13F-HR 1 q1-2002.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 30, 2002 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 13, 2002 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: 962 Form 13F Information Table Value Total: 21,463,563.00 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 1949 478964 SH Sole 478964 AFLAC INC COMMON 001055102 9497 321916 SH Sole 321916 AGCO CORP COMMON 001084102 1221 53500 SH Sole 53500 AGL RES INC COMMON 001204106 971 41320 SH Sole 41320 AES CORP COMMON 00130H105 2957 328538 SH Sole 328538 AK STL HLDG CORP COMMON 001547108 1145 80090 SH Sole 80090 AMR CORP DEL COMMON 001765106 6812 257947 SH Sole 257947 AOL TIME WARNER INC COMMON 00184A105 165056 6979124 SH Sole 6979124 AT + T CORP COMMON 001957109 122383 7795077 SH Sole 7795077 AT + T WIRELESS SVCS INC COMMON 00209A106 36364 4063071 SH Sole 4063071 ABBOTT LABS COMMON 002824100 157937 3002607 SH Sole 3002607 ABERCROMBIE AND FITCH CO CL A 002896207 2265 73550 SH Sole 73550 ACTIVISION INC NEW COMMON 004930202 1204 40350 SH Sole 40350 ACTUATE CORP COMMON 00508B102 8442 1169220 SH Sole 1169220 ACXIOM CORP COMMON 005125109 1799 104956 SH Sole 104956 ADOBE SYS INC COMMON 00724F101 5885 146057 SH Sole 146057 ADTRAN INC COMMON 00738A106 707 29300 SH Sole 29300 ADVANCED FIBRE COMMUNICATIONS COMMON 00754A105 1169 60900 SH Sole 60900 ADVANCED MICRO DEVICES INC COMMON 007903107 3081 209448 SH Sole 209448 ADVENT SOFTWARE INC COMMON 007974108 1491 25200 SH Sole 25200 AETNA INC COMMON 00817Y108 3463 89202 SH Sole 89202 AFFILIATED COMPUTER SVCS INC CL A 008190100 5474 97520 SH Sole 97520 AGILENT TECHNOLOGIES INC COMMON 00846U101 33143 948018 SH Sole 948018 AGILE SOFTWARE CORP DEL COMMON 00846X105 710 58673 SH Sole 58673 AIR PRODS + CHEMS INC COMMON 009158106 28628 554269 SH Sole 554269 AIRBORNE INC COMMON 009269101 625 35720 SH Sole 35720 AIRGAS INC COMMON 009363102 1043 51910 SH Sole 51910 ALASKA AIR GROUP INC COMMON 011659109 658 19760 SH Sole 19760 ALBANY INTL CORP CL A 012348108 702 23182 SH Sole 23182 ALBEMARLE CORP COMMON 012653101 933 33860 SH Sole 33860 ALBERTO CULVER CO CL B CONV 013068101 1920 35561 SH Sole 35561 ALBERTSONS INC COMMON 013104104 8302 250503 SH Sole 250503 ALCAN INC COMMON 013716105 7839 197800 SH Sole 197800 ALCOA INC COMMON 013817101 235989 6253022 SH Sole 6253022 ALCATEL SPON ADR 013904305 170 12000 SH Sole 12000 ALEXANDER + BALDWIN INC COMMON 014482103 832 30120 SH Sole 30120 ALLEGHENY ENERGY INC COMMON 017361106 3186 77058 SH Sole 77058 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 817 49401 SH Sole 49401 ALLERGAN INC COMMON 018490102 5217 80694 SH Sole 80694 ALLETE INC COMMON 018522102 1818 62490 SH Sole 62490 ALLIANT ENERGY CORP COMMON 018802108 1969 65160 SH Sole 65160 ALLIED WASTE INDUSTRIES INC COMMON 019589308 1578 121408 SH Sole 121408 ALLMERICA FINL CORP COMMON 019754100 1767 39350 SH Sole 39350 ALLSTATE CORP COMMON 020002101 16603 439570 SH Sole 439570 ALLTEL CORP COMMON 020039103 10645 191623 SH Sole 191623 ALTERA CORP COMMON 021441100 32613 1491228 SH Sole 1491228 AMAZON COM INC COMMON 023135106 26956 1885001 SH Sole 1885001 AMBAC FINL GROUP INC COMMON 023139108 3841 65033 SH Sole 65033 AMERADA HESS CORP COMMON 023551104 4342 54708 SH Sole 54708 AMEREN CORP COMMON 023608102 3629 84882 SH Sole 84882 AMERICA MOVIL S A DEC V SPON ADR 02364W105 24835 1250481 SH Sole 1250481 AMERICAN ELEC PWR INC COMMON 025537101 9157 198666 SH Sole 198666 AMERICAN EAGLE OUTFITTERS INC COMMON 02553E106 1325 53475 SH Sole 53475 AMERICAN EXPRESS CO COMMON 025816109 98254 2398789 SH Sole 2398789 AMERICAN FINL GROUP INC OHIO COMMON 025932104 1458 50760 SH Sole 50760 AMERICAN GREETINGS CORP CL A 026375105 712 39224 SH Sole 39224 AMERICAN INTL GROUP INC COMMON 026874107 276165 3828186 SH Sole 3828186 AMERICAN MED SYS HLDGS COMMON 02744M108 4896 217500 SH Sole 217500 AMERICAN PWR CONVERSION CORP COMMON 029066107 1781 120515 SH Sole 120515 AMERICAN STD COS INC DEL COMMON 029712106 3782 53450 SH Sole 53450 AMERICAN WTR WKS INC COMMON 030411102 3266 74560 SH Sole 74560 AMERICREDIT CORP COMMON 03060R101 2397 63100 SH Sole 63100 AMERISOURCEBERGEN CORP COMMON 03073E105 4378 64105 SH Sole 64105 AMETEK AEROSPACE PRODS INC COMMON 031100100 907 24370 SH Sole 24370 AMGEN INC COMMON 031162100 112482 1884759 SH Sole 1884759 AMSOUTH BANCORPORATION COMMON 032165102 4937 224621 SH Sole 224621 ANADARKO PETE CORP COMMON 032511107 8658 153405 SH Sole 153405 ANALOG DEVICES INC COMMON 032654105 44747 993495 SH Sole 993495 ANDREW CORP COMMON 034425108 842 50337 SH Sole 50337 ANHEUSER BUSCH COS INC COMMON 035229103 77985 1493959 SH Sole 1493959 ANTENNA TV SA SPON ADR 03672N100 42 26000 SH Sole 26000 AON CORP COMMON 037389103 5808 165940 SH Sole 165940 APACHE CORP COMMON 037411105 4807 84520 SH Sole 84520 APOLLO GROUP INC CL A 037604105 4585 85625 SH Sole 85625 APOGENT TECHNOLOGIES INC COMMON 03760A101 1953 79150 SH Sole 79150 APPLE COMPUTER COMMON 037833100 5156 217821 SH Sole 217821 APRIA HEALTHCARE GROUP INC COMMON 037933108 994 40550 SH Sole 40550 APPLERA CORP COMMON 038020103 26619 1191000 SH Sole 1191000 APPLIED MATERIALS INC COMMON 038222105 62588 1153270 SH Sole 1153270 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 1476 184503 SH Sole 184503 ARCH COAL INC COMMON 039380100 832 38900 SH Sole 38900 ARCHER DANIELS MIDLAND CO COMMON 039483102 5620 403453 SH Sole 403453 ARROW ELECTRS INC COMMON 042735100 2074 74162 SH Sole 74162 ARVINMERITOR INC COMMON 043353101 1415 49567 SH Sole 49567 ASCENTIAL SOFTWARE CORP COMMON 04362P108 743 192960 SH Sole 192960 ASHLAND INC COMMON 044204105 1943 42696 SH Sole 42696 ASSOCIATED BANC CORP COMMON 045487105 1860 48903 SH Sole 48903 ASTORIA FINL CORP COMMON 046265104 1993 68600 SH Sole 68600 ATLAS AIR WORLDWIDE HLDGS INC COMMON 049164106 373 28350 SH Sole 28350 ATMEL CORP COMMON 049513104 3512 346330 SH Sole 346330 AUTODESK INCORPORATED COMMON 052769106 1578 33807 SH Sole 33807 AUTOMATIC DATA PROCESSING INC COMMON 053015103 77574 1331288 SH Sole 1331288 AUTOZONE INC COMMON 053332102 4534 65858 SH Sole 65858 AVAYA INC COMMON 053499109 1639 222062 SH Sole 222062 AVERY DENNISON CORP COMMON 053611109 18479 302784 SH Sole 302784 AVNET INC COMMON 053807103 2388 88240 SH Sole 88240 AVOCENT CORP COMMON 053893103 888 33150 SH Sole 33150 AVON PRODS INC COMMON 054303102 7912 145654 SH Sole 145654 BB+T CORP COMMON 054937107 10831 284203 SH Sole 284203 BISYS GROUP INC COMMON 055472104 3116 88400 SH Sole 88400 BJ SVCS CO COMMON 055482103 4098 118900 SH Sole 118900 BJS WHSL CLUB INC COMMON 05548J106 2400 53700 SH Sole 53700 BP PLC SPON ADR 055622104 289641 5454628 SH Sole 5454628 BT GROUP PLC ADR 05577E101 470 11699 SH Sole 11699 BMC SOFTWARE INC COMMON 055921100 2911 149672 SH Sole 149672 BAKER HUGHES INC COMMON 057224107 7918 207016 SH Sole 207016 BALL CORP COMMON 058498106 1596 33800 SH Sole 33800 BANDAG INC COMMON 059815100 580 15400 SH Sole 15400 BANK AMER CORP COMMON 060505104 280286 4120634 SH Sole 4120634 BANK NEW YORK INC COMMON 064057102 75658 1800523 SH Sole 1800523 BANK ONE CORP COMMON 06423A103 30055 719372 SH Sole 719372 BANKNORTH GROUP INC NEW COMMON 06646R107 2975 112900 SH Sole 112900 BANTA CORP COMMON 066821109 655 18345 SH Sole 18345 BARD C R INC COMMON 067383109 1860 31497 SH Sole 31497 BARNES + NOBLE INC COMMON 067774109 1550 50000 SH Sole 50000 BARRICK GOLD CORP COMMON 067901108 6132 330367 SH Sole 330367 BARR LABS INC COMMON 068306109 2113 32100 SH Sole 32100 BAUSCH + LOMB INC COMMON 071707103 1474 33074 SH Sole 33074 BAXTER INTL INC COMMON 071813109 220913 3711584 SH Sole 3711584 BEA SYS INC COMMON 073325102 1961 143000 SH Sole 143000 BEAR STEARNS COS INC COMMON 073902108 3864 61583 SH Sole 61583 BECKMAN COULTER INC COMMON 075811109 2329 45610 SH Sole 45610 BECTON DICKINSON + CO COMMON 075887109 6013 159419 SH Sole 159419 BED BATH + BEYOND INC COMMON 075896100 24763 733732 SH Sole 733732 BELLSOUTH CORP COMMON 079860102 42679 1157862 SH Sole 1157862 BELO CORP SER A 080555105 1903 81870 SH Sole 81870 BEMIS INC COMMON 081437105 1767 32517 SH Sole 32517 BEST BUY CO INC COMMON 086516101 10333 130466 SH Sole 130466 BIG LOTS INC COMMON 089302103 990 70433 SH Sole 70433 BIOGEN INC COMMON 090597105 4475 91215 SH Sole 91215 BIOMET INC COMMON 090613100 4505 166487 SH Sole 166487 BLACK + DECKER CORPORATION COMMON 091797100 2293 49266 SH Sole 49266 BLACK HILLS CORP COMMON 092113109 659 19695 SH Sole 19695 BLOCK H + R INC COMMON 093671105 5008 112670 SH Sole 112670 BLYTH INDS INC COMMON 09643P108 928 35000 SH Sole 35000 BOB EVANS FARMS INC COMMON 096761101 733 25976 SH Sole 25976 BOEING CO COMMON 097023105 74620 1546532 SH Sole 1546532 BOISE CASCADE CORP COMMON 097383103 1295 35742 SH Sole 35742 BORDERS GROUP INC COMMON 099709107 22284 932000 SH Sole 932000 BORG WARNER AUTOMOTIVE INC COMMON 099724106 1236 19650 SH Sole 19650 BOSTON SCIENTIFIC CORP COMMON 101137107 6238 248617 SH Sole 248617 BOWATER INC COMMON 102183100 18630 374087 SH Sole 374087 BRINKER INTL INC COMMON 109641100 2343 72285 SH Sole 72285 BRISTOL MYERS SQUIBB CO COMMON 110122108 126477 3123666 SH Sole 3123666 BROADCOM CORP CL A 111320107 5806 161715 SH Sole 161715 BROADWING INC COMMON 111620100 1134 162200 SH Sole 162200 BROWN FORMAN CORP CL B CONV 115637209 3065 42129 SH Sole 42129 BRUNSWICK CORP COMMON 117043109 1476 54028 SH Sole 54028 BURLINGTON NORTHN SANTA FE COMMON 12189T104 7149 236877 SH Sole 236877 BURLINGTON RES INC COMMON 122014103 4965 123855 SH Sole 123855 CBRL GROUP INC COMMON 12489V106 1177 41347 SH Sole 41347 CDW COMPUTER CTRS INC COMMON 125129106 3307 65700 SH Sole 65700 C H ROBINSON WORLDWIDE COMMON 12541W100 2113 62900 SH Sole 62900 CIGNA CORP COMMON 125509109 9040 89163 SH Sole 89163 CLECO CORP NEW COMMON 12561W105 800 33460 SH Sole 33460 CMS ENERGY CORP COMMON 125896100 72050 3183817 SH Sole 3183817 CNF INC COMMON 12612W104 1199 36350 SH Sole 36350 CSG SYS INTL INC COMMON 126349109 1123 39450 SH Sole 39450 CSX CORP COMMON 126408103 5023 131813 SH Sole 131813 CVS CORP COMMON 126650100 8270 240897 SH Sole 240897 CABOT CORP COMMON 127055101 1705 46280 SH Sole 46280 CABOT MICROELECTRONICS CORP COMMON 12709P103 1215 17960 SH Sole 17960 CADENCE DESIGN SYS INC COMMON 127387108 4113 181910 SH Sole 181910 CALLAWAY GOLF CO COMMON 131193104 1115 57910 SH Sole 57910 CALPINE CORP COMMON 131347106 2390 188153 SH Sole 188153 CAMPBELL SOUP CO COMMON 134429109 6767 252493 SH Sole 252493 CANADIAN NATL RY CO COMMON 136375102 173883 3480451 SH Sole 3480451 CAPITAL ONE FINL CORP COMMON 14040H105 8461 132507 SH Sole 132507 CARDINAL HEALTH INC COMMON 14149Y108 19644 277103 SH Sole 277103 CARLISLE COS INC COMMON 142339100 984 22510 SH Sole 22510 CARNIVAL CORP COMMON 143658102 98701 3023002 SH Sole 3023002 CARPENTER TECHNOLOGY CORP COMMON 144285103 477 16470 SH Sole 16470 CATALINA MARKETING CORP COMMON 148867104 1495 40950 SH Sole 40950 CATERPILLAR INC COMMON 149123101 140656 2474168 SH Sole 2474168 CELL THERAPEUTICS INC COMMON 150934107 3796 152868 SH Sole 152868 CELGENE CORP COMMON 151020104 637 25734 SH Sole 25734 CENDANT CORP COMMON 151313103 11617 605052 SH Sole 605052 CENTEX CORP COMMON 152312104 1960 37751 SH Sole 37751 CENTURYTEL INC COMMON 156700106 2958 87004 SH Sole 87004 CERIDIAN CORP NEW COMMON 156779100 2399 108810 SH Sole 108810 CERTEGY INC COMMON 156880106 2032 51182 SH Sole 51182 CHARLES RIV LABORATORIES INTL COMMON 159864107 8243 265889 SH Sole 265889 CHARTER ONE FINL INC COMMON 160903100 4325 138544 SH Sole 138544 CHECKFREE CORP NEW COMMON 162813109 882 57550 SH Sole 57550 CHEVRONTEXACO CORP COMMON 166764100 97647 1081723 SH Sole 1081723 CHIRON CORP COMMON 170040109 5360 116798 SH Sole 116798 CHOICEPOINT INC COMMON 170388102 2696 46800 SH Sole 46800 CHUBB CORP COMMON 171232101 7652 104684 SH Sole 104684 CHURCH + DWIGHT INC COMMON 171340102 855 29030 SH Sole 29030 CIENA CORP COMMON 171779101 5540 615554 SH Sole 615554 CINCINNATI FINL CORP COMMON 172062101 4349 99616 SH Sole 99616 CINERGY CORP COMMON 172474108 3663 102464 SH Sole 102464 CIRCUIT CITY STORES INC CIRCT CITY GRP 172737108 2321 128641 SH Sole 128641 CIRRUS LOGIC INC COMMON 172755100 1156 61280 SH Sole 61280 CISCO SYS INC COMMON 17275R102 252578 14918975 SH Sole 14918975 CINTAS CORP COMMON 172908105 5218 104654 SH Sole 104654 CITIGROUP INC COMMON 172967101 723354 14607315 SH Sole 14607315 CITIZENS COMMUNICATIONS CO COMMON 17453B101 1855 172603 SH Sole 172603 CITRIX SYS INC COMMON 177376100 1998 115653 SH Sole 115653 CITY NATL CORP COMMON 178566105 1887 35859 SH Sole 35859 CLAIRE S STORES INC COMMON 179584107 705 36205 SH Sole 36205 CLAYTON HOMES INC COMMON 184190106 1715 102376 SH Sole 102376 CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 48737 948004 SH Sole 948004 CLOROX CO COMMON 189054109 6260 143486 SH Sole 143486 COACH INC COMMON 189754104 1668 32889 SH Sole 32889 COCA COLA CO COMMON 191216100 254979 4879038 SH Sole 4879038 COCA COLA ENTERPRISES INC COMMON 191219104 5149 274154 SH Sole 274154 COLGATE PALMOLIVE CO COMMON 194162103 19440 340159 SH Sole 340159 COLONIAL BANCGROUPINC COMMON 195493309 1279 85700 SH Sole 85700 COMCAST CORP COMMON 200300101 1651 49352 SH Sole 49352 COMCAST CORP CL A SPL 200300200 16981 533983 SH Sole 533983 COMERICA INC COMMON 200340107 6869 109787 SH Sole 109787 COMMERCE BANCORP INC N J COMMON 200519106 2209 49200 SH Sole 49200 COMMSCOPE INC COMMON 203372107 666 38250 SH Sole 38250 COMPAQ COMPUTER CORP COMMON 204493100 36954 3536240 SH Sole 3536240 COMPASS BANCSHARES INC COMMON 20449H109 2928 94850 SH Sole 94850 COMPUTER ASSOC INTL INC COMMON 204912109 7792 355967 SH Sole 355967 COMPUTER SCIENCES CORP COMMON 205363104 128166 2525445 SH Sole 2525445 COMPUWARE CORP COMMON 205638109 2972 230171 SH Sole 230171 COMVERSE TECHNOLOGY INC COMMON 205862402 1454 114751 SH Sole 114751 CONAGRA INC COMMON 205887102 31067 1281107 SH Sole 1281107 CONCORD EFS INC COMMON 206197105 10414 313214 SH Sole 313214 CONECTIV INC COMMON 206829103 1641 65940 SH Sole 65940 CONEXANT SYS INC COMMON 207142100 1899 157569 SH Sole 157569 CONNETICS CORP COMMON 208192104 809 83356 SH Sole 83356 CONOCO INC COMMON 208251504 11256 385750 SH Sole 385750 CONSECO INC COMMON 208464107 729 201334 SH Sole 201334 CONSOLIDATED EDISON INC COMMON 209115104 5483 130832 SH Sole 130832 CONSTELLATION ENERGY GROUP INC COMMON 210371100 3113 100922 SH Sole 100922 CONTINENTAL AIRLS INC CL B CONV 210795308 3200 113000 SH Sole 113000 CONVERGYS CORP COMMON 212485106 3136 106046 SH Sole 106046 COOPER CAMERON CORP COMMON 216640102 2052 40150 SH Sole 40150 COOPER INDS INC COMMON 216669101 2420 57689 SH Sole 57689 COOPER TIRE + RUBR CO COMMON 216831107 967 44652 SH Sole 44652 COORS ADOLPH CO CL B CONV 217016104 1503 22279 SH Sole 22279 COPART INC COMMON 217204106 1209 67400 SH Sole 67400 CORNING INC COMMON 219350105 22009 2888264 SH Sole 2888264 CORRECTIONS CORP AMER NEW COMMON 22025Y407 0 1 SH Sole 1 COSTCO WHSL CORP NEW COMMON 22160K105 34242 859929 SH Sole 859929 COUNTRYWIDE CR INDS INC COMMON 222372104 3388 75701 SH Sole 75701 COVANCE INC COMMON 222816100 910 44850 SH Sole 44850 CRANE CO COMMON 224399105 1004 36732 SH Sole 36732 CREDENCE SYSTEMS CORP COMMON 225302108 985 44850 SH Sole 44850 CREE INC COMMON 225447101 736 54000 SH Sole 54000 CROMPTON CORP COMMON 227116100 1037 83988 SH Sole 83988 CUMMINS INC COMMON 231021106 1201 25425 SH Sole 25425 CYPRESS SEMICONDUCTOR CORP COMMON 232806109 2057 89450 SH Sole 89450 CYTEC INDS INC COMMON 232820100 899 29550 SH Sole 29550 CYTYC CORP COMMON 232946103 2436 90500 SH Sole 90500 DPL INC COMMON 233293109 2404 94093 SH Sole 94093 DQE COMMON 23329J104 886 41600 SH Sole 41600 D.R.HORTON INC COMMON 23331A109 2718 72100 SH Sole 72100 DST SYS INC DEL COMMON 233326107 4462 89600 SH Sole 89600 DSP GROUP INC COMMON 23332B106 408 19950 SH Sole 19950 DTE ENERGY CO COMMON 233331107 4564 100315 SH Sole 100315 DANA CORP COMMON 235811106 1966 91559 SH Sole 91559 DANAHER CORP COMMON 235851102 20727 291853 SH Sole 291853 DARDEN RESTAURANTS INC COMMON 237194105 69156 1703772 SH Sole 1703772 DEAN FOODS CO NEW COMMON 242370104 2452 32385 SH Sole 32385 DEERE + CO COMMON 244199105 22068 484469 SH Sole 484469 DELL COMPUTER CORP COMMON 247025109 115852 4437092 SH Sole 4437092 DELPHI CORP COMMON 247126105 18461 1154525 SH Sole 1154525 DELTA AIR LINES INC COMMON 247361108 5840 178490 SH Sole 178490 DELUXE CORP COMMON 248019101 1890 40862 SH Sole 40862 DENTSPLY INTL INC NEW COMMON 249030107 2147 57945 SH Sole 57945 DEVON ENERGY CORPORATION NEW COMMON 25179M103 4625 95820 SH Sole 95820 DEVRY INC DEL COMMON 251893103 1565 51950 SH Sole 51950 DIAL CORP NEW COMMON 25247D101 1271 70540 SH Sole 70540 DIEBOLD INC COMMON 253651103 2165 53130 SH Sole 53130 DILLARDS INC CL A 254067101 1231 51574 SH Sole 51574 DISNEY WALT CO COMMON 254687106 55716 2414045 SH Sole 2414045 DOLE FOOD INC COMMON 256605106 1288 41550 SH Sole 41550 DOLLAR GEN CORP COMMON 256669102 3337 204971 SH Sole 204971 DOLLAR TREE STORES INC COMMON 256747106 2742 83560 SH Sole 83560 DOMINION RES INC VA NEW COMMON 25746U109 40477 621200 SH Sole 621200 DONALDSON CO INC COMMON 257651109 1320 32830 SH Sole 32830 DONNELLEY R R + SONS CO COMMON 257867101 2166 69643 SH Sole 69643 DOVER CORP COMMON 260003108 5124 124969 SH Sole 124969 DOW CHEM CO COMMON 260543103 130177 3978528 SH Sole 3978528 DOW JONES + CO INC COMMON 260561105 3031 52062 SH Sole 52062 DREYERS GRAND ICE CREAM INC COMMON 261878102 1055 25610 SH Sole 25610 DU PONT E I DE NEMOURS + CO COMMON 263534109 184210 3906891 SH Sole 3906891 DUANE READE INC COMMON 263578106 2124 62500 SH Sole 62500 DUKE ENERGY CO WHEN ISSUED 264399106 19248 509219 SH Sole 509219 DUN AND BRADSTREET CORP DEL COMMON 26483E100 2264 56597 SH Sole 56597 DYCOM INDS INC COMMON 267475101 530 35450 SH Sole 35450 DYNEGY INC NEW CL A 26816Q101 32189 1109978 SH Sole 1109978 EGL INC COMMON 268484102 563 35500 SH Sole 35500 EMC CORP COMMON 268648102 61043 5121094 SH Sole 5121094 ENSCO INTL INC COMMON 26874Q100 3018 100130 SH Sole 100130 EOG RESOURCES INC COMMON 26875P101 2888 71198 SH Sole 71198 E TRADE GROUP INC COMMON 269246104 2611 277160 SH Sole 277160 EASTMAN CHEM CO COMMON 277432100 2318 47501 SH Sole 47501 EASTMAN KODAK CO COMMON 277461109 5611 179997 SH Sole 179997 EATON CORP COMMON 278058102 3463 42759 SH Sole 42759 EATON VANCE CORP COM NON VTG 278265103 2085 52200 SH Sole 52200 ECOLAB INC COMMON 278865100 14151 309504 SH Sole 309504 EDISON INTL COMMON 281020107 3363 200790 SH Sole 200790 EDUCATION MGMT CORP COMMON 28139T101 1092 25900 SH Sole 25900 EDWARDS A G INC COMMON 281760108 2611 59371 SH Sole 59371 EDWARDS LIFESCIENCES CORP COMMON 28176E108 1231 44041 SH Sole 44041 EL PASO CORP COMMON 28336L109 240300 5457649 SH Sole 5457649 ELAN PLC ADR 284131208 466 33500 SH Sole 33500 ELECTRO SCIENTIFIC INDS INC COMMON 285229100 6993 190813 SH Sole 190813 ELECTRONIC ARTS INC COMMON 285512109 6244 102700 SH Sole 102700 ELECTRONIC DATA SYS CORP NEW COMMON 285661104 59844 1031971 SH Sole 1031971 EMERSON ELEC CO COMMON 291011104 20868 363620 SH Sole 363620 EMMIS COMMUNICATIONS CORP CL A 291525103 1025 38350 SH Sole 38350 ENERGY EAST CORP COMMON 29266M109 1890 86880 SH Sole 86880 ENERGIZER HLDGS INC COMMON 29266R108 1614 67944 SH Sole 67944 ENGELHARD CORP COMMON 292845104 2483 80028 SH Sole 80028 ENTERASYS NETWORKS INC COMMON 293637104 606 143375 SH Sole 143375 ENTERCOM COMMUNICATIONS CORP CL A 293639100 1995 36350 SH Sole 36350 ENTERGY CORP COMMON 29364G103 5917 136310 SH Sole 136310 EQUIFAX INC COMMON 294429105 2669 89264 SH Sole 89264 EQUITABLE RES INC COMMON 294549100 21037 604350 SH Sole 604350 EQUITY OFFICE PPTYS TR COM 294741103 7659 255400 SH Sole 255400 EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 4797 166900 SH Sole 166900 ERICSSON L M TEL CO ADR CL B 294821400 493 118000 SH Sole 118000 EXELON CORP COMMON 30161N101 10476 197773 SH Sole 197773 EXPEDITORES INTL WASH INC COMMON 302130109 2345 38450 SH Sole 38450 EXPRESS SCRIPTS INC COMMON 302182100 3392 58900 SH Sole 58900 EXTENDED STAY AMER INC COMMON 30224P101 1209 69500 SH Sole 69500 EXXON MOBIL CORP COMMON 30231G102 601432 13721930 SH Sole 13721930 FEI CO COMMON 30241L109 846 23800 SH Sole 23800 FMC CORP COMMON 302491303 972 23188 SH Sole 23188 FMC TECHNOLOGIES INC COMMON 30249U101 964 48369 SH Sole 48369 FPL GROUP INC COMMON 302571104 6458 108441 SH Sole 108441 FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 2122 74200 SH Sole 74200 FAMILY DLR STORES INC COMMON 307000109 3559 106220 SH Sole 106220 FASTENAL CO COMMON 311900104 2128 28250 SH Sole 28250 FEDERAL HOME LN MTG CORP COMMON 313400301 60145 949105 SH Sole 949105 FEDERAL NATL MTG ASSN COMMON 313586109 371546 4651300 SH Sole 4651300 FEDERAL SIGNAL CORP COMMON 313855108 794 33463 SH Sole 33463 FEDERATED DEPT STORES INC DEL COMMON 31410H101 4829 118203 SH Sole 118203 FEDEX CORP COMMON 31428X106 10689 183974 SH Sole 183974 FERRO CORP COMMON 315405100 734 25500 SH Sole 25500 FIDELITY NATL FINL INC COMMON 316326107 1680 63700 SH Sole 63700 FIFTH THIRD BANCORP COMMON 316773100 63555 941835 SH Sole 941835 FIRST DATA CORP COMMON 319963104 57859 663146 SH Sole 663146 FIRST HEALTH GROUP CORP COMMON 320960107 1789 74120 SH Sole 74120 FIRST TENN NATL CORP COMMON 337162101 3304 94260 SH Sole 94260 FIRST VA BKS INC COMMON 337477103 1906 35547 SH Sole 35547 FISERV INC COMMON 337738108 5404 117505 SH Sole 117505 FIRSTMERIT CORP COMMON 337915102 1817 63100 SH Sole 63100 FIRSTENERGY CORP COMMON 337932107 6342 183410 SH Sole 183410 FLEETBOSTON FINL CORP COMMON 339030108 22518 643374 SH Sole 643374 FLUOR CORP NEW COMMON 343412102 2016 49412 SH Sole 49412 FLOWSERVE CORP COMMON 34354P105 1056 33005 SH Sole 33005 FORD MTR CO DEL COMMON 345370860 97620 5919956 SH Sole 5919956 FOREST LABS INC COMMON 345838106 9002 110181 SH Sole 110181 FOREST OIL CORP COMMON 346091705 1031 34800 SH Sole 34800 FORTUNE BRANDS INC COMMON 349631101 4525 91645 SH Sole 91645 FRANKLIN RES INC COMMON 354613101 20180 481398 SH Sole 481398 FREEPORT MCMORAN COPPER + GOLD CL B 35671D857 1564 88741 SH Sole 88741 FULLER H B CO COMMON 359694106 632 21090 SH Sole 21090 FURNITURE BRANDS INTL INC COMMON 360921100 1482 40650 SH Sole 40650 GATX COMMON 361448103 1151 36190 SH Sole 36190 GALLAGHER ARTHUR J + CO COMMON 363576109 2065 63000 SH Sole 63000 GANNETT INC COMMON 364730101 12424 163257 SH Sole 163257 GAP INC COMMON 364760108 8018 533143 SH Sole 533143 GARTNER GROUP INC NEW CL B 366651206 818 62885 SH Sole 62885 GATEWAY INC COMMON 367626108 1262 199628 SH Sole 199628 GENERAL DYNAMICS CORP COMMON 369550108 63521 676110 SH Sole 676110 GENERAL ELEC CO COMMON 369604103 753107 20109665 SH Sole 20109665 GENERAL MLS INC COMMON 370334104 54762 1121030 SH Sole 1121030 GENERAL MTRS CORP COMMON 370442105 66290 1096606 SH Sole 1096606 GENTEX CORP COMMON 371901109 96101 3243369 SH Sole 3243369 GENUINE PARTS CO COMMON 372460105 3939 107132 SH Sole 107132 GENZYME CORP COMMON 372917104 5712 130800 SH Sole 130800 GEORGIA PAC CORP COMMON 373298108 4241 141614 SH Sole 141614 GILEAD SCIENCES INC COMMON 375558103 5179 143900 SH Sole 143900 GILLETTE CO COMMON 375766102 43817 1288345 SH Sole 1288345 GLATFELTER COMMON 377316104 569 31700 SH Sole 31700 GLAXOSMITHKLINE PLC SPON ADR 37733W105 137785 2931590 SH Sole 2931590 GLOBESPAN VIRATA INC COMMON 37957V106 994 66590 SH Sole 66590 GOLDEN ST BANCORP INC COMMON 381197102 2999 101000 SH Sole 101000 GOLDEN WEST FINL CORP DEL COMMON 381317106 6169 97142 SH Sole 97142 GOLDMAN SACHS GROUP INC COMMON 38141G104 55334 613122 SH Sole 613122 GOODRICH CORP COMMON 382388106 1983 62683 SH Sole 62683 GOODYEAR TIRE AND RUBBER COMMON 382550101 2570 100518 SH Sole 100518 GRAINGER W W INC COMMON 384802104 3242 57657 SH Sole 57657 GRANITE CONSTR INC COMMON 387328107 752 30545 SH Sole 30545 GRANT PRIDE INC COMMON 38821G101 1112 81317 SH Sole 81317 GREAT LAKES CHEMICAL CORP COMMON 390568103 871 30919 SH Sole 30919 GREAT PLAINS ENERGY INC COMMON 391164100 1148 46030 SH Sole 46030 GREATER BAY BANCORP COMMON 391648102 1271 37250 SH Sole 37250 GREENPOINT FINL CORP COMMON 395384100 3255 74480 SH Sole 74480 GTECH HLDGS CORP COMMON 400518106 1038 21300 SH Sole 21300 GUIDANT CORP COMMON 401698105 32297 745556 SH Sole 745556 HCA INC COMMON 404119109 29864 677493 SH Sole 677493 HCC INS HLDGS INC COMMON 404132102 1261 45100 SH Sole 45100 HALLIBURTON CO COMMON 406216101 4517 264628 SH Sole 264628 JOHN HANCOCK FINANCIAL SRVCS COMMON 41014S106 49628 1299490 SH Sole 1299490 HANOVER COMPRESSOR CO COMMON 410768105 844 46900 SH Sole 46900 HARLEY DAVIDSON INC COMMON 412822108 10287 186588 SH Sole 186588 HARRAHS ENTMT INC COMMON 413619107 3062 69189 SH Sole 69189 HARRIS CORP DEL COMMON 413875105 1766 49180 SH Sole 49180 HARSCO CORP COMMON 415864107 1165 29760 SH Sole 29760 HARTE HANKS INC COMMON 416196103 1484 46900 SH Sole 46900 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 147093 2159318 SH Sole 2159318 HASBRO INC COMMON 418056107 1684 106462 SH Sole 106462 HAWAIIAN ELEC INDS INC COMMON 419870100 1110 25220 SH Sole 25220 HEALTHSOUTH CORP COMMON 421924101 17734 1235820 SH Sole 1235820 HEALTH MGMT ASSOC CL A 421933102 19598 945400 SH Sole 945400 HEALTH NET INC COMMON 42222G108 2522 91918 SH Sole 91918 HEINZ H J CO COMMON 423074103 8955 215787 SH Sole 215787 HELLENIC TELECOMMUNICATIONS SPON ADR 423325307 166 22250 SH Sole 22250 HELMERICH AND PAYNE INC COMMON 423452101 1489 37140 SH Sole 37140 HENRY JACK + ASSOC INC COMMON 426281101 1474 66450 SH Sole 66450 HERCULES INC COMMON 427056106 890 66870 SH Sole 66870 HERSHEY FOODS CORP COMMON 427866108 90186 1315821 SH Sole 1315821 HEWLETT PACKARD CO COMMON 428236103 23039 1284252 SH Sole 1284252 HIBERNIA CORP CL A 428656102 2260 118320 SH Sole 118320 HILLENBRAND INDS INC COMMON 431573104 2875 46650 SH Sole 46650 LILLY ELI + CO COMMON 532457108 156352 2051857 SH Sole 2051857 LIMITED INC COMMON 532716107 5703 318630 SH Sole 318630 LINCARE HLDGS INC COMMON 532791100 2172 80100 SH Sole 80100 LINCOLN NATL CORP IN COMMON 534187109 5923 116764 SH Sole 116764 LINEAR TECHNOLOGY CORP COMMON 535678106 8652 195647 SH Sole 195647 LIZ CLAIBORNE INC COMMON 539320101 1838 64798 SH Sole 64798 LOCKHEED MARTIN CORP COMMON 539830109 15738 273332 SH Sole 273332 LOEWS CORP COMMON 540424108 6919 118106 SH Sole 118106 LONGS DRUG STORES CORP COMMON 543162101 785 28178 SH Sole 28178 LONGVIEW FIBRE CO WASHINGTON COMMON 543213102 391 37990 SH Sole 37990 LOUISIANA PAC CORP COMMON 546347105 691 64299 SH Sole 64299 LOWES COS INC COMMON 548661107 20760 477356 SH Sole 477356 LUBRIZOL CORP COMMON 549271104 1323 38030 SH Sole 38030 LUCENT TECHNOLOGIES INC COMMON 549463107 10300 2177663 SH Sole 2177663 LYONDELL CHEMICAL CO COMMON 552078107 1453 87450 SH Sole 87450 M + T BK CORP COMMON 55261F104 5594 69600 SH Sole 69600 MBIA INC COMMON 55262C100 5004 91506 SH Sole 91506 MBNA CORP COMMON 55262L100 20252 525067 SH Sole 525067 MDU RES GROUP INC COMMON 552690109 1610 51950 SH Sole 51950 MGIC INVT CORP WIS COMMON 552848103 4524 66109 SH Sole 66109 MMO2 PLC ADR 55309W101 115 11699 SH Sole 11699 MPS GROUP INC COMMON 553409103 639 73040 SH Sole 73040 MACROVISION CORP COMMON 555904101 1003 37650 SH Sole 37650 MACROMEDIA INC COMMON 556100105 893 43750 SH Sole 43750 MANDALAY RESORT GROUP COMMON 562567107 1644 53545 SH Sole 53545 MANOR CARE INC NEW COMMON 564055101 1468 63022 SH Sole 63022 MANPOWER INC WIS COMMON 56418H100 2198 56530 SH Sole 56530 MARATHON OIL CORP COMMON 565849106 5493 190716 SH Sole 190716 MARSH + MCLENNAN COS INC COMMON 571748102 19088 169307 SH Sole 169307 MARSHALL + ILSLEY CORP COMMON 571834100 4107 65990 SH Sole 65990 MARRIOTT INTL INC NEW CL A 571903202 6678 148568 SH Sole 148568 MARTIN MARIETTA MATLS INC COMMON 573284106 1524 36100 SH Sole 36100 MASCO CORP COMMON 574599106 218781 7970175 SH Sole 7970175 MATSUSHITA ELEC INDL LTD ADR ADR 576879209 309 25000 SH Sole 25000 MATTEL INC COMMON 577081102 5545 266058 SH Sole 266058 MAXIM INTEGRATED PRODS INC COMMON 57772K101 11191 200885 SH Sole 200885 MAY DEPT STORES CO COMMON 577778103 6293 180564 SH Sole 180564 MAYTAG CORP COMMON 578592107 2096 47359 SH Sole 47359 MCCORMICK + CO INC NON VTG 579780206 2637 51580 SH Sole 51580 MCDATA CORPORATION CL A 580031201 992 83600 SH Sole 83600 MCDERMOTT INTL INC COMMON 580037109 590 37948 SH Sole 37948 MCDONALDS CORP COMMON 580135101 263677 9501888 SH Sole 9501888 MCGRAW HILL COS INC COMMON 580645109 24229 355004 SH Sole 355004 MCKESSON CORP COMMON 58155Q103 6631 177155 SH Sole 177155 MEADWESTVACO CORP COMMON 583334107 4060 122478 SH Sole 122478 MEDAREX INC COMMON 583916101 662 41068 SH Sole 41068 MEDIA GEN INC CL A 584404107 1089 17150 SH Sole 17150 MEDIMMUNE INC COMMON 584699102 6000 152562 SH Sole 152562 MEDTRONIC INC COMMON 585055106 101114 2236536 SH Sole 2236536 MELLON FINL CORP COMMON 58551A108 45873 1188720 SH Sole 1188720 MENTOR GRAPHICS CORP COMMON 587200106 1014 47960 SH Sole 47960 MERCANTILE BANKSHARES CORP COMMON 587405101 2248 51962 SH Sole 51962 MERCK + CO INC COMMON 589331107 232125 4031354 SH Sole 4031354 MERCURY INTERACTIVE CORP COMMON 589405109 1920 51006 SH Sole 51006 MEREDITH CORP COMMON 589433101 1293 30406 SH Sole 30406 MERRILL LYNCH + CO INC COMMON 590188108 94574 1707736 SH Sole 1707736 METLIFE INC COMMON 59156R108 39274 1246800 SH Sole 1246800 METRIS COS INC COMMON 591598107 948 47400 SH Sole 47400 MICREL INC COMMON 594793101 1743 69100 SH Sole 69100 MICROSOFT CORP COMMON 594918104 703865 11670781 SH Sole 11670781 MICROCHIP TECHNOLOGY INC COMMON 595017104 4141 98987 SH Sole 98987 MICRON TECHNOLOGY INC COMMON 595112103 12174 370038 SH Sole 370038 MILLENNIUM PHARMACEUTICALS COMMON 599902103 4646 208226 SH Sole 208226 MILLER HERMAN INC COMMON 600544100 1340 56330 SH Sole 56330 MILLIPORE CORP COMMON 601073109 1301 29411 SH Sole 29411 MINERALS TECHNOLOGIES INC COMMON 603158106 763 14540 SH Sole 14540 MINNESOTA MNG + MFG CO COMMON 604059105 27797 241689 SH Sole 241689 MIPS TECHNOLOGIES INC CL B 604567206 194 29000 SH Sole 29000 MIRANT CORP COMMON 604675108 3570 247037 SH Sole 247037 MITSUBISHI TOKYO FIN GROUP INC SPON ADR 606816106 135 22000 SH Sole 22000 MODINE MFG CO COMMON 607828100 669 24770 SH Sole 24770 MOHAWK INDS INC COMMON 608190104 2908 48400 SH Sole 48400 MOLEX INC COMMON 608554101 4153 119780 SH Sole 119780 MONY GROUP INC COMMON 615337102 1427 35400 SH Sole 35400 MOODYS CORP COMMON 615369105 3952 96156 SH Sole 96156 MORGAN STANLEY DEAN WITTER+CO COMMON 617446448 134700 2350375 SH Sole 2350375 MOTOROLA INC COMMON 620076109 125039 8805544 SH Sole 8805544 MURPHY OIL CORP COMMON 626717102 3236 33710 SH Sole 33710 MYLAN LABS INC COMMON 628530107 2757 93600 SH Sole 93600 NCO GROUP INC COMMON 628858102 533 19200 SH Sole 19200 NCR CORP NEW COMMON 62886E108 2679 59870 SH Sole 59870 NIT DOCOMO INC SPON ADR 62942M201 2052 30000 SH Sole 30000 NABORS INDUSTRIES INC COMMON 629568106 3670 86858 SH Sole 86858 NATIONAL CITY CORP COMMON 635405103 11516 374391 SH Sole 374391 NATIONAL COMM FINL CORP COMMON 63545P104 4208 151377 SH Sole 151377 NATIONAL FUEL GAS CO N J COMMON 636180101 1443 59280 SH Sole 59280 NATIONAL INSTRS CORP COMMON 636518102 1593 38100 SH Sole 38100 NATIONAL OILWELL INC COMMON 637071101 1524 60150 SH Sole 60150 NATIONAL SEMICONDUCTOR CORP COMMON 637640103 3689 109513 SH Sole 109513 NAVISTAR INTL CORP INC COMMON 63934E108 1637 36952 SH Sole 36952 NEIMAN MARCUS GROUP CL A 640204202 834 24200 SH Sole 24200 NEIMAN MARCUS GROUP CL B 640204301 390 11912 SH Sole 11912 NETWORKS ASSOCS INC COMMON 640938106 2533 104650 SH Sole 104650 NETWORK APPLIANCE INC COMMON 64120L104 4194 205785 SH Sole 205785 NEUBERGER BERMAN INC COMMON 641234109 2454 52374 SH Sole 52374 NEW PLAN EXCEL RLTY TR INC COM 648053106 1392 69450 SH Sole 69450 NEW YORK CMNTY BANCORP INC COMMON 649445103 2104 76100 SH Sole 76100 NEW YORK TIMES CO CL A 650111107 4449 92957 SH Sole 92957 NEWELL RUBBERMAID INC COMMON 651229106 5257 164473 SH Sole 164473 NEWMONT MNG CORP COMMON 651639106 6687 241480 SH Sole 241480 NEWPORT CORP COMMON 651824104 651 27250 SH Sole 27250 NEWS CORP LTD SP ADR PFD 652487802 339 14134 SH Sole 14134 NEXTEL COMMUNICATIONS INC CL A 65332V103 2647 492079 SH Sole 492079 NICOR INC COMMON 654086107 1243 27298 SH Sole 27298 NIKE INC CL B 654106103 9915 165227 SH Sole 165227 99 CENTS ONLY STORES COMMON 65440K106 1480 38600 SH Sole 38600 NISOURCE INC COMMON 65473P105 2935 127898 SH Sole 127898 NOBLE AFFILIATES INC COMMON 654894104 1647 42160 SH Sole 42160 NOKIA CORP SPON ADR 654902204 20504 988600 SH Sole 988600 NOBLE DRILLING CORP COMMON 655042109 3371 81446 SH Sole 81446 NORDSON CORP COMMON 655663102 744 24680 SH Sole 24680 NORDSTROM INC COMMON 655664100 2030 82838 SH Sole 82838 NORFOLK SOUTHN CORP COMMON 655844108 5704 238251 SH Sole 238251 NORSK HYDRO A S SPON ADR 656531605 659 13750 SH Sole 13750 NORTEL NETWORKS CORP COMMON 656568102 31712 7062899 SH Sole 7062899 NORTH FORK BANCORPORATION INC COMMON 659424105 4295 120780 SH Sole 120780 NORTHEAST UTILS COMMON 664397106 2071 104230 SH Sole 104230 NORTHERN TRUST CORP COMMON 665859104 8229 136893 SH Sole 136893 NORTHROP GRUMMAN CORP COMMON 666807102 16997 150351 SH Sole 150351 NORTHWEST AIRLS CORP CL A 667280101 3795 199000 SH Sole 199000 NOVELL INC COMMON 670006105 850 218533 SH Sole 218533 NOVELLUS SYS INC COMMON 670008101 4781 88327 SH Sole 88327 NOVO NORDISK A S ADR 670100205 1059 26750 SH Sole 26750 NSTAR COMMON 67019E107 1791 39500 SH Sole 39500 NUCOR CORP COMMON 670346105 3080 47938 SH Sole 47938 NVIDIA CORP COMMON 67066G104 3952 89100 SH Sole 89100 OGE ENERGY CORP COMMON 670837103 1389 57960 SH Sole 57960 OCCIDENTAL PETE CORP COMMON 674599105 6713 230299 SH Sole 230299 OCEAN ENERGY INC TEX COMMON 67481E106 2529 127770 SH Sole 127770 OFFICE DEPOT INC COMMON 676220106 3756 189239 SH Sole 189239 OHIO CAS CORP COMMON 677240103 848 44750 SH Sole 44750 OLD REP INTL CORP COMMON 680223104 2829 88475 SH Sole 88475 OLIN CORP COMMON 680665205 607 32290 SH Sole 32290 OMNICARE INC COMMON 681904108 1800 69530 SH Sole 69530 OMNICOM GROUP COMMON 681919106 10820 114617 SH Sole 114617 ONEOK INC NEW COMMON 682680103 925 44384 SH Sole 44384 ORACLE CORP COMMON 68389X105 158207 12359903 SH Sole 12359903 OUTBACK STEAKHOUSE INC COMMON 689899102 2038 56980 SH Sole 56980 OVERSEAS SHIPHOLDING GROUP INC COMMON 690368105 618 25430 SH Sole 25430 OXFORD HEALTH PLANS INC COMMON 691471106 2779 66500 SH Sole 66500 PG+E CORP COMMON 69331C108 5633 239104 SH Sole 239104 PMC SIERRA INC COMMON 69344F106 1656 101700 SH Sole 101700 PMI GROUP INC COMMON 69344M101 2514 33190 SH Sole 33190 PNC FINL SVCS GROUP INC COMMON 693475105 10915 177509 SH Sole 177509 PNM RES INC COMMON 69349H107 892 29090 SH Sole 29090 PPG INDS INC COMMON 693506107 20039 364940 SH Sole 364940 PPL CORP COMMON 69351T106 3578 90332 SH Sole 90332 PACCAR INC COMMON 693718108 69603 950734 SH Sole 950734 PACIFIC CENTY FINL CORP COMMON 694058108 1488 57090 SH Sole 57090 PACIFICARE HEALTH SYSTEMS COMMON 695112102 448 25649 SH Sole 25649 PACKAGING CORP AMER COMMON 695156109 1554 78500 SH Sole 78500 PACTIV CORP COMMON 695257105 1966 98180 SH Sole 98180 PALL CORP COMMON 696429307 1542 75266 SH Sole 75266 PALM INC COMMON 696642107 1381 346015 SH Sole 346015 PAPA JOHNS INTL INC COMMON 698813102 470 16850 SH Sole 16850 PARAMETRIC TECHNOLOGY CORP COMMON 699173100 968 160201 SH Sole 160201 PARK PL ENTMT CORP COMMON 700690100 2364 224050 SH Sole 224050 PARKER HANNIFIN CORP COMMON 701094104 3604 72232 SH Sole 72232 PATTERSON DENTAL CO COMMON 703412106 2200 50300 SH Sole 50300 PATTERSON UTI ENERGY INC COMMON 703481101 1689 56800 SH Sole 56800 PAYCHEX INC COMMON 704326107 9171 231003 SH Sole 231003 PAYLESS SHOESOURCE INC COMMON 704379106 1012 16583 SH Sole 16583 PENNEY J C INC COMMON 708160106 3367 162567 SH Sole 162567 PENNZOIL QUAKER ST CO COMMON 709323109 1270 59139 SH Sole 59139 PENTAIR INC COMMON 709631105 1641 36500 SH Sole 36500 PEOPLES ENERGY CORP COMMON 711030106 861 21859 SH Sole 21859 PEOPLESOFT INC COMMON 712713106 6822 186741 SH Sole 186741 PEPSI BOTTLING GROUP INC COMMON 713409100 22849 883228 SH Sole 883228 PEPSIAMERICAS INC COMMON 71343P200 1671 115910 SH Sole 115910 PEPSICO INC COMMON 713448108 253247 4917410 SH Sole 4917410 PERKINELMER INC COMMON 714046109 1399 75610 SH Sole 75610 PERRIGO CO COMMON 714290103 652 54570 SH Sole 54570 PFIZER INC COMMON 717081103 758962 19098200 SH Sole 19098200 PHARMACIA CORP COMMON 71713U102 231194 5128523 SH Sole 5128523 PHELPS DODGE CORP COMMON 717265102 2043 48516 SH Sole 48516 PHILIP MORRIS COS INC COMMON 718154107 70350 1335681 SH Sole 1335681 PHILLIPS PETE CO COMMON 718507106 121608 1936437 SH Sole 1936437 PINNACLE WEST CAP CORP COMMON 723484101 121360 2676072 SH Sole 2676072 PIONEER NAT RES CO COMMON 723787107 1725 77400 SH Sole 77400 PITNEY BOWES INC COMMON 724479100 6433 150302 SH Sole 150302 PITTSTON CO BRINKS GROUP COMMON 725701106 1013 40360 SH Sole 40360 PIXELWORKS INC COMMON 72581M107 1859 144328 SH Sole 144328 PLACER DOME INC COMMON 725906101 2480 202410 SH Sole 202410 PLANTRONICS INC NEW COMMON 727493108 722 34500 SH Sole 34500 PLEXUS CORP COMMON 729132100 735 31150 SH Sole 31150 PLUM CREEK TIMBER CO INC COMMON 729251108 3345 112600 SH Sole 112600 POLYCOM INC COMMON 73172K104 1827 74250 SH Sole 74250 PORTUGAL TELECOM SGPS SA SPON ADR 737273102 180 24479 SH Sole 24479 POTLATCH CORP COMMON 737628107 709 21055 SH Sole 21055 POTOMAC ELEC PWR CO COMMON 737679100 1865 79890 SH Sole 79890 POWER ONE INC COMMON 739308104 397 48564 SH Sole 48564 POWERWAVE TECHNOLOGIES INC COMMON 739363109 624 48450 SH Sole 48450 PRAXAIR INC COMMON 74005P104 21152 353713 SH Sole 353713 PRECISION CASTPARTS CORP COMMON 740189105 1367 38610 SH Sole 38610 PRICE COMMUNICATIONS CORP COMMON 741437305 720 40800 SH Sole 40800 PRICE T ROWE GROUP INC COMMON 74144T108 2960 76025 SH Sole 76025 PRIDE INTERNATIONAL INC COMMON 74153Q102 1570 98750 SH Sole 98750 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 9250 365600 SH Sole 365600 PROCTER + GAMBLE CO COMMON 742718109 287305 3189085 SH Sole 3189085 PROGRESS ENERGY INC COMMON 743263105 6745 134802 SH Sole 134802 PROGRESSIVE CORP OHIO COMMON 743315103 7536 45229 SH Sole 45229 PROTECTIVE LIFE CORP COMMON 743674103 1590 51000 SH Sole 51000 PROTEIN DESIGN LABS INC COMMON 74369L103 1120 65400 SH Sole 65400 PROVIDENT FINL GROUP INC COMMON 743866105 1054 36600 SH Sole 36600 PROVIDIAN FINL CORP COMMON 74406A102 1285 170214 SH Sole 170214 PUBLIC SVC ENTERPRISE GROUP COMMON 744573106 5812 126900 SH Sole 126900 PUGET ENERGY INC COMMON 745310102 1341 64510 SH Sole 64510 PULTE HOMES INC COMMON 745867101 1782 37238 SH Sole 37238 QLOGIC CORP COMMON 747277101 2839 57323 SH Sole 57323 QUALCOMM INC COMMON 747525103 72841 1935209 SH Sole 1935209 QUANTA SERVICES INC COMMON 74762E102 782 45200 SH Sole 45200 QUANTUM CORP COMMON 747906204 922 115790 SH Sole 115790 QUEST DIAGNOSTICS INC COMMON 74834L100 5940 71700 SH Sole 71700 QUESTAR CORP COMMON 748356102 1558 60600 SH Sole 60600 QUINTILES TRANSNATIONAL CORP COMMON 748767100 1308 73704 SH Sole 73704 QWEST COMMUNICATIONS INTL INC COMMON 749121109 8436 1026294 SH Sole 1026294 RPM INC OHIO COMMON 749685103 1303 83818 SH Sole 83818 RSA SEC INC COMMON 749719100 376 41800 SH Sole 41800 RF MICRO DEVICES INC COMMON 749941100 2229 124500 SH Sole 124500 RADIAN GROUP INC COMMON 750236101 3426 69800 SH Sole 69800 RADIOSHACK CORP COMMON 750438103 3318 110441 SH Sole 110441 RATIONAL SOFTWARE CORP COMMON 75409P202 1896 119750 SH Sole 119750 RAYONIER INC COMMON 754907103 1083 20330 SH Sole 20330 RAYTHEON CO COMMON 755111507 49466 1205015 SH Sole 1205015 READERS DIGEST ASSN INC CL A NON VTG 755267101 1659 74050 SH Sole 74050 REEBOK INTL LTD COMMON 758110100 980 36274 SH Sole 36274 REGIONS FINL CORP COMMON 758940100 4815 140183 SH Sole 140183 RELIANT ENERGY INC COMMON 75952J108 4740 183797 SH Sole 183797 REPUBLIC SVCS INC COMMON 760759100 2350 125800 SH Sole 125800 RETEK INC COMMON 76128Q109 994 37850 SH Sole 37850 REYNOLDS + REYNOLDS CO CL A 761695105 1565 52160 SH Sole 52160 REYNOLDS R J TOB HLDGS INC COMMON 76182K105 4542 70150 SH Sole 70150 ROBERT HALF INTL INC COMMON 770323103 3190 108066 SH Sole 108066 ROCKWELL AUTOMATION INC COMMON 773903109 2280 113653 SH Sole 113653 ROCKWELL COLLINS INC COMMON 774341101 2851 113053 SH Sole 113053 ROHM + HAAS CO COMMON 775371107 5742 135838 SH Sole 135838 ROLLINS INC COMMON 775711104 472 22355 SH Sole 22355 ROSLYN BANCORP INC COMMON 778162107 1353 65350 SH Sole 65350 ROSS STORES INC COMMON 778296103 2240 59200 SH Sole 59200 ROWAN COS INC COMMON 779382100 1330 57706 SH Sole 57706 ROYAL DUTCH PETE CO NY REG 780257804 88073 1621373 SH Sole 1621373 RUDDICK CORP COMMON 781258108 573 34420 SH Sole 34420 RYDER SYS INC COMMON 783549108 1104 37366 SH Sole 37366 SBC COMMUNICATIONS INC COMMON 78387G103 77364 2066359 SH Sole 2066359 SEI INVESTMENTS CO COMMON 784117103 3440 80350 SH Sole 80350 SPX CORP COMMON 784635104 4255 30052 SH Sole 30052 SABRE HLDGS CORP CL A 785905100 3875 82963 SH Sole 82963 SAFECO CORP COMMON 786429100 2524 78766 SH Sole 78766 SAFEWAY INC COMMON 786514208 13929 309393 SH Sole 309393 ST JUDE MED INC COMMON 790849103 4142 53685 SH Sole 53685 ST PAUL COS INC COMMON 792860108 5861 127833 SH Sole 127833 SAKS INC COMMON 79377W108 1388 105532 SH Sole 105532 SANDISK CORP COMMON 80004C101 1101 50750 SH Sole 50750 SANMINA SCI CORP COMMON 800907107 3787 322321 SH Sole 322321 SAPIENT CORP COMMON 803062108 369 77786 SH Sole 77786 SARA LEE CORP COMMON 803111103 10051 484156 SH Sole 484156 SCANA CORP NEW COMMON 80589M102 2385 77950 SH Sole 77950 SCHEIN HENRY INC COMMON 806407102 1401 31800 SH Sole 31800 SCHERING PLOUGH CORP COMMON 806605101 61870 1976664 SH Sole 1976664 SCHLUMBERGER LTD COMMON 806857108 140351 2386108 SH Sole 2386108 SCHOLASTIC CORP COMMON 807066105 1436 26500 SH Sole 26500 SCHULMAN A INC COMMON 808194104 397 21685 SH Sole 21685 SCHWAB CHARLES CORP COMMON 808513105 28414 2170661 SH Sole 2170661 SCIENTIFIC ATLANTA INC COMMON 808655104 2226 96374 SH Sole 96374 SCOTTISH PWR PLC SPON ADR 81013T705 2015 98515 SH Sole 98515 SEALED AIR CORP NEW COMMON 81211K100 2431 51642 SH Sole 51642 SEARS ROEBUCK + CO COMMON 812387108 10197 198885 SH Sole 198885 SEMTECH CORP COMMON 816850101 1914 52450 SH Sole 52450 SEMPRA ENERGY COMMON 816851109 3212 127710 SH Sole 127710 SENSIENT TECHNOLOGIES CORP COMMON 81725T100 810 35170 SH Sole 35170 SEPRACOR INC COMMON 817315104 1123 57910 SH Sole 57910 SEQUA CORP CL A 817320104 406 7780 SH Sole 7780 SHERWIN WILLIAMS CO COMMON 824348106 2712 95217 SH Sole 95217 SIEBEL SYS INC COMMON 826170102 9292 285018 SH Sole 285018 SIEMENS A G SPON ADR 826197501 988 15000 SH Sole 15000 SIERRA PAC RES NEW COMMON 826428104 1146 75932 SH Sole 75932 SIGMA ALDRICH COMMON 826552101 2124 45238 SH Sole 45238 SILICON VY BANCSHARES COMMON 827064106 1041 34400 SH Sole 34400 SIX FLAGS INC COMMON 83001P109 1227 68700 SH Sole 68700 SMITH INTL INC COMMON 832110100 2493 36790 SH Sole 36790 SMITHFIELD FOODS INC COMMON 832248108 2166 83000 SH Sole 83000 SMUCKER J M CO COMMON 832696306 617 18260 SH Sole 18260 SMURFIT STONE CONTAINER CORP COMMON 832727101 49468 2886139 SH Sole 2886139 SNAP ON INC COMMON 833034101 1213 35632 SH Sole 35632 SOLECTRON CORP COMMON 834182107 4201 538543 SH Sole 538543 SOLUTIA INC COMMON 834376105 677 77810 SH Sole 77810 SONOCO PRODS CO COMMON 835495102 2034 71111 SH Sole 71111 SONY CORP ADR 835699307 414 8000 SH Sole 8000 SOTHEBYS HLDGS INC CL A 835898107 732 45580 SH Sole 45580 SOUTHERN CO COMMON 842587107 11350 428455 SH Sole 428455 SOUTHTRUST CORP COMMON 844730101 5636 213552 SH Sole 213552 SOUTHWEST AIRLS CO COMMON 844741108 28734 1484978 SH Sole 1484978 SOVEREIGN BANCORP INC COMMON 845905108 2679 190650 SH Sole 190650 SPRINT CORP COMMON 852061100 52019 3402153 SH Sole 3402153 SPRINT CORP PCS COM SER 1 852061506 6271 609466 SH Sole 609466 STANCORP FINL GROUP INC COMMON 852891100 1226 22300 SH Sole 22300 STANLEY WORKS COMMON 854616109 2425 52442 SH Sole 52442 STAPLES INC COMMON 855030102 5671 284557 SH Sole 284557 STARBUCKS CORP COMMON 855244109 5449 235662 SH Sole 235662 STARWOOD HOTELS + RESORTS PAIRED CTF 85590A203 4585 121919 SH Sole 121919 STATE STREET CORPORATION COMMON 857477103 11085 200166 SH Sole 200166 STERIS CORP COMMON 859152100 1076 51600 SH Sole 51600 STET HELLAS TELECOMMUNICATIONS ADR 859823106 94 13600 SH Sole 13600 STEWART + STEVENSON SVCS INC COMMON 860342104 408 21080 SH Sole 21080 STILWELL FINANCIAL INC COMMON 860831106 13760 561855 SH Sole 561855 STORAGE TECHNOLOGY CORP COMMON 862111200 1676 78190 SH Sole 78190 STRYKER CORP COMMON 863667101 7313 121222 SH Sole 121222 SUN MICROSYSTEMS INC COMMON 866810104 56827 6442958 SH Sole 6442958 SUNGARD DATA SYS INC COMMON 867363103 6854 207880 SH Sole 207880 SUNOCO INC COMMON 86764P109 1867 46673 SH Sole 46673 SUNTRUST BKS INC COMMON 867914103 11875 177956 SH Sole 177956 SUPERIOR INDS INTL INC COMMON 868168105 943 19330 SH Sole 19330 SUPERVALU INC COMMON 868536103 2106 81612 SH Sole 81612 SWIFT TRANSN INC COMMON 870756103 1390 63400 SH Sole 63400 SYBASE INC COMMON 871130100 1282 73400 SH Sole 73400 SYKES ENTERPRISES INC COMMON 871237103 290 29900 SH Sole 29900 SYLVAN LEARNING SYS INC COMMON 871399101 813 28783 SH Sole 28783 SYMANTEC CORP COMMON 871503108 4362 105860 SH Sole 105860 SYMBOL TECHNOLOGIES INC COMMON 871508107 1582 140790 SH Sole 140790 SYNOPSYS INC COMMON 871607107 2485 45050 SH Sole 45050 SYNOVUS FINL CORP COMMON 87161C105 5472 179536 SH Sole 179536 SYSCO CORP COMMON 871829107 12227 410019 SH Sole 410019 TCF FINANCIAL CORP COMMON 872275102 2998 56980 SH Sole 56980 TDC A S SPON ADR 87236N102 454 28500 SH Sole 28500 TECO ENERGY INC COMMON 872375100 2464 86080 SH Sole 86080 TJX COS INC NEW COMMON 872540109 6725 168094 SH Sole 168094 TRW INC COMMON 872649108 4011 77936 SH Sole 77936 TMP WORLDWIDE INC COMMON 872941109 2347 68100 SH Sole 68100 TXU CORP COMMON 873168108 28997 531952 SH Sole 531952 TARGET CORP COMMON 87612E106 173421 4021824 SH Sole 4021824 TECH DATA CORP COMMON 878237106 1884 41050 SH Sole 41050 TECUMSEH PRODS CO CL A 878895200 732 13730 SH Sole 13730 TEKTRONIX INC COMMON 879131100 1341 56666 SH Sole 56666 TELECOM ITALIA S.P.A. SPON ADR ORD 87927W106 695 8500 SH Sole 8500 TELEFLEX INC COMMON 879369106 1582 28930 SH Sole 28930 TELEFONOS DE MEXICO S A SPON ADR ORD 879403780 58495 1448251 SH Sole 1448251 TELEPHONE + DATA SYS INC COMMON 879433100 3844 43560 SH Sole 43560 TELLABS INC COMMON 879664100 2646 252715 SH Sole 252715 TEMPLE INLAND INC COMMON 879868107 1729 30487 SH Sole 30487 TENET HEALTHCARE CORP COMMON 88033G100 13448 200650 SH Sole 200650 TERADYNE INC COMMON 880770102 4391 111355 SH Sole 111355 TEXAS INSTRS INC COMMON 882508104 132492 4002776 SH Sole 4002776 TEXTRON INC COMMON 883203101 4448 87052 SH Sole 87052 THERMO ELECTRON CORP COMMON 883556102 2271 109554 SH Sole 109554 THOMAS + BETTS CORP COMMON 884315102 758 35816 SH Sole 35816 3COM CORP COMMON 885535104 1554 254292 SH Sole 254292 TIDEWATER INC COMMON 886423102 1907 45020 SH Sole 45020 TIFFANY + CO NEW COMMON 886547108 3175 89311 SH Sole 89311 TIMBERLAND CO CL A 887100105 1221 28900 SH Sole 28900 TITAN CORP COMMON 888266103 1165 56400 SH Sole 56400 TOOTSIE ROLL INDS INC COMMON 890516107 1782 38755 SH Sole 38755 TORCHMARK INC COMMON 891027104 3083 76530 SH Sole 76530 TOTAL FINA SA SPON ADR 89151E109 1851 24166 SH Sole 24166 TOYOTA MTR CO SPON ADR 892331307 1367 23500 SH Sole 23500 TOYS R US INC COMMON 892335100 2178 121243 SH Sole 121243 TRANSACTION SYS ARCHITECTS INC CL A 893416107 299 26250 SH Sole 26250 TRANSWITCH CORP COMMON 894065101 200 61300 SH Sole 61300 TRIAD HOSPS INC COMMON 89579K109 1841 53554 SH Sole 53554 TRICON GLOBAL RESTAURANTS INC COMMON 895953107 5286 89935 SH Sole 89935 TRIBUNE CO NEW COMMON 896047107 8349 183661 SH Sole 183661 TRIGON HEALTHCARE INC COMMON 89618L100 1971 26700 SH Sole 26700 TRINITY INDS INC COMMON 896522109 794 32665 SH Sole 32665 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 1163 96858 SH Sole 96858 TUPPERWARE CORP COMMON 899896104 814 35787 SH Sole 35787 TYCO INTL LTD COMMON 902124106 213146 6594864 SH Sole 6594864 TYSON FOODS INC (DEL) CL A 902494103 3285 263257 SH Sole 263257 UCAR INTL INC COMMON 90262K109 588 41420 SH Sole 41420 UST INC COMMON 902911106 4041 103800 SH Sole 103800 US BANCORP DEL COMMON 902973304 233137 10329507 SH Sole 10329507 HILTON HOTELS CORP COMMON 432848109 3255 227593 SH Sole 227593 HISPANIC BROADCASTING CORP CL A 43357B104 2349 80650 SH Sole 80650 HOME DEPOT INC COMMON 437076102 253511 5215210 SH Sole 5215210 HON INDS INC COMMON 438092108 1241 43670 SH Sole 43670 HONEYWELL INTL INC COMMON 438516106 64226 1678230 SH Sole 1678230 HORACE MANN EDUCATORS CORP NEW COMMON 440327104 681 30250 SH Sole 30250 HORMEL FOODS CORP COMMON 440452100 2822 103190 SH Sole 103190 HOSPITALITY PPTYS TR COM 44106M102 1596 46500 SH Sole 46500 HOUSEHOLD INTL INC COMMON 441815107 16027 282164 SH Sole 282164 HUBBELL INC CL B 443510201 1435 43614 SH Sole 43614 HUMANA INC COMMON 444859102 1407 103982 SH Sole 103982 HUNT J B TRANS SVCS INC COMMON 445658107 762 26790 SH Sole 26790 HUNTINGTON BANCSHARES INC COMMON 446150104 3050 154816 SH Sole 154816 ICN PHARMACEUTICALS INC COMMON 448924100 1927 60700 SH Sole 60700 HYPERION SOLUTIONS CORP COMMON 44914M104 720 26673 SH Sole 26673 IDEC PHARMACEUTICALS CORP COMMON 449370105 7295 113450 SH Sole 113450 IMC GLOBAL INC COMMON 449669100 1260 85440 SH Sole 85440 IMS HEALTH INC COMMON 449934108 4088 182107 SH Sole 182107 ITT INDS INC COMMON 450911102 3435 54486 SH Sole 54486 IDACORP INC COMMON 451107106 1129 27880 SH Sole 27880 ILLINOIS TOOL WKS INC COMMON 452308109 60338 833974 SH Sole 833974 IMATION CORP COMMON 45245A107 690 26020 SH Sole 26020 IMMUNEX CORP NEW COMMON 452528102 10158 335700 SH Sole 335700 INCO LTD COMMON 453258402 19278 985060 SH Sole 985060 INCYTE GENOMICS INC COMMON 45337C102 588 49400 SH Sole 49400 INDEPENDENCE CMNTY BK CORP COMMON 453414104 1229 43700 SH Sole 43700 INDYMAC BANCORP INC COMMON 456607100 1105 44750 SH Sole 44750 INFOCUS CORP COMMON 45665B106 528 29000 SH Sole 29000 INFORMATION HLDGS INC COMMON 456727106 648 22500 SH Sole 22500 INTEGRATED DEVICE TECHNOLOGY COMMON 458118106 2581 77650 SH Sole 77650 INTEL CORP COMMON 458140100 398302 13097742 SH Sole 13097742 INTERNATIONAL BUSINESS MACHS COMMON 459200101 357880 3441155 SH Sole 3441155 INTERNATIONAL FLAVOURS COMMON 459506101 2045 58477 SH Sole 58477 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 3440 55200 SH Sole 55200 INTERNATIONAL PAPER CO COMMON 460146103 12778 297099 SH Sole 297099 INTERNATIONAL RECTIFIER CORP COMMON 460254105 2141 47150 SH Sole 47150 INTERNATIONAL SPEEDWAY CORP CL A 460335201 1807 39550 SH Sole 39550 INTERNET SEC SYS INC COMMON 46060X107 811 35500 SH Sole 35500 INTERPUBLIC GROUP COS INC COMMON 460690100 7979 232759 SH Sole 232759 INTERSTATE BAKERIES CORP COMMON 46072H108 910 37600 SH Sole 37600 INTUIT COMMON 461202103 5028 131078 SH Sole 131078 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 1906 36135 SH Sole 36135 INVESTORS FINL SERVICES CORP COMMON 461915100 1818 23900 SH Sole 23900 IVAX CORP COMMON 465823102 2356 146806 SH Sole 146806 JDS UNIPHASE CORP COMMON 46612J101 15007 2547824 SH Sole 2547824 J P MORGAN CHASE + CO COMMON 46625H100 233565 6551621 SH Sole 6551621 JABIL CIRCUIT INC COMMON 466313103 2860 121527 SH Sole 121527 JACOBS ENGR GROUP INC COMMON 469814107 1432 20080 SH Sole 20080 JEFFERSON PILOT CORP COMMON 475070108 4646 92774 SH Sole 92774 JOHNSON + JOHNSON COMMON 478160104 122822 1891031 SH Sole 1891031 JOHNSON CTLS INC COMMON 478366107 28168 318971 SH Sole 318971 JONES APPAREL GROUP INC COMMON 480074103 33679 963643 SH Sole 963643 JOURNAL REGISTER CO COMMON 481138105 4808 226800 SH Sole 226800 KLA TENCOR CORP COMMON 482480100 20172 303341 SH Sole 303341 KAYDON CORP COMMON 486587108 600 22230 SH Sole 22230 KEANE INC COMMON 486665102 957 56100 SH Sole 56100 KB HOME COMMON 48666K109 1347 31030 SH Sole 31030 KELLOGG CO COMMON 487836108 8413 250600 SH Sole 250600 KELLY SVCS INC CL A 488152208 753 26685 SH Sole 26685 KEMET CORP COMMON 488360108 1237 63850 SH Sole 63850 KENNAMETAL INC COMMON 489170100 933 23080 SH Sole 23080 KERR MCGEE CORP COMMON 492386107 3885 61820 SH Sole 61820 KEYCORP NEW COMMON 493267108 6955 260973 SH Sole 260973 KEYSPAN CORP COMMON 49337W100 3119 85720 SH Sole 85720 KIMBERLY CLARK CORP COMMON 494368103 20933 323792 SH Sole 323792 KINDER MORGAN INC KANS COMMON 49455P101 3691 76221 SH Sole 76221 KING PHARMACEUTICALS INC COMMON 495582108 5301 151422 SH Sole 151422 KNIGHT RIDDER INC COMMON 499040103 3562 51849 SH Sole 51849 KOHLS CORP COMMON 500255104 28739 403922 SH Sole 403922 KORN / FERRY INTL COMMON 500643200 280 28100 SH Sole 28100 KRAFT FOODS INC CL A 50075N104 19704 509800 SH Sole 509800 KROGER CO COMMON 501044101 10934 493401 SH Sole 493401 LSI LOGIC CORP COMMON 502161102 3843 226060 SH Sole 226060 LTX CORP COMMON 502392103 980 36050 SH Sole 36050 L 3 COMMUNICATIONS HLDG CORP COMMON 502424104 3270 29200 SH Sole 29200 LABRANCHE + CO INC COMMON 505447102 1355 43650 SH Sole 43650 LAM RESH CORP COMMON 512807108 2744 93600 SH Sole 93600 LANCASTER COLONY CORP COMMON 513847103 1012 27320 SH Sole 27320 LANDS END INC COMMON 515086106 994 22150 SH Sole 22150 LATTICE SEMICONDUCTOR CORP COMMON 518415104 1426 81350 SH Sole 81350 LAUDER ESTEE COS INC CL A 518439104 8909 260800 SH Sole 260800 LEAR CORP COMMON 521865105 2273 47750 SH Sole 47750 LEE ENTERPRISES INC COMMON 523768109 1214 32890 SH Sole 32890 LEGATO SYSTEMS INC COMMON 524651106 599 66500 SH Sole 66500 LEGGETT + PLATT INC COMMON 524660107 3004 121120 SH Sole 121120 LEGG MASON INC COMMON 524901105 2641 49750 SH Sole 49750 LEHMAN BROTHERS HLDGS INC COMMON 524908100 9732 150558 SH Sole 150558 LENNAR CORP COMMON 526057104 2520 47768 SH Sole 47768 LEUCADIA NATL CORP COMMON 527288104 1473 41200 SH Sole 41200 LEXMARK INTL INC CL A 529771107 23764 415607 SH Sole 415607 LIFEPOINT HOSPS INC COMMON 53219L109 1079 29200 SH Sole 29200 USA ED INC COMMON 90390U102 9458 96706 SH Sole 96706 UNIFI INC COMMON 904677101 376 39995 SH Sole 39995 UNILEVER N V NY SHS 904784709 20015 352370 SH Sole 352370 UNION PAC CORP COMMON 907818108 32315 520033 SH Sole 520033 UNION PLANTERS CORP COMMON 908068109 4012 84652 SH Sole 84652 UNISYS CORP COMMON 909214108 2511 198777 SH Sole 198777 UNITED RENTALS INC COMMON 911363109 1498 54500 SH Sole 54500 US AIRWAYS GROUP INC COMMON 911905107 271 41978 SH Sole 41978 UNITED STS STL CORP NEW COMMON 912909108 9171 505263 SH Sole 505263 UNITED TECHNOLOGIES CORP COMMON 913017109 147121 1982757 SH Sole 1982757 UNITEDHEALTH GROUP INC COMMON 91324P102 14689 192209 SH Sole 192209 UNITRIN INC COMMON 913275103 2020 50250 SH Sole 50250 UNIVERSAL COMPRESSION HLDGS COMMON 913431102 3387 128302 SH Sole 128302 UNIVERSAL CORP VA COMMON 913456109 773 19650 SH Sole 19650 UNIVERSAL HEALTH SVCS INC CL B 913903100 1840 44600 SH Sole 44600 UNIVISION COMMUNICATIONS INC CL A 914906102 5438 129479 SH Sole 129479 UNOCAL CORP COMMON 915289102 125472 3221367 SH Sole 3221367 UNUMPROVIDENT CORP COMMON 91529Y106 4166 149159 SH Sole 149159 V F CORP COMMON 918204108 2961 68458 SH Sole 68458 VALASSIS COMMUNICATIONS INC COMMON 918866104 1539 39850 SH Sole 39850 VALERO ENERGY CORP COMMON 91913Y100 3917 79100 SH Sole 79100 VALSPAR CORP COMMON 920355104 1737 36900 SH Sole 36900 VARCO INTL INC DEL COMMON 922122106 1434 71359 SH Sole 71359 VASTERA INC COMMON 92239N109 2208 148898 SH Sole 148898 VECTREN CORP COMMON 92240G101 1294 50360 SH Sole 50360 VERITAS SOFTWARE CORP COMMON 923436109 24871 567443 SH Sole 567443 VERIZON COMMUNICATIONS COMMON 92343V104 76388 1673335 SH Sole 1673335 VERTEX PHARMACEUTICALS INC COMMON 92532F100 1555 55800 SH Sole 55800 VIACOM INC CL B 925524308 72837 1505839 SH Sole 1505839 VIAD CORP COMMON 92552R109 1852 66140 SH Sole 66140 VISHAY INTERTECHNOLOGY INC COMMON 928298108 2409 118452 SH Sole 118452 VISTEON CORP COMMON 92839U107 1329 80296 SH Sole 80296 VISX INC COMMON 92844S105 722 40860 SH Sole 40860 VITESSE SEMICONDUCTOR CORP COMMON 928497106 1210 123430 SH Sole 123430 VIVENDI UNIVERSAL SPON ADR 92851S204 462 12000 SH Sole 12000 VODAFONE GROUP PLC NEW SPON ADR 92857W100 4304 233506 SH Sole 233506 VULCAN MATLS CO COMMON 929160109 2969 62456 SH Sole 62456 WGL HLDGS INC COMMON 92924F106 971 36140 SH Sole 36140 W H ENERGY SVCS INC COMMON 92925E108 585 27083 SH Sole 27083 WPS RES CORP COMMON 92931B106 903 22900 SH Sole 22900 WACHOVIA CORP 2ND NEW COMMON 929903102 158783 4282180 SH Sole 4282180 WADDELL + REED FINL INC CL A 930059100 1814 59500 SH Sole 59500 WAL MART STORES INC COMMON 931142103 617677 10077945 SH Sole 10077945 WALGREEN CO COMMON 931422109 97602 2490479 SH Sole 2490479 WALLACE COMPUTER SER INC COMMON 932270101 615 30430 SH Sole 30430 WASHINGTON MUT INC COMMON 939322103 138826 4190334 SH Sole 4190334 WASHINGTON POST CO CL B 939640108 4336 7143 SH Sole 7143 WASTE MGMT INC DEL COMMON 94106L109 27289 1001440 SH Sole 1001440 WATERS CORP COMMON 941848103 2254 80600 SH Sole 80600 WATSON PHARMACEUTICALS INC COMMON 942683103 1777 65611 SH Sole 65611 WAUSAU MOSINEE PAPER CORP COMMON 943315101 489 38311 SH Sole 38311 WEATHERFORD INTL INC NEW COMMON 947074100 4068 85417 SH Sole 85417 WEBSTER FINL CORP WATERBURY COMMON 947890109 1372 36650 SH Sole 36650 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 5675 89124 SH Sole 89124 WELLS FARGO + CO NEW COMMON 949746101 385777 7809252 SH Sole 7809252 WENDYS INTL INC COMMON 950590109 2253 64403 SH Sole 64403 WESTAMERICA BANCORPORATION COMMON 957090103 1100 25730 SH Sole 25730 WESTERN GAS RES INC COMMON 958259103 906 24350 SH Sole 24350 WESTERN RES INC COMMON 959425109 894 52150 SH Sole 52150 WESTWOOD ONE INC COMMON 961815107 3060 79800 SH Sole 79800 WEYERHAEUSER CO COMMON 962166104 8536 135791 SH Sole 135791 WHIRLPOOL CORP COMMON 963320106 3113 41205 SH Sole 41205 WILLIAMS COS INC COMMON 969457100 7494 318089 SH Sole 318089 WILLIAMS SONOMA INC COMMON 969904101 1952 42450 SH Sole 42450 WILMINGTON TR CORP COMMON 971807102 1638 24330 SH Sole 24330 WILSON GREAT BATCH TECH COMMON 972232102 2558 99500 SH Sole 99500 WIND RIV SYS INC COMMON 973149107 789 58050 SH Sole 58050 WINN DIXIE STORES INC COMMON 974280109 1390 86639 SH Sole 86639 WISCONSIN ENERGY CORP COMMON 976657106 2156 86655 SH Sole 86655 WITNESS SYS INC COMMON 977424100 1647 117023 SH Sole 117023 WORLDCOM INC/WORLDCOM GRP WRLDCOM GP COM 98157D106 51573 7651736 SH Sole 7651736 WORTHINGTON INDS IN COMMON 981811102 808 52578 SH Sole 52578 WRIGLEY WM JR CO COMMON 982526105 7404 138890 SH Sole 138890 WYETH COMMON 983024100 144266 2197505 SH Sole 2197505 XCEL ENERGY INC COMMON 98389B100 5757 227115 SH Sole 227115 XILINX INC COMMON 983919101 41798 1048628 SH Sole 1048628 XEROX CORP COMMON 984121103 4771 443789 SH Sole 443789 YAHOO INC COMMON 984332106 6608 358521 SH Sole 358521 YORK INTL CORP COMMON 986670107 1039 28940 SH Sole 28940 ZIMMER HOLDINGS INC COMMON 98956P102 4068 119467 SH Sole 119467 ZIONS BANCORP COMMON 989701107 3352 56570 SH Sole 56570 DAIMLER CHRYSLER AG STUTTGART ORD D1668R123 450 10000 SH Sole 10000 ACE LTD ORD G0070K103 6672 160000 SH Sole 160000 EVEREST REINSURANCE GROUP LTD COMMON G3223R108 2643 38120 SH Sole 38120 INGERSOLL RAND COMPANY LIMITED CL A G4776G101 91511 1829485 SH Sole 1829485 TRANSOCEAN SEDCO FOREX INC ORD G90078109 6528 196462 SH Sole 196462 XL CAPITAL LTD CL A G98255105 7636 81800 SH Sole 81800