EQUITY SECURITIES — INTERNAL DOMESTIC EQUITIES
  
Entries 1 - 2,224 of 2,224
Company Shares Book Price Book Value Market Price Market Value

21ST CENTURY INSURANCE GROUP 332,400.00 15.72 5,226,872.11 19.00 6,315,600.00
3 DIMENSIONAL PHARMACEUTICALS 400.00 12.35 4,940.00 4.45 1,780.00
3COM CORP 1,352,409.00 3.66 4,948,719.39 4.40 5,950,599.60
3DO COMPANY 141,000.00 6.49 914,440.65 0.58 81,794.10
3M CO 1,717,740.00 65.41 112,358,333.51 123.00 211,282,020.00
50 OFF STORES INC 421,200.00 8.78 3,697,962.43 0.00 0.00
7 ELEVEN INC 303,860.00 15.90 4,830,285.29 8.05 2,446,073.00
99 CENTS ONLY STORES 112,532.00 18.17 2,044,866.70 25.65 2,886,445.80
ABBOTT LABS 6,952,140.00 22.80 158,492,198.79 37.65 261,748,071.00
ABERCROMBIE AND FITCH CO 500,851.00 8.90 4,457,595.26 24.12 12,080,526.12
ABGENIX INC 398,200.00 53.61 21,349,321.57 9.89 3,936,596.00
ABM INDS INC 240,100.00 4.55 1,093,388.01 17.36 4,168,136.00
ACACIA RESH CORP 33,030.00 10.73 354,381.35 7.10 234,513.00
ACCLAIM ENTMT INC 34,100.00 4.02 137,198.28 3.53 120,373.00
ACCREDO HEALTH INC 121,177.74 44.36 5,374,994.88 46.14 5,591,140.69
ACLARA BIOSCIENCES INC 489,381.00 1.97 966,129.50 1.72 841,735.32
ACME METALS INC 14,400.00 8.81 126,900.00 0.01 172.80
ACT MANUFACTURING INC 800.00 16.90 13,520.00 0.06 44.00
ACTEL CORP 26,600.00 24.64 655,304.18 21.02 559,132.00
ACTION PERFORMANCE COMPANIES ICMN 2,100.00 34.73 72,938.04 31.60 66,360.00
ACTIVE POWER INC 231,200.00 8.69 2,008,474.90 3.61 834,632.00
ACTIVISION INC NEW 349,500.00 7.39 2,581,455.09 29.06 10,156,470.00
ACTUANT CORP 50,787.00 15.33 778,703.70 41.25 2,094,963.75
ACTUATE CORPORATION 451,500.00 8.63 3,896,358.49 4.50 2,031,750.00
ACTV INC 267,000.00 3.46 924,220.14 1.15 307,050.00
ACUITY BRANDS INC 380,830.00 19.04 7,250,753.42 18.20 6,931,106.00
ACXIOM CORP 285,700.00 18.02 5,149,443.46 17.49 4,996,893.00
ADAPTEC INC 483,350.00 7.25 3,504,743.21 7.89 3,813,631.50
ADAPTIVE BROADBAND CORP 1,600.00 0.95 1,520.00 0.01 22.40
ADC TELECOMMUNICATIONS INC 3,409,822.00 4.52 15,414,328.65 2.29 7,808,492.38
ADECCO SA 8,500.00 14.96 127,177.00 14.85 126,225.00
ADELPHIA BUSINESS SOLUTIONS 16,990.00 0.57 9,627.20 0.01 169.90
ADELPHIA COMMUNICATIONS CORP 563,910.00 40.26 22,701,250.47 0.16 90,225.60
ADMINISTAFF INC 169,500.00 13.34 2,260,971.08 10.00 1,695,000.00
ADOBE SYSTEMS INC 889,568.00 17.25 15,347,387.42 28.50 25,352,688.00
ADTRAN INC 370,500.00 36.45 13,505,610.63 19.00 7,039,129.50
ADVANCED DIGITAL INFORMATION 208,600.00 26.16 5,456,344.34 8.43 1,758,498.00
ADVANCED ENERGY INDS INC 105,800.00 48.68 5,150,631.01 22.18 2,346,644.00
ADVANCED FIBRE COMMUNICATIONS 321,200.00 22.99 7,385,300.70 16.54 5,312,648.00
ADVANCED MARKETING SERVICES 700.00 23.88 16,718.03 18.30 12,810.00
ADVANCED MICRO DEVICES INC 1,492,580.00 13.87 20,698,622.73 9.72 14,507,877.60
ADVANCED RADIO TELECOM CORPORATION 3,400.00 0.28 956.25 0.00 6.80
ADVANCED SWITCHING COMMUNICATION 100.00 3.28 328.00 1.14 113.50
ADVANCED TISSUE SCIENCES INCCL-A 563,900.00 10.24 5,774,220.64 1.44 812,016.00
ADVANCEPCS 429,100.00 10.49 4,503,261.66 23.94 10,272,654.00
ADVANTA CORP 273,288.00 27.07 7,398,344.42 10.86 2,967,907.68
ADVENT SOFTWARE INC 158,900.00 39.87 6,335,836.95 25.70 4,083,730.00
ADVO INC 326,600.00 26.01 8,496,437.05 38.07 12,433,662.00
AEGON 285,383.00 35.87 10,235,276.84 20.35 5,807,544.05
AEROFLEX INC 215,600.00 14.65 3,158,779.33 6.95 1,498,420.00
AEROPOSTALE 10,000.00 18.00 180,000.00 27.37 273,700.00
AES CORP. 2,005,784.00 10.29 20,642,835.33 5.42 10,871,349.28
AETHER SYSTEMS INC 388,990.00 69.17 26,907,890.08 2.95 1,147,520.50
AETNA INC 563,774.00 34.30 19,338,949.85 47.97 27,044,238.78
AFC ENTRPRS, INC. 7,500.00 30.75 230,623.09 31.25 234,375.00
AFFILIATED COMPUTER SVCS INC 419,500.00 18.60 7,803,773.47 47.48 19,917,860.00
AFFILIATED MANAGERS GROUP INC 135,280.00 66.49 8,995,149.73 61.50 8,319,720.00
AFFYMETRIX INC 203,800.00 73.08 14,894,215.55 23.99 4,889,162.00
AFL CIO BLDG INVST TR 38,593.87 1,298.95 50,131,384.13 2,651.73 102,340,702.04
AFL CIO HSG INVT TR 100,213.84 1,078.79 108,109,658.03 1,128.84 113,125,373.90
AFLAC INC 2,156,128.00 3.61 7,790,433.83 32.00 68,996,096.00
AFTERMARKET TECHNOLOGY CORP 200,000.00 17.93 3,585,878.59 19.49 3,898,000.00
AGCO CORP 409,300.00 15.51 6,348,298.48 19.50 7,981,350.00
AGERE SYS INC 3,301,022.00 6.52 21,522,096.67 1.50 4,951,533.00
AGERE SYS INC 5,512,297.00 3.10 17,091,210.15 1.40 7,717,215.80
AGILE SOFTWARE CORPORATION 225,000.00 52.23 11,752,382.23 7.27 1,635,750.00
AGILENT TECHNOLOGIES INC 1,772,244.00 19.26 34,140,198.79 23.65 41,913,570.60
AHL SERVICES INC 300.00 6.60 1,980.00 2.00 600.00
AIR PRODS + CHEMS INC 810,600.00 10.38 8,417,780.88 50.47 40,910,982.00
AIRBORNE, INC. 4,600.00 22.28 102,501.88 19.20 88,320.00
AIRGAS INC 491,200.00 12.93 6,353,535.15 17.30 8,497,760.00
AIRGATE PCS INC 62,500.00 39.65 2,477,854.62 1.00 62,500.00
AIRSPAN NETWORKS INC 54,565.00 11.55 630,368.11 0.98 53,473.70
AK STL HLDG CORP 698,439.00 14.77 10,312,590.99 12.81 8,947,003.59
AKAMAI TECHNOLOGIES INC 1,457,195.00 6.38 9,290,733.59 1.30 1,894,353.50
ALAMOSA HOLDINGS INC 219,800.00 20.45 4,495,048.65 1.41 309,918.00
ALASKA AIR GROUP INC(DEL HLDG) 38,400.00 26.37 1,012,788.30 26.10 1,002,240.00
ALBANY MOLECULAR RESH INC 165,900.00 31.79 5,273,895.73 21.14 3,507,126.00
ALBEMARLE CORP 75,800.00 15.59 1,181,382.05 30.75 2,330,850.00
ALBERTO CULVER CO 342,300.00 11.28 3,862,324.34 47.80 16,361,940.00
ALBERTSONS INC 1,647,660.00 9.52 15,687,909.57 30.46 50,187,723.60
ALCOA INC 3,255,704.00 9.92 32,290,338.59 33.15 107,926,587.60
ALDERWOODS GROUP INC 2,083,039.00 2.67 5,570,314.56 7.66 15,956,078.74
ALEXANDER + BALDWIN INC 287,100.00 17.92 5,146,177.39 25.53 7,329,663.00
ALEXION PHARMACEUTICALS INC 93,600.00 43.81 4,100,519.90 15.15 1,418,040.00
ALFA CORP 600.00 11.44 6,861.00 11.70 7,020.00
ALIGN TECHNOLOGY INC 570,400.00 3.91 2,230,213.18 4.04 2,304,986.40
ALKERMES INC 166,100.00 48.63 8,076,845.68 16.01 2,659,261.00
ALLEGHANY CORP DEL 59,728.00 35.29 2,107,856.62 191.00 11,408,048.00
ALLEGHENY ENERGY INC 502,100.00 24.73 12,418,207.43 25.75 12,929,075.00
ALLEGHENY TECHNOLOGIES INC 410,127.00 31.79 13,036,942.19 15.80 6,480,006.60
ALLEGIANCE TELECOM INC 295,150.00 79.41 23,438,571.51 1.83 540,124.50
ALLERGAN INC 512,440.00 20.22 10,359,091.39 66.75 34,205,370.00
ALLETE INC 307,100.00 25.00 7,678,003.28 27.10 8,322,410.00
ALLIANCE DATA SYSTEMS CORP 25,000.00 12.00 300,000.00 25.55 638,750.00
ALLIANCE PHARMACEUTICAL CORP 180.00 24.00 4,320.00 1.55 279.00
ALLIANT CORP 363,200.00 30.24 10,981,908.46 25.70 9,334,240.00
ALLIANT ENERGY RES INC 65,000.00 67.75 4,403,750.00 25.50 1,657,500.00
ALLIANT TECHSYSTEMS INC 252,607.00 8.49 2,143,384.57 63.80 16,116,326.60
ALLIED CAPITAL CORPORATION 528,300.00 25.59 13,521,170.32 22.65 11,965,995.00
ALLIED WASTE INDUSTRIES INC 818,200.00 17.27 14,133,371.68 9.60 7,854,720.00
ALLMERICA FINL CORP 260,300.00 41.53 10,810,850.31 46.20 12,025,860.00
ALLSCRIPTS HEALTHCARE SOLUTION 32,730.00 29.19 955,247.45 3.74 122,410.20
ALLSTATE CORP 2,891,248.00 11.30 32,668,753.72 36.98 106,918,351.04
ALLTEL CORP 1,341,536.00 22.36 30,001,514.01 47.00 63,052,192.00
ALPHARMA INC 222,900.00 36.24 8,077,573.11 16.98 3,784,842.00
ALTERA CORP 1,444,520.00 12.35 17,840,095.85 13.60 19,645,472.00
ALTERRA HEALTHCARE CORP 600.00 0.39 234.00 0.08 48.00
AMAZON COM INC 1,352,487.00 51.82 70,089,461.15 16.25 21,977,913.75
AMBAC FINL GROUP INC 456,300.00 55.81 25,466,015.41 67.20 30,663,360.00
AMCOL INTERNATIONAL CORP 46,305.00 1.57 72,695.00 6.85 317,189.25
AMDOCS LIMITED 100.00 58.90 5,890.00 7.55 755.00
AMERADA HESS CORP 371,520.00 42.73 15,876,038.43 82.50 30,650,400.00
AMEREN CORP 549,858.00 29.08 15,990,305.90 43.01 23,649,392.58
AMERICA WEST HLDG CORP 592,100.00 7.56 4,479,066.52 2.74 1,622,354.00
AMERICAN AXLE + MFG HLDGS INC 13,920.00 27.79 386,840.71 29.74 413,980.80
AMERICAN EAGLE OUTFITTERS INC 229,700.00 19.04 4,372,374.44 21.14 4,855,858.00
AMERICAN ELEC PWR INC 1,438,318.00 26.39 37,951,364.93 40.02 57,561,486.36
AMERICAN EXPRESS CO 5,585,714.00 11.63 64,972,807.41 36.32 202,873,132.48
AMERICAN FINL GROUP INC OHIO 247,900.00 33.38 8,276,079.89 23.90 5,924,810.00
AMERICAN GREETINGS CORP 381,100.00 22.55 8,594,458.27 16.66 6,349,126.00
AMERICAN HEALTHWAYS INC 26,500.00 19.95 528,671.48 17.80 471,700.00
AMERICAN INTL GROUP INC 10,916,906.00 16.60 181,176,901.60 68.23 744,860,496.38
AMERICAN MGMT SYS INC 381,855.00 8.63 3,294,548.26 19.11 7,297,249.05
AMERICAN NATL INS CO 221,400.00 30.02 6,645,876.61 96.30 21,320,820.00
AMERICAN PWR CONVERSION CORP 910,390.00 13.41 12,204,995.10 12.63 11,498,225.70
AMERICAN STD COS INC DEL 290,820.00 38.56 11,215,128.72 75.10 21,840,582.00
AMERICAN SUPERCONDUCTOR CORP 28,900.00 22.25 642,950.35 5.46 157,794.00
AMERICAN TOWER CORP 521,900.00 21.14 11,034,831.22 3.45 1,800,555.00
AMERICAN WTR WKS INC 282,400.00 33.50 9,461,365.01 43.21 12,202,504.00
AMERICREDIT CORP 446,800.00 2.63 1,177,192.28 28.05 12,532,740.00
AMERIGROUP CORP 188,600.00 27.66 5,217,071.98 27.74 5,231,764.00
AMERIPATH INC 39,000.00 28.81 1,123,687.01 24.00 936,000.00
AMERISOURCEBERGEN CORP 538,666.00 36.58 19,703,680.22 76.00 40,938,616.00
AMERISTAR CASINOS INC 11,100.00 25.07 278,315.51 29.06 322,566.00
AMERITRADE HOLDING CORP 467,808.00 15.16 7,092,096.61 4.60 2,150,741.80
AMETEK AEROSPACE PRODS INC 318,300.00 14.87 4,731,660.28 37.25 11,856,675.00
AMGEN INC 4,839,440.00 15.53 75,145,306.01 41.88 202,675,747.20
AMKOR TECHNOLOGY INC 531,500.00 41.26 21,931,732.94 6.22 3,305,930.00
AMPHENOL CORP NEW 87,200.00 18.52 1,614,665.56 36.00 3,139,200.00
AMR CORP DEL 535,277.00 14.34 7,677,084.55 16.86 9,024,770.22
AMRESCO INC 20,340.00 163.88 3,333,253.50 0.00 61.02
AMSOUTH BANCORPORATION 1,833,276.00 6.85 12,549,693.30 22.38 41,028,716.88
AMSURG CORP 40,300.00 25.64 1,033,202.49 26.26 1,058,278.00
AMYLIN PHARMACEUTICALS INC 229,490.00 9.40 2,156,246.63 10.94 2,510,620.60
ANADARKO PETE CORP 956,556.00 22.24 21,271,987.20 49.30 47,158,210.80
ANADIGICS INC 312,950.00 23.79 7,444,532.61 8.24 2,578,708.00
ANALOG DEVICES INC 1,365,730.00 5.61 7,656,589.13 29.70 40,562,181.00
ANALOGIC CORP 95,000.00 12.81 1,217,029.17 49.17 4,671,150.00
ANALYSTS INTL CORP 75,000.00 18.72 1,404,250.00 4.25 318,750.00
ANAREN MICROWAVE INC 81,500.00 39.26 3,199,413.78 8.64 704,160.00
ANC RENT CORP 38,462.00 15.72 604,646.09 0.18 6,923.16
ANDREW CORP 506,062.00 3.05 1,541,948.25 14.34 7,259,007.46
ANDRX CORP DEL 257,200.00 63.80 16,409,930.22 26.97 6,936,684.00
ANGELICA CORP. 1,200.00 13.26 15,912.00 17.20 20,640.00
ANHEUSER BUSCH COS INC 3,377,500.00 16.14 54,518,077.74 50.00 168,875,000.00
ANIXTER INTL INC 355,400.00 11.84 4,209,278.95 23.50 8,351,900.00
ANSWERTHINK INC 383,400.00 4.71 1,804,519.19 3.79 1,453,086.00
ANTHEM, INC. 459,900.00 54.23 24,939,962.08 67.48 31,034,052.00
AOL TIME WARNER INC. 19,618,028.00 15.08 295,897,131.96 14.71 288,581,191.88
AON CORP 1,035,465.00 10.69 11,066,975.21 29.48 30,525,508.20
APAC TELESERVICES INC 908,100.00 19.12 17,360,344.70 5.90 5,357,790.00
APACHE CORP 524,716.00 18.63 9,774,482.39 57.48 30,160,675.68
APOGENT TECHNOLOGIES INC 333,700.00 18.59 6,201,869.36 20.57 6,864,209.00
APOLLO GROUP INC 7,333.00 8.57 62,811.00 29.62 217,203.46
APOLLO GROUP INC 660,475.00 21.58 14,252,199.45 39.41 26,029,733.25
APPLE COMPUTER 1,280,300.00 19.89 25,465,133.54 17.72 22,686,916.00
APPLEBEES INTL INC 368,925.00 7.52 2,773,783.59 22.95 8,466,814.50
APPLERA CORP APPLIED BIOSYS 859,920.00 12.17 10,461,323.86 19.49 16,759,840.80
APPLERA CORP CELERA GENOMICS 308,690.00 56.08 17,311,788.72 12.00 3,704,280.00
APPLIED INDUSTRIAL TECHNOLOGY INC 2,500.00 19.73 49,324.00 19.50 48,750.00
APPLIED MATERIALS INC 6,564,848.00 7.46 48,973,090.47 19.02 124,863,408.96
APPLIED MICRO CIRCUITS CORP 1,089,552.00 45.07 49,103,376.68 4.73 5,153,580.96
APRIA HEALTHCARE GROUP INC 358,160.00 17.67 6,329,046.35 22.40 8,022,784.00
APTARGROUP INC 197,300.00 12.87 2,539,862.48 30.75 6,066,975.00
APTIMUS INC 11,100.00 0.29 3,219.00 1.17 12,987.00
APW LTD 4,200.00 8.40 35,280.00 0.04 168.00
AQUILA, INC. 688,246.00 20.57 14,159,727.40 8.00 5,505,968.00
ARADIGM CORP 139,100.00 4.71 655,766.42 4.36 606,893.30
ARAMARK CORPORATION 63,400.00 25.86 1,639,674.08 25.00 1,585,000.00
ARBITRON INC 107,912.00 13.83 1,492,282.73 31.20 3,366,854.40
ARCH COAL INC 113,518.00 7.58 860,093.13 22.71 2,577,993.78
ARCH WIRELESS INC 12,700.00 16.50 209,550.00 0.00 1.27
ARCHER DANIELS MIDLAND CO 2,342,953.00 7.73 18,102,478.60 12.79 29,966,368.87
ARENA PHARMACEUTICALS INC 5,900.00 18.73 110,499.13 8.40 49,560.00
ARGONAUT GROUP INC 267,600.00 23.21 6,211,081.90 21.42 5,731,992.00
ARGOSY GAMING CORP 65,900.00 20.44 1,347,306.35 28.40 1,871,560.00
ARIBA INC 943,668.00 78.61 74,177,810.63 3.19 3,010,300.92
ARRIS GROUP INC 142,900.00 17.97 2,568,049.20 4.40 629,119.30
ARROW ELECTRS INC 453,656.00 14.58 6,615,359.07 20.75 9,413,362.00
ART TECHNOLOGY GROUP INC 1,034,490.00 7.93 8,203,654.54 1.01 1,044,834.90
ARTESYN TECHNOLOGIES INC 233,900.00 11.25 2,630,610.86 6.50 1,520,644.20
ARTHROCARE CORP 32,700.00 19.89 650,449.74 12.86 420,522.00
ARVINMERITOR INC 281,949.00 12.88 3,632,423.71 24.00 6,766,776.00
ASCENTIAL SOFTWARE CORP 1,031,200.00 7.27 7,498,224.09 2.79 2,877,048.00
ASHLAND INC 408,300.00 38.49 15,714,681.88 40.50 16,536,150.00
ASK JEEVES INC 800.00 2.60 2,080.00 1.03 824.00
ASML HOLDING NV 5,015.00 27.99 140,388.80 15.12 75,826.80
ASPECT COMMUNICATIONS INC 511,700.00 8.80 4,504,521.99 3.20 1,637,440.00
ASPEN TECHNOLOGY INC 244,300.00 22.03 5,382,832.23 8.34 2,037,462.00
ASSOCIATED BANC CORP 243,309.00 22.85 5,560,763.08 37.71 9,175,182.39
ASTORIA FINL CORP 201,600.00 21.78 4,390,641.15 32.05 6,461,280.00
ASYST TECHNOLOGIES INC 111,500.00 35.42 3,949,863.65 20.35 2,269,025.00
AT + T CORP 13,519,054.00 12.34 166,855,559.70 10.70 144,653,877.77
AT HOME CORP 82,550.00 22.17 1,829,804.50 0.00 159.89
AT&T WIRELESS SERVICES INC 10,123,159.00 16.51 167,176,255.09 5.85 59,220,480.15
ATLANTIC COAST AIRLINES HLDGS 128,900.00 22.60 2,912,982.92 21.70 2,797,130.00
ATMEL CORP 1,502,500.00 8.70 13,070,646.12 6.26 9,405,650.00
ATMI INC 176,700.00 35.03 6,190,223.17 22.37 3,952,779.00
ATMOS ENERGY CORP 20,600.00 21.26 437,856.26 23.44 482,864.00
AUDIBLE INC 2,100.00 1.19 2,499.00 0.48 1,008.00
AUDIOVOX CORP 50,800.00 10.98 557,635.68 7.95 403,860.00
AURORA FOODS INC 17,440.00 4.29 74,831.55 1.50 26,160.00
AUSPEX SYS INC 147,610.00 5.69 839,640.87 0.25 37,050.11
AUTODESK INCORPORATED 632,864.00 11.79 7,461,619.84 13.25 8,385,448.00
AUTOLIV 290.00 31.25 9,062.50 25.20 7,308.00
AUTOMATIC DATA PROCESSING INC 2,458,660.00 13.15 32,331,066.07 43.55 107,074,643.00
AUTONATION, INC. 1,501,900.00 18.99 28,521,340.91 14.50 21,777,550.00
AUTOZONE INC 521,900.00 23.26 12,139,213.56 77.30 40,342,870.00
AVANEX CORP 787,400.00 21.18 16,675,203.98 1.94 1,527,556.00
AVANT IMMUNOTHERAPEUTICS INC 1,252,400.00 1.56 1,953,424.94 1.12 1,402,688.00
AVANTGO INC 200.00 2.78 556.00 0.50 100.00
AVAYA INC 1,426,680.00 7.90 11,277,834.80 4.95 7,062,066.00
AVENUE A INC 77,400.00 5.56 430,352.82 3.56 275,544.00
AVERY DENNISON CORP 387,730.00 32.61 12,643,322.82 62.75 24,330,057.50
AVICI SYS INC 571,800.00 3.87 2,210,115.51 1.01 577,518.00
AVID TECHNOLOGY INC 22,800.00 14.71 335,499.00 9.26 211,128.00
AVIGEN INC 56,400.00 11.71 660,681.05 9.41 530,724.00
AVISTA CORP 276,300.00 16.60 4,587,757.76 13.80 3,812,940.00
AVNET INC 467,765.00 21.45 10,035,314.24 21.99 10,286,152.35
AVOCENT CORP 122,527.00 20.07 2,459,348.79 15.92 1,950,629.84
AVON PRODS INC 925,120.00 12.56 11,621,419.19 52.24 48,328,268.80
AVX CORP NEW 616,300.00 35.99 22,180,425.53 16.33 10,064,179.00
AWARE INC MASS 268,935.00 4.18 1,125,305.12 3.80 1,021,953.00
AXCELIS TECHNOLOGIES INC 498,145.00 5.70 2,836,972.29 11.48 5,716,391.42
AXT INC 57,700.00 29.86 1,722,980.88 7.98 460,446.00
AZTAR CORP 409,900.00 7.36 3,017,963.05 20.80 8,525,920.00
BAKER HUGHES INC 1,199,474.00 22.98 27,567,704.11 33.29 39,930,489.46
BALDOR ELEC CO 237,206.00 8.03 1,903,922.51 25.20 5,977,591.20
BALDWIN + LYONS INC 40,500.00 23.45 949,889.00 22.83 924,615.00
BALL CORP 341,100.00 16.70 5,696,329.34 41.48 14,148,828.00
BANCORPSOUTH INC 111,100.00 16.86 1,872,618.28 20.20 2,244,220.00
BANDAG INC 2,480.00 34.93 86,634.80 28.32 70,233.60
BANK AMER CORP 6,686,578.00 24.56 164,199,487.92 70.36 470,467,628.08
BANK HAWAII CORP 263,772.00 6.42 1,692,466.65 28.00 7,385,616.00
BANK NEW YORK INC 2,828,898.00 6.45 18,235,033.11 33.75 95,475,307.50
BANK ONE CORP (NEW) 4,413,979.00 15.41 68,029,117.25 38.48 169,849,911.92
BANKNORTH GROUP INC NEW 403,887.00 23.39 9,447,445.26 26.02 10,509,139.74
BANTA CORP 264,955.00 16.81 4,453,569.86 35.90 9,511,884.50
BARD C R INC 190,800.00 12.87 2,454,719.00 56.58 10,795,464.00
BARNES + NOBLE INC 208,500.00 15.01 3,129,520.84 26.43 5,510,655.00
BARR LABS INC 135,400.00 62.58 8,472,900.94 63.53 8,601,962.00
BAUSCH + LOMB INC 238,100.00 23.33 5,553,737.90 33.85 8,059,685.00
BAXTER INTL INC 2,314,722.00 12.27 28,391,392.06 44.45 102,889,392.90
BB+T CORP 1,587,820.00 29.64 47,065,080.87 38.60 61,289,852.00
BCE INC 2,200.00 24.95 54,890.00 17.42 38,324.00
BE AEROSPACE INC 203,300.00 8.98 1,824,986.77 13.18 2,679,494.00
BE INCORPORATED 1,600.00 0.75 1,200.00 0.12 188.80
BEA SYS INC 1,446,340.00 23.86 34,505,258.39 9.42 13,617,823.40
BEAR STEARNS COS INC 535,361.00 11.48 6,144,934.64 61.20 32,764,093.20
BEASLEY BROADCAST GROUP INC 1,000.00 15.01 15,005.00 14.75 14,749.00
BEBE STORES INC 54,800.00 24.59 1,347,440.07 20.29 1,111,892.00
BECKMAN COULTER INC 337,300.00 13.88 4,680,677.44 49.90 16,831,270.00
BECTON DICKINSON + CO 997,800.00 9.01 8,985,535.68 34.45 34,374,210.00
BED BATH + BEYOND INC 1,077,100.00 6.29 6,776,594.16 37.74 40,649,754.00
BELDEN INC. 3,600.00 22.67 81,606.61 20.84 75,024.00
BELL MICROPRODUCTS INC 105,100.00 12.00 1,261,550.44 8.05 846,055.00
BELLSOUTH CORP 7,346,482.00 12.40 91,111,916.27 31.50 231,414,183.00
BELO CORP 193,530.00 16.53 3,198,250.51 22.61 4,375,713.30
BEMIS INC 308,300.00 5.23 1,613,299.84 47.50 14,644,250.00
BEN FRANKLIN RETAIL ST 21,816.00 3.88 84,537.15 0.00 21.82
BENCHMARK ELECTRONICS INC 8,000.00 26.84 214,752.00 29.00 232,000.00
BERKSHIRE HATHAWAY INC DEL 5,573.00 21,853.02 121,786,878.07 66,800.00 372,276,400.00
BERKSHIRE HATHAWAY INC DEL 5,425.00 785.47 4,261,152.07 2,234.00 12,119,450.00
BEST BUY CO INC 1,200,360.00 7.34 8,806,675.58 36.30 43,573,068.00
BETHLEHEM STL CORP 438,082.00 20.87 9,142,663.94 0.21 91,997.22
BEVERLY ENTERPRISES INC 522,800.00 6.10 3,189,994.30 7.61 3,978,508.00
BEYOND COM CORP 1.00 285.26 285.26 0.03 0.03
BIG LOTS INC 922,688.00 19.13 17,652,937.51 19.68 18,158,499.84
BINDVIEW DEV CORP 108,500.00 11.23 1,218,286.89 1.02 110,670.00
BIO TECHNOLOGY GEN CORP 459,800.00 10.67 4,903,995.60 6.01 2,763,398.00
BIOGEN INC 664,000.00 15.31 10,163,412.75 41.43 27,509,520.00
BIOMARIN PHARMACEUTICAL INC 800.00 13.12 10,494.00 5.22 4,175.20
BIOMET INC 1,028,170.00 3.71 3,818,593.60 27.12 27,883,970.40
BIOPURE CORP 83,016.00 10.75 892,483.47 7.65 635,072.40
BIO-RAD LAB CL-A 10,700.00 44.31 474,075.84 45.51 486,957.00
BISYS GROUP INC 468,100.00 8.16 3,819,488.69 33.30 15,587,730.00
BJ SVCS CO 643,628.00 8.65 5,567,243.91 33.88 21,806,116.64
BJS WHSL CLUB INC 284,200.00 11.37 3,232,140.52 38.50 10,941,700.00
BLACK + DECKER CORPORATION 328,350.00 21.92 7,197,656.56 48.20 15,826,470.00
BLACK BOX CORP 122,470.00 24.89 3,047,935.39 40.73 4,988,203.10
BLOCK H + R INC 820,948.00 9.83 8,072,173.68 46.15 37,886,750.20
BLYTH INC 202,200.00 27.54 5,569,505.12 31.22 6,312,684.00
BMC SOFTWARE INC 943,717.00 12.51 11,805,258.48 16.60 15,665,702.20
BOB EVANS FARMS INC 236,622.00 10.39 2,459,437.06 31.48 7,448,860.56
BOEING CO 3,161,220.00 12.49 39,481,932.94 45.00 142,254,900.00
BOISE CASCADE CORP 223,600.00 37.31 8,342,337.52 34.53 7,720,908.00
BOK FINL CORP 70,913.00 29.13 2,065,786.79 33.46 2,372,748.98
BORDERS GROUP INC 727,500.00 18.26 13,286,391.83 18.40 13,386,000.00
BORLAND SOFTWARE CORP 242,725.00 63.40 15,389,032.97 10.30 2,500,067.50
BOSTON PRIVATE FINL HLDGS INC 78,400.00 17.67 1,385,469.20 24.74 1,939,616.00
BOSTON SCIENTIFIC CORP 1,733,402.00 9.97 17,279,737.97 29.32 50,823,346.64
BOWATER INC 190,161.00 29.03 5,521,256.31 54.37 10,339,053.57
BOWNE + CO INC 290,200.00 6.29 1,823,910.20 14.74 4,277,548.00
BOYD GAMING CORP 164,100.00 12.69 2,082,683.29 14.40 2,363,040.00
BP PLC 500.00 54.08 27,040.00 50.49 25,245.00
BRIGGS + STRATTON CORP 88,100.00 15.41 1,357,390.75 38.34 3,377,754.00
BRIGHTPOINT INC 55,278.95 20.78 1,148,561.53 2.55 140,961.32
BRIGHTPOINT INC CMN 12,900.00 3.95 50,955.00 0.39 5,031.00
BRINKER INTL INC 342,775.00 17.21 5,899,278.61 31.75 10,883,106.25
BRISTOL MYERS SQUIBB CO 8,736,360.00 24.32 212,435,688.11 25.70 224,524,452.00
BROADCOM CORP 956,833.00 155.17 148,470,335.40 17.54 16,782,850.82
BROADVISION INC 971,546.00 51.07 49,620,717.41 0.31 301,179.26
BROADWING INC 951,204.00 7.37 7,006,028.46 2.60 2,473,130.40
BROCADE COMMUNICATIONS SYS INC 812,040.00 54.31 44,103,813.08 17.48 14,194,459.20
BROKAT TECHNOLOGIES 22,862.00 76.03 1,738,133.45 0.02 409.11
BROOKS PRI AUTOMATION INC 243,120.00 37.78 9,185,887.11 25.56 6,214,147.20
BROWN + BROWN INC 369,300.00 29.25 10,800,812.03 31.50 11,632,950.00
BROWN FORMAN CORP 226,700.00 63.82 14,468,147.02 69.00 15,642,300.00
BROWN SHOE INC NEW 100,100.00 33.12 3,315,739.10 28.10 2,812,810.00
BROWN TOM INC 83,800.00 32.95 2,761,188.82 28.35 2,375,730.00
BRUKER DALTONICS INC 90,100.00 4.87 438,562.31 3.95 355,895.00
BRUNSWICK CORP 724,700.00 15.47 11,214,019.51 28.00 20,291,600.00
BUCA INC 106,400.00 16.14 1,717,332.51 19.05 2,026,920.00
BUCKEYE TECHNOLOGIES INC 2,700.00 12.25 33,080.13 9.80 26,460.00
BUCKLE INC 64,900.00 29.16 1,892,440.70 24.65 1,599,785.00
BUDGET GROUP INC 1,500.00 2.75 4,125.00 0.20 300.00
BUILDING MATLS HLDS CORP 20,500.00 14.88 305,105.60 14.37 294,585.00
BUNGE LIMITED. 17,500.00 20.45 357,842.06 21.10 369,250.00
BURLINGTON NORTHERN SANTA FE CORP 1,681,980.00 8.75 14,715,925.28 30.00 50,459,400.00
BURLINGTON RES INC 884,473.00 21.90 19,372,723.49 38.00 33,609,974.00
C COR NET CORPORATION 96,900.00 9.06 878,287.54 7.00 678,300.00
C D I CORP 401,200.00 11.85 4,755,834.00 32.55 13,059,060.00
C H ROBINSON WORLDWIDE 193,700.00 27.83 5,390,957.18 33.53 6,494,761.00
C+D TECHNOLOGIES 48,530.00 24.02 1,165,900.79 18.02 874,510.60
CABLE DESIGN TECHNOLOGIES CORP 343,600.00 18.32 6,294,362.27 10.25 3,521,900.00
CABLEVISION SYS CORP-RAINBOW MEDIA GROU 72,700.00 5.32 386,975.13 8.75 636,125.00
CABLEVISION SYSTEMS CORP CABLEVISIO 538,350.00 14.59 7,856,762.97 9.46 5,092,791.00
CABOT CORP 278,800.00 4.70 1,309,257.18 28.65 7,987,620.00
CABOT MICROELECTRONICS CORP 84,889.00 13.66 1,159,399.66 43.16 3,663,809.24
CABOT OIL + GAS CORP 83,843.00 12.75 1,068,685.54 22.85 1,915,812.55
CACHEFLOW INC 95,500.00 28.70 2,740,949.58 0.50 47,945.00
CADENCE DESIGN SYS INC 947,333.00 12.06 11,426,684.12 16.12 15,271,007.96
CAL DIVE INTL INC 61,500.00 24.49 1,506,013.62 22.00 1,353,000.00
CALDERA INTERNATIONAL INC 650.00 7.88 5,122.00 0.70 455.00
CALIFORNIA PIZZA KITCHEN INC 97,200.00 21.27 2,067,587.56 24.80 2,410,560.00
CALIPER TECHNOLOGIES CORP 27,300.00 30.38 829,457.32 8.35 227,955.00
CALLAWAY GOLF CO 580,700.00 15.83 9,193,607.71 15.84 9,198,288.00
CALPINE CAP TR 142,000.00 92.20 13,092,816.00 30.50 4,331,000.00
CALPINE CAP TR III 175,000.00 50.00 8,750,000.00 29.50 5,162,500.00
CALPINE CORP 1,268,620.00 38.03 48,247,359.13 7.03 8,918,398.60
CAMINUS CORP 113,200.00 13.17 1,490,904.46 5.83 659,956.00
CAMPBELL SOUP CO 1,525,610.00 11.92 18,178,775.69 27.66 42,198,372.60
CAPITAL CITY BK GROUP INC 19,340.00 22.79 440,848.01 34.53 667,810.20
CAPITAL ONE FINANCIAL CORP 789,856.00 6.28 4,956,702.41 61.05 48,220,708.80
CAPITOL FED FINL 156,800.00 20.47 3,209,330.93 26.08 4,089,344.00
CAPSTONE TURBINE CORP 274,280.00 21.54 5,908,291.49 1.66 455,304.80
CARAUSTAR INDS INC 377,200.00 19.12 7,210,628.07 12.48 4,707,456.00
CARDINAL HEALTH INC 1,683,458.00 26.87 45,237,018.61 61.41 103,381,155.78
CAREER ED CORP 77,400.00 30.17 2,335,169.68 45.00 3,483,000.00
CAREMARK RX CAP TR I 11,000.00 83.97 923,618.89 113.88 1,252,625.00
CAREMARK RX INC 864,311.00 18.20 15,726,634.52 16.50 14,261,131.50
CARLISLE COS INC 122,692.00 11.19 1,373,109.24 44.98 5,518,686.16
CARNIVAL CORP 2,288,980.00 6.91 15,810,191.79 27.69 63,381,856.20
CARPENTER TECHNOLOGY INC 16,800.00 26.08 438,176.38 28.81 484,008.00
CARREKER CORPRATION 95,300.00 10.53 1,003,863.31 11.32 1,078,832.00
CASELLA WASTE SYS INC 281,600.00 15.75 4,435,125.96 12.01 3,382,016.00
CASEYS GEN STORES INC 27,800.00 12.88 358,094.09 12.04 334,712.00
CATALINA MARKETING CORP 210,600.00 32.64 6,874,883.75 28.22 5,943,132.00
CATERPILLAR INC 1,318,220.00 27.72 36,537,923.71 48.95 64,526,869.00
CBRL GROUP INC 191,350.00 27.50 5,261,469.92 30.51 5,838,364.00
CDW COMPUTER CTRS INC 323,900.00 10.79 3,495,169.08 46.81 15,161,759.00
CEC ENTMT INC 180,625.00 10.57 1,908,372.62 41.30 7,459,812.50
CELERITEK INC 41,800.00 11.59 484,666.75 6.60 275,880.00
CELGENE CORP 332,900.00 38.31 12,754,412.89 15.30 5,093,370.00
CELL GENESYS INC 47,300.00 16.88 798,555.38 13.49 638,029.70
CELL THERAPEUTICS INC 117,400.00 22.08 2,592,574.07 5.46 640,886.60
CELLSTAR CORP 174,080.00 28.40 4,943,945.95 3.24 564,019.20
CELLULAR TECHNICAL SERVICES COMPANY IN 1,200.00 2.95 3,540.00 1.14 1,368.00
CENDANT CORP 3,255,333.00 16.20 52,751,945.63 15.88 51,694,688.04
CENDANT CORP 175,000.00 40.28 7,049,250.00 43.70 7,647,500.00
CENTENNIAL COMMUNICATIONS CORP 35,900.00 4.84 173,695.59 2.44 87,596.00
CENTEX CONSTRUCTION PRODUCTS 9,600.00 43.82 420,681.33 36.40 349,440.00
CENTEX CORP 259,800.00 9.57 2,487,579.88 57.79 15,013,842.00
CENTILLIUM COMMUNICATIONS INC 203,400.00 15.51 3,154,671.71 8.72 1,773,648.00
CENTRA SOFTWARE INC 443,400.00 2.64 1,171,250.49 1.86 824,724.00
CENTRAL PARKING CORP 11,300.00 24.87 281,069.90 22.85 258,205.00
CENTURYBUSINESS SVCS INC 329,500.00 3.65 1,201,293.96 3.26 1,073,840.50
CENTURYTEL INC 658,475.00 11.68 7,691,890.14 29.50 19,425,012.50
CEPHALON INC 156,838.00 56.06 8,792,265.21 45.20 7,089,077.60
CERIDIAN CORP NEW 358,760.00 7.14 2,563,281.31 18.98 6,809,264.80
CERNER CORP 51,000.00 41.92 2,137,798.32 47.83 2,439,330.00
CERTEGY INC 287,300.00 10.80 3,102,852.67 37.11 10,661,703.00
CGI GROUP INC 50,367.00 7.07 356,104.80 4.56 229,673.52
CHAMPION ENTERPRISES INC 281,800.00 13.65 3,846,819.04 5.62 1,583,716.00
CHARLES RIV LABORATORIES INTL 13,000.00 36.91 479,871.72 35.05 455,650.00
CHARMING SHOPPES INC 720,000.00 8.49 6,110,218.15 8.64 6,220,800.00
CHARTER COMMUNICATIONS INC DEL 1,145,940.00 17.58 20,145,495.55 4.08 4,675,435.20
CHARTER ONE FINL INC 1,015,867.00 7.87 7,993,971.68 34.38 34,925,507.46
CHECKFREE CORP NEW 509,730.00 17.47 8,905,890.94 15.64 7,972,177.20
CHECKPOINT SYS INC 439,300.00 8.86 3,890,237.33 11.70 5,139,810.00
CHEMFIRST INC 65,000.00 5.16 335,098.53 28.65 1,862,250.00
CHESAPEAKE CORP ($1.00 PAR) 12,900.00 27.86 359,359.90 26.33 339,657.00
CHESAPEAKE ENERGY CORP 553,800.00 7.59 4,201,132.38 7.20 3,987,360.00
CHEVRONTEXACO CORP 4,651,612.00 52.37 243,590,055.11 88.50 411,667,662.00
CHICOS FAS INC 18,000.00 37.64 677,574.00 36.32 653,760.00
CHILDRENS PL RETAIL STORES INC 45,200.00 22.69 1,025,620.50 26.50 1,197,845.20
CHILES OFFSHORE INC 25,000.00 19.11 477,850.00 24.25 606,250.00
CHIPPAC INC 248,900.00 7.47 1,859,952.52 6.18 1,538,202.00
CHIQUITA BRANDS INTL INC 93.00 99.76 9,277.26 17.91 1,665.63
CHIQUITA BRANDS INTL INC 1,570.00 27.92 43,831.09 6.40 10,048.00
CHIRON CORP 715,268.00 22.23 15,899,347.74 35.31 25,252,875.40
CHITTENDEN CORP 25,875.00 27.00 698,672.89 28.98 749,857.50
CHOICE HOTELS INC 338,800.00 3.85 1,305,924.91 20.01 6,779,388.00
CHOICE ONE COMMUNICATION INC 157,900.00 7.53 1,188,720.87 0.89 140,531.00
CHOICEPOINT INC 371,019.00 6.67 2,473,500.07 45.47 16,870,233.93
CHORDIANT SOFTWARE INC 563,603.00 12.26 6,907,114.47 1.95 1,099,025.85
CHRISTOPHER + BANKS CORP 50,450.00 26.73 1,348,461.24 42.30 2,134,035.00
CHUBB CORP 686,400.00 16.54 11,353,146.09 70.80 48,597,120.00
CHURCH + DWIGHT INC 373,000.00 6.36 2,373,473.63 31.33 11,686,090.00
CIBER INC 450,900.00 18.32 8,261,533.51 7.25 3,269,025.00
CIENA CORP 1,504,531.28 29.71 44,702,808.76 4.19 6,303,986.06
CIGNA CORP 695,300.00 28.66 19,926,684.99 97.42 67,736,126.00
CIMA LABS INC 76,800.00 52.64 4,042,539.16 24.12 1,852,416.00
CINCINNATI FINL CORP 714,918.00 11.17 7,983,831.19 46.53 33,265,134.54
CINERGY CORP 631,209.00 22.62 14,277,613.55 35.99 22,717,211.91
CINTAS CORP 588,500.00 14.41 8,478,152.31 49.43 29,089,555.00
CIRCUIT CITY STORES INC 748,600.00 11.40 8,534,477.84 18.75 14,036,250.00
CIRRUS LOGIC INC 405,200.00 24.73 10,019,259.01 7.49 3,034,948.00
CISCO SYSTEMS, INC. 31,751,320.00 6.64 210,846,335.33 13.95 442,930,914.00
CITIGROUP INC 21,086,028.00 12.57 265,065,092.74 38.75 817,083,585.00
CITIZENS COMMUNICATIONS CO 997,427.00 8.27 8,244,027.05 8.36 8,338,489.72
CITRIX SYS INC 673,100.00 8.23 5,536,780.53 6.04 4,065,524.00
CITY NATL CORP 413,112.00 19.87 8,206,709.15 53.75 22,204,770.00
CKE RESTAURANTS INC 24,800.00 11.95 296,242.91 11.38 282,224.00
CLAIRE S STORES INC 489,425.00 5.06 2,478,372.83 22.90 11,207,832.50
CLARCOR INC 185,050.00 11.57 2,141,578.36 31.65 5,856,832.50
CLARENT CORPORATION 5,000.00 9.30 46,500.00 0.08 400.00
CLARUS CORPORATION 500.00 6.47 3,235.00 5.00 2,500.50
CLAYTON HOMES INC 661,175.00 7.76 5,128,728.38 15.80 10,446,565.00
CLEAR CHANNEL COMMUNICATIONS 2,237,086.00 37.25 83,334,987.02 32.02 71,631,493.72
CLOROX CO 878,300.00 10.44 9,171,109.49 41.35 36,317,705.00
CMG INFORMATION SVCS INC 1,304,300.00 26.51 34,579,608.02 0.48 626,064.00
CMS ENERGY CORP 373,800.00 29.13 10,887,410.21 10.98 4,104,324.00
CNA FINL CORP 788,400.00 27.54 21,712,395.57 26.50 20,892,600.00
CNA SURETY CORPORATION 149,300.00 4.43 661,076.74 14.55 2,172,315.00
CNET NETWORKS INC 524,215.00 22.07 11,568,769.19 1.99 1,043,187.85
CNF INC 137,200.00 20.82 2,857,088.85 37.98 5,210,856.00
COACH INC 189,691.00 4.36 826,880.94 54.90 10,414,035.90
COBALT CORP 53,000.00 21.88 1,159,683.83 22.80 1,208,400.00
COCA COLA BOTTLING CO CONS 43,715.00 47.14 2,060,534.91 43.00 1,879,745.00
COCA COLA CO 11,167,120.00 16.70 186,484,780.26 56.00 625,358,720.00
COCA COLA ENTERPRISES INC 1,703,400.00 7.40 12,606,435.18 22.08 37,611,072.00
COGENT COMM GROUP INC 1,444.00 318.20 459,478.44 1.39 2,012.33
COGNEX CORP 77,600.00 22.26 1,727,568.92 20.05 1,555,880.00
COHERENT INC 41,700.00 36.16 1,507,969.55 29.54 1,231,776.30
COLGATE PALMOLIVE CO 2,211,360.00 20.92 46,271,353.82 50.05 110,678,568.00
COLLINS + AIKMAN CORP NEW 272,400.00 9.13 2,485,737.26 9.10 2,478,840.00
COLUMBIA SPORTSWEAR CO 97,550.00 32.45 3,165,535.49 32.00 3,121,502.45
COMCAST CORP 579,100.00 6.66 3,857,962.36 24.20 14,014,220.00
COMCAST CORP 3,592,126.00 16.48 59,180,326.92 23.84 85,636,283.84
COMDISCO INC 663,300.00 13.77 9,133,679.50 0.03 17,245.80
COMERICA INC 803,194.00 15.54 12,478,767.97 61.40 49,316,111.60
COMMERCE BANCORP INC N J 321,142.00 5.70 1,829,855.97 44.20 14,194,476.40
COMMERCE BANCSHARES INC 278,501.00 33.78 9,406,588.93 44.24 12,320,884.24
COMMERCE GROUP INC (MASS) 6,500.00 36.34 236,201.41 39.55 257,075.00
COMMERCE ONE INC DEL 1,475,578.00 38.85 57,332,283.26 0.49 722,756.02
COMMERCIAL FED CORP 223,605.00 11.25 2,516,666.74 29.00 6,484,545.00
COMMERCIAL METALS CO 5,300.00 34.53 182,992.21 46.94 248,782.00
COMMONWEALTH TEL ENTERPRISES 79,166.00 14.42 1,141,363.66 40.24 3,185,639.84
COMMSCOPE INC 451,400.00 12.99 5,862,275.11 12.50 5,642,500.00
COMMUNITY FIRST BANKSHARES INC 151,500.00 25.30 3,832,194.12 26.09 3,952,635.00
COMMUNITY HEALTH SYS INC NEW 395,300.00 25.67 10,145,484.29 26.80 10,594,040.00
COMPASS BANCSHARES INC 521,250.00 17.06 8,892,068.35 33.60 17,514,000.00
COMPUCREDIT CORP 68,000.00 17.66 1,200,543.30 7.04 478,390.00
COMPUGEN LTD 44,000.00 2.56 112,515.08 2.20 96,800.00
COMPUTER ASSOC INTL INC 2,171,029.00 8.51 18,481,977.81 15.89 34,497,650.81
COMPUTER HORIZONS CORP 212,675.00 13.57 2,885,724.36 4.84 1,029,461.00
COMPUTER NETWORK TECHNOLOGY 62,600.00 16.51 1,033,464.38 6.13 383,738.00
COMPUTER SCIENCES CORP 705,914.00 17.58 12,409,006.14 47.80 33,742,689.20
COMPUTER TASK GROUP INC 44,954.00 18.78 844,231.56 4.97 223,421.38
COMPUWARE CORP 1,367,920.00 5.21 7,127,170.93 6.07 8,303,274.40
COMSTOCK RES INC 78,400.00 12.00 940,484.35 7.60 595,840.00
COMVERSE TECHNOLOGY INC 614,800.00 13.00 7,994,466.73 9.26 5,693,048.00
CONAGRA INC 2,029,731.00 10.23 20,756,422.11 27.65 56,122,062.15
CONCEPTUS INC 18,200.00 16.50 300,246.27 16.49 300,118.00
CONCORD EFS INC 1,805,006.00 7.54 13,602,501.39 30.14 54,402,880.84
CONCURRENT COMPUTER CORP 407,400.00 8.90 3,626,078.39 4.65 1,894,410.00
CONECTIV INC 495,150.00 19.68 9,744,134.52 25.81 12,779,821.50
CONEXANT SYS INC 725,000.00 5.86 4,250,842.78 1.62 1,174,500.00
CONNECTICUT BANCSHARES INC 172,800.00 20.25 3,499,042.92 33.20 5,736,960.00
CONOCO INC 2,412,507.00 15.01 36,202,347.12 27.80 67,067,694.60
CONSECO INC 1,699,512.00 10.73 18,229,811.27 2.00 3,399,024.00
CONSOL ENERGY INC 240,300.00 30.61 7,355,969.87 21.25 5,106,375.00
CONSOLIDATED EDISON INC 919,800.00 24.00 22,071,873.30 41.75 38,401,650.00
CONSOLIDATED GRAPHICS INC 22,980.00 46.02 1,057,647.67 19.00 436,620.00
CONSTELLATION BRANDS INC 473,260.00 8.98 4,251,351.74 32.00 15,144,320.00
CONSTELLATION ENERGY GROUP INC 626,750.00 17.41 10,911,932.60 29.34 18,388,845.00
CONTINENTAL AIRLS INC 181,300.00 19.39 3,515,840.70 15.78 2,860,914.00
CONTL AIR FIN TR 295,500.00 22.39 6,615,095.50 19.77 5,840,853.00
CONVERA CORPORATION 300.00 7.33 2,199.00 2.43 729.00
CONVERGYS CORP 653,700.00 6.15 4,017,440.40 19.48 12,734,076.00
COOPER CAMERON CORP 150,400.00 49.26 7,408,473.13 48.42 7,282,368.00
COOPER COS INC 134,400.00 39.57 5,317,644.36 47.10 6,330,240.00
COOPER INDUSTRIES LTD 474,200.00 38.57 18,289,025.32 39.30 18,636,060.00
COOPER TIRE + RUBR CO 240,300.00 11.11 2,669,793.62 20.55 4,938,165.00
COORS ADOLPH CO 104,700.00 34.27 3,588,514.96 62.30 6,522,810.00
COPART INC 261,500.00 15.95 4,171,722.24 16.23 4,244,145.00
COPPER MTN NETWORKS INC 1,091,100.00 8.35 9,106,298.01 0.84 916,524.00
CORECOMM LTD 13,652.00 20.92 285,603.04 0.04 546.08
CORILLIAN CORP 365,210.00 2.18 795,011.54 2.27 829,026.70
CORINTHIAN COLLEGES INC 188,000.00 20.73 3,897,671.46 33.89 6,371,320.00
CORIXA CORP 63,600.00 17.18 1,092,904.24 6.85 435,660.00
CORN PRODUCTS INTL INC 177,800.00 6.30 1,120,091.00 31.12 5,533,136.00
CORNING INC 3,358,543.00 10.84 36,399,695.22 3.55 11,922,827.65
CORPORATE EXECUTIVE BRD CO 88,100.00 29.25 2,576,788.70 34.25 3,017,425.00
CORRECTIONS CORP AMER NEW 860.00 6.30 5,418.00 17.30 14,878.00
CORUS BANKSHARES INC 400.00 45.55 18,220.99 45.92 18,367.60
CORVAS INTERNATIONAL INC 421,700.00 2.33 981,541.56 2.15 906,655.00
CORVIS CORP 3,043,062.00 12.52 38,090,453.83 0.65 1,977,990.30
COSINE COMMUNICATIONS INC 285,400.00 4.49 1,280,282.51 0.43 122,722.00
COSTCO WHOLESALE CORPORATION 1,725,516.00 8.33 14,365,953.95 38.62 66,639,427.92
COTELLIGENT INC 4,600.00 0.50 2,300.00 0.71 3,266.00
COUNTRYWIDE CR INDS INC 500,500.00 23.43 11,729,109.20 48.25 24,149,125.00
COVAD COMMUNICATIONS GROUP INC 1,571,400.00 10.51 16,520,779.87 1.18 1,854,252.00
COVANCE INC 382,980.00 8.77 3,358,788.29 18.75 7,180,875.00
COVANSYS CORP 283,900.00 29.89 8,485,917.14 5.62 1,595,518.00
COVANTA ENERGY CORP 274,000.00 28.07 7,690,840.34 0.02 4,401.10
COVENANT TRANS INC 9.00 14.54 130.87 21.25 191.25
COVENTRY HEALTH CARE INC 227,100.00 20.98 4,765,501.91 28.42 6,454,182.00
COX COMMUNICATIONS INC NEW 2,078,342.00 18.52 38,487,387.30 27.55 57,258,322.10
COX RADIO INC 23,300.00 22.69 528,639.79 24.10 561,530.00
CP SHIPS LTD 345.00 6.35 2,189.76 10.20 3,519.00
CRANE CO 400,675.00 7.89 3,160,833.76 25.38 10,169,131.50
CRAWFORD + CO 3,600.00 9.27 33,363.12 8.10 29,160.00
CREDENCE SYSTEMS CORP 234,300.00 15.77 3,694,545.97 17.77 4,163,511.00
CREE INC 297,900.00 54.61 16,268,969.29 13.23 3,941,217.00
CRITICAL PATH INC 347,957.00 48.44 16,856,172.83 1.02 354,916.14
CROMPTON CORP 432,458.00 10.38 4,490,591.30 12.75 5,513,839.50
CROSS MEDIA MARKETING CORP 651.00 477.68 310,970.96 9.40 6,119.40
CROSSROADS SYSTEMS INC 311,500.00 8.42 2,622,552.63 1.02 317,730.00
CROWN CASTLE INTL CORP 685,800.00 19.46 13,348,291.09 3.93 2,695,194.00
CROWN CORK + SEAL INC 263,300.00 39.70 10,452,643.93 6.85 1,803,605.00
CSG SYS INTL INC 182,700.00 33.69 6,156,041.34 19.14 3,496,878.00
CSK AUTO CORP 248,260.00 24.02 5,963,149.51 13.94 3,460,744.40
CSX CORP 808,496.00 14.59 11,797,583.00 35.05 28,337,784.80
CTS CORP 106,200.00 51.87 5,508,333.89 12.04 1,278,648.00
CUBIST PHARMACEUTICALS INC 168,000.00 39.71 6,670,632.56 9.41 1,580,880.00
CULLEN FROST BANKERS INC 490,300.00 9.56 4,687,935.96 35.95 17,626,285.00
CUMMINS INC 162,300.00 27.52 4,466,341.23 33.10 5,372,130.00
CURAGEN CORP 199,700.00 27.06 5,404,779.72 5.51 1,100,347.00
CURTISS WRIGHT CORP 29,005.00 24.38 707,009.73 75.60 2,192,778.00
CV THERAPEUTICS INC 50,600.00 32.17 1,627,926.52 18.62 942,172.00
CVS CORP 1,498,850.00 17.73 26,570,703.67 30.60 45,864,810.00
CYBERCARE INC 3,900.00 2.75 10,725.00 0.15 585.00
CYBERSOURCE CORP 500.00 2.10 1,050.00 2.32 1,160.00
CYGNUS INC 440,300.00 2.76 1,216,553.21 2.02 889,588.00
CYMER INC 246,700.00 19.55 4,822,333.84 35.04 8,644,368.00
CYPRESS SEMICONDUCTOR CORP 461,800.00 15.80 7,297,075.88 15.18 7,010,124.00
CYSIVE INC 700.00 3.70 2,590.00 2.45 1,715.00
CYTEC INDS INC 146,800.00 38.32 5,625,670.26 31.44 4,615,392.00
CYTOGEN CORP 1,394,200.00 5.96 8,314,338.06 1.07 1,491,794.00
CYTYC CORP 392,900.00 19.07 7,492,535.01 7.62 2,993,898.00
D + K HEALTHCARE RES INC 10,500.00 33.94 356,364.75 35.26 370,230.00
DALEEN TECHNOLOGIES INC 1,400.00 0.89 1,246.00 0.15 210.00
DANA CORP 631,127.00 24.31 15,339,823.25 18.53 11,694,783.31
DANAHER CORP 548,675.00 15.92 8,736,309.92 66.35 36,404,586.25
DARDEN RESTAURANTS INC 728,400.00 5.83 4,246,466.82 24.70 17,991,480.00
DATASCOPE CORP 168,500.00 15.16 2,554,533.84 27.64 4,657,340.00
DAVE & BUSTERS INC 600.00 8.65 5,190.00 12.14 7,284.00
DAVITA INC 342,397.00 18.62 6,375,408.14 23.80 8,149,048.60
DDI CORPORATION 942,300.00 2.35 2,211,812.79 1.00 941,357.70
DEAN FOODS CO NEW 226,322.00 26.46 5,988,078.49 37.30 8,441,810.60
DEERE + CO 864,500.00 32.98 28,514,756.67 47.90 41,409,550.00
DEL MONTE FOODS COMPANY 1,800.00 9.45 17,008.02 11.80 21,240.00
DELHAIZE LE LION 19,693.00 75.89 1,494,560.89 46.58 917,299.94
DELL COMPUTER CORP 10,504,965.00 4.47 46,933,513.52 26.14 274,599,785.10
DELPHI CORP 1,917,321.00 9.12 17,479,222.77 13.20 25,308,637.20
DELTA + PINE LD CO 146,733.00 19.35 2,839,185.63 20.10 2,949,333.30
DELTA AIR LINES INC 506,700.00 27.08 13,720,302.39 20.00 10,134,000.00
DELTATHREE.COM INC CL-A 1,500.00 1.05 1,575.00 0.62 931.50
DELUXE CORP 368,970.00 27.84 10,271,699.64 38.89 14,349,243.30
DENDREON CORP 277,900.00 2.28 634,200.36 2.11 586,369.00
DENDRITE INTL INC 65,600.00 16.44 1,078,595.57 9.67 634,352.00
DENTSPLY INTL INC NEW 380,190.00 13.17 5,008,228.57 36.91 14,032,812.90
DEUTSCHE TELEKOM AG 41,390.00 27.99 1,158,322.31 9.31 385,340.90
DEVON ENERGY CORPORATION NEW 573,109.00 39.24 22,488,632.98 49.28 28,242,811.52
DEVRY INC DEL 209,700.00 30.38 6,369,918.51 22.84 4,789,548.00
DIAGNOSTIC PRODS CORP 219,400.00 12.71 2,789,657.90 37.00 8,117,800.00
DIAL CORPORATION (NEW) 685,450.00 10.11 6,929,186.43 20.02 13,722,709.00
DIAMOND OFFSHORE DRILLING INC 374,960.00 36.72 13,770,221.78 28.50 10,686,360.00
DIAMONDCLUSTER INTL INC 180,500.00 29.96 5,407,530.10 5.98 1,079,390.00
DIEBOLD INC 381,257.00 10.28 3,918,578.78 37.24 14,198,010.68
DIGEX INC DEL 56,300.00 46.39 2,611,945.39 0.22 12,386.00
DIGITAL IMPACT INC DEL 3,000.00 1.87 5,610.00 1.96 5,880.00
DIGITAL INSIGHT CORP 162,900.00 33.76 5,498,899.47 16.45 2,679,705.00
DIGITAL LIGHTHOUSE CORP 700.00 0.33 231.00 0.01 4.20
DIGITAL LIGHTWAVE INC 1,004,908.00 12.13 12,192,272.00 2.34 2,351,484.72
DIGITAL RIV INC 180,000.00 18.42 3,315,167.40 9.19 1,654,200.00
DIGITALTHINK INC 861,800.00 2.57 2,214,443.91 1.40 1,206,520.00
DILLARDS INC 398,700.00 20.90 8,331,448.18 26.29 10,481,823.00
DISNEY WALT CO 8,069,732.00 6.94 55,968,792.71 18.90 152,517,934.80
DITECH COMMUNICATIONS CORP 785,800.00 11.04 8,678,984.54 2.84 2,231,672.00
DIVINE INC 173,350.00 15.42 2,673,242.69 3.90 676,065.00
DMC STRATEX NETWORKS INC 860,093.00 7.35 6,323,370.84 2.01 1,728,786.93
DOBSON COMMUNICATIONS CORP 423,500.00 16.98 7,192,939.62 0.86 364,210.00
DOCUMENTUM INC 168,600.00 22.27 3,754,370.59 12.00 2,023,200.00
DOLE FOOD INC 379,500.00 31.57 11,979,123.17 28.85 10,948,575.00
DOLLAR GEN CORP 1,310,700.00 4.14 5,428,368.73 19.03 24,942,621.00
DOLLAR THRIFTY AUTOMOTIVE GRP 301,400.00 19.66 5,924,017.00 25.90 7,806,260.00
DOLLAR TREE STORES INC 333,000.00 24.72 8,232,182.96 39.41 13,123,530.00
DOMINION RESOURCES, INC. 959,760.48 31.12 29,871,808.47 66.20 63,536,143.78
DONALDSON CO INC 18,500.00 41.93 775,757.28 35.04 648,240.00
DONNELLEY R R + SONS CO 625,300.00 20.65 12,909,614.68 27.55 17,227,015.00
DORAL FINL CORP 159,800.00 27.89 4,456,851.42 33.39 5,335,722.00
DOUBLECLICK INC 544,345.00 33.03 17,980,899.57 7.41 4,033,699.69
DOVER CORP 766,500.00 9.10 6,973,604.56 35.00 26,827,500.00
DOW CHEM CO 3,351,944.00 15.79 52,928,609.64 34.38 115,239,834.72
DOW JONES + CO INC 298,880.00 45.68 13,653,653.79 48.45 14,480,736.00
DOW JONES + CO INC 103,000.00 38.00 3,914,000.00 46.25 4,763,750.00
DOWNEY FINL CORP 85,100.00 44.72 3,805,472.65 47.30 4,025,230.00
DPL INC 256,616.00 19.99 5,129,679.12 26.45 6,787,493.20
DQE 407,200.00 15.85 6,452,482.28 14.00 5,700,800.00
DR HORTON INC 460,525.00 7.36 3,391,177.14 26.03 11,987,465.75
DRESS BARN INC 641,200.00 5.33 3,419,292.80 15.47 9,919,364.00
DREYERS GRAND ICE CREAM INC 107,700.00 11.44 1,231,984.27 68.60 7,388,220.00
DSP GROUP INC 98,300.00 67.19 6,604,463.20 19.60 1,926,680.00
DST SYS INC DEL 420,000.00 32.76 13,759,959.82 45.71 19,198,200.00
DTE ENERGY CO 602,900.00 21.77 13,125,560.84 44.64 26,913,456.00
DU PONT E I DE NEMOURS + CO 3,868,521.00 38.37 148,417,387.44 44.40 171,762,332.40
DUKE ENERGY CO 3,019,768.00 12.99 39,232,272.58 31.10 93,914,784.80
DUN AND BRADSTREET CORP DEL 311,300.00 9.52 2,963,921.67 33.05 10,288,465.00
DUPONT PHOTOMASKS INC 2,400.00 52.19 125,250.00 33.16 79,584.00
DURECT CORP INC 108,100.00 7.07 764,723.69 8.00 864,800.00
DYCOM INDS INC 73,400.00 14.92 1,095,092.21 11.69 858,046.00
DYNEGY INC 1,199,700.00 18.74 22,486,710.75 7.20 8,637,840.00
E PIPHANY INC 549,030.00 45.18 24,804,204.47 4.39 2,410,241.70
E TRADE GROUP INC 1,327,200.00 4.39 5,821,734.31 5.46 7,246,512.00
EARTHLINK INC 446,600.00 11.29 5,042,212.83 6.71 2,997,786.00
EAST WEST BANCORP INC 160,200.00 20.69 3,313,883.25 34.52 5,530,104.00
EASTMAN CHEM CO 278,652.00 28.85 8,039,163.88 46.90 13,068,778.80
EASTMAN KODAK CO 1,271,700.00 33.53 42,636,688.71 29.17 37,095,489.00
EASYLINK SVCS CORP 844.00 55.63 46,947.50 1.25 1,055.00
EATON CORP 276,900.00 24.54 6,795,460.16 72.75 20,144,475.00
EATON VANCE CORP 582,400.00 2.99 1,742,258.80 31.20 18,170,880.00
EBAY INC 1,050,916.00 68.09 71,558,035.79 61.62 64,757,443.92
EBENX INC 100.00 4.20 420.00 2.66 266.00
EBT INTL INC 1,100.00 2.00 2,200.00 0.32 352.00
ECHELON CORP 70,230.00 72.95 5,123,143.48 12.88 904,562.40
ECHOSTAR COMMUNICATIONS CORP N 918,600.00 44.58 40,952,718.52 18.56 17,049,216.00
ECLIPSYS CORP 147,800.00 23.68 3,500,500.03 6.56 969,420.20
ECOLAB INC 490,200.00 8.26 4,050,966.85 46.23 22,661,946.00
EDEN BIOSCIENCE CORP 32,050.00 6.94 222,545.71 1.99 63,779.50
EDISON INTL 1,611,700.00 12.98 20,926,128.99 17.00 27,398,900.00
EDISON SCHS INC 811,373.00 3.97 3,222,763.52 0.95 770,804.35
EDWARDS A G INC 254,600.00 25.11 6,393,493.65 38.87 9,896,302.00
EDWARDS J D + CO 480,000.00 26.92 12,920,367.78 12.15 5,832,000.00
EDWARDS LIFESCIENCES CORP 277,514.00 7.35 2,040,770.79 23.20 6,438,324.80
EEX CORPORATION (NEW) 1,700.00 4.15 7,055.00 2.00 3,400.00
EFUNDS CORP 271,293.00 10.83 2,937,934.66 9.49 2,574,299.27
EGAIN COMMUNICATIONS 3,700.00 3.45 12,765.00 0.26 962.00
EGL INC 106,100.00 17.78 1,886,804.64 16.96 1,799,456.00
EL PASO CORP 2,011,856.00 17.36 34,917,463.35 20.61 41,464,352.16
EL PASO ELECTRIC (NEW) 41,000.00 14.08 577,172.92 13.85 567,850.00
EL PASO ENERGY CAP TR 1 148,500.00 76.07 11,295,695.15 36.80 5,464,800.00
ELAN CORP PLC (ADR) 2,100.00 50.15 105,315.00 5.47 11,487.00
ELCOM INTL INC 477,000.00 4.54 2,163,414.52 0.40 190,800.00
ELCOR CHEM CORP 345,975.00 13.09 4,529,289.48 27.35 9,462,416.25
ELECTRO SCIENTIFIC INDS INC 88,200.00 12.20 1,076,451.60 24.30 2,143,260.00
ELECTROGLAS INC 223,300.00 20.14 4,496,845.55 10.00 2,233,000.00
ELECTRONIC ARTS INC 645,202.00 23.84 15,383,627.96 66.05 42,615,592.10
ELECTRONIC DATA SYS CORP NEW 1,925,360.00 40.46 77,895,822.05 37.15 71,527,124.00
ELECTRONICS BOUTIQUE HLDGS COR 43,600.00 33.23 1,448,641.85 29.30 1,277,480.00
ELETRONICS FOR IMAGING INC 342,400.00 13.28 4,545,628.25 15.91 5,447,584.00
ELOYALTY CORP 50,375.00 131.25 6,611,875.85 5.90 297,212.50
EMC CORP 8,366,368.00 7.80 65,230,437.04 7.55 63,166,078.40
EMCORE CORP 266,500.00 37.78 10,067,557.70 6.00 1,599,000.00
EMERSON ELEC CO 1,675,450.00 15.60 26,144,130.59 53.51 89,653,329.50
EMERSON RADIO CORP 103,230.00 4.47 461,278.45 0.00 0.00
EMERSON RADIO CORP 21,100.00 1.93 40,691.35 1.90 40,090.00
EMISPHERE TECHNOLOGIES INC 287,900.00 11.60 3,338,757.01 4.11 1,183,269.00
EMMIS COMMUNICATIONS CORP 88,100.00 33.04 2,910,389.10 21.19 1,866,839.00
EMS TECHNOLOGIES INC 200,000.00 21.42 4,283,485.00 20.69 4,138,000.00
EMULEX CORP 417,700.00 32.71 13,661,526.71 22.52 9,406,604.00
ENCORE WIRE CORP 136,500.00 21.96 2,997,869.13 14.23 1,942,395.00
ENDO PHARMACEUTICALS HLDGS 155,000.00 8.73 1,352,656.70 7.00 1,085,000.00
ENERGEN CORP 84,000.00 26.34 2,212,371.25 27.50 2,310,000.00
ENERGIZER HLDGS INC 120,500.00 18.31 2,206,622.33 27.42 3,304,110.00
ENERGY EAST CORP 395,900.00 14.19 5,618,512.69 22.60 8,947,340.00
ENESCO GROUP INC 59,300.00 31.19 1,849,418.75 8.74 518,282.00
ENGELHARD CORP 732,900.00 7.62 5,588,244.20 28.32 20,755,728.00
ENPRO INDUSTRIES, INC. 70,229.00 5.51 386,997.62 5.25 368,702.25
ENRON CORP 2,787,806.00 11.43 31,873,039.37 0.16 436,119.80
ENSCO INTL INC 670,000.00 9.70 6,496,507.11 27.26 18,264,200.00
ENTERASYS NETWORKS INC 1,410,600.00 6.38 9,001,111.62 1.78 2,510,868.00
ENTERCOM COMMUNICATIONS CORP 140,220.00 35.36 4,958,717.25 45.90 6,436,098.00
ENTERGY CORP 952,497.00 18.76 17,869,102.92 42.44 40,423,972.68
ENTERPRISE PRODS PARTNERS L P 154,100.00 23.21 3,576,116.70 16.25 2,504,125.00
ENTRADA NETWORKS INC 100.00 1.20 120.00 0.21 21.00
ENTRAVISION COM CORP 34,700.00 13.04 452,387.14 12.25 425,075.00
ENTREMED INC 43,500.00 30.04 1,306,878.84 3.07 133,545.00
ENTRUST INC 215,100.00 55.27 11,888,893.45 2.72 585,072.00
ENZO BIOCHEM INC 134,836.00 9.65 1,301,567.52 14.33 1,932,199.89
ENZON INC 148,900.00 49.76 7,409,097.84 24.67 3,673,711.00
EOG RESOURCES INC 484,100.00 22.07 10,686,324.09 39.70 19,218,770.00
EPICOR SOFTWARE CORP 100.00 1.15 115.00 1.56 156.00
EQUIFAX INC 568,600.00 8.49 4,828,842.82 27.00 15,352,200.00
EQUINIX INC 240,100.00 0.43 103,283.85 0.35 84,035.00
EQUITABLE RES INC 331,340.00 11.22 3,717,922.81 34.30 11,364,962.00
ERIE INDEMNITY COMPANY CL-A 80,800.00 37.27 3,011,759.39 40.51 3,273,208.00
ESPEED INC 100,900.00 16.70 1,684,594.95 10.91 1,100,819.00
ESS TECHNOLOGY INC 283,200.00 10.22 2,894,409.50 17.54 4,967,328.00
ETHAN ALLEN INTERIORS INC 123,650.00 12.76 1,577,704.27 34.85 4,309,202.50
ETHYL CORP 631,600.00 9.98 6,301,262.39 0.75 473,700.00
EVEREST RE GROUP LTD 2,400.00 63.85 153,240.00 55.95 134,280.00
EXABYTE CORPORATION 1,900.00 1.03 1,957.00 1.10 2,090.00
EXAR CORP 95,000.00 20.91 1,986,476.56 19.72 1,873,400.00
EXCELON CORPORATION 500.00 1.81 902.77 0.89 445.00
EXE TECHNOLOGIES INC 118,100.00 1.36 160,459.57 1.12 132,272.00
EXELIXIS INC 141,200.00 9.14 1,290,405.13 7.53 1,063,236.00
EXELON CORP 1,261,784.00 26.08 32,901,977.97 52.30 65,991,303.20
EXIDE TECHNOLOGIES 205,700.00 26.27 5,403,283.18 0.68 139,876.00
EXODUS COMMUNICATIONS INC 45,500.00 8.23 374,325.00 0.01 409.50
EXPEDIA INC 39,600.00 58.26 2,307,088.08 59.29 2,347,884.00
EXPEDITORES INTL WASH INC 300,600.00 19.23 5,779,433.23 33.16 9,967,896.00
EXPRESS SCRIPTS INC 390,540.00 21.20 8,277,649.93 50.11 19,569,959.40
EXPRESSJET HOLDINGS INC 10,000.00 16.00 160,000.00 13.05 130,500.00
EXTENDED STAY AMERICA INC 45,400.00 19.43 881,984.25 16.22 736,388.00
EXTENDED SYS INC 20,600.00 18.32 377,344.81 3.35 69,010.00
EXTENSITY INC 41,680.00 11.16 465,312.56 1.08 45,014.40
EXTREME NETWORKS INC 823,430.00 33.23 27,363,629.77 9.77 8,045,519.10
EXXON MOBIL CORPORATION 28,155,704.00 11.84 333,453,079.21 40.92 1,152,131,407.68
EZENIA! INC 2,200.00 1.40 3,080.00 0.14 308.00
F5 NETWORKS INC 90,800.00 19.71 1,789,737.80 9.78 888,024.00
FACTSET RESH SYS INC 125,300.00 22.35 2,801,029.01 29.77 3,730,181.00
FAIR ISSAC + CO INC 98,050.00 21.45 2,103,484.28 32.87 3,222,903.50
FAIRCHILD SEMICONDUCTOR INTL 265,400.00 19.06 5,058,349.70 24.30 6,449,220.00
FAIRMONT HOTELS RESORTS INC 345.00 15.22 5,249.61 25.78 8,894.10
FALCONSTOR SOFTWARE INC 86,477.00 43.55 3,765,817.86 4.23 365,797.71
FAMILY DLR STORES INC 631,500.00 4.96 3,131,543.89 35.25 22,260,375.00
FASTENAL CO 70,400.00 26.42 1,860,057.70 38.51 2,711,104.00
FEDERAL HOME LN MTG CORP 2,701,196.00 16.68 45,057,450.28 61.20 165,313,195.20
FEDERAL MOGUL CORP 680.00 45.95 31,247.73 0.70 478.04
FEDERAL NATL MTG ASSN 4,286,480.00 21.02 90,089,036.02 73.75 316,127,900.00
FEDERAL SIGNAL CORP 22,060.00 23.08 509,045.07 24.00 529,440.00
FEDERATED DEPT STORES INC DEL 855,780.00 27.85 23,831,609.27 39.70 33,974,466.00
FEDERATED INVS INC PA 617,000.00 29.39 18,131,103.73 34.57 21,329,690.00
FEDEX CORP 1,198,840.00 19.85 23,802,193.78 53.40 64,018,056.00
FEI COMPANY 3,600.00 31.12 112,041.99 24.51 88,236.00
FIDELITY NATL FINL INC 393,815.00 16.66 6,559,390.72 31.60 12,444,554.00
FIFTH THIRD BANCORP 2,264,711.00 13.12 29,710,592.96 66.65 150,942,988.15
FILENET CORP 206,800.00 22.11 4,571,769.42 14.50 2,998,600.00
FINISAR CORP 434,800.00 32.55 14,151,012.06 2.37 1,030,476.00
FINOVA GROUP INC 7,500.00 2.01 15,075.00 0.11 787.50
FIREPOND INC 2,800.00 2.30 6,440.00 0.34 952.00
FIRST AMERICAN CORP 242,700.00 24.32 5,902,820.83 23.00 5,582,100.00
FIRST DATA CORP 2,905,456.00 7.87 22,854,323.84 37.20 108,082,963.20
FIRST FINL HLDGS INC 3,800.00 24.11 91,628.62 32.15 122,170.00
FIRST HEALTH GROUP CORP 414,468.00 8.68 3,599,231.63 28.04 11,621,682.72
FIRST HORIZON PHARMACEUTICAL 94,100.00 18.06 1,699,371.43 20.69 1,946,929.00
FIRST MIDWEST BANCORP INC DEL 364,166.00 8.84 3,218,461.97 27.78 10,116,531.48
FIRST REP BK SAN FRANCISCO CA 76,400.00 28.59 2,183,936.73 27.50 2,101,000.00
FIRST SENTINEL BANCORP INC 15,500.00 12.89 199,851.89 13.76 213,280.00
FIRST TENN NATL CORP 694,900.00 9.87 6,856,358.83 38.30 26,614,670.00
FIRST VA BKS INC 257,275.00 17.05 4,387,756.66 53.62 13,795,085.50
FIRSTENERGY CORP 1,190,591.00 26.21 31,210,700.31 33.38 39,741,927.58
FIRSTMERIT CORP 361,000.00 18.29 6,603,783.72 27.58 9,956,380.00
FISERV INC 796,725.00 24.16 19,245,621.55 36.71 29,247,774.75
FISHER SCIENTIFIC INTL INC 74,500.00 29.23 2,177,510.05 28.00 2,086,000.00
FLAG TELECOM HOLDINGS LIMITED 200.00 6.25 1,250.00 0.06 11.60
FLEETBOSTON FINL CORP 4,128,798.00 14.76 60,951,656.84 32.35 133,566,615.30
FLEETWOOD ENTERPRISES INC 174,700.00 17.65 3,083,109.96 8.70 1,519,890.00
FLEMING COS INC 207,926.00 33.46 6,956,969.67 18.15 3,773,856.90
FLORIDA EAST COAST IND INC 23,800.00 17.63 419,594.59 25.30 602,140.00
FLORIDA EAST COAST INDS INC 58,191.00 16.12 937,786.07 23.80 1,384,945.80
FLORIDA ROCK INDS INC 269,200.00 8.41 2,264,763.43 35.81 9,640,052.00
FLOWERS FOODS INC 171,025.00 13.96 2,388,362.57 25.85 4,420,996.25
FLOWSERVE CORP 132,959.00 23.54 3,129,311.12 29.80 3,962,178.20
FLUOR CORP NEW 398,800.00 21.73 8,664,772.06 38.95 15,533,260.00
FMC CORP 151,000.00 16.41 2,477,223.92 30.17 4,555,670.00
FMC TECHNOLOGIES INC 230,614.00 7.55 1,742,252.48 20.76 4,787,546.64
FOCAL COMMUNICATIONS CORP 17.00 226.84 3,856.24 2.33 39.61
FOOT LOCKER INC 671,500.00 15.59 10,471,895.83 14.45 9,703,175.00
FOOTSTAR INC 179,064.00 12.22 2,188,187.10 24.47 4,381,696.08
FORD MTR CO CAP TR II 258,300.00 54.32 14,030,958.51 56.25 14,529,375.00
FORD MTR CO DEL 6,936,672.00 9.90 68,671,190.29 16.00 110,986,752.00
FOREST CITY ENTERPRISES INC 14,800.00 33.42 494,582.66 34.75 514,300.00
FOREST LABS INC 706,540.00 7.24 5,116,301.31 70.80 50,023,032.00
FOREST OIL CORP 10,565.00 26.66 281,709.13 28.43 300,362.95
FORRESTER RESH INC 83,400.00 21.72 1,811,302.60 19.40 1,617,876.60
FORTUNE BRANDS INC 602,900.00 15.81 9,534,151.15 56.00 33,762,400.00
FOSSIL INC 87,937.00 7.41 651,533.80 20.56 1,807,984.72
FOSTER WHEELER LTD 143,700.00 14.24 2,045,992.82 1.60 229,920.00
FOUNDRY NETWORKS INC 645,350.00 51.60 33,301,473.60 7.03 4,536,810.50
FOX ENTERTAINMENT GROUP INC. 1,056,270.00 22.86 24,144,932.61 21.75 22,973,872.50
FPL GROUP INC 705,500.00 24.98 17,625,419.74 59.99 42,322,945.00
FRANKLIN RES INC 1,062,608.00 8.43 8,959,236.80 42.64 45,309,605.12
FREDS INC 43,700.00 35.81 1,564,818.60 36.78 1,607,286.00
FREEMARKETS INC 117,100.00 41.80 4,894,725.57 14.13 1,654,623.00
FREEPORT-MCMORAN COPPER & GOLDCMN 578,234.00 19.78 11,435,374.86 17.85 10,321,476.90
FREMONT GEN CORP 558,100.00 4.35 2,430,408.62 4.18 2,332,858.00
FRONTIER AIRLINES INC (NEW) 16,800.00 18.34 308,091.27 8.13 136,584.00
FRONTIER FINL CORP WA 73,400.00 27.37 2,009,033.89 29.35 2,154,290.00
FRONTIER OIL CORP 95,100.00 19.27 1,832,374.68 17.60 1,673,760.00
FRONTLINE CAPITAL GROUP 200.00 9.00 1,800.00 0.01 1.40
FSI INTL INC 226,669.00 14.37 3,257,838.87 7.47 1,693,217.43
FUELCELL ENERGY INC 133,500.00 22.19 2,962,600.22 10.29 1,373,715.00
FULLER H B CO 437,600.00 21.21 9,282,788.91 29.29 12,817,304.00
FULTON FINL CORP PA 236,750.00 17.70 4,191,042.35 18.93 4,481,677.50
FUNDTECH LTD 28,800.00 19.38 558,243.60 4.00 115,200.00
FURNITURE BRANDS INTL INC 379,200.00 8.61 3,263,780.27 30.25 11,470,800.00
G + K SERVICES 171,768.00 12.65 2,172,741.23 34.24 5,881,336.32
GALLAGHER ARTHUR J + CO 674,300.00 9.06 6,106,431.26 34.65 23,364,495.00
GAMESTOP CORP 25,000.00 18.00 450,000.00 20.99 524,750.00
GANNETT INC 1,063,910.00 16.04 17,062,240.92 75.90 80,750,769.00
GAP INC 3,256,952.00 2.80 9,134,367.48 14.20 46,248,718.40
GARTNER GROUP INC NEW 1,196,547.00 10.39 12,434,310.16 9.40 11,247,541.80
GATEWAY INC 1,406,200.00 5.76 8,099,773.42 4.44 6,243,528.00
GATX 392,530.00 21.18 8,312,730.53 30.10 11,815,153.00
GEMSTAR-TV GUIDE INTERNATIONAL 1,605,945.00 39.59 63,577,130.94 5.39 8,656,043.55
GENCORP INC 472,200.00 7.09 3,348,080.06 14.30 6,752,460.00
GENE LOGIC 141,530.00 27.81 3,935,411.99 14.00 1,981,420.00
GENENCOR INTL INC 500.00 16.24 8,118.00 9.79 4,895.00
GENENTECH INC 748,490.00 73.74 55,194,148.46 33.50 25,074,415.00
GENERAL COMMUNICATION INC 491,100.00 6.29 3,088,907.24 6.67 3,275,637.00
GENERAL DYNAMICS CORP 787,300.00 28.10 22,125,416.38 106.35 83,729,355.00
GENERAL ELEC CO 40,232,813.00 9.00 362,154,871.76 29.05 1,168,763,217.65
GENERAL GROWTH PPTYS INC 200,000.00 24.27 4,853,000.00 31.90 6,380,000.00
GENERAL MAGIC INC 7,300.00 1.16 8,468.00 0.08 584.00
GENERAL MARITIME CORP 101,200.00 11.40 1,153,478.16 9.60 971,520.00
GENERAL MLS INC 1,403,362.00 18.23 25,585,770.07 44.08 61,860,196.96
GENERAL MTRS CORP 3,634,803.00 16.26 59,102,542.28 10.40 37,801,951.20
GENERAL MTRS CORP 2,040,645.00 30.03 61,287,915.05 53.45 109,072,475.25
GENERAL MTRS CORP 150,000.00 25.28 3,792,260.00 26.27 3,940,500.00
GENERALE CABLE CORP DEL NEW 149,700.00 28.40 4,250,837.97 6.30 943,110.00
GENLYTE GROUP INC 300.00 31.71 9,512.01 40.63 12,189.00
GENOME THERAPEUTICS CORP 676,900.00 11.94 8,078,848.27 2.31 1,563,639.00
GENTA INC 297,700.00 9.81 2,920,738.00 8.29 2,467,933.00
GENTEX CORP 312,500.00 26.68 8,336,366.93 27.47 8,584,375.00
GENTIVA HEALTH SVCS INC 310,745.00 6.55 2,034,004.85 8.99 2,793,597.55
GENUINE PARTS CO 818,900.00 12.67 10,372,964.01 34.87 28,555,043.00
GENUITY INC 3,830.00 56.00 214,480.00 3.80 14,554.00
GENZYME CORP 820,100.00 15.41 12,637,370.17 19.24 15,778,724.00
GENZYME CORP 52,134.00 4.37 227,697.29 4.53 236,167.02
GEORGIA GULF CORP 196,500.00 7.66 1,504,465.05 26.44 5,195,460.00
GEORGIA PAC CORP 945,116.00 16.25 15,359,712.08 24.58 23,230,951.28
GEOWORKS CORPORATION 4,000.00 1.90 7,600.00 0.14 560.00
GERBER SCIENTIFIC INC 594,875.00 9.33 5,550,046.41 3.51 2,088,011.25
GERON CORP 23,400.00 16.62 388,813.96 4.58 107,172.00
GETTY IMAGES INC 170,600.00 29.08 4,961,620.85 21.77 3,713,962.00
GILEAD SCIENCES INC 837,100.00 8.44 7,068,787.58 32.88 27,523,848.00
GILLETTE CO 4,036,827.00 21.75 87,808,623.50 33.87 136,727,330.49
GLATFELTER 250,900.00 18.10 4,540,670.39 18.80 4,716,920.00
GLENAYRE TECHNOLOGIES INC 272,350.00 19.21 5,232,430.45 1.25 340,165.15
GLENBOROUGH RLTY TR INC 400,000.00 20.24 8,094,973.68 21.96 8,784,000.00
GLOBAL INDUSTRIES INC 709,300.00 3.30 2,344,173.81 6.99 4,958,007.00
GLOBAL PMTS INC 133,520.00 10.53 1,405,582.39 29.75 3,972,220.00
GLOBAL TELESYSTEMS (EUROPE) LI 11,900.00 0.58 6,902.00 0.00 14.28
GLOBALSANTAFE CORP 752,069.00 24.02 18,067,520.91 27.35 20,569,087.15
GLOBESPAN VIRATA INC 1,322,422.00 31.23 41,295,741.75 3.87 5,117,773.14
GLOBIX CORPORATION 185,500.00 25.28 4,689,217.32 0.06 11,178.10
GOAMERICA INC 594,500.00 0.92 547,280.83 0.48 285,360.00
GOLDEN ST BANCORP INC 530,860.00 24.69 13,108,139.64 36.25 19,243,675.00
GOLDEN WEST FINL CORP DEL 623,700.00 44.27 27,612,736.85 68.78 42,898,086.00
GOLDMAN SACHS GROUP INC 681,900.00 98.28 67,017,759.94 73.35 50,017,365.00
GOODRICH CORP 343,949.00 28.53 9,811,821.21 27.32 9,396,686.68
GOODYEAR TIRE AND RUBBER 413,968.00 20.09 8,318,246.77 18.71 7,745,341.28
GRAINGER W W INC 502,700.00 12.50 6,285,221.82 50.10 25,185,270.00
GRANITE CONSTR INC 60,400.00 9.16 553,182.19 25.30 1,528,120.00
GRANT PRIDECO INC 229,580.00 14.13 3,243,668.21 13.60 3,122,288.00
GREAT AMERN FINL RES INC 300.00 18.06 5,417.00 19.30 5,790.00
GREAT ATLANTIC + PAC TEA INC 191,300.00 54.49 10,423,275.98 18.69 3,575,397.00
GREAT LAKES CHEMICAL CORP 297,800.00 12.12 3,608,892.52 26.49 7,888,722.00
GREAT PLAINS ENERGY INC 114,400.00 20.39 2,333,099.93 20.35 2,328,040.00
GREATER BAY BANCORP 95,000.00 25.72 2,443,045.28 30.76 2,922,200.00
GREENPOINT FINL CORP 373,270.00 31.99 11,942,248.19 49.10 18,327,557.00
GREY WOLF INC 795,310.00 5.12 4,074,898.46 4.06 3,229,225.90
GSI COMM INC 83.00 17.55 1,456.65 7.55 626.65
GTC BIOTHERAPEUTICS INC 174,500.00 9.03 1,574,992.89 1.26 219,870.00
GTECH HLDGS CORP 467,400.00 17.09 7,986,574.68 25.54 11,937,396.00
GUESS INC 189,900.00 27.22 5,168,276.44 7.20 1,367,280.00
GUIDANT CORP 1,307,208.00 8.31 10,856,688.09 30.23 39,516,897.84
GUILFORD PHARMACEUTICALS INC 46,300.00 12.95 599,509.50 7.54 349,102.00
GUITAR CTR INC 116,500.00 8.13 947,505.67 18.55 2,161,075.00
H POWER CORP 262,932.00 4.37 1,148,378.85 0.95 249,785.40
HA LO INDS INC 291,100.00 6.03 1,754,564.94 0.02 4,964.80
HAEMONETICS CORP MASS 146,300.00 15.37 2,248,712.57 29.20 4,271,960.00
HALLIBURTON CO 1,726,150.00 17.38 30,008,005.88 15.94 27,514,831.00
HANDLEMAN CO DEL 353,400.00 12.61 4,456,278.03 14.50 5,124,300.00
HANDSPRING INC 391,600.00 23.57 9,230,755.99 1.74 681,384.00
HANOVER COMPRESSOR CO 123,400.00 26.36 3,253,121.18 13.50 1,665,900.00
HANOVER DIRECT INC (DELAWARE) 13,300.00 0.30 3,990.00 0.25 3,325.00
HAPPINESS EXPRESS INC 27,500.00 8.21 225,691.25 0.00 2.75
HARBOR FL BANCSHARES INC 16,100.00 17.98 289,513.70 22.12 356,155.00
HARBOR GLOBAL COMPANY LTD 300.00 7.55 2,265.00 7.38 2,212.50
HARLAND JOHN H CO 319,000.00 20.64 6,585,307.31 28.20 8,995,800.00
HARLEY DAVIDSON INC 1,211,484.00 6.22 7,540,073.06 51.27 62,112,784.68
HARMAN INTL INDS INC NEW 166,250.00 18.32 3,044,990.24 49.25 8,187,812.50
HARMONIC INC 258,747.00 21.51 5,566,622.42 3.66 946,755.27
HARRAHS ENTMT INC 489,590.00 16.08 7,872,306.27 44.35 21,713,316.50
HARRIS CORP DEL 282,900.00 16.79 4,748,576.39 36.24 10,252,296.00
HARRIS INTERACTIVE INC 300.00 3.32 996.00 3.37 1,011.00
HARTFORD FINANCIAL SVCS GRP 952,460.00 32.25 30,713,633.11 59.47 56,642,796.20
HARVEST NATURAL RESOURCES INC 67,500.00 11.78 794,884.97 5.00 337,500.00
HASBRO INC 1,138,362.00 6.12 6,966,090.30 13.56 15,436,188.72
HAWAIIAN ELEC INDS INC 162,600.00 36.19 5,884,715.19 42.55 6,918,630.00
HAYES LEMMERZ INTERNATIONAL INC 4,700.00 7.70 36,190.00 0.18 846.00
HCA INC 2,100,855.00 11.55 24,255,820.98 47.50 99,790,612.50
HCC INS HLDGS INC 328,400.00 25.73 8,450,057.41 26.35 8,653,340.00
HEALTH MGMT ASSOC 935,300.00 14.62 13,673,261.18 20.15 18,846,295.00
HEALTH NET INC 368,100.00 29.03 10,686,023.34 26.77 9,854,037.00
HEALTHSOUTH CORP 1,521,200.00 12.82 19,502,345.72 12.79 19,456,148.00
HEARST ARGYLE TELEVISION INC 218,373.00 9.95 2,173,641.40 22.55 4,924,311.15
HEARTLAND EXPRESS INC 127,066.00 11.51 1,462,925.34 23.93 3,040,689.38
HEILIG MEYERS CO 261,400.00 0.08 20,912.00 0.00 522.80
HEINZ H J CO 1,535,180.00 12.08 18,549,342.01 41.10 63,095,898.00
HELIX TECHNOLOGY CORP 130,300.00 8.49 1,105,689.86 20.60 2,684,180.00
HELMERICH AND PAYNE INC 227,220.00 14.02 3,186,750.51 35.72 8,116,298.40
HENRY JACK + ASSOC INC 316,100.00 13.22 4,178,643.89 16.69 5,275,709.00
HERCULES INC 544,600.00 14.85 8,089,723.98 11.60 6,317,360.00
HERSHEY FOODS CORP 481,750.00 17.85 8,599,258.42 62.50 30,109,375.00
HESKA CORP 100.00 9.93 993.08 0.49 49.04
HEWLETT PACKARD CO 11,599,625.00 8.50 98,652,834.27 15.28 177,242,270.00
HI / FN INC 270,900.00 10.46 2,833,738.28 6.00 1,625,400.00
HIBERNIA CORP 843,381.00 8.87 7,481,066.73 19.79 16,690,509.99
HIGH SPEED ACCESS CORP 5,000.00 19.43 97,145.55 1.15 5,750.00
HILLENBRAND INDS INC 242,680.00 13.39 3,248,587.77 56.15 13,626,482.00
HILTON HOTELS CORP 1,497,730.00 8.85 13,256,104.45 13.90 20,818,447.00
HISPANIC BROADCASTING CORP 703,690.00 4.41 3,104,455.70 26.10 18,366,309.00
HNC SOFTWARE INC 178,939.00 9.58 1,713,376.98 16.70 2,988,281.30
HOLOGIC INC 116,100.00 25.39 2,948,353.07 15.47 1,796,043.00
HOME DEPOT INC 10,411,903.00 11.68 121,632,670.94 36.73 382,429,197.19
HOMESTORE INC 135,498.00 77.73 10,531,664.58 1.44 195,117.12
HON INDS INC 227,500.00 24.03 5,467,842.15 27.22 6,192,550.00
HONEYWELL INTL INC 3,128,203.00 10.97 34,320,845.50 35.23 110,206,591.69
HOOPER HOLMES INC 800.00 9.14 7,313.04 8.00 6,400.00
HORACE MANN EDUCATORS CORP 1,600.00 18.63 29,806.08 18.67 29,872.00
HORMEL FOODS CORP 716,200.00 8.58 6,143,732.02 23.94 17,145,828.00
HOST MARRIOTT CORPORATION 6,600.00 12.89 85,074.00 11.30 74,580.00
HOT TOPIC INC 44,900.00 25.56 1,147,428.09 26.71 1,199,279.00
HOTELS.COM 51,266.00 40.09 2,055,379.25 42.23 2,164,963.18
HOUSEHOLD INTL INC 1,801,555.00 13.43 24,202,655.65 49.70 89,537,283.50
HPL TECHNOLOGIES INC 225,000.00 17.31 3,894,315.50 15.06 3,388,500.00
HUBBELL INC 494,770.00 10.07 4,981,155.74 34.15 16,896,395.50
HUDSON CITY BANCORP INC 476,200.00 13.49 6,423,126.98 19.90 9,476,380.00
HUDSON UTD BANCORP 226,700.00 28.16 6,384,731.49 28.56 6,474,552.00
HUMAN GENOME SCIENCES INC 518,900.00 54.75 28,407,285.97 13.40 6,953,260.00
HUMANA INC 944,524.00 8.78 8,293,292.57 15.63 14,762,910.12
HUNT J B TRANS SVCS INC 219,300.00 12.41 2,721,245.10 29.52 6,473,736.00
HUNTINGTON BANCSHARES INC 1,058,911.00 5.92 6,266,878.33 19.42 20,564,051.62
HYDROGENICS CORP 200.00 6.05 1,210.00 3.49 698.00
HYPERCOM CORPORATION 442,500.00 5.79 2,560,112.25 7.70 3,407,250.00
HYPERION SOLUTIONS 206,986.00 17.32 3,584,179.86 18.24 3,774,865.77
HYSEQ INC 33,400.00 25.34 846,254.86 2.27 75,818.00
I MANY INC 181,700.00 12.29 2,232,495.42 2.75 499,493.30
I2 TECHNOLOGIES INC 1,454,682.00 55.37 80,541,891.02 1.48 2,152,929.36
IBASIS INC 4,500.00 2.96 13,320.00 0.37 1,665.00
ICG COMMUNICATIONS INC 270,837.00 0.17 45,408.42 0.01 3,520.88
ICN PHARMACEUTICALS INC 468,105.00 19.56 9,158,199.99 24.21 11,332,822.05
ICOS CORP 186,000.00 47.79 8,889,405.83 16.96 3,154,560.00
IDACORP INC 88,500.00 26.39 2,335,431.35 27.70 2,451,450.00
IDEC PHARMACEUTICALS CORP 610,300.00 50.93 31,084,890.63 35.45 21,635,135.00
IDENTIX INC 134,800.00 8.09 1,090,020.05 7.30 983,905.20
IDEX CORP 138,100.00 20.28 2,800,600.29 33.50 4,626,350.00
IDEXX LABORATORIES 242,600.00 21.45 5,204,464.76 25.79 6,256,654.00
IDT CORP 454,100.00 7.47 3,390,548.21 16.10 7,311,010.00
IDT CORP 463,400.00 8.65 4,009,355.22 16.92 7,840,728.00
IGATE CAPITAL CORP 800.00 2.27 1,816.00 4.62 3,696.00
IKON OFFICE SOLUTIONS INC 721,700.00 12.43 8,967,726.17 9.40 6,783,980.00
ILEX ONCOLOGY INC 41,600.00 25.35 1,054,727.76 14.09 586,144.00
ILLINOIS TOOL WKS INC 1,182,908.00 11.57 13,682,410.52 68.30 80,792,616.40
ILLUMINA INC 17,800.00 6.54 116,388.86 6.72 119,616.00
IMAGISTICS INTERNATIONAL INC 73,240.00 2.15 157,368.65 21.47 1,572,462.80
IMATION CORP 204,390.00 23.49 4,800,428.52 29.76 6,082,646.40
IMC GLOBAL INC 492,328.00 19.63 9,665,876.15 12.50 6,154,100.00
IMCLONE SYS INC 222,494.00 48.09 10,699,954.37 8.70 1,934,585.33
IMMERSION CORPORATION 200.00 6.13 1,226.00 1.04 208.00
IMMUNEX CORP NEW 2,121,462.00 46.20 98,016,676.62 22.34 47,393,461.08
IMMUNOGEN INC 267,100.00 8.17 2,182,060.79 2.69 718,499.00
IMMUNOMEDICS INC 225,000.00 16.74 3,766,490.57 5.21 1,172,250.00
IMPATH INC 32,400.00 43.31 1,403,168.95 17.95 581,580.00
IMPERIAL CORP AMER 40,700.00 6.10 248,283.15 0.00 0.00
IMS HEALTH INC 1,201,250.00 9.28 11,146,493.63 17.95 21,562,437.50
INCYTE GENOMICS INC 392,800.00 18.33 7,199,300.27 7.27 2,855,656.00
INDEPENDENCE COMMUNITY BANK CORP 9,300.00 20.14 187,263.54 29.27 272,211.00
INDEVUS PHARMACEUTICALS INC 605,450.00 6.64 4,018,574.62 1.16 702,322.00
INDUS INTL INC 41,300.00 2.61 107,993.43 2.39 98,707.00
INET TECHNOLOGIES, INC. 107,200.00 7.77 833,162.41 6.75 723,600.00
INFOCUS CORP 342,800.00 18.34 6,287,789.79 11.78 4,038,184.00
INFOGRAMES INCCMN 63,160.00 43.97 2,776,904.12 2.73 172,426.80
INFONET SERVICES CORP. 1,138,100.00 17.36 19,758,002.35 2.48 2,822,488.00
INFORMATICA CORP 264,050.00 26.31 6,946,656.29 7.09 1,872,114.50
INFORMATION RES INC 297,400.00 9.59 2,851,845.48 9.39 2,792,288.60
INFORMAX INC 328,800.00 2.10 691,813.46 0.90 295,920.00
INFOSPACE INC 1,054,939.00 52.85 55,754,749.01 0.45 473,974.55
INFOUSA INC NEW 132,800.00 9.48 1,258,417.91 5.47 726,548.80
INGERSOLL RAND COMPANY LIMITED 457,850.00 42.52 19,468,077.78 45.66 20,905,431.00
INGRAM MICRO INC. 47,200.00 15.79 745,515.95 13.75 649,000.00
INHALE THERAPEUTIC SYS 291,160.00 15.22 4,431,326.92 9.90 2,881,908.40
INKTOMI CORP 680,236.00 42.40 28,841,512.10 0.88 598,607.68
INNOVEX INC 238,000.00 23.04 5,482,457.31 3.97 944,860.00
INSIGHT ENTERPRISES INC 403,362.00 13.19 5,320,251.09 25.19 10,160,688.78
INSILICON CORP 359,600.00 12.57 4,520,237.99 2.37 852,252.00
INSTINET GROUP INC 164,000.00 6.94 1,138,969.51 6.52 1,069,280.00
INSWEB CORP 37,633.00 177.09 6,664,579.70 2.25 84,674.25
INT MEDIA GROUP INC 1,300.00 3.68 4,784.00 1.98 2,574.00
INTEGRA LIFESCIENCES CORP 36,500.00 24.59 897,605.53 21.75 793,875.00
INTEGRATED CIRCUIT SYSTEMS INC 117,500.00 18.08 2,124,133.34 20.19 2,372,325.00
INTEGRATED DEVICE TECHNOLOGY 418,700.00 15.97 6,686,652.01 18.14 7,595,218.00
INTEGRATED INFORMATION SYS INC 4,200.00 0.93 3,906.00 0.22 924.00
INTEGRATED SILICON SOLUTION 47,400.00 15.92 754,554.15 8.92 422,808.00
INTEGRATED TELECOM EXPRESS INC 194,900.00 7.31 1,423,965.50 1.61 313,789.00
INTEL CORP 28,924,256.00 7.49 216,565,379.44 18.27 528,446,157.12
INTER TEL INC 177,100.00 13.44 2,379,581.70 17.07 3,023,941.00
INTERDIGITAL COMM CORP 136,400.00 10.30 1,404,504.69 9.05 1,234,420.00
INTERFACE INC 335,400.00 7.94 2,662,197.72 8.04 2,696,616.00
INTERGRAPH CORP 207,200.00 18.60 3,854,068.31 17.44 3,613,609.44
INTERLAND INC 424,291.00 18.36 7,788,476.98 3.47 1,473,301.65
INTERLIANT INC 1,500.00 2.14 3,210.00 0.10 150.00
INTERMET CORP 56,200.00 10.13 569,437.15 10.74 603,588.00
INTERMUNE INC 101,900.00 25.40 2,588,136.23 21.10 2,150,090.00
INTERNAP NETWORK SERVICES 1,194,050.00 30.80 36,781,643.31 0.23 274,631.50
INTERNATIONAL BUSINESS MACHS 7,539,190.00 39.48 297,664,502.55 72.00 542,821,680.00
INTERNATIONAL FLAVOURS 346,300.00 41.54 14,385,652.57 32.49 11,251,287.00
INTERNATIONAL GAME TECHNOLOGY 354,386.00 8.47 3,000,303.74 56.70 20,093,686.20
INTERNATIONAL PAPER CO 1,678,012.00 35.52 59,603,339.10 43.58 73,127,762.96
INTERNATIONAL RECTIFIER CORP 190,000.00 40.08 7,615,754.78 29.15 5,538,500.00
INTERNATIONAL SPECIALTY PRODS 586,700.00 6.72 3,942,839.96 7.70 4,517,590.00
INTERNATIONAL SPEEDWAY CORP 93,100.00 36.23 3,373,202.78 40.10 3,733,310.00
INTERNET CAPITAL GROUP INC 132,460.00 37.72 4,997,047.74 0.27 35,764.20
INTERNET SEC SYS INC 160,126.00 74.96 12,002,515.56 13.12 2,100,853.12
INTERPUBLIC GROUP COS INC 1,478,565.00 24.19 35,768,103.22 24.76 36,609,269.40
INTERSIL CORP 380,628.00 28.67 10,912,127.65 21.38 8,137,826.64
INTERSTATE BAKERIES CORP 167,600.00 27.25 4,566,426.69 28.88 4,840,288.00
INTERTRUST TECHNOLOGIES CORP 170,100.00 11.72 1,993,435.26 3.01 512,001.00
INTERVOICE BRITE INC 673,600.00 7.61 5,126,814.65 1.43 965,318.00
INTERWAVE COMMUNCTNS INTL LTD 347,100.00 4.06 1,407,710.35 0.86 298,506.00
INTERWORLD CORP 28.00 5.50 154.00 0.04 0.98
INTERWOVEN INC 251,500.00 29.37 7,387,505.14 3.05 767,075.00
INTL MULTIFOODS CORP 25,800.00 26.64 687,396.19 26.00 670,800.00
INTRADO INC 23,300.00 18.49 430,775.52 19.36 451,088.00
INTUIT 841,640.00 26.88 22,626,382.18 49.72 41,846,340.80
INVACARE CORP 225,700.00 23.93 5,400,593.10 37.00 8,350,900.00
INVERESK RESH GROUP INC 100,000.00 13.00 1,300,000.00 13.00 1,300,000.00
INVERNESS MED INNOVATIONS INC 28,400.00 10.75 305,172.22 20.20 573,680.00
INVESTMENT TECHNOLOGY GP INC 266,632.00 21.24 5,664,543.12 32.70 8,718,866.40
INVESTORS FINL SERVICES CORP 294,248.00 1.87 549,765.89 33.54 9,869,077.92
INVITROGEN CORP 212,270.00 54.38 11,542,860.09 32.01 6,794,762.70
IOMEGA CORP 202,501.00 27.87 5,643,724.25 12.85 2,602,137.85
IONICS INC 77,500.00 19.45 1,507,169.76 24.25 1,879,375.00
IRON MTN INC PA 200,250.00 24.71 4,947,214.80 30.85 6,177,712.50
IRWIN FINANCIAL CORP 8,700.00 19.04 165,675.21 20.10 174,870.00
ISIS PHARMACEUTICALS 145,100.00 9.36 1,357,862.78 9.51 1,379,901.00
ISLE CAPRI CASINOS INC 12,700.00 7.98 101,409.43 20.25 257,175.00
ITC DELTACOM INC 1,300.00 5.34 6,942.00 0.06 78.00
ITT INDS INC 332,950.00 12.16 4,049,801.35 70.60 23,506,270.00
ITXC CORP 248,400.00 35.02 8,697,905.29 5.21 1,294,164.00
IVAX CORP 907,315.00 13.31 12,071,919.26 10.80 9,799,002.00
IVILLAGE INC 1,152.00 1.30 1,494.83 1.26 1,451.52
IXIA 238,000.00 13.00 3,093,551.30 5.82 1,385,160.00
IXYS CORP DEL 3,600.00 14.20 51,111.00 5.38 19,368.00
J P MORGAN CHASE & CO 7,462,283.00 13.71 102,314,651.97 33.92 253,120,639.36
JABIL CIRCUIT INC 722,300.00 17.24 12,455,467.73 21.11 15,247,753.00
JACOBS ENGR GROUP INC 68,700.00 33.24 2,283,497.95 34.78 2,389,386.00
JDA SOFTWARE GROUP INC 288,500.00 16.48 4,753,383.60 28.26 8,153,010.00
JDS UNIPHASE CORP 4,937,942.00 61.67 304,517,344.72 2.69 13,277,922.58
JEFFERSON PILOT CORP 755,168.00 8.01 6,049,296.61 47.00 35,492,896.00
JETBLUE AWYS CORP 2,000.00 27.00 54,000.00 45.56 91,120.00
JLG INDS INC 189,500.00 14.78 2,800,018.37 14.03 2,658,685.00
JNI CORP 30,200.00 41.96 1,267,301.20 3.50 105,700.00
JOHN HANCOCK FINL SVCS INC 1,199,380.00 34.80 41,737,116.37 35.20 42,218,176.00
JOHN NUVEEN CO 221,000.00 24.45 5,402,550.10 25.70 5,679,700.00
JOHNSON + JOHNSON 13,164,890.00 18.24 240,093,535.99 52.26 687,997,151.40
JOHNSON CTLS INC 408,460.00 19.86 8,110,138.10 81.61 33,334,420.60
JONES APPAREL GROUP INC 432,100.00 24.73 10,684,219.93 37.50 16,203,750.00
JOY GLOBAL INC 525,600.00 16.50 8,674,015.18 17.72 9,313,904.00
JUNIPER NETWORKS INC 1,511,590.00 71.17 107,574,970.61 5.65 8,540,483.50
JUPITER MEDIA METRIX INC 1,500.00 1.50 2,250.00 0.23 345.00
K MART CORP 2,843,100.00 8.80 25,008,870.70 1.03 2,928,393.00
K V PHARMACEUTICAL COMPANY 23,500.00 26.63 625,767.07 27.00 634,500.00
KADANT INC 991.00 13.39 13,269.98 16.50 16,351.50
KAISER ALUM CORP 254,800.00 11.82 3,011,410.00 0.10 25,480.00
KAMAN CORP 106,000.00 12.05 1,277,362.83 16.76 1,776,560.00
KANA SOFTWARE INC 40,334.00 301.55 12,162,518.14 4.00 161,336.00
KANSAS CITY SOUTHERN 176,650.00 2.50 441,655.26 17.00 3,003,050.00
KB HOME 361,500.00 17.25 6,234,221.16 51.51 18,620,865.00
KEANE INC 379,444.00 16.93 6,424,259.85 12.40 4,705,105.60
KEITHLEY INSTRS INC 45,000.00 29.20 1,314,102.13 14.44 649,800.00
KELLOGG CO 1,573,230.00 29.47 46,364,997.06 35.86 56,416,027.80
KELLWOOD CO 480,000.00 19.86 9,534,372.49 32.50 15,600,000.00
KELLY SVCS INC 424,387.00 23.76 10,084,677.20 27.01 11,462,692.87
KEMET CORP 99,300.00 17.59 1,746,996.67 17.86 1,773,498.00
KENDLE INTERNATIONAL INC 210,100.00 10.55 2,216,290.35 13.60 2,857,360.00
KENNAMETAL INC 145,900.00 29.02 4,233,865.81 36.60 5,339,940.00
KENNETH COLE PRODUCTIONS INC 7,200.00 28.75 207,023.32 28.35 204,120.00
KERR MCGEE CORP 370,465.00 50.49 18,705,127.17 53.55 19,838,400.75
KEY ENERGY SVCS INC 775,580.00 8.00 6,204,662.55 10.50 8,143,590.00
KEYCORP NEW 1,602,358.00 9.77 15,658,245.80 27.30 43,744,373.40
KEYNOTE SYS INC 241,500.00 88.98 21,488,528.85 7.32 1,767,780.00
KEYSPAN CORP 593,150.00 23.79 14,112,660.06 37.65 22,332,097.50
KFORCE INC 307,443.00 12.26 3,769,790.00 5.95 1,829,285.85
KIMBALL INTL INC 244,392.00 12.33 3,014,246.48 16.39 4,005,584.88
KIMBERLY CLARK CORP 1,988,332.00 27.93 55,536,244.53 62.00 123,276,584.00
KINDER MORGAN INC KANS 425,920.00 27.49 11,709,174.35 38.02 16,193,478.40
KINDER MORGAN MANAGEMENT, LLC 3.00 34.67 104.01 30.50 91.50
KINDRED HEALTHCARE INC 19,248.00 42.59 819,780.73 44.47 855,958.56
KING PHARMACEUTICALS INC 905,278.00 18.48 16,729,745.84 22.25 20,142,435.50
KLA TENCOR CORP 705,736.00 14.55 10,270,266.26 43.99 31,045,326.64
KLEVER MARKETING INC 262.00 280.32 73,444.37 0.25 65.50
KNIGHT RIDDER INC 296,400.00 19.69 5,836,774.21 62.95 18,658,380.00
KNIGHT TRADING GROUP INC 452,800.00 17.99 8,145,974.03 5.24 2,372,672.00
KNIGHT TRANSN INC 187,500.00 22.71 4,257,447.44 23.19 4,348,125.00
KOHLS CORP 1,258,620.00 7.83 9,848,771.61 70.08 88,204,089.60
KOMAG INCORPORATED 8,400.00 0.89 7,476.00 0.01 50.40
KOPIN CORP 281,675.00 18.84 5,307,186.01 6.60 1,859,055.00
KOS PHARMACEUTICALSINC 87,200.00 17.00 1,482,695.16 20.35 1,774,520.00
KOSAN BIOSCIENCES INC 75,000.00 13.89 1,041,780.00 8.71 653,250.00
KPMG CONSULTING INC 434,500.00 16.14 7,012,651.24 14.86 6,456,670.00
KRAFT FOODS INC 1,065,700.00 34.91 37,199,895.06 40.95 43,640,415.00
KRISPY KREME DOUGHNUTS INC 203,500.00 35.03 7,128,321.31 32.19 6,550,665.00
KROGER CO 3,127,920.00 7.26 22,699,096.56 19.90 62,245,608.00
KROLL INC 2,300.00 23.70 54,506.09 21.63 49,749.00
KRONOS INC 56,250.00 33.87 1,905,088.91 30.49 1,715,006.25
KULICKE + SOFFA INDS INC 112,600.00 8.47 954,103.73 12.39 1,395,114.00
L 3 COMMUNICATIONS HLDG CORP 305,000.00 44.65 13,616,973.22 54.00 16,470,000.00
LA Z BOY INC 303,300.00 7.96 2,413,302.17 25.22 7,649,226.00
LABORATORY CORP AMER HLDGS 415,468.00 30.15 12,526,999.77 45.65 18,966,114.20
LABRANCHE + CO INC 180,000.00 34.13 6,142,795.24 22.90 4,122,000.00
LACLEDE GROUP INC 202,300.00 15.90 3,217,438.92 23.48 4,750,004.00
LAFARGE NORTH AMERICA INC 70,510.00 32.63 2,300,509.30 35.15 2,478,426.50
LAM RESH CORP 379,800.00 23.56 8,946,832.21 17.98 6,828,804.00
LAMAR ADVERTISING CO 241,100.00 37.44 9,027,331.95 37.21 8,971,331.00
LANCE INC 267,300.00 18.08 4,833,142.68 14.58 3,897,234.00
LANDAMERICA FINANCIAL GROUP 47,100.00 32.95 1,551,999.28 31.50 1,483,650.00
LANDRYS RESTAURANTS INC 13,600.00 25.32 344,288.64 25.51 346,936.00
LANDSTAR SYSTEM INC 3,200.00 76.56 245,002.21 106.85 341,920.00
LANTRONIX INC 118,500.00 4.72 559,808.95 0.85 100,725.00
LATITUDE COMMUNICATIONS INC 273,600.00 3.75 1,024,963.17 1.32 361,152.00
LATTICE SEMICONDUCTOR CORP 444,400.00 16.17 7,185,202.37 8.74 3,884,056.00
LAUDER ESTEE COS INC 487,600.00 29.89 14,574,994.74 35.20 17,163,520.00
LAWSON SOFTWARE INC 25,000.00 14.00 350,000.00 5.77 144,250.00
LEAP WIRELESS INTL INC 124,725.00 15.77 1,967,295.43 1.08 134,703.00
LEAR CORP 147,300.00 31.12 4,583,908.92 46.25 6,812,625.00
LEARN2 CORP 3,518.00 0.37 1,309.63 0.08 263.85
LEARNING TREE INTL INC 67,800.00 23.80 1,613,605.89 18.54 1,257,012.00
LEE ENTERPRISES INC 271,800.00 15.24 4,141,015.56 35.00 9,513,000.00
LEGATO SYSTEMS INC 876,241.00 9.08 7,957,199.14 3.60 3,154,467.60
LEGG MASON INC 332,000.00 48.07 15,959,686.74 49.34 16,380,880.00
LEGGETT + PLATT INC 742,500.00 7.54 5,597,201.29 23.40 17,374,500.00
LEHMAN BROTHERS HLDGS INC 951,800.00 10.05 9,567,008.39 62.52 59,506,536.00
LENDINGTREE INC 300.00 3.75 1,125.00 12.71 3,813.00
LENNAR CORP 237,650.00 9.85 2,340,108.71 61.20 14,544,180.00
LENNOX INTL INC 132,217.00 25.48 3,368,402.60 17.99 2,378,583.83
LEUCADIA NATL CORP 158,200.00 30.42 4,812,457.03 31.66 5,008,612.00
LEVEL 3 COMMUNICATIONS INC 1,579,036.00 52.76 83,304,060.27 2.95 4,658,156.20
LEXENT INC 318,061.00 2.25 716,841.21 2.25 715,637.25
LEXICON GENETICS INC 101,000.00 7.58 765,913.28 4.89 493,789.00
LEXMARK INTL INC 484,600.00 27.99 13,563,333.13 54.40 26,362,240.00
LIBBEY INC 228,100.00 15.56 3,548,383.63 34.10 7,778,210.00
LIBERATE TECHNOLOGIES 722,130.00 49.35 35,634,526.48 2.64 1,905,701.07
LIBERTY MEDIA CORP NEW 7,946,908.00 12.12 96,298,757.03 10.00 79,469,080.00
LIBERTY SATELLITE + TECHNOLOGY 36,475.00 112.08 4,088,145.67 2.25 82,068.75
LIFEPOINT HOSPS INC 178,191.00 8.93 1,590,423.37 36.31 6,470,115.21
LIGAND PHARMACEUTICALS INC 75,100.00 14.22 1,068,249.90 14.50 1,088,950.00
LIGHTBRIDGE INC 103,500.00 14.90 1,541,721.69 8.21 849,783.00
LIGHTPATH TECHNOLOGIES INC 692,316.00 6.40 4,430,426.39 0.90 623,084.40
LIGHTSPAN INC 300.00 1.51 453.00 1.74 522.00
LILLY ELI + CO 5,026,338.00 40.89 205,540,807.46 56.40 283,485,463.20
LIMITED BRANDS INC 2,362,244.00 10.80 25,514,814.19 21.30 50,315,797.20
LINCARE HLDGS INC 757,000.00 6.71 5,076,801.72 32.30 24,451,100.00
LINCOLN NATL CORP IN 827,620.00 11.64 9,631,827.42 42.00 34,760,040.00
LINEAR TECHNOLOGY CORP 1,266,990.00 13.64 17,278,462.41 31.43 39,821,495.70
LINENS N THINGS INC 186,800.00 7.83 1,463,381.48 32.81 6,128,908.00
LION BIOSCIENCE 15,116.00 34.93 528,017.87 4.05 61,219.80
LITTELFUSE INC 97,500.00 25.34 2,470,795.00 23.13 2,255,175.00
LIZ CLAIBORNE INC 509,500.00 10.08 5,134,384.43 31.80 16,202,100.00
LOCKHEED MARTIN CORP 1,632,155.00 17.17 28,027,575.59 69.50 113,434,772.50
LONE STAR STEAKHOUSE + SALOON 292,900.00 17.31 5,070,138.25 23.59 6,909,511.00
LONE STAR TECHNOLOGIES INC 78,000.00 47.13 3,676,529.56 22.90 1,786,200.00
LONGS DRUG STORES CORP 142,400.00 19.95 2,840,528.77 28.29 4,028,496.00
LONGVIEW FIBRE CO WASHINGTON 390,000.00 13.34 5,204,014.71 9.42 3,673,800.00
LOOKSMART LTD 77,630.00 21.86 1,697,032.42 1.96 152,154.80
LORAL SPACE & COMMUNICATIONS LTD 1,494,700.00 0.84 1,251,493.93 0.99 1,479,753.00
LOUISIANA PAC CORP 381,500.00 16.48 6,288,916.12 10.59 4,040,085.00
LOWES COS INC 2,943,300.00 7.47 21,999,148.57 45.40 133,625,820.00
LSI LOGIC CORP 1,356,156.00 5.45 7,389,302.88 8.75 11,866,365.00
LTV CORP NEW 217,610.00 0.35 75,682.97 0.01 1,632.07
LTX CORP 201,900.00 18.19 3,672,111.42 14.28 2,883,132.00
LUBRIZOL CORP 123,500.00 40.66 5,021,293.63 33.50 4,137,250.00
LUCENT TECHNOLOGIES INC 12,477,268.00 7.97 99,441,631.43 1.66 20,712,264.88
LUMINEX CORP DEL 135,200.00 14.54 1,965,531.36 7.51 1,015,352.00
LYDALL INC 26,200.00 14.86 389,310.71 15.25 399,550.00
LYNX THERAPEUTICS INC 255,500.00 24.38 6,228,392.16 1.29 329,595.00
LYONDELL CHEMICAL CO 252,900.00 22.23 5,622,063.14 15.10 3,818,790.00
M + T BK CORP 490,800.00 8.18 4,015,306.66 85.76 42,091,008.00
MACDERMID INC 3,800.00 17.30 65,754.21 21.50 81,700.00
MACROMEDIA INC 144,266.00 38.49 5,553,082.32 8.87 1,279,639.42
MACROVISION CORP 221,040.00 42.37 9,364,547.31 13.11 2,897,834.40
MADISON GAS & ELEC 300.00 24.70 7,410.00 27.85 8,355.00
MAGMA DESIGN AUTOMATION INC 23,100.00 15.20 351,233.50 16.80 388,080.00
MANAGEMENT NETWORK GROUP INC 564,500.00 2.80 1,579,459.15 2.32 1,309,640.00
MANDALAY RESORT GROUP 295,800.00 19.40 5,739,211.97 27.57 8,155,206.00
MANHATTAN ASSOCS INC 92,300.00 20.21 1,865,591.18 32.16 2,968,368.00
MANITOWOC INC 108,087.00 11.61 1,255,252.43 35.49 3,836,007.63
MANOR CARE INC NEW 413,400.00 9.17 3,791,827.11 23.00 9,508,200.00
MANPOWER INC 462,800.00 17.80 8,238,790.31 36.75 17,007,900.00
MANUFACTURERS SVCS LTD 54,100.00 5.72 309,479.08 4.83 261,303.00
MANUGISTICS GROUP INC 318,700.00 31.98 10,191,456.56 6.11 1,947,257.00
MAPINFO CORP 71,800.00 9.03 648,412.69 9.10 653,380.00
MARATHON OIL CORP 1,475,939.00 21.57 31,829,480.51 27.12 40,027,465.68
MARCHFIRST INC 12,900.00 0.31 3,999.00 0.00 12.90
MARCUS CORP 582,562.00 9.29 5,409,143.71 16.65 9,699,657.30
MARIMBA INC 204,600.00 23.16 4,737,602.12 1.50 306,900.00
MARKEL CORP 57,700.00 186.63 10,768,423.40 197.00 11,366,900.00
MARKETWATCH.COM, INC. 300.00 2.75 825.00 4.70 1,410.00
MARRIOTT INTL INC NEW 938,150.00 13.53 12,693,183.09 38.05 35,696,607.50
MARSH + MCLENNAN COS INC 1,062,100.00 26.31 27,945,765.69 96.60 102,598,860.00
MARSHALL + ILSLEY CORP 759,840.00 20.47 15,555,116.90 30.93 23,501,851.20
MARTHA STEWART LIVING INC 51,800.00 15.33 794,154.55 11.47 594,146.00
MARTIN MARIETTA MATLS INC 203,980.00 6.24 1,272,265.64 39.00 7,955,220.00
MASCO CORP 1,689,470.00 5.57 9,404,909.71 27.11 45,801,531.70
MASSEY ENERGY CORP 403,800.00 6.90 2,786,019.77 12.70 5,128,260.00
MASTEC INC 430,050.00 13.64 5,865,432.93 7.36 3,165,168.00
MATRIXONE INC 194,700.00 12.96 2,523,080.03 6.01 1,170,147.00
MATTEL INC 1,943,622.00 15.02 29,196,338.66 21.08 40,971,551.76
MATTSON TECHNOLOGY INC 205,100.00 6.59 1,351,801.42 4.62 947,562.00
MAVERICK TUBE CORP 23,000.00 18.56 426,861.25 15.00 345,000.00
MAXIM INTEGRATED PRODUCTS INC 1,137,414.00 16.87 19,192,125.68 38.33 43,597,078.62
MAXTOR CORP 1,401,812.00 5.25 7,365,029.55 4.52 6,336,190.24
MAXYGEN INC 151,690.00 85.85 13,022,188.24 11.98 1,817,335.70
MAY DEPT STORES CO 1,243,331.00 10.59 13,168,598.62 32.93 40,942,889.83
MAYTAG CORP 314,500.00 17.79 5,595,484.61 42.65 13,413,425.00
MBIA INC 682,350.00 22.49 15,346,522.21 56.53 38,573,245.50
MBNA CORPORATION 3,265,115.00 6.34 20,717,009.47 33.07 107,977,353.05
MCAFEE COM CORP 19,100.00 26.58 507,737.53 14.64 279,624.00
MCCLATCHY CO 178,975.00 18.82 3,367,724.07 64.25 11,499,143.75
MCCORMICK + CO INC 887,200.00 6.71 5,953,771.16 25.75 22,845,400.00
MCDATA CORPORATION 10,500.00 28.60 300,287.80 8.90 93,450.00
MCDATA CORPORATION 308,955.00 8.09 2,498,413.04 8.81 2,721,893.55
MCDERMOTT INTL INC 293,400.00 27.37 8,031,630.12 8.10 2,376,540.00
MCDONALDS CORP 5,049,780.00 8.81 44,487,131.73 28.45 143,666,241.00
MCG CAPITAL CORP 13,900.00 17.49 243,071.01 16.71 232,269.00
MCGRAW HILL COS INC 817,690.00 14.65 11,983,098.79 59.70 48,816,093.00
MCK COMMUNICATIONS INC 773,600.00 4.77 3,692,463.09 1.06 820,016.00
MCKESSON CORPORATION 1,294,804.00 18.74 24,267,595.11 32.70 42,340,090.80
MCLEODUSA INC 122,464.00 422.43 51,732,771.62 0.42 51,434.88
MCSI INC 65,200.00 16.56 1,079,456.95 11.24 732,782.80
MDU RES GROUP INC 345,025.00 11.49 3,965,588.30 26.29 9,070,707.25
MEADWESTVACO CORP 786,942.00 20.03 15,762,112.28 33.56 26,409,773.52
MED DIVERSIFIED INC 386,800.00 7.53 2,911,159.71 0.20 77,360.00
MEDALLION FINL CORP 282,300.00 4.88 1,377,078.61 5.28 1,490,544.00
MEDAREX INC 271,100.00 45.49 12,332,037.69 7.42 2,011,562.00
MEDIA GEN INC 254,800.00 25.08 6,390,382.54 60.00 15,288,000.00
MEDIACOM COMMUNICATIONS CORP 385,900.00 14.96 5,772,929.35 7.79 3,006,161.00
MEDICAL RESOURCES INC 6,320.00 0.00 0.00 0.00 12.64
MEDICAL STAFFING NETWORK HLDGS 5,000.00 19.00 95,000.00 24.50 122,500.00
MEDICINES CO 36,250.00 11.67 423,214.49 12.33 446,962.50
MEDICIS PHARMACEUTICAL CORP 121,300.00 34.69 4,208,263.49 42.76 5,186,788.00
MEDIMMUNE INC 938,150.00 44.72 41,953,411.23 26.40 24,767,160.00
MEDQUIST INC 4,800.00 25.51 122,468.28 26.63 127,824.00
MEDTRONIC INC 4,879,186.00 10.03 48,943,349.31 42.85 209,073,120.10
MELLON FINANCIAL CORPORATION 1,976,296.00 8.35 16,503,458.92 31.43 62,114,983.28
MEMC ELECTR MATLS INC 80,000.00 5.37 429,487.00 4.75 380,000.00
MENS WEARHOUSE INC 210,400.00 25.79 5,427,062.54 25.50 5,365,200.00
MENTOR CORP MINN 71,500.00 7.71 551,403.89 36.71 2,624,693.50
MENTOR GRAPHICS CORP 416,700.00 16.09 6,703,174.01 14.22 5,925,474.00
MERANT PLC 103,780.00 31.45 3,263,602.88 7.25 752,580.00
MERCANTILE BANKSHARES CORP 393,500.00 11.49 4,522,952.28 41.03 16,145,305.00
MERCATOR SOFTWARE INC 1,400.00 1.95 2,730.00 1.52 2,128.00
MERCK + CO INC 10,148,856.00 22.03 223,548,354.87 50.64 513,938,067.84
MERCURY COMPUTER SYS INC 128,400.00 36.34 4,666,410.01 21.67 2,782,428.00
MERCURY GEN CORP NEW 285,000.00 17.26 4,918,802.76 48.50 13,822,500.00
MERCURY INTERACTIVE CORP 341,528.00 13.34 4,557,373.75 22.96 7,841,482.88
MEREDITH CORP 182,000.00 11.55 2,102,538.96 38.35 6,979,700.00
MERIDIAN GOLD INC 308,201.00 11.95 3,682,634.22 16.05 4,946,626.05
MERIDIAN RESOURCE CORP 149,800.00 6.71 1,004,441.49 3.72 557,256.00
MERRILL LYNCH + CO INC 3,429,734.00 11.45 39,280,789.36 40.50 138,904,227.00
MERRY GO ROUND ENTERPRISES INC 425,250.00 1.00 425,250.00 0.00 42.52
MESA AIR GROUP INC 10,000.00 15.40 153,951.20 9.20 92,000.00
METALS USA INC 450,900.00 16.48 7,431,343.78 0.02 9,919.80
METASOLV INC 189,400.00 26.61 5,040,373.42 3.93 744,498.00
METAWAVE COMMUNICATIONS CORP 400.00 3.70 1,480.00 0.21 84.00
METHODE ELECTRS INC 35,400.00 6.16 218,164.35 12.77 452,058.00
METLIFE INC 2,599,600.00 29.50 76,697,917.55 28.80 74,868,480.00
METRICOM INC 2,400.00 3.33 7,992.00 0.01 28.80
METRIS COS INC 316,432.00 14.27 4,515,823.12 8.31 2,629,549.92
METRO GOLDWYN MAYER INC NEW 653,930.00 16.15 10,558,177.16 11.70 7,650,981.00
METRO ONE TELECOMMUNICATIONS 62,195.00 36.41 2,264,416.81 13.96 868,242.20
METROMEDIA FIBER NETWORK INC 1,793,574.00 21.75 39,005,279.71 0.01 18,124.74
METROMEDIA INTER. GRP, INC 719,600.00 9.55 6,872,517.75 0.07 50,499.00
MGIC INVT CORP WIS 468,330.00 16.52 7,737,421.91 67.80 31,752,774.00
MGM MIRAGEINC 428,304.00 20.63 8,837,147.40 33.75 14,455,260.00
MICHAELS STORES INC 548,800.00 14.98 8,220,758.81 39.00 21,403,200.00
MICREL INC 285,600.00 32.93 9,404,567.68 14.38 4,106,928.00
MICROCHIP TECHNOLOGY INC 917,715.00 6.33 5,811,543.31 27.43 25,172,922.45
MICROMUSE INC 287,100.00 55.52 15,940,518.32 4.45 1,277,595.00
MICRON TECHNOLOGY INC 2,233,230.00 6.97 15,556,802.13 20.22 45,155,910.60
MICROS SYS INC 77,410.00 28.59 2,212,968.53 27.71 2,145,031.10
MICROSEMI CORP 18,500.00 34.62 640,456.79 6.60 122,100.00
MICROSOFT CORP 22,248,134.00 14.08 313,230,119.21 54.20 1,205,853,854.20
MICROSTRATEGY INC 151,030.00 39.25 5,928,075.76 0.50 75,515.00
MICROTUNE INC 163,100.00 10.04 1,637,197.79 8.91 1,453,221.00
MICROVISION INC WASH 146,700.00 6.31 925,816.01 5.23 767,241.00
MID ATLANTIC MED SVCS INC 163,000.00 20.60 3,358,338.00 31.35 5,110,050.00
MIDAS INC 133,066.00 6.14 816,485.19 12.40 1,650,018.40
MIDWAY GAMES INC 420,174.00 13.72 5,763,932.42 8.50 3,571,479.00
MILACRON INC 147,130.00 21.12 3,107,211.60 10.15 1,493,369.50
MILLENNIUM CHEMICALS INC 283,900.00 20.66 5,864,952.64 14.05 3,988,795.00
MILLENNIUM PHARMACEUTICALS 981,401.00 42.60 41,812,229.91 12.15 11,924,022.15
MILLER HERMAN INC 443,300.00 5.84 2,590,112.13 20.30 8,998,990.00
MILLICOM INTL CELLULAR S A 3,308.00 0.00 0.00 1.60 5,292.80
MILLIPORE CORP 305,800.00 15.45 4,723,856.32 31.98 9,779,484.00
MIM CORP 200,000.00 16.95 3,390,355.76 12.09 2,418,000.00
MIPS TECHNOLOGIES INC 130,700.00 39.74 5,194,403.18 6.17 806,419.00
MIPS TECHNOLOGIES INC 141,244.00 80.71 11,399,136.75 5.57 786,729.08
MIRANT CORP 1,628,263.00 27.21 44,297,541.70 7.30 11,886,319.90
MIRANT TR I 195,000.00 38.21 7,451,242.50 29.64 5,779,800.00
MKS INSTRS INC 92,100.00 28.05 2,583,763.49 20.07 1,848,447.00
MODINE MFG CO 289,800.00 16.91 4,899,678.96 24.58 7,123,284.00
MOHAWK INDS INC 173,650.00 18.20 3,161,032.65 61.53 10,684,684.50
MOLEX INC 605,918.00 31.81 19,276,675.62 33.53 20,316,430.54
MONARCH CAP CORP 112,700.00 42.30 4,767,025.00 0.00 0.00
MONY GROUP INC 155,400.00 34.51 5,362,662.83 34.01 5,285,154.00
MOODYS CORP 640,800.00 13.24 8,483,695.82 49.75 31,879,800.00
MOOG INC 6,000.00 35.62 213,718.74 42.88 257,280.00
MORGAN STANLEY 4,638,582.00 16.82 78,018,526.80 43.08 199,830,112.56
MOTIENT CORP 242.00 21.34 5,165.35 0.25 60.50
MOTOROLA INC 8,546,770.00 6.59 56,314,555.71 14.42 123,272,031.40
MOVIE GALLERY INC 1,000.00 20.17 20,170.00 21.12 21,120.00
MPOWER HOLDING CORPORATION 70,300.00 2.20 154,660.00 0.03 1,757.50
MPS GROUP INC 737,350.00 12.80 9,435,729.74 8.50 6,267,475.00
MRO SOFTWARE INC 5,000.00 16.45 82,250.00 11.38 56,900.00
MRV COMMUNICATIONS INC 676,796.00 8.91 6,028,473.84 1.53 1,035,497.88
MSC INDL DIRECT INC 84,500.00 11.56 976,603.13 19.50 1,647,750.00
MSC.SOFTWARE CORPORATION 3,400.00 20.35 69,194.08 8.95 30,430.00
MUELLER INDS INC 132,300.00 9.32 1,232,998.83 31.75 4,200,525.00
MULTEX.COM 200.00 16.00 3,200.00 4.08 816.00
MURPHY OIL CORP 207,595.00 30.02 6,231,461.95 82.50 17,126,587.50
MYKROLIS CORP 194,317.00 2.73 529,992.44 11.81 2,294,883.77
MYLAN LABS INC 772,450.00 7.01 5,412,624.39 31.35 24,216,307.50
MYRIAD GENETICS INC 56,800.00 72.74 4,131,672.92 20.34 1,155,312.00
N V R INC 29,700.00 194.69 5,782,320.47 323.00 9,593,100.00
NABORS INDUSTRIES LTD 673,600.00 36.96 24,898,851.72 35.30 23,778,080.00
NANOGEN INC 439,400.00 7.28 3,197,209.88 3.50 1,537,900.00
NASSDA CORP 18,000.00 11.00 198,000.00 12.37 222,660.00
NATIONAL CITY CORP 2,462,188.00 9.97 24,557,738.50 33.25 81,867,751.00
NATIONAL COMM FINL CORP 573,420.00 22.57 12,941,087.25 26.30 15,080,946.00
NATIONAL FUEL GAS CO N J 390,200.00 13.05 5,092,697.13 22.51 8,783,402.00
NATIONAL GRID GROUP PLC 13,309.00 28.91 384,792.34 35.16 467,944.44
NATIONAL INSTRS CORP 182,025.00 11.24 2,046,129.91 32.56 5,926,734.00
NATIONAL OILWELL INC 187,900.00 32.90 6,181,208.99 21.05 3,955,295.00
NATIONAL PENN BANCSHARES 521.00 22.66 11,808.14 26.20 13,650.20
NATIONAL PROCESSING INC 192,700.00 5.99 1,154,470.11 25.80 4,971,660.00
NATIONAL SEMICONDUCTOR CORP 724,960.00 12.22 8,861,543.56 29.17 21,147,083.20
NATIONAL SVC INDS INC 23,332.00 18.69 436,066.50 9.00 209,988.00
NAUTICA ENTERPRISES INC 258,300.00 13.49 3,485,698.29 12.99 3,355,317.00
NAUTILUS GROUP INC 60,400.00 28.38 1,714,322.37 30.60 1,848,240.00
NAVIGANT CONSULTING INC 545,300.00 14.22 7,753,094.49 6.99 3,811,647.00
NAVIGANT INTERNATIONAL INC 54,935.00 7.62 418,525.94 15.47 849,844.45
NAVISITE INC 39,200.00 34.54 1,354,020.98 0.15 5,880.00
NAVISTAR INTL CORP INC 229,980.00 35.36 8,132,608.58 32.00 7,359,360.00
NBTY INC 167,000.00 11.50 1,920,238.42 15.48 2,585,160.00
NCO GROUP INC 18,700.00 22.76 425,535.49 22.09 413,083.00
NCR CORP NEW 394,703.00 19.22 7,585,932.31 34.60 13,656,723.80
NDCHEALTH CORP 148,500.00 13.28 1,972,634.72 27.90 4,143,150.00
NEIMAN MARCUS GROUP 5,100.00 34.47 175,792.92 34.70 176,970.00
NEOFORMA INC 150.00 9.40 1,410.00 12.99 1,948.50
NEOMAGIC CORP 91,200.00 15.44 1,408,270.76 2.66 242,592.00
NEON COMMUNICATIONS INC 9,700.00 97.62 946,946.98 0.04 388.00
NET PERCEPTIONS INC 1,500.00 1.03 1,545.00 1.11 1,665.00
NET2PHONE INC 107,966.00 14.70 1,587,337.08 4.27 461,014.82
NETBANK INC 144,100.00 11.20 1,613,604.70 11.65 1,678,765.00
NETCENTIVES INC 18,620.00 37.15 691,785.49 0.00 29.28
NETEGRITY INC 176,200.00 22.98 4,049,403.08 6.16 1,085,392.00
NETGURU COM INC 1,300.00 2.90 3,770.00 2.25 2,925.00
NETIQ CORPORATION 223,766.00 38.67 8,651,918.67 22.63 5,063,824.58
NETMANAGE INC 498,802.00 22.26 11,101,310.03 0.56 279,329.12
NETOBJECTS INC 1,800.00 0.45 810.00 0.01 23.40
NETOPIA INC 34,600.00 38.37 1,327,430.63 2.73 94,458.00
NETRATINGS INC 77,800.00 10.59 824,062.28 9.15 711,870.00
NETRO CORPORATION 697,000.00 20.85 14,530,780.16 2.28 1,589,160.00
NETWORK ACCESS SOLUTIONS 2,200.00 0.74 1,628.00 0.01 15.40
NETWORK APPLIANCE INC 1,261,030.00 7.13 8,989,408.52 12.41 15,651,471.20
NETWORK COMPUTING DEVICES 8,300.00 0.18 1,494.00 0.12 996.00
NETWORKS ASSOCS INC 526,701.00 19.30 10,165,697.20 19.27 10,149,528.27
NEUBERGER BERMAN INC 232,500.00 41.13 9,561,888.27 36.60 8,509,500.00
NEUROCRINE BIOSCIENCES INC 58,200.00 39.48 2,297,674.04 28.65 1,667,430.00
NEW FOCUS INC 691,800.00 15.51 10,730,386.29 2.97 2,054,646.00
NEW JERSEY RES CORP 4,330.00 29.38 127,225.87 29.85 129,250.50
NEW YORK CMNTY BANCORP INC 294,800.00 17.95 5,292,634.60 27.10 7,989,080.00
NEW YORK TIMES CO 682,888.00 13.27 9,064,905.11 51.50 35,168,732.00
NEWELL RUBBERMAID INC 1,251,833.00 13.17 16,483,003.34 35.06 43,889,264.98
NEWFIELD EXPL CO 228,100.00 11.73 2,674,688.96 37.17 8,478,477.00
NEWFIELD FIN TR I 100,500.00 48.16 4,840,225.10 57.50 5,778,750.00
NEWMONT MNG CORP 1,564,433.00 25.84 40,420,143.34 26.33 41,191,520.89
NEWPARK RES INC 422,760.00 8.04 3,398,457.71 7.35 3,107,286.00
NEWPORT CORP 101,000.00 98.57 9,955,208.76 15.66 1,581,660.00
NEWS CORP LTD 1,817.00 32.13 58,371.13 19.75 35,885.75
NEXPRISE INC 153.00 9.30 1,422.93 5.00 765.15
NEXT LEVEL COMM INC 376,700.00 61.25 23,072,575.97 1.01 380,467.00
NEXTCARD INC 467,600.00 9.70 4,535,607.34 0.02 7,949.20
NEXTEL COMMUNICATIONS INC 2,934,604.00 18.44 54,108,246.82 3.21 9,420,078.84
NEXTEL PARTNERS INC 421,000.00 13.48 5,674,997.22 3.01 1,266,601.00
NICOR INC 176,400.00 21.94 3,870,559.45 45.75 8,070,300.00
NIKE INC 945,900.00 7.94 7,506,815.50 53.65 50,747,535.00
NIKU CORP 1,800.00 2.14 3,852.00 0.43 774.00
NISOURCE (SAIL) 229,601.00 2.03 466,377.03 2.08 477,570.08
NISOURCE INC 971,744.00 15.80 15,349,895.61 21.83 21,213,171.52
NL INDS INC 229,004.00 20.44 4,681,960.09 15.25 3,492,311.00
NMS COMMUNICATIONS CORP 252,300.00 30.88 7,791,837.07 2.43 613,089.00
NOBLE CORPORATION 566,825.00 43.25 24,515,181.25 38.60 21,879,445.00
NOBLE ENERGY INC 403,600.00 14.86 5,996,458.79 36.05 14,549,780.00
NORDSON CORP 398,200.00 4.25 1,694,280.29 24.66 9,819,612.00
NORDSTROM INC 480,800.00 9.04 4,344,504.27 22.65 10,890,120.00
NORFOLK SOUTHN CORP 1,491,380.00 9.06 13,512,059.81 23.38 34,868,464.40
NORTEL NETWORKS CORP 10,261.00 57.25 587,451.65 1.45 14,878.45
NORTH FORK BANCORPORATION INC 819,200.00 25.56 20,938,750.73 39.81 32,612,352.00
NORTHEAST UTILS 447,053.00 13.48 6,026,754.34 18.81 8,409,066.93
NORTHERN TRUST CORP 829,860.00 28.62 23,749,833.64 44.06 36,563,631.60
NORTHPOINT COMMUNICATION GRP 1,300.00 0.02 19.50 0.17 214.50
NORTHROP GRUMMAN CORP 389,603.00 44.40 17,299,040.10 125.00 48,700,375.00
NORTHWEST AIRLS CORP 290,000.00 39.04 11,321,779.46 12.06 3,497,400.00
NORTHWEST NAT GAS CO 8,550.00 25.13 214,893.26 28.75 245,812.50
NOVADIGM INC 96,300.00 14.86 1,430,715.20 7.27 700,101.00
NOVATEL WIRELESS INC 879,748.00 1.35 1,188,792.83 0.33 290,316.84
NOVAVAX INC 216,000.00 4.62 998,049.61 4.26 920,160.00
NOVELL INC 2,027,912.00 23.15 46,949,183.36 3.21 6,509,597.52
NOVELLUS SYS INC 485,200.00 22.70 11,016,356.82 34.00 16,496,800.00
NOVEN PHARMACEUTICALS INC 108,300.00 12.46 1,349,545.86 25.50 2,761,650.00
NOVOSTE CORPORATION 200.00 20.33 4,066.00 4.62 924.00
NPS PHARMACEUTICALS INC 71,800.00 25.61 1,838,652.15 15.32 1,099,976.00
NSTAR 187,165.00 31.60 5,915,140.05 44.78 8,381,248.70
NTL INC 963,950.00 38.48 37,093,992.57 0.03 30,846.40
NUANCE COMMUNICATIONS 48,300.00 34.02 1,643,092.30 4.18 201,894.00
NUCOR CORP 327,300.00 14.95 4,893,889.31 65.04 21,287,592.00
NUMERICAL TECHNOLOGIES INC 83,200.00 18.96 1,577,128.88 4.00 332,384.00
NVIDIA CORP 591,700.00 14.39 8,512,692.24 17.18 10,165,406.00
NYFIX INC 6,100.00 16.50 100,642.14 8.50 51,850.00
O REILLY AUTOMOTIVE INC 244,159.00 15.89 3,880,351.22 27.56 6,729,022.04
O2WIRELESS SOLUTIONS INC 300.00 2.25 675.00 0.31 93.06
OAK TECHNOLOGY 190,500.00 16.69 3,178,611.38 4.53 862,965.00
OCCIDENTAL PETE CORP 1,661,920.00 27.70 46,035,172.65 29.99 49,840,980.80
OCEAN ENERGY INC NEW 452,900.00 17.16 7,772,481.48 21.67 9,814,343.00
OCEANEERING INTL INC 320.00 19.95 6,384.03 27.00 8,640.00
OCTEL CORP 79,325.00 6.82 540,706.39 25.35 2,010,888.75
OCULAR SCIENCES INC 20,800.00 24.33 505,960.00 26.50 551,200.00
OFFICE DEPOT INC 1,347,925.00 10.88 14,659,644.55 16.80 22,645,140.00
OFFICEMAX INC 431,125.00 12.58 5,423,533.10 5.89 2,539,326.25
OGE ENERGY CORP 384,000.00 11.11 4,268,009.82 22.86 8,778,240.00
OHIO CAS CORP 498,400.00 12.43 6,192,949.42 20.90 10,416,560.00
OLD NATL BANCORP IND 81,200.00 23.77 1,929,950.18 25.45 2,066,540.00
OLD REP INTL CORP 316,200.00 14.63 4,626,284.52 31.50 9,960,300.00
OMI CORP (NEW) 93,600.00 5.96 558,087.58 4.10 383,760.00
OMNICARE INC 408,600.00 27.93 11,411,208.61 26.26 10,729,836.00
OMNICOM GROUP 717,300.00 51.17 36,701,204.23 45.80 32,852,340.00
OMNISKY CORPORATION 82,100.00 1.94 159,274.00 0.05 4,105.00
OMNOVA SOLUTIONS INC 571,500.00 6.29 3,593,916.83 8.40 4,800,600.00
ONEOK INC NEW 262,200.00 8.68 2,274,594.36 21.95 5,755,290.00
ONVIA COM INC 4,900.00 0.58 2,842.00 0.19 931.00
ONYX PHARMACEUTICALS INC 400.00 10.78 4,312.00 5.77 2,308.00
ONYX SOFTWARE CORP 158,600.00 10.31 1,635,324.16 3.38 536,068.00
OPENWAVE SYS INC 627,911.00 85.15 53,467,391.86 5.61 3,522,580.71
OPLINK COMMUNICATIONS INC 2,198,300.00 5.51 12,107,765.06 0.73 1,604,759.00
OPTICAL CABLE CORP 100.00 13.65 1,365.00 0.54 54.00
ORACLE CORPORATION 22,671,192.00 3.22 73,007,589.71 9.47 214,696,188.24
ORAPHARMA INC 400.00 6.30 2,520.00 4.60 1,840.00
ORASURE TECHNOLOGIES INC 74,000.00 16.19 1,198,337.80 6.50 481,000.00
ORCHID BIOSCIENCES INC 1,256,449.00 2.79 3,500,282.46 1.32 1,658,512.68
ORGANOGENESIS INC 300.00 9.15 2,745.00 0.20 60.00
ORTHODONTIC CTRS AMER INC 314,000.00 14.86 4,665,788.75 23.05 7,237,700.00
OSHKOSH B GOSH INC 3,800.00 19.50 74,100.00 43.49 165,261.62
OSI PHARMACEUTICALS INC 108,100.00 40.68 4,397,214.13 24.02 2,596,562.00
OUTBACK STEAKHOUSE INC 255,150.00 18.65 4,758,472.62 35.10 8,955,765.00
OVERTURE SVCS INC 238,499.00 55.83 13,314,608.97 24.95 5,949,759.02
OWENS + MINOR INC NEW 420,868.00 9.23 3,885,006.05 19.76 8,316,351.68
OWENS ILL INC 410,700.00 14.33 5,884,751.65 13.74 5,643,018.00
OXFORD HEALTH PLANS INC 420,500.00 20.41 8,583,769.73 46.46 19,536,430.00
P COM INC 155,460.00 58.44 9,085,655.28 0.45 70,636.20
P G & E CORPORATION 1,733,891.00 19.08 33,087,597.98 17.89 31,019,309.99
PACCAR INC 587,741.00 8.16 4,793,705.71 44.39 26,089,822.99
PACIFIC GATEWAY EXCHANGE INC 82,500.00 0.04 3,300.00 0.00 288.75
PACIFIC SUNWEAR OF CALIF 90,200.00 19.18 1,729,585.40 22.17 1,999,734.00
PACIFICARE HEALTH SYSTEMS 210,000.00 31.37 6,587,993.67 27.20 5,712,000.00
PACKAGING CORP AMER 151,900.00 16.74 2,543,320.47 19.89 3,021,291.00
PACKETEER INC 235,000.00 21.51 5,055,118.48 4.42 1,038,700.00
PACTIV CORP 638,497.00 46.18 29,485,505.65 23.80 15,196,228.60
PAC-WEST TELECOM INC 1,800.00 2.89 5,202.00 0.44 792.00
PALL CORP 600,300.00 10.46 6,281,294.09 20.75 12,456,225.00
PALM INC 2,239,195.00 9.89 22,146,117.60 1.76 3,940,983.20
PANAMSAT CORP NEW 317,500.00 24.43 7,755,609.60 22.60 7,175,500.00
PAPA JOHNS INTL INC 65,900.00 26.10 1,720,313.99 33.39 2,200,401.00
PARADIGM GENETICS INC 227,050.00 3.38 766,337.06 1.39 315,599.50
PARADYNE NETWORKS INC 37,843.00 48.51 1,835,609.54 3.91 148,011.88
PARAMETRIC TECHNOLOGY CORP 979,974.00 13.21 12,947,676.75 3.57 3,503,259.24
PAREXEL INTL CORP 92,400.00 22.63 2,090,897.17 13.91 1,285,284.00
PARK NATL CORP 9,700.00 91.62 888,735.36 86.00 834,200.00
PARK PL ENTMT CORP 1,415,400.00 6.53 9,240,435.71 10.25 14,507,850.00
PARKER DRILLING CO 571,300.00 8.38 4,785,800.99 3.27 1,868,151.00
PARKER HANNIFIN CORP 404,500.00 28.15 11,385,476.63 47.79 19,331,055.00
PATHMARK STORES INC NEW 30,300.00 21.19 642,146.96 18.81 569,943.00
PATINA OIL & GAS CORPORATION 7,100.00 26.68