 0 42,635
LANDSTAR SYS INC COM 515098101 1,849 41,427 SH SOLE 0 41,427
LASALLE HOTEL PPTYS COM SH517942108 501 33,141 SH SOLE 0 33,141
LATITUDE COMMUNICATIOCOM 518292107 195 25,100 SH SOLE 0 25,100
LATTICE SEMICONDUCTOR CORP 518415104 5,459 101,572 SH SOLE 0 101,572
LAUDER ESTEE COS INC CL A 518439104 6,804 185,770 SH SOLE 0 185,770
LAWSON PRODS INC COM 520776105 1,472 60,849 SH SOLE 0 60,849
LEAP WIRELESS INTL INCOM 521863100 5,423 86,686 SH SOLE 0 86,686
LEAR CORP COM 521865105 10,892 529,707 SH SOLE 0 529,707
LEARNING TREE INTL INCOM 522015106 1,157 24,300 SH SOLE 0 24,300
LEE ENTERPRISES INC COM 523768109 24,819 859,540 SH SOLE 0 859,540
LEGATO SYSTEMS INC COM 524651106 2,951 219,600 SH SOLE 0 219,600
LEGG MASON INC COM 524901105 7,874 135,460 SH SOLE 0 135,460
LEGGETT + PLATT INC COM 524660107 19,552 1,236,461 SH SOLE 0 1,236,461
LEHMAN BROTHERS HLDGSCOM 524908100 58,450 395,600 SH SOLE 0 395,600
LENNAR CORP COM 526057104 3,148 106,024 SH SOLE 0 106,024
LEUCADIA NATL CORP COM 527288104 1,651 61,732 SH SOLE 0 61,732
LEVEL 3 COMMUNICATIONCOM 52729N100 43,670 566,221 SH SOLE 0 566,221
LEXICON GENETICS INC COM 528872104 1,762 55,700 SH SOLE 0 55,700
LEXINGTON CORPORATE PCOM 529043101 410 36,437 SH SOLE 0 36,437
LEXMARK INTL INC CL A 529771107 12,618 336,467 SH SOLE 0 336,467
LG + E ENERGY CORP COM 501917108 5,938 242,987 SH SOLE 0 242,987
LIBBEY INC COM 529898108 11,233 360,902 SH SOLE 0 360,902
LIBERATE TECHNOLOGIESCOM 530129105 2,680 92,600 SH SOLE 0 92,600
LIBERTY CORP S C COM 530370105 1,561 45,084 SH SOLE 0 45,084
LIBERTY DIGITAL INC CL A 530436104 1,401 69,200 SH SOLE 0 69,200
LIBERTY FINL COS INC COM 530512102 377 16,048 SH SOLE 0 16,048
LIBERTY PROPERTY SH BEN531172104 1,719 62,527 SH SOLE 0 62,527
LIFEMINDERS INC COM 53220Q105 2,677 116,700 SH SOLE 0 116,700
LIFEPOINT HOSPS INC COM 53219L109 3,485 98,163 SH SOLE 0 98,163
LIGAND PHARMACEUTICALCL B 53220K207 1,157 90,321 SH SOLE 0 90,321
LIGHTPATH TECHNOLOGIECL A 532257102 1,264 26,600 SH SOLE 0 26,600
LILLY ELI + CO COM 532457108 266,677 3,287,237 SH SOLE 0 3,287,237
LILLY INDL INC CL A 532491107 2,070 70,160 SH SOLE 0 70,160
LIMITED INC COM 532716107 31,330 1,420,078 SH SOLE 0 1,420,078
LINCARE HLDGS INC COM 532791100 2,460 85,750 SH SOLE 0 85,750
LINCOLN ELEC HLDGS INCOM 533900106 639 48,000 SH SOLE 0 48,000
LINCOLN NATL CORP IN COM 534187109 30,831 640,654 SH SOLE 0 640,654
LINDSAY MFG CO COM 535555106 1,128 60,552 SH SOLE 0 60,552
LINEAR TECHNOLOGY CORCOM 535678106 67,598 1,043,985 SH SOLE 0 1,043,985
LINENS N THINGS INC COM 535679104 3,830 150,212 SH SOLE 0 150,212
LITTELFUSE INC COM 537008104 13,809 465,142 SH SOLE 0 465,142
LITTON INDS INC COM 538021106 4,537 101,523 SH SOLE 0 101,523
LIZ CLAIBORNE INC COM 539320101 7,220 187,526 SH SOLE 0 187,526
LNR PPTY CORP COM 501940100 1,757 79,396 SH SOLE 0 79,396
LOCKHEED MARTIN CORP COM 539830109 36,107 1,095,472 SH SOLE 0 1,095,472
LOEWS CORP COM 540424108 8 100 SH SOLE 0 100
LONE STAR STEAKHOUSE COM 542307103 843 114,367 SH SOLE 0 114,367
LONE STAR TECHNOLOGIECOM 542312103 3,846 83,329 SH SOLE 0 83,329
LONGS DRUG STORES CORCOM 543162101 11,327 592,278 SH SOLE 0 592,278
LONGVIEW FIBRE CO WASCOM 543213102 1,763 146,928 SH SOLE 0 146,928
LOOKSMART LTD COM 543442107 572 51,100 SH SOLE 0 51,100
LOUIS DREYFUS NAT GASCOM 546011107 670 16,921 SH SOLE 0 16,921
LOUISIANA PAC CORP COM 546347105 2,486 270,585 SH SOLE 0 270,585
LOWES COS INC USD0.5548661107 47,576 1,060,192 SH SOLE 0 1,060,192
LSI LOGIC CORP COM 502161102 25,948 887,095 SH SOLE 0 887,095
LTV CORP NEW COM 501921100 509 388,131 SH SOLE 0 388,131
LTX CORP COM 502392103 2,248 118,700 SH SOLE 0 118,700
LUBRIZOL CORP COM 549271104 1,335 67,809 SH SOLE 0 67,809
LUBYS CAFETERIAS INC COM 549282101 374 70,331 SH SOLE 0 70,331
LUCENT TECHNOLOGIES ICOM 549463107 290,631 9,509,403 SH SOLE 0 9,509,403
LUMINEX CORP DEL COM 55027E102 380 10,000 SH SOLE 0 10,000
LYCOS INC COM 550818108 18,388 267,400 SH SOLE 0 267,400
LYNX THERAPEUTICS INCCOM NE551812308 617 19,700 SH SOLE 0 19,700
LYONDELL CHEMICAL CO COM 552078107 1,689 142,983 SH SOLE 0 142,983
M + T BK CORP COM 55261F104 4,827 9,464 SH SOLE 0 9,464
M S CARRIERS INC COM 553533100 686 43,884 SH SOLE 0 43,884
MACDERMID INC COM 554273102 1,168 55,600 SH SOLE 0 55,600
MACERICH CO REIT 554382101 1,162 54,696 SH SOLE 0 54,696
MACK CA RLTY CORP COM 554489104 816 28,943 SH SOLE 0 28,943
MACROMEDIA INC COM 556100105 15,985 197,808 SH SOLE 0 197,808
MACROVISION CORP COM 555904101 21,003 259,300 SH SOLE 0 259,300
MADISON GAS + ELEC COCOM 557497104 1,510 66,354 SH SOLE 0 66,354
MAF BANCORP INC COM 55261R108 2,013 80,916 SH SOLE 0 80,916
MAGNETEK INC COM 559424106 719 67,660 SH SOLE 0 67,660
MAIL COM INC CL A 560311102 361 69,100 SH SOLE 0 69,100
MAIL WELL HLDGS INC COM 560321200 319 71,844 SH SOLE 0 71,844
MALLINCKRODT INC NEW COM 561232109 10,793 236,550 SH SOLE 0 236,550
MANDALAY RESORT GROUPCOM 562567107 2,902 113,252 SH SOLE 0 113,252
MANITOWOC INC COM 563571108 1,196 62,122 SH SOLE 0 62,122
MANOR CARE INC NEW COM 564055101 9,932 633,090 SH SOLE 0 633,090
MANPOWER INC WIS COM 56418H100 5,752 180,100 SH SOLE 0 180,100
MANUFACTURED HOME CMNCOM 564682102 1,589 63,541 SH SOLE 0 63,541
MANUGISTICS GROUP INCCOM 565011103 5,828 59,391 SH SOLE 0 59,391
MARCHFIRST INC COM 566244109 8,353 532,476 SH SOLE 0 532,476
MARCUS CORP COM 566330106 807 76,878 SH SOLE 0 76,878
MARIMBA INC COM 56781Q109 472 38,600 SH SOLE 0 38,600
MARINE DRILLING COS ICOM PA568240204 4,368 152,914 SH SOLE 0 152,914
MARKEL CORP COM 570535104 1,560 10,277 SH SOLE 0 10,277
MARRIOTT INTL INC NEWCL A 571903202 29,196 801,261 SH SOLE 0 801,261
MARSH + MCLENNAN COS COM 571748102 101,903 767,633 SH SOLE 0 767,633
MARSHALL + ILSLEY CORCOM 571834100 9,162 182,782 SH SOLE 0 182,782
MARTIN MARIETTA MATLSCOM 573284106 3,873 101,188 SH SOLE 0 101,188
MASCO CORP COM 574599106 30,886 1,658,303 SH SOLE 0 1,658,303
MASCOTECH INC COM 574670105 1,508 91,047 SH SOLE 0 91,047
MASTEC INC COM 576323109 2,465 78,864 SH SOLE 0 78,864
MATHEWS INTL CORP CL A 577128101 5,188 176,600 SH SOLE 0 176,600
MATRIX PHARMACEUTICALCOM 576844104 414 26,600 SH SOLE 0 26,600
MATTEL INC COM 577081102 21,864 1,954,341 SH SOLE 0 1,954,341
MAVERICK TUBE CORP COM 577914104 805 29,900 SH SOLE 0 29,900
MAXIM INTEGRATED PRODCOM 57772K101 82,634 1,027,309 SH SOLE 0 1,027,309
MAXIM PHARMACEUTICALSCOM 57772M107 1,883 31,000 SH SOLE 0 31,000
MAY DEPT STORES CO COM 577778103 18,902 922,042 SH SOLE 0 922,042
MAYTAG CORP COM 578592107 6,870 221,175 SH SOLE 0 221,175
MBIA INC COM 55262C100 42,178 593,017 SH SOLE 0 593,017
MBNA CORP COM 55262L100 92,136 2,393,139 SH SOLE 0 2,393,139
MCAFEE COM CORP CL A 579062100 2,518 169,300 SH SOLE 0 169,300
MCCLATCHY CO CL A 579489105 2,782 79,050 SH SOLE 0 79,050
MCCORMICK + CO INC COM NO579780206 20,881 701,881 SH SOLE 0 701,881
MCDATA CORPORATION CL B 580031102 3,367 27,400 SH SOLE 0 27,400
MCDERMOTT INTL INC COM 580037109 1,642 149,242 SH SOLE 0 149,242
MCDONALDS CORP COM 580135101 108,364 3,589,694 SH SOLE 0 3,589,694
MCGRATH RENTCORP COM 580589109 1,393 73,320 SH SOLE 0 73,320
MCGRAW HILL COS INC COM 580645109 49,813 783,689 SH SOLE 0 783,689
MCK COMMUNICATIONS INCOM 581243102 1,740 76,898 SH SOLE 0 76,898
MCKESSON HBOC INC COM 58155Q103 22,161 725,106 SH SOLE 0 725,106
MCLEODUSA INC COM 582266102 21,129 1,476,282 SH SOLE 0 1,476,282
MCN ENERGY GROUP INC COM 55267J100 5,222 203,774 SH SOLE 0 203,774
MDU RES GROUP INC COM 552690109 2,871 96,515 SH SOLE 0 96,515
MEAD CORP COM 582834107 6,511 278,549 SH SOLE 0 278,549
MECHANICAL TECHNOLOGYCOM 583538103 425 39,300 SH SOLE 0 39,300
MEDALLION FINL CORP COM 583928106 513 30,488 SH SOLE 0 30,488
MEDAREX INC COM 583916101 14,512 123,700 SH SOLE 0 123,700
MEDIA GEN INC CL A 584404107 1,680 39,065 SH SOLE 0 39,065
MEDIACOM COMMUNICATIOCL A 58446K105 4,231 262,400 SH SOLE 0 262,400
MEDICAL ASSURN INC COM 58449U100 1,255 102,484 SH SOLE 0 102,484
MEDICIS PHARMACEUTICACL A N584690309 3,886 63,180 SH SOLE 0 63,180
MEDIMMUNE INC COM 584699102 61,812 800,153 SH SOLE 0 800,153
MEDITRUST PAIRED58501T306 1,061 361,108 SH SOLE 0 361,108
MEDQUIST INC COM 584949101 307 15,214 SH SOLE 0 15,214
MEDTRONIC INC COM 585055106 176,089 3,398,586 SH SOLE 0 3,398,586
MELLON FINL CORP COM 58551A108 72,092 1,554,536 SH SOLE 0 1,554,536
MEMBERWORKS INC COM 586002107 454 13,800 SH SOLE 0 13,800
MEMC ELECTR MATLS INCCOM 552715104 1,447 112,400 SH SOLE 0 112,400
MENS WEARHOUSE INC 587118100 1,318 46,566 SH SOLE 0 46,566
MENTOR CORP MINN COM 587188103 1,437 91,246 SH SOLE 0 91,246
MENTOR GRAPHICS CORP COM 587200106 5,048 214,257 SH SOLE 0 214,257
MERCANTILE BANKSHARESCOM 587405101 5,397 148,702 SH SOLE 0 148,702
MERCATOR SOFTWARE INCCOM 587587106 732 44,200 SH SOLE 0 44,200
MERCK + CO INC COM 589331107 503,858 6,768,878 SH SOLE 0 6,768,878
MERCURY COMPUTER SYS COM 589378108 286 10,300 SH SOLE 0 10,300
MERCURY GEN CORP NEW COM 589400100 1,367 48,293 SH SOLE 0 48,293
MERCURY INTERACTIVE CCOM 589405109 57,331 365,750 SH SOLE 0 365,750
MEREDITH CORP COM 589433101 5,220 176,936 SH SOLE 0 176,936
MERIDIAN RESOURCE CORCOM 58977Q109 684 99,555 SH SOLE 0 99,555
MERISTAR HOSPITALITY COM 58984Y103 2,806 138,571 SH SOLE 0 138,571
MERRILL LYNCH + CO INCOM 590188108 150,490 2,280,148 SH SOLE 0 2,280,148
MERRY GO ROUND ENTERPCOM RT590436101 0 3,700 SH SOLE 0 3,700
MESABA HLDGS INC COM 59066B102 411 38,250 SH SOLE 0 38,250
METACREATIONS CORP COM 591016100 275 24,400 SH SOLE 0 24,400
METHODE ELECTRS INC CL A 591520200 4,937 111,413 SH SOLE 0 111,413
METLIFE INC COM 59156R108 9,024 344,600 SH SOLE 0 344,600
METRICOM INC COM 591596101 2,338 90,800 SH SOLE 0 90,800
METRIS COS INC COM 591598107 4,613 116,791 SH SOLE 0 116,791
METRO GOLDWYN MAYER ICOM 591610100 12,602 525,064 SH SOLE 0 525,064
METROCALL INC 591647102 588 195,900 SH SOLE 0 195,900
METROMEDIA FIBER NETWCL A 591689104 24,101 991,292 SH SOLE 0 991,292
METROMEDIA INTER. GRPCOM 591695101 480 128,398 SH SOLE 0 128,398
MGI PHARMA INC COM 552880106 336 11,200 SH SOLE 0 11,200
MGIC INVT CORP WIS COM 552848103 23,449 383,624 SH SOLE 0 383,624
MGM MIRAGEINC COM 552953101 8,273 216,638 SH SOLE 0 216,638
MICHAEL FOODS INC NEWCOM 594079105 1,147 49,054 SH SOLE 0 49,054
MICHAELS STORES INC COM 594087108 2,010 50,253 SH SOLE 0 50,253
MICREL INC COM 594793101 22,357 333,692 SH SOLE 0 333,692
MICROCHIP TECHNOLOGY COM 595017104 10,289 311,194 SH SOLE 0 311,194
MICROMUSE INC COM 595094103 38,607 192,134 SH SOLE 0 192,134
MICRON ELECTRONICS INCOM 595100108 533 59,200 SH SOLE 0 59,200
MICRON TECHNOLOGY INCCOM 595112103 75,606 1,643,599 SH SOLE 0 1,643,599
MICROS SYS INC COM 594901100 780 51,800 SH SOLE 0 51,800
MICROSOFT CORP COM 594918104 935,746 15,514,965 SH SOLE 0 15,514,965
MICROSTRATEGY INC CL A 594972101 2,130 78,000 SH SOLE 0 78,000
MICROVISION INC WASH COM 594960106 894 23,400 SH SOLE 0 23,400
MID AMER APT CMNTYS ICOM 59522J103 1,320 55,133 SH SOLE 0 55,133
MID AMER BANCORP COM 595915109 315 12,063 SH SOLE 0 12,063
MID ATLANTIC MED SVCS INC 59523C107 2,205 145,760 SH SOLE 0 145,760
MID STATE BANCSHARES COM 595440108 763 24,400 SH SOLE 0 24,400
MIDAS INC COM 595626102 704 50,317 SH SOLE 0 50,317
MIDWAY GAMES INC COM 598148104 650 92,857 SH SOLE 0 92,857
MIDWEST EXPRESS HLDGSCOM 597911106 761 37,800 SH SOLE 0 37,800
MILLENNIUM CHEMICALS COM 599903101 1,925 129,969 SH SOLE 0 129,969
MILLENNIUM PHARMACEUTCOM 599902103 31,529 215,862 SH SOLE 0 215,862
MILLER HERMAN INC COM 600544100 23,672 738,305 SH SOLE 0 738,305
MILLIPORE CORP COM 601073109 5,811 119,979 SH SOLE 0 119,979
MILLS CORP COM 601148109 990 52,275 SH SOLE 0 52,275
MINE SAFETY APPLIANCECOM 602720104 487 22,068 SH SOLE 0 22,068
MINERALS TECHNOLOGIESCOM 603158106 1,745 37,944 SH SOLE 0 37,944
MINIMED INC COM 60365K108 8,383 93,800 SH SOLE 0 93,800
MINNESOTA MNG + MFG CCOM 604059105 102,623 1,126,180 SH SOLE 0 1,126,180
MIPS TECHNOLOGIES INCCL A 604567107 2,953 64,200 SH SOLE 0 64,200
MISSISSIPPI VY BANKSHCOM 605720101 547 21,200 SH SOLE 0 21,200
MITCHELL ENERGY + DEVCL A 606592202 4,211 90,307 SH SOLE 0 90,307
MMC NETWORKS INC COM 55308N102 8,039 63,547 SH SOLE 0 63,547
MODINE MFG CO 607828100 1,440 51,131 SH SOLE 0 51,131
MODIS PROFESSIONAL SVCOM 607830106 1,476 284,526 SH SOLE 0 284,526
MOHAWK INDS INC COM 608190104 1,937 88,782 SH SOLE 0 88,782
MOLECULAR DEVICES CORCOM 60851C107 1,670 17,000 SH SOLE 0 17,000
MOLEX INC COM 608554101 27,088 497,595 SH SOLE 0 497,595
MONDAVI ROBERT CORP COM CL609200100 834 20,400 SH SOLE 0 20,400
MONTANA PWR CO COM 612085100 7,318 219,260 SH SOLE 0 219,260
MOODYS CORP COM 615369105 14,579 423,355 SH SOLE 0 423,355
MORGAN J P + CO INC COM 616880100 79,273 485,223 SH SOLE 0 485,223
MORGAN KEEGAN INC COM 617410105 2,912 166,378 SH SOLE 0 166,378
MORGAN STANLEY DEAN WCOM NE617446448 302,169 3,304,654 SH SOLE 0 3,304,654
MOTIENT CORP COM 619908106 552 39,110 SH SOLE 0 39,110
MOTOROLA INC COM 620076109 168,355 5,959,468 SH SOLE 0 5,959,468
MOVADO GROUP INC COM 624580106 1,286 74,000 SH SOLE 0 74,000
MPOWER COMMUNICATIONSCOM 62473J106 645 74,007 SH SOLE 0 74,007
MRV COMMUNICATIONS INCOM 553477100 5,107 112,700 SH SOLE 0 112,700
MSC INDL DIRECT INC CL A 553530106 1,731 113,506 SH SOLE 0 113,506
MTI TECHNOLOGY CORP COM 553903105 265 69,518 SH SOLE 0 69,518
MUELLER INDS INC 624756102 1,886 84,056 SH SOLE 0 84,056
MURPHY OIL CORP COM 626717102 4,393 67,776 SH SOLE 0 67,776
MUSICLAND STORES INC COM 62758B109 848 120,045 SH SOLE 0 120,045
MYERS IND INC COM 628464109 1,119 88,198 SH SOLE 0 88,198
MYLAN LABS INC COM 628530107 13,257 492,126 SH SOLE 0 492,126
MYND CORP COM 628551103 1,827 135,366 SH SOLE 0 135,366
MYPOINTS COM INC COM 62855T102 194 35,300 SH SOLE 0 35,300
MYRIAD GENETICS INC COM 62855J104 2,850 33,000 SH SOLE 0 33,000
NABISCO GROUP HLDG COCOM 62952P102 25,731 902,844 SH SOLE 0 902,844
NABISCO HLDGS CORP CL A 629526104 4,840 90,049 SH SOLE 0 90,049
NABORS INDUSTRIES INCCOM 629568106 32,373 617,808 SH SOLE 0 617,808
NANOGEN INC COM 630075109 620 32,000 SH SOLE 0 32,000
NATIONAL CITY CORP COM 635405103 37,368 1,688,971 SH SOLE 0 1,688,971
NATIONAL COMM BANCORPCOM 635449101 7,978 400,154 SH SOLE 0 400,154
NATIONAL DATA CORP COM 635621105 3,005 91,570 SH SOLE 0 91,570
NATIONAL DISC BROKERSCOM 635646102 312 10,100 SH SOLE 0 10,100
NATIONAL FUEL GAS CO COM 636180101 306 5,467 SH SOLE 0 5,467
NATIONAL GOLF PPTYS ICOM 63623G109 752 36,461 SH SOLE 0 36,461
NATIONAL HEALTH INVS COM 63633D104 473 70,007 SH SOLE 0 70,007
NATIONAL INSTRS CORP COM 636518102 1,522 34,500 SH SOLE 0 34,500
NATIONAL OILWELL INC COM 637071101 2,810 89,922 SH SOLE 0 89,922
NATIONAL PENN BANCSHACOM 637138108 711 36,966 SH SOLE 0 36,966
NATIONAL PRESTO INDS COM 637215104 856 28,609 SH SOLE 0 28,609
NATIONAL SEMICONDUCTOCOM 637640103 19,847 493,084 SH SOLE 0 493,084
NATIONAL STEEL CORP CL B 637844309 208 69,238 SH SOLE 0 69,238
NATIONAL SVC INDS INC 637657107 1,975 100,933 SH SOLE 0 100,933
NATIONAL WESTN LIFE ICL A 638522102 569 7,800 SH SOLE 0 7,800
NATIONWIDE FINL SVCS CL A 638612101 239 6,400 SH SOLE 0 6,400
NATIONWIDE HEALTH PPTCOM 638620104 2,125 133,338 SH SOLE 0 133,338
NATURAL MICROSYSTEMS COM 638882100 3,066 57,000 SH SOLE 0 57,000
NAUTICA ENTERPRISES ICOM 639089101 1,657 128,084 SH SOLE 0 128,084
NAVISITE INC COM 63935M109 2,325 86,300 SH SOLE 0 86,300
NAVISTAR INTL CORP INCOM 63934E108 4,710 157,330 SH SOLE 0 157,330
NBC INTERNET INC CL A 62873D105 212 32,400 SH SOLE 0 32,400
NBTY INC COM 628782104 1,243 190,280 SH SOLE 0 190,280
NCH CORP COM 628850109 1,046 29,610 SH SOLE 0 29,610
NCI BLDG SYS INC COM 628852105 611 41,800 SH SOLE 0 41,800
NCR CORP NEW COM 62886E108 10,473 276,971 SH SOLE 0 276,971
NEIMAN MARCUS GROUP CL A 640204202 1,922 59,259 SH SOLE 0 59,259
NEON COMMUNICATIONS ICOM 640506101 1,161 33,300 SH SOLE 0 33,300
NEORX CORP COM 640520300 1,174 47,900 SH SOLE 0 47,900
NET PERCEPTIONS INC COM 64107U101 146 31,000 SH SOLE 0 31,000
NETBANK INC COM 640933107 1,267 107,300 SH SOLE 0 107,300
NETCENTIVES INC COM 64108P101 253 33,100 SH SOLE 0 33,100
NETEGRITY INC COM 64110P107 3,077 43,950 SH SOLE 0 43,950
NETIQ COM 64115P102 6,803 103,571 SH SOLE 0 103,571
NETOBJECTS INC COM 64114L102 198 63,200 SH SOLE 0 63,200
NETOPIA INC COM 64114K104 476 43,300 SH SOLE 0 43,300
NETRO CORP COM 64114R109 10,345 174,600 SH SOLE 0 174,600
NETWORK APPLIANCE INCCOM 64120L104 128,312 1,007,353 SH SOLE 0 1,007,353
NETWORK EQUIP TECHNOLCOM 641208103 722 67,573 SH SOLE 0 67,573
NETWORK PERIPHERALS ICOM 64121R100 437 25,700 SH SOLE 0 25,700
NETWORK PLUS CORP COM 64122D506 1,403 162,700 SH SOLE 0 162,700
NETWORKS ASSOCS INC COM 640938106 11,708 517,497 SH SOLE 0 517,497
NEUROCRINE BIOSCIENCECOM 64125C109 1,026 22,800 SH SOLE 0 22,800
NEUROGEN CORP COM 64124E106 1,208 38,800 SH SOLE 0 38,800
NEW ENGLAND BUSINESS COM 643872104 1,138 62,813 SH SOLE 0 62,813
NEW ERA OF NETWORKS ICOM 644312100 1,722 70,790 SH SOLE 0 70,790
NEW FOCUS INC COM 644383101 838 10,600 SH SOLE 0 10,600
NEW JERSEY RES CORP COM 646025106 1,831 45,069 SH SOLE 0 45,069
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NIKE INC CL B 654106103 37,821 944,053 SH SOLE 0 944,053
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OLD KENT FINL CORP COM 679833103 9,810 339,018 SH SOLE 0 339,018
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OLIN CORP COM PA680665205 1,682 103,931 SH SOLE 0 103,931
OM GROUP INC COM 670872100 2,401 55,035 SH SOLE 0 55,035
OMEGA FINL CORP COM 682092101 871 28,791 SH SOLE 0 28,791
OMNICARE INC COM 681904108 16,293 1,010,406 SH SOLE 0 1,010,406
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OMNISKY CORP COM 68213L103 1,463 72,000 SH SOLE 0 72,000
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ON SEMICONDUCTOR CORPCOM 682189105 51 4,700 SH SOLE 0 4,700
ONEIDA LTD COM 682505102 1,013 73,008 SH SOLE 0 73,008
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OPEN MKT INC COM 68370M100 459 73,002 SH SOLE 0 73,002
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ORACLE CORP COM 68389X105 680,673 8,643,472 SH SOLE 0 8,643,472
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OSHKOSH B GOSH INC CL A 688222207 1,310 86,060 SH SOLE 0 86,060
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OTTER TAIL PWR CO COM 689648103 2,123 91,788 SH SOLE 0 91,788
OUTBACK STEAKHOUSE INC 689899102 4,069 149,992 SH SOLE 0 149,992
OVERSEAS SHIPHOLDING COM 690368105 2,772 101,274 SH SOLE 0 101,274
OWENS + MINOR INC NEWCOM 690732102 1,823 115,728 SH SOLE 0 115,728
OWENS ILL INC COM NE690768403 3,518 380,345 SH SOLE 0 380,345
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P COM INC COM 693262107 1,278 192,904 SH SOLE 0 192,904
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PACKETEER INC COM 695210104 4,681 123,400 SH SOLE 0 123,400
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PALL CORP COM 696429307 6,122 307,048 SH SOLE 0 307,048
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PAPA JOHNS INTL INC COM 698813102 1,453 57,983 SH SOLE 0 57,983
PARAMETRIC TECHNOLOGY CORP 699173100 9,510 869,519 SH SOLE 0 869,519
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PARKER DRILLING CO COM 701081101 1,718 245,498 SH SOLE 0 245,498
PARKER HANNIFIN CORP COM 701094104 11,306 334,978 SH SOLE 0 334,978
PARKWAY PPTYS INC COM 70159Q104 889 29,144 SH SOLE 0 29,144
PATTERSON DENTAL CO COM 703412106 3,913 173,908 SH SOLE 0 173,908
PATTERSON ENERGYINC COM 703414102 1,530 44,500 SH SOLE 0 44,500
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PAYCHEX INC COM 704326107 62,453 1,189,589 SH SOLE 0 1,189,589
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PE CORP COM CE69332S201 11,266 113,080 SH SOLE 0 113,080
PE CORP COM PE69332S102 102,213 877,363 SH SOLE 0 877,363
PECO ENERGY CO COM 693304107 36,749 606,802 SH SOLE 0 606,802
PEGASUS COMMUNICATIONCL A 705904100 3,759 77,800 SH SOLE 0 77,800
PEGASUS SYS INC COM 705906105 1,154 58,987 SH SOLE 0 58,987
PENNEY J C INC COM 708160106 7,782 658,819 SH SOLE 0 658,819
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PEP BOYS MANNY MOE + COM 713278109 320 64,060 SH SOLE 0 64,060
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PEPSICO INC COM 713448108 201,038 4,370,389 SH SOLE 0 4,370,389
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PERKINELMER INC COM 714046109 19,894 190,602 SH SOLE 0 190,602
PERRIGO CO 714290103 1,273 185,955 SH SOLE 0 185,955
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PHONE COM INC COM 71920Q100 20,805 183,100 SH SOLE 0 183,100
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PLEXUS CORP COM 729132100 4,230 60,000 SH SOLE 0 60,000
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PSS WORLD MED INC COM 69366A100 1,037 286,183 SH SOLE 0 286,183
PUBLIC STORAGE INC COM 74460D109 3,370 140,786 SH SOLE 0 140,786
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QUEST SOFTWARE INC COM 74834T103 5,528 89,000 SH SOLE 0 89,000
QUESTAR CORP COM 748356102 4,033 145,006 SH SOLE 0 145,006
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R.P.M. INC OHIO COM 749685103 9,691 1,069,337 SH SOLE 0 1,069,337
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RADIO ONE INC CL A 75040P108 1,051 126,400 SH SOLE 0 126,400
RADIO ONE INC NON VT75040P405 1,321 187,000 SH SOLE 0 187,000
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RALSTON PURINA CO COM RA751277302 23,830 1,006,006 SH SOLE 0 1,006,006
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RATIONAL SOFTWARE CORCOM NE75409P202 53,769 775,052 SH SOLE 0 775,052
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RAYONIER INC COM 754907103 1,565 43,549 SH SOLE 0 43,549
RAYOVAC CORP COM 755081106 572 33,376 SH SOLE 0 33,376
RAYTHEON CO CL B 755111408 48,906 1,719,769 SH SOLE 0 1,719,769
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READ RITE CORP COM 755246105 2,161 192,100 SH SOLE 0 192,100
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REAL NETWORKS INC COM 75605L104 11,732 295,154 SH SOLE 0 295,154
REALTY INCOME CORP COM 756109104 1,839 78,900 SH SOLE 0 78,900
RECKSON ASSOCS RLTY CCOM 75621K106 2,968 116,407 SH SOLE 0 116,407
RED HAT INC COM 756577102 2,291 134,300 SH SOLE 0 134,300
REDBACK NETWORKS INC COM 757209101 51,496 314,000 SH SOLE 0 314,000
REEBOK INTL LTD COM 758110100 3,277 174,184 SH SOLE 0 174,184
REGAL BELOIT CORP COM 758750103 1,215 71,636 SH SOLE 0 71,636
REGENCY RLTY CORP COM 758939102 1,937 84,444 SH SOLE 0 84,444
REGENERON PHARMACEUTICOM 75886F107 2,316 71,000 SH SOLE 0 71,000
REGIONS FINL CORP COM 758940100 14,249 628,039 SH SOLE 0 628,039
REGIS CORP MINNESOTA COM 758932107 808 53,836 SH SOLE 0 53,836
REINSURANCE GROUP AMECOM 759351109 1,552 45,327 SH SOLE 0 45,327
RELIANCE STL + ALUM CCOM 759509102 1,090 51,750 SH SOLE 0 51,750
RELIANT ENERGY INC COM 75952J108 40,698 875,227 SH SOLE 0 875,227
REMEC INC COM 759543101 1,332 45,250 SH SOLE 0 45,250
REMEDY CORP COM 759548100 897 47,500 SH SOLE 0 47,500
RENAL CARE GROUP INC COM 759930100 1,290 69,288 SH SOLE 0 69,288
RENT A CTR INC NEW COM 76009N100 1,405 40,500 SH SOLE 0 40,500
RENT WAY INC COM 76009U104 698 22,990 SH SOLE 0 22,990
REPUBLIC BANCORP INC COM 760282103 960 101,046 SH SOLE 0 101,046
REPUBLIC SVCS INC CL A 760759100 1,895 144,400 SH SOLE 0 144,400
RESPIRONICS INC 761230101 1,775 106,343 SH SOLE 0 106,343
RETEK INC COM 76128Q109 3,747 70,700 SH SOLE 0 70,700
REYNOLDS + REYNOLDS CCL A 761695105 3,293 165,680 SH SOLE 0 165,680
RF MICRO DEVICES INC COM 749941100 8,314 259,800 SH SOLE 0 259,800
RFS HOTEL INVS INC COM 74955J108 828 65,600 SH SOLE 0 65,600
RH DONNELLEY CORP COM NE74955W307 2,008 95,060 SH SOLE 0 95,060
RHYTHMS NETCONNECTIONCOM 762430205 945 128,200 SH SOLE 0 128,200
RIBOZYME PHARMACEUTICCOM 762567105 566 19,500 SH SOLE 0 19,500
RIGGS NATL CORP WASH COM 766570105 958 78,182 SH SOLE 0 78,182
RIVIANA FOODS INC DELCOM 769536103 262 15,700 SH SOLE 0 15,700
RLI CORP COM 749607107 1,631 42,303 SH SOLE 0 42,303
ROADWAY EXPRESS INC DCOM 769742107 906 50,517 SH SOLE 0 50,517
ROBBINS + MYERS INC COM 770196103 882 37,320 SH SOLE 0 37,320
ROBERT HALF INTL INC COM 770323103 19,979 575,980 SH SOLE 0 575,980
ROBOTIC VISION SYS INCOM 771074101 220 36,800 SH SOLE 0 36,800
ROCK TENN CO COM CL772739207 822 82,760 SH SOLE 0 82,760
ROCKWELL INTL CORP NECOM 773903109 20,011 661,517 SH SOLE 0 661,517
ROGERS CORP COM 775133101 1,657 52,400 SH SOLE 0 52,400
ROHM + HAAS CO COM 775371107 20,946 720,728 SH SOLE 0 720,728
ROLLINS INC COM 775711104 1,304 88,036 SH SOLE 0 88,036
ROLLINS TRUCK LEASINGCOM 775741101 967 153,131 SH SOLE 0 153,131
ROPER INDS COM 776696106 3,182 95,868 SH SOLE 0 95,868
ROSLYN BANCORP INC COM 778162107 3,212 143,566 SH SOLE 0 143,566
ROSS STORES INC COM 778296103 4,128 287,152 SH SOLE 0 287,152
ROUSE CO COM 779273101 18,134 727,191 SH SOLE 0 727,191
ROWAN COS INC COM 779382100 10,709 369,282 SH SOLE 0 369,282
RPC INC COM 749660106 1,166 99,266 SH SOLE 0 99,266
RSA SEC INC COM 749719100 2,769 64,200 SH SOLE 0 64,200
RTI INTL METALS INC COM 74973W107 550 38,100 SH SOLE 0 38,100
RUBY TUESDAY INC COM 781182100 1,736 154,324 SH SOLE 0 154,324
RUDDICK CORP COM 781258108 1,151 82,959 SH SOLE 0 82,959
RURAL CELLUAR CORP CL A 781904107 300 4,400 SH SOLE 0 4,400
RUSS BERRIE + CO INC COM 782233100 1,400 70,867 SH SOLE 0 70,867
RUSSELL CORP COM 782352108 1,281 80,711 SH SOLE 0 80,711
RYANS FAMILY STEAK HOCOM 783519101 1,875 243,931 SH SOLE 0 243,931
RYDER SYS INC COM 783549108 2,877 156,045 SH SOLE 0 156,045
RYERSON TULL INC NEW COM 78375P107 809 85,679 SH SOLE 0 85,679
RYLAND GROUP INC COM 783764103 1,772 57,147 SH SOLE 0 57,147
S + T BANCORP INC 783859101 418 22,000 SH SOLE 0 22,000
S1 CORP COM 78463B101 1,100 92,172 SH SOLE 0 92,172
S3 INC COM 784849101 1,608 155,906 SH SOLE 0 155,906
SABA SOFTWARE INC COM 784932105 1,148 41,000 SH SOLE 0 41,000
SABRE HLDGS CORP CL A 785905100 11,629 401,873 SH SOLE 0 401,873
SAFECO CORP COM 786429100 8,612 316,041 SH SOLE 0 316,041
SAFEGUARD SCIENTIFICSCOM 786449108 5,377 269,688 SH SOLE 0 269,688
SAFEWAY INC COM NE786514208 84,805 1,816,442 SH SOLE 0 1,816,442
SAGENT TECHNOLOGY INCOC COM786693101 267 35,300 SH SOLE 0 35,300
SAKS INC COM 79377W108 3,084 312,286 SH SOLE 0 312,286
SANCHEZ COMPUTER ASSOCOM 799702105 1,183 76,300 SH SOLE 0 76,300
SANDISK CORP COM 80004C101 28,776 431,100 SH SOLE 0 431,100
SANGSTAT MED CORP COM 801003104 551 43,000 SH SOLE 0 43,000
SANMINA CORP COM 800907107 43,039 459,700 SH SOLE 0 459,700
SAPIENT CORP COM 803062108 13,640 335,240 SH SOLE 0 335,240
SARA LEE CORP COM 803111103 59,354 2,922,048 SH SOLE 0 2,922,048
SAWTEK INC COM 805468105 1,793 46,560 SH SOLE 0 46,560
SBA COMMUNCATIONS CORCOM 78388J106 952 22,700 SH SOLE 0 22,700
SBC COMMUNICATIONS INCOM 78387G103 507,547 10,150,938 SH SOLE 0 10,150,938
SCANA CORP NEW COM 80589M102 4,787 155,040 SH SOLE 0 155,040
SCHERING PLOUGH CORP COM 806605101 204,422 4,396,166 SH SOLE 0 4,396,166
SCHLUMBERGER LTD COM 806857108 131,090 1,592,593 SH SOLE 0 1,592,593
SCHOLASTIC CORP 807066105 2,174 27,320 SH SOLE 0 27,320
SCHULMAN A INC COM 808194104 1,135 103,221 SH SOLE 0 103,221
SCHWAB CHARLES CORP NEW CO808513105 138,489 3,901,091 SH SOLE 0 3,901,091
SCI SYS INC COM 783890106 19,355 472,080 SH SOLE 0 472,080
SCICLONE PHARMACEUTICALS IN80862K104 613 56,400 SH SOLE 0 56,400
SCIENT CORP COM 80864H109 3,767 179,900 SH SOLE 0 179,900
SCIENTIFIC ATLANTA INCOM 808655104 34,141 536,590 SH SOLE 0 536,590
SCIQUEST COM INC COM 80908Q107 380 55,000 SH SOLE 0 55,000
SCM MICROSYSTEMS INC COM 784018103 470 12,384 SH SOLE 0 12,384
SCOTT TECHNOLOGIES INCOM 810022301 1,386 78,247 SH SOLE 0 78,247
SCOTTS CO CL A 810186106 975 29,104 SH SOLE 0 29,104
SCPIE HLDGS INC COM 78402P104 242 12,000 SH SOLE 0 12,000
SCRIPPS E W CO OH CL A 811054204 5,556 102,885 SH SOLE 0 102,885
SDL INC COM 784076101 53,712 173,650 SH SOLE 0 173,650
SEABORD CORP DEL COM 811543107 582 3,582 SH SOLE 0 3,582
SEACHANGE INTL INC COM 811699107 511 15,300 SH SOLE 0 15,300
SEACOR SMIT INC COM 811904101 1,654 35,481 SH SOLE 0 35,481
SEAGATE TECHNOLOGY COM 811804103 42,443 615,119 SH SOLE 0 615,119
SEALED AIR CORP NEW COM 81211K100 10,049 222,068 SH SOLE 0 222,068
SEARS ROEBUCK + CO COM 812387108 33,614 1,036,814 SH SOLE 0 1,036,814
SECURE COMPUTING CORPCOM 813705100 1,003 38,500 SH SOLE 0 38,500
SEI INVESTMENTS CO COM 784117103 9,554 135,036 SH SOLE 0 135,036
SEITEL INC COM NE816074306 746 51,886 SH SOLE 0 51,886
SELECTICA INC DEL COM 816288104 3,740 93,800 SH SOLE 0 93,800
SELECTIVE INS GROUP ICOM 816300107 1,644 91,959 SH SOLE 0 91,959
SEMCO ENERGY INC COM 78412D109 819 53,260 SH SOLE 0 53,260
SEMPRA ENERGY COM 816851109 12,516 601,373 SH SOLE 0 601,373
SEMTECH CORP COM 816850101 15,197 352,392 SH SOLE 0 352,392
SENIOR HSG PPTSY TR SH BEN81721M109 398 42,789 SH SOLE 0 42,789
SENSORMATIC ELECTRS CCOM 817265101 3,285 219,000 SH SOLE 0 219,000
SEPRACOR INC COM 817315104 21,875 178,300 SH SOLE 0 178,300
SEQUA CORP CL A 817320104 709 16,692 SH SOLE 0 16,692
SEQUENOM INC COM 817337108 278 6,600 SH SOLE 0 6,600
SERENA SOFTWARE INC COM 817492101 1,101 23,900 SH SOLE 0 23,900
SERVICE CORP INTL COM 817565104 801 328,470 SH SOLE 0 328,470
SERVICE MASTER COMPANCOM 81760N109 18,007 1,823,500 SH SOLE 0 1,823,500
SHAW INDS INC COM 820286102 4,662 251,981 SH SOLE 0 251,981
SHERWIN WILLIAMS CO COM 824348106 9,672 452,482 SH SOLE 0 452,482
SHOPKO STORES INC COM 824911101 771 74,287 SH SOLE 0 74,287
SHURGARD STORAGE CTRSCL A 82567D104 1,922 85,200 SH SOLE 0 85,200
SICOR INC COM 825846108 979 95,500 SH SOLE 0 95,500
SIEBEL SYS INC COM 826170102 200,038 1,797,088 SH SOLE 0 1,797,088
SIERRA PAC RES NEW COM 826428104 3,593 199,611 SH SOLE 0 199,611
SIGMA ALDRICH COM 826552101 7,853 237,977 SH SOLE 0 237,977
SILICON GRAPHICS INC COM 827056102 1,900 460,602 SH SOLE 0 460,602
SILICON IMAGE INC COM 82705T102 6,754 272,200 SH SOLE 0 272,200
SILICON STORAGE TECHNCOM 827057100 3,640 133,900 SH SOLE 0 133,900
SILICON VY BANCSHARESCOM 827064106 6,608 113,476 SH SOLE 0 113,476
SILICON VY GROUP INC COM 827066101 1,775 67,461 SH SOLE 0 67,461
SILICONIX INC COM NE827079203 1,519 32,200 SH SOLE 0 32,200
SILVERSTREAM SOFTWARECOM 827907106 368 12,200 SH SOLE 0 12,200
SIMON PPTY GROUP INC COM 828806109 2,613 111,471 SH SOLE 0 111,471
SIMPSON MFG INC COM 829073105 1,086 24,300 SH SOLE 0 24,300
SINCLAIR BROADCAST GRCL A 829226109 5,290 483,702 SH SOLE 0 483,702
SIPEX CORP COM 829909100 1,500 35,652 SH SOLE 0 35,652
SIRIUS SATELLITE RADICOM 82966U103 7,633 144,351 SH SOLE 0 144,351
SITEL CORP COM 82980K107 939 319,600 SH SOLE 0 319,600
SIX FLAGS INC COM 83001P109 998 64,381 SH SOLE 0 64,381
SKY FINL GROUP INC COM 83080P103 2,439 137,407 SH SOLE 0 137,407
SL GREEN RLTY CORP COM 78440X101 1,990 70,900 SH SOLE 0 70,900
SLI INC COM 78442T108 233 31,925 SH SOLE 0 31,925
SMARTALK TELESERVICESCOM 83169A100 0 18,300 SH SOLE 0 18,300
SMARTSERV ONLINE INC COM NE83169M203 1,137 31,800 SH SOLE 0 31,800
SMITH A O CORP COM 831865209 642 51,077 SH SOLE 0 51,077
SMITH CHARLES E RESIDCOM 832197107 4,601 101,400 SH SOLE 0 101,400
SMITH INTL INC COM 832110100 8,658 106,147 SH SOLE 0 106,147
SMITHFIELD FOODS INC COM 832248108 2,973 113,240 SH SOLE 0 113,240
SMUCKER J M CO COM 832696306 5,099 209,745 SH SOLE 0 209,745
SMURFIT STONE CONTAINCOM 832727101 3,048 253,973 SH SOLE 0 253,973
SNAP ON INC COM 833034101 3,582 152,033 SH SOLE 0 152,033
SODEXHO MARRIOTT SVCSCOM 833793102 789 47,992 SH SOLE 0 47,992
SOFTNET SYS INC COM 833964109 326 54,700 SH SOLE 0 54,700
SOFTWARE COM INC OC COM83402P104 27,397 151,000 SH SOLE 0 151,000
SOLECTRON CORP COM 834182107 99,021 2,146,802 SH SOLE 0 2,146,802
SOLUTIA INC COM 834376105 2,132 187,394 SH SOLE 0 187,394
SONIC CORP 835451105 2,079 66,000 SH SOLE 0 66,000
SONIC FDRY INC COM 83545R108 300 33,800 SH SOLE 0 33,800
SONICWALL INC COM 835470105 673 23,600 SH SOLE 0 23,600
SONOCO PRODS CO COM 835495102 3,556 196,874 SH SOLE 0 196,874
SONUS NETWORKS INC COM 835916107 7,443 58,900 SH SOLE 0 58,900
SOTHEBYS HLDGS INC CL A 835898107 3,016 121,245 SH SOLE 0 121,245
SOUTH FINL GROUP INC COM 837841105 403 31,947 SH SOLE 0 31,947
SOUTH JERSEY INDS INCCOM 838518108 1,312 44,951 SH SOLE 0 44,951
SOUTHDOWN INC COM 841297104 24,518 344,111 SH SOLE 0 344,111
SOUTHERN CO COM 842587107 57,073 1,759,478 SH SOLE 0 1,759,478
SOUTHERN UN CO NEW COM 844030106 2,540 128,189 SH SOLE 0 128,189
SOUTHTRUST CORP COM 844730101 14,685 467,113 SH SOLE 0 467,113
SOUTHWEST AIRLS CO COM 844741108 33,427 1,378,449 SH SOLE 0 1,378,449
SOUTHWEST BANCORPORATCOM 84476R109 3,001 91,800 SH SOLE 0 91,800
SOUTHWEST GAS CORP COM 844895102 1,468 70,106 SH SOLE 0 70,106
SOUTHWESTERN ENERGY CCOM 845467109 1,010 115,469 SH SOLE 0 115,469
SOVEREIGN BANCORP INCCOM 845905108 4,837 522,903 SH SOLE 0 522,903
SOVRAN SELF STORAGE ICOM 84610H108 1,972 96,200 SH SOLE 0 96,200
SPANISH BROADCASTING CL A N846425882 2,236 190,300 SH SOLE 0 190,300
SPARTECH CORP COM NE847220209 730 46,900 SH SOLE 0 46,900
SPDR TRUST UNIT S78462F103 10,126 70,500 SH SOLE 0 70,500
SPECIALTY EQUIP COS ICOM 847497203 15,249 617,700 SH SOLE 0 617,700
SPECTRASITE HLDGS INCCOM 84760T100 6,376 343,500 SH SOLE 0 343,500
SPEEDFAM IPEC INC COM 847705100 456 39,877 SH SOLE 0 39,877
SPEEDWAY MOTORSPORTSICOM 847788106 252 12,100 SH SOLE 0 12,100
SPHERION CORP COM 848420105 1,718 143,924 SH SOLE 0 143,924
SPIEKER PPTYS INC COM 848497103 7,426 129,008 SH SOLE 0 129,008
SPORTSLINE USA INC COM 848934105 846 61,252 SH SOLE 0 61,252
SPRINGS INDS INC COM 851783100 1,250 44,361 SH SOLE 0 44,361
SPRINT CORP COM 852061100 76,669 2,615,560 SH SOLE 0 2,615,560
SPRINT CORP PCS CO852061506 94,507 2,695,386 SH SOLE 0 2,695,386
SPS TECHNOLOGIES INC COM 784626103 4,175 86,092 SH SOLE 0 86,092
SPX CORP COM 784635104 14,669 103,349 SH SOLE 0 103,349
ST JOE CO COM 790148100 3,779 136,191 SH SOLE 0 136,191
ST JUDE MED INC COM 790849103 22,507 441,308 SH SOLE 0 441,308
ST MARY LD + EXPL CO COM 792228108 567 24,600 SH SOLE 0 24,600
ST PAUL COS INC COM 792860108 29,156 591,252 SH SOLE 0 591,252
STANCORP FINL GROUP ICOM 852891100 821 19,200 SH SOLE 0 19,200
STANDARD PAC CORP NEWCOM 85375C101 1,886 104,769 SH SOLE 0 104,769
STANDARD REGISTER COM 853887107 1,186 74,117 SH SOLE 0 74,117
STANDEX INTL CORP COM 854231107 1,634 84,609 SH SOLE 0 84,609
STANFORD MICRODEVICESCOM ST854399102 433 8,100 SH SOLE 0 8,100
STANLEY WORKS COM 854616109 20,036 868,784 SH SOLE 0 868,784
STAPLES INC COM 855030102 25,032 1,764,367 SH SOLE 0 1,764,367
STARBASE CORP COM NE854910205 674 118,500 SH SOLE 0 118,500
STARBUCKS CORP COM 855244109 21,499 536,636 SH SOLE 0 536,636
STARMEDIA NETWORK INCCOM 855546107 470 62,600 SH SOLE 0 62,600
STARTEK INC COM 85569C107 180 6,200 SH SOLE 0 6,200
STARWOOD HOTELS + RESPAIRED85590A203 11,425 365,589 SH SOLE 0 365,589
STATE AUTO FINL CORP COM 855707105 642 48,900 SH SOLE 0 48,900
STATE STREET CORPORATCOM 857477103 61,955 476,576 SH SOLE 0 476,576
STATEN IS BANCORP INCCOM 857550107 1,176 58,795 SH SOLE 0 58,795
STATION CASINOS INC 857689103 1,445 101,409 SH SOLE 0 101,409
STEEL DYNAMICS INC COM 858119100 410 44,654 SH SOLE 0 44,654
STEIN MART INC COM 858375108 686 63,448 SH SOLE 0 63,448
STEPAN CHEM CO COM 858586100 349 17,400 SH SOLE 0 17,400
STERIS CORP COM 859152100 2,777 231,378 SH SOLE 0 231,378
STERLING BANCSHARES ICOM 858907108 856 56,100 SH SOLE 0 56,100
STEWART + STEVENSON SCOM 860342104 1,683 96,508 SH SOLE 0 96,508
STEWART ENTERPRISES ICL A 860370105 429 221,362 SH SOLE 0 221,362
STILLWATER MNG CO COM 86074Q102 1,921 70,950 SH SOLE 0 70,950
STILWELL FINANCIAL INCOM 860831106 40,780 937,466 SH SOLE 0 937,466
STONE ENERGY CORP 861642106 1,700 30,900 SH SOLE 0 30,900
STORAGE TECHNOLOGY COCOM PA862111200 3,669 270,538 SH SOLE 0 270,538
STORAGE USA INC COM 861907103 2,277 74,647 SH SOLE 0 74,647
STORAGENETWORKS INC OC COM86211E103 1,369 13,400 SH SOLE 0 13,400
STRIDE RITE CORP COM 863314100 625 123,489 SH SOLE 0 123,489
STRUCTURAL DYNAMICS RCOM 863555108 1,885 115,120 SH SOLE 0 115,120
STRYKER CORP COM 863667101 13,652 317,942 SH SOLE 0 317,942
STUDENT LN CORP COM 863902102 197 4,028 SH SOLE 0 4,028
STURM RUGER + CO INC COM 864159108 713 87,128 SH SOLE 0 87,128
SUIZA FOODS CORP COM 865077101 1,959 38,645 SH SOLE 0 38,645
SUMMIT BANCORP COM 866005101 15,675 454,353 SH SOLE 0 454,353
SUMMIT PPTYS INC COM 866239106 1,692 70,303 SH SOLE 0 70,303
SUN CMNTYS INC COM 866674104 1,588 50,199 SH SOLE 0 50,199
SUN MICROSYSTEMS INC COM 866810104 566,904 4,855,705 SH SOLE 0 4,855,705
SUNBEAM CORP DEL NEW COM 867071102 387 294,829 SH SOLE 0 294,829
SUNGARD DATA SYS INC COM 867363103 20,198 471,778 SH SOLE 0 471,778
SUNGLASS HUT INTL INCCOM 86736F106 842 128,960 SH SOLE 0 128,960
SUNOCO INC COM 86764P109 25,950 963,329 SH SOLE 0 963,329
SUNRISE ASSISTED LIVICOM 86768K106 419 19,318 SH SOLE 0 19,318
SUNRISE TECHNOLOGIES INTL 86769L103 511 71,100 SH SOLE 0 71,100
SUNTRUST BKS INC COM 867914103 40,692 816,898 SH SOLE 0 816,898
SUPERCONDUCTOR TECHNOLOGIES867931107 802 44,400 SH SOLE 0 44,400
SUPERGEN INC COM 868059106 540 28,125 SH SOLE 0 28,125
SUPERIOR INDS INTL INCOM 868168105 1,674 55,788 SH SOLE 0 55,788
SUPERVALU INC COM 868536103 5,708 378,933 SH SOLE 0 378,933
SUPPORT COM INC COM 868587106 1,975 64,500 SH SOLE 0 64,500
SUSQUEHANNA BANCSHARECOM 869099101 789 51,738 SH SOLE 0 51,738
SWIFT ENERGY CO COM 870738101 2,037 49,010 SH SOLE 0 49,010
SWIFT TRANSN INC 870756103 1,143 87,502 SH SOLE 0 87,502
SYBASE INC COM 871130100 4,913 213,627 SH SOLE 0 213,627
SYBRON INTL CORP WISCCOM 87114F106 11,005 458,544 SH SOLE 0 458,544
SYCAMORE NETWORKS INCCOM 871206108 21,330 197,500 SH SOLE 0 197,500
SYLVAN LEARNING SYS ICOM 871399101 4,724 318,900 SH SOLE 0 318,900
SYMANTEC CORP COM 871503108 7,043 160,060 SH SOLE 0 160,060
SYMBOL TECHNOLOGIES ICOM 871508107 10,373 288,639 SH SOLE 0 288,639
SYNAVANT INC COM 87157A105 20 3,026 SH SOLE 0 3,026
SYNOPSYS INC COM 871607107 5,897 155,691 SH SOLE 0 155,691
SYNOVUS FINL CORP COM 87161C105 15,816 746,468 SH SOLE 0 746,468
SYSCO CORP COM 871829107 48,652 1,050,510 SH SOLE 0 1,050,510
SYSTEMS + COMPUTER TECOM 871873105 1,870 106,466 SH SOLE 0 106,466
T HQ INC COM 872443403 1,691 72,750 SH SOLE 0 72,750
TALBOTS INC COM 874161102 2,124 32,058 SH SOLE 0 32,058
TALK COM INC COM 874264104 428 97,157 SH SOLE 0 97,157
TANGER FACTORY OUTLETCOM 875465106 330 15,000 SH SOLE 0 15,000
TARGET CORP COM 87612E106 65,721 2,564,722 SH SOLE 0 2,564,722
TARGETED GENETICS CORCOM 87612M108 796 67,000 SH SOLE 0 67,000
TAUBMAN CENTERS INC REIT 876664103 1,223 105,800 SH SOLE 0 105,800
TCF FINANCIAL CORP COM 872275102 6,778 180,137 SH SOLE 0 180,137
TECH DATA CORP COM 878237106 5,430 127,007 SH SOLE 0 127,007
TECHNE CORP COM 878377100 6,272 56,000 SH SOLE 0 56,000
TECHNICLONE INTL CORPCOM NE878517309 563 230,800 SH SOLE 0 230,800
TECHNITROL INC COM 878555101 4,373 43,300 SH SOLE 0 43,300
TECHNOLOGY SOLUTIONS COM 87872T108 274 109,725 SH SOLE 0 109,725
TECO ENERGY INC COM 872375100 5,810 202,087 SH SOLE 0 202,087
TEJON RANCH CO COM 879080109 798 31,543 SH SOLE 0 31,543
TEKELEC INC COM 879101103 4,055 123,352 SH SOLE 0 123,352
TEKTRONIX INC COM 879131100 10,428 135,758 SH SOLE 0 135,758
TELECORP PCS INC CL A 879299105 372 19,600 SH SOLE 0 19,600
TELEDYNE TECHNOLOGIESCOM 879360105 2,072 71,125 SH SOLE 0 71,125
TELEFLEX INC COM 879369106 2,154 62,656 SH SOLE 0 62,656
TELEPHONE + DATA SYS COM 879433100 14,801 133,703 SH SOLE 0 133,703
TELETECH HLDGS INC COM 879939106 967 39,084 SH SOLE 0 39,084
TELIGENT INC CL A 87959Y103 297 22,843 SH SOLE 0 22,843
TELLABS INC COM 879664100 79,462 1,664,129 SH SOLE 0 1,664,129
TEMPLE INLAND INC COM 879868107 5,740 151,548 SH SOLE 0 151,548
TENET HEALTHCARE CORPCOM 88033G100 51,587 1,418,191 SH SOLE 0 1,418,191
TENNANT CO COM 880345103 1,780 40,224 SH SOLE 0 40,224
TEPPCO PARTNERS L P 872384102 1,859 70,000 SH SOLE 0 70,000
TERADYNE INC COM 880770102 18,367 524,761 SH SOLE 0 524,761
TERAYON COMMUNICATIONCOM 880775101 2,905 85,600 SH SOLE 0 85,600
TEREX CORP NEW COM 880779103 270 20,700 SH SOLE 0 20,700
TERREMARK WORLDWIDE ICOM 881448104 636 249,500 SH SOLE 0 249,500
TESORO PETE CORP COM 881609101 879 88,425 SH SOLE 0 88,425
TETRA TECH INC NEW COM 88162G103 2,506 87,752 SH SOLE 0 87,752
TEXACO INC COM 881694103 81,130 1,545,329 SH SOLE 0 1,545,329
TEXAS BIOTECHNOLOGY CCOM 88221T104 1,069 65,600 SH SOLE 0 65,600
TEXAS INDS INC COM 882491103 1,466 45,996 SH SOLE 0 45,996
TEXAS INSTRS INC COM 882508104 245,489 5,202,414 SH SOLE 0 5,202,414
TEXAS REGL BANCSHARESCL A V882673106 524 18,450 SH SOLE 0 18,450
TEXTRON INC COM 883203101 21,051 456,385 SH SOLE 0 456,385
THE TRUST COMPANY OF COM 898304100 373 22,281 SH SOLE 0 22,281
THERAGENICS CORP COM 883375107 411 63,200 SH SOLE 0 63,200
THERMO CARDIOSYSTEMS COM NO88355K200 568 64,413 SH SOLE 0 64,413
THERMO ELECTRON CORP COM 883556102 11,434 439,757 SH SOLE 0 439,757
THERMO FIBERTEK INC COM 88355W105 318 75,987 SH SOLE 0 75,987
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THOR INDS INC COM 885160101 1,133 48,981 SH SOLE 0 48,981
THREE FIVE SYS INC 88554L108 711 24,300 SH SOLE 0 24,300
TIBCO SOFTWARE INC COM 88632Q103 47,530 562,900 SH SOLE 0 562,900
TIDEWATER INC COM 886423102 8,159 179,319 SH SOLE 0 179,319
TIFFANY + CO NEW COM 886547108 16,377 424,700 SH SOLE 0 424,700
TIMBERLAND CO CL A 887100105 2,368 57,760 SH SOLE 0 57,760
TIME WARNER INC COM 887315109 293,354 3,748,927 SH SOLE 0 3,748,927
TIME WARNER TELECOM ICL A 887319101 6,503 134,600 SH SOLE 0 134,600
TIMKEN CO COM 887389104 2,329 170,148 SH SOLE 0 170,148
TITAN CORP COM 888266103 1,485 90,000 SH SOLE 0 90,000
TITAN PHARMACEUTICALSCOM 888314101 6,377 98,100 SH SOLE 0 98,100
TIVO INC COM 888706108 3,149 162,506 SH SOLE 0 162,506
TJX COS INC NEW COM 872540109 50,998 2,266,560 SH SOLE 0 2,266,560
TMP WORLDWIDE INC COM 872941109 8,314 103,284 SH SOLE 0 103,284
TOLL BROS INC COM 889478103 4,356 126,729 SH SOLE 0 126,729
TOLLGRADE COMMUNICATICOM 889542106 2,818 20,300 SH SOLE 0 20,300
TOO INC COM 890333107 1,655 69,679 SH SOLE 0 69,679
TOOTSIE ROLL INDS INCCOM 890516107 2,341 59,644 SH SOLE 0 59,644
TORCHMARK INC COM 891027104 9,648 346,908 SH SOLE 0 346,908
TORO CO COM 891092108 1,177 37,373 SH SOLE 0 37,373
TOSCO CORP COM NE891490302 30,050 963,538 SH SOLE 0 963,538
TOTAL SYS SVCS INC COM 891906109 3,463 205,995 SH SOLE 0 205,995
TOWER AUTOMOTIVE INC COM 891707101 591 63,000 SH SOLE 0 63,000
TOWN + CNTRY TR SH BEN892081100 917 50,927 SH SOLE 0 50,927
TOYS R US INC COM 892335100 10,412 640,762 SH SOLE 0 640,762
TRAMMELL CROW CO COM 89288R106 1,360 90,652 SH SOLE 0 90,652
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TRAVELOCITY COM INC COM 893953109 1,986 139,987 SH SOLE 0 139,987
TREDEGAR INDS INC COM 894650100 1,607 92,839 SH SOLE 0 92,839
TRENDWEST RESORTS INCCOM 894917103 1,857 111,700 SH SOLE 0 111,700
TREX INC COM 89531P105 336 11,100 SH SOLE 0 11,100
TRIAD GTY INC COM 895925105 625 21,000 SH SOLE 0 21,000
TRIAD HOSPS INC COM 89579K109 2,884 98,163 SH SOLE 0 98,163
TRIANGLE PHARMACEUTICCOM 89589H104 357 42,309 SH SOLE 0 42,309
TRIARC COS INC CL A 895927101 1,751 71,088 SH SOLE 0 71,088
TRIBUNE CO NEW COM 896047107 38,196 875,545 SH SOLE 0 875,545
TRICON GLOBAL RESTAURCOM 895953107 11,932 389,622 SH SOLE 0 389,622
TRICORD SYSTEMS INC COM 896121100 642 43,000 SH SOLE 0 43,000
TRIGON HEALTHCARE INCCOM 89618L100 1,088 20,700 SH SOLE 0 20,700
TRIMBLE NAVIGATION LTCOM 896239100 1,038 46,386 SH SOLE 0 46,386
TRIMERIS INC COM 896263100 1,399 20,000 SH SOLE 0 20,000
TRINITY INDS INC COM 896522109 724 30,971 SH SOLE 0 30,971
TRIQUINT SEMICONDUCTOCOM 89674K103 5,422 148,800 SH SOLE 0 148,800
TRITEL INC CL A 89675X104 136 9,500 SH SOLE 0 9,500
TRITON PCS HLDGS INC CL A 89677M106 1,383 50,300 SH SOLE 0 50,300
TRIUMPH GROUP INC NEWCOM 896818101 568 15,825 SH SOLE 0 15,825
TRUE NORTH COMMUNICATCOM 897844106 2,263 63,290 SH SOLE 0 63,290
TRUSTCO BK CORP N Y COM 898349105 1,795 145,750 SH SOLE 0 145,750
TRUSTMARK CORP COM 898402102 2,366 121,316 SH SOLE 0 121,316
TRW INC COM 872649108 16,066 395,463 SH SOLE 0 395,463
TUMBLEWEED COMMUNICATCOM 899690101 872 17,100 SH SOLE 0 17,100
TUPPERWARE CORP COM 899896104 2,574 142,991 SH SOLE 0 142,991
TUT SYS INC COM 901103101 2,132 24,700 SH SOLE 0 24,700
TWINLAB CORP COM 901774109 174 39,720 SH SOLE 0 39,720
TXU CORP COM 873168108 36,236 914,474 SH SOLE 0 914,474
TYSON FOODS INC (DEL)CLS A 902494103 2,782 278,193 SH SOLE 0 278,193
U S INDS INC NEW COM 912080108 15,893 1,599,257 SH SOLE 0 1,599,257
UAL CORP COM PA902549500 2,225 52,979 SH SOLE 0 52,979
UCAR INTL INC COM 90262K109 894 70,469 SH SOLE 0 70,469
UDC HOMES INC COM 902646108 0 35,700 SH SOLE 0 35,700
UGI CORP NEW COM 902681105 18,458 761,161 SH SOLE 0 761,161
UICI COM 902737105 740 105,652 SH SOLE 0 105,652
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UNICOM CORP COM 904911104 31,539 561,325 SH SOLE 0 561,325
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UNION CARBIDE CORP COM 905581104 14,400 381,469 SH SOLE 0 381,469
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UNITED BANKSHARES INCCOM 909907107 1,183 60,280 SH SOLE 0 60,280
UNITED DOMINION RLTY COM 910197102 1,881 172,926 SH SOLE 0 172,926
UNITED FIRE CAS CO COM 910331107 1,328 77,000 SH SOLE 0 77,000
UNITED PARCEL SVC INCCL B 911312106 4,758 84,400 SH SOLE 0 84,400
UNITED RENTALS INC COM 911363109 834 34,550 SH SOLE 0 34,550
UNITED STATES CELLULACOM 911684108 5,145 73,494 SH SOLE 0 73,494
UNITED STATIONERS INCCOM 913004107 1,516 56,400 SH SOLE 0 56,400
UNITED TECHNOLOGIES CCOM 913017109 96,099 1,387,714 SH SOLE 0 1,387,714
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UNITED THERAPEUTICS CCOM 91307C102 4,124 47,200 SH SOLE 0 47,200
UNITEDGLOBALCOM CL A 913247508 5,252 175,064 SH SOLE 0 175,064
UNITEDHEALTH GROUP INCOM 91324P102 71,443 723,472 SH SOLE 0 723,472
UNITRIN INC COM 913275103 2,597 81,968 SH SOLE 0 81,968
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UNIVERSAL FST PRODS ICOM 913543104 517 45,298 SH SOLE 0 45,298
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UNOVA INC COM 91529B106 551 139,999 SH SOLE 0 139,999
UNUMPROVIDENT CORP COM 91529Y106 21,940 805,129 SH SOLE 0 805,129
URBAN SHOPPING CTRS ICOM 917060105 7,150 150,528 SH SOLE 0 150,528
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USG CORP COM NE903293405 5,990 238,998 SH SOLE 0 238,998
USINTERNETWORKING INCCOM 917311805 2,165 324,525 SH SOLE 0 324,525
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UTSTARCOM INC COM 918076100 2,722 130,000 SH SOLE 0 130,000
V F CORP COM 918204108 8,150 330,138 SH SOLE 0 330,138
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VALENCE TECHNOLOGY INCOM 918914102 643 37,300 SH SOLE 0 37,300
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VALERO ENERGY CORP COM 91913Y100 4,851 137,865 SH SOLE 0 137,865
VALLEY NATL BANCORP COM 919794107 2,677 97,997 SH SOLE 0 97,997
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VALUE LINE INC COM 920437100 1,071 30,520 SH SOLE 0 30,520
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VARCO INTL INC DEL COM 922122106 3,029 145,547 SH SOLE 0 145,547
VARIAN INC COM 922206107 4,813 111,766 SH SOLE 0 111,766
VARIAN MED SYS INC COM 92220P105 3,998 88,466 SH SOLE 0 88,466
VARIAN SEMICONDUCTOR COM 922207105 6,852 183,016 SH SOLE 0 183,016
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VENTAS INC COM 92276F100 946 189,273 SH SOLE 0 189,273
VENTIV HEALTH INC COM 922793104 2,379 188,399 SH SOLE 0 188,399
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VERTEL CORP COM 924907108 611 66,100 SH SOLE 0 66,100
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WD 40 CO COM 929236107 1,176 55,348 SH SOLE 0 55,348
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WEINGARTEN RLTY INVS SH BEN948741103 753 18,488 SH SOLE 0 18,488
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WESBANCO INC COM 950810101 1,024 47,744 SH SOLE 0 47,744
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WESTERN RES INC COM 959425109 15,742 727,962 SH SOLE 0 727,962
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WHOLE FOODS MKT INC COM 966837106 3,501 65,207 SH SOLE 0 65,207
WILEY JOHN + SON CLASS 968223206 2,413 105,188 SH SOLE 0 105,188
WILLAMETTE INDS INC COM 969133107 8,962 320,065 SH SOLE 0 320,065
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WINNEBAGO IND INC. COM 974637100 1,135 90,768 SH SOLE 0 90,768
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WRIGLEY WM JR CO COM 982526105 22,218 296,728 SH SOLE 0 296,728
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XCEL ENERGY INC COM 98389B100 24,432 888,452 SH SOLE 0 888,452
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XTRA CORP COM 984138107 1,308 29,427 SH SOLE 0 29,427
XYBERNAUT CORP COM 984149104 461 77,700 SH SOLE 0 77,700
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YELLOW CORP COM 985509108 1,127 74,523 SH SOLE 0 74,523
YORK INTL CORP NEW CO986670107 6,730 270,563 SH SOLE 0 270,563
YOUNG + RUBICAM INC COM 987425105 9,322 188,329 SH SOLE 0 188,329
YOUNG BROADCASTING INCL A 987434107 877 27,900 SH SOLE 0 27,900
ZALE CORP NEW COM 988858106 2,369 73,034 SH SOLE 0 73,034
ZEBRA TECHNOLOGIES COCL A 989207105 2,467 51,328 SH SOLE 0 51,328
ZENITH NATL INS CORP COM 989390109 1,607 73,443 SH SOLE 0 73,443
ZIONS BANCORP COM 989701107 8,682 169,763 SH SOLE 0 169,763
ZIXIT CORP COM 98974P100 1,220 40,000 SH SOLE 0 40,000
ZOMAX OPTICAL MEDIA ICOM 989929104 1,096 156,600 SH SOLE 0 156,600
ZORAN CORP COM 98975F101 629 12,900 SH SOLE 0 12,900
ZYGO CORP COM 989855101 1,618 18,600 SH SOLE 0 18,600
</TABLE>