13F-HR 1 q1-2001c.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2001 Check here if Amendment[ ]; Amendment Number: This Amendment (Check only one):[ ] is a restatement [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: State Treasurer, State of Michigan Address: P.O. Box 15128 Lansing, MI 48901 13F File Number: 28-1462 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Vernon L. Johnson Title: Administrator Phone: 517-373-3157 Signature, Place, and Date of Signing: Vernon L. Johnson East Lansing, Michigan May 11, 2001 Report Type (Check only one.): [ x ] 13F HOLDINGS REPORT [ ] 13F NOTICE [ ] 13F COMBINATION REPORT List of Other Managers Reporting for this Manager: NONE I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 946 Form 13F Information Table Value Total: 20,795,344.00 List of Other Included Managers: NONE FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGER Sole SHARED NONE ------------------------------ --------------- --------- -------- -------- --- ---- ------- ------- ------ ------ --- ADC TELECOMMUNICATIONS INC COMMON 000886101 3939 463400 SH Sole 463400 AFLAC INC COMMON 001055102 8717 316512 SH Sole 316512 AGCO CORP COMMON 001084102 406 42300 SH Sole 42300 AGL RES INC COMMON 001204106 843 38470 SH Sole 38470 AES CORP COMMON 00130H105 16069 321636 SH Sole 321636 AK STL HLDG CORP COMMON 001547108 768 76440 SH Sole 76440 AMR CORP DEL COMMON 001765106 3157 89900 SH Sole 89900 AOL TIME WARNER INC COMMON 00184A105 269078 6701830 SH Sole 6701830 AT + T CORP COMMON 001957109 152452 7157377 SH Sole 7157377 ABBOTT LABS COMMON 002824100 108233 2293560 SH Sole 2293560 ABERCROMBIE AND FITCH CO CL A 002896207 2296 70200 SH Sole 70200 ACXIOM CORP COMMON 005125109 2161 103506 SH Sole 103506 ADAPTEC INC COMMON 00651F108 511 58900 SH Sole 58900 ADOBE SYS INC COMMON 00724F101 5014 143380 SH Sole 143380 ADTRAN INC COMMON 00738A106 688 28000 SH Sole 28000 ADVANCED FIBRE COMMUNICATIONS COMMON 00754A105 820 57300 SH Sole 57300 ADVANCED MICRO DEVICES INC COMMON 007903107 4963 186990 SH Sole 186990 AETNA INC COMMON 00817Y108 45614 1269887 SH Sole 1269887 AFFILIATED COMPUTER SVCS INC CL A 008190100 2305 35510 SH Sole 35510 AGILENT TECHNOLOGIES INC COMMON 00846U101 28692 933690 SH Sole 933690 AIR PRODS + CHEMS INC COMMON 009158106 48321 1258359 SH Sole 1258359 AIRBORNE INC COMMON 009269101 347 34120 SH Sole 34120 AIRGAS INC COMMON 009363102 379 48110 SH Sole 48110 ALASKA AIR GROUP INC COMMON 011659109 482 18760 SH Sole 18760 ALBANY INTL CORP CL A 012348108 401 21782 SH Sole 21782 ALBEMARLE CORP COMMON 012653101 731 32560 SH Sole 32560 ALBERTSONS INC COMMON 013104104 7762 243932 SH Sole 243932 ALCAN INC COMMON 013716105 6824 189555 SH Sole 189555 ALCOA INC COMMON 013817101 286677 7974324 SH Sole 7974324 CABLETRON SYSTEMS INC COMMON 126920107 1419 110030 SH Sole 110030 CABOT CORP COMMON 127055101 1485 47130 SH Sole 47130 CABOT MICROELECTRONICS CORP COMMON 12709P103 748 16910 SH Sole 16910 CADENCE DESIGN SYS INC COMMON 127387108 3229 174610 SH Sole 174610 CALLAWAY GOLF CO COMMON 131193104 1170 52660 SH Sole 52660 CALPINE CORP COMMON 131347106 9260 168150 SH Sole 168150 CAMPBELL SOUP CO COMMON 134429109 7505 251260 SH Sole 251260 DPL INC COMMON 233293109 2550 90743 SH Sole 90743 DQE COMMON 23329J104 1157 39700 SH Sole 39700 DST SYS INC DEL COMMON 233326107 4274 88700 SH Sole 88700 DSP GROUP INC COMMON 23332B106 298 19200 SH Sole 19200 DTE ENERGY CO COMMON 233331107 3387 85100 SH Sole 85100 DALLAS SEMICONDUCTOR CORP COMMON 235204104 1135 43650 SH Sole 43650 ALBERTO CULVER CO CL B CONV 013068101 1330 33530 SH Sole 33530 ALCATEL ALSTHOM SPON ADR 013904305 345 12000 SH Sole 12000 ALEXANDER + BALDWIN INC COMMON 014482103 614 28720 SH Sole 28720 ALLEGHENY ENERGY INC COMMON 017361106 3048 65890 SH Sole 65890 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 835 47942 SH Sole 47942 ALLERGAN INC COMMON 018490102 5820 78490 SH Sole 78490 ALLETE COMMON 018522102 1381 53490 SH Sole 53490 ALLIANT CORP COMMON 018802108 1785 56110 SH Sole 56110 ALLIED WASTE INDUSTRIES INC COMMON 019589308 1841 117400 SH Sole 117400 ALLMERICA FINL CORP COMMON 019754100 1959 37750 SH Sole 37750 ALLSTATE CORP COMMON 020002101 18301 436370 SH Sole 436370 ALLTEL CORP COMMON 020039103 9792 186665 SH Sole 186665 ALTERA CORP COMMON 021441100 5070 236520 SH Sole 236520 ALZA CORP COMMON 022615108 5721 141250 SH Sole 141250 AMAZON COM INC COMMON 023135106 19264 1883101 SH Sole 1883101 AMBAC FINL GROUP INC COMMON 023139108 3987 62850 SH Sole 62850 ENTERCOM COMMUNICATIONS CORP CL A 293639100 1263 32150 SH Sole 32150 ENTERGY CORP COMMON 29364G103 5053 132980 SH Sole 132980 EQUIFAX INC COMMON 294429105 2640 84490 SH Sole 84490 EQUITY OFFICE PPTYS TR COM 294741103 77169 2756045 SH Sole 2756045 ERICSSON L M TEL CO ADR CL B 294821400 660 118000 SH Sole 118000 AMERADA HESS CORP COMMON 023551104 4131 52875 SH Sole 52875 AMEREN CORP COMMON 023608102 3354 81895 SH Sole 81895 AMERICA MOVIL S A DEC V SPON ADR 02364W105 20696 1412681 SH Sole 1412681 AMERICAN ELEC PWR INC COMMON 025537101 9030 192135 SH Sole 192135 AMERICAN EAGLE OUTFITTERS INC COMMON 02553E106 1422 49475 SH Sole 49475 AMERICAN EXPRESS CO COMMON 025816109 97876 2369890 SH Sole 2369890 AMERICAN FINL GROUP INC OHIO COMMON 025932104 1134 47060 SH Sole 47060 AMERICAN GEN CORP COMMON 026351106 11508 300852 SH Sole 300852 AMERICAN GREETINGS CORP CL A 026375105 402 37915 SH Sole 37915 AMERICAN HOME PRODUCTS CORP COMMON 026609107 122291 2081547 SH Sole 2081547 AMERICAN INTL GROUP INC COMMON 026874107 225658 2803208 SH Sole 2803208 AMERICAN PWR CONVERSION CORP COMMON 029066107 1498 116200 SH Sole 116200 AMERICAN STD COS INC DEL COMMON 029712106 2909 49250 SH Sole 49250 AMERICAN WTR WKS INC COMMON 030411102 2255 69910 SH Sole 69910 AMERICREDIT CORP COMMON 03060R101 1844 56850 SH Sole 56850 AMERISOURCE HEALTH CORP CL A 03071P102 1832 37350 SH Sole 37350 AMETEK AEROSPACE PRODS INC COMMON 031100100 630 22820 SH Sole 22820 AMGEN INC COMMON 031162100 99501 1653190 SH Sole 1653190 AMSOUTH BANCORPORATION COMMON 032165102 3765 223950 SH Sole 223950 ANADARKO PETE CORP COMMON 032511107 9320 148454 SH Sole 148454 ANALOG DEVICES INC COMMON 032654105 35627 983077 SH Sole 983077 ANDREW CORP COMMON 034425108 697 48482 SH Sole 48482 ANHEUSER BUSCH COS INC COMMON 035229103 64034 1394172 SH Sole 1394172 ANTEC CORP COMMON 03664P105 197 27050 SH Sole 27050 ANTENNA TV SA SPON ADR 03672N100 444 26000 SH Sole 26000 AON CORP COMMON 037389103 5425 152810 SH Sole 152810 APACHE CORP COMMON 037411105 4246 73700 SH Sole 73700 APOLLO GROUP INC CL A 037604105 2665 81225 SH Sole 81225 APOGENT TECHNOLOGIES INC COMMON 03760A101 1515 74850 SH Sole 74850 APPLE COMPUTER COMMON 037833100 26955 1221331 SH Sole 1221331 APRIA HEALTHCARE GROUP INC COMMON 037933108 902 37300 SH Sole 37300 APPLERA CORP APPLIED BIOSYS COMMON 038020103 44395 1599834 SH Sole 1599834 APPLIED MATERIALS INC COMMON 038222105 21054 484010 SH Sole 484010 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 2935 177900 SH Sole 177900 ARCHER DANIELS MIDLAND CO COMMON 039483102 4968 377817 SH Sole 377817 ARROW ELECTRS INC COMMON 042735100 1577 69762 SH Sole 69762 ARVINMERITOR INC COMMON 043353101 639 46567 SH Sole 46567 ASHLAND INC COMMON 044204105 1602 41706 SH Sole 41706 ASSOCIATED BANC CORP COMMON 045487105 1578 47453 SH Sole 47453 ASTORIA FINL CORP COMMON 046265104 1894 35450 SH Sole 35450 ATLAS AIR WORLDWIDE HLDGS INC COMMON 049164106 764 27150 SH Sole 27150 ATMEL CORP COMMON 049513104 3250 331180 SH Sole 331180 AUTODESK INCORPORATED COMMON 052769106 1051 34380 SH Sole 34380 AUTOMATIC DATA PROCESSING INC COMMON 053015103 20599 378798 SH Sole 378798 AUTOZONE INC COMMON 053332102 1903 67900 SH Sole 67900 AVAYA INC COMMON 053499109 2191 168512 SH Sole 168512 AVERY DENNISON CORP COMMON 053611109 15654 300916 SH Sole 300916 AVNET INC COMMON 053807103 1345 65590 SH Sole 65590 AVOCENT CORP COMMON 053893103 676 31000 SH Sole 31000 AVON PRODS INC COMMON 054303102 5677 141970 SH Sole 141970 BB+T CORP COMMON 054937107 8420 239410 SH Sole 239410 BISYS GROUP INC COMMON 055472104 2175 40700 SH Sole 40700 BJ SVCS CO COMMON 055482103 4155 58350 SH Sole 58350 BJS WHSL CLUB INC COMMON 05548J106 2462 51450 SH Sole 51450 BP AMOCO PLC SPON ADR 055622104 270659 5454628 SH Sole 5454628 BMC SOFTWARE INC COMMON 055921100 3150 146510 SH Sole 146510 BAKER HUGHES INC COMMON 057224107 7194 198115 SH Sole 198115 BALL CORP COMMON 058498106 775 16885 SH Sole 16885 BANDAG INC COMMON 059815100 394 14700 SH Sole 14700 BANK AMER CORP COMMON 060505104 258219 4716330 SH Sole 4716330 BANK NEW YORK INC COMMON 064057102 21757 441850 SH Sole 441850 BANK ONE CORP COMMON 06423A103 24977 690352 SH Sole 690352 BANK TOKYO MITSUBISHI LTD SPON ADR 065379109 211 22000 SH Sole 22000 BANKNORTH GROUP INC NEW COMMON 06646R107 2044 102850 SH Sole 102850 BANTA CORP COMMON 066821109 423 17445 SH Sole 17445 BARD C R INC COMMON 067383109 55890 1231055 SH Sole 1231055 BARNES + NOBLE INC COMMON 067774109 1096 45850 SH Sole 45850 BARRICK GOLD CORP COMMON 067901108 3375 236182 SH Sole 236182 BARR LABS INC COMMON 068306109 1435 25100 SH Sole 25100 BAUSCH + LOMB INC COMMON 071707103 1454 31835 SH Sole 31835 BAXTER INTL INC COMMON 071813109 156157 1658777 SH Sole 1658777 BEAR STEARNS COS INC COMMON 073902108 2914 63704 SH Sole 63704 BECKMAN COULTER INC COMMON 075811109 1650 42210 SH Sole 42210 BECTON DICKINSON + CO COMMON 075887109 5400 152890 SH Sole 152890 BED BATH + BEYOND INC COMMON 075896100 4183 170290 SH Sole 170290 BELLSOUTH CORP COMMON 079860102 45683 1116390 SH Sole 1116390 BELO CORP COMMON 080555105 1329 80720 SH Sole 80720 BEMIS INC COMMON 081437105 1048 31677 SH Sole 31677 BERGEN BRUNSWIG CORP CL A 083739102 1593 95982 SH Sole 95982 BEST BUY CO INC COMMON 086516101 4455 123890 SH Sole 123890 BIOGEN INC COMMON 090597105 5588 88260 SH Sole 88260 BIOMET INC COMMON 090613100 4195 106495 SH Sole 106495 BLACK + DECKER CORPORATION COMMON 091797100 1783 48510 SH Sole 48510 BLACK HILLS CORP COMMON 092113109 745 16295 SH Sole 16295 BLOCK H + R INC COMMON 093671105 2734 54610 SH Sole 54610 BLYTH INDS INC COMMON 09643P108 770 33400 SH Sole 33400 BOB EVANS FARMS INC COMMON 096761101 438 24676 SH Sole 24676 BOEING CO COMMON 097023105 65941 1183641 SH Sole 1183641 BOISE CASCADE CORP COMMON 097383103 1074 34214 SH Sole 34214 BORDERS GROUP INC COMMON 099709107 940 55850 SH Sole 55850 BORG WARNER AUTOMOTIVE INC COMMON 099724106 745 18600 SH Sole 18600 BOSTON SCIENTIFIC CORP COMMON 101137107 4880 241836 SH Sole 241836 BOWATER INC COMMON 102183100 66748 1408187 SH Sole 1408187 BRIGGS + STRATTON CORP COMMON 109043109 226 5880 SH Sole 5880 BRINKER INTL INC COMMON 109641100 1964 70385 SH Sole 70385 BRISTOL MYERS SQUIBB CO COMMON 110122108 182527 3072848 SH Sole 3072848 BRITISH TELECOMMUNICATIONS ADR 111021408 669 9000 SH Sole 9000 BROADCOM CORP CL A 111320107 4209 145650 SH Sole 145650 BROADVISION INC COMMON 111412102 858 160550 SH Sole 160550 BROADWING INC COMMON 111620100 2940 153550 SH Sole 153550 BROWN FORMAN CORP CL B 115637209 2530 40835 SH Sole 40835 BRUNSWICK CORP COMMON 117043109 1023 52090 SH Sole 52090 BURLINGTON NORTHN SANTA FE COMMON 12189T104 7156 235564 SH Sole 235564 BURLINGTON RES INC COMMON 122014103 5760 128704 SH Sole 128704 CBRL GROUP INC COMMON 12489V106 725 39847 SH Sole 39847 CDW COMPUTER CTRS INC COMMON 125129106 1922 62000 SH Sole 62000 C H ROBINSON WORLDWIDE COMMON 12541W100 1642 60000 SH Sole 60000 CIGNA CORP COMMON 125509109 9837 91625 SH Sole 91625 CIT GROUP INC CL A 125577106 4512 156250 SH Sole 156250 CLECO CORP NEW COMMON 12561W105 726 15980 SH Sole 15980 CMS ENERGY CORP COMMON 125896100 91942 3107210 SH Sole 3107210 CNF INC COMMON 12612W104 997 34500 SH Sole 34500 CSG SYS INTL INC COMMON 126349109 1536 37300 SH Sole 37300 CSX CORP COMMON 126408103 4363 129466 SH Sole 129466 CVS CORP COMMON 126650100 13674 233776 SH Sole 233776 CANADIAN NATL RY CO COMMON 136375102 179688 4770051 SH Sole 4770051 CAPITAL ONE FINL CORP COMMON 14040H105 6521 117500 SH Sole 117500 CARDINAL HEALTH INC COMMON 14149Y108 16174 167178 SH Sole 167178 CARLISLE COS INC COMMON 142339100 702 21510 SH Sole 21510 CARNIVAL CORP COMMON 143658102 99229 3586160 SH Sole 3586160 CARPENTER TECHNOLOGY CORP COMMON 144285103 440 15670 SH Sole 15670 CARTER WALLACE INC. COMMON 146285101 801 32160 SH Sole 32160 CATALINA MARKETING CORP COMMON 148867104 1285 39450 SH Sole 39450 CATERPILLAR INC COMMON 149123101 111580 2514202 SH Sole 2514202 CENDANT CORP COMMON 151313103 6694 458831 SH Sole 458831 CENTEX CORP COMMON 152312104 1471 35330 SH Sole 35330 CENTURYTEL INC COMMON 156700106 2413 83927 SH Sole 83927 CERIDIAN CORP COMMON 15677T106 1608 86910 SH Sole 86910 CHARTER ONE FINL INC COMMON 160903100 3509 124010 SH Sole 124010 CHECKFREE CORP NEW COMMON 162813109 1594 54150 SH Sole 54150 CHEVRON CORP COMMON 166751107 33627 382990 SH Sole 382990 CHIRON CORP COMMON 170040109 5014 114274 SH Sole 114274 CHOICEPOINT INC COMMON 170388102 1462 43250 SH Sole 43250 CHRIS CRAFT INDS INC COMMON 170520100 1574 24884 SH Sole 24884 CHUBB CORP COMMON 171232101 7556 104310 SH Sole 104310 CHURCH + DWIGHT INC COMMON 171340102 595 27380 SH Sole 27380 CINCINNATI FINL CORP COMMON 172062101 3642 96000 SH Sole 96000 CINERGY CORP COMMON 172474108 3182 94842 SH Sole 94842 CIRCUIT CITY STORES INC CIRCT CITY GRP 172737108 1300 122660 SH Sole 122660 CIRRUS LOGIC INC COMMON 172755100 838 56130 SH Sole 56130 CISCO SYS INC COMMON 17275R102 232727 14717943 SH Sole 14717943 CINTAS CORP COMMON 172908105 3972 100760 SH Sole 100760 CITIGROUP INC COMMON 172967101 661036 14696210 SH Sole 14696210 CITIZENS COMMUNICATIONS CO COMMON 17453B101 2000 158100 SH Sole 158100 CITRIX SYS INC COMMON 177376100 2335 110510 SH Sole 110510 CITY NATL CORP COMMON 178566105 1304 33959 SH Sole 33959 CLAIRE S STORES INC COMMON 179584107 614 34705 SH Sole 34705 CLAYTON HOMES INC COMMON 184190106 1178 97776 SH Sole 97776 CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 30572 561463 SH Sole 561463 CLOROX CO COMMON 189054109 4428 140796 SH Sole 140796 COCA COLA CO COMMON 191216100 206793 4579114 SH Sole 4579114 COCA COLA ENTERPRISES INC COMMON 191219104 4433 249310 SH Sole 249310 COLGATE PALMOLIVE CO COMMON 194162103 18870 341480 SH Sole 341480 COMCAST CORP CL A 200300101 2043 49600 SH Sole 49600 COMCAST CORP CL A SPL 200300200 21424 510860 SH Sole 510860 COMDISCO INC COMMON 200336105 861 107570 SH Sole 107570 COMERICA INC COMMON 200340107 6502 105720 SH Sole 105720 COMMSCOPE INC COMMON 203372107 607 36400 SH Sole 36400 COMPAQ COMPUTER CORP COMMON 204493100 65908 3621316 SH Sole 3621316 COMPASS BANCSHARES INC COMMON 20449H109 1836 85900 SH Sole 85900 COMPUTER ASSOC INTL INC COMMON 204912109 9422 346413 SH Sole 346413 COMPUTER SCIENCES CORP COMMON 205363104 81540 2520552 SH Sole 2520552 COMPUWARE CORP COMMON 205638109 2138 219280 SH Sole 219280 COMVERSE TECHNOLOGY INC COMMON 205862402 5827 98950 SH Sole 98950 CONAGRA INC COMMON 205887102 23165 1270020 SH Sole 1270020 CONCORD EFS INC COMMON 206197105 5395 133425 SH Sole 133425 CONECTIV INC COMMON 206829103 1375 62940 SH Sole 62940 CONEXANT SYS INC COMMON 207142100 1296 145000 SH Sole 145000 CONOCO INC CL B 208251405 10504 371824 SH Sole 371824 CONSECO INC COMMON 208464107 3122 193915 SH Sole 193915 CONSOLIDATED EDISON INC COMMON 209115104 4692 126470 SH Sole 126470 CONSOLIDATED STORES CORP COMMON 210149100 669 66569 SH Sole 66569 CONSTELLATION ENERGY GROUP INC COMMON 210371100 4269 96810 SH Sole 96810 CONVERGYS CORP COMMON 212485106 3320 92050 SH Sole 92050 COOPER CAMERON CORP COMMON 216640102 2071 38350 SH Sole 38350 COOPER INDS INC COMMON 216669101 1862 55670 SH Sole 55670 COOPER TIRE + RUBR CO COMMON 216831107 491 43270 SH Sole 43270 COORS ADOLPH CO CL B 217016104 1439 21990 SH Sole 21990 COR THERAPEUTICS INC COMMON 217753102 870 38650 SH Sole 38650 CORNING INC COMMON 219350105 22379 1081630 SH Sole 1081630 COSTCO WHSL CORP NEW COMMON 22160K105 10487 267176 SH Sole 267176 COUNTRYWIDE CR INDS INC COMMON 222372104 3422 69350 SH Sole 69350 COVANCE INC COMMON 222816100 527 41050 SH Sole 41050 COVANTA ENERGY CORP COMMON 22281N103 592 35260 SH Sole 35260 CRANE CO COMMON 224399105 938 36013 SH Sole 36013 CREDENCE SYSTEMS CORP COMMON 225302108 782 38150 SH Sole 38150 CROMPTON CORP COMMON 227116100 896 80038 SH Sole 80038 CUMMINS ENGINE INC COMMON 231021106 929 24750 SH Sole 24750 CYPRESS SEMICONDUCTOR CORP COMMON 232806109 1656 93400 SH Sole 93400 CYTEC INDS INC COMMON 232820100 914 28550 SH Sole 28550 DANA CORP COMMON 235811106 18025 1049180 SH Sole 1049180 DANAHER CORP COMMON 235851102 4620 84680 SH Sole 84680 DARDEN RESTAURANTS INC COMMON 237194105 43734 1841433 SH Sole 1841433 DEAN FOODS CO COMMON 242361103 855 25240 SH Sole 25240 DEERE + CO COMMON 244199105 5087 139975 SH Sole 139975 DELL COMPUTER CORP COMMON 247025109 95007 3698573 SH Sole 3698573 DELPHI AUTOMOTIVE SYS CORP COMMON 247126105 15933 1124408 SH Sole 1124408 DELTA AIR LINES INC DE COMMON 247361108 2898 73360 SH Sole 73360 DELUXE CORP COMMON 248019101 1024 43280 SH Sole 43280 DENTSPLY INTL INC NEW COMMON 249030107 1335 36580 SH Sole 36580 DEVON ENERGY CORPORATION NEW COMMON 25179M103 4458 76606 SH Sole 76606 DEVRY INC DEL COMMON 251893103 1487 49500 SH Sole 49500 DIAL CORP NEW COMMON 25247D101 843 67440 SH Sole 67440 DIEBOLD INC COMMON 253651103 1394 50780 SH Sole 50780 DILLARDS INC CL A 254067101 1203 54850 SH Sole 54850 DIME BANCORP INC NEW COMMON 25429Q102 2524 77060 SH Sole 77060 DIME BANCORP INC NEW WARRANTS 25429Q110 18 77260 SH Sole 77260 DISNEY WALT CO COMMON 254687106 35472 1240297 SH Sole 1240297 DOLE FOOD INC COMMON 256605106 638 39650 SH Sole 39650 DOLLAR GEN CORP COMMON 256669102 4028 197065 SH Sole 197065 DOLLAR TREE STORES INC COMMON 256747106 1477 76660 SH Sole 76660 DOMINION RES INC VA NEW COMMON 25746U109 9201 142720 SH Sole 142720 DONALDSON CO INC COMMON 257651109 839 31430 SH Sole 31430 DONNELLEY R R + SONS CO COMMON 257867101 1909 72810 SH Sole 72810 DOVER CORP COMMON 260003108 4343 121180 SH Sole 121180 DOW CHEM CO COMMON 260543103 114167 3616324 SH Sole 3616324 DOW JONES + CO INC COMMON 260561105 2734 52225 SH Sole 52225 DREYERS GRAND ICE CREAM INC COMMON 261878102 520 20060 SH Sole 20060 DU PONT E I DE NEMOURS + CO COMMON 263534109 143599 3528228 SH Sole 3528228 DUKE ENERGY CO COMMON 264399106 19529 456922 SH Sole 456922 DUN AND BRADSTREET CORP DEL COMMON 26483E100 1342 56947 SH Sole 56947 DYCOM INDS INC COMMON 267475101 385 29850 SH Sole 29850 DYNEGY INC NEW CL A 26816Q101 9837 192850 SH Sole 192850 EGL INC COMMON 268484102 809 33200 SH Sole 33200 E M C CORP MASS COMMON 268648102 118619 4034676 SH Sole 4034676 ENSCO INTL INC COMMON 26874Q100 3445 98430 SH Sole 98430 EOG RESOURCES INC COMMON 26875P101 2876 69750 SH Sole 69750 E TRADE GROUP INC COMMON 269246104 1578 226060 SH Sole 226060 EASTMAN CHEM CO COMMON 277432100 2256 45832 SH Sole 45832 EASTMAN KODAK CO COMMON 277461109 7144 179100 SH Sole 179100 EATON CORP COMMON 278058102 2861 41770 SH Sole 41770 ECOLAB INC COMMON 278865100 3215 75786 SH Sole 75786 EDISON INTL COMMON 281020107 2457 194370 SH Sole 194370 EDWARDS A G INC COMMON 281760108 2112 57071 SH Sole 57071 EDWARDS LIFESCIENCES CORP COMMON 28176E108 816 41641 SH Sole 41641 EL PASO CORP COMMON 28336L109 355209 5439644 SH Sole 5439644 ELAN PLC ADR 284131208 1750 33500 SH Sole 33500 ELECTRONIC ARTS COMMON 285512109 5127 94500 SH Sole 94500 ELECTRONIC DATA SYS CORP NEW COMMON 285661104 38475 688778 SH Sole 688778 EMERSON ELEC CO COMMON 291011104 47952 773412 SH Sole 773412 EMMIS COMMUNICATIONS CORP CL A 291525103 844 33350 SH Sole 33350 ENERGY EAST CORP COMMON 29266M109 1448 83430 SH Sole 83430 ENERGIZER HLDGS INC COMMON 29266R108 1629 65144 SH Sole 65144 ENGELHARD CORP COMMON 292845104 1971 76212 SH Sole 76212 ENRON CORP COMMON 293561106 25883 445490 SH Sole 445490 EXELON CORP COMMON 30161N101 12466 190031 SH Sole 190031 EXPEDITORES INTL WASH INC COMMON 302130109 1843 36550 SH Sole 36550 EXPRESS SCRIPTS INC CL A 302182100 2388 27550 SH Sole 27550 EXXON MOBIL CORP COMMON 30231G102 536019 6617513 SH Sole 6617513 FMC CORP COMMON 302491303 1339 18180 SH Sole 18180 FPL GROUP INC COMMON 302571104 6472 105573 SH Sole 105573 FAMILY DLR STORES INC COMMON 307000109 3127 121670 SH Sole 121670 FASTENAL CO COMMON 311900104 1469 26950 SH Sole 26950 FEDERAL HOME LN MTG CORP COMMON 313400301 60519 933496 SH Sole 933496 FEDERAL NATL MTG ASSN COMMON 313586109 369068 4636531 SH Sole 4636531 FEDERAL SIGNAL CORP COMMON 313855108 628 32163 SH Sole 32163 FEDERATED DEPT STORES INC DEL COMMON 31410H101 4924 118500 SH Sole 118500 FEDEX CORP COMMON 31428X106 7363 176664 SH Sole 176664 FERRO CORP COMMON 315405100 494 24300 SH Sole 24300 FIFTH THIRD BANCORP COMMON 316773100 14831 277547 SH Sole 277547 FIRST DATA CORP COMMON 319963104 14076 235734 SH Sole 235734 FIRST HEALTH GROUP CORP COMMON 320960107 1483 33810 SH Sole 33810 FIRST TENN NATL CORP COMMON 337162101 2828 91510 SH Sole 91510 FIRST UN CORP COMMON 337358105 132425 4012865 SH Sole 4012865 FIRST VA BKS INC COMMON 337477103 1420 32747 SH Sole 32747 FISERV INC COMMON 337738108 3496 78157 SH Sole 78157 FIRSTMERIT CORP COMMON 337915102 1620 62300 SH Sole 62300 FIRSTENERGY CORP COMMON 337932107 3756 134530 SH Sole 134530 FLEETBOSTON FINL CORP COMMON 339030108 24391 646131 SH Sole 646131 FLUOR CORP NEW COMMON 343412102 2009 45140 SH Sole 45140 FLOWSERVE CORP COMMON 34354P105 597 26605 SH Sole 26605 FORD MTR CO DEL COMMON 345370860 143258 5094529 SH Sole 5094529 FOREST LABS INC COMMON 345838106 6221 105010 SH Sole 105010 FORTUNE BRANDS INC COMMON 349631101 3175 92310 SH Sole 92310 FRANKLIN RES INC COMMON 354613101 21741 555892 SH Sole 555892 FREEPORT MCMORAN COPPER + GOLD CL B 35671D857 1156 88587 SH Sole 88587 FULLER H B CO COMMON 359694106 423 10045 SH Sole 10045 FURNITURE BRANDS INTL INC COMMON 360921100 835 35250 SH Sole 35250 GATX COMMON 361448103 1439 33890 SH Sole 33890 GPU INC COMMON 36225X100 2352 72400 SH Sole 72400 GALILEO INTL INC COMMON 363547100 1381 63050 SH Sole 63050 GALLAGHER ARTHUR J + CO COMMON 363576109 1548 55900 SH Sole 55900 GANNETT INC COMMON 364730101 9397 157350 SH Sole 157350 GAP INC COMMON 364760108 59516 2509087 SH Sole 2509087 GARTNER GROUP INC NEW CL B 366651206 387 61385 SH Sole 61385 GATEWAY INC COMMON 367626108 3243 192900 SH Sole 192900 GENERAL DYNAMICS CORP COMMON 369550108 26119 416310 SH Sole 416310 GENERAL ELEC CO COMMON 369604103 815318 19477248 SH Sole 19477248 GENERAL MLS INC COMMON 370334104 80604 1874083 SH Sole 1874083 GENERAL MTRS CORP COMMON 370442105 63669 1227955 SH Sole 1227955 GENTEX CORP COMMON 371901109 84027 3633619 SH Sole 3633619 GENUINE PARTS CO COMMON 372460105 2675 103252 SH Sole 103252 GENZYME CORP COMMON 372917104 6088 67400 SH Sole 67400 GEORGIA PAC CORP GA PAC GRP 373298108 3957 134593 SH Sole 134593 GEORGIA PAC CORP TIMBER GRP 373298702 1640 57160 SH Sole 57160 GILEAD SCIENCES INC COMMON 375558103 2173 66850 SH Sole 66850 GILLETTE CO COMMON 375766102 39471 1266313 SH Sole 1266313 GLATFELTER P H CO COMMON 377316104 383 30100 SH Sole 30100 GLAXOSMITHKLINE PLC SPON ADR 37733W105 153050 2926390 SH Sole 2926390 GLOBAL MARINE INC COMMON 379352404 3203 125100 SH Sole 125100 GOLDEN WEST FINL CORP DEL COMMON 381317106 6128 94418 SH Sole 94418 GOLDMAN SACHS GROUP INC COMMON 38141G104 39437 463422 SH Sole 463422 GOODRICH B F CO COMMON 382388106 2352 61292 SH Sole 61292 GOODYEAR TIRE AND RUBBER COMMON 382550101 2256 94595 SH Sole 94595 GRAINGER W W INC COMMON 384802104 1897 56040 SH Sole 56040 GRANITE CONSTR INC COMMON 387328107 659 19397 SH Sole 19397 GRANT PRIDE INC COMMON 38821G101 1326 77117 SH Sole 77117 GREAT LAKES CHEMICAL CORP COMMON 390568103 921 29970 SH Sole 29970 GREATER BAY BANCORP COMMON 391648102 756 30000 SH Sole 30000 GREENPOINT FINL CORP COMMON 395384100 2340 71780 SH Sole 71780 GTECH HLDGS CORP COMMON 400518106 658 24150 SH Sole 24150 GUIDANT CORP COMMON 401698105 33350 741282 SH Sole 741282 HCA HEALTHCARE CO COMMON 404119109 13275 329655 SH Sole 329655 HALLIBURTON CO COMMON 406216101 9700 263959 SH Sole 263959 JOHN HANCOCK FINANCIAL SRVCS COMMON 41014S106 42879 1115190 SH Sole 1115190 HANOVER COMPRESSOR CO COMMON 410768105 1331 42000 SH Sole 42000 HARCOURT GEN INC COMMON 41163G101 2429 43635 SH Sole 43635 HARLEY DAVIDSON INC COMMON 412822108 6861 180800 SH Sole 180800 HARRAHS ENTMT INC COMMON 413619107 2050 69640 SH Sole 69640 HARRIS CORP DEL COMMON 413875105 1157 46730 SH Sole 46730 HARSCO CORP COMMON 415864107 695 28360 SH Sole 28360 HARTE HANKS INC COMMON 416196103 1079 47700 SH Sole 47700 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 125442 2126128 SH Sole 2126128 HASBRO INC COMMON 418056107 1326 102780 SH Sole 102780 HAWAIIAN ELEC INDS INC COMMON 419870100 862 23320 SH Sole 23320 HEALTHSOUTH CORP COMMON 421924101 11291 875982 SH Sole 875982 HEALTH MGMT ASSOC CL A 421933102 2691 173050 SH Sole 173050 HEALTH NET INC COMMON 42222G108 1792 86968 SH Sole 86968 HEINZ H J CO COMMON 423074103 8331 207232 SH Sole 207232 HELLENIC TELECOMMUNICATIONS SPON ADR 423325307 147 22250 SH Sole 22250 HELMERICH AND PAYNE INC COMMON 423452101 1648 35590 SH Sole 35590 HENRY JACK + ASSOC INC COMMON 426281101 1484 62650 SH Sole 62650 HERCULES INC COMMON 427056106 833 64093 SH Sole 64093 HERSHEY FOODS CORP COMMON 427866108 99255 1431831 SH Sole 1431831 HEWLETT PACKARD CO COMMON 428236103 38767 1239761 SH Sole 1239761 HIBERNIA CORP CL A 428656102 1573 112620 SH Sole 112620 HILLENBRAND INDS INC COMMON 431573104 2142 44350 SH Sole 44350 HILTON HOTELS CORP COMMON 432848109 2297 219801 SH Sole 219801 HISPANIC BROADCASTING CORP CL A 43357B104 1477 77350 SH Sole 77350 HOME DEPOT INC COMMON 437076102 214913 4986376 SH Sole 4986376 HOME PPTYS N Y INC COM 437306103 19651 689524 SH Sole 689524 HOMESTAKE MNG CO COMMON 437614100 826 157025 SH Sole 157025 HON INDS INC COMMON 438092108 982 42770 SH Sole 42770 HONEYWELL INTL INC COMMON 438516106 79561 1950029 SH Sole 1950029 HORACE MANN EDUCATORS CORP NEW COMMON 440327104 509 28750 SH Sole 28750 HORMEL FOODS CORP COMMON 440452100 1918 98440 SH Sole 98440 HOUGHTON MIFFLIN CO COMMON 441560109 942 20480 SH Sole 20480 HOUSEHOLD INTL INC COMMON 441815107 16645 280980 SH Sole 280980 HUBBELL INC CL B 443510201 981 42114 SH Sole 42114 HUMANA INC COMMON 444859102 1057 100890 SH Sole 100890 HUNT J B TRANS SVCS INC COMMON 445658107 390 24940 SH Sole 24940 HUNTINGTON BANCSHARES INC COMMON 446150104 2133 149670 SH Sole 149670 ICN PHARMACEUTICALS INC COMMON 448924100 1438 56550 SH Sole 56550 IBP INC COMMON 449223106 1230 75000 SH Sole 75000 IDEC PHARMACEUTICALS CORP COMMON 449370105 4074 101850 SH Sole 101850 IMC GLOBAL INC COMMON 449669100 1003 81540 SH Sole 81540 IMS HEALTH INC COMMON 449934108 4362 175190 SH Sole 175190 ITT INDS INC COMMON 450911102 2032 52450 SH Sole 52450 IDACORP INC COMMON 451107106 1016 26580 SH Sole 26580 ILLINOIS TOOL WKS INC COMMON 452308109 67491 1187383 SH Sole 1187383 IMATION CORP COMMON 45245A107 561 25020 SH Sole 25020 INCO LTD COMMON 453258402 1608 108406 SH Sole 108406 INCYTE GENOMICS INC COMMON 45337C102 699 45550 SH Sole 45550 INDYMAC BANCORP INC COMMON 456607100 1178 41000 SH Sole 41000 INFOCUS CORP COMMON 45665B106 447 27300 SH Sole 27300 INFORMIX CORP COMMON 456779107 1074 198680 SH Sole 198680 INGERSOLL RAND CO COMMON 456866102 83342 2098768 SH Sole 2098768 INTEGRATED DEVICE TECHNOLOGY COMMON 458118106 2247 75900 SH Sole 75900 INTEL CORP COMMON 458140100 320446 12178486 SH Sole 12178486 INTERNATIONAL BUSINESS MACHS COMMON 459200101 261276 2716533 SH Sole 2716533 INTERNATIONAL FLAVOURS COMMON 459506101 1285 58270 SH Sole 58270 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 2623 52098 SH Sole 52098 INTERNATIONAL PAPER CO COMMON 460146103 10364 287247 SH Sole 287247 INTERNATIONAL RECTIFIER CORP COMMON 460254105 1792 44250 SH Sole 44250 INTERNATIONAL SPEEDWAY CORP CL A 460335201 1399 37750 SH Sole 37750 INTERPUBLIC GROUP COS INC COMMON 460690100 6308 183644 SH Sole 183644 INTERSTATE BAKERIES CORP COMMON 46072H108 547 35800 SH Sole 35800 INTUIT COMMON 461202103 3422 123300 SH Sole 123300 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 1146 22390 SH Sole 22390 INVESTORS FINL SERVICES CORP COMMON 461915100 1252 21350 SH Sole 21350 ISHARES TR S&P 500/BAR GRW 464287309 54794 969800 SH Sole 969800 ISHARES TR S&P 500/BAR VAL 464287408 103407 1741730 SH Sole 1741730 ISHARES TR S&P MIDCAP 400 464287507 14669 160000 SH Sole 160000 IVAX CORP COMMON 465823102 3567 113245 SH Sole 113245 JDS UNIPHASE CORP COMMON 46612J101 46054 2497850 SH Sole 2497850 J P MORGAN CHASE + CO COMMON 46625H100 289248 6442044 SH Sole 6442044 JABIL CIRCUIT INC COMMON 466313103 2458 113700 SH Sole 113700 JACOBS ENGR GROUP INC COMMON 469814107 1089 18780 SH Sole 18780 JEFFERSON PILOT CORP COMMON 475070108 4175 61493 SH Sole 61493 JOHNSON + JOHNSON COMMON 478160104 72552 829453 SH Sole 829453 JOHNSON CTLS INC COMMON 478366107 3206 51330 SH Sole 51330 JONES APPAREL GROUP INC COMMON 480074103 21515 569193 SH Sole 569193 KLA TENCOR CORP COMMON 482480100 4371 111000 SH Sole 111000 K MART CORP COMMON 482584109 2708 288115 SH Sole 288115 KANSAS CITY PWR + LT CO COMMON 485134100 1081 43930 SH Sole 43930 KAYDON CORP COMMON 486587108 573 21230 SH Sole 21230 KEANE INC COMMON 486665102 636 48950 SH Sole 48950 KB HOME COMMON 48666K109 854 26162 SH Sole 26162 KELLOGG CO COMMON 487836108 6542 242020 SH Sole 242020 KELLY SVCS INC CL A 488152208 599 25385 SH Sole 25385 KEMET CORP COMMON 488360108 1054 62200 SH Sole 62200 KENNAMETAL INC COMMON 489170100 595 21630 SH Sole 21630 KERR MCGEE CORP COMMON 492386107 3654 56304 SH Sole 56304 KEYCORP NEW COMMON 493267108 6555 254054 SH Sole 254054 KEYSPAN CORP COMMON 49337W100 3063 80325 SH Sole 80325 KIMBERLY CLARK CORP COMMON 494368103 21611 318598 SH Sole 318598 KINDER MORGAN INC KANS COMMON 49455P101 3632 68265 SH Sole 68265 KING PHARMACEUTICALS INC COMMON 495582108 4106 100750 SH Sole 100750 KNIGHT RIDDER INC COMMON 499040103 2351 43770 SH Sole 43770 KOHLS CORP COMMON 500255104 12210 197920 SH Sole 197920 KORN / FERRY INTL COMMON 500643200 446 26600 SH Sole 26600 KROGER CO COMMON 501044101 12665 491076 SH Sole 491076 LSI LOGIC CORP COMMON 502161102 2997 190520 SH Sole 190520 L 3 COMMUNICATIONS HLDG CORP COMMON 502424104 1883 23850 SH Sole 23850 LABRANCHE + CO INC COMMON 505447102 1283 39900 SH Sole 39900 LAM RESH CORP COMMON 512807108 2067 87050 SH Sole 87050 LANCASTER COLONY CORP COMMON 513847103 778 26770 SH Sole 26770 LANCE INC COMMON 514606102 231 20540 SH Sole 20540 LANDS END INC COMMON 515086106 568 20700 SH Sole 20700 LATTICE SEMICONDUCTOR CORP COMMON 518415104 1387 76250 SH Sole 76250 LEAR CORP COMMON 521865105 1326 45250 SH Sole 45250 LEE ENTERPRISES INC COMMON 523768109 945 31040 SH Sole 31040 LEGATO SYSTEMS INC COMMON 524651106 748 62000 SH Sole 62000 LEGGETT + PLATT INC COMMON 524660107 2250 117010 SH Sole 117010 LEGG MASON INC COMMON 524901105 1865 44300 SH Sole 44300 LEHMAN BROTHERS HLDGS INC COMMON 524908100 9349 149110 SH Sole 149110 LENNAR CORP COMMON 526057104 1786 44818 SH Sole 44818 LEUCADIA NATL CORP COMMON 527288104 1264 39300 SH Sole 39300 LEXMARK INTL INC CL A 529771107 3455 75890 SH Sole 75890 LILLY ELI + CO COMMON 532457108 156206 2037648 SH Sole 2037648 LIMITED INC COMMON 532716107 3991 253910 SH Sole 253910 LINCARE HLDGS INC COMMON 532791100 1959 37000 SH Sole 37000 LINCOLN NATL CORP IN COMMON 534187109 4856 114340 SH Sole 114340 LINEAR TECHNOLOGY CORP COMMON 535678106 7761 189000 SH Sole 189000 LITTON INDS INC COMMON 538021106 2611 32500 SH Sole 32500 LIZ CLAIBORNE INC COMMON 539320101 1454 30905 SH Sole 30905 LOCKHEED MARTIN CORP COMMON 539830109 9163 257028 SH Sole 257028 LOEWS CORP COMMON 540424108 6993 117700 SH Sole 117700 LONE STAR STEAKHOUSE + SALOON COMMON 542307103 164 17720 SH Sole 17720 LONGS DRUG STORES CORP COMMON 543162101 659 22290 SH Sole 22290 LONGVIEW FIBRE CO WASHINGTON COMMON 543213102 474 36490 SH Sole 36490 LOUISIANA PAC CORP COMMON 546347105 596 62015 SH Sole 62015 LOWES COS INC COMMON 548661107 13355 228480 SH Sole 228480 LUBRIZOL CORP COMMON 549271104 1120 36980 SH Sole 36980 LUCENT TECHNOLOGIES INC COMMON 549463107 20955 2101791 SH Sole 2101791 LYONDELL CHEMICAL CO COMMON 552078107 1200 83500 SH Sole 83500 M + T BK CORP COMMON 55261F104 4802 68700 SH Sole 68700 MBIA INC COMMON 55262C100 4736 58700 SH Sole 58700 MBNA CORP COMMON 55262L100 16822 508230 SH Sole 508230 MCN ENERGY GROUP INC COMMON 55267J100 1654 64090 SH Sole 64090 MDU RES GROUP INC COMMON 552690109 1429 40000 SH Sole 40000 MGIC INVT CORP WIS COMMON 552848103 4360 63730 SH Sole 63730 MACROVISION CORP COMMON 555904101 1536 35250 SH Sole 35250 MACROMEDIA INC COMMON 556100105 669 41650 SH Sole 41650 MANDALAY RESORT GROUP COMMON 562567107 1081 54145 SH Sole 54145 MANOR CARE INC NEW COMMON 564055101 1247 61130 SH Sole 61130 MANPOWER INC WIS COMMON 56418H100 1549 53780 SH Sole 53780 MARINE DRILLING COS INC COMMON 568240204 1073 40250 SH Sole 40250 MARSH + MCLENNAN COS INC COMMON 571748102 15598 164135 SH Sole 164135 MARSHALL + ILSLEY CORP COMMON 571834100 3860 73090 SH Sole 73090 MARRIOTT INTL INC NEW CL A 571903202 5897 143190 SH Sole 143190 MARTIN MARIETTA MATLS INC COMMON 573284106 1420 33250 SH Sole 33250 MASCO CORP COMMON 574599106 191998 7953517 SH Sole 7953517 MASTEC INC COMMON 576323109 457 33800 SH Sole 33800 MATSUSHITA ELEC INDL LTD ADR ADR 576879209 461 25000 SH Sole 25000 MATTEL INC COMMON 577081102 4517 254641 SH Sole 254641 MAXIM INTEGRATED PRODS INC COMMON 57772K101 7053 169580 SH Sole 169580 MAY DEPT STORES CO COMMON 577778103 6303 177660 SH Sole 177660 MAXXAM INC COMMON 577913106 62 4760 SH Sole 4760 MAYTAG CORP COMMON 578592107 1480 45890 SH Sole 45890 MCCORMICK + CO INC COM NON VTG 579780206 2044 48680 SH Sole 48680 MCDERMOTT INTL INC COMMON 580037109 456 36029 SH Sole 36029 MCDONALDS CORP COMMON 580135101 252011 9491932 SH Sole 9491932 MCGRAW HILL COS INC COMMON 580645109 21020 352392 SH Sole 352392 MCKESSON HBOC INC COMMON 58155Q103 4542 169811 SH Sole 169811 MEAD CORP COMMON 582834107 1506 60034 SH Sole 60034 MEDIA GEN INC CL A 584404107 747 16200 SH Sole 16200 MEDIMMUNE INC COMMON 584699102 4535 126400 SH Sole 126400 MEDTRONIC INC COMMON 585055106 84960 1857450 SH Sole 1857450 MELLON FINL CORP COMMON 58551A108 64568 1593488 SH Sole 1593488 MENTOR GRAPHICS CORP COMMON 587200106 946 45860 SH Sole 45860 MERCANTILE BANKSHARES CORP COMMON 587405101 1837 49662 SH Sole 49662 MERCK + CO INC COMMON 589331107 303683 4001091 SH Sole 4001091 MERCURY INTERACTIVE CORP COMMON 589405109 2020 48250 SH Sole 48250 MEREDITH CORP COMMON 589433101 1042 29856 SH Sole 29856 MERRILL LYNCH + CO INC COMMON 590188108 74084 1337264 SH Sole 1337264 METLIFE INC COMMON 59156R108 13709 456200 SH Sole 456200 MICREL INC COMMON 594793101 1690 60500 SH Sole 60500 MICROSOFT CORP COMMON 594918104 632107 11558521 SH Sole 11558521 MICROCHIP TECHNOLOGY INC COMMON 595017104 2344 92587 SH Sole 92587 MICRON TECHNOLOGY INC COMMON 595112103 14690 353720 SH Sole 353720 MILLENNIUM PHARMACEUTICALS COMMON 599902103 11676 383312 SH Sole 383312 MILLER HERMAN INC COMMON 600544100 1256 54330 SH Sole 54330 MILLIPORE CORP COMMON 601073109 1279 27650 SH Sole 27650 MINERALS TECHNOLOGIES INC COMMON 603158106 503 14390 SH Sole 14390 MINIMED INC COMMON 60365K108 1333 45850 SH Sole 45850 MINNESOTA MNG + MFG CO COMMON 604059105 24539 236180 SH Sole 236180 MIPS TECHNOLOGIES INC CL B 604567206 634 27550 SH Sole 27550 MODINE MFG CO COMMON 607828100 537 20870 SH Sole 20870 MODIS PROFESSIONAL SVCS INC COMMON 607830106 315 68540 SH Sole 68540 MOHAWK INDS INC COMMON 608190104 1045 37200 SH Sole 37200 MOLEX INC COMMON 608554101 4116 116668 SH Sole 116668 MONTANA PWR CO COMMON 612085100 1058 75050 SH Sole 75050 MONY GROUP INC COMMON 615337102 1180 35550 SH Sole 35550 MOODYS CORP COMMON 615369105 2672 96945 SH Sole 96945 MORGAN STANLEY DEAN WITTER+CO COMMON 617446448 94199 1760732 SH Sole 1760732 MOTOROLA INC COMMON 620076109 121424 8515014 SH Sole 8515014 MURPHY OIL CORP COMMON 626717102 2131 32010 SH Sole 32010 MYLAN LABS INC COMMON 628530107 2294 88750 SH Sole 88750 NCH CORP COMMON 628850109 180 3780 SH Sole 3780 NCO GROUP INC COMMON 628858102 465 18200 SH Sole 18200 NCR CORP NEW COMMON 62886E108 2247 57560 SH Sole 57560 NABORS INDUSTRIES INC COMMON 629568106 4546 87700 SH Sole 87700 NASDAQ 100 TR SER 1 631100104 116155 2966930 SH Sole 2966930 NATIONAL CITY CORP COMMON 635405103 9714 363122 SH Sole 363122 NATIONAL COMM BANCORP COMMON 635449101 3621 145927 SH Sole 145927 NATIONAL FUEL GAS CO N J COMMON 636180101 1502 28040 SH Sole 28040 NATIONAL INSTRS CORP COMMON 636518102 1174 36000 SH Sole 36000 NATIONAL OILWELL INC COMMON 637071101 1983 57250 SH Sole 57250 NATIONAL SEMICONDUCTOR CORP COMMON 637640103 2850 106550 SH Sole 106550 NATIONAL SVC INDS INC COMMON 637657107 573 24420 SH Sole 24420 NAVISTAR INTL CORP INC COMMON 63934E108 806 35330 SH Sole 35330 NEIMAN MARCUS GROUP CL A 640204202 747 22900 SH Sole 22900 NEIMAN MARCUS GROUP CL B 640204301 360 11912 SH Sole 11912 NETWORKS ASSOCS INC COMMON 640938106 806 97750 SH Sole 97750 NETWORK APPLIANCE INC COMMON 64120L104 3215 191250 SH Sole 191250 NEUBERGER BERMAN INC COMMON 641234109 2156 34650 SH Sole 34650 NEW YORK TIMES CO CL A 650111107 3976 97046 SH Sole 97046 NEWELL RUBBERMAID INC COMMON 651229106 4215 159075 SH Sole 159075 NEWMONT MNG CORP COMMON 651639106 15776 978689 SH Sole 978689 NEWPORT CORP COMMON 651824104 743 25400 SH Sole 25400 NEWPORT NEWS SHIPBUILDING INC COMMON 652228107 1227 25100 SH Sole 25100 NEXTEL COMMUNICATIONS INC CL A 65332V103 6534 454570 SH Sole 454570 NIAGARA MOHAWK HLDGS INC COMMON 653520106 1615 95578 SH Sole 95578 NICOR INC COMMON 654086107 1015 27235 SH Sole 27235 NIKE INC CL B 654106103 6534 161140 SH Sole 161140 NISOURCE INC COMMON 65473P105 3785 121611 SH Sole 121611 NOBLE AFFILIATES INC COMMON 654894104 1659 39760 SH Sole 39760 NOKIA CORP SPON ADR 654902204 21206 883600 SH Sole 883600 NOBLE DRILLING CORP COMMON 655042109 3700 80150 SH Sole 80150 NORDSON CORP COMMON 655663102 600 23080 SH Sole 23080 NORDSTROM INC COMMON 655664100 1300 79840 SH Sole 79840 NORFOLK SOUTHN CORP COMMON 655844108 3835 229105 SH Sole 229105 NORSK HYDRO A S SPON ADR 656531605 567 13750 SH Sole 13750 NORTEL NETWORKS CORP COMMON 656568102 95792 6817933 SH Sole 6817933 NORTH FORK BANCORPORATION INC COMMON 659424105 3017 116280 SH Sole 116280 NORTHEAST UTILS COMMON 664397106 1773 102030 SH Sole 102030 NORTHERN TRUST CORP COMMON 665859104 8272 132360 SH Sole 132360 NORTHROP GRUMMAN CORP COMMON 666807102 3739 42981 SH Sole 42981 NOVA CORP GA COMMON 669784100 856 46400 SH Sole 46400 NOVELL INC COMMON 670006105 979 195820 SH Sole 195820 NOVELLUS SYS INC COMMON 670008101 3405 83950 SH Sole 83950 NOVO NORDISK A S ADR 670100205 1063 10700 SH Sole 10700 NSTAR COMMON 67019E107 1444 37700 SH Sole 37700 NUCOR CORP COMMON 670346105 11825 295113 SH Sole 295113 NVIDIA CORP COMMON 67066G104 3132 48250 SH Sole 48250 OGE ENERGY CORP COMMON 670837103 1272 55310 SH Sole 55310 OCCIDENTAL PETE CORP COMMON 674599105 5455 220410 SH Sole 220410 OCEAN ENERGY INC TEX COMMON 67481E106 1969 118970 SH Sole 118970 OFFICE DEPOT INC COMMON 676220106 1555 177735 SH Sole 177735 OHIO CAS CORP COMMON 677240103 401 42650 SH Sole 42650 OLD KENT FINL CORP COMMON 679833103 20253 532968 SH Sole 532968 OLD REP INTL CORP COMMON 680223104 2376 83675 SH Sole 83675 OLIN CORP COMMON 680665205 637 31240 SH Sole 31240 OMNICARE INC COMMON 681904108 1403 65430 SH Sole 65430 OMNICOM GROUP COMMON 681919106 8756 105650 SH Sole 105650 ONEOK INC NEW COMMON 682680103 713 17430 SH Sole 17430 ORACLE CORP COMMON 68389X105 180395 12042392 SH Sole 12042392 OUTBACK STEAKHOUSE INC COMMON 689899102 1387 54480 SH Sole 54480 OVERSEAS SHIPHOLDING GROUP INC COMMON 690368105 663 24130 SH Sole 24130 OXFORD HEALTH PLANS INC COMMON 691471106 1868 69850 SH Sole 69850 PG+E CORP COMMON 69331C108 2876 230968 SH Sole 230968 PMI GROUP INC COMMON 69344M101 2043 31440 SH Sole 31440 PNC FINL SVCS GROUP INC COMMON 693475105 11699 172680 SH Sole 172680 PPG INDS INC COMMON 693506107 16664 361548 SH Sole 361548 PPL CORP COMMON 69351T106 3806 86569 SH Sole 86569 PS BUSINESS PKS INC CA COMMON 69360J107 49728 1831611 SH Sole 1831611 PACCAR INC COMMON 693718108 67033 1495864 SH Sole 1495864 PACIFIC CENTY FINL CORP COMMON 694058108 1076 56640 SH Sole 56640 PACIFICARE HEALTH SYSTEMS COMMON 695112102 603 24249 SH Sole 24249 PACTIV CORP COMMON 695257105 1141 94255 SH Sole 94255 PALL CORP COMMON 696429307 1610 73436 SH Sole 73436 PALM INC COMMON 696642107 2839 337718 SH Sole 337718 PAPA JOHNS INTL INC COMMON 698813102 388 16300 SH Sole 16300 PARAMETRIC TECHNOLOGY CORP COMMON 699173100 1472 162420 SH Sole 162420 PARK PL ENTMT CORP COMMON 700690100 2165 211250 SH Sole 211250 PARKER HANNIFIN CORP COMMON 701094104 2760 69482 SH Sole 69482 PAYCHEX INC COMMON 704326107 8240 222324 SH Sole 222324 PAYLESS SHOESOURCE INC COMMON 704379106 970 15583 SH Sole 15583 PENNEY J C INC COMMON 708160106 2500 156355 SH Sole 156355 PENNZOIL QUAKER ST CO COMMON 709323109 782 55889 SH Sole 55889 PENTAIR INC COMMON 709631105 880 34550 SH Sole 34550 PEOPLES ENERGY CORP COMMON 711030106 819 21065 SH Sole 21065 PEOPLESOFT INC COMMON 712713106 3991 170300 SH Sole 170300 PEPSI BOTTLING GROUP INC COMMON 713409100 24074 633364 SH Sole 633364 PEPSIAMERICAS INC COMMON 71343P200 1764 113060 SH Sole 113060 PEPSICO INC COMMON 713448108 251940 5732421 SH Sole 5732421 PERKINELMER INC COMMON 714046109 1563 29805 SH Sole 29805 PERRIGO CO COMMON 714290103 515 52170 SH Sole 52170 PFIZER INC COMMON 717081103 808065 19732962 SH Sole 19732962 PHARMACIA CORP COMMON 71713U102 253563 5034002 SH Sole 5034002 PHELPS DODGE CORP COMMON 717265102 1887 46953 SH Sole 46953 PHILIP MORRIS COS INC COMMON 718154107 62955 1326770 SH Sole 1326770 PHILLIPS PETE CO COMMON 718507106 8386 152330 SH Sole 152330 PINNACLE WEST CAP CORP COMMON 723484101 119878 2613427 SH Sole 2613427 PIONEER NAT RES CO COMMON 723787107 1097 69900 SH Sole 69900 PITNEY BOWES INC COMMON 724479100 5228 150460 SH Sole 150460 PITTSTON CO COM BRINKS GRP 725701106 798 36760 SH Sole 36760 PLACER DOME INC COMMON 725906101 1690 195395 SH Sole 195395 PLANTRONICS INC NEW COMMON 727493108 620 34900 SH Sole 34900 PLEXUS CORP COMMON 729132100 750 29250 SH Sole 29250 POLYCOM INC COMMON 73172K104 718 58050 SH Sole 58050 PORTUGAL TELECOM SGPS SA SPON ADR 737273102 206 24000 SH Sole 24000 POTLATCH CORP COMMON 737628107 541 16940 SH Sole 16940 POTOMAC ELEC PWR CO COMMON 737679100 1849 79090 SH Sole 79090 POWER ONE INC COMMON 739308104 678 46800 SH Sole 46800 POWERWAVE TECHNOLOGIES INC COMMON 739363109 612 44900 SH Sole 44900 PRAXAIR INC COMMON 74005P104 15591 349190 SH Sole 349190 PRECISION CASTPARTS CORP COMMON 740189105 1203 36410 SH Sole 36410 PRICE COMMUNICATIONS CORP COMMON 741437305 679 39450 SH Sole 39450 PRICE T ROWE GROUP INC COMMON 74144T108 2267 72390 SH Sole 72390 PROCTER + GAMBLE CO COMMON 742718109 198128 3164992 SH Sole 3164992 PROGRESS ENERGY INC COMMON 743263105 5281 122620 SH Sole 122620 PROGRESSIVE CORP OHIO COMMON 743315103 4256 43850 SH Sole 43850 PROTECTIVE LIFE CORP COMMON 743674103 1406 45850 SH Sole 45850 PROTEIN DESIGN LABS INC COMMON 74369L103 1368 30750 SH Sole 30750 PROVIDENT FINL GROUP INC COMMON 743866105 975 34650 SH Sole 34650 PROVIDIAN FINL CORP COMMON 74406A102 8367 170574 SH Sole 170574 PUBLIC SVC CO NM COMMON 744499104 806 27790 SH Sole 27790 PUBLIC SVC ENTERPRISE GROUP COMMON 744573106 5522 127945 SH Sole 127945 PUGET ENERGY INC COMMON 745310102 1391 60810 SH Sole 60810 PULTE CORP COMMON 745867101 980 24260 SH Sole 24260 QLOGIC CORP COMMON 747277101 1235 54900 SH Sole 54900 QUAKER OATS CO COMMON 747402105 7633 78650 SH Sole 78650 QUALCOMM INC COMMON 747525103 108135 1909674 SH Sole 1909674 QUANTA SERVICES INC COMMON 74762E102 905 40550 SH Sole 40550 QUANTUM CORP COMMON 747906204 1246 107390 SH Sole 107390 QUEST DIAGNOSTICS INC COMMON 74834L100 2919 32850 SH Sole 32850 QUESTAR CORP COMMON 748356102 1567 57200 SH Sole 57200 QUINTILES TRANSNATIONAL CORP COMMON 748767100 1298 68750 SH Sole 68750 QUORUM HEALTH GROUP INC COMMON 749084109 773 50900 SH Sole 50900 QWEST COMMUNICATIONS INTL INC COMMON 749121109 34636 988176 SH Sole 988176 RPM INC OHIO COMMON 749685103 740 72568 SH Sole 72568 RF MICRO DEVICES INC COMMON 749941100 1354 115850 SH Sole 115850 RADIAN GROUP INC COMMON 750236101 2226 32850 SH Sole 32850 RADIOSHACK CORP COMMON 750438103 4069 110900 SH Sole 110900 RALSTON PURINA CO COMMON 751277302 5747 184484 SH Sole 184484 RATIONAL SOFTWARE CORP COMMON 75409P202 2563 144400 SH Sole 144400 RAYONIER INC COMMON 754907103 794 19230 SH Sole 19230 RAYTHEON CO CL A 755111309 559 19150 SH Sole 19150 RAYTHEON CO CL B 755111408 22311 759390 SH Sole 759390 READERS DIGEST ASSN INC CL A NON VTG 755267101 2010 73150 SH Sole 73150 REEBOK INTL LTD COMMON 758110100 849 34146 SH Sole 34146 REGIONS FINL CORP COMMON 758940100 4104 144310 SH Sole 144310 RELIANT ENERGY INC COMMON 75952J108 7959 175884 SH Sole 175884 RETEK INC COMMON 76128Q109 639 33950 SH Sole 33950 REYNOLDS + REYNOLDS CO CL A 761695105 1254 65160 SH Sole 65160 REYNOLDS R J TOB HLDGS INC COMMON 76182K105 4067 72500 SH Sole 72500 ROBERT HALF INTL INC COMMON 770323103 2369 106000 SH Sole 106000 ROCKWELL INTL CORP NEW COMMON 773903109 3981 109505 SH Sole 109505 ROHM + HAAS CO COMMON 775371107 4039 131099 SH Sole 131099 ROLLINS INC COMMON 775711104 411 21305 SH Sole 21305 ROSLYN BANCORP INC COMMON 778162107 983 43700 SH Sole 43700 ROSS STORES INC COMMON 778296103 1079 57550 SH Sole 57550 ROWAN COS INC COMMON 779382100 1548 56290 SH Sole 56290 ROYAL DUTCH PETE CO NY REG 780257804 87872 1584990 SH Sole 1584990 RUDDICK CORP COMMON 781258108 450 32820 SH Sole 32820 RYDER SYS INC COMMON 783549108 641 35645 SH Sole 35645 RYERSON TULL INC NEW COMMON 78375P107 176 17552 SH Sole 17552 SBC COMMUNICATIONS INC COMMON 78387G103 90146 2019841 SH Sole 2019841 SCI SYS INC COMMON 783890106 1886 103650 SH Sole 103650 SEI INVESTMENTS CO COMMON 784117103 2406 77150 SH Sole 77150 SPX CORP COMMON 784635104 1965 21652 SH Sole 21652 SABRE HLDGS CORP CL A 785905100 3622 78459 SH Sole 78459 SAFECO CORP COMMON 786429100 2146 76150 SH Sole 76150 SAFEWAY INC COMMON 786514208 16490 299000 SH Sole 299000 ST JUDE MED INC COMMON 790849103 2732 50741 SH Sole 50741 ST PAUL COS INC COMMON 792860108 5722 129888 SH Sole 129888 SAKS INC COMMON 79377W108 1307 100532 SH Sole 100532 SANDISK CORP COMMON 80004C101 974 47800 SH Sole 47800 SANMINA CORP COMMON 800907107 3573 182650 SH Sole 182650 SAPIENT CORP COMMON 803062108 520 72350 SH Sole 72350 SARA LEE CORP COMMON 803111103 46755 2166612 SH Sole 2166612 SAWTEK INC COMMON 805468105 539 30250 SH Sole 30250 SCANA CORP NEW COMMON 80589M102 2020 74400 SH Sole 74400 SCHERING PLOUGH CORP COMMON 806605101 70257 1923262 SH Sole 1923262 SCHLUMBERGER LTD COMMON 806857108 136681 2372530 SH Sole 2372530 SCHOLASTIC CORP COMMON 807066105 893 24750 SH Sole 24750 SCHULMAN A INC COMMON 808194104 247 20685 SH Sole 20685 SCHWAB CHARLES CORP COMMON 808513105 32578 2112723 SH Sole 2112723 SCIENTIFIC ATLANTA INC COMMON 808655104 4003 96260 SH Sole 96260 SCOTTISH PWR PLC SPON ADR 81013T705 2583 98515 SH Sole 98515 SEALED AIR CORP NEW COMMON 81211K100 1663 49894 SH Sole 49894 SEARS ROEBUCK + CO COMMON 812387108 7032 199390 SH Sole 199390 SEMTECH CORP COMMON 816850101 1406 47750 SH Sole 47750 SEMPRA ENERGY COMMON 816851109 2841 122025 SH Sole 122025 SENSIENT TECHNOLOGIES CORP COMMON 81725T100 789 34620 SH Sole 34620 SENSORMATIC ELECTRS CORP COMMON 817265101 1060 55805 SH Sole 55805 SEPRACOR INC COMMON 817315104 1765 55160 SH Sole 55160 SEQUA CORP CL A 817320104 288 7380 SH Sole 7380 SHERWIN WILLIAMS CO COMMON 824348106 2441 95800 SH Sole 95800 SIEBEL SYS INC COMMON 826170102 6972 256310 SH Sole 256310 SIEMENS A G SPON ADR 826197501 1023 10000 SH Sole 10000 SIERRA PAC RES NEW COMMON 826428104 825 55732 SH Sole 55732 SIGMA ALDRICH COMMON 826552101 2206 46070 SH Sole 46070 SILICON VY BANCSHARES COMMON 827064106 815 34700 SH Sole 34700 SIX FLAGS INC COMMON 83001P109 1082 55900 SH Sole 55900 SMITH INTL INC COMMON 832110100 2516 35840 SH Sole 35840 SMUCKER J M CO COMMON 832696306 450 17160 SH Sole 17160 SMURFIT STONE CONTAINER CORP COMMON 832727101 37726 2834439 SH Sole 2834439 SNAP ON INC COMMON 833034101 1011 34707 SH Sole 34707 SOLECTRON CORP COMMON 834182107 7315 384800 SH Sole 384800 SOLUTIA INC COMMON 834376105 896 73460 SH Sole 73460 SONOCO PRODS CO COMMON 835495102 1519 70661 SH Sole 70661 SONY CORP ADR 835699307 578 8000 SH Sole 8000 SOTHEBYS HLDGS INC CL A 835898107 768 41830 SH Sole 41830 SOUTHERN CO COMMON 842587107 14151 403288 SH Sole 403288 SOUTHTRUST CORP COMMON 844730101 4615 100885 SH Sole 100885 SOUTHWEST AIRLS CO COMMON 844741108 8020 451857 SH Sole 451857 SOVEREIGN BANCORP INC COMMON 845905108 1480 174800 SH Sole 174800 SPRINT CORP FON GROUP 852061100 74060 3367913 SH Sole 3367913 SPRINT CORP PCS COM SER 1 852061506 10569 556270 SH Sole 556270 STANLEY WORKS COMMON 854616109 1690 51300 SH Sole 51300 STAPLES INC COMMON 855030102 4030 270922 SH Sole 270922 STARBUCKS CORP COMMON 855244109 4789 112850 SH Sole 112850 STARWOOD HOTELS + RESORTS PAIRED CTF 85590A203 3918 115200 SH Sole 115200 STATE STREET CORPORATION COMMON 857477103 9010 96470 SH Sole 96470 STERIS CORP COMMON 859152100 687 48700 SH Sole 48700 STET HELLAS TELECOMMUNICATIONS ADR 859823106 126 13600 SH Sole 13600 STEWART + STEVENSON SVCS INC COMMON 860342104 433 19930 SH Sole 19930 STILWELL FINANCIAL INC COMMON 860831106 14961 557824 SH Sole 557824 STORAGE TECHNOLOGY CORP COMMON 862111200 804 73840 SH Sole 73840 STRUCTURAL DYNAMICS RESH CORP COMMON 863555108 358 25200 SH Sole 25200 STRYKER CORP COMMON 863667101 6098 116710 SH Sole 116710 SUIZA FOODS CORP COMMON 865077101 928 19300 SH Sole 19300 SUN MICROSYSTEMS INC COMMON 866810104 76645 4986654 SH Sole 4986654 SUNGARD DATA SYS INC COMMON 867363103 4649 94440 SH Sole 94440 SUNOCO INC COMMON 86764P109 1645 50729 SH Sole 50729 SUNTRUST BKS INC COMMON 867914103 11453 176747 SH Sole 176747 SUPERIOR INDS INTL INC COMMON 868168105 634 18330 SH Sole 18330 SUPERVALU INC COMMON 868536103 1052 78910 SH Sole 78910 SWIFT TRANSN INC COMMON 870756103 831 44900 SH Sole 44900 SYBASE INC COMMON 871130100 965 62250 SH Sole 62250 SYKES ENTERPRISES INC COMMON 871237103 157 28700 SH Sole 28700 SYLVAN LEARNING SYS INC COMMON 871399101 546 26483 SH Sole 26483 SYMANTEC CORP COMMON 871503108 2247 53730 SH Sole 53730 SYMBOL TECHNOLOGIES INC COMMON 871508107 3049 87367 SH Sole 87367 SYNOPSYS INC COMMON 871607107 2025 43150 SH Sole 43150 SYNOVUS FINL CORP COMMON 87161C105 4628 171400 SH Sole 171400 SYSCO CORP COMMON 871829107 10682 402950 SH Sole 402950 TCF FINANCIAL CORP COMMON 872275102 2157 57080 SH Sole 57080 TECO ENERGY INC COMMON 872375100 2840 94780 SH Sole 94780 TJX COS INC NEW COMMON 872540109 5371 167840 SH Sole 167840 TRW INC COMMON 872649108 2523 74210 SH Sole 74210 TXU CORP COMMON 873168108 6364 154028 SH Sole 154028 TARGET CORP COMMON 87612E106 142091 3938218 SH Sole 3938218 TECH DATA CORP COMMON 878237106 1127 38200 SH Sole 38200 TECUMSEH PRODS CO CL A 878895200 650 13430 SH Sole 13430 TEKTRONIX INC COMMON 879131100 1541 56450 SH Sole 56450 TELE DANMARK SPON ADR CL B 879242105 492 28500 SH Sole 28500 TELECOM ITALIA S.P.A. SPON ADR ORD 87927W106 849 8500 SH Sole 8500 TELEFLEX INC COMMON 879369106 1113 27180 SH Sole 27180 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 44574 1413251 SH Sole 1413251 TELEPHONE + DATA SYS INC COMMON 879433100 3905 41760 SH Sole 41760 TELLABS INC COMMON 879664100 9966 244950 SH Sole 244950 TEMPLE INLAND INC COMMON 879868107 1298 29335 SH Sole 29335 TENET HEALTHCARE CORP COMMON 88033G100 16558 376315 SH Sole 376315 TERADYNE INC COMMON 880770102 3435 104080 SH Sole 104080 TEXACO INC COMMON 881694103 21798 328280 SH Sole 328280 TEXAS INSTRS INC COMMON 882508104 84702 2734088 SH Sole 2734088 TEXTRON INC COMMON 883203101 4825 84880 SH Sole 84880 THERMO ELECTRON CORP COMMON 883556102 2414 107395 SH Sole 107395 THOMAS + BETTS CORP COMMON 884315102 600 34590 SH Sole 34590 3COM CORP COMMON 885535104 1382 241692 SH Sole 241692 TIDEWATER INC COMMON 886423102 1795 39720 SH Sole 39720 TIFFANY + CO NEW COMMON 886547108 2372 87050 SH Sole 87050 TIMKEN CO COMMON 887389104 560 35790 SH Sole 35790 TITAN CORP COMMON 888266103 687 38250 SH Sole 38250 TOOTSIE ROLL INDS INC COMMON 890516107 1663 36032 SH Sole 36032 TORCHMARK INC COMMON 891027104 2924 75310 SH Sole 75310 TOSCO CORP COMMON 891490302 128069 2995054 SH Sole 2995054 TOTAL FINA SA SPON ADR 89151E109 1642 24166 SH Sole 24166 TOYOTA MTR CO SPON ADR 892331307 1663 23500 SH Sole 23500 TOYS R US INC COMMON 892335100 2953 117635 SH Sole 117635 TRANSACTION SYS ARCHITECTS INC CL A 893416107 185 25800 SH Sole 25800 TRANSWITCH CORP COMMON 894065101 770 58650 SH Sole 58650 TRICON GLOBAL RESTAURANTS INC COMMON 895953107 3333 87275 SH Sole 87275 TRIBUNE CO NEW COMMON 896047107 7348 180370 SH Sole 180370 TRIGON HEALTHCARE INC COMMON 89618L100 1375 26700 SH Sole 26700 TRINITY INDS INC COMMON 896522109 510 26165 SH Sole 26165 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 826 55750 SH Sole 55750 TRUE NORTH COMMUNICATIONS COMMON 897844106 1346 35650 SH Sole 35650 TUPPERWARE CORP COMMON 899896104 820 34360 SH Sole 34360 TYCO INTL LTD NEW COMMON 902124106 273357 6323306 SH Sole 6323306 TYSON FOODS INC (DEL) CL A 902494103 2127 157910 SH Sole 157910 UCAR INTL INC COMMON 90262K109 372 32070 SH Sole 32070 USX MARATHON GROUP COMMON 902905827 4992 185250 SH Sole 185250 UST INC COMMON 902911106 2921 97190 SH Sole 97190 US BANCORP DEL COMMON 902973304 237941 10256099 SH Sole 10256099 USG CORP COMMON 903293405 471 30800 SH Sole 30800 USX U S STL GROUP COMMON 90337T101 778 52930 SH Sole 52930 USA ED INC COMMON 90390U102 7112 97900 SH Sole 97900 ULTRAMAR DIAMOND SHAMROCK COMMON 904000106 2236 61792 SH Sole 61792 UNIFI INC COMMON 904677101 270 38095 SH Sole 38095 UNILEVER N V N Y SHS NEW 904784709 17955 341089 SH Sole 341089 UNION PAC CORP COMMON 907818108 37532 667235 SH Sole 667235 UNION PLANTERS CORP COMMON 908068109 3190 82870 SH Sole 82870 UNISYS CORP COMMON 909214108 23148 1653441 SH Sole 1653441 UNITED RENTALS INC COMMON 911363109 815 49900 SH Sole 49900 US AIRWAYS GROUP INC COMMON 911905107 1417 39980 SH Sole 39980 UNITED TECHNOLOGIES CORP COMMON 913017109 161097 2197772 SH Sole 2197772 UNITEDHEALTH GROUP INC COMMON 91324P102 11299 190670 SH Sole 190670 UNITRIN INC COMMON 913275103 1748 48050 SH Sole 48050 UNIVERSAL CORP VA COMMON 913456109 761 19300 SH Sole 19300 UNIVISION COMMUNICATIONS INC CL A 914906102 4811 126080 SH Sole 126080 UNOCAL CORP COMMON 915289102 111177 3215998 SH Sole 3215998 UNUMPROVIDENT CORP COMMON 91529Y106 4198 143683 SH Sole 143683 UTILICORP UTD INC COMMON 918005109 2537 78390 SH Sole 78390 V F CORP COMMON 918204108 2376 67900 SH Sole 67900 VALASSIS COMMUNICATIONS INC COMMON 918866104 1103 38050 SH Sole 38050 VALERO ENERGY CORP COMMON 91913Y100 1539 43350 SH Sole 43350 VALSPAR CORP COMMON 920355104 868 30250 SH Sole 30250 VARCO INTL INC DEL COMMON 922122106 1385 67059 SH Sole 67059 VECTREN CORP COMMON 92240G101 1017 47510 SH Sole 47510 VERITAS SOFTWARE CORP COMMON 923436109 45429 982471 SH Sole 982471 VERIZON COMMUNICATIONS COMMON 92343V104 79420 1610956 SH Sole 1610956 VERTEX PHARMACEUTICALS INC COMMON 92532F100 1536 41950 SH Sole 41950 VIACOM INC CL B 925524308 45768 1040886 SH Sole 1040886 VIAD CORP COMMON 92552R109 1561 65490 SH Sole 65490 VISHAY INTERTECHNOLOGY INC COMMON 928298108 1949 97952 SH Sole 97952 VISTEON CORP COMMON 92839U107 1174 78089 SH Sole 78089 VISX INC COMMON 92844S105 741 43160 SH Sole 43160 VITESSE SEMICONDUCTOR CORP COMMON 928497106 2696 113200 SH Sole 113200 VIVENDI UNIVERSAL SPON ADR 92851S204 728 12000 SH Sole 12000 VODAFONE GROUP PLC NEW SPON ADR 92857W100 6340 233506 SH Sole 233506 VULCAN MATLS CO COMMON 929160109 2822 60260 SH Sole 60260 WGL HLDGS INC COMMON 92924F106 914 33040 SH Sole 33040 WACHOVIA CORP NEW COMMON 929771103 7526 124911 SH Sole 124911 WADDELL + REED FINL INC CL A 930059100 1685 59450 SH Sole 59450 WAL MART STORES INC COMMON 931142103 504261 9985370 SH Sole 9985370 WALGREEN CO COMMON 931422109 100541 2464232 SH Sole 2464232 WALLACE COMPUTER SER INC COMMON 932270101 467 28730 SH Sole 28730 WASHINGTON GROUP INTL INC WARRANTS 938862117 0 9 SH Sole 9 WASHINGTON MUT INC COMMON 939322103 175069 3197615 SH Sole 3197615 WASHINGTON POST CO CL B 939640108 3897 6743 SH Sole 6743 WASTE MGMT INC DEL COMMON 94106L109 9161 370909 SH Sole 370909 WATERS CORP COMMON 941848103 4266 91850 SH Sole 91850 WATSON PHARMACEUTICALS INC COMMON 942683103 3225 61320 SH Sole 61320 WAUSAU MOSINEE PAPER CORP COMMON 943315101 473 36411 SH Sole 36411 WEATHERFORD INTL INC NEW COMMON 947074100 3853 78067 SH Sole 78067 WEBSTER FINL CORP WATERBURY COMMON 947890109 1019 34750 SH Sole 34750 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 3560 37350 SH Sole 37350 WELLS FARGO + CO NEW COMMON 949746101 377297 7626793 SH Sole 7626793 WENDYS INTL INC COMMON 950590109 1514 67845 SH Sole 67845 WESTAMERICA BANCORPORATION COMMON 957090103 979 25930 SH Sole 25930 WESTERN RES INC COMMON 959425109 1185 49700 SH Sole 49700 WESTPOINT STEVENS INC COMMON 961238102 316 35100 SH Sole 35100 WESTVACO CORP COMMON 961548104 1455 60040 SH Sole 60040 WESTWOOD ONE INC COMMON 961815107 1790 77750 SH Sole 77750 WEYERHAEUSER CO COMMON 962166104 6641 130750 SH Sole 130750 WHIRLPOOL CORP COMMON 963320106 1985 39705 SH Sole 39705 WILLAMETTE INDS INC COMMON 969133107 2998 65170 SH Sole 65170 WILLIAMS COS INC COMMON 969457100 12347 288142 SH Sole 288142 WILLIAMS SONOMA INC COMMON 969904101 1059 40350 SH Sole 40350 WILMINGTON TR CORP COMMON 971807102 1358 22980 SH Sole 22980 WIND RIV SYS INC COMMON 973149107 1226 52750 SH Sole 52750 WINN DIXIE STORES INC COMMON 974280109 2373 83660 SH Sole 83660 WISCONSIN CENT TRANSN CORP COMMON 976592105 525 32950 SH Sole 32950 WISCONSIN ENERGY CORP COMMON 976657106 1855 85955 SH Sole 85955 WORLDCOM INC COMMON 98157D106 139433 7461296 SH Sole 7461296 WORTHINGTON INDS IN COMMON 981811102 476 51135 SH Sole 51135 WRIGLEY WM JR CO COMMON 982526105 6527 135270 SH Sole 135270 XCEL ENERGY INC COMMON 98389B100 6120 203239 SH Sole 203239 XILINX INC COMMON 983919101 21518 612620 SH Sole 612620 XEROX CORP COMMON 984121103 2384 397920 SH Sole 397920 YAHOO INC COMMON 984332106 5248 333200 SH Sole 333200 YORK INTL CORP COMMON 986670107 747 26990 SH Sole 26990 ZIONS BANCORP COMMON 989701107 3220 61820 SH Sole 61820 DAIMLER CHRYSLER AG STUTTGART ORD D1668R123 446 10000 SH Sole 10000 EVEREST REINSURANCE GROUP LTD COMMON G3223R108 2167 32570 SH Sole 32570 GLOBAL CROSSING LTD COMMON G3921A100 7129 528449 SH Sole 528449 TRANSOCEAN SEDCO FOREX INC ORD G90078109 8185 188814 SH Sole 188814 TYCOM LTD COMMON G9144B106 3590 272986 SH Sole 272986