UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2000
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement
[ ] adds new holdings entries
Institutional Investment Manager Filing this report:
Name: California State Teachers' Retirement System
Address: 7667 Folsom Blvd.
Sacramento, CA 95826
13F File Number:
The institutional investment manager filing this report and the person by
whom it is assigned 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 May 2, 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: 2592
Form 13F Information Table Value Total: $47,777,142
(Thousands)
List of Other Included Managers: N/A
<PAGE>
<TABLE> <C> <C>
AS OF MARCH 31, 2000
Security Name Title Cusip Fair Mkt Shares InvmntOther Investment
Class Value DiscreMgrs. Authority
(x1000) (SOLE)
1ST SOURCE CORP COM 336901103 193 9,876 SH SOLE 0 9,876
21ST CENTURY INS GRCOM 90130N103 3,271 152,136 SH SOLE 0 152,136
24 / 7 MEDIA INC COM 901314104 1,971 49,900 SH SOLE 0 49,900
3COM CORP COM 885535104 59,289 1,065,871 SH SOLE 0 1,065,871
3DFX INTERACTIVE INCOM 88553X103 72 6,000 SH SOLE 0 6,000
7 ELEVEN INC COM 817826100 2,054 547,848 SH SOLE 0 547,848
99 CENTS ONLY STORECOM 65440K106 725 18,477 SH SOLE 0 18,477
AAMES FINL CORP COM 00253A101 46 73,650 SH SOLE 0 73,650
AAR CORP COM 000361105 1,677 100,479 SH SOLE 0 100,479
AARON RENTS INC CL B 002535201 601 39,900 SH SOLE 0 39,900
ABBOTT LABS COM NPV002824100 153,713 4,368,405 SH SOLE 0 4,368,405
ABERCROMBIE AND FITCOM CL 002896207 5,618 351,120 SH SOLE 0 351,120
ABGENIX INC COM 00339B107 3,812 27,600 SH SOLE 0 27,600
ABM INDS INC COM 000957100 1,482 63,068 SH SOLE 0 63,068
ABOUT COM INC COM 003736105 7,702 87,400 SH SOLE 0 87,400
ACCEPTANCE INSURANCCOM 004308102 203 37,414 SH SOLE 0 37,414
ACCLAIM ENTMT INC COM PAR004325205 958 289,328 SH SOLE 0 289,328
ACCREDO HEALTH INC COM 00437V104 313 9,450 SH SOLE 0 9,450
ACETO CORP COM 004446100 1,305 145,000 SH SOLE 0 145,000
ACKERLEY COMMUNICATCOM 004527107 1,758 116,200 SH SOLE 0 116,200
ACLARA BIOSCIENCES COM 00461P106 3,104 78,700 SH SOLE 0 78,700
ACNIELSON CORP COM 004833109 9,619 427,531 SH SOLE 0 427,531
ACT NETWORKS INC COM 000975102 480 47,400 SH SOLE 0 47,400
ACTEL CORP COM 004934105 2,034 56,991 SH SOLE 0 56,991
ACTION PERFORMANCE COM 004933107 439 33,000 SH SOLE 0 33,000
ACTUATE CORP COM 00508B102 3,627 67,400 SH SOLE 0 67,400
ACTV INC COM 00088E104 3,573 101,900 SH SOLE 0 101,900
ACUSON COM 005113105 2,056 138,789 SH SOLE 0 138,789
ACX TECHNOLOGIES INCOM 005123104 467 113,330 SH SOLE 0 113,330
ACXIOM CORP COM 005125109 5,186 155,972 SH SOLE 0 155,972
ADAPTEC INC COM 00651F108 11,853 306,872 SH SOLE 0 306,872
ADAPTIVE BROADBAND COM 00650M104 5,995 112,060 SH SOLE 0 112,060
ADC TELECOMMUNICATICOM 000886101 81,384 1,510,604 SH SOLE 0 1,510,604
ADELPHIA BUSINESS SCL A 006847107 4,086 66,300 SH SOLE 0 66,300
ADELPHIA COMMUNICATCL A 006848105 3,978 81,179 SH SOLE 0 81,179
ADOBE SYS INC COM 00724F101 41,356 371,534 SH SOLE 0 371,534
ADTRAN INC COM 00738A106 1,761 29,625 SH SOLE 0 29,625
ADVANCED DIGITAL INCOM 007525108 5,795 169,200 SH SOLE 0 169,200
ADVANCED FIBRE COMMCOM 00754A105 18,280 291,607 SH SOLE 0 291,607
ADVANCED MATLS GROUCOM 00753U102 2 1,099 SH SOLE 0 1,099
ADVANCED MICRO DEVICOM 007903107 38,458 673,969 SH SOLE 0 673,969
ADVANCED RADIO TELECOM 00754U101 7,095 214,200 SH SOLE 0 214,200
ADVANTA CORP CL A CO007942105 1,324 65,203 SH SOLE 0 65,203
ADVANTICA RESTAURANCOM 00758B109 71 47,025 SH SOLE 0 47,025
ADVISORTECH SERIES 00799B951 17,500 2,525,253 SH SOLE 0 2,525,253
ADVO INC COM 007585102 1,789 71,574 SH SOLE 0 71,574
AERIAL COMMUNICATIOCOM 007655103 4,584 80,691 SH SOLE 0 80,691
AEROFLEX INC COM 007768104 1,228 24,800 SH SOLE 0 24,800
AES CORP COM 00130H105 62,782 797,236 SH SOLE 0 797,236
AETNA INC COM 008117103 26,017 467,204 SH SOLE 0 467,204
AFFILIATED COMPUTERCL A 008190100 2,538 66,800 SH SOLE 0 66,800
AFFILIATED MANAGERSCOM 008252108 426 8,973 SH SOLE 0 8,973
AFFYMETRIX INC OC CAP 00826T108 7,843 52,837 SH SOLE 0 52,837
AFLAC INC COM 001055102 52,908 1,161,213 SH SOLE 0 1,161,213
AFTERMARKET TECHNOLCOM 008318107 504 40,345 SH SOLE 0 40,345
AGCO CORP COM 001084102 2,152 189,168 SH SOLE 0 189,168
AGILE SOFTWARE CORPCOM 00846X105 1,963 31,400 SH SOLE 0 31,400
AGL RES INC COM 001204106 2,361 128,502 SH SOLE 0 128,502
AGRIBIOTECH INC NEWCOM 008494106 3 22,314 SH SOLE 0 22,314
AGRIBRANDS INTL INCCOM 00849R105 1,172 29,823 SH SOLE 0 29,823
AIR PRODS + CHEMS ICOM 009158106 18,180 639,312 SH SOLE 0 639,312
AIRBORNE FGHT CORP COM 009266107 4,664 194,336 SH SOLE 0 194,336
AIRGAS INC COM 009363102 1,594 191,718 SH SOLE 0 191,718
AIRTRAN HOLDINGS INCOM 00949P108 582 132,000 SH SOLE 0 132,000
AK STL HLDG CORP COM 001547108 18,890 1,820,756 SH SOLE 0 1,820,756
AKAMAI TECHNOLOGIESCOM 00971T101 338 2,100 SH SOLE 0 2,100
ALABAMA NATL BANCORCOM 010317105 168 8,865 SH SOLE 0 8,865
ALARIS MED INC COM 011637105 117 55,099 SH SOLE 0 55,099
ALASKA AIR GROUP INCOM 011659109 1,856 61,743 SH SOLE 0 61,743
ALBANY INTL CORP NEW CLA012348108 792 53,441 SH SOLE 0 53,441
ALBEMARLE CORP COM 012653101 5,480 264,116 SH SOLE 0 264,116
ALBERTO CULVER CO CL A 013068200 1,741 79,600 SH SOLE 0 79,600
ALBERTO CULVER CO CL B CO013068101 3,217 135,100 SH SOLE 0 135,100
ALBERTSONS INC COM 013104104 41,087 1,325,389 SH SOLE 0 1,325,389
ALCOA INC COM 013817101 82,385 1,172,743 SH SOLE 0 1,172,743
ALEXANDER + BALDWINCOM 014482103 3,377 163,752 SH SOLE 0 163,752
ALEXANDERS INC COM 014752109 1,112 17,508 SH SOLE 0 17,508
ALEXANDRIA REAL ESTCOM 015271109 982 32,736 SH SOLE 0 32,736
ALFA CORP COM 015385107 2,535 142,827 SH SOLE 0 142,827
ALGOS PHARMACEUTICACOM 015869100 383 26,653 SH SOLE 0 26,653
ALKERMES INC COM 01642T108 13,061 141,200 SH SOLE 0 141,200
ALLEGHANY CORP DEL COM 017175100 28,986 154,181 SH SOLE 0 154,181
ALLEGHENY ENERGY INCOM 017361106 5,968 216,535 SH SOLE 0 216,535
ALLEGHENY TECHNOLOGCOM 01741R102 17,613 877,905 SH SOLE 0 877,905
ALLEGIANCE TELECOM COM 01747T102 25,820 320,250 SH SOLE 0 320,250
ALLEN TELECOM INC COM 018091108 1,371 86,050 SH SOLE 0 86,050
ALLERGAN INC COM 018490102 28,770 575,400 SH SOLE 0 575,400
ALLIANT CORP COM 018802108 10,340 339,704 SH SOLE 0 339,704
ALLIANT TECHSYSTEMSCOM 018804104 2,965 50,353 SH SOLE 0 50,353
ALLIED WASTE INDUSTRIES IN019589308 2,962 451,386 SH SOLE 0 451,386
ALLMERICA FINL CORPCOM 019754100 10,080 197,650 SH SOLE 0 197,650
ALLSTATE CORP COM 020002101 55,879 2,346,615 SH SOLE 0 2,346,615
ALLTEL CORP COM 020039103 61,740 979,034 SH SOLE 0 979,034
ALPHARMA INC CL A 020813101 1,763 47,961 SH SOLE 0 47,961
ALPINE GROUP INC COM 020825105 216 24,000 SH SOLE 0 24,000
ALTEON WEBSYSTEMS ICOM 02145A109 7,963 97,114 SH SOLE 0 97,114
ALTERA CORP 021441100 91,524 1,025,479 SH SOLE 0 1,025,479
ALTERRA HEALTHCARE COM 02146C104 25 6,300 SH SOLE 0 6,300
ALZA CORP COM 022615108 14,604 388,788 SH SOLE 0 388,788
AMAZON COM INC COM 023135106 33,019 492,814 SH SOLE 0 492,814
AMB PPTY CORP COM 00163T109 4,520 210,211 SH SOLE 0 210,211
AMBAC FINL GROUP INCOM 023139108 12,291 243,993 SH SOLE 0 243,993
AMC ENTMT INC COM 001669100 90 17,700 SH SOLE 0 17,700
AMCOL INTL CORP COM 02341W103 933 60,655 SH SOLE 0 60,655
AMCORE FINL INC COM 023912108 1,225 68,529 SH SOLE 0 68,529
AMERADA HESS CORP COM NPV023551104 16,510 255,468 SH SOLE 0 255,468
AMERCO COM 023586100 553 30,100 SH SOLE 0 30,100
AMEREN CORP COM 023608102 11,870 383,681 SH SOLE 0 383,681
AMERICA ONLINE INC COM 02364J104 460,417 6,846,344 SH SOLE 0 6,846,344
AMERICA WEST HLDG CCL B 023657208 1,548 99,900 SH SOLE 0 99,900
AMERICAN ANNUITY GROUP INC023840101 983 64,486 SH SOLE 0 64,486
AMERICAN AXLE + MFGCOM 024061103 46 3,100 SH SOLE 0 3,100
AMERICAN CLASSIC VOCOM 024928103 370 14,692 SH SOLE 0 14,692
AMERICAN EAGLE OUTFCOM 02553E106 840 22,148 SH SOLE 0 22,148
AMERICAN ELEC PWR ICOM 025537101 15,279 512,504 SH SOLE 0 512,504
AMERICAN EXPRESS COCOM 025816109 202,577 1,360,147 SH SOLE 0 1,360,147
AMERICAN FINL GROUPCOM 025932104 3,718 129,887 SH SOLE 0 129,887
AMERICAN FREIGHTWAYCOM 02629V108 400 26,794 SH SOLE 0 26,794
AMERICAN GEN CORP COM 026351106 56,384 1,004,615 SH SOLE 0 1,004,615
AMERICAN GREETINGS CL A 026375105 3,459 189,544 SH SOLE 0 189,544
AMERICAN HOME PRODUCOM 026609107 209,915 3,914,491 SH SOLE 0 3,914,491
AMERICAN HOMEPATIENCOM 026649103 18 21,550 SH SOLE 0 21,550
AMERICAN INTL GROUPCOM 026874107 510,603 4,663,040 SH SOLE 0 4,663,040
AMERICAN ITALIAN PACL A 027070101 496 20,152 SH SOLE 0 20,152
AMERICAN MATL CAN GCOM 027714104 12,365 942,100 SH SOLE 0 942,100
AMERICAN MGMT SYS ICOM 027352103 8,088 184,594 SH SOLE 0 184,594
AMERICAN MOBILE SATCOM 02755R103 720 30,010 SH SOLE 0 30,010
AMERICAN NATL INS CCOM 028591105 3,330 57,917 SH SOLE 0 57,917
AMERICAN PWR CONVERCOM 029066107 29,527 688,688 SH SOLE 0 688,688
AMERICAN STD COS INCOM 029712106 9,138 246,969 SH SOLE 0 246,969
AMERICAN TOWER CORPCL A 029912201 14,641 296,528 SH SOLE 0 296,528
AMERICAN WTR WKS INCOM 030411102 4,776 201,092 SH SOLE 0 201,092
AMERICREDIT CORP COM 03060R101 3,592 220,186 SH SOLE 0 220,186
AMERISOURCE HEALTH CL A 03071P102 1,968 131,200 SH SOLE 0 131,200
AMERITRADE HLDG CORCL A 03072H109 3,175 151,990 SH SOLE 0 151,990
AMERUS LIFE HLDGS ICOM 030732101 541 29,863 SH SOLE 0 29,863
AMES DEPT STORES INCOM NEW030789507 553 22,500 SH SOLE 0 22,500
AMETEK AEROSPACE PRCOM 031100100 4,353 226,117 SH SOLE 0 226,117
AMF BOWLING INC COM 03113V109 42 19,949 SH SOLE 0 19,949
AMFM INC COM 001693100 32,084 516,438 SH SOLE 0 516,438
AMGEN INC COM 031162100 205,044 3,340,836 SH SOLE 0 3,340,836
AMKOR TECHNOLOGY INCOM 031652100 7,408 139,600 SH SOLE 0 139,600
AMLI RESIDENTIAL PPSH BEN 001735109 809 39,453 SH SOLE 0 39,453
AMPHENOL CORP NEW CL A 032095101 1,636 16,000 SH SOLE 0 16,000
AMR CORP DEL COM 001765106 12,913 405,121 SH SOLE 0 405,121
AMRESCO INC COM 031909104 161 119,603 SH SOLE 0 119,603
AMSOUTH BANCORPORATCOM 032165102 22,906 1,533,477 SH SOLE 0 1,533,477
ANADARKO PETE CORP COM 032511107 14,782 382,082 SH SOLE 0 382,082
ANADIGICS INC COM 032515108 4,653 70,500 SH SOLE 0 70,500
ANALOG DEVICES INC COM 032654105 94,036 1,167,240 SH SOLE 0 1,167,240
ANALOGIC CORP COM PAR032657207 1,846 50,057 SH SOLE 0 50,057
ANALYSTS INTL CORP COM 032681108 881 89,263 SH SOLE 0 89,263
ANCHOR BANCORP WIS COM 032839102 1,389 87,500 SH SOLE 0 87,500
ANCHOR GAMING COM 033037102 539 14,200 SH SOLE 0 14,200
ANCOR COMMUNICATIONCOM 03332K108 2,698 65,600 SH SOLE 0 65,600
ANDREW CORP COM 034425108 5,221 228,230 SH SOLE 0 228,230
ANDRX CORP COM 034551101 13,171 114,038 SH SOLE 0 114,038
ANESTA CORP COM 034603100 90 6,800 SH SOLE 0 6,800
ANHEUSER BUSCH COS COM 035229103 92,803 1,490,814 SH SOLE 0 1,490,814
ANIXTER INTL INC COM 035290105 8,295 297,596 SH SOLE 0 297,596
ANNTAYLOR STORES COCOM 036115103 1,375 59,763 SH SOLE 0 59,763
ANSWERTHINK CONSULTCDT COM036916104 2,477 101,348 SH SOLE 0 101,348
ANTEC CORP COM 03664P105 4,354 97,164 SH SOLE 0 97,164
ANTHRACITE CAP INC COM 037023108 60 8,355 SH SOLE 0 8,355
AON CORP COM 037389103 29,158 904,113 SH SOLE 0 904,113
APAC TELESERVICES ICOM 00185E106 97 11,150 SH SOLE 0 11,150
APACHE CORP COM 037411105 19,270 387,337 SH SOLE 0 387,337
APARTMENT INVT. + MCLASS A03748R101 6,994 183,143 SH SOLE 0 183,143
APOGEE ENTERPRISES COM 037598109 440 110,902 SH SOLE 0 110,902
APOLLO GROUP INC CL A 037604105 6,028 213,852 SH SOLE 0 213,852
APPLE COMPUTER COM NPV037833100 73,074 538,047 SH SOLE 0 538,047
APPLEBEES INTL INC COM 037899101 2,526 89,812 SH SOLE 0 89,812
APPLIED GRAPHICS TECOM 037937109 505 84,128 SH SOLE 0 84,128
APPLIED INDL TECHNOCOM 03820C105 1,479 92,431 SH SOLE 0 92,431
APPLIED MATERIALS ICOM 038222105 252,942 2,683,731 SH SOLE 0 2,683,731
APPLIED MICRO CIRCUCDT COM03822W109 38,639 257,488 SH SOLE 0 257,488
APPLIED PWR INC COM CLA038225108 4,323 151,676 SH SOLE 0 151,676
APPLIEDTHEORY CORP COM 03828R104 321 15,400 SH SOLE 0 15,400
APRIA HEALTHCARE GRCOM 037933108 1,717 118,923 SH SOLE 0 118,923
APTARGROUP INC COM 038336103 5,506 206,296 SH SOLE 0 206,296
ARCADIA FINL LTD COM 039101100 415 82,900 SH SOLE 0 82,900
ARCH CHEMICALS INC COM 03937R102 1,387 69,348 SH SOLE 0 69,348
ARCH COAL INC COM 039380100 533 76,184 SH SOLE 0 76,184
ARCHER DANIELS MIDLCOM 039483102 16,979 1,636,489 SH SOLE 0 1,636,489
ARCHSTONE CMNTYS TRSH BEN 039581103 5,109 256,264 SH SOLE 0 256,264
ARCTIC CAT INC COM 039670104 584 56,933 SH SOLE 0 56,933
ARDEN RLTY INC COM 039793104 3,386 162,221 SH SOLE 0 162,221
AREA BANCSHARES CORCOM 039872106 700 35,200 SH SOLE 0 35,200
ARGONAUT GROUP INC COM 040157109 1,443 71,925 SH SOLE 0 71,925
ARIBA INC COM 04033V104 29,935 142,803 SH SOLE 0 142,803
ARMSTRONG WORLD INDCOM 042476101 1,949 109,014 SH SOLE 0 109,014
ARNOLD INDS INC COM 042595108 1,176 91,819 SH SOLE 0 91,819
ARROW ELECTRS INC COM 042735100 14,040 398,300 SH SOLE 0 398,300
ARROW INTERNATIONAL INC 042764100 1,089 34,703 SH SOLE 0 34,703
ARROWPOINT COMMUNICCOM 042810101 4,218 35,600 SH SOLE 0 35,600
ARTESYN TECHNOLOGIECOM 043127109 5,010 264,545 SH SOLE 0 264,545
ARVIN INDS INC COM 043339100 2,631 116,266 SH SOLE 0 116,266
ASHLAND INC COM 044204105 6,371 190,527 SH SOLE 0 190,527
ASHTON TECHNOLOGY GCOM 045084100 3,140 372,200 SH SOLE 0 372,200
ASPECT COMMUNICATIOCOM 04523Q102 5,737 154,796 SH SOLE 0 154,796
ASPECT DEV INC COM 045234101 6,264 97,312 SH SOLE 0 97,312
ASPEN TECHNOLOGY INCOM 045327103 2,289 56,700 SH SOLE 0 56,700
ASSOCIATED BANC CORCOM 045487105 4,828 161,613 SH SOLE 0 161,613
ASSOCIATED ESTATES COM 045604105 396 49,144 SH SOLE 0 49,144
ASSOCIATES FIRST CACL A 046008108 45,362 2,116,003 SH SOLE 0 2,116,003
ASTORIA FINL CORP COM 046265104 4,026 141,882 SH SOLE 0 141,882
ASYST TECHNOLOGIES COM 04648X107 3,405 58,200 SH SOLE 0 58,200
AT + T CORP COM 001957109 548,555 9,752,081 SH SOLE 0 9,752,081
AT HOME CORP COM SER045919107 9,817 298,052 SH SOLE 0 298,052
AT+T CORP COM LIB001957208 225,722 3,809,661 SH SOLE 0 3,809,661
ATLANTIC COAST AIRLCOM 048396105 507 19,578 SH SOLE 0 19,578
ATLANTIC RICHFIELD COM 048825103 75,015 882,530 SH SOLE 0 882,530
ATLAS AIR INC COM 049164106 838 30,599 SH SOLE 0 30,599
ATMEL CORP COM 049513104 49,426 957,410 SH SOLE 0 957,410
ATMI INC COM 00207R101 478 10,000 SH SOLE 0 10,000
ATMOS ENERGY CORP COM 049560105 14,597 891,448 SH SOLE 0 891,448
ATWOOD OCEANICS INCCOM 050095108 2,241 33,800 SH SOLE 0 33,800
AURORA BIOSCIENCE CCOM 051920106 1,643 40,200 SH SOLE 0 40,200
AUSPEX SYS INC COM 052116100 773 70,300 SH SOLE 0 70,300
AUTOBYTEL INC COM 05275N106 208 25,300 SH SOLE 0 25,300
AUTODESK INCORPORATCOM STK052769106 7,391 162,450 SH SOLE 0 162,450
AUTOLIV COM 052800109 8,540 284,675 SH SOLE 0 284,675
AUTOMATIC DATA PROCCOM 053015103 83,686 1,734,430 SH SOLE 0 1,734,430
AUTONATION INC DEL COM 05329W102 6,243 786,499 SH SOLE 0 786,499
AUTOZONE INC COM 053332102 13,317 479,880 SH SOLE 0 479,880
AVADO BRANDS INC COM 05336P108 240 85,493 SH SOLE 0 85,493
AVALONBAY CMNTYS INCOM 053484101 6,834 186,597 SH SOLE 0 186,597
AVANEX CORP COM 05348W109 228 1,500 SH SOLE 0 1,500
AVANT CORP COM 053487104 818 65,400 SH SOLE 0 65,400
AVERY DENNISON CORPCOM 053611109 30,162 493,957 SH SOLE 0 493,957
AVIALL INC NEW 05366B102 789 93,459 SH SOLE 0 93,459
AVIATION SALES CO COM 053672101 92 14,591 SH SOLE 0 14,591
AVID TECHNOLOGY INCCOM 05367P100 1,264 70,690 SH SOLE 0 70,690
AVIRON COM 053762100 371 13,323 SH SOLE 0 13,323
AVIS GROUP HLDGS INCOM 053790101 649 36,841 SH SOLE 0 36,841
AVISTA CORP COM 05379B107 6,032 148,016 SH SOLE 0 148,016
AVNET INC COM 053807103 13,685 217,217 SH SOLE 0 217,217
AVON PRODS INC COM 054303102 25,467 876,277 SH SOLE 0 876,277
AVX CORP NEW COM 002444107 7,131 94,061 SH SOLE 0 94,061
AWARE INC MASS COM 05453N100 3,892 97,000 SH SOLE 0 97,000
AXA FINL INC COM 002451102 24,725 689,192 SH SOLE 0 689,192
AXENT TECHNOLOGIES COM 05459C108 2,221 118,042 SH SOLE 0 118,042
AZTAR CORP COM 054802103 1,712 180,175 SH SOLE 0 180,175
BACOU USA INC COM 056439102 55 3,500 SH SOLE 0 3,500
BAKER HUGHES INC COM 057224107 35,474 1,172,688 SH SOLE 0 1,172,688
BALDOR ELEC CO COM 057741100 2,190 121,273 SH SOLE 0 121,273
BALDWIN + LYONS INCCL B 057755209 1,298 66,991 SH SOLE 0 66,991
BALL CORP COM 058498106 20,628 596,831 SH SOLE 0 596,831
BANCFIRST CORP COM 05945F103 281 10,600 SH SOLE 0 10,600
BANCORPSOUTH INC COM 059692103 1,252 76,488 SH SOLE 0 76,488
BANCWEST CORP NEW COM 059790105 3,670 185,842 SH SOLE 0 185,842
BANDAG INC COM 059815100 1,310 56,973 SH SOLE 0 56,973
BANK AMER CORP COM 060505104 274,981 5,243,977 SH SOLE 0 5,243,977
BANK GRANITE CORP COM 062401104 516 25,901 SH SOLE 0 25,901
BANK NEW YORK INC COM 064057102 90,646 2,180,964 SH SOLE 0 2,180,964
BANK ONE CORP COM 06423A103 125,653 3,655,367 SH SOLE 0 3,655,367
BANK UTD CORP CL A 065412108 1,650 52,286 SH SOLE 0 52,286
BANKNORTH GROUP INC DEL 06646L100 1,180 44,000 SH SOLE 0 44,000
BANTA CORP COM STK066821109 4,187 227,872 SH SOLE 0 227,872
BANYAN SYS INC COM 066908104 2,385 135,800 SH SOLE 0 135,800
BARD C R INC COM 067383109 5,483 141,730 SH SOLE 0 141,730
BARNES + NOBLE INC COM 067774109 2,763 120,138 SH SOLE 0 120,138
BARNES GROUP INC COM 067806109 955 65,868 SH SOLE 0 65,868
BARNESANDNOBLE COM CL A 067846105 680 72,000 SH SOLE 0 72,000
BARR LABS INC COM 068306109 2,329 55,462 SH SOLE 0 55,462
BARRA INC COM 068313105 813 24,000 SH SOLE 0 24,000
BARRETT RES CORP COM 068480201 3,764 126,246 SH SOLE 0 126,246
BASSETT FURNITURE ICOM 070203104 627 44,775 SH SOLE 0 44,775
BATTLE MTN GOLD CO COM 071593107 896 462,312 SH SOLE 0 462,312
BAUSCH + LOMB INC COM 071707103 8,580 164,416 SH SOLE 0 164,416
BAXTER INTL INC COM 071813109 62,478 996,660 SH SOLE 0 996,660
BAY VIEW CAP CORP DCOM 07262L101 441 58,860 SH SOLE 0 58,860
BB+T CORP COM 054937107 26,775 954,117 SH SOLE 0 954,117
BE AEROSPACE INC COM 073302101 409 69,600 SH SOLE 0 69,600
BE INC COM 073309106 1,719 114,093 SH SOLE 0 114,093
BEA SYS INC COM 073325102 97,808 1,332,986 SH SOLE 0 1,332,986
BEAR STEARNS COS INCOM 073902108 19,356 424,246 SH SOLE 0 424,246
BECKMAN COULTER INCCOM 075811109 4,844 75,464 SH SOLE 0 75,464
BECTON DICKINSON + COM 075887109 18,042 685,688 SH SOLE 0 685,688
BED BATH + BEYOND ICOM 075896100 17,949 455,845 SH SOLE 0 455,845
BEDFORD PPTY INVS ICOM PAR076446301 1,041 64,800 SH SOLE 0 64,800
BELCO OIL + GAS CORCOM 077410108 203 19,600 SH SOLE 0 19,600
BELDEN INC COM 077459105 1,873 68,094 SH SOLE 0 68,094
BELL + HOWELL CO NECOM 077852101 1,431 45,800 SH SOLE 0 45,800
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FIRST MIDWEST BANCOCOM 320867104 2,889 119,127 SH SOLE 0 119,127
FIRST REP BK SAN FRCOM 336158100 291 14,700 SH SOLE 0 14,700
FIRST SEC CORP DEL COM 336294103 5,788 482,374 SH SOLE 0 482,374
FIRST TENN NATL CORCOM 337162101 7,004 344,798 SH SOLE 0 344,798
FIRST UN CORP COM 337358105 107,681 2,890,778 SH SOLE 0 2,890,778
FIRST UTD BANCSHARECOM 33741E104 91 8,904 SH SOLE 0 8,904
FIRST VA BKS INC COM 337477103 6,098 162,352 SH SOLE 0 162,352
FIRST WASH BANCORP COM 33748T104 717 39,270 SH SOLE 0 39,270
FIRST WASH RLTY TR COM 337489504 35 1,900 SH SOLE 0 1,900
FIRSTAR CORP WIS COM 33763V109 64,699 2,820,646 SH SOLE 0 2,820,646
FIRSTENERGY CORP COM 337932107 15,163 735,178 SH SOLE 0 735,178
FIRSTFED FINL CORP COM 337907109 1,649 124,432 SH SOLE 0 124,432
FIRSTMERIT CORP COM 337915102 3,226 174,969 SH SOLE 0 174,969
FIRSTPLUS FINL GROUCOM 33763B103 60 110,562 SH SOLE 0 110,562
FISERV INC 337738108 23,152 622,584 SH SOLE 0 622,584
FISHER SCIENTIFIC ICOM MEW338032204 837 18,800 SH SOLE 0 18,800
FLAGSTAR BANCORP INCOM 337930101 220 16,900 SH SOLE 0 16,900
FLEETBOSTON FINL COCOM 339030108 119,574 3,275,997 SH SOLE 0 3,275,997
FLEETWOOD ENTERPRISCOM 339099103 1,372 93,000 SH SOLE 0 93,000
FLEMING COS INC COM 339130106 1,454 96,500 SH SOLE 0 96,500
FLORIDA EAST COAST COM 340632108 6,343 130,776 SH SOLE 0 130,776
FLORIDA PROGRESS COCOM 341109106 12,966 282,630 SH SOLE 0 282,630
FLORIDA ROCK INDS ICOM 341140101 1,901 67,896 SH SOLE 0 67,896
FLOWERS INDS INC COM 343496105 4,708 310,005 SH SOLE 0 310,005
FLOWSERVE CORP COM 34354P105 1,280 99,388 SH SOLE 0 99,388
FLUOR CORP COM 343861100 6,627 213,771 SH SOLE 0 213,771
FMC CORP COM NEW302491303 6,470 114,521 SH SOLE 0 114,521
FOCAL COMMUNICATIONCOM 344155106 2,750 49,100 SH SOLE 0 49,100
FONAR CORP COM 344437108 12 3,351 SH SOLE 0 3,351
FONAR CORP PFD NON344437306 74 26,920 SH SOLE 0 26,920
FOOTSTAR INC COM 344912100 20,669 731,648 SH SOLE 0 731,648
FORCENERGY INC COM 345206106 19 30,100 SH SOLE 0 30,100
FORD MTR CO DEL COM 345370100 161,282 3,510,895 SH SOLE 0 3,510,895
FOREST CITY ENTERPRCOM 345550107 1,453 49,464 SH SOLE 0 49,464
FOREST LABS INC COM 345838106 35,832 424,046 SH SOLE 0 424,046
FOREST OIL CORP COM NEW346091606 766 72,100 SH SOLE 0 72,100
FORT JAMES CORP COM 347471104 40,090 1,822,281 SH SOLE 0 1,822,281
FORTUNE BRANDS INC COM 349631101 11,516 460,637 SH SOLE 0 460,637
FOSSIL INC COM 349882100 1,565 66,780 SH SOLE 0 66,780
FOSTER WHEELER CORPCOM 350244109 767 113,600 SH SOLE 0 113,600
FOUNDATION HEALTH SCOM 350404109 2,776 347,010 SH SOLE 0 347,010
FOUNDRY NETWORKS INCOM 35063R100 1,811 12,600 SH SOLE 0 12,600
FPL GROUP INC COM 302571104 27,229 591,133 SH SOLE 0 591,133
FRANCHISE FIN CORP COM 351807102 3,690 158,694 SH SOLE 0 158,694
FRANKLIN COVEY CO COM 353469109 150 20,703 SH SOLE 0 20,703
FRANKLIN ELEC INC COM 353514102 1,057 16,542 SH SOLE 0 16,542
FRANKLIN RES INC COM 354613101 29,802 891,274 SH SOLE 0 891,274
FREEPORT MCMORAN COCL B 35671D857 6,461 535,623 SH SOLE 0 535,623
FREMONT GEN CORP COM 357288109 1,119 188,534 SH SOLE 0 188,534
FRIEDE GOLDMAN HALTCOM 358430106 421 61,260 SH SOLE 0 61,260
FRIEDMAN BILLINGS RAMSEY 358433100 569 52,347 SH SOLE 0 52,347
FRITZ COMP INC COM 358846103 541 53,418 SH SOLE 0 53,418
FRONTIER INS GROUP COM 359081106 85 84,763 SH SOLE 0 84,763
FSI INTL INC 302633102 1,155 56,360 SH SOLE 0 56,360
FULLER H B CO COM 359694106 1,983 49,653 SH SOLE 0 49,653
FULTON FINL CORP PACOM 360271100 2,565 121,776 SH SOLE 0 121,776
FURNITURE BRANDS INCOM 360921100 3,007 159,853 SH SOLE 0 159,853
G + K SERVICES CL A 361268105 1,501 76,808 SH SOLE 0 76,808
GABLES RESIDENTIAL SH BEN 362418105 3,308 147,000 SH SOLE 0 147,000
GADZOOX NETWORKS INCOM 362555104 2,735 57,047 SH SOLE 0 57,047
GALILEO INTL INC COM 363547100 2,785 115,723 SH SOLE 0 115,723
GALLAGHER ARTHUR J COM 363576109 7,431 228,660 SH SOLE 0 228,660
GANNETT INC COM 364730101 57,117 811,611 SH SOLE 0 811,611
GAP INC COM 364760108 131,930 2,648,536 SH SOLE 0 2,648,536
GARDNER DENVER INC COM 365558105 648 34,455 SH SOLE 0 34,455
GARTNER GROUP INC NCL A 366651107 2,246 142,622 SH SOLE 0 142,622
GATEWAY INC COM 367626108 47,697 899,940 SH SOLE 0 899,940
GATX COM 361448103 6,326 166,464 SH SOLE 0 166,464
GAYLORD CONTAINER CCL A 368145108 1,038 162,899 SH SOLE 0 162,899
GAYLORD ENTMT CO NECOM 367905106 1,436 52,943 SH SOLE 0 52,943
GC COS INC COM 36155Q109 1,313 37,786 SH SOLE 0 37,786
GELTEX PHARMACEUTICCOM 368538104 749 44,694 SH SOLE 0 44,694
GENCORP INC COM 368682100 934 120,552 SH SOLE 0 120,552
GENENTECH INC COM 368710406 9,424 62,000 SH SOLE 0 62,000
GENERAL BINDING CORCOM 369154109 4,511 471,712 SH SOLE 0 471,712
GENERAL COMMUNICATION INC 369385109 210 39,000 SH SOLE 0 39,000
GENERAL DYNAMICS COCOM 369550108 29,544 593,847 SH SOLE 0 593,847
GENERAL ELEC CO COM 369604103 1,543,041 9,943,077 SH SOLE 0 9,943,077
GENERAL GROWTH PPTYCOM 370021107 4,241 139,337 SH SOLE 0 139,337
GENERAL MLS INC COM 370334104 36,961 1,021,384 SH SOLE 0 1,021,384
GENERAL MTRS CORP CL H NE370442832 43,163 346,692 SH SOLE 0 346,692
GENERAL MTRS CORP COM 370442105 159,737 1,928,902 SH SOLE 0 1,928,902
GENERAL SEMICONDUCTCOM 370787103 1,464 84,869 SH SOLE 0 84,869
GENERALE CABLE CORPCOM 369300108 389 49,800 SH SOLE 0 49,800
GENESCO INC COM 371532102 1,154 87,900 SH SOLE 0 87,900
GENLYTE GROUP INC COM 372302109 277 14,199 SH SOLE 0 14,199
GENRAD INC COM 372447102 993 80,256 SH SOLE 0 80,256
GENSTAR THERAPEUTICCOM 37248D105 148 19,700 SH SOLE 0 19,700
GENTEK INC COM 37245X104 339 24,194 SH SOLE 0 24,194
GENTEX CORP COM 371901109 19,172 517,284 SH SOLE 0 517,284
GENUINE PARTS CO COM 372460105 11,271 472,092 SH SOLE 0 472,092
GENZYME CORP COM 372917104 10,006 199,616 SH SOLE 0 199,616
GENZYME CORP COM MOL372917500 172 11,368 SH SOLE 0 11,368
GENZYME CORP COM SUR372917609 0 1 SH SOLE 0 1
GEON CO COM 37246W105 1,268 58,974 SH SOLE 0 58,974
GEORGIA GULF CORP COM 373200203 4,606 177,144 SH SOLE 0 177,144
GEORGIA PAC CORP COM 373298108 23,970 605,865 SH SOLE 0 605,865
GEORGIA PAC CORP COM TIM373298702 6,465 252,300 SH SOLE 0 252,300
GERBER SCIENTIFIC ICOM 373730100 1,913 99,034 SH SOLE 0 99,034
GETTY RLTY CORP NEWCOM 374297109 558 49,590 SH SOLE 0 49,590
GIBRALTOR STEEL CORCOM 37476F103 179 10,900 SH SOLE 0 10,900
GILEAD SCIENCES INCCOM 375558103 8,798 138,821 SH SOLE 0 138,821
GILLETTE CO COM 375766102 112,602 2,987,775 SH SOLE 0 2,987,775
GLATFELTER P H CO COM 377316104 1,194 112,422 SH SOLE 0 112,422
GLENAYRE TECHNOLOGICOM 377899109 3,400 193,610 SH SOLE 0 193,610
GLENBOROUGH RLTY TRCOM 37803P105 1,350 93,100 SH SOLE 0 93,100
GLIMCHER RLTY TR COM 379302102 933 69,098 SH SOLE 0 69,098
GLOBAL INDUSTRIES INC 379336100 1,271 86,900 SH SOLE 0 86,900
GLOBAL MARINE INC COM NEW379352404 17,956 707,616 SH SOLE 0 707,616
GLOBAL TELESYSTEMS CDT COM37936U104 8,758 427,224 SH SOLE 0 427,224
GLOBIX CORP COM 37957F101 9,836 258,000 SH SOLE 0 258,000
GO2NET COM 383486107 5,156 64,000 SH SOLE 0 64,000
GOLDEN ST BANCORP ICOM 381197102 2,119 141,844 SH SOLE 0 141,844
GOLDEN WEST FINL COCOM 381317106 15,329 491,512 SH SOLE 0 491,512
GOLDMAN SACHS GROUPCOM 38141G104 18,838 179,200 SH SOLE 0 179,200
GOLF TR AMER INC COM 38168B103 356 21,600 SH SOLE 0 21,600
GOODRICH B F CO COM 382388106 8,618 300,410 SH SOLE 0 300,410
GOODYEAR TIRE AND RCOM 382550101 9,220 395,477 SH SOLE 0 395,477
GOODYS FAMILY CLOTHCOM 382588101 168 27,784 SH SOLE 0 27,784
GORMAN RUPP CO COM 383082104 1,229 78,000 SH SOLE 0 78,000
GOTO COM INC COM 38348T107 4,558 111,000 SH SOLE 0 111,000
GPU INC COM 36225X100 8,709 318,135 SH SOLE 0 318,135
GRACE W R + CO DEL COM 38388F108 19,615 1,546,029 SH SOLE 0 1,546,029
GRACO INC COM 384109104 8,918 307,532 SH SOLE 0 307,532
GRAINGER W W INC COM 384802104 22,583 416,282 SH SOLE 0 416,282
GRAND PREMIER FINL COM 386174106 511 37,180 SH SOLE 0 37,180
GRANITE CONSTR INC 387328107 1,132 41,908 SH SOLE 0 41,908
GREAT ATLANTIC + PACOM 390064103 1,898 97,346 SH SOLE 0 97,346
GREAT LAKES CHEMICACOM 390568103 6,443 189,495 SH SOLE 0 189,495
GREAT LAKES REIT INCOM 390752103 708 46,800 SH SOLE 0 46,800
GREAT PLAINS SOFTWACOM 39119E105 2,329 43,643 SH SOLE 0 43,643
GREENPOINT FINL CORCOM 395384100 12,428 633,298 SH SOLE 0 633,298
GREIF BROS CORP CL A 397624107 1,433 44,962 SH SOLE 0 44,962
GREY ADVERTISING INCOM 397838103 11,452 28,000 SH SOLE 0 28,000
GREY WOLF INC COM 397888108 265 67,400 SH SOLE 0 67,400
GRIFFON CORP COM 398433102 996 127,457 SH SOLE 0 127,457
GT INTERACTIVE SOFTCOM 36236E109 246 78,600 SH SOLE 0 78,600
GTE CORP COM 362320103 209,468 2,950,253 SH SOLE 0 2,950,253
GTECH HLDGS CORP COM 400518106 2,559 137,845 SH SOLE 0 137,845
GUESS INC COM 401617105 721 22,527 SH SOLE 0 22,527
GUIDANT CORP COM 401698105 66,410 1,129,180 SH SOLE 0 1,129,180
GUILFORD MLS INC COM 401794102 712 92,638 SH SOLE 0 92,638
GUILFORD PHARMACEUTCOM 401829106 878 37,742 SH SOLE 0 37,742
GUITAR CTR INC COM 402040109 129 11,300 SH SOLE 0 11,300
GYMBOREE CORP COM 403777105 294 71,158 SH SOLE 0 71,158
H S RES INC COM 404297103 507 24,000 SH SOLE 0 24,000
HA LO INDS INC COM 404429102 469 59,550 SH SOLE 0 59,550
HADCO CORP COM 404681108 2,526 39,090 SH SOLE 0 39,090
HAEMONETICS CORP MACOM 405024100 633 28,127 SH SOLE 0 28,127
HALLIBURTON CO COM 406216101 56,273 1,372,512 SH SOLE 0 1,372,512
HAMILTON BANCORP INCOM 407013101 389 24,900 SH SOLE 0 24,900
HANCOCK HLDG CO COM 410120109 516 16,728 SH SOLE 0 16,728
HANDLEMAN CO DEL COM 410252100 938 105,649 SH SOLE 0 105,649
HANGER ORTHOPEDIC GCOM NEW41043F208 90 16,849 SH SOLE 0 16,849
HANNA M.A. CO COM STK410522106 1,773 156,757 SH SOLE 0 156,757
HANNAFORD BROS CO COM 410550107 8,160 110,643 SH SOLE 0 110,643
HANOVER COMPRESSOR COM 410768105 2,153 37,860 SH SOLE 0 37,860
HANOVER DIRECT INC COM 410783104 95 40,000 SH SOLE 0 40,000
HARBINGER CORP COM 41145C103 2,147 73,725 SH SOLE 0 73,725
HARBOR FL BANCSHARECOM 411901101 253 22,221 SH SOLE 0 22,221
HARCOURT GEN INC COM 41163G101 6,573 176,457 SH SOLE 0 176,457
HARKEN ENERGY CORP COM 412552101 288 287,853 SH SOLE 0 287,853
HARLAND JOHN H CO COM 412693103 1,086 80,431 SH SOLE 0 80,431
HARLEY DAVIDSON INCCOM 412822108 43,847 552,400 SH SOLE 0 552,400
HARLEYSVILLE GROUP COM 412824104 1,257 86,721 SH SOLE 0 86,721
HARLEYSVILLE NATL CCOM 412850109 500 18,427 SH SOLE 0 18,427
HARMAN INTL INDS INCOM 413086109 2,650 44,166 SH SOLE 0 44,166
HARMONIC INC COM 413160102 10,007 120,200 SH SOLE 0 120,200
HARRAHS ENTMT INC COM 413619107 7,592 408,972 SH SOLE 0 408,972
HARRIS CORP DEL COM 413875105 7,134 206,403 SH SOLE 0 206,403
HARSCO CORP COM 415864107 4,122 142,448 SH SOLE 0 142,448
HARTE HANKS INC COM 416196103 4,287 188,966 SH SOLE 0 188,966
HARTFORD FINANCIAL COM 416515104 37,035 702,089 SH SOLE 0 702,089
HARTFORD LIFE INC CL A 416592103 4,223 90,100 SH SOLE 0 90,100
HASBRO INC COM 418056107 23,519 1,425,379 SH SOLE 0 1,425,379
HAWAIIAN ELEC INDS COM 419870100 2,311 72,635 SH SOLE 0 72,635
HAYES LEMMERZ INTL COM 420781106 969 50,659 SH SOLE 0 50,659
HCC INS HLDGS INC 404132102 9,068 684,350 SH SOLE 0 684,350
HEALTH CARE PPTY INCOM 421915109 3,846 151,207 SH SOLE 0 151,207
HEALTH CARE REIT INCOM 42217K106 1,167 83,342 SH SOLE 0 83,342
HEALTH MGMT ASSOC CL A 421933102 27,209 1,909,423 SH SOLE 0 1,909,423
HEALTHAXIS INC COM 42219D100 392 27,300 SH SOLE 0 27,300
HEALTHCARE RLTY TR COM 421946104 1,973 117,780 SH SOLE 0 117,780
HEALTHEON WEBMD CORCOM 422209106 4,618 200,793 SH SOLE 0 200,793
HEALTHSOUTH CORP COM 421924101 6,217 1,117,730 SH SOLE 0 1,117,730
HEARME COM 421903105 745 29,500 SH SOLE 0 29,500
HEARST ARGYLE TELEVCOM 422317107 5,038 215,522 SH SOLE 0 215,522
HEARTLAND EXPRESS INC 422347104 1,568 111,594 SH SOLE 0 111,594
HECLA MNG CO COM 422704106 286 207,874 SH SOLE 0 207,874
HEICO CORP NEW 422806109 121 8,354 SH SOLE 0 8,354
HEIDRICK + STRUGGLECOM 422819102 3,234 80,600 SH SOLE 0 80,600
HEILIG MEYERS CO COM 422893107 708 179,736 SH SOLE 0 179,736
HEINZ H J CO COM 423074103 39,903 1,144,185 SH SOLE 0 1,144,185
HELIX TECHNOLOGY COCOM 423319102 4,627 77,032 SH SOLE 0 77,032
HELLER FINL INC CL A 423328103 556 24,063 SH SOLE 0 24,063
HELMERICH AND PAYNECOM 423452101 744 24,000 SH SOLE 0 24,000
HEMISPHERX BIOPHARMCOM 42366C103 348 32,200 SH SOLE 0 32,200
HENRY JACK + ASSOC INC 426281101 2,430 65,900 SH SOLE 0 65,900
HENRY SCHEIN INC COM STK806407102 537 33,200 SH SOLE 0 33,200
HERBALIFE INTL INC CL A 426908208 374 26,487 SH SOLE 0 26,487
HERCULES INC COM 427056106 22,700 1,407,767 SH SOLE 0 1,407,767
HERSHEY FOODS CORP COM 427866108 18,659 382,744 SH SOLE 0 382,744
HERTZ CORP CL A 428040109 1,799 52,801 SH SOLE 0 52,801
HEWLETT PACKARD CO COM 428236103 383,931 2,896,226 SH SOLE 0 2,896,226
HEXCEL CORP NEW COM 428291108 768 153,552 SH SOLE 0 153,552
HIBERNIA CORP CL A 428656102 11,079 1,055,177 SH SOLE 0 1,055,177
HIGHWOODS PPTYS INCCOM 431284108 3,756 176,772 SH SOLE 0 176,772
HILLENBRAND INDS INCOM 431573104 5,069 149,099 SH SOLE 0 149,099
HILTON HOTELS CORP COM 432848109 7,367 950,541 SH SOLE 0 950,541
HINES HORTICULTURE COM 433245107 19,692 2,520,598 SH SOLE 0 2,520,598
HISPANIC BROADCASTICOM 43357B104 10,510 92,800 SH SOLE 0 92,800
HMT TECHNOLOGY CORPCOM 403917107 220 66,300 SH SOLE 0 66,300
HNC SOFTWARE INC COM 40425P107 17,446 242,100 SH SOLE 0 242,100
HOLLINGER INTERNATICL A 435569108 563 52,400 SH SOLE 0 52,400
HOLLYWOOD ENTMT CORCOM 436141105 578 71,658 SH SOLE 0 71,658
HOME DEPOT INC COM 437076102 472,122 7,319,724 SH SOLE 0 7,319,724
HOME PPTYS N Y INC COM 437306103 1,493 55,800 SH SOLE 0 55,800
HOMEBASE INC COM 43738E108 252 126,067 SH SOLE 0 126,067
HOMEFED CORP COM NEW43739D208 91 142,958 SH SOLE 0 142,958
HOMESTAKE MNG CO COM 437614100 3,975 662,519 SH SOLE 0 662,519
HOMESTEAD VLG PPTYSCOM 437851108 142 44,667 SH SOLE 0 44,667
HOMESTORE COM INC COM 437852106 2,949 60,500 SH SOLE 0 60,500
HON INDS INC COM 438092108 4,937 191,730 SH SOLE 0 191,730
HONEYWELL INTL INC COM 438516106 117,489 2,229,915 SH SOLE 0 2,229,915
HOOPER HOLMES INC COM 439104100 723 21,062 SH SOLE 0 21,062
HORACE MANN EDUCATONEW COM440327104 12,118 657,250 SH SOLE 0 657,250
HORIZON RES CORP COM 440437101 0 1 SH SOLE 0 1
HORMEL FOODS CORP COM 440452100 6,303 383,448 SH SOLE 0 383,448
HOSPITALITY PPTYS TCOM SH 44106M102 2,714 134,034 SH SOLE 0 134,034
HOST MARRIOTT CORP COM 44107P104 5,258 592,424 SH SOLE 0 592,424
HOTJOBS COM LTD COM 441474103 5,095 201,800 SH SOLE 0 201,800
HOUGHTON MIFFLIN COCOM 441560109 5,020 118,290 SH SOLE 0 118,290
HOUSEHOLD INTL INC COM 441815107 61,274 1,642,189 SH SOLE 0 1,642,189
HOUSTON EXPL CO COM 442120101 181 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 3,248 373,896 SH SOLE 0 373,896
HSB GROUP INC COM 40428N109 3,378 116,721 SH SOLE 0 116,721
HUBBELL INC CLB 443510201 6,139 224,240 SH SOLE 0 224,240
HUDSON UTD BANCORP COM 444165104 1,512 69,711 SH SOLE 0 69,711
HUGHES SUPPLY INC COM 444482103 471 30,414 SH SOLE 0 30,414
HUGOTON RTY TR TX UNIT BE444717102 1,018 121,500 SH SOLE 0 121,500
HUMAN GENOME SCIENCCOM 444903108 10,566 127,204 SH SOLE 0 127,204
HUMANA INC COM 444859102 2,949 403,304 SH SOLE 0 403,304
HUNT J B TRANS SVCSCOM 445658107 1,958 143,024 SH SOLE 0 143,024
HUNTINGTON BANCSHARCOM 446150104 14,056 628,215 SH SOLE 0 628,215
HUSSMANN INTL INC COM 448110106 11,640 917,455 SH SOLE 0 917,455
HUTCHINSON TECHNOLOCOM 448407106 1,159 65,736 SH SOLE 0 65,736
HVIDE MARINE INC NEWTS EXP44851M117 0 151 SH SOLE 0 151
HYPERION SOLUTIONS COM 44914M104 3,759 115,649 SH SOLE 0 115,649
I2 TECHNOLOGIES INCCOM 465754109 32,593 266,884 SH SOLE 0 266,884
IBP INC COM STK449223106 3,163 200,826 SH SOLE 0 200,826
ICG COMMUNICATIONS COM 449246107 7,494 207,460 SH SOLE 0 207,460
ICN PHARMACEUTICALSCOM 448924100 7,048 258,658 SH SOLE 0 258,658
ICOS CORP COM 449295104 4,183 115,795 SH SOLE 0 115,795
IDACORP INC COM 451107106 3,956 113,841 SH SOLE 0 113,841
IDEC PHARMACEUTICALCOM 449370105 13,205 134,400 SH SOLE 0 134,400
IDENTIX INC 451906101 872 31,300 SH SOLE 0 31,300
IDEX CORP COM 45167R104 13,016 477,666 SH SOLE 0 477,666
IDEXX LABS INC COM 45168D104 10,240 439,236 SH SOLE 0 439,236
IDT CORP COM 448947101 2,220 53,500 SH SOLE 0 53,500
IDX SYS CORP COM 449491109 452 16,500 SH SOLE 0 16,500
IGATE CAP CORP COM 45169U105 3,432 76,046 SH SOLE 0 76,046
IHOP CORP NEW COM 449623107 920 65,710 SH SOLE 0 65,710
IKON OFFICE SOLUTIOCOM 451713101 2,145 346,717 SH SOLE 0 346,717
ILLINOIS TOOL WKS ICOM 452308109 60,412 1,093,422 SH SOLE 0 1,093,422
IMATION CORP COM 45245A107 2,840 106,435 SH SOLE 0 106,435
IMC GLOBAL INC COM 449669100 10,911 742,860 SH SOLE 0 742,860
IMC MTG CO COM 449923101 3 19,062 SH SOLE 0 19,062
IMCLONE SYS INC COM 45245W109 9,634 125,326 SH SOLE 0 125,326
IMCO RECYCLING INC COM 449681105 527 47,600 SH SOLE 0 47,600
IMMUNEX CORP NEW COM 452528102 71,793 1,131,712 SH SOLE 0 1,131,712
IMPAC MORT HOLDINGSCOM 45254P102 36 10,225 SH SOLE 0 10,225
IMPATH INC COM 45255G101 267 7,264 SH SOLE 0 7,264
IMPERIAL BANCORP COM 452556103 4,101 132,292 SH SOLE 0 132,292
IMPERIAL CR INDS INCOM 452729106 414 91,924 SH SOLE 0 91,924
IMPERIAL SUGAR CO NCOM 453096109 58 32,911 SH SOLE 0 32,911
IMRGLOBAL CORP COM 45321W106 355 24,696 SH SOLE 0 24,696
IMS HEALTH INC COM 449934108 15,103 891,675 SH SOLE 0 891,675
INACOM CORP COM 45323G109 443 161,128 SH SOLE 0 161,128
INCYTE PHARMACUTICACOM 45337C102 5,278 60,358 SH SOLE 0 60,358
INDIANA ENERGY INC COM 454707100 2,026 103,873 SH SOLE 0 103,873
INDY MAC MTG HLDGS COM 456607100 3,152 211,032 SH SOLE 0 211,032
INET TECHNOLOGIES ICOM 45662V105 958 18,100 SH SOLE 0 18,100
INFINITY BROADCASTICL A 45662S102 22,359 690,639 SH SOLE 0 690,639
INFOCURE CORP COM 45665A108 1,314 75,600 SH SOLE 0 75,600
INFORMATICA CORP COM 45666Q102 5,638 73,400 SH SOLE 0 73,400
INFORMATION HLDGS ICOM 456727106 2,787 89,000 SH SOLE 0 89,000
INFORMATION RES INCCOM RTS456905108 919 114,888 SH SOLE 0 114,888
INFORMIX CORP COM 456779107 9,694 572,328 SH SOLE 0 572,328
INFOSPACE INC COM 45678T102 50,350 346,200 SH SOLE 0 346,200
INFOUSA INC NEW COM 456818301 293 32,066 SH SOLE 0 32,066
INGERSOLL RAND CO COM 456866102 22,050 498,301 SH SOLE 0 498,301
INGRAM MICRO INC CL A 457153104 1,791 116,510 SH SOLE 0 116,510
INHALE THERAPEUTIC COM 457191104 2,801 37,600 SH SOLE 0 37,600
INKTOMI CORP COM 457277101 48,263 247,500 SH SOLE 0 247,500
INNKEEPERS USA TR COM 4576J0104 832 102,415 SH SOLE 0 102,415
INNOVATIVE CLINICALCOM 45767E107 8 32,700 SH SOLE 0 32,700
INNOVEX INC COM 457647105 354 36,181 SH SOLE 0 36,181
INPUT/OUTPUT INC COM 457652105 877 143,200 SH SOLE 0 143,200
INSIGHT ENTERPRISESCOM 45765U103 572 15,706 SH SOLE 0 15,706
INSIGNIA FINL GROUPCOM 45767A105 656 46,831 SH SOLE 0 46,831
INSITUFORM TECHNOLOCL A 457667103 627 20,477 SH SOLE 0 20,477
INSPIRE INS SOLUTIOCOM 457732105 65 19,876 SH SOLE 0 19,876
INTEGRATED DEVICE TCOM 458118106 10,392 262,258 SH SOLE 0 262,258
INTEGRATED HEALTH SCOM 45812C106 23 89,835 SH SOLE 0 89,835
INTEL CORP COM 458140100 1,342,984 10,178,939 SH SOLE 0 10,178,939
INTER TEL INC COM 458372109 2,021 75,916 SH SOLE 0 75,916
INTERDIGITAL COMM CCOM 45866A105 4,138 163,899 SH SOLE 0 163,899
INTERFACE INC CL A 458665106 4,644 1,092,742 SH SOLE 0 1,092,742
INTERGRAPH CORP COM 458683109 1,474 166,080 SH SOLE 0 166,080
INTERGRATED ELECTRICOM 45811E103 68 12,923 SH SOLE 0 12,923
INTERIM SVCS INC COM 45868P100 2,672 143,924 SH SOLE 0 143,924
INTERMEDIA COMMUNICCOM 458801107 5,342 110,581 SH SOLE 0 110,581
INTERMET CORP COM 45881K104 779 85,376 SH SOLE 0 85,376
INTERNAP NETWORK SVCOM 45885A102 2,737 59,500 SH SOLE 0 59,500
INTERNATIONAL BUSINCOM 459200101 650,025 5,508,683 SH SOLE 0 5,508,683
INTERNATIONAL FIBERCOM 45950T101 1,119 47,100 SH SOLE 0 47,100
INTERNATIONAL FLAVOCOM 459506101 11,033 314,665 SH SOLE 0 314,665
INTERNATIONAL GAME COM 459902102 25,457 1,173,801 SH SOLE 0 1,173,801
INTERNATIONAL HOME COM 459655106 662 41,362 SH SOLE 0 41,362
INTERNATIONAL MULTICOM 460043102 963 72,024 SH SOLE 0 72,024
INTERNATIONAL PAPERCOM 460146103 58,472 1,367,755 SH SOLE 0 1,367,755
INTERNATIONAL RECTICOM 460254105 5,989 157,084 SH SOLE 0 157,084
INTERNATIONAL SPECINEW COM460337108 217 33,638 SH SOLE 0 33,638
INTERNATIONAL SPEEDCLA REC460335201 351 7,805 SH SOLE 0 7,805
INTERPOOL INC COM 46062R108 168 25,541 SH SOLE 0 25,541
INTERPUBLIC GROUP CCOM 460690100 37,286 789,120 SH SOLE 0 789,120
INTERSIL HLDG CORP CL A 46069S109 2,207 42,700 SH SOLE 0 42,700
INTERSTATE BAKERIESDEL NEW46072H108 1,859 130,467 SH SOLE 0 130,467
INTERSTATE HOTRLS MCOM 46088R108 0 2 SH SOLE 0 2
INTERTAN INC COM 461120107 299 21,750 SH SOLE 0 21,750
INTERVU INC COM 46114R106 4,752 52,800 SH SOLE 0 52,800
INTERWEST BANCORP ICOM 460931108 274 19,896 SH SOLE 0 19,896
INTERWOVEN INC 46114T102 6,837 62,300 SH SOLE 0 62,300
INTIMATE BRANDS INCCL A 461156101 9,952 242,720 SH SOLE 0 242,720
INTRAWARE INC COM 46118M103 1,215 29,400 SH SOLE 0 29,400
INTUIT COM 461202103 27,664 508,765 SH SOLE 0 508,765
INVACARE CORP COM 461203101 2,630 95,868 SH SOLE 0 95,868
INVESTMENT TECHNOLOCOM 46145F105 5,051 143,297 SH SOLE 0 143,297
INVESTORS FINL SERVCOM 461915100 2,721 46,218 SH SOLE 0 46,218
IOMEGA CORP 462030107 3,003 787,796 SH SOLE 0 787,796
IONICS INC COM 462218108 1,433 56,054 SH SOLE 0 56,054
IPALCO ENTERPRISES COM 462613100 7,197 369,065 SH SOLE 0 369,065
IPC INFORMATION INCCOM NEW44980K206 2,822 13,700 SH SOLE 0 13,700
IPRINT COM INC COM 462628108 2,162 112,300 SH SOLE 0 112,300
IRON MTN INC PA COM 462846106 644 18,900 SH SOLE 0 18,900
IRT PPTY CO COM 450058102 722 90,259 SH SOLE 0 90,259
IRWIN FINL CORP COM 464119106 399 26,600 SH SOLE 0 26,600
ISIS PHARMACEUTICALS 464330109 1,139 81,000 SH SOLE 0 81,000
ISS GROUP INC OC COM 450306105 5,650 48,500 SH SOLE 0 48,500
ITC DELTACOM COM 45031T104 3,195 89,675 SH SOLE 0 89,675
ITEQ INC COM 450430103 34 28,280 SH SOLE 0 28,280
ITI TECHNOLOGIES INCOM 450564109 249 8,360 SH SOLE 0 8,360
ITT EDL SVCS INC COM 45068B109 124 7,750 SH SOLE 0 7,750
ITT INDS INC COM 450911102 8,245 265,446 SH SOLE 0 265,446
ITURF INC COM 46575Q100 153 14,700 SH SOLE 0 14,700
IVAX CORP 465823102 14,016 514,339 SH SOLE 0 514,339
IWERKS ENTMT INC COM NEW465916203 0 17 SH SOLE 0 17
JABIL CIRCUIT INC COM 466313103 4,360 100,820 SH SOLE 0 100,820
JACK IN THE BOX INCCOM 466367109 2,427 113,858 SH SOLE 0 113,858
JACOBS ENGR GROUP ICOM 469814107 2,708 83,972 SH SOLE 0 83,972
JDA SOFTWARE GROUP COM 46612K108 993 67,885 SH SOLE 0 67,885
JDN RLTY CORP COM 465917102 1,016 97,950 SH SOLE 0 97,950
JDS UNIPHASE CORP COM 46612J101 218,812 1,814,928 SH SOLE 0 1,814,928
JEFFERSON PILOT CORCOM 475070108 18,975 285,066 SH SOLE 0 285,066
JEFFRIES GROUP INC COM 472319102 3,125 136,596 SH SOLE 0 136,596
JLG INDS INC COM 466210101 1,440 157,780 SH SOLE 0 157,780
JO ANN STORES INC CL A 47758P109 359 42,908 SH SOLE 0 42,908
JOHN NUVEEN CO CL A 478035108 917 23,977 SH SOLE 0 23,977
JOHNS MANVILLE CORPCOM 478129109 1,977 179,685 SH SOLE 0 179,685
JOHNSON + JOHNSON COM 478160104 308,151 4,398,224 SH SOLE 0 4,398,224
JOHNSON CTLS INC COM 478366107 26,674 493,397 SH SOLE 0 493,397
JONES APPAREL GROUPCOM 480074103 12,565 394,200 SH SOLE 0 394,200
JONES PHARMA INC COM 480236108 4,743 156,150 SH SOLE 0 156,150
JOSTENS INC COM 481088102 2,493 102,273 SH SOLE 0 102,273
JOURNAL REGISTER COCOM 481138105 44 3,000 SH SOLE 0 3,000
JP RLTY INC COM 46624A106 665 37,323 SH SOLE 0 37,323
JUNIPER NETWORKS INCOM 48203R104 39,122 148,436 SH SOLE 0 148,436
JUNO LTG INC COM NEW482047206 53 5,553 SH SOLE 0 5,553
JUNO ONLINE SVCS INCOM 482048105 348 22,100 SH SOLE 0 22,100
JUST FOR FEET INC COM 48213P106 4 71,575 SH SOLE 0 71,575
JUSTIN INDS INC COM 482171105 1,890 105,007 SH SOLE 0 105,007
K MART CORP COM 482584109 12,713 1,312,359 SH SOLE 0 1,312,359
KAISER ALUM CORP COM 483007100 197 43,840 SH SOLE 0 43,840
KAMAN CORP CL A 483548103 769 78,888 SH SOLE 0 78,888
KANA COMMUNICATIONSCOM 483600102 1,550 22,800 SH SOLE 0 22,800
KANSAS CITY LIFE INCOM 484836101 1,251 51,850 SH SOLE 0 51,850
KANSAS CITY PWR + LCOM 485134100 5,318 183,380 SH SOLE 0 183,380
KANSAS CITY SOUTHN COM 485170104 49,075 571,053 SH SOLE 0 571,053
KAUFMAN + BROAD HOMCOM 486168107 2,573 120,003 SH SOLE 0 120,003
KAYDON CORP COM 486587108 3,664 134,156 SH SOLE 0 134,156
KCS ENERGY INC COM NEW482434206 119 86,412 SH SOLE 0 86,412
KEANE INC COM 486665102 5,273 208,848 SH SOLE 0 208,848
KEEBLER FOODS CO COM 487256109 1,507 52,516 SH SOLE 0 52,516
KELLOGG CO COM 487836108 28,853 1,125,988 SH SOLE 0 1,125,988
KELLWOOD CO COM 488044108 1,614 91,913 SH SOLE 0 91,913
KELLY SVCS INC CL A 488152208 2,521 105,319 SH SOLE 0 105,319
KEMET CORP COM 488360108 11,309 178,796 SH SOLE 0 178,796
KENNAMETAL INC COM 489170100 2,670 88,824 SH SOLE 0 88,824
KENT ELECTRS CORP COM 490553104 2,265 77,592 SH SOLE 0 77,592
KERR MCGEE CORP COM 492386107 24,456 423,483 SH SOLE 0 423,483
KEY ENERGY SVCS INCCOM 492914106 201 17,300 SH SOLE 0 17,300
KEYCORP NEW COM 493267108 22,978 1,209,371 SH SOLE 0 1,209,371
KEYNOTE SYS INC COM 493308100 4,458 43,600 SH SOLE 0 43,600
KEYSPAN CORP COM 49337W100 12,299 445,226 SH SOLE 0 445,226
KEYSTONE FINL INC COM 493482103 1,934 105,277 SH SOLE 0 105,277
KILROY RLTY CORP COM 49427F108 1,712 81,300 SH SOLE 0 81,300
KIMBALL INTL INC CL B 494274103 1,014 92,160 SH SOLE 0 92,160
KIMBERLY CLARK CORPCOM 494368103 100,477 1,794,227 SH SOLE 0 1,794,227
KIMCO REALTY DEPOSIT49446R877 11 472 SH SOLE 0 472
KIMCO RLTY CORP 49446R109 5,066 135,085 SH SOLE 0 135,085
KINDER MORGAN INC KCOM 49455P101 20,367 590,340 SH SOLE 0 590,340
KIRBY CORP COM 497266106 2,232 113,018 SH SOLE 0 113,018
KLA TENCOR CORP COM 482480100 52,433 622,346 SH SOLE 0 622,346
KNIGHT RIDDER INC COM 499040103 18,670 366,534 SH SOLE 0 366,534
KNIGHT TRANSN INC COM 499064103 144 8,250 SH SOLE 0 8,250
KNIGHT TRIMARK GROUCL A 499068104 12,459 244,300 SH SOLE 0 244,300
KOGER EQUITY INC COM 500228101 1,339 77,600 SH SOLE 0 77,600
KOHLS CORP COM 500255104 60,876 593,916 SH SOLE 0 593,916
KOMAG INC COM 500453105 631 166,198 SH SOLE 0 166,198
KONOVER PPTY TR INCCOM 50047R100 35 6,300 SH SOLE 0 6,300
KOPIN CORP COM 500600101 3,774 54,900 SH SOLE 0 54,900
KORN / FERRY INTL COM NEW500643200 1,059 35,600 SH SOLE 0 35,600
KROGER CO COM 501044101 40,693 2,317,025 SH SOLE 0 2,317,025
KRONOS INC COM 501052104 1,235 41,676 SH SOLE 0 41,676
KULICKE + SOFFA INDCOM 501242101 7,370 115,044 SH SOLE 0 115,044
LA Z BOY INC COM 505336107 3,140 204,226 SH SOLE 0 204,226
LABOR READY INC COM NEW505401208 652 65,978 SH SOLE 0 65,978
LABORATORY CORP AMECOM 50540R102 1,031 239,042 SH SOLE 0 239,042
LACLEDE GAS CO COM 505588103 1,387 69,360 SH SOLE 0 69,360
LAFARGE CORP COM 505862102 10,168 428,129 SH SOLE 0 428,129
LAKEHEAD PIPELINE PPREF UN511557100 1,578 45,400 SH SOLE 0 45,400
LAM RESH CORP COM 512807108 20,273 449,889 SH SOLE 0 449,889
LAMAR ADVERTISING CCL A 512815101 1,955 42,968 SH SOLE 0 42,968
LANCASTER COLONY COCOM RTS513847103 4,759 155,701 SH SOLE 0 155,701
LANCE INC COM 514606102 766 72,126 SH SOLE 0 72,126
LANDAMERICA FINL GRCOM 514936103 415 21,424 SH SOLE 0 21,424
LANDAUER INC COM 51476K103 670 36,693 SH SOLE 0 36,693
LANDRYS SEAFOOD RESCOM 51508L103 261 40,938 SH SOLE 0 40,938
LANDS END INC COM 515086106 7,290 118,535 SH SOLE 0 118,535
LANDSTAR SYS INC COM 515098101 3,013 55,027 SH SOLE 0 55,027
LANIER WORLDWIDE INCOM 51589L105 425 206,303 SH SOLE 0 206,303
LANTE CORP COM 516540101 273 9,000 SH SOLE 0 9,000
LASALLE HOTEL PPTYSCOM SH 517942108 414 33,141 SH SOLE 0 33,141
LASER VISION CTRS INC 51807H100 354 51,000 SH SOLE 0 51,000
LASERSIGHT INC COM 517924106 595 90,600 SH SOLE 0 90,600
LASON HLDGS INC COM 51808R107 102 15,437 SH SOLE 0 15,437
LATITUDE COMMUNICATCOM 518292107 299 11,400 SH SOLE 0 11,400
LATTICE SEMICONDUCTOR CORP518415104 9,725 143,672 SH SOLE 0 143,672
LAUDER ESTEE COS INCL A 518439104 13,886 277,370 SH SOLE 0 277,370
LAUNCH MEDIA INC COM 518567102 434 27,800 SH SOLE 0 27,800
LAWSON PRODS INC COM 520776105 1,449 60,849 SH SOLE 0 60,849
LCA VISION INC COM NEW501803209 414 81,300 SH SOLE 0 81,300
LEAP WIRELESS INTL COM 521863100 4,509 45,686 SH SOLE 0 45,686
LEAR CORP COM 521865105 15,896 565,207 SH SOLE 0 565,207
LEARN2 COM INC COM 522002104 423 102,500 SH SOLE 0 102,500
LEARNING TREE INTL COM 522015106 863 24,300 SH SOLE 0 24,300
LEE ENTERPRISES INCCOM 523768109 19,111 731,540 SH SOLE 0 731,540
LEGATO SYSTEMS INC COM 524651106 23,352 523,300 SH SOLE 0 523,300
LEGG MASON INC COM 524901105 5,859 135,460 SH SOLE 0 135,460
LEGGETT + PLATT INCCOM 524660107 22,621 1,052,146 SH SOLE 0 1,052,146
LEHMAN BROTHERS HLDCOM 524908100 36,875 380,154 SH SOLE 0 380,154
LENNAR CORP COM 526057104 2,740 126,328 SH SOLE 0 126,328
LENNOX INTL INC COM 526107107 60 6,834 SH SOLE 0 6,834
LEUCADIA NATL CORP COM 527288104 4,285 180,432 SH SOLE 0 180,432
LEVEL 3 COMMUNICATICOM 52729N100 92,269 872,521 SH SOLE 0 872,521
LEXINGTON CORPORATECOM 529043101 376 36,437 SH SOLE 0 36,437
LEXMARK INTL GROUP CL A 529771107 60,884 575,739 SH SOLE 0 575,739
LG + E ENERGY CORP COM 501917108 7,546 329,887 SH SOLE 0 329,887
LHS GROUP INC COM 501938104 1,377 30,600 SH SOLE 0 30,600
LIBBEY INC COM 529898108 9,447 345,102 SH SOLE 0 345,102
LIBERATE TECHNOLOGICOM 530129105 2,378 37,900 SH SOLE 0 37,900
LIBERTY CORP S C COM 530370105 5,017 133,784 SH SOLE 0 133,784
LIBERTY DIGITAL INCCL A 530436104 4,458 115,800 SH SOLE 0 115,800
LIBERTY FINL COS INCOM 530512102 318 16,048 SH SOLE 0 16,048
LIBERTY PROPERTY SH BEN 531172104 4,429 185,027 SH SOLE 0 185,027
LIFEPOINT HOSPS INCCOM 53219L109 1,632 98,163 SH SOLE 0 98,163
LIGAND PHARMACEUTICCL B 53220K207 1,603 90,321 SH SOLE 0 90,321
LILLY ELI + CO COM 532457108 196,403 3,117,509 SH SOLE 0 3,117,509
LILLY INDL INC CL A 532491107 1,269 102,560 SH SOLE 0 102,560
LIMITED INC COM 532716107 29,300 695,553 SH SOLE 0 695,553
LINCARE HLDGS INC COM 532791100 5,132 180,850 SH SOLE 0 180,850
LINCOLN ELEC HLDGS COM 533900106 1,161 48,000 SH SOLE 0 48,000
LINCOLN NATL CORP ICOM 534187109 24,030 717,322 SH SOLE 0 717,322
LINDSAY MFG CO COM 535555106 1,037 60,552 SH SOLE 0 60,552
LINEAR TECHNOLOGY CCOM 535678106 64,210 1,167,449 SH SOLE 0 1,167,449
LINENS N THINGS INCCOM 535679104 5,145 150,212 SH SOLE 0 150,212
LIPOSOME INC COM 536310105 2,145 122,775 SH SOLE 0 122,775
LITTELFUSE INC COM 537008104 15,109 411,842 SH SOLE 0 411,842
LITTON INDS INC COM 538021106 5,896 133,423 SH SOLE 0 133,423
LIZ CLAIBORNE INC COM 539320101 9,810 214,144 SH SOLE 0 214,144
LNR PPTY CORP COM 501940100 2,051 107,596 SH SOLE 0 107,596
LOCKHEED MARTIN CORCOM 539830109 21,523 1,053,134 SH SOLE 0 1,053,134
LODGIAN INC COM 54021P106 96 25,662 SH SOLE 0 25,662
LOEWS CORP COM 540424108 14,060 281,200 SH SOLE 0 281,200
LONE STAR STEAKHOUSCOM 542307103 1,165 114,367 SH SOLE 0 114,367
LONE STAR TECHNOLOGCOM 542312103 4,020 86,229 SH SOLE 0 86,229
LONGS DRUG STORES CCOM 543162101 12,724 559,277 SH SOLE 0 559,277
LONGVIEW FIBRE CO WCOM 543213102 2,602 176,428 SH SOLE 0 176,428
LOUIS DREYFUS NAT GCOM 546011107 575 16,921 SH SOLE 0 16,921
LOUISIANA PAC CORP COM 546347105 4,571 329,466 SH SOLE 0 329,466
LOWES COS INC USD0.50548661107 63,887 1,094,425 SH SOLE 0 1,094,425
LSI LOGIC CORP COM 502161102 77,556 1,067,894 SH SOLE 0 1,067,894
LTC HEALTHCARE INC COM 50217R104 6 5,340 SH SOLE 0 5,340
LTC PROPERTIES 502175102 426 79,300 SH SOLE 0 79,300
LTV CORP NEW COM 501921100 1,383 388,131 SH SOLE 0 388,131
LTX CORP COM 502392103 5,364 118,700 SH SOLE 0 118,700
LUBRIZOL CORP COM 549271104 4,515 156,709 SH SOLE 0 156,709
LUBYS CAFETERIAS INCOM 549282101 664 70,331 SH SOLE 0 70,331
LUCENT TECHNOLOGIESCOM 549463107 576,741 9,493,677 SH SOLE 0 9,493,677
LYCOS INC COM 550818108 20,274 288,600 SH SOLE 0 288,600
LYDALL INC COM 550819106 543 62,014 SH SOLE 0 62,014
LYONDELL CHEMICAL CCOM 552078107 2,774 188,083 SH SOLE 0 188,083
M + T BK CORP COM 55261F104 10,253 22,964 SH SOLE 0 22,964
M S CARRIERS INC COM 553533100 1,031 43,884 SH SOLE 0 43,884
MACDERMID INC COM 554273102 1,473 55,600 SH SOLE 0 55,600
MACERICH CO REIT 554382101 1,873 90,796 SH SOLE 0 90,796
MACK CA RLTY CORP COM 554489104 4,300 168,643 SH SOLE 0 168,643
MACROMEDIA INC COM 556100105 21,405 237,008 SH SOLE 0 237,008
MACROVISION CORP COM 555904101 19,568 227,200 SH SOLE 0 227,200
MADISON GAS + ELEC COM 557497104 1,186 66,354 SH SOLE 0 66,354
MAF BANCORP INC COM 55261R108 1,310 80,916 SH SOLE 0 80,916
MAGELLAN HEALTH SVCCOM 559079108 424 88,030 SH SOLE 0 88,030
MAGNETEK INC COM 559424106 617 67,660 SH SOLE 0 67,660
MAIL WELL HLDGS INCCOM 560321200 624 71,844 SH SOLE 0 71,844
MALLINCKRODT INC NECOM 561232109 6,103 212,273 SH SOLE 0 212,273
MANDALAY RESORT GROCOM 562567107 6,007 355,952 SH SOLE 0 355,952
MANITOWOC INC COM 563571108 4,068 150,322 SH SOLE 0 150,322
MANOR CARE INC NEW COM 564055101 8,164 604,777 SH SOLE 0 604,777
MANPOWER INC WIS COM 56418H100 8,754 246,600 SH SOLE 0 246,600
MANUFACTURED HOME CCOM 564682102 1,469 63,541 SH SOLE 0 63,541
MANUGISTICS GROUP ICOM 565011103 3,029 59,391 SH SOLE 0 59,391
MAPICS INC COM 564910107 1,275 80,000 SH SOLE 0 80,000
MAPQUEST COM INC COM 565644101 320 15,400 SH SOLE 0 15,400
MARCHFIRST INC COM 566244109 10,923 306,076 SH SOLE 0 306,076
MARCUS CORP COM 566330106 995 76,878 SH SOLE 0 76,878
MARIMBA INC COM 56781Q109 1,703 38,600 SH SOLE 0 38,600
MARINE DRILLING COSCOM PAR568240204 4,519 164,714 SH SOLE 0 164,714
MARINER POST ACUTE COM 568459101 24 157,548 SH SOLE 0 157,548
MARK IV INDS INC COM 570387100 4,411 199,913 SH SOLE 0 199,913
MARKEL CORP COM 570535104 2,557 17,577 SH SOLE 0 17,577
MARKETING SVCS GROUCOM 570907105 646 36,400 SH SOLE 0 36,400
MARRIOTT INTL INC NCL A 571903202 21,167 671,966 SH SOLE 0 671,966
MARSH + MCLENNAN COCOM 571748102 98,529 893,178 SH SOLE 0 893,178
MARSHALL + ILSLEY CCOM 571834100 17,139 296,782 SH SOLE 0 296,782
MARTIN MARIETTA MATCOM 573284106 5,709 120,188 SH SOLE 0 120,188
MARVAL ENTERPRISES COM 57383M108 208 35,100 SH SOLE 0 35,100
MASCO CORP COM 574599106 34,608 1,688,185 SH SOLE 0 1,688,185
MASCOTECH INC COM 574670105 1,570 133,647 SH SOLE 0 133,647
MASTEC INC COM 576323109 7,658 86,043 SH SOLE 0 86,043
MATHEWS INTL CORP CL A 577128101 1,095 48,400 SH SOLE 0 48,400
MATTEL INC COM 577081102 11,450 1,096,959 SH SOLE 0 1,096,959
MAVERICK TUBE CORP COM 577914104 970 29,900 SH SOLE 0 29,900
MAXIM INTEGRATED PRCOM 57772K101 94,386 1,328,212 SH SOLE 0 1,328,212
MAY DEPT STORES CO COM 577778103 27,243 955,905 SH SOLE 0 955,905
MAYTAG CORP COM 578592107 8,862 267,522 SH SOLE 0 267,522
MBIA INC COM 55262C100 30,539 586,584 SH SOLE 0 586,584
MBNA CORP COM 55262L100 64,759 2,539,588 SH SOLE 0 2,539,588
MCAFEE COM CORP CL A 579062100 6,905 133,600 SH SOLE 0 133,600
MCCLATCHY CO CL A 579489105 5,170 157,850 SH SOLE 0 157,850
MCCORMICK + CO INC COM NON579780206 18,188 563,981 SH SOLE 0 563,981
MCDERMOTT INTL INC COM 580037109 1,560 169,849 SH SOLE 0 169,849
MCDONALDS CORP COM 580135101 142,688 3,798,672 SH SOLE 0 3,798,672
MCGRATH RENTCORP COM 580589109 1,164 73,320 SH SOLE 0 73,320
MCGRAW HILL COS INCCOM 580645109 38,109 837,564 SH SOLE 0 837,564
MCI WORLDCOM INC COM 55268B106 402,783 8,889,007 SH SOLE 0 8,889,007
MCKESSON HBOC INC COM 58155Q103 15,223 724,891 SH SOLE 0 724,891
MCLEODUSA INC COM 582266102 46,010 542,494 SH SOLE 0 542,494
MCN ENERGY GROUP INCOM 55267J100 5,094 203,774 SH SOLE 0 203,774
MDU RES GROUP INC COM 552690109 3,239 156,115 SH SOLE 0 156,115
MEAD CORP COM 582834107 11,058 316,521 SH SOLE 0 316,521
MECHANICAL TECHNOLOCOM 583538103 582 8,200 SH SOLE 0 8,200
MEDALLION FINL CORPCOM 583928106 513 30,488 SH SOLE 0 30,488
MEDAREX INC COM 583916101 2,703 53,800 SH SOLE 0 53,800
MEDIA GEN INC CL A 584404107 4,330 82,665 SH SOLE 0 82,665
MEDIA METRIX INC OC COM 58440X103 399 9,500 SH SOLE 0 9,500
MEDIACOM COMMUNICATCL A 58446K105 1,692 121,400 SH SOLE 0 121,400
MEDIAONE GROUP INC COM 58440J104 145,572 1,797,185 SH SOLE 0 1,797,185
MEDICAL ASSURN INC COM 58449U100 1,954 102,484 SH SOLE 0 102,484
MEDICAL MANAGER CORCOM 58461U103 4,313 122,997 SH SOLE 0 122,997
MEDICIS PHARMACEUTICL A NE584690309 2,527 63,180 SH SOLE 0 63,180
MEDICONSULT COM INCCOM 58469J100 133 46,300 SH SOLE 0 46,300
MEDIMMUNE INC 584699102 36,098 207,311 SH SOLE 0 207,311
MEDITRUST PAIRED 58501T306 655 361,108 SH SOLE 0 361,108
MEDQUIST INC COM 584949101 1,982 72,900 SH SOLE 0 72,900
MEDTRONIC INC COM 585055106 171,786 3,339,710 SH SOLE 0 3,339,710
MELLON FINL CORP COM 58551A108 47,379 1,606,052 SH SOLE 0 1,606,052
MEMBERWORKS INC COM 586002107 554 13,800 SH SOLE 0 13,800
MEMC ELECTR MATLS ICOM 552715104 2,262 112,400 SH SOLE 0 112,400
MENS WEARHOUSE INC 587118100 1,380 46,566 SH SOLE 0 46,566
MENTOR CORP MINN COM 587188103 2,464 91,246 SH SOLE 0 91,246
MENTOR GRAPHICS CORCOM 587200106 3,827 253,057 SH SOLE 0 253,057
MERCANTILE BANKSHARCOM 587405101 5,162 168,902 SH SOLE 0 168,902
MERCATOR SOFTWARE INC 587587106 1,113 13,400 SH SOLE 0 13,400
MERCK + CO INC COM 589331107 437,444 7,041,348 SH SOLE 0 7,041,348
MERCURY GEN CORP NECOM 589400100 4,475 151,693 SH SOLE 0 151,693
MERCURY INTERACTIVECOM 589405109 34,675 437,544 SH SOLE 0 437,544
MEREDITH CORP COM 589433101 5,023 181,435 SH SOLE 0 181,435
MERIDIAN RESOURCE CCOM 58977Q109 386 99,555 SH SOLE 0 99,555
MERISTAR HOSPITALITCOM 58984Y103 2,416 138,571 SH SOLE 0 138,571
MERITOR AUTOMOTIVE COM 59000G100 3,408 215,539 SH SOLE 0 215,539
MERRILL LYNCH + CO COM 590188108 108,849 1,036,654 SH SOLE 0 1,036,654
MERRY GO ROUND ENTECOM RTS590436101 0 3,700 SH SOLE 0 3,700
MESABA HLDGS INC AIRTRAN59066B102 437 38,250 SH SOLE 0 38,250
MESSAGEMEDIA INC COM 590787107 2,621 206,600 SH SOLE 0 206,600
METAL MGMT INC COM 591097100 82 36,894 SH SOLE 0 36,894
METALS USA INC COM 591324108 172 25,897 SH SOLE 0 25,897
METAMOR WORLDWIDE ICOM 59133P100 1,921 67,850 SH SOLE 0 67,850
METHODE ELECTRS INCCL A 591520200 6,222 123,213 SH SOLE 0 123,213
METRICOM INC COM 591596101 3,395 73,200 SH SOLE 0 73,200
METRIS COS INC COM 591598107 3,027 77,861 SH SOLE 0 77,861
METRO GOLDWYN MAYERCOM 591610100 6,040 237,464 SH SOLE 0 237,464
METRO INFORMATION SCOM 59162P104 190 13,196 SH SOLE 0 13,196
METROMEDIA FIBER NECL A 591689104 41,684 430,846 SH SOLE 0 430,846
METROMEDIA INTER. GCOM 591695101 722 128,398 SH SOLE 0 128,398
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MGI PPTYS COM 552885105 239 46,168 SH SOLE 0 46,168
MGIC INVT CORP WIS COM 552848103 16,787 384,809 SH SOLE 0 384,809
MGM GRAND INC COM 552953101 3,049 127,038 SH SOLE 0 127,038
MICHAEL FOODS INC NCOM 594079105 1,391 66,254 SH SOLE 0 66,254
MICHAELS STORES INCCOM 594087108 2,048 50,253 SH SOLE 0 50,253
MICREL INC COM 594793101 11,203 116,696 SH SOLE 0 116,696
MICROCHIP TECHNOLOGCOM 595017104 22,738 345,829 SH SOLE 0 345,829
MICROMUSE INC COM 595094103 24,533 176,734 SH SOLE 0 176,734
MICRON ELECTRONICS COM 595100108 829 59,200 SH SOLE 0 59,200
MICRON TECHNOLOGY ICOM 595112103 94,730 751,825 SH SOLE 0 751,825
MICROS SYS INC COM 594901100 3,260 51,800 SH SOLE 0 51,800
MICROSOFT CORP COM 594918104 1,672,524 15,741,406 SH SOLE 0 15,741,406
MICROSTRATEGY INC CL A 594972101 18,292 210,100 SH SOLE 0 210,100
MID AMER APT CMNTYSCOM 59522J103 1,240 55,133 SH SOLE 0 55,133
MID AMER BANCORP COM 595915109 314 12,063 SH SOLE 0 12,063
MID ATLANTIC MED SVCS INC 59523C107 1,442 155,860 SH SOLE 0 155,860
MID STATE BANCSHARECOM 595440108 225 9,000 SH SOLE 0 9,000
MIDAS INC COM 595626102 1,208 50,317 SH SOLE 0 50,317
MIDWAY GAMES INC COM 598148104 1,230 92,857 SH SOLE 0 92,857
MIDWEST BANC HLDGS COM 598251106 27 2,000 SH SOLE 0 2,000
MIDWEST EXPRESS HLDCOM 597911106 969 37,800 SH SOLE 0 37,800
MIKASA INC COM 59862T109 135 18,100 SH SOLE 0 18,100
MILACRON INC COM 598709103 1,054 72,986 SH SOLE 0 72,986
MILLENNIUM CHEMICALCOM 599903101 3,421 171,069 SH SOLE 0 171,069
MILLENNIUM PHARMACECOM 599902103 9,602 73,931 SH SOLE 0 73,931
MILLER HERMAN INC COM 600544100 27,157 969,905 SH SOLE 0 969,905
MILLER INDS INC TENCOM 600551105 356 93,350 SH SOLE 0 93,350
MILLIPORE CORP COM 601073109 6,592 116,808 SH SOLE 0 116,808
MILLS CORP COM 601148109 941 52,275 SH SOLE 0 52,275
MINE SAFETY APPLIANCOM 602720104 509 7,356 SH SOLE 0 7,356
MINERALS TECHNOLOGICOM 603158106 2,417 54,244 SH SOLE 0 54,244
MINIMED INC COM 60365K108 6,074 46,900 SH SOLE 0 46,900
MINNESOTA MNG + MFGCOM 604059105 114,314 1,290,775 SH SOLE 0 1,290,775
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MIRAGE RESORTS INC COM 60462E104 9,972 514,704 SH SOLE 0 514,704
MISSION CRITICAL SOCOM 605047109 7,965 130,310 SH SOLE 0 130,310
MISSISSIPPI CHEM COCOM NEW605288208 437 64,095 SH SOLE 0 64,095
MISSISSIPPI VY BANKCOM 605720101 506 21,200 SH SOLE 0 21,200
MITCHELL ENERGY + DCL A 606592202 2,196 100,407 SH SOLE 0 100,407
MMC NETWORKS INC COM 55308N102 2,097 63,547 SH SOLE 0 63,547
MMI COS INC COM 553087107 247 24,990 SH SOLE 0 24,990
MODINE MFG CO 607828100 2,051 81,631 SH SOLE 0 81,631
MODIS PROFESSIONAL COM 607830106 3,891 314,426 SH SOLE 0 314,426
MOHAWK INDS INC COM 608190104 2,087 93,282 SH SOLE 0 93,282
MOLEX INC COM 608554101 30,710 522,715 SH SOLE 0 522,715
MONDAVI ROBERT CORPCOM CL 609200100 711 20,400 SH SOLE 0 20,400
MONTANA PWR CO COM 612085100 21,700 339,060 SH SOLE 0 339,060
MORGAN J P + CO INCCOM 616880100 73,387 557,018 SH SOLE 0 557,018
MORGAN KEEGAN INC COM 617410105 3,078 175,878 SH SOLE 0 175,878
MORGAN STANLEY DEANCOM NEW617446448 277,575 3,403,222 SH SOLE 0 3,403,222
MORRISON KNUDSEN COCOM 61844A109 422 57,171 SH SOLE 0 57,171
MOTOROLA INC COM 620076109 301,546 2,117,972 SH SOLE 0 2,117,972
MOVADO GROUP INC COM 624580106 745 74,000 SH SOLE 0 74,000
MRV COMMUNICATIONS COM 553477100 5,351 58,400 SH SOLE 0 58,400
MSC INDL DIRECT INCCL A 553530106 2,445 135,806 SH SOLE 0 135,806
MTI TECHNOLOGY CORPCOM 553903105 1,834 69,518 SH SOLE 0 69,518
MTS SYS CORP COM 553777103 536 70,256 SH SOLE 0 70,256
MUELLER INDS INC 624756102 2,553 84,056 SH SOLE 0 84,056
MURPHY OIL CORP COM 626717102 8,493 147,376 SH SOLE 0 147,376
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MYERS IND INC COM 628464109 962 80,180 SH SOLE 0 80,180
MYLAN LABS INC COM 628530107 12,901 469,126 SH SOLE 0 469,126
MYPOINTS COM INC COM 62855T102 2,003 74,700 SH SOLE 0 74,700
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NABISCO HLDGS CORP CL A 629526104 3,130 97,249 SH SOLE 0 97,249
NABORS INDUSTRIES ICOM 629568106 26,668 687,108 SH SOLE 0 687,108
NACCO INDS INC CL A 629579103 1,052 21,953 SH SOLE 0 21,953
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NATIONAL CITY CORP COM 635405103 35,848 1,738,090 SH SOLE 0 1,738,090
NATIONAL COMM BANCOCOM 635449101 4,634 250,513 SH SOLE 0 250,513
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NATIONAL DATA CORP COM 635621105 2,381 91,570 SH SOLE 0 91,570
NATIONAL DISC BROKECOM 635646102 499 10,100 SH SOLE 0 10,100
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NATIONAL GOLF PPTYSCOM 63623G109 768 36,461 SH SOLE 0 36,461
NATIONAL HEALTH INVCOM 63633D104 836 70,007 SH SOLE 0 70,007
NATIONAL INSTRS CORCOM 636518102 1,619 34,500 SH SOLE 0 34,500
NATIONAL OILWELL INCOM 637071101 2,776 89,922 SH SOLE 0 89,922
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NATIONAL PRESTO INDCOM 637215104 933 28,609 SH SOLE 0 28,609
NATIONAL PROCESSINGCOM 637229105 77 8,058 SH SOLE 0 8,058
NATIONAL SEMICONDUCCOM 637640103 30,088 496,291 SH SOLE 0 496,291
NATIONAL STEEL CORPCL B 637844309 511 69,238 SH SOLE 0 69,238
NATIONAL SVC INDS INC 637657107 3,602 171,022 SH SOLE 0 171,022
NATIONAL WESTN LIFECL A 638522102 632 7,800 SH SOLE 0 7,800
NATIONWIDE FINL SVCCL A 638612101 860 29,400 SH SOLE 0 29,400
NATIONWIDE HEALTH PCOM 638620104 1,392 133,338 SH SOLE 0 133,338
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NATURES SUNSHINE PRCOM 639027101 524 65,526 SH SOLE 0 65,526
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NAVIGANT CONSULTINGCOM 63935N107 111 10,105 SH SOLE 0 10,105
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NBC INTERNET INC CL A 62873D105 826 19,200 SH SOLE 0 19,200
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NBTY INC COM 628782104 2,604 190,280 SH SOLE 0 190,280
NCH CORP COM 628850109 1,446 31,910 SH SOLE 0 31,910
NCI BLDG SYS INC COM 628852105 786 41,800 SH SOLE 0 41,800
NCR CORP NEW COM 62886E108 11,393 283,931 SH SOLE 0 283,931
NCS HEALTHCARE INC CL A 628874109 113 62,338 SH SOLE 0 62,338
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NET PERCEPTIONS INCCOM 64107U101 1,145 31,000 SH SOLE 0 31,000
NETBANK INC COM 640933107 625 48,100 SH SOLE 0 48,100
NETCENTIVES INC COM 64108P101 978 32,600 SH SOLE 0 32,600
NETIQ COM 64115P102 2,632 39,400 SH SOLE 0 39,400
NETOBJECTS INC COM 64114L102 494 21,700 SH SOLE 0 21,700
NETOPIA INC COM 64114K104 3,115 43,300 SH SOLE 0 43,300
NETRO CORP COM 64114R109 1,671 25,700 SH SOLE 0 25,700
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NETWORK PERIPHERALSCOM 64121R100 912 25,700 SH SOLE 0 25,700
NETWORK PLUS CORP COM 64122D506 2,454 60,600 SH SOLE 0 60,600
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NETWORKS ASSOCS INCCOM 640938106 16,689 517,497 SH SOLE 0 517,497
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NEW YORK TIMES CO CL A 650111107 21,741 506,333 SH SOLE 0 506,333
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NEWPARK RES INC COM PAR651718504 1,619 202,432 SH SOLE 0 202,432
NEWPORT NEWS SHIPBUCOM 652228107 3,965 131,079 SH SOLE 0 131,079
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NEXTEL COMMUNICATIOCL A 65332V103 178,333 1,202,923 SH SOLE 0 1,202,923
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NEXTLINK COMMUNICATCL A PA65333H707 52,602 425,278 SH SOLE 0 425,278
NFO WORLDWIDE INC COM 62910N108 1,189 54,050 SH SOLE 0 54,050
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NICOR INC COM 654086107 3,932 119,377 SH SOLE 0 119,377
NIKE INC CL B 654106103 30,054 758,470 SH SOLE 0 758,470
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NL INDS INC COM NEW629156407 3,314 254,923 SH SOLE 0 254,923
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NOBLE DRILLING CORPCOM 655042109 21,244 512,680 SH SOLE 0 512,680
NORDSON CORP COM NTS655663102 3,504 76,062 SH SOLE 0 76,062
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NORTHWEST AIRLS CORCLASS A667280101 4,071 179,947 SH SOLE 0 179,947
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NSTAR COM 67019E107 9,254 220,345 SH SOLE 0 220,345
NTL INC COM 629407107 27,604 297,420 SH SOLE 0 297,420
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NVR INC COM 62944T105 1,782 33,000 SH SOLE 0 33,000
O REILLY AUTOMOTIVECOM 686091109 832 58,608 SH SOLE 0 58,608
OAKLEY INC COM 673662102 1,477 139,000 SH SOLE 0 139,000
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OCCIDENTAL PETE CORCOM 674599105 22,178 1,068,838 SH SOLE 0 1,068,838
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OFFICE MAX INC COM 67622M108 3,293 506,622 SH SOLE 0 506,622
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OGDEN CORP COM 676346109 1,452 121,609 SH SOLE 0 121,609
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OLD NATL BANCORP INCOM RTS680033107 3,307 100,016 SH SOLE 0 100,016
OLD REP INTL CORP COM 680223104 5,582 405,995 SH SOLE 0 405,995
OLIN CORP COM PAR680665205 1,990 112,131 SH SOLE 0 112,131
OM GROUP INC COM 670872100 2,540 55,835 SH SOLE 0 55,835
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OMEGA HEALTHCARE INREAL ES681936100 374 59,182 SH SOLE 0 59,182
OMEGA RESH INC COM 68211E101 331 71,500 SH SOLE 0 71,500
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OMNICARE INC COM 681904108 3,532 292,806 SH SOLE 0 292,806
OMNICOM GROUP COM 681919106 52,993 567,153 SH SOLE 0 567,153
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ON ASSIGNMENT INC COM 682159108 531 11,800 SH SOLE 0 11,800
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ONEIDA LTD COM 682505102 1,415 73,008 SH SOLE 0 73,008
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OPEN MKT INC COM 68370M100 1,880 73,002 SH SOLE 0 73,002
OPTICAL CABLE CORP COM 683827109 248 8,077 SH SOLE 0 8,077
ORACLE CORP COM 68389X105 681,205 8,726,404 SH SOLE 0 8,726,404
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OREGON STL MLS INC COM 686079104 287 74,003 SH SOLE 0 74,003
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ORIENTAL FINL GROUPCOM 68618W100 286 15,066 SH SOLE 0 15,066
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OSHKOSH B GOSH INC CL A 688222207 1,869 103,860 SH SOLE 0 103,860
OTTER TAIL PWR CO COM 689648103 1,830 91,788 SH SOLE 0 91,788
OUTBACK STEAKHOUSE INC 689899102 5,777 180,192 SH SOLE 0 180,192
OVERSEAS SHIPHOLDINCOM 690368105 2,727 118,874 SH SOLE 0 118,874
OWENS + MINOR INC NCOM 690732102 1,230 115,728 SH SOLE 0 115,728
OWENS CORNING COM 69073F103 2,446 126,229 SH SOLE 0 126,229
OWENS ILL INC COM NEW690768403 6,894 408,543 SH SOLE 0 408,543
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P COM INC COM 693262107 6,490 350,804 SH SOLE 0 350,804
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PACKETEER INC COM 695210104 3,742 106,903 SH SOLE 0 106,903
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PAGING NETWORK INC COM 695542100 820 316,193 SH SOLE 0 316,193
PAINE WEBBER GROUP COM 695629105 17,330 393,853 SH SOLE 0 393,853
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PARKER HANNIFIN CORCOM 701094104 14,442 349,585 SH SOLE 0 349,585
PARKWAY PPTYS INC COM 70159Q104 858 29,144 SH SOLE 0 29,144
PARTY CITY CORP COM 702145103 19 8,908 SH SOLE 0 8,908
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PCORDER COM INC CL A 70453H107 119 5,300 SH SOLE 0 5,300
PE CORP COM CEL69332S201 18,448 201,480 SH SOLE 0 201,480
PE CORP COM PE 69332S102 94,363 977,854 SH SOLE 0 977,854
PECO ENERGY CO COM 693304107 28,770 780,200 SH SOLE 0 780,200
PEDIATRIX MED GROUPCOM 705324101 199 27,500 SH SOLE 0 27,500
PEGASUS COMMUNICATICL A 705904100 5,475 38,900 SH SOLE 0 38,900
PEGASUS SYS INC COM 705906105 933 58,987 SH SOLE 0 58,987
PEGASYSTEMS INC COM 705573103 359 29,908 SH SOLE 0 29,908
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PENNSYLVANIA REAL ESH BEN 709102107 549 33,774 SH SOLE 0 33,774
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PENTAIR INC COM 709631105 10,302 277,950 SH SOLE 0 277,950
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PEOPLESOFT INC COM 712713106 14,906 745,319 SH SOLE 0 745,319
PEP BOYS MANNY MOE COM 713278109 909 153,025 SH SOLE 0 153,025
PEPSI BOTTLING GROUCOM 713409100 5,248 262,400 SH SOLE 0 262,400
PEPSICO INC COM 713448108 153,538 4,442,329 SH SOLE 0 4,442,329
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PER SE TECHNOLOGIESWT EXP 713569119 0 3,013 SH SOLE 0 3,013
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PERKINELMER INC COM 714046109 11,577 174,086 SH SOLE 0 174,086
PERRIGO CO 714290103 1,412 185,955 SH SOLE 0 185,955
PERSONAL GROUP OF ACOM 715338109 480 78,400 SH SOLE 0 78,400
PERVASIVE SOFTWARE COM 715710109 281 21,800 SH SOLE 0 21,800
PETCO ANIMAL SUPPLICOM 716016100 603 50,750 SH SOLE 0 50,750
PETSMART INC 716768106 1,032 343,956 SH SOLE 0 343,956
PFF BANCORP INC COM 69331W104 704 45,432 SH SOLE 0 45,432
PFIZER INC COM 717081103 407,135 11,135,326 SH SOLE 0 11,135,326
PG+E CORP COM 69331C108 27,768 1,322,269 SH SOLE 0 1,322,269
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PHARMACIA + UPJOHN COM 716941109 88,064 1,486,312 SH SOLE 0 1,486,312
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PHARMACYCLICS INC COM 716933106 821 14,751 SH SOLE 0 14,751
PHELPS DODGE CORP COM 717265102 9,726 204,753 SH SOLE 0 204,753
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PHILLIPS PETE CO COM 718507106 35,133 759,626 SH SOLE 0 759,626
PHILLIPS VAN HEUSENCOM 718592108 725 94,361 SH SOLE 0 94,361
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PHONE COM INC COM 71920Q100 5,595 34,300 SH SOLE 0 34,300
PHOTRONICS INC 719405102 1,593 45,100 SH SOLE 0 45,100
PHYCOR INC COM 71940F100 173 168,064 SH SOLE 0 168,064
PICTURETEL CORP COM NEW720035302 1,038 118,632 SH SOLE 0 118,632
PIEDMONT NAT GAS INCOM 720186105 3,275 125,672 SH SOLE 0 125,672
PIER 1 IMPORTS INC COM 720279108 3,743 365,200 SH SOLE 0 365,200
PILGRIMS PRIDE CORPCL A 721467207 190 38,957 SH SOLE 0 38,957
PILGRIMS PRIDE CORPCOM 721467108 492 77,915 SH SOLE 0 77,915
PINNACLE ENTMT INC COM 723456109 1,295 63,748 SH SOLE 0 63,748
PINNACLE SYS INC COM 723481107 1,294 38,912 SH SOLE 0 38,912
PINNACLE WEST CAP CCOM 723484101 7,258 257,485 SH SOLE 0 257,485
PIONEER GROUP INC COM 723684106 1,980 85,142 SH SOLE 0 85,142
PIONEER NAT RES CO COM 723787107 2,111 198,691 SH SOLE 0 198,691
PIONEER STD ELECTRSCOM 723877106 1,514 96,156 SH SOLE 0 96,156
PITNEY BOWES INC COM 724479100 41,282 923,784 SH SOLE 0 923,784
PITTSTON BRINKS GROCOM 725701106 2,152 126,596 SH SOLE 0 126,596
PIXAR COM 725811103 1,006 28,200 SH SOLE 0 28,200
PLAINS RES INC COM PAR726540503 865 69,200 SH SOLE 0 69,200
PLANET HOLLYWOOD INCOM 727025108 3 47,100 SH SOLE 0 47,100
PLANTRONICS INC NEWCOM 727493108 4,846 52,000 SH SOLE 0 52,000
PLAYBOY ENTERPRISESCOM CL 728117300 1,372 69,007 SH SOLE 0 69,007
PLAYTEX PRODS INC COM 72813P100 1,345 103,424 SH SOLE 0 103,424
PLEXUS CORP COM 729132100 1,999 30,000 SH SOLE 0 30,000
PLUM CREEK TIMBER CCOM 729251108 1,470 59,700 SH SOLE 0 59,700
PLX TECHNOLOGY INC COM 693417107 1,367 36,700 SH SOLE 0 36,700
PMI GROUP INC COM 69344M101 7,167 151,087 SH SOLE 0 151,087
PNC FINL SVCS GROUPCOM 693475105 49,194 1,091,691 SH SOLE 0 1,091,691
POGO PRODUCING CO COM 730448107 3,398 118,979 SH SOLE 0 118,979
POLARIS INDS INC COM 731068102 1,691 56,144 SH SOLE 0 56,144
POLAROID CORP COM 731095105 2,617 110,191 SH SOLE 0 110,191
POLICY MGMT SYS CORCOM 731108106 1,810 150,866 SH SOLE 0 150,866
POLO RALPH LAUREN CCL A 731572103 1,594 85,300 SH SOLE 0 85,300
POLYCOM INC COM 73172K104 6,208 78,400 SH SOLE 0 78,400
POLYMER GROUP INC COM 731745105 522 40,936 SH SOLE 0 40,936
POPULAR INC COM 733174106 7,551 340,321 SH SOLE 0 340,321
PORTAL SOFTWARE INCCOM 736126103 11,160 196,000 SH SOLE 0 196,000
POST PPTYS INC COM 737464107 4,429 109,871 SH SOLE 0 109,871
POTLATCH CORP COM 737628107 2,902 67,491 SH SOLE 0 67,491
POTOMAC ELEC PWR COCOM 737679100 5,702 252,024 SH SOLE 0 252,024
POWER INTEGRATIONS COM 739276103 775 31,000 SH SOLE 0 31,000
POWERTEL INC COM 73936C109 4,286 61,950 SH SOLE 0 61,950
POWERWAVE TECHNOLOGCOM 739363109 9,610 76,881 SH SOLE 0 76,881
PPG INDS INC COM 693506107 29,175 557,704 SH SOLE 0 557,704
PPL CORP COM 69351T106 10,379 495,719 SH SOLE 0 495,719
PRAXAIR INC COM 74005P104 18,095 434,723 SH SOLE 0 434,723
PRE PAID LEGAL SVCSCOM 740065107 2,378 80,100 SH SOLE 0 80,100
PRECISION CASTPARTSCOM 740189105 2,858 78,311 SH SOLE 0 78,311
PREDICTIVE SYS INC COM 74036W102 3,955 86,800 SH SOLE 0 86,800
PREMIER PKS INC COM NEW740540208 1,352 64,381 SH SOLE 0 64,381
PRENTISS PPTYS TR SH BEN 740706106 2,567 115,050 SH SOLE 0 115,050
PRESIDENTIAL LIFE CCOM 740884101 2,538 184,611 SH SOLE 0 184,611
PRESSTEK INC 741113104 2,066 87,000 SH SOLE 0 87,000
PRI AUTOMATION INC COM 69357H106 1,968 32,200 SH SOLE 0 32,200
PRICE COMMUNICATIONCOM 741437305 319 13,860 SH SOLE 0 13,860
PRICE T ROWE + ASSOCOM 741477103 22,107 559,668 SH SOLE 0 559,668
PRICELINE COM INC COM 741503106 6,640 83,000 SH SOLE 0 83,000
PRIDE INTL INC COM 741932107 2,408 105,578 SH SOLE 0 105,578
PRIMARK CORP COM 741903108 1,997 82,757 SH SOLE 0 82,757
PRIME GROUP RLTY TRSH BEN 74158J103 187 13,064 SH SOLE 0 13,064
PRIME HOSPITALITY CCOM 741917108 853 117,668 SH SOLE 0 117,668
PRIME RETAIL INC COM 741570105 273 124,897 SH SOLE 0 124,897
PRIMEDIA INC COM 74157K101 13,482 421,300 SH SOLE 0 421,300
PRIMUS TELECOMM GROCOM 741929103 6,254 121,000 SH SOLE 0 121,000
PRIORITY HEALTHCARECL B 74264T102 1,274 25,353 SH SOLE 0 25,353
PRISM FINL CORP COM 74264Q108 41 5,700 SH SOLE 0 5,700
PRISON REALTY CORP COM 74264N105 972 338,124 SH SOLE 0 338,124
PRIVATE BUSINESS INCOM 74267D104 15 5,100 SH SOLE 0 5,100
PROBUSINESS SVCS INCOM 742674104 994 38,500 SH SOLE 0 38,500
PROCTER + GAMBLE COCOM 742718109 215,395 3,829,240 SH SOLE 0 3,829,240
PROCURENET INC COM 742804107 0 18,800 SH SOLE 0 18,800
PROFIT RECOVERY GROCOM 743168106 472 25,500 SH SOLE 0 25,500
PROGRESS SOFTWARE CCOM 743312100 3,165 135,030 SH SOLE 0 135,030
PROGRESSIVE CORP OHCOM 743315103 14,374 188,979 SH SOLE 0 188,979
PROJECT SOFTWARE + COM 74339P101 15,863 280,754 SH SOLE 0 280,754
PROLOGIS TR SH BEN 743410102 4,853 252,113 SH SOLE 0 252,113
PROTECTIVE LIFE CORCOM 743674103 5,027 158,315 SH SOLE 0 158,315
PROTEIN DESIGN LABSCOM 74369L103 6,015 75,660 SH SOLE 0 75,660
PROVIDENT BANKSHARES CORP 743859100 1,221 77,530 SH SOLE 0 77,530
PROVIDENT FINL GROUCOM 743866105 2,953 86,698 SH SOLE 0 86,698
PROVIDIAN FINL CORPCOM 74406A102 40,003 461,798 SH SOLE 0 461,798
PROXICOM INC COM 744282104 6,736 152,000 SH SOLE 0 152,000
PROXIM INC COM 744284100 2,035 17,000 SH SOLE 0 17,000
PROXYMED PHARMACY ICOM 744290107 320 37,700 SH SOLE 0 37,700
PS BUSINESS PKS INCCOM 69360J107 441 21,633 SH SOLE 0 21,633
PSINET INC COM 74437C101 15,415 453,168 SH SOLE 0 453,168
PSS WORLD MED INC COM 69366A100 2,040 300,883 SH SOLE 0 300,883
PTEK HLDGS INC COM 69366M104 1,003 151,400 SH SOLE 0 151,400
PUBLIC STORAGE INC COM 74460D109 5,380 256,186 SH SOLE 0 256,186
PUBLIC SVC CO NM COM 744499104 2,576 163,528 SH SOLE 0 163,528
PUBLIC SVC ENTERPRICOM 744573106 19,579 660,906 SH SOLE 0 660,906
PUGET SOUND ENERGY COM RTS745332106 5,265 237,280 SH SOLE 0 237,280
PULITZER INC COM 745769109 1,597 39,066 SH SOLE 0 39,066
PULTE CORP COM 745867101 2,410 115,464 SH SOLE 0 115,464
PXRE GROUP LIMITED SHS G73018106 580 34,091 SH SOLE 0 34,091
QLOGIC CORP COM 747277101 23,680 174,760 SH SOLE 0 174,760
QRS CORP COM 74726X105 2,630 34,950 SH SOLE 0 34,950
QUADRAMED CORP COM 74730W101 568 98,786 SH SOLE 0 98,786
QUAKER OATS CO COM 747402105 29,181 481,336 SH SOLE 0 481,336
QUALCOMM INC COM 747525103 338,887 2,269,648 SH SOLE 0 2,269,648
QUANEX CORP COM 747620102 882 49,022 SH SOLE 0 49,022
QUANTA SERVICES INCCOM 74762E102 237 3,900 SH SOLE 0 3,900
QUANTUM CORP DSSG CO747906204 5,835 488,802 SH SOLE 0 488,802
QUANTUM CORP HDDG CO747906303 2,750 244,401 SH SOLE 0 244,401
QUEENS CNTY BANCORPCOM 748242104 1,512 83,688 SH SOLE 0 83,688
QUEST DIAGNOSTICS ICOM 74834L100 3,053 76,815 SH SOLE 0 76,815
QUEST SOFTWARE INC COM 74834T103 4,296 38,100 SH SOLE 0 38,100
QUESTAR CORP COM 748356102 5,253 283,006 SH SOLE 0 283,006
QUIKSILVER INC 74838C106 2,185 124,431 SH SOLE 0 124,431
QUINTILES TRANSNATICOM 748767100 5,026 294,539 SH SOLE 0 294,539
QUORUM HEALTH GROUPCOM 749084109 2,134 212,115 SH SOLE 0 212,115
QWEST COMMUNICATIONCOM 749121109 31,959 658,952 SH SOLE 0 658,952
R + B FALCON CORP COM 74912E101 23,223 1,179,602 SH SOLE 0 1,179,602
R G S ENERGY GROUP COM 74956K104 2,430 114,356 SH SOLE 0 114,356
R.P.M. INC OHIO COM 749685103 3,189 289,937 SH SOLE 0 289,937
RADIAN GROUP INC COM 750236101 6,219 130,585 SH SOLE 0 130,585
RADIANT SYS INC COM 75025N102 2,489 39,584 SH SOLE 0 39,584
RADIO ONE INC CL A 75040P108 6,962 104,500 SH SOLE 0 104,500
RALCORP HLDGS INC NCOM 751028101 1,690 116,544 SH SOLE 0 116,544
RALSTON PURINA CO COM RAL751277302 25,807 942,712 SH SOLE 0 942,712
RAMBUS INC DEL COM 750917106 14,354 48,740 SH SOLE 0 48,740
RARE MEDIUM GROUP ICOM 75382N109 3,834 86,900 SH SOLE 0 86,900
RATIONAL SOFTWARE CCOM NEW75409P202 21,250 277,776 SH SOLE 0 277,776
RAYMOND JAMES FINANCOM 754730109 3,875 186,747 SH SOLE 0 186,747
RAYONIER INC COM 754907103 5,657 116,049 SH SOLE 0 116,049
RAYOVAC CORP COM 755081106 776 33,376 SH SOLE 0 33,376
RAYTHEON CO CL B 755111408 15,699 884,449 SH SOLE 0 884,449
RAZORFISH INC CL A 755236106 6,039 219,600 SH SOLE 0 219,600
RCN CORP COM 749361101 6,846 127,078 SH SOLE 0 127,078
READ RITE CORP COM 755246105 746 159,107 SH SOLE 0 159,107
READERS DIGEST ASSNCOM CL 755267101 10,041 283,843 SH SOLE 0 283,843
REAL NETWORKS INC COM 75605L104 19,265 338,354 SH SOLE 0 338,354
REALTY INCOME CORP COM 756109104 1,519 78,900 SH SOLE 0 78,900
RECKSON ASSOCS RLTYCL B 75621K304 197 9,601 SH SOLE 0 9,601
RECKSON ASSOCS RLTYCOM 75621K106 2,222 118,507 SH SOLE 0 118,507
REDBACK NETWORKS INCOM 757209101 10,228 34,100 SH SOLE 0 34,100
REDWOOD TR INC. COM 758075402 447 30,200 SH SOLE 0 30,200
REEBOK INTL LTD COM 758110100 1,461 157,979 SH SOLE 0 157,979
REGAL BELOIT CORP COM 758750103 1,338 76,436 SH SOLE 0 76,436
REGENCY RLTY CORP COM 758939102 1,668 84,444 SH SOLE 0 84,444
REGENERON PHARMACEUCOM 75886F107 2,099 71,000 SH SOLE 0 71,000
REGIONS FINL CORP COM 758940100 14,573 638,801 SH SOLE 0 638,801
REGIS CORP MINNESOTCOM 758932107 797 53,836 SH SOLE 0 53,836
REINSURANCE GROUP ACOM 759351109 3,146 132,127 SH SOLE 0 132,127
RELIANCE GROUP HLDGCOM 759464100 1,086 310,169 SH SOLE 0 310,169
RELIANCE STL + ALUMCOM 759509102 1,158 51,750 SH SOLE 0 51,750
RELIANT ENERGY INC COM 75952J108 20,436 871,933 SH SOLE 0 871,933
RELIASTAR FINL CORPCOM 75952U103 5,732 169,197 SH SOLE 0 169,197
REMEC INC COM 759543101 1,227 24,300 SH SOLE 0 24,300
REMEDY CORP COM 759548100 2,001 47,500 SH SOLE 0 47,500
RENAISSANCE WORLDWICOM 75968A109 198 37,924 SH SOLE 0 37,924
RENAL CARE GROUP INCOM 759930100 1,503 69,288 SH SOLE 0 69,288
RENT A CTR INC NEW COM 76009N100 608 40,500 SH SOLE 0 40,500
RENT WAY INC COM 76009U104 448 22,990 SH SOLE 0 22,990
REPUBLIC BANCORP INCOM 760282103 944 101,046 SH SOLE 0 101,046
REPUBLIC GROUP INC COM 760473108 111 10,300 SH SOLE 0 10,300
REPUBLIC SEC FINL CORP 760758102 157 23,915 SH SOLE 0 23,915
RES CARE INC COM 760943100 207 22,050 SH SOLE 0 22,050
RESOURCE AMER INC COM NEW761195205 205 28,343 SH SOLE 0 28,343
RESOURCE BANCSHARES MTG GR761197102 174 44,156 SH SOLE 0 44,156
RESPIRONICS INC 761230101 1,529 106,343 SH SOLE 0 106,343
RETEK INC COM 76128Q109 2,912 70,700 SH SOLE 0 70,700
REVLON INC CL A 761525500 182 20,601 SH SOLE 0 20,601
REXALL SUNDOWN INC COM 761648104 1,841 130,308 SH SOLE 0 130,308
REYNOLDS + REYNOLDSCL A 761695105 9,053 335,280 SH SOLE 0 335,280
REYNOLDS METALS CO COM 761763101 29,836 446,142 SH SOLE 0 446,142
REYNOLDS R J TOB HLCOM 76182K105 5,379 316,431 SH SOLE 0 316,431
RF MICRO DEVICES INCOM 749941100 18,571 138,200 SH SOLE 0 138,200
RFS HOTEL INVS INC COM 74955J108 705 65,600 SH SOLE 0 65,600
RH DONNELLEY CORP COM NEW74955W307 1,616 95,060 SH SOLE 0 95,060
RHYTHMS NETCONNECTICOM 762430205 4,719 128,200 SH SOLE 0 128,200
RIGGS NATL CORP WASCOM 766570105 953 78,182 SH SOLE 0 78,182
RISK CAP HLDG INC COM 767711104 907 55,400 SH SOLE 0 55,400
RITE AID CORP COM 767754104 3,551 645,600 SH SOLE 0 645,600
RIVIANA FOODS INC DCOM 769536103 249 15,700 SH SOLE 0 15,700
RLI CORP COM 749607107 1,417 42,303 SH SOLE 0 42,303
ROADWAY EXPRESS INCCOM 769742107 1,023 50,517 SH SOLE 0 50,517
ROBBINS + MYERS INCCOM 770196103 882 37,320 SH SOLE 0 37,320
ROBERT HALF INTL INCOM 770323103 17,997 379,390 SH SOLE 0 379,390
ROCK TENN CO COM CL 772739207 807 82,760 SH SOLE 0 82,760
ROCKWELL INTL CORP COM 773903109 28,418 679,661 SH SOLE 0 679,661
ROGERS CORP COM 775133101 1,644 26,200 SH SOLE 0 26,200
ROHM + HAAS CO COM 775371107 27,559 617,559 SH SOLE 0 617,559
ROHN INDS INC COM 775381106 245 75,527 SH SOLE 0 75,527
ROLLINS INC COM 775711104 1,310 88,036 SH SOLE 0 88,036
ROLLINS TRUCK LEASICOM 775741101 2,190 259,531 SH SOLE 0 259,531
ROMAC INTL INC COM 775835101 534 58,896 SH SOLE 0 58,896
ROPER INDS COM 776696106 3,254 95,868 SH SOLE 0 95,868
ROSLYN BANCORP INC COM 778162107 2,557 143,566 SH SOLE 0 143,566
ROSS STORES INC COM 778296103 11,835 491,852 SH SOLE 0 491,852
ROUGE INDS INC DEL CL A 779088103 150 23,711 SH SOLE 0 23,711
ROUSE CO COM 779273101 17,168 812,691 SH SOLE 0 812,691
ROWAN COS INC COM 779382100 11,833 401,954 SH SOLE 0 401,954
RPC INC COM 749660106 937 99,266 SH SOLE 0 99,266
RSA SEC INC COM 749719100 3,326 64,200 SH SOLE 0 64,200
RTI INTL METALS INCCOM 74973W107 336 38,100 SH SOLE 0 38,100
RUBY TUESDAY INC COM 781182100 2,379 135,962 SH SOLE 0 135,962
RUDDICK CORP COM 781258108 1,305 119,359 SH SOLE 0 119,359
RUSS BERRIE + CO INCOM 782233100 1,311 70,867 SH SOLE 0 70,867
RUSSELL CORP COM 782352108 1,430 99,880 SH SOLE 0 99,880
RYANS FAMILY STEAK COM 783519101 2,589 270,731 SH SOLE 0 270,731
RYDER SYS INC COM 783549108 4,353 191,863 SH SOLE 0 191,863
RYERSON TULL INC NECOM 78375P107 1,402 90,479 SH SOLE 0 90,479
RYLAND GROUP INC COM 783764103 1,223 65,247 SH SOLE 0 65,247
S + T BANCORP INC 783859101 377 22,000 SH SOLE 0 22,000
S1 CORP COM 78463B101 9,980 116,472 SH SOLE 0 116,472
S3 INC COM 784849101 3,274 155,906 SH SOLE 0 155,906
SABRATEK CORP COM 78571U108 2 14,300 SH SOLE 0 14,300
SABRE HLDGS CORP CL A 785905100 17,389 470,770 SH SOLE 0 470,770
SAFECO CORP COM 786429100 9,852 370,899 SH SOLE 0 370,899
SAFEGUARD SCIENTIFICOM 786449108 21,177 301,188 SH SOLE 0 301,188
SAFESCIENCE INC COM 786452102 334 25,800 SH SOLE 0 25,800
SAFETY KLEEN CORP NCOM NEW78648R203 214 163,050 SH SOLE 0 163,050
SAFEWAY INC COM NEW786514208 73,620 1,626,957 SH SOLE 0 1,626,957
SAGA SYS INC COM 786610105 159 4,453 SH SOLE 0 4,453
SAGENT TECHNOLOGY IOC COM 786693101 1,017 35,300 SH SOLE 0 35,300
SAKS INC COM 79377W108 5,321 366,986 SH SOLE 0 366,986
SALESLOGIX CORP COM 79466P105 9,797 362,000 SH SOLE 0 362,000
SANCHEZ COMPUTER ASCOM 799702105 2,951 84,000 SH SOLE 0 84,000
SANDISK CORP COM 80004C101 28,077 229,200 SH SOLE 0 229,200
SANGSTAT MED CORP COM 801003104 1,191 43,000 SH SOLE 0 43,000
SANMINA CORP COM 800907107 19,096 282,640 SH SOLE 0 282,640
SANTA FE SNYDER CORCOM 80218K105 4,381 455,165 SH SOLE 0 455,165
SAPIENT CORP COM 803062108 3,028 36,100 SH SOLE 0 36,100
SARA LEE CORP COM 803111103 47,589 2,643,831 SH SOLE 0 2,643,831
SAUL CTRS INC COM 804395101 98 6,100 SH SOLE 0 6,100
SAWTEK INC COM 805468105 2,447 46,560 SH SOLE 0 46,560
SBC COMMUNICATIONS COM 78387G103 434,499 10,345,222 SH SOLE 0 10,345,222
SCANA CORP NEW COM 80589M102 8,438 343,541 SH SOLE 0 343,541
SCHERING PLOUGH CORCOM 806605101 174,601 4,751,056 SH SOLE 0 4,751,056
SCHOLASTIC CORP 807066105 1,474 27,320 SH SOLE 0 27,320
SCHULMAN A INC COM 808194104 1,719 129,721 SH SOLE 0 129,721
SCHWAB CHARLES CORPNEW COM808513105 136,746 2,406,962 SH SOLE 0 2,406,962
SCHWEITZER MAUDUIT COM 808541106 813 62,877 SH SOLE 0 62,877
SCI SYS INC COM 783890106 18,952 352,180 SH SOLE 0 352,180
SCIENT CORP COM 80864H109 10,683 117,800 SH SOLE 0 117,800
SCIENTIFIC ATLANTA COM 808655104 36,119 569,358 SH SOLE 0 569,358
SCIENTIFIC GAMES HLCOM 808747109 635 38,500 SH SOLE 0 38,500
SCM MICROSYSTEMS INCOM 784018103 1,201 12,384 SH SOLE 0 12,384
SCOTT TECHNOLOGIES COM 810022301 1,477 78,247 SH SOLE 0 78,247
SCOTTS CO CL A 810186106 3,528 84,004 SH SOLE 0 84,004
SCPIE HLDGS INC COM 78402P104 368 12,000 SH SOLE 0 12,000
SCRIPPS E W CO OH CL A 811054204 7,657 157,885 SH SOLE 0 157,885
SDL INC COM 784076101 40,957 192,400 SH SOLE 0 192,400
SEABORD CORP DEL COM 811543107 846 4,782 SH SOLE 0 4,782
SEACOR SMIT INC COM 811904101 1,428 23,654 SH SOLE 0 23,654
SEAGATE TECHNOLOGY COM 811804103 37,245 618,171 SH SOLE 0 618,171
SEALED AIR CORP NEWCOM 81211K100 15,812 291,131 SH SOLE 0 291,131
SEARS ROEBUCK + CO COM 812387108 36,072 1,168,340 SH SOLE 0 1,168,340
SEI INVESTMENTS CO COM 784117103 10,392 91,612 SH SOLE 0 91,612
SEITEL INC COM NEW816074306 412 51,886 SH SOLE 0 51,886
SELECTICA INC DEL COM 816288104 4,633 52,500 SH SOLE 0 52,500
SELECTIVE INS GROUPCOM 816300107 1,678 98,359 SH SOLE 0 98,359
SEMCO ENERGY INC COM 78412D109 632 53,260 SH SOLE 0 53,260
SEMPRA ENERGY COM 816851109 10,045 599,717 SH SOLE 0 599,717
SEMTECH CORP COM 816850101 11,288 176,196 SH SOLE 0 176,196
SENIOR HSG PPTSY TRSH BEN 81721M109 439 42,789 SH SOLE 0 42,789
SENSORMATIC ELECTRSCOM 817265101 5,805 258,700 SH SOLE 0 258,700
SEPRACOR INC COM 817315104 14,067 193,200 SH SOLE 0 193,200
SEQUA CORP CL A 817320104 1,394 35,192 SH SOLE 0 35,192
SEROLOGICALS CORP COM 817523103 303 55,650 SH SOLE 0 55,650
SERVICE CORP INTL COM 817565104 985 328,470 SH SOLE 0 328,470
SERVICE MASTER COMPCOM 81760N109 6,918 614,900 SH SOLE 0 614,900
SFX ENTMT INC CL A 784178105 1,714 42,000 SH SOLE 0 42,000
SHARED MEDI CAL SYSCOM 819486101 3,252 62,687 SH SOLE 0 62,687
SHAW INDS INC COM 820286102 6,500 427,981 SH SOLE 0 427,981
SHERWIN WILLIAMS COCOM 824348106 10,643 485,131 SH SOLE 0 485,131
SHOP AT HOME INC COM NEW825066301 2,368 274,600 SH SOLE 0 274,600
SHOPKO STORES INC COM 824911101 1,319 74,287 SH SOLE 0 74,287
SHURGARD STORAGE CTCL A 82567D104 2,226 85,200 SH SOLE 0 85,200
SICOR INC COM 825846108 991 95,500 SH SOLE 0 95,500
SIEBEL SYS INC COM 826170102 95,835 802,388 SH SOLE 0 802,388
SIERRA HEALTH SVCS INC 826322109 371 75,150 SH SOLE 0 75,150
SIERRA PAC RES NEW COM 826428104 3,146 251,711 SH SOLE 0 251,711
SIERRACITIES INC COMMON 826521106 685 51,200 SH SOLE 0 51,200
SIGCORP INC COM 826912107 2,161 86,428 SH SOLE 0 86,428
SIGMA ALDRICH COM 826552101 7,335 272,946 SH SOLE 0 272,946
SILGAN HLDGS INC COM 827048109 430 35,500 SH SOLE 0 35,500
SILICON GRAPHICS INCOM 827056102 5,074 480,345 SH SOLE 0 480,345
SILICON IMAGE INC COM 82705T102 4,563 63,700 SH SOLE 0 63,700
SILICON VY BANCSHARCOM 827064106 7,409 103,088 SH SOLE 0 103,088
SILICON VY GROUP INCOM 827066101 1,855 67,461 SH SOLE 0 67,461
SILICONIX INC COM NEW827079203 11,864 124,800 SH SOLE 0 124,800
SILKNET SOFTWARE INCOM 827094103 1,025 9,900 SH SOLE 0 9,900
SILVERSTREAM SOFTWACOM 827907106 1,625 22,000 SH SOLE 0 22,000
SIMON PPTY GROUP INCOM 828806109 10,029 417,871 SH SOLE 0 417,871
SIMPSON INDS INC COM 829060102 712 72,525 SH SOLE 0 72,525
SIMPSON MFG INC COM 829073105 960 24,300 SH SOLE 0 24,300
SINCLAIR BROADCAST CL A 829226109 4,631 518,102 SH SOLE 0 518,102
SIPEX CORP COM 829909100 1,259 35,652 SH SOLE 0 35,652
SIRIUS SATELLITE RACOM 82966U103 5,595 98,151 SH SOLE 0 98,151
SITEL CORP COM 82980K107 2,197 319,600 SH SOLE 0 319,600
SITI SITES COM INC COM 82981P105 1 1,092 SH SOLE 0 1,092
SKY FINL GROUP INC COM 83080P103 1,766 108,707 SH SOLE 0 108,707
SKYLINE CORP COM 830830105 584 26,930 SH SOLE 0 26,930
SL GREEN RLTY CORP COM 78440X101 1,684 70,900 SH SOLE 0 70,900
SLI INC COM 78442T108 543 31,925 SH SOLE 0 31,925
SLM HLDG CORP COM 78442A109 19,759 593,143 SH SOLE 0 593,143
SMART + FINAL INC 831683107 119 15,995 SH SOLE 0 15,995
SMARTALK TELESERVICCOM 83169A100 0 18,300 SH SOLE 0 18,300
SMITH A O CORP COM 831865209 961 53,377 SH SOLE 0 53,377
SMITH CHARLES E RESCOM 832197107 3,663 101,400 SH SOLE 0 101,400
SMITH INTL INC COM 832110100 10,590 136,647 SH SOLE 0 136,647
SMITHFIELD FOODS INCOM 832248108 2,265 113,240 SH SOLE 0 113,240
SMUCKER J M CO CL A 832696108 1,237 67,345 SH SOLE 0 67,345
SMURFIT STONE CONTACOM 832727101 7,391 436,373 SH SOLE 0 436,373
SNAP ON INC COM 833034101 3,974 151,764 SH SOLE 0 151,764
SNYDER COMMUNICATIOCIRCLE 832914204 94 11,399 SH SOLE 0 11,399
SNYDER COMMUNICATIOCOM 832914105 1,026 45,599 SH SOLE 0 45,599
SODEXHO MARRIOTT SVCOM 833793102 1,336 89,092 SH SOLE 0 89,092
SOFTNET SYS INC COM 833964109 1,600 54,700 SH SOLE 0 54,700
SOFTWARE COM INC OC COM 83402P104 6,830 53,000 SH SOLE 0 53,000
SOLA INTL INC COM 834092108 426 69,500 SH SOLE 0 69,500
SOLECTRON CORP COM 834182107 86,356 2,155,534 SH SOLE 0 2,155,534
SOLUTIA INC COM 834376105 4,394 328,494 SH SOLE 0 328,494
SONIC CORP 835451105 1,799 66,000 SH SOLE 0 66,000
SONOCO PRODS CO COM 835495102 6,215 264,474 SH SOLE 0 264,474
SOTHEBYS HLDGS INC CL A 835898107 2,235 121,245 SH SOLE 0 121,245
SOURCE MEDIA INC COM NEW836153304 3,904 283,900 SH SOLE 0 283,900
SOUTH JERSEY INDS ICOM 838518108 1,267 44,951 SH SOLE 0 44,951
SOUTHDOWN INC COM 841297104 27,135 459,911 SH SOLE 0 459,911
SOUTHERN CO COM 842587107 41,088 1,889,114 SH SOLE 0 1,889,114
SOUTHERN PAC FDG COCOM 843576109 4 25,800 SH SOLE 0 25,800
SOUTHERN UN CO NEW COM 844030106 2,955 163,609 SH SOLE 0 163,609
SOUTHTRUST CORP COM 844730101 11,876 466,870 SH SOLE 0 466,870
SOUTHWEST AIRLS CO COM 844741108 28,723 1,380,084 SH SOLE 0 1,380,084
SOUTHWEST BANCORPORCOM 84476R109 400 20,600 SH SOLE 0 20,600
SOUTHWEST GAS CORP COM 844895102 1,781 93,406 SH SOLE 0 93,406
SOUTHWESTERN ENERGYCOM 845467109 765 115,469 SH SOLE 0 115,469
SOVEREIGN BANCORP ICOM 845905108 4,479 592,203 SH SOLE 0 592,203
SOVRAN SELF STORAGECOM 84610H108 1,948 96,200 SH SOLE 0 96,200
SPANISH BROADCASTINCL A NE846425882 788 33,600 SH SOLE 0 33,600
SPARTECH CORP COM NEW847220209 1,612 46,900 SH SOLE 0 46,900
SPDR TRUST UNIT SE78462F103 196 1,300 SH SOLE 0 1,300
SPECIALTY EQUIP COSCOM 847497203 12,817 617,700 SH SOLE 0 617,700
SPECTRASITE HLDGS ICOM 84760T100 4,507 159,200 SH SOLE 0 159,200
SPEEDFAM IPEC INC COM 847705100 3,575 179,877 SH SOLE 0 179,877
SPEEDWAY MOTORSPORTCOM 847788106 302 12,100 SH SOLE 0 12,100
SPIEKER PPTYS INC COM 848497103 7,601 170,808 SH SOLE 0 170,808
SPORTSLINE USA INC COM 848934105 1,803 61,252 SH SOLE 0 61,252
SPRINGS INDS INC COM 851783100 2,199 57,858 SH SOLE 0 57,858
SPRINT CORP COM 852061100 152,844 2,426,099 SH SOLE 0 2,426,099
SPRINT CORP PCS COM852061506 171,600 2,627,370 SH SOLE 0 2,627,370
SPS TECHNOLOGIES INCOM 784626103 2,742 89,892 SH SOLE 0 89,892
SPX CORP COM 784635104 10,636 93,349 SH SOLE 0 93,349
SPYGLASS INC COM 852192103 6,925 89,300 SH SOLE 0 89,300
SS+C TECHNOLOGIES ICOM 85227Q100 93 16,039 SH SOLE 0 16,039
ST JOE CO COM 790148100 3,860 133,391 SH SOLE 0 133,391
ST JUDE MED INC COM 790849103 17,643 683,506 SH SOLE 0 683,506
ST MARY LD + EXPL CCOM 792228108 367 12,300 SH SOLE 0 12,300
ST PAUL COS INC COM 792860108 20,267 593,909 SH SOLE 0 593,909
STAFF LEASING INC COM 852381102 81 13,982 SH SOLE 0 13,982
STAFFMARK INC COM 852389105 192 24,200 SH SOLE 0 24,200
STANCORP FINL GROUPCOM 852891100 526 19,200 SH SOLE 0 19,200
STANDARD MTR PRODS CL A 853666105 709 47,696 SH SOLE 0 47,696
STANDARD PAC CORP NCOM 85375C101 1,048 104,769 SH SOLE 0 104,769
STANDARD REGISTER COM 853887107 1,212 94,117 SH SOLE 0 94,117
STANDEX INTL CORP COM 854231107 1,394 89,909 SH SOLE 0 89,909
STANLEY WORKS COM 854616109 23,282 882,729 SH SOLE 0 882,729
STAPLES INC COM 855030102 37,129 1,856,439 SH SOLE 0 1,856,439
STAR TELECOMMUNICATCOM 854923109 121 20,134 SH SOLE 0 20,134
STARBUCKS CORP COM 855244109 26,817 598,418 SH SOLE 0 598,418
STARMEDIA NETWORK ICOM 855546107 2,561 85,200 SH SOLE 0 85,200
STARRETT L S CO CL A FO855668109 702 29,884 SH SOLE 0 29,884
STARTEK INC COM 85569C107 457 6,200 SH SOLE 0 6,200
STARWOOD FINANCIAL COM 85569R104 2,851 161,741 SH SOLE 0 161,741
STARWOOD HOTELS + R1 CL B 85590A203 13,235 504,189 SH SOLE 0 504,189
STATE AUTO FINL CORCOM 855707105 391 48,900 SH SOLE 0 48,900
STATE STREET CORPORCOM 857477103 41,809 431,574 SH SOLE 0 431,574
STATEN IS BANCORP ICOM 857550107 1,007 58,795 SH SOLE 0 58,795
STATION CASINOS INC 857689103 1,475 67,606 SH SOLE 0 67,606
STEEL DYNAMICS INC COM 858119100 516 44,654 SH SOLE 0 44,654
STEIN MART INC COM 858375108 523 63,448 SH SOLE 0 63,448
STEPAN CHEM CO COM 858586100 377 17,400 SH SOLE 0 17,400
STERIS CORP COM 859152100 2,561 249,878 SH SOLE 0 249,878
STERLING BANCSHARESCOM 858907108 185 19,300 SH SOLE 0 19,300
STERLING SOFTWARE ICOM 859547101 7,732 253,500 SH SOLE 0 253,500
STEWART + STEVENSONCOM 860342104 1,843 163,808 SH SOLE 0 163,808
STEWART ENTERPRISESCL A 860370105 1,093 221,362 SH SOLE 0 221,362
STILLWATER MNG CO COM 86074Q102 2,838 70,950 SH SOLE 0 70,950
STONE + WEBSTER INCCOM 861572105 628 43,336 SH SOLE 0 43,336
STONE ENERGY CORP 861642106 1,522 30,900 SH SOLE 0 30,900
STORAGE TECHNOLOGY COM PAR862111200 6,568 412,138 SH SOLE 0 412,138
STORAGE USA INC COM 861907103 2,433 79,447 SH SOLE 0 79,447
STRIDE RITE CORP COM 863314100 996 123,489 SH SOLE 0 123,489
STRUCTURAL DYNAMICSCOM RTS863555108 1,554 115,120 SH SOLE 0 115,120
STRYKER CORP COM 863667101 20,058 287,571 SH SOLE 0 287,571
STUDENT LN CORP COM 863902102 165 4,028 SH SOLE 0 4,028
STURM RUGER + CO INCOM 864159108 762 87,128 SH SOLE 0 87,128
SUIZA FOODS CORP COM 865077101 1,551 38,545 SH SOLE 0 38,545
SUMMIT BANCORP COM 866005101 12,100 460,938 SH SOLE 0 460,938
SUMMIT PPTYS INC COM 866239106 1,345 70,303 SH SOLE 0 70,303
SUMMIT TECHNOLOGY ICOM 86627E101 537 58,800 SH SOLE 0 58,800
SUN CMNTYS INC COM 866674104 1,449 50,199 SH SOLE 0 50,199
SUN HEALTHCARE GROUCOM 866933104 8 82,038 SH SOLE 0 82,038
SUN MICROSYSTEMS INCOM 866810104 481,423 5,137,746 SH SOLE 0 5,137,746
SUNBEAM CORP DEL NECOM 867071102 1,235 294,829 SH SOLE 0 294,829
SUNBEAM CORP DEL NEWTS EXP867071128 4 2,963 SH SOLE 0 2,963
SUNGARD DATA SYS INCOM 867363103 11,770 311,778 SH SOLE 0 311,778
SUNGLASS HUT INTL ICOM 86736F106 1,008 128,960 SH SOLE 0 128,960
SUNOCO INC COM 86764P109 26,840 980,474 SH SOLE 0 980,474
SUNRISE ASSISTED LICOM 86768K106 256 19,318 SH SOLE 0 19,318
SUNRISE MED INC COM 867910101 380 60,857 SH SOLE 0 60,857
SUNRISE TECHNOLOGIES INTL 86769L103 501 71,100 SH SOLE 0 71,100
SUNTERRA CORP COM 86787D109 329 164,659 SH SOLE 0 164,659
SUNTRUST BKS INC COM 867914103 52,038 901,086 SH SOLE 0 901,086
SUPERGEN INC COM 868059106 1,000 20,825 SH SOLE 0 20,825
SUPERIOR CONSULTANTCOM 868146101 257 15,300 SH SOLE 0 15,300
SUPERIOR INDS INTL COM 868168105 2,595 81,888 SH SOLE 0 81,888
SUPERIOR TELECOM INCOM 868365107 263 20,458 SH SOLE 0 20,458
SUPERIOR TR 1 PFD CNV86836P202 19 622 SH SOLE 0 622
SUPERVALU INC COM 868536103 7,971 420,916 SH SOLE 0 420,916
SUSQUEHANNA BANCSHACOM 869099101 715 51,738 SH SOLE 0 51,738
SWIFT ENERGY CO COM 870738101 876 49,010 SH SOLE 0 49,010
SWIFT TRANSN INC 870756103 1,794 87,502 SH SOLE 0 87,502
SYBASE INC COM 871130100 4,280 210,727 SH SOLE 0 210,727
SYBRON INTL CORP WICOM 87114F106 13,736 473,644 SH SOLE 0 473,644
SYCAMORE NETWORKS ICOM 871206108 1,974 15,300 SH SOLE 0 15,300
SYKES ENTERPRISES ICOM 871237103 403 21,156 SH SOLE 0 21,156
SYLVAN LEARNING SYSCOM 871399101 6,275 393,750 SH SOLE 0 393,750
SYMANTEC CORP COM 871503108 13,339 177,560 SH SOLE 0 177,560
SYMBOL TECHNOLOGIESCOM 871508107 26,485 321,760 SH SOLE 0 321,760
SYNOPSYS INC COM 871607107 8,214 168,491 SH SOLE 0 168,491
SYNOVUS FINL CORP COM 87161C105 14,654 776,357 SH SOLE 0 776,357
SYSCO CORP COM 871829107 39,858 1,116,869 SH SOLE 0 1,116,869
SYSTEM SOFTWARE ASSCOM NEW871839205 42 27,721 SH SOLE 0 27,721
SYSTEMAX INC COM 871851101 340 37,295 SH SOLE 0 37,295
SYSTEMS + COMPUTER COM 871873105 2,489 106,466 SH SOLE 0 106,466
T HQ INC COM 872443403 1,300 72,750 SH SOLE 0 72,750
TALBOTS INC COM 874161102 3,159 53,658 SH SOLE 0 53,658
TALK COM INC COM 874264104 1,555 97,157 SH SOLE 0 97,157
TANDY CORP COM 875382103 34,108 672,082 SH SOLE 0 672,082
TANGER FACTORY OUTLCOM 875465106 288 15,000 SH SOLE 0 15,000
TARGET CORP COM 87612E106 92,089 1,231,956 SH SOLE 0 1,231,956
TAUBMAN CENTERS INCREIT 876664103 1,177 105,800 SH SOLE 0 105,800
TCF FINANCIAL CORP COM 872275102 7,311 307,037 SH SOLE 0 307,037
TECH DATA CORP COM 878237106 5,109 155,407 SH SOLE 0 155,407
TECHNE CORP COM 878377100 5,141 74,500 SH SOLE 0 74,500
TECHNITROL INC COM 878555101 2,546 43,700 SH SOLE 0 43,700
TECHNOLOGY SOLUTIONCOM 87872T108 1,001 109,725 SH SOLE 0 109,725
TECO ENERGY INC COM 872375100 6,086 313,087 SH SOLE 0 313,087
TECUMSEH PRODS CO CL A 878895200 2,522 57,314 SH SOLE 0 57,314
TEJON RANCH CO COM 879080109 716 31,543 SH SOLE 0 31,543
TEKELEC INC COM 879101103 5,047 135,952 SH SOLE 0 135,952
TEKTRONIX INC COM 879131100 6,697 119,593 SH SOLE 0 119,593
TELAXIS COMMUNICATICOM 879202109 2,212 36,800 SH SOLE 0 36,800
TELEDYNE TECHNOLOGICOM 879360105 1,323 76,167 SH SOLE 0 76,167
TELEFLEX INC COM 879369106 4,510 127,056 SH SOLE 0 127,056
TELEPHONE + DATA SYCOM 879433100 18,005 162,203 SH SOLE 0 162,203
TELESCAN INC COM 879516102 1,517 64,200 SH SOLE 0 64,200
TELETECH HLDGS INC COM 879939106 1,348 39,084 SH SOLE 0 39,084
TELIGENT INC CL A 87959Y103 1,526 22,843 SH SOLE 0 22,843
TELLABS INC COM 879664100 98,598 1,565,441 SH SOLE 0 1,565,441
TEMPLE INLAND INC COM 879868107 9,324 187,178 SH SOLE 0 187,178
TENET HEALTHCARE COCOM 88033G100 25,295 1,099,772 SH SOLE 0 1,099,772
TENFOLD CORP COM 88033A103 883 14,600 SH SOLE 0 14,600
TENNANT CO COM 880345103 1,359 43,824 SH SOLE 0 43,824
TENNECO AUTOMOTIVE COM 880349105 709 89,301 SH SOLE 0 89,301
TEPPCO PARTNERS L P 872384102 1,558 70,000 SH SOLE 0 70,000
TERADYNE INC COM 880770102 47,716 580,130 SH SOLE 0 580,130
TERAYON COMMUNICATICOM 880775101 7,483 36,500 SH SOLE 0 36,500
TEREX CORP NEW COM 880779103 298 20,700 SH SOLE 0 20,700
TERRA INDS INC COM 880915103 577 249,716 SH SOLE 0 249,716
TESORO PETE CORP COM 881609101 1,017 88,425 SH SOLE 0 88,425
TETRA TECH INC NEW COM 88162G103 2,084 87,752 SH SOLE 0 87,752
TEXACO INC COM 881694103 81,899 1,527,259 SH SOLE 0 1,527,259
TEXAS INDS INC COM 882491103 2,347 75,396 SH SOLE 0 75,396
TEXAS INSTRS INC COM 882508104 410,824 2,567,649 SH SOLE 0 2,567,649
TEXAS REGL BANCSHARCL A VT882673106 347 13,650 SH SOLE 0 13,650
TEXAS UTILS CO COM 882848104 26,713 899,804 SH SOLE 0 899,804
TEXTRON INC COM 883203101 29,110 478,186 SH SOLE 0 478,186
THE TRUST COMPANY OCOM 898304100 432 22,281 SH SOLE 0 22,281
THERAGENICS CORP COM 883375107 845 63,200 SH SOLE 0 63,200
THERMEDICS INC COM 883901100 565 69,012 SH SOLE 0 69,012
THERMO CARDIOSYSTEMCOM NON88355K200 902 64,413 SH SOLE 0 64,413
THERMO ECOTEK CORP COM 88355R106 101 12,314 SH SOLE 0 12,314
THERMO ELECTRON CORCOM 883556102 8,116 398,340 SH SOLE 0 398,340
THERMO FIBERTEK INCCOM 88355W105 522 75,987 SH SOLE 0 75,987
THERMO INSTR SYS INCOM 883559106 2,438 115,743 SH SOLE 0 115,743
THERMOLASE COM 883624108 31 13,000 SH SOLE 0 13,000
THERMOQUEST CORP COM 883655102 90 5,348 SH SOLE 0 5,348
THESTREET COM INC COM 88368Q103 166 17,800 SH SOLE 0 17,800
THOMAS + BETTS CORPCOM 884315102 5,310 187,954 SH SOLE 0 187,954
THOMAS INDS INC COM 884425109 4,607 245,702 SH SOLE 0 245,702
THOR INDS INC COM 885160101 1,191 48,981 SH SOLE 0 48,981
THORNBURG MTG ASSETCOM 885218107 452 61,287 SH SOLE 0 61,287
TIBCO SOFTWARE INC COM 88632Q103 16,113 197,700 SH SOLE 0 197,700
TIDEWATER INC COM 886423102 8,421 264,719 SH SOLE 0 264,719
TIFFANY + CO NEW COM 886547108 17,848 213,428 SH SOLE 0 213,428
TIMBERLAND CO CL A 887100105 4,242 83,180 SH SOLE 0 83,180
TIME WARNER INC COM 887315109 385,673 3,856,734 SH SOLE 0 3,856,734
TIME WARNER TELECOMCL A 887319101 8,697 109,400 SH SOLE 0 109,400
TIMES MIRROR CO NEWCOM SER887364107 15,702 168,947 SH SOLE 0 168,947
TIMKEN CO COM 887389104 2,756 169,574 SH SOLE 0 169,574
TITAN CORP COM 888266103 4,590 90,000 SH SOLE 0 90,000
TITAN INTL INC ILL COM 88830M102 166 23,124 SH SOLE 0 23,124
TITAN PHARMACEUTICACOM 888314101 1,811 58,200 SH SOLE 0 58,200
TITANIUM METALS CORCOM 888339108 178 40,677 SH SOLE 0 40,677
TJX COS INC NEW COM 872540109 32,496 1,464,591 SH SOLE 0 1,464,591
TMP WORLDWIDE INC COM 872941109 13,605 174,984 SH SOLE 0 174,984
TNP ENTERPRISES INCCOM 872594106 1,697 38,736 SH SOLE 0 38,736
TOLL BROS INC COM 889478103 3,277 163,829 SH SOLE 0 163,829
TOO INC COM 890333107 2,199 69,679 SH SOLE 0 69,679
TOOTSIE ROLL INDS ICOM 890516107 8,069 256,144 SH SOLE 0 256,144
TORCHMARK INC COM 891027104 8,438 364,870 SH SOLE 0 364,870
TORO CO COM 891092108 1,496 49,973 SH SOLE 0 49,973
TOSCO CORP COM NEW891490302 28,556 938,197 SH SOLE 0 938,197
TOTAL RENAL CARE HLCOM 89151A107 676 216,364 SH SOLE 0 216,364
TOTAL SYS SVCS INC COM 891906109 4,043 253,695 SH SOLE 0 253,695
TOWER AUTOMOTIVE INCOM 891707101 1,032 63,000 SH SOLE 0 63,000
TOWN + CNTRY TR SH BEN 892081100 853 50,927 SH SOLE 0 50,927
TOYS R US INC COM 892335100 11,036 745,079 SH SOLE 0 745,079
TRACK DATA CORP COM 891918104 1,228 167,200 SH SOLE 0 167,200
TRAMMELL CROW CO COM 89288R106 1,158 104,652 SH SOLE 0 104,652
TRANS WORLD AIRLS ICOM PAR893349837 394 170,200 SH SOLE 0 170,200
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TRAVELOCITY COM INCCOM 893953109 2,969 101,087 SH SOLE 0 101,087
TREDEGAR INDS INC COM 894650100 8,540 317,039 SH SOLE 0 317,039
TREGA BIOSCIENCES ICOM 894699107 163 34,459 SH SOLE 0 34,459
TRENDWEST RESORTS ICOM 894917103 3,213 136,000 SH SOLE 0 136,000
TRENWICK GROUP INC COM 895290104 783 55,402 SH SOLE 0 55,402
TREX INC COM 89531P105 425 11,100 SH SOLE 0 11,100
TREX MED CORP COM 89531R101 21 7,093 SH SOLE 0 7,093
TRIAD GTY INC COM 895925105 427 21,000 SH SOLE 0 21,000
TRIAD HOSPS INC COM 89579K109 1,644 98,163 SH SOLE 0 98,163
TRIANGLE PHARMACEUTCOM 89589H104 444 28,209 SH SOLE 0 28,209
TRIARC COS INC CL A 895927101 2,060 102,988 SH SOLE 0 102,988
TRIBUNE CO NEW COM 896047107 25,101 686,526 SH SOLE 0 686,526
TRICON GLOBAL RESTACOM 895953107 15,452 497,452 SH SOLE 0 497,452
TRIGON HEALTHCARE ICOM 89618L100 740 20,700 SH SOLE 0 20,700
TRIMBLE NAVIGATION COM 896239100 1,194 46,386 SH SOLE 0 46,386
TRINITY INDS INC COM 896522109 5,083 214,571 SH SOLE 0 214,571
TRIQUINT SEMICONDUCCOM 89674K103 5,674 77,200 SH SOLE 0 77,200
TRIUMPH GROUP INC NCOM 896818101 461 15,825 SH SOLE 0 15,825
TRIZETTO GROUP INC COM 896882107 5,897 169,400 SH SOLE 0 169,400
TRUE NORTH COMMUNICCOM 897844106 2,488 63,290 SH SOLE 0 63,290
TRUSTCO BK CORP N YCOM 898349105 1,703 145,750 SH SOLE 0 145,750
TRUSTMARK CORP COM 898402102 4,270 211,516 SH SOLE 0 211,516
TRW INC COM 872649108 23,923 408,947 SH SOLE 0 408,947
TUBOSCOPE INC COM 898600101 2,066 121,500 SH SOLE 0 121,500
TUESDAY MORNING CORCOM NEW899035505 69 4,800 SH SOLE 0 4,800
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TV GUIDE INC CL A 87307Q109 10,516 218,800 SH SOLE 0 218,800
TWINLAB CORP COM 901774109 283 39,720 SH SOLE 0 39,720
TYLER TECHNOLOGIES COM 902252105 231 38,937 SH SOLE 0 38,937
TYSON FOODS INC (DECLS A C902494103 4,892 439,693 SH SOLE 0 439,693
U S FOODSERVICE COM 90331R101 4,577 177,754 SH SOLE 0 177,754
U S HOME CORP NEW COM 911920106 1,679 44,175 SH SOLE 0 44,175
U S INDS INC NEW COM 912080108 19,429 1,756,257 SH SOLE 0 1,756,257
U S OFFICE PRODS COCOM NEW912325305 149 59,736 SH SOLE 0 59,736
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U S TR CORP NEW COM 91288L105 17,815 94,260 SH SOLE 0 94,260
U S WEST INC NEW COM 91273H101 110,075 1,515,664 SH SOLE 0 1,515,664
UAL CORP COM PAR902549500 3,172 52,979 SH SOLE 0 52,979
UCAR INTL INC COM 90262K109 929 70,469 SH SOLE 0 70,469
UDC HOMES INC COM 902646108 254 35,700 SH SOLE 0 35,700
UGI CORP NEW COM 902681105 25,391 1,174,161 SH SOLE 0 1,174,161
UICI COM 902737105 751 113,352 SH SOLE 0 113,352
ULTRAMAR DIAMOND SHCOM 904000106 9,355 368,663 SH SOLE 0 368,663
ULTRATECH STEPPER ICOM 904034105 458 32,120 SH SOLE 0 32,120
UMB FINL CORP COM 902788108 2,620 71,300 SH SOLE 0 71,300
UNICOM CORP COM 904911104 25,504 698,737 SH SOLE 0 698,737
UNIFI INC COM 904677101 1,953 218,560 SH SOLE 0 218,560
UNIFIRST CORP COM 904708104 881 78,332 SH SOLE 0 78,332
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UNION PAC CORP COM 907818108 28,977 740,629 SH SOLE 0 740,629
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UNION PLANTERS CORPCOM 908068109 12,630 409,902 SH SOLE 0 409,902
UNIONBANCAL CORP COM 908906100 3,860 140,052 SH SOLE 0 140,052
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UNISYS CORP COM 909214108 22,412 878,913 SH SOLE 0 878,913
UNITED ASSET MGMT CCOM 909420101 3,504 202,404 SH SOLE 0 202,404
UNITED AUTO GROUP ICOM 909440109 248 28,122 SH SOLE 0 28,122
UNITED BANKSHARES ICOM 909907107 1,326 60,280 SH SOLE 0 60,280
UNITED COS FINL CORCOM 909870107 5 78,562 SH SOLE 0 78,562
UNITED DOMINION RLTCOM 910197102 2,996 297,726 SH SOLE 0 297,726
UNITED FIRE CAS CCOM 910331107 2,330 121,041 SH SOLE 0 121,041
UNITED HEALTHCARE CCOM 910581107 48,823 818,840 SH SOLE 0 818,840
UNITED ILLUM CO COM 910637107 1,823 46,440 SH SOLE 0 46,440
UNITED RENTALS INC COM 911363109 596 34,550 SH SOLE 0 34,550
UNITED STATES CELLUCOM 911684108 4,950 69,712 SH SOLE 0 69,712
UNITED STATIONERS ICOM 913004107 2,013 56,400 SH SOLE 0 56,400
UNITED TECHNOLOGIESCOM 913017109 91,781 1,452,518 SH SOLE 0 1,452,518
UNITED TELEVISION ICOM 913066106 4,521 34,151 SH SOLE 0 34,151
UNITED WTR RES INC COM 913190104 3,569 102,700 SH SOLE 0 102,700
UNITEDGLOBALCOM CL A 913247508 15,032 200,264 SH SOLE 0 200,264
UNITRIN INC COM 913275103 7,504 188,768 SH SOLE 0 188,768
UNIVERSAL CORP VA COM 913456109 1,948 129,296 SH SOLE 0 129,296
UNIVERSAL FOODS CORCOM 913538104 4,236 198,154 SH SOLE 0 198,154
UNIVERSAL FST PRODSCOM 913543104 561 45,298 SH SOLE 0 45,298
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UNIVISION COMMUNICACL A 914906102 25,065 221,814 SH SOLE 0 221,814
UNOCAL CORP COM 915289102 21,575 725,203 SH SOLE 0 725,203
UNOVA INC COM 91529B106 1,890 139,999 SH SOLE 0 139,999
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URBAN OUTFITTERS INCOM 917047102 456 30,886 SH SOLE 0 30,886
URBAN SHOPPING CTRSCOM 917060105 1,035 35,628 SH SOLE 0 35,628
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US BANCORP DEL COM 902973106 45,230 2,067,635 SH SOLE 0 2,067,635
US FREIGHTWAYS CORPCOM 916906100 1,814 48,441 SH SOLE 0 48,441
US ONCOLOGY INC COM 90338W103 529 117,464 SH SOLE 0 117,464
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USBANCORP INC COM 917292104 764 67,917 SH SOLE 0 67,917
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VALERO ENERGY CORP COM 91913Y100 4,871 159,065 SH SOLE 0 159,065
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VENTAS INC COM 92276F100 627 189,273 SH SOLE 0 189,273
VENTIV HEALTH INC COM 922793104 420 41,699 SH SOLE 0 41,699
VENTRO CORP COM 922815105 1,246 22,000 SH SOLE 0 22,000
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VIANT CORP COM 92553N107 4,489 134,000 SH SOLE 0 134,000
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WARNACO GROUP INC COM CL 934390105 1,927 163,165 SH SOLE 0 163,165
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WICOR INC COM 929253102 2,593 83,661 SH SOLE 0 83,661
WILEY JOHN + SON CLASS A968223206 3,476 193,088 SH SOLE 0 193,088
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WILLIAMS COS INC COM 969457100 55,394 1,260,756 SH SOLE 0 1,260,756
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XTRA CORP COM 984138107 2,323 61,127 SH SOLE 0 61,127
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ZALE CORP NEW COM 988858106 8,057 170,734 SH SOLE 0 170,734
ZEBRA TECHNOLOGIES CL A 989207105 2,566 51,328 SH SOLE 0 51,328
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ZIFF DAVIS INC COM ZDN989511209 761 35,800 SH SOLE 0 35,800
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ZIXIT CORP COM 98974P100 2,913 40,000 SH SOLE 0 40,000
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