UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2000
Check here if Amendment [X]: Amendment Number: 1
This Amendment (Check only one.): [X] is a restatement
[ ] adds new holdings entries
Institutional Investment Manager Filing this report:
Name: California State Teachers' Retirement System
Address: 7667 Folsom Blvd.
Sacramento, CA 95826
13F File Number:
The institutional investment manager filing this report and the person by whom
it is signed hereby represents that the person signing this report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that all information contained herein is true,
correct and complete, and that it is understood that required items,
statements, schedules, lists, and tables, are considered integral parts of
this form.
Persons signing this Report on Behalf of Reporting Manager:
Name: John Petzold
Title: Investment Officer III
Phone: 916-229-3737
Signature, Place, and Date of Signing:
John Petzold Sacramento, California August 21, 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: 2581
Form 13F Information Table Value Total: $44,307,322
(Thousands)
List of Other Included Managers: N/A
<PAGE>
<TABLE> <C> <C>
AS OF June 30, 2000
Security Name Title oCusip Fair Mkt Shares InvmntOther Investment
Class Value DiscreMgrs. Authority
(x1000) (SOLE)
1ST SOURCE CORP COM 336901103 155 9,876 SH SOLE 0 9,876
21ST CENTURY INS GRCOM 90130N103 1,654 105,036 SH SOLE 0 105,036
24 / 7 MEDIA INC COM 901314104 780 49,900 SH SOLE 0 49,900
3COM CORP COM 885535104 60,354 1,047,354 SH SOLE 0 1,047,354
3DFX INTERACTIVE INCOM 88553X103 47 6,000 SH SOLE 0 6,000
7 ELEVEN INC COM NEW817826209 1,130 82,169 SH SOLE 0 82,169
99 CENTS ONLY STORECOM 65440K106 737 18,477 SH SOLE 0 18,477
AAR CORP COM 000361105 1,173 97,779 SH SOLE 0 97,779
AARON RENTS INC CL B 002535201 501 39,900 SH SOLE 0 39,900
ABBOTT LABS COM NPV002824100 196,617 4,412,170 SH SOLE 0 4,412,170
ABERCROMBIE AND FITCOM CL 002896207 2,590 212,472 SH SOLE 0 212,472
ABGENIX INC COM 00339B107 12,801 106,800 SH SOLE 0 106,800
ABM INDS INC COM 000957100 1,451 63,068 SH SOLE 0 63,068
ABOUT COM INC COM 003736105 3,216 102,100 SH SOLE 0 102,100
ACACIA RESH CORP COM 003881109 298 12,400 SH SOLE 0 12,400
ACCELERATED NETWORKCOM 00429P107 93 2,200 SH SOLE 0 2,200
ACCEPTANCE INSURANCCOM 004308102 150 29,932 SH SOLE 0 29,932
ACCLAIM ENTMT INC COM PAR004325205 333 231,463 SH SOLE 0 231,463
ACCLAIM ENTMT INC WT EXP 004325163 1 630 SH SOLE 0 630
ACCREDO HEALTH INC COM 00437V104 327 9,450 SH SOLE 0 9,450
ACCRUE SOFTWARE INCCOM 00437W102 770 21,680 SH SOLE 0 21,680
ACETO CORP COM 004446100 1,595 145,000 SH SOLE 0 145,000
ACKERLEY COMMUNICATCOM 004527107 1,365 116,200 SH SOLE 0 116,200
ACLARA BIOSCIENCES COM 00461P106 234 4,600 SH SOLE 0 4,600
ACNIELSON CORP COM 004833109 4,627 210,331 SH SOLE 0 210,331
ACTEL CORP COM 004934105 2,600 56,991 SH SOLE 0 56,991
ACTIVE SOFTWARE INCCOM 00504E100 5,681 73,120 SH SOLE 0 73,120
ACTUATE CORP COM 00508B102 3,597 67,400 SH SOLE 0 67,400
ACTV INC COM 00088E104 1,522 101,900 SH SOLE 0 101,900
ACUSON COM 005113105 1,874 138,789 SH SOLE 0 138,789
ACXIOM CORP COM 005125109 4,250 155,972 SH SOLE 0 155,972
ADAPTEC INC COM 00651F108 6,599 290,081 SH SOLE 0 290,081
ADAPTIVE BROADBAND COM 00650M104 4,118 112,060 SH SOLE 0 112,060
ADC TELECOMMUNICATICOM 000886101 122,476 1,460,218 SH SOLE 0 1,460,218
ADELPHIA BUSINESS SCL A 006847107 1,537 66,300 SH SOLE 0 66,300
ADELPHIA COMMUNICATCL A 006848105 3,805 81,179 SH SOLE 0 81,179
ADOBE SYS INC COM 00724F101 45,520 350,150 SH SOLE 0 350,150
ADTRAN INC COM 00738A106 1,774 29,625 SH SOLE 0 29,625
ADVANCED DIGITAL INCOM 007525108 2,697 169,200 SH SOLE 0 169,200
ADVANCED FIBRE COMMCOM 00754A105 9,031 199,307 SH SOLE 0 199,307
ADVANCED MICRO DEVICOM 007903107 55,098 713,243 SH SOLE 0 713,243
ADVANCED RADIO TELECOM 00754U101 3,067 209,700 SH SOLE 0 209,700
ADVANCED TISSUE SCICOM 00755F103 285 35,500 SH SOLE 0 35,500
ADVANTA CORP CL A CO007942105 795 65,203 SH SOLE 0 65,203
ADVENT SOFTWARE INCCOM 007974108 1,161 18,000 SH SOLE 0 18,000
ADVISORTECH SERIES 00799B951 17,500 2,525,253 SH SOLE 0 2,525,253
ADVO INC COM 007585102 3,006 71,574 SH SOLE 0 71,574
AEROFLEX INC COM 007768104 1,560 31,400 SH SOLE 0 31,400
AES CORP COM 00130H105 72,714 1,593,738 SH SOLE 0 1,593,738
AETHER SYSTEMS INC COM 00808V105 6,376 31,100 SH SOLE 0 31,100
AETNA INC COM 008117103 29,011 451,972 SH SOLE 0 451,972
AFFILIATED COMPUTERCL A 008190100 2,209 66,800 SH SOLE 0 66,800
AFFILIATED MANAGERSCOM 008252108 408 8,973 SH SOLE 0 8,973
AFFYMETRIX INC OC CAP 00826T108 9,138 55,337 SH SOLE 0 55,337
AFLAC INC COM 001055102 51,394 1,118,771 SH SOLE 0 1,118,771
AFTERMARKET TECHNOLCOM 008318107 274 32,276 SH SOLE 0 32,276
AGCO CORP COM 001084102 1,835 149,768 SH SOLE 0 149,768
AGILE SOFTWARE CORPCOM 00846X105 7,062 99,900 SH SOLE 0 99,900
AGILENT TECHNOLOGIECOM 00846U101 91,158 1,236,039 SH SOLE 0 1,236,039
AGL RES INC COM 001204106 1,205 75,602 SH SOLE 0 75,602
AGRIBRANDS INTL INCCOM 00849R105 1,251 29,823 SH SOLE 0 29,823
AIR PRODS + CHEMS ICOM 009158106 19,174 622,280 SH SOLE 0 622,280
AIRBORNE FGHT CORP COM 009266107 2,302 121,536 SH SOLE 0 121,536
AIRGAS INC COM 009363102 1,090 191,718 SH SOLE 0 191,718
AIRGATE PCS INC COM 009367103 121 2,300 SH SOLE 0 2,300
AIRTRAN HOLDINGS INCOM 00949P108 549 132,000 SH SOLE 0 132,000
AK STL HLDG CORP COM 001547108 13,862 1,732,756 SH SOLE 0 1,732,756
AKAMAI TECHNOLOGIESCOM 00971T101 16,302 137,300 SH SOLE 0 137,300
ALABAMA NATL BANCORCOM 010317105 176 8,865 SH SOLE 0 8,865
ALASKA AIR GROUP INCOM 011659109 1,276 47,043 SH SOLE 0 47,043
ALBANY INTL CORP NEW CLA012348108 775 53,441 SH SOLE 0 53,441
ALBEMARLE CORP COM 012653101 925 46,816 SH SOLE 0 46,816
ALBERTO CULVER CO CL A 013068200 2,090 79,600 SH SOLE 0 79,600
ALBERTO CULVER CO CL B CO013068101 4,215 137,906 SH SOLE 0 137,906
ALBERTSONS INC COM 013104104 43,364 1,304,182 SH SOLE 0 1,304,182
ALCOA INC COM 013817101 75,120 2,590,338 SH SOLE 0 2,590,338
ALEXANDER + BALDWINCOM 014482103 1,362 61,752 SH SOLE 0 61,752
ALEXANDERS INC COM 014752109 1,282 17,508 SH SOLE 0 17,508
ALEXANDRIA REAL ESTCOM 015271109 1,123 32,736 SH SOLE 0 32,736
ALEXION PHARMACEUTICOM 015351109 1,001 14,000 SH SOLE 0 14,000
ALFA CORP COM 015385107 2,466 140,927 SH SOLE 0 140,927
ALGOS PHARMACEUTICACOM 015869100 406 26,653 SH SOLE 0 26,653
ALKERMES INC COM 01642T108 13,308 282,400 SH SOLE 0 282,400
ALLAIRE CORP COM 016714107 981 26,700 SH SOLE 0 26,700
ALLEGHANY CORP DEL COM 017175100 22,892 136,263 SH SOLE 0 136,263
ALLEGHENY ENERGY INCOM 017361106 4,641 169,535 SH SOLE 0 169,535
ALLEGHENY TECHNOLOGCOM 01741R102 14,839 824,415 SH SOLE 0 824,415
ALLEGIANCE TELECOM COM 01747T102 15,722 245,650 SH SOLE 0 245,650
ALLEN TELECOM INC COM 018091108 1,522 86,050 SH SOLE 0 86,050
ALLERGAN INC COM 018490102 42,697 573,108 SH SOLE 0 573,108
ALLIANCE PHARMACEUTCOM 018773101 411 36,500 SH SOLE 0 36,500
ALLIANT CORP COM 018802108 4,145 159,404 SH SOLE 0 159,404
ALLIANT TECHSYSTEMSCOM 018804104 1,116 16,553 SH SOLE 0 16,553
ALLIED RISER COMMUNCOM 019496108 624 44,190 SH SOLE 0 44,190
ALLIED WASTE INDUSTRIES IN019589308 4,697 469,693 SH SOLE 0 469,693
ALLMERICA FINL CORPCOM 019754100 5,156 98,450 SH SOLE 0 98,450
ALLSTATE CORP COM 020002101 46,256 2,078,921 SH SOLE 0 2,078,921
ALLTEL CORP COM 020039103 58,620 946,438 SH SOLE 0 946,438
ALPHA INDS INC COM 020753109 855 19,400 SH SOLE 0 19,400
ALPHARMA INC CL A 020813101 2,986 47,961 SH SOLE 0 47,961
ALTEON WEBSYSTEMS ICOM 02145A109 16,981 169,700 SH SOLE 0 169,700
ALTERA CORP 021441100 91,260 895,255 SH SOLE 0 895,255
ALZA CORP COM 022615108 24,331 411,511 SH SOLE 0 411,511
AMAZON COM INC COM 023135106 17,053 469,614 SH SOLE 0 469,614
AMB PPTY CORP COM 00163T109 4,487 196,711 SH SOLE 0 196,711
AMBAC FINL GROUP INCOM 023139108 10,162 185,393 SH SOLE 0 185,393
AMC ENTMT INC COM 001669100 69 14,160 SH SOLE 0 14,160
AMCOL INTL CORP COM 02341W103 1,001 60,655 SH SOLE 0 60,655
AMCORE FINL INC COM 023912108 1,255 68,529 SH SOLE 0 68,529
AMDOCS LIMITED SHS G02602103 13,257 172,730 SH SOLE 0 172,730
AMERADA HESS CORP COM NPV023551104 15,609 252,776 SH SOLE 0 252,776
AMERCO COM 023586100 602 30,100 SH SOLE 0 30,100
AMEREN CORP COM 023608102 11,851 351,133 SH SOLE 0 351,133
AMERICA ONLINE INC COM 02364J104 354,422 6,718,903 SH SOLE 0 6,718,903
AMERICA WEST HLDG CCL B 023657208 1,529 89,300 SH SOLE 0 89,300
AMERICAN AXLE + MFGCOM 024061103 44 3,100 SH SOLE 0 3,100
AMERICAN CLASSIC VOCOM 024928103 303 14,692 SH SOLE 0 14,692
AMERICAN EAGLE OUTFCOM 02553E106 310 22,148 SH SOLE 0 22,148
AMERICAN ELEC PWR ICOM 025537101 35,556 1,200,186 SH SOLE 0 1,200,186
AMERICAN EXPRESS COCOM 025816109 203,234 3,898,977 SH SOLE 0 3,898,977
AMERICAN FINL GROUPCOM 025932104 469 18,887 SH SOLE 0 18,887
AMERICAN FREIGHTWAYCOM 02629V108 389 26,794 SH SOLE 0 26,794
AMERICAN GEN CORP COM 026351106 61,493 1,008,077 SH SOLE 0 1,008,077
AMERICAN GREETINGS CL A 026375105 3,032 159,582 SH SOLE 0 159,582
AMERICAN HOME PRODUCOM 026609107 228,040 3,881,525 SH SOLE 0 3,881,525
AMERICAN INTL GROUPCOM 026874107 523,617 4,456,312 SH SOLE 0 4,456,312
AMERICAN ITALIAN PACL A 027070101 417 20,152 SH SOLE 0 20,152
AMERICAN MGMT SYS ICOM 027352103 4,192 127,694 SH SOLE 0 127,694
AMERICAN PWR CONVERCOM 029066107 20,742 508,222 SH SOLE 0 508,222
AMERICAN STD COS INCOM 029712106 20,060 489,269 SH SOLE 0 489,269
AMERICAN SUPERCONDUCOM 030111108 883 18,300 SH SOLE 0 18,300
AMERICAN TELESOURCECOM 03018P108 487 77,100 SH SOLE 0 77,100
AMERICAN TOWER CORPCL A 029912201 12,362 296,528 SH SOLE 0 296,528
AMERICAN WTR WKS INCOM 030411102 4,372 174,892 SH SOLE 0 174,892
AMERICAN XTAL TECHNCOM 030514103 761 17,600 SH SOLE 0 17,600
AMERICREDIT CORP COM 03060R101 3,672 215,986 SH SOLE 0 215,986
AMERISOURCE HEALTH CL A 03071P102 4,067 131,200 SH SOLE 0 131,200
AMERITRADE HLDG CORCL A 03072H109 1,767 151,990 SH SOLE 0 151,990
AMERUS LIFE HLDGS ICOM 030732101 616 29,863 SH SOLE 0 29,863
AMES DEPT STORES INCOM NEW030789507 174 22,500 SH SOLE 0 22,500
AMETEK AEROSPACE PRCOM 031100100 1,341 76,617 SH SOLE 0 76,617
AMFM INC COM 001693100 29,190 423,038 SH SOLE 0 423,038
AMGEN INC COM 031162100 226,970 3,230,887 SH SOLE 0 3,230,887
AMKOR TECHNOLOGY INCOM 031652100 8,839 250,300 SH SOLE 0 250,300
AMLI RESIDENTIAL PPSH BEN 001735109 930 39,453 SH SOLE 0 39,453
AMPHENOL CORP NEW CL A 032095101 2,118 32,000 SH SOLE 0 32,000
AMR CORP DEL COM 001765106 10,143 383,673 SH SOLE 0 383,673
AMSOUTH BANCORPORATCOM 032165102 24,170 1,534,581 SH SOLE 0 1,534,581
AMYLIN PHARMACEUTICALS INC032346108 1,028 67,700 SH SOLE 0 67,700
ANADARKO PETE CORP COM 032511107 16,799 340,669 SH SOLE 0 340,669
ANADIGICS INC COM 032515108 2,401 70,500 SH SOLE 0 70,500
ANALOG DEVICES INC COM 032654105 80,094 1,053,866 SH SOLE 0 1,053,866
ANALOGIC CORP COM PAR032657207 2,002 50,057 SH SOLE 0 50,057
ANALYSTS INTL CORP COM 032681108 831 89,263 SH SOLE 0 89,263
ANAREN MICROWAVE INCOM 032744104 814 6,200 SH SOLE 0 6,200
ANCHOR BANCORP WIS COM 032839102 1,340 87,500 SH SOLE 0 87,500
ANCHOR GAMING COM 033037102 681 14,200 SH SOLE 0 14,200
ANCOR COMMUNICATIONCOM 03332K108 2,346 65,600 SH SOLE 0 65,600
ANDREW CORP COM 034425108 6,893 205,373 SH SOLE 0 205,373
ANDRX CORP COM 034551101 17,782 278,176 SH SOLE 0 278,176
ANESTA CORP COM 034603100 169 6,800 SH SOLE 0 6,800
ANHEUSER BUSCH COS COM 035229103 110,556 1,480,254 SH SOLE 0 1,480,254
ANIXTER INTL INC COM 035290105 1,577 59,496 SH SOLE 0 59,496
ANNTAYLOR STORES COCOM 036115103 1,980 59,763 SH SOLE 0 59,763
ANSWERTHINK CONSULTCDT COM036916104 1,345 80,900 SH SOLE 0 80,900
ANTEC CORP COM 03664P105 3,091 74,364 SH SOLE 0 74,364
AON CORP COM 037389103 27,856 896,783 SH SOLE 0 896,783
APAC TELESERVICES ICOM 00185E106 123 11,150 SH SOLE 0 11,150
APACHE CORP COM 037411105 26,549 451,418 SH SOLE 0 451,418
APARTMENT INVT. + MCLASS A03748R101 5,767 133,343 SH SOLE 0 133,343
APOGEE ENTERPRISES COM 037598109 313 88,722 SH SOLE 0 88,722
APOLLO GROUP INC CL A 037604105 5,697 203,452 SH SOLE 0 203,452
APPLE COMPUTER COM NPV037833100 54,972 1,049,582 SH SOLE 0 1,049,582
APPLEBEES INTL INC COM 037899101 1,846 60,912 SH SOLE 0 60,912
APPLICA INC COM 03815A106 871 76,966 SH SOLE 0 76,966
APPLIED GRAPHICS TECOM 037937109 286 67,303 SH SOLE 0 67,303
APPLIED INDL TECHNOCOM 03820C105 1,514 92,431 SH SOLE 0 92,431
APPLIED MATERIALS ICOM 038222105 235,692 2,600,743 SH SOLE 0 2,600,743
APPLIED MICRO CIRCUCDT COM03822W109 30,305 306,888 SH SOLE 0 306,888
APPLIED PWR INC COM CLA038225108 3,259 97,276 SH SOLE 0 97,276
APPLIEDTHEORY CORP COM 03828R104 272 18,100 SH SOLE 0 18,100
APPNET INC COM 03831Q101 1,740 48,330 SH SOLE 0 48,330
APRIA HEALTHCARE GRCOM 037933108 1,343 109,623 SH SOLE 0 109,623
APTARGROUP INC COM 038336103 1,987 73,596 SH SOLE 0 73,596
ARCH CAP GROUP LTD COM 03937L105 828 55,400 SH SOLE 0 55,400
ARCH CHEMICALS INC COM 03937R102 1,517 69,348 SH SOLE 0 69,348
ARCH COAL INC COM 039380100 562 73,106 SH SOLE 0 73,106
ARCH COMMUNICATIONSCOM NEW039381504 274 42,100 SH SOLE 0 42,100
ARCHER DANIELS MIDLCOM 039483102 15,574 1,587,125 SH SOLE 0 1,587,125
ARCHSTONE CMNTYS TRSH BEN 039581103 2,817 133,764 SH SOLE 0 133,764
ARCTIC CAT INC COM 039670104 676 56,933 SH SOLE 0 56,933
ARDEN RLTY INC COM 039793104 3,088 131,421 SH SOLE 0 131,421
AREA BANCSHARES CORCOM 039872106 785 35,200 SH SOLE 0 35,200
AREMISSOFT CORP DE COM 040026106 317 10,200 SH SOLE 0 10,200
ARGONAUT GROUP INC COM 040157109 1,232 71,925 SH SOLE 0 71,925
ARIAD PHARMACEUTICACOM 04033A100 575 43,200 SH SOLE 0 43,200
ARIBA INC COM 04033V104 36,127 368,464 SH SOLE 0 368,464
ARMSTRONG HLDGS INCCOM 042384107 1,536 100,308 SH SOLE 0 100,308
ARNOLD INDS INC COM 042595108 1,108 91,819 SH SOLE 0 91,819
ARROW ELECTRS INC COM 042735100 8,996 290,200 SH SOLE 0 290,200
ARROW INTERNATIONAL INC 042764100 1,163 34,703 SH SOLE 0 34,703
ART TECHNOLOGY GROUOC COM 04289L107 10,033 99,400 SH SOLE 0 99,400
ARTESYN TECHNOLOGIECOM 043127109 3,208 115,345 SH SOLE 0 115,345
ARVIN INDS INC COM 043339100 2,020 116,266 SH SOLE 0 116,266
ASHLAND INC COM 044204105 6,575 187,535 SH SOLE 0 187,535
ASK JEEVES INC OC COM 045174109 416 23,040 SH SOLE 0 23,040
ASPECT COMMUNICATIOCOM 04523Q102 5,779 146,996 SH SOLE 0 146,996
ASPEN TECHNOLOGY INCOM 045327103 2,183 56,700 SH SOLE 0 56,700
ASSOCIATED BANC CORCOM 045487105 2,296 105,274 SH SOLE 0 105,274
ASSOCIATES FIRST CACL A 046008108 54,343 2,435,561 SH SOLE 0 2,435,561
ASTORIA FINL CORP COM 046265104 1,681 65,282 SH SOLE 0 65,282
ASYST TECHNOLOGIES COM 04648X107 1,993 58,200 SH SOLE 0 58,200
AT + T CORP COM 001957109 313,307 9,906,948 SH SOLE 0 9,906,948
AT HOME CORP COM SER045919107 7,313 352,452 SH SOLE 0 352,452
AT+T CORP AT+T WI001957406 12,700 455,604 SH SOLE 0 455,604
AT+T CORP COM LIB001957208 136,290 5,620,222 SH SOLE 0 5,620,222
ATLANTIC COAST AIRLCOM 048396105 622 19,578 SH SOLE 0 19,578
ATLAS AIR INC COM 049164106 1,098 30,599 SH SOLE 0 30,599
ATMEL CORP COM 049513104 21,532 583,910 SH SOLE 0 583,910
ATMI INC COM 00207R101 465 10,000 SH SOLE 0 10,000
ATMOS ENERGY CORP COM 049560105 15,600 891,448 SH SOLE 0 891,448
ATWOOD OCEANICS INCCOM 050095108 1,500 33,800 SH SOLE 0 33,800
AURORA BIOSCIENCE CCOM 051920106 4,405 64,600 SH SOLE 0 64,600
AUTODESK INCORPORATCOM STK052769106 5,663 163,260 SH SOLE 0 163,260
AUTOLIV COM 052800109 5,098 211,875 SH SOLE 0 211,875
AUTOMATIC DATA PROCCOM 053015103 90,566 1,690,843 SH SOLE 0 1,690,843
AUTONATION INC DEL COM 05329W102 5,309 751,699 SH SOLE 0 751,699
AUTOZONE INC COM 053332102 9,843 447,387 SH SOLE 0 447,387
AVALONBAY CMNTYS INCOM 053484101 6,851 164,097 SH SOLE 0 164,097
AVANEX CORP COM 05348W109 181 1,900 SH SOLE 0 1,900
AVANT CORP COM 053487104 1,225 65,400 SH SOLE 0 65,400
AVANT IMMUNOTHERAPECOM 053491106 601 56,900 SH SOLE 0 56,900
AVERY DENNISON CORPCOM 053611109 27,721 412,977 SH SOLE 0 412,977
AVID TECHNOLOGY INCCOM 05367P100 848 70,690 SH SOLE 0 70,690
AVIGEN INC COM 053690103 737 16,800 SH SOLE 0 16,800
AVIRON COM 053762100 411 13,323 SH SOLE 0 13,323
AVIS GROUP HLDGS INCOM 053790101 691 36,841 SH SOLE 0 36,841
AVISTA CORP COM 05379B107 2,581 148,016 SH SOLE 0 148,016
AVNET INC COM 053807103 8,269 139,567 SH SOLE 0 139,567
AVON PRODS INC COM 054303102 36,712 824,983 SH SOLE 0 824,983
AVX CORP NEW COM 002444107 4,072 177,522 SH SOLE 0 177,522
AWARE INC MASS COM 05453N100 3,200 62,600 SH SOLE 0 62,600
AXA FINL INC COM 002451102 14,582 428,892 SH SOLE 0 428,892
AXENT TECHNOLOGIES COM 05459C108 2,929 118,042 SH SOLE 0 118,042
AZTAR CORP COM 054802103 2,540 163,875 SH SOLE 0 163,875
BACOU USA INC COM 056439102 70 3,500 SH SOLE 0 3,500
BAKER HUGHES INC COM 057224107 36,801 1,150,045 SH SOLE 0 1,150,045
BALDOR ELEC CO COM 057741100 1,318 70,773 SH SOLE 0 70,773
BALDWIN + LYONS INCCL B 057755209 1,143 66,991 SH SOLE 0 66,991
BALL CORP COM 058498106 19,291 599,347 SH SOLE 0 599,347
BANCFIRST CORP COM 05945F103 334 10,600 SH SOLE 0 10,600
BANCORPSOUTH INC COM 059692103 1,076 76,488 SH SOLE 0 76,488
BANCWEST CORP NEW COM 059790105 3,055 185,842 SH SOLE 0 185,842
BANDAG INC COM 059815100 1,025 42,273 SH SOLE 0 42,273
BANK AMER CORP COM 060505104 214,538 4,989,264 SH SOLE 0 4,989,264
BANK GRANITE CORP COM 062401104 592 25,901 SH SOLE 0 25,901
BANK NEW YORK INC COM 064057102 97,727 2,101,656 SH SOLE 0 2,101,656
BANK ONE CORP COM 06423A103 95,840 3,608,077 SH SOLE 0 3,608,077
BANK UTD CORP CL A 065412108 1,840 52,286 SH SOLE 0 52,286
BANKNORTH GROUP INCCOM 06646R107 5,955 388,927 SH SOLE 0 388,927
BANTA CORP COM STK066821109 3,482 183,872 SH SOLE 0 183,872
BARD C R INC COM 067383109 6,190 128,613 SH SOLE 0 128,613
BARNES + NOBLE INC COM 067774109 2,346 105,438 SH SOLE 0 105,438
BARNES GROUP INC COM 067806109 1,074 65,868 SH SOLE 0 65,868
BARNESANDNOBLE COM CL A 067846105 470 72,000 SH SOLE 0 72,000
BARR LABS INC COM 068306109 3,728 83,193 SH SOLE 0 83,193
BARRA INC COM 068313105 1,190 24,000 SH SOLE 0 24,000
BARRETT RES CORP COM 068480201 2,601 85,446 SH SOLE 0 85,446
BATTLE MTN GOLD CO COM 071593107 1,011 462,312 SH SOLE 0 462,312
BAUSCH + LOMB INC COM 071707103 11,112 143,612 SH SOLE 0 143,612
BAXTER INTL INC COM 071813109 67,028 953,293 SH SOLE 0 953,293
BAY VIEW CAP CORP DCOM 07262L101 578 58,860 SH SOLE 0 58,860
BB+T CORP COM 054937107 22,742 952,536 SH SOLE 0 952,536
BE FREE INC COM 073308108 168 18,720 SH SOLE 0 18,720
BE INC COM 073309106 1,456 291,191 SH SOLE 0 291,191
BEA SYS INC COM 073325102 58,112 1,175,472 SH SOLE 0 1,175,472
BEAR STEARNS COS INCOM 073902108 16,581 398,354 SH SOLE 0 398,354
BECKMAN COULTER INCCOM 075811109 2,724 46,664 SH SOLE 0 46,664
BECTON DICKINSON + COM 075887109 19,752 688,525 SH SOLE 0 688,525
BED BATH + BEYOND ICOM 075896100 16,624 458,603 SH SOLE 0 458,603
BEDFORD PPTY INVS ICOM PAR076446301 1,203 64,800 SH SOLE 0 64,800
BELCO OIL + GAS CORCOM 077410108 167 19,600 SH SOLE 0 19,600
BELDEN INC COM 077459105 1,745 68,094 SH SOLE 0 68,094
BELL + HOWELL CO NECOM 077852101 1,111 45,800 SH SOLE 0 45,800
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DIME CMNTY BANCORP COM 253922108 636 39,150 SH SOLE 0 39,150
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DITECH COMMUNICATIOCOM 25500M103 4,170 44,100 SH SOLE 0 44,100
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DOW CHEM CO COM 260543103 66,587 2,205,790 SH SOLE 0 2,205,790
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E MEDSOFT COM COM 26873Q101 90 11,200 SH SOLE 0 11,200
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ESS TECHNOLOGY INC COM 269151106 335 23,100 SH SOLE 0 23,100
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FIRSTCOM CORP COM 33763T104 220 14,600 SH SOLE 0 14,600
FIRSTENERGY CORP COM 337932107 16,592 709,827 SH SOLE 0 709,827
FIRSTFED FINL CORP COM 337907109 1,758 124,432 SH SOLE 0 124,432
FIRSTMERIT CORP COM 337915102 3,330 155,769 SH SOLE 0 155,769
FIRSTPLUS FINL GROUCOM 33763B103 32 110,562 SH SOLE 0 110,562
FIRSTWORLD COMMUNICCOM SER337625305 95 9,000 SH SOLE 0 9,000
FISERV INC 337738108 21,966 507,884 SH SOLE 0 507,884
FISHER SCIENTIFIC ICOM MEW338032204 465 18,800 SH SOLE 0 18,800
FLEETBOSTON FINL COCOM 339030108 107,680 3,167,053 SH SOLE 0 3,167,053
FLEETWOOD ENTERPRISCOM 339099103 1,325 93,000 SH SOLE 0 93,000
FLEMING COS INC COM 339130106 1,261 96,500 SH SOLE 0 96,500
FLEXTRONICS INTERNACOM Y2573F102 12,364 180,000 SH SOLE 0 180,000
FLORIDA EAST COAST COM 340632108 2,715 67,876 SH SOLE 0 67,876
FLORIDA PROGRESS COCOM 341109106 12,243 261,191 SH SOLE 0 261,191
FLORIDA ROCK INDS ICOM 341140101 2,340 65,696 SH SOLE 0 65,696
FLOWERS INDS INC COM 343496105 8,322 417,405 SH SOLE 0 417,405
FLOWSERVE CORP COM 34354P105 1,497 99,388 SH SOLE 0 99,388
FLUOR CORP COM 343861100 6,225 196,826 SH SOLE 0 196,826
FMC CORP COM NEW302491303 29,148 502,555 SH SOLE 0 502,555
FOOTSTAR INC COM 344912100 22,868 687,748 SH SOLE 0 687,748
FORCENERGY INC COM 345206106 17 26,100 SH SOLE 0 26,100
FORD MTR CO DEL COM 345370100 148,074 3,443,571 SH SOLE 0 3,443,571
FOREST CITY ENTERPRCOM 345550107 1,421 42,564 SH SOLE 0 42,564
FOREST LABS INC COM 345838106 28,911 286,246 SH SOLE 0 286,246
FOREST OIL CORP COM NEW346091606 1,149 72,100 SH SOLE 0 72,100
FORT JAMES CORP COM 347471104 47,180 2,040,234 SH SOLE 0 2,040,234
FORTUNE BRANDS INC COM 349631101 9,704 420,752 SH SOLE 0 420,752
FOSSIL INC COM 349882100 1,298 66,780 SH SOLE 0 66,780
FOSTER WHEELER CORPCOM 350244109 980 113,600 SH SOLE 0 113,600
FOUNDATION HEALTH SCOM 350404109 2,458 189,110 SH SOLE 0 189,110
FOUNDRY NETWORKS INCOM 35063R100 15,037 136,700 SH SOLE 0 136,700
FOX ENTMT GROUP INCCL A 35138T107 1,519 50,000 SH SOLE 0 50,000
FPL GROUP INC COM 302571104 29,447 594,890 SH SOLE 0 594,890
FRANCHISE FIN CORP COM 351807102 1,304 56,694 SH SOLE 0 56,694
FRANKLIN COVEY CO COM 353469109 115 16,563 SH SOLE 0 16,563
FRANKLIN ELEC INC COM 353514102 1,121 16,542 SH SOLE 0 16,542
FRANKLIN RES INC COM 354613101 26,493 872,204 SH SOLE 0 872,204
FREEPORT MCMORAN COCL B 35671D857 4,487 485,104 SH SOLE 0 485,104
FREMONT GEN CORP COM 357288109 742 188,534 SH SOLE 0 188,534
FRIEDE GOLDMAN HALTCOM 358430106 548 61,260 SH SOLE 0 61,260
FRIEDMAN BILLINGS RAMSEY 358433100 425 52,347 SH SOLE 0 52,347
FRITZ COMP INC COM 358846103 551 53,418 SH SOLE 0 53,418
FRONTLINE CAP GROUPCOM 35921N101 168 7,900 SH SOLE 0 7,900
FSI INTL INC 302633102 1,222 56,360 SH SOLE 0 56,360
FULLER H B CO COM 359694106 1,552 34,053 SH SOLE 0 34,053
FULTON FINL CORP PACOM 360271100 2,262 127,864 SH SOLE 0 127,864
FURNITURE BRANDS INCOM 360921100 1,964 129,853 SH SOLE 0 129,853
FUTURELINK CORP COM NEW36114Q208 170 23,700 SH SOLE 0 23,700
G + K SERVICES CL A 361268105 1,925 76,808 SH SOLE 0 76,808
GABLES RESIDENTIAL SH BEN 362418105 3,785 147,000 SH SOLE 0 147,000
GADZOOX NETWORKS INCOM 362555104 888 64,874 SH SOLE 0 64,874
GALILEO INTL INC COM 363547100 2,416 115,723 SH SOLE 0 115,723
GALLAGHER ARTHUR J COM 363576109 9,348 222,560 SH SOLE 0 222,560
GANNETT INC COM 364730101 46,659 780,088 SH SOLE 0 780,088
GAP INC COM 364760108 80,082 2,562,625 SH SOLE 0 2,562,625
GARDNER DENVER INC COM 365558105 616 34,455 SH SOLE 0 34,455
GARTNER GROUP INC NCL A 366651107 1,711 142,622 SH SOLE 0 142,622
GASONICS INTL CORP COM 367278108 619 15,700 SH SOLE 0 15,700
GATEWAY INC COM 367626108 54,119 953,632 SH SOLE 0 953,632
GATX COM 361448103 2,202 64,764 SH SOLE 0 64,764
GAYLORD CONTAINER CCL A 368145108 438 162,899 SH SOLE 0 162,899
GAYLORD ENTMT CO NECOM 367905106 1,138 52,943 SH SOLE 0 52,943
GC COS INC COM 36155Q109 845 37,786 SH SOLE 0 37,786
GELTEX PHARMACEUTICCOM 368538104 913 44,694 SH SOLE 0 44,694
GENCORP INC COM 368682100 964 120,552 SH SOLE 0 120,552
GENE LOGIC COM 368689105 1,399 39,200 SH SOLE 0 39,200
GENENTECH INC COM 368710406 35,412 205,884 SH SOLE 0 205,884
GENERAL BINDING CORCOM 369154109 2,227 333,000 SH SOLE 0 333,000
GENERAL COMMUNICATION INC 369385109 200 39,000 SH SOLE 0 39,000
GENERAL DYNAMICS COCOM 369550108 30,270 579,331 SH SOLE 0 579,331
GENERAL ELEC CO COM 369604103 1,534,262 28,948,341 SH SOLE 0 28,948,341
GENERAL GROWTH PPTYCOM 370021107 516 16,237 SH SOLE 0 16,237
GENERAL MLS INC COM 370334104 35,537 929,084 SH SOLE 0 929,084
GENERAL MTRS CORP CL H NE370442832 42,797 487,716 SH SOLE 0 487,716
GENERAL MTRS CORP COM 370442105 93,072 1,602,962 SH SOLE 0 1,602,962
GENERAL SEMICONDUCTCOM 370787103 1,252 84,869 SH SOLE 0 84,869
GENERALE CABLE CORPCOM 369300108 405 49,800 SH SOLE 0 49,800
GENESCO INC COM 371532102 1,412 87,900 SH SOLE 0 87,900
GENLYTE GROUP INC COM 372302109 299 14,199 SH SOLE 0 14,199
GENOME THERAPEUTICSCOM 372430108 855 28,100 SH SOLE 0 28,100
GENRAD INC COM 372447102 722 80,256 SH SOLE 0 80,256
GENTEK INC COM 37245X104 271 24,194 SH SOLE 0 24,194
GENTEX CORP COM 371901109 10,600 421,884 SH SOLE 0 421,884
GENUINE PARTS CO COM 372460105 9,265 463,262 SH SOLE 0 463,262
GENZYME CORP COM 372917104 11,894 200,116 SH SOLE 0 200,116
GENZYME CORP COM SUR372917609 0 1 SH SOLE 0 1
GENZYME TRANSGENICSCOM 37246E105 236 8,700 SH SOLE 0 8,700
GEON CO COM 37246W105 832 44,974 SH SOLE 0 44,974
GEORGIA GULF CORP COM 373200203 1,859 89,344 SH SOLE 0 89,344
GEORGIA PAC CORP COM 373298108 15,672 597,047 SH SOLE 0 597,047
GEORGIA PAC CORP COM TIM373298702 4,048 187,200 SH SOLE 0 187,200
GEOWORKS COM 373692102 332 21,100 SH SOLE 0 21,100
GERBER SCIENTIFIC ICOM 373730100 1,139 99,034 SH SOLE 0 99,034
GERON CORP COM 374163103 733 22,900 SH SOLE 0 22,900
GIBRALTOR STEEL CORCOM 37476F103 153 10,900 SH SOLE 0 10,900
GILEAD SCIENCES INCCOM 375558103 9,639 135,521 SH SOLE 0 135,521
GILLETTE CO COM 375766102 97,963 2,803,948 SH SOLE 0 2,803,948
GLATFELTER P H CO COM 377316104 1,145 112,422 SH SOLE 0 112,422
GLENAYRE TECHNOLOGICOM 377899109 2,045 193,610 SH SOLE 0 193,610
GLENBOROUGH RLTY TRCOM 37803P105 1,623 93,100 SH SOLE 0 93,100
GLIMCHER RLTY TR COM 379302102 993 69,098 SH SOLE 0 69,098
GLOBAL INDUSTRIES INC 379336100 1,640 86,900 SH SOLE 0 86,900
GLOBAL MARINE INC COM NEW379352404 12,817 454,716 SH SOLE 0 454,716
GLOBAL TELESYSTEMS CDT COM37936U104 5,153 427,224 SH SOLE 0 427,224
GLOBALNET FINL COM COM NEW37937R209 836 39,800 SH SOLE 0 39,800
GLOBESPAN SEMICONDUCOM 379571102 6,189 50,700 SH SOLE 0 50,700
GLOBIX CORP COM 37957F101 2,418 82,500 SH SOLE 0 82,500
GO2NET COM 383486107 3,220 64,000 SH SOLE 0 64,000
GOAMERICA INC COM 38020R106 493 31,950 SH SOLE 0 31,950
GOLDEN ST BANCORP ICOM 381197102 2,553 141,844 SH SOLE 0 141,844
GOLDEN WEST FINL COCOM 381317106 18,362 449,914 SH SOLE 0 449,914
GOLDMAN SACHS GROUPCOM 38141G104 22,334 235,400 SH SOLE 0 235,400
GOODRICH B F CO COM 382388106 10,211 299,781 SH SOLE 0 299,781
GOODYEAR TIRE AND RCOM 382550101 7,738 386,910 SH SOLE 0 386,910
GOODYS FAMILY CLOTHCOM 382588101 122 22,228 SH SOLE 0 22,228
GORMAN RUPP CO COM 383082104 1,229 78,000 SH SOLE 0 78,000
GOTO COM INC COM 38348T107 2,182 142,500 SH SOLE 0 142,500
GPU INC COM 36225X100 8,867 327,650 SH SOLE 0 327,650
GRACE W R + CO DEL COM 38388F108 18,196 1,500,685 SH SOLE 0 1,500,685
GRACO INC COM 384109104 12,478 383,932 SH SOLE 0 383,932
GRAINGER W W INC COM 384802104 12,319 399,808 SH SOLE 0 399,808
GRANITE CONSTR INC 387328107 1,027 41,908 SH SOLE 0 41,908
GRANT PRIDE INC COM 38821G101 5,762 230,472 SH SOLE 0 230,472
GREAT ATLANTIC + PACOM 390064103 1,674 100,684 SH SOLE 0 100,684
GREAT LAKES CHEMICACOM 390568103 5,365 170,303 SH SOLE 0 170,303
GREAT LAKES REIT INCOM 390752103 796 46,800 SH SOLE 0 46,800
GREAT PLAINS SOFTWACOM 39119E105 170 8,643 SH SOLE 0 8,643
GREENPOINT FINL CORCOM 395384100 10,957 584,398 SH SOLE 0 584,398
GREIF BROS CORP CL A 397624107 1,383 44,962 SH SOLE 0 44,962
GREY ADVERTISING INCOM 397838103 14,872 28,600 SH SOLE 0 28,600
GREY WOLF INC COM 397888108 337 67,400 SH SOLE 0 67,400
GRIC COMMUNICATIONSCOM 398081109 289 16,110 SH SOLE 0 16,110
GTE CORP COM 362320103 175,048 2,812,016 SH SOLE 0 2,812,016
GTECH HLDGS CORP COM 400518106 2,626 115,745 SH SOLE 0 115,745
GUESS INC COM 401617105 315 22,527 SH SOLE 0 22,527
GUIDANT CORP COM 401698105 56,328 1,137,939 SH SOLE 0 1,137,939
GUILFORD PHARMACEUTCOM 401829106 568 37,742 SH SOLE 0 37,742
GUITAR CTR INC COM 402040109 119 11,300 SH SOLE 0 11,300
GYMBOREE CORP COM 403777105 171 56,927 SH SOLE 0 56,927
H S RES INC COM 404297103 720 24,000 SH SOLE 0 24,000
HA LO INDS INC COM 404429102 335 59,550 SH SOLE 0 59,550
HAEMONETICS CORP MACOM 405024100 591 28,127 SH SOLE 0 28,127
HALLIBURTON CO COM 406216101 59,627 1,263,625 SH SOLE 0 1,263,625
HAMILTON BANCORP INCOM 407013101 349 19,920 SH SOLE 0 19,920
HANCOCK HLDG CO COM 410120109 569 16,728 SH SOLE 0 16,728
HANDLEMAN CO DEL COM 410252100 1,321 105,649 SH SOLE 0 105,649
HANNA M.A. CO COM STK410522106 1,330 147,757 SH SOLE 0 147,757
HANNAFORD BROS CO COM 410550107 3,935 54,743 SH SOLE 0 54,743
HANOVER COMPRESSOR COM 410768105 2,877 75,720 SH SOLE 0 75,720
HANOVER DIRECT INC COM 410783104 63 40,000 SH SOLE 0 40,000
HARBOR FL BANCSHARECOM 411901101 232 22,221 SH SOLE 0 22,221
HARCOURT GEN INC COM 41163G101 9,650 177,474 SH SOLE 0 177,474
HARLAND JOHN H CO COM 412693103 1,201 80,431 SH SOLE 0 80,431
HARLEY DAVIDSON INCCOM 412822108 41,549 1,079,196 SH SOLE 0 1,079,196
HARLEYSVILLE GROUP COM 412824104 1,453 86,721 SH SOLE 0 86,721
HARLEYSVILLE NATL CCOM 412850109 603 18,427 SH SOLE 0 18,427
HARMAN INTL INDS INCOM 413086109 2,694 44,166 SH SOLE 0 44,166
HARMONIC INC COM 413160102 5,092 205,723 SH SOLE 0 205,723
HARRAHS ENTMT INC COM 413619107 8,049 384,443 SH SOLE 0 384,443
HARRIS CORP DEL COM 413875105 6,557 200,203 SH SOLE 0 200,203
HARSCO CORP COM 415864107 1,447 56,748 SH SOLE 0 56,748
HARTE HANKS INC COM 416196103 4,724 188,966 SH SOLE 0 188,966
HARTFORD FINANCIAL COM 416515104 41,600 743,684 SH SOLE 0 743,684
HASBRO INC COM 418056107 20,932 1,389,678 SH SOLE 0 1,389,678
HAWAIIAN ELEC INDS COM 419870100 526 16,035 SH SOLE 0 16,035
HAYES LEMMERZ INTL COM 420781106 611 50,659 SH SOLE 0 50,659
HCA HEALTHCARE CO COM 404119109 46,351 1,525,968 SH SOLE 0 1,525,968
HCC INS HLDGS INC 404132102 12,917 684,350 SH SOLE 0 684,350
HEALTH CARE PPTY INCOM 421915109 1,831 67,207 SH SOLE 0 67,207
HEALTH CARE REIT INCOM 42217K106 1,354 83,342 SH SOLE 0 83,342
HEALTH MGMT ASSOC CL A 421933102 21,380 1,636,723 SH SOLE 0 1,636,723
HEALTHCARE RLTY TR COM 421946104 2,010 117,780 SH SOLE 0 117,780
HEALTHEON WEBMD CORCOM 422209106 3,376 227,911 SH SOLE 0 227,911
HEALTHSOUTH CORP COM 421924101 7,131 992,192 SH SOLE 0 992,192
HEARST ARGYLE TELEVCOM 422317107 4,058 208,122 SH SOLE 0 208,122
HEARTLAND EXPRESS INC 422347104 1,862 111,594 SH SOLE 0 111,594
HECLA MNG CO COM 422704106 234 207,874 SH SOLE 0 207,874
HEICO CORP NEW 422806109 119 8,354 SH SOLE 0 8,354
HEIDRICK + STRUGGLECOM 422819102 953 15,100 SH SOLE 0 15,100
HEILIG MEYERS CO COM 422893107 171 143,789 SH SOLE 0 143,789
HEINZ H J CO COM 423074103 46,034 1,052,211 SH SOLE 0 1,052,211
HELIX TECHNOLOGY COCOM 423319102 3,004 77,032 SH SOLE 0 77,032
HELLER FINL INC CL A 423328103 493 24,063 SH SOLE 0 24,063
HELMERICH AND PAYNECOM 423452101 897 24,000 SH SOLE 0 24,000
HENRY JACK + ASSOC INC 426281101 3,303 65,900 SH SOLE 0 65,900
HENRY SCHEIN INC COM STK806407102 573 33,200 SH SOLE 0 33,200
HERBALIFE INTL INC CL A 426908208 232 26,487 SH SOLE 0 26,487
HERCULES INC COM 427056106 19,720 1,402,300 SH SOLE 0 1,402,300
HERSHEY FOODS CORP COM 427866108 17,351 357,756 SH SOLE 0 357,756
HERTZ CORP CL A 428040109 1,339 47,701 SH SOLE 0 47,701
HEWLETT PACKARD CO COM 428236103 354,442 2,838,376 SH SOLE 0 2,838,376
HEXCEL CORP NEW COM 428291108 1,459 153,552 SH SOLE 0 153,552
HIBERNIA CORP CL A 428656102 8,474 779,177 SH SOLE 0 779,177
HIGH SPEED ACCESS CCOM 42979U102 340 51,750 SH SOLE 0 51,750
HIGHWOODS PPTYS INCCOM 431284108 1,435 59,772 SH SOLE 0 59,772
HILLENBRAND INDS INCOM 431573104 2,179 69,599 SH SOLE 0 69,599
HILTON HOTELS CORP COM 432848109 8,597 917,016 SH SOLE 0 917,016
HINES HORTICULTURE COM 433245107 17,172 2,520,598 SH SOLE 0 2,520,598
HISPANIC BROADCASTICOM 43357B104 6,148 185,600 SH SOLE 0 185,600
HMT TECHNOLOGY CORPCOM 403917107 102 66,300 SH SOLE 0 66,300
HNC SOFTWARE INC COM 40425P107 14,950 242,100 SH SOLE 0 242,100
HOLLINGER INTERNATICL A 435569108 657 48,200 SH SOLE 0 48,200
HOLLYWOOD ENTMT CORCOM 436141105 564 71,658 SH SOLE 0 71,658
HOME DEPOT INC COM 437076102 359,232 7,193,640 SH SOLE 0 7,193,640
HOME PPTYS N Y INC COM 437306103 1,674 55,800 SH SOLE 0 55,800
HOMEBASE INC COM 43738E108 158 100,854 SH SOLE 0 100,854
HOMEFED CORP COM NEW43739D208 96 142,958 SH SOLE 0 142,958
HOMEGROCER COM INC COM 43740K100 82 13,590 SH SOLE 0 13,590
HOMESTAKE MNG CO COM 437614100 4,673 679,698 SH SOLE 0 679,698
HOMESTORE COM INC COM 437852106 2,043 70,000 SH SOLE 0 70,000
HON INDS INC COM 438092108 2,677 113,930 SH SOLE 0 113,930
HONEYWELL INTL INC COM 438516106 73,553 2,183,397 SH SOLE 0 2,183,397
HOOPER HOLMES INC COM 439104100 337 42,124 SH SOLE 0 42,124
HORACE MANN EDUCATONEW COM440327104 10,057 670,450 SH SOLE 0 670,450
HORMEL FOODS CORP COM 440452100 3,821 227,248 SH SOLE 0 227,248
HOSPITALITY PPTYS TCOM SH 44106M102 2,316 102,634 SH SOLE 0 102,634
HOST MARRIOTT CORP COM 44107P104 4,115 438,924 SH SOLE 0 438,924
HOTJOBS COM LTD COM 441474103 2,787 201,800 SH SOLE 0 201,800
HOUGHTON MIFFLIN COCOM 441560109 1,816 38,890 SH SOLE 0 38,890
HOUSEHOLD INTL INC COM 441815107 67,549 1,625,233 SH SOLE 0 1,625,233
HOUSTON EXPL CO COM 442120101 252 10,045 SH SOLE 0 10,045
HOVNANIAN ENTERPRISCL B 442487302 371 74,268 SH SOLE 0 74,268
HRPT PPTYS TR COM SH 40426W101 1,672 272,996 SH SOLE 0 272,996
HSB GROUP INC COM 40428N109 2,344 75,321 SH SOLE 0 75,321
HUBBELL INC CLB 443510201 3,189 125,040 SH SOLE 0 125,040
HUDSON UTD BANCORP COM 444165104 1,564 69,711 SH SOLE 0 69,711
HUGHES SUPPLY INC COM 444482103 601 30,414 SH SOLE 0 30,414
HUGOTON RTY TR TX UNIT BE444717102 1,511 121,500 SH SOLE 0 121,500
HUMAN GENOME SCIENCCOM 444903108 19,500 146,204 SH SOLE 0 146,204
HUMANA INC COM 444859102 2,034 417,249 SH SOLE 0 417,249
HUNT J B TRANS SVCSCOM 445658107 1,379 89,324 SH SOLE 0 89,324
HUNTINGTON BANCSHARCOM 446150104 9,219 583,017 SH SOLE 0 583,017
HUTCHINSON TECHNOLOCOM 448407106 937 65,736 SH SOLE 0 65,736
HYPERION SOLUTIONS COM 44914M104 3,674 113,249 SH SOLE 0 113,249
HYSEQ INC COM 449163302 800 17,600 SH SOLE 0 17,600
I2 TECHNOLOGIES INCCOM 465754109 35,380 339,328 SH SOLE 0 339,328
I3 MOBILE INC COM 465713105 59 3,200 SH SOLE 0 3,200
IBASIS INC COM 450732102 662 15,370 SH SOLE 0 15,370
IBIS TECHNOLOGY CORCOM 450909106 181 3,000 SH SOLE 0 3,000
IBP INC COM STK449223106 1,791 116,026 SH SOLE 0 116,026
ICG COMMUNICATIONS COM 449246107 6,631 300,560 SH SOLE 0 300,560
ICN PHARMACEUTICALSCOM 448924100 6,195 222,758 SH SOLE 0 222,758
ICOS CORP COM 449295104 5,095 115,795 SH SOLE 0 115,795
IDACORP INC COM 451107106 1,778 55,141 SH SOLE 0 55,141
IDEAMALL INC COM 451662100 174 36,240 SH SOLE 0 36,240
IDEC PHARMACEUTICALCOM 449370105 9,713 82,800 SH SOLE 0 82,800
IDENTIX INC 451906101 491 31,300 SH SOLE 0 31,300
IDEX CORP COM 45167R104 14,234 450,966 SH SOLE 0 450,966
IDEXX LABS INC COM 45168D104 9,766 426,936 SH SOLE 0 426,936
IDT CORP COM 448947101 1,816 53,500 SH SOLE 0 53,500
IDX SYS CORP COM 449491109 233 16,500 SH SOLE 0 16,500
IGATE CAP CORP COM 45169U105 1,046 76,046 SH SOLE 0 76,046
IHOP CORP NEW COM 449623107 1,101 65,710 SH SOLE 0 65,710
IKON OFFICE SOLUTIOCOM 451713101 8 1,946 SH SOLE 0 1,946
ILEX ONCOLOGY INC COM 451923106 469 13,300 SH SOLE 0 13,300
ILLINOIS TOOL WKS ICOM 452308109 59,016 1,035,376 SH SOLE 0 1,035,376
IMANAGE INC COM 45245Y105 565 56,901 SH SOLE 0 56,901
IMATION CORP COM 45245A107 3,127 106,435 SH SOLE 0 106,435
IMC GLOBAL INC COM 449669100 8,462 650,960 SH SOLE 0 650,960
IMCLONE SYS INC COM 45245W109 10,413 136,226 SH SOLE 0 136,226
IMCO RECYCLING INC COM 449681105 207 38,080 SH SOLE 0 38,080
IMMERSION CORP COM 452521107 169 5,630 SH SOLE 0 5,630
IMMUNE RESPONSE CORCOM 45252T106 210 19,300 SH SOLE 0 19,300
IMMUNEX CORP NEW COM 452528102 23,345 472,212 SH SOLE 0 472,212
IMMUNOGEN INC COM 45253H101 561 46,500 SH SOLE 0 46,500
IMMUNOMEDICS INC COM 452907108 1,093 44,600 SH SOLE 0 44,600
IMPAC MORT HOLDINGSCOM 45254P102 44 10,225 SH SOLE 0 10,225
IMPATH INC COM 45255G101 394 7,264 SH SOLE 0 7,264
IMPERIAL BANCORP COM 452556103 2,059 132,292 SH SOLE 0 132,292
IMPERIAL CR INDS INCOM 452729106 313 73,540 SH SOLE 0 73,540
IMPERIAL SUGAR CO NCOM 453096109 35 26,329 SH SOLE 0 26,329
IMRGLOBAL CORP COM 45321W106 323 24,696 SH SOLE 0 24,696
IMS HEALTH INC COM 449934108 14,619 812,177 SH SOLE 0 812,177
INCYTE GENOMICS INCCOM 45337C102 5,659 68,858 SH SOLE 0 68,858
INDYMAC BANCORP INCCOM 456607100 2,583 190,432 SH SOLE 0 190,432
INET TECHNOLOGIES ICOM 45662V105 982 18,100 SH SOLE 0 18,100
INFINITY BROADCASTICL A 45662S102 30,879 847,439 SH SOLE 0 847,439
INFOGRAMES INC COM 45665T107 128 15,720 SH SOLE 0 15,720
INFONET SVCS CORP CL B 45666T106 449 37,600 SH SOLE 0 37,600
INFORMATICA CORP COM 45666Q102 8,997 109,800 SH SOLE 0 109,800
INFORMATION ARCHITECOM 45669R107 321 46,200 SH SOLE 0 46,200
INFORMATION HLDGS ICOM 456727106 3,293 89,000 SH SOLE 0 89,000
INFORMIX CORP COM 456779107 5,462 734,328 SH SOLE 0 734,328
INFOSPACE INC COM 45678T102 41,515 751,400 SH SOLE 0 751,400
INFOUSA INC NEW COM 456818301 208 32,066 SH SOLE 0 32,066
INGERSOLL RAND CO COM 456866102 19,189 476,738 SH SOLE 0 476,738
INGRAM MICRO INC CL A 457153104 5,875 336,910 SH SOLE 0 336,910
INHALE THERAPEUTIC COM 457191104 3,815 37,600 SH SOLE 0 37,600
INKTOMI CORP COM 457277101 29,397 248,600 SH SOLE 0 248,600
INNKEEPERS USA TR COM 4576J0104 935 102,415 SH SOLE 0 102,415
INNOVEX INC COM 457647105 282 28,945 SH SOLE 0 28,945
INPUT/OUTPUT INC COM 457652105 1,208 143,200 SH SOLE 0 143,200
INSIGHT ENTERPRISESCOM 45765U103 932 15,706 SH SOLE 0 15,706
INSIGNIA FINL GROUPCOM 45767A105 468 46,831 SH SOLE 0 46,831
INSITUFORM TECHNOLOCL A 457667103 555 20,477 SH SOLE 0 20,477
INTEGRA BK CORP COM 45814P105 411 24,169 SH SOLE 0 24,169
INTEGRATED DEVICE TCOM 458118106 12,451 207,958 SH SOLE 0 207,958
INTEGRATED SILICON COM 45812P107 811 21,330 SH SOLE 0 21,330
INTEL CORP COM 458140100 1,333,928 9,977,958 SH SOLE 0 9,977,958
INTELIDATA TECHNOLOCOM 45814T107 581 56,300 SH SOLE 0 56,300
INTER TEL INC COM 458372109 1,219 75,916 SH SOLE 0 75,916
INTERACT COMM CORP COM 45839Y107 2,367 200,400 SH SOLE 0 200,400
INTERDIGITAL COMM CCOM 45866A105 2,715 163,899 SH SOLE 0 163,899
INTERFACE INC CL A 458665106 4,166 1,092,742 SH SOLE 0 1,092,742
INTERGRAPH CORP COM 458683109 1,256 166,080 SH SOLE 0 166,080
INTERGRATED ELECTRICOM 45811E103 66 12,923 SH SOLE 0 12,923
INTERLIANT INC COM 458742103 866 37,130 SH SOLE 0 37,130
INTERLINK ELECTRS COM 458751104 551 13,150 SH SOLE 0 13,150
INTERLOGIX INC COM 458763109 115 8,360 SH SOLE 0 8,360
INTERMEDIA COMMUNICCOM 458801107 3,290 110,581 SH SOLE 0 110,581
INTERMET CORP COM 45881K104 470 68,301 SH SOLE 0 68,301
INTERMUNE PHARMACEUCOM 45885B100 107 2,600 SH SOLE 0 2,600
INTERNAP NETWORK SVCOM 45885A102 7,132 171,800 SH SOLE 0 171,800
INTERNATIONAL BUSINCOM 459200101 567,805 5,182,475 SH SOLE 0 5,182,475
INTERNATIONAL FIBERCOM 45950T101 1,201 47,100 SH SOLE 0 47,100
INTERNATIONAL FLAVOCOM 459506101 7,893 261,450 SH SOLE 0 261,450
INTERNATIONAL GAME COM 459902102 20,630 778,501 SH SOLE 0 778,501
INTERNATIONAL HOME COM 459655106 866 41,362 SH SOLE 0 41,362
INTERNATIONAL MULTICOM 460043102 1,247 72,024 SH SOLE 0 72,024
INTERNATIONAL PAPERCOM 460146103 45,339 1,520,796 SH SOLE 0 1,520,796
INTERNATIONAL RECTICOM 460254105 8,002 142,884 SH SOLE 0 142,884
INTERNATIONAL SPECINEW COM460337108 191 33,638 SH SOLE 0 33,638
INTERNATIONAL SPEEDCL A 460335201 323 7,805 SH SOLE 0 7,805
INTERNET CAP GROUP COM 46059C106 10,216 276,000 SH SOLE 0 276,000
INTERNET COM CORP COM 460967102 177 9,000 SH SOLE 0 9,000
INTERNET PICTURES CCOM 46059S101 1,322 87,390 SH SOLE 0 87,390
INTERPOOL INC COM 46062R108 249 25,541 SH SOLE 0 25,541
INTERPUBLIC GROUP CCOM 460690100 36,160 840,926 SH SOLE 0 840,926
INTERSIL HLDG CORP CL A 46069S109 2,227 41,200 SH SOLE 0 41,200
INTERSTATE BAKERIESDEL NEW46072H108 1,374 98,167 SH SOLE 0 98,167
INTERSTATE HOTRLS MCOM 46088R108 0 2 SH SOLE 0 2
INTERTAN INC COM 461120107 256 21,750 SH SOLE 0 21,750
INTERTRUST TECHNOLOCOM 46113Q109 1,784 86,760 SH SOLE 0 86,760
INTERWEST BANCORP ICOM 460931108 279 19,896 SH SOLE 0 19,896
INTERWORLD CORP COM 46114Q108 542 26,460 SH SOLE 0 26,460
INTERWOVEN INC 46114T102 8,733 79,400 SH SOLE 0 79,400
INTIMATE BRANDS INCCL A 461156101 7,036 356,240 SH SOLE 0 356,240
INTRANET SOLUTIONS COM NEW460939309 794 20,700 SH SOLE 0 20,700
INTRAWARE INC COM 46118M103 545 33,900 SH SOLE 0 33,900
INTUIT COM 461202103 21,518 520,065 SH SOLE 0 520,065
INVACARE CORP COM 461203101 2,233 85,068 SH SOLE 0 85,068
INVESTMENT TECHNOLOCOM 46145F105 4,187 105,997 SH SOLE 0 105,997
INVESTORS FINL SERVCOM 461915100 3,669 92,436 SH SOLE 0 92,436
INVITROGEN CORP COM 46185R100 422 5,608 SH SOLE 0 5,608
IOMEGA CORP 462030107 3,151 787,796 SH SOLE 0 787,796
IONICS INC COM 462218108 1,717 56,054 SH SOLE 0 56,054
IPALCO ENTERPRISES COM 462613100 1,474 73,265 SH SOLE 0 73,265
IPRINT COM INC COM 462628108 642 130,900 SH SOLE 0 130,900
IRON MTN INC PA COM 462846106 643 18,900 SH SOLE 0 18,900
IRT PPTY CO COM 450058102 767 90,259 SH SOLE 0 90,259
IRWIN FINL CORP COM 464119106 384 26,600 SH SOLE 0 26,600
ISIS PHARMACEUTICALS 464330109 1,175 81,000 SH SOLE 0 81,000
ISS GROUP INC OC COM 450306105 4,789 48,500 SH SOLE 0 48,500
ISTAR FINL INC COM 45031U101 3,386 161,741 SH SOLE 0 161,741
ITC DELTACOM COM 45031T104 2,001 89,675 SH SOLE 0 89,675
ITT EDL SVCS INC COM 45068B109 136 7,750 SH SOLE 0 7,750
ITT INDS INC COM 450911102 7,646 251,722 SH SOLE 0 251,722
IVAX CORP 465823102 13,107 315,839 SH SOLE 0 315,839
IXL ENTERPRISES INCCOM 450718101 440 30,330 SH SOLE 0 30,330
JABIL CIRCUIT INC COM 466313103 17,826 359,220 SH SOLE 0 359,220
JACK IN THE BOX INCCOM 466367109 2,237 90,858 SH SOLE 0 90,858
JACOBS ENGR GROUP ICOM 469814107 2,313 70,772 SH SOLE 0 70,772
JDA SOFTWARE GROUP COM 46612K108 1,303 67,885 SH SOLE 0 67,885
JDN RLTY CORP COM 465917102 998 97,950 SH SOLE 0 97,950
JDS UNIPHASE CORP COM 46612J101 175,560 1,464,528 SH SOLE 0 1,464,528
JEFFERSON PILOT CORCOM 475070108 15,625 276,860 SH SOLE 0 276,860
JEFFRIES GROUP INC COM 472319102 2,362 116,996 SH SOLE 0 116,996
JLG INDS INC COM 466210101 1,737 146,280 SH SOLE 0 146,280
JOHN NUVEEN CO CL A 478035108 1,006 23,977 SH SOLE 0 23,977
JOHNS MANVILLE CORPCOM 478129109 567 42,985 SH SOLE 0 42,985
JOHNSON + JOHNSON COM 478160104 441,899 4,337,656 SH SOLE 0 4,337,656
JOHNSON CTLS INC COM 478366107 25,598 498,867 SH SOLE 0 498,867
JONES APPAREL GROUPCOM 480074103 7,172 305,200 SH SOLE 0 305,200
JONES PHARMA INC COM 480236108 6,236 156,150 SH SOLE 0 156,150
JOURNAL REGISTER COCOM 481138105 55 3,000 SH SOLE 0 3,000
JP RLTY INC COM 46624A106 665 37,323 SH SOLE 0 37,323
JUNIPER NETWORKS INCOM 48203R104 78,454 538,968 SH SOLE 0 538,968
JUNO ONLINE SVCS INCOM 482048105 452 42,000 SH SOLE 0 42,000
JUST FOR FEET INC COM 48213P106 2 71,575 SH SOLE 0 71,575
JUSTIN INDS INC COM 482171105 1,973 90,207 SH SOLE 0 90,207
K MART CORP COM 482584109 8,679 1,274,030 SH SOLE 0 1,274,030
KAISER ALUM CORP COM 483007100 175 43,840 SH SOLE 0 43,840
KAMAN CORP CL A 483548103 843 78,888 SH SOLE 0 78,888
KANA COMMUNICATIONSCOM 483600102 11,300 182,634 SH SOLE 0 182,634
KANSAS CITY LIFE INCOM 484836101 1,305 48,550 SH SOLE 0 48,550
KANSAS CITY PWR + LCOM 485134100 1,716 76,280 SH SOLE 0 76,280
KANSAS CITY SOUTHN COM 485170104 48,879 551,133 SH SOLE 0 551,133
KAUFMAN + BROAD HOMCOM 486168107 2,501 126,224 SH SOLE 0 126,224
KAYDON CORP COM 486587108 1,774 84,456 SH SOLE 0 84,456
KCS ENERGY INC COM NEW482434206 119 86,412 SH SOLE 0 86,412
KEANE INC COM 486665102 4,516 208,848 SH SOLE 0 208,848
KEEBLER FOODS CO COM 487256109 2,094 56,416 SH SOLE 0 56,416
KEITHLEY INSTRS INCCOM 487584104 313 3,590 SH SOLE 0 3,590
KELLOGG CO COM 487836108 31,897 1,072,170 SH SOLE 0 1,072,170
KELLWOOD CO COM 488044108 1,409 66,713 SH SOLE 0 66,713
KELLY SVCS INC CL A 488152208 1,349 58,319 SH SOLE 0 58,319
KEMET CORP COM 488360108 6,982 278,592 SH SOLE 0 278,592
KENNAMETAL INC COM 489170100 1,640 76,524 SH SOLE 0 76,524
KENT ELECTRS CORP COM 490553104 2,313 77,592 SH SOLE 0 77,592
KERR MCGEE CORP COM 492386107 27,451 465,762 SH SOLE 0 465,762
KEY ENERGY SVCS INCCOM 492914106 167 17,300 SH SOLE 0 17,300
KEYCORP NEW COM 493267108 21,151 1,200,030 SH SOLE 0 1,200,030
KEYNOTE SYS INC COM 493308100 3,895 55,200 SH SOLE 0 55,200
KEYSPAN CORP COM 49337W100 6,993 227,426 SH SOLE 0 227,426
KEYSTONE FINL INC COM 493482103 2,237 105,277 SH SOLE 0 105,277
KFORCE COM INC COM 493732101 409 58,896 SH SOLE 0 58,896
KILROY RLTY CORP COM 49427F108 2,109 81,300 SH SOLE 0 81,300
KIMBALL INTL INC CL B 494274103 1,359 92,160 SH SOLE 0 92,160
KIMBERLY CLARK CORPCOM 494368103 99,215 1,729,239 SH SOLE 0 1,729,239
KIMCO RLTY CORP 49446R109 3,903 95,185 SH SOLE 0 95,185
KINDER MORGAN INC KCOM 49455P101 18,568 537,240 SH SOLE 0 537,240
KING PHARMACEUTICALCOM 495582108 3,014 68,700 SH SOLE 0 68,700
KIRBY CORP COM 497266106 2,402 113,018 SH SOLE 0 113,018
KLA TENCOR CORP COM 482480100 40,838 697,347 SH SOLE 0 697,347
KNIGHT RIDDER INC COM 499040103 17,847 335,545 SH SOLE 0 335,545
KNIGHT TRADING GROUCOM 499063105 7,283 244,300 SH SOLE 0 244,300
KNIGHT TRANSN INC COM 499064103 120 8,250 SH SOLE 0 8,250
KOGER EQUITY INC COM 500228101 1,310 77,600 SH SOLE 0 77,600
KOHLS CORP COM 500255104 55,755 1,002,332 SH SOLE 0 1,002,332
KOMAG INC COM 500453105 233 132,959 SH SOLE 0 132,959
KOPIN CORP COM 500600101 3,802 54,900 SH SOLE 0 54,900
KORN / FERRY INTL COM NEW500643200 1,128 35,600 SH SOLE 0 35,600
KROGER CO COM 501044101 49,825 2,258,366 SH SOLE 0 2,258,366
KRONOS INC COM 501052104 1,084 41,676 SH SOLE 0 41,676
KULICKE + SOFFA INDCOM 501242101 6,391 107,644 SH SOLE 0 107,644
L 3 COMMUNICATIONS COM 502424104 571 10,000 SH SOLE 0 10,000
LA Z BOY INC COM 505336107 1,861 132,926 SH SOLE 0 132,926
LABOR READY INC COM NEW505401208 437 65,978 SH SOLE 0 65,978
LABORATORY CORP AMECOM NEW50540R409 8,842 114,644 SH SOLE 0 114,644
LACLEDE GAS CO COM 505588103 1,335 69,360 SH SOLE 0 69,360
LAFARGE CORP COM 505862102 6,653 316,829 SH SOLE 0 316,829
LAKEHEAD PIPELINE PPREF UN511557100 1,819 45,400 SH SOLE 0 45,400
LAM RESH CORP COM 512807108 14,358 382,889 SH SOLE 0 382,889
LAMAR ADVERTISING CCL A 512815101 1,861 42,968 SH SOLE 0 42,968
LANCASTER COLONY COCOM RTS513847103 1,053 54,001 SH SOLE 0 54,001
LANCE INC COM 514606102 649 72,126 SH SOLE 0 72,126
LANDAMERICA FINL GRCOM 514936103 491 21,424 SH SOLE 0 21,424
LANDRYS SEAFOOD RESCOM 51508L103 348 40,938 SH SOLE 0 40,938
LANDS END INC COM 515086106 1,813 54,335 SH SOLE 0 54,335
LANDSTAR SYS INC COM 515098101 2,587 43,427 SH SOLE 0 43,427
LASALLE HOTEL PPTYSCOM SH 517942108 476 33,141 SH SOLE 0 33,141
LASER VISION CTRS INC 51807H100 252 40,800 SH SOLE 0 40,800
LASERSIGHT INC COM 517924106 276 72,480 SH SOLE 0 72,480
LATITUDE COMMUNICATCOM 518292107 977 87,364 SH SOLE 0 87,364
LATTICE SEMICONDUCTOR CORP518415104 7,021 101,572 SH SOLE 0 101,572
LAUDER ESTEE COS INCL A 518439104 13,712 277,370 SH SOLE 0 277,370
LAUNCH MEDIA INC COM 518567102 206 22,240 SH SOLE 0 22,240
LAWSON PRODS INC COM 520776105 1,498 60,849 SH SOLE 0 60,849
LCA VISION INC COM NEW501803209 159 65,040 SH SOLE 0 65,040
LCC INTL INC COM 501810105 153 5,600 SH SOLE 0 5,600
LEAP WIRELESS INTL COM 521863100 4,074 86,686 SH SOLE 0 86,686
LEAR CORP COM 521865105 9,704 485,207 SH SOLE 0 485,207
LEARN2 COM INC COM 522002104 161 82,000 SH SOLE 0 82,000
LEARNING TREE INTL COM 522015106 1,488 24,300 SH SOLE 0 24,300
LEE ENTERPRISES INCCOM 523768109 19,113 819,840 SH SOLE 0 819,840
LEGATO SYSTEMS INC COM 524651106 3,321 219,600 SH SOLE 0 219,600
LEGG MASON INC COM 524901105 6,773 135,460 SH SOLE 0 135,460
LEGGETT + PLATT INCCOM 524660107 19,092 1,157,062 SH SOLE 0 1,157,062
LEHMAN BROTHERS HLDCOM 524908100 35,281 373,100 SH SOLE 0 373,100
LENNAR CORP COM 526057104 2,210 109,124 SH SOLE 0 109,124
LENNOX INTL INC COM 526107107 91 6,834 SH SOLE 0 6,834
LEUCADIA NATL CORP COM 527288104 1,408 61,732 SH SOLE 0 61,732
LEVEL 3 COMMUNICATICOM 52729N100 53,823 611,621 SH SOLE 0 611,621
LEXICON GENETICS INCOM 528872104 1,915 55,700 SH SOLE 0 55,700
LEXINGTON CORPORATECOM 529043101 408 36,437 SH SOLE 0 36,437
LEXMARK INTL INC CL A 529771107 30,293 450,455 SH SOLE 0 450,455
LG + E ENERGY CORP COM 501917108 5,801 242,987 SH SOLE 0 242,987
LHS GROUP INC COM 501938104 1,056 30,600 SH SOLE 0 30,600
LIBBEY INC COM 529898108 11,327 352,602 SH SOLE 0 352,602
LIBERATE TECHNOLOGICOM 530129105 2,037 69,500 SH SOLE 0 69,500
LIBERTY CORP S C COM 530370105 2,200 52,384 SH SOLE 0 52,384
LIBERTY DIGITAL INCCL A 530436104 2,340 78,000 SH SOLE 0 78,000
LIBERTY FINL COS INCOM 530512102 352 16,048 SH SOLE 0 16,048
LIBERTY LIVEWIRE COCL A 530709104 232 3,300 SH SOLE 0 3,300
LIBERTY PROPERTY SH BEN 531172104 1,622 62,527 SH SOLE 0 62,527
LIFEMINDERS INC COM 53220Q105 3,414 115,490 SH SOLE 0 115,490
LIFEPOINT HOSPS INCCOM 53219L109 2,184 98,163 SH SOLE 0 98,163
LIGAND PHARMACEUTICCL B 53220K207 1,191 90,321 SH SOLE 0 90,321
LIGHTPATH TECHNOLOGCL A 532257102 953 23,940 SH SOLE 0 23,940
LILLY ELI + CO COM 532457108 323,572 3,239,773 SH SOLE 0 3,239,773
LILLY INDL INC CL A 532491107 2,407 80,060 SH SOLE 0 80,060
LIMITED INC COM 532716107 29,717 1,374,178 SH SOLE 0 1,374,178
LINCARE HLDGS INC COM 532791100 2,112 85,750 SH SOLE 0 85,750
LINCOLN ELEC HLDGS COM 533900106 684 48,000 SH SOLE 0 48,000
LINCOLN NATL CORP ICOM 534187109 24,722 684,354 SH SOLE 0 684,354
LINDSAY MFG CO COM 535555106 1,188 60,552 SH SOLE 0 60,552
LINEAR TECHNOLOGY CCOM 535678106 71,385 1,116,485 SH SOLE 0 1,116,485
LINENS N THINGS INCCOM 535679104 4,075 150,212 SH SOLE 0 150,212
LITTELFUSE INC COM 537008104 18,490 377,342 SH SOLE 0 377,342
LITTON INDS INC COM 538021106 4,264 101,523 SH SOLE 0 101,523
LIZ CLAIBORNE INC COM 539320101 6,462 183,326 SH SOLE 0 183,326
LNR PPTY CORP COM 501940100 1,856 95,196 SH SOLE 0 95,196
LOCKHEED MARTIN CORCOM 539830109 26,052 1,049,972 SH SOLE 0 1,049,972
LOEWS CORP COM 540424108 15,096 251,606 SH SOLE 0 251,606
LONE STAR STEAKHOUSCOM 542307103 1,158 114,367 SH SOLE 0 114,367
LONE STAR TECHNOLOGCOM 542312103 3,854 83,329 SH SOLE 0 83,329
LONGS DRUG STORES CCOM 543162101 12,965 596,078 SH SOLE 0 596,078
LONGVIEW FIBRE CO WCOM 543213102 1,855 167,728 SH SOLE 0 167,728
LOOKSMART LTD COM 543442107 858 46,380 SH SOLE 0 46,380
LOUIS DREYFUS NAT GCOM 546011107 530 16,921 SH SOLE 0 16,921
LOUISIANA PAC CORP COM 546347105 3,112 286,185 SH SOLE 0 286,185
LOWES COS INC USD0.50548661107 44,359 1,080,292 SH SOLE 0 1,080,292
LSI LOGIC CORP COM 502161102 53,751 993,095 SH SOLE 0 993,095
LTV CORP NEW COM 501921100 1,116 388,131 SH SOLE 0 388,131
LTX CORP COM 502392103 4,147 118,700 SH SOLE 0 118,700
LUBRIZOL CORP COM 549271104 1,424 67,809 SH SOLE 0 67,809
LUBYS CAFETERIAS INCOM 549282101 563 70,331 SH SOLE 0 70,331
LUCENT TECHNOLOGIESCOM 549463107 560,577 9,461,219 SH SOLE 0 9,461,219
LUMINEX CORP DEL COM 55027E102 83 2,000 SH SOLE 0 2,000
LYCOS INC COM 550818108 11,081 205,200 SH SOLE 0 205,200
LYNX THERAPEUTICS ICOM NEW551812308 843 17,730 SH SOLE 0 17,730
LYONDELL CHEMICAL CCOM 552078107 2,395 142,983 SH SOLE 0 142,983
M + T BK CORP COM 55261F104 3,944 8,764 SH SOLE 0 8,764
M S CARRIERS INC COM 553533100 773 43,884 SH SOLE 0 43,884
MACDERMID INC COM 554273102 1,307 55,600 SH SOLE 0 55,600
MACERICH CO REIT 554382101 1,551 70,296 SH SOLE 0 70,296
MACK CA RLTY CORP COM 554489104 743 28,943 SH SOLE 0 28,943
MACROMEDIA INC COM 556100105 20,827 215,408 SH SOLE 0 215,408
MACROVISION CORP COM 555904101 16,153 252,700 SH SOLE 0 252,700
MADISON GAS + ELEC COM 557497104 1,310 66,354 SH SOLE 0 66,354
MAF BANCORP INC COM 55261R108 1,472 80,916 SH SOLE 0 80,916
MAGNETEK INC COM 559424106 541 67,660 SH SOLE 0 67,660
MAIL COM INC CL A 560311102 275 48,300 SH SOLE 0 48,300
MAIL WELL HLDGS INCCOM 560321200 620 71,844 SH SOLE 0 71,844
MALLINCKRODT INC NECOM 561232109 11,261 259,250 SH SOLE 0 259,250
MANDALAY RESORT GROCOM 562567107 2,265 113,252 SH SOLE 0 113,252
MANITOWOC INC COM 563571108 1,750 65,422 SH SOLE 0 65,422
MANOR CARE INC NEW COM 564055101 4,224 603,490 SH SOLE 0 603,490
MANPOWER INC WIS COM 56418H100 5,875 183,600 SH SOLE 0 183,600
MANUFACTURED HOME CCOM 564682102 1,521 63,541 SH SOLE 0 63,541
MANUGISTICS GROUP ICOM 565011103 2,777 59,391 SH SOLE 0 59,391
MARCHFIRST INC COM 566244109 7,354 402,976 SH SOLE 0 402,976
MARCUS CORP COM 566330106 932 76,878 SH SOLE 0 76,878
MARIMBA INC COM 56781Q109 538 38,600 SH SOLE 0 38,600
MARINE DRILLING COSCOM PAR568240204 4,282 152,914 SH SOLE 0 152,914
MARK IV INDS INC COM 570387100 1,931 92,513 SH SOLE 0 92,513
MARKEL CORP COM 570535104 1,810 12,777 SH SOLE 0 12,777
MARRIOTT INTL INC NCL A 571903202 24,150 669,661 SH SOLE 0 669,661
MARSH + MCLENNAN COCOM 571748102 83,846 802,833 SH SOLE 0 802,833
MARSHALL + ILSLEY CCOM 571834100 7,295 175,782 SH SOLE 0 175,782
MARTIN MARIETTA MATCOM 573284106 4,338 107,288 SH SOLE 0 107,288
MASCO CORP COM 574599106 29,810 1,650,403 SH SOLE 0 1,650,403
MASCOTECH INC COM 574670105 1,205 111,447 SH SOLE 0 111,447
MASTEC INC COM 576323109 3,061 80,164 SH SOLE 0 80,164
MATHEWS INTL CORP CL A 577128101 2,451 84,500 SH SOLE 0 84,500
MATRIX PHARMACEUTICCOM 576844104 212 16,200 SH SOLE 0 16,200
MATTEL INC COM 577081102 23,235 1,761,894 SH SOLE 0 1,761,894
MAVERICK TUBE CORP COM 577914104 871 29,900 SH SOLE 0 29,900
MAXIM INTEGRATED PRCOM 57772K101 74,671 1,099,109 SH SOLE 0 1,099,109
MAXIM PHARMACEUTICACOM 57772M107 1,350 26,280 SH SOLE 0 26,280
MAY DEPT STORES CO COM 577778103 22,422 934,242 SH SOLE 0 934,242
MAYTAG CORP COM 578592107 8,259 223,975 SH SOLE 0 223,975
MBIA INC COM 55262C100 27,783 576,568 SH SOLE 0 576,568
MBNA CORP COM 55262L100 61,382 2,262,939 SH SOLE 0 2,262,939
MCAFEE COM CORP CL A 579062100 4,412 169,300 SH SOLE 0 169,300
MCCLATCHY CO CL A 579489105 2,860 86,350 SH SOLE 0 86,350
MCCORMICK + CO INC COM NON579780206 18,102 556,981 SH SOLE 0 556,981
MCDERMOTT INTL INC COM 580037109 1,618 183,642 SH SOLE 0 183,642
MCDONALDS CORP COM 580135101 127,684 3,876,560 SH SOLE 0 3,876,560
MCGRATH RENTCORP COM 580589109 1,246 73,320 SH SOLE 0 73,320
MCGRAW HILL COS INCCOM 580645109 45,138 835,894 SH SOLE 0 835,894
MCKESSON HBOC INC COM 58155Q103 14,836 708,606 SH SOLE 0 708,606
MCLEODUSA INC COM 582266102 36,567 1,767,582 SH SOLE 0 1,767,582
MCN ENERGY GROUP INCOM 55267J100 4,356 203,774 SH SOLE 0 203,774
MDU RES GROUP INC COM 552690109 2,174 100,515 SH SOLE 0 100,515
MEAD CORP COM 582834107 8,246 326,573 SH SOLE 0 326,573
MECHANICAL TECHNOLOCOM 583538103 432 28,800 SH SOLE 0 28,800
MEDALLION FINL CORPCOM 583928106 471 30,488 SH SOLE 0 30,488
MEDAREX INC COM 583916101 9,456 111,900 SH SOLE 0 111,900
MEDIA GEN INC CL A 584404107 2,111 43,465 SH SOLE 0 43,465
MEDIA METRIX INC OC COM 58440X103 242 9,500 SH SOLE 0 9,500
MEDIACOM COMMUNICATCL A 58446K105 3,696 240,400 SH SOLE 0 240,400
MEDIAONE GROUP INC COM 58440J104 115,288 1,743,491 SH SOLE 0 1,743,491
MEDIAPLEX INC COM 58446B105 308 15,930 SH SOLE 0 15,930
MEDICAL ASSURN INC COM 58449U100 1,153 102,484 SH SOLE 0 102,484
MEDICAL MANAGER CORCOM 58461U103 2,548 74,797 SH SOLE 0 74,797
MEDICIS PHARMACEUTICL A NE584690309 3,601 63,180 SH SOLE 0 63,180
MEDIMMUNE INC 584699102 50,154 677,753 SH SOLE 0 677,753
MEDITRUST PAIRED 58501T306 1,354 361,108 SH SOLE 0 361,108
MEDQUIST INC COM 584949101 1,499 44,090 SH SOLE 0 44,090
MEDTRONIC INC COM 585055106 169,320 3,399,139 SH SOLE 0 3,399,139
MELLON FINL CORP COM 58551A108 58,457 1,604,299 SH SOLE 0 1,604,299
MEMBERWORKS INC COM 586002107 464 13,800 SH SOLE 0 13,800
MEMC ELECTR MATLS ICOM 552715104 2,023 112,400 SH SOLE 0 112,400
MENS WEARHOUSE INC 587118100 1,039 46,566 SH SOLE 0 46,566
MENTOR CORP MINN COM 587188103 2,481 91,246 SH SOLE 0 91,246
MENTOR GRAPHICS CORCOM 587200106 4,258 214,257 SH SOLE 0 214,257
MERCANTILE BANKSHARCOM 587405101 4,657 156,202 SH SOLE 0 156,202
MERCATOR SOFTWARE ICOM 587587106 2,214 32,200 SH SOLE 0 32,200
MERCK + CO INC COM 589331107 521,958 6,811,850 SH SOLE 0 6,811,850
MERCURY COMPUTER SYCOM 589378108 210 6,500 SH SOLE 0 6,500
MERCURY GEN CORP NECOM 589400100 1,202 50,893 SH SOLE 0 50,893
MERCURY INTERACTIVECOM 589405109 29,465 304,550 SH SOLE 0 304,550
MEREDITH CORP COM 589433101 5,968 176,836 SH SOLE 0 176,836
MERIDIAN RESOURCE CCOM 58977Q109 566 99,555 SH SOLE 0 99,555
MERISTAR HOSPITALITCOM 58984Y103 2,910 138,571 SH SOLE 0 138,571
MERITOR AUTOMOTIVE COM 59000G100 2,426 220,539 SH SOLE 0 220,539
MERRILL LYNCH + CO COM 590188108 131,149 1,140,424 SH SOLE 0 1,140,424
MERRY GO ROUND ENTECOM RTS590436101 0 3,700 SH SOLE 0 3,700
MESABA HLDGS INC COM 59066B102 366 38,250 SH SOLE 0 38,250
METACREATIONS CORP COM 591016100 182 15,200 SH SOLE 0 15,200
METAL MGMT INC COM 591097100 43 36,894 SH SOLE 0 36,894
METALS USA INC COM 591324108 121 25,897 SH SOLE 0 25,897
METHODE ELECTRS INCCL A 591520200 4,350 112,613 SH SOLE 0 112,613
METLIFE INC COM 59156R108 3,399 161,400 SH SOLE 0 161,400
METRICOM INC COM 591596101 1,879 67,400 SH SOLE 0 67,400
METRIS COS INC COM 591598107 2,934 116,791 SH SOLE 0 116,791
METRO GOLDWYN MAYERCOM 591610100 13,717 525,064 SH SOLE 0 525,064
METROCALL INC 591647102 1,167 129,700 SH SOLE 0 129,700
METROMEDIA FIBER NECL A 591689104 39,251 988,992 SH SOLE 0 988,992
METROMEDIA INTER. GCOM 591695101 610 128,398 SH SOLE 0 128,398
MGC COMMUNICATIONS COM 552763302 14,088 235,038 SH SOLE 0 235,038
MGI PHARMA INC COM 552880106 298 10,350 SH SOLE 0 10,350
MGI PPTYS COM 552885105 85 36,935 SH SOLE 0 36,935
MGIC INVT CORP WIS COM 552848103 17,086 375,524 SH SOLE 0 375,524
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MICHAEL FOODS INC NCOM 594079105 1,442 58,854 SH SOLE 0 58,854
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MICROCHIP TECHNOLOGCOM 595017104 16,374 281,029 SH SOLE 0 281,029
MICROMUSE INC COM 595094103 35,353 213,634 SH SOLE 0 213,634
MICRON ELECTRONICS COM 595100108 740 59,200 SH SOLE 0 59,200
MICRON TECHNOLOGY ICOM 595112103 141,552 1,607,399 SH SOLE 0 1,607,399
MICROS SYS INC COM 594901100 962 51,800 SH SOLE 0 51,800
MICROSOFT CORP COM 594918104 1,256,197 15,702,466 SH SOLE 0 15,702,466
MICROSTRATEGY INC CL A 594972101 2,871 95,700 SH SOLE 0 95,700
MICROVISION INC WASCOM 594960106 446 9,100 SH SOLE 0 9,100
MID AMER APT CMNTYSCOM 59522J103 1,323 55,133 SH SOLE 0 55,133
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MID ATLANTIC MED SVCS INC 59523C107 2,065 152,960 SH SOLE 0 152,960
MID STATE BANCSHARECOM 595440108 245 9,000 SH SOLE 0 9,000
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MIDWAY GAMES INC COM 598148104 749 92,857 SH SOLE 0 92,857
MIDWEST BANC HLDGS COM 598251106 22 1,600 SH SOLE 0 1,600
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MILLS CORP COM 601148109 983 52,275 SH SOLE 0 52,275
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MINIMED INC COM 60365K108 5,534 46,900 SH SOLE 0 46,900
MINNESOTA MNG + MFGCOM 604059105 94,659 1,147,380 SH SOLE 0 1,147,380
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MMC NETWORKS INC COM 55308N102 3,396 63,547 SH SOLE 0 63,547
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MODINE MFG CO 607828100 1,667 61,731 SH SOLE 0 61,731
MODIS PROFESSIONAL COM 607830106 2,170 284,526 SH SOLE 0 284,526
MOHAWK INDS INC COM 608190104 1,931 88,782 SH SOLE 0 88,782
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MOLEX INC COM 608554101 24,219 503,259 SH SOLE 0 503,259
MONDAVI ROBERT CORPCOM CL 609200100 626 20,400 SH SOLE 0 20,400
MONTANA PWR CO COM 612085100 7,743 219,260 SH SOLE 0 219,260
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MORGAN KEEGAN INC COM 617410105 2,594 175,878 SH SOLE 0 175,878
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MOTIENT CORP COM 619908106 471 30,010 SH SOLE 0 30,010
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MOVADO GROUP INC COM 624580106 888 74,000 SH SOLE 0 74,000
MRV COMMUNICATIONS COM 553477100 7,855 116,800 SH SOLE 0 116,800
MSC INDL DIRECT INCCL A 553530106 2,485 118,706 SH SOLE 0 118,706
MSI HLDGS INC COM 553654104 227 25,000 SH SOLE 0 25,000
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MUELLER INDS INC 624756102 2,354 84,056 SH SOLE 0 84,056
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MYERS IND INC COM 628464109 862 80,180 SH SOLE 0 80,180
MYLAN LABS INC COM 628530107 6,454 353,626 SH SOLE 0 353,626
MYPOINTS COM INC COM 62855T102 1,884 99,400 SH SOLE 0 99,400
MYRIAD GENETICS INCCOM 62855J104 1,986 13,410 SH SOLE 0 13,410
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NABISCO HLDGS CORP CL A 629526104 4,728 90,049 SH SOLE 0 90,049
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NANOGEN INC COM 630075109 794 18,700 SH SOLE 0 18,700
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NATIONAL DATA CORP COM 635621105 2,106 91,570 SH SOLE 0 91,570
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NATIONAL WESTN LIFECL A 638522102 562 7,800 SH SOLE 0 7,800
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NBC INTERNET INC CL A 62873D105 241 19,200 SH SOLE 0 19,200
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NET GENESIS CORP COM 64107E107 159 8,820 SH SOLE 0 8,820
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NETIQ COM 64115P102 8,613 144,461 SH SOLE 0 144,461
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OM GROUP INC COM 670872100 2,422 55,035 SH SOLE 0 55,035
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PHONE COM INC COM 71920Q100 2,266 34,800 SH SOLE 0 34,800
PHOTON DYNAMICS INCCOM 719364101 456 6,100 SH SOLE 0 6,100
PHOTRONICS INC 719405102 3,431 120,900 SH SOLE 0 120,900
PICTURETEL CORP COM NEW720035302 249 94,906 SH SOLE 0 94,906
PIEDMONT NAT GAS INCOM 720186105 1,099 41,372 SH SOLE 0 41,372
PIER 1 IMPORTS INC COM 720279108 2,709 277,800 SH SOLE 0 277,800
PILGRIMS PRIDE CORPCOM 721467108 555 77,915 SH SOLE 0 77,915
PINNACLE ENTMT INC COM 723456109 1,239 63,748 SH SOLE 0 63,748
PINNACLE SYS INC COM 723481107 875 38,912 SH SOLE 0 38,912
PINNACLE WEST CAP CCOM 723484101 8,720 257,422 SH SOLE 0 257,422
PIONEER GROUP INC COM 723684106 3,608 85,142 SH SOLE 0 85,142
PIONEER NAT RES CO COM 723787107 2,533 198,691 SH SOLE 0 198,691
PIONEER STD ELECTRSCOM 723877106 1,418 96,156 SH SOLE 0 96,156
PITNEY BOWES INC COM 724479100 33,409 835,215 SH SOLE 0 835,215
PITTSTON BRINKS GROCOM 725701106 1,733 126,596 SH SOLE 0 126,596
PIXAR COM 725811103 994 28,200 SH SOLE 0 28,200
PLAINS RES INC COM PAR726540503 1,107 69,200 SH SOLE 0 69,200
PLANTRONICS INC NEWCOM 727493108 6,006 52,000 SH SOLE 0 52,000
PLAYBOY ENTERPRISESCOM CL 728117300 888 69,007 SH SOLE 0 69,007
PLAYTEX PRODS INC COM 72813P100 1,170 103,424 SH SOLE 0 103,424
PLEXUS CORP COM 729132100 3,390 30,000 SH SOLE 0 30,000
PLUM CREEK TIMBER CCOM 729251108 1,552 59,700 SH SOLE 0 59,700
PLX TECHNOLOGY INC COM 693417107 1,523 36,700 SH SOLE 0 36,700
PMI GROUP INC COM 69344M101 4,004 84,287 SH SOLE 0 84,287
PNC FINL SVCS GROUPCOM 693475105 53,760 1,146,874 SH SOLE 0 1,146,874
POGO PRODUCING CO COM 730448107 2,137 96,579 SH SOLE 0 96,579
POLARIS INDS INC COM 731068102 1,797 56,144 SH SOLE 0 56,144
POLAROID CORP COM 731095105 2,325 128,743 SH SOLE 0 128,743
POLICY MGMT SYS CORCOM 731108106 2,226 144,766 SH SOLE 0 144,766
POLO RALPH LAUREN CCL A 731572103 1,216 85,300 SH SOLE 0 85,300
POLYCOM INC COM 73172K104 12,298 130,700 SH SOLE 0 130,700
POLYMER GROUP INC COM 731745105 379 40,936 SH SOLE 0 40,936
POPULAR INC COM 733174106 4,903 257,221 SH SOLE 0 257,221
PORTAL SOFTWARE INCCOM 736126103 18,945 296,600 SH SOLE 0 296,600
POST PPTYS INC COM 737464107 896 20,371 SH SOLE 0 20,371
POTLATCH CORP COM 737628107 2,346 70,835 SH SOLE 0 70,835
POTOMAC ELEC PWR COCOM 737679100 5,308 212,324 SH SOLE 0 212,324
POWER INTEGRATIONS COM 739276103 730 31,000 SH SOLE 0 31,000
POWER ONE INC COM 739308104 3,281 28,800 SH SOLE 0 28,800
POWERTEL INC COM 73936C109 4,395 61,950 SH SOLE 0 61,950
POWERWAVE TECHNOLOGCOM 739363109 6,487 147,443 SH SOLE 0 147,443
PPG INDS INC COM 693506107 23,163 522,720 SH SOLE 0 522,720
PPL CORP COM 69351T106 10,244 466,980 SH SOLE 0 466,980
PRAXAIR INC COM 74005P104 17,841 476,551 SH SOLE 0 476,551
PRE PAID LEGAL SVCSCOM 740065107 2,393 80,100 SH SOLE 0 80,100
PRECISION CASTPARTSCOM 740189105 2,340 51,711 SH SOLE 0 51,711
PREDICTIVE SYS INC COM 74036W102 3,328 92,600 SH SOLE 0 92,600
PRENTISS PPTYS TR SH BEN 740706106 2,761 115,050 SH SOLE 0 115,050
PRESIDENTIAL LIFE CCOM 740884101 1,284 92,511 SH SOLE 0 92,511
PRESSTEK INC 741113104 1,419 87,000 SH SOLE 0 87,000
PRI AUTOMATION INC COM 69357H106 2,106 32,200 SH SOLE 0 32,200
PRICE COMMUNICATIONCOM 741437305 327 13,860 SH SOLE 0 13,860
PRICE T ROWE + ASSOCOM 741477103 24,276 571,193 SH SOLE 0 571,193
PRICELINE COM INC COM 741503106 3,631 95,600 SH SOLE 0 95,600
PRIDE INTL INC COM 741932107 2,613 105,578 SH SOLE 0 105,578
PRIMARK CORP COM 741903108 3,083 82,757 SH SOLE 0 82,757
PRIME GROUP RLTY TRSH BEN 74158J103 198 13,064 SH SOLE 0 13,064
PRIME HOSPITALITY CCOM 741917108 1,110 117,668 SH SOLE 0 117,668
PRIMEDIA INC COM 74157K101 8,238 362,100 SH SOLE 0 362,100
PRIMUS KNOWLEDGE SOCOM 74163Q100 664 14,760 SH SOLE 0 14,760
PRIMUS TELECOMM GROCOM 741929103 3,010 121,000 SH SOLE 0 121,000
PRIORITY HEALTHCARECL B 74264T102 1,884 25,353 SH SOLE 0 25,353
PRISON REALTY CORP COM 74264N105 1,036 338,124 SH SOLE 0 338,124
PROBUSINESS SVCS INCOM 742674104 1,023 38,500 SH SOLE 0 38,500
PROCOM TECHNOLOGY ICOM 74270W107 227 4,400 SH SOLE 0 4,400
PROCTER + GAMBLE COCOM 742718109 213,348 3,726,607 SH SOLE 0 3,726,607
PROCURENET INC COM 742804107 3 18,800 SH SOLE 0 18,800
PROFIT RECOVERY GROCOM 743168106 424 25,500 SH SOLE 0 25,500
PROGRESS SOFTWARE CCOM 743312100 2,422 135,030 SH SOLE 0 135,030
PROGRESSIVE CORP OHCOM 743315103 13,844 187,087 SH SOLE 0 187,087
PROJECT SOFTWARE + COM 74339P101 1,763 97,954 SH SOLE 0 97,954
PROLOGIS TR SH BEN 743410102 3,033 142,313 SH SOLE 0 142,313
PROSOFTTRAINING COMCOM 743477101 173 10,300 SH SOLE 0 10,300
PROTECTIVE LIFE CORCOM 743674103 2,642 99,215 SH SOLE 0 99,215
PROTEIN DESIGN LABSCOM 74369L103 11,342 68,760 SH SOLE 0 68,760
PROVIDENT BANKSHARES CORP 743859100 1,099 81,406 SH SOLE 0 81,406
PROVIDENT FINL GROUCOM 743866105 681 28,598 SH SOLE 0 28,598
PROVIDIAN FINL CORPCOM 74406A102 40,703 452,250 SH SOLE 0 452,250
PROXICOM INC COM 744282104 7,277 152,000 SH SOLE 0 152,000
PROXIM INC COM 744284100 1,682 17,000 SH SOLE 0 17,000
PS BUSINESS PKS INCCOM 69360J107 519 21,633 SH SOLE 0 21,633
PSINET INC COM 74437C101 13,359 531,684 SH SOLE 0 531,684
PSS WORLD MED INC COM 69366A100 2,022 300,883 SH SOLE 0 300,883
PUBLIC STORAGE INC COM 74460D109 3,447 147,086 SH SOLE 0 147,086
PUBLIC SVC CO NM COM 744499104 1,614 104,528 SH SOLE 0 104,528
PUBLIC SVC ENTERPRICOM 744573106 21,596 623,699 SH SOLE 0 623,699
PUGET SOUND ENERGY COM RTS745332106 4,051 190,080 SH SOLE 0 190,080
PULITZER INC COM 745769109 1,648 39,066 SH SOLE 0 39,066
PULTE CORP COM 745867101 2,605 120,461 SH SOLE 0 120,461
PUMA TECHNOLOGY INCCOM 745887109 1,182 44,100 SH SOLE 0 44,100
PURE RES INC COM 74622E102 1,237 69,200 SH SOLE 0 69,200
QLOGIC CORP COM 747277101 10,818 163,760 SH SOLE 0 163,760
QRS CORP COM 74726X105 858 34,950 SH SOLE 0 34,950
QUADRAMED CORP COM 74730W101 198 79,029 SH SOLE 0 79,029
QUAKER OATS CO COM 747402105 35,159 468,006 SH SOLE 0 468,006
QUALCOMM INC COM 747525103 127,608 2,126,797 SH SOLE 0 2,126,797
QUANEX CORP COM 747620102 729 49,022 SH SOLE 0 49,022
QUANTA SERVICES INCCOM 74762E102 1,422 25,850 SH SOLE 0 25,850
QUANTUM CORP DSSG CO747906204 4,811 496,602 SH SOLE 0 496,602
QUANTUM CORP HDDG CO747906303 2,704 244,401 SH SOLE 0 244,401
QUEENS CNTY BANCORPCOM 748242104 1,543 83,688 SH SOLE 0 83,688
QUEST DIAGNOSTICS ICOM 74834L100 5,017 67,115 SH SOLE 0 67,115
QUEST SOFTWARE INC COM 74834T103 5,942 107,300 SH SOLE 0 107,300
QUESTAR CORP COM 748356102 2,809 145,006 SH SOLE 0 145,006
QUIKSILVER INC 74838C106 1,782 114,531 SH SOLE 0 114,531
QUINTILES TRANSNATICOM 748767100 4,141 293,200 SH SOLE 0 293,200
QUINTUS CORP COM 748798105 553 27,830 SH SOLE 0 27,830
QUORUM HEALTH GROUPCOM 749084109 1,760 170,715 SH SOLE 0 170,715
QWEST COMMUNICATIONCOM 749121109 27,528 554,028 SH SOLE 0 554,028
R + B FALCON CORP COM 74912E101 17,446 740,402 SH SOLE 0 740,402
R G S ENERGY GROUP COM 74956K104 1,254 56,356 SH SOLE 0 56,356
R.P.M. INC OHIO COM 749685103 2,232 220,437 SH SOLE 0 220,437
RADIAN GROUP INC COM 750236101 3,849 74,385 SH SOLE 0 74,385
RADIANT SYS INC COM 75025N102 1,425 59,376 SH SOLE 0 59,376
RADIO ONE INC CL A 75040P108 3,089 104,500 SH SOLE 0 104,500
RADIO ONE INC NON VTG75040P405 4,126 187,000 SH SOLE 0 187,000
RADIOSHACK CORP COM 750438103 30,365 640,940 SH SOLE 0 640,940
RALCORP HLDGS INC NCOM 751028101 1,102 89,944 SH SOLE 0 89,944
RALSTON PURINA CO COM RAL751277302 20,334 1,019,906 SH SOLE 0 1,019,906
RAMBUS INC DEL COM 750917106 16,991 164,960 SH SOLE 0 164,960
RAMP NETWORKS INC COM 751567108 213 17,910 SH SOLE 0 17,910
RARE MEDIUM GROUP ICOM 75382N109 1,675 105,900 SH SOLE 0 105,900
RATIONAL SOFTWARE CCOM NEW75409P202 28,976 311,776 SH SOLE 0 311,776
RAYMOND JAMES FINANCOM 754730109 3,099 137,747 SH SOLE 0 137,747
RAYONIER INC COM 754907103 1,684 46,949 SH SOLE 0 46,949
RAYOVAC CORP COM 755081106 747 33,376 SH SOLE 0 33,376
RAYTHEON CO CL B 755111408 32,626 1,694,869 SH SOLE 0 1,694,869
RAZORFISH INC CL A 755236106 3,527 219,600 SH SOLE 0 219,600
RCN CORP COM 749361101 3,225 127,078 SH SOLE 0 127,078
READ RITE CORP COM 755246105 282 127,286 SH SOLE 0 127,286
READERS DIGEST ASSNCOM CL 755267101 7,590 190,943 SH SOLE 0 190,943
REAL NETWORKS INC COM 75605L104 13,215 261,354 SH SOLE 0 261,354
REALTY INCOME CORP COM 756109104 1,859 78,900 SH SOLE 0 78,900
RECKSON ASSOCS RLTYCOM 75621K106 2,815 118,507 SH SOLE 0 118,507
RED HAT INC COM 756577102 2,314 85,500 SH SOLE 0 85,500
REDBACK NETWORKS INCOM 757209101 44,286 248,800 SH SOLE 0 248,800
REEBOK INTL LTD COM 758110100 2,234 140,184 SH SOLE 0 140,184
REGAL BELOIT CORP COM 758750103 1,228 76,436 SH SOLE 0 76,436
REGENCY RLTY CORP COM 758939102 2,006 84,444 SH SOLE 0 84,444
REGENERON PHARMACEUCOM 75886F107 2,117 71,000 SH SOLE 0 71,000
REGIONS FINL CORP COM 758940100 12,256 616,639 SH SOLE 0 616,639
REGIS CORP MINNESOTCOM 758932107 673 53,836 SH SOLE 0 53,836
REGISTER COM INC COM 75914G101 605 19,800 SH SOLE 0 19,800
REINSURANCE GROUP ACOM 759351109 1,365 45,327 SH SOLE 0 45,327
RELIANCE GROUP HLDGCOM 759464100 233 310,169 SH SOLE 0 310,169
RELIANCE STL + ALUMCOM 759509102 990 51,750 SH SOLE 0 51,750
RELIANT ENERGY INC COM 75952J108 25,416 859,727 SH SOLE 0 859,727
RELIASTAR FINL CORPCOM 75952U103 8,799 167,797 SH SOLE 0 167,797
REMEC INC COM 759543101 1,018 24,300 SH SOLE 0 24,300
REMEDY CORP COM 759548100 2,648 47,500 SH SOLE 0 47,500
RENAL CARE GROUP INCOM 759930100 1,694 69,288 SH SOLE 0 69,288
RENT A CTR INC NEW COM 76009N100 911 40,500 SH SOLE 0 40,500
RENT WAY INC COM 76009U104 671 22,990 SH SOLE 0 22,990
REPUBLIC BANCORP INCOM 760282103 903 101,046 SH SOLE 0 101,046
REPUBLIC SEC FINL CORP 760758102 120 23,915 SH SOLE 0 23,915
REPUBLIC SVCS INC CL A 760759100 1,014 63,400 SH SOLE 0 63,400
RES CARE INC COM 760943100 119 22,050 SH SOLE 0 22,050
RESOURCE AMER INC COM NEW761195205 148 22,675 SH SOLE 0 22,675
RESPIRONICS INC 761230101 1,914 106,343 SH SOLE 0 106,343
RETEK INC COM 76128Q109 2,262 70,700 SH SOLE 0 70,700
REVLON INC CL A 761525500 130 20,601 SH SOLE 0 20,601
REYNOLDS + REYNOLDSCL A 761695105 3,024 165,680 SH SOLE 0 165,680
REYNOLDS R J TOB HLCOM 76182K105 184 6,600 SH SOLE 0 6,600
RF MICRO DEVICES INCOM 749941100 11,707 133,600 SH SOLE 0 133,600
RFS HOTEL INVS INC COM 74955J108 771 65,600 SH SOLE 0 65,600
RH DONNELLEY CORP COM NEW74955W307 1,842 95,060 SH SOLE 0 95,060
RHYTHMS NETCONNECTICOM 762430205 1,611 128,200 SH SOLE 0 128,200
RIBOZYME PHARMACEUTCOM 762567105 351 13,600 SH SOLE 0 13,600
RIGGS NATL CORP WASCOM 766570105 987 78,182 SH SOLE 0 78,182
RITE AID CORP COM 767754104 4,204 640,561 SH SOLE 0 640,561
RIVIANA FOODS INC DCOM 769536103 274 15,700 SH SOLE 0 15,700
RLI CORP COM 749607107 1,470 42,303 SH SOLE 0 42,303
ROADWAY EXPRESS INCCOM 769742107 1,184 50,517 SH SOLE 0 50,517
ROBBINS + MYERS INCCOM 770196103 851 37,320 SH SOLE 0 37,320
ROBERT HALF INTL INCOM 770323103 16,415 575,980 SH SOLE 0 575,980
ROBOTIC VISION SYS COM 771074101 241 13,400 SH SOLE 0 13,400
ROCK TENN CO COM CL 772739207 709 82,760 SH SOLE 0 82,760
ROCKWELL INTL CORP COM 773903109 21,758 690,717 SH SOLE 0 690,717
ROGERS CORP COM 775133101 1,834 52,400 SH SOLE 0 52,400
ROHM + HAAS CO COM 775371107 23,492 680,928 SH SOLE 0 680,928
ROHN INDS INC COM 775381106 319 75,527 SH SOLE 0 75,527
ROLLINS INC COM 775711104 1,310 88,036 SH SOLE 0 88,036
ROLLINS TRUCK LEASICOM 775741101 1,225 176,531 SH SOLE 0 176,531
ROPER INDS COM 776696106 2,457 95,868 SH SOLE 0 95,868
ROSLYN BANCORP INC COM 778162107 2,385 143,566 SH SOLE 0 143,566
ROSS STORES INC COM 778296103 4,898 287,052 SH SOLE 0 287,052
ROUSE CO COM 779273101 16,040 648,091 SH SOLE 0 648,091
ROWAN COS INC COM 779382100 12,364 407,061 SH SOLE 0 407,061
RPC INC COM 749660106 1,048 99,266 SH SOLE 0 99,266
RSA SEC INC COM 749719100 4,446 64,200 SH SOLE 0 64,200
RTI INTL METALS INCCOM 74973W107 433 38,100 SH SOLE 0 38,100
RUBY TUESDAY INC COM 781182100 2,135 169,924 SH SOLE 0 169,924
RUDDICK CORP COM 781258108 1,135 96,059 SH SOLE 0 96,059
RURAL CELLUAR CORP CL A 781904107 230 3,000 SH SOLE 0 3,000
RUSS BERRIE + CO INCOM 782233100 1,364 70,867 SH SOLE 0 70,867
RUSSELL CORP COM 782352108 1,812 90,593 SH SOLE 0 90,593
RYANS FAMILY STEAK COM 783519101 2,284 270,731 SH SOLE 0 270,731
RYDER SYS INC COM 783549108 2,944 155,445 SH SOLE 0 155,445
RYERSON TULL INC NECOM 78375P107 939 90,479 SH SOLE 0 90,479
RYLAND GROUP INC COM 783764103 1,437 64,947 SH SOLE 0 64,947
S + T BANCORP INC 783859101 402 22,000 SH SOLE 0 22,000
S1 CORP COM 78463B101 2,715 116,472 SH SOLE 0 116,472
S3 INC COM 784849101 2,300 155,906 SH SOLE 0 155,906
SABA SOFTWARE INC COM 784932105 844 40,200 SH SOLE 0 40,200
SABRE HLDGS CORP CL A 785905100 12,047 422,700 SH SOLE 0 422,700
SAFECO CORP COM 786429100 6,911 347,741 SH SOLE 0 347,741
SAFEGUARD SCIENTIFICOM 786449108 8,695 271,188 SH SOLE 0 271,188
SAFESCIENCE INC COM 786452102 108 20,640 SH SOLE 0 20,640
SAFEWAY INC COM NEW786514208 74,020 1,640,342 SH SOLE 0 1,640,342
SAGA SYS INC COM 786610105 55 4,453 SH SOLE 0 4,453
SAGENT TECHNOLOGY IOC COM 786693101 503 35,300 SH SOLE 0 35,300
SAKS INC COM 79377W108 3,665 349,086 SH SOLE 0 349,086
SANCHEZ COMPUTER ASCOM 799702105 1,995 84,000 SH SOLE 0 84,000
SANDISK CORP COM 80004C101 22,860 373,600 SH SOLE 0 373,600
SANGSTAT MED CORP COM 801003104 1,242 43,000 SH SOLE 0 43,000
SANMINA CORP COM 800907107 39,954 467,300 SH SOLE 0 467,300
SANTA FE SNYDER CORCOM 80218K105 5,178 455,165 SH SOLE 0 455,165
SAPIENT CORP COM 803062108 16,855 157,620 SH SOLE 0 157,620
SARA LEE CORP COM 803111103 55,063 2,851,148 SH SOLE 0 2,851,148
SAUL CTRS INC COM 804395101 98 6,100 SH SOLE 0 6,100
SAWTEK INC COM 805468105 2,680 46,560 SH SOLE 0 46,560
SBA COMMUNCATIONS CCOM 78388J106 286 5,500 SH SOLE 0 5,500
SBC COMMUNICATIONS COM 78387G103 436,316 10,088,242 SH SOLE 0 10,088,242
SCANA CORP NEW COM 80589M102 3,921 162,540 SH SOLE 0 162,540
SCHERING PLOUGH CORCOM 806605101 233,226 4,618,345 SH SOLE 0 4,618,345
SCHLUMBERGER LTD COM 806857108 120,034 1,608,493 SH SOLE 0 1,608,493
SCHOLASTIC CORP 807066105 1,670 27,320 SH SOLE 0 27,320
SCHULMAN A INC COM 808194104 1,442 119,521 SH SOLE 0 119,521
SCHWAB CHARLES CORPNEW COM808513105 132,747 3,947,855 SH SOLE 0 3,947,855
SCI SYS INC COM 783890106 18,449 470,780 SH SOLE 0 470,780
SCICLONE PHARMACEUTICALS I80862K104 511 39,500 SH SOLE 0 39,500
SCIENT CORP COM 80864H109 7,938 179,900 SH SOLE 0 179,900
SCIENTIFIC ATLANTA COM 808655104 35,044 470,390 SH SOLE 0 470,390
SCIENTIFIC GAMES HLCOM 808747109 946 38,500 SH SOLE 0 38,500
SCIQUEST COM INC COM 80908Q107 566 49,500 SH SOLE 0 49,500
SCM MICROSYSTEMS INCOM 784018103 750 12,384 SH SOLE 0 12,384
SCOTT TECHNOLOGIES COM 810022301 1,345 78,247 SH SOLE 0 78,247
SCOTTS CO CL A 810186106 1,274 34,904 SH SOLE 0 34,904
SCPIE HLDGS INC COM 78402P104 246 12,000 SH SOLE 0 12,000
SCRIPPS E W CO OH CL A 811054204 5,328 108,185 SH SOLE 0 108,185
SDL INC COM 784076101 44,632 156,500 SH SOLE 0 156,500
SEABORD CORP DEL COM 811543107 616 3,582 SH SOLE 0 3,582
SEACHANGE INTL INC COM 811699107 326 11,300 SH SOLE 0 11,300
SEACOR SMIT INC COM 811904101 1,373 35,481 SH SOLE 0 35,481
SEAGATE TECHNOLOGY COM 811804103 34,299 623,619 SH SOLE 0 623,619
SEALED AIR CORP NEWCOM 81211K100 14,658 279,868 SH SOLE 0 279,868
SEARS ROEBUCK + CO COM 812387108 34,952 1,071,314 SH SOLE 0 1,071,314
SECURE COMPUTING COCOM 813705100 388 20,600 SH SOLE 0 20,600
SEI INVESTMENTS CO COM 784117103 5,504 138,236 SH SOLE 0 138,236
SEITEL INC COM NEW816074306 422 51,886 SH SOLE 0 51,886
SELECTICA INC DEL COM 816288104 5,801 82,800 SH SOLE 0 82,800
SELECTIVE INS GROUPCOM 816300107 1,869 98,359 SH SOLE 0 98,359
SEMCO ENERGY INC COM 78412D109 692 53,260 SH SOLE 0 53,260
SEMPRA ENERGY COM 816851109 9,911 582,973 SH SOLE 0 582,973
SEMTECH CORP COM 816850101 13,476 176,196 SH SOLE 0 176,196
SENIOR HSG PPTSY TRSH BEN 81721M109 313 42,789 SH SOLE 0 42,789
SENSORMATIC ELECTRSCOM 817265101 3,463 219,000 SH SOLE 0 219,000
SEPRACOR INC COM 817315104 22,304 184,900 SH SOLE 0 184,900
SEQUA CORP CL A 817320104 783 20,492 SH SOLE 0 20,492
SEQUENOM INC COM 817337108 150 3,300 SH SOLE 0 3,300
SERENA SOFTWARE INCCOM 817492101 667 14,700 SH SOLE 0 14,700
SERVICE CORP INTL COM 817565104 1,047 328,470 SH SOLE 0 328,470
SERVICE MASTER COMPCOM 81760N109 14,438 1,269,300 SH SOLE 0 1,269,300
SFX ENTMT INC CL A 784178105 1,903 42,000 SH SOLE 0 42,000
SHAW INDS INC COM 820286102 3,639 291,081 SH SOLE 0 291,081
SHERWIN WILLIAMS COCOM 824348106 10,454 493,399 SH SOLE 0 493,399
SHOP AT HOME INC COM NEW825066301 1,026 219,680 SH SOLE 0 219,680
SHOPKO STORES INC COM 824911101 1,142 74,287 SH SOLE 0 74,287
SHURGARD STORAGE CTCL A 82567D104 1,917 85,200 SH SOLE 0 85,200
SICOR INC COM 825846108 764 95,500 SH SOLE 0 95,500
SIEBEL SYS INC COM 826170102 143,901 879,794 SH SOLE 0 879,794
SIERRA PAC RES NEW COM 826428104 2,508 199,611 SH SOLE 0 199,611
SIGMA ALDRICH COM 826552101 7,440 254,353 SH SOLE 0 254,353
SILGAN HLDGS INC COM 827048109 279 28,400 SH SOLE 0 28,400
SILICON GRAPHICS INCOM 827056102 1,727 460,602 SH SOLE 0 460,602
SILICON IMAGE INC COM 82705T102 6,068 121,660 SH SOLE 0 121,660
SILICON STORAGE TECCOM 827057100 6,871 77,800 SH SOLE 0 77,800
SILICON VY BANCSHARCOM 827064106 4,837 113,476 SH SOLE 0 113,476
SILICON VY GROUP INCOM 827066101 1,746 67,461 SH SOLE 0 67,461
SILICONIX INC COM NEW827079203 2,174 32,200 SH SOLE 0 32,200
SILVERSTREAM SOFTWACOM 827907106 468 8,100 SH SOLE 0 8,100
SIMON PPTY GROUP INCOM 828806109 2,553 115,071 SH SOLE 0 115,071
SIMPSON MFG INC COM 829073105 1,162 24,300 SH SOLE 0 24,300
SINCLAIR BROADCAST CL A 829226109 5,699 518,102 SH SOLE 0 518,102
SIPEX CORP COM 829909100 987 35,652 SH SOLE 0 35,652
SIRIUS SATELLITE RACOM 82966U103 4,349 98,151 SH SOLE 0 98,151
SITEL CORP COM 82980K107 1,578 319,600 SH SOLE 0 319,600
SIX FLAGS INC COM 83001P109 1,465 64,381 SH SOLE 0 64,381
SKY FINL GROUP INC COM 83080P103 1,733 108,707 SH SOLE 0 108,707
SL GREEN RLTY CORP COM 78440X101 1,897 70,900 SH SOLE 0 70,900
SLI INC COM 78442T108 387 31,925 SH SOLE 0 31,925
SLM HLDG CORP COM 78442A109 20,959 559,847 SH SOLE 0 559,847
SMART + FINAL INC 831683107 123 15,995 SH SOLE 0 15,995
SMARTALK TELESERVICCOM 83169A100 0 18,300 SH SOLE 0 18,300
SMARTSERV ONLINE INCOM NEW83169M203 938 13,300 SH SOLE 0 13,300
SMITH A O CORP COM 831865209 1,118 53,377 SH SOLE 0 53,377
SMITH CHARLES E RESCOM 832197107 3,853 101,400 SH SOLE 0 101,400
SMITH INTL INC COM 832110100 7,729 106,147 SH SOLE 0 106,147
SMITHFIELD FOODS INCOM 832248108 3,178 113,240 SH SOLE 0 113,240
SMUCKER J M CO CL A 832696108 1,296 67,345 SH SOLE 0 67,345
SMURFIT STONE CONTACOM 832727101 3,455 268,373 SH SOLE 0 268,373
SNAP ON INC COM 833034101 4,152 155,943 SH SOLE 0 155,943
SNYDER COMMUNICATIOCOM 832914105 1,083 45,599 SH SOLE 0 45,599
SODEXHO MARRIOTT SVCOM 833793102 1,025 64,092 SH SOLE 0 64,092
SOFTNET SYS INC COM 833964109 526 54,700 SH SOLE 0 54,700
SOFTWARE COM INC OC COM 83402P104 12,858 99,000 SH SOLE 0 99,000
SOLECTRON CORP COM 834182107 85,966 2,052,919 SH SOLE 0 2,052,919
SOLUTIA INC COM 834376105 2,769 201,394 SH SOLE 0 201,394
SONIC CORP 835451105 1,939 66,000 SH SOLE 0 66,000
SONIC FDRY INC COM 83545R108 498 23,700 SH SOLE 0 23,700
SONIC INNOVATIONS ICOM 83545M109 112 6,030 SH SOLE 0 6,030
SONICWALL INC COM 835470105 964 10,950 SH SOLE 0 10,950
SONOCO PRODS CO COM 835495102 4,326 210,374 SH SOLE 0 210,374
SONUS NETWORKS INC COM 835916107 10,301 65,250 SH SOLE 0 65,250
SOTHEBYS HLDGS INC CL A 835898107 2,122 121,245 SH SOLE 0 121,245
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SOUTH JERSEY INDS ICOM 838518108 1,169 44,951 SH SOLE 0 44,951
SOUTHDOWN INC COM 841297104 20,011 346,511 SH SOLE 0 346,511
SOUTHERN CO COM 842587107 40,680 1,744,978 SH SOLE 0 1,744,978
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SOUTHERN UN CO NEW COM 844030106 2,119 133,989 SH SOLE 0 133,989
SOUTHTRUST CORP COM 844730101 10,265 453,713 SH SOLE 0 453,713
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SOUTHWEST GAS CORP COM 844895102 1,421 81,206 SH SOLE 0 81,206
SOUTHWESTERN ENERGYCOM 845467109 722 115,469 SH SOLE 0 115,469
SOVEREIGN BANCORP ICOM 845905108 3,831 544,903 SH SOLE 0 544,903
SOVRAN SELF STORAGECOM 84610H108 2,062 96,200 SH SOLE 0 96,200
SPARTECH CORP COM NEW847220209 1,266 46,900 SH SOLE 0 46,900
SPDR TRUST UNIT SE78462F103 2,223 15,300 SH SOLE 0 15,300
SPECIALTY EQUIP COSCOM 847497203 16,755 617,700 SH SOLE 0 617,700
SPECTRASITE HLDGS ICOM 84760T100 8,217 289,600 SH SOLE 0 289,600
SPEEDFAM IPEC INC COM 847705100 2,680 147,377 SH SOLE 0 147,377
SPEEDWAY MOTORSPORTCOM 847788106 278 12,100 SH SOLE 0 12,100
SPHERION CORP COM 848420105 2,555 143,924 SH SOLE 0 143,924
SPIEKER PPTYS INC COM 848497103 5,934 129,008 SH SOLE 0 129,008
SPORTSLINE USA INC COM 848934105 1,045 61,252 SH SOLE 0 61,252
SPRINGS INDS INC COM 851783100 1,519 47,465 SH SOLE 0 47,465
SPRINT CORP COM 852061100 121,327 2,378,960 SH SOLE 0 2,378,960
SPRINT CORP PCS COM852061506 158,538 2,664,511 SH SOLE 0 2,664,511
SPS TECHNOLOGIES INCOM 784626103 3,691 89,892 SH SOLE 0 89,892
SPX CORP COM 784635104 11,011 91,049 SH SOLE 0 91,049
SPYGLASS INC COM 852192103 2,796 89,300 SH SOLE 0 89,300
ST JOE CO COM 790148100 4,002 133,391 SH SOLE 0 133,391
ST JUDE MED INC COM 790849103 30,333 661,208 SH SOLE 0 661,208
ST MARY LD + EXPL CCOM 792228108 517 12,300 SH SOLE 0 12,300
ST PAUL COS INC COM 792860108 19,214 563,052 SH SOLE 0 563,052
STAFF LEASING INC COM 852381102 40 11,186 SH SOLE 0 11,186
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STANDARD PAC CORP NCOM 85375C101 1,048 104,769 SH SOLE 0 104,769
STANDARD REGISTER COM 853887107 1,183 83,017 SH SOLE 0 83,017
STANDEX INTL CORP COM 854231107 1,427 89,909 SH SOLE 0 89,909
STANFORD MICRODEVICCOM STO854399102 317 7,290 SH SOLE 0 7,290
STANLEY WORKS COM 854616109 20,712 872,084 SH SOLE 0 872,084
STAPLES INC COM 855030102 28,695 1,866,367 SH SOLE 0 1,866,367
STARBASE CORP COM NEW854910205 881 82,900 SH SOLE 0 82,900
STARBUCKS CORP COM 855244109 18,885 494,536 SH SOLE 0 494,536
STARMEDIA NETWORK ICOM 855546107 1,608 85,200 SH SOLE 0 85,200
STARTEK INC COM 85569C107 312 6,200 SH SOLE 0 6,200
STARWOOD HOTELS + R1 CL B 85590A203 12,158 373,389 SH SOLE 0 373,389
STATE AUTO FINL CORCOM 855707105 581 48,900 SH SOLE 0 48,900
STATE STREET CORPORCOM 857477103 48,175 454,215 SH SOLE 0 454,215
STATEN IS BANCORP ICOM 857550107 1,036 58,795 SH SOLE 0 58,795
STATION CASINOS INC 857689103 1,690 67,606 SH SOLE 0 67,606
STEEL DYNAMICS INC COM 858119100 405 44,654 SH SOLE 0 44,654
STEIN MART INC COM 858375108 650 63,448 SH SOLE 0 63,448
STEPAN CHEM CO COM 858586100 405 17,400 SH SOLE 0 17,400
STERIS CORP COM 859152100 2,165 243,978 SH SOLE 0 243,978
STERLING BANCSHARESCOM 858907108 209 19,300 SH SOLE 0 19,300
STEWART + STEVENSONCOM 860342104 1,637 108,708 SH SOLE 0 108,708
STEWART ENTERPRISESCL A 860370105 782 221,362 SH SOLE 0 221,362
STILLWATER MNG CO COM 86074Q102 1,978 70,950 SH SOLE 0 70,950
STONE + WEBSTER INCCOM 861572105 41 43,336 SH SOLE 0 43,336
STONE ENERGY CORP 861642106 1,846 30,900 SH SOLE 0 30,900
STORAGE TECHNOLOGY COM PAR862111200 3,008 275,038 SH SOLE 0 275,038
STORAGE USA INC COM 861907103 2,344 79,447 SH SOLE 0 79,447
STORAGENETWORKS INCOC COM 86211E103 478 5,300 SH SOLE 0 5,300
STRIDE RITE CORP COM 863314100 756 123,489 SH SOLE 0 123,489
STRUCTURAL DYNAMICSCOM 863555108 1,734 115,120 SH SOLE 0 115,120
STRYKER CORP COM 863667101 13,634 311,642 SH SOLE 0 311,642
STUDENT LN CORP COM 863902102 169 4,028 SH SOLE 0 4,028
STURM RUGER + CO INCOM 864159108 773 87,128 SH SOLE 0 87,128
SUIZA FOODS CORP COM 865077101 1,884 38,545 SH SOLE 0 38,545
SUMMIT BANCORP COM 866005101 11,531 468,253 SH SOLE 0 468,253
SUMMIT PPTYS INC COM 866239106 1,476 70,303 SH SOLE 0 70,303
SUMMIT TECHNOLOGY ICOM 86627E101 1,110 58,800 SH SOLE 0 58,800
SUN CMNTYS INC COM 866674104 1,679 50,199 SH SOLE 0 50,199
SUN MICROSYSTEMS INCOM 866810104 438,446 4,821,395 SH SOLE 0 4,821,395
SUNBEAM CORP DEL NECOM 867071102 1,013 294,829 SH SOLE 0 294,829
SUNGARD DATA SYS INCOM 867363103 9,588 309,278 SH SOLE 0 309,278
SUNGLASS HUT INTL ICOM 86736F106 1,060 128,960 SH SOLE 0 128,960
SUNOCO INC COM 86764P109 28,267 960,229 SH SOLE 0 960,229
SUNRISE ASSISTED LICOM 86768K106 357 19,318 SH SOLE 0 19,318
SUNRISE TECHNOLOGIES INTL 86769L103 711 71,100 SH SOLE 0 71,100
SUNTERRA CORP COM 86787D109 38 164,659 SH SOLE 0 164,659
SUNTRUST BKS INC COM 867914103 38,355 839,498 SH SOLE 0 839,498
SUPERCONDUCTOR TECHNOLOGIE867931107 1,089 27,700 SH SOLE 0 27,700
SUPERGEN INC COM 868059106 1,020 28,125 SH SOLE 0 28,125
SUPERIOR INDS INTL COM 868168105 1,604 62,288 SH SOLE 0 62,288
SUPERIOR TELECOM INCOM 868365107 203 20,458 SH SOLE 0 20,458
SUPERVALU INC COM 868536103 8,007 420,028 SH SOLE 0 420,028
SUSQUEHANNA BANCSHACOM 869099101 737 51,738 SH SOLE 0 51,738
SWIFT ENERGY CO COM 870738101 1,391 49,010 SH SOLE 0 49,010
SWIFT TRANSN INC 870756103 1,225 87,502 SH SOLE 0 87,502
SWITCHBOARD INC COM 871045100 188 18,810 SH SOLE 0 18,810
SYBASE INC COM 871130100 4,913 213,627 SH SOLE 0 213,627
SYBRON INTL CORP WICOM 87114F106 9,085 458,544 SH SOLE 0 458,544
SYCAMORE NETWORKS ICOM 871206108 16,626 150,630 SH SOLE 0 150,630
SYKES ENTERPRISES ICOM 871237103 272 21,156 SH SOLE 0 21,156
SYLVAN LEARNING SYSCOM 871399101 4,467 324,900 SH SOLE 0 324,900
SYMANTEC CORP COM 871503108 8,196 151,960 SH SOLE 0 151,960
SYMBOL TECHNOLOGIESCOM 871508107 15,700 290,739 SH SOLE 0 290,739
SYNOPSYS INC COM 871607107 5,481 158,591 SH SOLE 0 158,591
SYNOVUS FINL CORP COM 87161C105 13,075 741,868 SH SOLE 0 741,868
SYSCO CORP COM 871829107 44,990 1,068,010 SH SOLE 0 1,068,010
SYSTEMAX INC COM 871851101 145 37,295 SH SOLE 0 37,295
SYSTEMS + COMPUTER COM 871873105 2,129 106,466 SH SOLE 0 106,466
T HQ INC COM 872443403 887 72,750 SH SOLE 0 72,750
TALBOTS INC COM 874161102 1,761 32,058 SH SOLE 0 32,058
TALK COM INC COM 874264104 565 97,157 SH SOLE 0 97,157
TANGER FACTORY OUTLCOM 875465106 353 15,000 SH SOLE 0 15,000
TARGET CORP COM 87612E106 76,448 1,318,061 SH SOLE 0 1,318,061
TARGETED GENETICS CCOM 87612M108 698 46,900 SH SOLE 0 46,900
TAUBMAN CENTERS INCREIT 876664103 1,164 105,800 SH SOLE 0 105,800
TCF FINANCIAL CORP COM 872275102 4,869 189,537 SH SOLE 0 189,537
TECH DATA CORP COM 878237106 5,533 127,007 SH SOLE 0 127,007
TECHNE CORP COM 878377100 7,319 56,300 SH SOLE 0 56,300
TECHNICLONE INTL COCOM NEW878517309 626 161,600 SH SOLE 0 161,600
TECHNITROL INC COM 878555101 4,195 43,300 SH SOLE 0 43,300
TECHNOLOGY SOLUTIONCOM 87872T108 679 109,725 SH SOLE 0 109,725
TECO ENERGY INC COM 872375100 4,247 211,687 SH SOLE 0 211,687
TECUMSEH PRODS CO CL A 878895200 153 4,000 SH SOLE 0 4,000
TEJON RANCH CO COM 879080109 712 31,543 SH SOLE 0 31,543
TEKELEC INC COM 879101103 5,968 123,852 SH SOLE 0 123,852
TEKTRONIX INC COM 879131100 9,054 122,358 SH SOLE 0 122,358
TELECORP PCS INC CL A 879299105 568 14,100 SH SOLE 0 14,100
TELEDYNE TECHNOLOGICOM 879360105 1,276 76,167 SH SOLE 0 76,167
TELEFLEX INC COM 879369106 2,240 62,656 SH SOLE 0 62,656
TELEPHONE + DATA SYCOM 879433100 13,404 133,703 SH SOLE 0 133,703
TELETECH HLDGS INC COM 879939106 1,214 39,084 SH SOLE 0 39,084
TELIGENT INC CL A 87959Y103 540 22,843 SH SOLE 0 22,843
TELLABS INC COM 879664100 120,501 1,760,745 SH SOLE 0 1,760,745
TELOCITY INC COM 87971D103 118 25,830 SH SOLE 0 25,830
TEMPLE INLAND INC COM 879868107 6,932 165,048 SH SOLE 0 165,048
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TENFOLD CORP COM 88033A103 240 14,600 SH SOLE 0 14,600
TENNANT CO COM 880345103 1,508 40,224 SH SOLE 0 40,224
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TERADYNE INC COM 880770102 43,105 586,461 SH SOLE 0 586,461
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TEREX CORP NEW COM 880779103 292 20,700 SH SOLE 0 20,700
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TESORO PETE CORP COM 881609101 895 88,425 SH SOLE 0 88,425
TETRA TECH INC NEW COM 88162G103 2,007 87,752 SH SOLE 0 87,752
TEXACO INC COM 881694103 79,717 1,497,029 SH SOLE 0 1,497,029
TEXAS BIOTECHNOLOGYCOM 88221T104 861 45,300 SH SOLE 0 45,300
TEXAS INDS INC COM 882491103 1,611 55,796 SH SOLE 0 55,796
TEXAS INSTRS INC COM 882508104 338,768 4,932,018 SH SOLE 0 4,932,018
TEXAS REGL BANCSHARCL A VT882673106 346 13,650 SH SOLE 0 13,650
TEXTRON INC COM 883203101 27,769 511,285 SH SOLE 0 511,285
THE TRUST COMPANY OCOM 898304100 407 22,281 SH SOLE 0 22,281
THERAGENICS CORP COM 883375107 541 63,200 SH SOLE 0 63,200
THERMO CARDIOSYSTEMCOM NON88355K200 644 64,413 SH SOLE 0 64,413
THERMO ECOTEK CORP COM 88355R106 115 12,314 SH SOLE 0 12,314
THERMO ELECTRON CORCOM 883556102 8,777 416,712 SH SOLE 0 416,712
THERMO FIBERTEK INCCOM 88355W105 361 75,987 SH SOLE 0 75,987
THERMO INSTR SYS INCOM 883559106 2,170 115,743 SH SOLE 0 115,743
THERMOLASE COM 883624108 37 13,000 SH SOLE 0 13,000
THESTREET COM INC COM 88368Q103 83 14,240 SH SOLE 0 14,240
THOMAS + BETTS CORPCOM 884315102 2,819 147,400 SH SOLE 0 147,400
THOMAS INDS INC COM 884425109 1,969 111,302 SH SOLE 0 111,302
THOR INDS INC COM 885160101 1,029 48,981 SH SOLE 0 48,981
THREE FIVE SYS INC 88554L108 832 14,100 SH SOLE 0 14,100
TIBCO SOFTWARE INC COM 88632Q103 41,172 383,943 SH SOLE 0 383,943
TIDEWATER INC COM 886423102 6,437 178,819 SH SOLE 0 178,819
TIFFANY + CO NEW COM 886547108 12,305 182,300 SH SOLE 0 182,300
TIMBERLAND CO CL A 887100105 2,045 28,880 SH SOLE 0 28,880
TIME WARNER INC COM 887315109 290,623 3,823,986 SH SOLE 0 3,823,986
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TIMKEN CO COM 887389104 3,184 170,948 SH SOLE 0 170,948
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TITAN PHARMACEUTICACOM 888314101 3,702 86,100 SH SOLE 0 86,100
TITANIUM METALS CORCOM 888339108 153 32,542 SH SOLE 0 32,542
TJX COS INC NEW COM 872540109 42,461 2,264,560 SH SOLE 0 2,264,560
TMP WORLDWIDE INC COM 872941109 12,916 174,984 SH SOLE 0 174,984
TOLL BROS INC COM 889478103 2,805 136,829 SH SOLE 0 136,829
TOLLGRADE COMMUNICACOM 889542106 1,338 10,100 SH SOLE 0 10,100
TOO INC COM 890333107 1,772 69,679 SH SOLE 0 69,679
TOOTSIE ROLL INDS ICOM 890516107 2,595 74,144 SH SOLE 0 74,144
TORCHMARK INC COM 891027104 8,631 349,608 SH SOLE 0 349,608
TORO CO COM 891092108 1,610 48,873 SH SOLE 0 48,873
TOSCO CORP COM NEW891490302 25,664 906,438 SH SOLE 0 906,438
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TOTAL SYS SVCS INC COM 891906109 3,318 208,995 SH SOLE 0 208,995
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TOWN + CNTRY TR SH BEN 892081100 875 50,927 SH SOLE 0 50,927
TOYS R US INC COM 892335100 9,325 640,362 SH SOLE 0 640,362
TRAMMELL CROW CO COM 89288R106 975 90,652 SH SOLE 0 90,652
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TREDEGAR INDS INC COM 894650100 1,834 96,539 SH SOLE 0 96,539
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TREX INC COM 89531P105 555 11,100 SH SOLE 0 11,100
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TRIAD HOSPS INC COM 89579K109 2,374 98,163 SH SOLE 0 98,163
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TRIARC COS INC CL A 895927101 1,673 81,588 SH SOLE 0 81,588
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TRINITY INDS INC COM 896522109 741 40,071 SH SOLE 0 40,071
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TRITON PCS HLDGS INCL A 89677M106 2,477 42,900 SH SOLE 0 42,900
TRIUMPH GROUP INC NCOM 896818101 441 15,825 SH SOLE 0 15,825
TRIZETTO GROUP INC COM 896882107 2,172 134,200 SH SOLE 0 134,200
TRUE NORTH COMMUNICCOM 897844106 2,785 63,290 SH SOLE 0 63,290
TRUSTCO BK CORP N YCOM 898349105 1,822 145,750 SH SOLE 0 145,750
TRUSTMARK CORP COM 898402102 2,115 121,316 SH SOLE 0 121,316
TRW INC COM 872649108 16,837 388,163 SH SOLE 0 388,163
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TXU CORP COM 873168108 26,006 881,574 SH SOLE 0 881,574
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U S INDS INC NEW COM 912080108 19,464 1,605,257 SH SOLE 0 1,605,257
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U S WEST INC NEW COM 91273H101 118,535 1,382,335 SH SOLE 0 1,382,335
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UICI COM 902737105 744 113,352 SH SOLE 0 113,352
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UNIONBANCAL CORP COM 908906100 1,928 103,852 SH SOLE 0 103,852
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UNITED FIRE CAS CCOM 910331107 1,194 77,000 SH SOLE 0 77,000
UNITED ILLUM CO COM 910637107 2,010 45,940 SH SOLE 0 45,940
UNITED PARCEL SVC ICL B 911312106 2,832 48,000 SH SOLE 0 48,000
UNITED RENTALS INC COM 911363109 592 34,550 SH SOLE 0 34,550
UNITED STATES CELLUCOM 911684108 4,347 68,994 SH SOLE 0 68,994
UNITED STATIONERS ICOM 913004107 1,826 56,400 SH SOLE 0 56,400
UNITED TECHNOLOGIESCOM 913017109 81,719 1,388,014 SH SOLE 0 1,388,014
UNITED TELEVISION ICOM 913066106 3,418 26,551 SH SOLE 0 26,551
UNITED THERAPEUTICSCOM 91307C102 2,436 22,480 SH SOLE 0 22,480
UNITED WTR RES INC COM 913190104 2,208 63,300 SH SOLE 0 63,300
UNITEDGLOBALCOM CL A 913247508 8,427 180,264 SH SOLE 0 180,264
UNITEDHEALTH GROUP COM 91324P102 58,659 684,072 SH SOLE 0 684,072
UNITRIN INC COM 913275103 2,704 92,068 SH SOLE 0 92,068
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US BANCORP DEL COM 902973106 45,526 2,364,973 SH SOLE 0 2,364,973
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USG CORP COM NEW903293405 8,119 267,298 SH SOLE 0 267,298
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USX U S STL GROUP 90337T101 5,587 300,998 SH SOLE 0 300,998
UTILICORP UTD INC COM 918005109 1,739 87,496 SH SOLE 0 87,496
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V F CORP COM 918204108 7,540 316,638 SH SOLE 0 316,638
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VALENCE TECHNOLOGY COM 918914102 457 24,800 SH SOLE 0 24,800
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VALMONT INDS INC COM 920253101 1,627 81,868 SH SOLE 0 81,868
VALSPAR CORP COM 920355104 2,040 60,454 SH SOLE 0 60,454
VALUE CITY DEPT STOCOM 920387107 484 50,949 SH SOLE 0 50,949
VALUE LINE INC COM 920437100 1,175 30,520 SH SOLE 0 30,520
VALUEVISION INTL INCOM CL 92047K107 182 7,600 SH SOLE 0 7,600
VARCO INTL INC DEL COM 922122106 3,384 145,547 SH SOLE 0 145,547
VARIAN INC COM 922206107 5,510 119,466 SH SOLE 0 119,466
VARIAN MED SYS INC COM 92220P105 3,461 88,466 SH SOLE 0 88,466
VARIAN SEMICONDUCTOCOM 922207105 14,994 238,716 SH SOLE 0 238,716
VASCO DATA SEC INTLCOM 92230Y104 220 16,100 SH SOLE 0 16,100
VASOMEDICAL INC COM 922321104 197 41,800 SH SOLE 0 41,800
VASTAR RES INC COM 922380100 1,552 18,900 SH SOLE 0 18,900
VECTREN CORP COM 92240G101 3,022 175,180 SH SOLE 0 175,180
VEECO INSTRS INC DECOM 922417100 3,223 44,000 SH SOLE 0 44,000
VENATOR GROUP INC COM 922944103 33,574 3,275,466 SH SOLE 0 3,275,466
VENTAS INC COM 92276F100 603 189,273 SH SOLE 0 189,273
VENTIV HEALTH INC COM 922793104 1,175 105,599 SH SOLE 0 105,599
VERIO INC COM 923433106 9,736 175,466 SH SOLE 0 175,466
VERISIGN INC COM 92343E102 118,435 671,017 SH SOLE 0 671,017
VERITAS DGC INC COM 92343P107 1,802 69,300 SH SOLE 0 69,300
VERITAS SOFTWARE COCOM 923436109 141,420 1,251,332 SH SOLE 0 1,251,332
VERITY INC COM 92343C106 4,267 112,300 SH SOLE 0 112,300
VERIZON COMMUNICATIONS 92343V104 234,819 4,621,289 SH SOLE 0 4,621,289
VERSAT INC COM 925298101 2,878 71,400 SH SOLE 0 71,400
VERTEL CORP COM 924907108 721 41,200 SH SOLE 0 41,200
VERTEX PHARMACEUTICCOM 92532F100 6,821 64,732 SH SOLE 0 64,732
VERTICALNET INC OC COM 92532L107 10,815 292,800 SH SOLE 0 292,800
VETERINARY CTRS AMECOM 925514101 778 56,600 SH SOLE 0 56,600
VIA NET WKS INC COM 925912107 258 16,740 SH SOLE 0 16,740
VIACOM INC CL B 925524308 309,549 4,539,668 SH SOLE 0 4,539,668
VIAD CORP COM 92552R109 8,903 326,702 SH SOLE 0 326,702
VIADOR INC COM 92553R108 406 25,560 SH SOLE 0 25,560
VIALINK CO COM 92552Q101 373 36,200 SH SOLE 0 36,200
VIANT CORP COM 92553N107 5,276 178,100 SH SOLE 0 178,100
VIASYSTEMS GROUP INCOM 92553H100 163 10,080 SH SOLE 0 10,080
VIATEL INC COM 925529208 6,388 223,667 SH SOLE 0 223,667
VICAL INC COM 925602104 980 50,900 SH SOLE 0 50,900
VICINITY CORP OC COM 925653107 224 11,430 SH SOLE 0 11,430
VICOR CORP 925815102 3,204 92,046 SH SOLE 0 92,046
VIGNETTE CORP COM 926734104 38,752 745,000 SH SOLE 0 745,000
VINTAGE PETE INC COM 927460105 1,695 75,108 SH SOLE 0 75,108
VIRATA CORP COM 927646109 20,225 339,196 SH SOLE 0 339,196
VISHAY INTERTECHNOLCOM 928298108 10,547 278,014 SH SOLE 0 278,014
VISTEON CORP COM 92839U107 4,639 382,639 SH SOLE 0 382,639
VISUAL NETWORKS INCCOM 928444108 974 34,169 SH SOLE 0 34,169
VISX INC DEL 92844S105 3,738 133,204 SH SOLE 0 133,204
VITESSE SEMICONDUCTCOM 928497106 32,169 437,300 SH SOLE 0 437,300
VITRIA TECHNOLOGY ICOM 92849Q104 6,809 111,400 SH SOLE 0 111,400
VLASIC FOODS INTL ICOM 928559103 170 104,665 SH SOLE 0 104,665
VOICESTREAM WIRELESCOM 928615103 64,359 553,399 SH SOLE 0 553,399
VOLT INFORMATION SCCOM 928703107 1,915 58,152 SH SOLE 0 58,152
VORNADO RLTY TR COM 929042109 3,756 108,083 SH SOLE 0 108,083
VULCAN MATLS CO COM 929160109 11,339 265,633 SH SOLE 0 265,633
W HLDG CO INC COM 929251106 323 39,100 SH SOLE 0 39,100
WABASH NATL CORP COM 929566107 299 25,045 SH SOLE 0 25,045
WABTEC COM 929740108 802 77,330 SH SOLE 0 77,330
WACHOVIA CORP NEW 929771103 29,144 537,220 SH SOLE 0 537,220
WACKENHUT CORRECTIOCOM 929798106 187 24,960 SH SOLE 0 24,960
WADDELL + REED FINLCL A 930059100 5,466 166,578 SH SOLE 0 166,578
WADDELL + REED FINLCL B 930059209 65 2,250 SH SOLE 0 2,250
WAL MART STORES INCCOM 931142103 741,459 12,866,972 SH SOLE 0 12,866,972
WALGREEN CO COM 931422109 87,308 2,712,475 SH SOLE 0 2,712,475
WALLACE COMPUTER SECOM 932270101 1,067 108,084 SH SOLE 0 108,084
WALTER INDS INC COM 93317Q105 872 76,200 SH SOLE 0 76,200
WARNACO GROUP INC COM CL 934390105 857 110,565 SH SOLE 0 110,565
WASHINGTON FED INC COM 938824109 2,456 134,597 SH SOLE 0 134,597
WASHINGTON GAS LT CCOM 938837101 1,036 43,074 SH SOLE 0 43,074
WASHINGTON MUT INC COM 939322103 42,298 1,464,859 SH SOLE 0 1,464,859
WASHINGTON POST CO CL B 939640108 3,373 7,056 SH SOLE 0 7,056
WASHINGTON REAL ESTSH BEN 939653101 1,942 108,656 SH SOLE 0 108,656
WASTE MGMT INC DEL COM 94106L109 59,724 3,143,373 SH SOLE 0 3,143,373
WATCHGUARD TECHNOLOCOM 941105108 578 10,520 SH SOLE 0 10,520
WATERS CORP COM 941848103 16,603 133,022 SH SOLE 0 133,022
WATSCO INC COM 942622200 825 66,000 SH SOLE 0 66,000
WATSON PHARMACEUTICCOM 942683103 13,141 244,492 SH SOLE 0 244,492
WATTS INDS INC CL A 942749102 678 53,704 SH SOLE 0 53,704
WAUSAU MOSINEE PAPECOM 943315101 1,604 187,272 SH SOLE 0 187,272
WAVE SYSTEMS CORP COM 943526103 1,856 117,400 SH SOLE 0 117,400
WD 40 CO COM 929236107 1,148 55,348 SH SOLE 0 55,348
WEATHERFORD INTL INCOM 947074100 9,092 228,372 SH SOLE 0 228,372
WEBB DEL CORP COM 947423109 842 54,992 SH SOLE 0 54,992
WEBLINK WIRELESS INCOM 94769A101 1,060 80,000 SH SOLE 0 80,000
WEBMETHODS INC COM 94768C108 1,871 11,900 SH SOLE 0 11,900
WEBSTER FINL CORP WATERBUR947890109 2,639 118,960 SH SOLE 0 118,960
WEBTRENDS CORP COM 94844D104 1,470 38,000 SH SOLE 0 38,000
WEBVAN GROUP INC COM 94845V103 646 88,700 SH SOLE 0 88,700
WEINGARTEN RLTY INVSH BEN 948741103 746 18,488 SH SOLE 0 18,488
WELLMAN INC COM 949702104 1,725 106,540 SH SOLE 0 106,540
WELLPOINT HEALTH NECOM 94973H108 14,266 196,945 SH SOLE 0 196,945
WELLS FARGO + CO NECOM 949746101 189,464 4,889,405 SH SOLE 0 4,889,405
WENDYS INTL INC COM 950590109 6,232 349,884 SH SOLE 0 349,884
WERNER ENTERPRISES INC 950755108 1,282 110,848 SH SOLE 0 110,848
WESBANCO INC COM 950810101 1,158 47,744 SH SOLE 0 47,744
WEST PHARMACEUTICALCOM 955306105 1,276 58,991 SH SOLE 0 58,991
WEST TELESERVICES CCOM 956188106 843 33,298 SH SOLE 0 33,298
WESTAMERICA BANCORPCOM 957090103 2,384 91,254 SH SOLE 0 91,254
WESTCORP INC 957907108 1,163 97,437 SH SOLE 0 97,437
WESTERN DIGITAL CORCOM 958102105 1,687 337,458 SH SOLE 0 337,458
WESTERN GAS RES INCCOM 958259103 1,430 68,114 SH SOLE 0 68,114
WESTERN PPTYS TR SH BEN 959261108 887 74,703 SH SOLE 0 74,703
WESTERN RES INC COM 959425109 18,285 1,179,662 SH SOLE 0 1,179,662
WESTERN WIRELESS COCL A 95988E204 5,083 93,260 SH SOLE 0 93,260
WESTFIELD AMER INC COM 959910100 1,185 88,218 SH SOLE 0 88,218
WESTPOINT STEVENS ICOM 961238102 1,138 102,320 SH SOLE 0 102,320
WESTVACO CORP COM 961548104 7,495 302,075 SH SOLE 0 302,075
WESTWOOD ONE INC COM 961815107 35,056 1,027,278 SH SOLE 0 1,027,278
WEYERHAEUSER CO COM 962166104 35,867 834,114 SH SOLE 0 834,114
WHIRLPOOL CORP COM 963320106 9,752 209,155 SH SOLE 0 209,155
WHITMAN CORP NEW COM 96647R107 5,497 444,210 SH SOLE 0 444,210
WHITNEY HLDG CORP COM 966612103 2,022 59,135 SH SOLE 0 59,135
WHOLE FOODS MKT INCCOM 966837106 2,694 65,207 SH SOLE 0 65,207
WILEY JOHN + SON CLASS A968223206 2,470 109,788 SH SOLE 0 109,788
WILLAMETTE INDS INCCOM 969133107 8,823 323,765 SH SOLE 0 323,765
WILLIAMS COMMUNICATCOM 969455104 73 2,200 SH SOLE 0 2,200
WILLIAMS COS INC COM 969457100 51,532 1,236,160 SH SOLE 0 1,236,160
WILLIAMS SONOMA INCCOM 969904101 3,387 104,414 SH SOLE 0 104,414
WILMINGTON TR CORP COM 971807102 1,444 33,773 SH SOLE 0 33,773
WIND RIV SYS INC COM 973149107 5,717 150,946 SH SOLE 0 150,946
WINN DIXIE STORES ICOM 974280109 5,150 359,825 SH SOLE 0 359,825
WINNEBAGO IND INC. COM 974637100 1,186 90,768 SH SOLE 0 90,768
WINSTAR COMMUNICATICOM 975515107 15,773 465,616 SH SOLE 0 465,616
WISCONSIN CENT TRANCOM 976592105 1,916 147,409 SH SOLE 0 147,409
WISCONSIN ENERGY COCOM 976657106 3,714 187,466 SH SOLE 0 187,466
WIT SOUNDVIEW GROUPCOM 977383108 344 32,010 SH SOLE 0 32,010
WOLVERINE TUBE INC COM 978093102 505 29,720 SH SOLE 0 29,720
WOLVERINE WORLD WIDCOM 978097103 1,343 136,022 SH SOLE 0 136,022
WOODWARD GOVERNOR CCOM 980745103 178 6,300 SH SOLE 0 6,300
WORLD ACCESS INC COM 98141A101 503 45,452 SH SOLE 0 45,452
WORLDCOM INC COM 98157D106 400,353 8,727,038 SH SOLE 0 8,727,038
WORLDGATE COMMUNICACOM 98156L307 538 30,300 SH SOLE 0 30,300
WORLDPAGES COM INC COM 981922107 233 38,900 SH SOLE 0 38,900
WORLDPORT COMMUNICACOM 98155J105 77 31,700 SH SOLE 0 31,700
WORTHINGTON INDS INCOM 981811102 2,527 240,663 SH SOLE 0 240,663
WPS RES CORP COM 92931B106 2,348 78,097 SH SOLE 0 78,097
WRIGLEY WM JR CO COM 982526105 23,874 297,728 SH SOLE 0 297,728
WYNDHAM INTL INC CL A 983101106 1,170 467,832 SH SOLE 0 467,832
WYNNS INTL INC COM 983195108 1,991 87,750 SH SOLE 0 87,750
XCEED INC COM 98388N105 418 45,800 SH SOLE 0 45,800
XEROX CORP COM 984121103 37,041 1,785,126 SH SOLE 0 1,785,126
XILINX INC COM 983919101 112,415 1,361,575 SH SOLE 0 1,361,575
XIRCOM INC COM 983922105 3,287 69,199 SH SOLE 0 69,199
XTRA CORP COM 984138107 1,306 33,127 SH SOLE 0 33,127
XYBERNAUT CORP COM 984149104 531 47,500 SH SOLE 0 47,500
YAHOO INC COM 984332106 199,693 1,612,050 SH SOLE 0 1,612,050
YELLOW CORP COM 985509108 1,099 74,523 SH SOLE 0 74,523
YORK INTL CORP NEW COM986670107 6,923 274,163 SH SOLE 0 274,163
YOUNG + RUBICAM INCCOM 987425105 10,210 178,529 SH SOLE 0 178,529
YOUNG BROADCASTING CL A 987434107 717 27,900 SH SOLE 0 27,900
ZALE CORP NEW COM 988858106 6,232 170,734 SH SOLE 0 170,734
ZEBRA TECHNOLOGIES CL A 989207105 2,274 51,328 SH SOLE 0 51,328
ZENITH NATL INS CORCOM 989390109 1,629 76,643 SH SOLE 0 76,643
ZIONS BANCORP COM 989701107 7,919 172,563 SH SOLE 0 172,563
ZIXIT CORP COM 98974P100 1,843 40,000 SH SOLE 0 40,000
ZOMAX OPTICAL MEDIACOM 989929104 2,552 194,400 SH SOLE 0 194,400
ZORAN CORP COM 98975F101 514 7,800 SH SOLE 0 7,800
ZYGO CORP COM 989855101 872 9,600 SH SOLE 0 9,600
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