UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 1999
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement
[ ] adds new holdings entries
Institutional Investment Manager Filing this report:
Name: California State Teachers' Retirement System
Address: 7667 Folsom Blvd.
Sacramento, CA 95826
13F File Number:
The institutional investment manager filing this report and the person by whom
it is signed hereby represents that the person signing this report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that all information contained herein is true,
correct and complete, and that it is understood that required items,
statements, schedules, lists, and tables, are considered integral parts of
this form.
Persons signing this Report on Behalf of Reporting Manager:
Name: John Petzold
Title: Investment Officer III
Phone: 916-229-3737
Signature, Place, and Date of Signing:
John Petzold Sacramento, California February 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: 2619
Form 13F Information Table Value Total: $46,856,671
(Thousands)
List of Other Included Managers: N/A
<PAGE>
<TABLE> <C> <C>
AS OF DECEMBER 31, 1999
Security Name Title Cusip Fair MktShares InvmntOtheInvestment
Class Value DiscreMgrsAuthority
(x1000) (SOLE)
1ST SOURCE CORP COM 336901103 247 9,876 SH SOLE 0 9,876
21ST CENTURY INS GROUCOM 90130N103 2,938 152,136 SH SOLE 0 152,136
24 / 7 MEDIA INC COM 901314104 2,807 49,900 SH SOLE 0 49,900
3COM CORP COM 885535104 50,400 1,072,351 SH SOLE 0 1,072,351
3DFX INTERACTIVE INC COM 88553X103 59 6,000 SH SOLE 0 6,000
7 ELEVEN INC COM 817826100 976 547,848 SH SOLE 0 547,848
99 CENTS ONLY STORES COM 65440K106 530 13,858 SH SOLE 0 13,858
AAMES FINL CORP COM 00253A101 55 73,650 SH SOLE 0 73,650
AAR CORP COM 000361105 1,802 100,479 SH SOLE 0 100,479
AARON RENTS INC CL B 002535201 708 39,900 SH SOLE 0 39,900
ABBOTT LABS COM NP002824100 161,225 4,439,930 SH SOLE 0 4,439,930
ABERCROMBIE AND FITCHCOM CL002896207 7,895 295,816 SH SOLE 0 295,816
ABGENIX INC COM 00339B107 1,232 9,300 SH SOLE 0 9,300
ABM INDS INC COM 000957100 1,285 63,068 SH SOLE 0 63,068
ABOUT COM INC COM 003736105 5,170 57,600 SH SOLE 0 57,600
ACCEPTANCE INSURANCE COM 004308102 215 37,414 SH SOLE 0 37,414
ACCLAIM ENTMT INC COM PA004325205 1,483 289,328 SH SOLE 0 289,328
ACCREDO HEALTH INC COM 00437V104 5,530 179,845 SH SOLE 0 179,845
ACETO CORP COM 004446100 1,595 145,000 SH SOLE 0 145,000
ACKERLEY COMMUNICATIOCOM 004527107 2,106 116,200 SH SOLE 0 116,200
ACNIELSON CORP COM 004833109 14,874 604,031 SH SOLE 0 604,031
ACT NETWORKS INC COM 000975102 441 47,400 SH SOLE 0 47,400
ACTEL CORP COM 004934105 1,368 56,991 SH SOLE 0 56,991
ACTION PERFORMANCE COCOM 004933107 380 33,000 SH SOLE 0 33,000
ACTUATE CORP COM 00508B102 2,890 67,400 SH SOLE 0 67,400
ACTV INC COM 00088E104 4,656 101,900 SH SOLE 0 101,900
ACUSON COM 005113105 1,744 138,789 SH SOLE 0 138,789
ACX TECHNOLOGIES INC COM 005123104 1,211 113,330 SH SOLE 0 113,330
ACXIOM CORP COM 005125109 3,743 155,972 SH SOLE 0 155,972
ADAPTEC INC COM 00651F108 15,708 314,942 SH SOLE 0 314,942
ADAPTIVE BROADBAND COCOM 00650M104 4,136 56,030 SH SOLE 0 56,030
ADC TELECOMMUNICATIONCOM 000886101 57,536 792,912 SH SOLE 0 792,912
ADELPHIA BUSINESS SOLCL A 006847107 3,182 66,300 SH SOLE 0 66,300
ADELPHIA COMMUNICATIOCL A 006848105 5,327 81,179 SH SOLE 0 81,179
ADFORCE INC COM 006867105 1,035 14,500 SH SOLE 0 14,500
ADOBE SYS INC COM 00724F101 26,612 395,724 SH SOLE 0 395,724
ADTRAN INC COM 00738A106 1,524 29,625 SH SOLE 0 29,625
ADVANCED COMMUNICATIOCOM 00751B106 530 38,900 SH SOLE 0 38,900
ADVANCED DIGITAL INFOCOM 007525108 4,114 84,600 SH SOLE 0 84,600
ADVANCED FIBRE COMMUNCOM 00754A105 11,619 260,007 SH SOLE 0 260,007
ADVANCED MATLS GROUP COM 00753U102 1 1,099 SH SOLE 0 1,099
ADVANCED MICRO DEVICECOM 007903107 24,616 850,669 SH SOLE 0 850,669
ADVANCED RADIO TELECOCOM 00754U101 5,141 214,200 SH SOLE 0 214,200
ADVANTA CORP CL A C007942105 1,190 65,203 SH SOLE 0 65,203
ADVANTICA RESTAURANT COM 00758B109 82 47,025 SH SOLE 0 47,025
ADVO INC COM 007585102 1,700 71,574 SH SOLE 0 71,574
AERIAL COMMUNICATIONSCOM 007655103 4,912 80,691 SH SOLE 0 80,691
AES CORP COM 00130H105 63,234 845,934 SH SOLE 0 845,934
AETNA INC COM 008117103 28,158 504,504 SH SOLE 0 504,504
AFFILIATED COMPUTER SCL A 008190100 3,073 66,800 SH SOLE 0 66,800
AFFILIATED MANAGERS GCOM 008252108 363 8,973 SH SOLE 0 8,973
AFFYMETRIX INC OC CAP00826T108 8,966 52,837 SH SOLE 0 52,837
AFLAC INC COM 001055102 54,323 1,151,223 SH SOLE 0 1,151,223
AFTERMARKET TECHNOLOGCOM 008318107 482 40,345 SH SOLE 0 40,345
AGCO CORP COM 001084102 2,542 189,168 SH SOLE 0 189,168
AGILE SOFTWARE CORP DCOM 00846X105 3,411 15,700 SH SOLE 0 15,700
AGL RES INC COM 001204106 2,185 128,502 SH SOLE 0 128,502
AGRIBIOTECH INC NEW COM 008494106 53 22,314 SH SOLE 0 22,314
AGRIBRANDS INTL INC COM 00849R105 1,372 29,823 SH SOLE 0 29,823
AIR EXPRESS INTL CORPCOM 009104100 2,643 81,797 SH SOLE 0 81,797
AIR PRODS + CHEMS INCCOM 009158106 23,199 691,212 SH SOLE 0 691,212
AIRBORNE FGHT CORP COM 009266107 4,350 197,736 SH SOLE 0 197,736
AIRGAS INC COM 009363102 1,821 191,718 SH SOLE 0 191,718
AIRTRAN HOLDINGS INC COM 00949P108 598 132,000 SH SOLE 0 132,000
AK STL HLDG CORP COM 001547108 33,682 1,784,456 SH SOLE 0 1,784,456
AKAMAI TECHNOLOGIES ICOM 00971T101 688 2,100 SH SOLE 0 2,100
ALABAMA NATL BANCORPOCOM 010317105 167 8,865 SH SOLE 0 8,865
ALARIS MED INC COM 011637105 103 55,099 SH SOLE 0 55,099
ALASKA AIR GROUP INC COM 011659109 2,169 61,743 SH SOLE 0 61,743
ALBANY INTL CORP NEW CL012348108 828 53,442 SH SOLE 0 53,442
ALBEMARLE CORP COM 012653101 5,068 264,116 SH SOLE 0 264,116
ALBERTO CULVER CO CL A 013068200 1,731 79,600 SH SOLE 0 79,600
ALBERTO CULVER CO CL B C013068101 3,575 138,500 SH SOLE 0 138,500
ALBERTSONS INC COM 013104104 43,844 1,359,489 SH SOLE 0 1,359,489
ALCOA INC COM 013817101 100,634 1,212,463 SH SOLE 0 1,212,463
ALEXANDER + BALDWIN ICOM 014482103 3,736 163,752 SH SOLE 0 163,752
ALEXANDERS INC COM 014752109 1,383 17,508 SH SOLE 0 17,508
ALEXANDRIA REAL ESTATCOM 015271109 1,041 32,736 SH SOLE 0 32,736
ALFA CORP COM 015385107 2,330 142,827 SH SOLE 0 142,827
ALGOS PHARMACEUTICAL COM 015869100 293 26,653 SH SOLE 0 26,653
ALKERMES INC COM 01642T108 6,936 141,200 SH SOLE 0 141,200
ALLEGHANY CORP DEL COM 017175100 28,601 154,181 SH SOLE 0 154,181
ALLEGHENY ENERGY INC COM 017361106 5,833 216,535 SH SOLE 0 216,535
ALLEGHENY TECHNOLOGIECOM 01741R102 18,437 821,705 SH SOLE 0 821,705
ALLEGIANCE TELECOM INCOM 01747T102 17,795 192,900 SH SOLE 0 192,900
ALLEN TELECOM INC COM 018091108 995 86,050 SH SOLE 0 86,050
ALLERGAN INC COM 018490102 27,741 557,600 SH SOLE 0 557,600
ALLIANT CORP COM 018802108 9,342 339,704 SH SOLE 0 339,704
ALLIANT TECHSYSTEMS ICOM 018804104 3,138 50,353 SH SOLE 0 50,353
ALLIED WASTE INDUSTRIES INC019589308 4,077 462,686 SH SOLE 0 462,686
ALLMERICA FINL CORP COM 019754100 10,994 197,650 SH SOLE 0 197,650
ALLSTATE CORP COM 020002101 58,617 2,436,015 SH SOLE 0 2,436,015
ALLTEL CORP COM 020039103 87,919 1,063,264 SH SOLE 0 1,063,264
ALPHARMA INC CL A 020813101 1,475 47,961 SH SOLE 0 47,961
ALPINE GROUP INC COM 020825105 309 24,000 SH SOLE 0 24,000
ALTERA CORP 021441100 44,233 892,479 SH SOLE 0 892,479
ALTERRA HEALTHCARE COCOM 02146C104 52 6,300 SH SOLE 0 6,300
ALZA CORP COM 022615108 9,414 271,888 SH SOLE 0 271,888
AMAZON COM INC COM 023135106 36,183 475,314 SH SOLE 0 475,314
AMB PPTY CORP COM 00163T109 4,191 210,211 SH SOLE 0 210,211
AMBAC FINL GROUP INC COM 023139108 12,071 231,293 SH SOLE 0 231,293
AMC ENTMT INC COM 001669100 153 17,700 SH SOLE 0 17,700
AMCOL INTL CORP COM 02341W103 978 60,655 SH SOLE 0 60,655
AMCORE FINL INC COM 023912108 1,645 68,529 SH SOLE 0 68,529
AMDOCS LIMITED SHS G02602103 20,627 597,885 SH SOLE 0 597,885
AMERADA HESS CORP COM NP023551104 16,058 282,968 SH SOLE 0 282,968
AMERCO COM 023586100 753 30,100 SH SOLE 0 30,100
AMEREN CORP COM 023608102 12,961 395,751 SH SOLE 0 395,751
AMERICA ONLINE INC DECOM 02364J104 521,878 6,878,124 SH SOLE 0 6,878,124
AMERICA WEST HLDG CORCL B 023657208 2,073 99,900 SH SOLE 0 99,900
AMERICAN ANNUITY GROUP INC 023840101 1,161 64,486 SH SOLE 0 64,486
AMERICAN AXLE + MFG HCOM 024061103 38 3,100 SH SOLE 0 3,100
AMERICAN BUSINESS PROCOM 024763104 785 67,156 SH SOLE 0 67,156
AMERICAN CLASSIC VOYACOM 024928103 514 14,692 SH SOLE 0 14,692
AMERICAN EAGLE OUTFITCOM 02553E106 997 22,148 SH SOLE 0 22,148
AMERICAN ELEC PWR INCCOM 025537101 16,837 524,104 SH SOLE 0 524,104
AMERICAN EXPRESS CO COM 025816109 227,544 1,368,687 SH SOLE 0 1,368,687
AMERICAN FINL GROUP ICOM 025932104 3,426 129,887 SH SOLE 0 129,887
AMERICAN FREIGHTWAYS COM 02629V108 434 26,794 SH SOLE 0 26,794
AMERICAN GEN CORP COM 026351106 68,386 901,295 SH SOLE 0 901,295
AMERICAN GREETINGS COCL A 026375105 4,649 196,764 SH SOLE 0 196,764
AMERICAN HOME PRODUCTCOM 026609107 155,384 3,958,831 SH SOLE 0 3,958,831
AMERICAN HOME SHIELD RTS 026632117 0 35,587 SH SOLE 0 35,587
AMERICAN HOMEPATIENT COM 026649103 12 21,550 SH SOLE 0 21,550
AMERICAN INTL GROUP ICOM 026874107 497,173 4,598,130 SH SOLE 0 4,598,130
AMERICAN ITALIAN PASTCL A 027070101 620 20,152 SH SOLE 0 20,152
AMERICAN MATL CAN GROCOM 027714104 9,598 738,300 SH SOLE 0 738,300
AMERICAN MGMT SYS INCCOM 027352103 5,792 184,594 SH SOLE 0 184,594
AMERICAN MOBILE SATELCOM 02755R103 632 30,010 SH SOLE 0 30,010
AMERICAN NATL INS CO COM 028591105 3,692 57,917 SH SOLE 0 57,917
AMERICAN PWR CONVERSICOM 029066107 18,164 688,688 SH SOLE 0 688,688
AMERICAN STD COS INC COM 029712106 11,330 246,969 SH SOLE 0 246,969
AMERICAN TOWER CORP CL A 029912201 7,232 236,616 SH SOLE 0 236,616
AMERICAN WTR WKS INC COM RT030411102 4,273 201,092 SH SOLE 0 201,092
AMERICREDIT CORP COM 03060R101 4,073 220,186 SH SOLE 0 220,186
AMERISOURCE HEALTH COCL A 03071P102 1,993 131,200 SH SOLE 0 131,200
AMERITRADE HLDG CORP CL A 03072H109 3,296 151,990 SH SOLE 0 151,990
AMERUS LIFE HLDGS INCCOM 030732101 687 29,863 SH SOLE 0 29,863
AMES DEPT STORES INC COM NE030789507 648 22,500 SH SOLE 0 22,500
AMETEK AEROSPACE PRODCOM 031100100 4,310 226,117 SH SOLE 0 226,117
AMF BOWLING INC COM 03113V109 62 19,949 SH SOLE 0 19,949
AMFM INC COM 001693100 40,411 516,438 SH SOLE 0 516,438
AMGEN INC COM 031162100 204,612 3,406,646 SH SOLE 0 3,406,646
AMKOR TECHNOLOGY INC COM 031652100 2,359 83,500 SH SOLE 0 83,500
AMLI RESIDENTIAL PPTYSH BEN001735109 796 39,453 SH SOLE 0 39,453
AMPHENOL CORP NEW CL A 032095101 1,065 16,000 SH SOLE 0 16,000
AMR CORP DEL COM 001765106 27,753 414,221 SH SOLE 0 414,221
AMRESCO INC COM 031909104 168 119,603 SH SOLE 0 119,603
AMSOUTH BANCORPORATIOCOM 032165102 29,619 1,533,678 SH SOLE 0 1,533,678
ANADARKO PETE CORP COM 032511107 14,606 428,002 SH SOLE 0 428,002
ANADIGICS INC COM 032515108 2,218 47,000 SH SOLE 0 47,000
ANALOG DEVICES INC COM 032654105 53,843 578,960 SH SOLE 0 578,960
ANALOGIC CORP COM PA032657207 1,652 50,057 SH SOLE 0 50,057
ANALYSTS INTL CORP COM 032681108 1,116 89,263 SH SOLE 0 89,263
ANCHOR BANCORP WIS INCOM 032839102 1,323 87,500 SH SOLE 0 87,500
ANCHOR GAMING COM 033037102 617 14,200 SH SOLE 0 14,200
ANCOR COMMUNICATIONS COM 03332K108 20 300 SH SOLE 0 300
ANDREW CORP COM 034425108 4,349 229,630 SH SOLE 0 229,630
ANDRX CORP COM 034551101 3,708 87,638 SH SOLE 0 87,638
ANESTA CORP COM 034603100 117 6,800 SH SOLE 0 6,800
ANHEUSER BUSCH COS INCOM 035229103 100,825 1,422,574 SH SOLE 0 1,422,574
ANIXTER INTL INC COM 035290105 6,138 297,596 SH SOLE 0 297,596
ANNTAYLOR STORES CORPCOM 036115103 3,071 89,163 SH SOLE 0 89,163
ANSWERTHINK CONSULTINCDT CO036916104 4,360 127,300 SH SOLE 0 127,300
ANTEC CORP COM 03664P105 3,546 97,164 SH SOLE 0 97,164
ANTHRACITE CAP INC COM 037023108 53 8,355 SH SOLE 0 8,355
AON CORP COM 037389103 36,025 900,613 SH SOLE 0 900,613
APAC TELESERVICES INCCOM 00185E106 157 11,150 SH SOLE 0 11,150
APACHE CORP COM 037411105 14,551 393,927 SH SOLE 0 393,927
APARTMENT INVT. + MGMCLASS 03748R101 7,291 183,143 SH SOLE 0 183,143
APOGEE ENTERPRISES INCOM 037598109 561 110,902 SH SOLE 0 110,902
APOLLO GROUP INC CL A 037604105 4,290 213,852 SH SOLE 0 213,852
APPLE COMPUTER COM NP037833100 54,819 533,197 SH SOLE 0 533,197
APPLEBEES INTL INC COM 037899101 2,649 89,812 SH SOLE 0 89,812
APPLIED GRAPHICS TECHCOM 037937109 726 84,128 SH SOLE 0 84,128
APPLIED INDL TECHNOLOCOM 03820C105 1,537 92,431 SH SOLE 0 92,431
APPLIED MATERIALS INCCOM 038222105 166,093 1,311,042 SH SOLE 0 1,311,042
APPLIED MICRO CIRCUITCDT CO03822W109 14,372 112,944 SH SOLE 0 112,944
APPLIED PWR INC COM CL038225108 5,574 151,676 SH SOLE 0 151,676
APPLIEDTHEORY CORP COM 03828R104 427 15,400 SH SOLE 0 15,400
APRIA HEALTHCARE GROUCOM 037933108 2,348 130,923 SH SOLE 0 130,923
APTARGROUP INC COM 038336103 5,183 206,296 SH SOLE 0 206,296
AQUARION CO COM 03838W101 1,560 42,174 SH SOLE 0 42,174
ARCADIA FINL LTD COM 039101100 368 82,900 SH SOLE 0 82,900
ARCH CHEMICALS INC COM 03937R102 1,452 69,348 SH SOLE 0 69,348
ARCH COAL INC COM 039380100 331 29,296 SH SOLE 0 29,296
ARCHER DANIELS MIDLANCOM 039483102 20,396 1,682,155 SH SOLE 0 1,682,155
ARCHSTONE CMNTYS TR SH BEN039581103 5,253 256,264 SH SOLE 0 256,264
ARCTIC CAT INC COM 039670104 569 56,933 SH SOLE 0 56,933
ARDEN RLTY INC COM 039793104 3,255 162,221 SH SOLE 0 162,221
AREA BANCSHARES CORP COM 039872106 862 35,200 SH SOLE 0 35,200
ARGONAUT GROUP INC COM 040157109 1,430 71,925 SH SOLE 0 71,925
ARIBA INC COM 04033V104 14,119 79,600 SH SOLE 0 79,600
ARMSTRONG WORLD INDS COM 042476101 4,009 120,114 SH SOLE 0 120,114
ARNOLD INDS INC COM 042595108 1,291 91,819 SH SOLE 0 91,819
ARROW ELECTRS INC COM 042735100 10,107 398,300 SH SOLE 0 398,300
ARROW INTERNATIONAL INC 042764100 1,006 34,703 SH SOLE 0 34,703
ARTESYN TECHNOLOGIES COM 043127109 5,555 264,545 SH SOLE 0 264,545
ARVIN INDS INC COM 043339100 2,560 90,216 SH SOLE 0 90,216
ASCENT ENTMT GROUP INCOM 043628106 1,599 126,015 SH SOLE 0 126,015
ASHLAND INC COM 044204105 6,997 212,427 SH SOLE 0 212,427
ASHTON TECHNOLOGY GROCOM 045084100 2,396 372,200 SH SOLE 0 372,200
ASPECT COMMUNICATIONSCOM 04523Q102 6,056 154,796 SH SOLE 0 154,796
ASPECT DEV INC COM 045234101 5,326 77,756 SH SOLE 0 77,756
ASPEN TECHNOLOGY INC COM 045327103 1,499 56,700 SH SOLE 0 56,700
ASSOCIATED BANC CORP COM 045487105 5,535 161,613 SH SOLE 0 161,613
ASSOCIATED ESTATES RLCOM 045604105 384 49,144 SH SOLE 0 49,144
ASSOCIATED GROUP INC CL A 045651106 7,289 79,878 SH SOLE 0 79,878
ASSOCIATES FIRST CAP CL A 046008108 59,666 2,174,603 SH SOLE 0 2,174,603
ASTORIA FINL CORP COM 046265104 4,319 141,882 SH SOLE 0 141,882
ASYST TECHNOLOGIES INCOM 04648X107 1,318 20,100 SH SOLE 0 20,100
AT + T CORP COM 001957109 502,422 9,887,769 SH SOLE 0 9,887,769
AT HOME CORP COM SE045919107 11,416 266,252 SH SOLE 0 266,252
AT+T CORP COM LI001957208 196,426 3,457,440 SH SOLE 0 3,457,440
ATLANTIC COAST AIRLINCOM 048396105 465 19,578 SH SOLE 0 19,578
ATLANTIC RICHFIELD COCOM 048825103 86,745 1,002,830 SH SOLE 0 1,002,830
ATLAS AIR INC COM 049164106 840 30,599 SH SOLE 0 30,599
ATMEL CORP COM 049513104 27,020 914,010 SH SOLE 0 914,010
ATMI INC COM 00207R101 331 10,000 SH SOLE 0 10,000
ATMOS ENERGY CORP COM 049560105 12,174 595,648 SH SOLE 0 595,648
ATWOOD OCEANICS INC COM 050095108 1,306 33,800 SH SOLE 0 33,800
AUSPEX SYS INC COM 052116100 721 70,300 SH SOLE 0 70,300
AUTOBYTEL INC COM 05275N106 384 25,300 SH SOLE 0 25,300
AUTODESK INCORPORATEDCOM ST052769106 5,550 164,450 SH SOLE 0 164,450
AUTOLIV COM 052800109 8,327 284,675 SH SOLE 0 284,675
AUTOMATIC DATA PROCESCOM 053015103 94,283 1,750,040 SH SOLE 0 1,750,040
AUTONATION INC DEL COM 05329W102 7,275 786,499 SH SOLE 0 786,499
AUTOZONE INC COM 053332102 16,383 507,010 SH SOLE 0 507,010
AVADO BRANDS INC COM 05336P108 361 85,493 SH SOLE 0 85,493
AVALONBAY CMNTYS INC COM 053484101 6,461 186,597 SH SOLE 0 186,597
AVANT CORP COM 053487104 981 65,400 SH SOLE 0 65,400
AVERY DENNISON CORP COM 053611109 39,437 541,157 SH SOLE 0 541,157
AVIALL INC NEW 05366B102 765 93,459 SH SOLE 0 93,459
AVIATION SALES CO COM 053672101 241 14,591 SH SOLE 0 14,591
AVID TECHNOLOGY INC COM 05367P100 923 70,690 SH SOLE 0 70,690
AVIRON COM 053762100 211 13,323 SH SOLE 0 13,323
AVIS RENT A CAR INC COM 053790101 942 36,841 SH SOLE 0 36,841
AVISTA CORP COM 05379B107 2,285 148,016 SH SOLE 0 148,016
AVNET INC COM 053807103 13,142 217,217 SH SOLE 0 217,217
AVON PRODS INC COM 054303102 29,249 886,347 SH SOLE 0 886,347
AVX CORP NEW COM 002444107 4,098 82,061 SH SOLE 0 82,061
AWARE INC MASS COM 05453N100 3,528 97,000 SH SOLE 0 97,000
AXA FINL INC COM 002451102 24,351 716,192 SH SOLE 0 716,192
AXENT TECHNOLOGIES INCOM 05459C108 2,479 118,042 SH SOLE 0 118,042
AXYS PHARMACEUTICAL ICOM 054635107 281 69,053 SH SOLE 0 69,053
AZTAR CORP COM 054802103 1,959 180,175 SH SOLE 0 180,175
BACOU USA INC COM 056439102 53 3,500 SH SOLE 0 3,500
BAKER HUGHES INC COM 057224107 24,923 1,183,268 SH SOLE 0 1,183,268
BALDOR ELEC CO COM 057741100 2,198 121,273 SH SOLE 0 121,273
BALDWIN + LYONS INC CL B 057755209 1,482 66,991 SH SOLE 0 66,991
BALL CORP COM 058498106 23,339 592,731 SH SOLE 0 592,731
BANCFIRST CORP COM 05945F103 360 10,600 SH SOLE 0 10,600
BANCORPSOUTH INC COM 059692103 1,248 76,488 SH SOLE 0 76,488
BANCWEST CORP NEW COM 059790105 3,624 185,842 SH SOLE 0 185,842
BANDAG INC COM 059815100 1,424 56,973 SH SOLE 0 56,973
BANK AMER CORP COM 060505104 269,388 5,367,637 SH SOLE 0 5,367,637
BANK GRANITE CORP COM 062401104 557 25,901 SH SOLE 0 25,901
BANK NEW YORK INC COM 064057102 86,867 2,171,674 SH SOLE 0 2,171,674
BANK ONE CORP COM 06423A103 126,350 3,948,427 SH SOLE 0 3,948,427
BANK UTD CORP CL A 065412108 1,425 52,286 SH SOLE 0 52,286
BANKNORTH GROUP INC DEL 06646L100 1,177 44,000 SH SOLE 0 44,000
BANTA CORP COM ST066821109 4,487 198,872 SH SOLE 0 198,872
BANYAN SYS INC COM 066908104 2,716 135,800 SH SOLE 0 135,800
BARD C R INC COM 067383109 7,676 144,830 SH SOLE 0 144,830
BARNES + NOBLE INC COM 067774109 2,478 120,138 SH SOLE 0 120,138
BARNES GROUP INC COM 067806109 1,074 65,868 SH SOLE 0 65,868
BARNESANDNOBLE COM INCL A 067846105 2,115 149,100 SH SOLE 0 149,100
BARR LABS INC COM 068306109 1,740 55,462 SH SOLE 0 55,462
BARRA INC COM 068313105 762 24,000 SH SOLE 0 24,000
BARRETT RES CORP COM 068480201 3,716 126,246 SH SOLE 0 126,246
BASSETT FURNITURE INDCOM 070203104 716 44,775 SH SOLE 0 44,775
BATTLE MTN GOLD CO COM 071593107 954 462,312 SH SOLE 0 462,312
BAUSCH + LOMB INC COM 071707103 10,205 149,116 SH SOLE 0 149,116
BAXTER INTL INC COM 071813109 63,865 1,016,760 SH SOLE 0 1,016,760
BAY VIEW CAP CORP DELCOM 07262L101 835 58,860 SH SOLE 0 58,860
BB+T CORP COM 054937107 24,993 912,987 SH SOLE 0 912,987
BE AEROSPACE INC COM 073302101 587 69,600 SH SOLE 0 69,600
BEA SYS INC COM 073325102 31,758 454,086 SH SOLE 0 454,086
BEAR STEARNS COS INC COM 073902108 17,506 409,506 SH SOLE 0 409,506
BECKMAN COULTER INC COM 075811109 3,839 75,464 SH SOLE 0 75,464
BECTON DICKINSON + COCOM 075887109 18,777 697,058 SH SOLE 0 697,058
BED BATH + BEYOND INCCOM 075896100 16,112 463,645 SH SOLE 0 463,645
BEDFORD PPTY INVS INCCOM PA076446301 1,106 64,800 SH SOLE 0 64,800
BELCO OIL + GAS CORP COM 077410108 108 19,600 SH SOLE 0 19,600
BELDEN INC COM 077459105 1,430 68,094 SH SOLE 0 68,094
BELL + HOWELL CO NEW COM 077852101 1,457 45,800 SH SOLE 0 45,800
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BELO A H CORP COM SE080555105 4,249 222,908 SH SOLE 0 222,908
BEMIS INC COM 081437105 5,549 159,123 SH SOLE 0 159,123
BENCHMARK ELECTRS INC 08160H101 278 12,100 SH SOLE 0 12,100
BENTON OIL + GAS CO 083288100 191 98,821 SH SOLE 0 98,821
BERGEN BRUNSWIG CORP CLASS 083739102 3,709 446,136 SH SOLE 0 446,136
BERINGER WINE ESTATESCL B 084102102 558 14,002 SH SOLE 0 14,002
BERKLEY W R CORP COM 084423102 2,035 97,475 SH SOLE 0 97,475
BERLITZ INTERNATIONALNEW 08520F100 155 9,038 SH SOLE 0 9,038
BERRY PETE CO CL A 085789105 852 56,342 SH SOLE 0 56,342
BEST BUY CO INC COM ST086516101 33,839 673,412 SH SOLE 0 673,412
BESTFOODS COM 08658U101 47,925 911,769 SH SOLE 0 911,769
BETHLEHEM STL CORP COM 087509105 2,825 337,368 SH SOLE 0 337,368
BEVERLY ENTERPRISES ICOM NE087851309 1,105 252,630 SH SOLE 0 252,630
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BHC COMMUNICATIONS INCL A 055448104 5,252 32,825 SH SOLE 0 32,825
BILLING CONCEPTS CORPCOM 090063108 522 80,364 SH SOLE 0 80,364
BINDLEY WESTN INDS INCOM 090324104 758 50,304 SH SOLE 0 50,304
BIO RAD LABORATORIES CLASS 090572207 837 35,788 SH SOLE 0 35,788
BIO TECHNOLOGY GEN COCOM 090578105 2,303 151,047 SH SOLE 0 151,047
BIOGEN INC COM 090597105 63,841 755,509 SH SOLE 0 755,509
BIOMATRIX INC 09060P102 516 26,780 SH SOLE 0 26,780
BIOMET INC COM 090613100 12,233 305,819 SH SOLE 0 305,819
BISYS GROUP INC COM 055472104 4,689 71,865 SH SOLE 0 71,865
BJ SVCS CO COM 055482103 17,448 417,280 SH SOLE 0 417,280
BJS WHSL CLUB INC COM 05548J106 9,039 247,634 SH SOLE 0 247,634
BLACK + DECKER CORPORCOM 091797100 14,217 272,101 SH SOLE 0 272,101
BLACK BOX CORP COM 091826107 4,961 74,041 SH SOLE 0 74,041
BLACK HILLS CORP COM 092113109 1,862 83,936 SH SOLE 0 83,936
BLANCH E W HLDGS INC 093210102 2,342 38,239 SH SOLE 0 38,239
BLOCK DRUG INC CL A 093644102 1,605 51,779 SH SOLE 0 51,779
BLOCK H + R INC COM 093671105 19,710 450,511 SH SOLE 0 450,511
BLOUT INTL INC NEW COM 095180105 50 3,110 SH SOLE 0 3,110
BLYTH INDS INC COM 09643P108 1,637 66,650 SH SOLE 0 66,650
BMC INDS INC MINN COM 055607105 498 102,072 SH SOLE 0 102,072
BMC SOFTWARE INC COM 055921100 93,029 1,163,772 SH SOLE 0 1,163,772
BOB EVANS FARMS INC COM 096761101 13,505 874,825 SH SOLE 0 874,825
BOCA RESORTS INC CL A 09688T106 496 50,849 SH SOLE 0 50,849
BOEING CO COM 097023105 115,250 2,781,301 SH SOLE 0 2,781,301
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BOISE CASCADE OFFICE COM 097403109 576 38,396 SH SOLE 0 38,396
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BORDERS GROUP INC COM 099709107 4,399 270,714 SH SOLE 0 270,714
BORG WARNER AUTOMOTIVCOM 099724106 1,487 36,712 SH SOLE 0 36,712
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BOSTON SCIENTIFIC CORCOM 101137107 26,016 1,189,305 SH SOLE 0 1,189,305
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BOWNE + CO INC COM 103043105 2,087 154,600 SH SOLE 0 154,600
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BOYDS COLLECTION LTD COM 103354106 54 7,800 SH SOLE 0 7,800
BOYKIN LODGING CO COM 103430104 535 48,900 SH SOLE 0 48,900
BR FREE INC COM 073308108 625 8,700 SH SOLE 0 8,700
BRADLEY REAL ESTATE ICOM 104580105 1,259 72,175 SH SOLE 0 72,175
BRADY CORP CL A 104674106 18,397 542,080 SH SOLE 0 542,080
BRANDYWINE RLTY TR SH BEN105368203 1,615 98,600 SH SOLE 0 98,600
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BREED TECHNOLOGIES INC 106702103 9 66,745 SH SOLE 0 66,745
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BRIGGS + STRATTON CORCOM 109043109 5,408 100,856 SH SOLE 0 100,856
BRIGHTPOINT INC COM 109473108 2,864 218,200 SH SOLE 0 218,200
BRINKER INTL INC COM 109641100 6,573 272,446 SH SOLE 0 272,446
BRIO TECHNOLOGY INC COM 109704106 1,037 24,700 SH SOLE 0 24,700
BRISTOL MYERS SQUIBB COM 110122108 396,107 6,171,091 SH SOLE 0 6,171,091
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BROCADE COMMUNICATIONCOM 111621108 5,133 29,000 SH SOLE 0 29,000
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BROWN + BROWN INC COM 115236101 1,010 26,362 SH SOLE 0 26,362
BROWN FORMAN CORP CLASS 115637209 10,295 179,817 SH SOLE 0 179,817
BROWN SHOE INC NEW COM 115736100 900 63,691 SH SOLE 0 63,691
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BRUNSWICK CORP COM 117043109 6,574 295,472 SH SOLE 0 295,472
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BT FINL CORP COM 055763106 492 22,348 SH SOLE 0 22,348
BUCKEYE TECHNOLOGIES COM 118255108 1,690 113,600 SH SOLE 0 113,600
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BUDGET GROUP INC CL A 119003101 339 37,400 SH SOLE 0 37,400
BUFFETS INC COM ST119882108 1,625 162,524 SH SOLE 0 162,524
BUILDING ONE SVCS CORCOM 120114103 163 17,291 SH SOLE 0 17,291
BURLINGTON COAT FACTOCOM 121579106 2,633 189,778 SH SOLE 0 189,778
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BURLINGTON NORTHN SANCOM 12189T104 46,686 1,925,215 SH SOLE 0 1,925,215
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BURNHAM PAC PPTYS INC 12232C108 869 92,663 SH SOLE 0 92,663
BURNS INTL SVCS CORP COM 122374101 489 45,239 SH SOLE 0 45,239
BURR BROWN COM 122574106 7,654 211,880 SH SOLE 0 211,880
BUSH INDS INC CL A 123164105 556 32,350 SH SOLE 0 32,350
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C CUBE MICROSYSTEMS ICOM 125015107 10,407 167,173 SH SOLE 0 167,173
C D I CORP COM 125071100 1,436 59,510 SH SOLE 0 59,510
C H ROBINSON WORLDWIDCOM 12541W100 1,986 49,966 SH SOLE 0 49,966
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CABLE DESIGN TECHNOLOCOM 126924109 1,817 78,992 SH SOLE 0 78,992
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CACHEFLOW INC COM 126946102 288 2,200 SH SOLE 0 2,200
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CAPITAL ONE FINL CORPCOM 14040H105 42,942 891,135 SH SOLE 0 891,135
CAPITOL FED FINL COM 14057C106 1,790 183,600 SH SOLE 0 183,600
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CARAUSTAR INDS INC COM 140909102 1,903 79,293 SH SOLE 0 79,293
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CAROLINA PWR + LT CO COM 144141108 24,852 816,499 SH SOLE 0 816,499
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CASTLE + COOKE INC NECOM 148433105 1,397 110,115 SH SOLE 0 110,115
CASTLE A M CO COM 148411101 608 51,708 SH SOLE 0 51,708
CATALINA MARKETING COCOM 148867104 6,004 51,874 SH SOLE 0 51,874
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CATELLUS DEV CORP 149111106 2,717 212,054 SH SOLE 0 212,054
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CATO CORP NEW CL A 149205106 256 20,283 SH SOLE 0 20,283
CB RICHARD ELLIS SVCSCOM 12489L108 328 26,538 SH SOLE 0 26,538
CBL + ASSOC PPTYS INCCOM 124830100 1,408 68,273 SH SOLE 0 68,273
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FIRST DATA CORP COM 319963104 69,910 1,417,691 SH SOLE 0 1,417,691
FIRST ESSEX BANCORP ICOM 320103104 1,376 95,700 SH SOLE 0 95,700
FIRST FINL BANCORP COM 320209109 1,581 73,962 SH SOLE 0 73,962
FIRST FINL BANKSHARESCOM 32020R109 378 12,306 SH SOLE 0 12,306
FIRST FINL CORP IND COM 320218100 425 10,232 SH SOLE 0 10,232
FIRST HEALTH GROUP COCOM 320960107 7,986 297,172 SH SOLE 0 297,172
FIRST IND CORP 32054R108 797 36,657 SH SOLE 0 36,657
FIRST INDL RLTY TR INCOM 32054K103 3,088 112,564 SH SOLE 0 112,564
FIRST MERCHANTS CORP COM 320817109 263 10,032 SH SOLE 0 10,032
FIRST MIDWEST BANCORPCOM 320867104 3,157 119,127 SH SOLE 0 119,127
FIRST REP BK SAN FRANCOM 336158100 345 14,700 SH SOLE 0 14,700
FIRST SEC CORP DEL COM 336294103 12,316 482,374 SH SOLE 0 482,374
FIRST SIERRA FINL INCCOM 335944104 877 51,200 SH SOLE 0 51,200
FIRST TENN NATL CORP COM 337162101 9,827 344,798 SH SOLE 0 344,798
FIRST UN CORP COM 337358105 100,169 3,041,198 SH SOLE 0 3,041,198
FIRST UTD BANCSHARES COM 33741E104 119 8,904 SH SOLE 0 8,904
FIRST VA BKS INC COM 337477103 6,981 162,352 SH SOLE 0 162,352
FIRST WASH BANCORP INCOM 33748T104 579 39,270 SH SOLE 0 39,270
FIRST WASH RLTY TR INCOM 337489504 36 1,900 SH SOLE 0 1,900
FIRSTAR CORP WIS COM 33763V109 66,980 3,170,666 SH SOLE 0 3,170,666
FIRSTENERGY CORP COM 337932107 16,861 743,178 SH SOLE 0 743,178
FIRSTFED FINL CORP DECOM 337907109 1,750 124,432 SH SOLE 0 124,432
FIRSTMERIT CORP COM 337915102 4,024 174,969 SH SOLE 0 174,969
FIRSTPLUS FINL GROUP COM 33763B103 8 110,562 SH SOLE 0 110,562
FISERV INC 337738108 29,784 777,409 SH SOLE 0 777,409
FISHER SCIENTIFIC INTCOM ME338032204 679 18,800 SH SOLE 0 18,800
FLAGSTAR BANCORP INC COM 337930101 292 16,900 SH SOLE 0 16,900
FLEETBOSTON FINL CORPCOM 339030108 112,820 3,240,797 SH SOLE 0 3,240,797
FLEETWOOD ENTERPRISESCOM 339099103 2,176 105,511 SH SOLE 0 105,511
FLEMING COS INC COM 339130106 1,157 112,900 SH SOLE 0 112,900
FLORIDA EAST COAST INCOM 340632108 5,460 130,776 SH SOLE 0 130,776
FLORIDA PROGRESS CORPCOM 341109106 11,834 279,680 SH SOLE 0 279,680
FLORIDA ROCK INDS INCCOM 341140101 2,338 67,896 SH SOLE 0 67,896
FLOWERS INDS INC COM 343496105 5,041 316,305 SH SOLE 0 316,305
FLOWSERVE CORP COM 34354P105 1,690 99,388 SH SOLE 0 99,388
FLUOR CORP COM 343861100 9,901 215,821 SH SOLE 0 215,821
FLYCAST COMMUNICATIONCOM 344067103 1,182 9,100 SH SOLE 0 9,100
FMC CORP COM NE302491303 6,349 110,771 SH SOLE 0 110,771
FONAR CORP COM 344437108 6 3,351 SH SOLE 0 3,351
FONAR CORP PFD NO344437306 74 26,920 SH SOLE 0 26,920
FOOTSTAR INC COM 344912100 22,315 731,648 SH SOLE 0 731,648
FORCENERGY INC COM 345206106 15 30,100 SH SOLE 0 30,100
FORD MTR CO DEL COM 345370100 201,915 3,787,395 SH SOLE 0 3,787,395
FOREMOST CORP AMER COM 345469100 4,010 141,331 SH SOLE 0 141,331
FOREST CITY ENTERPRISCOM 345550107 1,385 49,464 SH SOLE 0 49,464
FOREST LABS INC COM 345838106 23,755 386,646 SH SOLE 0 386,646
FOREST OIL CORP COM NE346091606 951 72,100 SH SOLE 0 72,100
FORT JAMES CORP COM 347471104 40,263 1,470,781 SH SOLE 0 1,470,781
FORTUNE BRANDS INC COM 349631101 16,430 496,937 SH SOLE 0 496,937
FOSSIL INC COM 349882100 1,544 66,780 SH SOLE 0 66,780
FOSTER WHEELER CORP COM 350244109 1,104 124,441 SH SOLE 0 124,441
FOUNDATION HEALTH SYSCOM 350404109 3,448 347,010 SH SOLE 0 347,010
FOUNDRY NETWORKS INC COM 35063R100 1,418 4,700 SH SOLE 0 4,700
FPL GROUP INC COM 302571104 26,177 611,433 SH SOLE 0 611,433
FRANCHISE FIN CORP AMCOM 351807102 3,799 158,694 SH SOLE 0 158,694
FRANKLIN COVEY CO COM 353469109 150 20,703 SH SOLE 0 20,703
FRANKLIN ELEC INC COM 353514102 1,161 16,542 SH SOLE 0 16,542
FRANKLIN RES INC COM 354613101 22,087 688,874 SH SOLE 0 688,874
FREEPORT MCMORAN COPPCL B 35671D857 11,982 567,193 SH SOLE 0 567,193
FREMONT GEN CORP COM 357288109 1,390 188,534 SH SOLE 0 188,534
FRIEDE GOLDMAN HALTERCOM 358430106 425 61,260 SH SOLE 0 61,260
FRIEDMAN BILLINGS RAMSEY358433100 412 52,347 SH SOLE 0 52,347
FRITZ COMP INC COM 358846103 561 53,418 SH SOLE 0 53,418
FRONTIER INS GROUP INCOM 359081106 291 84,763 SH SOLE 0 84,763
FSI INTL INC 302633102 648 56,360 SH SOLE 0 56,360
FULLER H B CO COM 359694106 2,777 49,653 SH SOLE 0 49,653
FULTON FINL CORP PA COM 360271100 2,192 121,776 SH SOLE 0 121,776
FURNITURE BRANDS INTLCOM 360921100 3,517 159,853 SH SOLE 0 159,853
G + K SERVICES CL A 361268105 2,487 76,808 SH SOLE 0 76,808
GABLES RESIDENTIAL TRSH BEN362418105 3,528 147,000 SH SOLE 0 147,000
GADZOOX NETWORKS INC COM 362555104 553 12,700 SH SOLE 0 12,700
GALILEO INTL INC COM 363547100 3,626 121,123 SH SOLE 0 121,123
GALLAGHER ARTHUR J + COM 363576109 7,403 114,330 SH SOLE 0 114,330
GANNETT INC COM 364730101 73,913 906,211 SH SOLE 0 906,211
GAP INC COM 364760108 126,436 2,748,616 SH SOLE 0 2,748,616
GARDNER DENVER INC COM 365558105 575 34,455 SH SOLE 0 34,455
GARTNER GROUP INC NEWCL A 366651107 3,059 200,622 SH SOLE 0 200,622
GARTNER GROUP INC NEWCL B 366651206 1,627 117,816 SH SOLE 0 117,816
GATEWAY INC COM 367626108 71,172 987,640 SH SOLE 0 987,640
GATX COM 361448103 16,020 474,664 SH SOLE 0 474,664
GAYLORD CONTAINER CORCL A 368145108 1,110 162,899 SH SOLE 0 162,899
GAYLORD ENTMT CO NEW COM 367905106 1,585 52,943 SH SOLE 0 52,943
GC COS INC COM 36155Q109 978 37,786 SH SOLE 0 37,786
GELTEX PHARMACEUTICALCOM 368538104 573 44,694 SH SOLE 0 44,694
GENCORP INC COM 368682100 1,190 120,552 SH SOLE 0 120,552
GENENTECH INC COM 368710406 7,572 56,300 SH SOLE 0 56,300
GENERAL BINDING CORP COM 369154109 5,543 471,712 SH SOLE 0 471,712
GENERAL COMMUNICATION INC 369385109 171 39,000 SH SOLE 0 39,000
GENERAL DYNAMICS CORPCOM 369550108 34,717 658,147 SH SOLE 0 658,147
GENERAL ELEC CO COM 369604103 1,581,75 10,221,375 SH SOLE 0 10,221,375
GENERAL GROWTH PPTYS COM 370021107 3,901 139,337 SH SOLE 0 139,337
GENERAL INSTR CORP DECOM 370120107 40,795 479,945 SH SOLE 0 479,945
GENERAL MLS INC COM 370334104 33,550 938,464 SH SOLE 0 938,464
GENERAL MTRS CORP CL H N370442832 22,407 233,408 SH SOLE 0 233,408
GENERAL MTRS CORP COM 370442105 147,996 2,036,052 SH SOLE 0 2,036,052
GENERAL SEMICONDUCTORCOM 370787103 1,204 84,869 SH SOLE 0 84,869
GENERALE CABLE CORP DCOM 369300108 377 49,800 SH SOLE 0 49,800
GENESCO INC COM 371532102 1,143 87,900 SH SOLE 0 87,900
GENESYS TELECOMMUNICACOM 371931106 9 159 SH SOLE 0 159
GENLYTE GROUP INC COM 372302109 304 14,199 SH SOLE 0 14,199
GENRAD INC COM 372447102 1,294 80,256 SH SOLE 0 80,256
GENTEK INC COM 37245X104 253 24,194 SH SOLE 0 24,194
GENTEX CORP COM 371901109 11,985 431,884 SH SOLE 0 431,884
GENUINE PARTS CO COM 372460105 12,203 491,792 SH SOLE 0 491,792
GENZYME CORP COM 372917104 8,983 199,616 SH SOLE 0 199,616
GENZYME CORP COM MO372917500 80 11,368 SH SOLE 0 11,368
GENZYME CORP COM SU372917609 0 1 SH SOLE 0 1
GEON CO COM 37246W105 1,917 58,974 SH SOLE 0 58,974
GEORGIA GULF CORP COM 373200203 5,392 177,144 SH SOLE 0 177,144
GEORGIA PAC CORP COM 373298108 39,930 786,795 SH SOLE 0 786,795
GEORGIA PAC CORP COM TI373298702 6,213 252,300 SH SOLE 0 252,300
GERBER SCIENTIFIC INCCOM 373730100 2,173 99,034 SH SOLE 0 99,034
GETTHERE COM INC COM 374266104 32 800 SH SOLE 0 800
GETTY RLTY CORP NEW COM 374297109 555 49,590 SH SOLE 0 49,590
GIBRALTOR STEEL CORP COM 37476F103 255 10,900 SH SOLE 0 10,900
GILEAD SCIENCES INC COM 375558103 11,470 211,921 SH SOLE 0 211,921
GILLETTE CO COM 375766102 124,726 3,028,245 SH SOLE 0 3,028,245
GLATFELTER P H CO COM 377316104 1,637 112,422 SH SOLE 0 112,422
GLENAYRE TECHNOLOGIESCOM 377899109 2,190 193,610 SH SOLE 0 193,610
GLENBOROUGH RLTY TR ICOM 37803P105 1,245 93,100 SH SOLE 0 93,100
GLIMCHER RLTY TR COM 379302102 890 69,098 SH SOLE 0 69,098
GLOBAL INDUSTRIES INC 379336100 750 86,900 SH SOLE 0 86,900
GLOBAL MARINE INC COM NE379352404 11,764 707,616 SH SOLE 0 707,616
GLOBAL TELESYSTEMS GRCDT CO37936U104 18,119 521,424 SH SOLE 0 521,424
GLOBIX CORP COM 37957F101 9,732 162,200 SH SOLE 0 162,200
GO2NET COM 383486107 5,568 64,000 SH SOLE 0 64,000
GOLDEN ST BANCORP INCCOM 381197102 2,447 141,844 SH SOLE 0 141,844
GOLDEN WEST FINL CORPCOM 381317106 16,536 493,612 SH SOLE 0 493,612
GOLDMAN SACHS GROUP ICOM 38141G104 15,748 167,200 SH SOLE 0 167,200
GOLF TR AMER INC COM 38168B103 366 21,600 SH SOLE 0 21,600
GOODRICH B F CO COM 382388106 8,919 324,310 SH SOLE 0 324,310
GOODYEAR TIRE AND RUBCOM 382550101 11,530 410,877 SH SOLE 0 410,877
GOODYS FAMILY CLOTHINCOM 382588101 149 27,784 SH SOLE 0 27,784
GORMAN RUPP CO COM 383082104 1,365 78,000 SH SOLE 0 78,000
GOTO COM INC COM 38348T107 6,521 111,000 SH SOLE 0 111,000
GPU INC COM 36225X100 9,935 333,935 SH SOLE 0 333,935
GRACE W R + CO DEL NECOM 38388F108 22,086 1,563,629 SH SOLE 0 1,563,629
GRACO INC COM 384109104 11,033 307,532 SH SOLE 0 307,532
GRAINGER W W INC COM 384802104 14,334 299,792 SH SOLE 0 299,792
GRAND PREMIER FINL INCOM 386174106 551 37,180 SH SOLE 0 37,180
GRANITE CONSTR INC 387328107 773 41,908 SH SOLE 0 41,908
GREAT ATLANTIC + PAC COM 390064103 2,613 93,746 SH SOLE 0 93,746
GREAT LAKES CHEMICAL COM 390568103 7,114 186,295 SH SOLE 0 186,295
GREAT LAKES REIT INC COM 390752103 673 46,800 SH SOLE 0 46,800
GREAT PLAINS SOFTWARECOM 39119E105 3,262 43,643 SH SOLE 0 43,643
GREENPOINT FINL CORP COM 395384100 15,080 633,298 SH SOLE 0 633,298
GREIF BROS CORP CL A 397624107 1,338 44,962 SH SOLE 0 44,962
GREY ADVERTISING INC COM 397838103 11,200 28,000 SH SOLE 0 28,000
GREY WOLF INC COM 397888108 194 67,400 SH SOLE 0 67,400
GRIFFON CORP COM 398433102 996 127,457 SH SOLE 0 127,457
GT INTERACTIVE SOFTWACOM 36236E109 130 78,600 SH SOLE 0 78,600
GTE CORP COM 362320103 214,327 3,037,403 SH SOLE 0 3,037,403
GTECH HLDGS CORP COM 400518106 3,033 137,845 SH SOLE 0 137,845
GUESS INC COM 401617105 490 22,527 SH SOLE 0 22,527
GUIDANT CORP COM 401698105 55,008 1,170,380 SH SOLE 0 1,170,380
GUILFORD MLS INC COM 401794102 672 92,638 SH SOLE 0 92,638
GUILFORD PHARMACEUTICCOM 401829106 642 37,742 SH SOLE 0 37,742
GUITAR CTR INC COM 402040109 114 11,300 SH SOLE 0 11,300
GYMBOREE CORP COM 403777105 400 71,158 SH SOLE 0 71,158
H S RES INC COM 404297103 414 24,000 SH SOLE 0 24,000
HA LO INDS INC COM 404429102 447 59,550 SH SOLE 0 59,550
HADCO CORP COM 404681108 1,994 39,090 SH SOLE 0 39,090
HAEMONETICS CORP MASSCOM 405024100 670 28,127 SH SOLE 0 28,127
HALLIBURTON CO COM 406216101 55,256 1,372,812 SH SOLE 0 1,372,812
HAMILTON BANCORP INC COM 407013101 442 24,900 SH SOLE 0 24,900
HANCOCK HLDG CO COM 410120109 648 16,728 SH SOLE 0 16,728
HANDLEMAN CO DEL COM 410252100 1,413 105,649 SH SOLE 0 105,649
HANGER ORTHOPEDIC GROCOM NE41043F208 168 16,849 SH SOLE 0 16,849
HANNA M.A. CO COM ST410522106 1,715 156,757 SH SOLE 0 156,757
HANNAFORD BROS CO COM 410550107 7,669 110,643 SH SOLE 0 110,643
HANOVER COMPRESSOR COCOM 410768105 1,429 37,860 SH SOLE 0 37,860
HANOVER DIRECT INC COM 410783104 145 40,000 SH SOLE 0 40,000
HARBINGER CORP COM 41145C103 2,345 73,725 SH SOLE 0 73,725
HARBOR FL BANCSHARES COM 411901101 287 22,222 SH SOLE 0 22,222
HARCOURT GEN INC COM 41163G101 7,271 180,657 SH SOLE 0 180,657
HARKEN ENERGY CORP COM 412552101 234 287,853 SH SOLE 0 287,853
HARLAND JOHN H CO COM 412693103 1,473 80,431 SH SOLE 0 80,431
HARLEY DAVIDSON INC COM 412822108 45,358 708,031 SH SOLE 0 708,031
HARLEYSVILLE GROUP INCOM 412824104 1,236 86,721 SH SOLE 0 86,721
HARLEYSVILLE NATL CORCOM 412850109 599 18,427 SH SOLE 0 18,427
HARMAN INTL INDS INC COM 413086109 2,479 44,166 SH SOLE 0 44,166
HARMONIC INC COM 413160102 11,411 120,200 SH SOLE 0 120,200
HARRAHS ENTMT INC COM 413619107 11,325 428,372 SH SOLE 0 428,372
HARRIS CORP DEL COM 413875105 5,508 206,403 SH SOLE 0 206,403
HARSCO CORP COM 415864107 4,764 150,048 SH SOLE 0 150,048
HARTE HANKS INC COM 416196103 4,110 188,966 SH SOLE 0 188,966
HARTFORD FINANCIAL SVCOM 416515104 35,336 745,889 SH SOLE 0 745,889
HARTFORD LIFE INC CL A 416592103 4,963 112,800 SH SOLE 0 112,800
HASBRO INC COM 418056107 21,984 1,160,881 SH SOLE 0 1,160,881
HAWAIIAN ELEC INDS INCOM 419870100 2,097 72,635 SH SOLE 0 72,635
HAYES LEMMERZ INTL INCOM 420781106 883 50,659 SH SOLE 0 50,659
HCC INS HLDGS INC 404132102 9,025 684,350 SH SOLE 0 684,350
HEALTH CARE PPTY INVSCOM 421915109 3,610 151,207 SH SOLE 0 151,207
HEALTH CARE REIT INC COM 42217K106 1,261 83,342 SH SOLE 0 83,342
HEALTH MGMT ASSOC CL A 421933102 23,839 1,782,323 SH SOLE 0 1,782,323
HEALTHCARE RLTY TR COM 421946104 1,840 117,780 SH SOLE 0 117,780
HEALTHEON WEBMD CORP COM 422209106 16,983 452,886 SH SOLE 0 452,886
HEALTHSOUTH CORP COM 421924101 6,253 1,163,320 SH SOLE 0 1,163,320
HEARST ARGYLE TELEVISCOM 422317107 5,672 213,022 SH SOLE 0 213,022
HEARTLAND EXPRESS INC 422347104 1,758 111,594 SH SOLE 0 111,594
HECLA MNG CO COM 422704106 325 207,874 SH SOLE 0 207,874
HEICO CORP NEW 422806109 182 8,354 SH SOLE 0 8,354
HEIDRICK + STRUGGLES COM 422819102 3,988 94,400 SH SOLE 0 94,400
HEILIG MEYERS CO COM 422893107 495 179,936 SH SOLE 0 179,936
HEINZ H J CO COM 423074103 45,103 1,132,885 SH SOLE 0 1,132,885
HELIX TECHNOLOGY CORPCOM 423319102 3,452 77,032 SH SOLE 0 77,032
HELLER FINL INC CL A 423328103 483 24,063 SH SOLE 0 24,063
HELMERICH AND PAYNE ICOM 423452101 1,318 60,504 SH SOLE 0 60,504
HEMISPHERX BIOPHARMA COM 42366C103 320 32,200 SH SOLE 0 32,200
HENRY JACK + ASSOC INC 426281101 1,769 32,950 SH SOLE 0 32,950
HENRY SCHEIN INC COM ST806407102 442 33,200 SH SOLE 0 33,200
HERBALIFE INTL INC CL A 426908208 381 26,487 SH SOLE 0 26,487
HERCULES INC COM 427056106 23,916 857,967 SH SOLE 0 857,967
HERSHEY FOODS CORP COM 427866108 18,807 396,454 SH SOLE 0 396,454
HERTZ CORP CL A 428040109 1,795 35,801 SH SOLE 0 35,801
HEWLETT PACKARD CO COM 428236103 340,733 2,995,456 SH SOLE 0 2,995,456
HEXCEL CORP NEW COM 428291108 854 153,552 SH SOLE 0 153,552
HIBERNIA CORP CL A 428656102 11,211 1,055,177 SH SOLE 0 1,055,177
HIGHWOODS PPTYS INC COM 431284108 4,554 192,772 SH SOLE 0 192,772
HILLENBRAND INDS INC COM 431573104 4,725 149,099 SH SOLE 0 149,099
HILTON HOTELS CORP COM 432848109 15,286 1,598,485 SH SOLE 0 1,598,485
HINES HORTICULTURE INCOM 433245107 21,268 2,520,598 SH SOLE 0 2,520,598
HISPANIC BROADCASTINGCOM 43357B104 8,558 92,800 SH SOLE 0 92,800
HMT TECHNOLOGY CORP COM 403917107 265 66,300 SH SOLE 0 66,300
HNC SOFTWARE INC COM 40425P107 25,570 241,800 SH SOLE 0 241,800
HOLLINGER INTERNATIONCL A 435569108 678 52,400 SH SOLE 0 52,400
HOLLYWOOD ENTMT CORP COM 436141105 1,039 71,658 SH SOLE 0 71,658
HOLLYWOOD PK INC NEW COM 436255103 1,430 63,748 SH SOLE 0 63,748
HOME DEPOT INC COM 437076102 501,413 7,293,285 SH SOLE 0 7,293,285
HOME PPTYS N Y INC COM 437306103 1,531 55,800 SH SOLE 0 55,800
HOMEBASE INC COM 43738E108 386 126,067 SH SOLE 0 126,067
HOMEFED CORP COM NE43739D208 125 142,958 SH SOLE 0 142,958
HOMESTAKE MNG CO COM 437614100 5,298 678,119 SH SOLE 0 678,119
HOMESTEAD VLG PPTYS ICOM 437851108 95 44,667 SH SOLE 0 44,667
HOMESTORE COM INC COM 437852106 4,492 60,500 SH SOLE 0 60,500
HON INDS INC COM 438092108 4,206 191,730 SH SOLE 0 191,730
HONEYWELL INTL INC COM 438516106 132,208 2,291,795 SH SOLE 0 2,291,795
HOOPER HOLMES INC COM 439104100 542 21,062 SH SOLE 0 21,062
HORACE MANN EDUCATORSNEW CO440327104 11,678 595,050 SH SOLE 0 595,050
HORIZON RES CORP COM 440437101 0 1 SH SOLE 0 1
HORMEL FOODS CORP COM 440452100 6,489 159,724 SH SOLE 0 159,724
HOSPITALITY PPTYS TR COM SH44106M102 2,555 134,034 SH SOLE 0 134,034
HOST MARRIOTT CORP NECOM 44107P104 4,888 592,425 SH SOLE 0 592,425
HOTJOBS COM LTD COM 441474103 3,482 79,700 SH SOLE 0 79,700
HOUGHTON MIFFLIN CO COM 441560109 4,931 116,890 SH SOLE 0 116,890
HOUSEHOLD INTL INC COM 441815107 62,545 1,679,049 SH SOLE 0 1,679,049
HOUSTON EXPL CO COM 442120101 199 10,045 SH SOLE 0 10,045
HOVNANIAN ENTERPRISESCL B 442487302 371 74,268 SH SOLE 0 74,268
HRPT PPTYS TR COM SH40426W101 3,365 373,896 SH SOLE 0 373,896
HSB GROUP INC COM 40428N109 3,947 116,721 SH SOLE 0 116,721
HUBBELL INC CLB 443510201 6,111 224,240 SH SOLE 0 224,240
HUDSON UTD BANCORP COM 444165104 1,782 69,711 SH SOLE 0 69,711
HUGHES SUPPLY INC COM 444482103 656 30,414 SH SOLE 0 30,414
HUGOTON RTY TR TX UNIT B444717102 987 121,500 SH SOLE 0 121,500
HUMAN GENOME SCIENCESCOM 444903108 8,708 57,052 SH SOLE 0 57,052
HUMANA INC COM 444859102 3,384 413,304 SH SOLE 0 413,304
HUNT J B TRANS SVCS ICOM 445658107 1,980 143,024 SH SOLE 0 143,024
HUNTINGTON BANCSHARESCOM 446150104 15,815 662,415 SH SOLE 0 662,415
HUSSMANN INTL INC COM 448110106 12,081 802,055 SH SOLE 0 802,055
HUTCHINSON TECHNOLOGYCOM 448407106 1,397 65,736 SH SOLE 0 65,736
HUTTIG BLDG PRODS INCCOM 448451104 0 13 SH SOLE 0 13
HVIDE MARINE INC CL A 448515106 3 18,805 SH SOLE 0 18,805
HYPERION SOLUTIONS COCOM 44914M104 5,031 115,649 SH SOLE 0 115,649
I2 TECHNOLOGIES INC COM 465754109 17,880 91,692 SH SOLE 0 91,692
IBP INC COM ST449223106 3,491 193,926 SH SOLE 0 193,926
ICG COMMUNICATIONS INCOM 449246107 3,871 206,460 SH SOLE 0 206,460
ICN PHARMACEUTICALS ICOM 448924100 8,542 337,458 SH SOLE 0 337,458
ICOS CORP COM 449295104 3,387 115,795 SH SOLE 0 115,795
IDACORP INC COM 451107106 3,052 113,841 SH SOLE 0 113,841
IDEC PHARMACEUTICALS COM 449370105 11,672 118,800 SH SOLE 0 118,800
IDENTIX INC 451906101 286 31,300 SH SOLE 0 31,300
IDEX CORP COM 45167R104 14,509 477,666 SH SOLE 0 477,666
IDEXX LABS INC COM 45168D104 1,742 108,036 SH SOLE 0 108,036
IDT CORP COM 448947101 1,010 53,500 SH SOLE 0 53,500
IDX SYS CORP COM 449491109 516 16,500 SH SOLE 0 16,500
IHOP CORP NEW COM 449623107 1,097 65,710 SH SOLE 0 65,710
IKON OFFICE SOLUTIONSCOM 451713101 2,417 354,717 SH SOLE 0 354,717
ILLINOIS TOOL WKS INCCOM 452308109 83,733 1,239,342 SH SOLE 0 1,239,342
ILLINOVA CORP COM 452317100 7,700 221,590 SH SOLE 0 221,590
IMATION CORP COM 45245A107 3,572 106,435 SH SOLE 0 106,435
IMC GLOBAL INC COM 449669100 12,957 791,260 SH SOLE 0 791,260
IMC MTG CO COM 449923101 0 19,062 SH SOLE 0 19,062
IMCLONE SYS INC COM 45245W109 3,032 76,526 SH SOLE 0 76,526
IMCO RECYCLING INC COM 449681105 601 47,600 SH SOLE 0 47,600
IMMUNEX CORP NEW COM 452528102 41,380 377,904 SH SOLE 0 377,904
IMPAC MORT HOLDINGS ICOM 45254P102 42 10,225 SH SOLE 0 10,225
IMPATH INC COM 45255G101 185 7,264 SH SOLE 0 7,264
IMPERIAL BANCORP COM 452556103 2,955 122,493 SH SOLE 0 122,493
IMPERIAL CR COML MTG COM 45272T102 1,138 100,060 SH SOLE 0 100,060
IMPERIAL CR INDS INC COM 452729106 575 91,924 SH SOLE 0 91,924
IMPERIAL SUGAR CO NEWCOM 453096109 109 32,911 SH SOLE 0 32,911
IMRGLOBAL CORP COM 45321W106 310 24,696 SH SOLE 0 24,696
IMS HEALTH INC COM 449934108 24,312 894,225 SH SOLE 0 894,225
INACOM CORP COM 45323G109 1,178 161,128 SH SOLE 0 161,128
INCYTE PHARMACUTICALSCOM 45337C102 2,763 46,058 SH SOLE 0 46,058
INDIANA ENERGY INC COM 454707100 1,844 103,873 SH SOLE 0 103,873
INDUSTRI MATEMATIK INCOM 455792101 594 96,921 SH SOLE 0 96,921
INDY MAC MTG HLDGS INCOM 456607100 2,691 211,032 SH SOLE 0 211,032
INET TECHNOLOGIES INCCOM 45662V105 1,265 18,100 SH SOLE 0 18,100
INFINITY BROADCASTINGCL A 45662S102 19,876 549,239 SH SOLE 0 549,239
INFOCURE CORP COM 45665A108 2,358 75,600 SH SOLE 0 75,600
INFORMATICA CORP COM 45666Q102 3,904 36,700 SH SOLE 0 36,700
INFORMATION ARCHITECTCOM 45669R107 646 62,983 SH SOLE 0 62,983
INFORMATION HLDGS INCCOM 456727106 2,587 89,000 SH SOLE 0 89,000
INFORMATION RES INC COM RT456905108 1,063 114,888 SH SOLE 0 114,888
INFORMIX CORP COM 456779107 6,546 572,328 SH SOLE 0 572,328
INFOSPACE COM INC COM 45678T102 20,373 95,200 SH SOLE 0 95,200
INFOUSA INC NEW COM 456818301 447 32,066 SH SOLE 0 32,066
INGERSOLL RAND CO COM 456866102 28,159 511,401 SH SOLE 0 511,401
INGRAM MICRO INC CL A 457153104 1,529 116,510 SH SOLE 0 116,510
INHALE THERAPEUTIC SYCOM 457191104 1,600 37,600 SH SOLE 0 37,600
INKTOMI CORP COM 457277101 18,957 213,600 SH SOLE 0 213,600
INNKEEPERS USA TR COM 4576J0104 839 102,415 SH SOLE 0 102,415
INNOVASIVE DEVICES INCOM 45766K104 922 115,303 SH SOLE 0 115,303
INNOVATIVE CLINICAL SCOM 45767E107 8 32,700 SH SOLE 0 32,700
INNOVEX INC COM 457647105 339 36,181 SH SOLE 0 36,181
INPUT/OUTPUT INC COM 457652105 725 143,200 SH SOLE 0 143,200
INSIGHT ENTERPRISES ICOM 45765U103 638 15,706 SH SOLE 0 15,706
INSIGNIA FINL GROUP ICOM 45767A105 407 46,831 SH SOLE 0 46,831
INSITUFORM TECHNOLOGICL A 457667103 578 20,477 SH SOLE 0 20,477
INSPIRE INS SOLUTIONSCOM 457732105 91 19,876 SH SOLE 0 19,876
INTEGRATED DEVICE TECCOM 458118106 7,484 258,058 SH SOLE 0 258,058
INTEGRATED HEALTH SVCCOM 45812C106 8 89,835 SH SOLE 0 89,835
INTEGRATED SYS INC CL A 45812M104 2,067 61,600 SH SOLE 0 61,600
INTEL CORP COM 458140100 833,063 10,120,729 SH SOLE 0 10,120,729
INTER TEL INC COM 458372109 1,898 75,916 SH SOLE 0 75,916
INTERDIGITAL COMM CORCOM 45866A105 12,292 163,899 SH SOLE 0 163,899
INTERFACE INC CL A 458665106 6,283 1,092,742 SH SOLE 0 1,092,742
INTERGRAPH CORP COM 458683109 779 166,080 SH SOLE 0 166,080
INTERGRATED ELECTRICACOM 45811E103 130 12,923 SH SOLE 0 12,923
INTERIM SVCS INC COM 45868P100 5,527 223,324 SH SOLE 0 223,324
INTERMEDIA COMMUNICATCOM 458801107 4,292 110,581 SH SOLE 0 110,581
INTERMET CORP COM 45881K104 992 85,376 SH SOLE 0 85,376
INTERNAP NETWORK SVCSCOM 45885A102 7,439 43,000 SH SOLE 0 43,000
INTERNATIONAL BUSINESCOM 459200101 600,893 5,570,273 SH SOLE 0 5,570,273
INTERNATIONAL FIBERCOCOM 45950T101 371 47,100 SH SOLE 0 47,100
INTERNATIONAL FLAVOURCOM 459506101 10,985 291,965 SH SOLE 0 291,965
INTERNATIONAL GAME TECOM 459902102 23,843 1,173,801 SH SOLE 0 1,173,801
INTERNATIONAL HOME FOCOM 459655106 719 41,362 SH SOLE 0 41,362
INTERNATIONAL MULTIFOCOM 460043102 954 72,024 SH SOLE 0 72,024
INTERNATIONAL PAPER CCOM 460146103 77,876 1,379,855 SH SOLE 0 1,379,855
INTERNATIONAL RECTIFICOM 460254105 4,084 157,084 SH SOLE 0 157,084
INTERNATIONAL SPECIALNEW CO460337108 309 33,638 SH SOLE 0 33,638
INTERNATIONAL SPEEDWACLA RE460335201 393 7,805 SH SOLE 0 7,805
INTERNET CAP GROUP INCOM 46059C106 3,413 20,078 SH SOLE 0 20,078
INTERPOOL INC COM 46062R108 190 25,541 SH SOLE 0 25,541
INTERPUBLIC GROUP COSCOM 460690100 50,685 878,620 SH SOLE 0 878,620
INTERSTATE BAKERIES CDEL NE46072H108 2,423 133,667 SH SOLE 0 133,667
INTERSTATE HOTRLS MGMCOM 46088R108 0 2 SH SOLE 0 2
INTERTAN INC COM 461120107 379 14,500 SH SOLE 0 14,500
INTERVU INC COM 46114R106 5,544 52,800 SH SOLE 0 52,800
INTERWEST BANCORP INCCOM 460931108 383 19,896 SH SOLE 0 19,896
INTERWOVEN INC 46114T102 7,577 62,300 SH SOLE 0 62,300
INTIMATE BRANDS INC CL A 461156101 10,032 232,620 SH SOLE 0 232,620
INTRAWARE INC COM 46118M103 1,335 16,700 SH SOLE 0 16,700
INTUIT COM 461202103 30,332 506,065 SH SOLE 0 506,065
INVACARE CORP COM 461203101 1,923 95,868 SH SOLE 0 95,868
INVESTMENT TECHNOLOGYCOM 46145F105 4,120 143,297 SH SOLE 0 143,297
INVESTORS FINL SERVICCL A 461915209 79 1,709 SH SOLE 0 1,709
INVESTORS FINL SERVICCOM 461915100 1,969 42,800 SH SOLE 0 42,800
IOMEGA CORP 462030107 2,659 787,796 SH SOLE 0 787,796
IONICS INC COM 462218108 2,055 73,054 SH SOLE 0 73,054
IPALCO ENTERPRISES INCOM RT462613100 6,297 369,065 SH SOLE 0 369,065
IPC INFORMATION INC COM NE44980K206 163 2,300 SH SOLE 0 2,300
IRON MTN INC DEL COM 46284P104 743 18,900 SH SOLE 0 18,900
IRT PPTY CO COM 450058102 705 90,259 SH SOLE 0 90,259
IRWIN FINL CORP COM 464119106 474 26,600 SH SOLE 0 26,600
ISIS PHARMACEUTICALS 464330109 506 81,000 SH SOLE 0 81,000
ISS GROUP INC OC COM450306105 3,450 48,500 SH SOLE 0 48,500
ITC DELTACOM COM 45031T104 2,176 78,775 SH SOLE 0 78,775
ITEQ INC COM 450430103 25 28,280 SH SOLE 0 28,280
ITI TECHNOLOGIES INC COM 450564109 251 8,360 SH SOLE 0 8,360
ITT EDL SVCS INC COM 45068B109 120 7,750 SH SOLE 0 7,750
ITT INDS INC COM 450911102 8,663 259,076 SH SOLE 0 259,076
ITURF INC COM 46575Q100 183 14,700 SH SOLE 0 14,700
IVAX CORP 465823102 8,829 342,893 SH SOLE 0 342,893
IWERKS ENTMT INC COM 465916104 0 62 SH SOLE 0 62
JABIL CIRCUIT INC COM 466313103 8,370 114,660 SH SOLE 0 114,660
JACK IN THE BOX INC COM 466367109 2,355 113,858 SH SOLE 0 113,858
JACOBS ENGR GROUP INCCOM 469814107 2,729 83,972 SH SOLE 0 83,972
JDA SOFTWARE GROUP INCOM 46612K108 1,112 67,885 SH SOLE 0 67,885
JDN RLTY CORP COM 465917102 1,579 97,950 SH SOLE 0 97,950
JDS UNIPHASE CORP COM 46612J101 141,503 877,200 SH SOLE 0 877,200
JEFFERSON PILOT CORP COM 475070108 20,022 293,366 SH SOLE 0 293,366
JEFFRIES GROUP INC NECOM 472319102 3,005 136,596 SH SOLE 0 136,596
JLG INDS INC COM 466210101 2,515 157,780 SH SOLE 0 157,780
JO ANN STORES INC CL A 47758P109 483 42,908 SH SOLE 0 42,908
JOHN NUVEEN CO CL A 478035108 865 23,977 SH SOLE 0 23,977
JOHNS MANVILLE CORP COM 478129109 2,504 179,685 SH SOLE 0 179,685
JOHNSON + JOHNSON COM 478160104 433,262 4,646,239 SH SOLE 0 4,646,239
JOHNSON CTLS INC COM 478366107 27,709 487,197 SH SOLE 0 487,197
JONES APPAREL GROUP ICOM 480074103 10,693 394,200 SH SOLE 0 394,200
JONES INTERCABLE INC CL A 480206200 4,089 59,000 SH SOLE 0 59,000
JONES PHARMA INC COM 480236108 4,522 104,100 SH SOLE 0 104,100
JOSTENS INC COM 481088102 2,552 104,973 SH SOLE 0 104,973
JOURNAL REGISTER CO COM 481138105 46 3,000 SH SOLE 0 3,000
JP RLTY INC COM 46624A106 583 37,323 SH SOLE 0 37,323
JSB FINL INC COM 46624M100 3,041 58,621 SH SOLE 0 58,621
JUNIPER NETWORKS INC COM 48203R104 38,959 114,584 SH SOLE 0 114,584
JUNO LTG INC COM NE482047206 58 5,553 SH SOLE 0 5,553
JUNO ONLINE SVCS INC COM 482048105 785 22,100 SH SOLE 0 22,100
JUST FOR FEET INC COM 48213P106 98 71,575 SH SOLE 0 71,575
JUSTIN INDS INC COM 482171105 1,562 105,007 SH SOLE 0 105,007
K MART CORP COM 482584109 15,204 1,510,959 SH SOLE 0 1,510,959
KAISER ALUM CORP COM 483007100 337 43,840 SH SOLE 0 43,840
KAMAN CORP CL A 483548103 1,016 78,888 SH SOLE 0 78,888
KANA COMMUNICATIONS ICOM 483600102 2,337 11,400 SH SOLE 0 11,400
KANSAS CITY LIFE INS COM 484836101 1,750 51,850 SH SOLE 0 51,850
KANSAS CITY PWR + LT COM 485134100 4,046 183,380 SH SOLE 0 183,380
KANSAS CITY SOUTHN INCOM 485170104 42,501 569,533 SH SOLE 0 569,533
KAUFMAN + BROAD HOME COM 486168107 3,239 133,903 SH SOLE 0 133,903
KAYDON CORP COM 486587108 3,597 134,156 SH SOLE 0 134,156
KCS ENERGY INC COM NE482434206 70 86,412 SH SOLE 0 86,412
KEANE INC COM 486665102 6,709 208,848 SH SOLE 0 208,848
KEEBLER FOODS CO COM 487256109 1,477 52,516 SH SOLE 0 52,516
KELLOGG CO COM 487836108 35,166 1,141,288 SH SOLE 0 1,141,288
KELLWOOD CO COM 488044108 1,787 91,913 SH SOLE 0 91,913
KELLY SVCS INC CL A 488152208 2,646 105,319 SH SOLE 0 105,319
KEMET CORP COM 488360108 8,805 195,396 SH SOLE 0 195,396
KENNAMETAL INC COM 489170100 2,987 88,824 SH SOLE 0 88,824
KENT ELECTRS CORP COM 490553104 1,765 77,592 SH SOLE 0 77,592
KERR MCGEE CORP COM 492386107 31,895 514,433 SH SOLE 0 514,433
KEY ENERGY SVCS INC COM 492914106 90 17,300 SH SOLE 0 17,300
KEYCORP NEW COM 493267108 29,256 1,322,319 SH SOLE 0 1,322,319
KEYSPAN CORP COM 49337W100 10,324 445,226 SH SOLE 0 445,226
KEYSTONE FINL INC COM 493482103 2,217 105,277 SH SOLE 0 105,277
KILROY RLTY CORP COM 49427F108 1,819 81,300 SH SOLE 0 81,300
KIMBALL INTL INC CL B 494274103 1,521 92,160 SH SOLE 0 92,160
KIMBERLY CLARK CORP COM 494368103 133,942 2,046,875 SH SOLE 0 2,046,875
KIMCO REALTY DEPOSI49446R877 10 472 SH SOLE 0 472
KIMCO RLTY CORP 49446R109 4,576 135,085 SH SOLE 0 135,085
KINDER MORGAN INC KANCOM 49455P101 11,917 590,340 SH SOLE 0 590,340
KIRBY CORP COM 497266106 2,317 113,018 SH SOLE 0 113,018
KLA TENCOR CORP COM 482480100 33,148 297,623 SH SOLE 0 297,623
KNIGHT RIDDER INC COM 499040103 22,112 371,234 SH SOLE 0 371,234
KNIGHT TRANSN INC COM 499064103 141 8,250 SH SOLE 0 8,250
KNIGHT TRIMARK GROUP CL A 499067106 11,238 244,300 SH SOLE 0 244,300
KOGER EQUITY INC COM 500228101 1,310 77,600 SH SOLE 0 77,600
KOHLS CORP COM 500255104 43,021 595,966 SH SOLE 0 595,966
KOMAG INC COM 500453105 519 166,198 SH SOLE 0 166,198
KONOVER PPTY TR INC COM 50047R100 40 6,300 SH SOLE 0 6,300
KORN / FERRY INTL COM NE500643200 1,295 35,600 SH SOLE 0 35,600
KROGER CO COM 501044101 46,680 2,473,125 SH SOLE 0 2,473,125
KRONOS INC COM 501052104 2,501 41,676 SH SOLE 0 41,676
KULICKE + SOFFA INDS COM 501242101 6,910 162,344 SH SOLE 0 162,344
LA Z BOY INC COM 505336107 3,434 204,226 SH SOLE 0 204,226
LABOR READY INC COM NE505401208 800 65,978 SH SOLE 0 65,978
LABORATORY CORP AMER COM 50540R102 881 239,042 SH SOLE 0 239,042
LACLEDE GAS CO COM 505588103 1,500 69,360 SH SOLE 0 69,360
LAFARGE CORP COM 505862102 11,827 428,129 SH SOLE 0 428,129
LAKEHEAD PIPELINE PARPREF U511557100 1,305 37,500 SH SOLE 0 37,500
LAM RESH CORP COM 512807108 16,730 149,963 SH SOLE 0 149,963
LAMAR ADVERTISING CO CL A 512815101 2,602 42,968 SH SOLE 0 42,968
LANCASTER COLONY CORPCOM RT513847103 5,158 155,701 SH SOLE 0 155,701
LANCE INC COM 514606102 721 72,126 SH SOLE 0 72,126
LANDAMERICA FINL GROUCOM 514936103 394 21,424 SH SOLE 0 21,424
LANDAUER INC COM 51476K103 803 36,693 SH SOLE 0 36,693
LANDRYS SEAFOOD REST COM 51508L103 356 40,938 SH SOLE 0 40,938
LANDS END INC COM 515086106 4,467 128,535 SH SOLE 0 128,535
LANDSTAR SYS INC COM 515098101 2,356 55,027 SH SOLE 0 55,027
LANIER WORLDWIDE INC COM 51589L105 800 206,403 SH SOLE 0 206,403
LASALLE HOTEL PPTYS COM SH517942108 387 33,141 SH SOLE 0 33,141
LASER VISION CTRS INC 51807H100 539 51,000 SH SOLE 0 51,000
LASERSIGHT INC COM 517924106 906 90,600 SH SOLE 0 90,600
LASON HLDGS INC COM 51808R107 170 15,437 SH SOLE 0 15,437
LATITUDE COMMUNICATIOCOM 518292107 298 11,400 SH SOLE 0 11,400
LATTICE SEMICONDUCTOR CORP 518415104 6,771 143,672 SH SOLE 0 143,672
LAUDER ESTEE COS INC CL A 518439104 15,251 302,370 SH SOLE 0 302,370
LAUNCH MEDIA INC COM 518567102 526 27,800 SH SOLE 0 27,800
LAWSON PRODS INC COM 520776105 1,407 60,849 SH SOLE 0 60,849
LCA VISION INC COM NE501803209 381 81,300 SH SOLE 0 81,300
LEAP WIRELESS INTL INCOM 521863100 3,500 44,586 SH SOLE 0 44,586
LEAR CORP COM 521865105 15,792 493,507 SH SOLE 0 493,507
LEARN2 COM INC COM 522002104 336 102,500 SH SOLE 0 102,500
LEARNING TREE INTL INCOM 522015106 680 24,300 SH SOLE 0 24,300
LEE ENTERPRISES INC COM 523768109 21,562 675,140 SH SOLE 0 675,140
LEGATO SYSTEMS INC COM 524651106 54,334 789,600 SH SOLE 0 789,600
LEGG MASON INC COM 524901105 4,910 135,460 SH SOLE 0 135,460
LEGGETT + PLATT INC COM 524660107 20,804 970,446 SH SOLE 0 970,446
LEHMAN BROTHERS HLDGSCOM 524908100 32,918 388,694 SH SOLE 0 388,694
LENNAR CORP COM 526057104 2,053 126,328 SH SOLE 0 126,328
LEUCADIA NATL CORP COM 527288104 4,172 180,432 SH SOLE 0 180,432
LEVEL 3 COMMUNICATIONCOM 52729N100 66,951 817,721 SH SOLE 0 817,721
LEXINGTON CORPORATE PCOM 529043101 335 36,437 SH SOLE 0 36,437
LEXMARK INTL GROUP INCL A 529771107 39,561 437,139 SH SOLE 0 437,139
LG + E ENERGY CORP COM 501917108 5,752 329,887 SH SOLE 0 329,887
LHS GROUP INC COM 501938104 752 30,600 SH SOLE 0 30,600
LIBBEY INC COM 529898108 9,614 334,402 SH SOLE 0 334,402
LIBERTY CORP S C COM 530370105 5,644 133,784 SH SOLE 0 133,784
LIBERTY DIGITAL INC CL A 530436104 7,470 100,600 SH SOLE 0 100,600
LIBERTY FINL COS INC COM 530512102 368 16,048 SH SOLE 0 16,048
LIBERTY PROPERTY SH BEN531172104 4,579 185,027 SH SOLE 0 185,027
LIFEPOINT HOSPS INC COM 53219L109 1,160 98,163 SH SOLE 0 98,163
LIGAND PHARMACEUTICALCL B 53220K207 1,163 90,321 SH SOLE 0 90,321
LILLY ELI + CO COM 532457108 224,662 3,378,379 SH SOLE 0 3,378,379
LILLY INDL INC CL A 532491107 1,378 102,560 SH SOLE 0 102,560
LIMITED INC COM 532716107 30,463 703,323 SH SOLE 0 703,323
LINCARE HLDGS INC COM 532791100 8,122 234,150 SH SOLE 0 234,150
LINCOLN ELEC HLDGS INCOM 533900106 990 48,000 SH SOLE 0 48,000
LINCOLN NATL CORP IN COM 534187109 30,185 754,622 SH SOLE 0 754,622
LINDSAY MFG CO COM 535555106 1,105 60,552 SH SOLE 0 60,552
LINEAR TECHNOLOGY CORCOM 535678106 46,707 652,681 SH SOLE 0 652,681
LINENS N THINGS INC COM 535679104 4,450 150,212 SH SOLE 0 150,212
LIPOSOME INC COM 536310105 1,498 122,775 SH SOLE 0 122,775
LITTELFUSE INC COM 537008104 9,994 411,842 SH SOLE 0 411,842
LITTON INDS INC COM 538021106 6,465 129,623 SH SOLE 0 129,623
LIZ CLAIBORNE INC COM 539320101 7,850 208,644 SH SOLE 0 208,644
LNR PPTY CORP COM 501940100 2,138 107,596 SH SOLE 0 107,596
LOCKHEED MARTIN CORP COM 539830109 29,380 1,343,088 SH SOLE 0 1,343,088
LODGIAN INC COM 54021P106 128 25,662 SH SOLE 0 25,662
LOEWS CORP COM 540424108 20,015 329,800 SH SOLE 0 329,800
LONE STAR STEAKHOUSE COM 542307103 1,020 114,367 SH SOLE 0 114,367
LONE STAR TECHNOLOGIECOM 542312103 2,371 86,229 SH SOLE 0 86,229
LONGS DRUG STORES CORCOM 543162101 11,507 445,777 SH SOLE 0 445,777
LONGVIEW FIBRE CO WASCOM 543213102 2,514 176,428 SH SOLE 0 176,428
LOUIS DREYFUS NAT GASCOM 546011107 307 16,921 SH SOLE 0 16,921
LOUISIANA PAC CORP COM 546347105 5,900 419,566 SH SOLE 0 419,566
LOWES COS INC USD0.5548661107 72,669 1,216,225 SH SOLE 0 1,216,225
LSI LOGIC CORP COM 502161102 33,689 499,097 SH SOLE 0 499,097
LTC HEALTHCARE INC COM 50217R104 11 5,340 SH SOLE 0 5,340
LTC PROPERTIES 502175102 669 79,300 SH SOLE 0 79,300
LTV CORP NEW COM 501921100 1,601 388,131 SH SOLE 0 388,131
LTX CORP COM 502392103 2,656 118,700 SH SOLE 0 118,700
LUBRIZOL CORP COM 549271104 4,838 156,709 SH SOLE 0 156,709
LUBYS CAFETERIAS INC COM 549282101 800 70,331 SH SOLE 0 70,331
LUCENT TECHNOLOGIES ICOM 549463107 752,003 10,026,702 SH SOLE 0 10,026,702
LYCOS INC COM 550818108 22,079 277,500 SH SOLE 0 277,500
LYDALL INC COM 550819106 411 62,014 SH SOLE 0 62,014
LYONDELL CHEMICAL CO COM 552078107 6,085 477,283 SH SOLE 0 477,283
M + T BK CORP COM 55261F104 9,513 22,964 SH SOLE 0 22,964
M S CARRIERS INC COM 553533100 1,048 43,884 SH SOLE 0 43,884
MACDERMID INC COM 554273102 2,283 55,600 SH SOLE 0 55,600
MACERICH CO REIT 554382101 1,890 90,796 SH SOLE 0 90,796
MACK CA RLTY CORP COM 554489104 4,395 168,643 SH SOLE 0 168,643
MACROMEDIA INC COM 556100105 17,331 237,008 SH SOLE 0 237,008
MACROVISION CORP COM 555904101 8,406 113,600 SH SOLE 0 113,600
MADISON GAS + ELEC COCOM 557497104 1,335 66,354 SH SOLE 0 66,354
MAF BANCORP INC COM 55261R108 1,694 80,916 SH SOLE 0 80,916
MAGELLAN HEALTH SVCS COM 559079108 556 88,030 SH SOLE 0 88,030
MAGNETEK INC COM 559424106 520 67,660 SH SOLE 0 67,660
MAIL WELL HLDGS INC COM 560321200 970 71,844 SH SOLE 0 71,844
MAKER COMMUNICATIONS COM 560875106 526 12,300 SH SOLE 0 12,300
MALLINCKRODT INC NEW COM 561232109 7,644 240,273 SH SOLE 0 240,273
MANDALAY RESORT GROUPCOM 562567107 8,582 426,452 SH SOLE 0 426,452
MANITOWOC INC COM 563571108 5,111 150,322 SH SOLE 0 150,322
MANOR CARE INC NEW COM 564055101 9,883 617,677 SH SOLE 0 617,677
MANPOWER INC WIS COM 56418H100 9,278 246,600 SH SOLE 0 246,600
MANUFACTURED HOME CMNCOM 564682102 1,545 63,541 SH SOLE 0 63,541
MANUGISTICS GROUP INCCOM 565011103 1,919 59,391 SH SOLE 0 59,391
MAPICS INC COM 564910107 1,010 80,000 SH SOLE 0 80,000
MAPQUEST COM INC COM 565644101 347 15,400 SH SOLE 0 15,400
MARCUS CORP COM 566330106 1,033 76,878 SH SOLE 0 76,878
MARIMBA INC COM 56781Q109 1,778 38,600 SH SOLE 0 38,600
MARINE DRILLING COS ICOM PA568240204 3,696 164,714 SH SOLE 0 164,714
MARINER POST ACUTE NECOM 568459101 11 157,548 SH SOLE 0 157,548
MARK IV INDS INC COM 570387100 3,536 199,913 SH SOLE 0 199,913
MARKEL CORP COM 570535104 2,724 17,577 SH SOLE 0 17,577
MARKETING SVCS GROUP COM 570907105 610 36,400 SH SOLE 0 36,400
MARRIOTT INTL INC NEWCL A 571903202 21,951 695,466 SH SOLE 0 695,466
MARSH + MCLENNAN COS COM 571748102 86,114 899,948 SH SOLE 0 899,948
MARSHALL + ILSLEY CORCOM 571834100 18,642 296,782 SH SOLE 0 296,782
MARTIN MARIETTA MATLSCOM 573284106 4,928 120,188 SH SOLE 0 120,188
MARVAL ENTERPRISES INCOM 57383M108 193 35,100 SH SOLE 0 35,100
MASCO CORP COM 574599106 30,807 1,214,085 SH SOLE 0 1,214,085
MASCOTECH INC COM 574670105 1,696 133,647 SH SOLE 0 133,647
MASTEC INC COM 576323109 3,829 86,043 SH SOLE 0 86,043
MASTECH CORP COM 57632N105 1,882 76,046 SH SOLE 0 76,046
MATHEWS INTL CORP CL A 577128101 1,331 48,400 SH SOLE 0 48,400
MATTEL INC COM 577081102 15,701 1,196,259 SH SOLE 0 1,196,259
MAVERICK TUBE CORP COM 577914104 738 29,900 SH SOLE 0 29,900
MAXIM INTEGRATED PRODCOM 57772K101 60,533 1,282,812 SH SOLE 0 1,282,812
MAY DEPT STORES CO COM 577778103 37,998 1,178,245 SH SOLE 0 1,178,245
MAYTAG CORP COM 578592107 13,087 272,642 SH SOLE 0 272,642
MBIA INC COM 55262C100 29,078 550,584 SH SOLE 0 550,584
MBNA CORP COM 55262L100 63,538 2,331,688 SH SOLE 0 2,331,688
MCAFEE COM CORP CL A 579062100 3,762 83,600 SH SOLE 0 83,600
MCCLATCHY CO CL A 579489105 6,438 148,850 SH SOLE 0 148,850
MCCORMICK + CO INC COM NO579780206 16,778 563,981 SH SOLE 0 563,981
MCDERMOTT INTL INC COM 580037109 2,078 229,349 SH SOLE 0 229,349
MCDONALDS CORP COM 580135101 155,799 3,864,772 SH SOLE 0 3,864,772
MCGRATH RENTCORP COM 580589109 1,283 73,320 SH SOLE 0 73,320
MCGRAW HILL COS INC COM 580645109 52,206 847,164 SH SOLE 0 847,164
MCI WORLDCOM INC COM 55268B106 483,325 9,108,594 SH SOLE 0 9,108,594
MCKESSON HBOC INC COM 58155Q103 17,447 775,433 SH SOLE 0 775,433
MCLEODUSA INC COM 582266102 21,730 369,094 SH SOLE 0 369,094
MCN ENERGY GROUP INC COM 55267J100 4,840 203,774 SH SOLE 0 203,774
MDU RES GROUP INC COM 552690109 3,122 156,115 SH SOLE 0 156,115
MEAD CORP COM 582834107 12,172 280,221 SH SOLE 0 280,221
MECHANICAL TECHNOLOGYCOM 583538103 191 8,200 SH SOLE 0 8,200
MEDALLION FINL CORP COM 583928106 547 30,488 SH SOLE 0 30,488
MEDIA GEN INC CL A 584404107 3,883 74,665 SH SOLE 0 74,665
MEDIA METRIX INC OC COM58440X103 340 9,500 SH SOLE 0 9,500
MEDIAONE GROUP INC COM 58440J104 133,944 1,743,785 SH SOLE 0 1,743,785
MEDICAL ASSURN INC COM 58449U100 2,068 97,604 SH SOLE 0 97,604
MEDICAL MANAGER CORP COM 58461U103 8,206 97,397 SH SOLE 0 97,397
MEDICIS PHARMACEUTICACL A N584690309 2,689 63,180 SH SOLE 0 63,180
MEDICONSULT COM INC COM 58469J100 289 46,300 SH SOLE 0 46,300
MEDIMMUNE INC 584699102 30,772 185,511 SH SOLE 0 185,511
MEDITRUST PAIRED58501T306 1,986 361,108 SH SOLE 0 361,108
MEDQUIST INC COM 584949101 5,941 230,163 SH SOLE 0 230,163
MEDTRONIC INC COM 585055106 121,857 3,344,280 SH SOLE 0 3,344,280
MELLON FINL CORP COM 58551A108 63,593 1,866,962 SH SOLE 0 1,866,962
MEMBERWORKS INC COM 586002107 458 13,800 SH SOLE 0 13,800
MEMC ELECTR MATLS INCCOM 552715104 1,377 112,400 SH SOLE 0 112,400
MENS WEARHOUSE INC 587118100 1,368 46,566 SH SOLE 0 46,566
MENTOR CORP MINN COM 587188103 2,355 91,246 SH SOLE 0 91,246
MENTOR GRAPHICS CORP COM 587200106 3,337 253,057 SH SOLE 0 253,057
MERCANTILE BANKSHARESCOM 587405101 5,394 168,902 SH SOLE 0 168,902
MERCK + CO INC COM 589331107 480,327 7,149,058 SH SOLE 0 7,149,058
MERCURY GEN CORP NEW COM 589400100 3,375 151,693 SH SOLE 0 151,693
MERCURY INTERACTIVE CCOM 589405109 23,614 218,772 SH SOLE 0 218,772
MEREDITH CORP COM 589433101 8,160 195,735 SH SOLE 0 195,735
MERIDIAN RESOURCE CORCOM 58977Q109 305 99,555 SH SOLE 0 99,555
MERISTAR HOSPITALITY COM 58984Y103 2,217 138,571 SH SOLE 0 138,571
MERITOR AUTOMOTIVE INCOM 59000G100 4,176 215,539 SH SOLE 0 215,539
MERRILL LYNCH + CO INCOM 590188108 95,142 1,141,984 SH SOLE 0 1,141,984
MERRY GO ROUND ENTERPCOM RT590436101 0 3,700 SH SOLE 0 3,700
MESABA HLDGS INC AIRTRA59066B102 437 38,250 SH SOLE 0 38,250
MESSAGEMEDIA INC COM 590787107 2,905 206,600 SH SOLE 0 206,600
METAL MGMT INC COM 591097100 138 36,894 SH SOLE 0 36,894
METALS USA INC COM 591324108 220 25,897 SH SOLE 0 25,897
METAMOR WORLDWIDE INCCOM 59133P100 1,976 67,850 SH SOLE 0 67,850
METHODE ELECTRS INC CL A 591520200 3,958 123,213 SH SOLE 0 123,213
METRICOM INC COM 591596101 4,199 53,400 SH SOLE 0 53,400
METRIS COS INC COM 591598107 2,779 77,861 SH SOLE 0 77,861
METRO GOLDWYN MAYER ICOM 591610100 3,955 167,864 SH SOLE 0 167,864
METRO GOLDWYN MAYER IRT 08N591610126 41 10,288 SH SOLE 0 10,288
METRO INFORMATION SVCCOM 59162P104 317 13,196 SH SOLE 0 13,196
METROMEDIA FIBER NETWCL A 591689104 11,919 248,646 SH SOLE 0 248,646
METROMEDIA INTER. GRPCOM 591695101 610 128,398 SH SOLE 0 128,398
MGC COMMUNICATIONS INCOM 552763302 4,539 89,438 SH SOLE 0 89,438
MGI PPTYS COM 552885105 242 46,168 SH SOLE 0 46,168
MGIC INVT CORP WIS COM 552848103 24,990 415,209 SH SOLE 0 415,209
MGM GRAND INC COM 552953101 3,196 63,519 SH SOLE 0 63,519
MICHAEL FOODS INC NEWCOM 594079105 1,632 66,254 SH SOLE 0 66,254
MICHAELS STORES INC COM 594087108 1,432 50,253 SH SOLE 0 50,253
MICREL INC COM 594793101 6,644 116,696 SH SOLE 0 116,696
MICRO WHSE INC COM 59501B105 1,438 77,717 SH SOLE 0 77,717
MICROCHIP TECHNOLOGY COM 595017104 15,737 229,953 SH SOLE 0 229,953
MICROMUSE INC COM 595094103 13,696 80,567 SH SOLE 0 80,567
MICRON ELECTRONICS INCOM 595100108 659 59,200 SH SOLE 0 59,200
MICRON TECHNOLOGY INCCOM 595112103 59,654 763,565 SH SOLE 0 763,565
MICROS SYS INC COM 594901100 3,833 51,800 SH SOLE 0 51,800
MICROSOFT CORP COM 594918104 1,873,24 16,044,954 SH SOLE 0 16,044,954
MICROSTRATEGY INC CL A 594972101 20,412 97,200 SH SOLE 0 97,200
MID AMER APT CMNTYS ICOM 59522J103 1,247 55,133 SH SOLE 0 55,133
MID AMER BANCORP COM 595915109 344 12,063 SH SOLE 0 12,063
MID ATLANTIC MED SVCS INC 59523C107 1,296 155,860 SH SOLE 0 155,860
MID STATE BANCSHARES COM 595440108 287 9,000 SH SOLE 0 9,000
MIDAMERICA ENERGY HLDCOM 59562V107 5,125 152,129 SH SOLE 0 152,129
MIDAS INC COM 595626102 1,101 50,317 SH SOLE 0 50,317
MIDWAY GAMES INC COM 598148104 2,223 92,857 SH SOLE 0 92,857
MIDWEST BANC HLDGS INCOM 598251106 28 2,000 SH SOLE 0 2,000
MIDWEST EXPRESS HLDGSCOM 597911106 1,205 37,800 SH SOLE 0 37,800
MIKASA INC COM 59862T109 182 18,100 SH SOLE 0 18,100
MILACRON INC COM 598709103 1,828 118,886 SH SOLE 0 118,886
MILLENNIUM CHEMICALS COM 599903101 3,379 171,069 SH SOLE 0 171,069
MILLENNIUM PHARMACEUTCOM 599902103 7,543 61,831 SH SOLE 0 61,831
MILLER HERMAN INC COM 600544100 21,963 954,905 SH SOLE 0 954,905
MILLER INDS INC TENN COM 600551105 268 93,350 SH SOLE 0 93,350
MILLIPORE CORP COM 601073109 4,585 118,708 SH SOLE 0 118,708
MILLS CORP COM 601148109 934 52,275 SH SOLE 0 52,275
MINDSPRING ENTERPRISECOM 602683104 3,400 128,764 SH SOLE 0 128,764
MINE SAFETY APPLIANCECOM 602720104 471 7,356 SH SOLE 0 7,356
MINERALS TECHNOLOGIESCOM 603158106 2,173 54,244 SH SOLE 0 54,244
MINIMED INC COM 60365K108 3,435 46,900 SH SOLE 0 46,900
MINNESOTA MNG + MFG CCOM 604059105 127,892 1,306,685 SH SOLE 0 1,306,685
MINNESOTA PWR + LT COCOM 604110106 2,733 161,354 SH SOLE 0 161,354
MIPS TECHNOLOGIES INCCOM 604567107 1,929 37,100 SH SOLE 0 37,100
MIRAGE RESORTS INC COM 60462E104 9,474 626,404 SH SOLE 0 626,404
MISSISSIPPI CHEM CORPCOM NE605288208 397 64,095 SH SOLE 0 64,095
MISSISSIPPI VY BANKSHCOM 605720101 572 21,200 SH SOLE 0 21,200
MITCHELL ENERGY + DEVCL A 606592202 2,215 100,407 SH SOLE 0 100,407
MMC NETWORKS INC COM 55308N102 2,184 63,547 SH SOLE 0 63,547
MMI COS INC COM 553087107 216 24,990 SH SOLE 0 24,990
MOBIUS MGMT SYS INC COM 606925105 689 86,748 SH SOLE 0 86,748
MODINE MFG CO 607828100 2,041 81,631 SH SOLE 0 81,631
MODIS PROFESSIONAL SVCOM 607830106 4,481 314,426 SH SOLE 0 314,426
MOHAWK INDS INC COM 608190104 2,460 93,282 SH SOLE 0 93,282
MOLEX INC COM 608554101 22,873 403,496 SH SOLE 0 403,496
MONDAVI ROBERT CORP COM CL609200100 709 20,400 SH SOLE 0 20,400
MONSANTO CO COM 611662107 63,475 1,791,169 SH SOLE 0 1,791,169
MONTANA PWR CO COM 612085100 12,227 339,060 SH SOLE 0 339,060
MORGAN J P + CO INC COM 616880100 70,403 555,998 SH SOLE 0 555,998
MORGAN KEEGAN INC COM 617410105 2,946 175,878 SH SOLE 0 175,878
MORGAN STANLEY DEAN WCOM NE617446448 245,533 1,720,021 SH SOLE 0 1,720,021
MORRISON KNUDSEN CORPCOM 61844A109 447 57,171 SH SOLE 0 57,171
MOTOROLA INC COM 620076109 276,265 1,876,163 SH SOLE 0 1,876,163
MOVADO GROUP INC COM 624580106 1,538 70,500 SH SOLE 0 70,500
MPATH INTERACTIVE INCCOM 62473C101 1,488 55,900 SH SOLE 0 55,900
MRV COMMUNICATIONS INCOM 553477100 3,062 48,700 SH SOLE 0 48,700
MSC INDL DIRECT INC CL A 553530106 1,799 135,806 SH SOLE 0 135,806
MTI TECHNOLOGY CORP COM 553903105 2,563 69,518 SH SOLE 0 69,518
MTS SYS CORP COM 553777103 544 70,256 SH SOLE 0 70,256
MUELLER INDS INC 624756102 3,047 84,056 SH SOLE 0 84,056
MURPHY OIL CORP COM 626717102 8,456 147,376 SH SOLE 0 147,376
MUSICLAND STORES INC COM 62758B109 1,013 120,045 SH SOLE 0 120,045
MYERS IND INC COM 628464109 1,263 80,180 SH SOLE 0 80,180
MYLAN LABS INC COM 628530107 11,816 469,126 SH SOLE 0 469,126
MYPOINTS COM INC COM 62855T102 1,724 23,300 SH SOLE 0 23,300
NABISCO GROUP HLDG COCOM 62952P102 9,972 938,534 SH SOLE 0 938,534
NABISCO HLDGS CORP CL A 629526104 3,882 123,249 SH SOLE 0 123,249
NABORS INDUSTRIES INCCOM 629568106 21,044 680,208 SH SOLE 0 680,208
NACCO INDS INC CL A 629579103 1,203 21,653 SH SOLE 0 21,653
NATIONAL BANCORP ALASCOM 632587101 2,755 98,184 SH SOLE 0 98,184
NATIONAL CITY CORP COM 635405103 44,150 1,863,832 SH SOLE 0 1,863,832
NATIONAL COMM BANCORPCOM 635449101 5,684 250,513 SH SOLE 0 250,513
NATIONAL COMPUTER SYSCOM 635519101 4,880 129,694 SH SOLE 0 129,694
NATIONAL DATA CORP COM 635621105 3,108 91,570 SH SOLE 0 91,570
NATIONAL DISC BROKERSCOM 635646102 265 10,100 SH SOLE 0 10,100
NATIONAL FUEL GAS CO COM 636180101 4,263 91,667 SH SOLE 0 91,667
NATIONAL GOLF PPTYS ICOM 63623G109 720 36,461 SH SOLE 0 36,461
NATIONAL HEALTH INVS COM 63633D104 1,041 70,007 SH SOLE 0 70,007
NATIONAL INSTRS CORP COM 636518102 1,320 34,500 SH SOLE 0 34,500
NATIONAL OILWELL INC COM 637071101 1,411 89,922 SH SOLE 0 89,922
NATIONAL PENN BANCSHACOM 637138108 929 36,966 SH SOLE 0 36,966
NATIONAL PRESTO INDS COM 637215104 1,016 28,609 SH SOLE 0 28,609
NATIONAL PROCESSING ICOM 637229105 72 8,058 SH SOLE 0 8,058
NATIONAL SEMICONDUCTOCOM 637640103 22,923 535,421 SH SOLE 0 535,421
NATIONAL STEEL CORP CL B 637844309 515 69,238 SH SOLE 0 69,238
NATIONAL SVC INDS INC 637657107 5,582 189,222 SH SOLE 0 189,222
NATIONAL WESTN LIFE ICL A 638522102 535 7,800 SH SOLE 0 7,800
NATIONWIDE FINL SVCS CL A 638612101 2,526 90,400 SH SOLE 0 90,400
NATIONWIDE HEALTH PPTCOM 638620104 1,833 133,338 SH SOLE 0 133,338
NATL CITY BANCSHRS ICOM 635313109 607 24,169 SH SOLE 0 24,169
NATURES SUNSHINE PRODCOM 639027101 524 65,526 SH SOLE 0 65,526
NAUTICA ENTERPRISES ICOM 639089101 1,503 132,884 SH SOLE 0 132,884
NAVARRE CORP COM 639208107 976 169,700 SH SOLE 0 169,700
NAVIGANT CONSULTING CCOM 63935N107 110 10,105 SH SOLE 0 10,105
NAVISITE INC COM 63935M109 3,490 34,900 SH SOLE 0 34,900
NAVISTAR INTL CORP INCOM 63934E108 10,536 224,167 SH SOLE 0 224,167
NBC INTERNET INC CL A 62873D105 564 7,300 SH SOLE 0 7,300
NBT BANCORP INC COM 628778102 358 23,065 SH SOLE 0 23,065
NBTY INC COM 628782104 2,200 190,280 SH SOLE 0 190,280
NCH CORP COM 628850109 1,422 31,910 SH SOLE 0 31,910
NCI BLDG SYS INC COM 628852105 773 41,800 SH SOLE 0 41,800
NCR CORP NEW COM 62886E108 13,647 360,322 SH SOLE 0 360,322
NCS HEALTHCARE INC CL A 628874109 150 62,338 SH SOLE 0 62,338
NEIMAN MARCUS GROUP CL A 640204202 2,170 77,659 SH SOLE 0 77,659
NEOMAGIC CORP COM 640497103 219 20,000 SH SOLE 0 20,000
NET PERCEPTIONS INC COM 64107U101 1,302 31,000 SH SOLE 0 31,000
NETBANK INC COM 640933107 890 48,100 SH SOLE 0 48,100
NETCENTIVES INC COM 64108P101 798 12,800 SH SOLE 0 12,800
NETIQ COM 64115P102 2,051 39,400 SH SOLE 0 39,400
NETOBJECTS INC COM 64114L102 358 21,700 SH SOLE 0 21,700
NETOPIA INC COM 64114K104 2,352 43,300 SH SOLE 0 43,300
NETWORK APPLIANCE INCCOM 64120L104 42,606 512,942 SH SOLE 0 512,942
NETWORK EQUIP TECHNOLCOM 641208103 798 67,573 SH SOLE 0 67,573
NETWORK EVENT THEATERCOM 640924106 1,958 65,800 SH SOLE 0 65,800
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NETWORKS ASSOCS INC COM 640938106 22,193 831,597 SH SOLE 0 831,597
NEUROGEN CORP COM 64124E106 640 38,800 SH SOLE 0 38,800
NEW CENTY ENERGIES INCOM 64352U103 22,032 725,334 SH SOLE 0 725,334
NEW ENGLAND BUSINESS COM 643872104 1,535 62,813 SH SOLE 0 62,813
NEW ENGLAND ELEC SYS COM 644001109 10,871 210,068 SH SOLE 0 210,068
NEW ERA OF NETWORKS ICOM 644312100 3,490 73,290 SH SOLE 0 73,290
NEW JERSEY RES CORP COM 646025106 2,675 68,469 SH SOLE 0 68,469
NEW PLAN EXCEL RLTY TCOM 648053106 3,996 252,694 SH SOLE 0 252,694
NEW YORK TIMES CO CL A 650111107 25,872 526,653 SH SOLE 0 526,653
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NEWFIELD EXPL CO COM 651290108 2,473 92,446 SH SOLE 0 92,446
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NEWPARK RES INC COM PA651718504 1,240 202,432 SH SOLE 0 202,432
NEWPORT NEWS SHIPBUILCOM 652228107 3,605 131,079 SH SOLE 0 131,079
NEXTCARD INC COM 65332K107 4,068 140,900 SH SOLE 0 140,900
NEXTEL COMMUNICATIONSCL A 65332V103 133,955 1,298,953 SH SOLE 0 1,298,953
NEXTERA ENTERPRISES ICL A 65332E101 331 25,700 SH SOLE 0 25,700
NEXTLINK COMMUNICATIOCL A P65333H707 37,235 448,278 SH SOLE 0 448,278
NFO WORLDWIDE INC COM 62910N108 1,209 54,050 SH SOLE 0 54,050
NIAGARA MOHAWK HLDGS COM 653520106 7,216 517,710 SH SOLE 0 517,710
NICOR INC COM 654086107 4,185 128,777 SH SOLE 0 128,777
NIKE INC CL B 654106103 38,137 769,470 SH SOLE 0 769,470
NISOURCE INC COM 65473P105 6,311 353,054 SH SOLE 0 353,054
NL INDS INC COM NE629156407 3,840 254,923 SH SOLE 0 254,923
NOBLE AFFILIATES INC COM 654894104 3,584 167,190 SH SOLE 0 167,190
NOBLE DRILLING CORP COM 655042109 16,168 493,680 SH SOLE 0 493,680
NORDSON CORP COM NT655663102 3,670 76,062 SH SOLE 0 76,062
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NSTAR COM 67019E107 8,316 205,345 SH SOLE 0 205,345
NTL INC COM 629407107 26,821 214,996 SH SOLE 0 214,996
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O REILLY AUTOMOTIVE ICOM 686091109 1,260 58,608 SH SOLE 0 58,608
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OCTEL CORP COM 675727101 451 43,493 SH SOLE 0 43,493
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OGDEN CORP COM 676346109 1,452 121,609 SH SOLE 0 121,609
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OLD NATL BANCORP IND COM RT680033107 3,090 95,254 SH SOLE 0 95,254
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OLIN CORP COM PA680665205 2,222 112,131 SH SOLE 0 112,131
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OM GROUP INC COM 670872100 1,923 55,835 SH SOLE 0 55,835
OMEGA FINL CORP COM 682092101 577 19,891 SH SOLE 0 19,891
OMEGA HEALTHCARE INVEREAL E681936100 751 59,182 SH SOLE 0 59,182
OMEGA RESH INC COM 68211E101 429 71,500 SH SOLE 0 71,500
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OMNOVA SOLUTIONS INC COM 682129101 934 120,552 SH SOLE 0 120,552
ON ASSIGNMENT INC COM 682159108 353 11,800 SH SOLE 0 11,800
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ONEIDA LTD COM 682505102 1,588 73,008 SH SOLE 0 73,008
ONEOK INC NEW COM 682680103 10,642 423,548 SH SOLE 0 423,548
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OPEN MKT INC COM 68370M100 3,294 73,002 SH SOLE 0 73,002
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OPTICAL CABLE CORP COM 683827109 162 8,077 SH SOLE 0 8,077
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OREGON STL MLS INC COM 686079104 587 74,003 SH SOLE 0 74,003
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ORIENTAL FINL GROUP ICOM 68618W100 332 15,066 SH SOLE 0 15,066
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OSHKOSH B GOSH INC CL A 688222207 2,188 103,860 SH SOLE 0 103,860
OTTER TAIL PWR CO COM 689648103 1,721 45,894 SH SOLE 0 45,894
OUTBACK STEAKHOUSE INC 689899102 4,674 180,192 SH SOLE 0 180,192
OVERSEAS SHIPHOLDING COM 690368105 1,761 118,874 SH SOLE 0 118,874
OWENS + MINOR INC NEWCOM 690732102 1,034 115,728 SH SOLE 0 115,728
OWENS CORNING COM 69073F103 2,863 148,229 SH SOLE 0 148,229
OWENS ILL INC COM NE690768403 9,996 398,843 SH SOLE 0 398,843
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P COM INC COM 693262107 1,706 192,904 SH SOLE 0 192,904
P P + L RES INC COM 693499105 9,622 420,619 SH SOLE 0 420,619
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PACKETEER INC COM 695210104 3,195 45,000 SH SOLE 0 45,000
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PAGING NETWORK INC COM 695542100 257 316,193 SH SOLE 0 316,193
PAINE WEBBER GROUP INCOM 695629105 14,844 382,453 SH SOLE 0 382,453
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PALL CORP COM 696429307 6,839 317,184 SH SOLE 0 317,184
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PAN PAC RETAIL PPTYS COM 69806L104 475 29,100 SH SOLE 0 29,100
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PARADYNE CORP COM 69911G107 515 18,900 SH SOLE 0 18,900
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PARK ELECTROCHEMICAL CORP 700416209 1,010 38,038 SH SOLE 0 38,038
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PARKER DRILLING CO COM 701081101 783 245,498 SH SOLE 0 245,498
PARKER HANNIFIN CORP COM 701094104 18,354 357,685 SH SOLE 0 357,685
PARKWAY PPTYS INC COM 70159Q104 840 29,144 SH SOLE 0 29,144
PARTY CITY CORP COM 702145103 9 8,908 SH SOLE 0 8,908
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PATTERSON DENTAL CO COM 703412106 2,148 50,404 SH SOLE 0 50,404
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PAXAR CORP COM 704227107 986 116,912 SH SOLE 0 116,912
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PAYCHEX INC COM 704326107 39,342 983,553 SH SOLE 0 983,553
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PCORDER COM INC CL A 70453H107 270 5,300 SH SOLE 0 5,300
PE CORP COM CE69332S201 17,774 119,290 SH SOLE 0 119,290
PE CORP COM PE69332S102 65,334 543,032 SH SOLE 0 543,032
PECO ENERGY CO COM 693304107 21,675 623,750 SH SOLE 0 623,750
PEDIATRIX MED GROUP COM 705324101 193 27,500 SH SOLE 0 27,500
PEGASUS COMMUNICATIONCL A 705904100 2,874 29,400 SH SOLE 0 29,400
PEGASUS SYS INC COM 705906105 7,040 116,725 SH SOLE 0 116,725
PEGASYSTEMS INC COM 705573103 336 29,908 SH SOLE 0 29,908
PENN TREATY AMERN CORCOM 707874103 151 9,600 SH SOLE 0 9,600
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PENNEY J C INC COM 708160106 13,901 697,243 SH SOLE 0 697,243
PENNSYLVANIA REAL ESTSH BEN709102107 492 33,774 SH SOLE 0 33,774
PENNZOIL QUAKER ST COCOM 709323109 2,433 238,840 SH SOLE 0 238,840
PENTAIR INC COM 709631105 10,701 277,950 SH SOLE 0 277,950
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PEOPLES BK BRIDGEPORT CONN 710198102 1,072 50,764 SH SOLE 0 50,764
PEOPLES ENERGY CORP COM 711030106 2,842 84,821 SH SOLE 0 84,821
PEOPLES HERITAGE FINLCOM 711147108 4,649 308,627 SH SOLE 0 308,627
PEOPLESOFT INC COM 712713106 15,359 720,679 SH SOLE 0 720,679
PEP BOYS MANNY MOE + COM 713278109 1,390 155,525 SH SOLE 0 155,525
PEPSI BOTTLING GROUP COM 713409100 4,329 261,400 SH SOLE 0 261,400
PEPSICO INC COM 713448108 158,882 4,507,289 SH SOLE 0 4,507,289
PER SE TECHNOLOGIES ICOM NE713569309 474 56,350 SH SOLE 0 56,350
PEREGRINE SYS INC COM 71366Q101 12,352 146,719 SH SOLE 0 146,719
PERFORMANCE FOOD GROUCOM 713755106 676 27,750 SH SOLE 0 27,750
PERKINELMER INC COM 714046109 5,244 125,786 SH SOLE 0 125,786
PERRIGO CO 714290103 1,488 185,955 SH SOLE 0 185,955
PERSONAL GROUP OF AMECOM 715338109 804 78,400 SH SOLE 0 78,400
PERVASIVE SOFTWARE INCOM 715710109 369 21,800 SH SOLE 0 21,800
PETCO ANIMAL SUPPLIESCOM 716016100 755 50,750 SH SOLE 0 50,750
PETSMART INC 716768106 1,978 343,956 SH SOLE 0 343,956
PFF BANCORP INC COM 69331W104 880 45,432 SH SOLE 0 45,432
PFIZER INC COM 717081103 367,848 11,340,196 SH SOLE 0 11,340,196
PG+E CORP COM 69331C108 29,532 1,440,569 SH SOLE 0 1,440,569
PHARMACEUTICAL PROD DCOM 717124101 547 46,095 SH SOLE 0 46,095
PHARMACIA + UPJOHN INCOM 716941109 68,844 1,529,862 SH SOLE 0 1,529,862
PHARMACYCLICS INC COM 716933106 608 14,751 SH SOLE 0 14,751
PHELPS DODGE CORP COM 717265102 15,962 236,913 SH SOLE 0 236,913
PHILADELPHIA CONS HLDCOM 717528103 287 19,800 SH SOLE 0 19,800
PHILADELPHIA SUBN CORCOM PA718009608 1,765 85,299 SH SOLE 0 85,299
PHILIP MORRIS COS INCCOM 718154107 171,537 7,458,113 SH SOLE 0 7,458,113
PHILLIPS PETE CO COM 718507106 34,053 724,526 SH SOLE 0 724,526
PHILLIPS VAN HEUSEN CCOM 718592108 784 94,361 SH SOLE 0 94,361
PHOENIX INVT PARTNERSCOM 719085102 651 80,090 SH SOLE 0 80,090
PHONE COM INC COM 71920Q100 3,942 34,000 SH SOLE 0 34,000
PHOTRONICS INC 719405102 1,291 45,100 SH SOLE 0 45,100
PHYCOR INC COM 71940F100 315 168,064 SH SOLE 0 168,064
PICTURETEL CORP COM NE720035302 512 118,632 SH SOLE 0 118,632
PIEDMONT NAT GAS INC COM 720186105 3,786 125,672 SH SOLE 0 125,672
PIER 1 IMPORTS INC COM 720279108 2,328 365,200 SH SOLE 0 365,200
PILGRIMS PRIDE CORP CL A 721467207 251 38,957 SH SOLE 0 38,957
PILGRIMS PRIDE CORP COM 721467108 648 77,915 SH SOLE 0 77,915
PINNACLE SYS INC COM 723481107 792 19,456 SH SOLE 0 19,456
PINNACLE WEST CAP CORCOM 723484101 7,860 257,185 SH SOLE 0 257,185
PIONEER GROUP INC COM 723684106 1,341 85,142 SH SOLE 0 85,142
PIONEER NAT RES CO COM 723787107 1,776 198,691 SH SOLE 0 198,691
PIONEER STD ELECTRS ICOM 723877106 1,388 96,156 SH SOLE 0 96,156
PITNEY BOWES INC COM 724479100 51,373 1,063,344 SH SOLE 0 1,063,344
PITTSTON BRINKS GROUPCOM 725701106 2,277 103,497 SH SOLE 0 103,497
PITTSTON CO BURLIN725701882 506 47,648 SH SOLE 0 47,648
PITTWAY CORP DEL CL A 725790208 12,905 287,980 SH SOLE 0 287,980
PIXAR COM 725811103 998 28,200 SH SOLE 0 28,200
PLAINS RES INC COM PA726540503 865 69,200 SH SOLE 0 69,200
PLANET HOLLYWOOD INTLCOM 727025108 3 47,100 SH SOLE 0 47,100
PLANTRONICS INC NEW COM 727493108 3,721 52,000 SH SOLE 0 52,000
PLAYBOY ENTERPRISES ICOM CL728117300 1,678 69,007 SH SOLE 0 69,007
PLAYTEX PRODS INC COM 72813P100 1,590 103,424 SH SOLE 0 103,424
PLEXUS CORP COM 729132100 1,320 30,000 SH SOLE 0 30,000
PLUM CREEK TIMBER CO COM 729251108 1,493 59,700 SH SOLE 0 59,700
PLX TECHNOLOGY INC COM 693417107 695 36,700 SH SOLE 0 36,700
PMC SIERRA INC COM 69344F106 33,815 210,932 SH SOLE 0 210,932
PMI GROUP INC COM 69344M101 6,682 136,887 SH SOLE 0 136,887
PNC BK CORP COM 693475105 51,121 1,148,791 SH SOLE 0 1,148,791
POGO PRODUCING CO COM 730448107 2,424 118,979 SH SOLE 0 118,979
POLARIS INDS INC COM 731068102 2,035 56,144 SH SOLE 0 56,144
POLAROID CORP COM 731095105 2,124 112,891 SH SOLE 0 112,891
POLICY MGMT SYS CORP COM 731108106 3,857 150,866 SH SOLE 0 150,866
POLO RALPH LAUREN CORCL A 731572103 1,455 85,300 SH SOLE 0 85,300
POLYCOM INC COM 73172K104 2,140 33,600 SH SOLE 0 33,600
POLYMER GROUP INC COM 731745105 747 40,936 SH SOLE 0 40,936
POPULAR INC COM 733174106 9,787 350,321 SH SOLE 0 350,321
PORTAL SOFTWARE INC COM 736126103 8,004 77,800 SH SOLE 0 77,800
POST PPTYS INC COM 737464107 4,203 109,871 SH SOLE 0 109,871
POTLATCH CORP COM 737628107 3,248 72,791 SH SOLE 0 72,791
POTOMAC ELEC PWR CO COM 737679100 5,781 252,024 SH SOLE 0 252,024
POWER INTEGRATIONS COM 739276103 4,506 94,000 SH SOLE 0 94,000
POWERTEL INC COM 73936C109 6,218 61,950 SH SOLE 0 61,950
POWERWAVE TECHNOLOGIECOM 739363109 4,488 76,881 SH SOLE 0 76,881
PPG INDS INC COM 693506107 33,218 530,964 SH SOLE 0 530,964
PRAXAIR INC COM 74005P104 23,140 459,923 SH SOLE 0 459,923
PRE PAID LEGAL SVCS ICOM 740065107 1,922 80,100 SH SOLE 0 80,100
PRECISION CASTPARTS CCOM 740189105 2,056 78,311 SH SOLE 0 78,311
PREDICTIVE SYS INC COM 74036W102 2,777 42,400 SH SOLE 0 42,400
PREMIER PKS INC COM NE740540208 1,859 64,381 SH SOLE 0 64,381
PREMIERE TECHNOLOGIESCOM 74058F102 1,060 151,400 SH SOLE 0 151,400
PRENTISS PPTYS TR SH BEN740706106 2,459 115,050 SH SOLE 0 115,050
PRESIDENTIAL LIFE CORCOM 740884101 3,392 184,611 SH SOLE 0 184,611
PRESSTEK INC 741113104 1,207 87,000 SH SOLE 0 87,000
PREVIEW TRAVEL INC COM 74137R101 5,269 101,087 SH SOLE 0 101,087
PRI AUTOMATION INC COM 69357H106 2,161 32,200 SH SOLE 0 32,200
PRICE COMMUNICATIONS COM 741437305 385 13,860 SH SOLE 0 13,860
PRICE T ROWE + ASSOC COM 741477103 20,865 564,868 SH SOLE 0 564,868
PRICELINE COM INC COM 741503106 3,932 83,000 SH SOLE 0 83,000
PRIDE INTL INC COM 741932107 1,544 105,578 SH SOLE 0 105,578
PRIMARK CORP COM 741903108 2,302 82,757 SH SOLE 0 82,757
PRIME GROUP RLTY TR SH BEN74158J103 198 13,064 SH SOLE 0 13,064
PRIME HOSPITALITY CORCOM 741917108 1,037 117,668 SH SOLE 0 117,668
PRIME RETAIL INC COM 741570105 703 124,897 SH SOLE 0 124,897
PRIMEDIA INC COM 74157K101 6,951 421,300 SH SOLE 0 421,300
PRIMUS TELECOMM GROUPCOM 741929103 4,628 121,000 SH SOLE 0 121,000
PRIORITY HEALTHCARE CCL B 74264T102 734 25,353 SH SOLE 0 25,353
PRISM FINL CORP COM 74264Q108 32 5,700 SH SOLE 0 5,700
PRISON REALTY CORP COM 74264N105 1,712 338,124 SH SOLE 0 338,124
PRIVATE BUSINESS INC COM 74267D104 25 5,100 SH SOLE 0 5,100
PROBUSINESS SVCS INC COM 742674104 1,386 38,500 SH SOLE 0 38,500
PROCTER + GAMBLE CO COM 742718109 450,536 4,112,140 SH SOLE 0 4,112,140
PROCURENET INC COM 742804107 0 18,800 SH SOLE 0 18,800
PROFIT RECOVERY GROUPCOM 743168106 677 25,500 SH SOLE 0 25,500
PROGRESS SOFTWARE CORCOM 743312100 3,831 67,515 SH SOLE 0 67,515
PROGRESSIVE CORP OHIOCOM 743315103 14,346 196,179 SH SOLE 0 196,179
PROJECT SOFTWARE + DECOM 74339P101 15,582 280,754 SH SOLE 0 280,754
PROLOGIS TR SH BEN743410102 4,853 252,113 SH SOLE 0 252,113
PROTECTIVE LIFE CORP COM 743674103 5,036 158,315 SH SOLE 0 158,315
PROTEIN DESIGN LABS ICOM 74369L103 3,847 54,960 SH SOLE 0 54,960
PROVIDENT AMERN CORP COM 743832107 2,882 81,900 SH SOLE 0 81,900
PROVIDENT BANKSHARES CORP 743859100 1,342 77,530 SH SOLE 0 77,530
PROVIDENT FINL GROUP COM 743866105 3,110 86,698 SH SOLE 0 86,698
PROVIDIAN FINL CORP COM 74406A102 48,823 536,148 SH SOLE 0 536,148
PROVINCE HEALTHCARE CCOM 743977100 1,194 62,867 SH SOLE 0 62,867
PROXICOM INC COM 744282104 9,448 76,000 SH SOLE 0 76,000
PROXIM INC COM 744284100 1,870 17,000 SH SOLE 0 17,000
PROXYMED PHARMACY INCCOM 744290107 368 37,700 SH SOLE 0 37,700
PS BUSINESS PKS INC CCOM 69360J107 492 21,633 SH SOLE 0 21,633
PSINET INC COM 74437C101 13,992 226,584 SH SOLE 0 226,584
PSS WORLD MED INC COM 69366A100 2,840 300,883 SH SOLE 0 300,883
PUBLIC STORAGE INC COM 74460D109 6,166 271,786 SH SOLE 0 271,786
PUBLIC SVC CO N C INCCOM 744516105 2,008 62,155 SH SOLE 0 62,155
PUBLIC SVC CO NM COM 744499104 2,657 163,528 SH SOLE 0 163,528
PUBLIC SVC ENTERPRISECOM 744573106 23,002 660,746 SH SOLE 0 660,746
PUGET SOUND ENERGY INCOM RT745332106 4,907 253,280 SH SOLE 0 253,280
PULITZER INC COM 745769109 1,575 39,066 SH SOLE 0 39,066
PULTE CORP COM 745867101 4,238 188,364 SH SOLE 0 188,364
PXRE GROUP LIMITED BESHS G73018106 443 34,091 SH SOLE 0 34,091
QLOGIC CORP COM 747277101 10,628 66,480 SH SOLE 0 66,480
QRS CORP COM 74726X105 3,670 34,950 SH SOLE 0 34,950
QUADRAMED CORP COM 74730W101 861 98,786 SH SOLE 0 98,786
QUAKER OATS CO COM 747402105 33,885 516,336 SH SOLE 0 516,336
QUALCOMM INC COM 747525103 361,473 2,052,368 SH SOLE 0 2,052,368
QUANEX CORP COM 747620102 1,250 49,022 SH SOLE 0 49,022
QUANTA SERVICES INC COM 74762E102 110 3,900 SH SOLE 0 3,900
QUANTUM CORP DSSG C747906204 7,393 488,802 SH SOLE 0 488,802
QUANTUM CORP HDDG C747906303 1,696 244,401 SH SOLE 0 244,401
QUEENS CNTY BANCORP COM 748242104 2,270 83,688 SH SOLE 0 83,688
QUEST DIAGNOSTICS INCCOM 74834L100 2,348 76,815 SH SOLE 0 76,815
QUEST SOFTWARE INC COM 74834T103 5,161 50,600 SH SOLE 0 50,600
QUESTAR CORP COM 748356102 4,245 283,006 SH SOLE 0 283,006
QUIKSILVER INC 74838C106 1,929 124,431 SH SOLE 0 124,431
QUINTILES TRANSNATIONCOM 748767100 5,287 282,939 SH SOLE 0 282,939
QUORUM HEALTH GROUP ICOM 749084109 1,975 212,115 SH SOLE 0 212,115
QWEST COMMUNICATIONS COM 749121109 28,335 658,952 SH SOLE 0 658,952
R + B FALCON CORP COM 74912E101 21,172 1,597,902 SH SOLE 0 1,597,902
R G S ENERGY GROUP INCOM 74956K104 2,351 114,356 SH SOLE 0 114,356
R.P.M. INC OHIO COM 749685103 2,954 289,937 SH SOLE 0 289,937
RADIAN GROUP INC COM 750236101 6,235 130,585 SH SOLE 0 130,585
RADIANT SYS INC COM 75025N102 1,591 39,584 SH SOLE 0 39,584
RADIO ONE INC CL A 75040P108 6,468 70,300 SH SOLE 0 70,300
RALCORP HLDGS INC NEWCOM 751028101 2,324 116,544 SH SOLE 0 116,544
RALSTON PURINA CO COM RA751277302 25,414 911,722 SH SOLE 0 911,722
RAMBUS INC DEL COM 750917106 1,466 21,740 SH SOLE 0 21,740
RARE MEDIUM GROUP INCCOM 75382N109 1,317 38,600 SH SOLE 0 38,600
RATIONAL SOFTWARE CORCOM NE75409P202 13,646 277,776 SH SOLE 0 277,776
RAYMOND JAMES FINANCICOM 754730109 3,478 186,747 SH SOLE 0 186,747
RAYONIER INC COM 754907103 5,607 116,049 SH SOLE 0 116,049
RAYOVAC CORP COM 755081106 630 33,376 SH SOLE 0 33,376
RAYTHEON CO CL B 755111408 39,027 1,469,249 SH SOLE 0 1,469,249
RAZORFISH INC CL A 755236106 10,445 109,800 SH SOLE 0 109,800
RCN CORP COM 749361101 6,163 127,078 SH SOLE 0 127,078
READ RITE CORP COM 755246105 756 159,107 SH SOLE 0 159,107
READERS DIGEST ASSN ICOM CL755267101 8,302 283,843 SH SOLE 0 283,843
REAL NETWORKS INC COM 75605L104 20,354 169,177 SH SOLE 0 169,177
REALTY INCOME CORP COM 756109104 1,627 78,900 SH SOLE 0 78,900
RECKSON ASSOCS RLTY CCL B 75621K304 218 9,601 SH SOLE 0 9,601
RECKSON ASSOCS RLTY CCOM 75621K106 2,429 118,507 SH SOLE 0 118,507
REDBACK NETWORKS INC COM 757209101 2,627 14,800 SH SOLE 0 14,800
REDWOOD TR INC. COM 758075402 378 30,200 SH SOLE 0 30,200
REEBOK INTL LTD COM 758110100 1,320 161,279 SH SOLE 0 161,279
REGAL BELOIT CORP COM 758750103 1,576 76,436 SH SOLE 0 76,436
REGENCY RLTY CORP COM 758939102 1,689 84,444 SH SOLE 0 84,444
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REGIONS FINL CORP COM 758940100 16,814 669,201 SH SOLE 0 669,201
REGIS CORP MINNESOTA COM 758932107 1,016 53,836 SH SOLE 0 53,836
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RELIANCE GROUP HLDGS COM 759464100 2,055 310,169 SH SOLE 0 310,169
RELIANCE STL + ALUM CCOM 759509102 1,213 51,750 SH SOLE 0 51,750
RELIANT ENERGY INC COM 75952J108 20,314 888,033 SH SOLE 0 888,033
RELIASTAR FINL CORP COM 75952U103 6,630 169,197 SH SOLE 0 169,197
REMEC INC COM 759543101 620 24,300 SH SOLE 0 24,300
REMEDY CORP COM 759548100 2,250 47,500 SH SOLE 0 47,500
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RENAL CARE GROUP INC COM 759930100 1,620 69,288 SH SOLE 0 69,288
RENT A CTR INC NEW COM 76009N100 802 40,500 SH SOLE 0 40,500
RENT WAY INC COM 76009U104 430 22,990 SH SOLE 0 22,990
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REPUBLIC GROUP INC COM 760473108 156 10,300 SH SOLE 0 10,300
REPUBLIC NY CORP COM 760719104 20,870 289,859 SH SOLE 0 289,859
REPUBLIC SEC FINL CORP 760758102 171 23,915 SH SOLE 0 23,915
RES CARE INC COM 760943100 281 22,050 SH SOLE 0 22,050
RESOURCE AMER INC COM NE761195205 223 28,343 SH SOLE 0 28,343
RESOURCE BANCSHARES MTG GRP761197102 200 44,156 SH SOLE 0 44,156
RESPIRONICS INC 761230101 847 106,343 SH SOLE 0 106,343
RETEK INC COM 76128Q109 5,320 70,700 SH SOLE 0 70,700
REVLON INC CL A 761525500 164 20,601 SH SOLE 0 20,601
REXALL SUNDOWN INC COM 761648104 1,344 130,308 SH SOLE 0 130,308
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REYNOLDS METALS CO COM 761763101 35,639 465,112 SH SOLE 0 465,112
REYNOLDS R J TOB HLDGCOM 76182K105 5,577 316,431 SH SOLE 0 316,431
RF MICRO DEVICES INC COM 749941100 9,458 138,200 SH SOLE 0 138,200
RFS HOTEL INVS INC COM 74955J108 685 65,600 SH SOLE 0 65,600
RH DONNELLEY CORP COM NE74955W307 1,794 95,060 SH SOLE 0 95,060
RHYTHMS NETCONNECTIONCOM 762430205 2,207 71,200 SH SOLE 0 71,200
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RISK CAP HLDG INC COM 767711104 699 55,400 SH SOLE 0 55,400
RITE AID CORP COM 767754104 7,356 661,200 SH SOLE 0 661,200
RIVIANA FOODS INC DELCOM 769536103 279 15,700 SH SOLE 0 15,700
RLI CORP COM 749607107 1,438 42,303 SH SOLE 0 42,303
ROADWAY EXPRESS INC DCOM 769742107 1,092 50,517 SH SOLE 0 50,517
ROBBINS + MYERS INC COM 770196103 844 37,320 SH SOLE 0 37,320
ROBERT HALF INTL INC COM 770323103 10,836 379,390 SH SOLE 0 379,390
ROCK TENN CO COM CL772739207 1,221 82,760 SH SOLE 0 82,760
ROCKWELL INTL CORP NECOM 773903109 36,186 755,841 SH SOLE 0 755,841
ROGERS CORP COM 775133101 1,002 26,200 SH SOLE 0 26,200
ROHM + HAAS CO COM 775371107 25,660 630,659 SH SOLE 0 630,659
ROHN INDS INC COM 775381106 217 75,527 SH SOLE 0 75,527
ROLLINS INC COM 775711104 1,321 88,036 SH SOLE 0 88,036
ROLLINS TRUCK LEASINGCOM 775741101 3,098 259,531 SH SOLE 0 259,531
ROMAC INTL INC COM 775835101 791 58,896 SH SOLE 0 58,896
ROPER INDS COM 776696106 3,625 95,868 SH SOLE 0 95,868
ROSLYN BANCORP INC COM 778162107 2,656 143,566 SH SOLE 0 143,566
ROSS STORES INC COM 778296103 8,331 464,452 SH SOLE 0 464,452
ROUGE INDS INC DEL CL A 779088103 187 23,711 SH SOLE 0 23,711
ROUSE CO COM 779273101 17,270 812,691 SH SOLE 0 812,691
ROWAN COS INC COM 779382100 7,458 343,884 SH SOLE 0 343,884
RPC INC COM 749660106 571 99,266 SH SOLE 0 99,266
RSA SEC INC COM 749719100 4,976 64,200 SH SOLE 0 64,200
RTI INTL METALS INC COM 74973W107 286 38,100 SH SOLE 0 38,100
RUBY TUESDAY INC COM 781182100 2,473 135,962 SH SOLE 0 135,962
RUDDICK CORP COM 781258108 1,850 119,359 SH SOLE 0 119,359
RUSS BERRIE + CO INC COM 782233100 1,860 70,867 SH SOLE 0 70,867
RUSSELL CORP COM 782352108 1,840 109,880 SH SOLE 0 109,880
RYANS FAMILY STEAK HOCOM 783519101 2,270 267,031 SH SOLE 0 267,031
RYDER SYS INC COM 783549108 5,594 228,893 SH SOLE 0 228,893
RYERSON TULL INC NEW COM 78375P107 1,759 90,479 SH SOLE 0 90,479
RYLAND GROUP INC COM 783764103 1,505 65,247 SH SOLE 0 65,247
S + T BANCORP INC 783859101 510 22,000 SH SOLE 0 22,000
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SAFECO CORP COM 786429100 8,624 346,699 SH SOLE 0 346,699
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SAFESCIENCE INC COM 786452102 300 25,800 SH SOLE 0 25,800
SAFESKIN CORP COM 786454108 1,130 93,192 SH SOLE 0 93,192
SAFETY KLEEN CORP NEWCOM NE78648R203 1,845 163,050 SH SOLE 0 163,050
SAFEWAY INC COM NE786514208 60,012 1,678,657 SH SOLE 0 1,678,657
SAGA SYS INC COM 786610105 89 4,453 SH SOLE 0 4,453
SAGENT TECHNOLOGY INCOC COM786693101 1,057 35,300 SH SOLE 0 35,300
SAKS INC COM 79377W108 6,840 439,486 SH SOLE 0 439,486
SALESLOGIX CORP COM 79466P105 39,133 953,000 SH SOLE 0 953,000
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SANGSTAT MED CORP COM 801003104 1,279 43,000 SH SOLE 0 43,000
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SANTA FE SNYDER CORP COM 80218K105 3,641 455,165 SH SOLE 0 455,165
SAPIENT CORP COM 803062108 2,255 16,000 SH SOLE 0 16,000
SARA LEE CORP COM 803111103 61,209 2,774,331 SH SOLE 0 2,774,331
SAUL CTRS INC COM 804395101 86 6,100 SH SOLE 0 6,100
SAWTEK INC COM 805468105 3,099 46,560 SH SOLE 0 46,560
SBC COMMUNICATIONS INCOM 78387G103 523,048 10,729,190 SH SOLE 0 10,729,190
SCANA CORP COM 805898103 7,211 268,333 SH SOLE 0 268,333
SCHERING PLOUGH CORP COM 806605101 209,691 4,948,456 SH SOLE 0 4,948,456
SCHLUMBERGER LTD COM 806857108 96,213 1,714,260 SH SOLE 0 1,714,260
SCHOLASTIC CORP 807066105 1,699 27,320 SH SOLE 0 27,320
SCHULMAN A INC COM 808194104 2,116 129,721 SH SOLE 0 129,721
SCHWAB CHARLES CORP NEW CO808513105 92,258 2,411,972 SH SOLE 0 2,411,972
SCHWEITZER MAUDUIT INCOM 808541106 845 62,877 SH SOLE 0 62,877
SCI SYS INC COM 783890106 13,881 168,890 SH SOLE 0 168,890
SCIENT CORP COM 80864H109 10,182 117,800 SH SOLE 0 117,800
SCIENTIFIC ATLANTA INCOM 808655104 11,476 205,379 SH SOLE 0 205,379
SCIENTIFIC GAMES HLDGCOM 808747109 638 38,500 SH SOLE 0 38,500
SCM MICROSYSTEMS INC COM 784018103 792 12,384 SH SOLE 0 12,384
SCOTT TECHNOLOGIES INCOM 810022301 1,477 78,247 SH SOLE 0 78,247
SCOTTS CO CL A 810186106 3,381 84,004 SH SOLE 0 84,004
SCPIE HLDGS INC COM 78402P104 386 12,000 SH SOLE 0 12,000
SCRIPPS E W CO OH CL A 811054204 7,057 157,485 SH SOLE 0 157,485
SDL INC COM 784076101 15,870 72,800 SH SOLE 0 72,800
SEABORD CORP DEL COM 811543107 929 4,782 SH SOLE 0 4,782
SEACOR SMIT INC COM 811904101 1,224 23,654 SH SOLE 0 23,654
SEAGATE TECHNOLOGY COM 811804103 28,432 610,611 SH SOLE 0 610,611
SEALED AIR CORP NEW COM 81211K100 14,831 286,251 SH SOLE 0 286,251
SEARS ROEBUCK + CO COM 812387108 36,621 1,205,640 SH SOLE 0 1,205,640
SEI INVESTMENTS CO COM 784117103 10,903 91,612 SH SOLE 0 91,612
SEITEL INC COM NE816074306 350 51,886 SH SOLE 0 51,886
SELECTIVE INS GROUP ICOM 816300107 1,691 98,359 SH SOLE 0 98,359
SEMCO ENERGY INC COM 78412D109 629 53,260 SH SOLE 0 53,260
SEMPRA ENERGY COM 816851109 12,228 703,757 SH SOLE 0 703,757
SEMTECH CORP COM 816850101 9,184 176,196 SH SOLE 0 176,196
SENIOR HSG PPTSY TR SH BEN81721M109 530 42,789 SH SOLE 0 42,789
SENSORMATIC ELECTRS CCOM 817265101 4,511 258,700 SH SOLE 0 258,700
SEPRACOR INC COM 817315104 9,582 96,600 SH SOLE 0 96,600
SEQUA CORP CL A 817320104 1,898 35,192 SH SOLE 0 35,192
SEROLOGICALS CORP COM 817523103 334 55,650 SH SOLE 0 55,650
SERVICE CORP INTL COM 817565104 4,760 686,127 SH SOLE 0 686,127
SERVICE EXPERTS INC COM 817567100 59 10,200 SH SOLE 0 10,200
SERVICE MASTER COMPANCOM 81760N109 7,571 614,900 SH SOLE 0 614,900
SFX ENTMT INC CL A 784178105 1,520 42,000 SH SOLE 0 42,000
SHARED MEDI CAL SYSTECOM 819486101 3,694 72,517 SH SOLE 0 72,517
SHAW INDS INC COM 820286102 6,412 413,681 SH SOLE 0 413,681
SHERWIN WILLIAMS CO COM 824348106 11,238 535,131 SH SOLE 0 535,131
SHOP AT HOME INC COM NE825066301 2,729 274,600 SH SOLE 0 274,600
SHOPKO STORES INC COM 824911101 1,709 74,287 SH SOLE 0 74,287
SHOREWOOD PACKAGING CCOM 825229107 13,954 736,857 SH SOLE 0 736,857
SHURGARD STORAGE CTRSCL A 82567D104 1,976 85,200 SH SOLE 0 85,200
SICOR INC COM 825846108 740 95,500 SH SOLE 0 95,500
SIEBEL SYS INC COM 826170102 70,009 833,438 SH SOLE 0 833,438
SIERRA HEALTH SVCS INC 826322109 503 75,150 SH SOLE 0 75,150
SIERRA PAC RES NEW COM 826428104 4,373 251,711 SH SOLE 0 251,711
SIGCORP INC COM 826912107 1,966 86,428 SH SOLE 0 86,428
SIGMA ALDRICH COM 826552101 8,395 279,246 SH SOLE 0 279,246
SILGAN HLDGS INC COM 827048109 475 35,500 SH SOLE 0 35,500
SILICON GRAPHICS INC COM 827056102 4,643 479,245 SH SOLE 0 479,245
SILICON IMAGE INC COM 82705T102 4,463 63,700 SH SOLE 0 63,700
SILICON VY BANCSHARESCOM 827064106 5,103 103,088 SH SOLE 0 103,088
SILICON VY GROUP INC COM 827066101 1,197 67,461 SH SOLE 0 67,461
SILICONIX INC COM NE827079203 5,470 41,600 SH SOLE 0 41,600
SILKNET SOFTWARE INC COM 827094103 1,641 9,900 SH SOLE 0 9,900
SIMON PPTY GROUP INC COM 828806109 9,656 420,971 SH SOLE 0 420,971
SIMPSON INDS INC COM 829060102 816 72,525 SH SOLE 0 72,525
SIMPSON MFG INC COM 829073105 1,063 24,300 SH SOLE 0 24,300
SINCLAIR BROADCAST GRCL A 829226109 8,460 693,302 SH SOLE 0 693,302
SIPEX CORP COM 829909100 876 35,652 SH SOLE 0 35,652
SIRIUS SATELLITE RADICOM 82966U103 4,368 98,151 SH SOLE 0 98,151
SITEL CORP COM 82980K107 2,237 319,600 SH SOLE 0 319,600
SKY FINL GROUP INC COM 83080P103 2,188 108,707 SH SOLE 0 108,707
SKYLINE CORP COM 830830105 633 26,930 SH SOLE 0 26,930
SL GREEN RLTY CORP COM 78440X101 1,542 70,900 SH SOLE 0 70,900
SLI INC COM 78442T108 433 31,925 SH SOLE 0 31,925
SLM HLDG CORP COM 78442A109 25,470 602,843 SH SOLE 0 602,843
SMART + FINAL INC 831683107 116 15,995 SH SOLE 0 15,995
SMARTALK TELESERVICESCOM 83169A100 0 18,300 SH SOLE 0 18,300
SMITH A O CORP COM 831865209 1,168 53,377 SH SOLE 0 53,377
SMITH CHARLES E RESIDCOM 832197107 3,587 101,400 SH SOLE 0 101,400
SMITH INTL INC COM 832110100 6,790 136,647 SH SOLE 0 136,647
SMITHFIELD FOODS INC COM 832248108 2,718 113,240 SH SOLE 0 113,240
SMUCKER J M CO CL A 832696108 1,313 67,345 SH SOLE 0 67,345
SMURFIT STONE CONTAINCOM 832727101 10,691 436,373 SH SOLE 0 436,373
SNAP ON INC COM 833034101 4,865 183,164 SH SOLE 0 183,164
SNYDER COMMUNICATIONSCIRCLE832914204 323 26,274 SH SOLE 0 26,274
SNYDER COMMUNICATIONSCOM 832914105 2,023 105,099 SH SOLE 0 105,099
SODEXHO MARRIOTT SVCSCOM 833793102 1,158 89,092 SH SOLE 0 89,092
SOFTNET SYS INC COM 833964109 1,374 54,700 SH SOLE 0 54,700
SOFTWARE COM INC OC COM83402P104 5,088 53,000 SH SOLE 0 53,000
SOLA INTL INC COM 834092108 964 69,500 SH SOLE 0 69,500
SOLECTRON CORP COM 834182107 109,321 1,149,237 SH SOLE 0 1,149,237
SOLUTIA INC COM 834376105 5,920 383,494 SH SOLE 0 383,494
SONIC CORP 835451105 1,881 66,000 SH SOLE 0 66,000
SONOCO PRODS CO COM 835495102 6,017 264,474 SH SOLE 0 264,474
SOTHEBYS HLDGS INC CL A 835898107 3,637 121,245 SH SOLE 0 121,245
SOURCE MEDIA INC COM NE836153304 5,252 283,900 SH SOLE 0 283,900
SOUTH JERSEY INDS INCCOM 838518108 1,278 44,951 SH SOLE 0 44,951
SOUTHDOWN INC COM 841297104 24,517 474,911 SH SOLE 0 474,911
SOUTHERN CO COM 842587107 46,416 1,975,164 SH SOLE 0 1,975,164
SOUTHERN PAC FDG CORPCOM 843576109 1 25,800 SH SOLE 0 25,800
SOUTHERN UN CO NEW COM 844030106 3,129 163,609 SH SOLE 0 163,609
SOUTHTRUST CORP COM 844730101 16,674 440,970 SH SOLE 0 440,970
SOUTHWEST AIRLS CO COM 844741108 25,809 1,600,584 SH SOLE 0 1,600,584
SOUTHWEST BANCORPORATCOM 84476R109 408 20,600 SH SOLE 0 20,600
SOUTHWEST GAS CORP COM 844895102 2,148 93,406 SH SOLE 0 93,406
SOUTHWESTERN ENERGY CCOM 845467109 758 115,469 SH SOLE 0 115,469
SOVEREIGN BANCORP INCCOM 845905108 4,414 592,203 SH SOLE 0 592,203
SOVRAN SELF STORAGE ICOM 84610H108 1,792 96,200 SH SOLE 0 96,200
SPANISH BROADCASTING CL A N846425882 1,352 33,600 SH SOLE 0 33,600
SPARTECH CORP COM NE847220209 1,513 46,900 SH SOLE 0 46,900
SPDR TRUST UNIT S78462F103 617 4,200 SH SOLE 0 4,200
SPECIALTY EQUIP COS ICOM 847497203 13,652 570,300 SH SOLE 0 570,300
SPECTRUM INFORMATION COM NE847623303 1 1,092 SH SOLE 0 1,092
SPEEDFAM IPEC INC COM 847705100 2,327 179,877 SH SOLE 0 179,877
SPEEDWAY MOTORSPORTSICOM 847788106 337 12,100 SH SOLE 0 12,100
SPIEKER PPTYS INC COM 848497103 6,224 170,808 SH SOLE 0 170,808
SPORTSLINE USA INC COM 848934105 3,070 61,252 SH SOLE 0 61,252
SPRINGS INDS INC COM 851783100 2,986 74,758 SH SOLE 0 74,758
SPRINT CORP COM 852061100 171,687 2,550,599 SH SOLE 0 2,550,599
SPRINT CORP PCS CO852061506 136,395 1,330,685 SH SOLE 0 1,330,685
SPS TECHNOLOGIES INC COM 784626103 2,615 81,892 SH SOLE 0 81,892
SPX CORP COM 784635104 7,544 93,351 SH SOLE 0 93,351
SPYGLASS INC COM 852192103 3,386 89,300 SH SOLE 0 89,300
SS+C TECHNOLOGIES INCCOM 85227Q100 104 16,039 SH SOLE 0 16,039
ST JOE CO COM 790148100 3,243 133,391 SH SOLE 0 133,391
ST JUDE MED INC COM 790849103 24,423 795,876 SH SOLE 0 795,876
ST MARY LD + EXPL CO COM 792228108 304 12,300 SH SOLE 0 12,300
ST PAUL COS INC COM 792860108 20,691 614,209 SH SOLE 0 614,209
STAFF LEASING INC COM 852381102 291 30,582 SH SOLE 0 30,582
STAFFMARK INC COM 852389105 183 24,200 SH SOLE 0 24,200
STANCORP FINL GROUP ICOM 852891100 484 19,200 SH SOLE 0 19,200
STANDARD MTR PRODS INCL A 853666105 769 47,696 SH SOLE 0 47,696
STANDARD PAC CORP NEWCOM 85375C101 1,152 104,769 SH SOLE 0 104,769
STANDARD REGISTER COM 853887107 1,824 94,117 SH SOLE 0 94,117
STANDEX INTL CORP COM 854231107 1,882 89,909 SH SOLE 0 89,909
STANLEY WORKS COM 854616109 26,752 888,029 SH SOLE 0 888,029
STAPLES INC COM 855030102 39,216 1,889,939 SH SOLE 0 1,889,939
STAR TELECOMMUNICATIOCOM 854923109 159 20,134 SH SOLE 0 20,134
STARBUCKS CORP COM 855244109 13,530 557,918 SH SOLE 0 557,918
STARMEDIA NETWORK INCCOM 855546107 3,413 85,200 SH SOLE 0 85,200
STARRETT L S CO CL A F855668109 671 29,884 SH SOLE 0 29,884
STARTEK INC COM 85569C107 225 6,200 SH SOLE 0 6,200
STARWOOD FINANCIAL INCOM 85569R104 2,679 158,742 SH SOLE 0 158,742
STARWOOD HOTELS + RES1 CL B85590A203 11,848 504,189 SH SOLE 0 504,189
STATE AUTO FINL CORP COM 855707105 446 48,900 SH SOLE 0 48,900
STATE STREET CORPORATCOM 857477103 32,344 442,684 SH SOLE 0 442,684
STATEN IS BANCORP INCCOM 857550107 1,058 58,795 SH SOLE 0 58,795
STATION CASINOS INC 857689103 1,517 67,606 SH SOLE 0 67,606
STEEL DYNAMICS INC COM 858119100 712 44,654 SH SOLE 0 44,654
STEIN MART INC COM 858375108 361 63,448 SH SOLE 0 63,448
STEPAN CHEM CO COM 858586100 407 17,400 SH SOLE 0 17,400
STERIS CORP COM 859152100 2,561 249,878 SH SOLE 0 249,878
STERLING BANCSHARES ICOM 858907108 216 19,300 SH SOLE 0 19,300
STERLING COMM INC COM 859205106 18,689 549,680 SH SOLE 0 549,680
STERLING SOFTWARE INCCOM 859547101 17,214 546,480 SH SOLE 0 546,480
STEWART + STEVENSON SCOM 860342104 1,940 163,808 SH SOLE 0 163,808
STEWART ENTERPRISES ICL A 860370105 1,051 221,362 SH SOLE 0 221,362
STILLWATER MNG CO COM 86074Q102 2,262 70,950 SH SOLE 0 70,950
STONE + WEBSTER INC COM 861572105 729 43,336 SH SOLE 0 43,336
STONE ENERGY CORP 861642106 1,101 30,900 SH SOLE 0 30,900
STORAGE TECHNOLOGY COCOM PA862111200 7,599 412,138 SH SOLE 0 412,138
STORAGE USA INC COM 861907103 2,403 79,447 SH SOLE 0 79,447
STRIDE RITE CORP COM 863314100 803 123,489 SH SOLE 0 123,489
STRUCTURAL DYNAMICS RCOM RT863555108 1,468 115,120 SH SOLE 0 115,120
STRYKER CORP COM 863667101 20,022 287,571 SH SOLE 0 287,571
STUDENT LN CORP COM 863902102 201 4,028 SH SOLE 0 4,028
STURM RUGER + CO INC COM 864159108 773 87,128 SH SOLE 0 87,128
SUIZA FOODS CORP COM 865077101 1,527 38,545 SH SOLE 0 38,545
SULLIVAN INDS HLDGS ISR PFD67104Q205 12 24,000 SH SOLE 0 24,000
SUMMIT BANCORP COM 866005101 18,168 593,238 SH SOLE 0 593,238
SUMMIT PPTYS INC COM 866239106 1,257 70,303 SH SOLE 0 70,303
SUMMIT TECHNOLOGY INCCOM 86627E101 687 58,800 SH SOLE 0 58,800
SUN CMNTYS INC COM 866674104 1,616 50,199 SH SOLE 0 50,199
SUN HEALTHCARE GROUP COM 866933104 3 82,038 SH SOLE 0 82,038
SUN MICROSYSTEMS INC COM 866810104 397,984 5,139,416 SH SOLE 0 5,139,416
SUNBEAM CORP DEL NEW COM 867071102 1,216 290,414 SH SOLE 0 290,414
SUNGARD DATA SYS INC COM 867363103 8,205 345,478 SH SOLE 0 345,478
SUNGLASS HUT INTL INCCOM 86736F106 1,451 128,960 SH SOLE 0 128,960
SUNOCO INC COM 86764P109 23,492 999,674 SH SOLE 0 999,674
SUNRISE ASSISTED LIVICOM 86768K106 266 19,318 SH SOLE 0 19,318
SUNRISE MED INC COM 867910101 377 60,857 SH SOLE 0 60,857
SUNRISE TECHNOLOGIES INTL 86769L103 840 71,100 SH SOLE 0 71,100
SUNTERRA CORP COM 86787D109 1,894 164,659 SH SOLE 0 164,659
SUNTRUST BKS INC COM 867914103 62,756 911,986 SH SOLE 0 911,986
SUPERGEN INC COM 868059106 612 20,825 SH SOLE 0 20,825
SUPERIOR CONSULTANT ICOM 868146101 218 15,300 SH SOLE 0 15,300
SUPERIOR INDS INTL INCOM 868168105 2,196 81,888 SH SOLE 0 81,888
SUPERIOR TELECOM INC COM 868365107 307 19,863 SH SOLE 0 19,863
SUPERIOR TR 1 PFD CN86836P202 21 622 SH SOLE 0 622
SUPERVALU INC COM 868536103 8,462 423,116 SH SOLE 0 423,116
SUSQUEHANNA BANCSHARECOM 869099101 821 51,738 SH SOLE 0 51,738
SWIFT ENERGY CO COM 870738101 564 49,010 SH SOLE 0 49,010
SWIFT TRANSN INC 870756103 1,542 87,502 SH SOLE 0 87,502
SYBASE INC COM 871130100 3,368 198,127 SH SOLE 0 198,127
SYBRON INTL CORP WISCCOM 87114F106 14,068 569,844 SH SOLE 0 569,844
SYCAMORE NETWORKS INCCOM 871206108 1,571 5,100 SH SOLE 0 5,100
SYKES ENTERPRISES INCCOM 871237103 928 21,156 SH SOLE 0 21,156
SYLVAN LEARNING SYS ICOM 871399101 1,779 136,850 SH SOLE 0 136,850
SYMANTEC CORP COM 871503108 10,480 178,760 SH SOLE 0 178,760
SYMBOL TECHNOLOGIES ICOM 871508107 20,452 321,760 SH SOLE 0 321,760
SYNOPSYS INC COM 871607107 12,279 183,953 SH SOLE 0 183,953
SYNOVUS FINL CORP COM 87161C105 15,774 793,657 SH SOLE 0 793,657
SYSCO CORP COM 871829107 39,723 1,004,069 SH SOLE 0 1,004,069
SYSTEM SOFTWARE ASSOCCOM NE871839205 55 27,721 SH SOLE 0 27,721
SYSTEMAX INC COM 871851101 317 37,295 SH SOLE 0 37,295
SYSTEMS + COMPUTER TECOM 871873105 1,730 106,466 SH SOLE 0 106,466
T HQ INC COM 872443403 1,687 72,750 SH SOLE 0 72,750
TALBOTS INC COM 874161102 2,394 53,658 SH SOLE 0 53,658
TALK COM INC COM 874264104 1,725 97,157 SH SOLE 0 97,157
TANDY CORP COM 875382103 40,453 822,422 SH SOLE 0 822,422
TANGER FACTORY OUTLETCOM 875465106 311 15,000 SH SOLE 0 15,000
TAUBMAN CENTERS INC REIT 876664103 1,137 105,800 SH SOLE 0 105,800
TCF FINANCIAL CORP COM 872275102 7,638 307,037 SH SOLE 0 307,037
TECH DATA CORP COM 878237106 4,215 155,407 SH SOLE 0 155,407
TECHNE CORP COM 878377100 4,102 74,500 SH SOLE 0 74,500
TECHNITROL INC COM 878555101 1,945 43,700 SH SOLE 0 43,700
TECHNOLOGY SOLUTIONS COM 87872T108 6,921 211,325 SH SOLE 0 211,325
TECO ENERGY INC COM 872375100 5,812 313,087 SH SOLE 0 313,087
TECUMSEH PRODS CO CL A 878895200 2,421 51,314 SH SOLE 0 51,314
TEJON RANCH CO COM 879080109 749 31,543 SH SOLE 0 31,543
TEKELEC INC COM 879101103 3,059 135,952 SH SOLE 0 135,952
TEKTRONIX INC COM 879131100 4,762 122,493 SH SOLE 0 122,493
TELEBANC FINL CORP COM 87925R109 3,845 147,900 SH SOLE 0 147,900
TELEDYNE TECHNOLOGIESCOM 879360105 2,210 234,223 SH SOLE 0 234,223
TELEFLEX INC COM 879369106 3,634 116,056 SH SOLE 0 116,056
TELEPHONE + DATA SYS COM 879433100 20,438 162,203 SH SOLE 0 162,203
TELESCAN INC COM 879516102 1,585 64,200 SH SOLE 0 64,200
TELETECH HLDGS INC COM 879939106 1,317 39,084 SH SOLE 0 39,084
TELIGENT INC CL A 87959Y103 1,411 22,843 SH SOLE 0 22,843
TELLABS INC COM 879664100 110,365 1,719,421 SH SOLE 0 1,719,421
TEMPLE INLAND INC COM 879868107 11,855 179,798 SH SOLE 0 179,798
TENET HEALTHCARE CORPCOM 88033G100 24,702 1,051,162 SH SOLE 0 1,051,162
TENFOLD CORP COM 88033A103 583 14,600 SH SOLE 0 14,600
TENNANT CO COM 880345103 1,435 43,824 SH SOLE 0 43,824
TENNECO AUTOMOTIVE INCOM 880349105 832 89,301 SH SOLE 0 89,301
TEPPCO PARTNERS L P 872384102 1,352 70,000 SH SOLE 0 70,000
TERADYNE INC COM 880770102 37,391 566,530 SH SOLE 0 566,530
TERAYON COMMUNICATIONCOM 880775101 1,256 20,000 SH SOLE 0 20,000
TEREX CORP NEW COM 880779103 574 20,700 SH SOLE 0 20,700
TERRA INDS INC COM 880915103 1,910 1,222,216 SH SOLE 0 1,222,216
TESORO PETE CORP COM 881609101 1,022 88,425 SH SOLE 0 88,425
TETRA TECH INC NEW COM 88162G103 1,349 87,752 SH SOLE 0 87,752
TEXACO INC COM 881694103 87,555 1,612,059 SH SOLE 0 1,612,059
TEXAS INDS INC COM 882491103 3,209 75,396 SH SOLE 0 75,396
TEXAS INSTRS INC COM 882508104 254,205 2,630,836 SH SOLE 0 2,630,836
TEXAS REGL BANCSHARESCL A V882673106 396 13,650 SH SOLE 0 13,650
TEXAS UTILS CO COM 882848104 28,038 788,404 SH SOLE 0 788,404
TEXTRON INC COM 883203101 32,749 427,046 SH SOLE 0 427,046
THE TRUST COMPANY OF COM 898304100 510 22,281 SH SOLE 0 22,281
THERAGENICS CORP COM 883375107 573 63,200 SH SOLE 0 63,200
THERMEDICS INC COM 883901100 375 69,012 SH SOLE 0 69,012
THERMO CARDIOSYSTEMS COM NO88355K200 423 64,413 SH SOLE 0 64,413
THERMO ECOTEK CORP COM 88355R106 65 12,314 SH SOLE 0 12,314
THERMO ELECTRON CORP COM 883556102 6,118 407,840 SH SOLE 0 407,840
THERMO FIBERTEK INC COM 88355W105 541 75,987 SH SOLE 0 75,987
THERMO INSTR SYS INC COM 883559106 1,288 115,743 SH SOLE 0 115,743
THERMOLASE COM 883624108 25 13,000 SH SOLE 0 13,000
THERMOQUEST CORP COM 883655102 55 5,348 SH SOLE 0 5,348
THESTREET COM INC COM 88368Q103 342 17,800 SH SOLE 0 17,800
THOMAS + BETTS CORP COM 884315102 9,443 296,254 SH SOLE 0 296,254
THOMAS INDS INC COM 884425109 5,022 245,702 SH SOLE 0 245,702
THOR INDS INC COM 885160101 1,491 48,981 SH SOLE 0 48,981
THORNBURG MTG ASSET CCOM 885218107 506 61,287 SH SOLE 0 61,287
TIBCO SOFTWARE INC COM 88632Q103 8,216 53,700 SH SOLE 0 53,700
TICKETMASTER ONLINE CCL B 88633P203 2,341 60,900 SH SOLE 0 60,900
TIDEWATER INC COM 886423102 9,602 266,719 SH SOLE 0 266,719
TIFFANY + CO NEW COM 886547108 18,781 210,428 SH SOLE 0 210,428
TIMBERLAND CO CL A 887100105 4,398 83,180 SH SOLE 0 83,180
TIME WARNER INC COM 887315109 283,170 3,915,914 SH SOLE 0 3,915,914
TIME WARNER TELECOM ICL A 887319101 5,868 117,500 SH SOLE 0 117,500
TIMES MIRROR CO NEW COM SE887364107 12,093 180,497 SH SOLE 0 180,497
TIMKEN CO COM 887389104 3,543 173,374 SH SOLE 0 173,374
TITAN CORP COM 888266103 1,755 37,100 SH SOLE 0 37,100
TITAN INTL INC ILL COM 88830M102 150 23,124 SH SOLE 0 23,124
TITANIUM METALS CORP COM 888339108 183 40,677 SH SOLE 0 40,677
TJ INTL INC 872534102 2,492 59,334 SH SOLE 0 59,334
TJX COS INC NEW COM 872540109 34,355 1,680,991 SH SOLE 0 1,680,991
TMP WORLDWIDE INC COM 872941109 8,214 57,842 SH SOLE 0 57,842
TNP ENTERPRISES INC COM 872594106 1,598 38,736 SH SOLE 0 38,736
TOLL BROS INC COM 889478103 3,051 163,829 SH SOLE 0 163,829
TOO INC COM 890333107 1,202 69,679 SH SOLE 0 69,679
TOOTSIE ROLL INDS INCCOM 890516107 7,615 231,208 SH SOLE 0 231,208
TORCHMARK INC COM 891027104 10,709 368,470 SH SOLE 0 368,470
TORO CO COM 891092108 1,865 49,973 SH SOLE 0 49,973
TOSCO CORP COM NE891490302 12,589 463,047 SH SOLE 0 463,047
TOTAL RENAL CARE HLDGCOM 89151A107 1,447 216,364 SH SOLE 0 216,364
TOTAL SYS SVCS INC COM 891906109 4,138 253,695 SH SOLE 0 253,695
TOWER AUTOMOTIVE INC COM 891707101 973 63,000 SH SOLE 0 63,000
TOWN + CNTRY TR SH BEN892081100 914 50,927 SH SOLE 0 50,927
TOYS R US INC COM 892335100 11,742 820,379 SH SOLE 0 820,379
TRACK DATA CORP COM 891918104 1,703 167,200 SH SOLE 0 167,200
TRAMMELL CROW CO COM 89288R106 2,226 191,452 SH SOLE 0 191,452
TRANS WORLD AIRLS INCCOM PA893349837 468 170,200 SH SOLE 0 170,200
TRANSACTION SYS ARCHICL A 893416107 2,965 105,900 SH SOLE 0 105,900
TRANSATLANTIC HLDGS ICOM 893521104 4,603 58,965 SH SOLE 0 58,965
TRANSKARYOTIC THERAPICOM 893735100 1,590 41,287 SH SOLE 0 41,287
TRANSMONTAIGNE INC COM 893934109 129 18,400 SH SOLE 0 18,400
TRANSTEXAS GAS CORP COM 893895102 7 36,027 SH SOLE 0 36,027
TRANSWITCH CORP COM 894065101 7,289 100,450 SH SOLE 0 100,450
TRAVELERS PPTY CAS COCL A 893939108 5,413 158,050 SH SOLE 0 158,050
TREDEGAR INDS INC COM 894650100 6,559 317,039 SH SOLE 0 317,039
TRENDWEST RESORTS INCCOM 894917103 3,060 136,000 SH SOLE 0 136,000
TRENWICK GROUP INC COM 895290104 938 55,402 SH SOLE 0 55,402
TREX INC COM 89531P105 297 11,100 SH SOLE 0 11,100
TREX MED CORP COM 89531R101 20 7,093 SH SOLE 0 7,093
TRIAD GTY INC COM 895925105 478 21,000 SH SOLE 0 21,000
TRIAD HOSPS INC COM 89579K109 1,485 98,163 SH SOLE 0 98,163
TRIANGLE BANCORP INC COM 895835106 296 15,300 SH SOLE 0 15,300
TRIANGLE PHARMACEUTICCOM 89589H104 361 28,209 SH SOLE 0 28,209
TRIARC COS INC CL A 895927101 1,892 102,988 SH SOLE 0 102,988
TRIBUNE CO NEW COM 896047107 37,785 686,226 SH SOLE 0 686,226
TRICON GLOBAL RESTAURCOM 895953107 19,913 515,552 SH SOLE 0 515,552
TRIGON HEALTHCARE INCCOM 89618L100 611 20,700 SH SOLE 0 20,700
TRIMBLE NAVIGATION LTCOM 896239100 1,003 46,386 SH SOLE 0 46,386
TRINITY INDS INC COM 896522109 6,102 214,571 SH SOLE 0 214,571
TRIQUINT SEMICONDUCTOCOM 89674K103 4,294 38,600 SH SOLE 0 38,600
TRIUMPH GROUP INC NEWCOM 896818101 383 15,825 SH SOLE 0 15,825
TRIZETTO GROUP INC COM 896882107 10,076 216,100 SH SOLE 0 216,100
TRUE NORTH COMMUNICATCOM 897844106 2,828 63,290 SH SOLE 0 63,290
TRUSTCO BK CORP N Y COM 898349105 1,931 145,750 SH SOLE 0 145,750
TRUSTMARK CORP COM 898402102 4,571 211,516 SH SOLE 0 211,516
TRW INC COM 872649108 22,746 437,947 SH SOLE 0 437,947
TSI INTL SOFTWARE LTDCOM 872879101 181 3,200 SH SOLE 0 3,200
TUBOSCOPE INC COM 898600101 1,929 121,500 SH SOLE 0 121,500
TUESDAY MORNING CORP COM NE899035505 89 4,800 SH SOLE 0 4,800
TUPPERWARE CORP COM 899896104 2,682 158,353 SH SOLE 0 158,353
TV GUIDE INC CL A 87307Q109 13,988 325,300 SH SOLE 0 325,300
TWINLAB CORP COM 901774109 315 39,720 SH SOLE 0 39,720
TYLER TECHNOLOGIES INCOM 902252105 214 38,937 SH SOLE 0 38,937
TYSON FOODS INC (DEL)CLS A 902494103 7,192 442,593 SH SOLE 0 442,593
U S FOODSERVICE COM 90331R101 6,838 408,254 SH SOLE 0 408,254
U S HOME CORP NEW COM 911920106 1,129 44,175 SH SOLE 0 44,175
U S INDS INC NEW COM 912080108 24,588 1,756,257 SH SOLE 0 1,756,257
U S OFFICE PRODS CO COM NE912325305 187 59,736 SH SOLE 0 59,736
U S RESTAURANT PPTYS COM 902971100 577 40,500 SH SOLE 0 40,500
U S TR CORP NEW COM 91288L105 6,420 80,060 SH SOLE 0 80,060
U S WEST INC NEW COM 91273H101 115,486 1,603,974 SH SOLE 0 1,603,974
UAL CORP COM PA902549500 4,109 52,979 SH SOLE 0 52,979
UCAR INTL INC COM 90262K109 1,255 70,469 SH SOLE 0 70,469
UDC HOMES INC COM 902646108 254 35,700 SH SOLE 0 35,700
UGI CORP NEW COM 902681105 23,997 1,174,161 SH SOLE 0 1,174,161
UICI COM 902737105 1,197 113,352 SH SOLE 0 113,352
ULTRAMAR DIAMOND SHAMCOM 904000106 8,552 376,963 SH SOLE 0 376,963
ULTRATECH STEPPER INCCOM 904034105 518 32,120 SH SOLE 0 32,120
UMB FINL CORP COM 902788108 2,692 71,301 SH SOLE 0 71,301
UNICOM CORP COM 904911104 21,920 654,337 SH SOLE 0 654,337
UNIFI INC COM 904677101 2,691 218,560 SH SOLE 0 218,560
UNIFIRST CORP COM 904708104 989 78,332 SH SOLE 0 78,332
UNIGRAPHICS SOLUTIONSCL A 904928108 335 12,400 SH SOLE 0 12,400
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UNITEDGLOBALCOM CL A 913247508 14,144 200,264 SH SOLE 0 200,264
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VIANT CORP COM 92553N107 6,633 67,000 SH SOLE 0 67,000
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</TABLE>
