-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Ms2UNyS1Prz4dxixqTRCJ8P1S6nKHx7F/Wae1aaoZil1DEvNj46KqdKq/ehgabwz iLYEZbyvkn42VQuN/AA7cA== 0001083190-02-000010.txt : 20020508 0001083190-02-000010.hdr.sgml : 20020508 ACCESSION NUMBER: 0001083190-02-000010 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020331 FILED AS OF DATE: 20020508 FILER: COMPANY DATA: COMPANY CONFORMED NAME: COMMONWEALTH OF PENNSYLVANIA PUBLIC SCHOOL EMPLS RETRMT SYS CENTRAL INDEX KEY: 0001083190 IRS NUMBER: 231739115 STATE OF INCORPORATION: PA FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05879 FILM NUMBER: 02638504 BUSINESS ADDRESS: STREET 1: 5 NORTH 5TH ST CITY: HARRISBURG STATE: PA ZIP: 17101 BUSINESS PHONE: 7177204700 MAIL ADDRESS: STREET 1: 5 NORTH 5TH ST CITY: HARRISBURG STATE: PA ZIP: 17101 13F-HR 1 q12002.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2002 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: James H. Grossman, Jr. Title: Acting Chief Investment Officer Phone: 717-720-4721 Signature, Place, and Date of Signing: /s/ James H. Grossman, Jr. Harrisburg, Pennsylvania May 8, 2002 Report Type (Check only one.): [X] 13F HOLDINGS REPORT [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: N/A FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 2,357 Form 13F Information Table Value Total: $19,442,036 (in 000s) List of Other Included Managers: N/A AS OF MARCH 31, 2002 TITLE Voting NAME OF VALUE Invst Other Authority OF ISSUER CLASS CUSIP (in 000s) SHARES Discr Mngrs. (SOLE) 1 800 FLOW CL A 68243Q106 494 36,300 SH SOLE 0 36,300 3COM CORP COM 885535104 5,997 981,539 SH SOLE 0 981,539 3-DIMENSIO COM 88554W104 1,093 160,007 SH SOLE 0 160,007 4 KIDS ENT COM 350865101 2,018 101,300 SH SOLE 0 101,300 7-ELEVEN I COM 817826209 194 17,400 SH SOLE 0 17,400 99 CENTS O COM 65440K106 5,748 149,930 SH SOLE 0 149,930 A C MOORE COM 00086T103 2,121 55,600 SH SOLE 0 55,600 A D C TELE COM 000886101 2,437 598,770 SH SOLE 0 598,770 AAIPHARMA COM 00252W104 1,632 45,400 SH SOLE 0 45,400 AAR CORP COM 000361105 2,110 195,900 SH SOLE 0 195,900 AARON RENT COM 002535201 2,712 118,700 SH SOLE 0 118,700 ABBOTT LAB COM 002824100 57,561 1,094,314 SH SOLE 0 1,094,314 ABERCROMBI CL A 002896207 17,091 554,900 SH SOLE 0 554,900 ABGENIX IN COM 00339B107 720 38,100 SH SOLE 0 38,100 ABITIBI-CO COM 003924107 286 32,100 SH SOLE 0 32,100 ABM INDS I COM 000957100 5,138 140,000 SH SOLE 0 140,000 ABRAXAS PE COM 003830106 289 217,250 SH SOLE 0 217,250 ACCLAIM EN COM 004325205 3,592 791,140 SH SOLE 0 791,140 ACCREDO HE COM 00437V104 10,506 183,442 SH SOLE 0 183,442 ACE LTD COM G0070K103 9,678 232,097 SH SOLE 0 232,097 ACLARA BIO COM 00461P106 127 38,000 SH SOLE 0 38,000 ACME COMMU COM 004631107 157 15,200 SH SOLE 0 15,200 ACTEL CORP COM 004934105 5,447 263,000 SH SOLE 0 263,000 ACTION PER COM 004933107 6,618 134,382 SH SOLE 0 134,382 ACTIVISION COM 004930202 7,989 267,825 SH SOLE 0 267,825 ACTRADE FI COM 00507P102 437 28,500 SH SOLE 0 28,500 ACTUATE CO COM 00508B102 1,876 259,900 SH SOLE 0 259,900 ACUITY BRA COM 00508Y102 3,820 231,100 SH SOLE 0 231,100 ACXIOM COR COM 005125109 4,630 270,100 SH SOLE 0 270,100 ADAPTEC IN COM 00651F108 9,741 728,600 SH SOLE 0 728,600 ADELPHIA C CONV 006848BG9 2,790 3,535,000 SH SOLE 0 3,535,000 ADELPHIA C CL A 006848105 1,727 115,900 SH SOLE 0 115,900 ADEPT TECH COM 006854103 381 127,000 SH SOLE 0 127,000 ADMINISTAF COM 007094105 6,866 248,500 SH SOLE 0 248,500 ADOBE SYS COM 00724F101 5,343 132,624 SH SOLE 0 132,624 ADTRAN INC COM 00738A106 2,655 110,000 SH SOLE 0 110,000 ADVANCED A COM 00751Y106 1,191 25,900 SH SOLE 0 25,900 ADVANCED D COM 007525108 1,170 89,904 SH SOLE 0 89,904 ADVANCED E COM 007973100 10,303 286,500 SH SOLE 0 286,500 ADVANCED F COM 00754A105 5,083 264,900 SH SOLE 0 264,900 ADVANCED M COM 00753T105 2,580 107,500 SH SOLE 0 107,500 ADVANCED M COM 007903107 3,170 215,514 SH SOLE 0 215,514 ADVANCED T COM 00755F103 1,040 330,800 SH SOLE 0 330,800 ADVANCEPCS COM 00790K109 18,647 619,700 SH SOLE 0 619,700 ADVANTA CO CL B 007942204 193 16,100 SH SOLE 0 16,100 ADVENT SOF COM 007974108 8,265 139,700 SH SOLE 0 139,700 ADVO INC COM 007585102 6,061 143,500 SH SOLE 0 143,500 AEROFLEX I COM 007768104 7,142 555,400 SH SOLE 0 555,400 AES CORP COM 00130H105 6,893 765,897 SH SOLE 0 765,897 AETHER SYS COM 00808V105 652 149,200 SH SOLE 0 149,200 AETNA INC COM 00817Y108 3,427 88,289 SH SOLE 0 88,289 AFC ENTERP COM 00104Q107 4,154 124,180 SH SOLE 0 124,180 AFFILIATED CL A 008190100 24,021 427,950 SH SOLE 0 427,950 AFFILIATED COM 008252108 5,789 80,600 SH SOLE 0 80,600 AFFYMETRIX COM 00826T108 1,936 66,790 SH SOLE 0 66,790 AFLAC INC COM 001055102 10,514 356,400 SH SOLE 0 356,400 AFTERMARKE COM 008318107 345 18,500 SH SOLE 0 18,500 AGCO CORP COM 001084102 6,924 303,400 SH SOLE 0 303,400 AGILE SOFT COM 00846X105 2,560 211,600 SH SOLE 0 211,600 AGILENT TE COM 00846U101 15,327 438,429 SH SOLE 0 438,429 AGL RES IN COM 001204106 5,351 227,700 SH SOLE 0 227,700 AIR PRODS COM 009158106 16,535 320,132 SH SOLE 0 320,132 AIRBORNE I COM 009269101 4,517 258,244 SH SOLE 0 258,244 AIRGAS INC COM 009363102 6,428 319,777 SH SOLE 0 319,777 AIRGATE PC COM 009367103 1,310 93,600 SH SOLE 0 93,600 AIRTRAN HL COM 00949P108 318 52,500 SH SOLE 0 52,500 AK STL HLD COM 001547108 4,294 300,300 SH SOLE 0 300,300 AKAMAI TEC COM 00971T101 400 99,900 SH SOLE 0 99,900 ALABAMA NA COM 010317105 656 17,800 SH SOLE 0 17,800 ALASKA AIR COM 011659109 2,856 85,800 SH SOLE 0 85,800 ALBANY INT CL A 012348108 6,400 211,222 SH SOLE 0 211,222 ALBANY MOL COM 012423109 1,842 76,850 SH SOLE 0 76,850 ALBEMARLE COM 012653101 5,917 214,700 SH SOLE 0 214,700 ALBERTO CU CL B 013068101 2,060 38,140 SH SOLE 0 38,140 ALBERTO CU CL A 013068200 3,003 62,300 SH SOLE 0 62,300 ALBERTSONS COM 013104104 9,407 283,869 SH SOLE 0 283,869 ALCAN INC COM 013716105 12,328 311,086 SH SOLE 0 311,086 ALCOA INC COM 013817101 29,400 779,025 SH SOLE 0 779,025 ALEXANDER COM 014482103 4,547 164,700 SH SOLE 0 164,700 ALEXANDRIA COM 015271109 285 6,400 SH SOLE 0 6,400 ALKERMES I COM 01642T108 1,579 60,600 SH SOLE 0 60,600 ALLEGHENY COM 017361106 2,824 68,300 SH SOLE 0 68,300 ALLEGHENY COM 01741R102 821 49,635 SH SOLE 0 49,635 ALLEN TELE COM 018091108 1,137 170,200 SH SOLE 0 170,200 ALLERGAN I COM 018490102 7,001 108,298 SH SOLE 0 108,298 ALLETE INC COM 018522102 7,649 262,950 SH SOLE 0 262,950 ALLIANCE C PART 01855A101 742 16,000 SH SOLE 0 16,000 ALLIANCE D COM 018581108 2,109 83,900 SH SOLE 0 83,900 ALLIANCE F COM 018680108 101 102,500 SH SOLE 0 102,500 ALLIANCE G COM 01859P609 1,893 62,000 SH SOLE 0 62,000 ALLIANCE S COM 01877H100 2,714 235,600 SH SOLE 0 235,600 ALLIANT EN COM 018802108 7,376 244,085 SH SOLE 0 244,085 ALLIANT TE COM 018804104 19,918 195,290 SH SOLE 0 195,290 ALLIED WAS COM 019589308 1,842 141,700 SH SOLE 0 141,700 ALLMERICA COM 019754100 6,618 147,400 SH SOLE 0 147,400 ALLOY INC COM 019855105 1,876 124,800 SH SOLE 0 124,800 ALLSTATE C COM 020002101 62,326 1,650,140 SH SOLE 0 1,650,140 ALLTEL COR COM 020039103 11,806 212,524 SH SOLE 0 212,524 ALPHA INDS COM 020753109 4,695 307,900 SH SOLE 0 307,900 ALPHARMA I CL A 020813101 4,695 328,300 SH SOLE 0 328,300 ALTERA COR COM 021441100 10,008 457,600 SH SOLE 0 457,600 AMAZON COM COM 023135106 5,341 373,500 SH SOLE 0 373,500 AMB PROPER COM 00163T109 10,829 393,800 SH SOLE 0 393,800 AMBAC FINL COM 023139108 10,408 176,200 SH SOLE 0 176,200 AMC ENTMT COM 001669100 1,439 105,500 SH SOLE 0 105,500 AMCORE FIN COM 023912108 825 35,100 SH SOLE 0 35,100 AMDOCS LTD COM G02602103 1,697 63,670 SH SOLE 0 63,670 AMERADA HE COM 023551104 4,466 56,270 SH SOLE 0 56,270 AMEREN COR COM 023608102 4,776 111,713 SH SOLE 0 111,713 AMERICA FI COM 023934102 1,674 187,025 SH SOLE 0 187,025 AMERICA MO ADR 02364W105 10,190 513,100 SH SOLE 0 513,100 AMERICAN A COM 024061103 2,076 71,600 SH SOLE 0 71,600 AMERICAN C COM 024937104 6,702 216,474 SH SOLE 0 216,474 AMERICAN E COM 02553E106 7,061 285,050 SH SOLE 0 285,050 AMERICAN E COM 025537101 8,402 182,297 SH SOLE 0 182,297 AMERICAN E COM 025816109 38,193 932,456 SH SOLE 0 932,456 AMERICAN F COM 025932104 5,468 190,400 SH SOLE 0 190,400 AMERICAN F COM 026075101 3,606 135,500 SH SOLE 0 135,500 AMERICAN G CL A 026375105 15,210 838,009 SH SOLE 0 838,009 AMERICAN I COM 026874107 157,032 2,176,774 SH SOLE 0 2,176,774 AMERICAN I CL A 027070101 7,105 156,500 SH SOLE 0 156,500 AMERICAN M COM 027352103 4,827 258,400 SH SOLE 0 258,400 AMERICAN M COM 027568104 769 59,400 SH SOLE 0 59,400 AMERICAN P COM 02886P109 1,711 115,400 SH SOLE 0 115,400 AMERICAN P COM 029066107 3,028 204,900 SH SOLE 0 204,900 AMERICAN S COM 029712106 15,791 223,200 SH SOLE 0 223,200 AMERICAN S COM 029899101 3,395 96,300 SH SOLE 0 96,300 AMERICAN S COM 030111108 340 45,000 SH SOLE 0 45,000 AMERICAN T CL A 029912201 657 119,500 SH SOLE 0 119,500 AMERICAN W COM 030506109 851 13,491 SH SOLE 0 13,491 AMERICAN W COM 030411102 12,207 278,700 SH SOLE 0 278,700 AMERICREDI COM 03060R101 16,974 446,800 SH SOLE 0 446,800 AMERIGROUP COM 03073T102 1,538 54,620 SH SOLE 0 54,620 AMERIPATH COM 03071D109 646 24,122 SH SOLE 0 24,122 AMERISOURC COM 03073E105 8,906 130,400 SH SOLE 0 130,400 AMERISTAR COM 03070Q101 970 35,300 SH SOLE 0 35,300 AMERITRADE CL A 03072H109 511 78,700 SH SOLE 0 78,700 AMERON INT COM 030710107 395 5,500 SH SOLE 0 5,500 AMERUS GRO COM 03072M108 454 11,800 SH SOLE 0 11,800 AMETEK INC COM 031100100 3,714 99,800 SH SOLE 0 99,800 AMGEN INC COM 031162100 90,376 1,514,344 SH SOLE 0 1,514,344 AMKOR TECH COM 031652100 1,428 64,000 SH SOLE 0 64,000 AMPHENOL C CL A 032095101 1,310 28,000 SH SOLE 0 28,000 AMR CORP COM 001765106 2,323 87,964 SH SOLE 0 87,964 AMSOUTH BA COM 032165102 6,083 276,758 SH SOLE 0 276,758 AMSURG COR COM 03232P405 1,207 44,370 SH SOLE 0 44,370 AMYLIN PHA COM 032346108 1,136 113,500 SH SOLE 0 113,500 ANADARKO P COM 032511107 15,330 271,621 SH SOLE 0 271,621 ANALOG DEV COM 032654105 10,553 234,300 SH SOLE 0 234,300 ANALOGIC C COM 032657207 3,181 76,475 SH SOLE 0 76,475 ANALYSTS I COM 032681108 431 107,750 SH SOLE 0 107,750 ANCHOR BAN COM 032839102 2,790 139,300 SH SOLE 0 139,300 ANDREW COR COM 034425108 834 49,857 SH SOLE 0 49,857 ANDRX GROU COM 034553107 1,369 36,080 SH SOLE 0 36,080 ANGELICA C COM 034663104 4,929 318,200 SH SOLE 0 318,200 ANGLO AMER ADR 03485P102 1,694 102,850 SH SOLE 0 102,850 ANHEUSER B COM 035229103 32,077 614,498 SH SOLE 0 614,498 ANIXTER IN COM 035290105 10,548 355,982 SH SOLE 0 355,982 ANNALY MTG COM 035710409 4,824 284,086 SH SOLE 0 284,086 ANNTAYLOR COM 036115103 11,452 264,965 SH SOLE 0 264,965 ANSOFT COR COM 036384105 2,649 144,360 SH SOLE 0 144,360 ANSYS INC COM 03662Q105 3,421 126,250 SH SOLE 0 126,250 ANTEON INT COM 03674E108 1,175 56,500 SH SOLE 0 56,500 ANTHEM INC COM 03674B104 403 7,000 SH SOLE 0 7,000 ANTHRACITE COM 037023108 2,103 182,877 SH SOLE 0 182,877 ANTIGENICS COM 037032109 776 55,500 SH SOLE 0 55,500 AOL TIME W COM 00184A105 107,573 4,548,531 SH SOLE 0 4,548,531 AON CORP COM 037389103 5,395 154,131 SH SOLE 0 154,131 APACHE COR COM 037411105 6,289 110,569 SH SOLE 0 110,569 APARTMENT CL A 03748R101 4,063 84,000 SH SOLE 0 84,000 APEX MORTG COM 037564101 133 11,500 SH SOLE 0 11,500 APOGEE ENT COM 037598109 2,385 195,500 SH SOLE 0 195,500 APOGENT TE COM 03760A101 8,988 364,200 SH SOLE 0 364,200 APOLLO GRO CL A 037604105 21,155 395,050 SH SOLE 0 395,050 APPLE COMP COM 037833100 4,808 203,132 SH SOLE 0 203,132 APPLEBEES COM 037899101 9,802 270,023 SH SOLE 0 270,023 APPLERA CO COM 038020103 7,268 325,188 SH SOLE 0 325,188 APPLICA IN COM 03815A106 1,270 147,700 SH SOLE 0 147,700 APPLIED FI COM 038197109 1,828 74,300 SH SOLE 0 74,300 APPLIED IN COM 03820C105 2,067 107,400 SH SOLE 0 107,400 APPLIED MA COM 038222105 47,263 870,889 SH SOLE 0 870,889 APPLIED MI COM 03822W109 2,154 269,300 SH SOLE 0 269,300 APRIA HEAL COM 037933108 6,467 263,850 SH SOLE 0 263,850 APTARGROUP COM 038336103 9,302 265,400 SH SOLE 0 265,400 ARACRUZ CE ADR 038496204 13,931 674,649 SH SOLE 0 674,649 ARBITRON I COM 03875Q108 7,818 231,300 SH SOLE 0 231,300 ARCH CHEMI COM 03937R102 2,783 126,200 SH SOLE 0 126,200 ARCH COAL COM 039380100 3,479 162,700 SH SOLE 0 162,700 ARCHER DAN COM 039483102 6,610 474,533 SH SOLE 0 474,533 ARCHSTONE COM 039583109 57,839 2,158,988 SH SOLE 0 2,158,988 ARCTIC CAT COM 039670104 2,636 130,800 SH SOLE 0 130,800 ARDEN RLTY COM 039793104 39,362 1,386,000 SH SOLE 0 1,386,000 ARGOSY GAM COM 040228108 11,582 315,670 SH SOLE 0 315,670 ARIBA INC COM 04033V104 675 149,000 SH SOLE 0 149,000 ARKANSAS B COM 040790107 6,947 249,977 SH SOLE 0 249,977 ARMOR HOLD COM 042260109 12,139 447,950 SH SOLE 0 447,950 ARQULE INC COM 04269E107 2,379 188,400 SH SOLE 0 188,400 ARRAY BIOP COM 04269X105 897 69,300 SH SOLE 0 69,300 ARRIS GROU COM 04269Q100 558 59,990 SH SOLE 0 59,990 ARROW ELEC COM 042735100 29,349 1,049,320 SH SOLE 0 1,049,320 ARROW INTL COM 042764100 222 4,700 SH SOLE 0 4,700 ARTESYN TE COM 043127109 2,514 270,053 SH SOLE 0 270,053 ARTHROCARE COM 043136100 2,347 130,300 SH SOLE 0 130,300 ARTISAN CO COM 042923102 206 12,400 SH SOLE 0 12,400 ARVINMERIT COM 043353101 7,117 249,299 SH SOLE 0 249,299 ASBURY AUT COM 043436104 223 14,600 SH SOLE 0 14,600 ASCENTIAL COM 04362P108 4,140 1,075,420 SH SOLE 0 1,075,420 ASE TEST L COM Y02516105 2,144 137,340 SH SOLE 0 137,340 ASHLAND IN COM 044204105 3,270 71,851 SH SOLE 0 71,851 ASHWORTH I COM 04516H101 577 73,500 SH SOLE 0 73,500 ASIAINFO H COM 04518A104 362 27,500 SH SOLE 0 27,500 ASM INTL N COM N07045102 1,637 62,700 SH SOLE 0 62,700 ASML HLDG COM N07059111 3,831 150,990 SH SOLE 0 150,990 ASPECT COM COM 04523Q102 1,436 367,200 SH SOLE 0 367,200 ASPEN TECH COM 045327103 5,261 229,719 SH SOLE 0 229,719 ASSOCIATED COM 045487105 9,158 240,799 SH SOLE 0 240,799 ASTEC INDS COM 046224101 2,681 152,600 SH SOLE 0 152,600 ASTORIA FI COM 046265104 10,664 367,100 SH SOLE 0 367,100 ASTRAZENEC ADR 046353108 1,088 21,945 SH SOLE 0 21,945 ASTROPOWER COM 04644A101 3,981 95,320 SH SOLE 0 95,320 ASYST TECH COM 04648X107 1,038 57,060 SH SOLE 0 57,060 AT TRACK C COM 04648Y204 1,915 862,412 SH SOLE 0 862,412 AT&T CORP COM 001957109 77,355 4,927,051 SH SOLE 0 4,927,051 AT&T WIREL COM 00209A106 20,305 2,268,733 SH SOLE 0 2,268,733 ATLANTIC C COM 048396105 7,827 326,394 SH SOLE 0 326,394 ATLAS AIR COM 049164106 1,404 106,600 SH SOLE 0 106,600 ATMEL CORP COM 049513104 12,341 1,217,100 SH SOLE 0 1,217,100 ATMI INC COM 00207R101 8,477 269,550 SH SOLE 0 269,550 ATMOS ENER COM 049560105 5,750 243,626 SH SOLE 0 243,626 ATWOOD OCE COM 050095108 6,278 136,765 SH SOLE 0 136,765 AUDIOVOX C CL A 050757103 1,104 153,800 SH SOLE 0 153,800 AUTODESK I COM 052769106 6,617 141,717 SH SOLE 0 141,717 AUTOMATIC COM 053015103 29,452 505,445 SH SOLE 0 505,445 AUTONATION COM 05329W102 3,468 248,100 SH SOLE 0 248,100 AUTOZONE I COM 053332102 5,740 83,367 SH SOLE 0 83,367 AVALONBAY COM 053484101 65,891 1,323,122 SH SOLE 0 1,323,122 AVANEX COR COM 05348W109 553 138,000 SH SOLE 0 138,000 AVANT CORP COM 053487104 4,437 221,500 SH SOLE 0 221,500 AVAYA INC COM 053499109 492 66,662 SH SOLE 0 66,662 AVERY DENN COM 053611109 5,085 83,316 SH SOLE 0 83,316 AVID TECHN COM 05367P100 2,299 165,300 SH SOLE 0 165,300 AVISTA COR COM 05379B107 4,218 271,600 SH SOLE 0 271,600 AVNET INC COM 053807103 27,970 1,033,639 SH SOLE 0 1,033,639 AVOCENT CO COM 053893103 5,139 191,838 SH SOLE 0 191,838 AVON PRODS COM 054303102 7,696 141,670 SH SOLE 0 141,670 AVX CORP N COM 002444107 1,057 50,500 SH SOLE 0 50,500 AWARE INC COM 05453N100 820 129,200 SH SOLE 0 129,200 AXCELIS TE COM 054540109 8,734 610,790 SH SOLE 0 610,790 AXEDA SYST COM 054959101 250 91,023 SH SOLE 0 91,023 AXT INC COM 00246W103 1,441 134,695 SH SOLE 0 134,695 AZTAR CORP COM 054802103 6,002 274,076 SH SOLE 0 274,076 BAKER HUGH COM 057224107 20,040 523,924 SH SOLE 0 523,924 BALDOR ELE COM 057741100 4,384 193,985 SH SOLE 0 193,985 BALL CORP COM 058498106 5,761 121,998 SH SOLE 0 121,998 BALLY TOTA COM 05873K108 4,063 185,100 SH SOLE 0 185,100 BANCFIRST COM 05945F103 1,419 36,300 SH SOLE 0 36,300 BANCO BRAD ADR 059460204 1,440 47,600 SH SOLE 0 47,600 BANCO SANT ADR 05965F108 644 41,535 SH SOLE 0 41,535 BANDAG INC COM 059815100 1,274 33,800 SH SOLE 0 33,800 BANDAG INC CL A 059815308 1,880 56,700 SH SOLE 0 56,700 BANK NEW Y COM 064057102 19,796 471,100 SH SOLE 0 471,100 BANK OF AM COM 060505104 81,754 1,201,917 SH SOLE 0 1,201,917 BANK ONE C COM 06423A103 50,631 1,211,857 SH SOLE 0 1,211,857 BANKATLANT CL A 065908501 4,125 317,300 SH SOLE 0 317,300 BANKNORTH COM 06646R107 12,269 465,600 SH SOLE 0 465,600 BANTA CORP COM 066821109 3,420 95,776 SH SOLE 0 95,776 BARD C R I COM 067383109 3,819 64,678 SH SOLE 0 64,678 BARNES & N COM 067774109 8,669 279,750 SH SOLE 0 279,750 BARNES GRO COM 067806109 2,538 103,600 SH SOLE 0 103,600 BARR LABS COM 068306109 10,798 164,060 SH SOLE 0 164,060 BARRA INC COM 068313105 12,416 204,979 SH SOLE 0 204,979 BARRICK GO COM 067901108 7,317 394,243 SH SOLE 0 394,243 BASSETT FU COM 070203104 1,345 65,600 SH SOLE 0 65,600 BAUSCH & L COM 071707103 1,627 36,506 SH SOLE 0 36,506 BAXTER INT COM 071813109 40,164 674,802 SH SOLE 0 674,802 BAY VIEW C COM 07262L101 1,356 198,200 SH SOLE 0 198,200 BB&T CORP COM 054937107 10,828 284,130 SH SOLE 0 284,130 BE AEROSPA COM 073302101 2,077 209,200 SH SOLE 0 209,200 BEA SYS IN COM 073325102 1,533 111,800 SH SOLE 0 111,800 BEAR STEAR COM 073902108 6,042 96,284 SH SOLE 0 96,284 BEASLEY BR CL A 074014101 760 51,000 SH SOLE 0 51,000 BEAZER HOM COM 07556Q105 450 5,800 SH SOLE 0 5,800 BEBE STORE COM 075571109 484 23,000 SH SOLE 0 23,000 BECKMAN CO COM 075811109 12,129 237,490 SH SOLE 0 237,490 BECTON DIC COM 075887109 15,127 401,024 SH SOLE 0 401,024 BED BATH & COM 075896100 9,706 287,600 SH SOLE 0 287,600 BEDFORD PP COM 076446301 451 17,600 SH SOLE 0 17,600 BEI TECHNO COM 05538P104 1,521 80,700 SH SOLE 0 80,700 BEL FUSE I CL B 077347300 1,470 60,100 SH SOLE 0 60,100 BELDEN INC COM 077459105 10,935 458,878 SH SOLE 0 458,878 BELL MICRO COM 078137106 984 94,600 SH SOLE 0 94,600 BELLSOUTH COM 079860102 53,886 1,461,913 SH SOLE 0 1,461,913 BELO CORP COM 080555105 8,058 346,600 SH SOLE 0 346,600 BEMIS INC COM 081437105 2,629 48,369 SH SOLE 0 48,369 BENCHMARK COM 08160H101 5,664 202,280 SH SOLE 0 202,280 BERKLEY W COM 084423102 1,951 33,940 SH SOLE 0 33,940 BERKSHIRE CL A 084670108 4,693 66 SH SOLE 0 66 BERKSHIRE CL B 084670207 7,344 3,100 SH SOLE 0 3,100 BEST BUY I COM 086516101 10,375 131,000 SH SOLE 0 131,000 BEVERLY EN COM 087851309 206 28,600 SH SOLE 0 28,600 BIG LOTS I COM 089302103 22,833 1,625,098 SH SOLE 0 1,625,098 BIO TECHNO COM 090578105 1,803 367,141 SH 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1,311,214 SH SOLE 0 1,311,214 BOISE CASC COM 097383103 2,825 77,953 SH SOLE 0 77,953 BOK FINL C COM 05561Q201 1,840 54,276 SH SOLE 0 54,276 BONE CARE COM 098072101 708 51,500 SH SOLE 0 51,500 BORDERS GR COM 099709107 9,062 379,000 SH SOLE 0 379,000 BORG WARNE COM 099724106 7,227 114,853 SH SOLE 0 114,853 BORLAND SO COM 099849101 1,482 113,920 SH SOLE 0 113,920 BORON LEPO COM 10001P102 182 15,000 SH SOLE 0 15,000 BOSTON COM COM 100582105 1,521 176,600 SH SOLE 0 176,600 BOSTON PRI COM 101119105 3,317 124,000 SH SOLE 0 124,000 BOSTON PRO COM 101121101 13,536 343,126 SH SOLE 0 343,126 BOSTON SCI COM 101137107 5,823 232,088 SH SOLE 0 232,088 BOWATER IN COM 102183100 8,979 180,300 SH SOLE 0 180,300 BOWNE & CO COM 103043105 3,033 215,600 SH SOLE 0 215,600 BOYD GAMIN COM 103304101 1,235 82,100 SH SOLE 0 82,100 BOYKIN LOD COM 103430104 410 44,100 SH SOLE 0 44,100 BP PLC ADR 055622104 802 15,100 SH SOLE 0 15,100 BRADY CORP CL A 104674106 5,880 161,991 SH SOLE 0 161,991 BRANDYWINE COM 105368203 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323,230 CONCORD CO COM 206186108 1,980 93,600 SH SOLE 0 93,600 CONCORD EF COM 206197105 11,774 354,100 SH SOLE 0 354,100 CONCURRENT COM 206710204 738 88,750 SH SOLE 0 88,750 CONECTIV I COM 206829103 6,153 247,200 SH SOLE 0 247,200 CONEXANT S COM 207142100 2,887 239,600 SH SOLE 0 239,600 CONMED COR COM 207410101 4,415 176,595 SH SOLE 0 176,595 CONNETICS COM 208192104 639 65,900 SH SOLE 0 65,900 CONOCO INC COM 208251504 13,959 478,375 SH SOLE 0 478,375 CONSECO IN COM 208464107 20,805 5,747,206 SH SOLE 0 5,747,206 CONSOLIDAT COM 209115104 7,210 172,041 SH SOLE 0 172,041 CONSOLIDAT COM 209341106 1,918 96,400 SH SOLE 0 96,400 CONSTELLAT CL A 21036P108 15,631 284,410 SH SOLE 0 284,410 CONSTELLAT COM 210371100 2,655 86,070 SH SOLE 0 86,070 CONVERGYS COM 212485106 4,595 155,388 SH SOLE 0 155,388 COOPER CAM COM 216640102 12,908 252,550 SH SOLE 0 252,550 COOPER COS COM 216648402 8,582 181,053 SH SOLE 0 181,053 COOPER IND COM 216669101 4,094 97,589 SH SOLE 0 97,589 COOPER TIR COM 216831107 3,911 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3,961 240,800 SH SOLE 0 240,800 CRANE CO COM 224399105 1,029 37,643 SH SOLE 0 37,643 CREDENCE S COM 225302108 10,348 471,200 SH SOLE 0 471,200 CREDICORP COM G2519Y108 826 82,900 SH SOLE 0 82,900 CREDIT ACC COM 225310101 389 36,000 SH SOLE 0 36,000 CREE INC COM 225447101 2,894 212,300 SH SOLE 0 212,300 CRITICAL P COM 22674V100 67 31,200 SH SOLE 0 31,200 CROMPTON C COM 227116100 7,218 584,421 SH SOLE 0 584,421 CROSS A T CL A 227478104 648 93,900 SH SOLE 0 93,900 CROWN CAST COM 228227104 487 73,700 SH SOLE 0 73,700 CROWN MEDI CL A 228411104 905 73,000 SH SOLE 0 73,000 CRYOLIFE I COM 228903100 2,246 107,450 SH SOLE 0 107,450 CSG SYS IN COM 126349109 6,505 228,500 SH SOLE 0 228,500 CSK AUTO C COM 125965103 367 38,800 SH SOLE 0 38,800 CSX CORP COM 126408103 8,141 213,624 SH SOLE 0 213,624 CTS CORP COM 126501105 2,649 163,017 SH SOLE 0 163,017 CUBIST PHA COM 229678107 865 46,800 SH SOLE 0 46,800 CULLEN FRO COM 229899109 11,777 328,326 SH SOLE 0 328,326 CUMMINS IN COM 231021106 4,075 86,288 SH SOLE 0 86,288 CUMULUS ME CL A 231082108 1,931 107,900 SH SOLE 0 107,900 CUNO INC COM 126583103 3,532 95,158 SH SOLE 0 95,158 CURAGEN CO COM 23126RAC5 1,609 2,185,000 SH SOLE 0 2,185,000 CURATIVE H COM 231264102 663 62,100 SH SOLE 0 62,100 CURTISS WR COM 231561101 3,751 56,400 SH SOLE 0 56,400 CV THERAPE COM 126667104 3,352 92,600 SH SOLE 0 92,600 CVB FINL C COM 126600105 889 44,100 SH SOLE 0 44,100 CVS CORP COM 126650100 11,445 333,394 SH SOLE 0 333,394 CYBERONICS COM 23251P102 764 47,800 SH SOLE 0 47,800 CYGNUS INC COM 232560102 814 208,200 SH SOLE 0 208,200 CYMER INC COM 232572107 16,145 325,110 SH SOLE 0 325,110 CYPRESS SE COM 232806109 7,958 346,000 SH SOLE 0 346,000 CYTEC INDS COM 232820100 4,606 151,400 SH SOLE 0 151,400 CYTYC CORP COM 232946103 10,685 396,900 SH SOLE 0 396,900 D & K HEAL COM 232861104 2,899 48,300 SH SOLE 0 48,300 D R HORTON COM 23331A109 12,848 340,798 SH SOLE 0 340,798 DAIMLERCHR COM D1668R123 405 9,000 SH SOLE 0 9,000 DAKTRONICS COM 234264109 1,454 182,000 SH SOLE 0 182,000 DANA CORP COM 235811106 2,227 103,740 SH SOLE 0 103,740 DANAHER CO COM 235851102 7,833 110,293 SH SOLE 0 110,293 DARDEN RES COM 237194105 4,204 103,571 SH SOLE 0 103,571 DATASCOPE COM 238113104 2,860 97,453 SH SOLE 0 97,453 DAVITA INC COM 23918K108 660 26,100 SH SOLE 0 26,100 DAVOX CORP COM 239208101 630 78,800 SH SOLE 0 78,800 DDI CORP COM 233162106 357 41,900 SH SOLE 0 41,900 DEAN FOODS COM 242370104 9,419 124,394 SH SOLE 0 124,394 DEERE & CO COM 244199105 6,810 149,500 SH SOLE 0 149,500 DEL MONTE COM 24522P103 850 87,350 SH SOLE 0 87,350 DELIAS COR CL A 24688Q101 180 28,200 SH SOLE 0 28,200 DELL COMPU COM 247025109 57,503 2,202,336 SH SOLE 0 2,202,336 DELPHI COR COM 247126105 5,874 367,341 SH SOLE 0 367,341 DELPHI FIN CL A 247131105 4,800 122,416 SH SOLE 0 122,416 DELTA & PI COM 247357106 4,471 235,709 SH SOLE 0 235,709 DELTA AIR COM 247361108 6,820 208,430 SH SOLE 0 208,430 DELTIC TIM COM 247850100 2,012 66,500 SH SOLE 0 66,500 DELUXE COR COM 248019101 3,502 75,710 SH SOLE 0 75,710 DENDREON C COM 24823Q107 122 19,700 SH SOLE 0 19,700 DENDRITE I COM 248239105 2,421 226,265 SH SOLE 0 226,265 DENTSPLY I COM 249030107 10,835 292,370 SH SOLE 0 292,370 DEPARTMENT COM 249509100 1,007 71,900 SH SOLE 0 71,900 DEUTSCHE T ADR 251566105 184 12,300 SH SOLE 0 12,300 DEVELOPERS COM 251591103 1,506 71,724 SH SOLE 0 71,724 DEVON ENER COM 25179M103 6,671 138,200 SH SOLE 0 138,200 DEVRY INC COM 251893103 5,863 194,600 SH SOLE 0 194,600 DIAGNOSTIC COM 252450101 10,036 232,320 SH SOLE 0 232,320 DIAL CORP COM 25247D101 9,137 507,027 SH SOLE 0 507,027 DIAMOND OF COM 25271C102 2,345 75,000 SH SOLE 0 75,000 DIANON SYS COM 252826102 1,544 23,800 SH SOLE 0 23,800 DIEBOLD IN COM 253651103 9,657 237,050 SH SOLE 0 237,050 DIGENE COR COM 253752109 1,083 30,300 SH SOLE 0 30,300 DIGI INTL COM 253798102 665 122,000 SH SOLE 0 122,000 DIGITAL IN COM 25385P106 3,029 109,950 SH SOLE 0 109,950 DIGITAL RI COM 25388B104 1,204 81,310 SH SOLE 0 81,310 DIGITAS IN COM 25388K104 270 49,200 SH SOLE 0 49,200 DILLARDS I CL A 254067101 10,613 444,820 SH SOLE 0 444,820 DIME CMNTY COM 253922108 3,320 107,800 SH SOLE 0 107,800 DIMON INC COM 254394109 1,739 252,000 SH SOLE 0 252,000 DIONEX COR COM 254546104 2,992 122,968 SH SOLE 0 122,968 DIRECT FOC COM 254931108 949 24,950 SH SOLE 0 24,950 DISNEY WAL COM 254687106 66,944 2,900,505 SH SOLE 0 2,900,505 DISTRIBUCI ADR 254753106 949 65,900 SH SOLE 0 65,900 DITECH COM COM 25500M103 469 104,885 SH SOLE 0 104,885 DIVERSA CO COM 255064107 4,695 369,670 SH SOLE 0 369,670 DMC STRATE COM 23322L106 2,552 469,050 SH SOLE 0 469,050 DOCUMENTUM COM 256159104 2,892 113,620 SH SOLE 0 113,620 DOLE FOOD COM 256605106 6,402 206,500 SH SOLE 0 206,500 DOLLAR GEN COM 256669102 4,530 278,271 SH SOLE 0 278,271 DOLLAR THR COM 256743105 1,624 76,800 SH SOLE 0 76,800 DOLLAR TRE COM 256747106 14,093 429,521 SH SOLE 0 429,521 DOMINION R COM 25746U109 15,959 244,923 SH SOLE 0 244,923 DONALDSON COM 257651109 7,121 177,100 SH SOLE 0 177,100 DONNELLEY COM 257867101 2,547 81,912 SH SOLE 0 81,912 DORAL FINL COM 25811P100 1,103 32,500 SH SOLE 0 32,500 DOVER CORP COM 260003108 8,656 211,134 SH SOLE 0 211,134 DOW CHEM C COM 260543103 25,511 779,687 SH SOLE 0 779,687 DOW JONES COM 260561105 2,251 38,663 SH SOLE 0 38,663 DOWNEY FIN COM 261018105 10,666 233,895 SH SOLE 0 233,895 DPL INC COM 233293109 10,083 394,624 SH SOLE 0 394,624 DQE INC COM 23329J104 3,433 161,100 SH SOLE 0 161,100 DRESS BARN COM 261570105 3,122 105,448 SH SOLE 0 105,448 DREYERS GR COM 261878102 7,196 174,700 SH SOLE 0 174,700 DRIL-QUIP COM 262037104 2,481 96,723 SH SOLE 0 96,723 DRS TECHNO COM 23330X100 4,560 110,000 SH SOLE 0 110,000 DSP GROUP COM 23332B106 1,754 85,700 SH SOLE 0 85,700 DST SYS IN COM 233326107 20,737 416,400 SH SOLE 0 416,400 DT INDUSTR COM 23333J108 91 23,100 SH SOLE 0 23,100 DTE ENERGY COM 233331107 10,662 234,329 SH SOLE 0 234,329 DU PONT E COM 263534109 31,887 676,282 SH SOLE 0 676,282 DUANE READ COM 263578106 996 29,300 SH SOLE 0 29,300 DUKE ENERG COM 264399106 20,233 535,270 SH SOLE 0 535,270 DUKE REALT COM 264411505 1,352 52,000 SH SOLE 0 52,000 DUN & BRAD COM 26483E100 9,898 247,400 SH SOLE 0 247,400 DUPONT PHO COM 26613X101 8,070 155,200 SH SOLE 0 155,200 DURECT COR COM 266605104 234 30,000 SH SOLE 0 30,000 DYCOM INDS COM 267475101 9,102 608,800 SH SOLE 0 608,800 DYNACQ INT COM 267919306 174 11,500 SH SOLE 0 11,500 DYNEGY INC CL A 26816Q101 10,745 370,515 SH SOLE 0 370,515 E M C CORP COM 268648102 26,074 2,187,448 SH SOLE 0 2,187,448 E TRADE GR COM 269246104 13,982 1,484,298 SH SOLE 0 1,484,298 EARTHLINK COM 270321102 2,363 232,850 SH SOLE 0 232,850 EARTHSHELL COM 27032B100 372 254,900 SH SOLE 0 254,900 EAST WEST COM 27579R104 6,538 223,220 SH SOLE 0 223,220 EASTMAN CH COM 277432100 5,307 108,766 SH SOLE 0 108,766 EASTMAN KO COM 277461109 6,842 219,503 SH SOLE 0 219,503 EATON CORP COM 278058102 7,906 97,632 SH SOLE 0 97,632 EATON VANC COM 278265103 7,986 199,900 SH SOLE 0 199,900 EBAY INC COM 278642103 3,325 58,700 SH SOLE 0 58,700 ECHOSTAR C CL A 278762109 2,370 83,700 SH SOLE 0 83,700 ECOLAB INC COM 278865100 6,742 147,454 SH SOLE 0 147,454 EDGE PETE COM 279862106 547 102,000 SH SOLE 0 102,000 EDISON INT COM 281020107 5,913 353,039 SH SOLE 0 353,039 EDO CORP COM 281347104 2,966 109,800 SH SOLE 0 109,800 EDUCATION COM 28139T101 8,795 208,558 SH SOLE 0 208,558 EDWARDS AG COM 281760108 10,432 237,200 SH SOLE 0 237,200 EDWARDS LI COM 28176E108 7,029 251,500 SH SOLE 0 251,500 EEX CORP COM 26842V207 668 324,200 SH SOLE 0 324,200 EFUNDS COR COM 28224R101 6,338 394,900 SH SOLE 0 394,900 EGL INC COM 268484102 4,455 281,090 SH SOLE 0 281,090 EL PASO CO COM 28336L109 55,988 1,271,592 SH SOLE 0 1,271,592 EL PASO EL COM 283677854 4,690 299,700 SH SOLE 0 299,700 ELAN PLC ADR 284131208 658 47,300 SH SOLE 0 47,300 ELANTEC SE COM 284155108 6,676 156,100 SH SOLE 0 156,100 ELCOR CORP COM 284443108 2,405 108,350 SH SOLE 0 108,350 ELECTRO SC COM 285229100 9,891 269,878 SH SOLE 0 269,878 ELECTROGLA COM 285324109 3,356 198,600 SH SOLE 0 198,600 ELECTRONIC COM 285512109 28,211 464,000 SH SOLE 0 464,000 ELECTRONIC COM 285661104 61,597 1,062,200 SH SOLE 0 1,062,200 ELECTRONIC COM 286045109 3,502 101,412 SH SOLE 0 101,412 ELECTRONIC COM 286082102 944 51,600 SH SOLE 0 51,600 EMBRAER-EM ADR 29081M102 4,853 240,503 SH SOLE 0 240,503 EMBRATEL P ADR 29081N100 369 106,900 SH SOLE 0 106,900 EMBREX INC COM 290817105 1,334 64,000 SH SOLE 0 64,000 EMCOR GROU COM 29084Q100 5,773 99,528 SH SOLE 0 99,528 EMCORE COR COM 290846104 793 82,500 SH SOLE 0 82,500 EMERSON EL COM 291011104 19,857 346,000 SH SOLE 0 346,000 EMISPHERE COM 291345106 1,121 65,900 SH SOLE 0 65,900 EMMIS COMM CL A 291525103 8,383 313,500 SH SOLE 0 313,500 EMPRESA NA ADR 29244T101 892 94,900 SH SOLE 0 94,900 EMULEX COR COM 292475209 422 12,800 SH SOLE 0 12,800 ENCOMPASS COM 29255U104 327 184,950 SH SOLE 0 184,950 ENDO PHARM COM 29264F205 3,000 297,050 SH SOLE 0 297,050 ENERGEN CO COM 29265N108 7,600 287,349 SH SOLE 0 287,349 ENERGIZER COM 29266R108 6,049 254,700 SH SOLE 0 254,700 ENERGY EAS COM 29266M109 7,744 356,036 SH SOLE 0 356,036 ENESCO GRO COM 292973104 531 76,900 SH SOLE 0 76,900 ENGELHARD COM 292845104 3,780 121,806 SH SOLE 0 121,806 ENGINEERED COM 292866100 1,230 26,600 SH SOLE 0 26,600 ENSCO INTL COM 26874Q100 36,240 1,202,400 SH SOLE 0 1,202,400 ENTEGRIS I COM 29362U104 1,545 95,650 SH SOLE 0 95,650 ENTERASYS COM 293637104 3,836 906,920 SH SOLE 0 906,920 ENTERCOM C CL A 293639100 11,600 211,400 SH SOLE 0 211,400 ENTERGY CO COM 29364G103 15,442 355,734 SH SOLE 0 355,734 ENTRAVISIO CL A 29382R107 918 62,000 SH SOLE 0 62,000 ENVIRONMEN COM 294092101 1,616 232,500 SH SOLE 0 232,500 ENZO BIOCH COM 294100102 3,292 162,496 SH SOLE 0 162,496 ENZON INC COM 293904108 562 12,700 SH SOLE 0 12,700 EOG RES IN COM 26875P101 3,460 85,300 SH SOLE 0 85,300 EPLUS INC COM 294268107 202 21,300 SH SOLE 0 21,300 EPRESENCE COM 294348107 425 100,300 SH SOLE 0 100,300 EQUIFAX IN COM 294429105 2,632 88,012 SH SOLE 0 88,012 EQUITABLE COM 294549100 6,910 198,500 SH SOLE 0 198,500 EQUITY OFF COM 294741103 22,998 766,840 SH SOLE 0 766,840 EQUITY RES COM 29476L107 10,988 382,312 SH SOLE 0 382,312 ERICSSON L ADR 294821400 780 186,500 SH SOLE 0 186,500 ESCO TECHN COM 296315104 1,297 33,400 SH SOLE 0 33,400 ESS TECHNO COM 269151106 9,974 480,930 SH SOLE 0 480,930 ESSEX PPTY COM 297178105 45,472 871,450 SH SOLE 0 871,450 ESTERLINE COM 297425100 3,240 158,800 SH SOLE 0 158,800 ETHAN ALLE COM 297602104 10,618 278,993 SH SOLE 0 278,993 EURONET WO COM 298736109 362 21,300 SH SOLE 0 21,300 EVEREST RE COM G3223R108 10,422 150,300 SH SOLE 0 150,300 EVERGREEN COM 299900308 4,337 104,000 SH SOLE 0 104,000 EXABYTE CO COM 300615101 443 624,300 SH SOLE 0 624,300 EXAR CORP COM 300645108 6,984 340,000 SH SOLE 0 340,000 EXCO RESOU COM 269279204 238 14,920 SH SOLE 0 14,920 EXELIXIS I COM 30161Q104 2,013 146,000 SH SOLE 0 146,000 EXELON COR COM 30161N101 9,766 184,368 SH SOLE 0 184,368 EXPEDITORS COM 302130109 8,772 143,800 SH SOLE 0 143,800 EXPRESS SC COM 302182100 14,104 244,900 SH SOLE 0 244,900 EXTENDED S COM 30224P101 4,536 260,700 SH SOLE 0 260,700 EXTREME NE COM 30226D106 503 48,400 SH SOLE 0 48,400 EXXON MOBI COM 30231G102 274,279 6,257,788 SH SOLE 0 6,257,788 F M C CORP COM 302491303 3,760 89,700 SH SOLE 0 89,700 F5 NETWORK COM 315616102 1,389 59,770 SH SOLE 0 59,770 FACTORY 2- COM 303072102 1,418 109,900 SH SOLE 0 109,900 FACTSET RE COM 303075105 7,781 192,830 SH SOLE 0 192,830 FAIR ISAAC COM 303250104 8,352 131,763 SH SOLE 0 131,763 FAIRCHILD CL A 303726103 10,668 373,010 SH SOLE 0 373,010 FAIRMONT H COM 305204109 2,998 105,945 SH SOLE 0 105,945 FALCON PRO COM 306075102 69 11,300 SH SOLE 0 11,300 FAMILY DLR COM 307000109 4,906 146,400 SH SOLE 0 146,400 FASTENAL C COM 311900104 8,948 118,800 SH SOLE 0 118,800 FBR ASSET COM 30241E303 2,701 99,300 SH SOLE 0 99,300 FEDERAL AG CL C 313148306 1,509 33,900 SH SOLE 0 33,900 FEDERAL HO COM 313400301 88,791 1,401,156 SH SOLE 0 1,401,156 FEDERAL NA COM 313586109 67,046 839,339 SH SOLE 0 839,339 FEDERAL RE COM 313747206 5,727 223,100 SH SOLE 0 223,100 FEDERAL SI COM 313855108 4,609 194,300 SH SOLE 0 194,300 FEDERATED COM 31410H101 8,461 207,126 SH SOLE 0 207,126 FEDERATED CL B 314211103 673 20,800 SH SOLE 0 20,800 FEDEX CORP COM 31428X106 17,273 297,302 SH SOLE 0 297,302 FEI CO COM 30241L109 6,936 195,100 SH SOLE 0 195,100 FERRO CORP COM 315405100 7,134 247,700 SH SOLE 0 247,700 FIDELITY N COM 316326107 8,253 312,980 SH SOLE 0 312,980 FIFTH THIR COM 316773100 23,827 353,104 SH SOLE 0 353,104 FILENET CO COM 316869106 4,623 270,500 SH SOLE 0 270,500 FINANCIAL COM 317492106 3,087 94,100 SH SOLE 0 94,100 FINISH LIN CL A 317923100 1,522 82,500 SH SOLE 0 82,500 FIRST AMER COM 318522307 11,513 541,045 SH SOLE 0 541,045 FIRST BANC COM 318672102 4,377 151,467 SH SOLE 0 151,467 FIRST COMW COM 319829107 244 18,400 SH SOLE 0 18,400 FIRST CONS COM 31986R103 1,747 175,200 SH SOLE 0 175,200 FIRST CTZN CL A 31946M103 2,121 20,600 SH SOLE 0 20,600 FIRST DATA COM 319963104 23,059 264,283 SH SOLE 0 264,283 FIRST HEAL COM 320960107 7,311 303,000 SH SOLE 0 303,000 FIRST HORI COM 32051K106 857 38,310 SH SOLE 0 38,310 FIRST MERC COM 320817109 404 15,400 SH SOLE 0 15,400 FIRST MIDW COM 320867104 10,517 362,148 SH SOLE 0 362,148 FIRST REP COM 336158100 2,164 76,200 SH SOLE 0 76,200 FIRST TENN COM 337162101 14,507 413,900 SH SOLE 0 413,900 FIRST VA B COM 337477103 7,275 135,650 SH SOLE 0 135,650 FIRSTENERG COM 337932107 8,981 259,727 SH SOLE 0 259,727 FIRSTFED F COM 337907109 5,450 208,400 SH SOLE 0 208,400 FIRSTMERIT COM 337915102 6,984 242,600 SH SOLE 0 242,600 FISERV INC COM 337738108 7,254 157,740 SH SOLE 0 157,740 FISHER SCI COM 338032204 1,009 35,900 SH SOLE 0 35,900 FLAGSTAR B COM 337930101 794 34,100 SH SOLE 0 34,100 FLEETBOSTO COM 339030108 60,850 1,738,560 SH SOLE 0 1,738,560 FLEETWOOD COM 339099103 14,714 1,362,449 SH SOLE 0 1,362,449 FLEMING CO COM 339130106 5,964 266,270 SH SOLE 0 266,270 FLEXTRONIC COM Y2573F102 3,298 180,714 SH SOLE 0 180,714 FLIR SYS I COM 302445101 6,350 132,976 SH SOLE 0 132,976 FLORIDA RO COM 341140101 21,572 541,463 SH SOLE 0 541,463 FLOW INTL COM 343468104 834 85,300 SH SOLE 0 85,300 FLOWSERVE COM 34354P105 9,230 288,348 SH SOLE 0 288,348 FLUOR CORP COM 343412102 6,953 170,455 SH SOLE 0 170,455 FMC TECHNO COM 30249U101 3,703 185,782 SH SOLE 0 185,782 FNB CORP P COM 302520101 2,250 76,800 SH SOLE 0 76,800 FOMENTO EC ADR 344419106 19,862 421,253 SH SOLE 0 421,253 FOOT LOCKE COM 344849104 3,051 188,550 SH SOLE 0 188,550 FOOTSTAR I COM 344912100 4,018 131,773 SH SOLE 0 131,773 FORD MTR C COM 345370860 52,028 3,155,103 SH SOLE 0 3,155,103 FOREST LAB COM 345838106 26,267 321,500 SH SOLE 0 321,500 FOREST OIL COM 346091705 4,736 159,900 SH SOLE 0 159,900 FORTUNE BR COM 349631101 5,515 111,713 SH SOLE 0 111,713 FORWARD AI COM 349853101 5,957 188,230 SH SOLE 0 188,230 FOSSIL INC COM 349882100 4,615 173,550 SH SOLE 0 173,550 FOSTER WHE COM G36535105 83 24,200 SH SOLE 0 24,200 FOUR SEASO COM 35100E104 330 6,200 SH SOLE 0 6,200 FOX ENTMT CL A 35138T107 1,646 69,600 SH SOLE 0 69,600 FPL GROUP COM 302571104 10,152 170,474 SH SOLE 0 170,474 FRANKLIN C COM 353469109 285 111,200 SH SOLE 0 111,200 FRANKLIN R COM 354613101 7,580 180,828 SH SOLE 0 180,828 FREDS INC CL A 356108100 6,721 186,695 SH SOLE 0 186,695 FREEMARKET COM 356602102 4,626 201,410 SH SOLE 0 201,410 FREEPORT-M CL B 35671D857 5,389 305,857 SH SOLE 0 305,857 FREMONT GE COM 357288109 2,970 486,900 SH SOLE 0 486,900 FRESENIUS ADR 358029106 8,593 426,464 SH SOLE 0 426,464 FRIEDMAN B CL A 358433100 1,870 267,200 SH SOLE 0 267,200 FRONTIER A COM 359065109 5,866 320,220 SH SOLE 0 320,220 FRONTIER O COM 35914P105 1,347 62,731 SH SOLE 0 62,731 FTD COM IN CL A 30265F103 291 51,950 SH SOLE 0 51,950 FTI CONSUL COM 302941109 384 12,400 SH SOLE 0 12,400 FULLER H B COM 359694106 3,378 112,800 SH SOLE 0 112,800 FULTON FIN COM 360271100 1,169 46,677 SH SOLE 0 46,677 FURNITURE COM 360921100 9,642 264,524 SH SOLE 0 264,524 G & K SVCS CL A 361268105 5,861 157,313 SH SOLE 0 157,313 GABLES RES COM 362418105 1,616 52,050 SH SOLE 0 52,050 GAIAM INC CL A 36268Q103 201 10,900 SH SOLE 0 10,900 GALLAGHER COM 363576109 10,771 328,700 SH SOLE 0 328,700 GAMESTOP C CL A 36466R101 1,484 73,470 SH SOLE 0 73,470 GANNETT IN COM 364730101 23,820 313,010 SH SOLE 0 313,010 GAP INC DE COM 364760108 7,134 474,307 SH SOLE 0 474,307 GARDNER DE COM 365558105 3,305 134,900 SH SOLE 0 134,900 GARTNER IN COM 366651107 2,419 187,500 SH SOLE 0 187,500 GARTNER IN CL B 366651206 5,272 405,548 SH SOLE 0 405,548 GATEWAY IN COM 367626108 851 134,606 SH SOLE 0 134,606 GATX CORP COM 361448103 4,455 140,100 SH SOLE 0 140,100 GBC BANCOR COM 361475106 2,532 75,700 SH SOLE 0 75,700 GEMSTAR-TV COM 36866W106 3,045 205,900 SH SOLE 0 205,900 GENAISSANC COM 36867W105 80 27,000 SH SOLE 0 27,000 GENCORP IN COM 368682100 5,659 360,000 SH SOLE 0 360,000 GENE LOGIC COM 368689105 576 29,600 SH SOLE 0 29,600 GENENTECH COM 368710406 281 5,571 SH SOLE 0 5,571 GENERAL CA COM 369300108 2,696 188,800 SH SOLE 0 188,800 GENERAL CO CL A 369385109 4,164 478,600 SH SOLE 0 478,600 GENERAL DY COM 369550108 41,802 444,942 SH SOLE 0 444,942 GENERAL EL COM 369604103 316,463 8,450,289 SH SOLE 0 8,450,289 GENERAL GR COM 370021107 8,977 203,108 SH SOLE 0 203,108 GENERAL ML COM 370334104 42,907 878,348 SH SOLE 0 878,348 GENERAL MT COM 370442105 33,055 546,815 SH SOLE 0 546,815 GENERAL MT CL H 370442832 2,997 182,200 SH SOLE 0 182,200 GENESCO IN COM 371532102 7,175 260,250 SH SOLE 0 260,250 GENESIS HE COM 37183F107 550 30,234 SH SOLE 0 30,234 GENESIS HE WTS 37183F115 108 50,759 SH SOLE 0 50,759 GENESIS MI COM 37184C103 2,301 88,500 SH SOLE 0 88,500 GENTA INC COM 37245M207 1,136 67,740 SH SOLE 0 67,740 GENTEX COR COM 371901109 8,394 283,300 SH SOLE 0 283,300 GENTIVA HE COM 37247A102 807 32,600 SH SOLE 0 32,600 GENUINE PA COM 372460105 4,395 119,536 SH SOLE 0 119,536 GENZYME CO COM 372917104 6,171 141,300 SH SOLE 0 141,300 GENZYME CO COM 372917708 903 132,527 SH SOLE 0 132,527 GEORGIA GU COM 373200203 5,499 204,800 SH SOLE 0 204,800 GEORGIA PA COM 373298108 8,204 273,907 SH SOLE 0 273,907 GERBER SCI COM 373730100 1,058 144,000 SH SOLE 0 144,000 GETTY RLTY COM 374297109 995 52,900 SH SOLE 0 52,900 GILEAD SCI COM 375558103 23,357 649,000 SH SOLE 0 649,000 GILLETTE C COM 375766102 27,340 803,877 SH SOLE 0 803,877 GLATFELTER COM 377316104 4,512 251,500 SH SOLE 0 251,500 GLAXOSMITH ADR 37733W105 870 18,500 SH SOLE 0 18,500 GLENBOROUG COM 37803P105 3,477 161,700 SH SOLE 0 161,700 GLOBAL IMA COM 37934A100 1,538 83,600 SH SOLE 0 83,600 GLOBAL IND COM 379336100 173 18,500 SH SOLE 0 18,500 GLOBAL PMT COM 37940X102 7,774 212,121 SH SOLE 0 212,121 GLOBAL POW COM 37941P108 443 35,500 SH SOLE 0 35,500 GLOBAL SPO COM 37937A107 607 35,500 SH SOLE 0 35,500 GLOBALSANT COM G3930E101 1,895 57,942 SH SOLE 0 57,942 GLOBESPANV COM 37957V106 316 21,200 SH SOLE 0 21,200 GOLDEN ST COM 381197102 12,514 421,500 SH SOLE 0 421,500 GOLDEN WES COM 381317106 6,492 102,240 SH SOLE 0 102,240 GOLDMAN SA COM 38141G104 8,571 94,970 SH SOLE 0 94,970 GOODRICH C COM 382388106 1,990 62,881 SH SOLE 0 62,881 GOODYEAR T COM 382550101 2,477 96,867 SH SOLE 0 96,867 GOODYS FAM COM 382588101 1,113 141,800 SH SOLE 0 141,800 GRACO INC COM 384109104 9,019 220,774 SH SOLE 0 220,774 GRAINGER W COM 384802104 7,051 125,394 SH SOLE 0 125,394 GRANITE CO COM 387328107 5,474 222,430 SH SOLE 0 222,430 GRANT PRID COM 38821G101 4,171 304,930 SH SOLE 0 304,930 GREAT ATLA COM 390064103 6,072 217,800 SH SOLE 0 217,800 GREAT LAKE COM 390568103 1,048 37,210 SH SOLE 0 37,210 GREAT LAKE COM 390752103 2,444 144,300 SH SOLE 0 144,300 GREAT PLAI COM 391164100 4,304 172,500 SH SOLE 0 172,500 GREATER BA COM 391648102 4,999 146,500 SH SOLE 0 146,500 GREEN MOUN COM 393154109 577 31,600 SH SOLE 0 31,600 GREENPOINT COM 395384100 19,093 436,900 SH SOLE 0 436,900 GREY WOLF COM 397888108 821 207,300 SH SOLE 0 207,300 GRIFFON CO COM 398433102 4,340 259,080 SH SOLE 0 259,080 GROUP 1 AU COM 398905109 7,466 191,200 SH SOLE 0 191,200 GRUPO IUSA ADR 40050B100 857 238,000 SH SOLE 0 238,000 GRUPO TELE ADR 40049J206 15,283 315,042 SH SOLE 0 315,042 GTECH HLDG COM 400518106 6,469 132,700 SH SOLE 0 132,700 GUCCI GROU COM 401566104 7,325 79,171 SH SOLE 0 79,171 GUIDANT CO COM 401698105 19,771 456,392 SH SOLE 0 456,392 GUILFORD P COM 401829106 90 12,600 SH SOLE 0 12,600 GULFMARK O COM 402629109 300 8,300 SH SOLE 0 8,300 GYMBOREE C COM 403777105 2,538 172,100 SH SOLE 0 172,100 HAEMONETIC COM 405024100 6,240 196,600 SH SOLE 0 196,600 HAGGAR COR COM 405173105 438 35,600 SH SOLE 0 35,600 HAIN CELES COM 405217100 6,440 289,431 SH SOLE 0 289,431 HALL KINIO COM 406069104 848 102,300 SH SOLE 0 102,300 HALLIBURTO COM 406216101 5,392 315,880 SH SOLE 0 315,880 HANCOCK FA COM 409900107 2,668 147,800 SH SOLE 0 147,800 HANCOCK HL COM 410120109 564 10,500 SH SOLE 0 10,500 HANCOCK JO COM 41014S106 8,040 210,530 SH SOLE 0 210,530 HANDLEMAN COM 410252100 508 49,500 SH SOLE 0 49,500 HANDSPRING COM 410293104 186 40,000 SH SOLE 0 40,000 HANOVER CO COM 410768105 4,542 252,500 SH SOLE 0 252,500 HARLAND JO COM 412693103 7,512 258,400 SH SOLE 0 258,400 HARLEY DAV COM 412822108 42,453 770,050 SH SOLE 0 770,050 HARLEYSVIL COM 412824104 2,312 87,500 SH SOLE 0 87,500 HARLEYSVIL COM 412850109 1,250 53,674 SH SOLE 0 53,674 HARMAN INT COM 413086109 10,687 216,552 SH SOLE 0 216,552 HARMONIC I COM 413160102 4,701 405,270 SH SOLE 0 405,270 HARRAHS EN COM 413619107 4,555 102,905 SH SOLE 0 102,905 HARRIS COR COM 413875105 11,118 309,600 SH SOLE 0 309,600 HARSCO COR COM 415864107 4,360 111,400 SH SOLE 0 111,400 HARTE-HANK COM 416196103 5,755 181,900 SH SOLE 0 181,900 HARTFORD F COM 416515104 11,799 173,216 SH SOLE 0 173,216 HASBRO INC COM 418056107 7,867 497,287 SH SOLE 0 497,287 HAWAIIAN E COM 419870100 4,221 95,900 SH SOLE 0 95,900 HCA INC COM 404119109 21,475 487,190 SH SOLE 0 487,190 HCC INS HL COM 404132102 5,762 206,150 SH SOLE 0 206,150 HEADWATERS COM 42210P102 1,851 121,000 SH SOLE 0 121,000 HEALTH CAR COM 421915109 377 9,300 SH SOLE 0 9,300 HEALTH CAR COM 42217K106 581 20,800 SH SOLE 0 20,800 HEALTH MGM CL A 421933102 4,710 227,200 SH SOLE 0 227,200 HEALTH NET COM 42222G108 12,450 453,710 SH SOLE 0 453,710 HEALTHCARE COM 421946104 1,561 51,400 SH SOLE 0 51,400 HEALTHEXTR COM 422211102 622 228,610 SH SOLE 0 228,610 HEALTHSOUT COM 421924101 3,891 271,181 SH SOLE 0 271,181 HEARST-ARG COM 422317107 749 30,300 SH SOLE 0 30,300 HEARTLAND COM 422347104 6,758 338,574 SH SOLE 0 338,574 HEIDRICK & COM 422819102 2,097 100,810 SH SOLE 0 100,810 HEINZ H J COM 423074103 11,309 272,510 SH SOLE 0 272,510 HELIX TECH COM 423319102 7,866 310,654 SH SOLE 0 310,654 HELMERICH COM 423452101 8,540 213,032 SH SOLE 0 213,032 HENRY JACK COM 426281101 7,488 337,600 SH SOLE 0 337,600 HERCULES I COM 427056106 908 68,256 SH SOLE 0 68,256 HERLEY IND COM 427398102 2,254 112,700 SH SOLE 0 112,700 HERSHEY FO COM 427866108 5,135 74,921 SH SOLE 0 74,921 HEWLETT PA COM 428236103 48,945 2,728,274 SH SOLE 0 2,728,274 HIBBETT SP COM 428565105 1,280 54,450 SH SOLE 0 54,450 HIBERNIA C CL A 428656102 9,069 474,800 SH SOLE 0 474,800 HIGHWOODS COM 431284108 1,272 45,300 SH SOLE 0 45,300 HILB ROGAL COM 431294107 6,504 208,460 SH SOLE 0 208,460 HILLENBRAN COM 431573104 11,999 194,700 SH SOLE 0 194,700 HILTON HOT COM 432848109 4,414 308,685 SH SOLE 0 308,685 HISPANIC B CL A 43357B104 10,760 369,500 SH SOLE 0 369,500 HNC SOFTWA COM 40425P107 3,387 201,604 SH SOLE 0 201,604 HOLLYWOOD COM 436141105 2,249 133,890 SH SOLE 0 133,890 HOLOGIC IN COM 436440101 2,243 145,200 SH SOLE 0 145,200 HOME DEPOT COM 437076102 121,443 2,498,308 SH SOLE 0 2,498,308 HOMESTORE COM 437852106 842 311,800 SH SOLE 0 311,800 HON INDS I COM 438092108 4,827 169,900 SH SOLE 0 169,900 HONDA MOTO ADR 438128308 360 17,000 SH SOLE 0 17,000 HONEYWELL COM 438516106 54,043 1,412,159 SH SOLE 0 1,412,159 HOOPER HOL COM 439104100 3,986 379,953 SH SOLE 0 379,953 HORACE MAN COM 440327104 14,969 665,000 SH SOLE 0 665,000 HORMEL FOO COM 440452100 12,111 442,800 SH SOLE 0 442,800 HOSPITALIT COM 44106M102 7,257 211,400 SH SOLE 0 211,400 HOST MARRI COM 44107P104 3,873 324,124 SH SOLE 0 324,124 HOT TOPIC COM 441339108 5,709 273,163 SH SOLE 0 273,163 HOTEL RESE CL A 441451101 2,575 43,700 SH SOLE 0 43,700 HOUSEHOLD COM 441815107 35,338 622,143 SH SOLE 0 622,143 HOUSTON EX COM 442120101 394 12,700 SH SOLE 0 12,700 HOVNANIAN CL A 442487203 322 12,100 SH SOLE 0 12,100 HPL TECHNO COM 40426C105 2,479 150,400 SH SOLE 0 150,400 HRPT PPTYS COM 40426W101 500 55,600 SH SOLE 0 55,600 HUBBELL IN CL B 443510201 8,149 247,700 SH SOLE 0 247,700 HUDSON CIT COM 443683107 2,347 72,300 SH SOLE 0 72,300 HUDSON UNI COM 444165104 12,660 397,997 SH SOLE 0 397,997 HUFFY CORP COM 444356109 395 58,100 SH SOLE 0 58,100 HUGHES SUP COM 444482103 11,484 294,768 SH SOLE 0 294,768 HUMAN GENO COM 444903108 2,730 125,300 SH SOLE 0 125,300 HUMANA INC COM 444859102 1,366 100,994 SH SOLE 0 100,994 HUNT J B T COM 445658107 2,957 104,000 SH SOLE 0 104,000 HUNTINGTON COM 446150104 3,871 196,485 SH SOLE 0 196,485 HURRICANE CL A 44779E106 611 40,700 SH SOLE 0 40,700 HUTCHINSON COM 448407106 14,171 657,000 SH SOLE 0 657,000 HYDRIL CO COM 448774109 1,813 74,400 SH SOLE 0 74,400 HYPERCOM C COM 44913M105 1,230 212,100 SH SOLE 0 212,100 HYPERION S COM 44914M104 8,095 299,715 SH SOLE 0 299,715 I2 TECHNOL COM 465754109 736 145,500 SH SOLE 0 145,500 ICICI LTD ADR 44926P202 487 60,000 SH SOLE 0 60,000 ICN PHARMA COM 448924100 8,145 256,550 SH SOLE 0 256,550 ICU MED IN COM 44930G107 994 27,300 SH SOLE 0 27,300 IDACORP IN COM 451107106 7,225 178,400 SH SOLE 0 178,400 IDEC PHARM COM 449370105 30,993 482,000 SH SOLE 0 482,000 IDENTIX IN COM 451906101 152 17,100 SH SOLE 0 17,100 IDEX CORP COM 45167R104 6,470 174,875 SH SOLE 0 174,875 IDEXX LABS COM 45168D104 8,516 317,276 SH SOLE 0 317,276 IDX SYS CO COM 449491109 309 17,600 SH SOLE 0 17,600 IGEN INC COM 449536101 2,705 71,400 SH SOLE 0 71,400 IHOP CORP COM 449623107 4,001 118,700 SH SOLE 0 118,700 II VI INC COM 902104108 1,154 76,200 SH SOLE 0 76,200 IKON OFFIC COM 451713101 2,526 215,500 SH SOLE 0 215,500 ILEX ONCOL COM 451923106 540 31,300 SH SOLE 0 31,300 ILLINOIS T COM 452308109 18,396 254,270 SH SOLE 0 254,270 ILLUMINA I COM 452327109 506 53,500 SH SOLE 0 53,500 IMAGISTICS COM 45247T104 1,736 109,200 SH SOLE 0 109,200 I-MANY INC COM 44973Q103 206 41,500 SH SOLE 0 41,500 IMATION CO COM 45245A107 2,823 106,400 SH SOLE 0 106,400 IMC GLOBAL COM 449669100 8,077 547,600 SH SOLE 0 547,600 IMCO RECYC COM 449681105 734 82,500 SH SOLE 0 82,500 IMMUNEX CO COM 452528102 23,467 775,500 SH SOLE 0 775,500 IMMUNOGEN COM 45253H101 672 60,700 SH SOLE 0 60,700 IMMUNOMEDI COM 452907108 499 26,300 SH SOLE 0 26,300 IMPATH INC COM 45255G101 4,822 117,500 SH SOLE 0 117,500 IMS HEALTH COM 449934108 5,195 231,416 SH SOLE 0 231,416 INAMED COR COM 453235103 3,948 120,000 SH SOLE 0 120,000 INCO LTD COM 453258402 3,167 161,824 SH SOLE 0 161,824 INCYTE GEN CONV 45337CAC6 1,434 1,947,000 SH SOLE 0 1,947,000 INCYTE GEN COM 45337C102 3,108 261,200 SH SOLE 0 261,200 INDEPENDEN COM 453414104 6,996 248,700 SH SOLE 0 248,700 INDIA FD I COM 454089103 2,043 195,500 SH SOLE 0 195,500 INDUSTRIE ADR 456478106 2,854 193,500 SH SOLE 0 193,500 INDYMAC BA COM 456607100 7,945 321,650 SH SOLE 0 321,650 INFOCUS CO COM 45665B106 2,553 140,200 SH SOLE 0 140,200 INFORMATIO COM 456727106 3,597 124,900 SH SOLE 0 124,900 INFORMATIO COM 456905108 1,507 164,000 SH SOLE 0 164,000 INFORMAX I COM 45677N205 32 18,000 SH SOLE 0 18,000 INFOSYS TE ADR 456788108 3,360 51,300 SH SOLE 0 51,300 INGERSOLL- CL A G4776G101 13,056 261,017 SH SOLE 0 261,017 INGRAM MIC CL A 457153104 1,985 119,950 SH SOLE 0 119,950 INKTOMI CO COM 457277101 162 46,900 SH SOLE 0 46,900 INNKEEPERS COM 4576J0104 138 12,200 SH SOLE 0 12,200 INNOVATIVE COM 45769N105 7,621 772,892 SH SOLE 0 772,892 INPUT/OUTP COM 457652105 2,701 296,759 SH SOLE 0 296,759 INSIGHT CO CL A 45768V108 2,763 131,900 SH SOLE 0 131,900 INSIGHT EN COM 45765U103 5,383 237,761 SH SOLE 0 237,761 INSIGNIA F COM 45767A105 653 57,000 SH SOLE 0 57,000 INSITUFORM CL A 457667103 3,818 151,106 SH SOLE 0 151,106 INSURANCE COM 457875102 1,137 67,900 SH SOLE 0 67,900 INTEGRA LI COM 457985208 394 14,000 SH SOLE 0 14,000 INTEGRATED COM 45811K208 2,177 106,700 SH SOLE 0 106,700 INTEGRATED COM 45819B101 344 12,400 SH SOLE 0 12,400 INTEGRATED COM 458118106 12,995 390,950 SH SOLE 0 390,950 INTEGRATED COM 45812P107 1,137 88,380 SH SOLE 0 88,380 INTEL CORP COM 458140100 200,074 6,579,232 SH SOLE 0 6,579,232 INTER TEL COM 458372109 6,165 333,810 SH SOLE 0 333,810 INTERCEPT COM 45845L107 1,414 39,020 SH SOLE 0 39,020 INTERDIGIT COM 45866A105 662 69,000 SH SOLE 0 69,000 INTERFACE CL A 458665106 1,970 310,200 SH SOLE 0 310,200 INTERGRAPH COM 458683109 493 28,000 SH SOLE 0 28,000 INTERMAGNE COM 458771102 6,665 244,584 SH SOLE 0 244,584 INTERMET C COM 45881K104 1,000 142,500 SH SOLE 0 142,500 INTERMUNE COM 45884X103 1,090 36,262 SH SOLE 0 36,262 INTERNATIO COM 459044103 362 8,200 SH SOLE 0 8,200 INTERNATIO COM 459200101 132,141 1,270,588 SH SOLE 0 1,270,588 INTERNATIO COM 459506101 5,814 166,264 SH SOLE 0 166,264 INTERNATIO COM 459902102 6,095 97,800 SH SOLE 0 97,800 INTERNATIO COM 460043102 5,035 211,900 SH SOLE 0 211,900 INTERNATIO COM 460254105 12,899 284,050 SH SOLE 0 284,050 INTERNATIO CL A 460335201 9,771 213,800 SH SOLE 0 213,800 INTERNET C CONV 46059CAA4 1,842 4,635,000 SH SOLE 0 4,635,000 INTERNET S COM 46060X107 4,852 212,360 SH SOLE 0 212,360 INTERNEURO COM 460573108 401 45,800 SH SOLE 0 45,800 INTERPUBLI COM 460690100 6,587 192,168 SH SOLE 0 192,168 INTERSIL C CL A 46069S109 1,952 68,850 SH SOLE 0 68,850 INTERSTATE COM 46072H108 4,961 204,900 SH SOLE 0 204,900 INTERVOICE COM 461142101 1,208 188,700 SH SOLE 0 188,700 INTL PAPER COM 460146103 15,182 352,978 SH SOLE 0 352,978 INTUIT COM 461202103 5,167 134,700 SH SOLE 0 134,700 INVACARE C COM 461203101 7,695 204,656 SH SOLE 0 204,656 INVESTMENT COM 46145F105 13,785 261,385 SH SOLE 0 261,385 INVESTORS COM 461915100 9,334 122,740 SH SOLE 0 122,740 IOMEGA COR COM 462030305 284 32,100 SH SOLE 0 32,100 IONICS INC COM 462218108 4,090 127,568 SH SOLE 0 127,568 IPC HLDGS COM G4933P101 5,311 163,200 SH SOLE 0 163,200 IRON MTN I COM 462846106 4,651 146,630 SH SOLE 0 146,630 IRWIN FINL COM 464119106 945 50,500 SH SOLE 0 50,500 ISHARES IN COM 464286400 20,464 1,546,800 SH SOLE 0 1,546,800 ISHARES IN COM 464286772 16,451 716,800 SH SOLE 0 716,800 ISHARES TR COM 464287408 6,577 117,598 SH SOLE 0 117,598 ISHARES TR COM 464287465 8,558 71,257 SH SOLE 0 71,257 ISHARES TR COM 464287648 5,442 96,300 SH SOLE 0 96,300 ISHARES TR COM 464287655 1,802 18,000 SH SOLE 0 18,000 ISHARES TR COM 464287705 22,413 227,200 SH SOLE 0 227,200 ISHARES TR COM 464287804 30,296 247,335 SH SOLE 0 247,335 ISIS PHARM COM 464330109 587 36,490 SH SOLE 0 36,490 ISLE OF CA COM 464592104 577 31,300 SH SOLE 0 31,300 ITRON INC COM 465741106 4,843 162,800 SH SOLE 0 162,800 ITT EDUCAT COM 45068B109 5,886 130,800 SH SOLE 0 130,800 ITT INDS I COM 450911102 6,105 96,849 SH SOLE 0 96,849 IVAX CORP COM 465823102 8,238 513,250 SH SOLE 0 513,250 IXIA COM 45071R109 757 89,100 SH SOLE 0 89,100 IXYS CORP COM 46600W106 677 57,950 SH SOLE 0 57,950 J & J SNAC COM 466032109 1,813 48,500 SH SOLE 0 48,500 J D EDWARD COM 281667105 361 20,000 SH SOLE 0 20,000 J JILL GRO COM 466189107 4,578 160,900 SH SOLE 0 160,900 J P MORGAN COM 46625H100 91,536 2,567,637 SH SOLE 0 2,567,637 JABIL CIRC COM 466313103 3,624 154,000 SH SOLE 0 154,000 JACK IN TH COM 466367109 6,641 223,990 SH SOLE 0 223,990 JACOBS ENG COM 469814107 9,289 130,300 SH SOLE 0 130,300 JAKKS PAC COM 47012E106 2,432 106,900 SH SOLE 0 106,900 JDA SOFTWA COM 46612K108 3,162 99,180 SH SOLE 0 99,180 JDN RLTY C COM 465917102 566 44,300 SH SOLE 0 44,300 JDS UNIPHA COM 46612J101 6,324 1,073,709 SH SOLE 0 1,073,709 JEFFERIES COM 472319102 9,068 188,138 SH SOLE 0 188,138 JEFFERSON COM 475070108 8,454 168,801 SH SOLE 0 168,801 JLG INDS I COM 466210101 3,580 241,873 SH SOLE 0 241,873 JNI CORP COM 46622G105 120 16,900 SH SOLE 0 16,900 JO-ANN STO CL A 47758P109 5,358 332,000 SH SOLE 0 332,000 JO-ANN STO CL B 47758P208 5,093 393,300 SH SOLE 0 393,300 JOHN NUVEE CL A 478035108 248 4,500 SH SOLE 0 4,500 JOHNSON & COM 478160104 167,518 2,579,185 SH SOLE 0 2,579,185 JOHNSON CT COM 478366107 11,281 127,741 SH SOLE 0 127,741 JONES APPA COM 480074103 6,480 185,400 SH SOLE 0 185,400 JONES LANG COM 48020Q107 1,898 85,700 SH SOLE 0 85,700 JOY GLOBAL COM 481165108 2,008 123,219 SH SOLE 0 123,219 JUNIPER NE CONV 48203RAA2 2,743 3,870,000 SH SOLE 0 3,870,000 K MART COR COM 482584109 343 214,266 SH SOLE 0 214,266 K V PHARMA CL B 482740107 1,066 32,600 SH SOLE 0 32,600 K V PHARMA CL A 482740206 5,750 197,597 SH SOLE 0 197,597 K2 INC COM 482732104 655 100,400 SH SOLE 0 100,400 KAMAN CORP CL A 483548103 2,378 140,300 SH SOLE 0 140,300 KANA SOFTW COM 483600300 436 24,200 SH SOLE 0 24,200 KANSAS CIT COM 485170302 5,318 333,600 SH SOLE 0 333,600 KAYDON COR COM 486587108 2,252 83,400 SH SOLE 0 83,400 KB HOME COM 48666K109 3,177 73,212 SH SOLE 0 73,212 KEANE INC COM 486665102 3,886 227,900 SH SOLE 0 227,900 KEITHLEY I COM 487584104 2,039 92,800 SH SOLE 0 92,800 KELLOGG CO COM 487836108 10,202 303,905 SH SOLE 0 303,905 KELLWOOD C COM 488044108 3,828 157,579 SH SOLE 0 157,579 KELLY SVCS CL A 488152208 2,823 100,000 SH SOLE 0 100,000 KEMET CORP COM 488360108 5,503 284,100 SH SOLE 0 284,100 KENDLE INT COM 48880L107 744 40,000 SH SOLE 0 40,000 KENNAMETAL COM 489170100 7,585 187,600 SH SOLE 0 187,600 KENSEY NAS COM 490057106 2,004 121,000 SH SOLE 0 121,000 KERR MCGEE COM 492386107 4,071 64,772 SH SOLE 0 64,772 KEY ENERGY COM 492914106 4,378 408,430 SH SOLE 0 408,430 KEY PRODTN COM 493138101 2,077 109,600 SH SOLE 0 109,600 KEYCORP NE COM 493267108 8,068 302,744 SH SOLE 0 302,744 KEYSPAN CO COM 49337W100 4,229 116,200 SH SOLE 0 116,200 KEYSTONE A COM 49338N109 186 10,800 SH SOLE 0 10,800 KEYSTONE P COM 493596100 465 33,000 SH SOLE 0 33,000 KILROY RLT COM 49427F108 4,954 175,600 SH SOLE 0 175,600 KIMBERLY C COM 494368103 21,642 334,755 SH SOLE 0 334,755 KIMCO REAL COM 49446R109 8,588 262,641 SH SOLE 0 262,641 KINDER MOR COM 49455P101 4,349 89,800 SH SOLE 0 89,800 KINDER MOR COM 49455U100 1,864 55,388 SH SOLE 0 55,388 KING PHARM COM 495582108 5,922 169,166 SH SOLE 0 169,166 KIRBY CORP COM 497266106 4,120 137,780 SH SOLE 0 137,780 KLA-TENCOR COM 482480100 15,691 235,956 SH SOLE 0 235,956 KNIGHT RID COM 499040103 6,310 91,858 SH SOLE 0 91,858 KNIGHT TRA COM 499064103 1,067 50,450 SH SOLE 0 50,450 KOGER EQUI COM 500228101 343 19,200 SH SOLE 0 19,200 KOHLS CORP COM 500255104 79,133 1,112,200 SH SOLE 0 1,112,200 KONINKLIJK COM 500472303 1,299 43,000 SH SOLE 0 43,000 KOOKMIN BK ADR 50049M109 299 7,100 SH SOLE 0 7,100 KOPIN CORP COM 500600101 3,404 373,700 SH SOLE 0 373,700 KOREA ELEC ADR 500631106 1,094 103,800 SH SOLE 0 103,800 KOREA TELE ADR 50063P103 20,339 848,148 SH SOLE 0 848,148 KORN FERRY COM 500643200 1,048 105,300 SH SOLE 0 105,300 KPMG CONSU COM 48265R109 2,063 102,150 SH SOLE 0 102,150 KRAFT FOOD CL A 50075N104 11,178 289,221 SH SOLE 0 289,221 KRISPY KRE COM 501014104 1,613 39,476 SH SOLE 0 39,476 KROGER CO COM 501044101 8,901 401,690 SH SOLE 0 401,690 KROLL INC COM 501049100 2,321 139,400 SH SOLE 0 139,400 KRONOS INC COM 501052104 7,253 154,375 SH SOLE 0 154,375 K-SWISS IN CL A 482686102 2,443 58,200 SH SOLE 0 58,200 KULICKE & COM 501242101 10,856 521,674 SH SOLE 0 521,674 L-3 COMMUN COM 502424104 13,653 121,900 SH SOLE 0 121,900 LA QUINTA COM 50419U202 543 76,000 SH SOLE 0 76,000 LA Z BOY I COM 505336107 15,859 577,756 SH SOLE 0 577,756 LABOR READ COM 505401208 1,374 176,150 SH SOLE 0 176,150 LABORATORY COM 50540R409 4,203 43,850 SH SOLE 0 43,850 LABRANCHE COM 505447102 5,254 169,200 SH SOLE 0 169,200 LACLEDE GR COM 505597104 2,621 112,500 SH SOLE 0 112,500 LAM RESEAR COM 512807108 12,496 426,200 SH SOLE 0 426,200 LAMAR ADVE CL A 512815101 864 21,280 SH SOLE 0 21,280 LANCASTER COM 513847103 4,524 122,150 SH SOLE 0 122,150 LANCE INC COM 514606102 3,648 255,100 SH SOLE 0 255,100 LANDAMERIC COM 514936103 5,021 145,000 SH SOLE 0 145,000 LANDRYS RE COM 51508L103 3,899 169,800 SH SOLE 0 169,800 LANDS END COM 515086106 4,765 106,200 SH SOLE 0 106,200 LANDSTAR S COM 515098101 4,586 49,413 SH SOLE 0 49,413 LATTICE SE COM 518415104 6,973 397,800 SH SOLE 0 397,800 LAUDER EST CL A 518439104 1,749 51,200 SH SOLE 0 51,200 LAWSON PRO COM 520776105 1,548 53,700 SH SOLE 0 53,700 LEAR CORP COM 521865105 10,303 216,450 SH SOLE 0 216,450 LEE ENTERP COM 523768109 9,066 245,700 SH SOLE 0 245,700 LEGATO SYS COM 524651106 2,246 249,300 SH SOLE 0 249,300 LEGG MASON COM 524901105 10,549 198,746 SH SOLE 0 198,746 LEGGETT & COM 524660107 3,132 126,300 SH SOLE 0 126,300 LEHMAN BRO COM 524908100 16,953 262,274 SH SOLE 0 262,274 LENNAR COR COM 526057104 11,736 222,450 SH SOLE 0 222,450 LENNOX INT COM 526107107 4,688 354,646 SH SOLE 0 354,646 LEUCADIA N COM 527288104 5,513 154,200 SH SOLE 0 154,200 LEXMARK IN CL A 529771107 4,735 82,800 SH SOLE 0 82,800 LIBBEY INC COM 529898108 4,299 111,604 SH SOLE 0 111,604 LIBERTY ME COM 530718105 18,147 1,435,700 SH SOLE 0 1,435,700 LIBERTY PP COM 531172104 4,990 154,744 SH SOLE 0 154,744 LIFEPOINT COM 53219L109 7,233 195,700 SH SOLE 0 195,700 LIGAND PHA CL B 53220K207 316 16,000 SH SOLE 0 16,000 LILLY ELI COM 532457108 63,773 836,919 SH SOLE 0 836,919 LIMITED IN COM 532716107 7,204 402,476 SH SOLE 0 402,476 LINCARE HL COM 532791100 10,471 386,100 SH SOLE 0 386,100 LINCOLN EL COM 533900106 1,071 37,500 SH SOLE 0 37,500 LINCOLN NA COM 534187109 10,762 212,152 SH SOLE 0 212,152 LINDSAY MF COM 535555106 1,585 65,100 SH SOLE 0 65,100 LINEAR TEC COM 535678106 13,814 312,400 SH SOLE 0 312,400 LINENS N T COM 535679104 11,096 363,463 SH SOLE 0 363,463 LITHIA MTR CL A 536797103 2,337 94,600 SH SOLE 0 94,600 LIZ CLAIBO COM 539320101 2,252 79,394 SH SOLE 0 79,394 LNR PPTY C COM 501940100 389 11,100 SH SOLE 0 11,100 LOCAL FINL COM 539553107 1,986 126,200 SH SOLE 0 126,200 LOCKHEED M COM 539830109 23,372 405,910 SH SOLE 0 405,910 LOEWS CORP COM 540424108 8,984 153,358 SH SOLE 0 153,358 LOEWS CORP COM 540424207 273 9,100 SH SOLE 0 9,100 LOGITECH I ADR 541419107 1,681 35,610 SH SOLE 0 35,610 LO-JACK CO COM 539451104 69 13,000 SH SOLE 0 13,000 LONE STAR COM 542307103 2,812 134,600 SH SOLE 0 134,600 LONE STAR COM 542312103 3,244 142,200 SH SOLE 0 142,200 LONGS DRUG COM 543162101 3,225 115,703 SH SOLE 0 115,703 LONGVIEW F COM 543213102 1,467 142,400 SH SOLE 0 142,400 LORAL SPAC COM G56462107 153 71,100 SH SOLE 0 71,100 LOUISIANA COM 546347105 646 60,119 SH SOLE 0 60,119 LOWES COS COM 548661107 49,785 1,144,741 SH SOLE 0 1,144,741 LSI INDS I COM 50216C108 1,625 82,200 SH SOLE 0 82,200 LSI LOGIC CONV 502161AE2 4,223 4,910,000 SH SOLE 0 4,910,000 LSI LOGIC COM 502161102 5,236 308,022 SH SOLE 0 308,022 LTX CORP COM 502392103 7,309 268,800 SH SOLE 0 268,800 LUBRIZOL C COM 549271104 5,361 154,100 SH SOLE 0 154,100 LUBYS INC COM 549282101 853 125,400 SH SOLE 0 125,400 LUCENT TEC COM 549463107 10,664 2,254,555 SH SOLE 0 2,254,555 LUXOTTICA ADR 55068R202 12,901 665,700 SH SOLE 0 665,700 LYDALL INC COM 550819106 1,262 89,000 SH SOLE 0 89,000 LYONDELL C COM 552078107 6,441 387,800 SH SOLE 0 387,800 M & T BK C COM 55261F104 21,222 264,050 SH SOLE 0 264,050 M D C HLDG COM 552676108 7,991 184,986 SH SOLE 0 184,986 MACATAWA B COM 554225102 1,079 54,500 SH SOLE 0 54,500 MACDERMID COM 554273102 4,109 189,696 SH SOLE 0 189,696 MACERICH C COM 554382101 13,962 463,100 SH SOLE 0 463,100 MACK CALI COM 554489104 52,901 1,525,400 SH SOLE 0 1,525,400 MACROMEDIA COM 556100105 9,353 458,040 SH SOLE 0 458,040 MACROVISIO COM 555904101 3,766 141,300 SH SOLE 0 141,300 MAF BANCOR COM 55261R108 4,530 128,501 SH SOLE 0 128,501 MAGMA DESI COM 559181102 749 38,470 SH SOLE 0 38,470 MAGNA ENTM CL A 559211107 225 27,800 SH SOLE 0 27,800 MAGNETEK I COM 559424106 1,691 144,500 SH SOLE 0 144,500 MAGYAR TAV ADR 559776109 1,204 68,900 SH SOLE 0 68,900 MANDALAY R COM 562567107 8,163 265,900 SH SOLE 0 265,900 MANHATTAN COM 562750109 12,142 318,690 SH SOLE 0 318,690 MANITOWOC COM 563571108 8,330 210,875 SH SOLE 0 210,875 MANOR CARE COM 564055101 2,813 120,722 SH SOLE 0 120,722 MANPOWER I COM 56418H100 11,746 302,100 SH SOLE 0 302,100 MANTECH IN CL A 564563104 1,284 69,050 SH SOLE 0 69,050 MANUFACTUR COM 564682102 3,749 113,600 SH SOLE 0 113,600 MANUFACTUR COM 565005105 125 23,800 SH SOLE 0 23,800 MANUGISTIC COM 565011103 2,125 98,950 SH SOLE 0 98,950 MAPINFO CO COM 565105103 836 83,600 SH SOLE 0 83,600 MARATHON O COM 565849106 37,969 1,318,354 SH SOLE 0 1,318,354 MARCUS COR COM 566330106 2,677 166,050 SH SOLE 0 166,050 MARKEL COR COM 570535104 1,791 8,800 SH SOLE 0 8,800 MARRIOTT I CL A 571903202 9,101 202,471 SH SOLE 0 202,471 MARSH & MC COM 571748102 16,375 145,244 SH SOLE 0 145,244 MARSHALL & COM 571834100 6,336 101,800 SH SOLE 0 101,800 MARTEK BIO COM 572901106 727 23,100 SH SOLE 0 23,100 MARTHA STE CL A 573083102 1,208 67,500 SH SOLE 0 67,500 MARTIN MAR COM 573284106 5,887 139,439 SH SOLE 0 139,439 MASCO CORP COM 574599106 7,911 288,186 SH SOLE 0 288,186 MASSEY ENE COM 576206106 7,439 440,200 SH SOLE 0 440,200 MATERIAL S COM 576674105 923 88,300 SH SOLE 0 88,300 MATRIXONE COM 57685P304 535 60,000 SH SOLE 0 60,000 MATTEL INC COM 577081102 9,906 475,336 SH SOLE 0 475,336 MAVERICK T COM 577914104 1,142 70,000 SH SOLE 0 70,000 MAX RE CAP COM G6052F103 1,774 109,500 SH SOLE 0 109,500 MAXIM INTE COM 57772K101 13,476 241,900 SH SOLE 0 241,900 MAXIMUS IN COM 577933104 4,064 132,236 SH SOLE 0 132,236 MAXTOR COR COM 577729205 4,731 680,656 SH SOLE 0 680,656 MAXYGEN IN COM 577776107 143 11,400 SH SOLE 0 11,400 MAY DEPT S COM 577778103 7,815 224,236 SH SOLE 0 224,236 MAYTAG COR COM 578592107 1,707 38,582 SH SOLE 0 38,582 MBIA INC COM 55262C100 9,627 176,037 SH SOLE 0 176,037 MBNA CORP COM 55262L100 67,538 1,751,059 SH SOLE 0 1,751,059 MCAFEE COM CL A 579062100 689 41,850 SH SOLE 0 41,850 MCCLATCHY CL A 579489105 4,515 76,050 SH SOLE 0 76,050 MCCORMICK COM 579780206 10,236 200,200 SH SOLE 0 200,200 MCDATA COR CL A 580031201 3,888 327,562 SH SOLE 0 327,562 MCDERMOTT COM 580037109 480 30,898 SH SOLE 0 30,898 MCDONALDS COM 580135101 33,497 1,207,115 SH SOLE 0 1,207,115 MCGRAW HIL COM 580645109 8,557 125,374 SH SOLE 0 125,374 MCKESSON C COM 58155Q103 9,031 241,290 SH SOLE 0 241,290 MCSI INC COM 55270M108 1,133 95,100 SH SOLE 0 95,100 MDU RES GR COM 552690109 6,039 194,800 SH SOLE 0 194,800 MEADE INST COM 583062104 709 198,000 SH SOLE 0 198,000 MEADWESTVA COM 583334107 5,196 156,757 SH SOLE 0 156,757 MEASUREMEN COM 583421102 826 118,800 SH SOLE 0 118,800 MEDALLION COM 583928106 427 55,000 SH SOLE 0 55,000 MEDIA GEN CL A 584404107 4,064 64,000 SH SOLE 0 64,000 MEDIACOM C CL A 58446K105 5,626 401,600 SH SOLE 0 401,600 MEDICINES COM 584688105 1,061 74,400 SH SOLE 0 74,400 MEDICIS PH CL A 584690309 11,086 199,752 SH SOLE 0 199,752 MEDIMMUNE COM 584699102 10,846 275,770 SH SOLE 0 275,770 MEDQUIST I COM 584949101 2,427 80,900 SH SOLE 0 80,900 MEDTRONIC COM 585055106 45,665 1,010,058 SH SOLE 0 1,010,058 MELLON FIN COM 58551A108 10,175 263,664 SH SOLE 0 263,664 MEMBERWORK COM 586002107 1,690 89,300 SH SOLE 0 89,300 MENS WEARH COM 587118100 8,562 366,682 SH SOLE 0 366,682 MENTOR COR COM 587188103 7,055 195,550 SH SOLE 0 195,550 MENTOR GRA COM 587200106 7,445 352,200 SH SOLE 0 352,200 MERCANTILE COM 587405101 9,604 222,000 SH SOLE 0 222,000 MERCK & CO COM 589331107 115,814 2,011,363 SH SOLE 0 2,011,363 MERCURY CO COM 589378108 4,033 126,203 SH SOLE 0 126,203 MERCURY IN COM 589405109 1,788 47,500 SH SOLE 0 47,500 MEREDITH C COM 589433101 1,283 30,172 SH SOLE 0 30,172 MERIDIAN B COM 589584101 86 12,600 SH SOLE 0 12,600 MERIDIAN R COM 58977Q109 332 67,800 SH SOLE 0 67,800 MERISTAR H COM 58984Y103 812 44,500 SH SOLE 0 44,500 MERITAGE C COM 59001A102 697 10,900 SH SOLE 0 10,900 MERIX CORP COM 590049102 1,256 67,200 SH SOLE 0 67,200 MERRILL LY COM 590188108 54,451 983,222 SH SOLE 0 983,222 MESA AIR G COM 590479101 3,202 285,900 SH SOLE 0 285,900 METAWAVE C COM 591409107 17 33,800 SH SOLE 0 33,800 METHODE EL CL A 591520200 3,271 262,700 SH SOLE 0 262,700 METLIFE IN COM 59156R108 22,261 706,700 SH SOLE 0 706,700 METRIS COS COM 591598107 6,304 315,200 SH SOLE 0 315,200 METRO ONE COM 59163F105 3,514 138,600 SH SOLE 0 138,600 METRON TEC COM N5665B105 1,843 169,700 SH SOLE 0 169,700 METTLER TO COM 592688105 2,168 47,900 SH SOLE 0 47,900 MFC BANCOR COM 55271X202 1,618 156,375 SH SOLE 0 156,375 MGI PHARMA COM 552880106 1,852 134,600 SH SOLE 0 134,600 MGIC INVT COM 552848103 5,177 75,648 SH SOLE 0 75,648 MICHAELS S COM 594087108 53,543 1,416,488 SH SOLE 0 1,416,488 MICREL INC COM 594793101 6,716 266,300 SH SOLE 0 266,300 MICROCHIP COM 595017104 17,407 416,134 SH SOLE 0 416,134 MICRON TEC COM 595112103 46,302 1,407,370 SH SOLE 0 1,407,370 MICROS SYS COM 594901100 2,492 97,900 SH SOLE 0 97,900 MICROSEMI COM 595137100 4,157 254,700 SH SOLE 0 254,700 MICROSOFT COM 594918104 281,048 4,660,049 SH SOLE 0 4,660,049 MICROSTRAT CL A 594972101 117 38,500 SH SOLE 0 38,500 MICROTUNE COM 59514P109 1,621 112,820 SH SOLE 0 112,820 MID ATLANT COM 59523C107 11,790 413,670 SH SOLE 0 413,670 MIDAS GROU COM 595626102 1,189 83,400 SH SOLE 0 83,400 MIDCAP SPD COM 595635103 64,580 653,645 SH SOLE 0 653,645 MIDWAY GAM COM 598148104 6,849 508,850 SH SOLE 0 508,850 MIDWEST EX COM 597911106 1,571 85,900 SH SOLE 0 85,900 MILACRON I COM 598709103 3,150 215,873 SH SOLE 0 215,873 MILLENNIUM COM 599902103 17,408 780,271 SH SOLE 0 780,271 MILLER HER COM 600544100 5,272 221,700 SH SOLE 0 221,700 MILLIPORE COM 601073109 1,338 30,241 SH SOLE 0 30,241 MILLS CORP COM 601148109 582 20,800 SH SOLE 0 20,800 MIM CORP COM 553044108 627 38,000 SH SOLE 0 38,000 MINERALS T COM 603158106 3,935 75,000 SH SOLE 0 75,000 MINNESOTA COM 604059105 25,474 221,495 SH SOLE 0 221,495 MIPS TECHN CL A 604567107 355 48,300 SH SOLE 0 48,300 MIPS TECHN CL B 604567206 776 115,800 SH SOLE 0 115,800 MIRANT COR COM 604675108 4,338 300,214 SH SOLE 0 300,214 MISSISSIPP COM 605288208 369 134,049 SH SOLE 0 134,049 MOBILE MIN COM 60740F105 5,852 181,840 SH SOLE 0 181,840 MOBILE TEL ADR 607409109 4,454 121,814 SH SOLE 0 121,814 MODINE MFG COM 607828100 3,312 122,706 SH SOLE 0 122,706 MOHAWK IND COM 608190104 10,951 182,250 SH SOLE 0 182,250 MOLDFLOW C COM 608507109 500 37,000 SH SOLE 0 37,000 MOLEX INC COM 608554101 2,972 85,727 SH SOLE 0 85,727 MOLEX INC CL A 608554200 2,729 89,200 SH SOLE 0 89,200 MONACO COA COM 60886R103 3,989 164,150 SH SOLE 0 164,150 MONDAVI RO CL A 609200100 863 24,000 SH SOLE 0 24,000 MONOLITHIC COM 609842109 610 53,000 SH SOLE 0 53,000 MONSANTO C COM 61166W101 1,270 40,200 SH SOLE 0 40,200 MONY GROUP COM 615337102 5,350 132,700 SH SOLE 0 132,700 MOODYS COR COM 615369105 4,294 104,470 SH SOLE 0 104,470 MOOG INC CL A 615394202 1,078 33,700 SH SOLE 0 33,700 MOORE LTD COM 615785102 1,549 119,100 SH SOLE 0 119,100 MORGAN STA COM 617446448 97,934 1,708,850 SH SOLE 0 1,708,850 MOTOROLA I COM 620076109 26,969 1,899,243 SH SOLE 0 1,899,243 MOVIE GALL COM 624581104 640 37,250 SH SOLE 0 37,250 MPS GROUP COM 553409103 5,568 636,300 SH SOLE 0 636,300 MRO SOFTWA COM 55347W105 1,691 135,900 SH SOLE 0 135,900 MRV COMMUN COM 553477100 131 46,440 SH SOLE 0 46,440 MSC INDL D CL A 553530106 298 13,000 SH SOLE 0 13,000 MSC SOFTWA COM 553531104 3,356 145,900 SH SOLE 0 145,900 MTR GAMING COM 553769100 534 34,600 SH SOLE 0 34,600 MTS SYS CO COM 553777103 519 47,400 SH SOLE 0 47,400 MUELLER IN COM 624756102 6,668 190,560 SH SOLE 0 190,560 MULTIMEDIA COM 625453105 1,984 56,120 SH SOLE 0 56,120 MURPHY OIL COM 626717102 12,408 129,250 SH SOLE 0 129,250 MYERS INDS COM 628464109 1,925 132,741 SH SOLE 0 132,741 MYLAN LABS COM 628530107 13,139 446,000 SH SOLE 0 446,000 MYRIAD GEN COM 62855J104 1,275 38,045 SH SOLE 0 38,045 NABORS IND COM 629568106 4,533 107,300 SH SOLE 0 107,300 NAM TAI EL COM 629865205 1,137 60,300 SH SOLE 0 60,300 NANOMETRIC COM 630077105 920 49,900 SH SOLE 0 49,900 NASH FINCH COM 631158102 3,254 119,400 SH SOLE 0 119,400 NASSDA COR COM 63172M101 961 63,200 SH SOLE 0 63,200 NATIONAL C COM 635405103 14,117 458,938 SH SOLE 0 458,938 NATIONAL C COM 63545P104 16,666 599,505 SH SOLE 0 599,505 NATIONAL F COM 636180101 6,248 256,600 SH SOLE 0 256,600 NATIONAL G COM 63623G109 104 14,100 SH SOLE 0 14,100 NATIONAL G ADR 636274102 281 8,586 SH SOLE 0 8,586 NATIONAL H COM 63633D104 219 15,000 SH SOLE 0 15,000 NATIONAL I COM 636491102 125 32,000 SH SOLE 0 32,000 NATIONAL I COM 636518102 5,968 142,700 SH SOLE 0 142,700 NATIONAL P COM 637215104 1,099 38,200 SH SOLE 0 38,200 NATIONAL S COM 637640103 4,130 122,585 SH SOLE 0 122,585 NATIONAL-O COM 637071101 24,555 969,400 SH SOLE 0 969,400 NATIONWIDE CL A 638612101 702 16,400 SH SOLE 0 16,400 NATURES SU COM 639027101 1,020 91,000 SH SOLE 0 91,000 NAUTICA EN COM 639089101 2,880 190,000 SH SOLE 0 190,000 NAVISTAR I COM 63934E108 5,202 117,435 SH SOLE 0 117,435 NBTY INC COM 628782104 7,421 435,014 SH SOLE 0 435,014 NCO GROUP COM 628858102 3,129 112,700 SH SOLE 0 112,700 NCR CORP N COM 62886E108 8,646 193,200 SH SOLE 0 193,200 NDCHEALTH COM 639480102 10,819 297,302 SH SOLE 0 297,302 NEIMAN MAR CL A 640204202 5,347 155,200 SH SOLE 0 155,200 NELSON THO COM 640376109 977 80,400 SH SOLE 0 80,400 NEOSE TECH COM 640522108 3,163 98,700 SH SOLE 0 98,700 NETBANK IN COM 640933107 828 49,000 SH SOLE 0 49,000 NETEGRITY COM 64110P107 3,217 217,500 SH SOLE 0 217,500 NETIQ CORP COM 64115P102 3,172 145,455 SH SOLE 0 145,455 NETRATINGS COM 64116M108 206 17,000 SH SOLE 0 17,000 NETSOLVE I COM 64115J106 6,380 807,576 SH SOLE 0 807,576 NETWORK AP COM 64120L104 4,732 232,175 SH SOLE 0 232,175 NETWORK EQ COM 641208103 500 97,100 SH SOLE 0 97,100 NETWORKS A COM 640938106 10,866 449,000 SH SOLE 0 449,000 NEUBERGER COM 641234109 9,192 196,200 SH SOLE 0 196,200 NEUROCRINE COM 64125C109 666 16,400 SH SOLE 0 16,400 NEUROGEN C COM 64124E106 595 46,600 SH SOLE 0 46,600 NEW CENTUR COM 64352D101 4,052 178,500 SH SOLE 0 178,500 NEW ENGLAN COM 643872104 1,838 71,600 SH SOLE 0 71,600 NEW JERSEY COM 646025106 6,544 216,390 SH SOLE 0 216,390 NEW PLAN E COM 648053106 7,222 360,200 SH SOLE 0 360,200 NEW YORK C COM 649445103 9,708 351,100 SH SOLE 0 351,100 NEW YORK T CL A 650111107 3,788 79,142 SH SOLE 0 79,142 NEWELL RUB COM 651229106 6,147 192,345 SH SOLE 0 192,345 NEWFIELD E COM 651290108 11,924 322,362 SH SOLE 0 322,362 NEWMONT MI COM 651639106 17,747 640,917 SH SOLE 0 640,917 NEWPARK RE COM 651718504 141 18,200 SH SOLE 0 18,200 NEWPORT CO COM 651824104 4,235 177,190 SH SOLE 0 177,190 NEWS CORP ADR 652487703 12,746 449,117 SH SOLE 0 449,117 NEXTEL COM CL A 65332V103 3,757 698,346 SH SOLE 0 698,346 NEXTEL PAR CL A 65333F107 1,569 260,700 SH SOLE 0 260,700 NICE SYS L ADR 653656108 332 24,500 SH SOLE 0 24,500 NICOR INC COM 654086107 1,265 27,777 SH SOLE 0 27,777 NIKE INC CL B 654106103 11,918 198,598 SH SOLE 0 198,598 NISOURCE I COM 65473P105 5,719 249,212 SH SOLE 0 249,212 NMS COMMUN COM 629248105 245 57,500 SH SOLE 0 57,500 NOBLE AFFI COM 654894104 7,320 187,400 SH SOLE 0 187,400 NOBLE DRIL COM 655042109 5,997 144,900 SH SOLE 0 144,900 NOKIA CORP ADR 654902204 25,562 1,232,500 SH SOLE 0 1,232,500 NORDSON CO COM 655663102 2,789 92,500 SH SOLE 0 92,500 NORDSTROM COM 655664100 2,839 115,858 SH SOLE 0 115,858 NORFOLK SO COM 655844108 7,031 293,676 SH SOLE 0 293,676 NORTEL NET COM 656568102 10,139 2,258,167 SH SOLE 0 2,258,167 NORTH FORK COM 659424105 19,464 547,360 SH SOLE 0 547,360 NORTHEAST COM 664397106 7,761 390,600 SH SOLE 0 390,600 NORTHERN T COM 665859104 10,767 179,118 SH SOLE 0 179,118 NORTHROP G COM 666807102 9,490 83,949 SH SOLE 0 83,949 NORTHWEST COM 667655104 4,110 146,725 SH SOLE 0 146,725 NORTHWESTE COM 668074107 3,514 159,721 SH SOLE 0 159,721 NOVELL INC COM 670006105 860 221,148 SH SOLE 0 221,148 NOVELLUS S COM 670008101 9,221 170,310 SH SOLE 0 170,310 NOVEN PHAR COM 670009109 4,908 236,652 SH SOLE 0 236,652 NPS PHARMA COM 62936P103 1,547 47,400 SH SOLE 0 47,400 NRG ENERGY COM 629377102 1,577 130,800 SH SOLE 0 130,800 NS GROUP I COM 628916108 227 24,900 SH SOLE 0 24,900 NSTAR COM 67019E107 6,701 147,800 SH SOLE 0 147,800 NU SKIN EN CL A 67018T105 221 20,600 SH SOLE 0 20,600 NUCOR CORP COM 670346105 4,443 69,158 SH SOLE 0 69,158 NUEVO ENER COM 670509108 1,417 95,100 SH SOLE 0 95,100 NUI CORP COM 629431107 2,157 86,700 SH SOLE 0 86,700 NUMERICAL COM 67053T101 278 20,600 SH SOLE 0 20,600 NVIDIA COR COM 67066G104 5,456 123,000 SH SOLE 0 123,000 NVR INC COM 62944T105 20,008 63,417 SH SOLE 0 63,417 NYFIX INC COM 670712108 2,352 157,200 SH SOLE 0 157,200 O CHARLEYS COM 670823103 2,246 104,200 SH SOLE 0 104,200 O REILLY A COM 686091109 12,616 399,623 SH SOLE 0 399,623 OAK TECHNO COM 671802106 2,824 189,780 SH SOLE 0 189,780 OCCIDENTAL COM 674599105 7,813 268,031 SH SOLE 0 268,031 OCEAN ENER COM 67481E106 10,316 521,250 SH SOLE 0 521,250 OCEANEERIN COM 675232102 4,626 159,500 SH SOLE 0 159,500 OCULAR SCI COM 675744106 731 26,100 SH SOLE 0 26,100 ODYSSEY RE COM 67612W108 317 19,800 SH SOLE 0 19,800 OFFICE DEP COM 676220106 5,878 296,130 SH SOLE 0 296,130 OFFICEMAX COM 67622M108 458 82,100 SH SOLE 0 82,100 OFFSHORE L COM 676255102 2,685 124,600 SH SOLE 0 124,600 OGE ENERGY COM 670837103 5,434 226,700 SH SOLE 0 226,700 OHIO CAS C COM 677240103 5,506 290,700 SH SOLE 0 290,700 OLD REP IN COM 680223104 13,127 410,600 SH SOLE 0 410,600 OLIN CORP COM 680665205 2,831 150,600 SH SOLE 0 150,600 OM GROUP I COM 670872100 16,672 230,600 SH SOLE 0 230,600 OMNICARE I COM 681904108 7,515 290,270 SH SOLE 0 290,270 OMNICOM GR COM 681919106 41,993 444,836 SH SOLE 0 444,836 OMNOVA SOL COM 682129101 2,349 283,000 SH SOLE 0 283,000 ON ASSIGNM COM 682159108 2,304 128,696 SH SOLE 0 128,696 ON TECHNOL COM 68219P108 462 205,318 SH SOLE 0 205,318 ONEOK INC COM 682680103 3,998 191,760 SH SOLE 0 191,760 ONI SYSTEM CONV 68273FAA1 1,722 2,240,000 SH SOLE 0 2,240,000 ONI SYSTEM COM 68273F103 703 113,900 SH SOLE 0 113,900 ONLINE RES COM 68273G101 124 40,000 SH SOLE 0 40,000 OPEN JT ST ADR 68370R109 621 19,300 SH SOLE 0 19,300 OPTION CAR COM 683948103 1,365 82,700 SH SOLE 0 82,700 ORACLE COR COM 68389X105 91,649 7,160,050 SH SOLE 0 7,160,050 ORAPHARMA COM 68554E106 837 188,134 SH SOLE 0 188,134 ORASURE TE COM 68554V108 623 102,900 SH SOLE 0 102,900 ORBITAL SC WTS 685564130 27 10,723 SH SOLE 0 10,723 ORBOTECH L COM M75253100 4,082 129,920 SH SOLE 0 129,920 OREGON STL COM 686079104 7,621 1,002,700 SH SOLE 0 1,002,700 ORTHODONTI COM 68750P103 8,403 304,360 SH SOLE 0 304,360 ORTHOFIX I COM N6748L102 1,339 33,200 SH SOLE 0 33,200 OSHKOSH B CL A 688222207 2,872 67,000 SH SOLE 0 67,000 OSHKOSH TR COM 688239201 7,003 123,079 SH SOLE 0 123,079 OSI PHARMA COM 671040103 1,589 40,600 SH SOLE 0 40,600 OSTEOTECH COM 688582105 411 61,600 SH SOLE 0 61,600 OTG SOFTWA COM 671059103 1,099 127,389 SH SOLE 0 127,389 OUTBACK ST COM 689899102 7,733 216,200 SH SOLE 0 216,200 OVERSEAS S COM 690368105 3,256 134,000 SH SOLE 0 134,000 OVERTURE S COM 69039R100 1,360 48,700 SH SOLE 0 48,700 OWENS & MI COM 690732102 7,350 374,232 SH SOLE 0 374,232 OWENS ILL COM 690768403 173 10,200 SH SOLE 0 10,200 OXFORD HEA COM 691471106 11,852 283,600 SH SOLE 0 283,600 OXFORD IND COM 691497309 1,104 41,800 SH SOLE 0 41,800 P A M TRAN COM 693149106 202 8,000 SH SOLE 0 8,000 P F CHANGS COM 69333Y108 6,328 94,975 SH SOLE 0 94,975 P T TELEKO ADR 715684106 383 45,816 SH SOLE 0 45,816 PACCAR INC COM 693718108 4,270 58,332 SH SOLE 0 58,332 PACIFIC CE COM 694058108 8,483 325,500 SH SOLE 0 325,500 PACIFIC SU COM 694873100 6,693 272,062 SH SOLE 0 272,062 PACIFICARE COM 695112102 3,520 201,722 SH SOLE 0 201,722 PACKAGING COM 695156109 6,042 305,300 SH SOLE 0 305,300 PACTIV COR COM 695257105 3,329 166,295 SH SOLE 0 166,295 PAC-WEST T COM 69371Y101 56 122,402 SH SOLE 0 122,402 PALL CORP COM 696429307 1,944 94,868 SH SOLE 0 94,868 PALM INC COM 696642107 1,787 447,787 SH SOLE 0 447,787 PAN PACIFI COM 69806L104 832 27,200 SH SOLE 0 27,200 PANAMSAT C COM 697933109 670 29,300 SH SOLE 0 29,300 PANERA BRE CL A 69840W108 7,717 121,124 SH SOLE 0 121,124 PAPA JOHNS COM 698813102 2,852 102,300 SH SOLE 0 102,300 PARADYNE N COM 69911G107 185 59,544 SH SOLE 0 59,544 PARAGON TE COM 69912T108 992 124,000 SH SOLE 0 124,000 PARAMETRIC COM 699173100 911 150,837 SH SOLE 0 150,837 PAREXEL IN COM 699462107 2,286 142,500 SH SOLE 0 142,500 PARK ELECT COM 700416209 3,526 121,600 SH SOLE 0 121,600 PARK PL EN COM 700690100 9,567 906,800 SH SOLE 0 906,800 PARKER HAN COM 701094104 4,530 90,774 SH SOLE 0 90,774 PARKWAY PP COM 70159Q104 4,504 123,400 SH SOLE 0 123,400 PARTNERRE COM G6852T105 906 16,600 SH SOLE 0 16,600 PATHMARK S COM 70322A101 2,122 88,600 SH SOLE 0 88,600 PATINA OIL COM 703224105 6,853 217,420 SH SOLE 0 217,420 PATTERSON COM 703412106 9,297 212,600 SH SOLE 0 212,600 PATTERSON COM 703481101 36,482 1,226,700 SH SOLE 0 1,226,700 PAXAR CORP COM 704227107 4,173 243,060 SH SOLE 0 243,060 PAYCHEX IN COM 704326107 7,810 196,725 SH SOLE 0 196,725 PAYLESS SH COM 704379106 5,472 89,634 SH SOLE 0 89,634 PC-TEL INC COM 69325Q105 942 108,900 SH SOLE 0 108,900 PEC SOLUTI COM 705107100 773 31,440 SH SOLE 0 31,440 PEDIATRIX COM 705324101 5,657 138,800 SH SOLE 0 138,800 PEGASUS CO CL A 705904100 300 99,448 SH SOLE 0 99,448 PEGASUS SO COM 705906105 2,546 137,600 SH SOLE 0 137,600 PEMSTAR IN COM 706552106 1,909 198,900 SH SOLE 0 198,900 PENFORD CO COM 707051108 679 42,200 SH SOLE 0 42,200 PENN NATL COM 707569109 4,598 131,300 SH SOLE 0 131,300 PENN VA CO COM 707882106 1,072 26,700 SH SOLE 0 26,700 PENN-AMER COM 707247102 1,040 66,500 SH SOLE 0 66,500 PENNEY J C COM 708160106 4,635 223,794 SH SOLE 0 223,794 PENNZOIL-Q COM 709323109 5,789 269,610 SH SOLE 0 269,610 PENTAIR IN COM 709631105 8,436 187,600 SH SOLE 0 187,600 PENTON MED COM 709668107 1,378 182,508 SH SOLE 0 182,508 PEOPLES BK COM 710198102 1,945 78,900 SH SOLE 0 78,900 PEOPLES EN COM 711030106 4,615 117,182 SH SOLE 0 117,182 PEOPLESOFT COM 712713106 9,005 246,520 SH SOLE 0 246,520 PEP BOYS M COM 713278109 5,886 353,726 SH SOLE 0 353,726 PEPSI BOTT COM 713409100 8,525 329,550 SH SOLE 0 329,550 PEPSIAMERI COM 71343P200 6,265 434,470 SH SOLE 0 434,470 PEPSICO IN COM 713448108 63,528 1,233,563 SH SOLE 0 1,233,563 PEREGRINE COM 71366Q101 3,132 328,957 SH SOLE 0 328,957 PEREZ COMP ADR 71367B103 686 84,500 SH SOLE 0 84,500 PERFORMANC COM 713755106 14,306 438,018 SH SOLE 0 438,018 PERFORMANC COM 71376K102 144 18,000 SH SOLE 0 18,000 PERICOM SE COM 713831105 3,734 264,050 SH SOLE 0 264,050 PERKINELME COM 714046109 1,487 80,378 SH SOLE 0 80,378 PEROT SYS CL A 714265105 2,033 101,900 SH SOLE 0 101,900 PERRIGO CO COM 714290103 4,530 379,100 SH SOLE 0 379,100 PER-SE TEC COM 713569309 1,965 162,700 SH SOLE 0 162,700 PERSONNEL CONV 715338AE9 1,228 3,400,000 SH SOLE 0 3,400,000 PETCO ANIM COM 716016209 613 26,000 SH SOLE 0 26,000 PETROLEO B ADR 71654V101 7,033 282,100 SH SOLE 0 282,100 PETROLEO B ADR 71654V408 27,539 1,040,401 SH SOLE 0 1,040,401 PETROQUEST COM 716748108 312 54,500 SH SOLE 0 54,500 PETSMART I COM 716768106 5,508 406,190 SH SOLE 0 406,190 PFIZER INC COM 717081103 265,007 6,668,521 SH SOLE 0 6,668,521 PG&E CORP COM 69331C108 13,623 578,227 SH SOLE 0 578,227 PHARMACEUT COM 717124101 14,465 415,072 SH SOLE 0 415,072 PHARMACIA COM 71713U102 37,999 842,929 SH SOLE 0 842,929 PHARMACOPE COM 71713B104 555 41,700 SH SOLE 0 41,700 PHARMACYCL COM 716933106 175 22,400 SH SOLE 0 22,400 PHELPS DOD COM 717265102 2,139 50,807 SH SOLE 0 50,807 PHILADELPH COM 717528103 7,797 195,900 SH SOLE 0 195,900 PHILADELPH COM 718009608 9,115 387,892 SH SOLE 0 387,892 PHILIP MOR COM 718154107 95,990 1,822,483 SH SOLE 0 1,822,483 PHILLIPS P COM 718507106 16,006 254,867 SH SOLE 0 254,867 PHILLIPS V COM 718592108 3,677 260,600 SH SOLE 0 260,600 PHOENIX TE COM 719153108 2,299 168,430 SH SOLE 0 168,430 PHOTON DYN COM 719364101 7,560 148,550 SH SOLE 0 148,550 PHOTRONICS COM 719405102 10,518 311,836 SH SOLE 0 311,836 PIEDMONT N COM 720186105 6,587 185,030 SH SOLE 0 185,030 PIER 1 IMP COM 720279108 16,317 792,490 SH SOLE 0 792,490 PILGRIMS P CL B 721467108 189 13,500 SH SOLE 0 13,500 PINNACLE E COM 723456109 1,147 142,300 SH SOLE 0 142,300 PINNACLE S COM 723481107 3,905 490,000 SH SOLE 0 490,000 PINNACLE W COM 723484101 4,218 93,000 SH SOLE 0 93,000 PIONEER NA COM 723787107 8,133 364,889 SH SOLE 0 364,889 PIONEER ST COM 723877106 3,037 214,600 SH SOLE 0 214,600 PITNEY BOW COM 724479100 7,968 186,172 SH SOLE 0 186,172 PITTSTON C COM 725701106 6,292 250,677 SH SOLE 0 250,677 PIXELWORKS COM 72581M107 1,504 116,800 SH SOLE 0 116,800 PLACER DOM COM 725906101 2,623 214,094 SH SOLE 0 214,094 PLAINS RES COM 726540503 3,297 132,500 SH SOLE 0 132,500 PLANAR SYS COM 726900103 4,271 162,700 SH SOLE 0 162,700 PLANTRONIC COM 727493108 3,540 169,200 SH SOLE 0 169,200 PLATO LEAR COM 72764Y100 706 39,900 SH SOLE 0 39,900 PLEXUS COR COM 729132100 5,966 252,800 SH SOLE 0 252,800 PLUM CREEK COM 729251108 4,278 144,000 SH SOLE 0 144,000 PLX TECHNO COM 693417107 787 64,500 SH SOLE 0 64,500 PMC-SIERRA COM 69344F106 2,768 170,050 SH SOLE 0 170,050 PMI GROUP COM 69344M101 17,008 224,500 SH SOLE 0 224,500 PNC FINL S COM 693475105 18,948 308,144 SH SOLE 0 308,144 PNM RES IN COM 69349H107 5,212 170,000 SH SOLE 0 170,000 POGO PRODU COM 730448107 9,677 305,270 SH SOLE 0 305,270 POHANG IRO ADR 730450103 5,436 207,872 SH SOLE 0 207,872 POLARIS IN COM 731068102 13,406 210,459 SH SOLE 0 210,459 POLYCOM IN COM 73172K104 7,926 322,200 SH SOLE 0 322,200 POLYMEDICA COM 731738100 1,766 69,400 SH SOLE 0 69,400 POLYONE CO COM 73179P106 9,090 745,058 SH SOLE 0 745,058 POPE & TAL COM 732827100 1,281 87,400 SH SOLE 0 87,400 PORTUGAL T ADR 737273102 494 67,000 SH SOLE 0 67,000 POSSIS MED COM 737407106 885 44,900 SH SOLE 0 44,900 POST PPTYS COM 737464107 18,584 553,100 SH SOLE 0 553,100 POTLATCH C COM 737628107 3,431 101,828 SH SOLE 0 101,828 POTOMAC EL COM 737679100 7,551 323,400 SH SOLE 0 323,400 POWER INTE COM 739276103 5,352 280,958 SH SOLE 0 280,958 POWER-ONE COM 739308104 1,012 123,700 SH SOLE 0 123,700 POWERWAVE COM 739363109 3,445 267,700 SH SOLE 0 267,700 PPG INDS I COM 693506107 12,973 236,262 SH SOLE 0 236,262 PPL CORP COM 69351T106 5,221 131,802 SH SOLE 0 131,802 PRAXAIR IN COM 74005P104 13,266 221,838 SH SOLE 0 221,838 PRE PAID L COM 740065107 3,488 122,146 SH SOLE 0 122,146 PRECISE SO COM M41450103 1,626 69,800 SH SOLE 0 69,800 PRECISION COM 740189105 7,390 208,700 SH SOLE 0 208,700 PRENTISS P COM 740706106 1,771 60,000 SH SOLE 0 60,000 PRESIDENTI COM 740884101 4,200 184,600 SH SOLE 0 184,600 PRG-SCHULT COM 69357C107 7,888 561,400 SH SOLE 0 561,400 PRICE COMM COM 741437305 2,699 153,000 SH SOLE 0 153,000 PRICE T RO COM 74144T108 8,051 206,800 SH SOLE 0 206,800 PRIDE INTL COM 74153Q102 6,040 379,900 SH SOLE 0 379,900 PRIMA ENER COM 741901201 2,346 94,200 SH SOLE 0 94,200 PRIME GROU COM 74158J103 806 105,175 SH SOLE 0 105,175 PRIME HOSP COM 741917108 4,048 307,816 SH SOLE 0 307,816 PRINCIPAL COM 74251V102 572 22,600 SH SOLE 0 22,600 PRIORITY H CL B 74264T102 5,641 216,876 SH SOLE 0 216,876 PROCTER & COM 742718109 80,925 898,272 SH SOLE 0 898,272 PROGRESS E COM 743263105 15,773 315,208 SH SOLE 0 315,208 PROGRESS F COM 743266108 424 47,407 SH SOLE 0 47,407 PROGRESS S COM 743312100 3,721 205,102 SH SOLE 0 205,102 PROGRESSIV COM 743315103 9,634 57,822 SH SOLE 0 57,822 PROLOGIS T COM 743410102 5,293 226,700 SH SOLE 0 226,700 PROQUEST C COM 74346P102 666 15,500 SH SOLE 0 15,500 PROTECTIVE COM 743674103 7,256 232,700 SH SOLE 0 232,700 PROTEIN DE COM 74369L103 4,848 283,000 SH SOLE 0 283,000 PROVIDENT COM 743859100 5,204 216,850 SH SOLE 0 216,850 PROVIDENT COM 743866105 3,950 137,150 SH SOLE 0 137,150 PROVIDIAN COM 74406A102 2,044 270,670 SH SOLE 0 270,670 PROVINCE H COM 743977100 7,218 227,200 SH SOLE 0 227,200 PRUDENTIAL COM 744320102 1,947 62,700 SH SOLE 0 62,700 PS BUSINES COM 69360J107 1,522 43,800 SH SOLE 0 43,800 PSS WORLD COM 69366A100 639 65,200 SH SOLE 0 65,200 PUBLIC STO COM 74460D109 13,959 377,169 SH SOLE 0 377,169 PUBLIC SVC COM 744573106 6,907 150,812 SH SOLE 0 150,812 PUGET ENER COM 745310102 5,025 241,688 SH SOLE 0 241,688 PULTE HOME COM 745867101 4,331 90,514 SH SOLE 0 90,514 QLOGIC COR COM 747277101 5,455 110,151 SH SOLE 0 110,151 QRS CORP COM 74726X105 1,030 87,300 SH SOLE 0 87,300 QUADRAMED CONV 74730WAC5 1,374 1,675,000 SH SOLE 0 1,675,000 QUAKER CHE COM 747316107 1,189 50,900 SH SOLE 0 50,900 QUAKER FAB COM 747399103 1,120 100,280 SH SOLE 0 100,280 QUALCOMM I COM 747525103 20,173 535,935 SH SOLE 0 535,935 QUANEX COR COM 747620102 3,685 103,800 SH SOLE 0 103,800 QUANTA SVC COM 74762E102 4,641 268,400 SH SOLE 0 268,400 QUANTUM CO COM 747906204 3,603 452,600 SH SOLE 0 452,600 QUEST DIAG COM 74834L100 24,967 301,357 SH SOLE 0 301,357 QUEST SOFT COM 74834T103 396 26,200 SH SOLE 0 26,200 QUESTAR CO COM 748356102 8,726 339,400 SH SOLE 0 339,400 QUICKSILVE COM 74837R104 1,106 48,100 SH SOLE 0 48,100 QUIKSILVER COM 74838C106 4,544 207,700 SH SOLE 0 207,700 QUILMES IN ADR 74838Y207 2,202 217,830 SH SOLE 0 217,830 QUINTILES COM 748767100 2,894 163,030 SH SOLE 0 163,030 QUIXOTE CO COM 749056107 1,268 68,000 SH SOLE 0 68,000 QWEST COMM COM 749121109 10,750 1,307,740 SH SOLE 0 1,307,740 R & G FINA CL B 749136107 458 23,000 SH SOLE 0 23,000 R G S ENER COM 74956K104 7,732 197,000 SH SOLE 0 197,000 R H DONNEL COM 74955W307 3,332 109,500 SH SOLE 0 109,500 RACING CHA COM 750069106 1,448 75,200 SH SOLE 0 75,200 RADIAN GRO COM 750236101 16,204 330,152 SH SOLE 0 330,152 RADIANT SY COM 75025N102 1,425 157,500 SH SOLE 0 157,500 RADIO ONE CL D 75040P405 4,036 195,900 SH SOLE 0 195,900 RADIOSHACK COM 750438103 4,523 150,558 SH SOLE 0 150,558 RADISYS CO COM 750459109 1,749 97,118 SH SOLE 0 97,118 RAILAMERIC COM 750753105 2,061 195,900 SH SOLE 0 195,900 RAINBOW TE COM 750862104 2,703 268,720 SH SOLE 0 268,720 RAIT INVT COM 749227104 3,339 165,700 SH SOLE 0 165,700 RALCORP HL COM 751028101 6,669 245,168 SH SOLE 0 245,168 RAMBUS INC COM 750917106 165 21,200 SH SOLE 0 21,200 RANGE RES COM 75281A109 269 51,818 SH SOLE 0 51,818 RARE HOSPI COM 753820109 4,265 167,800 SH SOLE 0 167,800 RATIONAL S COM 75409P202 2,118 133,800 SH SOLE 0 133,800 RAYMOND JA COM 754730109 10,372 303,018 SH SOLE 0 303,018 RAYONIER I COM 754907103 5,094 95,600 SH SOLE 0 95,600 RAYOVAC CO COM 755081106 4,147 268,400 SH SOLE 0 268,400 RAYTHEON C COM 755111507 10,153 247,330 SH SOLE 0 247,330 READERS DI CL A 755267101 6,221 277,600 SH SOLE 0 277,600 READ-RITE COM 755246105 2,306 751,200 SH SOLE 0 751,200 RECKSON AS COM 75621K106 5,837 236,682 SH SOLE 0 236,682 RECOTON CO COM 756268108 2,310 515,700 SH SOLE 0 515,700 RED HAT IN COM 756577102 363 63,500 SH SOLE 0 63,500 REEBOK INT COM 758110100 17,761 657,092 SH SOLE 0 657,092 REGAL BELO COM 758750103 3,712 145,300 SH SOLE 0 145,300 REGENCY CT COM 758849103 427 14,700 SH SOLE 0 14,700 REGENERON COM 75886F107 6,593 263,827 SH SOLE 0 263,827 REGENT COM COM 758865109 543 65,900 SH SOLE 0 65,900 REGIONS FI COM 758940100 7,588 220,900 SH SOLE 0 220,900 REGIS CORP COM 758932107 7,287 259,492 SH SOLE 0 259,492 REGISTER C COM 75914G101 778 86,600 SH SOLE 0 86,600 REHABCARE COM 759148109 2,773 97,300 SH SOLE 0 97,300 REINSURANC COM 759351109 3,544 113,200 SH SOLE 0 113,200 RELIANCE S COM 759509102 5,172 187,459 SH SOLE 0 187,459 RELIANT EN COM 75952J108 7,602 294,756 SH SOLE 0 294,756 REMEDYTEMP CL A 759549108 163 10,300 SH SOLE 0 10,300 REMINGTON COM 759594302 2,865 142,100 SH SOLE 0 142,100 RENAISSANC COM G7496G103 3,245 31,500 SH SOLE 0 31,500 RENAL CARE COM 759930100 13,462 410,414 SH SOLE 0 410,414 RENT A CTR COM 76009N100 465 9,100 SH SOLE 0 9,100 REPSOL YPF ADR 76026T205 353 27,800 SH SOLE 0 27,800 REPUBLIC B COM 760282103 203 14,502 SH SOLE 0 14,502 REPUBLIC S COM 760759100 11,880 636,000 SH SOLE 0 636,000 RESMED INC COM 761152107 7,349 183,125 SH SOLE 0 183,125 RESOURCES COM 76122Q105 4,018 138,900 SH SOLE 0 138,900 RESPIRONIC COM 761230101 9,413 290,529 SH SOLE 0 290,529 RETEK INC COM 76128Q109 5,766 219,662 SH SOLE 0 219,662 REYNOLDS & CL A 761695105 7,446 248,200 SH SOLE 0 248,200 REYNOLDS R COM 76182K105 16,831 259,933 SH SOLE 0 259,933 RF MICRODE COM 749941100 8,968 501,000 SH SOLE 0 501,000 RICHARDSON COM 763165107 1,139 93,800 SH SOLE 0 93,800 RIGGS NATL COM 766570105 3,793 247,100 SH SOLE 0 247,100 RIGHT MGMT COM 766573109 2,133 84,250 SH SOLE 0 84,250 RIVERSTONE COM 769320102 332 55,390 SH SOLE 0 55,390 RLI CORP COM 749607107 2,937 56,800 SH SOLE 0 56,800 RMH TELESE COM 749938106 362 18,300 SH SOLE 0 18,300 ROADWAY CO COM 769742107 4,267 115,334 SH SOLE 0 115,334 ROBBINS & COM 770196103 3,443 125,900 SH SOLE 0 125,900 ROBERT HAL COM 770323103 5,060 171,400 SH SOLE 0 171,400 ROCK OF AG CL A 772632105 787 119,300 SH SOLE 0 119,300 ROCK-TENN CL A 772739207 410 19,100 SH SOLE 0 19,100 ROCKWELL A COM 773903109 2,522 125,734 SH SOLE 0 125,734 ROCKWELL C COM 774341101 2,993 118,684 SH SOLE 0 118,684 ROGERS COR COM 775133101 3,002 90,400 SH SOLE 0 90,400 ROHM & HAA COM 775371107 6,352 150,274 SH SOLE 0 150,274 ROLLINS IN COM 775711104 1,768 83,800 SH SOLE 0 83,800 ROPER INDS COM 776696106 10,830 217,732 SH SOLE 0 217,732 ROSLYN BAN COM 778162107 5,074 245,100 SH SOLE 0 245,100 ROSS STORE COM 778296103 44,885 1,186,500 SH SOLE 0 1,186,500 ROSTELECOM ADR 778529107 1,194 154,527 SH SOLE 0 154,527 ROUGE INDS CL A 779088103 995 829,400 SH SOLE 0 829,400 ROUSE CO COM 779273101 5,827 188,100 SH SOLE 0 188,100 ROWAN COS COM 779382100 2,864 124,288 SH SOLE 0 124,288 ROXIO INC COM 780008108 4,247 187,166 SH SOLE 0 187,166 ROYAL APPL COM 780076105 319 59,700 SH SOLE 0 59,700 ROYAL CARI COM V7780T103 1,263 56,000 SH SOLE 0 56,000 ROYAL DUTC COM 780257804 89,341 1,644,722 SH SOLE 0 1,644,722 RPM INC OH COM 749685103 10,590 681,025 SH SOLE 0 681,025 RSA SEC IN COM 749719100 1,850 205,600 SH SOLE 0 205,600 RTI INTL M COM 74973W107 1,340 116,000 SH SOLE 0 116,000 RUBY TUESD COM 781182100 11,893 511,534 SH SOLE 0 511,534 RUDDICK CO COM 781258108 2,391 143,700 SH SOLE 0 143,700 RUDOLPH TE COM 781270103 9,428 218,440 SH SOLE 0 218,440 RUSS BERRI COM 782233100 3,784 117,500 SH SOLE 0 117,500 RUSSELL CO COM 782352108 2,758 185,100 SH SOLE 0 185,100 RYANAIR HL ADR 783513104 1,331 44,340 SH SOLE 0 44,340 RYANS FAMI COM 783519101 5,282 220,100 SH SOLE 0 220,100 RYDER SYS COM 783549108 2,576 87,211 SH SOLE 0 87,211 RYERSON TU COM 78375P107 1,700 155,240 SH SOLE 0 155,240 RYLAND GRO COM 783764103 9,952 110,330 SH SOLE 0 110,330 S & T BANC COM 783859101 494 19,400 SH SOLE 0 19,400 S1 CORPORA COM 78463B101 2,149 139,160 SH SOLE 0 139,160 SABRE HLDG CL A 785905100 4,961 106,204 SH SOLE 0 106,204 SAFECO COR COM 786429100 2,488 77,660 SH SOLE 0 77,660 SAFEGUARD COM 786449108 120 40,000 SH SOLE 0 40,000 SAFEWAY IN COM 786514208 24,675 548,100 SH SOLE 0 548,100 SAGA COMMU CL A 786598102 2,417 95,900 SH SOLE 0 95,900 SAKS INC COM 79377W108 5,203 395,637 SH SOLE 0 395,637 SALEM COMM CL A 794093104 1,277 53,900 SH SOLE 0 53,900 SALIX PHAR COM 795435106 1,285 73,300 SH SOLE 0 73,300 SALTON INC COM 795757103 1,415 71,300 SH SOLE 0 71,300 SAN JUAN B REIT 798241105 833 70,000 SH SOLE 0 70,000 SANCHEZ CO COM 799702105 1,350 200,000 SH SOLE 0 200,000 SANDISK CO COM 80004C101 4,505 207,600 SH SOLE 0 207,600 SANDY SPRI COM 800363103 385 11,850 SH SOLE 0 11,850 SANGSTAT M COM 801003104 5,222 194,400 SH SOLE 0 194,400 SANMINA SC COM 800907107 4,828 410,928 SH SOLE 0 410,928 SAP AKTIEN ADR 803054204 365 9,800 SH SOLE 0 9,800 SAPIENT CO COM 803062108 352 74,100 SH SOLE 0 74,100 SARA LEE C COM 803111103 10,206 491,600 SH SOLE 0 491,600 SBA COMMUN COM 78388J106 380 115,393 SH SOLE 0 115,393 SBC COMMUN COM 78387G103 132,410 3,536,588 SH SOLE 0 3,536,588 SBS TECHNO COM 78387P103 1,043 81,600 SH SOLE 0 81,600 SCANA CORP COM 80589M102 9,921 324,200 SH SOLE 0 324,200 SCANSOFT I COM 80603P107 848 143,900 SH SOLE 0 143,900 SCANSOURCE COM 806037107 733 12,200 SH SOLE 0 12,200 SCHEIN HEN COM 806407102 12,667 287,552 SH SOLE 0 287,552 SCHERING P COM 806605101 68,384 2,184,786 SH SOLE 0 2,184,786 SCHLUMBERG COM 806857108 23,940 406,997 SH SOLE 0 406,997 SCHOLASTIC COM 807066105 8,128 150,000 SH SOLE 0 150,000 SCHOOL SPE COM 807863105 4,641 173,700 SH SOLE 0 173,700 SCHULMAN A COM 808194104 3,181 173,900 SH SOLE 0 173,900 SCHWAB CHA COM 808513105 17,901 1,367,516 SH SOLE 0 1,367,516 SCHWEITZER COM 808541106 3,869 155,700 SH SOLE 0 155,700 SCIENTIFIC COM 808655104 3,660 158,428 SH SOLE 0 158,428 SCIENTIFIC CL A 80874P109 1,163 138,910 SH SOLE 0 138,910 SCIOS INC COM 808905103 3,100 107,148 SH SOLE 0 107,148 SCM MICROS COM 784018103 1,032 88,300 SH SOLE 0 88,300 SCOTTS CO CL A 810186106 9,367 204,609 SH SOLE 0 204,609 SCP POOL C COM 784028102 4,518 143,875 SH SOLE 0 143,875 SCPIE HLDG COM 78402P104 885 52,100 SH SOLE 0 52,100 SCRIPPS E CL A 811054204 821 10,000 SH SOLE 0 10,000 SEACHANGE COM 811699107 3,091 203,500 SH SOLE 0 203,500 SEACOAST B CL A 811707108 1,504 31,800 SH SOLE 0 31,800 SEACOR SMI COM 811904101 9,284 189,461 SH SOLE 0 189,461 SEALED AIR COM 81211K100 3,917 83,196 SH SOLE 0 83,196 SEARS ROEB COM 812387108 15,611 304,494 SH SOLE 0 304,494 SECOND BAN COM 813114105 1,392 57,400 SH SOLE 0 57,400 SECURE COM COM 813705100 687 35,050 SH SOLE 0 35,050 SECURITY C CL A 81413P105 120,717 97,723 SH SOLE 0 97,723 SECURITY C CL B 81413P204 189,027 7,651,103 SH SOLE 0 7,651,103 SEEBEYOND COM 815704101 285 37,200 SH SOLE 0 37,200 SEI INVEST COM 784117103 15,429 360,400 SH SOLE 0 360,400 SEITEL INC COM 816074306 3,287 359,190 SH SOLE 0 359,190 SELECT MED COM 816196109 251 15,700 SH SOLE 0 15,700 SELECTICA COM 816288104 303 78,400 SH SOLE 0 78,400 SELECTIVE COM 816300107 3,905 146,273 SH SOLE 0 146,273 SEMITOOL I COM 816909105 2,089 160,600 SH SOLE 0 160,600 SEMPRA ENE COM 816851109 3,849 153,038 SH SOLE 0 153,038 SEMTECH CO COM 816850101 9,282 254,300 SH SOLE 0 254,300 SENSIENT T COM 81725T100 4,081 177,300 SH SOLE 0 177,300 SEPRACOR I COM 817315104 4,214 217,200 SH SOLE 0 217,200 SEQUA CORP CL A 817320104 1,514 29,000 SH SOLE 0 29,000 SEQUENOM I COM 817337108 658 95,400 SH SOLE 0 95,400 SERENA SOF COM 817492101 669 34,300 SH SOLE 0 34,300 SEROLOGICA COM 817523103 3,404 217,220 SH SOLE 0 217,220 SERVICEMAS COM 81760N109 318 23,100 SH SOLE 0 23,100 SHAW GROUP COM 820280AC9 1,306 2,380,000 SH SOLE 0 2,380,000 SHAW GROUP COM 820280105 7,656 278,382 SH SOLE 0 278,382 SHELL TRAN ADR 822703609 762 17,200 SH SOLE 0 17,200 SHERWIN WI COM 824348106 4,383 153,885 SH SOLE 0 153,885 SHIRE PHAR ADR 82481R106 479 20,400 SH SOLE 0 20,400 SHOE CARNI COM 824889109 251 15,300 SH SOLE 0 15,300 SHOPKO STO COM 824911101 2,909 160,700 SH SOLE 0 160,700 SHUFFLE MA COM 825549108 2,897 140,200 SH SOLE 0 140,200 SHURGARD S COM 82567D104 8,177 241,200 SH SOLE 0 241,200 SICOR INC COM 825846108 1,530 89,600 SH SOLE 0 89,600 SIEBEL SYS COM 826170102 9,392 288,000 SH SOLE 0 288,000 SIERRA HEA COM 826322109 2,040 155,950 SH SOLE 0 155,950 SIERRA PAC COM 826428104 10,253 679,480 SH SOLE 0 679,480 SIGMA ALDR COM 826552101 2,732 58,169 SH SOLE 0 58,169 SILGAN HOL COM 827048109 1,678 50,200 SH SOLE 0 50,200 SILICON GR COM 827056102 184 43,200 SH SOLE 0 43,200 SILICON IM COM 82705T102 354 41,500 SH SOLE 0 41,500 SILICON LA COM 826919102 1,494 42,300 SH SOLE 0 42,300 SILICON ST COM 827057100 3,083 292,200 SH SOLE 0 292,200 SILICON VY COM 827064106 4,156 137,400 SH SOLE 0 137,400 SILICONWAR ADR 827084864 3,352 644,668 SH SOLE 0 644,668 SIMON PPTY COM 828806109 47,066 1,442,400 SH SOLE 0 1,442,400 SIMPLEX SO COM 828854109 495 49,800 SH SOLE 0 49,800 SIMPSON MA COM 829073105 4,277 69,939 SH SOLE 0 69,939 SINCLAIR B CL A 829226109 1,920 141,700 SH SOLE 0 141,700 SIX FLAGS COM 83001P109 7,078 396,300 SH SOLE 0 396,300 SK TELECOM ADR 78440P108 8,747 359,350 SH SOLE 0 359,350 SKILLSOFT COM 83066P101 841 36,500 SH SOLE 0 36,500 SKY FINL G COM 83080P103 2,108 94,700 SH SOLE 0 94,700 SKYLINE CO COM 830830105 1,450 46,700 SH SOLE 0 46,700 SKYWEST IN COM 830879102 9,750 391,080 SH SOLE 0 391,080 SL GREEN R COM 78440X101 3,941 117,300 SH SOLE 0 117,300 SLI INC COM 78442T108 476 186,600 SH SOLE 0 186,600 SMARTFORCE ADR 83170A206 450 42,823 SH SOLE 0 42,823 SMITH A O COM 831865209 3,848 151,200 SH SOLE 0 151,200 SMITH INTL COM 832110100 11,084 163,600 SH SOLE 0 163,600 SMITHFIELD COM 832248108 10,923 418,500 SH SOLE 0 418,500 SMUCKER J COM 832696306 2,309 68,300 SH SOLE 0 68,300 SMURFIT-ST COM 832727101 845 49,300 SH SOLE 0 49,300 SNAP ON IN COM 833034101 1,882 55,286 SH SOLE 0 55,286 SOLA INTL COM 834092108 3,668 249,200 SH SOLE 0 249,200 SOLECTRON COM 834182107 5,139 658,854 SH SOLE 0 658,854 SOLUTIA IN COM 834376105 2,644 303,900 SH SOLE 0 303,900 SOMERA COM COM 834458101 180 24,600 SH SOLE 0 24,600 SONIC AUTO CL A 83545G102 1,181 39,400 SH SOLE 0 39,400 SONIC CORP COM 835451105 6,117 237,914 SH SOLE 0 237,914 SONICWALL COM 835470105 1,965 150,710 SH SOLE 0 150,710 SONOCO PRO COM 835495102 7,766 271,460 SH SOLE 0 271,460 SONOSITE I COM 83568G104 349 17,990 SH SOLE 0 17,990 SONY CORP ADR 835699307 620 12,000 SH SOLE 0 12,000 SOTHEBYS H CL A 835898107 2,743 170,900 SH SOLE 0 170,900 SOURCECORP COM 836167106 4,324 146,641 SH SOLE 0 146,641 SOUTH FINL COM 837841105 4,786 235,167 SH SOLE 0 235,167 SOUTHERN C COM 842587107 11,370 429,219 SH SOLE 0 429,219 SOUTHERN P COM 843611104 161 12,400 SH SOLE 0 12,400 SOUTHERN U COM 844030106 5,440 296,932 SH SOLE 0 296,932 SOUTHTRUST COM 844730101 8,060 305,300 SH SOLE 0 305,300 SOUTHWEST COM 844741108 16,191 836,719 SH SOLE 0 836,719 SOUTHWEST COM 84476R109 6,223 186,651 SH SOLE 0 186,651 SOUTHWEST COM 844895102 5,872 234,892 SH SOLE 0 234,892 SOUTHWESTE COM 845467109 1,862 148,000 SH SOLE 0 148,000 SOVEREIGN COM 845905108 10,144 721,995 SH SOLE 0 721,995 SOVRAN SEL COM 84610H108 660 21,000 SH SOLE 0 21,000 SPACELABS COM 846247104 766 54,500 SH SOLE 0 54,500 SPANISH BR CL A 846425882 486 35,900 SH SOLE 0 35,900 SPDR TR COM 78462F103 23,970 209,306 SH SOLE 0 209,306 SPECTRALIN COM 847580107 512 51,100 SH SOLE 0 51,100 SPECTRASIT COM 84760T100 126 117,802 SH SOLE 0 117,802 SPEEDFAM-I COM 847705100 575 134,400 SH SOLE 0 134,400 SPEEDWAY M COM 847788106 2,452 86,000 SH SOLE 0 86,000 SPHERION C COM 848420105 4,478 405,211 SH SOLE 0 405,211 SPIEGEL IN CL A 848457107 27 19,800 SH SOLE 0 19,800 SPINNAKER COM 84855W109 1,300 31,220 SH SOLE 0 31,220 SPRINT COR COM 852061100 11,174 730,832 SH SOLE 0 730,832 SPRINT COR COM 852061506 16,934 1,645,706 SH SOLE 0 1,645,706 SPS TECHNO COM 784626103 3,214 75,845 SH SOLE 0 75,845 SPSS INC COM 78462K102 1,640 93,500 SH SOLE 0 93,500 SPX CORP COM 784635104 16,912 119,453 SH SOLE 0 119,453 ST JUDE ME COM 790849103 5,043 65,372 SH SOLE 0 65,372 ST MARY LD COM 792228108 3,811 175,542 SH SOLE 0 175,542 ST PAUL CO COM 792860108 5,079 110,772 SH SOLE 0 110,772 STANCORP F COM 852891100 11,980 217,820 SH SOLE 0 217,820 STANDARD M COM 853626109 2,068 89,900 SH SOLE 0 89,900 STANDARD M COM 853666105 1,019 69,800 SH SOLE 0 69,800 STANDARD P COM 85375C101 4,718 167,900 SH SOLE 0 167,900 STANDARD R COM 853887107 5,014 178,300 SH SOLE 0 178,300 STANDEX IN COM 854231107 1,658 67,900 SH SOLE 0 67,900 STANLEY WK COM 854616109 2,374 51,326 SH SOLE 0 51,326 STAPLES IN COM 855030102 7,796 390,375 SH SOLE 0 390,375 STARBUCKS COM 855244109 7,183 310,564 SH SOLE 0 310,564 STARTEK IN COM 85569C107 2,426 104,800 SH SOLE 0 104,800 STARWOOD H COM 85590A203 57,287 1,523,181 SH SOLE 0 1,523,181 STATE AUTO COM 855707105 244 16,800 SH SOLE 0 16,800 STATE STR COM 857477103 9,505 171,633 SH SOLE 0 171,633 STATEN IS COM 857550107 7,886 400,712 SH SOLE 0 400,712 STATION CA COM 857689103 753 45,200 SH SOLE 0 45,200 STEAK N SH COM 857873103 2,193 156,054 SH SOLE 0 156,054 STEEL DYNA COM 858119100 4,543 276,829 SH SOLE 0 276,829 STEEL TECH COM 858147101 456 53,500 SH SOLE 0 53,500 STEIN MART COM 858375108 2,363 236,075 SH SOLE 0 236,075 STEINER LE COM P8744Y102 819 38,000 SH SOLE 0 38,000 STERICYCLE COM 858912108 2,306 36,861 SH SOLE 0 36,861 STERIS COR COM 859152100 4,242 203,371 SH SOLE 0 203,371 STERLING B COM 858907108 4,347 325,650 SH SOLE 0 325,650 STEWART & COM 860342104 1,534 79,300 SH SOLE 0 79,300 STEWART EN CL A 860370105 313 52,500 SH SOLE 0 52,500 STEWART IN COM 860372101 1,990 99,500 SH SOLE 0 99,500 STILLWATER COM 86074Q102 5,711 302,946 SH SOLE 0 302,946 STILWELL F COM 860831106 5,454 222,700 SH SOLE 0 222,700 STMICROELE COM 861012102 1,665 49,100 SH SOLE 0 49,100 STONE ENER COM 861642106 5,762 148,694 SH SOLE 0 148,694 STORAGE TE COM 862111200 20,190 941,700 SH SOLE 0 941,700 STORAGE US COM 861907103 1,363 32,000 SH SOLE 0 32,000 STORAGENET COM 86211E103 45 12,900 SH SOLE 0 12,900 STRATEGIC COM 862700101 399 77,100 SH SOLE 0 77,100 STRATOS LI COM 863100103 3,446 779,730 SH SOLE 0 779,730 STRAYER ED COM 863236105 825 16,800 SH SOLE 0 16,800 STRIDE RIT COM 863314100 1,935 234,600 SH SOLE 0 234,600 STRYKER CO COM 863667101 8,567 142,000 SH SOLE 0 142,000 STURM RUGE COM 864159108 1,941 150,500 SH SOLE 0 150,500 SUMMIT PPT COM 866239106 1,918 78,300 SH SOLE 0 78,300 SUN BANCOR COM 86663B102 983 73,657 SH SOLE 0 73,657 SUN COMMUN COM 866674104 2,197 55,900 SH SOLE 0 55,900 SUN MICROS COM 866810104 33,518 3,800,197 SH SOLE 0 3,800,197 SUNGARD DA COM 867363103 31,054 941,900 SH SOLE 0 941,900 SUNOCO INC COM 86764P109 2,866 71,638 SH SOLE 0 71,638 SUNRISE AS COM 86768K106 4,678 171,600 SH SOLE 0 171,600 SUNTRUST B COM 867914103 14,804 221,848 SH SOLE 0 221,848 SUPERIOR E COM 868157108 1,161 115,400 SH SOLE 0 115,400 SUPERIOR I COM 868168105 5,668 116,200 SH SOLE 0 116,200 SUPERTEX I COM 868532102 1,482 69,700 SH SOLE 0 69,700 SUPERVALU COM 868536103 4,190 162,408 SH SOLE 0 162,408 SUPPORT CO COM 868587106 205 67,900 SH SOLE 0 67,900 SURMODICS COM 868873100 4,408 101,100 SH SOLE 0 101,100 SUSQUEHANN COM 869099101 7,995 326,595 SH SOLE 0 326,595 SWIFT ENER COM 870738101 2,788 141,500 SH SOLE 0 141,500 SWIFT TRAN COM 870756103 5,648 257,680 SH SOLE 0 257,680 SWS GROUP COM 78503N107 2,832 139,871 SH SOLE 0 139,871 SYBASE INC COM 871130100 6,327 362,145 SH SOLE 0 362,145 SYBRON DEN COM 871142105 4,324 215,100 SH SOLE 0 215,100 SYCAMORE N COM 871206108 771 195,100 SH SOLE 0 195,100 SYKES ENTE COM 871237103 1,086 112,100 SH SOLE 0 112,100 SYLVAN LEA COM 871399101 5,937 210,150 SH SOLE 0 210,150 SYMANTEC C COM 871503108 18,264 443,200 SH SOLE 0 443,200 SYMBOL TEC COM 871508107 1,517 134,950 SH SOLE 0 134,950 SYMMETRICO COM 871543104 929 150,150 SH SOLE 0 150,150 SYNAPTICS COM 87157D109 1,635 94,800 SH SOLE 0 94,800 SYNCOR INT COM 87157J106 5,148 188,916 SH SOLE 0 188,916 SYNOPSYS I COM 871607107 9,861 178,764 SH SOLE 0 178,764 SYNOVUS FI COM 87161C105 5,614 184,202 SH SOLE 0 184,202 SYSCO CORP COM 871829107 17,719 594,200 SH SOLE 0 594,200 SYSTEMS & COM 871873105 2,443 185,200 SH SOLE 0 185,200 TAIWAN SEM ADR 874039100 872 42,000 SH SOLE 0 42,000 TAKE-TWO I COM 874054109 6,395 318,150 SH SOLE 0 318,150 TALBOTS IN COM 874161102 1,386 39,150 SH SOLE 0 39,150 TALX CORP COM 874918105 1,395 87,195 SH SOLE 0 87,195 TANOX INC COM 87588Q109 753 53,200 SH SOLE 0 53,200 TARGET COR COM 87612E106 29,724 689,339 SH SOLE 0 689,339 TAUBMAN CT COM 876664103 27,896 1,852,300 SH SOLE 0 1,852,300 TBC CORP COM 872180104 2,053 141,600 SH SOLE 0 141,600 TCF FINL C COM 872275102 15,509 294,800 SH SOLE 0 294,800 TECH DATA COM 878237106 10,646 232,000 SH SOLE 0 232,000 TECHNE COR COM 878377100 7,547 273,756 SH SOLE 0 273,756 TECHNITROL COM 878555101 5,056 212,084 SH SOLE 0 212,084 TECO ENERG COM 872375100 2,568 89,700 SH SOLE 0 89,700 TECUMSEH P CL A 878895200 4,872 91,400 SH SOLE 0 91,400 TEEKAY SHI COM Y8564W103 393 10,300 SH SOLE 0 10,300 TEKTRONIX COM 879131100 2,146 90,706 SH SOLE 0 90,706 TELE CENTR ADR 87923P105 706 117,100 SH SOLE 0 117,100 TELE NORTE ADR 879246106 5,868 467,189 SH SOLE 0 467,189 TELECOM IT ADR 87927W106 613 7,500 SH SOLE 0 7,500 TELEDYNE T COM 879360105 3,588 216,403 SH SOLE 0 216,403 TELEFLEX I COM 879369106 6,992 127,900 SH SOLE 0 127,900 TELEFONICA ADR 879382208 1,816 54,862 SH SOLE 0 54,862 TELEFONOS ADR 879403780 42,997 1,064,534 SH SOLE 0 1,064,534 TELEPHONE COM 879433100 15,850 179,600 SH SOLE 0 179,600 TELESP CEL ADR 87952L108 408 64,400 SH SOLE 0 64,400 TELETECH H COM 879939106 180 13,400 SH SOLE 0 13,400 TELIK INC COM 87959M109 563 46,481 SH SOLE 0 46,481 TELLABS IN COM 879664100 3,368 321,668 SH SOLE 0 321,668 TEMPLE INL COM 879868107 2,851 50,258 SH SOLE 0 50,258 TENET HEAL COM 88033G100 37,095 553,487 SH SOLE 0 553,487 TERADYNE I COM 880770102 14,968 379,600 SH SOLE 0 379,600 TERRA NETW ADR 88100W103 152 19,500 SH SOLE 0 19,500 TESORO PET COM 881609101 674 48,000 SH SOLE 0 48,000 TETRA TECH COM 88162G103 4,260 298,112 SH SOLE 0 298,112 TETRA TECH COM 88162F105 4,131 142,200 SH SOLE 0 142,200 TEVA PHARM ADR 881624209 8,012 146,560 SH SOLE 0 146,560 TEXAS BIOT COM 88221T104 368 59,900 SH SOLE 0 59,900 TEXAS INDS COM 882491103 5,098 123,737 SH SOLE 0 123,737 TEXAS INST COM 882508104 66,884 2,020,657 SH SOLE 0 2,020,657 TEXTRON IN COM 883203101 4,971 97,283 SH SOLE 0 97,283 THERAGENIC COM 883375107 1,902 192,100 SH SOLE 0 192,100 THERMA-WAV COM 88343A108 3,440 238,200 SH SOLE 0 238,200 THERMO ELE COM 883556102 2,394 115,485 SH SOLE 0 115,485 THERMOGENE COM 883623209 344 145,000 SH SOLE 0 145,000 THOMAS & B COM 884315102 1,077 50,911 SH SOLE 0 50,911 THOMAS IND COM 884425109 2,504 85,600 SH SOLE 0 85,600 THOR INDS COM 885160101 19,350 409,100 SH SOLE 0 409,100 THORATEC C COM 885175307 1,214 110,850 SH SOLE 0 110,850 THQ INC COM 872443403 10,286 209,490 SH SOLE 0 209,490 THREE FIVE COM 88554L108 3,861 260,549 SH SOLE 0 260,549 TIBCO SOFT COM 88632Q103 1,308 111,200 SH SOLE 0 111,200 TICKETMAST CL B 88633P203 1,888 63,820 SH SOLE 0 63,820 TIDEWATER COM 886423102 11,993 283,188 SH SOLE 0 283,188 TIFFANY & COM 886547108 2,695 75,800 SH SOLE 0 75,800 TIMBERLAND CL A 887100105 4,686 110,900 SH SOLE 0 110,900 TIMKEN CO COM 887389104 7,846 339,800 SH SOLE 0 339,800 TITAN CORP COM 888266103 6,777 328,170 SH SOLE 0 328,170 TITAN INTL COM 88830M102 590 115,700 SH SOLE 0 115,700 TITAN PHAR COM 888314101 93 13,200 SH SOLE 0 13,200 TJX COS IN COM 872540109 17,514 437,737 SH SOLE 0 437,737 TMP WORLDW COM 872941109 4,827 140,043 SH SOLE 0 140,043 TOLL BROTH COM 889478103 13,746 275,743 SH SOLE 0 275,743 TOLLGRADE COM 889542106 2,495 101,800 SH SOLE 0 101,800 TOO INC COM 890333107 9,608 325,800 SH SOLE 0 325,800 TOOTSIE RO COM 890516107 8,581 186,579 SH SOLE 0 186,579 TORCHMARK COM 891027104 5,562 138,047 SH SOLE 0 138,047 TORO CO COM 891092108 5,609 94,117 SH SOLE 0 94,117 TOTAL FINA ADR 89151E109 812 10,600 SH SOLE 0 10,600 TOTAL SYS COM 891906109 664 26,400 SH SOLE 0 26,400 TOWER AUTO COM 891707101 6,281 449,000 SH SOLE 0 449,000 TOYOTA MOT ADR 892331307 372 6,400 SH SOLE 0 6,400 TOYS R US COM 892335100 2,244 124,920 SH SOLE 0 124,920 TRACTOR SU COM 892356106 1,840 40,000 SH SOLE 0 40,000 TRAMMELL C COM 89288R106 1,146 79,000 SH SOLE 0 79,000 TRANSACTIO CL A 893416107 1,122 98,400 SH SOLE 0 98,400 TRANSGENOM COM 89365K206 197 21,800 SH SOLE 0 21,800 TRANSKARYO COM 893735100 2,931 68,095 SH SOLE 0 68,095 TRANSOCEAN COM G90078109 9,046 272,211 SH SOLE 0 272,211 TRANSWITCH COM 894065101 1,437 440,900 SH SOLE 0 440,900 TRAVELOCIT COM 893953109 408 14,600 SH SOLE 0 14,600 TREDEGAR C COM 894650100 4,091 218,747 SH SOLE 0 218,747 TRENWICK G COM G9032C109 1,850 206,250 SH SOLE 0 206,250 TRIAD GTY COM 895925105 674 15,500 SH SOLE 0 15,500 TRIAD HOSP COM 89579K109 11,750 341,770 SH SOLE 0 341,770 TRIANGLE P COM 89589H104 193 37,800 SH SOLE 0 37,800 TRIARC COS CL A 895927101 4,580 164,763 SH SOLE 0 164,763 TRIBUNE CO COM 896047107 11,347 249,598 SH SOLE 0 249,598 TRICON GLO COM 895953107 5,255 89,404 SH SOLE 0 89,404 TRIGON HEA COM 89618L100 11,272 152,700 SH SOLE 0 152,700 TRIMBLE NA COM 896239100 2,490 149,756 SH SOLE 0 149,756 TRIMERIS I COM 896263100 1,987 46,000 SH SOLE 0 46,000 TRINITY IN COM 896522109 11,644 479,000 SH SOLE 0 479,000 TRIQUINT S COM 89674K103 4,531 377,257 SH SOLE 0 377,257 TRIUMPH GR COM 896818101 4,175 106,500 SH SOLE 0 106,500 TRIZEC HAH COM 896938107 3,308 209,000 SH SOLE 0 209,000 TRIZETTO G COM 896882107 785 64,600 SH SOLE 0 64,600 TRUSTCO BK COM 898349105 5,245 406,239 SH SOLE 0 406,239 TRUSTMARK COM 898402102 1,134 44,900 SH SOLE 0 44,900 TRW INC COM 872649108 4,248 82,539 SH SOLE 0 82,539 TUBOS DE A ADR 898592506 1,027 96,030 SH SOLE 0 96,030 TUPPERWARE COM 899896104 989 43,483 SH SOLE 0 43,483 TURNSTONE COM 900423104 243 50,500 SH SOLE 0 50,500 TWEETER HO COM 901167106 2,896 148,119 SH SOLE 0 148,119 TXU CORP COM 873168108 10,784 197,827 SH SOLE 0 197,827 TYCO INTL COM 902124106 97,259 3,009,266 SH SOLE 0 3,009,266 TYSON FOOD CL A 902494103 12,508 1,002,254 SH SOLE 0 1,002,254 U S B HLDG COM 902910108 1,167 68,750 SH SOLE 0 68,750 U S LIQUID COM 902974104 338 101,000 SH SOLE 0 101,000 UAL CORP COM 902549500 622 38,050 SH SOLE 0 38,050 UCAR INTL COM 90262K109 3,238 228,000 SH SOLE 0 228,000 UCBH HOLDI COM 90262T308 4,220 117,300 SH SOLE 0 117,300 UGI CORP N COM 902681105 6,054 193,187 SH SOLE 0 193,187 UICI COM 902737105 1,721 90,800 SH SOLE 0 90,800 UIL HLDG C COM 902748102 4,795 82,535 SH SOLE 0 82,535 ULTIMATE E COM 903849107 1,745 62,200 SH SOLE 0 62,200 ULTRATECH COM 904034105 5,317 255,640 SH SOLE 0 255,640 UMB FINL C COM 902788108 493 11,505 SH SOLE 0 11,505 UNIBANCO-U GDR 90458E107 5,928 242,462 SH SOLE 0 242,462 UNIFI INC COM 904677101 1,410 150,000 SH SOLE 0 150,000 UNILAB COR COM 904763208 2,331 94,800 SH SOLE 0 94,800 UNILEVER N COM 904784709 26,945 474,383 SH SOLE 0 474,383 UNION PAC COM 907818108 12,958 208,528 SH SOLE 0 208,528 UNION PLAN COM 908068109 7,381 155,750 SH SOLE 0 155,750 UNIONBANCA COM 908906100 1,902 43,200 SH SOLE 0 43,200 UNISOURCE COM 909205106 4,591 224,386 SH SOLE 0 224,386 UNISYS COR COM 909214108 2,393 189,505 SH SOLE 0 189,505 UNIT CORP COM 909218109 3,682 201,300 SH SOLE 0 201,300 UNITED BAN COM 909907107 7,242 245,252 SH SOLE 0 245,252 UNITED DEF COM 91018B104 2,125 79,300 SH SOLE 0 79,300 UNITED NAT COM 911163103 4,404 176,800 SH SOLE 0 176,800 UNITED NAT COM 910909100 1,183 51,000 SH SOLE 0 51,000 UNITED PAR CL B 911312106 1,563 25,700 SH SOLE 0 25,700 UNITED REN COM 911363109 8,306 302,250 SH SOLE 0 302,250 UNITED STA COM 911684108 1,136 27,700 SH SOLE 0 27,700 UNITED STA COM 912909108 977 53,834 SH SOLE 0 53,834 UNITED STA COM 913004107 12,153 318,974 SH SOLE 0 318,974 UNITED TEC COM 913017109 79,099 1,066,031 SH SOLE 0 1,066,031 UNITEDHEAL COM 91324P102 45,065 589,697 SH SOLE 0 589,697 UNITRIN IN COM 913275103 7,570 188,300 SH SOLE 0 188,300 UNIVERSAL COM 913431102 1,088 41,200 SH SOLE 0 41,200 UNIVERSAL COM 913456109 2,901 73,700 SH SOLE 0 73,700 UNIVERSAL COM 91347P105 265 27,600 SH SOLE 0 27,600 UNIVERSAL COM 913483103 1,099 75,000 SH SOLE 0 75,000 UNIVERSAL COM 913543104 4,525 189,400 SH SOLE 0 189,400 UNIVERSAL CL B 913903100 7,091 171,900 SH SOLE 0 171,900 UNIVISION CL A 914906102 5,739 136,650 SH SOLE 0 136,650 UNOCAL COR COM 915289102 10,931 280,632 SH SOLE 0 280,632 UNOVA INC COM 91529B106 1,154 145,000 SH SOLE 0 145,000 UNUMPROVID COM 91529Y106 16,699 597,885 SH SOLE 0 597,885 URBAN OUTF COM 917047102 472 20,200 SH SOLE 0 20,200 URS CORP N COM 903236107 3,271 103,200 SH SOLE 0 103,200 US AIRWAYS COM 911905107 217 33,680 SH SOLE 0 33,680 US BANCORP COM 902973304 76,172 3,374,925 SH SOLE 0 3,374,925 US ONCOLOG COM 90338W103 4,774 541,914 SH SOLE 0 541,914 US UNWIRED CL A 90338R104 1,128 204,400 SH SOLE 0 204,400 USA ED INC COM 90390U102 23,580 241,100 SH SOLE 0 241,100 USA NETWOR COM 902984103 6,335 199,400 SH SOLE 0 199,400 USFREIGHTW COM 916906100 5,755 162,384 SH SOLE 0 162,384 UST INC COM 902911106 4,567 117,320 SH SOLE 0 117,320 UTSTARCOM COM 918076100 1,548 59,000 SH SOLE 0 59,000 V F CORP COM 918204108 6,109 141,244 SH SOLE 0 141,244 VALASSIS C COM 918866104 7,011 181,500 SH SOLE 0 181,500 VALENCE TE COM 918914102 1,021 334,829 SH SOLE 0 334,829 VALERO ENE COM 91913Y100 17,570 354,799 SH SOLE 0 354,799 VALMONT IN COM 920253101 2,557 142,854 SH SOLE 0 142,854 VALSPAR CO COM 920355104 9,577 203,500 SH SOLE 0 203,500 VALUEVISIO CL A 92047K107 1,287 62,000 SH SOLE 0 62,000 VANS INC COM 921930103 714 61,000 SH SOLE 0 61,000 VARCO INTL COM 922122106 5,593 278,271 SH SOLE 0 278,271 VARIAN INC COM 922206107 1,912 50,400 SH SOLE 0 50,400 VARIAN MED COM 92220P105 17,353 424,284 SH SOLE 0 424,284 VARIAN SEM COM 922207105 9,431 209,570 SH SOLE 0 209,570 VASTERA IN COM 92239N109 418 28,200 SH SOLE 0 28,200 VAXGEN INC COM 922390208 136 11,900 SH SOLE 0 11,900 VECTREN CO COM 92240G101 4,847 188,666 SH SOLE 0 188,666 VEECO INST COM 922417100 12,633 360,930 SH SOLE 0 360,930 VERISIGN I COM 92343E102 8,036 297,629 SH SOLE 0 297,629 VERITAS DG COM 92343P107 4,570 270,261 SH SOLE 0 270,261 VERITAS SO COM 923436109 14,361 327,655 SH SOLE 0 327,655 VERITY INC COM 92343C106 6,983 394,947 SH SOLE 0 394,947 VERIZON CO COM 92343V104 107,203 2,325,453 SH SOLE 0 2,325,453 VERTEX PHA COM 92532F100 8,291 297,600 SH SOLE 0 297,600 VESTA INS COM 925391104 1,633 272,200 SH SOLE 0 272,200 VIACOM INC CL B 925524308 97,088 2,007,202 SH SOLE 0 2,007,202 VIAD CORP COM 92552R109 8,697 310,600 SH SOLE 0 310,600 VIASAT INC COM 92552V100 2,075 148,000 SH SOLE 0 148,000 VIASYS HEA COM 92553Q209 5,042 224,200 SH SOLE 0 224,200 VICAL INC COM 925602104 478 51,700 SH SOLE 0 51,700 VICOR CORP COM 925815102 4,089 241,973 SH SOLE 0 241,973 VINTAGE PE COM 927460105 6,117 416,108 SH SOLE 0 416,108 VIRAGE LOG COM 92763R104 640 42,050 SH SOLE 0 42,050 VIROPHARMA COM 928241108 241 47,300 SH SOLE 0 47,300 VISHAY INT COM 928298108 9,157 450,196 SH SOLE 0 450,196 VISIONICS COM 92831E101 364 31,040 SH SOLE 0 31,040 VISTEON CO COM 92839U107 2,352 142,086 SH SOLE 0 142,086 VISUAL NET COM 928444108 524 178,300 SH SOLE 0 178,300 VISX INC D COM 92844S105 2,704 153,100 SH SOLE 0 153,100 VITAL SIGN COM 928469105 2,995 81,200 SH SOLE 0 81,200 VITESSE SE COM 928497AB2 1,656 2,120,000 SH SOLE 0 2,120,000 VITESSE SE COM 928497106 2,052 209,400 SH SOLE 0 209,400 VITRO SOCI ADR 928502301 765 255,000 SH SOLE 0 255,000 VIVENDI UN ADR 92851S204 354 9,200 SH SOLE 0 9,200 VOLT INFOR COM 928703107 1,587 85,100 SH SOLE 0 85,100 VORNADO RL COM 929042109 10,933 247,572 SH SOLE 0 247,572 VOTORANTIM ADR 92906P106 1,162 62,000 SH SOLE 0 62,000 VULCAN MAT COM 929160109 4,512 94,900 SH SOLE 0 94,900 W HLDG CO COM 929251106 623 35,300 SH SOLE 0 35,300 WABASH NAT COM 929566107 1,274 128,700 SH SOLE 0 128,700 WABTEC COR COM 929740108 3,983 265,700 SH SOLE 0 265,700 WACHOVIA C COM 929903102 36,840 993,515 SH SOLE 0 993,515 WADDELL & CL A 930059100 6,959 228,300 SH SOLE 0 228,300 WAL MART S COM 931142103 182,975 2,984,915 SH SOLE 0 2,984,915 WALGREEN C COM 931422109 60,470 1,543,006 SH SOLE 0 1,543,006 WALLACE CO COM 932270101 3,250 160,900 SH SOLE 0 160,900 WALTER IND COM 93317Q105 475 36,100 SH SOLE 0 36,100 WASHINGTON COM 938824109 9,282 387,703 SH SOLE 0 387,703 WASHINGTON COM 939322103 40,511 1,222,779 SH SOLE 0 1,222,779 WASHINGTON CL B 939640108 17,058 28,100 SH SOLE 0 28,100 WASTE CONN COM 941053100 5,834 174,100 SH SOLE 0 174,100 WASTE MGMT COM 94106L109 19,500 715,599 SH SOLE 0 715,599 WATERS COR COM 941848103 4,053 144,900 SH SOLE 0 144,900 WATSCO INC COM 942622200 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18,300 SH SOLE 0 18,300 WHITNEY HL COM 966612103 7,472 149,861 SH SOLE 0 149,861 WHOLE FOOD COM 966837106 14,535 318,130 SH SOLE 0 318,130 WILD OATS COM 96808B107 2,630 311,200 SH SOLE 0 311,200 WILLIAMS C COM 969457100 15,439 655,286 SH SOLE 0 655,286 WILLIAMS S COM 969904101 10,996 239,100 SH SOLE 0 239,100 WILMINGTON COM 971807102 6,596 98,000 SH SOLE 0 98,000 WILSON GRE COM 972232102 1,232 47,900 SH SOLE 0 47,900 WIND RIVER COM 973149107 2,956 217,491 SH SOLE 0 217,491 WINN DIXIE COM 974280109 1,435 89,447 SH SOLE 0 89,447 WINNEBAGO COM 974637100 4,938 117,600 SH SOLE 0 117,600 WISCONSIN COM 976657106 9,693 389,600 SH SOLE 0 389,600 WMS INDS I COM 929297109 3,496 184,000 SH SOLE 0 184,000 WOLVERINE COM 978093102 589 67,700 SH SOLE 0 67,700 WOLVERINE COM 978097103 4,720 262,953 SH SOLE 0 262,953 WOODHEAD I COM 979438108 199 11,200 SH SOLE 0 11,200 WOODWARD G COM 980745103 5,428 78,900 SH SOLE 0 78,900 WORLD WRES CL A 98156Q108 949 65,000 SH SOLE 0 65,000 WORLDCOM I COM 98157D106 16,380 2,430,243 SH SOLE 0 2,430,243 WORTHINGTO COM 981811102 2,134 138,926 SH SOLE 0 138,926 WPS RESOUR COM 92931B106 3,388 85,900 SH SOLE 0 85,900 WRIGHT MED COM 98235T107 1,312 65,300 SH SOLE 0 65,300 WRIGLEY WM COM 982526105 6,126 114,912 SH SOLE 0 114,912 WYETH COM 983024100 88,995 1,355,600 SH SOLE 0 1,355,600 XCEL ENERG COM 98389B100 7,372 290,825 SH SOLE 0 290,825 XEROX CORP COM 984121103 5,337 496,456 SH SOLE 0 496,456 XICOR INC COM 984903104 272 25,600 SH SOLE 0 25,600 XILINX INC COM 983919101 13,306 333,830 SH SOLE 0 333,830 XL CAP LTD CL A G98255105 13,729 147,065 SH SOLE 0 147,065 X-RITE INC COM 983857103 1,254 156,700 SH SOLE 0 156,700 XTO ENERGY COM 98385X106 19,013 948,302 SH SOLE 0 948,302 YAHOO INC COM 984332106 5,949 322,100 SH SOLE 0 322,100 YARDVILLE COM 985021104 269 20,000 SH SOLE 0 20,000 YELLOW COR COM 985509108 6,675 252,950 SH SOLE 0 252,950 YORK INTL COM 986670107 13,301 370,500 SH SOLE 0 370,500 YOUNG BROA CL A 987434107 452 18,100 SH SOLE 0 18,100 ZALE CORP COM 988858106 27,477 676,775 SH SOLE 0 676,775 ZEBRA TECH CL A 989207105 11,005 203,451 SH SOLE 0 203,451 ZENITH NAT COM 989390109 3,437 117,700 SH SOLE 0 117,700 ZIMMER HLD COM 98956P102 4,624 135,790 SH SOLE 0 135,790 ZIONS BANC COM 989701107 7,373 124,400 SH SOLE 0 124,400 ZIXIT CORP COM 98974P100 640 98,200 SH SOLE 0 98,200 ZOLL MED C COM 989922109 1,325 34,500 SH SOLE 0 34,500 ZORAN CORP COM 98975F101 3,061 70,080 SH SOLE 0 70,080 ZYGO CORP COM 989855101 714 44,000 SH SOLE 0 44,000
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