13F-NT 1 march13ffiling2002.txt 13F FILING - MARCH, 2002

---------------------------------------------------------------------------------------------------------------- SECURITY DESCRIPTION CLASS CUSIP SHARES MV (*1000) S/P P/C DISCRETN SOLE NONE AAON, INC. COM PAR $0.004 000360206 9750 264.202 SH Sole X AAR CORP. COM 000361105 604552 6511.024 SH Sole X ABC BANCORP COM 000400101 16100 235.06 SH Sole X AB WATLEY GROUP, INC. COM 000788109 65954 72.549 SH Sole X A.C. MOORE ARTS & CRAFTS COM 00086T103 34873 1330.403 SH Sole X THE A CONSULTING TEAM COM 000881102 25000 14.999 SH Sole X ADC TELECOMMUNICATIONS COM 000886101 13288232 54083.101 SH Sole X ACTV, INC. COM 00088E104 484761 731.502 SH Sole X A.D.A.M. INC COM 00088U108 43781 159.317 SH Sole X ADE CORP. COM 00089C107 180444 2755.379 SH Sole X ACT TELECONFERENCING INC COM 000955104 164400 835.152 SH Sole X ABM INDUSTRIES COM 000957100 450677 16539.845 SH Sole X ACT MANUFACTURING INC COM 000973107 29700 6.237 SH Sole X AEP INDUSTRIES COM 001031103 12400 426.56 SH Sole X AFC ENTERPRISES INC COM 00104Q107 189352 6333.822 SH Sole X AFLAC, INC. COM 001055102 8760429 258432.654 SH Sole X AGCO CORP. COM 001084102 1164077 26564.234 SH Sole X AGL RESOURCES INC. COM 001204106 802561 18860.182 SH Sole X AG SERVICES OF AMERICA COM 001250109 6400 89.6 SH Sole X AES CORP. COM 00130H105 9059130 81532.17 SH Sole X AK STEEL HOLDING CORP COM 001547108 1054342 15077.087 SH Sole X AMB PROPERTY CORP. COM 00163T109 1416304 38948.359 SH Sole X AMC ENTERTAINMENT INC. COM 001669100 294700 4019.708 SH Sole X AML COMMUNICATIONS INC. COM 001733104 68000 57.8 SH Sole X AMLI RESIDENTIAL PRP REIT SH BEN INT 001735109 307847 7763.901 SH Sole X AMN HEALTHCARE SERVICES COM 001744101 175597 4723.559 SH Sole X AMR CORP. COM 001765106 2670686 70532.811 SH Sole X ANC RENTAL CORP. COM 001813104 200000 69.997 SH Sole X AOL TIME WARNER INC. COM 00184A105 74529114 1762613.538 SH Sole X APAC TELESERVICES, INC. COM 00185E106 465230 1488.734 SH Sole X A T & T COM 001957109 60173134 944718.198 SH Sole X A.S.V., INC. COM 001963107 54600 641.55 SH Sole X AP PHARMA COM 00202J104 344676 896.157 SH Sole X ATEC GROUP, INC. COM NEW 00206X604 92400 42.503 SH Sole X ATMI INC. COM 00207R101 429528 13508.653 SH Sole X ATS MEDICAL INC COM 002083103 58300 116.6 SH Sole X ATP OIL & GAS CORP COM 00208J108 262642 1063.7 SH Sole X AT&T WIRELESS SERVICES IN COM 00209A106 45385417 406199.475 SH Sole X AVI BIOPHARMA INC COM 002346104 215000 1745.8 SH Sole X AVX CORP. COM 002444107 1299741 27216.574 SH Sole X AXS-ONE INC. COM 002458107 125300 136.577 SH Sole X AXT INC. COM 00246W103 409587 4382.58 SH Sole X AZZ INC. COM 002474104 13163 235.617 SH Sole X AAIPHARMA INC. COM 00252W104 146246 5256.081 SH Sole X AARON RENTS INC.-CLASS B COM 002535201 277800 6347.73 SH Sole X AAMES FINANCIAL CORP. COM NEW 00253A309 49690 22.36 SH Sole X AASTROM BIOSCIENCES INC. COM 00253U107 20800 15.184 SH Sole X ABAXIS, INC. COM 002567105 67800 433.92 SH Sole X ABBOTT LABORATORIES COM 002824100 27613609 1452475.83 SH Sole X ABERCROMBIE & FITCH CL A 002896207 913086 28123.047 SH Sole X ABIGAIL ADAMS NATL BANCRP COM 003390101 2000 35 SH Sole X ABGENIX, INC. COM 00339B107 365594 6906.069 SH Sole X ABINGTON BANCORP INC. COM 00350P100 41700 685.965 SH Sole X ABIOMED INC. COM 003654100 227966 2530.421 SH Sole X ABRAXAS PETROLEUM CORP COM 003830106 119500 158.935 SH Sole X ACACIA RESEARCH CORP. COM 003881109 267531 3052.526 SH Sole X ABITIBI-CONSOL, INC. COM 003924107 161100 1433.79 SH Sole X ACADIA REALTY TRUST COM SH BEN INT 004239109 156900 1090.455 SH Sole X ACCELERATED NETWORKS, INC COM 00429P107 177836 60.462 SH Sole X ACCEPTANCE INSURANCE COS, COM 004308102 218000 1242.599 SH Sole X ACCLAIM ENTERTAINMENT INC COM PAR $0.02 004325205 1159052 5262.095 SH Sole X ACCREDO HEALTH, INC. COM 00437V104 453765 25987.12 SH Sole X ACCRUE SOFTWARE, INC. COM 00437W102 193400 92.831 SH Sole X ACE CASH EXPRESS, INC. COM 004403101 130750 1253.89 SH Sole X ACE*COMM CORP. COM 004404109 2700 4.023 SH Sole X ACETO CORP. COM 004446100 49662 573.099 SH Sole X THE ACKERLEY GROUP INC. COM 004527107 261591 4672.014 SH Sole X ACMAT CORP. CLASS A CL A 004616207 114450 1113.598 SH Sole X ACLARA BIOSCIENCES INC. COM 00461P106 386009 1289.267 SH Sole X ACTIVISION, INC. COM NEW 004930202 851871 25411.31 SH Sole X ACTION PERFORMANCE COS IN COM 004933107 306077 15074.291 SH Sole X ACTEL CORPORATION COM 004934105 447396 9265.571 SH Sole X ACTIONPOINT INC. COM 00504A108 80700 161.4 SH Sole X ACTIVE POWER, INC. COM 00504W100 402072 2110.877 SH Sole X ACTRADE FINANCIAL TECH COM 00507P102 166800 2558.712 SH Sole X ACTUATE SOFTWARE CORP COM 00508B102 527565 3809.018 SH Sole X ACTUANT CORP. CL A NEW 00508X203 65906 2843.842 SH Sole X ACUITY BRANDS, INC. COM 00508Y102 868933 14363.46 SH Sole X ACXIOM CORP. COM 005125109 734903 12596.235 SH Sole X ADAMS GOLF INC. COM 006228100 122600 67.429 SH Sole X ADAPTEC, INC. COM 00651F108 2353808 31470.41 SH Sole X ADELPHIA BUSINESS INC. CL A 006847107 620107 24.802 SH Sole X ADELPHIA COMMUNICATIONS C CL A 006848105 1281080 19088.09 SH Sole X ADELPHIA COMM CORP CVT PF PFD CONV 006848501 70300 1337.809 SH Sole X ADEPT TECHNOLOGY, INC, COM 006854103 111242 333.726 SH Sole X ADMINISTAFF INC. COM 007094105 439061 12131.254 SH Sole X ADOBE SYSTEM, INC. COM 00724F101 4387844 176786.23 SH Sole X ADOLOR CORP COM 00724X102 335186 3737.322 SH Sole X ADTRAN INC COM 00738A106 502129 12121.392 SH Sole X ADVANCE AUTO PARTS, INC. COM 00751Y106 22000 1012 SH Sole X ADVANCED DIGITAL INFO. COM 007525108 633287 8239.063 SH Sole X ADVANCED LIGHTING TECHS COM 00753C102 188720 311.387 SH Sole X ADVANCED MAGNETICS, INC. COM 00753P103 173183 701.39 SH Sole X ADVANCED MARKETING SERVIC COM 00753T105 298779 7170.696 SH Sole X ADVANCED FIBRE COMM. COM 00754A105 730668 14021.516 SH Sole X ADVANCED TISSUESCIENCE COM 00755F103 1452480 4568.046 SH Sole X ADVANTAGE MARKETING SYSMS COM NEW 00756G209 6600 13.464 SH Sole X ADVANCED NEUROMODULATION COM 00757T101 68626 2301.716 SH Sole X ADVANCED SWITCHING COMM. COM 00757V106 46300 46.762 SH Sole X ADVO, INC. COM 007585102 302287 12768.602 SH Sole X ADVANCED NUTRACEUTICALS COM NEW 00760Q201 11225 10.383 SH Sole X ADVANCED POWER TECHNOLOGY COM 00761E108 1600 18.368 SH Sole X THE ADVISORY BOARD CO. COM 00762W107 35998 1170.654 SH Sole X AEROFLEX INC. COM 007768104 885162 11383.181 SH Sole X ADVANCED MICRO DEVICES COM 007903107 5781727 85049.198 SH Sole X ADVANCEPCS COM 00790K109 806738 24274.745 SH Sole X ADVANTA CORP. CL A CL A 007942105 313170 3996.046 SH Sole X ADVANCED ENERGY COM 007973100 391713 14085.998 SH Sole X ADVENT SOFTWARE, INC. COM 007974108 285393 16883.848 SH Sole X AEROSONIC CORP. COM PAR $0.40 008015307 67592 1757.392 SH Sole X AETHER SYSTEMS, INC. COM 00808V105 372345 1627.146 SH Sole X AETRIUM, INC. COM 00817R103 137600 378.4 SH Sole X AETNA INC-NEW COM 00817Y108 2444423 94892.494 SH Sole X AFFILIATED COMPUTER SVCS CL A 008190100 1174726 65937.368 SH Sole X AFFILIATED MANAGERS GROUP COM 008252108 260567 18716.526 SH Sole X AFFYMETRIX, INC. COM 00826T108 245672 7119.572 SH Sole X AFTERMARKET TECHNOLOGY COM 008318107 149780 2796.391 SH Sole X AGERE SYSTEMS INC. CL A 00845V100 3607733 14034.079 SH Sole X AGILENT TECHNOLOGIES COM 00846U101 7799988 272687.575 SH Sole X AGILE SOFTWARE CORP. COM 00846X105 406271 4915.878 SH Sole X AGREE REALTY CORP. COM 008492100 3400 60.18 SH Sole X AIR METHODS CORP. COM PAR $.06 009128307 38500 277.199 SH Sole X AIR PRODUCTS & CHEMICALS, COM 009158106 3941693 203588.437 SH Sole X AIRBORNE INC COM 009269101 693399 12127.546 SH Sole X AIRGAS, INC. COM 009363102 1032696 20757.187 SH Sole X AIRGATE PCS, INC. COM 009367103 252544 3535.616 SH Sole X AIRNET COMMUNICATIONS COM 00941P106 166414 282.903 SH Sole X AIRTRAN HOLDING COM 00949P108 1390618 8413.237 SH Sole X AKAMAI TECHNOLOGIES COM 00971T101 892307 3570.118 SH Sole X AKSYS, LTD. COM 010196103 158465 1391.321 SH Sole X AKZO NV ADR SPONSORED ADR 010199305 25000 1173.25 SH Sole X ALABAMA NATIONAL BANCORP COM 010317105 82924 3055.749 SH Sole X ALAMO GROUP, INC. COM 011311107 48800 792.999 SH Sole X ALAMOSA HOLDINGS, INC. COM 011589108 795041 3999.054 SH Sole X ALANCO TECHNOLOGIES INC. COM NO PAR NEW 011612405 3714 2.338 SH Sole X ALASKA AIR GROUP, INC. COM 011659109 383505 12766.88 SH Sole X ALASKA COMM SYSTEMS COM 01167P101 61100 458.25 SH Sole X ALBANY INTERNATIONAL CORP CL A 012348108 279750 8476.423 SH Sole X ALBANY MOLECULAR RESEARCH COM 012423109 348007 8341.726 SH Sole X ALBEMARLE CORP COM 012653101 534619 14734.096 SH Sole X ALBERTA ENERGY CO. LTD COM 012873105 46200 2028.18 SH Sole X ALBERTO-CULVER CO. CLASS CL B CONV 013068101 956758 51664.932 SH Sole X ALBERTO-CULVER CO. CL A CL A 013068200 3800 183.16 SH Sole X ALBERTSON'S, INC. COM 013104104 6698788 221997.828 SH Sole X ALCAN INC. COM 013716105 4440884 175992.229 SH Sole X ALCIDE CORP. COM NEW 013742507 44300 1085.349 SH Sole X ALCOA, INC. COM 013817101 14481984 546550.07 SH Sole X ALCATEL SA SPONSORED ADR 013904305 652 9.238 SH Sole X ALDILA INC. COM 014384101 1700 1.428 SH Sole X ALEXANDER & BALDWIN, INC. COM 014482103 584019 16124.762 SH Sole X ALEXANDER'S, INC. COM 014752109 49162 2971.842 SH Sole X ALEXANDRIA REIT COM 015271109 326472 14560.651 SH Sole X ALEXION PHARMACEUTICALS COM 015351109 164944 3877.832 SH Sole X ALFA CORP. COM 015385107 401596 11204.527 SH Sole X ALICO, INC. COM 016230104 63515 1849.556 SH Sole X ALIGN TECHNOLOGY INC. COM 016255101 74200 393.26 SH Sole X ALKERMES INC. COM 01642T108 673594 17553.859 SH Sole X ALL AMERICAN SEMICONDUCT COM NEW 016557407 54138 211.137 SH Sole X ALLCITY INSURANCE CO. COM 016752107 1000 0.61 SH Sole X ALLEGHANY CORP. COM 017175100 39720 7447.479 SH Sole X ALLEGHENY ENERGY INC. COM 017361106 2043434 84495.992 SH Sole X ALLEGHENY TECHNOLOGIES COM 01741R102 1310703 21679.021 SH Sole X ALLEGIANCE TELECOM INC. COM 01747T102 484312 1452.936 SH Sole X ALLEN ORGAN CO. CL B 017753104 17657 569.437 SH Sole X ALLEN TELECOM GROUP COM 018091108 586815 3919.922 SH Sole X ALLERGAN, INC. COM 018490102 2287695 147899.478 SH Sole X ALLETE, INC COM 018522102 749361 21798.909 SH Sole X ALLIANCE CAPITAL MGT. UNIT LTD PARTN 01855A101 6100 283.04 SH Sole X ALLIANCE DATA SYSTEMS COM 018581108 16233 408.097 SH Sole X ALLIANCE GAMING CORP. COM NEW 01859P609 217280 6633.557 SH Sole X ALLIANCE IMAGING, INC. COM NEW 018606202 193781 2383.506 SH Sole X ALLIANCE FIBER OPTIC COM 018680108 12800 12.672 SH Sole X ALLIANCE PHARMACEUTICAL COM NEW 018773309 107026 298.601 SH Sole X ALLIANCE SEMICONDUCTOR COM 01877H100 734310 8459.249 SH Sole X ALLIANCE RESOURCE PRTNRS UT LTD PART 01877R108 24275 586.969 SH Sole X ALLIANT ENERGY CORP COM 018802108 831165 25117.805 SH Sole X ALLIANT TECHSYSTEMS, INC. COM 018804104 386561 39425.353 SH Sole X ALLIED CAPITAL CORP COM 01903Q108 420621 11567.076 SH Sole X ALLIED DEVICES CORP. COM 019120104 11200 7.84 SH Sole X ALLIED HOLDINGS INC. COM 019223106 110200 528.96 SH Sole X ALLIED WASTE INDUSTRIES COM PAR$.01NEW 019589308 3467727 45080.451 SH Sole X ALLMERICA FINANCIAL CORP. COM 019754100 500949 22492.607 SH Sole X ALLOS THERAPEUTICS INC. COM 019777101 1700 11.815 SH Sole X ALLOU HEALTH & BEAUTY CL A 019782101 79100 473.809 SH Sole X ALLOY INC. COM 019855105 241767 3633.758 SH Sole X ALLSCRIPTS HEALTHCARE SOL COM 01988P108 333628 2101.856 SH Sole X ALLSTATE CORP. COM 020002101 11785376 445133.645 SH Sole X ALLTEL CORP. COM 020039103 5247827 291516.783 SH Sole X ALMOST FAMILY INC COM 020409108 1200 13.56 SH Sole X ALPHA INDUSTRIES COM 020753109 633978 9668.163 SH Sole X ALPHANET SOLUTIONS, INC. COM 020787107 17500 33.774 SH Sole X ALPHARMA, INC. CLASS A CL A 020813101 878515 12562.763 SH Sole X ALPINE GROUP INC. COM 020825105 244600 379.129 SH Sole X ALTERA CORP. COM 021441100 6972332 152484.896 SH Sole X ALTEON INC. COM 02144G107 73700 257.949 SH Sole X ALTERRA HEALTHCARE CORP COM 02146C104 138200 16.583 SH Sole X ALTIGEN COMMUNICATIONS COM 021489109 4000 2.4 SH Sole X AMAZON.COM INC COM 023135106 1650463 23601.619 SH Sole X AMBAC FINANCIAL GROUP INC COM 023139108 1875704 110797.83 SH Sole X AMBASSADORS GROUP INC. COM 023177108 80370 1106.694 SH Sole X AMBASSADORS INTERNATIONAL COM 023178106 103170 882.103 SH Sole X AMCAST INDUSTRIAL CORP. COM 023395106 121900 670.449 SH Sole X AMCOL INTERNATIONAL CORP COM 02341W103 270290 1635.253 SH Sole X AMERADA HESS CORP. COM 023551104 1562869 124029.279 SH Sole X AMERCO, INC. COM 023586100 148622 2587.507 SH Sole X AMEREN CORP COM 023608102 2251063 96232.939 SH Sole X AMERIANA BANCORP COM 023613102 4000 59.771 SH Sole X AMERICA SERVICE GROUP COM 02364L109 50800 356.565 SH Sole X AMERICA WEST HLDGS CORP CL B 023657208 481012 2693.667 SH Sole X AMERICA ONLINE LATIN AM. CL A 02365B100 187601 422.102 SH Sole X AMERICAN ACCESS TECH COM 02368F108 162800 93.446 SH Sole X AMCORE FINANCIAL COM 023912108 270309 6354.963 SH Sole X AMERICA FIRST MORTGAGE COM 023934102 88055 788.092 SH Sole X AMERICAN AXLE & MAN. HLDG COM 024061103 318249 9229.221 SH Sole X AMER. BANK NOTE HOLOGRAPH COM 024377103 432000 812.16 SH Sole X AMERICAN CLASSIC VOYAGER COM 024928103 94300 0.942 SH Sole X AMER CAPITAL STRATEGIES COM 024937104 342733 10611.013 SH Sole X AMERICAN DENTAL PARTNERS COM 025353103 62700 598.785 SH Sole X AMERICAN ELEC. PWR. CO., COM 025537101 5265240 242674.907 SH Sole X AMERICAN EAGLE OUTFIT. COM 02553E106 671127 16623.813 SH Sole X AMERICAN EXPRESS CO. COM 025816109 22490092 921194.161 SH Sole X AMERICAN FINANCIAL GRP COM 025932104 583585 16760.558 SH Sole X AMERICAN FINANCIAL COM 026075101 365700 9731.277 SH Sole X AMERICAN GREETINGS CORP. CL A 026375105 1436722 26076.5 SH Sole X AMERICAN HEALTHWAYS INC COM 02649V104 105996 2876.731 SH Sole X AMERICAN HOME MTG HLDGS COM 02660M108 56844 881.082 SH Sole X AMERICAN INTERN'L GROUP COM 026874107 43680768 3151130.596 SH Sole X AMERICAN ITALIAN PASTA CL A 027070101 326524 14824.189 SH Sole X AMERICAN LAND LEASE INC. COM 027118108 165095 2245.291 SH Sole X AMERICAN MANAGEMENT SYS., COM 027352103 821433 15345.185 SH Sole X AMER. MEDICAL SYSTEMS HDG COM 02744M108 254795 5735.435 SH Sole X AMERICAN MED. SEC. GROUP COM 02744P101 90800 1625.319 SH Sole X AMERICAN NAT FIN INC. COM 027717107 23300 195.72 SH Sole X AMERICAN PACIFIC BK CL B CL B 02837P307 880 3.51 SH Sole X AMERICAN NAT'L INS CO. COM 028591105 112081 10591.654 SH Sole X AMERICAN PHARMACEUTICAL COM 02886P109 35400 524.982 SH Sole X AMERICAN PHYSICIANS CAP COM 028884104 118574 2312.193 SH Sole X AMERICAN PWR CONVERSION C COM 029066107 3358303 49635.715 SH Sole X AMERICAN REAL ESTATE PTRS DEPOSITRY UNIT 029169109 21840 196.123 SH Sole X AMERICAN REALTY INVESTORS COM 029174109 4300 30.315 SH Sole X AMERICAN RESIDENTIAL TR COM 02926T103 116000 377 SH Sole X AMERICAN SCI & ENGINEERIN COM 029429107 18800 284.632 SH Sole X AMERICAN SKIING CO. COM 029654308 202300 44.505 SH Sole X AMERICAN SOFTWARE, INC. C CL A 029683109 92150 327.961 SH Sole X AMERICAN STANDARD COS. COM 029712106 739778 52339.292 SH Sole X AMERICAN STATES WATER COM 029899101 201051 7087.047 SH Sole X AMERICAN TOWER CLASS A CL A 029912201 848440 4590.057 SH Sole X AMER. SUPERCONDUCTOR CORP COM 030111108 180420 1362.171 SH Sole X AMERICAN WATER WORKS CO., COM 030411102 842520 36902.375 SH Sole X AMERICAN WOODMARK CORP. COM 030506109 47367 2987.767 SH Sole X AMERICREDIT CORP COM 03060R101 793698 30152.585 SH Sole X AMERISTAR CASINOS INC COM 03070Q101 75768 2082.104 SH Sole X AMERON INTERNATIONAL CORP COM 030710107 61016 4377.898 SH Sole X AMERIPATH INC. COM 03071D109 304028 8147.95 SH Sole X AMERIVEST PROPERTIES, INC COM 03071L101 11700 70.2 SH Sole X AMERITRADE HOLDING CORP. CL A 03072H109 845742 5488.864 SH Sole X AMERUS GROUP CO. COM 03072M108 420066 16151.535 SH Sole X AMERISOURCE-BERGEN CORP. COM 03073E105 1871861 127848.103 SH Sole X AMERISERV FINANCIAL INC COM 03074A102 214128 1062.074 SH Sole X AMETEK AEROSPACE PROD INC COM 031100100 586684 21830.51 SH Sole X AMGEN, INC. COM 031162100 18702897 1116188.888 SH Sole X AMKOR TECHNOLOGY, INC. COM 031652100 790582 17637.883 SH Sole X AMPAL-AMER ISRAEL CL A 032015109 129911 544.326 SH Sole X AMPCO-PITTSBURGH CORP. COM 032037103 120968 1409.276 SH Sole X AMPEX CORP. CL A 032092108 447400 71.583 SH Sole X AMPHENOL CORP. CL A 032095101 178706 8363.44 SH Sole X AMPLIDYNE, INC. COM 032103103 121100 122.311 SH Sole X AMSOUTH BANCORP COM 032165102 6265298 137711.244 SH Sole X AMSURG CORP COM 03232P405 278429 7576.053 SH Sole X AMTECH SYSTEMS INC. COM PAR $0.01N 032332504 19301 134.913 SH Sole X AMYLIN PHARMACEUTICALS COM 032346108 727492 7282.194 SH Sole X AMTRAN, INC. COM 03234G106 17800 249.2 SH Sole X ANADARKO PETROLEUM CORP. COM 032511107 4170524 235384.367 SH Sole X ANADIGICS, INC. COM 032515108 348932 4305.82 SH Sole X ANALOG DEVICES, INC. COM 032654105 6552675 295132.476 SH Sole X ANALOGIC CORP. COM PAR $0.05 032657207 215020 8942.681 SH Sole X ANALYSTS INTERNATIONAL COM 032681108 327895 1311.58 SH Sole X ANALYTICAL SURVEYS COM NEW 032683302 24700 10.868 SH Sole X ANAREN MICROWAVE INC. COM 032744104 228379 3318.346 SH Sole X ANCHOR BANCORP WISCONSIN COM 032839102 510221 10219.725 SH Sole X ANDREA RADIO CORP COM 034393108 238700 310.309 SH Sole X ANDREW CORP. COM 034425108 1969322 32946.75 SH Sole X ANDRX CORP-ANDRX GROUP COM 034553107 380401 14432.413 SH Sole X ANGELICA CORP. COM 034663104 210106 3254.541 SH Sole X ANHEUSER BUSCH CO., INC. COM 035229103 15634436 816117.555 SH Sole X ANIXTER INTERNATIONAL INC COM 035290105 674887 19996.901 SH Sole X ANNALY MORTGAGE MGMT COM 035710409 817673 13884.086 SH Sole X ANNTAYLOR STORES CORP. COM 036115103 564615 24402.659 SH Sole X ANSOFT CORP. COM 036384105 37900 695.465 SH Sole X ANSYS, INC. COM 03662Q105 181500 4918.649 SH Sole X ANTHEM, INC. COM 03674B104 437417 25182.095 SH Sole X ANTEON INTERNATIONAL CORP COM 03674E108 123200 2562.56 SH Sole X ANTHONY & SYLVAN POOLS COM 036762102 26290 176.142 SH Sole X ANSWERTHINK CONSULTING COM 036916104 435768 2836.848 SH Sole X ANTHRACITE CAPITAL INC. COM 037023108 295200 3394.799 SH Sole X ANTIGENICS INC. COM 037032109 269263 3766.986 SH Sole X ANTIGENICS INC CVR RT EXP 070602 037032117 202300 30.344 SH Sole X AON CORP. COM 037389103 4401698 154059.43 SH Sole X APACHE CORP. COM 037411105 2448794 139287.379 SH Sole X APART INVT&MGMT REIT CL A CL A 03748R101 1261678 61027.362 SH Sole X APEX MORTGAGE CAPITAL INC COM 037564101 110587 1281.702 SH Sole X APOGEE ENTERPRISES, INC. COM 037598109 563446 6874.04 SH Sole X APHTON CORP. COM 03759P101 214655 2535.073 SH Sole X APOLLO GROUP INC.-CL A CL A 037604105 1028233 55061.873 SH Sole X UNIVERSITY OF PHOENIX COM UNV PHOENX 037604204 25000 1046 SH Sole X APOGENT TECHNOLOGIES INC COM 03760A101 1087457 26838.436 SH Sole X APPIANT TECHNOLOGIES, INC COM 03782R108 106000 128.26 SH Sole X APPLE COMPUTER, INC. COM 037833100 6052970 143273.794 SH Sole X APPLEBEE'S INTERNATIONAL COM 037899101 578399 20995.882 SH Sole X APPLIED INNOVATION COM 037916103 177500 775.674 SH Sole X APRIA HEALTHCARE GROUP COM 037933108 1056244 25888.538 SH Sole X APPLIED MICROSYSTEMS CORP COM 037935103 189800 237.249 SH Sole X APPLIED GRAPHICS INC. 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