UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2000
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [X] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
The Vanguard Group
PO Box 2600
Valley Forge, Pennsylvania 19482-2600
Form 13F File Number: 28-6408
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:
Raymond J. Klapinsky 100 Vanguard Blvd.
Secretary Malvern, PA 19355
(610)669-6084
Date 09/30/2000 By /s/Raymond J. Klapinsky
----- ---------- -----------------------------
Report Type
[ x ] 13F HOLDINGS REPORT
[ ] 13F NOTICE
[ ] 13F COMBINATION REPORT
<PAGE>
Form 13F Summary Page
Report Summary:
Number of Other Included Managers: NONE
Form 13F Information Table Entry Total: 4454
Form 13F Information Table Value Total: $218,054,831 (x 1000)
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Security Description Class Cusip MV (* 1000) Shares S/P P/C Discretn Sole None
AAR CORP. COM 000361105 3776 330100 SH Sole X
ABC BANCORP COM 000400101 152 14600 SH Sole X
ABC-NACO, INC. COM 000752105 726 138200 SH Sole X
A.C. MOORE ARTS & CRAFTS COM 00086T103 140 17900 SH Sole X
THE A CONSULTING TEAM COM 000881102 163 25000 SH Sole X
ADC TELECOMMUNICATIONS COM 000886101 308539 11473867 SH Sole X
ACTV, INC. COM 00088E104 4595 334200 SH Sole X
ADE CORP. COM 00089C107 1911 93300 SH Sole X
ACT TELECONFERENCING INC COM 000955104 592 78900 SH Sole X
ABM INDUSTRIES COM 000957100 5049 185700 SH Sole X
ACT MANUFACTURING INC COM 000973107 4304 81600 SH Sole X
AFLAC, INC. COM 001055102 246576 3848989 SH Sole X
AGCO CORP. COM 001084102 7027 591721 SH Sole X
AGL RESOURCES INC. COM 001204106 14843 739862 SH Sole X
AES CORP. COM 00130H105 449706 6565056 SH Sole X
AHT CORPORATION COM 00130R103 25 56500 SH Sole X
AK STEEL HOLDING CORP COM 001547108 9196 980915 SH Sole X
AMBI INC COM 00163N102 322 206300 SH Sole X
AMB PROPERTY CORP. COM 00163T109 24685 1004992 SH Sole X
AML COMMUNICATIONS INC. COM 001733104 238 68000 SH Sole X
AMLI RESIDENTIAL PRP REIT SH BEN INT 001735109 5285 220202 SH Sole X
AMR CORP. COM 001765106 72853 2228759 SH Sole X
ANC RENTAL CORP. COM 001813104 1776 308816 SH Sole X
APAC TELESERVICES, INC. COM 00185E106 1722 324100 SH Sole X
A T & T COM 001957109 1591356 54173827 SH Sole X
AT&T CORP-LIBERTY MEDIA COM LIB GRP A 001957208 35799 1988826 SH Sole X
AT&T CORP-LIBERTY MEDIA COM LIB GRP B 001957307 316 16876 SH Sole X
AT&T WIRELESS GROUP COM WIRLES GRP 001957406 4240 203100 SH Sole X
A.S.V., INC. COM 001963107 673 52300 SH Sole X
ATEC GROUP, INC. COM NEW 00206X604 179 92400 SH Sole X
ATMI INC. COM 00207R101 6835 292400 SH Sole X
ATS MEDICAL INC COM 002083103 1628 108100 SH Sole X
AT COMM CORP. COM 00208K105 49 1900 SH Sole X
AVT CORP COM 002420107 2686 482800 SH Sole X
AVX CORP. COM 002444107 33470 1284234 SH Sole X
AXA FINANCIAL, INC. COM 002451102 78215 1535506 SH Sole X
AXT INC. COM 00246W103 8375 200300 SH Sole X
AARON RENTS INC.-CLASS B COM 002535201 1929 149800 SH Sole X
AAMES FINANCIAL CORP. COM NEW 00253A309 79 54690 SH Sole X
ABAXIS, INC. COM 002567105 295 51300 SH Sole X
ABBOTT LABORATORIES COM 002824100 1183105 24874748 SH Sole X
ABERCROMBIE & FITCH CL A 002896207 20015 1049990 SH Sole X
ABGENIX, INC. COM 00339B107 23234 287500 SH Sole X
ABINGTON BANCORP INC. COM 00350P100 431 42600 SH Sole X
ABIOMED INC. COM 003654100 6097 89500 SH Sole X
ABLE TELCOM HOLDING CORP COM NEW 003712304 726 232300 SH Sole X
ABOUT.COM INC. COM 003736105 4490 138700 SH Sole X
ACACIA RESEARCH CORP. COM 003881109 6724 192800 SH Sole X
ACADIA REALTY TRUST COM SH BEN INT 004239109 69 11900 SH Sole X
ACCELERATED NETWORKS, INC COM 00429P107 2659 157592 SH Sole X
ACCELR8 TECHNOLOGY CORP. COM NEW 004304200 20 37400 SH Sole X
ACCEPTANCE INSURANCE COS, COM 004308102 751 113400 SH Sole X
ACCLAIM ENTERTAINMENT INC COM PAR $0.02 004325205 1129 645191 SH Sole X
ACCREDO HEALTH, INC. COM 00437V104 4032 82500 SH Sole X
ACCRUE SOFTWARE, INC. COM 00437W102 4103 343700 SH Sole X
ACE CASH EXPRESS, INC. COM 004403101 1115 101350 SH Sole X
ACETO CORP. COM 004446100 484 49662 SH Sole X
THE ACKERLEY GROUP INC. COM 004527107 1770 177000 SH Sole X
ACMAT CORP. CLASS A CL A 004616207 759 106500 SH Sole X
ACLARA BIOSCIENCES INC. COM 00461P106 4930 162300 SH Sole X
ACME COMMUNICATIONS INC COM 004631107 562 62400 SH Sole X
ACME ELECTRIC CORP. COM 004644100 380 44000 SH Sole X
ACNIELSON CORP COM 004833109 18808 789845 SH Sole X
ACTIVISION, INC. COM NEW 004930202 1614 107600 SH Sole X
ACTION PERFORMANCE COS IN COM 004933107 672 195425 SH Sole X
ACTEL CORPORATION COM 004934105 8355 232500 SH Sole X
ACTIVE VOICE CORP. COM 004938106 59 5000 SH Sole X
ACTIONPOINT INC. COM 00504A108 342 73900 SH Sole X
ACTIVE POWER, INC. COM 00504W100 7245 116852 SH Sole X
ACTUATE SOFTWARE CORP COM 00508B102 20486 593000 SH Sole X
ACTUANT CORP. CL A 00508X104 1567 398015 SH Sole X
ACUSON CORP. COM 005113105 7380 324388 SH Sole X
ACXIOM CORP. COM 005125109 15960 502676 SH Sole X
ADAC LABORATORIES COM NEW 005313200 5809 279100 SH Sole X
ADAM.COM INC. COM 00547M101 19 5000 SH Sole X
ADAMS GOLF INC. COM 006228100 171 121600 SH Sole X
ADAPTIVE BROADBAND CORP COM 00650M104 8549 438400 SH Sole X
ADAPTEC, INC. COM 00651F108 32998 1649894 SH Sole X
ADELPHIA BUSINESS INC. CL A 006847107 3339 282700 SH Sole X
ADELPHIA COMMUNICATIONS C CL A 006848105 10212 370518 SH Sole X
ADEPT TECHNOLOGY, INC, COM 006854103 2244 42700 SH Sole X
ADMINISTAFF INC. COM 007094105 12021 158800 SH Sole X
ADOBE SYSTEM, INC. COM 00724F101 311287 2005072 SH Sole X
ADSTAR.COM, INC. COM 00737P104 2 1000 SH Sole X
ADTRAN INC COM 00738A106 8537 200659 SH Sole X
ADVANCE PARADIGM INC. COM 007491103 11593 274800 SH Sole X
ADVANCED DIGITAL INFO. COM 007525108 8605 566600 SH Sole X
ADVANCED LIGHTING TECHS COM 00753C102 3158 255200 SH Sole X
ADVANCED MAGNETICS, INC. COM 00753P103 467 124500 SH Sole X
ADVANCED MARKETING SERVIC COM 00753T105 1379 78250 SH Sole X
ADVANCED FIBRE COMM. COM 00754A105 10230 270100 SH Sole X
ADVANCED POLYMER SYSTEMS COM 00754G102 683 321200 SH Sole X
ADVANCED RADIO TELECOM COM 00754U101 1400 164700 SH Sole X
ADVANCED TISSUESCIENCE COM 00755F103 6736 905700 SH Sole X
ADVANTAGE MARKETING SYSMS COM NEW 00756G209 20 6600 SH Sole X
ADVANTAGE LEARNING SYSTEM COM 00757K100 5568 158800 SH Sole X
ADVO, INC. COM 007585102 10406 315325 SH Sole X
ADVANCED NUTRACEUTICALS COM 00760Q102 36 44900 SH Sole X
AEROFLEX INC. COM 007768104 16561 340590 SH Sole X
ADVANCED MICRO DEVICES COM 007903107 123374 5222194 SH Sole X
AEGON N.V. ORD AMER REG 007924103 6049 162949 SH Sole X
ADVANTA CORP. CL A CL A 007942105 3060 271984 SH Sole X
ADVANCED ENERGY COM 007973100 4910 148800 SH Sole X
ADVENT SOFTWARE, INC. COM 007974108 19844 284000 SH Sole X
AEROSONIC CORP. COM PAR $0.40 008015307 656 71400 SH Sole X
AEROVOX INC. COM 00808M105 20 7200 SH Sole X
AETHER SYSTEMS, INC. COM 00808V105 13175 124885 SH Sole X
AETNA INC. COM 008117103 115613 1991177 SH Sole X
AETRIUM, INC. COM 00817R103 746 134100 SH Sole X
AFFILIATED COMPUTER SVCS CL A 008190100 16441 329643 SH Sole X
AFFILIATED MANAGERS GROUP COM 008252108 13591 238700 SH Sole X
AFFYMETRIX, INC. COM 00826T108 8963 179700 SH Sole X
AFTERMARKET TECHNOLOGY COM 008318107 987 164500 SH Sole X
AGENCY.COM INC. COM 008447104 2407 161150 SH Sole X
AGILENT TECHNOLOGIES COM 00846U101 357816 7311694 SH Sole X
AGILE SOFTWARE CORP. COM 00846X105 13679 152100 SH Sole X
AGRIBRANDS INTERNATIONAL COM 00849R105 6334 145192 SH Sole X
AGRITOPE INC. COM 00855D107 562 56540 SH Sole X
AIR METHODS CORP. COM PAR $.06 009128307 42 11800 SH Sole X
AIR PRODUCTS & CHEMICALS, COM 009158106 116394 3233176 SH Sole X
AIRBORNE FREIGHT CORP. COM 009266107 4980 488838 SH Sole X
AIRGAS, INC. COM 009363102 3750 550473 SH Sole X
AIRGATE PCS, INC. COM 009367103 4802 107000 SH Sole X
AIRNET COMMUNICATIONS COM 00941P106 3133 140400 SH Sole X
AIRTRAN HOLDING COM 00949P108 5360 1208000 SH Sole X
AIRSPAN NETWORKS INC. COM 00950H102 54 4700 SH Sole X
AKAMAI TECHNOLOGIES COM 00971T101 2329 44351 SH Sole X
AKSYS, LTD. COM 010196103 421 30600 SH Sole X
ALABAMA NATIONAL BANCORP COM 010317105 1371 63400 SH Sole X
ALAMO GROUP, INC. COM 011311107 582 45900 SH Sole X
ALAMOSA PCS HOLDINGS COM 011593100 4602 284300 SH Sole X
ALANCO TECHNOLOGIES INC. COM NO PAR NEW 011612405 6 3714 SH Sole X
ALASKA AIR GROUP, INC. COM 011659109 6137 255726 SH Sole X
ALBANY INTERNATIONAL CORP CL A 012348108 2356 196369 SH Sole X
ALBANY MOLECULAR RESEARCH COM 012423109 11580 206100 SH Sole X
ALBEMARLE CORP COM 012653101 7135 353449 SH Sole X
ALBERTO-CULVER CO. CLASS CL B CONV 013068101 27580 957212 SH Sole X
ALBERTO-CULVER CO. CL A CL A 013068200 95 3800 SH Sole X
ALBERTSON'S, INC. COM 013104104 125344 5968755 SH Sole X
ALCAN ALUMINIUM LTD. COM 013716105 82618 2855057 SH Sole X
ALCIDE CORP. COM NEW 013742507 1560 68200 SH Sole X
ALCOA, INC. COM 013817101 316884 12518884 SH Sole X
ALEXANDER & BALDWIN, INC. COM 014482103 10704 411677 SH Sole X
ALEXANDER'S, INC. COM 014752109 3883 47500 SH Sole X
ALEXANDRIA REIT COM 015271109 7477 217915 SH Sole X
ALEXION PHARMACEUTICALS COM 015351109 18468 162000 SH Sole X
ALFA CORP. COM 015385107 5725 328300 SH Sole X
ALICO, INC. COM 016230104 686 41900 SH Sole X
ALKERMES INC. COM 01642T108 6879 178100 SH Sole X
ALL AMERICAN SEMICONDUCT COM NEW 016557407 782 38740 SH Sole X
ALLAIRE CORP. COM 016714107 2444 287500 SH Sole X
ALLEGHANY CORP. COM 017175100 9369 47799 SH Sole X
ALLEGHENY ENERGY INC. COM 017361106 21874 572793 SH Sole X
ALLEGHENY TECHNOLOGIES COM 01741R102 23640 1304258 SH Sole X
ALLEGIANCE TELECOM INC. COM 01747T102 15418 413910 SH Sole X
ALLEN ORGAN CO. CL B 017753104 861 13000 SH Sole X
ALLEN TELECOM GROUP COM 018091108 5473 323100 SH Sole X
ALLERGAN, INC. COM 018490102 181546 2150064 SH Sole X
ALLERGAN SPEC. THERAP. CL A 018494104 288 12821 SH Sole X
ALLETE COM 018522102 16598 750179 SH Sole X
ALLIANCE BANCORP INC. COM 01852J105 1535 85266 SH Sole X
ALLIANCE GAMING CORP. COM NEW 01859P609 669 172628 SH Sole X
ALLIANCE PHARMACEUTICAL COM 018773101 9592 629000 SH Sole X
ALLIANCE SEMICONDUCTOR COM 01877H100 9929 499550 SH Sole X
ALLIANT ENERGY CORP COM 018802108 11993 408279 SH Sole X
ALLIANT TECHSYSTEMS, INC. COM 018804104 12746 155200 SH Sole X
ALLIED CAPITAL CORP COM 01903Q108 12456 600300 SH Sole X
ALLIED DEVICES CORP. COM 019120104 39 11200 SH Sole X
ALLIED HOLDINGS INC. COM 019223106 260 47200 SH Sole X
ALLIED PRODUCTS CORP. COM 019411107 58 115199 SH Sole X
ALLIED RISER COMM. COM 019496108 2853 430600 SH Sole X
ALLIED WASTE INDUSTRIES COM PAR$.01NEW 019589308 27919 3038773 SH Sole X
ALLMERICA FINANCIAL CORP. COM 019754100 21292 333020 SH Sole X
ALLOS THERAPEUTICS INC. COM 019777101 361 39800 SH Sole X
ALLOU HEALTH & BEAUTY CL A 019782101 279 51400 SH Sole X
ALLOY ONLINE, INC. COM 019855105 543 63900 SH Sole X
ALLSCRIPTS, INC. COM 019886100 4076 288600 SH Sole X
ALLSTATE CORP. COM 020002101 362979 10445444 SH Sole X
ALLTEL CORP. COM 020039103 235949 4521188 SH Sole X
ALPHA INDUSTRIES COM 020753109 9905 290800 SH Sole X
ALPHANET SOLUTIONS, INC. COM 020787107 39 13500 SH Sole X
ALPHARMA, INC. CLASS A CL A 020813101 32079 524817 SH Sole X
ALPINE GROUP INC. COM 020825105 565 129200 SH Sole X
ALTERA CORP. COM 021441100 308843 6467918 SH Sole X
ALTEON INC. COM 02144G107 26 8600 SH Sole X
ALTEON WEBSYSTEMS INC COM 02145A109 14719 135800 SH Sole X
ALTERRA HEALTHCARE CORP COM 02146C104 258 121600 SH Sole X
ALTRIS SOFTWARE COM 022091102 5 3622 SH Sole X
ALZA CORP. COM 022615108 164460 1901276 SH Sole X
ALYSIS TECHNOLOGIES INC. COM 02261D101 138 49100 SH Sole X
AMAZON.COM INC COM 023135106 45220 1176459 SH Sole X
AMBAC FINANCIAL GROUP INC COM 023139108 29964 409064 SH Sole X
AMBANC HOLDING CO COM 023161102 482 30100 SH Sole X
AMBASSADORS INTERNATIONAL COM 023178106 761 40700 SH Sole X
AMCAST INDUSTRIAL CORP. COM 023395106 1046 110800 SH Sole X
AMCOL INTERNATIONAL CORP COM 02341W103 932 191200 SH Sole X
AMERADA HESS CORP. COM 023551104 97617 1458335 SH Sole X
AMERCO, INC. COM 023586100 2264 115720 SH Sole X
AMEREN CORP COM 023608102 84371 2014836 SH Sole X
AMERICA ONLINE, INC. COM 02364J104 2002768 37260808 SH Sole X
AMERICA SERVICE GROUP COM 02364L109 458 17600 SH Sole X
AMERICA WEST HLDGS CORP CL B 023657208 3679 301900 SH Sole X
AMERICAN ACCESS TECH COM 02368F108 651 162800 SH Sole X
AMERICAN AIRCARRIERS SUPP COM 023758105 111 33500 SH Sole X
AMCORE FINANCIAL COM 023912108 4420 225220 SH Sole X
AMERICA FIRST MORTGAGE COM 023934102 70 13100 SH Sole X
AMERICAN AXLE & MAN. HLDG COM 024061103 2041 189900 SH Sole X
AMER. BANK NOTE HOLOGRAPH COM 024377103 934 482000 SH Sole X
AMERICAN CLASSIC VOYAGER COM 024928103 2283 156100 SH Sole X
AMER CAPITAL STRATEGIES COM 024937104 2509 105900 SH Sole X
AMER COIN MERCHANDISING COM 02516B108 24 8800 SH Sole X
AMERICAN DENTAL PARTNERS COM 025353103 415 62700 SH Sole X
AMERICAN ELEC. PWR. CO., COM 025537101 178877 4571930 SH Sole X
AMERICAN EAGLE OUTFIT. COM 02553E106 12052 382608 SH Sole X
AMERICAN EXPRESS CO. COM 025816109 1177212 19377983 SH Sole X
AMERICAN FINANCIAL GRP COM 025932104 6998 301788 SH Sole X
AMERICAN FINANCIAL COM 026075101 2494 141500 SH Sole X
AMERICAN FREIGHTWAYS COM 02629V108 5459 343900 SH Sole X
AMERICAN GENERAL CORP. COM 026351106 278001 3564110 SH Sole X
AMERICAN GREETINGS CORP. CL A 026375105 22244 1271109 SH Sole X
AMERICAN HOME PRODUCTS COM 026609107 1181105 20881420 SH Sole X
AMERICAN HOMESTAR CORP. COM 026651109 1 630 SH Sole X
AMERICAN INDUSTRIAL PROP. COM NEW 026791202 2759 193580 SH Sole X
AMERICAN INTERN'L GROUP COM 026874107 3223011 33682677 SH Sole X
AMERICAN ITALIAN PASTA CL A 027070101 6152 320600 SH Sole X
AMERICAN LAND LEASE INC. COM 027118108 463 40715 SH Sole X
AMERICAN MANAGEMENT SYS., COM 027352103 6089 354280 SH Sole X
AMERICAN MED. SEC. GROUP COM 02744P101 257 39900 SH Sole X
AMERICAN NAT'L INS CO. COM 028591105 8654 135486 SH Sole X
AMERICAN PWR CONVERSION C COM 029066107 60827 3170117 SH Sole X
AMERICAN RESIDENTIAL TR COM 02926T103 354 108900 SH Sole X
AMERICAN SCI & ENGINEERIN COM 029429107 320 46100 SH Sole X
AMERICAN SKIING CO. COM 029654308 437 199600 SH Sole X
AMERICAN SOFTWARE, INC. C CL A 029683109 314 92150 SH Sole X
AMERICAN STANDARD COS. COM 029712106 24285 546497 SH Sole X
AMERICAN STATES WATER COM 029899101 3191 105500 SH Sole X
AMERICAN TOWER CLASS A CL A 029912201 24793 657864 SH Sole X
AMER. SUPERCONDUCTOR CORP COM 030111108 8312 169100 SH Sole X
EQUITY MODEL COM 030137103 340 21800 SH Sole X
AMERICAN TELESOURCE INTL COM 03018P108 615 265900 SH Sole X
AMERICAN WAGERING COM 030405104 14 40700 SH Sole X
AMERICAN WATER WORKS CO., COM 030411102 13943 505865 SH Sole X
AMERICAN WOODMARK CORP. COM 030506109 535 27100 SH Sole X
AMERICREDIT CORP COM 03060R101 28661 994733 SH Sole X
AMERON INTERNATIONAL CORP COM 030710107 1103 30000 SH Sole X
AMERIPATH INC. COM 03071D109 5056 348700 SH Sole X
AMERISOURCE HEALTH CORP CL A 03071P102 25606 544800 SH Sole X
AMERITRADE HOLDING CORP. CL A 03072H109 10111 569635 SH Sole X
AMERUS GROUP CO. COM 03072M108 2253 87487 SH Sole X
AMES DEPARTMENTSTORES, IN COM NEW 030789507 1726 298466 SH Sole X
AMETEK AEROSPACE PROD INC COM 031100100 10304 486325 SH Sole X
AMF BOWLING, INC. COM 03113V109 31 201393 SH Sole X
AMGEN, INC. COM 031162100 1155763 16551539 SH Sole X
AMKOR TECHNOLOGY, INC. COM 031652100 15883 607968 SH Sole X
AMRESCO INC. COM NEW 031909203 50 19040 SH Sole X
AMPAL-AMER ISRAEL CL A 032015109 1810 137900 SH Sole X
AMPCO-PITTSBURGH CORP. COM 032037103 1052 102600 SH Sole X
AMPEX CORP. CL A 032092108 451 451400 SH Sole X
AMPHENOL CORP. CL A 032095101 7778 136600 SH Sole X
AMPLIDYNE, INC. COM 032103103 436 116200 SH Sole X
AMSOUTH BANCORP COM 032165102 66854 5348359 SH Sole X
AMYLIN PHARMACEUTICALS COM 032346108 5972 555500 SH Sole X
ANADARKO PETROLEUM CORP. COM 032511107 240481 3618429 SH Sole X
ANADIGICS, INC. COM 032515108 7397 334350 SH Sole X
ANALOG DEVICES, INC. COM 032654105 481560 5832678 SH Sole X
ANALOGIC CORP. COM PAR $0.05 032657207 3179 82700 SH Sole X
ANALYSTS INTERNATIONAL COM 032681108 1972 273200 SH Sole X
ANALYTICAL SURVEYS COM NEW 032683302 49 24700 SH Sole X
ANAREN MICROWAVE INC. COM 032744104 15956 117650 SH Sole X
ANCHOR BANCORP WISCONSIN COM 032839102 4458 284200 SH Sole X
ANCHOR GAMING COM 033037102 9380 117900 SH Sole X
ANDOVER BANCORP INC. COM 034258103 2476 81175 SH Sole X
ANDREA RADIO CORP COM 034393108 1679 219500 SH Sole X
ANDREW CORP. COM 034425108 29656 1132448 SH Sole X
ANDRX CORP-ANDRX GROUP COM 034553107 27144 290700 SH Sole X
ANESTA CORP. COM 034603100 1398 60800 SH Sole X
ANGELICA CORP. COM 034663104 959 99000 SH Sole X
ANHEUSER BUSCH CO., INC. COM 035229103 620135 14656079 SH Sole X
ANIXTER INTERNATIONAL INC COM 035290105 11516 395400 SH Sole X
ANNALY MORTGAGE MGMT COM 035710409 677 74200 SH Sole X
ANNTAYLOR STORES CORP. COM 036115103 12081 314300 SH Sole X
ANTEC CORP. COM 03664P105 5768 195519 SH Sole X
ANTHONY & SYLVAN POOLS COM 036762102 107 13770 SH Sole X
ANSWERTHINK CONSULTING COM 036916104 7379 454100 SH Sole X
ANTHRACITE CAPITAL INC. COM 037023108 291 35500 SH Sole X
ANTIGENICS INC. COM 037032109 1895 128500 SH Sole X
AON CORP. COM 037389103 141611 3607912 SH Sole X
APACHE CORP. COM 037411105 114288 1932982 SH Sole X
APART INVT&MGMT REIT CL A CL A 03748R101 37129 806050 SH Sole X
APERIAN INC. COM 037531100 371 58200 SH Sole X
APEX MORTGAGE CAPITAL INC COM 037564101 567 77700 SH Sole X
APOGEE ENTERPRISES, INC. COM 037598109 1711 300900 SH Sole X
APHTON CORP. COM 03759P101 5169 179800 SH Sole X
APOLLO GROUP INC.-CL A CL A 037604105 15595 391109 SH Sole X
UNIVERSITY OF PHOENIX COM UNV PHOENX 037604204 599 29400 SH Sole X
APPLE COMPUTER, INC. COM 037833100 127878 4966124 SH Sole X
APPLEBEE'S INTERNATIONAL COM 037899101 7257 315500 SH Sole X
APPLIED INNOVATION COM 037916103 1734 111900 SH Sole X
APRIA HEALTHCARE GROUP COM 037933108 11316 811901 SH Sole X
APPLIED MICROSYSTEMS CORP COM 037935103 1419 141900 SH Sole X
APPLIED GRAPHICS TECH COM 037937109 821 222720 SH Sole X
APPLIED ANALYTICAL INDS COM 037939105 620 80000 SH Sole X
APPLIED BIOMETRICS, INC. COM 03814L103 3 11900 SH Sole X
APPLICA INC. COM 03815A106 1875 302964 SH Sole X
APPLIED INDS TECH INC. COM 03820C105 5039 291050 SH Sole X
APPLIED MATERIALS, INC. COM 038222105 781335 13173191 SH Sole X
APPLIED MICRO CIRCUITS COM 03822W109 92827 448306 SH Sole X
APPLIED SCIENCE & TECH COM 038236105 804 54500 SH Sole X
APPLIED MOLECULAR EVOL. COM 03823E108 2070 51600 SH Sole X
APPLIEDTHEORY CORP. COM 03828R104 1243 203000 SH Sole X
APPLIX INC COM 038316105 537 175500 SH Sole X
APTARGROUP INC COM 038336103 9293 388200 SH Sole X
AQUA CARE SYSTEMS, INC. COM NEW 038373304 24 16700 SH Sole X
AQUILA BIOPHARMACEUTICALS COM 03839F107 192 45920 SH Sole X
ARADIGM CORPORATION COM 038505103 2037 88800 SH Sole X
ARCH CAPITAL GROUP LTD. COM 03937L105 1104 70100 SH Sole X
ARCH CHEMICALS, INC. COM 03937R102 4278 234400 SH Sole X
ARCH COAL CORP COM 039380100 3450 344986 SH Sole X
ARCH WIRELESS, INC. COM 039392105 2286 457266 SH Sole X
ARCHER-DANIELS-MIDLAND CO COM 039483102 91576 10617541 SH Sole X
ARCHSTONE COMMUNITIES TR. SH BEN INT 039581103 44208 1799826 SH Sole X
ARCTIC CAT INC. COM 039670104 2122 168100 SH Sole X
ARDEN REALTY GROUP REIT COM 039793104 28198 1051688 SH Sole X
AREA BANCSHARES CORP. COM 039872106 2994 134928 SH Sole X
AREMISSOFT CORP. COM 040026106 1808 48200 SH Sole X
ARENA PHARMACEUTICALS COM 040047102 2687 62496 SH Sole X
ARGONAUT GROUP, INC. COM 040157109 2502 143000 SH Sole X
ARGONAUT TECH. COM 040175101 1778 95800 SH Sole X
ARGOSY GAMING CO. COM 040228108 5247 289500 SH Sole X
ARGUSS COMMUNICATIONS,INC COM 040282105 1298 63500 SH Sole X
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