TIAA CREF INVESTMENT MANAGEMENT LLC
13F-HR, 1999-05-13
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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: March 31, 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:  28-3194

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:

Richard Schlefer              New York, NY                  May 13, 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:  3301

Form 13F Information Table Value Total:  $  112,231,371 (thousands)



List of Other Included Managers:

No.  13F File Number     Name
01   28-1603             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   259350  3005237 SH       DEFINED 01                 3005237
ACE LTD                        COM              G0070K103    33679  1079882 SH       DEFINED 01                 1079882
CORECOMM LTD                   COM              G2422R109     3017    82083 SH       DEFINED 01                   82083
FRUIT OF THE LOOM LTD (CLASS A COM              G3682L105     9274   893837 SH       DEFINED 01                  893837
GLOBALSTAR TELECOMMUNICATIONS  COM              G3930H104    17555  1265200 SH       DEFINED 01                 1265200
LORAL SPACE & COMMUNICATIONS L COM              G56462107    23308  1614400 SH       DEFINED 01                 1614400
RSL COMMUNICATIONS LTD (CLASS  COM              G7702U102     4492   125000 SH       DEFINED 01                  125000
SANTA FE INTERNATIONAL CORP    COM              G7805C108      280    15000 SH       DEFINED 01                   15000
SCOTTISH ANNUITY & LIFE HOLDIN COM              G7885T104      390    40000 SH       DEFINED 01                   40000
TOMMY HILFIGER CORP            COM              G8915Z102      613     8900 SH       DEFINED 01                    8900
TRITON ENERGY LTD              COM              G90751101     1101   139835 SH       DEFINED 01                  139835
XOMA LTD                       COM              G9825R107      154    50203 SH       DEFINED 01                   50203
XL CAPITAL LTD                 COM              G98255105   117084  1927311 SH       DEFINED 01                 1927311
MILLICOM INTERNATIONAL CELLULA COM              L6388F102       81     3123 SH       DEFINED 01                    3123
OMI CORP (NEW)                 COM              Y6476W104      763   381500 SH       DEFINED 01                  381500
AAR CORP                       COM              000361105     2721   152775 SH       DEFINED 01                  152775
ABR INFORMATION SERVICES, INC  COM              00077R108      579    33300 SH       DEFINED 01                   33300
ADC TELECOMMUNICATIONS, INC    COM              000886101    65554  1374658 SH       DEFINED 01                 1374658
ADE CORP                       COM              00089C107       31     3300 SH       DEFINED 01                    3300
AFC CABLE SYSTEMS, INC         COM              000950105     3758   126325 SH       DEFINED 01                  126325
ABM INDUSTRIES, INC            COM              000957100      395    12943 SH       DEFINED 01                   12943
ACT MANUFACTURING, INC         COM              000973107        5      300 SH       DEFINED 01                     300
AEP INDUSTRIES, INC            COM              001031103      130     5200 SH       DEFINED 01                    5200
AFLAC, INC                     COM              001055102   132316  2430607 SH       DEFINED 01                 2430607
AGCO CORP                      COM              001084102     4099   624600 SH       DEFINED 01                  624600
AGL RESOURCES, INC             COM              001204106     9628   548200 SH       DEFINED 01                  548200
AHL SERVICES, INC              COM              001296102      117     5700 SH       DEFINED 01                    5700
AES CORP                       COM              00130H105     4685   125768 SH       DEFINED 01                  125768
AK STEEL HOLDINGS CORP         COM              001547108     5408   239700 SH       DEFINED 01                  239700
AMB PROPERTY CORP              COM              00163T109     5466   263400 SH       DEFINED 01                  263400
AMC ENTERTAINMENT, INC         COM              001669100      439    28550 SH       DEFINED 01                   28550
AMLI RESIDENTIAL PROPERTIES TR COM              001735109      456    22100 SH       DEFINED 01                   22100
AMR CORP                       COM              001765106    86958  1484874 SH       DEFINED 01                 1484874
APAC TELESERVICES, INC         COM              00185E106      661   197600 SH       DEFINED 01                  197600
ARM FINANCIAL GROUP, INC (CLAS COM              001944107     2281   152700 SH       DEFINED 01                  152700
AT & T CORP                    COM              001957109  2479795 31070256 SH       DEFINED 01                31070256
AT & T CORP - LIBERTY MEDIA (C COM              001957208   210719  4004157 SH       DEFINED 01                 4004157
ATMI, INC                      COM              00207R101      134     6700 SH       DEFINED 01                    6700
AVT CORP                       COM              002420107     1877    78600 SH       DEFINED 01                   78600
AVX CORP                       COM              002444107      915    57200 SH       DEFINED 01                   57200
AAMES FINANCIAL CORP           COM              00253A101       18    10400 SH       DEFINED 01                   10400
AARON RENTS, INC               COM              002535201     1480    94725 SH       DEFINED 01                   94725
AAVID THERMAL TECHNOLOGIES, IN COM              002539104      656    47700 SH       DEFINED 01                   47700
ABACUS DIRECT CORP             COM              002553105    12636   154100 SH       DEFINED 01                  154100
ABBOTT LABORATORIES CO         COM              002824100   639667 13664451 SH       DEFINED 01                13664451
ABERCROMBIE & FITCH CO (CLASS  COM              002896207    33772   367092 SH       DEFINED 01                  367092
ABITIBI CONSOLIDATED, INC      COM              003924107     4315   483500 SH       DEFINED 01                  483500
ACCEPTANCE INSURANCE COS, INC  COM              004308102      105     7783 SH       DEFINED 01                    7783
ACCLAIM ENTERTAINMENT, INC     COM              004325205    11246  1258300 SH       DEFINED 01                 1258300
ACKERLEY GROUP, INC            COM              004527107      499    29454 SH       DEFINED 01                   29454
ACNEILSEN CORP                 COM              004833109    27256  1004839 SH       DEFINED 01                 1004839
ACTIVISION, INC                COM              004930202       58     4700 SH       DEFINED 01                    4700
ACTION PERFORMANCE COS, INC    COM              004933107     1458    48400 SH       DEFINED 01                   48400
ACTEL CORP                     COM              004934105     2984   181520 SH       DEFINED 01                  181520
ACUSON CORP                    COM              005113105     2407   161136 SH       DEFINED 01                  161136
ACX TECHNOLOGIES, INC          COM              005123104     2080   158447 SH       DEFINED 01                  158447
ACXIOM CORP                    COM              005125109     6385   240940 SH       DEFINED 01                  240940
ADAC LABORATORIES, INC         COM              005313200     4548   333775 SH       DEFINED 01                  333775
ADAPTEC, INC                   COM              00651F108    75586  3313350 SH       DEFINED 01                 3313350
ADECCO S.A. ADR                ADR              006754105    13875   218500 SH       DEFINED 01                  218500
ADELPHIA COMMUNICATIONS CORP ( COM              006848105    18895   299926 SH       DEFINED 01                  299926
ADMINSTAFF, INC                COM              007094105       28     2124 SH       DEFINED 01                    2124
ADOBE SYSTEMS, INC             COM              00724F101    51290   903796 SH       DEFINED 01                  903796
ADTRAN, INC                    COM              00738A106     1531    93159 SH       DEFINED 01                   93159
ADVANCE PARADIGM, INC          COM              007491103     1131    17900 SH       DEFINED 01                   17900
ADVANCED LIGHTING TECHNOLOGIES COM              00753C102     1295   167100 SH       DEFINED 01                  167100
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105     5071   528550 SH       DEFINED 01                  528550
ADVANCED TISSUE SCIENCE CO     COM              00755F103      754   349650 SH       DEFINED 01                  349650
ADVEST GROUP, INC              COM              007566102      640    34575 SH       DEFINED 01                   34575
ADVANTAGE LEARNING SYSTEMS, IN COM              00757K100      503    16200 SH       DEFINED 01                   16200
ADVANTICA RESTAURANT GROUP, IN COM              00758B109      172    34300 SH       DEFINED 01                   34300
ADVO, INC                      COM              007585102     7194   372530 SH       DEFINED 01                  372530
AERIAL COMMUNICATIONS, INC     COM              007655103       29     3700 SH       DEFINED 01                    3700
AEROQUIP-VICKERS, INC          COM              007869100     1812    31616 SH       DEFINED 01                   31616
ADVANCED MICRO DEVICES, INC    COM              007903107     2664   171857 SH       DEFINED 01                  171857
AEGON NV ARS                   ADR              007924103     2761    30716 SH       DEFINED 01                   30716
ADVANTA CORP (CLASS A)         COM              007942105      450    40718 SH       DEFINED 01                   40718
ADVANTA CORP (CLASS B)         COM              007942204      924   103397 SH       DEFINED 01                  103397
ADVANCED ENERGY INDUSTRIES, IN COM              007973100       57     2400 SH       DEFINED 01                    2400
ADVENT SOFTWARE, INC           COM              007974108     4310    86200 SH       DEFINED 01                   86200
AETNA, INC                     COM              008117103    93974  1132215 SH       DEFINED 01                 1132215
AFFILIATED COMPUTER SERVICES,I COM              008190100     3407    74467 SH       DEFINED 01                   74467
AFFILIATED MANAGERS GROUP, INC COM              008252108     6795   261349 SH       DEFINED 01                  261349
AFFYMETRIX, INC                COM              00826T108     7481   214900 SH       DEFINED 01                  214900
AFTERMARKET TECHNOLOGY CORP    COM              008318107       46     6700 SH       DEFINED 01                    6700
AG-CHEM EQUIPMENT CO, INC      COM              008363103       23     2300 SH       DEFINED 01                    2300
AGNICO EAGLE MINES LTD         COM              008474108       59    10900 SH       DEFINED 01                   10900
AGOURON PHARMACEUTICALS, INC   COM              008488108     1756    31038 SH       DEFINED 01                   31038
AGRIBRANDS INTERNATIONAL, INC  COM              00849R105     2251    68484 SH       DEFINED 01                   68484
AGRIBIOTECH, INC               COM              008494106      496    79428 SH       DEFINED 01                   79428
AGRITOPE, INC                  COM              00855D107       36    16972 SH       DEFINED 01                   16972
AGRIUM, INC                    COM              008916108     1981   214851 SH       DEFINED 01                  214851
AIR EXPRESS INTERNATIONAL CORP COM              009104100      423    27993 SH       DEFINED 01                   27993
AIR PRODUCTS & CHEMICALS, INC  COM              009158106    40098  1170757 SH       DEFINED 01                 1170757
AIRBORNE FREIGHT CORP          COM              009266107    16384   526400 SH       DEFINED 01                  526400
AIRGAS, INC                    COM              009363102      217    25900 SH       DEFINED 01                   25900
AIRNET SYSTEMS, INC            COM              009417106        9     1313 SH       DEFINED 01                    1313
AIRTRAN HOLDINGS, INC          COM              00949P108      347    82800 SH       DEFINED 01                   82800
AIRTOUCH COMMUNICATIONS, INC   COM              00949T100   488964  5060430 SH       DEFINED 01                 5060430
AIRTOUCH COMMUNICATIONS, INC C PFD              00949T209    10444   132625 SH       DEFINED 01                  132625
AIRTOUCH COMMUNICATIONS, INC C PFD              00949T308    11454    85158 SH       DEFINED 01                   85158
ALABAMA NATIONAL BANCORP       COM              010317105      314    13500 SH       DEFINED 01                   13500
ALAMO GROUP, INC               COM              011311107       40     5076 SH       DEFINED 01                    5076
ALARIS MEDICAL, INC            COM              011637105      324   102500 SH       DEFINED 01                  102500
ALASKA AIR GROUP, INC          COM              011659109    12883   271229 SH       DEFINED 01                  271229
ALBANY INTERNATIONAL CORP (CLA COM              012348108     7745   413093 SH       DEFINED 01                  413093
ALBEMARLE CORP                 COM              012653101     3578   170906 SH       DEFINED 01                  170906
ALBERTA ENERGY LTD             COM              012873105     7360   299300 SH       DEFINED 01                  299300
ALBERTO CULVER CO (CLASS B)    COM              013068101     6581   281551 SH       DEFINED 01                  281551
ALBERTO CULVER CO (CLASS A)    COM              013068200      482    22700 SH       DEFINED 01                   22700
ALBERTSON'S, INC               COM              013104104    78767  1450256 SH       DEFINED 01                 1450256
ALCAN ALUMINIUM CO LTD         COM              013716105    13303   517600 SH       DEFINED 01                  517600
ALCOA, INC                     COM              013817101    83387  2024562 SH       DEFINED 01                 2024562
ALCATEL S.A. ADR               ADR              013904305      147     6464 SH       DEFINED 01                    6464
ALEXANDER & BALDWIN, INC       COM              014482103     6332   322634 SH       DEFINED 01                  322634
ALEXANDER'S, INC               COM              014752109       88     1300 SH       DEFINED 01                    1300
ALEXANDRIA REAL ESTATE EQUITIE COM              015271109      197     7448 SH       DEFINED 01                    7448
ALFA CORP                      COM              015385107     1806   112000 SH       DEFINED 01                  112000
ALGOS PHARMACEUTICAL CORP      COM              015869100       64     2600 SH       DEFINED 01                    2600
ALIANT COMMUNICATIONS, INC     COM              016090102    20354   497200 SH       DEFINED 01                  497200
ALKERMES, INC                  COM              01642T108     2839   104200 SH       DEFINED 01                  104200
ALLEGHANY CORP (DELAWARE)      COM              017175100    19546   106300 SH       DEFINED 01                  106300
ALLEGHENY ENERGY, INC          COM              017361106    47101  1596644 SH       DEFINED 01                 1596644
ALLEGHENY TELEDYNE, INC        COM              017415100     8424   444855 SH       DEFINED 01                  444855
ALLEN TELECOM, INC             COM              018091108       61    10085 SH       DEFINED 01                   10085
ALLERGAN, INC                  COM              018490102    74279   845279 SH       DEFINED 01                  845279
ALLERGAN SPECIALTY THERAPEUTIC COM              018494104      398    39792 SH       DEFINED 01                   39792
ALLIANCE SEMICONDUCTOR CORP    COM              01877H100       30    12000 SH       DEFINED 01                   12000
ALLIANCE PHARMACEUTICAL CORP   COM              018773101       67    24200 SH       DEFINED 01                   24200
ALLIED CAPITAL CORP            COM              01903Q108       43     2340 SH       DEFINED 01                    2340
ALLIED IRISH BANK PLC (SPONS A ADR              019228402      818     7900 SH       DEFINED 01                    7900
ALLIED PRODUCTS CORP           COM              019411107       17     5730 SH       DEFINED 01                    5730
ALLIED SIGNAL, INC             COM              019512102   483295  9825571 SH       DEFINED 01                 9825571
ALLIED WASTE INDUSTRIES, INC   COM              019589308    20259  1403235 SH       DEFINED 01                 1403235
ALLMERICA FINANCIAL CORP       COM              019754100    22371   406287 SH       DEFINED 01                  406287
ALLSTATE CORP                  COM              020002101   701324 18922740 SH       DEFINED 01                18922740
ALLTEL CORP                    COM              020039103   104732  1679068 SH       DEFINED 01                 1679068
ALLTRISTA CORP                 COM              020040101     2508   128610 SH       DEFINED 01                  128610
ALPHARMA, INC (CLASS A)        COM              020813101     6902   175841 SH       DEFINED 01                  175841
ALPINE GROUP, INC              COM              020825105      463    45739 SH       DEFINED 01                   45739
ALTAIR INTERNATIONAL, INC      COM              02136W102       18     3000 SH       DEFINED 01                    3000
ALTERA CORP                    COM              021441100   172308  2895940 SH       DEFINED 01                 2895940
ALTERNATIVE LIVING SERVICES, I COM              02145K107       92     4600 SH       DEFINED 01                    4600
ALTERNATIVE RESOURCES CORP     COM              02145R102      241    37800 SH       DEFINED 01                   37800
ALYDAAR SOFTWARE CORP          COM              022610109      102    18500 SH       DEFINED 01                   18500
ALZA CORP                      COM              022615108     5578   145824 SH       DEFINED 01                  145824
ALZA CORP WTS 12/31/99                          022615157        1     6680 SH       DEFINED 01                    6680
AMAZON.COM, INC                COM              023135106    71364   414453 SH       DEFINED 01                  414453
AMBAC FINANCIAL GROUP, INC     COM              023139108    34569   640163 SH       DEFINED 01                  640163
AMBASSADORS INTERNATIONAL, INC COM              023178106       36     2200 SH       DEFINED 01                    2200
AMCAST INDUSTRIAL CORP         COM              023395106       26     1619 SH       DEFINED 01                    1619
AMCOL INTERNATIONAL CORP       COM              02341W103     1486   148550 SH       DEFINED 01                  148550
AMERADA HESS CORP              COM              023551104    59157  1175800 SH       DEFINED 01                 1175800
AMERCO                         COM              023586100       71     3300 SH       DEFINED 01                    3300
AMEREN CORP                    COM              023608102    37002  1022494 SH       DEFINED 01                 1022494
AMERICA ONLINE, INC            COM              02364J104  1171555  8024347 SH       DEFINED 01                 8024347
AMERICA WEST HOLDINGS CORP (CL COM              023657208     9927   520780 SH       DEFINED 01                  520780
AMERICAN ANNUITY GROUP, INC    COM              023840101     4074   187301 SH       DEFINED 01                  187301
AMCORE FINANCIAL, INC          COM              023912108     2751   133000 SH       DEFINED 01                  133000
AMERICAN BANKERS INSURANCE GRO COM              024456105      655    12600 SH       DEFINED 01                   12600
AMERICAN BUSINESS PRODUCTS, IN COM              024763104     2459   175645 SH       DEFINED 01                  175645
AMERICAN CLASSIC VOYAGES CO    COM              024928103       36     2200 SH       DEFINED 01                    2200
AMERICAN EAGLE OUTFITTERS, INC COM              02553D108     8366   116700 SH       DEFINED 01                  116700
AMERICAN ECOLOGY CORP          COM              025533100      431   176685 SH       DEFINED 01                  176685
AMERICAN ELECTRIC POWER CO, IN COM              025537101    38122   960554 SH       DEFINED 01                  960554
AMERICAN EXPRESS CO            COM              025816109   445132  3788360 SH       DEFINED 01                 3788360
AMERICAN FINANCIAL GROUP, INC  COM              025932104     9603   272908 SH       DEFINED 01                  272908
AMERICAN FREIGHTWAYS CORP      COM              02629V108     4679   363400 SH       DEFINED 01                  363400
AMERICAN GENERAL CORP          COM              026351106   128219  1818714 SH       DEFINED 01                 1818714
AMERICAN GREETINGS CORP (CLASS COM              026375105    28062  1105900 SH       DEFINED 01                 1105900
AMERICAN HEALTH PROPERTIES, IN COM              026494104     2972   163400 SH       DEFINED 01                  163400
AMERICAN HERITAGE LIFE INVESTM COM              026522102     2178    93437 SH       DEFINED 01                   93437
AMERICAN HOME PRODUCTS CORP    COM              026609107  1089741 16701008 SH       DEFINED 01                16701008
AMERICAN HOMEPATIENT, INC      COM              026649103      369   280820 SH       DEFINED 01                  280820
AMERICAN HOMESTAR CORP         COM              026651109     1523   208300 SH       DEFINED 01                  208300
AMERICAN INTERNATIONAL GROUP,  COM              026874107  1283028 10636500 SH       DEFINED 01                10636500
AMERICAN ITALIAN PASTA CO (CLA COM              027070101      605    24200 SH       DEFINED 01                   24200
AMERICAN MANAGEMENT SYSTEMS, I COM              027352103    25905   759125 SH       DEFINED 01                  759125
AMERICAN MEDIA, INC (CLASS A)  COM              02744L100     1162   211322 SH       DEFINED 01                  211322
AMERICAN MEDICAL SECURITY GROU COM              02744P101      910    65000 SH       DEFINED 01                   65000
AMERICAN MOBILE SATELLITE CORP COM              02755R103     1504   200500 SH       DEFINED 01                  200500
AMERICAN NATIONAL INSURANCE CO COM              028591105    15655   234100 SH       DEFINED 01                  234100
AMERICAN ONCOLOGY RESOURCES, I COM              028910107     1455   161650 SH       DEFINED 01                  161650
AMERICAN RESIDENTIAL SERVICES, COM              028911105       30     5500 SH       DEFINED 01                    5500
AMERICAN RETIREMENT CORP       COM              028913101      233    16178 SH       DEFINED 01                   16178
AMERICAN POWER CONVERSION CORP COM              029066107    34967  1295080 SH       DEFINED 01                 1295080
AMERICAN SAFETY RAZOR CO       COM              029362100       80     5800 SH       DEFINED 01                    5800
AMERICAN SKIING CO             COM              029654308      229    54576 SH       DEFINED 01                   54576
AMERICAN SOFTWARE, INC (CLASS  COM              029683109       32    10300 SH       DEFINED 01                   10300
AMERICAN STANDARD COS, INC     COM              029712106    39133  1138417 SH       DEFINED 01                 1138417
AMERICAN STATES WATER CO       COM              029899101       29     1200 SH       DEFINED 01                    1200
AMERICAN TOWER SYSTEMS (CLASS  COM              029912201   133515  5449607 SH       DEFINED 01                 5449607
AMERICAN STORES CO             COM              030096101    39220  1188478 SH       DEFINED 01                 1188478
AMERICAN WATER WORKS CO, INC   COM              030411102     5650   194406 SH       DEFINED 01                  194406
AMERICREDIT CORP               COM              03060R101    10960   835020 SH       DEFINED 01                  835020
AMERIN CORP                    COM              03070X106     8032   395400 SH       DEFINED 01                  395400
AMERIPATH, INC                 COM              03071D109      491    54600 SH       DEFINED 01                   54600
AMERISOURCE HEALTH CORP (CLASS COM              03071P102    13911   406900 SH       DEFINED 01                  406900
AMERON INTERNATIONAL CORP      COM              030710107       14      400 SH       DEFINED 01                     400
AMERITRADE HOLDINGS CORP (CLAS COM              03072H109      735    11900 SH       DEFINED 01                   11900
AMERUS LIFE HOLDINGS, INC (CLA COM              030732101     1563    65130 SH       DEFINED 01                   65130
AMES DEPARTMENT STORES, INC    COM              030789507      939    25300 SH       DEFINED 01                   25300
AMERITECH CORP                 COM              030954101   788231 13619543 SH       DEFINED 01                13619543
AMETEK, INC                    COM              031100100     5752   315200 SH       DEFINED 01                  315200
AMF BOWLING, INC               COM              03113V109      928   232100 SH       DEFINED 01                  232100
AMGEN, INC                     COM              031162100   335065  4474998 SH       DEFINED 01                 4474998
AMKOR TECHNOLOGY, INC          COM              031652100     1196   151900 SH       DEFINED 01                  151900
AMP, INC                       COM              031897101    80350  1496630 SH       DEFINED 01                 1496630
AMRESCO, INC                   COM              031909104      256    33350 SH       DEFINED 01                   33350
AMPEX CORP (CLASS A)           COM              032092108       58    21720 SH       DEFINED 01                   21720
AMPHENOL CORP (CLASS A)        COM              032095101     2389    62445 SH       DEFINED 01                   62445
AMSOUTH BANCORP                COM              032165102    41082   902905 SH       DEFINED 01                  902905
AMTRAN INC                     COM              03234G106       38     2000 SH       DEFINED 01                    2000
AMYLIN PHARMACEUTICALS, INC    COM              032346108       87    81550 SH       DEFINED 01                   81550
ANACOMP, INC                   COM              032371106       35     2200 SH       DEFINED 01                    2200
ANADARKO PETROLEUM CORP        COM              032511107    36910   977744 SH       DEFINED 01                  977744
ANADIGICS, INC                 COM              032515108       78     4400 SH       DEFINED 01                    4400
ANALOG DEVICES, INC            COM              032654105    70766  2378702 SH       DEFINED 01                 2378702
ANALOGIC CORP                  COM              032657207     2994    90900 SH       DEFINED 01                   90900
ANALYSTS INTERNATIONAL CORP    COM              032681108     2442   212350 SH       DEFINED 01                  212350
ANCHOR BANCORP WISCONSIN, INC  COM              032839102     9170   596400 SH       DEFINED 01                  596400
ANCHOR GAMING CO               COM              033037102     5224   119395 SH       DEFINED 01                  119395
ANDOVER BANCORP, INC           COM              034258103       95     3500 SH       DEFINED 01                    3500
ANDREW CORP                    COM              034425108    16542  1343480 SH       DEFINED 01                 1343480
ANDRX CORP                     COM              034551101     1075    11800 SH       DEFINED 01                   11800
ANGELICA CORP                  COM              034663104       17     1195 SH       DEFINED 01                    1195
ANHEUSER BUSCH COS, INC        COM              035229103   276452  3628574 SH       DEFINED 01                 3628574
ANICOM, INC                    COM              035250109      720    82300 SH       DEFINED 01                   82300
ANIXTER INTERNATIONAL, INC     COM              035290105     3703   310202 SH       DEFINED 01                  310202
ANN TAYLOR STORES CORP         COM              036115103     6701   151659 SH       DEFINED 01                  151659
ANTEC CORP                     COM              03664P105     3803   176900 SH       DEFINED 01                  176900
ANSWERTHINK CONSULTING GROUP   COM              036916104     4270   152500 SH       DEFINED 01                  152500
ANTHRACITE CAPITAL, INC        COM              037023108       38     5000 SH       DEFINED 01                    5000
AON CORP                       COM              037389103    30177   477101 SH       DEFINED 01                  477101
APACHE CORP                    COM              037411105   100646  3861724 SH       DEFINED 01                 3861724
APARTMENT INVESTMENT & MANAGEM COM              03748R101    14721   406107 SH       DEFINED 01                  406107
APHTON CORP                    COM              03759P101       18     1100 SH       DEFINED 01                    1100
APOGEE ENTERPRISES, INC        COM              037598109     3995   336400 SH       DEFINED 01                  336400
APOLLO GROUP, INC (CLASS A)    COM              037604105     1042    34887 SH       DEFINED 01                   34887
APPLE COMPUTER, INC            COM              037833100    67940  1890494 SH       DEFINED 01                 1890494
APPLEBEE'S INTERNATIONAL, INC  COM              037899101    11950   481597 SH       DEFINED 01                  481597
APPLIED INNOVATION, INC        COM              037916103       22     6600 SH       DEFINED 01                    6600
APRIA HEALTHCARE GROUP, INC    COM              037933108     8589   723253 SH       DEFINED 01                  723253
APPLIED GRAPHICS TECHNOLOGIES, COM              037937109       97    12900 SH       DEFINED 01                   12900
APPLIED ANALYTICAL INDUSTRIES, COM              037939105       64     5800 SH       DEFINED 01                    5800
APEX PC SOLUTIONS, INC         COM              037945102     2622   188100 SH       DEFINED 01                  188100
APPLIED INDUSTRIAL TECHNOLOGIE COM              03820C105     3059   274941 SH       DEFINED 01                  274941
APPLIED MAGNETICS CORP         COM              038213104       33     7769 SH       DEFINED 01                    7769
APPLIED MICRO CIRUCUITS CORP   COM              03822W109     5399   126300 SH       DEFINED 01                  126300
APPLIED MATERIALS, INC         COM              038222105   214689  3480260 SH       DEFINED 01                 3480260
APPLIED POWER, INC (CLASS A)   COM              038225108     5684   208569 SH       DEFINED 01                  208569
APTARGROUP, INC                COM              038336103     9310   358058 SH       DEFINED 01                  358058
AQUA ALLIANCE, INC             COM              038367108     1114   495044 SH       DEFINED 01                  495044
AQUARION CO                    COM              03838W101      721    26229 SH       DEFINED 01                   26229
AQUILA GAS PIPELINE CORP       COM              03839B106      320    44106 SH       DEFINED 01                   44106
AQUILA BIOPHARMACEUTICALS, INC COM              03839F107      174    84349 SH       DEFINED 01                   84349
ARCADIA FINANCIAL LTD          COM              039101100     1920   404281 SH       DEFINED 01                  404281
ARCH CHEMICALS, INC            COM              03937R102     6140   366595 SH       DEFINED 01                  366595
ARCH COAL, INC                 COM              039380100     2249   169766 SH       DEFINED 01                  169766
ARCH COMMUNICATIONS GROUP, INC COM              039381108       91    66000 SH       DEFINED 01                   66000
ARCHER DANIELS MIDLAND CO      COM              039483102    95188  6480884 SH       DEFINED 01                 6480884
ARCHSTONE COMMUNITIES TRUST    COM              039581103    13398   665732 SH       DEFINED 01                  665732
ARCTIC CAT, INC                COM              039670104     2968   298700 SH       DEFINED 01                  298700
ARDEN REALTY GROUP, INC        COM              039793104     9970   448100 SH       DEFINED 01                  448100
AREA BANCSHARES CORP           COM              039872106      299    12800 SH       DEFINED 01                   12800
ARGONAUT GROUP, INC            COM              040157109     6328   246352 SH       DEFINED 01                  246352
ARGOSY GAMING CORP             COM              040228108     1030   193800 SH       DEFINED 01                  193800
ARIS CORP                      COM              04040A101      455    54300 SH       DEFINED 01                   54300
ARMCO, INC                     COM              042170100     6259  1410536 SH       DEFINED 01                 1410536
ARMSTRONG WORLD INDUSTRIES, IN COM              042476101    27418   606760 SH       DEFINED 01                  606760
ARNOLD INDUSTRIES, INC         COM              042595108     5934   398900 SH       DEFINED 01                  398900
ARQULE, INC                    COM              04269E107       10     2100 SH       DEFINED 01                    2100
ARROW ELECTRONICS, INC         COM              042735100    20912  1394108 SH       DEFINED 01                 1394108
ARROW INTERNATIONAL, INC       COM              042764100     4632   214834 SH       DEFINED 01                  214834
ARTISAN COMPONENTS, INC        COM              042923102      447    86200 SH       DEFINED 01                   86200
ARTESYN TECHNOLOGIES, INC      COM              043127109      351    28374 SH       DEFINED 01                   28374
ARVIN INDUSTRIES, INC          COM              043339100     1822    54100 SH       DEFINED 01                   54100
ASARCO, INC                    COM              043413103     9620   699627 SH       DEFINED 01                  699627
ASCEND COMMUNICATIONS, INC     COM              043491109   315436  3769217 SH       DEFINED 01                 3769217
ASCENT ENTERTAINMENT GROUP, IN COM              043628106     4419   404062 SH       DEFINED 01                  404062
ASHLAND, INC                   COM              044204105    49475  1208559 SH       DEFINED 01                 1208559
ASIA PULP & PAPER CO LTD ADR   ADR              04516V100    21273  2540000 SH       DEFINED 01                 2540000
ASPECT DEVELOPMENT, INC        COM              045234101     4810   206900 SH       DEFINED 01                  206900
ASPECT TELECOMMUNICATIONS CORP COM              045237104     2878   434400 SH       DEFINED 01                  434400
ASPEN TECHNOLOGY, INC          COM              045327103      149    10500 SH       DEFINED 01                   10500
ASSISTED LIVING CONCEPTS, INC  COM              04543L109       15     4200 SH       DEFINED 01                    4200
ASSOCIATED BANC-CORP           COM              045487105    40041  1253722 SH       DEFINED 01                 1253722
ASSOCIATED ESTATES REALTY CORP COM              045604105       44     4200 SH       DEFINED 01                    4200
ASSOCIATED GROUP, INC (CLASS A COM              045651106      746    15057 SH       DEFINED 01                   15057
ASSOCIATED GROUP, INC (CLASS B COM              045651205    21784   449150 SH       DEFINED 01                  449150
AT HOME CORP SERIES A          COM              045919107     5111    32450 SH       DEFINED 01                   32450
@ENTERTAINMENT, INC            COM              045920105     1472   154900 SH       DEFINED 01                  154900
ASSOCIATES FIRST CAPITAL CORP  COM              046008108   449731  9994014 SH       DEFINED 01                 9994014
ASTEC INDUSTRIES, INC          COM              046224101      855    27700 SH       DEFINED 01                   27700
ASTORIA FINANCIAL CORP         COM              046265104    47171   943425 SH       DEFINED 01                  943425
ASYST TECHNOLOGIES, INC        COM              04648X107      294    21400 SH       DEFINED 01                   21400
ATLANTIC COAST AIRLINES HOLDIN COM              048396105     1246    44300 SH       DEFINED 01                   44300
ATLANTIC RICHFIELD CO          COM              048825103   136821  1874257 SH       DEFINED 01                 1874257
ATLAS AIR, INC                 COM              049164106     6098   211650 SH       DEFINED 01                  211650
ATMEL CORP                     COM              049513104    33979  2237300 SH       DEFINED 01                 2237300
ATMOS ENERGY CORP              COM              049560105     4839   201118 SH       DEFINED 01                  201118
ATWOOD OCEANICS, INC           COM              050095108      530    17683 SH       DEFINED 01                   17683
AURA SYSTEMS, INC              COM              051526101        8    22126 SH       DEFINED 01                   22126
AURORA BIOSCIENCE CORP         COM              051920106       16     2400 SH       DEFINED 01                    2400
AUSPEX SYSTEMS, INC            COM              052116100     1121   104900 SH       DEFINED 01                  104900
AUTHENTIC FITNESS CORP         COM              052661105     2057   133268 SH       DEFINED 01                  133268
AUTODESK, INC                  COM              052769106    31773   785720 SH       DEFINED 01                  785720
AUTOLIV, INC                   COM              052800109    33121   881748 SH       DEFINED 01                  881748
AUTOMATIC DATA PROCESSING, INC COM              053015103   178353  4310638 SH       DEFINED 01                 4310638
AUTOTOTE CORP (CLASS A)        COM              053323101      501   276470 SH       DEFINED 01                  276470
AUTOZONE, INC                  COM              053332102     8179   269266 SH       DEFINED 01                  269266
AVADO BRANDS, INC              COM              05336P108     2198   370200 SH       DEFINED 01                  370200
AVALONBAY COMMUNITIES, INC     COM              053484101    13974   441863 SH       DEFINED 01                  441863
AVANT CORP                     COM              053487104     8844   498280 SH       DEFINED 01                  498280
AVATAR HOLDINGS, INC           COM              053494100     1993   109200 SH       DEFINED 01                  109200
AVERY DENNISON CORP            COM              053611109    18418   320306 SH       DEFINED 01                  320306
AVIALL, INC                    COM              05366B102     1938   125035 SH       DEFINED 01                  125035
AVID TECHNOLOGIES, INC         COM              05367P100     8305   476250 SH       DEFINED 01                  476250
AVIATION SALES CO              COM              053672101      214     4800 SH       DEFINED 01                    4800
AVIRON, INC                    COM              053762100     5644   278700 SH       DEFINED 01                  278700
AVISTA CORP                    COM              05379B107     7759   477500 SH       DEFINED 01                  477500
AVIS RENT A CAR, INC           COM              053790101    16556   597964 SH       DEFINED 01                  597964
AVNET, INC                     COM              053807103     1297    35410 SH       DEFINED 01                   35410
AVON PRODUCTS, INC             COM              054303102    57908  1230446 SH       DEFINED 01                 1230446
AVONDALE INDUSTRIES, INC       COM              054350103      204     6900 SH       DEFINED 01                    6900
AXENT TECHNOLOGIES, INC        COM              05459C108     1867    77600 SH       DEFINED 01                   77600
AXIOHM TRANSACTION SOLUTIONS,  COM              054602107        0       21 SH       DEFINED 01                      21
AXYS PHARMACEUTICALS, INC      COM              054635107      689   164559 SH       DEFINED 01                  164559
AYDIN CORP                     COM              054681101     3333   252750 SH       DEFINED 01                  252750
AZTEC TECHNOLOGY PARTNERS, INC COM              05480L101       22    13523 SH       DEFINED 01                   13523
AZTAR CORP                     COM              054802103     3585   744872 SH       DEFINED 01                  744872
BB&T CORP                      COM              054937107    57154  1579374 SH       DEFINED 01                 1579374
BA MERCHANT SERVICES, INC (CLA COM              055239107      634    31114 SH       DEFINED 01                   31114
BCE, INC                       COM              05534B109    70652  1601242 SH       DEFINED 01                 1601242
BEC ENERGY                     COM              05538M101     6306   171586 SH       DEFINED 01                  171586
BHC COMMUNICATIONS, INC (CLASS COM              055448104     9066    73855 SH       DEFINED 01                   73855
BISYS GROUP, INC               COM              055472104      976    17350 SH       DEFINED 01                   17350
BJ'S WHOLESALE CLUB, INC       COM              05548J106    29946  1132726 SH       DEFINED 01                 1132726
BJ SERVICES CO                 COM              055482103     3812   162638 SH       DEFINED 01                  162638
BJ SERVICES CO WTS 04/13/00                     055482111      424    21860 SH       DEFINED 01                   21860
BMC INDUSTRIES, INC            COM              055607105     2035   458579 SH       DEFINED 01                  458579
BOK FINANCIAL CORP             COM              05561Q201      674    26162 SH       DEFINED 01                   26162
BP AMOCO PLC -SPONS ADR        ADR              055622104   165281  1637455 SH       DEFINED 01                 1637455
BRE PROPERTIES, INC (CLASS A)  COM              05564E106     5382   237900 SH       DEFINED 01                  237900
BSB BANCORP, INC               COM              055652101      409    16800 SH       DEFINED 01                   16800
BT FINANCIAL CORP              COM              055763106      151     5700 SH       DEFINED 01                    5700
BMC SOFTWARE, INC              COM              055921100    84190  2271562 SH       DEFINED 01                 2271562
BWAY CORP                      COM              056039100      368    27880 SH       DEFINED 01                   27880
BACOU U.S.A., INC              COM              056439102      160    12173 SH       DEFINED 01                   12173
BAKER HUGHES, INC              COM              057224107    26163  1076110 SH       DEFINED 01                 1076110
BALDOR ELECTRIC CO             COM              057741100      757    37599 SH       DEFINED 01                   37599
BALDWIN & LYONS, INC (CLASS B) COM              057755209       23     1100 SH       DEFINED 01                    1100
BALL CORP                      COM              058498106     1261    26855 SH       DEFINED 01                   26855
BALLARD MEDICAL PRODUCTS CO    COM              058566100     1963    80533 SH       DEFINED 01                   80533
BALLY TOTAL FITNESS HOLDINGS C COM              05873K108      295    12343 SH       DEFINED 01                   12343
CONSTELLATION ENERGY GROUP     COM              059165100    49388  1946333 SH       DEFINED 01                 1946333
BANCFIRST CORP                 COM              05945F103       49     1400 SH       DEFINED 01                    1400
BANCFIRST OHIO CORP            COM              059450106      258    10300 SH       DEFINED 01                   10300
BANCO DE A. EDWARDS S.P.A. ADR ADR              059504100      439    38600 SH       DEFINED 01                   38600
BANCO DE GALICIA Y BUENOS AIRE ADR              059538207       82     5123 SH       DEFINED 01                    5123
BANCO SANTIAGO ADR             ADR              05965L105     3084   175000 SH       DEFINED 01                  175000
BANCORPSOUTH, INC              COM              059692103     4190   261851 SH       DEFINED 01                  261851
BANCTEC, INC                   COM              059784108      187    15200 SH       DEFINED 01                   15200
BANCWEST CORP                  COM              059790105    14518   341600 SH       DEFINED 01                  341600
BANDAG, INC                    COM              059815100      852    30300 SH       DEFINED 01                   30300
BANDAG, INC (CLASS A)          COM              059815308     2822   118800 SH       DEFINED 01                  118800
BANK OF GRANITE CORP           COM              062401104      334    15100 SH       DEFINED 01                   15100
BANK OF MONTREAL               COM              063671101    24916   622500 SH       DEFINED 01                  622500
BANK OF NEW YORK CO, INC       COM              064057102   194221  5404412 SH       DEFINED 01                 5404412
BANK ONE CORP                  COM              06423A103   658948 11967267 SH       DEFINED 01                11967267
BANK PLUS CORP                 COM              064446107       25     6000 SH       DEFINED 01                    6000
BANK UNITED CORP (CLASS A)     COM              065412108    11261   275500 SH       DEFINED 01                  275500
BANKATLANTIC BANCORP, INC (CLA COM              065908105      646    93100 SH       DEFINED 01                   93100
BANKATLANTIC BANCORP, INC (CLA COM              065908501       20     2850 SH       DEFINED 01                    2850
BANK OF AMERICA CORP           COM              06605F102  1340843 18985391 SH       DEFINED 01                18985391
BANKBOSTON CORP                COM              06605R106   131280  3030993 SH       DEFINED 01                 3030993
BANKERS TRUST CORP             COM              066365107    90480  1025270 SH       DEFINED 01                 1025270
BANKNORTH GROUP, INC           COM              06646L100     4215   149210 SH       DEFINED 01                  149210
BANKUNITED FINANCIAL CORP (CLA COM              06652B103        7     1000 SH       DEFINED 01                    1000
BANNER AEROSPACE, INC          COM              066525106        4      500 SH       DEFINED 01                     500
BANTA CORP                     COM              066821109     9033   475400 SH       DEFINED 01                  475400
BANYAN SYSTEMS, INC            COM              066908104      137    11200 SH       DEFINED 01                   11200
BARD (C.R.), INC               COM              067383109    30204   598838 SH       DEFINED 01                  598838
BARNES & NOBLE, INC            COM              067774109      553    17200 SH       DEFINED 01                   17200
BARNES GROUP, INC              COM              067806109     2333   124452 SH       DEFINED 01                  124452
BARRICK GOLD CORP              COM              067901108    18739  1098679 SH       DEFINED 01                 1098679
BARNETT, INC                   COM              068062108     1362   155700 SH       DEFINED 01                  155700
BARR LABORATORIES, INC         COM              068306109     1376    45100 SH       DEFINED 01                   45100
BARRA, INC                     COM              068313105       37     1500 SH       DEFINED 01                    1500
BARRETT RESOURCES CORP         COM              068480201     1043    41632 SH       DEFINED 01                   41632
BASSETT FURNITURE INDUSTRIES,  COM              070203104      707    31962 SH       DEFINED 01                   31962
BATTLE MOUNTAIN GOLD CO        COM              071593107      485   176264 SH       DEFINED 01                  176264
BAUSCH & LOMB, INC             COM              071707103    21659   333223 SH       DEFINED 01                  333223
BAXTER INTERNATIONAL, INC      COM              071813109   133338  2020276 SH       DEFINED 01                 2020276
BAY VIEW CAPITAL CORP          COM              07262L101    16402   869002 SH       DEFINED 01                  869002
BE AEROSPACE, INC              COM              073302101     2308   156498 SH       DEFINED 01                  156498
BEA SYSTEMS, INC               COM              073325102      541    34600 SH       DEFINED 01                   34600
BEAR STEARNS COS, INC          COM              073902108    70180  1570462 SH       DEFINED 01                 1570462
BECKMAN COULTER, INC           COM              075811109    18031   409787 SH       DEFINED 01                  409787
BECTON DICKINSON & CO          COM              075887109    48307  1260856 SH       DEFINED 01                 1260856
BED BATH & BEYOND, INC         COM              075896100    57645  1579320 SH       DEFINED 01                 1579320
BEDFORD PROPERTY INVESTORS, IN COM              076446301      560    38300 SH       DEFINED 01                   38300
BELCO OIL & GAS CORP           COM              077410108      741   124786 SH       DEFINED 01                  124786
BELDEN, INC                    COM              077459105     2925   171400 SH       DEFINED 01                  171400
BELL & HOWELL CO               COM              077852101    19474   664364 SH       DEFINED 01                  664364
BELL ATLANTIC CORP             COM              077853109   746008 14433037 SH       DEFINED 01                14433037
BELL INDUSTRIES, INC           COM              078107109      154    14862 SH       DEFINED 01                   14862
BELLSOUTH CORP                 COM              079860102   597209 14906942 SH       DEFINED 01                14906942
BELO (A.H.) CORP SERIES A      COM              080555105     7419   406508 SH       DEFINED 01                  406508
BEMIS, INC                     COM              081437105     4759   153213 SH       DEFINED 01                  153213
BENCHMARK ELECTRONICS, INC     COM              08160H101     2005    66841 SH       DEFINED 01                   66841
BENTON OIL & GAS CO            COM              083288100       43    11800 SH       DEFINED 01                   11800
BERGEN BRUNSWIG CORP (CLASS A) COM              083739102    39050  1952512 SH       DEFINED 01                 1952512
BERINGER WINE ESTATES HLDNGS,  COM              084102102      687    18900 SH       DEFINED 01                   18900
BERKLEY (W.R.) CORP            COM              084423102     7551   308200 SH       DEFINED 01                  308200
BERKSHIRE HATHAWAY, INC (CLASS COM              084670108    71114      996 SH       DEFINED 01                     996
BERKSHIRE HATHAWAY, INC (CLASS COM              084670207      162       69 SH       DEFINED 01                      69
BERKSHIRE REALTY CO, INC       COM              084710102      783    70000 SH       DEFINED 01                   70000
BERLITZ INTERNATIONAL, INC     COM              08520F100     2185    96591 SH       DEFINED 01                   96591
BERRY PETROLEUM CO (CLASS A)   COM              085789105      910    82695 SH       DEFINED 01                   82695
BEST BUY, INC                  COM              086516101    40669   782100 SH       DEFINED 01                  782100
BESTFOODS, INC                 COM              08658U101    90301  1921290 SH       DEFINED 01                 1921290
BETHLEHEM STEEL CORP           COM              087509105     4734   573807 SH       DEFINED 01                  573807
BEVERLY ENTERPRISES, INC       COM              087851309     5279  1030133 SH       DEFINED 01                 1030133
BIG FLOWER HOLDINGS, INC       COM              089159107    10356   332713 SH       DEFINED 01                  332713
BILLING CONCEPTS CORP          COM              090063108      860    72400 SH       DEFINED 01                   72400
BINDLEY WESTERN INDUSTRIES, IN COM              090324104     2977   104212 SH       DEFINED 01                  104212
BIO-RAD LABORATORIES, INC (CLA COM              090572207     1735    85689 SH       DEFINED 01                   85689
BIO-TECHNOLOGY GENERAL CORP    COM              090578105     4446   744800 SH       DEFINED 01                  744800
BIOGEN, INC                    COM              090597105    98183   858900 SH       DEFINED 01                  858900
BIOMATRIX, INC                 COM              09060P102      772     9900 SH       DEFINED 01                    9900
BIOMET, INC                    COM              090613100    38138   909400 SH       DEFINED 01                  909400
BIRMINGHAM STEEL CORP          COM              091250100     1939   492552 SH       DEFINED 01                  492552
BLACK & DECKER CORP            COM              091797100    12129   218791 SH       DEFINED 01                  218791
BLACK BOX CORP                 COM              091826107      215     6940 SH       DEFINED 01                    6940
BLACK HILLS CORP               COM              092113109     6149   288497 SH       DEFINED 01                  288497
BLAIR CORP                     COM              092828102     1937   123000 SH       DEFINED 01                  123000
BLANCH (E.W.) HOLDINGS, INC    COM              093210102      965    18372 SH       DEFINED 01                   18372
BLOCK DRUG, INC (CLASS A)      COM              093644102     3775    92068 SH       DEFINED 01                   92068
BLOCK (H&R), INC               COM              093671105    58773  1240593 SH       DEFINED 01                 1240593
BLOUNT INTERNATIONAL, INC      COM              095177101     1135    39300 SH       DEFINED 01                   39300
BLYTH INDUSTRIES, INC          COM              09643P108    12050   510035 SH       DEFINED 01                  510035
BOB EVANS FARMS, INC           COM              096761101    13130   656482 SH       DEFINED 01                  656482
BOEING CO                      COM              097023105   304994  8937566 SH       DEFINED 01                 8937566
BOISE CASCADE CORP             COM              097383103    19757   612626 SH       DEFINED 01                  612626
BOISE CASCADE OFFICE PRODUCTS  COM              097403109     1331   119648 SH       DEFINED 01                  119648
BOMBAY, INC                    COM              097924104       55    13712 SH       DEFINED 01                   13712
BOLLE, INC                     COM              097937106      154    53624 SH       DEFINED 01                   53624
BORDEN CHEMICALS & PLASTICS LT COM              099541203      239    30800 SH       DEFINED 01                   30800
BORDERS GROUP, INC             COM              099709107     4176   296967 SH       DEFINED 01                  296967
BORG-WARNER AUTOMOTIVE, INC    COM              099724106    15408   322261 SH       DEFINED 01                  322261
BORG-WARNER SECURITY CORP      COM              099733107     3516   209909 SH       DEFINED 01                  209909
BORON, LEPORE & ASSOCIATES, IN COM              10001P102      408    39300 SH       DEFINED 01                   39300
BOSTON BEER CO, INC (CLASS A)  COM              100557107     1139   146910 SH       DEFINED 01                  146910
BOSTON LIFE SCIENCES, INC      COM              100843408      556    77350 SH       DEFINED 01                   77350
BOSTON PROPERTIES, INC         COM              101121101    11948   377800 SH       DEFINED 01                  377800
BOSTON SCIENTIFIC CORP         COM              101137107    46014  1134392 SH       DEFINED 01                 1134392
BOWATER, INC                   COM              102183100      708    17865 SH       DEFINED 01                   17865
BOWNE & CO, INC                COM              103043105     6743   576940 SH       DEFINED 01                  576940
BOYD GAMING CORP               COM              103304101     1154   271445 SH       DEFINED 01                  271445
BOYKIN LODGING CO              COM              103430104       60     5027 SH       DEFINED 01                    5027
BRADLEY REAL ESTATE, INC       COM              104580105     3284   181166 SH       DEFINED 01                  181166
BRADY CORP (CLASS A)           COM              104674106     8775   419100 SH       DEFINED 01                  419100
BRANDYWINE REALTY TRUST        COM              105368203      228    14000 SH       DEFINED 01                   14000
BREED TECHNOLOGIES, INC        COM              106702103       22     6300 SH       DEFINED 01                    6300
BRENTON BANKS, INC             COM              107211104      788    60640 SH       DEFINED 01                   60640
BRIGGS & STRATTON CORP         COM              109043109    11603   235291 SH       DEFINED 01                  235291
BRIGHTPOINT, INC               COM              109473108     4671   790889 SH       DEFINED 01                  790889
BRINKER INTERNATIONAL, INC     COM              109641100    23089   894489 SH       DEFINED 01                  894489
BRISTOL HOTELS & RESORTS, INC  COM              110041100      118    13725 SH       DEFINED 01                   13725
BRISTOL MYERS SQUIBB CO        COM              110122108  1220944 18984546 SH       DEFINED 01                18984546
BROADCOM CORP (CLASS A)        COM              111320107    28841   468000 SH       DEFINED 01                  468000
BROADVISION, INC               COM              111412102     1285    21500 SH       DEFINED 01                   21500
BROOKDALE LIVING COMMUNITIES,  COM              112462106      504    29200 SH       DEFINED 01                   29200
BROOKLINE BANCORP, INC         COM              113739106        8      700 SH       DEFINED 01                     700
BROWN & SHARPE MANUFACTURING C COM              115223109       22     4400 SH       DEFINED 01                    4400
BROWN FORMAN, INC (CLASS B)    COM              115637209    20090   348635 SH       DEFINED 01                  348635
BROWN GROUP, INC               COM              115657108     4092   310330 SH       DEFINED 01                  310330
BROWN (TOM), INC               COM              115660201      301    24800 SH       DEFINED 01                   24800
BROWNING FERRIS INDUSTRIES, IN COM              115885105    61427  1592911 SH       DEFINED 01                 1592911
BRUNSWICK CORP                 COM              117043109    24015  1259808 SH       DEFINED 01                 1259808
BRUSH WELLMAN, INC             COM              117421107      789    54400 SH       DEFINED 01                   54400
BRYLANE, INC                   COM              117661108       82     3400 SH       DEFINED 01                    3400
BUCKEYE TECHNOLOGIES, INC      COM              118255108     4882   348727 SH       DEFINED 01                  348727
BUCKLE, INC (THE)              COM              118440106     2566   114050 SH       DEFINED 01                  114050
BUDGET GROUP, INC              COM              119003101      186    15201 SH       DEFINED 01                   15201
BUFFETS, INC                   COM              119882108     7180   727050 SH       DEFINED 01                  727050
BUILDING ONE SERVICE           COM              120114103     6468   376300 SH       DEFINED 01                  376300
BURLINGTON COAT FACTORY WAREHO COM              121579106       84     7144 SH       DEFINED 01                    7144
BURLINGTON INDUSTRIES, INC     COM              121693105      210    31675 SH       DEFINED 01                   31675
BURLINGTON NORTHERN SANTA FE C COM              12189T104   135077  4108808 SH       DEFINED 01                 4108808
BURLINGTON RESOURCES, INC      COM              122014103   172976  4331155 SH       DEFINED 01                 4331155
BURNHAM PACIFIC PROPERTIES, IN COM              12232C108      348    33100 SH       DEFINED 01                   33100
BURR BROWN CORP                COM              122574106     4160   177000 SH       DEFINED 01                  177000
BUSH BOAKE ALLEN, INC          COM              123162109      706    25672 SH       DEFINED 01                   25672
BUSH INDUSTRIES, INC (CLASS A) COM              123164105      275    22361 SH       DEFINED 01                   22361
BUTLER MANUFACTURING CO        COM              123655102      602    25700 SH       DEFINED 01                   25700
C&D TECHNOLOGIES, INC          COM              124661109     6648   267275 SH       DEFINED 01                  267275
CBL & ASSOCIATES PROPERTIES, I COM              124830100     5368   230900 SH       DEFINED 01                  230900
CCC INFORMATION SERVICES GROUP COM              12487Q109       60     5200 SH       DEFINED 01                    5200
CCB FINANCIAL CORP             COM              124875105    22874   423100 SH       DEFINED 01                  423100
CB RICHARD ELLIS SERVICES GROU COM              12489L108     2003   121397 SH       DEFINED 01                  121397
CBRL GROUP, INC                COM              12489V106      886    49245 SH       DEFINED 01                   49245
CBS CORP                       COM              12490K107   657985 16072914 SH       DEFINED 01                16072914
CFW COMMUNICATIONS CO          COM              124923103     1083    50100 SH       DEFINED 01                   50100
CFSB BANCORP, INC              COM              124927104      300    12000 SH       DEFINED 01                   12000
C-CUBE MICROSYSTEMS, INC       COM              125015107      357    18000 SH       DEFINED 01                   18000
CDI CORP                       COM              125071100     1031    42848 SH       DEFINED 01                   42848
CDNOW/NK2, INC                 COM              125086108    11648   722365 SH       DEFINED 01                  722365
CD RADIO, INC                  COM              125127100    20810   800397 SH       DEFINED 01                  800397
CDW COMPUTER CENTERS, INC      COM              125129106    17952   260180 SH       DEFINED 01                  260180
CEC ENTERTAINMENT, INC         COM              125137109    16381   456622 SH       DEFINED 01                  456622
C.H. ROBINSON WORLDWIDE, INC   COM              12541W100     2188    86000 SH       DEFINED 01                   86000
CHS ELECTRONICS, INC           COM              12542A206      784   245900 SH       DEFINED 01                  245900
CIGNA CORP                     COM              125509109   123479  1473279 SH       DEFINED 01                 1473279
CIT GROUP, INC (CLASS A)       COM              125577106      306    10000 SH       DEFINED 01                   10000
CKE RESTAURANTS, INC           COM              12561E105    10048   508782 SH       DEFINED 01                  508782
CLECO CORP                     COM              12561M107     9846   333764 SH       DEFINED 01                  333764
CMAC INVESTMENT CORP           COM              125662106    19144   490859 SH       DEFINED 01                  490859
CMGI, INC                      COM              125750109    79303   433202 SH       DEFINED 01                  433202
CMP GROUP, INC                 COM              125887109     4270   232375 SH       DEFINED 01                  232375
CMS ENERGY CORP                COM              125896100    10593   264400 SH       DEFINED 01                  264400
CPI CORP                       COM              125902106     2824   126215 SH       DEFINED 01                  126215
CPB, INC                       COM              125903104       21     1200 SH       DEFINED 01                    1200
CSS INDUSTRIES, INC            COM              125906107      714    32078 SH       DEFINED 01                   32078
CNET, INC                      COM              125945105     1391    15100 SH       DEFINED 01                   15100
CTG RESOURCES, INC             COM              125957100       58     2399 SH       DEFINED 01                    2399
CSK AUTO CORP                  COM              125965103     8149   272199 SH       DEFINED 01                  272199
CNA FINANCIAL CORP             COM              126117100      768    19800 SH       DEFINED 01                   19800
CNA SURETY CORP                COM              12612L108      324    26218 SH       DEFINED 01                   26218
CNF TRANSPORTATION, INC        COM              12612W104      496    13127 SH       DEFINED 01                   13127
CNB BANCSHARES, INC            COM              126126101     3088    76728 SH       DEFINED 01                   76728
CNS, INC                       COM              126136100      107    33020 SH       DEFINED 01                   33020
CSG SYSTEMS INTERNATIONAL, INC COM              126349109    47834  1212900 SH       DEFINED 01                 1212900
CSX CORP                       COM              126408103    61518  1579924 SH       DEFINED 01                 1579924
CTS CORP                       COM              126501105    13326   269548 SH       DEFINED 01                  269548
CUNO, INC                      COM              126583103      165    11750 SH       DEFINED 01                   11750
CVB FINANCIAL CORP             COM              126600105      570    29634 SH       DEFINED 01                   29634
CVS CORP                       COM              126650100   193918  4082485 SH       DEFINED 01                 4082485
CABLEVISION SYSTEMS CORP (CLAS COM              12686C109    94306  1272250 SH       DEFINED 01                 1272250
CABLETRON SYSTEMS, INC         COM              126920107      814    99476 SH       DEFINED 01                   99476
CABLE DESIGN TECHNOLOGIES CO   COM              126924109     3152   286576 SH       DEFINED 01                  286576
CABOT CORP                     COM              127055101    15978   751900 SH       DEFINED 01                  751900
CABOT OIL & GAS CORP (CLASS A) COM              127097103     2661   184300 SH       DEFINED 01                  184300
CACI INTERNATIONAL, INC (CLASS COM              127190304       37     2210 SH       DEFINED 01                    2210
CADENCE DESIGN SYSTEMS, INC    COM              127387108    42924  1666939 SH       DEFINED 01                 1666939
CADIZ, INC                     COM              127537108     1064   133000 SH       DEFINED 01                  133000
CADUS PHARMACEUTICAL CORP      COM              127639102        2     1500 SH       DEFINED 01                    1500
CAL DIVE INTERNATIONAL, INC    COM              127914109     1710    81900 SH       DEFINED 01                   81900
CALDOR CORP                    COM              128787108        3   230800 SH       DEFINED 01                  230800
CALGON CARBON CORP             COM              129603106     1027   197981 SH       DEFINED 01                  197981
CALIFORNIA AMPLIFIER, INC      COM              129900106        1      300 SH       DEFINED 01                     300
CALIFORNIA FEDERAL BANK GOODWI                  130209604     1487   135190 SH       DEFINED 01                  135190
CALIFORNIA FEDERAL BANK (SCLP)                  130209703      850    73900 SH       DEFINED 01                   73900
ADAPTIVE BROADBAND CORP        COM              130442106      562    52300 SH       DEFINED 01                   52300
CALIFORNIA WATER SERVICE GROUP COM              130788102     1199    49707 SH       DEFINED 01                   49707
CALLAWAY GOLF CO               COM              131193104      760    74594 SH       DEFINED 01                   74594
CALPINE CORP                   COM              131347106     6492   178162 SH       DEFINED 01                  178162
CAMBIOR, INC                   COM              13201L103      880   223700 SH       DEFINED 01                  223700
CAMBREX CORP                   COM              132011107     2719   122882 SH       DEFINED 01                  122882
CAMBRIDGE TECHNOLOGY PARTNERS, COM              132524109      771    55600 SH       DEFINED 01                   55600
CAMDEN PROPERTY TRUST          COM              133131102     3915   158172 SH       DEFINED 01                  158172
CAMECO CORP                    COM              13321L108     3660   168800 SH       DEFINED 01                  168800
CAMPBELL SOUP CO               COM              134429109    58483  1437361 SH       DEFINED 01                 1437361
CANADIAN PACIFIC LTD           COM              135923100    14867   769300 SH       DEFINED 01                  769300
CANADIAN IMPERIAL BANK OF COMM COM              136069101    26493  1038317 SH       DEFINED 01                 1038317
CANADIAN NATIONAL RAILWAY CO ( COM              136375102     2985    53686 SH       DEFINED 01                   53686
CANADIAN OCCIDENTAL PETROLEUM  COM              136420106     2504   203660 SH       DEFINED 01                  203660
CANANDAIGUA BRANDS, INC (CLASS COM              137219200     9546   189505 SH       DEFINED 01                  189505
CAPITAL AUTOMOTIVE REIT        COM              139733109      204    16400 SH       DEFINED 01                   16400
CAPITAL ONE FINANCIAL CORP     COM              14040H105    57780   382649 SH       DEFINED 01                  382649
CAPITAL RE CORP                COM              140432105     4440   257400 SH       DEFINED 01                  257400
CAPITAL SENIOR LIVING CORP     COM              140475104      444    62900 SH       DEFINED 01                   62900
CAPITOL TRANSAMERICA CORP      COM              140640103       16     1100 SH       DEFINED 01                    1100
CAPSTEAD MORTGAGE CORP         COM              14067E100     3178   591249 SH       DEFINED 01                  591249
CAPSTAR BROADCASTING CORP (CLA COM              14067G105     6761   294757 SH       DEFINED 01                  294757
CARBIDE/GRAPHITE GROUP, INC (T COM              140777103       25     2300 SH       DEFINED 01                    2300
CARBO CERAMICS, INC            COM              140781105       58     2700 SH       DEFINED 01                    2700
CARAUSTAR INDUSTRIES, INC      COM              140909102     8772   381400 SH       DEFINED 01                  381400
CARDINAL HEALTH, INC           COM              14149Y108   524256  7943278 SH       DEFINED 01                 7943278
CAREMATRIX CORP                COM              141706101     4139   217867 SH       DEFINED 01                  217867
CARIBINER INTERNATIONAL, INC   COM              141888107     1024   112200 SH       DEFINED 01                  112200
CARLISLE COS, INC              COM              142339100     6255   133800 SH       DEFINED 01                  133800
CARMIKE CINEMAS, INC (CLASS A) COM              143436103       29     1584 SH       DEFINED 01                    1584
CARNIVAL CORP (CLASS A)        COM              143658102   231486  4766765 SH       DEFINED 01                 4766765
CAROLINA FIRST CORP            COM              143877108      119     5400 SH       DEFINED 01                    5400
CARRIAGE SERVICES, INC (CLASS  COM              143905107       27     1800 SH       DEFINED 01                    1800
CAROLINA POWER & LIGHT CO      COM              144141108    39881  1054716 SH       DEFINED 01                 1054716
CARPENTER TECHNOLOGY CORP      COM              144285103     2581    99522 SH       DEFINED 01                   99522
CARRAMERICA REALTY CORP        COM              144418100    10255   464800 SH       DEFINED 01                  464800
CARTER WALLACE, INC            COM              146285101     4446   245273 SH       DEFINED 01                  245273
CASCADE CORP                   COM              147195101       46     4314 SH       DEFINED 01                    4314
CASE CORP                      COM              14743R103     1810    71334 SH       DEFINED 01                   71334
CASELLA WASTE SYSTEMS, INC (CL COM              147448104     4095   181500 SH       DEFINED 01                  181500
CASEY'S GENERAL STORES, INC    COM              147528103    13965   946791 SH       DEFINED 01                  946791
CASH AMERICA INTERNATIONAL, IN COM              14754D100       56     4317 SH       DEFINED 01                    4317
CASTLE (A.M.) & CO             COM              148411101      571    47347 SH       DEFINED 01                   47347
CASTLE & COOKE, INC            COM              148433105     1932   144425 SH       DEFINED 01                  144425
CATALINA MARKETING CORP        COM              148867104     5871    68362 SH       DEFINED 01                   68362
CATALYTICA, INC                COM              148885106     7780   707300 SH       DEFINED 01                  707300
CATELLUS DEVELOPMENT CORP      COM              149111106     5021   375433 SH       DEFINED 01                  375433
CATERPILLAR, INC               COM              149123101    93382  2032808 SH       DEFINED 01                 2032808
CATHAY BANCORP, INC            COM              149150104      448    11900 SH       DEFINED 01                   11900
CATO CORP (CLASS A)            COM              149205106     2759   296300 SH       DEFINED 01                  296300
CAVALIER HOMES, INC            COM              149507105       88     9105 SH       DEFINED 01                    9105
CELL GENESYS, INC              COM              150921104     1510   305809 SH       DEFINED 01                  305809
CELLSTAR CORP                  COM              150925105     7153   689456 SH       DEFINED 01                  689456
CENTENNIAL HEALTHCARE CORP     COM              150937100     1011   113900 SH       DEFINED 01                  113900
CELL PATHWAYS, INC             COM              15114R101      745   100216 SH       DEFINED 01                  100216
CELLNET DATA SYSTEMS, INC      COM              15115M101     4600   800000 SH       DEFINED 01                  800000
CELLULAR COMMUNICATIONS OF PUE COM              15116N108     5005   185383 SH       DEFINED 01                  185383
CELLULAR TECHNICAL SERVICES CO COM              151167301       12     5240 SH       DEFINED 01                    5240
CENDANT CORP                   COM              151313103    93545  5939388 SH       DEFINED 01                 5939388
CENTENNIAL BANCORP             COM              15133T104      384    30690 SH       DEFINED 01                   30690
CENTERPOINT PROPERTIES CORP    COM              151895109     6559   209900 SH       DEFINED 01                  209900
CENTERTRUST RETAIL PROPERTIES, COM              152038105      481    41800 SH       DEFINED 01                   41800
CENTEX CONSTRUCTION PRODUCTS,  COM              15231R109     1466    42101 SH       DEFINED 01                   42101
CENTEX CORP                    COM              152312104    34616  1037176 SH       DEFINED 01                 1037176
CENTOCOR, INC                  COM              152342101    18294   495267 SH       DEFINED 01                  495267
CENTRAL & SOUTH WEST CORP      COM              152357109    54344  2318697 SH       DEFINED 01                 2318697
CENTRAL GARDEN & PET CO        COM              153527106     4700   278539 SH       DEFINED 01                  278539
CENTRAL HUDSON GAS & ELECTRIC  COM              153609102     4713   131600 SH       DEFINED 01                  131600
CENTRAL NEWSPAPERS, INC (CLASS COM              154647101    13670   439212 SH       DEFINED 01                  439212
CENTRAL PARKING CORP           COM              154785109      140     4050 SH       DEFINED 01                    4050
CENTURA BANKS, INC             COM              15640T100     5545    95300 SH       DEFINED 01                   95300
CENTURY ALUMINUM CO            COM              156431108      266    46800 SH       DEFINED 01                   46800
CENTURY BUSINESS SERVICES, INC COM              156490104      170    15500 SH       DEFINED 01                   15500
CENTURY COMMUNICATIONS CORP (C COM              156503104     5795   124800 SH       DEFINED 01                  124800
CENTURY SOUTH BANKS, INC       COM              156683104      100     3900 SH       DEFINED 01                    3900
CENTURYTEL, INC                COM              156686107    64170   913450 SH       DEFINED 01                  913450
CEPHALON, INC                  COM              156708109     1740   198800 SH       DEFINED 01                  198800
CERIDIAN CORP                  COM              15677T106    57647  1576672 SH       DEFINED 01                 1576672
CERNER CORP                    COM              156782104     6072   378000 SH       DEFINED 01                  378000
CHAMPION ENTERPRISES, INC      COM              158496109    19929  1028603 SH       DEFINED 01                 1028603
CHAMPION INTERNATIONAL CORP    COM              158525105    22214   540990 SH       DEFINED 01                  540990
CHAMPIONSHIP AUTO RACING TEAMS COM              158711101      422    14500 SH       DEFINED 01                   14500
CHANCELLOR MEDIA CORP (CLASS A COM              158915108   490946 10417954 SH       DEFINED 01                10417954
CHARTER ONE FINANCIAL, INC     COM              160903100   168018  5821957 SH       DEFINED 01                 5821957
CHARTER MUNICIPAL MORTGAGE ACC COM              160908109      598    44719 SH       DEFINED 01                   44719
CHARMING SHOPPES, INC          COM              161133103      173    44700 SH       DEFINED 01                   44700
CHART INDUSTRIES, INC          COM              16115Q100      747   113818 SH       DEFINED 01                  113818
CHARTWELL RE CORP              COM              16139W109      229    13277 SH       DEFINED 01                   13277
CHASE INDUSTRIES, INC          COM              161568100      379    49648 SH       DEFINED 01                   49648
CHASE MANHATTAN CORP           COM              16161A108   761337  9363101 SH       DEFINED 01                 9363101
CHATEAU PROPERTIES, INC        COM              161726104     2621    95300 SH       DEFINED 01                   95300
CHATTEM, INC                   COM              162456107     1781    57000 SH       DEFINED 01                   57000
CHECKFREE HOLDINGS CORP        COM              162816102     5880   138160 SH       DEFINED 01                  138160
CHECKPOINT SYSTEMS, INC        COM              162825103      112    13500 SH       DEFINED 01                   13500
THE CHEESECAKE FACTORY CO      COM              163072101      175     7350 SH       DEFINED 01                    7350
CHELSEA GCA REALTY, INC        COM              163262108     1918    68800 SH       DEFINED 01                   68800
CHEMED CORP                    COM              163596109      930    36100 SH       DEFINED 01                   36100
CHEMFIRST, INC                 COM              16361A106     4855   206600 SH       DEFINED 01                  206600
CHEMICAL FINANCIAL CORP        COM              163731102      188     5875 SH       DEFINED 01                    5875
CHESAPEAKE CORP                COM              165159104     3513   129500 SH       DEFINED 01                  129500
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CHEVRON CORP                   COM              166751107   476570  5388776 SH       DEFINED 01                 5388776
CHICAGO TITLE CORP             COM              168228104     9347   256972 SH       DEFINED 01                  256972
CHILDRENS PLACE RETAIL STORES  COM              168905107     2349    87200 SH       DEFINED 01                   87200
CHOICE HOTELS INTERNATIONAL, I COM              169905106     5300   376856 SH       DEFINED 01                  376856
CHIQUITA BRANDS INTERNATIONAL, COM              170032106     1458   143100 SH       DEFINED 01                  143100
CHIREX, INC                    COM              170038103       37     1500 SH       DEFINED 01                    1500
CHIRON CORP                    COM              170040109     1446    65912 SH       DEFINED 01                   65912
CHITTENDEN CORP                COM              170228100     2709   101739 SH       DEFINED 01                  101739
CHOICEPOINT, INC               COM              170388102     7881   158016 SH       DEFINED 01                  158016
CHRIS CRAFT INDUSTRIES, INC    COM              170520100      572    12534 SH       DEFINED 01                   12534
CHUBB CORP                     COM              171232101    44198   754710 SH       DEFINED 01                  754710
CHURCH & DWIGHT CO, INC        COM              171340102     5102   125200 SH       DEFINED 01                  125200
CHURCHILL DOWNS, INC           COM              171484108      406    14500 SH       DEFINED 01                   14500
CHYRON CORP                    COM              171605207       45    26432 SH       DEFINED 01                   26432
CIBER, INC                     COM              17163B102    18017   939016 SH       DEFINED 01                  939016
CIDCO, INC                     COM              171768104      121    27200 SH       DEFINED 01                   27200
CIENA CORP                     COM              171779101    31662  1407180 SH       DEFINED 01                 1407180
CILCORP, INC                   COM              171794100     2781    46300 SH       DEFINED 01                   46300
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CINERGY CORP                   COM              172474108    51324  1866321 SH       DEFINED 01                 1866321
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CIRCUIT CITY STORES-CIRCUIT CI COM              172737108    94867  1238065 SH       DEFINED 01                 1238065
CIRCUIT CITY STORES, INC (CARM COM              172737306       12     3143 SH       DEFINED 01                    3143
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CIRRUS LOGIC, INC              COM              172755100     4011   629200 SH       DEFINED 01                  629200
CITATION CORP                  COM              172895104     1929   188200 SH       DEFINED 01                  188200
CINTAS CORP                    COM              172908105    11516   176149 SH       DEFINED 01                  176149
CIRCUS CIRCUS ENTERPRISES, INC COM              172909103     1355    77160 SH       DEFINED 01                   77160
CITIGROUP, INC                 COM              172967101  1475027 23092405 SH       DEFINED 01                23092405
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CITIZENS UTILITIES CO (CLASS B COM              177342201     4365   563214 SH       DEFINED 01                  563214
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CITY NATIONAL CORP             COM              178566105     5119   165800 SH       DEFINED 01                  165800
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CLARCOR, INC                   COM              179895107     3709   217350 SH       DEFINED 01                  217350
CLARIFY, INC                   COM              180492100     1113    41700 SH       DEFINED 01                   41700
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CLEVELAND CLIFFS, INC          COM              185896107     6979   204881 SH       DEFINED 01                  204881
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CLOSURE MEDICAL CORP           COM              189093107     2029    53400 SH       DEFINED 01                   53400
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COACHMEN INDUSTRIES, INC       COM              189873102      217    10600 SH       DEFINED 01                   10600
COAST FEDERAL LITIGATION CONTI                  19034Q110     3890   655100 SH       DEFINED 01                  655100
COASTAL CORP                   COM              190441105    65830  1994837 SH       DEFINED 01                 1994837
COCA COLA BOTTLING CO CONSOLID COM              191098102    14674   265600 SH       DEFINED 01                  265600
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COCA COLA ENTERPRISES, INC     COM              191219104    76463  2527703 SH       DEFINED 01                 2527703
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COGNEX CORP                    COM              192422103      239    10100 SH       DEFINED 01                   10100
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COHESION TECHNOLOGIES, INC     COM              19248N101      429   108100 SH       DEFINED 01                  108100
COHO ENERGY, INC               COM              192481109       49    78400 SH       DEFINED 01                   78400
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COINMACH LAUNDRY CORP          COM              19259L101       56     5500 SH       DEFINED 01                    5500
COLDWATER CREEK, INC           COM              193068103     1809   157300 SH       DEFINED 01                  157300
COLE NATIONAL CORP (CLASS A)   COM              193290103      403    22100 SH       DEFINED 01                   22100
KENNETH COLE PRODUCTIONS, INC  COM              193294105      365    13852 SH       DEFINED 01                   13852
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COLLAGEN AESTHETICS, INC       COM              194194106       46     3400 SH       DEFINED 01                    3400
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COLUMBIA/HCA HEALTHCARE CORP   COM              197677107    76678  4049007 SH       DEFINED 01                 4049007
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COLUMBIA SPORTSWEAR CO         COM              198516106     1560    79500 SH       DEFINED 01                   79500
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COMAIR HOLDINGS, INC           COM              199789108    34764  1471492 SH       DEFINED 01                 1471492
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COMCAST CORP (CLASS A)         COM              200300101    44059   716400 SH       DEFINED 01                  716400
COMCAST CORP (CLASS A) SPECIAL COM              200300200   124965  1985546 SH       DEFINED 01                 1985546
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COMMERCIAL FEDERAL CORP        COM              201647104     1008    43475 SH       DEFINED 01                   43475
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COMMERCIAL METALS CO           COM              201723103     4200   210021 SH       DEFINED 01                  210021
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COMMNET CELLULAR, INC          COM              202604203       24     1500 SH       DEFINED 01                    1500
COMMONWEALTH BANCORP, INC      COM              20268X102       15     1000 SH       DEFINED 01                    1000
COMMONWEALTH ENERGY SYSTEM CO  COM              202800108     9617   249800 SH       DEFINED 01                  249800
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COMMONWEALTH TELEPHONE ENTERPR COM              203349105     2700    73332 SH       DEFINED 01                   73332
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CIA DE TELECOMMUNICACIONES CHI ADR              204449300    28704  1218200 SH       DEFINED 01                 1218200
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COMPASS BANCSHARES, INC        COM              20449H109    26694   773750 SH       DEFINED 01                  773750
COMPAQ COMPUTER CORP           COM              204493100   444372 14023560 SH       DEFINED 01                14023560
COMPLETE BUSINESS SOLUTIONS, I COM              20452F107     1690    86095 SH       DEFINED 01                   86095
COMPUCOM SYSTEMS, INC          COM              204780100       47    16100 SH       DEFINED 01                   16100
COMPUTER ASSOCIATES INTERNATIO COM              204912109   200327  5633109 SH       DEFINED 01                 5633109
COMPUSA, INC                   COM              204932107     8008  1143986 SH       DEFINED 01                 1143986
COMPUTER LEARNING CENTERS, INC COM              205199102      278    52384 SH       DEFINED 01                   52384
COMPUTER SCIENCES CORP         COM              205363104    80878  1465507 SH       DEFINED 01                 1465507
COMPUTER TASK GROUP, INC       COM              205477102     9322   436097 SH       DEFINED 01                  436097
COMPUWARE CORP                 COM              205638109    82353  3449340 SH       DEFINED 01                 3449340
COMSAT CORP SERIES 1           COM              20564D107      477    16500 SH       DEFINED 01                   16500
COMSTOCK RESOURCES, INC        COM              205768203       25     8000 SH       DEFINED 01                    8000
COMVERSE TECHNOLOGY, INC       COM              205862402    56393   663446 SH       DEFINED 01                  663446
CONAGRA, INC                   COM              205887102   103840  4062188 SH       DEFINED 01                 4062188
CONCENTRIC NETWORK CORP        COM              20589R107     1024    13700 SH       DEFINED 01                   13700
CONCENTRA MANAGED CARE, INC    COM              20589T103     8952   617400 SH       DEFINED 01                  617400
COMPUTER HORIZONS CORP         COM              205908106     5357   489815 SH       DEFINED 01                  489815
COMSHARE, INC                  COM              205912108        0       45 SH       DEFINED 01                      45
COM21, INC                     COM              205937105     2486    94700 SH       DEFINED 01                   94700
CONCORD COMMUNICATIONS, INC    COM              206186108    12762   223900 SH       DEFINED 01                  223900
CONCORD EFS, INC               COM              206197105    12422   450669 SH       DEFINED 01                  450669
CONE MILLS CORP                COM              206814105      161    33046 SH       DEFINED 01                   33046
CONECTIV, INC                  COM              206829103    21111  1089600 SH       DEFINED 01                 1089600
CONECTIV, INC (CLASS A)        COM              206829202     2383    66299 SH       DEFINED 01                   66299
CONEXANT SYSTEMS, INC          COM              207142100    40785  1473053 SH       DEFINED 01                 1473053
CONMED CORP                    COM              207410101     7180   231600 SH       DEFINED 01                  231600
CONNECTICUT ENERGY CORP        COM              207567108      761    31400 SH       DEFINED 01                   31400
CONNING CORP                   COM              208215103      798    53400 SH       DEFINED 01                   53400
CONSECO, INC                   COM              208464107    55890  1810196 SH       DEFINED 01                 1810196
CONSOLIDATED EDISON CO OF N.Y. COM              209115104    51879  1144919 SH       DEFINED 01                 1144919
CONSOLIDATED FREIGHTWAYS CORP  COM              209232107     5100   434000 SH       DEFINED 01                  434000
CONSOLIDATED GRAPHICS, INC     COM              209341106    10951   189620 SH       DEFINED 01                  189620
CONSOLIDATED NATURAL GAS CO    COM              209615103    71691  1472464 SH       DEFINED 01                 1472464
CONSOLIDATED PAPERS, INC       COM              209759109    14969   636964 SH       DEFINED 01                  636964
CONSOLIDATED PRODUCTS, INC     COM              209798107      678    38593 SH       DEFINED 01                   38593
CONSOLIDATED STORES CORP       COM              210149100     1092    36009 SH       DEFINED 01                   36009
CONTIFINANCIAL CORP            COM              21075V107      361    50633 SH       DEFINED 01                   50633
CONTINENTAL AIRLINES, INC (CLA COM              210795308    25544   672200 SH       DEFINED 01                  672200
CONVERGYS CORP                 COM              212485106    35701  2084736 SH       DEFINED 01                 2084736
CONVERSE, INC                  COM              212540108       40    13200 SH       DEFINED 01                   13200
COOPER CAMERON CORP            COM              216640102      783    23125 SH       DEFINED 01                   23125
COOPER COS, INC                COM              216648402      453    29475 SH       DEFINED 01                   29475
COOPER INDUSTRIES, INC         COM              216669101    75247  1765318 SH       DEFINED 01                 1765318
COOPER TIRE & RUBBER CO        COM              216831107     1351    73500 SH       DEFINED 01                   73500
COORS (ADOLPH) CO (CLASS B)    COM              217016104     3435    63617 SH       DEFINED 01                   63617
COPART, INC                    COM              217204106     6003   289300 SH       DEFINED 01                  289300
COPLEY PHARMACEUTICAL, INC     COM              21745K101      183    21500 SH       DEFINED 01                   21500
COPYTELE, INC                  COM              217721109      480   300900 SH       DEFINED 01                  300900
COR THERAPEUTICS, INC          COM              217753102      721    72600 SH       DEFINED 01                   72600
CORAM HEALTHCARE CORP          COM              218103109       67    34610 SH       DEFINED 01                   34610
CORDANT TECHNOLOGIES, INC      COM              218412104    27408   688417 SH       DEFINED 01                  688417
COREL CORP                     COM              21868Q109      299    92700 SH       DEFINED 01                   92700
CORNERSTONE PROPANE PARTNERS L COM              218916104        8      520 SH       DEFINED 01                     520
CORN PRODUCTS INTERNATIONAL, I COM              219023108    13956   583000 SH       DEFINED 01                  583000
CORNERSTONE PROPERTIES, INC    COM              21922H103     4129   282299 SH       DEFINED 01                  282299
CORNERSTONE REALTY INCOME TRUS COM              21922V102       30     2800 SH       DEFINED 01                    2800
CORNING, INC                   COM              219350105    61542  1025698 SH       DEFINED 01                 1025698
CORPORATE EXPRESS, INC         COM              219888104     2445   471260 SH       DEFINED 01                  471260
CORSAIR COMMUNICATIONS, INC    COM              220406102       71    13800 SH       DEFINED 01                   13800
CORT BUSINESS SERVICES CORP    COM              220493100     3823   165300 SH       DEFINED 01                  165300
CORUS BANKSHARES, INC          COM              220873103     1044    32500 SH       DEFINED 01                   32500
COST PLUS, INC                 COM              221485105     1986    67600 SH       DEFINED 01                   67600
COSTCO COS, INC                COM              22160Q102   116837  1276036 SH       DEFINED 01                 1276036
COTT CORP                      COM              22163N106       25    10586 SH       DEFINED 01                   10586
COTELLIGENT, INC               COM              221630106      922   103900 SH       DEFINED 01                  103900
COULTER PHARMACEUTICAL, INC    COM              222116105      609    28000 SH       DEFINED 01                   28000
COUNTRYWIDE CREDIT INDUSTRIES, COM              222372104     9565   255075 SH       DEFINED 01                  255075
COUSINS PROPERTIES, INC        COM              222795106     3431   118564 SH       DEFINED 01                  118564
COVANCE, INC                   COM              222816100    15595   622229 SH       DEFINED 01                  622229
COVENANT TRANSPORT, INC (CLASS COM              22284P105     1718   115500 SH       DEFINED 01                  115500
COVENTRY HEALTH CARE, INC      COM              222862104     1507   200900 SH       DEFINED 01                  200900
COX COMMUNICATIONS, INC (CLASS COM              224044107    42737   565119 SH       DEFINED 01                  565119
COX RADIO, INC (CLASS A)       COM              224051102     5202   101512 SH       DEFINED 01                  101512
CRANE CO                       COM              224399105    12874   532274 SH       DEFINED 01                  532274
CRAWFORD & CO (CLASS B)        COM              224633107     2113   202463 SH       DEFINED 01                  202463
CRAWFORD & CO (CLASS A)        COM              224633206     2395   235100 SH       DEFINED 01                  235100
CREATIVE BIOMOLECULES, INC     COM              225270107      211    91080 SH       DEFINED 01                   91080
CREDENCE SYSTEMS CORP          COM              225302108      146     6800 SH       DEFINED 01                    6800
CREDIT ACCEPTANCE CORP         COM              225310101     1680   295300 SH       DEFINED 01                  295300
CRESCENDO PHARMACEUTICALS CORP COM              225637107      180    12650 SH       DEFINED 01                   12650
CRESECENT OPERATING, INC       COM              22575M100      112    30950 SH       DEFINED 01                   30950
CRESCENT REAL ESTATE EQUITIES  COM              225756105    13573   631300 SH       DEFINED 01                  631300
CRESTLINE CAPITAL CORP         COM              226153104     3447   224207 SH       DEFINED 01                  224207
CRIIMI MAE, INC                COM              226603108       61    22587 SH       DEFINED 01                   22587
CROMPTON & KNOWLES CORP        COM              227111101    26158  1660842 SH       DEFINED 01                 1660842
CROSS (A.T.) CO (CLASS A)      COM              227478104       16     2195 SH       DEFINED 01                    2195
CROSS TIMBERS OIL CO           COM              227573102      114    16100 SH       DEFINED 01                   16100
CROSSMAN COMMUNITIES, INC      COM              22764E109     1743    87400 SH       DEFINED 01                   87400
CROWN AMERICAN REALTY TRUST    COM              228186102     1573   241994 SH       DEFINED 01                  241994
CROWN CORK & SEAL CO, INC      COM              228255105    19748   691411 SH       DEFINED 01                  691411
CROWN VANTAGE, INC             COM              228622106       39    15475 SH       DEFINED 01                   15475
CUBIC CORP                     COM              229669106     1512    95980 SH       DEFINED 01                   95980
CULLEN FROST BANKERS, INC      COM              229899109    15814   329890 SH       DEFINED 01                  329890
CULP, INC                      COM              230215105       12     2100 SH       DEFINED 01                    2100
CUMMINS ENGINE CO, INC         COM              231021106    18490   519941 SH       DEFINED 01                  519941
CURATIVE HEALTH SERVICES, INC  COM              231264102     2471   214900 SH       DEFINED 01                  214900
CURTISS WRIGHT CORP            COM              231561101     1671    53800 SH       DEFINED 01                   53800
CUSTOMTRACKS CORP              COM              232046102     1380    92000 SH       DEFINED 01                   92000
CYBERONICS, INC                COM              23251P102       16     1700 SH       DEFINED 01                    1700
CYGNUS, INC                    COM              232560102     1208   161100 SH       DEFINED 01                  161100
CYLINK CORP                    COM              232565101       38     9400 SH       DEFINED 01                    9400
CYMER, INC                     COM              232572107      207    10396 SH       DEFINED 01                   10396
CYPRESS SEMICONDUCTOR CORP     COM              232806109     4285   476100 SH       DEFINED 01                  476100
CYPRUS AMAX MINERALS CO        COM              232809103    22501  1855764 SH       DEFINED 01                 1855764
CYRK, INC                      COM              232817106       14     1900 SH       DEFINED 01                    1900
CYTEC INDUSTRIES, INC          COM              232820100    20896   936517 SH       DEFINED 01                  936517
CYTOGEN CORP                   COM              232824102      289   280582 SH       DEFINED 01                  280582
D & N FINANCIAL CORP           COM              232864108      767    33700 SH       DEFINED 01                   33700
CYTYC CORP                     COM              232946103      357    25700 SH       DEFINED 01                   25700
DII GROUP, INC                 COM              232949107    11393   389500 SH       DEFINED 01                  389500
DBT ONLINE, INC                COM              233044106      475    19085 SH       DEFINED 01                   19085
DQE, INC                       COM              23329J104    48510  1264093 SH       DEFINED 01                 1264093
DPL, INC                       COM              233293109    14665   888775 SH       DEFINED 01                  888775
HORTON (D.R.), INC             COM              23331A109    10462   624609 SH       DEFINED 01                  624609
DSP COMMUNICATIONS, INC        COM              23332K106     6207   391016 SH       DEFINED 01                  391016
DST SYSTEMS, INC               COM              233326107    10021   166838 SH       DEFINED 01                  166838
DT INDUSTRIES, INC             COM              23333J108       27     3800 SH       DEFINED 01                    3800
DTE ENERGY CO                  COM              233331107    63093  1641440 SH       DEFINED 01                 1641440
DVI, INC                       COM              233343102       10      700 SH       DEFINED 01                     700
DAIN RAUSCHER CORP             COM              233856103      136     4000 SH       DEFINED 01                    4000
DAISYTEK INTERNATIONAL CORP    COM              234053106     1185    71300 SH       DEFINED 01                   71300
DAL-TILE INTERNATIONAL, INC    COM              23426R108     1690   186500 SH       DEFINED 01                  186500
DALLAS SEMICONDUCTOR CORP      COM              235204104     1015    26285 SH       DEFINED 01                   26285
DAMES & MOORE GROUP            COM              235713104      658    58800 SH       DEFINED 01                   58800
DAN RIVER, INC (CLASS A)       COM              235774106     1425   167610 SH       DEFINED 01                  167610
DANA CORP                      COM              235811106    36679   965229 SH       DEFINED 01                  965229
DANAHER CORP                   COM              235851102    34472   659742 SH       DEFINED 01                  659742
DANIEL INDUSTRIES, INC         COM              236235107       25     1622 SH       DEFINED 01                    1622
DAOU SYSTEMS, INC              COM              237015102       14     2400 SH       DEFINED 01                    2400
DARDEN RESTAURANTS, INC        COM              237194105    45818  2221494 SH       DEFINED 01                 2221494
DATA BROADCASTING CORP         COM              237596101        5      338 SH       DEFINED 01                     338
DATA DIMENSIONS, INC           COM              237654207      218    47100 SH       DEFINED 01                   47100
DATA GENERAL CORP              COM              237688106      657    64900 SH       DEFINED 01                   64900
DATA PROCESSING RESOURCES CORP COM              237823109     2347   171500 SH       DEFINED 01                  171500
DATA TRANSMISSION NETWORK CORP COM              238017107       48     2000 SH       DEFINED 01                    2000
DATASCOPE CORP                 COM              238113104     5997   222100 SH       DEFINED 01                  222100
DATASTREAM SYSTEMS, INC        COM              238124101     2035   235990 SH       DEFINED 01                  235990
DAVE & BUSTER'S, INC           COM              23833N104      231    11250 SH       DEFINED 01                   11250
DAVOX CORP                     COM              239208101       30     4900 SH       DEFINED 01                    4900
DAY RUNNER, INC                COM              239545106     1524   125700 SH       DEFINED 01                  125700
DAYTON HUDSON CORP             COM              239753106   317563  4766427 SH       DEFINED 01                 4766427
DEAN FOODS CO                  COM              242361103    26266   737299 SH       DEFINED 01                  737299
DEB SHOPS, INC                 COM              242728103     1981   176100 SH       DEFINED 01                  176100
DECISIONONE HOLDINGS CORP      COM              243458106        2     1100 SH       DEFINED 01                    1100
DEERE & CO                     COM              244199105    49602  1284194 SH       DEFINED 01                 1284194
DELCO REMY INTERNATIONAL, INC  COM              246626105      800    87722 SH       DEFINED 01                   87722
DELIA*S, INC                   COM              246885107       19      600 SH       DEFINED 01                     600
DELL COMPUTER CORP             COM              247025109   742285 18159866 SH       DEFINED 01                18159866
DELPHI FINANCIAL GROUP, INC    COM              247131105      797    23533 SH       DEFINED 01                   23533
DELTA & PINE LAND CO           COM              247357106      376    12242 SH       DEFINED 01                   12242
DELTA AIRLINES, INC            COM              247361108    94419  1358544 SH       DEFINED 01                 1358544
DELTEK SYSTEMS, INC            COM              24785A108      221    20300 SH       DEFINED 01                   20300
DELTIC TIMBER CORP             COM              247850100     1120    47165 SH       DEFINED 01                   47165
DELTA FINANCIAL CORP           COM              247918105        3      579 SH       DEFINED 01                     579
DELUXE CORP                    COM              248019101    42331  1453435 SH       DEFINED 01                 1453435
DENDRITE INTERNATIONAL, INC    COM              248239105     4715   211300 SH       DEFINED 01                  211300
DENTSPLY INTERNATIONAL, INC    COM              249030107    20037   861800 SH       DEFINED 01                  861800
DEPARTMENT 56, INC             COM              249509100    10386   341232 SH       DEFINED 01                  341232
DETROIT DIESEL CORP            COM              250837101     2696   119800 SH       DEFINED 01                  119800
DEVELOPERS DIVERSIFIED REALTY  COM              251591103     5550   387800 SH       DEFINED 01                  387800
DEVON ENERGY CORP              COM              251799102     5127   186000 SH       DEFINED 01                  186000
DEVRY, INC                     COM              251893103    12426   428481 SH       DEFINED 01                  428481
DEXTER CORP                    COM              252165105    12330   391440 SH       DEFINED 01                  391440
DIAGNOSTIC PRODUCTS CORP       COM              252450101     1077    44416 SH       DEFINED 01                   44416
DIAL CORP                      COM              25247D101     1661    48307 SH       DEFINED 01                   48307
DIALOGIC CORP                  COM              252499108     1894    62100 SH       DEFINED 01                   62100
DIAMOND OFFSHORE DRILLING, INC COM              25271C102    36734  1161559 SH       DEFINED 01                 1161559
DIAMOND MULTIMEDIA SYSTEMS, IN COM              252714100     2555   417200 SH       DEFINED 01                  417200
DIAMOND TECH PARTNERS, INC (CL COM              252762109     1188    51500 SH       DEFINED 01                   51500
DIEBOLD, INC                   COM              253651103    37032  1542981 SH       DEFINED 01                 1542981
DIGI INTERNATIONAL, INC        COM              253798102      836   123805 SH       DEFINED 01                  123805
DIGITAL LIGHTWAVE, INC         COM              253855100        8     3000 SH       DEFINED 01                    3000
DIGITAL MICROWAVE CORP         COM              253859102     5783   690500 SH       DEFINED 01                  690500
DIME COMMUNITY BANCORP, INC    COM              253922108     2897   126300 SH       DEFINED 01                  126300
DILLARDS, INC (CLASS A)        COM              254067101    28298  1115200 SH       DEFINED 01                 1115200
DIME BANCORP, INC              COM              25429Q102    39785  1715800 SH       DEFINED 01                 1715800
DIMON, INC                     COM              254394109     2489   652920 SH       DEFINED 01                  652920
DIONEX CORP                    COM              254546104     7754   205404 SH       DEFINED 01                  205404
DISCOUNT AUTO PARTS, INC       COM              254642101     2567   119398 SH       DEFINED 01                  119398
DISNEY (WALT) CO               COM              254687106   521473 16754148 SH       DEFINED 01                16754148
DISPATCH MANAGEMENT SERVICES C COM              254927106       25     8900 SH       DEFINED 01                    8900
DOCUMENTUM, INC                COM              256159104      528    30500 SH       DEFINED 01                   30500
DOLE FOOD, INC                 COM              256605106    25202   847118 SH       DEFINED 01                  847118
DOLLAR GENERAL CORP            COM              256669102    11540   339419 SH       DEFINED 01                  339419
DOLLAR THRIFTY AUTOMOTIVE GROU COM              256743105     6712   389118 SH       DEFINED 01                  389118
DOLLAR TREE STORES, INC        COM              256747106    42794  1383250 SH       DEFINED 01                 1383250
DOMINION RESOURCES, INC        COM              257470104    73565  1991606 SH       DEFINED 01                 1991606
DOMTAR, INC                    COM              257561100     2823   391380 SH       DEFINED 01                  391380
DONALDSON CO, INC              COM              257651109     4400   244457 SH       DEFINED 01                  244457
DONALDSON, LUFKIN, & JENRETTE, COM              257661108      586     8400 SH       DEFINED 01                    8400
DONNA KARAN INTERNATIONAL, INC COM              257826107     1642   215400 SH       DEFINED 01                  215400
DONNELLEY (R.R.) & SONS CO     COM              257867101     1133    35200 SH       DEFINED 01                   35200
DORAL FINANCIAL CORP           COM              25811P100     6035   328453 SH       DEFINED 01                  328453
DOUBLECLICK, INC               COM              258609304      837     4600 SH       DEFINED 01                    4600
DOVER CORP                     COM              260003108    21364   649850 SH       DEFINED 01                  649850
DOVER DOWNS ENTERTAINMENT, INC COM              260086103       28     1800 SH       DEFINED 01                    1800
DOW CHEMICAL CO                COM              260543103   150548  1615536 SH       DEFINED 01                 1615536
DOW JONES & CO, INC            COM              260561105     3419    72456 SH       DEFINED 01                   72456
DOWNEY FINANCIAL CORP          COM              261018105     1191    65055 SH       DEFINED 01                   65055
DRESS BARN, INC                COM              261570105     1630   117500 SH       DEFINED 01                  117500
DREXLER TECHNOLOGY CORP        COM              261876106      673    69000 SH       DEFINED 01                   69000
DREYERS GRAND ICE CREAM, INC   COM              261878102     3543   273844 SH       DEFINED 01                  273844
DRIL-QUIP, INC                 COM              262037104     2058    93300 SH       DEFINED 01                   93300
DU PONT (E.I.) DE NEMOURS & CO COM              263534109   593119 10215189 SH       DEFINED 01                10215189
DUANE READE, INC               COM              263578106     5805   208236 SH       DEFINED 01                  208236
DUCOMMUN, INC                  COM              264147109     1408   150195 SH       DEFINED 01                  150195
DUFF & PHELPS CREDIT RATING CO COM              26432F109     3647    69633 SH       DEFINED 01                   69633
DUKE ENERGY CORP               COM              264399106   115461  2113698 SH       DEFINED 01                 2113698
DUKE REALTY INVESTMENTS, INC   COM              264411505    17931   834022 SH       DEFINED 01                  834022
DUN & BRADSTREET CORP          COM              26483B106    14731   413515 SH       DEFINED 01                  413515
DURA AUTOMOTIVE SYSTEMS, INC   COM              265903104       17      593 SH       DEFINED 01                     593
DUPONT PHOTOMASKS, INC         COM              26613X101      516    13031 SH       DEFINED 01                   13031
DURA PHARMACEUTICALS, INC      COM              26632S109     6309   446650 SH       DEFINED 01                  446650
DYCOM INDUSTRIES, INC          COM              267475101     8219   188952 SH       DEFINED 01                  188952
DYNEGY, INC                    COM              26816L102     6990   497062 SH       DEFINED 01                  497062
DYNEX CAPITAL, INC             COM              26817Q100      167    50346 SH       DEFINED 01                   50346
EEX CORP                       COM              26842V207     1084   222375 SH       DEFINED 01                  222375
E4L, INC                       COM              268452109     7160   848611 SH       DEFINED 01                  848611
EG & G, INC                    COM              268457108      586    22200 SH       DEFINED 01                   22200
EIS INTERNATIONAL, INC         COM              268539103        1      300 SH       DEFINED 01                     300
EMC CORP                       COM              268648102   541827  4241310 SH       DEFINED 01                 4241310
ENSCO INTERNATIONAL, INC       COM              26874Q100    52027  3908124 SH       DEFINED 01                 3908124
ESCO ELECTRONICS CORP (TRUST R COM              269030201       17     1871 SH       DEFINED 01                    1871
ESS TECHNOLOGY                 COM              269151106      417    80821 SH       DEFINED 01                   80821
E.SPIRE COMMUNICATIONS, INC    COM              269153102      187    13600 SH       DEFINED 01                   13600
ETEC SYSTEMS, INC              COM              26922C103     1166    39600 SH       DEFINED 01                   39600
E'TOWN CORP                    COM              269242103      255     6337 SH       DEFINED 01                    6337
E TRADE GROUP, INC             COM              269246104    18811   322584 SH       DEFINED 01                  322584
E-Z-EM, INC (CLASS A)          COM              269305207      884   176700 SH       DEFINED 01                  176700
E-Z-EM, INC (CLASS B)          COM              269305306     1388   231367 SH       DEFINED 01                  231367
EAGLE HARDWARE & GARDEN, INC   COM              26959B101     4880   127800 SH       DEFINED 01                  127800
EAGLE U.S.A. AIRFREIGHT, INC   COM              270018104      289     8900 SH       DEFINED 01                    8900
EARTHGRAINS CO                 COM              270319106    19211   865844 SH       DEFINED 01                  865844
EARTHSHELL CORP                COM              27032B100     6211   636980 SH       DEFINED 01                  636980
EARTHLINK NETWORK, INC         COM              270322100      630    10500 SH       DEFINED 01                   10500
EAST WEST BANCORP, INC         COM              27579R104      179    20000 SH       DEFINED 01                   20000
EASTERN ENTERPRISES CO         COM              27637F100    11743   322838 SH       DEFINED 01                  322838
EASTERN UTILITIES ASSOCIATION  COM              277173100     5027   177557 SH       DEFINED 01                  177557
EASTGROUP PROPERTIES, INC      COM              277276101      950    58900 SH       DEFINED 01                   58900
EASTMAN CHEMICAL CO            COM              277432100     2407    57223 SH       DEFINED 01                   57223
EASTMAN KODAK CO               COM              277461109   170828  2674408 SH       DEFINED 01                 2674408
EATON CORP                     COM              278058102    59426   831134 SH       DEFINED 01                  831134
EATON VANCE CORP               COM              278265103     8676   431124 SH       DEFINED 01                  431124
ECHELON INTERNATIONAL CORP     COM              278747100      262    13335 SH       DEFINED 01                   13335
ECHO BAY MINES LTD             COM              278751102      325   197498 SH       DEFINED 01                  197498
ECHOSTAR COMMUNICATIONS CORP ( COM              278762109      531     6500 SH       DEFINED 01                    6500
ECLIPSYS CORP                  COM              278856109      111     5262 SH       DEFINED 01                    5262
ECOGEN, INC                    COM              278864202      241   120360 SH       DEFINED 01                  120360
ECOLAB, INC                    COM              278865100    40665  1145501 SH       DEFINED 01                 1145501
EDISON BROTHERS STORES WTS 09/                  280875113        1     4197 SH       DEFINED 01                    4197
EDPERBRASCAN CORP (CLASS A)    COM              280905803     4419   373450 SH       DEFINED 01                  373450
EDISON INTERNATIONAL CO        COM              281020107    42906  1928352 SH       DEFINED 01                 1928352
EDUCATION MANAGEMENT CORP      COM              28139T101     5378   174900 SH       DEFINED 01                  174900
EDUTREK INTERNATIONAL, INC (CL COM              28164K108       21     3000 SH       DEFINED 01                    3000
J.D. EDWARDS & CO              COM              281667105    36622  3067800 SH       DEFINED 01                 3067800
EDWARDS (A.G.), INC            COM              281760108    66265  2027242 SH       DEFINED 01                 2027242
EGGHEAD.COM, INC               COM              282330109    17615   968535 SH       DEFINED 01                  968535
800-JR CIGAR, INC              COM              282491109       16     2000 SH       DEFINED 01                    2000
EINSTEIN/NOAH BAGEL CORP       COM              282577105        4     3100 SH       DEFINED 01                    3100
EKCO GROUP, INC                COM              282636109        0      102 SH       DEFINED 01                     102
EL PASO ELECTRIC CO            COM              283677854      107    14022 SH       DEFINED 01                   14022
EL PASO ENERGY CORP            COM              283905107    13225   404600 SH       DEFINED 01                  404600
ELAN CORP PLC ADR              ADR              284131208   192108  2754232 SH       DEFINED 01                 2754232
ELCOR CORP                     COM              284443108     7083   201300 SH       DEFINED 01                  201300
ELDER BEERMAN STORES CORP      COM              284470101       78     9100 SH       DEFINED 01                    9100
ELECTRIC LIGHTWAVE (CLASS A)   COM              284895109     1475   161600 SH       DEFINED 01                  161600
ELECTRO RENT CORP              COM              285218103      130    14300 SH       DEFINED 01                   14300
ELECTRO SCIENTIFIC INDUSTRIES, COM              285229100      916    19700 SH       DEFINED 01                   19700
ELECTROGLAS, INC               COM              285324109      214    16600 SH       DEFINED 01                   16600
ELECTRONIC ARTS, INC           COM              285512109    26918   566700 SH       DEFINED 01                  566700
ELECTRONIC DATA SYSTEMS CORP   COM              285661104   134741  2767456 SH       DEFINED 01                 2767456
ELECTRONICS FOR IMAGING, INC   COM              286082102    20686   530400 SH       DEFINED 01                  530400
EMBOTELLADORA ANDINA ADR (CLAS ADR              29081P303      504    40700 SH       DEFINED 01                   40700
EMERSON ELECTRIC CO            COM              291011104   141466  2672316 SH       DEFINED 01                 2672316
EMISPHERE TECHNOLOGIES, INC    COM              291345106      101    11200 SH       DEFINED 01                   11200
EMMIS COMMUNICATIONS (CLASS A) COM              291525103     1000    20000 SH       DEFINED 01                   20000
EMPIRE DISTRICT ELECTRIC CO    COM              291641108      862    37781 SH       DEFINED 01                   37781
EMPLOYEE SOLUTIONS, INC        COM              292166105      201   200900 SH       DEFINED 01                  200900
EMPRESA NACIONAL ELECTRICIDAD  ADR              29244T101     8705   619000 SH       DEFINED 01                  619000
EMULEX CORP                    COM              292475209       99     3000 SH       DEFINED 01                    3000
ENBRIDGE, INC                  COM              29250N105    12389   279349 SH       DEFINED 01                  279349
ENCAD, INC                     COM              292503109       53     9800 SH       DEFINED 01                    9800
ENCORE WIRE CORP               COM              292562105     1542   195850 SH       DEFINED 01                  195850
ENERGEN CORP                   COM              29265N108     4695   314286 SH       DEFINED 01                  314286
ENERGY CONVERSION DEVICES, INC COM              292659109        0       50 SH       DEFINED 01                      50
ENERGY EAST CORP               COM              29266M109    43863   834486 SH       DEFINED 01                  834486
ENERSIS S.A. ADR               ADR              29274F104     5148   192000 SH       DEFINED 01                  192000
ENGELHARD CORP                 COM              292845104     1293    76366 SH       DEFINED 01                   76366
ENGINEERING ANIMATION, INC     COM              292872108     2949    70000 SH       DEFINED 01                   70000
ENESCO GROUP, INC              COM              292973104     1830   101327 SH       DEFINED 01                  101327
ENHANCE FINANCIAL SERVICES GRO COM              293310108     4009   176200 SH       DEFINED 01                  176200
ENNIS BUSINESS FORMS, INC      COM              293389102       69     8604 SH       DEFINED 01                    8604
ENRON CORP                     COM              293561106   134247  2089442 SH       DEFINED 01                 2089442
ENRON OIL & GAS CO             COM              293562104    10024   602951 SH       DEFINED 01                  602951
ENTERGY CORP                   COM              29364G103    67070  2438894 SH       DEFINED 01                 2438894
ENTERTAINMENT PROPERTIES TRUST COM              29380T105     2981   172800 SH       DEFINED 01                  172800
ENTREMED, INC                  COM              29382F103       68     3200 SH       DEFINED 01                    3200
ENZON, INC                     COM              293904108       47     3196 SH       DEFINED 01                    3196
ENZO BIOCHEMICAL, INC          COM              294100102      720    76766 SH       DEFINED 01                   76766
EPITOPE, INC                   COM              294261102      109    21763 SH       DEFINED 01                   21763
EQUIFAX, INC                   COM              294429105    43447  1263907 SH       DEFINED 01                 1263907
EQUITABLE COS, INC             COM              29444G107    24395   348500 SH       DEFINED 01                  348500
EQUITABLE RESOURCES, INC       COM              294549100     4722   181194 SH       DEFINED 01                  181194
EQUITY INNS, INC               COM              294703103      227    26700 SH       DEFINED 01                   26700
EQUITY OFFICE PROPERTIES TRUST COM              294741103    54993  2161877 SH       DEFINED 01                 2161877
EQUITY OIL CO                  COM              294749106      440   469480 SH       DEFINED 01                  469480
EQUITY RESIDENTIAL PROPERTIES  COM              29476L107    31318   759219 SH       DEFINED 01                  759219
ERICSSON TELEFON (LM) SERIES B ADR              294821400    51792  2175000 SH       DEFINED 01                 2175000
ERIE INDEMNITY CO (CLASS A)    COM              29530P102     3179   115600 SH       DEFINED 01                  115600
ESSEX INTERNATIONAL, INC       COM              297025108      413    17389 SH       DEFINED 01                   17389
ESSEX PROPERTY TRUST, INC      COM              297178105       63     2400 SH       DEFINED 01                    2400
ESTERLINE CORP                 COM              297425100     3284   253820 SH       DEFINED 01                  253820
ETHAN ALLEN INTERIORS, INC     COM              297602104    11351   273100 SH       DEFINED 01                  273100
ETHYL CORP                     COM              297659104      195    45900 SH       DEFINED 01                   45900
EVANS & SUTHERLAND COMPUTER CO COM              299096107     1154    96200 SH       DEFINED 01                   96200
EVEREN CAPITAL CORP            COM              299761106    10900   557207 SH       DEFINED 01                  557207
EVEREST REINSURANCE HOLDINGS,  COM              299808105    23745   761366 SH       DEFINED 01                  761366
EXABYTE CORP                   COM              300615101      103    21600 SH       DEFINED 01                   21600
EXAR CORP                      COM              300645108       18     1100 SH       DEFINED 01                    1100
EXCALIBUR TECHNOLOGIES CORP    COM              300651205        1       50 SH       DEFINED 01                      50
EXCEL LEGACY CORP              COM              300665106       11     3100 SH       DEFINED 01                    3100
EXCEL SWITCHING CORP           COM              30067V108     4248   202300 SH       DEFINED 01                  202300
EXCITE, INC                    COM              300904109     2155    15396 SH       DEFINED 01                   15396
EXECUTIVE RISK, INC            COM              301586103      270     3800 SH       DEFINED 01                    3800
EXIDE CORP                     COM              302051107       52     4700 SH       DEFINED 01                    4700
EXODUS COMMUNICATIONS, INC     COM              302088109    23322   173400 SH       DEFINED 01                  173400
EXPEDITORS INTERNATIONAL OF WA COM              302130109    16681   308900 SH       DEFINED 01                  308900
EXPRESS SCRIPTS, INC           COM              302182100    12633   147000 SH       DEFINED 01                  147000
EXTENDED STAY AMERICA, INC     COM              30224P101    12219  1199400 SH       DEFINED 01                 1199400
EXTENDICARE, INC (CLASS A)     COM              30224T871      434   155100 SH       DEFINED 01                  155100
EXXON CORP                     COM              302290101  1576154 22336990 SH       DEFINED 01                22336990
F & M BANCORP, INC (MARYLAND)  COM              302367107      502    16200 SH       DEFINED 01                   16200
F & M BANCORP, INC (WISCONSIN) COM              302371109     1234    37400 SH       DEFINED 01                   37400
F & M NATIONAL CORP            COM              302374103     2316    96500 SH       DEFINED 01                   96500
FBL FINANCIAL GROUP, INC (CLAS COM              30239F106     3911   220329 SH       DEFINED 01                  220329
FEI CO                         COM              30241L109        5      600 SH       DEFINED 01                     600
FMC CORP                       COM              302491303    24968   505690 SH       DEFINED 01                  505690
F.N.B. CORP                    COM              302520101      685    29780 SH       DEFINED 01                   29780
FPIC INSURANCE GROUP, INC      COM              302563101      278     6700 SH       DEFINED 01                    6700
FPL GROUP, INC                 COM              302571104    41202   773748 SH       DEFINED 01                  773748
FSI INTERNATIONAL, INC         COM              302633102      107    17900 SH       DEFINED 01                   17900
F.Y.I., INC                    COM              302712104     2592    81000 SH       DEFINED 01                   81000
FAB INDUSTRIES, INC            COM              302747100     1631   107838 SH       DEFINED 01                  107838
FACTSET RESEARCH SYSTEMS, INC  COM              303075105     3402    78648 SH       DEFINED 01                   78648
FAIR ISSAC & CO, INC           COM              303250104     5861   158127 SH       DEFINED 01                  158127
FAIRCHILD CORP (CLASS A)       COM              303698104       73     7209 SH       DEFINED 01                    7209
FAIRFIELD COMMUNITIES, INC     COM              304231301     2288   256000 SH       DEFINED 01                  256000
FAMILY DOLLAR STORES, INC      COM              307000109     2884   125400 SH       DEFINED 01                  125400
FAMILY GOLF CENTERS, INC       COM              30701A106       68     9100 SH       DEFINED 01                    9100
FANSTEEL, INC                  COM              307260109     1759   343200 SH       DEFINED 01                  343200
FARMER BROTHERS CO             COM              307675108       20      100 SH       DEFINED 01                     100
FARMERS CAPITAL BANK CORP      COM              309562106      347    10500 SH       DEFINED 01                   10500
FASTENAL CO                    COM              311900104     1044    29770 SH       DEFINED 01                   29770
FDX CORP                       COM              31304N107    74730   805167 SH       DEFINED 01                  805167
FEDDERS CORP                   COM              313135105     1286   253970 SH       DEFINED 01                  253970
FEDDERS CORP (CLASS A)         COM              313135303      710   153550 SH       DEFINED 01                  153550
FEDERAL AGRICULTURAL MORTGAGE  COM              313148306       21      400 SH       DEFINED 01                     400
FREDDIE MAC                    COM              313400301   325524  5698457 SH       DEFINED 01                 5698457
FEDERAL-MOGUL CORP             COM              313549107    10150   236044 SH       DEFINED 01                  236044
FEDERAL NATIONAL MORTGAGE ASSO COM              313586109   612937  8851074 SH       DEFINED 01                 8851074
FEDERAL REALTY INVESTMENT TRUS COM              313747206     3395   160216 SH       DEFINED 01                  160216
FEDERAL SIGNAL CORP            COM              313855108      493    23614 SH       DEFINED 01                   23614
FEDERATED DEPARTMENT STORES, I COM              31410H101    82420  2054087 SH       DEFINED 01                 2054087
FEDERATED INVESTMENTS, INC     COM              314211103     9547   524900 SH       DEFINED 01                  524900
FELCOR LODGING TRUST, INC      COM              31430F101     3743   161418 SH       DEFINED 01                  161418
FERRO CORP                     COM              315405100    15053   608203 SH       DEFINED 01                  608203
FIDELITY NATIONAL FINANCIAL, I COM              316326107     5274   351620 SH       DEFINED 01                  351620
FIFTH THIRD BANCORP            COM              316773100    82737  1254780 SH       DEFINED 01                 1254780
FILENET CORP                   COM              316869106       65     9297 SH       DEFINED 01                    9297
FINANCIAL FEDERAL CORP         COM              317492106      160     8400 SH       DEFINED 01                    8400
FINANCIAL SECURITY ASSURANCE H COM              31769P100     8159   164421 SH       DEFINED 01                  164421
FINLAY ENTERPRISES, INC        COM              317884203       21     1900 SH       DEFINED 01                    1900
FINISH LINE, INC (CLASS A)     COM              317923100       80     6200 SH       DEFINED 01                    6200
FINOVA GROUP, INC              COM              317928109    11880   229010 SH       DEFINED 01                  229010
FIREARMS TRAINING SYSTEMS, INC COM              318120102       84    81600 SH       DEFINED 01                   81600
FIRST AMERICAN FINANCIAL CORP  COM              318522307    14979   947288 SH       DEFINED 01                  947288
FIRST BANCORP (PUERTO RICO)    COM              318672102     5080   211117 SH       DEFINED 01                  211117
FIRST AMERICAN CORP            COM              318900107    15792   428245 SH       DEFINED 01                  428245
FIRST CHARTER CORP             COM              319439105      283    14900 SH       DEFINED 01                   14900
FIRST CITIZENS BANCSHARES, INC COM              31946M103     1895    23400 SH       DEFINED 01                   23400
FIRST COMMERCE BANCSHARES, INC COM              319777207       43     1700 SH       DEFINED 01                    1700
FIRST COMMONWEALTH FINANCIAL C COM              319829107     1988    93532 SH       DEFINED 01                   93532
FIRST CONSULTING GROUP, INC    COM              31986R103      759    68211 SH       DEFINED 01                   68211
FIRST FEDERAL CAPITAL CORP     COM              319960100      577    49100 SH       DEFINED 01                   49100
FIRST DATA CORP                COM              319963104   126293  2954220 SH       DEFINED 01                 2954220
FIRST FINANCIAL BANKSHARES, IN COM              32020R109       80     2480 SH       DEFINED 01                    2480
FIRST FINANCIAL BANCORP        COM              320209109     1980    91020 SH       DEFINED 01                   91020
FIRST FINANCIAL CORP (INDIANA) COM              320218100      146     3500 SH       DEFINED 01                    3500
FIRST FINANCIAL HOLDINGS, INC  COM              320239106      347    19300 SH       DEFINED 01                   19300
FIRST INDUSTRIAL REALTY TRUST, COM              32054K103     8335   348200 SH       DEFINED 01                  348200
FIRST INDIANA CORP             COM              32054R108      572    30100 SH       DEFINED 01                   30100
FIRST LIBERTY FINANCIAL CORP   COM              320691108      581    27400 SH       DEFINED 01                   27400
FIRST MERCHANTS CORP           COM              320817109      342    13950 SH       DEFINED 01                   13950
FIRST MIDWEST BANCORP, INC     COM              320867104    14368   378105 SH       DEFINED 01                  378105
FIRST HEALTH GROUP CORP        COM              320960107    14628   910706 SH       DEFINED 01                  910706
FIRST SIERRA FINANCIAL, INC    COM              335944104       51     5700 SH       DEFINED 01                    5700
FIRST REPUBLIC BANK            COM              336158100     1843    76400 SH       DEFINED 01                   76400
FIRST SECURITY CORP            COM              336294103    36367  1883080 SH       DEFINED 01                 1883080
FIRST SENTINEL BANCORP, INC    COM              33640T103       79     9900 SH       DEFINED 01                    9900
FIRST SOURCE CORP              COM              336901103      373    12540 SH       DEFINED 01                   12540
FIRST TENNESSEE NATIONAL CORP  COM              337162101    40668  1110400 SH       DEFINED 01                 1110400
FIRST UNION CORP               COM              337358105   406239  7602141 SH       DEFINED 01                 7602141
FIRST UNION REAL ESTATE INVEST COM              337400105       28     6300 SH       DEFINED 01                    6300
FIRST UNITED BANCSHARES, INC   COM              33741E104      703    50700 SH       DEFINED 01                   50700
FIRST VIRGINIA BANKS, INC      COM              337477103    19882   435175 SH       DEFINED 01                  435175
FIRST WASHINGTON BANCORP, INC  COM              33748T104      849    43660 SH       DEFINED 01                   43660
FIRST WESTERN BANCORP, INC     COM              337505101     1405    44604 SH       DEFINED 01                   44604
FIRSTPLUS FINANCIAL GROUP, INC COM              33763B103      227   404312 SH       DEFINED 01                  404312
FIRSTAR CORP                   COM              33763V109   102137  1141193 SH       DEFINED 01                 1141193
FISERV, INC                    COM              337738108     5458   101787 SH       DEFINED 01                  101787
FIRSTFED FINANCIAL CORP        COM              337907109     5322   331350 SH       DEFINED 01                  331350
FIRSTMERIT CORP                COM              337915102    11621   451308 SH       DEFINED 01                  451308
FLAGSTAR BANCORP, INC          COM              337930101     1982    74800 SH       DEFINED 01                   74800
FIRSTENERGY CORP               COM              337932107    73622  2635224 SH       DEFINED 01                 2635224
FISHER SCIENTIFIC INTERNATIONA COM              338032204     2025   116572 SH       DEFINED 01                  116572
FLEET FINANCIAL GROUP, INC     COM              338915101   357107  9491206 SH       DEFINED 01                 9491206
FLEETWOOD ENTERPRISES, INC     COM              339099103     2937   102600 SH       DEFINED 01                  102600
FLORIDA EAST COAST INDUSTRIES, COM              340632108     4715   157501 SH       DEFINED 01                  157501
FLORIDA PANTHERS HOLDINGS, INC COM              341064103      963   124300 SH       DEFINED 01                  124300
FLORIDA PROGRESS CORP          COM              341109106    14433   382339 SH       DEFINED 01                  382339
FLORIDA ROCK INDUSTRIES, INC   COM              341140101     3561   104338 SH       DEFINED 01                  104338
FLOWERS INDUSTRIES, INC        COM              343496105     1138    46225 SH       DEFINED 01                   46225
FLOWSERVE CORP                 COM              34354P105    10841   696579 SH       DEFINED 01                  696579
FLUOR CORP                     COM              343861100     3131   115963 SH       DEFINED 01                  115963
FOAMEX INTERNATIONAL, INC      COM              344123104      911   162000 SH       DEFINED 01                  162000
FOOD LION, INC (CLASS B)       COM              344775101    21396  2377330 SH       DEFINED 01                 2377330
FOOD LION, INC (CLASS A)       COM              344775200     9983  1084750 SH       DEFINED 01                 1084750
FOODMAKER, INC                 COM              344839204    20272   794969 SH       DEFINED 01                  794969
FOOTSTAR, INC                  COM              344912100     8273   258538 SH       DEFINED 01                  258538
FORCENERGY GAS EXPLORATION, IN COM              345206106      160   233000 SH       DEFINED 01                  233000
FORD MOTOR CO                  COM              345370100   443089  7807735 SH       DEFINED 01                 7807735
FORE SYSTEMS, INC              COM              345449102     1405    74300 SH       DEFINED 01                   74300
FOREMOST CORP OF AMERICA       COM              345469100    14822   736500 SH       DEFINED 01                  736500
FOREST CITY ENTERPRISES, INC ( COM              345550107     1517    62700 SH       DEFINED 01                   62700
FOREST LABORATORIES, INC       COM              345838106     5395    95692 SH       DEFINED 01                   95692
FOREST OIL CORP                COM              346091606     2601   346834 SH       DEFINED 01                  346834
FORRESTER RESEARCH, INC        COM              346563109        6      200 SH       DEFINED 01                     200
FORT JAMES CORP                COM              347471104    81416  2569342 SH       DEFINED 01                 2569342
FORTE SOFTWARE, INC            COM              349546101       26     5700 SH       DEFINED 01                    5700
FORTUNE BRANDS, INC            COM              349631101    21075   544757 SH       DEFINED 01                  544757
FOSSIL, INC                    COM              349882100     4147   139100 SH       DEFINED 01                  139100
FOSTER (LB) CO (CLASS A)       COM              350060109      554   119800 SH       DEFINED 01                  119800
FOSTER WHEELER CORP            COM              350244109     8340   687802 SH       DEFINED 01                  687802
FOUNDATION HEALTH SYSTEMS (CLA COM              350404109      971    79646 SH       DEFINED 01                   79646
FRANCHISE FINANCE CORP OF AMER COM              351807102     6594   313064 SH       DEFINED 01                  313064
FRANCHISE MORTGAGE ACCEPTANCE  COM              35181D108     1301   179500 SH       DEFINED 01                  179500
FRANKLIN COVEY CO              COM              353469109     1939   215425 SH       DEFINED 01                  215425
FRANKLIN ELECTRIC CO, INC      COM              353514102      657    10100 SH       DEFINED 01                   10100
FRANKLIN RESOURCES, INC        COM              354613101    16864   599604 SH       DEFINED 01                  599604
FRED'S, INC                    COM              356108100     1620   147300 SH       DEFINED 01                  147300
FREEDOM SECURITIES CORP        COM              35644K103     3484   218610 SH       DEFINED 01                  218610
FREEPORT-MCMORAN COPPER & GOLD COM              35671D105     6834   666724 SH       DEFINED 01                  666724
FREEPORT-MCMORAN COPPER & GOLD COM              35671D857    25550  2349424 SH       DEFINED 01                 2349424
FREMONT GENERAL CORP           COM              357288109     9763   512160 SH       DEFINED 01                  512160
FRENCH FRAGRANCES, INC         COM              357658103       35     6000 SH       DEFINED 01                    6000
FRESENIUS MEDICAL CARE AG. ADR ADR              358029106      138     6830 SH       DEFINED 01                    6830
FRIEDE GOLDMAN INTERNATIONAL,  COM              358430106     2421   151300 SH       DEFINED 01                  151300
FRIEDMAN, BILLINGS, RAMSEY GRO COM              358433100      631    94401 SH       DEFINED 01                   94401
FRIEDMAN'S, INC (CLASS A)      COM              358438109       27     3000 SH       DEFINED 01                    3000
FRISCH'S RESTAURANTS, INC      COM              358748101     1929   200384 SH       DEFINED 01                  200384
FRITZ COS, INC                 COM              358846103      357    51900 SH       DEFINED 01                   51900
FRONTIER CORP                  COM              35906P105    42679   822731 SH       DEFINED 01                  822731
FRONTIER FINANCIAL CORP        COM              35907K105      190     7600 SH       DEFINED 01                    7600
FRONTIER INSURANCE GROUP, INC  COM              359081106      132    11110 SH       DEFINED 01                   11110
FRONTIER OIL CORP              COM              35914P105      421    84147 SH       DEFINED 01                   84147
FUISZ TECHNOLOGIES LTD         COM              359536109      673   102500 SH       DEFINED 01                  102500
FULLER (H.B.) CO               COM              359694106     2696    45736 SH       DEFINED 01                   45736
FULTON FINANCIAL CORP          COM              360271100     5020   218850 SH       DEFINED 01                  218850
FUND AMERICAN ENTERPRISES HOLD COM              360768105     2400    18040 SH       DEFINED 01                   18040
FURNITURE BRANDS INTERNATIONAL COM              360921100    13859   626388 SH       DEFINED 01                  626388
FURON CO                       COM              361106107     3055   241968 SH       DEFINED 01                  241968
G & K SERVICES, INC (CLASS A)  COM              361268105     6362   137750 SH       DEFINED 01                  137750
GATX CORP                      COM              361448103    26469   803600 SH       DEFINED 01                  803600
GBC BANCORP                    COM              361475106     1766   117700 SH       DEFINED 01                  117700
GC COS, INC                    COM              36155Q109      715    22731 SH       DEFINED 01                   22731
GPU, INC                       COM              36225X100    60117  1611184 SH       DEFINED 01                 1611184
GTE CORP                       COM              362320103   443624  7332627 SH       DEFINED 01                 7332627
GT INTERACTIVE SOFTWARE CORP   COM              36236E109      653   141100 SH       DEFINED 01                  141100
GABLES RESIDENTIAL TRUST       COM              362418105       77     3500 SH       DEFINED 01                    3500
GADZOOKS, INC                  COM              362553109       33     4400 SH       DEFINED 01                    4400
GAINSCO, INC                   COM              363127101       24     5000 SH       DEFINED 01                    5000
GALEY & LORD, INC              COM              36352K103       67    15075 SH       DEFINED 01                   15075
GALILEO INTERNATIONAL, INC     COM              363547100    48908  1011016 SH       DEFINED 01                 1011016
GALLAGHER (ARTHUR J.) & CO     COM              363576109      966    21000 SH       DEFINED 01                   21000
GANNETT CO, INC                COM              364730101   170950  2713485 SH       DEFINED 01                 2713485
GAP, INC                       COM              364760108   272769  4052277 SH       DEFINED 01                 4052277
GARDEN RIDGE CORP              COM              36541P104     1195   175400 SH       DEFINED 01                  175400
GARDNER DENVER, INC            COM              365558105     2410   151791 SH       DEFINED 01                  151791
GARTNER GROUP, INC (CLASS A)   COM              366651107     1807    80100 SH       DEFINED 01                   80100
GATEWAY 2000, INC              COM              367833100    11324   165168 SH       DEFINED 01                  165168
GAYLORD ENTERTAINMENT CO       COM              367905106      908    37436 SH       DEFINED 01                   37436
GAYLORD CONTAINER CO           COM              368145108     8344  1112488 SH       DEFINED 01                 1112488
GELTEX PHARMACEUTICALS, INC    COM              368538104       48     3400 SH       DEFINED 01                    3400
GENCORP, INC                   COM              368682100    10232   568424 SH       DEFINED 01                  568424
GENER S.A. (SPONS ADR)         ADR              368731105     1063    57870 SH       DEFINED 01                   57870
GENERAL BINDING CORP           COM              369154109      384    14800 SH       DEFINED 01                   14800
GENERAL CABLE CORP             COM              369300108     5683   538079 SH       DEFINED 01                  538079
GENERAL CIGAR HOLDINGS, INC (C COM              36933P100      952   102240 SH       DEFINED 01                  102240
GENERAL CHEMICAL GROUP, INC    COM              369332101      118     8961 SH       DEFINED 01                    8961
GENERAL COMMUNICATION (CLASS A COM              369385109      675   148000 SH       DEFINED 01                  148000
GENERAL DATACOMM INDUSTRIES, I COM              369487103      268   104757 SH       DEFINED 01                  104757
GENERAL DYNAMICS CORP          COM              369550108    33118   515453 SH       DEFINED 01                  515453
GENERAL ELECTRIC CO            COM              369604103  3546941 32062745 SH       DEFINED 01                32062745
GENERAL GROWTH PROPERTIES, INC COM              370021107     8541   263300 SH       DEFINED 01                  263300
GENERAL HOUSEWARES CORP        COM              370073108     1655   159500 SH       DEFINED 01                  159500
GENERAL INSTRUMENT CORP        COM              370120107    21663   714644 SH       DEFINED 01                  714644
GENERAL MAGIC, INC             COM              370253106      389   107420 SH       DEFINED 01                  107420
GENERAL MILLS, INC             COM              370334104   102956  1362533 SH       DEFINED 01                 1362533
GENERAL MOTORS CORP            COM              370442105   432068  4973442 SH       DEFINED 01                 4973442
GENERAL MOTORS CORP (CLASS H)  COM              370442832   175235  3474294 SH       DEFINED 01                 3474294
GENERAL NUTRITION COS, INC     COM              37047F103     5780   412828 SH       DEFINED 01                  412828
GENERAL SEMICONDUCTOR, INC     COM              370787103     1035   142700 SH       DEFINED 01                  142700
GENESCO, INC                   COM              371532102     5550   600000 SH       DEFINED 01                  600000
GENTEX CORP                    COM              371901109    19945   925000 SH       DEFINED 01                  925000
GENESIS HEALTH VENTURES, INC   COM              371912106       54    11076 SH       DEFINED 01                   11076
GENESYS TELECOMM LABS, INC     COM              371931106     4243   281700 SH       DEFINED 01                  281700
GENESIS DIRECT, INC            COM              371935107      340    79500 SH       DEFINED 01                   79500
GENLYTE GROUP, INC             COM              372302109      685    42800 SH       DEFINED 01                   42800
GENRAD, INC                    COM              372447102     6853   476722 SH       DEFINED 01                  476722
GENSIA SICOR, INC              COM              372450106     1416   503559 SH       DEFINED 01                  503559
GEON CO                        COM              37246W105     7583   333320 SH       DEFINED 01                  333320
GENUINE PARTS CO               COM              372460105    15943   553346 SH       DEFINED 01                  553346
GENZYME CORP (GENERAL DIVISION COM              372917104    37848   750400 SH       DEFINED 01                  750400
GENZYME CORP (TISSUE REPAIR DI COM              372917401       51    21884 SH       DEFINED 01                   21884
GENZYME-MOLECULAR ONCOLOGY     COM              372917500      673   179581 SH       DEFINED 01                  179581
GEORGIA GULF CORP              COM              373200203     5109   456681 SH       DEFINED 01                  456681
GEORGIA-PACIFIC CORP (PACKAGIN COM              373298108    40017   538950 SH       DEFINED 01                  538950
GEORGIA-PACIFIC CORP (TIMBER G COM              373298702    15112   673500 SH       DEFINED 01                  673500
GEOTEL COMMUNICATIONS CORP     COM              373656107    13987   304900 SH       DEFINED 01                  304900
GEOWORKS CORP                  COM              373692102        1      300 SH       DEFINED 01                     300
GERBER SCIENTIFIC, INC         COM              373730100     6646   329195 SH       DEFINED 01                  329195
GETCHELL GOLD CORP             COM              374265106      272    10391 SH       DEFINED 01                   10391
GETTY IMAGES, INC              COM              374276103      139     6600 SH       DEFINED 01                    6600
GETTY PETROLEUM MARKETING, INC COM              374292100     1248   434038 SH       DEFINED 01                  434038
GETTY REALTY HOLDING CORP      COM              374297109     4310   344838 SH       DEFINED 01                  344838
GIANT CEMENT HOLDINGS, INC     COM              374450104     2650   154200 SH       DEFINED 01                  154200
GIBRALTAR STEEL CORP           COM              37476F103     2018   101200 SH       DEFINED 01                  101200
GIBSON GREETINGS, INC          COM              374827103     2061   281800 SH       DEFINED 01                  281800
GILEAD SCIENCES, INC           COM              375558103     2680    58900 SH       DEFINED 01                   58900
GILLETTE CO                    COM              375766102   659100 11088959 SH       DEFINED 01                11088959
GLATFELTER (P.H.) CO           COM              377316104     4647   415348 SH       DEFINED 01                  415348
GLEASON CORP                   COM              377339106      742    43800 SH       DEFINED 01                   43800
GLENAYRE TECHNOLOGIES, INC     COM              377899109      227    66074 SH       DEFINED 01                   66074
GLENBOROUGH REALTY TRUST, INC  COM              37803P105      250    14700 SH       DEFINED 01                   14700
GLIMCHER REALTY TRUST          COM              379302102      772    53700 SH       DEFINED 01                   53700
GLOBAL DIRECTMAIL CORP         COM              379321102     5943   354785 SH       DEFINED 01                  354785
GLOBAL INDUSTRIAL TECHNOLOGIES COM              379335102     2384   227037 SH       DEFINED 01                  227037
GLOBAL INDUSTRIES LTD          COM              379336100     4143   409214 SH       DEFINED 01                  409214
GLOBAL MARINE, INC             COM              379352404     2785   237000 SH       DEFINED 01                  237000
GLOBAL TELESYSTEMS GROUP, INC  COM              37936U104     4525    80900 SH       DEFINED 01                   80900
GOLD BANC CORP, INC            COM              379907108       36     2400 SH       DEFINED 01                    2400
GOLDEN ENTERPRISES, INC        COM              381010107      541   160300 SH       DEFINED 01                  160300
GOLDEN STATE BANCORP, INC      COM              381197102    23153  1040600 SH       DEFINED 01                 1040600
GOLDEN STATE BANCORP, INC WTS                   381197136     3608   744800 SH       DEFINED 01                  744800
GOLDEN WEST FINANCIAL CORP     COM              381317106    62222   651544 SH       DEFINED 01                  651544
GOLF TRUST OF AMERICA, INC     COM              38168B103       11      500 SH       DEFINED 01                     500
GOOD GUYS, INC                 COM              382091106      216    55800 SH       DEFINED 01                   55800
GOODRICH (B.F.) CO             COM              382388106    54931  1600894 SH       DEFINED 01                 1600894
GOODYEAR TIRE & RUBBER CO      COM              382550101    51575  1035389 SH       DEFINED 01                 1035389
GOODY'S FAMILY CLOTHING, INC   COM              382588101     1348    96700 SH       DEFINED 01                   96700
GOTTSCHALKS, INC               COM              383485109     2133   310300 SH       DEFINED 01                  310300
GRACE, W.R. & CO               COM              38388F108     7449   614340 SH       DEFINED 01                  614340
GRACO, INC                     COM              384109104     7219   327204 SH       DEFINED 01                  327204
GRADCO SYSTEMS, INC            COM              384111100       13     6962 SH       DEFINED 01                    6962
GRAHAM-FIELD HEALTH PRODUCTS,  COM              384632105       21    11600 SH       DEFINED 01                   11600
GRAINGER (W.W.), INC           COM              384802104     5279   122583 SH       DEFINED 01                  122583
GRAND PREMIER FINANCIAL, INC   COM              386174106      409    36190 SH       DEFINED 01                   36190
GRANITE CONSTRUCTION, INC      COM              387328107     4632   198149 SH       DEFINED 01                  198149
GRAY COMMUNICATIONS SYSTEMS, I COM              389190109       37     2250 SH       DEFINED 01                    2250
GREAT ATLANTIC & PACIFIC TEA C COM              390064103     7728   257600 SH       DEFINED 01                  257600
GREAT LAKES CHEMICAL CORP      COM              390568103    10154   276300 SH       DEFINED 01                  276300
GREAT LAKES REIT, INC          COM              390752103      493    33984 SH       DEFINED 01                   33984
GREAT PLAINS SOFTWARE, INC     COM              39119E105      774    20000 SH       DEFINED 01                   20000
GREATER BAY BANCORP            COM              391648102       38     1300 SH       DEFINED 01                    1300
GREENBRIER COS, INC            COM              393657101      302    31827 SH       DEFINED 01                   31827
GREENPOINT FINANCIAL CORP      COM              395384100    14622   420774 SH       DEFINED 01                  420774
GREIF BROTHERS CORP (CLASS A)  COM              397624107      968    44000 SH       DEFINED 01                   44000
GREY ADVERTISING, INC          COM              397838103       35      100 SH       DEFINED 01                     100
GREY WOLF, INC                 COM              397888108     2638  1834899 SH       DEFINED 01                 1834899
GRIFFON CORP                   COM              398433102       67     9762 SH       DEFINED 01                    9762
GROUP 1 AUTOMOTIVE, INC        COM              398905109     3453   140600 SH       DEFINED 01                  140600
GROUP MAINTENANCE AMERICA CORP COM              39943E107     2632   231400 SH       DEFINED 01                  231400
GRUBB & ELLIS CO               COM              400095204      727   109672 SH       DEFINED 01                  109672
GTECH HOLDINGS CORP            COM              400518106    16589   680579 SH       DEFINED 01                  680579
GUARANTEE LIFE COS, INC        COM              400740106      500    29400 SH       DEFINED 01                   29400
GUESS ?, INC                   COM              401617105       15     2475 SH       DEFINED 01                    2475
GUIDANT CORP                   COM              401698105   169612  2803502 SH       DEFINED 01                 2803502
GUILFORD MILLS, INC            COM              401794102      771    88135 SH       DEFINED 01                   88135
GUILFORD PHARMACEUTICALS, INC  COM              401829106    18898  1661400 SH       DEFINED 01                 1661400
GUITAR CENTER, INC             COM              402040109       92     4500 SH       DEFINED 01                    4500
GULF CANADA RESOURCES LTD      COM              40218L305      314   117047 SH       DEFINED 01                  117047
GULF ISLAND FABRICATION, INC   COM              402307102     1158   110300 SH       DEFINED 01                  110300
GULFMARK OFFSHORE, INC         COM              402629109      217    18200 SH       DEFINED 01                   18200
GULFSTREAM AEROSPACE CORP      COM              402734107    49293  1136433 SH       DEFINED 01                 1136433
GYMBOREE CORP                  COM              403777105     2015   225400 SH       DEFINED 01                  225400
HCIA, INC                      COM              403908106       36     7900 SH       DEFINED 01                    7900
HMT TECHNOLOGY CORP            COM              403917107      691   197500 SH       DEFINED 01                  197500
HCC INSURANCE HOLDINGS, INC    COM              404132102      441    22900 SH       DEFINED 01                   22900
HCR MANOR CARE                 COM              404134108     1656    72602 SH       DEFINED 01                   72602
HIE, INC                       COM              40419W100      287    63700 SH       DEFINED 01                   63700
HNC SOFTWARE                   COM              40425P107     2480    75740 SH       DEFINED 01                   75740
HRPT PROPERTIES TRUST          COM              40426W101    10591   784500 SH       DEFINED 01                  784500
HSB GROUP, INC                 COM              40428N109      600    16150 SH       DEFINED 01                   16150
HS RESOURCES, INC              COM              404297103      596    68161 SH       DEFINED 01                   68161
HUDSON UNITED BANCORP          COM              404382103    18607   554396 SH       DEFINED 01                  554396
HA-LO INDUSTRIES, INC          COM              404429102      260    21100 SH       DEFINED 01                   21100
HADCO CORP                     COM              404681108      271     8600 SH       DEFINED 01                    8600
HAEMONETICS CORP               COM              405024100     2759   175900 SH       DEFINED 01                  175900
HAGLER BAILLY, INC             COM              405183104       34     4300 SH       DEFINED 01                    4300
HAIN FOOD GROUP, INC           COM              405219106       43     2600 SH       DEFINED 01                    2600
HALLIBURTON CO                 COM              406216101    99952  2596166 SH       DEFINED 01                 2596166
HALTER MARINE GROUP, INC       COM              40642Y105      223    38358 SH       DEFINED 01                   38358
HAMBRECHT & QUIST GROUP        COM              406545103     5203   150000 SH       DEFINED 01                  150000
HAMILTON BANCORP, INC          COM              407013101     1025    39600 SH       DEFINED 01                   39600
HANCOCK FABRICS, INC           COM              409900107     1473   233278 SH       DEFINED 01                  233278
HANCOCK HOLDINGS CO            COM              410120109     1279    27800 SH       DEFINED 01                   27800
HANDLEMAN CO                   COM              410252100     4599   343884 SH       DEFINED 01                  343884
HANGER ORTHOPEDIC GROUP, INC   COM              41043F208     4119   305100 SH       DEFINED 01                  305100
HANNA (M.A.) CO                COM              410522106     8999   702369 SH       DEFINED 01                  702369
HANNAFORD BROTHERS, INC        COM              410550107    18363   404143 SH       DEFINED 01                  404143
HANOVER COMPRESSOR CO          COM              410768105     4987   188200 SH       DEFINED 01                  188200
HANOVER DIRECT, INC            COM              410783104      909   323174 SH       DEFINED 01                  323174
HARBINGER CORP                 COM              41145C103     1664   246550 SH       DEFINED 01                  246550
HARCOURT GENERAL, INC          COM              41163G101     1759    39700 SH       DEFINED 01                   39700
HARCOURT GENERAL,INC SERIES A  PFD              41163G200    10247   210200 SH       DEFINED 01                  210200
HARBOR FLORIDA BANCSHARES, INC COM              411901101       77     6009 SH       DEFINED 01                    6009
HARDINGE, INC                  COM              412324303      863    61100 SH       DEFINED 01                   61100
HARKEN ENERGY CORP             COM              412552101       91    55897 SH       DEFINED 01                   55897
HARLAND (JOHN H.) CO           COM              412693103     6383   493335 SH       DEFINED 01                  493335
HARLEY DAVIDSON, INC           COM              412822108    81950  1425211 SH       DEFINED 01                 1425211
HARLEYSVILLE GROUP, INC        COM              412824104     3613   186500 SH       DEFINED 01                  186500
HARLEYSVILLE NATIONAL CORP     COM              412850109      229     6400 SH       DEFINED 01                    6400
HARMAN INTERNATIONAL INDUSTRIE COM              413086109      449    12230 SH       DEFINED 01                   12230
HARMON INDUSTRIES, INC         COM              413136102     1663    82900 SH       DEFINED 01                   82900
HARNISCHFEGER INDUSTRIES, INC  COM              413345109      650   114200 SH       DEFINED 01                  114200
HARRAH'S ENTERTAINMENT, INC    COM              413619107    21075  1105582 SH       DEFINED 01                 1105582
HARRIS CORP                    COM              413875105    37262  1301712 SH       DEFINED 01                 1301712
HARRIS FINANCIAL, INC          COM              414541102      101     8400 SH       DEFINED 01                    8400
HARSCO CORP                    COM              415864107     1350    53600 SH       DEFINED 01                   53600
HARTE-HANKS, INC               COM              416196103    16657   607100 SH       DEFINED 01                  607100
HARTFORD FINANCIAL SERVICES GR COM              416515104    81052  1426654 SH       DEFINED 01                 1426654
HARTFORD LIFE, INC (CLASS A)   COM              416592103     7805   141904 SH       DEFINED 01                  141904
HARTMARX CORP                  COM              417119104       32     6630 SH       DEFINED 01                    6630
HASBRO, INC                    COM              418056107    14522   501823 SH       DEFINED 01                  501823
HAVERTY FURNITURE COS, INC     COM              419596101     2025    79800 SH       DEFINED 01                   79800
HAWAIIAN ELECTRIC INDUSTRIES,  COM              419870100    15143   431893 SH       DEFINED 01                  431893
HAYES LEMMERZ INTERNATIONAL, I COM              420781106     1595    67880 SH       DEFINED 01                   67880
HEALTH CARE PROPERTY INVESTORS COM              421915109     2743    95400 SH       DEFINED 01                   95400
HEALTHSOUTH CORP               COM              421924101    53637  5169801 SH       DEFINED 01                 5169801
HEALTH MANAGEMENT ASSOCIATES,  COM              421933102   146962 12058453 SH       DEFINED 01                12058453
HEALTHCARE REALTY TRUST, INC   COM              421946104     1020    53700 SH       DEFINED 01                   53700
HEALTHPLAN SERVICES CORP       COM              421959107      975   138000 SH       DEFINED 01                  138000
HEARTPORT, INC                 COM              421969106      130    27100 SH       DEFINED 01                   27100
HEALTH CARE REIT, INC          COM              42217K106     1918    89213 SH       DEFINED 01                   89213
HEALTH MANAGEMENT SYSTEMS, INC COM              42219M100       17     3600 SH       DEFINED 01                    3600
HEALTHCARE FINANCIAL PARTNERS, COM              42219W108      131     5000 SH       DEFINED 01                    5000
HEALTHCARE RECOVERIES, INC     COM              42220K101       81    16600 SH       DEFINED 01                   16600
HEARST-ARGYLE TELEVISION, INC  COM              422317107    12247   497330 SH       DEFINED 01                  497330
HEARTLAND EXPRESS, INC         COM              422347104     2538   167107 SH       DEFINED 01                  167107
HECLA MINING CO                COM              422704106     1115   405500 SH       DEFINED 01                  405500
HEFTEL BROADCASTING CORP (CLAS COM              422799106     5921   136517 SH       DEFINED 01                  136517
HEICO CORP                     COM              422806109       76     3173 SH       DEFINED 01                    3173
HEICO CORP (CLASS A)           COM              422806208      119     5550 SH       DEFINED 01                    5550
HEILIG MEYERS CO               COM              422893107      131    25187 SH       DEFINED 01                   25187
HEINZ (H.J.) CO                COM              423074103   110310  2328441 SH       DEFINED 01                 2328441
HELIX TECHNOLOGY CORP          COM              423319102      264    17200 SH       DEFINED 01                   17200
HELLER FINANCIAL, INC          COM              423328103      284    12100 SH       DEFINED 01                   12100
HELMERICH & PAYNE, INC         COM              423452101    23129  1019449 SH       DEFINED 01                 1019449
JACK HENRY & ASSOCIATES, INC   COM              426281101      261     7100 SH       DEFINED 01                    7100
HERBALIFE INTERNATIONAL, INC ( COM              426908208      139    11283 SH       DEFINED 01                   11283
HERBALIFE INTERNATIONAL, INC ( COM              426908307       76     8066 SH       DEFINED 01                    8066
HERCULES, INC                  COM              427056106    39962  1582646 SH       DEFINED 01                 1582646
HERSHEY FOODS CORP             COM              427866108    11670   208400 SH       DEFINED 01                  208400
HERTZ CORP (CLASS A)           COM              428040109    15503   289774 SH       DEFINED 01                  289774
HESKA CORP                     COM              42805E108       41    12600 SH       DEFINED 01                   12600
HEWLETT-PACKARD CO             COM              428236103   547379  8071954 SH       DEFINED 01                 8071954
HEXCEL CORP                    COM              428291108     1557   220430 SH       DEFINED 01                  220430
HIBERNIA CORP (CLASS A)        COM              428656102    15502  1181067 SH       DEFINED 01                 1181067
HIGHLANDS INSURANCE GROUP, INC COM              431032101      122    11551 SH       DEFINED 01                   11551
HIGHWAYMASTER COMMUNICATIONS,  COM              431263102      181   111500 SH       DEFINED 01                  111500
HIGHWOODS PROPERTIES, INC      COM              431284108    10745   456000 SH       DEFINED 01                  456000
HILB, ROGAL & HAMILTON CO      COM              431294107      619    36562 SH       DEFINED 01                   36562
HILLENBRAND INDUSTRIES, INC    COM              431573104    11244   243437 SH       DEFINED 01                  243437
HILTON HOTELS CORP             COM              432848109     1186    84319 SH       DEFINED 01                   84319
HIRSCH INTERNATIONAL CORP (CLA COM              433550100        3     1500 SH       DEFINED 01                    1500
HOLLINGER INTERNATIONAL, INC   COM              435569108      450    33200 SH       DEFINED 01                   33200
HOLLY CORP                     COM              435758305       30     2257 SH       DEFINED 01                    2257
HOLLYWOOD ENTERTAINMENT CORP   COM              436141105     8739   469200 SH       DEFINED 01                  469200
HOLLYWOOD PARK, INC            COM              436255103       51     4900 SH       DEFINED 01                    4900
HOLOGIC, INC                   COM              436440101       23     2500 SH       DEFINED 01                    2500
HOLOPHANE CORP                 COM              43645B106     1206    54800 SH       DEFINED 01                   54800
HOME DEPOT, INC                COM              437076102   819274 13161021 SH       DEFINED 01                13161021
HOME PROPERTIES OF NEW YORK, I COM              437306103      144     6206 SH       DEFINED 01                    6206
HOMEBASE, INC                  COM              43738E108      278    62650 SH       DEFINED 01                   62650
HOMESTAKE MINING CO            COM              437614100     1419   164524 SH       DEFINED 01                  164524
HOMESTEAD VILLAGE, INC         COM              437851108      135    55399 SH       DEFINED 01                   55399
HON INDUSTRIES, INC            COM              438092108     8999   410200 SH       DEFINED 01                  410200
HONEYWELL, INC                 COM              438506107   173899  2293800 SH       DEFINED 01                 2293800
HOOPER HOLMES, INC             COM              439104100      553    35400 SH       DEFINED 01                   35400
HORACE MANN EDUCATORS CORP     COM              440327104      710    30632 SH       DEFINED 01                   30632
HORIZON GROUP PROPERTIES, INC  COM              44041U102       18     4218 SH       DEFINED 01                    4218
HORIZON OFFSHORE, INC          COM              44043J105     2027   300300 SH       DEFINED 01                  300300
HORMEL FOODS CORP              COM              440452100    24598   690457 SH       DEFINED 01                  690457
HOST MARRIOTT SERVICES CORP    COM              440914109      116    17120 SH       DEFINED 01                   17120
HOSPITALITY PROPERTIES TRUST   COM              44106M102     6395   236300 SH       DEFINED 01                  236300
HOST MARRIOTT CORP (NEW)       COM              44107P104    11665  1048542 SH       DEFINED 01                 1048542
HOUGHTON MIFFLIN CO            COM              441560109     1352    28845 SH       DEFINED 01                   28845
HOUSEHOLD INTERNATIONAL, INC   COM              441815107   141446  3100189 SH       DEFINED 01                 3100189
HOUSTON EXPLORATION CO         COM              442120101     2379   136937 SH       DEFINED 01                  136937
HOWMET INTERNATIONAL, INC      COM              443208103     2488   173852 SH       DEFINED 01                  173852
HUBBELL, INC (CLASS B)         COM              443510201     2693    67326 SH       DEFINED 01                   67326
HUFFY CORP                     COM              444356109       15     1225 SH       DEFINED 01                    1225
HUGHES SUPPLY, INC             COM              444482103     5726   251700 SH       DEFINED 01                  251700
HUMANA, INC                    COM              444859102     4195   243175 SH       DEFINED 01                  243175
HUMAN GENOME SCIENCES, INC     COM              444903108    16390   472500 SH       DEFINED 01                  472500
HUNT CORP                      COM              445591100      559    56600 SH       DEFINED 01                   56600
HUNT (J.B.) TRANSPORT SERVICES COM              445658107     7238   344650 SH       DEFINED 01                  344650
HUNTINGTON BANCSHARES, INC     COM              446150104    40459  1307760 SH       DEFINED 01                 1307760
HUSSMANN INTERNATIONAL, INC    COM              448110106    12581   856573 SH       DEFINED 01                  856573
HUTCHINSON TECHNOLOGY, INC     COM              448407106     4636   186370 SH       DEFINED 01                  186370
HVIDE MARINE, INC (CLASS A)    COM              448515106      184    42700 SH       DEFINED 01                   42700
ICN PHARMACEUTICALS, INC       COM              448924100     4497   178548 SH       DEFINED 01                  178548
IDT CORP                       COM              448947101     2221   123400 SH       DEFINED 01                  123400
HYPERCOM CORP                  COM              44913M105      592    92800 SH       DEFINED 01                   92800
HYPERION TELECOMMUNICATIONS, I COM              44914K306     4850   400000 SH       DEFINED 01                  400000
HYPERION SOLUTIONS CORP        COM              44914M104      199    13755 SH       DEFINED 01                   13755
IBP, INC                       COM              449223106    35207  1890300 SH       DEFINED 01                 1890300
ICG COMMUNICATIONS, INC        COM              449246107    25679  1283972 SH       DEFINED 01                 1283972
ICOS CORP                      COM              449295104      918    27200 SH       DEFINED 01                   27200
IDEC PHARMACEUTICALS CORP      COM              449370105    16481   320800 SH       DEFINED 01                  320800
IDX SYSTEMS CORP               COM              449491109      429    29600 SH       DEFINED 01                   29600
IGEN INTERNATIONAL, INC        COM              449536101       55     2300 SH       DEFINED 01                    2300
IHOP CORP NEW                  COM              449623107     3105    79100 SH       DEFINED 01                   79100
IMC GLOBAL, INC                COM              449669100    24521  1199796 SH       DEFINED 01                 1199796
IMC GLOBAL, INC WTS 12/22/00                    449669118       26    58362 SH       DEFINED 01                   58362
IMCO RECYCLING, INC            COM              449681105       18     1360 SH       DEFINED 01                    1360
IMC MORTGAGE CO                COM              449923101        5    32900 SH       DEFINED 01                   32900
IMS HEALTH, INC                COM              449934108    74449  2247506 SH       DEFINED 01                 2247506
IRI INTERNATIONAL CORP         COM              45004F107     1083   266605 SH       DEFINED 01                  266605
IRT PROPERTY CO                COM              450058102      951   107900 SH       DEFINED 01                  107900
ISS GROUP, INC                 COM              450306105      986    12400 SH       DEFINED 01                   12400
ITC DELTACOM, INC              COM              45031T104     2587   118600 SH       DEFINED 01                  118600
I-STAT CORP                    COM              450312103      269    29100 SH       DEFINED 01                   29100
ITI TECHNOLOGIES, INC          COM              450564109      327    10900 SH       DEFINED 01                   10900
ITT EDUCATIONAL SERVICES, INC  COM              45068B109      131     3500 SH       DEFINED 01                    3500
IXC COMMUNICATIONS, INC        COM              450713102      408     8900 SH       DEFINED 01                    8900
ITT INDUSTRIES, INC            COM              450911102     4508   127436 SH       DEFINED 01                  127436
IDACORP, INC                   COM              451107106    11547   393100 SH       DEFINED 01                  393100
IDEX CORP                      COM              45167R104      814    34530 SH       DEFINED 01                   34530
IDEXX LABORATORIES, INC        COM              45168D104      709    29600 SH       DEFINED 01                   29600
IKON OFFICE SOLUTIONS, INC     COM              451713101     8864   691800 SH       DEFINED 01                  691800
IKOS SYSTEMS, INC              COM              451716203      145    25800 SH       DEFINED 01                   25800
ILLINOIS TOOL WORKS, INC       COM              452308109   114289  1847102 SH       DEFINED 01                 1847102
ILLINOVA CORP                  COM              452317100      534    25220 SH       DEFINED 01                   25220
IMATION CORP                   COM              45245A107    11280   683622 SH       DEFINED 01                  683622
IMCLONE SYSTEMS, INC           COM              45245W109     1819   107800 SH       DEFINED 01                  107800
IMMUNE RESPONSE CORP           COM              45252T106      911   103400 SH       DEFINED 01                  103400
IMMUCOR, INC                   COM              452526106     2243   242500 SH       DEFINED 01                  242500
IMMUNEX CORP                   COM              452528102    56427   677800 SH       DEFINED 01                  677800
IMPAC MORTGAGE HOLDINGS, INC   COM              45254P102       10     1900 SH       DEFINED 01                    1900
IMPATH, INC                    COM              45255G101       29     1200 SH       DEFINED 01                    1200
IMPERIAL BANCORP               COM              452556103    27162  1586116 SH       DEFINED 01                 1586116
IMPERIAL CREDIT COMM MRTG IN   COM              45272T102     1099   114200 SH       DEFINED 01                  114200
IMPERIAL CREDIT INDUSTRIES, IN COM              452729106      187    25600 SH       DEFINED 01                   25600
IMATRON, INC                   COM              452906100       39    36400 SH       DEFINED 01                   36400
IMMUNOMEDICS, INC              COM              452907108      879   339000 SH       DEFINED 01                  339000
IN FOCUS SYSTEMS, INC          COM              452919103      119    13600 SH       DEFINED 01                   13600
IMPERIAL OIL LTD               COM              453038408    20553  1083364 SH       DEFINED 01                 1083364
IMPERIAL SUGAR CO              COM              453096109       68    11138 SH       DEFINED 01                   11138
IMRGLOBAL CORP                 COM              45321W106    10808   608900 SH       DEFINED 01                  608900
INACOM CORP                    COM              45323G109      159    20521 SH       DEFINED 01                   20521
INCO LTD CO (U.S.)             COM              453258402    21369  1602781 SH       DEFINED 01                 1602781
INCYTE PHARMACEUTICALS, INC    COM              45337C102      245    12200 SH       DEFINED 01                   12200
INDEPENDENCE COMMUNITY BANK CO COM              453414104     1281    99500 SH       DEFINED 01                   99500
INDEPENDENT BANK CORP          COM              453836108      586    42800 SH       DEFINED 01                   42800
INDIANA ENERGY, INC            COM              454707100     4357   230071 SH       DEFINED 01                  230071
INDUS INTERNATIONAL, INC       COM              45578L100      393    88500 SH       DEFINED 01                   88500
INDUSTRI-MATEMATIK INTERNATION COM              455792101       17     8600 SH       DEFINED 01                    8600
INDYMAC MORTGAGE HOLDINGS, INC COM              456607100    11173  1027412 SH       DEFINED 01                 1027412
INFORMIX CORP                  COM              456779107    13021  1765600 SH       DEFINED 01                 1765600
INFOSEEK CORP                  COM              45678M107      799    10800 SH       DEFINED 01                   10800
INFOUSA, INC (CLASS B)         COM              456818103      452   100500 SH       DEFINED 01                  100500
INFOUSA, INC (CLASS A)         COM              456818202      220    51800 SH       DEFINED 01                   51800
INGERSOLL-RAND CO              COM              456866102    81386  1640013 SH       DEFINED 01                 1640013
INFORMATION RESOURCES, INC     COM              456905108       97    15100 SH       DEFINED 01                   15100
INGLES MARKETS, INC (CLASS A)  COM              457030104       17     1500 SH       DEFINED 01                    1500
INGRAM MICRO, INC (CLASS A)    COM              457153104     2380   104350 SH       DEFINED 01                  104350
INHALE THERAPEUTIC SYSTEMS     COM              457191104      136     5000 SH       DEFINED 01                    5000
INNKEEPERS U.S.A. TRUST        COM              4576J0104     1580   169700 SH       DEFINED 01                  169700
INNOVEX, INC                   COM              457647105       66     4900 SH       DEFINED 01                    4900
INSIGHT ENTERPRISES, INC       COM              45765U103    17670   713959 SH       DEFINED 01                  713959
INPUT/OUTPUT, INC              COM              457652105       92    14574 SH       DEFINED 01                   14574
INPRISE CORP                   COM              45766C102      327    84437 SH       DEFINED 01                   84437
INSITUFORM TECHNOLOGIES, INC ( COM              457667103     5003   285900 SH       DEFINED 01                  285900
INSIGNIA FINANCIAL GROUP, INC  COM              45767A105     2642   187897 SH       DEFINED 01                  187897
INSO CORP                      COM              457674109       26     3500 SH       DEFINED 01                    3500
INSPIRE INSURANCE SOLUTIONS, I COM              457732105      273    14350 SH       DEFINED 01                   14350
INSURANCE AUTO AUCTIONS, INC   COM              457875102      190    15700 SH       DEFINED 01                   15700
INTEGRATED ELECTRICAL SERVICES COM              45811E103     1285    80300 SH       DEFINED 01                   80300
INTEGRATED CIRCUIT SYSTEMS, IN COM              45811K109      719    39800 SH       DEFINED 01                   39800
INTEGRATED DEVICE TECHNOLOGY,  COM              458118106     6826  1262700 SH       DEFINED 01                 1262700
INTEGRATED HEALTH SERVICES, IN COM              45812C106      986   179311 SH       DEFINED 01                  179311
INTEGRATED PROCESS EQUIPMENT C COM              45812K108     1035   115000 SH       DEFINED 01                  115000
INTEGRATED SYSTEMS, INC        COM              45812M104      220    17200 SH       DEFINED 01                   17200
INTEGRATED SILICON SOLUTION, I COM              45812P107       28    10000 SH       DEFINED 01                   10000
INTELIDATA TECHNOLOGIES CORP   COM              45814T107        1      800 SH       DEFINED 01                     800
INTEL CORP                     COM              458140100  2142723 18025009 SH       DEFINED 01                18025009
INTELLIGROUP, INC              COM              45816A106      377    58600 SH       DEFINED 01                   58600
INTER-TEL, INC                 COM              458372109     4672   300200 SH       DEFINED 01                  300200
INTERDIGITAL COMMUNICATIONS CO COM              45866A105     1361   315586 SH       DEFINED 01                  315586
INTERFACE, INC (CLASS A)       COM              458665106     5793   601900 SH       DEFINED 01                  601900
INTERIM SERVICES, INC          COM              45868P100     3033   202200 SH       DEFINED 01                  202200
INTERGRAPH CORP                COM              458683109       65     9665 SH       DEFINED 01                    9665
INTERMEDIA COMMUNICATIONS, INC COM              458801107      852    31989 SH       DEFINED 01                   31989
INTERMET CORP                  COM              45881K104     4086   305500 SH       DEFINED 01                  305500
INTERNATIONAL ALUMINUM CORP    COM              458884103     2933   117900 SH       DEFINED 01                  117900
INTERNATIONAL BANCSHARES CORP  COM              459044103     1716    39900 SH       DEFINED 01                   39900
INTERNATIONAL BUSINESS MACHINE COM              459200101  1834989 10352545 SH       DEFINED 01                10352545
INT'L FLAVORS & FRAGRANCES, IN COM              459506101    32499   865187 SH       DEFINED 01                  865187
INTERNATIONAL HOME FOODS, INC  COM              459655106    11880   739642 SH       DEFINED 01                  739642
INTERNATIONAL GAME TECHNOLOGY  COM              459902102    16809  1154265 SH       DEFINED 01                 1154265
INTERNATIONAL MULTIFOODS CORP  COM              460043102     7225   309900 SH       DEFINED 01                  309900
INTERNATIONAL NETWORK SERVICES COM              460053101    33612   480600 SH       DEFINED 01                  480600
INTERNATIONAL PAPER CO         COM              460146103    68389  1621062 SH       DEFINED 01                 1621062
INTERNATIONAL RECTIFIER CORP   COM              460254105      144    20500 SH       DEFINED 01                   20500
INTERNATIONAL SPEEDWAY CORP (C COM              460335201      644    12200 SH       DEFINED 01                   12200
INTERNATIONAL SPECIALTY PRODUC COM              460337108     1689   223300 SH       DEFINED 01                  223300
INTERNATIONAL TELECOMMUNICATIO COM              46047F104     7387   596900 SH       DEFINED 01                  596900
INTERNEURON PHARMACEUTICALS, I COM              460573108      447   155500 SH       DEFINED 01                  155500
INTERPOOL, INC                 COM              46062R108      836    61900 SH       DEFINED 01                   61900
INTERPUBLIC GROUP OF COS, INC  COM              460690100    74087   951355 SH       DEFINED 01                  951355
INTERSTATE BAKERIES CORP       COM              46072H108    16574   768670 SH       DEFINED 01                  768670
INTERSTATE ENERGY CORP         COM              460845100     7733   291827 SH       DEFINED 01                  291827
INTERWEST BANCORP, INC         COM              460931108      811    34050 SH       DEFINED 01                   34050
INTERVOICE, INC                COM              461142101     2234   203100 SH       DEFINED 01                  203100
INTEVAC, INC                   COM              461148108        3      500 SH       DEFINED 01                     500
INTIMATE BRANDS, INC (CLASS A) COM              461156101     6150   127783 SH       DEFINED 01                  127783
INTUIT, INC                    COM              461202103     4940    48550 SH       DEFINED 01                   48550
INVACARE CORP                  COM              461203101     4636   190700 SH       DEFINED 01                  190700
INVESTMENT TECHNOLOGY GROUP, I COM              461450108      274     5400 SH       DEFINED 01                    5400
INVESTORS FINANCIAL SERVICES C COM              461915100     1336    46478 SH       DEFINED 01                   46478
IOMEGA CORP                    COM              462030107     2617   510604 SH       DEFINED 01                  510604
IONICS, INC                    COM              462218108      199     6600 SH       DEFINED 01                    6600
IPALCO ENTERPRISES, INC        COM              462613100     2113    96334 SH       DEFINED 01                   96334
IRON MOUNTAIN, INC             COM              46284P104      609    19500 SH       DEFINED 01                   19500
IRVINE APARTMENT COMMUNITIES,  COM              463606103     4372   132990 SH       DEFINED 01                  132990
IRWIN FINANCIAL CORP           COM              464119106      650    32400 SH       DEFINED 01                   32400
ISIS PHARMACEUTICALS, INC      COM              464330109     2278   253120 SH       DEFINED 01                  253120
ISLE OF CAPRI CASINOS, INC     COM              464592104       13     2750 SH       DEFINED 01                    2750
ISOLYSER CO, INC               COM              464888106      203    76600 SH       DEFINED 01                   76600
IT GROUP, INC                  COM              465266104       31     2405 SH       DEFINED 01                    2405
ITRON, INC                     COM              465741106      100    10700 SH       DEFINED 01                   10700
I2 TECHNOLOGIES, INC           COM              465754109      293    11000 SH       DEFINED 01                   11000
IVAX CORP                      COM              465823102     7683   650384 SH       DEFINED 01                  650384
IVEX PACKAGING CORP            COM              465855104     3722   245088 SH       DEFINED 01                  245088
JDN REALTY CORP                COM              465917102     1609    80950 SH       DEFINED 01                   80950
JPM CO                         COM              465933109       41     3800 SH       DEFINED 01                    3800
J & J SNACK FOODS CORP         COM              466032109     2218   110200 SH       DEFINED 01                  110200
JDA SOFTWARE GROUP, INC        COM              46612K108      471    63350 SH       DEFINED 01                   63350
JLK DIRECT DISTRIBUTION, INC ( COM              46621C105      205    21900 SH       DEFINED 01                   21900
JLG INDUSTRIES, INC            COM              466210101     9006   660976 SH       DEFINED 01                  660976
JP REALTY, INC                 COM              46624A106     2008   102000 SH       DEFINED 01                  102000
JSB FINANCIAL, INC             COM              46624M100     1301    25946 SH       DEFINED 01                   25946
JABIL CIRCUIT, INC             COM              466313103    45049  1112316 SH       DEFINED 01                 1112316
JACOBS ENGINEERING GROUP, INC  COM              469814107    14911   378097 SH       DEFINED 01                  378097
JACOBSON STORES, INC           COM              469834105      561    89750 SH       DEFINED 01                   89750
JACOR COMMUNICATIONS, INC WTS                   469858138     2254   224000 SH       DEFINED 01                  224000
JACOR COMMUNICATIONS, INC      COM              469858401     1018    13400 SH       DEFINED 01                   13400
JAN BELL MARKETING, INC        COM              470760109       17     4063 SH       DEFINED 01                    4063
JEFFBANKS, INC                 COM              472317106       50     2400 SH       DEFINED 01                    2400
INVESTMENT TECHNOLOGY GROUP, I COM              472318104     1864    39300 SH       DEFINED 01                   39300
JEFFERSON SAVINGS BANCORP, INC COM              474900107      146    12800 SH       DEFINED 01                   12800
JEFFERSON-PILOT CORP           COM              475070108    76307  1126301 SH       DEFINED 01                 1126301
JO-ANN STORES, INC (CLASS A)   COM              47758P109     1190    86541 SH       DEFINED 01                   86541
JO-ANN STORES, INC (CLASS B)   COM              47758P208     2556   237800 SH       DEFINED 01                  237800
JOHN NUVEEN CO (CLASS A)       COM              478035108       20      483 SH       DEFINED 01                     483
JOHNS MANVILLE CORP            COM              478129109      440    25500 SH       DEFINED 01                   25500
JOHNSON & JOHNSON CO           COM              478160104  1090176 11636303 SH       DEFINED 01                11636303
JOHNSON CONTROLS, INC          COM              478366107    58263   934069 SH       DEFINED 01                  934069
JONES APPAREL GROUP, INC       COM              480074103    43232  1547441 SH       DEFINED 01                 1547441
JONES LANG LA SALLE            COM              48020Q107     5271   175696 SH       DEFINED 01                  175696
JONES INTERCABLE, INC (CLASS A COM              480206200     4295   108900 SH       DEFINED 01                  108900
JONES PHARMACEUTICAL, INC      COM              480236108    14004   403000 SH       DEFINED 01                  403000
JOSTENS, INC                   COM              481088102    13506   635581 SH       DEFINED 01                  635581
JOURNAL REGISTER CO            COM              481138105      687    57238 SH       DEFINED 01                   57238
JUNO LIGHTING, INC             COM              482047107     4864   216800 SH       DEFINED 01                  216800
JUST FOR FEET, INC             COM              48213P106      104     8300 SH       DEFINED 01                    8300
JUSTIN INDUSTRIES, INC         COM              482171105     1694   154000 SH       DEFINED 01                  154000
KCS ENERGY, INC                COM              482434206      581   442523 SH       DEFINED 01                  442523
KLA-TENCOR CORP                COM              482480100    20581   423800 SH       DEFINED 01                  423800
K MART CORP                    COM              482584109    89902  5347352 SH       DEFINED 01                 5347352
KN ENERGY, INC                 COM              482620101     3410   171050 SH       DEFINED 01                  171050
K2, INC                        COM              482732104     1299   164905 SH       DEFINED 01                  164905
KV PHARMACEUTICAL CO (CLASS B) COM              482740107      471    33672 SH       DEFINED 01                   33672
KAISER ALUMINUN CORP           COM              483007100      607   111600 SH       DEFINED 01                  111600
KAMAN CORP (CLASS A)           COM              483548103     1650   128800 SH       DEFINED 01                  128800
KANSAS CITY LIFE INSURANCE CO  COM              484836101      888    10900 SH       DEFINED 01                   10900
KANSAS CITY POWER & LIGHT CO   COM              485134100    14118   573334 SH       DEFINED 01                  573334
KANSAS CITY SOUTHERN INDUSTRIE COM              485170104    12049   211382 SH       DEFINED 01                  211382
KAUFMAN & BROAD HOME CORP      COM              486168107    17307   767059 SH       DEFINED 01                  767059
KAYDON CORP                    COM              486587108     7081   244700 SH       DEFINED 01                  244700
KEANE, INC                     COM              486665102    12874   604055 SH       DEFINED 01                  604055
KEEBLER FOODS CO               COM              487256109    92498  2534197 SH       DEFINED 01                 2534197
KELLOGG CO                     COM              487836108    38986  1153003 SH       DEFINED 01                 1153003
KELLEY OIL & GAS CORP          COM              487906109       80   151000 SH       DEFINED 01                  151000
KELLSTROM INDUSTRIES, INC      COM              488035106     1108    69800 SH       DEFINED 01                   69800
KELLWOOD CO                    COM              488044108     5840   264690 SH       DEFINED 01                  264690
KELLY SERVICES, INC (CLASS A)  COM              488152208     8070   290795 SH       DEFINED 01                  290795
KEMET CORP                     COM              488360108      328    28540 SH       DEFINED 01                   28540
KENDLE INTERNATIONAL, INC      COM              48880L107      902    44800 SH       DEFINED 01                   44800
KENNAMETAL, INC                COM              489170100      381    21772 SH       DEFINED 01                   21772
KENT ELECTRONICS CORP          COM              490553104      238    23900 SH       DEFINED 01                   23900
KERR-MCGEE CORP                COM              492386107    47583  1450137 SH       DEFINED 01                 1450137
KEY ENERGY SERVICES, INC       COM              492914106      100    21419 SH       DEFINED 01                   21419
KEYCORP                        COM              493267108   172028  5675144 SH       DEFINED 01                 5675144
KEYSPAN ENERGY CORP            COM              49337K106    43066  1714051 SH       DEFINED 01                 1714051
KEYSTONE AUTOMOTIVE INDUSTRIES COM              49338N109       47     2900 SH       DEFINED 01                    2900
KEYSTONE FINANCIAL, INC        COM              493482103     4443   137782 SH       DEFINED 01                  137782
KILROY REALTY CORP             COM              49427F108      751    36626 SH       DEFINED 01                   36626
KIMBALL INTERNATIONAL, INC (CL COM              494274103     6616   444796 SH       DEFINED 01                  444796
KIMBERLY-CLARK CORP            COM              494368103   215175  4488663 SH       DEFINED 01                 4488663
KIMCO REALTY CORP              COM              49446R109    16590   449900 SH       DEFINED 01                  449900
KINDER MORGAN ENERGY PARTNERS  COM              494550106      121     3500 SH       DEFINED 01                    3500
KING PHARMACEUTICALS, INC      COM              495582108     1665    60000 SH       DEFINED 01                   60000
KING WORLD PRODUCTIONS, INC    COM              495667107     3585   117300 SH       DEFINED 01                  117300
KINROSS GOLD CORP              COM              496902107      113    53079 SH       DEFINED 01                   53079
KIRBY CORP                     COM              497266106     1378    72772 SH       DEFINED 01                   72772
KITTY HAWK, INC                COM              498326107      289    36400 SH       DEFINED 01                   36400
KNOLL, INC                     COM              498904101     8706   353541 SH       DEFINED 01                  353541
KNIGHT-RIDDER, INC             COM              499040103     4330    86600 SH       DEFINED 01                   86600
KNIGHT TRANSPORTATION, INC     COM              499064103     1939   100100 SH       DEFINED 01                  100100
KOGER EQUITY, INC              COM              500228101     1213    90300 SH       DEFINED 01                   90300
KOHL'S CORP                    COM              500255104    73047  1030651 SH       DEFINED 01                 1030651
KOMAG, INC                     COM              500453105     3630   829650 SH       DEFINED 01                  829650
KOPIN CORP                     COM              500600101       26     1900 SH       DEFINED 01                    1900
KOS PHARMACEUTICALS, INC       COM              500648100       21     3800 SH       DEFINED 01                    3800
KROGER CO                      COM              501044101   123256  2058550 SH       DEFINED 01                 2058550
KROLL O GARA CO                COM              501050108       19      700 SH       DEFINED 01                     700
KRONOS, INC                    COM              501052104     1672    68250 SH       DEFINED 01                   68250
KULICHE & SOFFA INDUSTRIES, IN COM              501242101      313    12400 SH       DEFINED 01                   12400
LINEA AEREA NACIONAL CHILE S.A ADR              501723100      960   210500 SH       DEFINED 01                  210500
LCA-VISION, INC                COM              501803209       15     3758 SH       DEFINED 01                    3758
LCC INTERNATIONAL, INC (CLASS  COM              501810105       58    14000 SH       DEFINED 01                   14000
LOUISVILLE GAS & ELECTRIC ENER COM              501917108    24514  1177872 SH       DEFINED 01                 1177872
LTV CORP                       COM              501921100     8685  1615900 SH       DEFINED 01                 1615900
LHS GROUP, INC                 COM              501938104     5731   195500 SH       DEFINED 01                  195500
LNR PROPERTY CORP              COM              501940100     8096   409910 SH       DEFINED 01                  409910
LSI LOGIC CORP                 COM              502161102    12711   407572 SH       DEFINED 01                  407572
LTC HEALTHCARE, INC            COM              50217R104        1      550 SH       DEFINED 01                     550
LTC PROPERTIES, INC            COM              502175102       50     4100 SH       DEFINED 01                    4100
LTX CORP                       COM              502392103      119    24700 SH       DEFINED 01                   24700
L-3 COMMINUCATIONS HOLDINGS, I COM              502424104     4944   106900 SH       DEFINED 01                  106900
LA-Z-BOY, INC                  COM              505336107     7410   390000 SH       DEFINED 01                  390000
LAB HOLDINGS, INC              COM              505353102     4179   251384 SH       DEFINED 01                  251384
LABORATORIO CHILE ADR          ADR              50540H104      814    52500 SH       DEFINED 01                   52500
LABORATORY CORP OF AMERICA HOL COM              50540R102     1428   816064 SH       DEFINED 01                  816064
LABOR READY, INC               COM              505401208     7067   271150 SH       DEFINED 01                  271150
LACLEDE GAS CO                 COM              505588103     2889   138000 SH       DEFINED 01                  138000
LADD FURNITURE, INC            COM              505739201       54     3167 SH       DEFINED 01                    3167
LADISH CO, INC                 COM              505754200      680    98900 SH       DEFINED 01                   98900
LAFARGE CORP                   COM              505862102    14128   504581 SH       DEFINED 01                  504581
LAIDLAW, INC                   COM              50730K503     5199   893778 SH       DEFINED 01                  893778
LAKES GAMING, INC              COM              51206P109      574    70137 SH       DEFINED 01                   70137
LAM RESEARCH CORP              COM              512807108    16752   577659 SH       DEFINED 01                  577659
LAMAR ADVERTISING CO (CLASS A) COM              512815101     2337    68850 SH       DEFINED 01                   68850
LANCASTER COLONY CORP          COM              513847103    15116   567729 SH       DEFINED 01                  567729
LANCE, INC                     COM              514606102     4245   261232 SH       DEFINED 01                  261232
LANDAUER, INC                  COM              51476K103      736    30498 SH       DEFINED 01                   30498
LANDAMERICA FINANCIAL GROUP, I COM              514936103     3339   115140 SH       DEFINED 01                  115140
LANDRY'S SEAFOOD RESTAURANTS,  COM              51508L103       76    11889 SH       DEFINED 01                   11889
LAND'S END, INC                COM              515086106     4493   129764 SH       DEFINED 01                  129764
LANDSTAR SYSTEM, INC           COM              515098101     6562   198094 SH       DEFINED 01                  198094
LASALLE HOTEL PROPERTIES       COM              517942108       20     1500 SH       DEFINED 01                    1500
LASON, INC                     COM              51808R107      214     3800 SH       DEFINED 01                    3800
LATTICE SEMICONDUCTOR CORP     COM              518415104     5206   114261 SH       DEFINED 01                  114261
LAUDER (ESTEE) CO (CLASS A)    COM              518439104    34262   362560 SH       DEFINED 01                  362560
LAWSON PRODUCTS, INC           COM              520776105     1986    96900 SH       DEFINED 01                   96900
LAWTER INTERNATIONAL, INC      COM              520786104     3072   438850 SH       DEFINED 01                  438850
LAYNE CHRISTENSEN CO           COM              521050104       32     5600 SH       DEFINED 01                    5600
LEAP WIRELESS INTERNATIONAL, I COM              521863100     2003   155542 SH       DEFINED 01                  155542
LEAR CORP                      COM              521865105    21930   513740 SH       DEFINED 01                  513740
LEARNING CO, INC (THE)         COM              522008101    26075   899129 SH       DEFINED 01                  899129
LEARNING TREE INTERNATIONAL, I COM              522015106      764    76400 SH       DEFINED 01                   76400
LEASING SOLUTIONS, INC         COM              522113109      203    87600 SH       DEFINED 01                   87600
LECHTER'S, INC                 COM              523238103        8     3800 SH       DEFINED 01                    3800
LECROY CORP                    COM              52324W109       26     1700 SH       DEFINED 01                    1700
LEE ENTERPRISES, INC           COM              523768109    13872   478356 SH       DEFINED 01                  478356
LEGATO SYSTEMS, INC            COM              524651106     3636    70437 SH       DEFINED 01                   70437
LEGGETT & PLATT, INC           COM              524660107     7943   397168 SH       DEFINED 01                  397168
LEGG MASON, INC                COM              524901105     1100    32664 SH       DEFINED 01                   32664
LEHMAN BROTHERS HOLDINGS, INC  COM              524908100    88983  1489259 SH       DEFINED 01                 1489259
LENNAR CORP                    COM              526057104    18447   824435 SH       DEFINED 01                  824435
LEUCADIA NATIONAL CORP         COM              527288104     3769   124600 SH       DEFINED 01                  124600
LEVEL 3 COMMUNICATIONS, INC    COM              52729N100   114869  1577600 SH       DEFINED 01                 1577600
LEVEL ONE COMMUNICATIONS, INC  COM              527295109    24612   506165 SH       DEFINED 01                  506165
LEXINGTON CORPORATE PROPERTIES COM              529043101       24     2200 SH       DEFINED 01                    2200
LEXMARK INTERNATIONAL GROUP (C COM              529771107    82626   739384 SH       DEFINED 01                  739384
LIBBEY, INC                    COM              529898108     2420    78065 SH       DEFINED 01                   78065
LIBERTY CORP                   COM              530370105     2733    52114 SH       DEFINED 01                   52114
LIBERTY FINANCIAL COS, INC     COM              530512102      349    14800 SH       DEFINED 01                   14800
LIBERTY PROPERTY TRUST CO      COM              531172104     5437   262000 SH       DEFINED 01                  262000
LIFE U.S.A. HOLDINGS, INC      COM              531918209       50     4700 SH       DEFINED 01                    4700
LIFECORE BIOMEDICAL, INC       COM              532187101      142    16400 SH       DEFINED 01                   16400
LIGAND PHARMACEUTICALS CO (CLA COM              53220K207     3876   473440 SH       DEFINED 01                  473440
LIGHTBRIDGE, INC               COM              532226107       25     4900 SH       DEFINED 01                    4900
LILLY (ELI) & CO               COM              532457108   688560  8112637 SH       DEFINED 01                 8112637
LILLY INDUSTRIES, INC (CLASS A COM              532491107     4098   265433 SH       DEFINED 01                  265433
LIMITED, INC                   COM              532716107   158492  3999789 SH       DEFINED 01                 3999789
LINCARE HOLDINGS, INC          COM              532791100    24354   865930 SH       DEFINED 01                  865930
LINCOLN ELECTRIC HOLDINGS CO   COM              533900106     1779    95500 SH       DEFINED 01                   95500
LINCOLN NATIONAL CORP          COM              534187109    59533   602100 SH       DEFINED 01                  602100
LINDSAY MANUFACTURING CO       COM              535555106      319    16050 SH       DEFINED 01                   16050
LINEAR TECHNOLOGY CO           COM              535678106   176244  3438900 SH       DEFINED 01                 3438900
LINENS 'N THINGS, INC          COM              535679104     4147    91400 SH       DEFINED 01                   91400
LIPOSOME CO, INC               COM              536310105     5601   416800 SH       DEFINED 01                  416800
LITTLEFUSE, INC                COM              537008104      208    11300 SH       DEFINED 01                   11300
LITTON INDUSTRIES, INC         COM              538021106    30825   536095 SH       DEFINED 01                  536095
LIZ CLAIBORNE, INC             COM              539320101    18560   568900 SH       DEFINED 01                  568900
LO-JACK CORP                   COM              539451104       89    11600 SH       DEFINED 01                   11600
LOCAL FINANCIAL CORP           COM              539553107      783    84130 SH       DEFINED 01                   84130
LOCKHEED MARTIN CORP           COM              539830109    70432  1868832 SH       DEFINED 01                 1868832
LODGIAN, INC                   COM              54021P106      429    96600 SH       DEFINED 01                   96600
LOEWEN GROUP, INC              COM              54042L100      367   205400 SH       DEFINED 01                  205400
LOEWS CORP                     COM              540424108    32273   432466 SH       DEFINED 01                  432466
LONE STAR INDUSTRIES, INC      COM              542290408      298     9600 SH       DEFINED 01                    9600
LONE STAR STEAKHOUSE & SALOON, COM              542307103     2942   287069 SH       DEFINED 01                  287069
LONE STAR TECHNOLOGIES, INC    COM              542312103      104     8359 SH       DEFINED 01                    8359
LONG BEACH FINANCIAL CORP      COM              542446109     2725   283100 SH       DEFINED 01                  283100
LONGS DRUG STORES CORP         COM              543162101      411    13498 SH       DEFINED 01                   13498
LONGVIEW FIBRE CO              COM              543213102     3709   320800 SH       DEFINED 01                  320800
LOUIS DREYFUS NATURAL GAS CORP COM              546011107      113     7800 SH       DEFINED 01                    7800
LOUISIANA PACIFIC CORP         COM              546347105    24645  1323205 SH       DEFINED 01                 1323205
LOWE'S COS, INC                COM              548661107   188819  3120979 SH       DEFINED 01                 3120979
LUBRIZOL CORP                  COM              549271104    20858   927026 SH       DEFINED 01                  927026
LUBY'S, INC                    COM              549282101     5003   296491 SH       DEFINED 01                  296491
LUCENT TECHNOLOGIES, INC       COM              549463107  1422856 13205159 SH       DEFINED 01                13205159
LUFKIN INDUSTRIES, INC         COM              549764108      116     7000 SH       DEFINED 01                    7000
LUNAR CORP                     COM              550362107        6     1000 SH       DEFINED 01                    1000
LYCOS, INC                     COM              550818108    47507   552007 SH       DEFINED 01                  552007
LYDALL, INC                    COM              550819106      694    83469 SH       DEFINED 01                   83469
LYONDELL CHEMICAL CO           COM              552078107    16876  1232977 SH       DEFINED 01                 1232977
M & T BANK CORP                COM              55261F104    16649    34758 SH       DEFINED 01                   34758
MAF BANCORP, INC               COM              55261R108     6875   308980 SH       DEFINED 01                  308980
MBIA, INC                      COM              55262C100    17004   293164 SH       DEFINED 01                  293164
MBNA CORP                      COM              55262L100   150146  6288848 SH       DEFINED 01                 6288848
MCN ENERGY GROUP, INC          COM              55267J100     7719   480537 SH       DEFINED 01                  480537
MDC HOLDINGS, INC              COM              552676108     3986   277300 SH       DEFINED 01                  277300
MCI WORLDCOM, INC              COM              55268B106  2534502 28618231 SH       DEFINED 01                28618231
MDU RESOURCES GROUP, INC       COM              552690109     2860   125029 SH       DEFINED 01                  125029
MEMC ELECTRONIC MATERIALS, INC COM              552715104     2329   423500 SH       DEFINED 01                  423500
MGC COMMUNICATIONS, INC        COM              552763302      572    57200 SH       DEFINED 01                   57200
MGIC INVESTMENT CORP           COM              552848103    57863  1650282 SH       DEFINED 01                 1650282
MGI PROPERTIES, INC            COM              552885105     1552    56700 SH       DEFINED 01                   56700
MGM GRAND, INC                 COM              552953101     1513    44995 SH       DEFINED 01                   44995
MMC NETWORKS, INC              COM              55308N102    14760   922500 SH       DEFINED 01                  922500
MMI COS, INC                   COM              553087107      811    52718 SH       DEFINED 01                   52718
MRV COMMUNICATIONS, INC        COM              553477100     1358   225130 SH       DEFINED 01                  225130
MSC INDUSTRIAL DIRECT CO (CLAS COM              553530106      233    13683 SH       DEFINED 01                   13683
M.S. CARRIERS, INC             COM              553533100     4280   161900 SH       DEFINED 01                  161900
MTS SYSTEMS CORP               COM              553777103     2444   241400 SH       DEFINED 01                  241400
MTI TECHNOLOGY CORP            COM              553903105       55     9900 SH       DEFINED 01                    9900
MACDERMID, INC                 COM              554273102     2674    78800 SH       DEFINED 01                   78800
MACERICH CO (THE)              COM              554382101     1790    78900 SH       DEFINED 01                   78900
MACK-CALI REALTY CORP          COM              554489104    12481   424900 SH       DEFINED 01                  424900
MACMILLAN BLOEDEL LTD          COM              554783209    44651  4056900 SH       DEFINED 01                 4056900
MACNEAL-SCHWENDLER CORP        COM              554806109      664   110697 SH       DEFINED 01                  110697
MACROCHEM CORP (DELAWARE)      COM              555903103      378    40300 SH       DEFINED 01                   40300
MACROMEDIA, INC                COM              556100105     3557    78500 SH       DEFINED 01                   78500
MADECO S.A. ADR                ADR              556304103      401    44600 SH       DEFINED 01                   44600
MADISON GAS & ELECTRIC CO      COM              557497104      729    37400 SH       DEFINED 01                   37400
MAGELLAN HEALTH SERVICES, INC  COM              559079108      440   105000 SH       DEFINED 01                  105000
MAGNA INTERNATIONAL, INC       COM              559222401    12710   221000 SH       DEFINED 01                  221000
MAGNETEK, INC                  COM              559424106      115    13752 SH       DEFINED 01                   13752
MAHONING NATIONAL BANCORP, INC COM              560090102      134     4900 SH       DEFINED 01                    4900
MAIL-WELL, INC                 COM              560321200     4651   347761 SH       DEFINED 01                  347761
MALIBU ENTERTAINMENT WORLDWIDE COM              561182106        1      500 SH       DEFINED 01                     500
MALLINCKRODT, INC              COM              561232109    43035  1616324 SH       DEFINED 01                 1616324
MANHATTAN ASSOCIATES, INC      COM              562750109      956    90000 SH       DEFINED 01                   90000
MANITOWOC, INC                 COM              563571108     4938   117923 SH       DEFINED 01                  117923
MANPOWER, INC                  COM              56418H100    31586  1351281 SH       DEFINED 01                 1351281
MANUFACTURED HOME COMMUNITIES, COM              564682102     2549   106200 SH       DEFINED 01                  106200
MAPICS, INC                    COM              564910107     1127   146600 SH       DEFINED 01                  146600
MANUGISTICS GROUP, INC         COM              565011103       95    14276 SH       DEFINED 01                   14276
MARCAM SOLUTIONS CORP          COM              56614A107      368   133700 SH       DEFINED 01                  133700
MARCUS CORP                    COM              566330106      911    75915 SH       DEFINED 01                   75915
MARINE TRANSPORT CORP          COM              567912100      189    65820 SH       DEFINED 01                   65820
MARINE DRILLING CO, INC        COM              568240204     8763   796640 SH       DEFINED 01                  796640
MARINER POST-ACUTE NETWORK, IN COM              568459101     2859  1307170 SH       DEFINED 01                 1307170
MARK IV INDUSTRIES, INC        COM              570387100    12075   928870 SH       DEFINED 01                  928870
MARKEL CORP                    COM              570535104     2487    13800 SH       DEFINED 01                   13800
MARSH & MCLENNAN COS, INC      COM              571748102   115209  1552947 SH       DEFINED 01                 1552947
MARSHALL & ILSLEY CORP         COM              571834100    31633   570614 SH       DEFINED 01                  570614
MARRIOTT INTERNATIONAL (CLASS  COM              571903202    25572   760500 SH       DEFINED 01                  760500
MARSHALL INDUSTRIES, INC       COM              572393106      111     8200 SH       DEFINED 01                    8200
MARTEK BIOSCIENCES CORP        COM              572901106     7221  1283650 SH       DEFINED 01                 1283650
MARTIN MARIETTA MATERIALS, INC COM              573284106    42131   738331 SH       DEFINED 01                  738331
MARVEL ENTERPRISES             COM              57383M108      356    54266 SH       DEFINED 01                   54266
MASCO CORP                     COM              574599106    67852  2401838 SH       DEFINED 01                 2401838
MASCOTECH, INC                 COM              574670105     5713   368574 SH       DEFINED 01                  368574
MASISA S.A. (SPONS ADR)        ADR              574799102      568    73300 SH       DEFINED 01                   73300
MASTECH CORP                   COM              57632N105     2553   196400 SH       DEFINED 01                  196400
MASTEC, INC                    COM              576323109      331    14400 SH       DEFINED 01                   14400
MATERIAL SCIENCES CORP         COM              576674105       20     3200 SH       DEFINED 01                    3200
MATRIA HEALTHCARE, INC         COM              576817100       32    12000 SH       DEFINED 01                   12000
MATRIX PHARMACEUTICALS, INC    COM              576844104       74    35150 SH       DEFINED 01                   35150
MATRIX SERVICE CO              COM              576853105      260    77100 SH       DEFINED 01                   77100
MATSUSHITA ELECTRIC INDUSTRIAL ADR              576879209    11667    60335 SH       DEFINED 01                   60335
MATTEL, INC                    COM              577081102    30770  1236976 SH       DEFINED 01                 1236976
MATTHEWS INTERNATIONAL CORP (C COM              577128101     1763    64400 SH       DEFINED 01                   64400
MAXIM GROUP, INC (THE)         COM              57772J104     1366   160670 SH       DEFINED 01                  160670
MAXIM INTEGRATED PRODUCTS      COM              57772K101   100284  1852824 SH       DEFINED 01                 1852824
MAXXIM MEDICAL, INC            COM              57777G105     2799   148300 SH       DEFINED 01                  148300
MAY DEPARTMENT STORES CO       COM              577778103    92763  2370932 SH       DEFINED 01                 2370932
MAXICARE HEALTH PLANS, INC     COM              577904204       81    15720 SH       DEFINED 01                   15720
MAXXAM, INC                    COM              577913106     2567    50962 SH       DEFINED 01                   50962
MAVERICK TUBE CORP             COM              577914104      334    47300 SH       DEFINED 01                   47300
MAXIMUS, INC                   COM              577933104     2155    73985 SH       DEFINED 01                   73985
MAYTAG CO                      COM              578592107    13971   231403 SH       DEFINED 01                  231403
MCCLATCHY CO (CLASS A)         COM              579489105      357    10635 SH       DEFINED 01                   10635
MCCORMICK & CO, INC (NON-VOTE) COM              579780206    25300   872400 SH       DEFINED 01                  872400
MCDERMOTT INTERNATIONAL, INC   COM              580037109        5      200 SH       DEFINED 01                     200
MCDONALD'S CORP                COM              580135101   456629 10077335 SH       DEFINED 01                10077335
MCGRATH RENTCORP               COM              580589109      522    28600 SH       DEFINED 01                   28600
MCGRAW HILL COS, INC           COM              580645109    52999   972460 SH       DEFINED 01                  972460
MCKESSON HBOC, INC             COM              58155Q103   385087  5834644 SH       DEFINED 01                 5834644
MCLEODUSA, INC (CLASS A)       COM              582266102     2272    54100 SH       DEFINED 01                   54100
MCMORAN EXPLORATION CO         COM              582411104      678    42721 SH       DEFINED 01                   42721
MCWHORTER TECHNOLOGIES, INC    COM              582803102     1339    98266 SH       DEFINED 01                   98266
MEAD CORP                      COM              582834107    29793   968876 SH       DEFINED 01                  968876
MEADOWBROOK INSURANCE GROUP    COM              58319P108      181    12055 SH       DEFINED 01                   12055
MEADOWCRAFT, INC               COM              583204102      197    32859 SH       DEFINED 01                   32859
MEDALLION FINANCIAL CORP       COM              583928106       35     2300 SH       DEFINED 01                    2300
MEDAPHIS CORP                  COM              584028104       61    25100 SH       DEFINED 01                   25100
MEDCO RESEARCH, INC            COM              584059109      788    30303 SH       DEFINED 01                   30303
MEDIA ARTS GROUP, INC          COM              58439C102      694    77100 SH       DEFINED 01                   77100
MEDIA ONE GROUP, INC           COM              58440J104   262455  4133154 SH       DEFINED 01                 4133154
MEDIA GENERAL, INC (CLASS A)   COM              584404107    15879   341478 SH       DEFINED 01                  341478
MEDICAL ASSURANCE, INC         COM              58449U100     2647    94520 SH       DEFINED 01                   94520
MEDICAL MANAGER CORP           COM              58461C103       86     3700 SH       DEFINED 01                    3700
MEDICAL RESOURCES, INC         COM              58461Q409       34    15966 SH       DEFINED 01                   15966
MEDICIS PHARMACEUTICAL CORP (C COM              584690309    11760   392002 SH       DEFINED 01                  392002
MEDIMMUNE, INC                 COM              584699102    32885   555600 SH       DEFINED 01                  555600
MEDQUIST, INC                  COM              584949101    14523   484100 SH       DEFINED 01                  484100
MEDITRUST CORP PAIRED          COM              58501T306    10140   815245 SH       DEFINED 01                  815245
MEDPARTNERS, INC               COM              58503X107    15041  3166606 SH       DEFINED 01                 3166606
MEDTRONIC, INC                 COM              585055106   335621  4677650 SH       DEFINED 01                 4677650
MELLON BANK CORP               COM              585509102   141245  2007034 SH       DEFINED 01                 2007034
MEMBERWORKS, INC               COM              586002107       83     2300 SH       DEFINED 01                    2300
MENS WAREHOUSE, INC            COM              587118100     6438   222950 SH       DEFINED 01                  222950
MENTOR CORP                    COM              587188103      430    29300 SH       DEFINED 01                   29300
MENTOR GRAPHICS CORP           COM              587200106    14195  1051500 SH       DEFINED 01                 1051500
MERANT PLC-ADR                 ADR              587336108       45     4627 SH       DEFINED 01                    4627
MERCANTILE BANCORP, INC        COM              587342106    52523  1105742 SH       DEFINED 01                 1105742
MERCANTILE BANKSHARES CORP     COM              587405101    14150   382444 SH       DEFINED 01                  382444
MERCHANTS NEW YORK BANCORP, IN COM              589167105      340     9900 SH       DEFINED 01                    9900
MERCK & CO, INC                COM              589331107  1990308 24820676 SH       DEFINED 01                24820676
MERCURY GENERAL CORP           COM              589400100     1963    56300 SH       DEFINED 01                   56300
MERCURY INTERACTIVE CORP       COM              589405109     2811    78900 SH       DEFINED 01                   78900
MEREDITH CORP                  COM              589433101     7504   238700 SH       DEFINED 01                  238700
MERIDIAN RESOURCE CORP         COM              58977Q109       40    11900 SH       DEFINED 01                   11900
MERISTAR HOSPITALITY CORP      COM              58984Y103    12683   697326 SH       DEFINED 01                  697326
MERISEL, INC                   COM              589849108      497   369700 SH       DEFINED 01                  369700
MERISTAR HOTELS & RESORTS, INC COM              589988104       56    20300 SH       DEFINED 01                   20300
MERITOR AUTOMOTIVE, INC        COM              59000G100    48612  3136290 SH       DEFINED 01                 3136290
MERRILL CORP                   COM              590175105      742    55500 SH       DEFINED 01                   55500
MERRILL LYNCH & CO, INC        COM              590188108   176933  2000656 SH       DEFINED 01                 2000656
MERRY LAND PROPERTIES, INC     COM              590441101      131    22311 SH       DEFINED 01                   22311
MESA AIR GROUP, INC            COM              590479101     2682   429050 SH       DEFINED 01                  429050
MESABA HOLDINGS, INC           COM              59066B102       71     5300 SH       DEFINED 01                    5300
META GROUP, INC                COM              591002100      575    37400 SH       DEFINED 01                   37400
METAL MANAGEMENT, INC          COM              591097100       40    24800 SH       DEFINED 01                   24800
METALS U.S.A., INC             COM              591324108      108    12300 SH       DEFINED 01                   12300
METAMOR WORLDWIDE, INC         COM              59133P100    12478   891300 SH       DEFINED 01                  891300
METHANEX CORP                  COM              59151K108      263    80300 SH       DEFINED 01                   80300
METHODE ELECTRONICS, INC (CLAS COM              591520200     4030   362250 SH       DEFINED 01                  362250
METRIS COS, INC                COM              591598107    22058   546317 SH       DEFINED 01                  546317
METRO-GOLDWYN-MAYER, INC       COM              591610100     2288   174300 SH       DEFINED 01                  174300
METRO INFORMATION SERVICES, IN COM              59162P104     3343   183800 SH       DEFINED 01                  183800
METROCALL, INC                 COM              591647102       79    26200 SH       DEFINED 01                   26200
METROMEDIA FIBER NETWORK (CLAS COM              591689104      347     6700 SH       DEFINED 01                    6700
METROMEDIA INTERNATIONAL GROUP COM              591695101     3360   689200 SH       DEFINED 01                  689200
METRO NETWORKS, INC            COM              591918107      154     2800 SH       DEFINED 01                    2800
METTLER-TOLEDO INTERNATIONAL,  COM              592688105    13444   543197 SH       DEFINED 01                  543197
METZLER GROUP, INC             COM              592903108     4057   129300 SH       DEFINED 01                  129300
FRED MEYER, INC                COM              592907109    37893   643616 SH       DEFINED 01                  643616
MICHAEL FOODS, INC             COM              594079105     4188   219675 SH       DEFINED 01                  219675
MICHAELS STORES, INC           COM              594087108    12944   524300 SH       DEFINED 01                  524300
MICHIGAN FINANCIAL CORP        COM              594480105       20      700 SH       DEFINED 01                     700
MICREL, INC                    COM              594793101     5055   100975 SH       DEFINED 01                  100975
MICRO LINEAR CORP              COM              594850109        4      900 SH       DEFINED 01                     900
MICROS SYSTEMS, INC            COM              594901100     6511   197300 SH       DEFINED 01                  197300
MICROSOFT CORP                 COM              594918104  3372847 37632884 SH       DEFINED 01                37632884
MICROAGE, INC                  COM              594928103     2146   399200 SH       DEFINED 01                  399200
MICRO WAREHOUSE, INC           COM              59501B105     3196   198200 SH       DEFINED 01                  198200
MICROCHIP TECHNOLOGY, INC      COM              595017104    17293   499445 SH       DEFINED 01                  499445
MICROMUSE, INC                 COM              595094103     7714   167700 SH       DEFINED 01                  167700
MICRON ELECTRONICS, INC        COM              595100108      114     9700 SH       DEFINED 01                    9700
MICRON TECHNOLOGY, INC         COM              595112103    54532  1130204 SH       DEFINED 01                 1130204
MICROTOUCH SYSTEMS, INC        COM              595145103       24     2000 SH       DEFINED 01                    2000
MID-AMERICA APARTMENT COMMUNIT COM              59522J103       22     1025 SH       DEFINED 01                    1025
MID ATLANTIC MEDICAL SERVICES, COM              59523C107      991    99100 SH       DEFINED 01                   99100
MIDAMERICAN ENERGY HOLDINGS CO COM              59562V107    10306   368071 SH       DEFINED 01                  368071
MIDAS, INC                     COM              595626102     7585   227256 SH       DEFINED 01                  227256
MID-AMERICA BANCORP            COM              595915109      744    30360 SH       DEFINED 01                   30360
MIDLAND CO                     COM              597486109      243    10091 SH       DEFINED 01                   10091
MIDWEST EXPRESS HOLDINGS, INC  COM              597911106     2968   101035 SH       DEFINED 01                  101035
MIDWAY GAMES, INC              COM              598148104      128    14737 SH       DEFINED 01                   14737
MIDWEST GRAIN PRODUCTS, INC    COM              59832G104     1024   102400 SH       DEFINED 01                  102400
MIKASA, INC                    COM              59862T109        7     1000 SH       DEFINED 01                    1000
MILACRON, INC                  COM              598709103     9619   610752 SH       DEFINED 01                  610752
MILLENNIUM PHARMACEUTICALS, IN COM              599902103     1759    56300 SH       DEFINED 01                   56300
MILLENNIUM CHEMICAL, INC       COM              599903101    23811  1198020 SH       DEFINED 01                 1198020
MILLER (HERMAN), INC           COM              600544100    20055  1098900 SH       DEFINED 01                 1098900
MILLER INDUSTRIES, INC         COM              600551105       66    13850 SH       DEFINED 01                   13850
MILLIPORE CORP                 COM              601073109      408    16900 SH       DEFINED 01                   16900
MILLS CORP                     COM              601148109      605    33741 SH       DEFINED 01                   33741
MINDSPRING ENTERPRISES, INC    COM              602683104    14811   172100 SH       DEFINED 01                  172100
MINE SAFETY APPLIANCE CO       COM              602720104     5585    96300 SH       DEFINED 01                   96300
MINERALS TECHNOLOGIES, INC     COM              603158106      667    13900 SH       DEFINED 01                   13900
MINIMED, INC                   COM              60365K108      843     8300 SH       DEFINED 01                    8300
MINNESOTA MINING & MANUFACTURI COM              604059105   200706  2836836 SH       DEFINED 01                 2836836
MINNESOTA POWER, INC           COM              604110106     2491   126110 SH       DEFINED 01                  126110
MIRAGE RESORT, INC             COM              60462E104     2191   103127 SH       DEFINED 01                  103127
MIRAVANT MEDICAL TECHNOLOGY    COM              604690107      488    71000 SH       DEFINED 01                   71000
MISSISSIPPI CHEMICAL CORP      COM              605288208     3325   354645 SH       DEFINED 01                  354645
MISSISSIPPI VY BANCSHARES      COM              605720101      363    11300 SH       DEFINED 01                   11300
MITCHELL ENERGY & DEV CORP (CL COM              606592202     1817   146102 SH       DEFINED 01                  146102
MITCHELL ENERGY & DEV CORP (CL COM              606592301     3371   269700 SH       DEFINED 01                  269700
MITEL CORP                     COM              606711109        7     1000 SH       DEFINED 01                    1000
MOBIUS MANAGEMENT SYSTEMS, INC COM              606925105     1079    51400 SH       DEFINED 01                   51400
MOBIL CORP                     COM              607059102   777650  8836937 SH       DEFINED 01                 8836937
MODINE MANUFACTURING CO        COM              607828100     4063   144770 SH       DEFINED 01                  144770
MODIS PROFESSIONAL SERVICES    COM              607830106     1511   166777 SH       DEFINED 01                  166777
MOHAWK INDUSTRIES, INC         COM              608190104    16552   551724 SH       DEFINED 01                  551724
MOLECULAR BIOSYSTEMS, INC      COM              608513107        3     1150 SH       DEFINED 01                    1150
MOLEX, INC                     COM              608554101     1905    64841 SH       DEFINED 01                   64841
MOLEX, INC (CLASS A)           COM              608554200     4328   167252 SH       DEFINED 01                  167252
MOMENTUM BUSINESS APPLICANTS,  COM              60877P108       22     2437 SH       DEFINED 01                    2437
MONACO COACH CORP              COM              60886R103     4615   200100 SH       DEFINED 01                  200100
ROBERT MONDAVI CORP (CLASS A)  COM              609200100      207     5800 SH       DEFINED 01                    5800
MONSANTO CO                    COM              611662107   297352  6472979 SH       DEFINED 01                 6472979
MONTANA POWER CO               COM              612085100     4539    61706 SH       DEFINED 01                   61706
MOOG, INC (CLASS A)            COM              615394202      519    17000 SH       DEFINED 01                   17000
MOORE CORP LTD (U.S.)          COM              615785102     2644   267062 SH       DEFINED 01                  267062
MORGAN (J.P.) & CO, INC        COM              616880100   183192  1484836 SH       DEFINED 01                 1484836
MORGAN KEEGAN, INC             COM              617410105    11519   695500 SH       DEFINED 01                  695500
MORGAN STANLEY, DEAN WITTER, & COM              617446448   427757  4280247 SH       DEFINED 01                 4280247
MORRISON HEALTH CARE, INC      COM              61841L108      219    12276 SH       DEFINED 01                   12276
MORRSION KNUDSEN CORP          COM              61844A109      366    36784 SH       DEFINED 01                   36784
MORRISON KNUDSEN CORP WTS 03/1                  61844A117       73    18185 SH       DEFINED 01                   18185
MORTON INTERNATIONAL, INC      COM              619335102    15365   418093 SH       DEFINED 01                  418093
MOTIVEPOWER INDUSTRIES, INC    COM              61980K101      121     4800 SH       DEFINED 01                    4800
MOTOROLA, INC                  COM              620076109   335098  4574718 SH       DEFINED 01                 4574718
MOVADO GROUP, INC              COM              624580106     2025    81000 SH       DEFINED 01                   81000
MOVIE GALLERY, INC             COM              624581104       60    11200 SH       DEFINED 01                   11200
MUELLER INDUSTRIES, INC        COM              624756102    10389   464300 SH       DEFINED 01                  464300
MURPHY OIL CORP                COM              626717102    31776   765680 SH       DEFINED 01                  765680
MUSICLAND STORES CORP          COM              62758B109    10703  1214487 SH       DEFINED 01                 1214487
MYERS INDUSTRIES, INC          COM              628464109     2962   140207 SH       DEFINED 01                  140207
MYLAN LABORATORIES, INC        COM              628530107    57771  2105533 SH       DEFINED 01                 2105533
MYLEX CORP                     COM              628546103       93    14360 SH       DEFINED 01                   14360
MYRIAD GENETICS, INC           COM              62855J104     1162   129100 SH       DEFINED 01                  129100
NABI, INC                      COM              628716102       99    31600 SH       DEFINED 01                   31600
NBT BANCORP, INC               COM              628778102      608    29119 SH       DEFINED 01                   29119
NBTY, INC                      COM              628782104      533   109300 SH       DEFINED 01                  109300
NCH CORP                       COM              628850109     1485    31100 SH       DEFINED 01                   31100
NCI BUILDING SYSTEMS, INC      COM              628852105      839    35720 SH       DEFINED 01                   35720
NCO GROUP, INC                 COM              628858102     5347   144500 SH       DEFINED 01                  144500
NCR CORP                       COM              62886E108    15480   309605 SH       DEFINED 01                  309605
NCS HEALTHCARE, INC (CLASS A)  COM              628874109       56     4700 SH       DEFINED 01                    4700
NAC RE CORP                    COM              628907107     4961    92400 SH       DEFINED 01                   92400
NS GROUP, INC                  COM              628916108      103    18500 SH       DEFINED 01                   18500
NFO WORLDWIDE, INC             COM              62910N108       61     6100 SH       DEFINED 01                    6100
NISOURCE, INC                  COM              629140104    13885   514258 SH       DEFINED 01                  514258
NL INDUSTRIES, INC             COM              629156407     1643   182500 SH       DEFINED 01                  182500
NN BALL & ROLLER, INC          COM              629305103       10     1800 SH       DEFINED 01                    1800
NPC INTERNATIONAL, INC         COM              629360306     2145   137300 SH       DEFINED 01                  137300
NSC CORP                       COM              62938T103       11    10236 SH       DEFINED 01                   10236
NTL, INC                       COM              629407107    31491   386988 SH       DEFINED 01                  386988
NUI CORP                       COM              629430109     3118   144600 SH       DEFINED 01                  144600
NVR, INC                       COM              62944T105     7436   176511 SH       DEFINED 01                  176511
NYMAGIC, INC                   COM              629484106       13     1000 SH       DEFINED 01                    1000
NABISCO HOLDINGS CORP (CLASS A COM              629526104    84179  2025350 SH       DEFINED 01                 2025350
NABORS INDUSTRIES, INC         COM              629568106     3299   181400 SH       DEFINED 01                  181400
NACCO INDUSTRIES, INC (CLASS A COM              629579103     3441    46457 SH       DEFINED 01                   46457
NALCO CHEMICAL CORP            COM              629853102     3319   124940 SH       DEFINED 01                  124940
NASH FINCH CO                  COM              631158102      209    25000 SH       DEFINED 01                   25000
NASHUA CORP                    COM              631226107       88     7691 SH       DEFINED 01                    7691
NATIONAL BANCORP OF ALASKA, IN COM              632587101     1583    56300 SH       DEFINED 01                   56300
NATIONAL CITY BANCORP          COM              635312101      200     9500 SH       DEFINED 01                    9500
NATIONAL CITY BANCSHARES, INC  COM              635313109      755    30835 SH       DEFINED 01                   30835
NATIONAL CITY CORP             COM              635405103   188229  2835838 SH       DEFINED 01                 2835838
NATIONAL COMMERCE BANCORP      COM              635449101     1011    44300 SH       DEFINED 01                   44300
NATIONAL COMPUTER SYSTEMS, INC COM              635519101     6887   281100 SH       DEFINED 01                  281100
NATIONAL DATA CORP             COM              635621105    21128   503055 SH       DEFINED 01                  503055
NATIONAL HEALTHCARE CORP       COM              635906100      161    19832 SH       DEFINED 01                   19832
NATIONAL FUEL GAS CO           COM              636180101    37532   956236 SH       DEFINED 01                  956236
NATIONAL GOLF PROPERTIES, INC  COM              63623G109     2215   100700 SH       DEFINED 01                  100700
NATIONAL HEALTH INVESTORS, INC COM              63633D104     1800    83700 SH       DEFINED 01                   83700
NATIONAL INSTRUMENTS CORP      COM              636518102      209     7350 SH       DEFINED 01                    7350
NATIONAL-OILWELL, INC          COM              637071101     6295   544437 SH       DEFINED 01                  544437
NATIONAL PENN BANCSHARES, INC  COM              637138108      337    13600 SH       DEFINED 01                   13600
NATIONAL PRESTO INDUSTRIES, IN COM              637215104     3306    93300 SH       DEFINED 01                   93300
NATIONAL PROCESSING, INC       COM              637229105      399    88590 SH       DEFINED 01                   88590
NATIONAL R.V. HOLDINGS, INC    COM              637277104     2323   105000 SH       DEFINED 01                  105000
NATIONAL SEMICONDUCTOR CORP    COM              637640103    19759  2121722 SH       DEFINED 01                 2121722
NATIONAL SERVICE INDUSTRIES, I COM              637657107    24979   733321 SH       DEFINED 01                  733321
NATIONAL STEEL CORP (CLASS B)  COM              637844309     1529   185366 SH       DEFINED 01                  185366
NATIONAL WESTERN LIFE INSURANC COM              638522102       21      200 SH       DEFINED 01                     200
NATIONWIDE FINANCIAL SVCS, INC COM              638612101     1159    27600 SH       DEFINED 01                   27600
NATIONWIDE HEALTH PROPERTIES,  COM              638620104     3659   192600 SH       DEFINED 01                  192600
NATURAL MICROSYSTEMS CORP      COM              638882100       35     7100 SH       DEFINED 01                    7100
NATURE'S SUNSHINE PRODUCTS, IN COM              639027101     2917   265200 SH       DEFINED 01                  265200
NAUTICA ENTERPRISES, INC       COM              639089101     4243   375100 SH       DEFINED 01                  375100
NAVISTAR INTERNATIONAL CORP    COM              63934E108    51920  1291949 SH       DEFINED 01                 1291949
NAVIGANT INTERNATIONAL, INC    COM              63935R108       45     8310 SH       DEFINED 01                    8310
NEIMAN-MARCUS GROUP, INC       COM              640204103    14457   638981 SH       DEFINED 01                  638981
THOMAS NELSON, INC             COM              640376109       22     2160 SH       DEFINED 01                    2160
NEOMAGIC CORP                  COM              640497103     3736   375900 SH       DEFINED 01                  375900
NEOPATH, INC                   COM              640517108       30     7500 SH       DEFINED 01                    7500
NEOPROBE CORP                  COM              640518106       60    58400 SH       DEFINED 01                   58400
NETWORKS ASSOCIATES, INC       COM              640938106    51860  1689942 SH       DEFINED 01                 1689942
NETMANAGE, INC                 COM              641144100      297   123288 SH       DEFINED 01                  123288
NETSPEAK CORP                  COM              64115D109        1      100 SH       DEFINED 01                     100
NETWORK APPLIANCE, INC         COM              64120L104    24204   478100 SH       DEFINED 01                  478100
NETWORK COMPUTING DEVICES, INC COM              64120N100      538   107500 SH       DEFINED 01                  107500
NETWORK EQUIPMENT TECHNOLOGIES COM              641208103      144    16141 SH       DEFINED 01                   16141
NETWORK SOLUTIONS, INC (CLASS  COM              64121Q102    23434   221600 SH       DEFINED 01                  221600
NEUROGEN CORP                  COM              64124E106      581    54400 SH       DEFINED 01                   54400
NEUROMEDICAL SYSTEMS, INC      COM              64124H109       17   172500 SH       DEFINED 01                  172500
NEVADA POWER CO                COM              641423108    16320   659400 SH       DEFINED 01                  659400
NEW CENTURY ENERGIES, INC      COM              64352U103    32122   943045 SH       DEFINED 01                  943045
NEW ENGLAND BUSINESS SERVICES, COM              643872104     2436    84916 SH       DEFINED 01                   84916
NEW ENGLAND ELECTRIC SYSTEMS C COM              644001109    19548   403043 SH       DEFINED 01                  403043
NEW ERA OF NETWORKS, INC       COM              644312100      501     7400 SH       DEFINED 01                    7400
NEW HORIZONS WORLDWIDE, INC    COM              645526104     3901   196300 SH       DEFINED 01                  196300
NEW JERSEY RESOURCES CORP      COM              646025106     4374   123000 SH       DEFINED 01                  123000
NEW PLAN EXCEL REALTY TRUST    COM              648053106    18090   942821 SH       DEFINED 01                  942821
NEW YORK TIMES CO (CLASS A)    COM              650111107    29829  1046634 SH       DEFINED 01                 1046634
NEWBRIDGE NETWORKS CORP        COM              650901101    28033   902300 SH       DEFINED 01                  902300
NEWELL RUBBERMAID, INC         COM              651229106    44974   946826 SH       DEFINED 01                  946826
NEWFIELD EXPLORATION CO        COM              651290108      283    12500 SH       DEFINED 01                   12500
NEWMONT MINING CORP            COM              651639106    22174  1267078 SH       DEFINED 01                 1267078
NEWPARK RESOURCES, INC         COM              651718504      254    34974 SH       DEFINED 01                   34974
NEWPORT CORP                   COM              651824104     1949   157500 SH       DEFINED 01                  157500
NEWPORT NEWS SHIPBUILDING, INC COM              652228107      387    12209 SH       DEFINED 01                   12209
NEWS CORP LTD PFD ADR          ADR              652487802      753    27387 SH       DEFINED 01                   27387
NEXTEL COMMUNICATIONS, INC (CL COM              65332V103     8889   242700 SH       DEFINED 01                  242700
NEXSTAR PHARMACEUTICALS, INC   COM              65333B106     3571   209272 SH       DEFINED 01                  209272
NEXTLINK COMMUNICATIONS, INC   COM              65333H707     6832   122000 SH       DEFINED 01                  122000
NIAGARA MOHWAK HOLDINGS, INC   COM              653520106      915    68100 SH       DEFINED 01                   68100
NICHOLS RESEARCH CORP          COM              653818104      993    52600 SH       DEFINED 01                   52600
NIELSEN MEDIA RESEARCH         COM              653929307     1336    54114 SH       DEFINED 01                   54114
NICOR, INC                     COM              654086107    20360   566540 SH       DEFINED 01                  566540
NIKE, INC (CLASS B)            COM              654106103    92476  1603051 SH       DEFINED 01                 1603051
NINE WEST GROUP, INC           COM              65440D102     3784   153296 SH       DEFINED 01                  153296
99 CENTS ONLY STORES           COM              65440K106      212     5000 SH       DEFINED 01                    5000
NOBLE AFFILIATES, INC          COM              654894104     5314   183247 SH       DEFINED 01                  183247
NOKIA OYJ (ADR)                ADR              654902204    37224   239000 SH       DEFINED 01                  239000
NOBLE DRILLING CORP            COM              655042109     8209   474182 SH       DEFINED 01                  474182
NORDSON CORP                   COM              655663102     8372   150172 SH       DEFINED 01                  150172
NORDSTROM, INC                 COM              655664100     6091   149022 SH       DEFINED 01                  149022
NORFOLK SOUTHERN CORP          COM              655844108    56532  2143394 SH       DEFINED 01                 2143394
NORRELL CORP                   COM              656301108       98     7467 SH       DEFINED 01                    7467
NORSTAN, INC                   COM              656535101       28     3000 SH       DEFINED 01                    3000
NORTEK, INC                    COM              656559101      126     5100 SH       DEFINED 01                    5100
NORTH AMERICAN VACCINE, INC    COM              657201109        7     1138 SH       DEFINED 01                    1138
NORTH CAROLINA NATURAL GAS COR COM              658221106     2892    95211 SH       DEFINED 01                   95211
NORTH FACE, INC                COM              659317101      459    36700 SH       DEFINED 01                   36700
NORTH FORK BANCORP, INC        COM              659424105    45418  2149988 SH       DEFINED 01                 2149988
NORTH PITTSBURGH SYSTEMS, INC  COM              661562108       70     5100 SH       DEFINED 01                    5100
NORTHEAST UTILITIES CO         COM              664397106      734    52900 SH       DEFINED 01                   52900
NORTHERN STATES POWER CO       COM              665772109    19370   835368 SH       DEFINED 01                  835368
NORTEL NETWORKS CORP (US)      COM              665815106   192395  3096562 SH       DEFINED 01                 3096562
NORTHERN TRUST CORP            COM              665859104   115057  1295503 SH       DEFINED 01                 1295503
NORTHROP GRUMMAN CORP          COM              666807102    30136   503315 SH       DEFINED 01                  503315
NORTHWEST AIRLINES CORP (CLASS COM              667280101     1805    64900 SH       DEFINED 01                   64900
NORTHWEST BANCORP, INC         COM              667328108      234    25300 SH       DEFINED 01                   25300
NORTHWEST NATURAL GAS CO       COM              667655104     3734   170700 SH       DEFINED 01                  170700
NORTHWESTERN CORP              COM              668074107     3283   126592 SH       DEFINED 01                  126592
NOVA CHEMICALS CORP.           COM              66977W109      108     6505 SH       DEFINED 01                    6505
NOVA CORP (GEORGIA)            COM              669784100      588    22395 SH       DEFINED 01                   22395
NOVACARE EMPLOYEE SERVICES, IN COM              66986Q101      870   111400 SH       DEFINED 01                  111400
NOVACARE, INC                  COM              669930109     1343   767535 SH       DEFINED 01                  767535
NOVELL, INC                    COM              670006105    21751   863550 SH       DEFINED 01                  863550
NOVELLUS SYSTEMS, INC          COM              670008101    21596   391763 SH       DEFINED 01                  391763
NOVEN PHARMACEUTICALS, INC     COM              670009109        0       80 SH       DEFINED 01                      80
NOVOSTE CORP                   COM              67010C100      329    13700 SH       DEFINED 01                   13700
NU SKIN ENTERPRISES, INC (CLAS COM              67018T105     4339   189662 SH       DEFINED 01                  189662
NUCOR CORP                     COM              670346105    22830   518119 SH       DEFINED 01                  518119
NUEVO ENERGY CO                COM              670509108     2346   173800 SH       DEFINED 01                  173800
NUMAC ENERGY, INC              COM              67052A103        7     3000 SH       DEFINED 01                    3000
ODS NETWORKS, INC              COM              67082N109      106    37800 SH       DEFINED 01                   37800
OEA, INC                       COM              670826106      314    38100 SH       DEFINED 01                   38100
OEC MEDICAL SYSTEMS, INC       COM              670828102     2478   107742 SH       DEFINED 01                  107742
OGE ENERGY CORP                COM              670837103    14748   653644 SH       DEFINED 01                  653644
OM GROUP, INC                  COM              670872100      193     5850 SH       DEFINED 01                    5850
OAK INDUSTRIES, INC            COM              671400505      540    17000 SH       DEFINED 01                   17000
OAK TECHNOLOGY, INC            COM              671802106      983   320905 SH       DEFINED 01                  320905
OAKLEY, INC                    COM              673662102      113    16300 SH       DEFINED 01                   16300
OAKWOOD HOMES CORP             COM              674098108      733    52100 SH       DEFINED 01                   52100
OBJECTIVE SYSTEMS INTEGRATORS, COM              674424106      767   225100 SH       DEFINED 01                  225100
OCCIDENTAL PETROLEUM CORP      COM              674599105     5803   322376 SH       DEFINED 01                  322376
OCEAN ENERGY, INC (NEW)        COM              67481E106     1534   225111 SH       DEFINED 01                  225111
OCEAN FINANCIAL CORP           COM              674904107      576    40100 SH       DEFINED 01                   40100
OCEANEERING INTERNATIONAL, INC COM              675232102     5673   375100 SH       DEFINED 01                  375100
OCTEL CORP                     COM              675727101      147    11975 SH       DEFINED 01                   11975
OCWEN ASSET INVESTMENT         COM              67574M106     1121   303913 SH       DEFINED 01                  303913
OCULAR SCIENCES, INC           COM              675744106     8050   280600 SH       DEFINED 01                  280600
OCWEN FINANCIAL CORP           COM              675746101      611    69300 SH       DEFINED 01                   69300
OFFICEMAX, INC                 COM              67622M108      359    41621 SH       DEFINED 01                   41621
OFFICE DEPOT, INC              COM              676220106    67882  1844002 SH       DEFINED 01                 1844002
OFFSHORE LOGISTICS, INC        COM              676255102     3640   313100 SH       DEFINED 01                  313100
OGDEN CORP                     COM              676346109     3414   141888 SH       DEFINED 01                  141888
OHIO CASUALTY CORP             COM              677240103     7496   192200 SH       DEFINED 01                  192200
OLD KENT FINANCIAL CORP        COM              679833103    35722   845483 SH       DEFINED 01                  845483
OLD NATIONAL BANCORP           COM              680033107     6095   133402 SH       DEFINED 01                  133402
OLD REPUBLIC INTERNATIONAL COR COM              680223104    33943  1859910 SH       DEFINED 01                 1859910
OLIN CORP                      COM              680665205     6096   605790 SH       DEFINED 01                  605790
OLSTEN CORP                    COM              681385100     3648   589576 SH       DEFINED 01                  589576
OMNICARE, INC                  COM              681904108    16124   845874 SH       DEFINED 01                  845874
OMNICOM GROUP, INC             COM              681919106   114813  1436289 SH       DEFINED 01                 1436289
OMEGA HEALTHCARE INVESTORS, IN COM              681936100     1412    61570 SH       DEFINED 01                   61570
OMNIQUIP INTERNATIONAL, INC    COM              681969101     1269   108000 SH       DEFINED 01                  108000
OMEGA FINANCIAL CORP           COM              682092101      156     4700 SH       DEFINED 01                    4700
OMEGA WORLDWIDE, INC           COM              68210B108       38    10081 SH       DEFINED 01                   10081
OMEGA PROTEIN CORP             COM              68210P107      355    55734 SH       DEFINED 01                   55734
OMNI ENERGY SERVICES CORP      COM              68210T109       12     3000 SH       DEFINED 01                    3000
OMNIPOINT CORP                 COM              68212D102    40086  2776500 SH       DEFINED 01                 2776500
ON ASSIGNMENT, INC             COM              682159108      879    34300 SH       DEFINED 01                   34300
ON COMMAND CORP                COM              682160106        7      800 SH       DEFINED 01                     800
ONE VALLEY BANCORP, INC        COM              682419106     7078   202962 SH       DEFINED 01                  202962
ONEIDA LTD                     COM              682505102       69     4041 SH       DEFINED 01                    4041
ONEOK, INC                     COM              682680103     7554   305223 SH       DEFINED 01                  305223
ONSALE, INC                    COM              682838107      403    12000 SH       DEFINED 01                   12000
OPEN MARKET, INC               COM              68370M100     2858   220900 SH       DEFINED 01                  220900
OPTICAL CABLE CORP             COM              683827109      276    30300 SH       DEFINED 01                   30300
OPTICAL COATING LABORATORIES,  COM              683829105       62     1300 SH       DEFINED 01                    1300
ORACLE CORP                    COM              68389X105   258296  9793213 SH       DEFINED 01                 9793213
ORANGE & ROCKLAND UTILITY, INC COM              684065105      963    16772 SH       DEFINED 01                   16772
ORBITAL SCIENCES CORP          COM              685564106      547    19317 SH       DEFINED 01                   19317
ORGANOGENESIS, INC             COM              685906109     5175   447550 SH       DEFINED 01                  447550
OREGON STEEL MILLS, INC        COM              686079104     3430   328600 SH       DEFINED 01                  328600
O'REILLY AUTOMOTIVE, INC       COM              686091109     1991    44500 SH       DEFINED 01                   44500
ORIENTAL FINANCIAL GROUP       COM              68618W100      771    27599 SH       DEFINED 01                   27599
ORION CAPITAL CORP             COM              686268103      747    23912 SH       DEFINED 01                   23912
ORTHODONTIC CENTERS OF AMERICA COM              68750P103      181    11500 SH       DEFINED 01                   11500
OSHKOSH B'GOSH, INC (CLASS A)  COM              688222207     3865   218500 SH       DEFINED 01                  218500
OSMONICS, INC                  COM              688350107       45     5716 SH       DEFINED 01                    5716
O'SULLIVAN INDUSTRIES HOLDINGS COM              688609106      751    54349 SH       DEFINED 01                   54349
OTTER TAIL POWER CO            COM              689648103      730    18300 SH       DEFINED 01                   18300
OUTBACK STEAKHOUSE, INC        COM              689899102     2915    89000 SH       DEFINED 01                   89000
OUTDOOR SYSTEMS, INC           COM              690057104     1582    52729 SH       DEFINED 01                   52729
OVERSEAS SHIPHOLDING GROUP, IN COM              690368105     3439   302360 SH       DEFINED 01                  302360
OWENS CORNING CO               COM              69073F103    29176   917121 SH       DEFINED 01                  917121
OWENS & MINOR, INC             COM              690732102     4456   440085 SH       DEFINED 01                  440085
OWENS ILLINOIS, INC            COM              690768403     4975   198981 SH       DEFINED 01                  198981
OXFORD HEALTH PLANS, INC       COM              691471106    25251  1616058 SH       DEFINED 01                 1616058
OXFORD INDUSTRIES, INC         COM              691497309     2384    97800 SH       DEFINED 01                   97800
P-COM, INC                     COM              693262107     4189   549400 SH       DEFINED 01                  549400
PECO ENERGY CO                 COM              693304107    88957  1923400 SH       DEFINED 01                 1923400
PG&E CORP                      COM              69331C108    61668  1985278 SH       DEFINED 01                 1985278
PFF BANCORP, INC               COM              69331W104     1251    71500 SH       DEFINED 01                   71500
PLD TELEKOM, INC               COM              69340T100      366    94400 SH       DEFINED 01                   94400
PMA CAPITAL CORP (CLASS A)     COM              693419202      123     6100 SH       DEFINED 01                    6100
PMC-SIERRA, INC                COM              69344F106     9496   133400 SH       DEFINED 01                  133400
PMI GROUP, INC                 COM              69344M101    14493   312528 SH       DEFINED 01                  312528
PNC BANK CORP                  COM              693475105   166538  2997303 SH       DEFINED 01                 2997303
PP&L RESOURCES, INC            COM              693499105    49348  1993852 SH       DEFINED 01                 1993852
PPG INDUSTRIES, INC            COM              693506107    87368  1704736 SH       DEFINED 01                 1704736
PRI AUTOMATION, INC            COM              69357H106      132     6300 SH       DEFINED 01                    6300
PS BUSINESS PARKS, INC         COM              69360J107     1065    48548 SH       DEFINED 01                   48548
PSS WORLD MEDICAL, INC         COM              69366A100      199    22625 SH       DEFINED 01                   22625
PXRE CORP                      COM              693674103      603    33500 SH       DEFINED 01                   33500
PACCAR, INC                    COM              693718108    41674  1011800 SH       DEFINED 01                 1011800
PACIFIC CAPITAL BANCORP        COM              69404P101     1903    82500 SH       DEFINED 01                   82500
PACIFIC CENTURY FINANCIAL CORP COM              694058108    27152  1300700 SH       DEFINED 01                 1300700
PACIFIC CREST CAPITAL, INC     COM              694166109       36     2647 SH       DEFINED 01                    2647
PACIFIC GATEWAY EXCHANGE, INC  COM              694327107      163     4900 SH       DEFINED 01                    4900
PACIFIC GULF PROPERTIES, INC   COM              694396102     1096    60900 SH       DEFINED 01                   60900
PACIFIC SUNWEAR CALIFORNIA, IN COM              694873100      788    22675 SH       DEFINED 01                   22675
PACIFICARE HEALTH SYSTEMS, INC COM              695112102    12684   210748 SH       DEFINED 01                  210748
PACIFICARE HEALTH SYSTEMS, INC COM              695112201    22065   323291 SH       DEFINED 01                  323291
PACIFICORP                     COM              695114108   145687  8445631 SH       DEFINED 01                 8445631
PAGEMART WIRELESS, INC (CLASS  COM              69553J104      594   121900 SH       DEFINED 01                  121900
PAGING NETWORK, INC            COM              695542100     8344  1780000 SH       DEFINED 01                 1780000
PAINE WEBBER GROUP, INC        COM              695629105    50179  1258402 SH       DEFINED 01                 1258402
PAIRGAIN TECHNOLOGIES, INC     COM              695934109      544    55759 SH       DEFINED 01                   55759
PALL CORP                      COM              696429307      863    52126 SH       DEFINED 01                   52126
PALM HARBOR HOMES, INC         COM              696639103     1650    75875 SH       DEFINED 01                   75875
PANAMSAT CORP                  COM              697933109      823    26439 SH       DEFINED 01                   26439
PAN PACIFIC RETAIL PROPERTIES, COM              69806L104     1631    91900 SH       DEFINED 01                   91900
PANAVISION, INC NEW            COM              69830E209       26     2886 SH       DEFINED 01                    2886
PAPA JOHN'S INTERNATIONAL, INC COM              698813102    18686   423480 SH       DEFINED 01                  423480
PARACELSUS HEALTHCARE CORP     COM              698891108       25    18356 SH       DEFINED 01                   18356
PARAGON TRADE BRANDS, INC      COM              69912K107       33    13193 SH       DEFINED 01                   13193
PARAMETRIC TECHNOLOGY CORP     COM              699173100    13958   706712 SH       DEFINED 01                  706712
PAREXEL INTERNATIONAL CORP     COM              699462107      178     8600 SH       DEFINED 01                    8600
PARK ELECTROCHEMICAL CORP      COM              700416209     1466    62404 SH       DEFINED 01                   62404
PARK NATIONAL CORP             COM              700658107     1244    12961 SH       DEFINED 01                   12961
PARK PLACE ENTERTAINMENT       COM              700690100     5591   739369 SH       DEFINED 01                  739369
PARKER DRILLING CO             COM              701081101     4589  1288186 SH       DEFINED 01                 1288186
PARKER-HANNIFIN CORP           COM              701094104    52844  1542896 SH       DEFINED 01                 1542896
PARVERVISION, INC              COM              701354102       68     2400 SH       DEFINED 01                    2400
PARKWAY PROPERTIES, INC        COM              70159Q104      779    27646 SH       DEFINED 01                   27646
PARTY CITY CORP                COM              702145103      239    60700 SH       DEFINED 01                   60700
PATHOGENESIS CORP              COM              70321E104       61     4600 SH       DEFINED 01                    4600
PATRIOT AMERICAN HOSPITALITY,  COM              703352203      710   138572 SH       DEFINED 01                  138572
PATTERSON DENTAL CO            COM              703412106    11017   254725 SH       DEFINED 01                  254725
PATTERSON ENERGY, INC          COM              703414102     1303   234300 SH       DEFINED 01                  234300
PAUL HARRIS STORES, INC        COM              703555201        1      200 SH       DEFINED 01                     200
PAXAR CORP                     COM              704227107      122    16375 SH       DEFINED 01                   16375
PAXSON COMMUNICATIONS CORP     COM              704231109      419    48903 SH       DEFINED 01                   48903
PAYCHEX, INC                   COM              704326107    51157  1078408 SH       DEFINED 01                 1078408
PAYLESS SHOESOURCE, INC        COM              704379106    13552   291439 SH       DEFINED 01                  291439
PAYMENTECH, INC                COM              704384106     3359   142200 SH       DEFINED 01                  142200
PEC ISRAEL ECONOMIC CORP       COM              705098101     2548    84572 SH       DEFINED 01                   84572
PEDIATRIX MEDICAL GROUP, INC   COM              705324101     9593   341076 SH       DEFINED 01                  341076
PEGASYSTEMS, INC               COM              705573103      306    58300 SH       DEFINED 01                   58300
PEGASUS COMMUNICATIONS CORP    COM              705904100      123     4400 SH       DEFINED 01                    4400
PEGASUS SYSTEMS, INC           COM              705906105     5507   138100 SH       DEFINED 01                  138100
PENFORD CORP                   COM              707051108     1191    80100 SH       DEFINED 01                   80100
PENN NATIONAL GAMING, INC      COM              707569109      339    48860 SH       DEFINED 01                   48860
PENN TREATY AMERICAN CORP      COM              707874103      903    36400 SH       DEFINED 01                   36400
PENN VIRGINIA CORP             COM              707882106      834    47500 SH       DEFINED 01                   47500
PENNCORP FINANCIAL GROUP, INC  COM              708094107       10    17100 SH       DEFINED 01                   17100
PENNEY, (J.C.) CO, INC         COM              708160106    88967  2196715 SH       DEFINED 01                 2196715
PENNSYLVANIA ENTERPRISES, INC  COM              708720107      562    23400 SH       DEFINED 01                   23400
PENNZENERGY CO                 COM              70931Q109     2577   245400 SH       DEFINED 01                  245400
PENNZOIL-QUAKER STATE CO       COM              709323109     9649   779695 SH       DEFINED 01                  779695
PENTAIR, INC                   COM              709631105    14934   442500 SH       DEFINED 01                  442500
PENTON MEDIA, INC              COM              709668107     5623   249919 SH       DEFINED 01                  249919
PENWEST PHARMACEUTICALS CO     COM              709754105      788    76850 SH       DEFINED 01                   76850
PEOPLES BANCORP, INC           COM              709909105      236    23906 SH       DEFINED 01                   23906
PEOPLES BANK OF BRIDGEPORT CO  COM              710198102      290     9750 SH       DEFINED 01                    9750
PEOPLES ENERGY CORP            COM              711030106    20577   636799 SH       DEFINED 01                  636799
PEOPLES HERITAGE FINANCIAL GRO COM              711147108    19798  1099890 SH       DEFINED 01                 1099890
PEOPLES HOLDING CO (THE)       COM              711148106      343    10500 SH       DEFINED 01                   10500
PEOPLESOFT, INC                COM              712713106     1806   123487 SH       DEFINED 01                  123487
PEP BOYS MANNY, MOE, & JACK CO COM              713278109      489    32043 SH       DEFINED 01                   32043
PEPSICO, INC                   COM              713448108   672840 17169750 SH       DEFINED 01                17169750
PERCLOSE, INC                  COM              71361C107     2516    81160 SH       DEFINED 01                   81160
PERCEPTION, INC                COM              71361F100       11     3100 SH       DEFINED 01                    3100
PEREGRINE SYSTEMS, INC         COM              71366Q101     5326   158400 SH       DEFINED 01                  158400
PERFORMANCE FOOD GROUP CO      COM              713755106     2735   104200 SH       DEFINED 01                  104200
PERPHONICS CORP                COM              714005105      103    16300 SH       DEFINED 01                   16300
PE CORP-PE BIOSYSTEMS GROUP    COM              714041100     7265    74853 SH       DEFINED 01                   74853
PERRIGO CO                     COM              714290103     3093   426621 SH       DEFINED 01                  426621
PERSONNEL GROUP OF AMERICA, IN COM              715338109     3580   498070 SH       DEFINED 01                  498070
PETCO ANIMAL SUPPLIES, INC     COM              716016100     2024   202400 SH       DEFINED 01                  202400
PETRO-CANADA (VARIABLE VOTE)   COM              71644E102     6245   535300 SH       DEFINED 01                  535300
PETROFINA S.S. WTS 08/02/03                     716485123       63     4532 SH       DEFINED 01                    4532
PETSMART, INC                  COM              716768106      935   116440 SH       DEFINED 01                  116440
PHARMACYCLICS, INC             COM              716933106      140     8500 SH       DEFINED 01                    8500
PHARMACIA & UPJOHN, INC        COM              716941109   228262  3659505 SH       DEFINED 01                 3659505
PFIZER, INC                    COM              717081103  1734156 12498422 SH       DEFINED 01                12498422
PHARMACEUTICAL PRODUCT DEVELOP COM              717124101      457    13630 SH       DEFINED 01                   13630
PHARMACEUTICAL RESOURCES, INC  COM              717125108       50     6942 SH       DEFINED 01                    6942
PHARMERICA, INC                COM              717135107       69    13703 SH       DEFINED 01                   13703
PHELPS DODGE CORP              COM              717265102     1827    37100 SH       DEFINED 01                   37100
PHILADELPHIA CONSOLIDATED HOLD COM              717528103       26     1300 SH       DEFINED 01                    1300
PHILADELPHIA SUBURBAN CORP     COM              718009608     2181    96133 SH       DEFINED 01                   96133
PHILIP MORRIS COS, INC         COM              718154107   705499 20049712 SH       DEFINED 01                20049712
PHILIP SERVICES CORP           COM              71819M103       41   109196 SH       DEFINED 01                  109196
PHILLIPS PETROLEUM CO          COM              718507106    92163  1950539 SH       DEFINED 01                 1950539
PHILLIPS VAN HEUSEN CORP       COM              718592108     2531   364833 SH       DEFINED 01                  364833
PHYMATRIX CORP                 COM              718925100      454   264000 SH       DEFINED 01                  264000
PHOENIX INVESTMENT PARTNERS LT COM              719085102     1637   189800 SH       DEFINED 01                  189800
PHOENIX TECHNOLOGIES LTD       COM              719153108       54     6300 SH       DEFINED 01                    6300
PHYCOR, INC                    COM              71940F100     3484   733462 SH       DEFINED 01                  733462
PHYSICIAN RELIANCE NETWORK, IN COM              71940G108     3919   461100 SH       DEFINED 01                  461100
PHOTRONICS, INC                COM              719405102     1330    71400 SH       DEFINED 01                   71400
PICCADILLY CAFETERIAS, INC     COM              719567109     4515   424973 SH       DEFINED 01                  424973
PICTURETEL CORP                COM              720035302       78    11100 SH       DEFINED 01                   11100
PIEDMONT NATURAL GAS CO, INC   COM              720186105     3327    95055 SH       DEFINED 01                   95055
PIER 1 IMPORTS, INC            COM              720279108    20666  2543529 SH       DEFINED 01                 2543529
PIERCE LEAHY CORP              COM              720722107     1694    68110 SH       DEFINED 01                   68110
PILGRIMS PRIDE CORP (CLASS B)  COM              721467108     2387   145200 SH       DEFINED 01                  145200
PILLOWTEX CORP                 COM              721501104       95     6668 SH       DEFINED 01                    6668
PINNACLE BANC GROUP, INC       COM              723449104       76     2600 SH       DEFINED 01                    2600
PINNACLE SYSTEMS, INC          COM              723481107     6811   149700 SH       DEFINED 01                  149700
PINNACLE WEST CAPITAL CORP     COM              723484101    21208   583034 SH       DEFINED 01                  583034
PIONEER GROUP, INC             COM              723684106      268    18118 SH       DEFINED 01                   18118
PIONEER-HI-BRED INTERNATIONAL, COM              723686101    27889   741247 SH       DEFINED 01                  741247
PIONEER NATURAL RESOURCES CO   COM              723787107     9469  1221842 SH       DEFINED 01                 1221842
PIONEER-STANDARD ELECTRONICS,  COM              723877106       95    14550 SH       DEFINED 01                   14550
PITNEY BOWES, INC              COM              724479100   106504  1670644 SH       DEFINED 01                 1670644
PITTSTON BRINK'S GROUP CO      COM              725701106    14361   611091 SH       DEFINED 01                  611091
PITTSTON BAX GROUP             COM              725701882     2337   336805 SH       DEFINED 01                  336805
PITTWAY CORP                   COM              725790109     3292   125400 SH       DEFINED 01                  125400
PITTWAY CORP (CLASS A)         COM              725790208     6599   249036 SH       DEFINED 01                  249036
PIXAR, INC                     COM              725811103     3363    85400 SH       DEFINED 01                   85400
PJ AMERICA, INC                COM              72585Q104      136     5900 SH       DEFINED 01                    5900
PLACER DOME, INC               COM              725906101     4657   421848 SH       DEFINED 01                  421848
PLAINS RESOURCES, INC          COM              726540503      555    36971 SH       DEFINED 01                   36971
PLANET HOLLYWOOD, INC (CLASS A COM              727025108      643   605107 SH       DEFINED 01                  605107
PLANTRONICS, INC               COM              727493108     4448    71100 SH       DEFINED 01                   71100
EPICOR SOFTWARE CORPORATION    COM              72764R105      171    23153 SH       DEFINED 01                   23153
PLATINUM TECHNOLOGY INTERNATIO COM              72764T101    11574   453900 SH       DEFINED 01                  453900
PLAYERS INTERNATIONAL, INC     COM              727903106      142    22750 SH       DEFINED 01                   22750
PLAYBOY ENTERPRISES, INC (CLAS COM              728117300      367    16300 SH       DEFINED 01                   16300
PLAYTEX PRODUCTS, INC          COM              72813P100      237    15700 SH       DEFINED 01                   15700
PLEXUS CORP                    COM              729132100     7334   263100 SH       DEFINED 01                  263100
BROWN & BROWN, INC             COM              730444106     1533    46192 SH       DEFINED 01                   46192
POGO PRODUCING CO              COM              730448107      174    13400 SH       DEFINED 01                   13400
POLARIS INDUSTRIES, INC        COM              731068102    13238   416948 SH       DEFINED 01                  416948
POLAROID CORP                  COM              731095105    12910   643508 SH       DEFINED 01                  643508
POLICY MANAGEMENT SYSTEMS CORP COM              731108106    19490   636424 SH       DEFINED 01                  636424
POLO RALPH LAUREN CORP         COM              731572103      900    45300 SH       DEFINED 01                   45300
POLYCOM, INC                   COM              73172K104     5235   279200 SH       DEFINED 01                  279200
POLYMER GROUP, INC             COM              731745105     2044   221000 SH       DEFINED 01                  221000
POMEROY COMPUTER RESOURCES, IN COM              731822102      554    42600 SH       DEFINED 01                   42600
POOL ENERGY SERVICES CO        COM              732788104     3958   258469 SH       DEFINED 01                  258469
POPE & TALBOT, INC             COM              732827100       28     4334 SH       DEFINED 01                    4334
POPULAR, INC                   COM              733174106    28708   929815 SH       DEFINED 01                  929815
POSSIS MEDICAL, INC            COM              737407106      281    28100 SH       DEFINED 01                   28100
POST PROPERTIES, INC           COM              737464107     4447   123537 SH       DEFINED 01                  123537
POTASH CORP OF SASKATCHEWAN    COM              73755L107     6439   121289 SH       DEFINED 01                  121289
POTLATCH CORP                  COM              737628107      335     9859 SH       DEFINED 01                    9859
POTOMAC ELECTRIC POWER CO      COM              737679100    30332  1308102 SH       DEFINED 01                 1308102
POWERTEL, INC                  COM              73936C109     2398   168300 SH       DEFINED 01                  168300
POWERWAVE TECHNOLOGIES, INC    COM              739363109     2891   101900 SH       DEFINED 01                  101900
PREMIER BANCSHARES, INC        COM              739909109      203    10282 SH       DEFINED 01                   10282
PRAXAIR, INC                   COM              74005P104    28119   779717 SH       DEFINED 01                  779717
PREPAID LEGAL SERVICES, INC    COM              740065107     4728   192988 SH       DEFINED 01                  192988
PRECISION CAST PARTS CORP      COM              740189105    11187   277950 SH       DEFINED 01                  277950
PRECISION RESPONSE CORP        COM              740314109        0      100 SH       DEFINED 01                     100
PREMARK INTERNATIONAL, INC     COM              740459102    23983   728123 SH       DEFINED 01                  728123
PREMIER FARNELL PLC ADR        ADR              74050U107        9     1392 SH       DEFINED 01                    1392
PREMIER FARNELL PLC CV PFD ADR PFD              74050U206       20     1122 SH       DEFINED 01                    1122
PREMIER PARKS, INC             COM              740540208   246957  6629731 SH       DEFINED 01                 6629731
PREMIERE TECHNOLOGIES, INC     COM              74058F102     8061   708616 SH       DEFINED 01                  708616
PREMISYS COMMUNICATIONS, INC   COM              740584107      479    55500 SH       DEFINED 01                   55500
PRENTISS PROPERTIES TRUST      COM              740706106     4299   230800 SH       DEFINED 01                  230800
PRESIDENTIAL LIFE CORP         COM              740884101     4330   241400 SH       DEFINED 01                  241400
PRESSTEK, INC                  COM              741113104      143    18200 SH       DEFINED 01                   18200
PREVIEW TRAVEL, INC            COM              74137R101      156     8200 SH       DEFINED 01                    8200
PRICE COMMUNICATIONS CORP      COM              741437305     8344   750000 SH       DEFINED 01                  750000
PRICE ENTERPRISES, INC         COM              741444202       13     2369 SH       DEFINED 01                    2369
PRICE (T. ROWE) ASSOCIATES, IN COM              741477103    26692   776500 SH       DEFINED 01                  776500
PRICESMART, INC                COM              741511109       88     4575 SH       DEFINED 01                    4575
PRIME MEDICAL SERVICES, INC    COM              74156D108       14     1900 SH       DEFINED 01                    1900
PRIME BANCSHARES, INC          COM              74157H108      318    22400 SH       DEFINED 01                   22400
PRIMEDIA, INC                  COM              74157K101    14391  1027922 SH       DEFINED 01                 1027922
PRIME RETAIL, INC              COM              741570105      260    29693 SH       DEFINED 01                   29693
PRIME RETAIL, INC              PFD              741570303      176    11020 SH       DEFINED 01                   11020
PRIME GROUP REALTY TRUST       COM              74158J103      451    34000 SH       DEFINED 01                   34000
PRIMEX TECHNOLOGIES, INC       COM              741597108     2487   119860 SH       DEFINED 01                  119860
PRIMARK CORP                   COM              741903108      163     7685 SH       DEFINED 01                    7685
PRIME BANCORP, INC             COM              741914105      202     8100 SH       DEFINED 01                    8100
PRIME HOSPITALITY CORP         COM              741917108     1124   113071 SH       DEFINED 01                  113071
PRIMUS TELECOMMUNICATIONS GROU COM              741929103       67     6600 SH       DEFINED 01                    6600
PRIDE INTERNATIONAL, INC       COM              741932107      122    14800 SH       DEFINED 01                   14800
PRISON REALTY CORP             COM              74264N105     5493   314987 SH       DEFINED 01                  314987
PRIORITY HEALTHCARE CORP (CLAS COM              74264T102     1036    22900 SH       DEFINED 01                   22900
PROBUSINESS SERVICES, INC      COM              742674104      122     2900 SH       DEFINED 01                    2900
PROCTER & GAMBLE CO            COM              742718109  1402831 14323740 SH       DEFINED 01                14323740
PROFIT RECOVERY GROUP INTERNAT COM              743168106      138     3500 SH       DEFINED 01                    3500
PROGRESS SOFTWARE CORP         COM              743312100    11304   331250 SH       DEFINED 01                  331250
PROGRESSIVE CORP               COM              743315103    16670   116166 SH       DEFINED 01                  116166
PROJECT SOFTWARE & DEVELOPMENT COM              74339P101     2695   110000 SH       DEFINED 01                  110000
PROLOGIS TRUST                 COM              743410102     6188   301853 SH       DEFINED 01                  301853
PROMUS HOTEL CORP              COM              74342P106    29002   797316 SH       DEFINED 01                  797316
PROTECTION ONE INC             COM              743663304       31     4900 SH       DEFINED 01                    4900
PROTECTIVE LIFE CORP           COM              743674103     8496   224320 SH       DEFINED 01                  224320
PROTEIN DESIGN LABORATORIES, I COM              74369L103     4141   274900 SH       DEFINED 01                  274900
PROVIDENCE AND WORCESTER RAILR COM              743737108     1849   166200 SH       DEFINED 01                  166200
PROVIDENT BANKSHARES CORP      COM              743859100    11807   451961 SH       DEFINED 01                  451961
PROVIDENT COS, INC             COM              743862104     7948   229958 SH       DEFINED 01                  229958
PROVIDENT FINANCIAL GROUP      COM              743866105     6804   177300 SH       DEFINED 01                  177300
PROVINCE HEALTHCARE CO         COM              743977100     2768   149600 SH       DEFINED 01                  149600
PROVIDIAN FINANCIAL CORP       COM              74406A102   136196  1238144 SH       DEFINED 01                 1238144
PROXIM, INC                    COM              744284100       63     2200 SH       DEFINED 01                    2200
PSINET, INC                    COM              74437C101      745    17500 SH       DEFINED 01                   17500
PUBLIC SERVICE CO OF NEW MEXIC COM              744499104    11311   665324 SH       DEFINED 01                  665324
PUBLIC SERVICE CO OF NORTH CAR COM              744516105     3300   116302 SH       DEFINED 01                  116302
PUBLIC SERVICE ENTERPRISE GROU COM              744573106    84616  2215808 SH       DEFINED 01                 2215808
PUBLIC STORAGE, INC            COM              74460D109    22278   891132 SH       DEFINED 01                  891132
PUERTO RICAN CEMENT CO, INC    COM              745075101       96     3000 SH       DEFINED 01                    3000
PUGET SOUND ENERGY, INC        COM              745332106    12326   534471 SH       DEFINED 01                  534471
PULTE CORP                     COM              745867101     8680   417061 SH       DEFINED 01                  417061
QMS, INC                       COM              74726G102      721   274502 SH       DEFINED 01                  274502
QRS CORP                       COM              74726X105     4254    68000 SH       DEFINED 01                   68000
QAD, INC                       COM              74727D108       57    14600 SH       DEFINED 01                   14600
QLOGIC CORP                    COM              747277101    11519   171606 SH       DEFINED 01                  171606
QUADRAMED CORP                 COM              74730W101     1038   136100 SH       DEFINED 01                  136100
QUAKER FABRIC CORP             COM              747399103        7     1300 SH       DEFINED 01                    1300
QUAKER OATS CO                 COM              747402105    43407   693818 SH       DEFINED 01                  693818
QUALCOMM, INC                  COM              747525103   108475   872159 SH       DEFINED 01                  872159
QUANEX CORP                    COM              747620102     2851   183929 SH       DEFINED 01                  183929
QUANTUM CORP                   COM              747906105    20373  1131835 SH       DEFINED 01                 1131835
QUEBECOR PRINTING, INC         COM              747922102     1651    72600 SH       DEFINED 01                   72600
QUEENS COUNTY BANCORP, INC     COM              748242104     1152    42650 SH       DEFINED 01                   42650
QUEST DIAGNOSTICS, INC         COM              74834L100     1005    45170 SH       DEFINED 01                   45170
QUESTAR CORP                   COM              748356102    19630  1158980 SH       DEFINED 01                 1158980
QUIKSILVER, INC                COM              74838C106     9749   230746 SH       DEFINED 01                  230746
QUINTEL COMMUNICATIONS         COM              748762101       22    25600 SH       DEFINED 01                   25600
QUINTILES TRANSNATIONAL CORP   COM              748767100   120516  3192488 SH       DEFINED 01                 3192488
QUORUM HEALTH GROUP, INC       COM              749084109     6108   610840 SH       DEFINED 01                  610840
R & B FALCON CORP              COM              74912E101    17368  1970864 SH       DEFINED 01                 1970864
QWEST COMMUNICATIONS INTERNATI COM              749121109     3953    54836 SH       DEFINED 01                   54836
RCN CORP                       COM              749361101    19258   573800 SH       DEFINED 01                  573800
RFS HOTEL INVESTORS, INC       COM              74955J108     2622   226800 SH       DEFINED 01                  226800
R.H. DONNELLEY CORP            COM              74955W307      996    64536 SH       DEFINED 01                   64536
RJR NABISCO HOLDINGS CORP      COM              74960K876    49169  1966779 SH       DEFINED 01                 1966779
RLI CORP                       COM              749607107      108     3700 SH       DEFINED 01                    3700
RPC, INC                       COM              749660106     3937   611544 SH       DEFINED 01                  611544
RPM, INC                       COM              749685103      407    30556 SH       DEFINED 01                   30556
RTI INTERNATIONAL METALS       COM              74973W107     1264   134800 SH       DEFINED 01                  134800
RWD TECHNOLOGIES, INC          COM              74975B101     1276    73200 SH       DEFINED 01                   73200
RADIANT SYSTEMS, INC           COM              75025N102        7      700 SH       DEFINED 01                     700
RADISYS CORP                   COM              750459109      236     7600 SH       DEFINED 01                    7600
RAINFOREST CAFE, INC           COM              75086K104      354    70400 SH       DEFINED 01                   70400
RAMBUS, INC                    COM              750917106      622     9666 SH       DEFINED 01                    9666
RALCORP HOLDINGS, INC          COM              751028101     9683   509643 SH       DEFINED 01                  509643
RALSTON PURINA CO              COM              751277302   184855  6926634 SH       DEFINED 01                 6926634
RAMTRON INTERNATIONAL CORP     COM              751907106       17    24600 SH       DEFINED 01                   24600
RANGER OIL LTD                 COM              752805101      192    48300 SH       DEFINED 01                   48300
RANGE RESOURCES CORP           COM              75281A109      153    43800 SH       DEFINED 01                   43800
RARE HOSPITALITY INTERNATIONAL COM              753820109        8      600 SH       DEFINED 01                     600
RATIONAL SOFTWARE CORP         COM              75409P202    30999  1156144 SH       DEFINED 01                 1156144
RAYCHEM CORP                   COM              754603108    34062  1509651 SH       DEFINED 01                 1509651
RAYMOND JAMES FINANCIAL CORP   COM              754730109    19246   974456 SH       DEFINED 01                  974456
RAYONIER, INC                  COM              754907103    14552   363239 SH       DEFINED 01                  363239
RAYOVAC CORP                   COM              755081106     6452   234100 SH       DEFINED 01                  234100
RAYTHEON CO (CLASS A)          COM              755111309    66851  1157586 SH       DEFINED 01                 1157586
RAYTHEON CO (CLASS B)          COM              755111408    46088   786151 SH       DEFINED 01                  786151
READ RITE CORP                 COM              755246105     8389  1272250 SH       DEFINED 01                 1272250
READERS DIGEST ASSOCIATION     COM              755267101     3184   101266 SH       DEFINED 01                  101266
REALNETWORKS, INC              COM              75605L104    30901   252900 SH       DEFINED 01                  252900
REALTY INCOME CORP             COM              756109104     2583   123000 SH       DEFINED 01                  123000
RECKSON ASSOCIATES REALTY CORP COM              75621K106     4301   209178 SH       DEFINED 01                  209178
RECOTON CORP                   COM              756268108      720    51431 SH       DEFINED 01                   51431
RED ROOF INNS, INC             COM              757005103     3274   207863 SH       DEFINED 01                  207863
REDWOOD TRUST, INC             COM              758075402      193    12032 SH       DEFINED 01                   12032
REEBOK INTERNATIONAL LTD       COM              758110100      209    13148 SH       DEFINED 01                   13148
REGAL-BELOIT CORP              COM              758750103     5112   283004 SH       DEFINED 01                  283004
REGENERON PHARMACEUTICALS, INC COM              75886F107     1180   178100 SH       DEFINED 01                  178100
REGIS CORP                     COM              758932107     3447   129450 SH       DEFINED 01                  129450
REGENCY REALTY CORP            COM              758939102     1436    76600 SH       DEFINED 01                   76600
REGIONS FINANCIAL CORP         COM              758940100    51021  1473541 SH       DEFINED 01                 1473541
REINSURANCE GROUP OF AMERICA,  COM              759351109    12707   298543 SH       DEFINED 01                  298543
RELIANCE BANCORP, INC          COM              759451107       46     1600 SH       DEFINED 01                    1600
RELIANCE GROUP HOLDINGS, INC   COM              759464100     7339   970478 SH       DEFINED 01                  970478
RELIANCE STEEL & ALUMINUM CO   COM              759509102     1297    45000 SH       DEFINED 01                   45000
RELIANT ENERGY, INC            COM              75952J108    30477  1169364 SH       DEFINED 01                 1169364
RELIASTAR FINANCIAL CORP       COM              75952U103    39085   916958 SH       DEFINED 01                  916958
RELTEC CORP                    COM              759527104     5961   202500 SH       DEFINED 01                  202500
REMEC, INC                     COM              759543101     1697    81300 SH       DEFINED 01                   81300
REMEDY CORP                    COM              759548100     2156   153980 SH       DEFINED 01                  153980
REMEDYTEMP, INC (CLASS A)      COM              759549108      759    60400 SH       DEFINED 01                   60400
RENAISSANCE WORLDWIDE, INC     COM              75968A109      874   141184 SH       DEFINED 01                  141184
REPLIGEN CORP                  COM              759916109      748   244300 SH       DEFINED 01                  244300
REPUBLIC BANCSHARES, INC       COM              759929102       43     2000 SH       DEFINED 01                    2000
RENAL CARE GROUP, INC          COM              759930100     4040   205850 SH       DEFINED 01                  205850
RENT-A-CENTER, INC             COM              76009N100     6788   236100 SH       DEFINED 01                  236100
RENT WAY, INC                  COM              76009U104     4564   190150 SH       DEFINED 01                  190150
RENTAL SERVICE CORP            COM              76009V102     3839   219399 SH       DEFINED 01                  219399
REPUBLIC BANCORP, INC          COM              760282103     7672   590140 SH       DEFINED 01                  590140
REPUBLIC BANKING CORP OF FLORI COM              760322107       37     2000 SH       DEFINED 01                    2000
REPUBLIC GROUP, INC            COM              760473108     1285    85314 SH       DEFINED 01                   85314
AUTONATION, INC                COM              760516104     7490   605265 SH       DEFINED 01                  605265
REPUBLIC NEW YORK CORP         COM              760719104    60964  1321714 SH       DEFINED 01                 1321714
REPUBLIC SECURITY FINANCIAL CO COM              760758102      151    16274 SH       DEFINED 01                   16274
RES-CARE, INC                  COM              760943100      940    41650 SH       DEFINED 01                   41650
RESMED, INC                    COM              761152107     8828   312500 SH       DEFINED 01                  312500
RESOURCE AMERICA, INC (CLASS A COM              761195205     1947   225700 SH       DEFINED 01                  225700
RESOURCE BANCSHARES MORTGAGE G COM              761197102       56     4325 SH       DEFINED 01                    4325
RESPIRONICS, INC               COM              761230101     4151   314788 SH       DEFINED 01                  314788
RESPONSE ONCOLOGY, INC         COM              761232305      534   177984 SH       DEFINED 01                  177984
REVLON, INC (CLASS A)          COM              761525500     3629   179192 SH       DEFINED 01                  179192
REX STORES CORP                COM              761624105       21     1787 SH       DEFINED 01                    1787
REXALL SUNDOWN, INC            COM              761648104     8222   428500 SH       DEFINED 01                  428500
REYNOLDS & REYNOLDS CO (CLASS  COM              761695105    21458  1129352 SH       DEFINED 01                 1129352
REYNOLDS METALS CO             COM              761763101    15049   311490 SH       DEFINED 01                  311490
RICHFOOD HOLDINGS, INC         COM              763408101    14618   677944 SH       DEFINED 01                  677944
RICHMOND COUNTY FINANCIAL CORP COM              764556106     1175    79300 SH       DEFINED 01                   79300
RIGGS NATIONAL CORP            COM              766570105     1954   115800 SH       DEFINED 01                  115800
RIO ALGOM LTD                  COM              766889109      921    87100 SH       DEFINED 01                   87100
RISK CAPITAL HOLDINGS, INC     COM              767711104      929    61400 SH       DEFINED 01                   61400
RITE AID CORP                  COM              767754104    30807  1232288 SH       DEFINED 01                 1232288
RIVIANA FOODS, INC             COM              769536103      591    25300 SH       DEFINED 01                   25300
ROADWAY EXPRESS, INC           COM              769742107     5101   298950 SH       DEFINED 01                  298950
ROANOKE ELECTRIC STEEL CORP    COM              769841107      912    82000 SH       DEFINED 01                   82000
ROBBINS & MYERS, INC           COM              770196103       18     1053 SH       DEFINED 01                    1053
ROBERT HALF INTERNATIONAL, INC COM              770323103    26225   799242 SH       DEFINED 01                  799242
ROBERTS PHARMACEUTICAL CORP    COM              770491108     8072   389000 SH       DEFINED 01                  389000
ROBOTIC VISION SYSTEMS, INC    COM              771074101       73    31450 SH       DEFINED 01                   31450
ROCHESTER GAS & ELECTRIC CORP  COM              771367109    15377   600097 SH       DEFINED 01                  600097
ROCK-TENN CO (CLASS A)         COM              772739207     1453    94500 SH       DEFINED 01                   94500
ROCKWELL INTERNATIONAL CORP    COM              773903109   114750  2703986 SH       DEFINED 01                 2703986
ROFIN-SINAR TECHNOLOGIES, INC  COM              775043102       16     2400 SH       DEFINED 01                    2400
ROGERS COMMUNICATIONS, INC (CL COM              775109200     3878   214100 SH       DEFINED 01                  214100
ROGERS CORP                    COM              775133101     2166    87500 SH       DEFINED 01                   87500
ROHM & HAAS CO                 COM              775371107    46828  1395235 SH       DEFINED 01                 1395235
ROHN INDUSTRIES, INC           COM              775381106      101    45400 SH       DEFINED 01                   45400
ROLLINS, INC                   COM              775711104     5768   343056 SH       DEFINED 01                  343056
ROLLINS TRUCK LEASING CORP     COM              775741101     6861   726967 SH       DEFINED 01                  726967
ROMAC INTERNATIONAL, INC       COM              775835101     6746   793639 SH       DEFINED 01                  793639
ROPER INDUSTRIES, INC          COM              776696106     9108   381495 SH       DEFINED 01                  381495
ROSLYN BANCORP, INC            COM              778162107    10433   618265 SH       DEFINED 01                  618265
ROSS STORES, INC               COM              778296103    42332   966200 SH       DEFINED 01                  966200
ROUGE INDUSTRIES, INC (CLASS A COM              779088103      779    88983 SH       DEFINED 01                   88983
ROUSE CO                       COM              779273101    10253   462100 SH       DEFINED 01                  462100
ROWAN COS, INC                 COM              779382100    10702   843502 SH       DEFINED 01                  843502
ROYAL APPLIANCE MANUFACTURING  COM              780076105       32     8600 SH       DEFINED 01                    8600
ROYAL BANK OF CANADA           COM              780087102    34823   744605 SH       DEFINED 01                  744605
ROYAL DUTCH PETROLEUM CO (NY R ADR              780257804       47      900 SH       DEFINED 01                     900
RUBY TUESDAY, INC              COM              781182100     7314   420934 SH       DEFINED 01                  420934
RUDDICK CORP                   COM              781258108      866    44400 SH       DEFINED 01                   44400
RURAL/METRO CORP               COM              781748108      193    24300 SH       DEFINED 01                   24300
RUSS BERRIE & CO, INC          COM              782233100     1433    54850 SH       DEFINED 01                   54850
RUSSELL CORP                   COM              782352108      509    25300 SH       DEFINED 01                   25300
RYANAIR HOLDINGS PLC ADR       ADR              783513104     9833   241300 SH       DEFINED 01                  241300
RYAN'S FAMILY STEAK HOUSES, IN COM              783519101     3783   313650 SH       DEFINED 01                  313650
RYDER SYSTEM, INC              COM              783549108    15634   565952 SH       DEFINED 01                  565952
RYERSON TULL, INC              COM              78375P107     2901   197527 SH       DEFINED 01                  197527
RYLAND GROUP, INC              COM              783764103     4475   176800 SH       DEFINED 01                  176800
S & T BANCORP, INC             COM              783859101     1694    88600 SH       DEFINED 01                   88600
SBC COMMUNICATIONS, INC        COM              78387G103  1290422 27382962 SH       DEFINED 01                27382962
SCI SYSTEMS, INC               COM              783890106     1801    60777 SH       DEFINED 01                   60777
SCM MICROSYSTEMS, INC          COM              784018103     5577    91800 SH       DEFINED 01                   91800
SCPIE HOLDINGS, INC            COM              78402P104      911    33492 SH       DEFINED 01                   33492
SDL, INC                       COM              784076101      535     5900 SH       DEFINED 01                    5900
SEI INVESTMENT CO              COM              784117103    21489   232312 SH       DEFINED 01                  232312
SEMCO ENERGY, INC              COM              78412D109      106     6905 SH       DEFINED 01                    6905
SFX ENTERTAINMENT, INC (CLASS  COM              784178105   170160  2635590 SH       DEFINED 01                 2635590
SL GREEN REALTY CORP           COM              78440X101      265    14100 SH       DEFINED 01                   14100
SLM HOLDINGS CORP              COM              78442A109    18366   439915 SH       DEFINED 01                  439915
SLI, INC                       COM              78442T108     4221   201000 SH       DEFINED 01                  201000
SM & A CORP                    COM              784432106      629    54700 SH       DEFINED 01                   54700
SOS STAFFING SERVICES, INC     COM              78462X104      527    68800 SH       DEFINED 01                   68800
SPS TECHNOLOGIES, INC          COM              784626103     1654    42129 SH       DEFINED 01                   42129
SPX CORP                       COM              784635104    23469   465311 SH       DEFINED 01                  465311
S3, INC                        COM              784849101      103    13750 SH       DEFINED 01                   13750
SPR, INC                       COM              784922106      652   155750 SH       DEFINED 01                  155750
SABRATEK CORP                  COM              78571U108     1076    71700 SH       DEFINED 01                   71700
SABRE GROUP HOLDINGS, INC      COM              785905100    22242   490184 SH       DEFINED 01                  490184
SAFECO CORP                    COM              786429100    15746   389400 SH       DEFINED 01                  389400
SAFEGUARD HEALTH ENTERPRISES,  COM              786444109      546   213200 SH       DEFINED 01                  213200
SAFEGUARD SCIENTIFICS, INC     COM              786449108     4299    63400 SH       DEFINED 01                   63400
SAFESKIN CORP                  COM              786454108    12735  1712258 SH       DEFINED 01                 1712258
SAFETY-KLEEN CORP              COM              78648R203     9340   704908 SH       DEFINED 01                  704908
SAFEWAY, INC                   COM              786514208   323175  6298165 SH       DEFINED 01                 6298165
ST. FRANCIS CAPITAL CORP       COM              789374105     6028   140600 SH       DEFINED 01                  140600
ST. JOE COMAPNY                COM              790148100     5902   243400 SH       DEFINED 01                  243400
ST. JOHN KNITS, INC            COM              790289102      269    10200 SH       DEFINED 01                   10200
ST. JUDE MEDICAL, INC          COM              790849103    30277  1242119 SH       DEFINED 01                 1242119
ST. MARY LAND & EXPLORATION CO COM              792228108     1929   111000 SH       DEFINED 01                  111000
ST. PAUL BANCORP, INC          COM              792848103     8003   369562 SH       DEFINED 01                  369562
ST. PAUL COS, INC              COM              792860108    26838   864003 SH       DEFINED 01                  864003
SAKS, INC                      COM              79377W108    24202   930840 SH       DEFINED 01                  930840
SALIENT 3 COMMUNICATIONS (CLAS COM              794721100     1142   179200 SH       DEFINED 01                  179200
SAMSONITE CORP                 COM              79604V105      899   146727 SH       DEFINED 01                  146727
SANCHEZ COMPUTER ASSOCIATES, I COM              799702105      516    22200 SH       DEFINED 01                   22200
SANDISK CORP                   COM              80004C101     5221   197000 SH       DEFINED 01                  197000
SANDY SPRING BANCORP, INC      COM              800363103      431    15800 SH       DEFINED 01                   15800
SANMINA CORP                   COM              800907107    53719   842658 SH       DEFINED 01                  842658
SANGSTAT MEDICAL CORP          COM              801003104       74     6000 SH       DEFINED 01                    6000
SANTA CRUZ OPERATION, INC      COM              801833104       33     6100 SH       DEFINED 01                    6100
SANTA FE SNYDER CORP           COM              802012104     4241   580010 SH       DEFINED 01                  580010
SAPIENT CORP                   COM              803062108     9686   135700 SH       DEFINED 01                  135700
SARA LEE CORP                  COM              803111103   150675  6087860 SH       DEFINED 01                 6087860
SAUER, INC                     COM              804137107     1284   123800 SH       DEFINED 01                  123800
SAUL CENTERS, INC              COM              804395101        1      100 SH       DEFINED 01                     100
SAWTEK, INC                    COM              805468105    13038   386300 SH       DEFINED 01                  386300
SBARRO, INC                    COM              805844107     3154   119034 SH       DEFINED 01                  119034
SCANA CORP                     COM              805898103    17324   798800 SH       DEFINED 01                  798800
SCHAWK, INC (CLASS A)          COM              806373106       27     2800 SH       DEFINED 01                    2800
SCHEIN (HENRY), INC            COM              806407102     5802   229800 SH       DEFINED 01                  229800
SCHEIN PHARMACEUTICAL, INC     COM              806416103       64     4900 SH       DEFINED 01                    4900
SCHERING-PLOUGH CORP           COM              806605101   728211 13165390 SH       DEFINED 01                13165390
SCHICK TECHNOLOGIES, INC       COM              806683108        8     1900 SH       DEFINED 01                    1900
SCHLUMBERGER LTD               COM              806857108    43569   723889 SH       DEFINED 01                  723889
SCHOLASTIC CORP                COM              807066105    34374   703300 SH       DEFINED 01                  703300
SCHOOL SPECIALTY, INC          COM              807863105      177     9046 SH       DEFINED 01                    9046
SCHULMAN (A.), INC             COM              808194104     9155   671914 SH       DEFINED 01                  671914
SCHWAB (CHARLES) CORP          COM              808513105   271905  2828660 SH       DEFINED 01                 2828660
SCHWEITZER-MAUDUIT INTERNATION COM              808541106     2773   241116 SH       DEFINED 01                  241116
SCIENTIFIC-ATLANTA, INC        COM              808655104     6559   240700 SH       DEFINED 01                  240700
SCIENTIFIC GAMES HOLDINGS CORP COM              808747109      221    12459 SH       DEFINED 01                   12459
SCIOS, INC                     COM              808905103     5377   593350 SH       DEFINED 01                  593350
SCOTSMAN INDUSTRIES, INC       COM              809340102      659    38339 SH       DEFINED 01                   38339
SCOTT TECHNOLOGIES, INC        COM              810022301     1089    62700 SH       DEFINED 01                   62700
SCOTTS CO (CLASS A)            COM              810186106     7288   195000 SH       DEFINED 01                  195000
SCRIPPS (E.W.) CO (CLASS A)    COM              811054204    15008   339165 SH       DEFINED 01                  339165
SEABOARD CORP                  COM              811543107        3       10 SH       DEFINED 01                      10
SEAGATE TECHNOLOGY, INC        COM              811804103    80164  2711693 SH       DEFINED 01                 2711693
SEAGRAMS CO LTD                COM              811850106    33047   660000 SH       DEFINED 01                  660000
SEACOR SMIT, INC               COM              811904101      979    18200 SH       DEFINED 01                   18200
SEALED AIR CORP                COM              81211K100    26382   536356 SH       DEFINED 01                  536356
SEALED AIR CORP PFD (CLASS A)  PFD              81211K209     7178   145017 SH       DEFINED 01                  145017
SEARS ROEBUCK & CO             COM              812387108   150395  3328243 SH       DEFINED 01                 3328243
SEATTLE FILMWORKS, INC         COM              812572105        8     2500 SH       DEFINED 01                    2500
SECURITY CAPITAL GROUP, INC (C COM              81413P204      387    28900 SH       DEFINED 01                   28900
SECURITY DYNAMICS TECHNOLOGIES COM              814208104      869    46650 SH       DEFINED 01                   46650
SEITEL, INC                    COM              816074306     3430   246100 SH       DEFINED 01                  246100
SELECTIVE INSURANCE GROUP, INC COM              816300107    14111   800600 SH       DEFINED 01                  800600
SEMTECH CORP                   COM              816850101     5237   164300 SH       DEFINED 01                  164300
SEMPRA ENERGY                  COM              816851109    33414  1741434 SH       DEFINED 01                 1741434
SENSORMATIC ELECTRONICS CORP   COM              817265101     5338   561850 SH       DEFINED 01                  561850
SEPRACOR, INC                  COM              817315104     1123    10000 SH       DEFINED 01                   10000
SEQUA CORP (CLASS A)           COM              817320104      751    14942 SH       DEFINED 01                   14942
SEQUENT COMPUTER SYSTEMS, INC  COM              817338106      585    64600 SH       DEFINED 01                   64600
SEROLOGICALS CORP              COM              817523103      536    39500 SH       DEFINED 01                   39500
SERVICE CORP INTERNATIONAL     COM              817565104     7735   542813 SH       DEFINED 01                  542813
SERVICE EXPERTS, INC           COM              817567100       79     5817 SH       DEFINED 01                    5817
SERVICE MERCHANDISE, INC       COM              817587108       13    53730 SH       DEFINED 01                   53730
SERVICEMASTER CO               COM              81760N109     9654   475284 SH       DEFINED 01                  475284
SHARED MEDICAL SYSTEMS CORP    COM              819486101    20466   367507 SH       DEFINED 01                  367507
SHAW GROUP, INC                COM              820280105      597    42818 SH       DEFINED 01                   42818
SHAW INDUSTRIES, INC           COM              820286102    10057   543600 SH       DEFINED 01                  543600
SHELBY WILLIAMS INDUSTRIES, IN COM              822135109     2317   242300 SH       DEFINED 01                  242300
SHELDAHL, INC                  COM              822440103       18     3000 SH       DEFINED 01                    3000
SHERWIN-WILLIAMS CO            COM              824348106     9786   347931 SH       DEFINED 01                  347931
SHILOH INDUSTRIES, INC         COM              824543102       23     1900 SH       DEFINED 01                    1900
SHOPKO STORES, INC             COM              824911101    10943   366300 SH       DEFINED 01                  366300
SHONEY'S, INC                  COM              825039100       64    25778 SH       DEFINED 01                   25778
SHORELINE FINANCIAL CORP       COM              825190101      129     5000 SH       DEFINED 01                    5000
SHOREWOOD PACKAGING CORP       COM              825229107     6758   344364 SH       DEFINED 01                  344364
SHURGARD STORAGE CENTERS, INC  COM              82567D104     2929   116000 SH       DEFINED 01                  116000
SIEBEL SYSTEMS, INC            COM              826170102    44155   929571 SH       DEFINED 01                  929571
SIERRA HEALTH SERVICES, INC    COM              826322109     1675   128850 SH       DEFINED 01                  128850
SIERRA PACIFIC RESOURCES       COM              826425100     2280    64800 SH       DEFINED 01                   64800
SIGMA ALDRICH CORP             COM              826552101     4735   161880 SH       DEFINED 01                  161880
SIG CORP, INC                  COM              826912107     2680    97882 SH       DEFINED 01                   97882
SILGAN HOLDINGS, INC           COM              827048109      698    41800 SH       DEFINED 01                   41800
SILICON GRAPHICS, INC          COM              827056102    21830  1308172 SH       DEFINED 01                 1308172
SILICON VALLEY BANCSHARES      COM              827064106     5799   280300 SH       DEFINED 01                  280300
SILICON VALLEY GROUP, INC      COM              827066101      126    10200 SH       DEFINED 01                   10200
SILICONIX, INC                 COM              827079203      229    10900 SH       DEFINED 01                   10900
SIMMONS FIRST NATIONAL CORP (C COM              828730200      223     7000 SH       DEFINED 01                    7000
SIMON PROPERTY GROUP, INC      COM              828806109    22078   804680 SH       DEFINED 01                  804680
SIMPSON INDUSTRIES, INC        COM              829060102     2651   275475 SH       DEFINED 01                  275475
SIMPSON MANUFACTURING CO, INC  COM              829073105     1026    25485 SH       DEFINED 01                   25485
SINCLAIR BROADCASTING GROUP, I COM              829226109      188    12900 SH       DEFINED 01                   12900
SITEL CORP                     COM              82980K107     1615   679853 SH       DEFINED 01                  679853
SIPEX CORP                     COM              829909100      651    49800 SH       DEFINED 01                   49800
SIZZLER INTERNATIONAL, INC     COM              830139101      433   230924 SH       DEFINED 01                  230924
SKY FINANCIAL GROUP, INC       COM              83080P103     3006   111093 SH       DEFINED 01                  111093
SKYLINE CORP                   COM              830830105     3017   108718 SH       DEFINED 01                  108718
SKYTEL COMMUNICATIONS, INC     COM              83087Q104    20532  1235000 SH       DEFINED 01                 1235000
SKYWEST, INC                   COM              830879102     1380    47800 SH       DEFINED 01                   47800
SMART & FINAL, INC             COM              831683107      532    56700 SH       DEFINED 01                   56700
SMART MODULAR TECHNOLOGIES, IN COM              831690102     5600   374900 SH       DEFINED 01                  374900
SMITH (A.O.) CORP              COM              831865209     4575   240800 SH       DEFINED 01                  240800
SMITH INTERNATIONAL, INC       COM              832110100     3813    95314 SH       DEFINED 01                   95314
CHARLES E. SMITH RESIDENTIAL R COM              832197107      992    32200 SH       DEFINED 01                   32200
SMITHFIELD FOODS, INC          COM              832248108     6643   292800 SH       DEFINED 01                  292800
SMUCKER, (J.M.) CO (CLASS A)   COM              832696108     1297    58108 SH       DEFINED 01                   58108
SMUCKER, (J.M.) CO (CLASS B)   COM              832696207     3456   194700 SH       DEFINED 01                  194700
SMURFIT-STONE CONTAINER CORP   COM              832727101   172789  8947005 SH       DEFINED 01                 8947005
SNYDER COMMUNICATIONS, INC     COM              832914105     4532   162600 SH       DEFINED 01                  162600
SNAP-ON, INC                   COM              833034101    16239   559950 SH       DEFINED 01                  559950
SNYDER OIL CORP                COM              833482102      326    22000 SH       DEFINED 01                   22000
SOCIEDAD QUIMICA Y MINERA DE C ADR              833635105     2304    72000 SH       DEFINED 01                   72000
SODAK GAMING, INC              COM              833777105      146    16500 SH       DEFINED 01                   16500
SODEXHO MARRIOTT SERVICES, INC COM              833793102     2646   119920 SH       DEFINED 01                  119920
SOFTWARE PUBLISHING CORP HOLDI COM              833979206       25    24512 SH       DEFINED 01                   24512
SOFTWARE AG. SYSTEMS, INC      COM              834025108     5744   685900 SH       DEFINED 01                  685900
SOLA INTERNATIONAL, INC        COM              834092108      239    19849 SH       DEFINED 01                   19849
SOLECTRON CORP                 COM              834182107   112007  2306449 SH       DEFINED 01                 2306449
SOLUTIA, INC                   COM              834376105    47710  2745878 SH       DEFINED 01                 2745878
SONAT, INC                     COM              835415100    11112   370398 SH       DEFINED 01                  370398
SONIC CORP                     COM              835451105     9310   345625 SH       DEFINED 01                  345625
SONOCO PRODUCTS CO             COM              835495102    21624   940194 SH       DEFINED 01                  940194
SONOSITE, INC                  COM              83568G104     1078    78372 SH       DEFINED 01                   78372
SONUS PHARMACEUTICALS, INC     COM              835692104        5      700 SH       DEFINED 01                     700
SOTHEBYS HOLDINGS, INC (CLASS  COM              835898107      544    16800 SH       DEFINED 01                   16800
SOUTH JERSEY INDUSTRIES, INC   COM              838518108      921    42600 SH       DEFINED 01                   42600
SOUTHDOWN, INC                 COM              841297104    23823   443733 SH       DEFINED 01                  443733
SOUTHERN CO                    COM              842587107    93467  4009308 SH       DEFINED 01                 4009308
SOUTHERN PERU COPPER CORP      COM              843611104     1337   132900 SH       DEFINED 01                  132900
SOUTHERN UNION CO              COM              844030106      931    49324 SH       DEFINED 01                   49324
7-ELEVEN, INC                  COM              844436402     2279  1122000 SH       DEFINED 01                 1122000
SOUTHTRUST CORP                COM              844730101    67532  1809895 SH       DEFINED 01                 1809895
SOUTHWEST AIRLINES CO          COM              844741108    67406  2228286 SH       DEFINED 01                 2228286
SOUTHWEST BANCORP OF TEXAS, IN COM              84476R109      608    49400 SH       DEFINED 01                   49400
SOUTHWEST GAS CORP             COM              844895102      558    20300 SH       DEFINED 01                   20300
SOUTHWEST SECURITIES GROUP, IN COM              845224104     4142   146636 SH       DEFINED 01                  146636
SOUTHWESTERN ENERGY CO         COM              845467109     1533   217100 SH       DEFINED 01                  217100
SOVEREIGN BANCORP, INC         COM              845905108    12867  1050392 SH       DEFINED 01                 1050392
SOVRAN SELF STORAGE, INC       COM              84610H108     1445    62000 SH       DEFINED 01                   62000
SPACELABS MEDICAL, INC         COM              846247104       36     2160 SH       DEFINED 01                    2160
SPARTAN MOTORS, INC            COM              846819100      883   150350 SH       DEFINED 01                  150350
SPARTECH CORP                  COM              847220209     2056    99700 SH       DEFINED 01                   99700
SPECIAL METALS CORP            COM              84741Y103      203    41700 SH       DEFINED 01                   41700
SPECIALTY EQUIPMENT COS, INC   COM              847497203     3329   120500 SH       DEFINED 01                  120500
SPECTRA-PHYSICS LASERS, INC    COM              847568102       63     8900 SH       DEFINED 01                    8900
SPECTRIAN CORP                 COM              847608106       12     1000 SH       DEFINED 01                    1000
SPEEDFAM-IPEC, INC             COM              847706108      546    45500 SH       DEFINED 01                   45500
SPEEDWAY MOTORSPORTS, INC      COM              847788106      437    10600 SH       DEFINED 01                   10600
SPELLING ENTERTAINMENT GROUP,  COM              847807104     1165   133180 SH       DEFINED 01                  133180
SPIEGEL, INC (CLASS A)         COM              848457107       59     9600 SH       DEFINED 01                    9600
SPIEKER PROPERTIES, INC        COM              848497103    12429   352600 SH       DEFINED 01                  352600
SPLASH TECHNOLOGY HOLDINGS, IN COM              848623104     1582   261000 SH       DEFINED 01                  261000
SPORTSLINE U.S.A., INC         COM              848934105      502    11000 SH       DEFINED 01                   11000
THE SPORTS AUTHORITY, INC      COM              849176102     1649   225450 SH       DEFINED 01                  225450
SPRING INDUSTRIES, INC         COM              851783100     2175    80373 SH       DEFINED 01                   80373
SPRINT CORP (FON GROUP)        COM              852061100   256007  2608991 SH       DEFINED 01                 2608991
SPRINT CORP (PCS GROUP)        COM              852061506    59914  1352083 SH       DEFINED 01                 1352083
SS&C TECHNOLOGIES, INC         COM              85227Q100      879    71000 SH       DEFINED 01                   71000
STAAR SURGICAL CO              COM              852312305       16     2100 SH       DEFINED 01                    2100
STAFF LEASING, INC             COM              852381102     3977   277900 SH       DEFINED 01                  277900
STAFFMARK, INC                 COM              852389105     3215   408300 SH       DEFINED 01                  408300
STAGE STORES, INC              COM              85254C107       73    10000 SH       DEFINED 01                   10000
STANDARD COMMERCIAL CORP       COM              853258101      720   151636 SH       DEFINED 01                  151636
STANDARD MOTOR PRODUCTS, INC ( COM              853666105     1404    67863 SH       DEFINED 01                   67863
STANDARD-PACIFIC CORP          COM              85375C101     5044   391764 SH       DEFINED 01                  391764
STANDARD PRODUCTS CO           COM              853836104      959    59043 SH       DEFINED 01                   59043
STANDARD REGISTER, INC         COM              853887107     3614   121721 SH       DEFINED 01                  121721
STANDEX INTERNATIONAL CORP     COM              854231107     3010   137582 SH       DEFINED 01                  137582
STANLEY WORKS CO               COM              854616109     1461    57000 SH       DEFINED 01                   57000
STAR TELECOMMUNICATIONS, INC   COM              854923109      977   101515 SH       DEFINED 01                  101515
STAPLES, INC                   COM              855030102   143852  4375730 SH       DEFINED 01                 4375730
STARBUCKS CORP                 COM              855244109     4027   143500 SH       DEFINED 01                  143500
STARRETT (L.S.) CO (CLASS A)   COM              855668109      811    30035 SH       DEFINED 01                   30035
STARWOOD FINANCIAL TRUST       COM              85568W104     1541    31600 SH       DEFINED 01                   31600
STATE AUTO FINANCIAL CORP      COM              855707105       28     2600 SH       DEFINED 01                    2600
STARWOOD HOTELS & RESORTS WORL COM              85590A203    28852  1010143 SH       DEFINED 01                 1010143
STATE STREET CORP              COM              857477103    84701  1030583 SH       DEFINED 01                 1030583
STATEN ISLAND BANCORP, INC     COM              857550107      209    12185 SH       DEFINED 01                   12185
STATION CASINOS, INC           COM              857689103     1450   113697 SH       DEFINED 01                  113697
STEEL DYNAMICS, INC            COM              858119100      427    25800 SH       DEFINED 01                   25800
STEELCASE, INC                 COM              858155203     1754   115506 SH       DEFINED 01                  115506
STEIN MART, INC                COM              858375108     1806   180600 SH       DEFINED 01                  180600
STEINWAY MUSICAL INSTRUMENTS,  COM              858495104     1855    83586 SH       DEFINED 01                   83586
STEPAN CO                      COM              858586100      523    23485 SH       DEFINED 01                   23485
STERLING BANCSHARES, INC       COM              858907108      410    39500 SH       DEFINED 01                   39500
STERIS CORP                    COM              859152100    33760  1267964 SH       DEFINED 01                 1267964
STERLING BANCORP               COM              859158107      296    15126 SH       DEFINED 01                   15126
STERLING COMMERCE, INC         COM              859205106     1876    61010 SH       DEFINED 01                   61010
STERLING FINANCIAL CORP        COM              859317109       62     1800 SH       DEFINED 01                    1800
STERLING SOFTWARE, INC         COM              859547101    30739  1294281 SH       DEFINED 01                 1294281
STEWART & STEVENSON SERVICES,  COM              860342104     3845   500100 SH       DEFINED 01                  500100
STEWART ENTERPRISES, INC (CLAS COM              860370105     1809   112600 SH       DEFINED 01                  112600
STEWART INFORMATION SERVICES C COM              860372101     1960    58400 SH       DEFINED 01                   58400
STILLWATER MINING CO           COM              86074Q102     8700   329848 SH       DEFINED 01                  329848
STONE & WEBSTER, INC           COM              861572105     2231    97519 SH       DEFINED 01                   97519
STONE ENERGY CORP              COM              861642106      237     7411 SH       DEFINED 01                    7411
STONERIDGE, INC                COM              86183P102     1663   119820 SH       DEFINED 01                  119820
STORAGE U.S.A., INC            COM              861907103     6186   218000 SH       DEFINED 01                  218000
STORAGE TECHNOLOGY CORP        COM              862111200    40300  1445746 SH       DEFINED 01                 1445746
STRATTEC SECURITY CORP         COM              863111100      849    30194 SH       DEFINED 01                   30194
STRAYER EDUCATION, INC         COM              863236105       70     1900 SH       DEFINED 01                    1900
STRIDE RITE CORP               COM              863314100      794    64800 SH       DEFINED 01                   64800
STRUCTURAL DYNAMICS RESEARCH C COM              863555108     2936   154040 SH       DEFINED 01                  154040
STRYKER CORP                   COM              863667101     1851    36689 SH       DEFINED 01                   36689
STUDENT LOAN CORP              COM              863902102      553    14800 SH       DEFINED 01                   14800
STRUM, RUGER & CO, INC         COM              864159108     1587   158700 SH       DEFINED 01                  158700
SUBURBAN LODGES OF AMERICA, IN COM              864444104       57     8300 SH       DEFINED 01                    8300
SUGEN, INC                     COM              865041107     1199    62500 SH       DEFINED 01                   62500
SUIZA FOODS CORP               COM              865077101    12701   377020 SH       DEFINED 01                  377020
SUMMIT BANCORP                 COM              866005101    71833  1841880 SH       DEFINED 01                 1841880
SUMMIT PROPERTIES, INC         COM              866239106      869    52100 SH       DEFINED 01                   52100
SUMMIT TECHNOLOGY, INC         COM              86627E101      815    74050 SH       DEFINED 01                   74050
SUN COMMUNITIES, INC           COM              866674104     2045    64400 SH       DEFINED 01                   64400
SUN MICROSYSTEMS, INC          COM              866810104   348851  2789410 SH       DEFINED 01                 2789410
SUN HEALTHCARE GROUP, INC      COM              866933104      285   284866 SH       DEFINED 01                  284866
SUNBURST HOSPITALITY CORP      COM              866948102       74    19755 SH       DEFINED 01                   19755
SUNBEAM CORP                   COM              867071102     1559   280183 SH       DEFINED 01                  280183
SUNCOR ENERGY, INC             COM              867229106     8132   242400 SH       DEFINED 01                  242400
SUNDSTRAND CORP                COM              867323107    48623   699607 SH       DEFINED 01                  699607
SUNGLASS HUT INTERNATIONAL, IN COM              86736F106      612    58250 SH       DEFINED 01                   58250
SUNGARD DATA SYSTEMS, INC      COM              867363103     7112   177800 SH       DEFINED 01                  177800
SUNOCO, INC                    COM              86764P109    42718  1184558 SH       DEFINED 01                 1184558
SUNQUEST INFORMATION SYSTEMS,  COM              867654105      137    11700 SH       DEFINED 01                   11700
SUNRISE ASSISTED LIVING, INC   COM              86768K106      328     7200 SH       DEFINED 01                    7200
SUNSHINE MINING & REFINING CO  COM              867833105      309   618254 SH       DEFINED 01                  618254
SUNTERRA CORP                  COM              86787D109     1922   197093 SH       DEFINED 01                  197093
SUNRISE MEDICAL, INC           COM              867910101       97    15500 SH       DEFINED 01                   15500
SUNTRUST BANKS, INC            COM              867914103   121956  1959140 SH       DEFINED 01                 1959140
SUNSTONE HOTEL INVESTORS, INC  COM              867933103      782   108848 SH       DEFINED 01                  108848
SUPERGEN, INC                  COM              868059106       32     3100 SH       DEFINED 01                    3100
SUPERIOR CONSULTANT HOLDINGS C COM              868146101      102     3000 SH       DEFINED 01                    3000
SUPERIOR ENERGY SERVICES, INC  COM              868157108      480   133500 SH       DEFINED 01                  133500
SUPERIOR INDUSTRIES INTERNATIO COM              868168105      525    22600 SH       DEFINED 01                   22600
SUPERIOR SERVICES, INC         COM              868316100      135     6800 SH       DEFINED 01                    6800
SUPERIOR TELECOM, INC          COM              868365107     5785   306473 SH       DEFINED 01                  306473
SUPERTEX, INC                  COM              868532102      809    77000 SH       DEFINED 01                   77000
SUPERVALU, INC                 COM              868536103    42100  2041225 SH       DEFINED 01                 2041225
SUSQUEHANNA BANCSHARES, INC    COM              869099101     1788    97330 SH       DEFINED 01                   97330
SWIFT ENERGY CO                COM              870738101       62     7350 SH       DEFINED 01                    7350
SWIFT TRANSPORTATION CO, INC   COM              870756103    11522   450750 SH       DEFINED 01                  450750
SYBASE, INC                    COM              871130100     6279   791055 SH       DEFINED 01                  791055
SYBRON INTERNATIONAL CORP      COM              87114F106    13665   546600 SH       DEFINED 01                  546600
SYKES ENTERPRISES, INC         COM              871237103    16580   513100 SH       DEFINED 01                  513100
SYLVAN LEARNING SYSTEMS, INC   COM              871399101     6035   220450 SH       DEFINED 01                  220450
SYMANTEC CORP                  COM              871503108    10487   619143 SH       DEFINED 01                  619143
SYMBOL TECHNOLOGIES, INC       COM              871508107    17410   386882 SH       DEFINED 01                  386882
SYMMETRICOM, INC               COM              871543104     1460   231220 SH       DEFINED 01                  231220
SYMS CORP                      COM              871551107      710    95403 SH       DEFINED 01                   95403
SYNCOR INTERNATIONAL CORP      COM              87157J106      382    13700 SH       DEFINED 01                   13700
SYNETIC, INC                   COM              87160F109     7526   134700 SH       DEFINED 01                  134700
SYNOPSYS, INC                  COM              871607107     1314    24441 SH       DEFINED 01                   24441
SYNOVUS FINANCIAL CORP         COM              87161C105    17780   869981 SH       DEFINED 01                  869981
SYNTEL, INC                    COM              87162H103     2106   259150 SH       DEFINED 01                  259150
SYNTROLEUM CORP                COM              871630109      639   104276 SH       DEFINED 01                  104276
SYSCO CORP                     COM              871829107    63872  2427454 SH       DEFINED 01                 2427454
SYSTEM SOFTWARE ASSOCIATES, IN COM              871839106       34    15214 SH       DEFINED 01                   15214
SYSTEMS & COMPUTER TECHNOLOGY  COM              871873105     2812   281232 SH       DEFINED 01                  281232
TAVA TECHNOLOGIES, INC         COM              872169107       68    13500 SH       DEFINED 01                   13500
TBC CORP                       COM              872180104      496    81750 SH       DEFINED 01                   81750
TCA CABLE TV, INC              COM              872241104    29171   670600 SH       DEFINED 01                  670600
TCBY ENTERPRISES, INC          COM              872245105     1344   224020 SH       DEFINED 01                  224020
TCF FINANCIAL CORP             COM              872275102    24691   949638 SH       DEFINED 01                  949638
TCI SATELLITE ENTERTAINMENT (C COM              872298104      884  1346469 SH       DEFINED 01                 1346469
TCSI CORP                      COM              87233R106       42    22000 SH       DEFINED 01                   22000
TECO ENERGY, INC               COM              872375100    15760   792952 SH       DEFINED 01                  792952
TIG HOLDINGS, INC              COM              872469101     9973   611400 SH       DEFINED 01                  611400
TJ INTERNATIONAL, INC          COM              872534102      211     8746 SH       DEFINED 01                    8746
TJX COS, INC                   COM              872540109   116948  3439643 SH       DEFINED 01                 3439643
TNP ENTERPRISES, INC           COM              872594106     3804   132300 SH       DEFINED 01                  132300
TRW, INC                       COM              872649108    74209  1630975 SH       DEFINED 01                 1630975
TMP WORLDWIDE, INC             COM              872941109    25031   386200 SH       DEFINED 01                  386200
TV GUIDE, INC                  COM              87307Q109    11748   318600 SH       DEFINED 01                  318600
TALBOTS, INC                   COM              874161102      176     7200 SH       DEFINED 01                    7200
TALISMAN ENERGY, INC           COM              87425E103     3204   148015 SH       DEFINED 01                  148015
TANDY CORP                     COM              875382103    70112  1098720 SH       DEFINED 01                 1098720
TANGER FACTORY OUTLET CENTERS, COM              875465106       27     1400 SH       DEFINED 01                    1400
TAUBMAN CENTERS, INC           COM              876664103     5892   480980 SH       DEFINED 01                  480980
TECH DATA CORP                 COM              878237106     1213    52871 SH       DEFINED 01                   52871
TECH-SYM CORP                  COM              878308105      867    41635 SH       DEFINED 01                   41635
TECHNE CORP                    COM              878377100      300    10400 SH       DEFINED 01                   10400
TECHNITROL, INC                COM              878555101     1057    45838 SH       DEFINED 01                   45838
TECHNOLOGY SOLUTIONS CO        COM              87872T108      696    97675 SH       DEFINED 01                   97675
TECUMSEH PRODUCTS CO (CLASS B) COM              878895101     1420    31300 SH       DEFINED 01                   31300
TECUMSEH PRODUCTS CO (CLASS A) COM              878895200     9770   191800 SH       DEFINED 01                  191800
TEJON RANCH CO                 COM              879080109      379    22890 SH       DEFINED 01                   22890
TEKELEC                        COM              879101103     3511   480100 SH       DEFINED 01                  480100
TEKTRONIX, INC                 COM              879131100    40294  1595807 SH       DEFINED 01                 1595807
TALK.COM, INC                  COM              879176105      161    15400 SH       DEFINED 01                   15400
TELEFLEX, INC                  COM              879369106     9396   275833 SH       DEFINED 01                  275833
TELEGLOBE, INC (U.S.A.)        COM              87941V100     4260   140545 SH       DEFINED 01                  140545
TELEPHONE & DATA SYSTEMS, INC  COM              879433100     1055    18721 SH       DEFINED 01                   18721
TELESPECTRUM WORLDWIDE, INC    COM              87951U109       22     2600 SH       DEFINED 01                    2600
TELIGENT, INC                  COM              87959Y103      287     6900 SH       DEFINED 01                    6900
TELLABS, INC                   COM              879664100   173786  1777857 SH       DEFINED 01                 1777857
TELTREND, INC                  COM              87969R106        1       50 SH       DEFINED 01                      50
TELXON CORP                    COM              879700102      792    83900 SH       DEFINED 01                   83900
TEMPLE-INLAND, INC             COM              879868107     2720    43348 SH       DEFINED 01                   43348
TELETECH HOLDINGS, INC         COM              879939106      405    61700 SH       DEFINED 01                   61700
TENET HEALTHCARE CORP          COM              88033G100    65234  3444676 SH       DEFINED 01                 3444676
TENNANT CO                     COM              880345103     6939   202600 SH       DEFINED 01                  202600
TENNECO, INC                   COM              88037E101    56796  2032976 SH       DEFINED 01                 2032976
TERADYNE, INC                  COM              880770102    27491   503853 SH       DEFINED 01                  503853
TEREX CORP                     COM              880779103     1425    59060 SH       DEFINED 01                   59060
TERRA INDUSTRIES, INC          COM              880915103      111    24400 SH       DEFINED 01                   24400
TESORO PETROLEUM CORP          COM              881609101      125    11381 SH       DEFINED 01                   11381
TETRA TECHNOLOGIES, INC        COM              88162F105       87    12836 SH       DEFINED 01                   12836
TETRA TECH, INC                COM              88162G103      227    10800 SH       DEFINED 01                   10800
TEXACO, INC                    COM              881694103   289194  5095935 SH       DEFINED 01                 5095935
TEXAS INDUSTRIES, INC          COM              882491103      419    16871 SH       DEFINED 01                   16871
TEXAS INSTRUMENTS, INC         COM              882508104   311139  3134899 SH       DEFINED 01                 3134899
TEXAS REGIONAL BANCSHRS, INC ( COM              882673106     2543    94200 SH       DEFINED 01                   94200
TEXAS UTILITIES CO             COM              882848104    82526  1979639 SH       DEFINED 01                 1979639
TEXTRON, INC                   COM              883203101    46178   596802 SH       DEFINED 01                  596802
THERAGENICS CORP               COM              883375107     1611   230100 SH       DEFINED 01                  230100
THERMO CARDIOSYSTEMS, INC      COM              88355K200       72     9000 SH       DEFINED 01                    9000
THERMO ECOTEK CORP             COM              88355R106       26     3300 SH       DEFINED 01                    3300
THERMO FIBERTEK, INC           COM              88355W105       27     3700 SH       DEFINED 01                    3700
THERMO ELECTRON CORP           COM              883556102     1505   110972 SH       DEFINED 01                  110972
THERMO INSTRUMENT SYSTEMS, INC COM              883559106      118     8153 SH       DEFINED 01                    8153
THERMO OPTEK CORP              COM              883582108       69     6900 SH       DEFINED 01                    6900
THERMO VISION CORP             COM              883600108       39    11422 SH       DEFINED 01                   11422
THERMOLASE CORP                COM              883624108       28     9904 SH       DEFINED 01                    9904
THERMOQUEST CORP               COM              883655102       61     5000 SH       DEFINED 01                    5000
THERMOSPECTRA CORP             COM              883660102       70     7000 SH       DEFINED 01                    7000
THERMOTREX CORP                COM              883666109      227    39500 SH       DEFINED 01                   39500
THERMEDICS, INC                COM              883901100      465    65850 SH       DEFINED 01                   65850
THOMAS & BETTS CORP            COM              884315102    55240  1470613 SH       DEFINED 01                 1470613
THOMAS INDUSTRIES, INC         COM              884425109     3120   166377 SH       DEFINED 01                  166377
THOR INDUSTRIES, INC           COM              885160101      554    24480 SH       DEFINED 01                   24480
THORNBURG MORTGAGE ASSET CORP  COM              885218107     1048   121556 SH       DEFINED 01                  121556
3DO CO                         COM              88553W105       29     5500 SH       DEFINED 01                    5500
3DFX INTERACTIVE, INC          COM              88553X103     1220    97600 SH       DEFINED 01                   97600
3COM CORP                      COM              885535104   102100  4379646 SH       DEFINED 01                 4379646
THREE-FIVE SYSTEMS, INC        COM              88554L108       21     2400 SH       DEFINED 01                    2400
TIDEWATER, INC                 COM              886423102    40689  1572529 SH       DEFINED 01                 1572529
TIFFANY & CO                   COM              886547108     6488    86794 SH       DEFINED 01                   86794
TIMBERLAND CO                  COM              887100105     1249    19800 SH       DEFINED 01                   19800
TIME WARNER, INC               COM              887315109   556182  7826662 SH       DEFINED 01                 7826662
TIMES MIRROR CO SERIES A       COM              887364107     4522    83644 SH       DEFINED 01                   83644
TIMKEN CO                      COM              887389104    16548  1018354 SH       DEFINED 01                 1018354
TITAN EXPLORATION, INC         COM              888289105      664   132800 SH       DEFINED 01                  132800
TITAN INTERNATIONAL, INC       COM              88830M102      110    14358 SH       DEFINED 01                   14358
TITANIUM METALS CORP           COM              888339108     2144   372800 SH       DEFINED 01                  372800
TOLL BROTHERS, INC             COM              889478103     5589   308366 SH       DEFINED 01                  308366
TOOTSIE ROLL INDUSTRIES, INC   COM              890516107    19494   423204 SH       DEFINED 01                  423204
TOPPS, INC                     COM              890786106      156    35700 SH       DEFINED 01                   35700
TORCHMARK CORP                 COM              891027104    46264  1462900 SH       DEFINED 01                 1462900
TORO CO                        COM              891092108      673    21450 SH       DEFINED 01                   21450
TORONTO DOMINION BANK          COM              891160509     1146    25100 SH       DEFINED 01                   25100
TOSCO CORP                     COM              891490302    63799  2571233 SH       DEFINED 01                 2571233
TOTAL RENAL CARE HOLDINGS, INC COM              89151A107      381    34610 SH       DEFINED 01                   34610
TOWER AUTOMOTIVE, INC          COM              891707101     8559   459545 SH       DEFINED 01                  459545
TOWER REALTY TRUST, INC        COM              89185E109     5255   277500 SH       DEFINED 01                  277500
TOTAL SYSTEM SERVICES, INC     COM              891906109     3021   161099 SH       DEFINED 01                  161099
TOWN & COUNTRY TRUST           COM              892081100      227    15100 SH       DEFINED 01                   15100
TOYS "R" US, INC               COM              892335100    28034  1490177 SH       DEFINED 01                 1490177
TRACTOR SUPPLY CO              COM              892356106       23      900 SH       DEFINED 01                     900
TRAMMELL CROW CO               COM              89288R106     3085   166780 SH       DEFINED 01                  166780
TRANS WORLD AIRLINES, INC      COM              893349837      173    33300 SH       DEFINED 01                   33300
TRANS WORLD ENTERTAINMENT CORP COM              89336Q100    12348  1122565 SH       DEFINED 01                 1122565
TRANSACTION NETWORK SERVICES,  COM              893414102      876    53500 SH       DEFINED 01                   53500
TRANSACTION SYSTEM ARCHITECTUR COM              893416107     7366   204620 SH       DEFINED 01                  204620
TRANSAMERICA CORP              COM              893485102    90914  1280482 SH       DEFINED 01                 1280482
TRANSATLANTIC HOLDINGS, INC    COM              893521104      612     8157 SH       DEFINED 01                    8157
TRANS CANADA PIPELINES LTD     COM              893526103    13964  1097116 SH       DEFINED 01                 1097116
TRANSKARYOTIC THERAPIES, INC   COM              893735100      238     7500 SH       DEFINED 01                    7500
TRANSOCEAN OFFSHORE, INC       COM              893817106    16450   570917 SH       DEFINED 01                  570917
TRANSPRO, INC                  COM              893885103      598   138775 SH       DEFINED 01                  138775
TRANSTEXAS GAS CORP            COM              893895102       25    25458 SH       DEFINED 01                   25458
TRANSMONTAIGNE, INC            COM              893934109     2202   181625 SH       DEFINED 01                  181625
TRAVELERS PROPERTY CASUALTY CO COM              893939108    34086   953452 SH       DEFINED 01                  953452
TRAVEL SERVICES INTERNATIONAL, COM              894169101     1311   124900 SH       DEFINED 01                  124900
TREDEGAR INDUSTRIES, INC       COM              894650100    10436   337317 SH       DEFINED 01                  337317
TREMONT CORP                   COM              894745207      212    12000 SH       DEFINED 01                   12000
TRENDWEST RESORTS, INC         COM              894917103      935    66200 SH       DEFINED 01                   66200
TRENWICK GROUP, INC            COM              895290104      821    29200 SH       DEFINED 01                   29200
TREX MEDICAL CORP              COM              89531R101        6      898 SH       DEFINED 01                     898
TRIANGLE BANCORP, INC          COM              895835106     1565    93809 SH       DEFINED 01                   93809
TRIANGLE PHARMACEUTICALS, INC  COM              89589H104      834    78000 SH       DEFINED 01                   78000
TRIDENT MICROSYSTEMS, INC      COM              895919108       37     5900 SH       DEFINED 01                    5900
TRIAD GUARANTY, INC            COM              895925105     1149    84700 SH       DEFINED 01                   84700
TRIARC COS, INC                COM              895927101       77     4400 SH       DEFINED 01                    4400
TRICON GLOBAL RESTAURANTS, INC COM              895953107    88914  1265685 SH       DEFINED 01                 1265685
TRIBUNE CO                     COM              896047107    99763  1524559 SH       DEFINED 01                 1524559
TRICO MARINE SERVICES, INC     COM              896106101       70    12334 SH       DEFINED 01                   12334
TRICORD SYSTEMS, INC           COM              896121100      614   242500 SH       DEFINED 01                  242500
TRIGON HEALTHCARE, INC         COM              89618L100     4949   144500 SH       DEFINED 01                  144500
TRIMBLE NAVIGATION LTD         COM              896239100      148    15200 SH       DEFINED 01                   15200
TRINET CORPORATE REALTY TRUST, COM              896287109     1182    46600 SH       DEFINED 01                   46600
TRINITY INDUSTRIES, INC        COM              896522109    23369   795530 SH       DEFINED 01                  795530
TRIQUINT SEMICONDUCTOR, INC    COM              89674K103        7      400 SH       DEFINED 01                     400
TRISTAR AEROSPACE CO           COM              89674L101     1973   216200 SH       DEFINED 01                  216200
TRIUMPH GROUP, INC             COM              896818101     2803   119272 SH       DEFINED 01                  119272
TRIZEC HAHN CORP WTS 07/25/99                   896938115        1      637 SH       DEFINED 01                     637
TRUE NORTH COMMUNICATIONS, INC COM              897844106    17170   610504 SH       DEFINED 01                  610504
TRUMP HOTEL & CASINO RESORT, I COM              898168109      169    42200 SH       DEFINED 01                   42200
TRUST CO OF N.J. (THE)         COM              898304100     1487    61300 SH       DEFINED 01                   61300
TRUSTCO BANK CORP              COM              898349105     2018    80727 SH       DEFINED 01                   80727
TRUSTMARK CORP                 COM              898402102     2888   146700 SH       DEFINED 01                  146700
TUBOSCOPE, INC                 COM              898600101      208    23100 SH       DEFINED 01                   23100
TUPPERWARE CORP                COM              899896104    31827  1768167 SH       DEFINED 01                 1768167
TULTEX CORP                    COM              899900104       18    28300 SH       DEFINED 01                   28300
20TH CENTURY INDUSTRIES        COM              901272203      947    58300 SH       DEFINED 01                   58300
TWINLAB CORP                   COM              901774109      518    55300 SH       DEFINED 01                   55300
TYCO INTERNATIONAL LTD         COM              902124106  1409595 19645927 SH       DEFINED 01                19645927
TYLER CORP (DELAWARE)          COM              902184100       23     5300 SH       DEFINED 01                    5300
TYSON FOODS, INC               COM              902494103    40630  1964010 SH       DEFINED 01                 1964010
UAL CORP                       COM              902549500     1189    15294 SH       DEFINED 01                   15294
UCAR INTERNATIONAL, INC        COM              90262K109     7137   505300 SH       DEFINED 01                  505300
UGI CORP                       COM              902681105     2697   161634 SH       DEFINED 01                  161634
UICI                           COM              902737105      437    19400 SH       DEFINED 01                   19400
UMB FINANCIAL CORP             COM              902788108     1690    43605 SH       DEFINED 01                   43605
UST CORP                       COM              902900109    30281  1386259 SH       DEFINED 01                 1386259
USX-MARATHON GROUP, INC        COM              902905827    39149  1423586 SH       DEFINED 01                 1423586
U.S.B. HOLDINGS CO, INC        COM              902910108      124     8845 SH       DEFINED 01                    8845
UST, INC                       COM              902911106    13275   508117 SH       DEFINED 01                  508117
U.S.A. DETERGENTS, INC         COM              902938109      464    74300 SH       DEFINED 01                   74300
U.S. RESTAURANT PROPERTIES, IN COM              902971100      790    40900 SH       DEFINED 01                   40900
U.S. BANCORP                   COM              902973106   209707  6156534 SH       DEFINED 01                 6156534
U.S.A. NETWORKS, INC           COM              902984103    16287   454779 SH       DEFINED 01                  454779
UNUM CORP                      COM              903192102    21826   458900 SH       DEFINED 01                  458900
URS CORP                       COM              903236107     1470    81400 SH       DEFINED 01                   81400
U.S. CAN CORP                  COM              90328W105       44     2977 SH       DEFINED 01                    2977
USG CORP                       COM              903293405    35717   695217 SH       DEFINED 01                  695217
U.S. FOODSERVICE, INC          COM              90331R101     7237   155638 SH       DEFINED 01                  155638
U.S. LEC CORP (CLASS A)        COM              90331S109     1315    76800 SH       DEFINED 01                   76800
U.S.A. FLORAL PRODUCTS, INC    COM              90331T107     1004   159000 SH       DEFINED 01                  159000
USN COMMUNICATIONS, INC        COM              90336N204        2    64500 SH       DEFINED 01                   64500
USX-US STEEL GROUP, INC        COM              90337T101    22678   965014 SH       DEFINED 01                  965014
U.S. EXPRESS ENTERPRISES, INC. COM              90338N103     1480   127300 SH       DEFINED 01                  127300
UTI ENERGY CORP                COM              903387108     1302   122500 SH       DEFINED 01                  122500
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106    30666  1418093 SH       DEFINED 01                 1418093
ULTRATECH STEPPER, INC         COM              904034105       78     5556 SH       DEFINED 01                    5556
UNICAPITAL CORP                COM              90459D108     4801   753040 SH       DEFINED 01                  753040
UNIFI, INC                     COM              904677101     2178   170825 SH       DEFINED 01                  170825
UNIFIRST CORP                  COM              904708104     2091    98961 SH       DEFINED 01                   98961
UNILEVER NV - NY SHARES        COM              904784501     3455    52000 SH       DEFINED 01                   52000
UNICOM CORP                    COM              904911104    81998  2242688 SH       DEFINED 01                 2242688
UNION CAMP CORP                COM              905530101    20017   298199 SH       DEFINED 01                  298199
UNION CARBIDE CORP             COM              905581104    12207   270138 SH       DEFINED 01                  270138
UNION PACIFIC CORP             COM              907818108    73029  1366616 SH       DEFINED 01                 1366616
UNION PACIFIC RESOURCES GROUP, COM              907834105    33449  2816798 SH       DEFINED 01                 2816798
UNION PLANTERS CORP            COM              908068109    83123  1891845 SH       DEFINED 01                 1891845
UNIONBANCAL CORP               COM              908906100    17328   508700 SH       DEFINED 01                  508700
UNIPHASE CORP                  COM              909149106    11694   101580 SH       DEFINED 01                  101580
UNISOURCE ENERGY CORP HOLDINGS COM              909205106     3656   330488 SH       DEFINED 01                  330488
UNISOURCE WORLDWIDE, INC       COM              909208100     7857  1102700 SH       DEFINED 01                 1102700
UNISYS CORP                    COM              909214108   215830  7795224 SH       DEFINED 01                 7795224
UNIT CORP                      COM              909218109       25     4900 SH       DEFINED 01                    4900
UNITED ASSET MANAGEMENT CORP   COM              909420101      989    43700 SH       DEFINED 01                   43700
UNITED AUTO GROUP, INC         COM              909440109      992   130100 SH       DEFINED 01                  130100
UNITED COS FINANCIAL CORP      COM              909870107        5    15180 SH       DEFINED 01                   15180
UNITED BANKSHARES, INC         COM              909907107     1473    64400 SH       DEFINED 01                   64400
UNITED DOMINION INDUSTRIES LTD COM              909914103     3204   162100 SH       DEFINED 01                  162100
UNITED DOMINION REALTY TRUST,  COM              910197102     9253   902771 SH       DEFINED 01                  902771
UNITED FIRE & CASULTY CO       COM              910331107       15      600 SH       DEFINED 01                     600
UNITED HEALTHCARE CORP         COM              910581107   129767  2465874 SH       DEFINED 01                 2465874
UNITED ILLUMINATING CO         COM              910637107     1174    28000 SH       DEFINED 01                   28000
UNITED INTERNATIONAL HOLDINGS, COM              910734102     4507   103600 SH       DEFINED 01                  103600
UNITED NATIONAL BANCORP        COM              910909100      175     7590 SH       DEFINED 01                    7590
UNITED NATURAL FOODS, INC      COM              911163103      208     8900 SH       DEFINED 01                    8900
UNITED PAYORS & UNITED PROVIDE COM              911319101     2313   100300 SH       DEFINED 01                  100300
UNITED RENTALS, INC            COM              911363109    18220   639287 SH       DEFINED 01                  639287
U.S. BIOSCIENCE, INC           COM              911646206     2057   189128 SH       DEFINED 01                  189128
U.S. CELLULAR CORP             COM              911684108      357     8121 SH       DEFINED 01                    8121
U.S. FILTER CORP               COM              911843209    14709   480310 SH       DEFINED 01                  480310
U.S. AIRWAYS GROUP, INC        COM              911905107    41809   856527 SH       DEFINED 01                  856527
U.S. HOME CORP                 COM              911920106      516    15813 SH       DEFINED 01                   15813
U.S. INDUSTRIES, INC           COM              912080108    21371  1300119 SH       DEFINED 01                 1300119
U.S. OFFICE PRODUCTS CO        COM              912325305      532   133078 SH       DEFINED 01                  133078
U.S. SATELLITE BROADCASTING, I COM              912534104     4886   285300 SH       DEFINED 01                  285300
U.S. WEST, INC                 COM              91273H101   248226  4508072 SH       DEFINED 01                 4508072
U.S. TRUST CORP                COM              91288L105    15102   203569 SH       DEFINED 01                  203569
UNITED STATIONERS, INC         COM              913004107     7770   509496 SH       DEFINED 01                  509496
UNITED TECHNOLOGIES CORP       COM              913017109   450314  3324884 SH       DEFINED 01                 3324884
UNITED TELEVISION, INC         COM              913066106    35048   337000 SH       DEFINED 01                  337000
UNITED WATER RESOURCES, INC    COM              913190104     2662   128300 SH       DEFINED 01                  128300
UNITED WISCONSIN SERVICES, INC COM              913238101      454    62100 SH       DEFINED 01                   62100
UNITRIN, INC                   COM              913275103     9963   318808 SH       DEFINED 01                  318808
UNITRODE CORP                  COM              913283107     3638   256434 SH       DEFINED 01                  256434
UNIVERSAL CORP                 COM              913456109     9003   352196 SH       DEFINED 01                  352196
UNIVERSAL FOODS CORP           COM              913538104    16215   786172 SH       DEFINED 01                  786172
UNIVERSAL FOREST PRODUCTS, INC COM              913543104     1697    82800 SH       DEFINED 01                   82800
UNIVERSAL HEALTH REALTY INCOME COM              91359E105       24     1206 SH       DEFINED 01                    1206
UNIVERSAL HEALTH SERVICES, INC COM              913903100    11665   269718 SH       DEFINED 01                  269718
UNIVISION COMMUNICATIONS, INC  COM              914906102     6367   127335 SH       DEFINED 01                  127335
UNOCAL CORP                    COM              915289102    58031  1576404 SH       DEFINED 01                 1576404
UNOVA, INC                     COM              91529B106     3330   252488 SH       DEFINED 01                  252488
USFREIGHTWAYS CORP             COM              916906100    15750   479100 SH       DEFINED 01                  479100
URBAN OUTFITTERS, INC          COM              917047102      131     9300 SH       DEFINED 01                    9300
URBAN SHOPPING CENTERS, INC    COM              917060105     1707    59500 SH       DEFINED 01                   59500
UROMED CORP                    COM              917274300        0      300 SH       DEFINED 01                     300
USBANCORP, INC                 COM              917292104      935    63900 SH       DEFINED 01                   63900
USWEB CORP                     COM              917327108    10385   251750 SH       DEFINED 01                  251750
UTILICORP UNITED, INC          COM              918005109     8514   374240 SH       DEFINED 01                  374240
VF CORP                        COM              918204108    11295   239358 SH       DEFINED 01                  239358
VLSI TECHNOLOGY, INC           COM              918270109     4488   231650 SH       DEFINED 01                  231650
VTEL CORP                      COM              918333105        1      256 SH       DEFINED 01                     256
VWR SCIENTIFIC PRODUCTS CORP   COM              918435108     2037    90543 SH       DEFINED 01                   90543
VAIL RESORTS, INC              COM              91879Q109      166    10431 SH       DEFINED 01                   10431
VALASSIS COMMUNICATIONS, INC   COM              918866104    40277   778300 SH       DEFINED 01                  778300
VALHI, INC                     COM              918905100      473    41546 SH       DEFINED 01                   41546
VALENCE TECHNOLOGY, INC        COM              918914102      366    55300 SH       DEFINED 01                   55300
VALERO ENERGY CORP             COM              91913Y100     7709   309900 SH       DEFINED 01                  309900
VALLEY NATIONAL BANCORP        COM              919794107     7450   295778 SH       DEFINED 01                  295778
VALMONT INDUSTRIES             COM              920253101      108     7800 SH       DEFINED 01                    7800
VALSPAR CORP                   COM              920355104     2279    72200 SH       DEFINED 01                   72200
VALUE CITY DEPARTMENT STORES,  COM              920387107      149    15300 SH       DEFINED 01                   15300
VALUE LINE, INC                COM              920437100     9432   272900 SH       DEFINED 01                  272900
VANGUARD CELLULAR SYSTEMS, INC COM              922022108     4313   157900 SH       DEFINED 01                  157900
VANTIVE CORP (THE)             COM              922091103     1548   128300 SH       DEFINED 01                  128300
VARCO INTERNATIONAL, INC       COM              922126107     6812   612279 SH       DEFINED 01                  612279
VARIAN MEDICAL SYSTEMS, INC    COM              922204102      423    10928 SH       DEFINED 01                   10928
VARLEN CORP                    COM              922248109     6035   274300 SH       DEFINED 01                  274300
VASTAR RESOURCES, INC          COM              922380100     3662    76694 SH       DEFINED 01                   76694
VEECO INSTRUMENTS, INC         COM              922417100      994    26900 SH       DEFINED 01                   26900
VENCOR, INC                    COM              92260R102      211   160745 SH       DEFINED 01                  160745
VENTAS, INC                    COM              92276F100     3813   635571 SH       DEFINED 01                  635571
VENTANA MEDICAL SYSTEMS, INC   COM              92276H106      591    26400 SH       DEFINED 01                   26400
VENATOR GROUP, INC             COM              922944103      441    62500 SH       DEFINED 01                   62500
VERISIGN, INC                  COM              92343E102     7977    51800 SH       DEFINED 01                   51800
VERITAS DGC, INC               COM              92343P107      111     7800 SH       DEFINED 01                    7800
VERIO, INC                     COM              923433106      429     9300 SH       DEFINED 01                    9300
VERITAS SOFTWARE CORP          COM              923436109    24679   305627 SH       DEFINED 01                  305627
VERMONT FINANCIAL SERVICES COR COM              924180102     3328   117800 SH       DEFINED 01                  117800
VERTEX PHARMACEUTICALS, INC    COM              92532F100      476    18840 SH       DEFINED 01                   18840
VESTA INSURANCE GROUP, INC     COM              925391104      726   139996 SH       DEFINED 01                  139996
VETERINARY CENTERS OF AMERICA, COM              925514101     1850   131000 SH       DEFINED 01                  131000
VIAD CORP                      COM              92552R109    27618   993000 SH       DEFINED 01                  993000
VIASOFT, INC                   COM              92552U102     1189   288220 SH       DEFINED 01                  288220
VIACOM, INC (CLASS A)          COM              925524100    38419   461143 SH       DEFINED 01                  461143
VIACOM, INC (CLASS B) WTS 07/0                  925524134     2427   152893 SH       DEFINED 01                  152893
VIACOM, INC (CLASS B)          COM              925524308   151825  1808791 SH       DEFINED 01                 1808791
VIATEL, INC                    COM              925529208    25470   893700 SH       DEFINED 01                  893700
VICAL, INC                     COM              925602104     1211   118100 SH       DEFINED 01                  118100
VICOR CORP                     COM              925815102      290    23200 SH       DEFINED 01                   23200
VICORP RESTAURANTS, INC        COM              925817108     4179   261200 SH       DEFINED 01                  261200
VIDEOSERVER, INC               COM              926918103       35     4500 SH       DEFINED 01                    4500
VINA CONCHA Y TORO S.A. ADR    ADR              927191106     1710    58200 SH       DEFINED 01                   58200
VINTAGE PETROLEUM, INC         COM              927460105      848    94200 SH       DEFINED 01                   94200
VIRCO MANUFACTURING            COM              927651109      227    16340 SH       DEFINED 01                   16340
VISIO CORP                     COM              927914101      402    14300 SH       DEFINED 01                   14300
VIROPHARMA, INC                COM              928241108       98    15500 SH       DEFINED 01                   15500
VISHAY INTERTECHNOLOGY, INC    COM              928298108     1013    69593 SH       DEFINED 01                   69593
VISTANA, INC                   COM              92839P108      315    22500 SH       DEFINED 01                   22500
VISX, INC                      COM              92844S105    52706   490000 SH       DEFINED 01                  490000
VISUAL NETWORKS, INC           COM              928444108    10211   273200 SH       DEFINED 01                  273200
VITAL SIGNS, INC               COM              928469105     1640    91100 SH       DEFINED 01                   91100
VITESSE SEMICONDUCTOR CORP     COM              928497106    64917  1282310 SH       DEFINED 01                 1282310
VIVUS, INC                     COM              928551100     2012   503100 SH       DEFINED 01                  503100
VLASIC FOODS INTERNATIONAL, IN COM              928559103     2458   190000 SH       DEFINED 01                  190000
VOLT INFORMATION SCIENCES, INC COM              928703107       59     3600 SH       DEFINED 01                    3600
VORNADO OPERATING CO           COM              92904N103       39     6440 SH       DEFINED 01                    6440
VORNADO REALTY TRUST           COM              929042109     9422   273100 SH       DEFINED 01                  273100
VULCAN MATERIALS CO            COM              929160109    29394   711500 SH       DEFINED 01                  711500
WFS FINANCIAL, INC             COM              92923B106      176    25300 SH       DEFINED 01                   25300
WD-40 CO                       COM              929236107     7305   251900 SH       DEFINED 01                  251900
WHX CORP                       COM              929248102     1341   170300 SH       DEFINED 01                  170300
WICOR, INC                     COM              929253102     2796   138098 SH       DEFINED 01                  138098
WLR FOODS, INC                 COM              929286102       56     7553 SH       DEFINED 01                    7553
WMS INDUSTRIES, INC            COM              929297109      348    45256 SH       DEFINED 01                   45256
WPS RESOURCES CORP             COM              92931B106     8421   285472 SH       DEFINED 01                  285472
WSFS FINANCIAL CORP            COM              929328102       76     5200 SH       DEFINED 01                    5200
WABASH NATIONAL CORP           COM              929566107       76     6550 SH       DEFINED 01                    6550
WACHOVIA CORP                  COM              929771103   100771  1241218 SH       DEFINED 01                 1241218
WACKENHUT CORP SERIES A        COM              929794105      109     4900 SH       DEFINED 01                    4900
WACKENHUT CORP SERIES B        COM              929794303     4932   290102 SH       DEFINED 01                  290102
WACKENHUT CORRECTIONS CORP     COM              929798106      282    14600 SH       DEFINED 01                   14600
WADDELL & REED FINANCIAL INC ( COM              930059100     9818   478908 SH       DEFINED 01                  478908
WADDELL & REED FINANCIAL INC ( COM              930059209     2842   143015 SH       DEFINED 01                  143015
WAL-MART STORES, INC           COM              931142103  1245141 13506610 SH       DEFINED 01                13506610
WALBRO CORP                    COM              931154108       35     3900 SH       DEFINED 01                    3900
WALDEN RESIDENTIAL PROPERTIES, COM              931210108     2064   117100 SH       DEFINED 01                  117100
WALGREEN CO                    COM              931422109   209020  7398946 SH       DEFINED 01                 7398946
WALKER INTERACTIVE SYSTEMS, IN COM              931664106       14     3200 SH       DEFINED 01                    3200
WALLACE COMPUTER SERVICES, INC COM              932270101     6228   314368 SH       DEFINED 01                  314368
WALTER INDUSTRIES, INC         COM              93317Q105      266    23600 SH       DEFINED 01                   23600
WANG LABORATORIES, INC         COM              93369N109     1232    62788 SH       DEFINED 01                   62788
WANG LABORATORIES, INC WTS 07/                  93369N117       33     6673 SH       DEFINED 01                    6673
WARNACO GROUP, INC (CLASS A)   COM              934390105    11472   464699 SH       DEFINED 01                  464699
WARNER-LAMBERT CO              COM              934488107   433484  6549327 SH       DEFINED 01                 6549327
WASHINGTON FEDERAL, INC        COM              938824109    18151   864337 SH       DEFINED 01                  864337
WASHINGTON GAS LIGHT CO        COM              938837101    13312   588372 SH       DEFINED 01                  588372
WASHINGTON MUTUAL, INC         COM              939322103   186365  4559399 SH       DEFINED 01                 4559399
WASHINGTON POST CO (CLASS B)   COM              939640108    37652    72200 SH       DEFINED 01                   72200
WASHINGTON REAL ESTATE INVESTM COM              939653101     3884   238127 SH       DEFINED 01                  238127
WASHINGTON TRUST BANCORP, INC  COM              940610108       82     4800 SH       DEFINED 01                    4800
WASTE MANAGEMENT, INC          COM              94106L109   671766 15138378 SH       DEFINED 01                15138378
WASTEMASTERS, INC              COM              941071102       12    31700 SH       DEFINED 01                   31700
WATERS CORP                    COM              941848103     1031     9810 SH       DEFINED 01                    9810
WATKINS-JOHNSON CO             COM              942486101       48     2100 SH       DEFINED 01                    2100
WATSCO, INC                    COM              942622200      441    30138 SH       DEFINED 01                   30138
WATSON PHARMACEUTICALS, INC    COM              942683103    25552   579081 SH       DEFINED 01                  579081
WATTS INDUSTRIES, INC (CLASS A COM              942749102     3442   253800 SH       DEFINED 01                  253800
WAUSAU-MOSINEE PAPER CORP      COM              943315101     9206   657567 SH       DEFINED 01                  657567
WAVEPHORE, INC                 COM              943567107      346    42895 SH       DEFINED 01                   42895
WEATHERFORD INTERNATIONAL      COM              947074100     4301   164640 SH       DEFINED 01                  164640
WEBB (DEL) CORP                COM              947423109     5083   234358 SH       DEFINED 01                  234358
WEBSTER FINANCIAL CORP         COM              947890109     9473   328084 SH       DEFINED 01                  328084
WEEKS CORP                     COM              94856P102      948    33200 SH       DEFINED 01                   33200
WEIDER NUTRITION INTERNATIONAL COM              948603105      625   131508 SH       DEFINED 01                  131508
WEINGARTEN REALTY INVESTORS, I COM              948741103    20975   529329 SH       DEFINED 01                  529329
WEIS MARKETS, INC              COM              948849104     4027   110331 SH       DEFINED 01                  110331
WELLMAN, INC                   COM              949702104      604    68100 SH       DEFINED 01                   68100
WELLPOINT HEALTH NETWORKS, INC COM              94973H108    18779   247707 SH       DEFINED 01                  247707
WELLS FARGO CO                 COM              949746101   492223 14038453 SH       DEFINED 01                14038453
WELLSFORD REAL PROPERTIES, INC COM              950240101      589    67298 SH       DEFINED 01                   67298
WENDY'S INTERNATIONAL, INC     COM              950590109     2089    73469 SH       DEFINED 01                   73469
WERNER ENTERPRISES, INC        COM              950755108     1406    89265 SH       DEFINED 01                   89265
WESBANCO, INC                  COM              950810101     1106    36700 SH       DEFINED 01                   36700
WESCO FINANCIAL CORP           COM              950817106     2031     6010 SH       DEFINED 01                    6010
WESLEY JESSEN VISIONCARE, INC  COM              951018100     5913   214518 SH       DEFINED 01                  214518
WEST COAST BANCORP (OREGON)    COM              952145100     1119    59900 SH       DEFINED 01                   59900
WEST MARINE, INC               COM              954235107       46     5200 SH       DEFINED 01                    5200
WEST PHARMACEUTICAL SERVICES   COM              955306105     2905    91311 SH       DEFINED 01                   91311
WEST TELESERVICES CORP         COM              956188106     1960   230600 SH       DEFINED 01                  230600
WESTAFF, INC                   COM              957070105      631   121700 SH       DEFINED 01                  121700
WESTAMERICA BANCORP            COM              957090103     5329   168500 SH       DEFINED 01                  168500
WESTCOAST ENERGY, INC          COM              95751D102     5478   279958 SH       DEFINED 01                  279958
WESTELL TECHNOLOGIES, INC (CLA COM              957541105      240    54500 SH       DEFINED 01                   54500
WESTERN BANCORP                COM              957683105     2509    81100 SH       DEFINED 01                   81100
WESTCORP                       COM              957907108        6      800 SH       DEFINED 01                     800
WESTERN DIGITAL CORP           COM              958102105    15055  1896700 SH       DEFINED 01                 1896700
WESTERN GAS RESOURCES, INC     COM              958259103       26     3400 SH       DEFINED 01                    3400
WESTERN INVESTMENT REAL ESTATE COM              958468100      602    58000 SH       DEFINED 01                   58000
WESTERN RESOURCES, INC         COM              959425109     2431    91110 SH       DEFINED 01                   91110
WESTERN WIRELESS CORP (CLASS A COM              95988E204    28036   773400 SH       DEFINED 01                  773400
WESTERNBANK PUERTO RICO        COM              959897109     1972   123750 SH       DEFINED 01                  123750
WESTFIELD AMERICA, INC         COM              959910100     3059   175400 SH       DEFINED 01                  175400
WESTINGHOUSE AIR BRAKE CO      COM              960386100     1002    48000 SH       DEFINED 01                   48000
WESTON (ROY F.), INC (CLASS A) COM              961137106      590   262400 SH       DEFINED 01                  262400
WESTPOINT STEVENS, INC         COM              961238102    39837  1438800 SH       DEFINED 01                 1438800
WESTVACO CORP                  COM              961548104    11837   563671 SH       DEFINED 01                  563671
WESTWOOD ONE, INC              COM              961815107     7991   280400 SH       DEFINED 01                  280400
WET SEAL, INC (CLASS A)        COM              961840105     6501   176300 SH       DEFINED 01                  176300
WEYERHAEUSER CO                COM              962166104    49642   894447 SH       DEFINED 01                  894447
WHIRLPOOL CORP                 COM              963320106    38602   709926 SH       DEFINED 01                  709926
WHITMAN CORP                   COM              96647K102     3730   217006 SH       DEFINED 01                  217006
WHITNEY HOLDINGS CORP          COM              966612103     5981   162050 SH       DEFINED 01                  162050
WHITTAKER CORP                 COM              966680407       10      473 SH       DEFINED 01                     473
WHITTMAN HART, INC             COM              966834103      421    19600 SH       DEFINED 01                   19600
WHOLE FOODS MARKET, INC        COM              966837106      399    11600 SH       DEFINED 01                   11600
WILD OATS MARKETS, INC         COM              96808B107      697    25700 SH       DEFINED 01                   25700
WILEY (JOHN) & SONS, INC (CLAS COM              968223206     4097    97538 SH       DEFINED 01                   97538
WILLAMETTE INDUSTRIES, INC     COM              969133107     7036   186372 SH       DEFINED 01                  186372
WILLIAMS COS, INC              COM              969457100    98952  2505120 SH       DEFINED 01                 2505120
WILLIAMS-SONOMA, INC           COM              969904101     3804   134667 SH       DEFINED 01                  134667
WILMAR INDUSTRIES, INC         COM              971426101      163    11000 SH       DEFINED 01                   11000
WILMINGTON TRUST CORP          COM              971807102    10271   179800 SH       DEFINED 01                  179800
WILSHIRE FINANCIAL SERVICES GR COM              971867106        5    12100 SH       DEFINED 01                   12100
WIND RIVER SYSTEMS, INC        COM              973149107     1802   101175 SH       DEFINED 01                  101175
WINDMERE-DURABLE HOLDINGS, INC COM              973411101      441    63025 SH       DEFINED 01                   63025
WINN DIXIE STORES, INC         COM              974280109     1711    45768 SH       DEFINED 01                   45768
WINNEBAGO INDUSTRIES, INC      COM              974637100     2236   159696 SH       DEFINED 01                  159696
WINSTAR COMMUNICATIONS, INC    COM              975515107    34083   937800 SH       DEFINED 01                  937800
WINSTON HOTELS, INC            COM              97563A102       14     1700 SH       DEFINED 01                    1700
WIRELESS TELECOM GROUP, INC    COM              976524108       12     7000 SH       DEFINED 01                    7000
WISCONSIN CENTRAL TRANSIT CORP COM              976592105     4943   373050 SH       DEFINED 01                  373050
WISCONSIN ENERGY CORP          COM              976657106    19032   728481 SH       DEFINED 01                  728481
WISER OIL CO                   COM              977284108      217   102338 SH       DEFINED 01                  102338
WITCO CORP                     COM              977385103      331    26109 SH       DEFINED 01                   26109
WOLVERINE TUBE, INC            COM              978093102     3976   188200 SH       DEFINED 01                  188200
WOLVERINE WORLD WIDE, INC      COM              978097103      180    18949 SH       DEFINED 01                   18949
WOODHEAD INDUSTRIES, INC       COM              979438108     2805   289500 SH       DEFINED 01                  289500
WOODWARD GOVERNOR CO           COM              980745103      395    15800 SH       DEFINED 01                   15800
WORKFLOW MANAGEMENT, INC       COM              98137N109       59     8714 SH       DEFINED 01                    8714
WORLD ACCESS, INC              COM              98141A101      434    53451 SH       DEFINED 01                   53451
WORLD COLOR PRESS, INC         COM              981443104    11935   561640 SH       DEFINED 01                  561640
WORLD FUEL SERVICES CORP       COM              981475106       14     1226 SH       DEFINED 01                    1226
WORTHINGTON FOODS, INC         COM              981809106       33     2866 SH       DEFINED 01                    2866
WORTHINGTON INDUSTRIES, INC    COM              981811102     2310   196582 SH       DEFINED 01                  196582
WRIGLEY (WM) JR CO             COM              982526105    10942   120985 SH       DEFINED 01                  120985
WYMAN-GORDON CO                COM              983085101     1639   177200 SH       DEFINED 01                  177200
WYNN'S INTERNATIONAL, INC      COM              983195108     1229    70473 SH       DEFINED 01                   70473
X RITE, INC                    COM              983857103     1567   241000 SH       DEFINED 01                  241000
XILINX, INC                    COM              983919101   150146  3701600 SH       DEFINED 01                 3701600
XIRCOM, INC                    COM              983922105     4442   176800 SH       DEFINED 01                  176800
XOMED SURGICAL PRODUCTS, INC   COM              98412V107      493    12550 SH       DEFINED 01                   12550
XEROX CORP                     COM              984121103   725477 13592070 SH       DEFINED 01                13592070
XTRA CORP                      COM              984138107     4230   110400 SH       DEFINED 01                  110400
XYLAN CORP                     COM              984151100     9207   250100 SH       DEFINED 01                  250100
YPF SOCIEDAD ANONIMA (CLASS D) ADR              984245100     3380   107100 SH       DEFINED 01                  107100
YAHOO, INC                     COM              984332106   211648  1257006 SH       DEFINED 01                 1257006
YANKEE ENERGY SYSTEMS, INC     COM              984779108     9723   421600 SH       DEFINED 01                  421600
YELLOW CORP                    COM              985509108     7814   449700 SH       DEFINED 01                  449700
YORK INTERNATIONAL CORP        COM              986670107    27781   786730 SH       DEFINED 01                  786730
YORK RESEARCH CORP             COM              987048105      746   151135 SH       DEFINED 01                  151135
YOUNG & RUBICAM, INC           COM              987425105    13337   327300 SH       DEFINED 01                  327300
YOUNG BROADCASTING, INC (CLASS COM              987434107     3700    81100 SH       DEFINED 01                   81100
ZALE CORP                      COM              988858106    27450   802927 SH       DEFINED 01                  802927
ZAPATA CORP                    COM              989070503       29     3200 SH       DEFINED 01                    3200
ZEBRA TECHNOLOGY CORP          COM              989207105      285    12000 SH       DEFINED 01                   12000
ASTRAZENECA PLC -SPONS ADR     ADR              98934D106     3530    75000 SH       DEFINED 01                   75000
ZENITH NATIONAL INSURANCE CORP COM              989390109      964    39642 SH       DEFINED 01                   39642
ZILA, INC                      COM              989513205     1545   408538 SH       DEFINED 01                  408538
ZIONS BANCORP                  COM              989701107     5107    76800 SH       DEFINED 01                   76800
ZORAN CORP                     COM              98975F101      167    10200 SH       DEFINED 01                   10200
ZONAGEN, INC                   COM              98975L108     3094   143900 SH       DEFINED 01                  143900
ZOLTEK COS, INC                COM              98975W104       36     4780 SH       DEFINED 01                    4780
ZYGO CORP                      COM              989855101      502    42300 SH       DEFINED 01                   42300
</TABLE>


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