-----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, RatCJM0P10uVKOTiz/saY6ex3J9EsRXYCM28E4gN0qyndtoOAbUPBUU4sbWaU+fK ZEjSmEKV0IBApGghBhauOA== 0001083190-01-500007.txt : 20020410 0001083190-01-500007.hdr.sgml : 20020410 ACCESSION NUMBER: 0001083190-01-500007 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20010930 FILED AS OF DATE: 20011113 FILER: COMPANY DATA: COMPANY CONFORMED NAME: COMMONWEALTH OF PENNSYLVANIA PUBLIC SCHOOL EMPLS RETRMT SYS CENTRAL INDEX KEY: 0001083190 STANDARD INDUSTRIAL CLASSIFICATION: [] 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: 1781196 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 q32001.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: September 30, 2001 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement [ ] adds new holdings entries Institutional Investment Manager Filing this report: Name: Commonwealth of Pennsylvania Public School Employees Retirement System Address: 5 North 5th Street Harrisburg, PA 17101 13F File Number: The institutional investment manager filing this report and the person by whom it is signed hereby represents that the person signing this report is authorized to submit it, that all information contained herein is true, correct and complete, and that all information contained herein is true, correct and complete, and that it is understood that required items, statements, schedules, lists, and tables, are considered integral parts of this form. Persons signing this Report on Behalf of Reporting Manager: Name: John C. Lane Title: Chief Investment Officer Phone: 717-720-4721 Signature, Place, and Date of Signing: /s/ John C. Lane Harrisburg, Pennsylvania November 8, 2001 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: 2,451 Form 13F Information Table Value Total: $17,099,910 (in 000s) List of Other Included Managers: N/A AS OF SEPTEMBER 30, 2001 TITLE Voting NAME OF VALUE Invst Other Authority OF ISSUER CLASS CUSIP (in 000s) SHARES Discr Mgrs. (SOLE) 1 800 FLOWERSCL A 68243Q106 223 18,500 SH SOLE 0 18,500 3COM CORP COM 885535104 5,792 1,544,539 SH SOLE 0 1,544,539 3-DIMENSIONAL COM 88554W104 1,096 160,007 SH SOLE 0 160,007 4 KIDS ENTMT COM 350865101 1,757 88,300 SH SOLE 0 88,300 7-ELEVEN INC COM 817826209 166 17,200 SH SOLE 0 17,200 99 CENTS ONLY COM 65440K106 9,889 305,699 SH SOLE 0 305,699 A D C TELECOM COM 000886101 2,268 649,891 SH SOLE 0 649,891 AAR CORP COM 000361105 1,370 170,975 SH SOLE 0 170,975 AARON RENTS I COM 002535201 1,586 102,309 SH SOLE 0 102,309 ABBOTT LABS COM 002824100 45,580 879,073 SH SOLE 0 879,073 ABERCROMBIE &CL A 002896207 9,875 561,400 SH SOLE 0 561,400 ABGENIX INC COM 00339B107 1,571 69,200 SH SOLE 0 69,200 ABITIBI-CONSO COM 003924107 226 35,400 SH SOLE 0 35,400 ABM INDS INC COM 000957100 3,023 117,109 SH SOLE 0 117,109 ABRAXAS PETE COM 003830106 439 227,250 SH SOLE 0 227,250 ACCLAIM ENTMTCOM 004325205 1,537 573,400 SH SOLE 0 573,400 ACCREDO HEALT COM 00437V104 8,466 232,572 SH SOLE 0 232,572 ACE LTD COM G0070K103 1,057 36,597 SH SOLE 0 36,597 ACLARA BIOSCI COM 00461P106 396 70,500 SH SOLE 0 70,500 ACME COMMUNIC COM 004631107 106 15,200 SH SOLE 0 15,200 ACTEL CORP COM 004934105 2,382 134,100 SH SOLE 0 134,100 ACTION PERFOR COM 004933107 2,050 112,582 SH SOLE 0 112,582 ACTIVISION INCOM 004930202 4,113 151,100 SH SOLE 0 151,100 ACTUATE CORP COM 00508B102 331 79,100 SH SOLE 0 79,100 ACTV INC COM 00088E104 165 81,000 SH SOLE 0 81,000 ACXIOM CORP COM 005125109 3,840 408,500 SH SOLE 0 408,500 ADAPTEC INC COM 00651F108 4,810 612,004 SH SOLE 0 612,004 ADELPHIA COMMCL A 006848105 757 34,100 SH SOLE 0 34,100 ADEPT TECHNOL COM 006854103 90 30,000 SH SOLE 0 30,000 ADMINISTAFF I COM 007094105 3,588 138,000 SH SOLE 0 138,000 ADOBE SYS INC COM 00724F101 3,456 144,127 SH SOLE 0 144,127 ADOLOR CORP COM 00724X102 293 17,300 SH SOLE 0 17,300 ADTRAN INC COM 00738A106 5,267 275,734 SH SOLE 0 275,734 ADVANCED ENER COM 007973100 3,659 220,000 SH SOLE 0 220,000 ADVANCED FIBR COM 00754A105 5,413 370,500 SH SOLE 0 370,500 ADVANCED MICR COM 007903107 1,418 173,968 SH SOLE 0 173,968 ADVANCED SEMI ADR 00756M404 579 251,550 SH SOLE 0 251,550 ADVANCED TISS COM 00755F103 765 215,500 SH SOLE 0 215,500 ADVANCEPCS COM 00790K109 18,118 252,413 SH SOLE 0 252,413 ADVANTA CORP CL B 007942204 99 11,100 SH SOLE 0 11,100 ADVENT SOFTWA COM 007974108 9,431 250,500 SH SOLE 0 250,500 ADVO INC COM 007585102 3,501 102,956 SH SOLE 0 102,956 AEROFLEX INC COM 007768104 8,389 762,650 SH SOLE 0 762,650 AES CORP COM 00130H105 6,339 494,455 SH SOLE 0 494,455 AETHER SYS IN COM 00808V105 107 17,000 SH SOLE 0 17,000 AETNA INC NEW COM 00817Y108 2,262 78,296 SH SOLE 0 78,296 AFC ENTERPRIS COM 00104Q107 584 28,620 SH SOLE 0 28,620 AFFILIATED COCL A 008190100 20,239 248,600 SH SOLE 0 248,600 AFFILIATED MA COM 008252108 2,903 51,100 SH SOLE 0 51,100 AFFYMETRIX IN COM 00826T108 2,294 142,910 SH SOLE 0 142,910 AFLAC INC COM 001055102 9,969 369,210 SH SOLE 0 369,210 AGCO CORP COM 001084102 3,379 373,367 SH SOLE 0 373,367 AGERE SYS INCCL A 00845V100 296 71,500 SH SOLE 0 71,500 AGILE SOFTWAR COM 00846X105 2,430 267,300 SH SOLE 0 267,300 AGILENT TECHN COM 00846U101 8,153 417,026 SH SOLE 0 417,026 AGL RES INC COM 001204106 7,110 356,042 SH SOLE 0 356,042 AIR PRODS & C COM 009158106 8,619 223,402 SH SOLE 0 223,402 AIRBORNE INC COM 009269101 2,364 247,542 SH SOLE 0 247,542 AIRGAS INC COM 009363102 9,436 711,101 SH SOLE 0 711,101 AIRGATE PCS I COM 009367103 896 20,170 SH SOLE 0 20,170 AIRTRAN HLDGS COM 00949P108 491 115,800 SH SOLE 0 115,800 AK STL HLDG C COM 001547108 5,101 603,720 SH SOLE 0 603,720 ALAMOSA HLDGS COM 011589108 851 61,432 SH SOLE 0 61,432 ALASKA AIR GR COM 011659109 2,489 124,646 SH SOLE 0 124,646 ALBANY INTL CCL A 012348108 5,064 338,522 SH SOLE 0 338,522 ALBANY MOLECU COM 012423109 1,639 66,000 SH SOLE 0 66,000 ALBEMARLE COR COM 012653101 5,494 290,702 SH SOLE 0 290,702 ALBERTO CULVECL B 013068101 743 19,100 SH SOLE 0 19,100 ALBERTO CULVECL A 013068200 1,817 55,100 SH SOLE 0 55,100 ALBERTSONS IN COM 013104104 7,633 239,435 SH SOLE 0 239,435 ALCAN INC COM 013716105 5,220 173,986 SH SOLE 0 173,986 ALCOA INC COM 013817101 34,776 1,121,444 SH SOLE 0 1,121,444 ALEXANDER & B COM 014482103 6,330 270,400 SH SOLE 0 270,400 ALEXANDRIA RE COM 015271109 8,206 208,007 SH SOLE 0 208,007 ALKERMES INC COM 01642T108 1,006 51,400 SH SOLE 0 51,400 ALLEGHENY ENE COM 017361106 3,095 84,331 SH SOLE 0 84,331 ALLEGHENY TEC COM 01741R102 898 67,335 SH SOLE 0 67,335 ALLEN TELECOM COM 018091108 1,167 134,171 SH SOLE 0 134,171 ALLERGAN INC COM 018490102 5,251 79,200 SH SOLE 0 79,200 ALLETE INC COM 018522102 11,441 446,200 SH SOLE 0 446,200 ALLIANCE DATA COM 018581108 1,107 68,100 SH SOLE 0 68,100 ALLIANCE FIBE COM 018680108 83 102,500 SH SOLE 0 102,500 ALLIANCE GAMICOM 01859P609 355 25,000 SH SOLE 0 25,000 ALLIANCE PHAR COM 018773101 88 97,100 SH SOLE 0 97,100 ALLIANCE SEMI COM 01877H100 1,498 208,649 SH SOLE 0 208,649 ALLIANT ENERG COM 018802108 11,302 361,085 SH SOLE 0 361,085 ALLIANT TECHS COM 018804104 10,288 120,190 SH SOLE 0 120,190 ALLIED WASTE COM 019589308 985 77,218 SH SOLE 0 77,218 ALLMERICA FIN COM 019754100 10,804 240,900 SH SOLE 0 240,900 ALLOY INC COM 019855105 1,755 142,200 SH SOLE 0 142,200 ALLSTATE CORP COM 020002101 51,646 1,382,747 SH SOLE 0 1,382,747 ALLTEL CORP COM 020039103 13,480 232,606 SH SOLE 0 232,606 ALPHA INDS IN COM 020753109 5,852 302,100 SH SOLE 0 302,100 ALPHARMA INC CL A 020813101 10,786 374,500 SH SOLE 0 374,500 ALTERA CORP COM 021441100 5,215 318,366 SH SOLE 0 318,366 AMAZON COM IN COM 023135106 1,045 175,000 SH SOLE 0 175,000 AMB PROPERTY COM 00163T109 10,900 444,880 SH SOLE 0 444,880 AMBAC FINL GR COM 023139108 9,203 168,208 SH SOLE 0 168,208 AMC ENTMT INC COM 001669100 207 19,700 SH SOLE 0 19,700 AMCAST INDL C COM 023395106 260 38,500 SH SOLE 0 38,500 AMCORE FINL I COM 023912108 355 15,612 SH SOLE 0 15,612 AMDOCS LTD COM G02602103 2,211 82,970 SH SOLE 0 82,970 AMERADA HESS COM 023551104 7,237 113,974 SH SOLE 0 113,974 AMEREN CORP COM 023608102 7,167 186,637 SH SOLE 0 186,637 AMERICA FIRST COM 023934102 1,682 190,050 SH SOLE 0 190,050 AMERICA MOVILADR 02364W105 6,611 445,780 SH SOLE 0 445,780 AMERICAN AXLE COM 024061103 1,278 100,200 SH SOLE 0 100,200 AMERICAN CAPI COM 024937104 5,152 188,110 SH SOLE 0 188,110 AMERICAN EAGL COM 02553E106 8,427 423,450 SH SOLE 0 423,450 AMERICAN ELEC COM 025537101 7,157 165,559 SH SOLE 0 165,559 AMERICAN EXPR COM 025816109 20,467 704,314 SH SOLE 0 704,314 AMERICAN FINL COM 025932104 6,878 309,800 SH SOLE 0 309,800 AMERICAN FINL COM 026075101 3,515 143,175 SH SOLE 0 143,175 AMERICAN GREECL A 026375105 10,554 797,144 SH SOLE 0 797,144 AMERICAN HOME COM 02660M108 1,534 87,900 SH SOLE 0 87,900 AMERICAN HOME COM 026609107 53,724 922,295 SH SOLE 0 922,295 AMERICAN INTL COM 026874107 194,585 2,494,684 SH SOLE 0 2,494,684 AMERICAN ITALCL A 027070101 8,082 186,865 SH SOLE 0 186,865 AMERICAN MED COM 02744M108 519 27,200 SH SOLE 0 27,200 AMERICAN MGMT COM 027352103 2,567 213,700 SH SOLE 0 213,700 AMERICAN PWR COM 029066107 3,173 271,673 SH SOLE 0 271,673 AMERICAN STD COM 029712106 19,866 361,200 SH SOLE 0 361,200 AMERICAN STS COM 029899101 3,248 87,773 SH SOLE 0 87,773 AMERICAN SUPE COM 030111108 280 30,000 SH SOLE 0 30,000 AMERICAN TOWECL A 029912201 913 65,700 SH SOLE 0 65,700 AMERICAN WOOD COM 030506109 512 17,441 SH SOLE 0 17,441 AMERICAN WTR COM 030411102 17,886 452,800 SH SOLE 0 452,800 AMERICREDIT C COM 03060R101 17,336 548,250 SH SOLE 0 548,250 AMERIPATH INC COM 03071D109 571 21,762 SH SOLE 0 21,762 AMERISOURCEBE COM 03073E105 11,096 156,386 SH SOLE 0 156,386 AMERISTAR CAS COM 03070Q101 156 12,000 SH SOLE 0 12,000 AMERON INTL I COM 030710107 374 5,800 SH SOLE 0 5,800 AMERUS GROUP COM 03072M108 2,816 80,000 SH SOLE 0 80,000 AMETEK INC NE COM 031100100 4,336 165,000 SH SOLE 0 165,000 AMGEN INC COM 031162100 72,722 1,237,401 SH SOLE 0 1,237,401 AMKOR TECHNOL COM 031652100 673 64,000 SH SOLE 0 64,000 AMLI RESIDENT COM 001735109 253 10,700 SH SOLE 0 10,700 AMPHENOL CORPCL A 032095101 824 23,700 SH SOLE 0 23,700 AMR CORP COM 001765106 1,810 94,567 SH SOLE 0 94,567 AMSOUTH BANCO COM 032165102 5,441 301,133 SH SOLE 0 301,133 AMSURG CORP COM 03232P405 1,222 44,370 SH SOLE 0 44,370 AMYLIN PHARMA COM 032346108 1,087 196,600 SH SOLE 0 196,600 ANADARKO PETE COM 032511107 8,309 172,825 SH SOLE 0 172,825 ANADIGICS INC COM 032515108 488 40,000 SH SOLE 0 40,000 ANALOG DEVICE COM 032654105 6,198 189,542 SH SOLE 0 189,542 ANALOGIC CORPCOM 032657207 2,510 61,975 SH SOLE 0 61,975 ANALYSTS INTL COM 032681108 254 83,150 SH SOLE 0 83,150 ANAREN MICROW COM 032744104 530 32,400 SH SOLE 0 32,400 ANCHOR BANCOR COM 032839102 1,741 104,900 SH SOLE 0 104,900 ANCHOR GAMING COM 033037102 3,531 85,089 SH SOLE 0 85,089 ANDREW CORP COM 034425108 1,344 73,950 SH SOLE 0 73,950 ANDRX GROUP COM 034553107 2,508 38,630 SH SOLE 0 38,630 ANGELICA CORP COM 034663104 2,939 309,400 SH SOLE 0 309,400 ANGLO AMERN P ADR 03485P102 2,457 206,150 SH SOLE 0 206,150 ANHEUSER BUSC COM 035229103 21,904 523,012 SH SOLE 0 523,012 ANIXTER INTL COM 035290105 8,281 334,171 SH SOLE 0 334,171 ANNALY MTG MG COM 035710409 8,972 620,914 SH SOLE 0 620,914 ANNTAYLOR STO COM 036115103 4,267 194,661 SH SOLE 0 194,661 ANNUITY AND L COM G03910109 2,893 85,200 SH SOLE 0 85,200 ANSOFT CORP COM 036384105 1,226 134,410 SH SOLE 0 134,410 ANSYS INC COM 03662Q105 396 22,200 SH SOLE 0 22,200 ANTHRACITE CA COM 037023108 5,269 506,622 SH SOLE 0 506,622 ANTIGENICS IN COM 037032109 606 47,500 SH SOLE 0 47,500 AOL TIME WARN COM 00184A105 170,104 5,139,080 SH SOLE 0 5,139,080 AON CORP COM 037389103 5,665 134,887 SH SOLE 0 134,887 APACHE CORP COM 037411105 2,940 68,371 SH SOLE 0 68,371 APARTMENT INVCL A 03748R101 59,311 1,310,446 SH SOLE 0 1,310,446 APOGEE ENTERP COM 037598109 2,383 184,712 SH SOLE 0 184,712 APOGENT TECHN COM 03760A101 11,570 484,100 SH SOLE 0 484,100 APOLLO GROUP CL A 037604105 25,443 605,350 SH SOLE 0 605,350 APPLE COMPUTE COM 037833100 3,127 201,588 SH SOLE 0 201,588 APPLEBEES INT COM 037899101 6,177 209,383 SH SOLE 0 209,383 APPLERA CORP COM 038020103 7,786 319,086 SH SOLE 0 319,086 APPLERA CORP COM 038020202 819 34,000 SH SOLE 0 34,000 APPLICA INC COM 03815A106 1,055 124,900 SH SOLE 0 124,900 APPLIED FILMS COM 038197109 2,151 128,400 SH SOLE 0 128,400 APPLIED GRAPH COM 037937208 29 36,800 SH SOLE 0 36,800 APPLIED INDL COM 03820C105 1,515 89,700 SH SOLE 0 89,700 APPLIED MATLS COM 038222105 24,844 873,558 SH SOLE 0 873,558 APPLIED MICRO COM 03822W109 2,390 341,973 SH SOLE 0 341,973 APRIA HEALTHC COM 037933108 8,257 318,800 SH SOLE 0 318,800 APTARGROUP IN COM 038336103 5,633 177,147 SH SOLE 0 177,147 APW LTD COM G04397108 811 193,933 SH SOLE 0 193,933 ARACRUZ CELULADR 038496204 10,229 688,829 SH SOLE 0 688,829 ARBITRON INC COM 03875Q108 4,771 182,383 SH SOLE 0 182,383 ARCH CHEMICAL COM 03937R102 2,428 106,970 SH SOLE 0 106,970 ARCH COAL INC COM 039380100 3,978 255,000 SH SOLE 0 255,000 ARCHER DANIEL COM 039483102 4,046 321,334 SH SOLE 0 321,334 ARCHSTONE CMN COM 039581103 49,439 1,894,200 SH SOLE 0 1,894,200 ARCTIC CAT IN COM 039670104 1,528 113,356 SH SOLE 0 113,356 ARDEN RLTY IN COM 039793104 7,256 283,779 SH SOLE 0 283,779 ARGOSY GAMING COM 040228108 5,891 224,830 SH SOLE 0 224,830 ARIBA INC COM 04033V104 206 111,000 SH SOLE 0 111,000 ARKANSAS BEST COM 040790107 4,714 227,599 SH SOLE 0 227,599 ARMOR HOLDING COM 042260109 4,340 219,200 SH SOLE 0 219,200 ARNOLD INDS I COM 042595108 2,527 122,094 SH SOLE 0 122,094 ARQULE INC COM 04269E107 1,668 159,600 SH SOLE 0 159,600 ARRIS GROUP I COM 04269Q100 624 174,300 SH SOLE 0 174,300 ARROW ELECTRS COM 042735100 23,893 1,145,400 SH SOLE 0 1,145,400 ARTESYN TECHN COM 043127109 1,000 183,764 SH SOLE 0 183,764 ARTHROCARE CO COM 043136100 3,810 194,381 SH SOLE 0 194,381 ARVINMERITOR COM 043353101 5,150 360,372 SH SOLE 0 360,372 ASCENTIAL SOF COM 04362P108 4,522 1,370,220 SH SOLE 0 1,370,220 ASE TEST LTD COM Y02516105 1,190 154,550 SH SOLE 0 154,550 ASHLAND INC COM 044204105 3,865 100,251 SH SOLE 0 100,251 ASHWORTH INC COM 04516H101 346 60,200 SH SOLE 0 60,200 ASIAINFO HLDG COM 04518A104 366 30,800 SH SOLE 0 30,800 ASML HLDG NV COM N07059111 1,693 150,990 SH SOLE 0 150,990 ASPECT COMMUN COM 04523Q102 580 324,275 SH SOLE 0 324,275 ASPECT MED SY COM 045235108 438 40,000 SH SOLE 0 40,000 ASPEN TECHNOL COM 045327103 1,436 143,619 SH SOLE 0 143,619 ASSOCIATED BA COM 045487105 12,143 358,299 SH SOLE 0 358,299 ASTEC INDS IN COM 046224101 1,711 131,500 SH SOLE 0 131,500 ASTORIA FINL COM 046265104 16,557 279,400 SH SOLE 0 279,400 ASTRAZENECA P ADR 046353108 2,342 50,145 SH SOLE 0 50,145 ASTROPOWER IN COM 04644A101 2,925 84,770 SH SOLE 0 84,770 ASYST TECHNOL COM 04648X107 311 34,400 SH SOLE 0 34,400 AT HOME CORP COM 045919AF4 2,141 12,595,000 SH SOLE 0 12,595,000 AT TRACK COMM COM 04648Y204 1,121 862,412 SH SOLE 0 862,412 AT&T CORP COM 001957109 46,400 2,404,151 SH SOLE 0 2,404,151 AT&T WIRELESS COM 00209A106 33,835 2,264,720 SH SOLE 0 2,264,720 ATLANTIC COAS COM 048396105 5,422 407,684 SH SOLE 0 407,684 ATLAS AIR WOR COM 049164106 3,115 316,200 SH SOLE 0 316,200 ATMEL CORP COM 049513104 14,427 2,159,700 SH SOLE 0 2,159,700 ATMI INC COM 00207R101 3,980 257,600 SH SOLE 0 257,600 ATMOS ENERGY COM 049560105 4,433 205,247 SH SOLE 0 205,247 ATP OIL & GAS COM 00208J108 695 100,000 SH SOLE 0 100,000 ATRIX LABS IN COM 04962L101 464 19,726 SH SOLE 0 19,726 ATWOOD OCEANI COM 050095108 3,083 118,565 SH SOLE 0 118,565 AUDIOVOX CORPCL A 050757103 1,291 141,285 SH SOLE 0 141,285 AUSPEX SYS IN COM 052116100 486 206,800 SH SOLE 0 206,800 AUTODESK INC COM 052769106 2,995 93,417 SH SOLE 0 93,417 AUTOMATIC DAT COM 053015103 18,859 400,918 SH SOLE 0 400,918 AUTONATION IN COM 05329W102 2,226 253,300 SH SOLE 0 253,300 AUTOZONE INC COM 053332102 3,355 64,690 SH SOLE 0 64,690 AVALONBAY CMN COM 053484101 70,421 1,474,796 SH SOLE 0 1,474,796 AVANEX CORP COM 05348W109 408 138,000 SH SOLE 0 138,000 AVANT CORP COM 053487104 892 301,400 SH SOLE 0 301,400 AVAYA INC COM 053499109 1,463 147,740 SH SOLE 0 147,740 AVERY DENNISO COM 053611109 3,514 74,267 SH SOLE 0 74,267 AVIALL INC NE COM 05366B102 213 34,580 SH SOLE 0 34,580 AVID TECHNOLO COM 05367P100 999 137,000 SH SOLE 0 137,000 AVIRON COM 053762100 921 37,000 SH SOLE 0 37,000 AVISTA CORP COM 05379B107 3,116 229,108 SH SOLE 0 229,108 AVNET INC COM 053807103 22,791 1,252,939 SH SOLE 0 1,252,939 AVOCENT CORP COM 053893103 3,831 257,438 SH SOLE 0 257,438 AVON PRODS IN COM 054303102 10,349 223,758 SH SOLE 0 223,758 AVX CORP NEW COM 002444107 1,795 110,300 SH SOLE 0 110,300 AWARE INC MAS COM 05453N100 418 106,000 SH SOLE 0 106,000 AXCELIS TECHN COM 054540109 4,830 511,100 SH SOLE 0 511,100 AXT INC COM 00246W103 1,104 104,195 SH SOLE 0 104,195 AXYS PHARMACE COM 054635107 832 272,800 SH SOLE 0 272,800 AZTAR CORP COM 054802103 2,957 226,108 SH SOLE 0 226,108 BAKER HUGHES COM 057224107 12,528 432,762 SH SOLE 0 432,762 BALDOR ELEC C COM 057741100 3,232 162,834 SH SOLE 0 162,834 BALL CORP COM 058498106 4,545 75,871 SH SOLE 0 75,871 BALLY TOTAL F COM 05873K108 3,759 185,082 SH SOLE 0 185,082 BANCFIRST COR COM 05945F103 1,241 36,300 SH SOLE 0 36,300 BANCO SANTANDADR 05965F108 869 48,835 SH SOLE 0 48,835 BANCORPSOUTH COM 059692103 568 36,888 SH SOLE 0 36,888 BANDAG INC COM 059815100 1,370 50,100 SH SOLE 0 50,100 BANDAG INC CL A 059815308 1,911 82,000 SH SOLE 0 82,000 BANGOR HYDRO COM 060077104 963 36,151 SH SOLE 0 36,151 BANK NEW YORK COM 064057102 11,855 338,723 SH SOLE 0 338,723 BANK OF AMERI COM 060505104 74,402 1,273,999 SH SOLE 0 1,273,999 BANK ONE CORP COM 06423A103 34,173 1,085,907 SH SOLE 0 1,085,907 BANKATLANTIC CL A 065908501 1,049 103,900 SH SOLE 0 103,900 BANKNORTH GRO COM 06646R107 14,883 666,791 SH SOLE 0 666,791 BANKUNITED FICL A 06652B103 2,455 167,370 SH SOLE 0 167,370 BANTA CORP COM 066821109 5,132 184,134 SH SOLE 0 184,134 BARD C R INC COM 067383109 1,737 33,778 SH SOLE 0 33,778 BARNES & NOBL COM 067774109 16,073 445,230 SH SOLE 0 445,230 BARNES GROUP COM 067806109 1,879 88,221 SH SOLE 0 88,221 BARR LABS INC COM 068306109 19,359 244,860 SH SOLE 0 244,860 BARRA INC COM 068313105 5,558 132,279 SH SOLE 0 132,279 BARRICK GOLD COM 067901108 1,346 77,603 SH SOLE 0 77,603 BASSETT FURNI COM 070203104 750 53,700 SH SOLE 0 53,700 BAUSCH & LOMB COM 071707103 709 25,066 SH SOLE 0 25,066 BAXTER INTL I COM 071813109 17,756 322,540 SH SOLE 0 322,540 BAY VIEW CAP COM 07262L101 1,815 259,300 SH SOLE 0 259,300 BB&T CORP COM 054937107 7,962 218,439 SH SOLE 0 218,439 BBVA BANCO BH ADR 073297103 321 24,800 SH SOLE 0 24,800 BBVA BANCO FR ADR 07329M100 110 12,300 SH SOLE 0 12,300 BCE INC COM 05534B109 399 18,100 SH SOLE 0 18,100 BE AEROSPACE COM 073302101 1,540 202,600 SH SOLE 0 202,600 BEA SYS INC COM 073325102 503 52,400 SH SOLE 0 52,400 BEAR STEARNS COM 073902108 3,315 66,282 SH SOLE 0 66,282 BEASLEY BROADCL A 074014101 778 75,900 SH SOLE 0 75,900 BEBE STORES I COM 075571109 157 10,400 SH SOLE 0 10,400 BECKMAN COULT COM 075811109 15,248 344,590 SH SOLE 0 344,590 BECTON DICKIN COM 075887109 13,451 363,540 SH SOLE 0 363,540 BED BATH & BE COM 075896100 4,687 184,098 SH SOLE 0 184,098 BEDFORD PPTY COM 076446301 435 21,500 SH SOLE 0 21,500 BEI TECHNOLOG COM 05538P104 1,139 70,943 SH SOLE 0 70,943 BEL FUSE INC CL B 077347300 953 49,000 SH SOLE 0 49,000 BELDEN INC COM 077459105 9,623 511,854 SH SOLE 0 511,854 BELL MICROPRO COM 078137106 1,182 153,700 SH SOLE 0 153,700 BELLSOUTH COR COM 079860102 49,245 1,185,195 SH SOLE 0 1,185,195 BELO CORP COM 080555105 9,124 568,800 SH SOLE 0 568,800 BEMIS INC COM 081437105 967 24,269 SH SOLE 0 24,269 BENCHMARK ELE COM 08160H101 1,529 92,580 SH SOLE 0 92,580 BERKLEY W R C COM 084423102 1,973 41,099 SH SOLE 0 41,099 BERKSHIRE HATCL A 084670108 4,620 66 SH SOLE 0 66 BERKSHIRE HATCL B 084670207 6,291 2,700 SH SOLE 0 2,700 BEST BUY INC COM 086516101 5,751 126,535 SH SOLE 0 126,535 BETHLEHEM STL COM 087509105 32 24,768 SH SOLE 0 24,768 BEVERLY ENTERCOM 087851309 1,585 155,361 SH SOLE 0 155,361 BIG LOTS INC COM 089302103 12,301 1,483,798 SH SOLE 0 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228,830 SH SOLE 0 228,830 CONSTELLATION COM 210371100 1,906 78,755 SH SOLE 0 78,755 CONTINENTAL ACL B 210795308 272 18,100 SH SOLE 0 18,100 CONVERGYS COR COM 212485106 4,977 179,363 SH SOLE 0 179,363 COOPER CAMERO COM 216640102 9,715 296,200 SH SOLE 0 296,200 COOPER COS INCOM 216648402 10,936 233,178 SH SOLE 0 233,178 COOPER INDS I COM 216669101 3,031 73,087 SH SOLE 0 73,087 COOPER TIRE & COM 216831107 535 37,539 SH SOLE 0 37,539 COORS ADOLPH CL B 217016104 1,743 38,739 SH SOLE 0 38,739 COPART INC COM 217204106 8,542 304,967 SH SOLE 0 304,967 COR THERAPEUT COM 217753102 6,461 285,500 SH SOLE 0 285,500 CORE LABORATO COM N22717107 810 63,000 SH SOLE 0 63,000 CORINTHIAN CO COM 218868107 5,254 155,857 SH SOLE 0 155,857 CORN PRODS IN COM 219023108 7,174 249,714 SH SOLE 0 249,714 CORNERSTONE R COM 21922V102 164 15,366 SH SOLE 0 15,366 CORNING INC COM 219350105 6,248 708,353 SH SOLE 0 708,353 CORPORATE EXE COM 21988R102 1,956 75,000 SH SOLE 0 75,000 CORPORATE OFF COM 22002T108 1,319 121,000 SH SOLE 0 121,000 CORUS BANKSHA COM 220873103 234 5,215 SH SOLE 0 5,215 CORVAS INTL I COM 221005101 218 37,900 SH SOLE 0 37,900 COST PLUS INC COM 221485105 2,610 142,159 SH SOLE 0 142,159 COSTAR GROUP COM 22160N109 1,481 82,400 SH SOLE 0 82,400 COSTCO WHSL C COM 22160K105 9,966 280,255 SH SOLE 0 280,255 COUNTRYWIDE C COM 222372104 21,590 491,463 SH SOLE 0 491,463 COUSINS PPTYS COM 222795106 204 8,250 SH SOLE 0 8,250 COVANCE INC COM 222816100 8,884 496,036 SH SOLE 0 496,036 COVANTA ENERG COM 22281N103 5,125 438,763 SH SOLE 0 438,763 COVENTRY HEAL COM 222862104 9,282 393,319 SH SOLE 0 393,319 COX COMMUNICACL A 224044107 4,380 104,900 SH SOLE 0 104,900 COX RADIO INCCL A 224051102 2,827 140,140 SH SOLE 0 140,140 CPB INC COM 125903104 1,280 40,483 SH SOLE 0 40,483 CPI CORP COM 125902106 3,328 231,600 SH SOLE 0 231,600 CRANE CO COM 224399105 1,862 84,943 SH SOLE 0 84,943 CRAY INC COM 225223106 902 440,000 SH SOLE 0 440,000 CREDENCE SYS COM 225302108 5,402 448,295 SH SOLE 0 448,295 CREDICORP LTD COM G2519Y108 416 50,100 SH SOLE 0 50,100 CREDIT ACCEP COM 225310101 699 80,000 SH SOLE 0 80,000 CREE INC COM 225447101 266 18,000 SH SOLE 0 18,000 CRESCENT REAL COM 225756105 403 18,771 SH SOLE 0 18,771 CROMPTON CORP COM 227116100 4,896 706,479 SH SOLE 0 706,479 CROSS A T CO CL A 227478104 413 77,900 SH SOLE 0 77,900 CROSSMANN CMN COM 22764E109 276 10,500 SH SOLE 0 10,500 CROWN CORK & COM 228255105 45 19,760 SH SOLE 0 19,760 CROWN MEDIA HCL A 228411104 1,636 159,600 SH SOLE 0 159,600 CRYOLIFE INC COM 228903100 3,758 99,924 SH SOLE 0 99,924 CSG SYS INTL COM 126349109 14,639 357,050 SH SOLE 0 357,050 CSK AUTO CORP COM 125965103 369 59,000 SH SOLE 0 59,000 CSX CORP COM 126408103 3,661 116,217 SH SOLE 0 116,217 CTS CORP COM 126501105 2,121 143,617 SH SOLE 0 143,617 CUBIC CORP COM 229669106 214 6,200 SH SOLE 0 6,200 CUBIST PHARMA COM 229678107 3,653 111,479 SH SOLE 0 111,479 CULLEN FROST COM 229899109 10,102 374,826 SH SOLE 0 374,826 CUMMINS INC COM 231021106 2,482 75,213 SH SOLE 0 75,213 CUMULUS MEDIACL A 231082108 488 70,218 SH SOLE 0 70,218 CUNO INC COM 126583103 2,169 78,158 SH SOLE 0 78,158 CURAGEN CORP COM 23126RAC5 1,617 2,185,000 SH SOLE 0 2,185,000 CURATIVE HEAL COM 231264102 292 32,300 SH SOLE 0 32,300 CV THERAPEUTI COM 126667104 801 20,600 SH SOLE 0 20,600 CVB FINL CORP COM 126600105 750 34,900 SH SOLE 0 34,900 CVS CORP COM 126650100 9,317 280,622 SH SOLE 0 280,622 CYBERONICS IN COM 23251P102 561 35,600 SH SOLE 0 35,600 CYGNUS INC COM 232560102 783 140,500 SH SOLE 0 140,500 CYMER INC COM 232572107 4,769 284,700 SH SOLE 0 284,700 CYPRESS SEMIC COM 232806109 9,183 618,000 SH SOLE 0 618,000 CYTEC INDS IN COM 232820100 8,387 362,271 SH SOLE 0 362,271 CYTYC CORP COM 232946103 20,046 747,718 SH SOLE 0 747,718 D & K HEALTHC COM 232861104 1,059 22,100 SH SOLE 0 22,100 D R HORTON IN COM 23331A109 10,305 494,021 SH SOLE 0 494,021 DAIMLERCHRYSL COM D1668R123 270 9,000 SH SOLE 0 9,000 DAISYTEK INTL COM 234053106 381 33,557 SH SOLE 0 33,557 DAKTRONICS IN COM 234264109 1,602 182,000 SH SOLE 0 182,000 DAL-TILE INTL COM 23426R108 1,047 68,000 SH SOLE 0 68,000 DANA CORP COM 235811106 1,423 91,240 SH SOLE 0 91,240 DANAHER CORP COM 235851102 5,963 126,386 SH SOLE 0 126,386 DARDEN RESTAU COM 237194105 2,173 82,771 SH SOLE 0 82,771 DATASCOPE COR COM 238113104 3,252 83,853 SH SOLE 0 83,853 DAVITA INC COM 23918K108 523 25,700 SH SOLE 0 25,700 DAVOX CORP COM 239208101 582 73,200 SH SOLE 0 73,200 DDI CORP COM 233162106 327 41,700 SH SOLE 0 41,700 DEAN FOODS CO COM 242361103 7,746 167,485 SH SOLE 0 167,485 DEERE & CO COM 244199105 4,319 114,849 SH SOLE 0 114,849 DEL MONTE FOO COM 24522P103 300 38,900 SH SOLE 0 38,900 DELIAS CORP CL A 24688Q101 124 23,300 SH SOLE 0 23,300 DELL COMPUTER COM 247025109 34,002 1,834,981 SH SOLE 0 1,834,981 DELPHI AUTOMO COM 247126105 3,684 313,537 SH SOLE 0 313,537 DELPHI FINL GCL A 247131105 3,485 103,116 SH SOLE 0 103,116 DELTA & PINE COM 247357106 3,353 197,447 SH SOLE 0 197,447 DELTA AIR LIN COM 247361108 3,168 120,334 SH SOLE 0 120,334 DELTIC TIMBER COM 247850100 1,432 56,618 SH SOLE 0 56,618 DELUXE CORP COM 248019101 2,104 60,910 SH SOLE 0 60,910 DENDRITE INTL COM 248239105 1,481 186,565 SH SOLE 0 186,565 DENTSPLY INTL COM 249030107 13,929 303,200 SH SOLE 0 303,200 DEPARTMENT 56 COM 249509100 375 59,000 SH SOLE 0 59,000 DEVELOPERS DI COM 251591103 1,391 77,506 SH SOLE 0 77,506 DEVON ENERGY COM 25179M103 4,323 125,681 SH SOLE 0 125,681 DEVRY INC DEL COM 251893103 12,755 355,300 SH SOLE 0 355,300 DIAGNOSTIC PR COM 252450101 9,271 219,592 SH SOLE 0 219,592 DIAL CORP NEW COM 25247D101 10,202 616,462 SH SOLE 0 616,462 DIAMOND OFFSH COM 25271C102 469 18,600 SH SOLE 0 18,600 DIANON SYS IN COM 252826102 713 14,200 SH SOLE 0 14,200 DIEBOLD INC COM 253651103 13,855 363,650 SH SOLE 0 363,650 DIGENE CORP COM 253752109 568 22,700 SH SOLE 0 22,700 DIGI INTL INC COM 253798102 364 69,800 SH SOLE 0 69,800 DIGITAL INSIG COM 25385P106 610 53,000 SH SOLE 0 53,000 DIGITAL LIGHT COM 253855100 470 47,900 SH SOLE 0 47,900 DIGITALTHINK COM 25388M100 462 59,714 SH SOLE 0 59,714 DIGITAS INC COM 25388K104 219 95,200 SH SOLE 0 95,200 DILLARDS INC CL A 254067101 1,077 81,754 SH SOLE 0 81,754 DIME BANCORP COM 25429Q102 21,593 549,149 SH SOLE 0 549,149 DIME CMNTY BA COM 253922108 2,956 116,741 SH SOLE 0 116,741 DIMON INC COM 254394109 1,187 206,400 SH SOLE 0 206,400 DIONEX CORP COM 254546104 2,640 104,668 SH SOLE 0 104,668 DIRECT FOCUS COM 254931108 355 17,850 SH SOLE 0 17,850 DISCOUNT AUTO COM 254642101 1,056 76,500 SH SOLE 0 76,500 DISNEY WALT C COM 254687106 30,638 1,645,416 SH SOLE 0 1,645,416 DISTRIBUCION ADR 254753106 689 61,500 SH SOLE 0 61,500 DITECH COMMUN COM 25500M103 441 104,885 SH SOLE 0 104,885 DIVERSA CORP COM 255064107 3,305 351,570 SH SOLE 0 351,570 DMC STRATEX N COM 23322L106 1,824 353,497 SH SOLE 0 353,497 DOCUMENTUM IN COM 256159104 494 60,300 SH SOLE 0 60,300 DOLE FOOD INC COM 256605106 8,026 375,043 SH SOLE 0 375,043 DOLLAR GEN CO COM 256669102 3,261 278,719 SH SOLE 0 278,719 DOLLAR THRIFT COM 256743105 202 20,335 SH SOLE 0 20,335 DOLLAR TREE S COM 256747106 12,356 654,121 SH SOLE 0 654,121 DOMINION RES COM 25746U109 7,753 130,640 SH SOLE 0 130,640 DONALDSON INC COM 257651109 7,007 243,123 SH SOLE 0 243,123 DONNELLEY R R COM 257867101 1,722 63,643 SH SOLE 0 63,643 DORAL FINL CO COM 25811P100 2,538 65,415 SH SOLE 0 65,415 DOUBLECLICK I COM 258609304 986 173,000 SH SOLE 0 173,000 DOVER CORP COM 260003108 5,827 193,537 SH SOLE 0 193,537 DOVER DOWNS E COM 260086103 231 18,640 SH SOLE 0 18,640 DOW CHEM CO COM 260543103 49,097 1,498,687 SH SOLE 0 1,498,687 DOW JONES & C COM 260561105 1,455 32,020 SH SOLE 0 32,020 DOWNEY FINL C COM 261018105 7,581 171,792 SH SOLE 0 171,792 DPL INC COM 233293109 16,066 660,624 SH SOLE 0 660,624 DQE INC COM 23329J104 5,289 274,886 SH SOLE 0 274,886 DRESS BARN IN COM 261570105 2,011 90,159 SH SOLE 0 90,159 DREYERS GRAND COM 261878102 5,929 204,100 SH SOLE 0 204,100 DRIL-QUIP INC COM 262037104 1,228 79,223 SH SOLE 0 79,223 DRS TECHNOLOG COM 23330X100 459 13,200 SH SOLE 0 13,200 DSP GROUP INC COM 23332B106 3,621 181,529 SH SOLE 0 181,529 DST SYS INC D COM 233326107 26,616 615,400 SH SOLE 0 615,400 DT INDUSTRIES COM 23333J108 142 23,500 SH SOLE 0 23,500 DTE ENERGY CO COM 233331107 7,331 170,282 SH SOLE 0 170,282 DU PONT E I D COM 263534109 21,472 572,287 SH SOLE 0 572,287 DUANE READE I COM 263578106 705 23,500 SH SOLE 0 23,500 DUKE ENERGY C COM 264399106 17,724 468,277 SH SOLE 0 468,277 DUKE REALTY CCOM 264411505 12,609 532,270 SH SOLE 0 532,270 DUN & BRADSTR COM 26483E100 11,715 418,400 SH SOLE 0 418,400 DUPONT PHOTOM COM 26613X101 2,325 83,700 SH SOLE 0 83,700 DURAMED PHARM COM 266354109 2,028 100,200 SH SOLE 0 100,200 DURECT CORP COM 266605104 290 30,000 SH SOLE 0 30,000 DYCOM INDS IN COM 267475101 5,586 481,576 SH SOLE 0 481,576 DYNEGY INC NECL A 26816Q101 10,029 289,439 SH SOLE 0 289,439 E M C CORP MA COM 268648102 25,241 2,148,175 SH SOLE 0 2,148,175 E PIPHANY INC COM 26881V100 206 48,400 SH SOLE 0 48,400 E TRADE GROUP COM 269246104 9,491 1,568,798 SH SOLE 0 1,568,798 EARTHLINK INC COM 270321102 6,441 422,900 SH SOLE 0 422,900 EARTHSHELL CO COM 27032B100 363 164,900 SH SOLE 0 164,900 EAST WEST BAN COM 27579R104 5,670 242,420 SH SOLE 0 242,420 EASTGROUP PPT COM 277276101 2,771 126,517 SH SOLE 0 126,517 EASTMAN CHEM COM 277432100 1,401 38,599 SH SOLE 0 38,599 EASTMAN KODAK COM 277461109 8,871 272,698 SH SOLE 0 272,698 EATON CORP COM 278058102 4,789 80,887 SH SOLE 0 80,887 EATON VANCE CCOM 278265103 11,722 373,900 SH SOLE 0 373,900 EBAY INC COM 278642103 1,963 42,900 SH SOLE 0 42,900 ECHOSTAR COMMCL A 278762109 1,222 52,500 SH SOLE 0 52,500 ECI TELECOM L COM 268258100 96 38,540 SH SOLE 0 38,540 ECLIPSYS CORP COM 278856109 1,611 121,100 SH SOLE 0 121,100 ECOLAB INC COM 278865100 5,018 138,130 SH SOLE 0 138,130 EDGE PETE COR COM 279862106 500 102,000 SH SOLE 0 102,000 EDISON INTL COM 281020107 9,837 747,473 SH SOLE 0 747,473 EDISON SCHOOLCL A 281033100 738 48,900 SH SOLE 0 48,900 EDUCATION MGM COM 28139T101 4,404 145,058 SH SOLE 0 145,058 EDWARDS AG IN COM 281760108 14,915 424,800 SH SOLE 0 424,800 EDWARDS LIFES COM 28176E108 10,262 458,131 SH SOLE 0 458,131 EEX CORP COM 26842V207 179 127,700 SH SOLE 0 127,700 EFUNDS CORP COM 28224R101 6,730 404,200 SH SOLE 0 404,200 EGL INC COM 268484102 2,147 242,000 SH SOLE 0 242,000 EL PASO CORP COM 28336L109 17,717 426,396 SH SOLE 0 426,396 EL PASO ELEC COM 283677854 252 19,192 SH SOLE 0 19,192 ELAN PLC ADR 284131208 13,213 272,724 SH SOLE 0 272,724 ELANTEC SEMIC COM 284155108 3,381 147,300 SH SOLE 0 147,300 ELCOR CORP COM 284443108 9,760 453,329 SH SOLE 0 453,329 ELECTRO SCIEN COM 285229100 5,564 253,478 SH SOLE 0 253,478 ELECTROGLAS I COM 285324109 2,065 165,900 SH SOLE 0 165,900 ELECTRONIC AR COM 285512109 28,375 621,300 SH SOLE 0 621,300 ELECTRONIC DA COM 285661104 52,201 906,579 SH SOLE 0 906,579 ELECTRONICS B COM 286045109 5,174 192,002 SH SOLE 0 192,002 ELECTRONICS F COM 286082102 2,067 126,942 SH SOLE 0 126,942 ELIZABETH ARD COM 28660G106 600 47,000 SH SOLE 0 47,000 EMBOTELLADORAADR 29081P303 701 83,500 SH SOLE 0 83,500 EMBRAER-EMPREADR 29081M102 2,117 166,076 SH SOLE 0 166,076 EMBRATEL PARTADR 29081N100 1,019 365,300 SH SOLE 0 365,300 EMBREX INC COM 290817105 850 58,000 SH SOLE 0 58,000 EMCOR GROUP I COM 29084Q100 517 16,219 SH SOLE 0 16,219 EMCORE CORP COM 290846104 1,176 137,440 SH SOLE 0 137,440 EMERSON ELEC COM 291011104 15,498 329,330 SH SOLE 0 329,330 EMISPHERE TEC COM 291345106 3,486 182,487 SH SOLE 0 182,487 EMMIS COMMUNICL A 291525103 4,069 282,200 SH SOLE 0 282,200 EMPRESA NACIO ADR 29244T101 879 101,500 SH SOLE 0 101,500 EMULEX CORP COM 292475209 268 28,200 SH SOLE 0 28,200 ENCOMPASS SVC COM 29255U104 751 198,632 SH SOLE 0 198,632 ENERGEN CORP COM 29265N108 4,194 186,378 SH SOLE 0 186,378 ENERGIZER HLD COM 29266R108 6,960 418,800 SH SOLE 0 418,800 ENERGY EAST C COM 29266M109 10,685 531,336 SH SOLE 0 531,336 ENERSIS S A ADR 29274F104 936 76,474 SH SOLE 0 76,474 ENESCO GROUP COM 292973104 260 62,600 SH SOLE 0 62,600 ENGELHARD COR COM 292845104 1,550 67,114 SH SOLE 0 67,114 ENGINEERED SU COM 292866100 2,068 43,900 SH SOLE 0 43,900 ENRON CORP COM 293561106 14,438 530,232 SH SOLE 0 530,232 ENSCO INTL IN COM 26874Q100 21,962 1,502,200 SH SOLE 0 1,502,200 ENTERASYS NET COM 293637104 5,599 867,995 SH SOLE 0 867,995 ENTERCOM COMMCL A 293639100 10,489 308,500 SH SOLE 0 308,500 ENTERGY CORP COM 29364G103 10,364 291,442 SH SOLE 0 291,442 ENTRAVISION CCL A 29382R107 2,180 255,000 SH SOLE 0 255,000 ENVIRONMENTAL COM 294092101 1,524 192,900 SH SOLE 0 192,900 ENZO BIOCHEM COM 294100102 2,049 120,831 SH SOLE 0 120,831 ENZON INC COM 293904108 867 17,000 SH SOLE 0 17,000 EOG RES INC COM 26875P101 2,106 72,780 SH SOLE 0 72,780 EPRESENCE INC COM 294348107 249 80,600 SH SOLE 0 80,600 EQUIFAX INC COM 294429105 1,095 50,012 SH SOLE 0 50,012 EQUITABLE RES COM 294549100 10,591 352,900 SH SOLE 0 352,900 EQUITY INNS I COM 294703103 115 16,050 SH SOLE 0 16,050 EQUITY OFFICE COM 294741103 126,279 3,946,213 SH SOLE 0 3,946,213 EQUITY RESIDE COM 29476L107 36,214 620,106 SH SOLE 0 620,106 ERICSSON L M ADR 294821400 1,247 357,200 SH SOLE 0 357,200 ESCO TECHNOLO COM 296315104 882 35,428 SH SOLE 0 35,428 ESPEED INC CL A 296643109 621 71,900 SH SOLE 0 71,900 ESS TECHNOLOG COM 269151106 3,152 308,452 SH SOLE 0 308,452 ESSEX PPTY TR COM 297178105 11,391 232,002 SH SOLE 0 232,002 ESTERLINE TEC COM 297425100 2,240 141,319 SH SOLE 0 141,319 ETHAN ALLEN I COM 297602104 6,425 233,643 SH SOLE 0 233,643 EURONET WORLD COM 298736109 217 19,600 SH SOLE 0 19,600 EVEREST RE GR COM G3223R108 15,185 234,700 SH SOLE 0 234,700 EVERGREEN RESCOM 299900308 2,862 84,300 SH SOLE 0 84,300 EXABYTE CORP COM 300615101 400 624,300 SH SOLE 0 624,300 EXAR CORP COM 300645108 5,039 291,300 SH SOLE 0 291,300 EXCO RESOURCE COM 269279204 174 11,620 SH SOLE 0 11,620 EXELIXIS INC COM 30161Q104 1,573 137,300 SH SOLE 0 137,300 EXELON CORP COM 30161N101 7,153 160,382 SH SOLE 0 160,382 EXFO ELECTRO COM 302043104 275 30,500 SH SOLE 0 30,500 EXPEDIA INC COM 302125109 228 9,400 SH SOLE 0 9,400 EXPEDITORS IN COM 302130109 11,454 241,900 SH SOLE 0 241,900 EXPRESS SCRIP COM 302182100 22,172 400,800 SH SOLE 0 400,800 EXTENDED STAY COM 30224P101 6,129 423,600 SH SOLE 0 423,600 EXXON MOBIL C COM 30231G102 202,385 5,136,686 SH SOLE 0 5,136,686 F M C CORP COM 302491303 666 13,594 SH SOLE 0 13,594 F Y I INC COM 302712104 2,934 78,191 SH SOLE 0 78,191 FACTORY 2-U I COM 303072102 1,323 94,500 SH SOLE 0 94,500 FACTSET RESH COM 303075105 3,759 154,930 SH SOLE 0 154,930 FAIR ISAAC & COM 303250104 5,706 120,813 SH SOLE 0 120,813 FAIRCHILD SEMCL A 303726103 869 54,150 SH SOLE 0 54,150 FALCON PRODS COM 306075102 55 11,300 SH SOLE 0 11,300 FAMILY DLR ST COM 307000109 5,746 208,800 SH SOLE 0 208,800 FASTENAL CO COM 311900104 9,915 174,000 SH SOLE 0 174,000 FBR ASSET INV COM 30241E303 4,373 189,300 SH SOLE 0 189,300 FEDDERS CORP COM 313135105 1,051 269,400 SH SOLE 0 269,400 FEDDERS CORP CL A 313135303 334 100,000 SH SOLE 0 100,000 FEDERAL AGRICCL C 313148306 651 19,500 SH SOLE 0 19,500 FEDERAL HOME COM 313400301 78,358 1,205,511 SH SOLE 0 1,205,511 FEDERAL NATL COM 313586109 82,639 1,032,210 SH SOLE 0 1,032,210 FEDERAL REALT COM 313747206 5,135 233,423 SH SOLE 0 233,423 FEDERAL SIGNA COM 313855108 4,495 254,800 SH SOLE 0 254,800 FEDERATED DEP COM 31410H101 7,794 276,396 SH SOLE 0 276,396 FEDERATED INVCL B 314211103 1,255 42,400 SH SOLE 0 42,400 FEDEX CORP COM 31428X106 33,048 899,277 SH SOLE 0 899,277 FEI CO COM 30241L109 4,820 221,600 SH SOLE 0 221,600 FELCOR LODGIN COM 31430F101 170 12,611 SH SOLE 0 12,611 FERRO CORP COM 315405100 3,950 170,417 SH SOLE 0 170,417 FIDELITY NATL COM 316326107 12,154 451,990 SH SOLE 0 451,990 FIFTH THIRD B COM 316773100 19,289 313,751 SH SOLE 0 313,751 FILENET CORP COM 316869106 1,840 182,740 SH SOLE 0 182,740 FINANCIAL FED COM 317492106 1,869 76,300 SH SOLE 0 76,300 FINISH LINE ICL A 317923100 803 74,000 SH SOLE 0 74,000 FIRST AMERN C COM 318522307 8,673 428,315 SH SOLE 0 428,315 FIRST BANCORP COM 318672102 3,224 124,667 SH SOLE 0 124,667 FIRST CTZNS BCL A 31946M103 1,897 22,798 SH SOLE 0 22,798 FIRST DATA CO COM 319963104 8,984 154,214 SH SOLE 0 154,214 FIRST HEALTH COM 320960107 13,098 445,800 SH SOLE 0 445,800 FIRST HORIZON COM 32051K106 500 19,200 SH SOLE 0 19,200 FIRST INDUSTR COM 32054K103 414 13,804 SH SOLE 0 13,804 FIRST MIDWEST COM 320867104 7,481 221,449 SH SOLE 0 221,449 FIRST REP BK COM 336158100 1,425 62,100 SH SOLE 0 62,100 FIRST TENN NA COM 337162101 23,166 626,100 SH SOLE 0 626,100 FIRST VA BANK COM 337477103 9,932 216,850 SH SOLE 0 216,850 FIRSTENERGY C COM 337932107 3,473 96,595 SH SOLE 0 96,595 FIRSTFED FINL COM 337907109 5,377 206,800 SH SOLE 0 206,800 FIRSTMERIT CO COM 337915102 9,172 390,800 SH SOLE 0 390,800 FISERV INC COM 337738108 5,626 164,505 SH SOLE 0 164,505 FISHER SCIENT COM 338032204 364 14,314 SH SOLE 0 14,314 FLAGSTAR BANC COM 337930101 520 22,500 SH SOLE 0 22,500 FLEETBOSTON F COM 339030108 52,881 1,438,943 SH SOLE 0 1,438,943 FLEETWOOD ENT COM 339099103 13,305 1,190,050 SH SOLE 0 1,190,050 FLEMING COS I COM 339130106 7,159 242,684 SH SOLE 0 242,684 FLEXSTEEL IND COM 339382103 378 35,000 SH SOLE 0 35,000 FLEXTRONICS I COM Y2573F102 2,382 144,000 SH SOLE 0 144,000 FLIR SYS INC COM 302445101 4,800 116,976 SH SOLE 0 116,976 FLORIDA ROCK COM 341140101 16,183 513,097 SH SOLE 0 513,097 FLOW INTL COR COM 343468104 724 74,800 SH SOLE 0 74,800 FLOWERS FOODS COM 343498101 422 11,640 SH SOLE 0 11,640 FLOWSERVE COR COM 34354P105 5,866 297,030 SH SOLE 0 297,030 FLUOR CORP NE COM 343412102 5,985 155,455 SH SOLE 0 155,455 FNB CORP PA COM 302520101 1,998 76,398 SH SOLE 0 76,398 FOMENTO ECONO ADR 344419106 12,324 432,881 SH SOLE 0 432,881 FOOTSTAR INC COM 344912100 3,224 93,173 SH SOLE 0 93,173 FORD MTR CO D COM 345370860 23,493 1,354,081 SH SOLE 0 1,354,081 FOREST LABS I COM 345838106 15,420 213,749 SH SOLE 0 213,749 FOREST OIL CO COM 346091705 6,950 280,250 SH SOLE 0 280,250 FORTUNE BRAND COM 349631101 4,943 147,547 SH SOLE 0 147,547 FORWARD AIR C COM 349853101 3,402 144,500 SH SOLE 0 144,500 FOSSIL INC COM 349882100 2,580 164,250 SH SOLE 0 164,250 FOSTER WHEELE COM G36535105 1,054 210,854 SH SOLE 0 210,854 FOUR SEASONS COM 35100E104 4,105 109,550 SH SOLE 0 109,550 FOX ENTMT GROCL A 35138T107 4,813 252,000 SH SOLE 0 252,000 FPL GROUP INC COM 302571104 6,070 113,357 SH SOLE 0 113,357 FRANKLIN COVE COM 353469109 286 90,900 SH SOLE 0 90,900 FRANKLIN RES COM 354613101 5,301 152,912 SH SOLE 0 152,912 FREDS INC CL A 356108100 529 20,175 SH SOLE 0 20,175 FREEMARKETS I COM 356602102 302 28,500 SH SOLE 0 28,500 FREEPORT-MCMOCL B 35671D857 1,335 121,507 SH SOLE 0 121,507 FREMONT GEN C COM 357288109 2,298 420,810 SH SOLE 0 420,810 FRESENIUS MED ADR 358029106 10,875 426,464 SH SOLE 0 426,464 FRESH DEL MON COM G36738105 3,047 235,100 SH SOLE 0 235,100 FRIEDMAN BILLCL A 358433100 1,363 267,200 SH SOLE 0 267,200 FRONTIER AIRL COM 359065109 1,197 144,600 SH SOLE 0 144,600 FSI INTL INC COM 302633102 638 64,106 SH SOLE 0 64,106 FTD COM INC CL A 30265F103 200 51,950 SH SOLE 0 51,950 FUELCELL ENER COM 35952H106 918 62,000 SH SOLE 0 62,000 FULLER H B CO COM 359694106 6,769 147,801 SH SOLE 0 147,801 FULTON FINL C COM 360271100 1,155 51,677 SH SOLE 0 51,677 FURNITURE BRA COM 360921100 8,681 445,663 SH SOLE 0 445,663 G & K SVCS INCL A 361268105 2,696 101,554 SH SOLE 0 101,554 GABELLI ASSETCL A 36239Y102 313 8,500 SH SOLE 0 8,500 GABLES RESIDE COM 362418105 3,951 128,881 SH SOLE 0 128,881 GAIAM INC CL A 36268Q103 209 13,300 SH SOLE 0 13,300 GALILEO INTER COM 363547100 1,418 68,300 SH SOLE 0 68,300 GALLAGHER ART COM 363576109 20,836 615,550 SH SOLE 0 615,550 GANNETT INC COM 364730101 14,694 244,449 SH SOLE 0 244,449 GAP INC DEL COM 364760108 4,158 347,972 SH SOLE 0 347,972 GARDNER DENVE COM 365558105 2,702 121,700 SH SOLE 0 121,700 GARTNER INC COM 366651107 1,289 142,400 SH SOLE 0 142,400 GARTNER INC CL B 366651206 3,448 396,338 SH SOLE 0 396,338 GATEWAY INC COM 367626108 892 163,712 SH SOLE 0 163,712 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20,008 SH SOLE 0 20,008 HEALTH MGMT ACL A 421933102 24,105 1,161,125 SH SOLE 0 1,161,125 HEALTH NET IN COM 42222G108 16,020 833,510 SH SOLE 0 833,510 HEALTHCARE RL COM 421946104 1,447 56,747 SH SOLE 0 56,747 HEALTHEXTRAS COM 422211102 681 132,500 SH SOLE 0 132,500 HEALTHSOUTH C COM 421924101 3,153 193,921 SH SOLE 0 193,921 HEARST-ARGYLE COM 422317107 527 30,100 SH SOLE 0 30,100 HEARTLAND EXP COM 422347104 3,426 149,041 SH SOLE 0 149,041 HEICO CORP NE COM 422806109 200 13,332 SH SOLE 0 13,332 HEIDRICK & ST COM 422819102 2,352 164,810 SH SOLE 0 164,810 HEINZ H J CO COM 423074103 10,726 254,466 SH SOLE 0 254,466 HELEN OF TROY COM G4388N106 1,308 125,200 SH SOLE 0 125,200 HELIX TECHNOL COM 423319102 3,351 206,354 SH SOLE 0 206,354 HELLER FINANCCL A 423328103 1,451 27,500 SH SOLE 0 27,500 HELMERICH & P COM 423452101 7,612 291,632 SH SOLE 0 291,632 HENRY JACK & COM 426281101 10,124 446,200 SH SOLE 0 446,200 HERCULES INC COM 427056106 386 46,756 SH SOLE 0 46,756 HERSHEY FOODS COM 427866108 4,175 63,862 SH SOLE 0 63,862 HEWLETT PACKA COM 428236103 20,334 1,266,917 SH SOLE 0 1,266,917 HI / FN INC COM 428358105 266 27,000 SH SOLE 0 27,000 HIBBETT SPORT COM 428565105 851 36,300 SH SOLE 0 36,300 HIBERNIA CORPCL A 428656102 12,670 774,900 SH SOLE 0 774,900 HIGHWOODS PPT COM 431284108 9,582 387,151 SH SOLE 0 387,151 HILB ROGAL & COM 431294107 2,953 64,755 SH SOLE 0 64,755 HILLENBRAND I COM 431573104 17,389 322,200 SH SOLE 0 322,200 HILTON HOTELS COM 432848109 2,001 254,876 SH SOLE 0 254,876 HISPANIC BROACL A 43357B104 8,483 526,900 SH SOLE 0 526,900 HNC SOFTWARE COM 40425P107 4,024 215,204 SH SOLE 0 215,204 HOLLYWOOD ENT COM 436141105 3,791 322,600 SH SOLE 0 322,600 HOLOGIC INC COM 436440101 359 71,000 SH SOLE 0 71,000 HOME DEPOT IN COM 437076102 85,298 2,223,039 SH SOLE 0 2,223,039 HOME PPTYS N COM 437306103 2,223 70,247 SH SOLE 0 70,247 HOMESTAKE MNG COM 437614100 3,391 364,655 SH SOLE 0 364,655 HOMESTORE COM COM 437852106 1,331 174,000 SH SOLE 0 174,000 HON INDS INC COM 438092108 6,085 277,100 SH SOLE 0 277,100 HONEYWELL INT COM 438516106 41,865 1,585,793 SH SOLE 0 1,585,793 HOOPER HOLMES COM 439104100 1,970 315,753 SH SOLE 0 315,753 HORACE MANN E COM 440327104 13,105 742,492 SH SOLE 0 742,492 HORIZON OFFSH COM 44043J105 410 67,200 SH SOLE 0 67,200 HORMEL FOODS COM 440452100 16,758 709,500 SH SOLE 0 709,500 HOSPITALITY PCOM 44106M102 614 25,495 SH SOLE 0 25,495 HOST MARRIOTT COM 44107P104 8,268 1,172,807 SH SOLE 0 1,172,807 HOT TOPIC INC COM 441339108 5,014 199,759 SH SOLE 0 199,759 HOTEL RESERVACL A 441451101 666 29,300 SH SOLE 0 29,300 HOTJOBS COM I COM 441474103 165 27,600 SH SOLE 0 27,600 HOUSE2HOME IN COM 44183S105 1,201 923,700 SH SOLE 0 923,700 HOUSEHOLD INT COM 441815107 20,253 359,223 SH SOLE 0 359,223 HPL TECHNOLOG COM 40426C105 527 119,500 SH SOLE 0 119,500 HRPT PPTYS TRCOM 40426W101 315 38,700 SH SOLE 0 38,700 HUBBELL INC CL B 443510201 10,725 367,800 SH SOLE 0 367,800 HUDSON CITY B COM 443683107 1,726 72,200 SH SOLE 0 72,200 HUDSON UNITED 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106 88,200 SH SOLE 0 88,200 ITRON INC COM 465741106 2,228 96,800 SH SOLE 0 96,800 ITT EDUCATION COM 45068B109 3,514 109,800 SH SOLE 0 109,800 ITT INDS INC COM 450911102 3,262 72,820 SH SOLE 0 72,820 IVAX CORP COM 465823102 24,950 1,125,375 SH SOLE 0 1,125,375 IVEX PACKAGIN COM 465855104 634 37,200 SH SOLE 0 37,200 IVILLAGE INC COM 46588H105 54 60,000 SH SOLE 0 60,000 IXIA COM 45071R109 406 64,000 SH SOLE 0 64,000 J & J SNACK F COM 466032109 731 39,000 SH SOLE 0 39,000 J D EDWARDS & COM 281667105 172 24,199 SH SOLE 0 24,199 J JILL GROUP COM 466189107 2,100 168,000 SH SOLE 0 168,000 J P MORGAN CH COM 46625H100 71,099 2,081,969 SH SOLE 0 2,081,969 JABIL CIRCUIT COM 466313103 1,999 111,684 SH SOLE 0 111,684 JACK IN THE B COM 466367109 5,096 181,990 SH SOLE 0 181,990 JACOBS ENGR G COM 469814107 10,084 161,600 SH SOLE 0 161,600 JAKKS PAC INC COM 47012E106 1,172 86,798 SH SOLE 0 86,798 JDA SOFTWARE COM 46612K108 379 28,820 SH SOLE 0 28,820 JDN RLTY CORP COM 465917102 661 62,376 SH SOLE 0 62,376 JDS UNIPHASE COM 46612J101 4,377 692,594 SH SOLE 0 692,594 JEFFERIES GRO COM 472319102 4,839 146,650 SH SOLE 0 146,650 JEFFERSON PIL COM 475070108 4,699 105,637 SH SOLE 0 105,637 JLG INDS INC COM 466210101 2,157 235,524 SH SOLE 0 235,524 JO-ANN STORESCL A 47758P109 1,683 311,700 SH SOLE 0 311,700 JO-ANN STORESCL B 47758P208 1,180 393,300 SH SOLE 0 393,300 JOHNSON & JOH COM 478160104 106,021 1,913,737 SH SOLE 0 1,913,737 JOHNSON CTLS COM 478366107 8,395 128,686 SH SOLE 0 128,686 JONES APPAREL COM 480074103 17,707 694,656 SH SOLE 0 694,656 JONES LANG LA COM 48020Q107 1,541 112,501 SH SOLE 0 112,501 JOY GLOBAL IN COM 481165108 3,100 208,765 SH SOLE 0 208,765 JUNIPER NETWO COM 48203RAA2 2,342 3,720,000 SH SOLE 0 3,720,000 JUNIPER NETWO COM 48203R104 450 46,400 SH SOLE 0 46,400 K MART CORP COM 482584109 2,216 317,014 SH SOLE 0 317,014 K V PHARMACEUCL B 482740107 856 29,100 SH SOLE 0 29,100 K V PHARMACEUCL A 482740206 4,748 175,597 SH SOLE 0 175,597 K2 INC COM 482732104 528 88,369 SH SOLE 0 88,369 KAISER ALUMIN COM 483007100 589 229,000 SH SOLE 0 229,000 KAMAN CORP CL A 483548103 1,620 122,383 SH SOLE 0 122,383 KANSAS CITY P COM 485134100 7,370 282,500 SH SOLE 0 282,500 KANSAS CITY SCOM 485170302 3,371 280,900 SH SOLE 0 280,900 KAYDON CORP COM 486587108 2,949 140,892 SH SOLE 0 140,892 KB HOME COM 48666K109 1,741 61,275 SH SOLE 0 61,275 KEANE INC COM 486665102 4,387 321,400 SH SOLE 0 321,400 KEITH COMPANI COM 487539108 410 44,900 SH SOLE 0 44,900 KEITHLEY INST COM 487584104 1,111 77,400 SH SOLE 0 77,400 KELLOGG CO COM 487836108 15,182 506,075 SH SOLE 0 506,075 KELLWOOD CO COM 488044108 2,545 137,586 SH SOLE 0 137,586 KELLY SVCS INCL A 488152208 3,361 166,363 SH SOLE 0 166,363 KEMET CORP COM 488360108 10,317 626,800 SH SOLE 0 626,800 KENDLE INTERN COM 48880L107 790 40,000 SH SOLE 0 40,000 KENNAMETAL IN COM 489170100 7,460 233,700 SH SOLE 0 233,700 KENSEY NASH C COM 490057106 3,298 172,400 SH SOLE 0 172,400 KERR MCGEE CO COM 492386107 7,445 143,426 SH SOLE 0 143,426 KEY ENERGY SV COM 492914106 1,425 224,100 SH SOLE 0 224,100 KEY PRODTN IN COM 493138101 1,041 90,100 SH SOLE 0 90,100 KEYCORP NEW COM 493267108 5,171 214,227 SH SOLE 0 214,227 KEYSPAN CORP COM 49337W100 2,277 68,498 SH SOLE 0 68,498 KEYSTONE PPTY COM 493596100 489 38,500 SH SOLE 0 38,500 KFORCE INC COM 493732101 154 30,700 SH SOLE 0 30,700 KILROY RLTY C COM 49427F108 1,053 42,199 SH SOLE 0 42,199 KIMBERLY CLAR COM 494368103 23,767 383,332 SH SOLE 0 383,332 KIMCO REALTY COM 49446R109 19,773 407,263 SH SOLE 0 407,263 KINDER MORGAN COM 49455P101 2,760 56,091 SH SOLE 0 56,091 KINDER MORGAN COM 49455U100 1,853 53,786 SH SOLE 0 53,786 KING PHARMACE COM 495582108 9,150 218,116 SH SOLE 0 218,116 KIRBY CORP COM 497266106 2,635 117,096 SH SOLE 0 117,096 KLA-TENCOR CO COM 482480100 6,702 212,212 SH SOLE 0 212,212 KNIGHT RIDDER COM 499040103 4,940 88,458 SH SOLE 0 88,458 KNIGHT TRADIN COM 499063105 296 38,350 SH SOLE 0 38,350 KOGER EQUITY COM 500228101 426 24,606 SH SOLE 0 24,606 KOHLS CORP COM 500255104 61,463 1,280,486 SH SOLE 0 1,280,486 KONINKLIJKE P ADR 500472303 415 21,500 SH SOLE 0 21,500 KOPIN CORP COM 500600101 3,569 342,200 SH SOLE 0 342,200 KOREA ELECTRI ADR 500631106 506 57,200 SH SOLE 0 57,200 KOREA TELECOM ADR 50063P103 14,739 805,865 SH SOLE 0 805,865 KORN FERRY INCOM 500643200 1,411 171,000 SH SOLE 0 171,000 KOS PHARMACEU COM 500648100 1,083 38,900 SH SOLE 0 38,900 KPMG CONSULTI COM 48265R109 2,986 276,200 SH SOLE 0 276,200 KRAFT FOODS ICL A 50075N104 9,651 280,796 SH SOLE 0 280,796 KRISPY KREME COM 501014104 1,599 54,026 SH SOLE 0 54,026 KROGER CO COM 501044101 11,606 471,034 SH SOLE 0 471,034 KROLL INC COM 501049100 1,321 116,000 SH SOLE 0 116,000 KRONOS INC COM 501052104 3,315 80,750 SH SOLE 0 80,750 K-SWISS INC CL A 482686102 1,854 75,500 SH SOLE 0 75,500 KULICKE & SOF COM 501242101 4,518 414,520 SH SOLE 0 414,520 L-3 COMMUNICA COM 502424104 17,779 203,300 SH SOLE 0 203,300 LA QUINTA PPT COM 50419Q409 409 93,000 SH SOLE 0 93,000 LA Z BOY INC COM 505336107 7,746 490,556 SH SOLE 0 490,556 LABOR READY I COM 505401208 430 134,950 SH SOLE 0 134,950 LABORATORY CO COM 50540R409 2,179 26,950 SH SOLE 0 26,950 LABRANCHE & C COM 505447102 6,311 284,300 SH SOLE 0 284,300 LACLEDE GAS C COM 505588103 2,323 96,800 SH SOLE 0 96,800 LAM RESEARCH COM 512807108 12,033 709,900 SH SOLE 0 709,900 LAMAR ADVERTICL A 512815101 924 30,480 SH SOLE 0 30,480 LANCASTER COL COM 513847103 6,080 217,050 SH SOLE 0 217,050 LANCE INC COM 514606102 3,051 229,955 SH SOLE 0 229,955 LANDAMERICA F COM 514936103 4,782 143,828 SH SOLE 0 143,828 LANDRYS RESTA COM 51508L103 3,251 219,681 SH SOLE 0 219,681 LANDS END INC COM 515086106 4,101 141,900 SH SOLE 0 141,900 LANDSTAR SYS COM 515098101 2,785 43,513 SH SOLE 0 43,513 LANTRONIX INC COM 516548104 1,357 222,400 SH SOLE 0 222,400 LATTICE SEMIC COM 518415104 8,944 569,700 SH SOLE 0 569,700 LAUDER ESTEE CL A 518439104 3,660 110,400 SH SOLE 0 110,400 LAWSON PRODS COM 520776105 1,086 44,500 SH SOLE 0 44,500 LEAR CORP COM 521865105 9,364 346,550 SH SOLE 0 346,550 LEE ENTERPRIS COM 523768109 9,320 294,300 SH SOLE 0 294,300 LEGATO SYS IN COM 524651106 2,224 405,800 SH SOLE 0 405,800 LEGG MASON IN COM 524901105 14,077 354,046 SH SOLE 0 354,046 LEGGETT & PLA COM 524660107 1,964 100,739 SH SOLE 0 100,739 LEHMAN BROS H COM 524908100 14,070 247,496 SH SOLE 0 247,496 LENNAR CORP COM 526057104 13,342 370,200 SH SOLE 0 370,200 LENNOX INTL I COM 526107107 2,764 297,177 SH SOLE 0 297,177 LEUCADIA NATL COM 527288104 7,881 252,600 SH SOLE 0 252,600 LEVEL 3 COMMU COM 52729N100 609 161,100 SH SOLE 0 161,100 LEXMARK INTL CL A 529771107 2,020 45,189 SH SOLE 0 45,189 LIBBEY INC COM 529898108 3,354 104,004 SH SOLE 0 104,004 LIBERTY MEDIA COM 530718105 18,776 1,478,420 SH SOLE 0 1,478,420 LIBERTY PPTY COM 531172104 12,486 435,205 SH SOLE 0 435,205 LIFEPOINT HOS COM 53219L109 9,276 210,824 SH SOLE 0 210,824 LIGAND PHARMACL B 53220K207 145 15,800 SH SOLE 0 15,800 LILLY ELI & C COM 532457108 62,527 774,809 SH SOLE 0 774,809 LIMITED INC COM 532716107 5,047 531,230 SH SOLE 0 531,230 LINCARE HLDGS COM 532791100 14,683 552,600 SH SOLE 0 552,600 LINCOLN ELEC COM 533900106 911 41,375 SH SOLE 0 41,375 LINCOLN NATL COM 534187109 6,263 134,322 SH SOLE 0 134,322 LINDSAY MFG C COM 535555106 955 53,800 SH SOLE 0 53,800 LINEAR TECHNO COM 535678106 7,817 238,331 SH SOLE 0 238,331 LINENS N THIN COM 535679104 4,217 226,963 SH SOLE 0 226,963 LITHIA MTRS ICL A 536797103 1,315 94,600 SH SOLE 0 94,600 LIZ CLAIBORNE COM 539320101 933 24,747 SH SOLE 0 24,747 LNR PPTY CORP COM 501940100 2,255 75,288 SH SOLE 0 75,288 LOCAL FINL CO COM 539553107 1,473 110,162 SH SOLE 0 110,162 LOCKHEED MART COM 539830109 13,258 303,048 SH SOLE 0 303,048 LOEWS CORP COM 540424108 4,330 93,558 SH SOLE 0 93,558 LO-JACK CORP COM 539451104 65 13,000 SH SOLE 0 13,000 LONE STAR STE COM 542307103 1,241 114,875 SH SOLE 0 114,875 LONE STAR TEC COM 542312103 2,154 173,700 SH SOLE 0 173,700 LONGS DRUG ST COM 543162101 6,296 231,463 SH SOLE 0 231,463 LONGVIEW FIBR COM 543213102 2,439 241,509 SH SOLE 0 241,509 LOUIS DREYFUS COM 546011107 9,102 233,976 SH SOLE 0 233,976 LOUISIANA PAC COM 546347105 370 56,942 SH SOLE 0 56,942 LOWES COS INC COM 548661107 23,498 742,428 SH SOLE 0 742,428 LSI LOGIC COR COM 502161AE2 4,059 4,845,000 SH SOLE 0 4,845,000 LSI LOGIC COR COM 502161102 3,190 271,519 SH SOLE 0 271,519 LTX CORP COM 502392103 5,071 372,600 SH SOLE 0 372,600 LUBRIZOL CORP COM 549271104 10,479 331,600 SH SOLE 0 331,600 LUBYS INC COM 549282101 734 102,700 SH SOLE 0 102,700 LUCENT TECHNO COM 549463107 11,554 2,016,448 SH SOLE 0 2,016,448 LUMINENT INC COM 55027R103 216 108,000 SH SOLE 0 108,000 LUXOTTICA GRO ADR 55068R202 9,842 703,500 SH SOLE 0 703,500 LYDALL INC DE COM 550819106 479 72,600 SH SOLE 0 72,600 LYONDELL CHEM COM 552078107 6,148 536,900 SH SOLE 0 536,900 M & T BK CORP COM 55261F104 34,647 468,200 SH SOLE 0 468,200 M D C HLDGS I COM 552676108 3,913 141,146 SH SOLE 0 141,146 MACATAWA BK C COM 554225102 743 44,500 SH SOLE 0 44,500 MACDERMID INC COM 554273102 1,937 152,067 SH SOLE 0 152,067 MACERICH CO COM 554382101 1,368 61,923 SH SOLE 0 61,923 MACK CALI RLT COM 554489104 37,317 1,203,761 SH SOLE 0 1,203,761 MACROMEDIA IN COM 556100105 5,703 470,900 SH SOLE 0 470,900 MACRONIX INTL ADR 556103109 57 11,248 SH SOLE 0 11,248 MACROVISION C COM 555904101 7,526 264,900 SH SOLE 0 264,900 MADECO SA ADR 556304103 49 15,750 SH SOLE 0 15,750 MAF BANCORP I COM 55261R108 3,128 109,143 SH SOLE 0 109,143 MAGELLAN HEAL COM 559079108 1,595 139,100 SH SOLE 0 139,100 MAGNETEK INC COM 559424106 1,172 127,630 SH SOLE 0 127,630 MAGYAR TAVKOZ ADR 559776109 791 58,540 SH SOLE 0 58,540 MANDALAY RESO COM 562567107 5,913 364,300 SH SOLE 0 364,300 MANHATTAN ASS COM 562750109 1,898 111,900 SH SOLE 0 111,900 MANITOWOC INC COM 563571108 3,002 123,825 SH SOLE 0 123,825 MANOR CARE IN COM 564055101 1,858 66,122 SH SOLE 0 66,122 MANPOWER INC COM 56418H100 16,667 633,000 SH SOLE 0 633,000 MANUFACTURED COM 564682102 3,567 117,269 SH SOLE 0 117,269 MANUFACTURERS COM 565005105 1,033 255,000 SH SOLE 0 255,000 MANUGISTICS G COM 565011103 416 71,400 SH SOLE 0 71,400 MAPINFO CORP COM 565105103 487 66,700 SH SOLE 0 66,700 MARCUS CORP COM 566330106 1,633 136,050 SH SOLE 0 136,050 MARRIOTT INTLCL A 571903202 6,112 182,996 SH SOLE 0 182,996 MARSH & MCLEN COM 571748102 15,237 157,567 SH SOLE 0 157,567 MARSHALL & IL COM 571834100 29,418 518,924 SH SOLE 0 518,924 MARTEK BIOSCI COM 572901106 482 26,500 SH SOLE 0 26,500 MARTHA STEWARCL A 573083102 1,724 115,700 SH SOLE 0 115,700 MARTIN MARIET COM 573284106 11,120 284,339 SH SOLE 0 284,339 MASCO CORP COM 574599106 4,526 221,452 SH SOLE 0 221,452 MASSEY ENERGY COM 576206106 5,721 390,500 SH SOLE 0 390,500 MASTEC INC COM 576323109 1,113 218,200 SH SOLE 0 218,200 MATERIAL SCIE COM 576674105 610 73,500 SH SOLE 0 73,500 MATRIX PHARMA COM 576844104 89 153,500 SH SOLE 0 153,500 MATRIXONE INC COM 57685P304 298 54,800 SH SOLE 0 54,800 MATTEL INC COM 577081102 5,160 329,488 SH SOLE 0 329,488 MAX RE CAPITA COM G6052F103 1,386 96,950 SH SOLE 0 96,950 MAXIM INTEGRA COM 57772K101 10,438 298,742 SH SOLE 0 298,742 MAXIMUS INC COM 577933104 8,153 205,205 SH SOLE 0 205,205 MAXTOR CORP COM 577729205 2,430 680,656 SH SOLE 0 680,656 MAY DEPT STOR COM 577778103 7,899 272,187 SH SOLE 0 272,187 MAYORS JEWELE COM 578462103 126 65,100 SH SOLE 0 65,100 MAYTAG CORP COM 578592107 911 36,982 SH SOLE 0 36,982 MBIA INC COM 55262C100 6,327 126,549 SH SOLE 0 126,549 MBNA CORP COM 55262L100 54,866 1,811,367 SH SOLE 0 1,811,367 MCAFEE COM COCL A 579062100 835 72,300 SH SOLE 0 72,300 MCCLATCHY CO CL A 579489105 10,408 247,800 SH SOLE 0 247,800 MCCORMICK & CCOM 579780206 15,696 342,700 SH SOLE 0 342,700 MCDATA CORP CL A 580031201 359 42,793 SH SOLE 0 42,793 MCDERMOTT INT COM 580037109 163 19,698 SH SOLE 0 19,698 MCDONALDS COR COM 580135101 26,182 964,715 SH SOLE 0 964,715 MCGRAW HILL C COM 580645109 7,499 128,851 SH SOLE 0 128,851 MCKESSON CORP COM 58155Q103 6,009 158,999 SH SOLE 0 158,999 MCSI INC COM 55270M108 1,145 71,100 SH SOLE 0 71,100 MDU RES GROUP COM 552690109 7,249 310,200 SH SOLE 0 310,200 MEAD CORP COM 582834107 1,697 61,309 SH SOLE 0 61,309 MEADE INSTRUM COM 583062104 610 161,300 SH SOLE 0 161,300 MEASUREMENT S COM 583421102 1,983 200,500 SH SOLE 0 200,500 MEDALLION FIN COM 583928106 454 55,000 SH SOLE 0 55,000 MED-DESIGN CO COM 583926100 196 13,620 SH SOLE 0 13,620 MEDIA GEN INCCL A 584404107 5,105 117,730 SH SOLE 0 117,730 MEDIACOM COMMCL A 58446K105 5,694 437,000 SH SOLE 0 437,000 MEDICIS PHARMCL A 584690309 8,144 162,952 SH SOLE 0 162,952 MEDIMMUNE INC COM 584699102 3,730 104,678 SH SOLE 0 104,678 MEDTRONIC INC COM 585055106 37,528 862,704 SH SOLE 0 862,704 MELLON FINL C COM 58551A108 7,335 226,875 SH SOLE 0 226,875 MEMBERWORKS I COM 586002107 1,635 79,500 SH SOLE 0 79,500 MEMC ELECTR M COM 552715104 40 38,528 SH SOLE 0 38,528 MENS WEARHOUS COM 587118100 3,466 191,682 SH SOLE 0 191,682 MENTOR CORP M COM 587188103 4,282 169,250 SH SOLE 0 169,250 MENTOR GRAPHI COM 587200106 6,284 456,000 SH SOLE 0 456,000 MERCANTILE BA COM 587405101 14,332 361,000 SH SOLE 0 361,000 MERCK & CO IN COM 589331107 116,195 1,744,664 SH SOLE 0 1,744,664 MERCURY COMPU COM 589378108 4,499 119,803 SH SOLE 0 119,803 MERCURY GENL COM 589400100 353 8,900 SH SOLE 0 8,900 MERCURY INTER COM 589405109 583 30,630 SH SOLE 0 30,630 MEREDITH CORP COM 589433101 706 21,972 SH SOLE 0 21,972 MERIDIAN BIOS COM 589584101 61 13,000 SH SOLE 0 13,000 MERISTAR HOSP COM 58984Y103 602 57,045 SH SOLE 0 57,045 MERITAGE CORP COM 59001A102 326 8,800 SH SOLE 0 8,800 MERIX CORP COM 590049102 2,001 142,450 SH SOLE 0 142,450 MERRILL LYNCH COM 590188108 21,176 521,574 SH SOLE 0 521,574 MESA AIR GROU COM 590479101 902 276,800 SH SOLE 0 276,800 METAWAVE COMM COM 591409107 91 33,800 SH SOLE 0 33,800 METHODE ELECTCL A 591520200 2,055 272,220 SH SOLE 0 272,220 METLIFE INC COM 59156R108 16,120 542,767 SH SOLE 0 542,767 METRIS COS IN COM 591598107 3,081 124,500 SH SOLE 0 124,500 METRO ONE TEL COM 59163F105 5,571 240,124 SH SOLE 0 240,124 METROMEDIA IN COM 591695101 26 21,510 SH SOLE 0 21,510 METTLER TOLED COM 592688105 2,794 66,300 SH SOLE 0 66,300 MFC BANCORP L COM 55271X202 1,321 156,375 SH SOLE 0 156,375 MGI PHARMA IN COM 552880106 1,277 95,500 SH SOLE 0 95,500 MGIC INVT COR COM 552848103 8,178 125,161 SH SOLE 0 125,161 MICHAELS STOR COM 594087108 35,237 964,349 SH SOLE 0 964,349 MICREL INC COM 594793101 9,601 481,500 SH SOLE 0 481,500 MICROCHIP TEC COM 595017104 19,120 713,434 SH SOLE 0 713,434 MICROMUSE INC COM 595094103 382 67,200 SH SOLE 0 67,200 MICRON TECHNO COM 595112103 33,323 1,769,692 SH SOLE 0 1,769,692 MICROS SYS IN COM 594901100 1,473 82,906 SH SOLE 0 82,906 MICROSEMI COR COM 595137100 6,971 267,600 SH SOLE 0 267,600 MICROSOFT COR COM 594918104 197,804 3,865,624 SH SOLE 0 3,865,624 MICROSTRATEGYCL A 594972101 81 71,600 SH SOLE 0 71,600 MICROTUNE INC COM 59514P109 1,399 122,700 SH SOLE 0 122,700 MID ATLANTIC COM 59523C107 6,172 293,900 SH SOLE 0 293,900 MIDAS GROUP I COM 595626102 676 68,300 SH SOLE 0 68,300 MIDCAP SPDR T COM 595635103 67,424 851,845 SH SOLE 0 851,845 MIDWAY GAMES COM 598148104 2,142 176,900 SH SOLE 0 176,900 MIDWEST EXPRE COM 597911106 671 63,300 SH SOLE 0 63,300 MILACRON INC COM 598709103 2,178 182,110 SH SOLE 0 182,110 MILLENNIUM PH COM 599902103 17,783 1,001,320 SH SOLE 0 1,001,320 MILLER HERMAN COM 600544100 7,085 363,900 SH SOLE 0 363,900 MILLIPORE COR COM 601073109 823 15,541 SH SOLE 0 15,541 MILLS CORP COM 601148109 3,534 165,292 SH SOLE 0 165,292 MIM CORP COM 553044108 302 28,800 SH SOLE 0 28,800 MINERALS TECH COM 603158106 4,620 122,407 SH SOLE 0 122,407 MINNESOTA MNG COM 604059105 19,912 202,354 SH SOLE 0 202,354 MIPS TECHNOLOCL A 604567107 339 51,800 SH SOLE 0 51,800 MIPS TECHNOLOCL B 604567206 1,109 184,800 SH SOLE 0 184,800 MIRANT CORP COM 604675108 3,794 173,264 SH SOLE 0 173,264 MISSION WEST COM 605203108 1,036 86,300 SH SOLE 0 86,300 MISSISSIPPI CCOM 605288208 295 107,449 SH SOLE 0 107,449 MITCHELL ENERCL A 606592202 526 10,500 SH SOLE 0 10,500 MOBILE MINI I COM 60740F105 1,080 41,600 SH SOLE 0 41,600 MOBILE TELESY ADR 607409109 2,847 116,014 SH SOLE 0 116,014 MODINE MFG CO COM 607828100 4,529 184,253 SH SOLE 0 184,253 MODIS PROFESS COM 607830106 1,926 481,455 SH SOLE 0 481,455 MOHAWK INDS I COM 608190104 10,986 298,950 SH SOLE 0 298,950 MOLDFLOW CORP COM 608507109 313 37,000 SH SOLE 0 37,000 MOLECULAR DEV COM 60851C107 947 50,800 SH SOLE 0 50,800 MOLEX INC CL A 608554200 2,180 89,700 SH SOLE 0 89,700 MONACO COACH COM 60886R103 2,204 154,679 SH SOLE 0 154,679 MONDAVI ROBERCL A 609200100 712 20,000 SH SOLE 0 20,000 MONOLITHIC SY COM 609842109 262 30,000 SH SOLE 0 30,000 MONTANA POWER COM 612085100 2,546 484,905 SH SOLE 0 484,905 MONY GROUP IN COM 615337102 7,498 226,400 SH SOLE 0 226,400 MOODYS CORP COM 615369105 3,014 81,470 SH SOLE 0 81,470 MORGAN STANLECOM 617446448 55,843 1,204,810 SH SOLE 0 1,204,810 MOTOROLA INC COM 620076109 24,316 1,558,709 SH SOLE 0 1,558,709 MOVIE GALLERY COM 624581104 547 26,400 SH SOLE 0 26,400 MRO SOFTWARE COM 55347W105 1,032 101,200 SH SOLE 0 101,200 MSC INDL DIRECL A 553530106 207 13,000 SH SOLE 0 13,000 MSC SOFTWARE COM 553531104 2,174 135,000 SH SOLE 0 135,000 MTS SYS CORP COM 553777103 563 48,944 SH SOLE 0 48,944 MUELLER INDS COM 624756102 4,599 160,251 SH SOLE 0 160,251 MULTILINK TECCL A 62544T109 99 19,090 SH SOLE 0 19,090 MURPHY OIL CO COM 626717102 16,712 230,950 SH SOLE 0 230,950 MUTUAL RISK M COM 628351108 1,448 190,499 SH SOLE 0 190,499 MYERS INDS IN COM 628464109 1,292 109,041 SH SOLE 0 109,041 MYLAN LABS IN COM 628530107 20,658 633,300 SH SOLE 0 633,300 MYRIAD GENETI COM 62855J104 1,621 52,915 SH SOLE 0 52,915 NABORS INDS I COM 629568106 1,536 73,266 SH SOLE 0 73,266 NANOMETRICS I COM 630077105 468 26,400 SH SOLE 0 26,400 NASH FINCH CO COM 631158102 2,970 87,100 SH SOLE 0 87,100 NATIONAL CITY COM 635405103 13,102 437,469 SH SOLE 0 437,469 NATIONAL COMM COM 63545P104 27,221 1,042,955 SH SOLE 0 1,042,955 NATIONAL DATA COM 635621105 10,242 284,489 SH SOLE 0 284,489 NATIONAL FUEL COM 636180101 9,120 396,000 SH SOLE 0 396,000 NATIONAL HEAL COM 63633D104 202 15,000 SH SOLE 0 15,000 NATIONAL INFO COM 636491102 77 32,000 SH SOLE 0 32,000 NATIONAL INST COM 636518102 6,077 232,200 SH SOLE 0 232,200 NATIONAL PENN COM 637138108 470 20,000 SH SOLE 0 20,000 NATIONAL PRES COM 637215104 847 31,500 SH SOLE 0 31,500 NATIONAL SEMI COM 637640103 1,959 89,044 SH SOLE 0 89,044 NATIONAL SVC COM 637657107 1,225 59,339 SH SOLE 0 59,339 NATIONAL-OILW COM 637071101 15,740 1,085,500 SH SOLE 0 1,085,500 NATIONWIDE FICL A 638612101 643 17,300 SH SOLE 0 17,300 NATURES SUNSH COM 639027101 852 74,400 SH SOLE 0 74,400 NATUS MEDICAL COM 639050103 135 17,600 SH SOLE 0 17,600 NAUTICA ENTER COM 639089101 2,444 206,400 SH SOLE 0 206,400 NAVISTAR INTL COM 63934E108 2,683 94,990 SH SOLE 0 94,990 NBTY INC COM 628782104 5,522 419,614 SH SOLE 0 419,614 NCH CORP COM 628850109 1,278 32,600 SH SOLE 0 32,600 NCO GROUP INC COM 628858102 1,609 117,600 SH SOLE 0 117,600 NCR CORP NEW COM 62886E108 4,007 135,157 SH SOLE 0 135,157 NEIMAN MARCUSCL A 640204202 5,863 239,800 SH SOLE 0 239,800 NELSON THOMAS COM 640376109 557 65,700 SH SOLE 0 65,700 NEOSE TECHNOL COM 640522108 3,841 99,500 SH SOLE 0 99,500 NETBANK INC COM 640933107 410 49,000 SH SOLE 0 49,000 NETEGRITY INC COM 64110P107 548 64,000 SH SOLE 0 64,000 NETIQ CORP COM 64115P102 1,389 60,980 SH SOLE 0 60,980 NETRATINGS IN COM 64116M108 175 17,000 SH SOLE 0 17,000 NETSOLVE INC COM 64115J106 8,412 734,676 SH SOLE 0 734,676 NETWORK APPLI COM 64120L104 794 116,757 SH SOLE 0 116,757 NETWORK EQUIP COM 641208103 220 73,400 SH SOLE 0 73,400 NETWORKS ASSO COM 640938106 9,874 766,000 SH SOLE 0 766,000 NEUBERGER BER COM 641234109 11,699 335,400 SH SOLE 0 335,400 NEUROCRINE BI COM 64125C109 500 15,600 SH SOLE 0 15,600 NEUROGEN CORP COM 64124E106 435 26,500 SH SOLE 0 26,500 NEW ENGLAND B COM 643872104 1,050 60,525 SH SOLE 0 60,525 NEW JERSEY RE COM 646025106 5,948 134,529 SH SOLE 0 134,529 NEW PLAN EXCE COM 648053106 245 14,349 SH SOLE 0 14,349 NEW YORK CMNT COM 649445103 12,534 540,006 SH SOLE 0 540,006 NEW YORK TIMECL A 650111107 2,430 62,252 SH SOLE 0 62,252 NEWELL RUBBER COM 651229106 3,124 137,577 SH SOLE 0 137,577 NEWFIELD EXPL COM 651290108 9,013 308,662 SH SOLE 0 308,662 NEWMONT MININ COM 651639106 9,319 394,855 SH SOLE 0 394,855 NEWPARK RES ICOM 651718504 123 18,200 SH SOLE 0 18,200 NEWPORT CORP COM 651824104 3,794 269,090 SH SOLE 0 269,090 NEWPORT NEWS COM 652228107 11,030 164,140 SH SOLE 0 164,140 NEWS CORP LTD ADR 652487703 7,804 323,817 SH SOLE 0 323,817 NEXTCARD INC COM 65332K107 330 51,876 SH SOLE 0 51,876 NEXTEL COMMUNCL A 65332V103 4,441 514,020 SH SOLE 0 514,020 NEXTEL PARTNECL A 65333F107 162 24,000 SH SOLE 0 24,000 NIAGARA MOHAW COM 653520106 1,382 81,442 SH SOLE 0 81,442 NICE SYS LTD ADR 653656108 684 53,000 SH SOLE 0 53,000 NICOR INC COM 654086107 2,557 65,977 SH SOLE 0 65,977 NIKE INC CL B 654106103 6,650 142,066 SH SOLE 0 142,066 NISOURCE INC COM 65473P105 3,525 151,243 SH SOLE 0 151,243 NMS COMMUNICA COM 629248105 94 60,200 SH SOLE 0 60,200 NOBLE AFFILIA COM 654894104 9,034 291,500 SH SOLE 0 291,500 NOBLE DRILLIN COM 655042109 4,115 171,458 SH SOLE 0 171,458 NOKIA CORP ADR 654902204 17,987 1,149,300 SH SOLE 0 1,149,300 NORDSON CORP COM 655663102 3,303 151,147 SH SOLE 0 151,147 NORDSTROM INC COM 655664100 919 63,608 SH SOLE 0 63,608 NORFOLK SOUTH COM 655844108 3,277 203,277 SH SOLE 0 203,277 NORSK HYDRO A ADR 656531605 764 21,000 SH SOLE 0 21,000 NORTEK INC COM 656559101 200 9,300 SH SOLE 0 9,300 NORTEL NETWOR COM 656568102 25,722 4,585,067 SH SOLE 0 4,585,067 NORTH AMERN S COM 65715D100 503 46,600 SH SOLE 0 46,600 NORTH FORK BA COM 659424105 26,679 897,060 SH SOLE 0 897,060 NORTHEAST UTI COM 664397106 15,892 848,500 SH SOLE 0 848,500 NORTHERN TR C COM 665859104 7,271 138,548 SH SOLE 0 138,548 NORTHFIELD LA COM 666135108 492 37,800 SH SOLE 0 37,800 NORTHROP GRUM COM 666807102 5,876 58,180 SH SOLE 0 58,180 NORTHWEST NAT COM 667655104 2,906 124,259 SH SOLE 0 124,259 NORTHWESTERN COM 668074107 4,045 183,850 SH SOLE 0 183,850 NOVELL INC COM 670006105 787 214,926 SH SOLE 0 214,926 NOVELLUS SYS COM 670008101 7,668 268,487 SH SOLE 0 268,487 NOVEN PHARMAC COM 670009109 3,203 176,952 SH SOLE 0 176,952 NPS PHARMACEU COM 62936P103 1,026 32,900 SH SOLE 0 32,900 NRG ENERGY IN COM 629377102 1,828 112,800 SH SOLE 0 112,800 NS GROUP INC COM 628916108 137 20,100 SH SOLE 0 20,100 NSTAR COM 67019E107 11,900 284,000 SH SOLE 0 284,000 NUCOR CORP COM 670346105 1,521 38,303 SH SOLE 0 38,303 NUEVO ENERGY COM 670509108 2,533 181,578 SH SOLE 0 181,578 NUI CORP COM 629431107 1,342 65,690 SH SOLE 0 65,690 NUMERICAL TEC COM 67053T101 1,522 91,700 SH SOLE 0 91,700 NVIDIA CORP COM 67066G104 19,559 712,000 SH SOLE 0 712,000 NVR INC COM 62944T105 7,825 55,692 SH SOLE 0 55,692 NYFIX INC COM 670712108 1,916 134,000 SH SOLE 0 134,000 O CHARLEYS IN COM 670823103 2,960 172,600 SH SOLE 0 172,600 O REILLY AUTO COM 686091109 6,989 243,930 SH SOLE 0 243,930 OAK TECHNOLOG COM 671802106 2,014 258,230 SH SOLE 0 258,230 OCCIDENTAL PE COM 674599105 5,422 222,745 SH SOLE 0 222,745 OCEAN ENERGY COM 67481E106 14,443 886,050 SH SOLE 0 886,050 OCEANEERING I COM 675232102 1,826 112,921 SH SOLE 0 112,921 OCULAR SCIENC COM 675744106 522 25,800 SH SOLE 0 25,800 OFFICE DEPOT COM 676220106 2,456 180,569 SH SOLE 0 180,569 OFFICEMAX INC COM 67622M108 62 20,460 SH SOLE 0 20,460 OFFICIAL PMTS COM 676235104 45 23,000 SH SOLE 0 23,000 OFFSHORE LOGI COM 676255102 2,681 139,700 SH SOLE 0 139,700 OGE ENERGY CO COM 670837103 8,072 369,100 SH SOLE 0 369,100 OHIO CAS CORP COM 677240103 5,084 391,402 SH SOLE 0 391,402 OLD REP INTL COM 680223104 17,154 654,500 SH SOLE 0 654,500 OLIN CORP COM 680665205 4,788 325,700 SH SOLE 0 325,700 OM GROUP INC COM 670872100 8,503 154,600 SH SOLE 0 154,600 OMNICARE INC COM 681904108 10,100 462,670 SH SOLE 0 462,670 OMNICOM GROUP COM 681919106 24,962 384,625 SH SOLE 0 384,625 OMNOVA SOLUTI COM 682129101 1,586 253,752 SH SOLE 0 253,752 ON ASSIGNMENT COM 682159108 1,733 107,796 SH SOLE 0 107,796 ON SEMICONDUC COM 682189105 280 151,300 SH SOLE 0 151,300 ON TECHNOLOGY COM 68219P108 160 205,318 SH SOLE 0 205,318 ONEOK INC NEW COM 682680103 5,077 306,601 SH SOLE 0 306,601 ONI SYSTEMS C COM 68273FAA1 1,062 1,710,000 SH SOLE 0 1,710,000 ONLINE RES CO COM 68273G101 47 40,000 SH SOLE 0 40,000 OPEN JT STK C ADR 68370R109 279 17,000 SH SOLE 0 17,000 OPTICAL COMMUCL A 68382T101 145 62,700 SH SOLE 0 62,700 OPTIMAL ROBOTCL A 68388R208 2,008 81,940 SH SOLE 0 81,940 OPTION CARE I COM 683948103 182 11,700 SH SOLE 0 11,700 ORACLE CORP COM 68389X105 70,266 5,585,572 SH SOLE 0 5,585,572 ORAPHARMA INC COM 68554E106 1,101 188,134 SH SOLE 0 188,134 ORASURE TECHN COM 68554V108 548 53,500 SH SOLE 0 53,500 ORATEC INTERV COM 68554M108 90 13,000 SH SOLE 0 13,000 ORBITAL SCIEN COM 685564106 233 128,200 SH SOLE 0 128,200 ORBOTECH LTD COM M75253100 1,819 96,520 SH SOLE 0 96,520 OREGON STL ML COM 686079104 4,436 829,200 SH SOLE 0 829,200 ORGANOGENESIS COM 685906109 1,108 189,400 SH SOLE 0 189,400 ORTHODONTIC C COM 68750P103 9,547 387,310 SH SOLE 0 387,310 ORTHOFIX INTL COM N6748L102 1,211 42,500 SH SOLE 0 42,500 OSHKOSH B GOSCL A 688222207 1,456 56,000 SH SOLE 0 56,000 OSHKOSH TRUCK COM 688239201 5,865 161,930 SH SOLE 0 161,930 OSTEOTECH INC COM 688582105 166 47,000 SH SOLE 0 47,000 OUTBACK STEAK COM 689899102 9,294 362,900 SH SOLE 0 362,900 OVERSEAS SHIP COM 690368105 4,282 194,638 SH SOLE 0 194,638 OWENS & MINOR COM 690732102 7,085 349,032 SH SOLE 0 349,032 OWENS ILL INCCOM 690768403 316 78,364 SH SOLE 0 78,364 OXFORD HEALTH COM 691471106 16,103 567,000 SH SOLE 0 567,000 OXFORD INDS I COM 691497309 738 33,700 SH SOLE 0 33,700 P F CHANGS CH COM 69333Y108 3,657 101,805 SH SOLE 0 101,805 P T TELEKOMUN ADR 715684106 398 71,216 SH SOLE 0 71,216 PACCAR INC COM 693718108 1,803 36,748 SH SOLE 0 36,748 PACIFIC CENTY COM 694058108 11,907 509,500 SH SOLE 0 509,500 PACIFIC SUNWE COM 694873100 3,779 274,862 SH SOLE 0 274,862 PACIFICARE HE COM 695112102 3,163 251,201 SH SOLE 0 251,201 PACKAGING COR COM 695156109 8,417 544,800 SH SOLE 0 544,800 PACTIV CORP COM 695257105 1,861 128,415 SH SOLE 0 128,415 PAC-WEST TELE COM 69371Y101 69 122,402 SH SOLE 0 122,402 PALL CORP COM 696429307 1,146 58,926 SH SOLE 0 58,926 PALM INC COM 696642107 954 653,580 SH SOLE 0 653,580 PAN PACIFIC R COM 69806L104 1,137 43,150 SH SOLE 0 43,150 PANAMSAT CORP COM 697933109 1,110 47,600 SH SOLE 0 47,600 PANERA BREAD CL A 69840W108 5,963 170,414 SH SOLE 0 170,414 PAPA JOHNS IN COM 698813102 3,789 145,460 SH SOLE 0 145,460 PARADYNE NETW COM 69911G107 70 59,544 SH SOLE 0 59,544 PARAGON TECHN COM 69912T108 634 84,000 SH SOLE 0 84,000 PARAMETRIC TE COM 699173100 1,133 218,343 SH SOLE 0 218,343 PAREXEL INTL COM 699462107 1,365 120,338 SH SOLE 0 120,338 PARK ELECTROC COM 700416209 2,281 104,851 SH SOLE 0 104,851 PARK PL ENTMT COM 700690100 9,928 1,354,400 SH SOLE 0 1,354,400 PARKER DRILLI COM 701081101 54 17,378 SH SOLE 0 17,378 PARKER HANNIF COM 701094104 2,199 64,099 SH SOLE 0 64,099 PARKWAY PPTYS COM 70159Q104 4,131 127,102 SH SOLE 0 127,102 PARTNERRE LTD COM G6852T105 777 16,500 SH SOLE 0 16,500 PATHMARK STOR COM 70322A101 2,211 92,899 SH SOLE 0 92,899 PATINA OIL & COM 703224105 2,808 122,100 SH SOLE 0 122,100 PATTERSON DEN COM 703412106 12,735 345,494 SH SOLE 0 345,494 PATTERSON UTI COM 703481101 11,559 935,200 SH SOLE 0 935,200 PAXAR CORP COM 704227107 2,655 208,226 SH SOLE 0 208,226 PAXSON COMMUN COM 704231109 198 27,500 SH SOLE 0 27,500 PAYCHEX INC COM 704326107 6,389 202,751 SH SOLE 0 202,751 PAYLESS SHOES COM 704379106 7,740 141,234 SH SOLE 0 141,234 PC-TEL INC COM 69325Q105 657 87,600 SH SOLE 0 87,600 PDF SOLUTIONS COM 693282105 845 82,400 SH SOLE 0 82,400 PEC SOLUTIONS COM 705107100 530 31,100 SH SOLE 0 31,100 PEDIATRIX MED COM 705324101 5,421 132,902 SH SOLE 0 132,902 PEGASUS COMMUCL A 705904100 887 126,668 SH SOLE 0 126,668 PEGASUS SOLUT COM 705906105 981 117,117 SH SOLE 0 117,117 PEMSTAR INC COM 706552106 670 58,300 SH SOLE 0 58,300 PENFORD CORP COM 707051108 360 34,300 SH SOLE 0 34,300 PENN NATL GAM COM 707569109 1,722 105,000 SH SOLE 0 105,000 PENN VA CORP COM 707882106 676 24,000 SH SOLE 0 24,000 PENN-AMER GRO COM 707247102 645 66,500 SH SOLE 0 66,500 PENNEY J C IN COM 708160106 2,983 136,216 SH SOLE 0 136,216 PENNFED FINL COM 708167101 238 10,600 SH SOLE 0 10,600 PENNZOIL-QUAK COM 709323109 6,888 616,133 SH SOLE 0 616,133 PENTAIR INC COM 709631105 8,477 275,500 SH SOLE 0 275,500 PENTON MEDIA COM 709668107 548 154,343 SH SOLE 0 154,343 PEOPLES BK BR COM 710198102 2,156 97,100 SH SOLE 0 97,100 PEOPLES ENERG COM 711030106 4,596 115,582 SH SOLE 0 115,582 PEOPLESOFT IN COM 712713106 2,939 162,911 SH SOLE 0 162,911 PEP BOYS MANN COM 713278109 3,166 286,475 SH SOLE 0 286,475 PEPSI BOTTLIN COM 713409100 10,264 222,800 SH SOLE 0 222,800 PEPSIAMERICAS COM 71343P200 12,942 865,670 SH SOLE 0 865,670 PEPSICO INC COM 713448108 59,976 1,236,624 SH SOLE 0 1,236,624 PEREGRINE SYS COM 71366Q101 3,189 252,487 SH SOLE 0 252,487 PERFORMANCE F COM 713755106 11,539 404,438 SH SOLE 0 404,438 PERFORMANCE T COM 71376K102 148 18,000 SH SOLE 0 18,000 PERICOM SEMIC COM 713831105 3,167 227,830 SH SOLE 0 227,830 PERKINELMER I COM 714046109 5,045 192,278 SH SOLE 0 192,278 PEROT SYS CORCL A 714265105 1,969 121,900 SH SOLE 0 121,900 PERRIGO CO COM 714290103 8,757 578,000 SH SOLE 0 578,000 PER-SE TECHNOCOM 713569309 143 18,000 SH SOLE 0 18,000 PERSONNEL GROCOM 715338AE9 1,020 3,400,000 SH SOLE 0 3,400,000 PERUSAHAAN PE ADR 715680104 1,084 130,900 SH SOLE 0 130,900 PETROLEO BRAS ADR 71654V101 8,494 442,400 SH SOLE 0 442,400 PETROLEO BRAS ADR 71654V408 7,787 394,301 SH SOLE 0 394,301 PETSMART INC COM 716768106 945 134,229 SH SOLE 0 134,229 PFIZER INC COM 717081103 253,514 6,322,042 SH SOLE 0 6,322,042 PG&E CORP COM 69331C108 6,083 400,227 SH SOLE 0 400,227 PHARMACEUTICA COM 717124101 11,225 383,252 SH SOLE 0 383,252 PHARMACEUTICA COM 717125108 826 23,117 SH SOLE 0 23,117 PHARMACIA COR COM 71713U102 61,978 1,528,061 SH SOLE 0 1,528,061 PHARMACOPEIA COM 71713B104 539 41,600 SH SOLE 0 41,600 PHARMACYCLICS COM 716933106 931 52,300 SH SOLE 0 52,300 PHELPS DODGE COM 717265102 1,242 45,176 SH SOLE 0 45,176 PHILADELPHIA COM 717528103 5,329 153,400 SH SOLE 0 153,400 PHILADELPHIA COM 718009608 9,063 345,131 SH SOLE 0 345,131 PHILIP MORRIS COM 718154107 76,850 1,591,433 SH SOLE 0 1,591,433 PHILLIPS PETE COM 718507106 13,144 243,687 SH SOLE 0 243,687 PHILLIPS VAN COM 718592108 2,196 221,826 SH SOLE 0 221,826 PHOENIX TECHN COM 719153108 1,473 146,901 SH SOLE 0 146,901 PHOTOMEDEX IN COM 719358103 35 34,350 SH SOLE 0 34,350 PHOTON DYNAMI COM 719364101 2,889 124,800 SH SOLE 0 124,800 PHOTRONICS IN COM 719405102 3,860 209,236 SH SOLE 0 209,236 PIEDMONT NAT COM 720186105 4,720 151,564 SH SOLE 0 151,564 PIER 1 IMPORT COM 720279108 4,523 544,939 SH SOLE 0 544,939 PINNACLE ENTM COM 723456109 708 119,000 SH SOLE 0 119,000 PINNACLE SYS COM 723481107 1,119 384,700 SH SOLE 0 384,700 PINNACLE WEST COM 723484101 5,286 133,148 SH SOLE 0 133,148 PIONEER NAT R COM 723787107 6,849 481,339 SH SOLE 0 481,339 PIONEER STD E COM 723877106 1,499 166,157 SH SOLE 0 166,157 PITNEY BOWES COM 724479100 10,053 263,178 SH SOLE 0 263,178 PITTSTON CO COM 725701106 4,420 244,214 SH SOLE 0 244,214 PIVOTAL CORP COM 72581R106 88 21,000 SH SOLE 0 21,000 PIXELWORKS IN COM 72581M107 364 28,900 SH SOLE 0 28,900 PLACER DOME I COM 725906101 1,966 153,694 SH SOLE 0 153,694 PLAINS RES IN COM 726540503 2,140 82,300 SH SOLE 0 82,300 PLANAR SYS IN COM 726900103 1,892 94,100 SH SOLE 0 94,100 PLANTRONICS I COM 727493108 5,436 318,800 SH SOLE 0 318,800 PLEXUS CORP COM 729132100 8,514 361,050 SH SOLE 0 361,050 PMC-SIERRA IN COM 69344F106 3,316 322,932 SH SOLE 0 322,932 PMI GROUP INC COM 69344M101 19,871 318,500 SH SOLE 0 318,500 PNC FINL SVCS COM 693475105 9,802 171,209 SH SOLE 0 171,209 POGO PRODUCIN COM 730448107 5,992 254,970 SH SOLE 0 254,970 POHANG IRON & ADR 730450103 4,143 263,872 SH SOLE 0 263,872 POLARIS INDS COM 731068102 9,913 258,283 SH SOLE 0 258,283 POLYCOM INC COM 73172K104 10,542 432,600 SH SOLE 0 432,600 POLYMEDICA CO COM 731738100 1,046 68,500 SH SOLE 0 68,500 POLYONE CORP COM 73179P106 4,009 513,980 SH SOLE 0 513,980 POPE & TALBOT COM 732827100 986 77,047 SH SOLE 0 77,047 PORTAL SOFTWA COM 736126103 63 42,500 SH SOLE 0 42,500 POSSIS MEDICA COM 737407106 252 21,500 SH SOLE 0 21,500 POST PPTYS IN COM 737464107 22,101 596,045 SH SOLE 0 596,045 POTLATCH CORP COM 737628107 3,588 132,946 SH SOLE 0 132,946 POTOMAC ELEC COM 737679100 11,248 512,200 SH SOLE 0 512,200 POWER INTEGRA COM 739276103 6,138 336,858 SH SOLE 0 336,858 POWER-ONE INC COM 739308104 678 110,200 SH SOLE 0 110,200 POWERWAVE TEC COM 739363109 5,021 421,200 SH SOLE 0 421,200 PPG INDS INC COM 693506107 11,036 241,219 SH SOLE 0 241,219 PPL CORP COM 69351T106 5,764 176,825 SH SOLE 0 176,825 PRAECIS PHARM COM 739421105 134 36,000 SH SOLE 0 36,000 PRAXAIR INC COM 74005P104 8,550 203,575 SH SOLE 0 203,575 PRE PAID LEGA COM 740065107 1,730 100,346 SH SOLE 0 100,346 PRECISE SOFTW ORD M41450103 618 55,900 SH SOLE 0 55,900 PRECISION CAS COM 740189105 7,461 336,100 SH SOLE 0 336,100 PRENTISS PPTY COM 740706106 4,959 180,329 SH SOLE 0 180,329 PRESIDENTIAL COM 740884101 489 26,922 SH SOLE 0 26,922 PRICE COMMUNI COM 741437305 4,955 292,345 SH SOLE 0 292,345 PRICE T ROWE COM 74144T108 4,265 145,580 SH SOLE 0 145,580 PRICELINE COM COM 741503106 248 65,400 SH SOLE 0 65,400 PRIMA ENERGY COM 741901201 1,794 81,000 SH SOLE 0 81,000 PRIME GROUP R COM 74158J103 1,099 91,975 SH SOLE 0 91,975 PRIME HOSPITA COM 741917108 1,938 220,235 SH SOLE 0 220,235 PRIMEDIA INC COM 74157K101 235 99,956 SH SOLE 0 99,956 PRIORITY HEALCL B 74264T102 4,096 170,676 SH SOLE 0 170,676 PROCTER & GAM COM 742718109 53,899 740,470 SH SOLE 0 740,470 PROFIT RECOVE COM 743168106 4,307 440,405 SH SOLE 0 440,405 PROGRESS ENER COM 743263105 9,437 219,518 SH SOLE 0 219,518 PROGRESS FINL COM 743266108 303 47,407 SH SOLE 0 47,407 PROGRESS SOFT COM 743312100 2,336 167,002 SH SOLE 0 167,002 PROGRESSIVE C COM 743315103 5,265 39,319 SH SOLE 0 39,319 PROLOGIS TR COM 743410102 6,169 292,374 SH SOLE 0 292,374 PROTECTIVE LI COM 743674103 9,408 324,400 SH SOLE 0 324,400 PROTEIN DESIG COM 74369L103 12,178 257,850 SH SOLE 0 257,850 PROTON ENERGY COM 74371K101 162 34,300 SH SOLE 0 34,300 PROVIDENT BAN COM 743859100 4,462 215,568 SH SOLE 0 215,568 PROVIDENT FIN COM 743866105 5,637 223,250 SH SOLE 0 223,250 PROVIDIAN FIN COM 74406A102 7,626 378,472 SH SOLE 0 378,472 PROVINCE HEAL COM 743977100 10,636 289,500 SH SOLE 0 289,500 PROXIM INC COM 744284100 1,614 165,524 SH SOLE 0 165,524 PS BUSINESS P COM 69360J107 3,525 127,254 SH SOLE 0 127,254 PSS WORLD MED COM 69366A100 483 50,595 SH SOLE 0 50,595 PUBLIC STORAG COM 74460D109 67,126 2,009,752 SH SOLE 0 2,009,752 PUBLIC STORAG COM 74460D729 360 13,703 SH SOLE 0 13,703 PUBLIC SVC CO COM 744499104 5,637 223,594 SH SOLE 0 223,594 PUBLIC SVC EN COM 744573106 4,523 106,290 SH SOLE 0 106,290 PUGET ENERGY COM 745310102 8,475 394,388 SH SOLE 0 394,388 PULTE HOMES I COM 745867101 3,789 123,614 SH SOLE 0 123,614 QLOGIC CORP COM 747277101 2,910 153,161 SH SOLE 0 153,161 QRS CORP COM 74726X105 596 70,900 SH SOLE 0 70,900 QUAKER CHEM C COM 747316107 753 41,500 SH SOLE 0 41,500 QUAKER FABRIC COM 747399103 1,413 193,580 SH SOLE 0 193,580 QUALCOMM INC COM 747525103 23,915 503,055 SH SOLE 0 503,055 QUANEX CORP COM 747620102 1,878 81,280 SH SOLE 0 81,280 QUANTA SVCS I COM 74762E102 6,080 426,700 SH SOLE 0 426,700 QUANTUM CORP COM 747906204 6,077 744,700 SH SOLE 0 744,700 QUEST DIAGNOS COM 74834L100 28,122 455,782 SH SOLE 0 455,782 QUESTAR CORP COM 748356102 9,517 471,600 SH SOLE 0 471,600 QUICKSILVER R COM 74837R104 1,092 80,300 SH SOLE 0 80,300 QUIKSILVER IN COM 74838C106 1,320 106,900 SH SOLE 0 106,900 QUILMES INDL ADR 74838Y207 2,793 242,847 SH SOLE 0 242,847 QUINTILES TRA COM 748767100 3,615 247,600 SH SOLE 0 247,600 QUIXOTE CORP COM 749056107 1,008 48,000 SH SOLE 0 48,000 QWEST COMMUNI COM 749121109 21,221 1,270,744 SH SOLE 0 1,270,744 R & G FINANCICL B 749136107 430 25,000 SH SOLE 0 25,000 R G S ENERGY COM 74956K104 6,416 165,800 SH SOLE 0 165,800 R H DONNELLEY COM 74955W307 3,418 130,841 SH SOLE 0 130,841 RADIAN GROUP COM 750236101 20,288 526,952 SH SOLE 0 526,952 RADIANT SYSTE COM 75025N102 1,985 194,600 SH SOLE 0 194,600 RADIO ONE INCCL D 75040P405 1,394 120,800 SH SOLE 0 120,800 RADIOSHACK CO COM 750438103 1,718 70,833 SH SOLE 0 70,833 RADISYS CORP COM 750459109 945 78,718 SH SOLE 0 78,718 RADVISION LTD COM M81869105 142 28,900 SH SOLE 0 28,900 RADWARE LTD COM M81873107 506 58,000 SH SOLE 0 58,000 RAILAMERICA I COM 750753105 2,374 189,900 SH SOLE 0 189,900 RAINBOW TECHN COM 750862104 796 227,420 SH SOLE 0 227,420 RAIT INVT TR COM 749227104 4,677 293,200 SH SOLE 0 293,200 RALCORP HLDGS COM 751028101 4,266 219,212 SH SOLE 0 219,212 RALSTON PURIN COM 751277302 3,560 108,522 SH SOLE 0 108,522 RAMBUS INC DE COM 750917106 253 34,400 SH SOLE 0 34,400 RANGE RES COR COM 75281A109 213 44,803 SH SOLE 0 44,803 RARE HOSPITAL COM 753820109 2,466 158,700 SH SOLE 0 158,700 RATIONAL SOFT COM 75409P202 8,456 976,400 SH SOLE 0 976,400 RAVISENT TECH COM 754440105 140 91,023 SH SOLE 0 91,023 RAWLINGS SPOR COM 754459105 704 220,000 SH SOLE 0 220,000 RAYMOND JAMES COM 754730109 6,737 248,142 SH SOLE 0 248,142 RAYONIER INC COM 754907103 7,163 177,000 SH SOLE 0 177,000 RAYOVAC CORP COM 755081106 2,306 151,200 SH SOLE 0 151,200 RAYTHEON CO COM 755111507 6,152 177,041 SH SOLE 0 177,041 READERS DIGESCL A 755267101 8,630 469,300 SH SOLE 0 469,300 READ-RITE COR COM 755246105 1,834 621,700 SH SOLE 0 621,700 RECKSON ASSOC COM 75621K106 11,949 494,800 SH SOLE 0 494,800 RECOTON CORP COM 756268108 6,049 489,800 SH SOLE 0 489,800 REEBOK INTL L COM 758110100 10,869 525,092 SH SOLE 0 525,092 REGAL BELOIT COM 758750103 1,976 108,249 SH SOLE 0 108,249 REGENCY CTRS COM 758849103 654 25,406 SH SOLE 0 25,406 REGENERON PHA COM 75886F107 4,860 218,527 SH SOLE 0 218,527 REGENT COMMUN COM 758865109 397 65,900 SH SOLE 0 65,900 REGIONS FINL COM 758940100 4,297 148,893 SH SOLE 0 148,893 REGIS CORP MI COM 758932107 4,492 214,320 SH SOLE 0 214,320 REGISTER COM COM 75914G101 711 71,700 SH SOLE 0 71,700 REHABCARE GRO COM 759148109 7,457 171,378 SH SOLE 0 171,378 REINSURANCE G COM 759351109 6,385 187,200 SH SOLE 0 187,200 RELIANCE STEE COM 759509102 3,665 154,251 SH SOLE 0 154,251 RELIANT ENERG COM 75952J108 5,782 219,694 SH SOLE 0 219,694 REMEC INC COM 759543101 164 20,692 SH SOLE 0 20,692 REMEDYTEMP INCL A 759549108 124 10,300 SH SOLE 0 10,300 REMINGTON OIL COM 759594302 1,304 99,600 SH SOLE 0 99,600 RENAISSANCE L COM 75968L105 2,162 65,700 SH SOLE 0 65,700 RENAISSANCE R COM G7496G103 3,441 38,700 SH SOLE 0 38,700 RENAL CARE GR COM 759930100 13,272 431,314 SH SOLE 0 431,314 RENT A CTR IN COM 76009N100 1,288 55,400 SH SOLE 0 55,400 REPUBLIC BANC COM 760282103 308 21,519 SH SOLE 0 21,519 REPUBLIC SVCS COM 760759100 2,189 135,100 SH SOLE 0 135,100 RESMED INC COM 761152107 11,828 232,825 SH SOLE 0 232,825 RESOURCES CON COM 76122Q105 2,054 113,000 SH SOLE 0 113,000 RESPIRONICS I COM 761230101 8,468 238,129 SH SOLE 0 238,129 RETEK INC COM 76128Q109 3,604 285,582 SH SOLE 0 285,582 REYNOLDS & RECL A 761695105 8,563 367,500 SH SOLE 0 367,500 REYNOLDS R J COM 76182K105 26,561 464,833 SH SOLE 0 464,833 RF MICRODEVIC COM 749941100 13,559 816,800 SH SOLE 0 816,800 RICHARDSON EL COM 763165107 775 93,800 SH SOLE 0 93,800 RIGGS NATL CO COM 766570105 2,144 138,300 SH SOLE 0 138,300 RIGHTCHOICE M COM 76657T102 2,212 44,200 SH SOLE 0 44,200 RITE AID CORP COM 767754104 324 42,000 SH SOLE 0 42,000 RIVERSTONE NE COM 769320102 267 50,852 SH SOLE 0 50,852 RLI CORP COM 749607107 1,919 46,800 SH SOLE 0 46,800 ROADWAY CORP COM 769742107 2,489 103,334 SH SOLE 0 103,334 ROBBINS & MYE COM 770196103 3,557 144,300 SH SOLE 0 144,300 ROBERT HALF I COM 770323103 3,166 158,200 SH SOLE 0 158,200 ROCK OF AGES CL A 772632105 704 119,300 SH SOLE 0 119,300 ROCKWELL COLL COM 774341101 1,344 94,667 SH SOLE 0 94,667 ROCKWELL INTL COM 773903109 1,498 102,067 SH SOLE 0 102,067 ROGERS COMMUNCL B 775109200 392 30,500 SH SOLE 0 30,500 ROGERS CORP COM 775133101 2,077 73,900 SH SOLE 0 73,900 ROHM & HAAS C COM 775371107 5,214 159,169 SH SOLE 0 159,169 ROLLINS INC COM 775711104 2,144 137,900 SH SOLE 0 137,900 ROPER INDS IN COM 776696106 7,350 204,232 SH SOLE 0 204,232 ROSLYN BANCOR COM 778162107 7,785 420,600 SH SOLE 0 420,600 ROSS STORES I COM 778296103 38,604 1,319,800 SH SOLE 0 1,319,800 ROSTELECOM OP ADR 778529107 1,155 376,290 SH SOLE 0 376,290 ROUGE INDS INCL A 779088103 738 829,400 SH SOLE 0 829,400 ROUSE CO COM 779273101 1,488 61,550 SH SOLE 0 61,550 ROWAN COS INC COM 779382100 1,411 113,988 SH SOLE 0 113,988 ROXIO INC COM 780008108 1,383 91,016 SH SOLE 0 91,016 ROYAL APPLIAN COM 780076105 209 45,900 SH SOLE 0 45,900 ROYAL CARIBBE COM V7780T103 2,113 196,900 SH SOLE 0 196,900 ROYAL DUTCH P COM 780257804 67,181 1,336,937 SH SOLE 0 1,336,937 RPM INC OHIO COM 749685103 6,184 654,425 SH SOLE 0 654,425 RSA SEC INC COM 749719100 4,196 311,708 SH SOLE 0 311,708 RTI INTL META COM 74973W107 837 100,212 SH SOLE 0 100,212 RUBY TUESDAY COM 781182100 7,082 451,084 SH SOLE 0 451,084 RUDDICK CORP COM 781258108 3,540 231,370 SH SOLE 0 231,370 RUDOLPH TECHN COM 781270103 2,113 85,700 SH SOLE 0 85,700 RURAL CELLULACL A 781904107 447 18,400 SH SOLE 0 18,400 RUSS BERRIE & COM 782233100 2,575 96,800 SH SOLE 0 96,800 RUSSELL CORP COM 782352108 3,557 259,100 SH SOLE 0 259,100 RYANAIR HLDGS ADR 783513104 1,146 27,970 SH SOLE 0 27,970 RYANS FAMILY COM 783519101 3,224 188,311 SH SOLE 0 188,311 RYDER SYS INC COM 783549108 4,366 218,433 SH SOLE 0 218,433 RYERSON TULL COM 78375P107 1,628 129,740 SH SOLE 0 129,740 RYLAND GROUP COM 783764103 4,104 86,046 SH SOLE 0 86,046 S & T BANCORP COM 783859101 1,872 80,000 SH SOLE 0 80,000 S1 CORPORATIO COM 78463B101 253 29,939 SH SOLE 0 29,939 SABRE HLDGS CCL A 785905100 1,268 47,421 SH SOLE 0 47,421 SAFECO CORP COM 786429100 1,922 63,360 SH SOLE 0 63,360 SAFEGUARD SCI COM 786449108 110 62,424 SH SOLE 0 62,424 SAFEWAY INC COM 786514208 47,878 1,205,394 SH SOLE 0 1,205,394 SAGA COMMUNICCL A 786598102 1,075 62,100 SH SOLE 0 62,100 SAKS INC COM 79377W108 3,325 665,037 SH SOLE 0 665,037 SALEM COMMUNICL A 794093104 981 50,300 SH SOLE 0 50,300 SALIX PHARMAC COM G77770108 475 35,600 SH SOLE 0 35,600 SALTON INC COM 795757103 957 111,800 SH SOLE 0 111,800 SAN JUAN BASI COM 798241105 537 52,000 SH SOLE 0 52,000 SANCHEZ COMPU COM 799702105 1,504 200,000 SH SOLE 0 200,000 SANDISK CORP COM 80004C101 3,061 310,400 SH SOLE 0 310,400 SANDY SPRING COM 800363103 519 13,081 SH SOLE 0 13,081 SANGSTAT MED COM 801003104 391 21,200 SH SOLE 0 21,200 SANMINA CORP COM 800907107 2,141 157,650 SH SOLE 0 157,650 SANTA FE INTL COM G7805C108 419 19,700 SH SOLE 0 19,700 SAPIENT CORP COM 803062108 279 72,400 SH SOLE 0 72,400 SARA LEE CORP COM 803111103 10,499 492,891 SH SOLE 0 492,891 SBA COMMUNICA COM 78388J106 3,121 233,793 SH SOLE 0 233,793 SBC COMMUNICA COM 78387G103 100,130 2,124,996 SH SOLE 0 2,124,996 SBS TECHNOLOG COM 78387P103 867 77,700 SH SOLE 0 77,700 SCANA CORP NE COM 80589M102 12,956 510,500 SH SOLE 0 510,500 SCANSOURCE IN COM 806037107 564 12,600 SH SOLE 0 12,600 SCHEIN HENRY COM 806407102 12,818 332,072 SH SOLE 0 332,072 SCHERING PLOU COM 806605101 80,459 2,168,715 SH SOLE 0 2,168,715 SCHLUMBERGER COM 806857108 46,668 1,021,188 SH SOLE 0 1,021,188 SCHOLASTIC CO COM 807066105 10,705 246,090 SH SOLE 0 246,090 SCHOOL SPECIA COM 807863105 3,210 105,055 SH SOLE 0 105,055 SCHULMAN A IN COM 808194104 1,423 138,808 SH SOLE 0 138,808 SCHWAB CHARLE COM 808513105 9,737 846,684 SH SOLE 0 846,684 SCHWEITZER-MA COM 808541106 3,010 126,900 SH SOLE 0 126,900 SCI SYS INC COM 783890106 12,191 677,300 SH SOLE 0 677,300 SCIENTIFIC AT COM 808655104 2,610 149,149 SH SOLE 0 149,149 SCIOS INC COM 808905103 1,384 82,768 SH SOLE 0 82,768 SCM MICROSYST COM 784018103 452 72,800 SH SOLE 0 72,800 SCOTTS CO CL A 810186106 5,862 171,909 SH SOLE 0 171,909 SCP POOL CORP COM 784028102 2,596 121,575 SH SOLE 0 121,575 SCPIE HLDGS I COM 78402P104 689 42,800 SH SOLE 0 42,800 SCRIPPS E W CCL A 811054204 609 10,000 SH SOLE 0 10,000 SEACHANGE INT COM 811699107 2,908 166,450 SH SOLE 0 166,450 SEACOAST BKG CL A 811707108 1,418 33,600 SH SOLE 0 33,600 SEACOR SMIT I COM 811904101 6,006 168,229 SH SOLE 0 168,229 SEALED AIR CO COM 81211K100 1,729 47,396 SH SOLE 0 47,396 SEARS ROEBUCK COM 812387108 10,668 307,961 SH SOLE 0 307,961 SECTOR SPDR TADR 81369Y308 24,293 969,400 SH SOLE 0 969,400 SECURE COMPUT COM 813705100 168 17,200 SH SOLE 0 17,200 SECURITY CAP CL A 81413P105 82,278 97,723 SH SOLE 0 97,723 SECURITY CAP CL B 81413P204 156,061 9,267,803 SH SOLE 0 9,267,803 SEI INVESTMEN COM 784117103 19,878 621,200 SH SOLE 0 621,200 SEITEL INC COM 816074306 3,304 328,777 SH SOLE 0 328,777 SELECTICA INC COM 816288104 188 78,400 SH SOLE 0 78,400 SELECTIVE INS COM 816300107 2,875 123,247 SH SOLE 0 123,247 SEMITOOL INC COM 816909105 1,246 130,300 SH SOLE 0 130,300 SEMPRA ENERGY COM 816851109 6,112 246,938 SH SOLE 0 246,938 SEMTECH CORP COM 816850101 9,672 340,800 SH SOLE 0 340,800 SENSIENT TECH COM 81725T100 6,643 356,555 SH SOLE 0 356,555 SENSORMATIC E COM 817265101 11,977 507,933 SH SOLE 0 507,933 SEPRACOR INC COM 817315104 13,470 375,200 SH SOLE 0 375,200 SEQUA CORPORACL A 817320104 2,144 47,400 SH SOLE 0 47,400 SEQUENOM INC COM 817337108 388 55,400 SH SOLE 0 55,400 SERENA SOFTWA COM 817492101 1,535 131,800 SH SOLE 0 131,800 SEROLOGICALS COM 817523103 315 17,400 SH SOLE 0 17,400 SERVICEMASTER COM 81760N109 421 38,000 SH SOLE 0 38,000 SHAW GROUP IN COM 820280105 7,875 279,569 SH SOLE 0 279,569 SHERWIN WILLI COM 824348106 2,978 134,005 SH SOLE 0 134,005 SHIRE PHARMAC ADR 82481R106 834 20,700 SH SOLE 0 20,700 SHOE CARNIVAL COM 824889109 733 75,600 SH SOLE 0 75,600 SHOPKO STORES COM 824911101 1,089 131,400 SH SOLE 0 131,400 SHURGARD STOR COM 82567D104 1,418 47,056 SH SOLE 0 47,056 SICOR INC COM 825846108 1,366 72,300 SH SOLE 0 72,300 SIEBEL SYS IN COM 826170102 4,552 349,877 SH SOLE 0 349,877 SIERRA HEALTH COM 826322109 1,045 125,950 SH SOLE 0 125,950 SIERRA PAC RE COM 826428104 8,137 538,880 SH SOLE 0 538,880 SIGMA ALDRICH COM 826552101 1,737 38,440 SH SOLE 0 38,440 SILICON LABOR COM 826919102 263 19,100 SH SOLE 0 19,100 SILICON STORA COM 827057100 1,749 377,800 SH SOLE 0 377,800 SILICON VY BA COM 827064106 4,684 231,892 SH SOLE 0 231,892 SILICONWARE PADR 827084864 2,185 905,695 SH SOLE 0 905,695 SIMON PPTY GR COM 828806109 19,015 706,600 SH SOLE 0 706,600 SIMPLEX SOLUT COM 828854109 865 57,200 SH SOLE 0 57,200 SIMPSON MANUF COM 829073105 3,039 57,339 SH SOLE 0 57,339 SINCLAIR BROACL A 829226109 438 54,286 SH SOLE 0 54,286 SIPEX CORP COM 829909100 245 38,000 SH SOLE 0 38,000 SIRIUS SATELL COM 82966U103 287 79,900 SH SOLE 0 79,900 SIX FLAGS INC COM 83001P109 6,373 521,100 SH SOLE 0 521,100 SK TELECOM LT ADR 78440P108 6,718 373,200 SH SOLE 0 373,200 SKILLSOFT COR COM 83066P101 1,117 69,922 SH SOLE 0 69,922 SKY FINL GROU COM 83080P103 1,453 73,000 SH SOLE 0 73,000 SKYLINE CORP COM 830830105 1,025 38,400 SH SOLE 0 38,400 SKYWEST INC COM 830879102 6,748 403,570 SH SOLE 0 403,570 SL GREEN RLTY COM 78440X101 8,014 254,261 SH SOLE 0 254,261 SLI INC COM 78442T108 414 159,900 SH SOLE 0 159,900 SMARTFORCE PU ADR 83170A206 1,403 85,773 SH SOLE 0 85,773 SMITH A O COM 831865209 1,900 108,300 SH SOLE 0 108,300 SMITH CHARLES COM 832197107 17,486 339,532 SH SOLE 0 339,532 SMITH INTL IN COM 832110100 9,628 264,500 SH SOLE 0 264,500 SMITHFIELD FO COM 832248108 14,053 667,592 SH SOLE 0 667,592 SMUCKER J M C COM 832696306 2,917 113,716 SH SOLE 0 113,716 SMURFIT-STONE COM 832727101 1,469 111,065 SH SOLE 0 111,065 SNAP ON INC COM 833034101 576 25,786 SH SOLE 0 25,786 SOLA INTL INC COM 834092108 4,009 264,436 SH SOLE 0 264,436 SOLECTRON COR COM 834182107 4,074 349,706 SH SOLE 0 349,706 SOLUTIA INC COM 834376105 7,590 612,100 SH SOLE 0 612,100 SONIC AUTOMOTCL A 83545G102 853 62,702 SH SOLE 0 62,702 SONIC CORP COM 835451105 6,499 214,343 SH SOLE 0 214,343 SONICBLUE INC COM 83546Q109 305 279,788 SH SOLE 0 279,788 SONICWALL INC COM 835470105 1,088 91,549 SH SOLE 0 91,549 SONOCO PRODS COM 835495102 10,428 443,760 SH SOLE 0 443,760 SONOSITE INC COM 83568G104 363 17,800 SH SOLE 0 17,800 SONUS NETWORK COM 835916107 163 54,400 SH SOLE 0 54,400 SONY CORP ADR 835699307 637 19,200 SH SOLE 0 19,200 SOTHEBYS HLDGCL A 835898107 3,356 279,900 SH SOLE 0 279,900 SOUTH FINL GR COM 837841105 3,185 201,057 SH SOLE 0 201,057 SOUTHERN CO COM 842587107 8,220 342,773 SH SOLE 0 342,773 SOUTHERN UN C COM 844030106 5,087 243,057 SH SOLE 0 243,057 SOUTHTRUST CO COM 844730101 6,778 266,114 SH SOLE 0 266,114 SOUTHWEST AIR COM 844741108 10,137 683,070 SH SOLE 0 683,070 SOUTHWEST BAN COM 84476R109 5,008 168,335 SH SOLE 0 168,335 SOUTHWEST GAS COM 844895102 3,765 177,585 SH SOLE 0 177,585 SOUTHWEST SEC COM 845224104 2,699 157,121 SH SOLE 0 157,121 SOUTHWESTERN COM 845467109 1,366 115,300 SH SOLE 0 115,300 SOVEREIGN BAN COM 845905108 10,792 1,135,995 SH SOLE 0 1,135,995 SOVRAN SELF S COM 84610H108 643 23,310 SH SOLE 0 23,310 SPACELABS MED COM 846247104 543 44,500 SH SOLE 0 44,500 SPANISH BROADCL A 846425882 136 19,200 SH SOLE 0 19,200 SPARTECH CORP COM 847220209 1,049 50,745 SH SOLE 0 50,745 SPDR TR COM 78462F103 8,146 78,000 SH SOLE 0 78,000 SPECTRALINK C COM 847580107 1,903 121,600 SH SOLE 0 121,600 SPECTRASITE H COM 84760T100 284 117,802 SH SOLE 0 117,802 SPECTRUM CTL COM 847615101 296 62,900 SH SOLE 0 62,900 SPEEDFAM-IPEC COM 847705100 259 235,700 SH SOLE 0 235,700 SPEEDWAY MOTO COM 847788106 1,113 56,000 SH SOLE 0 56,000 SPHERION CORP COM 848420105 2,050 284,782 SH SOLE 0 284,782 SPIEGEL INC CL A 848457107 140 19,800 SH SOLE 0 19,800 SPINNAKER EXP COM 84855W109 417 11,800 SH SOLE 0 11,800 SPORTS AUTH I COM 849176102 171 43,300 SH SOLE 0 43,300 SPRINT CORP COM 852061100 13,304 554,096 SH SOLE 0 554,096 SPRINT CORP COM 852061506 23,389 889,639 SH SOLE 0 889,639 SPS TECHNOLOG COM 784626103 2,107 69,688 SH SOLE 0 69,688 SPSS INC COM 78462K102 1,081 62,800 SH SOLE 0 62,800 SPX CORP COM 784635104 17,198 207,453 SH SOLE 0 207,453 SRI/SURGICAL COM 78464W104 387 13,000 SH SOLE 0 13,000 ST JUDE MED I COM 790849103 3,962 57,879 SH SOLE 0 57,879 ST MARY LD & COM 792228108 2,473 155,242 SH SOLE 0 155,242 ST PAUL COS I COM 792860108 4,908 119,063 SH SOLE 0 119,063 STANCORP FINL COM 852891100 10,662 220,280 SH SOLE 0 220,280 STANDARD MICR COM 853626109 1,555 165,792 SH SOLE 0 165,792 STANDARD MTR COM 853666105 667 57,000 SH SOLE 0 57,000 STANDARD PAC COM 85375C101 3,282 168,229 SH SOLE 0 168,229 STANDARD REGI COM 853887107 2,301 158,700 SH SOLE 0 158,700 STANDEX INTL COM 854231107 1,094 58,044 SH SOLE 0 58,044 STANLEY WKS COM 854616109 1,516 41,481 SH SOLE 0 41,481 STAPLES INC COM 855030102 4,398 329,475 SH SOLE 0 329,475 STARBUCKS COR COM 855244109 4,806 321,664 SH SOLE 0 321,664 STARTEK INC COM 85569C107 1,579 90,300 SH SOLE 0 90,300 STARWOOD HOTE COM 85590A203 23,699 1,077,232 SH SOLE 0 1,077,232 STATE AUTO FI COM 855707105 224 16,800 SH SOLE 0 16,800 STATE STR COR COM 857477103 5,799 127,450 SH SOLE 0 127,450 STATEN IS BAN COM 857550107 3,971 161,090 SH SOLE 0 161,090 STEAK N SHAKE COM 857873103 1,366 137,953 SH SOLE 0 137,953 STEEL DYNAMIC COM 858119100 2,228 225,229 SH SOLE 0 225,229 STEEL TECHNOL COM 858147101 364 46,800 SH SOLE 0 46,800 STEELCASE INCCL A 858155203 191 15,200 SH SOLE 0 15,200 STEIN MART IN COM 858375108 1,594 194,375 SH SOLE 0 194,375 STEINER LEISU COM P8744Y102 608 38,000 SH SOLE 0 38,000 STELLENT INC COM 85856W105 439 30,463 SH SOLE 0 30,463 STERICYCLE IN COM 858912108 1,290 30,944 SH SOLE 0 30,944 STERIS CORP COM 859152100 7,048 358,471 SH SOLE 0 358,471 STERLING BANC COM 858907108 3,639 275,250 SH SOLE 0 275,250 STEWART & STE COM 860342104 4,797 199,221 SH SOLE 0 199,221 STEWART ENTERCL A 860370105 363 62,554 SH SOLE 0 62,554 STILLWATER MN COM 86074Q102 5,682 282,406 SH SOLE 0 282,406 STILWELL FINL COM 860831106 3,464 177,652 SH SOLE 0 177,652 STMICROELECTR COM 861012102 1,350 62,800 SH SOLE 0 62,800 STONE ENERGY COM 861642106 4,926 152,994 SH SOLE 0 152,994 STORAGE TECHN COM 862111200 18,917 1,507,350 SH SOLE 0 1,507,350 STORAGE USA I COM 861907103 1,548 39,089 SH SOLE 0 39,089 STORAGENETWOR COM 86211E103 730 184,300 SH SOLE 0 184,300 STRATOS LIGHT COM 863100103 2,945 853,630 SH SOLE 0 853,630 STRAYER ED IN COM 863236105 749 16,800 SH SOLE 0 16,800 STRIDE RITE C COM 863314100 1,250 199,949 SH SOLE 0 199,949 STRYKER CORP COM 863667101 5,256 99,357 SH SOLE 0 99,357 STURM RUGER & COM 864159108 1,347 129,788 SH SOLE 0 129,788 SUIZA FOODS C COM 865077101 10,021 158,714 SH SOLE 0 158,714 SUMMIT PPTYS COM 866239106 984 37,500 SH SOLE 0 37,500 SUN BANCORP I COM 86663B102 754 73,657 SH SOLE 0 73,657 SUN COMMUNITI COM 866674104 3,061 83,509 SH SOLE 0 83,509 SUN MICROSYST COM 866810104 24,430 2,954,014 SH SOLE 0 2,954,014 SUNGARD DATA COM 867363103 36,817 1,575,400 SH SOLE 0 1,575,400 SUNOCO INC COM 86764P109 5,064 142,238 SH SOLE 0 142,238 SUNRISE ASSIS COM 86768K106 1,117 43,246 SH SOLE 0 43,246 SUNRISE TELEC COM 86769Y105 65 13,100 SH SOLE 0 13,100 SUNTRUST BKS COM 867914103 11,639 174,766 SH SOLE 0 174,766 SUPERIOR INDS COM 868168105 7,034 211,816 SH SOLE 0 211,816 SUPERIOR TELE COM 868365107 55 39,140 SH SOLE 0 39,140 SUPERTEX INC COM 868532102 866 56,800 SH SOLE 0 56,800 SUPERVALU INC COM 868536103 2,588 127,908 SH SOLE 0 127,908 SUREBEAM CORPCL A 86866R102 164 19,800 SH SOLE 0 19,800 SURMODICS INC COM 868873100 5,640 141,165 SH SOLE 0 141,165 SUSQUEHANNA B COM 869099101 6,480 291,216 SH SOLE 0 291,216 SWIFT ENERGY COM 870738101 4,598 223,000 SH SOLE 0 223,000 SWIFT TRANSN COM 870756103 10,805 610,450 SH SOLE 0 610,450 SYBASE INC COM 871130100 5,220 561,245 SH SOLE 0 561,245 SYBRON DENTAL COM 871142105 3,393 182,440 SH SOLE 0 182,440 SYCAMORE NETW COM 871206108 445 128,000 SH SOLE 0 128,000 SYKES ENTERPR COM 871237103 1,973 353,500 SH SOLE 0 353,500 SYLVAN LEARNI COM 871399101 5,562 242,865 SH SOLE 0 242,865 SYMANTEC CORP COM 871503108 15,022 433,300 SH SOLE 0 433,300 SYMBOL TECHNO COM 871508107 1,623 154,714 SH SOLE 0 154,714 SYMMETRICOM I COM 871543104 591 108,550 SH SOLE 0 108,550 SYNCOR INTL C COM 87157J106 6,086 191,216 SH SOLE 0 191,216 SYNOPSYS INC COM 871607107 12,453 310,464 SH SOLE 0 310,464 SYNOVUS FINL COM 87161C105 2,816 102,030 SH SOLE 0 102,030 SYNPLICITY IN COM 87160Y108 415 74,100 SH SOLE 0 74,100 SYSCO CORP COM 871829107 7,225 282,874 SH SOLE 0 282,874 SYSTEMS & COM COM 871873105 2,102 233,500 SH SOLE 0 233,500 TAIWAN SEMICO ADR 874039100 399 42,000 SH SOLE 0 42,000 TAKE-TWO INTE COM 874054109 1,707 241,450 SH SOLE 0 241,450 TALBOTS INC COM 874161102 500 22,250 SH SOLE 0 22,250 TALX CORP COM 874918105 1,049 49,245 SH SOLE 0 49,245 TANOX INC COM 87588Q109 225 15,200 SH SOLE 0 15,200 TARGET CORP COM 87612E106 24,590 774,476 SH SOLE 0 774,476 TARO PHARMACE COM M8737E108 1,322 37,600 SH SOLE 0 37,600 TAUBMAN CTRS COM 876664103 28,032 2,242,537 SH SOLE 0 2,242,537 TBC CORP COM 872180104 1,140 115,400 SH SOLE 0 115,400 TCF FINL CORP COM 872275102 20,289 440,500 SH SOLE 0 440,500 TD WATERHOUSE COM 872362108 429 69,900 SH SOLE 0 69,900 TECH DATA COR COM 878237106 12,867 339,500 SH SOLE 0 339,500 TECHNE CORP COM 878377100 6,977 237,056 SH SOLE 0 237,056 TECHNITROL IN COM 878555101 3,944 176,874 SH SOLE 0 176,874 TECO ENERGY I COM 872375100 19,374 714,900 SH SOLE 0 714,900 TECUMSEH PRODCL A 878895200 5,083 111,630 SH SOLE 0 111,630 TEEKAY SHIPPI COM Y8564W103 318 10,200 SH SOLE 0 10,200 TEKELEC COM 879101103 1,785 135,500 SH SOLE 0 135,500 TEKTRONIX INC COM 879131100 1,336 76,369 SH SOLE 0 76,369 TELE NORTE LEADR 879246106 4,000 442,013 SH SOLE 0 442,013 TELEDYNE TECH COM 879360105 2,361 148,003 SH SOLE 0 148,003 TELEFLEX INC COM 879369106 7,321 195,800 SH SOLE 0 195,800 TELEFONICA S ADR 879382208 1,713 50,466 SH SOLE 0 50,466 TELEFONOS DE ADR 879403780 39,285 1,216,620 SH SOLE 0 1,216,620 TELEPHONE & D COM 879433100 28,563 302,900 SH SOLE 0 302,900 TELESP CELULA ADR 87952L108 360 68,100 SH SOLE 0 68,100 TELIK INC COM 87959M109 222 34,181 SH SOLE 0 34,181 TELLABS INC COM 879664100 1,841 186,334 SH SOLE 0 186,334 TEMPLE INLAND COM 879868107 1,105 23,258 SH SOLE 0 23,258 TENET HEALTHC COM 88033G100 20,573 344,896 SH SOLE 0 344,896 TENNECO AUTOM COM 880349105 361 172,109 SH SOLE 0 172,109 TERADYNE INC COM 880770102 6,118 313,730 SH SOLE 0 313,730 TEREX CORP NE COM 880779103 180 10,125 SH SOLE 0 10,125 TERRA INDS IN COM 880915103 190 64,100 SH SOLE 0 64,100 TERRA NETWORK ADR 88100W103 99 19,500 SH SOLE 0 19,500 TESORO PETE C COM 881609101 915 76,853 SH SOLE 0 76,853 TETRA TECH IN COM 88162G103 4,202 190,130 SH SOLE 0 190,130 TETRA TECHNOL COM 88162F105 1,850 106,200 SH SOLE 0 106,200 TEVA PHARMACE ADR 881624209 13,795 228,201 SH SOLE 0 228,201 TEXACO INC COM 881694103 47,203 726,200 SH SOLE 0 726,200 TEXAS BIOTECH COM 88221T104 163 28,900 SH SOLE 0 28,900 TEXAS INDS IN COM 882491103 3,243 104,946 SH SOLE 0 104,946 TEXAS INSTRS COM 882508104 51,194 2,049,409 SH SOLE 0 2,049,409 TEXAS REGL BACL A 882673106 816 23,880 SH SOLE 0 23,880 TEXTRON INC COM 883203101 2,600 77,344 SH SOLE 0 77,344 THERAGENICS C COM 883375107 1,252 135,500 SH SOLE 0 135,500 THERMA-WAVE I COM 88343A108 1,818 177,000 SH SOLE 0 177,000 THERMO ELECTR COM 883556102 1,644 91,055 SH SOLE 0 91,055 THERMOGENESIS COM 883623209 178 95,000 SH SOLE 0 95,000 THOMAS & BETT COM 884315102 865 49,506 SH SOLE 0 49,506 THOMAS INDS I COM 884425109 1,571 72,909 SH SOLE 0 72,909 THOR INDS INC COM 885160101 10,489 384,200 SH SOLE 0 384,200 THORATEC CORP COM 885175307 1,355 81,900 SH SOLE 0 81,900 THQ INC COM 872443403 7,519 174,250 SH SOLE 0 174,250 THREE FIVE SY COM 88554L108 3,621 227,149 SH SOLE 0 227,149 TICKETMASTER CL B 88633P203 147 14,200 SH SOLE 0 14,200 TIDEWATER INC COM 886423102 8,765 328,388 SH SOLE 0 328,388 TIFFANY & CO COM 886547108 3,410 157,500 SH SOLE 0 157,500 TIMBERLAND COCL A 887100105 5,001 184,540 SH SOLE 0 184,540 TIME WARNER TCL A 887319101 109 15,000 SH SOLE 0 15,000 TIMKEN CO COM 887389104 3,854 281,313 SH SOLE 0 281,313 TITAN CORP COM 888266103 6,317 322,300 SH SOLE 0 322,300 TITAN INTL IN COM 88830M102 499 94,400 SH SOLE 0 94,400 TIVO INC COM 888706108 75 22,600 SH SOLE 0 22,600 TJX COS INC N COM 872540109 9,646 293,185 SH SOLE 0 293,185 TMP WORLDWIDE COM 872941109 3,101 109,243 SH SOLE 0 109,243 TOLL BROTHERS COM 889478103 7,320 246,730 SH SOLE 0 246,730 TOLLGRADE COM COM 889542106 538 28,000 SH SOLE 0 28,000 TOO INC COM 890333107 3,621 172,500 SH SOLE 0 172,500 TOOTSIE ROLL COM 890516107 9,196 240,366 SH SOLE 0 240,366 TOPPS INC COM 890786106 249 25,900 SH SOLE 0 25,900 TORCHMARK COR COM 891027104 6,313 161,881 SH SOLE 0 161,881 TORO CO COM 891092108 3,611 85,762 SH SOLE 0 85,762 TOTAL SYS SVC COM 891906109 651 26,300 SH SOLE 0 26,300 TOWER AUTOMOT COM 891707101 1,669 232,758 SH SOLE 0 232,758 TOYS R US INC COM 892335100 1,729 100,359 SH SOLE 0 100,359 TRAMMELL CROW COM 89288R106 640 64,000 SH SOLE 0 64,000 TRANSACTION SCL A 893416107 1,050 167,200 SH SOLE 0 167,200 TRANSGENOMIC COM 89365K206 170 22,500 SH SOLE 0 22,500 TRANSKARYOTIC COM 893735100 2,671 98,415 SH SOLE 0 98,415 TRANSOCEAN SE COM G90078109 6,913 261,846 SH SOLE 0 261,846 TRANSWITCH CO COM 894065101 1,201 392,500 SH SOLE 0 392,500 TRAVELOCITY C COM 893953109 2,099 157,800 SH SOLE 0 157,800 TREDEGAR CORP COM 894650100 3,108 182,824 SH SOLE 0 182,824 TRENWICK GROU COM G9032C109 1,370 168,750 SH SOLE 0 168,750 TRIAD GTY INC COM 895925105 468 13,400 SH SOLE 0 13,400 TRIAD HOSPITA COM 89579K109 15,933 450,090 SH SOLE 0 450,090 TRIANGLE PHAR COM 89589H104 131 41,000 SH SOLE 0 41,000 TRIARC COS INCL A 895927101 2,522 109,163 SH SOLE 0 109,163 TRIBUNE CO NE COM 896047107 5,251 167,239 SH SOLE 0 167,239 TRICON GLOBAL COM 895953107 2,275 58,004 SH SOLE 0 58,004 TRIGON HEALTH COM 89618L100 16,444 251,060 SH SOLE 0 251,060 TRIKON TECHNO COM 896187408 127 15,100 SH SOLE 0 15,100 TRIMBLE NAVIG COM 896239100 1,849 121,256 SH SOLE 0 121,256 TRIMERIS INC COM 896263100 1,615 46,000 SH SOLE 0 46,000 TRINITY INDS COM 896522109 13,023 601,510 SH SOLE 0 601,510 TRIQUINT SEMI COM 89674K103 12,053 753,757 SH SOLE 0 753,757 TRIUMPH GROUP COM 896818101 3,145 134,972 SH SOLE 0 134,972 TRIZEC HAHN C COM 896938107 9,767 542,300 SH SOLE 0 542,300 TRIZETTO GROU COM 896882107 568 64,600 SH SOLE 0 64,600 TRUSTCO BK CO COM 898349105 3,996 290,817 SH SOLE 0 290,817 TRUSTMARK COR COM 898402102 461 20,600 SH SOLE 0 20,600 TRW INC COM 872649108 1,963 65,842 SH SOLE 0 65,842 TUCKER ANTHON COM 898647102 2,844 119,295 SH SOLE 0 119,295 TUESDAY MORNI COM 899035505 1,607 175,000 SH SOLE 0 175,000 TUPPERWARE CO COM 899896104 1,111 55,733 SH SOLE 0 55,733 TVIA INC COM 87307P101 35 25,000 SH SOLE 0 25,000 TWEETER HOME COM 901167106 1,775 130,119 SH SOLE 0 130,119 TXU CORP COM 873168108 10,885 235,006 SH SOLE 0 235,006 TYCO INTL LTD COM 902124106 137,366 3,019,040 SH SOLE 0 3,019,040 TYCOM LTD COM G9144B106 785 100,000 SH SOLE 0 100,000 TYSON FOODS ICL A 902494103 10,165 1,014,450 SH SOLE 0 1,014,450 U S B HLDG IN COM 902910108 928 62,500 SH SOLE 0 62,500 U S INDS INC COM 912080108 31 13,610 SH SOLE 0 13,610 UCAR INTL INC COM 90262K109 2,584 290,360 SH SOLE 0 290,360 UCBH HOLDINGS COM 90262T308 3,379 115,800 SH SOLE 0 115,800 UGI CORP NEW COM 902681105 4,386 161,857 SH SOLE 0 161,857 UIL HLDG CORP COM 902748102 3,330 69,828 SH SOLE 0 69,828 ULTICOM INC COM 903844108 135 16,600 SH SOLE 0 16,600 ULTIMATE ELEC COM 903849107 1,737 100,100 SH SOLE 0 100,100 ULTRAMAR DIAM COM 904000106 17,527 365,600 SH SOLE 0 365,600 ULTRAPAR PARTADR 90400P101 349 65,900 SH SOLE 0 65,900 ULTRATECH STE COM 904034105 2,884 240,914 SH SOLE 0 240,914 UMB FINL CORP COM 902788108 837 20,158 SH SOLE 0 20,158 UNIBANCO-UNIAGDR 90458E107 3,878 267,462 SH SOLE 0 267,462 UNIFI INC COM 904677101 2,677 326,433 SH SOLE 0 326,433 UNILAB CORP N COM 904763208 449 16,200 SH SOLE 0 16,200 UNILEVER N V COM 904784709 14,584 269,983 SH SOLE 0 269,983 UNION PAC COR COM 907818108 7,367 157,081 SH SOLE 0 157,081 UNION PLANTER COM 908068109 3,012 70,202 SH SOLE 0 70,202 UNIONBANCAL C COM 908906100 1,455 43,000 SH SOLE 0 43,000 UNISOURCE ENE COM 909205106 2,716 193,986 SH SOLE 0 193,986 UNISYS CORP COM 909214108 1,918 221,499 SH SOLE 0 221,499 UNIT CORP COM 909218109 2,996 337,350 SH SOLE 0 337,350 UNITED BANKSH COM 909907107 5,334 197,569 SH SOLE 0 197,569 UNITED DOMINI COM 910197102 711 49,768 SH SOLE 0 49,768 UNITED MICROE ADR 910873207 489 91,950 SH SOLE 0 91,950 UNITED NAT FO COM 911163103 5,258 289,200 SH SOLE 0 289,200 UNITED NATL B COM 910909100 1,093 42,862 SH SOLE 0 42,862 UNITED PARCELCL B 911312106 520 10,000 SH SOLE 0 10,000 UNITED RENTAL COM 911363109 6,822 393,400 SH SOLE 0 393,400 UNITED STATES COM 911684108 2,955 59,700 SH SOLE 0 59,700 UNITED STATIO COM 913004107 6,298 210,838 SH SOLE 0 210,838 UNITED TECHNO COM 913017109 22,360 480,859 SH SOLE 0 480,859 UNITEDHEALTH COM 91324P102 43,543 654,779 SH SOLE 0 654,779 UNITRIN INC COM 913275103 11,783 308,300 SH SOLE 0 308,300 UNIVERSAL COM COM 913431102 2,898 128,800 SH SOLE 0 128,800 UNIVERSAL COR COM 913456109 4,161 124,700 SH SOLE 0 124,700 UNIVERSAL ELE COM 913483103 829 55,000 SH SOLE 0 55,000 UNIVERSAL FST COM 913543104 1,725 90,700 SH SOLE 0 90,700 UNIVERSAL HLTCL B 913903100 14,710 301,444 SH SOLE 0 301,444 UNIVISION COMCL A 914906102 5,068 220,850 SH SOLE 0 220,850 UNOCAL CORP COM 915289102 7,833 241,012 SH SOLE 0 241,012 UNOVA INC COM 91529B106 236 53,063 SH SOLE 0 53,063 UNUMPROVIDENT COM 91529Y106 20,602 815,919 SH SOLE 0 815,919 URS CORP NEW COM 903236107 1,882 81,816 SH SOLE 0 81,816 US AIRWAYS GR COM 911905107 101 21,680 SH SOLE 0 21,680 US BANCORP DE COM 902973304 66,711 3,007,694 SH SOLE 0 3,007,694 US ONCOLOGY I COM 90338W103 5,071 680,675 SH SOLE 0 680,675 US UNWIRED INCL A 90338R104 2,305 227,100 SH SOLE 0 227,100 USA ED INC COM 90390U102 24,763 298,671 SH SOLE 0 298,671 USA NETWORKS COM 902984103 3,526 196,100 SH SOLE 0 196,100 USEC INC COM 90333E108 76 11,763 SH SOLE 0 11,763 USFREIGHTWAYS COM 916906100 6,693 213,550 SH SOLE 0 213,550 USINTERNETWOR COM 917311805 49 180,779 SH SOLE 0 180,779 UST INC COM 902911106 4,652 140,120 SH SOLE 0 140,120 USX MARATHON COM 902905827 5,400 201,870 SH SOLE 0 201,870 USX-U S STL COM 90337T101 2,592 185,434 SH SOLE 0 185,434 UTILICORP UTD COM 918005109 15,533 554,550 SH SOLE 0 554,550 V F CORP COM 918204108 4,269 145,840 SH SOLE 0 145,840 VALASSIS COMM COM 918866104 8,992 281,800 SH SOLE 0 281,800 VALENCE TECHN COM 918914102 1,021 288,329 SH SOLE 0 288,329 VALERO ENERGY COM 91913Y100 11,267 321,000 SH SOLE 0 321,000 VALMONT INDS COM 920253101 1,658 118,454 SH SOLE 0 118,454 VALSPAR CORP COM 920355104 10,524 314,700 SH SOLE 0 314,700 VANS INC COM 921930103 164 14,300 SH SOLE 0 14,300 VARCO INTL IN COM 922122106 5,408 447,671 SH SOLE 0 447,671 VARIAN INC COM 922206107 1,180 46,300 SH SOLE 0 46,300 VARIAN MED SY COM 92220P105 13,199 205,747 SH SOLE 0 205,747 VARIAN SEMICO COM 922207105 5,560 215,100 SH SOLE 0 215,100 VASTERA INC COM 92239N109 305 27,200 SH SOLE 0 27,200 VAXGEN INC COM 922390208 534 42,750 SH SOLE 0 42,750 VECTREN CORP COM 92240G101 6,924 309,266 SH SOLE 0 309,266 VEECO INSTRS COM 922417100 3,902 147,230 SH SOLE 0 147,230 VENATOR GROUP COM 922944103 1,969 129,100 SH SOLE 0 129,100 VENTANA MED S COM 92276H106 208 10,200 SH SOLE 0 10,200 VENTIV HEALTH COM 922793104 470 115,800 SH SOLE 0 115,800 VERISIGN INC COM 92343E102 5,889 140,550 SH SOLE 0 140,550 VERITAS DGC I COM 92343P107 2,378 213,311 SH SOLE 0 213,311 VERITAS SOFTW COM 923436109 4,403 238,799 SH SOLE 0 238,799 VERITY INC COM 92343C106 3,432 339,847 SH SOLE 0 339,847 VERIZON COMMU COM 92343V104 142,916 2,641,216 SH SOLE 0 2,641,216 VERTEX PHARMA COM 92532F100 7,819 433,400 SH SOLE 0 433,400 VESTA INS GRO COM 925391104 4,234 323,200 SH SOLE 0 323,200 VIACOM INC CL B 925524308 59,447 1,723,112 SH SOLE 0 1,723,112 VIAD CORP COM 92552R109 9,157 477,400 SH SOLE 0 477,400 VIASAT INC COM 92552V100 2,433 136,400 SH SOLE 0 136,400 VIASYSTEMS GR COM 92553H100 264 406,300 SH SOLE 0 406,300 VICAL INC COM 925602104 527 51,700 SH SOLE 0 51,700 VICOR CORP COM 925815102 2,800 198,473 SH SOLE 0 198,473 VIDAMED INC COM 926530106 54 14,100 SH SOLE 0 14,100 VIDESH SANCHAADR 92659G600 379 40,000 SH SOLE 0 40,000 VIGNETTE CORP COM 926734104 1,636 462,070 SH SOLE 0 462,070 VINTAGE PETE COM 927460105 6,638 418,800 SH SOLE 0 418,800 VIRAGE LOGIC COM 92763R104 128 11,700 SH SOLE 0 11,700 VIRATA CORP COM 927646109 1,800 180,400 SH SOLE 0 180,400 VIROPHARMA IN COM 928241108 430 17,000 SH SOLE 0 17,000 VISHAY INTERT COM 928298108 13,964 758,929 SH SOLE 0 758,929 VISIONICS COR COM 92831E101 121 10,200 SH SOLE 0 10,200 VISTEON CORP COM 92839U107 1,407 110,322 SH SOLE 0 110,322 VISUAL NETWOR COM 928444108 328 144,000 SH SOLE 0 144,000 VISX INC DEL COM 92844S105 3,417 258,300 SH SOLE 0 258,300 VITAL SIGNS I COM 928469105 2,118 69,200 SH SOLE 0 69,200 VITESSE SEMIC COM 928497AB2 1,677 2,120,000 SH SOLE 0 2,120,000 VITESSE SEMIC COM 928497106 727 93,743 SH SOLE 0 93,743 VITRIA TECHNO COM 92849Q104 217 105,900 SH SOLE 0 105,900 VITRO SOCIEDA ADR 928502301 622 255,000 SH SOLE 0 255,000 VIVENDI UNIVEADR 92851S204 417 9,000 SH SOLE 0 9,000 VOLT INFORMAT COM 928703107 834 69,600 SH SOLE 0 69,600 VORNADO RLTY COM 929042109 20,972 528,259 SH SOLE 0 528,259 VOTORANTIM CE ADR 92906P106 639 49,000 SH SOLE 0 49,000 VULCAN MATLS COM 929160109 3,424 79,249 SH SOLE 0 79,249 VYSIS INC COM 928961101 402 20,000 SH SOLE 0 20,000 W HLDG CO INC COM 929251106 526 37,604 SH SOLE 0 37,604 WABASH NATL C COM 929566107 767 111,190 SH SOLE 0 111,190 WABTEC CORP COM 929740108 2,697 247,400 SH SOLE 0 247,400 WACHOVIA CORP COM 929903102 31,637 1,020,544 SH SOLE 0 1,020,544 WADDELL & REECL A 930059100 9,706 373,300 SH SOLE 0 373,300 WAL MART STOR COM 931142103 117,652 2,376,807 SH SOLE 0 2,376,807 WALGREEN CO COM 931422109 18,532 538,245 SH SOLE 0 538,245 WALLACE COMPU COM 932270101 4,140 260,361 SH SOLE 0 260,361 WASHINGTON FE COM 938824109 7,402 295,476 SH SOLE 0 295,476 WASHINGTON MU COM 939322103 48,768 1,267,365 SH SOLE 0 1,267,365 WASHINGTON POCL B 939640108 23,391 45,000 SH SOLE 0 45,000 WASTE CONNECT COM 941053100 3,059 113,293 SH SOLE 0 113,293 WASTE MGMT IN COM 94106L109 11,265 421,295 SH SOLE 0 421,295 WATERS CORP COM 941848103 23,921 668,750 SH SOLE 0 668,750 WATSCO INC COM 942622200 1,598 122,100 SH SOLE 0 122,100 WATSON PHARMA COM 942683103 4,252 77,725 SH SOLE 0 77,725 WATSON WYATT CL A 942712100 1,102 69,300 SH SOLE 0 69,300 WATTS INDS INCL A 942749102 1,589 121,300 SH SOLE 0 121,300 WAUSAU-MOSINE COM 943315101 2,837 242,521 SH SOLE 0 242,521 WAYPOINT FINL COM 946756103 744 56,241 SH SOLE 0 56,241 WD-40 CO COM 929236107 1,453 70,700 SH SOLE 0 70,700 WEATHERFORD I COM 947074100 14,893 583,830 SH SOLE 0 583,830 WEBEX INC COM 94767L109 503 23,700 SH SOLE 0 23,700 WEBMETHODS IN COM 94768C108 263 38,000 SH SOLE 0 38,000 WEBSENSE INC COM 947684106 506 46,400 SH SOLE 0 46,400 WEBSTER FINL COM 947890109 13,926 422,516 SH SOLE 0 422,516 WEINGARTEN RL COM 948741103 5,574 114,694 SH SOLE 0 114,694 WELLMAN INC COM 949702104 3,557 307,949 SH SOLE 0 307,949 WELLPOINT HEA COM 94973H108 7,644 70,032 SH SOLE 0 70,032 WELLS FARGO & COM 949746101 53,520 1,204,049 SH SOLE 0 1,204,049 WELLSFORD REA COM 950240200 1,341 69,850 SH SOLE 0 69,850 WENDYS INTL I COM 950590109 1,432 53,751 SH SOLE 0 53,751 WERNER ENTERP COM 950755108 5,203 311,204 SH SOLE 0 311,204 WESCO INTL IN COM 95082P105 299 58,000 SH SOLE 0 58,000 WESTAMERICA B COM 957090103 7,031 195,040 SH SOLE 0 195,040 WESTERN DIGIT COM 958102105 889 409,800 SH SOLE 0 409,800 WESTERN GAS R COM 958259103 4,040 155,200 SH SOLE 0 155,200 WESTERN RES I COM 959425109 5,331 322,100 SH SOLE 0 322,100 WESTVACO CORP COM 961548104 1,160 45,132 SH SOLE 0 45,132 WESTWOOD ONE COM 961815107 14,127 634,900 SH SOLE 0 634,900 WET SEAL INC CL A 961840105 4,956 269,200 SH SOLE 0 269,200 WEYERHAEUSER COM 962166104 6,740 138,361 SH SOLE 0 138,361 WGL HLDGS INC COM 92924F106 10,700 397,900 SH SOLE 0 397,900 WHIRLPOOL COR COM 963320106 2,796 50,519 SH SOLE 0 50,519 WHITNEY HLDG COM 966612103 5,407 125,739 SH SOLE 0 125,739 WHOLE FOODS M COM 966837106 10,928 347,930 SH SOLE 0 347,930 WILD OATS MAR COM 96808B107 2,511 316,300 SH SOLE 0 316,300 WILLAMETTE IN COM 969133107 2,469 54,870 SH SOLE 0 54,870 WILLBROS GROU COM 969199108 525 38,800 SH SOLE 0 38,800 WILLIAMS COMMCL A 969455104 307 260,025 SH SOLE 0 260,025 WILLIAMS COS COM 969457100 44,611 1,634,113 SH SOLE 0 1,634,113 WILLIAMS SONO COM 969904101 9,384 394,100 SH SOLE 0 394,100 WILLIS GROUP COM G96655108 1,481 63,300 SH SOLE 0 63,300 WILMINGTON TR COM 971807102 8,490 153,800 SH SOLE 0 153,800 WILSON GREATB COM 972232102 319 10,900 SH SOLE 0 10,900 WILSONS THE L COM 972463103 299 33,100 SH SOLE 0 33,100 WIND RIVER SY COM 973149107 3,755 357,591 SH SOLE 0 357,591 WINN DIXIE ST COM 974280109 541 47,260 SH SOLE 0 47,260 WINNEBAGO IND COM 974637100 2,181 101,700 SH SOLE 0 101,700 WISCONSIN CEN COM 976592105 3,727 218,202 SH SOLE 0 218,202 WISCONSIN ENE COM 976657106 12,686 563,800 SH SOLE 0 563,800 WJ COMMUNICAT COM 929284107 89 23,300 SH SOLE 0 23,300 WMS INDS INC COM 929297109 5,202 297,400 SH SOLE 0 297,400 WOLVERINE TUB COM 978093102 558 55,200 SH SOLE 0 55,200 WOLVERINE WOR COM 978097103 2,991 222,552 SH SOLE 0 222,552 WOODHEAD INDS COM 979438108 171 11,400 SH SOLE 0 11,400 WOODWARD GOVE COM 980745103 3,096 63,900 SH SOLE 0 63,900 WORLDCOM INC COM 98157D106 34,533 2,296,109 SH SOLE 0 2,296,109 WORLDCOM INC COM 98157D304 965 63,378 SH SOLE 0 63,378 WORTHINGTON I COM 981811102 1,054 93,671 SH SOLE 0 93,671 WRIGLEY WM JR COM 982526105 4,066 79,268 SH SOLE 0 79,268 WYNDHAM INTL CL A 983101106 21 32,146 SH SOLE 0 32,146 XANSER CORP COM 98389J103 19 10,432 SH SOLE 0 10,432 XCARE NET INC COM 98388Y101 1,066 85,625 SH SOLE 0 85,625 XCEL ENERGY I COM 98389B100 9,509 337,785 SH SOLE 0 337,785 XEROX CORP COM 984121103 3,179 410,158 SH SOLE 0 410,158 XETEL CORP COM 983942103 13 13,850 SH SOLE 0 13,850 XICOR INC COM 984903104 157 19,700 SH SOLE 0 19,700 XILINX INC COM 983919101 5,698 242,170 SH SOLE 0 242,170 XL CAP LTD CL A G98255105 11,018 139,465 SH SOLE 0 139,465 XM SATELLITE CL A 983759101 293 56,000 SH SOLE 0 56,000 XOMA LTD COM G9825R107 2,891 343,000 SH SOLE 0 343,000 X-RITE INC COM 983857103 1,076 136,200 SH SOLE 0 136,200 XTO ENERGY CO COM 98385X106 9,957 713,762 SH SOLE 0 713,762 YAHOO INC COM 984332106 1,825 207,150 SH SOLE 0 207,150 YARDVILLE NAT COM 985021104 241 20,000 SH SOLE 0 20,000 YELLOW CORP COM 985509108 3,264 160,454 SH SOLE 0 160,454 YORK INTL COR COM 986670107 12,952 452,226 SH SOLE 0 452,226 YOUNG BROADCACL A 987434107 262 18,100 SH SOLE 0 18,100 ZALE CORP NEW COM 988858106 17,292 653,040 SH SOLE 0 653,040 ZEBRA TECHNOLCL A 989207105 8,224 219,551 SH SOLE 0 219,551 ZENITH NATL I COM 989390109 2,453 99,700 SH SOLE 0 99,700 ZIMMER HLDGS COM 98956P102 2,067 74,482 SH SOLE 0 74,482 ZIONS BANCORP COM 989701107 6,299 117,390 SH SOLE 0 117,390 ZIXIT CORP COM 98974P100 376 78,000 SH SOLE 0 78,000 ZOLL MED CORP COM 989922109 1,228 34,500 SH SOLE 0 34,500 ZORAN CORP COM 98975F101 3,407 140,673 SH SOLE 0 140,673 ZYGO CORP COM 989855101 299 29,000 SH SOLE 0 29,000
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