UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2000
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement
[ ] adds new holdings entries
Institutional Investment Manager Filing this report:
Name: Commonwealth of Pennsylvania
Public School Employees Retirement System
Address: 5 North 5th Street
Harrisburg, PA 17101
13F File Number:
The institutional investment manager filing this report and the person by
whom it is signed hereby represents that the person signing this report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that all information contained herein is true,
correct and complete, and that it is understood that required items,
statements, schedules, lists, and tables, are considered integral parts
of this form.
Persons signing this Report on Behalf of Reporting Manager:
Name: John C. Lane
Title: Chief Investment Officer
Phone: 717-720-4702
Signature, Place, and Date of Signing:
/s/ John C. Lane Harrisburg, Pennsylania August 14, 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: 2,915
Form 13F Information Table Value Total: $24,481,707
(in 000s)
List of Other Included Managers: N/A
<PAGE>
<TABLE> <C> <C>
AS OF JUNE 30, 2000
Title Voting
of Value Invst Other Authority
Name of Issuer Class CUSIP (in 000s) Shares Discr Mngrs. (SOLE)
24/7 MEDIA INC COM 901314104 928 59,400 SH SOLE 0 59,400
3COM CORP COM COM 885535104 14,979 259,939 SH SOLE 0 259,939
4 KIDS ENTERTAICOM 350865101 821 31,500 SH SOLE 0 31,500
8X8 INC COM COM 282912104 540 45,000 SH SOLE 0 45,000
99 CENTS ONLY SCOM 65440K106 7,308 183,266 SH SOLE 0 183,266
AAR CORP COM 000361105 1,504 125,300 SH SOLE 0 125,300
AARON RENTS INCCOM 002535201 3,731 297,029 SH SOLE 0 297,029
ABBOTT LABS COMCOM 002824100 43,739 981,524 SH SOLE 0 981,524
ABC BANCORP COM 000400101 163 16,900 SH SOLE 0 16,900
ABERCROMBIE & FCL A 002896207 7,161 587,600 SH SOLE 0 587,600
ABGENIX INC COMCOM 00339B107 3,176 26,500 SH SOLE 0 26,500
ABM INDS INC COM 000957100 7,137 310,288 SH SOLE 0 310,288
ABOUT.COM INC CCOM 003736105 589 18,700 SH SOLE 0 18,700
ACCLAIM ENTMT ICL A 004325205 168 117,000 SH SOLE 0 117,000
ACCREDO HEALTH COM 00437V104 3,788 109,600 SH SOLE 0 109,600
ACCRUE SOFTWARECOM 00437W102 1,147 32,300 SH SOLE 0 32,300
ACE LTD CAYMAN ADR G0070K103 1,064 38,000 SH SOLE 0 38,000
ACER INC GDR 14GDR 004433108 235 25,156 SH SOLE 0 25,156
ACLARA BIOSCIENCL A 00461P106 1,411 27,700 SH SOLE 0 27,700
ACME COMMUNICATCOM 004631107 277 15,200 SH SOLE 0 15,200
ACNIELSEN CORP COM 004833109 7,711 350,500 SH SOLE 0 350,500
ACT MFG INC COMCOM 000973107 989 21,300 SH SOLE 0 21,300
ACTEL CORP COM COM 004934105 6,479 142,000 SH SOLE 0 142,000
ACTION PERFORMACOM 004933107 533 73,500 SH SOLE 0 73,500
ACTIVE SOFTWARECOM 00504E100 179 2,300 SH SOLE 0 2,300
ACTIVISION INC COM 004930202 1,084 166,700 SH SOLE 0 166,700
ACTUATE CORP COCOM 00508B102 1,313 24,600 SH SOLE 0 24,600
ACTV INC COM 00088E104 913 61,100 SH SOLE 0 61,100
ACUSON COM COM 005113105 2,279 168,822 SH SOLE 0 168,822
ACXIOM CORP COMCOM 005125109 13,647 500,800 SH SOLE 0 500,800
ADAC LABS NEW CCOM 005313200 4,865 202,700 SH SOLE 0 202,700
ADAPTEC INC COMCOM 00651F108 1,647 72,400 SH SOLE 0 72,400
ADAPTIVE BROADBCOM 00650M104 6,501 176,900 SH SOLE 0 176,900
ADC TELECOMMUNICOM 000886101 36,316 432,975 SH SOLE 0 432,975
ADE CORP MASS CCOM 00089C107 520 27,214 SH SOLE 0 27,214
ADELPHIA BUSINECL A 006847107 563 24,300 SH SOLE 0 24,300
ADELPHIA COMMUNCL A 006848105 7,702 164,300 SH SOLE 0 164,300
ADEPT TECHNOLOGCOM 006854103 126 2,700 SH SOLE 0 2,700
ADMINISTAFF INCCOM 007094105 5,804 91,400 SH SOLE 0 91,400
ADOBE SYS INC DCOM 00724F101 11,364 87,412 SH SOLE 0 87,412
ADTRAN INC COM 00738A106 13,406 223,900 SH SOLE 0 223,900
ADVANCED DIGITACOM 007525108 1,313 82,400 SH SOLE 0 82,400
ADVANCED ENERGYCOM 007973100 2,776 47,100 SH SOLE 0 47,100
ADVANCED FIBER COM 00754A105 1,160 25,600 SH SOLE 0 25,600
ADVANCED MICRO COM 007903107 20,317 263,007 SH SOLE 0 263,007
ADVANCED PARADICOM 007491103 2,093 102,100 SH SOLE 0 102,100
ADVANCED RADIO COM 00754U101 91 6,200 SH SOLE 0 6,200
ADVANCED SEMICOADR Y00153117 641 42,000 SH SOLE 0 42,000
ADVANCED TISSUECOM 00755F103 2,291 285,300 SH SOLE 0 285,300
ADVANTA CORP CLCL A 007942105 102 8,400 SH SOLE 0 8,400
ADVENT SOFTWARECOM 007974108 5,676 88,000 SH SOLE 0 88,000
ADVO INC COM 007585102 7,286 173,486 SH SOLE 0 173,486
AEROFLEX INC COM 007768104 8,805 177,200 SH SOLE 0 177,200
AES CORP COM COM 00130H105 65,452 1,434,560 SH SOLE 0 1,434,560
AETNA INC COM COM 008117103 9,287 144,689 SH SOLE 0 144,689
AFFILIATED COMPCL A 008190100 15,599 471,800 SH SOLE 0 471,800
AFFILIATED MANACOM 008252108 2,123 46,661 SH SOLE 0 46,661
AFFYMETRIX INC COM 00826T108 2,312 14,000 SH SOLE 0 14,000
AFLAC INC COM COM 001055102 10,635 231,500 SH SOLE 0 231,500
AGCO CORP COM COM 001084102 4,247 346,700 SH SOLE 0 346,700
AGENCY COM LTD COM 008447104 12 700 SH SOLE 0 700
AGILE SOFTWARE COM 00846X105 2,707 38,300 SH SOLE 0 38,300
AGILENT TECHNOLCOM 00846U101 29,839 404,603 SH SOLE 0 404,603
AGL RES INC COM 001204106 5,120 321,242 SH SOLE 0 321,242
AGRIBRANDS INTLCOM 00849R105 2,244 53,500 SH SOLE 0 53,500
AHL SVCS INC COM 001296102 1,964 320,600 SH SOLE 0 320,600
AIR PRODS & CHECOM 009158106 18,908 613,632 SH SOLE 0 613,632
AIRBORNE FGHT CCOM 009266107 6,473 341,791 SH SOLE 0 341,791
AIRGAS INC COM 009363102 2,715 477,400 SH SOLE 0 477,400
AIRGATE PCS INCCOM 009367103 1,929 36,700 SH SOLE 0 36,700
AK STL HLDG CORCOM 001547108 5,279 659,871 SH SOLE 0 659,871
AKAMAI TECHNOLOCOM 00971T101 1,805 15,200 SH SOLE 0 15,200
ALABAMA NATL BACOM 010317105 40 2,000 SH SOLE 0 2,000
ALAMOSA PCS HLDCOM 011593100 1,557 74,600 SH SOLE 0 74,600
ALASKA AIR GROUCOM 011659109 4,337 159,900 SH SOLE 0 159,900
ALASKA COMMNS SCOM 01167P101 1,468 141,500 SH SOLE 0 141,500
ALBANY INTL CORCL A 012348108 2,489 171,622 SH SOLE 0 171,622
ALBANY MOLECULACOM 012423109 599 11,000 SH SOLE 0 11,000
ALBEMARLE CORP COM 012653101 5,619 284,504 SH SOLE 0 284,504
ALBERTO CULVER CL B 013068101 1,940 63,483 SH SOLE 0 63,483
ALBERTSONS INC COM 013104104 13,578 408,362 SH SOLE 0 408,362
ALCAN ALUM LTD COM 013716105 5,221 168,424 SH SOLE 0 168,424
ALCATEL ADR ADR 013904305 3,390 50,974 SH SOLE 0 50,974
ALCOA INC COM COM 013817101 27,657 953,690 SH SOLE 0 953,690
ALEXANDER & BALCOM 014482103 5,352 242,600 SH SOLE 0 242,600
ALEXANDRIA REALCOM 015271109 9,302 271,107 SH SOLE 0 271,107
ALEXION PHARMACCOM 015351109 4,762 66,600 SH SOLE 0 66,600
ALFA CORP COM 015385107 145 8,300 SH SOLE 0 8,300
ALKERMES INC COCOM 01642T108 4,510 95,700 SH SOLE 0 95,700
ALLAIRE CORP COCOM 016714107 3,168 86,200 SH SOLE 0 86,200
ALLEGHANY CORP COM 017175100 118 700 SH SOLE 0 700
ALLEGHENY ENERGCOM 017361106 18,117 661,800 SH SOLE 0 661,800
ALLEGHENY TECHNCOM 01741R102 1,347 74,835 SH SOLE 0 74,835
ALLEGIANCE TELECOM 01747T102 5,738 89,650 SH SOLE 0 89,650
ALLEN TELECOM ICOM 018091108 2,575 145,600 SH SOLE 0 145,600
ALLERGAN INC COCOM 018490102 10,301 138,268 SH SOLE 0 138,268
ALLIANCE PHARMACOM 018773101 2,933 260,700 SH SOLE 0 260,700
ALLIANCE SEMICOCOM 01877H100 6,055 246,500 SH SOLE 0 246,500
ALLIANT ENERGY COM 018802108 11,957 459,885 SH SOLE 0 459,885
ALLIANT TECHSYSCOM 018804104 2,968 44,009 SH SOLE 0 44,009
ALLIED CAPITAL COM 01903Q108 9,729 572,315 SH SOLE 0 572,315
ALLIED RISER COCOM 019496108 1,863 131,879 SH SOLE 0 131,879
ALLIED WASTE INCOM 019589308 5,003 500,315 SH SOLE 0 500,315
ALLMERICA FINL COM 019754100 15,948 304,500 SH SOLE 0 304,500
ALLSCRIPTS INC COM 019886100 182 7,900 SH SOLE 0 7,900
ALLSTATE CORP CCOM 020002101 22,058 991,380 SH SOLE 0 991,380
ALLTEL CORP COM 020039103 22,552 364,104 SH SOLE 0 364,104
ALPHA 1 BIOMEDICOM 020910105 - 252 SH SOLE 0 252
ALPHA INDS INC COM 020753109 10,099 229,200 SH SOLE 0 229,200
ALPHARMA INC CLCL A 020813101 14,205 228,200 SH SOLE 0 228,200
ALSTOM SPONSOREADR 021244108 44 1,600 SH SOLE 0 1,600
ALTEON WEBSYSTECOM 02145A109 1,841 18,400 SH SOLE 0 18,400
ALTERA CORP COMCOM 021441100 16,504 161,900 SH SOLE 0 161,900
ALZA CORP COM COM 022615108 8,861 149,876 SH SOLE 0 149,876
AMB PPTYS CORP COM 00163T109 7,023 307,878 SH SOLE 0 307,878
AMBAC FINANCIALCOM 023139108 28,848 526,300 SH SOLE 0 526,300
AMCAST INDL CORCOM 023395106 349 39,900 SH SOLE 0 39,900
AMCOL INTERNATICOM 02341W103 215 13,038 SH SOLE 0 13,038
AMCORE FINL INCCOM 023912108 62 3,412 SH SOLE 0 3,412
AMDOCS LTD COM COM G02602103 2,794 36,400 SH SOLE 0 36,400
AMERADA HESS COCOM 023551104 4,636 75,070 SH SOLE 0 75,070
AMEREN CORP COM 023608102 6,703 198,613 SH SOLE 0 198,613
AMERICA ONLINE COM 02364J104 97,998 1,859,990 SH SOLE 0 1,859,990
AMERICA WEST HLCL B 023657208 285 16,654 SH SOLE 0 16,654
AMERICAN CAP STCOM 024937104 801 33,546 SH SOLE 0 33,546
AMERICAN CLASSICL A 024928103 113 5,500 SH SOLE 0 5,500
AMERICAN COIN MCOM 02516B108 363 145,100 SH SOLE 0 145,100
AMERICAN EAGLE COM 02553E106 5,036 359,700 SH SOLE 0 359,700
AMERICAN ELEC PCOM 025537101 8,204 276,917 SH SOLE 0 276,917
AMERICAN EXPRESCOM 025816109 65,624 1,258,980 SH SOLE 0 1,258,980
AMERICAN FINL GCOM 025932104 8,156 328,700 SH SOLE 0 328,700
AMERICAN FINL HCOM 026075101 62 3,909 SH SOLE 0 3,909
AMERICAN FREIGHCOM 02629V108 2,208 152,300 SH SOLE 0 152,300
AMERICAN GEN COCOM 026351106 12,618 206,858 SH SOLE 0 206,858
AMERICAN GREETICL A 026375105 4,597 241,931 SH SOLE 0 241,931
AMERICAN HOME PCOM 026609107 72,628 1,236,218 SH SOLE 0 1,236,218
AMERICAN INDL PCOM 026791202 63 4,619 SH SOLE 0 4,619
AMERICAN INTL GCOM 026874107 202,819 1,726,118 SH SOLE 0 1,726,118
AMERICAN ITALIACOM 027070101 1,703 82,300 SH SOLE 0 82,300
AMERICAN MGMT SCOM 027352103 9,671 294,600 SH SOLE 0 294,600
AMERICAN NATL CCOM 027714104 57 3,349 SH SOLE 0 3,349
AMERICAN NATL ICOM 028591105 128 2,500 SH SOLE 0 2,500
AMERICAN PWR COCOM 029066107 14,799 362,600 SH SOLE 0 362,600
AMERICAN RETIRECOM 028913101 1,064 191,200 SH SOLE 0 191,200
AMERICAN STD COCOM 029712106 17,532 427,600 SH SOLE 0 427,600
AMERICAN STS WTCOM 029899101 1,199 40,300 SH SOLE 0 40,300
AMERICAN SUPERCCOM 030111108 154 3,200 SH SOLE 0 3,200
AMERICAN TOWER COM 029912201 2,385 57,200 SH SOLE 0 57,200
AMERICAN WTR WKCOM 030411102 13,728 549,100 SH SOLE 0 549,100
AMERICAN XTAL TCOM 030514103 4,878 112,795 SH SOLE 0 112,795
AMERICREDIT CORCOM 03060R101 7,423 436,663 SH SOLE 0 436,663
AMERIPATH INC COM 03071D109 93 10,500 SH SOLE 0 10,500
AMERISOURCE HEACOM 03071P102 23,721 765,200 SH SOLE 0 765,200
AMERITRADE HLDGCL A 03072H109 79 6,800 SH SOLE 0 6,800
AMERN PAC CORP COM 028994119 2,143 2,142,857 SH SOLE 0 2,142,857
AMERUS LIFE HLDCOM 030732101 80 3,900 SH SOLE 0 3,900
AMES DEPT STORECOM 030789507 1,039 134,000 SH SOLE 0 134,000
AMETEK INC COM 031100100 3,143 179,600 SH SOLE 0 179,600
AMFM INC COM COM 001693100 1,484 21,500 SH SOLE 0 21,500
AMGEN INC COM 031162100 76,431 1,087,984 SH SOLE 0 1,087,984
AMKOR TECHNOLOGCOM 031652100 961 27,200 SH SOLE 0 27,200
AMLI RESIDENTIABEN IN001735109 535 22,700 SH SOLE 0 22,700
AMPHENOL CORP NCL A 032095101 2,085 31,500 SH SOLE 0 31,500
AMPLICON INC COM 032101107 1,723 181,400 SH SOLE 0 181,400
AMR CORP DEL COCOM 001765106 3,039 114,964 SH SOLE 0 114,964
AMSOUTH BANCORPCOM 032165102 4,546 288,658 SH SOLE 0 288,658
AMYLIN PHARMACECOM 032346108 118 7,800 SH SOLE 0 7,800
ANADARKO PETE CCOM 032511107 1,565 31,738 SH SOLE 0 31,738
ANADIGICS INC COM 032515108 918 26,950 SH SOLE 0 26,950
ANALOG DEVICES COM 032654105 22,762 299,500 SH SOLE 0 299,500
ANALOGIC CORP CCOM 032657207 2,351 58,775 SH SOLE 0 58,775
ANALYSTS INTL CCOM 032681108 969 104,050 SH SOLE 0 104,050
ANAREN MICROWAVCOM 032744104 5,873 44,750 SH SOLE 0 44,750
ANCHOR BANCORP COM 032839102 1,707 111,500 SH SOLE 0 111,500
ANCHOR GAMING COM 033037102 3,516 73,355 SH SOLE 0 73,355
ANCOR COMMUNICACOM 03332K108 161 4,500 SH SOLE 0 4,500
ANDOVER BANCORPCOM 034258103 112 3,900 SH SOLE 0 3,900
ANDREW CORP COMCOM 034425108 7,557 225,157 SH SOLE 0 225,157
ANDRX CORP COM 034551101 4,852 75,900 SH SOLE 0 75,900
ANGELICA CORP CCOM 034663104 2,472 309,000 SH SOLE 0 309,000
ANGLO AMERN PLAADR 034855106 14,377 498,700 SH SOLE 0 498,700
ANGLOGOLD LTD SADR 035128206 1,168 56,790 SH SOLE 0 56,790
ANHEUSER BUSCH COM 035229103 24,240 324,549 SH SOLE 0 324,549
ANIXTER INTL INCOM 035290105 4,618 174,280 SH SOLE 0 174,280
ANNTAYLOR STORECOM 036115103 6,276 189,467 SH SOLE 0 189,467
ANNUITY AND LIFCOM G03910109 1,463 59,700 SH SOLE 0 59,700
ANSWERTHINK INCCOM 036916104 761 45,800 SH SOLE 0 45,800
ANTEC CORP COM COM 03664P105 9,825 236,400 SH SOLE 0 236,400
ANTHRACITE CAP COM 037023108 356 50,000 SH SOLE 0 50,000
ANTIGENICS INC COM 037032109 2,949 177,400 SH SOLE 0 177,400
AON CORP COM COM 037389103 6,748 217,231 SH SOLE 0 217,231
APACHE CORP COMCOM 037411105 7,452 126,701 SH SOLE 0 126,701
APARTMENT INVT CL A 03748R101 17,826 412,151 SH SOLE 0 412,151
APEX INC COM COM 037548104 4,337 99,129 SH SOLE 0 99,129
APOGEE ENTERPRICOM 037598109 440 124,700 SH SOLE 0 124,700
APOLLO GROUP INCL A 037604105 12,541 447,900 SH SOLE 0 447,900
APPLE COMPUTER COM 037833100 27,362 522,432 SH SOLE 0 522,432
APPLEBEES INTL COM 037899101 6,609 218,043 SH SOLE 0 218,043
APPLICA INC COMCOM 03815A106 1,203 106,300 SH SOLE 0 106,300
APPLIED GRAPHICCOM 037937109 391 92,000 SH SOLE 0 92,000
APPLIED INDL TECOM 03820C105 2,356 143,885 SH SOLE 0 143,885
APPLIED MATLS ICOM 038222105 148,871 1,642,718 SH SOLE 0 1,642,718
APPLIED MICRO CCOM 03822W109 7,475 75,700 SH SOLE 0 75,700
APPLIED PWR INCCOM 038225108 6,275 187,301 SH SOLE 0 187,301
APPLIEDTHEORY CCOM 03828R104 482 32,100 SH SOLE 0 32,100
APPNET INC COM COM 03831Q101 166 4,600 SH SOLE 0 4,600
APRIA HEALTHCARCOM 037933108 3,750 306,100 SH SOLE 0 306,100
APTARGROUP INC COM 038336103 4,588 169,932 SH SOLE 0 169,932
ARACRUZ CELULOSADR RE 038496204 7,593 393,150 SH SOLE 0 393,150
ARCH CHEMICAL ICOM 03937R102 2,435 111,335 SH SOLE 0 111,335
ARCH COAL INC CCOM 039380100 52 6,800 SH SOLE 0 6,800
ARCHER DANIELS COM 039483102 4,241 432,176 SH SOLE 0 432,176
ARCHSTONE CMNTYCOM 039581103 4,727 224,435 SH SOLE 0 224,435
ARCTIC CAT INC COM 039670104 1,426 120,100 SH SOLE 0 120,100
ARDEN RLTY GROUCOM 039793104 34,624 1,473,374 SH SOLE 0 1,473,374
ARGONAUT GROUP COM 040157109 66 3,849 SH SOLE 0 3,849
ARGOSY GAMING CCOM 040228108 976 67,900 SH SOLE 0 67,900
ARIAD PHARMACEUCOM 04033A100 72 5,400 SH SOLE 0 5,400
ARIBA INC COM COM 04033V104 1,059 10,800 SH SOLE 0 10,800
ARKANSAS BEST CCOM 040790107 883 88,900 SH SOLE 0 88,900
ARMOR HLDGS INCCOM 042260109 650 50,000 SH SOLE 0 50,000
ARMSTRONG HLDGSCOM 042384107 528 34,492 SH SOLE 0 34,492
ARNOLD INDS INCCOM 042595108 1,900 157,500 SH SOLE 0 157,500
ARROW ELECTRS ICOM 042735100 36,791 1,186,800 SH SOLE 0 1,186,800
ARROW INTL INC COM 042764100 469 14,000 SH SOLE 0 14,000
ART TECHNOLOGY COM 04289L107 676 6,700 SH SOLE 0 6,700
ARTESYN TECHNOLCOM 043127109 5,973 214,773 SH SOLE 0 214,773
ARTHROCARE CORPCOM 043136100 953 17,900 SH SOLE 0 17,900
ARVIN INDS INC COM 043339100 2,856 164,352 SH SOLE 0 164,352
ASHFORD COM INCCOM 044093102 72 25,000 SH SOLE 0 25,000
ASHLAND INC COM 044204105 1,800 51,351 SH SOLE 0 51,351
ASHWORTH INC COM 04516H101 272 60,800 SH SOLE 0 60,800
ASIA PULP & PAPADR 04516V100 1,870 369,400 SH SOLE 0 369,400
ASK JEEVES INC COM 045174109 54 3,000 SH SOLE 0 3,000
ASM INTERNATIONCOM N07045102 6,095 230,000 SH SOLE 0 230,000
ASM LITHOGRAPHYCOM N07059111 5,631 127,610 SH SOLE 0 127,610
ASPECT COMMUNICCOM 04523Q102 12,047 306,430 SH SOLE 0 306,430
ASPEN TECHNOLOGCOM 045327103 9,814 254,919 SH SOLE 0 254,919
ASSISTED LIVINGCOM 04543L109 69 110,000 SH SOLE 0 110,000
ASSOCIATED BANCCOM 045487105 8,652 396,649 SH SOLE 0 396,649
ASSOCIATES FIRSCOM 046008207 - 14,800 SH SOLE 0 14,800
ASSOCIATES FIRSCL A 046008108 17,929 803,524 SH SOLE 0 803,524
ASTEC INDS INC COM 046224101 2,226 87,714 SH SOLE 0 87,714
ASTORIA FINL COCOM 046265104 8,003 310,812 SH SOLE 0 310,812
ASTRAZENECA PLCADR 046353108 1,116 24,000 SH SOLE 0 24,000
ASYST TECHNOLOGCOM 04648X107 1,411 41,200 SH SOLE 0 41,200
AT&T CORP AT&T GROUP 001957406 18,975 680,700 SH SOLE 0 680,700
AT&T CORP COM COM 001957109 96,657 3,056,340 SH SOLE 0 3,056,340
AT&T CORP COM LCOM 001957208 84,143 3,469,800 SH SOLE 0 3,469,800
ATLANTIC COAST COM 048396105 6,404 201,697 SH SOLE 0 201,697
ATLANTIC GULF CCONV S 048556203 130 24,147 SH SOLE 0 24,147
ATLANTIC GULF CCL B E 048556146 1 16,098 SH SOLE 0 16,098
ATLANTIC GULF CCL C E 048556153 1 16,098 SH SOLE 0 16,098
ATLANTIC GULF CCOM 048556104 15 187,977 SH SOLE 0 187,977
ATLANTIC GULF CWT CL 048556138 1 16,098 SH SOLE 0 16,098
ATLAS AIR INC COM 049164106 5,195 144,800 SH SOLE 0 144,800
ATMEL CORP COM COM 049513104 47,410 1,285,700 SH SOLE 0 1,285,700
ATMI INC COM COM 00207R101 12,788 275,000 SH SOLE 0 275,000
ATMOS ENERGY COCOM 049560105 2,592 148,112 SH SOLE 0 148,112
ATWOOD OCEANIC COM 050095108 4,085 92,065 SH SOLE 0 92,065
AUDIOCODES LTD COM M15342104 192 1,600 SH SOLE 0 1,600
AUDIOVOX CORP CCL A 050757103 2,784 126,166 SH SOLE 0 126,166
AURORA BIOSCIENCOM 051920106 1,371 20,100 SH SOLE 0 20,100
AUSPEX SYS INC COM 052116100 660 133,600 SH SOLE 0 133,600
AUTODESK INC COCOM 052769106 5,967 172,017 SH SOLE 0 172,017
AUTOMATIC DATA COM 053015103 18,101 337,945 SH SOLE 0 337,945
AUTONATION INC COM 05329W102 2,792 395,300 SH SOLE 0 395,300
AUTOWEB COM INCCOM 053331104 151 71,000 SH SOLE 0 71,000
AUTOZONE INC COCOM 053332102 2,061 93,667 SH SOLE 0 93,667
AVALONBAY CMNTYCOM 053484101 52,603 1,259,945 SH SOLE 0 1,259,945
AVANEX CORP COMCOM 05348W109 936 9,800 SH SOLE 0 9,800
AVANT CORP COM COM 053487104 3,541 189,000 SH SOLE 0 189,000
AVERY DENNISON COM 053611109 3,901 58,116 SH SOLE 0 58,116
AVID TECHNOLOGYCOM 05367P100 1,443 120,226 SH SOLE 0 120,226
AVIGEN INC COM 053690103 118 2,700 SH SOLE 0 2,700
AVIRON COM COM 053762100 96 3,100 SH SOLE 0 3,100
AVIS GROUP HOLDCOM 053790101 228 12,169 SH SOLE 0 12,169
AVISTA CORP COMCOM 05379B107 585 33,557 SH SOLE 0 33,557
AVNET INC COM COM 053807103 32,562 549,571 SH SOLE 0 549,571
AVON PRODS INC COM 054303102 14,237 319,932 SH SOLE 0 319,932
AVT CORP COM COM 002420107 1,049 142,200 SH SOLE 0 142,200
AVX CORP COM 002444107 1,729 75,400 SH SOLE 0 75,400
AWARE INC MASS COM 05453N100 5,849 114,400 SH SOLE 0 114,400
AXA FINL INC COCOM 002451102 3,954 116,300 SH SOLE 0 116,300
AXENT TECHNOLOGCOM 05459C108 99 4,000 SH SOLE 0 4,000
AXYS PHARMACEUTCOM 054635107 391 65,900 SH SOLE 0 65,900
AZTAR CORPORATICOM 054802103 3,241 209,108 SH SOLE 0 209,108
BAKER HUGHES INCOM 057224107 15,530 485,324 SH SOLE 0 485,324
BAKER J INC COMCOM 057232100 367 63,200 SH SOLE 0 63,200
BAKER MICHAEL CCOM 057149106 1,537 236,400 SH SOLE 0 236,400
BALDOR ELEC CO COM 057741100 2,954 158,611 SH SOLE 0 158,611
BALL CORP COM COM 058498106 1,212 37,647 SH SOLE 0 37,647
BALLYS TOTAL FICOM 05873K108 944 37,200 SH SOLE 0 37,200
BANCFIRST CORP COM 05945F103 488 15,500 SH SOLE 0 15,500
BANCO DE A EDWASER A 059504100 335 24,800 SH SOLE 0 24,800
BANCO DE GALICIADR CL 059538207 450 30,394 SH SOLE 0 30,394
BANCO SANTANDERADR 05965F108 525 32,800 SH SOLE 0 32,800
BANCORPSOUTH INCOM 059692103 509 36,177 SH SOLE 0 36,177
BANDAG INC COM 059815100 3,931 162,100 SH SOLE 0 162,100
BANGOR HYDRO ELCOM 060077104 776 33,100 SH SOLE 0 33,100
BANK NEW YORK ICOM 064057102 27,124 583,310 SH SOLE 0 583,310
BANK OF AMERICACOM 060505104 76,446 1,777,818 SH SOLE 0 1,777,818
BANK ONE CORP CCOM 06423A103 31,024 1,167,957 SH SOLE 0 1,167,957
BANK UTD CORP CCOM 065412108 2,009 57,100 SH SOLE 0 57,100
BANKNORTH GROUPCOM 06646R107 13,230 864,000 SH SOLE 0 864,000
BANKUNITED FIN CL A 06652B103 508 70,000 SH SOLE 0 70,000
BANTA CORP COM 066821109 3,622 191,258 SH SOLE 0 191,258
BARD C R INC COM 067383109 2,757 57,278 SH SOLE 0 57,278
BARNES & NOBLE COM 067774109 10,959 492,530 SH SOLE 0 492,530
BARNES GROUP INCOM 067806109 1,352 82,900 SH SOLE 0 82,900
BARNESANDNOBLE CL A 067846105 10 1,500 SH SOLE 0 1,500
BARR LABS INC COM 068306109 8,626 192,482 SH SOLE 0 192,482
BARRA INC COM 068313105 3,354 67,668 SH SOLE 0 67,668
BARRETT RES CORCOM 068480201 4,694 154,228 SH SOLE 0 154,228
BARRICK GOLD COCOM 067901108 5,533 304,241 SH SOLE 0 304,241
BASIN EXPL INC COM 070107107 1,784 99,800 SH SOLE 0 99,800
BASSETT FURNITUCOM 070203104 672 53,200 SH SOLE 0 53,200
BAUSCH & LOMB ICOM 071707103 7,363 95,166 SH SOLE 0 95,166
BAXTER INTL INCCOM 071813109 16,037 228,076 SH SOLE 0 228,076
BAY VIEW CAP COCOM 07262L101 140 14,260 SH SOLE 0 14,260
BAYER A G SPONSADR 072730302 317 8,100 SH SOLE 0 8,100
BB&T CORP COM COM 054937107 4,104 171,883 SH SOLE 0 171,883
BBV BANCO BHIF ADR 073297103 360 24,800 SH SOLE 0 24,800
BCE INC COM COM 05534B109 10,913 458,300 SH SOLE 0 458,300
BE AEROSPACE INCOM 073302101 769 111,800 SH SOLE 0 111,800
BE FREE INC COMCOM 073308108 33 3,700 SH SOLE 0 3,700
BEA SYS INC COMCOM 073325102 158 3,200 SH SOLE 0 3,200
BEAR STEARNS COCOM 073902108 4,715 113,278 SH SOLE 0 113,278
BEASLEY BROADCACL A 074014101 1,551 113,800 SH SOLE 0 113,800
BECKMAN COULTERCOM 075811109 10,052 172,200 SH SOLE 0 172,200
BECTON DICKINSOCOM 075887109 11,639 405,724 SH SOLE 0 405,724
BED BATH & BEYOCOM 075896100 7,580 209,100 SH SOLE 0 209,100
BEDFORD PPTY INCOM 076446301 182 9,800 SH SOLE 0 9,800
BEL FUSE INC CLCL B 077347300 54 2,006 SH SOLE 0 2,006
BELDEN INC COM COM 077459105 12,269 478,793 SH SOLE 0 478,793
BELL ATLANTIC CCOM 077853109 63,953 1,258,610 SH SOLE 0 1,258,610
BELLSOUTH CORP COM 079860102 75,984 1,782,624 SH SOLE 0 1,782,624
BELO A H CORP CCOM 080555105 12,725 735,000 SH SOLE 0 735,000
BEMIS INC COM COM 081437105 1,263 37,569 SH SOLE 0 37,569
BENCHMARK ELECTCOM 08160H101 3,853 105,380 SH SOLE 0 105,380
BENIHANA INC CLCL A 082047200 1,897 141,800 SH SOLE 0 141,800
BERGEN BRUNSWIGCL A 083739102 4,288 779,638 SH SOLE 0 779,638
BERINGER WINE ECL B 084102102 5,049 142,976 SH SOLE 0 142,976
BERKSHIRE HATHACOM 084670207 2,288 1,300 SH SOLE 0 1,300
BERKSHIRE HATHACOM 084670108 5,541 103 SH SOLE 0 103
BERRY PETE CO CCL A 085789105 4,065 239,100 SH SOLE 0 239,100
BEST BUY INC COCOM 086516101 9,905 156,600 SH SOLE 0 156,600
BESTFOODS COM COM 08658U101 12,999 187,718 SH SOLE 0 187,718
BETHLEHEM STL CCOM 087509105 384 107,722 SH SOLE 0 107,722
BEVERLY ENTERPRCOM 087851309 194 68,848 SH SOLE 0 68,848
BHC COMMUNICATICL A 055448104 760 5,000 SH SOLE 0 5,000
BILLING CONCEPTCOM 090063108 844 190,300 SH SOLE 0 190,300
BINDLEY WESTN ICOM 090324104 4,320 163,408 SH SOLE 0 163,408
BINDVIEW DEV COCOM 090327107 88 7,300 SH SOLE 0 7,300
BIO TECHNOLOGY COM 090578105 3,396 257,541 SH SOLE 0 257,541
BIOGEN INC COM COM 090597105 4,812 74,600 SH SOLE 0 74,600
BIOMATRIX INC COM 09060P102 2,411 106,573 SH SOLE 0 106,573
BIOMET INC COM COM 090613100 7,073 184,004 SH SOLE 0 184,004
BIOSITE DIAGNOSCOM 090945106 1,060 22,000 SH SOLE 0 22,000
BIOVAIL CORP COCOM 09067J109 5,974 107,755 SH SOLE 0 107,755
BIRMINGHAM STL COM 091250100 541 139,600 SH SOLE 0 139,600
BISYS GROUP INCCOM 055472104 11,660 189,590 SH SOLE 0 189,590
BJ SVCS CO COM COM 055482103 39,006 624,100 SH SOLE 0 624,100
BJS WHSL CLUB ICOM 05548J106 16,880 511,500 SH SOLE 0 511,500
BLACK & DECKER COM 091797100 2,386 60,693 SH SOLE 0 60,693
BLACK BOX CORP COM 091826107 8,411 106,239 SH SOLE 0 106,239
BLACK HILLS CORCOM 092113109 3,532 156,529 SH SOLE 0 156,529
BLACKROCK INC CCL A 09247X101 1,987 68,500 SH SOLE 0 68,500
BLOCK DRUG INC CL A 093644102 231 5,459 SH SOLE 0 5,459
BLOCK H & R INCCOM 093671105 2,284 70,561 SH SOLE 0 70,561
BLOCKBUSTER INCCL A 093679108 591 61,000 SH SOLE 0 61,000
BLOUNT INTL INCCOM 095180105 35 4,600 SH SOLE 0 4,600
BLUE SQUARE-ISRADR 096055108 811 81,070 SH SOLE 0 81,070
BLYTH INC COM COM 09643P108 9,508 322,300 SH SOLE 0 322,300
BMC INDS INC MICOM 055607105 501 123,200 SH SOLE 0 123,200
BMC SOFTWARE INCOM 055921100 7,994 219,110 SH SOLE 0 219,110
BOARDWALK EQUITCOM 096613104 355 37,500 SH SOLE 0 37,500
BOB EVANS FARMSCOM 096761101 3,175 212,544 SH SOLE 0 212,544
BOEING CO COM COM 097023105 37,381 894,014 SH SOLE 0 894,014
BOISE CASCADE CCOM 097383103 1,940 74,993 SH SOLE 0 74,993
BOMBARDIER INC CL B 097751200 3,560 131,000 SH SOLE 0 131,000
BOMBAY CO COM 097924104 479 163,200 SH SOLE 0 163,200
BOOKHAM TECH PLADR 09856Q108 3,041 51,320 SH SOLE 0 51,320
BOOKS A MILLIONCOM 098570104 376 81,300 SH SOLE 0 81,300
BORDERS GROUP ICOM 099709107 8,155 524,015 SH SOLE 0 524,015
BORG WARNER INCCOM 099724106 6,718 191,267 SH SOLE 0 191,267
BOSTON COMMUNICCOM 100582105 1,204 86,000 SH SOLE 0 86,000
BOSTON PPTYS INCOM 101121101 20,348 526,800 SH SOLE 0 526,800
BOSTON SCIENTIFCOM 101137107 9,080 413,888 SH SOLE 0 413,888
BOTTOMLINE TECHCOM 101388106 903 26,400 SH SOLE 0 26,400
BOWATER INC COMCOM 102183100 13,727 311,100 SH SOLE 0 311,100
BOWNE & CO INC COM 103043105 1,732 172,078 SH SOLE 0 172,078
BOYD GAMING CORCOM 103304101 35 6,300 SH SOLE 0 6,300
BOYKIN LODGING COM 103430104 57 4,232 SH SOLE 0 4,232
BP AMOCO PLC SPADR 055622104 4,289 75,836 SH SOLE 0 75,836
BRADLEY REAL ESCOM 104580105 2,955 138,636 SH SOLE 0 138,636
BRADY CORPORATICL A 104674106 3,656 112,491 SH SOLE 0 112,491
BRANDYWINE RLTYCOM 105368203 4,154 217,218 SH SOLE 0 217,218
BRAUNS FASHIONSCOM 105658108 1,112 30,300 SH SOLE 0 30,300
BRE PPTYS INC CCL A 05564E106 954 33,037 SH SOLE 0 33,037
BREAKWAY SOLUTICOM 106372105 2,757 102,100 SH SOLE 0 102,100
BREEZE.COM LTD COM M20385106 1,775 40,800 SH SOLE 0 40,800
BRIGGS & STRATTCOM 109043109 2,949 86,115 SH SOLE 0 86,115
BRIGHAM EXPL COCOM 109178103 59 23,500 SH SOLE 0 23,500
BRIGHTPOINT INCCOM 109473108 2,294 265,018 SH SOLE 0 265,018
BRINKER INTL INCOM 109641100 12,993 444,200 SH SOLE 0 444,200
BRIO TECHNOLOGYCOM 109704106 4,979 235,000 SH SOLE 0 235,000
BRISTOL MYERS SCOM 110122108 112,022 1,923,132 SH SOLE 0 1,923,132
BROADBASE SOFTWCOM 11130R100 1,844 60,200 SH SOLE 0 60,200
BROADCOM CORP CCL A 111320107 26,973 123,200 SH SOLE 0 123,200
BROADVISION INCCOM 111412102 2,340 46,043 SH SOLE 0 46,043
BROADWING INC CCOM 111620100 31,849 1,227,900 SH SOLE 0 1,227,900
BROCADE COMMN SCOM 111621108 9,303 50,700 SH SOLE 0 50,700
BROOKDALE LIVINCOM 112462106 4,379 302,000 SH SOLE 0 302,000
BROOKS AUTOMATICOM 11434A100 5,339 83,500 SH SOLE 0 83,500
BROOKSTONE INC COM 114537103 365 38,000 SH SOLE 0 38,000
BROWN FORMAN COCL B 115637209 2,773 51,597 SH SOLE 0 51,597
BROWN SHOE INC COM 115736100 1,141 87,800 SH SOLE 0 87,800
BROWN TOM INC NCOM 115660201 211 9,132 SH SOLE 0 9,132
BRUNSWICK CORP COM 117043109 1,111 67,084 SH SOLE 0 67,084
BRUSH ENGINEERECOM 117421107 1,220 78,060 SH SOLE 0 78,060
BSB BANCORP INCCOM 055652101 36 1,800 SH SOLE 0 1,800
BT FINL CORP COM 055763106 475 27,537 SH SOLE 0 27,537
BUCA INC OC-COMCOM 117769109 1,969 126,000 SH SOLE 0 126,000
BUCKEYE TECHNOLCOM 118255108 3,860 175,933 SH SOLE 0 175,933
BUFFETS INC COM 119882108 3,387 266,995 SH SOLE 0 266,995
BUILDING MATLS COM 120113105 504 57,200 SH SOLE 0 57,200
BURLINGTON INDSCOM 121693105 493 292,400 SH SOLE 0 292,400
BURLINGTON NORTCOM 12189T104 9,807 427,551 SH SOLE 0 427,551
BURLINGTON RES COM 122014103 6,055 158,301 SH SOLE 0 158,301
BURNHAM PAC PPTCOM 12232C108 2,115 307,621 SH SOLE 0 307,621
BURNS INTL SVCSCOM 122374101 2,748 219,800 SH SOLE 0 219,800
BURR BROWN CORPCOM 122574106 33,652 388,200 SH SOLE 0 388,200
BUSH INDS INC CCOM 123164105 42 2,600 SH SOLE 0 2,600
BUSINESS OBJECTADR 12328X107 4,293 48,710 SH SOLE 0 48,710
BUTLER MFG CO DCOM 123655102 507 29,800 SH SOLE 0 29,800
C & D TECHNOLOGCOM 124661109 12,671 224,260 SH SOLE 0 224,260
C COR ELECTRS ICOM 125010108 4,933 182,690 SH SOLE 0 182,690
C CUBE MICROSYSCOM 12501N108 4,277 217,960 SH SOLE 0 217,960
C H ROBINSON WOCOM 12541W100 13,514 273,000 SH SOLE 0 273,000
C P & L ENERGY COM 12614C106 7,263 227,408 SH SOLE 0 227,408
CABLE DESIGN TECOM 126924109 5,794 172,953 SH SOLE 0 172,953
CABLETRON SYS ICOM 126920107 3,233 128,025 SH SOLE 0 128,025
CABLEVISION SYSCL A 12686C109 3,679 54,200 SH SOLE 0 54,200
CABOT CORP COM COM 127055101 10,260 376,500 SH SOLE 0 376,500
CABOT INDL TR CCOM 127072106 98,557 5,556,363 SH SOLE 0 5,556,363
CABOT MICROELECCOM 12709P103 3,042 66,500 SH SOLE 0 66,500
CABOT OIL & GASCL A 127097103 2,906 137,169 SH SOLE 0 137,169
CACI INTL INC CCL A 127190304 64 3,300 SH SOLE 0 3,300
CADENCE DESIGN COM 127387108 34,574 1,696,900 SH SOLE 0 1,696,900
CAE INC COM COM 124765108 3,143 310,000 SH SOLE 0 310,000
CAIS INTERNET ICOM 12476Q102 17 1,200 SH SOLE 0 1,200
CAL DIVE INTL ICOM 127914109 7,225 133,327 SH SOLE 0 133,327
CALGON CARBON CCOM 129603106 103 13,350 SH SOLE 0 13,350
CALICO COMM INCCOM 129897104 946 58,200 SH SOLE 0 58,200
CALIFORNIA AMPLCOM 129900106 137 3,000 SH SOLE 0 3,000
CALIFORNIA MICRCOM 130439102 1,458 48,000 SH SOLE 0 48,000
CALIFORNIA WTR COM 130788102 118 4,862 SH SOLE 0 4,862
CALIPER TECHNOLCOM 130876105 465 10,100 SH SOLE 0 10,100
CALLAWAY GOLF CCOM 131193104 7,331 449,434 SH SOLE 0 449,434
CALPINE CORP COCOM 131347106 52,620 800,300 SH SOLE 0 800,300
CAMBREX CORP COCOM 132011107 6,440 143,116 SH SOLE 0 143,116
CAMBRIDGE TECHNCOM 132524109 4,243 486,600 SH SOLE 0 486,600
CAMDEN PPTY TR COM 133131102 533 18,151 SH SOLE 0 18,151
CAMPBELL SOUP CCOM 134429109 12,320 422,997 SH SOLE 0 422,997
CANADAIGUA BRANCOM 137219200 4,288 85,013 SH SOLE 0 85,013
CANADIAN NATL RCOM 136375102 15,195 520,600 SH SOLE 0 520,600
CANADIAN PAC LTCOM 135923100 7,586 289,686 SH SOLE 0 289,686
CAPITAL AUTOMOTCOM 139733109 56 3,947 SH SOLE 0 3,947
CAPITAL ENVIRONCOM 14008M104 732 209,100 SH SOLE 0 209,100
CAPITAL ONE FINCOM 14040H105 7,903 177,100 SH SOLE 0 177,100
CAPITAL SR LIVICOM 140475104 147 50,000 SH SOLE 0 50,000
CAPITOL FED FINCOM 14057C106 141 12,760 SH SOLE 0 12,760
CAPROCK COMMUNICOM 140667106 113 5,800 SH SOLE 0 5,800
CAPSTONE TURBINCOM 14067D102 1,302 28,900 SH SOLE 0 28,900
CARAUSTAR INDS COM 140909102 3,075 203,329 SH SOLE 0 203,329
CARBO CERAMICS COM 140781105 506 14,400 SH SOLE 0 14,400
CARDINAL HEALTHCOM 14149Y108 17,049 230,394 SH SOLE 0 230,394
CAREDATA.COM INCOM 14166W100 276 163,800 SH SOLE 0 163,800
CAREER ED CORP COM 141665109 3,138 64,700 SH SOLE 0 64,700
CAREINSITE INC COM 14170M106 27 1,500 SH SOLE 0 1,500
CAREMARK RX INCCOM 141705103 2,540 372,800 SH SOLE 0 372,800
CARLISLE COS INCOM 142339100 8,346 185,458 SH SOLE 0 185,458
CARMIKE CINEMASCL A 143436103 198 51,200 SH SOLE 0 51,200
CARNIVAL CORP CCOM 143658102 8,481 434,900 SH SOLE 0 434,900
CARPENTER TECHNCOM 144285103 3,948 186,900 SH SOLE 0 186,900
CARRAMERICA RLTCOM 144418100 5,541 209,082 SH SOLE 0 209,082
CARRIAGE SVCS ICL A 143905107 1,142 338,300 SH SOLE 0 338,300
CARRIER ACCESS COM 144460102 6,985 132,100 SH SOLE 0 132,100
CARTER WALLACE COM 146285101 5,195 258,120 SH SOLE 0 258,120
CASCADE NAT GASCOM 147339105 1,010 60,500 SH SOLE 0 60,500
CASELLA WASTE SCOM 147448104 3,091 287,500 SH SOLE 0 287,500
CASEYS GEN STORCOM 147528103 2,443 235,484 SH SOLE 0 235,484
CASH AMERICA INCOM 14754D100 856 116,033 SH SOLE 0 116,033
CASTLE & COOKE COM 148433105 58 3,000 SH SOLE 0 3,000
CASTLE A M & COCOM 148411101 525 63,100 SH SOLE 0 63,100
CASTLE DENTAL CCOM 14844P105 165 85,000 SH SOLE 0 85,000
CATALINA MKTG CCOM 148867104 9,610 94,214 SH SOLE 0 94,214
CATALYTICA INC COM 148885106 113 10,300 SH SOLE 0 10,300
CATELLUS DEV COCOM 149111106 10,919 727,903 SH SOLE 0 727,903
CATERPILLAR INCCOM 149123101 9,168 270,652 SH SOLE 0 270,652
CATHAY BANCORP COM 149150104 58 1,250 SH SOLE 0 1,250
CATO CORP CL A CL A 149205106 1,433 123,300 SH SOLE 0 123,300
CB RICHARD ELLICOM 12489L108 237 26,000 SH SOLE 0 26,000
CBL & ASSOC PPTCOM 124830100 258 10,350 SH SOLE 0 10,350
CBRL GROUP INC COM 12489V106 5,030 342,500 SH SOLE 0 342,500
CCB FINL CORP COM 124875105 8,651 233,800 SH SOLE 0 233,800
CDI CORP COM COM 125071100 1,784 87,538 SH SOLE 0 87,538
CDW COMPUTER CTCOM 125129106 31,125 498,000 SH SOLE 0 498,000
CEC ENTMT INC CCOM 125137109 3,611 140,921 SH SOLE 0 140,921
CELANESE AG COMCOM D1497A101 11,624 596,100 SH SOLE 0 596,100
CELERITEK INC CCOM 150926103 2,502 61,300 SH SOLE 0 61,300
CELESTICA INC SCOM 15101Q108 9,255 186,501 SH SOLE 0 186,501
CELGENE CORP COM 151020104 7,321 124,350 SH SOLE 0 124,350
CELL GENESYS INCOM 150921104 2,228 79,572 SH SOLE 0 79,572
CELL THERAPEUTICOM 150934107 113 3,700 SH SOLE 0 3,700
CENDANT CORP COCOM 151313103 12,838 917,028 SH SOLE 0 917,028
CENTAUR FDG CORCOM 151327202 3,335 3,360 SH SOLE 0 3,360
CENTERPOINT PPTCOM 151895109 2,307 56,623 SH SOLE 0 56,623
CENTEX CONSTR PCOM 15231R109 48 2,100 SH SOLE 0 2,100
CENTEX CORP COMCOM 152312104 10,899 463,773 SH SOLE 0 463,773
CENTIGRAM COMMUCOM 152317103 700 27,400 SH SOLE 0 27,400
CENTRAL GARDEN COM 153527106 42 4,700 SH SOLE 0 4,700
CENTRAL PKG CORCOM 154785109 6,333 267,345 SH SOLE 0 267,345
CENTRAL VT PUB COM 155771108 568 51,600 SH SOLE 0 51,600
CENTURA BKS INCCOM 15640T100 6,121 180,354 SH SOLE 0 180,354
CENTURY BANCORPCL A 156432106 196 15,700 SH SOLE 0 15,700
CENTURYTEL INC COM 156700106 3,059 106,400 SH SOLE 0 106,400
CEPHALON INC COCOM 156708109 18,872 315,194 SH SOLE 0 315,194
CERIDIAN CORP CCOM 15677T106 2,773 115,238 SH SOLE 0 115,238
CERNER CORP COM 156782104 4,361 160,032 SH SOLE 0 160,032
CFW COMMUNICATICOM 124923103 4,320 115,200 SH SOLE 0 115,200
CH ENERGY GROUPCOM 12541M102 2,781 81,931 SH SOLE 0 81,931
CHAMPION ENTERPCOM 158496109 7,991 1,639,200 SH SOLE 0 1,639,200
CHAMPIONSHIP AUCOM 158711101 1,148 45,000 SH SOLE 0 45,000
CHARLES RIV LABCOM 159864107 1,598 72,000 SH SOLE 0 72,000
CHARLOTTE RUSSECOM 161048103 447 42,600 SH SOLE 0 42,600
CHARMING SHOPPECOM 161133103 12,654 2,484,066 SH SOLE 0 2,484,066
CHARTER COMMUNICL A 16117M107 1,907 116,000 SH SOLE 0 116,000
CHARTER MUN MTGCOM 160908109 137 11,134 SH SOLE 0 11,134
CHARTER ONE FINCOM 160903100 5,177 225,100 SH SOLE 0 225,100
CHARTERED SEMICADR 16133R106 12,600 140,000 SH SOLE 0 140,000
CHASE MANHATTANCOM 16161A108 44,970 976,272 SH SOLE 0 976,272
CHATEAU CMNTYS COM 161726104 7,252 256,696 SH SOLE 0 256,696
CHATTEM INC COMCOM 162456107 1,020 74,500 SH SOLE 0 74,500
CHEAP TICKETS ICOM 162672109 482 40,200 SH SOLE 0 40,200
CHECKFREE HOLDICOM 162816102 17,170 333,000 SH SOLE 0 333,000
CHECKPOINT SOFTCOM M22465104 7,928 37,440 SH SOLE 0 37,440
CHECKPOINT SYS COM 162825103 1,046 139,500 SH SOLE 0 139,500
CHEESECAKE FACTCOM 163072101 10,436 379,482 SH SOLE 0 379,482
CHELSEA GCA RLTCOM 163262108 317 9,183 SH SOLE 0 9,183
CHEMED CORP COM 163596109 4,441 157,550 SH SOLE 0 157,550
CHEMFIRST INC CCOM 16361A106 1,802 74,678 SH SOLE 0 74,678
CHEMICAL FINL CCOM 163731102 63 2,409 SH SOLE 0 2,409
CHESAPEAKE CORPCOM 165159104 3,068 103,572 SH SOLE 0 103,572
CHESAPEAKE ENERCOM 165167107 145 18,700 SH SOLE 0 18,700
CHEVRON CORP COCOM 166751107 54,750 645,544 SH SOLE 0 645,544
CHICOS FAS INCCCOM 168615102 1,328 66,400 SH SOLE 0 66,400
CHIEFTAIN INTL COM 16867C101 1,231 64,600 SH SOLE 0 64,600
CHILDERN'S PL RCOM 168905107 605 29,500 SH SOLE 0 29,500
CHILDRENS COMPRCOM 16875K202 516 168,446 SH SOLE 0 168,446
CHILECTRA S A SADR 168884104 481 30,400 SH SOLE 0 30,400
CHINADOTCOM CORCL A G2108N109 2,405 117,700 SH SOLE 0 117,700
CHIQUITA BRANDSCOM 170032106 1,177 298,800 SH SOLE 0 298,800
CHIREX INC COM 170038103 84 4,200 SH SOLE 0 4,200
CHIRON CORP COMCOM 170040109 50,611 1,065,500 SH SOLE 0 1,065,500
CHITTENDEN CORPCOM 170228100 3,278 134,143 SH SOLE 0 134,143
CHOICE ONE COMMCOM 17038P104 327 8,000 SH SOLE 0 8,000
CHOICEPOINT INCCOM 170388102 8,956 201,254 SH SOLE 0 201,254
CHRIS CRAFT INDCOM 170520100 13,515 204,582 SH SOLE 0 204,582
CHROMAVISION MECOM 17111P104 2,274 172,400 SH SOLE 0 172,400
CHUBB CORP COM COM 171232101 8,315 135,203 SH SOLE 0 135,203
CHURCH & DWIGHTCOM 171340102 4,246 235,900 SH SOLE 0 235,900
CIBER INC COM COM 17163B102 3,733 281,738 SH SOLE 0 281,738
CIENA CORP COM COM 171779101 8,201 49,200 SH SOLE 0 49,200
CIGNA CORP COM COM 125509109 25,922 277,239 SH SOLE 0 277,239
CINAR CORP CL BCL B 171905300 643 83,000 SH SOLE 0 83,000
CINCINNATI FINLCOM 172062101 6,287 199,974 SH SOLE 0 199,974
CINERGY CORP COCOM 172474108 5,273 207,299 SH SOLE 0 207,299
CINTAS CORP COM 172908105 35,244 960,650 SH SOLE 0 960,650
CIRCLE INTL GROCOM 172574105 8,020 319,186 SH SOLE 0 319,186
CIRCUIT CITY GRCOM 172737108 35,926 1,082,512 SH SOLE 0 1,082,512
CIRRUS LOGIC INCOM 172755100 6,347 396,700 SH SOLE 0 396,700
CISCO SYS INC CCOM 17275R102 434,399 6,834,205 SH SOLE 0 6,834,205
CIT GROUP INC CCOM 125577106 1,493 91,900 SH SOLE 0 91,900
CITADEL COMMUNICOM 172853202 3,710 106,200 SH SOLE 0 106,200
CITIGROUP INC CCOM 172967101 305,645 5,072,944 SH SOLE 0 5,072,944
CITIZENS BKG COCOM 174420109 444 27,338 SH SOLE 0 27,338
CITRIX SYS INC COM 177376100 2,464 130,100 SH SOLE 0 130,100
CITY BK LYNNWOOCOM 17770A109 47 1,785 SH SOLE 0 1,785
CITY NATL CORP COM 178566105 10,095 290,500 SH SOLE 0 290,500
CKE RESTAURANTSCOM 12561E105 5,869 1,956,474 SH SOLE 0 1,956,474
CLAIRES STORES CL A 179584107 5,535 287,550 SH SOLE 0 287,550
CLARCOR INC CL A 179895107 2,385 120,002 SH SOLE 0 120,002
CLARENT CORP DECL A 180461105 2,445 34,200 SH SOLE 0 34,200
CLARUS CORP COMCL A 182707109 1,182 30,400 SH SOLE 0 30,400
CLASSIC COMMNS CL A 182728204 1,913 214,000 SH SOLE 0 214,000
CLAYTON HOMES ICL A 184190106 11,210 1,401,311 SH SOLE 0 1,401,311
CLEAR CHANNEL CCOM 184502102 37,378 498,368 SH SOLE 0 498,368
CLEARNET COMMUNCL A 184902104 1,677 60,400 SH SOLE 0 60,400
CLECO CORP NEW COM 12561W105 5,206 155,400 SH SOLE 0 155,400
CLEVELAND CLIFFCOM 185896107 2,909 112,716 SH SOLE 0 112,716
CLICK COMM INC COM 18681D109 294 13,000 SH SOLE 0 13,000
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ENHANCE FINL SVCOM 293310108 2,549 177,318 SH SOLE 0 177,318
ENRON CORP COM COM 293561106 64,533 1,000,512 SH SOLE 0 1,000,512
ENSCO INTL INC COM 26874Q100 39,655 1,107,300 SH SOLE 0 1,107,300
ENTERCOM COMMUNCOM 293639100 3,530 72,400 SH SOLE 0 72,400
ENTERGY CORP NECOM 29364G103 6,939 255,234 SH SOLE 0 255,234
ENTREMED INC COCOM 29382F103 72 2,400 SH SOLE 0 2,400
ENTRUST TECHNOLCOM 293848107 4,609 55,700 SH SOLE 0 55,700
ENVIRONMENTAL TCOM 294092101 606 66,000 SH SOLE 0 66,000
ENZO BIOCHEM INCOM 294100102 8,140 117,968 SH SOLE 0 117,968
ENZON INC COM COM 293904108 1,951 45,900 SH SOLE 0 45,900
EOG RES INC COMCOM 26875P101 787 23,500 SH SOLE 0 23,500
EPICOR SOFTWARECOM 29426L108 466 186,500 SH SOLE 0 186,500
EPRESENCE INC CCOM 294348107 761 105,000 SH SOLE 0 105,000
EQUIFAX INC COMCOM 294429105 1,785 68,012 SH SOLE 0 68,012
EQUITY INNS INCCOM 294703103 1,707 278,663 SH SOLE 0 278,663
EQUITY OFFICE PCOM 294741103 92,894 3,370,319 SH SOLE 0 3,370,319
EQUITY RESIDENTCOM 29476L107 23,233 505,056 SH SOLE 0 505,056
ERICSSON L M TEADR 294821400 2,880 144,000 SH SOLE 0 144,000
ESCO ELECTRS COCOM 269030102 48 2,800 SH SOLE 0 2,800
ESS TECHNOLOGY COM 269151106 2,832 195,315 SH SOLE 0 195,315
ESSEX PPTY TR COM 297178105 6,823 162,452 SH SOLE 0 162,452
ESTEE LAUDER COCL A 518439104 5,497 111,200 SH SOLE 0 111,200
ESTERLINE TECHNCOM 297425100 1,207 81,119 SH SOLE 0 81,119
ETHAN ALLEN INTCOM 297602104 4,400 183,342 SH SOLE 0 183,342
ETHYL CORP COM COM 297659104 1,203 481,100 SH SOLE 0 481,100
ETOYS INC COM COM 297862104 55 8,700 SH SOLE 0 8,700
EVEREST RE GROUCOM G3223R108 8,860 269,500 SH SOLE 0 269,500
EXABYTE CORP COCOM 300615101 3,344 743,100 SH SOLE 0 743,100
EXAR CORP COM COM 300645108 7,115 81,600 SH SOLE 0 81,600
EXCALIBUR TECHNCOM 300651205 64 1,600 SH SOLE 0 1,600
EXCEL LEGACY COCOM 300665106 888 330,300 SH SOLE 0 330,300
EXCEL TECHNOLOGCOM 30067T103 2,013 40,000 SH SOLE 0 40,000
EXCHANGE APPLICCOM 300867108 639 24,000 SH SOLE 0 24,000
EXELIXIS INC COCOM 30161Q104 734 22,000 SH SOLE 0 22,000
EXFO ELECTRO OPCOM 302043104 908 20,700 SH SOLE 0 20,700
EXIGENT INTL INCOM 302056106 1 325 SH SOLE 0 325
EXOCELL INC CL CL B 30199A121 35 26,574 SH SOLE 0 26,574
EXOCELL INC PFDPFD 30199A113 104 104,211 SH SOLE 0 104,211
EXOCELL INC PFDPFD 30199A154 12 7,719 SH SOLE 0 7,719
EXODUS COMMUNICCOM 302088109 1,727 37,500 SH SOLE 0 37,500
EXPEDIA INC CL CL A 302125109 13 900 SH SOLE 0 900
EXPEDITORS INTLCOM 302130109 14,254 300,079 SH SOLE 0 300,079
EXPRESS SCRIPTSCL A 302182100 17,438 280,700 SH SOLE 0 280,700
EXTENDED STAY ACOM 30224P101 71 7,644 SH SOLE 0 7,644
EXTENDED SYS INCOM 301973103 883 9,200 SH SOLE 0 9,200
EXXON MOBIL CORCOM 30231G102 280,770 3,576,690 SH SOLE 0 3,576,690
F & M NATL CORPCOM 302374103 171 8,130 SH SOLE 0 8,130
F N B CORP PA CCOM 302520101 97 4,681 SH SOLE 0 4,681
F Y I INC COM 302712104 7,616 226,091 SH SOLE 0 226,091
F5 NETWORK INC COM 315616102 125 2,300 SH SOLE 0 2,300
FACTORY 2-U INCCOM 303072102 892 23,600 SH SOLE 0 23,600
FACTSET RESH SYCOM 303075105 4,298 152,130 SH SOLE 0 152,130
FAIR ISSAC & COCOM 303250104 3,086 70,142 SH SOLE 0 70,142
FAIRFIELD CMNTYCOM 304231301 95 12,000 SH SOLE 0 12,000
FAMILY DLR STORCOM 307000109 22,370 1,143,500 SH SOLE 0 1,143,500
FANNIE MAE COM 313586109 50,996 977,174 SH SOLE 0 977,174
FASTENAL CO COM 311900104 10,783 213,000 SH SOLE 0 213,000
FBL FINL GROUP CL A 30239F106 39 2,500 SH SOLE 0 2,500
FEDDERS CORP CLCL A 313135303 463 100,000 SH SOLE 0 100,000
FEDDERS CORP COCOM 313135105 1,754 301,800 SH SOLE 0 301,800
FEDERAL MOGUL CCOM 313549107 4,524 473,100 SH SOLE 0 473,100
FEDERAL RLTY INCOM 313747206 4,668 233,423 SH SOLE 0 233,423
FEDERAL SIGNAL COM 313855108 4,296 260,336 SH SOLE 0 260,336
FEDERATED DEPT COM 31410H101 11,601 343,736 SH SOLE 0 343,736
FEDEX CORP COM COM 31428X106 8,162 214,802 SH SOLE 0 214,802
FEI COMPANY COM 30241L109 110 3,600 SH SOLE 0 3,600
FELCOR LODGING COM 31430F101 322 17,385 SH SOLE 0 17,385
FERRO CORP COM COM 315405100 4,198 199,916 SH SOLE 0 199,916
FIDELITY NATL FCOM 316326107 6,609 360,925 SH SOLE 0 360,925
FIFTH THIRD BANCOM 316773100 16,437 259,876 SH SOLE 0 259,876
FILENET CORP COM 316869106 3,009 163,740 SH SOLE 0 163,740
FINANCIAL SEC ACOM 31769P100 402 5,300 SH SOLE 0 5,300
FINISAR CORP COCOM 31787A101 2,016 77,000 SH SOLE 0 77,000
FINOVA GROUP INCOM 317928109 4,562 350,903 SH SOLE 0 350,903
FIRS CASH FINANCOM 31942D107 456 135,100 SH SOLE 0 135,100
FIRST AMERICAN COM 318522307 4,782 334,101 SH SOLE 0 334,101
FIRST BANCORP PCOM 318672102 2,286 123,167 SH SOLE 0 123,167
FIRST CHARTER CCOM 319439105 140 8,892 SH SOLE 0 8,892
FIRST CITIZENS CL A 31946M103 1,333 22,400 SH SOLE 0 22,400
FIRST COMWLTH FCOM 319829107 53 5,842 SH SOLE 0 5,842
FIRST DATA CORPCOM 319963104 15,854 319,483 SH SOLE 0 319,483
FIRST FINL BANKCOM 32020R109 56 2,041 SH SOLE 0 2,041
FIRST HEALTH GRCOM 320960107 9,191 280,100 SH SOLE 0 280,100
FIRST INDL RLTYCOM 32054K103 1,988 67,404 SH SOLE 0 67,404
FIRST MERCHANTSCOM 320817109 55 2,615 SH SOLE 0 2,615
FIRST MIDWEST BCOM 320867104 4,467 192,149 SH SOLE 0 192,149
FIRST SEC CORP COM 336294103 17,011 1,254,275 SH SOLE 0 1,254,275
FIRST SENTINEL COM 33640T103 168 20,406 SH SOLE 0 20,406
FIRST TENN NATLCOM 337162101 12,594 760,400 SH SOLE 0 760,400
FIRST UN CORP CCOM 337358105 22,988 926,481 SH SOLE 0 926,481
FIRST UTD BANCSCOM 33741E104 44 2,892 SH SOLE 0 2,892
FIRST VA BKS INCOM 337477103 9,269 266,250 SH SOLE 0 266,250
FIRSTAR CORP COCOM 33763V109 15,459 733,947 SH SOLE 0 733,947
FIRSTENERGY CORCOM 337932107 3,873 165,710 SH SOLE 0 165,710
FIRSTFED FINL CCOM 337907109 55 3,900 SH SOLE 0 3,900
FIRSTMERIT CORPCOM 337915102 11,908 557,100 SH SOLE 0 557,100
FISERV INC COM COM 337738108 33,148 766,425 SH SOLE 0 766,425
FISHER SCIENTIFCOM 338032204 59 2,372 SH SOLE 0 2,372
FLAG TELECOM HLCOM G3529L102 271 18,200 SH SOLE 0 18,200
FLEET BOSTON FICOM 339030108 39,539 1,162,900 SH SOLE 0 1,162,900
FLEETWOOD ENTERCOM 339099103 13,106 919,709 SH SOLE 0 919,709
FLEMING COS INCCOM 339130106 2,730 208,987 SH SOLE 0 208,987
FLEXSTEEL INDS COM 339382103 429 35,000 SH SOLE 0 35,000
FLEXTRONICS INTCOM Y2573F102 5,825 84,800 SH SOLE 0 84,800
FLIR SYS INC COM 302445101 546 84,025 SH SOLE 0 84,025
FLORIDA PROGRESCOM 341109106 3,323 70,900 SH SOLE 0 70,900
FLORIDA ROCK INCOM 341140101 12,102 339,711 SH SOLE 0 339,711
FLOW INTL INC COM 343468104 662 66,200 SH SOLE 0 66,200
FLOWERS INDS INCOM 343496105 12,369 620,400 SH SOLE 0 620,400
FLOWSERVE CORP COM 34354P105 3,309 219,675 SH SOLE 0 219,675
FLUOR CORP COM 343861100 1,681 53,155 SH SOLE 0 53,155
FMC CORP NEW COCOM 302491303 1,519 26,194 SH SOLE 0 26,194
FOCAL COMMUNICACOM 344155106 18 500 SH SOLE 0 500
FOMENTO ECONOMIADR 344419106 12,860 298,640 SH SOLE 0 298,640
FOOTSTAR INC COCOM 344912100 3,113 93,620 SH SOLE 0 93,620
FORD MTR CO DELCOM 345370100 58,528 1,361,125 SH SOLE 0 1,361,125
FOREST LABS INCCL A 345838106 60,883 602,800 SH SOLE 0 602,800
FOREST OIL CORPCOM 346091606 51 3,200 SH SOLE 0 3,200
FORRESTER RESH COM 346563109 1,915 26,300 SH SOLE 0 26,300
FORT JAMES CORPCOM 347471104 4,545 196,543 SH SOLE 0 196,543
FORTUNE BRANDS COM 349631101 2,892 125,413 SH SOLE 0 125,413
FORWARD AIR CORCOM 349853101 788 19,700 SH SOLE 0 19,700
FOSSIL INC COM COM 349882100 2,884 148,350 SH SOLE 0 148,350
FOSTER WHEELER COM 350244109 1,637 189,754 SH SOLE 0 189,754
FOUNDATION HEALCOM 350404109 9,345 718,830 SH SOLE 0 718,830
FOUNDRY NETWORKCOM 35063R100 1,716 15,600 SH SOLE 0 15,600
FOUR SEASONS HOCOM 35100E104 18,691 299,650 SH SOLE 0 299,650
FOX ENTMT GROUPCL A 35138T107 16,348 538,200 SH SOLE 0 538,200
FPL GROUP INC CCOM 302571104 10,839 218,974 SH SOLE 0 218,974
FRANCHISE FIN CCOM 351807102 69 3,000 SH SOLE 0 3,000
FRANKLIN COVEY COM 353469109 642 92,500 SH SOLE 0 92,500
FRANKLIN RES INCOM 354613101 7,810 257,128 SH SOLE 0 257,128
FREDDIE MAC CORCOM 313400301 28,146 694,956 SH SOLE 0 694,956
FREDS INC CL A CL A 356108100 5,886 326,975 SH SOLE 0 326,975
FREEPORT MCMORACOM 35671D857 969 104,707 SH SOLE 0 104,707
FREMONT GEN CORCOM 357288109 1,259 319,700 SH SOLE 0 319,700
FRESENIUS MED CADR 358029106 11,168 426,464 SH SOLE 0 426,464
FRIEDE GOLDMAN COM 358430106 1,996 223,321 SH SOLE 0 223,321
FRITZ COS INC COM 358846103 2,720 263,800 SH SOLE 0 263,800
FRONTIER AIRLINCOM 359065109 392 27,400 SH SOLE 0 27,400
FROZEN FOODS EXCOM 359360104 220 73,400 SH SOLE 0 73,400
FTD COM INC CL CL A 30265F103 36 15,000 SH SOLE 0 15,000
FULLER H B CO CCOM 359694106 3,985 87,473 SH SOLE 0 87,473
FULTON FINL CORCOM 360271100 833 47,090 SH SOLE 0 47,090
FURNITURE BRANDCOM 360921100 5,339 353,004 SH SOLE 0 353,004
FUSION MED TECHCOM 361128101 167 10,500 SH SOLE 0 10,500
FUTURELINK DISTCOM 36114Q208 36 5,039 SH SOLE 0 5,039
FVNB CORP COM COM 302674106 159 4,700 SH SOLE 0 4,700
G & K SVCS INC COM 361268105 2,417 96,448 SH SOLE 0 96,448
GABELLI ASSET MCL A 36239Y102 450 18,000 SH SOLE 0 18,000
GABLES RESIDENTCOM 362418105 350 13,581 SH SOLE 0 13,581
GADZOOX NETWORKCOM 362555104 1,203 87,900 SH SOLE 0 87,900
GALILEO INTL INCOM 363547100 11,594 555,400 SH SOLE 0 555,400
GALLAGHER ARTHUCOM 363576109 7,183 171,025 SH SOLE 0 171,025
GANNETT INC COMCOM 364730101 19,727 329,810 SH SOLE 0 329,810
GAP INC COM COM 364760108 19,853 635,307 SH SOLE 0 635,307
GARDEN FRESH RECOM 365235100 981 94,000 SH SOLE 0 94,000
GARDNER DENVER COM 365558105 1,285 71,900 SH SOLE 0 71,900
GARTNER GROUP ICL A 366651107 668 55,700 SH SOLE 0 55,700
GARTNER GROUP ICL B 366651206 4,839 490,038 SH SOLE 0 490,038
GASONICS INTL CCOM 367278108 2,161 54,800 SH SOLE 0 54,800
GATEWAY INC COM 367626108 12,309 216,906 SH SOLE 0 216,906
GATX CORP COM COM 361448103 9,102 267,700 SH SOLE 0 267,700
GAYLORD ENTMT CCOM 367905106 58 2,694 SH SOLE 0 2,694
GAZPROM OAO SPOADR 368287207 268 37,000 SH SOLE 0 37,000
GBC BANCORP CALCOM 361475106 152 5,212 SH SOLE 0 5,212
GC COS INC COM COM 36155Q109 788 35,200 SH SOLE 0 35,200
GELTEX PHARMACECOM 368538104 842 41,200 SH SOLE 0 41,200
GENCORP INC COM 368682100 1,586 198,300 SH SOLE 0 198,300
GENE LOGIC INC COM 368689105 5,478 153,500 SH SOLE 0 153,500
GENENTECH INC COM 368710406 6,708 39,000 SH SOLE 0 39,000
GENERAL COMMUNICL A 369385109 1,259 245,624 SH SOLE 0 245,624
GENERAL DYNAMICCOM 369550108 11,666 223,279 SH SOLE 0 223,279
GENERAL ELEC COCOM 369604103 397,237 7,495,042 SH SOLE 0 7,495,042
GENERAL GROWTH COM 370021107 6,124 192,896 SH SOLE 0 192,896
GENERAL MLS INCCOM 370334104 10,647 278,348 SH SOLE 0 278,348
GENERAL MOTORS COM 370442832 2,754 31,382 SH SOLE 0 31,382
GENERAL MTRS COCOM 370442105 37,283 642,110 SH SOLE 0 642,110
GENERAL SEMICONCOM 370787103 3,654 247,746 SH SOLE 0 247,746
GENESCO INC COMCOM 371532102 361 22,500 SH SOLE 0 22,500
GENOME THERAPEUCOM 372430108 107 3,500 SH SOLE 0 3,500
GENRAD INC COM 372447102 721 80,100 SH SOLE 0 80,100
GENTEX CORP COMCOM 371901109 10,531 419,128 SH SOLE 0 419,128
GENTIVA HEALTH COM 37247A102 60 7,424 SH SOLE 0 7,424
GENUINE PARTS CCOM 372460105 3,259 162,936 SH SOLE 0 162,936
GENUITY INC CL CL A 37248E103 1,351 147,500 SH SOLE 0 147,500
GENZYME CORP COCOM 372917104 33,683 566,700 SH SOLE 0 566,700
GENZYME CORP COCOM 372917609 302 30,400 SH SOLE 0 30,400
GENZYME CORP MOCOM 372917500 1,478 106,500 SH SOLE 0 106,500
GENZYME TRANSGECOM 37246E105 95 3,500 SH SOLE 0 3,500
GEON CO COM COM 37246W105 2,022 109,279 SH SOLE 0 109,279
GEORGIA GULF COCOM 373200203 3,825 183,800 SH SOLE 0 183,800
GEORGIA PAC CORCOM 373298108 8,644 329,298 SH SOLE 0 329,298
GEORGIA PAC CORCOM 373298702 9,790 452,700 SH SOLE 0 452,700
GERBER SCIENTIFCOM 373730100 2,695 234,389 SH SOLE 0 234,389
GETTHERE INC COCOM 374266104 191 18,100 SH SOLE 0 18,100
GETTY IMAGES INCOM 374276103 1,412 38,100 SH SOLE 0 38,100
GILAT SATELLITEORD M51474100 2,205 31,790 SH SOLE 0 31,790
GILDAN ACTIVEWACL A 375916103 1,521 41,400 SH SOLE 0 41,400
GILEAD SCIENCESCOM 375558103 23,955 336,800 SH SOLE 0 336,800
GILLETTE CO COMCOM 375766102 26,523 759,150 SH SOLE 0 759,150
GLACIER WTR SVCCOM 376395109 938 79,800 SH SOLE 0 79,800
GLATFELTER P H COM 377316104 3,263 320,300 SH SOLE 0 320,300
GLENAYRE TECHNOCOM 377899109 156 14,722 SH SOLE 0 14,722
GLENBOROUGH RLTCOM 37803P105 183 10,512 SH SOLE 0 10,512
GLIMCHER RLTY TCOM 379302102 95 6,590 SH SOLE 0 6,590
GLOBAL CROSSINGPFD 37931K309 1,597 16,550 SH SOLE 0 16,550
GLOBAL CROSSINGCOM G3921A100 19,748 750,532 SH SOLE 0 750,532
GLOBAL INDS LTDCOM 379336100 6,057 320,900 SH SOLE 0 320,900
GLOBAL MARINE ICOM 379352404 32,111 1,139,200 SH SOLE 0 1,139,200
GLOBALNET FINL.COM 37937R209 42 2,000 SH SOLE 0 2,000
GLOBESPAN SEMICCOM 379571102 7,360 60,293 SH SOLE 0 60,293
GLOBIX CORP-COMCOM 37957F101 70 2,400 SH SOLE 0 2,400
GO2NET INC COM COM 383486107 186 3,700 SH SOLE 0 3,700
GOAMERICA INC CCOM 38020R106 2,232 144,600 SH SOLE 0 144,600
GOLDEN ST BANCOCOM 381197102 716 39,800 SH SOLE 0 39,800
GOLDEN WEST FINCOM 381317106 5,683 139,240 SH SOLE 0 139,240
GOLDMAN SACHS GCOM 38141G104 15,930 167,900 SH SOLE 0 167,900
GOOD GUYS INC COM 382091106 1,450 400,000 SH SOLE 0 400,000
GOODRICH B F COCOM 382388106 3,896 114,381 SH SOLE 0 114,381
GOODYEAR TIRE &COM 382550101 3,489 174,467 SH SOLE 0 174,467
GOODYS FAMILY CCOM 382588101 819 148,900 SH SOLE 0 148,900
GOTO.COM INC COCOM 38348T107 55 3,600 SH SOLE 0 3,600
GOTTSCHALKS INCCOM 383485109 357 56,600 SH SOLE 0 56,600
GPU INC COM COM 36225X100 3,552 131,253 SH SOLE 0 131,253
GRACE WR & CO DCOM 38388F108 1,767 145,699 SH SOLE 0 145,699
GRACO INC COM COM 384109104 3,007 92,516 SH SOLE 0 92,516
GRAINGER W W INCOM 384802104 4,603 149,394 SH SOLE 0 149,394
GRANITE BROADCACOM 387241102 2,101 284,900 SH SOLE 0 284,900
GRANITE CONSTR COM 387328107 4,293 175,219 SH SOLE 0 175,219
GRANT PRIDECO ICOM 38821G101 15,213 608,530 SH SOLE 0 608,530
GRAY COMMUNICATCL B 389190208 708 72,650 SH SOLE 0 72,650
GRAY COMMUNICATCOM 389190109 600 61,150 SH SOLE 0 61,150
GREAT ATLANTIC COM 390064103 511 30,711 SH SOLE 0 30,711
GREAT LAKES CHECOM 390568103 2,288 72,627 SH SOLE 0 72,627
GREAT LAKES REICOM 390752103 4,684 275,530 SH SOLE 0 275,530
GREAT PLAINS SOCOM 39119E105 2,719 138,568 SH SOLE 0 138,568
GREATER BAY BANCOM 391648102 402 8,600 SH SOLE 0 8,600
GREEN MOUNTAIN COM 393154109 203 24,600 SH SOLE 0 24,600
GREENPOINT FINLCOM 395384100 12,812 683,300 SH SOLE 0 683,300
GREIF BROS CORPCL A 397624107 179 5,812 SH SOLE 0 5,812
GREY WOLF INC CCOM 397888108 935 187,000 SH SOLE 0 187,000
GRIFFON CORP COCOM 398433102 773 139,000 SH SOLE 0 139,000
GROUP 1 AUTOMOTCOM 398905109 1,308 109,000 SH SOLE 0 109,000
GROVE PROPERTY INT 399613108 826 50,800 SH SOLE 0 50,800
GRUPO IUSACELL ADR 40050B100 11,392 729,100 SH SOLE 0 729,100
GRUPO TELEVISA ADR 40049J206 29,516 428,153 SH SOLE 0 428,153
GSI LUMONICS INCOM 36229U102 8,507 242,200 SH SOLE 0 242,200
GT GROUP TELECOCL B 362359408 1,203 76,100 SH SOLE 0 76,100
GTE CORP COM COM 362320103 72,841 1,170,132 SH SOLE 0 1,170,132
GTECH HLDGS CORCOM 400518106 5,214 229,800 SH SOLE 0 229,800
GUCCI GRP NV SHCOM 401566104 18,039 190,390 SH SOLE 0 190,390
GUIDANT CORP COCOM 401698105 19,343 390,767 SH SOLE 0 390,767
GUILFORD MLS INCOM 401794102 367 86,250 SH SOLE 0 86,250
GUILFORD PHARMACOM 401829106 56 3,725 SH SOLE 0 3,725
GYMBOREE CORP CCOM 403777105 329 109,700 SH SOLE 0 109,700
HAEMONETICS CORCOM 405024100 745 35,483 SH SOLE 0 35,483
HAGGAR CORP COMCOM 405173105 348 29,600 SH SOLE 0 29,600
HAGLER BAILLY ICOM 405183104 175 35,000 SH SOLE 0 35,000
HAIN CELESTIAL COM 405217100 6,033 164,431 SH SOLE 0 164,431
HALLIBURTON CO COM 406216101 15,208 322,280 SH SOLE 0 322,280
HA-LO INDS INC COM 404429102 1,611 286,450 SH SOLE 0 286,450
HANCOCK FABRIC COM 409900107 356 83,800 SH SOLE 0 83,800
HANCOCK HLDG COCOM 410120109 51 1,500 SH SOLE 0 1,500
HANCOCK JOHN FICOM 41014S106 2,942 124,200 SH SOLE 0 124,200
HANDLEMAN CO DECOM 410252100 106 8,500 SH SOLE 0 8,500
HANDSPRING INC COM 410293104 259 9,600 SH SOLE 0 9,600
HANGER ORTHOPEDCOM 41043F208 425 86,000 SH SOLE 0 86,000
HANMI FINL CORPCOM 410495105 293 21,400 SH SOLE 0 21,400
HANNA M A CO COCOM 410522106 2,585 287,277 SH SOLE 0 287,277
HANNAFORD BROS COM 410550107 17,423 242,400 SH SOLE 0 242,400
HANOVER COMPRESCOM 410768105 20,201 531,600 SH SOLE 0 531,600
HARBOR FED BANCCOM 41151A108 856 51,900 SH SOLE 0 51,900
HARBOR FLA BANCCOM 411901101 169 16,209 SH SOLE 0 16,209
HARCOURT GEN INCOM 41163G101 2,702 49,683 SH SOLE 0 49,683
HARLAND JOHN H COM 412693103 2,242 150,100 SH SOLE 0 150,100
HARLEY DAVIDSONCOM 412822108 54,481 1,415,100 SH SOLE 0 1,415,100
HARLEYSVILLE GRCOM 412824104 503 30,000 SH SOLE 0 30,000
HARLEYSVILLE NACOM 412850109 115 3,518 SH SOLE 0 3,518
HARMAN INTL INDCOM 413086109 4,995 81,889 SH SOLE 0 81,889
HARMON INDS INCCOM 413136102 1,275 96,250 SH SOLE 0 96,250
HARMONIC INC COCOM 413160102 81 3,256 SH SOLE 0 3,256
HARRAHS ENTMT ICOM 413619107 2,984 142,505 SH SOLE 0 142,505
HARRIS CORP DELCOM 413875105 14,600 445,800 SH SOLE 0 445,800
HARSCO CORP COM 415864107 6,260 245,500 SH SOLE 0 245,500
HARTE-HANKS INCCOM 416196103 9,593 383,700 SH SOLE 0 383,700
HARTFORD FINL SCOM 416515104 15,708 280,816 SH SOLE 0 280,816
HARTMARX CORP COM 417119104 337 131,400 SH SOLE 0 131,400
HASBRO INC COM COM 418056107 6,933 460,287 SH SOLE 0 460,287
HAVERTY FURNITUCOM 419596101 50 5,900 SH SOLE 0 5,900
HAWAIIAN ELEC ICOM 419870100 6,282 191,447 SH SOLE 0 191,447
HCA HEALTHCARE COM 404119109 13,131 432,290 SH SOLE 0 432,290
HCC INS HLDGS ICOM 404132102 176 9,330 SH SOLE 0 9,330
HEALTH CARE PPTCOM 421915109 3,322 121,902 SH SOLE 0 121,902
HEALTH CARE REICOM 42217K106 59 3,608 SH SOLE 0 3,608
HEALTH MGMT ASSCOM 421933102 19,394 1,484,725 SH SOLE 0 1,484,725
HEALTHCARE REALCOM 421946104 339 19,847 SH SOLE 0 19,847
HEALTHSOUTH CORCOM 421924101 1,935 269,156 SH SOLE 0 269,156
HEARTLAND EXPRECOM 422347104 1,935 115,954 SH SOLE 0 115,954
HEICO CORP NEW COM 422806109 137 9,600 SH SOLE 0 9,600
HEIDRICK & STRUCOM 422819102 5,732 90,810 SH SOLE 0 90,810
HEINZ H J CO COCOM 423074103 13,916 318,070 SH SOLE 0 318,070
HELEN TROY LTD COM G4388N106 1,490 266,400 SH SOLE 0 266,400
HELIX TECHNOLOGCOM 423319102 5,891 151,054 SH SOLE 0 151,054
HELMERICH & PAYCOM 423452101 11,789 315,432 SH SOLE 0 315,432
HENRY JACK & ASCOM 426281101 10,295 205,382 SH SOLE 0 205,382
HERBALIFE INTL CL A 426908208 102 11,700 SH SOLE 0 11,700
HERCULES INC COCOM 427056106 1,046 74,356 SH SOLE 0 74,356
HERSHEY FOODS CCOM 427866108 4,970 102,481 SH SOLE 0 102,481
HERTZ CORP CL ACL A 428040109 2,899 103,300 SH SOLE 0 103,300
HESKA CORP COM COM 42805E108 128 60,000 SH SOLE 0 60,000
HEWLETT PACKARDCOM 428236103 123,331 987,639 SH SOLE 0 987,639
HIBERNIA CORP CCL A 428656102 10,103 929,000 SH SOLE 0 929,000
HICKORY TECH COCOM 429060106 152 12,500 SH SOLE 0 12,500
HIGH SPEED ACCECOM 42979U102 28 4,200 SH SOLE 0 4,200
HIGHWOODS PPTYSCOM 431284108 17,851 743,801 SH SOLE 0 743,801
HILB ROGAL & HACOM 431294107 2,083 60,055 SH SOLE 0 60,055
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HILTON HOTELS CCOM 432848109 2,515 268,285 SH SOLE 0 268,285
HISPANIC BROADCCOM 43357B104 21,240 641,200 SH SOLE 0 641,200
HMT TECHNOLOGY COM 403917107 92 60,000 SH SOLE 0 60,000
HNC SOFTWARE INCOM 40425P107 7,818 126,604 SH SOLE 0 126,604
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HOLLYWOOD COM ICOM 436137103 22 2,900 SH SOLE 0 2,900
HOLLYWOOD ENTMTCOM 436141105 43 5,400 SH SOLE 0 5,400
HOLOGIC INC COMCOM 436440101 466 69,100 SH SOLE 0 69,100
HOME DEPOT INC COM 437076102 167,415 3,352,494 SH SOLE 0 3,352,494
HOME OWNERSHIP PFD 437297203 23,661 30,094 SH SOLE 0 30,094
HOME OWNERSHIP PFD 437296205 61,865 78,684 SH SOLE 0 78,684
HOME PPTYS N Y COM 437306103 3,402 113,387 SH SOLE 0 113,387
HOMEBASE INC COCOM 43738E108 1,443 923,700 SH SOLE 0 923,700
HOMEGROCER.COM COM 43740K100 188 31,100 SH SOLE 0 31,100
HOMESTAKE MNG CCOM 437614100 1,241 180,555 SH SOLE 0 180,555
HOMESTORE.COM ICOM 437852106 2,382 81,600 SH SOLE 0 81,600
HON INDS INC COM 438092108 8,078 343,756 SH SOLE 0 343,756
HONDA MTR LTD AADR 438128308 612 8,900 SH SOLE 0 8,900
HONEYWELL INTL COM 438516106 28,620 849,573 SH SOLE 0 849,573
HOOPER HOLMES ICOM 439104100 2,496 312,053 SH SOLE 0 312,053
HORACE MANN EDUCOM 440327104 11,910 794,000 SH SOLE 0 794,000
HORIZON HEALTH COM 44041Y104 982 168,900 SH SOLE 0 168,900
HORMEL FOODS COCOM 440452100 13,786 820,000 SH SOLE 0 820,000
HOSPITALITY PPTCOM 44106M102 851 37,729 SH SOLE 0 37,729
HOST MARRIOTT CCOM 44107P104 9,948 1,061,107 SH SOLE 0 1,061,107
HOT TOPIC INC COM 441339108 998 31,200 SH SOLE 0 31,200
HOTEL RESERVATICL A 441451101 937 31,500 SH SOLE 0 31,500
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HOUSEHOLD INTL COM 441815107 19,011 457,413 SH SOLE 0 457,413
HOUSEING & COMLADR 44182P102 185 8,000 SH SOLE 0 8,000
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HRPT PPTYS TR CCOM 40426W101 58 9,442 SH SOLE 0 9,442
HS RES INC COM 404297103 2,579 85,974 SH SOLE 0 85,974
HSB GROUP INC CCOM 40428N109 5,206 167,256 SH SOLE 0 167,256
HUBBELL INC CL CL B 443510201 9,218 361,500 SH SOLE 0 361,500
HUDSON UTD BANCCOM 444165104 6,292 280,419 SH SOLE 0 280,419
HUFFY CORP COM COM 444356109 197 45,700 SH SOLE 0 45,700
HUGHES SUPPLY ICOM 444482103 3,389 171,591 SH SOLE 0 171,591
HUMAN GENOME SCCOM 444903108 960 7,200 SH SOLE 0 7,200
HUMANA INC COM COM 444859102 669 137,159 SH SOLE 0 137,159
HUNT J B TRANS COM 445658107 3,133 202,940 SH SOLE 0 202,940
HUNTINGTON BANCCOM 446150104 2,508 158,605 SH SOLE 0 158,605
HUSSMAN INTL INCOM 448110106 295 10,148 SH SOLE 0 10,148
HUTCHINSON TECHCOM 448407106 7,682 539,100 SH SOLE 0 539,100
HYPERION SOLUTICOM 44914M104 4,969 153,175 SH SOLE 0 153,175
HYSEQ INC COM COM 449163302 77 1,700 SH SOLE 0 1,700
I2 TECHNOLOGIESCOM 465754109 1,935 18,560 SH SOLE 0 18,560
IBASIS INC COM COM 450732102 69 1,600 SH SOLE 0 1,600
IBIS TECHNOLOGYCOM 450909106 97 1,600 SH SOLE 0 1,600
IBM CORP COM COM 459200101 135,952 1,240,862 SH SOLE 0 1,240,862
IBP INC COM COM 449223106 11,337 734,400 SH SOLE 0 734,400
ICG COMMUNICATICOM 449246107 4,181 189,500 SH SOLE 0 189,500
ICIC LTD SPONSOADR 44926P202 4,197 223,826 SH SOLE 0 223,826
ICN PHARMACEUTICOM 448924100 12,584 452,450 SH SOLE 0 452,450
IDACORP INC COMCOM 451107106 7,059 218,882 SH SOLE 0 218,882
IDEC PHARMACEUTCOM 449370105 29,434 250,900 SH SOLE 0 250,900
IDENTIX INC COM 451906101 53 3,400 SH SOLE 0 3,400
IDEX CORP COM 45167R104 4,331 137,233 SH SOLE 0 137,233
IDEXX LABS INC COM 45168D104 4,554 199,076 SH SOLE 0 199,076
IDT CORP COM 448947101 655 19,300 SH SOLE 0 19,300
IFCO SYSTEMS NVCOM N43961106 232 9,100 SH SOLE 0 9,100
IGATE CAP CORP COM 45169U105 789 57,400 SH SOLE 0 57,400
IHOP CORP COM NCOM 449623107 1,549 92,456 SH SOLE 0 92,456
IKON OFFICE SOLCOM 451713101 87 22,574 SH SOLE 0 22,574
ILEX ONCOLOGY ICOM 451923106 670 19,000 SH SOLE 0 19,000
ILLINOIS TOOL WCOM 452308109 18,976 332,905 SH SOLE 0 332,905
ILLUMINET HLDGSCOM 452334105 870 17,100 SH SOLE 0 17,100
IMATION CORP COCOM 45245A107 6,637 225,926 SH SOLE 0 225,926
IMC GLOBAL INC COM 449669100 8,628 663,700 SH SOLE 0 663,700
IMCLONE SYSTEMSCOM 45245W109 1,070 14,000 SH SOLE 0 14,000
IMCO RECYCLING COM 449681105 377 69,400 SH SOLE 0 69,400
IMMUNE RESPONSECOM 45252T106 1,338 123,000 SH SOLE 0 123,000
IMMUNEX CORP NECOM 452528102 2,497 50,500 SH SOLE 0 50,500
IMMUNOMEDICS INCOM 452907108 407 16,600 SH SOLE 0 16,600
IMPALA PLATINUMADR 452553209 1,503 40,400 SH SOLE 0 40,400
IMPATH INC COM COM 45255G101 808 14,900 SH SOLE 0 14,900
IMPERIAL BANCORCOM 452556103 3,394 218,092 SH SOLE 0 218,092
IMPRINT.COM INCCOM 462628108 94 19,100 SH SOLE 0 19,100
IMRGLOBAL CORP COM 45321W106 81 6,200 SH SOLE 0 6,200
IMS HEALTH INC COM 449934108 2,592 144,016 SH SOLE 0 144,016
INACOM CORP COMCOM 45323G109 1 10,811 SH SOLE 0 10,811
INCO LTD COM COM 453258402 2,127 138,320 SH SOLE 0 138,320
INCYTE GENOMICSCOM 45337C102 15,270 185,800 SH SOLE 0 185,800
INDEPENDENCE CMCOM 453414104 274 20,653 SH SOLE 0 20,653
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INDYMAC BANCORPCOM 456607100 970 71,500 SH SOLE 0 71,500
INFINEON TECHNOADR 45662N103 3,368 42,500 SH SOLE 0 42,500
INFINITY BROADCCL A 45662S102 10,090 276,900 SH SOLE 0 276,900
INFOCUS CORP COCOM 45665B106 4,384 136,200 SH SOLE 0 136,200
INFONAUTICS CORCL A 456662105 306 70,000 SH SOLE 0 70,000
INFORMATICA CORCOM 45666Q102 295 3,600 SH SOLE 0 3,600
INFORMATION ARCCOM 45669R107 25 3,600 SH SOLE 0 3,600
INFORMATION RESCOM 456905108 515 130,700 SH SOLE 0 130,700
INFORMIX CORP CCOM 456779107 15,174 2,040,200 SH SOLE 0 2,040,200
INFORTE CORP COCOM 45677R107 18 500 SH SOLE 0 500
INFOSPACE INC CCOM 45678T102 972 17,600 SH SOLE 0 17,600
INFOUSA INC COMCOM 456818301 74 11,400 SH SOLE 0 11,400
INGERSOLL RAND COM 456866102 6,923 172,004 SH SOLE 0 172,004
INGLES MKTS INCCL A 457030104 67 6,400 SH SOLE 0 6,400
INHALE THERAPEUCOM 457191104 6,332 62,400 SH SOLE 0 62,400
INKTOMI CORP COCOM 457277101 2,164 18,300 SH SOLE 0 18,300
INNKEEPERS USA COM 4576J0104 126 13,775 SH SOLE 0 13,775
INNOVEX INC COMCOM 457647105 650 66,700 SH SOLE 0 66,700
INPRISE CORP COCOM 45766C102 55 9,024 SH SOLE 0 9,024
INPUT/OUTPUT INCOM 457652105 3,590 425,524 SH SOLE 0 425,524
INSIGHT COMMN ICL A 45768V108 3,779 241,837 SH SOLE 0 241,837
INSIGHT ENTERPRCOM 45765U103 8,532 143,841 SH SOLE 0 143,841
INSIGNIA FINL GCOM 45767A105 400 40,000 SH SOLE 0 40,000
INSITUFORM TECHCL A 457667103 3,065 113,006 SH SOLE 0 113,006
INSTEEL INDS INCOM 45774W108 235 38,000 SH SOLE 0 38,000
INSURANCE AUTO COM 457875102 1,101 52,100 SH SOLE 0 52,100
INTEGRA BK CORPCOM 45814P105 34 2,000 SH SOLE 0 2,000
INTEGRATED DEVICOM 458118106 33,949 567,000 SH SOLE 0 567,000
INTEGRATED ELECCOM 45811E103 262 51,100 SH SOLE 0 51,100
INTEGRATED SILICOM 45812P107 3,443 90,600 SH SOLE 0 90,600
INTEL CORP CALICOM 458140100 416,872 3,118,258 SH SOLE 0 3,118,258
INTELIDATA TECHCOM 45814T107 80 7,800 SH SOLE 0 7,800
INTELLIGROUP INCOM 45816A106 1,248 104,000 SH SOLE 0 104,000
INTER TEL INC CCOM 458372109 4,213 262,300 SH SOLE 0 262,300
INTERACTIVE OBJCOM 45839B107 125 36,500 SH SOLE 0 36,500
INTERDIGITAL COCOM 45866A105 134 8,100 SH SOLE 0 8,100
INTERFACE INC CCL A 458665106 888 232,900 SH SOLE 0 232,900
INTERGRAPH CORPCOM 458683109 110 14,596 SH SOLE 0 14,596
INTERIM SVCS INCOM 45868P100 5,354 301,625 SH SOLE 0 301,625
INTERLINK ELECTCOM 458751104 109 2,600 SH SOLE 0 2,600
INTERLOGIX INC COM 458763109 189 13,726 SH SOLE 0 13,726
INTERMAGNETICS COM 458771102 1,130 59,673 SH SOLE 0 59,673
INTERMEDIA COMMCOM 458801107 2,394 80,468 SH SOLE 0 80,468
INTERMET CORP COM 45881K104 784 114,100 SH SOLE 0 114,100
INTERNAP NETWORCOM 45885A102 793 19,100 SH SOLE 0 19,100
INTERNATIONAL BCOM 459044103 53 1,625 SH SOLE 0 1,625
INTERNATIONAL FCOM 45950T101 2,078 81,500 SH SOLE 0 81,500
INTERNATIONAL GCOM 459902102 10,947 413,100 SH SOLE 0 413,100
INTERNATIONAL MCOM 460043102 3,206 185,200 SH SOLE 0 185,200
INTERNATIONAL PCOM 460146103 16,499 553,431 SH SOLE 0 553,431
INTERNATIONAL RCOM 460254105 25,865 461,869 SH SOLE 0 461,869
INTERNATIONAL SCL A 460335201 13,132 317,400 SH SOLE 0 317,400
INTERNET CAP GRCOM 46059C106 444 12,000 SH SOLE 0 12,000
INTERNET PICTURCOM 46059S101 470 31,100 SH SOLE 0 31,100
INTERPUBLIC GROCOM 460690100 14,798 344,148 SH SOLE 0 344,148
INTERSIL HLDG CCL A 46069S109 600 11,100 SH SOLE 0 11,100
INTERSTATE BAKECOM 46072H108 5,251 375,037 SH SOLE 0 375,037
INTERTAN INC COM 461120107 100 8,500 SH SOLE 0 8,500
INTERTRUST TECHCOM 46113Q109 167 8,100 SH SOLE 0 8,100
INTERVOICE-BRITCOM 461142101 946 144,200 SH SOLE 0 144,200
INTERWAVE COMMUCOM G4911N102 454 32,400 SH SOLE 0 32,400
INTERWOVEN INC COM 46114T102 242 2,200 SH SOLE 0 2,200
INTIMATE BRANDSCL A 461156101 1,248 63,210 SH SOLE 0 63,210
INTL FLAVORS & COM 459506101 2,218 73,464 SH SOLE 0 73,464
INTRANET SOLUTICOM 460939309 1,416 36,900 SH SOLE 0 36,900
INTRAWARE INC CCOM 46118M103 35 2,200 SH SOLE 0 2,200
INTUIT COM COM 461202103 51,123 1,235,600 SH SOLE 0 1,235,600
INVACARE CORP COM 461203101 3,654 139,214 SH SOLE 0 139,214
INVESTMENT TECHCOM 46145F105 12,411 314,200 SH SOLE 0 314,200
INVESTORS FINANCOM 461915100 6,637 167,229 SH SOLE 0 167,229
INVITROGEN CORPCOM 46185R100 2,813 37,400 SH SOLE 0 37,400
IOMEGA CORP COMCOM 462030107 587 146,700 SH SOLE 0 146,700
IONICS INC COM 462218108 2,360 77,045 SH SOLE 0 77,045
IPALCO ENTERPRICOM 462613100 9,684 481,200 SH SOLE 0 481,200
IRON MTN INC PACOM 462846106 15,105 444,260 SH SOLE 0 444,260
IRT PPTY CO COM 450058102 63 7,369 SH SOLE 0 7,369
ISIS PHARMACEUTCOM 464330109 94 6,500 SH SOLE 0 6,500
ISLE OF CAPRIS COM 464592104 3,075 226,700 SH SOLE 0 226,700
ISS GROUP INC OCOM 450306105 3,831 38,800 SH SOLE 0 38,800
ITC DELTACOM INCOM 45031T104 1,685 75,500 SH SOLE 0 75,500
ITRON INC COM 465741106 560 67,900 SH SOLE 0 67,900
ITT EDL SVCS INCOM 45068B109 852 48,500 SH SOLE 0 48,500
ITT INDS INC INCOM 450911102 3,504 115,349 SH SOLE 0 115,349
ITXC CORP COM COM 45069F109 35 1,000 SH SOLE 0 1,000
IVAX CORP COM 465823102 43,247 1,042,100 SH SOLE 0 1,042,100
IVILLAGE INC COCOM 46588H105 531 62,900 SH SOLE 0 62,900
IXL ENTERPRISESCOM 450718101 83 5,700 SH SOLE 0 5,700
J & J SNACK FOOCOM 466032109 708 39,600 SH SOLE 0 39,600
JABIL CIRCUIT ICOM 466313103 58,165 1,172,100 SH SOLE 0 1,172,100
JACK IN THE BOXCOM 466367109 4,486 182,190 SH SOLE 0 182,190
JACOBS ENGR GROCOM 469814107 7,331 224,269 SH SOLE 0 224,269
JAKKS PAC INC COM 47012E106 1,335 90,500 SH SOLE 0 90,500
JAN BEL MARKETICOM 470760109 240 101,100 SH SOLE 0 101,100
JDA SOFTWARE GRCOM 46612K108 116 6,020 SH SOLE 0 6,020
JDN RLTY CORP CCOM 465917102 460 45,176 SH SOLE 0 45,176
JDS UNIPHASE COCOM 46612J101 8,674 72,356 SH SOLE 0 72,356
JEFFERIES GROUPCOM 472319102 2,379 117,838 SH SOLE 0 117,838
JEFFERSON PILOTCOM 475070108 6,095 108,001 SH SOLE 0 108,001
JLG INDS INC COCOM 466210101 2,476 208,542 SH SOLE 0 208,542
JO-ANN STORES ICL A 47758P109 2,316 330,900 SH SOLE 0 330,900
JO-ANN STORES ICL B 47758P208 2,059 270,000 SH SOLE 0 270,000
JOHN NUVEEN CO CL A 478035108 306 7,300 SH SOLE 0 7,300
JOHNSON & JOHNSCOM 478160104 106,336 1,043,785 SH SOLE 0 1,043,785
JOHNSON CTLS INCOM 478366107 6,462 125,941 SH SOLE 0 125,941
JONES APPAREL GCOM 480074103 18,011 766,417 SH SOLE 0 766,417
JONES LANG LASACOM 48020Q107 55 4,141 SH SOLE 0 4,141
JONES PHARMA INCOM 480236108 13,594 340,377 SH SOLE 0 340,377
JOURNAL REGISTECOM 481138105 90 4,916 SH SOLE 0 4,916
JP RLTY INC COMCOM 46624A106 71 4,000 SH SOLE 0 4,000
JPM CO COM COM 465933109 330 60,000 SH SOLE 0 60,000
JUNIPER NETWORKCOM 48203R104 8,414 57,800 SH SOLE 0 57,800
JUNO ONLINE SVCCOM 482048105 31 2,900 SH SOLE 0 2,900
JUSTIN INDS INCCOM 482171105 2,655 121,363 SH SOLE 0 121,363
K MART CORP COMCOM 482584109 2,419 355,066 SH SOLE 0 355,066
K SWISS INC CL CL A 482686102 744 46,700 SH SOLE 0 46,700
K TRON INTL INCCOM 482730108 321 20,443 SH SOLE 0 20,443
K V PHARMACEUTICL A 482740206 5,222 197,065 SH SOLE 0 197,065
K2 DESIGN INC CCOM 482731106 109 16,500 SH SOLE 0 16,500
K2 INC COM COM 482732104 671 80,700 SH SOLE 0 80,700
KAMAN CORP CL ACL A 483548103 1,251 117,083 SH SOLE 0 117,083
KANSAS CITY PWRCOM 485134100 8,831 392,501 SH SOLE 0 392,501
KANSAS CITY SOUCOM 485170104 8,674 97,800 SH SOLE 0 97,800
KAUFMAN & BROADCOM 486168107 988 49,891 SH SOLE 0 49,891
KAYDON CORP COM 486587108 3,938 187,520 SH SOLE 0 187,520
KEANE INC COM COM 486665102 8,522 394,100 SH SOLE 0 394,100
KEEBLER FOODS CCOM 487256109 338 9,100 SH SOLE 0 9,100
KEITHLEY INSTRSCOM 487584104 2,235 25,650 SH SOLE 0 25,650
KELLOGG CO COM COM 487836108 23,367 785,455 SH SOLE 0 785,455
KELLWOOD CO COM 488044108 2,939 139,119 SH SOLE 0 139,119
KELLY SVCS INC CL A 488152208 4,637 200,500 SH SOLE 0 200,500
KEMET CORP COM COM 488360108 14,896 594,370 SH SOLE 0 594,370
KENDLE INTL INCCOM 48880L107 315 40,000 SH SOLE 0 40,000
KENNAMETAL INC COM 489170100 6,054 282,400 SH SOLE 0 282,400
KENNEDY-WILSON COM 489399204 805 151,500 SH SOLE 0 151,500
KENSEY NASH CORCOM 490057106 686 61,700 SH SOLE 0 61,700
KENT ELECTRS COCOM 490553104 4,451 149,304 SH SOLE 0 149,304
KERR MCGEE CORPCOM 492386107 9,953 168,872 SH SOLE 0 168,872
KEY ENERGY SERVCOM 492914106 163 16,900 SH SOLE 0 16,900
KEY PRODTN INC COM 493138101 564 32,200 SH SOLE 0 32,200
KEYCORP NEW COMCOM 493267108 7,948 450,944 SH SOLE 0 450,944
KEYNOTE SYS INCCOM 493308100 1,962 27,800 SH SOLE 0 27,800
KEYSPAN CORP COM 49337W100 27,666 899,700 SH SOLE 0 899,700
KEYSTONE FINL ICOM 493482103 6,782 319,131 SH SOLE 0 319,131
KILROY RLTY CORCOM 49427F108 2,454 94,599 SH SOLE 0 94,599
KIMBALL INTL INCL B 494274103 164 11,110 SH SOLE 0 11,110
KIMBERLY CLARK CL A 494368103 25,145 438,255 SH SOLE 0 438,255
KIMCO RLTY CORPCOM 49446R109 14,574 355,463 SH SOLE 0 355,463
KINDER MORGAN ICOM 49455P101 22,618 654,400 SH SOLE 0 654,400
KING PHARMACEUTCOM 495582108 3,122 71,150 SH SOLE 0 71,150
KIRBY CORP COM COM 497266106 2,382 112,080 SH SOLE 0 112,080
KLA TENCOR CORPCOM 482480100 20,385 348,096 SH SOLE 0 348,096
KNIGHT RIDDER ICOM 499040103 5,098 95,858 SH SOLE 0 95,858
KOGER EQUITY INCOM 500228101 150 8,911 SH SOLE 0 8,911
KOHLS CORP COM COM 500255104 83,182 1,495,400 SH SOLE 0 1,495,400
KOMAG INC COM COM 500453105 338 193,140 SH SOLE 0 193,140
KOOKMIN BK GDS COM 500498100 194 15,234 SH SOLE 0 15,234
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KOREA TELECOM SADR 50063P103 25,289 525,216 SH SOLE 0 525,216
KOREA THRUNET CCL A Y49975108 126 9,000 SH SOLE 0 9,000
KORN FERRY INTLCOM 500643200 187 5,900 SH SOLE 0 5,900
KOS PHARMECEUTICOM 500648100 1,245 77,500 SH SOLE 0 77,500
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KROGER CO COM COM 501044101 15,489 702,030 SH SOLE 0 702,030
KROLL O GARA COCOM 501050108 669 100,000 SH SOLE 0 100,000
KRONOS INC COM 501052104 1,452 55,850 SH SOLE 0 55,850
KULICKE & SOFFACOM 501242101 10,748 181,027 SH SOLE 0 181,027
KV PHARMACEUTICCOM 482740107 479 17,600 SH SOLE 0 17,600
L-3 COMMUNICATICOM 502424104 10,545 184,800 SH SOLE 0 184,800
LA Z BOY INC COM 505336107 6,104 436,007 SH SOLE 0 436,007
LABOR READY INCCOM 505401208 1,307 197,250 SH SOLE 0 197,250
LABORATORY CORPCOM 50540R409 6,111 79,240 SH SOLE 0 79,240
LABRANCHE & CO COM 505447102 546 38,010 SH SOLE 0 38,010
LACLEDE GAS CO COM 505588103 1,734 90,100 SH SOLE 0 90,100
LAM RESH CORP CCOM 512807108 4,665 124,400 SH SOLE 0 124,400
LAMAR ADVERTISICL A 512815101 827 19,100 SH SOLE 0 19,100
LANCASTER COLONCOM 513847103 5,811 297,975 SH SOLE 0 297,975
LANCE INC COM 514606102 1,897 210,800 SH SOLE 0 210,800
LANDAMERICA FINCOM 514936103 92 4,000 SH SOLE 0 4,000
LANDRY'S SEAFOOCOM 51508L103 989 116,300 SH SOLE 0 116,300
LANDS END INC CCOM 515086106 5,734 171,800 SH SOLE 0 171,800
LANDSTAR SYS INCOM 515098101 2,443 41,013 SH SOLE 0 41,013
LASALLE HOTEL PCOM 517942108 92 6,427 SH SOLE 0 6,427
LASALLE RE HOLDCOM G5383Q101 724 51,000 SH SOLE 0 51,000
LASER VISION CTCOM 51807H100 705 114,000 SH SOLE 0 114,000
LASON INC COM 51808R107 219 87,600 SH SOLE 0 87,600
LASTMINUTE COM ADR 518129101 241 16,000 SH SOLE 0 16,000
LATTICE SEMICONCOM 518415104 18,714 270,734 SH SOLE 0 270,734
LAWSON PRODS INCOM 520776105 1,108 45,000 SH SOLE 0 45,000
LCC INTL INC CLCL A 501810105 2,226 81,500 SH SOLE 0 81,500
LEAP WIRELESS ICOM 521863100 531 11,300 SH SOLE 0 11,300
LEAR CORP COM COM 521865105 7,814 390,723 SH SOLE 0 390,723
LEARNING TREE ICOM 522015106 2,873 46,900 SH SOLE 0 46,900
LEE ENTERPRISESCOM 523768109 6,008 257,700 SH SOLE 0 257,700
LEGATO SYS INC COM 524651106 7,370 487,300 SH SOLE 0 487,300
LEGG MASON INC COM 524901105 18,853 377,066 SH SOLE 0 377,066
LEGGETT & PLATTCOM 524660107 3,102 188,000 SH SOLE 0 188,000
LEHMAN BROS HLDCOM 524908100 14,925 157,832 SH SOLE 0 157,832
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LENNAR CORP COMCOM 526057104 2,497 123,285 SH SOLE 0 123,285
LENNOX INTL INCCOM 526107107 3,618 273,065 SH SOLE 0 273,065
LEUCADIA NATL CCOM 527288104 306 13,404 SH SOLE 0 13,404
LEVEL 3 COMMUNICOM 52729N100 836 9,500 SH SOLE 0 9,500
LEXINGTON CORPOCOM 529043101 398 35,600 SH SOLE 0 35,600
LEXMARK INTERNACOM 529771107 6,503 96,700 SH SOLE 0 96,700
LG&E ENERGY CORCOM 501917108 18,178 761,400 SH SOLE 0 761,400
LIBBEY INC COM COM 529898108 3,258 101,404 SH SOLE 0 101,404
LIBERATE TECHNOCOM 530129105 492 16,800 SH SOLE 0 16,800
LIBERTY CORP COCOM 530370105 196 4,670 SH SOLE 0 4,670
LIBERTY DIGITALCL A 530436104 342 11,400 SH SOLE 0 11,400
LIBERTY PPTY TRCOM 531172104 49,316 1,901,355 SH SOLE 0 1,901,355
LIFEPOINT HOSPSCOM 53219L109 1,119 50,300 SH SOLE 0 50,300
LIGAND PHARMACECL B 53220K207 113 8,600 SH SOLE 0 8,600
LIGHTBRIDGE INCCOM 532226107 96 4,000 SH SOLE 0 4,000
LIGHTSPAN INC CCOM 53226T103 275 50,000 SH SOLE 0 50,000
LILLIAN VERNON COM 532430105 424 40,400 SH SOLE 0 40,400
LILLY ELI & CO COM 532457108 80,567 806,679 SH SOLE 0 806,679
LILLY INDS INC CL A 532491107 3,280 109,105 SH SOLE 0 109,105
LIMITED INC COMCOM 532716107 15,862 733,486 SH SOLE 0 733,486
LINCARE HLDGS ICOM 532791100 9,535 387,200 SH SOLE 0 387,200
LINCOLN ELEC HLCOM 533900106 114 8,018 SH SOLE 0 8,018
LINCOLN NATL COCOM 534187109 7,588 210,052 SH SOLE 0 210,052
LINDSAY MFG CO COM 535555106 1,266 64,500 SH SOLE 0 64,500
LINEAR TECHNOLOCOM 535678106 9,763 152,700 SH SOLE 0 152,700
LINENS N THINGSCOM 535679104 6,273 231,263 SH SOLE 0 231,263
LIQUID AUDIO INCOM 53631T102 578 61,000 SH SOLE 0 61,000
LITHIA MTRS INCCL A 536797103 1,434 107,200 SH SOLE 0 107,200
LITTELFUSE INC COM 537008104 1,657 33,826 SH SOLE 0 33,826
LITTON INDS INCCOM 538021106 10,739 255,700 SH SOLE 0 255,700
LIZ CLAIBORNE ICL A 539320101 2,829 80,247 SH SOLE 0 80,247
LNR PPTY CORP CCOM 501940100 2,812 144,184 SH SOLE 0 144,184
LO JACK CORP COM 539451104 90 13,000 SH SOLE 0 13,000
LOCKHEED MARTINCOM 539830109 15,350 618,630 SH SOLE 0 618,630
LOEWS CORP COM COM 540424108 4,112 68,529 SH SOLE 0 68,529
LONDON PACIFIC ADR 542073101 2,764 212,600 SH SOLE 0 212,600
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LONE STAR TECHNCOM 542312103 1,836 39,700 SH SOLE 0 39,700
LONGS DRUG STORCOM 543162101 680 31,275 SH SOLE 0 31,275
LONGVIEW FIBRE COM 543213102 3,327 300,749 SH SOLE 0 300,749
LOOKSMART LTD CCOM 543442107 464 25,100 SH SOLE 0 25,100
LORAL SPACE & CCOM G56462107 1,179 170,000 SH SOLE 0 170,000
LOUDEYE TECHNOLCOM 545754103 914 52,400 SH SOLE 0 52,400
LOUIS DREYFUS NCOM 546011107 5,783 184,676 SH SOLE 0 184,676
LOUISIANA PAC CCOM 546347105 1,127 103,615 SH SOLE 0 103,615
LOWES COS INC CCOM 548661107 21,512 523,878 SH SOLE 0 523,878
LSI LOGIC CORP COM 502161102 11,652 215,272 SH SOLE 0 215,272
LTV CORP NEW COCOM 501921100 63 21,942 SH SOLE 0 21,942
LTX CORP COM 502392103 3,214 92,000 SH SOLE 0 92,000
LUBRIZOL CORP COM 549271104 6,910 329,026 SH SOLE 0 329,026
LUBYS INC COM COM 549282101 868 108,500 SH SOLE 0 108,500
LUCENT TECHNOLOCOM 549463107 128,485 2,168,525 SH SOLE 0 2,168,525
LUFKIN INDS INCCOM 549764108 79 5,000 SH SOLE 0 5,000
LUXOTTICA GROUPADR 55068R202 8,509 698,200 SH SOLE 0 698,200
LYDALL INC COM 550819106 754 71,000 SH SOLE 0 71,000
LYNX THERAPEUTICOM 551812308 1,289 27,100 SH SOLE 0 27,100
LYONDELL CHEMICCOM 552078107 11,055 660,000 SH SOLE 0 660,000
M D C HLDGS INCCOM 552676108 2,173 116,691 SH SOLE 0 116,691
M S CARRIERS INCOM 553533100 1,808 102,600 SH SOLE 0 102,600
MAC GRAY CORP CCOM 554153106 343 78,500 SH SOLE 0 78,500
MACDERMID INC COM 554273102 3,337 141,996 SH SOLE 0 141,996
MACERICH CO COMCOM 554382101 373 16,923 SH SOLE 0 16,923
MACK CALI RLTY COM 554489104 12,347 480,661 SH SOLE 0 480,661
MACROMEDIA INC COM 556100105 33,357 345,000 SH SOLE 0 345,000
MACROVISION CORCOM 555904101 3,759 58,800 SH SOLE 0 58,800
MADECO SA SPONSADR 556304103 290 38,020 SH SOLE 0 38,020
MADISON GAS & ECOM 557497104 119 6,000 SH SOLE 0 6,000
MAF BANCORP INCCOM 55261R108 1,963 107,952 SH SOLE 0 107,952
MAGNETEK INC COCOM 559424106 1,046 130,700 SH SOLE 0 130,700
MAGYAR TAVKOZLEADR 559776109 1,069 31,040 SH SOLE 0 31,040
MAIL COM INC CLCL A 560311102 119 20,900 SH SOLE 0 20,900
MALLINCKRODT INCOM 561232109 2,871 66,104 SH SOLE 0 66,104
MANDALAY RESORTCOM 562567107 10,182 509,100 SH SOLE 0 509,100
MANHATTAN ASSOCCOM 562750109 1,448 57,900 SH SOLE 0 57,900
MANITOWAC INC CCOM 563571108 3,156 117,975 SH SOLE 0 117,975
MANOR CARE INC COM 564055101 930 132,791 SH SOLE 0 132,791
MANPOWER INC WICOM 56418H100 20,768 649,000 SH SOLE 0 649,000
MANUFACTURED HOCOM 564682102 3,580 149,569 SH SOLE 0 149,569
MANUFACTURERS SCOM 565005105 2,803 136,300 SH SOLE 0 136,300
MANUGISTICS GROCOM 565011103 178 3,800 SH SOLE 0 3,800
MAPINFO CORP COM 565105103 102 2,500 SH SOLE 0 2,500
MARCHFIRST INC.COM 566244109 16,177 886,391 SH SOLE 0 886,391
MARCUS CORP COM 566330106 1,612 132,950 SH SOLE 0 132,950
MARIMBA INC COMCOM 56781Q109 32 2,300 SH SOLE 0 2,300
MARINE DRILLINGCOM 568240204 4,729 168,900 SH SOLE 0 168,900
MARK IV INDS INCOM 570387100 5,402 258,798 SH SOLE 0 258,798
MARKEL HOLDINGSCOM 570535104 63 447 SH SOLE 0 447
MARKETING SPECICOM 57060R107 278 158,900 SH SOLE 0 158,900
MARKETWATCH COMCOM 570619106 13 700 SH SOLE 0 700
MARRIOTT INTL ICL A 571903202 9,170 254,271 SH SOLE 0 254,271
MARSH & MCLENNACOM 571748102 32,389 310,131 SH SOLE 0 310,131
MARSHALL & ILSLCOM 571834100 26,577 640,400 SH SOLE 0 640,400
MARTHA STEWART CL A 573083102 550 25,000 SH SOLE 0 25,000
MARTIN MARIETTACOM 573284106 10,859 268,539 SH SOLE 0 268,539
MARVELL TECHNOLCOM G5876H105 120 2,100 SH SOLE 0 2,100
MASCO CORP COM COM 574599106 6,786 375,686 SH SOLE 0 375,686
MASCOTECH INC CCOM 574670105 2,302 212,892 SH SOLE 0 212,892
MASTEC INC COM 576323109 2,123 55,600 SH SOLE 0 55,600
MATERIAL SCIENCCOM 576674105 690 69,000 SH SOLE 0 69,000
MATRIX PHARMACECOM 576844104 418 32,000 SH SOLE 0 32,000
MATRIXONE INC CCOM 57685P304 768 18,900 SH SOLE 0 18,900
MATTEL INC COM COM 577081102 4,024 305,136 SH SOLE 0 305,136
MATTSON TECHNOLCOM 577223100 94 2,900 SH SOLE 0 2,900
MAVERICK TUBE CCOM 577914104 682 23,400 SH SOLE 0 23,400
MAXIM INTEGRATECOM 57772K101 16,482 242,600 SH SOLE 0 242,600
MAXIM PHARMACEUCOM 57772M107 2,754 53,600 SH SOLE 0 53,600
MAXIMUS INC COMCOM 577933104 2,222 100,436 SH SOLE 0 100,436
MAXTOR CORP COMCOM 577729205 2,940 278,300 SH SOLE 0 278,300
MAXXAM INC COM 577913106 689 38,800 SH SOLE 0 38,800
MAY DEPT STORESCOM 577778103 8,173 340,536 SH SOLE 0 340,536
MAYTAG CORP COMCOM 578592107 2,547 69,082 SH SOLE 0 69,082
MBIA INC COM COM 55262C100 5,784 120,025 SH SOLE 0 120,025
MBNA CORP COM COM 55262L100 54,304 2,002,004 SH SOLE 0 2,002,004
MCCLATCHY CO (HCL A 579489105 8,177 246,861 SH SOLE 0 246,861
MCCORMICK & CO COM 579780206 13,332 410,200 SH SOLE 0 410,200
MCDERMOTT INTL COM 580037109 369 41,898 SH SOLE 0 41,898
MCDONALDS CORP COM 580135101 34,902 1,059,640 SH SOLE 0 1,059,640
MCGRAW HILL COSCOM 580645109 8,537 158,100 SH SOLE 0 158,100
MCK COMMUNICATICOM 581243102 990 42,800 SH SOLE 0 42,800
MCKESSON HBOC ICOM 58155Q103 4,179 199,590 SH SOLE 0 199,590
MCLEOD USA INC CL A 582266102 3,910 189,000 SH SOLE 0 189,000
MCMORAN EXPLORACOM 582411104 67 4,038 SH SOLE 0 4,038
MCN ENERGY GROUCOM 55267J100 10,281 481,000 SH SOLE 0 481,000
MCSI INC COM COM 55270M108 96 3,700 SH SOLE 0 3,700
MCWHORTER TECHNCOM 582803102 853 43,900 SH SOLE 0 43,900
MDU RESOURCES GCOM 552690109 2,020 93,432 SH SOLE 0 93,432
MEAD CORP COM COM 582834107 1,913 75,764 SH SOLE 0 75,764
MEADE INSTRS COCOM 583062104 2,111 84,000 SH SOLE 0 84,000
MEASUREMENT SPECOM 583421102 2,279 59,400 SH SOLE 0 59,400
MEDIA GEN INC CCL A 584404107 7,576 156,000 SH SOLE 0 156,000
MEDIA METRIX INCOM 58440X103 51 2,000 SH SOLE 0 2,000
MEDIACOM COMMUNCL A 58446K105 4,480 291,400 SH SOLE 0 291,400
MEDIAONE GROUP COM 58440J104 44,315 668,259 SH SOLE 0 668,259
MEDIAPLEX INC CCOM 58446B105 37 1,900 SH SOLE 0 1,900
MEDICAL MANAGERCOM 58461U103 254 7,451 SH SOLE 0 7,451
MEDICIS PHARMACCL A 584690309 7,866 138,002 SH SOLE 0 138,002
MEDIMMUNE INC CCOM 584699102 13,980 188,924 SH SOLE 0 188,924
MEDITRUST PAIRECOM 58501T306 359 95,661 SH SOLE 0 95,661
MEDQUIST INC COCOM 584949101 7,597 223,453 SH SOLE 0 223,453
MEDTRONIC INC CCOM 585055106 52,036 1,044,637 SH SOLE 0 1,044,637
MELLON FINL CORCOM 58551A108 16,110 442,116 SH SOLE 0 442,116
MEMBERWORKS INCCOM 586002107 2,486 73,937 SH SOLE 0 73,937
MEMC ELECTRONICCOM 552715104 1,513 84,036 SH SOLE 0 84,036
MENS WEARHOUSE COM 587118100 4,384 196,482 SH SOLE 0 196,482
MENTOR CORP MINCOM 587188103 3,131 115,150 SH SOLE 0 115,150
MENTOR GRAPHICSCOM 587200106 8,544 429,900 SH SOLE 0 429,900
MERCANTILE BANKCOM 587405101 12,295 412,400 SH SOLE 0 412,400
MERCATOR SOFTWACOM 587587106 14,754 214,600 SH SOLE 0 214,600
MERCK & CO INC COM 589331107 130,816 1,707,224 SH SOLE 0 1,707,224
MERCURY COMPUTECOM 589378108 3,280 101,503 SH SOLE 0 101,503
MERCURY GEN CORCOM 589400100 102 4,313 SH SOLE 0 4,313
MERCURY INTERACCOM 589405109 7,593 78,484 SH SOLE 0 78,484
MEREDITH CORP CCOM 589433101 1,316 38,983 SH SOLE 0 38,983
MERISTAR HOSPITCOM 58984Y103 1,451 69,080 SH SOLE 0 69,080
MERITOR AUTOMOTCOM 59000G100 4,231 384,600 SH SOLE 0 384,600
MERIX CORP COM 590049102 5,438 115,700 SH SOLE 0 115,700
MERRILL LYNCH &COM 590188108 53,321 463,661 SH SOLE 0 463,661
MESA AIR GROUP COM 590479101 1,101 199,000 SH SOLE 0 199,000
MESABA HLDGS INCOM 59066B102 138 14,400 SH SOLE 0 14,400
METALS USA INC COM 591324108 83 17,800 SH SOLE 0 17,800
METASOLV SOFTWACOM 591393103 88 2,000 SH SOLE 0 2,000
METAWAVE COMMNSCOM 591409107 214 8,000 SH SOLE 0 8,000
METHODE ELECTRSCL A 591520200 9,577 247,961 SH SOLE 0 247,961
METLIFE INC COMCOM 59156R108 4,438 210,700 SH SOLE 0 210,700
METRICOM INC COM 591596101 84 3,000 SH SOLE 0 3,000
METRIS COS INC COM 591598107 1,975 78,601 SH SOLE 0 78,601
METROCALL INC CCOM 591647102 113 12,600 SH SOLE 0 12,600
METRO-GOLDWYN MCOM 591610100 154 5,900 SH SOLE 0 5,900
METROMEDIA FIBECL A 591689104 282 7,100 SH SOLE 0 7,100
METTLER-TOLEDO COM 592688105 1,960 49,000 SH SOLE 0 49,000
MFC BANCORP LTDCOM 55271X103 1,173 156,375 SH SOLE 0 156,375
MGC COMMUNICATICOM 552763302 7,097 118,400 SH SOLE 0 118,400
MGIC INVT CORP COM 552848103 7,346 161,448 SH SOLE 0 161,448
MGM GRAND INC COM 552953101 504 15,700 SH SOLE 0 15,700
MICHAEL ANTHONYCOM 594060105 375 136,500 SH SOLE 0 136,500
MICHAEL FOODS ICOM 594079105 2,268 92,556 SH SOLE 0 92,556
MICHAELS STORESCOM 594087108 34,371 750,254 SH SOLE 0 750,254
MICREL INC COM 594793101 22,092 508,600 SH SOLE 0 508,600
MICROCELL TELECCL B 59501T304 434 12,000 SH SOLE 0 12,000
MICROCHIP TECHNCOM 595017104 28,591 490,700 SH SOLE 0 490,700
MICROMUSE INC COM 595094103 1,208 7,300 SH SOLE 0 7,300
MICRON TECHNOLOCOM 595112103 37,327 423,870 SH SOLE 0 423,870
MICROS SYS INC COM 594901100 2,413 130,000 SH SOLE 0 130,000
MICROSOFT CORP COM 594918104 351,479 4,393,492 SH SOLE 0 4,393,492
MICROSTRATEGY ICL A 594972101 123 4,100 SH SOLE 0 4,100
MID AMER APT CMCOM 59522J103 301 12,555 SH SOLE 0 12,555
MID AMER BANCORCOM 595915109 54 2,142 SH SOLE 0 2,142
MIDAS GROUP INCCOM 595626102 1,406 70,300 SH SOLE 0 70,300
MIDCAP SPDR TR COM 595635103 12,354 139,200 SH SOLE 0 139,200
MIDCOAST ENERGYCOM 59563W104 1,449 92,000 SH SOLE 0 92,000
MID-STATE BANCSCOM 595440108 57 2,091 SH SOLE 0 2,091
MIDWAY AIRLINESCOM 598126100 62 12,000 SH SOLE 0 12,000
MIDWAY GAMES INCOM 598148104 1,705 211,500 SH SOLE 0 211,500
MIDWEST EXPRESSCOM 597911106 1,355 63,000 SH SOLE 0 63,000
MIIX GROUP INC COM 59862V104 278 23,200 SH SOLE 0 23,200
MILACRON INC COCOM 598709103 2,510 173,124 SH SOLE 0 173,124
MILLENIUM CHEMICOM 599903101 259 15,232 SH SOLE 0 15,232
MILLENNIUM PHARCOM 599902103 64,234 574,160 SH SOLE 0 574,160
MILLER HERMAN ICOM 600544100 11,434 441,900 SH SOLE 0 441,900
MILLICOM INC ESCOM 600813794 - 19,170 SH SOLE 0 19,170
MILLIPORE CORP COM 601073109 1,835 24,341 SH SOLE 0 24,341
MILLS CORP COM COM 601148109 113 5,992 SH SOLE 0 5,992
MINERALS TECHNOCOM 603158106 6,957 151,243 SH SOLE 0 151,243
MINIMED INC COMCOM 60365K108 21,665 183,600 SH SOLE 0 183,600
MINNESOTA MNG &COM 604059105 30,707 372,207 SH SOLE 0 372,207
MINNESOTA POWERCOM 604110106 7,264 419,553 SH SOLE 0 419,553
MIPS TECHNOLOGICL B 604567206 17 431 SH SOLE 0 431
MIPS TECHNOLOGICOM 604567107 1,585 37,300 SH SOLE 0 37,300
MISSISSIPPI CHECOM 605288208 558 117,489 SH SOLE 0 117,489
MMC NETWORKS INCOM 55308N102 497 9,300 SH SOLE 0 9,300
MOBILE TELESYSTADR 607409109 438 19,579 SH SOLE 0 19,579
MOBILITY ELECTRCOM 60741U101 44 3,400 SH SOLE 0 3,400
MODEM MEDIA INCCOM 607533106 25 2,000 SH SOLE 0 2,000
MODINE MFG CO COM 607828100 4,512 167,117 SH SOLE 0 167,117
MODIS PROF SVCSCOM 607830106 4,331 567,995 SH SOLE 0 567,995
MOHAWK INDS INCCOM 608190104 8,068 370,929 SH SOLE 0 370,929
MOLECULAR DEVICCOM 60851C107 2,743 39,650 SH SOLE 0 39,650
MOLEX INC CL A CL A 608554200 4,743 135,500 SH SOLE 0 135,500
MOLEX INC COM COM 608554101 825 17,150 SH SOLE 0 17,150
MONACO COACH COCOM 60886R103 1,184 86,900 SH SOLE 0 86,900
MONDAVI ROBERT COM 609200100 80 2,600 SH SOLE 0 2,600
MONOGENESIS CORCOM 60975R105 - 1 SH SOLE 0 1
MONTANA PWR CO COM 612085100 22,925 649,200 SH SOLE 0 649,200
MOOG INC CL A CL A 615394202 50 1,900 SH SOLE 0 1,900
MORGAN J P & COCOM 616880100 21,824 198,173 SH SOLE 0 198,173
MORGAN KEEGAN ICOM 617410105 2,012 136,393 SH SOLE 0 136,393
MORGAN STANLEY COM 617446448 132,014 1,585,750 SH SOLE 0 1,585,750
MORRISON KNUDSECOM 61844A109 1,760 242,700 SH SOLE 0 242,700
MORRISON MGMT SCOM 618459101 1,342 47,600 SH SOLE 0 47,600
MOTIENT CORP COCOM 619908106 102 6,500 SH SOLE 0 6,500
MOTOROLA INC COCOM 620076109 90,758 3,122,864 SH SOLE 0 3,122,864
MP3 COM INC COMCOM 62473M109 51 3,772 SH SOLE 0 3,772
MPW INDL SVCS GCOM 553444100 2,044 263,800 SH SOLE 0 263,800
MRV COMMUNICATICOM 553477100 814 12,100 SH SOLE 0 12,100
MSC SOFTWARE COCOM 553531104 131 14,100 SH SOLE 0 14,100
M-SYSTEM FLASH COM M7061C100 5,280 67,800 SH SOLE 0 67,800
MTI TECHNOLOGY COM 553903105 61 7,600 SH SOLE 0 7,600
MUELLER INDS INCOM 624756102 4,639 165,678 SH SOLE 0 165,678
MULTEX SYS INC COM 625367107 58 2,300 SH SOLE 0 2,300
MURPHY OIL CORPCOM 626717102 16,785 282,400 SH SOLE 0 282,400
MUSICLAND STORECL A 62758B109 95 12,800 SH SOLE 0 12,800
MUTUAL RISK MGMCOM 628351108 3,255 187,999 SH SOLE 0 187,999
MYERS INDS INC COM 628464109 955 88,845 SH SOLE 0 88,845
MYLAN LABS INC COM 628530107 13,525 741,100 SH SOLE 0 741,100
MYPOINTS COM INCOM 62855T102 205 10,800 SH SOLE 0 10,800
MYRIAD GENETICSCOM 62855J104 4,057 27,400 SH SOLE 0 27,400
NABISCO GROUP HCOM 62952P102 6,855 264,300 SH SOLE 0 264,300
NABISCO HLDGS CCL A 629526104 1,166 22,200 SH SOLE 0 22,200
NABORS INDS INCCOM 629568106 35,228 847,581 SH SOLE 0 847,581
NACCO INDS INC CL A 629579103 112 3,200 SH SOLE 0 3,200
NANOGEN INC COMCOM 630075109 755 17,800 SH SOLE 0 17,800
NASH FINCH CO CCOM 631158102 423 51,300 SH SOLE 0 51,300
NASHUA CORP COM 631226107 221 26,800 SH SOLE 0 26,800
NATIONAL CITY CCOM 635405103 7,440 436,038 SH SOLE 0 436,038
NATIONAL COMM BCOM 635449101 9,747 606,800 SH SOLE 0 606,800
NATIONAL COMPUTCOM 635519101 9,736 197,686 SH SOLE 0 197,686
NATIONAL DATA CCOM 635621105 3,665 159,358 SH SOLE 0 159,358
NATIONAL DENTEXCOM 63563H109 2,121 125,700 SH SOLE 0 125,700
NATIONAL DISC BCOM 635646102 2,673 83,858 SH SOLE 0 83,858
NATIONAL FUEL GCOM 636180101 11,320 232,200 SH SOLE 0 232,200
NATIONAL INFO CCOM 636491102 394 34,600 SH SOLE 0 34,600
NATIONAL INSTRSCOM 636518102 10,029 229,883 SH SOLE 0 229,883
NATIONAL PRESTOCOM 637215104 975 31,700 SH SOLE 0 31,700
NATIONAL SEMICOCOM 637640103 10,509 185,185 SH SOLE 0 185,185
NATIONAL STL COCL B 637844309 27 6,500 SH SOLE 0 6,500
NATIONAL SVC INCOM 637657107 652 32,601 SH SOLE 0 32,601
NATIONAL-OILWELCOM 637071101 1,907 58,000 SH SOLE 0 58,000
NATIONWIDE FINLCL A 638612101 418 12,700 SH SOLE 0 12,700
NATIONWIDE HEALCOM 638620104 79 5,693 SH SOLE 0 5,693
NATURAL MICROSYCOM 638882100 3,452 30,700 SH SOLE 0 30,700
NATURES SUNSHINCOM 639027101 535 76,400 SH SOLE 0 76,400
NAUTICA ENTERPRCOM 639089101 1,664 155,700 SH SOLE 0 155,700
NAVIGANT CONSULCOM 63935N107 985 231,800 SH SOLE 0 231,800
NAVIGANT INTL ICOM 63935R108 - 1 SH SOLE 0 1
NAVISTAR INTL CCOM 63934E108 1,398 44,990 SH SOLE 0 44,990
NBC INTERNET INCL A 62873D105 118 9,400 SH SOLE 0 9,400
NBTY INC COM 628782104 1,948 305,614 SH SOLE 0 305,614
NCH CORP COM 628850109 2,367 65,400 SH SOLE 0 65,400
NCI BLDG SYS INCOM 628852105 1,625 80,240 SH SOLE 0 80,240
NCO GROUP INC COM 628858102 10,605 458,600 SH SOLE 0 458,600
NCR CORP NEW COM 62886E108 6,464 166,000 SH SOLE 0 166,000
NEIMAN-MARCUS GCOM 640204202 8,734 295,430 SH SOLE 0 295,430
NELSON THOMAS ICOM 640376109 548 64,000 SH SOLE 0 64,000
NEOFORMA COM INCOM 640475109 584 83,000 SH SOLE 0 83,000
NEON SYS INC COM 640509105 17 900 SH SOLE 0 900
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NET PERCEPTIONSCOM 64107U101 185 11,650 SH SOLE 0 11,650
NET2000 COMMUNICOM 64122G103 25 1,500 SH SOLE 0 1,500
NETBANK INC COMCOM 640933107 49 3,900 SH SOLE 0 3,900
NETEGRITY INC COM 64110P107 173 2,300 SH SOLE 0 2,300
NETIQ CORP COM COM 64115P102 523 8,765 SH SOLE 0 8,765
NETOBJECTS INC COM 64114L102 20 2,200 SH SOLE 0 2,200
NETOPIA INC COM 64114K104 1,030 25,600 SH SOLE 0 25,600
NETPLIANCE INC.COM 64115K103 783 85,800 SH SOLE 0 85,800
NETRATINGS INC COM 64116M108 436 17,000 SH SOLE 0 17,000
NETRIX CORP COMCOM 641148101 91 7,400 SH SOLE 0 7,400
NETRO CORP COM COM 64114R109 1,549 27,000 SH SOLE 0 27,000
NETSILICON INC COM 64115X105 2,181 66,600 SH SOLE 0 66,600
NETSOLVE INC COCOM 64115J106 18,769 721,876 SH SOLE 0 721,876
NETWORK ACCESS COM 64120S109 27 2,800 SH SOLE 0 2,800
NETWORK APPLIANCOM 64120L104 21,993 273,200 SH SOLE 0 273,200
NETWORK EQUIP TCOM 641208103 1,043 103,685 SH SOLE 0 103,685
NETWORK PERIPHECOM 64121R100 82 4,900 SH SOLE 0 4,900
NETWORK PLUS COCOM 64122D506 24 1,700 SH SOLE 0 1,700
NETWORKS ASSOCICOM 640938106 16,659 817,600 SH SOLE 0 817,600
NETZERO INC COMCOM 64122R109 25 4,800 SH SOLE 0 4,800
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NEW CENTURY ENECOM 64352U103 2,448 81,600 SH SOLE 0 81,600
NEW ENGLAND BUSCOM 643872104 986 60,700 SH SOLE 0 60,700
NEW ERA OF NETWCOM 644312100 157 3,700 SH SOLE 0 3,700
NEW FOCUS INC CCOM 644383101 591 7,200 SH SOLE 0 7,200
NEW JERSEY RES COM 646025106 3,587 94,229 SH SOLE 0 94,229
NEW PLAN EXCEL COM 648053106 256 19,660 SH SOLE 0 19,660
NEW YORK TIMES CL A 650111107 6,041 152,942 SH SOLE 0 152,942
NEWELL RUBBERMACOM 651229106 6,974 270,845 SH SOLE 0 270,845
NEWFIELD EXPL CCOM 651290108 8,739 223,362 SH SOLE 0 223,362
NEWHALL LD & FACOM 651426108 5,046 190,400 SH SOLE 0 190,400
NEWMONT MINING COM 651639106 12,391 573,017 SH SOLE 0 573,017
NEWPARK RES INCCOM 651718504 2,893 306,500 SH SOLE 0 306,500
NEWPORT CORP COCOM 651824104 5,111 47,600 SH SOLE 0 47,600
NEWPORT NEWS SHCOM 652228107 6,455 175,634 SH SOLE 0 175,634
NEWS CORP LTD ACOM 652487703 21,422 393,070 SH SOLE 0 393,070
NEXELL THERAPEUCOM 65332H104 4 1,050 SH SOLE 0 1,050
NEXT LEVEL COMMCOM 65333U104 1,183 13,800 SH SOLE 0 13,800
NEXTCARD INC COCOM 65332K107 264 31,100 SH SOLE 0 31,100
NEXTEL COMMUNICPFD 65332V400 3,595 3,424 SH SOLE 0 3,424
NEXTEL COMMUNICCL A 65332V103 28,046 458,356 SH SOLE 0 458,356
NEXTLINK COMMUNCL A 65333H707 789 20,800 SH SOLE 0 20,800
NIAGARA MOHAWK COM 653520106 4,077 292,545 SH SOLE 0 292,545
NICE SYSTEMS LTADR 653656108 801 10,380 SH SOLE 0 10,380
NICOR INC COM COM 654086107 1,073 32,877 SH SOLE 0 32,877
NIKE INC CL B CCL B 654106103 10,628 266,948 SH SOLE 0 266,948
NIKU CORP COM COM 654113109 41 1,200 SH SOLE 0 1,200
NISOURCE INC COCOM 65473P105 13,065 701,500 SH SOLE 0 701,500
NN INC COM COM 629337106 475 45,200 SH SOLE 0 45,200
NOBLE AFFILIATECOM 654894104 12,605 338,400 SH SOLE 0 338,400
NOBLE DRILLING COM 655042109 33,176 805,480 SH SOLE 0 805,480
NOKIA CORP SPONADR 654902204 76,424 1,530,400 SH SOLE 0 1,530,400
NORDSON CORP COM 655663102 4,744 93,708 SH SOLE 0 93,708
NORDSTROM INC WCOM 655664100 2,386 98,908 SH SOLE 0 98,908
NORFOLK SOUTHN COM 655844108 5,109 343,476 SH SOLE 0 343,476
NORSK HYDRO A SADR 656531605 589 14,000 SH SOLE 0 14,000
NORTEK INC COM 656559101 45 2,300 SH SOLE 0 2,300
NORTEL INVERSOTADR 656567401 374 19,700 SH SOLE 0 19,700
NORTEL NETWORKSCOM 656568102 235,172 3,445,741 SH SOLE 0 3,445,741
NORTH AMERN VACCOM 657201109 997 145,000 SH SOLE 0 145,000
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NORTHERN STS PWCOM 665772109 2,781 137,740 SH SOLE 0 137,740
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NSTAR COM COM 67019E107 14,892 366,000 SH SOLE 0 366,000
NTL INC COM COM 629407107 790 13,200 SH SOLE 0 13,200
NTL INC COM USDCOM NA5285963 1,546 27,607 SH SOLE 0 27,607
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O M GROUP INC CCOM 670872100 5,649 128,380 SH SOLE 0 128,380
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OGDEN CORP COM COM 676346109 2,560 284,398 SH SOLE 0 284,398
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OHIO CAS CORP COM 677240103 3,793 357,000 SH SOLE 0 357,000
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OLIN CORP COM PCOM 680665205 4,339 262,982 SH SOLE 0 262,982
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OWENS & MINOR ICOM 690732102 2,786 162,082 SH SOLE 0 162,082
OWENS CORNING CCOM 69073F103 300 32,379 SH SOLE 0 32,379
OWENS ILL INC NCOM 690768403 1,244 106,417 SH SOLE 0 106,417
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OXFORD INDS INCCOM 691497309 619 34,400 SH SOLE 0 34,400
P COM INC COM COM 693262107 2,071 364,077 SH SOLE 0 364,077
PACCAR INC COM 693718108 3,220 81,132 SH SOLE 0 81,132
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PACIFIC GULF PPCOM 694396102 3,870 154,430 SH SOLE 0 154,430
PACIFIC SUNWEARCOM 694873100 7,401 394,712 SH SOLE 0 394,712
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PACKAGING CORP COM 695156109 356 35,200 SH SOLE 0 35,200
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PAINE WEBBER GRCOM 695629105 7,853 172,600 SH SOLE 0 172,600
PALL CORP COM COM 696429307 2,369 128,068 SH SOLE 0 128,068
PALM INC COM COM 696642107 838 25,100 SH SOLE 0 25,100
PAMECO CORP COM 697934107 405 161,800 SH SOLE 0 161,800
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PARK PL ENTMT CCOM 700690100 21,065 1,728,400 SH SOLE 0 1,728,400
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PATINA OIL & GACOM 703224105 56 2,700 SH SOLE 0 2,700
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PAXSON COMMUNICPFD 704231208 5,059 5,059 SH SOLE 0 5,059
PAYCHEX INC COMCOM 704326107 9,140 217,625 SH SOLE 0 217,625
PAYLESS SHOESOUCOM 704379106 6,681 130,359 SH SOLE 0 130,359
PC CONNECTION ICOM 69318J100 1,180 20,700 SH SOLE 0 20,700
PC HLDGS SA SPOCL B 693200107 759 41,465 SH SOLE 0 41,465
PC-TEL INC COM COM 69325Q105 2,196 57,800 SH SOLE 0 57,800
PE CORP COM CELCOM 69332S201 1,233 13,400 SH SOLE 0 13,400
PE CORP COM PE COM 69332S102 9,637 146,288 SH SOLE 0 146,288
PECO ENERGY CO COM 693304107 4,762 118,131 SH SOLE 0 118,131
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PEGASUS COMMUNICOM 705904100 6,663 135,800 SH SOLE 0 135,800
PEGASUS SOLUTIOCOM 705906105 1,549 142,450 SH SOLE 0 142,450
PEGASYSTEM INC COM 705573103 206 41,200 SH SOLE 0 41,200
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PENNEY J C INC COM 708160106 4,421 239,794 SH SOLE 0 239,794
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PENTAIR INC COMCOM 709631105 9,940 280,000 SH SOLE 0 280,000
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PEOPLES BK BRIDCOM 710198102 1,485 80,800 SH SOLE 0 80,800
PEOPLES ENERGY COM 711030106 3,181 98,245 SH SOLE 0 98,245
PEOPLESOFT INC COM 712713106 7,057 421,300 SH SOLE 0 421,300
PEP BOYS MANNY COM 713278109 1,464 243,926 SH SOLE 0 243,926
PEPSI BOTTLING COM 713409100 1,232 42,200 SH SOLE 0 42,200
PEPSICO INC COMCOM 713448108 54,220 1,220,139 SH SOLE 0 1,220,139
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PER SE TECHNOLOCOM 713569309 82 8,792 SH SOLE 0 8,792
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PERFORMANCE FOOCOM 713755106 4,308 134,638 SH SOLE 0 134,638
PERICOM SEIMCONCOM 713831105 6,480 95,300 SH SOLE 0 95,300
PERKLINELMER INCOM 714046109 3,563 53,889 SH SOLE 0 53,889
PERRIGO CO COM COM 714290103 2,793 442,503 SH SOLE 0 442,503
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PETRO WT HLDGS WTS 716457114 245 4,895 SH SOLE 0 4,895
PETROLEO BRASILADR 71654V101 30,586 1,012,179 SH SOLE 0 1,012,179
PETSMART INC COM 716768106 55 16,300 SH SOLE 0 16,300
PF CHANGS CHINACOM 69333Y108 850 26,600 SH SOLE 0 26,600
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PFIZER INC COM COM 717081103 314,027 6,542,232 SH SOLE 0 6,542,232
PG&E CORP COM COM 69331C108 11,915 483,877 SH SOLE 0 483,877
PHARMACEUTICAL COM 717124101 2,523 120,139 SH SOLE 0 120,139
PHARMACIA CORP COM 71713U102 104,908 2,029,657 SH SOLE 0 2,029,657
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PHOENIX INVT PACOM 719085102 86 8,193 SH SOLE 0 8,193
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PHONE.COM INC CCOM 71920Q100 521 8,000 SH SOLE 0 8,000
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QUAKER CHEM CORCOM 747316107 688 39,600 SH SOLE 0 39,600
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RATIONAL SOFTWACOM 75409P202 56,032 602,900 SH SOLE 0 602,900
RAVISENT TECHNOCOM 754440105 643 91,023 SH SOLE 0 91,023
RAWLINGS SPORTICOM 754459105 1,430 220,000 SH SOLE 0 220,000
RAYMOND JAMES FCOM 754730109 5,610 249,342 SH SOLE 0 249,342
RAYONIER INC COCOM 754907103 7,127 198,656 SH SOLE 0 198,656
RAYOVAC CORP COCOM 755081106 470 21,000 SH SOLE 0 21,000
RAYTHEON CO CL CL B 755111408 6,407 332,830 SH SOLE 0 332,830
RAZORFISH INC CCL A 755236106 29 1,800 SH SOLE 0 1,800
RCM TECHNOLOGIECOM 749360400 773 104,800 SH SOLE 0 104,800
READ RITE CORP COM 755246105 498 224,400 SH SOLE 0 224,400
READERS DIGEST CL A 755267101 24,470 615,600 SH SOLE 0 615,600
REAL NETWORKS ICOM 75605L104 971 19,200 SH SOLE 0 19,200
REALTY INCOME CCOM 756109104 95 4,033 SH SOLE 0 4,033
RECKSON ASSOC RCOM 75621K106 8,691 365,927 SH SOLE 0 365,927
RECOTON CORP COM 756268108 3,653 350,000 SH SOLE 0 350,000
REDBACK NETWORKCOM 757209101 1,863 10,400 SH SOLE 0 10,400
REEBOK INTL LTDCOM 758110100 13,563 850,990 SH SOLE 0 850,990
REGAL BELOIT COCOM 758750103 1,515 94,300 SH SOLE 0 94,300
REGENCY RLTY COCOM 758939102 324 13,626 SH SOLE 0 13,626
REGENERON PHARMCOM 75886F107 5,200 174,427 SH SOLE 0 174,427
REGENT COMMNS ICOM 758865109 566 65,900 SH SOLE 0 65,900
REGIONS FINL COCOM 758940100 4,325 217,600 SH SOLE 0 217,600
REGIS CORP MINNCOM 758932107 2,325 185,992 SH SOLE 0 185,992
REGISTER.COM INCOM 75914G101 367 12,000 SH SOLE 0 12,000
REHABCARE GROUPCOM 759148109 1,192 43,750 SH SOLE 0 43,750
REINSURANCE GROCOM 759351109 3,717 123,400 SH SOLE 0 123,400
RELIANCE STL & COM 759509102 2,504 130,909 SH SOLE 0 130,909
RELIANT ENERGY COM 75952J108 7,283 246,356 SH SOLE 0 246,356
RELIASTAR FINL COM 75952U103 26,350 502,500 SH SOLE 0 502,500
REMEC INC COM COM 759543101 9,950 237,600 SH SOLE 0 237,600
REMEDY CORP COMCOM 759548100 16,418 294,491 SH SOLE 0 294,491
REMINGTON OIL &COM 759594302 724 96,500 SH SOLE 0 96,500
RENAL CARE GROUCOM 759930100 8,247 337,255 SH SOLE 0 337,255
RENT A CTR INC COM 76009N100 194 8,600 SH SOLE 0 8,600
RENT WAY INC COCOM 76009U104 1,097 37,600 SH SOLE 0 37,600
REPUBLIC BANCORCOM 760282103 128 14,288 SH SOLE 0 14,288
REPUBLIC FIRST COM 760416107 46 10,000 SH SOLE 0 10,000
REPUBLIC GROUP COM 760473108 479 53,210 SH SOLE 0 53,210
REPUBLIC SVCS ICOM 760759100 1,690 105,600 SH SOLE 0 105,600
REPUBLIC SVGS FCOM 760758102 288 57,692 SH SOLE 0 57,692
RES CARE INC COCOM 760943100 2,072 385,500 SH SOLE 0 385,500
RESEARCH IN MOTCOM 760975102 1,154 25,500 SH SOLE 0 25,500
RESMED INC COM 761152107 7,001 261,725 SH SOLE 0 261,725
RESOURCE ASSET COM 761196104 1,265 115,000 SH SOLE 0 115,000
RESPIRONICS INCCOM 761230101 3,440 191,129 SH SOLE 0 191,129
RESTORATION HARCOM 760981100 154 28,000 SH SOLE 0 28,000
RETEK INC COM COM 76128Q109 35 1,100 SH SOLE 0 1,100
REYNOLDS & REYNCL A 761695105 8,114 444,600 SH SOLE 0 444,600
REYNOLDS RJ TOBCOM 76182K105 16,219 580,533 SH SOLE 0 580,533
RF MICRO DEVICECOM 749941100 1,060 12,100 SH SOLE 0 12,100
RFS HOTEL INVS COM 74955J108 87 7,422 SH SOLE 0 7,422
RHYTHMS NETCONNCOM 762430205 106 8,400 SH SOLE 0 8,400
RICHARDSON ELECCOM 763165107 784 48,800 SH SOLE 0 48,800
RICHMOND CNTY FCOM 764556106 1,137 59,448 SH SOLE 0 59,448
RIGGS NATL CORPCOM 766570105 1,607 127,300 SH SOLE 0 127,300
RIGHTCHOICE MANCL A 76657K101 118 7,500 SH SOLE 0 7,500
RITE AID CORP CCOM 767754104 1,205 183,611 SH SOLE 0 183,611
RIVERDEEP GROUPADR 76870Q109 554 28,600 SH SOLE 0 28,600
RLI CORP COM 749607107 1,616 46,500 SH SOLE 0 46,500
ROADWAY EXPRESSCOM 769742107 2,211 94,334 SH SOLE 0 94,334
ROBBINS & MYERSCOM 770196103 2,811 123,200 SH SOLE 0 123,200
ROBERT HALF INTCOM 770323103 30,327 1,064,100 SH SOLE 0 1,064,100
ROBOTIC VISION COM 771074101 882 49,000 SH SOLE 0 49,000
ROCK OF AGES COCL A 772632105 311 63,000 SH SOLE 0 63,000
ROCK-TENN CO CLCL A 772739207 32 3,700 SH SOLE 0 3,700
ROCKWELL INTL CCOM 773903109 6,726 213,534 SH SOLE 0 213,534
ROGERS CORP COM 775133101 119 3,400 SH SOLE 0 3,400
ROHM & HAAS CO COM 775371107 11,125 322,469 SH SOLE 0 322,469
ROLLINS INC COM 775711104 2,508 168,600 SH SOLE 0 168,600
ROLLINS TRUCK LCOM 775741101 1,935 278,978 SH SOLE 0 278,978
ROPER INDS INC COM 776696106 3,678 143,532 SH SOLE 0 143,532
ROSLYN BANCORP COM 778162107 815 49,088 SH SOLE 0 49,088
ROSS STORES INCCOM 778296103 28,196 1,652,500 SH SOLE 0 1,652,500
ROSTELECOM LONGCOM 778529107 1,991 146,130 SH SOLE 0 146,130
ROUGE INDS INC CL A 779088103 1,671 557,000 SH SOLE 0 557,000
ROUSE CO COM COM 779273101 5,203 210,210 SH SOLE 0 210,210
ROWAN COS INC CCOM 779382100 2,958 97,388 SH SOLE 0 97,388
ROYAL APPLIANCECOM 780076105 401 70,500 SH SOLE 0 70,500
ROYAL CARIBBEANCOM V7780T103 1,532 82,800 SH SOLE 0 82,800
ROYAL DUTCH PETCOM 780257804 130,529 2,120,270 SH SOLE 0 2,120,270
RPM INC OHIO COM 749685103 6,497 641,725 SH SOLE 0 641,725
RSA SEC INC COMCOM 749719100 13,873 200,339 SH SOLE 0 200,339
RTI INTL METALSCOM 74973W107 1,130 99,300 SH SOLE 0 99,300
RUBY TUESDAY INCOM 781182100 4,591 365,484 SH SOLE 0 365,484
RUDDICK CORP COCOM 781258108 3,284 278,036 SH SOLE 0 278,036
RUDOPLH TECHNOLCOM 781270103 217 5,600 SH SOLE 0 5,600
RURAL CELLULAR CL A 781904107 10,860 141,850 SH SOLE 0 141,850
RUSS BERRIE & CCOM 782233100 1,792 93,100 SH SOLE 0 93,100
RUSSELL CORP COM 782352108 587 29,360 SH SOLE 0 29,360
RYANAIR HOLDINGADR 783513104 4,990 136,700 SH SOLE 0 136,700
RYANS FAMILY STCOM 783519101 1,323 156,811 SH SOLE 0 156,811
RYDER SYS INC CCOM 783549108 1,161 61,284 SH SOLE 0 61,284
RYERSON TULL INCOM 78375P107 1,495 144,070 SH SOLE 0 144,070
RYLAND GROUP INCOM 783764103 1,425 64,393 SH SOLE 0 64,393
S & P 500 DEPOSCOM 78462F103 7,655 52,690 SH SOLE 0 52,690
S3 INC COM COM 784849101 6,330 429,177 SH SOLE 0 429,177
SABA SOFTWARE ICOM 784932105 504 24,000 SH SOLE 0 24,000
SABRE GROUP HLDCL A 785905100 3,467 121,663 SH SOLE 0 121,663
SAFECO CORP COMCOM 786429100 1,849 93,021 SH SOLE 0 93,021
SAFEGUARD SCIENCOM 786449108 1,872 58,400 SH SOLE 0 58,400
SAFEWAY INC NEWCOM 786514208 17,735 394,100 SH SOLE 0 394,100
SAGA COMMUNICATCL A 786598102 5,273 239,662 SH SOLE 0 239,662
SAGA SYS INC COCOM 786610105 2,453 197,200 SH SOLE 0 197,200
SAGENT TECHNOLOCOM 786693101 38 2,700 SH SOLE 0 2,700
SAKS INC COM COM 79377W108 8,433 803,137 SH SOLE 0 803,137
SALEM COMMNS COCL A 794093104 1,778 191,561 SH SOLE 0 191,561
SALTON INC COM COM 795757103 1,988 53,900 SH SOLE 0 53,900
SAMSUNG ELECTRSCOM 796050888 21,266 108,500 SH SOLE 0 108,500
SAN JUAN BASIN COM 798241105 660 66,000 SH SOLE 0 66,000
SANCHEZ COMPUTECOM 799702105 2,427 102,200 SH SOLE 0 102,200
SANDISK CORP COM 80004C101 2,949 48,200 SH SOLE 0 48,200
SANDY SPRING BACOM 800363103 45 2,181 SH SOLE 0 2,181
SANMINA CORP COCOM 800907107 11,179 130,752 SH SOLE 0 130,752
SANTA FE INTL CCOM G7805C108 2,638 75,500 SH SOLE 0 75,500
SANTA FE SNYDERCOM 80218K105 14,677 1,290,261 SH SOLE 0 1,290,261
SANTANDER BANCOCOM 802809103 175 13,750 SH SOLE 0 13,750
SAPIENT CORP COM 803062108 4,427 41,400 SH SOLE 0 41,400
SARA LEE CORP COM 803111103 8,392 434,518 SH SOLE 0 434,518
SAVVIS COMMUNICCOM 805423100 568 43,500 SH SOLE 0 43,500
SAWTEK INC COM 805468105 14,575 253,200 SH SOLE 0 253,200
SBA COMMUNICATICOM 78388J106 10,393 200,100 SH SOLE 0 200,100
SBC COMMUNICATICOM 78387G103 139,500 3,225,437 SH SOLE 0 3,225,437
SBS BROADCASTINCOM L8137F102 2,131 39,100 SH SOLE 0 39,100
SCANA CORP NEW COM 80589M102 14,679 608,449 SH SOLE 0 608,449
SCG HLDG CORP OCOM 783884109 525 24,000 SH SOLE 0 24,000
SCHEIN HENRY INCOM 806407102 118 6,865 SH SOLE 0 6,865
SCHERING PLOUGHCOM 806605101 102,878 2,037,186 SH SOLE 0 2,037,186
SCHLUMBERGER LTCOM 806857108 35,919 481,327 SH SOLE 0 481,327
SCHOLASTIC CORPCOM 807066105 6,501 106,356 SH SOLE 0 106,356
SCHOOL SPECIALTCOM 807863105 - 1 SH SOLE 0 1
SCHULMAN A INC COM 808194104 2,208 183,066 SH SOLE 0 183,066
SCHWAB CHARLES COM 808513105 34,309 1,020,328 SH SOLE 0 1,020,328
SCHWEITZER MAUDCOM 808541106 1,529 122,300 SH SOLE 0 122,300
SCI SYS INC COMCOM 783890106 33,376 851,700 SH SOLE 0 851,700
SCICLONE PHARMACOM 80862K104 98 7,600 SH SOLE 0 7,600
SCIENT CORP COMCOM 80864H109 825 18,700 SH SOLE 0 18,700
SCIENTIFIC ATLACOM 808655104 10,074 135,228 SH SOLE 0 135,228
SCITEX LTD ADR ADR 809090103 289 26,100 SH SOLE 0 26,100
SCM MICROSYSTEMCOM 784018103 1,423 23,500 SH SOLE 0 23,500
SCOTT TECHNOLOGCOM 810022301 1,428 83,100 SH SOLE 0 83,100
SCOTTS CO CL A CL A 810186106 5,490 150,409 SH SOLE 0 150,409
SCP POOL CORP COM 784028102 1,790 76,150 SH SOLE 0 76,150
SCPIE HLDGS INCCOM 78402P104 908 44,300 SH SOLE 0 44,300
SDL INC COM 784076101 7,030 24,650 SH SOLE 0 24,650
SEACHANGE INTL COM 811699107 1,829 63,350 SH SOLE 0 63,350
SEACOAST BKG COCL A 811707108 651 24,100 SH SOLE 0 24,100
SEACOAST FINL SCOM 81170Q106 63 6,628 SH SOLE 0 6,628
SEACOR SMIT INCCOM 811904101 3,059 79,061 SH SOLE 0 79,061
SEAGATE TECHNOLCOM 811804103 21,250 386,372 SH SOLE 0 386,372
SEAGRAM LTD COMCOM 811850106 34,523 595,220 SH SOLE 0 595,220
SEALED AIR CORPCOM 81211K100 2,189 41,796 SH SOLE 0 41,796
SEARS ROEBUCK &COM 812387108 17,722 543,194 SH SOLE 0 543,194
SECURE COMPUTINCOM 813705100 68 3,600 SH SOLE 0 3,600
SECURITY CAP GRCL A 81413P105 80,768 97,723 SH SOLE 0 97,723
SECURITY CAP GRCL B 81413P204 140,333 8,254,861 SH SOLE 0 8,254,861
SECURITY CAP USADR 814136206 16,975 946,330 SH SOLE 0 946,330
SECURITY CAPITAPFD 81499H100 200,149 9,521,821 SH SOLE 0 9,521,821
SEI INVESTMENT COM 784117103 12,136 304,826 SH SOLE 0 304,826
SEITEL INC NEW COM 816074306 2,109 259,630 SH SOLE 0 259,630
SELECTICA INC DCOM 816288104 238 3,400 SH SOLE 0 3,400
SELECTIVE INS GCOM 816300107 2,347 123,547 SH SOLE 0 123,547
SEMINIS INC CL CL A 816658108 177 67,500 SH SOLE 0 67,500
SEMITOOL INC COM 816909105 838 48,400 SH SOLE 0 48,400
SEMPRA ENERGY CCOM 816851109 5,126 301,506 SH SOLE 0 301,506
SEMTECH CORP COM 816850101 24,452 319,700 SH SOLE 0 319,700
SENIOR HSG PPTYCOM 81721M109 - 0 SH SOLE 0 0
SENSORMATIC ELECOM 817265101 8,459 534,927 SH SOLE 0 534,927
SEPRACOR INC COM 817315104 50,228 416,400 SH SOLE 0 416,400
SEQUA CORP CL ACL A 817320104 2,280 59,700 SH SOLE 0 59,700
SEQUENOM INC COCOM 817337108 1,561 34,400 SH SOLE 0 34,400
SERENA SOFTWARECOM 817492101 736 16,200 SH SOLE 0 16,200
SERVICE CORP INCOM 817565104 1,023 320,865 SH SOLE 0 320,865
SHARPER IMAGE CCOM 820013100 344 27,500 SH SOLE 0 27,500
SHAW GROUP INC COM 820280105 4,884 103,641 SH SOLE 0 103,641
SHAW INDS INC GCOM 820286102 9,209 736,700 SH SOLE 0 736,700
SHC BLOCKING COCOM 862995107 12,500 1,041,666 SH SOLE 0 1,041,666
SHERWIN WILLIAMCOM 824348106 2,517 118,785 SH SOLE 0 118,785
SHOPKO STORES ICOM 824911101 2,253 146,558 SH SOLE 0 146,558
SHURGARD STORAGCL A 82567D104 330 14,656 SH SOLE 0 14,656
SIEBEL SYS INC COM 826170102 29,310 179,200 SH SOLE 0 179,200
SIENA HLDGS INCCOM 826203101 - 56 SH SOLE 0 56
SIERRA HEALTH SCOM 826322109 387 121,550 SH SOLE 0 121,550
SIERRA PAC RES COM 826428104 5,640 448,916 SH SOLE 0 448,916
SIGMA ALDRICH CCOM 826552101 1,833 62,669 SH SOLE 0 62,669
SILICON GRAPHICCOM 827056102 112 29,856 SH SOLE 0 29,856
SILICON STORAGECOM 827057100 3,727 42,200 SH SOLE 0 42,200
SILICON VALLEY COM 827064106 10,527 246,971 SH SOLE 0 246,971
SILICON VY GROUCOM 827066101 4,875 188,398 SH SOLE 0 188,398
SILICONIX INC NCOM 827079203 101 1,500 SH SOLE 0 1,500
SILICONWARE PREADR 827084872 870 94,000 SH SOLE 0 94,000
SILVERSTREAM SOCOM 827907106 3,338 57,800 SH SOLE 0 57,800
SIMON PPTY GROUCOM 828806109 18,604 838,500 SH SOLE 0 838,500
SIMPSON INDS INCOM 829060102 605 80,300 SH SOLE 0 80,300
SIMPSON MFG INCCOM 829073105 2,818 58,939 SH SOLE 0 58,939
SINCLAIR BROADCCL A 829226109 982 89,286 SH SOLE 0 89,286
SIPEX CORP COM COM 829909100 1,617 58,400 SH SOLE 0 58,400
SIRIUS SATELLITCOM 82966U103 3,705 83,600 SH SOLE 0 83,600
SK TELECOM LTD ADR 78440P108 5,842 162,000 SH SOLE 0 162,000
SKECHERS U S A CL A 830566105 125 7,900 SH SOLE 0 7,900
SKY FINL GROUP COM 83080P103 130 8,139 SH SOLE 0 8,139
SKYLINE CORP COM 830830105 1,047 48,700 SH SOLE 0 48,700
SKYWEST INC COMCOM 830879102 10,274 277,205 SH SOLE 0 277,205
SL GREEN REALTYCOM 78440X101 336 12,561 SH SOLE 0 12,561
SLI INC COM COM 78442T108 1,877 154,766 SH SOLE 0 154,766
SLM HLDG CORP CCOM 78442A109 14,043 375,100 SH SOLE 0 375,100
SMARTFORCE PUB ADR 83170A206 6,006 125,123 SH SOLE 0 125,123
SMITH A O CORP COM 831865209 2,408 114,991 SH SOLE 0 114,991
SMITH CHARLES ECOM 832197107 8,179 215,232 SH SOLE 0 215,232
SMITH INTL INC COM 832110100 23,045 316,500 SH SOLE 0 316,500
SMITHFIELD FOODCOM 832248108 7,503 267,384 SH SOLE 0 267,384
SMUCKER J M CO CL A 832696108 3,173 164,816 SH SOLE 0 164,816
SMURFIT-STONE CCOM 832727101 1,183 91,900 SH SOLE 0 91,900
SNAP ON INC COMCOM 833034101 1,315 49,380 SH SOLE 0 49,380
SNOWBALL.COM INCOM 83335R102 63 13,000 SH SOLE 0 13,000
SNYDER COMMUNICCOM 832914105 7,759 326,693 SH SOLE 0 326,693
SODEXHO MARRIOTCOM 833793102 61 3,825 SH SOLE 0 3,825
SOFTNET SYS INCCOM 833964109 72 7,500 SH SOLE 0 7,500
SOFTWARE COM INCOM 83402P104 1,143 8,800 SH SOLE 0 8,800
SOLA INTL INC CCOM 834092108 546 112,100 SH SOLE 0 112,100
SOLECTRON CORP COM 834182107 17,232 411,500 SH SOLE 0 411,500
SOLUTIA INC COMCOM 834376105 8,496 617,857 SH SOLE 0 617,857
SONIC CORP COM 835451105 2,578 87,762 SH SOLE 0 87,762
SONICWALL INC CCOM 835470105 5,187 58,900 SH SOLE 0 58,900
SONOCO PRODS COCOM 835495102 11,481 558,360 SH SOLE 0 558,360
SONOSITE INC COCOM 83568G104 921 31,966 SH SOLE 0 31,966
SONUS NETWORKS COM 835916107 126 800 SH SOLE 0 800
SONY CORP AMERNADR 835699307 1,622 17,200 SH SOLE 0 17,200
SOTHEBYS HLDGS COM 835898107 5,843 333,874 SH SOLE 0 333,874
SOUTH FINL GROUCOM 837841105 2,886 199,061 SH SOLE 0 199,061
SOUTH JERSEY INCOM 838518108 135 5,200 SH SOLE 0 5,200
SOUTHDOWN INC COM 841297104 13,040 225,804 SH SOLE 0 225,804
SOUTHERN CO COMCOM 842587107 10,834 464,719 SH SOLE 0 464,719
SOUTHERN PERU CCOM 843611104 67 5,533 SH SOLE 0 5,533
SOUTHERN UN CO COM 844030106 3,558 225,001 SH SOLE 0 225,001
SOUTHTRUST CORPCOM 844730101 4,514 199,500 SH SOLE 0 199,500
SOUTHWEST AIRLSCOM 844741108 9,098 480,413 SH SOLE 0 480,413
SOUTHWEST BANCOCOM 84476R109 2,743 132,174 SH SOLE 0 132,174
SOUTHWEST GAS CCOM 844895102 2,597 148,385 SH SOLE 0 148,385
SOUTHWEST SECS COM 845224104 2,918 78,337 SH SOLE 0 78,337
SOUTHWESTERN ENCOM 845467109 703 112,500 SH SOLE 0 112,500
SOVEREIGN BANCOCOM 845905108 9,352 1,330,042 SH SOLE 0 1,330,042
SOVRAN SELF STOCOM 84610H108 2,616 122,010 SH SOLE 0 122,010
SPACELABS MED ICOM 846247104 482 42,800 SH SOLE 0 42,800
SPANISH BROADCACL A 846425882 1,195 58,100 SH SOLE 0 58,100
SPARTAN MTRS INCOM 846819100 222 53,000 SH SOLE 0 53,000
SPARTECH CORP NCOM 847220209 878 32,500 SH SOLE 0 32,500
SPECIALTY EQUIPCOM 847497203 2,387 88,018 SH SOLE 0 88,018
SPECTRASITE HLDCOM 84760T100 1,972 69,500 SH SOLE 0 69,500
SPEEDFAM IPEC ICOM 847705100 4,087 224,708 SH SOLE 0 224,708
SPEEDWAY MOTORSCOM 847788106 1,265 55,000 SH SOLE 0 55,000
SPIEGEL INC CL CL A 848457107 47 5,500 SH SOLE 0 5,500
SPIEKER PPTYS ICOM 848497103 7,333 159,412 SH SOLE 0 159,412
SPLASH TECHNOLOCOM 848623104 1,676 212,800 SH SOLE 0 212,800
SPORTSLINE.COM COM 848934105 2,227 130,500 SH SOLE 0 130,500
SPRINGS INDS INCL A 851783100 1,027 32,092 SH SOLE 0 32,092
SPRINT CORP (FOCOM 852061100 54,679 1,072,132 SH SOLE 0 1,072,132
SPRINT CORP PCSCOM 852061506 40,702 684,066 SH SOLE 0 684,066
SPS TECHNOLOGIECOM 784626103 2,435 59,288 SH SOLE 0 59,288
SPSS INC COM 78462K102 1,515 52,000 SH SOLE 0 52,000
SPX CORP COM 784635104 22,465 185,753 SH SOLE 0 185,753
SPYGLASS INC COM 852192103 385 12,300 SH SOLE 0 12,300
ST ASSEMBLY TESADR 85227G102 680 26,400 SH SOLE 0 26,400
ST JUDE MED INCCOM 790849103 3,860 84,152 SH SOLE 0 84,152
ST MARY LD & EXCOM 792228108 2,836 67,421 SH SOLE 0 67,421
ST PAUL COS INCCOM 792860108 10,854 318,072 SH SOLE 0 318,072
STAFFMARK INC COM 852389105 887 132,700 SH SOLE 0 132,700
STAMPS COM INC COM 852857101 654 89,500 SH SOLE 0 89,500
STANCORP FINL GCOM 852891100 245 7,630 SH SOLE 0 7,630
STANDARD MICROSCOM 853626109 1,135 73,790 SH SOLE 0 73,790
STANDARD MTR PRCOM 853666105 464 54,600 SH SOLE 0 54,600
STANDARD PAC COCOM 85375C101 1,396 139,600 SH SOLE 0 139,600
STANDARD REGISTCOM 853887107 2,454 172,200 SH SOLE 0 172,200
STANDEX INTL COCOM 854231107 927 58,400 SH SOLE 0 58,400
STANLEY WKS COM 854616109 1,485 62,526 SH SOLE 0 62,526
STAPLES INC COMCOM 855030102 7,025 456,885 SH SOLE 0 456,885
STARBASE CORP COM 854910205 101 9,500 SH SOLE 0 9,500
STARBUCKS CORP COM 855244109 5,530 144,800 SH SOLE 0 144,800
STARMEDIA NETWOCOM 855546107 94 5,000 SH SOLE 0 5,000
STARTEC GLOBAL COM 85569E103 428 40,000 SH SOLE 0 40,000
STARTEK INC COMCOM 85569C107 4,947 98,206 SH SOLE 0 98,206
STARWOOD HOTELSCOM 85590A203 83,649 2,568,866 SH SOLE 0 2,568,866
STATE STREET COCOM 857477103 16,892 159,264 SH SOLE 0 159,264
STATEN IS BANCOCOM 857550107 3,237 183,678 SH SOLE 0 183,678
STATION CASINOSCOM 857689103 3,350 134,000 SH SOLE 0 134,000
STEEL DYNAMICS COM 858119100 1,993 219,929 SH SOLE 0 219,929
STEEL TECHNOLOGCOM 858147101 344 48,300 SH SOLE 0 48,300
STEELCASE INC CCL A 858155203 250 14,700 SH SOLE 0 14,700
STEIN MART INC COM 858375108 2,017 196,775 SH SOLE 0 196,775
STEPAN CHEM CO COM 858586100 51 2,200 SH SOLE 0 2,200
STERICYCLE INC COM 858912108 1,298 54,100 SH SOLE 0 54,100
STERIS CORP COMCOM 859152100 3,444 388,045 SH SOLE 0 388,045
STET HELLAS TELADR 859823106 578 29,100 SH SOLE 0 29,100
STEVEN MADDEN LCOM 556269108 396 60,400 SH SOLE 0 60,400
STEWART & STEVECOM 860342104 3,822 253,762 SH SOLE 0 253,762
STEWART ENTERPRCL A 860370105 2,768 784,000 SH SOLE 0 784,000
STEWART INFORMACOM 860372101 38 2,600 SH SOLE 0 2,600
STILLWATER MNG COM 86074Q102 10,075 361,446 SH SOLE 0 361,446
STMICROELECTRONCOM 861012102 4,885 76,100 SH SOLE 0 76,100
STONE ENERGY COCOM 861642106 6,202 103,794 SH SOLE 0 103,794
STORAGE NETWORKCOM 86211E103 3,529 39,100 SH SOLE 0 39,100
STORAGE TECHNOLCOM 862111200 15,537 1,420,484 SH SOLE 0 1,420,484
STORAGE USA INCCOM 861907103 426 14,445 SH SOLE 0 14,445
STRATOS LIGHTWACOM 863100103 1,416 50,800 SH SOLE 0 50,800
STRIDE RITE CORCOM 863314100 1,467 239,500 SH SOLE 0 239,500
STRUCTURAL DYNACOM 863555108 3,181 211,190 SH SOLE 0 211,190
STRYKER CORP COM 863667101 49,315 1,127,200 SH SOLE 0 1,127,200
STURM RUGER & CCOM 864159108 1,133 127,700 SH SOLE 0 127,700
SUIZA FOODS CORCOM 865077101 10,557 216,000 SH SOLE 0 216,000
SUMMIT BANCORP COM 866005101 4,416 179,313 SH SOLE 0 179,313
SUMMIT PPTYS INCOM 866239106 138 6,582 SH SOLE 0 6,582
SUMMIT TECHNOLOCOM 86627E101 3,969 210,291 SH SOLE 0 210,291
SUN BANCORP INCCOM 86663B102 221 36,750 SH SOLE 0 36,750
SUN CMNTYS INC COM 866674104 9,009 269,430 SH SOLE 0 269,430
SUN MICROSYSTEMCOM 866810104 177,076 1,947,223 SH SOLE 0 1,947,223
SUNBEAM CORP DECOM 867071102 61 17,745 SH SOLE 0 17,745
SUNGARD DATA SYCOM 867363103 28,157 908,300 SH SOLE 0 908,300
SUNOCO INC COM COM 86764P109 4,832 164,138 SH SOLE 0 164,138
SUNRISE MED INCCOM 867910101 488 100,000 SH SOLE 0 100,000
SUNRISE TECHNOLCOM 86769L103 89 8,900 SH SOLE 0 8,900
SUNTRUST BKS INCOM 867914103 12,178 266,548 SH SOLE 0 266,548
SUPERCONDUCTOR COM 867931107 94 2,400 SH SOLE 0 2,400
SUPERGEN INC COM 868059106 160 4,400 SH SOLE 0 4,400
SUPERIOR INDS ICOM 868168105 4,048 157,202 SH SOLE 0 157,202
SUPERIOR NATL ICOM 868224106 - 2,500 SH SOLE 0 2,500
SUPERIOR TELECOCOM 868365107 389 39,140 SH SOLE 0 39,140
SUPERTEX INC COCOM 868532102 754 15,000 SH SOLE 0 15,000
SUPERVALU INC CCOM 868536103 3,092 162,208 SH SOLE 0 162,208
SURGUTNEFTEGAZ ADR 868861204 2,004 150,340 SH SOLE 0 150,340
SUSQUEHANNA BANCOM 869099101 2,668 187,253 SH SOLE 0 187,253
SVI SYSTEMS INCCOM 784872103 13 2,600 SH SOLE 0 2,600
SWIFT ENERGY COCOM 870738101 959 33,800 SH SOLE 0 33,800
SWIFT TRANSN INCOM 870756103 8,837 631,181 SH SOLE 0 631,181
SWISS ARMY BRANCOM 870827102 183 35,800 SH SOLE 0 35,800
SYBASE INC COM COM 871130100 11,771 511,800 SH SOLE 0 511,800
SYBRON INTL CORCOM 87114F106 11,925 601,900 SH SOLE 0 601,900
SYCAMORE INC COCOM 871206108 5,607 50,800 SH SOLE 0 50,800
SYKES ENTERPRISCOM 871237103 3,090 240,000 SH SOLE 0 240,000
SYLVAN INC COM 871371100 1,509 163,100 SH SOLE 0 163,100
SYLVAN LEARNINGCOM 871399101 3,352 243,786 SH SOLE 0 243,786
SYMANTEC CORP CCOM 871503108 20,680 383,400 SH SOLE 0 383,400
SYMBOL TECHNOLOCOM 871508107 42,426 785,662 SH SOLE 0 785,662
SYMMETRICOM INCCOM 871543104 1,737 68,800 SH SOLE 0 68,800
SYNCOR INTL CORCOM 87157J106 6,715 93,258 SH SOLE 0 93,258
SYNOPSYS INC COCOM 871607107 13,893 401,964 SH SOLE 0 401,964
SYNOVUS FINL COCOM 87161C105 3,447 195,551 SH SOLE 0 195,551
SYNTEL INC COM COM 87162H103 13 1,300 SH SOLE 0 1,300
SYNTROLEUM CORPCOM 871630109 72 4,200 SH SOLE 0 4,200
SYSCO CORP COM COM 871829107 13,977 331,800 SH SOLE 0 331,800
SYSTEMAX INC COCOM 871851101 17 4,300 SH SOLE 0 4,300
SYSTEMS & COMPUCOM 871873105 3,118 155,890 SH SOLE 0 155,890
TACO CABANA INCCOM 873425102 345 52,100 SH SOLE 0 52,100
TAIWAN SEMICONDADR 874039209 10,402 268,000 SH SOLE 0 268,000
TAIWAN SEMICONDADR 874039100 7,640 197,160 SH SOLE 0 197,160
TAKE-TWO INTERACOM 874054109 50 4,100 SH SOLE 0 4,100
TALBOTS INC COM 874161102 214 3,900 SH SOLE 0 3,900
TALK COM INC COCOM 874264104 1,796 308,925 SH SOLE 0 308,925
TANGER FACTORY COM 875465106 49 2,100 SH SOLE 0 2,100
TANOX INC COM COM 87588Q109 222 4,700 SH SOLE 0 4,700
TARGET CORP COMCOM 87612E106 33,276 573,724 SH SOLE 0 573,724
TAUBMAN CENTERSCOM 876664103 6,002 545,637 SH SOLE 0 545,637
TBC CORP COM 872180104 441 95,300 SH SOLE 0 95,300
TCF FINL CORP COM 872275102 15,312 596,100 SH SOLE 0 596,100
TD WATERHOUSE GCOM 872362108 1,591 91,900 SH SOLE 0 91,900
TECH DATA CORP COM 878237106 16,197 371,800 SH SOLE 0 371,800
TECHNE CORP COMCOM 878377100 18,919 145,528 SH SOLE 0 145,528
TECHNITROL INC COM 878555101 10,626 109,687 SH SOLE 0 109,687
TECO ENERGY INCCOM 872375100 14,112 703,400 SH SOLE 0 703,400
TECUMSEH PRODS CL A 878895200 4,637 121,430 SH SOLE 0 121,430
TEKTRONIX INC CCOM 879131100 2,481 33,528 SH SOLE 0 33,528
TELCOM SEMICONDCOM 87921P107 7,380 184,200 SH SOLE 0 184,200
TELE CELULAR SUADR 879238103 1,208 26,700 SH SOLE 0 26,700
TELE CENTRO SULADR 879239101 3,449 47,200 SH SOLE 0 47,200
TELE NORTE LESTADR 879246106 4,690 198,507 SH SOLE 0 198,507
TELECOM ARGENTIADR 879273209 3,411 124,040 SH SOLE 0 124,040
TELECOMUNICACOEADR 879287100 1 18,900 SH SOLE 0 18,900
TELECOMUNICACOEADR 879287308 10,433 107,414 SH SOLE 0 107,414
TELECOMUNICACOEADR 87929A102 6,051 327,069 SH SOLE 0 327,069
TELECORP PCS INCL A 879299105 2,915 72,300 SH SOLE 0 72,300
TELEDYNE TECHNOCOM 879360105 2,168 129,403 SH SOLE 0 129,403
TELEFLEX INC COCOM 879369106 8,081 226,037 SH SOLE 0 226,037
TELEFONICA DE AADR 879378206 1,833 57,720 SH SOLE 0 57,720
TELEFONICA S A COM 879382208 899 14,035 SH SOLE 0 14,035
TELEFONOS DE MEADR 879403780 87,956 1,539,709 SH SOLE 0 1,539,709
TELEPHONE & DATCOM 879433100 36,792 367,000 SH SOLE 0 367,000
TELESP CELULAR ADR 87952L108 431 9,600 SH SOLE 0 9,600
TELESUDESTE CELADR 879252104 1,555 50,982 SH SOLE 0 50,982
TELIGENT INC CLCL A 87959Y103 80 3,400 SH SOLE 0 3,400
TELLABS INC COMCOM 879664100 68,852 1,006,058 SH SOLE 0 1,006,058
TELXON CORP COM 879700102 1,407 78,700 SH SOLE 0 78,700
TEMPLE INLAND ICOM 879868107 2,598 61,858 SH SOLE 0 61,858
TENET HEALTHCARCOM 88033G100 9,217 341,387 SH SOLE 0 341,387
TENFOLD CORP COCOM 88033A103 49 3,000 SH SOLE 0 3,000
TENNECO AUTO INCOM 880349105 865 164,809 SH SOLE 0 164,809
TERADYNE INC COCOM 880770102 18,610 253,200 SH SOLE 0 253,200
TERAYON COMMUNICOM 880775101 1,298 20,200 SH SOLE 0 20,200
TEREX CORP NEW COM 880779103 120 8,461 SH SOLE 0 8,461
TERRA NETWORKS ADR 88100W103 620 17,000 SH SOLE 0 17,000
TESORO PETE CORCOM 881609101 34 3,400 SH SOLE 0 3,400
TETRA TECH INC COM 88162G103 4,249 185,730 SH SOLE 0 185,730
TETRA TECHNOLOGCOM 88162F105 1,016 71,600 SH SOLE 0 71,600
TEVA PHARMACEUTADR 881624209 11,725 211,500 SH SOLE 0 211,500
TEXACO INC COM COM 881694103 28,667 538,344 SH SOLE 0 538,344
TEXAS BIOTECHNOCOM 88221T104 122 6,400 SH SOLE 0 6,400
TEXAS INDS INC COM 882491103 2,930 101,471 SH SOLE 0 101,471
TEXAS INSTRS INCOM 882508104 134,930 1,964,402 SH SOLE 0 1,964,402
TEXAS REGL BANCCL A 882673106 558 21,998 SH SOLE 0 21,998
TEXTRON INC COMCOM 883203101 10,451 192,423 SH SOLE 0 192,423
THERAGENICS CORCOM 883375107 1,177 137,500 SH SOLE 0 137,500
THERMAWAVE INC COM 88343A108 736 33,000 SH SOLE 0 33,000
THERMEDICS INC COM 883901100 25 2,500 SH SOLE 0 2,500
THERMO ELECTRONCOM 883556102 2,352 111,685 SH SOLE 0 111,685
THERMOGENESIS CCOM 883623209 24 13,500 SH SOLE 0 13,500
THOMAS & BETTS COM 884315102 846 44,211 SH SOLE 0 44,211
THOMAS GROUP INCOM 884402108 483 58,100 SH SOLE 0 58,100
THOMAS INDS INCCOM 884425109 1,284 72,609 SH SOLE 0 72,609
THOR INDS INC CCOM 885160101 8,072 384,400 SH SOLE 0 384,400
THQ INC COM 872443403 1,049 86,050 SH SOLE 0 86,050
THREE RIVS BANCCOM 88562Q107 11 1,750 SH SOLE 0 1,750
THREE-FIVE SYS COM 88554L108 11,331 192,049 SH SOLE 0 192,049
TIBCO SOFTWARE COM 88632Q103 3,163 29,500 SH SOLE 0 29,500
TICKETMASTER ONCL B 88633P203 316 19,800 SH SOLE 0 19,800
TIDEWATER INC CCOM 886423102 14,159 393,300 SH SOLE 0 393,300
TIFFANY & CO NECOM 886547108 5,609 83,100 SH SOLE 0 83,100
TIMBERLAND CO CCL A 887100105 7,019 99,120 SH SOLE 0 99,120
TIME WARNER INCCOM 887315109 111,649 1,469,061 SH SOLE 0 1,469,061
TIME WARNER TELCOM 887319101 380 5,900 SH SOLE 0 5,900
TIMKEN CO COM 887389104 1,072 57,550 SH SOLE 0 57,550
TITAN CORP COM 888266103 15,944 356,300 SH SOLE 0 356,300
TITAN INTL INC COM 88830M102 495 93,100 SH SOLE 0 93,100
TITAN PHARMACEUCOM 888314101 1,432 33,300 SH SOLE 0 33,300
TIVO INC COM COM 888706108 172 4,900 SH SOLE 0 4,900
TJX COS INC NEWCOM 872540109 10,983 585,782 SH SOLE 0 585,782
TMP WORLDWIDE ICOM 872941109 435 5,900 SH SOLE 0 5,900
TNP ENTERPRISE PFD 872594304 272 275,000 SH SOLE 0 275,000
TOLL BROS INC CCOM 889478103 4,701 229,339 SH SOLE 0 229,339
TOLLGRADE COMMUCOM 889542106 1,418 10,700 SH SOLE 0 10,700
TOMMY HILFIGER COM G8915Z102 1,047 139,600 SH SOLE 0 139,600
TOO INC COM COM 890333107 3,335 131,100 SH SOLE 0 131,100
TOOTSIE ROLL INCOM 890516107 1,045 29,870 SH SOLE 0 29,870
TOPPS INC COM 890786106 182 15,800 SH SOLE 0 15,800
TORCHMARK CORP COM 891027104 3,257 131,947 SH SOLE 0 131,947
TORO CO COM 891092108 2,091 63,474 SH SOLE 0 63,474
TOSCO CORP NEW COM 891490302 3,468 122,500 SH SOLE 0 122,500
TOTAL RENAL CARCOM 89151A107 65 10,780 SH SOLE 0 10,780
TOWER AUTOMOTIVCOM 891707101 2,818 225,418 SH SOLE 0 225,418
TOYS R US INC CCOM 892335100 2,230 153,120 SH SOLE 0 153,120
TRACTOR SUPPLY COM 892356106 157 9,500 SH SOLE 0 9,500
TRAMMELL CROW CCOM 89288R106 3,030 281,900 SH SOLE 0 281,900
TRANS WORLD ENTCOM 89336Q100 50 4,100 SH SOLE 0 4,100
TRANSACTION SYSCL A 893416107 3,252 189,900 SH SOLE 0 189,900
TRANSKARYOTIC TCOM 893735100 1,422 38,700 SH SOLE 0 38,700
TRANSOCEAN SEDCCOM G90078109 11,334 212,094 SH SOLE 0 212,094
TRANSPORTADORA ADR 893870204 7 750 SH SOLE 0 750
TRANSWITCH CORPCOM 894065101 21,026 272,400 SH SOLE 0 272,400
TRAVELOCITY.COMCOM 893953109 43 2,600 SH SOLE 0 2,600
TREDEGAR CORP CCOM 894650100 3,286 172,947 SH SOLE 0 172,947
TRENWICK GROUP COM 895290104 643 44,150 SH SOLE 0 44,150
TREX INC COM COM 89531P105 3,320 66,400 SH SOLE 0 66,400
TRIAD GTY INC CCOM 895925105 64 2,800 SH SOLE 0 2,800
TRIAD HOSPS INCCOM 89579K109 4,243 175,434 SH SOLE 0 175,434
TRIANGLE PHARMACOM 89589H104 242 26,700 SH SOLE 0 26,700
TRIARC COS INC CL A 895927101 2,244 109,463 SH SOLE 0 109,463
TRIBUNE CO NEW COM 896047107 9,437 269,633 SH SOLE 0 269,633
TRICON GLOBAL RCOM 895953107 2,455 86,904 SH SOLE 0 86,904
TRICORD SYS INCCOM 896121100 2,428 134,400 SH SOLE 0 134,400
TRIGON HEALTHCACOM 89618L100 20,635 400,200 SH SOLE 0 400,200
TRIMBLE NAV LTDCOM 896239100 8,486 173,856 SH SOLE 0 173,856
TRIMERIS INC COCOM 896263100 6,364 91,000 SH SOLE 0 91,000
TRINITY INDS INCOM 896522109 5,004 270,510 SH SOLE 0 270,510
TRIPLE D ASSOCIPFD 896999109 - 115,789 SH SOLE 0 115,789
TRIPLE D ASSOCIPFD 896999133 - 69,474 SH SOLE 0 69,474
TRIPLE D ASSOCIPFD 896999141 - 11,579 SH SOLE 0 11,579
TRIQUINT SEMICOCOM 89674K103 22,668 236,900 SH SOLE 0 236,900
TRITEL INC CL ACL A 89675X104 1,410 47,500 SH SOLE 0 47,500
TRITON ENERGY LCL A G90751101 2,823 71,800 SH SOLE 0 71,800
TRITON PCS HLDGCOM 89677M106 306 5,300 SH SOLE 0 5,300
TRIZEC HAHN CORCOM 896938107 14,177 793,100 SH SOLE 0 793,100
TRUE NORTH COMMCOM 897844106 11,255 255,801 SH SOLE 0 255,801
TRUST CO N J JECOM 898304100 52 2,832 SH SOLE 0 2,832
TRUSTCO BK CORPCOM 898349105 3,256 260,474 SH SOLE 0 260,474
TRUSTMARK CORP COM 898402102 97 5,556 SH SOLE 0 5,556
TRW INC COM 872649108 3,810 87,839 SH SOLE 0 87,839
TTI TEAM TELECOCOM M88258104 2,095 58,200 SH SOLE 0 58,200
TUCKER ANTHONY COM 898647102 1,166 64,800 SH SOLE 0 64,800
TULARIK INC COM 899165104 86 2,900 SH SOLE 0 2,900
TUMBLEWEED COMMCOM 899690101 361 7,100 SH SOLE 0 7,100
TUPPERWARE CORPCOM 899896104 855 38,883 SH SOLE 0 38,883
TURNSTONE SYS ICOM 900423104 547 3,300 SH SOLE 0 3,300
TUT SYS INC COMCOM 901103101 2,605 45,400 SH SOLE 0 45,400
TV GUIDE INC CLCL A 87307Q109 1,212 35,400 SH SOLE 0 35,400
TWEETER HOME ENCOM 901167106 106 3,500 SH SOLE 0 3,500
TWINLAB CORP COCOM 901774109 57 9,000 SH SOLE 0 9,000
TXU CORP COM 873168108 8,246 279,527 SH SOLE 0 279,527
TYCO INTL LTD NCOM 902124106 216,703 4,574,208 SH SOLE 0 4,574,208
TYSON FOODS INCCL A 902494103 11,635 1,329,750 SH SOLE 0 1,329,750
U S AGGREGATES COM 90334D109 4,067 224,400 SH SOLE 0 224,400
U S BANCORP DELCOM 902973106 13,593 706,138 SH SOLE 0 706,138
U S FREIGHTSWAYCOM 916906100 6,801 276,889 SH SOLE 0 276,889
U S INDS INC NECOM 912080108 184 15,211 SH SOLE 0 15,211
U S INTERACTIVECOM 90334M109 1,668 128,937 SH SOLE 0 128,937
U S WEST INC NECOM 91273H101 26,845 313,066 SH SOLE 0 313,066
UCAR INTL INC CCOM 90262K109 3,374 258,300 SH SOLE 0 258,300
UCBH HLDGS INC COM 90262T308 48 1,803 SH SOLE 0 1,803
UGI CORP NEW COCOM 902681105 2,713 132,334 SH SOLE 0 132,334
ULTRAMAR DIAMONCOM 904000106 13,535 545,500 SH SOLE 0 545,500
ULTRAPAR PARTICADR 90400P101 543 54,600 SH SOLE 0 54,600
ULTRATECH STEPPCOM 904034105 1,410 94,800 SH SOLE 0 94,800
UMB FINL CORP COM 902788108 68 2,058 SH SOLE 0 2,058
UMPQUA HLDGS COCOM 904214103 50 6,200 SH SOLE 0 6,200
UNIBANCO-UNIAO ADR 90458E107 15,298 532,105 SH SOLE 0 532,105
UNICOM CORP COMCOM 904911104 8,452 218,471 SH SOLE 0 218,471
UNIFI INC COM 904677101 4,031 325,759 SH SOLE 0 325,759
UNIGRAPHICS SOLCL A 904928108 103 5,300 SH SOLE 0 5,300
UNILEVER N V NECOM 904784709 18,234 424,058 SH SOLE 0 424,058
UNION CARBIDE CCOM 905581104 7,145 144,338 SH SOLE 0 144,338
UNION PAC CORP COM 907818108 11,049 297,128 SH SOLE 0 297,128
UNION PAC RES GCOM 907834105 8,031 365,051 SH SOLE 0 365,051
UNION PLANTERS COM 908068109 2,735 97,900 SH SOLE 0 97,900
UNIONBANCAL CORCOM 908906100 2,964 159,700 SH SOLE 0 159,700
UNIROYAL TECHNOCOM 909163107 1,363 123,200 SH SOLE 0 123,200
UNISOURCE ENERGCOM 909205106 2,346 156,386 SH SOLE 0 156,386
UNISTAR FINL SVCOM 90921U100 1 1,400 SH SOLE 0 1,400
UNISYS CORP COM 909214108 3,553 244,005 SH SOLE 0 244,005
UNIT CORP COM COM 909218109 2,128 157,650 SH SOLE 0 157,650
UNITED ASSET MGCOM 909420101 171 7,300 SH SOLE 0 7,300
UNITED AUTO GROCOM 909440109 44 4,800 SH SOLE 0 4,800
UNITED BANKSHARCOM 909907107 3,670 201,809 SH SOLE 0 201,809
UNITED CMNTY FICOM 909839102 38 5,700 SH SOLE 0 5,700
UNITED DOMINIONCOM 910197102 307 27,868 SH SOLE 0 27,868
UNITED HEALTH GCOM 91324P102 17,392 202,825 SH SOLE 0 202,825
UNITED ILLUM COCOM 910637107 3,183 72,749 SH SOLE 0 72,749
UNITED NATL INCCOM 911163103 1,585 115,300 SH SOLE 0 115,300
UNITED PARCEL SCL B 911312106 2,537 43,000 SH SOLE 0 43,000
UNITED RENTALS COM 911363109 126 7,361 SH SOLE 0 7,361
UNITED STATES CCOM 911684108 4,958 78,700 SH SOLE 0 78,700
UNITED STATIONECOM 913004107 5,359 165,525 SH SOLE 0 165,525
UNITED TECHNOLOCOM 913017109 71,072 1,207,175 SH SOLE 0 1,207,175
UNITED THERAPEUCOM 91307C102 2,655 24,500 SH SOLE 0 24,500
UNITED WTR RES COM 913190104 6,306 180,819 SH SOLE 0 180,819
UNITRIN INC COMCOM 913275103 11,383 387,500 SH SOLE 0 387,500
UNIVERSAL ACCESCOM 913363107 47 1,900 SH SOLE 0 1,900
UNIVERSAL COMPRCOM 913431102 1,330 39,700 SH SOLE 0 39,700
UNIVERSAL CORP COM 913456109 3,350 158,600 SH SOLE 0 158,600
UNIVERSAL ELECTCOM 913483103 1,351 55,000 SH SOLE 0 55,000
UNIVERSAL FOODSCOM 913538104 7,157 386,855 SH SOLE 0 386,855
UNIVERSAL FST PCOM 913543104 1,243 90,400 SH SOLE 0 90,400
UNIVERSAL HEALTCL B 913903100 9,240 141,072 SH SOLE 0 141,072
UNIVISION COMMUCL A 914906102 65,526 633,100 SH SOLE 0 633,100
UNOCAL CORP COMCOM 915289102 5,801 175,137 SH SOLE 0 175,137
UNOVA INC COM COM 91529B106 132 18,000 SH SOLE 0 18,000
UNUMPROVIDENT CCOM 91529Y106 5,314 264,885 SH SOLE 0 264,885
URBAN SHOPPING COM 917060105 17,406 516,689 SH SOLE 0 516,689
URS CORP NEW COM 903236107 3,145 206,200 SH SOLE 0 206,200
US AIRWAYS GROUCOM 911905107 1,243 31,880 SH SOLE 0 31,880
US CAN CORP COMCOM 90328W105 122 7,000 SH SOLE 0 7,000
US LEC CORP CL CL A 90331S109 78 4,600 SH SOLE 0 4,600
US ONCOLOGY INCCOM 90338W103 2,151 430,296 SH SOLE 0 430,296
US UNWIRED INC CL A 90338R104 3,189 245,300 SH SOLE 0 245,300
USA DETERGENTS COM 902938109 120 40,000 SH SOLE 0 40,000
USA NETWORKS INCOM 902984103 1,782 82,400 SH SOLE 0 82,400
USEC INC COM COM 90333E108 141 30,400 SH SOLE 0 30,400
USG CORP NEW COCOM 903293405 9,787 322,200 SH SOLE 0 322,200
USINTERNETWORKICOM 917311805 5,881 287,779 SH SOLE 0 287,779
UST INC COM COM 902911106 1,284 87,420 SH SOLE 0 87,420
USX MARATHON GRCOM 902905827 7,328 292,379 SH SOLE 0 292,379
USX U S STL GROCOM 90337T101 12,786 688,834 SH SOLE 0 688,834
UTI ENERGY CORPCOM 903387108 1,776 44,250 SH SOLE 0 44,250
UTILICORP UNITECOM 918005109 10,896 548,250 SH SOLE 0 548,250
V F CORP COM COM 918204108 4,302 180,644 SH SOLE 0 180,644
VAIL RESORTS INCOM 91879Q109 100 6,123 SH SOLE 0 6,123
VALASSIS COMMUNCOM 918866104 12,932 339,200 SH SOLE 0 339,200
VALENCE TECHNOLCOM 918914102 4,853 263,229 SH SOLE 0 263,229
VALERO ENERGY CCOM 91913Y100 11,147 351,100 SH SOLE 0 351,100
VALLEY NATL BANCOM 919794107 430 17,691 SH SOLE 0 17,691
VALMONT INDS INCOM 920253101 2,118 106,554 SH SOLE 0 106,554
VALSPAR CORP COM 920355104 8,148 241,437 SH SOLE 0 241,437
VALUE CITY DEPTCOM 920387107 23 2,400 SH SOLE 0 2,400
VALUEVISION INTCL A 92047K107 139 5,800 SH SOLE 0 5,800
VARCO INTERNATICOM 922122106 15,316 658,738 SH SOLE 0 658,738
VARIAN INC COM COM 922206107 2,615 56,700 SH SOLE 0 56,700
VARIAN MED SYS COM 92220P105 6,837 174,750 SH SOLE 0 174,750
VARIAN SEMICONDCOM 922207105 2,230 35,500 SH SOLE 0 35,500
VECTREN CORP COCOM 92240G101 6,033 349,725 SH SOLE 0 349,725
VEECO INSTRS INCOM 922417100 6,197 84,600 SH SOLE 0 84,600
VENATOR GROUP ICOM 922944103 301 29,333 SH SOLE 0 29,333
VENTANA MED SYSCOM 92276H106 277 11,800 SH SOLE 0 11,800
VENTRO CORP COMCOM 922815105 60 3,200 SH SOLE 0 3,200
VERISIGN INC COCOM 92343E102 3,535 20,030 SH SOLE 0 20,030
VERITAS DGC INCCOM 92343P107 4,113 158,211 SH SOLE 0 158,211
VERITAS SOFTWARCOM 923436109 23,132 204,676 SH SOLE 0 204,676
VERITY INC COM COM 92343C106 10,193 268,247 SH SOLE 0 268,247
VERTEX PHARMACECOM 92532F100 16,121 152,986 SH SOLE 0 152,986
VERTICALNET INCCOM 92532L107 1,529 41,400 SH SOLE 0 41,400
VIA NET WKS INCCOM 925912107 438 28,400 SH SOLE 0 28,400
VIACOM INC NON-COM 925524308 107,702 1,579,503 SH SOLE 0 1,579,503
VIAD CORP COM COM 92552R109 15,614 573,000 SH SOLE 0 573,000
VIADOR INC COM COM 92553R108 791 49,800 SH SOLE 0 49,800
VIANT CORP COM COM 92553N107 1,215 41,000 SH SOLE 0 41,000
VIASAT INC COM COM 92552V100 3,250 59,900 SH SOLE 0 59,900
VIATEL INC COM 925529208 1,951 68,292 SH SOLE 0 68,292
VICAL INC COM COM 925602104 2,793 145,100 SH SOLE 0 145,100
VICOR CORP COM COM 925815102 6,854 196,873 SH SOLE 0 196,873
VIGNETTE CORP CCOM 926734104 1,592 30,600 SH SOLE 0 30,600
VINTAGE PETE INCOM 927460105 9,153 405,663 SH SOLE 0 405,663
VISHAY INTERTECCOM 928298108 35,958 947,830 SH SOLE 0 947,830
VISIBLE GENETICCOM 92829S104 442 9,800 SH SOLE 0 9,800
VISTA BANCORP ICOM 92830R103 298 21,300 SH SOLE 0 21,300
VISTEON CORP COCOM 92839U107 2,028 167,260 SH SOLE 0 167,260
VISUAL NETWORKSCOM 928444108 6,500 228,076 SH SOLE 0 228,076
VISX INC DEL COM 92844S105 10,001 356,400 SH SOLE 0 356,400
VITAL SIGNS INCCOM 928469105 1,008 55,600 SH SOLE 0 55,600
VITESSE SEMICONCOM 928497106 79,536 1,081,200 SH SOLE 0 1,081,200
VITRIA TECHNOLOCOM 92849Q104 3,405 55,700 SH SOLE 0 55,700
VITRO SOCIEDAD ADR 928502301 813 255,000 SH SOLE 0 255,000
VIVUS INC COM COM 928551100 79 11,400 SH SOLE 0 11,400
VODAFONE AIRTOUADR 92857T107 29,313 707,400 SH SOLE 0 707,400
VOICE STREAM WICOM 928615103 3,849 33,099 SH SOLE 0 33,099
VOLT INFORMATIOCOM 928703107 2,326 70,623 SH SOLE 0 70,623
VORNADO OPER COCOM 92904N103 106 13,705 SH SOLE 0 13,705
VORNADO RLTY TRCOM 929042109 16,725 481,283 SH SOLE 0 481,283
VULCAN MATLS COCOM 929160109 3,821 89,500 SH SOLE 0 89,500
WABASH NATL CORCOM 929566107 1,283 107,500 SH SOLE 0 107,500
WACHOVIA CORP NCOM 929771103 7,856 144,817 SH SOLE 0 144,817
WACKENHUT CORP COM 929794105 123 9,500 SH SOLE 0 9,500
WADDELL & REED CL A 930059100 15,565 474,350 SH SOLE 0 474,350
WAL MART STORESCOM 931142103 195,171 3,386,921 SH SOLE 0 3,386,921
WALGREEN CO COM 931422109 21,374 664,050 SH SOLE 0 664,050
WALLACE COMPUTECOM 932270101 2,457 248,790 SH SOLE 0 248,790
WALTER INDS INCCOM 93317Q105 64 5,591 SH SOLE 0 5,591
WARNACO GROUP ICL A 934390105 2,370 305,796 SH SOLE 0 305,796
WASHINGTON FEDECOM 938824109 4,552 249,433 SH SOLE 0 249,433
WASHINGTON GAS COM 938837101 8,248 342,767 SH SOLE 0 342,767
WASHINGTON MUTUCOM 939322103 20,157 698,068 SH SOLE 0 698,068
WASHINGTON POSTCOM 939640108 26,290 55,000 SH SOLE 0 55,000
WASHINGTON REALCOM 939653101 183 10,226 SH SOLE 0 10,226
WASTE CONNECTIOCOM 941053100 6,964 352,600 SH SOLE 0 352,600
WASTE INDS INC COM 941058109 2,660 247,400 SH SOLE 0 247,400
WASTE MGMT INC COM 94106L109 69,998 3,684,129 SH SOLE 0 3,684,129
WATCHGUARD TECHCOM 941105108 2,741 49,900 SH SOLE 0 49,900
WATERS CORP COMCOM 941848103 49,239 394,500 SH SOLE 0 394,500
WATSCO INC CL ACL A 942622200 4,862 388,937 SH SOLE 0 388,937
WATSON PHARMACECOM 942683103 5,225 97,200 SH SOLE 0 97,200
WATTS INDS INC CL A 942749102 1,632 129,300 SH SOLE 0 129,300
WAUSU-MOSINEE PCOM 943315101 3,819 446,059 SH SOLE 0 446,059
WAVE CORP CL A CL A 943526103 120 7,600 SH SOLE 0 7,600
WD 40 CO COM 929236107 1,440 69,400 SH SOLE 0 69,400
WEATHERFORD INTCL A 947074100 25,760 647,030 SH SOLE 0 647,030
WEBLINK WIRELESCL A 94769A101 134 10,100 SH SOLE 0 10,100
WEBSTER FINL COCOM 947890109 6,940 312,769 SH SOLE 0 312,769
WEBTRENDS CORP COM 94844D104 108 2,800 SH SOLE 0 2,800
WEINGARTEN RLTYCOM 948741103 446 11,053 SH SOLE 0 11,053
WELLMAN INC COMCOM 949702104 3,555 219,609 SH SOLE 0 219,609
WELLPOINT HEALTCOM 94973H108 9,685 133,700 SH SOLE 0 133,700
WELLS FARGO & CCOM 949746101 48,581 1,253,702 SH SOLE 0 1,253,702
WELLSFORD REAL COM 950240200 1,056 69,850 SH SOLE 0 69,850
WENDYS INTL INCCOM 950590109 1,490 83,651 SH SOLE 0 83,651
WERNER ENTERPRICOM 950755108 3,803 328,904 SH SOLE 0 328,904
WESBANCO INC COM 950810101 129 5,300 SH SOLE 0 5,300
WESCO INTL INC COM 95082P105 555 58,000 SH SOLE 0 58,000
WESSLEY JESSEN COM 951018100 3,150 83,864 SH SOLE 0 83,864
WEST PHARMACEUTCOM 955306105 84 3,875 SH SOLE 0 3,875
WESTAMERICA BANCOM 957090103 5,461 209,040 SH SOLE 0 209,040
WESTELL TECHNOLCOM 957541105 740 49,300 SH SOLE 0 49,300
WESTERN DIGITALCOM 958102105 75 14,952 SH SOLE 0 14,952
WESTERN GAS RESCOM 958259103 446 21,221 SH SOLE 0 21,221
WESTERN RES INCCOM 959425109 48 3,099 SH SOLE 0 3,099
WESTERN WIRELESCL A 95988E204 747 13,700 SH SOLE 0 13,700
WESTFIELD AMER COM 959910100 185 13,792 SH SOLE 0 13,792
WESTPOINT STEVECOM 961238102 3,088 277,600 SH SOLE 0 277,600
WESTVACO CORP CCOM 961548104 2,370 95,532 SH SOLE 0 95,532
WESTWOOD ONE INCOM 961815107 25,386 743,900 SH SOLE 0 743,900
WET SEAL INC CLCL A 961840105 814 62,000 SH SOLE 0 62,000
WEYERHAEUSER COCOM 962166104 7,213 167,755 SH SOLE 0 167,755
WFS FINANCIAL ICOM 92923B106 48 2,800 SH SOLE 0 2,800
WHIRLPOOL CORP COM 963320106 6,763 145,058 SH SOLE 0 145,058
WHITEHALL JEWELCOM 965063100 104 5,600 SH SOLE 0 5,600
WHITMAN CORP COCOM 96647R107 9,471 765,370 SH SOLE 0 765,370
WHITNEY HLDG COCOM 966612103 3,745 109,539 SH SOLE 0 109,539
WHOLE FOODS MKTCOM 966837106 5,169 125,115 SH SOLE 0 125,115
WHX CORP COM COM 929248102 359 65,200 SH SOLE 0 65,200
WILD OATS MKTS COM 96808B107 1,377 109,600 SH SOLE 0 109,600
WILEY JOHN & SOCL A 968223206 2,561 113,800 SH SOLE 0 113,800
WILLAMETTE INDSCOM 969133107 2,281 83,717 SH SOLE 0 83,717
WILLIAMS COS INCOM 969457100 23,924 573,896 SH SOLE 0 573,896
WILLIAMS SONOMACOM 969904101 19,398 598,000 SH SOLE 0 598,000
WILMINGTON TR CCOM 971807102 8,105 189,600 SH SOLE 0 189,600
WINN DIXIE STORCOM 974280109 1,516 105,947 SH SOLE 0 105,947
WINNEBAGO INDS COM 974637100 1,266 96,900 SH SOLE 0 96,900
WINSTAR COMMUNICOM 975515107 789 23,300 SH SOLE 0 23,300
WISCONSIN CENT COM 976592105 4,654 357,994 SH SOLE 0 357,994
WISCONSIN ENERGCOM 976657106 14,737 743,800 SH SOLE 0 743,800
WMS INDS INC COCOM 929297109 120 7,773 SH SOLE 0 7,773
WOLVERINE TUBE COM 978093102 2,484 146,100 SH SOLE 0 146,100
WOLVERINE WORLDCOM 978097103 1,932 195,603 SH SOLE 0 195,603
WOMEN COM NETWOCOM 978149102 309 150,000 SH SOLE 0 150,000
WOODWARD GOVERNCOM 980745103 889 31,400 SH SOLE 0 31,400
WORKFLOW MGMT ICOM 98137N109 - 1 SH SOLE 0 1
WORLD ACCESS INCOM 98141A101 207 18,670 SH SOLE 0 18,670
WORLDCOM INC GACOM 98157D106 149,417 3,257,043 SH SOLE 0 3,257,043
WORLDGATE COMMUCOM 98156L307 169 9,500 SH SOLE 0 9,500
WORTHINGTON INDCOM 981811102 860 81,950 SH SOLE 0 81,950
WPS RES CORP COCOM 92931B106 261 8,670 SH SOLE 0 8,670
WRIGLEY WM JR CCOM 982526105 4,507 56,206 SH SOLE 0 56,206
WYNDHAM INTL INCL A 983101106 63 25,000 SH SOLE 0 25,000
WYNNS INTL INC COM 983195108 2,024 89,225 SH SOLE 0 89,225
XEROX CORP COM COM 984121103 10,239 493,456 SH SOLE 0 493,456
XILINX INC COM COM 983919101 16,700 202,275 SH SOLE 0 202,275
XIRCOM COM COM 983922105 6,641 139,804 SH SOLE 0 139,804
XL CAP LTD CL ACL A G98255105 5,881 108,665 SH SOLE 0 108,665
XM SATELLITE RACOM 983759101 1,273 34,000 SH SOLE 0 34,000
XOMA LTD COM COM G9825R107 571 133,400 SH SOLE 0 133,400
XPEDIOR INC COMCOM 98413B100 743 53,800 SH SOLE 0 53,800
X-RITE INC COM 983857103 872 95,600 SH SOLE 0 95,600
XTRA CORP COM COM 984138107 179 4,527 SH SOLE 0 4,527
YAHOO INC COM 984332106 48,435 391,000 SH SOLE 0 391,000
YELLOW CORP COMCOM 985509108 1,852 125,534 SH SOLE 0 125,534
YORK INTL CORP COM 986670107 5,643 223,484 SH SOLE 0 223,484
YOUNG & RUBICAMCOM 987425105 4,186 73,200 SH SOLE 0 73,200
ZALE CORP NEW CCOM 988858106 9,541 261,389 SH SOLE 0 261,389
ZEBRA TECHNOLOGCL A 989207105 8,559 193,151 SH SOLE 0 193,151
ZENITH NATL INSCOM 989390109 1,662 78,200 SH SOLE 0 78,200
ZIFF DAVIS INC COM 989511100 37 4,100 SH SOLE 0 4,100
ZIONS BANCORP COM 989701107 22,413 488,400 SH SOLE 0 488,400
ZIXIT CORP COM COM 98974P100 3,823 83,002 SH SOLE 0 83,002
ZOLL MED CORP COM 989922109 1,950 39,800 SH SOLE 0 39,800
ZOMAX INC COM 989929104 673 51,300 SH SOLE 0 51,300
ZORAN CORP COM 98975F101 4,550 69,000 SH SOLE 0 69,000
ZYGO CORP COM 989855101 182 2,000 SH SOLE 0 2,000
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