UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2000
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement
[ ] adds new holdings entries
Institutional Investment Manager Filing this report:
Name: 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: 717-720-4721
Signature, Place, and Date of Signing:
/s/ John C. Lane Harrisburg, Pennsylvania November 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: 2,528
Form 13F Information Table Value Total: $24,985,218
(in 000s)
List of Other Included Managers: N/A
<PAGE>
<TABLE> <C> <C>
AS OF SEPTEMBER 30, 2000
TITLE Voting
of Value Invst Other Authority
NAME OF ISSUER CLASS CUSIP (in 000s) SHARES Discr Mngrs. (SOLE)
AAR CORP COM 000361105 1,422 124,300 SH SOLE 0 124,300
A D C TELECOMMUNICOM 000886101 17,747 659,928 SH SOLE 0 659,928
ACTV INC COM 00088E104 756 55,000 SH SOLE 0 55,000
ADE CORP MASS COM 00089C107 504 24,600 SH SOLE 0 24,600
ABM INDS INC COM 000957100 8,439 310,400 SH SOLE 0 310,400
ACT MFG INC COM 000973107 3,740 70,900 SH SOLE 0 70,900
AFLAC INC COM 001055102 14,158 221,000 SH SOLE 0 221,000
AGCO CORP COM 001084102 4,186 352,500 SH SOLE 0 352,500
AGL RES INC COM 001204106 6,457 321,842 SH SOLE 0 321,842
AHL SVCS INC COM 001296102 2,765 320,600 SH SOLE 0 320,600
AES CORP COM 00130H105 98,103 1,432,160 SH SOLE 0 1,432,160
AK STL HLDG CORP COM 001547108 6,132 654,071 SH SOLE 0 654,071
AMB PROPERTY CORPCOM 00163T109 7,339 298,778 SH SOLE 0 298,778
AMLI RESIDENTIAL BEN IN001735109 552 23,000 SH SOLE 0 23,000
AMR CORP COM 001765106 4,958 151,664 SH SOLE 0 151,664
ANC RENTAL CORP COM 001813104 677 117,625 SH SOLE 0 117,625
APAC CUSTOMER SERCOM 00185E106 1,502 282,800 SH SOLE 0 282,800
AT&T CORP COM 001957109 97,910 3,333,113 SH SOLE 0 3,333,113
AT&T CORP COM LI001957208 65,422 3,634,600 SH SOLE 0 3,634,600
AT&T CORP COM GR001957406 13,986 670,000 SH SOLE 0 670,000
ATMI INC COM 00207R101 6,038 258,300 SH SOLE 0 258,300
AVT CORP COM 002420107 787 141,500 SH SOLE 0 141,500
AVX CORP NEW COM 002444107 2,510 96,300 SH SOLE 0 96,300
AXA FINL INC COM 002451102 6,627 130,100 SH SOLE 0 130,100
AXT INC COM 00246W103 7,029 168,100 SH SOLE 0 168,100
AARON RENTS INC COM 002535201 3,762 292,220 SH SOLE 0 292,220
ABBOTT LABS COM 002824100 44,430 934,124 SH SOLE 0 934,124
ABERCROMBIE & FITCL A 002896207 11,026 578,400 SH SOLE 0 578,400
ABGENIX INC COM 00339B107 3,119 38,600 SH SOLE 0 38,600
ABOUT COM INC COM 003736105 958 29,600 SH SOLE 0 29,600
ABRAXAS PETE CORPCOM 003830106 97 25,000 SH SOLE 0 25,000
ACCREDO HEALTH INCOM 00437V104 6,524 133,500 SH SOLE 0 133,500
ACE LTD ADR G0070K103 1,492 38,000 SH SOLE 0 38,000
ACLARA BIOSCIENCECOM 00461P106 911 30,000 SH SOLE 0 30,000
ACME COMMUNICATIOCOM 004631107 137 15,200 SH SOLE 0 15,200
ACNIELSEN CORP COM 004833109 8,399 352,700 SH SOLE 0 352,700
ACTION PERFORMANCCOM 004933107 260 75,700 SH SOLE 0 75,700
ACTEL CORP COM 004934105 5,905 164,300 SH SOLE 0 164,300
ACTIVE POWER INC COM 00504W100 930 15,000 SH SOLE 0 15,000
ACTUATE CORP COM 00508B102 2,066 59,800 SH SOLE 0 59,800
ACTUANT CORP CL A 00508X104 48 12,313 SH SOLE 0 12,313
ACUSON CORP COM 005113105 3,850 169,222 SH SOLE 0 169,222
ACXIOM CORP COM 005125109 15,789 497,300 SH SOLE 0 497,300
ADAC LABS COM 005313200 4,762 228,800 SH SOLE 0 228,800
ADAPTIVE BROADBANCOM 00650M104 3,379 173,300 SH SOLE 0 173,300
ADAPTEC INC COM 00651F108 1,366 68,300 SH SOLE 0 68,300
ADELPHIA COMMUNICCL A 006848105 4,939 179,200 SH SOLE 0 179,200
ADEPT TECHNOLOGY COM 006854103 1,025 19,500 SH SOLE 0 19,500
ADMINISTAFF INC COM 007094105 7,025 92,800 SH SOLE 0 92,800
ADOBE SYS INC COM 00724F101 17,265 111,212 SH SOLE 0 111,212
ADTRAN INC COM 00738A106 9,552 224,500 SH SOLE 0 224,500
ADVANCE PARADIGM COM 007491103 4,902 116,200 SH SOLE 0 116,200
ADVANCED DIGITAL COM 007525108 169 11,100 SH SOLE 0 11,100
ADVANCED FIBRE COCOM 00754A105 348 9,200 SH SOLE 0 9,200
ADVANCED TISSUE SCOM 00755F103 2,060 277,000 SH SOLE 0 277,000
ADVANTAGE LEARNINCOM 00757K100 1,339 38,200 SH SOLE 0 38,200
ADVO INC COM 007585102 4,623 140,086 SH SOLE 0 140,086
AEROFLEX INC COM 007768104 12,302 253,000 SH SOLE 0 253,000
ADVANCED MICRO DECOM 007903107 10,000 423,314 SH SOLE 0 423,314
ADVANTA CORP CL A 007942105 118 10,500 SH SOLE 0 10,500
ADVANCED ENERGY ICOM 007973100 2,739 83,000 SH SOLE 0 83,000
ADVENT SOFTWARE ICOM 007974108 4,997 71,500 SH SOLE 0 71,500
AETNA INC COM 008117103 6,380 109,889 SH SOLE 0 109,889
AFFILIATED COMPUTCL A 008190100 25,162 504,500 SH SOLE 0 504,500
AFFILIATED MANAGECOM 008252108 2,418 42,461 SH SOLE 0 42,461
AFFYMETRIX INC COM 00826T108 1,397 28,000 SH SOLE 0 28,000
AGILENT TECHNOLOGCOM 00846U101 16,482 336,796 SH SOLE 0 336,796
AGILE SOFTWARE COCOM 00846X105 4,785 53,200 SH SOLE 0 53,200
AGRIBRANDS INTL ICOM 00849R105 2,374 54,400 SH SOLE 0 54,400
AIR PRODS & CHEMSCOM 009158106 28,895 802,632 SH SOLE 0 802,632
AIRBORNE FGHT CORCOM 009266107 3,117 305,991 SH SOLE 0 305,991
AIRGAS INC COM 009363102 2,545 373,600 SH SOLE 0 373,600
AIRGATE PCS INC COM 009367103 476 10,600 SH SOLE 0 10,600
AKAMAI TECHNOLOGICOM 00971T101 1,082 20,600 SH SOLE 0 20,600
ALAMOSA PCS HOLDICOM 011593100 1,246 77,000 SH SOLE 0 77,000
ALASKA AIR GROUP COM 011659109 3,583 149,300 SH SOLE 0 149,300
ALASKA COMMUNICATCOM 01167P101 1,284 201,400 SH SOLE 0 201,400
ALBANY INTL CORP CL A 012348108 2,071 172,622 SH SOLE 0 172,622
ALBANY MOLECULAR COM 012423109 4,517 80,400 SH SOLE 0 80,400
ALBEMARLE CORP COM 012653101 5,951 294,804 SH SOLE 0 294,804
ALBERTO CULVER COCL B 013068101 1,673 58,083 SH SOLE 0 58,083
ALBERTSONS INC COM 013104104 6,314 300,662 SH SOLE 0 300,662
ALCAN ALUMINIUM LCOM 013716105 4,850 167,624 SH SOLE 0 167,624
ALCOA INC COM 013817101 23,732 937,561 SH SOLE 0 937,561
ALEXANDER & BALDWCOM 014482103 6,162 237,000 SH SOLE 0 237,000
ALEXANDRIA REAL ECOM 015271109 9,461 275,707 SH SOLE 0 275,707
ALEXION PHARMACEUCOM 015351109 7,581 66,500 SH SOLE 0 66,500
ALKERMES INC COM 01642T108 4,033 104,400 SH SOLE 0 104,400
ALLAIRE CORP COM 016714107 241 28,300 SH SOLE 0 28,300
ALLEGHANY CORP DECOM 017175100 255 1,300 SH SOLE 0 1,300
ALLEGHENY ENERGY COM 017361106 24,394 638,800 SH SOLE 0 638,800
ALLEGHENY TECHNOLCOM 01741R102 1,219 67,235 SH SOLE 0 67,235
ALLEGIANCE TELECOCOM 01747T102 3,719 99,850 SH SOLE 0 99,850
ALLEN TELECOM INCCOM 018091108 3,132 184,900 SH SOLE 0 184,900
ALLERGAN INC COM 018490102 7,934 93,968 SH SOLE 0 93,968
ALLETE COM 018522102 9,262 418,600 SH SOLE 0 418,600
ALLIANCE PHARMACECOM 018773101 4,071 267,000 SH SOLE 0 267,000
ALLIANCE SEMICONDCOM 01877H100 3,792 190,800 SH SOLE 0 190,800
ALLIANT CORP COM 018802108 13,409 456,485 SH SOLE 0 456,485
ALLIANT TECHSYSTECOM 018804104 3,449 42,000 SH SOLE 0 42,000
ALLIED CAP CORP NCOM 01903Q108 11,908 573,915 SH SOLE 0 573,915
ALLIED RISER COMMCOM 019496108 299 45,200 SH SOLE 0 45,200
ALLIED WASTE INDSCOM 019589308 4,553 495,515 SH SOLE 0 495,515
ALLMERICA FINL COCOM 019754100 19,335 302,400 SH SOLE 0 302,400
ALLSTATE CORP COM 020002101 32,491 934,980 SH SOLE 0 934,980
ALLTEL CORP COM 020039103 11,638 223,004 SH SOLE 0 223,004
ALPHA INDS INC COM 020753109 8,519 250,100 SH SOLE 0 250,100
ALPHARMA INC CL A 020813101 16,064 262,800 SH SOLE 0 262,800
ALTERA CORP COM 021441100 19,697 412,500 SH SOLE 0 412,500
ALTEON WEBSYSTEMSCOM 02145A109 5,398 49,800 SH SOLE 0 49,800
ALZA CORP DEL COM 022615108 12,995 150,226 SH SOLE 0 150,226
AMBAC FINL GROUP COM 023139108 39,306 536,600 SH SOLE 0 536,600
AMCAST INDL CORP COM 023395106 367 38,900 SH SOLE 0 38,900
AMCOL INTL CORP COM 02341W103 64 13,038 SH SOLE 0 13,038
AMDOCS LTD COM G02602103 2,270 36,400 SH SOLE 0 36,400
AMERADA HESS CORPCOM 023551104 5,333 79,670 SH SOLE 0 79,670
AMEREN CORP COM 023608102 8,388 200,313 SH SOLE 0 200,313
AMERICA ONLINE INCOM 02364J104 90,345 1,680,839 SH SOLE 0 1,680,839
AMERICA WEST HLDGCL B 023657208 203 16,654 SH SOLE 0 16,654
AMERICAN CAPITAL COM 024937104 795 33,546 SH SOLE 0 33,546
AMERICAN ELEC PWRCOM 025537101 9,791 250,257 SH SOLE 0 250,257
AMERICAN EAGLE OUCOM 02.553E10 12,294 390,300 SH SOLE 0 390,300
AMERICAN EXPRESS COM 025816109 75,198 1,237,816 SH SOLE 0 1,237,816
AMERICAN FINL GROCOM 025932104 7,652 330,000 SH SOLE 0 330,000
AMERICAN FREIGHTWCOM 02629V108 2,545 160,300 SH SOLE 0 160,300
AMERICAN GENERAL COM 026351106 14,044 180,058 SH SOLE 0 180,058
AMERICAN GREETINGCL A 026375105 918 52,431 SH SOLE 0 52,431
AMERICAN HOME PROCOM 026609107 59,550 1,052,818 SH SOLE 0 1,052,818
AMERICAN INTL GROCOM 026874107 250,238 2,615,164 SH SOLE 0 2,615,164
AMERICAN ITALIAN CL A 027070101 1,625 84,700 SH SOLE 0 84,700
AMERICAN MGMT SYSCOM 027352103 5,763 335,300 SH SOLE 0 335,300
AMERICAN NATL INSCOM 028591105 626 9,800 SH SOLE 0 9,800
AMERICAN RETIREMECOM 028913101 925 184,800 SH SOLE 0 184,800
AMERICAN PWR CONVCOM 029066107 4,173 217,500 SH SOLE 0 217,500
AMERICAN STD COS COM 029712106 18,943 426,300 SH SOLE 0 426,300
AMERICAN STS WTR COM 029899101 1,255 41,500 SH SOLE 0 41,500
AMERICAN TOWER COCL A 029912201 1,568 41,600 SH SOLE 0 41,600
AMERICAN WTR WKS COM 030411102 15,234 552,700 SH SOLE 0 552,700
AMERICREDIT CORP COM 03060R101 15,244 529,063 SH SOLE 0 529,063
AMERIPATH INC COM 03071D109 148 10,200 SH SOLE 0 10,200
AMERISOURCE HEALTCL A 03071P102 23,415 498,200 SH SOLE 0 498,200
AMES DEPT STORES COM 030789507 786 136,000 SH SOLE 0 136,000
AMETEK INC NEW COM 031100100 4,070 192,100 SH SOLE 0 192,100
AMGEN INC COM 031162100 77,494 1,109,784 SH SOLE 0 1,109,784
AMKOR TECHNOLOGY COM 031652100 771 29,500 SH SOLE 0 29,500
AMPHENOL CORP NEWCL A 032095101 1,901 33,400 SH SOLE 0 33,400
AMPLICON INC COM 032101107 2,337 161,200 SH SOLE 0 161,200
AMSOUTH BANCORPORCOM 032165102 3,472 277,758 SH SOLE 0 277,758
ANADARKO PETE CORCOM 032511107 20,786 312,756 SH SOLE 0 312,756
ANADIGICS INC COM 032515108 1,390 62,850 SH SOLE 0 62,850
ANALOG DEVICES INCOM 032654105 23,852 288,900 SH SOLE 0 288,900
ANALOGIC CORP COM 032657207 2,287 59,500 SH SOLE 0 59,500
ANALYSTS INTL CORCOM 032681108 755 104,650 SH SOLE 0 104,650
ANAREN MICROWAVE COM 032744104 6,571 48,450 SH SOLE 0 48,450
ANCHOR BANCORP WICOM 032839102 1,682 107,200 SH SOLE 0 107,200
ANCHOR GAMING COM 033037102 5,888 74,000 SH SOLE 0 74,000
ANDREW CORP COM 034425108 6,257 238,957 SH SOLE 0 238,957
ANDRX CORP DEL COM 034553107 7,834 83,900 SH SOLE 0 83,900
ANGELICA CORP COM 034663104 3,004 310,100 SH SOLE 0 310,100
ANGLOGOLD LTD ADR 035128206 1,044 56,790 SH SOLE 0 56,790
ANHEUSER BUSCH COCOM 035229103 25,633 605,798 SH SOLE 0 605,798
ANIXTER INTL INC COM 035290105 5,315 182,480 SH SOLE 0 182,480
ANNTAYLOR STORES COM 036115103 12,487 324,867 SH SOLE 0 324,867
ANNUITY AND LIFE COM G03910109 1,440 59,700 SH SOLE 0 59,700
ANTEC CORP COM 03664P105 6,425 217,800 SH SOLE 0 217,800
ANTHRACITE CAP INCOM 037023108 406 50,000 SH SOLE 0 50,000
ANTIGENICS INC DECOM 037032109 1,746 118,400 SH SOLE 0 118,400
AON CORP COM 037389103 8,283 211,031 SH SOLE 0 211,031
APACHE CORP COM 037411105 10,162 171,881 SH SOLE 0 171,881
APARTMENT INVT & CL A 03748R101 20,349 441,770 SH SOLE 0 441,770
APOGEE ENTERPRISECOM 037598109 732 128,700 SH SOLE 0 128,700
APOLLO GROUP INC CL A 037604105 18,506 464,100 SH SOLE 0 464,100
APPLE COMPUTER INCOM 037833100 8,347 324,132 SH SOLE 0 324,132
APPLEBEES INTL INCOM 037899101 3,050 132,643 SH SOLE 0 132,643
APRIA HEALTHCARE COM 037933108 4,283 307,300 SH SOLE 0 307,300
APPLIED GRAPHICS COM 037937109 339 92,000 SH SOLE 0 92,000
APPLICA INC COM 03815A106 660 106,600 SH SOLE 0 106,600
APPLIED FILMS CORCOM 038197109 822 30,300 SH SOLE 0 30,300
APPLIED INDL TECHCOM 03820C105 1,821 105,185 SH SOLE 0 105,185
APPLIED MATLS INCCOM 038222105 90,439 1,524,783 SH SOLE 0 1,524,783
APPLIED MICRO CIRCOM 03822W109 9,110 44,000 SH SOLE 0 44,000
APPLIEDTHEORY CORCOM 03828R104 573 93,600 SH SOLE 0 93,600
APTARGROUP INC COM 038336103 4,197 175,332 SH SOLE 0 175,332
APW LTD COM G04397108 8,839 181,320 SH SOLE 0 181,320
ARACRUZ CELULOSE ADR 038496204 12,258 740,099 SH SOLE 0 740,099
ARCH CHEMICALS INCOM 03937R102 2,125 116,435 SH SOLE 0 116,435
ARCHER DANIELS MICOM 039483102 3,782 438,465 SH SOLE 0 438,465
ARCHSTONE CMNTYS COM 039581103 5,522 224,800 SH SOLE 0 224,800
ARCTIC CAT INC COM 039670104 1,415 112,100 SH SOLE 0 112,100
ARDEN RLTY INC COM 039793104 39,554 1,475,207 SH SOLE 0 1,475,207
ARENA PHARMACEUTICOM 040047102 3,251 75,600 SH SOLE 0 75,600
ARGOSY GAMING CO COM 040228108 4,109 226,700 SH SOLE 0 226,700
ARIBA INC COM 04033V104 4,871 34,000 SH SOLE 0 34,000
ARKANSAS BEST CORCOM 040790107 1,408 91,600 SH SOLE 0 91,600
ARMOR HOLDINGS INCOM 042260109 750 50,000 SH SOLE 0 50,000
ARMSTRONG HLDGS ICOM 042384107 318 26,658 SH SOLE 0 26,658
ARNOLD INDS INC COM 042595108 2,671 158,300 SH SOLE 0 158,300
ARROW ELECTRS INCCOM 042735100 40,800 1,197,800 SH SOLE 0 1,197,800
ART TECHNOLOGY GRCOM 04289L107 2,691 28,400 SH SOLE 0 28,400
ARTESYN TECHNOLOGCOM 043127109 8,172 280,573 SH SOLE 0 280,573
ARTHROCARE CORP COM 043136100 463 23,800 SH SOLE 0 23,800
ARVINMERITOR INC COM 043353101 6,511 443,301 SH SOLE 0 443,301
ASE TEST LTD ORD Y02516105 840 40,000 SH SOLE 0 40,000
ASHFORD COM INC COM 044093102 84 25,000 SH SOLE 0 25,000
ASHLAND INC COM 044204105 1,622 48,151 SH SOLE 0 48,151
ASHWORTH INC COM 04516H101 488 62,000 SH SOLE 0 62,000
ASIA PULP & PAPERADR 04516V100 646 369,400 SH SOLE 0 369,400
ASM INTL N V COM N07045102 1,663 95,000 SH SOLE 0 95,000
ASM LITHOGRAPHY HCOM N07059111 4,123 127,610 SH SOLE 0 127,610
ASPECT MED SYS INCOM 045235108 619 50,000 SH SOLE 0 50,000
ASPECT COMMUNICATCOM 04523Q102 6,498 315,030 SH SOLE 0 315,030
ASPEN TECHNOLOGY COM 045327103 8,372 185,519 SH SOLE 0 185,519
ASSISTED LIVING CCOM 04543L109 69 110,000 SH SOLE 0 110,000
ASSOCIATED BANC CCOM 045487105 10,357 394,549 SH SOLE 0 394,549
ASSOCIATES FIRST CL A 046008108 26,969 709,724 SH SOLE 0 709,724
ASTEC INDS INC COM 046224101 972 88,900 SH SOLE 0 88,900
ASTORIA FINL CORPCOM 046265104 12,901 334,012 SH SOLE 0 334,012
ASTRAZENECA PLC ADR 046353108 1,261 24,000 SH SOLE 0 24,000
ASYST TECHNOLOGY COM 04648X107 1,004 49,600 SH SOLE 0 49,600
ATLANTIC COAST AICOM 048396105 8,269 256,897 SH SOLE 0 256,897
ATLAS AIR INC COM 049164106 15,920 376,800 SH SOLE 0 376,800
ATMEL CORP COM 049513104 40,315 2,654,500 SH SOLE 0 2,654,500
ATMOS ENERGY CORPCOM 049560105 3,034 147,100 SH SOLE 0 147,100
ATWOOD OCEANICS ICOM 050095108 3,869 92,800 SH SOLE 0 92,800
AUDIOCODES LTD COM M15342104 638 7,500 SH SOLE 0 7,500
AUDIOVOX CORP CL A 050757103 1,787 118,666 SH SOLE 0 118,666
AURORA BIOSCIENCECOM 051920106 4,060 59,700 SH SOLE 0 59,700
AUSPEX SYS INC COM 052116100 2,710 219,000 SH SOLE 0 219,000
AUTODESK INC COM 052769106 4,451 175,417 SH SOLE 0 175,417
AUTOMATIC DATA PRCOM 053015103 31,073 464,645 SH SOLE 0 464,645
AUTONATION INC COM 05329W102 2,372 395,300 SH SOLE 0 395,300
AUTOWEB COM INC COM 053331104 95 71,000 SH SOLE 0 71,000
AUTOZONE INC COM 053332102 2,012 88,667 SH SOLE 0 88,667
AVALONBAY CMNTYS COM 053484101 45,401 952,045 SH SOLE 0 952,045
AVANT CORP COM 053487104 3,628 198,800 SH SOLE 0 198,800
AVANEX CORP COM 05348W109 689 6,400 SH SOLE 0 6,400
AVERY DENNISON COCOM 053611109 2,876 62,016 SH SOLE 0 62,016
AVICI SYS INC COM 05367L109 1,779 18,700 SH SOLE 0 18,700
AVID TECHNOLOGY ICOM 05367P100 1,631 116,500 SH SOLE 0 116,500
AVISTA CORP COM 05379B107 6,584 292,600 SH SOLE 0 292,600
AVNET INC COM 053807103 32,705 1,152,630 SH SOLE 0 1,152,630
AVOCENT CORP COM 053893103 21,781 395,120 SH SOLE 0 395,120
AVON PRODS INC COM 054303102 11,568 283,032 SH SOLE 0 283,032
AWARE INC MASS COM 05453N100 4,408 114,500 SH SOLE 0 114,500
AXCELIS TECHNOLOGCOM 054540109 1,031 86,800 SH SOLE 0 86,800
AXYS PHARMACEUTICCOM 054635107 509 74,700 SH SOLE 0 74,700
AZTAR CORP COM 054802103 3,230 210,108 SH SOLE 0 210,108
BB&T CORP COM 054937107 7,403 245,712 SH SOLE 0 245,712
BCE INC COM 05534B109 6,784 290,219 SH SOLE 0 290,219
BHC COMMUNICATIONCL A 055448104 787 5,000 SH SOLE 0 5,000
BISYS GROUP INC COM 055472104 16,645 215,300 SH SOLE 0 215,300
BJ SVCS CO COM 055482103 39,139 640,300 SH SOLE 0 640,300
BJS WHOLESALE CLUCOM 05548J106 16,987 497,800 SH SOLE 0 497,800
BMC INDS INC MINNCOM 055607105 872 126,800 SH SOLE 0 126,800
BP AMOCO P L C ADR 055622104 966 18,236 SH SOLE 0 18,236
BRE PROPERTIES INCL A 05564E106 1,057 33,037 SH SOLE 0 33,037
BT FINL CORP COM 055763106 441 23,850 SH SOLE 0 23,850
BMC SOFTWARE INC COM 055921100 3,085 161,310 SH SOLE 0 161,310
BAKER MICHAEL CORCOM 057149106 1,832 236,400 SH SOLE 0 236,400
BAKER HUGHES INC COM 057224107 17,104 460,724 SH SOLE 0 460,724
BAKER J INC COM 057232100 292 64,900 SH SOLE 0 64,900
BALDOR ELEC CO COM 057741100 3,177 156,400 SH SOLE 0 156,400
BALL CORP COM 058498106 1,060 33,447 SH SOLE 0 33,447
BALLY TOTAL FITNECOM 05873K108 845 33,800 SH SOLE 0 33,800
BANCFIRST CORP COM 05945F103 1,046 32,800 SH SOLE 0 32,800
BANCO DE A EDWARDADR 059504100 322 24,800 SH SOLE 0 24,800
BANCO SANTANDER CADR 05965F108 480 32,800 SH SOLE 0 32,800
BANCORPSOUTH INC COM 059692103 575 40,001 SH SOLE 0 40,001
BANCWEST CORP NEWCOM 059790105 344 17,700 SH SOLE 0 17,700
BANDAG INC COM 059815100 5,840 162,500 SH SOLE 0 162,500
BANGOR HYDRO ELECCOM 060077104 825 34,100 SH SOLE 0 34,100
BANK OF AMERICA CCOM 060505104 86,462 1,650,818 SH SOLE 0 1,650,818
BANK NEW YORK INCCOM 064057102 31,485 561,610 SH SOLE 0 561,610
BANK ONE CORP COM 06423A103 45,050 1,166,357 SH SOLE 0 1,166,357
BANK UTD CORP CL A 065412108 4,810 94,900 SH SOLE 0 94,900
BANKFIRST CORP COM 066442104 545 39,600 SH SOLE 0 39,600
BANKNORTH GROUP ICOM 06646R107 15,419 862,600 SH SOLE 0 862,600
BANKUNITED FINL CCL A 06652B103 516 70,000 SH SOLE 0 70,000
BANTA CORP COM 066821109 4,726 193,858 SH SOLE 0 193,858
BARD C R INC COM 067383109 3,380 79,978 SH SOLE 0 79,978
BARNES & NOBLE INCOM 067774109 9,659 490,630 SH SOLE 0 490,630
BARNES GROUP INC COM 067806109 1,586 86,300 SH SOLE 0 86,300
BARRICK GOLD CORPCOM 067901108 4,493 294,641 SH SOLE 0 294,641
BARR LABS INC COM 068306109 13,103 197,598 SH SOLE 0 197,598
BARRA INC COM 068313105 4,951 79,768 SH SOLE 0 79,768
BARRETT RES CORP COM 068480201 6,580 174,028 SH SOLE 0 174,028
BASS PUB LTD CO ADR 069904209 345 34,500 SH SOLE 0 34,500
BASIN EXPL INC COM 070107107 1,946 99,800 SH SOLE 0 99,800
BASSETT FURNITURECOM 070203104 775 54,600 SH SOLE 0 54,600
BAUSCH & LOMB INCCOM 071707103 1,377 35,366 SH SOLE 0 35,366
BAXTER INTL INC COM 071813109 16,256 203,676 SH SOLE 0 203,676
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CORIO INC COM 218875102 413 54,000 SH SOLE 0 54,000
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COSTAR GROUP INC COM 22160N109 7,526 203,400 SH SOLE 0 203,400
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COVANCE INC COM 222816100 2,644 322,908 SH SOLE 0 322,908
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COX COMMUNICATIONCL A 224044107 1,863 48,700 SH SOLE 0 48,700
CRANE CO COM 224399105 2,705 118,243 SH SOLE 0 118,243
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CROSS A T CO CL A 227478104 425 79,000 SH SOLE 0 79,000
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D R HORTON INC COM 23331A109 8,781 510,863 SH SOLE 0 510,863
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DEERE & CO COM 244199105 9,077 273,000 SH SOLE 0 273,000
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DIGITALTHINK INC COM 25388M100 3,749 89,000 SH SOLE 0 89,000
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DILLARDS INC CL A 254067101 1,070 100,694 SH SOLE 0 100,694
DIME BANCORP INC COM 25429Q102 15,408 714,549 SH SOLE 0 714,549
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DISCOUNT AUTO PTSCOM 254642101 594 77,300 SH SOLE 0 77,300
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DOCUMENTUM INC COM 256159104 9,052 111,500 SH SOLE 0 111,500
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DOLLAR GEN CORP COM 256669102 4,752 283,721 SH SOLE 0 283,721
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DOMINION RES INC COM 25746U109 9,688 166,860 SH SOLE 0 166,860
DONALDSON INC COM 257651109 6,675 303,423 SH SOLE 0 303,423
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DONNELLEY R R & SCOM 257867101 2,046 83,312 SH SOLE 0 83,312
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DOUBLECLICK INC COM 258609304 2,519 78,700 SH SOLE 0 78,700
DOVER CORP COM 260003108 13,966 297,534 SH SOLE 0 297,534
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DOW CHEM CO COM 260543103 17,864 716,349 SH SOLE 0 716,349
DOW JONES & CO INCOM 260561105 4,051 66,963 SH SOLE 0 66,963
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DRESS BARN INC COM 261570105 1,735 82,600 SH SOLE 0 82,600
DREYERS GRAND ICECOM 261878102 3,422 158,700 SH SOLE 0 158,700
DRIL-QUIP INC COM 262037104 4,729 118,600 SH SOLE 0 118,600
DU PONT E I DE NECOM 263534109 31,696 764,921 SH SOLE 0 764,921
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DURA PHARMACEUTICCOM 26632S109 7,921 223,915 SH SOLE 0 223,915
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DYNEGY INC NEW CL A 26816Q101 110,424 1,937,274 SH SOLE 0 1,937,274
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EEX CORP COM 26842V207 1,713 356,000 SH SOLE 0 356,000
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EASTMAN CHEM CO COM 277432100 4,346 117,666 SH SOLE 0 117,666
EASTMAN KODAK CO COM 277461109 12,017 294,003 SH SOLE 0 294,003
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EBAY INC COM 278642103 2,432 35,400 SH SOLE 0 35,400
ECOLAB INC COM 278865100 7,663 212,502 SH SOLE 0 212,502
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EDISON SCHOOLS INCL A 281033100 2,257 71,100 SH SOLE 0 71,100
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EDWARDS AG INC COM 281760108 29,818 570,000 SH SOLE 0 570,000
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EL PASO ELEC CO COM 283677854 1,692 122,856 SH SOLE 0 122,856
EL PASO ENERGY COCOM 283905107 10,972 178,046 SH SOLE 0 178,046
ELAN PLC ADR 284131208 18,119 330,946 SH SOLE 0 330,946
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ELECTRO RENT CORPCOM 285218103 3,222 252,700 SH SOLE 0 252,700
ELECTRO SCIENTIFICOM 285229100 5,760 163,978 SH SOLE 0 163,978
ELECTROGLAS INC COM 285324109 2,832 165,935 SH SOLE 0 165,935
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EMCORE CORP COM 290846104 7,601 182,800 SH SOLE 0 182,800
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EMERSON ELEC CO COM 291011104 31,524 470,500 SH SOLE 0 470,500
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ENGELHARD CORP COM 292845104 1,365 84,006 SH SOLE 0 84,006
ENESCO GROUP INC COM 292973104 369 62,800 SH SOLE 0 62,800
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ENRON CORP COM 293561106 90,883 1,037,186 SH SOLE 0 1,037,186
ENTERCOM COMMUNICCL A 293639100 2,167 72,400 SH SOLE 0 72,400
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ENZON INC COM 293904108 4,105 62,200 SH SOLE 0 62,200
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EPRESENCE INC COM 294348107 738 109,300 SH SOLE 0 109,300
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EQUITY INNS INC COM 294703103 1,846 278,663 SH SOLE 0 278,663
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ERICSSON L M TEL ADR 294821400 2,385 161,000 SH SOLE 0 161,000
ESCO TECHNOLOGIESCOM 296315104 261 15,000 SH SOLE 0 15,000
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ESTERLINE TECHNOLCOM 297425100 1,581 80,300 SH SOLE 0 80,300
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ETHYL CORP COM 297659104 18 12,500 SH SOLE 0 12,500
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EXELIXIS INC COM 30161Q104 690 22,000 SH SOLE 0 22,000
EXTENDED SYSTEMS COM 301973103 430 8,000 SH SOLE 0 8,000
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EXTENSITY INC COM 302255104 750 35,700 SH SOLE 0 35,700
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F M C CORP COM 302491303 1,723 25,694 SH SOLE 0 25,694
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FTD COM INC CL A 30265F103 30 15,000 SH SOLE 0 15,000
F Y I INC COM 302712104 8,756 234,291 SH SOLE 0 234,291
FACTORY 2-U INC COM 303072102 1,751 57,300 SH SOLE 0 57,300
FACTSET RESH SYS COM 303075105 5,893 156,730 SH SOLE 0 156,730
FAIR ISAAC & CO ICOM 303250104 3,127 73,242 SH SOLE 0 73,242
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FEDERAL MOGUL CORCOM 313549107 2,244 412,700 SH SOLE 0 412,700
FEDERAL NATL MTG COM 313586109 66,071 924,074 SH SOLE 0 924,074
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FEDEX CORP COM 31428X106 10,611 239,302 SH SOLE 0 239,302
FELCOR LODGING TRCOM 31430F101 782 33,819 SH SOLE 0 33,819
FERRO CORP COM 315405100 3,725 195,400 SH SOLE 0 195,400
FIDELITY NATL FINCOM 316326107 9,195 371,525 SH SOLE 0 371,525
FIFTH THIRD BANCOCOM 316773100 19,972 370,714 SH SOLE 0 370,714
FILENET CORP COM 316869106 3,177 174,700 SH SOLE 0 174,700
FINISAR COM 31787A101 1,955 40,400 SH SOLE 0 40,400
FINOVA GROUP INC COM 317928109 2,506 345,600 SH SOLE 0 345,600
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FIRST SEC CORP DECOM 336294103 20,150 1,235,275 SH SOLE 0 1,235,275
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FIRST TENN NATL CCOM 337162101 15,436 755,300 SH SOLE 0 755,300
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FIRST VA BANKS INCOM 337477103 11,093 260,250 SH SOLE 0 260,250
FIRSTAR CORP NEW COM 33763V109 15,391 687,847 SH SOLE 0 687,847
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FIRSTENERGY CORP COM 337932107 4,159 154,410 SH SOLE 0 154,410
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FLEMING COS INC COM 339130106 2,632 201,487 SH SOLE 0 201,487
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FLORIDA PROGRESS COM 341109106 3,467 65,500 SH SOLE 0 65,500
FLORIDA ROCK INDSCOM 341140101 13,381 339,300 SH SOLE 0 339,300
FLOW INTL CORP COM 343468104 742 68,200 SH SOLE 0 68,200
FLOWERS INDS INC COM 343496105 12,141 622,600 SH SOLE 0 622,600
FLOWSERVE CORP COM 34354P105 3,961 240,948 SH SOLE 0 240,948
FLUOR CORP COM 343861100 1,523 50,755 SH SOLE 0 50,755
FOCAL COMMUNICATICOM 344155106 733 47,500 SH SOLE 0 47,500
FOMENTO ECONOMICOADR 344419106 9,455 242,433 SH SOLE 0 242,433
FOOTSTAR INC COM 344912100 3,659 113,220 SH SOLE 0 113,220
FORD MTR CO DEL COM 345370860 45,269 1,788,406 SH SOLE 0 1,788,406
FOREST LABS INC COM 345838106 75,177 655,500 SH SOLE 0 655,500
FOREST OIL CORP COM 346091606 405 25,000 SH SOLE 0 25,000
FORRESTER RESH INCOM 346563109 1,154 18,100 SH SOLE 0 18,100
FORT JAMES CORP COM 347471104 4,158 136,043 SH SOLE 0 136,043
FORTUNE BRANDS INCOM 349631101 3,215 121,313 SH SOLE 0 121,313
FORWARD AIR CORP COM 349853101 4,754 135,100 SH SOLE 0 135,100
FOSSIL INC COM 349882100 1,979 148,650 SH SOLE 0 148,650
FOSTER WHEELER COCOM 350244109 1,367 188,554 SH SOLE 0 188,554
FOUNDATION HEALTHCOM 350404109 15,044 904,930 SH SOLE 0 904,930
FOUNDRY NETWORKS COM 35063R100 1,654 24,700 SH SOLE 0 24,700
4 KIDS ENTMT INC COM 350865101 1,466 86,900 SH SOLE 0 86,900
FOUR SEASONS HOTECOM 35100E104 24,529 335,150 SH SOLE 0 335,150
FOX ENTMT GROUP ICL A 35138T107 14,289 539,200 SH SOLE 0 539,200
FRANKLIN COVEY COCOM 353469109 697 95,300 SH SOLE 0 95,300
FRANKLIN RES INC COM 354613101 11,291 254,128 SH SOLE 0 254,128
FREDS INC CL A 356108100 5,450 242,875 SH SOLE 0 242,875
FREEPORT-MCMORAN CL B 35671D857 757 85,907 SH SOLE 0 85,907
FREMONT GEN CORP COM 357288109 1,114 324,000 SH SOLE 0 324,000
FRESENIUS MED CARADR 358029106 12,741 426,464 SH SOLE 0 426,464
FRIEDE GOLDMAN HACOM 358430106 1,592 225,414 SH SOLE 0 225,414
FRITZ COS INC COM 358846103 5,894 491,200 SH SOLE 0 491,200
FRONTIER AIRLINESCOM 359065109 459 23,600 SH SOLE 0 23,600
FROZEN FOOD EXPRECOM 359360104 194 75,600 SH SOLE 0 75,600
FUELCELL ENERGY ICOM 35952H106 866 9,000 SH SOLE 0 9,000
FULLER H B CO COM 359694106 2,283 79,400 SH SOLE 0 79,400
FULTON FINL CORP COM 360271100 1,105 55,790 SH SOLE 0 55,790
FUNDTECH LTD COM M47095100 1,035 43,370 SH SOLE 0 43,370
FURNITURE BRANDS COM 360921100 5,369 322,904 SH SOLE 0 322,904
FUSION MED TECHNOCOM 361128101 251 25,600 SH SOLE 0 25,600
G & K SVCS INC CL A 361268105 2,666 95,000 SH SOLE 0 95,000
GATX CORP COM 361448103 11,214 267,800 SH SOLE 0 267,800
GBC BANCORP CALIFCOM 361475106 2,936 86,212 SH SOLE 0 86,212
GPU INC COM 36225X100 4,004 123,453 SH SOLE 0 123,453
GSI LUMONICS INC COM 36229U102 4,097 248,300 SH SOLE 0 248,300
GT GROUP TELECOM CL B 362359408 910 69,000 SH SOLE 0 69,000
GABELLI ASSET MGMCL A 36239Y102 687 22,900 SH SOLE 0 22,900
GABLES RESIDENTIACOM 362418105 861 31,681 SH SOLE 0 31,681
GALILEO INTERNATICOM 363547100 8,477 546,900 SH SOLE 0 546,900
GALILEO TECHNOLOGCOM M47298100 2,311 72,800 SH SOLE 0 72,800
GALLAGHER ARTHUR COM 363576109 10,656 180,225 SH SOLE 0 180,225
GANNETT INC COM 364730101 13,637 257,310 SH SOLE 0 257,310
GAP INC DEL COM 364760108 14,392 715,107 SH SOLE 0 715,107
GARDEN FRESH RESTCOM 365235100 1,099 94,000 SH SOLE 0 94,000
GARDNER DENVER INCOM 365558105 1,152 70,900 SH SOLE 0 70,900
GARTNER GROUP INCCOM 366651107 1,224 105,300 SH SOLE 0 105,300
GARTNER GROUP INCCL B 366651206 5,261 483,738 SH SOLE 0 483,738
GASONICS INTL CORCOM 367278108 637 52,000 SH SOLE 0 52,000
GATEWAY INC COM 367626108 9,883 211,406 SH SOLE 0 211,406
GELTEX PHARMACEUTCOM 368538104 2,181 46,600 SH SOLE 0 46,600
GEMSTAR-TV GUIDE COM 36866W106 2,451 28,109 SH SOLE 0 28,109
GENAISSANCE PHARMCOM 36867W105 2,358 114,000 SH SOLE 0 114,000
GENCORP INC COM 368682100 1,593 196,100 SH SOLE 0 196,100
GENE LOGIC INC COM 368689105 2,222 96,600 SH SOLE 0 96,600
GENENTECH INC COM 368710406 7,112 38,300 SH SOLE 0 38,300
GENER S A ADR 368731105 383 29,300 SH SOLE 0 29,300
GENERAL COMMUNICACL A 369385109 1,829 255,524 SH SOLE 0 255,524
GENERAL DYNAMICS COM 369550108 13,946 222,029 SH SOLE 0 222,029
GENERAL ELEC CO COM 369604103 417,757 7,241,725 SH SOLE 0 7,241,725
GENERAL GROWTH PPCOM 370021107 6,727 208,996 SH SOLE 0 208,996
GENERAL MLS INC COM 370334104 12,274 345,748 SH SOLE 0 345,748
GENERAL MTRS CORPCOM 370442105 46,820 720,310 SH SOLE 0 720,310
GENERAL MTRS CORPCOM 370442832 3,108 83,600 SH SOLE 0 83,600
GENERAL SEMICONDUCOM 370787103 2,988 245,200 SH SOLE 0 245,200
GENESCO INC COM 371532102 964 56,900 SH SOLE 0 56,900
GENTEX CORP COM 371901109 10,635 425,400 SH SOLE 0 425,400
GENRAD INC COM 372447102 1,714 155,800 SH SOLE 0 155,800
GENUINE PARTS CO COM 372460105 2,265 118,836 SH SOLE 0 118,836
GENUITY INC CL A 37248E103 963 147,500 SH SOLE 0 147,500
GENZYME CORP COM 372917104 38,758 568,400 SH SOLE 0 568,400
GENZYME CORP COM 372917609 395 52,600 SH SOLE 0 52,600
GEORGIA GULF CORPCOM 373200203 2,030 177,500 SH SOLE 0 177,500
GEORGIA PAC CORP COM 373298108 3,767 160,298 SH SOLE 0 160,298
GEORGIA PAC CORP COM 373298702 12,110 450,600 SH SOLE 0 450,600
GERBER SCIENTIFICCOM 373730100 1,950 226,100 SH SOLE 0 226,100
GERDAU S A ADR 373737105 337 26,200 SH SOLE 0 26,200
GETTY IMAGES INC COM 374276103 1,160 38,100 SH SOLE 0 38,100
GILAT SATELLITE NORD M51474100 8,437 109,750 SH SOLE 0 109,750
GILEAD SCIENCES ICOM 375558103 35,703 325,500 SH SOLE 0 325,500
GILLETTE CO COM 375766102 24,822 803,947 SH SOLE 0 803,947
GILDAN ACTIVEWEARCL A 375916103 2,143 64,200 SH SOLE 0 64,200
GLACIER WATER SVCCOM 376395109 938 79,800 SH SOLE 0 79,800
GLATFELTER P H COCOM 377316104 3,800 313,400 SH SOLE 0 313,400
GLENAYRE TECHNOLOCOM 377899109 171 15,722 SH SOLE 0 15,722
GLOBAL CROSSING LCOM G3921A100 22,886 738,261 SH SOLE 0 738,261
GLOBAL INDS LTD COM 379336100 3,238 259,000 SH SOLE 0 259,000
GLOBAL MARINE INCCOM 379352404 36,509 1,182,500 SH SOLE 0 1,182,500
GLOBESPAN INC COM 379571102 573 4,700 SH SOLE 0 4,700
GOLDEN ST BANCORPCOM 381197102 940 39,800 SH SOLE 0 39,800
GOLDEN WEST FINL COM 381317106 8,984 167,540 SH SOLE 0 167,540
GOLDMAN SACHS GROCOM 38141G104 20,189 177,200 SH SOLE 0 177,200
GOOD GUYS INC COM 382091106 2,800 400,000 SH SOLE 0 400,000
GOODRICH B F CO COM 382388106 5,200 132,681 SH SOLE 0 132,681
GOODYEAR TIRE & RCOM 382550101 3,074 170,767 SH SOLE 0 170,767
GOODYS FAMILY CLOCOM 382588101 593 150,500 SH SOLE 0 150,500
GOTTSCHALKS INC COM 383485109 356 58,100 SH SOLE 0 58,100
GRACE W R & CO DECOM 38388F108 378 54,999 SH SOLE 0 54,999
GRACO INC COM 384109104 3,015 93,500 SH SOLE 0 93,500
GRAINGER W W INC COM 384802104 5,904 224,394 SH SOLE 0 224,394
GRANITE BROADCASTCOM 387241102 1,188 258,600 SH SOLE 0 258,600
GRANITE CONSTR INCOM 387328107 4,156 171,400 SH SOLE 0 171,400
GRANT PRIDECO INCCOM 38821G101 13,413 611,430 SH SOLE 0 611,430
GRAY COMMUNICATIOCOM 389190109 692 61,150 SH SOLE 0 61,150
GRAY COMMUNICATIOCL B 389190208 758 72,650 SH SOLE 0 72,650
GREAT ATLANTIC & COM 390064103 1,962 177,400 SH SOLE 0 177,400
GREAT LAKES CHEM COM 390568103 1,741 59,410 SH SOLE 0 59,410
GREAT LAKES REIT COM 390752103 4,787 275,530 SH SOLE 0 275,530
GREAT PLAINS SOFTCOM 39119E105 2,590 92,100 SH SOLE 0 92,100
GREATER BAY BANCOCOM 391648102 9,479 136,500 SH SOLE 0 136,500
GREEN MOUNTAIN PWCOM 393154109 192 25,400 SH SOLE 0 25,400
GREENPOINT FINL CCOM 395384100 20,116 679,000 SH SOLE 0 679,000
GREY WOLF INC COM 397888108 1,075 187,000 SH SOLE 0 187,000
GRIFFON CORP COM 398433102 1,038 137,300 SH SOLE 0 137,300
GROUP 1 AUTOMOTIVCOM 398905109 1,078 99,100 SH SOLE 0 99,100
GROVE PPTY TR SH IN399613108 838 50,800 SH SOLE 0 50,800
GRUPO FINANCIARO ADR 399909100 571 38,094 SH SOLE 0 38,094
GRUPO TELEVISA SAADR 40049J206 27,937 484,276 SH SOLE 0 484,276
GRUPO IUSACELL S ADR 40050B100 8,064 679,052 SH SOLE 0 679,052
GTECH HLDGS CORP COM 400518106 3,949 238,400 SH SOLE 0 238,400
GUCCI GROUP N V COM 401566104 15,478 153,440 SH SOLE 0 153,440
GUIDANT CORP COM 401698105 26,293 371,967 SH SOLE 0 371,967
GUILFORD MLS INC COM 401794102 167 88,850 SH SOLE 0 88,850
GYMBOREE CORP COM 403777105 614 112,900 SH SOLE 0 112,900
HCA-HEALTHCARE COCOM 404119109 21,183 570,590 SH SOLE 0 570,590
HNC SOFTWARE INC COM 40425P107 11,838 144,704 SH SOLE 0 144,704
HRPT PPTYS TR COM 40426W101 112 16,000 SH SOLE 0 16,000
HSB GROUP INC COM 40428N109 6,803 169,556 SH SOLE 0 169,556
HS RES INC COM 404297103 3,763 111,900 SH SOLE 0 111,900
HA-LO INDS INC COM 404429102 1,186 296,450 SH SOLE 0 296,450
HAEMONETICS CORP COM 405024100 905 35,483 SH SOLE 0 35,483
HAGGAR CORP COM 405173105 378 30,200 SH SOLE 0 30,200
HAGLER BAILLY INCCOM 405183104 185 35,000 SH SOLE 0 35,000
HAIN CELESTIAL GRCOM 405217100 6,457 183,831 SH SOLE 0 183,831
HALL KINION ASSOCCOM 406069104 1,794 63,100 SH SOLE 0 63,100
HALLIBURTON CO COM 406216101 15,238 311,380 SH SOLE 0 311,380
HANCOCK FABRICS ICOM 409900107 420 83,900 SH SOLE 0 83,900
HANCOCK JOHN FINLCOM 41014S106 3,204 119,200 SH SOLE 0 119,200
HANDSPRING INC COM 410293104 663 9,600 SH SOLE 0 9,600
HANGER ORTHOPEDICCOM 41043F208 328 87,500 SH SOLE 0 87,500
HANOVER COMPRESSOCOM 410768105 18,593 564,500 SH SOLE 0 564,500
HARCOURT GEN INC COM 41163G101 2,801 47,483 SH SOLE 0 47,483
HARBOR FLA BANCSHCOM 411901101 196 16,209 SH SOLE 0 16,209
HARLAND JOHN H COCOM 412693103 2,357 153,900 SH SOLE 0 153,900
HARLEY DAVIDSON ICOM 412822108 67,747 1,415,100 SH SOLE 0 1,415,100
HARLEYSVILLE GROUCOM 412824104 570 30,000 SH SOLE 0 30,000
HARMAN INTL INDS COM 413086109 6,540 167,252 SH SOLE 0 167,252
HARRAHS ENTMT INCCOM 413619107 3,674 133,605 SH SOLE 0 133,605
HARRIS CORP DEL COM 413875105 12,038 423,300 SH SOLE 0 423,300
HARSCO CORP COM 415864107 5,617 254,600 SH SOLE 0 254,600
HARTE-HANKS INC COM 416196103 10,407 381,900 SH SOLE 0 381,900
HARTFORD FINL SVCCOM 416515104 20,205 277,016 SH SOLE 0 277,016
HARTMARX CORP COM 417119104 409 136,300 SH SOLE 0 136,300
HASBRO INC COM 418056107 5,189 453,687 SH SOLE 0 453,687
HAVEN BANCORP INCCOM 419352109 2,632 89,600 SH SOLE 0 89,600
HAWAIIAN ELEC INDCOM 419870100 6,715 192,547 SH SOLE 0 192,547
HEALTH CARE PPTY COM 421915109 3,612 121,902 SH SOLE 0 121,902
HEALTHSOUTH CORP COM 421924101 2,346 288,856 SH SOLE 0 288,856
HEALTH MGMT ASSOCCL A 421933102 31,327 1,505,225 SH SOLE 0 1,505,225
HEALTHCARE RLTY TCOM 421946104 1,727 81,747 SH SOLE 0 81,747
HEARTLAND EXPRESSCOM 422347104 2,041 117,439 SH SOLE 0 117,439
HEIDRICK & STRUGGCOM 422819102 4,804 93,510 SH SOLE 0 93,510
HEINZ H J CO COM 423074103 11,603 313,070 SH SOLE 0 313,070
HELEN OF TROY CORCOM G4388N106 1,974 277,000 SH SOLE 0 277,000
HELIX TECHNOLOGY COM 423319102 5,211 174,454 SH SOLE 0 174,454
HELLER FINANCIAL CL A 423328103 1,288 45,100 SH SOLE 0 45,100
HELMERICH & PAYNECOM 423452101 11,348 314,132 SH SOLE 0 314,132
HENRY JACK & ASSOCOM 426281101 9,044 208,500 SH SOLE 0 208,500
HERBALIFE INTL INCL A 426908208 108 11,700 SH SOLE 0 11,700
HERCULES INC COM 427056106 1,002 70,956 SH SOLE 0 70,956
HERSHEY FOODS CORCOM 427866108 5,233 96,681 SH SOLE 0 96,681
HERTZ CORP CL A 428040109 3,016 95,000 SH SOLE 0 95,000
HESKA CORP COM 42805E108 176 60,000 SH SOLE 0 60,000
HEWLETT PACKARD CCOM 428236103 90,214 930,039 SH SOLE 0 930,039
HIBERNIA CORP CL A 428656102 11,370 928,200 SH SOLE 0 928,200
HICKORY TECH CORPCOM 429060106 436 19,600 SH SOLE 0 19,600
HIGHWOODS PPTYS ICOM 431284108 10,468 443,101 SH SOLE 0 443,101
HILB ROGAL & HAMICOM 431294107 2,530 60,700 SH SOLE 0 60,700
HILFIGER TOMMY COCOM G8915Z102 1,344 139,600 SH SOLE 0 139,600
HILLENBRAND INDS COM 431573104 15,774 352,500 SH SOLE 0 352,500
HILTON HOTELS CORCOM 432848109 3,356 290,285 SH SOLE 0 290,285
HISPANIC BROADCASCL A 43357B104 17,459 626,300 SH SOLE 0 626,300
HOLOGIC INC COM 436440101 530 71,300 SH SOLE 0 71,300
HOME DEPOT INC COM 437076102 163,818 3,087,279 SH SOLE 0 3,087,279
HOME PPTYS N Y INCOM 437306103 4,006 134,087 SH SOLE 0 134,087
HOMEBASE INC COM 43738E108 2,021 923,700 SH SOLE 0 923,700
HOMESTAKE MNG CO COM 437614100 883 170,255 SH SOLE 0 170,255
HOMESTORE COM INCCOM 437852106 9,425 201,600 SH SOLE 0 201,600
HON INDS INC COM 438092108 8,787 356,856 SH SOLE 0 356,856
HONDA MOTOR LTD ADR 438128308 651 8,900 SH SOLE 0 8,900
HONEYWELL INTL INCOM 438516106 29,135 817,816 SH SOLE 0 817,816
HOOPER HOLMES INCCOM 439104100 3,052 320,953 SH SOLE 0 320,953
HORACE MANN EDUCACOM 440327104 14,494 885,100 SH SOLE 0 885,100
HORIZON HEALTH COCOM 44041Y104 866 168,900 SH SOLE 0 168,900
HORMEL FOODS CORPCOM 440452100 13,617 816,000 SH SOLE 0 816,000
HOSPITALITY PPTYSCOM 44106M102 837 35,807 SH SOLE 0 35,807
HOST MARRIOTT CORCOM 44107P104 11,375 1,011,107 SH SOLE 0 1,011,107
HOTEL RESERVATIONCL A 441451101 637 17,400 SH SOLE 0 17,400
HOUGHTON MIFFLIN COM 441560109 6,767 172,400 SH SOLE 0 172,400
HOUSEHOLD INTL INCOM 441815107 57,005 1,006,713 SH SOLE 0 1,006,713
HUANENG PWR INTL ADR 443304100 256 16,000 SH SOLE 0 16,000
HUBBELL INC CL B 443510201 8,950 357,100 SH SOLE 0 357,100
HUDSON UNITED BANCOM 444165104 8,558 309,819 SH SOLE 0 309,819
HUFFY CORP COM 444356109 496 47,200 SH SOLE 0 47,200
HUGHES SUPPLY INCCOM 444482103 2,360 120,241 SH SOLE 0 120,241
HUMANA INC COM 444859102 1,290 119,959 SH SOLE 0 119,959
HUMAN GENOME SCIECOM 444903108 1,454 8,400 SH SOLE 0 8,400
HUNT J B TRANS SVCOM 445658107 2,527 198,200 SH SOLE 0 198,200
HUNTINGTON BANCSHCOM 446150104 2,602 177,145 SH SOLE 0 177,145
HUTCHINSON TECHNOCOM 448407106 11,426 542,500 SH SOLE 0 542,500
ICN PHARMACEUTICACOM 448924100 15,649 470,650 SH SOLE 0 470,650
IDT CORP COM 448947101 727 18,700 SH SOLE 0 18,700
HYPERION SOLUTIONCOM 44914M104 4,642 179,375 SH SOLE 0 179,375
IBP INC COM 449223106 12,136 662,700 SH SOLE 0 662,700
ICG COMMUNICATIONCOM 449246107 36 82,500 SH SOLE 0 82,500
ICICI LTD ADR 44926P202 3,848 349,826 SH SOLE 0 349,826
IDEC PHARMACEUTICCOM 449370105 45,418 259,000 SH SOLE 0 259,000
IHOP CORP COM 449623107 1,769 92,500 SH SOLE 0 92,500
IMC GLOBAL INC COM 449669100 9,685 667,900 SH SOLE 0 667,900
IMCO RECYCLING INCOM 449681105 425 70,900 SH SOLE 0 70,900
IMS HEALTH INC COM 449934108 2,754 132,716 SH SOLE 0 132,716
ITC DELTACOM INC COM 45031T104 458 39,800 SH SOLE 0 39,800
ITT EDUCATIONAL SCOM 45068B109 1,891 69,700 SH SOLE 0 69,700
ITT INDS INC IND COM 450911102 3,673 113,249 SH SOLE 0 113,249
IDACORP INC COM 451107106 10,235 221,300 SH SOLE 0 221,300
IDEX CORP COM 45167R104 3,886 139,100 SH SOLE 0 139,100
IDEXX LABS INC COM 45168D104 5,347 199,876 SH SOLE 0 199,876
IKON OFFICE SOLUTCOM 451713101 85 21,474 SH SOLE 0 21,474
ILEX ONCOLOGY INCCOM 451923106 894 29,700 SH SOLE 0 29,700
ILLINOIS TOOL WKSCOM 452308109 21,607 386,705 SH SOLE 0 386,705
ILLUMINA INC COM 452327109 1,960 43,200 SH SOLE 0 43,200
ILLUMINET HLDGS ICOM 452334105 5,543 199,748 SH SOLE 0 199,748
IMATION CORP COM 45245A107 4,279 229,726 SH SOLE 0 229,726
IMCLONE SYS INC COM 45245W109 1,534 13,100 SH SOLE 0 13,100
IMMUNEX CORP NEW COM 452528102 1,827 42,000 SH SOLE 0 42,000
IMMUNE RESPONSE CCOM 45252T106 871 126,700 SH SOLE 0 126,700
IMMUNOGEN INC COM 45253H101 1,080 31,600 SH SOLE 0 31,600
IMPERIAL BANCORP COM 452556103 4,224 220,892 SH SOLE 0 220,892
IMPATH INC COM 45255G101 3,055 48,400 SH SOLE 0 48,400
INCO LTD COM 453258402 2,026 125,620 SH SOLE 0 125,620
INCYTE GENOMICS ICOM 45337C102 16,080 391,000 SH SOLE 0 391,000
INDEPENDENCE CMNTCOM 453414104 289 20,653 SH SOLE 0 20,653
INDUSTRIE NATUZZIADR 456478106 2,322 193,500 SH SOLE 0 193,500
INDYMAC BANCORP ICOM 456607100 1,507 73,300 SH SOLE 0 73,300
INFINEON TECHNOLOADR 45662N103 2,019 42,500 SH SOLE 0 42,500
INFINITY BROADCASCL A 45662S102 13,610 412,400 SH SOLE 0 412,400
INFOCUS CORP COM 45665B106 20,023 377,800 SH SOLE 0 377,800
INFONAUTICS CORP CL A 456662105 149 70,000 SH SOLE 0 70,000
INFORMATICA CORP COM 45666Q102 289 3,100 SH SOLE 0 3,100
INFORMIX CORP COM 456779107 7,754 1,879,800 SH SOLE 0 1,879,800
INFOSPACE INC COM 45678T102 532 17,600 SH SOLE 0 17,600
INGERSOLL-RAND COCOM 456866102 6,402 189,004 SH SOLE 0 189,004
INFORMATION RES ICOM 456905108 916 134,500 SH SOLE 0 134,500
INHALE THERAPEUTICOM 457191104 5,221 92,600 SH SOLE 0 92,600
INKTOMI CORP COM 457277101 2,701 23,700 SH SOLE 0 23,700
INNOVEX INC COM 457647105 936 68,700 SH SOLE 0 68,700
INPUT/OUTPUT INC COM 457652105 4,148 431,024 SH SOLE 0 431,024
INSIGHT ENTERPRISCOM 45765U103 5,994 219,962 SH SOLE 0 219,962
INSITUFORM TECHNOCL A 457667103 3,864 114,900 SH SOLE 0 114,900
INSIGNIA FINL GROCOM 45767A105 410 40,000 SH SOLE 0 40,000
INSIGHT COMMUNICACL A 45768V108 3,731 235,037 SH SOLE 0 235,037
INNKEEPERS USA TRCOM 4576J0104 141 13,775 SH SOLE 0 13,775
INSTEEL INDUSTRIECOM 45774W108 158 39,000 SH SOLE 0 39,000
INSURANCE AUTO AUCOM 457875102 874 54,000 SH SOLE 0 54,000
INTEGRATED DEVICECOM 458118106 55,386 612,000 SH SOLE 0 612,000
INTEGRATED ELECTRCOM 45811E103 351 51,100 SH SOLE 0 51,100
INTEGRATED CIRCUICOM 45811K208 1,521 82,200 SH SOLE 0 82,200
INTEGRATED SILICOCOM 45812P107 297 20,900 SH SOLE 0 20,900
INTEL CORP COM 458140100 232,720 5,599,258 SH SOLE 0 5,599,258
INTELLIGROUP INC COM 45816A106 163 104,000 SH SOLE 0 104,000
INTEGRATED TELECOCOM 45817U101 1,191 57,400 SH SOLE 0 57,400
INTER TEL INC COM 458372109 3,027 266,100 SH SOLE 0 266,100
INTERCEPT GROUP ICOM 45845L107 536 23,000 SH SOLE 0 23,000
INTERFACE INC CL A 458665106 1,885 236,500 SH SOLE 0 236,500
INTERGRAPH CORP COM 458683109 105 14,596 SH SOLE 0 14,596
INTERMAGNETICS GECOM 458771102 1,679 63,063 SH SOLE 0 63,063
INTERMEDIA COMMUNCOM 458801107 2,738 92,800 SH SOLE 0 92,800
INTERMET CORP COM 45881K104 852 117,500 SH SOLE 0 117,500
INTERNAP NETWORK COM 45885A102 617 19,100 SH SOLE 0 19,100
INTERNATIONAL BUSCOM 459200101 120,291 1,069,248 SH SOLE 0 1,069,248
INTERNATIONAL FLACOM 459506101 1,257 68,864 SH SOLE 0 68,864
INTERNATIONAL FIBCOM 45950T101 1,233 84,300 SH SOLE 0 84,300
INTERNATIONAL GAMCOM 459902102 14,002 416,400 SH SOLE 0 416,400
INTERNATIONAL MULCOM 460043102 3,096 178,200 SH SOLE 0 178,200
INTL PAPER CO COM 460146103 11,697 407,736 SH SOLE 0 407,736
INTERNATIONAL RECCOM 460254105 25,708 509,069 SH SOLE 0 509,069
INTERNATIONAL SPECL A 460335201 12,391 317,700 SH SOLE 0 317,700
INTERNET CAP GROUCOM 46059C106 209 12,000 SH SOLE 0 12,000
INTERNET CAP GROUCOM 46059CAA4 1,953 3,795,000 SH SOLE 0 3,795,000
INTERNET PICTURESCOM 46059S101 169 31,100 SH SOLE 0 31,100
INTERNET SEC SYS COM 46060X107 3,185 42,400 SH SOLE 0 42,400
INTERPUBLIC GROUPCOM 460690100 11,971 351,448 SH SOLE 0 351,448
INTERSIL HLDG CORCL A 46069S109 2,943 59,000 SH SOLE 0 59,000
INTERSTATE BAKERICOM 46072H108 5,432 371,400 SH SOLE 0 371,400
INTERWAVE COMMUNCCOM G4911N102 259 32,400 SH SOLE 0 32,400
INTRANET SOLUTIONCOM 460939309 4,005 80,100 SH SOLE 0 80,100
INTERVOICE-BRITE COM 461142101 1,593 151,700 SH SOLE 0 151,700
INTERWOVEN INC COM 46114T102 2,747 24,300 SH SOLE 0 24,300
INTIMATE BRANDS ICL A 461156101 1,256 67,210 SH SOLE 0 67,210
INTUIT COM 461202103 72,322 1,268,800 SH SOLE 0 1,268,800
INVACARE CORP COM 461203101 4,472 139,200 SH SOLE 0 139,200
INTRUSION COM INCCOM 46121E106 572 48,200 SH SOLE 0 48,200
INVESTMENT TECHNOCOM 46145F105 10,452 261,700 SH SOLE 0 261,700
INVITROGEN CORP COM 46185R100 3,015 42,400 SH SOLE 0 42,400
INVESTORS FINL SECOM 461915100 12,084 191,429 SH SOLE 0 191,429
IOMEGA CORP COM 462030107 936 187,000 SH SOLE 0 187,000
IONICS INC COM 462218108 1,594 74,800 SH SOLE 0 74,800
IPALCO ENTERPRISECOM 462613100 11,053 483,200 SH SOLE 0 483,200
IRON MTN INC PA COM 462846106 15,642 422,760 SH SOLE 0 422,760
ISHARES TR UNIT 464287408 3,218 51,000 SH SOLE 0 51,000
ISLE OF CAPRI CASCOM 464592104 4,132 266,600 SH SOLE 0 266,600
ITRON INC COM 465741106 432 70,500 SH SOLE 0 70,500
I2 TECHNOLOGIES ICOM 465754109 3,752 20,060 SH SOLE 0 20,060
IVAX CORP COM 465823102 46,055 1,001,200 SH SOLE 0 1,001,200
IVILLAGE INC COM 46588H105 244 62,900 SH SOLE 0 62,900
JDN RLTY CORP COM 465917102 583 51,576 SH SOLE 0 51,576
JPM CO COM 465933109 326 60,000 SH SOLE 0 60,000
J & J SNACK FOODSCOM 466032109 512 39,600 SH SOLE 0 39,600
JDS UNIPHASE CORPCOM 46612J101 81,051 855,984 SH SOLE 0 855,984
JLG INDS INC COM 466210101 2,458 201,700 SH SOLE 0 201,700
JABIL CIRCUIT INCCOM 466313103 62,930 1,108,900 SH SOLE 0 1,108,900
JACK IN THE BOX ICOM 466367109 4,015 187,290 SH SOLE 0 187,290
JACOBS ENGR GROUPCOM 469814107 8,669 215,058 SH SOLE 0 215,058
JAKKS PAC INC COM 47012E106 846 89,900 SH SOLE 0 89,900
JEFFERIES GROUP ICOM 472319102 3,221 119,838 SH SOLE 0 119,838
JEFFERSON PILOT CCOM 475070108 8,410 123,901 SH SOLE 0 123,901
JO-ANN STORES INCCL A 47758P109 2,416 333,300 SH SOLE 0 333,300
JO-ANN STORES INCCL B 47758P208 1,738 270,000 SH SOLE 0 270,000
JOHN NUVEEN CO CL A 478035108 353 7,300 SH SOLE 0 7,300
JOHNSON & JOHNSONCOM 478160104 96,156 1,023,626 SH SOLE 0 1,023,626
JOHNSON CTLS INC COM 478366107 7,294 137,141 SH SOLE 0 137,141
JONES APPAREL GROCOM 480074103 20,421 770,617 SH SOLE 0 770,617
JUNIPER NETWORKS COM 48203R104 11,434 52,225 SH SOLE 0 52,225
KLA-TENCOR CORP COM 482480100 13,752 333,896 SH SOLE 0 333,896
K MART CORP COM 482584109 2,060 343,366 SH SOLE 0 343,366
K-SWISS INC CL A 482686102 1,060 47,100 SH SOLE 0 47,100
K2 DESIGN INC COM 482731106 113 26,500 SH SOLE 0 26,500
K2 INC COM 482732104 743 83,100 SH SOLE 0 83,100
K V PHARMACEUTICACL B 482740107 911 26,400 SH SOLE 0 26,400
K V PHARMACEUTICACL A 482740206 5,902 168,027 SH SOLE 0 168,027
KAMAN CORP CL A 483548103 1,530 121,183 SH SOLE 0 121,183
KANSAS CITY PWR &COM 485134100 10,667 399,700 SH SOLE 0 399,700
KAUFMAN & BROAD HCOM 486168107 1,204 44,691 SH SOLE 0 44,691
KAYDON CORP COM 486587108 4,227 183,800 SH SOLE 0 183,800
KEANE INC COM 486665102 6,830 392,500 SH SOLE 0 392,500
KEEBLER FOODS CO COM 487256109 294 7,000 SH SOLE 0 7,000
KEITHLEY INSTRS ICOM 487584104 2,538 36,250 SH SOLE 0 36,250
KELLOGG CO COM 487836108 14,947 617,955 SH SOLE 0 617,955
KELLWOOD CO COM 488044108 2,597 142,319 SH SOLE 0 142,319
KELLY SVCS INC CL A 488152208 4,758 201,400 SH SOLE 0 201,400
KEMET CORP COM 488360108 18,105 655,370 SH SOLE 0 655,370
KENDLE INTERNATIOCOM 48880L107 334 40,000 SH SOLE 0 40,000
KENNAMETAL INC COM 489170100 7,683 298,400 SH SOLE 0 298,400
KENNEDY-WILSON INCOM 489399204 833 151,500 SH SOLE 0 151,500
KENSEY NASH CORP COM 490057106 802 61,700 SH SOLE 0 61,700
KENT ELECTRS CORPCOM 490553104 3,474 145,504 SH SOLE 0 145,504
KERR MCGEE CORP COM 492386107 15,461 233,372 SH SOLE 0 233,372
KEY ENERGY SVCS ICOM 492914106 166 16,900 SH SOLE 0 16,900
KEY PRODTN INC COM 493138101 710 32,200 SH SOLE 0 32,200
KEYCORP NEW COM 493267108 10,964 433,144 SH SOLE 0 433,144
KEYNOTE SYS INC COM 493308100 1,113 41,600 SH SOLE 0 41,600
KEYSPAN CORP COM 49337W100 9,730 242,500 SH SOLE 0 242,500
KEYSTONE FINANCIACOM 493482103 6,802 312,750 SH SOLE 0 312,750
KIMBALL INTL INC CL B 494274103 199 11,110 SH SOLE 0 11,110
KILROY RLTY CORP COM 49427F108 2,525 94,599 SH SOLE 0 94,599
KIMBERLY CLARK COCOM 494368103 31,604 566,255 SH SOLE 0 566,255
KIMCO REALTY CORPCOM 49446R109 14,211 336,363 SH SOLE 0 336,363
KINDER MORGAN INCCOM 49455P101 27,236 665,300 SH SOLE 0 665,300
KING PHARMACEUTICCOM 495582108 5,279 157,865 SH SOLE 0 157,865
KIRBY CORP COM 497266106 2,227 113,500 SH SOLE 0 113,500
KNIGHT RIDDER INCCOM 499040103 4,459 87,758 SH SOLE 0 87,758
KOHLS CORP COM 500255104 81,195 1,407,500 SH SOLE 0 1,407,500
KOPIN CORP COM 500600101 1,597 88,700 SH SOLE 0 88,700
KOREA TELECOM ADR 50063P103 16,786 499,216 SH SOLE 0 499,216
KOS PHARMACEUTICACOM 500648100 1,531 77,500 SH SOLE 0 77,500
KRISPY KREME DOUGCOM 501014104 913 10,900 SH SOLE 0 10,900
KROGER CO COM 501044101 19,761 875,830 SH SOLE 0 875,830
KROLL O GARA CO COM 501050108 618 103,000 SH SOLE 0 103,000
KRONOS INC COM 501052104 1,712 57,050 SH SOLE 0 57,050
KULICKE & SOFFA ICOM 501242101 4,792 359,954 SH SOLE 0 359,954
LCC INTERNATIONALCL A 501810105 831 57,300 SH SOLE 0 57,300
LG&E ENERGY CORP COM 501917108 18,675 764,200 SH SOLE 0 764,200
LTV CORP NEW COM 501921100 29 21,942 SH SOLE 0 21,942
LNR PPTY CORP COM 501940100 2,849 128,784 SH SOLE 0 128,784
LSI LOGIC CORP COM 502161102 4,954 169,372 SH SOLE 0 169,372
LTX CORP COM 502392103 2,136 112,800 SH SOLE 0 112,800
L-3 COMMUNICATIONCOM 502424104 10,616 187,900 SH SOLE 0 187,900
LA Z BOY INC COM 505336107 6,316 433,707 SH SOLE 0 433,707
LABOR READY INC COM 505401208 810 193,550 SH SOLE 0 193,550
LABORATORY CORP ACOM 50540R409 6,843 57,140 SH SOLE 0 57,140
LABRANCHE & CO INCOM 505447102 1,269 38,010 SH SOLE 0 38,010
LACLEDE GAS CO COM 505588103 1,890 87,400 SH SOLE 0 87,400
LAM RESEARCH CORPCOM 512807108 2,408 115,000 SH SOLE 0 115,000
LAMAR ADVERTISINGCL A 512815101 420 11,100 SH SOLE 0 11,100
LANCASTER COLONY COM 513847103 6,992 284,675 SH SOLE 0 284,675
LANCE INC COM 514606102 2,055 211,400 SH SOLE 0 211,400
LANDAMERICA FINL COM 514936103 246 8,600 SH SOLE 0 8,600
LANDS END INC COM 515086106 3,587 170,800 SH SOLE 0 170,800
LANDRYS SEAFOOD RCOM 51508L103 702 103,100 SH SOLE 0 103,100
LANDSTAR SYS INC COM 515098101 1,807 40,500 SH SOLE 0 40,500
LASALLE RE HLDGS COM G5383Q101 1,321 70,000 SH SOLE 0 70,000
LASER VISION CTRSCOM 51807H100 510 117,400 SH SOLE 0 117,400
LASTMINUTE COM PLADR 518129101 152 16,000 SH SOLE 0 16,000
LATTICE SEMICONDUCOM 518415104 19,158 356,434 SH SOLE 0 356,434
LAUDER ESTEE COS CL A 518439104 5,244 143,200 SH SOLE 0 143,200
LAWSON PRODS INC COM 520776105 1,091 45,100 SH SOLE 0 45,100
LEAP WIRELESS INTCOM 521863100 670 10,700 SH SOLE 0 10,700
LEAR CORP COM 521865105 8,183 397,923 SH SOLE 0 397,923
LEARNING TREE INTCOM 522015106 2,129 44,700 SH SOLE 0 44,700
LEE ENTERPRISES ICOM 523768109 7,560 261,800 SH SOLE 0 261,800
LEGATO SYS INC COM 524651106 6,584 490,000 SH SOLE 0 490,000
LEGGETT & PLATT ICOM 524660107 2,073 131,100 SH SOLE 0 131,100
LEGG MASON INC COM 524901105 21,370 367,666 SH SOLE 0 367,666
LEHMAN BROS HLDGSCOM 524908100 21,857 147,932 SH SOLE 0 147,932
LENDINGTREE INC COM 52602Q105 167 37,000 SH SOLE 0 37,000
LENNAR CORP COM 526057104 14,864 500,685 SH SOLE 0 500,685
LENNOX INTL INC COM 526107107 2,576 274,765 SH SOLE 0 274,765
LEUCADIA NATL CORCOM 527288104 337 12,604 SH SOLE 0 12,604
LEVEL 3 COMMUNICACOM 52729N100 4,419 57,300 SH SOLE 0 57,300
LEXENT INC COM 52886Q102 247 8,300 SH SOLE 0 8,300
LEXINGTON CORP PPCOM 529043101 401 35,600 SH SOLE 0 35,600
LEXMARK INTL NEW CL A 529771107 2,156 57,500 SH SOLE 0 57,500
LIBBEY INC COM 529898108 3,221 103,504 SH SOLE 0 103,504
LIBERATE TECHNOLOCOM 530129105 1,192 41,200 SH SOLE 0 41,200
LIBERTY PPTY TR COM 531172104 52,430 1,906,555 SH SOLE 0 1,906,555
LIFEPOINT HOSPITACOM 53219L109 3,145 88,600 SH SOLE 0 88,600
LIGHTSPAN INC COM 53226T103 126 51,600 SH SOLE 0 51,600
LILLIAN VERNON COCOM 532430105 393 40,300 SH SOLE 0 40,300
LILLY ELI & CO COM 532457108 67,151 827,754 SH SOLE 0 827,754
LILLY INDS INC CL A 532491107 3,171 107,500 SH SOLE 0 107,500
LIMITED INC COM 532716107 16,342 740,686 SH SOLE 0 740,686
LINCARE HLDGS INCCOM 532791100 11,245 392,000 SH SOLE 0 392,000
LINCOLN NATL CORPCOM 534187109 8,824 183,352 SH SOLE 0 183,352
LINDSAY MFG CO COM 535555106 1,240 66,600 SH SOLE 0 66,600
LINEAR TECHNOLOGYCOM 535678106 13,112 202,500 SH SOLE 0 202,500
LINENS N THINGS ICOM 535679104 6,010 235,663 SH SOLE 0 235,663
LIQUID AUDIO INC COM 53631T102 275 61,000 SH SOLE 0 61,000
LITHIA MTRS INC CL A 536797103 1,300 107,200 SH SOLE 0 107,200
LITTELFUSE INC COM 537008104 1,152 38,826 SH SOLE 0 38,826
LITTON INDS INC COM 538021106 11,386 254,800 SH SOLE 0 254,800
LIZ CLAIBORNE INCCOM 539320101 2,619 68,047 SH SOLE 0 68,047
LO-JACK CORP COM 539451104 97 13,000 SH SOLE 0 13,000
LOCKHEED MARTIN CCOM 539830109 31,142 944,830 SH SOLE 0 944,830
LOEWS CORP COM 540424108 5,438 65,229 SH SOLE 0 65,229
LONDON PAC GROUP ADR 542073101 2,500 125,800 SH SOLE 0 125,800
LONE STAR STEAKHOCOM 542307103 1,067 144,700 SH SOLE 0 144,700
LONE STAR TECHNOLCOM 542312103 993 21,500 SH SOLE 0 21,500
LONGS DRUG STORESCOM 543162101 386 20,203 SH SOLE 0 20,203
LONGVIEW FIBRE COCOM 543213102 3,684 306,949 SH SOLE 0 306,949
LOOKSMART LTD COM 543442107 1,302 116,400 SH SOLE 0 116,400
LORAL SPACE & COMCOM G56462107 729 119,000 SH SOLE 0 119,000
LOUIS DREYFUS NATCOM 546011107 9,966 251,500 SH SOLE 0 251,500
LOUISIANA PAC CORCOM 546347105 850 92,515 SH SOLE 0 92,515
LOWES COS INC COM 548661107 24,478 545,478 SH SOLE 0 545,478
LUBRIZOL CORP COM 549271104 6,456 327,926 SH SOLE 0 327,926
LUBYS INC COM 549282101 551 103,800 SH SOLE 0 103,800
LUCENT TECHNOLOGICOM 549463107 65,474 2,142,325 SH SOLE 0 2,142,325
LUMENON INNOV LIGCOM 55024L109 430 27,000 SH SOLE 0 27,000
LUMINEX CORP DEL COM 55027E102 1,053 27,700 SH SOLE 0 27,700
LUXOTTICA GROUP SADR 55068R202 11,452 710,200 SH SOLE 0 710,200
LYDALL INC DEL COM 550819106 834 72,900 SH SOLE 0 72,900
LYONDELL CHEMICALCOM 552078107 7,827 662,600 SH SOLE 0 662,600
MAF BANCORP INC COM 55261R108 2,657 106,800 SH SOLE 0 106,800
M SYS FLASH DISK COM M7061C100 3,422 89,600 SH SOLE 0 89,600
MAF BANCORP INC COM 55261R108 2,657 106,800 SH SOLE 0 106,800
MBIA INC COM 55262C100 7,384 103,825 SH SOLE 0 103,825
MBNA CORP COM 55262L100 80,269 2,084,904 SH SOLE 0 2,084,904
M D C HLDGS INC COM 552676108 3,075 118,291 SH SOLE 0 118,291
MCN ENERGY GROUP COM 55267J100 13,030 508,500 SH SOLE 0 508,500
MDU RES GROUP INCCOM 552690109 2,863 96,232 SH SOLE 0 96,232
MEMC ELECTR MATLSCOM 552715104 1,033 80,200 SH SOLE 0 80,200
MFC BANCORP LTD COM 55271X202 1,324 156,375 SH SOLE 0 156,375
MGIC INVT CORP WICOM 552848103 10,352 169,348 SH SOLE 0 169,348
MGM MIRAGE COM 552953101 588 15,400 SH SOLE 0 15,400
MMC NETWORKS INC COM 55308N102 1,898 15,000 SH SOLE 0 15,000
MPW INDUSTRIAL SVCOM 553444100 907 263,800 SH SOLE 0 263,800
MRV COMMUNICATIONCOM 553477100 1,060 23,400 SH SOLE 0 23,400
MSC SOFTWARE CORPCOM 553531104 338 31,900 SH SOLE 0 31,900
M S CARRIERS INC COM 553533100 1,587 101,600 SH SOLE 0 101,600
MAC-GRAY CORP COM 554153106 255 78,500 SH SOLE 0 78,500
MACDERMID INC COM 554273102 3,028 144,200 SH SOLE 0 144,200
MACERICH CO COM 554382101 445 20,923 SH SOLE 0 20,923
MACK CALI RLTY COCOM 554489104 13,723 486,861 SH SOLE 0 486,861
MACROVISION CORP COM 555904101 2,381 29,400 SH SOLE 0 29,400
MACROMEDIA INC COM 556100105 26,401 326,700 SH SOLE 0 326,700
MADECO SA ADR 556304103 273 48,020 SH SOLE 0 48,020
MAGIC SOFTWARE ENCOM 559166103 493 64,700 SH SOLE 0 64,700
MAGNETEK INC COM 559424106 1,394 131,200 SH SOLE 0 131,200
MAGYAR TAVKOZLESIADR 559776109 731 31,040 SH SOLE 0 31,040
MAIL COM INC CL A 560311102 105 20,200 SH SOLE 0 20,200
MAINSPRING INC COM 56062U100 567 76,300 SH SOLE 0 76,300
MALLINCKRODT INC COM 561232109 3,235 70,904 SH SOLE 0 70,904
MANDALAY RESORT GCOM 562567107 11,285 440,400 SH SOLE 0 440,400
MANHATTAN ASSOCS COM 562750109 5,353 87,400 SH SOLE 0 87,400
MANITOWOC INC COM 563571108 2,194 113,975 SH SOLE 0 113,975
MANOR CARE INC NECOM 564055101 1,493 95,191 SH SOLE 0 95,191
MANPOWER INC COM 56418H100 21,813 683,000 SH SOLE 0 683,000
MANUFACTURED HOMECOM 564682102 3,754 150,169 SH SOLE 0 150,169
MANUFACTURERS SVCCOM 565005105 1,305 109,900 SH SOLE 0 109,900
MANUGISTICS GROUPCOM 565011103 2,826 28,800 SH SOLE 0 28,800
MARCHFIRST INC COM 566244109 14,333 913,691 SH SOLE 0 913,691
MARCUS CORP COM 566330106 1,432 136,350 SH SOLE 0 136,350
MARINE DRILLING CCOM 568240204 4,825 168,900 SH SOLE 0 168,900
MARKETING SPECIALCOM 57060R107 218 158,900 SH SOLE 0 158,900
MARSH & MCLENNAN COM 571748102 39,736 299,328 SH SOLE 0 299,328
MARSHALL & ILSLEYCOM 571834100 31,253 623,500 SH SOLE 0 623,500
MARRIOTT INTL INCCL A 571903202 8,715 239,171 SH SOLE 0 239,171
MARTHA STEWART LICL A 573083102 656 25,000 SH SOLE 0 25,000
MARTIN MARIETTA MCOM 573284106 10,092 263,639 SH SOLE 0 263,639
MASCO CORP COM 574599106 6,506 349,286 SH SOLE 0 349,286
MASCOTECH INC COM 574670105 3,639 219,692 SH SOLE 0 219,692
MASTEC INC COM 576323109 2,447 78,300 SH SOLE 0 78,300
MATERIAL SCIENCIECOM 576674105 785 69,000 SH SOLE 0 69,000
MATRIX PHARMACEUTCOM 576844104 881 56,600 SH SOLE 0 56,600
MATRIXONE INC COM 57685P304 3,232 80,800 SH SOLE 0 80,800
MATTEL INC COM 577081102 4,156 371,536 SH SOLE 0 371,536
MAXTOR CORP COM 577729205 140 13,300 SH SOLE 0 13,300
MAXIM INTEGRATED COM 57772K101 18,919 235,200 SH SOLE 0 235,200
MAXIM PHARMACEUTICOM 57772M107 3,268 53,800 SH SOLE 0 53,800
MAY DEPT STORES CCOM 577778103 6,585 321,236 SH SOLE 0 321,236
MAXXAM INC COM 577913106 755 38,000 SH SOLE 0 38,000
MAVERICK TUBE CORCOM 577914104 523 19,400 SH SOLE 0 19,400
MAXIMUS INC COM 577933104 2,157 97,500 SH SOLE 0 97,500
MAYORS JEWELERS ICOM 578462103 342 91,300 SH SOLE 0 91,300
MAYTAG CORP COM 578592107 1,608 51,782 SH SOLE 0 51,782
MCCLATCHY CO CL A 579489105 9,046 257,061 SH SOLE 0 257,061
MCCORMICK & CO INCOM 579780206 11,859 398,600 SH SOLE 0 398,600
MCDATA CORP CL B 580031102 1,462 11,900 SH SOLE 0 11,900
MCDERMOTT INTL INCOM 580037109 326 29,598 SH SOLE 0 29,598
MCDONALDS CORP COM 580135101 30,725 1,017,813 SH SOLE 0 1,017,813
MCGRAW HILL COS ICOM 580645109 8,473 133,300 SH SOLE 0 133,300
MCKESSON HBOC INCCOM 58155Q103 6,017 196,890 SH SOLE 0 196,890
MCLEODUSA INC CL A 582266102 3,436 240,100 SH SOLE 0 240,100
MEAD CORP COM 582834107 1,603 68,564 SH SOLE 0 68,564
MEADE INSTRUMENTSCOM 583062104 3,226 159,800 SH SOLE 0 159,800
MEASUREMENT SPECICOM 583421102 2,866 59,400 SH SOLE 0 59,400
MEDIA GEN INC CL A 584404107 6,381 148,400 SH SOLE 0 148,400
MEDIACOM COMMUNICCL A 58446K105 4,897 303,700 SH SOLE 0 303,700
MEDICIS PHARMACEUCL A 584690309 9,434 153,402 SH SOLE 0 153,402
MEDIMMUNE INC COM 584699102 10,446 135,224 SH SOLE 0 135,224
MEDQUIST INC COM 584949101 4,000 198,122 SH SOLE 0 198,122
MEDITRUST CORP COM 58501T306 281 95,661 SH SOLE 0 95,661
MEDTRONIC INC COM 585055106 50,045 965,875 SH SOLE 0 965,875
MELLON FINL CORP COM 58551A108 19,901 429,116 SH SOLE 0 429,116
MEMBERWORKS INC COM 586002107 2,469 75,100 SH SOLE 0 75,100
MENS WEARHOUSE INCOM 587118100 6,446 227,682 SH SOLE 0 227,682
MENTOR CORP MINN COM 587188103 1,704 108,200 SH SOLE 0 108,200
MENTOR GRAPHICS CCOM 587200106 10,531 446,900 SH SOLE 0 446,900
MERCANTILE BANKSHCOM 587405101 15,274 420,800 SH SOLE 0 420,800
MERCK & CO INC COM 589331107 131,062 1,760,693 SH SOLE 0 1,760,693
MERCURY COMPUTER COM 589378108 2,742 98,600 SH SOLE 0 98,600
MERCURY INTERACTICOM 589405109 13,165 83,984 SH SOLE 0 83,984
MEREDITH CORP COM 589433101 896 30,372 SH SOLE 0 30,372
MERISTAR HOSPITALCOM 58984Y103 1,134 55,980 SH SOLE 0 55,980
MERIX CORP COM 590049102 12,622 194,750 SH SOLE 0 194,750
MERRILL LYNCH & CCOM 590188108 61,032 924,722 SH SOLE 0 924,722
MESA AIR GROUP INCOM 590479101 1,355 247,700 SH SOLE 0 247,700
METALS USA INC COM 591324108 52 17,800 SH SOLE 0 17,800
METASOLV SOFTWARECOM 591393103 912 22,300 SH SOLE 0 22,300
METAWAVE COMMUNICCOM 591409107 619 33,800 SH SOLE 0 33,800
METHODE ELECTRS ICL A 591520200 8,444 190,561 SH SOLE 0 190,561
METLIFE INC COM 59156R108 5,518 210,700 SH SOLE 0 210,700
METRIS COS INC COM 591598107 9,749 246,800 SH SOLE 0 246,800
METROCALL INC COM 591647102 37 12,200 SH SOLE 0 12,200
METTLER TOLEDO INCOM 592688105 2,535 57,600 SH SOLE 0 57,600
MICHAEL FOOD INC COM 594079105 1,978 84,600 SH SOLE 0 84,600
MICHAELS STORES ICOM 594087108 29,162 729,054 SH SOLE 0 729,054
MICREL INC COM 594793101 34,137 509,500 SH SOLE 0 509,500
MICROS SYS INC COM 594901100 1,609 106,800 SH SOLE 0 106,800
MICROSOFT CORP COM 594918104 251,428 4,168,766 SH SOLE 0 4,168,766
MICROSTRATEGY INCCL A 594972101 574 21,000 SH SOLE 0 21,000
MICROCHIP TECHNOLCOM 595017104 25,211 762,525 SH SOLE 0 762,525
MICROCELL TELECOMCL B 59501T304 1,221 42,000 SH SOLE 0 42,000
MICROMUSE INC COM 595094103 904 4,500 SH SOLE 0 4,500
MICRON ELECTRONICCOM 595100108 885 98,300 SH SOLE 0 98,300
MICRON TECHNOLOGYCOM 595112103 33,758 733,870 SH SOLE 0 733,870
MICROTUNE INC DELCOM 59514P109 2,978 55,600 SH SOLE 0 55,600
MID-AMER APT CMNTCOM 59522J103 301 12,555 SH SOLE 0 12,555
MID ATLANTIC MED COM 59523C107 3,308 218,700 SH SOLE 0 218,700
MIDAS GROUP INC COM 595626102 1,000 71,400 SH SOLE 0 71,400
MIDCAP SPDR TR COM 595635103 10,483 106,700 SH SOLE 0 106,700
MIDCOAST ENERGY RCOM 59563W104 1,891 92,000 SH SOLE 0 92,000
MIDWEST EXPRESS HCOM 597911106 1,306 64,900 SH SOLE 0 64,900
MIDWAY AIRLS CORPCOM 598126100 64 12,000 SH SOLE 0 12,000
MIDWAY GAMES INC COM 598148104 1,222 174,500 SH SOLE 0 174,500
MIIX GROUP INC COM 59862V104 193 23,200 SH SOLE 0 23,200
MILACRON INC COM 598709103 2,285 171,624 SH SOLE 0 171,624
MILLENNIUM PHARMACOM 599902103 83,556 572,060 SH SOLE 0 572,060
MILLENNIUM CHEMICCOM 599903101 255 17,232 SH SOLE 0 17,232
MILLER HERMAN INCCOM 600544100 15,303 477,300 SH SOLE 0 477,300
MILLIPORE CORP COM 601073109 985 20,341 SH SOLE 0 20,341
MINERALS TECHNOLOCOM 603158106 6,948 151,043 SH SOLE 0 151,043
MINIMED INC COM 60365K108 33,229 371,800 SH SOLE 0 371,800
MINNESOTA MNG & MCOM 604059105 33,490 367,515 SH SOLE 0 367,515
MIPS TECHNOLOGIESCL A 604567107 3,312 72,000 SH SOLE 0 72,000
MIPS TECHNOLOGIESCL B 604567206 356 9,249 SH SOLE 0 9,249
MISSISSIPPI CHEM COM 605288208 484 120,989 SH SOLE 0 120,989
MITCHELL ENERGY &CL A 606592202 676 14,500 SH SOLE 0 14,500
MOBILE TELESYSTEMADR 607409109 1,132 44,629 SH SOLE 0 44,629
MOBILE MINI INC COM 60740F105 2,789 144,900 SH SOLE 0 144,900
MODINE MFG CO COM 607828100 4,648 165,000 SH SOLE 0 165,000
MODIS PROFESSIONACOM 607830106 2,956 569,995 SH SOLE 0 569,995
MOHAWK INDS INC COM 608190104 7,993 366,429 SH SOLE 0 366,429
MOLECULAR DEVICESCOM 60851C107 4,465 45,450 SH SOLE 0 45,450
MOLEX INC COM 608554101 437 8,025 SH SOLE 0 8,025
MOLEX INC CL A 608554200 6,112 147,500 SH SOLE 0 147,500
MONACO COACH CORPCOM 60886R103 1,444 87,500 SH SOLE 0 87,500
MONTANA POWER CO COM 612085100 21,430 642,100 SH SOLE 0 642,100
MONY GROUP INC COM 615337102 9,829 246,500 SH SOLE 0 246,500
MORGAN J P & CO ICOM 616880100 38,519 235,773 SH SOLE 0 235,773
MORGAN KEEGAN INCCOM 617410105 2,312 132,100 SH SOLE 0 132,100
MORGAN STANLEY DECOM 617446448 126,311 1,381,390 SH SOLE 0 1,381,390
MORRISON MGMT SPECOM 618459101 2,476 83,800 SH SOLE 0 83,800
MOTOROLA INC COM 620076109 82,489 2,919,977 SH SOLE 0 2,919,977
MPOWER COMMUNICATCOM 62473J106 2,518 288,800 SH SOLE 0 288,800
MUELLER INDS INC COM 624756102 4,314 192,278 SH SOLE 0 192,278
MURPHY OIL CORP COM 626717102 18,413 284,100 SH SOLE 0 284,100
MUTUAL RISK MGMT COM 628351108 4,183 190,698 SH SOLE 0 190,698
MYERS INDS INC COM 628464109 1,267 99,829 SH SOLE 0 99,829
MYLAN LABS INC COM 628530107 19,166 711,500 SH SOLE 0 711,500
MYRIAD GENETICS ICOM 62855J104 6,884 79,700 SH SOLE 0 79,700
MYPOINTS COM INC COM 62855T102 63 11,500 SH SOLE 0 11,500
NBC INTERNET INC CL A 62873D105 68 10,300 SH SOLE 0 10,300
NBTY INC COM 628782104 2,068 316,700 SH SOLE 0 316,700
NCH CORP COM 628850109 2,221 62,900 SH SOLE 0 62,900
NCI BUILDING SYS COM 628852105 1,046 71,500 SH SOLE 0 71,500
NCO GROUP INC COM 628858102 3,629 305,600 SH SOLE 0 305,600
NCR CORP NEW COM 62886E108 2,465 65,200 SH SOLE 0 65,200
NS GROUP INC COM 628916108 1,118 56,300 SH SOLE 0 56,300
NN INC COM 629337106 407 45,200 SH SOLE 0 45,200
NRG ENERGY INC COM 629377102 1,566 42,900 SH SOLE 0 42,900
NTL INC COM 629407107 611 13,200 SH SOLE 0 13,200
NUI CORP COM 629430109 1,814 60,100 SH SOLE 0 60,100
NVR INC COM 62944T105 5,096 62,922 SH SOLE 0 62,922
NABISCO HLDGS CORCL A 629526104 339 6,300 SH SOLE 0 6,300
NABISCO GROUP HLDCOM 62952P102 6,675 234,200 SH SOLE 0 234,200
NABORS INDS INC COM 629568106 44,492 849,081 SH SOLE 0 849,081
NANOMETRICS INC COM 630077105 1,261 23,600 SH SOLE 0 23,600
NASDAQ 100 TR UNIT 631100104 5,525 62,300 SH SOLE 0 62,300
NASH FINCH CO COM 631158102 554 53,100 SH SOLE 0 53,100
NASHUA CORP COM 631226107 233 27,600 SH SOLE 0 27,600
NATIONAL CITY CORCOM 635405103 9,634 435,438 SH SOLE 0 435,438
NATIONAL COMM BANCOM 635449101 24,415 1,224,555 SH SOLE 0 1,224,555
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NATIONAL DENTEX CCOM 63563H109 1,634 94,700 SH SOLE 0 94,700
NATIONAL DISC BROCOM 635646102 3,007 97,200 SH SOLE 0 97,200
NATIONAL FUEL GASCOM 636180101 13,091 233,500 SH SOLE 0 233,500
NATIONAL INFO CONCOM 636491102 136 34,200 SH SOLE 0 34,200
NATIONAL INSTRS CCOM 636518102 10,620 240,683 SH SOLE 0 240,683
NATIONAL-OILWELL COM 637071101 2,856 91,400 SH SOLE 0 91,400
NATIONAL PRESTO ICOM 637215104 970 32,400 SH SOLE 0 32,400
NATIONAL SEMICONDCOM 637640103 10,408 258,585 SH SOLE 0 258,585
NATIONAL SVC INDSCOM 637657107 434 22,201 SH SOLE 0 22,201
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NATURES SUNSHINE COM 639027101 576 77,400 SH SOLE 0 77,400
NAUTICA ENTERPRISCOM 639089101 1,869 144,500 SH SOLE 0 144,500
NAVISTAR INTL CORCOM 63934E108 1,242 41,490 SH SOLE 0 41,490
NAVIGANT CONSULTICOM 63935N107 800 232,800 SH SOLE 0 232,800
NEIMAN MARCUS GROCL A 640204202 9,697 298,930 SH SOLE 0 298,930
NELSON THOMAS INCCOM 640376109 540 65,900 SH SOLE 0 65,900
NEOFORMA COM INC COM 640475109 309 83,000 SH SOLE 0 83,000
NEOSE TECHNOLOGIECOM 640522108 1,995 41,250 SH SOLE 0 41,250
NETWORKS ASSOCS ICOM 640938106 18,787 830,400 SH SOLE 0 830,400
NETEGRITY INC COM 64110P107 221 3,150 SH SOLE 0 3,150
NETERGY NETWORKS COM 64111F108 405 45,000 SH SOLE 0 45,000
NETRO CORP COM 64114R109 3,407 57,500 SH SOLE 0 57,500
NETSOLVE INC COM 64115J106 5,143 721,876 SH SOLE 0 721,876
NETIQ CORP COM 64115P102 825 12,565 SH SOLE 0 12,565
NETSILICON INC COM 64115X105 1,394 66,600 SH SOLE 0 66,600
NETRATINGS INC COM 64116M108 334 17,800 SH SOLE 0 17,800
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NEW ENGLAND BUSINCOM 643872104 1,129 62,300 SH SOLE 0 62,300
NEW FOCUS INC COM 644383101 656 8,300 SH SOLE 0 8,300
NEW JERSEY RES COM 646025106 4,060 99,929 SH SOLE 0 99,929
NEW PLAN EXCEL RLCOM 648053106 296 21,660 SH SOLE 0 21,660
NEW YORK TIMES COCL A 650111107 5,639 143,442 SH SOLE 0 143,442
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NEWFIELD EXPL CO COM 651290108 13,894 297,600 SH SOLE 0 297,600
NEWHALL LAND & FACOM 651426108 1,665 70,800 SH SOLE 0 70,800
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NEWPARK RES INC COM 651718504 2,835 306,500 SH SOLE 0 306,500
NEWPORT CORP COM 651824104 2,580 16,200 SH SOLE 0 16,200
NEWPORT NEWS SHIPCOM 652228107 7,610 175,440 SH SOLE 0 175,440
NEWS CORP LTD COM 652487703 21,252 379,070 SH SOLE 0 379,070
NEWS CORP LTD ADR 652487802 638 13,600 SH SOLE 0 13,600
NEXTCARD INC COM 65332K107 240 26,400 SH SOLE 0 26,400
NEXTEL COMMUNICATCL A 65332V103 20,105 430,056 SH SOLE 0 430,056
NEXT LEVEL COMM ICOM 65333U104 913 13,800 SH SOLE 0 13,800
NIAGARA MOHAWK HLCOM 653520106 4,344 275,845 SH SOLE 0 275,845
NICE SYS LTD ADR 653656108 789 10,960 SH SOLE 0 10,960
NICOR INC COM 654086107 1,020 28,177 SH SOLE 0 28,177
NIKE INC CL B 654106103 10,550 263,348 SH SOLE 0 263,348
NIKU CORP COM 654113109 1,465 60,100 SH SOLE 0 60,100
99 CENTS ONLY STOCOM 65440K106 9,096 181,233 SH SOLE 0 181,233
NISOURCE INC COM 65473P105 17,662 724,600 SH SOLE 0 724,600
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NOKIA CORP ADR 654902204 41,369 1,039,100 SH SOLE 0 1,039,100
NOBLE DRILLING COCOM 655042109 44,009 875,790 SH SOLE 0 875,790
NORDSON CORP COM 655663102 5,737 201,716 SH SOLE 0 201,716
NORDSTROM INC COM 655664100 1,423 91,408 SH SOLE 0 91,408
NORFOLK SOUTHERN COM 655844108 4,576 312,876 SH SOLE 0 312,876
NORSK HYDRO A S ADR 656531605 592 14,000 SH SOLE 0 14,000
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NOVELLUS SYS INC COM 670008101 11,761 252,575 SH SOLE 0 252,575
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NSTAR COM 67019E107 14,027 348,500 SH SOLE 0 348,500
NUCOR CORP COM 670346105 1,713 56,858 SH SOLE 0 56,858
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NVIDIA CORP COM 67066G104 31,972 390,500 SH SOLE 0 390,500
NYFIX INC COM 670712108 5,124 114,500 SH SOLE 0 114,500
OGE ENERGY CORP COM 670837103 9,354 438,900 SH SOLE 0 438,900
OM GROUP INC COM 670872100 5,670 129,980 SH SOLE 0 129,980
OSI PHARMACEUTICACOM 671040103 238 3,400 SH SOLE 0 3,400
OTG SOFTWARE INC COM 671059103 1,173 28,700 SH SOLE 0 28,700
OAKLEY INC COM 673662102 299 17,000 SH SOLE 0 17,000
OCCIDENTAL PETE CCOM 674599105 12,495 572,831 SH SOLE 0 572,831
OCEAN ENERGY INC COM 67481E106 16,340 1,058,450 SH SOLE 0 1,058,450
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OFFICE DEPOT INC COM 676220106 1,676 214,500 SH SOLE 0 214,500
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OGDEN CORP COM 676346109 3,793 279,700 SH SOLE 0 279,700
OHIO CAS CORP COM 677240103 2,148 338,600 SH SOLE 0 338,600
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OLD REP INTL CORPCOM 680223104 16,062 667,500 SH SOLE 0 667,500
OLIN CORP COM 680665205 4,118 254,400 SH SOLE 0 254,400
OMI CORP NEW COM Y6476W104 884 105,600 SH SOLE 0 105,600
OMNICARE INC COM 681904108 8,797 545,563 SH SOLE 0 545,563
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OMNOVA SOLUTIONS COM 682129101 1,018 183,100 SH SOLE 0 183,100
ON ASSIGNMENT INCCOM 682159108 5,268 167,900 SH SOLE 0 167,900
ON SEMICONDUCTOR COM 682189105 674 62,000 SH SOLE 0 62,000
ON TECHNOLOGY CORCOM 68219P108 507 205,318 SH SOLE 0 205,318
ONEOK INC NEW COM 682680103 2,462 61,937 SH SOLE 0 61,937
ONLINE RES & COMMCOM 68273G101 150 40,000 SH SOLE 0 40,000
OPENTV CORP CL A G67543101 599 18,000 SH SOLE 0 18,000
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OPTIMAL ROBOTICS CL A 68388R208 1,280 31,800 SH SOLE 0 31,800
ORACLE CORP COM 68389X105 199,023 2,527,277 SH SOLE 0 2,527,277
ORBITAL SCIENCES COM 685564106 1,454 173,600 SH SOLE 0 173,600
ORBOTECH LTD COM M75253100 758 13,865 SH SOLE 0 13,865
ORCKIT COMMUNICATCOM M7531S107 989 127,600 SH SOLE 0 127,600
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OREGON STL MLS INCOM 686079104 1,250 666,700 SH SOLE 0 666,700
O REILLY AUTOMOTICOM 686091109 3,463 236,800 SH SOLE 0 236,800
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ORTHODONTIC CTRS COM 68750P103 20,935 628,460 SH SOLE 0 628,460
ORTHALLIANCE INC CL A 687913103 1,885 307,800 SH SOLE 0 307,800
OSHKOSH B GOSH INCL A 688222207 857 56,300 SH SOLE 0 56,300
OSHKOSH TRUCK CORCOM 688239201 5,568 143,698 SH SOLE 0 143,698
OSTEOTECH INC COM 688582105 617 64,500 SH SOLE 0 64,500
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OWENS ILL INC COM 690768403 835 90,217 SH SOLE 0 90,217
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OXFORD INDS INC COM 691497309 633 35,400 SH SOLE 0 35,400
P C CONNECTION COM 69318J100 1,180 20,700 SH SOLE 0 20,700
PC-TEL INC COM 69325Q105 1,386 59,600 SH SOLE 0 59,600
P-COM INC COM 693262107 2,366 357,200 SH SOLE 0 357,200
PECO ENERGY CO COM 693304107 6,791 112,131 SH SOLE 0 112,131
PG&E CORP COM 69331C108 11,680 482,877 SH SOLE 0 482,877
PE CORP COM 69332S102 15,959 136,988 SH SOLE 0 136,988
PE CORP COM 69332S201 1,096 11,000 SH SOLE 0 11,000
P F CHANGS CHINA COM 69333Y108 674 19,500 SH SOLE 0 19,500
PMC-SIERRA INC COM 69344F106 34,117 158,500 SH SOLE 0 158,500
PMI GROUP INC COM 69344M101 26,436 390,200 SH SOLE 0 390,200
PNC FINL SVCS GROCOM 693475105 17,774 273,444 SH SOLE 0 273,444
PPG INDS INC COM 693506107 7,384 186,062 SH SOLE 0 186,062
PPL CORP COM 69351T106 6,621 158,602 SH SOLE 0 158,602
PS BUSINESS PKS ICOM 69360J107 3,504 128,603 SH SOLE 0 128,603
PSS WORLD MED INCCOM 69366A100 2,126 586,514 SH SOLE 0 586,514
PACCAR INC COM 693718108 3,259 87,932 SH SOLE 0 87,932
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PACKAGING CORP AMCOM 695156109 1,229 111,100 SH SOLE 0 111,100
PACKETEER INC COM 695210104 1,491 39,300 SH SOLE 0 39,300
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PAINE WEBBER GROUCOM 695629105 8,584 126,000 SH SOLE 0 126,000
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PARK PL ENTMT CORCOM 700690100 25,933 1,714,600 SH SOLE 0 1,714,600
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PATINA OIL & GAS COM 703224105 1,566 78,300 SH SOLE 0 78,300
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PAYCHEX INC COM 704326107 11,153 212,425 SH SOLE 0 212,425
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PECO II INC COM 705221109 215 4,600 SH SOLE 0 4,600
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PEGASYSTEMS INC COM 705573103 268 41,200 SH SOLE 0 41,200
PEGASUS COMMUNICACL A 705904100 7,029 145,500 SH SOLE 0 145,500
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PENN TREATY AMERNCOM 707874103 3,115 171,250 SH SOLE 0 171,250
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PENNEY J C INC COM 708160106 2,053 173,794 SH SOLE 0 173,794
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PEOPLES BK BRIDGECOM 710198102 1,295 61,500 SH SOLE 0 61,500
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PEOPLESOFT INC COM 712713106 13,418 480,300 SH SOLE 0 480,300
PEP BOYS MANNY MOCOM 713278109 1,232 246,326 SH SOLE 0 246,326
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PERRIGO CO COM 714290103 4,066 594,003 SH SOLE 0 594,003
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PHARMACOPEIA INC COM 71713B104 722 28,300 SH SOLE 0 28,300
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PIXELWORKS INC COM 72581M107 2,051 43,000 SH SOLE 0 43,000
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PLACER DOME INC COM 725906101 2,052 217,450 SH SOLE 0 217,450
PLAINS RES INC COM 726540503 1,567 83,000 SH SOLE 0 83,000
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PLEXUS CORP COM 729132100 19,304 273,822 SH SOLE 0 273,822
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POINT OF SALE LTDCOM M7945W108 554 22,280 SH SOLE 0 22,280
POLARIS INDS INC COM 731068102 5,710 161,987 SH SOLE 0 161,987
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POLYCOM INC COM 73172K104 29,306 437,600 SH SOLE 0 437,600
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POST PPTYS INC COM 737464107 5,426 124,562 SH SOLE 0 124,562
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POWER-ONE INC COM 739308104 6,106 100,900 SH SOLE 0 100,900
POWERWAVE TECHNOLCOM 739363109 14,725 387,800 SH SOLE 0 387,800
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PRICE T ROWE & ASCOM 741477103 5,407 115,200 SH SOLE 0 115,200
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PRIME GROUP REALTSH INT74158J103 2,266 143,875 SH SOLE 0 143,875
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PROGRESSIVE CORP COM 743315103 3,997 48,822 SH SOLE 0 48,822
PROJECT SOFTWARE COM 74339P101 1,569 100,900 SH SOLE 0 100,900
PROLOGIS TR COM 743410102 8,430 354,934 SH SOLE 0 354,934
PROTECTION ONE INCOM 743663304 777 565,300 SH SOLE 0 565,300
PROTECTIVE LIFE CCOM 743674103 11,633 389,400 SH SOLE 0 389,400
PROTEIN DESIGN LACOM 74369L103 31,041 257,600 SH SOLE 0 257,600
PROVIDENT BANKSHACOM 743859100 2,138 127,653 SH SOLE 0 127,653
PROVIDENT FINL GRCOM 743866105 8,421 286,650 SH SOLE 0 286,650
PROVINCE HEALTHCACOM 743977100 14,056 351,950 SH SOLE 0 351,950
PROVIDIAN FINL COCOM 74406A102 13,523 106,485 SH SOLE 0 106,485
PROXIM INC COM 744284100 7,526 169,124 SH SOLE 0 169,124
PUBLIC SVC CO N MCOM 744499104 7,260 280,580 SH SOLE 0 280,580
PUBLIC SVC ENTERPCOM 744573106 9,202 205,912 SH SOLE 0 205,912
PUBLIC STORAGE INCOM 74460D109 52,827 2,206,852 SH SOLE 0 2,206,852
PUBLIC STORAGE INCOM 74460D729 318 13,703 SH SOLE 0 13,703
PUGET SOUND ENERGCOM 745332106 12,213 481,288 SH SOLE 0 481,288
PULITZER INC COM 745769109 1,213 28,243 SH SOLE 0 28,243
PULTE CORP COM 745867101 3,478 105,389 SH SOLE 0 105,389
PUMA TECHNOLOGY ICOM 745887109 1,584 78,000 SH SOLE 0 78,000
QLT INC COM 746927102 411 5,800 SH SOLE 0 5,800
QRS CORP COM 74726X105 1,059 70,300 SH SOLE 0 70,300
QLOGIC CORP COM 747277101 58,864 668,900 SH SOLE 0 668,900
QUAKER CHEM CORP COM 747316107 694 40,800 SH SOLE 0 40,800
QUAKER OATS CO COM 747402105 8,963 113,283 SH SOLE 0 113,283
QUALCOMM INC COM 747525103 25,346 355,725 SH SOLE 0 355,725
QUANEX CORP COM 747620102 1,207 63,300 SH SOLE 0 63,300
QUANTA SVCS INC COM 74762E102 12,623 459,000 SH SOLE 0 459,000
QUANTUM CORP COM 747906204 12,939 859,000 SH SOLE 0 859,000
QUANTUM CORP COM 747906303 4,720 475,000 SH SOLE 0 475,000
QUEST DIAGNOSTICSCOM 74834L100 31,441 274,000 SH SOLE 0 274,000
QUESTAR CORP COM 748356102 12,566 451,800 SH SOLE 0 451,800
QUICKLOGIC CORP COM 74837P108 2,531 153,400 SH SOLE 0 153,400
QUIKSILVER INC COM 74838C106 2,006 104,200 SH SOLE 0 104,200
QUILMES INDL QUINADR 74838Y108 2,197 209,220 SH SOLE 0 209,220
QUINENCO S A ADR 748718103 428 49,600 SH SOLE 0 49,600
QUINTILES TRANSNACOM 748767100 4,381 274,900 SH SOLE 0 274,900
QUORUM HEALTH GROCOM 749084109 9,494 730,307 SH SOLE 0 730,307
QWEST COMMUNICATICOM 749121109 63,004 1,310,864 SH SOLE 0 1,310,864
RCM TECHNOLOGIES COM 749360400 419 104,800 SH SOLE 0 104,800
R G S ENERGY GROUCOM 74956K104 3,318 117,704 SH SOLE 0 117,704
RLI CORP COM 749607107 1,747 45,300 SH SOLE 0 45,300
RPM INC OHIO COM 749685103 5,968 658,625 SH SOLE 0 658,625
RSA SEC INC COM 749719100 8,950 207,539 SH SOLE 0 207,539
RTI INTL METALS ICOM 74973W107 1,553 107,600 SH SOLE 0 107,600
RF MICRODEVICES ICOM 749941100 2,944 92,000 SH SOLE 0 92,000
RADIAN GROUP INC COM 750236101 14,688 217,600 SH SOLE 0 217,600
RADIANT SYSTEMS ICOM 75025N102 613 28,700 SH SOLE 0 28,700
RADIO ONE INC CL D 75040P405 881 124,800 SH SOLE 0 124,800
RADIOSHACK CORP COM 750438103 10,150 157,058 SH SOLE 0 157,058
RADISYS CORP COM 750459109 5,178 102,400 SH SOLE 0 102,400
RADWARE LTD COM M81873107 1,740 58,000 SH SOLE 0 58,000
RAINBOW TECHNOLOGCOM 750862104 1,999 56,500 SH SOLE 0 56,500
RAMBUS INC DEL COM 750917106 939 11,900 SH SOLE 0 11,900
RALCORP HLDGS INCCOM 751028101 2,922 206,900 SH SOLE 0 206,900
RALSTON PURINA COCOM 751277302 12,881 543,779 SH SOLE 0 543,779
RANGE RES CORP COM 75281A109 1,020 211,900 SH SOLE 0 211,900
RARE HOSPITALITY COM 753820109 248 12,150 SH SOLE 0 12,150
RATIONAL SOFTWARECOM 75409P202 81,862 1,180,000 SH SOLE 0 1,180,000
RAVISENT TECHNOLOCOM 754440105 256 91,023 SH SOLE 0 91,023
RAWLINGS SPORTINGCOM 754459105 1,279 220,000 SH SOLE 0 220,000
RAYMOND JAMES FINCOM 754730109 8,423 255,742 SH SOLE 0 255,742
RAYONIER INC COM 754907103 7,168 199,456 SH SOLE 0 199,456
RAYOVAC CORP COM 755081106 360 21,000 SH SOLE 0 21,000
RAYTHEON CO CL B 755111408 9,914 348,630 SH SOLE 0 348,630
READ-RITE CORP COM 755246105 3,224 286,600 SH SOLE 0 286,600
READERS DIGEST ASCL A 755267101 21,445 607,300 SH SOLE 0 607,300
REALNETWORKS INC COM 75605L104 763 19,200 SH SOLE 0 19,200
RECKSON ASSOCS RLCOM 75621K106 9,035 354,302 SH SOLE 0 354,302
RECOTON CORP COM 756268108 5,534 350,000 SH SOLE 0 350,000
REDBACK NETWORKS COM 757209101 7,167 43,700 SH SOLE 0 43,700
REEBOK INTL LTD COM 758110100 16,003 850,690 SH SOLE 0 850,690
REGAL BELOIT CORPCOM 758750103 1,647 97,100 SH SOLE 0 97,100
REGENT COMMUNICATCOM 758865109 367 65,900 SH SOLE 0 65,900
REGENERON PHARMACCOM 75886F107 7,523 230,600 SH SOLE 0 230,600
REGIS CORP MINN COM 758932107 2,829 188,575 SH SOLE 0 188,575
REGENCY RLTY CORPCOM 758939102 313 13,626 SH SOLE 0 13,626
REGIONS FINL CORPCOM 758940100 4,866 214,500 SH SOLE 0 214,500
REHABCARE GROUP ICOM 759148109 3,581 84,250 SH SOLE 0 84,250
REGISTER COM INC COM 75914G101 177 18,600 SH SOLE 0 18,600
REINSURANCE GROUPCOM 759351109 4,288 125,200 SH SOLE 0 125,200
RELIANCE STEEL & COM 759509102 2,709 128,600 SH SOLE 0 128,600
RELIANT ENERGY INCOM 75952J108 10,023 215,556 SH SOLE 0 215,556
REMEC INC COM 759543101 11,758 399,400 SH SOLE 0 399,400
REMEDY CORP COM 759548100 4,118 218,191 SH SOLE 0 218,191
REMINGTON OIL & GCOM 759594302 1,037 99,400 SH SOLE 0 99,400
RENAISSANCE RE HLCOM G7496G103 2,609 40,800 SH SOLE 0 40,800
RENAL CARE GROUP COM 759930100 7,845 421,255 SH SOLE 0 421,255
RENT A CTR INC NECOM 76009N100 1,114 32,100 SH SOLE 0 32,100
RENT WAY INC COM 76009U104 960 31,600 SH SOLE 0 31,600
REPUBLIC BANCORP COM 760282103 136 14,288 SH SOLE 0 14,288
REPUBLIC FIRST BACOM 760416107 40 10,000 SH SOLE 0 10,000
REPUBLIC GROUP INCOM 760473108 1,003 54,610 SH SOLE 0 54,610
REPUBLIC SECURITYCOM 760758102 285 57,692 SH SOLE 0 57,692
REPUBLIC SVCS INCCOM 760759100 1,386 105,600 SH SOLE 0 105,600
RES-CARE INC COM 760943100 1,599 350,500 SH SOLE 0 350,500
RESEARCH IN MOTIOCOM 760975102 2,888 29,300 SH SOLE 0 29,300
RESTORATION HARDWCOM 760981100 98 28,000 SH SOLE 0 28,000
RESMED INC COM 761152107 7,320 234,225 SH SOLE 0 234,225
RESOURCE ASSET INCOM 761196104 1,449 115,000 SH SOLE 0 115,000
RESPIRONICS INC COM 761230101 3,329 199,529 SH SOLE 0 199,529
RETEK INC COM 76128Q109 11,691 220,582 SH SOLE 0 220,582
REYNOLDS & REYNOLCL A 761695105 8,886 447,100 SH SOLE 0 447,100
REYNOLDS R J TOB COM 76182K105 18,535 574,733 SH SOLE 0 574,733
RICHARDSON ELECTRCOM 763165107 1,404 83,800 SH SOLE 0 83,800
RICHMOND CNTY FINCOM 764556106 1,438 59,448 SH SOLE 0 59,448
RIGGS NATL CORP WCOM 766570105 1,606 131,100 SH SOLE 0 131,100
RIGHTCHOICE MANAGCL A 76657K101 364 15,000 SH SOLE 0 15,000
RIVERDEEP GROUP PADR 76870Q109 1,006 45,200 SH SOLE 0 45,200
ROADWAY EXPRESS ICOM 769742107 1,609 89,700 SH SOLE 0 89,700
ROBBINS & MYERS ICOM 770196103 3,367 142,500 SH SOLE 0 142,500
ROBERT HALF INTL COM 770323103 37,591 1,083,700 SH SOLE 0 1,083,700
ROBOTIC VISION SYCOM 771074101 971 162,700 SH SOLE 0 162,700
ROCK OF AGES CORPCL A 772632105 347 63,000 SH SOLE 0 63,000
ROCKWELL INTL CORCOM 773903109 5,474 180,934 SH SOLE 0 180,934
ROHM & HAAS CO COM 775371107 9,011 310,069 SH SOLE 0 310,069
ROLLINS INC COM 775711104 2,508 169,300 SH SOLE 0 169,300
ROLLINS TRUCK LEACOM 775741101 1,798 284,878 SH SOLE 0 284,878
ROPER INDS INC NECOM 776696106 4,683 141,100 SH SOLE 0 141,100
ROSETTA INPHARMATCOM 777777103 307 11,000 SH SOLE 0 11,000
ROSLYN BANCORP INCOM 778162107 9,142 408,600 SH SOLE 0 408,600
ROSS STORES INC COM 778296103 23,330 1,623,000 SH SOLE 0 1,623,000
ROSTELECOM OPEN JADR 778529107 1,406 159,590 SH SOLE 0 159,590
ROUGE INDS INC DECL A 779088103 1,567 557,000 SH SOLE 0 557,000
ROUSE CO COM 779273101 4,528 181,560 SH SOLE 0 181,560
ROWAN COS INC COM 779382100 2,720 93,788 SH SOLE 0 93,788
ROYAL APPLIANCE MCOM 780076105 414 69,700 SH SOLE 0 69,700
ROYAL CARIBBEAN CCOM V7780T103 1,982 77,000 SH SOLE 0 77,000
ROYAL DUTCH PETE COM 780257804 120,345 2,007,833 SH SOLE 0 2,007,833
RUBY TUESDAY INC COM 781182100 4,184 371,884 SH SOLE 0 371,884
RUDDICK CORP COM 781258108 3,873 279,136 SH SOLE 0 279,136
RURAL CELLULAR COCL A 781904107 8,928 131,050 SH SOLE 0 131,050
RUSS BERRIE & CO COM 782233100 1,827 92,500 SH SOLE 0 92,500
RUSSELL CORP COM 782352108 625 39,360 SH SOLE 0 39,360
RYANAIR HLDGS PLCADR 783513104 5,879 152,700 SH SOLE 0 152,700
RYANS FAMILY STEACOM 783519101 1,239 161,211 SH SOLE 0 161,211
RYDER SYS INC COM 783549108 953 51,684 SH SOLE 0 51,684
RYERSON TULL INC COM 78375P107 1,318 139,640 SH SOLE 0 139,640
RYLAND GROUP INC COM 783764103 1,857 59,900 SH SOLE 0 59,900
SBC COMMUNICATIONCOM 78387G103 162,906 3,258,127 SH SOLE 0 3,258,127
SBA COMMUNICATIONCOM 78388J106 8,807 209,993 SH SOLE 0 209,993
SCI SYS INC COM 783890106 34,870 850,500 SH SOLE 0 850,500
SCM MICROSYSTEMS COM 784018103 827 21,800 SH SOLE 0 21,800
SCP POOL CORP COM 784028102 2,324 78,450 SH SOLE 0 78,450
SCPIE HLDGS INC COM 78402P104 871 43,300 SH SOLE 0 43,300
SDL INC COM 784076101 5,227 16,900 SH SOLE 0 16,900
SEI INVESTMENTS CCOM 784117103 25,732 363,700 SH SOLE 0 363,700
SK TELECOM LTD ADR 78440P108 1,999 78,000 SH SOLE 0 78,000
SL GREEN RLTY CORCOM 78440X101 352 12,561 SH SOLE 0 12,561
SLI INC COM 78442T108 1,171 160,100 SH SOLE 0 160,100
SPS TECHNOLOGIES COM 784626103 3,060 63,088 SH SOLE 0 63,088
SPDR TR UNIT S78462F103 271 1,890 SH SOLE 0 1,890
SPSS INC COM 78462K102 2,614 97,500 SH SOLE 0 97,500
SPX CORP COM 784635104 26,777 188,653 SH SOLE 0 188,653
S3 INC COM 784849101 4,577 443,877 SH SOLE 0 443,877
SABA SOFTWARE INCCOM 784932105 1,461 52,200 SH SOLE 0 52,200
SABRE HLDGS CORP CL A 785905100 3,284 113,490 SH SOLE 0 113,490
SAFECO CORP COM 786429100 2,369 86,921 SH SOLE 0 86,921
SAFEGUARD SCIENTICOM 786449108 1,164 58,400 SH SOLE 0 58,400
SAFEWAY INC COM 786514208 23,773 509,200 SH SOLE 0 509,200
SAGA COMMUNICATIOCL A 786598102 3,954 239,662 SH SOLE 0 239,662
SAGA SYS INC COM 786610105 1,426 135,800 SH SOLE 0 135,800
ST JOE CO COM 790148100 372 13,400 SH SOLE 0 13,400
ST JUDE MED INC COM 790849103 5,970 117,052 SH SOLE 0 117,052
ST MARY LD & EXPLCOM 792228108 3,271 141,842 SH SOLE 0 141,842
ST PAUL COS INC COM 792860108 14,960 303,372 SH SOLE 0 303,372
SAKS INC COM 79377W108 7,867 796,637 SH SOLE 0 796,637
SALEM COMMUNICATICL A 794093104 2,799 220,600 SH SOLE 0 220,600
SALTON INC COM 795757103 2,414 74,700 SH SOLE 0 74,700
SAN JUAN BASIN RTCOM 798241105 784 66,000 SH SOLE 0 66,000
SANCHEZ COMPUTER COM 799702105 2,249 145,100 SH SOLE 0 145,100
SANDISK CORP COM 80004C101 921 13,800 SH SOLE 0 13,800
SANGAMO BIOSCIENCCOM 800677106 903 23,300 SH SOLE 0 23,300
SANMINA CORP COM 800907107 14,867 158,801 SH SOLE 0 158,801
SANGSTAT MED CORPCOM 801003104 231 18,000 SH SOLE 0 18,000
SANTA FE INTL CORCOM G7805C108 3,790 84,100 SH SOLE 0 84,100
SANTANDER BANCORPCOM 802809103 227 13,750 SH SOLE 0 13,750
SAPIENS INTL CORPCOM N7716A102 193 49,700 SH SOLE 0 49,700
SAPIENT CORP COM 803062108 3,190 78,400 SH SOLE 0 78,400
SARA LEE CORP COM 803111103 12,592 619,918 SH SOLE 0 619,918
SATCON TECHNOLOGYCOM 803893106 1,373 38,400 SH SOLE 0 38,400
SAVVIS COMMUNICATCOM 805423100 392 43,500 SH SOLE 0 43,500
SAWTEK INC COM 805468105 12,861 333,900 SH SOLE 0 333,900
SBS BROADCASTING COM L8137F102 3,085 77,500 SH SOLE 0 77,500
SCANA CORP NEW COM 80589M102 18,857 610,749 SH SOLE 0 610,749
SCHERING PLOUGH CCOM 806605101 74,753 1,607,586 SH SOLE 0 1,607,586
SCHLUMBERGER LTD COM 806857108 38,738 470,627 SH SOLE 0 470,627
SCHOLASTIC CORP COM 807066105 8,406 105,656 SH SOLE 0 105,656
SCHOOL SPECIALTY COM 807863105 1,720 80,700 SH SOLE 0 80,700
SCHULMAN A INC COM 808194104 1,829 166,300 SH SOLE 0 166,300
SCHWAB CHARLES COCOM 808513105 31,159 877,728 SH SOLE 0 877,728
SCHWEITZER-MAUDUICOM 808541106 1,594 119,200 SH SOLE 0 119,200
SCIENTIFIC ATLANTCOM 808655104 7,694 120,928 SH SOLE 0 120,928
SCITEX LTD COM 809090103 255 20,600 SH SOLE 0 20,600
SCOTT TECHNOLOGIECOM 810022301 1,386 78,200 SH SOLE 0 78,200
SCOTTS CO CL A 810186106 5,173 154,409 SH SOLE 0 154,409
SEACHANGE INTL INCOM 811699107 2,004 60,050 SH SOLE 0 60,050
SEACOAST BKG CORPCL A 811707108 655 25,200 SH SOLE 0 25,200
SEAGATE TECHNOLOGCOM 811804103 15,785 228,772 SH SOLE 0 228,772
SEAGRAM LTD COM 811850106 37,392 650,990 SH SOLE 0 650,990
SEACOR SMIT INC COM 811904101 4,192 89,900 SH SOLE 0 89,900
SEALED AIR CORP NCOM 81211K100 1,701 37,596 SH SOLE 0 37,596
SEARS ROEBUCK & CCOM 812387108 20,667 637,494 SH SOLE 0 637,494
SECTOR SPDR TR UNIT 81369Y803 696 15,000 SH SOLE 0 15,000
SECURITY CAP U S ADR 814136206 20,228 946,330 SH SOLE 0 946,330
SECURITY CAP GROUCL A 81413P105 92,837 97,723 SH SOLE 0 97,723
SECURITY CAP GROUCL B 81413P204 156,327 8,254,861 SH SOLE 0 8,254,861
Security Cap Pfd COM 81499H100 221,815 9,673,572 SH SOLE 0 9,673,572
SECURITY CAP GROUCOM 816074306 3,736 259,930 SH SOLE 0 259,930
SELECTICA INC COM 816288104 722 18,100 SH SOLE 0 18,100
SELECTIVE INS GROCOM 816300107 2,120 118,600 SH SOLE 0 118,600
SEMINIS INC CL A 816658108 84 67,500 SH SOLE 0 67,500
SEMTECH CORP COM 816850101 25,015 604,600 SH SOLE 0 604,600
SEMPRA ENERGY COM 816851109 6,204 298,106 SH SOLE 0 298,106
SEMITOOL INC COM 816909105 620 48,400 SH SOLE 0 48,400
SENSORMATIC ELECTCOM 817265101 8,504 566,927 SH SOLE 0 566,927
SEPRACOR INC COM 817315104 51,615 420,700 SH SOLE 0 420,700
SEQUA CORPORATIONCL A 817320104 2,491 58,600 SH SOLE 0 58,600
SEQUENOM INC COM 817337108 872 20,700 SH SOLE 0 20,700
SERANOVA INC COM 817476104 546 104,000 SH SOLE 0 104,000
SERENA SOFTWARE ICOM 817492101 1,078 23,400 SH SOLE 0 23,400
SERONO S A ADR 81752M101 472 15,600 SH SOLE 0 15,600
SERVICE CORP INTLCOM 817565104 782 320,865 SH SOLE 0 320,865
SHAW GROUP INC COM 820280105 8,199 116,300 SH SOLE 0 116,300
SHAW INDS INC COM 820286102 13,205 713,800 SH SOLE 0 713,800
SHERWIN WILLIAMS COM 824348106 2,370 110,885 SH SOLE 0 110,885
SHOPKO STORES INCCOM 824911101 1,574 151,758 SH SOLE 0 151,758
SHURGARD STORAGE COM 82567D104 331 14,656 SH SOLE 0 14,656
SIEBEL SYS INC COM 826170102 39,333 353,350 SH SOLE 0 353,350
SIERRA HEALTH SVCCOM 826322109 592 126,250 SH SOLE 0 126,250
SIERRA PAC RES NECOM 826428104 7,960 442,200 SH SOLE 0 442,200
SIGMA ALDRICH CORCOM 826552101 1,863 56,469 SH SOLE 0 56,469
SIGNALSOFT CORP COM 82668M102 2,462 60,600 SH SOLE 0 60,600
SILICON GRAPHICS COM 827056102 118 28,556 SH SOLE 0 28,556
SILICON STORAGE TCOM 827057100 2,235 82,200 SH SOLE 0 82,200
SILICON IMAGE INCCOM 82705T102 2,451 98,800 SH SOLE 0 98,800
SILICON VY BANCSHCOM 827064106 31,253 536,671 SH SOLE 0 536,671
SILICON VY GROUP COM 827066101 5,344 203,098 SH SOLE 0 203,098
SILICONWARE PRECIADR 827084864 464 94,000 SH SOLE 0 94,000
SIMON PPTY GROUP COM 828806109 23,309 994,500 SH SOLE 0 994,500
SIMPSON INDS INC COM 829060102 1,011 82,500 SH SOLE 0 82,500
SIMPSON MANUFACTUCOM 829073105 2,715 60,739 SH SOLE 0 60,739
SINCLAIR BROADCASCL A 829226109 977 89,286 SH SOLE 0 89,286
SIRIUS SATELLITE COM 82966U103 4,383 82,900 SH SOLE 0 82,900
SIPEX CORP COM 829909100 1,598 38,000 SH SOLE 0 38,000
SIX FLAGS INC COM 83001P109 7,673 495,000 SH SOLE 0 495,000
SKYLINE CORP COM 830830105 1,104 51,800 SH SOLE 0 51,800
SKYWEST INC COM 830879102 18,102 353,205 SH SOLE 0 353,205
SMARTFORCE PUB LTADR 83170A206 5,928 125,123 SH SOLE 0 125,123
SMITH A O COM 831865209 1,362 108,400 SH SOLE 0 108,400
SMITH INTL INC COM 832110100 25,684 314,900 SH SOLE 0 314,900
SMITH CHARLES E RCOM 832197107 9,762 215,132 SH SOLE 0 215,132
SMITHFIELD FOODS COM 832248108 8,331 317,384 SH SOLE 0 317,384
SMTC CORP COM 832682108 2,219 103,200 SH SOLE 0 103,200
SMUCKER J M CO COM 832696306 207 8,500 SH SOLE 0 8,500
SMURFIT-STONE CONCOM 832727101 1,050 87,500 SH SOLE 0 87,500
SNAP ON INC COM 833034101 1,086 46,080 SH SOLE 0 46,080
SOFTWARE COM INC COM 83402P104 3,956 21,800 SH SOLE 0 21,800
SOLA INTL INC COM 834092108 720 111,800 SH SOLE 0 111,800
SOLECTRON CORP COM 834182107 24,121 522,941 SH SOLE 0 522,941
SOLUTIA INC COM 834376105 6,828 600,300 SH SOLE 0 600,300
SONIC CORP COM 835451105 2,784 88,362 SH SOLE 0 88,362
SONICWALL INC COM 835470105 3,126 109,700 SH SOLE 0 109,700
SONOCO PRODS CO COM 835495102 10,129 560,760 SH SOLE 0 560,760
SONOSITE INC COM 83568G104 646 34,566 SH SOLE 0 34,566
SONY CORP ADR 835699307 1,736 17,200 SH SOLE 0 17,200
SOTHEBYS HLDGS INCL A 835898107 8,261 332,100 SH SOLE 0 332,100
SOUTH FINL GROUP COM 837841105 2,516 199,267 SH SOLE 0 199,267
SOUTHDOWN INC COM 841297104 15,825 222,104 SH SOLE 0 222,104
SOUTHERN CO COM 842587107 14,559 448,819 SH SOLE 0 448,819
SOUTHERN UN CO NECOM 844030106 4,538 229,043 SH SOLE 0 229,043
SOUTHTRUST CORP COM 844730101 6,004 191,000 SH SOLE 0 191,000
SOUTHWEST AIRLS CCOM 844741108 14,024 578,313 SH SOLE 0 578,313
SOUTHWEST BANCORPCOM 84476R109 4,308 131,800 SH SOLE 0 131,800
SOUTHWEST GAS CORCOM 844895102 3,040 145,200 SH SOLE 0 145,200
SOUTHWEST SECS GRCOM 845224104 2,735 93,489 SH SOLE 0 93,489
SOUTHWESTERN ENERCOM 845467109 1,014 115,900 SH SOLE 0 115,900
SOVEREIGN BANCORPCOM 845905108 12,784 1,381,995 SH SOLE 0 1,381,995
SOVRAN SELF STORACOM 84610H108 2,442 119,100 SH SOLE 0 119,100
SPACELABS MED INCCOM 846247104 434 43,900 SH SOLE 0 43,900
SPANISH BROADCASTCL A 846425882 353 30,000 SH SOLE 0 30,000
SPARTAN MTRS INC COM 846819100 163 52,200 SH SOLE 0 52,200
SPARTECH CORP COM 847220209 484 31,100 SH SOLE 0 31,100
SPECIALTY EQUIP CCOM 847497203 2,229 90,300 SH SOLE 0 90,300
SPECTRA-PHYSICS LCOM 847568102 922 17,200 SH SOLE 0 17,200
SPECTRASITE HLDGSCOM 84760T100 5,055 272,302 SH SOLE 0 272,302
SPECTRUM CTL INC COM 847615101 403 25,100 SH SOLE 0 25,100
SPEECHWORKS INTL COM 84764M101 1,476 23,800 SH SOLE 0 23,800
SPEEDFAM-IPEC INCCOM 847705100 3,703 323,808 SH SOLE 0 323,808
SPEEDWAY MOTORSPOCOM 847788106 1,145 55,000 SH SOLE 0 55,000
SPHERION CORP COM 848420105 3,702 310,125 SH SOLE 0 310,125
SPIEKER PPTYS INCCOM 848497103 7,916 137,512 SH SOLE 0 137,512
SPLASH TECHNOLOGYCOM 848623104 981 106,100 SH SOLE 0 106,100
SPORTSLINE COM INCOM 848934105 416 30,100 SH SOLE 0 30,100
SPRINGS INDS INC CL A 851783100 975 34,592 SH SOLE 0 34,592
SPRINT CORP COM 852061100 23,524 802,532 SH SOLE 0 802,532
SPRINT CORP COM 852061506 20,612 587,866 SH SOLE 0 587,866
ST ASSEMBLY TEST ADR 85227G102 505 26,400 SH SOLE 0 26,400
STAMPS COM INC COM 852857101 38 10,000 SH SOLE 0 10,000
STANCORP FINL GROCOM 852891100 476 11,130 SH SOLE 0 11,130
STANDARD MICROSYSCOM 853626109 1,601 73,400 SH SOLE 0 73,400
STANDARD MTR PRODCOM 853666105 461 57,600 SH SOLE 0 57,600
STANDARD PAC CORPCOM 85375C101 2,660 147,800 SH SOLE 0 147,800
STANDARD REGISTERCOM 853887107 2,774 173,400 SH SOLE 0 173,400
STANDEX INTL CORPCOM 854231107 1,120 58,000 SH SOLE 0 58,000
STANFORD MICRODEVCOM 854399102 562 10,500 SH SOLE 0 10,500
STANLEY WKS COM 854616109 1,377 59,726 SH SOLE 0 59,726
STAPLES INC COM 855030102 6,090 429,285 SH SOLE 0 429,285
STARBUCKS CORP COM 855244109 5,569 139,000 SH SOLE 0 139,000
STARTEK INC COM 85569C107 2,819 97,200 SH SOLE 0 97,200
STARTEC GLOBAL COCOM 85569E103 238 40,000 SH SOLE 0 40,000
STARWOOD HOTELS&RCOM 85590A203 92,052 2,945,666 SH SOLE 0 2,945,666
STATE STR CORP COM 857477103 14,490 111,464 SH SOLE 0 111,464
STATEN IS BANCORPCOM 857550107 3,716 185,778 SH SOLE 0 185,778
STATION CASINOS ICOM 857689103 3,686 258,700 SH SOLE 0 258,700
STEEL DYNAMICS INCOM 858119100 1,978 215,300 SH SOLE 0 215,300
STEEL TECHNOLOGIECOM 858147101 311 49,200 SH SOLE 0 49,200
STEELCASE INC CL A 858155203 375 22,400 SH SOLE 0 22,400
STEIN MART INC COM 858375108 2,151 198,900 SH SOLE 0 198,900
STERIS CORP COM 859152100 4,564 380,300 SH SOLE 0 380,300
STET HELLAS COMMUADR 859823106 433 29,100 SH SOLE 0 29,100
STEWART & STEVENSCOM 860342104 5,387 308,962 SH SOLE 0 308,962
STILLWATER MNG COCOM 86074Q102 9,736 359,646 SH SOLE 0 359,646
STILWELL FINL INCCOM 860831106 5,437 125,000 SH SOLE 0 125,000
STMICROELECTRONICCOM 861012102 3,624 76,100 SH SOLE 0 76,100
STONE ENERGY CORPCOM 861642106 5,599 101,800 SH SOLE 0 101,800
STORAGE USA INC COM 861907103 441 14,445 SH SOLE 0 14,445
STORAGE TECHNOLOGCOM 862111200 19,359 1,427,384 SH SOLE 0 1,427,384
STORAGENETWORKS ICOM 86211E103 541 5,300 SH SOLE 0 5,300
STRATOS LIGHTWAVECOM 863100103 1,429 44,300 SH SOLE 0 44,300
STRIDE RITE CORP COM 863314100 1,237 244,300 SH SOLE 0 244,300
STRUCTURAL DYNAMICOM 863555108 3,347 204,400 SH SOLE 0 204,400
STRYKER CORP COM 863667101 48,841 1,137,500 SH SOLE 0 1,137,500
STURM RUGER & CO COM 864159108 1,020 124,600 SH SOLE 0 124,600
SUIZA FOODS CORP COM 865077101 10,655 210,200 SH SOLE 0 210,200
SUMMIT BANCORP COM 866005101 5,735 166,213 SH SOLE 0 166,213
SUMMIT PPTYS INC COM 866239106 219 9,100 SH SOLE 0 9,100
SUN BANCORP INC COM 86663B102 368 36,750 SH SOLE 0 36,750
SUN COMMUNITIES ICOM 866674104 5,471 173,009 SH SOLE 0 173,009
SUN MICROSYSTEMS COM 866810104 213,116 1,825,400 SH SOLE 0 1,825,400
SUNBEAM CORP COM 867071102 23 17,745 SH SOLE 0 17,745
SUNGARD DATA SYS COM 867363103 37,884 884,900 SH SOLE 0 884,900
SUNOCO INC COM 86764P109 4,198 155,838 SH SOLE 0 155,838
SUNRISE MED INC COM 867910101 618 103,000 SH SOLE 0 103,000
SUNTRUST BKS INC COM 867914103 10,653 213,848 SH SOLE 0 213,848
SUPERIOR INDS INTCOM 868168105 4,740 158,002 SH SOLE 0 158,002
SUPERIOR TELECOM COM 868365107 235 39,140 SH SOLE 0 39,140
SUPERTEX INC COM 868532102 3,083 61,200 SH SOLE 0 61,200
SUPERVALU INC COM 868536103 2,481 164,708 SH SOLE 0 164,708
SUSQUEHANNA BANCSCOM 869099101 2,936 192,553 SH SOLE 0 192,553
SWIFT ENERGY CO COM 870738101 5,669 136,400 SH SOLE 0 136,400
SWIFT TRANSN CO COM 870756103 8,566 655,800 SH SOLE 0 655,800
SYBASE INC COM 871130100 11,962 520,100 SH SOLE 0 520,100
SYBRON INTL CORP COM 87114F106 14,230 592,900 SH SOLE 0 592,900
SYCAMORE NETWORKSCOM 871206108 1,717 15,900 SH SOLE 0 15,900
SYKES ENTERPRISESCOM 871237103 1,253 233,200 SH SOLE 0 233,200
SYLVAN INC COM 871371100 1,580 163,100 SH SOLE 0 163,100
SYLVAN LEARNING SCOM 871399101 3,232 218,186 SH SOLE 0 218,186
SYMANTEC CORP COM 871503108 17,723 402,800 SH SOLE 0 402,800
SYMBOL TECHNOLOGICOM 871508107 27,811 773,862 SH SOLE 0 773,862
SYMMETRICOM INC COM 871543104 1,951 124,850 SH SOLE 0 124,850
SYMYX TECHNOLOGIECOM 87155S108 781 18,000 SH SOLE 0 18,000
SYNCOR INTL CORP COM 87157J106 6,778 184,116 SH SOLE 0 184,116
SYNOPSYS INC COM 871607107 15,486 408,864 SH SOLE 0 408,864
SYNOVUS FINL CORPCOM 87161C105 3,914 184,751 SH SOLE 0 184,751
SYSCO CORP COM 871829107 15,385 332,200 SH SOLE 0 332,200
SYSTEMS & COMPUTECOM 871873105 2,650 150,900 SH SOLE 0 150,900
TBC CORP COM 872180104 478 98,100 SH SOLE 0 98,100
TCF FINL CORP COM 872275102 22,722 603,900 SH SOLE 0 603,900
TD WATERHOUSE GRPCOM 872362108 1,714 92,000 SH SOLE 0 92,000
TECO ENERGY INC COM 872375100 21,988 764,800 SH SOLE 0 764,800
THQ INC COM 872443403 3,124 134,350 SH SOLE 0 134,350
TJX COS INC NEW COM 872540109 7,454 331,282 SH SOLE 0 331,282
TRW INC COM 872649108 3,601 88,639 SH SOLE 0 88,639
TMP WORLDWIDE INCCOM 872941109 3,223 40,043 SH SOLE 0 40,043
TXU CORP COM 873168108 9,856 248,727 SH SOLE 0 248,727
TACO CABANA INC COM 873425102 231 53,500 SH SOLE 0 53,500
TAIWAN SEMICONDUCADR 874039100 12,819 629,160 SH SOLE 0 629,160
TALBOTS INC COM 874161102 802 12,100 SH SOLE 0 12,100
TALK COM INC COM 874264104 1,654 375,225 SH SOLE 0 375,225
TARGET CORP COM 87612E106 25,132 980,748 SH SOLE 0 980,748
TAUBMAN CTRS INC COM 876664103 6,814 589,337 SH SOLE 0 589,337
TECH DATA CORP COM 878237106 17,083 399,600 SH SOLE 0 399,600
TECHNE CORP COM 878377100 15,437 137,828 SH SOLE 0 137,828
TECHNITROL INC COM 878555101 11,694 115,787 SH SOLE 0 115,787
TECNOMATIX TECHNOCOM M8743P105 764 60,810 SH SOLE 0 60,810
TECUMSEH PRODS COCL A 878895200 4,993 119,230 SH SOLE 0 119,230
TEKELEC COM 879101103 2,196 66,800 SH SOLE 0 66,800
TEKTRONIX INC COM 879131100 2,429 31,628 SH SOLE 0 31,628
TELCOM SEMICONDUCCOM 87921P107 3,729 250,700 SH SOLE 0 250,700
TELE CELULAR SUL ADR 879238103 801 26,700 SH SOLE 0 26,700
TELE NORTE LESTE ADR 879246106 22,795 996,507 SH SOLE 0 996,507
TELECOMM ARGENTINADR 879273209 2,682 124,040 SH SOLE 0 124,040
TELECOMUNICACOES ADR 879287308 7,967 100,694 SH SOLE 0 100,694
TELECOMMUNICATIONCL A 87929J103 293 15,300 SH SOLE 0 15,300
TELEDYNE TECHNOLOCOM 879360105 4,424 151,903 SH SOLE 0 151,903
TELEFLEX INC COM 879369106 8,268 240,537 SH SOLE 0 240,537
TELEFONICA S A ADR 879382208 7,052 118,647 SH SOLE 0 118,647
TELEFONOS DE MEXIADR 879403780 85,977 1,616,484 SH SOLE 0 1,616,484
TELEPHONE & DATA COM 879433100 40,140 362,600 SH SOLE 0 362,600
TELESP CELULAR PAADR 87952L108 2,045 62,100 SH SOLE 0 62,100
TELESP CELULAR PAADR 87952L116 - 10,238 SH SOLE 0 10,238
TELLABS INC COM 879664100 41,301 864,953 SH SOLE 0 864,953
TELXON CORP COM 879700102 1,960 112,000 SH SOLE 0 112,000
TEMPLE INLAND INCCOM 879868107 3,108 82,058 SH SOLE 0 82,058
TENET HEALTHCARE COM 88033G100 15,680 431,087 SH SOLE 0 431,087
TENNECO AUTOMOTIVCOM 880349105 904 174,309 SH SOLE 0 174,309
TERADYNE INC COM 880770102 10,325 295,000 SH SOLE 0 295,000
TERAYON COMMUNICACOM 880775101 686 20,200 SH SOLE 0 20,200
TERRA NETWORKS S ADR 88100W103 625 17,000 SH SOLE 0 17,000
TEVA PHARMACEUTICADR 881624209 8,484 115,920 SH SOLE 0 115,920
TETRA TECHNOLOGIECOM 88162F105 2,325 153,100 SH SOLE 0 153,100
TETRA TECH INC NECOM 88162G103 5,488 192,130 SH SOLE 0 192,130
TEXACO INC COM 881694103 27,502 523,844 SH SOLE 0 523,844
TEXAS INDS INC COM 882491103 3,353 105,171 SH SOLE 0 105,171
TEXAS INSTRS INC COM 882508104 88,617 1,877,984 SH SOLE 0 1,877,984
TEXAS REGL BANCSHCL A 882673106 477 16,800 SH SOLE 0 16,800
TEXTRON INC COM 883203101 8,695 188,523 SH SOLE 0 188,523
THERAGENICS CORP COM 883375107 889 136,700 SH SOLE 0 136,700
THERMA-WAVE INC COM 88343A108 949 33,000 SH SOLE 0 33,000
THERMO ELECTRON CCOM 883556102 2,982 114,685 SH SOLE 0 114,685
THERMOGENESIS CORCOM 883623209 40 13,500 SH SOLE 0 13,500
THOMAS & BETTS COCOM 884315102 577 33,111 SH SOLE 0 33,111
THOMAS GROUP INC COM 884402108 407 58,100 SH SOLE 0 58,100
THOMAS INDS INC COM 884425109 1,450 71,600 SH SOLE 0 71,600
THOR INDS INC COM 885160101 8,924 385,900 SH SOLE 0 385,900
3COM CORP COM 885535104 39,289 2,047,639 SH SOLE 0 2,047,639
3DO CO COM 88553W105 399 59,700 SH SOLE 0 59,700
THREE FIVE SYS INCOM 88554L108 5,506 188,249 SH SOLE 0 188,249
TIBCO SOFTWARE INCOM 88632Q103 6,738 79,800 SH SOLE 0 79,800
TIDEWATER INC COM 886423102 16,462 361,800 SH SOLE 0 361,800
TIFFANY & CO NEW COM 886547108 8,614 223,400 SH SOLE 0 223,400
TIMBERLAND CO CL A 887100105 8,895 216,940 SH SOLE 0 216,940
TIME WARNER INC COM 887315109 127,593 1,630,579 SH SOLE 0 1,630,579
TIME WARNER TELECCL A 887319101 1,526 31,600 SH SOLE 0 31,600
TIMKEN CO COM 887389104 678 49,550 SH SOLE 0 49,550
TITAN CORP COM 888266103 5,513 334,100 SH SOLE 0 334,100
TITAN INTL INC ILCOM 88830M102 551 95,900 SH SOLE 0 95,900
TITAN PHARMACEUTICOM 888314101 2,133 32,800 SH SOLE 0 32,800
TOLL BROTHERS INCCOM 889478103 8,608 250,439 SH SOLE 0 250,439
TOLLGRADE COMMUNICOM 889542106 2,013 14,500 SH SOLE 0 14,500
TOO INC COM 890333107 4,584 193,000 SH SOLE 0 193,000
TOOTSIE ROLL INDSCOM 890516107 1,172 29,870 SH SOLE 0 29,870
TOPPS INC COM 890786106 145 15,800 SH SOLE 0 15,800
TORCHMARK CORP COM 891027104 3,815 137,147 SH SOLE 0 137,147
TORO CO COM 891092108 2,123 67,374 SH SOLE 0 67,374
TOSCO CORP COM 891490302 3,705 118,800 SH SOLE 0 118,800
TOTAL RENAL CARE COM 89151A107 81 10,780 SH SOLE 0 10,780
TOWER AUTOMOTIVE COM 891707101 2,188 233,418 SH SOLE 0 233,418
TOYS R US INC COM 892335100 2,322 142,920 SH SOLE 0 142,920
TRAMMELL CROW CO COM 89288R106 4,229 281,900 SH SOLE 0 281,900
TRANSACTION SYS ACL A 893416107 3,032 186,600 SH SOLE 0 186,600
TRANSGENOMIC INC COM 89365K206 1,255 55,300 SH SOLE 0 55,300
TRANSKARYOTIC THECOM 893735100 1,537 35,700 SH SOLE 0 35,700
TRANSOCEAN SEDCO COM G90078109 12,024 205,094 SH SOLE 0 205,094
TRANSWITCH CORP COM 894065101 32,512 510,000 SH SOLE 0 510,000
TREDEGAR CORP COM 894650100 3,042 175,700 SH SOLE 0 175,700
TREX INC COM 89531P105 1,758 58,000 SH SOLE 0 58,000
TRIAD HOSPITALS ICOM 89579K109 5,564 189,434 SH SOLE 0 189,434
TRIANGLE PHARMACECOM 89589H104 346 41,000 SH SOLE 0 41,000
TRIARC COS INC CL A 895927101 2,507 101,800 SH SOLE 0 101,800
TRICON GLOBAL RESCOM 895953107 1,994 65,104 SH SOLE 0 65,104
TRIBUNE CO NEW COM 896047107 9,451 216,648 SH SOLE 0 216,648
TRICORD SYSTEMS ICOM 896121100 2,008 134,400 SH SOLE 0 134,400
TRIGON HEALTHCARECOM 89618L100 20,189 384,100 SH SOLE 0 384,100
TRIMBLE NAVIGATIOCOM 896239100 2,618 117,000 SH SOLE 0 117,000
TRIMERIS INC COM 896263100 6,329 90,500 SH SOLE 0 90,500
TRINITY INDS INC COM 896522109 13,592 581,510 SH SOLE 0 581,510
TRIQUINT SEMICONDCOM 89674K103 16,972 465,800 SH SOLE 0 465,800
TRITEL INC CL A 89675X104 676 47,200 SH SOLE 0 47,200
TRITON ENERGY LTDCL A G90751101 1,420 36,400 SH SOLE 0 36,400
TRITON PCS HLDGS CL A 89677M106 283 10,300 SH SOLE 0 10,300
TRIZEC HAHN CORP COM 896938107 10,493 624,100 SH SOLE 0 624,100
TRUE NORTH COMMUNCOM 897844106 9,349 261,500 SH SOLE 0 261,500
TRUSTCO BK CORP NCOM 898349105 3,295 267,674 SH SOLE 0 267,674
TTI TEAM TELECOM COM M88258104 1,186 58,200 SH SOLE 0 58,200
TUCKER ANTHONY SUCOM 898647102 4,129 162,700 SH SOLE 0 162,700
TULARIK INC COM 899165104 231 7,000 SH SOLE 0 7,000
TUMBLEWEED COMMUNCOM 899690101 2,101 41,200 SH SOLE 0 41,200
TUPPERWARE CORP COM 899896104 576 31,983 SH SOLE 0 31,983
TURNSTONE SYSTEMSCOM 900423104 798 17,200 SH SOLE 0 17,200
TUT SYSTEMS COM 901103101 6,171 71,500 SH SOLE 0 71,500
24 / 7 MEDIA INC COM 901314104 605 60,000 SH SOLE 0 60,000
TYCO INTL LTD NEWCOM 902124106 209,923 4,046,708 SH SOLE 0 4,046,708
TYCOM LTD COM G9144B106 1,547 40,300 SH SOLE 0 40,300
TYSON FOODS INC CL A 902494103 13,018 1,301,750 SH SOLE 0 1,301,750
UAL CORP COM 902549500 298 7,100 SH SOLE 0 7,100
UCAR INTL INC COM 90262K109 3,228 254,400 SH SOLE 0 254,400
UGI CORP NEW COM 902681105 3,287 135,534 SH SOLE 0 135,534
UIL HLDG CORP COM 902748102 3,783 73,549 SH SOLE 0 73,549
USX MARATHON GROUCOM 902905827 10,921 384,879 SH SOLE 0 384,879
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U S G CORP COM 903293405 6,579 262,500 SH SOLE 0 262,500
USEC INC COM 90333E108 129 30,400 SH SOLE 0 30,400
U S AGGREGATES INCOM 90334D109 4,005 241,800 SH SOLE 0 241,800
U S INTERACTIVE ICOM 90334M109 212 83,937 SH SOLE 0 83,937
USX-U S STL COM 90337T101 7,982 525,534 SH SOLE 0 525,534
UTI ENERGY CORP COM 903387108 1,113 24,950 SH SOLE 0 24,950
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US ONCOLOGY INC COM 90338W103 2,034 448,896 SH SOLE 0 448,896
USA ED INC COM 90390U102 17,892 371,300 SH SOLE 0 371,300
ULTRAMAR DIAMOND COM 904000106 14,030 552,900 SH SOLE 0 552,900
ULTRAPAR PARTICIPADR 90400P101 628 54,600 SH SOLE 0 54,600
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UNIFI INC COM 904677101 3,999 392,500 SH SOLE 0 392,500
UNILEVER N V COM 904784709 24,904 516,158 SH SOLE 0 516,158
UNICOM CORP COM 904911104 10,219 181,871 SH SOLE 0 181,871
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UNIT CORP COM 909218109 2,505 169,850 SH SOLE 0 169,850
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UNITED NAT FOODS COM 911163103 1,457 117,700 SH SOLE 0 117,700
UNITED PARCEL SERCL B 911312106 2,424 43,000 SH SOLE 0 43,000
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UNITED STATES CELCOM 911684108 5,509 78,700 SH SOLE 0 78,700
US AIRWAYS GROUP COM 911905107 906 29,780 SH SOLE 0 29,780
U S INDS INC NEW COM 912080108 198 19,911 SH SOLE 0 19,911
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UNITED TECHNOLOGICOM 913017109 44,049 636,075 SH SOLE 0 636,075
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VALASSIS COMMUNICCOM 918866104 7,294 327,800 SH SOLE 0 327,800
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VALUEVISION INTL CL A 92047K107 231 9,200 SH SOLE 0 9,200
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VARCO INTL INC DECOM 922122106 15,004 720,894 SH SOLE 0 720,894
VARIAN INC COM 922206107 2,705 62,800 SH SOLE 0 62,800
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VEECO INSTRS INC COM 922417100 9,309 87,600 SH SOLE 0 87,600
VENATOR GROUP INCCOM 922944103 1,340 108,233 SH SOLE 0 108,233
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WAUSAU-MOSINEE PACOM 943315101 2,367 305,459 SH SOLE 0 305,459
WEATHERFORD INTL COM 947074100 28,007 651,330 SH SOLE 0 651,330
WEBMETHODS INC COM 94768C108 3,833 33,300 SH SOLE 0 33,300
WEBMD CORP COM 94769M105 199 13,038 SH SOLE 0 13,038
WEBSTER FINL CORPCOM 947890109 8,068 299,516 SH SOLE 0 299,516
WEBVAN GROUP INC COM 94845V103 82 35,510 SH SOLE 0 35,510
WEINGARTEN RLTY ICOM 948741103 450 11,053 SH SOLE 0 11,053
WELLMAN INC COM 949702104 3,835 265,609 SH SOLE 0 265,609
WELLPOINT HEALTH COM 94973H108 8,237 85,800 SH SOLE 0 85,800
WELLS FARGO & CO COM 949746101 66,631 1,450,468 SH SOLE 0 1,450,468
WELLSFORD REAL PPCOM 950240200 1,380 69,850 SH SOLE 0 69,850
WENDYS INTL INC COM 950590109 1,606 80,051 SH SOLE 0 80,051
WERNER ENTERPRISECOM 950755108 3,908 332,604 SH SOLE 0 332,604
WESCO INTL INC COM 95082P105 464 58,000 SH SOLE 0 58,000
WESLEY JESSEN VISCOM 951018100 3,140 81,700 SH SOLE 0 81,700
WESTAMERICA BANCOCOM 957090103 6,795 203,200 SH SOLE 0 203,200
WESTERN DIGITAL CCOM 958102105 88 14,952 SH SOLE 0 14,952
WESTERN GAS RES ICOM 958259103 680 27,121 SH SOLE 0 27,121
WESTERN RES INC COM 959425109 8,626 398,900 SH SOLE 0 398,900
WESTERN WIRELESS CL A 95988E204 477 13,400 SH SOLE 0 13,400
WESTFIELD AMER INCOM 959910100 190 13,792 SH SOLE 0 13,792
WESTPOINT STEVENSCOM 961238102 3,430 280,000 SH SOLE 0 280,000
WESTVACO CORP COM 961548104 2,349 88,032 SH SOLE 0 88,032
WESTWOOD ONE INC COM 961815107 16,222 756,700 SH SOLE 0 756,700
WET SEAL INC CL A 961840105 999 63,700 SH SOLE 0 63,700
WEYERHAEUSER CO COM 962166104 6,272 155,355 SH SOLE 0 155,355
WHIRLPOOL CORP COM 963320106 2,684 69,058 SH SOLE 0 69,058
WHITMAN CORP NEW COM 96647R107 8,887 768,570 SH SOLE 0 768,570
WHITNEY HLDG CORPCOM 966612103 4,780 131,639 SH SOLE 0 131,639
WHOLE FOODS MKT ICOM 966837106 6,937 129,215 SH SOLE 0 129,215
WILD OATS MARKETSCOM 96808B107 1,469 125,000 SH SOLE 0 125,000
WILEY JOHN & SONSCL A 968223206 2,879 125,500 SH SOLE 0 125,500
WILLAMETTE INDS ICOM 969133107 2,086 74,517 SH SOLE 0 74,517
WILLIAMS COMMUNICCL A 969455104 1,540 77,000 SH SOLE 0 77,000
WILLIAMS COS INC COM 969457100 25,350 599,996 SH SOLE 0 599,996
WILLIAMS SONOMA ICOM 969904101 18,233 524,700 SH SOLE 0 524,700
WILMINGTON TRUST COM 971807102 9,760 182,000 SH SOLE 0 182,000
WIND RIVER SYSTEMCOM 973149107 19,572 408,291 SH SOLE 0 408,291
WINN DIXIE STORESCOM 974280109 1,269 88,247 SH SOLE 0 88,247
WINNEBAGO INDS INCOM 974637100 1,230 98,400 SH SOLE 0 98,400
WISCONSIN CENT TRCOM 976592105 3,773 357,194 SH SOLE 0 357,194
WISCONSIN ENERGY COM 976657106 15,043 754,500 SH SOLE 0 754,500
WOLVERINE TUBE INCOM 978093102 2,197 147,700 SH SOLE 0 147,700
WOLVERINE WORLD WCOM 978097103 1,790 192,225 SH SOLE 0 192,225
WOMEN COM NETWORKCOM 978149102 412 150,800 SH SOLE 0 150,800
WOODWARD GOVERNORCOM 980745103 1,283 28,800 SH SOLE 0 28,800
WORLD ACCESS INC COM 98141A101 117 21,670 SH SOLE 0 21,670
WORLDCOM INC GA NCOM 98157D106 94,520 3,111,764 SH SOLE 0 3,111,764
WORTHINGTON INDS COM 981811102 640 68,250 SH SOLE 0 68,250
WRIGLEY WM JR CO COM 982526105 3,901 52,106 SH SOLE 0 52,106
WYNDHAM INTL INC CL A 983101106 45 25,000 SH SOLE 0 25,000
XM SATELLITE RADICL A 983759101 1,464 34,000 SH SOLE 0 34,000
X-RITE INC COM 983857103 862 98,500 SH SOLE 0 98,500
XCEL ENERGY INC COM 98389B100 6,129 222,885 SH SOLE 0 222,885
XILINX INC COM 983919101 15,479 180,775 SH SOLE 0 180,775
XIRCOM INC COM 983922105 3,495 138,400 SH SOLE 0 138,400
XEROX CORP COM 984121103 7,029 466,656 SH SOLE 0 466,656
XL CAP LTD CL A G98255105 7,987 108,665 SH SOLE 0 108,665
XOMA LTD COM G9825R107 2,488 172,300 SH SOLE 0 172,300
XTRA CORP COM 984138107 254 5,727 SH SOLE 0 5,727
XPEDIOR INC COM 98413B100 177 54,400 SH SOLE 0 54,400
YAHOO INC COM 984332106 31,623 347,500 SH SOLE 0 347,500
YELLOW CORP COM 985509108 1,905 125,934 SH SOLE 0 125,934
YORK INTL CORP NECOM 986670107 5,918 237,884 SH SOLE 0 237,884
YOUNG & RUBICAM ICOM 987425105 2,905 58,700 SH SOLE 0 58,700
ZALE CORP NEW COM 988858106 7,856 242,189 SH SOLE 0 242,189
ZEBRA TECHNOLOGIECL A 989207105 9,192 191,251 SH SOLE 0 191,251
ZENITH NATL INS CCOM 989390109 1,739 79,500 SH SOLE 0 79,500
ZIONS BANCORPORATCOM 989701107 25,422 497,100 SH SOLE 0 497,100
ZIXIT CORP COM 98974P100 2,336 76,600 SH SOLE 0 76,600
ZORAN CORP COM 98975F101 3,232 66,300 SH SOLE 0 66,300
ZOLL MED CORP COM 989922109 307 6,300 SH SOLE 0 6,300
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