-----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, MFrQA+YA7sk8HP7zom/lEksdcgERI3Ergh7eZmG/WFXGQ7CV8Eql8Kr4VNg3t11P kq5srCOjOZmq538TOD/1GA== 0001083190-01-500002.txt : 20010514 0001083190-01-500002.hdr.sgml : 20010514 ACCESSION NUMBER: 0001083190-01-500002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20010331 FILED AS OF DATE: 20010511 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: SEC FILE NUMBER: 028-05879 FILM NUMBER: 1630299 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 q10113f.txt MARCH 31, 2001 SCHEDULE 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 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 May 14, 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: 2,496 Form 13F Information Table Value Total: $20,007,573 (in 000s) List of Other Included Managers: N/A AS OF March 31, 2001 TITLE VOTING of VALUE INVST OTHER AUTH. NAME OF ISSUER CLASS CUSIP (in 000s) SHARES DISCR MNGRS. (SOLE) 1-800 CONTACTS INC COM 68197710 435 19,000 SH SOLE 0 19,000 24 / 7 MEDIA INC COM 90131410 11 33,000 SH SOLE 0 33,000 3COM CORP COM 88553510 10,688 1,868,939 SH SOLE 0 1,868,939 3-DIMENSIONAL PHARMCOM 88554W10 244 30,000 SH SOLE 0 30,000 4 KIDS ENTMT INC COM 35086510 1,037 92,000 SH SOLE 0 92,000 99 CENTS ONLY STORECOM 65440K10 8,608 372,499 SH SOLE 0 372,499 A D C TELECOMMUNICACOM 00088610 6,492 763,771 SH SOLE 0 763,771 AAR CORP COM 00036110 2,139 167,600 SH SOLE 0 167,600 AARON RENTS INC COM 00253520 4,967 308,529 SH SOLE 0 308,529 ABBOTT LABS COM 00282410 44,535 943,733 SH SOLE 0 943,733 ABERCROMBIE & FITCHCL A 00289620 21,585 660,100 SH SOLE 0 660,100 ABGENIX INC COM 00339B10 1,056 44,600 SH SOLE 0 44,600 ABITIBI-CONSOLIDATECOM 00392410 186 23,600 SH SOLE 0 23,600 ABM INDS INC COM 00095710 10,340 330,888 SH SOLE 0 330,888 ABRAXAS PETE CORP COM 00383010 832 163,100 SH SOLE 0 163,100 ACCREDO HEALTH INC COM 00437V10 9,249 282,950 SH SOLE 0 282,950 ACE LTD COM G0070K10 675 18,360 SH SOLE 0 18,360 ACLARA BIOSCIENCES COM 00461P10 209 38,000 SH SOLE 0 38,000 ACME COMMUNICATION COM 00463110 161 15,200 SH SOLE 0 15,200 ACT MFG INC COM 00097310 481 44,000 SH SOLE 0 44,000 ACTEL CORP COM 00493410 2,626 128,500 SH SOLE 0 128,500 ACTION PERFORMANCE COM 00493310 899 79,900 SH SOLE 0 79,900 ACTIVE POWER INC COM 00504W10 1,233 60,700 SH SOLE 0 60,700 ACTIVISION INC NEW COM 00493020 1,619 66,600 SH SOLE 0 66,600 ACTUATE CORP COM 00508B10 1,047 109,500 SH SOLE 0 109,500 ACTV INC COM 00088E10 1,344 328,400 SH SOLE 0 328,400 ACXIOM CORP COM 00512510 10,701 512,600 SH SOLE 0 512,600 ADAPTEC INC COM 00651F10 465 53,600 SH SOLE 0 53,600 ADELPHIA COMMUNICATCL A 00684810 8,817 217,700 SH SOLE 0 217,700 ADEPT TECHNOLOGY INCOM 00685410 420 30,000 SH SOLE 0 30,000 ADMINISTAFF INC COM 00709410 2,661 146,600 SH SOLE 0 146,600 ADOBE SYS INC COM 00724F10 7,729 221,027 SH SOLE 0 221,027 ADOLOR CORP COM 00724X10 300 15,300 SH SOLE 0 15,300 ADTRAN INC COM 00738A10 5,190 211,300 SH SOLE 0 211,300 ADVANCED DIGITAL INCOM 00752510 547 31,600 SH SOLE 0 31,600 ADVANCED ENERGY INDCOM 00797310 7,036 272,600 SH SOLE 0 272,600 ADVANCED FIBRE COMMCOM 00754A10 6,227 435,100 SH SOLE 0 435,100 ADVANCED MARKETING COM 00753T10 344 14,700 SH SOLE 0 14,700 ADVANCED MICRO DEVICOM 00790310 7,364 277,454 SH SOLE 0 277,454 ADVANCED SEMICONDUCADR 00756M40 1,230 270,230 SH SOLE 0 270,230 ADVANCED TISSUE SCICOM 00755F10 1,278 324,700 SH SOLE 0 324,700 ADVANCEPCS COM 00790K10 13,382 246,600 SH SOLE 0 246,600 ADVANTAGE LEARNING COM 00757K10 676 23,400 SH SOLE 0 23,400 ADVENT SOFTWARE INCCOM 00797410 3,385 76,400 SH SOLE 0 76,400 ADVO INC COM 00758510 5,298 143,586 SH SOLE 0 143,586 AEROFLEX INC COM 00776810 5,578 540,900 SH SOLE 0 540,900 AEROGEN INC COM 00777910 181 42,500 SH SOLE 0 42,500 AES CORP COM 00130H10 68,236 1,365,815 SH SOLE 0 1,365,815 AETNA INC NEW COM 00817Y10 4,353 121,196 SH SOLE 0 121,196 AFC ENTERPRISES INCCOM 00104Q10 539 28,000 SH SOLE 0 28,000 AFFILIATED COMPUTERCL A 00819010 25,815 397,760 SH SOLE 0 397,760 AFFILIATED MANAGERSCOM 00825210 2,085 44,361 SH SOLE 0 44,361 AFFYMETRIX INC COM 00826T10 1,608 57,800 SH SOLE 0 57,800 AFLAC INC COM 00105510 10,879 395,010 SH SOLE 0 395,010 AGCO CORP COM 00108410 3,139 327,000 SH SOLE 0 327,000 AGILE SOFTWARE CORPCOM 00846X10 488 44,300 SH SOLE 0 44,300 AGILENT TECHNOLOGIECOM 00846U10 17,010 553,526 SH SOLE 0 553,526 AGL RES INC COM 00120410 7,956 363,142 SH SOLE 0 363,142 AGRIBRANDS INTL INCCOM 00849R10 2,785 51,600 SH SOLE 0 51,600 AGRIUM INC COM 00891610 2,877 228,300 SH SOLE 0 228,300 AHL SVCS INC COM 00129610 2,290 288,500 SH SOLE 0 288,500 AIR PRODS & CHEMS ICOM 00915810 25,275 658,202 SH SOLE 0 658,202 AIRBORNE INC COM 00926910 2,682 263,691 SH SOLE 0 263,691 AIRGAS INC COM 00936310 3,135 397,800 SH SOLE 0 397,800 AIRTRAN HLDGS INC COM 00949P10 1,370 174,700 SH SOLE 0 174,700 AK STL HLDG CORP COM 00154710 5,894 586,471 SH SOLE 0 586,471 ALAMOSA HLDGS INC COM 01158910 396 37,500 SH SOLE 0 37,500 ALASKA AIR GROUP INCOM 01165910 3,719 144,700 SH SOLE 0 144,700 ALBANY INTL CORP CL A 01234810 3,704 201,322 SH SOLE 0 201,322 ALBANY MOLECULAR RECOM 01242310 2,247 64,200 SH SOLE 0 64,200 ALBEMARLE CORP COM 01265310 7,357 327,704 SH SOLE 0 327,704 ALBERTO CULVER CO CL B 01306810 1,501 37,853 SH SOLE 0 37,853 ALBERTO CULVER CO CL A 01306820 1,049 31,500 SH SOLE 0 31,500 ALBERTSONS INC COM 01310410 9,795 307,835 SH SOLE 0 307,835 ALCAN INC COM 01371610 7,088 196,886 SH SOLE 0 196,886 ALCOA INC COM 01381710 36,779 1,023,064 SH SOLE 0 1,023,064 ALEXANDER & BALDWINCOM 01448210 6,532 305,600 SH SOLE 0 305,600 ALEXANDRIA REAL ESTCOM 01527110 9,257 245,207 SH SOLE 0 245,207 ALIGN TECHNOLOGY INCOM 01625510 421 58,100 SH SOLE 0 58,100 ALKERMES INC COM 01642T10 1,639 74,700 SH SOLE 0 74,700 ALLEGHENY ENERGY INCOM 01736110 3,910 84,531 SH SOLE 0 84,531 ALLEGHENY TECHNOLOGCOM 01741R10 822 47,235 SH SOLE 0 47,235 ALLEGIANCE TELECOM COM 01747T10 1,634 110,800 SH SOLE 0 110,800 ALLEN TELECOM INC COM 01809110 2,085 161,600 SH SOLE 0 161,600 ALLERGAN INC COM 01849010 6,900 93,050 SH SOLE 0 93,050 ALLETE COM 01852210 11,346 439,419 SH SOLE 0 439,419 ALLIANCE FIBER OPTICOM 01868010 626 83,500 SH SOLE 0 83,500 ALLIANCE PHARMACEUTCOM 01877310 1,252 385,300 SH SOLE 0 385,300 ALLIANCE SEMICONDUCCOM 01877H10 2,499 215,000 SH SOLE 0 215,000 ALLIANT ENERGY CORPCOM 01880210 13,466 423,185 SH SOLE 0 423,185 ALLIANT TECHSYSTEMSCOM 01880410 7,962 89,913 SH SOLE 0 89,913 ALLIED CAP CORP NEWCOM 01903Q10 8,193 407,115 SH SOLE 0 407,115 ALLIED WASTE INDS ICOM 01958930 7,499 478,233 SH SOLE 0 478,233 ALLMERICA FINL CORPCOM 01975410 14,892 287,000 SH SOLE 0 287,000 ALLOY ONLINE INC COM 01985510 744 85,000 SH SOLE 0 85,000 ALLSTATE CORP COM 02000210 29,106 693,987 SH SOLE 0 693,987 ALLTEL CORP COM 02003910 14,531 276,986 SH SOLE 0 276,986 ALPHA INDS INC COM 02075310 3,467 220,100 SH SOLE 0 220,100 ALPHARMA INC CL A 02081310 7,678 234,500 SH SOLE 0 234,500 ALTERA CORP COM 02144110 6,454 301,066 SH SOLE 0 301,066 ALZA CORP DEL COM 02261510 9,498 234,510 SH SOLE 0 234,510 AMAZON COM INC COM 02313510 829 81,000 SH SOLE 0 81,000 AMB PROPERTY CORP COM 00163T10 10,489 426,380 SH SOLE 0 426,380 AMBAC FINL GROUP INCOM 02313910 14,802 233,358 SH SOLE 0 233,358 AMCAST INDL CORP COM 02339510 379 41,000 SH SOLE 0 41,000 AMCORE FINL INC COM 02391210 251 12,412 SH SOLE 0 12,412 AMDOCS LTD COM G0260210 1,978 41,300 SH SOLE 0 41,300 AMERADA HESS CORP COM 02355110 11,903 152,374 SH SOLE 0 152,374 AMEREN CORP COM 02360810 8,990 219,537 SH SOLE 0 219,537 AMERICA MOVIL S A DADR 02364W10 12,859 877,764 SH SOLE 0 877,764 AMERICA WEST HLDG CCL B 02365720 207 21,554 SH SOLE 0 21,554 AMERICAN CAPITAL STCOM 02493710 1,616 63,546 SH SOLE 0 63,546 AMERICAN EAGLE OUTFCOM 02553E10 13,106 455,850 SH SOLE 0 455,850 AMERICAN ELEC PWR ICOM 02553710 9,365 199,259 SH SOLE 0 199,259 AMERICAN EXPRESS COCOM 02581610 34,755 841,514 SH SOLE 0 841,514 AMERICAN FINL GROUPCOM 02593210 8,558 355,100 SH SOLE 0 355,100 AMERICAN FINL HLDGSCOM 02607510 765 35,809 SH SOLE 0 35,809 AMERICAN GENERAL COCOM 02635110 20,561 537,532 SH SOLE 0 537,532 AMERICAN GREETINGS CL A 02637510 7,684 724,931 SH SOLE 0 724,931 AMERICAN HOME PRODSCOM 02660910 61,388 1,044,895 SH SOLE 0 1,044,895 AMERICAN INTL GROUPCOM 02687410 154,925 1,924,530 SH SOLE 0 1,924,530 AMERICAN ITALIAN PACL A 02707010 6,032 188,500 SH SOLE 0 188,500 AMERICAN MGMT SYS ICOM 02735210 6,805 371,600 SH SOLE 0 371,600 AMERICAN PWR CONVERCOM 02906610 3,559 276,073 SH SOLE 0 276,073 AMERICAN RETIREMENTCOM 02891310 164 42,000 SH SOLE 0 42,000 AMERICAN STD COS INCOM 02971210 23,900 404,600 SH SOLE 0 404,600 AMERICAN STS WTR COCOM 02989910 1,629 49,200 SH SOLE 0 49,200 AMERICAN SUPERCONDUCOM 03011110 482 30,000 SH SOLE 0 30,000 AMERICAN TOWER CORPCL A 02991220 879 47,500 SH SOLE 0 47,500 AMERICAN WTR WKS INCOM 03041110 16,999 527,100 SH SOLE 0 527,100 AMERICREDIT CORP COM 03060R10 21,788 671,850 SH SOLE 0 671,850 AMERISOURCE HEALTH CL A 03071P10 22,489 458,500 SH SOLE 0 458,500 AMERON INTL INC COM 03071010 334 6,800 SH SOLE 0 6,800 AMERUS GROUP CO COM 03072M10 1,285 42,350 SH SOLE 0 42,350 AMETEK INC NEW COM 03110010 5,178 187,600 SH SOLE 0 187,600 AMGEN INC COM 03116210 70,121 1,165,041 SH SOLE 0 1,165,041 AMKOR TECHNOLOGY INCOM 03165210 914 56,000 SH SOLE 0 56,000 AMLI RESIDENTIAL PPCOM 00173510 263 11,800 SH SOLE 0 11,800 AMPHENOL CORP NEW CL A 03209510 1,260 40,000 SH SOLE 0 40,000 AMR CORP COM 00176510 3,384 96,367 SH SOLE 0 96,367 AMSOUTH BANCORPORATCOM 03216510 5,144 306,033 SH SOLE 0 306,033 AMSURG CORP CL A 03232P10 1,085 56,900 SH SOLE 0 56,900 ANADARKO PETE CORP COM 03251110 17,021 271,125 SH SOLE 0 271,125 ANADIGICS INC COM 03251510 663 50,000 SH SOLE 0 50,000 ANALOG DEVICES INC COM 03265410 9,859 272,042 SH SOLE 0 272,042 ANALOGIC CORP COM 03265720 2,942 65,475 SH SOLE 0 65,475 ANALYSTS INTL CORP COM 03268110 572 110,350 SH SOLE 0 110,350 ANAREN MICROWAVE INCOM 03274410 559 44,500 SH SOLE 0 44,500 ANC RENTAL CORP COM 00181310 315 105,000 SH SOLE 0 105,000 ANCHOR BANCORP WIS COM 03283910 1,553 111,900 SH SOLE 0 111,900 ANCHOR GAMING COM 03303710 5,464 89,210 SH SOLE 0 89,210 ANDREW CORP COM 03442510 1,713 119,157 SH SOLE 0 119,157 ANDRX GROUP COM 03455310 4,642 94,730 SH SOLE 0 94,730 ANGELICA CORP COM 03466310 3,618 311,900 SH SOLE 0 311,900 ANHEUSER BUSCH COS COM 03522910 32,220 701,512 SH SOLE 0 701,512 ANIXTER INTL INC COM 03529010 6,092 252,780 SH SOLE 0 252,780 ANNALY MTG MGMT INCCOM 03571040 338 30,000 SH SOLE 0 30,000 ANNTAYLOR STORES COCOM 03611510 4,534 170,767 SH SOLE 0 170,767 ANNUITY AND LIFE RECOM G0391010 1,598 53,700 SH SOLE 0 53,700 ANSOFT CORP COM 03638410 680 75,000 SH SOLE 0 75,000 ANTEC CORP COM 03664P10 1,486 204,100 SH SOLE 0 204,100 ANTHRACITE CAP INC COM 03702310 1,243 128,800 SH SOLE 0 128,800 ANTIGENICS INC DEL COM 03703210 653 43,500 SH SOLE 0 43,500 AOL TIME WARNER INCCOM 00184A10 175,204 4,363,732 SH SOLE 0 4,363,732 AON CORP COM 03738910 6,098 171,787 SH SOLE 0 171,787 APACHE CORP COM 03741110 11,975 207,871 SH SOLE 0 207,871 APARTMENT INVT & MGCL A 03748R10 49,364 1,110,546 SH SOLE 0 1,110,546 APOGEE ENTERPRISES COM 03759810 1,263 177,300 SH SOLE 0 177,300 APOGENT TECHNOLOGIECOM 03760A10 11,458 566,100 SH SOLE 0 566,100 APOLLO GROUP INC CL A 03760410 22,872 697,050 SH SOLE 0 697,050 APPLE COMPUTER INC COM 03783310 5,312 240,688 SH SOLE 0 240,688 APPLEBEES INTL INC COM 03789910 5,215 146,143 SH SOLE 0 146,143 APPLERA CORP COM 03802010 4,243 152,886 SH SOLE 0 152,886 APPLICA INC COM 03815A10 817 131,700 SH SOLE 0 131,700 APPLIED FILMS CORP COM 03819710 512 44,300 SH SOLE 0 44,300 APPLIED GRAPHICS TECOM 03793720 112 36,800 SH SOLE 0 36,800 APPLIED INDL TECHNOCOM 03820C10 1,633 99,585 SH SOLE 0 99,585 APPLIED MATLS INC COM 03822210 44,264 1,017,572 SH SOLE 0 1,017,572 APPLIED MICRO CIRCUCOM 03822W10 2,750 166,681 SH SOLE 0 166,681 APRIA HEALTHCARE GRCOM 03793310 7,472 309,000 SH SOLE 0 309,000 APTARGROUP INC COM 03833610 5,741 188,400 SH SOLE 0 188,400 APW LTD COM G0439710 1,824 212,533 SH SOLE 0 212,533 ARACRUZ CELULOSE S ADR 03849620 9,751 738,699 SH SOLE 0 738,699 ARBITRON INC COM 03875Q10 2,850 123,933 SH SOLE 0 123,933 ARCH CHEMICALS INC COM 03937R10 2,347 110,169 SH SOLE 0 110,169 ARCH COAL INC COM 03938010 2,551 85,100 SH SOLE 0 85,100 ARCHER DANIELS MIDLCOM 03948310 7,608 578,562 SH SOLE 0 578,562 ARCHSTONE CMNTYS TRCOM 03958110 9,749 396,300 SH SOLE 0 396,300 ARCTIC CAT INC COM 03967010 1,596 116,600 SH SOLE 0 116,600 ARDEN RLTY INC COM 03979310 19,206 813,807 SH SOLE 0 813,807 AREMISSOFT CORP DELCOM 04002610 2,999 230,700 SH SOLE 0 230,700 ARGOSY GAMING CO COM 04022810 5,880 225,300 SH SOLE 0 225,300 ARIBA INC COM 04033V10 115 14,600 SH SOLE 0 14,600 ARKANSAS BEST CORP COM 04079010 2,298 145,900 SH SOLE 0 145,900 ARMOR HOLDINGS INC COM 04226010 2,781 158,000 SH SOLE 0 158,000 ARNOLD INDS INC COM 04259510 2,390 125,400 SH SOLE 0 125,400 ARQULE INC COM 04269E10 1,452 109,600 SH SOLE 0 109,600 ARROW ELECTRS INC COM 04273510 28,126 1,244,500 SH SOLE 0 1,244,500 ART TECHNOLOGY GROUCOM 04289L10 234 19,500 SH SOLE 0 19,500 ARTESYN TECHNOLOGIECOM 04312710 2,707 250,373 SH SOLE 0 250,373 ARTHROCARE CORP COM 04313610 1,550 110,700 SH SOLE 0 110,700 ARVINMERITOR INC COM 04335310 4,938 359,626 SH SOLE 0 359,626 ASHLAND INC COM 04420410 1,983 51,651 SH SOLE 0 51,651 ASHWORTH INC COM 04516H10 412 64,000 SH SOLE 0 64,000 ASM LITHOGRAPHY HLDCOM N0705911 4,262 196,510 SH SOLE 0 196,510 ASPECT COMMUNICATIOCOM 04523Q10 1,575 356,230 SH SOLE 0 356,230 ASPECT MED SYS INC COM 04523510 581 50,000 SH SOLE 0 50,000 ASPEN TECHNOLOGY INCOM 04532710 4,311 180,569 SH SOLE 0 180,569 ASSISTED LIVING CONCOM 04543L10 44 110,000 SH SOLE 0 110,000 ASSOCIATED BANC CORCOM 04548710 12,419 373,499 SH SOLE 0 373,499 ASTEC INDS INC COM 04622410 1,229 94,100 SH SOLE 0 94,100 ASTORIA FINL CORP COM 04626510 15,909 297,712 SH SOLE 0 297,712 ASTRAZENECA PLC ADR 04635310 2,929 60,700 SH SOLE 0 60,700 ASTROPOWER INC COM 04644A10 3,627 120,900 SH SOLE 0 120,900 ASYST TECHNOLOGY COCOM 04648X10 910 70,000 SH SOLE 0 70,000 AT HOME CORP COM 045919AF 3,854 6,505,000 SH SOLE 0 6,505,000 AT&T CORP COM 00195710 63,815 2,996,027 SH SOLE 0 2,996,027 AT&T CORP COM 00195720 32,113 2,293,800 SH SOLE 0 2,293,800 AT&T CORP COM 00195740 10,981 572,500 SH SOLE 0 572,500 ATLANTIC COAST AIRLCOM 04839610 9,028 429,894 SH SOLE 0 429,894 ATLAS AIR WORLDWIDECOM 04916410 9,402 334,000 SH SOLE 0 334,000 ATMEL CORP COM 04951310 26,271 2,677,300 SH SOLE 0 2,677,300 ATMI INC COM 00207R10 3,972 214,700 SH SOLE 0 214,700 ATMOS ENERGY CORP COM 04956010 4,844 203,512 SH SOLE 0 203,512 ATP OIL & GAS CORP COM 00208J10 1,121 92,000 SH SOLE 0 92,000 ATWOOD OCEANICS INCCOM 05009510 2,875 70,265 SH SOLE 0 70,265 AUDIOVOX CORP CL A 05075710 1,093 142,715 SH SOLE 0 142,715 AURORA BIOSCIENCES COM 05192010 179 10,000 SH SOLE 0 10,000 AUSPEX SYS INC COM 05211610 1,378 334,000 SH SOLE 0 334,000 AUTODESK INC COM 05276910 3,582 117,217 SH SOLE 0 117,217 AUTOMATIC DATA PROCCOM 05301510 22,831 419,848 SH SOLE 0 419,848 AUTONATION INC COM 05329W10 2,273 252,600 SH SOLE 0 252,600 AUTOZONE INC COM 05333210 2,160 77,090 SH SOLE 0 77,090 AVALONBAY CMNTYS INCOM 05348410 52,232 1,140,196 SH SOLE 0 1,140,196 AVANEX CORP COM 05348W10 824 78,000 SH SOLE 0 78,000 AVANT CORP COM 05348710 3,422 198,400 SH SOLE 0 198,400 AVAYA INC COM 05349910 3,188 245,223 SH SOLE 0 245,223 AVERY DENNISON CORPCOM 05361110 3,780 72,667 SH SOLE 0 72,667 AVID TECHNOLOGY INCCOM 05367P10 2,785 208,226 SH SOLE 0 208,226 AVIRON COM 05376210 1,122 27,000 SH SOLE 0 27,000 AVISTA CORP COM 05379B10 4,258 241,657 SH SOLE 0 241,657 AVNET INC COM 05380710 24,873 1,213,330 SH SOLE 0 1,213,330 AVOCENT CORP COM 05389310 7,409 339,679 SH SOLE 0 339,679 AVON PRODS INC COM 05430310 10,380 259,558 SH SOLE 0 259,558 AVT CORP COM 00242010 422 149,900 SH SOLE 0 149,900 AVX CORP NEW COM 00244410 2,304 133,500 SH SOLE 0 133,500 AWARE INC MASS COM 05453N10 1,062 110,300 SH SOLE 0 110,300 AXA ADR 05453610 881 16,100 SH SOLE 0 16,100 AXCELIS TECHNOLOGIECOM 05454010 6,670 576,900 SH SOLE 0 576,900 AXT INC COM 00246W10 1,855 123,695 SH SOLE 0 123,695 AXYS PHARMACEUTICALCOM 05463510 767 272,800 SH SOLE 0 272,800 AZTAR CORP COM 05480210 3,030 285,608 SH SOLE 0 285,608 BAKER HUGHES INC COM 05722410 17,109 471,192 SH SOLE 0 471,192 BAKER MICHAEL CORP COM 05714910 2,111 236,400 SH SOLE 0 236,400 BALDOR ELEC CO COM 05774110 3,623 172,111 SH SOLE 0 172,111 BALL CORP COM 05849810 1,479 32,247 SH SOLE 0 32,247 BALLY TOTAL FITNESSCOM 05873K10 6,102 207,200 SH SOLE 0 207,200 BANCFIRST CORP COM 05945F10 1,315 33,400 SH SOLE 0 33,400 BANCO DE A EDWARDS ADR 05950410 189 12,200 SH SOLE 0 12,200 BANCO SANTANDER CHIADR 05965F10 639 39,700 SH SOLE 0 39,700 BANCORPSOUTH INC COM 05969210 532 36,100 SH SOLE 0 36,100 BANCWEST CORP NEW COM 05979010 912 38,000 SH SOLE 0 38,000 BANDAG INC COM 05981510 1,808 67,500 SH SOLE 0 67,500 BANDAG INC CL A 05981530 1,769 82,000 SH SOLE 0 82,000 BANGOR HYDRO ELEC CCOM 06007710 947 36,100 SH SOLE 0 36,100 BANK NEW YORK INC COM 06405710 19,833 402,783 SH SOLE 0 402,783 BANK OF AMERICA CORCOM 06050510 96,257 1,758,114 SH SOLE 0 1,758,114 BANK ONE CORP COM 06423A10 43,850 1,212,007 SH SOLE 0 1,212,007 BANK UTD CORP LITIGRGTS 06541611 4 15,900 SH SOLE 0 15,900 BANKNORTH GROUP INCCOM 06646R10 16,339 822,091 SH SOLE 0 822,091 BANKUNITED FINL CORCL A 06652B10 891 81,000 SH SOLE 0 81,000 BANTA CORP COM 06682110 5,084 209,634 SH SOLE 0 209,634 BARD C R INC COM 06738310 2,650 58,378 SH SOLE 0 58,378 BARNES & NOBLE INC COM 06777410 12,205 510,677 SH SOLE 0 510,677 BARNES GROUP INC COM 06780610 1,731 91,100 SH SOLE 0 91,100 BARR LABS INC COM 06830610 15,629 273,376 SH SOLE 0 273,376 BARRA INC COM 06831310 8,374 155,079 SH SOLE 0 155,079 BARRETT RES CORP COM 06848020 12,945 215,573 SH SOLE 0 215,573 BARRICK GOLD CORP COM 06790110 3,613 252,803 SH SOLE 0 252,803 BASSETT FURNITURE ICOM 07020310 733 57,500 SH SOLE 0 57,500 BAUSCH & LOMB INC COM 07170710 1,418 31,066 SH SOLE 0 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54,288 1,326,695 SH SOLE 0 1,326,695 BELO CORP COM 08055510 11,149 676,900 SH SOLE 0 676,900 BEMIS INC COM 08143710 1,018 30,769 SH SOLE 0 30,769 BENCHMARK ELECTRS ICOM 08160H10 2,700 138,480 SH SOLE 0 138,480 BENIHANA INC CL A 08204720 1,631 141,800 SH SOLE 0 141,800 BERGEN BRUNSWIG CORCL A 08373910 12,298 740,838 SH SOLE 0 740,838 BERKLEY W R CORP COM 08442310 3,368 74,740 SH SOLE 0 74,740 BERKSHIRE HATHAWAY CL A 08467010 4,320 66 SH SOLE 0 66 BERKSHIRE HATHAWAY CL B 08467020 5,440 2,500 SH SOLE 0 2,500 BERRY PETE CO CL A 08578910 2,978 229,100 SH SOLE 0 229,100 BEST BUY INC COM 08651610 8,128 226,035 SH SOLE 0 226,035 BETHLEHEM STL CORP COM 08750910 48 19,842 SH SOLE 0 19,842 BEVERLY ENTERPRISESCOM 08785130 1,018 127,248 SH SOLE 0 127,248 BHC COMMUNICATIONS CL A 05544810 605 5,000 SH SOLE 0 5,000 BIO TECHNOLOGY GEN COM 09057810 1,718 275,341 SH SOLE 0 275,341 BIOGEN INC COM 09059710 3,959 62,538 SH SOLE 0 62,538 BIOMET INC COM 09061310 2,904 73,724 SH SOLE 0 73,724 BIOPURE CORP CL A 09065H10 1,114 83,700 SH SOLE 0 83,700 BIOSITE DIAGNOSTICSCOM 09094510 315 8,400 SH SOLE 0 8,400 BIOVAIL CORP COM 09067J10 4,648 128,635 SH SOLE 0 128,635 BISYS GROUP INC COM 05547210 23,443 438,700 SH SOLE 0 438,700 BJ SVCS CO COM 05548210 38,206 536,600 SH SOLE 0 536,600 BJS WHOLESALE CLUB COM 05548J10 21,733 454,200 SH SOLE 0 454,200 BLACK & DECKER CORPCOM 09179710 3,590 97,693 SH SOLE 0 97,693 BLACK BOX CORP DEL COM 09182610 6,998 157,039 SH SOLE 0 157,039 BLACK HILLS CORP COM 09211310 6,936 151,729 SH SOLE 0 151,729 BLACKROCK INC CL A 09247X10 3,015 83,761 SH SOLE 0 83,761 BLANCH E W HLDGS INCOM 09321010 504 63,400 SH SOLE 0 63,400 BLOCK H & R INC COM 09367110 2,727 54,467 SH SOLE 0 54,467 BLOCKBUSTER INC CL A 09367910 351 23,400 SH SOLE 0 23,400 BLYTH INC COM 09643P10 5,811 252,100 SH SOLE 0 252,100 BMC INDS INC MINN COM 05560710 747 133,800 SH SOLE 0 133,800 BMC SOFTWARE INC COM 05592110 5,086 236,563 SH SOLE 0 236,563 BOB EVANS FARMS INCCOM 09676110 3,398 191,444 SH SOLE 0 191,444 BOEING CO COM 09702310 43,284 776,950 SH SOLE 0 776,950 BOISE CASCADE CORP COM 09738310 1,027 32,693 SH SOLE 0 32,693 BOK FINL CORP COM 05561Q20 226 9,200 SH SOLE 0 9,200 BONE CARE INTL INC COM 09807210 843 51,500 SH SOLE 0 51,500 BORDERS GROUP INC COM 09970910 7,927 471,015 SH SOLE 0 471,015 BORG WARNER INC COM 09972410 8,403 209,720 SH SOLE 0 209,720 BOSTON COMMUNICATIOCOM 10058210 851 115,400 SH SOLE 0 115,400 BOSTON PRIVATE FINLCOM 10111910 215 12,100 SH SOLE 0 12,100 BOSTON PROPERTIES ICOM 10112110 74,240 1,930,826 SH SOLE 0 1,930,826 BOSTON SCIENTIFIC CCOM 10113710 6,392 316,766 SH SOLE 0 316,766 BOTTOMLINE TECH DELCOM 10138810 218 29,900 SH SOLE 0 29,900 BOWATER INC COM 10218310 13,305 280,700 SH SOLE 0 280,700 BOWNE & CO INC COM 10304310 2,000 181,024 SH SOLE 0 181,024 BOYKIN LODGING CO COM 10343010 443 39,932 SH SOLE 0 39,932 BP AMOCO P L C ADR 05562210 1,097 22,100 SH SOLE 0 22,100 BRADY CORP CL A 10467410 4,249 126,091 SH SOLE 0 126,091 BRANDYWINE RLTY TR COM 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289,400 BUSINESS OBJECTS S ADR 12328X10 2,256 73,065 SH SOLE 0 73,065 BUTLER MFG CO DEL COM 12365510 720 31,300 SH SOLE 0 31,300 BWAY CORP COM 05603910 43 12,725 SH SOLE 0 12,725 C COR NET CORP COM 12501010 1,055 157,800 SH SOLE 0 157,800 C D I CORP COM 12507110 1,212 93,200 SH SOLE 0 93,200 C H ROBINSON WORLDWCOM 12541W10 15,349 560,700 SH SOLE 0 560,700 C&D TECHNOLOGIES INCOM 12466110 10,031 363,460 SH SOLE 0 363,460 CABLE DESIGN TECHNOCOM 12692410 4,690 349,979 SH SOLE 0 349,979 CABLETRON SYS INC COM 12692010 1,786 138,420 SH SOLE 0 138,420 CABLEVISION SYS CORCL A 12686C10 6,617 94,044 SH SOLE 0 94,044 CABLEVISION SYS CORCL A 12686C84 1,217 46,822 SH SOLE 0 46,822 CABOT CORP COM 12705510 11,573 367,400 SH SOLE 0 367,400 CABOT INDUSTRIAL TRCOM 12707210 97,219 5,561,563 SH SOLE 0 5,561,563 CABOT MICROELECTRONCOM 12709P10 9,078 205,151 SH SOLE 0 205,151 CABOT OIL & GAS CORCL A 12709710 5,151 190,769 SH SOLE 0 190,769 CACI INTL INC CL A 12719030 2,185 80,929 SH SOLE 0 80,929 CADENCE 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14841110 617 68,600 SH SOLE 0 68,600 CASTLE DENTAL CTRS COM 14844P10 11 85,000 SH SOLE 0 85,000 CASUAL MALE CORP MACOM 14871010 249 83,000 SH SOLE 0 83,000 CATALINA MARKETING COM 14886710 11,224 344,600 SH SOLE 0 344,600 CATELLUS DEV CORP COM 14911110 9,997 634,703 SH SOLE 0 634,703 CATERPILLAR INC DELCOM 14912310 11,142 251,055 SH SOLE 0 251,055 CATO CORP NEW CL A 14920510 2,133 141,600 SH SOLE 0 141,600 CB RICHARD ELLIS SVCOM 12489L10 586 39,000 SH SOLE 0 39,000 CBRL GROUP INC COM 12489V10 6,950 382,110 SH SOLE 0 382,110 C-CUBE MICROSYSTEMSCOM 12501N10 3,137 254,760 SH SOLE 0 254,760 CDW COMPUTER CTRS ICOM 12512910 16,239 523,850 SH SOLE 0 523,850 CEC ENTMT INC COM 12513710 8,250 186,021 SH SOLE 0 186,021 CELANESE AG COM D1497A10 14,239 786,700 SH SOLE 0 786,700 CELESTICA INC COM 15101Q10 5,004 181,425 SH SOLE 0 181,425 CELGENE CORP COM 15102010 3,204 128,150 SH SOLE 0 128,150 CELL GENESYS INC COM 15092110 1,068 74,972 SH SOLE 0 74,972 CELL THERAPEUTICS ICOM 15093410 224 12,500 SH SOLE 0 12,500 CEMEX S A ADR 15129088 366 17,000 SH SOLE 0 17,000 CENDANT CORP COM 15131310 11,958 819,633 SH SOLE 0 819,633 CENTENNIAL BANCORP COM 15133T10 186 23,200 SH SOLE 0 23,200 CENTENNIAL COMMUNCTCL A 15133V20 738 69,500 SH SOLE 0 69,500 CENTERPOINT PPTYS TCOM 15189510 2,780 59,590 SH SOLE 0 59,590 CENTEX CORP COM 15231210 16,657 399,922 SH SOLE 0 399,922 CENTILLIUM COMMUNICCOM 15231910 528 21,600 SH SOLE 0 21,600 CENTRAL PKG CORP COM 15478510 5,916 325,045 SH SOLE 0 325,045 CENTRAL VT PUB SVC COM 15577110 927 56,200 SH SOLE 0 56,200 CENTURA BKS INC COM 15640T10 9,685 195,854 SH SOLE 0 195,854 CENTURY ALUM CO COM 15643110 389 24,300 SH SOLE 0 24,300 CENTURYTEL INC COM 15670010 2,776 96,544 SH SOLE 0 96,544 CEPHALON INC COM 15670810 13,904 289,294 SH SOLE 0 289,294 CERIDIAN CORP COM 15677T10 1,671 90,338 SH SOLE 0 90,338 CERIDIAN CORP NEW COM 15677910 9,690 689,662 SH SOLE 0 689,662 CERNER CORP COM 15678210 6,485 189,332 SH SOLE 0 189,332 CH ENERGY GROUP INCCOM 12541M10 3,785 85,531 SH SOLE 0 85,531 CHAMPION ENTERPRISECOM 15849610 8,690 1,687,300 SH SOLE 0 1,687,300 CHAMPIONSHIP AUTO RCOM 15871110 729 45,000 SH SOLE 0 45,000 CHARLES RIV LABS INCOM 15986410 2,547 102,900 SH SOLE 0 102,900 CHARLOTTE RUSSE HLDCOM 16104810 1,654 55,600 SH SOLE 0 55,600 CHARMING SHOPPES INCOM 161133AA 5,693 6,600,000 SH SOLE 0 6,600,000 CHARMING SHOPPES INCOM 16113310 13,609 2,623,366 SH SOLE 0 2,623,366 CHARTER COMMUNICATICL A 16117M10 2,625 116,000 SH SOLE 0 116,000 CHARTER ONE FINL INCOM 16090310 4,495 158,825 SH SOLE 0 158,825 CHATEAU CMNTYS INC COM 16172610 7,980 263,796 SH SOLE 0 263,796 CHATTEM INC COM 16245610 103 11,800 SH SOLE 0 11,800 CHEAP TICKETS INC COM 16267210 400 39,000 SH SOLE 0 39,000 CHECK POINT SOFTWARCOM M2246510 13,169 277,232 SH SOLE 0 277,232 CHECKFREE CORP NEW COM 16281310 16,579 563,200 SH SOLE 0 563,200 CHECKPOINT SYS INC COM 16282510 1,637 173,200 SH SOLE 0 173,200 CHEESECAKE FACTORY COM 16307210 8,810 239,332 SH SOLE 0 239,332 CHELSEA PPTY GROUP COM 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0 187,418 CHRISTOPHER & BANKSCOM 17104610 3,211 106,575 SH SOLE 0 106,575 CHROMAVISION MED SYCOM 17111P10 1,094 233,400 SH SOLE 0 233,400 CHRONIMED INC COM 17116410 169 12,100 SH SOLE 0 12,100 CHUBB CORP COM 17123210 11,346 156,623 SH SOLE 0 156,623 CHURCH & DWIGHT INCCOM 17134010 4,513 207,700 SH SOLE 0 207,700 CIBER INC COM 17163B10 1,499 307,100 SH SOLE 0 307,100 CIENA CORP COM 17177910 5,792 138,740 SH SOLE 0 138,740 CIGNA CORP COM 12550910 20,868 194,376 SH SOLE 0 194,376 CIMA LABS INC COM 17179610 2,063 33,200 SH SOLE 0 33,200 CINCINNATI FINL CORCOM 17206210 7,052 185,893 SH SOLE 0 185,893 CINERGY CORP COM 17247410 7,463 222,449 SH SOLE 0 222,449 CINTAS CORP COM 17290810 4,253 107,886 SH SOLE 0 107,886 CIPHERGEN BIOSYSTEMCOM 17252Y10 145 32,700 SH SOLE 0 32,700 CIRCUIT CITY STORE COM 17273710 4,548 429,097 SH SOLE 0 429,097 CIRRUS LOGIC CORP COM 17275510 7,433 497,600 SH SOLE 0 497,600 CISCO SYS INC COM 17275R10 113,863 7,200,846 SH SOLE 0 7,200,846 CIT GROUP INC CL A 12557710 12,291 425,593 SH SOLE 0 425,593 CITADEL COMMUNICATICOM 17285320 2,565 103,100 SH SOLE 0 103,100 CITIGROUP INC COM 17296710 300,119 6,672,268 SH SOLE 0 6,672,268 CITIZENS BKG CORP MCOM 17442010 1,006 37,710 SH SOLE 0 37,710 CITIZENS COMMUNICATCOM 17453B10 1,984 156,800 SH SOLE 0 156,800 CITRIX SYS INC COM 17737610 3,535 167,332 SH SOLE 0 167,332 CITY NATL CORP COM 17856610 11,688 304,300 SH SOLE 0 304,300 CKE RESTAURANTS INCCOM 12561EAB 891 1,870,000 SH SOLE 0 1,870,000 CKE RESTAURANTS INCCOM 12561E10 4,047 1,729,500 SH SOLE 0 1,729,500 CLAIRES STORES INC COM 17958410 5,116 289,050 SH SOLE 0 289,050 CLARCOR INC COM 17989510 3,225 139,612 SH SOLE 0 139,612 CLARENT CORP DEL COM 18046110 893 74,400 SH SOLE 0 74,400 CLARUS CORP COM 18270710 424 66,500 SH SOLE 0 66,500 CLASSIC COMMUNICATICL A 18272820 386 192,900 SH SOLE 0 192,900 CLAYTON HOMES INC COM 18419010 16,435 1,363,911 SH SOLE 0 1,363,911 CLEAR CHANNEL COMMUCOM 18450210 23,768 436,520 SH SOLE 0 436,520 CLECO CORP NEW COM 12561W10 6,981 153,600 SH SOLE 0 153,600 CLEVELAND CLIFFS INCOM 18589610 2,466 137,016 SH SOLE 0 137,016 CLICK COMMERCE INC COM 18681D10 425 50,000 SH SOLE 0 50,000 CLICK2LEARN COM INCCOM 18681S10 161 123,000 SH SOLE 0 123,000 CLINTRIALS RESEARCHCOM 18876710 374 63,300 SH SOLE 0 63,300 CLOROX CO DEL COM 18905410 11,207 356,343 SH SOLE 0 356,343 CMS ENERGY CORP COM 12589610 9,098 307,468 SH SOLE 0 307,468 CNA FINL CORP COM 12611710 767 21,900 SH SOLE 0 21,900 CNET NETWORKS INC COM 12613R10 506 45,200 SH SOLE 0 45,200 CNF INC COM 12612W10 7,869 272,394 SH SOLE 0 272,394 CNOOC LTD ADR 12613210 2,054 116,700 SH SOLE 0 116,700 COACH INC COM 18975410 3,544 122,600 SH SOLE 0 122,600 COACHMEN INDS INC COM 18987310 4,767 532,600 SH SOLE 0 532,600 COCA COLA BOTTLING COM 19109810 1,723 42,600 SH SOLE 0 42,600 COCA COLA CO COM 19121610 61,898 1,370,631 SH SOLE 0 1,370,631 COCA COLA ENTERPRISCOM 19121910 7,594 427,083 SH SOLE 0 427,083 COCA-COLA FEMSA S AADR 19124110 425 22,200 SH SOLE 0 22,200 COGNEX CORP 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CONCORD CAMERA CORPCOM 20615610 2,064 292,180 SH SOLE 0 292,180 CONCORD COMMUNICATICOM 20618610 658 80,400 SH SOLE 0 80,400 CONCORD EFS INC COM 20619710 6,090 150,600 SH SOLE 0 150,600 CONE MLS CORP N C COM 20681410 392 124,600 SH SOLE 0 124,600 CONECTIV INC COM 20682910 10,617 485,923 SH SOLE 0 485,923 CONEXANT SYSTEMS INCOM 20714210 1,298 145,210 SH SOLE 0 145,210 CONMED CORP COM 20741010 1,540 80,259 SH SOLE 0 80,259 CONNETICS CORP COM 20819210 282 55,700 SH SOLE 0 55,700 CONOCO INC CL A 20825130 4,611 164,100 SH SOLE 0 164,100 CONOCO INC CL B 20825140 11,598 410,563 SH SOLE 0 410,563 CONSECO INC COM 20846410 31,508 1,956,992 SH SOLE 0 1,956,992 CONSOLIDATED EDISONCOM 20911510 6,726 181,285 SH SOLE 0 181,285 CONSOLIDATED GRAPHICOM 20934110 794 63,500 SH SOLE 0 63,500 CONSOLIDATED STORESCOM 21014910 12,424 1,236,198 SH SOLE 0 1,236,198 CONSTELLATION BRANDCL A 21036P10 10,692 149,013 SH SOLE 0 149,013 CONSTELLATION ENERGCOM 21037110 4,518 102,455 SH SOLE 0 102,455 CONTINENTAL AIRLS ICL B 21079530 1,172 28,300 SH SOLE 0 28,300 CONVERGYS CORP COM 21248510 5,528 153,258 SH SOLE 0 153,258 COOPER CAMERON CORPCOM 21664010 18,193 336,900 SH SOLE 0 336,900 COOPER COS INC COM 21664840 7,477 157,903 SH SOLE 0 157,903 COOPER INDS INC COM 21666910 3,626 108,387 SH SOLE 0 108,387 COOPER TIRE & RUBR COM 21683110 502 44,250 SH SOLE 0 44,250 COORS ADOLPH CO CL B 21701610 1,413 21,589 SH SOLE 0 21,589 COPART INC COM 21720410 9,582 467,648 SH SOLE 0 467,648 COR THERAPEUTICS INCOM 21775310 7,099 315,500 SH SOLE 0 315,500 CORE LABORATORIES NCOM N2271710 1,946 103,700 SH SOLE 0 103,700 CORINTHIAN COLLEGESCOM 21886810 3,554 88,300 SH SOLE 0 88,300 CORIO INC COM 21887510 101 54,000 SH SOLE 0 54,000 CORN PRODS INTL INCCOM 21902310 5,681 221,394 SH SOLE 0 221,394 CORNERSTONE RLTY INCOM 21922V10 148 13,966 SH SOLE 0 13,966 CORNING INC COM 21935010 29,639 1,432,553 SH SOLE 0 1,432,553 CORPORATE EXECUTIVECOM 21988R10 3,393 112,400 SH SOLE 0 112,400 CORPORATE OFFICE PPCOM 22002T10 1,151 121,000 SH SOLE 0 121,000 CORRECTIONS CORP AMCOM 22025Y10 35 43,242 SH SOLE 0 43,242 CORUS BANKSHARES INCOM 22087310 367 7,200 SH SOLE 0 7,200 COST PLUS INC CALIFCOM 22148510 4,275 185,359 SH SOLE 0 185,359 COSTAR GROUP INC COM 22160N10 3,224 168,600 SH SOLE 0 168,600 COSTCO WHSL CORP NECOM 22160K10 12,609 321,255 SH SOLE 0 321,255 COUNTRYWIDE CR INDSCOM 22237210 24,648 499,463 SH SOLE 0 499,463 COUSINS PPTYS INC COM 22279510 1,254 50,150 SH SOLE 0 50,150 COVANCE INC COM 22281610 4,584 356,701 SH SOLE 0 356,701 COVANTA ENERGY CORPCOM 22281N10 4,566 271,798 SH SOLE 0 271,798 COVENTRY HEALTH CARCOM 22286210 7,473 451,211 SH SOLE 0 451,211 COX COMMUNICATIONS CL A 22404410 1,668 37,500 SH SOLE 0 37,500 COX RADIO INC CL A 22405110 1,153 54,900 SH SOLE 0 54,900 CPB INC COM 12590310 1,109 38,500 SH SOLE 0 38,500 CPI CORP COM 12590210 6,263 317,100 SH SOLE 0 317,100 CRANE CO COM 22439910 2,999 115,143 SH SOLE 0 115,143 CREATIVE TECHNOLOGYCOM Y1775U10 129 13,000 SH SOLE 0 13,000 CREDENCE SYS CORP COM 22530210 11,326 552,500 SH SOLE 0 552,500 CREDIT ACCEP CORP MCOM 22531010 425 80,000 SH SOLE 0 80,000 CREE INC COM 22544710 386 25,800 SH SOLE 0 25,800 CRESCENT REAL ESTATCOM 22575610 398 17,521 SH SOLE 0 17,521 CRISTALERIAS DE CHIADR 22671410 413 23,600 SH SOLE 0 23,600 CRITICAL PATH INC COM 22674V10 159 78,100 SH SOLE 0 78,100 CROMPTON CORP COM 22711610 8,086 721,922 SH SOLE 0 721,922 CROSS A T CO CL A 22747810 613 83,200 SH SOLE 0 83,200 CROSS TIMBERS OIL CCOM 22757310 12,790 516,775 SH SOLE 0 516,775 CROSSMANN CMNTYS INCOM 22764E10 253 9,700 SH SOLE 0 9,700 CROWN CASTLE INTL CCOM 22822710 1,660 112,100 SH SOLE 0 112,100 CROWN MEDIA HLDGS ICL A 22841110 988 52,000 SH SOLE 0 52,000 CRYOLIFE INC COM 22890310 2,436 93,950 SH SOLE 0 93,950 CSG SYS INTL INC COM 12634910 14,403 349,700 SH SOLE 0 349,700 CSK AUTO CORP COM 12596510 524 76,000 SH SOLE 0 76,000 CSX CORP COM 12640810 5,049 149,817 SH SOLE 0 149,817 CTS CORP COM 12650110 3,150 151,817 SH SOLE 0 151,817 CUBIST PHARMACEUTICCOM 22967810 1,049 42,800 SH SOLE 0 42,800 CULLEN FROST BANKERCOM 22989910 12,938 377,760 SH SOLE 0 377,760 CUMMINS ENGINE INC COM 23102110 1,157 30,813 SH SOLE 0 30,813 CUMULUS MEDIA INC CL A 23108210 405 69,972 SH SOLE 0 69,972 CUNO INC COM 12658310 3,809 131,358 SH SOLE 0 131,358 CURATIVE HEALTH SVCCOM 23126410 219 38,500 SH SOLE 0 38,500 CV THERAPEUTICS INCCOM 12666710 271 8,200 SH SOLE 0 8,200 CVS CORP COM 12665010 19,683 336,522 SH SOLE 0 336,522 CYBERONICS INC COM 23251P10 897 55,400 SH SOLE 0 55,400 CYBERSOURCE CORP COM 23251J10 61 35,000 SH SOLE 0 35,000 CYGNUS INC COM 23256010 986 132,000 SH SOLE 0 132,000 CYMER INC COM 23257210 5,122 236,800 SH SOLE 0 236,800 CYPRESS SEMICONDUCTCOM 23280610 13,803 778,500 SH SOLE 0 778,500 CYRK INC COM 23281710 157 78,400 SH SOLE 0 78,400 CYTEC INDS INC COM 23282010 10,463 326,757 SH SOLE 0 326,757 CYTYC CORP COM 23294610 2,736 165,800 SH SOLE 0 165,800 D R HORTON INC COM 23331A10 12,953 612,453 SH SOLE 0 612,453 DAKTRONICS INC COM 23426410 2,156 115,000 SH SOLE 0 115,000 DALLAS SEMICONDUCTOCOM 23520410 9,303 357,670 SH SOLE 0 357,670 DAL-TILE INTL INC COM 23426R10 1,892 125,700 SH SOLE 0 125,700 DANA CORP COM 23581110 1,887 109,840 SH SOLE 0 109,840 DANAHER CORP DEL COM 23585110 6,200 113,639 SH SOLE 0 113,639 DARDEN RESTAURANTS COM 23719410 3,552 149,571 SH SOLE 0 149,571 DATA BROADCASTING CCOM 23759610 86 11,295 SH SOLE 0 11,295 DATASCOPE CORP COM 23811310 3,215 88,853 SH SOLE 0 88,853 DATATEC SYS INC COM 23812810 134 267,300 SH SOLE 0 267,300 DAVITA INC COM 23918K10 611 35,980 SH SOLE 0 35,980 DAVOX CORP COM 23920810 710 62,400 SH SOLE 0 62,400 DDI CORP COM 23316210 186 11,000 SH SOLE 0 11,000 DE BEERS CONS MINESADR 24025330 4,363 113,500 SH SOLE 0 113,500 DEAN FOODS CO COM 24236110 7,049 208,195 SH SOLE 0 208,195 DEERE & CO COM 24419910 9,526 262,149 SH SOLE 0 262,149 DELL COMPUTER CORP COM 24702510 36,232 1,410,481 SH SOLE 0 1,410,481 DELPHI AUTOMOTIVE SCOM 24712610 6,965 491,537 SH SOLE 0 491,537 DELPHI FINL GROUP ICL A 24713110 3,215 108,616 SH SOLE 0 108,616 DELTA & PINE LD CO COM 24735710 8,917 370,019 SH SOLE 0 370,019 DELTA AIR LINES INCCOM 24736110 3,558 90,074 SH SOLE 0 90,074 DELTIC TIMBER CORP COM 24785010 1,185 58,500 SH SOLE 0 58,500 DELUXE CORP COM 24801910 1,849 78,110 SH SOLE 0 78,110 DENDREON CORP COM 24823Q10 592 85,300 SH SOLE 0 85,300 DENDRITE INTL INC COM 24823910 2,795 199,665 SH SOLE 0 199,665 DENTSPLY INTL INC NCOM 24903010 14,885 407,800 SH SOLE 0 407,800 DEPARTMENT 56 INC COM 24950910 583 65,500 SH SOLE 0 65,500 DESWELL INDS INC COM 25063910 447 31,400 SH SOLE 0 31,400 DEVELOPERS DIVERSIFCOM 25159110 256 17,406 SH SOLE 0 17,406 DEVON ENERGY CORP NCOM 25179M10 11,801 202,768 SH SOLE 0 202,768 DEVRY INC DEL COM 25189310 12,468 414,900 SH SOLE 0 414,900 DIAGNOSTIC PRODS COCOM 25245010 5,260 100,860 SH SOLE 0 100,860 DIAL CORP NEW COM 25247D10 6,717 537,353 SH SOLE 0 537,353 DIAMETRICS MED INC COM 25253210 676 163,800 SH SOLE 0 163,800 DIAMOND OFFSHORE DRCOM 25271C10 256 6,500 SH SOLE 0 6,500 DIANON SYS INC COM 25282610 935 31,300 SH SOLE 0 31,300 DIEBOLD INC COM 25365110 12,249 446,050 SH SOLE 0 446,050 DIGENE CORP COM 25375210 346 22,700 SH SOLE 0 22,700 DIGEX INC DEL CL A 25375610 627 45,000 SH SOLE 0 45,000 DIGI INTL INC COM 25379810 428 74,100 SH SOLE 0 74,100 DIGITAL INSIGHT CORCOM 25385P10 610 53,000 SH SOLE 0 53,000 DIGITAL IS INC DEL COM 25385NAA 1,284 4,410,000 SH SOLE 0 4,410,000 DIGITAL LIGHTWAVE ICOM 25385510 819 45,800 SH SOLE 0 45,800 DIGITAS INC COM 25388K10 201 42,900 SH SOLE 0 42,900 DILLARDS INC CL A 25406710 3,014 137,394 SH SOLE 0 137,394 DIME BANCORP INC NECOM 25429Q10 21,725 663,349 SH SOLE 0 663,349 DIME CMNTY BANCSHARCOM 25392210 654 24,000 SH SOLE 0 24,000 DIMON INC COM 25439410 1,676 217,700 SH SOLE 0 217,700 DIONEX CORP COM 25454610 3,504 111,468 SH SOLE 0 111,468 DIRECT FOCUS INC COM 25493110 523 20,900 SH SOLE 0 20,900 DISCOUNT AUTO PTS ICOM 25464210 623 81,600 SH SOLE 0 81,600 DISNEY WALT CO COM 25468710 52,023 1,818,988 SH SOLE 0 1,818,988 DISTRIBUCION Y SERVADR 25475310 1,074 82,000 SH SOLE 0 82,000 DITECH COMMUNICATIOCOM 25500M10 1,381 122,105 SH SOLE 0 122,105 DIVERSA CORP COM 25506410 472 31,200 SH SOLE 0 31,200 DMC STRATEX NETWORKCOM 23322L10 3,452 415,950 SH SOLE 0 415,950 DOBSON COMMUNICATIOCL A 25606910 4,700 283,800 SH SOLE 0 283,800 DOCUMENTUM INC COM 25615910 1,243 113,010 SH SOLE 0 113,010 DOLE FOOD INC COM 25660510 5,188 322,651 SH SOLE 0 322,651 DOLLAR GEN CORP COM 25666910 5,938 290,519 SH SOLE 0 290,519 DOLLAR THRIFTY AUTOCOM 25674310 878 42,626 SH SOLE 0 42,626 DOLLAR TREE STORES COM 25674710 14,483 751,721 SH SOLE 0 751,721 DOMINION RES INC VACOM 25746U10 10,414 161,540 SH SOLE 0 161,540 DONALDSON INC COM 25765110 7,871 294,923 SH SOLE 0 294,923 DONNELLEY R R & SONCOM 25786710 2,065 78,743 SH SOLE 0 78,743 DORAL FINL CORP COM 25811P10 1,003 33,423 SH SOLE 0 33,423 DOT HILL SYS CORP COM 25848T10 95 48,900 SH SOLE 0 48,900 DOUBLECLICK INC COM 25860930 2,174 188,000 SH SOLE 0 188,000 DOVER CORP COM 26000310 13,692 382,037 SH SOLE 0 382,037 DOVER DOWNS ENTMT ICOM 26008610 166 13,300 SH SOLE 0 13,300 DOW CHEM CO COM 26054310 24,968 790,877 SH SOLE 0 790,877 DOW JONES & CO INC COM 26056110 1,823 34,820 SH SOLE 0 34,820 DOWNEY FINL CORP COM 26101810 9,091 200,676 SH SOLE 0 200,676 DPL INC COM 23329310 20,019 712,424 SH SOLE 0 712,424 DQE INC COM 23329J10 10,226 350,800 SH SOLE 0 350,800 DRESS BARN INC COM 26157010 2,238 95,486 SH SOLE 0 95,486 DREYERS GRAND ICE CCOM 26187810 5,084 196,000 SH SOLE 0 196,000 DRIL-QUIP INC COM 26203710 3,207 133,623 SH SOLE 0 133,623 DSP GROUP INC COM 23332B10 3,035 195,800 SH SOLE 0 195,800 DST SYS INC DEL COM 23332610 34,624 718,500 SH SOLE 0 718,500 DT INDUSTRIES INC COM 23333J10 73 23,500 SH SOLE 0 23,500 DTE ENERGY CO COM 23333110 8,238 206,982 SH SOLE 0 206,982 DU PONT E I DE NEMOCOM 26353410 30,365 746,077 SH SOLE 0 746,077 DUKE ENERGY CORP COM 26439910 23,530 550,543 SH SOLE 0 550,543 DUKE WEEKS REALTY CCOM 26441150 18,897 816,270 SH SOLE 0 816,270 DUN & BRADSTREET COCOM 26483E10 10,128 429,900 SH SOLE 0 429,900 DUPONT PHOTOMASKS ICOM 26613X10 5,805 132,300 SH SOLE 0 132,300 DURECT CORP COM 26660510 227 30,000 SH SOLE 0 30,000 DYCOM INDS INC COM 26747510 4,498 348,700 SH SOLE 0 348,700 DYNEGY INC NEW CL A 26816Q10 13,871 271,927 SH SOLE 0 271,927 E M C CORP MASS COM 26864810 83,452 2,838,514 SH SOLE 0 2,838,514 E PIPHANY INC COM 26881V10 552 47,200 SH SOLE 0 47,200 E SPIRE COMMUNICATICOM 26915310 59 170,300 SH SOLE 0 170,300 E TRADE GROUP INC COM 26924610 12,993 1,861,398 SH SOLE 0 1,861,398 EARTHGRAINS CO COM 27031910 4,858 228,590 SH SOLE 0 228,590 EAST WEST BANCORP ICOM 27579R10 3,590 186,495 SH SOLE 0 186,495 EASTGROUP PPTY INC COM 27727610 1,604 68,100 SH SOLE 0 68,100 EASTMAN CHEM CO COM 27743210 5,557 112,899 SH SOLE 0 112,899 EASTMAN KODAK CO COM 27746110 12,011 301,098 SH SOLE 0 301,098 EATON CORP COM 27805810 6,048 88,287 SH SOLE 0 88,287 EATON VANCE CORP COM 27826510 13,751 442,868 SH SOLE 0 442,868 EBAY INC COM 27864210 1,513 41,800 SH SOLE 0 41,800 EBENX INC COM 27866810 275 59,400 SH SOLE 0 59,400 ECHOSTAR COMMUNICATCL A 27876210 224 8,100 SH SOLE 0 8,100 ECI TELECOM LTD COM 26825810 330 43,240 SH SOLE 0 43,240 ECLIPSYS CORP COM 27885610 2,108 108,100 SH SOLE 0 108,100 ECOLAB INC COM 27886510 7,302 172,130 SH SOLE 0 172,130 EDGE PETE CORP DEL COM 27986210 842 102,000 SH SOLE 0 102,000 EDGEWATER TECHNOLOGCOM 28035810 250 60,749 SH SOLE 0 60,749 EDISON INTL COM 28102010 4,957 392,173 SH SOLE 0 392,173 EDISON SCHOOLS INC CL A 28103310 1,281 63,282 SH SOLE 0 63,282 EDUCATION MGMT CORPCOM 28139T10 5,305 162,600 SH SOLE 0 162,600 EDWARDS AG INC COM 28176010 19,399 524,300 SH SOLE 0 524,300 EDWARDS LIFESCIENCECOM 28176E10 9,484 483,874 SH SOLE 0 483,874 EEX CORP COM 26842V20 1,228 332,900 SH SOLE 0 332,900 EFFICIENT NETWORKS COM 28205610 391 16,650 SH SOLE 0 16,650 EFUNDS CORP COM 28224R10 4,029 209,300 SH SOLE 0 209,300 EGL INC COM 26848410 10,125 415,400 SH SOLE 0 415,400 EL PASO CORP COM 28336L10 22,601 346,110 SH SOLE 0 346,110 EL PASO ELEC CO COM 28367785 1,586 108,656 SH SOLE 0 108,656 ELAN PLC ADR 28413120 17,017 325,680 SH SOLE 0 325,680 ELANTEC SEMICONDUCTCOM 28415510 3,995 150,400 SH SOLE 0 150,400 ELCOR CORP COM 28444310 6,659 476,350 SH SOLE 0 476,350 ELECTRO RENT CORP COM 28521810 3,158 227,600 SH SOLE 0 227,600 ELECTRO SCIENTIFIC COM 28522910 7,949 283,278 SH SOLE 0 283,278 ELECTROGLAS INC COM 28532410 3,084 186,900 SH SOLE 0 186,900 ELECTRONIC ARTS INCCOM 28551210 39,662 731,100 SH SOLE 0 731,100 ELECTRONIC DATA SYSCOM 28566110 17,035 304,954 SH SOLE 0 304,954 ELECTRONICS BOUTIQUCOM 28604510 2,176 92,350 SH SOLE 0 92,350 ELECTRONICS FOR IMACOM 28608210 1,428 58,000 SH SOLE 0 58,000 ELOYALTY CORP COM 29015110 610 250,338 SH SOLE 0 250,338 EMBOTELLADORA ANDINADR 29081P30 985 100,500 SH SOLE 0 100,500 EMBRAER-EMPRESA BRAADR 29081M10 7,228 190,700 SH SOLE 0 190,700 EMBRATEL PARTICIPACADR 29081N10 3,098 333,100 SH SOLE 0 333,100 EMCORE CORP COM 29084610 5,316 212,100 SH SOLE 0 212,100 EMERSON ELEC CO COM 29101110 33,271 536,630 SH SOLE 0 536,630 EMISPHERE TECHNOLOGCOM 29134510 1,217 85,000 SH SOLE 0 85,000 EMMIS COMMUNICATIONCL A 29152510 11,413 450,900 SH SOLE 0 450,900 EMPRESA NACIONAL DEADR 29244T10 713 62,000 SH SOLE 0 62,000 EMULEX CORP COM 29247520 1,112 59,100 SH SOLE 0 59,100 ENCOMPASS SVCS CORPCOM 29255U10 1,741 355,213 SH SOLE 0 355,213 ENERGEN CORP COM 29265N10 7,469 211,578 SH SOLE 0 211,578 ENERGIZER HLDGS INCCOM 29266R10 12,280 491,200 SH SOLE 0 491,200 ENERGY EAST CORP COM 29266M10 11,573 667,021 SH SOLE 0 667,021 ENERSIS S A ADR 29274F10 926 55,274 SH SOLE 0 55,274 ENESCO GROUP INC COM 29297310 438 65,800 SH SOLE 0 65,800 ENGELHARD CORP COM 29284510 2,268 87,714 SH SOLE 0 87,714 ENRON CORP COM 29356110 61,062 1,050,977 SH SOLE 0 1,050,977 ENSCO INTL INC COM 26874Q10 29,299 837,100 SH SOLE 0 837,100 ENTERCOM COMMUNICATCL A 29363910 13,425 341,600 SH SOLE 0 341,600 ENTERGY CORP NEW COM 29364G10 12,359 325,242 SH SOLE 0 325,242 ENTRAVISION COMMUNICL A 29382R10 2,084 210,500 SH SOLE 0 210,500 ENVIRONMENTAL TECTOCOM 29409210 1,077 117,500 SH SOLE 0 117,500 ENZO BIOCHEM INC COM 29410010 2,265 134,931 SH SOLE 0 134,931 ENZON INC COM 29390410 2,646 55,700 SH SOLE 0 55,700 EOG RES INC COM 26875P10 5,186 125,780 SH SOLE 0 125,780 EPLUS INC COM 29426810 103 11,200 SH SOLE 0 11,200 EPRESENCE INC COM 29434810 636 139,494 SH SOLE 0 139,494 EQUIFAX INC COM 29442910 1,735 55,512 SH SOLE 0 55,512 EQUITABLE RES INC COM 29454910 15,780 228,700 SH SOLE 0 228,700 EQUITY INNS INC COM 29470310 2,144 273,850 SH SOLE 0 273,850 EQUITY OFFICE PROPECOM 29474110 69,918 2,497,069 SH SOLE 0 2,497,069 EQUITY RESIDENTIAL COM 29476L10 29,795 572,656 SH SOLE 0 572,656 ERICSSON L M TEL COADR 29482140 901 161,000 SH SOLE 0 161,000 ESC MEDICAL SYS LTDCOM M4086810 551 22,900 SH SOLE 0 22,900 ESPEED INC CL A 29664310 217 10,600 SH SOLE 0 10,600 ESPERION THERAPEUTICOM 29664R10 1,183 175,268 SH SOLE 0 175,268 ESS TECHNOLOGY INC COM 26915110 1,528 265,700 SH SOLE 0 265,700 ESSEX PPTY TR INC COM 29717810 10,968 228,252 SH SOLE 0 228,252 ESTERLINE TECHNOLOGCOM 29742510 2,510 115,419 SH SOLE 0 115,419 ETHAN ALLEN INTERIOCOM 29760210 6,757 200,042 SH SOLE 0 200,042 EVEREST RE GROUP LTCOM G3223R10 19,710 296,300 SH SOLE 0 296,300 EVERGREEN RES INC COM 29990030 1,108 29,300 SH SOLE 0 29,300 EXABYTE CORP COM 30061510 1,128 784,900 SH SOLE 0 784,900 EXAR CORP COM 30064510 2,645 134,800 SH SOLE 0 134,800 EXCEL LEGACY CORP COM 30066510 429 180,300 SH SOLE 0 180,300 EXE TECHNOLOGIES INCOM 30150410 1,118 165,700 SH SOLE 0 165,700 EXELIXIS INC COM 30161Q10 1,190 137,000 SH SOLE 0 137,000 EXELON CORP COM 30161N10 8,986 136,982 SH SOLE 0 136,982 EXFO ELECTRO OPTICACOM 30204310 1,699 69,900 SH SOLE 0 69,900 EXIDE CORP COM 30205110 137 16,700 SH SOLE 0 16,700 EXODUS COMMUNICATIOCOM 30208810 800 74,400 SH SOLE 0 74,400 EXPEDIA INC COM 30212510 199 15,200 SH SOLE 0 15,200 EXPEDITORS INTL WASCOM 30213010 15,817 313,600 SH SOLE 0 313,600 EXPRESS SCRIPTS INCCL A 30218210 19,759 227,950 SH SOLE 0 227,950 EXTENDED STAY AMER COM 30224P10 308 20,544 SH SOLE 0 20,544 EXTENSITY INC COM 30225510 226 38,000 SH SOLE 0 38,000 EXTREME NETWORKS INCOM 30226D10 365 24,000 SH SOLE 0 24,000 EXXON MOBIL CORP COM 30231G10 253,707 3,132,182 SH SOLE 0 3,132,182 F M C CORP COM 30249130 2,297 31,194 SH SOLE 0 31,194 F Y I INC COM 30271210 8,369 250,291 SH SOLE 0 250,291 FACTORY 2-U INC COM 30307210 3,335 122,100 SH SOLE 0 122,100 FACTSET RESH SYS INCOM 30307510 4,960 164,230 SH SOLE 0 164,230 FAIR ISAAC & CO INCCOM 30325010 4,203 71,842 SH SOLE 0 71,842 FALCON PRODS INC COM 30607510 89 11,300 SH SOLE 0 11,300 FAMILY DLR STORES ICOM 30700010 29,380 1,143,200 SH SOLE 0 1,143,200 FASTENAL CO COM 31190010 11,113 203,900 SH SOLE 0 203,900 FEDDERS CORP COM 31313510 1,572 280,800 SH SOLE 0 280,800 FEDDERS CORP CL A 31313530 460 100,000 SH SOLE 0 100,000 FEDERAL HOME LN MTGCOM 31340030 42,250 651,711 SH SOLE 0 651,711 FEDERAL NATL MTG ASCOM 31358610 76,379 959,531 SH SOLE 0 959,531 FEDERAL REALTY INVTCOM 31374720 4,566 233,423 SH SOLE 0 233,423 FEDERAL SIGNAL CORPCOM 31385510 5,498 281,536 SH SOLE 0 281,536 FEDERATED DEPT STORCOM 31410H10 9,897 238,196 SH SOLE 0 238,196 FEDERATED INVS INC CL B 31421110 1,211 42,700 SH SOLE 0 42,700 FEDEX CORP COM 31428X10 10,152 243,577 SH SOLE 0 243,577 FEI CO COM 30241L10 622 28,200 SH SOLE 0 28,200 FELCOR LODGING TR ICOM 31430F10 934 40,719 SH SOLE 0 40,719 FERRO CORP COM 31540510 3,961 194,816 SH SOLE 0 194,816 FIDELITY NATL FINL COM 31632610 11,630 434,429 SH SOLE 0 434,429 FIFTH THIRD BANCORPCOM 31677310 20,759 388,480 SH SOLE 0 388,480 FILENET CORP COM 31686910 6,724 428,640 SH SOLE 0 428,640 FINISAR COM 31787A10 281 29,300 SH SOLE 0 29,300 FIRST AMERN CORP CACOM 31852230 10,114 389,001 SH SOLE 0 389,001 FIRST BANCORP P R COM 31867210 3,415 131,867 SH SOLE 0 131,867 FIRST CTZNS BANCSHACL A 31946M10 2,358 23,000 SH SOLE 0 23,000 FIRST DATA CORP COM 31996310 14,934 250,111 SH SOLE 0 250,111 FIRST HEALTH GROUP COM 32096010 11,188 255,000 SH SOLE 0 255,000 FIRST INDUSTRIAL RECOM 32054K10 4,952 156,504 SH SOLE 0 156,504 FIRST MIDWEST BANCOCOM 32086710 7,065 250,969 SH SOLE 0 250,969 FIRST TENN NATL CORCOM 33716210 21,386 692,100 SH SOLE 0 692,100 FIRST UN CORP COM 33735810 22,827 691,716 SH SOLE 0 691,716 FIRST VA BANKS INC COM 33747710 10,715 247,050 SH SOLE 0 247,050 FIRSTENERGY CORP COM 33793210 4,285 153,475 SH SOLE 0 153,475 FIRSTFED FINL CORP COM 33790710 3,004 107,300 SH SOLE 0 107,300 FIRSTMERIT CORP COM 33791510 13,796 530,600 SH SOLE 0 530,600 FISERV INC COM 33773810 6,227 139,195 SH SOLE 0 139,195 FLEETBOSTON FINL COCOM 33903010 39,903 1,057,043 SH SOLE 0 1,057,043 FLEETWOOD ENTERPRISCOM 33909910 10,746 1,187,409 SH SOLE 0 1,187,409 FLEMING COS INC COM 33913010 5,263 206,787 SH SOLE 0 206,787 FLEXSTEEL INDS INC COM 33938210 394 35,000 SH SOLE 0 35,000 FLEXTRONICS INTL LTCOM Y2573F10 849 56,600 SH SOLE 0 56,600 FLIR SYS INC COM 30244510 1,290 158,175 SH SOLE 0 158,175 FLORIDA ROCK INDS ICOM 34114010 13,740 348,211 SH SOLE 0 348,211 FLOW INTL CORP COM 34346810 796 75,800 SH SOLE 0 75,800 FLOWSERVE CORP COM 34354P10 5,320 237,075 SH SOLE 0 237,075 FLUOR CORP NEW COM 34341210 7,033 158,055 SH SOLE 0 158,055 FOCAL COMMUNICATIONCOM 34415510 743 79,000 SH SOLE 0 79,000 FOMENTO ECONOMICO MADR 34441910 6,452 181,693 SH SOLE 0 181,693 FOOTSTAR INC COM 34491210 4,843 120,620 SH SOLE 0 120,620 FORD MTR CO DEL COM 34537086 43,604 1,550,646 SH SOLE 0 1,550,646 FOREST LABS INC COM 34583810 21,761 367,339 SH SOLE 0 367,339 FOREST OIL CORP COM 34609170 1,196 40,000 SH SOLE 0 40,000 FORRESTER RESH INC COM 34656310 210 8,800 SH SOLE 0 8,800 FORTUNE BRANDS INC COM 34963110 3,913 113,747 SH SOLE 0 113,747 FORWARD AIR CORP COM 34985310 4,063 124,300 SH SOLE 0 124,300 FOSSIL INC COM 34988210 3,036 174,750 SH SOLE 0 174,750 FOSTER WHEELER CORPCOM 35024410 3,801 211,654 SH SOLE 0 211,654 FOUR SEASONS HOTEL COM 35100E10 6,278 126,850 SH SOLE 0 126,850 FOX ENTMT GROUP INCCL A 35138T10 4,673 238,400 SH SOLE 0 238,400 FPL GROUP INC COM 30257110 8,920 145,507 SH SOLE 0 145,507 FRANKLIN COVEY CO COM 35346910 815 100,800 SH SOLE 0 100,800 FRANKLIN RES INC COM 35461310 6,931 177,212 SH SOLE 0 177,212 FREDS INC CL A 35610810 5,309 232,075 SH SOLE 0 232,075 FREEMARKETS INC COM 35660210 596 62,500 SH SOLE 0 62,500 FREEPORT-MCMORAN COCL B 35671D85 2,200 168,607 SH SOLE 0 168,607 FREMONT GEN CORP COM 35728810 1,476 380,460 SH SOLE 0 380,460 FRESENIUS MED CARE ADR 35802910 9,694 426,464 SH SOLE 0 426,464 FRITZ COS INC COM 35884610 2,245 205,300 SH SOLE 0 205,300 FRONTIER AIRLINES ICOM 35906510 3,258 267,300 SH SOLE 0 267,300 FSI INTL INC COM 30263310 203 24,600 SH SOLE 0 24,600 FTD COM INC CL A 30265F10 247 78,950 SH SOLE 0 78,950 FUELCELL ENERGY INCCOM 35952H10 2,187 43,300 SH SOLE 0 43,300 FULLER H B CO COM 35969410 4,005 95,073 SH SOLE 0 95,073 FULTON FINL CORP PACOM 36027110 1,002 49,340 SH SOLE 0 49,340 FUNDTECH LTD COM M4709510 108 16,440 SH SOLE 0 16,440 FURNITURE BRANDS INCOM 36092110 11,855 500,204 SH SOLE 0 500,204 FUSION MED TECHNOLOCOM 36112810 138 45,600 SH SOLE 0 45,600 G & K SVCS INC CL A 36126810 2,118 106,248 SH SOLE 0 106,248 GABELLI ASSET MGMT CL A 36239Y10 312 9,300 SH SOLE 0 9,300 GABLES RESIDENTIAL COM 36241810 701 24,181 SH SOLE 0 24,181 GADZOOKS INC COM 36255310 429 19,500 SH SOLE 0 19,500 GALILEO INTERNATIONCOM 36354710 10,654 486,500 SH SOLE 0 486,500 GALLAGHER ARTHUR J COM 36357610 15,084 544,562 SH SOLE 0 544,562 GANNETT INC COM 36473010 16,647 278,749 SH SOLE 0 278,749 GAP INC DEL COM 36476010 10,884 458,872 SH SOLE 0 458,872 GARDNER DENVER INC COM 36555810 1,756 89,600 SH SOLE 0 89,600 GARTNER INC COM 36665110 764 113,400 SH SOLE 0 113,400 GARTNER INC CL B 36665120 2,916 462,838 SH SOLE 0 462,838 GATEWAY INC COM 36762610 3,613 214,912 SH SOLE 0 214,912 GATX CORP COM 36144810 11,846 279,000 SH SOLE 0 279,000 GBC BANCORP CALIF COM 36147510 2,169 76,112 SH SOLE 0 76,112 GEMSTAR-TV GUIDE INCOM 36866W10 3,302 114,857 SH SOLE 0 114,857 GENAISSANCE PHARMACCOM 36867W10 218 27,000 SH SOLE 0 27,000 GENCORP INC COM 36868210 2,765 260,400 SH SOLE 0 260,400 GENE LOGIC INC COM 36868910 1,312 78,300 SH SOLE 0 78,300 GENENTECH INC COM 36871040 3,129 61,970 SH SOLE 0 61,970 GENERAL CABLE CORP COM 36930010 1,000 92,200 SH SOLE 0 92,200 GENERAL COMMUNICATICL A 36938510 2,763 307,024 SH SOLE 0 307,024 GENERAL DYNAMICS COCOM 36955010 11,146 177,658 SH SOLE 0 177,658 GENERAL ELEC CO COM 36960410 272,147 6,501,373 SH SOLE 0 6,501,373 GENERAL GROWTH PPTYCOM 37002110 5,896 168,696 SH SOLE 0 168,696 GENERAL MLS INC COM 37033410 15,453 359,297 SH SOLE 0 359,297 GENERAL MTRS CORP COM 37044210 20,321 391,929 SH SOLE 0 391,929 GENERAL MTRS CORP COM 37044283 1,716 88,000 SH SOLE 0 88,000 GENERAL SEMICONDUCTCOM 37078710 1,749 184,700 SH SOLE 0 184,700 GENESCO INC COM 37153210 8,719 318,200 SH SOLE 0 318,200 GENRAD INC COM 37244710 911 113,900 SH SOLE 0 113,900 GENTEX CORP COM 37190110 11,977 517,928 SH SOLE 0 517,928 GENUINE PARTS CO COM 37246010 2,960 114,231 SH SOLE 0 114,231 GENZYME CORP COM 37291710 48,670 538,800 SH SOLE 0 538,800 GENZYME CORP COM 37291770 678 123,227 SH SOLE 0 123,227 GEORGIA GULF CORP COM 37320020 2,766 158,900 SH SOLE 0 158,900 GEORGIA PAC CORP COM 37329810 4,964 168,852 SH SOLE 0 168,852 GEORGIA PAC CORP COM 37329870 12,370 431,000 SH SOLE 0 431,000 GERBER SCIENTIFIC ICOM 37373010 867 129,989 SH SOLE 0 129,989 GETTY IMAGES INC COM 37427610 452 28,000 SH SOLE 0 28,000 GILAT SATELLITE NETCOM M5147410 198 17,000 SH SOLE 0 17,000 GILDAN ACTIVEWEAR ICOM 37591610 3,289 181,200 SH SOLE 0 181,200 GILEAD SCIENCES INCCOM 37555810 18,824 579,200 SH SOLE 0 579,200 GILLETTE CO COM 37576610 18,676 599,152 SH SOLE 0 599,152 GLATFELTER P H CO COM 37731610 3,027 237,600 SH SOLE 0 237,600 GLOBAL CROSSING LTDCOM G3921A10 10,702 793,303 SH SOLE 0 793,303 GLOBAL INDS LTD COM 37933610 4,366 299,800 SH SOLE 0 299,800 GLOBAL MARINE INC COM 37935240 30,088 1,175,300 SH SOLE 0 1,175,300 GLOBAL PMTS INC COM 37940X10 2,622 141,721 SH SOLE 0 141,721 GLOBESPAN INC COM 37957110 619 28,300 SH SOLE 0 28,300 GOLDEN ST BANCORP ICOM 38119710 552 19,800 SH SOLE 0 19,800 GOLDEN WEST FINL COCOM 38131710 7,256 111,807 SH SOLE 0 111,807 GOLDMAN SACHS GROUPCOM 38141G10 9,280 109,045 SH SOLE 0 109,045 GOOD GUYS INC COM 38209110 1,975 400,000 SH SOLE 0 400,000 GOODRICH B F CO COM 38238810 7,818 203,744 SH SOLE 0 203,744 GOODYEAR TIRE & RUBCOM 38255010 2,327 97,565 SH SOLE 0 97,565 GOODYS FAMILY CLOTHCOM 38258810 715 158,800 SH SOLE 0 158,800 GOTO COM INC COM 38348T10 89 11,300 SH SOLE 0 11,300 GOTTSCHALKS INC COM 38348510 311 61,600 SH SOLE 0 61,600 GPU INC COM 36225X10 3,807 117,164 SH SOLE 0 117,164 GRACE W R & CO DEL COM 38388F10 24 10,324 SH SOLE 0 10,324 GRACO INC COM 38410910 4,710 168,224 SH SOLE 0 168,224 GRAINGER W W INC COM 38480210 5,224 154,316 SH SOLE 0 154,316 GRANITE CONSTR INC COM 38732810 7,476 220,019 SH SOLE 0 220,019 GRANT PRIDECO INC COM 38821G10 12,173 707,730 SH SOLE 0 707,730 GRAY COMMUNICATIONSCL B 38919020 532 32,850 SH SOLE 0 32,850 GREAT ATLANTIC & PACOM 39006410 1,714 187,300 SH SOLE 0 187,300 GREAT LAKES CHEM COCOM 39056810 1,980 64,427 SH SOLE 0 64,427 GREAT LAKES REIT INCOM 39075210 4,716 278,530 SH SOLE 0 278,530 GREATER BAY BANCORPCOM 39164810 8,141 323,200 SH SOLE 0 323,200 GREEN MOUNTAIN PWR COM 39315410 455 27,200 SH SOLE 0 27,200 GREENPOINT FINL CORCOM 39538410 24,114 739,680 SH SOLE 0 739,680 GREY WOLF INC COM 39788810 99 15,300 SH SOLE 0 15,300 GRIFFON CORP COM 39843310 1,145 144,900 SH SOLE 0 144,900 GROUP 1 AUTOMOTIVE COM 39890510 1,222 97,400 SH SOLE 0 97,400 GRUPO ELEKTRA SA DEGDR 40050A10 195 23,600 SH SOLE 0 23,600 GRUPO FINANCIARO GAADR 39990910 536 35,600 SH SOLE 0 35,600 GRUPO IUSACELL S A ADR 40050B10 4,892 607,752 SH SOLE 0 607,752 GRUPO TELEVISA SA DADR 40049J20 18,062 540,619 SH SOLE 0 540,619 GTECH HLDGS CORP COM 40051810 5,134 188,400 SH SOLE 0 188,400 GUCCI GROUP N V COM 40156610 8,666 103,601 SH SOLE 0 103,601 GUIDANT CORP COM 40169810 45,525 1,011,900 SH SOLE 0 1,011,900 GUILFORD PHARMACEUTCOM 40182910 383 20,725 SH SOLE 0 20,725 GUITAR CTR MGMT INCCOM 40204010 485 27,500 SH SOLE 0 27,500 GULFMARK OFFSHORE ICOM 40262910 214 6,600 SH SOLE 0 6,600 GYMBOREE CORP COM 40377710 1,192 119,200 SH SOLE 0 119,200 HAEMONETICS CORP COM 40502410 4,845 146,383 SH SOLE 0 146,383 HAGGAR CORP COM 40517310 407 31,800 SH SOLE 0 31,800 HAIN CELESTIAL GROUCOM 40521710 8,141 280,731 SH SOLE 0 280,731 HALL KINION ASSOCIACOM 40606910 406 70,300 SH SOLE 0 70,300 HALLIBURTON CO COM 40621610 10,800 293,886 SH SOLE 0 293,886 HANCOCK FABRICS INCCOM 40990010 637 84,400 SH SOLE 0 84,400 HANCOCK JOHN FINL SCOM 41014S10 1,165 30,300 SH SOLE 0 30,300 HANDLEMAN CO DEL COM 41025210 146 14,600 SH SOLE 0 14,600 HANOVER COMPRESSOR COM 41076810 17,277 545,000 SH SOLE 0 545,000 HARCOURT GEN INC COM 41163G10 2,510 45,083 SH SOLE 0 45,083 HARLAND JOHN H CO COM 41269310 2,671 142,823 SH SOLE 0 142,823 HARLEY DAVIDSON INCCOM 41282210 46,817 1,233,659 SH SOLE 0 1,233,659 HARLEYSVILLE GROUP COM 41282410 666 30,000 SH SOLE 0 30,000 HARLEYSVILLE NATL CCOM 41285010 663 17,693 SH SOLE 0 17,693 HARMAN INTL INDS INCOM 41308610 5,298 207,052 SH SOLE 0 207,052 HARMONIC INC COM 41316010 1,635 290,700 SH SOLE 0 290,700 HARRAHS ENTMT INC COM 41361910 3,750 127,408 SH SOLE 0 127,408 HARRIS CORP DEL COM 41387510 9,182 371,000 SH SOLE 0 371,000 HARSCO CORP COM 41586410 5,355 218,500 SH SOLE 0 218,500 HARTE-HANKS INC COM 41619610 8,713 385,200 SH SOLE 0 385,200 HARTFORD FINL SVCS COM 41651510 12,419 210,484 SH SOLE 0 210,484 HARTMARX CORP COM 41711910 462 145,300 SH SOLE 0 145,300 HASBRO INC COM 41805610 5,873 455,287 SH SOLE 0 455,287 HAVERTY FURNITURE ICOM 41959610 614 44,800 SH SOLE 0 44,800 HAWAIIAN ELEC INDUSCOM 41987010 7,074 191,447 SH SOLE 0 191,447 HCA-HEALTHCARE CO COM 40411910 17,905 444,636 SH SOLE 0 444,636 HCC INS HLDGS INC COM 40413210 484 18,300 SH SOLE 0 18,300 HEADHUNTER NET INC COM 42207710 431 82,000 SH SOLE 0 82,000 HEADWATERS INC COM 42210P10 984 154,400 SH SOLE 0 154,400 HEALTH CARE PPTY INCOM 42191510 3,222 95,002 SH SOLE 0 95,002 HEALTH MGMT ASSOC ICL A 42193310 21,528 1,384,425 SH SOLE 0 1,384,425 HEALTH NET INC COM 42222G10 20,188 979,510 SH SOLE 0 979,510 HEALTHCARE RLTY TR COM 42194610 1,356 56,247 SH SOLE 0 56,247 HEALTHSOUTH CORP COM 42192410 3,166 245,621 SH SOLE 0 245,621 HEARST-ARGYLE TELEVCOM 42231710 616 29,900 SH SOLE 0 29,900 HEARTLAND EXPRESS ICOM 42234710 3,206 126,954 SH SOLE 0 126,954 HEIDRICK & STRUGGLECOM 42281910 3,209 110,910 SH SOLE 0 110,910 HEINZ H J CO COM 42307410 12,903 320,976 SH SOLE 0 320,976 HELEN OF TROY CORP COM G4388N10 1,558 277,000 SH SOLE 0 277,000 HELIX TECHNOLOGY COCOM 42331910 5,100 217,154 SH SOLE 0 217,154 HELLER FINANCIAL INCL A 42332810 1,803 51,300 SH SOLE 0 51,300 HELMERICH & PAYNE ICOM 42345210 19,239 415,532 SH SOLE 0 415,532 HENRY JACK & ASSOC COM 42628110 12,066 509,400 SH SOLE 0 509,400 HERCULES INC COM 42705610 784 60,356 SH SOLE 0 60,356 HERSHEY FOODS CORP COM 42786610 4,066 58,662 SH SOLE 0 58,662 HESKA CORP COM 42805E10 167 167,000 SH SOLE 0 167,000 HEWLETT PACKARD CO COM 42823610 61,287 1,959,917 SH SOLE 0 1,959,917 HIBERNIA CORP CL A 42865610 11,863 849,200 SH SOLE 0 849,200 HICKORY TECH CORP COM 42906010 186 12,500 SH SOLE 0 12,500 HIGHWOODS PPTYS INCCOM 43128410 915 37,101 SH SOLE 0 37,101 HILB ROGAL & HAMILTCOM 43129410 2,357 67,355 SH SOLE 0 67,355 HILFIGER TOMMY CORPCOM G8915Z10 3,011 234,300 SH SOLE 0 234,300 HILLENBRAND INDS INCOM 43157310 16,153 334,500 SH SOLE 0 334,500 HILTON HOTELS CORP COM 43284810 3,648 349,076 SH SOLE 0 349,076 HISPANIC BROADCASTICL A 43357B10 11,720 613,600 SH SOLE 0 613,600 HNC SOFTWARE INC COM 40425P10 3,414 194,404 SH SOLE 0 194,404 HOLOGIC INC COM 43644010 302 75,500 SH SOLE 0 75,500 HOME DEPOT INC COM 43707610 86,709 2,011,799 SH SOLE 0 2,011,799 HOME PPTYS N Y INC COM 43730610 5,848 205,187 SH SOLE 0 205,187 HOMEBASE INC COM 43738E10 1,256 923,700 SH SOLE 0 923,700 HOMESTAKE MNG CO COM 43761410 811 154,255 SH SOLE 0 154,255 HOMESTORE COM INC COM 43785210 2,893 121,800 SH SOLE 0 121,800 HON INDS INC COM 43809210 7,632 332,256 SH SOLE 0 332,256 HONEYWELL INTL INC COM 43851610 79,861 1,957,380 SH SOLE 0 1,957,380 HOOPER HOLMES INC COM 43910410 2,931 341,253 SH SOLE 0 341,253 HORACE MANN EDUCATOCOM 44032710 14,054 794,000 SH SOLE 0 794,000 HORIZON OFFSHORE INCOM 44043J10 2,275 91,900 SH SOLE 0 91,900 HORMEL FOODS CORP COM 44045210 14,458 742,200 SH SOLE 0 742,200 HOSPITALITY PPTYS TCOM 44106M10 1,101 41,707 SH SOLE 0 41,707 HOST MARRIOTT CORP COM 44107P10 10,880 931,507 SH SOLE 0 931,507 HOT TOPIC INC COM 44133910 2,775 99,100 SH SOLE 0 99,100 HOTEL RESERVATIONS CL A 44145110 1,375 53,400 SH SOLE 0 53,400 HOTJOBS COM INC COM 44147410 240 47,400 SH SOLE 0 47,400 HOUGHTON MIFFLIN COCOM 44156010 7,207 156,649 SH SOLE 0 156,649 HOUSEHOLD INTL INC COM 44181510 63,203 1,066,893 SH SOLE 0 1,066,893 HOUSTON EXPL CO COM 44212010 201 6,700 SH SOLE 0 6,700 HRPT PPTYS TR COM 40426W10 132 16,000 SH SOLE 0 16,000 HS RES INC COM 40429710 7,496 166,574 SH SOLE 0 166,574 HUANENG PWR INTL INADR 44330410 340 16,000 SH SOLE 0 16,000 HUBBELL INC CL B 44351020 7,477 320,900 SH SOLE 0 320,900 HUDSON CITY BANCORPCOM 44368310 412 20,800 SH SOLE 0 20,800 HUDSON UNITED BANCOCOM 44416510 7,937 349,650 SH SOLE 0 349,650 HUFFY CORP COM 44435610 328 50,000 SH SOLE 0 50,000 HUGHES SUPPLY INC COM 44448210 2,094 143,241 SH SOLE 0 143,241 HUMAN GENOME SCIENCCOM 44490310 1,803 39,200 SH SOLE 0 39,200 HUMANA INC COM 44485910 1,178 112,359 SH SOLE 0 112,359 HUNT J B TRANS SVCSCOM 44565810 3,005 192,340 SH SOLE 0 192,340 HUNTINGTON BANCSHARCOM 44615010 2,186 153,399 SH SOLE 0 153,399 HUTCHINSON TECHNOLOCOM 44840710 8,202 549,100 SH SOLE 0 549,100 HYDRIL CO COM 44877410 945 41,300 SH SOLE 0 41,300 HYPERION SOLUTIONS COM 44914M10 3,462 214,675 SH SOLE 0 214,675 I2 TECHNOLOGIES INCCOM 46575410 1,812 124,990 SH SOLE 0 124,990 IBIS TECHNOLOGY CORCOM 45090910 358 13,000 SH SOLE 0 13,000 IBP INC COM 44922310 11,383 694,100 SH SOLE 0 694,100 ICICI LTD ADR 44926P20 3,770 320,826 SH SOLE 0 320,826 ICN PHARMACEUTICALSCOM 44892410 12,777 502,450 SH SOLE 0 502,450 IDACORP INC COM 45110710 8,131 212,800 SH SOLE 0 212,800 IDEC PHARMACEUTICALCOM 44937010 34,344 858,600 SH SOLE 0 858,600 IDEX CORP COM 45167R10 4,449 153,533 SH SOLE 0 153,533 IDEXX LABS INC COM 45168D10 4,834 220,376 SH SOLE 0 220,376 IDT CORP COM 44894710 203 10,000 SH SOLE 0 10,000 IDX SYS CORP COM 44949110 345 19,100 SH SOLE 0 19,100 IHOP CORP COM 44962310 2,085 104,256 SH SOLE 0 104,256 IKON OFFICE SOLUTIOCOM 45171310 265 46,474 SH SOLE 0 46,474 ILEX ONCOLOGY INC COM 45192310 558 36,600 SH SOLE 0 36,600 ILLINOIS TOOL WKS ICOM 45230810 21,545 379,048 SH SOLE 0 379,048 ILLUMINA INC COM 45232710 378 53,500 SH SOLE 0 53,500 ILLUMINET HLDGS INCCOM 45233410 4,870 236,848 SH SOLE 0 236,848 I-MANY INC COM 44973Q10 2,990 262,900 SH SOLE 0 262,900 IMATION CORP COM 45245A10 4,875 217,326 SH SOLE 0 217,326 IMC GLOBAL INC COM 44966910 7,563 614,900 SH SOLE 0 614,900 IMCLONE SYS INC COM 45245W10 617 18,600 SH SOLE 0 18,600 IMCO RECYCLING INC COM 44968110 337 74,800 SH SOLE 0 74,800 IMMUNE RESPONSE CORCOM 45252T10 373 147,500 SH SOLE 0 147,500 IMMUNEX CORP NEW COM 45252810 5,603 391,500 SH SOLE 0 391,500 IMMUNOGEN INC COM 45253H10 278 20,800 SH SOLE 0 20,800 IMPATH INC COM 45255G10 5,922 127,700 SH SOLE 0 127,700 IMS HEALTH INC COM 44993410 3,259 130,877 SH SOLE 0 130,877 INAMED CORP COM 45323510 2,375 100,000 SH SOLE 0 100,000 INCO LTD COM 45325840 1,694 114,224 SH SOLE 0 114,224 INCYTE GENOMICS INCCOM 45337CAC 1,289 1,947,000 SH SOLE 0 1,947,000 INCYTE GENOMICS INCCOM 45337C10 5,276 343,700 SH SOLE 0 343,700 INDEPENDENCE CMNTY COM 45341410 759 43,553 SH SOLE 0 43,553 INDUSTRIE NATUZZI SADR 45647810 2,457 193,500 SH SOLE 0 193,500 INDYMAC BANCORP INCCOM 45660710 14,853 516,800 SH SOLE 0 516,800 INFINEON TECHNOLOGIADR 45662N10 731 19,300 SH SOLE 0 19,300 INFOCUS CORP COM 45665B10 4,359 266,200 SH SOLE 0 266,200 INFONAUTICS CORP CL A 45666210 55 70,000 SH SOLE 0 70,000 INFORMATICA CORP COM 45666Q10 233 17,520 SH SOLE 0 17,520 INFORMATION HLDGS ICOM 45672710 2,326 108,700 SH SOLE 0 108,700 INFORMATION RES INCCOM 45690510 920 141,500 SH SOLE 0 141,500 INFORMAX INC COM 45677N20 81 18,000 SH SOLE 0 18,000 INFORMIX CORP COM 45677910 9,952 1,840,850 SH SOLE 0 1,840,850 INGERSOLL-RAND CO COM 45686610 8,868 223,317 SH SOLE 0 223,317 INHALE THERAPEUTIC COM 45719110 1,320 61,750 SH SOLE 0 61,750 INKINE PHARMACEUTICCOM 45721410 645 120,700 SH SOLE 0 120,700 INNKEEPERS USA TR COM 4576J010 165 14,775 SH SOLE 0 14,775 INNOVATIVE SOLUTIONCOM 45769N10 9,973 767,192 SH SOLE 0 767,192 INNOVEX INC COM 45764710 361 73,200 SH SOLE 0 73,200 INPUT/OUTPUT INC COM 45765210 4,831 516,724 SH SOLE 0 516,724 INSIGHT COMMUNICATICL A 45768V10 7,249 273,537 SH SOLE 0 273,537 INSIGHT ENTERPRISESCOM 45765U10 4,383 207,461 SH SOLE 0 207,461 INSIGNIA FINL GROUPCOM 45767A10 791 67,000 SH SOLE 0 67,000 INSITUFORM TECHNOLOCL A 45766710 5,122 157,006 SH SOLE 0 157,006 INSURANCE AUTO AUCTCOM 45787510 701 57,200 SH SOLE 0 57,200 INTEGRATED CIRCUIT COM 45811K20 1,589 99,300 SH SOLE 0 99,300 INTEGRATED DEVICE TCOM 45811810 18,536 626,000 SH SOLE 0 626,000 INTEGRATED ELECTRICCOM 45811E10 428 75,000 SH SOLE 0 75,000 INTEGRATED SILICON COM 45812P10 2,187 168,200 SH SOLE 0 168,200 INTEL CORP COM 45814010 115,147 4,376,133 SH SOLE 0 4,376,133 INTER TEL INC COM 45837210 1,575 154,600 SH SOLE 0 154,600 INTERACT COMM CORP COM 45839Y10 234 19,900 SH SOLE 0 19,900 INTERCEPT GROUP INCCOM 45845L10 802 31,300 SH SOLE 0 31,300 INTERFACE INC CL A 45866510 1,947 283,200 SH SOLE 0 283,200 INTERMAGNETICS GEN COM 45877110 1,820 75,063 SH SOLE 0 75,063 INTERMEDIA COMMUNICCOM 45880110 5,268 303,168 SH SOLE 0 303,168 INTERMET CORP COM 45881K10 341 124,000 SH SOLE 0 124,000 INTERNATIONAL BANCSCOM 45904410 827 21,625 SH SOLE 0 21,625 INTERNATIONAL BUSINCOM 45920010 111,049 1,154,600 SH SOLE 0 1,154,600 INTERNATIONAL FIBERCOM 45950T10 629 162,400 SH SOLE 0 162,400 INTERNATIONAL FLAVOCOM 45950610 1,237 56,064 SH SOLE 0 56,064 INTERNATIONAL GAME COM 45990210 23,282 462,400 SH SOLE 0 462,400 INTERNATIONAL MULTICOM 46004310 3,711 192,800 SH SOLE 0 192,800 INTERNATIONAL RECTICOM 46025410 18,152 448,200 SH SOLE 0 448,200 INTERNATIONAL SPEEDCL A 46033520 11,067 298,600 SH SOLE 0 298,600 INTERNET CAP GROUP COM 46059CAA 1,251 4,635,000 SH SOLE 0 4,635,000 INTERNET SEC SYS INCOM 46060X10 590 21,560 SH SOLE 0 21,560 INTERPUBLIC GROUP CCOM 46069010 11,832 344,463 SH SOLE 0 344,463 INTERSIL HLDG CORP CL A 46069S10 1,237 67,100 SH SOLE 0 67,100 INTERSTATE BAKERIESCOM 46072H10 4,193 274,437 SH SOLE 0 274,437 INTERVOICE-BRITE INCOM 46114210 1,307 160,800 SH SOLE 0 160,800 INTERWAVE COMMUNCTNCOM G4911N10 78 67,400 SH SOLE 0 67,400 INTERWOVEN INC COM 46114T10 677 67,300 SH SOLE 0 67,300 INTIMATE BRANDS INCCL A 46115610 763 51,920 SH SOLE 0 51,920 INTL PAPER CO COM 46014610 11,439 317,044 SH SOLE 0 317,044 INTRANET SOLUTIONS COM 46093930 3,279 137,000 SH SOLE 0 137,000 INTRUSION COM INC COM 46121E10 230 57,500 SH SOLE 0 57,500 INTUIT COM 46120210 6,102 219,876 SH SOLE 0 219,876 INVACARE CORP COM 46120310 6,873 173,914 SH SOLE 0 173,914 INVESTMENT TECHNOLOCOM 46145F10 15,402 300,817 SH SOLE 0 300,817 INVESTORS FINL SERVCOM 46191510 13,419 228,900 SH SOLE 0 228,900 INVITROGEN CORP COM 46185R10 2,282 41,600 SH SOLE 0 41,600 IOMEGA CORP COM 46203010 613 166,500 SH SOLE 0 166,500 IONICS INC COM 46221810 2,908 111,845 SH SOLE 0 111,845 IRON MTN INC PA COM 46284610 14,223 371,160 SH SOLE 0 371,160 IRT PPTY CO COM 45005810 126 13,669 SH SOLE 0 13,669 ISHARES INC COM 46428680 2,984 178,700 SH SOLE 0 178,700 ISHARES TR COM 46428740 3,129 52,698 SH SOLE 0 52,698 ISHARES TR COM 46428764 4,318 78,800 SH SOLE 0 78,800 ISHARES TR COM 46428780 9,176 90,400 SH SOLE 0 90,400 ISLE OF CAPRI CASINCOM 46459210 2,816 266,600 SH SOLE 0 266,600 ISTAR FINL INC COM 45031U10 3,417 148,100 SH SOLE 0 148,100 I-STAT CORP COM 45031210 1,107 55,700 SH SOLE 0 55,700 ITC DELTACOM INC COM 45031T10 295 50,200 SH SOLE 0 50,200 ITRON INC COM 46574110 888 74,800 SH SOLE 0 74,800 ITT EDUCATIONAL SERCOM 45068B10 344 12,700 SH SOLE 0 12,700 ITT INDS INC IND COM 45091110 5,461 140,920 SH SOLE 0 140,920 IVAX CORP COM 46582310 33,389 1,059,980 SH SOLE 0 1,059,980 IVILLAGE INC COM 46588H10 30 60,000 SH SOLE 0 60,000 IXIA COM 45071R10 820 64,000 SH SOLE 0 64,000 J & J SNACK FOODS CCOM 46603210 693 41,200 SH SOLE 0 41,200 J D EDWARDS & CO COM 28166710 189 19,400 SH SOLE 0 19,400 J JILL GROUP INC COM 46618910 805 46,000 SH SOLE 0 46,000 J P MORGAN CHASE & COM 46625H10 86,781 1,932,765 SH SOLE 0 1,932,765 JABIL CIRCUIT INC COM 46631310 3,542 163,834 SH SOLE 0 163,834 JACK IN THE BOX INCCOM 46636710 7,367 245,990 SH SOLE 0 245,990 JACOBS ENGR GROUP ICOM 46981410 8,390 144,658 SH SOLE 0 144,658 JAKKS PAC INC COM 47012E10 933 87,800 SH SOLE 0 87,800 JDA SOFTWARE GROUP COM 46612K10 181 15,820 SH SOLE 0 15,820 JDN RLTY CORP COM 46591710 662 58,576 SH SOLE 0 58,576 JDS UNIPHASE CORP COM 46612J10 25,568 1,386,724 SH SOLE 0 1,386,724 JEFFERIES GROUP INCCOM 47231910 3,884 134,638 SH SOLE 0 134,638 JEFFERSON PILOT CORCOM 47507010 9,179 135,202 SH SOLE 0 135,202 JLG INDS INC COM 46621010 3,020 232,342 SH SOLE 0 232,342 JO-ANN STORES INC CL A 47758P10 1,491 338,800 SH SOLE 0 338,800 JO-ANN STORES INC CL B 47758P20 972 281,700 SH SOLE 0 281,700 JOHNSON & JOHNSON COM 47816010 83,717 957,089 SH SOLE 0 957,089 JOHNSON CTLS INC COM 47836610 9,181 146,986 SH SOLE 0 146,986 JONES APPAREL GROUPCOM 48007410 27,672 732,056 SH SOLE 0 732,056 JUNIPER NETWORKS INCOM 48203RAA 1,651 2,285,000 SH SOLE 0 2,285,000 JUNIPER NETWORKS INCOM 48203R10 11,437 301,300 SH SOLE 0 301,300 K MART CORP COM 48258410 3,620 385,114 SH SOLE 0 385,114 K V PHARMACEUTICAL CL B 48274010 524 26,400 SH SOLE 0 26,400 K V PHARMACEUTICAL CL A 48274020 5,333 270,827 SH SOLE 0 270,827 K2 INC COM 48273210 767 87,700 SH SOLE 0 87,700 KAISER ALUMINUM CORCOM 48300710 382 100,000 SH SOLE 0 100,000 KAMAN CORP CL A 48354810 2,106 128,583 SH SOLE 0 128,583 KANSAS CITY PWR & LCOM 48513410 8,342 339,100 SH SOLE 0 339,100 KAYDON CORP COM 48658710 4,414 163,620 SH SOLE 0 163,620 KB HOME COM 48666K10 1,942 59,491 SH SOLE 0 59,491 KEANE INC COM 48666510 5,966 458,900 SH SOLE 0 458,900 KEITHLEY INSTRS INCCOM 48758410 1,802 111,250 SH SOLE 0 111,250 KELLOGG CO COM 48783610 17,382 643,075 SH SOLE 0 643,075 KELLWOOD CO COM 48804410 2,982 143,719 SH SOLE 0 143,719 KELLY SVCS INC CL A 48815220 4,513 191,400 SH SOLE 0 191,400 KEMET CORP COM 48836010 11,665 688,600 SH SOLE 0 688,600 KENDLE INTERNATIONACOM 48880L10 503 40,000 SH SOLE 0 40,000 KENNAMETAL INC COM 48917010 7,150 260,000 SH SOLE 0 260,000 KENSEY NASH CORP COM 49005710 1,566 134,700 SH SOLE 0 134,700 KENT ELECTRS CORP COM 49055310 5,715 317,504 SH SOLE 0 317,504 KERR MCGEE CORP COM 49238610 10,437 160,819 SH SOLE 0 160,819 KEY ENERGY SVCS INCCOM 49291410 852 79,600 SH SOLE 0 79,600 KEY PRODTN INC COM 49313810 2,998 144,500 SH SOLE 0 144,500 KEYCORP NEW COM 49326710 12,519 485,227 SH SOLE 0 485,227 KEYNOTE SYS INC COM 49330810 465 41,600 SH SOLE 0 41,600 KEYSPAN CORP COM 49337W10 5,982 156,898 SH SOLE 0 156,898 KILROY RLTY CORP COM 49427F10 1,692 63,099 SH SOLE 0 63,099 KIMBERLY CLARK CORPCOM 49436810 25,547 376,632 SH SOLE 0 376,632 KIMCO REALTY CORP COM 49446R10 15,453 359,363 SH SOLE 0 359,363 KINDER MORGAN INC KCOM 49455P10 4,702 88,391 SH SOLE 0 88,391 KING PHARMACEUTICALCOM 49558210 5,330 130,788 SH SOLE 0 130,788 KIRBY CORP COM 49726610 2,420 120,980 SH SOLE 0 120,980 KLA-TENCOR CORP COM 48248010 11,616 295,012 SH SOLE 0 295,012 KNIGHT RIDDER INC COM 49904010 3,500 65,158 SH SOLE 0 65,158 KNIGHT TRADING GROUCOM 49906310 1,012 69,200 SH SOLE 0 69,200 KOHLS CORP COM 50025510 67,210 1,089,486 SH SOLE 0 1,089,486 KOPIN CORP COM 50060010 1,827 317,700 SH SOLE 0 317,700 KOREA ELECTRIC PWR ADR 50063110 220 27,100 SH SOLE 0 27,100 KOREA TELECOM ADR 50063P10 10,865 467,916 SH SOLE 0 467,916 KORN FERRY INTL COM 50064320 3,517 209,700 SH SOLE 0 209,700 KOS PHARMACEUTICALSCOM 50064810 1,238 70,500 SH SOLE 0 70,500 KPMG CONSULTING INCCOM 48265R10 931 71,600 SH SOLE 0 71,600 KRISPY KREME DOUGHNCOM 50101410 2,077 57,700 SH SOLE 0 57,700 KROGER CO COM 50104410 15,173 588,334 SH SOLE 0 588,334 KROLL O GARA CO COM 50105010 585 108,900 SH SOLE 0 108,900 KRONOS INC COM 50105210 2,473 78,650 SH SOLE 0 78,650 K-SWISS INC CL A 48268610 1,504 58,700 SH SOLE 0 58,700 KULICKE & SOFFA INDCOM 50124210 5,523 407,254 SH SOLE 0 407,254 L-3 COMMUNICATIONS COM 50242410 14,637 185,400 SH SOLE 0 185,400 LA Z BOY INC COM 50533610 8,004 449,656 SH SOLE 0 449,656 LABOR READY INC COM 50540120 636 201,950 SH SOLE 0 201,950 LABORATORY CORP AMECOM 50540R40 4,882 40,600 SH SOLE 0 40,600 LABRANCHE & CO INC COM 50544710 11,645 362,110 SH SOLE 0 362,110 LACLEDE GAS CO COM 50558810 2,309 99,100 SH SOLE 0 99,100 LAM RESEARCH CORP COM 51280710 16,696 703,000 SH SOLE 0 703,000 LAMAR ADVERTISING CCL A 51281510 3,898 106,080 SH SOLE 0 106,080 LANCASTER COLONY COCOM 51384710 7,194 247,550 SH SOLE 0 247,550 LANCE INC COM 51460610 2,786 247,600 SH SOLE 0 247,600 LANDAMERICA FINL GRCOM 51493610 5,369 150,900 SH SOLE 0 150,900 LANDRYS SEAFOOD RESCOM 51508L10 2,891 254,700 SH SOLE 0 254,700 LANDS END INC COM 51508610 4,573 166,600 SH SOLE 0 166,600 LANDSTAR SYS INC COM 51509810 4,310 63,613 SH SOLE 0 63,613 LATTICE SEMICONDUCTCOM 51841510 13,075 718,900 SH SOLE 0 718,900 LAUDER ESTEE COS INCL A 51843910 2,415 66,300 SH SOLE 0 66,300 LAWSON PRODS INC COM 52077610 1,173 47,400 SH SOLE 0 47,400 LEAP WIRELESS INTL COM 52186310 1,061 37,800 SH SOLE 0 37,800 LEAR CORP COM 52186510 11,015 375,923 SH SOLE 0 375,923 LEE ENTERPRISES INCCOM 52376810 7,777 255,400 SH SOLE 0 255,400 LEGATO SYS INC COM 52465110 5,642 467,700 SH SOLE 0 467,700 LEGG MASON INC COM 52490110 15,354 364,696 SH SOLE 0 364,696 LEGGETT & PLATT INCCOM 52466010 2,372 123,339 SH SOLE 0 123,339 LEHMAN BROS HLDGS ICOM 52490810 15,643 249,486 SH SOLE 0 249,486 LENDINGTREE INC COM 52602Q10 132 37,000 SH SOLE 0 37,000 LENNAR CORP COM 52605710 19,587 491,385 SH SOLE 0 491,385 LENNOX INTL INC COM 52610710 2,959 287,265 SH SOLE 0 287,265 LEUCADIA NATL CORP COM 52728810 9,738 302,704 SH SOLE 0 302,704 LEVEL 3 COMMUNICATICOM 52729N10 1,072 61,700 SH SOLE 0 61,700 LEXENT INC COM 52886Q10 115 28,500 SH SOLE 0 28,500 LEXMARK INTL NEW CL A 52977110 2,672 58,689 SH SOLE 0 58,689 LIBBEY INC COM 52989810 3,255 109,004 SH SOLE 0 109,004 LIBERTY PPTY TR COM 53117210 46,534 1,647,805 SH SOLE 0 1,647,805 LIFEPOINT HOSPITALSCOM 53219L10 1,709 47,800 SH SOLE 0 47,800 LIGAND PHARMACEUTICCL B 53220K20 152 15,500 SH SOLE 0 15,500 LIGHTBRIDGE INC COM 53222610 505 44,113 SH SOLE 0 44,113 LIGHTSPAN INC COM 53226T10 94 50,000 SH SOLE 0 50,000 LILLIAN VERNON CORPCOM 53243010 310 42,400 SH SOLE 0 42,400 LILLY ELI & CO COM 53245710 55,398 722,644 SH SOLE 0 722,644 LIMITED INC COM 53271610 6,268 398,730 SH SOLE 0 398,730 LINCARE HLDGS INC COM 53279110 17,168 324,300 SH SOLE 0 324,300 LINCOLN ELEC HLDGS COM 53390010 537 24,968 SH SOLE 0 24,968 LINCOLN NATL CORP ICOM 53418710 7,450 175,422 SH SOLE 0 175,422 LINDSAY MFG CO COM 53555510 1,073 58,000 SH SOLE 0 58,000 LINEAR TECHNOLOGY CCOM 53567810 8,953 218,031 SH SOLE 0 218,031 LINENS N THINGS INCCOM 53567910 8,282 301,163 SH SOLE 0 301,163 LIQUID AUDIO INC COM 53631T10 149 61,000 SH SOLE 0 61,000 LITHIA MTRS INC CL A 53679710 1,762 117,100 SH SOLE 0 117,100 LITTELFUSE INC COM 53700810 2,644 105,226 SH SOLE 0 105,226 LITTON INDS INC COM 53802110 20,396 253,900 SH SOLE 0 253,900 LIZ CLAIBORNE INC COM 53932010 2,044 43,447 SH SOLE 0 43,447 LNR PPTY CORP COM 50194010 3,144 110,884 SH SOLE 0 110,884 LOCKHEED MARTIN CORCOM 53983010 11,003 308,648 SH SOLE 0 308,648 LODGENET ENTMT CORPCOM 54021110 215 14,700 SH SOLE 0 14,700 LOEWS CORP COM 54042410 7,020 118,158 SH SOLE 0 118,158 LO-JACK CORP COM 53945110 74 13,000 SH SOLE 0 13,000 LONE STAR STEAKHOUSCOM 54230710 1,296 139,633 SH SOLE 0 139,633 LONE STAR TECHNOLOGCOM 54231210 8,464 198,000 SH SOLE 0 198,000 LONGS DRUG STORES CCOM 54316210 833 28,175 SH SOLE 0 28,175 LONGVIEW FIBRE CO COM 54321310 3,667 282,049 SH SOLE 0 282,049 LOUIS DREYFUS NAT GCOM 54601110 10,444 282,276 SH SOLE 0 282,276 LOUISIANA PAC CORP COM 54634710 641 66,715 SH SOLE 0 66,715 LOWES COS INC COM 54866110 35,761 611,814 SH SOLE 0 611,814 LSI LOGIC CORP COM 502161AE 3,819 4,845,000 SH SOLE 0 4,845,000 LSI LOGIC CORP COM 50216110 4,066 258,519 SH SOLE 0 258,519 LTX CORP COM 50239210 2,500 133,800 SH SOLE 0 133,800 LUBRIZOL CORP COM 54927110 8,635 284,976 SH SOLE 0 284,976 LUBYS INC COM 54928210 832 109,500 SH SOLE 0 109,500 LUCENT TECHNOLOGIESCOM 54946310 23,300 2,337,048 SH SOLE 0 2,337,048 LUFKIN INDS INC COM 54976410 449 22,500 SH SOLE 0 22,500 LUMINENT INC COM 55027R10 287 108,000 SH SOLE 0 108,000 LUMINEX CORP DEL COM 55027E10 666 36,100 SH SOLE 0 36,100 LUXOTTICA GROUP S PADR 55068R20 9,830 648,000 SH SOLE 0 648,000 LYDALL INC DEL COM 55081910 804 77,300 SH SOLE 0 77,300 LYONDELL CHEMICAL CCOM 55207810 9,049 629,700 SH SOLE 0 629,700 M & T BK CORP COM 55261F10 37,991 543,500 SH SOLE 0 543,500 M D C HLDGS INC COM 55267610 4,747 120,630 SH SOLE 0 120,630 M S CARRIERS INC COM 55353310 3,197 104,400 SH SOLE 0 104,400 M SYS FLASH DISK PICOM M7061C10 441 62,500 SH SOLE 0 62,500 MACDERMID INC COM 55427310 2,829 156,496 SH SOLE 0 156,496 MACERICH CO COM 55438210 222 10,123 SH SOLE 0 10,123 MACK CALI RLTY CORPCOM 55448910 39,935 1,479,061 SH SOLE 0 1,479,061 MACROMEDIA INC COM 55610010 6,578 409,500 SH SOLE 0 409,500 MACROVISION CORP COM 55590410 14,097 323,600 SH SOLE 0 323,600 MADECO SA ADR 55630410 233 49,560 SH SOLE 0 49,560 MAF BANCORP INC COM 55261R10 3,258 119,001 SH SOLE 0 119,001 MAGNETEK INC COM 55942410 1,031 109,300 SH SOLE 0 109,300 MAGYAR TAVKOZLESI RADR 55977610 854 58,540 SH SOLE 0 58,540 MANDALAY RESORT GROCOM 56256710 8,575 429,400 SH SOLE 0 429,400 MANHATTAN ASSOCS INCOM 56275010 1,813 116,500 SH SOLE 0 116,500 MANITOWOC INC COM 56357110 3,287 132,525 SH SOLE 0 132,525 MANOR CARE INC NEW COM 56405510 1,340 65,691 SH SOLE 0 65,691 MANPOWER INC COM 56418H10 19,538 678,400 SH SOLE 0 678,400 MANUFACTURED HOME CCOM 56468210 3,436 127,269 SH SOLE 0 127,269 MANUGISTICS GROUP ICOM 56501110 1,978 108,000 SH SOLE 0 108,000 MAPINFO CORP COM 56510510 1,951 109,900 SH SOLE 0 109,900 MARCUS CORP COM 56633010 1,963 142,250 SH SOLE 0 142,250 MARINE DRILLING COSCOM 56824020 13,298 499,000 SH SOLE 0 499,000 MARKEL CORP COM 57053510 763 4,080 SH SOLE 0 4,080 MARRIOTT INTL INC NCL A 57190320 9,064 220,096 SH SOLE 0 220,096 MARSH & MCLENNAN COCOM 57174810 13,147 138,351 SH SOLE 0 138,351 MARSHALL & ILSLEY CCOM 57183410 30,329 574,300 SH SOLE 0 574,300 MARTEK BIOSCIENCES COM 57290110 296 19,100 SH SOLE 0 19,100 MARTHA STEWART LIVICL A 57308310 896 49,800 SH SOLE 0 49,800 MARTIN MARIETTA MATCOM 57328410 10,984 257,239 SH SOLE 0 257,239 MASCO CORP COM 57459910 7,557 313,052 SH SOLE 0 313,052 MASSEY ENERGY CORP COM 57620610 10,362 433,200 SH SOLE 0 433,200 MASTEC INC COM 57632310 3,445 255,000 SH SOLE 0 255,000 MATERIAL SCIENCIES COM 57667410 612 76,000 SH SOLE 0 76,000 MATRIX PHARMACEUTICCOM 57684410 918 102,000 SH SOLE 0 102,000 MATRIXONE INC COM 57685P30 1,827 107,100 SH SOLE 0 107,100 MATTEL INC COM 57708110 6,132 345,688 SH SOLE 0 345,688 MATTSON TECHNOLOGY COM 57722310 501 33,100 SH SOLE 0 33,100 MAVERICK TUBE CORP COM 57791410 1,030 50,000 SH SOLE 0 50,000 MAXIM INTEGRATED PRCOM 57772K10 8,912 214,292 SH SOLE 0 214,292 MAXIMUS INC COM 57793310 3,255 109,936 SH SOLE 0 109,936 MAXTOR CORP COM 57772920 94 13,460 SH SOLE 0 13,460 MAXXAM INC COM 57791310 468 36,000 SH SOLE 0 36,000 MAY DEPT STORES CO COM 57777810 13,273 374,087 SH SOLE 0 374,087 MAYORS JEWELERS INCCOM 57846210 384 93,100 SH SOLE 0 93,100 MAYTAG CORP COM 57859210 1,892 58,682 SH SOLE 0 58,682 MBIA INC COM 55262C10 7,148 88,600 SH SOLE 0 88,600 MBNA CORP COM 55262L10 67,070 2,026,297 SH SOLE 0 2,026,297 MCCLATCHY CO CL A 57948910 10,309 255,161 SH SOLE 0 255,161 MCCORMICK & CO INC COM 57978020 16,687 397,400 SH SOLE 0 397,400 MCDATA CORP CL A 58003120 210 11,109 SH SOLE 0 11,109 MCDERMOTT INTL INC COM 58003710 448 35,398 SH SOLE 0 35,398 MCDONALDS CORP COM 58013510 28,300 1,065,915 SH SOLE 0 1,065,915 MCGRAW HILL COS INCCOM 58064510 7,710 129,251 SH SOLE 0 129,251 MCKESSON HBOC INC COM 58155Q10 5,211 194,799 SH SOLE 0 194,799 MCLEODUSA INC CL A 58226610 4,353 501,079 SH SOLE 0 501,079 MCN ENERGY GROUP INCOM 55267J10 12,467 483,200 SH SOLE 0 483,200 MDU RES GROUP INC COM 55269010 15,575 436,032 SH SOLE 0 436,032 MEAD CORP COM 58283410 1,947 77,609 SH SOLE 0 77,609 MEADE INSTRUMENTS CCOM 58306210 768 186,300 SH SOLE 0 186,300 MEASUREMENT SPECIALCOM 58342110 2,551 132,800 SH SOLE 0 132,800 MEDAREX INC COM 58391610 407 24,400 SH SOLE 0 24,400 MEDIA GEN INC CL A 58440410 8,344 181,000 SH SOLE 0 181,000 MEDIACOM COMMUNICATCL A 58446K10 7,735 395,400 SH SOLE 0 395,400 MEDICIS PHARMACEUTICL A 58469030 7,792 173,852 SH SOLE 0 173,852 MEDIMMUNE INC COM 58469910 4,510 125,703 SH SOLE 0 125,703 MEDITRUST CORP COM 58501T30 390 95,661 SH SOLE 0 95,661 MEDQUIST INC COM 58494910 4,194 193,369 SH SOLE 0 193,369 MEDTRONIC INC COM 58505510 60,354 1,319,509 SH SOLE 0 1,319,509 MELLON FINL CORP COM 58551A10 15,974 394,227 SH SOLE 0 394,227 MEMBERWORKS INC COM 58600210 2,153 91,600 SH SOLE 0 91,600 MENS WEARHOUSE INC COM 58711810 5,179 239,982 SH SOLE 0 239,982 MENTOR CORP MINN COM 58718810 3,777 167,850 SH SOLE 0 167,850 MENTOR GRAPHICS CORCOM 58720010 10,766 522,000 SH SOLE 0 522,000 MERCANTILE BANKSHARCOM 58740510 17,009 459,700 SH SOLE 0 459,700 MERCK & CO INC COM 58933110 130,166 1,714,964 SH SOLE 0 1,714,964 MERCURY COMPUTER SYCOM 58937810 5,265 137,203 SH SOLE 0 137,203 MERCURY GENL CORP NCOM 58940010 335 10,313 SH SOLE 0 10,313 MERCURY INTERACTIVECOM 58940510 2,409 57,530 SH SOLE 0 57,530 MEREDITH CORP COM 58943310 1,057 30,283 SH SOLE 0 30,283 MERIDIAN BIOSCIENCECOM 58958410 33 13,000 SH SOLE 0 13,000 MERISTAR HOSPITALITCOM 58984Y10 2,672 133,580 SH SOLE 0 133,580 MERIX CORP COM 59004910 2,821 209,950 SH SOLE 0 209,950 MERRILL LYNCH & CO COM 59018810 37,272 672,774 SH SOLE 0 672,774 MESA AIR GROUP INC COM 59047910 2,152 256,900 SH SOLE 0 256,900 METASOLV INC COM 59139P10 540 38,200 SH SOLE 0 38,200 METAWAVE COMMUNICATCOM 59140910 1,011 163,400 SH SOLE 0 163,400 METHODE ELECTRS INCCL A 59152020 4,365 243,361 SH SOLE 0 243,361 METLIFE INC COM 59156R10 14,065 468,067 SH SOLE 0 468,067 METRIS COS INC COM 59159810 5,097 245,300 SH SOLE 0 245,300 METRO ONE TELECOMMUCOM 59163F10 331 10,100 SH SOLE 0 10,100 METTLER TOLEDO INTECOM 59268810 2,560 62,200 SH SOLE 0 62,200 MFC BANCORP LTD COM 55271X20 1,202 156,375 SH SOLE 0 156,375 MGI PHARMA INC COM 55288010 921 84,200 SH SOLE 0 84,200 MGIC INVT CORP WIS COM 55284810 9,603 140,361 SH SOLE 0 140,361 MICHAEL FOOD INC NECOM 59407910 2,765 92,556 SH SOLE 0 92,556 MICHAELS STORES INCCOM 59408710 28,882 964,754 SH SOLE 0 964,754 MICREL INC COM 59479310 13,371 478,600 SH SOLE 0 478,600 MICROCHIP TECHNOLOGCOM 59501710 20,542 811,534 SH SOLE 0 811,534 MICROMUSE INC COM 59509410 514 13,600 SH SOLE 0 13,600 MICRON TECHNOLOGY ICOM 59511210 26,719 643,374 SH SOLE 0 643,374 MICROS SYS INC COM 59490110 1,715 84,700 SH SOLE 0 84,700 MICROSEMI CORP COM 59513710 650 23,200 SH SOLE 0 23,200 MICROSOFT CORP COM 59491810 206,813 3,781,733 SH SOLE 0 3,781,733 MICROSTRATEGY INC CL A 59497210 111 38,500 SH SOLE 0 38,500 MICROTUNE INC DEL COM 59514P10 667 85,400 SH SOLE 0 85,400 MID ATLANTIC MED SVCOM 59523C10 6,338 312,200 SH SOLE 0 312,200 MIDAS GROUP INC COM 59562610 969 74,000 SH SOLE 0 74,000 MIDCAP SPDR TR COM 59563510 32,371 383,545 SH SOLE 0 383,545 MIDCOAST ENERGY RESCOM 59563W10 2,438 92,000 SH SOLE 0 92,000 MIDWAY AIRLS CORP COM 59812610 60 12,000 SH SOLE 0 12,000 MIDWAY GAMES INC COM 59814810 1,344 184,100 SH SOLE 0 184,100 MIDWEST EXPRESS HLDCOM 59791110 1,070 67,700 SH SOLE 0 67,700 MILACRON INC COM 59870910 3,934 217,224 SH SOLE 0 217,224 MILLENNIUM CHEMICALCOM 59990310 885 54,032 SH SOLE 0 54,032 MILLENNIUM PHARMACECOM 59990210 36,787 1,207,720 SH SOLE 0 1,207,720 MILLER HERMAN INC COM 60054410 11,604 501,800 SH SOLE 0 501,800 MILLIPORE CORP COM 60107310 807 17,441 SH SOLE 0 17,441 MINERALS TECHNOLOGICOM 60315810 4,929 141,043 SH SOLE 0 141,043 MINIMED INC COM 60365K10 10,041 345,500 SH SOLE 0 345,500 MINNESOTA MNG & MFGCOM 60405910 26,760 257,554 SH SOLE 0 257,554 MIPS TECHNOLOGIES ICL A 60456710 1,791 72,000 SH SOLE 0 72,000 MIPS TECHNOLOGIES ICL B 60456720 5,203 226,200 SH SOLE 0 226,200 MIRANT CORP COM 60467510 2,758 77,700 SH SOLE 0 77,700 MISSION WEST PPTYS COM 60520310 1,102 86,800 SH SOLE 0 86,800 MISSISSIPPI CHEM COCOM 60528820 495 147,349 SH SOLE 0 147,349 MITCHELL ENERGY & DCL A 60659220 698 13,300 SH SOLE 0 13,300 MKS INSTRUMENT INC COM 55306N10 412 22,000 SH SOLE 0 22,000 MOBILE MINI INC COM 60740F10 3,994 144,900 SH SOLE 0 144,900 MOBILE TELESYSTEMS ADR 60740910 2,011 77,354 SH SOLE 0 77,354 MODINE MFG CO COM 60782810 4,113 159,717 SH SOLE 0 159,717 MODIS PROFESSIONAL COM 60783010 2,490 541,295 SH SOLE 0 541,295 MOHAWK INDS INC COM 60819010 9,921 353,329 SH SOLE 0 353,329 MOLDFLOW CORP COM 60850710 695 37,000 SH SOLE 0 37,000 MOLECULAR DEVICES CCOM 60851C10 708 15,550 SH SOLE 0 15,550 MOLEX INC COM 60855410 1,096 31,060 SH SOLE 0 31,060 MOLEX INC CL A 60855420 2,517 90,500 SH SOLE 0 90,500 MONACO COACH CORP COM 60886R10 1,661 92,500 SH SOLE 0 92,500 MONDAVI ROBERT CORPCL A 60920010 1,031 23,000 SH SOLE 0 23,000 MONTANA POWER CO COM 61208510 8,364 593,200 SH SOLE 0 593,200 MONY GROUP INC COM 61533710 9,698 292,100 SH SOLE 0 292,100 MOODYS CORP COM 61536910 3,295 119,570 SH SOLE 0 119,570 MORGAN KEEGAN INC COM 61741010 3,976 146,993 SH SOLE 0 146,993 MORGAN STANLEY DEANCOM 61744644 48,155 900,090 SH SOLE 0 900,090 MORRISON MGMT SPECICOM 61845910 3,981 99,800 SH SOLE 0 99,800 MOTOROLA INC COM 62007610 35,592 2,495,909 SH SOLE 0 2,495,909 MRO SOFTWARE INC COM 55347W10 869 107,800 SH SOLE 0 107,800 MRV COMMUNICATIONS COM 55347710 502 72,100 SH SOLE 0 72,100 MSC INDL DIRECT INCCL A 55353010 208 13,000 SH SOLE 0 13,000 MSC SOFTWARE CORP COM 55353110 1,030 100,500 SH SOLE 0 100,500 MTS SYS CORP COM 55377710 229 25,200 SH SOLE 0 25,200 MUELLER INDS INC COM 62475610 5,142 171,178 SH SOLE 0 171,178 MURPHY OIL CORP COM 62671710 17,311 260,000 SH SOLE 0 260,000 MUTUAL RISK MGMT LTCOM 62835110 1,479 203,999 SH SOLE 0 203,999 MYERS INDS INC COM 62846410 1,423 105,429 SH SOLE 0 105,429 MYLAN LABS INC COM 62853010 17,330 670,400 SH SOLE 0 670,400 MYRIAD GENETICS INCCOM 62855J10 1,405 34,650 SH SOLE 0 34,650 NABORS INDS INC COM 62956810 4,954 95,566 SH SOLE 0 95,566 NANOMETRICS INC COM 63007710 1,114 70,700 SH SOLE 0 70,700 NASDAQ 100 TR COM 63110010 2,020 51,600 SH SOLE 0 51,600 NASH FINCH CO COM 63115810 975 56,100 SH SOLE 0 56,100 NATIONAL CITY CORP COM 63540510 13,976 522,469 SH SOLE 0 522,469 NATIONAL COMM BANCOCOM 63544910 29,047 1,170,655 SH SOLE 0 1,170,655 NATIONAL DATA CORP COM 63562110 4,330 185,458 SH SOLE 0 185,458 NATIONAL DENTEX CORCOM 63563H10 1,575 71,400 SH SOLE 0 71,400 NATIONAL FUEL GAS CCOM 63618010 12,318 229,900 SH SOLE 0 229,900 NATIONAL INFO CONSOCOM 63649110 111 32,000 SH SOLE 0 32,000 NATIONAL INSTRS CORCOM 63651810 8,854 271,400 SH SOLE 0 271,400 NATIONAL PENN BANCSCOM 63713810 481 20,000 SH SOLE 0 20,000 NATIONAL PRESTO INDCOM 63721510 1,018 34,000 SH SOLE 0 34,000 NATIONAL PROCESSINGCOM 63722910 2,294 123,400 SH SOLE 0 123,400 NATIONAL SEMICONDUCCOM 63764010 2,981 111,444 SH SOLE 0 111,444 NATIONAL SVC INDS ICOM 63765710 593 25,276 SH SOLE 0 25,276 NATIONAL-OILWELL INCOM 63707110 18,956 547,400 SH SOLE 0 547,400 NATIONWIDE FINL SVCCL A 63861210 649 17,100 SH SOLE 0 17,100 NATURAL MICROSYSTEMCOM 63888210 375 42,300 SH SOLE 0 42,300 NATURES SUNSHINE PRCOM 63902710 561 80,800 SH SOLE 0 80,800 NAUTICA ENTERPRISESCOM 63908910 3,896 217,200 SH SOLE 0 217,200 NAVISTAR INTL CORP COM 63934E10 1,014 44,490 SH SOLE 0 44,490 NBTY INC COM 62878210 2,840 334,114 SH SOLE 0 334,114 NCH CORP COM 62885010 2,910 61,100 SH SOLE 0 61,100 NCI BUILDING SYS INCOM 62885210 1,258 74,440 SH SOLE 0 74,440 NCO GROUP INC COM 62885810 7,344 287,300 SH SOLE 0 287,300 NCR CORP NEW COM 62886E10 5,541 141,957 SH SOLE 0 141,957 NEIMAN MARCUS GROUPCL A 64020420 9,683 297,030 SH SOLE 0 297,030 NELSON THOMAS INC COM 64037610 453 70,000 SH SOLE 0 70,000 NEOSE TECHNOLOGIES COM 64052210 2,457 100,300 SH SOLE 0 100,300 NETBANK INC COM 64093310 429 49,000 SH SOLE 0 49,000 NETEGRITY INC COM 64110P10 1,256 51,000 SH SOLE 0 51,000 NETIQ CORP COM 64115P10 756 40,065 SH SOLE 0 40,065 NETRATINGS INC COM 64116M10 191 17,000 SH SOLE 0 17,000 NETSOLVE INC COM 64115J10 5,053 721,876 SH SOLE 0 721,876 NETWORK APPLIANCE ICOM 64120L10 4,614 274,457 SH SOLE 0 274,457 NETWORK ENGINES INCCOM 64121A10 23 23,200 SH SOLE 0 23,200 NETWORK EQUIP TECHNCOM 64120810 471 110,885 SH SOLE 0 110,885 NETWORKS ASSOCS INCCOM 64093810 6,082 737,200 SH SOLE 0 737,200 NEUBERGER BERMAN INCOM 64123410 16,249 261,200 SH SOLE 0 261,200 NEUROCRINE BIOSCIENCOM 64125C10 297 14,400 SH SOLE 0 14,400 NEW ENGLAND BUSINESCOM 64387210 1,166 63,000 SH SOLE 0 63,000 NEW JERSEY RES COM 64602510 4,182 101,629 SH SOLE 0 101,629 NEW PLAN EXCEL RLTYCOM 64805310 382 23,860 SH SOLE 0 23,860 NEW YORK CMNTY BANCCOM 64944510 6,804 234,606 SH SOLE 0 234,606 NEW YORK TIMES CO CL A 65011110 4,746 115,852 SH SOLE 0 115,852 NEWELL RUBBERMAID ICOM 65122910 5,201 196,277 SH SOLE 0 196,277 NEWFIELD EXPL CO COM 65129010 11,310 324,062 SH SOLE 0 324,062 NEWHALL LAND & FARMCOM 65142610 1,295 50,800 SH SOLE 0 50,800 NEWMONT MINING CORPCOM 65163910 9,230 572,555 SH SOLE 0 572,555 NEWPARK RES INC COM 65171850 341 37,900 SH SOLE 0 37,900 NEWPORT CORP COM 65182410 6,829 233,400 SH SOLE 0 233,400 NEWPORT NEWS SHIPBUCOM 65222810 10,471 214,140 SH SOLE 0 214,140 NEWS CORP LTD ADR 65248770 8,739 278,317 SH SOLE 0 278,317 NEXTCARD INC COM 65332K10 775 75,200 SH SOLE 0 75,200 NEXTEL COMMUNICATIOCL A 65332V10 6,962 484,280 SH SOLE 0 484,280 NIAGARA MOHAWK HLDGCOM 65352010 1,706 100,942 SH SOLE 0 100,942 NICE SYS LTD ADR 65365610 209 20,900 SH SOLE 0 20,900 NICOR INC COM 65408610 2,522 67,677 SH SOLE 0 67,677 NIKE INC CL B 65410610 13,246 326,666 SH SOLE 0 326,666 NIKU CORP COM 65411310 200 74,500 SH SOLE 0 74,500 NISOURCE INC COM 65473P10 8,933 287,043 SH SOLE 0 287,043 NOBLE AFFILIATES INCOM 65489410 14,530 348,200 SH SOLE 0 348,200 NOBLE DRILLING CORPCOM 65504210 8,907 192,958 SH SOLE 0 192,958 NOKIA CORP ADR 65490220 14,542 605,900 SH SOLE 0 605,900 NORDSON CORP COM 65566310 4,576 176,016 SH SOLE 0 176,016 NORDSTROM INC COM 65566410 1,202 73,808 SH SOLE 0 73,808 NORFOLK SOUTHERN COCOM 65584410 4,113 245,677 SH SOLE 0 245,677 NORSK HYDRO A S ADR 65653160 865 21,000 SH SOLE 0 21,000 NORTEK INC COM 65655910 235 8,600 SH SOLE 0 8,600 NORTEL INVERSORA S ADR 65656740 139 11,700 SH SOLE 0 11,700 NORTEL NETWORKS CORCOM 65656810 34,450 2,451,930 SH SOLE 0 2,451,930 NORTH FORK BANCORPOCOM 65942410 23,935 922,360 SH SOLE 0 922,360 NORTHEAST UTILS COM 66439710 17,135 985,900 SH SOLE 0 985,900 NORTHERN TR CORP COM 66585910 9,384 150,148 SH SOLE 0 150,148 NORTHROP GRUMMAN COCOM 66680710 5,366 61,680 SH SOLE 0 61,680 NORTHWEST NAT GAS CCOM 66765510 3,179 132,459 SH SOLE 0 132,459 NORTHWESTERN CORP COM 66807410 6,230 254,268 SH SOLE 0 254,268 NOVA CORP GA COM 66978410 9,775 530,077 SH SOLE 0 530,077 NOVELL INC COM 67000610 942 188,497 SH SOLE 0 188,497 NOVELLUS SYS INC COM 67000810 9,432 232,527 SH SOLE 0 232,527 NOVEN PHARMACEUTICACOM 67000910 5,571 196,752 SH SOLE 0 196,752 NOVOSTE CORP COM 67010C10 848 48,300 SH SOLE 0 48,300 NPS PHARMACEUTICALSCOM 62936P10 1,008 48,000 SH SOLE 0 48,000 NRG ENERGY INC COM 62937710 262 7,200 SH SOLE 0 7,200 NSTAR COM 67019E10 11,536 301,200 SH SOLE 0 301,200 NTELOS INC COM 67019U10 2,297 119,300 SH SOLE 0 119,300 NUANCE COMMUNICATIOCOM 66996710 283 28,200 SH SOLE 0 28,200 NUCOR CORP COM 67034610 1,923 48,003 SH SOLE 0 48,003 NUEVO ENERGY CO COM 67050910 2,944 166,138 SH SOLE 0 166,138 NUI CORP COM 62943110 1,761 65,213 SH SOLE 0 65,213 NUMERICAL TECHNOLOGCOM 67053T10 267 27,000 SH SOLE 0 27,000 NVIDIA CORP COM 67066G10 28,929 445,600 SH SOLE 0 445,600 NVR INC COM 62944T10 9,784 60,022 SH SOLE 0 60,022 NYFIX INC COM 67071210 2,881 125,600 SH SOLE 0 125,600 O CHARLEYS INC COM 67082310 2,157 103,000 SH SOLE 0 103,000 O REILLY AUTOMOTIVECOM 68609110 5,171 259,354 SH SOLE 0 259,354 OAK TECHNOLOGY INC COM 67180210 1,105 187,100 SH SOLE 0 187,100 OAKLEY INC COM 67366210 546 30,700 SH SOLE 0 30,700 OCCIDENTAL PETE CORCOM 67459910 14,000 565,645 SH SOLE 0 565,645 OCEAN ENERGY INC TECOM 67481E10 16,879 1,019,850 SH SOLE 0 1,019,850 OCEANEERING INTL INCOM 67523210 2,486 115,637 SH SOLE 0 115,637 OFFICE DEPOT INC COM 67622010 2,050 234,269 SH SOLE 0 234,269 OFFICEMAX INC COM 67622M10 56 15,000 SH SOLE 0 15,000 OFFICIAL PMTS CORP COM 67623510 161 23,000 SH SOLE 0 23,000 OFFSHORE LOGISTICS COM 67625510 3,280 132,197 SH SOLE 0 132,197 OGE ENERGY CORP COM 67083710 10,047 437,000 SH SOLE 0 437,000 OHIO CAS CORP COM 67724010 3,093 328,800 SH SOLE 0 328,800 OIL STS INTL INC COM 67802610 546 48,500 SH SOLE 0 48,500 OLD KENT FINL CORP COM 67983310 3,197 84,132 SH SOLE 0 84,132 OLD REP INTL CORP COM 68022310 21,201 746,500 SH SOLE 0 746,500 OLIN CORP COM 68066520 6,231 305,582 SH SOLE 0 305,582 OM GROUP INC COM 67087210 8,519 159,977 SH SOLE 0 159,977 OMI CORP NEW COM Y6476W10 1,714 264,500 SH SOLE 0 264,500 OMNICARE INC COM 68190410 11,893 554,433 SH SOLE 0 554,433 OMNICOM GROUP INC COM 68191910 6,500 78,425 SH SOLE 0 78,425 OMNISKY CORP COM 68213L10 37 17,100 SH SOLE 0 17,100 OMNIVISION TECHNOLOCOM 68212810 72 20,900 SH SOLE 0 20,900 OMNOVA SOLUTIONS INCOM 68212910 1,550 233,400 SH SOLE 0 233,400 ON ASSIGNMENT INC COM 68215910 2,897 138,794 SH SOLE 0 138,794 ON SEMICONDUCTOR COCOM 68218910 671 125,500 SH SOLE 0 125,500 ON TECHNOLOGY CORP COM 68219P10 212 205,318 SH SOLE 0 205,318 ONEOK INC NEW COM 68268010 1,298 31,737 SH SOLE 0 31,737 ONLINE RES CORP COM 68273G10 70 40,000 SH SOLE 0 40,000 OPENTV CORP CL A G6754310 656 69,000 SH SOLE 0 69,000 OPENWAVE SYS INC COM 68371810 321 16,200 SH SOLE 0 16,200 OPLINK COMMUNICATIOCOM 68375Q10 79 21,100 SH SOLE 0 21,100 OPTICAL COMMUNICATICL A 68382T10 521 74,400 SH SOLE 0 74,400 OPTIMAL ROBOTICS COCL A 68388R20 3,151 120,900 SH SOLE 0 120,900 ORACLE CORP COM 68389X10 54,867 3,662,677 SH SOLE 0 3,662,677 ORAPHARMA INC COM 68554E10 695 88,934 SH SOLE 0 88,934 ORBITAL SCIENCES COCOM 68556410 1,100 183,400 SH SOLE 0 183,400 ORBOTECH LTD COM M7525310 2,657 85,550 SH SOLE 0 85,550 OREGON STL MLS INC COM 68607910 3,400 666,700 SH SOLE 0 666,700 ORGANOGENESIS INC COM 68590610 1,372 168,400 SH SOLE 0 168,400 ORION PWR HLDGS INCCOM 68628610 2,042 66,500 SH SOLE 0 66,500 ORTHALLIANCE INC CL A 68791310 635 307,800 SH SOLE 0 307,800 ORTHODONTIC CTRS AMCOM 68750P10 13,271 647,360 SH SOLE 0 647,360 ORTHOFIX INTL N V COM N6748L10 255 11,300 SH SOLE 0 11,300 OSHKOSH B GOSH INC CL A 68822220 1,515 59,400 SH SOLE 0 59,400 OSHKOSH TRUCK CORP COM 68823920 5,694 160,398 SH SOLE 0 160,398 OSTEOTECH INC COM 68858210 367 68,200 SH SOLE 0 68,200 OTG SOFTWARE INC COM 67105910 178 28,200 SH SOLE 0 28,200 OUTBACK STEAKHOUSE COM 68989910 10,856 426,400 SH SOLE 0 426,400 OVERSEAS SHIPHOLDINCOM 69036810 5,881 213,918 SH SOLE 0 213,918 OWENS & MINOR INC NCOM 69073210 3,504 211,982 SH SOLE 0 211,982 OWENS ILL INC COM 69076840 145 17,000 SH SOLE 0 17,000 OXFORD HEALTH PLANSCOM 69147110 16,261 607,900 SH SOLE 0 607,900 OXFORD INDS INC COM 69149730 652 36,000 SH SOLE 0 36,000 P F CHANGS CHINA BICOM 69333Y10 2,681 76,600 SH SOLE 0 76,600 P T TELEKOMUNIKASI ADR 71568410 395 85,000 SH SOLE 0 85,000 PACCAR INC COM 69371810 2,144 47,848 SH SOLE 0 47,848 PACIFIC CENTY FINL COM 69405810 11,109 584,700 SH SOLE 0 584,700 PACIFIC GULF PPTYS COM 69439610 850 150,430 SH SOLE 0 150,430 PACIFIC SUNWEAR CALCOM 69487310 9,636 350,412 SH SOLE 0 350,412 PACIFICARE HEALTH SCOM 69511210 6,983 280,722 SH SOLE 0 280,722 PACKAGING CORP AMERCOM 69515610 1,624 123,000 SH SOLE 0 123,000 PACKARD BIOSCIENCE COM 69517220 769 103,600 SH SOLE 0 103,600 PACTIV CORP COM 69525710 2,273 187,734 SH SOLE 0 187,734 PAC-WEST TELECOM INCOM 69371Y10 1,963 560,952 SH SOLE 0 560,952 PAIN THERAPEUTICS ICOM 69562K10 905 86,700 SH SOLE 0 86,700 PALL CORP COM 69642930 2,942 134,226 SH SOLE 0 134,226 PALM INC COM 69664210 2,308 274,580 SH SOLE 0 274,580 PANERA BREAD CO CL A 69840W10 1,931 72,200 SH SOLE 0 72,200 PAPA JOHNS INTL INCCOM 69881310 3,427 143,930 SH SOLE 0 143,930 PARADYNE NETWORKS ICOM 69911G10 99 59,544 SH SOLE 0 59,544 PARAGON TECHNOLOGIECOM 69912T10 638 84,000 SH SOLE 0 84,000 PARAMETRIC TECHNOLOCOM 69917310 3,529 389,443 SH SOLE 0 389,443 PAREXEL INTL CORP COM 69946210 1,629 131,000 SH SOLE 0 131,000 PARK ELECTROCHEMICACOM 70041620 3,672 162,457 SH SOLE 0 162,457 PARK PL ENTMT CORP COM 70069010 16,327 1,592,900 SH SOLE 0 1,592,900 PARKER DRILLING CO COM 70108110 81 12,642 SH SOLE 0 12,642 PARKER HANNIFIN CORCOM 70109410 6,883 173,299 SH SOLE 0 173,299 PARKWAY PPTYS INC COM 70159Q10 3,642 126,892 SH SOLE 0 126,892 PARTNER COMMUNICATIADR 70211M10 323 75,000 SH SOLE 0 75,000 PARTNERRE LTD COM G6852T10 808 16,400 SH SOLE 0 16,400 PATHMARK STORES INCCOM 70322A10 4,403 256,000 SH SOLE 0 256,000 PATINA OIL & GAS COCOM 70322410 3,252 121,800 SH SOLE 0 121,800 PATTERSON DENTAL COCOM 70341210 12,174 395,894 SH SOLE 0 395,894 PATTERSON ENERGY INCOM 70341410 2,796 88,400 SH SOLE 0 88,400 PAXAR CORP COM 70422710 2,750 219,998 SH SOLE 0 219,998 PAXSON COMMUNICATIOCOM 70423110 186 19,100 SH SOLE 0 19,100 PAYCHEX INC COM 70432610 10,539 284,351 SH SOLE 0 284,351 PAYLESS SHOESOURCE COM 70437910 9,248 148,559 SH SOLE 0 148,559 P-COM INC COM 69326210 519 405,377 SH SOLE 0 405,377 PC-TEL INC COM 69325Q10 1,025 136,700 SH SOLE 0 136,700 PECO II INC COM 70522110 433 35,700 SH SOLE 0 35,700 PEDIATRIX MED GROUPCOM 70532410 2,176 98,000 SH SOLE 0 98,000 PEGASUS COMMUNICATICL A 70590410 2,694 117,148 SH SOLE 0 117,148 PEGASUS SOLUTIONS ICOM 70590610 1,072 120,400 SH SOLE 0 120,400 PEGASYSTEMS INC COM 70557310 95 29,300 SH SOLE 0 29,300 PENFORD CORP COM 70705110 320 36,300 SH SOLE 0 36,300 PENN NATL GAMING INCOM 70756910 1,563 125,000 SH SOLE 0 125,000 PENN TREATY AMERN CCOM 70787410 2,047 201,250 SH SOLE 0 201,250 PENN VA CORP COM 70788210 231 6,200 SH SOLE 0 6,200 PENN-AMER GROUP INCCOM 70724710 559 53,500 SH SOLE 0 53,500 PENNEY J C INC COM 70816010 3,646 228,016 SH SOLE 0 228,016 PENNZOIL-QUAKER STACOM 70932310 6,062 432,999 SH SOLE 0 432,999 PENTAIR INC COM 70963110 8,498 333,500 SH SOLE 0 333,500 PENTON MEDIA INC COM 70966810 2,351 161,568 SH SOLE 0 161,568 PEOPLES BK BRIDGEPOCOM 71019810 1,880 73,000 SH SOLE 0 73,000 PEOPLES ENERGY CORPCOM 71103010 4,854 124,882 SH SOLE 0 124,882 PEOPLESOFT INC COM 71271310 5,681 242,411 SH SOLE 0 242,411 PEP BOYS MANNY MOE COM 71327810 1,587 260,626 SH SOLE 0 260,626 PEPSI BOTTLING GROUCOM 71340910 5,648 148,600 SH SOLE 0 148,600 PEPSIAMERICAS INC COM 71343P20 13,300 852,570 SH SOLE 0 852,570 PEPSICO INC COM 71344810 44,930 1,022,295 SH SOLE 0 1,022,295 PEREGRINE SYSTEMS ICOM 71366Q10 3,024 155,100 SH SOLE 0 155,100 PERFORMANCE FOOD GRCOM 71375510 11,589 220,738 SH SOLE 0 220,738 PERFORMANCE TECHNOLCOM 71376K10 362 26,000 SH SOLE 0 26,000 PERICOM SEMICONDUCTCOM 71383110 2,507 194,700 SH SOLE 0 194,700 PERKINELMER INC COM 71404610 2,764 52,689 SH SOLE 0 52,689 PERRIGO CO COM 71429010 5,778 585,103 SH SOLE 0 585,103 PER-SE TECHNOLOGIESCOM 71356930 106 18,000 SH SOLE 0 18,000 PERSONNEL GROUP AMECOM 715338AE 1,377 3,400,000 SH SOLE 0 3,400,000 PERUSAHAAN PERS INDADR 71568010 997 130,900 SH SOLE 0 130,900 PETROLEO BRASILEIROADR 71654V10 10,009 460,200 SH SOLE 0 460,200 PETROLEO BRASILEIROADR 71654V40 22,945 964,071 SH SOLE 0 964,071 PFF BANCORP INC COM 69331W10 233 10,180 SH SOLE 0 10,180 PFIZER INC COM 71708110 243,424 5,944,429 SH SOLE 0 5,944,429 PG&E CORP COM 69331C10 3,556 300,097 SH SOLE 0 300,097 PHARMACEUTICAL PRODCOM 71712410 9,627 228,539 SH SOLE 0 228,539 PHARMACIA CORP COM 71713U10 83,862 1,664,911 SH SOLE 0 1,664,911 PHARMACOPEIA INC COM 71713B10 2,022 113,100 SH SOLE 0 113,100 PHARMACYCLICS INC COM 71693310 497 22,100 SH SOLE 0 22,100 PHELPS DODGE CORP COM 71726510 2,247 55,926 SH SOLE 0 55,926 PHILADELPHIA CONS HCOM 71752810 1,569 56,800 SH SOLE 0 56,800 PHILADELPHIA SUBN CCOM 71800960 8,412 357,031 SH SOLE 0 357,031 PHILIP MORRIS COS ICOM 71815410 101,741 2,144,183 SH SOLE 0 2,144,183 PHILLIPS PETE CO COM 71850710 9,568 173,805 SH SOLE 0 173,805 PHILLIPS VAN HEUSENCOM 71859210 2,012 133,400 SH SOLE 0 133,400 PHOENIX TECHNOLOGY COM 71915310 2,209 159,200 SH SOLE 0 159,200 PHOTOMEDEX INC COM 71935810 287 56,050 SH SOLE 0 56,050 PHOTON DYNAMICS INCCOM 71936410 1,464 69,300 SH SOLE 0 69,300 PHOTRONICS INC COM 71940510 6,315 255,788 SH SOLE 0 255,788 PIEDMONT NAT GAS INCOM 72018610 5,725 161,264 SH SOLE 0 161,264 PIER 1 IMPORTS INC COM 72027910 9,026 694,288 SH SOLE 0 694,288 PINNACLE ENTMT INC COM 72345610 3,178 302,700 SH SOLE 0 302,700 PINNACLE HLDGS INC COM 72346N10 4,212 476,300 SH SOLE 0 476,300 PINNACLE SYS INC COM 72348110 3,036 359,865 SH SOLE 0 359,865 PINNACLE WEST CAP CCOM 72348410 6,869 149,748 SH SOLE 0 149,748 PIONEER NAT RES CO COM 72378710 8,927 568,627 SH SOLE 0 568,627 PIONEER STD ELECTRSCOM 72387710 2,455 200,409 SH SOLE 0 200,409 PITNEY BOWES INC COM 72447910 10,365 298,278 SH SOLE 0 298,278 PITTSTON CO COM 72570110 13,159 606,400 SH SOLE 0 606,400 PIVOTAL CORP COM 72581R10 171 15,000 SH SOLE 0 15,000 PIXELWORKS INC COM 72581M10 611 61,100 SH SOLE 0 61,100 PLACER DOME INC COM 72590610 1,674 193,494 SH SOLE 0 193,494 PLAINS RES INC COM 72654050 1,793 85,400 SH SOLE 0 85,400 PLANAR SYS INC COM 72690010 1,642 128,800 SH SOLE 0 128,800 PLANTRONICS INC NEWCOM 72749310 5,516 310,400 SH SOLE 0 310,400 PLEXUS CORP COM 72913210 8,741 341,100 SH SOLE 0 341,100 PMC-SIERRA INC COM 69344F10 7,595 307,002 SH SOLE 0 307,002 PMI GROUP INC COM 69344M10 22,074 339,700 SH SOLE 0 339,700 PNC FINL SVCS GROUPCOM 69347510 19,221 283,709 SH SOLE 0 283,709 POGO PRODUCING CO COM 73044810 8,020 271,770 SH SOLE 0 271,770 POHANG IRON & STL LADR 73045010 3,697 205,964 SH SOLE 0 205,964 POLARIS INDS INC COM 73106810 10,617 234,887 SH SOLE 0 234,887 POLAROID CORP COM 73109510 1,099 258,005 SH SOLE 0 258,005 POLYCOM INC COM 73172K10 6,423 519,000 SH SOLE 0 519,000 POLYMEDICA CORP COM 73173810 1,952 85,800 SH SOLE 0 85,800 POLYONE CORP COM 73179P10 5,125 563,135 SH SOLE 0 563,135 POMEROY COMPUTER RECOM 73182210 858 61,000 SH SOLE 0 61,000 POPE & TALBOT INC COM 73282710 945 76,247 SH SOLE 0 76,247 POST PPTYS INC COM 73746410 2,722 77,758 SH SOLE 0 77,758 POTLATCH CORP COM 73762810 597 18,675 SH SOLE 0 18,675 POTOMAC ELEC PWR COCOM 73767910 13,970 597,500 SH SOLE 0 597,500 POWER INTEGRATIONS COM 73927610 3,311 191,958 SH SOLE 0 191,958 POWER-ONE INC COM 73930810 1,790 123,500 SH SOLE 0 123,500 POWERWAVE TECHNOLOGCOM 73936310 4,736 347,600 SH SOLE 0 347,600 PPG INDS INC COM 69350610 8,292 179,919 SH SOLE 0 179,919 PPL CORP COM 69351T10 5,641 128,325 SH SOLE 0 128,325 PRAECIS PHARMACEUTICOM 73942110 512 25,700 SH SOLE 0 25,700 PRAXAIR INC COM 74005P10 7,270 162,825 SH SOLE 0 162,825 PRE PAID LEGAL SVCSCOM 74006510 1,171 113,046 SH SOLE 0 113,046 PRECISE SOFTWARE SOCOM M4145010 845 55,900 SH SOLE 0 55,900 PRECISION CASTPARTSCOM 74018910 12,449 376,678 SH SOLE 0 376,678 PRENTISS PPTYS TR COM 74070610 15,836 642,429 SH SOLE 0 642,429 PRESIDENTIAL LIFE CCOM 74088410 387 23,460 SH SOLE 0 23,460 PRESSTEK INC COM 74111310 371 34,100 SH SOLE 0 34,100 PRICE COMMUNICATIONCOM 74143730 10,779 626,315 SH SOLE 0 626,315 PRICE T ROWE GROUP COM 74144T10 3,891 124,280 SH SOLE 0 124,280 PRIDE INTL INC COM 74193210 9,578 403,098 SH SOLE 0 403,098 PRIMACOM AG ADR 74154N10 1,316 195,000 SH SOLE 0 195,000 PRIME GROUP REALTY COM 74158J10 1,969 141,075 SH SOLE 0 141,075 PRIME HOSPITALITY CCOM 74191710 2,524 233,750 SH SOLE 0 233,750 PRIME MED SVCS INC COM 74156D10 1,713 297,900 SH SOLE 0 297,900 PRIMEDIA INC COM 74157K10 630 99,956 SH SOLE 0 99,956 PRIORITY HEALTHCARECL B 74264T10 10,891 288,508 SH SOLE 0 288,508 PROCTER & GAMBLE COCOM 74271810 50,274 803,095 SH SOLE 0 803,095 PROFESSIONAL DETAILCOM 74312N10 580 9,400 SH SOLE 0 9,400 PROFIT RECOVERY GROCOM 74316810 1,464 234,300 SH SOLE 0 234,300 PROGRESS ENERGY INCCOM 74326310 9,950 231,018 SH SOLE 0 231,018 PROGRESS FINL CORP COM 74326610 350 47,407 SH SOLE 0 47,407 PROGRESS SOFTWARE CCOM 74331210 4,170 287,602 SH SOLE 0 287,602 PROGRESSIVE CORP OHCOM 74331510 4,835 49,819 SH SOLE 0 49,819 PROLOGIS TR COM 74341010 5,096 253,774 SH SOLE 0 253,774 PROMISTAR FINL CORPCOM 74342Y10 644 33,687 SH SOLE 0 33,687 PROTECTIVE LIFE CORCOM 74367410 10,965 357,500 SH SOLE 0 357,500 PROTEIN DESIGN LABSCOM 74369L10 12,651 284,300 SH SOLE 0 284,300 PROTON ENERGY SYS ICOM 74371K10 332 44,500 SH SOLE 0 44,500 PROVIDENT BANKSHARECOM 74385910 4,020 179,685 SH SOLE 0 179,685 PROVIDENT FINL GROUCOM 74386610 7,421 263,850 SH SOLE 0 263,850 PROVIDIAN FINL CORPCOM 74406A10 16,404 334,427 SH SOLE 0 334,427 PROVINCE HEALTHCARECOM 74397710 8,491 278,950 SH SOLE 0 278,950 PROXIM INC COM 74428410 1,948 193,624 SH SOLE 0 193,624 PS BUSINESS PKS INCCOM 69360J10 3,459 127,403 SH SOLE 0 127,403 PSS WORLD MED INC COM 69366A10 121 27,114 SH SOLE 0 27,114 PUBLIC STORAGE INC COM 74460D10 59,269 2,257,852 SH SOLE 0 2,257,852 PUBLIC STORAGE INC COM 74460D72 340 13,703 SH SOLE 0 13,703 PUBLIC SVC CO N MEXCOM 74449910 6,556 225,980 SH SOLE 0 225,980 PUBLIC SVC ENTERPRICOM 74457310 5,994 138,890 SH SOLE 0 138,890 PUGET ENERGY INC NECOM 74531010 10,515 459,588 SH SOLE 0 459,588 PULTE CORP COM 74586710 8,082 199,989 SH SOLE 0 199,989 QLOGIC CORP COM 74727710 3,731 165,811 SH SOLE 0 165,811 QRS CORP COM 74726X10 607 71,400 SH SOLE 0 71,400 QUAKER CHEM CORP COM 74731610 762 43,100 SH SOLE 0 43,100 QUAKER OATS CO COM 74740210 9,327 96,109 SH SOLE 0 96,109 QUALCOMM INC COM 74752510 24,584 434,155 SH SOLE 0 434,155 QUANEX CORP COM 74762010 1,515 84,400 SH SOLE 0 84,400 QUANTA SVCS INC COM 74762E10 10,081 451,650 SH SOLE 0 451,650 QUANTUM CORP COM 74790620 10,903 939,900 SH SOLE 0 939,900 QUANTUM CORP COM 74790630 4,928 466,700 SH SOLE 0 466,700 QUEST DIAGNOSTICS ICOM 74834L10 25,354 285,291 SH SOLE 0 285,291 QUEST SOFTWARE INC COM 74834T10 199 11,200 SH SOLE 0 11,200 QUESTAR CORP COM 74835610 11,818 431,300 SH SOLE 0 431,300 QUICKSILVER RESOURCCOM 74837R10 705 60,000 SH SOLE 0 60,000 QUIKSILVER INC COM 74838C10 3,571 134,500 SH SOLE 0 134,500 QUILMES INDL QUINSAADR 74838Y10 3,139 336,490 SH SOLE 0 336,490 QUINTILES TRANSNATICOM 74876710 5,929 314,100 SH SOLE 0 314,100 QUORUM HEALTH GROUPCOM 74908410 12,861 846,807 SH SOLE 0 846,807 QWEST COMMUNICATIONCOM 74912110 56,445 1,610,423 SH SOLE 0 1,610,423 R & G FINANCIAL CORCL B 74913610 165 10,000 SH SOLE 0 10,000 R G S ENERGY GROUP COM 74956K10 7,903 213,604 SH SOLE 0 213,604 R H DONNELLEY CORP COM 74955W30 2,230 76,900 SH SOLE 0 76,900 RADIAN GROUP INC COM 75023610 23,017 339,739 SH SOLE 0 339,739 RADIANT SYSTEMS INCCOM 75025N10 2,796 202,400 SH SOLE 0 202,400 RADIO ONE INC CL D 75040P40 3,406 221,500 SH SOLE 0 221,500 RADIOSHACK CORP COM 75043810 5,585 152,223 SH SOLE 0 152,223 RADISYS CORP COM 75045910 1,481 87,118 SH SOLE 0 87,118 RADVISION LTD COM M8186910 200 28,900 SH SOLE 0 28,900 RADWARE LTD COM M8187310 656 58,000 SH SOLE 0 58,000 RAINBOW TECHNOLOGIECOM 75086210 1,146 229,200 SH SOLE 0 229,200 RAIT INVT TR COM 74922710 2,965 215,000 SH SOLE 0 215,000 RALCORP HLDGS INC NCOM 75102810 4,061 226,875 SH SOLE 0 226,875 RALSTON PURINA CO COM 75127730 3,835 123,122 SH SOLE 0 123,122 RANGE RES CORP COM 75281A10 944 171,600 SH SOLE 0 171,600 RARE HOSPITALITY INCOM 75382010 3,478 139,800 SH SOLE 0 139,800 RATIONAL SOFTWARE CCOM 75409P20 22,534 1,269,500 SH SOLE 0 1,269,500 RAVISENT TECHNOLOGICOM 75444010 182 91,023 SH SOLE 0 91,023 RAWLINGS SPORTING GCOM 75445910 1,004 220,000 SH SOLE 0 220,000 RAYMOND JAMES FINANCOM 75473010 7,251 260,842 SH SOLE 0 260,842 RAYONIER INC COM 75490710 7,692 186,256 SH SOLE 0 186,256 RAYOVAC CORP COM 75508110 2,433 139,400 SH SOLE 0 139,400 RAYTHEON CO CL A 75511130 3,399 116,400 SH SOLE 0 116,400 RAYTHEON CO CL B 75511140 6,550 222,941 SH SOLE 0 222,941 READERS DIGEST ASSNCL A 75526710 15,183 552,500 SH SOLE 0 552,500 READ-RITE CORP COM 75524610 4,865 586,800 SH SOLE 0 586,800 RECKSON ASSOCS RLTYCOM 75621K10 10,722 480,792 SH SOLE 0 480,792 RECOTON CORP COM 75626810 4,451 369,000 SH SOLE 0 369,000 REDBACK NETWORKS INCOM 75720910 1,041 79,600 SH SOLE 0 79,600 REEBOK INTL LTD COM 75811010 15,159 609,790 SH SOLE 0 609,790 REGAL BELOIT CORP COM 75875010 1,851 111,200 SH SOLE 0 111,200 REGENCY CTRS CORP COM 75884910 341 13,626 SH SOLE 0 13,626 REGENERON PHARMACEUCOM 75886F10 4,076 183,727 SH SOLE 0 183,727 REGENT COMMUNICATIOCOM 75886510 459 65,900 SH SOLE 0 65,900 REGIONS FINL CORP COM 75894010 5,033 176,993 SH SOLE 0 176,993 REGIS CORP MINN COM 75893210 3,213 219,692 SH SOLE 0 219,692 REGISTER COM INC COM 75914G10 113 18,000 SH SOLE 0 18,000 REHABCARE GROUP INCCOM 75914810 4,682 113,650 SH SOLE 0 113,650 REINSURANCE GROUP ACOM 75935110 4,933 128,000 SH SOLE 0 128,000 RELIANCE STEEL & ALCOM 75950910 3,132 133,559 SH SOLE 0 133,559 RELIANT ENERGY INC COM 75952J10 10,018 221,394 SH SOLE 0 221,394 REMEC INC COM 75954310 2,209 220,900 SH SOLE 0 220,900 REMEDY CORP COM 75954810 5,095 264,691 SH SOLE 0 264,691 REMEDYTEMP INC CL A 75954910 155 13,300 SH SOLE 0 13,300 REMINGTON OIL & GASCOM 75959430 1,932 139,900 SH SOLE 0 139,900 RENAISSANCE RE HLDGCOM G7496G10 2,639 37,700 SH SOLE 0 37,700 RENAL CARE GROUP INCOM 75993010 13,886 517,755 SH SOLE 0 517,755 RENT A CTR INC NEW COM 76009N10 1,470 32,000 SH SOLE 0 32,000 REPUBLIC BANCORP INCOM 76028210 265 21,519 SH SOLE 0 21,519 REPUBLIC FIRST BANCCOM 76041610 53 10,000 SH SOLE 0 10,000 REPUBLIC SVCS INC COM 76075910 5,546 295,800 SH SOLE 0 295,800 RES-CARE INC COM 76094310 1,688 337,500 SH SOLE 0 337,500 RESEARCH IN MOTION COM 76097510 1,391 63,300 SH SOLE 0 63,300 RESMED INC COM 76115210 10,570 261,625 SH SOLE 0 261,625 RESOURCES CONNECTIOCOM 76122Q10 509 23,000 SH SOLE 0 23,000 RESPIRONICS INC COM 76123010 5,579 182,929 SH SOLE 0 182,929 RETEK INC COM 76128Q10 6,270 333,282 SH SOLE 0 333,282 REYNOLDS & REYNOLDSCL A 76169510 9,481 492,500 SH SOLE 0 492,500 REYNOLDS R J TOB HLCOM 76182K10 31,149 555,233 SH SOLE 0 555,233 RF MICRODEVICES INCCOM 74994110 11,338 970,100 SH SOLE 0 970,100 RICHARDSON ELECTRS COM 76316510 1,463 113,100 SH SOLE 0 113,100 RICHMOND CNTY FINL COM 76455610 2,172 73,948 SH SOLE 0 73,948 RIGGS NATL CORP WASCOM 76657010 2,329 146,700 SH SOLE 0 146,700 RIGHTCHOICE MANAGEDCOM 76657T10 472 13,900 SH SOLE 0 13,900 RLI CORP COM 74960710 2,038 49,900 SH SOLE 0 49,900 ROADWAY EXPRESS INCCOM 76974210 2,559 116,334 SH SOLE 0 116,334 ROBBINS & MYERS INCCOM 77019610 3,709 144,900 SH SOLE 0 144,900 ROBERT HALF INTL INCOM 77032310 1,564 70,000 SH SOLE 0 70,000 ROBOTIC VISION SYS COM 77107410 420 172,200 SH SOLE 0 172,200 ROCK OF AGES CORP CL A 77263210 582 119,300 SH SOLE 0 119,300 ROCKWELL INTL CORP COM 77390310 4,248 116,867 SH SOLE 0 116,867 ROGERS CORP COM 77513310 3,086 86,900 SH SOLE 0 86,900 ROHM & HAAS CO COM 77537110 6,897 223,869 SH SOLE 0 223,869 ROLLINS INC COM 77571110 3,105 160,900 SH SOLE 0 160,900 ROPER INDS INC NEW COM 77669610 7,079 197,732 SH SOLE 0 197,732 ROSLYN BANCORP INC COM 77816210 7,564 336,188 SH SOLE 0 336,188 ROSS STORES INC COM 77829610 29,537 1,575,300 SH SOLE 0 1,575,300 ROSTELECOM OPEN JT ADR 77852910 2,181 474,190 SH SOLE 0 474,190 ROUGE INDS INC DEL CL A 77908810 1,816 829,400 SH SOLE 0 829,400 ROUSE CO COM 77927310 918 35,500 SH SOLE 0 35,500 ROWAN COS INC COM 77938210 2,865 104,188 SH SOLE 0 104,188 ROYAL APPLIANCE MFGCOM 78007610 270 69,300 SH SOLE 0 69,300 ROYAL CARIBBEAN CRUCOM V7780T10 2,861 124,100 SH SOLE 0 124,100 ROYAL DUTCH PETE COCOM 78025780 92,525 1,668,920 SH SOLE 0 1,668,920 RPM INC OHIO COM 74968510 6,253 613,025 SH SOLE 0 613,025 RSA SEC INC COM 74971910 8,477 343,359 SH SOLE 0 343,359 RTI INTL METALS INCCOM 74973W10 2,083 154,900 SH SOLE 0 154,900 RUBY TUESDAY INC COM 78118210 7,365 375,584 SH SOLE 0 375,584 RUDDICK CORP COM 78125810 3,639 265,636 SH SOLE 0 265,636 RUDOLPH TECHNOLOGIECOM 78127010 2,758 79,500 SH SOLE 0 79,500 RURAL CELLULAR CORPCL A 78190410 4,295 159,450 SH SOLE 0 159,450 RUSS BERRIE & CO COM 78223310 2,598 103,000 SH SOLE 0 103,000 RUSSELL CORP COM 78235210 3,084 164,907 SH SOLE 0 164,907 RYANAIR HLDGS PLC ADR 78351310 5,620 126,300 SH SOLE 0 126,300 RYANS FAMILY STEAK COM 78351910 1,723 162,211 SH SOLE 0 162,211 RYDER SYS INC COM 78354910 1,342 74,584 SH SOLE 0 74,584 RYERSON TULL INC NECOM 78375P10 1,568 156,040 SH SOLE 0 156,040 RYLAND GROUP INC COM 78376410 3,843 92,593 SH SOLE 0 92,593 S & T BANCORP INC COM 78385910 1,157 50,000 SH SOLE 0 50,000 SABA SOFTWARE INC COM 78493210 367 68,300 SH SOLE 0 68,300 SABRE HLDGS CORP CL A 78590510 3,080 66,721 SH SOLE 0 66,721 SAFECO CORP COM 78642910 2,998 106,360 SH SOLE 0 106,360 SAFEGUARD SCIENTIFICOM 78644910 224 40,000 SH SOLE 0 40,000 SAFEWAY INC COM 78651420 61,332 1,112,094 SH SOLE 0 1,112,094 SAGA COMMUNICATIONSCL A 78659810 3,954 239,662 SH SOLE 0 239,662 SAKS INC COM 79377W10 10,081 775,437 SH SOLE 0 775,437 SALEM COMMUNICATIONCL A 79409310 3,667 225,661 SH SOLE 0 225,661 SALTON INC COM 79575710 2,123 139,700 SH SOLE 0 139,700 SAN JUAN BASIN RTY COM 79824110 1,243 81,000 SH SOLE 0 81,000 SANCHEZ COMPUTER ASCOM 79970210 1,313 178,000 SH SOLE 0 178,000 SANDISK CORP COM 80004C10 8,881 435,900 SH SOLE 0 435,900 SANGSTAT MED CORP COM 80100310 188 21,200 SH SOLE 0 21,200 SANMINA CORP COM 80090710 2,988 152,750 SH SOLE 0 152,750 SANTA FE INTL CORP COM G7805C10 842 25,900 SH SOLE 0 25,900 SANTANDER BANCORP COM 80280910 261 13,750 SH SOLE 0 13,750 SAPIENS INTL CORP NCOM N7716A10 14 16,700 SH SOLE 0 16,700 SAPIENT CORP COM 80306210 486 67,600 SH SOLE 0 67,600 SARA LEE CORP COM 80311110 7,341 340,174 SH SOLE 0 340,174 SAVVIS COMMUNICATIOCOM 80542310 19 43,500 SH SOLE 0 43,500 SAWTEK INC COM 80546810 5,442 305,500 SH SOLE 0 305,500 SBA COMMUNICATIONS COM 78388J10 4,325 273,493 SH SOLE 0 273,493 SBC COMMUNICATIONS COM 78387G10 139,204 3,119,066 SH SOLE 0 3,119,066 SBS BROADCASTING SACOM L8137F10 523 27,000 SH SOLE 0 27,000 SBS TECHNOLOGIES INCOM 78387P10 964 64,800 SH SOLE 0 64,800 SCANA CORP NEW COM 80589M10 15,792 581,649 SH SOLE 0 581,649 SCANSOURCE INC COM 80603710 398 11,700 SH SOLE 0 11,700 SCHEIN HENRY INC COM 80640710 2,560 69,665 SH SOLE 0 69,665 SCHERING PLOUGH CORCOM 80660510 34,423 942,315 SH SOLE 0 942,315 SCHLUMBERGER LTD COM 80685710 27,317 474,168 SH SOLE 0 474,168 SCHOLASTIC CORP COM 80706610 8,233 228,312 SH SOLE 0 228,312 SCHOOL SPECIALTY INCOM 80786310 2,443 113,300 SH SOLE 0 113,300 SCHULMAN A INC COM 80819410 1,916 160,466 SH SOLE 0 160,466 SCHWAB CHARLES CORPCOM 80851310 14,908 966,784 SH SOLE 0 966,784 SCHWEITZER-MAUDUIT COM 80854110 2,333 132,200 SH SOLE 0 132,200 SCI SYS INC COM 78389010 14,764 811,200 SH SOLE 0 811,200 SCIENTIFIC ATLANTA COM 80865510 8,366 201,149 SH SOLE 0 201,149 SCIOS INC COM 80890510 702 30,500 SH SOLE 0 30,500 SCM MICROSYSTEMS INCOM 78401810 1,183 76,600 SH SOLE 0 76,600 SCOTT TECHNOLOGIES COM 81002230 1,932 87,300 SH SOLE 0 87,300 SCOTTS CO CL A 81018610 6,709 176,309 SH SOLE 0 176,309 SCP POOL CORP COM 78402810 2,787 85,750 SH SOLE 0 85,750 SCPIE HLDGS INC COM 78402P10 930 45,800 SH SOLE 0 45,800 SEACHANGE INTL INC COM 81169910 2,500 186,050 SH SOLE 0 186,050 SEACOAST BKG CORP FCL A 81170710 934 32,200 SH SOLE 0 32,200 SEACOR SMIT INC COM 81190410 4,383 96,961 SH SOLE 0 96,961 SEALED AIR CORP NEWCOM 81211K10 1,923 57,696 SH SOLE 0 57,696 SEARS ROEBUCK & CO COM 81238710 13,207 374,461 SH SOLE 0 374,461 SECTOR SPDR TR ADR 81369Y30 19,262 779,200 SH SOLE 0 779,200 SECURE COMPUTING COCOM 81370510 258 26,800 SH SOLE 0 26,800 SECURITY CAP GROUP CL A 81413P10 101,388 97,723 SH SOLE 0 97,723 SECURITY CAP GROUP CL B 81413P20 192,451 9,274,724 SH SOLE 0 9,274,724 SEEBEYOND TECHNOLOGCOM 81570410 1,666 130,700 SH SOLE 0 130,700 SEI INVESTMENTS CO COM 78411710 21,391 685,900 SH SOLE 0 685,900 SEITEL INC COM 81607430 5,984 321,730 SH SOLE 0 321,730 SELECTICA INC COM 81628810 408 78,400 SH SOLE 0 78,400 SELECTIVE INS GROUPCOM 81630010 3,026 130,247 SH SOLE 0 130,247 SEMINIS INC CL A 81665810 114 67,500 SH SOLE 0 67,500 SEMITOOL INC COM 81690910 665 73,900 SH SOLE 0 73,900 SEMPRA ENERGY COM 81685110 6,347 272,638 SH SOLE 0 272,638 SEMTECH CORP COM 81685010 14,059 477,600 SH SOLE 0 477,600 SENSIENT TECHNOLOGICOM 81725T10 8,245 361,955 SH SOLE 0 361,955 SENSORMATIC ELECTRSCOM 81726510 10,413 548,027 SH SOLE 0 548,027 SEPRACOR INC COM 81731510 13,939 435,600 SH SOLE 0 435,600 SEQUA CORPORATION CL A 81732010 2,168 55,600 SH SOLE 0 55,600 SEQUENOM INC COM 81733710 252 29,700 SH SOLE 0 29,700 SERENA SOFTWARE INCCOM 81749210 218 23,900 SH SOLE 0 23,900 SEROLOGICALS CORP COM 81752310 270 20,000 SH SOLE 0 20,000 SERVICE CORP INTL COM 81756510 139 29,165 SH SOLE 0 29,165 SHAW GROUP INC COM 82028010 16,684 357,182 SH SOLE 0 357,182 SHERWIN WILLIAMS COCOM 82434810 2,828 111,005 SH SOLE 0 111,005 SHOPKO STORES INC COM 82491110 1,159 144,889 SH SOLE 0 144,889 SHUFFLE MASTER INC COM 82554910 327 13,000 SH SOLE 0 13,000 SHURGARD STORAGE CTCOM 82567D10 683 25,856 SH SOLE 0 25,856 SICOR INC COM 82584610 1,051 75,400 SH SOLE 0 75,400 SIEBEL SYS INC COM 82617010 9,544 350,877 SH SOLE 0 350,877 SIERRA HEALTH SVCS COM 82632210 608 133,250 SH SOLE 0 133,250 SIERRA PAC RES NEW COM 82642810 6,740 455,396 SH SOLE 0 455,396 SIGMA ALDRICH CORP COM 82655210 2,549 53,240 SH SOLE 0 53,240 SILICON GRAPHICS INCOM 82705610 105 26,756 SH SOLE 0 26,756 SILICON STORAGE TECCOM 82705710 600 69,120 SH SOLE 0 69,120 SILICON VY BANCSHARCOM 82706410 6,963 296,312 SH SOLE 0 296,312 SILICON VY GROUP INCOM 82706610 5,239 190,498 SH SOLE 0 190,498 SILICONWARE PRECISIADR 82708486 1,952 488,000 SH SOLE 0 488,000 SILVERLINE TECHNOLOADR 82840810 417 115,000 SH SOLE 0 115,000 SIMON PPTY GROUP INCOM 82880610 23,258 908,500 SH SOLE 0 908,500 SIMPSON MANUFACTURICOM 82907310 3,014 61,139 SH SOLE 0 61,139 SINCLAIR BROADCAST CL A 82922610 383 52,786 SH SOLE 0 52,786 SIPEX CORP COM 82990910 355 38,000 SH SOLE 0 38,000 SIRIUS SATELLITE RACOM 82966U10 1,856 149,200 SH SOLE 0 149,200 SIX FLAGS INC COM 83001P10 9,336 482,500 SH SOLE 0 482,500 SK TELECOM LTD ADR 78440P10 5,531 368,700 SH SOLE 0 368,700 SKY FINL GROUP INC COM 83080P10 944 55,313 SH SOLE 0 55,313 SKYLINE CORP COM 83083010 884 41,000 SH SOLE 0 41,000 SKYWEST INC COM 83087910 13,030 560,410 SH SOLE 0 560,410 SL GREEN RLTY CORP COM 78440X10 4,805 175,061 SH SOLE 0 175,061 SLI INC COM 78442T10 1,416 169,600 SH SOLE 0 169,600 SMARTFORCE PUB LTD ADR 83170A20 3,202 144,323 SH SOLE 0 144,323 SMITH A O COM 83186520 2,301 117,841 SH SOLE 0 117,841 SMITH CHARLES E RESCOM 83219710 11,429 251,232 SH SOLE 0 251,232 SMITH INTL INC COM 83211010 21,306 303,500 SH SOLE 0 303,500 SMITHFIELD FOODS INCOM 83224810 11,946 367,584 SH SOLE 0 367,584 SMUCKER J M CO COM 83269630 3,116 118,916 SH SOLE 0 118,916 SMURFIT-STONE CONTACOM 83272710 2,537 190,600 SH SOLE 0 190,600 SNAP ON INC COM 83303410 1,158 39,780 SH SOLE 0 39,780 SOLA INTL INC COM 83409210 1,042 115,700 SH SOLE 0 115,700 SOLECTRON CORP COM 83418210 10,336 543,706 SH SOLE 0 543,706 SOLUTIA INC COM 83437610 6,828 559,657 SH SOLE 0 559,657 SONIC CORP COM 83545110 3,808 151,943 SH SOLE 0 151,943 SONICBLUE INC COM 83546Q10 2,212 465,777 SH SOLE 0 465,777 SONOCO PRODS CO COM 83549510 11,459 532,960 SH SOLE 0 532,960 SONOSITE INC COM 83568G10 579 51,166 SH SOLE 0 51,166 SONUS NETWORKS INC COM 83591610 371 18,600 SH SOLE 0 18,600 SONY CORP ADR 83569930 1,243 17,200 SH SOLE 0 17,200 SOTHEBYS HLDGS INC CL A 83589810 5,860 318,974 SH SOLE 0 318,974 SOUTH FINL GROUP INCOM 83784110 3,702 259,761 SH SOLE 0 259,761 SOUTHERN CO COM 84258710 14,919 425,173 SH SOLE 0 425,173 SOUTHERN UN CO NEW COM 84403010 5,420 258,100 SH SOLE 0 258,100 SOUTHTRUST CORP COM 84473010 5,815 127,107 SH SOLE 0 127,107 SOUTHWEST AIRLS CO COM 84474110 17,178 967,775 SH SOLE 0 967,775 SOUTHWEST BANCORPORCOM 84476R10 6,566 209,274 SH SOLE 0 209,274 SOUTHWEST GAS CORP COM 84489510 3,392 162,685 SH SOLE 0 162,685 SOUTHWEST SECS GROUCOM 84522410 2,648 141,769 SH SOLE 0 141,769 SOUTHWESTERN ENERGYCOM 84546710 1,210 122,200 SH SOLE 0 122,200 SOVEREIGN BANCORP ICOM 84590510 11,616 1,371,595 SH SOLE 0 1,371,595 SOVRAN SELF STORAGECOM 84610H10 537 21,910 SH SOLE 0 21,910 SPACELABS MED INC COM 84624710 524 46,600 SH SOLE 0 46,600 SPANISH BROADCASTINCL A 84642588 355 54,580 SH SOLE 0 54,580 SPARTECH CORP COM 84722020 777 48,100 SH SOLE 0 48,100 SPDR TR COM 78462F10 188,151 1,612,400 SH SOLE 0 1,612,400 SPECTRASITE HLDGS ICOM 84760T10 1,750 405,902 SH SOLE 0 405,902 SPEEDFAM-IPEC INC COM 84770510 2,745 424,400 SH SOLE 0 424,400 SPEEDWAY MOTORSPORTCOM 84778810 2,007 77,200 SH SOLE 0 77,200 SPHERION CORP COM 84842010 2,207 318,025 SH SOLE 0 318,025 SPIEGEL INC CL A 84845710 323 46,200 SH SOLE 0 46,200 SPIEKER PPTYS INC COM 84849710 41,650 759,350 SH SOLE 0 759,350 SPINNAKER EXPL CO COM 84855W10 538 12,300 SH SOLE 0 12,300 SPORTSLINE COM INC COM 84893410 100 27,200 SH SOLE 0 27,200 SPRINGS INDS INC CL A 85178310 3,970 92,760 SH SOLE 0 92,760 SPRINT CORP COM 85206110 14,025 637,796 SH SOLE 0 637,796 SPRINT CORP COM 85206150 13,772 724,839 SH SOLE 0 724,839 SPS TECHNOLOGIES INCOM 78462610 2,996 66,488 SH SOLE 0 66,488 SPSS INC COM 78462K10 2,005 118,400 SH SOLE 0 118,400 SPX CORP COM 78463510 15,525 171,053 SH SOLE 0 171,053 ST JUDE MED INC COM 79084910 5,890 109,379 SH SOLE 0 109,379 ST MARY LD & EXPL CCOM 79222810 5,600 240,842 SH SOLE 0 240,842 ST PAUL COS INC COM 79286010 7,593 172,363 SH SOLE 0 172,363 STANCORP FINL GROUPCOM 85289110 1,805 42,880 SH SOLE 0 42,880 STANDARD MICROSYSTECOM 85362610 1,235 81,990 SH SOLE 0 81,990 STANDARD MTR PRODS COM 85366610 644 60,800 SH SOLE 0 60,800 STANDARD PAC CORP NCOM 85375C10 4,387 207,900 SH SOLE 0 207,900 STANDARD REGISTER CCOM 85388710 2,699 165,600 SH SOLE 0 165,600 STANDEX INTL CORP COM 85423110 1,363 59,400 SH SOLE 0 59,400 STANLEY WKS COM 85461610 1,690 51,281 SH SOLE 0 51,281 STAPLES INC COM 85503010 5,721 384,585 SH SOLE 0 384,585 STARBUCKS CORP COM 85524410 5,160 121,582 SH SOLE 0 121,582 STARMEDIA NETWORK ICOM 85554610 236 78,800 SH SOLE 0 78,800 STARTEK INC COM 85569C10 970 68,500 SH SOLE 0 68,500 STARWOOD HOTELS&RESCOM 85590A20 84,565 2,486,482 SH SOLE 0 2,486,482 STATE AUTO FINL CORCOM 85570710 255 16,800 SH SOLE 0 16,800 STATE STR CORP COM 85747710 7,294 78,096 SH SOLE 0 78,096 STATEN IS BANCORP ICOM 85755010 4,549 182,678 SH SOLE 0 182,678 STATION CASINOS INCCOM 85768910 3,644 263,900 SH SOLE 0 263,900 STEAK N SHAKE CO COM 85787310 1,198 139,254 SH SOLE 0 139,254 STEEL DYNAMICS INC COM 85811910 2,660 239,129 SH SOLE 0 239,129 STEEL TECHNOLOGIES COM 85814710 317 50,000 SH SOLE 0 50,000 STEELCASE INC CL A 85815520 257 21,200 SH SOLE 0 21,200 STEIN MART INC COM 85837510 2,539 232,175 SH SOLE 0 232,175 STEINER LEISURE LTDCOM P8744Y10 427 26,000 SH SOLE 0 26,000 STERICYCLE INC COM 85891210 1,960 43,923 SH SOLE 0 43,923 STERIS CORP COM 85915210 5,765 408,845 SH SOLE 0 408,845 STERLING BANCSHARESCOM 85890710 3,346 191,200 SH SOLE 0 191,200 STET HELLAS COMMUNIADR 85982310 122 13,200 SH SOLE 0 13,200 STEWART & STEVENSONCOM 86034210 6,977 320,762 SH SOLE 0 320,762 STILLWATER MNG CO COM 86074Q10 9,750 360,446 SH SOLE 0 360,446 STILWELL FINL INC COM 86083110 2,984 111,252 SH SOLE 0 111,252 STMICROELECTRONICS COM 86101210 1,633 47,800 SH SOLE 0 47,800 STONE ENERGY CORP COM 86164210 8,292 168,294 SH SOLE 0 168,294 STORAGE TECHNOLOGY COM 86211120 17,044 1,565,084 SH SOLE 0 1,565,084 STORAGE USA INC COM 86190710 1,327 40,745 SH SOLE 0 40,745 STORAGENETWORKS INCCOM 86211E10 125 11,400 SH SOLE 0 11,400 STRATOS LIGHTWAVE ICOM 86310010 760 76,000 SH SOLE 0 76,000 STRIDE RITE CORP COM 86331410 1,861 248,100 SH SOLE 0 248,100 STRUCTURAL DYNAMICSCOM 86355510 2,784 195,990 SH SOLE 0 195,990 STRYKER CORP COM 86366710 6,691 128,057 SH SOLE 0 128,057 STURM RUGER & CO INCOM 86415910 1,290 131,400 SH SOLE 0 131,400 SUIZA FOODS CORP COM 86507710 11,022 229,200 SH SOLE 0 229,200 SUMMIT PPTYS INC COM 86623910 1,874 76,500 SH SOLE 0 76,500 SUN BANCORP INC COM 86663B10 616 70,150 SH SOLE 0 70,150 SUN COMMUNITIES INCCOM 86667410 5,920 179,409 SH SOLE 0 179,409 SUN MICROSYSTEMS INCOM 86681010 51,560 3,354,578 SH SOLE 0 3,354,578 SUNGARD DATA SYS INCOM 86736310 43,160 876,700 SH SOLE 0 876,700 SUNOCO INC COM 86764P10 4,921 151,738 SH SOLE 0 151,738 SUNQUEST INFORMATIOCOM 86765410 304 24,600 SH SOLE 0 24,600 SUNRISE ASSISTED LICOM 86768K10 742 37,700 SH SOLE 0 37,700 SUNTRUST BKS INC COM 86791410 12,258 189,166 SH SOLE 0 189,166 SUPERGEN INC COM 86805910 360 34,900 SH SOLE 0 34,900 SUPERIOR ENERGY SVCCOM 86815710 353 32,500 SH SOLE 0 32,500 SUPERIOR INDS INTL COM 86816810 6,271 181,402 SH SOLE 0 181,402 SUPERIOR TELECOM INCOM 86836510 137 39,140 SH SOLE 0 39,140 SUPERTEX INC COM 86853210 1,168 92,500 SH SOLE 0 92,500 SUPERVALU INC COM 86853610 1,497 112,308 SH SOLE 0 112,308 SUSQUEHANNA BANCSHACOM 86909910 4,308 239,353 SH SOLE 0 239,353 SWIFT ENERGY CO COM 87073810 5,098 159,100 SH SOLE 0 159,100 SWIFT TRANSN CO COM 87075610 11,114 600,781 SH SOLE 0 600,781 SYBASE INC COM 87113010 8,917 575,300 SH SOLE 0 575,300 SYBRON DENTAL SPECICOM 87114210 3,725 177,400 SH SOLE 0 177,400 SYKES ENTERPRISES ICOM 87123710 1,185 216,700 SH SOLE 0 216,700 SYLVAN LEARNING SYSCOM 87139910 5,264 255,236 SH SOLE 0 255,236 SYMANTEC CORP COM 87150310 18,159 434,300 SH SOLE 0 434,300 SYMBOL TECHNOLOGIESCOM 87150810 4,114 117,876 SH SOLE 0 117,876 SYMMETRICOM INC COM 87154310 1,660 136,900 SH SOLE 0 136,900 SYMYX TECHNOLOGIES COM 87155S10 752 59,600 SH SOLE 0 59,600 SYNCOR INTL CORP DECOM 87157J10 7,931 245,916 SH SOLE 0 245,916 SYNOPSYS INC COM 87160710 16,478 351,064 SH SOLE 0 351,064 SYNOVUS FINL CORP COM 87161C10 4,696 173,930 SH SOLE 0 173,930 SYNPLICITY INC COM 87160Y10 1,438 104,100 SH SOLE 0 104,100 SYNQUEST INC COM 87160X10 654 129,100 SH SOLE 0 129,100 SYSCO CORP COM 87182910 10,741 405,174 SH SOLE 0 405,174 SYSTEMS & COMPUTER COM 87187310 1,464 159,300 SH SOLE 0 159,300 TAIWAN SEMICONDUCTOADR 87403910 18,433 945,260 SH SOLE 0 945,260 TAKE-TWO INTERACTIVCOM 87405410 672 47,100 SH SOLE 0 47,100 TALBOTS INC COM 87416110 391 9,200 SH SOLE 0 9,200 TALX CORP COM 87491810 518 21,000 SH SOLE 0 21,000 TANOX INC COM 87588Q10 295 15,200 SH SOLE 0 15,200 TARGET CORP COM 87612E10 35,764 991,236 SH SOLE 0 991,236 TARO PHARMACEUTICALCOM M8737E10 668 15,250 SH SOLE 0 15,250 TAUBMAN CTRS INC COM 87666410 5,646 468,537 SH SOLE 0 468,537 TBC CORP COM 87218010 629 103,700 SH SOLE 0 103,700 TCF FINL CORP COM 87227510 21,283 563,200 SH SOLE 0 563,200 TD WATERHOUSE GRP ICOM 87236210 755 69,900 SH SOLE 0 69,900 TECH DATA CORP COM 87823710 12,198 413,500 SH SOLE 0 413,500 TECHNE CORP COM 87837710 6,196 237,156 SH SOLE 0 237,156 TECHNITROL INC COM 87855510 4,843 194,574 SH SOLE 0 194,574 TECNOMATIX TECHNOLOCOM M8743P10 125 32,740 SH SOLE 0 32,740 TECO ENERGY INC COM 87237510 22,803 761,100 SH SOLE 0 761,100 TECUMSEH PRODS CO CL A 87889520 6,208 128,330 SH SOLE 0 128,330 TEKELEC COM 87910110 733 40,700 SH SOLE 0 40,700 TEKTRONIX INC COM 87913110 2,390 87,569 SH SOLE 0 87,569 TELE CELULAR SUL PAADR 87923810 269 15,100 SH SOLE 0 15,100 TELE NORTE LESTE PAADR 87924610 7,282 447,327 SH SOLE 0 447,327 TELECOMM ARGENTINA ADR 87927320 2,698 172,950 SH SOLE 0 172,950 TELECOMUNICACOES BRADR 87928730 1,546 31,974 SH SOLE 0 31,974 TELECORP PCS INC NECL A 87930010 545 36,172 SH SOLE 0 36,172 TELEDYNE TECHNOLOGICOM 87936010 2,199 157,103 SH SOLE 0 157,103 TELEFLEX INC COM 87936910 10,083 246,237 SH SOLE 0 246,237 TELEFONICA S A ADR 87938220 2,341 48,868 SH SOLE 0 48,868 TELEFONOS DE MEXICOADR 87940378 35,848 1,136,598 SH SOLE 0 1,136,598 TELEPHONE & DATA SYCOM 87943310 33,221 355,300 SH SOLE 0 355,300 TELESP CELULAR PARTADR 87952L10 1,524 102,900 SH SOLE 0 102,900 TELLABS INC COM 87966410 27,758 682,219 SH SOLE 0 682,219 TEMPLE INLAND INC COM 87986810 2,405 54,358 SH SOLE 0 54,358 TENET HEALTHCARE COCOM 88033G10 17,714 402,596 SH SOLE 0 402,596 TENNECO AUTOMOTIVE COM 88034910 488 174,109 SH SOLE 0 174,109 TERADYNE INC COM 88077010 11,351 343,980 SH SOLE 0 343,980 TERRA NETWORKS S A ADR 88100W10 180 19,500 SH SOLE 0 19,500 TETRA TECH INC NEW COM 88162G10 4,439 219,230 SH SOLE 0 219,230 TETRA TECHNOLOGIES COM 88162F10 2,916 144,000 SH SOLE 0 144,000 TEVA PHARMACEUTICALADR 88162420 7,458 136,530 SH SOLE 0 136,530 TEXACO INC COM 88169410 33,505 504,600 SH SOLE 0 504,600 TEXAS BIOTECHNOLOGYCOM 88221T10 146 28,900 SH SOLE 0 28,900 TEXAS INDS INC COM 88249110 3,120 107,471 SH SOLE 0 107,471 TEXAS INSTRS INC COM 88250810 59,491 1,920,304 SH SOLE 0 1,920,304 TEXAS REGL BANCSHARCL A 88267310 720 20,787 SH SOLE 0 20,787 TEXTRON INC COM 88320310 7,096 124,844 SH SOLE 0 124,844 THERAGENICS CORP COM 88337510 921 144,200 SH SOLE 0 144,200 THERMA-WAVE INC COM 88343A10 701 55,500 SH SOLE 0 55,500 THERMO ELECTRON CORCOM 88355610 2,724 121,155 SH SOLE 0 121,155 THERMOGENESIS CORP COM 88362320 273 95,000 SH SOLE 0 95,000 THOMAS & BETTS CORPCOM 88431510 651 37,511 SH SOLE 0 37,511 THOMAS GROUP INC COM 88440210 294 58,100 SH SOLE 0 58,100 THOMAS INDS INC COM 88442510 1,584 76,509 SH SOLE 0 76,509 THOR INDS INC COM 88516010 8,450 388,500 SH SOLE 0 388,500 THQ INC COM 87244340 6,606 173,850 SH SOLE 0 173,850 THREE FIVE SYS INC COM 88554L10 2,814 230,649 SH SOLE 0 230,649 TIBCO SOFTWARE INC COM 88632Q10 317 37,300 SH SOLE 0 37,300 TICKETMASTER CL B 88633P20 261 28,800 SH SOLE 0 28,800 TIDEWATER INC COM 88642310 15,313 338,788 SH SOLE 0 338,788 TIFFANY & CO NEW COM 88654710 5,723 210,002 SH SOLE 0 210,002 TIMBERLAND CO CL A 88710010 10,391 204,540 SH SOLE 0 204,540 TIME WARNER TELECOMCL A 88731910 764 21,000 SH SOLE 0 21,000 TIMKEN CO COM 88738910 602 38,450 SH SOLE 0 38,450 TITAN CORP COM 88826610 5,245 291,900 SH SOLE 0 291,900 TITAN INTL INC ILL COM 88830M10 359 101,200 SH SOLE 0 101,200 TITAN PHARMACEUTICACOM 88831410 564 25,400 SH SOLE 0 25,400 TITANIUM METALS CORCOM 88833910 788 87,100 SH SOLE 0 87,100 TJX COS INC NEW COM 87254010 13,332 416,630 SH SOLE 0 416,630 TMP WORLDWIDE INC COM 87294110 2,469 65,743 SH SOLE 0 65,743 TOLL BROTHERS INC COM 88947810 10,231 265,739 SH SOLE 0 265,739 TOLLGRADE COMMUNICACOM 88954210 1,450 56,300 SH SOLE 0 56,300 TOO INC COM 89033310 3,688 196,800 SH SOLE 0 196,800 TOOTSIE ROLL INDS ICOM 89051610 11,033 239,066 SH SOLE 0 239,066 TOPPS INC COM 89078610 430 42,500 SH SOLE 0 42,500 TORCHMARK CORP COM 89102710 5,486 141,281 SH SOLE 0 141,281 TORO CO COM 89109210 3,964 86,174 SH SOLE 0 86,174 TOSCO CORP COM 89149030 7,287 170,428 SH SOLE 0 170,428 TOWER AUTOMOTIVE INCOM 89170710 2,602 242,529 SH SOLE 0 242,529 TOYS R US INC COM 89233510 6,924 275,859 SH SOLE 0 275,859 TRAMMELL CROW CO COM 89288R10 2,292 192,600 SH SOLE 0 192,600 TRANSACTION SYS ARCCL A 89341610 1,393 194,600 SH SOLE 0 194,600 TRANSGENOMIC INC COM 89365K20 119 18,000 SH SOLE 0 18,000 TRANSKARYOTIC THERACOM 89373510 1,008 57,400 SH SOLE 0 57,400 TRANSMETA CORP DEL COM 89376R10 198 10,300 SH SOLE 0 10,300 TRANSOCEAN SEDCO FOCOM G9007810 15,865 365,971 SH SOLE 0 365,971 TRANSWITCH CORP COM 894065AB 1,667 2,560,000 SH SOLE 0 2,560,000 TRANSWITCH CORP COM 89406510 6,046 460,650 SH SOLE 0 460,650 TRAVELOCITY COM INCCOM 89395310 433 29,200 SH SOLE 0 29,200 TREDEGAR CORP COM 89465010 3,362 191,047 SH SOLE 0 191,047 TRENWICK GROUP LTD COM G9032C10 3,533 179,050 SH SOLE 0 179,050 TREX INC COM 89531P10 2,707 87,300 SH SOLE 0 87,300 TRIAD GTY INC COM 89592510 412 12,400 SH SOLE 0 12,400 TRIAD HOSPITALS INCCOM 89579K10 6,603 233,734 SH SOLE 0 233,734 TRIANGLE PHARMACEUTCOM 89589H10 607 105,600 SH SOLE 0 105,600 TRIARC COS INC CL A 89592710 2,781 113,063 SH SOLE 0 113,063 TRIBUNE CO NEW COM 89604710 8,533 209,439 SH SOLE 0 209,439 TRICON GLOBAL RESTACOM 89595310 2,372 62,104 SH SOLE 0 62,104 TRIGON HEALTHCARE ICOM 89618L10 15,465 300,300 SH SOLE 0 300,300 TRIMBLE NAVIGATION COM 89623910 2,916 153,956 SH SOLE 0 153,956 TRIMERIS INC COM 89626310 2,250 75,000 SH SOLE 0 75,000 TRINITY INDS INC COM 89652210 10,903 559,110 SH SOLE 0 559,110 TRIPATH TECHNOLOGY COM 89672P10 942 123,500 SH SOLE 0 123,500 TRIQUINT SEMICONDUCCOM 89674K10 6,415 433,100 SH SOLE 0 433,100 TRITON ENERGY LTD COM G9075110 1,584 84,400 SH SOLE 0 84,400 TRITON PCS HLDGS INCL A 89677M10 470 14,100 SH SOLE 0 14,100 TRIUMPH GROUP INC NCOM 89681810 2,595 68,300 SH SOLE 0 68,300 TRIZEC HAHN CORP COM 89693810 8,162 542,300 SH SOLE 0 542,300 TRUE NORTH COMMUNICCOM 89784410 11,982 317,400 SH SOLE 0 317,400 TRUSTCO BK CORP N YCOM 89834910 3,949 306,717 SH SOLE 0 306,717 TRW INC COM 87264910 3,150 92,642 SH SOLE 0 92,642 TUBOS DE ACERO DE MADR 89859250 471 43,000 SH SOLE 0 43,000 TUCKER ANTHONY SUTRCOM 89864710 3,436 181,300 SH SOLE 0 181,300 TUPPERWARE CORP COM 89989610 2,133 89,383 SH SOLE 0 89,383 TV AZTECA S A DE C ADR 90114510 204 27,500 SH SOLE 0 27,500 TVIA INC COM 87307P10 40 25,000 SH SOLE 0 25,000 TWEETER HOME ENTMT COM 90116710 1,487 76,500 SH SOLE 0 76,500 TXU CORP COM 87316810 12,698 307,306 SH SOLE 0 307,306 TYCO INTL LTD NEW COM 90212410 153,821 3,558,192 SH SOLE 0 3,558,192 TYCOM LTD COM G9144B10 1,422 108,100 SH SOLE 0 108,100 TYSON FOODS INC CL A 90249410 16,039 1,190,750 SH SOLE 0 1,190,750 U S AGGREGATES INC COM 90334D10 1,408 238,600 SH SOLE 0 238,600 U S B HLDG INC COM 90291010 293 22,300 SH SOLE 0 22,300 U S G CORP COM 90329340 3,661 239,600 SH SOLE 0 239,600 UCAR INTL INC COM 90262K10 2,864 246,900 SH SOLE 0 246,900 UCBH HOLDINGS INC COM 90262T30 2,931 60,203 SH SOLE 0 60,203 UGI CORP NEW COM 90268110 4,142 169,134 SH SOLE 0 169,134 UIL HLDG CORP COM 90274810 3,581 75,399 SH SOLE 0 75,399 ULTICOM INC COM 90384410 243 13,200 SH SOLE 0 13,200 ULTIMATE ELECTRS INCOM 90384910 1,333 53,300 SH SOLE 0 53,300 ULTRA PETE CORP COM 90391410 418 81,400 SH SOLE 0 81,400 ULTRAMAR DIAMOND SHCOM 90400010 19,971 552,000 SH SOLE 0 552,000 ULTRAPAR PARTICIPACADR 90400P10 668 75,900 SH SOLE 0 75,900 ULTRATECH STEPPER ICOM 90403410 6,883 279,500 SH SOLE 0 279,500 UNIBANCO-UNIAO DE BGDR 90458E10 7,367 361,120 SH SOLE 0 361,120 UNIFI INC COM 90467710 2,594 365,859 SH SOLE 0 365,859 UNILEVER N V COM 90478470 21,260 403,883 SH SOLE 0 403,883 UNION PAC CORP COM 90781810 16,435 292,181 SH SOLE 0 292,181 UNION PLANTERS CORPCOM 90806810 3,218 83,602 SH SOLE 0 83,602 UNIONBANCAL CORP COM 90890610 1,235 42,500 SH SOLE 0 42,500 UNIROYAL TECHNOLOGYCOM 90916310 284 38,000 SH SOLE 0 38,000 UNISOURCE ENERGY COCOM 90920510 3,574 170,186 SH SOLE 0 170,186 UNISYS CORP COM 90921410 6,534 466,699 SH SOLE 0 466,699 UNIT CORP COM 90921810 4,266 257,750 SH SOLE 0 257,750 UNITED BANKSHARES ICOM 90990710 4,685 211,769 SH SOLE 0 211,769 UNITED DOMINION REACOM 91019710 354 27,868 SH SOLE 0 27,868 UNITED MICROELECTROADR 91087320 6,655 711,000 SH SOLE 0 711,000 UNITED NAT FOODS INCOM 91116310 4,084 290,500 SH SOLE 0 290,500 UNITED NATL BANCORPCOM 91090910 600 30,000 SH SOLE 0 30,000 UNITED PARCEL SERVICL B 91131210 3,061 53,800 SH SOLE 0 53,800 UNITED RENTALS INC COM 91136310 6,195 379,361 SH SOLE 0 379,361 UNITED STATES CELLUCOM 91168410 5,048 79,500 SH SOLE 0 79,500 UNITED STATIONERS ICOM 91300410 5,581 230,125 SH SOLE 0 230,125 UNITED TECHNOLOGIESCOM 91301710 39,168 534,359 SH SOLE 0 534,359 UNITED THERAPEUTICSCOM 91307C10 685 39,300 SH SOLE 0 39,300 UNITEDHEALTH GROUP COM 91324P10 45,214 762,979 SH SOLE 0 762,979 UNITRIN INC COM 91327510 13,179 362,300 SH SOLE 0 362,300 UNIVERSAL COMPRESSICOM 91343110 1,502 42,900 SH SOLE 0 42,900 UNIVERSAL CORP VA COM 91345610 5,737 145,500 SH SOLE 0 145,500 UNIVERSAL ELECTRS ICOM 91348310 1,140 69,100 SH SOLE 0 69,100 UNIVERSAL FST PRODSCOM 91354310 1,476 97,600 SH SOLE 0 97,600 UNIVERSAL HLTH SVCSCL B 91390310 14,761 167,172 SH SOLE 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342,820 SH SOLE 0 342,820 USX-U S STL COM 90337T10 5,846 397,984 SH SOLE 0 397,984 UTI ENERGY CORP COM 90338710 2,907 96,100 SH SOLE 0 96,100 UTI WORLDWIDE INC COM G8721010 1,024 62,800 SH SOLE 0 62,800 UTILICORP UTD INC COM 91800510 22,210 686,350 SH SOLE 0 686,350 UTSTARCOM INC COM 91807610 665 40,000 SH SOLE 0 40,000 V F CORP COM 91820410 5,584 159,540 SH SOLE 0 159,540 VALASSIS COMMUNICATCOM 91886610 9,553 329,400 SH SOLE 0 329,400 VALENCE TECHNOLOGY COM 91891410 1,307 286,429 SH SOLE 0 286,429 VALERO ENERGY CORP COM 91913Y10 13,873 390,800 SH SOLE 0 390,800 VALMONT INDS INC COM 92025310 2,025 119,554 SH SOLE 0 119,554 VALSPAR CORP COM 92035510 6,588 229,637 SH SOLE 0 229,637 VALUE CITY DEPT STOCOM 92038710 259 31,200 SH SOLE 0 31,200 VANS INC COM 92193010 2,592 114,900 SH SOLE 0 114,900 VARCO INTL INC DEL COM 92212210 10,669 516,671 SH SOLE 0 516,671 VARIAN INC COM 92220610 619 24,200 SH SOLE 0 24,200 VARIAN MED SYS INC COM 92220P10 15,406 253,380 SH SOLE 0 253,380 VARIAN 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