13F-HR 1 q2-2002.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 August 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: 965 Form 13F Information Table Value Total: 18,633,806.00 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 1126 491564 SH Sole 491564 AFLAC INC COMMON 001055102 10260 320616 SH Sole 320616 AGCO CORP COMMON 001084102 1133 58100 SH Sole 58100 AGL RES INC COMMON 001204106 1012 43620 SH Sole 43620 AES CORP COMMON 00130H105 1792 330638 SH Sole 330638 AK STL HLDG CORP COMMON 001547108 1080 84290 SH Sole 84290 AMR CORP DEL COMMON 001765106 9166 543647 SH Sole 543647 AOL TIME WARNER INC COMMON 00184A105 103647 7046024 SH Sole 7046024 AT + T CORP COMMON 001957109 85595 7999517 SH Sole 7999517 AT + T WIRELESS SVCS INC COMMON 00209A106 23959 4095521 SH Sole 4095521 ABBOTT LABS COMMON 002824100 127339 3382187 SH Sole 3382187 ABERCROMBIE AND FITCH CO CL A 002896207 1866 77350 SH Sole 77350 ACTIVISION INC NEW COMMON 004930202 1402 48250 SH Sole 48250 ACTUATE CORP COMMON 00508B102 5261 1169220 SH Sole 1169220 ACXIOM CORP COMMON 005125109 1902 108756 SH Sole 108756 ADOBE SYS INC COMMON 00724F101 4228 148357 SH Sole 148357 ADTRAN INC COMMON 00738A106 572 30100 SH Sole 30100 ADVANCED FIBRE COMMUNICATIONS COMMON 00754A105 1065 64400 SH Sole 64400 ADVANCED MICRO DEVICES INC COMMON 007903107 2053 211248 SH Sole 211248 ADVANCEPCS COMMON 00790K109 1728 72200 SH Sole 72200 ADVENT SOFTWARE INC COMMON 007974108 696 27100 SH Sole 27100 AETNA INC COMMON 00817Y108 4332 90302 SH Sole 90302 AFFILIATED COMPUTER SVCS INC CL A 008190100 4891 103020 SH Sole 103020 AGERE SYS INC CL A 00845V100 1 782 SH Sole 782 AGERE SYS INC CL B 00845V209 448 298778 SH Sole 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ANDREW CORP COMMON 034425108 905 60637 SH Sole 60637 ANHEUSER BUSCH COS INC COMMON 035229103 68448 1368959 SH Sole 1368959 ANTENNA TV SA SPON ADR 03672N100 32 26000 SH Sole 26000 AON CORP COMMON 037389103 4963 168340 SH Sole 168340 APACHE CORP COMMON 037411105 5111 88920 SH Sole 88920 APOLLO GROUP INC CL A 037604105 4212 106837 SH Sole 106837 APOGENT TECHNOLOGIES INC COMMON 03760A101 1715 83350 SH Sole 83350 APPLE COMPUTER COMMON 037833100 3901 220121 SH Sole 220121 APRIA HEALTHCARE GROUP INC COMMON 037933108 951 42450 SH Sole 42450 APPLERA CORP APPLIED BIOSYS COMMON 038020103 23422 1201770 SH Sole 1201770 APPLIED MATERIALS INC COMMON 038222105 44167 2322120 SH Sole 2322120 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 876 185203 SH Sole 185203 AQUILA INC DEL NEW COMMON 03840P102 1114 139190 SH Sole 139190 ARCH COAL INC COMMON 039380100 929 40900 SH Sole 40900 ARCHER DANIELS MIDLAND CO COMMON 039483102 5158 403253 SH Sole 403253 ARROW ELECTRS INC COMMON 042735100 1624 78262 SH Sole 78262 ARVINMERITOR INC COMMON 043353101 1274 53067 SH Sole 53067 ASCENTIAL SOFTWARE CORP COMMON 04362P108 555 198960 SH Sole 198960 ASHLAND INC COMMON 044204105 1741 42996 SH Sole 42996 ASSOCIATED BANC CORP COMMON 045487105 2240 59393 SH Sole 59393 ASTORIA FINL CORP COMMON 046265104 2253 70300 SH Sole 70300 ATLAS AIR WORLDWIDE HLDGS INC COMMON 049164106 110 29850 SH Sole 29850 ATMEL CORP COMMON 049513104 2286 365230 SH Sole 365230 AUTODESK INCORPORATED COMMON 052769106 940 70914 SH Sole 70914 AUTOMATIC DATA PROCESSING INC COMMON 053015103 58449 1342118 SH Sole 1342118 AUTOZONE INC COMMON 053332102 5044 65258 SH Sole 65258 AVAYA INC COMMON 053499109 1106 223462 SH Sole 223462 AVERY DENNISON CORP COMMON 053611109 30436 485038 SH Sole 485038 AVNET INC COMMON 053807103 2055 93440 SH Sole 93440 AVOCENT CORP COMMON 053893103 558 35050 SH Sole 35050 AVON PRODS INC COMMON 054303102 7646 146354 SH Sole 146354 BB+T CORP COMMON 054937107 11449 296603 SH Sole 296603 BISYS GROUP INC COMMON 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6359 334867 SH Sole 334867 BARR LABS INC COMMON 068306109 2160 34000 SH Sole 34000 BAUSCH + LOMB INC COMMON 071707103 1130 33374 SH Sole 33374 BAXTER INTL INC COMMON 071813109 166804 3752624 SH Sole 3752624 BEA SYS INC COMMON 073325102 1360 143000 SH Sole 143000 BEAR STEARNS COS INC COMMON 073902108 3775 61683 SH Sole 61683 BECKMAN COULTER INC COMMON 075811109 2411 48310 SH Sole 48310 BECTON DICKINSON + CO COMMON 075887109 5509 159919 SH Sole 159919 BED BATH + BEYOND INC COMMON 075896100 27962 740922 SH Sole 740922 BELLSOUTH CORP COMMON 079860102 36545 1160162 SH Sole 1160162 BELO CORP COM SER A 080555105 1975 87370 SH Sole 87370 BEMIS INC COMMON 081437105 1559 32817 SH Sole 32817 BEST BUY CO INC COMMON 086516101 7204 198448 SH Sole 198448 BIG LOTS INC COMMON 089302103 1412 71733 SH Sole 71733 BIOGEN INC COMMON 090597105 3808 91915 SH Sole 91915 BIOMET INC COMMON 090613100 4499 165887 SH Sole 165887 BLACK + DECKER CORPORATION COMMON 091797100 2399 49766 SH Sole 49766 BLACK HILLS CORP 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253893 SH Sole 253893 CANADIAN NATL RY CO COMMON 136375102 148306 2863051 SH Sole 2863051 CAPITAL ONE FINL CORP COMMON 14040H105 8309 136107 SH Sole 136107 CARDINAL HEALTH INC COMMON 14149Y108 17170 279603 SH Sole 279603 CARLISLE COS INC COMMON 142339100 1066 23710 SH Sole 23710 CARNIVAL CORP COMMON 143658102 72119 2604502 SH Sole 2604502 CARPENTER TECHNOLOGY CORP COMMON 144285103 500 17370 SH Sole 17370 CATALINA MARKETING CORP COMMON 148867104 1221 43250 SH Sole 43250 CATERPILLAR INC COMMON 149123101 121853 2489338 SH Sole 2489338 CELL THERAPEUTICS INC COMMON 150934107 835 152868 SH Sole 152868 CELGENE CORP COMMON 151020104 394 25734 SH Sole 25734 CENDANT CORP COMMON 151313103 10251 645552 SH Sole 645552 CENTEX CORP COMMON 152312104 2193 37951 SH Sole 37951 CENTURYTEL INC COMMON 156700106 2581 87504 SH Sole 87504 CERIDIAN CORP NEW COMMON 156779100 2189 115310 SH Sole 115310 CERTEGY INC COMMON 156880106 2014 54282 SH Sole 54282 CHARLES RIV LABORATORIES INTL COMMON 159864107 9319 265889 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3909741 SH Sole 3909741 DUANE READE INC COMMON 263578106 4256 125000 SH Sole 125000 DUKE ENERGY CO COMMON 264399106 15974 513619 SH Sole 513619 DUN AND BRADSTREET CORP DEL COMMON 26483E100 1927 58297 SH Sole 58297 DYCOM INDS INC COMMON 267475101 437 37350 SH Sole 37350 DYNEGY INC NEW CL A 26816Q101 8083 1122698 SH Sole 1122698 EGL INC COMMON 268484102 634 37400 SH Sole 37400 EMC CORP COMMON 268648102 39022 5168434 SH Sole 5168434 ENSCO INTL INC COMMON 26874Q100 2882 105730 SH Sole 105730 EOG RESOURCES INC COMMON 26875P101 2850 71798 SH Sole 71798 E TRADE GROUP INC COMMON 269246104 1515 277460 SH Sole 277460 EASTMAN CHEM CO COMMON 277432100 2242 47801 SH Sole 47801 EASTMAN KODAK CO COMMON 277461109 5262 180397 SH Sole 180397 EATON CORP COMMON 278058102 3162 43459 SH Sole 43459 EATON VANCE CORP NON VTG 278265103 1697 54400 SH Sole 54400 ECOLAB INC COMMON 278865100 14461 312814 SH Sole 312814 EDISON INTL COMMON 281020107 3427 201590 SH Sole 201590 EDUCATION MGMT CORP COMMON 28139T101 1116 27400 SH Sole 27400 EDWARDS A G INC COMMON 281760108 2448 62971 SH Sole 62971 EDWARDS LIFESCIENCES CORP COMMON 28176E108 1080 46541 SH Sole 46541 EL PASO CORP COMMON 28336L109 62196 3017749 SH Sole 3017749 ELAN PLC ADR 284131208 183 33500 SH Sole 33500 ELECTRO SCIENTIFIC INDS INC COMMON 285229100 4637 190813 SH Sole 190813 ELECTRONIC ARTS INC COMMON 285512109 7120 107800 SH Sole 107800 ELECTRONIC DATA SYS CORP NEW COMMON 285661104 38612 1039341 SH Sole 1039341 EMERSON ELEC CO COMMON 291011104 31765 593620 SH Sole 593620 EMMIS COMMUNICATIONS CORP CL A 291525103 876 41350 SH Sole 41350 ENERGY EAST CORP COMMON 29266M109 2542 112480 SH Sole 112480 ENERGIZER HLDGS INC COMMON 29266R108 1956 71344 SH Sole 71344 ENGELHARD CORP COMMON 292845104 2272 80228 SH Sole 80228 ENTERCOM COMMUNICATIONS CORP CL A 293639100 1774 38650 SH Sole 38650 ENTERGY CORP COMMON 29364G103 5891 138810 SH Sole 138810 EQUIFAX INC COMMON 294429105 2418 89564 SH Sole 89564 EQUITABLE RES INC COMMON 294549100 20911 609650 SH Sole 609650 EQUITY OFFICE PPTYS TR COM 294741103 7766 258000 SH Sole 258000 EQUITY RESIDENTIAL SH BEN INT 29476L107 4885 169900 SH Sole 169900 ERICSSON L M TEL CO ADR CL B 294821400 170 118000 SH Sole 118000 EXACT SCIENCES CORP COMMON 30063P105 2703 169246 SH Sole 169246 EXELON CORP COMMON 30161N101 10422 199273 SH Sole 199273 EXPEDITORES INTL WASH INC COMMON 302130109 2656 80100 SH Sole 80100 EXPRESS SCRIPTS INC COMMON 302182100 3127 62400 SH Sole 62400 EXTENDED STAY AMER INC COMMON 30224P101 1173 72300 SH Sole 72300 EXXON MOBIL CORP COMMON 30231G102 563157 13762390 SH Sole 13762390 FEI CO COMMON 30241L109 618 25200 SH Sole 25200 FMC CORP COMMON 302491303 823 27288 SH Sole 27288 FMC TECHNOLOGIES INC COMMON 30249U101 1060 51069 SH Sole 51069 FPL GROUP INC COMMON 302571104 6535 108941 SH Sole 108941 FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 2153 88600 SH Sole 88600 FAMILY DLR STORES INC COMMON 307000109 3776 107120 SH Sole 107120 FASTENAL CO COMMON 311900104 2284 59300 SH Sole 59300 FEDERAL HOME LN MTG CORP COMMON 313400301 99960 1633335 SH Sole 1633335 FEDERAL NATL MTG ASSN COMMON 313586109 344932 4677050 SH Sole 4677050 FEDERAL SIGNAL CORP COMMON 313855108 849 35363 SH Sole 35363 FEDERATED DEPT STORES INC DEL COMMON 31410H101 4943 124503 SH Sole 124503 FEDEX CORP COMMON 31428X106 9862 184674 SH Sole 184674 FERRO CORP COMMON 315405100 932 30900 SH Sole 30900 FIDELITY NATL FINL INC COMMON 316326107 2360 74670 SH Sole 74670 FIFTH THIRD BANCORP COMMON 316773100 63490 952595 SH Sole 952595 FIRST DATA CORP COMMON 319963104 71604 1924832 SH Sole 1924832 FIRST HEALTH GROUP CORP COMMON 320960107 2219 79120 SH Sole 79120 FIRST TENN NATL CORP COMMON 337162101 3005 78460 SH Sole 78460 FIRST VA BKS INC COMMON 337477103 2008 37447 SH Sole 37447 FISERV INC COMMON 337738108 4347 118405 SH Sole 118405 FIRSTMERIT CORP COMMON 337915102 1831 66400 SH Sole 66400 FIRSTENERGY CORP COMMON 337932107 6149 184210 SH Sole 184210 FLEETBOSTON FINL CORP COMMON 339030108 20965 648074 SH Sole 648074 FLUOR CORP NEW COMMON 343412102 1940 49812 SH Sole 49812 FLOWSERVE CORP COMMON 34354P105 1283 43055 SH Sole 43055 FORD MTR CO DEL COMMON 345370860 95280 5955006 SH Sole 5955006 FOREST LABS INC COMMON 345838106 7829 110581 SH Sole 110581 FOREST OIL CORP COMMON 346091705 1041 36600 SH Sole 36600 FORTUNE BRANDS INC COMMON 349631101 5205 92945 SH Sole 92945 FRANKLIN RES INC COMMON 354613101 16305 382398 SH Sole 382398 FREEPORT MCMORAN COPPER + GOLD CL B 35671D857 1593 89241 SH Sole 89241 FULLER H B CO COMMON 359694106 647 22090 SH Sole 22090 FURNITURE BRANDS INTL INC COMMON 360921100 1329 43950 SH Sole 43950 GATX COMMON 361448103 1150 38190 SH Sole 38190 GALLAGHER ARTHUR J + CO COMMON 363576109 2332 67300 SH Sole 67300 GANNETT INC COMMON 364730101 30683 404257 SH Sole 404257 GAP INC COMMON 364760108 7617 536443 SH Sole 536443 GARTNER GROUP INC NEW CL B 366651206 619 65885 SH Sole 65885 GATEWAY INC COMMON 367626108 890 200528 SH Sole 200528 GENERAL DYNAMICS CORP COMMON 369550108 72316 679980 SH Sole 679980 GENERAL ELEC CO COMMON 369604103 594955 20480365 SH Sole 20480365 GENERAL MLS INC COMMON 370334104 49730 1128170 SH Sole 1128170 GENERAL MTRS CORP COMMON 370442105 59099 1105686 SH Sole 1105686 GENTEX CORP COMMON 371901109 90011 3276709 SH Sole 3276709 GENUINE PARTS CO COMMON 372460105 3760 107832 SH Sole 107832 GENZYME CORP COMMON 372917104 2545 132300 SH Sole 132300 GEORGIA PAC CORP COMMON 373298108 3503 142514 SH Sole 142514 GILEAD SCIENCES INC COMMON 375558103 5004 152200 SH Sole 152200 GILLETTE CO COMMON 375766102 31486 929605 SH Sole 929605 GLATFELTER COMMON 377316104 635 33800 SH Sole 33800 GLAXOSMITHKLINE PLC SPON ADR 37733W105 73744 1709410 SH Sole 1709410 GLOBESPAN VIRATA INC COMMON 37957V106 258 66590 SH Sole 66590 GOLDEN ST BANCORP INC COMMON 381197102 3853 106300 SH Sole 106300 GOLDEN WEST FINL CORP DEL COMMON 381317106 6592 95842 SH Sole 95842 GOLDMAN SACHS GROUP INC COMMON 38141G104 52587 716932 SH Sole 716932 GOODRICH CORP COMMON 382388106 1723 63083 SH Sole 63083 GOODYEAR TIRE AND RUBBER COMMON 382550101 1890 101018 SH Sole 101018 GRAFTECH INTL LTD COMMON 384313102 537 43620 SH Sole 43620 GRAINGER W W INC COMMON 384802104 2904 57957 SH Sole 57957 GRANITE CONSTR INC COMMON 387328107 816 32245 SH Sole 32245 GRANT PRIDECO INC COMMON 38821G101 1181 86817 SH Sole 86817 GREAT LAKES CHEMICAL CORP COMMON 390568103 822 31019 SH Sole 31019 GREAT PLAINS ENERGY INC COMMON 391164100 984 48330 SH Sole 48330 GREATER BAY BANCORP COMMON 391648102 1213 39450 SH Sole 39450 GREENPOINT FINL CORP COMMON 395384100 3839 78180 SH Sole 78180 GTECH HLDGS CORP COMMON 400518106 1147 44900 SH Sole 44900 GUIDANT CORP COMMON 401698105 22748 752486 SH Sole 752486 HCA INC COMMON 404119109 32317 680363 SH Sole 680363 HCC INS HLDGS INC COMMON 404132102 1281 48600 SH Sole 48600 HALLIBURTON CO COMMON 406216101 4298 269628 SH Sole 269628 JOHN HANCOCK FINANCIAL SRVCS COMMON 41014S106 50457 1433450 SH Sole 1433450 HANOVER COMPRESSOR CO COMMON 410768105 691 51200 SH Sole 51200 HARLEY DAVIDSON INC COMMON 412822108 9607 187388 SH Sole 187388 HARRAHS ENTMT INC COMMON 413619107 3148 70989 SH Sole 70989 HARRIS CORP DEL COMMON 413875105 1877 51780 SH Sole 51780 HARSCO CORP COMMON 415864107 1176 31360 SH Sole 31360 HARTE HANKS INC COMMON 416196103 1512 73600 SH Sole 73600 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 129264 2173608 SH Sole 2173608 HASBRO INC COMMON 418056107 1452 107062 SH Sole 107062 HAWAIIAN ELEC INDS INC COMMON 419870100 1201 28220 SH Sole 28220 HEALTHSOUTH CORP COMMON 421924101 37068 2898220 SH Sole 2898220 HEALTH MGMT ASSOC CL A 421933102 20224 1003670 SH Sole 1003670 HEALTH NET INC COMMON 42222G108 2627 98118 SH Sole 98118 HEINZ H J CO COMMON 423074103 8914 216887 SH Sole 216887 HELLENIC TELECOMMUNICATIONS SPON ADR 423325307 174 22250 SH Sole 22250 HELMERICH AND PAYNE INC COMMON 423452101 1391 38940 SH Sole 38940 HENRY JACK + ASSOC INC COMMON 426281101 1179 70650 SH Sole 70650 HERCULES INC COMMON 427056106 783 67470 SH Sole 67470 HERSHEY FOODS CORP COMMON 427866108 82772 1324351 SH Sole 1324351 HEWLETT PACKARD CO COMMON 428236103 60767 3976878 SH Sole 3976878 HIBERNIA CORP CL A 428656102 2474 125020 SH Sole 125020 HILLENBRAND INDS INC COMMON 431573104 2754 49050 SH Sole 49050 HILTON HOTELS CORP COMMON 432848109 3187 229293 SH Sole 229293 HISPANIC BROADCASTING CORP CL A 43357B104 2217 84950 SH Sole 84950 HOME DEPOT INC COMMON 437076102 193427 5266190 SH Sole 5266190 HON INDS INC COMMON 438092108 1251 45970 SH Sole 45970 HONEYWELL INTL INC COMMON 438516106 55088 1563680 SH Sole 1563680 HORACE MANN EDUCATORS CORP NEW COMMON 440327104 595 31850 SH Sole 31850 HORMEL FOODS CORP COMMON 440452100 2597 108490 SH Sole 108490 HOSPITALITY PPTYS TR COM 44106M102 1785 48900 SH Sole 48900 HOUSEHOLD INTL INC COMMON 441815107 14043 282564 SH Sole 282564 HUBBELL INC CL B 443510201 1575 46114 SH Sole 46114 HUMANA INC COMMON 444859102 1636 104682 SH Sole 104682 HUNT J B TRANS SVCS INC COMMON 445658107 838 28390 SH Sole 28390 HUNTINGTON BANCSHARES INC COMMON 446150104 2972 153016 SH Sole 153016 ICN PHARMACEUTICALS INC COMMON 448924100 1574 65000 SH Sole 65000 HYPERION SOLUTIONS CORP COMMON 44914M104 486 26673 SH Sole 26673 IDEC PHARMACEUTICALS CORP COMMON 449370105 4217 118950 SH Sole 118950 IMC GLOBAL INC COMMON 449669100 1123 89840 SH Sole 89840 IMS HEALTH INC COMMON 449934108 3208 178707 SH Sole 178707 ITT INDS INC COMMON 450911102 3967 56186 SH Sole 56186 IDACORP INC COMMON 451107106 814 29380 SH Sole 29380 ILLINOIS TOOL WKS INC COMMON 452308109 57342 839564 SH Sole 839564 IMATION CORP COMMON 45245A107 816 27420 SH Sole 27420 IMMUNEX CORP NEW COMMON 452528102 7634 341700 SH Sole 341700 INCO LTD COMMON 453258402 13808 609900 SH Sole 609900 INCYTE GENOMICS INC COMMON 45337C102 382 52500 SH Sole 52500 INDEPENDENCE CMNTY BK CORP COMMON 453414104 1320 45100 SH Sole 45100 INDYMAC BANCORP INC COMMON 456607100 1074 47350 SH Sole 47350 INFOCUS CORP COMMON 45665B106 360 30600 SH Sole 30600 INFORMATION HLDGS INC COMMON 456727106 1098 45000 SH Sole 45000 INTEGRATED DEVICE TECHNOLOGY COMMON 458118106 1478 81450 SH Sole 81450 INTEL CORP COMMON 458140100 240856 13183132 SH Sole 13183132 INTERNATIONAL BUSINESS MACHS CL A 459200101 249278 3462195 SH Sole 3462195 INTERNATIONAL FLAVOURS COMMON 459506101 1897 58377 SH Sole 58377 INTERNATIONAL GAME TECHNOLOGY CL A 459902102 3164 55800 SH Sole 55800 INTERNATIONAL PAPER CO COMMON 460146103 13026 298899 SH Sole 298899 INTERNATIONAL RECTIFIER CORP COMMON 460254105 1447 49650 SH Sole 49650 INTERNATIONAL SPEEDWAY CORP CL A 460335201 1666 41550 SH Sole 41550 INTERNET SEC SYS INC COMMON 46060X107 495 37700 SH Sole 37700 INTERPUBLIC GROUP COS INC COMMON 460690100 5855 236459 SH Sole 236459 INTERSIL CORP CL A 46069S109 2271 106200 SH Sole 106200 INTERSTATE BAKERIES CORP COMMON 46072H108 982 34000 SH Sole 34000 INTUIT COMMON 461202103 6512 130978 SH Sole 130978 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 1257 38435 SH Sole 38435 INVESTORS FINL SERVICES CORP COMMON 461915100 1684 50200 SH Sole 50200 IVAX CORP COMMON 465823102 1643 152106 SH Sole 152106 JDS UNIPHASE CORP COMMON 46612J101 6889 2580024 SH Sole 2580024 J P MORGAN CHASE + CO COMMON 46625H100 236084 6960011 SH Sole 6960011 JABIL CIRCUIT INC COMMON 466313103 2580 122227 SH Sole 122227 JACOBS ENGR GROUP INC COMMON 469814107 1477 42460 SH Sole 42460 JEFFERSON PILOT CORP COMMON 475070108 4370 92974 SH Sole 92974 JOHNSON + JOHNSON COMMON 478160104 97404 1863831 SH Sole 1863831 JOHNSON CTLS INC COMMON 478366107 37693 461871 SH Sole 461871 JONES APPAREL GROUP INC COMMON 480074103 36419 971163 SH Sole 971163 JOURNAL REGISTER CO COMMON 481138105 4559 226800 SH Sole 226800 KLA TENCOR CORP COMMON 482480100 13506 307031 SH Sole 307031 KAYDON CORP COMMON 486587108 553 23430 SH Sole 23430 KEANE INC COMMON 486665102 733 59100 SH Sole 59100 KB HOME COMMON 48666K109 1640 31830 SH Sole 31830 KELLOGG CO COMMON 487836108 9080 253200 SH Sole 253200 KELLY SVCS INC CL A 488152208 759 28085 SH Sole 28085 KEMET CORP COMMON 488360108 1198 67050 SH Sole 67050 KENNAMETAL INC COMMON 489170100 976 26680 SH Sole 26680 KERR MCGEE CORP COMMON 492386107 3327 62120 SH Sole 62120 KEYCORP NEW COMMON 493267108 7198 263673 SH Sole 263673 KEYSPAN CORP COMMON 49337W100 3280 87120 SH Sole 87120 KIMBERLY CLARK CORP COMMON 494368103 19914 321192 SH Sole 321192 KINDER MORGAN INC KANS COMMON 49455P101 2875 75621 SH Sole 75621 KING PHARMACEUTICALS INC COMMON 495582108 3414 153422 SH Sole 153422 KNIGHT RIDDER INC COMMON 499040103 3245 51549 SH Sole 51549 KOHLS CORP COMMON 500255104 45642 651282 SH Sole 651282 KORN / FERRY INTL COMMON 500643200 268 29500 SH Sole 29500 KRAFT FOODS INC CL A 50075N104 20995 512700 SH Sole 512700 KROGER CO COMMON 501044101 9781 491501 SH Sole 491501 LSI LOGIC CORP COMMON 502161102 2003 228960 SH Sole 228960 LTX CORP COMMON 502392103 543 38050 SH Sole 38050 L 3 COMMUNICATIONS HLDG CORP COMMON 502424104 3893 72100 SH Sole 72100 LABRANCHE + CO INC COMMON 505447102 1055 46050 SH Sole 46050 LAM RESEARCH CORP COMMON 512807108 1789 99500 SH Sole 99500 LANCASTER COLONY CORP COMMON 513847103 1021 28620 SH Sole 28620 LATTICE SEMICONDUCTOR CORP COMMON 518415104 743 85550 SH Sole 85550 LAUDER ESTEE COS INC CL A 518439104 18132 515100 SH Sole 515100 LEAR CORP COMMON 521865105 2356 50950 SH Sole 50950 LEE ENTERPRISES INC COMMON 523768109 1211 34590 SH Sole 34590 LEGATO SYSTEMS INC COMMON 524651106 320 88800 SH Sole 88800 LEGGETT + PLATT INC COMMON 524660107 2839 121320 SH Sole 121320 LEGG MASON INC COMMON 524901105 2479 50250 SH Sole 50250 LEHMAN BROTHERS HLDGS INC COMMON 524908100 9444 151058 SH Sole 151058 LENNAR CORP COMMON 526057104 3076 50268 SH Sole 50268 LEUCADIA NATL CORP COMMON 527288104 1368 43200 SH Sole 43200 LEXMARK INTL INC CL A 529771107 22797 419057 SH Sole 419057 LIFEPOINT HOSPS INC COMMON 53219L109 1118 30800 SH Sole 30800 LILLY ELI + CO COMMON 532457108 128734 2282517 SH Sole 2282517 LIMITED BRANDS INC COMMON 532716107 6840 321130 SH Sole 321130 LIN TV CORP CL A 532774106 19314 714285 SH Sole 714285 LINCARE HLDGS INC COMMON 532791100 2713 84000 SH Sole 84000 LINCOLN NATL CORP IN COMMON 534187109 4862 115764 SH Sole 115764 LINEAR TECHNOLOGY CORP COMMON 535678106 6174 196447 SH Sole 196447 LIZ CLAIBORNE INC COMMON 539320101 2099 65998 SH Sole 65998 LOCKHEED MARTIN CORP COMMON 539830109 19393 279032 SH Sole 279032 LOEWS CORP COMMON 540424108 6200 117006 SH Sole 117006 LONGS DRUG STORES CORP COMMON 543162101 845 29878 SH Sole 29878 LONGVIEW FIBRE CO WASHINGTON COMMON 543213102 376 39890 SH Sole 39890 LOUISIANA PAC CORP COMMON 546347105 685 64699 SH Sole 64699 LOWES COS INC COMMON 548661107 21826 480756 SH Sole 480756 LUBRIZOL CORP COMMON 549271104 1344 40130 SH Sole 40130 LUCENT TECHNOLOGIES INC COMMON 549463107 3641 2193363 SH Sole 2193363 LYONDELL CHEMICAL CO COMMON 552078107 1465 97050 SH Sole 97050 M + T BK CORP COMMON 55261F104 6218 72500 SH Sole 72500 MBIA INC COMMON 55262C100 5167 91406 SH Sole 91406 MBNA CORP COMMON 55262L100 17433 527167 SH Sole 527167 MDU RES GROUP INC COMMON 552690109 1455 55350 SH Sole 55350 MGIC INVT CORP WIS COMMON 552848103 4435 65409 SH Sole 65409 MMO2 PLC ADR 55309W101 74 11699 SH Sole 11699 MPS GROUP INC COMMON 553409103 657 77340 SH Sole 77340 MACROVISION CORP COMMON 555904101 522 39850 SH Sole 39850 MACROMEDIA INC COMMON 556100105 408 45950 SH Sole 45950 MANDALAY RESORT GROUP COMMON 562567107 1471 53345 SH Sole 53345 MANOR CARE INC NEW COMMON 564055101 1427 62022 SH Sole 62022 MANPOWER INC WIS COMMON 56418H100 2169 59030 SH Sole 59030 MARATHON OIL CORP COMMON 565849106 5199 191716 SH Sole 191716 MARSH + MCLENNAN COS INC COMMON 571748102 16374 169507 SH Sole 169507 MARSHALL + ILSLEY CORP COMMON 571834100 4064 131380 SH Sole 131380 MARRIOTT INTL INC NEW CL A 571903202 5718 150268 SH Sole 150268 MARTIN MARIETTA MATLS INC COMMON 573284106 1486 38100 SH Sole 38100 MASCO CORP COMMON 574599106 212517 7839075 SH Sole 7839075 MATSUSHITA ELEC INDL LTD ADR DEPOSITORY RECEI 576879209 346 25000 SH Sole 25000 MATTEL INC COMMON 577081102 5691 269958 SH Sole 269958 MAXIM INTEGRATED PRODS INC COMMON 57772K101 7662 199885 SH Sole 199885 MAY DEPT STORES CO COMMON 577778103 5834 177164 SH Sole 177164 MAYTAG CORP COMMON 578592107 2045 47959 SH Sole 47959 MCCORMICK + CO INC COM NON VTG 579780206 2801 108760 SH Sole 108760 MCDATA CORPORATION CL A 580031201 780 88500 SH Sole 88500 MCDERMOTT INTL INC COMMON 580037109 315 38948 SH Sole 38948 MCDONALDS CORP COMMON 580135101 235145 8265188 SH Sole 8265188 MCGRAW HILL COS INC COMMON 580645109 21331 357304 SH Sole 357304 MCKESSON CORP COMMON 58155Q103 5819 177955 SH Sole 177955 MEADWESTVACO CORP COMMON 583334107 4151 123678 SH Sole 123678 MEDAREX INC COMMON 583916101 305 41068 SH Sole 41068 MEDIA GEN INC CL A 584404107 1089 18150 SH Sole 18150 MEDIMMUNE INC COMMON 584699102 4086 154762 SH Sole 154762 MEDTRONIC INC COMMON 585055106 96681 2256266 SH Sole 2256266 MELLON FINL CORP COMMON 58551A108 41308 1314280 SH Sole 1314280 MENTOR GRAPHICS CORP COMMON 587200106 726 51060 SH Sole 51060 MERCANTILE BANKSHARES CORP COMMON 587405101 2243 54662 SH Sole 54662 MERCK + CO INC COMMON 589331107 205383 4055754 SH Sole 4055754 MERCURY INTERACTIVE CORP COMMON 589405109 1189 51806 SH Sole 51806 MEREDITH CORP COMMON 589433101 1178 30706 SH Sole 30706 MERRILL LYNCH + CO INC COMMON 590188108 97524 2407996 SH Sole 2407996 METLIFE INC COMMON 59156R108 35767 1241900 SH Sole 1241900 METRIS COS INC COMMON 591598107 404 48600 SH Sole 48600 MICHAELS STORES INC COMMON 594087108 2012 51600 SH Sole 51600 MICREL INC COMMON 594793101 1043 72500 SH Sole 72500 MICROSOFT CORP COMMON 594918104 643937 11772151 SH Sole 11772151 MICROCHIP TECHNOLOGY INC COMMON 595017104 4274 155830 SH Sole 155830 MICRON TECHNOLOGY INC COMMON 595112103 7527 372238 SH Sole 372238 MILLENNIUM PHARMACEUTICALS COMMON 599902103 2675 220126 SH Sole 220126 MILLER HERMAN INC COMMON 600544100 1204 59330 SH Sole 59330 MILLIPORE CORP COMMON 601073109 957 29911 SH Sole 29911 MINERALS TECHNOLOGIES INC COMMON 603158106 786 15940 SH Sole 15940 MIPS TECHNOLOGIES INC CL B 604567206 170 30600 SH Sole 30600 MIRANT CORP COMMON 604675108 1816 248737 SH Sole 248737 MITSUBISHI TOKYO FIN GROUP INC SPON ADR 606816106 150 22000 SH Sole 22000 MODINE MFG CO COMMON 607828100 641 26070 SH Sole 26070 MOHAWK INDS INC COMMON 608190104 3243 52700 SH Sole 52700 MOLEX INC COMMON 608554101 4016 119780 SH Sole 119780 MONY GROUP INC COMMON 615337102 1289 37900 SH Sole 37900 MOODYS CORP COMMON 615369105 4754 95556 SH Sole 95556 MOTOROLA INC COMMON 620076109 128529 8913234 SH Sole 8913234 MURPHY OIL CORP COMMON 626717102 2946 35710 SH Sole 35710 MYLAN LABS INC COMMON 628530107 3082 98300 SH Sole 98300 NCO GROUP INC COMMON 628858102 446 20200 SH Sole 20200 NCR CORP NEW COMMON 62886E108 2110 60970 SH Sole 60970 NTT DOCOMO INC SPONS ADR 62942M201 1848 75000 SH Sole 75000 NATIONAL CITY CORP COMMON 635405103 12532 376891 SH Sole 376891 NATIONAL COMM FINL CORP COMMON 63545P104 4239 161177 SH Sole 161177 NATIONAL FUEL GAS CO N J COMMON 636180101 1406 62480 SH Sole 62480 NATIONAL INSTRS CORP COMMON 636518102 1309 40200 SH Sole 40200 NATIONAL OILWELL INC COMMON 637071101 1331 63250 SH Sole 63250 NATIONAL SEMICONDUCTOR CORP COMMON 637640103 3235 110913 SH Sole 110913 NAVISTAR INTL CORP INC COMMON 63934E108 1198 37452 SH Sole 37452 NEIMAN MARCUS GROUP CL A 640204202 916 26400 SH Sole 26400 NEIMAN MARCUS GROUP CL B 640204301 385 11912 SH Sole 11912 NETWORKS ASSOCS INC COMMON 640938106 2209 114650 SH Sole 114650 NETWORK APPLIANCE INC COMMON 64120L104 2570 206585 SH Sole 206585 NEUBERGER BERMAN INC COMMON 641234109 2012 54974 SH Sole 54974 NEW PLAN EXCEL RLTY TR INC COM 648053106 1542 74050 SH Sole 74050 NEW YORK CMNTY BANCORP INC COMMON 649445103 2236 83800 SH Sole 83800 NEW YORK TIMES CO CL A 650111107 4828 93757 SH Sole 93757 NEWELL RUBBERMAID INC COMMON 651229106 5791 165173 SH Sole 165173 NEWMONT MNG CORP COMMON 651639106 6384 242480 SH Sole 242480 NEWPORT CORP COMMON 651824104 463 29550 SH Sole 29550 NEWS CORP LTD SP ADR PFD 652487802 279 14134 SH Sole 14134 NEXTEL COMMUNICATIONS INC CL A 65332V103 1619 504379 SH Sole 504379 NICOR INC COMMON 654086107 1253 27398 SH Sole 27398 NIKE INC CL B 654106103 8913 166127 SH Sole 166127 99 CENTS ONLY STORES COMMON 65440K106 1397 54466 SH Sole 54466 NISOURCE INC COMMON 65473P105 2803 128398 SH Sole 128398 NOKIA CORP SPON ADR 654902204 14460 998600 SH Sole 998600 NOBLE ENERGY INC COMMON 655044105 1606 44560 SH Sole 44560 NORDSON CORP COMMON 655663102 646 26180 SH Sole 26180 NORDSTROM INC COMMON 655664100 1888 83338 SH Sole 83338 NORFOLK SOUTHN CORP COMMON 655844108 5615 240151 SH Sole 240151 NORSK HYDRO A S SPON ADR 656531605 662 13750 SH Sole 13750 NORTEL NETWORKS CORP COMMON 656568102 8121 5600399 SH Sole 5600399 NORTH FORK BANCORPORATION INC COMMON 659424105 5095 127980 SH Sole 127980 NORTHEAST UTILS COMMON 664397106 2023 107530 SH Sole 107530 NORTHERN TRUST CORP COMMON 665859104 6045 137193 SH Sole 137193 NORTHROP GRUMMAN CORP COMMON 666807102 28150 225201 SH Sole 225201 NORTHWEST AIRLS CORP CL A 667280101 2421 200720 SH Sole 200720 NOVELL INC COMMON 670006105 720 224333 SH Sole 224333 NOVELLUS SYS INC COMMON 670008101 3054 89827 SH Sole 89827 NOVO NORDISK A S ADR 670100205 880 26750 SH Sole 26750 NSTAR COMMON 67019E107 1854 41400 SH Sole 41400 NUCOR CORP COMMON 670346105 3144 48338 SH Sole 48338 NVIDIA CORP COMMON 67066G104 1589 92500 SH Sole 92500 OGE ENERGY CORP COMMON 670837103 1394 60960 SH Sole 60960 OCCIDENTAL PETE CORP COMMON 674599105 6961 232099 SH Sole 232099 OCEAN ENERGY INC NEW COMMON 67481E106 2966 136870 SH Sole 136870 OFFICE DEPOT INC COMMON 676220106 3206 190839 SH Sole 190839 OHIO CAS CORP COMMON 677240103 985 47150 SH Sole 47150 OLD REP INTL CORP COMMON 680223104 2960 93975 SH Sole 93975 OLIN CORP COMMON 680665205 810 36590 SH Sole 36590 OMNICARE INC COMMON 681904108 1931 73530 SH Sole 73530 OMNICOM GROUP COMMON 681919106 5304 115817 SH Sole 115817 ONEOK INC NEW COMMON 682680103 1033 47084 SH Sole 47084 ORACLE CORP COMMON 68389X105 117938 12453803 SH Sole 12453803 OUTBACK STEAKHOUSE INC COMMON 689899102 2119 60380 SH Sole 60380 OVERSEAS SHIPHOLDING GROUP INC COMMON 690368105 566 26830 SH Sole 26830 OXFORD HEALTH PLANS INC COMMON 691471106 3192 68700 SH Sole 68700 PG+E CORP COMMON 69331C108 4312 241004 SH Sole 241004 PMC SIERRA INC COMMON 69344F106 954 102900 SH Sole 102900 PMI GROUP INC WHEN ISSUED 69344M101 2689 70380 SH Sole 70380 PNC FINL SVCS GROUP INC COMMON 693475105 9191 175809 SH Sole 175809 PNM RES INC COMMON 69349H107 740 30590 SH Sole 30590 PPG INDS INC COMMON 693506107 6468 104492 SH Sole 104492 PPL CORP COMMON 69351T106 3011 91032 SH Sole 91032 PACCAR INC COMMON 693718108 52964 1193151 SH Sole 1193151 PACIFICARE HEALTH SYSTEMS COMMON 695112102 741 27249 SH Sole 27249 PACKAGING CORP AMER COMMON 695156109 1641 82500 SH Sole 82500 PACTIV CORP COMMON 695257105 2330 97880 SH Sole 97880 PALL CORP COMMON 696429307 1576 75966 SH Sole 75966 PALM INC COMMON 696642107 631 358515 SH Sole 358515 PAPA JOHNS INTL INC COMMON 698813102 538 16100 SH Sole 16100 PARAMETRIC TECHNOLOGY CORP COMMON 699173100 554 161401 SH Sole 161401 PARK PL ENTMT CORP COMMON 700690100 2418 235950 SH Sole 235950 PARKER HANNIFIN CORP COMMON 701094104 3481 72832 SH Sole 72832 PATTERSON DENTAL CO COMMON 703412106 2667 53000 SH Sole 53000 PATTERSON UTI ENERGY INC COMMON 703481101 1739 61600 SH Sole 61600 PAYCHEX INC COMMON 704326107 7266 232203 SH Sole 232203 PAYLESS SHOESOURCE INC COMMON 704379106 1014 17583 SH Sole 17583 PEABODY ENERGY CORP COMMON 704549104 18729 661800 SH Sole 661800 PENNEY J C INC COMMON 708160106 3644 165467 SH Sole 165467 PENNZOIL QUAKER ST CO COMMON 709323109 1351 62739 SH Sole 62739 PENTAIR INC COMMON 709631105 1851 38500 SH Sole 38500 PEOPLES ENERGY CORP COMMON 711030106 801 21959 SH Sole 21959 PEOPLESOFT INC COMMON 712713106 2859 192141 SH Sole 192141 PEPSI BOTTLING GROUP INC COMMON 713409100 16873 547828 SH Sole 547828 PEPSIAMERICAS INC COMMON 71343P200 1803 120710 SH Sole 120710 PEPSICO INC COMMON 713448108 239597 4970900 SH Sole 4970900 PERKINELMER INC COMMON 714046109 860 77810 SH Sole 77810 PERRIGO CO COMMON 714290103 735 56570 SH Sole 56570 PFIZER INC COMMON 717081103 673324 19237820 SH Sole 19237820 PHARMACIA CORP COMMON 71713U102 193686 5171863 SH Sole 5171863 PHELPS DODGE CORP COMMON 717265102 2263 54916 SH Sole 54916 PHILIP MORRIS COS INC COMMON 718154107 57845 1324281 SH Sole 1324281 PHILLIPS PETE CO COMMON 718507106 114753 1948937 SH Sole 1948937 PINNACLE WEST CAP CORP COMMON 723484101 106362 2692702 SH Sole 2692702 PIONEER NAT RES CO COMMON 723787107 2359 90550 SH Sole 90550 PITNEY BOWES INC COMMON 724479100 5914 148902 SH Sole 148902 PITTSTON BRINKS GROUP BRINKS GRP 725701106 1017 42360 SH Sole 42360 PLACER DOME INC COMMON 725906101 2288 204110 SH Sole 204110 PLANTRONICS INC NEW COMMON 727493108 688 36200 SH Sole 36200 PLEXUS CORP COMMON 729132100 591 32650 SH Sole 32650 PLUM CREEK TIMBER CO INC COMMON 729251108 3509 114300 SH Sole 114300 POLYCOM INC COMMON 73172K104 937 78150 SH Sole 78150 PORTUGAL TELECOM SGPS SA SPON ADR 737273102 174 24479 SH Sole 24479 POTLATCH CORP COMMON 737628107 754 22155 SH Sole 22155 POTOMAC ELEC PWR CO COMMON 737679100 1798 83690 SH Sole 83690 POWER ONE INC COMMON 739308104 304 48864 SH Sole 48864 POWERWAVE TECHNOLOGIES INC COMMON 739363109 468 51050 SH Sole 51050 PRAXAIR INC COMMON 74005P104 20350 357213 SH Sole 357213 PRECISION CASTPARTS CORP COMMON 740189105 1337 40510 SH Sole 40510 PRICE COMMUNICATIONS CORP COMMON 741437305 682 42600 SH Sole 42600 PRICE T ROWE GROUP INC COMMON 74144T108 2516 76525 SH Sole 76525 PRIDE INTERNATIONAL INC COMMON 74153Q102 1628 103950 SH Sole 103950 PROCTER + GAMBLE CO COMMON 742718109 265539 2973565 SH Sole 2973565 PROGRESS ENERGY INC COMMON 743263105 7120 136902 SH Sole 136902 PROGRESSIVE CORP OHIO COMMON 743315103 7878 136187 SH Sole 136187 PROTECTIVE LIFE CORP COMMON 743674103 1774 53600 SH Sole 53600 PROTEIN DESIGN LABS INC COMMON 74369L103 753 69300 SH Sole 69300 PROVIDENT FINL GROUP INC COMMON 743866105 1117 38500 SH Sole 38500 PROVIDIAN FINL CORP COMMON 74406A102 1050 178614 SH Sole 178614 PUBLIC SVC ENTERPRISE GROUP COMMON 744573106 5529 127700 SH Sole 127700 PUGET ENERGY INC COMMON 745310102 1409 68210 SH Sole 68210 PULTE HOMES INC COMMON 745867101 2169 37738 SH Sole 37738 QLOGIC CORP COMMON 747277101 2192 57523 SH Sole 57523 QUALCOMM INC COMMON 747525103 53672 1952409 SH Sole 1952409 QUANTA SERVICES INC COMMON 74762E102 534 54100 SH Sole 54100 QUANTUM CORP COMMON 747906204 511 121590 SH Sole 121590 QUEST DIAGNOSTICS INC COMMON 74834L100 6523 75800 SH Sole 75800 QUESTAR CORP COMMON 748356102 1578 63900 SH Sole 63900 QUINTILES TRANSNATIONAL CORP COMMON 748767100 917 73404 SH Sole 73404 QWEST COMMUNICATIONS INTL INC COMMON 749121109 2906 1037894 SH Sole 1037894 RPM INC OHIO COMMON 749685103 1364 89418 SH Sole 89418 RSA SEC INC COMMON 749719100 213 44200 SH Sole 44200 RF MICRO DEVICES INC COMMON 749941100 996 130700 SH Sole 130700 RADIAN GROUP INC COMMON 750236101 3615 74000 SH Sole 74000 RADIOSHACK CORP COMMON 750438103 3233 107541 SH Sole 107541 RATIONAL SOFTWARE CORP COMMON 75409P202 987 120250 SH Sole 120250 RAYONIER INC COMMON 754907103 1063 21630 SH Sole 21630 RAYTHEON CO COMMON 755111507 49569 1216405 SH Sole 1216405 READERS DIGEST ASSN INC CL A NON VTG 755267101 1458 77850 SH Sole 77850 REEBOK INTL LTD COMMON 758110100 1085 36774 SH Sole 36774 REGIONS FINL CORP COMMON 758940100 4991 141983 SH Sole 141983 RELIANT ENERGY INC COMMON 75952J108 3174 187797 SH Sole 187797 REPUBLIC SVCS INC COMMON 760759100 2475 129800 SH Sole 129800 RETEK INC COMMON 76128Q109 990 40750 SH Sole 40750 REYNOLDS + REYNOLDS CO CL A 761695105 1531 54760 SH Sole 54760 REYNOLDS R J TOB HLDGS INC COMMON 76182K105 3857 71750 SH Sole 71750 ROBERT HALF INTL INC COMMON 770323103 2539 108966 SH Sole 108966 ROCKWELL AUTOMATION INC COMMON 773903109 2291 114653 SH Sole 114653 ROCKWELL COLLINS INC COMMON 774341101 3103 113153 SH Sole 113153 ROHM + HAAS CO COMMON 775371107 5537 136738 SH Sole 136738 ROLLINS INC COMMON 775711104 479 23555 SH Sole 23555 ROSLYN BANCORP INC COMMON 778162107 1442 66050 SH Sole 66050 ROSS STORES INC COMMON 778296103 2518 61800 SH Sole 61800 ROWAN COS INC COMMON 779382100 1246 58106 SH Sole 58106 ROYAL DUTCH PETE CO NY REG 780257804 89906 1626673 SH Sole 1626673 RUDDICK CORP COMMON 781258108 614 36220 SH Sole 36220 RYDER SYS INC COMMON 783549108 1037 38266 SH Sole 38266 SBC COMMUNICATIONS INC COMMON 78387G103 63054 2067359 SH Sole 2067359 SEI INVESTMENTS CO COMMON 784117103 2416 85750 SH Sole 85750 SLM CORP COMMON 78442P106 9322 96206 SH Sole 96206 SPX CORP COMMON 784635104 3790 32252 SH Sole 32252 SABRE HLDGS CORP CL A 785905100 3203 89463 SH Sole 89463 SAFECO CORP COMMON 786429100 2442 79066 SH Sole 79066 SAFEWAY INC COMMON 786514208 8731 299093 SH Sole 299093 ST JUDE MED INC COMMON 790849103 4031 54585 SH Sole 54585 ST PAUL COS INC COMMON 792860108 5018 128933 SH Sole 128933 SAKS INC COMMON 79377W108 1428 111232 SH Sole 111232 SANDISK CORP COMMON 80004C101 664 53550 SH Sole 53550 SANMINA SCI CORP COMMON 800907107 2046 324321 SH Sole 324321 SARA LEE CORP COMMON 803111103 10022 485556 SH Sole 485556 SCANA CORP NEW COMMON 80589M102 2527 81850 SH Sole 81850 SCHEIN HENRY INC COMMON 806407102 1504 33800 SH Sole 33800 SCHERING PLOUGH CORP COMMON 806605101 49007 1992174 SH Sole 1992174 SCHLUMBERGER LTD COMMON 806857108 111620 2400438 SH Sole 2400438 SCHOLASTIC CORP COMMON 807066105 1152 30400 SH Sole 30400 SCHULMAN A INC COMMON 808194104 489 22785 SH Sole 22785 SCHWAB CHARLES CORP COMMON 808513105 24522 2189481 SH Sole 2189481 SCIENTIFIC ATLANTA INC COMMON 808655104 1594 96874 SH Sole 96874 SCOTTISH PWR PLC SPON ADR 81013T705 2108 98515 SH Sole 98515 SEALED AIR CORP NEW COMMON 81211K100 2092 51942 SH Sole 51942 SEARS ROEBUCK + CO COMMON 812387108 10599 195185 SH Sole 195185 SEMTECH CORP COMMON 816850101 1523 57050 SH Sole 57050 SEMPRA ENERGY COMMON 816851109 2811 127010 SH Sole 127010 SENSIENT TECHNOLOGIES CORP COMMON 81725T100 848 37270 SH Sole 37270 SEPRACOR INC COMMON 817315104 626 65510 SH Sole 65510 SEQUA CORP CL A 817320104 535 8180 SH Sole 8180 SHERWIN WILLIAMS CO COMMON 824348106 2826 94417 SH Sole 94417 SIEBEL SYS INC COMMON 826170102 4165 293118 SH Sole 293118 SIEMENS A G SPON ADR 826197501 891 15000 SH Sole 15000 SIERRA PAC RES NEW COMMON 826428104 622 79732 SH Sole 79732 SIGMA ALDRICH COMMON 826552101 2274 45338 SH Sole 45338 SILICON VY BANCSHARES COMMON 827064106 941 35700 SH Sole 35700 SIMON PPTY GROUP INC NEW COM 828806109 3935 106800 SH Sole 106800 SIX FLAGS INC COMMON 83001P109 1043 72200 SH Sole 72200 SMITH INTL INC COMMON 832110100 2700 39590 SH Sole 39590 SMITHFIELD FOODS INC COMMON 832248108 1603 86400 SH Sole 86400 SMUCKER J M CO COMMON 832696405 2950 86443 SH Sole 86443 SMURFIT STONE CONTAINER CORP COMMON 832727101 44780 2903999 SH Sole 2903999 SNAP ON INC COMMON 833034101 1070 36032 SH Sole 36032 SOLECTRON CORP COMMON 834182107 3333 541943 SH Sole 541943 SOLUTIA INC COMMON 834376105 574 81810 SH Sole 81810 SONOCO PRODS CO COMMON 835495102 2133 75311 SH Sole 75311 SONY CORP ADR 835699307 425 8000 SH Sole 8000 SOTHEBYS HLDGS INC CL A 835898107 684 47980 SH Sole 47980 SOUTHERN CO COMMON 842587107 11948 436055 SH Sole 436055 SOUTHTRUST CORP COMMON 844730101 5604 214552 SH Sole 214552 SOUTHWEST AIRLS CO COMMON 844741108 26880 1663368 SH Sole 1663368 SOVEREIGN BANCORP INC COMMON 845905108 3042 203450 SH Sole 203450 SPRINT CORP FON GROUP 852061100 36328 3423933 SH Sole 3423933 SPRINT CORP PCS COM SER 1 852061506 2746 614266 SH Sole 614266 STANCORP FINL GROUP INC COMMON 852891100 1288 23200 SH Sole 23200 STANLEY WORKS COMMON 854616109 2163 52742 SH Sole 52742 STAPLES INC COMMON 855030102 5700 289357 SH Sole 289357 STARBUCKS CORP COMMON 855244109 5936 238962 SH Sole 238962 STARWOOD HOTELS + RESORTS PAIRED CTF 85590A203 4059 123419 SH Sole 123419 STATE STREET CORPORATION COMMON 857477103 9001 201366 SH Sole 201366 STERIS CORP COMMON 859152100 1036 54200 SH Sole 54200 STET HELLAS TELECOMMUNICATIONS ADR 859823106 90 13600 SH Sole 13600 STEWART + STEVENSON SVCS INC COMMON 860342104 393 22180 SH Sole 22180 STILWELL FINANCIAL INC COMMON 860831106 16049 881835 SH Sole 881835 STORAGE TECHNOLOGY CORP COMMON 862111200 1321 82690 SH Sole 82690 STRYKER CORP COMMON 863667101 6535 122122 SH Sole 122122 SUN MICROSYSTEMS INC COMMON 866810104 32521 6491158 SH Sole 6491158 SUNGARD DATA SYS INC COMMON 867363103 5836 220380 SH Sole 220380 SUNOCO INC COMMON 86764P109 1681 47173 SH Sole 47173 SUNTRUST BKS INC COMMON 867914103 11997 177156 SH Sole 177156 SUPERIOR INDS INTL INC COMMON 868168105 940 20330 SH Sole 20330 SUPERVALU INC COMMON 868536103 2022 82412 SH Sole 82412 SWIFT TRANSN INC COMMON 870756103 1573 67500 SH Sole 67500 SYBASE INC COMMON 871130100 817 77400 SH Sole 77400 SYKES ENTERPRISES INC COMMON 871237103 254 31500 SH Sole 31500 SYLVAN LEARNING SYS INC COMMON 871399101 620 31083 SH Sole 31083 SYMANTEC CORP COMMON 871503108 3652 111160 SH Sole 111160 SYMBOL TECHNOLOGIES INC COMMON 871508107 1206 141890 SH Sole 141890 SYNOPSYS INC COMMON 871607107 3341 60950 SH Sole 60950 SYNOVUS FINL CORP COMMON 87161C105 5029 182736 SH Sole 182736 SYSCO CORP COMMON 871829107 11177 410619 SH Sole 410619 TCF FINANCIAL CORP COMMON 872275102 2906 59180 SH Sole 59180 TDC A S SPON ADR 87236N102 404 28500 SH Sole 28500 TECO ENERGY INC COMMON 872375100 2358 95280 SH Sole 95280 TJX COS INC NEW COMMON 872540109 6551 334088 SH Sole 334088 TRW INC COMMON 872649108 4492 78836 SH Sole 78836 TMP WORLDWIDE INC COMMON 872941109 1481 68900 SH Sole 68900 TXU CORP COMMON 873168108 27502 533502 SH Sole 533502 TARGET CORP COMMON 87612E106 154716 4060794 SH Sole 4060794 TECH DATA CORP COMMON 878237106 1667 44050 SH Sole 44050 TECUMSEH PRODS CO CL A 878895200 766 14430 SH Sole 14430 TEKTRONIX INC COMMON 879131100 1055 56366 SH Sole 56366 TELECOM ITALIA S.P.A. SPON ADR ORD 87927W106 664 8500 SH Sole 8500 TELEFLEX INC COMMON 879369106 1751 30630 SH Sole 30630 TELEFONOS DE MEXICO S A SPON ADR ORD 879403780 46750 1457301 SH Sole 1457301 TELEPHONE + DATA SYS INC COMMON 879433100 2777 45860 SH Sole 45860 TELLABS INC COMMON 879664100 1574 254215 SH Sole 254215 TEMPLE INLAND INC COMMON 879868107 1897 32787 SH Sole 32787 TENET HEALTHCARE CORP COMMON 88033G100 14435 201750 SH Sole 201750 TERADYNE INC COMMON 880770102 2659 113155 SH Sole 113155 TEXAS INSTRS INC COMMON 882508104 95622 4034696 SH Sole 4034696 TEXTRON INC COMMON 883203101 4059 86552 SH Sole 86552 THERMO ELECTRON CORP COMMON 883556102 1760 106654 SH Sole 106654 THOMAS + BETTS CORP COMMON 884315102 670 36016 SH Sole 36016 3COM CORP COMMON 885535104 1225 278492 SH Sole 278492 3M CO COMMON 88579Y101 29642 240989 SH Sole 240989 TIDEWATER INC COMMON 886423102 1558 47320 SH Sole 47320 TIFFANY + CO NEW COMMON 886547108 3175 90211 SH Sole 90211 TIMBERLAND CO CL A 887100105 1060 29600 SH Sole 29600 TITAN CORP COMMON 888266103 1101 60200 SH Sole 60200 TOOTSIE ROLL INDS INC COMMON 890516107 1556 40354 SH Sole 40354 TORCHMARK CORP COMMON 891027104 2870 75130 SH Sole 75130 TOTAL FINA SA SPON ADR 89151E109 1955 24166 SH Sole 24166 TOYOTA MTR CO SP ADR 892331307 1246 23500 SH Sole 23500 TOYS R US INC COMMON 892335100 2275 130243 SH Sole 130243 TRANSACTION SYS ARCHITECTS INC CL A 893416107 324 27550 SH Sole 27550 TRIAD HOSPS INC COMMON 89579K109 2409 56854 SH Sole 56854 TRIBUNE CO NEW COMMON 896047107 8107 186361 SH Sole 186361 TRIGON HEALTHCARE INC COMMON 89618L100 2836 28200 SH Sole 28200 TRINITY INDS INC COMMON 896522109 743 35865 SH Sole 35865 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 657 102558 SH Sole 102558 TUPPERWARE CORP COMMON 899896104 748 35987 SH Sole 35987 TYCO INTL LTD COMMON 902124106 89196 6602224 SH Sole 6602224 TYSON FOODS INC (DEL) CL A 902494103 4282 276057 SH Sole 276057 UST INC COMMON 902911106 3553 104500 SH Sole 104500 US BANCORP DEL COMMON 902973304 242655 10392087 SH Sole 10392087 UNIFI INC COMMON 904677101 458 41995 SH Sole 41995 UNILEVER N V NY SHS 904784709 22924 353770 SH Sole 353770 UNION PAC CORP COMMON 907818108 33278 525883 SH Sole 525883 UNION PLANTERS CORP COMMON 908068109 4062 125478 SH Sole 125478 UNISYS CORP COMMON 909214108 1793 199177 SH Sole 199177 UNITED RENTALS INC COMMON 911363109 1304 59800 SH Sole 59800 UNITED STS STL CORP NEW COMMON 912909108 13239 665603 SH Sole 665603 UNITED TECHNOLOGIES CORP COMMON 913017109 135838 2000567 SH Sole 2000567 UNITEDHEALTH GROUP INC COMMON 91324P102 17450 190609 SH Sole 190609 UNITRIN INC COMMON 913275103 1890 52850 SH Sole 52850 UNIVERSAL COMPRESSION HLDGS COMMON 913431102 3078 128302 SH Sole 128302 UNIVERSAL CORP VA COMMON 913456109 751 20450 SH Sole 20450 UNIVERSAL HEALTH SVCS INC CL B 913903100 2293 46800 SH Sole 46800 UNIVISION COMMUNICATIONS INC CL A 914906102 4449 141679 SH Sole 141679 UNOCAL CORP COMMON 915289102 119720 3240927 SH Sole 3240927 UNUMPROVIDENT CORP COMMON 91529Y106 3827 150359 SH Sole 150359 V F CORP COMMON 918204108 2672 68158 SH Sole 68158 VALASSIS COMMUNICATIONS INC COMMON 918866104 1531 41950 SH Sole 41950 VALERO ENERGY CORP COMMON 91913Y100 3098 82800 SH Sole 82800 VALSPAR CORP COMMON 920355104 1765 39100 SH Sole 39100 VARCO INTL INC DEL COMMON 922122106 1322 75359 SH Sole 75359 VARIAN MED SYS INC COMMON 92220P105 2153 53100 SH Sole 53100 VASTERA INC COMMON 92239N109 654 148898 SH Sole 148898 VECTREN CORP COMMON 92240G101 1327 52860 SH Sole 52860 VERITAS SOFTWARE CORP COMMON 923436109 16758 846803 SH Sole 846803 VERIZON COMMUNICATIONS COMMON 92343V104 67670 1685435 SH Sole 1685435 VERTEX PHARMACEUTICALS INC COMMON 92532F100 962 59100 SH Sole 59100 VIACOM INC CL B 925524308 89714 2021959 SH Sole 2021959 VIAD CORP COMMON 92552R109 1805 69440 SH Sole 69440 VISHAY INTERTECHNOLOGY INC COMMON 928298108 2740 124552 SH Sole 124552 VISTEON CORP COMMON 92839U107 1149 80896 SH Sole 80896 VISX INC COMMON 92844S105 460 42160 SH Sole 42160 VITESSE SEMICONDUCTOR CORP COMMON 928497106 386 124230 SH Sole 124230 VIVENDI UNIVERSAL SPON ADR 92851S204 258 12000 SH Sole 12000 VODAFONE GROUP PLC NEW SPON ADR 92857W100 3187 233506 SH Sole 233506 VULCAN MATLS CO COMMON 929160109 2749 62756 SH Sole 62756 WGL HLDGS INC COMMON 92924F106 983 37940 SH Sole 37940 W H ENERGY SVCS INC COMMON 92925E108 1200 54166 SH Sole 54166 WPS RES CORP COMMON 92931B106 1004 24600 SH Sole 24600 WACHOVIA CORP 2ND NEW COMMON 929903102 123386 3231700 SH Sole 3231700 WADDELL + REED FINL INC CL A 930059100 1442 62900 SH Sole 62900 WAL MART STORES INC COMMON 931142103 558464 10152045 SH Sole 10152045 WALGREEN CO COMMON 931422109 97015 2511379 SH Sole 2511379 WALLACE COMPUTER SER INC COMMON 932270101 695 32330 SH Sole 32330 WASHINGTON MUT INC COMMON 939322103 156664 4221624 SH Sole 4221624 WASHINGTON POST CO CL B 939640108 4056 7443 SH Sole 7443 WASTE MGMT INC DEL COMMON 94106L109 26066 1000600 SH Sole 1000600 WATERS CORP COMMON 941848103 2171 81300 SH Sole 81300 WATSON PHARMACEUTICALS INC COMMON 942683103 1666 65911 SH Sole 65911 WAUSAU MOSINEE PAPER CORP COMMON 943315101 485 40211 SH Sole 40211 WEBSTER FINL CORP WATERBURY COMMON 947890109 1463 38250 SH Sole 38250 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 6989 89824 SH Sole 89824 WELLS FARGO + CO NEW COMMON 949746101 360716 7205682 SH Sole 7205682 WENDYS INTL INC COMMON 950590109 2824 70903 SH Sole 70903 WESTAMERICA BANCORPORATION COMMON 957090103 1024 26130 SH Sole 26130 WESTERN GAS RES INC COMMON 958259103 963 25750 SH Sole 25750 WESTWOOD ONE INC COMMON 961815107 2797 83700 SH Sole 83700 WEYERHAEUSER CO COMMON 962166104 8632 135191 SH Sole 135191 WHIRLPOOL CORP COMMON 963320106 2752 42105 SH Sole 42105 WHOLE FOODS MKT INC COMMON 966837106 2131 44200 SH Sole 44200 WILLIAMS COS INC COMMON 969457100 1914 319489 SH Sole 319489 WILLIAMS SONOMA INC COMMON 969904101 2756 89900 SH Sole 89900 WILMINGTON TR CORP COMMON 971807102 1563 51260 SH Sole 51260 WILSON GREAT BATCH TECH COMMON 972232102 3042 119400 SH Sole 119400 WIND RIV SYS INC COMMON 973149107 309 61650 SH Sole 61650 WINN DIXIE STORES INC COMMON 974280109 1355 86939 SH Sole 86939 WISCONSIN ENERGY CORP COMMON 976657106 2276 90055 SH Sole 90055 WITNESS SYS INC COMMON 977424100 864 117023 SH Sole 117023 WORLDCOM INC/WORLDCOM GRP WRLDCOM GP COM 98157D106 4064 4896552 SH Sole 4896552 WORTHINGTON INDS IN COMMON 981811102 957 52878 SH Sole 52878 WRIGLEY WM JR CO COMMON 982526105 16925 305790 SH Sole 305790 WYETH COMMON 983024100 123528 2412655 SH Sole 2412655 XCEL ENERGY INC COMMON 98389B100 4090 243915 SH Sole 243915 XILINX INC COMMON 983919101 23719 1057478 SH Sole 1057478 XEROX CORP COMMON 984121103 3106 445589 SH Sole 445589 YAHOO INC COMMON 984332106 5458 370021 SH Sole 370021 YORK INTL CORP COMMON 986670107 1039 30740 SH Sole 30740 YUM BRANDS INC WHEN ISSUED 988498101 5366 183470 SH Sole 183470 ZIMMER HOLDINGS INC COMMON 98956P102 4285 120167 SH Sole 120167 ZIONS BANCORP COMMON 989701107 2957 56770 SH Sole 56770 DAIMLER CHRYSLER AG STUTTGART ORD D1668R123 482 10000 SH Sole 10000 ACE LTD ORD G0070K103 5129 162300 SH Sole 162300 COOPER INDUSTRIES LTD CL A G24182100 2263 57589 SH Sole 57589 EVEREST REINSURANCE GROUP LTD COMMON G3223R108 2245 40120 SH Sole 40120 INGERSOLL RAND COMPANY LIMITED CL A G4776G101 84059 1840975 SH Sole 1840975 NOBLE CORPORATION SHS G65422100 3213 83246 SH Sole 83246 TRANSOCEAN INC COMMON G90078109 6154 197562 SH Sole 197562 XL CAPITAL LTD CL A G98255105 7106 83900 SH Sole 83900