TIAA CREF INVESTMENT MANAGEMENT LLC
13F-HR, 1999-10-27
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                                 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, 1999

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:     TIAA-CREF Investment Management, LLC
Address:  730 Third Avenue
          New York, NY 10017-3206

13F File Number:  28-03194

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:  Richard Schlefer
Title: Second Vice President
Phone: (212) 916-4021

Signature, Place and Date of Signing:

/s/ Richard Schlefer            New York, NY                October 27, 1999



Report Type (Check only one.):

[ X ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
       are reported in this report.)
[   ] 13F NOTICE. (Check here if no holdings of this reporting manager are
       reported in this report, and all holdings are reported by other reporting
       manager(s).)
[   ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
       reporting manager are reported in this report and a portion are reported
       by other reporting manager(s).)
<PAGE>
                             FORM 13F SUMMARY PAGE

Report Summary:

Number of Other Included Managers:  1

Form 13F Information Table Entry Total:  3,409

Form 13F Information Table Value Total:  $  113,417,527 (thousands)



List of Other Included Managers:

No.  13F File Number     Name
01   28-01603            College Retirement Equities Fund
<PAGE>
<TABLE>
<CAPTION>
                                                    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      MANAGERS       SOLE   SHARED NONE
- ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ----------------- -------- ------ -----
<S>                            <C>              <C>       <C>      <C>      <C>      <C>     <C>               <C>      <C>    <C>
DAIMLERCHRYSLER (U.S.A.)       COM              D1668R123   192847  2786379 SH       DEFINED 01                 2786379
TOTAL FINA -WTS 8/05/03                         F9212D142       81     3645 SH       DEFINED 01                    3645
ACE LTD                        COM              G0070K103     1101    65000 SH       DEFINED 01                   65000
CORECOMM LTD                   COM              G2422R109     3894   118225 SH       DEFINED 01                  118225
FRUIT OF THE LOOM LTD (CLASS A COM              G3682L105       65    19500 SH       DEFINED 01                   19500
GLOBAL CROSSING LTD            COM              G3921A100    49919  1883722 SH       DEFINED 01                 1883722
LORAL SPACE & COMMUNICATIONS L COM              G56462107      108     6300 SH       DEFINED 01                    6300
RSL COMMUNICATIONS LTD (CLASS  COM              G7702U102     2281   125000 SH       DEFINED 01                  125000
SANTA FE INTERNATIONAL CORP    COM              G7805C108      323    15000 SH       DEFINED 01                   15000
TOMMY HILFIGER CORP            COM              G8915Z102      262     9300 SH       DEFINED 01                    9300
TRANSOCEAN OFFSHORE, INC       COM              G90076103    33657  1099017 SH       DEFINED 01                 1099017
TRITON ENERGY LTD              COM              G90751101       38     2735 SH       DEFINED 01                    2735
XOMA LTD                       COM              G9825R107        0        3 SH       DEFINED 01                       3
XL CAPITAL LTD                 COM              G98255105    52014  1155856 SH       DEFINED 01                 1155856
TEEKAY SHIPPING CORP           COM              V89564104        4      228 SH       DEFINED 01                     228
OMI CORP (NEW)                 COM              Y6476W104      107    41800 SH       DEFINED 01                   41800
PACIFIC INTERNET LTD           COM              Y66183107     3200   100000 SH       DEFINED 01                  100000
AAR CORP                       COM              000361105     2750   152775 SH       DEFINED 01                  152775
ABC RAIL PRODUCTS CORP         COM              000752105      819    58000 SH       DEFINED 01                   58000
ACTV, INC                      COM              00088E104     1264    90700 SH       DEFINED 01                   90700
ADC TELECOMMUNICATIONS, INC    COM              000886101    54286  1294458 SH       DEFINED 01                 1294458
ADE CORP                       COM              00089C107       18     1300 SH       DEFINED 01                    1300
AFC CABLE SYSTEMS, INC         COM              000950105     3189    75025 SH       DEFINED 01                   75025
ABM INDUSTRIES, INC            COM              000957100      587    23143 SH       DEFINED 01                   23143
AEP INDUSTRIES, INC            COM              001031103      211     5700 SH       DEFINED 01                    5700
AFLAC, INC                     COM              001055102    72882  1740462 SH       DEFINED 01                 1740462
AGCO CORP                      COM              001084102     5082   390900 SH       DEFINED 01                  390900
AGL RESOURCES, INC             COM              001204106     6728   414000 SH       DEFINED 01                  414000
AHL SERVICES, INC              COM              001296102     1759    67500 SH       DEFINED 01                   67500
AES CORP                       COM              00130H105    26575   450418 SH       DEFINED 01                  450418
AK STEEL HOLDINGS CORP         COM              001547108     4721   258700 SH       DEFINED 01                  258700
AMB PROPERTY CORP              COM              00163T109     6600   311500 SH       DEFINED 01                  311500
AMC ENTERTAINMENT, INC         COM              001669100     1772   127150 SH       DEFINED 01                  127150
AMFM, INC                      COM              001693100   395865  6502911 SH       DEFINED 01                 6502911
AMLI RESIDENTIAL PROPERTIES TR COM              001735109      813    38700 SH       DEFINED 01                   38700
AMR CORP                       COM              001765106    50863   933274 SH       DEFINED 01                  933274
APAC CUSTOMER SERVICES, INC    COM              00185E106       25     6000 SH       DEFINED 01                    6000
AT & T CORP                    COM              001957109  1909676 43900602 SH       DEFINED 01                43900602
AT & T CORP - LIBERTY MEDIA (C COM              001957208   380451 10247831 SH       DEFINED 01                10247831
A S V, INC                     COM              001963107       42     2900 SH       DEFINED 01                    2900
ATMI, INC                      COM              00207R101     2123    56900 SH       DEFINED 01                   56900
AVT CORP                       COM              002420107     3216   105000 SH       DEFINED 01                  105000
AVX CORP                       COM              002444107     6677   190100 SH       DEFINED 01                  190100
AXA FINANCIAL, INC             COM              002451102    42150   755200 SH       DEFINED 01                  755200
AAMES FINANCIAL CORP           COM              00253A101        5     6100 SH       DEFINED 01                    6100
AARON RENTS, INC               COM              002535201     2272   131725 SH       DEFINED 01                  131725
AAVID THERMAL TECHNOLOGIES, IN COM              002539104     1627    72100 SH       DEFINED 01                   72100
ABACUS DIRECT CORP             COM              002553105     5716    46900 SH       DEFINED 01                   46900
ABBOTT LABORATORIES CO         COM              002824100   443738 12074497 SH       DEFINED 01                12074497
ABERCROMBIE & FITCH CO (CLASS  COM              002896207    35586  1044740 SH       DEFINED 01                 1044740
ABGENIX INC                    COM              00339B107      509    13000 SH       DEFINED 01                   13000
ABOUT.COM, INC                 COM              003736105     2107    37300 SH       DEFINED 01                   37300
ABITIBI CONSOLIDATED, INC      COM              003924107     3374   280900 SH       DEFINED 01                  280900
ACCEPTANCE INSURANCE COS, INC  COM              004308102      136    10683 SH       DEFINED 01                   10683
ACCLAIM ENTERTAINMENT, INC     COM              004325205     4928   649000 SH       DEFINED 01                  649000
ACCREDO HEALTH, INC            COM              00437V104      444    14100 SH       DEFINED 01                   14100
ACKERLEY GROUP, INC            COM              004527107      455    36954 SH       DEFINED 01                   36954
ACNEILSEN CORP                 COM              004833109    18093   797477 SH       DEFINED 01                  797477
ACTIVISION, INC                COM              004930202      137     7800 SH       DEFINED 01                    7800
ACTION PERFORMANCE COS, INC    COM              004933107     1877    89100 SH       DEFINED 01                   89100
ACTEL CORP                     COM              004934105     2788   146720 SH       DEFINED 01                  146720
ACTUATE CORP                   COM              00508B102     2558    75500 SH       DEFINED 01                   75500
ACUSON CORP                    COM              005113105     1997   156636 SH       DEFINED 01                  156636
ACX TECHNOLOGIES, INC          COM              005123104     1015   106847 SH       DEFINED 01                  106847
ACXIOM CORP                    COM              005125109     9827   499940 SH       DEFINED 01                  499940
ADAC LABORATORIES, INC         COM              005313200      997   101575 SH       DEFINED 01                  101575
ADAPTIVE BROADBAND CORP        COM              00650M104     2107    62900 SH       DEFINED 01                   62900
ADAPTEC, INC                   COM              00651F108   122563  3088190 SH       DEFINED 01                 3088190
ADECCO S.A. ADR                ADR              006754105    15186   218500 SH       DEFINED 01                  218500
ADELPHIA COMMUNICATIONS CORP ( COM              006848105    20015   340326 SH       DEFINED 01                  340326
ADFORCE, INC                   COM              006867105     1383    54500 SH       DEFINED 01                   54500
ADMINSTAFF, INC                COM              007094105      201    12624 SH       DEFINED 01                   12624
ADOBE SYSTEMS, INC             COM              00724F101    75840   668196 SH       DEFINED 01                  668196
ADTRAN, INC                    COM              00738A106     5178   135159 SH       DEFINED 01                  135159
ADVANCE PARADIGM, INC          COM              007491103     1424    26000 SH       DEFINED 01                   26000
ADVANCED COMMUNICATIONS GRP    COM              00751B106      230    28700 SH       DEFINED 01                   28700
ADVANCED DIGITAL INFO CORP     COM              007525108     2181    78400 SH       DEFINED 01                   78400
ADVANCED LIGHTING TECHNOLOGIES COM              00753C102      632    90300 SH       DEFINED 01                   90300
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105    14570   654850 SH       DEFINED 01                  654850
ADVANCED RADIO TELECOM CORP    COM              00754U101     2189   173400 SH       DEFINED 01                  173400
ADVANCED TISSUE SCIENCE CO     COM              00755F103       60    19350 SH       DEFINED 01                   19350
ADVEST GROUP, INC              COM              007566102      919    50375 SH       DEFINED 01                   50375
ADVANTAGE LEARNING SYSTEMS, IN COM              00757K100     1408    75600 SH       DEFINED 01                   75600
ADVANTICA RESTAURANT GROUP, IN COM              00758B109      114    37500 SH       DEFINED 01                   37500
ADVO, INC                      COM              007585102     6570   329530 SH       DEFINED 01                  329530
AERIAL COMMUNICATIONS, INC     COM              007655103     2997   110500 SH       DEFINED 01                  110500
AEROFLEX, INC                  COM              007768104     1820   149300 SH       DEFINED 01                  149300
ADVANCED MICRO DEVICES, INC    COM              007903107     9648   561357 SH       DEFINED 01                  561357
AEGON NV ARS                   ADR              007924103    15020   173642 SH       DEFINED 01                  173642
ADVANTA CORP (CLASS A)         COM              007942105      913    62418 SH       DEFINED 01                   62418
ADVANTA CORP (CLASS B)         COM              007942204     1215   103397 SH       DEFINED 01                  103397
ADVANCED ENERGY INDUSTRIES, IN COM              007973100     2112    68400 SH       DEFINED 01                   68400
ADVENT SOFTWARE, INC           COM              007974108     9194   147700 SH       DEFINED 01                  147700
AETNA, INC                     COM              008117103    77329  1570128 SH       DEFINED 01                 1570128
AFFILIATED COMPUTER SERVICES,I COM              008190100    12726   313267 SH       DEFINED 01                  313267
AFFILIATED MANAGERS GROUP, INC COM              008252108     7604   279049 SH       DEFINED 01                  279049
AFFYMETRIX, INC                COM              00826T108    15317   155600 SH       DEFINED 01                  155600
AFTERMARKET TECHNOLOGY CORP    COM              008318107      223    21200 SH       DEFINED 01                   21200
AG-CHEM EQUIPMENT CO, INC      COM              008363103       10     1000 SH       DEFINED 01                    1000
AGNICO EAGLE MINES LTD         COM              008474108       41     5300 SH       DEFINED 01                    5300
AGRIBRANDS INTERNATIONAL, INC  COM              00849R105     4034    81284 SH       DEFINED 01                   81284
AGRIBIOTECH, INC               COM              008494106       72    17840 SH       DEFINED 01                   17840
AGRITOPE, INC                  COM              00855D107        0      172 SH       DEFINED 01                     172
AGRIUM, INC                    COM              008916108     2120   214851 SH       DEFINED 01                  214851
AIR EXPRESS INTERNATIONAL CORP COM              009104100      660    29093 SH       DEFINED 01                   29093
AIR PRODUCTS & CHEMICALS, INC  COM              009158106    41075  1413337 SH       DEFINED 01                 1413337
AIRBORNE FREIGHT CORP          COM              009266107     8166   387700 SH       DEFINED 01                  387700
AIRGAS, INC                    COM              009363102     4765   409900 SH       DEFINED 01                  409900
AIRNET SYSTEMS, INC            COM              009417106        2      200 SH       DEFINED 01                     200
AIRTRAN HOLDINGS, INC          COM              00949P108      489    97200 SH       DEFINED 01                   97200
ALABAMA NATIONAL BANCORP       COM              010317105      293    12600 SH       DEFINED 01                   12600
ALAMO GROUP, INC               COM              011311107       22     2376 SH       DEFINED 01                    2376
ALARIS MEDICAL, INC            COM              011637105      353   117700 SH       DEFINED 01                  117700
ALASKA AIR GROUP, INC          COM              011659109    10637   261429 SH       DEFINED 01                  261429
ALBANY INTERNATIONAL CORP (CLA COM              012348108     5513   364493 SH       DEFINED 01                  364493
ALBANY MOLECULAR RESH, INC     COM              012423109      118     4700 SH       DEFINED 01                    4700
ALBEMARLE CORP                 COM              012653101     3472   172506 SH       DEFINED 01                  172506
ALBERTA ENERGY LTD             COM              012873105    11867   411300 SH       DEFINED 01                  411300
ALBERTO CULVER CO (CLASS B)    COM              013068101     6921   299267 SH       DEFINED 01                  299267
ALBERTO CULVER CO (CLASS A)    COM              013068200      444    22700 SH       DEFINED 01                   22700
ALBERTSON'S, INC               COM              013104104   114011  2881806 SH       DEFINED 01                 2881806
ALCAN ALUMINIUM CO LTD         COM              013716105    22458   716200 SH       DEFINED 01                  716200
ALCOA, INC                     COM              013817101   296247  4773362 SH       DEFINED 01                 4773362
ALCATEL S.A. ADR               ADR              013904305     1189    42854 SH       DEFINED 01                   42854
ALEXANDER & BALDWIN, INC       COM              014482103     7509   314534 SH       DEFINED 01                  314534
ALEXANDER'S, INC               COM              014752109      166     2300 SH       DEFINED 01                    2300
ALEXANDRIA REAL ESTATE EQUITIE COM              015271109      505    17148 SH       DEFINED 01                   17148
ALFA CORP                      COM              015385107     1820   112000 SH       DEFINED 01                  112000
ALGOS PHARMACEUTICAL CORP      COM              015869100      149    17500 SH       DEFINED 01                   17500
ALKERMES, INC                  COM              01642T108     5696   197700 SH       DEFINED 01                  197700
ALLAIRE CORP                   COM              016714107      543     9700 SH       DEFINED 01                    9700
ALLEGHANY CORP (DELAWARE)      COM              017175100    18493   104482 SH       DEFINED 01                  104482
ALLEGHENY ENERGY, INC          COM              017361106    48935  1538244 SH       DEFINED 01                 1538244
ALLEGHENY TELEDYNE, INC        COM              017415100     9247   547955 SH       DEFINED 01                  547955
ALLEGIANCE TELECOM, INC        COM              01747T102     3721    70700 SH       DEFINED 01                   70700
ALLEN TELECOM, INC             COM              018091108      131    13385 SH       DEFINED 01                   13385
ALLERGAN, INC                  COM              018490102    49894   453579 SH       DEFINED 01                  453579
ALLERGAN SPECIALTY THERAPEUTIC COM              018494104      192    16292 SH       DEFINED 01                   16292
ALLIANCE SEMICONDUCTOR CORP    COM              01877H100     1167   109800 SH       DEFINED 01                  109800
ALLIANCE PHARMACEUTICAL CORP   COM              018773101       28     5500 SH       DEFINED 01                    5500
ALLIANT ENERGY CORP            COM              018802108    12784   461727 SH       DEFINED 01                  461727
ALLIANT TECHSYSTEMS, INC       COM              018804104     2017    29100 SH       DEFINED 01                   29100
ALLIED CAPITAL CORP            COM              01903Q108      654    29140 SH       DEFINED 01                   29140
ALLIED IRISH BANK PLC (SPONS A ADR              019228402      710    27900 SH       DEFINED 01                   27900
ALLIED PRODUCTS CORP           COM              019411107        9     2230 SH       DEFINED 01                    2230
ALLIED SIGNAL, INC             COM              019512102   659685 11006221 SH       DEFINED 01                11006221
ALLIED WASTE INDUSTRIES, INC   COM              019589308    19769  1691435 SH       DEFINED 01                 1691435
ALLMERICA FINANCIAL CORP       COM              019754100    22507   472587 SH       DEFINED 01                  472587
ALLSTATE CORP                  COM              020002101   278593 11171640 SH       DEFINED 01                11171640
ALLTEL CORP                    COM              020039103   127013  1804796 SH       DEFINED 01                 1804796
ALLTRISTA CORP                 COM              020040101     3195   122310 SH       DEFINED 01                  122310
ALPHA INDUSTRIES, INC          COM              020753109     7175   127200 SH       DEFINED 01                  127200
ALPHARMA, INC (CLASS A)        COM              020813101     6951   196841 SH       DEFINED 01                  196841
ALPINE GROUP, INC              COM              020825105     1173    90639 SH       DEFINED 01                   90639
ALTERA CORP                    COM              021441100   214552  4946440 SH       DEFINED 01                 4946440
ALTERNATIVE RESOURCES CORP     COM              02145R102       48     9300 SH       DEFINED 01                    9300
ALTERRA HEALTHCARE CORP        COM              02146C104      177    19900 SH       DEFINED 01                   19900
ALZA CORP                      COM              022615108    12036   281124 SH       DEFINED 01                  281124
ALZA CORP WTS 12/31/99                          022615157        0     6680 SH       DEFINED 01                    6680
AMAZON.COM, INC                COM              023135106   118481  1482170 SH       DEFINED 01                 1482170
AMBAC FINANCIAL GROUP, INC     COM              023139108    27708   584863 SH       DEFINED 01                  584863
AMBASSADORS INTERNATIONAL, INC COM              023178106        1      100 SH       DEFINED 01                     100
AMCAST INDUSTRIAL CORP         COM              023395106       30     2219 SH       DEFINED 01                    2219
AMCOL INTERNATIONAL CORP       COM              02341W103     3057   207250 SH       DEFINED 01                  207250
AMERADA HESS CORP              COM              023551104    30244   493786 SH       DEFINED 01                  493786
AMERCO                         COM              023586100      123     4300 SH       DEFINED 01                    4300
AMEREN CORP                    COM              023608102    34897   922894 SH       DEFINED 01                  922894
AMERICA ONLINE, INC            COM              02364J104  1042158 10020747 SH       DEFINED 01                10020747
AMERICA WEST HOLDINGS CORP (CL COM              023657208     6919   399680 SH       DEFINED 01                  399680
AMERICAN ANNUITY GROUP, INC    COM              023840101     4048   187201 SH       DEFINED 01                  187201
AMCORE FINANCIAL, INC          COM              023912108     3261   158100 SH       DEFINED 01                  158100
AMERICAN AXLE & MANUFACTURE HO COM              024061103       20     1400 SH       DEFINED 01                    1400
AMERICAN BUSINESS PRODUCTS, IN COM              024763104     2089   132645 SH       DEFINED 01                  132645
AMERICAN CLASSIC VOYAGES CO    COM              024928103      530    23100 SH       DEFINED 01                   23100
AMERICAN EAGLE OUTFITTERS, INC COM              02553E106     9562   197400 SH       DEFINED 01                  197400
AMERICAN ECOLOGY CORP          COM              025533100      280   135585 SH       DEFINED 01                  135585
AMERICAN ELECTRIC POWER CO, IN COM              025537101    35088  1028225 SH       DEFINED 01                 1028225
AMERICAN EXPRESS CO            COM              025816109   475921  3535160 SH       DEFINED 01                 3535160
AMERICAN FINANCIAL GROUP, INC  COM              025932104     7120   253708 SH       DEFINED 01                  253708
AMERICAN FREIGHTWAYS CORP      COM              02629V108     6897   379200 SH       DEFINED 01                  379200
AMERICAN GENERAL CORP          COM              026351106   125953  1993314 SH       DEFINED 01                 1993314
AMERICAN GREETINGS CORP (CLASS COM              026375105    21810   847000 SH       DEFINED 01                  847000
AMERICAN HEALTH PROPERTIES, IN COM              026494104     3345   166200 SH       DEFINED 01                  166200
AMERICAN HERITAGE LIFE INVESTM COM              026522102     2214    69737 SH       DEFINED 01                   69737
AMERICAN HOME PRODUCTS CORP    COM              026609107   558020 13446268 SH       DEFINED 01                13446268
AMERICAN HOMESTAR CORP         COM              026651109      503   129900 SH       DEFINED 01                  129900
AMERICAN INDUSTRIAL PROPERTIES COM              026791202       39     2900 SH       DEFINED 01                    2900
AMERICAN INTERNATIONAL GROUP,  COM              026874107  1021221 11746610 SH       DEFINED 01                11746610
AMERICAN ITALIAN PASTA CO (CLA COM              027070101      942    32900 SH       DEFINED 01                   32900
AMERICAN MANAGEMENT SYSTEMS, I COM              027352103    18874   735645 SH       DEFINED 01                  735645
AMERICAN MEDICAL SECURITY GROU COM              02744P101       49     7500 SH       DEFINED 01                    7500
AMERICAN MOBILE SATELLITE CORP COM              02755R103     3964   226500 SH       DEFINED 01                  226500
AMERICAN NATIONAL CAN GROUP, I COM              027714104    22272  1408500 SH       DEFINED 01                 1408500
AMERICAN NATIONAL INSURANCE CO COM              028591105    15477   231000 SH       DEFINED 01                  231000
AMERICAN RETIREMENT CORP       COM              028913101      211    21478 SH       DEFINED 01                   21478
AMERICAN POWER CONVERSION CORP COM              029066107    34302  1805360 SH       DEFINED 01                 1805360
AMERICAN SKIING CO             COM              029654308        8     2000 SH       DEFINED 01                    2000
AMERICAN STANDARD COS, INC     COM              029712106    38695  1008327 SH       DEFINED 01                 1008327
AMERICAN STATES WATER CO       COM              029899101       93     2800 SH       DEFINED 01                    2800
AMERICAN TOWER SYSTEMS (CLASS  COM              029912201   103280  5279511 SH       DEFINED 01                 5279511
AMERICAN SUPERCONDUCTOR CORP   COM              030111108      165    10700 SH       DEFINED 01                   10700
AMERICAN WATER WORKS CO, INC   COM              030411102     6650   229806 SH       DEFINED 01                  229806
AMERICAN WOODMARK CORP         COM              030506109       30     1100 SH       DEFINED 01                    1100
AMERICAN XTAL TECHNOLOGY INC   COM              030514103     1240    58000 SH       DEFINED 01                   58000
AMERICREDIT CORP               COM              03060R101     6916   463020 SH       DEFINED 01                  463020
AMERIPATH, INC                 COM              03071D109      900   107500 SH       DEFINED 01                  107500
AMERISOURCE HEALTH CORP (CLASS COM              03071P102     9442   398600 SH       DEFINED 01                  398600
AMERON INTERNATIONAL CORP      COM              030710107       19      400 SH       DEFINED 01                     400
AMERITRADE HOLDINGS CORP (CLAS COM              03072H109     5871   319500 SH       DEFINED 01                  319500
AMERUS LIFE HOLDINGS, INC (CLA COM              030732101     2230   105230 SH       DEFINED 01                  105230
AMES DEPARTMENT STORES, INC    COM              030789507     1339    42000 SH       DEFINED 01                   42000
AMERITECH CORP                 COM              030954101   898398 13371501 SH       DEFINED 01                13371501
AMETEK, INC                    COM              031100100     6506   328400 SH       DEFINED 01                  328400
AMF BOWLING, INC               COM              03113V109     1418   343785 SH       DEFINED 01                  343785
AMGEN, INC                     COM              031162100   362300  4445398 SH       DEFINED 01                 4445398
AMKOR TECHNOLOGY, INC          COM              031652100    13252   821800 SH       DEFINED 01                  821800
AMRESCO, INC                   COM              031909104      217    72450 SH       DEFINED 01                   72450
AMPEX CORP (CLASS A)           COM              032092108      133    45420 SH       DEFINED 01                   45420
AMPHENOL CORP (CLASS A)        COM              032095101     5395   108845 SH       DEFINED 01                  108845
AMSOUTH BANCORP                COM              032165102    33625  1434657 SH       DEFINED 01                 1434657
AMTRAN, INC                    COM              03234G106       51     2700 SH       DEFINED 01                    2700
AMYLIN PHARMACEUTICALS, INC    COM              032346108       56    11750 SH       DEFINED 01                   11750
ANACOMP, INC                   COM              032371106      150     9100 SH       DEFINED 01                    9100
ANADARKO PETROLEUM CORP        COM              032511107    36044  1179344 SH       DEFINED 01                 1179344
ANADIGICS, INC                 COM              032515108     3418   121540 SH       DEFINED 01                  121540
ANALOG DEVICES, INC            COM              032654105   144386  2817293 SH       DEFINED 01                 2817293
ANALOGIC CORP                  COM              032657207     2528    80100 SH       DEFINED 01                   80100
ANALYSTS INTERNATIONAL CORP    COM              032681108     2033   195950 SH       DEFINED 01                  195950
ANCHOR BANCORP WISCONSIN, INC  COM              032839102     9384   577500 SH       DEFINED 01                  577500
ANCHOR GAMING CO               COM              033037102     7015   117895 SH       DEFINED 01                  117895
ANCOR COMMUNICATIONS, INC      COM              03332K108     1634    67400 SH       DEFINED 01                   67400
ANDOVER BANCORP, INC           COM              034258103      174     5800 SH       DEFINED 01                    5800
ANDREW CORP                    COM              034425108    18320  1054370 SH       DEFINED 01                 1054370
ANDRX CORP                     COM              034551101     9552   163200 SH       DEFINED 01                  163200
ANHEUSER BUSCH COS, INC        COM              035229103   262894  3752274 SH       DEFINED 01                 3752274
ANICOM, INC                    COM              035250109      849   159800 SH       DEFINED 01                  159800
ANIXTER INTERNATIONAL, INC     COM              035290105     3904   167902 SH       DEFINED 01                  167902
ANN TAYLOR STORES CORP         COM              036115103     4502   110129 SH       DEFINED 01                  110129
ANTEC CORP                     COM              03664P105     4324    81400 SH       DEFINED 01                   81400
ANTHONY & SYLAN POOLS CORP     COM              036762102        0       25 SH       DEFINED 01                      25
ANSWERTHINK CONSULTING GROUP   COM              036916104     2147   223100 SH       DEFINED 01                  223100
ANTHRACITE CAPITAL, INC        COM              037023108       20     2900 SH       DEFINED 01                    2900
AON CORP                       COM              037389103    37027  1252501 SH       DEFINED 01                 1252501
APACHE CORP                    COM              037411105   203643  4715324 SH       DEFINED 01                 4715324
APARTMENT INVESTMENT & MANAGEM COM              03748R101    16828   439947 SH       DEFINED 01                  439947
APEX, INC                      COM              037548104     2112   113000 SH       DEFINED 01                  113000
APHTON CORP                    COM              03759P101        8      600 SH       DEFINED 01                     600
APOGEE ENTERPRISES, INC        COM              037598109     1746   248310 SH       DEFINED 01                  248310
APOLLO GROUP, INC (CLASS A)    COM              037604105     1732    81987 SH       DEFINED 01                   81987
APPLE COMPUTER, INC            COM              037833100    66756  1054394 SH       DEFINED 01                 1054394
APPLEBEE'S INTERNATIONAL, INC  COM              037899101    16342   485097 SH       DEFINED 01                  485097
APPLIED INNOVATION, INC        COM              037916103       25     6600 SH       DEFINED 01                    6600
APRIA HEALTHCARE GROUP, INC    COM              037933108     6012   358953 SH       DEFINED 01                  358953
APPLIED GRAPHICS TECHNOLOGIES, COM              037937109      528    61200 SH       DEFINED 01                   61200
APPLIED ANALYTICAL INDUSTRIES, COM              037939105       77     6800 SH       DEFINED 01                    6800
APPLIED INDUSTRIAL TECHNOLOGIE COM              03820C105     4404   244641 SH       DEFINED 01                  244641
APPLIED MAGNETICS CORP         COM              038213104        7     7769 SH       DEFINED 01                    7769
APPLIED MICRO CIRUCUITS CORP   COM              03822W109    13656   239580 SH       DEFINED 01                  239580
APPLIED MATERIALS, INC         COM              038222105   256342  3299660 SH       DEFINED 01                 3299660
APPLIED POWER, INC (CLASS A)   COM              038225108     8522   280569 SH       DEFINED 01                  280569
APPLIEDTHEORY CORP             COM              03828R104      511    43000 SH       DEFINED 01                   43000
APTARGROUP, INC                COM              038336103     8735   326558 SH       DEFINED 01                  326558
AQUARION CO                    COM              03838W101      941    26229 SH       DEFINED 01                   26229
AQUILA BIOPHARMACEUTICALS, INC COM              03839F107       97    53349 SH       DEFINED 01                   53349
ARCADIA FINANCIAL LTD          COM              039101100     1709   396181 SH       DEFINED 01                  396181
ARCH CHEMICALS, INC            COM              03937R102     5182   320095 SH       DEFINED 01                  320095
ARCH COAL, INC                 COM              039380100     2046   166166 SH       DEFINED 01                  166166
ARCH COMMUNICATIONS GROUP, INC COM              039381504        7     1799 SH       DEFINED 01                    1799
ARCHER DANIELS MIDLAND CO      COM              039483102    49616  4071032 SH       DEFINED 01                 4071032
ARCHSTONE COMMUNITIES TRUST    COM              039581103    14000   724932 SH       DEFINED 01                  724932
ARCTIC CAT, INC                COM              039670104     2654   277500 SH       DEFINED 01                  277500
ARDEN REALTY GROUP, INC        COM              039793104     9983   459000 SH       DEFINED 01                  459000
ARDENT SOFTWARE, INC           COM              039794102     3216   119400 SH       DEFINED 01                  119400
AREA BANCSHARES CORP           COM              039872106      369    12800 SH       DEFINED 01                   12800
ARGONAUT GROUP, INC            COM              040157109     6137   244252 SH       DEFINED 01                  244252
ARGOSY GAMING CORP             COM              040228108     2926   220800 SH       DEFINED 01                  220800
ARGUSS HOLDINGS, INC           COM              040282105      148    10000 SH       DEFINED 01                   10000
ARIS CORP                      COM              04040A101       12     2000 SH       DEFINED 01                    2000
ARMCO, INC                     COM              042170100     5854   836336 SH       DEFINED 01                  836336
ARMSTRONG WORLD INDUSTRIES, IN COM              042476101    25038   557184 SH       DEFINED 01                  557184
ARNOLD INDUSTRIES, INC         COM              042595108     5021   397700 SH       DEFINED 01                  397700
ARQULE, INC                    COM              04269E107       13     2100 SH       DEFINED 01                    2100
ARROW ELECTRONICS, INC         COM              042735100    10054   570435 SH       DEFINED 01                  570435
ARROW INTERNATIONAL, INC       COM              042764100     5259   205734 SH       DEFINED 01                  205734
ARTISAN COMPONENTS, INC        COM              042923102       22     2600 SH       DEFINED 01                    2600
ARTESYN TECHNOLOGIES, INC      COM              043127109     5279   278306 SH       DEFINED 01                  278306
ARVIN INDUSTRIES, INC          COM              043339100     5949   192300 SH       DEFINED 01                  192300
ASARCO, INC                    COM              043413103    18727   698427 SH       DEFINED 01                  698427
ASCENT ENTERTAINMENT GROUP, IN COM              043628106     5600   407262 SH       DEFINED 01                  407262
ASHLAND, INC                   COM              044204105    14565   433159 SH       DEFINED 01                  433159
ASHTON TECHNOLOGY GROUP, INC   COM              045084100      951   126800 SH       DEFINED 01                  126800
ASPECT DEVELOPMENT, INC        COM              045234101     3131   123700 SH       DEFINED 01                  123700
ASPECT TELECOMMUNICATIONS CORP COM              045237104     6002   353700 SH       DEFINED 01                  353700
ASPEN TECHNOLOGY, INC          COM              045327103      171    17500 SH       DEFINED 01                   17500
ASSISTED LIVING CONCEPTS, INC  COM              04543L109       12     4200 SH       DEFINED 01                    4200
ASSOCIATED BANC-CORP           COM              045487105    39632  1095198 SH       DEFINED 01                 1095198
ASSOCIATED ESTATES REALTY CORP COM              045604105      131    14300 SH       DEFINED 01                   14300
ASSOCIATED GROUP, INC (CLASS A COM              045651106     1141    18857 SH       DEFINED 01                   18857
ASSOCIATED GROUP, INC (CLASS B COM              045651205    26033   429850 SH       DEFINED 01                  429850
EXCITE AT HOME                 COM              045919107    32241   778064 SH       DEFINED 01                  778064
ASSOCIATES FIRST CAPITAL CORP  COM              046008108   344917  9581014 SH       DEFINED 01                 9581014
ASTEC INDUSTRIES, INC          COM              046224101     1112    46100 SH       DEFINED 01                   46100
ASTORIA FINANCIAL CORP         COM              046265104    36337  1181700 SH       DEFINED 01                 1181700
ASTRAZENECA PLC (SPONS ADR)    ADR              046353108     3169    75000 SH       DEFINED 01                   75000
ASYST TECHNOLOGIES, INC        COM              04648X107      776    23500 SH       DEFINED 01                   23500
ATLANTIC COAST AIRLINES HOLDIN COM              048396105      135     7600 SH       DEFINED 01                    7600
ATLANTIC RICHFIELD CO          COM              048825103   526470  5940419 SH       DEFINED 01                 5940419
ATLAS AIR, INC                 COM              049164106     1990    90950 SH       DEFINED 01                   90950
ATMEL CORP                     COM              049513104    31416   929115 SH       DEFINED 01                  929115
ATMOS ENERGY CORP              COM              049560105     5128   212548 SH       DEFINED 01                  212548
ATWOOD OCEANICS, INC           COM              050095108     2750    89983 SH       DEFINED 01                   89983
AURORA FOODS, INC              COM              05164B106      338    21100 SH       DEFINED 01                   21100
AUSPEX SYSTEMS, INC            COM              052116100     1621   182600 SH       DEFINED 01                  182600
AUTHENTIC FITNESS CORP         COM              052661105     2362   134468 SH       DEFINED 01                  134468
AUTOBYTEL.COM, INC             COM              05275N106      721    61400 SH       DEFINED 01                   61400
AUTODESK, INC                  COM              052769106     6500   297120 SH       DEFINED 01                  297120
AUTOLIV, INC                   COM              052800109    28747   764048 SH       DEFINED 01                  764048
AUTOMATIC DATA PROCESSING, INC COM              053015103   201722  4520380 SH       DEFINED 01                 4520380
AUTONATION, INC                COM              05329W102    20299  1615865 SH       DEFINED 01                 1615865
AUTOTOTE CORP (CLASS A)        COM              053323101      358   136270 SH       DEFINED 01                  136270
AUTOWEB.COM, INC               COM              053331104      458    51200 SH       DEFINED 01                   51200
AUTOZONE, INC                  COM              053332102    11757   418966 SH       DEFINED 01                  418966
AVADO BRANDS, INC              COM              05336P108     1534   272700 SH       DEFINED 01                  272700
AVALONBAY COMMUNITIES, INC     COM              053484101    15063   444663 SH       DEFINED 01                  444663
AVANT CORP                     COM              053487104     4086   228980 SH       DEFINED 01                  228980
AVATAR HOLDINGS, INC           COM              053494100     1324    69700 SH       DEFINED 01                   69700
AVERY DENNISON CORP            COM              053611109    36183   685926 SH       DEFINED 01                  685926
AVIALL, INC                    COM              05366B102     1203   117335 SH       DEFINED 01                  117335
AVID TECHNOLOGIES, INC         COM              05367P100     3120   237750 SH       DEFINED 01                  237750
AVIATION SALES CO              COM              053672101     2117   111400 SH       DEFINED 01                  111400
AVIRON, INC                    COM              053762100     6775   279400 SH       DEFINED 01                  279400
AVISTA CORP                    COM              05379B107     5241   298400 SH       DEFINED 01                  298400
AVIS RENT A CAR, INC           COM              053790101     8431   403864 SH       DEFINED 01                  403864
AVNET, INC                     COM              053807103     3184    75810 SH       DEFINED 01                   75810
AVON PRODUCTS, INC             COM              054303102    48971  1973646 SH       DEFINED 01                 1973646
AWARE, INC                     COM              05453N100      574    20000 SH       DEFINED 01                   20000
AXENT TECHNOLOGIES, INC        COM              05459C108     2505   193600 SH       DEFINED 01                  193600
AXIOHM TRANSACTION SOLUTIONS,  COM              054602107        0       21 SH       DEFINED 01                      21
AXYS PHARMACEUTICALS, INC      COM              054635107       13     3359 SH       DEFINED 01                    3359
AZTEC TECHNOLOGY PARTNERS, INC COM              05480L101        9     5022 SH       DEFINED 01                    5022
AZTAR CORP                     COM              054802103     7869   767672 SH       DEFINED 01                  767672
BB&T CORP                      COM              054937107    55823  1724274 SH       DEFINED 01                 1724274
AZURIX CORP                    COM              05501M104     2802   163000 SH       DEFINED 01                  163000
BCE, INC                       COM              05534B109    98238  1977542 SH       DEFINED 01                 1977542
BHC COMMUNICATIONS, INC (CLASS COM              055448104    10289    73755 SH       DEFINED 01                   73755
BISYS GROUP, INC               COM              055472104     2531    53950 SH       DEFINED 01                   53950
BJ'S WHOLESALE CLUB, INC       COM              05548J106    15699   531036 SH       DEFINED 01                  531036
BJ SERVICES CO                 COM              055482103     7504   235878 SH       DEFINED 01                  235878
BJ SERVICES CO WTS 04/13/00                     055482111      762    21860 SH       DEFINED 01                   21860
BMC INDUSTRIES, INC            COM              055607105     6320   513300 SH       DEFINED 01                  513300
BOK FINANCIAL CORP             COM              05561Q201      520    26662 SH       DEFINED 01                   26662
BP AMOCO PLC (SPONS ADR)       ADR              055622104    24364   219866 SH       DEFINED 01                  219866
BRE PROPERTIES, INC (CLASS A)  COM              05564E106     6284   262500 SH       DEFINED 01                  262500
BSB BANCORP, INC               COM              055652101      403    16800 SH       DEFINED 01                   16800
BT FINANCIAL CORP              COM              055763106      145     6000 SH       DEFINED 01                    6000
BMC SOFTWARE, INC              COM              055921100   333820  4664737 SH       DEFINED 01                 4664737
BACOU U.S.A., INC              COM              056439102      318    19073 SH       DEFINED 01                   19073
BAKER HUGHES, INC              COM              057224107    55625  1918110 SH       DEFINED 01                 1918110
BALDOR ELECTRIC CO             COM              057741100      767    40499 SH       DEFINED 01                   40499
BALDWIN & LYONS, INC (CLASS B) COM              057755209       23     1100 SH       DEFINED 01                    1100
BALL CORP                      COM              058498106    11041   250569 SH       DEFINED 01                  250569
BALLY TOTAL FITNESS HOLDINGS C COM              05873K108     5298   173343 SH       DEFINED 01                  173343
BANCFIRST CORP                 COM              05945F103        1       26 SH       DEFINED 01                      26
BANCFIRST OHIO CORP            COM              059450106      224    10300 SH       DEFINED 01                   10300
BANCO DE A. EDWARDS S.P.A. ADR ADR              059504100      363    22700 SH       DEFINED 01                   22700
BANCO DE GALICIA Y BUENOS AIRE ADR              059538207      107     5123 SH       DEFINED 01                    5123
BANCO SANTANDER P R SAN JUAN   COM              059646109      117     6900 SH       DEFINED 01                    6900
BANCORPSOUTH, INC              COM              059692103     5345   315551 SH       DEFINED 01                  315551
BANCWEST CORP                  COM              059790105    12716   313000 SH       DEFINED 01                  313000
BANDAG, INC                    COM              059815100     1011    31600 SH       DEFINED 01                   31600
BANDAG, INC (CLASS A)          COM              059815308     3000   118800 SH       DEFINED 01                  118800
BANK OF AMERICA CORP           COM              060505104  1048111 18821291 SH       DEFINED 01                18821291
BANK OF GRANITE CORP           COM              062401104      430    15100 SH       DEFINED 01                   15100
BANK OF MONTREAL               COM              063671101    25336   728600 SH       DEFINED 01                  728600
BANK OF NEW YORK CO, INC       COM              064057102   165690  4955212 SH       DEFINED 01                 4955212
BANK ONE CORP                  COM              06423A103   319235  9170114 SH       DEFINED 01                 9170114
BANK PLUS CORP                 COM              064446107       13     3000 SH       DEFINED 01                    3000
BANK UNITED CORP (CLASS A)     COM              065412108     8505   262700 SH       DEFINED 01                  262700
BANKATLANTIC BANCORP, INC (CLA COM              065908105      606    95500 SH       DEFINED 01                   95500
BANKATLANTIC BANCORP, INC (CLA COM              065908501        7     1200 SH       DEFINED 01                    1200
BANKBOSTON CORP                COM              06605R106   108533  2502193 SH       DEFINED 01                 2502193
BANKNORTH GROUP, INC           COM              06646L100     4646   155510 SH       DEFINED 01                  155510
BANKUNITED FINANCIAL CORP (CLA COM              06652B103        8     1000 SH       DEFINED 01                    1000
BANTA CORP                     COM              066821109    10677   478500 SH       DEFINED 01                  478500
BANYAN SYSTEMS, INC            COM              066908104      295    30600 SH       DEFINED 01                   30600
BARD (C.R.), INC               COM              067383109    14116   299938 SH       DEFINED 01                  299938
BARNES & NOBLE, INC            COM              067774109    10456   402140 SH       DEFINED 01                  402140
BARNES GROUP, INC              COM              067806109     1969    98152 SH       DEFINED 01                   98152
BARNESANDNOBLE.COM, INC        COM              067846105     2966   153600 SH       DEFINED 01                  153600
BARRICK GOLD CORP              COM              067901108    25486  1170579 SH       DEFINED 01                 1170579
BARNETT, INC                   COM              068062108      416    45300 SH       DEFINED 01                   45300
BARR LABORATORIES, INC         COM              068306109     3286   103500 SH       DEFINED 01                  103500
BARRA, INC                     COM              068313105      246    11700 SH       DEFINED 01                   11700
BARRETT RESOURCES CORP         COM              068480201     1842    49860 SH       DEFINED 01                   49860
BASIN EXPL INC                 COM              070107107     2266    94400 SH       DEFINED 01                   94400
BASSETT FURNITURE INDUSTRIES,  COM              070203104      636    33462 SH       DEFINED 01                   33462
BATTLE MOUNTAIN GOLD CO        COM              071593107     2021   621864 SH       DEFINED 01                  621864
BAUSCH & LOMB, INC             COM              071707103    17772   269523 SH       DEFINED 01                  269523
BAXTER INTERNATIONAL, INC      COM              071813109   160762  2668241 SH       DEFINED 01                 2668241
BAY VIEW CAPITAL CORP          COM              07262L101    12471   941202 SH       DEFINED 01                  941202
BE AEROSPACE, INC              COM              073302101     1828   153098 SH       DEFINED 01                  153098
BEA SYSTEMS, INC               COM              073325102    23165   656000 SH       DEFINED 01                  656000
BEAR STEARNS COS, INC          COM              073902108    37667   979962 SH       DEFINED 01                  979962
BEBE STORES, INC               COM              075571109      724    30000 SH       DEFINED 01                   30000
BECKMAN COULTER, INC           COM              075811109    17652   391187 SH       DEFINED 01                  391187
BECTON DICKINSON & CO          COM              075887109    48831  1740086 SH       DEFINED 01                 1740086
BED BATH & BEYOND, INC         COM              075896100    46230  1323220 SH       DEFINED 01                 1323220
BEDFORD PROPERTY INVESTORS, IN COM              076446301     2634   156100 SH       DEFINED 01                  156100
BELCO OIL & GAS CORP           COM              077410108      817   120986 SH       DEFINED 01                  120986
BELDEN, INC                    COM              077459105     3834   187000 SH       DEFINED 01                  187000
BELL & HOWELL CO               COM              077852101     3954   107764 SH       DEFINED 01                  107764
BELL ATLANTIC CORP             COM              077853109   936609 13914337 SH       DEFINED 01                13914337
BELLSOUTH CORP                 COM              079860102   642606 14280142 SH       DEFINED 01                14280142
BELO (A.H.) CORP SERIES A      COM              080555105     9031   472200 SH       DEFINED 01                  472200
BEMIS, INC                     COM              081437105     6156   181713 SH       DEFINED 01                  181713
BENCHMARK ELECTRONICS, INC     COM              08160H101     3077    87141 SH       DEFINED 01                   87141
BENTON OIL & GAS CO            COM              083288100       31    11400 SH       DEFINED 01                   11400
BERGEN BRUNSWIG CORP (CLASS A) COM              083739102     9741   938879 SH       DEFINED 01                  938879
BERINGER WINE ESTATES HLDNGS,  COM              084102102     1392    33900 SH       DEFINED 01                   33900
BERKLEY (W.R.) CORP            COM              084423102     4007   174200 SH       DEFINED 01                  174200
BERKSHIRE HATHAWAY, INC (CLASS COM              084670108    48235      877 SH       DEFINED 01                     877
BERKSHIRE HATHAWAY, INC (CLASS COM              084670207      110       59 SH       DEFINED 01                      59
BERKSHIRE REALTY CO, INC       COM              084710102     3060   255000 SH       DEFINED 01                  255000
BERLITZ INTERNATIONAL, INC     COM              08520F100     2032    96491 SH       DEFINED 01                   96491
BERRY PETROLEUM CO (CLASS A)   COM              085789105     1314    96895 SH       DEFINED 01                   96895
BEST BUY, INC                  COM              086516101    50134   807800 SH       DEFINED 01                  807800
BEST SOFTWARE, INC             COM              086579109     1039    52600 SH       DEFINED 01                   52600
BESTFOODS, INC                 COM              08658U101    98154  2023790 SH       DEFINED 01                 2023790
BETHLEHEM STEEL CORP           COM              087509105     5157   699207 SH       DEFINED 01                  699207
BEVERLY ENTERPRISES, INC       COM              087851309     4243   998433 SH       DEFINED 01                  998433
BEYOND.COM CORP                COM              08860E101     1889   154200 SH       DEFINED 01                  154200
BIG FLOWER HOLDINGS, INC       COM              089159107     6931   244813 SH       DEFINED 01                  244813
BILLING CONCEPTS CORP          COM              090063108      398    79600 SH       DEFINED 01                   79600
BINDLEY WESTERN INDUSTRIES, IN COM              090324104     2504   174949 SH       DEFINED 01                  174949
BINDVIEW DEVELOPMENT CORP      COM              090327107     2398   121800 SH       DEFINED 01                  121800
BIO-RAD LABORATORIES, INC (CLA COM              090572207     2299    83989 SH       DEFINED 01                   83989
BIO-TECHNOLOGY GENERAL CORP    COM              090578105     3674   383000 SH       DEFINED 01                  383000
BIOCHEM PHARMA, INC            COM              09058T108      323    13500 SH       DEFINED 01                   13500
BIOGEN, INC                    COM              090597105   105890  1343568 SH       DEFINED 01                 1343568
BIOMATRIX, INC                 COM              09060P102     2722   121300 SH       DEFINED 01                  121300
BIOMARIN PHARMACEUTICAL, INC   COM              09061G101     2806   161500 SH       DEFINED 01                  161500
BIOMET, INC                    COM              090613100    23223   882600 SH       DEFINED 01                  882600
BIRMINGHAM STEEL CORP          COM              091250100     2940   385552 SH       DEFINED 01                  385552
BLACK & DECKER CORP            COM              091797100    32091   702405 SH       DEFINED 01                  702405
BLACK BOX CORP                 COM              091826107     2884    54940 SH       DEFINED 01                   54940
BLACK HILLS CORP               COM              092113109     6560   281397 SH       DEFINED 01                  281397
BLAIR CORP                     COM              092828102     1553    88100 SH       DEFINED 01                   88100
BLANCH (E.W.) HOLDINGS, INC    COM              093210102     2004    30772 SH       DEFINED 01                   30772
BLOCK DRUG, INC (CLASS A)      COM              093644102     3316    92268 SH       DEFINED 01                   92268
BLOCK (H&R), INC               COM              093671105    39285   904393 SH       DEFINED 01                  904393
BLOCKBUSTER, INC               COM              093679108    10200   800000 SH       DEFINED 01                  800000
BLOUNT INTERNATIONAL, INC      COM              095180105      118     8741 SH       DEFINED 01                    8741
BLYTH INDUSTRIES, INC          COM              09643P108     8967   319535 SH       DEFINED 01                  319535
BOB EVANS FARMS, INC           COM              096761101    12359   606582 SH       DEFINED 01                  606582
BOCA RESORTS, INC (CLASS A)    COM              09688T106     1342   127800 SH       DEFINED 01                  127800
BOEING CO                      COM              097023105   307708  7218966 SH       DEFINED 01                 7218966
BOISE CASCADE CORP             COM              097383103    15250   418532 SH       DEFINED 01                  418532
BOISE CASCADE OFFICE PRODUCTS  COM              097403109     1202   110548 SH       DEFINED 01                  110548
BOMBAY, INC                    COM              097924104      110    21812 SH       DEFINED 01                   21812
BOLLE, INC                     COM              097937106      108    38324 SH       DEFINED 01                   38324
BORDERS GROUP, INC             COM              099709107     8495   578367 SH       DEFINED 01                  578367
BORG-WARNER AUTOMOTIVE, INC    COM              099724106    12692   295161 SH       DEFINED 01                  295161
BORON, LEPORE & ASSOCIATES, IN COM              10001P102       16     2800 SH       DEFINED 01                    2800
BOSTON BEER CO, INC (CLASS A)  COM              100557107      403    50810 SH       DEFINED 01                   50810
BOSTON LIFE SCIENCES, INC      COM              100843408      132    32550 SH       DEFINED 01                   32550
BOSTON PROPERTIES, INC         COM              101121101    11400   371500 SH       DEFINED 01                  371500
BOSTON SCIENTIFIC CORP         COM              101137107    49004  1984992 SH       DEFINED 01                 1984992
BOTTOMLINE TECHNOLOGIES, INC   COM              101388106      851    57700 SH       DEFINED 01                   57700
BOWATER, INC                   COM              102183100     4781    91065 SH       DEFINED 01                   91065
BOWNE & CO, INC                COM              103043105     5287   438340 SH       DEFINED 01                  438340
BOYD GAMING CORP               COM              103304101     1629   271445 SH       DEFINED 01                  271445
BOYDS COLLECTION LTD           COM              103354106      501    40900 SH       DEFINED 01                   40900
BOYKIN LODGING CO              COM              103430104     1544   116527 SH       DEFINED 01                  116527
BRADLEY REAL ESTATE, INC       COM              104580105     3367   183257 SH       DEFINED 01                  183257
BRADY CORP (CLASS A)           COM              104674106    12941   404400 SH       DEFINED 01                  404400
BRANDYWINE REALTY TRUST        COM              105368203     3968   244200 SH       DEFINED 01                  244200
BREED TECHNOLOGIES, INC        COM              106702103        2     5900 SH       DEFINED 01                    5900
BRENTON BANKS, INC             COM              107211104      877    63084 SH       DEFINED 01                   63084
BRIGGS & STRATTON CORP         COM              109043109    11359   194591 SH       DEFINED 01                  194591
BRIGHT HORIZONS FAMILY SOLUT   COM              109195107      575    36800 SH       DEFINED 01                   36800
BRIGHTPOINT, INC               COM              109473108     3163   434439 SH       DEFINED 01                  434439
BRINKER INTERNATIONAL, INC     COM              109641100    23476   865493 SH       DEFINED 01                  865493
BRIO TECHNOLOGY, INC           COM              109704106      425    19100 SH       DEFINED 01                   19100
BRISTOL HOTELS & RESORTS, INC  COM              110041100       32     4675 SH       DEFINED 01                    4675
BRISTOL MYERS SQUIBB CO        COM              110122108  1303053 19304496 SH       DEFINED 01                19304496
BRITESMILE, INC                COM              110415106      738    76200 SH       DEFINED 01                   76200
BROADCOM CORP (CLASS A)        COM              111320107    38717   355200 SH       DEFINED 01                  355200
BROADVISION, INC               COM              111412102    18589   139700 SH       DEFINED 01                  139700
BROCADE COMMUNICATIONS SYSTEMS COM              111621108      819     3900 SH       DEFINED 01                    3900
BROOKDALE LIVING COMMUNITIES,  COM              112462106       39     2700 SH       DEFINED 01                    2700
BROOKE GROUP LTD               COM              112525100       23     1365 SH       DEFINED 01                    1365
BROOKFIELD PROPERTIES CORP     COM              112900105     1240   105600 SH       DEFINED 01                  105600
BROOKLINE BANCORP, INC         COM              113739106        7      700 SH       DEFINED 01                     700
BROOKS AUTOMATION, INC         COM              11434A100      181    10300 SH       DEFINED 01                   10300
BROOKTROUT, INC                COM              114580103     1043    75200 SH       DEFINED 01                   75200
BROWN & BROWN, INC             COM              115236101     1702    51192 SH       DEFINED 01                   51192
BROWN FORMAN, INC (CLASS B)    COM              115637209    20586   330035 SH       DEFINED 01                  330035
BROWN (TOM), INC               COM              115660201     2280   154600 SH       DEFINED 01                  154600
BROWN SHOE CO, INC             COM              115736100     5075   277130 SH       DEFINED 01                  277130
BRUNSWICK CORP                 COM              117043109    29161  1172308 SH       DEFINED 01                 1172308
BRUSH WELLMAN, INC             COM              117421107      855    58200 SH       DEFINED 01                   58200
BUCKEYE TECHNOLOGIES, INC      COM              118255108     5475   349027 SH       DEFINED 01                  349027
BUCKLE, INC (THE)              COM              118440106     1060    61450 SH       DEFINED 01                   61450
BUDGET GROUP, INC              COM              119003101     1230   174101 SH       DEFINED 01                  174101
BUFFETS, INC                   COM              119882108     6927   595850 SH       DEFINED 01                  595850
BUILDING ONE SERVICES CORP     COM              120114103     1772   145422 SH       DEFINED 01                  145422
BURLINGTON COAT FACTORY WAREHO COM              121579106     1038    52544 SH       DEFINED 01                   52544
BURLINGTON INDUSTRIES, INC     COM              121693105      169    38175 SH       DEFINED 01                   38175
BURLINGTON NORTHERN SANTA FE C COM              12189T104    95271  3464383 SH       DEFINED 01                 3464383
BURLINGTON RESOURCES, INC      COM              122014103   191370  5207355 SH       DEFINED 01                 5207355
BURNHAM PACIFIC PROPERTIES, IN COM              12232C108     1051    99500 SH       DEFINED 01                   99500
BURNS INTL SERVICES            COM              122374101     2764   171409 SH       DEFINED 01                  171409
BURR BROWN CORP                COM              122574106     8927   226000 SH       DEFINED 01                  226000
BUSH BOAKE ALLEN, INC          COM              123162109      677    25672 SH       DEFINED 01                   25672
BUSH INDUSTRIES, INC (CLASS A) COM              123164105      485    37161 SH       DEFINED 01                   37161
BUTLER MANUFACTURING CO        COM              123655102     1013    38600 SH       DEFINED 01                   38600
C&D TECHNOLOGIES, INC          COM              124661109     8809   242575 SH       DEFINED 01                  242575
CAIS INTERNET, INC             COM              12476Q102      472    39100 SH       DEFINED 01                   39100
CBL & ASSOCIATES PROPERTIES, I COM              124830100     4650   190300 SH       DEFINED 01                  190300
CCC INFORMATION SERVICES GROUP COM              12487Q109      340    25800 SH       DEFINED 01                   25800
CCB FINANCIAL CORP             COM              124875105    23622   567500 SH       DEFINED 01                  567500
CB RICHARD ELLIS SERVICES GROU COM              12489L108     2108   139397 SH       DEFINED 01                  139397
CBRL GROUP, INC                COM              12489V106     1207    77845 SH       DEFINED 01                   77845
CBS CORP                       COM              12490K107   668625 14456764 SH       DEFINED 01                14456764
CFW COMMUNICATIONS CO          COM              124923103     1304    54600 SH       DEFINED 01                   54600
C-COR.NET CORP                 COM              125010108     1473    48500 SH       DEFINED 01                   48500
C-CUBE MICROSYSTEMS, INC       COM              125015107    11932   274300 SH       DEFINED 01                  274300
CDI CORP                       COM              125071100     2274    83248 SH       DEFINED 01                   83248
CDNOW, INC                     COM              125086108     7596   610765 SH       DEFINED 01                  610765
CD RADIO, INC                  COM              125127100     5435   213146 SH       DEFINED 01                  213146
CDW COMPUTER CENTERS, INC      COM              125129106    20877   427150 SH       DEFINED 01                  427150
CEC ENTERTAINMENT, INC         COM              125137109    21519   599833 SH       DEFINED 01                  599833
CFS BANCORP, INC               COM              12525D102       43     4100 SH       DEFINED 01                    4100
C.H. ROBINSON WORLDWIDE, INC   COM              12541W100     4194   124500 SH       DEFINED 01                  124500
CHS ELECTRONICS, INC           COM              12542A206      283   196600 SH       DEFINED 01                  196600
CIGNA CORP                     COM              125509109   110123  1416379 SH       DEFINED 01                 1416379
CIT GROUP, INC (CLASS A)       COM              125577106     7098   345200 SH       DEFINED 01                  345200
CKE RESTAURANTS, INC           COM              12561E105     2243   309382 SH       DEFINED 01                  309382
CLECO CORP                     COM              12561W105    10282   316964 SH       DEFINED 01                  316964
CK WITCO CORP                  COM              12562C108    21633  1485544 SH       DEFINED 01                 1485544
CMGI, INC                      COM              125750109    54733   533980 SH       DEFINED 01                  533980
CMI CORP                       COM              125761304       78    11200 SH       DEFINED 01                   11200
CMP GROUP, INC                 COM              125887109     6295   238675 SH       DEFINED 01                  238675
CMS ENERGY CORP                COM              125896100    25252   744080 SH       DEFINED 01                  744080
CPI CORP                       COM              125902106     4277   125115 SH       DEFINED 01                  125115
CPB, INC                       COM              125903104       27     1200 SH       DEFINED 01                    1200
CSS INDUSTRIES, INC            COM              125906107      742    32278 SH       DEFINED 01                   32278
CNET, INC                      COM              125945105    21991   392696 SH       DEFINED 01                  392696
CTG RESOURCES, INC             COM              125957100       85     2399 SH       DEFINED 01                    2399
CSK AUTO CORP                  COM              125965103     5765   264299 SH       DEFINED 01                  264299
CNA FINANCIAL CORP             COM              126117100     4116   117600 SH       DEFINED 01                  117600
CNA SURETY CORP                COM              12612L108      492    37518 SH       DEFINED 01                   37518
CNF TRANSPORTATION, INC        COM              12612W104    13422   360327 SH       DEFINED 01                  360327
CNB BANCSHARES, INC            COM              126126101     4400    83028 SH       DEFINED 01                   83028
CNS, INC                       COM              126136100       51    13320 SH       DEFINED 01                   13320
CSG SYSTEMS INTERNATIONAL, INC COM              126349109    28733  1048400 SH       DEFINED 01                 1048400
CSX CORP                       COM              126408103    56885  1342424 SH       DEFINED 01                 1342424
CTC COMMUNICATIONS GROUP       COM              126418102      365    22200 SH       DEFINED 01                   22200
CT COMMUNICATIONS, INC         COM              126426402       40      800 SH       DEFINED 01                     800
CTS CORP                       COM              126501105    33074   575196 SH       DEFINED 01                  575196
CUNO, INC                      COM              126583103      323    16250 SH       DEFINED 01                   16250
CVB FINANCIAL CORP             COM              126600105      738    27834 SH       DEFINED 01                   27834
CVS CORP                       COM              126650100   246852  6048435 SH       DEFINED 01                 6048435
CABLEVISION SYSTEMS CORP (CLAS COM              12686C109    79621  1094450 SH       DEFINED 01                 1094450
CABLETRON SYSTEMS, INC         COM              126920107    16335  1041276 SH       DEFINED 01                 1041276
CABLE DESIGN TECHNOLOGIES CO   COM              126924109     4377   191876 SH       DEFINED 01                  191876
CABOT CORP                     COM              127055101    16506   695000 SH       DEFINED 01                  695000
CABOT OIL & GAS CORP (CLASS A) COM              127097103     2781   161200 SH       DEFINED 01                  161200
CACI INTERNATIONAL, INC (CLASS COM              127190304     1160    54410 SH       DEFINED 01                   54410
CADENCE DESIGN SYSTEMS, INC    COM              127387108    22738  1716039 SH       DEFINED 01                 1716039
CADIZ, INC                     COM              127537108     1387   145000 SH       DEFINED 01                  145000
CADUS PHARMACEUTICAL CORP      COM              127639102        0     1500 SH       DEFINED 01                    1500
CAL DIVE INTERNATIONAL, INC    COM              127914109     3045    88900 SH       DEFINED 01                   88900
CALDOR CORP                    COM              128787108        2   230800 SH       DEFINED 01                  230800
CALGON CARBON CORP             COM              129603106     1585   232681 SH       DEFINED 01                  232681
CALIFORNIA FEDERAL BANK GOODWI                  130209604      183    73290 SH       DEFINED 01                   73290
CALIFORNIA FEDERAL BANK (SCLP)                  130209703       79    73900 SH       DEFINED 01                   73900
CALIFORNIA WATER SERVICE GROUP COM              130788102     1372    50107 SH       DEFINED 01                   50107
CALLAWAY GOLF CO               COM              131193104     6682   548294 SH       DEFINED 01                  548294
CALPINE CORP                   COM              131347106    10383   122062 SH       DEFINED 01                  122062
CAMBIOR, INC                   COM              13201L103      645   187600 SH       DEFINED 01                  187600
CAMBREX CORP                   COM              132011107     4179   158082 SH       DEFINED 01                  158082
CAMBRIDGE TECHNOLOGY PARTNERS, COM              132524109     1515   104500 SH       DEFINED 01                  104500
CAMDEN PROPERTY TRUST          COM              133131102     8919   331872 SH       DEFINED 01                  331872
CAMECO CORP                    COM              13321L108     3273   176500 SH       DEFINED 01                  176500
CAMPBELL SOUP CO               COM              134429109    65388  1671261 SH       DEFINED 01                 1671261
CANADIAN PACIFIC LTD           COM              135923100    21525   941700 SH       DEFINED 01                  941700
CANADIAN IMPERIAL BANK OF COMM COM              136069101    20780  1079017 SH       DEFINED 01                 1079017
CANADIAN NATIONAL RAILWAY CO ( COM              136375102     4362   143716 SH       DEFINED 01                  143716
CANADIAN OCCIDENTAL PETROLEUM  COM              136420106     3720   205109 SH       DEFINED 01                  205109
CANANDAIGUA BRANDS, INC (CLASS COM              137219200     6513   109005 SH       DEFINED 01                  109005
CAPITAL AUTOMOTIVE REIT        COM              139733109      620    50100 SH       DEFINED 01                   50100
CAPITAL ONE FINANCIAL CORP     COM              14040H105    44349  1137147 SH       DEFINED 01                 1137147
CAPITAL RE CORP                COM              140432105    21578  2157800 SH       DEFINED 01                 2157800
CAPITAL SENIOR LIVING CORP     COM              140475104      496    65600 SH       DEFINED 01                   65600
CAPITOL FEDERAL FINANCIAL      COM              14057C106      144    14400 SH       DEFINED 01                   14400
CAPROCK COMMUNICATIONS CORP    COM              140667106      500    21500 SH       DEFINED 01                   21500
CAPSTEAD MORTGAGE CORP         COM              14067E100     2340   584949 SH       DEFINED 01                  584949
CARBIDE/GRAPHITE GROUP, INC (T COM              140777103       18     2100 SH       DEFINED 01                    2100
CARBO CERAMICS, INC            COM              140781105      110     4000 SH       DEFINED 01                    4000
CARAUSTAR INDUSTRIES, INC      COM              140909102     9325   365700 SH       DEFINED 01                  365700
CARDINAL HEALTH, INC           COM              14149Y108   511024  9376578 SH       DEFINED 01                 9376578
CAREER EDUCATION CORP          COM              141665109      618    21300 SH       DEFINED 01                   21300
CAREERBUILDER, INC             COM              141684100       80    11400 SH       DEFINED 01                   11400
CAREMARK RX, INC               COM              141705103     7409  1317206 SH       DEFINED 01                 1317206
CAREMATRIX CORP                COM              141706101     1038   200167 SH       DEFINED 01                  200167
CAREY INTERNATIONAL, INC       COM              141750109      105     4200 SH       DEFINED 01                    4200
CARDIOTHORACIC SYSTEM, INC     COM              141888107       77     8900 SH       DEFINED 01                    8900
CARDIOTHORACIC SYSTEMS INC     COM              141907105     1784   106500 SH       DEFINED 01                  106500
CARLISLE COS, INC              COM              142339100     7979   202000 SH       DEFINED 01                  202000
CARMIKE CINEMAS, INC (CLASS A) COM              143436103      583    44384 SH       DEFINED 01                   44384
CARNIVAL CORP (CLASS A)        COM              143658102   179557  4127741 SH       DEFINED 01                 4127741
CAROLINA FIRST CORP            COM              143877108      107     5400 SH       DEFINED 01                    5400
CARRIAGE SERVICES, INC (CLASS  COM              143905107      736    87200 SH       DEFINED 01                   87200
CAROLINA POWER & LIGHT CO      COM              144141108    40497  1144803 SH       DEFINED 01                 1144803
CARPENTER TECHNOLOGY CORP      COM              144285103     3235   132022 SH       DEFINED 01                  132022
CARRAMERICA REALTY CORP        COM              144418100    11572   527500 SH       DEFINED 01                  527500
CARRIER ACCESS CORP            COM              144460102     4215   100800 SH       DEFINED 01                  100800
CARTER WALLACE, INC            COM              146285101     4356   243673 SH       DEFINED 01                  243673
CASCADE CORP                   COM              147195101       23     2238 SH       DEFINED 01                    2238
CASCADE NATURAL GAS CORP       COM              147339105      922    51600 SH       DEFINED 01                   51600
CASE CORP                      COM              14743R103    22255   446784 SH       DEFINED 01                  446784
CASELLA WASTE SYSTEMS, INC (CL COM              147448104     1901   113900 SH       DEFINED 01                  113900
CASEY'S GENERAL STORES, INC    COM              147528103    11838   882991 SH       DEFINED 01                  882991
CASH AMERICA INTERNATIONAL, IN COM              14754D100       53     5617 SH       DEFINED 01                    5617
CASTLE (A.M.) & CO             COM              148411101      610    48347 SH       DEFINED 01                   48347
CASTLE & COOKE, INC            COM              148433105     2173   141325 SH       DEFINED 01                  141325
CATALINA MARKETING CORP        COM              148867104    11421   134662 SH       DEFINED 01                  134662
CATALYTICA, INC                COM              148885106     8607   573800 SH       DEFINED 01                  573800
CATAPULT COMMUNICATIONS CORP   COM              149016107      825    53230 SH       DEFINED 01                   53230
CATELLUS DEVELOPMENT CORP      COM              149111106     4623   393433 SH       DEFINED 01                  393433
CATERPILLAR, INC               COM              149123101   116017  2116608 SH       DEFINED 01                 2116608
CATHAY BANCORP, INC            COM              149150104      396    11100 SH       DEFINED 01                   11100
CATO CORP (CLASS A)            COM              149205106     4280   303700 SH       DEFINED 01                  303700
CAVALIER HOMES, INC            COM              149507105       31     6278 SH       DEFINED 01                    6278
CELL GENESYS, INC              COM              150921104      932   118409 SH       DEFINED 01                  118409
CELLSTAR CORP                  COM              150925105     2490   332056 SH       DEFINED 01                  332056
CENTENNIAL HEALTHCARE CORP     COM              150937100      112    38800 SH       DEFINED 01                   38800
CELGENE CORP                   COM              151020104      341    12600 SH       DEFINED 01                   12600
CELL PATHWAYS, INC             COM              15114R101     1352   140516 SH       DEFINED 01                  140516
CELLNET DATA SYSTEMS, INC      COM              15115M101     3482   884400 SH       DEFINED 01                  884400
CELLULAR TECHNICAL SERVICES CO COM              151167301        9     2440 SH       DEFINED 01                    2440
CENDANT CORP                   COM              151313103   105703  5955085 SH       DEFINED 01                 5955085
CENTENNIAL BANCORP             COM              15133T104      366    31474 SH       DEFINED 01                   31474
CENTER TRUST, INC              COM              151845104      477    42900 SH       DEFINED 01                   42900
CENTERPOINT PROPERTIES CORP    COM              151895109     6788   205300 SH       DEFINED 01                  205300
CENTEX CONSTRUCTION PRODUCTS,  COM              15231R109     2996    80701 SH       DEFINED 01                   80701
CENTEX CORP                    COM              152312104    24062   813926 SH       DEFINED 01                  813926
CENTOCOR, INC                  COM              152342101    19935   340407 SH       DEFINED 01                  340407
CENTRAL & SOUTH WEST CORP      COM              152357109    46031  2178997 SH       DEFINED 01                 2178997
CENTRAL GARDEN & PET CO        COM              153527106     1017   133339 SH       DEFINED 01                  133339
CENTRAL HUDSON GAS & ELECTRIC  COM              153609102     4540   115300 SH       DEFINED 01                  115300
CENTRAL NEWSPAPERS, INC (CLASS COM              154647101    16434   369312 SH       DEFINED 01                  369312
CENTRAL PARKING CORP           COM              154785109      323    11050 SH       DEFINED 01                   11050
CENTURA BANKS, INC             COM              15640T100     4965   120000 SH       DEFINED 01                  120000
CENTURY ALUMINUM CO            COM              156431108       18     1700 SH       DEFINED 01                    1700
CENTURY BUSINESS SERVICES, INC COM              156490104     2883   248000 SH       DEFINED 01                  248000
CENTURY COMMUNICATIONS CORP (C COM              156503104     5694   124800 SH       DEFINED 01                  124800
CENTURY SOUTH BANKS, INC       COM              156683104      122     5300 SH       DEFINED 01                    5300
CENTURYTEL, INC                COM              156700106    33815   832375 SH       DEFINED 01                  832375
CEPHALON, INC                  COM              156708109     4386   244085 SH       DEFINED 01                  244085
CERIDIAN CORP                  COM              15677T106   114833  4616397 SH       DEFINED 01                 4616397
CERNER CORP                    COM              156782104     2718   178200 SH       DEFINED 01                  178200
CHAMPION ENTERPRISES, INC      COM              158496109     2913   323703 SH       DEFINED 01                  323703
CHAMPION INTERNATIONAL CORP    COM              158525105    26057   507190 SH       DEFINED 01                  507190
CHAMPIONSHIP AUTO RACING TEAMS COM              158711101      853    32800 SH       DEFINED 01                   32800
CHARLES RIVER ASSOCIATES       COM              159852102       86     3100 SH       DEFINED 01                    3100
CHARTER ONE FINANCIAL, INC     COM              160903100   138956  6008929 SH       DEFINED 01                 6008929
CHARTER MUNICIPAL MORTGAGE ACC COM              160908109      681    52152 SH       DEFINED 01                   52152
CHARMING SHOPPES, INC          COM              161133103      396    77200 SH       DEFINED 01                   77200
CHART INDUSTRIES, INC          COM              16115Q100      616   124718 SH       DEFINED 01                  124718
CHARTWELL RE CORP              COM              16139W109       18     1277 SH       DEFINED 01                    1277
CHASE INDUSTRIES, INC          COM              161568100       13     1504 SH       DEFINED 01                    1504
CHASE MANHATTAN CORP           COM              16161A108   682257  9051501 SH       DEFINED 01                 9051501
CHATEAU PROPERTIES, INC        COM              161726104     2642   101600 SH       DEFINED 01                  101600
CHATTEM, INC                   COM              162456107     1454    65900 SH       DEFINED 01                   65900
CHEAP TICKETS, INC             COM              162672109      560    17300 SH       DEFINED 01                   17300
CHECKFREE HOLDINGS CORP        COM              162816102     7907   192260 SH       DEFINED 01                  192260
CHECKPOINT SYSTEMS, INC        COM              162825103      334    35900 SH       DEFINED 01                   35900
THE CHEESECAKE FACTORY CO      COM              163072101     1464    52750 SH       DEFINED 01                   52750
CHELSEA GCA REALTY, INC        COM              163262108     3175   100400 SH       DEFINED 01                  100400
CHEMED CORP                    COM              163596109     1056    34900 SH       DEFINED 01                   34900
CHEMFIRST, INC                 COM              16361A106     4703   172200 SH       DEFINED 01                  172200
CHEMICAL FINANCIAL CORP        COM              163731102      223     6575 SH       DEFINED 01                    6575
CHESAPEAKE CORP                COM              165159104     3945   130400 SH       DEFINED 01                  130400
CHESAPEAKE ENERGY CORP         COM              165167107      790   203800 SH       DEFINED 01                  203800
CHEVRON CORP                   COM              166751107   389931  4393588 SH       DEFINED 01                 4393588
CHICAGO TITLE CORP             COM              168228104     8426   210972 SH       DEFINED 01                  210972
CHICOS FAS, INC                COM              168615102     1289    47300 SH       DEFINED 01                   47300
CHILDRENS PLACE RETAIL STORES  COM              168905107     2846   106900 SH       DEFINED 01                  106900
CHOICE HOTELS INTERNATIONAL, I COM              169905106     6858   400456 SH       DEFINED 01                  400456
CHIQUITA BRANDS INTERNATIONAL, COM              170032106     1026   172800 SH       DEFINED 01                  172800
CHIREX, INC                    COM              170038103     2852   110500 SH       DEFINED 01                  110500
CHIRON CORP                    COM              170040109    19401   700712 SH       DEFINED 01                  700712
CHITTENDEN CORP                COM              170228100     6880   241408 SH       DEFINED 01                  241408
CHOICEPOINT, INC               COM              170388102    10680   158516 SH       DEFINED 01                  158516
CHRIS CRAFT INDUSTRIES, INC    COM              170520100     4206    74934 SH       DEFINED 01                   74934
CHUBB CORP                     COM              171232101    48905   981784 SH       DEFINED 01                  981784
CHURCH & DWIGHT CO, INC        COM              171340102     7348   293900 SH       DEFINED 01                  293900
CHURCHILL DOWNS, INC           COM              171484108      224     9700 SH       DEFINED 01                    9700
CHYRON CORP                    COM              171605207       29    24566 SH       DEFINED 01                   24566
CIBER, INC                     COM              17163B102     3620   236416 SH       DEFINED 01                  236416
CIDCO, INC                     COM              171768104      193    14800 SH       DEFINED 01                   14800
CIENA CORP                     COM              171779101    33707   923480 SH       DEFINED 01                  923480
CILCORP, INC                   COM              171794100     3001    46300 SH       DEFINED 01                   46300
CINCINNATI BELL, INC           COM              171870108    27326  1405836 SH       DEFINED 01                 1405836
CINCINNATI FINANCIAL CORP      COM              172062101    39092  1041594 SH       DEFINED 01                 1041594
CINERGY CORP                   COM              172474108    34700  1225621 SH       DEFINED 01                 1225621
CIRCLE INTERNATIONAL GROUP, IN COM              172574105     1732    84750 SH       DEFINED 01                   84750
CIRCUIT CITY STORES-CIRCUIT CI COM              172737108   133609  3167030 SH       DEFINED 01                 3167030
CISCO SYSTEMS, INC             COM              17275R102  2399649 34999432 SH       DEFINED 01                34999432
CIRRUS LOGIC, INC              COM              172755100     6513   592100 SH       DEFINED 01                  592100
CITADEL COMMUNICATIONS CORP    COM              172853202     1201    35200 SH       DEFINED 01                   35200
CITATION CORP                  COM              172895104     3152   185400 SH       DEFINED 01                  185400
CINTAS CORP                    COM              172908105    25134   434754 SH       DEFINED 01                  434754
CITIGROUP, INC                 COM              172967101  1451044 32978284 SH       DEFINED 01                32978284
CITIZENS BANKING CORP (MICHIGA COM              174420109     2782   106500 SH       DEFINED 01                  106500
CITIZENS UTILITIES CO (CLASS B COM              177342201     3663   323767 SH       DEFINED 01                  323767
CITRIX SYSTEMS, INC            COM              177376100    26999   435910 SH       DEFINED 01                  435910
CITY HOLDINGS CO               COM              177835105      291    15109 SH       DEFINED 01                   15109
CITY NATIONAL CORP             COM              178566105     9012   268500 SH       DEFINED 01                  268500
CLAIRES STORES, INC            COM              179584107     4761   287447 SH       DEFINED 01                  287447
CLARCOR, INC                   COM              179895107     3695   219750 SH       DEFINED 01                  219750
CLARIFY, INC                   COM              180492100     4488    89200 SH       DEFINED 01                   89200
CLAYTON HOMES, INC             COM              184190106     7641   879494 SH       DEFINED 01                  879494
CLEAN HARBORS, INC             COM              184496107      613   426440 SH       DEFINED 01                  426440
CLEAR CHANNEL COMMUNICATIONS,  COM              184502102   515938  6459323 SH       DEFINED 01                 6459323
CLEVELAND CLIFFS, INC          COM              185896107     5726   183981 SH       DEFINED 01                  183981
CLINTRIALS, INC                COM              188767107       52     9400 SH       DEFINED 01                    9400
CLOROX CO                      COM              189054109    55004  1438000 SH       DEFINED 01                 1438000
CLOSURE MEDICAL CORP           COM              189093107      582    42900 SH       DEFINED 01                   42900
COACHMEN INDUSTRIES, INC       COM              189873102      277    18000 SH       DEFINED 01                   18000
COAST FEDERAL LITIGATION CONTI                  19034Q110      676   655100 SH       DEFINED 01                  655100
COASTAL CORP                   COM              190441105    45472  1110759 SH       DEFINED 01                 1110759
COCA COLA BOTTLING CO CONSOLID COM              191098102    14876   265200 SH       DEFINED 01                  265200
COCA COLA CO                   COM              191216100   850030 17685937 SH       DEFINED 01                17685937
COCA COLA ENTERPRISES, INC     COM              191219104    53063  2351803 SH       DEFINED 01                 2351803
COEUR D'ALENE MINES CORP       COM              192108108       26     5500 SH       DEFINED 01                    5500
COGNEX CORP                    COM              192422103     3598   119200 SH       DEFINED 01                  119200
COGNIZANT TECH SOLUTIONS       COM              192446102      835    26400 SH       DEFINED 01                   26400
COHERENT, INC                  COM              192479103     2668   119580 SH       DEFINED 01                  119580
COHESION TECHNOLOGIES, INC     COM              19248N101      118    19600 SH       DEFINED 01                   19600
COHU, INC                      COM              192576106     2810   133000 SH       DEFINED 01                  133000
COINMACH LAUNDRY CORP          COM              19259L101       11     1100 SH       DEFINED 01                    1100
COINSTAR, INC                  COM              19259P300      328    33000 SH       DEFINED 01                   33000
COLDWATER CREEK, INC           COM              193068103     3156   157800 SH       DEFINED 01                  157800
COLE NATIONAL CORP (CLASS A)   COM              193290103       41     5300 SH       DEFINED 01                    5300
KENNETH COLE PRODUCTIONS, INC  COM              193294105     1344    35952 SH       DEFINED 01                   35952
COLEMAN CO, INC                COM              193559101      114    11900 SH       DEFINED 01                   11900
COLGATE PALMOLIVE CO           COM              194162103   238002  5202224 SH       DEFINED 01                 5202224
COLLINS & AIKMAN CORP          COM              194830105     1946   277949 SH       DEFINED 01                  277949
COLONIAL BANCGROUP, INC        COM              195493309     7388   660400 SH       DEFINED 01                  660400
COLONIAL PROPERTIES TRUST      COM              195872106     4660   174200 SH       DEFINED 01                  174200
COLUMBIA BANKING SYSTEM, INC   COM              197236102       18     1375 SH       DEFINED 01                    1375
COLUMBIA ENERGY GROUP          COM              197648108    54706   987922 SH       DEFINED 01                  987922
COLUMBIA/HCA HEALTHCARE CORP   COM              197677107    87850  4146316 SH       DEFINED 01                 4146316
COLUMBIA LABORATORIES, INC     COM              197779101      417    55600 SH       DEFINED 01                   55600
COLUMBIA SPORTSWEAR CO         COM              198516106      802    56300 SH       DEFINED 01                   56300
COLUMBUS MCKINNON CORP         COM              199333105      762    44200 SH       DEFINED 01                   44200
COMAIR HOLDINGS, INC           COM              199789108    27873  1670292 SH       DEFINED 01                 1670292
COMFORT SYSTEMS U.S.A., INC    COM              199908104     1935   164644 SH       DEFINED 01                  164644
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COMMERCIAL FEDERAL CORP        COM              201647104     1085    55275 SH       DEFINED 01                   55275
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COMMUNITY TRUST BANCORP, INC   COM              204149108     1205    55570 SH       DEFINED 01                   55570
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COMPUSA, INC                   COM              204932107     4991   814886 SH       DEFINED 01                  814886
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COMPUTER SCIENCES CORP         COM              205363104    90547  1287780 SH       DEFINED 01                 1287780
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COMPX INTERNATIONAL, INC       COM              20563P101       30     1600 SH       DEFINED 01                    1600
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COMVERSE TECHNOLOGY, INC       COM              205862402    57981   614778 SH       DEFINED 01                  614778
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COMPUTER HORIZONS CORP         COM              205908106     2440   209915 SH       DEFINED 01                  209915
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COM21, INC                     COM              205937105     1543   118700 SH       DEFINED 01                  118700
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CONNING CORP                   COM              208215103      600    52200 SH       DEFINED 01                   52200
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CONOCO, INC (CLASS B)          COM              208251405   245909  8982963 SH       DEFINED 01                 8982963
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CONTIFINANCIAL CORP            COM              21075V107       84    78700 SH       DEFINED 01                   78700
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COOPER TIRE & RUBBER CO        COM              216831107     8784   498400 SH       DEFINED 01                  498400
COORS (ADOLPH) CO (CLASS B)    COM              217016104     7286   134617 SH       DEFINED 01                  134617
COPART, INC                    COM              217204106     4960   269000 SH       DEFINED 01                  269000
COPPER MOUNTAIN NETWORKS, INC  COM              217510106     8517    97200 SH       DEFINED 01                   97200
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CORDANT TECHNOLOGIES, INC      COM              218412104    18924   621717 SH       DEFINED 01                  621717
COREL CORP                     COM              21868Q109     1403   188300 SH       DEFINED 01                  188300
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CORIXA CORP                    COM              21887F100      617    45900 SH       DEFINED 01                   45900
CORN PRODUCTS INTERNATIONAL, I COM              219023108    17298   568300 SH       DEFINED 01                  568300
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CORNING, INC                   COM              219350105   112744  1644398 SH       DEFINED 01                 1644398
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COSTCO WHOLESALE CORP          COM              22160K105    96954  1346586 SH       DEFINED 01                 1346586
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COTT CORP                      COM              22163N106     3195   745286 SH       DEFINED 01                  745286
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COUSINS PROPERTIES, INC        COM              222795106     5256   154883 SH       DEFINED 01                  154883
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COVENANT TRANSPORT, INC (CLASS COM              22284P105     1792   117500 SH       DEFINED 01                  117500
COVENTRY HEALTH CARE, INC      COM              222862104     1909   200900 SH       DEFINED 01                  200900
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COX RADIO, INC (CLASS A)       COM              224051102     5194    87300 SH       DEFINED 01                   87300
CRANE CO                       COM              224399105     9562   426174 SH       DEFINED 01                  426174
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CRAWFORD & CO (CLASS A)        COM              224633206     2777   235100 SH       DEFINED 01                  235100
CREATIVE COMPUTERS, INC        COM              22527E107       77    12000 SH       DEFINED 01                   12000
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CREDENCE SYSTEMS CORP          COM              225302108     8181   182300 SH       DEFINED 01                  182300
CREDIT ACCEPTANCE CORP         COM              225310101     1716   286000 SH       DEFINED 01                  286000
CREDITRUST CORP                COM              225429109      671    29900 SH       DEFINED 01                   29900
CREE RESEARCH, INC             COM              225447101     6686   197000 SH       DEFINED 01                  197000
CRESCENDO PHARMACEUTICALS CORP COM              225637107      172     9550 SH       DEFINED 01                    9550
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CRESCENT REAL ESTATE EQUITIES  COM              225756105    15269   848300 SH       DEFINED 01                  848300
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CRIIMI MAE, INC                COM              226603108       38    18235 SH       DEFINED 01                   18235
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CROSS TIMBERS OIL CO           COM              227573102     5037   373100 SH       DEFINED 01                  373100
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CROWN AMERICAN REALTY TRUST    COM              228186102     1521   236294 SH       DEFINED 01                  236294
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CUBIC CORP                     COM              229669106     2226    94980 SH       DEFINED 01                   94980
CULLEN FROST BANKERS, INC      COM              229899109    16158   646300 SH       DEFINED 01                  646300
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CUMULUS MEDIA, INC             COM              231082108     3187    97500 SH       DEFINED 01                   97500
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CURTISS WRIGHT CORP            COM              231561101     1687    52300 SH       DEFINED 01                   52300
CYBERIAN OUTPOST, INC          COM              231914102     1039   113300 SH       DEFINED 01                  113300
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CYBERCASH, INC                 COM              232462101      508    69500 SH       DEFINED 01                   69500
CYBERONICS, INC                COM              23251P102     1496    83700 SH       DEFINED 01                   83700
CYBEX COMPUTER PRODUCTS CORP   COM              232522102     2224    66645 SH       DEFINED 01                   66645
CYGNUS, INC                    COM              232560102     2000   178300 SH       DEFINED 01                  178300
CYLINK CORP                    COM              232565101       18     2500 SH       DEFINED 01                    2500
CYMER, INC                     COM              232572107     5786   166796 SH       DEFINED 01                  166796
CYPRESS SEMICONDUCTOR CORP     COM              232806109    20257   942200 SH       DEFINED 01                  942200
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CYTEC INDUSTRIES, INC          COM              232820100    13573   565557 SH       DEFINED 01                  565557
CYTOGEN CORP                   COM              232824102        0       36 SH       DEFINED 01                      36
CYTYC CORP                     COM              232946103     5614   145100 SH       DEFINED 01                  145100
DII GROUP, INC                 COM              232949107     9483   269500 SH       DEFINED 01                  269500
DBT ONLINE, INC                COM              233044106     2000    80185 SH       DEFINED 01                   80185
DQE, INC                       COM              23329J104    34218   874593 SH       DEFINED 01                  874593
DPL, INC                       COM              233293109    20066  1138475 SH       DEFINED 01                 1138475
HORTON (D.R.), INC             COM              23331A109     4374   338109 SH       DEFINED 01                  338109
DSP GROUP, INC                 COM              23332B106      163     4100 SH       DEFINED 01                    4100
DSP COMMUNICATIONS, INC        COM              23332K106     5830   306816 SH       DEFINED 01                  306816
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DT INDUSTRIES, INC             COM              23333J108       17     2600 SH       DEFINED 01                    2600
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DVI, INC                       COM              233343102      701    42800 SH       DEFINED 01                   42800
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DAISYTEK INTERNATIONAL CORP    COM              234053106     1018    72400 SH       DEFINED 01                   72400
DAL-TILE INTERNATIONAL, INC    COM              23426R108     1535   193400 SH       DEFINED 01                  193400
DALLAS SEMICONDUCTOR CORP      COM              235204104    13075   244685 SH       DEFINED 01                  244685
DAN RIVER, INC (CLASS A)       COM              235774106     1085   166910 SH       DEFINED 01                  166910
DANA CORP                      COM              235811106    44347  1194529 SH       DEFINED 01                 1194529
DANAHER CORP                   COM              235851102    31451   596942 SH       DEFINED 01                  596942
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DATA BROADCASTING CORP         COM              237596101      302    39938 SH       DEFINED 01                   39938
DATA DIMENSIONS, INC           COM              237654207        6     4200 SH       DEFINED 01                    4200
DATA GENERAL CORP              COM              237688106     2797   132800 SH       DEFINED 01                  132800
DATA TRANSMISSION NETWORK CORP COM              238017107      107     4300 SH       DEFINED 01                    4300
DATASCOPE CORP                 COM              238113104     7485   213100 SH       DEFINED 01                  213100
DATASTREAM SYSTEMS, INC        COM              238124101     3314   252490 SH       DEFINED 01                  252490
DAVE & BUSTER'S, INC           COM              23833N104      465    38950 SH       DEFINED 01                   38950
DAVIDS BRIDAL, INC             COM              238576102      401    53900 SH       DEFINED 01                   53900
DAVOX CORP                     COM              239208101       48     3700 SH       DEFINED 01                    3700
DAY RUNNER, INC                COM              239545106      893   106600 SH       DEFINED 01                  106600
DAYTON HUDSON CORP             COM              239753106   287094  4779919 SH       DEFINED 01                 4779919
DEAN FOODS CO                  COM              242361103    23667   543299 SH       DEFINED 01                  543299
DEB SHOPS, INC                 COM              242728103     3221   165200 SH       DEFINED 01                  165200
DEERE & CO                     COM              244199105    55040  1422690 SH       DEFINED 01                 1422690
DEL MONTE FOODS CO             COM              24522P103     2119   150000 SH       DEFINED 01                  150000
DELCO REMY INTERNATIONAL, INC  COM              246626105     1051   116822 SH       DEFINED 01                  116822
DELHAIZE AMERICA, INC (CLASS A COM              246688105     7013   330983 SH       DEFINED 01                  330983
DELHAIZE AMERICA, INC (CLASS B COM              246688204    17216   760909 SH       DEFINED 01                  760909
DELIA*S, INC                   COM              246885107       30     4700 SH       DEFINED 01                    4700
DELL COMPUTER CORP             COM              247025109   920713 22020041 SH       DEFINED 01                22020041
DELPHI AUTOMOTIVE SYSTEMS CORP COM              247126105    55122  3431742 SH       DEFINED 01                 3431742
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DELTA & PINE LAND CO           COM              247357106      599    23142 SH       DEFINED 01                   23142
DELTA AIRLINES, INC            COM              247361108    61869  1275644 SH       DEFINED 01                 1275644
DELTEK SYSTEMS, INC            COM              24785A108       29     1800 SH       DEFINED 01                    1800
DELTIC TIMBER CORP             COM              247850100     1223    53765 SH       DEFINED 01                   53765
DELUXE CORP                    COM              248019101    38401  1129435 SH       DEFINED 01                 1129435
DENDRITE INTERNATIONAL, INC    COM              248239105     8439   178600 SH       DEFINED 01                  178600
DENTSPLY INTERNATIONAL, INC    COM              249030107    18277   803400 SH       DEFINED 01                  803400
DEPARTMENT 56, INC             COM              249509100     3151   131632 SH       DEFINED 01                  131632
DESTIA COMMUNICATIONS INC      COM              25063E100      611    48900 SH       DEFINED 01                   48900
DETROIT DIESEL CORP            COM              250837101     2216   119800 SH       DEFINED 01                  119800
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DEVON ENERGY CORP (NEW)        COM              25179M103    18756   452643 SH       DEFINED 01                  452643
DEVRY, INC                     COM              251893103     8502   425081 SH       DEFINED 01                  425081
DEXTER CORP                    COM              252165105     7539   202060 SH       DEFINED 01                  202060
DIAGNOSTIC PRODUCTS CORP       COM              252450101     2282    85116 SH       DEFINED 01                   85116
DIAL CORP                      COM              25247D101     7456   292407 SH       DEFINED 01                  292407
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DIAMOND TECH PARTNERS, INC (CL COM              252762109     2100    46800 SH       DEFINED 01                   46800
DIEBOLD, INC                   COM              253651103    28483  1231699 SH       DEFINED 01                 1231699
DIGI INTERNATIONAL, INC        COM              253798102       37     3405 SH       DEFINED 01                    3405
DIGITAL MICROWAVE CORP         COM              253859102     6120   390100 SH       DEFINED 01                  390100
DIGITAL RIVER, INC             COM              25388B104     2364   108700 SH       DEFINED 01                  108700
DIME COMMUNITY BANCORP, INC    COM              253922108     2534   122100 SH       DEFINED 01                  122100
DILLARDS, INC (CLASS A)        COM              254067101    12710   625700 SH       DEFINED 01                  625700
DIME BANCORP, INC              COM              25429Q102    25204  1440200 SH       DEFINED 01                 1440200
DIMON, INC                     COM              254394109     1816   468620 SH       DEFINED 01                  468620
DIONEX CORP                    COM              254546104     6810   159300 SH       DEFINED 01                  159300
DISCOUNT AUTO PARTS, INC       COM              254642101     1380    85598 SH       DEFINED 01                   85598
DISNEY (WALT) CO               COM              254687106   420501 16251248 SH       DEFINED 01                16251248
DISTRIBUCION Y SERVICIO S.A. A ADR              254753106     3790   225400 SH       DEFINED 01                  225400
DISPATCH MANAGEMENT SERVICES C COM              254927106        1      500 SH       DEFINED 01                     500
DIRECT FOCUS, INC              COM              254931108      155     8200 SH       DEFINED 01                    8200
DOCUMENTUM, INC                COM              256159104     2323   107400 SH       DEFINED 01                  107400
DOLE FOOD, INC                 COM              256605106    15192   799557 SH       DEFINED 01                  799557
DOLLAR GENERAL CORP            COM              256669102    28695   929398 SH       DEFINED 01                  929398
DOLLAR THRIFTY AUTOMOTIVE GROU COM              256743105     8304   401418 SH       DEFINED 01                  401418
DOLLAR TREE STORES, INC        COM              256747106    37205   931570 SH       DEFINED 01                  931570
DOMINION RESOURCES, INC        COM              257470104    52914  1172606 SH       DEFINED 01                 1172606
DOMTAR, INC                    COM              257561100     4256   412800 SH       DEFINED 01                  412800
DONALDSON CO, INC              COM              257651109     6740   290657 SH       DEFINED 01                  290657
DONALDSON, LUFKIN & JENRETTE,  COM              257661108     2061    52100 SH       DEFINED 01                   52100
DLJDIRECT                      COM              257661504     2984   197300 SH       DEFINED 01                  197300
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DORAL FINANCIAL CORP           COM              25811P100     4043   302253 SH       DEFINED 01                  302253
DOUBLECLICK, INC               COM              258609304    25782   216426 SH       DEFINED 01                  216426
DOVER CORP                     COM              260003108    56958  1393472 SH       DEFINED 01                 1393472
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DOW CHEMICAL CO                COM              260543103   200396  1763663 SH       DEFINED 01                 1763663
DOW JONES & CO, INC            COM              260561105     5559   104156 SH       DEFINED 01                  104156
DOWNEY FINANCIAL CORP          COM              261018105     2668   132555 SH       DEFINED 01                  132555
DRESS BARN, INC                COM              261570105     2049   111700 SH       DEFINED 01                  111700
DREXLER TECHNOLOGY CORP        COM              261876106       64     8867 SH       DEFINED 01                    8867
DREYERS GRAND ICE CREAM, INC   COM              261878102     2006   115444 SH       DEFINED 01                  115444
DRIL-QUIP, INC                 COM              262037104      987    38600 SH       DEFINED 01                   38600
DU PONT (E.I.) DE NEMOURS & CO COM              263534109   472418  7760461 SH       DEFINED 01                 7760461
DUANE READE, INC               COM              263578106     3426   113736 SH       DEFINED 01                  113736
DUCOMMUN, INC                  COM              264147109      701    63695 SH       DEFINED 01                   63695
DUFF & PHELPS CREDIT RATING CO COM              26432F109     5646    70633 SH       DEFINED 01                   70633
DUKE ENERGY CORP               COM              264399106   140148  2542360 SH       DEFINED 01                 2542360
DUKE-WEEKS REALTY CORP         COM              264411505    13404   687400 SH       DEFINED 01                  687400
DUN & BRADSTREET CORP          COM              26483B106    27515   921015 SH       DEFINED 01                  921015
DURA AUTOMOTIVE SYSTEMS, INC   COM              265903104      272    11293 SH       DEFINED 01                   11293
DUPONT PHOTOMASKS, INC         COM              26613X101     2383    51731 SH       DEFINED 01                   51731
DURA PHARMACEUTICALS, INC      COM              26632S109     4837   347050 SH       DEFINED 01                  347050
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DYCOM INDUSTRIES, INC          COM              267475101    10043   238052 SH       DEFINED 01                  238052
DYNEGY, INC                    COM              26816L102     5626   271962 SH       DEFINED 01                  271962
DYNEX CAPITAL, INC             COM              26817Q506       40     5888 SH       DEFINED 01                    5888
EEX CORP                       COM              26842V207      867   295208 SH       DEFINED 01                  295208
E4L, INC                       COM              268452109     1286   337211 SH       DEFINED 01                  337211
EG & G, INC                    COM              268457108     9049   227300 SH       DEFINED 01                  227300
EIS INTERNATIONAL, INC         COM              268539103        1      300 SH       DEFINED 01                     300
EMC CORP                       COM              268648102   777706 10886520 SH       DEFINED 01                10886520
ENSCO INTERNATIONAL, INC       COM              26874Q100    28839  1596624 SH       DEFINED 01                 1596624
EOG RESOURCES, INC             COM              26875P101    11435   538100 SH       DEFINED 01                  538100
ESS TECHNOLOGY                 COM              269151106     2466   186121 SH       DEFINED 01                  186121
E.SPIRE COMMUNICATIONS, INC    COM              269153102     1949   268800 SH       DEFINED 01                  268800
ETEC SYSTEMS, INC              COM              26922C103     2417    64243 SH       DEFINED 01                   64243
E-TEK DYNAMICS, INC            COM              269240107     8734   161000 SH       DEFINED 01                  161000
E'TOWN CORP                    COM              269242103      339     6837 SH       DEFINED 01                    6837
E TRADE GROUP, INC             COM              269246104    31774  1352096 SH       DEFINED 01                 1352096
E-Z-EM, INC (CLASS A)          COM              269305207      761   169000 SH       DEFINED 01                  169000
E-Z-EM, INC (CLASS B)          COM              269305306     1070   231367 SH       DEFINED 01                  231367
EAGLE GEOPHYSICAL, INC         COM              269524104        0      323 SH       DEFINED 01                     323
EAGLE U.S.A. AIRFREIGHT, INC   COM              270018104     3254   108700 SH       DEFINED 01                  108700
EARTHGRAINS CO                 COM              270319106    16309   737144 SH       DEFINED 01                  737144
EARTHSHELL CORP                COM              27032B100     2070   534280 SH       DEFINED 01                  534280
EARTHWEB INC                   COM              27032C108     1774    44900 SH       DEFINED 01                   44900
EARTHLINK NETWORK, INC         COM              270322100     6089   141800 SH       DEFINED 01                  141800
EAST WEST BANCORP, INC         COM              27579R104      257    21600 SH       DEFINED 01                   21600
EASTERN ENTERPRISES CO         COM              27637F100     6814   146738 SH       DEFINED 01                  146738
EASTERN UTILITIES ASSOCIATION  COM              277173100     4450   148957 SH       DEFINED 01                  148957
EASTGROUP PROPERTIES, INC      COM              277276101     1979   109200 SH       DEFINED 01                  109200
EASTMAN CHEMICAL CO            COM              277432100    14392   359798 SH       DEFINED 01                  359798
EASTMAN KODAK CO               COM              277461109   147104  1950006 SH       DEFINED 01                 1950006
EATON CORP                     COM              278058102    65186   755234 SH       DEFINED 01                  755234
EATON VANCE CORP               COM              278265103    10292   321624 SH       DEFINED 01                  321624
EBAY, INC                      COM              278642103    20158   142900 SH       DEFINED 01                  142900
ECHELON CORP                   COM              27874N105      120    15700 SH       DEFINED 01                   15700
ECHELON INTERNATIONAL CORP     COM              278747100      306    12346 SH       DEFINED 01                   12346
ECHO BAY MINES LTD             COM              278751102      380   197498 SH       DEFINED 01                  197498
ECHOSTAR COMMUNICATIONS CORP ( COM              278762109     5603    61700 SH       DEFINED 01                   61700
ECLIPSE SURGICAL TECH INC      COM              278849104      792    48000 SH       DEFINED 01                   48000
ECLIPSYS CORP                  COM              278856109     2632   183062 SH       DEFINED 01                  183062
ECOGEN, INC                    COM              278864202       29    14504 SH       DEFINED 01                   14504
ECOLAB, INC                    COM              278865100    25930   759851 SH       DEFINED 01                  759851
EDIFY CORP                     COM              280599101      278    22200 SH       DEFINED 01                   22200
EDPERBRASCAN CORP (CLASS A)    COM              280905803     5825   411550 SH       DEFINED 01                  411550
EDISON INTERNATIONAL CO        COM              281020107    63698  2619952 SH       DEFINED 01                 2619952
EDUCATION MANAGEMENT CORP      COM              28139T101     1924   155500 SH       DEFINED 01                  155500
EDUTREK INTERNATIONAL, INC (CL COM              28164K108        1      300 SH       DEFINED 01                     300
J.D. EDWARDS & CO              COM              281667105     5194   250700 SH       DEFINED 01                  250700
EDWARDS (A.G.), INC            COM              281760108    35127  1331842 SH       DEFINED 01                 1331842
EFAX.COM INC                   COM              282012103      184    23900 SH       DEFINED 01                   23900
EGGHEAD.COM, INC               COM              282330109     2265   323635 SH       DEFINED 01                  323635
EINSTEIN/NOAH BAGEL CORP       COM              282577105        0      300 SH       DEFINED 01                     300
EL PASO ELECTRIC CO            COM              283677854      156    17322 SH       DEFINED 01                   17322
EL PASO ENERGY CORP            COM              283905107    19174   481606 SH       DEFINED 01                  481606
ELAN CORP PLC ADR              ADR              284131208   223475  6658482 SH       DEFINED 01                 6658482
ELCOR CORP                     COM              284443108     7251   290050 SH       DEFINED 01                  290050
ELDER BEERMAN STORES CORP      COM              284470101       58     9100 SH       DEFINED 01                    9100
ELECTRIC LIGHTWAVE (CLASS A)   COM              284895109     1056    79700 SH       DEFINED 01                   79700
ELECTRO RENT CORP              COM              285218103       55     4400 SH       DEFINED 01                    4400
ELECTRO SCIENTIFIC INDUSTRIES, COM              285229100     2003    37600 SH       DEFINED 01                   37600
ELECTROGLAS, INC               COM              285324109     2064    88300 SH       DEFINED 01                   88300
ELECTRONIC ARTS, INC           COM              285512109    33575   463900 SH       DEFINED 01                  463900
ELECTRONIC DATA SYSTEMS CORP   COM              285661104   197185  3724856 SH       DEFINED 01                 3724856
ELECTRONICS BOUTIQUE HLDG CP   COM              286045109      585    22700 SH       DEFINED 01                   22700
ELECTRONICS FOR IMAGING, INC   COM              286082102    18912   367900 SH       DEFINED 01                  367900
EMBOTELLADORA ANDINA ADR (CLAS ADR              29081P204     3463   200000 SH       DEFINED 01                  200000
EMBOTELLADORA ANDINA ADR (CLAS ADR              29081P303      529    40700 SH       DEFINED 01                   40700
EMCOR GROUP, INC               COM              29084Q100      874    45400 SH       DEFINED 01                   45400
EMCORE CORP                    COM              290846104      119     8600 SH       DEFINED 01                    8600
EMERSON ELECTRIC CO            COM              291011104   181400  2870816 SH       DEFINED 01                 2870816
EMMIS COMMUNICATIONS (CLASS A) COM              291525103     7597   115000 SH       DEFINED 01                  115000
EMPIRE DISTRICT ELECTRIC CO    COM              291641108      966    37781 SH       DEFINED 01                   37781
EMPLOYEE SOLUTIONS, INC        COM              292166105       70    72300 SH       DEFINED 01                   72300
EMPRESA NACIONAL ELECTRICIDAD  ADR              29244T101     5351   411626 SH       DEFINED 01                  411626
EMULEX CORP                    COM              292475209     9240   107600 SH       DEFINED 01                  107600
ENBRIDGE, INC                  COM              29250N105    12126   561998 SH       DEFINED 01                  561998
ENCAD, INC                     COM              292503109       39     6700 SH       DEFINED 01                    6700
ENCORE WIRE CORP               COM              292562105      651    71850 SH       DEFINED 01                   71850
ENERGEN CORP                   COM              29265N108     6318   311986 SH       DEFINED 01                  311986
ENERGY CONVERSION DEVICES, INC COM              292659109        1       50 SH       DEFINED 01                      50
ENERGY EAST CORP               COM              29266M109    34602  1456921 SH       DEFINED 01                 1456921
ENERSIS S.A. ADR               ADR              29274F104     2423   116078 SH       DEFINED 01                  116078
ENGELHARD CORP                 COM              292845104    12178   669555 SH       DEFINED 01                  669555
ENGINEERING ANIMATION, INC     COM              292872108      939    59400 SH       DEFINED 01                   59400
ENESCO GROUP, INC              COM              292973104     1784   116027 SH       DEFINED 01                  116027
ENHANCE FINANCIAL SERVICES GRO COM              293310108     3928   222100 SH       DEFINED 01                  222100
ENRON CORP                     COM              293561106   194010  4703284 SH       DEFINED 01                 4703284
ENTERCOM COMMUNICATIONS CORP   COM              293639100     1883    52300 SH       DEFINED 01                   52300
ENTERGY CORP                   COM              29364G103    44329  1531898 SH       DEFINED 01                 1531898
ENTERTAINMENT PROPERTIES TRUST COM              29380T105     2457   168000 SH       DEFINED 01                  168000
ENTREMED, INC                  COM              29382F103      162     7500 SH       DEFINED 01                    7500
ENTRUST TECHNOLOGIES INC       COM              293848107     2762   123100 SH       DEFINED 01                  123100
ENZON, INC                     COM              293904108      720    23596 SH       DEFINED 01                   23596
ENZO BIOCHEMICAL, INC          COM              294100102     2646    93266 SH       DEFINED 01                   93266
EPICOR SOFTWARE CORP           COM              29426L108     1402   243753 SH       DEFINED 01                  243753
EPITOPE, INC                   COM              294261102        2      263 SH       DEFINED 01                     263
EQUIFAX, INC                   COM              294429105    33306  1184207 SH       DEFINED 01                 1184207
EQUITABLE RESOURCES, INC       COM              294549100    12833   339394 SH       DEFINED 01                  339394
EQUITY INNS, INC               COM              294703103      267    31400 SH       DEFINED 01                   31400
EQUITY OFFICE PROPERTIES TRUST COM              294741103    49692  2137277 SH       DEFINED 01                 2137277
EQUITY OIL CO                  COM              294749106      456   304280 SH       DEFINED 01                  304280
EQUITY RESIDENTIAL PROPERTIES  COM              29476L107    36545   862419 SH       DEFINED 01                  862419
ERICSSON TELEFON (LM) SERIES B ADR              294821400    50594  1619000 SH       DEFINED 01                 1619000
ERIE INDEMNITY CO (CLASS A)    COM              29530P102     3814   115800 SH       DEFINED 01                  115800
ESSEX PROPERTY TRUST, INC      COM              297178105     1583    45300 SH       DEFINED 01                   45300
ESTERLINE CORP                 COM              297425100     1764   112020 SH       DEFINED 01                  112020
ETHAN ALLEN INTERIORS, INC     COM              297602104    10877   341900 SH       DEFINED 01                  341900
ETHYL CORP                     COM              297659104      125    32200 SH       DEFINED 01                   32200
ETOYS, INC                     COM              297862104     1005    15100 SH       DEFINED 01                   15100
EVANS & SUTHERLAND COMPUTER CO COM              299096107      926    74800 SH       DEFINED 01                   74800
EVEREN CAPITAL CORP            COM              299761106     2797    94815 SH       DEFINED 01                   94815
EVEREST REINSURANCE HOLDINGS,  COM              299808105     7495   314766 SH       DEFINED 01                  314766
EVERGREEN RESOURCES, INC       COM              299900308        7      300 SH       DEFINED 01                     300
EXABYTE CORP                   COM              300615101       81    18600 SH       DEFINED 01                   18600
EXAR CORP                      COM              300645108      112     3000 SH       DEFINED 01                    3000
EXCALIBUR TECHNOLOGIES CORP    COM              300651205      234    28350 SH       DEFINED 01                   28350
EXCEL LEGACY CORP              COM              300665106       12     2900 SH       DEFINED 01                    2900
EXCEL SWITCHING CORP           COM              30067V108     5805   161800 SH       DEFINED 01                  161800
EXCHANGE APPLICATIONS          COM              300867108     1290    44400 SH       DEFINED 01                   44400
EXECUTONE INFORMATION SYSTEMS, COM              301607107      236    78700 SH       DEFINED 01                   78700
EXIDE CORP                     COM              302051107     1016   106200 SH       DEFINED 01                  106200
EXODUS COMMUNICATIONS, INC     COM              302088109    44477   617200 SH       DEFINED 01                  617200
EXPEDITORS INTERNATIONAL OF WA COM              302130109    14124   440100 SH       DEFINED 01                  440100
EXPRESS SCRIPTS, INC           COM              302182100    19876   254000 SH       DEFINED 01                  254000
EXTENDED STAY AMERICA, INC     COM              30224P101     9814  1090480 SH       DEFINED 01                 1090480
EXTENDICARE, INC (CLASS A)     COM              30224T871     1978   599200 SH       DEFINED 01                  599200
EXTREME NETWORKS, INC          COM              30226D106    13473   212800 SH       DEFINED 01                  212800
EXXON CORP                     COM              302290101  1616336 21285088 SH       DEFINED 01                21285088
F & M BANCORP, INC (MARYLAND)  COM              302367107      455    17010 SH       DEFINED 01                   17010
F & M BANCORP, INC (WISCONSIN) COM              302371109     1334    38400 SH       DEFINED 01                   38400
F & M NATIONAL CORP            COM              302374103     2892   111240 SH       DEFINED 01                  111240
FBL FINANCIAL GROUP, INC (CLAS COM              30239F106     4532   219729 SH       DEFINED 01                  219729
FMC CORP                       COM              302491303    22605   468490 SH       DEFINED 01                  468490
F.N.B. CORP                    COM              302520101      824    33969 SH       DEFINED 01                   33969
FPIC INSURANCE GROUP, INC      COM              302563101      122     8100 SH       DEFINED 01                    8100
FPL GROUP, INC                 COM              302571104    64875  1287848 SH       DEFINED 01                 1287848
FSI INTERNATIONAL, INC         COM              302633102      191    23200 SH       DEFINED 01                   23200
F.Y.I., INC                    COM              302712104     3224    95700 SH       DEFINED 01                   95700
FAB INDUSTRIES, INC            COM              302747100      162    12396 SH       DEFINED 01                   12396
FACTORY 2-U STORES, INC        COM              303072102     1993    66700 SH       DEFINED 01                   66700
FACTSET RESEARCH SYSTEMS, INC  COM              303075105     3654    64248 SH       DEFINED 01                   64248
FAIR ISSAC & CO, INC           COM              303250104     3955   140927 SH       DEFINED 01                  140927
FAIRCHILD CORP (CLASS A)       COM              303698104       77     7503 SH       DEFINED 01                    7503
FAIRFIELD COMMUNITIES, INC     COM              304231301     3497   319700 SH       DEFINED 01                  319700
FAMILY DOLLAR STORES, INC      COM              307000109     7271   344180 SH       DEFINED 01                  344180
FAMILY GOLF CENTERS, INC       COM              30701A106       74    29300 SH       DEFINED 01                   29300
FANSTEEL, INC                  COM              307260109     1000   250100 SH       DEFINED 01                  250100
FARMER BROTHERS CO             COM              307675108       17      100 SH       DEFINED 01                     100
FARM FAMILY HOLDINGS INC       COM              307901108        4      100 SH       DEFINED 01                     100
FARMERS CAPITAL BANK CORP      COM              309562106      375    10500 SH       DEFINED 01                   10500
FATBRAIN.COM, INC              COM              311889109      366    24500 SH       DEFINED 01                   24500
FASTENAL CO                    COM              311900104     6591   139870 SH       DEFINED 01                  139870
FDX CORP                       COM              31304N107    61598  1589634 SH       DEFINED 01                 1589634
FEDDERS CORP                   COM              313135105     1546   257670 SH       DEFINED 01                  257670
FEDDERS CORP (CLASS A)         COM              313135303      758   153550 SH       DEFINED 01                  153550
FEDERAL AGRICULTURAL MORTGAGE  COM              313148306       78     3900 SH       DEFINED 01                    3900
FREDDIE MAC                    COM              313400301   261826  5035117 SH       DEFINED 01                 5035117
FEDERAL-MOGUL CORP             COM              313549107    33001  1197323 SH       DEFINED 01                 1197323
FEDERAL NATIONAL MORTGAGE ASSO COM              313586109   444862  7096503 SH       DEFINED 01                 7096503
FEDERAL REALTY INVESTMENT TRUS COM              313747206     4066   194216 SH       DEFINED 01                  194216
FEDERAL SIGNAL CORP            COM              313855108     2101   105714 SH       DEFINED 01                  105714
FEDERATED DEPARTMENT STORES, I COM              31410H101    80550  1843787 SH       DEFINED 01                 1843787
FEDERATED INVESTMENTS, INC     COM              314211103     8070   467800 SH       DEFINED 01                  467800
FELCOR LODGING TRUST, INC      COM              31430F101     7021   401219 SH       DEFINED 01                  401219
FERRO CORP                     COM              315405100     8740   410103 SH       DEFINED 01                  410103
FIDELITY HLDGS INC             COM              31617J108       95     5700 SH       DEFINED 01                    5700
FIDELITY NATIONAL FINANCIAL, I COM              316326107     2769   182320 SH       DEFINED 01                  182320
FIFTH THIRD BANCORP            COM              316773100    93853  1542520 SH       DEFINED 01                 1542520
FILENET CORP                   COM              316869106     2012   188297 SH       DEFINED 01                  188297
FINANCIAL FEDERAL CORP         COM              317492106      755    40000 SH       DEFINED 01                   40000
FINANCIAL SECURITY ASSURANCE H COM              31769P100    10664   206321 SH       DEFINED 01                  206321
FINLAY ENTERPRISES, INC        COM              317884203       40     2900 SH       DEFINED 01                    2900
FINET.COM, INC                 COM              317922300      550   181600 SH       DEFINED 01                  181600
FINISH LINE, INC (CLASS A)     COM              317923100     1094   125000 SH       DEFINED 01                  125000
FINOVA GROUP, INC              COM              317928109    16298   446510 SH       DEFINED 01                  446510
FIREARMS TRAINING SYSTEMS, INC COM              318120102       22    35200 SH       DEFINED 01                   35200
FIRST AMERICAN FINANCIAL CORP  COM              318522307     8681   649048 SH       DEFINED 01                  649048
FIRST BANCORP (PUERTO RICO)    COM              318672102     3603   182417 SH       DEFINED 01                  182417
FIRST AMERICAN CORP            COM              318900107    25978   605901 SH       DEFINED 01                  605901
FIRST CHARTER CORP             COM              319439105      224    12800 SH       DEFINED 01                   12800
FIRST CITIZENS BANCSHARES, INC COM              31946M103     1819    23700 SH       DEFINED 01                   23700
FIRST COMMERCE BANCSHARES, INC COM              319777207       35     1700 SH       DEFINED 01                    1700
FIRST COMMONWEALTH FINANCIAL C COM              319829107     2844   111532 SH       DEFINED 01                  111532
FIRST CONSULTING GROUP, INC    COM              31986R103     1131   113111 SH       DEFINED 01                  113111
FIRST FEDERAL CAPITAL CORP     COM              319960100      770    49700 SH       DEFINED 01                   49700
FIRST DATA CORP                COM              319963104   149790  3414007 SH       DEFINED 01                 3414007
FIRST FINANCIAL BANKSHARES, IN COM              32020R109       82     2480 SH       DEFINED 01                    2480
FIRST FINANCIAL BANCORP        COM              320209109     2320    98720 SH       DEFINED 01                   98720
FIRST FINANCIAL CORP (INDIANA) COM              320218100      128     3500 SH       DEFINED 01                    3500
FIRST FINANCIAL HOLDINGS, INC  COM              320239106      381    22000 SH       DEFINED 01                   22000
FIRST INDUSTRIAL REALTY TRUST, COM              32054K103     8101   327300 SH       DEFINED 01                  327300
FIRST INDIANA CORP             COM              32054R108      632    30100 SH       DEFINED 01                   30100
FIRST LIBERTY FINANCIAL CORP   COM              320691108      774    27400 SH       DEFINED 01                   27400
FIRST MERCHANTS CORP           COM              320817109      332    13950 SH       DEFINED 01                   13950
FIRST MIDWEST BANCORP, INC     COM              320867104    15083   394980 SH       DEFINED 01                  394980
FIRST HEALTH GROUP CORP        COM              320960107     7455   332276 SH       DEFINED 01                  332276
FIRST SIERRA FINANCIAL, INC    COM              335944104      154    14400 SH       DEFINED 01                   14400
FIRST REPUBLIC BANK            COM              336158100     1627    61400 SH       DEFINED 01                   61400
FIRST SECURITY CORP            COM              336294103    29909  1257690 SH       DEFINED 01                 1257690
FIRST SENTINEL BANCORP, INC    COM              33640T103       77     9900 SH       DEFINED 01                    9900
FIRST SOURCE CORP              COM              336901103      349    14540 SH       DEFINED 01                   14540
FIRST TENNESSEE NATIONAL CORP  COM              337162101    23303   828547 SH       DEFINED 01                  828547
FIRST UNION CORP               COM              337358105   229425  6451321 SH       DEFINED 01                 6451321
FIRST UNION REAL ESTATE INVEST COM              337400105       23     4480 SH       DEFINED 01                    4480
FIRST UNITED BANCSHARES, INC   COM              33741E104      935    52700 SH       DEFINED 01                   52700
FIRST VIRGINIA BANKS, INC      COM              337477103    17803   408675 SH       DEFINED 01                  408675
FIRST WASHINGTON BANCORP, INC  COM              33748T104      785    44860 SH       DEFINED 01                   44860
FIRST WASHINGTON RLTY TR INC   COM              337489504       27     1300 SH       DEFINED 01                    1300
FIRSTAR CORP                   COM              33763V109   197569  7710023 SH       DEFINED 01                 7710023
FISERV, INC                    COM              337738108    11589   356580 SH       DEFINED 01                  356580
FIRSTFED FINANCIAL CORP        COM              337907109     5587   321550 SH       DEFINED 01                  321550
FIRSTMERIT CORP                COM              337915102    11452   451308 SH       DEFINED 01                  451308
FLAGSTAR BANCORP, INC          COM              337930101      935    60800 SH       DEFINED 01                   60800
FIRSTENERGY CORP               COM              337932107    60948  2390124 SH       DEFINED 01                 2390124
FISHER SCIENTIFIC INTERNATIONA COM              338032204     2356   109572 SH       DEFINED 01                  109572
FLASHNET                       COM              338527104      311    38900 SH       DEFINED 01                   38900
FLEET BOSTON CORPORATION       COM              338915101   338324  9237524 SH       DEFINED 01                 9237524
FLEETWOOD ENTERPRISES, INC     COM              339099103     5673   281000 SH       DEFINED 01                  281000
FLORIDA EAST COAST INDUSTRIES, COM              340632108     5163   164901 SH       DEFINED 01                  164901
FLORIDA PROGRESS CORP          COM              341109106    27331   590939 SH       DEFINED 01                  590939
FLORIDA ROCK INDUSTRIES, INC   COM              341140101     3511   101038 SH       DEFINED 01                  101038
FLOWERS INDUSTRIES, INC        COM              343496105    10203   752275 SH       DEFINED 01                  752275
FLOWSERVE CORP                 COM              34354P105    10855   652915 SH       DEFINED 01                  652915
FLUOR CORP                     COM              343861100    23374   580713 SH       DEFINED 01                  580713
FLYCAST COMMUNICATIONS CORP    COM              344067103     2048    45000 SH       DEFINED 01                   45000
FOAMEX INTERNATIONAL, INC      COM              344123104      881   125900 SH       DEFINED 01                  125900
JACK IN THE BOX, INC           COM              344839204    18795   753669 SH       DEFINED 01                  753669
FOOTSTAR, INC                  COM              344912100    10143   287738 SH       DEFINED 01                  287738
FORD MOTOR CO                  COM              345370100   405551  8080711 SH       DEFINED 01                 8080711
FOREMOST CORP OF AMERICA       COM              345469100    16750   697900 SH       DEFINED 01                  697900
FOREST CITY ENTERPRISES, INC ( COM              345550107     1526    68400 SH       DEFINED 01                   68400
FOREST LABORATORIES, INC       COM              345838106    30060   713592 SH       DEFINED 01                  713592
FOREST OIL CORP                COM              346091606     6264   367134 SH       DEFINED 01                  367134
FORRESTER RESEARCH, INC        COM              346563109      655    16800 SH       DEFINED 01                   16800
FORT JAMES CORP                COM              347471104    79807  2990441 SH       DEFINED 01                 2990441
FORTE SOFTWARE, INC            COM              349546101      154     5600 SH       DEFINED 01                    5600
FORTUNE BRANDS, INC            COM              349631101    34845  1080457 SH       DEFINED 01                 1080457
FORWARD AIR CORP               COM              349853101       80     3400 SH       DEFINED 01                    3400
FOSSIL, INC                    COM              349882100     5831   215450 SH       DEFINED 01                  215450
FOSTER (LB) CO (CLASS A)       COM              350060109      577   119800 SH       DEFINED 01                  119800
FOSTER WHEELER CORP            COM              350244109     3349   277602 SH       DEFINED 01                  277602
FOUNDATION HEALTH SYSTEMS (CLA COM              350404109     6695   709446 SH       DEFINED 01                  709446
FOX ENTERTAINMENT GROUP, INC   COM              35138T107     8110   383925 SH       DEFINED 01                  383925
FRANCHISE FINANCE CORP OF AMER COM              351807102     7710   329845 SH       DEFINED 01                  329845
FRANCHISE MORTGAGE ACCEPTANCE  COM              35181D108      976   137000 SH       DEFINED 01                  137000
FRANKLIN COVEY CO              COM              353469109     1078   140225 SH       DEFINED 01                  140225
FRANKLIN ELECTRIC CO, INC      COM              353514102      726    11000 SH       DEFINED 01                   11000
FRANKLIN RESOURCES, INC        COM              354613101    40753  1325304 SH       DEFINED 01                 1325304
FRED'S, INC                    COM              356108100       25     2000 SH       DEFINED 01                    2000
FREEDOM SECURITIES CORP        COM              35644K103     2818   208710 SH       DEFINED 01                  208710
FREEPORT-MCMORAN COPPER & GOLD COM              35671D105     9188   662224 SH       DEFINED 01                  662224
FREEPORT-MCMORAN COPPER & GOLD COM              35671D857    26863  1726147 SH       DEFINED 01                 1726147
FREMONT GENERAL CORP           COM              357288109     4165   438460 SH       DEFINED 01                  438460
FRENCH FRAGRANCES, INC         COM              357658103        1      100 SH       DEFINED 01                     100
FRESENIUS MEDICAL CARE AG. ADR ADR              358029106      140     6293 SH       DEFINED 01                    6293
FRIEDE GOLDMAN INTERNATIONAL,  COM              358430106     1287   127100 SH       DEFINED 01                  127100
FRIEDMAN, BILLINGS, RAMSEY GRO COM              358433100      747   107701 SH       DEFINED 01                  107701
FRIEDMAN'S, INC (CLASS A)      COM              358438109       26     3000 SH       DEFINED 01                    3000
FRISCH'S RESTAURANTS, INC      COM              358748101     2004   200384 SH       DEFINED 01                  200384
FRITZ COS, INC                 COM              358846103      538    51900 SH       DEFINED 01                   51900
FRONTIER AIRLINES, INC         COM              359065109      243    25600 SH       DEFINED 01                   25600
FRONTIER FINANCIAL CORP        COM              35907K105      263    10400 SH       DEFINED 01                   10400
FRONTIER INSURANCE GROUP, INC  COM              359081106     1866   213210 SH       DEFINED 01                  213210
FRONTIER OIL CORP              COM              35914P105       17     2500 SH       DEFINED 01                    2500
FUISZ TECHNOLOGIES LTD         COM              359536109       24     3830 SH       DEFINED 01                    3830
FULLER (H.B.) CO               COM              359694106     5453    89580 SH       DEFINED 01                   89580
FULTON FINANCIAL CORP          COM              360271100     5703   304155 SH       DEFINED 01                  304155
FURNITURE BRANDS INTERNATIONAL COM              360921100    12139   616588 SH       DEFINED 01                  616588
FURON CO                       COM              361106107     5964   239168 SH       DEFINED 01                  239168
G & K SERVICES, INC (CLASS A)  COM              361268105     5478   135250 SH       DEFINED 01                  135250
GATX CORP                      COM              361448103    21063   678100 SH       DEFINED 01                  678100
GBC BANCORP                    COM              361475106     1974   101900 SH       DEFINED 01                  101900
GC COS, INC                    COM              36155Q109      733    24431 SH       DEFINED 01                   24431
GPU, INC                       COM              36225X100    32618   999784 SH       DEFINED 01                  999784
GTE CORP                       COM              362320103   541980  7050145 SH       DEFINED 01                 7050145
GT INTERACTIVE SOFTWARE CORP   COM              36236E109      596   205100 SH       DEFINED 01                  205100
GABLES RESIDENTIAL TRUST       COM              362418105      403    16800 SH       DEFINED 01                   16800
GADZOOKS, INC                  COM              362553109       25     3800 SH       DEFINED 01                    3800
GALILEO INTERNATIONAL, INC     COM              363547100    36137   897816 SH       DEFINED 01                  897816
GALLAGHER (ARTHUR J.) & CO     COM              363576109     1848    34700 SH       DEFINED 01                   34700
GANNETT CO, INC                COM              364730101   164820  2382226 SH       DEFINED 01                 2382226
GAP, INC                       COM              364760108   157772  4930390 SH       DEFINED 01                 4930390
GARDNER DENVER, INC            COM              365558105     2296   151791 SH       DEFINED 01                  151791
GARTNER GROUP, INC (CLASS A)   COM              366651107     2687   168622 SH       DEFINED 01                  168622
GARTNER GROUP, INC (CLASS B)   COM              366651206     4863   291431 SH       DEFINED 01                  291431
GATEWAY, INC                   COM              367626108    25642   577036 SH       DEFINED 01                  577036
GAYLORD ENTERTAINMENT CO       COM              367905106     1140    38636 SH       DEFINED 01                   38636
GAYLORD CONTAINER CO           COM              368145108     6678   937288 SH       DEFINED 01                  937288
GELTEX PHARMACEUTICALS, INC    COM              368538104      121    10900 SH       DEFINED 01                   10900
GENCORP, INC                   COM              368682100     9431   515024 SH       DEFINED 01                  515024
GENER S.A. (SPONS ADR)         ADR              368731105     2290   150170 SH       DEFINED 01                  150170
GENERAL BINDING CORP           COM              369154109      314    15500 SH       DEFINED 01                   15500
GENERAL CABLE CORP             COM              369300108     3383   281879 SH       DEFINED 01                  281879
GENERAL CIGAR HOLDINGS, INC (C COM              36933P100      369    54740 SH       DEFINED 01                   54740
GENERAL CHEMICAL GROUP, INC    COM              369332101       12     3361 SH       DEFINED 01                    3361
GENERAL COMMUNICATION (CLASS A COM              369385109      836   160200 SH       DEFINED 01                  160200
GENERAL DATACOMM INDUSTRIES, I COM              369487103       18     6457 SH       DEFINED 01                    6457
GENERAL DYNAMICS CORP          COM              369550108   128833  2063386 SH       DEFINED 01                 2063386
GENERAL ELECTRIC CO            COM              369604103  3943566 33261495 SH       DEFINED 01                33261495
GENERAL GROWTH PROPERTIES, INC COM              370021107     7922   251500 SH       DEFINED 01                  251500
GENERAL HOUSEWARES CORP        COM              370073108     4476   159500 SH       DEFINED 01                  159500
GENERAL INSTRUMENT CORP        COM              370120107    60476  1256644 SH       DEFINED 01                 1256644
GENERAL MAGIC, INC             COM              370253106       15     7620 SH       DEFINED 01                    7620
GENERAL MILLS, INC             COM              370334104    87959  1084243 SH       DEFINED 01                 1084243
GENERAL MOTORS CORP            COM              370442105   265314  4215522 SH       DEFINED 01                 4215522
GENERAL MOTORS CORP (CLASS H)  COM              370442832   199608  3486594 SH       DEFINED 01                 3486594
GENERAL SEMICONDUCTOR, INC     COM              370787103     1543   149600 SH       DEFINED 01                  149600
GENESCO, INC                   COM              371532102     7426   594100 SH       DEFINED 01                  594100
GENTEX CORP                    COM              371901109    10492   507950 SH       DEFINED 01                  507950
GENESIS HEALTH VENTURES, INC   COM              371912106       30    12676 SH       DEFINED 01                   12676
GENESYS TELECOMM LABS, INC     COM              371931106    12765   279400 SH       DEFINED 01                  279400
GENESIS DIRECT, INC            COM              371935107        0    33800 SH       DEFINED 01                   33800
GENLYTE GROUP, INC             COM              372302109     1019    42900 SH       DEFINED 01                   42900
GENRAD, INC                    COM              372447102     7802   407922 SH       DEFINED 01                  407922
GENTEK, INC                    COM              37245X104      109     9561 SH       DEFINED 01                    9561
GEON CO                        COM              37246W105     8248   320320 SH       DEFINED 01                  320320
GENUINE PARTS CO               COM              372460105    18444   694346 SH       DEFINED 01                  694346
GENZYME CORP (GENERAL DIVISION COM              372917104    31950   709020 SH       DEFINED 01                  709020
GENZYME CORP (TISSUE REPAIR DI COM              372917401       24    12684 SH       DEFINED 01                   12684
GENZYME-MOLECULAR ONCOLOGY     COM              372917500      329    57221 SH       DEFINED 01                   57221
GENZYME SURGICAL PRODUCTS      COM              372917609       57    10115 SH       DEFINED 01                   10115
GEORGIA GULF CORP              COM              373200203     3613   204981 SH       DEFINED 01                  204981
GEORGIA-PACIFIC CORP (PACKING  COM              373298108    62811  1550898 SH       DEFINED 01                 1550898
GEORGIA-PACIFIC CORP (TIMBER G COM              373298702    13931   609000 SH       DEFINED 01                  609000
GEOWORKS CORP                  COM              373692102        1      300 SH       DEFINED 01                     300
GERBER SCIENTIFIC, INC         COM              373730100     7639   341395 SH       DEFINED 01                  341395
GETTY IMAGES, INC              COM              374276103     1619    67100 SH       DEFINED 01                   67100
GETTY PETROLEUM MARKETING, INC COM              374292100      584   212338 SH       DEFINED 01                  212338
GETTY REALTY HOLDINGS CORP     COM              374297109     4666   345638 SH       DEFINED 01                  345638
GIANT CEMENT HOLDINGS, INC     COM              374450104     3418   149000 SH       DEFINED 01                  149000
GIBRALTAR STEEL CORP           COM              37476F103     2138   101500 SH       DEFINED 01                  101500
GIBSON GREETINGS, INC          COM              374827103      990   186400 SH       DEFINED 01                  186400
GILEAD SCIENCES, INC           COM              375558103    12756   198723 SH       DEFINED 01                  198723
GILLETTE CO                    COM              375766102   327723  9656659 SH       DEFINED 01                 9656659
GLATFELTER (P.H.) CO           COM              377316104     6923   421148 SH       DEFINED 01                  421148
GLEASON CORP                   COM              377339106        5      300 SH       DEFINED 01                     300
GLENAYRE TECHNOLOGIES, INC     COM              377899109      813   271074 SH       DEFINED 01                  271074
GLENBOROUGH REALTY TRUST, INC  COM              37803P105     2447   148300 SH       DEFINED 01                  148300
GLIATECH, INC                  COM              37929C103     1260    73600 SH       DEFINED 01                   73600
GLIMCHER REALTY TRUST          COM              379302102     2376   161800 SH       DEFINED 01                  161800
GLOBAL INDUSTRIAL TECHNOLOGIES COM              379335102     2767   227037 SH       DEFINED 01                  227037
GLOBAL INDUSTRIES LTD          COM              379336100     4108   505614 SH       DEFINED 01                  505614
GLOBAL IMAGING SYSTEMS, INC    COM              37934A100      867    58300 SH       DEFINED 01                   58300
GLOBAL MARINE, INC             COM              379352404    24507  1490900 SH       DEFINED 01                 1490900
GLOBAL TELESYSTEMS GROUP, INC  COM              37936U104    53106  2693184 SH       DEFINED 01                 2693184
GLOBAL SPORTS, INC             COM              37937A107       54     2400 SH       DEFINED 01                    2400
GLOBIX CORP                    COM              37957F101     2015    43100 SH       DEFINED 01                   43100
GOLD BANC CORP, INC            COM              379907108       24     2400 SH       DEFINED 01                    2400
GOLDEN ENTERPRISES, INC        COM              381010107      354   124479 SH       DEFINED 01                  124479
GOLDEN STATE BANCORP, INC      COM              381197102    54324  3028539 SH       DEFINED 01                 3028539
GOLDEN STATE BANCORP, INC WTS                   381197136      884   744800 SH       DEFINED 01                  744800
GOLDEN WEST FINANCIAL CORP     COM              381317106    47072   479100 SH       DEFINED 01                  479100
THE GOLDMAN SACHS GROUP, INC   COM              38141G104    39742   651500 SH       DEFINED 01                  651500
GOLF TRUST OF AMERICA, INC     COM              38168B103       10      500 SH       DEFINED 01                     500
GOODRICH (B.F.) CO             COM              382388106    60378  2081986 SH       DEFINED 01                 2081986
GOODYEAR TIRE & RUBBER CO      COM              382550101    41726   867031 SH       DEFINED 01                  867031
GOODY'S FAMILY CLOTHING, INC   COM              382588101      954   118300 SH       DEFINED 01                  118300
GOTTSCHALKS, INC               COM              383485109     2771   307900 SH       DEFINED 01                  307900
GO2NET, INC                    COM              383486107     9601   148283 SH       DEFINED 01                  148283
GRACE W.R. & CO                COM              38388F108    10590   659300 SH       DEFINED 01                  659300
GRACO, INC                     COM              384109104     9542   290804 SH       DEFINED 01                  290804
GRADCO SYSTEMS, INC            COM              384111100        2     1262 SH       DEFINED 01                    1262
GRAINGER (W.W.), INC           COM              384802104     9689   201583 SH       DEFINED 01                  201583
GRAND PREMIER FINANCIAL, INC   COM              386174106      556    36190 SH       DEFINED 01                   36190
GRAND UNION CO                 COM              386532402       55     4000 SH       DEFINED 01                    4000
GRANITE CONSTRUCTION, INC      COM              387328107     3329   127749 SH       DEFINED 01                  127749
GRAY COMMUNICATIONS SYSTEMS, I COM              389190109       39     2250 SH       DEFINED 01                    2250
GREAT ATLANTIC & PACIFIC TEA C COM              390064103     8381   276500 SH       DEFINED 01                  276500
GREAT LAKES CHEMICAL CORP      COM              390568103    14403   378400 SH       DEFINED 01                  378400
GREAT LAKES REIT, INC          COM              390752103     1236    82084 SH       DEFINED 01                   82084
GREAT SOUTHERN BANCORP         COM              390905107        2      100 SH       DEFINED 01                     100
GREAT PLAINS SOFTWARE, INC     COM              39119E105     4486    87116 SH       DEFINED 01                   87116
GREATER BAY BANCORP            COM              391648102      430    12700 SH       DEFINED 01                   12700
GREENPOINT FINANCIAL CORP      COM              395384100    17056   642096 SH       DEFINED 01                  642096
GREIF BROTHERS CORP (CLASS A)  COM              397624107     1243    44000 SH       DEFINED 01                   44000
GREY ADVERTISING, INC          COM              397838103       37      100 SH       DEFINED 01                     100
GREY WOLF, INC                 COM              397888108     5487  1828899 SH       DEFINED 01                 1828899
GRIFFON CORP                   COM              398433102      575    71862 SH       DEFINED 01                   71862
GROUP 1 AUTOMOTIVE, INC        COM              398905109     1899   103700 SH       DEFINED 01                  103700
GROUP MAINTENANCE AMERICA CORP COM              39943E107     2589   207100 SH       DEFINED 01                  207100
GRUBB & ELLIS CO               COM              400095204       35     6016 SH       DEFINED 01                    6016
GTECH HOLDINGS CORP            COM              400518106    14247   664579 SH       DEFINED 01                  664579
GUARANTEE LIFE COS, INC        COM              400740106      905    29600 SH       DEFINED 01                   29600
GUESS ?, INC                   COM              401617105      407    30275 SH       DEFINED 01                   30275
GUIDANT CORP                   COM              401698105   176874  3298345 SH       DEFINED 01                 3298345
GUILFORD MILLS, INC            COM              401794102      910   105535 SH       DEFINED 01                  105535
GUILFORD PHARMACEUTICALS, INC  COM              401829106    21470  1407900 SH       DEFINED 01                 1407900
GUITAR CENTER, INC             COM              402040109     1094   115900 SH       DEFINED 01                  115900
GULF CANADA RESOURCES LTD      COM              40218L305      965   234447 SH       DEFINED 01                  234447
GULF ISLAND FABRICATION, INC   COM              402307102     1017    77100 SH       DEFINED 01                   77100
GULFMARK OFFSHORE, INC         COM              402629109       61     3400 SH       DEFINED 01                    3400
GYMBOREE CORP                  COM              403777105      998   145200 SH       DEFINED 01                  145200
HCIA, INC                      COM              403908106       15     1400 SH       DEFINED 01                    1400
HMT TECHNOLOGY CORP            COM              403917107       48    13700 SH       DEFINED 01                   13700
HCC INSURANCE HOLDINGS, INC    COM              404132102      466    27700 SH       DEFINED 01                   27700
HNC SOFTWARE                   COM              40425P107     6689   168540 SH       DEFINED 01                  168540
HRPT PROPERTIES TRUST          COM              40426W101    10222   879300 SH       DEFINED 01                  879300
HSB GROUP, INC                 COM              40428N109      980    27850 SH       DEFINED 01                   27850
HS RESOURCES, INC              COM              404297103     1791   109361 SH       DEFINED 01                  109361
HA-LO INDUSTRIES, INC          COM              404429102      271    43300 SH       DEFINED 01                   43300
HADCO CORP                     COM              404681108     4031    93200 SH       DEFINED 01                   93200
HAEMONETICS CORP               COM              405024100     3148   159900 SH       DEFINED 01                  159900
HAGLER BAILLY, INC             COM              405183104       21     3100 SH       DEFINED 01                    3100
HAIN FOOD GROUP, INC           COM              405219106      468    18900 SH       DEFINED 01                   18900
HALLIBURTON CO                 COM              406216101   112667  2747966 SH       DEFINED 01                 2747966
HALTER MARINE GROUP, INC       COM              40642Y105     1477   271558 SH       DEFINED 01                  271558
HAMBRECHT & QUIST GROUP        COM              406545103     8515   174000 SH       DEFINED 01                  174000
HAMILTON BANCORP, INC          COM              407013101     1347    63400 SH       DEFINED 01                   63400
HANCOCK FABRICS, INC           COM              409900107      516   119678 SH       DEFINED 01                  119678
HANCOCK HOLDINGS CO            COM              410120109     1112    27800 SH       DEFINED 01                   27800
HANDLEMAN CO                   COM              410252100     4038   304784 SH       DEFINED 01                  304784
HANGER ORTHOPEDIC GROUP, INC   COM              41043F208     3944   272000 SH       DEFINED 01                  272000
HANNA (M.A.) CO                COM              410522106     8162   717569 SH       DEFINED 01                  717569
HANNAFORD BROTHERS, INC        COM              410550107    15908   225843 SH       DEFINED 01                  225843
HANOVER COMPRESSOR CO          COM              410768105     6140   193000 SH       DEFINED 01                  193000
HANOVER DIRECT, INC            COM              410783104     1072   418174 SH       DEFINED 01                  418174
HARBINGER CORP                 COM              41145C103     4821   285700 SH       DEFINED 01                  285700
HARCOURT GENERAL, INC          COM              41163G101     4928   118384 SH       DEFINED 01                  118384
HARCOURT GENERAL,INC SERIES A  PFD              41163G200     9544   210200 SH       DEFINED 01                  210200
HARBOR FLORIDA BANCSHARES, INC COM              411901101       73     6009 SH       DEFINED 01                    6009
HARDINGE, INC                  COM              412324303      749    46800 SH       DEFINED 01                   46800
HARKEN ENERGY CORP             COM              412552101      154   137097 SH       DEFINED 01                  137097
HARLAND (JOHN H.) CO           COM              412693103     9430   485135 SH       DEFINED 01                  485135
HARLEY DAVIDSON, INC           COM              412822108    87710  1752011 SH       DEFINED 01                 1752011
HARLEYSVILLE GROUP, INC        COM              412824104     2471   175700 SH       DEFINED 01                  175700
HARLEYSVILLE NATIONAL CORP     COM              412850109      232     6725 SH       DEFINED 01                    6725
HARMAN INTERNATIONAL INDUSTRIE COM              413086109     5040   119830 SH       DEFINED 01                  119830
HARMON INDUSTRIES, INC         COM              413136102     1095    87200 SH       DEFINED 01                   87200
HARMONIC LIGHTWAVES, INC       COM              413160102    19277   147365 SH       DEFINED 01                  147365
HARNISCHFEGER INDUSTRIES, INC  COM              413345109      289   288800 SH       DEFINED 01                  288800
HARRAH'S ENTERTAINMENT, INC    COM              413619107    27525   991882 SH       DEFINED 01                  991882
HARRIS CORP                    COM              413875105    13521   489449 SH       DEFINED 01                  489449
HARRIS FINANCIAL, INC          COM              414541102      115    10500 SH       DEFINED 01                   10500
HARSCO CORP                    COM              415864107     7497   271400 SH       DEFINED 01                  271400
HARTE-HANKS, INC               COM              416196103     7571   300600 SH       DEFINED 01                  300600
HARTFORD FINANCIAL SERVICES GR COM              416515104    57166  1398554 SH       DEFINED 01                 1398554
HARTFORD LIFE, INC (CLASS A)   COM              416592103     9357   189987 SH       DEFINED 01                  189987
HARTMARX CORP                  COM              417119104        9     2200 SH       DEFINED 01                    2200
HASBRO, INC                    COM              418056107    34648  1616223 SH       DEFINED 01                 1616223
HAVERTY FURNITURE COS, INC     COM              419596101     2453   169200 SH       DEFINED 01                  169200
HAWAIIAN ELECTRIC INDUSTRIES,  COM              419870100    10370   294693 SH       DEFINED 01                  294693
HAYES LEMMERZ INTERNATIONAL, I COM              420781106     3255   139980 SH       DEFINED 01                  139980
HEALTH CARE PROPERTY INVESTORS COM              421915109     3730   142100 SH       DEFINED 01                  142100
HEALTHSOUTH CORP               COM              421924101    26873  4432601 SH       DEFINED 01                 4432601
HEALTH MANAGEMENT ASSOCIATES,  COM              421933102    71881  9746588 SH       DEFINED 01                 9746588
HEALTHCARE REALTY TRUST, INC   COM              421946104     1525    81600 SH       DEFINED 01                   81600
HEALTHPLAN SERVICES CORP       COM              421959107       32     4200 SH       DEFINED 01                    4200
HEALTH CARE REIT, INC          COM              42217K106     1946    97302 SH       DEFINED 01                   97302
HEALTH MANAGEMENT SYSTEMS, INC COM              42219M100       17     3500 SH       DEFINED 01                    3500
HEALTHEON CORP                 COM              422209106     1495    40400 SH       DEFINED 01                   40400
HEARST-ARGYLE TELEVISION, INC  COM              422317107     9843   457830 SH       DEFINED 01                  457830
HEARTLAND EXPRESS, INC         COM              422347104     1745   123507 SH       DEFINED 01                  123507
HECLA MINING CO                COM              422704106      244    83000 SH       DEFINED 01                   83000
HEICO CORP                     COM              422806109       87     4673 SH       DEFINED 01                    4673
HEICO CORP (CLASS A)           COM              422806208        1       50 SH       DEFINED 01                      50
HEIDRICK & STRUGGLES INTL IN   COM              422819102       61     3200 SH       DEFINED 01                    3200
HEILIG MEYERS CO               COM              422893107      335    70587 SH       DEFINED 01                   70587
HEINZ (H.J.) CO                COM              423074103   107714  2504970 SH       DEFINED 01                 2504970
HELIX TECHNOLOGY CORP          COM              423319102     6487   195100 SH       DEFINED 01                  195100
HELLER FINANCIAL, INC          COM              423328103     5961   264917 SH       DEFINED 01                  264917
HELMERICH & PAYNE, INC         COM              423452101    19621   775149 SH       DEFINED 01                  775149
HEMISPHERX BIOPHRMA, INC       COM              42366C103      163    23900 SH       DEFINED 01                   23900
JACK HENRY & ASSOCIATES, INC   COM              426281101     1936    52400 SH       DEFINED 01                   52400
HERBALIFE INTERNATIONAL, INC ( COM              426908208      172    11283 SH       DEFINED 01                   11283
HERBALIFE INTERNATIONAL, INC ( COM              426908307       30     2066 SH       DEFINED 01                    2066
HERCULES, INC                  COM              427056106    30692  1072200 SH       DEFINED 01                 1072200
HERSHEY FOODS CORP             COM              427866108    18350   376900 SH       DEFINED 01                  376900
HERTZ CORP (CLASS A)           COM              428040109     7414   168495 SH       DEFINED 01                  168495
HESKA CORP                     COM              42805E108        6     2600 SH       DEFINED 01                    2600
HEWLETT-PACKARD CO             COM              428236103   734257  7981054 SH       DEFINED 01                 7981054
HEXCEL CORP                    COM              428291108     1155   198730 SH       DEFINED 01                  198730
HI / FN INC                    COM              428358105     7795    70700 SH       DEFINED 01                   70700
HIBERNIA CORP (CLASS A)        COM              428656102    13415  1154006 SH       DEFINED 01                 1154006
HIGHLANDS INSURANCE GROUP, INC COM              431032101       85     9200 SH       DEFINED 01                    9200
HIGHWAYMASTER COMMUNICATIONS,  COM              431263102       54    39200 SH       DEFINED 01                   39200
HIGHWOODS PROPERTIES, INC      COM              431284108    10893   421000 SH       DEFINED 01                  421000
HILB, ROGAL & HAMILTON CO      COM              431294107     1119    44662 SH       DEFINED 01                   44662
HILLENBRAND INDUSTRIES, INC    COM              431573104     6845   259537 SH       DEFINED 01                  259537
HILTON HOTELS CORP             COM              432848109     2964   300119 SH       DEFINED 01                  300119
HINES HORTICULTURE, INC        COM              433245107       12     1200 SH       DEFINED 01                    1200
HISPANIC BROADCASTING CORP     COM              43357B104    21163   278000 SH       DEFINED 01                  278000
HOLLINGER INTERNATIONAL, INC   COM              435569108      508    42800 SH       DEFINED 01                   42800
HOLLY CORP                     COM              435758305       21     1400 SH       DEFINED 01                    1400
HOLLYWOOD ENTERTAINMENT CORP   COM              436141105     5481   365400 SH       DEFINED 01                  365400
HOLLYWOOD PARK, INC            COM              436255103     2806   182500 SH       DEFINED 01                  182500
HOLOGIC, INC                   COM              436440101        7     1700 SH       DEFINED 01                    1700
HOME DEPOT, INC                COM              437076102   897760 13082114 SH       DEFINED 01                13082114
HOME PROPERTIES OF NEW YORK, I COM              437306103      353    13224 SH       DEFINED 01                   13224
HOMEBASE, INC                  COM              43738E108      249    63150 SH       DEFINED 01                   63150
HOMESTAKE MINING CO            COM              437614100     1841   200424 SH       DEFINED 01                  200424
HOMESTEAD VILLAGE, INC         COM              437851108       25     9046 SH       DEFINED 01                    9046
HON INDUSTRIES, INC            COM              438092108     8164   424100 SH       DEFINED 01                  424100
HONEYWELL, INC                 COM              438506107   213520  1918200 SH       DEFINED 01                 1918200
HOOPER HOLMES, INC             COM              439104100     3813   148800 SH       DEFINED 01                  148800
HORACE MANN EDUCATORS CORP     COM              440327104     1206    46732 SH       DEFINED 01                   46732
HORIZON GROUP PROPERTIES, INC  COM              44041U102        0      118 SH       DEFINED 01                     118
HORIZON OFFSHORE, INC          COM              44043J105     2230   278800 SH       DEFINED 01                  278800
HORMEL FOODS CORP              COM              440452100    25096   607457 SH       DEFINED 01                  607457
HOSPITALITY PROPERTIES TRUST   COM              44106M102     6294   285300 SH       DEFINED 01                  285300
HOST MARRIOTT CORP (NEW)       COM              44107P104    10632  1119142 SH       DEFINED 01                 1119142
HOUGHTON MIFFLIN CO            COM              441560109     2744    67545 SH       DEFINED 01                   67545
HOUSEHOLD INTERNATIONAL, INC   COM              441815107   131924  3287828 SH       DEFINED 01                 3287828
HOUSTON EXPLORATION CO         COM              442120101     2211   101937 SH       DEFINED 01                  101937
HOWMET INTERNATIONAL, INC      COM              443208103     2780   198552 SH       DEFINED 01                  198552
HUB GROUP, INC (CLASS A)       COM              443320106        2      100 SH       DEFINED 01                     100
HUBBELL, INC (CLASS B)         COM              443510201     3427   107526 SH       DEFINED 01                  107526
HUDSON RIV BANCORP INC         COM              444128102        6      500 SH       DEFINED 01                     500
HUDSON UNITED BANCORP          COM              444165104    18743   608296 SH       DEFINED 01                  608296
HUGHES SUPPLY, INC             COM              444482103     3389   155800 SH       DEFINED 01                  155800
HUMANA, INC                    COM              444859102     2062   299875 SH       DEFINED 01                  299875
HUMAN GENOME SCIENCES, INC     COM              444903108    10273   139300 SH       DEFINED 01                  139300
HUNT (J.B.) TRANSPORT SERVICES COM              445658107     4302   310050 SH       DEFINED 01                  310050
HUNTINGTON BANCSHARES, INC     COM              446150104    36676  1380725 SH       DEFINED 01                 1380725
HUSSMANN INTERNATIONAL, INC    COM              448110106    12775   751453 SH       DEFINED 01                  751453
HUTCHINSON TECHNOLOGY, INC     COM              448407106     3814   141270 SH       DEFINED 01                  141270
HVIDE MARINE, INC (CLASS A)    COM              448515106        5    13000 SH       DEFINED 01                   13000
ICN PHARMACEUTICALS, INC       COM              448924100     7601   442248 SH       DEFINED 01                  442248
IDT CORP                       COM              448947101     2278   108800 SH       DEFINED 01                  108800
HYPERCOM CORP                  COM              44913M105      602    75300 SH       DEFINED 01                   75300
HYPERION TELECOMMUNICATIONS, I COM              44914K306    11200   451400 SH       DEFINED 01                  451400
HYPERION SOLUTIONS CORP        COM              44914M104     2521   114580 SH       DEFINED 01                  114580
IBP, INC                       COM              449223106    34891  1413300 SH       DEFINED 01                 1413300
ICG COMMUNICATIONS, INC        COM              449246107    15438   991972 SH       DEFINED 01                  991972
ICOS CORP                      COM              449295104     7008   237550 SH       DEFINED 01                  237550
IDEC PHARMACEUTICALS CORP      COM              449370105     9798   104200 SH       DEFINED 01                  104200
IDG BOOKS WORLDWIDE, INC       COM              449384106       53     3300 SH       DEFINED 01                    3300
IDX SYSTEMS CORP               COM              449491109     1407    77600 SH       DEFINED 01                   77600
IGEN INTERNATIONAL, INC        COM              449536101      122     4900 SH       DEFINED 01                    4900
IHOP CORP (NEW)                COM              449623107     3303   163100 SH       DEFINED 01                  163100
IMC GLOBAL, INC                COM              449669100     8411   577596 SH       DEFINED 01                  577596
IMC GLOBAL, INC WTS 12/22/00                    449669118       10    58362 SH       DEFINED 01                   58362
IMCO RECYCLING, INC            COM              449681105     1313    87560 SH       DEFINED 01                   87560
IPC COMMUNICATIONS INC         COM              44980K206      369     6000 SH       DEFINED 01                    6000
IMS HEALTH, INC                COM              449934108    62614  2744721 SH       DEFINED 01                 2744721
IRI INTERNATIONAL CORP         COM              45004F107     1201   256305 SH       DEFINED 01                  256305
IRT PROPERTY CO                COM              450058102     1873   208100 SH       DEFINED 01                  208100
ISS GROUP, INC                 COM              450306105     3071   112700 SH       DEFINED 01                  112700
ITC DELTACOM, INC              COM              45031T104     4543   165200 SH       DEFINED 01                  165200
ITI TECHNOLOGIES, INC          COM              450564109      430    14300 SH       DEFINED 01                   14300
ITT EDUCATIONAL SERVICES, INC  COM              45068B109      885    45400 SH       DEFINED 01                   45400
IXC COMMUNICATIONS, INC        COM              450713102     1680    42600 SH       DEFINED 01                   42600
ITT INDUSTRIES, INC            COM              450911102    21242   667736 SH       DEFINED 01                  667736
IDACORP, INC                   COM              451107106    11460   380400 SH       DEFINED 01                  380400
IDEX CORP                      COM              45167R104     1227    43330 SH       DEFINED 01                   43330
IDEXX LABORATORIES, INC        COM              45168D104     1303    75700 SH       DEFINED 01                   75700
IKON OFFICE SOLUTIONS, INC     COM              451713101    11348  1061800 SH       DEFINED 01                 1061800
IKOS SYSTEMS, INC              COM              451716203      153    20700 SH       DEFINED 01                   20700
IDENTIX, INC                   COM              451906101       92    11000 SH       DEFINED 01                   11000
ILLINOIS TOOL WORKS, INC       COM              452308109   130158  1745622 SH       DEFINED 01                 1745622
ILLINOVA CORP                  COM              452317100     4336   154520 SH       DEFINED 01                  154520
IMALL, INC                     COM              45244X306      310    16600 SH       DEFINED 01                   16600
IMATION CORP                   COM              45245A107    19580   631622 SH       DEFINED 01                  631622
IMCLONE SYSTEMS, INC           COM              45245W109     6863   206400 SH       DEFINED 01                  206400
IMMUNE RESPONSE CORP           COM              45252T106       25     5200 SH       DEFINED 01                    5200
IMMUCOR, INC                   COM              452526106     2891   240900 SH       DEFINED 01                  240900
IMMUNEX CORP                   COM              452528102    15810   364500 SH       DEFINED 01                  364500
IMPAC MORTGAGE HOLDINGS, INC   COM              45254P102        8     1800 SH       DEFINED 01                    1800
IMPATH, INC                    COM              45255G101      160     5500 SH       DEFINED 01                    5500
IMPERIAL BANCORP               COM              452556103    31083  1462748 SH       DEFINED 01                 1462748
IMPERIAL CREDIT COMM MRTG IN   COM              45272T102     1494   135800 SH       DEFINED 01                  135800
IMPERIAL CREDIT INDUSTRIES, IN COM              452729106      364    83200 SH       DEFINED 01                   83200
IMMUNOMEDICS, INC              COM              452907108      245   182100 SH       DEFINED 01                  182100
IN FOCUS SYSTEMS, INC          COM              452919103     3166   189000 SH       DEFINED 01                  189000
IMPERIAL OIL LTD               COM              453038408    22938  1096164 SH       DEFINED 01                 1096164
IMPERIAL SUGAR CO              COM              453096109       68    11138 SH       DEFINED 01                   11138
IMRGLOBAL CORP                 COM              45321W106     3731   452300 SH       DEFINED 01                  452300
INACOM CORP                    COM              45323G109     1871   203621 SH       DEFINED 01                  203621
INCO LTD CO                    COM              453258402    11114   520081 SH       DEFINED 01                  520081
INCYTE PHARMACEUTICALS, INC    COM              45337C102     1869    80800 SH       DEFINED 01                   80800
INDEPENDENCE COMMUNITY BANK CO COM              453414104     2124   177900 SH       DEFINED 01                  177900
INDEPENDENT BANK CORP          COM              453836108      624    47800 SH       DEFINED 01                   47800
INDIANA ENERGY, INC            COM              454707100     4586   228566 SH       DEFINED 01                  228566
INDUS INTERNATIONAL, INC       COM              45578L100       66    12500 SH       DEFINED 01                   12500
INDUSTRI-MATEMATIK INTERNATION COM              455792101       16     6700 SH       DEFINED 01                    6700
INDYMAC MORTGAGE HOLDINGS, INC COM              456607100    13105   873697 SH       DEFINED 01                  873697
INFINITY BROADCASTING CORP (CL COM              45662S102    41164  1404300 SH       DEFINED 01                 1404300
INET TECHNOLOGIES, INC         COM              45662V105      842    21100 SH       DEFINED 01                   21100
INFOCURE CORP                  COM              45665A108     4492   238000 SH       DEFINED 01                  238000
INFORMATICA CORP               COM              45666Q102      670    13200 SH       DEFINED 01                   13200
INFORMATION ARCHITECTS CORP    COM              45669R107        2     1000 SH       DEFINED 01                    1000
INFORMATION HOLDINGS, INC      COM              456727106       12      600 SH       DEFINED 01                     600
INFORMIX CORP                  COM              456779107    12236  1541550 SH       DEFINED 01                 1541550
INFOSEEK CORP                  COM              45678M107    10372   335940 SH       DEFINED 01                  335940
INFOSPACE COM, INC             COM              45678T102     7403   180000 SH       DEFINED 01                  180000
INFOUSA, INC (CLASS B)         COM              456818103     1112   161700 SH       DEFINED 01                  161700
INFOUSA, INC (CLASS A)         COM              456818202       30     4400 SH       DEFINED 01                    4400
INGERSOLL-RAND CO              COM              456866102    54625   994313 SH       DEFINED 01                  994313
INFORMATION RESOURCES, INC     COM              456905108      409    37000 SH       DEFINED 01                   37000
INGLES MARKETS, INC (CLASS A)  COM              457030104       20     1500 SH       DEFINED 01                    1500
INGRAM MICRO, INC (CLASS A)    COM              457153104     7051   547650 SH       DEFINED 01                  547650
INHALE THERAPEUTIC SYSTEMS     COM              457191104      550    18100 SH       DEFINED 01                   18100
INKTOMI CORP                   COM              457277101    22914   190901 SH       DEFINED 01                  190901
INNKEEPERS U.S.A. TRUST        COM              4576J0104     1546   186000 SH       DEFINED 01                  186000
INNOVEX, INC                   COM              457647105      114    12700 SH       DEFINED 01                   12700
INSIGHT ENTERPRISES, INC       COM              45765U103    16905   520159 SH       DEFINED 01                  520159
INPUT/OUTPUT, INC              COM              457652105      920   138874 SH       DEFINED 01                  138874
INPRISE CORP                   COM              45766C102       54    13237 SH       DEFINED 01                   13237
INSITUFORM TECHNOLOGIES, INC ( COM              457667103     7433   297300 SH       DEFINED 01                  297300
INSIGNIA FINANCIAL GROUP, INC  COM              45767A105     1165   133144 SH       DEFINED 01                  133144
INNOVATIVE CLINICAL SOLUTION   COM              45767E107       82   109400 SH       DEFINED 01                  109400
INSO CORP                      COM              457674109       24     3000 SH       DEFINED 01                    3000
INSPIRE INSURANCE SOLUTIONS, I COM              457732105      347    50450 SH       DEFINED 01                   50450
INSURANCE AUTO AUCTIONS, INC   COM              457875102      181    12200 SH       DEFINED 01                   12200
INTEGRATED ELECTRICAL SERVICES COM              45811E103     1328    84000 SH       DEFINED 01                   84000
INTEGRATED DEVICE TECHNOLOGY,  COM              458118106    21049  1137800 SH       DEFINED 01                 1137800
INTEGRATED HEALTH SERVICES, IN COM              45812C106      562   359611 SH       DEFINED 01                  359611
INTEGRATED SYSTEMS, INC        COM              45812M104      442    43400 SH       DEFINED 01                   43400
INTEGRATED SILICON SOLUTION, I COM              45812P107       23     2300 SH       DEFINED 01                    2300
INTEL CORP                     COM              458140100  2695396 36271097 SH       DEFINED 01                36271097
INTELLIGROUP, INC              COM              45816A106       25     3400 SH       DEFINED 01                    3400
INTER-TEL, INC                 COM              458372109     3685   207600 SH       DEFINED 01                  207600
INTERDIGITAL COMMUNICATIONS CO COM              45866A105     1816   330186 SH       DEFINED 01                  330186
INTERFACE, INC (CLASS A)       COM              458665106     1983   386900 SH       DEFINED 01                  386900
INTERIM SERVICES, INC          COM              45868P100     8625   526700 SH       DEFINED 01                  526700
INTERGRAPH CORP                COM              458683109      540    95965 SH       DEFINED 01                   95965
INTERMEDIA COMMUNICATIONS, INC COM              458801107     8260   379789 SH       DEFINED 01                  379789
INTERMET CORP                  COM              45881K104     2283   269600 SH       DEFINED 01                  269600
INTERNATIONAL ALUMINUM CORP    COM              458884103     3200   116100 SH       DEFINED 01                  116100
INTERNATIONAL BANCSHARES CORP  COM              459044103     2208    49350 SH       DEFINED 01                   49350
INTERNATIONAL BUSINESS MACHINE COM              459200101  2500495 20601404 SH       DEFINED 01                20601404
INTERNATIONAL FIBERCOM, INC    COM              45950T101      668   127300 SH       DEFINED 01                  127300
INT'L FLAVORS & FRAGRANCES, IN COM              459506101    25236   731487 SH       DEFINED 01                  731487
INTERNATIONAL HOME FOODS, INC  COM              459655106    11244   642542 SH       DEFINED 01                  642542
INTERNATIONAL GAME TECHNOLOGY  COM              459902102    12896   716465 SH       DEFINED 01                  716465
INTERNATIONAL MULTIFOODS CORP  COM              460043102     6840   297400 SH       DEFINED 01                  297400
INTERNATIONAL NETWORK SERVICES COM              460053101    36486   671000 SH       DEFINED 01                  671000
INTERNATIONAL PAPER CO         COM              460146103   110999  2309464 SH       DEFINED 01                 2309464
INTERNATIONAL RECTIFIER CORP   COM              460254105     1613   105800 SH       DEFINED 01                  105800
INTERNATIONAL SPEEDWAY CORP (C COM              460335201     1678    31933 SH       DEFINED 01                   31933
INTERNATIONAL SPECIALTY PRODUC COM              460337108     2147   216000 SH       DEFINED 01                  216000
INTERNATIONAL TELECOMMUNICATIO COM              46047F104     3919   464500 SH       DEFINED 01                  464500
INTERNEURON PHARMACEUTICALS, I COM              460573108       10     7800 SH       DEFINED 01                    7800
INTERNET CAPITAL GROUP, INC    COM              46059C106       98     1120 SH       DEFINED 01                    1120
INTERPOOL, INC                 COM              46062R108      472    61900 SH       DEFINED 01                   61900
INTERPUBLIC GROUP OF COS, INC  COM              460690100    76432  1858539 SH       DEFINED 01                 1858539
INTERSTATE BAKERIES CORP       COM              46072H108     9120   396511 SH       DEFINED 01                  396511
INTERSTATE HOTELS CORP         COM              46088R108        6     1841 SH       DEFINED 01                    1841
INTERWEST BANCORP, INC         COM              460931108      707    34050 SH       DEFINED 01                   34050
INTERTAN, INC                  COM              461120107      593    30200 SH       DEFINED 01                   30200
INTERVU, INC                   COM              46114R106     2198    59200 SH       DEFINED 01                   59200
INTERVOICE-BRITE, INC          COM              461142101     2424   219100 SH       DEFINED 01                  219100
INTIMATE BRANDS, INC (CLASS A) COM              461156101     5723   146982 SH       DEFINED 01                  146982
INTRAWARE, INC                 COM              46118M103     3076   117900 SH       DEFINED 01                  117900
INTUIT, INC                    COM              461202103    33279   379650 SH       DEFINED 01                  379650
INVACARE CORP                  COM              461203101     3214   164300 SH       DEFINED 01                  164300
INVESTMENT TECHNOLOGY GROUP, I COM              46145F105     2297    99864 SH       DEFINED 01                   99864
INVITROGEN CORP                COM              46185R100      477    14200 SH       DEFINED 01                   14200
INVESTORS FINANCIAL SERVICES C COM              461915100     1759    51178 SH       DEFINED 01                   51178
IOMEGA CORP                    COM              462030107     2430   720104 SH       DEFINED 01                  720104
IONICS, INC                    COM              462218108      246     7600 SH       DEFINED 01                    7600
IPALCO ENTERPRISES, INC        COM              462613100     3010   154834 SH       DEFINED 01                  154834
IRON MOUNTAIN, INC             COM              46284P104     2666    78700 SH       DEFINED 01                   78700
IRWIN FINANCIAL CORP           COM              464119106      698    34800 SH       DEFINED 01                   34800
ISIS PHARMACEUTICALS, INC      COM              464330109     2466   220420 SH       DEFINED 01                  220420
ISLE OF CAPRI CASINOS, INC     COM              464592104        1       50 SH       DEFINED 01                      50
ISOLYSER CO, INC               COM              464888106       12     3200 SH       DEFINED 01                    3200
IT GROUP, INC                  COM              465266104     1511   158005 SH       DEFINED 01                  158005
ITRON, INC                     COM              465741106       38     6500 SH       DEFINED 01                    6500
ITURF INC                      COM              46575Q100      518    49300 SH       DEFINED 01                   49300
I2 TECHNOLOGIES, INC           COM              465754109     2080    53600 SH       DEFINED 01                   53600
IVAX CORP                      COM              465823102    11261   682484 SH       DEFINED 01                  682484
IVEX PACKAGING CORP            COM              465855104     2359   235900 SH       DEFINED 01                  235900
IVILLAGE, INC                  COM              46588H105     4836   137200 SH       DEFINED 01                  137200
JDN REALTY CORP                COM              465917102     1731    84450 SH       DEFINED 01                   84450
JPM CO                         COM              465933109        1      100 SH       DEFINED 01                     100
J & J SNACK FOODS CORP         COM              466032109     2155   109100 SH       DEFINED 01                  109100
JDS UNIPHASE CORP              COM              46612J101   115118  1011472 SH       DEFINED 01                 1011472
JDA SOFTWARE GROUP, INC        COM              46612K108     1715   146700 SH       DEFINED 01                  146700
JLK DIRECT DISTRIBUTION, INC ( COM              46621C105      166    23700 SH       DEFINED 01                   23700
JLG INDUSTRIES, INC            COM              466210101     9147   602266 SH       DEFINED 01                  602266
JP REALTY, INC                 COM              46624A106     1706    99600 SH       DEFINED 01                   99600
JSB FINANCIAL, INC             COM              46624M100     1577    27546 SH       DEFINED 01                   27546
JABIL CIRCUIT, INC             COM              466313103    12529   253116 SH       DEFINED 01                  253116
JACOBS ENGINEERING GROUP, INC  COM              469814107     4878   150097 SH       DEFINED 01                  150097
JACOBSON STORES, INC           COM              469834105       34     7050 SH       DEFINED 01                    7050
CLEAR CHANNEL WTS9/18/01                        469858138     3136   224000 SH       DEFINED 01                  224000
JAKKS PACIFIC, INC             COM              47012E106     2100    56000 SH       DEFINED 01                   56000
JEFFBANKS, INC                 COM              472317106       81     2800 SH       DEFINED 01                    2800
JEFFERIES GROUP, INC (NEW)     COM              472319102      820    39300 SH       DEFINED 01                   39300
JEFFERSON SAVINGS BANCORP, INC COM              474900107       12     1000 SH       DEFINED 01                    1000
JEFFERSON-PILOT CORP           COM              475070108    42380   670701 SH       DEFINED 01                  670701
JO-ANN STORES, INC (CLASS A)   COM              47758P109     1076    86541 SH       DEFINED 01                   86541
JO-ANN STORES, INC (CLASS B)   COM              47758P208     2682   237100 SH       DEFINED 01                  237100
JOHN NUVEEN CO (CLASS A)       COM              478035108     1478    39483 SH       DEFINED 01                   39483
JOHNS MANVILLE CORP            COM              478129109     1954   147500 SH       DEFINED 01                  147500
JOHNSON & JOHNSON CO           COM              478160104  1082684 11784315 SH       DEFINED 01                11784315
JOHNSON CONTROLS, INC          COM              478366107    54759   825769 SH       DEFINED 01                  825769
JONES APPAREL GROUP, INC       COM              480074103    45592  1585802 SH       DEFINED 01                 1585802
JONES LANG LA SALLE            COM              48020Q107     2890   179196 SH       DEFINED 01                  179196
JONES INTERCABLE, INC (CLASS A COM              480206200     7396   136800 SH       DEFINED 01                  136800
JONES PHARMACEUTICAL, INC      COM              480236108    15677   475500 SH       DEFINED 01                  475500
JOSTENS, INC                   COM              481088102    11647   608981 SH       DEFINED 01                  608981
JOURNAL REGISTER CO            COM              481138105     1178    85638 SH       DEFINED 01                   85638
JUNO LIGHTING, INC (W/I)       COM              482047206      113     9454 SH       DEFINED 01                    9454
JUNO ONLINE SERVICES, INC      COM              482048105      673    41567 SH       DEFINED 01                   41567
JUST FOR FEET, INC             COM              48213P106       62    30300 SH       DEFINED 01                   30300
JUSTIN INDUSTRIES, INC         COM              482171105     1918   135200 SH       DEFINED 01                  135200
KCS ENERGY, INC                COM              482434206        7     6800 SH       DEFINED 01                    6800
KLA-TENCOR CORP                COM              482480100    27294   419900 SH       DEFINED 01                  419900
K MART CORP                    COM              482584109    49812  4261998 SH       DEFINED 01                 4261998
KINDER MORGAN, INC             COM              482620101     6609   294550 SH       DEFINED 01                  294550
K-SWISS, INC (CLASS A)         COM              482686102       38     1200 SH       DEFINED 01                    1200
K2, INC                        COM              482732104      491    55705 SH       DEFINED 01                   55705
KV PHARMACEUTICAL CO (CLASS B) COM              482740107      787    42672 SH       DEFINED 01                   42672
KAISER ALUMINUN CORP           COM              483007100     1682   202400 SH       DEFINED 01                  202400
KAMAN CORP (CLASS A)           COM              483548103     1656   129900 SH       DEFINED 01                  129900
KANSAS CITY LIFE INSURANCE CO  COM              484836101      807    22100 SH       DEFINED 01                   22100
KANSAS CITY POWER & LIGHT CO   COM              485134100    11299   467134 SH       DEFINED 01                  467134
KANSAS CITY SOUTHERN INDUSTRIE COM              485170104    32873   707892 SH       DEFINED 01                  707892
KAUFMAN & BROAD HOME CORP      COM              486168107     6360   308359 SH       DEFINED 01                  308359
KAYDON CORP                    COM              486587108     5229   210200 SH       DEFINED 01                  210200
KEANE, INC                     COM              486665102     6861   300755 SH       DEFINED 01                  300755
KEEBLER FOODS CO               COM              487256109    16246   543806 SH       DEFINED 01                  543806
KELLOGG CO                     COM              487836108    55621  1485703 SH       DEFINED 01                 1485703
KELLSTROM INDUSTRIES, INC      COM              488035106      798    81600 SH       DEFINED 01                   81600
KELLWOOD CO                    COM              488044108     4123   187390 SH       DEFINED 01                  187390
KELLY SERVICES, INC (CLASS A)  COM              488152208     8185   271695 SH       DEFINED 01                  271695
KEMET CORP                     COM              488360108     6561   205240 SH       DEFINED 01                  205240
KENDLE INTERNATIONAL, INC      COM              48880L107       10     1300 SH       DEFINED 01                    1300
KENNAMETAL, INC                COM              489170100     4727   182693 SH       DEFINED 01                  182693
KENT ELECTRONICS CORP          COM              490553104     3152   170400 SH       DEFINED 01                  170400
KERR-MCGEE CORP                COM              492386107    53279   967615 SH       DEFINED 01                  967615
KEY ENERGY SERVICES, INC       COM              492914106     2984   604319 SH       DEFINED 01                  604319
KEYCORP                        COM              493267108   127399  4935544 SH       DEFINED 01                 4935544
KEYSPAN CORP                   COM              49337W100    35577  1242851 SH       DEFINED 01                 1242851
KEYSTONE AUTOMOTIVE INDUSTRIES COM              49338N109      173    15800 SH       DEFINED 01                   15800
KEYSTONE FINANCIAL, INC        COM              493482103     4640   195382 SH       DEFINED 01                  195382
KILROY REALTY CORP             COM              49427F108     3995   189126 SH       DEFINED 01                  189126
KIMBALL INTERNATIONAL, INC (CL COM              494274103     8593   446396 SH       DEFINED 01                  446396
KIMBERLY-CLARK CORP            COM              494368103   221259  4214454 SH       DEFINED 01                 4214454
KIMCO REALTY CORP              COM              49446R109    12198   341200 SH       DEFINED 01                  341200
KING PHARMACEUTICALS, INC      COM              495582108     4127   117900 SH       DEFINED 01                  117900
KING WORLD PRODUCTIONS, INC    COM              495667107     9049   241300 SH       DEFINED 01                  241300
KINROSS GOLD CORP              COM              496902107      113    39187 SH       DEFINED 01                   39187
KIRBY CORP                     COM              497266106     1573    80172 SH       DEFINED 01                   80172
KITTY HAWK, INC                COM              498326107       57     5600 SH       DEFINED 01                    5600
KNOLL, INC                     COM              498904101     7617   283441 SH       DEFINED 01                  283441
KNIGHT-RIDDER, INC             COM              499040103    11200   204100 SH       DEFINED 01                  204100
KNIGHT TRANSPORTATION, INC     COM              499064103     1337    92200 SH       DEFINED 01                   92200
KNIGHT/TRIMARK GROUP, INC      COM              499067106    24111   813872 SH       DEFINED 01                  813872
KOGER EQUITY, INC              COM              500228101     1867   116700 SH       DEFINED 01                  116700
KOHL'S CORP                    COM              500255104    81317  1229751 SH       DEFINED 01                 1229751
KOMAG, INC                     COM              500453105     2268   755850 SH       DEFINED 01                  755850
KONOVER PROPERTY TRUST, INC    COM              50047R100        9     1500 SH       DEFINED 01                    1500
KOPIN CORP                     COM              500600101      475    17100 SH       DEFINED 01                   17100
KORN FERRY INTERNATIONAL       COM              500643200      676    29300 SH       DEFINED 01                   29300
KROGER CO                      COM              501044101   139438  6320132 SH       DEFINED 01                 6320132
KROLL O GARA CO                COM              501050108       43     2600 SH       DEFINED 01                    2600
KRONOS, INC                    COM              501052104     3715   101250 SH       DEFINED 01                  101250
KULICHE & SOFFA INDUSTRIES, IN COM              501242101     4383   180275 SH       DEFINED 01                  180275
LINEA AEREA NACIONAL CHILE S.A ADR              501723100     1658   210500 SH       DEFINED 01                  210500
LCA-VISION, INC                COM              501803209      902   169758 SH       DEFINED 01                  169758
LCC INTERNATIONAL, INC (CLASS  COM              501810105       42     7000 SH       DEFINED 01                    7000
LOUISVILLE GAS & ELECTRIC ENER COM              501917108    23049  1084672 SH       DEFINED 01                 1084672
LTV CORP                       COM              501921100     7982  1468000 SH       DEFINED 01                 1468000
LHS GROUP, INC                 COM              501938104     5375   182600 SH       DEFINED 01                  182600
LNR PROPERTY CORP              COM              501940100     7639   374910 SH       DEFINED 01                  374910
LSI INDUSTRIES, INC            COM              50216C108      416    18200 SH       DEFINED 01                   18200
LSI LOGIC CORP                 COM              502161102    94120  1827572 SH       DEFINED 01                 1827572
LTC HEALTHCARE, INC            COM              50217R104        1      550 SH       DEFINED 01                     550
LTC PROPERTIES, INC            COM              502175102       65     6100 SH       DEFINED 01                    6100
LTX CORP                       COM              502392103     3623   264700 SH       DEFINED 01                  264700
L-3 COMMUNICATION HOLDINGS, IN COM              502424104     9513   252000 SH       DEFINED 01                  252000
LA-Z-BOY, INC                  COM              505336107     6990   366700 SH       DEFINED 01                  366700
LABORATORIO CHILE ADR          ADR              50540H104     1511    87900 SH       DEFINED 01                   87900
LABONE, INC                    COM              50540L105     3525   376026 SH       DEFINED 01                  376026
LABORATORY CORP OF AMERICA HOL COM              50540R102     1771   643864 SH       DEFINED 01                  643864
LABOR READY, INC               COM              505401208     3382   336075 SH       DEFINED 01                  336075
LACLEDE GAS CO                 COM              505588103     3140   138000 SH       DEFINED 01                  138000
LADD FURNITURE, INC            COM              505739201       29     1367 SH       DEFINED 01                    1367
LADISH CO, INC                 COM              505754200      135    20800 SH       DEFINED 01                   20800
LAFARGE CORP                   COM              505862102    14574   453654 SH       DEFINED 01                  453654
LAIDLAW, INC                   COM              50730K503     7481  1094578 SH       DEFINED 01                 1094578
LAKES GAMING, INC              COM              51206P109      581    60337 SH       DEFINED 01                   60337
LAM RESEARCH CORP              COM              512807108    29790   488359 SH       DEFINED 01                  488359
LAMAR ADVERTISING CO (CLASS A) COM              512815101    13694   276650 SH       DEFINED 01                  276650
LANCASTER COLONY CORP          COM              513847103    15598   487429 SH       DEFINED 01                  487429
LANCE, INC                     COM              514606102     3389   259432 SH       DEFINED 01                  259432
LANDAUER, INC                  COM              51476K103     1178    46898 SH       DEFINED 01                   46898
LANDAMERICA FINANCIAL GROUP, I COM              514936103     2077   105140 SH       DEFINED 01                  105140
LANDRY'S SEAFOOD RESTAURANTS,  COM              51508L103     1346   168289 SH       DEFINED 01                  168289
LAND'S END, INC                COM              515086106     7383   111864 SH       DEFINED 01                  111864
LANDSTAR SYSTEM, INC           COM              515098101     6856   197294 SH       DEFINED 01                  197294
LASERSIGHT, INC                COM              517924106     1019    74800 SH       DEFINED 01                   74800
LASALLE HOTEL PROPERTIES       COM              517942108     1004    77600 SH       DEFINED 01                   77600
LASER VISION CENTERS, INC      COM              51807H100     3362   239600 SH       DEFINED 01                  239600
LASON, INC                     COM              51808R107     4965   111500 SH       DEFINED 01                  111500
LATITUDE COMMUNICATIONS, INC   COM              518292107      528    18100 SH       DEFINED 01                   18100
LATTICE SEMICONDUCTOR CORP     COM              518415104    11546   388922 SH       DEFINED 01                  388922
LAUDER (ESTEE) CO (CLASS A)    COM              518439104    22180   567820 SH       DEFINED 01                  567820
LAUNCH MEDIA, INC              COM              518567102      670    55800 SH       DEFINED 01                   55800
LAWSON PRODUCTS, INC           COM              520776105     2095    96900 SH       DEFINED 01                   96900
LEAP WIRELESS INTERNATIONAL, I COM              521863100     3185   135542 SH       DEFINED 01                  135542
LEAR CORP                      COM              521865105    17416   494940 SH       DEFINED 01                  494940
LEARN2.COM, INC                COM              522002104      297   102200 SH       DEFINED 01                  102200
LEARNING TREE INTERNATIONAL, I COM              522015106     1269    76600 SH       DEFINED 01                   76600
LEASING SOLUTIONS, INC         COM              522113109        1     2800 SH       DEFINED 01                    2800
LEE ENTERPRISES, INC           COM              523768109    12449   454756 SH       DEFINED 01                  454756
LEGATO SYSTEMS, INC            COM              524651106    19055   437094 SH       DEFINED 01                  437094
LEGGETT & PLATT, INC           COM              524660107    11308   574368 SH       DEFINED 01                  574368
LEGG MASON, INC                COM              524901105     7569   197564 SH       DEFINED 01                  197564
LEHMAN BROTHERS HOLDINGS, INC  COM              524908100    59360  1017959 SH       DEFINED 01                 1017959
LENNAR CORP                    COM              526057104     9289   582855 SH       DEFINED 01                  582855
LEUCADIA NATIONAL CORP         COM              527288104     6027   287000 SH       DEFINED 01                  287000
LEVEL 3 COMMUNICATIONS, INC    COM              52729N100    95937  1837208 SH       DEFINED 01                 1837208
LEXINGTON CORPORATE PROPERTIES COM              529043101       36     3200 SH       DEFINED 01                    3200
LEXMARK INTERNATIONAL GROUP (C COM              529771107    87018  1080968 SH       DEFINED 01                 1080968
LIBBEY, INC                    COM              529898108     4167   140965 SH       DEFINED 01                  140965
LIBERTY CORP                   COM              530370105     2681    57814 SH       DEFINED 01                   57814
LIBERTY DIGITAL, INC (CLASS A) COM              530436104      382    16400 SH       DEFINED 01                   16400
LIBERTY FINANCIAL COS, INC     COM              530512102      325    14800 SH       DEFINED 01                   14800
LIBERTY PROPERTY TRUST CO      COM              531172104     6731   296700 SH       DEFINED 01                  296700
LIFE U.S.A. HOLDINGS, INC      COM              531918209       97     4700 SH       DEFINED 01                    4700
LIFEPOINT HOSPITALS, INC       COM              53219L109     2280   262440 SH       DEFINED 01                  262440
LIGAND PHARMACEUTICALS CO (CLA COM              53220K207     2918   382740 SH       DEFINED 01                  382740
LILLY (ELI) & CO               COM              532457108   616329  9630137 SH       DEFINED 01                 9630137
LILLY INDUSTRIES, INC (CLASS A COM              532491107     3495   256533 SH       DEFINED 01                  256533
LIMITED, INC                   COM              532716107   137178  3586341 SH       DEFINED 01                 3586341
LINCARE HOLDINGS, INC          COM              532791100    17475   655580 SH       DEFINED 01                  655580
LINCOLN ELECTRIC HOLDINGS CO   COM              533900106     2037    97600 SH       DEFINED 01                   97600
LINCOLN NATIONAL CORP          COM              534187109    48843  1300300 SH       DEFINED 01                 1300300
LINDSAY MANUFACTURING CO       COM              535555106      441    22450 SH       DEFINED 01                   22450
LINEAR TECHNOLOGY CO           COM              535678106   165122  2809100 SH       DEFINED 01                 2809100
LINENS 'N THINGS, INC          COM              535679104     8576   254100 SH       DEFINED 01                  254100
LIPOSOME CO, INC               COM              536310105     2756   362200 SH       DEFINED 01                  362200
LIQUI-BOX CORP                 COM              536314107        5      100 SH       DEFINED 01                     100
LITTLEFUSE, INC                COM              537008104     3057   137400 SH       DEFINED 01                  137400
LITTON INDUSTRIES, INC         COM              538021106    15428   281797 SH       DEFINED 01                  281797
LIZ CLAIBORNE, INC             COM              539320101    15996   516000 SH       DEFINED 01                  516000
LO-JACK CORP                   COM              539451104       20     2400 SH       DEFINED 01                    2400
LOCAL FINANCIAL CORP           COM              539553107      901    97430 SH       DEFINED 01                   97430
LOCKHEED MARTIN CORP           COM              539830109    63045  1928732 SH       DEFINED 01                 1928732
LODGIAN, INC                   COM              54021P106      766   204200 SH       DEFINED 01                  204200
LOEWEN GROUP, INC              COM              54042L100        0      400 SH       DEFINED 01                     400
LOEWS CINEPLEX ENTMT CORP      COM              540423100       54     6900 SH       DEFINED 01                    6900
LOEWS CORP                     COM              540424108    37274   531066 SH       DEFINED 01                  531066
LONE STAR INDUSTRIES, INC      COM              542290408     1137    22800 SH       DEFINED 01                   22800
LONE STAR STEAKHOUSE & SALOON, COM              542307103     1919   249569 SH       DEFINED 01                  249569
LONE STAR TECHNOLOGIES, INC    COM              542312103      373    18659 SH       DEFINED 01                   18659
LONG BEACH FINANCIAL CORP      COM              542446109     3291   207300 SH       DEFINED 01                  207300
LONGS DRUG STORES CORP         COM              543162101      774    25898 SH       DEFINED 01                   25898
LONGVIEW FIBRE CO              COM              543213102     4114   330800 SH       DEFINED 01                  330800
LOUIS DREYFUS NATURAL GAS CORP COM              546011107     2568   119792 SH       DEFINED 01                  119792
LOUISIANA PACIFIC CORP         COM              546347105    21159  1354205 SH       DEFINED 01                 1354205
LOWE'S COS, INC                COM              548661107   143631  2946271 SH       DEFINED 01                 2946271
LUBRIZOL CORP                  COM              549271104    21552   839026 SH       DEFINED 01                  839026
LUBY'S, INC                    COM              549282101     3311   287891 SH       DEFINED 01                  287891
LUCENT TECHNOLOGIES, INC       COM              549463107  2206236 34007495 SH       DEFINED 01                34007495
LUXOTTICA GROUP S.P.A. ADR     ADR              55068R202      820    43000 SH       DEFINED 01                   43000
LYCOS, INC                     COM              550818108    24501   488804 SH       DEFINED 01                  488804
LYDALL, INC                    COM              550819106     1079   104669 SH       DEFINED 01                  104669
LYONDELL CHEMICAL CO           COM              552078107     2510   187677 SH       DEFINED 01                  187677
M & T BANK CORP                COM              55261F104    17694    38548 SH       DEFINED 01                   38548
MAF BANCORP, INC               COM              55261R108     5871   295380 SH       DEFINED 01                  295380
MBIA, INC                      COM              55262C100    29848   640181 SH       DEFINED 01                  640181
MBNA CORP                      COM              55262L100   135158  5924748 SH       DEFINED 01                 5924748
MCN ENERGY GROUP, INC          COM              55267J100    10572   615072 SH       DEFINED 01                  615072
MDC HOLDINGS, INC              COM              552676108     4283   264600 SH       DEFINED 01                  264600
MCI WORLDCOM, INC              COM              55268B106  1619217 22528241 SH       DEFINED 01                22528241
MDU RESOURCES GROUP, INC       COM              552690109     4087   181629 SH       DEFINED 01                  181629
MEMC ELECTRONIC MATERIALS, INC COM              552715104     5607   407800 SH       DEFINED 01                  407800
MGC COMMUNICATIONS, INC        COM              552763302     1272    61300 SH       DEFINED 01                   61300
MGIC INVESTMENT CORP           COM              552848103    58308  1221100 SH       DEFINED 01                 1221100
MGI PROPERTIES, INC            COM              552885105      562    62400 SH       DEFINED 01                   62400
MGM GRAND, INC                 COM              552953101     5813   113572 SH       DEFINED 01                  113572
MKS INSTRUMENTS INC            COM              55306N104      926    41600 SH       DEFINED 01                   41600
MMC NETWORKS, INC              COM              55308N102    16714   535920 SH       DEFINED 01                  535920
MMI COS, INC                   COM              553087107      617    56418 SH       DEFINED 01                   56418
MRV COMMUNICATIONS, INC        COM              553477100     2722   114930 SH       DEFINED 01                  114930
MSC INDUSTRIAL DIRECT CO (CLAS COM              553530106     1164   126683 SH       DEFINED 01                  126683
M.S. CARRIERS, INC             COM              553533100     4030   167900 SH       DEFINED 01                  167900
MTS SYSTEMS CORP               COM              553777103     2220   214000 SH       DEFINED 01                  214000
MTI TECHNOLOGY CORP            COM              553903105     2581   111900 SH       DEFINED 01                  111900
MACDERMID, INC                 COM              554273102     2756    80900 SH       DEFINED 01                   80900
MACERICH CO (THE)              COM              554382101     2030    87800 SH       DEFINED 01                   87800
MACK-CALI REALTY CORP          COM              554489104    10969   409100 SH       DEFINED 01                  409100
MACMILLAN BLOEDEL LTD          COM              554783209     4841   309300 SH       DEFINED 01                  309300
MACROCHEM CORP (DELAWARE)      COM              555903103      481    80200 SH       DEFINED 01                   80200
MACROVISION CORP               COM              555904101      981    22100 SH       DEFINED 01                   22100
MACROMEDIA, INC                COM              556100105    10697   261700 SH       DEFINED 01                  261700
MADECO S.A. ADR                ADR              556304103      806    78600 SH       DEFINED 01                   78600
MADISON GAS & ELECTRIC CO      COM              557497104      763    38400 SH       DEFINED 01                   38400
MAGELLAN HEALTH SERVICES, INC  COM              559079108      768   105000 SH       DEFINED 01                  105000
MAGNA INTERNATIONAL, INC       COM              559222401     8838   178900 SH       DEFINED 01                  178900
MAGNETEK, INC                  COM              559424106      123    13752 SH       DEFINED 01                   13752
MAHONING NATIONAL BANCORP, INC COM              560090102      277     7200 SH       DEFINED 01                    7200
MAIL-WELL, INC                 COM              560321200     4252   306461 SH       DEFINED 01                  306461
MAKER COMMUNICATIONS, INC      COM              560875106      275    11700 SH       DEFINED 01                   11700
MALIBU ENTERTAINMENT WORLDWIDE COM              561182106        0      500 SH       DEFINED 01                     500
MALLINCKRODT, INC              COM              561232109    34417  1140124 SH       DEFINED 01                 1140124
MANDALAY RESORT GROUP          COM              562567107     8598   435360 SH       DEFINED 01                  435360
MANHATTAN ASSOCIATES, INC      COM              562750109      292    53100 SH       DEFINED 01                   53100
MANITOWOC, INC                 COM              563571108     6493   190284 SH       DEFINED 01                  190284
MANOR CARE, INC                COM              564055101     3525   205102 SH       DEFINED 01                  205102
MANPOWER, INC                  COM              56418H100    22429   770101 SH       DEFINED 01                  770101
MANUFACTURED HOME COMMUNITIES, COM              564682102     2798   119700 SH       DEFINED 01                  119700
MAPICS, INC                    COM              564910107     1198   137900 SH       DEFINED 01                  137900
MANUGISTICS GROUP, INC         COM              565011103     1392   132526 SH       DEFINED 01                  132526
MAPQUEST.COM, INC              COM              565644101      112     9400 SH       DEFINED 01                    9400
MARCUS CORP                    COM              566330106      916    75915 SH       DEFINED 01                   75915
MARIMBA, INC                   COM              56781Q109      493    16500 SH       DEFINED 01                   16500
MARINE TRANSPORT CORP          COM              567912100       89    29720 SH       DEFINED 01                   29720
MARINE DRILLING CO, INC        COM              568240204     4701   297300 SH       DEFINED 01                  297300
MARINER POST-ACUTE NETWORK, IN COM              568459101      356   948823 SH       DEFINED 01                  948823
MARK IV INDUSTRIES, INC        COM              570387100    16254   822970 SH       DEFINED 01                  822970
MARKEL CORP                    COM              570535104     2531    13900 SH       DEFINED 01                   13900
MARKETING SERVICES GROUP       COM              570907105      143    12000 SH       DEFINED 01                   12000
MARSH & MCLENNAN COS, INC      COM              571748102   124079  1811369 SH       DEFINED 01                 1811369
MARSHALL & ILSLEY CORP         COM              571834100    35385   620114 SH       DEFINED 01                  620114
MARRIOTT INTERNATIONAL (CLASS  COM              571903202    37911  1159800 SH       DEFINED 01                 1159800
MARSHALL INDUSTRIES, INC       COM              572393106     3997   109500 SH       DEFINED 01                  109500
MARTEK BIOSCIENCES CORP        COM              572901106     7381  1283650 SH       DEFINED 01                 1283650
MARTIN MARIETTA MATERIALS, INC COM              573284106    12542   314031 SH       DEFINED 01                  314031
MARVEL ENTERPRISES             COM              57383M108      277    50866 SH       DEFINED 01                   50866
MASCO CORP                     COM              574599106    80753  2604922 SH       DEFINED 01                 2604922
MASCOTECH, INC                 COM              574670105     5086   314174 SH       DEFINED 01                  314174
MASISA S.A. (SPONS ADR)        ADR              574799102      760    73300 SH       DEFINED 01                   73300
MASTECH CORP                   COM              57632N105     3875   287037 SH       DEFINED 01                  287037
MASTEC, INC                    COM              576323109     3527   119800 SH       DEFINED 01                  119800
MATERIAL SCIENCES CORP         COM              576674105       20     1500 SH       DEFINED 01                    1500
MATRIA HEALTHCARE, INC         COM              576817100      741   126200 SH       DEFINED 01                  126200
MATRIX PHARMACEUTICALS, INC    COM              576844104       31     5450 SH       DEFINED 01                    5450
MATRIX SERVICE CO              COM              576853105      118    29500 SH       DEFINED 01                   29500
MATSUSHITA ELECTRIC INDUSTRIAL ADR              576879209    12610    60335 SH       DEFINED 01                   60335
MATTEL, INC                    COM              577081102    51579  2714685 SH       DEFINED 01                 2714685
MATTHEWS INTERNATIONAL CORP (C COM              577128101     2097    69600 SH       DEFINED 01                   69600
MAXIM GROUP, INC               COM              57772J104       21     3892 SH       DEFINED 01                    3892
MAXIM INTEGRATED PRODUCTS      COM              57772K101    94693  1500824 SH       DEFINED 01                 1500824
MAXTOR CORP                    COM              577729205     2601   394500 SH       DEFINED 01                  394500
MAXWELL TECHNOLOGIES, INC      COM              577767106       29     2200 SH       DEFINED 01                    2200
MAXXIM MEDICAL, INC            COM              57777G105     2212    92400 SH       DEFINED 01                   92400
MAY DEPARTMENT STORES CO       COM              577778103    90434  2481882 SH       DEFINED 01                 2481882
MAXICARE HEALTH PLANS, INC     COM              577904204       55    11820 SH       DEFINED 01                   11820
MAXXAM, INC                    COM              577913106     2449    47662 SH       DEFINED 01                   47662
MAVERICK TUBE CORP             COM              577914104      841    50600 SH       DEFINED 01                   50600
MAXIMUS, INC                   COM              577933104     2589    86485 SH       DEFINED 01                   86485
MAYTAG CO                      COM              578592107    25814   774903 SH       DEFINED 01                  774903
MCCLATCHY CO (CLASS A)         COM              579489105     1345    37635 SH       DEFINED 01                   37635
MCCORMICK & CO, INC (NON-VOTE) COM              579780206    25961   785200 SH       DEFINED 01                  785200
MCDONALD'S CORP                COM              580135101   413150  9608139 SH       DEFINED 01                 9608139
MCGRATH RENTCORP               COM              580589109      504    28000 SH       DEFINED 01                   28000
MCGRAW HILL COS, INC           COM              580645109    62116  1284053 SH       DEFINED 01                 1284053
MCKESSON HBOC, INC             COM              58155Q103    78940  2722081 SH       DEFINED 01                 2722081
MCLEODUSA, INC (CLASS A)       COM              582266102     8751   205600 SH       DEFINED 01                  205600
MCMORAN EXPLORATION CO         COM              582411104     1125    52321 SH       DEFINED 01                   52321
MCWHORTER TECHNOLOGIES, INC    COM              582803102      677    45866 SH       DEFINED 01                   45866
MEAD CORP                      COM              582834107    20036   582876 SH       DEFINED 01                  582876
MECHANICAL TECHNOLOGY, INC     COM              583538103      338     9500 SH       DEFINED 01                    9500
MEDALLION FINANCIAL CORP       COM              583928106      119     5900 SH       DEFINED 01                    5900
MEDCO RESEARCH, INC            COM              584059109     1766    70803 SH       DEFINED 01                   70803
MEDE AMERICA CORP              COM              584067102      741    32200 SH       DEFINED 01                   32200
MEDIA ARTS GROUP, INC          COM              58439C102       18     4000 SH       DEFINED 01                    4000
MEDIA ONE GROUP, INC           COM              58440J104   325570  4765886 SH       DEFINED 01                 4765886
MEDIA METRIX, INC              COM              58440X103      335     4800 SH       DEFINED 01                    4800
MEDIA GENERAL, INC (CLASS A)   COM              584404107    16534   322605 SH       DEFINED 01                  322605
MEDICAL ASSURANCE, INC         COM              58449U100     2514   100320 SH       DEFINED 01                  100320
MEDICAL MANAGER CORP           COM              58461U103     7746   155699 SH       DEFINED 01                  155699
MEDICONSULT.COM, INC           COM              58469J100      236    30500 SH       DEFINED 01                   30500
MEDICIS PHARMACEUTICAL CORP (C COM              584690309     6529   229102 SH       DEFINED 01                  229102
MEDIMMUNE, INC                 COM              584699102    47622   477860 SH       DEFINED 01                  477860
MEDQUIST, INC                  COM              584949101    12201   364900 SH       DEFINED 01                  364900
MEDITRUST CORP PAIRED          COM              58501T306     7496   881845 SH       DEFINED 01                  881845
MEDTRONIC, INC                 COM              585055106   407058 11466436 SH       DEFINED 01                11466436
ESHARE TECHNOLOGIES, INC       COM              585493109       34     4400 SH       DEFINED 01                    4400
MELLON FINANCIAL CORP          COM              585509102   247950  7346676 SH       DEFINED 01                 7346676
MEMBERWORKS, INC               COM              586002107      914    27400 SH       DEFINED 01                   27400
MENS WAREHOUSE, INC            COM              587118100     4120   191636 SH       DEFINED 01                  191636
MENTOR CORP                    COM              587188103     3679   129100 SH       DEFINED 01                  129100
MENTOR GRAPHICS CORP           COM              587200106     7618   889700 SH       DEFINED 01                  889700
MERANT PLC ADR                 ADR              587336108      161     6927 SH       DEFINED 01                    6927
MERCANTILE BANKSHARES CORP     COM              587405101    14610   472244 SH       DEFINED 01                  472244
MERCHANTS NEW YORK BANCORP, IN COM              589167105      380    10000 SH       DEFINED 01                   10000
MERCK & CO, INC                COM              589331107  1539137 23747531 SH       DEFINED 01                23747531
MERCURY COMPUTER SYSTEMS, INC  COM              589378108     2132    62700 SH       DEFINED 01                   62700
MERCURY GENERAL CORP           COM              589400100     1739    63100 SH       DEFINED 01                   63100
MERCURY INTERACTIVE CORP       COM              589405109    14081   218100 SH       DEFINED 01                  218100
MEREDITH CORP                  COM              589433101     7963   219300 SH       DEFINED 01                  219300
MERIDIAN RESOURCE CORP         COM              58977Q109      303    63700 SH       DEFINED 01                   63700
MERISTAR HOSPITALITY CORP      COM              58984Y103     8335   546581 SH       DEFINED 01                  546581
MERISEL, INC                   COM              589849108      659   405800 SH       DEFINED 01                  405800
MERISTAR HOTELS & RESORTS, INC COM              589988104       41    13900 SH       DEFINED 01                   13900
MERITOR AUTOMOTIVE, INC        COM              59000G100    64184  3074680 SH       DEFINED 01                 3074680
MERRILL CORP                   COM              590175105     1136    57000 SH       DEFINED 01                   57000
MERRILL LYNCH & CO, INC        COM              590188108   145230  2161556 SH       DEFINED 01                 2161556
MERRY LAND PROPERTIES, INC     COM              590441101      106    19211 SH       DEFINED 01                   19211
MESA AIR GROUP, INC            COM              590479101     2098   342450 SH       DEFINED 01                  342450
MESABA HOLDINGS, INC           COM              59066B102     1135    96600 SH       DEFINED 01                   96600
MESSAGEMEDIA, INC              COM              590787107     1032    96000 SH       DEFINED 01                   96000
META GROUP, INC                COM              591002100       36     2000 SH       DEFINED 01                    2000
METALS U.S.A., INC             COM              591324108      583    57200 SH       DEFINED 01                   57200
METAMOR WORLDWIDE, INC         COM              59133P100     5394   303900 SH       DEFINED 01                  303900
METHANEX CORP                  COM              59151K108     1488   520600 SH       DEFINED 01                  520600
METHODE ELECTRONICS, INC (CLAS COM              591520200     6196   328250 SH       DEFINED 01                  328250
METRICOM, INC                  COM              591596101     5137   225820 SH       DEFINED 01                  225820
METRIS COS, INC                COM              591598107    28781   977684 SH       DEFINED 01                  977684
METRO-GOLDWYN-MAYER, INC       COM              591610100     2511   143500 SH       DEFINED 01                  143500
METRO INFORMATION SERVICES, IN COM              59162P104     1512   118000 SH       DEFINED 01                  118000
METROMEDIA FIBER NETWORK (CLAS COM              591689104    13061   533110 SH       DEFINED 01                  533110
METROMEDIA INTERNATIONAL GROUP COM              591695101     2442   591900 SH       DEFINED 01                  591900
METTLER-TOLEDO INTERNATIONAL,  COM              592688105    15198   512997 SH       DEFINED 01                  512997
MIAMI COMPUTER SUPPLY CORP     COM              593261100       91     5062 SH       DEFINED 01                    5062
MICHAEL FOODS, INC             COM              594079105     4609   175375 SH       DEFINED 01                  175375
MICHAELS STORES, INC           COM              594087108    13133   445200 SH       DEFINED 01                  445200
MICHIGAN FINANCIAL CORP        COM              594480105       23      735 SH       DEFINED 01                     735
MICREL, INC                    COM              594793101     9661   222730 SH       DEFINED 01                  222730
MICRO LINEAR CORP              COM              594850109        0      100 SH       DEFINED 01                     100
MICROS SYSTEMS, INC            COM              594901100     8509   210100 SH       DEFINED 01                  210100
MICROSOFT CORP                 COM              594918104  3750363 41411878 SH       DEFINED 01                41411878
MICROAGE, INC                  COM              594928103      631   292600 SH       DEFINED 01                  292600
MICROSTRATEGY, INC             COM              594972101    12925   230538 SH       DEFINED 01                  230538
MICRO WAREHOUSE, INC           COM              59501B105     2936   243400 SH       DEFINED 01                  243400
MICROCHIP TECHNOLOGY, INC      COM              595017104    23157   450745 SH       DEFINED 01                  450745
MICROMUSE, INC                 COM              595094103     4086    63600 SH       DEFINED 01                   63600
MICRON ELECTRONICS, INC        COM              595100108      314    29900 SH       DEFINED 01                   29900
MICRON TECHNOLOGY, INC         COM              595112103    71342  1071804 SH       DEFINED 01                 1071804
MID-AMERICA APARTMENT COMMUNIT COM              59522J103      218    10125 SH       DEFINED 01                   10125
MID ATLANTIC MEDICAL SERVICES, COM              59523C107      953   106600 SH       DEFINED 01                  106600
MIDAMERICAN ENERGY HOLDINGS CO COM              59562V107     9717   329400 SH       DEFINED 01                  329400
MIDAS, INC                     COM              595626102     4642   225056 SH       DEFINED 01                  225056
MID-AMERICA BANCORP            COM              595915109      744    30860 SH       DEFINED 01                   30860
MIDLAND CO                     COM              597486109      218    10391 SH       DEFINED 01                   10391
MIDWEST EXPRESS HOLDINGS, INC  COM              597911106     2803   107035 SH       DEFINED 01                  107035
MIDWAY GAMES, INC              COM              598148104      273    17337 SH       DEFINED 01                   17337
MIDWEST GRAIN PRODUCTS, INC    COM              59832G104      919    97400 SH       DEFINED 01                   97400
MIKASA, INC                    COM              59862T109       20     1700 SH       DEFINED 01                    1700
MILACRON, INC                  COM              598709103     6629   373452 SH       DEFINED 01                  373452
MILLENNIUM PHARMACEUTICALS, IN COM              599902103     6026    92700 SH       DEFINED 01                   92700
MILLENNIUM CHEMICAL, INC       COM              599903101     8885   434724 SH       DEFINED 01                  434724
MILLER (HERMAN), INC           COM              600544100    19952   834600 SH       DEFINED 01                  834600
MILLER INDUSTRIES, INC         COM              600551105       39    13850 SH       DEFINED 01                   13850
MILLIPORE CORP                 COM              601073109    13162   350400 SH       DEFINED 01                  350400
MILLS CORP                     COM              601148109      942    52860 SH       DEFINED 01                   52860
MINDSPRING ENTERPRISES, INC    COM              602683104     6853   247500 SH       DEFINED 01                  247500
MINE SAFETY APPLIANCE CO       COM              602720104     5778    96300 SH       DEFINED 01                   96300
MINERALS TECHNOLOGIES, INC     COM              603158106     4215    86800 SH       DEFINED 01                   86800
MINIMED, INC                   COM              60365K108     2771    28200 SH       DEFINED 01                   28200
MINNESOTA MINING & MANUFACTURI COM              604059105   285305  2969992 SH       DEFINED 01                 2969992
MINNESOTA POWER, INC           COM              604110106     2585   147210 SH       DEFINED 01                  147210
MIPS TECHNOLOGIES, INC         COM              604567107      452    14200 SH       DEFINED 01                   14200
MIRAGE RESORT, INC             COM              60462E104     4898   348317 SH       DEFINED 01                  348317
MIRAVANT MEDICAL TECHNOLOGY    COM              604690107       17     1700 SH       DEFINED 01                    1700
MISSISSIPPI CHEMICAL CORP      COM              605288208     1426   203745 SH       DEFINED 01                  203745
MISSISSIPPI VY BANCSHARES      COM              605720101      477    15100 SH       DEFINED 01                   15100
MITCHELL ENERGY & DEV CORP (CL COM              606592202     3353   137211 SH       DEFINED 01                  137211
MITCHELL ENERGY & DEV CORP (CL COM              606592301     6310   268500 SH       DEFINED 01                  268500
MOBIL CORP                     COM              607059102   856379  8500037 SH       DEFINED 01                 8500037
MODEM MEDIA POPPE TYSON, INC   COM              607533106      792    21400 SH       DEFINED 01                   21400
MODINE MANUFACTURING CO        COM              607828100     3321   142470 SH       DEFINED 01                  142470
MODIS PROFESSIONAL SERVICES    COM              607830106    10772   812977 SH       DEFINED 01                  812977
MOHAWK INDUSTRIES, INC         COM              608190104    10053   504224 SH       DEFINED 01                  504224
MOLECULAR DEVICES CORP         COM              60851C107      245     8900 SH       DEFINED 01                    8900
MOLEX, INC                     COM              608554101     6589   181141 SH       DEFINED 01                  181141
MOLEX, INC (CLASS A)           COM              608554200     5415   167252 SH       DEFINED 01                  167252
MOMENTUM BUSINESS APPLICANTS,  COM              60877P108        9     1029 SH       DEFINED 01                    1029
MONACO COACH CORP              COM              60886R103     7203   295525 SH       DEFINED 01                  295525
ROBERT MONDAVI CORP (CLASS A)  COM              609200100     1946    51800 SH       DEFINED 01                   51800
MONSANTO CO                    COM              611662107   261716  7333551 SH       DEFINED 01                 7333551
MONTANA POWER CO               COM              612085100    10100   331812 SH       DEFINED 01                  331812
MONY GROUP, INC                COM              615337102     4770   165200 SH       DEFINED 01                  165200
MOOG, INC (CLASS A)            COM              615394202      777    26900 SH       DEFINED 01                   26900
MOORE CORP LTD                 COM              615785102      984    97408 SH       DEFINED 01                   97408
MORGAN (J.P.) & CO, INC        COM              616880100   170710  1494178 SH       DEFINED 01                 1494178
MORGAN KEEGAN, INC             COM              617410105    11413   668900 SH       DEFINED 01                  668900
MORGAN STANLEY, DEAN WITTER, & COM              617446448   356727  3999747 SH       DEFINED 01                 3999747
MORRSION KNUDSEN CORP          COM              61844A109      448    43484 SH       DEFINED 01                   43484
MORRISON KNUDSEN CORP WTS 03/1                  61844A117       57    18185 SH       DEFINED 01                   18185
MORRISON MANAGEMENT SPECIALIST COM              618459101      407    18076 SH       DEFINED 01                   18076
MOTIVEPOWER INDUSTRIES, INC    COM              61980K101     2099   190800 SH       DEFINED 01                  190800
MOTOROLA, INC                  COM              620076109   438734  4985618 SH       DEFINED 01                 4985618
MOVADO GROUP, INC              COM              624580106     1937    84200 SH       DEFINED 01                   84200
MOVIE GALLERY, INC             COM              624581104       49     8800 SH       DEFINED 01                    8800
MPATH INTERACTIVE, INC         COM              62473C101      674    58600 SH       DEFINED 01                   58600
MUELLER INDUSTRIES, INC        COM              624756102    13695   461300 SH       DEFINED 01                  461300
MULTEX.COM, INC                COM              625367107      120     9400 SH       DEFINED 01                    9400
MURPHY OIL CORP                COM              626717102    23743   439180 SH       DEFINED 01                  439180
MUSICLAND STORES CORP          COM              62758B109     8500   971377 SH       DEFINED 01                  971377
MYERS INDUSTRIES, INC          COM              628464109     2691   151586 SH       DEFINED 01                  151586
MYLAN LABORATORIES, INC        COM              628530107    14542   791413 SH       DEFINED 01                  791413
NABI, INC                      COM              628716102      103    19800 SH       DEFINED 01                   19800
NBT BANCORP, INC               COM              628778102      521    30119 SH       DEFINED 01                   30119
NBTY, INC                      COM              628782104     2390   313500 SH       DEFINED 01                  313500
NCH CORP                       COM              628850109     1365    30200 SH       DEFINED 01                   30200
NCI BUILDING SYSTEMS, INC      COM              628852105     1047    63220 SH       DEFINED 01                   63220
NCO GROUP, INC                 COM              628858102     6787   144400 SH       DEFINED 01                  144400
NCR CORP                       COM              62886E108      134     4068 SH       DEFINED 01                    4068
NCS HEALTHCARE, INC (CLASS A)  COM              628874109      253    96500 SH       DEFINED 01                   96500
NS GROUP, INC                  COM              628916108       22     2000 SH       DEFINED 01                    2000
NFO WORLDWIDE, INC             COM              62910N108      230    18000 SH       DEFINED 01                   18000
NL INDUSTRIES, INC             COM              629156407     1869   148000 SH       DEFINED 01                  148000
NPC INTERNATIONAL, INC         COM              629360306     1184   105200 SH       DEFINED 01                  105200
NTL, INC                       COM              629407107    62662   652088 SH       DEFINED 01                  652088
NUI CORP                       COM              629430109     3557   143700 SH       DEFINED 01                  143700
NVR, INC                       COM              62944T105     8171   161811 SH       DEFINED 01                  161811
NABISCO GROUP HOLDINGS         COM              62952P102    34314  2287621 SH       DEFINED 01                 2287621
NABISCO HOLDINGS CORP (CLASS A COM              629526104    73697  2132280 SH       DEFINED 01                 2132280
NABORS INDUSTRIES, INC         COM              629568106     6765   270600 SH       DEFINED 01                  270600
NACCO INDUSTRIES, INC (CLASS A COM              629579103     3016    43157 SH       DEFINED 01                   43157
NALCO CHEMICAL CORP            COM              629853102    10700   211877 SH       DEFINED 01                  211877
NATIONAL BANCORP OF ALASKA, IN COM              632587101     1443    56300 SH       DEFINED 01                   56300
NATIONAL CITY BANCSHARES, INC  COM              635313109      956    31335 SH       DEFINED 01                   31335
NATIONAL CITY CORP             COM              635405103   141644  5307517 SH       DEFINED 01                 5307517
NATIONAL COMMERCE BANCORP      COM              635449101     2109    96000 SH       DEFINED 01                   96000
NATIONAL COMPUTER SYSTEMS, INC COM              635519101     8903   232200 SH       DEFINED 01                  232200
NATIONAL DATA CORP             COM              635621105     7118   273755 SH       DEFINED 01                  273755
NATIONAL DISC BROKERS, INC     COM              635646102      259     9800 SH       DEFINED 01                    9800
NATIONAL EQUIPMENT SERVICES, I COM              635847106      322    31600 SH       DEFINED 01                   31600
NATIONAL HEALTHCARE CORP       COM              635906100       36     5132 SH       DEFINED 01                    5132
NATIONAL FUEL GAS CO           COM              636180101    45495   964136 SH       DEFINED 01                  964136
NATIONAL GOLF PROPERTIES, INC  COM              63623G109     1944    86400 SH       DEFINED 01                   86400
NATIONAL HEALTH INVESTORS, INC COM              63633D104     2043   124300 SH       DEFINED 01                  124300
NATIONAL INSTRUMENTS CORP      COM              636518102     4262   120595 SH       DEFINED 01                  120595
NATIONAL-OILWELL, INC          COM              637071101     4284   260637 SH       DEFINED 01                  260637
NATIONAL PENN BANCSHARES, INC  COM              637138108      358    13000 SH       DEFINED 01                   13000
NATIONAL PRESTO INDUSTRIES, IN COM              637215104     2495    64600 SH       DEFINED 01                   64600
NATIONAL PROCESSING, INC       COM              637229105      787    87490 SH       DEFINED 01                   87490
NATIONAL R.V. HOLDINGS, INC    COM              637277104     2088   105700 SH       DEFINED 01                  105700
NATIONAL SEMICONDUCTOR CORP    COM              637640103    50079  1641922 SH       DEFINED 01                 1641922
NATIONAL SERVICE INDUSTRIES, I COM              637657107    20880   662849 SH       DEFINED 01                  662849
NATIONAL STEEL CORP (CLASS B)  COM              637844309      950   136966 SH       DEFINED 01                  136966
NATIONAL WESTERN LIFE INSURANC COM              638522102       17      200 SH       DEFINED 01                     200
NATIONSRENT, INC               COM              638588103      655    84500 SH       DEFINED 01                   84500
NATIONWIDE FINANCIAL SVCS, INC COM              638612101     7284   205900 SH       DEFINED 01                  205900
NATIONWIDE HEALTH PROPERTIES,  COM              638620104     3202   192600 SH       DEFINED 01                  192600
NATURAL MICROSYSTEMS CORP      COM              638882100       69     5000 SH       DEFINED 01                    5000
NATURE'S SUNSHINE PRODUCTS, IN COM              639027101     2389   252300 SH       DEFINED 01                  252300
NAUTICA ENTERPRISES, INC       COM              639089101     4860   301400 SH       DEFINED 01                  301400
NAVARRE CORP                   COM              639208107      448    46200 SH       DEFINED 01                   46200
NAVISTAR INTERNATIONAL CORP    COM              63934E108    27972   601549 SH       DEFINED 01                  601549
NAVIGANT CONSULTING CO         COM              63935N107    17365   374450 SH       DEFINED 01                  374450
NAVIGANT INTERNATIONAL, INC    COM              63935R108       30     4085 SH       DEFINED 01                    4085
NEFF CORP                      COM              640094108     1088    84900 SH       DEFINED 01                   84900
NEIMAN MARCUS GROUP, INC (CLAS COM              640204103    14041   600681 SH       DEFINED 01                  600681
THOMAS NELSON, INC             COM              640376109        1      100 SH       DEFINED 01                     100
NEOMAGIC CORP                  COM              640497103     2232   288000 SH       DEFINED 01                  288000
NEON SYSTEMS, INC              COM              640509105      983    36500 SH       DEFINED 01                   36500
NETWORK EVENT THEATER, INC     COM              640924106     1278    57100 SH       DEFINED 01                   57100
NETBANK, INC                   COM              640933107      965    43600 SH       DEFINED 01                   43600
NETWORKS ASSOCIATES, INC       COM              640938106    21516  1125042 SH       DEFINED 01                 1125042
NET PERCEPTIONS, INC           COM              64107U101     1004    58600 SH       DEFINED 01                   58600
NETGRAVITY, INC                COM              641114103     3534   106900 SH       DEFINED 01                  106900
NETOPIA, INC                   COM              64114K104      479    12000 SH       DEFINED 01                   12000
NETOBJECTS, INC                COM              64114L102      190    33800 SH       DEFINED 01                   33800
NETMANAGE, INC                 COM              641144100      134    64888 SH       DEFINED 01                   64888
NETWORK APPLIANCE, INC         COM              64120L104    40207   561350 SH       DEFINED 01                  561350
NETWORK EQUIPMENT TECHNOLOGIES COM              641208103      203    22041 SH       DEFINED 01                   22041
NETWORK SOLUTIONS, INC         COM              64121Q102     9757   106200 SH       DEFINED 01                  106200
NETWORK PERIPHERALS, INC       COM              64121R100     1905   104400 SH       DEFINED 01                  104400
NETWORK PLUS CORP              COM              64122D506     1950   141200 SH       DEFINED 01                  141200
NEUROGEN CORP                  COM              64124E106      931    56000 SH       DEFINED 01                   56000
NEW CENTURY FINANCIAL CORP     COM              64352D101       79     4500 SH       DEFINED 01                    4500
NEW CENTURY ENERGIES, INC      COM              64352U103    23518   703345 SH       DEFINED 01                  703345
NEW ENGLAND BUSINESS SERVICES, COM              643872104     2571    90016 SH       DEFINED 01                   90016
NEW ENGLAND ELECTRIC SYSTEMS C COM              644001109    20628   397643 SH       DEFINED 01                  397643
NEW ERA OF NETWORKS, INC       COM              644312100      625    28900 SH       DEFINED 01                   28900
NEW HORIZONS WORLDWIDE, INC    COM              645526104     3810   240000 SH       DEFINED 01                  240000
NEW JERSEY RESOURCES CORP      COM              646025106     4852   121300 SH       DEFINED 01                  121300
NEW PLAN EXCEL REALTY TRUST    COM              648053106    11285   633551 SH       DEFINED 01                  633551
NEW YORK TIMES CO (CLASS A)    COM              650111107    41838  1115682 SH       DEFINED 01                 1115682
NEWBRIDGE NETWORKS CORP        COM              650901101    23341   903800 SH       DEFINED 01                  903800
NEWELL RUBBERMAID, INC         COM              651229106    48383  1693923 SH       DEFINED 01                 1693923
NEWFIELD EXPLORATION CO        COM              651290108      708    21500 SH       DEFINED 01                   21500
NEWMONT MINING CORP            COM              651639106    20208   780978 SH       DEFINED 01                  780978
NEWPARK RESOURCES, INC         COM              651718504      388    50000 SH       DEFINED 01                   50000
NEWPORT CORP                   COM              651824104     2497   150200 SH       DEFINED 01                  150200
NEWPORT NEWS SHIPBUILDING, INC COM              652228107     1761    54509 SH       DEFINED 01                   54509
NEWS CORP LTD PFD ADR          ADR              652487802      731    27387 SH       DEFINED 01                   27387
NIAGARA BANCORP, INC           COM              652914102       40     3800 SH       DEFINED 01                    3800
NEXTERA ENTERPRISES, INC       COM              65332E101      247    69300 SH       DEFINED 01                   69300
NEXTCARD, INC                  COM              65332K107     1362    55600 SH       DEFINED 01                   55600
NEXTEL COMMUNICATIONS, INC (CL COM              65332V103    86074  1269300 SH       DEFINED 01                 1269300
NEXTLINK COMMUNICATIONS, INC   COM              65333H707    29276   564700 SH       DEFINED 01                  564700
NIAGARA MOHAWK HOLDINGS, INC   COM              653520106     5738   371700 SH       DEFINED 01                  371700
NICHOLS RESEARCH CORP          COM              653818104     1400    52600 SH       DEFINED 01                   52600
NIELSEN MEDIA RESEARCH         COM              653929307     2909    78214 SH       DEFINED 01                   78214
NICOR, INC                     COM              654086107    21143   568540 SH       DEFINED 01                  568540
NIKE, INC (CLASS B)            COM              654106103    94279  1657651 SH       DEFINED 01                 1657651
99 CENTS ONLY STORES           COM              65440K106      853    23600 SH       DEFINED 01                   23600
NISOURCE, INC                  COM              65473P105    16084   726958 SH       DEFINED 01                  726958
NOBLE AFFILIATES, INC          COM              654894104    14696   506747 SH       DEFINED 01                  506747
NOKIA OYJ ADR                  ADR              654902204    40775   454000 SH       DEFINED 01                  454000
NOBLE DRILLING CORP            COM              655042109    26957  1232328 SH       DEFINED 01                 1232328
NORDSON CORP                   COM              655663102     5614   114572 SH       DEFINED 01                  114572
NORDSTROM, INC                 COM              655664100     5035   186490 SH       DEFINED 01                  186490
NORFOLK SOUTHERN CORP          COM              655844108    61603  2514394 SH       DEFINED 01                 2514394
NORSTAN, INC                   COM              656535101      194    24200 SH       DEFINED 01                   24200
NORTEK, INC                    COM              656559101      331     9700 SH       DEFINED 01                    9700
NORTEL NETWORKS CORP           COM              656569100   162226  3179224 SH       DEFINED 01                 3179224
NORTH FACE, INC                COM              659317101       10     1600 SH       DEFINED 01                    1600
NORTH FORK BANCORP, INC        COM              659424105    40025  2052588 SH       DEFINED 01                 2052588
NORTH PITTSBURGH SYSTEMS, INC  COM              661562108      179     9800 SH       DEFINED 01                    9800
NORTHEAST OPTIC NETWORK, INC   COM              664334109     1635    43300 SH       DEFINED 01                   43300
NORTHEAST UTILITIES CO         COM              664397106     1411    76800 SH       DEFINED 01                   76800
NORTHERN STATES POWER CO       COM              665772109    24018  1113868 SH       DEFINED 01                 1113868
NORTHERN TRUST CORP            COM              665859104   120207  1439603 SH       DEFINED 01                 1439603
NORTHPOINT COMMUNICATIONS HL   COM              666610100      599    32400 SH       DEFINED 01                   32400
NORTHROP GRUMMAN CORP          COM              666807102    33060   520115 SH       DEFINED 01                  520115
NORTHWEST AIRLINES CORP (CLASS COM              667280101     2665   104500 SH       DEFINED 01                  104500
NORTHWEST BANCORP, INC         COM              667328108      262    30400 SH       DEFINED 01                   30400
NORTHWEST NATURAL GAS CO       COM              667655104     4478   173500 SH       DEFINED 01                  173500
NORTHWESTERN CORP              COM              668074107     3067   134792 SH       DEFINED 01                  134792
NOVA CHEMICALS CORP            COM              66977W109     5800   270545 SH       DEFINED 01                  270545
NOVA CORP (GEORGIA)            COM              669784100    12715   508595 SH       DEFINED 01                  508595
NOVACARE EMPLOYEE SERVICES, IN COM              66986Q101       14     5800 SH       DEFINED 01                    5800
NOVACARE, INC                  COM              669930109       20    16900 SH       DEFINED 01                   16900
NOVELL, INC                    COM              670006105    37330  1804450 SH       DEFINED 01                 1804450
NOVELLUS SYSTEMS, INC          COM              670008101    60160   892088 SH       DEFINED 01                  892088
NOVEN PHARMACEUTICALS, INC     COM              670009109        1       80 SH       DEFINED 01                      80
NOVOSTE CORP                   COM              67010C100     2232   125100 SH       DEFINED 01                  125100
NU SKIN ENTERPRISES, INC (CLAS COM              67018T105     3246   240462 SH       DEFINED 01                  240462
NSTAR                          COM              67019E107    14406   371757 SH       DEFINED 01                  371757
NUCOR CORP                     COM              670346105    37625   790019 SH       DEFINED 01                  790019
NUEVO ENERGY CO                COM              670509108     2998   173800 SH       DEFINED 01                  173800
NUMAC ENERGY, INC              COM              67052A103       11     3000 SH       DEFINED 01                    3000
NVIDIA CORP                    COM              67066G104     2943   152900 SH       DEFINED 01                  152900
ODS NETWORKS, INC              COM              67082N109       32     5600 SH       DEFINED 01                    5600
O CHARLEYS, INC                COM              670823103      316    21450 SH       DEFINED 01                   21450
OEA, INC                       COM              670826106      361    47400 SH       DEFINED 01                   47400
OEC MEDICAL SYSTEMS, INC       COM              670828102     3444    98042 SH       DEFINED 01                   98042
OGE ENERGY CORP                COM              670837103    16671   749244 SH       DEFINED 01                  749244
OM GROUP, INC                  COM              670872100      363     9450 SH       DEFINED 01                    9450
OAK INDUSTRIES, INC            COM              671400505     1350    39700 SH       DEFINED 01                   39700
OAK TECHNOLOGY, INC            COM              671802106     1012   226405 SH       DEFINED 01                  226405
OAKLEY, INC                    COM              673662102      101    16300 SH       DEFINED 01                   16300
OAKWOOD HOMES CORP             COM              674098108      245    54400 SH       DEFINED 01                   54400
OBJECTIVE SYSTEMS INTEGRATORS, COM              674424106      190    80000 SH       DEFINED 01                   80000
OCCIDENTAL PETROLEUM CORP      COM              674599105    38674  1672376 SH       DEFINED 01                 1672376
OCEAN ENERGY, INC (NEW)        COM              67481E106     9152   898311 SH       DEFINED 01                  898311
OCEANEERING INTERNATIONAL, INC COM              675232102     6540   389000 SH       DEFINED 01                  389000
OCEANFIRST FINANCIAL CORP      COM              675234108     1225    74800 SH       DEFINED 01                   74800
OCTEL CORP                     COM              675727101      135    11975 SH       DEFINED 01                   11975
OCWEN ASSET INVESTMENT         COM              67574M106      388    89913 SH       DEFINED 01                   89913
OCULAR SCIENCES, INC           COM              675744106     3931   202900 SH       DEFINED 01                  202900
OCWEN FINANCIAL CORP           COM              675746101      463    69300 SH       DEFINED 01                   69300
OFFICEMAX, INC                 COM              67622M108     1765   303621 SH       DEFINED 01                  303621
OFFICE DEPOT, INC              COM              676220106    50887  4995053 SH       DEFINED 01                 4995053
OFFSHORE LOGISTICS, INC        COM              676255102     3239   314100 SH       DEFINED 01                  314100
OGDEN CORP                     COM              676346109     3507   350688 SH       DEFINED 01                  350688
OHIO CASUALTY CORP             COM              677240103     6558   388600 SH       DEFINED 01                  388600
OLD KENT FINANCIAL CORP        COM              679833103    28462   766651 SH       DEFINED 01                  766651
OLD NATIONAL BANCORP           COM              680033107     5823   201660 SH       DEFINED 01                  201660
OLD REPUBLIC INTERNATIONAL COR COM              680223104    14957  1035975 SH       DEFINED 01                 1035975
OLIN CORP                      COM              680665205     3407   250090 SH       DEFINED 01                  250090
OLSTEN CORP                    COM              681385100     5819   557476 SH       DEFINED 01                  557476
OMNICARE, INC                  COM              681904108     4978   517200 SH       DEFINED 01                  517200
OMNICOM GROUP, INC             COM              681919106   168511  2127999 SH       DEFINED 01                 2127999
OMEGA HEALTHCARE INVESTORS, IN COM              681936100     1594    75899 SH       DEFINED 01                   75899
OMEGA FINANCIAL CORP           COM              682092101      149     4700 SH       DEFINED 01                    4700
OMEGA WORLDWIDE, INC           COM              68210B108       14     3381 SH       DEFINED 01                    3381
OMEGA RESEARCH, INC            COM              68211E101      124    32000 SH       DEFINED 01                   32000
OMNIPOINT CORP                 COM              68212D102    83331  1491390 SH       DEFINED 01                 1491390
ON ASSIGNMENT, INC             COM              682159108     1805    75200 SH       DEFINED 01                   75200
ON COMMAND CORP                COM              682160106      304    16000 SH       DEFINED 01                   16000
ONE VALLEY BANCORP, INC        COM              682419106     7799   226062 SH       DEFINED 01                  226062
ONEIDA LTD                     COM              682505102     2104    88341 SH       DEFINED 01                   88341
ONEMAIN.COM, INC               COM              68267P109     2282   138800 SH       DEFINED 01                  138800
ONEOK, INC                     COM              682680103     8736   288213 SH       DEFINED 01                  288213
ONHEALTH NETWORK CO            COM              68272W107      356    57000 SH       DEFINED 01                   57000
ONSALE, INC                    COM              682838107      797    58500 SH       DEFINED 01                   58500
ONYX SOFTWARE CORP             COM              683402101      656    43700 SH       DEFINED 01                   43700
OPEN MARKET, INC               COM              68370M100     3042   231800 SH       DEFINED 01                  231800
OPTICAL CABLE CORP             COM              683827109      238    21600 SH       DEFINED 01                   21600
OPTICAL COATING LABORATORIES,  COM              683829105     2246    24400 SH       DEFINED 01                   24400
ORACLE CORP                    COM              68389X105   879160 19322194 SH       DEFINED 01                19322194
ORBITAL SCIENCES CORP          COM              685564106     1547    88417 SH       DEFINED 01                   88417
ORGANOGENESIS, INC             COM              685906109     2380   320050 SH       DEFINED 01                  320050
OREGON STEEL MILLS, INC        COM              686079104     2942   263000 SH       DEFINED 01                  263000
O'REILLY AUTOMOTIVE, INC       COM              686091109     2793    58600 SH       DEFINED 01                   58600
ORIENTAL FINANCIAL GROUP       COM              68618W100      798    34699 SH       DEFINED 01                   34699
ORION CAPITAL CORP             COM              686268103     1299    27412 SH       DEFINED 01                   27412
ORTHODONTIC CENTERS OF AMERICA COM              68750P103     5091   290900 SH       DEFINED 01                  290900
OSHKOSH B'GOSH, INC (CLASS A)  COM              688222207     3622   226800 SH       DEFINED 01                  226800
OSHKOSH TRUCK CORP             COM              688239201      133     5000 SH       DEFINED 01                    5000
OSTEOTECH, INC                 COM              688582105      112     8200 SH       DEFINED 01                    8200
O'SULLIVAN INDUSTRIES HOLDINGS COM              688609106     1826   121749 SH       DEFINED 01                  121749
OTTER TAIL POWER CO            COM              689648103      888    20900 SH       DEFINED 01                   20900
OUTBACK STEAKHOUSE, INC        COM              689899102     7874   309150 SH       DEFINED 01                  309150
OUTDOOR SYSTEMS, INC           COM              690057104    11018   308191 SH       DEFINED 01                  308191
OVERSEAS SHIPHOLDING GROUP, IN COM              690368105     4476   289960 SH       DEFINED 01                  289960
OWENS CORNING CO               COM              69073F103    18513   853621 SH       DEFINED 01                  853621
OWENS & MINOR, INC             COM              690732102     3614   375485 SH       DEFINED 01                  375485
OWENS ILLINOIS, INC            COM              690768403    23067  1164281 SH       DEFINED 01                 1164281
OXFORD HEALTH PLANS, INC       COM              691471106    16316  1305258 SH       DEFINED 01                 1305258
OXFORD INDUSTRIES, INC         COM              691497309     2096    97200 SH       DEFINED 01                   97200
PC CONNECTION, INC             COM              69318J100      333    22200 SH       DEFINED 01                   22200
P-COM, INC                     COM              693262107     2491   355900 SH       DEFINED 01                  355900
PECO ENERGY CO                 COM              693304107    65184  1738229 SH       DEFINED 01                 1738229
PG&E CORP                      COM              69331C108    61548  2378678 SH       DEFINED 01                 2378678
PFF BANCORP, INC               COM              69331W104     1801    87300 SH       DEFINED 01                   87300
PE CORP-PE BIOSYSTEMS GROUP    COM              69332S102    25028   346406 SH       DEFINED 01                  346406
PE CORP-CELERA GENOMICS GROUP  COM              69332S201     4644   115376 SH       DEFINED 01                  115376
P F CHANGS CHINA BISTRO, INC   COM              69333Y108     1057    48900 SH       DEFINED 01                   48900
PLX TECHNOLOGY, INC            COM              693417107      934    38700 SH       DEFINED 01                   38700
PMA CAPITAL CORP (CLASS A)     COM              693419202      122     6100 SH       DEFINED 01                    6100
PMC-SIERRA, INC                COM              69344F106    50246   543200 SH       DEFINED 01                  543200
PMI GROUP, INC                 COM              69344M101    19056   466201 SH       DEFINED 01                  466201
PNC BANK CORP                  COM              693475105   140887  2674003 SH       DEFINED 01                 2674003
PP&L RESOURCES, INC            COM              693499105    46644  1723552 SH       DEFINED 01                 1723552
PPG INDUSTRIES, INC            COM              693506107    85424  1423736 SH       DEFINED 01                 1423736
PRI AUTOMATION, INC            COM              69357H106      762    21100 SH       DEFINED 01                   21100
PS BUSINESS PARKS, INC         COM              69360J107     1262    48548 SH       DEFINED 01                   48548
PSS WORLD MEDICAL, INC         COM              69366A100      654    73125 SH       DEFINED 01                   73125
PXRE GROUP ,LTD                COM              693674103      578    39700 SH       DEFINED 01                   39700
PACCAR, INC                    COM              693718108    46240   908900 SH       DEFINED 01                  908900
PACIFIC CAPITAL BANCORP        COM              69404P101     2889    83900 SH       DEFINED 01                   83900
PACIFIC CENTURY FINANCIAL CORP COM              694058108    24639  1205600 SH       DEFINED 01                 1205600
PACIFIC CREST CAPITAL, INC     COM              694166109        1       47 SH       DEFINED 01                      47
PACIFIC GATEWAY EXCHANGE, INC  COM              694327107     2263   138170 SH       DEFINED 01                  138170
PACIFIC GULF PROPERTIES, INC   COM              694396102     2321   116400 SH       DEFINED 01                  116400
PACIFIC SUNWEAR CALIFORNIA, IN COM              694873100     6052   215912 SH       DEFINED 01                  215912
PACIFICARE HEALTH SYSTEMS      COM              695112102    18681   431939 SH       DEFINED 01                  431939
PACIFICORP                     COM              695114108   144031  7156831 SH       DEFINED 01                 7156831
PAGEMART WIRELESS, INC (CLASS  COM              69553J104     1028   171300 SH       DEFINED 01                  171300
PAGING NETWORK, INC            COM              695542100     2013  1952300 SH       DEFINED 01                 1952300
PAINE WEBBER GROUP, INC        COM              695629105    48872  1348202 SH       DEFINED 01                 1348202
PAIRGAIN TECHNOLOGIES, INC     COM              695934109     5034   394859 SH       DEFINED 01                  394859
PALL CORP                      COM              696429307     2704   116626 SH       DEFINED 01                  116626
PALM HARBOR HOMES, INC         COM              696639103     1135    82575 SH       DEFINED 01                   82575
PANAMSAT CORP                  COM              697933109     1472    40739 SH       DEFINED 01                   40739
PAN PACIFIC RETAIL PROPERTIES, COM              69806L104     1106    64800 SH       DEFINED 01                   64800
PANAVISION, INC (NEW)          COM              69830E209        0       86 SH       DEFINED 01                      86
PAPA JOHN'S INTERNATIONAL, INC COM              698813102     6281   152270 SH       DEFINED 01                  152270
PARACELSUS HEALTHCARE CORP     COM              698891108        0       56 SH       DEFINED 01                      56
PARAMETRIC TECHNOLOGY CORP     COM              699173100    15243  1129112 SH       DEFINED 01                 1129112
PAREXEL INTERNATIONAL CORP     COM              699462107      136    14900 SH       DEFINED 01                   14900
PARK ELECTROCHEMICAL CORP      COM              700416209     2052    62404 SH       DEFINED 01                   62404
PARK NATIONAL CORP             COM              700658107     1551    15361 SH       DEFINED 01                   15361
PARK PLACE ENTERTAINMENT       COM              700690100    21390  1711179 SH       DEFINED 01                 1711179
PARKER DRILLING CO             COM              701081101     6079  1369986 SH       DEFINED 01                 1369986
PARKER-HANNIFIN CORP           COM              701094104    33806   754396 SH       DEFINED 01                  754396
PARKERVISION, INC              COM              701354102     1363    56500 SH       DEFINED 01                   56500
PARKWAY PROPERTIES, INC        COM              70159Q104     1933    59946 SH       DEFINED 01                   59946
PATHOGENESIS CORP              COM              70321E104      623    40500 SH       DEFINED 01                   40500
PATTERSON DENTAL CO            COM              703412106     9027   182125 SH       DEFINED 01                  182125
PATTERSON ENERGY, INC          COM              703414102     3923   258300 SH       DEFINED 01                  258300
PAXAR CORP                     COM              704227107      411    42675 SH       DEFINED 01                   42675
PAXSON COMMUNICATIONS CORP     COM              704231109     2423   197803 SH       DEFINED 01                  197803
PAYCHEX, INC                   COM              704326107    56013  1641411 SH       DEFINED 01                 1641411
PAYLESS SHOESOURCE, INC        COM              704379106    11112   220039 SH       DEFINED 01                  220039
PCORDER.COM, INC               COM              70453H107      868    24700 SH       DEFINED 01                   24700
PEC ISRAEL ECONOMIC CORP       COM              705098101     2920    83872 SH       DEFINED 01                   83872
PEDIATRIX MEDICAL GROUP, INC   COM              705324101     1423   102576 SH       DEFINED 01                  102576
PEGASYSTEMS, INC               COM              705573103      584    75100 SH       DEFINED 01                   75100
PEGASUS COMMUNICATIONS CORP    COM              705904100     1065    23600 SH       DEFINED 01                   23600
PEGASUS SYSTEMS, INC           COM              705906105     2715    72400 SH       DEFINED 01                   72400
PENFORD CORP                   COM              707051108      903    66300 SH       DEFINED 01                   66300
PENN NATIONAL GAMING, INC      COM              707569109        2      160 SH       DEFINED 01                     160
PENN TREATY AMERICAN CORP      COM              707874103      768    36800 SH       DEFINED 01                   36800
PENN VIRGINIA CORP             COM              707882106      610    29400 SH       DEFINED 01                   29400
PENNCORP FINANCIAL GROUP, INC  COM              708094107        7    10300 SH       DEFINED 01                   10300
PENNEY, (J.C.) CO, INC         COM              708160106    51145  1487846 SH       DEFINED 01                 1487846
PENNSYLVANIA ENTERPRISES, INC  COM              708720107      954    29400 SH       DEFINED 01                   29400
PENNSYLVANIA REAL ESTATE INVES COM              709102107      540    28600 SH       DEFINED 01                   28600
PENNZOIL-QUAKER STATE CO       COM              709323109     6355   503395 SH       DEFINED 01                  503395
PENTAIR, INC                   COM              709631105    15890   396000 SH       DEFINED 01                  396000
PENTON MEDIA, INC              COM              709668107     2909   179019 SH       DEFINED 01                  179019
PENWEST PHARMACEUTICALS CO     COM              709754105      437    59250 SH       DEFINED 01                   59250
PEOPLES BANK OF BRIDGEPORT CO  COM              710198102      712    30150 SH       DEFINED 01                   30150
PEOPLES ENERGY CORP            COM              711030106    20711   588599 SH       DEFINED 01                  588599
PEOPLES HERITAGE FINANCIAL GRO COM              711147108    14552   875290 SH       DEFINED 01                  875290
PEOPLES HOLDINGS CO            COM              711148106      357    10500 SH       DEFINED 01                   10500
PEOPLESOFT, INC                COM              712713106     4153   245187 SH       DEFINED 01                  245187
PEP BOYS MANNY, MOE, & JACK CO COM              713278109     2930   196943 SH       DEFINED 01                  196943
PEPSI BOTTLING GROUP, INC      COM              713409100    19977  1170800 SH       DEFINED 01                 1170800
PEPSICO, INC                   COM              713448108   523046 17290772 SH       DEFINED 01                17290772
PER SE TECHNOLOGIES, INC       COM              713569200      200    58200 SH       DEFINED 01                   58200
PERCLOSE, INC                  COM              71361C107     1670    35860 SH       DEFINED 01                   35860
PEREGRINE SYSTEMS, INC         COM              71366Q101    10685   262200 SH       DEFINED 01                  262200
PERFORMANCE FOOD GROUP CO      COM              713755106     2076    81000 SH       DEFINED 01                   81000
PEROT SYSTEMS CORP (CLASS A)   COM              714265105     6585   352400 SH       DEFINED 01                  352400
PERRIGO CO                     COM              714290103     3699   469757 SH       DEFINED 01                  469757
PERSONNEL GROUP OF AMERICA, IN COM              715338109     1834   293470 SH       DEFINED 01                  293470
PERVASIVE SOFTWARE, INC        COM              715710109      531    15400 SH       DEFINED 01                   15400
PETCO ANIMAL SUPPLIES, INC     COM              716016100     2466   207700 SH       DEFINED 01                  207700
PETRO-CANADA (VARIABLE VOTE)   COM              71644E102    11560   763500 SH       DEFINED 01                  763500
PETSMART, INC                  COM              716768106     1195   321240 SH       DEFINED 01                  321240
PHARMACYCLICS, INC             COM              716933106      683    16700 SH       DEFINED 01                   16700
PHARMACIA & UPJOHN, INC        COM              716941109   152506  3073162 SH       DEFINED 01                 3073162
PFIZER, INC                    COM              717081103  1351799 37615266 SH       DEFINED 01                37615266
PHARMACEUTICAL PRODUCT DEVELOP COM              717124101      754    55630 SH       DEFINED 01                   55630
PHARMACEUTICAL RESOURCES, INC  COM              717125108      222    43842 SH       DEFINED 01                   43842
PHELPS DODGE CORP              COM              717265102    23545   427600 SH       DEFINED 01                  427600
PHILADELPHIA CONSOLIDATED HOLD COM              717528103       18     1300 SH       DEFINED 01                    1300
PHILADELPHIA SUBURBAN CORP     COM              718009608     2412   102380 SH       DEFINED 01                  102380
PHILIP MORRIS COS, INC         COM              718154107   729051 21325062 SH       DEFINED 01                21325062
PHILLIPS PETROLEUM CO          COM              718507106    73663  1511039 SH       DEFINED 01                 1511039
PHILLIPS VAN HEUSEN CORP       COM              718592108     2815   317233 SH       DEFINED 01                  317233
PHOENIX INVESTMENT PARTNERS LT COM              719085102     2030   242400 SH       DEFINED 01                  242400
PHOENIX TECHNOLOGIES LTD       COM              719153108      427    38200 SH       DEFINED 01                   38200
PHYCOR, INC                    COM              71940F100     3121   713462 SH       DEFINED 01                  713462
PHOTRONICS, INC                COM              719405102     1975    88000 SH       DEFINED 01                   88000
PICCADILLY CAFETERIAS, INC     COM              719567109     2836   432159 SH       DEFINED 01                  432159
PICTURETEL CORP                COM              720035302      465   109300 SH       DEFINED 01                  109300
PIEDMONT NATURAL GAS CO, INC   COM              720186105     3491   115170 SH       DEFINED 01                  115170
PIER 1 IMPORTS, INC            COM              720279108    10542  1561779 SH       DEFINED 01                 1561779
PIERCE LEAHY CORP              COM              720722107     1715    72210 SH       DEFINED 01                   72210
PILGRIMS PRIDE CORP (CLASS B)  COM              721467108      751    86500 SH       DEFINED 01                   86500
PILGRIMS PRIDE COPR (CLASS A)  COM              721467207        5      950 SH       DEFINED 01                     950
PILLOWTEX CORP                 COM              721501104       76    10168 SH       DEFINED 01                   10168
PINNACLE HOLDINGS, INC         COM              72346N101      588    22500 SH       DEFINED 01                   22500
PINNACLE SYSTEMS, INC          COM              723481107    11725   276700 SH       DEFINED 01                  276700
PINNACLE WEST CAPITAL CORP     COM              723484101    23292   640334 SH       DEFINED 01                  640334
PIONEER GROUP, INC             COM              723684106      512    34118 SH       DEFINED 01                   34118
PIONEER-HI-BRED INTERNATIONAL, COM              723686101    40798  1024747 SH       DEFINED 01                 1024747
PIONEER NATURAL RESOURCES CO   COM              723787107    13372  1258542 SH       DEFINED 01                 1258542
PIONEER-STANDARD ELECTRONICS,  COM              723877106      210    14550 SH       DEFINED 01                   14550
PITNEY BOWES, INC              COM              724479100   109733  1800744 SH       DEFINED 01                 1800744
PITTSTON BRINK'S GROUP CO      COM              725701106    13421   578800 SH       DEFINED 01                  578800
PITTSTON BAX GROUP             COM              725701882     2499   309905 SH       DEFINED 01                  309905
PITTWAY CORP                   COM              725790109     3543   125400 SH       DEFINED 01                  125400
PITTWAY CORP (CLASS A)         COM              725790208     7879   250136 SH       DEFINED 01                  250136
PIXAR, INC                     COM              725811103     3063    81400 SH       DEFINED 01                   81400
PJ AMERICA, INC                COM              72585Q104       71     3400 SH       DEFINED 01                    3400
PLACER DOME, INC               COM              725906101    11553   773605 SH       DEFINED 01                  773605
PLAINS RESOURCES, INC          COM              726540503      872    48771 SH       DEFINED 01                   48771
PLANTRONICS, INC               COM              727493108     7606   152875 SH       DEFINED 01                  152875
PLAYERS INTERNATIONAL, INC     COM              727903106      168    22750 SH       DEFINED 01                   22750
PLAYBOY ENTERPRISES, INC (CLAS COM              728117300      435    16300 SH       DEFINED 01                   16300
PLAYTEX PRODUCTS, INC          COM              72813P100      976    66200 SH       DEFINED 01                   66200
PLEXUS CORP                    COM              729132100     6670   217800 SH       DEFINED 01                  217800
POGO PRODUCING CO              COM              730448107     1168    56300 SH       DEFINED 01                   56300
POLARIS INDUSTRIES, INC        COM              731068102    13453   388548 SH       DEFINED 01                  388548
POLAROID CORP                  COM              731095105     3734   143608 SH       DEFINED 01                  143608
POLICY MANAGEMENT SYSTEMS CORP COM              731108106    13802   436424 SH       DEFINED 01                  436424
POLO RALPH LAUREN CORP         COM              731572103     6691   373000 SH       DEFINED 01                  373000
POLYCOM, INC                   COM              73172K104    11717   245863 SH       DEFINED 01                  245863
POLYMER GROUP, INC             COM              731745105     3232   219100 SH       DEFINED 01                  219100
POMEROY COMPUTER RESOURCES, IN COM              731822102       13     1200 SH       DEFINED 01                    1200
POOL ENERGY SERVICES CO        COM              732788104     3154   128069 SH       DEFINED 01                  128069
POPULAR, INC                   COM              733174106    25111   904895 SH       DEFINED 01                  904895
PORTAL SOFTWARE, INC           COM              736126103     2178    56200 SH       DEFINED 01                   56200
POSSIS MEDICAL, INC            COM              737407106        1       76 SH       DEFINED 01                      76
POST PROPERTIES, INC           COM              737464107     6507   165514 SH       DEFINED 01                  165514
POTASH CORP OF SASKATCHEWAN    COM              73755L107     5791   111613 SH       DEFINED 01                  111613
POTLATCH CORP                  COM              737628107      513    12459 SH       DEFINED 01                   12459
POTOMAC ELECTRIC POWER CO      COM              737679100    29757  1169800 SH       DEFINED 01                 1169800
POWER INTEGRATIONS, INC        COM              739276103     1212    17500 SH       DEFINED 01                   17500
POWER-ONE, INC                 COM              739308104     1612    63200 SH       DEFINED 01                   63200
POWERTEL, INC                  COM              73936C109     9988   181400 SH       DEFINED 01                  181400
POWERWAVE TECHNOLOGIES, INC    COM              739363109     5844   121200 SH       DEFINED 01                  121200
PREMIER BANCSHARES, INC        COM              739909109      365    20882 SH       DEFINED 01                   20882
PRAXAIR, INC                   COM              74005P104    62524  1359221 SH       DEFINED 01                 1359221
PREPAID LEGAL SERVICES, INC    COM              740065107     5892   149638 SH       DEFINED 01                  149638
PRECISION CAST PARTS CORP      COM              740189105     4842   158750 SH       DEFINED 01                  158750
PREMARK INTERNATIONAL, INC     COM              740459102    35558   704123 SH       DEFINED 01                  704123
PREMIER FARNELL PLC ADR        ADR              74050U107       13     1392 SH       DEFINED 01                    1392
PREMIER FARNELL PLC CV PFD ADR PFD              74050U206       22     1122 SH       DEFINED 01                    1122
PREMIER NATIONAL BANCORP       COM              74053F107      405    23300 SH       DEFINED 01                   23300
PREMIER PARKS, INC             COM              740540208   179210  6179667 SH       DEFINED 01                 6179667
PREMIERE TECHNOLOGIES, INC     COM              74058F102     2933   493916 SH       DEFINED 01                  493916
PREMISYS COMMUNICATIONS, INC   COM              740584107     1554   187000 SH       DEFINED 01                  187000
PRENTISS PROPERTIES TRUST      COM              740706106     7042   317400 SH       DEFINED 01                  317400
PRESIDENTIAL LIFE CORP         COM              740884101     3809   222400 SH       DEFINED 01                  222400
PRESSTEK, INC                  COM              741113104      300    41400 SH       DEFINED 01                   41400
PREVIEW TRAVEL, INC            COM              74137R101     1614    99300 SH       DEFINED 01                   99300
PRICE COMMUNICATIONS CORP      COM              741437305    24987   996975 SH       DEFINED 01                  996975
PRICE ENTERPRISES, INC         COM              741444202       19     2369 SH       DEFINED 01                    2369
PRICE (T. ROWE) ASSOCIATES, IN COM              741477103    19785   721100 SH       DEFINED 01                  721100
PRICELINE.COM, INC             COM              741503106    16056   248932 SH       DEFINED 01                  248932
PRICESMART, INC                COM              741511109        3       75 SH       DEFINED 01                      75
PRIMEDIA, INC                  COM              74157K101    13954   996722 SH       DEFINED 01                  996722
PRIME RETAIL, INC              COM              741570105      349    47293 SH       DEFINED 01                   47293
PRIME RETAIL, INC              PFD              741570303      154    11020 SH       DEFINED 01                   11020
PRIME GROUP REALTY TRUST       COM              74158J103      708    47200 SH       DEFINED 01                   47200
PRIMEX TECHNOLOGIES, INC       COM              741597108     2365   119760 SH       DEFINED 01                  119760
PRIMARK CORP                   COM              741903108      403    14185 SH       DEFINED 01                   14185
PRIME HOSPITALITY CORP         COM              741917108     2765   345671 SH       DEFINED 01                  345671
PRIMUS TELECOMMUNICATIONS GROU COM              741929103     3843   183000 SH       DEFINED 01                  183000
PRIDE INTERNATIONAL, INC       COM              741932107      528    37200 SH       DEFINED 01                   37200
PRISON REALTY TRUST, INC       COM              74264N105     5131   477287 SH       DEFINED 01                  477287
PRISM FINL CORP                COM              74264Q108       21     2100 SH       DEFINED 01                    2100
PRIORITY HEALTHCARE CORP (CLAS COM              74264T102     1536    49750 SH       DEFINED 01                   49750
PROBUSINESS SERVICES, INC      COM              742674104      167     6200 SH       DEFINED 01                    6200
PROCTER & GAMBLE CO            COM              742718109  1332503 14213360 SH       DEFINED 01                14213360
PRODIGY COMMUNICATIONS CORP    COM              74283P107     1546    87100 SH       DEFINED 01                   87100
PROFESSIONALS GROUP, INC       COM              742954100       13      500 SH       DEFINED 01                     500
PROFESSIONAL DETAILING, INC    COM              74312N107      303    11700 SH       DEFINED 01                   11700
PROFIT RECOVERY GROUP INTERNAT COM              743168106     6663   149300 SH       DEFINED 01                  149300
PROGRESS SOFTWARE CORP         COM              743312100    10246   326550 SH       DEFINED 01                  326550
PROGRESSIVE CORP               COM              743315103    15330   187666 SH       DEFINED 01                  187666
PROJECT SOFTWARE & DEVELOPMENT COM              74339P101     2670    49900 SH       DEFINED 01                   49900
PROLOGIS TRUST                 COM              743410102     8242   436653 SH       DEFINED 01                  436653
PROMUS HOTEL CORP              COM              74342P106    19764   606957 SH       DEFINED 01                  606957
PROTECTION ONE, INC            COM              743663304       75    18800 SH       DEFINED 01                   18800
PROTECTIVE LIFE CORP           COM              743674103     6932   239020 SH       DEFINED 01                  239020
PROTEIN DESIGN LABORATORIES, I COM              74369L103     4378   121200 SH       DEFINED 01                  121200
PROVANT, INC                   COM              743724106      650    40300 SH       DEFINED 01                   40300
PROVIDENCE AND WORCESTER RAILR COM              743737108     1766   166200 SH       DEFINED 01                  166200
PROVIDENT AMERICAN CORP        COM              743832107      240    15900 SH       DEFINED 01                   15900
PROVIDENT BANKSHARES CORP      COM              743859100    11153   524058 SH       DEFINED 01                  524058
PROVIDENT FINANCIAL GROUP      COM              743866105     6483   177300 SH       DEFINED 01                  177300
PROVINCE HEALTHCARE CO         COM              743977100     1274   110800 SH       DEFINED 01                  110800
PROVIDIAN FINANCIAL CORP       COM              74406A102   104911  1324844 SH       DEFINED 01                 1324844
PROXICOM, INC                  COM              744282104     5698    97400 SH       DEFINED 01                   97400
PROXIM, INC                    COM              744284100     2047    44500 SH       DEFINED 01                   44500
PROXYMED, INC                  COM              744290107      323    25700 SH       DEFINED 01                   25700
PSINET, INC                    COM              74437C101    29113   809400 SH       DEFINED 01                  809400
PUBLIC SERVICE CO OF NEW MEXIC COM              744499104    10370   568224 SH       DEFINED 01                  568224
PUBLIC SERVICE CO OF NORTH CAR COM              744516105     3701   119402 SH       DEFINED 01                  119402
PUBLIC SERVICE ENTERPRISE GROU COM              744573106    75219  1947408 SH       DEFINED 01                 1947408
PUBLIC STORAGE, INC            COM              74460D109    21221   842532 SH       DEFINED 01                  842532
PUBLICARD, INC                 COM              744627100       17     2000 SH       DEFINED 01                    2000
PUERTO RICAN CEMENT CO, INC    COM              745075101       32      900 SH       DEFINED 01                     900
PUGET SOUND ENERGY, INC        COM              745332106    17687   788271 SH       DEFINED 01                  788271
PULITZER, INC                  COM              745769109      341     7500 SH       DEFINED 01                    7500
PULTE CORP                     COM              745867101     6618   304261 SH       DEFINED 01                  304261
QMS, INC                       COM              74726G102      187    55364 SH       DEFINED 01                   55364
QRS CORP                       COM              74726X105     6060    94500 SH       DEFINED 01                   94500
QAD, INC                       COM              74727D108       36     8400 SH       DEFINED 01                    8400
QLOGIC CORP                    COM              747277101    21000   300812 SH       DEFINED 01                  300812
QUADRAMED CORP                 COM              74730W101     1241   165500 SH       DEFINED 01                  165500
QUAKER OATS CO                 COM              747402105    67204  1086118 SH       DEFINED 01                 1086118
QUALCOMM, INC                  COM              747525103   229427  1212697 SH       DEFINED 01                 1212697
QUANTA SERVICES, INC           COM              74762E102     7624   260100 SH       DEFINED 01                  260100
QUANEX CORP                    COM              747620102     5364   209329 SH       DEFINED 01                  209329
QUANTUM CORP -DLT & STORAGE    COM              747906204    14132  1004935 SH       DEFINED 01                 1004935
QUANTUM CORP -HARD DISK DRIVE  COM              747906303     5707   767367 SH       DEFINED 01                  767367
QUEBECOR PRINTING, INC         COM              747922102     2249    98200 SH       DEFINED 01                   98200
QUEENS COUNTY BANCORP, INC     COM              748242104     1134    41050 SH       DEFINED 01                   41050
QUEST DIAGNOSTICS, INC         COM              74834L100     6065   233270 SH       DEFINED 01                  233270
QUESTAR CORP                   COM              748356102    20376  1124180 SH       DEFINED 01                 1124180
QUIKSILVER, INC                COM              74838C106     3889   213119 SH       DEFINED 01                  213119
QUINTILES TRANSNATIONAL CORP   COM              748767100    26868  1411788 SH       DEFINED 01                 1411788
QUORUM HEALTH GROUP, INC       COM              749084109     3869   550240 SH       DEFINED 01                  550240
R & B FALCON CORP              COM              74912E101    17541  1336464 SH       DEFINED 01                 1336464
QWEST COMMUNICATIONS INTERNATI COM              749121109    45289  1531962 SH       DEFINED 01                 1531962
RCN CORP                       COM              749361101    53192  1297375 SH       DEFINED 01                 1297375
RFS HOTEL INVESTORS, INC       COM              74955J108     2409   209500 SH       DEFINED 01                  209500
R.H. DONNELLEY CORP            COM              74955W307     1569    84236 SH       DEFINED 01                   84236
RGS ENERGY GROUP, INC          COM              74956K104    14014   571997 SH       DEFINED 01                  571997
RLI CORP                       COM              749607107      257     7800 SH       DEFINED 01                    7800
RPC, INC                       COM              749660106     4159   599544 SH       DEFINED 01                  599544
RPM, INC                       COM              749685103     1083    88856 SH       DEFINED 01                   88856
RSA SECURITY, INC              COM              749719100     3407   128250 SH       DEFINED 01                  128250
RTI INTERNATIONAL METALS       COM              74973W107      995    99500 SH       DEFINED 01                   99500
RWD TECHNOLOGIES, INC          COM              74975B101      547    69435 SH       DEFINED 01                   69435
RF MICRO DEVICES, INC          COM              749941100    21602   472164 SH       DEFINED 01                  472164
RACING CHAMPIONS CORP          COM              750069106        6     1100 SH       DEFINED 01                    1100
RADIAN GROUP, INC              COM              750236101    29084   677345 SH       DEFINED 01                  677345
RADIANT SYSTEMS, INC           COM              75025N102      309    19100 SH       DEFINED 01                   19100
RADIO ONE INC                  COM              75040P108      145     3500 SH       DEFINED 01                    3500
RADISYS CORP                   COM              750459109     1413    36000 SH       DEFINED 01                   36000
RAINFOREST CAFE, INC           COM              75086K104       39     7300 SH       DEFINED 01                    7300
RAMBUS, INC                    COM              750917106     1197    18066 SH       DEFINED 01                   18066
RALCORP HOLDINGS, INC          COM              751028101     5346   302243 SH       DEFINED 01                  302243
RALSTON PURINA CO              COM              751277302   151019  5429885 SH       DEFINED 01                 5429885
RAMTRON INTERNATIONAL CORP     COM              751907304        0      220 SH       DEFINED 01                     220
RANGER OIL LTD                 COM              752805101     1178   272500 SH       DEFINED 01                  272500
RANGE RESOURCES CORP           COM              75281A109       65    13200 SH       DEFINED 01                   13200
RARE MEDIUM GROUP, INC         COM              75382N109     1499   141960 SH       DEFINED 01                  141960
RARE MEDIUM GROUP, INC         COM              753820109     1553    71800 SH       DEFINED 01                   71800
RATIONAL SOFTWARE CORP         COM              75409P202    15793   539364 SH       DEFINED 01                  539364
RAYMOND JAMES FINANCIAL CORP   COM              754730109    19374   971756 SH       DEFINED 01                  971756
RAYONIER, INC                  COM              754907103     7667   182539 SH       DEFINED 01                  182539
RAYOVAC CORP                   COM              755081106     4327   200100 SH       DEFINED 01                  200100
RAYTHEON CO (CLASS A)          COM              755111309    56187  1158486 SH       DEFINED 01                 1158486
RAYTHEON CO (CLASS B)          COM              755111408    51617  1040151 SH       DEFINED 01                 1040151
RAZORFISH, INC                 COM              755236106      579    13300 SH       DEFINED 01                   13300
READ RITE CORP                 COM              755246105     5130  1164230 SH       DEFINED 01                 1164230
READERS DIGEST ASSOCIATION     COM              755267101    10684   365266 SH       DEFINED 01                  365266
REALNETWORKS, INC              COM              75605L104    24064   230137 SH       DEFINED 01                  230137
REALTY INCOME CORP             COM              756109104     3927   169800 SH       DEFINED 01                  169800
RECKSON SERVICES INDUSTRIES, I COM              75621J109      823    52042 SH       DEFINED 01                   52042
RECKSON ASSOCIATES REALTY CORP COM              75621K106     4653   223578 SH       DEFINED 01                  223578
RECKSON ASSOCIATES REALTY CORP COM              75621K304     3420   156324 SH       DEFINED 01                  156324
RECOTON CORP                   COM              756268108       43     6331 SH       DEFINED 01                    6331
REDBACK NETWORKS, INC          COM              757209101      918     8500 SH       DEFINED 01                    8500
REDWOOD TRUST, INC             COM              758075402      198    15332 SH       DEFINED 01                   15332
REEBOK INTERNATIONAL LTD       COM              758110100      849    79448 SH       DEFINED 01                   79448
REGAL-BELOIT CORP              COM              758750103     5329   256800 SH       DEFINED 01                  256800
REGENERON PHARMACEUTICALS, INC COM              75886F107     1457   179300 SH       DEFINED 01                  179300
REGIS CORP                     COM              758932107     2681   139250 SH       DEFINED 01                  139250
REGENCY REALTY CORP            COM              758939102     1628    77500 SH       DEFINED 01                   77500
REGIONS FINANCIAL CORP         COM              758940100    45535  1517820 SH       DEFINED 01                 1517820
REINSURANCE GROUP OF AMERICA,  COM              759351109     7890   307143 SH       DEFINED 01                  307143
RELIANCE BANCORP, INC          COM              759451107       79     2100 SH       DEFINED 01                    2100
RELIANCE GROUP HOLDINGS, INC   COM              759464100     1949   439178 SH       DEFINED 01                  439178
RELIANCE STEEL & ALUMINUM CO   COM              759509102     2655   126450 SH       DEFINED 01                  126450
RELIANT ENERGY, INC            COM              75952J108    53369  1972064 SH       DEFINED 01                 1972064
RELIASTAR FINANCIAL CORP       COM              75952U103    16249   488705 SH       DEFINED 01                  488705
REMEC, INC                     COM              759543101     1147    83400 SH       DEFINED 01                   83400
REMEDY CORP                    COM              759548100     4772   168180 SH       DEFINED 01                  168180
REMEDYTEMP, INC (CLASS A)      COM              759549108        9      600 SH       DEFINED 01                     600
RENAISSANCE WORLDWIDE, INC     COM              75968A109      467   120584 SH       DEFINED 01                  120584
REPLIGEN CORP                  COM              759916109      439   149300 SH       DEFINED 01                  149300
REPUBLIC BANCSHARES, INC       COM              759929102       58     4000 SH       DEFINED 01                    4000
RENAL CARE GROUP, INC          COM              759930100     6869   313550 SH       DEFINED 01                  313550
RENT-A-CENTER, INC             COM              76009N100     4392   235800 SH       DEFINED 01                  235800
RENT WAY, INC                  COM              76009U104     4185   220250 SH       DEFINED 01                  220250
REPUBLIC BANCORP INC/KY        COM              760281204        4      400 SH       DEFINED 01                     400
REPUBLIC BANCORP, INC          COM              760282103     8466   732175 SH       DEFINED 01                  732175
REPUBLIC GROUP, INC            COM              760473108      823    59014 SH       DEFINED 01                   59014
REPUBLIC NEW YORK CORP         COM              760719104    66034  1074814 SH       DEFINED 01                 1074814
REPUBLIC SECURITY FINANCIAL CO COM              760758102      324    37274 SH       DEFINED 01                   37274
REPUBLIC SERVICES, INC (CLASS  COM              760759100    34220  3146703 SH       DEFINED 01                 3146703
RES-CARE, INC                  COM              760943100     1135    66750 SH       DEFINED 01                   66750
RESTORATION HARDWARE, INC      COM              760981100      314    41900 SH       DEFINED 01                   41900
RESMED, INC                    COM              761152107     9423   285000 SH       DEFINED 01                  285000
RESOURCE AMERICA, INC (CLASS A COM              761195205     1287   173100 SH       DEFINED 01                  173100
RESOURCE BANCSHARES MTGE GROUP COM              761197102       30     6025 SH       DEFINED 01                    6025
RESPIRONICS, INC               COM              761230101     1788   216678 SH       DEFINED 01                  216678
RESPONSE ONCOLOGY, INC         COM              761232305       78    83684 SH       DEFINED 01                   83684
REVLON, INC (CLASS A)          COM              761525500     2604   142706 SH       DEFINED 01                  142706
REXALL SUNDOWN, INC            COM              761648104     2945   239190 SH       DEFINED 01                  239190
REYNOLDS & REYNOLDS CO (CLASS  COM              761695105    16551   812300 SH       DEFINED 01                  812300
REYNOLDS METALS CO             COM              761763101    18269   302590 SH       DEFINED 01                  302590
RJR REYNOLDS TOBACCO HOLDINGS, COM              76182K105    21325   789826 SH       DEFINED 01                  789826
RHYTHMS NETCONNECTIONS, INC    COM              762430205    15987   463401 SH       DEFINED 01                  463401
RICHMOND COUNTY FINANCIAL CORP COM              764556106     2141   113800 SH       DEFINED 01                  113800
RIGGS NATIONAL CORP            COM              766570105     2450   145200 SH       DEFINED 01                  145200
RIO ALGOM LTD                  COM              766889109     1476   105000 SH       DEFINED 01                  105000
RISK CAPITAL HOLDINGS, INC     COM              767711104      959    61400 SH       DEFINED 01                   61400
RITE AID CORP                  COM              767754104    33049  2392688 SH       DEFINED 01                 2392688
RIVIANA FOODS, INC             COM              769536103      481    25000 SH       DEFINED 01                   25000
ROADWAY EXPRESS, INC           COM              769742107     6073   300850 SH       DEFINED 01                  300850
ROBBINS & MYERS, INC           COM              770196103      148     9553 SH       DEFINED 01                    9553
ROBERT HALF INTERNATIONAL, INC COM              770323103    13379   557442 SH       DEFINED 01                  557442
ROBERTS PHARMACEUTICAL CORP    COM              770491108    12826   424000 SH       DEFINED 01                  424000
ROBOTIC VISION SYSTEMS, INC    COM              771074101        0       50 SH       DEFINED 01                      50
ROCK FINANCIAL CORP/MI         COM              772150108       77     4200 SH       DEFINED 01                    4200
ROCK-TENN CO (CLASS A)         COM              772739207     1353    93700 SH       DEFINED 01                   93700
ROCKWELL INTERNATIONAL CORP    COM              773903109   139225  2651906 SH       DEFINED 01                 2651906
ROGERS COMMUNICATIONS, INC (CL COM              775109200     3749   221700 SH       DEFINED 01                  221700
ROGERS CORP                    COM              775133101     2613    71100 SH       DEFINED 01                   71100
ROHM & HAAS CO                 COM              775371107    18396   509222 SH       DEFINED 01                  509222
ROHN INDUSTRIES, INC           COM              775381106       81    40700 SH       DEFINED 01                   40700
ROLLINS, INC                   COM              775711104     5112   331156 SH       DEFINED 01                  331156
ROLLINS TRUCK LEASING CORP     COM              775741101     7259   716947 SH       DEFINED 01                  716947
ROMAC INTERNATIONAL, INC       COM              775835101     3421   413085 SH       DEFINED 01                  413085
ROPER INDUSTRIES, INC          COM              776696106    13364   349385 SH       DEFINED 01                  349385
ROSLYN BANCORP, INC            COM              778162107     9223   515965 SH       DEFINED 01                  515965
ROSS STORES, INC               COM              778296103    32336  1606760 SH       DEFINED 01                 1606760
ROUGE INDUSTRIES, INC (CLASS A COM              779088103      473    64083 SH       DEFINED 01                   64083
ROUSE CO                       COM              779273101    10847   471600 SH       DEFINED 01                  471600
ROWAN COS, INC                 COM              779382100     9667   594902 SH       DEFINED 01                  594902
ROYAL APPLIANCE MANUFACTURING  COM              780076105        7     1400 SH       DEFINED 01                    1400
ROYAL BANK OF CANADA           COM              780087102    33042   797305 SH       DEFINED 01                  797305
ROYAL DUTCH PETROLEUM CO (NY R ADR              780257804       53      900 SH       DEFINED 01                     900
RUBY TUESDAY, INC              COM              781182100     7196   369034 SH       DEFINED 01                  369034
RUDDICK CORP                   COM              781258108     1535    96700 SH       DEFINED 01                   96700
RURAL/METRO CORP               COM              781748108       37     5600 SH       DEFINED 01                    5600
RUSS BERRIE & CO, INC          COM              782233100     1525    72850 SH       DEFINED 01                   72850
RUSSELL CORP                   COM              782352108     2988   210600 SH       DEFINED 01                  210600
RYANAIR HOLDINGS PLC ADR       ADR              783513104    15015   327300 SH       DEFINED 01                  327300
RYAN'S FAMILY STEAK HOUSES, IN COM              783519101     2574   285950 SH       DEFINED 01                  285950
RYDER SYSTEM, INC              COM              783549108    10916   535752 SH       DEFINED 01                  535752
RYERSON TULL, INC              COM              78375P107     3543   153227 SH       DEFINED 01                  153227
RYLAND GROUP, INC              COM              783764103     3617   159000 SH       DEFINED 01                  159000
S & T BANCORP, INC             COM              783859101     2230    98000 SH       DEFINED 01                   98000
SBC COMMUNICATIONS, INC        COM              78387G103  1395842 27335942 SH       DEFINED 01                27335942
SCI SYSTEMS, INC               COM              783890106    29172   656477 SH       DEFINED 01                  656477
SCM MICROSYSTEMS, INC          COM              784018103     4008    88200 SH       DEFINED 01                   88200
SCPIE HOLDINGS, INC            COM              78402P104     1156    36692 SH       DEFINED 01                   36692
SCP POOL CORP                  COM              784028102     1436    61100 SH       DEFINED 01                   61100
SDL, INC                       COM              784076101    10152   133034 SH       DEFINED 01                  133034
SEI INVESTMENT CO              COM              784117103    19473   218112 SH       DEFINED 01                  218112
SEMCO ENERGY, INC              COM              78412D109       84     6005 SH       DEFINED 01                    6005
SFX ENTERTAINMENT, INC (CLASS  COM              784178105    93712  3072523 SH       DEFINED 01                 3072523
SL GREEN REALTY CORP           COM              78440X101      525    25600 SH       DEFINED 01                   25600
SLM HOLDINGS CORP              COM              78442A109    30853   717515 SH       DEFINED 01                  717515
SLI, INC                       COM              78442T108     2204   103400 SH       DEFINED 01                  103400
SPSS, INC                      COM              78462K102       97     5000 SH       DEFINED 01                    5000
SOS STAFFING SERVICES, INC     COM              78462X104       38     6600 SH       DEFINED 01                    6600
SPS TECHNOLOGIES, INC          COM              784626103     2532    66729 SH       DEFINED 01                   66729
SPX CORP                       COM              784635104    15124   166654 SH       DEFINED 01                  166654
S3, INC                        COM              784849101     4883   467790 SH       DEFINED 01                  467790
SVI HOLDINGS, INC              COM              784872103       39     4400 SH       DEFINED 01                    4400
SPR, INC                       COM              784922106       19     5350 SH       DEFINED 01                    5350
SABRATEK CORP                  COM              78571U108      192    68400 SH       DEFINED 01                   68400
SABRE HOLDINGS CORP            COM              785905100    19315   449184 SH       DEFINED 01                  449184
SAFECO CORP                    COM              786429100    11740   419300 SH       DEFINED 01                  419300
SAFEGUARD SCIENTIFICS, INC     COM              786449108     6100    89700 SH       DEFINED 01                   89700
SAFESCIENCE, INC               COM              786452102      232    14600 SH       DEFINED 01                   14600
SAFESKIN CORP                  COM              786454108    11603  1411768 SH       DEFINED 01                 1411768
SAFETY-KLEEN CORP              COM              78648R203     4431   367308 SH       DEFINED 01                  367308
SAFEWAY, INC                   COM              786514208   323728  8505165 SH       DEFINED 01                 8505165
SAGA COMMUNICATIONS, INC (CLAS COM              786598102       90     3900 SH       DEFINED 01                    3900
SAGA SYSTEMS, INC              COM              786610105     8511   589500 SH       DEFINED 01                  589500
SAGENT TECHNOLOGY, INC         COM              786693101      823    87200 SH       DEFINED 01                   87200
ST. FRANCIS CAPITAL CORP       COM              789374105     5782   281200 SH       DEFINED 01                  281200
ST. JOE CO                     COM              790148100     4632   214800 SH       DEFINED 01                  214800
ST. JUDE MEDICAL, INC          COM              790849103    35177  1116719 SH       DEFINED 01                 1116719
ST. MARY LAND & EXPLORATION CO COM              792228108     2892   110700 SH       DEFINED 01                  110700
ST. PAUL BANCORP, INC          COM              792848103     6660   291162 SH       DEFINED 01                  291162
ST. PAUL COS, INC              COM              792860108    48356  1758403 SH       DEFINED 01                 1758403
SAKS, INC                      COM              79377W108    12538   825540 SH       DEFINED 01                  825540
SALESLOGIX CORP                COM              79466P105      230    11500 SH       DEFINED 01                   11500
SALIENT 3 COMMUNICATIONS (CLAS COM              794721100      884   164400 SH       DEFINED 01                  164400
SALTON, INC                    COM              795757103     3678   121850 SH       DEFINED 01                  121850
SAMSONITE CORP                 COM              79604V105     1003   146527 SH       DEFINED 01                  146527
SANCHEZ COMPUTER ASSOCIATES, I COM              799702105     1777    50600 SH       DEFINED 01                   50600
SANDISK CORP                   COM              80004C101     7288   111800 SH       DEFINED 01                  111800
SANDY SPRING BANCORP, INC      COM              800363103      490    15800 SH       DEFINED 01                   15800
SANMINA CORP                   COM              800907107    24550   317283 SH       DEFINED 01                  317283
SANGSTAT MEDICAL CORP          COM              801003104      263    12300 SH       DEFINED 01                   12300
SANTA CRUZ OPERATION, INC      COM              801833104     1848   154800 SH       DEFINED 01                  154800
SANTA FE SNYDER CORP           COM              80218K105    12653  1405910 SH       DEFINED 01                 1405910
SAPIENT CORP                   COM              803062108     5994    63600 SH       DEFINED 01                   63600
SARA LEE CORP                  COM              803111103   159119  6789060 SH       DEFINED 01                 6789060
SAUER, INC                     COM              804137107     1222   100300 SH       DEFINED 01                  100300
SAUL CENTERS, INC              COM              804395101       71     4500 SH       DEFINED 01                    4500
SAWTEK, INC                    COM              805468105    21546   615600 SH       DEFINED 01                  615600
SCANA CORP                     COM              805898103    18308   756900 SH       DEFINED 01                  756900
SCHAWK, INC (CLASS A)          COM              806373106       83     8500 SH       DEFINED 01                    8500
SCHEIN (HENRY), INC            COM              806407102     3366   236200 SH       DEFINED 01                  236200
SCHEIN PHARMACEUTICAL, INC     COM              806416103      369    39400 SH       DEFINED 01                   39400
SCHERING-PLOUGH CORP           COM              806605101   707003 16206380 SH       DEFINED 01                16206380
SCHLUMBERGER LTD               COM              806857108    47013   754467 SH       DEFINED 01                  754467
SCHOLASTIC CORP                COM              807066105    35913   718250 SH       DEFINED 01                  718250
SCHOOL SPECIALTY, INC          COM              807863105     2432   144146 SH       DEFINED 01                  144146
SCHULMAN (A.), INC             COM              808194104    11276   651314 SH       DEFINED 01                  651314
SCHWAB (CHARLES) CORP          COM              808513105   187150  5555467 SH       DEFINED 01                 5555467
SCHWEITZER-MAUDUIT INTERNATION COM              808541106     2836   219216 SH       DEFINED 01                  219216
SCIENT CORP                    COM              80864H109     1478    23100 SH       DEFINED 01                   23100
SCIENTIFIC-ATLANTA, INC        COM              808655104    35725   720800 SH       DEFINED 01                  720800
SCIENTIFIC GAMES HOLDINGS CORP COM              808747109      505    25559 SH       DEFINED 01                   25559
SCIOS, INC                     COM              808905103     2049   555650 SH       DEFINED 01                  555650
SCOTT TECHNOLOGIES, INC        COM              810022301     2042   103400 SH       DEFINED 01                  103400
SCOTTS CO (CLASS A)            COM              810186106     7604   219600 SH       DEFINED 01                  219600
SCRIPPS (E.W.) CO (CLASS A)    COM              811054204    17619   358665 SH       DEFINED 01                  358665
SEABOARD CORP                  COM              811543107        2       10 SH       DEFINED 01                      10
SEACOAST FINANCIAL SERVICES CO COM              81170Q106      131    13100 SH       DEFINED 01                   13100
SEAGATE TECHNOLOGY, INC        COM              811804103    31364  1017893 SH       DEFINED 01                 1017893
SEAGRAMS CO LTD                COM              811850106    26365   580000 SH       DEFINED 01                  580000
SEACOR SMIT, INC               COM              811904101      933    18200 SH       DEFINED 01                   18200
SEALED AIR CORP                COM              81211K100    28615   557656 SH       DEFINED 01                  557656
SEALED AIR CORP PFD (CLASS A)  PFD              81211K209     7360   145017 SH       DEFINED 01                  145017
SEARS ROEBUCK & CO             COM              812387108    76478  2437543 SH       DEFINED 01                 2437543
SECURITY CAPITAL GROUP, INC (C COM              81413P204      567    38600 SH       DEFINED 01                   38600
SECURITY FIRST TECHNOLOGIES CO COM              814279105     7285   187386 SH       DEFINED 01                  187386
SEITEL, INC                    COM              816074306     1489   152700 SH       DEFINED 01                  152700
SELECT COMFORT CORP            COM              81616X103      715   103100 SH       DEFINED 01                  103100
SELECTIVE INSURANCE GROUP, INC COM              816300107    14655   776400 SH       DEFINED 01                  776400
SEMTECH CORP                   COM              816850101    10687   291800 SH       DEFINED 01                  291800
SEMPRA ENERGY                  COM              816851109    37012  1778334 SH       DEFINED 01                 1778334
SENSORMATIC ELECTRONICS CORP   COM              817265101     6467   509750 SH       DEFINED 01                  509750
SEPRACOR, INC                  COM              817315104     7731   102400 SH       DEFINED 01                  102400
SEQUA CORP (CLASS A)           COM              817320104      985    15642 SH       DEFINED 01                   15642
SERENA SOFTWARE, INC           COM              817492101     1272    74300 SH       DEFINED 01                   74300
SEROLOGICALS CORP              COM              817523103      533   125300 SH       DEFINED 01                  125300
SERVICE CORP INTERNATIONAL     COM              817565104     8918   844308 SH       DEFINED 01                  844308
SERVICE EXPERTS, INC           COM              817567100      151    14517 SH       DEFINED 01                   14517
SERVICE MERCHANDISE, INC       COM              817587108        9    32100 SH       DEFINED 01                   32100
SERVICEMASTER CO               COM              81760N109    13052   812584 SH       DEFINED 01                  812584
7-ELEVEN, INC                  COM              817826100     2158  1096000 SH       DEFINED 01                 1096000
SHARED MEDICAL SYSTEMS CORP    COM              819486101     9897   211707 SH       DEFINED 01                  211707
SHAW GROUP, INC                COM              820280105        5      218 SH       DEFINED 01                     218
SHAW INDUSTRIES, INC           COM              820286102    15354   967200 SH       DEFINED 01                  967200
SHERWIN-WILLIAMS CO            COM              824348106    23168  1106531 SH       DEFINED 01                 1106531
SHOE CARNIVAL, INC             COM              824889109      215    19400 SH       DEFINED 01                   19400
SHOPKO STORES, INC             COM              824911101     6595   227400 SH       DEFINED 01                  227400
SHONEY'S, INC                  COM              825039100       46    23500 SH       DEFINED 01                   23500
SHOP AT HOME, INC              COM              825066301      162    18000 SH       DEFINED 01                   18000
SHORELINE FINANCIAL CORP       COM              825190101      129     6250 SH       DEFINED 01                    6250
SHOREWOOD PACKAGING CORP       COM              825229107     4390   323664 SH       DEFINED 01                  323664
SHURGARD STORAGE CENTERS, INC  COM              82567D104     3304   133500 SH       DEFINED 01                  133500
SICOR, INC                     COM              825846108     2102   529659 SH       DEFINED 01                  529659
SIEBEL SYSTEMS, INC            COM              826170102    24623   369571 SH       DEFINED 01                  369571
SIEBERT FINANCIAL CORP         COM              826176109       18     1000 SH       DEFINED 01                    1000
SIERRA HEALTH SERVICES, INC    COM              826322109     1711   168950 SH       DEFINED 01                  168950
SIERRA PACIFIC RESOURCES (NEW) COM              826428104     3088   138772 SH       DEFINED 01                  138772
SIGMA ALDRICH CORP             COM              826552101    25794   812394 SH       DEFINED 01                  812394
SIG CORP, INC                  COM              826912107     4023   157782 SH       DEFINED 01                  157782
SILGAN HOLDINGS, INC           COM              827048109      854    42700 SH       DEFINED 01                   42700
SILICON GRAPHICS, INC          COM              827056102    17060  1559772 SH       DEFINED 01                 1559772
SILICON VALLEY BANCSHARES      COM              827064106     5833   241800 SH       DEFINED 01                  241800
SILICON VALLEY GROUP, INC      COM              827066101     1878   159000 SH       DEFINED 01                  159000
SILICONIX, INC                 COM              827079203      639    13600 SH       DEFINED 01                   13600
SILKNET SOFTWARE INC           COM              827094103     1295    28080 SH       DEFINED 01                   28080
SIMMONS FIRST NATIONAL CORP (C COM              828730200      211     7100 SH       DEFINED 01                    7100
SIMON PROPERTY GROUP, INC      COM              828806109    19083   850480 SH       DEFINED 01                  850480
SIMPSON INDUSTRIES, INC        COM              829060102     3045   275275 SH       DEFINED 01                  275275
SIMPSON MANUFACTURING CO, INC  COM              829073105     1963    41885 SH       DEFINED 01                   41885
SINCLAIR BROADCASTING GROUP, I COM              829226109      385    42500 SH       DEFINED 01                   42500
SITEL CORP                     COM              82980K107     2305   542453 SH       DEFINED 01                  542453
SIPEX CORP                     COM              829909100      840    58700 SH       DEFINED 01                   58700
SKY FINANCIAL GROUP, INC       COM              83080P103     6164   262307 SH       DEFINED 01                  262307
SKYLINE CORP                   COM              830830105     2664   103718 SH       DEFINED 01                  103718
SKYTEL COMMUNICATIONS, INC     COM              83087Q104    11614   634200 SH       DEFINED 01                  634200
SKYWEST, INC                   COM              830879102     2209   100700 SH       DEFINED 01                  100700
SMART & FINAL, INC             COM              831683107      505    50500 SH       DEFINED 01                   50500
SMART MODULAR TECHNOLOGIES, IN COM              831690102     7647   224500 SH       DEFINED 01                  224500
SMITH (A.O.) CORP              COM              831865209     7708   254800 SH       DEFINED 01                  254800
SMITH INTERNATIONAL, INC       COM              832110100    20903   516114 SH       DEFINED 01                  516114
CHARLES E. SMITH RESIDENTIAL R COM              832197107     1501    43900 SH       DEFINED 01                   43900
SMITHFIELD FOODS, INC          COM              832248108     8654   323500 SH       DEFINED 01                  323500
SMUCKER, (J.M.) CO (CLASS A)   COM              832696108     1116    52808 SH       DEFINED 01                   52808
SMUCKER, (J.M.) CO (CLASS B)   COM              832696207     3578   194700 SH       DEFINED 01                  194700
SMURFIT-STONE CONTAINER CORP   COM              832727101   121563  5621430 SH       DEFINED 01                 5621430
SNYDER COMMUNICATIONS, INC     COM              832914105     5139   338400 SH       DEFINED 01                  338400
SNAP-ON, INC                   COM              833034101    19079   587050 SH       DEFINED 01                  587050
SOCIEDAD QUIMICA Y MINERA DE C ADR              833635105     2133    72000 SH       DEFINED 01                   72000
SOCIEDAD QUIMICA Y MINERA SERI COM              833636103      121     4163 SH       DEFINED 01                    4163
SODEXHO MARRIOTT SERVICES, INC COM              833793102     2146   126220 SH       DEFINED 01                  126220
SOFTNET SYSTEMS, INC           COM              833964109     1550    63600 SH       DEFINED 01                   63600
SOLA INTERNATIONAL, INC        COM              834092108      388    25049 SH       DEFINED 01                   25049
SOLECTRON CORP                 COM              834182107    96857  1348749 SH       DEFINED 01                 1348749
SOLUTIA, INC                   COM              834376105    19139  1070691 SH       DEFINED 01                 1070691
SONAT, INC                     COM              835415100    20115   506826 SH       DEFINED 01                  506826
SONIC CORP                     COM              835451105    10264   337225 SH       DEFINED 01                  337225
SONOCO PRODUCTS CO             COM              835495102    18932   829894 SH       DEFINED 01                  829894
SONOSITE, INC                  COM              83568G104      420    16072 SH       DEFINED 01                   16072
SOTHEBYS HOLDINGS, INC (CLASS  COM              835898107      909    35200 SH       DEFINED 01                   35200
SOURCE INFORMATION MGMT CO     COM              836151209      156    11000 SH       DEFINED 01                   11000
SOURCE MEDIA, INC              COM              836153304      281    31200 SH       DEFINED 01                   31200
SOUTH JERSEY INDUSTRIES, INC   COM              838518108     1387    52600 SH       DEFINED 01                   52600
SOUTHDOWN, INC                 COM              841297104    13650   255133 SH       DEFINED 01                  255133
SOUTHERN CO                    COM              842587107   119128  4626311 SH       DEFINED 01                 4626311
SOUTHERN PERU COPPER CORP      COM              843611104     2395   141900 SH       DEFINED 01                  141900
SOUTHERN UNION CO              COM              844030106     1014    53390 SH       DEFINED 01                   53390
SOUTHTRUST CORP                COM              844730101    60805  1694915 SH       DEFINED 01                 1694915
SOUTHWEST AIRLINES CO          COM              844741108    51266  3375508 SH       DEFINED 01                 3375508
SOUTHWEST BANCORP OF TEXAS, IN COM              84476R109      914    52400 SH       DEFINED 01                   52400
SOUTHWEST GAS CORP             COM              844895102      232     8600 SH       DEFINED 01                    8600
SOUTHWEST SECURITIES GROUP, IN COM              845224104     3562   131939 SH       DEFINED 01                  131939
SOUTHWESTERN ENERGY CO         COM              845467109     1744   192400 SH       DEFINED 01                  192400
SOVEREIGN BANCORP, INC         COM              845905108     9560  1051236 SH       DEFINED 01                 1051236
SOVRAN SELF STORAGE, INC       COM              84610H108     1759    77300 SH       DEFINED 01                   77300
SPACELABS MEDICAL, INC         COM              846247104        1       60 SH       DEFINED 01                      60
SPARTAN MOTORS, INC            COM              846819100      715   141150 SH       DEFINED 01                  141150
SPARTECH CORP                  COM              847220209     3166   108000 SH       DEFINED 01                  108000
SPECIAL METALS CORP            COM              84741Y103        2      400 SH       DEFINED 01                     400
SPECIALTY EQUIPMENT COS, INC   COM              847497203     3118   123500 SH       DEFINED 01                  123500
SPECTRA-PHYSICS LASERS, INC    COM              847568102       16     1500 SH       DEFINED 01                    1500
SPECTRASITE HOLDINGS, INC      COM              84760T100        6      482 SH       DEFINED 01                     482
SPEEDFAM-IPEC, INC             COM              847705100     1597   133050 SH       DEFINED 01                  133050
SPEEDWAY MOTORSPORTS, INC      COM              847788106      533    12300 SH       DEFINED 01                   12300
SPIEGEL, INC (CLASS A)         COM              848457107      290    28600 SH       DEFINED 01                   28600
SPIEKER PROPERTIES, INC        COM              848497103    14721   424400 SH       DEFINED 01                  424400
SPLASH TECHNOLOGY HOLDINGS, IN COM              848623104      832   135900 SH       DEFINED 01                  135900
SPORTSLINE U.S.A., INC         COM              848934105     2950    99800 SH       DEFINED 01                   99800
THE SPORTS AUTHORITY, INC      COM              849176102       29     9250 SH       DEFINED 01                    9250
SPRING INDUSTRIES, INC         COM              851783100     2561    75473 SH       DEFINED 01                   75473
SPRINT CORP (FON GROUP)        COM              852061100   235113  4333874 SH       DEFINED 01                 4333874
SPRINT CORP (PCS GROUP)        COM              852061506   139419  1869833 SH       DEFINED 01                 1869833
SPYGLASS, INC                  COM              852192103      489    39100 SH       DEFINED 01                   39100
SS&C TECHNOLOGIES, INC         COM              85227Q100      463    84200 SH       DEFINED 01                   84200
STAFF LEASING, INC             COM              852381102     2645   264500 SH       DEFINED 01                  264500
STAFFMARK, INC                 COM              852389105     2460   309900 SH       DEFINED 01                  309900
STAGE STORES, INC              COM              85254C107       79    12700 SH       DEFINED 01                   12700
STANCORP FINL GROUP INC        COM              852891100      403    18000 SH       DEFINED 01                   18000
STANDARD COMMERCIAL CORP       COM              853258101      435   108836 SH       DEFINED 01                  108836
STANDARD MOTOR PRODUCTS, INC ( COM              853666105     1031    53063 SH       DEFINED 01                   53063
STANDARD-PACIFIC CORP          COM              85375C101     3800   370764 SH       DEFINED 01                  370764
STANDARD PRODUCTS CO           COM              853836104     3277    92643 SH       DEFINED 01                   92643
STANDARD REGISTER, INC         COM              853887107     2296    97721 SH       DEFINED 01                   97721
STANDEX INTERNATIONAL CORP     COM              854231107     3801   140782 SH       DEFINED 01                  140782
STANFORD TELECOMMUNICATIONS, I COM              854402104      337    10600 SH       DEFINED 01                   10600
STANLEY WORKS CO               COM              854616109     6670   264800 SH       DEFINED 01                  264800
STAR TELECOMMUNICATIONS, INC   COM              854923109     1550   286715 SH       DEFINED 01                  286715
STAPLES, INC                   COM              855030102    58684  2690370 SH       DEFINED 01                 2690370
STARBUCKS CORP                 COM              855244109    17732   715530 SH       DEFINED 01                  715530
STARMEDIA NETWORK INC          COM              855546107     2772    75500 SH       DEFINED 01                   75500
STARRETT (L.S.) CO (CLASS A)   COM              855668109      697    28035 SH       DEFINED 01                   28035
STARWOOD FINANCIAL TRUST       COM              85568W104     1822    65200 SH       DEFINED 01                   65200
STARTEK, INC                   COM              85569C107     1711    31100 SH       DEFINED 01                   31100
STATE AUTO FINANCIAL CORP      COM              855707105       32     3100 SH       DEFINED 01                    3100
STARWOOD HOTELS & RESORTS WORL COM              85590A203    31678  1419743 SH       DEFINED 01                 1419743
STATE STREET CORP              COM              857477103    69645  1077683 SH       DEFINED 01                 1077683
STATEN ISLAND BANCORP, INC     COM              857550107     3787   201285 SH       DEFINED 01                  201285
STATION CASINOS, INC           COM              857689103     4128   177537 SH       DEFINED 01                  177537
STEEL DYNAMICS, INC            COM              858119100     1407    89700 SH       DEFINED 01                   89700
STEELCASE, INC                 COM              858155203     2900   208106 SH       DEFINED 01                  208106
STEIN MART, INC                COM              858375108     1353   189900 SH       DEFINED 01                  189900
STEINWAY MUSICAL INSTRUMENTS,  COM              858495104     1652    78886 SH       DEFINED 01                   78886
STEPAN CO                      COM              858586100      495    21685 SH       DEFINED 01                   21685
STERLING BANCSHARES, INC       COM              858907108      435    38000 SH       DEFINED 01                   38000
STERICYCLE, INC                COM              858912108      319    21700 SH       DEFINED 01                   21700
STERIS CORP                    COM              859152100     6235   453464 SH       DEFINED 01                  453464
STERLING BANCORP               COM              859158107       57     3300 SH       DEFINED 01                    3300
STERLING COMMERCE, INC         COM              859205106     8892   479054 SH       DEFINED 01                  479054
STERLING FINANCIAL CORP        COM              859317109       69     1800 SH       DEFINED 01                    1800
STERLING SOFTWARE, INC         COM              859547101    19776   988781 SH       DEFINED 01                  988781
STEWART & STEVENSON SERVICES,  COM              860342104     4725   360000 SH       DEFINED 01                  360000
STEWART ENTERPRISES, INC (CLAS COM              860370105      825   136100 SH       DEFINED 01                  136100
STEWART INFORMATION SERVICES C COM              860372101     1974   107800 SH       DEFINED 01                  107800
STILLWATER MINING CO           COM              86074Q102     6013   223748 SH       DEFINED 01                  223748
STONE & WEBSTER, INC           COM              861572105     1443    51519 SH       DEFINED 01                   51519
STONE ENERGY CORP              COM              861642106     2305    45311 SH       DEFINED 01                   45311
STONERIDGE, INC                COM              86183P102     2012   115785 SH       DEFINED 01                  115785
STORAGE U.S.A., INC            COM              861907103     5841   212400 SH       DEFINED 01                  212400
STORAGE TECHNOLOGY CORP        COM              862111200    12490   648846 SH       DEFINED 01                  648846
STRATTEC SECURITY CORP         COM              863111100      812    23194 SH       DEFINED 01                   23194
STRAYER EDUCATION, INC         COM              863236105       91     4600 SH       DEFINED 01                    4600
STRIDE RITE CORP               COM              863314100     2033   290400 SH       DEFINED 01                  290400
STRUCTURAL DYNAMICS RESEARCH C COM              863555108     3452   229640 SH       DEFINED 01                  229640
STRYKER CORP                   COM              863667101     7524   147169 SH       DEFINED 01                  147169
STUDENT LOAN CORP              COM              863902102      606    14800 SH       DEFINED 01                   14800
STRUM, RUGER & CO, INC         COM              864159108     1256   139600 SH       DEFINED 01                  139600
SUBURBAN LODGES OF AMERICA, IN COM              864444104        3      500 SH       DEFINED 01                     500
SUIZA FOODS CORP               COM              865077101    10314   275050 SH       DEFINED 01                  275050
SUMMIT BANCORP                 COM              866005101    48080  1482247 SH       DEFINED 01                 1482247
SUMMIT PROPERTIES, INC         COM              866239106     1677    84100 SH       DEFINED 01                   84100
SUMMIT TECHNOLOGY, INC         COM              86627E101     3901   213050 SH       DEFINED 01                  213050
SUN COMMUNITIES, INC           COM              866674104     2407    72800 SH       DEFINED 01                   72800
SUN MICROSYSTEMS, INC          COM              866810104   539773  5804010 SH       DEFINED 01                 5804010
SUNBURST HOSPITALITY CORP      COM              866948102       49     7969 SH       DEFINED 01                    7969
SUNBEAM CORP                   COM              867071102     2483   436583 SH       DEFINED 01                  436583
SUNCOR ENERGY, INC             COM              867229106     9051   237500 SH       DEFINED 01                  237500
SUNGLASS HUT INTERNATIONAL, IN COM              86736F106     1902   180050 SH       DEFINED 01                  180050
SUNGARD DATA SYSTEMS, INC      COM              867363103    25427   966365 SH       DEFINED 01                  966365
SUNOCO, INC                    COM              86764P109    12993   474642 SH       DEFINED 01                  474642
SUNQUEST INFORMATION SYSTEMS,  COM              867654105      445    27600 SH       DEFINED 01                   27600
SUNRISE ASSISTED LIVING, INC   COM              86768K106     2605    98070 SH       DEFINED 01                   98070
SUNRISE TECHNOLOGY INTL INC    COM              86769L103      342    72500 SH       DEFINED 01                   72500
SUNSHINE MINING & REFINING CO  COM              867833501       87    43300 SH       DEFINED 01                   43300
SUNTERRA CORP                  COM              86787D109     2487   209393 SH       DEFINED 01                  209393
SUNRISE MEDICAL, INC           COM              867910101      266    44400 SH       DEFINED 01                   44400
SUNTRUST BANKS, INC            COM              867914103   132548  2015940 SH       DEFINED 01                 2015940
SUNSTONE HOTEL INVESTORS, INC  COM              867933103     1101   125848 SH       DEFINED 01                  125848
SUPERGEN, INC                  COM              868059106     2847   124100 SH       DEFINED 01                  124100
SUPERIOR CONSULTANT HOLDINGS C COM              868146101      630    53600 SH       DEFINED 01                   53600
SUPERIOR ENERGY SERVICES, INC  COM              868157108       63    10000 SH       DEFINED 01                   10000
SUPERIOR INDUSTRIES INTERNATIO COM              868168105     2041    72900 SH       DEFINED 01                   72900
SUPERIOR NATIONAL INSURANCE GR COM              868224106        1      100 SH       DEFINED 01                     100
SUPERIOR TRUST I 8.5% SERIES A PFD              86836P202      342    10071 SH       DEFINED 01                   10071
SUPERIOR TELECOM, INC          COM              868365107     3246   232923 SH       DEFINED 01                  232923
SUPERVALU, INC                 COM              868536103    42827  1963395 SH       DEFINED 01                 1963395
SUSQUEHANNA BANCSHARES, INC    COM              869099101     2643   153230 SH       DEFINED 01                  153230
SWIFT ENERGY CO                COM              870738101       93     7350 SH       DEFINED 01                    7350
SWIFT TRANSPORTATION CO, INC   COM              870756103    10518   534225 SH       DEFINED 01                  534225
SYBASE, INC                    COM              871130100     8677   734555 SH       DEFINED 01                  734555
SYBRON INTERNATIONAL CORP      COM              87114F106    19662   731620 SH       DEFINED 01                  731620
SYKES ENTERPRISES, INC         COM              871237103     4202   170200 SH       DEFINED 01                  170200
SYLVAN LEARNING SYSTEMS, INC   COM              871399101     7032   362950 SH       DEFINED 01                  362950
SYMANTEC CORP                  COM              871503108    15878   441443 SH       DEFINED 01                  441443
SYMBOL TECHNOLOGIES, INC       COM              871508107    21494   639223 SH       DEFINED 01                  639223
SYMMETRICOM, INC               COM              871543104     1516   202120 SH       DEFINED 01                  202120
SYNCOR INTERNATIONAL CORP      COM              87157J106     2393    63800 SH       DEFINED 01                   63800
SYNOPSYS, INC                  COM              871607107    29237   520641 SH       DEFINED 01                  520641
SYNOVUS FINANCIAL CORP         COM              87161C105    17970   961581 SH       DEFINED 01                  961581
SYNTEL, INC                    COM              87162H103     1420   159950 SH       DEFINED 01                  159950
SYNTROLEUM CORP                COM              871630109      715   101176 SH       DEFINED 01                  101176
SYSCO CORP                     COM              871829107    92584  2640554 SH       DEFINED 01                 2640554
SYSTEM SOFTWARE ASSOCIATES, IN COM              871839205        5     2453 SH       DEFINED 01                    2453
SYSTEMAX, INC                  COM              871851101     2043   243985 SH       DEFINED 01                  243985
SYSTEMS & COMPUTER TECHNOLOGY  COM              871873105     3000   238832 SH       DEFINED 01                  238832
TBC CORP                       COM              872180104       94    13550 SH       DEFINED 01                   13550
TCBY ENTERPRISES, INC          COM              872245105      993   217590 SH       DEFINED 01                  217590
TCF FINANCIAL CORP             COM              872275102    25970   909238 SH       DEFINED 01                  909238
TCSI CORP                      COM              87233R106       19    12400 SH       DEFINED 01                   12400
TECO ENERGY, INC               COM              872375100    23016  1089532 SH       DEFINED 01                 1089532
THQ, INC                       COM              872443403     5112   118550 SH       DEFINED 01                  118550
TJ INTERNATIONAL, INC          COM              872534102      587    23346 SH       DEFINED 01                   23346
TJX COS, INC                   COM              872540109    80574  2871243 SH       DEFINED 01                 2871243
TNP ENTERPRISES, INC           COM              872594106     5101   131000 SH       DEFINED 01                  131000
TRW, INC                       COM              872649108    35125   706030 SH       DEFINED 01                  706030
TSI INTL SOFTWARE LTD          COM              872879101     3271   120600 SH       DEFINED 01                  120600
TMP WORLDWIDE, INC             COM              872941109    18159   298300 SH       DEFINED 01                  298300
TV GUIDE, INC                  COM              87307Q109     5254   134300 SH       DEFINED 01                  134300
TAIWAN SEMICONDUCTOR MNFG CO L ADR              874039100     2950   100000 SH       DEFINED 01                  100000
TALBOTS, INC                   COM              874161102      324     7200 SH       DEFINED 01                    7200
TALISMAN ENERGY, INC           COM              87425E103     9015   302815 SH       DEFINED 01                  302815
TALK.COM, INC                  COM              874264104     3970   307600 SH       DEFINED 01                  307600
TANDY CORP                     COM              875382103   145474  2814485 SH       DEFINED 01                 2814485
TANGER FACTORY OUTLET CENTERS, COM              875465106      844    37000 SH       DEFINED 01                   37000
TARRANT APPAREL GROUP          COM              876289109       11     1000 SH       DEFINED 01                    1000
TAUBMAN CENTERS, INC           COM              876664103     5137   446730 SH       DEFINED 01                  446730
TECH DATA CORP                 COM              878237106     6923   297371 SH       DEFINED 01                  297371
TECH-SYM CORP                  COM              878308105      457    23235 SH       DEFINED 01                   23235
TECHNE CORP                    COM              878377100     1493    47600 SH       DEFINED 01                   47600
TECHNITROL, INC                COM              878555101     3110    88238 SH       DEFINED 01                   88238
TECHNOLOGY SOLUTIONS CO        COM              87872T108     1472   104225 SH       DEFINED 01                  104225
TECUMSEH PRODUCTS CO (CLASS B) COM              878895101     1412    31300 SH       DEFINED 01                   31300
TECUMSEH PRODUCTS CO (CLASS A) COM              878895200     9514   189800 SH       DEFINED 01                  189800
TEJON RANCH CO                 COM              879080109     1009    34490 SH       DEFINED 01                   34490
TEKELEC                        COM              879101103     3120   225900 SH       DEFINED 01                  225900
TEKTRONIX, INC                 COM              879131100    32486   969729 SH       DEFINED 01                  969729
TELEBANC FINANCIAL CORP        COM              87925R109     6465   281100 SH       DEFINED 01                  281100
TELEFLEX, INC                  COM              879369106    10093   255933 SH       DEFINED 01                  255933
TELEGLOBE, INC (U.S.A.)        COM              87941V100     2123   137545 SH       DEFINED 01                  137545
TELEPHONE & DATA SYSTEMS, INC  COM              879433100     2754    31010 SH       DEFINED 01                   31010
TELESPECTRUM WORLDWIDE, INC    COM              87951U109        7     1200 SH       DEFINED 01                    1200
TELECAN, INC                   COM              879516102      608    37000 SH       DEFINED 01                   37000
TELIGENT, INC                  COM              87959Y103     1913    38500 SH       DEFINED 01                   38500
TELLABS, INC                   COM              879664100   171850  3018214 SH       DEFINED 01                 3018214
TELTREND, INC                  COM              87969R106        1       50 SH       DEFINED 01                      50
TELXON CORP                    COM              879700102       57     6800 SH       DEFINED 01                    6800
TEMPLE-INLAND, INC             COM              879868107    17366   287048 SH       DEFINED 01                  287048
TELETECH HOLDINGS, INC         COM              879939106     1629   114300 SH       DEFINED 01                  114300
TENFOLD CORP                   COM              88033A103       53     2000 SH       DEFINED 01                    2000
TENET HEALTHCARE CORP          COM              88033G100    63892  3637976 SH       DEFINED 01                 3637976
TENNANT CO                     COM              880345103     6809   201000 SH       DEFINED 01                  201000
TENNECO, INC                   COM              88037E101    33614  1977276 SH       DEFINED 01                 1977276
TERADYNE, INC                  COM              880770102    58639  1663506 SH       DEFINED 01                 1663506
TERAYON COMMUN SYSTEMS INC     COM              880775101     8600   175950 SH       DEFINED 01                  175950
TEREX CORP                     COM              880779103     6280   199360 SH       DEFINED 01                  199360
TERRA INDUSTRIES, INC          COM              880915103      126    74853 SH       DEFINED 01                   74853
TESORO PETROLEUM CORP          COM              881609101     4362   264381 SH       DEFINED 01                  264381
TETRA TECHNOLOGIES, INC        COM              88162F105       40     3900 SH       DEFINED 01                    3900
TETRA TECH, INC                COM              88162G103     3709   222280 SH       DEFINED 01                  222280
TEXACO, INC                    COM              881694103   294948  4672441 SH       DEFINED 01                 4672441
TEXAS INDUSTRIES, INC          COM              882491103     4901   132471 SH       DEFINED 01                  132471
TEXAS INSTRUMENTS, INC         COM              882508104   629785  7656966 SH       DEFINED 01                 7656966
TEXAS REGIONAL BANCSHRS, INC ( COM              882673106     2428    98100 SH       DEFINED 01                   98100
TEXAS UTILITIES CO             COM              882848104    84809  2272939 SH       DEFINED 01                 2272939
TEXTRON, INC                   COM              883203101    60765   785332 SH       DEFINED 01                  785332
THEGLOBE.COM, INC              COM              88335R101     1491   108928 SH       DEFINED 01                  108928
THERAGENICS CORP               COM              883375107     2621   205600 SH       DEFINED 01                  205600
THERMO BIOANALYSIS CORP        COM              88355H108      211    11500 SH       DEFINED 01                   11500
THERMO CARDIOSYSTEMS, INC      COM              88355K200      113    15800 SH       DEFINED 01                   15800
THERMO ECOTEK CORP             COM              88355R106       24     2600 SH       DEFINED 01                    2600
THERMO FIBERTEK, INC           COM              88355W105       68    11100 SH       DEFINED 01                   11100
THERMO ELECTRON CORP           COM              883556102    10467   778972 SH       DEFINED 01                  778972
THERMO INSTRUMENT SYSTEMS, INC COM              883559106      196    18353 SH       DEFINED 01                   18353
THERMO OPTEK CORP              COM              883582108       66     7800 SH       DEFINED 01                    7800
THERMO VISION CORP             COM              883600108       76    11422 SH       DEFINED 01                   11422
THERMOLASE CORP                COM              883624108        6     3200 SH       DEFINED 01                    3200
THERMOQUEST CORP               COM              883655102       54     5300 SH       DEFINED 01                    5300
THERMOSPECTRA CORP             COM              883660102      110     7000 SH       DEFINED 01                    7000
THERMOTREX CORP                COM              883666109       16     2600 SH       DEFINED 01                    2600
THESTREET.COM                  COM              88368Q103     1030    56800 SH       DEFINED 01                   56800
THERMEDICS, INC                COM              883901100      499    67150 SH       DEFINED 01                   67150
THOMAS & BETTS CORP            COM              884315102    74333  1457513 SH       DEFINED 01                 1457513
THOMAS INDUSTRIES, INC         COM              884425109     2937   157177 SH       DEFINED 01                  157177
THOR INDUSTRIES, INC           COM              885160101      662    25980 SH       DEFINED 01                   25980
THORNBURG MORTGAGE ASSET CORP  COM              885218107     1223   138807 SH       DEFINED 01                  138807
3DO CO                         COM              88553W105       54     5400 SH       DEFINED 01                    5400
3DFX INTERACTIVE, INC          COM              88553X103      884   107100 SH       DEFINED 01                  107100
3COM CORP                      COM              885535104    76022  2644246 SH       DEFINED 01                 2644246
TICKETMASTER ONLINE-CITYSEAR   COM              88633P203     2767   114400 SH       DEFINED 01                  114400
TIDEWATER, INC                 COM              886423102    19313   757392 SH       DEFINED 01                  757392
TIFFANY & CO                   COM              886547108    33079   551888 SH       DEFINED 01                  551888
TIMBERLAND CO                  COM              887100105     2612    66860 SH       DEFINED 01                   66860
TIME WARNER, INC               COM              887315109   577424  9504920 SH       DEFINED 01                 9504920
TIME WARNER TELECOM, INC       COM              887319101     3678   176200 SH       DEFINED 01                  176200
TIMES MIRROR CO SERIES A       COM              887364107    35022   532144 SH       DEFINED 01                  532144
TIMKEN CO                      COM              887389104    10676   662054 SH       DEFINED 01                  662054
TITAN CORP                     COM              888266103     2382   165700 SH       DEFINED 01                  165700
TITAN EXPLORATION, INC         COM              888289105       44     8900 SH       DEFINED 01                    8900
TITAN INTERNATIONAL, INC       COM              88830M102      147    14358 SH       DEFINED 01                   14358
TITANIUM METALS CORP           COM              888339108     1049   117400 SH       DEFINED 01                  117400
TOLL BROTHERS, INC             COM              889478103     4824   253066 SH       DEFINED 01                  253066
TOO, INC                       COM              890333107     9756   543915 SH       DEFINED 01                  543915
TOOTSIE ROLL INDUSTRIES, INC   COM              890516107    12544   381578 SH       DEFINED 01                  381578
TOPPS, INC                     COM              890786106     1504   200490 SH       DEFINED 01                  200490
TORCHMARK CORP                 COM              891027104    45532  1759700 SH       DEFINED 01                 1759700
TORO CO                        COM              891092108     2921    78150 SH       DEFINED 01                   78150
TORONTO DOMINION BANK          COM              891160509      972    50200 SH       DEFINED 01                   50200
TOSCO CORP                     COM              891490302    49329  1953633 SH       DEFINED 01                 1953633
TOTAL RENAL CARE HOLDINGS, INC COM              89151A107     4629   622410 SH       DEFINED 01                  622410
TOWER AUTOMOTIVE, INC          COM              891707101     9509   479945 SH       DEFINED 01                  479945
TOTAL SYSTEM SERVICES, INC     COM              891906109     2186   136599 SH       DEFINED 01                  136599
TRACK DATA CORP                COM              891918104      199    20500 SH       DEFINED 01                   20500
TOWN & COUNTRY TRUST           COM              892081100     1963   111000 SH       DEFINED 01                  111000
TOWNE SERVICES INC             COM              892148107      255    79900 SH       DEFINED 01                   79900
TOYS "R" US, INC               COM              892335100    21160  1410677 SH       DEFINED 01                 1410677
TRACTOR SUPPLY CO              COM              892356106      118     6200 SH       DEFINED 01                    6200
TRAMMELL CROW CO               COM              89288R106     2373   179080 SH       DEFINED 01                  179080
TRANS WORLD AIRLINES, INC      COM              893349837      706   198300 SH       DEFINED 01                  198300
TRANS WORLD ENTERTAINMENT CORP COM              89336Q100    11070   872487 SH       DEFINED 01                  872487
TRANSACTION NETWORK SERVICES,  COM              893414102     2551    65000 SH       DEFINED 01                   65000
TRANSACTION SYSTEM ARCHITECTUR COM              893416107     6150   228320 SH       DEFINED 01                  228320
TRANSATLANTIC HOLDINGS, INC    COM              893521104      973    13857 SH       DEFINED 01                   13857
TRANS CANADA PIPELINES LTD     COM              893526103    14150  1080590 SH       DEFINED 01                 1080590
TRANSKARYOTIC THERAPIES, INC   COM              893735100     1937    37700 SH       DEFINED 01                   37700
TRANSPRO, INC                  COM              893885103      440    89075 SH       DEFINED 01                   89075
TRANSMONTAIGNE, INC            COM              893934109     2502   166825 SH       DEFINED 01                  166825
TRAVELERS PROPERTY CASUALTY CO COM              893939108    26755   906952 SH       DEFINED 01                  906952
TRANSWITCH CORP                COM              894065101    11383   199700 SH       DEFINED 01                  199700
TRAVEL SERVICES INTERNATIONAL, COM              894169101       39     3400 SH       DEFINED 01                    3400
TREDEGAR CORP                  COM              894650100     5554   259817 SH       DEFINED 01                  259817
TRENDWEST RESORTS, INC         COM              894917103     1669    64200 SH       DEFINED 01                   64200
TRENWICK GROUP, INC            COM              895290104      701    42300 SH       DEFINED 01                   42300
TREX COMPANY INC               COM              89531P105      114     4300 SH       DEFINED 01                    4300
TREX MEDICAL CORP              COM              89531R101        9     2198 SH       DEFINED 01                    2198
TRIAD HOSPITALS, INC           COM              89579K109     2331   230240 SH       DEFINED 01                  230240
TRIANGLE BANCORP, INC          COM              895835106     1908   103109 SH       DEFINED 01                  103109
TRIANGLE PHARMACEUTICALS, INC  COM              89589H104     3051   158500 SH       DEFINED 01                  158500
TRIAD GUARANTY, INC            COM              895925105     1578    93500 SH       DEFINED 01                   93500
TRIARC COS, INC                COM              895927101       45     2100 SH       DEFINED 01                    2100
TRICON GLOBAL RESTAURANTS, INC COM              895953107    51908  1267985 SH       DEFINED 01                 1267985
TRIBUNE CO                     COM              896047107    75092  1509392 SH       DEFINED 01                 1509392
TRICO MARINE SERVICES, INC     COM              896106101       75     9034 SH       DEFINED 01                    9034
TRICORD SYSTEMS, INC           COM              896121100      554   158400 SH       DEFINED 01                  158400
TRIGON HEALTHCARE, INC         COM              89618L100     4392   152100 SH       DEFINED 01                  152100
TRIMBLE NAVIGATION LTD         COM              896239100      782    73200 SH       DEFINED 01                   73200
TRINET CORPORATE REALTY TRUST, COM              896287109     2979   125100 SH       DEFINED 01                  125100
TRINITY INDUSTRIES, INC        COM              896522109    19967   646700 SH       DEFINED 01                  646700
TRIQUINT SEMICONDUCTOR, INC    COM              89674K103     7023   122800 SH       DEFINED 01                  122800
TRISTAR AEROSPACE CO           COM              89674L101      197    32200 SH       DEFINED 01                   32200
TRIUMPH GROUP, INC             COM              896818101     2491    93772 SH       DEFINED 01                   93772
TRIZEC HAHN CORP               COM              896938107      944    50000 SH       DEFINED 01                   50000
TROPICAL SPORTSWEAR INTL CP    COM              89708P102       56     3000 SH       DEFINED 01                    3000
TRUE NORTH COMMUNICATIONS, INC COM              897844106    20374   560104 SH       DEFINED 01                  560104
TRUMP HOTEL & CASINO RESORT, I COM              898168109       22     5100 SH       DEFINED 01                    5100
TRUST CO OF N.J. (THE)         COM              898304100     1394    60600 SH       DEFINED 01                   60600
TRUSTCO BANK CORP              COM              898349105     2647    89627 SH       DEFINED 01                   89627
TRUSTMARK CORP                 COM              898402102     3710   164902 SH       DEFINED 01                  164902
TUBOSCOPE, INC                 COM              898600101      835    67100 SH       DEFINED 01                   67100
TUESDAY MORNING CORP           COM              899035505      568    22500 SH       DEFINED 01                   22500
TUPPERWARE CORP                COM              899896104    35210  1738757 SH       DEFINED 01                 1738757
TUT SYSTEMS, INC               COM              901103101      963    37300 SH       DEFINED 01                   37300
TWEETER HOME ENTERTAINMENT GRO COM              901167106       93     2500 SH       DEFINED 01                    2500
20TH CENTURY INDUSTRIES        COM              901272203     1418    73200 SH       DEFINED 01                   73200
24/7 MEDIA, INC                COM              901314104     2257    59600 SH       DEFINED 01                   59600
TWINLAB CORP                   COM              901774109     1486   167400 SH       DEFINED 01                  167400
TYCO INTERNATIONAL LTD         COM              902124106  2008861 19456283 SH       DEFINED 01                19456283
TYLER TECHNOLOGIES, INC        COM              902252105       81    18200 SH       DEFINED 01                   18200
TYSON FOODS, INC               COM              902494103    29569  1798860 SH       DEFINED 01                 1798860
UAL CORP                       COM              902549500    18503   283302 SH       DEFINED 01                  283302
UCAR INTERNATIONAL, INC        COM              90262K109    10895   477600 SH       DEFINED 01                  477600
UGI CORP                       COM              902681105     5685   244534 SH       DEFINED 01                  244534
UICI                           COM              902737105     1585    62000 SH       DEFINED 01                   62000
UMB FINANCIAL CORP             COM              902788108     2251    53905 SH       DEFINED 01                   53905
UST CORP                       COM              902900109    41671  1355159 SH       DEFINED 01                 1355159
USX-MARATHON GROUP, INC        COM              902905827    68488  2341454 SH       DEFINED 01                 2341454
U.S.B. HOLDINGS CO, INC        COM              902910108      197    11745 SH       DEFINED 01                   11745
UST, INC                       COM              902911106    39724  1315917 SH       DEFINED 01                 1315917
U.S.A. DETERGENTS, INC         COM              902938109      267    54000 SH       DEFINED 01                   54000
U S PLASTIC LUMBER CORP        COM              902948108      205    16600 SH       DEFINED 01                   16600
U.S. FRANCHISE SYSTEMS, INC (C COM              902956309        7      400 SH       DEFINED 01                     400
U.S. RESTAURANT PROPERTIES, IN COM              902971100      984    51800 SH       DEFINED 01                   51800
U.S. BANCORP                   COM              902973106   152713  5058801 SH       DEFINED 01                 5058801
U.S. LIQUIDS, INC              COM              902974104      167    23800 SH       DEFINED 01                   23800
U.S.A. NETWORKS, INC           COM              902984103    18130   467864 SH       DEFINED 01                  467864
URS CORP                       COM              903236107     2266    92500 SH       DEFINED 01                   92500
U.S. CAN CORP                  COM              90328W105     1432    70077 SH       DEFINED 01                   70077
USG CORP                       COM              903293405    21144   445137 SH       DEFINED 01                  445137
U.S. FOODSERVICE, INC          COM              90331R101    10371   576176 SH       DEFINED 01                  576176
U.S. LEC CORP (CLASS A)        COM              90331S109     1859    75500 SH       DEFINED 01                   75500
U.S.A. FLORAL PRODUCTS, INC    COM              90331T107        4     1800 SH       DEFINED 01                    1800
USEC, INC                      COM              90333E108     7086   691320 SH       DEFINED 01                  691320
US INTERACTIVE, INC            COM              90334M109       13      610 SH       DEFINED 01                     610
USX-US STEEL GROUP, INC        COM              90337T101    12412   482014 SH       DEFINED 01                  482014
U.S. EXPRESS ENTERPRISES, INC. COM              90338N103      610   104900 SH       DEFINED 01                  104900
US ONCOLOGY, INC               COM              90338W103     4245   468454 SH       DEFINED 01                  468454
UTI ENERGY CORP                COM              903387108     1316    67700 SH       DEFINED 01                   67700
UBID, INC                      COM              903469104      531    20139 SH       DEFINED 01                   20139
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106    36274  1422493 SH       DEFINED 01                 1422493
ULTRATECH STEPPER, INC         COM              904034105      494    38756 SH       DEFINED 01                   38756
UNICAPITAL CORP                COM              90459D108     2154   675740 SH       DEFINED 01                  675740
UNIFI, INC                     COM              904677101     1886   171425 SH       DEFINED 01                  171425
UNIFIRST CORP                  COM              904708104     1372    99761 SH       DEFINED 01                   99761
UNILAB CORP                    COM              904763109       82    14500 SH       DEFINED 01                   14500
UNILEVER NV (N.Y.) SHS         COM              904784709     3347    49128 SH       DEFINED 01                   49128
UNICOM CORP                    COM              904911104    57522  1557288 SH       DEFINED 01                 1557288
UNIGRAPHICS SOLUTIONS, INC     COM              904928108     1223    45100 SH       DEFINED 01                   45100
UNION CARBIDE CORP             COM              905581104    24022   422838 SH       DEFINED 01                  422838
UNION PACIFIC CORP             COM              907818108    87128  1812816 SH       DEFINED 01                 1812816
UNION PACIFIC RESOURCES GROUP, COM              907834105    38918  2422898 SH       DEFINED 01                 2422898
UNION PLANTERS CORP            COM              908068109    75935  1863445 SH       DEFINED 01                 1863445
UNIONBANCAL CORP               COM              908906100    18774   517900 SH       DEFINED 01                  517900
UNISOURCE ENERGY CORP HOLDINGS COM              909205106     3006   254460 SH       DEFINED 01                  254460
UNISYS CORP                    COM              909214108   317279  7031124 SH       DEFINED 01                 7031124
UNITED ASSET MANAGEMENT CORP   COM              909420101     2895   150400 SH       DEFINED 01                  150400
UNITED AUTO GROUP, INC         COM              909440109     1356   106900 SH       DEFINED 01                  106900
UNITED CMNTY FINL CORP OHIO    COM              909839102       30     2200 SH       DEFINED 01                    2200
UNITED BANKSHARES, INC         COM              909907107     2020    83102 SH       DEFINED 01                   83102
UNITED DOMINION INDUSTRIES LTD COM              909914103     4042   170200 SH       DEFINED 01                  170200
UNITED DOMINION REALTY TRUST,  COM              910197102    10511   939496 SH       DEFINED 01                  939496
UNITED FIRE & CASULTY CO       COM              910331107       14      600 SH       DEFINED 01                     600
UNITED HEALTHCARE CORP         COM              910581107   133096  2733674 SH       DEFINED 01                 2733674
UNITED ILLUMINATING CO         COM              910637107     3860    79800 SH       DEFINED 01                   79800
UNITED NATIONAL BANCORP        COM              910909100      386    16590 SH       DEFINED 01                   16590
UNITED NATURAL FOODS, INC      COM              911163103      263    30000 SH       DEFINED 01                   30000
UNITED PAYORS & UNITED PROVIDE COM              911319101     1754    99500 SH       DEFINED 01                   99500
UNITED RENTALS, INC            COM              911363109    13739   631687 SH       DEFINED 01                  631687
UNITED RETAIL GROUP, INC       COM              911380103       15     1300 SH       DEFINED 01                    1300
U.S. BIOSCIENCE, INC           COM              911646206     2669   187328 SH       DEFINED 01                  187328
U.S. CELLULAR CORP             COM              911684108     2857    42021 SH       DEFINED 01                   42021
U.S. AIRWAYS GROUP, INC        COM              911905107     9259   352727 SH       DEFINED 01                  352727
U.S. HOME CORP                 COM              911920106     1191    42813 SH       DEFINED 01                   42813
U.S. INDUSTRIES, INC           COM              912080108    20089  1275519 SH       DEFINED 01                 1275519
U.S. OFFICE PRODUCTS CO        COM              912325305      448   128078 SH       DEFINED 01                  128078
U.S. WEST, INC                 COM              91273H101   238303  4176172 SH       DEFINED 01                 4176172
U.S. TRUST CORP                COM              91288L105    16450   204669 SH       DEFINED 01                  204669
UNITED STATIONERS, INC         COM              913004107     9181   430796 SH       DEFINED 01                  430796
UNITED TECHNOLOGIES CORP       COM              913017109   421009  7098153 SH       DEFINED 01                 7098153
UNITED TELEVISION, INC         COM              913066106    25673   227700 SH       DEFINED 01                  227700
UNITED WATER RESOURCES, INC    COM              913190104     4186   128300 SH       DEFINED 01                  128300
UNITED WISCONSIN SERVICES, INC COM              913238101       34     5500 SH       DEFINED 01                    5500
UNITEDGLOBALCOM, INC (CLASS A) COM              913247508    20270   283000 SH       DEFINED 01                  283000
UNITRIN, INC                   COM              913275103    11576   333108 SH       DEFINED 01                  333108
UNITRODE CORP                  COM              913283107    10048   239234 SH       DEFINED 01                  239234
UNIVERSAL CORP                 COM              913456109     6359   243396 SH       DEFINED 01                  243396
UNIVERSAL FOODS CORP           COM              913538104    18062   787432 SH       DEFINED 01                  787432
UNIVERSAL FOREST PRODUCTS, INC COM              913543104     1138    87100 SH       DEFINED 01                   87100
UNIVERSAL HEALTH SERVICES, INC COM              913903100     6031   233100 SH       DEFINED 01                  233100
UNIVISION COMMUNICATIONS, INC  COM              914906102    47005   577635 SH       DEFINED 01                  577635
UNOCAL CORP                    COM              915289102    53643  1447368 SH       DEFINED 01                 1447368
UNOVA, INC                     COM              91529B106     3404   254488 SH       DEFINED 01                  254488
UNUMPROVIDENT CORP             COM              91529Y106    28561   970233 SH       DEFINED 01                  970233
USFREIGHTWAYS CORP             COM              916906100    22593   476900 SH       DEFINED 01                  476900
URBAN OUTFITTERS, INC          COM              917047102      387    17500 SH       DEFINED 01                   17500
URBAN SHOPPING CENTERS, INC    COM              917060105     1952    67300 SH       DEFINED 01                   67300
UROMED CORP                    COM              917274300        0      300 SH       DEFINED 01                     300
USBANCORP, INC                 COM              917292104      863    63900 SH       DEFINED 01                   63900
USINTERNETWORKING, INC         COM              917311805      372    11900 SH       DEFINED 01                   11900
USWEB CORP                     COM              917327108    19632   572150 SH       DEFINED 01                  572150
UTILICORP UNITED, INC          COM              918005109    13064   620268 SH       DEFINED 01                  620268
VF CORP                        COM              918204108    18580   599358 SH       DEFINED 01                  599358
VTEL CORP                      COM              918333105        0       56 SH       DEFINED 01                      56
VAIL RESORTS, INC              COM              91879Q109      263    11331 SH       DEFINED 01                   11331
VALASSIS COMMUNICATIONS, INC   COM              918866104    38040   865785 SH       DEFINED 01                  865785
VALHI, INC                     COM              918905100      414    38046 SH       DEFINED 01                   38046
VALENCE TECHNOLOGY, INC        COM              918914102      342    72900 SH       DEFINED 01                   72900
VALERO ENERGY CORP             COM              91913Y100     6997   363500 SH       DEFINED 01                  363500
VALLEY MEDIA, INC              COM              91972C106      202    16900 SH       DEFINED 01                   16900
VALLEY NATIONAL BANCORP        COM              919794107     9646   387786 SH       DEFINED 01                  387786
VALMONT INDUSTRIES             COM              920253101      159     9400 SH       DEFINED 01                    9400
VALSPAR CORP                   COM              920355104     4874   149100 SH       DEFINED 01                  149100
VALUE AMERICA, INC             COM              92038N102      463    36300 SH       DEFINED 01                   36300
VALUE CITY DEPARTMENT STORES,  COM              920387107      989    65900 SH       DEFINED 01                   65900
VALUE LINE, INC                COM              920437100     9493   272200 SH       DEFINED 01                  272200
VALUEVISION INTERNATIONAL, INC COM              92047K107      848    32600 SH       DEFINED 01                   32600
VANTIVE CORP                   COM              922091103     1435   165200 SH       DEFINED 01                  165200
VARCO INTERNATIONAL, INC       COM              922126107     7636   626579 SH       DEFINED 01                  626579
VARIAN MEDICAL SYSTEMS, INC    COM              92220P105      239    10928 SH       DEFINED 01                   10928
VARIAN, INC                    COM              922206107     1406    79228 SH       DEFINED 01                   79228
VARIAN SEMICONDUCTOR EQUIPMENT COM              922207105     2751   130628 SH       DEFINED 01                  130628
VASTAR RESOURCES, INC          COM              922380100    13194   210894 SH       DEFINED 01                  210894
VEECO INSTRUMENTS, INC         COM              922417100     1389    49600 SH       DEFINED 01                   49600
VENTAS, INC                    COM              92276F100     2123   446971 SH       DEFINED 01                  446971
VENTANA MEDICAL SYSTEMS, INC   COM              92276H106     1746   102700 SH       DEFINED 01                  102700
VENATOR GROUP, INC             COM              922944103     6318   737900 SH       DEFINED 01                  737900
VERITY, INC                    COM              92343C106     8134   118200 SH       DEFINED 01                  118200
VERISIGN, INC                  COM              92343E102    37445   351600 SH       DEFINED 01                  351600
VERITAS DGC, INC               COM              92343P107     2570   133500 SH       DEFINED 01                  133500
VERIO, INC                     COM              923433106    14945   482100 SH       DEFINED 01                  482100
VERITAS SOFTWARE CORP          COM              923436109    54091   712315 SH       DEFINED 01                  712315
VERTEX PHARMACEUTICALS, INC    COM              92532F100      911    29340 SH       DEFINED 01                   29340
VERTICALNET, INC               COM              92532L107     5261   142200 SH       DEFINED 01                  142200
VESTA INSURANCE GROUP, INC     COM              925391104       24     5400 SH       DEFINED 01                    5400
VETERINARY CENTERS OF AMERICA, COM              925514101     1878   164200 SH       DEFINED 01                  164200
VIAD CORP                      COM              92552R109    16706   566300 SH       DEFINED 01                  566300
VIASOFT, INC                   COM              92552U102     1941   225820 SH       DEFINED 01                  225820
VIACOM, INC (CLASS A)          COM              925524100    39733   918686 SH       DEFINED 01                  918686
VIACOM, INC (CLASS B)          COM              925524308   126940  3004508 SH       DEFINED 01                 3004508
VIATEL, INC                    COM              925529208    64651  2186920 SH       DEFINED 01                 2186920
VICAL, INC                     COM              925602104     1577   114200 SH       DEFINED 01                  114200
VICOR CORP                     COM              925815102     1012    44600 SH       DEFINED 01                   44600
VICORP RESTAURANTS, INC        COM              925817108     4310   261200 SH       DEFINED 01                  261200
VIGNETTE CORP                  COM              926734104    12516   138300 SH       DEFINED 01                  138300
VIDEOSERVER, INC               COM              926918103       28     3800 SH       DEFINED 01                    3800
VINA CONCHA Y TORO S.A. ADR    ADR              927191106     2197    58200 SH       DEFINED 01                   58200
VINTAGE PETROLEUM, INC         COM              927460105     4082   302400 SH       DEFINED 01                  302400
VIRCO MANUFACTURING            COM              927651109      238    15004 SH       DEFINED 01                   15004
VISIO CORP                     COM              927914101     8301   211500 SH       DEFINED 01                  211500
VIROPHARMA, INC                COM              928241108       58     2600 SH       DEFINED 01                    2600
VISHAY INTERTECHNOLOGY, INC    COM              928298108    15017   632315 SH       DEFINED 01                  632315
VISTANA, INC                   COM              92839P108      338    22500 SH       DEFINED 01                   22500
VISX, INC                      COM              92844S105    50438   637700 SH       DEFINED 01                  637700
VISUAL NETWORKS, INC           COM              928444108    10283   242300 SH       DEFINED 01                  242300
VITAL SIGNS, INC               COM              928469105     1817    89200 SH       DEFINED 01                   89200
VITESSE SEMICONDUCTOR CORP     COM              928497106    38073   445950 SH       DEFINED 01                  445950
VIZACOM, INC                   COM              92855E102       38    13212 SH       DEFINED 01                   13212
VIVUS, INC                     COM              928551100     1145   402700 SH       DEFINED 01                  402700
VLASIC FOODS INTERNATIONAL, IN COM              928559103     1524   219700 SH       DEFINED 01                  219700
VODAFONE AIRTOUCH PLC ADR      ADR              92857T107   262379  1103593 SH       DEFINED 01                 1103593
VOICESTREAM WIRELESS CORP      COM              928615103    39870   646000 SH       DEFINED 01                  646000
VOLT INFORMATION SCIENCES, INC COM              928703107       87     3600 SH       DEFINED 01                    3600
VORNADO OPERATING CO           COM              92904N103       24     3920 SH       DEFINED 01                    3920
VORNADO REALTY TRUST           COM              929042109    12919   397500 SH       DEFINED 01                  397500
VULCAN MATERIALS CO            COM              929160109    20598   562400 SH       DEFINED 01                  562400
WFS FINANCIAL, INC             COM              92923B106      551    26900 SH       DEFINED 01                   26900
WD-40 CO                       COM              929236107     6029   257600 SH       DEFINED 01                  257600
WHX CORP                       COM              929248102       72     7200 SH       DEFINED 01                    7200
WICOR, INC                     COM              929253102     4237   145798 SH       DEFINED 01                  145798
WLR FOODS, INC                 COM              929286102       52     7553 SH       DEFINED 01                    7553
WMX TECHNOL CV NOTE   02.0000                   92929QAF4     4076  4993000 PRN      DEFINED 01                 4993000
WMS INDUSTRIES, INC            COM              929297109     1871   160956 SH       DEFINED 01                  160956
WPS RESOURCES CORP             COM              92931B106     7784   277372 SH       DEFINED 01                  277372
WABASH NATIONAL CORP           COM              929566107     1275    62750 SH       DEFINED 01                   62750
WACHOVIA CORP                  COM              929771103   101231  1287518 SH       DEFINED 01                 1287518
WACKENHUT CORP SERIES A        COM              929794105      217    11000 SH       DEFINED 01                   11000
WACKENHUT CORP SERIES B        COM              929794303     4166   277702 SH       DEFINED 01                  277702
WACKENHUT CORRECTIONS CORP     COM              929798106      651    48700 SH       DEFINED 01                   48700
WADDELL & REED FINANCIAL INC ( COM              930059100    11112   500808 SH       DEFINED 01                  500808
WADDELL & REED FINANCIAL INC ( COM              930059209     2555   119515 SH       DEFINED 01                  119515
WAL-MART STORES, INC           COM              931142103  1335775 28084620 SH       DEFINED 01                28084620
WALDEN RESIDENTIAL PROPERTIES, COM              931210108     2973   136305 SH       DEFINED 01                  136305
WALGREEN CO                    COM              931422109   211291  8326746 SH       DEFINED 01                 8326746
WALLACE COMPUTER SERVICES, INC COM              932270101     5787   285768 SH       DEFINED 01                  285768
WALTER INDUSTRIES, INC         COM              93317Q105      327    24200 SH       DEFINED 01                   24200
WARNACO GROUP, INC (CLASS A)   COM              934390105     7700   421899 SH       DEFINED 01                  421899
WARNER-LAMBERT CO              COM              934488107   432367  6514005 SH       DEFINED 01                 6514005
WASHINGTON FEDERAL, INC        COM              938824109    18702   806537 SH       DEFINED 01                  806537
WASHINGTON GAS LIGHT CO        COM              938837101    14953   551272 SH       DEFINED 01                  551272
WASHINGTON MUTUAL, INC         COM              939322103   108988  3726083 SH       DEFINED 01                 3726083
WASHINGTON POST CO (CLASS B)   COM              939640108    32436    63600 SH       DEFINED 01                   63600
WASHINGTON REAL ESTATE INVESTM COM              939653101     4054   257427 SH       DEFINED 01                  257427
WASHINGTON TRUST BANCORP, INC  COM              940610108       31     2000 SH       DEFINED 01                    2000
WASTE CONNECTIONS, INC         COM              941053100      436    21200 SH       DEFINED 01                   21200
WASTE INDUSTRIES, INC          COM              941058109       32     2400 SH       DEFINED 01                    2400
WASTE MANAGEMENT, INC          COM              94106L109   156776  8144211 SH       DEFINED 01                 8144211
WATERS CORP                    COM              941848103    12707   209820 SH       DEFINED 01                  209820
WATKINS-JOHNSON CO             COM              942486101      269     8000 SH       DEFINED 01                    8000
WATSCO, INC                    COM              942622200      485    42638 SH       DEFINED 01                   42638
WATSON PHARMACEUTICALS, INC    COM              942683103    25654   839381 SH       DEFINED 01                  839381
WATTS INDUSTRIES, INC (CLASS A COM              942749102     5079   233500 SH       DEFINED 01                  233500
WAUSAU-MOSINEE PAPER CORP      COM              943315101     7632   629467 SH       DEFINED 01                  629467
WAVE SYSTEMS CORP (CLASS A)    COM              943526103      293    27300 SH       DEFINED 01                   27300
WAVO CORP                      COM              944027101      672   151395 SH       DEFINED 01                  151395
WEATHERFORD INTERNATIONAL      COM              947074100     9073   283540 SH       DEFINED 01                  283540
WEBB (DEL) CORP                COM              947423109     2588   117658 SH       DEFINED 01                  117658
WEBSTER FINANCIAL CORP         COM              947890109     8323   326384 SH       DEFINED 01                  326384
WEBTRENDS CORP                 COM              94844D104     1475    33100 SH       DEFINED 01                   33100
WEIDER NUTRITION INTERNATIONAL COM              948603105        4     1400 SH       DEFINED 01                    1400
WEINGARTEN REALTY INVESTORS, I COM              948741103    17519   468729 SH       DEFINED 01                  468729
WEIS MARKETS, INC              COM              948849104     3731   108931 SH       DEFINED 01                  108931
WELLMAN, INC                   COM              949702104     3842   212700 SH       DEFINED 01                  212700
WELLPOINT HEALTH NETWORKS, INC COM              94973H108    24337   426957 SH       DEFINED 01                  426957
WELLS FARGO CO                 COM              949746101   565847 14280047 SH       DEFINED 01                14280047
WELLSFORD REAL PROPERTIES, INC COM              950240101      655    68898 SH       DEFINED 01                   68898
WENDY'S INTERNATIONAL, INC     COM              950590109     7798   295669 SH       DEFINED 01                  295669
WERNER ENTERPRISES, INC        COM              950755108     4012   227652 SH       DEFINED 01                  227652
WESBANCO, INC                  COM              950810101      936    36700 SH       DEFINED 01                   36700
WESCO FINANCIAL CORP           COM              950817106     1629     6010 SH       DEFINED 01                    6010
WESCO INTERNATIONAL, INC       COM              95082P105     1671   118300 SH       DEFINED 01                  118300
WESLEY JESSEN VISIONCARE, INC  COM              951018100     6815   218518 SH       DEFINED 01                  218518
WEST COAST BANCORP (OREGON)    COM              952145100      956    64800 SH       DEFINED 01                   64800
WEST MARINE, INC               COM              954235107       62     7800 SH       DEFINED 01                    7800
WEST PHARMACEUTICAL SERVICES   COM              955306105     3551    93611 SH       DEFINED 01                   93611
WEST TELESERVICES CORP         COM              956188106     2280   219800 SH       DEFINED 01                  219800
WESTAFF, INC                   COM              957070105       70    11600 SH       DEFINED 01                   11600
WESTAMERICA BANCORP            COM              957090103     5203   172000 SH       DEFINED 01                  172000
WESTCOAST ENERGY, INC          COM              95751D102     4715   252418 SH       DEFINED 01                  252418
WESTELL TECHNOLOGIES, INC (CLA COM              957541105      995   122400 SH       DEFINED 01                  122400
WESTERN BANCORP                COM              957683105     3503    90700 SH       DEFINED 01                   90700
WESTCORP                       COM              957907108      257    17200 SH       DEFINED 01                   17200
WESTERN DIGITAL CORP           COM              958102105     3927  1047100 SH       DEFINED 01                 1047100
WESTERN GAS RESOURCES, INC     COM              958259103     1848    98900 SH       DEFINED 01                   98900
WESTERN PROPERTIES TRUST       COM              959261108      650    59800 SH       DEFINED 01                   59800
WESTERN RESOURCES, INC         COM              959425109     4639   217010 SH       DEFINED 01                  217010
WESTERN WIRELESS CORP (CLASS A COM              95988E204    20090   448000 SH       DEFINED 01                  448000
WESTERNBANK PUERTO RICO        COM              959897109     1296   106850 SH       DEFINED 01                  106850
WESTFIELD AMERICA, INC         COM              959910100     2448   176400 SH       DEFINED 01                  176400
WESTINGHOUSE AIR BRAKE CO      COM              960386100     1790    98400 SH       DEFINED 01                   98400
WESTON (ROY F.), INC (CLASS A) COM              961137106      554   221400 SH       DEFINED 01                  221400
WESTPOINT STEVENS, INC         COM              961238102    15604   660500 SH       DEFINED 01                  660500
WESTVACO CORP                  COM              961548104    14918   582171 SH       DEFINED 01                  582171
WESTWOOD ONE, INC              COM              961815107    10241   226950 SH       DEFINED 01                  226950
WET SEAL, INC (CLASS A)        COM              961840105     1189    71800 SH       DEFINED 01                   71800
WEYERHAEUSER CO                COM              962166104    60184  1044407 SH       DEFINED 01                 1044407
WHIRLPOOL CORP                 COM              963320106    44199   676737 SH       DEFINED 01                  676737
WHITE MOUNTAINS INSURANCE      COM              964126106     2474    18240 SH       DEFINED 01                   18240
WHITEHALL JEWELLERS, INC       COM              965063100     1573    54700 SH       DEFINED 01                   54700
WHITMAN CORP                   COM              96647R107    10152   712406 SH       DEFINED 01                  712406
WHITNEY HOLDINGS CORP          COM              966612103     5732   166750 SH       DEFINED 01                  166750
WHITTMAN HART, INC             COM              966834103     8582   221300 SH       DEFINED 01                  221300
WHOLE FOODS MARKET, INC        COM              966837106      628    19200 SH       DEFINED 01                   19200
WILD OATS MARKETS, INC         COM              96808B107     3946    99900 SH       DEFINED 01                   99900
WILEY (JOHN) & SONS, INC (CLAS COM              968223206     3782   241076 SH       DEFINED 01                  241076
WILLAMETTE INDUSTRIES, INC     COM              969133107    16322   378472 SH       DEFINED 01                  378472
WILLIAMS COS, INC              COM              969457100   110408  2949120 SH       DEFINED 01                 2949120
WILLIAMS-SONOMA, INC           COM              969904101     9832   202467 SH       DEFINED 01                  202467
WILMAR INDUSTRIES, INC         COM              971426101       42     3300 SH       DEFINED 01                    3300
WILMINGTON TRUST CORP          COM              971807102     8727   179700 SH       DEFINED 01                  179700
WIND RIVER SYSTEMS, INC        COM              973149107     2133   112275 SH       DEFINED 01                  112275
WINDMERE-DURABLE HOLDINGS, INC COM              973411101     1903   157725 SH       DEFINED 01                  157725
WINN DIXIE STORES, INC         COM              974280109     2534    85368 SH       DEFINED 01                   85368
WINNEBAGO INDUSTRIES, INC      COM              974637100     2190    91496 SH       DEFINED 01                   91496
WINSTAR COMMUNICATIONS, INC    COM              975515107    18082   462900 SH       DEFINED 01                  462900
WINSTON HOTELS, INC            COM              97563A102        1      100 SH       DEFINED 01                     100
WISCONSIN CENTRAL TRANSIT CORP COM              976592105     4873   356050 SH       DEFINED 01                  356050
WISCONSIN ENERGY CORP          COM              976657106    19021   811581 SH       DEFINED 01                  811581
WOLVERINE TUBE, INC            COM              978093102     1936   124900 SH       DEFINED 01                  124900
WOLVERINE WORLD WIDE, INC      COM              978097103      246    21649 SH       DEFINED 01                   21649
WOODHEAD INDUSTRIES, INC       COM              979438108     2928   289200 SH       DEFINED 01                  289200
WOODWARD GOVERNOR CO           COM              980745103      421    16900 SH       DEFINED 01                   16900
WORKFLOW MANAGEMENT, INC       COM              98137N109       70     5414 SH       DEFINED 01                    5414
WORLD ACCESS, INC              COM              98141A101     4014   358751 SH       DEFINED 01                  358751
WORLD COLOR PRESS, INC         COM              981443104       52     1400 SH       DEFINED 01                    1400
WORLDGATE COMMUNICATIONS, INC  COM              98156L307     1745    76300 SH       DEFINED 01                   76300
WORTHINGTON FOODS, INC         COM              981809106       41     2866 SH       DEFINED 01                    2866
WORTHINGTON INDUSTRIES, INC    COM              981811102    12068   709882 SH       DEFINED 01                  709882
WRIGLEY (WM) JR CO             COM              982526105     8497   123485 SH       DEFINED 01                  123485
WYMAN-GORDON CO                COM              983085101     3870   207100 SH       DEFINED 01                  207100
WYNDHAM INTERNATIONAL, INC     COM              983101106      594   226272 SH       DEFINED 01                  226272
WYNN'S INTERNATIONAL, INC      COM              983195108      954    59873 SH       DEFINED 01                   59873
X RITE, INC                    COM              983857103      400    61500 SH       DEFINED 01                   61500
XCEED, INC                     COM              98388N105      373    17400 SH       DEFINED 01                   17400
XILINX, INC                    COM              983919101   203534  3105900 SH       DEFINED 01                 3105900
XIRCOM, INC                    COM              983922105     9895   231800 SH       DEFINED 01                  231800
XOMED SURGICAL PRODUCTS, INC   COM              98412V107     1878    32950 SH       DEFINED 01                   32950
XEROX CORP                     COM              984121103   542997 12947774 SH       DEFINED 01                12947774
XOOM.COM, INC                  COM              98413F101     2774    55900 SH       DEFINED 01                   55900
XTRA CORP                      COM              984138107     4047   101800 SH       DEFINED 01                  101800
YAHOO, INC                     COM              984332106   163294   909718 SH       DEFINED 01                  909718
YANKEE ENERGY SYSTEMS, INC     COM              984779108    17822   417500 SH       DEFINED 01                  417500
YELLOW CORP                    COM              985509108     7162   432400 SH       DEFINED 01                  432400
YORK INTERNATIONAL CORP        COM              986670107    27335   760630 SH       DEFINED 01                  760630
YORK RESEARCH CORP             COM              987048105      367    87535 SH       DEFINED 01                   87535
YOUNG & RUBICAM, INC           COM              987425105    14905   338753 SH       DEFINED 01                  338753
YOUNG BROADCASTING, INC (CLASS COM              987434107     4200    80200 SH       DEFINED 01                   80200
ZALE CORP                      COM              988858106    23805   621327 SH       DEFINED 01                  621327
ZAPATA CORP                    COM              989070503       23     4600 SH       DEFINED 01                    4600
ZEBRA TECHNOLOGY CORP          COM              989207105     8457   186000 SH       DEFINED 01                  186000
ZENITH NATIONAL INSURANCE CORP COM              989390109      847    39642 SH       DEFINED 01                   39642
ZIFF-DAVIS, INC                COM              989511100     2615   162200 SH       DEFINED 01                  162200
ZDNET                          COM              989511209     1279    60000 SH       DEFINED 01                   60000
ZILA, INC                      COM              989513205      192    57938 SH       DEFINED 01                   57938
ZIONS BANCORP                  COM              989701107    11466   208000 SH       DEFINED 01                  208000
ZONAGEN, INC                   COM              98975L108       22     7600 SH       DEFINED 01                    7600
ZOLTEK COS, INC                COM              98975W104       43     5380 SH       DEFINED 01                    5380
ZOMAX, INC                     COM              989929104     2490    96244 SH       DEFINED 01                   96244
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