-----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, GHpRhtL1sPBM+1xqV7WZg3DeF8MFCzA+k+OAQpdQ19JFAUE5s1BdZ81jDEEBXsSg wlyNZYjjk4F+kH+v4HlSpA== 0000729057-01-500085.txt : 20010209 0000729057-01-500085.hdr.sgml : 20010209 ACCESSION NUMBER: 0000729057-01-500085 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20001231 FILED AS OF DATE: 20010208 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PRUDENTIAL INSURANCE CO OF AMERICA CENTRAL INDEX KEY: 0000729057 STANDARD INDUSTRIAL CLASSIFICATION: LIFE INSURANCE [6311] IRS NUMBER: 221211670 STATE OF INCORPORATION: NJ FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: SEC FILE NUMBER: 028-00256 FILM NUMBER: 1527967 BUSINESS ADDRESS: STREET 1: PRUDENTIAL PLZ STREET 2: 751 BROAD STREET CITY: NEWARK STATE: NJ ZIP: 07102-3777 BUSINESS PHONE: 9738024284 MAIL ADDRESS: STREET 1: 751 BROAD STREET CITY: NEWARK STATE: NJ ZIP: 07102 13F-HR 1 pruchn.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2000 Check here if Amendment No Amendment Number: 0 This Amendment (choose one): N/A Institutional Investment Manager Filing this Report: Name: The Prudential Insurance Company of America Address: 751 Broad Street Newark, New Jersey 07102-3777 Form 13F File Number: 28-256 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Ellen McGlynn Koke Title: Vice President Phone: 973-802-5037 Signature, Place, and Date of Signing: /s/ Ellen McGlynn Koke Newark, New Jersey February 6, 2001 Report Type (Check only one.): 13F Holdings Report List of Other Managers Reporting for this Manager: I am signing this report as required by the Securities Exchange Act of 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 2,871 Form 13F Information Table Value Total: $33,408,000,000.00 List of Other Included Managers: No. 13F File Number Name 1 28-4211 Enhanced Investment Technologies, Inc. 3 28-4217 Prudential Investment Corporation Prudential Investments Fund Management, LLC has sub-advisory agreements with Prudential Investment Corporation with respect to Prudential Funds. These managed assets have been indicated by an asterisk to reflect this shared investment authority. Prudential Securities Group Inc., wholly-owned subsidiary of Prudential, is reporting with respect to securities over which it exercises investment discretion. Jennison Associates, LLC., a wholly-owned subsidiary of Prudential, is reporting with respect to securities over which it exercises investment discretion. FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT -VOTING AUTHORITY- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- X$1000 PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE AAR CORP COM 000361105 998 79025 SH DEFINED 03 79025 A D C TELECOMMUNICATIONS COM 000886101 27739 1530400 SH DEFINED 01 1530400 A D C TELECOMMUNICATIONS COM 000886101 19614 1082143 SH DEFINED 03 1082143 ABM INDS INC COM 000957100 2083 68000 SH DEFINED 03 68000 AFLAC INC COM 001055102 6858 95000 SH DEFINED 01 95000 AFLAC INC COM 001055102 35752 495266 SH DEFINED 03 495266 AGCO CORP COM 001084102 243 20000 SH DEFINED 03 20000 AGL RES INC COM 001204106 794 36000 SH DEFINED 03 36000 AES CORP COM 00130H105 8511 153690 SH DEFINED 01 153690 AES CORP COM 00130H105 36015 650382 SH DEFINED 03 650382 AK STL HLDG CORP COM 001547108 1140 130299 SH DEFINED 03 130299 AMB PROPERTY CORP COM 00163T109 5945 230300 SH DEFINED 03 230300 AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 1807 73200 SH DEFINED 03 73200 AMR CORP COM 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CALPINE CORP COM 131347106 2361 52400 SH DEFINED 01 52400 CALPINE CORP COM 131347106 53556 1188495 SH DEFINED 03 1188495 CAMBREX CORP COM 132011107 3561 78700 SH DEFINED 03 78700 CAMDEN PPTY TR SH BEN INT 133131102 380 11356 SH DEFINED 03 11356 CAMPBELL SOUP CO COM 134429109 19941 575900 SH DEFINED 01 575900 CAMPBELL SOUP CO COM 134429109 21910 632791 SH DEFINED 03 632791 CAPITAL ONE FINL CORP COM 14040H105 13946 211900 SH DEFINED 01 211900 CAPITAL ONE FINL CORP COM 14040H105 18872 286762 SH DEFINED 03 286762 CAPITOL FED FINL COM 14057C106 352 21000 SH DEFINED 03 21000 CAPSTONE TURBINE CORP COM 14067D102 207 7400 SH DEFINED 03 7400 CAPSTEAD MTG CORP COM NEW 14067E407 122 11258 SH DEFINED 03 11258 CARAUSTAR INDS INC COM 140909102 639 68200 SH DEFINED 03 68200 CARDINAL HEALTH INC COM 14149Y108 11834 118782 SH DEFINED 01 118782 CARDINAL HEALTH INC COM 14149Y108 44971 451404 SH DEFINED 03 451404 CAREMARK RX INC COM 141705103 959 70688 SH DEFINED 03 70688 CARLISLE COS INC COM 142339100 1288 30000 SH DEFINED 03 30000 CARNIVAL CORP COM 143658102 9626 312400 SH DEFINED 01 312400 CARNIVAL CORP COM 143658102 33243 1078895 SH DEFINED 03 1078895 CARPENTER TECHNOLOGY CORP COM 144285103 949 27100 SH DEFINED 03 27100 CARRAMERICA RLTY CORP COM 144418100 216 6900 SH DEFINED 03 6900 CARTER WALLACE INC COM 146285101 514 15400 SH DEFINED 03 15400 CASCADE NAT GAS CORP COM 147339105 548 29122 SH DEFINED 03 29122 CASEYS GEN STORES INC COM 147528103 2164 144900 SH DEFINED 03 144900 CASH AMER INTL INC COM 14754D100 307 70180 SH DEFINED 03 70180 CASTLE A M & CO COM 148411101 358 35800 SH DEFINED 03 35800 CATALINA MARKETING CORP COM 148867104 1110 28500 SH DEFINED 01 28500 CATALINA MARKETING CORP COM 148867104 1756 45100 SH DEFINED 03 45100 CATELLUS DEV CORP COM 149111106 941 53750 SH DEFINED 03 53750 CATERPILLAR INC DEL COM 149123101 2323 49100 SH DEFINED 01 49100 CATERPILLAR INC DEL COM 149123101 41532 877838 SH DEFINED 03 877838 CATO CORP NEW CL A 149205106 1304 94800 SH DEFINED 03 94800 CELL GENESYS INC COM 150921104 255 11200 SH DEFINED 03 11200 CELL THERAPEUTICS INC COM 150934107 469 10400 SH DEFINED 03 10400 CELESTICA INC SUB VTG SHS 15101Q108 54250 1000000 SH DEFINED 00 1000000 CELGENE CORP COM 151020104 1268 39000 SH DEFINED 01 39000 CELGENE CORP COM 151020104 242 7450 SH DEFINED 03 7450 CENDANT CORP COM 151313103 6060 629612 SH DEFINED 01 629612 CENDANT CORP COM 151313103 9866 1025027 SH DEFINED 03 1025027 CENTERPOINT PPTYS TR SH BEN INT 151895109 7158 151500 SH DEFINED 03 151500 CENTEX CORP COM 152312104 2028 54000 SH DEFINED 01 54000 CENTEX CORP COM 152312104 25460 677818 SH DEFINED 03 677818 CENTRAL PKG CORP COM 154785109 1916 95800 SH DEFINED 03 95800 CENTRAL VT PUB SVC CORP COM 155771108 447 36650 SH DEFINED 03 36650 CENTURA BKS INC COM 15640T100 5982 123987 SH DEFINED 03 123987 CENTURY SOUTH BKS INC COM 156683104 229 6800 SH DEFINED 03 6800 CENTURYTEL INC COM 156700106 4440 124199 SH DEFINED 01 124199 CENTURYTEL INC COM 156700106 8115 226990 SH DEFINED 03 226990 CEPHALON INC COM 156708109 304 4800 SH DEFINED 01 4800 CEPHALON INC COM 156708109 7582 119750 SH DEFINED 03 119750 CERIDIAN CORP COM 15677T106 5906 296217 SH DEFINED 01 296217 CERIDIAN CORP COM 15677T106 4296 215475 SH DEFINED 03 215475 CERNER CORP COM 156782104 5403 116825 SH DEFINED 03 116825 CERUS CORP COM 157085101 278 3700 SH DEFINED 03 3700 CHAMPION ENTERPRISES INC COM 158496109 360 130900 SH DEFINED 03 130900 CHARTER ONE FINL INC COM 160903100 562 19480 SH DEFINED 01 19480 CHARTER ONE FINL INC COM 160903100 7996 276935 SH DEFINED 03 276935 CHARMING SHOPPES INC COM 161133103 992 165300 SH DEFINED 03 165300 CHARTER COMMUNICATIONS INC DEL CL A 16117M107 386 17000 SH DEFINED 03 17000 CHASE MANHATTAN CORP NEW COM 16161A108 21154 465573 SH DEFINED 01 465573 CHASE MANHATTAN CORP NEW COM 16161A108 145395 3199934 SH DEFINED 03 3199934 CHATEAU CMNTYS INC COM 161726104 263 8655 SH DEFINED 03 8655 CHECKFREE CORP NEW COM 162813109 94 2200 SH DEFINED 01 2200 CHECKFREE CORP NEW COM 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679331 SH DEFINED 03 679331 DATA BROADCASTING CORP COM 237596101 51 14700 SH DEFINED 03 14700 DATASCOPE CORP COM 238113104 1526 44550 SH DEFINED 03 44550 DAVITA INC COM 23918K108 939 54807 SH DEFINED 03 54807 DAVOX CORP COM 239208101 325 33300 SH DEFINED 03 33300 DE BEERS CONS MINES LTD ADR DEFD 240253302 456 17035 SH DEFINED 03 17035 DEAN FOODS CO COM 242361103 865 28200 SH DEFINED 03 28200 DEERE & CO COM 244199105 3989 87063 SH DEFINED 01 87063 DEERE & CO COM 244199105 39483 861843 SH DEFINED 03 861843 DEL MONTE FOODS CO COM 24522P103 81 11200 SH DEFINED 03 11200 DELHAIZE AMER INC CL A 246688105 357 20201 SH DEFINED 03 20201 DELL COMPUTER CORP COM 247025109 25179 1444000 SH DEFINED 01 1444000 DELL COMPUTER CORP COM 247025109 68427 3924270 SH DEFINED 03 3924270 DELPHI AUTOMOTIVE SYS CORP COM 247126105 820 72887 SH DEFINED 01 72887 DELPHI AUTOMOTIVE SYS CORP COM 247126105 9487 843273 SH DEFINED 03 843273 DELPHI FINL GROUP INC CL A 247131105 2328 60462 SH DEFINED 03 60462 DELTA & PINE LD CO COM 247357106 2671 127570 SH DEFINED 03 127570 DELTA AIR LINES INC DEL COM 247361108 452 9000 SH DEFINED 01 9000 DELTA AIR LINES INC DEL COM 247361108 38485 766833 SH DEFINED 03 766833 DELTIC TIMBER CORP COM 247850100 756 31650 SH DEFINED 03 31650 DELTA WOODSIDE INDS INC NEW COM 247909104 20 18200 SH DEFINED 03 18200 DELUXE CORP COM 248019101 129 5100 SH DEFINED 01 5100 DELUXE CORP COM 248019101 10517 416185 SH DEFINED 03 416185 DENDRITE INTL INC COM 248239105 3393 151625 SH DEFINED 03 151625 DENTSPLY INTL INC NEW COM 249030107 2821 72100 SH DEFINED 03 72100 DEPARTMENT 56 INC COM 249509100 568 49400 SH DEFINED 03 49400 DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 229 17200 SH DEFINED 03 17200 DEVON ENERGY CORP NEW COM 25179M103 3170 52000 SH DEFINED 01 52000 DEVON ENERGY CORP NEW COM 25179M103 12405 203455 SH DEFINED 03 203455 DEVRY INC DEL COM 251893103 1774 47000 SH DEFINED 01 47000 DEVRY INC DEL COM 251893103 1023 27100 SH DEFINED 03 27100 DIAGEO P L C SPON ADR NEW 25243Q205 346 7801 SH DEFINED 03 7801 DIAGNOSTIC PRODS CORP COM 252450101 2518 46100 SH DEFINED 03 46100 DIAL CORP NEW COM 25247D101 447 40600 SH DEFINED 03 40600 DIAMOND OFFSHORE DRILLING INC COM 25271C102 7103 177564 SH DEFINED 03 177564 DIEBOLD INC COM 253651103 2004 60037 SH DEFINED 03 60037 DIGEX INC DEL CL A 253756100 176 7800 SH DEFINED 01 7800 DIGEX INC DEL CL A 253756100 36 1600 SH DEFINED 03 1600 DIGI INTL INC COM 253798102 239 39100 SH DEFINED 03 39100 DIGITAL IS INC DEL COM 25385N101 85 21000 SH DEFINED 03 21000 DILLARDS INC CL A 254067101 61 5200 SH DEFINED 01 5200 DILLARDS INC CL A 254067101 11209 948948 SH DEFINED 03 948948 DIME BANCORP INC NEW COM 25429Q102 6377 215711 SH DEFINED 03 215711 DIMON INC COM 254394109 638 115925 SH DEFINED 03 115925 DIONEX CORP COM 254546104 2232 64700 SH DEFINED 03 64700 DISCOUNT AUTO PTS INC COM 254642101 267 48600 SH DEFINED 03 48600 DISNEY WALT CO COM DISNEY 254687106 17563 606927 SH DEFINED 01 606927 DISNEY WALT CO COM DISNEY 254687106 118903 4109013 SH DEFINED 03 4109013 DIRECT FOCUS INC COM 254931108 245 7300 SH DEFINED 03 7300 DIXIE GROUP INC CL A 255519100 93 39200 SH DEFINED 03 39200 DOBSON COMMUNICATIONS CORP CL A 256069105 170 11600 SH DEFINED 03 11600 DOCUMENTUM INC COM 256159104 566 11400 SH DEFINED 03 11400 DOLE FOOD INC COM 256605106 486 29700 SH DEFINED 03 29700 DOLLAR GEN CORP COM 256669102 4423 234320 SH DEFINED 01 234320 DOLLAR GEN CORP COM 256669102 8663 458980 SH DEFINED 03 458980 DOLLAR TREE STORES INC COM 256747106 1088 44400 SH DEFINED 01 44400 DOLLAR TREE STORES INC COM 256747106 1291 52680 SH DEFINED 03 52680 DOMINION RES INC VA NEW COM 25746U109 6013 89752 SH DEFINED 01 89752 DOMINION RES INC VA NEW COM 25746U109 41158 614294 SH DEFINED 03 614294 DONALDSON INC COM 257651109 1716 61700 SH DEFINED 03 61700 DONNELLEY R R & SONS CO COM 257867101 541 20026 SH DEFINED 01 20026 DONNELLEY R R & SONS CO COM 257867101 18906 700204 SH DEFINED 03 700204 DOUBLECLICK INC COM 258609304 61 5500 SH DEFINED 01 5500 DOUBLECLICK INC COM 258609304 126 11420 SH DEFINED 03 11420 DOVER CORP COM 260003108 320 7900 SH DEFINED 01 7900 DOVER CORP COM 260003108 13742 338789 SH DEFINED 03 338789 DOW CHEM CO COM 260543103 1035 28254 SH DEFINED 01 28254 DOW CHEM CO COM 260543103 69325 1892827 SH DEFINED 03 1892827 DOW JONES & CO INC COM 260561105 5764 101800 SH DEFINED 01 101800 DOW JONES & CO INC COM 260561105 7513 132685 SH DEFINED 03 132685 DOWNEY FINL CORP COM 261018105 4907 89224 SH DEFINED 03 89224 DRESS BARN INC COM 261570105 1726 59500 SH DEFINED 03 59500 DREYERS GRAND ICE CREAM INC COM 261878102 223 6900 SH DEFINED 03 6900 DRIL-QUIP INC COM 262037104 1698 49675 SH DEFINED 03 49675 DSL NET INC COM 262506108 9 17500 SH DEFINED 03 17500 DU PONT E I DE NEMOURS & CO COM 263534109 16477 341052 SH DEFINED 01 341052 DU PONT E I DE NEMOURS & CO COM 263534109 94749 1961194 SH DEFINED 03 1961194 DUKE ENERGY CORP COM 264399106 16647 195270 SH DEFINED 01 195270 DUKE ENERGY CORP COM 264399106 78655 922636 SH 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57 1050 SH DEFINED 01 1050 E PIPHANY INC COM 26881V100 380 7050 SH DEFINED 03 7050 ESS TECHNOLOGY INC COM 269151106 705 137500 SH DEFINED 03 137500 E TRADE GROUP INC COM 269246104 467 63300 SH DEFINED 03 63300 E Z EM INC CL A 269305207 59 10200 SH DEFINED 03 10200 EARTHGRAINS CO COM 270319106 2368 127995 SH DEFINED 03 127995 EARTHLINK INC COM 270321102 59 11668 SH DEFINED 03 11668 EAST WEST BANCORP INC COM 27579R104 1386 55600 SH DEFINED 03 55600 EASTMAN CHEM CO COM 277432100 2228 45700 SH DEFINED 01 45700 EASTMAN CHEM CO COM 277432100 20428 419035 SH DEFINED 03 419035 EASTMAN KODAK CO COM 277461109 628 15945 SH DEFINED 01 15945 EASTMAN KODAK CO COM 277461109 37219 945250 SH DEFINED 03 945250 EATON CORP COM 278058102 916 12181 SH DEFINED 01 12181 EATON CORP COM 278058102 16375 217790 SH DEFINED 03 217790 EATON VANCE CORP COM NON VTG 278265103 7174 222450 SH DEFINED 03 222450 EBAY INC COM 278642103 977 29600 SH DEFINED 01 29600 EBAY INC COM 278642103 924 28000 SH DEFINED 03 28000 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FEDERATED DEPT STORES INC DEL COM 31410H101 40097 1145624 SH DEFINED 03 1145624 FEDERATED INVS INC PA CL B 314211103 2700 92700 SH DEFINED 01 92700 FEDERATED INVS INC PA CL B 314211103 428 14700 SH DEFINED 03 14700 FEDEX CORP COM 31428X106 13144 328940 SH DEFINED 01 328940 FEDEX CORP COM 31428X106 20602 515576 SH DEFINED 03 515576 FELCOR LODGING TR INC COM 31430F101 424 17701 SH DEFINED 03 17701 FERRO CORP COM 315405100 650 28250 SH DEFINED 03 28250 FIDELITY NATL FINL INC COM 316326107 8054 218047 SH DEFINED 03 218047 FIFTH THIRD BANCORP COM 316773100 9865 165108 SH DEFINED 01 165108 FIFTH THIRD BANCORP COM 316773100 44863 750853 SH DEFINED 03 750853 FILENET CORP COM 316869106 3642 133650 SH DEFINED 03 133650 FINISAR COM 31787A101 345 11900 SH DEFINED 01 11900 FINISAR COM 31787A101 528 18200 SH DEFINED 03 18200 FIRST AMERN CORP CALIF COM 318522307 6667 202800 SH DEFINED 03 202800 FIRST BANCORP P R COM 318672102 1710 72400 SH DEFINED 03 72400 FIRST CHARTER CORP COM 319439105 156 10500 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PHARMACEUTICALS CORP COM 449370105 11202 59093 SH DEFINED 03 59093 IHOP CORP COM 449623107 1436 66200 SH DEFINED 03 66200 IMC GLOBAL INC COM 449669100 868 55795 SH DEFINED 03 55795 IMCO RECYCLING INC COM 449681105 214 40350 SH DEFINED 03 40350 IMS HEALTH INC COM 449934108 6064 224600 SH DEFINED 01 224600 IMS HEALTH INC COM 449934108 12003 444568 SH DEFINED 03 444568 IRT PPTY CO COM 450058102 546 67200 SH DEFINED 03 67200 ITC DELTACOM INC COM 45031T104 107 19800 SH DEFINED 03 19800 IBEAM BROADCASTING CORP COM 45073P101 11 10500 SH DEFINED 03 10500 ITT INDS INC IND COM 450911102 1655 42700 SH DEFINED 01 42700 ITT INDS INC IND COM 450911102 5412 139675 SH DEFINED 03 139675 IDACORP INC COM 451107106 2692 54875 SH DEFINED 03 54875 IDEX CORP COM 45167R104 2797 84425 SH DEFINED 03 84425 IDEXX LABS INC COM 45168D104 2139 97225 SH DEFINED 03 97225 IKON OFFICE SOLUTIONS INC COM 451713101 125 49816 SH DEFINED 03 49816 ILEX ONCOLOGY INC COM 451923106 226 8600 SH DEFINED 03 8600 ILLINOIS TOOL WKS 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SH DEFINED 01 5100 INCYTE GENOMICS INC COM 45337C102 329 13220 SH DEFINED 03 13220 INDEPENDENCE CMNTY BK CORP COM 453414104 382 24000 SH DEFINED 03 24000 INDYMAC BANCORP INC COM 456607100 599 20300 SH DEFINED 03 20300 INFINITY BROADCASTING CP NEW CL A 45662S102 791 28300 SH DEFINED 01 28300 INFINITY BROADCASTING CP NEW CL A 45662S102 1129 40397 SH DEFINED 03 40397 INFOCUS CORP COM 45665B106 1860 126068 SH DEFINED 03 126068 INFORMATICA CORP COM 45666Q102 787 19900 SH DEFINED 03 19900 INFONET SVCS CORP CL B 45666T106 146 29100 SH DEFINED 03 29100 INFORMATION HLDGS INC COM 456727106 1039 44350 SH DEFINED 03 44350 INFORMIX CORP COM 456779107 189 63500 SH DEFINED 03 63500 INFOSPACE INC COM 45678T102 254 28709 SH DEFINED 03 28709 INFOUSA INC NEW COM 456818301 65 19400 SH DEFINED 03 19400 INGERSOLL-RAND CO COM 456866102 278 6650 SH DEFINED 01 6650 INGERSOLL-RAND CO COM 456866102 19079 455613 SH DEFINED 03 455613 INFORMATION RES INC COM 456905108 294 88800 SH DEFINED 03 88800 INHALE THERAPEUTIC SYS INC COM 457191104 611 12100 SH DEFINED 03 12100 INKTOMI CORP COM 457277101 196 10950 SH DEFINED 03 10950 INNOVEX INC COM 457647105 263 38900 SH DEFINED 03 38900 INPUT/OUTPUT INC COM 457652105 1590 156100 SH DEFINED 03 156100 INSIGHT ENTERPRISES INC COM 45765U103 2441 136087 SH DEFINED 03 136087 INSITUFORM TECHNOLOGIES INC CL A 457667103 2941 73750 SH DEFINED 03 73750 INPRISE CORP COM 45766C102 65 11800 SH DEFINED 03 11800 INSIGHT COMMUNICATIONS INC CL A 45768V108 268 11400 SH DEFINED 03 11400 INNKEEPERS USA TR COM 4576J0104 1935 174900 SH DEFINED 03 174900 INSURANCE AUTO AUCTIONS INC COM 457875102 364 30300 SH DEFINED 03 30300 INTEGRATED DEVICE TECHNOLOGY COM 458118106 878 26500 SH DEFINED 01 26500 INTEGRATED DEVICE TECHNOLOGY COM 458118106 2989 90239 SH DEFINED 03 90239 INTEGRATED CIRCUIT SYS INC COM 45811K208 176 10600 SH DEFINED 03 10600 INTEL CORP COM 458140100 102974 3425400 SH DEFINED 01 3425400 INTEL CORP COM 458140100 365544 12159655 SH DEFINED 03 12159655 INTELIDATA TECHNOLOGIES CORP COM 45814T107 38 14800 SH DEFINED 03 14800 INTER TEL INC COM 458372109 560 72850 SH DEFINED 03 72850 INTERFACE INC CL A 458665106 1452 167100 SH DEFINED 03 167100 INTERDIGITAL COMMUNICATIONS CP COM 45866A105 90 16700 SH DEFINED 03 16700 INTERMAGNETICS GEN CORP COM 458771102 682 40716 SH DEFINED 03 40716 INTERMEDIA COMMUNICATIONS INC COM 458801107 111 15400 SH DEFINED 03 15400 INTERMET CORP COM 45881K104 8571 2364400 SH DEFINED 00 2364400 INTERMET CORP COM 45881K104 332 91600 SH DEFINED 03 91600 INTERNAP NETWORK SVCS CORP COM 45885A102 101 13900 SH DEFINED 01 13900 INTERNAP NETWORK SVCS CORP COM 45885A102 94 13000 SH DEFINED 03 13000 INTERMUNE PHARMACEUTICALS INC COM 45885B100 241 5400 SH DEFINED 03 5400 INTERNATIONAL BANCSHARES CORP COM 459044103 232 6793 SH DEFINED 03 6793 INTERNATIONAL BUSINESS MACHS COM 459200101 62586 736300 SH DEFINED 01 736300 INTERNATIONAL BUSINESS MACHS COM 459200101 270795 3185826 SH DEFINED 03 3185826 INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 496 24400 SH DEFINED 01 24400 INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 3060 150645 SH DEFINED 03 150645 INTERNATIONAL FIBERCOM INC COM 45950T101 338 68500 SH DEFINED 03 68500 INTERNATIONAL GAME TECHNOLOGY COM 459902102 2203 45900 SH DEFINED 01 45900 INTERNATIONAL GAME TECHNOLOGY COM 459902102 2826 58884 SH DEFINED 03 58884 INTERNATIONAL MULTIFOODS CORP COM 460043102 2501 123106 SH DEFINED 03 123106 INTL PAPER CO COM 460146103 4147 101608 SH DEFINED 01 101608 INTL PAPER CO COM 460146103 59662 1461866 SH DEFINED 03 1461866 INTERNATIONAL RECTIFIER CORP COM 460254105 1284 42800 SH DEFINED 01 42800 INTERNATIONAL RECTIFIER CORP COM 460254105 1974 65799 SH DEFINED 03 65799 INTERNATIONAL SPEEDWAY CORP CL A 460335201 726 19100 SH DEFINED 03 19100 INTL SPECIALTY PRODS INC NEW COM 460337108 76 11400 SH DEFINED 03 11400 INTERNEURON PHARMACEUTICALS COM 460573108 19 15000 SH DEFINED 03 15000 INTERNET CAP GROUP INC COM 46059C106 34 10500 SH DEFINED 03 10500 INTERNET SEC SYS INC COM 46060X107 1271 16200 SH DEFINED 01 16200 INTERNET SEC SYS INC COM 46060X107 361 4600 SH DEFINED 03 4600 INTERPUBLIC GROUP COS INC COM 460690100 7180 168700 SH DEFINED 01 168700 INTERPUBLIC GROUP COS INC COM 460690100 24675 579742 SH DEFINED 03 579742 INTERSTATE BAKERIES CORP DEL COM 46072H108 1842 131000 SH DEFINED 03 131000 INTRAWEST CORPORATION COM NEW 460915200 931 46700 SH DEFINED 03 46700 INTERTRUST TECHNOLOGIES CORP COM 46113Q109 72 21400 SH DEFINED 03 21400 INTERVOICE-BRITE INC COM 461142101 629 86700 SH DEFINED 03 86700 INTERWOVEN INC COM 46114T102 786 11928 SH DEFINED 03 11928 INTIMATE BRANDS INC CL A 461156101 799 53260 SH DEFINED 03 53260 INTUIT COM 461202103 1538 39000 SH DEFINED 01 39000 INTUIT COM 461202103 10297 261110 SH DEFINED 03 261110 INVACARE CORP COM 461203101 3611 105425 SH DEFINED 03 105425 INTRUSION COM INC COM 46121E106 58 12300 SH DEFINED 03 12300 INVESTMENT TECHNOLOGY GRP NEW COM 46145F105 712 17054 SH DEFINED 03 17054 INVITROGEN CORP COM 46185R100 1287 14900 SH DEFINED 03 14900 INVESTORS FINL SERVICES CORP COM 461915100 4537 52750 SH DEFINED 03 52750 IOMEGA CORP COM 462030107 292 87200 SH DEFINED 03 87200 IONICS INC COM 462218108 1583 55775 SH DEFINED 03 55775 IPALCO ENTERPRISES INC COM 462613100 1154 47700 SH DEFINED 03 47700 IRON MTN INC PA COM 462846106 104 2800 SH DEFINED 01 2800 IRON MTN INC PA COM 462846106 174 4700 SH DEFINED 03 4700 ISIS PHARMACEUTICALS INC COM 464330109 163 15300 SH DEFINED 03 15300 ISOLYSER INC COM 464888106 20 20000 SH DEFINED 03 20000 IT GROUP INC COM 465266104 56 11231 SH DEFINED 03 11231 ITRON INC COM 465741106 137 37900 SH DEFINED 03 37900 I2 TECHNOLOGIES INC COM 465754109 1446 26600 SH DEFINED 01 26600 I2 TECHNOLOGIES INC COM 465754109 2333 42900 SH DEFINED 03 42900 IVANHOE ENERGY INC COM 465790103 748 149693 SH DEFINED 03 149693 IVAX CORP COM 465823102 1551 40500 SH DEFINED 01 40500 IVAX CORP COM 465823102 6878 179573 SH DEFINED 03 179573 JDN RLTY CORP COM 465917102 118 11200 SH DEFINED 03 11200 J & J SNACK FOODS CORP COM 466032109 425 25300 SH DEFINED 03 25300 JDS UNIPHASE CORP COM 46612J101 14707 352800 SH DEFINED 01 352800 JDS UNIPHASE CORP COM 46612J101 75946 1821803 SH DEFINED 03 1821803 JLG INDS INC COM 466210101 1308 123100 SH DEFINED 03 123100 JABIL CIRCUIT INC COM 466313103 863 34000 SH DEFINED 01 34000 JABIL CIRCUIT INC COM 466313103 9742 383909 SH DEFINED 03 383909 JACK IN THE BOX INC COM 466367109 3574 121400 SH DEFINED 03 121400 JACOBS ENGR GROUP INC DEL COM 469814107 1321 28600 SH DEFINED 03 28600 JAKKS PAC INC COM 47012E106 435 47675 SH DEFINED 03 47675 JEFFERIES GROUP INC NEW COM 472319102 2331 74600 SH DEFINED 03 74600 JEFFERSON PILOT CORP COM 475070108 5078 67937 SH DEFINED 01 67937 JEFFERSON PILOT CORP COM 475070108 31315 418928 SH DEFINED 03 418928 JO-ANN STORES INC CL A 47758P109 287 43800 SH DEFINED 03 43800 JOHN NUVEEN CO CL A 478035108 305 5300 SH DEFINED 03 5300 JOHNS MANVILLE CORP NEW COM 478129109 260 20100 SH DEFINED 03 20100 JOHNSON & JOHNSON COM 478160104 49883 474796 SH DEFINED 01 474796 JOHNSON & JOHNSON COM 478160104 294137 2799652 SH DEFINED 03 2799652 JOHNSON CTLS INC COM 478366107 1867 35900 SH DEFINED 01 35900 JOHNSON CTLS INC COM 478366107 14885 286246 SH DEFINED 03 286246 JONES APPAREL GROUP INC COM 480074103 756 23500 SH DEFINED 01 23500 JONES APPAREL GROUP INC COM 480074103 3262 101359 SH DEFINED 03 101359 JONES LANG LASALLE INC COM 48020Q107 155 11200 SH DEFINED 03 11200 JOURNAL REGISTER CO COM 481138105 289 18000 SH DEFINED 03 18000 JUNIPER NETWORKS INC COM 48203R104 2420 19200 SH DEFINED 01 19200 JUNIPER NETWORKS INC COM 48203R104 4337 34400 SH DEFINED 03 34400 KLA-TENCOR CORP COM 482480100 11171 331599 SH DEFINED 01 331599 KLA-TENCOR CORP COM 482480100 20148 598103 SH DEFINED 03 598103 K MART CORP COM 482584109 127 23900 SH DEFINED 01 23900 K MART CORP COM 482584109 11550 2174232 SH DEFINED 03 2174232 K-SWISS INC CL A 482686102 731 29225 SH DEFINED 03 29225 K2 INC COM 482732104 423 52850 SH DEFINED 03 52850 KAMAN CORP CL A 483548103 1128 66850 SH DEFINED 03 66850 KANA COMMUNICATIONS COM 483600102 216 18800 SH DEFINED 01 18800 KANA COMMUNICATIONS COM 483600102 102 8854 SH DEFINED 03 8854 KANSAS CITY PWR & LT CO COM 485134100 980 35700 SH DEFINED 03 35700 KAUFMAN & BROAD HOME CORP COM 486168107 357 10600 SH DEFINED 01 10600 KAUFMAN & BROAD HOME CORP COM 486168107 13782 409114 SH DEFINED 03 409114 KAYDON CORP COM 486587108 801 32200 SH DEFINED 03 32200 KEANE INC COM 486665102 165 16900 SH DEFINED 03 16900 KEEBLER FOODS CO COM 487256109 543 13100 SH DEFINED 03 13100 KEITHLEY INSTRS INC COM 487584104 1600 37150 SH DEFINED 03 37150 KELLOGG CO COM 487836108 16808 640300 SH DEFINED 01 640300 KELLOGG CO COM 487836108 16612 632834 SH DEFINED 03 632834 KELLWOOD CO COM 488044108 1945 92075 SH DEFINED 03 92075 KELLY SVCS INC CL A 488152208 847 35843 SH DEFINED 03 35843 KEMET CORP COM 488360108 664 43900 SH DEFINED 01 43900 KEMET CORP COM 488360108 1266 83700 SH DEFINED 03 83700 KENNAMETAL INC COM 489170100 973 33400 SH DEFINED 03 33400 KENT ELECTRS CORP COM 490553104 1594 96600 SH DEFINED 03 96600 KERR MCGEE CORP COM 492386107 5024 75049 SH DEFINED 01 75049 KERR MCGEE CORP COM 492386107 36408 543919 SH DEFINED 03 543919 KEY ENERGY SVCS INC COM 492914106 340 32600 SH DEFINED 03 32600 KEYCORP NEW COM 493267108 750 26800 SH DEFINED 01 26800 KEYCORP NEW COM 493267108 34516 1232720 SH DEFINED 03 1232720 KEY3MEDIA GROUP INC COM 49326R104 137 11250 SH DEFINED 03 11250 KEYSPAN CORP COM 49337W100 2492 58800 SH DEFINED 01 58800 KEYSPAN CORP COM 49337W100 19583 462137 SH DEFINED 03 462137 KIMBALL INTL INC CL B 494274103 165 11400 SH DEFINED 03 11400 KILROY RLTY CORP COM 49427F108 2700 96200 SH DEFINED 03 96200 KIMBERLY CLARK CORP COM 494368103 23801 336700 SH DEFINED 01 336700 KIMBERLY CLARK CORP COM 494368103 58904 833268 SH DEFINED 03 833268 KIMCO REALTY CORP COM 49446R109 6228 140950 SH DEFINED 03 140950 KINDER MORGAN INC KANS COM 49455P101 731 14000 SH DEFINED 01 14000 KINDER MORGAN INC KANS COM 49455P101 7740 148322 SH DEFINED 03 148322 KING PHARMACEUTICALS INC COM 495582108 9727 188200 SH DEFINED 01 188200 KING PHARMACEUTICALS INC COM 495582108 16794 324910 SH DEFINED 03 324910 KIRBY CORP COM 497266106 1478 70400 SH DEFINED 03 70400 KNIGHT RIDDER INC COM 499040103 198 3482 SH DEFINED 01 3482 KNIGHT RIDDER INC COM 499040103 9562 168125 SH DEFINED 03 168125 KNIGHT TRADING GROUP INC COM 499063105 14 1000 SH DEFINED 01 1000 KNIGHT TRADING GROUP INC COM 499063105 170 12230 SH DEFINED 03 12230 KOGER EQUITY INC COM 500228101 176 11300 SH DEFINED 03 11300 KOHLS CORP COM 500255104 5136 84200 SH DEFINED 01 84200 KOHLS CORP COM 500255104 53223 872510 SH DEFINED 03 872510 KOPIN CORP COM 500600101 1706 154200 SH DEFINED 03 154200 KORN FERRY INTL COM NEW 500643200 406 19100 SH DEFINED 03 19100 KROGER CO COM 501044101 16898 624400 SH DEFINED 01 624400 KROGER CO COM 501044101 31301 1156644 SH DEFINED 03 1156644 KROLL O GARA CO COM 501050108 349 58100 SH DEFINED 03 58100 KRONOS INC COM 501052104 1550 50100 SH DEFINED 03 50100 KULICKE & SOFFA INDS INC COM 501242101 1578 140250 SH DEFINED 03 140250 LTV CORP NEW COM 501921100 4 12700 SH DEFINED 03 12700 LNR PPTY CORP COM 501940100 216 9800 SH DEFINED 03 9800 LSI LOGIC CORP COM 502161102 5653 330800 SH DEFINED 01 330800 LSI LOGIC CORP COM 502161102 10346 605359 SH DEFINED 03 605359 LTX CORP COM 502392103 189 14600 SH DEFINED 03 14600 L-3 COMMUNICATIONS HLDGS INC COM 502424104 6840 88825 SH DEFINED 03 88825 LA Z BOY INC COM 505336107 2689 170750 SH DEFINED 03 170750 LABOR READY INC COM NEW 505401208 379 114450 SH DEFINED 03 114450 LABONE INC NEW COM 50540L105 63 10950 SH DEFINED 03 10950 LABORATORY CORP AMER HLDGS COM NEW 50540R409 1179 6700 SH DEFINED 03 6700 LABRANCHE & CO INC COM 505447102 238 7800 SH DEFINED 03 7800 LACLEDE GAS CO COM 505588103 1225 52400 SH DEFINED 03 52400 LAFARGE CORP COM 505862102 243 10300 SH DEFINED 03 10300 LAM RESEARCH CORP COM 512807108 177 12200 SH DEFINED 01 12200 LAM RESEARCH CORP COM 512807108 692 47700 SH DEFINED 03 47700 LAMAR ADVERTISING CO CL A 512815101 274 7100 SH DEFINED 03 7100 LANCASTER COLONY CORP COM 513847103 577 20561 SH DEFINED 03 20561 LANCE INC COM 514606102 171 13500 SH DEFINED 03 13500 LANDAMERICA FINL GROUP INC COM 514936103 1411 34900 SH DEFINED 03 34900 LANDS END INC COM 515086106 236 9400 SH DEFINED 03 9400 LANDRYS SEAFOOD RESTAURANTS COM 51508L103 574 57800 SH DEFINED 03 57800 LANDSTAR SYS INC COM 515098101 1624 29300 SH DEFINED 03 29300 LASER VISION CTRS INC COM 51807H100 65 39800 SH DEFINED 03 39800 LATTICE SEMICONDUCTOR CORP COM 518415104 652 35500 SH DEFINED 01 35500 LATTICE SEMICONDUCTOR CORP COM 518415104 562 30600 SH DEFINED 03 30600 LAUDER ESTEE COS INC CL A 518439104 447 10200 SH DEFINED 01 10200 LAUDER ESTEE COS INC CL A 518439104 605 13800 SH DEFINED 03 13800 LAWSON PRODS INC COM 520776105 769 28300 SH DEFINED 03 28300 LEAP WIRELESS INTL INC COM 521863100 213 8500 SH DEFINED 03 8500 LEAR CORP COM 521865105 722 29100 SH DEFINED 03 29100 LEARNING TREE INTL INC COM 522015106 277 5600 SH DEFINED 03 5600 LECHTERS CORP COM 523238103 0 0 SH DEFINED 00 0 LECHTERS CORP COM 523238103 2 10300 SH DEFINED 03 10300 LEE ENTERPRISES INC COM 523768109 1097 36800 SH DEFINED 03 36800 LEGATO SYS INC COM 524651106 280 37600 SH DEFINED 03 37600 LEGGETT & PLATT INC COM 524660107 348 18400 SH DEFINED 01 18400 LEGGETT & PLATT INC COM 524660107 5567 294000 SH DEFINED 03 294000 LEGG MASON INC COM 524901105 1390 25500 SH DEFINED 03 25500 LEHMAN BROS HLDGS INC COM 524908100 11293 167000 SH DEFINED 01 167000 LEHMAN BROS HLDGS INC COM 524908100 78992 1168089 SH DEFINED 03 1168089 LENNAR CORP COM 526057104 2984 82305 SH DEFINED 03 82305 LENNOX INTL INC COM 526107107 1413 182387 SH DEFINED 03 182387 LEUCADIA NATL CORP COM 527288104 801 22600 SH DEFINED 03 22600 LEVEL 3 COMMUNICATIONS INC COM 52729N100 161 4900 SH DEFINED 01 4900 LEVEL 3 COMMUNICATIONS INC COM 52729N100 2842 86600 SH DEFINED 03 86600 LEXMARK INTL NEW CL A 529771107 6629 149600 SH DEFINED 01 149600 LEXMARK INTL NEW CL A 529771107 8181 184616 SH DEFINED 03 184616 LIBBEY INC COM 529898108 1403 46175 SH DEFINED 03 46175 LIBERTY CORP S C COM 530370105 227 5578 SH DEFINED 03 5578 LIBERTY FINL COS INC COM 530512102 365 8200 SH DEFINED 03 8200 LIBERTY PPTY TR SH BEN INT 531172104 5001 175100 SH DEFINED 03 175100 LIFEPOINT HOSPITALS INC COM 53219L109 553 11032 SH DEFINED 03 11032 LIGAND PHARMACEUTICALS INC CL B 53220K207 160 11400 SH DEFINED 03 11400 LIGHTBRIDGE INC COM 532226107 168 12800 SH DEFINED 03 12800 LILLIAN VERNON CORP COM 532430105 164 23450 SH DEFINED 03 23450 LILLY ELI & CO COM 532457108 44418 477300 SH DEFINED 01 477300 LILLY ELI & CO COM 532457108 216884 2330536 SH DEFINED 03 2330536 LIMITED INC COM 532716107 4582 268572 SH DEFINED 01 268572 LIMITED INC COM 532716107 12478 731335 SH DEFINED 03 731335 LINCARE HLDGS INC COM 532791100 1187 20800 SH DEFINED 03 20800 LINCOLN ELEC HLDGS INC COM 533900106 273 13900 SH DEFINED 03 13900 LINCOLN NATL CORP IND COM 534187109 4400 93000 SH DEFINED 01 93000 LINCOLN NATL CORP IND COM 534187109 17507 370043 SH DEFINED 03 370043 LINDSAY MFG CO COM 535555106 704 31112 SH DEFINED 03 31112 LINEAR TECHNOLOGY CORP COM 535678106 6396 138300 SH DEFINED 01 138300 LINEAR TECHNOLOGY CORP COM 535678106 27441 593313 SH DEFINED 03 593313 LINENS N THINGS INC COM 535679104 3588 129875 SH DEFINED 03 129875 LITTELFUSE INC COM 537008104 298 10400 SH DEFINED 03 10400 LITTON INDS INC COM 538021106 2812 35740 SH DEFINED 03 35740 LIZ CLAIBORNE INC COM 539320101 448 10772 SH DEFINED 01 10772 LIZ CLAIBORNE INC COM 539320101 15702 377229 SH DEFINED 03 377229 LOCKHEED MARTIN CORP COM 539830109 7063 208044 SH DEFINED 01 208044 LOCKHEED MARTIN CORP COM 539830109 40868 1203759 SH DEFINED 03 1203759 LOEWS CORP COM 540424108 1833 17700 SH DEFINED 01 17700 LOEWS CORP COM 540424108 41947 405043 SH DEFINED 03 405043 LONE STAR STEAKHOUSE SALOON COM 542307103 578 60100 SH DEFINED 03 60100 LONGS DRUG STORES CORP COM 543162101 55 2300 SH DEFINED 01 2300 LONGS DRUG STORES CORP COM 543162101 1669 69169 SH DEFINED 03 69169 LONGVIEW FIBRE CO COM 543213102 483 35760 SH DEFINED 03 35760 LOUIS DREYFUS NAT GAS CORP COM 546011107 6011 131200 SH DEFINED 03 131200 LOUISIANA PAC CORP COM 546347105 62 6100 SH DEFINED 01 6100 LOUISIANA PAC CORP COM 546347105 10988 1085207 SH DEFINED 03 1085207 LOWES COS INC COM 548661107 9559 214800 SH DEFINED 01 214800 LOWES COS INC COM 548661107 24074 540979 SH DEFINED 03 540979 LUBRIZOL CORP COM 549271104 1300 50500 SH DEFINED 03 50500 LUBYS INC COM 549282101 383 63800 SH DEFINED 03 63800 LUCENT TECHNOLOGIES INC COM 549463107 15162 1123110 SH DEFINED 01 1123110 LUCENT TECHNOLOGIES INC COM 549463107 67693 5014306 SH DEFINED 03 5014306 LUMINENT INC COM 55027R103 91 15200 SH DEFINED 03 15200 LYDALL INC DEL COM 550819106 357 41100 SH DEFINED 03 41100 LYONDELL CHEMICAL CO COM 552078107 2122 138576 SH DEFINED 03 138576 M & T BK CORP COM 55261F104 3887 57167 SH DEFINED 03 57167 MAF BANCORP INC COM 55261R108 2331 81961 SH DEFINED 03 81961 MAI SYSTEMS CORP COM 552620205 9 34800 SH DEFINED 03 34800 MBIA INC COM 55262C100 4032 54400 SH DEFINED 01 54400 MBIA INC COM 55262C100 25327 341678 SH DEFINED 03 341678 MBNA CORP COM 55262L100 12849 347864 SH DEFINED 01 347864 MBNA CORP COM 55262L100 87738 2375337 SH DEFINED 03 2375337 M D C HLDGS INC COM 552676108 2290 69500 SH DEFINED 03 69500 MCN ENERGY GROUP INC COM 55267J100 1775 64100 SH DEFINED 03 64100 MDU RES GROUP INC COM 552690109 746 22950 SH DEFINED 03 22950 MEMC ELECTR MATLS INC COM 552715104 159 16400 SH DEFINED 03 16400 MGIC INVT CORP WIS COM 552848103 9136 135481 SH DEFINED 01 135481 MGIC INVT CORP WIS COM 552848103 25968 385064 SH DEFINED 03 385064 MGI PHARMA INC COM 552880106 317 19200 SH DEFINED 03 19200 MGM MIRAGE COM 552953101 517 18330 SH DEFINED 03 18330 MRV COMMUNICATIONS INC COM 553477100 253 18900 SH DEFINED 03 18900 M S CARRIERS INC COM 553533100 1092 33350 SH DEFINED 03 33350 MACDERMID INC COM 554273102 1551 81650 SH DEFINED 03 81650 MACERICH CO COM 554382101 1280 66700 SH DEFINED 03 66700 MACK CALI RLTY CORP COM 554489104 76958 2694422 SH DEFINED 03 2694422 MACROVISION CORP COM 555904101 1044 14100 SH DEFINED 01 14100 MACROVISION CORP COM 555904101 3612 48800 SH DEFINED 03 48800 MACROMEDIA INC COM 556100105 146 2400 SH DEFINED 01 2400 MACROMEDIA INC COM 556100105 3768 62030 SH DEFINED 03 62030 MAGNETEK INC COM 559424106 554 42600 SH DEFINED 03 42600 MANDALAY RESORT GROUP COM 562567107 2373 108185 SH DEFINED 03 108185 MANITOWOC INC COM 563571108 2378 82012 SH DEFINED 03 82012 MANOR CARE INC NEW COM 564055101 3793 183900 SH DEFINED 01 183900 MANOR CARE INC NEW COM 564055101 5016 243217 SH DEFINED 03 243217 MANPOWER INC COM 56418H100 2261 59500 SH DEFINED 03 59500 MANUFACTURED HOME CMNTYS INC COM 564682102 232 8000 SH DEFINED 03 8000 MANUGISTICS GROUP INC COM 565011103 901 15800 SH DEFINED 03 15800 MARCHFIRST INC COM 566244109 50 33276 SH DEFINED 03 33276 MARCUS CORP COM 566330106 1206 86900 SH DEFINED 03 86900 MARKEL CORP COM 570535104 217 1200 SH DEFINED 03 1200 MARSH & MCLENNAN COS INC COM 571748102 8523 72850 SH DEFINED 01 72850 MARSH & MCLENNAN COS INC COM 571748102 53837 460145 SH DEFINED 03 460145 MARSHALL & ILSLEY CORP COM 571834100 3633 71466 SH DEFINED 03 71466 MARRIOTT INTL INC NEW CL A 571903202 1572 37200 SH DEFINED 01 37200 MARRIOTT INTL INC NEW CL A 571903202 17152 405961 SH DEFINED 03 405961 MARTIN MARIETTA MATLS INC COM 573284106 516 12200 SH DEFINED 03 12200 MASCO CORP COM 574599106 3226 125600 SH DEFINED 01 125600 MASCO CORP COM 574599106 17769 691760 SH DEFINED 03 691760 MASSEY ENERGY CORP COM 576206106 2820 221200 SH DEFINED 01 221200 MASSEY ENERGY CORP COM 576206106 9509 745789 SH DEFINED 03 745789 MASTEC INC COM 576323109 1292 64589 SH DEFINED 03 64589 MATERIAL SCIENCIES CORP COM 576674105 287 37325 SH DEFINED 03 37325 MATRIX PHARMACEUTICAL INC COM 576844104 231 13500 SH DEFINED 03 13500 MATTEL INC COM 577081102 3235 224012 SH DEFINED 01 224012 MATTEL INC COM 577081102 8713 603363 SH DEFINED 03 603363 MAXTOR CORP COM NEW 577729205 148 26400 SH DEFINED 03 26400 MAXIM INTEGRATED PRODS INC COM 57772K101 5178 108300 SH DEFINED 01 108300 MAXIM INTEGRATED PRODS INC COM 57772K101 20328 425157 SH DEFINED 03 425157 MAY DEPT STORES CO COM 577778103 614 18750 SH DEFINED 01 18750 MAY DEPT STORES CO COM 577778103 28012 855325 SH DEFINED 03 855325 MAXICARE HEALTH PLANS INC COM NEW 577904204 17 18045 SH DEFINED 03 18045 MAVERICK TUBE CORP COM 577914104 296 13100 SH DEFINED 03 13100 MAXIMUS INC COM 577933104 2131 61000 SH DEFINED 03 61000 MAYORS JEWELERS INC DEL COM 578462103 137 47700 SH DEFINED 03 47700 MAYTAG CORP COM 578592107 5803 179600 SH DEFINED 01 179600 MAYTAG CORP COM 578592107 3992 123553 SH DEFINED 03 123553 MCCLATCHY CO CL A 579489105 378 8875 SH DEFINED 03 8875 MCCORMICK & CO INC COM NON VTG 579780206 1406 39000 SH DEFINED 03 39000 MCDERMOTT INTL INC COM 580037109 30 2800 SH DEFINED 01 2800 MCDERMOTT INTL INC COM 580037109 8095 752982 SH DEFINED 03 752982 MCDONALDS CORP COM 580135101 14920 438826 SH DEFINED 01 438826 MCDONALDS CORP COM 580135101 64696 1902814 SH DEFINED 03 1902814 MCGRAW HILL COS INC COM 580645109 11690 199400 SH DEFINED 01 199400 MCGRAW HILL COS INC COM 580645109 19757 337006 SH DEFINED 03 337006 MCKESSON HBOC INC COM 58155Q103 13703 381802 SH DEFINED 01 381802 MCKESSON HBOC INC COM 58155Q103 14467 403096 SH DEFINED 03 403096 MCLEODUSA INC CL A 582266102 123 8700 SH DEFINED 01 8700 MCLEODUSA INC CL A 582266102 836 59175 SH DEFINED 03 59175 MEAD CORP COM 582834107 737 23500 SH DEFINED 01 23500 MEAD CORP COM 582834107 19312 615514 SH DEFINED 03 615514 MEADE INSTRUMENTS CORP COM 583062104 280 42600 SH DEFINED 03 42600 MEDAREX INC COM 583916101 261 6400 SH DEFINED 03 6400 MEDIA GEN INC CL A 584404107 812 22300 SH DEFINED 03 22300 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 5831 98625 SH DEFINED 03 98625 MEDIMMUNE INC COM 584699102 6919 145100 SH DEFINED 01 145100 MEDIMMUNE INC COM 584699102 13962 292781 SH DEFINED 03 292781 MEDITRUST CORP PAIRED CTF NEW 58501T306 120 46935 SH DEFINED 03 46935 MEDTRONIC INC COM 585055106 27453 454700 SH DEFINED 01 454700 MEDTRONIC INC COM 585055106 123533 2046096 SH DEFINED 03 2046096 MELLON FINL CORP COM 58551A108 10865 220900 SH DEFINED 01 220900 MELLON FINL CORP COM 58551A108 42405 862108 SH DEFINED 03 862108 MEMBERWORKS INC COM 586002107 914 43000 SH DEFINED 03 43000 MENS WEARHOUSE INC COM 587118100 3670 134675 SH DEFINED 03 134675 MENTOR CORP MINN COM 587188103 1858 95300 SH DEFINED 03 95300 MENTOR GRAPHICS CORP COM 587200106 1550 56500 SH DEFINED 03 56500 MERCANTILE BANKSHARES CORP COM 587405101 2149 49750 SH DEFINED 03 49750 MERCK & CO INC COM 589331107 59449 634972 SH DEFINED 01 634972 MERCK & CO INC COM 589331107 441373 4714260 SH DEFINED 03 4714260 MERCURY COMPUTER SYS COM 589378108 3807 81975 SH DEFINED 03 81975 MERCURY GENL CORP NEW COM 589400100 404 9200 SH DEFINED 03 9200 MERCURY INTERACTIVE CORP COM 589405109 15090 167200 SH DEFINED 01 167200 MERCURY INTERACTIVE CORP COM 589405109 11743 130113 SH DEFINED 03 130113 MEREDITH CORP COM 589433101 1036 32200 SH DEFINED 01 32200 MEREDITH CORP COM 589433101 2726 84696 SH DEFINED 03 84696 MERISTAR HOSPITALITY CORP COM 58984Y103 3792 192600 SH DEFINED 03 192600 MERRILL LYNCH & CO INC COM 590188108 14387 211000 SH DEFINED 01 211000 MERRILL LYNCH & CO INC COM 590188108 153331 2248682 SH DEFINED 03 2248682 MESA AIR GROUP INC COM 590479101 664 94900 SH DEFINED 03 94900 METHODE ELECTRS INC CL A 591520200 2685 117050 SH DEFINED 03 117050 METLIFE INC COM 59156R108 865 24700 SH DEFINED 01 24700 METLIFE INC COM 59156R108 41019 1171974 SH DEFINED 03 1171974 METRIS COS INC COM 591598107 2473 93982 SH DEFINED 03 93982 METRO GOLDWYN MAYER INC COM 591610100 295 18100 SH DEFINED 03 18100 METROMEDIA FIBER NETWORK INC CL A 591689104 476 47000 SH DEFINED 01 47000 METROMEDIA FIBER NETWORK INC CL A 591689104 2100 207422 SH DEFINED 03 207422 METTLER TOLEDO INTERNATIONAL COM 592688105 457 8400 SH DEFINED 03 8400 MICHAEL FOOD INC NEW COM 594079105 1934 64200 SH DEFINED 03 64200 MICHAELS STORES INC COM 594087108 3389 127875 SH DEFINED 03 127875 MICREL INC COM 594793101 606 18000 SH DEFINED 01 18000 MICREL INC COM 594793101 2500 74217 SH DEFINED 03 74217 MICROS SYS INC COM 594901100 881 48300 SH DEFINED 03 48300 MICROSOFT CORP COM 594918104 128915 2972100 SH DEFINED 01 2972100 MICROSOFT CORP COM 594918104 436927 10073255 SH DEFINED 03 10073255 MICROCHIP TECHNOLOGY INC COM 595017104 976 44500 SH DEFINED 01 44500 MICROCHIP TECHNOLOGY INC COM 595017104 4226 192640 SH DEFINED 03 192640 MICROMUSE INC COM 595094103 785 13000 SH DEFINED 01 13000 MICROMUSE INC COM 595094103 237 3934 SH DEFINED 03 3934 MICRON ELECTRONICS INC COM 595100108 43 10900 SH DEFINED 03 10900 MICRON TECHNOLOGY INC COM 595112103 18119 510400 SH DEFINED 01 510400 MICRON TECHNOLOGY INC COM 595112103 31750 894373 SH DEFINED 03 894373 MID ATLANTIC MED SVCS INC COM 59523C107 3114 157200 SH DEFINED 03 157200 MIDAS GROUP INC COM 595626102 517 43316 SH DEFINED 03 43316 MIDWEST EXPRESS HLDGS INC COM 597911106 647 44075 SH DEFINED 03 44075 MIDWAY GAMES INC COM 598148104 769 108344 SH DEFINED 03 108344 MILACRON INC COM 598709103 2005 124800 SH DEFINED 03 124800 MILLENNIUM PHARMACEUTICALS INC COM 599902103 210 3400 SH DEFINED 01 3400 MILLENNIUM PHARMACEUTICALS INC COM 599902103 6741 108950 SH DEFINED 03 108950 MILLENNIUM CHEMICALS INC COM 599903101 404 22300 SH DEFINED 03 22300 MILLER HERMAN INC COM 600544100 865 30100 SH DEFINED 01 30100 MILLER HERMAN INC COM 600544100 1245 43300 SH DEFINED 03 43300 MILLIPORE CORP COM 601073109 9929 157600 SH DEFINED 01 157600 MILLIPORE CORP COM 601073109 4757 75501 SH DEFINED 03 75501 MINERALS TECHNOLOGIES INC COM 603158106 509 14900 SH DEFINED 03 14900 MINIMED INC COM 60365K108 605 14400 SH DEFINED 01 14400 MINIMED INC COM 60365K108 1322 31445 SH DEFINED 03 31445 MINNESOTA MNG & MFG CO COM 604059105 10966 91000 SH DEFINED 01 91000 MINNESOTA MNG & MFG CO COM 604059105 96330 799418 SH DEFINED 03 799418 MIPS TECHNOLOGIES INC CL A 604567107 323 12100 SH DEFINED 03 12100 MISSION WEST PPTYS INC COM 605203108 6355 458000 SH DEFINED 03 458000 MISSISSIPPI CHEM CORP COM NEW 605288208 257 81472 SH DEFINED 03 81472 MITCHELL ENERGY & DEV CORP CL A 606592202 594 9700 SH DEFINED 03 9700 MODIS PROFESSIONAL SVCS INC COM 607830106 177 42919 SH DEFINED 03 42919 MOHAWK INDS INC COM 608190104 1191 43500 SH DEFINED 03 43500 MOLECULAR DEVICES CORP COM 60851C107 356 5200 SH DEFINED 03 5200 MOLEX INC COM 608554101 6543 184313 SH DEFINED 01 184313 MOLEX INC COM 608554101 11899 335195 SH DEFINED 03 335195 MONACO COACH CORP COM 60886R103 918 51875 SH DEFINED 03 51875 MONTANA POWER CO COM 612085100 2063 99400 SH DEFINED 03 99400 MONY GROUP INC COM 615337102 564 11400 SH DEFINED 03 11400 MOODYS CORP COM 615369105 5171 201300 SH DEFINED 01 201300 MOODYS CORP COM 615369105 6450 251112 SH DEFINED 03 251112 MORGAN J P & CO INC COM 616880100 3509 21200 SH DEFINED 01 21200 MORGAN J P & CO INC COM 616880100 96603 583701 SH DEFINED 03 583701 MORGAN KEEGAN INC COM 617410105 2339 88250 SH DEFINED 03 88250 MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 19994 252290 SH DEFINED 01 252290 MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 178736 2255343 SH DEFINED 03 2255343 MORRISON MGMT SPECIALISTS INC COM 618459101 1447 41452 SH DEFINED 03 41452 MOTOROLA INC COM 620076109 18020 889892 SH DEFINED 01 889892 MOTOROLA INC COM 620076109 66757 3296626 SH DEFINED 03 3296626 MUELLER INDS INC COM 624756102 2893 107900 SH DEFINED 03 107900 MURPHY OIL CORP COM 626717102 205 3400 SH DEFINED 01 3400 MURPHY OIL CORP COM 626717102 2855 47245 SH DEFINED 03 47245 MUTUAL RISK MGMT LTD COM 628351108 1666 109675 SH DEFINED 03 109675 MYERS INDS INC COM 628464109 913 62991 SH DEFINED 03 62991 MYLAN LABS INC COM 628530107 3166 125700 SH DEFINED 03 125700 MYRIAD GENETICS INC COM 62855J104 517 6250 SH DEFINED 03 6250 NBTY INC COM 628782104 903 190175 SH DEFINED 03 190175 NCO GROUP INC COM 628858102 348 11450 SH DEFINED 03 11450 NCR CORP NEW COM 62886E108 5987 121881 SH DEFINED 01 121881 NCR CORP NEW COM 62886E108 7627 155254 SH DEFINED 03 155254 NL INDS INC COM NEW 629156407 310 12800 SH DEFINED 03 12800 NN INC COM 629337106 155 16800 SH DEFINED 03 16800 NPS PHARMACEUTICALS INC COM 62936P103 422 8800 SH DEFINED 03 8800 NTL INC COM 629407107 2477 103492 SH DEFINED 03 103492 NUI CORP COM 629430109 1159 36000 SH DEFINED 03 36000 NVR INC COM 62944T105 3399 27500 SH DEFINED 03 27500 NABORS INDS INC COM 629568106 2419 40900 SH DEFINED 01 40900 NABORS INDS INC COM 629568106 23676 400278 SH DEFINED 03 400278 NANOGEN INC COM 630075109 158 17582 SH DEFINED 00 17582 NANOGEN INC COM 630075109 21 2300 SH DEFINED 03 2300 NASH FINCH CO COM 631158102 598 51150 SH DEFINED 03 51150 NASHUA CORP COM 631226107 65 14700 SH DEFINED 03 14700 NATIONAL CITY CORP COM 635405103 957 33300 SH DEFINED 01 33300 NATIONAL CITY CORP COM 635405103 37878 1317509 SH DEFINED 03 1317509 NATIONAL COMM BANCORP COM 635449101 3633 146800 SH DEFINED 03 146800 NATIONAL DATA CORP COM 635621105 3877 105850 SH DEFINED 03 105850 NATIONAL FUEL GAS CO N J COM 636180101 1397 22200 SH DEFINED 03 22200 NATIONAL INFO CONSORTIUM INC COM 636491102 27 17600 SH DEFINED 03 17600 NATIONAL INSTRS CORP COM 636518102 1360 28000 SH DEFINED 01 28000 NATIONAL INSTRS CORP COM 636518102 4700 96775 SH DEFINED 03 96775 NATIONAL-OILWELL INC COM 637071101 646 16700 SH DEFINED 03 16700 NATIONAL PRESTO INDS INC COM 637215104 558 18175 SH DEFINED 03 18175 NATIONAL PROCESSING INC COM 637229105 199 11700 SH DEFINED 03 11700 NATIONAL SEMICONDUCTOR CORP COM 637640103 6136 304917 SH DEFINED 01 304917 NATIONAL SEMICONDUCTOR CORP COM 637640103 16340 811905 SH DEFINED 03 811905 NATIONAL SVC INDS INC COM 637657107 62 2400 SH DEFINED 01 2400 NATIONAL SVC INDS INC COM 637657107 16780 653261 SH DEFINED 03 653261 NATIONWIDE HEALTH PPTYS INC COM 638620104 198 15400 SH DEFINED 03 15400 NATURES SUNSHINE PRODUCTS INC COM 639027101 293 42950 SH DEFINED 03 42950 NAUTICA ENTERPRISES INC COM 639089101 1742 114350 SH DEFINED 03 114350 NAVISTAR INTL CORP NEW COM 63934E108 5298 202300 SH DEFINED 01 202300 NAVISTAR INTL CORP NEW COM 63934E108 9545 364497 SH DEFINED 03 364497 NEIMAN MARCUS GROUP INC CL A 640204202 2176 61200 SH DEFINED 03 61200 NELSON THOMAS INC COM 640376109 262 37400 SH DEFINED 03 37400 NETWORKS ASSOCS INC COM 640938106 2105 502708 SH DEFINED 03 502708 NETEGRITY INC COM 64110P107 481 8850 SH DEFINED 03 8850 NETMANAGE INC COM 641144100 39 41194 SH DEFINED 03 41194 NETRO CORP COM 64114R109 92 13200 SH DEFINED 03 13200 NETIQ CORP COM 64115P102 905 10359 SH DEFINED 03 10359 NETWORK EQUIP TECHNOLOGIES COM 641208103 438 68000 SH DEFINED 03 68000 NETWORK APPLIANCE INC COM 64120L104 25148 391800 SH DEFINED 01 391800 NETWORK APPLIANCE INC COM 64120L104 42045 655033 SH DEFINED 03 655033 NETWORK ACCESS SOLUTIONS CORP COM 64120S109 9 14300 SH DEFINED 03 14300 NETWORK PLUS CORP COM 64122D506 39 15700 SH DEFINED 03 15700 NETZERO INC COM 64122R109 9 10300 SH DEFINED 03 10300 NEUBERGER BERMAN INC COM 641234109 1281 15800 SH DEFINED 03 15800 NEUROGEN CORP COM 64124E106 228 6500 SH DEFINED 03 6500 NEUROCRINE BIOSCIENCES INC COM 64125C109 265 8000 SH DEFINED 03 8000 NEW ENGLAND BUSINESS SVC INC COM 643872104 726 39800 SH DEFINED 03 39800 NEW JERSEY RES COM 646025106 2125 49125 SH DEFINED 03 49125 NEW PLAN EXCEL RLTY TR INC COM 648053106 715 54460 SH DEFINED 03 54460 NEW YORK CMNTY BANCORP INC COM 649445103 3659 99575 SH DEFINED 03 99575 NEW YORK TIMES CO CL A 650111107 8311 207445 SH DEFINED 01 207445 NEW YORK TIMES CO CL A 650111107 9721 242637 SH DEFINED 03 242637 NEWELL RUBBERMAID INC COM 651229106 5210 229003 SH DEFINED 01 229003 NEWELL RUBBERMAID INC COM 651229106 8737 384064 SH DEFINED 03 384064 NEWFIELD EXPL CO COM 651290108 251 5300 SH DEFINED 01 5300 NEWFIELD EXPL CO COM 651290108 6319 133200 SH DEFINED 03 133200 NEWMONT MINING CORP COM 651639106 5652 331239 SH DEFINED 01 331239 NEWMONT MINING CORP COM 651639106 8434 494339 SH DEFINED 03 494339 NEWPARK RES INC COM PAR $.01NE 651718504 144 15100 SH DEFINED 03 15100 NEWPORT CORP COM 651824104 1431 18200 SH DEFINED 01 18200 NEWPORT CORP COM 651824104 317 4028 SH DEFINED 03 4028 NEWPORT NEWS SHIPBUILDING INC COM 652228107 1392 26773 SH DEFINED 03 26773 NEXTEL COMMUNICATIONS INC CL A 65332V103 14419 582600 SH DEFINED 01 582600 NEXTEL COMMUNICATIONS INC CL A 65332V103 31529 1273917 SH DEFINED 03 1273917 NEXTEL PARTNERS INC CL A 65333F107 274 16300 SH DEFINED 03 16300 NIAGARA MOHAWK HLDGS INC COM 653520106 1344 80525 SH DEFINED 01 80525 NIAGARA MOHAWK HLDGS INC COM 653520106 4046 242463 SH DEFINED 03 242463 NICOR INC COM 654086107 1166 27009 SH DEFINED 01 27009 NICOR INC COM 654086107 13790 319305 SH DEFINED 03 319305 NIKE INC CL B 654106103 14969 268209 SH DEFINED 01 268209 NIKE INC CL B 654106103 27953 500847 SH DEFINED 03 500847 NIKU CORP COM 654113109 91 12400 SH DEFINED 03 12400 99 CENTS ONLY STORES COM 65440K106 2564 93657 SH DEFINED 03 93657 NISOURCE INC COM 65473P105 3417 111113 SH DEFINED 01 111113 NISOURCE INC COM 65473P105 8281 269311 SH DEFINED 03 269311 NOBLE AFFILIATES INC COM 654894104 6775 147293 SH DEFINED 03 147293 NOKIA CORP SPONSORED ADR 654902204 16523 379835 SH DEFINED 03 379835 NOBLE DRILLING CORP COM 655042109 208 4800 SH DEFINED 01 4800 NOBLE DRILLING CORP COM 655042109 3719 85624 SH DEFINED 03 85624 NORDSON CORP COM 655663102 569 22300 SH DEFINED 03 22300 NORDSTROM INC COM 655664100 4739 260572 SH DEFINED 01 260572 NORDSTROM INC COM 655664100 3786 208186 SH DEFINED 03 208186 NORFOLK SOUTHERN CORP COM 655844108 228 17100 SH DEFINED 01 17100 NORFOLK SOUTHERN CORP COM 655844108 14461 1086316 SH DEFINED 03 1086316 NORTEL NETWORKS CORP NEW COM 656568102 31841 993100 SH DEFINED 01 993100 NORTEL NETWORKS CORP NEW COM 656568102 180246 5621788 SH DEFINED 03 5621788 NORTH FORK BANCORPORATION NY COM 659424105 1916 77999 SH DEFINED 03 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SEARS ROEBUCK & CO COM 812387108 858 24700 SH DEFINED 01 24700 SEARS ROEBUCK & CO COM 812387108 47784 1375077 SH DEFINED 03 1375077 SECURITY CAP GROUP INC CL B 81413P204 760 37900 SH DEFINED 03 37900 SEITEL INC COM NEW 816074306 1431 77594 SH DEFINED 03 77594 SELECTIVE INS GROUP INC COM 816300107 3793 156400 SH DEFINED 03 156400 SEMTECH CORP COM 816850101 1385 62800 SH DEFINED 01 62800 SEMTECH CORP COM 816850101 1490 67534 SH DEFINED 03 67534 SEMPRA ENERGY COM 816851109 1611 69286 SH DEFINED 01 69286 SEMPRA ENERGY COM 816851109 19618 843785 SH DEFINED 03 843785 SENSIENT TECHNOLOGIES CORP COM 81725T100 771 33900 SH DEFINED 03 33900 SENSORMATIC ELECTRS CORP COM 817265101 670 33400 SH DEFINED 03 33400 SEPRACOR INC COM 817315104 240 3000 SH DEFINED 01 3000 SEPRACOR INC COM 817315104 4881 60918 SH DEFINED 03 60918 SERENA SOFTWARE INC COM 817492101 284 8300 SH DEFINED 03 8300 SERVICE CORP INTL COM 817565104 189 107792 SH DEFINED 03 107792 SERVICEMASTER CO COM 81760N109 422 36733 SH DEFINED 03 36733 SHAW GROUP INC COM 820280105 6705 134100 SH DEFINED 03 134100 SHAW INDS INC COM 820286102 1346 71100 SH DEFINED 03 71100 SHERWIN WILLIAMS CO COM 824348106 468 17800 SH DEFINED 01 17800 SHERWIN WILLIAMS CO COM 824348106 19475 740158 SH DEFINED 03 740158 SHOPKO STORES INC COM 824911101 525 104975 SH DEFINED 03 104975 SHURGARD STORAGE CTRS INC COM 82567D104 1500 61400 SH DEFINED 03 61400 SICOR INC COM 825846108 370 25600 SH DEFINED 03 25600 SIEBEL SYS INC COM 826170102 16331 241500 SH DEFINED 01 241500 SIEBEL SYS INC COM 826170102 49705 735008 SH DEFINED 03 735008 SIERRA HEALTH SVCS INC COM 826322109 287 75400 SH DEFINED 03 75400 SIERRA PAC RES NEW COM 826428104 739 46000 SH DEFINED 03 46000 SIGMA ALDRICH CORP COM 826552101 7025 178700 SH DEFINED 01 178700 SIGMA ALDRICH CORP COM 826552101 4634 117868 SH DEFINED 03 117868 SILICON GRAPHICS INC COM 827056102 172 42894 SH DEFINED 03 42894 SILICON STORAGE TECHNOLOGY INC COM 827057100 666 56400 SH DEFINED 01 56400 SILICON STORAGE TECHNOLOGY INC COM 827057100 152 12900 SH DEFINED 03 12900 SILICON VY BANCSHARES COM 827064106 2036 58900 SH DEFINED 03 58900 SILICON VY GROUP INC COM 827066101 3161 109950 SH DEFINED 03 109950 SIMON PPTY GROUP INC NEW COM 828806109 6031 251304 SH DEFINED 03 251304 SIMPSON MANUFACTURING CO INC COM 829073105 1742 34150 SH DEFINED 03 34150 SINCLAIR BROADCAST GROUP INC CL A 829226109 152 15200 SH DEFINED 03 15200 SIRIUS SATELLITE RADIO INC COM 82966U103 323 10800 SH DEFINED 03 10800 SITEL CORP COM 82980K107 48 16600 SH DEFINED 03 16600 SIPEX CORP COM 829909100 259 10800 SH DEFINED 03 10800 SIX FLAGS INC COM 83001P109 292 17000 SH DEFINED 03 17000 SKY FINL GROUP INC COM 83080P103 409 24427 SH DEFINED 03 24427 SKYLINE CORP COM 830830105 485 25600 SH DEFINED 03 25600 SKYWEST INC COM 830879102 4442 154500 SH DEFINED 03 154500 SMITH A O COM 831865209 1472 86250 SH DEFINED 03 86250 SMITH INTL INC COM 832110100 544 7300 SH DEFINED 01 7300 SMITH INTL INC COM 832110100 6127 82171 SH DEFINED 03 82171 SMITH CHARLES E RESDNTL RLTY COM 832197107 3121 66400 SH DEFINED 03 66400 SMITHFIELD FOODS INC COM 832248108 4815 158400 SH DEFINED 03 158400 SMUCKER J M CO COM 832696306 207 7400 SH DEFINED 03 7400 SMURFIT-STONE CONTAINER CORP COM 832727101 339 22674 SH DEFINED 03 22674 SNAP ON INC COM 833034101 86 3100 SH DEFINED 01 3100 SNAP ON INC COM 833034101 14453 518503 SH DEFINED 03 518503 SODEXHO MARRIOTT SVCS INC COM 833793102 309 13975 SH DEFINED 03 13975 SOLA INTL INC COM 834092108 291 70500 SH DEFINED 03 70500 SOLECTRON CORP COM 834182107 14618 431200 SH DEFINED 01 431200 SOLECTRON CORP COM 834182107 65934 1944947 SH DEFINED 03 1944947 SOLUTIA INC COM 834376105 1141 95080 SH DEFINED 03 95080 SOMERA COMMUNICATION COM 834458101 103 11800 SH DEFINED 03 11800 SONIC CORP COM 835451105 2057 88249 SH DEFINED 03 88249 SONICBLUE INC COM 83546Q109 1119 271256 SH DEFINED 03 271256 SONOCO PRODS CO COM 835495102 798 36917 SH DEFINED 03 36917 SOTHEBYS HLDGS INC CL A 835898107 784 33800 SH DEFINED 03 33800 SOUTH FINL GROUP INC COM 837841105 1619 122200 SH DEFINED 03 122200 SOUTHERN CO COM 842587107 8700 261660 SH DEFINED 01 261660 SOUTHERN CO COM 842587107 64078 1927146 SH DEFINED 03 1927146 SOUTHERN ENERGY INC DEL COM 842816100 711 25100 SH DEFINED 03 25100 SOUTHERN UN CO NEW COM 844030106 3643 137481 SH DEFINED 03 137481 SOUTHTRUST CORP COM 844730101 561 13800 SH DEFINED 01 13800 SOUTHTRUST CORP COM 844730101 25344 622895 SH DEFINED 03 622895 SOUTHWEST AIRLS CO COM 844741108 10813 322488 SH DEFINED 01 322488 SOUTHWEST AIRLS CO COM 844741108 32102 957422 SH DEFINED 03 957422 SOUTHWEST BANCORPORATION TEX COM 84476R109 4472 104150 SH DEFINED 03 104150 SOUTHWEST GAS CORP COM 844895102 1934 88425 SH DEFINED 03 88425 SOUTHWEST SECS GROUP INC COM 845224104 1457 56310 SH DEFINED 03 56310 SOUTHWESTERN ENERGY CO COM 845467109 773 74500 SH DEFINED 03 74500 SOVEREIGN BANCORP INC COM 845905108 3006 370017 SH DEFINED 03 370017 SPACELABS MED INC COM 846247104 361 27795 SH DEFINED 03 27795 SPARTAN MTRS INC COM 846819100 70 41250 SH DEFINED 03 41250 SPECTRASITE HLDGS INC COM 84760T100 156 11800 SH DEFINED 03 11800 SPEEDFAM-IPEC INC COM 847705100 525 86645 SH DEFINED 03 86645 SPHERION CORP COM 848420105 2160 190960 SH DEFINED 03 190960 SPIEKER PPTYS INC COM 848497103 8140 162400 SH DEFINED 03 162400 SPRINGS INDS INC CL A 851783100 11991 369656 SH DEFINED 03 369656 SPRINT CORP COM FON GROUP 852061100 11880 584898 SH DEFINED 01 584898 SPRINT CORP COM FON GROUP 852061100 37776 1859764 SH DEFINED 03 1859764 SPRINT CORP PCS COM SER 1 852061506 28914 1414800 SH DEFINED 01 1414800 SPRINT CORP PCS COM SER 1 852061506 26406 1292069 SH DEFINED 03 1292069 STANCORP FINL GROUP INC COM 852891100 578 12100 SH DEFINED 03 12100 STANDARD MICROSYSTEMS CORP COM 853626109 1031 50900 SH DEFINED 03 50900 STANDARD MTR PRODS INC COM 853666105 238 32300 SH DEFINED 03 32300 STANDARD PAC CORP NEW COM 85375C101 12942 553675 SH DEFINED 03 553675 STANDARD REGISTER CO COM 853887107 1072 75200 SH DEFINED 03 75200 STANDEX INTL CORP COM 854231107 662 32100 SH DEFINED 03 32100 STANLEY WKS COM 854616109 162 5200 SH DEFINED 01 5200 STANLEY WKS COM 854616109 16295 522478 SH DEFINED 03 522478 STAPLES INC COM 855030102 9799 829600 SH DEFINED 01 829600 STAPLES INC COM 855030102 7642 646999 SH DEFINED 03 646999 STARBUCKS CORP COM 855244109 6368 143900 SH DEFINED 01 143900 STARBUCKS CORP COM 855244109 10923 246855 SH DEFINED 03 246855 STARTEK INC COM 85569C107 587 38200 SH DEFINED 03 38200 STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 1100 31200 SH DEFINED 01 31200 STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 12783 362638 SH DEFINED 03 362638 STATE STR CORP COM 857477103 13601 109500 SH DEFINED 01 109500 STATE STR CORP COM 857477103 38476 309762 SH DEFINED 03 309762 STATEN IS BANCORP INC COM 857550107 2235 104575 SH DEFINED 03 104575 STATION CASINOS INC COM 857689103 169 11300 SH DEFINED 03 11300 STEEL DYNAMICS INC COM 858119100 1378 125300 SH DEFINED 03 125300 STEEL TECHNOLOGIES INC COM 858147101 141 25700 SH DEFINED 03 25700 STEIN MART INC COM 858375108 1503 129300 SH DEFINED 03 129300 STERIS CORP COM 859152100 2259 140068 SH DEFINED 03 140068 STEWART & STEVENSON SVCS INC COM 860342104 645 28400 SH DEFINED 03 28400 STILLWATER MNG CO COM 86074Q102 4806 122133 SH DEFINED 03 122133 STILWELL FINL INC COM 860831106 10293 261000 SH DEFINED 01 261000 STILWELL FINL INC COM 860831106 19105 484437 SH DEFINED 03 484437 STMICROELECTRONICS N V COM 861012102 563 13150 SH DEFINED 03 13150 STONE ENERGY CORP COM 861642106 3870 59950 SH DEFINED 03 59950 STORAGE USA INC COM 861907103 267 8400 SH DEFINED 03 8400 STORA ENSO CORP SPON ADR REP R 86210M106 178 15189 SH DEFINED 03 15189 STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 758 84214 SH DEFINED 03 84214 STORAGE COMPUTER CORP COM 86211A101 197 25258 SH DEFINED 03 25258 STRIDE RITE CORP COM 863314100 883 126200 SH DEFINED 03 126200 STRUCTURAL DYNAMICS RESH CORP COM 863555108 432 43200 SH DEFINED 03 43200 STRYKER CORP COM 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SUNTRUST BKS INC COM 867914103 3572 56700 SH DEFINED 01 56700 SUNTRUST BKS INC COM 867914103 33942 538763 SH DEFINED 03 538763 SUPERIOR INDS INTL INC COM 868168105 483 15300 SH DEFINED 03 15300 SUPERTEX INC COM 868532102 522 26400 SH DEFINED 03 26400 SUPERVALU INC COM 868536103 1288 92800 SH DEFINED 01 92800 SUPERVALU INC COM 868536103 14195 1023064 SH DEFINED 03 1023064 SUSQUEHANNA BANCSHARES INC PA COM 869099101 1912 115900 SH DEFINED 03 115900 SWIFT ENERGY CO COM 870738101 2348 62400 SH DEFINED 03 62400 SWIFT TRANSN CO COM 870756103 372 18800 SH DEFINED 03 18800 SYBASE INC COM 871130100 380 19200 SH DEFINED 03 19200 SYBRON DENTAL SPECIALTIES INC COM 871142105 64 3800 SH DEFINED 01 3800 SYBRON DENTAL SPECIALTIES INC COM 871142105 1694 100398 SH DEFINED 03 100398 SYCAMORE NETWORKS INC COM 871206108 1023 27450 SH DEFINED 03 27450 SYKES ENTERPRISES INC COM 871237103 64 14500 SH DEFINED 03 14500 SYLVAN LEARNING SYS INC COM 871399101 210 14150 SH DEFINED 03 14150 SYMANTEC CORP COM 871503108 537 16100 SH DEFINED 01 16100 SYMANTEC CORP COM 871503108 6868 205796 SH DEFINED 03 205796 SYMBOL TECHNOLOGIES INC COM 871508107 1346 37400 SH DEFINED 01 37400 SYMBOL TECHNOLOGIES INC COM 871508107 5658 157159 SH DEFINED 03 157159 SYMMETRICOM INC COM 871543104 741 76050 SH DEFINED 03 76050 SYMYX TECHNOLOGIES COM 87155S108 266 7400 SH DEFINED 03 7400 SYNCOR INTL CORP DEL COM 87157J106 3015 82900 SH DEFINED 03 82900 SYNOPSYS INC COM 871607107 85 1800 SH DEFINED 01 1800 SYNOPSYS INC COM 871607107 707 14900 SH DEFINED 03 14900 SYNOVUS FINL CORP COM 87161C105 2185 81100 SH DEFINED 01 81100 SYNOVUS FINL CORP COM 87161C105 11873 440778 SH DEFINED 03 440778 SYSCO CORP COM 871829107 22707 756900 SH DEFINED 01 756900 SYSCO CORP COM 871829107 37211 1240368 SH DEFINED 03 1240368 SYSTEMAX INC COM 871851101 18 14400 SH DEFINED 03 14400 SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 1111 90200 SH DEFINED 03 90200 TBC CORP COM 872180104 338 74050 SH DEFINED 03 74050 TCF FINL CORP COM 872275102 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TELE1 EUROPE HLDG AB SPONSORED ADR 87944T201 163 35222 SH DEFINED 03 35222 TELLABS INC COM 879664100 10758 190400 SH DEFINED 01 190400 TELLABS INC COM 879664100 71059 1257675 SH DEFINED 03 1257675 TEMPLE INLAND INC COM 879868107 493 9200 SH DEFINED 01 9200 TEMPLE INLAND INC COM 879868107 17877 333376 SH DEFINED 03 333376 TELETECH HOLDINGS INC COM 879939106 114 6200 SH DEFINED 01 6200 TELETECH HOLDINGS INC COM 879939106 112 6100 SH DEFINED 03 6100 TENET HEALTHCARE CORP COM 88033G100 7947 178836 SH DEFINED 01 178836 TENET HEALTHCARE CORP COM 88033G100 73075 1644466 SH DEFINED 03 1644466 TENNECO AUTOMOTIVE INC COM 880349105 292 97413 SH DEFINED 03 97413 TERADYNE INC COM 880770102 8281 222300 SH DEFINED 01 222300 TERADYNE INC COM 880770102 10400 279186 SH DEFINED 03 279186 TERAYON COMMUNICATION SYS COM 880775101 32 7900 SH DEFINED 01 7900 TERAYON COMMUNICATION SYS COM 880775101 26 6400 SH DEFINED 03 6400 TERRA NETWORKS S A SPONSORED ADR 88100W103 232 21981 SH DEFINED 03 21981 TERREMARK WORLDWIDE INC COM 881448104 25 33800 SH DEFINED 03 33800 TETRA TECHNOLOGIES INC DEL COM 88162F105 557 35925 SH DEFINED 03 35925 TETRA TECH INC NEW COM 88162G103 4343 136243 SH DEFINED 03 136243 TEXACO INC COM 881694103 9255 148972 SH DEFINED 01 148972 TEXACO INC COM 881694103 94504 1521197 SH DEFINED 03 1521197 TEXAS INDS INC COM 882491103 2169 72300 SH DEFINED 03 72300 TEXAS INSTRS INC COM 882508104 23967 505900 SH DEFINED 01 505900 TEXAS INSTRS INC COM 882508104 133439 2816657 SH DEFINED 03 2816657 TEXAS REGL BANCSHARES INC CL A VTG 882673106 222 6820 SH DEFINED 03 6820 TEXTRON INC COM 883203101 2692 57900 SH DEFINED 01 57900 TEXTRON INC COM 883203101 11342 243917 SH DEFINED 03 243917 THERAGENICS CORP COM 883375107 392 78300 SH DEFINED 03 78300 THERMO ELECTRON CORP COM 883556102 6822 229317 SH DEFINED 01 229317 THERMO ELECTRON CORP COM 883556102 15087 507138 SH DEFINED 03 507138 THOMAS & BETTS CORP COM 884315102 55 3400 SH DEFINED 01 3400 THOMAS & BETTS CORP COM 884315102 1932 119380 SH DEFINED 03 119380 THOMAS INDS INC COM 884425109 981 42175 SH DEFINED 03 42175 THOR INDS INC COM 885160101 628 31800 SH DEFINED 03 31800 3COM CORP COM 885535104 117 13800 SH DEFINED 01 13800 3COM CORP COM 885535104 706 83082 SH DEFINED 03 83082 THREE FIVE SYS INC COM 88554L108 1320 73346 SH DEFINED 03 73346 3TEC ENERGY CORP COM NEW 88575R308 6242 351681 SH DEFINED 00 351681 TIBCO SOFTWARE INC COM 88632Q103 24 500 SH DEFINED 01 500 TIBCO SOFTWARE INC COM 88632Q103 983 20500 SH DEFINED 03 20500 TIDEWATER INC COM 886423102 155 3500 SH DEFINED 01 3500 TIDEWATER INC COM 886423102 2790 62873 SH DEFINED 03 62873 TIFFANY & CO NEW COM 886547108 2359 74600 SH DEFINED 01 74600 TIFFANY & CO NEW COM 886547108 12988 410676 SH DEFINED 03 410676 TIMBERLAND CO CL A 887100105 7530 112600 SH DEFINED 03 112600 TIME WARNER INC COM 887315109 22087 422800 SH DEFINED 01 422800 TIME WARNER INC COM 887315109 130257 2493436 SH DEFINED 03 2493436 TIME WARNER TELECOM INC CL A 887319101 1155 18200 SH DEFINED 01 18200 TIME WARNER TELECOM INC CL A 887319101 165 2600 SH DEFINED 03 2600 TIMKEN CO COM 887389104 54 3600 SH DEFINED 01 3600 TIMKEN CO COM 887389104 8072 533660 SH DEFINED 03 533660 TITAN CORP COM 888266103 127 7800 SH DEFINED 01 7800 TITAN CORP COM 888266103 332 20408 SH DEFINED 03 20408 TITAN INTL INC ILL COM 88830M102 226 53225 SH DEFINED 03 53225 TITAN PHARMACEUTICALS INC DEL COM 888314101 308 8700 SH DEFINED 03 8700 TOLL BROTHERS INC COM 889478103 4466 109250 SH DEFINED 03 109250 TOLLGRADE COMMUNICATIONS INC COM 889542106 422 11550 SH DEFINED 03 11550 TOMKINS PLC SPONSORED ADR 890030208 884 106300 SH DEFINED 03 106300 TOO INC COM 890333107 127 10136 SH DEFINED 03 10136 TORCHMARK CORP COM 891027104 434 11300 SH DEFINED 01 11300 TORCHMARK CORP COM 891027104 27668 719830 SH DEFINED 03 719830 TORO CO COM 891092108 1464 39900 SH DEFINED 03 39900 TOSCO CORP COM NEW 891490302 1676 49372 SH DEFINED 01 49372 TOSCO CORP COM NEW 891490302 8399 247485 SH DEFINED 03 247485 TOTAL FINA ELF S A 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14200 SH DEFINED 03 14200 TRIARC COS INC CL A 895927101 1520 62700 SH DEFINED 03 62700 TRICON GLOBAL RESTAURANTS COM 895953107 5910 179090 SH DEFINED 01 179090 TRICON GLOBAL RESTAURANTS COM 895953107 21264 644377 SH DEFINED 03 644377 TRIBUNE CO NEW COM 896047107 10957 259336 SH DEFINED 01 259336 TRIBUNE CO NEW COM 896047107 25917 613416 SH DEFINED 03 613416 TRIGON HEALTHCARE INC COM 89618L100 3665 47100 SH DEFINED 03 47100 TRIMBLE NAVIGATION LTD COM 896239100 1762 73400 SH DEFINED 03 73400 TRIMERIS INC COM 896263100 307 5600 SH DEFINED 03 5600 TRINITY INDS INC COM 896522109 2006 80250 SH DEFINED 03 80250 TRIQUINT SEMICONDUCTOR INC COM 89674K103 131 3000 SH DEFINED 01 3000 TRIQUINT SEMICONDUCTOR INC COM 89674K103 16061 367628 SH DEFINED 03 367628 TRITON PCS HLDGS INC CL A 89677M106 574 16900 SH DEFINED 01 16900 TRITON PCS HLDGS INC CL A 89677M106 180 5300 SH DEFINED 03 5300 TRUE NORTH COMMUNICATIONS INC COM 897844106 1271 29900 SH DEFINED 03 29900 TRUSTCO BK CORP N Y COM 898349105 2067 169618 SH DEFINED 03 169618 TRUSTMARK CORP COM 898402102 361 17200 SH DEFINED 03 17200 TUCKER ANTHONY SUTRO COM 898647102 1710 69600 SH DEFINED 03 69600 TULARIK INC COM 899165104 740 25130 SH DEFINED 00 25130 TULARIK INC COM 899165104 191 6500 SH DEFINED 03 6500 TUPPERWARE CORP COM 899896104 67 3300 SH DEFINED 01 3300 TUPPERWARE CORP COM 899896104 11810 577889 SH DEFINED 03 577889 TYCO INTL LTD NEW COM 902124106 23133 416812 SH DEFINED 01 416812 TYCO INTL LTD NEW COM 902124106 210289 3788984 SH DEFINED 03 3788984 TYLER TECHNOLOGIES INC COM 902252105 30 17500 SH DEFINED 03 17500 TYSON FOODS INC CL A 902494103 1627 127600 SH DEFINED 03 127600 UAL CORP COM PAR $0.01 902549500 3554 91272 SH DEFINED 03 91272 UCAR INTL INC COM 90262K109 202 20700 SH DEFINED 03 20700 UGI CORP NEW COM 902681105 2268 89600 SH DEFINED 03 89600 UIL HLDG CORP COM 902748102 2190 44025 SH DEFINED 03 44025 UMB FINL CORP COM 902788108 228 6112 SH DEFINED 03 6112 USX MARATHON GROUP COM NEW 902905827 4436 159844 SH DEFINED 01 159844 USX MARATHON GROUP COM NEW 902905827 44000 1585595 SH DEFINED 03 1585595 UST INC COM 902911106 5758 205200 SH DEFINED 01 205200 UST INC COM 902911106 13030 464315 SH DEFINED 03 464315 US BANCORP DEL COM 902973106 4962 170021 SH DEFINED 01 170021 US BANCORP DEL COM 902973106 55109 1888130 SH DEFINED 03 1888130 USA NETWORKS INC COM 902984103 550 28282 SH DEFINED 03 28282 URS CORP NEW COM 903236107 640 43600 SH DEFINED 03 43600 U S G CORP COM NEW 903293405 1270 56442 SH DEFINED 03 56442 USEC INC COM 90333E108 135 31300 SH DEFINED 03 31300 U S AGGREGATES INC COM 90334D109 2026 263580 SH DEFINED 00 263580 USX-U S STL COM 90337T101 121 6700 SH DEFINED 01 6700 USX-U S STL COM 90337T101 12388 688244 SH DEFINED 03 688244 US ONCOLOGY INC COM 90338W103 1744 276276 SH DEFINED 03 276276 ULTIMATE ELECTRS INC COM 903849107 603 27500 SH DEFINED 03 27500 USA ED INC COM 90390U102 5630 82800 SH DEFINED 01 82800 USA ED INC COM 90390U102 38896 572000 SH DEFINED 03 572000 ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 2306 74682 SH DEFINED 03 74682 ULTRATECH STEPPER INC COM 904034105 1764 68175 SH DEFINED 03 68175 UNIFI INC COM 904677101 456 51000 SH DEFINED 03 51000 UNILEVER N V N Y SHS NEW 904784709 16942 269185 SH DEFINED 01 269185 UNILEVER N V N Y SHS NEW 904784709 54048 858766 SH DEFINED 03 858766 UNION CARBIDE CORP COM 905581104 8492 157808 SH DEFINED 01 157808 UNION CARBIDE CORP COM 905581104 21700 403252 SH DEFINED 03 403252 UNION PAC CORP COM 907818108 462 9100 SH DEFINED 01 9100 UNION PAC CORP COM 907818108 21188 417507 SH DEFINED 03 417507 UNION PLANTERS CORP COM 908068109 365 10200 SH DEFINED 01 10200 UNION PLANTERS CORP COM 908068109 9337 261169 SH DEFINED 03 261169 UNIONBANCAL CORP COM 908906100 407 16910 SH DEFINED 03 16910 UNISOURCE ENERGY CORP COM 909205106 1689 89800 SH DEFINED 03 89800 UNISYS CORP COM 909214108 6685 457100 SH DEFINED 01 457100 UNISYS CORP COM 909214108 17526 1198375 SH DEFINED 03 1198375 UNITED BANKSHARES INC WEST VA COM 909907107 2590 121900 SH DEFINED 03 121900 UNITED DOMINION INDS LTD COM 909914103 3135 257252 SH DEFINED 03 257252 UNITED DOMINION REALTY TR INC COM 910197102 322 29800 SH DEFINED 03 29800 UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 132 16000 SH DEFINED 03 16000 UNITED NAT FOODS INC COM 911163103 904 51300 SH DEFINED 03 51300 UNITED PARCEL SERVICE INC CL B 911312106 828 14100 SH DEFINED 03 14100 UNITED RENTALS INC COM 911363109 304 22649 SH DEFINED 03 22649 UNITED STATES CELLULAR CORP COM 911684108 530 8800 SH DEFINED 03 8800 US AIRWAYS GROUP INC COM 911905107 8684 214100 SH DEFINED 01 214100 US AIRWAYS GROUP INC COM 911905107 3993 98454 SH DEFINED 03 98454 U S INDS INC NEW COM 912080108 240 29950 SH DEFINED 03 29950 UNITED STATIONERS INC COM 913004107 2885 116000 SH DEFINED 03 116000 UNITED TECHNOLOGIES CORP COM 913017109 8169 103900 SH DEFINED 01 103900 UNITED TECHNOLOGIES CORP COM 913017109 52495 667669 SH DEFINED 03 667669 UNITEDHEALTH GROUP INC COM 91324P102 13636 222170 SH DEFINED 01 222170 UNITEDHEALTH GROUP INC COM 91324P102 72747 1185280 SH DEFINED 03 1185280 UNITRIN INC COM 913275103 1335 32860 SH DEFINED 03 32860 UNIVERSAL CORP VA COM 913456109 2125 60700 SH DEFINED 03 60700 UNIVERSAL FST PRODS INC COM 913543104 729 55000 SH DEFINED 03 55000 UNIVERSAL HLTH SVCS INC CL B 913903100 2079 18600 SH DEFINED 01 18600 UNIVERSAL HLTH SVCS INC CL B 913903100 11273 100875 SH DEFINED 03 100875 UNIVISION COMMUNICATIONS INC CL A 914906102 524 12800 SH DEFINED 01 12800 UNIVISION COMMUNICATIONS INC CL A 914906102 4180 102100 SH DEFINED 03 102100 UNOCAL CORP COM 915289102 1667 43100 SH DEFINED 01 43100 UNOCAL CORP COM 915289102 13796 356604 SH DEFINED 03 356604 UNUMPROVIDENT CORP COM 91529Y106 8119 302089 SH DEFINED 01 302089 UNUMPROVIDENT CORP COM 91529Y106 10799 401817 SH DEFINED 03 401817 USFREIGHTWAYS CORP COM 916906100 2827 94000 SH DEFINED 03 94000 UTILICORP UTD INC COM 918005109 4278 137984 SH DEFINED 03 137984 V F CORP COM 918204108 549 15145 SH DEFINED 01 15145 V F CORP COM 918204108 17694 488250 SH DEFINED 03 488250 VTEL CORP COM 918333105 19 21726 SH DEFINED 03 21726 VALASSIS COMMUNICATIONS INC COM 918866104 199 6300 SH DEFINED 01 6300 VALASSIS COMMUNICATIONS INC COM 918866104 989 31350 SH DEFINED 03 31350 VALENCE TECHNOLOGY INC COM 918914102 963 103375 SH DEFINED 03 103375 VALERO ENERGY CORP NEW COM 91913Y100 5319 143044 SH DEFINED 03 143044 VALMONT INDS INC COM 920253101 1238 67400 SH DEFINED 03 67400 VALSPAR CORP COM 920355104 833 25900 SH DEFINED 03 25900 VALUEVISION INTL INC CL A 92047K107 150 11900 SH DEFINED 03 11900 VARCO INTL INC DEL COM 922122106 1751 80491 SH DEFINED 03 80491 VARIAN INC COM 922206107 556 16400 SH DEFINED 03 16400 VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 1988 83700 SH DEFINED 03 83700 VARIAN MED SYS INC COM 92220P105 6215 91475 SH DEFINED 03 91475 VECTREN CORP COM 92240G101 635 24795 SH DEFINED 03 24795 VEECO INSTRS INC DEL COM 922417100 213 5300 SH DEFINED 03 5300 VENTAS INC COM 92276F100 130 23079 SH DEFINED 03 23079 VENATOR GROUP INC COM 922944103 601 38800 SH DEFINED 03 38800 VERITAS SOFTWARE CO COM 923436109 20529 234618 SH DEFINED 01 234618 VERITAS SOFTWARE CO COM 923436109 81489 931301 SH DEFINED 03 931301 VERITY INC COM 92343C106 3309 137525 SH DEFINED 03 137525 VERISIGN INC COM 92343E102 608 8200 SH DEFINED 01 8200 VERISIGN INC COM 92343E102 3582 48279 SH DEFINED 03 48279 VERITAS DGC INC COM 92343P107 3243 100400 SH DEFINED 03 100400 VERIZON COMMUNICATIONS COM 92343V104 38438 766835 SH DEFINED 01 766835 VERIZON COMMUNICATIONS COM 92343V104 273932 5464974 SH DEFINED 03 5464974 VERTEX PHARMACEUTICALS INC COM 92532F100 1294 18100 SH DEFINED 01 18100 VERTEX PHARMACEUTICALS INC COM 92532F100 2209 30900 SH DEFINED 03 30900 VERTICALNET INC COM 92532L107 63 9500 SH DEFINED 01 9500 VERTICALNET INC COM 92532L107 51 7700 SH DEFINED 03 7700 VESTA INS GROUP INC COM 925391104 99 19600 SH DEFINED 03 19600 VIACOM INC CL B 925524308 33076 707510 SH DEFINED 01 707510 VIACOM INC CL B 925524308 146637 3136631 SH DEFINED 03 3136631 VIAD CORP COM 92552R109 1352 58800 SH DEFINED 03 58800 VIASAT INC COM 92552V100 948 72200 SH DEFINED 03 72200 VIASYSTEMS GROUP INC COM 92553H100 286 34400 SH DEFINED 03 34400 VICOR CORP COM 925815102 3684 121269 SH DEFINED 03 121269 VIGNETTE CORP COM 926734104 250 13900 SH DEFINED 01 13900 VIGNETTE CORP COM 926734104 405 22524 SH DEFINED 03 22524 VINTAGE PETE INC COM 927460105 4351 202350 SH DEFINED 03 202350 VISHAY INTERTECHNOLOGY INC COM 928298108 2356 155740 SH DEFINED 03 155740 VISTEON CORP COM 92839U107 81 7006 SH DEFINED 01 7006 VISTEON CORP COM 92839U107 13083 1137619 SH DEFINED 03 1137619 VISUAL NETWORKS INC COM 928444108 272 83700 SH DEFINED 03 83700 VISX INC DEL COM 92844S105 1796 172050 SH DEFINED 03 172050 VITAL SIGNS INC COM 928469105 1166 36300 SH DEFINED 03 36300 VITESSE SEMICONDUCTOR CORP COM 928497106 1836 33200 SH DEFINED 01 33200 VITESSE SEMICONDUCTOR CORP COM 928497106 22892 413867 SH DEFINED 03 413867 VITRIA TECHNOLOGY COM 92849Q104 97 12500 SH DEFINED 03 12500 VIVENDI UNIVERSAL SPON ADR NEW 92851S204 10277 157355 SH DEFINED 03 157355 VIVUS INC COM 928551100 25 11700 SH DEFINED 03 11700 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 13744 383788 SH DEFINED 03 383788 VOICESTREAM WIRELESS CORP COM 928615103 735 7300 SH DEFINED 01 7300 VOICESTREAM WIRELESS CORP COM 928615103 1683 16726 SH DEFINED 03 16726 VOLT INFORMATION SCIENCES INC COM 928703107 827 39850 SH DEFINED 03 39850 VORNADO RLTY TR SH BEN INT 929042109 8024 209450 SH DEFINED 03 209450 VORNADO RLTY TR PFD CONV SER A 929042208 832 15400 SH DEFINED 03 15400 VULCAN MATLS CO COM 929160109 211 4400 SH DEFINED 01 4400 VULCAN MATLS CO COM 929160109 7062 147500 SH DEFINED 03 147500 WD-40 CO COM 929236107 823 42350 SH DEFINED 03 42350 WGL HLDGS INC COM 92924F106 1230 40400 SH DEFINED 03 40400 WMS INDS INC COM 929297109 1346 66900 SH DEFINED 03 66900 WPP GROUP PLC SPON ADR NEW 929309300 1954 31114 SH DEFINED 03 31114 WPS RESOURCES CORP COM 92931B106 309 8400 SH DEFINED 03 8400 WABASH NATL CORP COM 929566107 552 63950 SH DEFINED 03 63950 WABTEC CORP COM 929740108 130 11048 SH DEFINED 03 11048 WACHOVIA CORP COM 929771103 1895 32600 SH DEFINED 01 32600 WACHOVIA CORP COM 929771103 20715 356384 SH DEFINED 03 356384 WADDELL & REED FINL INC CL A 930059100 2472 65700 SH DEFINED 01 65700 WADDELL & REED FINL INC CL A 930059100 2169 57642 SH DEFINED 03 57642 WAL MART STORES INC COM 931142103 63660 1198300 SH DEFINED 01 1198300 WAL MART STORES INC COM 931142103 407056 7662236 SH DEFINED 03 7662236 WALGREEN CO COM 931422109 19096 456700 SH DEFINED 01 456700 WALGREEN CO COM 931422109 70346 1682431 SH DEFINED 03 1682431 WALLACE COMPUTER SERVICES INC COM 932270101 774 45500 SH DEFINED 03 45500 WASHINGTON FED INC COM 938824109 4548 159950 SH DEFINED 03 159950 WASHINGTON GROUP INTL INC COM 938862109 1177 143800 SH DEFINED 03 143800 WASHINGTON MUT INC COM 939322103 10926 205917 SH DEFINED 01 205917 WASHINGTON MUT INC COM 939322103 83605 1575602 SH DEFINED 03 1575602 WASHINGTON POST CO CL B 939640108 2282 3700 SH DEFINED 03 3700 WASHINGTON REAL ESTATE INVT TR SH BEN INT 939653101 1229 52000 SH DEFINED 03 52000 WASTE MGMT INC DEL COM 94106L109 5940 214048 SH DEFINED 01 214048 WASTE MGMT INC DEL COM 94106L109 29024 1045922 SH DEFINED 03 1045922 WASTE SYS INTL INC COM NEW 94106P209 8 44260 SH DEFINED 03 44260 WATERS CORP COM 941848103 1854 22200 SH DEFINED 01 22200 WATERS CORP COM 941848103 7573 90700 SH DEFINED 03 90700 WATSCO INC COM 942622200 863 74900 SH DEFINED 03 74900 WATSON PHARMACEUTICALS INC COM 942683103 12133 237036 SH DEFINED 01 237036 WATSON PHARMACEUTICALS INC COM 942683103 7348 143556 SH DEFINED 03 143556 WATTS INDS INC CL A 942749102 1187 85525 SH DEFINED 03 85525 WAUSAU-MOSINEE PAPER CORP COM 943315101 171 16900 SH DEFINED 03 16900 WAVE SYSTEMS CORP CL A 943526103 55 12200 SH DEFINED 03 12200 WAYPOINT FINL CORP COM 946756103 110 10033 SH DEFINED 03 10033 WEATHERFORD INTL INC COM 947074100 95 2000 SH DEFINED 01 2000 WEATHERFORD INTL INC COM 947074100 1435 30377 SH DEFINED 03 30377 WEBB DEL CORP COM 947423109 208 7100 SH DEFINED 03 7100 WEBMETHODS INC COM 94768C108 366 4112 SH DEFINED 03 4112 WEBMD CORP COM 94769M105 61 7700 SH DEFINED 01 7700 WEBMD CORP COM 94769M105 290 36505 SH DEFINED 03 36505 WEBSTER FINL CORP CONN COM 947890109 1489 52606 SH DEFINED 03 52606 WEBVAN GROUP INC COM 94845V103 14 29268 SH DEFINED 03 29268 WEINGARTEN RLTY INVS SH BEN INT 948741103 416 9500 SH DEFINED 03 9500 WEIS MKTS INC COM 948849104 278 7250 SH DEFINED 03 7250 WELLMAN INC COM 949702104 1574 111400 SH DEFINED 03 111400 WELLPOINT HEALTH NETWORK NEW COM 94973H108 2045 17745 SH DEFINED 01 17745 WELLPOINT HEALTH NETWORK NEW COM 94973H108 35686 309639 SH DEFINED 03 309639 WELLS FARGO & CO NEW COM 949746101 27374 491570 SH DEFINED 01 491570 WELLS FARGO & CO NEW COM 949746101 182249 3272743 SH DEFINED 03 3272743 WELLS GARDNER ELECTRS CORP COM 949765101 36 13891 SH DEFINED 03 13891 WENDYS INTL INC COM 950590109 564 21500 SH DEFINED 01 21500 WENDYS INTL INC COM 950590109 4959 188927 SH DEFINED 03 188927 WERNER ENTERPRISES INC COM 950755108 2331 137137 SH DEFINED 03 137137 WESCO FINL CORP COM 950817106 259 920 SH DEFINED 03 920 WEST PHARMACEUTICAL SVSC INC COM 955306105 644 26234 SH DEFINED 03 26234 WESTAMERICA BANCORPORATION COM 957090103 924 21479 SH DEFINED 03 21479 WESTERN DIGITAL CORP COM 958102105 179 73500 SH DEFINED 03 73500 WESTERN GAS RES INC COM 958259103 13778 409000 SH DEFINED 03 409000 WESTERN RES INC COM 959425109 1253 50500 SH DEFINED 03 50500 WESTERN WIRELESS CORP CL A 95988E204 114 2900 SH DEFINED 01 2900 WESTERN WIRELESS CORP CL A 95988E204 278 7100 SH DEFINED 03 7100 WESTFIELD AMER INC COM 959910100 352 24400 SH DEFINED 03 24400 WESTPOINT STEVENS INC COM 961238102 319 42600 SH DEFINED 03 42600 WESTVACO CORP COM 961548104 407 13950 SH DEFINED 01 13950 WESTVACO CORP COM 961548104 13806 473015 SH DEFINED 03 473015 WESTWOOD ONE INC COM 961815107 774 40100 SH DEFINED 03 40100 WET SEAL INC CL A 961840105 935 45450 SH DEFINED 03 45450 WEYERHAEUSER CO COM 962166104 4491 88500 SH DEFINED 01 88500 WEYERHAEUSER CO COM 962166104 30299 597026 SH DEFINED 03 597026 WHIRLPOOL CORP COM 963320106 415 8700 SH DEFINED 01 8700 WHIRLPOOL CORP COM 963320106 19158 401747 SH DEFINED 03 401747 WHITMAN CORP NEW COM 96647R107 938 57300 SH DEFINED 03 57300 WHITNEY HLDG CORP COM 966612103 2605 71750 SH DEFINED 03 71750 WHOLE FOODS MKT INC COM 966837106 4580 74925 SH DEFINED 03 74925 WILEY JOHN & SONS INC CL A 968223206 415 19300 SH DEFINED 03 19300 WILLAMETTE INDS INC COM 969133107 1568 33400 SH DEFINED 01 33400 WILLAMETTE INDS INC COM 969133107 22493 479212 SH DEFINED 03 479212 WILLIAMS COS INC DEL COM 969457100 8611 215616 SH DEFINED 01 215616 WILLIAMS COS INC DEL COM 969457100 37479 938465 SH DEFINED 03 938465 WILLIAMS SONOMA INC COM 969904101 415 20728 SH DEFINED 03 20728 WILMINGTON TRUST CORP COM 971807102 633 10200 SH DEFINED 03 10200 WIND RIVER SYSTEMS INC COM 973149107 1106 32400 SH DEFINED 01 32400 WIND RIVER SYSTEMS INC COM 973149107 534 15647 SH DEFINED 03 15647 WINN DIXIE STORES INC COM 974280109 2191 113100 SH DEFINED 01 113100 WINN DIXIE STORES INC COM 974280109 3986 205721 SH DEFINED 03 205721 WINNEBAGO INDS INC COM 974637100 985 56100 SH DEFINED 03 56100 WINSTAR COMMUNICATIONS INC COM 975515107 195 16700 SH DEFINED 01 16700 WINSTAR COMMUNICATIONS INC COM 975515107 95 8100 SH DEFINED 03 8100 WIRELESS FACILITIES INC COM 97653A103 189 5200 SH DEFINED 01 5200 WIRELESS FACILITIES INC COM 97653A103 141 3900 SH DEFINED 03 3900 WISCONSIN CENT TRANSN CORP COM 976592105 843 56000 SH DEFINED 03 56000 WISCONSIN ENERGY CORP COM 976657106 2442 108229 SH DEFINED 03 108229 WISER OIL CO DEL COM 977284108 138 26300 SH DEFINED 03 26300 WIT SOUNDVIEW GROUP INC COM 977383108 130 36200 SH DEFINED 03 36200 WOLOHAN LMBR CO COM 977865104 121 11290 SH DEFINED 03 11290 WOLVERINE TUBE INC COM 978093102 412 34400 SH DEFINED 03 34400 WOLVERINE WORLD WIDE INC COM 978097103 1964 128812 SH DEFINED 03 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